UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form N-CSR
CERTIFIED SHAREHOLDER REPORT OF
REGISTERED MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number: 811-08895
Voya Funds Trust
(Exact name of registrant as specified in charter)
7337 East Doubletree Ranch Road, Suite 100, Scottsdale, AZ | 85258 |
(Address of principal executive offices) | (Zip code) |
The Corporation Trust Company, 1209 Orange Street, Wilmington, DE 19801
(Name and address of agent for service)
Registrant’s telephone number, including area code: 1-800-992-0180
Date of fiscal year end: March 31
Date of reporting period: March 31, 2018
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):
| | | E-Delivery Sign-up – details inside | |
| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
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President
Voya Family of Funds
April 27, 2018
| | Index | | | | Description | | |
| | ICE BofAML U.S. Dollar 3-Month Deposit Offered Rate Constant Maturity Index | | | | The Index is designed to track the performance of a synthetic asset paying LIBOR to a stated maturity. The index is based on the assumed purchase at par of a synthetic instrument having exactly its stated maturity and with a coupon equal to that day’s fixing rate. That issue is assumed to be sold the following business day (priced at a yield equal to the current day rate) and rolled into a new instrument. | | |
| | Bloomberg Barclays GNMA Index | | | | An index comprised of all fixed security mortgage pools sponsored by GNMA, including GNMA Graduated Payment Mortgages. | | |
| | Bloomberg Barclays High Yield Bond — 2% Issuer Constrained Composite Index | | | | An index that includes all fixed income securities having a maximum quality rating of Ba1, a minimum amount outstanding of $150 million, and at least one year to maturity. | | |
| | Bloomberg Barclays U.S. 1-3 Year Government/Credit Bond Index | | | | A widely recognized index of publicly issued fixed rate, investment grade debt securities, including Treasuries, Agencies and credit securities with a maturity of one to three years. | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | An index of publicly issued investment grade U.S. Government, mortgage-backed, asset-backed and corporate debt securities. | | |
| | Bloomberg Barclays U.S. Corporate Investment Grade Bond Index | | | | An index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | | |
| | Bloomberg Barclays U.S. Treasury Bond Index | | | | A market capitalization-weighted index that measures the performance of public obligations of the U.S. Treasury that have a remaining maturity of one year or more. | | |
| | MSCI Europe ex UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. | | |
| | MSCI Japan® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. | | |
| | MSCI UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. | | |
| | MSCI World IndexSM | | | | An index that measures the performance of over 1,400 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | | |
| | S&P 500® Index | | | | An index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. | | |
Voya GNMA Income Fund | Portfolio Managers’ Report |
| Investment Type Allocation as of March 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| U.S. Government Agency Obligations | | | 67.4% | |
| Collateralized Mortgage Obligations | | | 63.5% | |
| Commercial Mortgage-Backed Securities | | | 0.5% | |
| Asset-Backed Securities | | | 0.2% | |
| Liabilities in Excess of Other Assets* | | | (31.6)% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya GNMA Income Fund |
| | | |
| | Average Annual Total Returns for the Periods Ended March 31, 2018 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Including Sales Charge: | | | | | ||||||||||||||||
| | Class A(1) | | | | | -2.46% | | | | | | 0.83% | | | | | | 2.98% | | | |
| | Class C(2) | | | | | -1.54% | | | | | | 0.59% | | | | | | 2.48% | | | |
| | Class I | | | | | 0.37% | | | | | | 1.63% | | | | | | 3.54% | | | |
| | Class W | | | | | 0.33% | | | | | | 1.60% | | | | | | 3.52% | | | |
| | Excluding Sales Charge: | | | | | ||||||||||||||||
| | Class A | | | | | 0.08% | | | | | | 1.34% | | | | | | 3.24% | | | |
| | Class C | | | | | -0.56% | | | | | | 0.59% | | | | | | 2.48% | | | |
| | Class I | | | | | 0.37% | | | | | | 1.63% | | | | | | 3.54% | | | |
| | Class W | | | | | 0.33% | | | | | | 1.60% | | | | | | 3.52% | | | |
| | Bloomberg Barclays GNMA | | | | | 0.28% | | | | | | 1.48% | | | | | | 3.45% | | | |
| | | | |
Voya High Yield Bond Fund | Portfolio Managers’ Report |
| Sector Diversification as of March 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Consumer, Non-cyclical | | | 18.9% | |
| Consumer, Cyclical | | | 16.6% | |
| Energy | | | 15.3% | |
| Communications | | | 14.8% | |
| Industrials | | | 10.0% | |
| Basic Materials | | | 8.1% | |
| Technology | | | 6.3% | |
| Financials | | | 5.8% | |
| Utilities | | | 1.6% | |
| Consumer Discretionary** | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 2.6% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ** Amount is less than 0.005%. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of March 31, 2018* (as a percentage of net assets) | | |||
| | | | | |
| Sprint Corp., 7.125%, 06/15/24 | | | 0.9% | |
| Valeant Pharmaceuticals International, Inc., 6.750%, 08/15/21 | | | 0.8% | |
| HCA, Inc., 5.375%, 02/01/25 | | | 0.7% | |
| WPX Energy, Inc., 6.000%, 01/15/22 | | | 0.6% | |
| HCA Healthcare, Inc., 6.250%, 02/15/21 | | | 0.6% | |
| First Data Corp., 7.000%, 12/01/23 | | | 0.5% | |
| Sprint Corp., 7.250%, 09/15/21 | | | 0.5% | |
| MPH Acquisition Holdings LLC, 7.125%, 06/01/24 | | | 0.5% | |
| CCO Holdings LLC/CCO Holdings Capital Corp., 5.750%, 02/15/26 | | | 0.5% | |
| CRC Escrow Issuer LLC/CRC Finco, Inc., 5.250%, 10/15/25 | | | 0.5% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily | |
Portfolio Managers’ Report | Voya High Yield Bond Fund |
| | | |
| | Average Annual Total Returns for the Periods Ended March 31, 2018 | | | ||||||||||||||||||||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Class I July 31, 2008 | | | Since Inception of Class P June 14, 2013 | | | Since Inception of Class R January 30, 2014 | | | Since Inception of Class R6 August 3, 2016 | | | |||||||||||||||||||||
| | Including Sales Charge: | | | | | | | | | ||||||||||||||||||||||||||||||||||||
| | Class A(1) | | | | | -0.07% | | | | | | 3.72% | | | | | | 6.61% | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | |
| | Class C(2) | | | | | 0.78% | | | | | | 3.46% | | | | | | 6.08% | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | |
| | Class I | | | | | 2.87% | | | | | | 4.62% | | | | | | — | | | | | | 7.81% | | | | | | — | | | | | | — | | | | | | — | | | |
| | Class P | | | | | 3.63% | | | | | | — | | | | | | — | | | | | | — | | | | | | 5.51% | | | | | | — | | | | | | — | | | |
| | Class R | | | | | 2.39% | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 3.64% | | | | | | — | | | |
| | Class R6(3) | | | | | 2.97% | | | | | | 4.66% | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 7.84% | | | |
| | Class W(4) | | | | | 2.78% | | | | | | 4.52% | | | | | | 7.20% | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | |
| | Excluding Sales Charge: | | | | | | | | | ||||||||||||||||||||||||||||||||||||
| | Class A | | | | | 2.52% | | | | | | 4.24% | | | | | | 6.88% | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | |
| | Class C | | | | | 1.75% | | | | | | 3.46% | | | | | | 6.08% | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | |
| | Class I | | | | | 2.87% | | | | | | 4.62% | | | | | | — | | | | | | 7.81% | | | | | | — | | | | | | — | | | | | | — | | | |
| | Class P | | | | | 3.63% | | | | | | — | | | | | | — | | | | | | — | | | | | | 5.51% | | | | | | — | | | | | | — | | | |
| | Class R | | | | | 2.39% | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 3.64% | | | | | | — | | | |
| | Class R6(3) | | | | | 2.97% | | | | | | 4.66% | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 7.84% | | | |
| | Class W(4) | | | | | 2.78% | | | | | | 4.52% | | | | | | 7.20% | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | |
| | Bloomberg Barclays High Yield Bond – 2% Issuer Constrained Composite | | | | | 3.78% | | | | | | 5.00% | | | | | | 8.32% | | | | | | 8.55% | | | | | | 5.23% | | | | | | 4.75% | | | | | | 8.55% | | | |
| | | | |
Voya Intermediate Bond Fund | Portfolio Managers’ Report |
| Investment Type Allocation as of March 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 32.7% | |
| U.S. Treasury Obligations | | | 23.7% | |
| U.S. Government Agency Obligations | | | 14.8% | |
| Asset-Backed Securities | | | 12.3% | |
| Collateralized Mortgage Obligations | | | 11.5% | |
| Commercial Mortgage-Backed Securities | | | 5.9% | |
| Foreign Government Bonds | | | 5.0% | |
| Preferred Stock** | | | 0.0% | |
| Liabilities in Excess of Other Assets* | | | (5.9)% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ** Amount is less than 0.005%. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of March 31, 2018* (as a percentage of net assets) | | |||
| | | | | |
| United States Treasury Note, 2.250%, 03/31/20 | | | 6.3% | |
| United States Treasury Note, 2.500%, 03/31/23 | | | 4.8% | |
| United States Treasury Note, 2.375%, 03/15/21 | | | 4.3% | |
| United States Treasury Bond, 2.750%, 11/15/47 | | | 3.5% | |
| United States Treasury Bond, 2.750%, 02/15/28 | | | 2.6% | |
| Fannie Mae, 3.000%, 04/01/48 | | | 2.6% | |
| Freddie Mac, 3.500%, 04/01/48 | | | 2.0% | |
| Freddie Mac, 4.000%, 05/01/48 | | | 0.8% | |
| Ginnie Mae, 3.500%, 04/01/48 | | | 0.7% | |
| Freddie Mac 326 350, 3.500%, 03/15/44 | | | 0.7% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Intermediate Bond Fund |
| | | |
| | Average Annual Total Returns for the Periods Ended March 31, 2018 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Including Sales Charge: | | | | | ||||||||||||||||
| | Class A(1) | | | | | -0.83% | | | | | | 1.91% | | | | | | 3.77% | | | |
| | Class C(2) | | | | | 0.00% | | | | | | 1.69% | | | | | | 3.26% | | | |
| | Class I | | | | | 2.09% | | | | | | 2.81% | | | | | | 4.37% | | | |
| | Class O | | | | | 1.75% | | | | | | 2.44% | | | | | | 4.03% | | | |
| | Class R | | | | | 1.60% | | | | | | 2.20% | | | | | | 3.78% | | | |
| | Class R6(3) | | | | | 2.20% | | | | | | 2.82% | | | | | | 4.37% | | | |
| | Class W | | | | | 2.00% | | | | | | 2.71% | | | | | | 4.46% | | | |
| | Excluding Sales Charge: | | | | | ||||||||||||||||
| | Class A | | | | | 1.75% | | | | | | 2.43% | | | | | | 4.03% | | | |
| | Class C | | | | | 0.99% | | | | | | 1.69% | | | | | | 3.26% | | | |
| | Class I | | | | | 2.09% | | | | | | 2.81% | | | | | | 4.37% | | | |
| | Class O | | | | | 1.75% | | | | | | 2.44% | | | | | | 4.03% | | | |
| | Class R | | | | | 1.60% | | | | | | 2.20% | | | | | | 3.78% | | | |
| | Class R6(3) | | | | | 2.20% | | | | | | 2.82% | | | | | | 4.37% | | | |
| | Class W | | | | | 2.00% | | | | | | 2.71% | | | | | | 4.46% | | | |
| | Bloomberg Barclays U.S. Aggregate Bond | | | | | 1.20% | | | | | | 1.82% | | | | | | 3.63% | | | |
| | | | |
Voya Short Term Bond Fund | Portfolio Managers’ Report |
| Investment Type Allocation as of March 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 63.8% | |
| Asset-Backed Securities | | | 16.8% | |
| Commercial Mortgage-Backed Securities | | | 10.4% | |
| Collateralized Mortgage Obligations | | | 3.7% | |
| U.S. Treasury Obligations | | | 1.3% | |
| U.S. Government Agency Obligations | | | 1.1% | |
| Foreign Government Bonds | | | 0.1% | |
| Assets in Excess of Other Liabilities* | | | 2.8% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of March 31, 2018* (as a percentage of net assets) | | |||
| | | | | |
| JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 B, 5.408%, 08/15/46 | | | 1.0% | |
| United States Treasury Note, 2.250%, 02/29/20 | | | 0.8% | |
| Dell International LLC/EMC Corp., 4.420%, 06/15/21 | | | 0.7% | |
| Ginnie Mae Series 2014-53 JM, 7.134%, 04/20/39 | | | 0.7% | |
| Toronto-Dominion Bank, 2.250%, 11/05/19 | | | 0.7% | |
| PNC Bank NA, 2.400%, 10/18/19 | | | 0.6% | |
| Intel Corp., 2.450%, 07/29/20 | | | 0.6% | |
| Freddie Mac REMIC Trust 2103 TE, 6.000%, 12/15/28 | | | 0.6% | |
| Evergreen Credit Card Trust Series 2018-1 A, 2.950%, 03/15/23 | | | 0.6% | |
| Capital One Multi-Asset Execution Trust 2016-A6 A6, 1.820%, 09/15/22 | | | 0.6% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Short Term Bond Fund |
| | | |
| | Average Annual Total Returns for the Periods Ended March 31, 2018 | | | ||||||||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes A, C, I, and W December 19, 2012 | | | Since Inception of Class R6 July 31, 2013 | | | Since Inception of Class R July 31, 2014 | | | |||||||||||||||
| | Including Sales Charge: | | | | | | | ||||||||||||||||||||||||||
| | Class A(1) | | | | | -2.13% | | | | | | 0.45% | | | | | | 0.45% | | | | | | — | | | | | | — | | | |
| | Class C(2) | | | | | -1.38% | | | | | | 0.20% | | | | | | 0.17% | | | | | | — | | | | | | — | | | |
| | Class I | | | | | 0.55% | | | | | | 1.22% | | | | | | 1.19% | | | | | | — | | | | | | — | | | |
| | Class R | | | | | 0.10% | | | | | | — | | | | | | — | | | | | | — | | | | | | 0.58% | | | |
| | Class R6(3) | | | | | 0.68% | | | | | | 1.27% | | | | | | — | | | | | | 1.24% | | | | | | — | | | |
| | Class W | | | | | 0.50% | | | | | | 1.18% | | | | | | 1.15% | | | | | | — | | | | | | — | | | |
| | Excluding Sales Charge: | | | | | | | ||||||||||||||||||||||||||
| | Class A | | | | | 0.35% | | | | | | 0.96% | | | | | | 0.93% | | | | | | — | | | | | | — | | | |
| | Class C | | | | | -0.40% | | | | | | 0.20% | | | | | | 0.17% | | | | | | — | | | | | | — | | | |
| | Class I | | | | | 0.55% | | | | | | 1.22% | | | | | | 1.19% | | | | | | — | | | | | | — | | | |
| | Class R | | | | | 0.10% | | | | | | — | | | | | | — | | | | | | — | | | | | | 0.58% | | | |
| | Class R6(3) | | | | | 0.68% | | | | | | 1.27% | | | | | | — | | | | | | 1.24% | | | | | | — | | | |
| | Class W | | | | | 0.50% | | | | | | 1.18% | | | | | | 1.15% | | | | | | — | | | | | | — | | | |
| | Bloomberg Barclays U.S. 1-3 Year Government/Credit Bond | | | | | 0.24% | | | | | | 0.76% | | | | | | 0.77% | | | | | | 0.77% | | | | | | 0.78% | | | |
| | | | |
Voya Strategic Income Opportunities Fund | Portfolio Managers’ Report |
| Investment Type Allocation as of March 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Commercial Mortgage-Backed Securities | | | 19.0% | |
| Asset-Backed Securities | | | 15.1% | |
| Bank Loans | | | 14.8% | |
| Collateralized Mortgage Obligations | | | 12.8% | |
| Corporate Bonds/Notes | | | 12.4% | |
| Foreign Government Bonds | | | 8.4% | |
| U.S. Treasury Obligations | | | 3.8% | |
| U.S. Government Agency Obligations** | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 13.7% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ** Amount is less than 0.005%. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of March 31, 2018* (as a percentage of net assets) | | |||
| | | | | |
| Bonos de la Tesoreria de la Republica en pesos, 4.500%, 03/01/26 | | | 1.1% | |
| United States Treasury Note, 1.625%, 03/31/19 | | | 1.1% | |
| PFP 2017-4 E Ltd., 6.627%, 07/14/35 | | | 1.0% | |
| BANK 2017-BNK4 E, 3.357%, 05/15/50 | | | 0.9% | |
| Russian Federal Bond – OFZ, 7.600%, 07/20/22 | | | 0.9% | |
| Core Industrial Trust 2015-TEXW E, 3.849%, 02/10/34 | | | 0.8% | |
| United States Treasury Note, 2.375%, 03/15/21 | | | 0.8% | |
| United States Treasury Note, 2.500%, 03/31/23 | | | 0.7% | |
| FREMF Mortgage Trust 2012-K706 P, 4.428%, 11/25/44 | | | 0.7% | |
| Wells Fargo Commercial Mortgage Trust 2018-BXI E, 3.933%, 12/15/36 | | | 0.6% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Strategic Income Opportunities Fund |
| | | |
| | Average Annual Total Returns for the Periods Ended March 31, 2018 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes A, C, I, R, and W November 2, 2012 | | | Since Inception of Class R6 October 23, 2015 | | | ||||||||||||
| | Including Sales Charge: | | | | | | |||||||||||||||||||||
| | Class A(1) | | | | | 1.41% | | | | | | 2.91% | | | | | | 3.09% | | | | | | — | | | |
| | Class C(2) | | | | | 2.24% | | | | | | 2.60% | | | | | | 2.76% | | | | | | — | | | |
| | Class I | | | | | 4.37% | | | | | | 3.82% | | | | | | 3.97% | | | | | | — | | | |
| | Class R | | | | | 3.76% | | | | | | 3.13% | | | | | | 3.28% | | | | | | — | | | |
| | Class R6(3) | | | | | 4.41% | | | | | | 3.79% | | | | | | — | | | | | | 3.95% | | | |
| | Class W | | | | | 4.27% | | | | | | 3.49% | | | | | | 3.67% | | | | | | — | | | |
| | Excluding Sales Charge: | | | | | | |||||||||||||||||||||
| | Class A | | | | | 4.01% | | | | | | 3.43% | | | | | | 3.58% | | | | | | — | | | |
| | Class C | | | | | 3.24% | | | | | | 2.60% | | | | | | 2.76% | | | | | | — | | | |
| | Class I | | | | | 4.37% | | | | | | 3.82% | | | | | | 3.97% | | | | | | — | | | |
| | Class R | | | | | 3.76% | | | | | | 3.13% | | | | | | 3.28% | | | | | | — | | | |
| | Class R6(3) | | | | | 4.41% | | | | | | 3.79% | | | | | | — | | | | | | 3.95% | | | |
| | Class W | | | | | 4.27% | | | | | | 3.49% | | | | | | 3.67% | | | | | | — | | | |
| | ICE BofAML U.S. Dollar 3-Month Deposit Offered Rate Constant Maturity | | | | | 1.21% | | | | | | 0.55% | | | | | | 0.54% | | | | | | 0.54% | | | |
| | | | |
| | | Actual Fund Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value October 1, 2017 | | | Ending Account Value March 31, 2018 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended March 31, 2018* | | | Beginning Account Value October 1, 2017 | | | Ending Account Value March 31, 2018 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended March 31, 2018* | | ||||||||||||||||||||||||
Voya GNMA Income Fund | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 989.20 | | | | | | 0.95% | | | | | $ | 4.71 | | | | | $ | 1,000.00 | | | | | $ | 1,020.19 | | | | | | 0.95% | | | | | $ | 4.78 | | |
Class C | | | | | 1,000.00 | | | | | | 985.30 | | | | | | 1.70 | | | | | | 8.41 | | | | | | 1,000.00 | | | | | | 1,016.45 | | | | | | 1.70 | | | | | | 8.55 | | |
Class I | | | | | 1,000.00 | | | | | | 989.50 | | | | | | 0.65 | | | | | | 3.22 | | | | | | 1,000.00 | | | | | | 1,021.69 | | | | | | 0.65 | | | | | | 3.28 | | |
Class W | | | | | 1,000.00 | | | | | | 989.30 | | | | | | 0.70 | | | | | | 3.47 | | | | | | 1,000.00 | | | | | | 1,021.44 | | | | | | 0.70 | | | | | | 3.53 | | |
Voya High Yield Bond Fund | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 990.20 | | | | | | 1.07% | | | | | $ | 5.31 | | | | | $ | 1,000.00 | | | | | $ | 1,019.60 | | | | | | 1.07% | | | | | $ | 5.39 | | |
Class C | | | | | 1,000.00 | | | | | | 987.70 | | | | | | 1.82 | | | | | | 9.02 | | | | | | 1,000.00 | | | | | | 1,015.86 | | | | | | 1.82 | | | | | | 9.15 | | |
Class I | | | | | 1,000.00 | | | | | | 993.10 | | | | | | 0.72 | | | | | | 3.58 | | | | | | 1,000.00 | | | | | | 1,021.34 | | | | | | 0.72 | | | | | | 3.63 | | |
Class P | | | | | 1,000.00 | | | | | | 996.20 | | | | | | 0.06 | | | | | | 0.30 | | | | | | 1,000.00 | | | | | | 1,024.63 | | | | | | 0.06 | | | | | | 0.30 | | |
Class R | | | | | 1,000.00 | | | | | | 990.20 | | | | | | 1.32 | | | | | | 6.55 | | | | | | 1,000.00 | | | | | | 1,018.35 | | | | | | 1.32 | | | | | | 6.64 | | |
Class R6 | | | | | 1,000.00 | | | | | | 993.00 | | | | | | 0.66 | | | | | | 3.28 | | | | | | 1,000.00 | | | | | | 1,021.64 | | | | | | 0.66 | | | | | | 3.33 | | |
Class W | | | | | 1,000.00 | | | | | | 991.50 | | | | | | 0.82 | | | | | | 4.07 | | | | | | 1,000.00 | | | | | | 1,020.84 | | | | | | 0.82 | | | | | | 4.13 | | |
| | | Actual Fund Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value October 1, 2017 | | | Ending Account Value March 31, 2018 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended March 31, 2018* | | | Beginning Account Value October 1, 2017 | | | Ending Account Value March 31, 2018 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended March 31, 2018* | | ||||||||||||||||||||||||
Voya Intermediate Bond Fund | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 989.30 | | | | | | 0.67% | | | | | $ | 3.32 | | | | | $ | 1,000.00 | | | | | $ | 1,021.59 | | | | | | 0.67% | | | | | $ | 3.38 | | |
Class C | | | | | 1,000.00 | | | | | | 986.60 | | | | | | 1.42 | | | | | | 7.03 | | | | | | 1,000.00 | | | | | | 1,017.85 | | | | | | 1.42 | | | | | | 7.14 | | |
Class I | | | | | 1,000.00 | | | | | | 992.00 | | | | | | 0.35 | | | | | | 1.74 | | | | | | 1,000.00 | | | | | | 1,023.19 | | | | | | 0.35 | | | | | | 1.77 | | |
Class O | | | | | 1,000.00 | | | | | | 989.30 | | | | | | 0.67 | | | | | | 3.32 | | | | | | 1,000.00 | | | | | | 1,021.59 | | | | | | 0.67 | | | | | | 3.38 | | |
Class R | | | | | 1,000.00 | | | | | | 989.10 | | | | | | 0.92 | | | | | | 4.56 | | | | | | 1,000.00 | | | | | | 1,020.34 | | | | | | 0.92 | | | | | | 4.63 | | |
Class R6 | | | | | 1,000.00 | | | | | | 992.00 | | | | | | 0.31 | | | | | | 1.54 | | | | | | 1,000.00 | | | | | | 1,023.39 | | | | | | 0.31 | | | | | | 1.56 | | |
Class W | | | | | 1,000.00 | | | | | | 991.50 | | | | | | 0.42 | | | | | | 2.09 | | | | | | 1,000.00 | | | | | | 1,022.84 | | | | | | 0.42 | | | | | | 2.12 | | |
Voya Short Term Bond Fund | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 995.00 | | | | | | 0.77% | | | | | $ | 3.83 | | | | | $ | 1,000.00 | | | | | $ | 1,021.09 | | | | | | 0.77% | | | | | $ | 3.88 | | |
Class C | | | | | 1,000.00 | | | | | | 990.20 | | | | | | 1.52 | | | | | | 7.54 | | | | | | 1,000.00 | | | | | | 1,017.35 | | | | | | 1.52 | | | | | | 7.64 | | |
Class I | | | | | 1,000.00 | | | | | | 995.40 | | | | | | 0.51 | | | | | | 2.54 | | | | | | 1,000.00 | | | | | | 1,022.39 | | | | | | 0.51 | | | | | | 2.57 | | |
Class R | | | | | 1,000.00 | | | | | | 992.60 | | | | | | 1.02 | | | | | | 5.07 | | | | | | 1,000.00 | | | | | | 1,019.85 | | | | | | 1.02 | | | | | | 5.14 | | |
Class R6 | | | | | 1,000.00 | | | | | | 996.60 | | | | | | 0.48 | | | | | | 2.39 | | | | | | 1,000.00 | | | | | | 1,022.54 | | | | | | 0.48 | | | | | | 2.42 | | |
Class W | | | | | 1,000.00 | | | | | | 995.20 | | | | | | 0.52 | | | | | | 2.59 | | | | | | 1,000.00 | | | | | | 1,022.34 | | | | | | 0.52 | | | | | | 2.62 | | |
Voya Strategic Income Opportunities Fund | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 1,012.50 | | | | | | 1.05% | | | | | $ | 5.27 | | | | | $ | 1,000.00 | | | | | $ | 1,019.70 | | | | | | 1.05% | | | | | $ | 5.29 | | |
Class C | | | | | 1,000.00 | | | | | | 1,008.60 | | | | | | 1.80 | | | | | | 9.01 | | | | | | 1,000.00 | | | | | | 1,015.96 | | | | | | 1.80 | | | | | | 9.05 | | |
Class I | | | | | 1,000.00 | | | | | | 1,014.80 | | | | | | 0.70 | | | | | | 3.52 | | | | | | 1,000.00 | | | | | | 1,021.44 | | | | | | 0.70 | | | | | | 3.53 | | |
Class R | | | | | 1,000.00 | | | | | | 1,011.20 | | | | | | 1.30 | | | | | | 6.52 | | | | | | 1,000.00 | | | | | | 1,018.45 | | | | | | 1.30 | | | | | | 6.54 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,014.90 | | | | | | 0.66 | | | | | | 3.32 | | | | | | 1,000.00 | | | | | | 1,021.64 | | | | | | 0.66 | | | | | | 3.33 | | |
Class W | | | | | 1,000.00 | | | | | | 1,013.70 | | | | | | 0.80 | | | | | | 4.02 | | | | | | 1,000.00 | | | | | | 1,020.94 | | | | | | 0.80 | | | | | | 4.03 | | |
Voya Funds Trust:
May 24, 2018
| | | Voya GNMA Income Fund | | | Voya High Yield Bond Fund | | | Voya Intermediate Bond Fund | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 1,340,229,142 | | | | | $ | 547,498,761 | | | | | $ | 5,804,641,213 | | |
Short-term investments at fair value** | | | | | 52,503,159 | | | | | | 38,466,391 | | | | | | 717,251,302 | | |
Cash | | | | | — | | | | | | — | | | | | | 4,558,452 | | |
Cash collateral for futures | | | | | 2,356,000 | | | | | | — | | | | | | 4,582,717 | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | — | | | | | | — | | | | | | 22,390,000 | | |
Cash pledged as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | — | | | | | | 500,000 | | |
Foreign currencies at value*** | | | | | — | | | | | | — | | | | | | 1,533,529 | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | — | | | | | | 4,682,063 | | | | | | 132,557,315 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | 7,218,999 | | | | | | — | | | | | | 64,838,145 | | |
Fund shares sold | | | | | 994,767 | | | | | | 292,684 | | | | | | 50,762,134 | | |
Dividends | | | | | — | | | | | | 6,789 | | | | | | 123,926 | | |
Interest | | | | | 2,942,692 | | | | | | 9,626,362 | | | | | | 35,641,265 | | |
Foreign tax reclaims | | | | | — | | | | | | — | | | | | | 43,009 | | |
Unrealized appreciation on forward foreign currency contracts | | | | | — | | | | | | — | | | | | | 617,589 | | |
Unrealized appreciation on forward premium swaptions | | | | | — | | | | | | — | | | | | | 401,311 | | |
Variation margin receivable on centrally cleared swaps | | | | | — | | | | | | — | | | | | | 314,107 | | |
Prepaid expenses | | | | | 36,706 | | | | | | 70,906 | | | | | | 120,248 | | |
Reimbursement due from manager | | | | | 112,025 | | | | | | — | | | | | | — | | |
Other assets | | | | | 40,437 | | | | | | 15,459 | | | | | | 93,187 | | |
Total assets | | | | | 1,406,433,927 | | | | | | 600,659,415 | | | | | | 6,840,969,449 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Income distribution payable | | | | | 336,773 | | | | | | 71,593 | | | | | | 1,380,326 | | |
Payable for investment securities purchased | | | | | — | | | | | | 6,004,600 | | | | | | 739,341,692 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | 383,610,174 | | | | | | — | | | | | | 458,688,342 | | |
Payable for fund shares redeemed | | | | | 1,543,989 | | | | | | 2,318,798 | | | | | | 7,794,003 | | |
Payable upon receipt of securities loaned | | | | | — | | | | | | 29,171,391 | | | | | | 148,711,660 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | — | | | | | | — | | | | | | 1,645,513 | | |
Cash received as collateral for delayed-delivery or when-issued securities (Note 2) | | | | | 1,106,000 | | | | | | — | | | | | | 1,906,000 | | |
Payable for investment management fees | | | | | 493,992 | | | | | | 220,217 | | | | | | 1,238,917 | | |
Payable for distribution and shareholder service fees | | | | | 157,975 | | | | | | 21,018 | | | | | | 197,513 | | |
Payable to custodian due to bank overdraft | | | | | 397,950 | | | | | | 63,333 | | | | | | — | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 40,437 | | | | | | 15,459 | | | | | | 93,187 | | |
Payable for trustee fees | | | | | 5,737 | | | | | | 3,086 | | | | | | 23,256 | | |
Other accrued expenses and liabilities | | | | | 137,147 | | | | | | 167,628 | | | | | | 779,773 | | |
Total liabilities | | | | | 387,830,174 | | | | | | 38,057,123 | | | | | | 1,361,800,182 | | |
NET ASSETS | | | | $ | 1,018,603,753 | | | | | $ | 562,602,292 | | | | | $ | 5,479,169,267 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 1,053,770,221 | | | | | $ | 574,570,442 | | | | | $ | 5,584,868,482 | | |
Undistributed (distributions in excess of) net investment income or accumulated net investment loss | | | | | (1,837,122) | | | | | | 320,898 | | | | | | (4,280,587) | | |
Accumulated net realized loss | | | | | (23,549,239) | | | | | | (10,783,711) | | | | | | (73,096,588) | | |
Net unrealized depreciation | | | | | (9,780,107) | | | | | | (1,505,337) | | | | | | (28,322,040) | | |
NET ASSETS | | | | $ | 1,018,603,753 | | | | | $ | 562,602,292 | | | | | $ | 5,479,169,267 | | |
+ Including securities loaned at value | | | | $ | — | | | | | $ | 28,363,810 | | | | | $ | 145,961,753 | | |
* Cost of investments in securities | | | | $ | 1,348,814,188 | | | | | $ | 549,004,098 | | | | | $ | 5,829,899,583 | | |
** Cost of short-term investments | | | | $ | 52,502,141 | | | | | $ | 38,466,391 | | | | | $ | 717,273,650 | | |
*** Cost of foreign currencies | | | | $ | — | | | | | $ | — | | | | | $ | 1,535,316 | | |
| | | Voya GNMA Income Fund | | | Voya High Yield Bond Fund | | | Voya Intermediate Bond Fund | | |||||||||
Class A | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 435,118,183 | | | | | $ | 52,993,821 | | | | | $ | 444,864,516 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 52,748,782 | | | | | | 6,712,914 | | | | | | 44,923,590 | | |
Net asset value and redemption price per share† | | | | $ | 8.25 | | | | | $ | 7.89 | | | | | $ | 9.90 | | |
Maximum offering price per share (2.50%)(1) | | | | $ | 8.46 | | | | | $ | 8.09 | | | | | $ | 10.15 | | |
Class C | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 76,535,139 | | | | | $ | 10,512,644 | | | | | $ | 30,922,367 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 9,325,627 | | | | | | 1,332,137 | | | | | | 3,127,220 | | |
Net asset value and redemption price per share† | | | | $ | 8.21 | | | | | $ | 7.89 | | | | | $ | 9.89 | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 350,325,781 | | | | | $ | 149,279,187 | | | | | $ | 2,510,745,525 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 42,407,532 | | | | | | 18,941,522 | | | | | | 253,701,829 | | |
Net asset value and redemption price per share | | | | $ | 8.26 | | | | | $ | 7.88 | | | | | $ | 9.90 | | |
Class O | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 30,751,827 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | 3,105,514 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 9.90 | | |
Class P | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 132,713,194 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 16,807,823 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 7.90 | | | | | | n/a | | |
Class R | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 791,154 | | | | | $ | 186,903,588 | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 100,155 | | | | | | 18,849,813 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 7.90 | | | | | $ | 9.92 | | |
Class R6 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 117,342,787 | | | | | $ | 1,514,794,959 | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 14,866,821 | | | | | | 153,082,293 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 7.89 | | | | | $ | 9.90 | | |
Class W | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 156,624,650 | | | | | $ | 98,969,505 | | | | | $ | 760,186,485 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 18,937,429 | | | | | | 12,520,689 | | | | | | 76,867,695 | | |
Net asset value and redemption price per share | | | | $ | 8.27 | | | | | $ | 7.90 | | | | | $ | 9.89 | | |
| | | Voya Short Term Bond Fund | | | Voya Strategic Income Opportunities Fund | | ||||||
ASSETS: | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 103,129,249 | | | | | $ | 326,014,194 | | |
Short-term investments at fair value** | | | | | 4,348,600 | | | | | | 54,543,095 | | |
Cash | | | | | 1,329 | | | | | | 3,415,918 | | |
Cash collateral for futures | | | | | 208,312 | | | | | | 1,144,000 | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | — | | | | | | 5,281,000 | | |
Foreign currencies at value*** | | | | | 56,637 | | | | | | 487,898 | | |
Receivables: | | | | | | | | | | | | | |
Investment securities sold | | | | | 205,871 | | | | | | 6,536,877 | | |
Fund shares sold | | | | | 6,388 | | | | | | 5,244,737 | | |
Dividends | | | | | 5,198 | | | | | | 40,621 | | |
Interest | | | | | 634,074 | | | | | | 2,531,237 | | |
Unrealized appreciation on forward foreign currency contracts | | | | | — | | | | | | 1,118,462 | | |
Unrealized appreciation on forward premium swaptions | | | | | 4,053 | | | | | | 43,800 | | |
Prepaid expenses | | | | | 56,365 | | | | | | 77,431 | | |
Reimbursement due from manager | | | | | 11,989 | | | | | | 18,848 | | |
Other assets | | | | | 3,156 | | | | | | 2,734 | | |
Total assets | | | | | 108,671,221 | | | | | | 406,500,852 | | |
LIABILITIES: | | | | | | | | | | | | | |
Income distribution payable | | | | | 578 | | | | | | 415,313 | | |
Payable for investment securities purchased | | | | | 1,539,764 | | | | | | 21,995,981 | | |
Payable for fund shares redeemed | | | | | 373,497 | | | | | | 1,318,850 | | |
Payable upon receipt of securities loaned | | | | | 581,600 | | | | | | 3,169,609 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | — | | | | | | 1,032,539 | | |
Variation margin payable on centrally cleared swaps | | | | | — | | | | | | 410,095 | | |
Payable for investment management fees | | | | | 41,390 | | | | | | 148,874 | | |
Payable for distribution and shareholder service fees | | | | | 1,612 | | | | | | 15,442 | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 3,156 | | | | | | 2,734 | | |
Payable for trustee fees | | | | | 526 | | | | | | 1,207 | | |
Unfunded loan commitments (Note 11 ) | | | | | — | | | | | | 48,486 | | |
Other accrued expenses and liabilities | | | | | 28,620 | | | | | | 60,860 | | |
Total liabilities | | | | | 2,570,743 | | | | | | 28,619,990 | | |
NET ASSETS | | | | $ | 106,100,478 | | | | | $ | 377,880,862 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 109,677,144 | | | | | $ | 376,402,785 | | |
Undistributed net investment income | | | | | 239,106 | | | | | | 155,497 | | |
Accumulated net realized gain (loss) | | | | | (2,666,167) | | | | | | 146,347 | | |
Net unrealized appreciation (depreciation) | | | | | (1,149,605) | | | | | | 1,176,233 | | |
NET ASSETS | | | | $ | 106,100,478 | | | | | $ | 377,880,862 | | |
+ Including securities loaned at value | | | | $ | 567,586 | | | | | $ | 3,082,218 | | |
* Cost of investments in securities | | | | $ | 104,252,628 | | | | | $ | 323,738,431 | | |
** Cost of short-term investments | | | | $ | 4,348,600 | | | | | $ | 54,543,095 | | |
*** Cost of foreign currencies | | | | $ | 55,805 | | | | | $ | 484,197 | | |
| | | Voya Short Term Bond Fund | | | Voya Strategic Income Opportunities Fund | | ||||||
Class A | | | | | | | | | | | | | |
Net assets | | | | $ | 2,617,701 | | | | | $ | 30,920,764 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 269,376 | | | | | | 3,044,149 | | |
Net asset value and redemption price per share† | | | | $ | 9.72 | | | | | $ | 10.16 | | |
Maximum offering price per share (2.50%)(1) | | | | $ | 9.97 | | | | | $ | 10.42 | | |
Class C | | | | | | | | | | | | | |
Net assets | | | | $ | 728,472 | | | | | $ | 8,150,016 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 74,955 | | | | | | 814,637 | | |
Net asset value and redemption price per share† | | | | $ | 9.72 | | | | | $ | 10.00 | | |
Class I | | | | | | | | | | | | | |
Net assets | | | | $ | 9,578,154 | | | | | $ | 194,923,764 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 986,022 | | | | | | 19,089,445 | | |
Net asset value and redemption price per share | | | | $ | 9.71 | | | | | $ | 10.21 | | |
Class R | | | | | | | | | | | | | |
Net assets | | | | $ | 3,062 | | | | | $ | 5,168,362 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 315 | | | | | | 512,883 | | |
Net asset value and redemption price per share | | | | $ | 9.72 | | | | | $ | 10.08 | | |
Class R6 | | | | | | | | | | | | | |
Net assets | | | | $ | 93,093,754 | | | | | $ | 112,150,756 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 9,582,349 | | | | | | 11,007,212 | | |
Net asset value and redemption price per share | | | | $ | 9.72 | | | | | $ | 10.19 | | |
Class W | | | | | | | | | | | | | |
Net assets | | | | $ | 79,335 | | | | | $ | 26,567,200 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 8,159 | | | | | | 2,623,073 | | |
Net asset value and redemption price per share | | | | $ | 9.72 | | | | | $ | 10.13 | | |
| | | Voya GNMA Income Fund | | | Voya High Yield Bond Fund | | | Voya Intermediate Bond Fund | | |||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | |
Dividends | | | | $ | — | | | | | $ | 50,931 | | | | | $ | 1,298,063 | | |
Interest, net of foreign taxes withheld* | | | | | 29,939,710 | | | | | | 38,494,484 | | | | | | 150,329,791 | | |
Securities lending income, net | | | | | — | | | | | | 524,552 | | | | | | 2,189,776 | | |
Total investment income | | | | | 29,939,710 | | | | | | 39,069,967 | | | | | | 153,817,630 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 6,436,751 | | | | | | 3,693,994 | | | | | | 12,557,862 | | |
Distribution and shareholder service fees: | | | | | |||||||||||||||
Class A | | | | | 1,188,157 | | | | | | 149,642 | | | | | | 1,120,480 | | |
Class B(1) | | | | | 51 | | | | | | 56 | | | | | | 165 | | |
Class C | | | | | 933,554 | | | | | | 121,600 | | | | | | 291,019 | | |
Class O | | | | | — | | | | | | — | | | | | | 80,240 | | |
Class R | | | | | — | | | | | | 2,500 | | | | | | 835,447 | | |
Transfer agent fees: | | | | | |||||||||||||||
Class A | | | | | 355,614 | | | | | | 96,697 | | | | | | 482,317 | | |
Class B(1) | | | | | 4 | | | | | | 9 | | | | | | 17 | | |
Class C | | | | | 69,766 | | | | | | 19,644 | | | | | | 31,299 | | |
Class I | | | | | 321,641 | | | | | | 111,156 | | | | | | 853,060 | | |
Class O | | | | | — | | | | | | — | | | | | | 34,534 | | |
Class P | | | | | — | | | | | | 4,425 | | | | | | — | | |
Class R | | | | | — | | | | | | 808 | | | | | | 179,894 | | |
Class R6 | | | | | — | | | | | | 2,569 | | | | | | 17,611 | | |
Class W | | | | | 114,910 | | | | | | 155,735 | | | | | | 774,346 | | |
Shareholder reporting expense | | | | | 256,500 | | | | | | 42,038 | | | | | | 202,625 | | |
Registration fees | | | | | 101,826 | | | | | | 93,730 | | | | | | 250,384 | | |
Professional fees | | | | | 81,275 | | | | | | 42,340 | | | | | | 207,786 | | |
Custody and accounting expense | | | | | 179,346 | | | | | | 103,271 | | | | | | 696,035 | | |
Trustee fees | | | | | 45,894 | | | | | | 24,683 | | | | | | 186,041 | | |
Miscellaneous expense | | | | | 81,473 | | | | | | 39,861 | | | | | | 133,394 | | |
Interest expense | | | | | — | | | | | | 650 | | | | | | 12,506 | | |
Total expenses | | | | | 10,166,762 | | | | | | 4,705,408 | | | | | | 18,947,062 | | |
Waived and reimbursed fees | | | | | (207,535) | | | | | | (858,422) | | | | | | (14,855) | | |
Net expenses | | | | | 9,959,227 | | | | | | 3,846,986 | | | | | | 18,932,207 | | |
Net investment income | | | | | 19,980,483 | | | | | | 35,222,981 | | | | | | 134,885,423 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | (6,816,185) | | | | | | 3,196,262 | | | | | | (17,753,685) | | |
Forward foreign currency contracts | | | | | — | | | | | | — | | | | | | (1,627,096) | | |
Foreign currency related transactions | | | | | — | | | | | | — | | | | | | (922,940) | | |
Futures | | | | | 4,189,752 | | | | | | — | | | | | | (2,501,470) | | |
Swaps | | | | | — | | | | | | — | | | | | | 9,225,135 | | |
Written options | | | | | — | | | | | | — | | | | | | 32,349 | | |
Net realized gain (loss) | | | | | (2,626,433) | | | | | | 3,196,262 | | | | | | (13,547,707) | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | (12,935,002) | | | | | | (18,952,563) | | | | | | (44,448,700) | | |
Forward foreign currency contracts | | | | | — | | | | | | — | | | | | | 437,748 | | |
Foreign currency related transactions | | | | | — | | | | | | — | | | | | | (28,409) | | |
Futures | | | | | (993,743) | | | | | | — | | | | | | 2,975,715 | | |
Swaps | | | | | — | | | | | | — | | | | | | (11,991,771) | | |
Written options | | | | | — | | | | | | — | | | | | | 255,514 | | |
Net change in unrealized appreciation (depreciation) | | | | | (13,928,745) | | | | | | (18,952,563) | | | | | | (52,799,903) | | |
Net realized and unrealized loss | | | | | (16,555,178) | | | | | | (15,756,301) | | | | | | (66,347,610) | | |
Increase in net assets resulting from operations | | | | $ | 3,425,305 | | | | | $ | 19,466,680 | | | | | $ | 68,537,813 | | |
* Foreign taxes withheld | | | | $ | — | | | | | $ | — | | | | | $ | 101,427 | | |
| | | Voya Short Term Bond Fund | | | Voya Strategic Income Opportunities Fund | | ||||||
INVESTMENT INCOME: | | | | | | | | | | | | | |
Dividends | | | | $ | 17,893 | | | | | $ | 189,358 | | |
Interest, net of foreign taxes withheld* | | | | | 2,432,202 | | | | | | 10,804,426 | | |
Securities lending income, net | | | | | 6,421 | | | | | | 21,345 | | |
Total investment income | | | | | 2,456,516 | | | | | | 11,015,129 | | |
EXPENSES: | | | | | | | | | | | | | |
Investment management fees | | | | | 473,606 | | | | | | 1,487,891 | | |
Distribution and shareholder service fees: | | | | ||||||||||
Class A | | | | | 12,658 | | | | | | 60,639 | | |
Class C | | | | | 9,368 | | | | | | 49,553 | | |
Class R | | | | | 14 | | | | | | 22,659 | | |
Transfer agent fees: | | | | ||||||||||
Class A | | | | | 2,229 | | | | | | 33,949 | | |
Class C | | | | | 393 | | | | | | 6,968 | | |
Class I | | | | | 9,717 | | | | | | 32,812 | | |
Class R | | | | | 1 | | | | | | 6,541 | | |
Class R6 | | | | | 535 | | | | | | 429 | | |
Class W | | | | | 45 | | | | | | 17,795 | | |
Shareholder reporting expense | | | | | 1,825 | | | | | | 9,435 | | |
Registration fees | | | | | 72,865 | | | | | | 98,374 | | |
Professional fees | | | | | 14,365 | | | | | | 21,471 | | |
Custody and accounting expense | | | | | 27,375 | | | | | | 124,730 | | |
Trustee fees | | | | | 4,210 | | | | | | 9,659 | | |
Miscellaneous expense | | | | | 20,524 | | | | | | 48,502 | | |
Interest expense | | | | | 1,349 | | | | | | 2,019 | | |
Total expenses | | | | | 651,079 | | | | | | 2,033,426 | | |
Waived and reimbursed fees | | | | | (119,493) | | | | | | (186,527) | | |
Net expenses | | | | | 531,586 | | | | | | 1,846,899 | | |
Net investment income | | | | | 1,924,930 | | | | | | 9,168,230 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | |
Investments | | | | | (28,920) | | | | | | 326,418 | | |
Forward foreign currency contracts | | | | | — | | | | | | (226,184) | | |
Foreign currency related transactions | | | | | — | | | | | | (356,142) | | |
Futures | | | | | (109,943) | | | | | | 1,079,258 | | |
Swaps | | | | | — | | | | | | 709,747 | | |
Written options | | | | | — | | | | | | 39,074 | | |
Net realized gain (loss) | | | | | (138,863) | | | | | | 1,572,171 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | |
Investments | | | | | (1,178,193) | | | | | | (849,340) | | |
Forward foreign currency contracts | | | | | — | | | | | | 214,066 | | |
Foreign currency related transactions | | | | | 7,532 | | | | | | (2,286) | | |
Futures | | | | | (41,099) | | | | | | (604,346) | | |
Swaps | | | | | — | | | | | | (408,644) | | |
Written options | | | | | — | | | | | | (35,313) | | |
Net change in unrealized appreciation (depreciation) | | | | | (1,211,760) | | | | | | (1,685,863) | | |
Net realized and unrealized loss | | | | | (1,350,623) | | | | | | (113,692) | | |
Increase in net assets resulting from operations | | | | $ | 574,307 | | | | | $ | 9,054,538 | | |
* Foreign taxes withheld | | | | $ | — | | | | | $ | 7,419 | | |
| | | Voya GNMA Income Fund | | | Voya High Yield Bond Fund | | ||||||||||||||||||
| | | Year Ended March 31, 2018 | | | Year Ended March 31, 2017 | | | Year Ended March 31, 2018 | | | Year Ended March 31, 2017 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 19,980,483 | | | | | $ | 15,349,074 | | | | | $ | 35,222,981 | | | | | $ | 38,218,221 | | |
Net realized gain (loss) | | | | | (2,626,433) | | | | | | 5,900,726 | | | | | | 3,196,262 | | | | | | 2,002,051 | | |
Net change in unrealized appreciation (depreciation) | | | | | (13,928,745) | | | | | | (16,281,009) | | | | | | (18,952,563) | | | | | | 40,898,528 | | |
Increase in net assets resulting from operations | | | | | 3,425,305 | | | | | | 4,968,791 | | | | | | 19,466,680 | | | | | | 81,118,800 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | ||||||||||||||||||||
Class A | | | | | (10,106,929) | | | | | | (9,371,652) | | | | | | (3,138,988) | | | | | | (3,664,076) | | |
Class B(1) | | | | | (69) | | | | | | (567) | | | | | | (252) | | | | | | (5,053) | | |
Class C | | | | | (1,279,024) | | | | | | (904,359) | | | | | | (546,897) | | | | | | (594,565) | | |
Class I | | | | | (10,251,574) | | | | | | (10,228,852) | | | | | | (10,302,780) | | | | | | (15,804,366) | | |
Class P | | | | | — | | | | | | — | | | | | | (8,852,751) | | | | | | (7,518,324) | | |
Class R | | | | | — | | | | | | — | | | | | | (25,086) | | | | | | (13,089) | | |
Class R6 | | | | | — | | | | | | — | | | | | | (6,747,527) | | | | | | (4,655,554) | | |
Class W | | | | | (3,647,852) | | | | | | (2,442,732) | | | | | | (5,299,115) | | | | | | (5,832,510) | | |
Net realized gains: | | | | | | ||||||||||||||||||||
Class A | | | | | — | | | | | | (593,935) | | | | | | — | | | | | | — | | |
Class B(1) | | | | | — | | | | | | (76) | | | | | | — | | | | | | — | | |
Class C | | | | | — | | | | | | (116,092) | | | | | | — | | | | | | — | | |
Class I | | | | | — | | | | | | (542,881) | | | | | | — | | | | | | — | | |
Class W | | | | | — | | | | | | (132,715) | | | | | | — | | | | | | — | | |
Return of capital: | | | | | | ||||||||||||||||||||
Class A | | | | | (1,082,283) | | | | | | (6,278,979) | | | | | | — | | | | | | — | | |
Class B(1) | | | | | (14) | | | | | | (813) | | | | | | — | | | | | | — | | |
Class C | | | | | (216,229) | | | | | | (1,248,578) | | | | | | — | | | | | | — | | |
Class I | | | | | (979,827) | | | | | | (5,716,429) | | | | | | — | | | | | | — | | |
Class W | | | | | (340,237) | | | | | | (1,418,914) | | | | | | — | | | | | | — | | |
Total distributions | | | | | (27,904,038) | | | | | | (38,997,574) | | | | | | (34,913,396) | | | | | | (38,087,537) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 267,776,947 | | | | | | 610,508,428 | | | | | | 149,836,532 | | | | | | 454,059,893 | | |
Reinvestment of distributions | | | | | 23,476,744 | | | | | | 33,457,640 | | | | | | 33,876,783 | | | | | | 36,954,030 | | |
| | | | | 291,253,691 | | | | | | 643,966,068 | | | | | | 183,713,315 | | | | | | 491,013,923 | | |
Cost of shares redeemed | | | | | (475,496,142) | | | | | | (746,448,713) | | | | | | (245,941,199) | | | | | | (524,312,053) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (184,242,451) | | | | | | (102,482,645) | | | | | | (62,227,884) | | | | | | (33,298,130) | | |
Net increase (decrease) in net assets | | | | | (208,721,184) | | | | | | (136,511,428) | | | | | | (77,674,600) | | | | | | 9,733,133 | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 1,227,324,937 | | | | | | 1,363,836,365 | | | | | | 640,276,892 | | | | | | 630,543,759 | | |
End of year or period | | | | $ | 1,018,603,753 | | | | | $ | 1,227,324,937 | | | | | $ | 562,602,292 | | | | | $ | 640,276,892 | | |
Undistributed (distributions in excess of) net investment income or accumulated net investment loss at end of year or period | | | | $ | (1,837,122) | | | | | $ | (2,042,161) | | | | | $ | 320,898 | | | | | $ | 11,313 | | |
|
| | | Voya Intermediate Bond Fund | | | Voya Short Term Bond Fund | |||||||||||||||||
| | | Year Ended March 31, 2018 | | | Year Ended March 31, 2017 | | | Year Ended March 31, 2018 | | | Year Ended March 31, 2017 | |||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 134,885,423 | | | | | $ | 97,517,854 | | | | | $ | 1,924,930 | | | | | $ | 1,717,637 |
Net realized loss | | | | | (13,547,707) | | | | | | (20,942,243) | | | | | | (138,863) | | | | | | (136,161) |
Net change in unrealized appreciation (depreciation) | | | | | (52,799,903) | | | | | | 2,184,527 | | | | | | (1,211,760) | | | | | | 151,368 |
Increase in net assets resulting from operations | | | | | 68,537,813 | | | | | | 78,760,138 | | | | | | 574,307 | | | | | | 1,732,844 |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | (12,733,739) | | | | | | (14,128,199) | | | | | | (79,479) | | | | | | (154,091) |
Class B(1) | | | | | (343) | | | | | | (4,128) | | | | | | — | | | | | | — |
Class C | | | | | (606,983) | | | | | | (704,341) | | | | | | (7,726) | | | | | | (9,364) |
Class I | | | | | (65,615,541) | | | | | | (43,585,570) | | | | | | (146,758) | | | | | | (220,901) |
Class O | | | | | (911,822) | | | | | | (992,005) | | | | | | — | | | | | | — |
Class R | | | | | (4,330,396) | | | | | | (4,302,360) | | | | | | (41) | | | | | | (40) |
Class R6 | | | | | (38,088,023) | | | | | | (23,703,605) | | | | | | (1,746,823) | | | | | | (1,824,297) |
Class W | | | | | (22,233,186) | | | | | | (20,376,785) | | | | | | (1,855) | | | | | | (11,826) |
Total distributions | | | | | (144,520,033) | | | | | | (107,796,993) | | | | | | (1,982,682) | | | | | | (2,220,519) |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 2,710,166,493 | | | | | | 1,696,290,275 | | | | | | 57,436,254 | | | | | | 37,611,066 |
Reinvestment of distributions | | | | | 131,586,384 | | | | | | 100,764,579 | | | | | | 1,966,902 | | | | | | 2,203,439 |
| | | | | 2,841,752,877 | | | | | | 1,797,054,854 | | | | | | 59,403,156 | | | | | | 39,814,505 |
Cost of shares redeemed | | | | | (1,016,350,016) | | | | | | (1,072,345,653) | | | | | | (45,055,464) | | | | | | (77,729,767) |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 1,825,402,861 | | | | | | 724,709,201 | | | | | | 14,347,692 | | | | | | (37,915,262) |
Net increase (decrease) in net assets | | | | | 1,749,420,641 | | | | | | 695,672,346 | | | | | | 12,939,317 | | | | | | (38,402,937) |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 3,729,748,626 | | | | | | 3,034,076,280 | | | | | | 93,161,161 | | | | | | 131,564,098 |
End of year or period | | | | $ | 5,479,169,267 | | | | | $ | 3,729,748,626 | | | | | $ | 106,100,478 | | | | | $ | 93,161,161 |
Undistributed (distributions in excess of) net investment income or accumulated net investment loss at end of year or period | | | | $ | (4,280,587) | | | | | $ | (1,140,786) | | | | | $ | 239,106 | | | | | $ | 87,638 |
|
| | | Voya Strategic Income Opportunities Fund | | |||||||||
| | | Year Ended March 31, 2018 | | | Year Ended March 31, 2017 | | ||||||
FROM OPERATIONS: | | | | | | | | | | | | | |
Net investment income | | | | $ | 9,168,230 | | | | | $ | 5,849,402 | | |
Net realized gain | | | | | 1,572,171 | | | | | | 539,439 | | |
Net change in unrealized appreciation (depreciation) | | | | | (1,685,863) | | | | | | 2,773,592 | | |
Increase in net assets resulting from operations | | | | | 9,054,538 | | | | | | 9,162,433 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | |
Net investment income: | | | | | | | | | | | | | |
Class A | | | | | (862,932) | | | | | | (190,623) | | |
Class C | | | | | (139,932) | | | | | | (33,353) | | |
Class I | | | | | (3,325,705) | | | | | | (564,732) | | |
Class R | | | | | (149,738) | | | | | | (170,700) | | |
Class R6 | | | | | (4,524,469) | | | | | | (5,854,425) | | |
Class W | | | | | (475,976) | | | | | | (95,217) | | |
Total distributions | | | | | (9,478,752) | | | | | | (6,909,050) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 279,387,457 | | | | | | 41,508,190 | | |
Reinvestment of distributions | | | | | 4,708,772 | | | | | | 1,034,135 | | |
| | | | | 284,096,229 | | | | | | 42,542,325 | | |
Cost of shares redeemed | | | | | (65,924,273) | | | | | | (5,703,070) | | |
Net increase in net assets resulting from capital share transactions | | | | | 218,171,956 | | | | | | 36,839,255 | | |
Net increase in net assets | | | | | 217,747,742 | | | | | | 39,092,638 | | |
NET ASSETS: | | | | | | | | | | | | | |
Beginning of year or period | | | | | 160,133,120 | | | | | | 121,040,482 | | |
End of year or period | | | | $ | 377,880,862 | | | | | $ | 160,133,120 | | |
Undistributed (distributions in excess of) net investment income or accumulated net investment loss at end of year or period | | | | $ | 155,497 | | | | | $ | (188,060) | | |
|
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3) | | | Expenses net of fee waivers and/or recoupments if any(2)(3) | | | Expenses net of all reductions/additions(2)(3) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | ||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | ||||||||||||||||||||||||||||||||||||||||||
Voya GNMA Income Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-18 | | | | | 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 | | |
03-31-16 | | | | | 8.70 | | | | | | 0.13 | | | | | | 0.06 | | | | | | 0.19 | | | | | | 0.17 | | | | | | — | | | | | | 0.09 | | | | | | 0.26 | | | | | | — | | | | | | 8.63 | | | | | | 2.21 | | | | | | 0.93 | | | | 0.93 | | | 0.93 | | | 1.39 | | | | | 630,448 | | | | | | 508 | | |
03-31-15 | | | | | 8.62 | | | | | | 0.16 | | | | | | 0.22 | | | | | | 0.38 | | | | | | 0.26 | | | | | | — | | | | | | 0.04 | | | | | | 0.30 | | | | | | — | | | | | | 8.70 | | | | | | 4.40 | | | | | | 0.92 | | | | 0.92 | | | 0.92 | | | 1.85 | | | | | 521,226 | | | | | | 511 | | |
03-31-14 | | | | | 8.95 | | | | | | 0.24• | | | | | | (0.27) | | | | | | (0.03) | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 8.62 | | | | | | (0.35) | | | | | | 0.94 | | | | 0.94 | | | 0.94 | | | 2.74 | | | | | 558,520 | | | | | | 302 | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
03-31-16 | | | | | 8.65 | | | | | | 0.05• | | | | | | 0.07 | | | | | | 0.12 | | | | | | 0.10 | | | | | | — | | | | | | 0.09 | | | | | | 0.19 | | | | | | — | | | | | | 8.58 | | | | | | 1.46 | | | | | | 1.68 | | | | 1.68 | | | 1.68 | | | 0.64 | | | | | 108,278 | | | | | | 508 | | |
03-31-15 | | | | | 8.57 | | | | | | 0.09 | | | | | | 0.22 | | | | | | 0.31 | | | | | | 0.19 | | | | | | — | | | | | | 0.04 | | | | | | 0.23 | | | | | | — | | | | | | 8.65 | | | | | | 3.62 | | | | | | 1.67 | | | | 1.67 | | | 1.67 | | | 1.11 | | | | | 83,809 | | | | | | 511 | | |
03-31-14 | | | | | 8.90 | | | | | | 0.17• | | | | | | (0.27) | | | | | | (0.10) | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 8.57 | | | | | | (1.12) | | | | | | 1.69 | | | | 1.69 | | | 1.69 | | | 1.97 | | | | | 95,602 | | | | | | 302 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
03-31-16 | | | | | 8.71 | | | | | | 0.14• | | | | | | 0.07 | | | | | | 0.21 | | | | | | 0.19 | | | | | | — | | | | | | 0.09 | | | | | | 0.28 | | | | | | — | | | | | | 8.64 | | | | | | 2.50 | | | | | | 0.64 | | | | 0.64 | | | 0.64 | | | 1.65 | | | | | 506,384 | | | | | | 508 | | |
03-31-15 | | | | | 8.63 | | | | | | 0.17• | | | | | | 0.23 | | | | | | 0.40 | | | | | | 0.28 | | | | | | — | | | | | | 0.04 | | | | | | 0.32 | | | | | | — | | | | | | 8.71 | | | | | | 4.70 | | | | | | 0.65 | | | | 0.65 | | | 0.65 | | | 1.94 | | | | | 223,920 | | | | | | 511 | | |
03-31-14 | | | | | 8.96 | | | | | | 0.26• | | | | | | (0.27) | | | | | | (0.01) | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 8.63 | | | | | | (0.09) | | | | | | 0.66 | | | | 0.66 | | | 0.66 | | | 3.00 | | | | | 130,878 | | | | | | 302 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
03-31-16 | | | | | 8.72 | | | | | | 0.14• | | | | | | 0.07 | | | | | | 0.21 | | | | | | 0.19 | | | | | | — | | | | | | 0.09 | | | | | | 0.28 | | | | | | — | | | | | | 8.65 | | | | | | 2.46 | | | | | | 0.68 | | | | 0.68 | | | 0.68 | | | 1.60 | | | | | 118,638 | | | | | | 508 | | |
03-31-15 | | | | | 8.64 | | | | | | 0.17• | | | | | | 0.23 | | | | | | 0.40 | | | | | | 0.28 | | | | | | — | | | | | | 0.04 | | | | | | 0.32 | | | | | | — | | | | | | 8.72 | | | | | | 4.66 | | | | | | 0.67 | | | | 0.67 | | | 0.67 | | | 2.00 | | | | | 49,838 | | | | | | 511 | | |
03-31-14 | | | | | 8.97 | | | | | | 0.26 | | | | | | (0.27) | | | | | | (0.01) | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 8.64 | | | | | | (0.09) | | | | | | 0.69 | | | | 0.69 | | | 0.69 | | | 3.00 | | | | | 33,180 | | | | | | 302 | | |
Voya High Yield Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
03-31-16 | | | | | 8.14 | | | | | | 0.41 | | | | | | (0.52) | | | | | | (0.11) | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 7.62 | | | | | | (1.36) | | | | | | 1.07 | | | | 1.07 | | | 1.07 | | | 5.23 | | | | | 78,352 | | | | | | 22 | | |
03-31-15 | | | | | 8.49 | | | | | | 0.42 | | | | | | (0.34) | | | | | | 0.08 | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 8.14 | | | | | | 0.98 | | | | | | 1.09 | | | | 1.10 | | | 1.10 | | | 5.10 | | | | | 75,588 | | | | | | 37 | | |
03-31-14 | | | | | 8.34 | | | | | | 0.44 | | | | | | 0.16 | | | | | | 0.60 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 8.49 | | | | | | 7.49 | | | | | | 1.08 | | | | 1.10 | | | 1.10 | | | 5.34 | | | | | 79,309 | | | | | | 47 | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
03-31-16 | | | | | 8.14 | | | | | | 0.35 | | | | | | (0.53) | | | | | | (0.18) | | | | | | 0.35 | | | | | | — | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 7.61 | | | | | | (2.24) | | | | | | 1.82 | | | | 1.82 | | | 1.82 | | | 4.48 | | | | | 12,677 | | | | | | 22 | | |
03-31-15 | | | | | 8.49 | | | | | | 0.36 | | | | | | (0.34) | | | | | | 0.02 | | | | | | 0.37 | | | | | | — | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 8.14 | | | | | | 0.21 | | | | | | 1.84 | | | | 1.85 | | | 1.85 | | | 4.35 | | | | | 13,568 | | | | | | 37 | | |
03-31-14 | | | | | 8.34 | | | | | | 0.38 | | | | | | 0.16 | | | | | | 0.54 | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 8.49 | | | | | | 6.69 | | | | | | 1.83 | | | | 1.85 | | | 1.85 | | | 4.59 | | | | | 15,051 | | | | | | 47 | | |
| | | | | | | | | 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 I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
03-31-16 | | | | | 8.14 | | | | | | 0.44 | | | | | | (0.53) | | | | | | (0.09) | | | | | | 0.44 | | | | | | — | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 7.61 | | | | | | (1.12) | | | | | | 0.69 | | | | 0.69 | | | 0.69 | | | 5.63 | | | | | 352,052 | | | | | | 22 | | |
03-31-15 | | | | | 8.48 | | | | | | 0.46 | | | | | | (0.34) | | | | | | 0.12 | | | | | | 0.46 | | | | | | — | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 8.14 | | | | | | 1.48 | | | | | | 0.68 | | | | 0.69 | | | 0.69 | | | 5.51 | | | | | 233,374 | | | | | | 37 | | |
03-31-14 | | | | | 8.33 | | | | | | 0.48 | | | | | | 0.15 | | | | | | 0.63 | | | | | | 0.48 | | | | | | — | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 8.48 | | | | | | 7.89 | | | | | | 0.68 | | | | 0.70 | | | 0.70 | | | 5.74 | | | | | 223,686 | | | | | | 47 | | |
Class P | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
03-31-16 | | | | | 8.14 | | | | | | 0.49 | | | | | | (0.53) | | | | | | (0.04) | | | | | | 0.49 | | | | | | — | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 7.61 | | | | | | (0.51) | | | | | | 0.67 | | | | 0.06 | | | 0.06 | | | 6.23 | | | | | 104,009 | | | | | | 22 | | |
03-31-15 | | | | | 8.48 | | | | | | 0.51 | | | | | | (0.34) | | | | | | 0.17 | | | | | | 0.51 | | | | | | — | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 8.14 | | | | | | 2.09 | | | | | | 0.68 | | | | 0.07 | | | 0.07 | | | 6.13 | | | | | 145,332 | | | | | | 37 | | |
06-14-13(4) - 03-31-14 | | | | | 8.23 | | | | | | 0.42• | | | | | | 0.25 | | | | | | 0.67 | | | | | | 0.42 | | | | | | — | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 8.48 | | | | | | 8.40 | | | | | | 0.68 | | | | 0.07 | | | 0.07 | | | 6.35 | | | | | 81,146 | | | | | | 47 | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
03-31-16 | | | | | 8.15 | | | | | | 0.39 | | | | | | (0.53) | | | | | | (0.14) | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 7.62 | | | | | | (1.71) | | | | | | 1.32 | | | | 1.32 | | | 1.32 | | | 5.00 | | | | | 323 | | | | | | 22 | | |
03-31-15 | | | | | 8.49 | | | | | | 0.42 | | | | | | (0.34) | | | | | | 0.08 | | | | | | 0.42 | | | | | | — | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 8.15 | | | | | | 0.91 | | | | | | 1.34 | | | | 1.34 | | | 1.34 | | | 4.93 | | | | | 181 | | | | | | 37 | | |
01-30-14(4) - 03-31-14 | | | | | 8.38 | | | | | | 0.08• | | | | | | 0.10 | | | | | | 0.18 | | | | | | 0.07 | | | | | | — | | | | | | — | | | | | | 0.07 | | | | | | — | | | | | | 8.49 | | | | | | 2.17 | | | | | | 1.33 | | | | 1.33 | | | 1.33 | | | 5.50 | | | | | 3 | | | | | | 47 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-18 | | | | | 8.10 | | | | | | 0.46 | | | | | | (0.22) | | | | | | 0.24 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 7.89 | | | | | | 2.97 | | | | | | 0.66 | | | | 0.66 | | | 0.66 | | | 5.67 | | | | | 117,343 | | | | | | 40 | | |
08-03-16(4) - 03-31-17 | | | | | 7.89 | | | | | | 0.30• | | | | | | 0.20 | | | | | | 0.50 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 8.10 | | | | | | 6.39 | | | | | | 0.66 | | | | 0.66 | | | 0.66 | | | 5.74 | | | | | 120,605 | | | | | | 41 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-18 | | | | | 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 | | |
03-31-16 | | | | | 8.15 | | | | | | 0.43 | | | | | | (0.52) | | | | | | (0.09) | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 7.63 | | | | | | (1.08) | | | | | | 0.82 | | | | 0.82 | | | 0.82 | | | 5.51 | | | | | 82,981 | | | | | | 22 | | |
03-31-15 | | | | | 8.50 | | | | | | 0.45 | | | | | | (0.35) | | | | | | 0.10 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 8.15 | | | | | | 1.26 | | | | | | 0.84 | | | | 0.85 | | | 0.85 | | | 5.37 | | | | | 48,426 | | | | | | 37 | | |
03-31-14 | | | | | 8.35 | | | | | | 0.47 | | | | | | 0.16 | | | | | | 0.63 | | | | | | 0.48 | | | | | | — | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 8.50 | | | | | | 7.78 | | | | | | 0.83 | | | | 0.85 | | | 0.85 | | | 5.60 | | | | | 20,090 | | | | | | 47 | | |
Voya Intermediate Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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†† | | |
03-31-16 | | | | | 10.23 | | | | | | 0.26 | | | | | | (0.15) | | | | | | 0.11 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 10.09 | | | | | | 1.12 | | | | | | 0.65 | | | | 0.65 | | | 0.65 | | | 2.57 | | | | | 490,902 | | | | | | 465†† | | |
03-31-15 | | | | | 9.91 | | | | | | 0.24 | | | | | | 0.36 | | | | | | 0.60 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 10.23 | | | | | | 6.09 | | | | | | 0.66 | | | | 0.66 | | | 0.66 | | | 2.41 | | | | | 995,117 | | | | | | 587†† | | |
03-31-14 | | | | | 10.09 | | | | | | 0.31• | | | | | | (0.20) | | | | | | 0.11 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 9.91 | | | | | | 1.11 | | | | | | 0.70 | | | | 0.70 | | | 0.70 | | | 3.16 | | | | | 535,194 | | | | | | 525†† | | |
| | | | | | | | | 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 C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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†† | | |
03-31-16 | | | | | 10.21 | | | | | | 0.18 | | | | | | (0.14) | | | | | | 0.04 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 10.07 | | | | | | 0.37 | | | | | | 1.40 | | | | 1.40 | | | 1.40 | | | 1.85 | | | | | 31,945 | | | | | | 465†† | | |
03-31-15 | | | | | 9.90 | | | | | | 0.17 | | | | | | 0.34 | | | | | | 0.51 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 10.21 | | | | | | 5.21 | | | | | | 1.41 | | | | 1.41 | | | 1.41 | | | 1.68 | | | | | 32,593 | | | | | | 587†† | | |
03-31-14 | | | | | 10.07 | | | | | | 0.24 | | | | | | (0.20) | | | | | | 0.04 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 9.90 | | | | | | 0.44 | | | | | | 1.45 | | | | 1.45 | | | 1.45 | | | 2.32 | | | | | 26,604 | | | | | | 525†† | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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†† | | |
03-31-16 | | | | | 10.23 | | | | | | 0.29 | | | | | | (0.16) | | | | | | 0.13 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 10.08 | | | | | | 1.36 | | | | | | 0.32 | | | | 0.32 | | | 0.32 | | | 2.93 | | | | | 1,137,655 | | | | | | 465†† | | |
03-31-15 | | | | | 9.91 | | | | | | 0.28 | | | | | | 0.35 | | | | | | 0.63 | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 10.23 | | | | | | 6.46 | | | | | | 0.32 | | | | 0.32 | | | 0.32 | | | 2.76 | | | | | 613,643 | | | | | | 587†† | | |
03-31-14 | | | | | 10.08 | | | | | | 0.35 | | | | | | (0.20) | | | | | | 0.15 | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 9.91 | | | | | | 1.56 | | | | | | 0.33 | | | | 0.33 | | | 0.33 | | | 3.48 | | | | | 408,114 | | | | | | 525†† | | |
Class O | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | | | | 30,752 | | | | | | 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 | | | 2.66 | | | | | 32,404 | | | | | | 403†† | | |
03-31-16 | | | | | 10.23 | | | | | | 0.26 | | | | | | (0.15) | | | | | | 0.11 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 10.09 | | | | | | 1.12 | | | | | | 0.65 | | | | 0.65 | | | 0.65 | | | 2.59 | | | | | 33,928 | | | | | | 465†† | | |
03-31-15 | | | | | 9.92 | | | | | | 0.25 | | | | | | 0.34 | | | | | | 0.59 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 10.23 | | | | | | 6.01 | | | | | | 0.66 | | | | 0.66 | | | 0.66 | | | 2.43 | | | | | 36,329 | | | | | | 587†† | | |
03-31-14 | | | | | 10.09 | | | | | | 0.31 | | | | | | (0.19) | | | | | | 0.12 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 9.92 | | | | | | 1.21 | | | | | | 0.70 | | | | 0.70 | | | 0.70 | | | 3.09 | | | | | 37,673 | | | | | | 525†† | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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†† | | |
03-31-16 | | | | | 10.24 | | | | | | 0.23 | | | | | | (0.14) | | | | | | 0.09 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 10.10 | | | | | | 0.88 | | | | | | 0.90 | | | | 0.90 | | | 0.90 | | | 2.36 | | | | | 145,437 | | | | | | 465†† | | |
03-31-15 | | | | | 9.93 | | | | | | 0.22 | | | | | | 0.34 | | | | | | 0.56 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 10.24 | | | | | | 5.71 | | | | | | 0.91 | | | | 0.91 | | | 0.91 | | | 2.08 | | | | | 121,657 | | | | | | 587†† | | |
03-31-14 | | | | | 10.10 | | | | | | 0.30 | | | | | | (0.20) | | | | | | 0.10 | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 9.93 | | | | | | 0.96 | | | | | | 0.95 | | | | 0.95 | | | 0.95 | | | 2.82 | | | | | 11,139 | | | | | | 525†† | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | �� | | | | | | | | | | | | | | | | | | | | | | |
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†† | | |
03-31-16 | | | | | 10.22 | | | | | | 0.29 | | | | | | (0.15) | | | | | | 0.14 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 10.08 | | | | | | 1.47 | | | | | | 0.31 | | | | 0.31 | | | 0.31 | | | 2.97 | | | | | 605,884 | | | | | | 465†† | | |
03-31-15 | | | | | 9.91 | | | | | | 0.28 | | | | | | 0.34 | | | | | | 0.62 | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 10.22 | | | | | | 6.38 | | | | | | 0.31 | | | | 0.31 | | | 0.31 | | | 2.77 | | | | | 371,049 | | | | | | 587†† | | |
05-31-13(4) - 03-31-14 | | | | | 10.02 | | | | | | 0.29• | | | | | | (0.13) | | | | | | 0.16 | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 9.91 | | | | | | 1.67 | | | | | | 0.33 | | | | 0.33 | | | 0.33 | | | 3.52 | | | | | 241,001 | | | | | | 525†† | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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†† | | |
03-31-16 | | | | | 10.22 | | | | | | 0.28 | | | | | | (0.15) | | | | | | 0.13 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 10.07 | | | | | | 1.28 | | | | | | 0.40 | | | | 0.40 | | | 0.40 | | | 2.87 | | | | | 588,181 | | | | | | 465†† | | |
03-31-15 | | | | | 9.90 | | | | | | 0.27 | | | | | | 0.35 | | | | | | 0.62 | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 10.22 | | | | | | 6.36 | | | | | | 0.41 | | | | 0.41 | | | 0.41 | | | 2.67 | | | | | 462,779 | | | | | | 587†† | | |
03-31-14 | | | | | 10.07 | | | | | | 0.33• | | | | | | (0.19) | | | | | | 0.14 | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 9.90 | | | | | | 1.46 | | | | | | 0.45 | | | | 0.45 | | | 0.45 | | | 3.39 | | | | | 354,894 | | | | | | 525†† | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3) | | | Expenses net of fee waivers and/or recoupments if any(2)(3) | | | Expenses net of all reductions/additions(2)(3) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | ||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | ||||||||||||||||||||||||||||||||||||||||||
Voya Short Term Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-18 | | | | | 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 | | |
03-31-16 | | | | | 9.97 | | | | | | 0.13• | | | | | | (0.06) | | | | | | 0.07 | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 9.88 | | | | | | 0.67 | | | | | | 0.96 | | | | 0.80 | | | 0.80 | | | 1.28 | | | | | 9,658 | | | | | | 109 | | |
03-31-15 | | | | | 10.01 | | | | | | 0.13 | | | | | | (0.01) | | | | | | 0.12 | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 9.97 | | | | | | 1.20 | | | | | | 0.89 | | | | 0.80 | | | 0.80 | | | 1.31 | | | | | 303 | | | | | | 95 | | |
03-31-14 | | | | | 10.01 | | | | | | 0.11• | | | | | | 0.03 | | | | | | 0.14 | | | | | | 0.14 | | | | | | — | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 10.01 | | | | | | 1.43 | | | | | | 0.91 | | | | 0.80 | | | 0.80 | | | 1.12 | | | | | 173 | | | | | | 116 | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
03-31-16 | | | | | 9.98 | | | | | | 0.06 | | | | | | (0.08) | | | | | | (0.02) | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.88 | | | | | | (0.19) | | | | | | 1.71 | | | | 1.55 | | | 1.55 | | | 0.51 | | | | | 898 | | | | | | 109 | | |
03-31-15 | | | | | 10.02 | | | | | | 0.05 | | | | | | (0.01) | | | | | | 0.04 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.98 | | | | | | 0.44 | | | | | | 1.64 | | | | 1.55 | | | 1.55 | | | 0.56 | | | | | 344 | | | | | | 95 | | |
03-31-14 | | | | | 9.99 | | | | | | 0.03 | | | | | | 0.04 | | | | | | 0.07 | | | | | | 0.04 | | | | | | — | | | | | | — | | | | | | 0.04 | | | | | | — | | | | | | 10.02 | | | | | | 0.73 | | | | | | 1.66 | | | | 1.55 | | | 1.55 | | | 0.35 | | | | | 352 | | | | | | 116 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
03-31-16 | | | | | 9.98 | | | | | | 0.16 | | | | | | (0.08) | | | | | | 0.08 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 9.88 | | | | | | 0.85 | | | | | | 0.63 | | | | 0.50 | | | 0.50 | | | 1.53 | | | | | 9,954 | | | | | | 109 | | |
03-31-15 | | | | | 10.02 | | | | | | 0.17 | | | | | | (0.02) | | | | | | 0.15 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 9.98 | | | | | | 1.50 | | | | | | 0.59 | | | | 0.50 | | | 0.50 | | | 1.63 | | | | | 7,416 | | | | | | 95 | | |
03-31-14 | | | | | 10.00 | | | | | | 0.11• | | | | | | 0.06 | | | | | | 0.17 | | | | | | 0.15 | | | | | | — | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 10.02 | | | | | | 1.74 | | | | | | 0.61 | | | | 0.50 | | | 0.50 | | | 1.13 | | | | | 4,419 | | | | | | 116 | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
03-31-16 | | | | | 9.97 | | | | | | 0.10 | | | | | | (0.06) | | | | | | 0.04 | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 9.88 | | | | | | 0.40 | | | | | | 1.21 | | | | 1.05 | | | 1.05 | | | 0.97 | | | | | 3 | | | | | | 109 | | |
07-31-14(4) - 03-31-15 | | | | | 9.99 | | | | | | 0.07• | | | | | | 0.00* | | | | | | 0.07 | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 9.97 | | | | | | 0.72 | | | | | | 1.14 | | | | 1.05 | | | 1.05 | | | 1.00 | | | | | 3 | | | | | | 95 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
03-31-16 | | | | | 9.98 | | | | | | 0.15 | | | | | | (0.05) | | | | | | 0.10 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 9.89 | | | | | | 0.98 | | | | | | 0.55 | | | | 0.47 | | | 0.47 | | | 1.55 | | | | | 110,520 | | | | | | 109 | | |
03-31-15 | | | | | 10.02 | | | | | | 0.16 | | | | | | (0.01) | | | | | | 0.15 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 9.98 | | | | | | 1.53 | | | | | | 0.54 | | | | 0.47 | | | 0.47 | | | 1.63 | | | | | 133,098 | | | | | | 95 | | |
07-31-13(4) - 03-31-14 | | | | | 9.98 | | | | | | 0.09• | | | | | | 0.06 | | | | | | 0.15 | | | | | | 0.11 | | | | | | — | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 10.02 | | | | | | 1.49 | | | | | | 0.55 | | | | 0.47 | | | 0.47 | | | 1.31 | | | | | 169,497 | | | | | | 116 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
03-31-16 | | | | | 9.98 | | | | | | 0.17 | | | | | | (0.08) | | | | | | 0.09 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 9.89 | | | | | | 0.91 | | | | | | 0.71 | | | | 0.55 | | | 0.55 | | | 1.61 | | | | | 531 | | | | | | 109 | | |
03-31-15 | | | | | 10.02 | | | | | | 0.15• | | | | | | (0.01) | | | | | | 0.14 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 9.98 | | | | | | 1.41 | | | | | | 0.64 | | | | 0.55 | | | 0.55 | | | 1.46 | | | | | 3 | | | | | | 95 | | |
03-31-14 | | | | | 10.01 | | | | | | 0.12 | | | | | | 0.05 | | | | | | 0.17 | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 10.02 | | | | | | 1.70 | | | | | | 0.66 | | | | 0.55 | | | 0.55 | | | 1.24 | | | | | 3 | | | | | | 116 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
03-31-16 | | | | | 9.97 | | | | | | 0.30• | | | | | | (0.27) | | | | | | 0.03 | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 9.94 | | | | | | 0.25 | | | | | | 1.25 | | | | 1.01 | | | 1.01 | | | 2.99 | | | | | 1,492 | | | | | | 83 | | |
03-31-15 | | | | | 9.93 | | | | | | 0.34• | | | | | | 0.05 | | | | | | 0.39 | | | | | | 0.35 | | | | | | — | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 9.97 | | | | | | 3.97 | | | | | | 2.75 | | | | 1.03 | | | 1.03 | | | 3.40 | | | | | 438 | | | | | | 158 | | |
03-31-14 | | | | | 10.16 | | | | | | 0.50• | | | | | | (0.29) | | | | | | 0.21 | | | | | | 0.44 | | | | | | — | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 9.93 | | | | | | 2.21 | | | | | | 4.23 | | | | 0.87 | | | 0.87 | | | 5.11 | | | | | 309 | | | | | | 338 | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
03-31-16 | | | | | 9.85 | | | | | | 0.22• | | | | | | (0.28) | | | | | | (0.06) | | | | | | 0.01 | | | | | | — | | | | | | — | | | | | | 0.01 | | | | | | — | | | | | | 9.78 | | | | | | (0.57) | | | | | | 2.00 | | | | 1.76 | | | 1.76 | | | 2.25 | | | | | 421 | | | | | | 83 | | |
03-31-15 | | | | | 9.86 | | | | | | 0.26• | | | | | | 0.05 | | | | | | 0.31 | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 9.85 | | | | | | 3.22 | | | | | | 3.50 | | | | 1.78 | | | 1.78 | | | 2.61 | | | | | 170 | | | | | | 158 | | |
03-31-14 | | | | | 10.14 | | | | | | 0.36• | | | | | | (0.25) | | | | | | 0.11 | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 9.86 | | | | | | 1.18 | | | | | | 4.98 | | | | 1.62 | | | 1.62 | | | 3.63 | | | | | 48 | | | | | | 338 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
03-31-16 | | | | | 9.98 | | | | | | 0.38• | | | | | | (0.29) | | | | | | 0.09 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.99 | | | | | | 0.91 | | | | | | 0.87 | | | | 0.63 | | | 0.63 | | | 3.77 | | | | | 6,046 | | | | | | 83 | | |
03-31-15 | | | | | 9.94 | | | | | | 0.38 | | | | | | 0.04 | | | | | | 0.42 | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 9.98 | | | | | | 4.29 | | | | | | 2.36 | | | | 0.64 | | | 0.64 | | | 3.78 | | | | | 5,453 | | | | | | 158 | | |
03-31-14 | | | | | 10.17 | | | | | | 0.44 | | | | | | (0.22) | | | | | | 0.22 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 9.94 | | | | | | 2.26 | | | | | | 3.84 | | | | 0.48 | | | 0.48 | | | 4.42 | | | | | 5,264 | | | | | | 338 | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
03-31-16 | | | | | 9.90 | | | | | | 0.30• | | | | | | (0.28) | | | | | | 0.02 | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 9.86 | | | | | | 0.17 | | | | | | 1.50 | | | | 1.26 | | | 1.26 | | | 3.05 | | | | | 3,397 | | | | | | 83 | | |
03-31-15 | | | | | 9.91 | | | | | | 0.31• | | | | | | 0.05 | | | | | | 0.36 | | | | | | 0.37 | | | | | | — | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 9.90 | | | | | | 3.70 | | | | | | 3.00 | | | | 1.28 | | | 1.28 | | | 3.12 | | | | | 330 | | | | | | 158 | | |
03-31-14 | | | | | 10.15 | | | | | | 0.38 | | | | | | (0.23) | | | | | | 0.15 | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 9.91 | | | | | | 1.57 | | | | | | 4.48 | | | | 1.12 | | | 1.12 | | | 3.77 | | | | | 3 | | | | | | 338 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
10-23-15(4) - 03-31-16 | | | | | 10.05 | | | | | | 0.16• | | | | | | (0.14) | | | | | | 0.02 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.99 | | | | | | 0.21 | | | | | | 0.87 | | | | 0.63 | | | 0.63 | | | 3.70 | | | | | 109,630 | | | | | | 83 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
03-31-16 | | | | | 9.96 | | | | | | 0.33• | | | | | | (0.31) | | | | | | 0.02 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.90 | | | | | | 0.17 | | | | | | 1.00 | | | | 0.76 | | | 0.76 | | | 3.33 | | | | | 54 | | | | | | 83 | | |
03-31-15 | | | | | 9.89 | | | | | | 0.36 | | | | | | 0.05 | | | | | | 0.41 | | | | | | 0.34 | | | | | | — | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 9.96 | | | | | | 4.24 | | | | | | 2.50 | | | | 0.78 | | | 0.78 | | | 3.60 | | | | | 3 | | | | | | 158 | | |
03-31-14 | | | | | 10.17 | | | | | | 0.43• | | | | | | (0.26) | | | | | | 0.17 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 9.89 | | | | | | 1.72 | | | | | | 3.98 | | | | 0.62 | | | 0.62 | | | 4.29 | | | | | 3 | | | | | | 338 | | |
| | | Buy | | | Sell | | ||||||
Intermediate Bond | | | | $ | 13,815,459 | | | | | $ | 102,412,566 | | |
Strategic Income Opportunities | | | | | 70,167,333 | | | | | | 90,176,647 | | |
| | | Purchased | | | Sold | | ||||||
GNMA Income | | | | $ | 3,048,906 | | | | | $ | 244,830,056 | | |
Intermediate Bond | | | | | 463,574,139 | | | | | | 481,240,343 | | |
Short Term Bond | | | | | 24,673,921 | | | | | | 10,488,100 | | |
Strategic Income Opportunities | | | | | 55,904,610 | | | | | | 58,135,045 | | |
| | | Buy | | | Sell | | ||||||
Intermediate Bond | | | | $ | 185,631,489 | | | | | $ | 271,947,000 | | |
Strategic Income Opportunities | | | | | 14,595,007 | | | | | | 27,747,250 | | |
| | | Purchases | | | Sales | | ||||||
GNMA Income | | | | $ | 4,454,187 | | | | | $ | 1,494,621 | | |
High Yield Bond | | | | | 237,926,553 | | | | | | 296,919,563 | | |
Intermediate Bond | | | | | 2,853,663,095 | | | | | | 1,641,311,152 | | |
Short Term Bond | | | | | 63,612,918 | | | | | | 48,567,155 | | |
Strategic Income Opportunities | | | | | 244,802,775 | | | | | | 89,550,810 | | |
| | | Purchases | | | Sales | | ||||||
GNMA Income | | | | $ | 5,388,550,846 | | | | | $ | 5,581,528,250 | | |
Intermediate Bond | | | | | 22,790,007,772 | | | | | | 21,851,172,129 | | |
Short Term Bond | | | | | 115,831,970 | | | | | | 118,170,034 | | |
Strategic Income Opportunities | | | | | 165,544,202 | | | | | | 144,897,097 | | |
Fund | | | Fee | |
GNMA Income(1) | | | 0.57% on first $1 billion, 0.50% on next $500 million and 0.45% on assets thereafter | |
High Yield Bond | | | 0.61% on first $500 million, 0.55% on next $4.5 billion and 0.50% on assets thereafter | |
Intermediate Bond | | | 0.27% on all assets | |
Short Term Bond | | | 0.45% on all assets | |
Strategic Income Opportunities(2) | | | 0.50% on all assets | |
Fund | | | Class A | | | Class C | | | Class O | | | Class R | | ||||||||||||
GNMA Income | | | | | 0.25% | | | | | | 1.00% | | | | | | N/A | | | | | | N/A | | |
High Yield Bond | | | | | 0.25% | | | | | | 1.00% | | | | | | N/A | | | | | | 0.50% | | |
Intermediate Bond | | | | | 0.25% | | | | | | 1.00% | | | | | | 0.25% | | | | | | 0.50% | | |
Short Term Bond | | | | | 0.25% | | | | | | 1.00% | | | | | | N/A | | | | | | 0.50% | | |
Strategic Income Opportunities | | | | | 0.25% | | | | | | 1.00% | | | | | | N/A | | | | | | 0.50% | | |
| | | Class A | | | Class C | | ||||||
Initial Sales Charges: | | | | | | | | | | | | | |
GNMA Income | | | | $ | 9,148 | | | | | $ | — | | |
High Yield Bond | | | | | 3,722 | | | | | | — | | |
Intermediate Bond | | | | | 12,181 | | | | | | — | | |
Short Term Bond | | | | | 485 | | | | | | — | | |
Strategic Income Opportunities | | | | | 11,137 | | | | | | — | | |
Contingent Deferred Sales Charges: | | | | | | | | | | | | | |
GNMA Income | | | | $ | 2,442 | | | | | $ | 12,536 | | |
High Yield Bond | | | | | — | | | | | | 356 | | |
Intermediate Bond | | | | | 986 | | | | | | 2,770 | | |
Short Term Bond | | | | | 8,490 | | | | | | 69 | | |
Strategic Income Opportunities | | | | | 40,000 | | | | | | 1,473 | | |
Subsidiary/Affiliated Investment Company | | | Fund | | | Percentage | | |||
Roaring River II, Inc. | | | Strategic Income Opportunities | | | | | 28.45% | | |
Voya Institutional Trust Company | | | GNMA Income | | | | | 22.09 | | |
Voya Intermediate Bond Portfolio | | | High Yield Bond | | | | | 19.61 | | |
Voya Retirement Insurance and Annuity Company | | | GNMA Income | | | | | 5.34 | | |
| Intermediate Bond | | | | | 13.15 | | | ||
Voya Solution 2025 Portfolio | | | Short Term Bond | | | | | 28.54 | | |
Voya Solution Income Portfolio | | | Short Term Bond | | | | | 39.60 | | |
Fund | | | Class A | | | Class C | | | Class I | | | Class O | | | Class P | | | Class R | | | Class R6 | | | Class W | | ||||||||||||||||||||||||
GNMA Income | | | | | 0.95% | | | | | | 1.70% | | | | | | 0.65% | | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | 0.70% | | |
High Yield Bond | | | | | 1.10% | | | | | | 1.85% | | | | | | 0.85% | | | | | | N/A | | | | | | 0.15% | | | | | | 1.35% | | | | | | 0.83% | | | | | | 0.85% | | |
Intermediate Bond | | | | | 0.75% | | | | | | 1.50% | | | | | | 0.50% | | | | | | 0.75% | | | | | | N/A | | | | | | 1.00% | | | | | | 0.50% | | | | | | 0.50% | | |
Short Term Bond | | | | | 0.80% | | | | | | 1.55% | | | | | | 0.50% | | | | | | N/A | | | | | | N/A | | | | | | 1.05% | | | | | | 0.47% | | | | | | 0.55% | | |
Strategic Income Opportunities(1) | | | | | 1.15% | | | | | | 1.90% | | | | | | 0.72% | | | | | | N/A | | | | | | N/A | | | | | | 1.40% | | | | | | 0.60% | | | | | | 0.90% | | |
| | | March 31, | | | ||||||||||||||||||||
| | | 2019 | | | 2020 | | | 2021 | | | Total | | ||||||||||||
Short Term Bond | | | | $ | 107,869 | | | | | $ | 107,375 | | | | | $ | 112,174 | | | | | $ | 327,418 | | |
| | | March 31, | | | ||||||||||||||||||||
| | | 2019 | | | 2020 | | | 2021 | | | Total | | ||||||||||||
GNMA Income | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | $ | — | | | | | $ | — | | | | | $ | 207,535 | | | | | $ | 207,535 | | |
Short Term Bond | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | 2,936 | | | | | | — | | | | | | — | | | | | | 2,936 | | |
Class C | | | | | 400 | | | | | | — | | | | | | — | | | | | | 400 | | |
Class I | | | | | 4,399 | | | | | | 9,680 | | | | | | 7,319 | | | | | | 21,398 | | |
Class R | | | | | 2 | | | | | | — | | | | | | — | | | | | | 2 | | |
Class W | | | | | 88 | | | | | | — | | | | | | — | | | | | | 88 | | |
Fund | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
GNMA Income | | | | | 3 | | | | | $ | 635,000 | | | | | | 2.42% | | |
High Yield Bond | | | | | 8 | | | | | | 1,238,500 | | | | | | 2.17 | | |
Intermediate Bond | | | | | 21 | | | | | | 2,377,905 | | | | | | 2.17 | | |
Short Term Bond | | | | | 2 | | | | | | 1,041,000 | | | | | | 2.06 | | |
Strategic Income Opportunities | | | | | 10 | | | | | | 3,072,300 | | | | | | 2.28 | | |
| | | Notional Amount | | | Cost | | ||||||
Balance at 03/31/2017 | | | | | 155,530,000 | | | | | $ | 28,036 | | |
Options Purchased | | | | | 924,696,000 | | | | | | 2,172,746 | | |
Options Terminated in Closing Sell Transactions | | | | | (456,560,000) | | | | | | (1,084,330) | | |
Options Expired | | | | | (623,666,000) | | | | | | (1,116,452) | | |
Balance at 03/31/2018 | | | | | — | | | | | $ | — | | |
|
| | | Notional Amount | | | Cost | | ||||||
Balance at 03/31/2017 | | | | | — | | | | | $ | — | | |
Options Purchased | | | | | 359,400,000 | | | | | | — | | |
Balance at 03/31/2018 | | | | | 359,400,000 | | | | | $ | — | | |
|
| | | Notional Amount | | | Cost | | ||||||
Balance at 03/31/2017 | | | | | — | | | | | $ | — | | |
Options Purchased | | | | | 407,000,000 | | | | | | 284,900 | | |
Options Expired | | | | | (407,000,000) | | | | | | (284,900) | | |
Balance at 03/31/2018 | | | | | — | | | | | $ | — | | |
|
| | | Notional Amount | | | Premiums Received | | ||||||
Balance at 03/31/2017 | | | | | 155,530,000 | | | | | $ | 32,349 | | |
Options Expired | | | | | (155,530,000) | | | | | | (32,349) | | |
Balance at 03/31/2018 | | | | | — | | | | | $ | — | | |
|
| | | Notional Amount | | | Cost | | ||||||
Balance at 03/31/2017 | | | | | — | | | | | $ | — | | |
Options Purchased | | | | | 3,630,000 | | | | | | — | | |
Balance at 03/31/2018 | | | | | 3,630,000 | | | | | $ | — | | |
|
| | | Notional Amount | | | Cost | | ||||||
Balance at 03/31/2017 | | | | | 9,400,000 | | | | | $ | 57,723.00 | | |
Options Purchased | | | | | 43,760,000 | | | | | | 102,836 | | |
Options Terminated in Closing Sell Transactions | | | | | (31,280,000) | | | | | | (109,688) | | |
Options Expired | | | ��� | | (21,880,000) | | | | | | (50,871) | | |
Balance at 03/31/2018 | | | | | — | | | | | $ | — | | |
|
| | | Notional Amount | | | Cost | | ||||||
Balance at 03/31/2017 | | | | | — | | | | | $ | — | | |
Options Purchased | | | | | 42,330,000 | | | | | | — | | |
Balance at 03/31/2018 | | | | | 42,330,000 | | | | | $ | — | | |
|
| | | Notional Amount | | | Cost | | ||||||
Balance at 03/31/2017 | | | | | — | | | | | $ | — | | |
Options Purchased | | | | | 14,000,000 | | | | | | 9,800 | | |
Options Expired | | | | | (14,000,000) | | | | | | (9,800) | | |
Balance at 03/31/2018 | | | | | — | | | | | $ | — | | |
|
| | | Number of Contracts | | | Premiums Received | | ||||||
Balance at 03/31/2017 | | | | | 9,400,000 | | | | | $ | 57,990 | | |
Options Terminated in Closing Purchase Transactions | | | | | (9,400,000) | | | | | | (57,990) | | |
Balance at 03/31/2018 | | | | | — | | | | | $ | — | | |
|
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Shares converted | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Shares converted | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | $ | | | ($) | | ||||||||||||||||||||||||||||||||||||
GNMA Income | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2018 | | | | | 6,356,653 | | | | | | — | | | | | | 1,208,417 | | | | | | (15,664,051) | | | | | | 6,652 | | | | | | (8,092,329) | | | | | | 53,431,842 | | | | | | — | | | | | | 10,145,556 | | | | | | (131,703,094) | | | | | | 56,410 | | | | | | (68,069,286) | | |
3/31/2017 | | | | | 14,487,331 | | | | | | — | | | | | | 1,718,632 | | | | | | (28,417,745) | | | | | | — | | | | | | (12,211,782) | | | | | | 124,311,113 | | | | | | — | | | | | | 14,707,229 | | | | | | (242,297,317) | | | | | | — | | | | | | (103,278,975) | | |
Class B(1) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2018 | | | | | — | | | | | | — | | | | | | 9 | | | | | | (1,673) | | | | | | (6,699) | | | | | | (8,363) | | | | | | — | | | | | | — | | | | | | 75 | | | | | | (14,099) | | | | | | (56,410) | | | | | | (70,434) | | |
3/31/2017 | | | | | 26 | | | | | | — | | | | | | 170 | | | | | | (2,062) | | | | | | — | | | | | | (1,866) | | | | | | 225 | | | | | | — | | | | | | 1,445 | | | | | | (17,539) | | | | | | — | | | | | | (15,869) | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2018 | | | | | 680,797 | | | | | | — | | | | | | 152,528 | | | | | | (4,746,017) | | | | | | — | | | | | | (3,912,692) | | | | | | 5,700,560 | | | | | | — | | | | | | 1,274,472 | | | | | | (39,702,082) | | | | | | — | | | | | | (32,727,050) | | |
3/31/2017 | | | | | 4,807,149 | | | | | | — | | | | | | 220,761 | | | | | | (4,406,958) | | | | | | — | | | | | | 620,952 | | | | | | 41,128,424 | | | | | | — | | | | | | 1,878,700 | | | | | | (37,282,818) | | | | | | — | | | | | | 5,724,306 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2018 | | | | | 15,827,110 | | | | | | — | | | | | | 1,036,800 | | | | | | (29,043,715) | | | | | | — | | | | | | (12,179,805) | | | | | | 133,379,218 | | | | | | — | | | | | | 8,720,165 | | | | | | (243,824,308) | | | | | | — | | | | | | (101,724,925) | | |
3/31/2017 | | | | | 38,493,787 | | | | | | — | | | | | | 1,517,791 | | | | | | (44,013,436) | | | | | | — | | | | | | (4,001,858) | | | | | | 330,624,396 | | | | | | — | | | | | | 13,002,173 | | | | | | (375,145,828) | | | | | | — | | | | | | (31,519,259) | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2018 | | | | | 8,935,143 | | | | | | — | | | | | | 396,548 | | | | | | (7,167,888) | | | | | | — | | | | | | 2,163,803 | | | | | | 75,265,327 | | | | | | — | | | | | | 3,336,476 | | | | | | (60,252,559) | | | | | | — | | | | | | 18,349,244 | | |
3/31/2017 | | | | | 13,405,385 | | | | | | — | | | | | | 451,019 | | | | | | (10,794,006) | | | | | | — | | | | | | 3,062,398 | | | | | | 114,444,270 | | | | | | — | | | | | | 3,868,093 | | | | | | (91,705,211) | | | | | | — | | | | | | 26,607,152 | | |
High Yield Bond | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2018 | | | | | 1,627,392 | | | | | | — | | | | | | 331,567 | | | | | | (2,766,461) | | | | | | 7,901 | | | | | | (799,601) | | | | | | 13,251,665 | | | | | | — | | | | | | 2,692,947 | | | | | | (22,468,997) | | | | | | 64,630 | | | | | | (6,459,755) | | |
3/31/2017 | | | | | 3,743,314 | | | | | | — | | | | | | 396,948 | | | | | | (6,916,839) | | | | | | — | | | | | | (2,776,577) | | | | | | 29,651,120 | | | | | | — | | | | | | 3,157,662 | | | | | | (54,572,876) | | | | | | — | | | | | | (21,764,094) | | |
Class B(1) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2018 | | | | | 1 | | | | | | — | | | | | | 28 | | | | | | (16) | | | | | | (7,909) | | | | | | (7,896) | | | | | | 6 | | | | | | — | | | | | | 229 | | | | | | (120) | | | | | | (64,630) | | | | | | (64,515) | | |
3/31/2017 | | | | | 1,154 | | | | | | — | | | | | | 621 | | | | | | (13,677) | | | | | | — | | | | | | (11,902) | | | | | | 8,926 | | | | | | — | | | | | | 4,919 | | | | | | (109,307) | | | | | | — | | | | | | (95,462) | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2018 | | | | | 83,432 | | | | | | — | | | | | | 48,053 | | | | | | (416,675) | | | | | | — | | | | | | (285,190) | | | | | | 679,284 | | | | | | — | | | | | | 390,076 | | | | | | (3,375,627) | | | | | | — | | | | | | (2,306,267) | | |
3/31/2017 | | | | | 307,596 | | | | | | — | | | | | | 52,592 | | | | | | (407,918) | | | | | | — | | | | | | (47,730) | | | | | | 2,440,539 | | | | | | — | | | | | | 419,057 | | | | | | (3,246,513) | | | | | | — | | | | | | (386,917) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2018 | | | | | 9,661,096 | | | | | | — | | | | | | 1,227,961 | | | | | | (17,244,820) | | | | | | — | | | | | | (6,355,763) | | | | | | 78,507,065 | | | | | | — | | | | | | 9,955,899 | | | | | | (139,783,237) | | | | | | — | | | | | | (51,320,273) | | |
3/31/2017 | | | | | 18,512,857 | | | | | | — | | | | | | 1,936,883 | | | | | | (41,429,697) | | | | | | — | | | | | | (20,979,957) | | | | | | 146,391,373 | | | | | | — | | | | | | 15,356,624 | | | | | | (328,931,184) | | | | | | — | | | | | | (167,183,187) | | |
Class P | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2018 | | | | | 428,977 | | | | | | — | | | | | | 1,090,329 | | | | | | (3,164,569) | | | | | | — | | | | | | (1,645,263) | | | | | | 3,426,141 | | | | | | — | | | | | | 8,852,751 | | | | | | (25,755,580) | | | | | | — | | | | | | (13,476,688) | | |
3/31/2017 | | | | | 4,118,240 | | | | | | — | | | | | | 942,682 | | | | | | (274,828) | | | | | | — | | | | | | 4,786,094 | | | | | | 33,147,703 | | | | | | — | | | | | | 7,518,324 | | | | | | (2,191,612) | | | | | | — | | | | | | 38,474,415 | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2018 | | | | | 88,277 | | | | | | — | | | | | | 3,101 | | | | | | (24,156) | | | | | | — | | | | | | 67,222 | | | | | | 720,514 | | | | | | — | | | | | | 25,085 | | | | | | (196,317) | | | | | | — | | | | | | 549,282 | | |
3/31/2017 | | | | | 4,764 | | | | | | — | | | | | | 1,642 | | | | | | (15,840) | | | | | | — | | | | | | (9,434) | | | | | | 37,561 | | | | | | — | | | | | | 13,089 | | | | | | (123,228) | | | | | | — | | | | | | (72,578) | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2018 | | | | | 3,482,917 | | | | | | — | | | | | | 831,873 | | | | | | (4,336,291) | | | | | | — | | | | | | (21,501) | | | | | | 28,261,313 | | | | | | — | | | | | | 6,747,527 | | | | | | (34,981,473) | | | | | | — | | | | | | 27,367 | | |
8/3/2016(2) - 3/31/2017 | | | | | 22,268,088 | | | | | | — | | | | | | 578,783 | | | | | | (7,958,549) | | | | | | — | | | | | | 14,888,322 | | | | | | 175,818,441 | | | | | | — | | | | | | 4,655,554 | | | | | | (63,892,215) | | | | | | — | | | | | | 116,581,780 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2018 | | | | | 3,073,931 | | | | | | — | | | | | | 641,425 | | | | | | (2,386,147) | | | | | | — | | | | | | 1,329,209 | | | | | | 24,990,544 | | | | | | — | | | | | | 5,212,269 | | | | | | (19,379,848) | | | | | | — | | | | | | 10,822,965 | | |
3/31/2017 | | | | | 8,419,529 | | | | | | — | | | | | | 729,916 | | | | | | (8,840,680) | | | | | | — | | | | | | 308,765 | | | | | | 66,564,230 | | | | | | — | | | | | | 5,828,801 | | | | | | (71,245,118) | | | | | | — | | | | | | 1,147,913 | | |
Intermediate Bond | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2018 | | | | | 12,711,112 | | | | | | — | | | | | | 974,146 | | | | | | (12,428,060) | | | | | | 18,768 | | | | | | 1,275,966 | | | | | | 128,362,559 | | | | | | — | | | | | | 9,824,053 | | | | | | (125,286,342) | | | | | | 189,179 | | | | | | 13,089,449 | | |
3/31/2017 | | | | | 23,298,637 | | | | | | — | | | | | | 1,191,301 | | | | | | (29,509,986) | | | | | | — | | | | | | (5,020,048) | | | | | | 235,356,710 | | | | | | — | | | | | | 12,091,532 | | | | | | (299,960,495) | | | | | | — | | | | | | (52,512,253) | | |
Class B(1) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2018 | | | | | 10 | | | | | | — | | | | | | 13 | | | | | | (39) | | | | | | (18,803) | | | | | | (18,819) | | | | | | 103 | | | | | | — | | | | | | 130 | | | | | | (376) | | | | | | (189,179) | | | | | | (189,322) | | |
3/31/2017 | | | | | 6,010 | | | | | | — | | | | | | 196 | | | | | | (1,748) | | | | | | — | | | | | | 4,458 | | | | | | 61,055 | | | | | | — | | | | | | 1,978 | | | | | | (17,612) | | | | | | — | | | | | | 45,421 | | |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | $ | | | ($) | | ||||||||||||||||||||||||||||||||||||
Intermediate Bond (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2018 | | | | | 1,266,959 | | | | | | — | | | | | | 49,800 | | | | | | (1,017,895) | | | | | | — | | | | | | 298,864 | | | | | | 12,774,961 | | | | | | — | | | | | | 501,264 | | | | | | (10,251,019) | | | | | | — | | | | | | 3,025,206 | | |
3/31/2017 | | | | | 612,068 | | | | | | — | | | | | | 50,989 | | | | | | (1,006,474) | | | | | | — | | | | | | (343,417) | | | | | | 6,208,788 | | | | | | — | | | | | | 515,970 | | | | | | (10,122,013) | | | | | | — | | | | | | (3,397,255) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2018 | | | | | 147,821,527 | | | | | | — | | | | | | 5,759,839 | | | | | | (57,669,164) | | | | | | — | | | | | | 95,912,202 | | | | | | 1,489,564,503 | | | | | | — | | | | | | 57,996,073 | | | | | | (578,109,706) | | | | | | — | | | | | | 969,450,870 | | |
3/31/2017 | | | | | 77,008,539 | | | | | | — | | | | | | 3,936,779 | | | | | | (35,979,963) | | | | | | — | | | | | | 44,965,355 | | | | | | 777,949,764 | | | | | | — | | | | | | 39,840,263 | | | | | | (364,480,859) | | | | | | — | | | | | | 453,309,168 | | |
Class O | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2018 | | | | | 207,693 | | | | | | — | | | | | | 8,239 | | | | | | (347,555) | | | | | | — | | | | | | (131,623) | | | | | | 2,094,830 | | | | | | — | | | | | | 83,090 | | | | | | (3,504,097) | | | | | | — | | | | | | (1,326,177) | | |
3/31/2017 | | | | | 215,176 | | | | | | — | | | | | | 9,046 | | | | | | (350,705) | | | | | | — | | | | | | (126,483) | | | | | | 2,181,893 | | | | | | — | | | | | | 91,673 | | | | | | (3,544,971) | | | | | | — | | | | | | (1,271,405) | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2018 | | | | | 5,142,453 | | | | | | — | | | | | | 408,830 | | | | | | (3,290,356) | | | | | | — | | | | | | 2,260,927 | | | | | | 51,369,066 | | | | | | — | | | | | | 4,128,777 | | | | | | (33,268,297) | | | | | | — | | | | | | 22,229,546 | | |
3/31/2017 | | | | | 4,796,756 | | | | | | — | | | | | | 412,042 | | | | | | (3,020,505) | | | | | | — | | | | | | 2,188,293 | | | | | | 48,656,408 | | | | | | — | | | | | | 4,178,688 | | | | | | (30,553,815) | | | | | | — | | | | | | 22,281,281 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2018 | | | | | 80,549,299 | | | | | | — | | | | | | 3,742,951 | | | | | | (14,436,454) | | | | | | — | | | | | | 69,855,796 | | | | | | 811,268,324 | | | | | | — | | | | | | 37,673,277 | | | | | | (145,007,077) | | | | | | — | | | | | | 703,934,524 | | |
3/31/2017 | | | | | 39,986,409 | | | | | | — | | | | | | 2,342,376 | | | | | | (19,216,304) | | | | | | — | | | | | | 23,112,481 | | | | | | 404,651,139 | | | | | | — | | | | | | 23,703,003 | | | | | | (194,185,226) | | | | | | — | | | | | | 234,168,916 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2018 | | | | | 21,322,678 | | | | | | — | | | | | | 2,123,536 | | | | | | (12,036,441) | | | | | | — | | | | | | 11,409,773 | | | | | | 214,732,147 | | | | | | — | | | | | | 21,379,720 | | | | | | (120,923,102) | | | | | | — | | | | | | 115,188,765 | | |
3/31/2017 | | | | | 21,887,585 | | | | | | — | | | | | | 2,010,273 | | | | | | (16,832,263) | | | | | | — | | | | | | 7,065,595 | | | | | | 221,224,518 | | | | | | — | | | | | | 20,341,472 | | | | | | (169,480,662) | | | | | | — | | | | | | 72,085,328 | | |
Short Term Bond | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2018 | | | | | 1,095,541 | | | | | | — | | | | | | 7,868 | | | | | | (1,331,356) | | | | | | — | | | | | | (227,947) | | | | | | 10,775,143 | | | | | | — | | | | | | 77,216 | | | | | | (13,054,149) | | | | | | — | | | | | | (2,201,790) | | |
3/31/2017 | | | | | 264,513 | | | | | | — | | | | | | 15,493 | | | | | | (760,041) | | | | | | — | | | | | | (480,035) | | | | | | 2,610,005 | | | | | | — | | | | | | 152,959 | | | | | | (7,476,802) | | | | | | — | | | | | | (4,713,838) | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2018 | | | | | 20,206 | | | | | | — | | | | | | 590 | | | | | | (55,443) | | | | | | — | | | | | | (34,647) | | | | | | 198,078 | | | | | | — | | | | | | 5,794 | | | | | | (543,370) | | | | | | — | | | | | | (339,498) | | |
3/31/2017 | | | | | 73,026 | | | | | | — | | | | | | 844 | | | | | | (55,103) | | | | | | — | | | | | | 18,767 | | | | | | 722,242 | | | | | | — | | | | | | 8,333 | | | | | | (543,634) | | | | | | — | | | | | | 186,941 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2018 | | | | | 512,815 | | | | | | — | | | | | | 13,834 | | | | | | (853,890) | | | | | | — | | | | | | (327,241) | | | | | | 5,027,482 | | | | | | — | | | | | | 135,668 | | | | | | (8,405,931) | | | | | | — | | | | | | (3,242,781) | | |
3/31/2017 | | | | | 576,330 | | | | | | — | | | | | | 21,212 | | | | | | (291,359) | | | | | | — | | | | | | 306,183 | | | | | | 5,694,681 | | | | | | — | | | | | | 209,343 | | | | | | (2,871,360) | | | | | | — | | | | | | 3,032,664 | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2018 | | | | | — | | | | | | — | | | | | | 4 | | | | | | (1) | | | | | | — | | | | | | 3 | | | | | | — | | | | | | — | | | | | | 41 | | | | | | (15) | | | | | | — | | | | | | 26 | | |
3/31/2017 | | | | | — | | | | | | — | | | | | | 4 | | | | | | — | | | | | | — | | | | | | 4 | | | | | | — | | | | | | — | | | | | | 39 | | | | | | — | | | | | | — | | | | | | 39 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2018 | | | | | 4,194,397 | | | | | | — | | | | | | 177,946 | | | | | | (2,295,273) | | | | | | — | | | | | | 2,077,070 | | | | | | 41,252,595 | | | | | | — | | | | | | 1,746,369 | | | | | | (22,553,781) | | | | | | — | | | | | | 20,445,183 | | |
3/31/2017 | | | | | 2,838,368 | | | | | | — | | | | | | 184,314 | | | | | | (6,695,037) | | | | | | — | | | | | | (3,672,355) | | | | | | 28,058,950 | | | | | | — | | | | | | 1,820,939 | | | | | | (66,167,289) | | | | | | — | | | | | | (36,287,400) | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2018 | | | | | 18,577 | | | | | | — | | | | | | 185 | | | | | | (50,525) | | | | | | — | | | | | | (31,763) | | | | | | 182,956 | | | | | | — | | | | | | 1,814 | | | | | | (498,218) | | | | | | — | | | | | | (313,448) | | |
3/31/2017 | | | | | 53,147 | | | | | | — | | | | | | 1,197 | | | | | | (68,093) | | | | | | — | | | | | | (13,749) | | | | | | 525,188 | | | | | | — | | | | | | 11,826 | | | | | | (670,682) | | | | | | — | | | | | | (133,668) | | |
Strategic Income Opportunities | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2018 | | | | | 4,614,817 | | | | | | — | | | | | | 77,021 | | | | | | (2,759,854) | | | | | | — | | | | | | 1,931,984 | | | | | | 47,081,861 | | | | | | — | | | | | | 785,657 | | | | | | (28,141,378) | | | | | | — | | | | | | 19,726,140 | | |
3/31/2017 | | | | | 1,202,045 | | | | | | — | | | | | | 17,815 | | | | | | (257,871) | | | | | | — | | | | | | 961,989 | | | | | | 12,099,209 | | | | | | — | | | | | | 179,349 | | | | | | (2,592,262) | | | | | | — | | | | | | 9,686,296 | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2018 | | | | | 743,843 | | | | | | — | | | | | | 12,847 | | | | | | (132,066) | | | | | | — | | | | | | 624,624 | | | | | | 7,469,371 | | | | | | — | | | | | | 129,023 | | | | | | (1,327,785) | | | | | | — | | | | | | 6,270,609 | | |
3/31/2017 | | | | | 167,393 | | | | | | — | | | | | | 3,242 | | | | | | (23,659) | | | | | | — | | | | | | 146,976 | | | | | | 1,658,329 | | | | | | — | | | | | | 32,112 | | | | | | (233,790) | | | | | | — | | | | | | 1,456,651 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2018 | | | | | 18,938,264 | | | | | | — | | | | | | 320,839 | | | | | | (2,856,463) | | | | | | — | | | | | | 16,402,640 | | | | | | 194,161,412 | | | | | | — | | | | | | 3,288,870 | | | | | | (29,262,886) | | | | | | — | | | | | | 168,187,396 | | |
3/31/2017 | | | | | 2,104,498 | | | | | | — | | | | | | 54,998 | | | | | | (77,600) | | | | | | — | | | | | | 2,081,896 | | | | | | 21,321,867 | | | | | | — | | | | | | 556,395 | | | | | | (785,931) | | | | | | — | | | | | | 21,092,331 | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2018 | | | | | 201,393 | | | | | | — | | | | | | 14,798 | | | | | | (97,224) | | | | | | — | | | | | | 118,967 | | | | | | 2,036,003 | | | | | | — | | | | | | 149,732 | | | | | | (983,716) | | | | | | — | | | | | | 1,202,019 | | |
3/31/2017 | | | | | 144,950 | | | | | | — | | | | | | 17,103 | | | | | | (112,508) | | | | | | — | | | | | | 49,545 | | | | | | 1,444,671 | | | | | | — | | | | | | 170,612 | | | | | | (1,121,930) | | | | | | — | | | | | | 493,353 | | |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | $ | | | ($) | | ||||||||||||||||||||||||||||||||||||
Strategic Income Opportunities (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2018 | | | | | 31,348 | | | | | | — | | | | | | 588 | | | | | | (1,551) | | | | | | — | | | | | | 30,385 | | | | | | 320,204 | | | | | | — | | | | | | 6,023 | | | | | | (15,855) | | | | | | — | | | | | | 310,372 | | |
3/31/2017 | | | | | 4,090 | | | | | | — | | | | | | 73 | | | | | | (5) | | | | | | — | | | | | | 4,158 | | | | | | 41,229 | | | | | | — | | | | | | 736 | | | | | | (50) | | | | | | — | | | | | | 41,915 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2018 | | | | | 2,784,683 | | | | | | — | | | | | | 34,381 | | | | | | (608,418) | | | | | | — | | | | | | 2,210,646 | | | | | | 28,318,606 | | | | | | — | | | | | | 349,467 | | | | | | (6,192,653) | | | | | | — | | | | | | 22,475,420 | | |
3/31/2017 | | | | | 493,869 | | | | | | — | | | | | | 9,461 | | | | | | (96,378) | | | | | | — | | | | | | 406,952 | | | | | | 4,942,885 | | | | | | — | | | | | | 94,931 | | | | | | (969,107) | | | | | | — | | | | | | 4,068,709 | | |
Loan | | | Unfunded Loan Commitment | | | Unrealized Appreciation/ (Depreciation) at 3/31/18* | | ||||||
DG Investment Intermediate Holdings 2, Inc. | | | | $ | 14,480 | | | | | $ | 24 | | |
Pearl Intermediate Parent LLC. | | | | | 34,006 | | | | | | (181) | | |
| | | | $ | 48,486 | | | | | $ | (157) | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Prime Brokerage Intl Ltd | | | | $ | 1,375,677 | | | | | $ | (1,375,677) | | | | | $ | — | | |
BNP Paribas Securities Corp. | | | | | 1,071,897 | | | | | | (1,071,897) | | | | | | — | | |
Citadel Clearing LLC | | | | | 626,878 | | | | | | (626,878) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 4,027,427 | | | | | | (4,027,427) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 1,370,411 | | | | | | (1,370,411) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 1,257,687 | | | | | | (1,257,687) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 9,182,114 | | | | | | (9,182,114) | | | | | | — | | |
HSBC Securities (USA) Inc. | | | | | 67,260 | | | | | | (67,260) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
J.P. Morgan Securities LLC | | | | | 6,457,110 | | | | | | (6,457,110) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 1,724,371 | | | | | | (1,724,371) | | | | | | — | | |
UBS AG | | | | | 594,062 | | | | | | (594,062) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 608,916 | | | | | | (608,916) | | | | | | — | | |
| | | | $ | 28,363,810 | | | | | $ | (28,363,810) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 2,438,958 | | | | | $ | (2,438,958) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 2,259,882 | | | | | | (2,259,882) | | | | | | — | | |
BMO Capital Markets Corp | | | | | 41,338,113 | | | | | | (41,338,113) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 1,330,049 | | | | | | (1,330,049) | | | | | | — | | |
Citadel Clearing LLC | | | | | 237,019 | | | | | | (237,019) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 8,171,799 | | | | | | (8,171,799) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 12,869,551 | | | | | | (12,869,551) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 4,044,344 | | | | | | (4,044,344) | | | | | | — | | |
Jefferies LLC | | | | | 52,476 | | | | | | (52,476) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 125,566 | | | | | | (125,566) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 5,161,463 | | | | | | (5,161,463) | | | | | | — | | |
Nomura International PLC | | | | | 1,054,606 | | | | | | (1,054,606) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 1,022,211 | | | | | | (1,022,211) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 417,511 | | | | | | (417,511) | | | | | | — | | |
UBS AG | | | | | 2,553,600 | | | | | | (2,553,600) | | | | | | — | | |
UBS Securities LLC. | | | | | 422 | | | | | | (422) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 62,884,183 | | | | | | (62,884,183) | | | | | | — | | |
| | | | $ | 145,961,753 | | | | | $ | (145,961,753) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Deutsche Bank Securities Inc. | | | | $ | 182,020 | | | | | $ | (182,020) | | | | | $ | — | | |
Goldman, Sachs & Co. LLC | | | | | 8,011 | | | | | | (8,011) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 57,500 | | | | | | (57,500) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 178,964 | | | | | | (178,964) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 141,091 | | | | | | (141,091) | | | | | | — | | |
| | | | $ | 567,586 | | | | | $ | (567,586) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 400,771 | | | | | $ | (400,771) | | | | | $ | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 197,141 | | | | | | (197,141) | | | | | | — | | |
BNP Paribas Securities Corp. | | | | | 170,126 | | | | | | (170,126) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 112,863 | | | | | | (112,863) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 362,483 | | | | | | (362,483) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 672,624 | | | | | | (672,624) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 219,924 | | | | | | (219,924) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 233,477 | | | | | | (233,477) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 390,637 | | | | | | (390,637) | | | | | | — | | |
UBS AG | | | | | 322,172 | | | | | | (322,172) | | | | | | — | | |
Total | | | | $ | 3,082,218 | | | | | $ | (3,082,218) | | | | | $ | — | | |
|
| | | Paid-in Capital | | | Undistributed Net Investment Income | | | Accumulated Net Realized Gains/(Losses) | | |||||||||
GNMA Income | | | | $ | — | | | | | $ | 5,510,004 | | | | | $ | (5,510,004) | | |
High Yield Bond | | | | | (14,980,165)(1) | | | | | | — | | | | | | 14,980,165 | | |
Intermediate Bond | | | | | (86,748,220)(1) | | | | | | 6,494,809 | | | | | | 80,253,411 | | |
Short Term Bond | | | | | (6,416) | | | | | | 209,220 | | | | | | (202,804) | | |
Strategic Income Opportunities | | | | | (28,208) | | | | | | 654,079 | | | | | | (625,871) | | |
| | | Year Ended March 31, 2018 | | | Year Ended March 31, 2017 | | ||||||||||||||||||
| | | Ordinary Income | | | Return of Capital | | | Ordinary Income | | | Return of Capital | | ||||||||||||
GNMA Income | | | | $ | 25,285,448 | | | | | $ | 2,618,590 | | | | | $ | 24,333,861 | | | | | $ | 14,663,713 | | |
High Yield Bond | | | | | 34,913,396 | | | | | | — | | | | | | 38,087,537 | | | | | | — | | |
Intermediate Bond | | | | | 144,520,033 | | | | | | — | | | | | | 107,796,993 | | | | | | — | | |
Short Term Bond | | | | | 1,982,682 | | | | | | — | | | | | | 2,220,519 | | | | | | — | | |
Strategic Income Opportunities | | | | | 9,478,752 | | | | | | — | | | | | | 6,909,050 | | | | | | — | | |
| | | Undistributed Ordinary Income | | | Late Year Ordinary Losses Deferred | | | Post-October Capital Losses Deferred | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | | |||||||||||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | | |||||||||||||||||||||||||||||||||||
GNMA Income | | | | $ | 321,096 | | | | | $ | — | | | | | $ | (9,903,489) | | | | | $ | (10,716,497) | | | | | $ | (13,326,701) | | | | | | Short-term | | | | | | None | | | | ||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | (1,174,350) | | | | | | Long-term | | | | | | None | | | | ||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (14,501,051) | | | | | | | | | | | |||||||
High Yield Bond | | | | | 446,504 | | | | | | — | | | | | | (31,385) | | | | | | (1,554,597) | | | | | | (10,703,066) | | | | | | Long-term | | | | | | None | | | | ||
Intermediate Bond | | | | | — | | | | | | (1,509,946) | | | | | | (44,197,020) | | | | | | (39,656,079) | | | | | | (15,923,197) | | | | | | Short-term | | | | | | None | | | | ||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | (2,965,738) | | | | | | Long-term | | | | | | None | | | | ||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (18,888,935) | | | | | | | | | | | |||||||
Short Term Bond | | | | | 244,495 | | | | | | — | | | | | | (223,969) | | | | | | (1,121,238) | | | | | | (889,446) | | | | | | Short-term | | | | | | None | | | | ||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | (1,583,679) | | | | | | Long-term | | | | | | None | | | | ||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (2,473,125) | | | | | | | | | | | |||||||
Strategic Income Opportunities | | | | | 970,643 | | | | | | — | | | | | | — | | | | | | 1,587,919 | | | | | | (663,372) | | | | | | Short-term | | | | | | None | | | | | |
| | | Per Share Amount | | | Payable Date | | | Record Date | | ||||||
GNMA Income | | | | | | | | | | | | | | | | |
Class A | | | | $ | 0.0165 | | | | May 1, 2018 | | | | | Daily | | |
Class C | | | | $ | 0.0114 | | | | May 1, 2018 | | | | | Daily | | |
Class I | | | | $ | 0.0185 | | | | May 1, 2018 | | | | | Daily | | |
Class W | | | | $ | 0.0183 | | | | May 1, 2018 | | | | | Daily | | |
High Yield Bond | | | | | | | | | | | | | | | | |
Class A | | | | $ | 0.0340 | | | | May 1, 2018 | | | | | Daily | | |
Class C | | | | $ | 0.0291 | | | | May 1, 2018 | | | | | Daily | | |
Class I | | | | $ | 0.0362 | | | | May 1, 2018 | | | | | Daily | | |
| | | Per Share Amount | | | Payable Date | | | Record Date | | ||||||
Class P | | | | $ | 0.0402 | | | | May 1, 2018 | | | | | Daily | | |
Class R | | | | $ | 0.0324 | | | | May 1, 2018 | | | | | Daily | | |
Class R6 | | | | $ | 0.0361 | | | | May 1, 2018 | | | | | Daily | | |
Class W | | | | $ | 0.0356 | | | | May 1, 2018 | | | | | Daily | | |
Intermediate Bond | | | | | | | | | | | | | | | | |
Class A | | | | $ | 0.0231 | | | | May 1, 2018 | | | | | Daily | | |
Class C | | | | $ | 0.0169 | | | | May 1, 2018 | | | | | Daily | | |
Class I | | | | $ | 0.0258 | | | | May 1, 2018 | | | | | Daily | | |
Class O | | | | $ | 0.0231 | | | | May 1, 2018 | | | | | Daily | | |
Class R | | | | $ | 0.0211 | | | | May 1, 2018 | | | | | Daily | | |
Class R6 | | | | $ | 0.0259 | | | | May 1, 2018 | | | | | Daily | | |
Class W | | | | $ | 0.0251 | | | | May 1, 2018 | | | | | Daily | | |
| | | Per Share Amount | | | Payable Date | | | Record Date | | ||||||
Short Term Bond | | | | | | | | | | | | | | | | |
Class A | | | | $ | 0.0136 | | | | May 1, 2018 | | | | | Daily | | |
Class C | | | | $ | 0.0076 | | | | May 1, 2018 | | | | | Daily | | |
Class I | | | | $ | 0.0160 | | | | May 1, 2018 | | | | | Daily | | |
Class R | | | | $ | 0.0114 | | | | May 1, 2018 | | | | | Daily | | |
Class R6 | | | | $ | 0.0162 | | | | May 1, 2018 | | | | | Daily | | |
Class W | | | | $ | 0.0156 | | | | May 1, 2018 | | | | | Daily | | |
Strategic Income Opportunities | | | | | | | | | | | | | | | | |
Class A | | | | $ | 0.0296 | | | | May 1, 2018 | | | | | Daily | | |
Class C | | | | $ | 0.0230 | | | | May 1, 2018 | | | | | Daily | | |
Class I | | | | $ | 0.0335 | | | | May 1, 2018 | | | | | Daily | | |
Class R | | | | $ | 0.0273 | | | | May 1, 2018 | | | | | Daily | | |
Class R6 | | | | $ | 0.0337 | | | | May 1, 2018 | | | | | Daily | | |
Class W | | | | $ | 0.0316 | | | | May 1, 2018 | | | | | Daily | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: 63.5% | | ||||||||||||||||||
| | | 1,467,415 | | | | Fannie Mae 2004-28 PZ, 6.000%, 05/25/2034 | | | | $ | 1,802,669 | | | | | | 0.2 | | |
| | | 2,439,187 | | | | Fannie Mae 2004-88 ZC, 6.500%, 12/25/2034 | | | | | 2,961,286 | | | | | | 0.3 | | |
| | | 9,218,033 | | | | Fannie Mae 2005-17 B, 6.500%, (US0001M + 0.000%), 03/25/2035 | | | | | 10,501,430 | | | | | | 1.0 | | |
| | | 2,376,546 | | | | Fannie Mae 2005-43 PZ, 6.000%, 05/25/2035 | | | | | 2,739,234 | | | | | | 0.3 | | |
| | | 1,112,786 | | | | Fannie Mae 2007-60 ZB, 4.750%, 05/25/2037 | | | | | 1,198,660 | | | | | | 0.1 | | |
| | | 11,940,575 (1) | | | | Fannie Mae 2010-150 PS, 4.729%, (-1.000*US0001M + 6.600%), 12/25/2039 | | | | | 934,859 | | | | | | 0.1 | | |
| | | 7,480,875 (1) | | | | Fannie Mae 2010-95 SB, 4.729%, (-1.000*US0001M + 6.600%), 09/25/2040 | | | | | 873,089 | | | | | | 0.1 | | |
| | | 4,500,513 | | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | | | | | 4,855,795 | | | | | | 0.5 | | |
| | | 12,951,551 (1) | | | | Fannie Mae 2012-148 HI, 3.500%, 05/25/2042 | | | | | 1,767,707 | | | | | | 0.2 | | |
| | | 1,911,844 | | | | Fannie Mae REMIC Trust 2003-16 CX, 6.500%, 03/25/2033 | | | | | 2,132,886 | | | | | | 0.2 | | |
| | | 3,371,657 | | | | Fannie Mae REMIC Trust 2003-34 LN, 5.000%, 05/25/2033 | | | | | 3,457,476 | | | | | | 0.3 | | |
| | | 174,815 | | | | Fannie Mae REMIC Trust 2004-61 SH, 16.506%, (-3.998*US0001M + 23.988%), 11/25/2032 | | | | | 234,793 | | | | | | 0.0 | | |
| | | 3,165,627 | | | | Fannie Mae REMIC Trust 2004-W3 A8, 5.500%, 05/25/2034 | | | | | 3,471,983 | | | | | | 0.3 | | |
| | | 1,519,429 (1) | | | | Fannie Mae REMIC Trust 2005-17 ES, 4.879%, (-1.000*US0001M + 6.750%), 03/25/2035 | | | | | 163,431 | | | | | | 0.0 | | |
| | | 1,166,403 | | | | Fannie Mae REMIC Trust 2005-59 NQ, 12.196%, (-2.500*US0001M + 16.875%), 05/25/2035 | | | | | 1,426,289 | | | | | | 0.1 | | |
| | | 1,121,357 | | | | Fannie Mae REMIC Trust 2005-88 ZC, 5.000%, 10/25/2035 | | | | | 1,183,801 | | | | | | 0.1 | | |
| | | 369,505 | | | | Fannie Mae REMIC Trust 2006-115 ES, 19.074%, (-4.000*US0001M + 26.560%), 12/25/2036 | | | | | 501,879 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,738,464 (1) | | | | Fannie Mae REMIC Trust 2006-36 SP, 4.829%, (-1.000*US0001M + 6.700%), 05/25/2036 | | | | $ | 317,694 | | | | | | 0.0 | | |
| | | 5,660,259 (1) | | | | Fannie Mae REMIC Trust 2006-79 SH, 4.579%, (-1.000*US0001M + 6.450%), 08/25/2036 | | | | | 956,078 | | | | | | 0.1 | | |
| | | 520,032 | | | | Fannie Mae REMIC Trust 2009-12 LK, 9.240%, 03/25/2039 | | | | | 558,394 | | | | | | 0.1 | | |
| | | 1,861,549 | | | | Fannie Mae REMIC Trust 2009-66 XA, 5.500%, 12/25/2035 | | | | | 2,160,066 | | | | | | 0.2 | | |
| | | 6,000,000 | | | | Fannie Mae REMIC Trust 2010-155 JC, 4.000%, 12/25/2039 | | | | | 6,258,632 | | | | | | 0.6 | | |
| | | 5,084,839 | | | | Fannie Mae REMIC Trust 2010-2 LC, 5.000%, 02/25/2040 | | | | | 5,580,756 | | | | | | 0.6 | | |
| | | 2,179,155 | | | | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041 | | | | | 2,224,920 | | | | | | 0.2 | | |
| | | 4,050,489 (1) | | | | Fannie Mae REMIC Trust 2012-128 VS, 4.379%, (-1.000*US0001M + 6.250%), 06/25/2042 | | | | | 487,734 | | | | | | 0.0 | | |
| | | 9,734,805 (1) | | | | Fannie Mae REMIC Trust 2012-142 BI, 3.000%, 11/25/2027 | | | | | 928,088 | | | | | | 0.1 | | |
| | | 4,770,116 (1) | | | | Fannie Mae REMIC Trust 2012-154 PI, 4.000%, 05/25/2042 | | | | | 778,929 | | | | | | 0.1 | | |
| | | 4,294,106 (1) | | | | Fannie Mae REMIC Trust 2012-68 SD, 4.829%, (-1.000*US0001M + 6.700%), 06/25/2032 | | | | | 653,472 | | | | | | 0.1 | | |
| | | 3,457,000 | | | | Fannie Mae REMIC Trust 2012-97 PC, 3.500%, 09/25/2042 | | | | | 3,323,186 | | | | | | 0.3 | | |
| | | 1,596,024 (1) | | | | Fannie Mae REMIC Trust 2013-13 PI, 3.500%, 04/25/2042 | | | | | 196,668 | | | | | | 0.0 | | |
| | | 4,478,782 (1) | | | | Fannie Mae REMIC Trust 2013-54 ID, 3.000%, 01/25/2033 | | | | | 544,872 | | | | | | 0.1 | | |
Voya GNMA Income Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 7,379,877 | | | | Fannie Mae Series 2016-51 S, 4.049%, (-1.000*US0001M + 5.920%), 10/25/2043 | | | | $ | 7,145,923 | | | | | | 0.7 | | |
| | | 2,819,927 | | | | Freddie Mac 3770 GA, 4.500%, 10/15/2040 | | | | | 2,990,837 | | | | | | 0.3 | | |
| | | 4,126,547 | | | | Freddie Mac REMIC Trust 2005-S001 2A2, 1.771%, (US0001M + 0.150%), 09/25/2045 | | | | | 4,054,091 | | | | | | 0.4 | | |
| | | 671,376 | | | | Freddie Mac REMIC Trust 2653 SC, 5.968%, (-0.500*US0001M + 6.800%), 07/15/2033 | | | | | 711,786 | | | | | | 0.1 | | |
| | | 1,155,462 | | | | Freddie Mac REMIC Trust 2767 ZW, 6.000%, 03/15/2034 | | | | | 1,310,934 | | | | | | 0.1 | | |
| | | 281,073 | | | | Freddie Mac REMIC Trust 3012 ST, 15.564%, (-3.600*US0001M + 21.960%), 04/15/2035 | | | | | 364,285 | | | | | | 0.1 | | |
| | | 584,618 | | | | Freddie Mac REMIC Trust 3065 DC, 14.530%, (-3.000*US0001M + 19.860%), 03/15/2035 | | | | | 772,142 | | | | | | 0.1 | | |
| | | 974,738 | | | | Freddie Mac REMIC Trust 3158 NE, 5.500%, 05/15/2036 | | | | | 1,063,289 | | | | | | 0.1 | | |
| | | 6,471,469 (1) | | | | Freddie Mac REMIC Trust 3181 TA, 0.500%, (-0.794*US0001M + 5.635%), 07/15/2036 | | | | | 143,290 | | | | | | 0.0 | | |
| | | 615,739 (1) | | | | Freddie Mac REMIC Trust 3507 IA, 5.500%, 09/15/2035 | | | | | 112,255 | | | | | | 0.0 | | |
| | | 275,992 (1) | | | | Freddie Mac REMIC Trust 3753 PS, 4.323%, (-1.000*US0001M + 6.100%), 06/15/2040 | | | | | 10,845 | | | | | | 0.0 | | |
| | | 700,697 | | | | Freddie Mac REMIC Trust 3864 NT, 5.500%, (-9.167*US0001M + 60.500%), 03/15/2039 | | | | | 724,149 | | | | | | 0.1 | | |
| | | 4,081,887 | | | | Freddie Mac REMIC Trust 3888 ZG, 4.000%, 07/15/2041 | | | | | 4,246,099 | | | | | | 0.4 | | |
| | | 1,983,286 (1) | | | | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/2040 | | | | | 279,038 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,133,784 | | | | Freddie Mac Series 4040 UZ, 5.000%, 05/15/2042 | | | | $ | 1,297,086 | | | | | | 0.1 | | |
| | | 274,921 (1) | | | | Freddie Mac-Ginnie Mae Series 21 SA, 6.129%, (-1.000*US0001M + 8.000%), 10/25/2023 | | | | | 31,299 | | | | | | 0.0 | | |
| | | 1,820,981 | | | | Ginnie Mae 2004-65 ZG, 5.500%, 07/20/2034 | | | | | 1,975,240 | | | | | | 0.2 | | |
| | | 4,787,213 | | | | Ginnie Mae 2009-110 ZA, 5.500%, 11/16/2039 | | | | | 5,562,503 | | | | | | 0.5 | | |
| | | 665,728 | | | | Ginnie Mae 2009-32 QZ, 5.500%, 05/16/2039 | | | | | 837,798 | | | | | | 0.1 | | |
| | | 500,175 | | | | Ginnie Mae 2009-32 YZ, 7.000%, 05/16/2039 | | | | | 659,384 | | | | | | 0.1 | | |
| | | 2,893,151 | | | | Ginnie Mae 2009-50 MZ, 6.000%, 07/16/2039 | | | | | 3,476,478 | | | | | | 0.3 | | |
| | | 1,050,516 | | | | Ginnie Mae 2009-54 HZ, 5.000%, 07/20/2039 | | | | | 1,133,787 | | | | | | 0.1 | | |
| | | 3,323,044 | | | | Ginnie Mae 2009-H01 FA, 2.972%, (US0001M + 1.150%), 11/20/2059 | | | | | 3,357,302 | | | | | | 0.3 | | |
| | | 2,000,000 | | | | Ginnie Mae 2010-116 PB, 5.000%, 06/16/2040 | | | | | 2,207,919 | | | | | | 0.2 | | |
| | | 3,641,910 | | | | Ginnie Mae 2010-125 BZ, 4.500%, 09/16/2040 | | | | | 3,983,206 | | | | | | 0.4 | | |
| | | 7,061,985 (2) | | | | Ginnie Mae 2011-70 PO, 05/16/2041 | | | | | 5,748,309 | | | | | | 0.6 | | |
| | | 5,164,731 | | | | Ginnie Mae 2012-H14 FK, 2.155%, (US0001M + 0.580%), 07/20/2062 | | | | | 5,191,459 | | | | | | 0.5 | | |
| | | 5,687,554 (1) | | | | Ginnie Mae 2014-107 XS, 3.814%, (-1.000*US0001M + 5.600%), 07/16/2044 | | | | | 649,458 | | | | | | 0.1 | | |
| | | 2,788,161 (1) | | | | Ginnie Mae 2014-96 SQ, 3.814%, (-1.000*US0001M + 5.600%), 07/16/2044 | | | | | 322,181 | | | | | | 0.0 | | |
| | | 4,047,597 | | | | Ginnie Mae 2015-H13 FG, 1.975%, (US0001M + 0.400%), 04/20/2065 | | | | | 4,046,453 | | | | | | 0.4 | | |
| | | 29,562,860 (1) | | | | Ginnie Mae 2016-120 IM, 3.500%, 07/20/2046 | | | | | 4,527,534 | | | | | | 0.4 | | |
| | | 4,257,427 (1) | | | | Ginnie Mae 2016-84 IO, 5.000%, 12/20/2040 | | | | | 452,257 | | | | | | 0.0 | | |
| | | 25,228,209 | | | | Ginnie Mae 2016-H20 FB, 2.125%, (US0001M + 0.550%), 09/20/2066 | | | | | 25,357,145 | | | | | | 2.5 | | |
Voya GNMA Income Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 24,209,726 | | | | Ginnie Mae 2016-H23 F, 2.325%, (US0001M + 0.750%), 10/20/2066 | | | | $ | 24,481,892 | | | | | | 2.4 | | |
| | | 196,157 | | | | Ginnie Mae Series 2002-11 TS, 15.641%, (-3.000*US0001M + 21.000%), 02/16/2032 | | | | | 237,888 | | | | | | 0.0 | | |
| | | 1,518,532 (1) | | | | Ginnie Mae Series 2002-76 SG, 5.814%, (-1.000*US0001M + 7.600%), 10/16/2029 | | | | | 226,501 | | | | | | 0.0 | | |
| | | 5,208,531 | | | | Ginnie Mae Series 2003-86 ZC, 4.500%, 10/20/2033 | | | | | 5,498,029 | | | | | | 0.5 | | |
| | | 188,820 | | | | Ginnie Mae Series 2004-16 AE, 5.500%, 02/20/2034 | | | | | 206,457 | | | | | | 0.0 | | |
| | | 1,728,314 | | | | Ginnie Mae Series 2004-17 MZ, 5.500%, 03/16/2034 | | | | | 1,860,886 | | | | | | 0.2 | | |
| | | 1,105,757 | | | | Ginnie Mae Series 2004-28 CZ, 5.500%, 04/20/2034 | | | | | 1,190,661 | | | | | | 0.1 | | |
| | | 4,638,268 | | | | Ginnie Mae Series 2004-81 Z, 5.000%, 10/20/2034 | | | | | 4,975,784 | | | | | | 0.5 | | |
| | | 162,091 | | | | Ginnie Mae Series 2004-87 SB, 5.587%, (-1.154*US0001M + 7.673%), 03/17/2033 | | | | | 165,237 | | | | | | 0.0 | | |
| | | 1,744,063 (1) | | | | Ginnie Mae Series 2004-98 SA, 4.878%, (-1.000*US0001M + 6.700%), 11/20/2034 | | | | | 309,778 | | | | | | 0.0 | | |
| | | 1,583,370 | | | | Ginnie Mae Series 2005-21 Z, 5.000%, 03/20/2035 | | | | | 1,721,104 | | | | | | 0.2 | | |
| | | 494,120 (1) | | | | Ginnie Mae Series 2005-25 SI, 6.000%, (-6.000*US0001M + 43.200%), 01/20/2034 | | | | | 90,057 | | | | | | 0.0 | | |
| | | 1,357,369 (1) | | | | Ginnie Mae Series 2005-7 AH, 4.984%, (-1.000*US0001M + 6.770%), 02/16/2035 | | | | | 200,928 | | | | | | 0.0 | | |
| | | 1,261,909 (1) | | | | Ginnie Mae Series 2005-73 IM, 5.500%, 09/20/2035 | | | | | 290,381 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 812,372 | | | | Ginnie Mae Series 2005-80 Z, 5.000%, 10/20/2035 | | | | $ | 880,339 | | | | | | 0.1 | | |
| | | 558,381 | | | | Ginnie Mae Series 2005-91 UP, 10.727%, (-2.000*US0001M + 14.300%), 09/16/2031 | | | | | 636,002 | | | | | | 0.1 | | |
| | | 7,029,568 | | | | Ginnie Mae Series 2005-96 Z, 5.500%, 12/16/2035 | | | | | 7,604,758 | | | | | | 0.8 | | |
| | | 11,219,658 | | | | Ginnie Mae Series 2006-10 ZT, 6.000%, 03/20/2036 | | | | | 13,007,964 | | | | | | 1.3 | | |
| | | 1,808,952 | | | | Ginnie Mae Series 2006-17 TW, 6.000%, 04/20/2036 | | | | | 2,020,184 | | | | | | 0.2 | | |
| | | 13,053,171 (1) | | | | Ginnie Mae Series 2006-26 TB, 0.250%, (-1.000*US0001M + 6.500%), 06/20/2036 | | | | | 128,707 | | | | | | 0.0 | | |
| | | 3,299,244 | | | | Ginnie Mae Series 2006-7 ZA, 5.500%, 02/20/2036 | | | | | 3,621,150 | | | | | | 0.4 | | |
| | | 2,730,224 (1) | | | | Ginnie Mae Series 2007-17 CI, 7.500%, 04/16/2037 | | | | | 767,904 | | | | | | 0.1 | | |
| | | 114,076 | | | | Ginnie Mae Series 2007-37 S, 18.750%, (-3.667*US0001M + 25.300%), 04/16/2037 | | | | | 130,144 | | | | | | 0.0 | | |
| | | 169,590 | | | | Ginnie Mae Series 2007-45 PE, 5.500%, 07/16/2037 | | | | | 181,231 | | | | | | 0.0 | | |
| | | 138,857 | | | | Ginnie Mae Series 2007-5 MT, 2.042%, (US0001M + 0.000%), 02/20/2034 | | | | | 138,651 | | | | | | 0.0 | | |
| | | 3,421,447 (1) | | | | Ginnie Mae Series 2007-53 SC, 4.678%, (-1.000*US0001M + 6.500%), 09/20/2037 | | | | | 544,621 | | | | | | 0.1 | | |
| | | 93,383 | | | | Ginnie Mae Series 2007-53 SW, 14.739%, (-3.000*US0001M + 20.205%), 09/20/2037 | | | | | 117,266 | | | | | | 0.0 | | |
| | | 1,691,527 | | | | Ginnie Mae Series 2007-60 YZ, 5.500%, 10/20/2037 | | | | | 1,816,939 | | | | | | 0.2 | | |
Voya GNMA Income Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 3,137,644 | | | | Ginnie Mae Series 2007-63 Z, 6.000%, 10/20/2037 | | | | $ | 3,474,227 | | | | | | 0.3 | | |
| | | 2,601,737 | | | | Ginnie Mae Series 2008-20 PZ, 6.000%, 03/20/2038 | | | | | 3,029,078 | | | | | | 0.3 | | |
| | | 891,991 (1) | | | | Ginnie Mae Series 2008-3 SA, 4.728%, (-1.000*US0001M + 6.550%), 01/20/2038 | | | | | 138,001 | | | | | | 0.0 | | |
| | | 1,856,793 (1) | | | | Ginnie Mae Series 2008-40 PS, 4.714%, (-1.000*US0001M + 6.500%), 05/16/2038 | | | | | 274,431 | | | | | | 0.0 | | |
| | | 3,993,932 (1) | | | | Ginnie Mae Series 2008-82 SA, 4.178%, (-1.000*US0001M + 6.000%), 09/20/2038 | | | | | 529,510 | | | | | | 0.1 | | |
| | | 6,092,607 (1) | | | | Ginnie Mae Series 2009-110 SA, 4.564%, (-1.000*US0001M + 6.350%), 04/16/2039 | | | | | 603,712 | | | | | | 0.1 | | |
| | | 726,986 | | | | Ginnie Mae Series 2009-110 ZC, 4.500%, 11/16/2039 | | | | | 774,612 | | | | | | 0.1 | | |
| | | 2,201,602 | | | | Ginnie Mae Series 2009-121 ZQ, 5.500%, 09/20/2039 | | | | | 2,373,173 | | | | | | 0.2 | | |
| | | 1,029,000 | | | | Ginnie Mae Series 2009-31 BP, 5.000%, 05/20/2039 | | | | | 1,131,373 | | | | | | 0.1 | | |
| | | 4,331,852 | | | | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/2039 | | | | | 4,615,800 | | | | | | 0.5 | | |
| | | 3,998,976 | | | | Ginnie Mae Series 2009-34 Z, 4.500%, 05/16/2039 | | | | | 4,182,111 | | | | | | 0.4 | | |
| | | 2,742,054 | | | | Ginnie Mae Series 2009-53 ZB, 6.000%, 07/16/2039 | | | | | 3,075,180 | | | | | | 0.3 | | |
| | | 420,624 (1) | | | | Ginnie Mae Series 2009-55 BI, 1.000%, (-25.000*US0001M + 162.500%), 06/16/2037 | | | | | 16,299 | | | | | | 0.0 | | |
| | | 1,652,239 | | | | Ginnie Mae Series 2009-61 EZ, 7.500%, 08/20/2039 | | | | | 2,169,029 | | | | | | 0.2 | | |
| | | 4,918,796 | | | | Ginnie Mae Series 2009-61 PZ, 7.500%, 08/20/2039 | | | | | 6,946,346 | | | | | | 0.7 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,931,954 | | | | Ginnie Mae Series 2009-61 ZQ, 6.000%, 08/16/2039 | | | | $ | 3,746,707 | | | | | | 0.4 | | |
| | | 1,509,557 (1) | | | | Ginnie Mae Series 2009-66 QS, 4.278%, (-1.000*US0001M + 6.100%), 07/20/2039 | | | | | 160,857 | | | | | | 0.0 | | |
| | | 2,941,826 | | | | Ginnie Mae Series 2009-67 NZ, 6.000%, 08/16/2039 | | | | | 3,184,213 | | | | | | 0.3 | | |
| | | 1,439,121 (1) | | | | Ginnie Mae Series 2009-77 SA, 4.364%, (-1.000*US0001M + 6.150%), 09/16/2039 | | | | | 192,242 | | | | | | 0.0 | | |
| | | 3,188,590 | | | | Ginnie Mae Series 2009-77 ZB, 5.500%, 09/16/2039 | | | | | 3,603,633 | | | | | | 0.4 | | |
| | | 889,713 | | | | Ginnie Mae Series 2009-87 WZ, 6.000%, 10/20/2039 | | | | | 1,105,427 | | | | | | 0.1 | | |
| | | 554,676 | | | | Ginnie Mae Series 2009-92 DZ, 4.500%, 10/16/2039 | | | | | 589,935 | | | | | | 0.1 | | |
| | | 3,854,328 (1) | | | | Ginnie Mae Series 2010-106 IP, 5.000%, 03/20/2040 | | | | | 540,335 | | | | | | 0.1 | | |
| | | 2,929,542 (1) | | | | Ginnie Mae Series 2010-116 NS, 4.864%, (-1.000*US0001M + 6.650%), 09/16/2040 | | | | | 407,264 | | | | | | 0.0 | | |
| | | 319,191 (1) | | | | Ginnie Mae Series 2010-130 KI, 5.500%, 09/16/2040 | | | | | 41,250 | | | | | | 0.0 | | |
| | | 1,500,000 | | | | Ginnie Mae Series 2010-14 B, 4.500%, 02/16/2040 | | | | | 1,607,488 | | | | | | 0.2 | | |
| | | 2,105,449 (1) | | | | Ginnie Mae Series 2010-158 SA, 4.228%, (-1.000*US0001M + 6.050%), 12/20/2040 | | | | | 317,139 | | | | | | 0.0 | | |
| | | 903,642 (1) | | | | Ginnie Mae Series 2010-165 IP, 4.000%, 04/20/2038 | | | | | 37,408 | | | | | | 0.0 | | |
| | | 5,909,150 (1) | | | | Ginnie Mae Series 2010-166 GS, 4.178%, (-1.000*US0001M + 6.000%), 12/20/2040 | | | | | 757,021 | | | | | | 0.1 | | |
| | | 3,089,823 (1) | | | | Ginnie Mae Series 2010-166 NI, 4.500%, 04/20/2039 | | | | | 376,374 | | | | | | 0.0 | | |
Voya GNMA Income Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 3,125,000 | | | | Ginnie Mae Series 2010-169 AW, 4.500%, 12/20/2040 | | | | $ | 3,266,693 | | | | | | 0.3 | | |
| | | 5,764,713 | | | | Ginnie Mae Series 2010-169 JZ, 4.000%, 12/20/2040 | | | | | 5,838,168 | | | | | | 0.6 | | |
| | | 927,315 (1) | | | | Ginnie Mae Series 2010-19 LI, 5.000%, 07/16/2039 | | | | | 113,003 | | | | | | 0.0 | | |
| | | 2,100,000 | | | | Ginnie Mae Series 2010-31 BP, 5.000%, 03/20/2040 | | | | | 2,303,506 | | | | | | 0.2 | | |
| | | 2,123,551 (1) | | | | Ginnie Mae Series 2010-4 WI, 6.000%, 01/16/2040 | | | | | 573,477 | | | | | | 0.1 | | |
| | | 5,277,460 | | | | Ginnie Mae Series 2010-42 VZ, 5.500%, 10/20/2039 | | | | | 6,038,210 | | | | | | 0.6 | | |
| | | 2,510,796 | | | | Ginnie Mae Series 2010-59 ZA, 4.500%, 05/20/2040 | | | | | 2,665,004 | | | | | | 0.3 | | |
| | | 11,159,943 | | | | Ginnie Mae Series 2010-61 EZ, 5.000%, 05/20/2040 | | | | | 11,876,471 | | | | | | 1.2 | | |
| | | 774,448 (1) | | | | Ginnie Mae Series 2010-85 NI, 5.000%, 01/20/2038 | | | | | 29,416 | | | | | | 0.0 | | |
| | | 1,450,818 (1) | | | | Ginnie Mae Series 2010-9 SB, 4.678%, (-1.000*US0001M + 6.500%), 09/20/2038 | | | | | 71,333 | | | | | | 0.0 | | |
| | | 7,140,545 | | | | Ginnie Mae Series 2010-H01 FA, 2.451%, (US0001M + 0.820%), 01/20/2060 | | | | | 7,202,193 | | | | | | 0.7 | | |
| | | 8,626,315 | | | | Ginnie Mae Series 2010-H10 FB, 2.631%, (US0001M + 1.000%), 05/20/2060 | | | | | 8,772,657 | | | | | | 0.9 | | |
| | | 9,072,108 | | | | Ginnie Mae Series 2010-H10 FC, 2.631%, (US0001M + 1.000%), 05/20/2060 | | | | | 9,201,406 | | | | | | 0.9 | | |
| | | 10,422,523 | | | | Ginnie Mae Series 2010-H20 AF, 1.905%, (US0001M + 0.330%), 10/20/2060 | | | | | 10,398,854 | | | | | | 1.0 | | |
| | | 640,621 (1) | | | | Ginnie Mae Series 2011-123 QI, 5.000%, 05/20/2041 | | | | | 100,110 | | | | | | 0.0 | | |
| | | 225,693 | | | | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | | | | | 247,209 | | | | | | 0.0 | | |
| | | 560,673 | | | | Ginnie Mae Series 2011-169 BG, 5.413%, 04/16/2039 | | | | | 594,598 | | | | | | 0.1 | | |
| | | 6,630,689 | | | | Ginnie Mae Series 2011-25 Z, 4.000%, 02/20/2041 | | | | | 6,833,288 | | | | | | 0.7 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,863,394 | | | | Ginnie Mae Series 2011-59 QC, 4.000%, 12/20/2040 | | | | $ | 1,954,117 | | | | | | 0.2 | | |
| | | 9,819,623 (1) | | | | Ginnie Mae Series 2011-73 LS, 4.868%, (-1.000*US0001M + 6.690%), 08/20/2039 | | | | | 908,841 | | | | | | 0.1 | | |
| | | 1,451,571 | | | | Ginnie Mae Series 2011-H07 FA, 2.075%, (US0001M + 0.500%), 02/20/2061 | | | | | 1,454,265 | | | | | | 0.1 | | |
| | | 3,038,615 (1) | | | | Ginnie Mae Series 2012-102 TI, 4.000%, 08/20/2039 | | | | | 395,330 | | | | | | 0.0 | | |
| | | 3,754,080 (1) | | | | Ginnie Mae Series 2012-103 IC, 3.500%, 08/16/2040 | | | | | 378,374 | | | | | | 0.0 | | |
| | | 973,357 (1) | | | | Ginnie Mae Series 2012-124 MI, 4.000%, 03/20/2042 | | | | | 123,061 | | | | | | 0.0 | | |
| | | 11,845,043 (1) | | | | Ginnie Mae Series 2012-146 AI, 3.000%, 10/20/2037 | | | | | 1,195,849 | | | | | | 0.1 | | |
| | | 777,894 (1) | | | | Ginnie Mae Series 2012-34 MS, 4.914%, (-1.000*US0001M + 6.700%), 04/16/2041 | | | | | 113,528 | | | | | | 0.0 | | |
| | | 304,331 | | | | Ginnie Mae Series 2012-43 MA, 4.000%, 10/20/2041 | | | | | 308,864 | | | | | | 0.0 | | |
| | | 6,572,876 (1) | | | | Ginnie Mae Series 2012-48 SA, 4.864%, (-1.000*US0001M + 6.650%), 04/16/2042 | | | | | 1,296,227 | | | | | | 0.1 | | |
| | | 9,166,692 (1) | | | | Ginnie Mae Series 2012-60 SG, 4.314%, (-1.000*US0001M + 6.100%), 05/16/2042 | | | | | 1,416,753 | | | | | | 0.1 | | |
| | | 2,477,252 (1) | | | | Ginnie Mae Series 2012-98 EI, 4.000%, 04/20/ 2041 | | | | | 352,517 | | | | | | 0.0 | | |
| | | 1,086 (1) | | | | Ginnie Mae Series 2012-98 WI, 4.500%, 02/20/2038 | | | | | — | | | | | | — | | |
| | | 2,673,182 | | | | Ginnie Mae Series 2012-H11 VA, 2.225%, (US0001M + 0.650%), 05/20/2062 | | | | | 2,696,962 | | | | | | 0.3 | | |
| | | 30,206,603 | | | | Ginnie Mae Series 2012-H12 FB, 2.625%, (US0001M + 1.050%), 02/20/2062 | | | | | 30,699,717 | | | | | | 3.0 | | |
| | | 2,318,838 | | | | Ginnie Mae Series 2012-H20 BA, 2.135%, (US0001M + 0.560%), 09/20/2062 | | | | | 2,327,242 | | | | | | 0.2 | | |
| | | 3,000,000 | | | | Ginnie Mae Series 2013-147 BE, 4.000%, 12/20/2039 | | | | | 3,145,857 | | | | | | 0.3 | | |
Voya GNMA Income Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,289,772 | | | | Ginnie Mae Series 2013-167 Z, 3.000%, 10/16/2043 | | | | $ | 1,197,723 | | | | | | 0.1 | | |
| | | 1,900,000 (1) | | | | Ginnie Mae Series 2013-186 UI, 2.500%, 11/20/2043 | | | | | 596,474 | | | | | | 0.1 | | |
| | | 1,863,913 (1) | | | | Ginnie Mae Series 2013-186 VI, 4.000%, 12/20/2042 | | | | | 306,903 | | | | | | 0.0 | | |
| | | 9,643,286 (1) | | | | Ginnie Mae Series 2013-20 LI, 4.500%, 12/16/2042 | | | | | 1,498,511 | | | | | | 0.2 | | |
| | | 5,195,337 (1) | | | | Ginnie Mae Series 2013-41 PI, 3.500%, 04/20/2040 | | | | | 409,238 | | | | | | 0.0 | | |
| | | 2,571,661 | | | | Ginnie Mae Series 2013-H08 BF, 1.975%, (US0001M + 0.400%), 03/20/2063 | | | | | 2,568,210 | | | | | | 0.3 | | |
| | | 5,457,158 | | | | Ginnie Mae Series 2013-H10 FT, 2.240%, (H15T1Y + 0.450%), 04/20/2063 | | | | | 5,475,078 | | | | | | 0.5 | | |
| | | 4,174,272 | | | | Ginnie Mae Series 2013-H14 FC, 2.045%, (US0001M + 0.470%), 06/20/2063 | | | | | 4,180,777 | | | | | | 0.4 | | |
| | | 1,407,936 | | | | Ginnie Mae Series 2013-H18 BA, 2.175%, (US0001M + 0.600%), 07/20/2063 | | | | | 1,414,800 | | | | | | 0.1 | | |
| | | 4,266,409 | | | | Ginnie Mae Series 2013-H19 DF, 2.225%, (US0001M + 0.650%), 05/20/2063 | | | | | 4,289,324 | | | | | | 0.4 | | |
| | | 12,175,134 | | | | Ginnie Mae Series 2013-H19 FC, 2.175%, (US0001M + 0.600%), 08/20/2063 | | | | | 12,231,505 | | | | | | 1.2 | | |
| | | 3,513,022 | | | | Ginnie Mae Series 2013-H20 FB, 2.575%, (US0001M + 1.000%), 08/20/2063 | | | | | 3,565,300 | | | | | | 0.4 | | |
| | | 4,428,768 | | | | Ginnie Mae Series 2013-H23 FA, 2.875%, (US0001M + 1.300%), 09/20/2063 | | | | | 4,532,165 | | | | | | 0.4 | | |
| | | 9,617,820 | | | | Ginnie Mae Series 2013-H23 TA, 2.295%, (US0001M + 0.720%), 09/20/2063 | | | | | 9,699,996 | | | | | | 1.0 | | |
| | | 2,793,200 | | | | Ginnie Mae Series 2014-115 EM, 4.000%, 08/20/2044 | | | | | 2,897,840 | | | | | | 0.3 | | |
| | | 5,584,582 | | | | Ginnie Mae Series 2014-118 ZP, 4.000%, 08/20/2044 | | | | | 5,783,718 | | | | | | 0.6 | | |
| | | 4,650,531 (1) | | | | Ginnie Mae Series 2014-30 ES, 3.178%, (-1.000*US0001M + 5.000%), 03/20/2040 | | | | | 484,654 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 11,887,604 | | | | Ginnie Mae Series 2015-10 Q, 2.275%, 10/20/2044 | | | | $ | 10,602,797 | | | | | | 1.0 | | |
| | | 12,125,000 | | | | Ginnie Mae Series 2015-143 B, 3.500%, 04/20/2045 | | | | | 12,289,410 | | | | | | 1.2 | | |
| | | 4,074,464 (1) | | | | Ginnie Mae Series 2015-157 PI, 4.000%, 03/20/2044 | | | | | 679,535 | | | | | | 0.1 | | |
| | | 10,749,595 | | | | Ginnie Mae Series 2015-27 PB, 3 .000%, 08/20/2044 | | | | | 10,542,718 | | | | | | 1.0 | | |
| | | 45,342,129 | | | | Ginnie Mae Series 2015-H31 FT, 2.225%, (US0001M + 0.650%), 11/20/2065 | | | | | 45,507,097 | | | | | | 4.5 | | |
| | | 17,791,700 (1) | | | | Ginnie Mae Series 2016-145 IU, 3.500%, 10/20/2046 | | | | | 3,247,341 | | | | | | 0.3 | | |
| | | 8,662,181 | | | | Ginnie Mae Series 2016-5 AB, 4.676%, 01/20/2046 | | | | | 9,133,196 | | | | | | 0.9 | | |
| | | 29,367,106 | | | | Ginnie Mae Series 2016-H08 FT, 2.295%, (US0001M + 0.720%), 02/20/2066 | | | | | 29,520,666 | | | | | | 2.9 | | |
| | | 2,597,411 | | | | Ginnie Mae Series 2017-182 ZL, 3.000%, 12/20/2047 | | | | | 2,580,239 | | | | | | 0.3 | | |
| | | 51,808,043 | | | | Ginnie Mae Series 2017-H23 FC, 2.025%, (US0001M + 0.450%), 11/20/2067 | | | | | 51,872,264 | | | | | | 5.1 | | |
| | | 1,568,096 | | | | Vendee Mortgage Trust 2011-2 DZ, 3.750%, 10/15/2041 | | | | | 1,578,390 | | | | | | 0.2 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $651,765,804) | | | | | 646,553,104 | | | | | | 63.5 | | |
| ASSET-BACKED SECURITIES: 0.2% | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities: 0.2% | | ||||||||||||
| | | 1,079,294 (3) | | | | Fannie Mae Grantor Trust 2003-T4 2A6, 4.703%, 07/26/2033 | | | | | 1,116,311 | | | | | | 0.1 | | |
| | | 162,756 (3) | | | | Fannie Mae REMIC Trust 2001-W4 AF6, 5.610%, 01/25/2032 | | | | | 169,669 | | | | | | 0.0 | | |
Voya GNMA Income Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 124,056 (3) | | | | Fannie Mae REMIC Trust 2002-W12 AF6, 5.066%, 02/25/2033 | | | | $ | 124,785 | | | | | | 0.0 | | |
| | | 199,460 (3) | | | | Fannie Mae REMIC Trust 2002-W2 AF6, 6.500%, 05/25/2032 | | | | | 203,212 | | | | | | 0.1 | | |
| | | | | | | Total Asset-Backed Securities (Cost $1,649,804) | | | | | 1,613,977 | | | | | | 0.2 | | |
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 0.5% | | ||||||||||||||||||
| | | 666,659 | | | | Ginnie Mae 2004-23 Z, 5.586%, 03/16/2044 | | | | | 691,208 | | | | | | 0.1 | | |
| | | 7,736,843 (1) | | | | Ginnie Mae 2006-67 IO, 0.571%, 11/16/2046 | | | | | 37,370 | | | | | | 0.0 | | |
| | | 713,881 | | | | Ginnie Mae 2007-52 Z, 4.350%, 01/16/2048 | | | | | 730,168 | | | | | | 0.1 | | |
| | | 1,779,505 | | | | Ginnie Mae 2008-39 Z, 4.500%, 02/16/2048 | | | | | 1,836,116 | | | | | | 0.2 | | |
| | | 243,831 (1) | | | | Ginnie Mae 2008-45 IO, 0.849%, 02/16/2048 | | | | | 1,041 | | | | | | 0.0 | | |
| | | 660,828 | | | | Ginnie Mae 2009-115 D, 4.660%, 01/16/2050 | | | | | 667,807 | | | | | | 0.0 | | |
| | | 4,105,318 (1) | | | | Ginnie Mae 2010-122 IO, 0.285%, 02/16/2044 | | | | | 83,469 | | | | | | 0.0 | | |
| | | 80,261 (1) | | | | Ginnie Mae 2010-123 IA, 2.083%, 10/16/2052 | | | | | 2,576 | | | | | | 0.0 | | |
| | | 31,289,878 (1) | | | | Ginnie Mae 2011-47 IO, 0.020%, 01/16/2051 | | | | | 316,441 | | | | | | 0.0 | | |
| | | 868,486 | | | | Ginnie Mae 2011-53 B, 4.397%, 05/16/2051 | | | | | 890,726 | | | | | | 0.1 | | |
| | | | | | | Total Commercial Mortgage-Backed Securities (Cost $5,134,249) | | | | | 5,256,922 | | | | | | 0.5 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 67.4% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 5.2%(4) | | ||||||||||||
| | | 5,971,412 | | | | 3.500%, 12/01/2047 | | | | | 5,994,409 | | | | | | 0.6 | | |
| | | 34,000,000 (5) | | | | 3.500%, 04/01/2048 | | | | | 34,081,985 | | | | | | 3.4 | | |
| | | 7,044,000 (5) | | | | 4.000%, 05/01/2048 | | | | | 7,218,724 | | | | | | 0.7 | | |
| | | 4,850,220 | | | | 5.290%-9.500%, 07/01/2020-06/01/2038 | | | | | 5,301,378 | | | | | | 0.5 | | |
| | | | | | | | | | | | 52,596,496 | | | | | | 5.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS (continued) | | ||||||||||||||||||
| | | | | | | Federal National Mortgage Association: 5.1%(4) | | ||||||||||||
| | | 8,892,265 | | | | 3.500%, 03/01/2046 | | | | $ | 8,961,682 | | | | | | 0.9 | | |
| | | 14,768,598 | | | | 4.000%, 05/01/2042 | | | | | 15,285,158 | | | | | | 1.5 | | |
| | | 26,918,853 | | | | 3.000%-7.500%, 07/01/2027-05/01/2048 | | | | | 27,889,362 | | | | | | 2.7 | | |
| | | | | | | | | | | | 52,136,202 | | | | | | 5.1 | | |
| | | | | | | Government National Mortgage Association: 57.1% | | ||||||||||||
| | | 174,332,000 (5) | | | | 3.000%, 04/01/2044 | | | | | 171,522,941 | | | | | | 16.8 | | |
| | | 6,117,630 | | | | 3.500%, 09/20/2045 | | | | | 6,179,136 | | | | | | 0.6 | | |
| | | 9,153,564 | | | | 3.500%, 08/20/2046 | | | | | 9,263,739 | | | | | | 0.9 | | |
| | | 10,152,931 | | | | 3.500%, 09/20/2046 | | | | | 10,283,291 | | | | | | 1.0 | | |
| | | 6,645,670 | | | | 3.500%, 09/20/2046 | | | | | 6,718,684 | | | | | | 0.7 | | |
| | | 6,426,734 | | | | 3.500%, 10/20/2046 | | | | | 6,497,518 | | | | | | 0.6 | | |
| | | 7,329,480 | | | | 3.500%, 10/20/2046 | | | | | 7,410,541 | | | | | | 0.7 | | |
| | | 157,057,000 (5) | | | | 3.500%, 04/01/2048 | | | | | 158,593,823 | | | | | | 15.6 | | |
| | | 6,801,555 | | | | 3.750%, 05/20/2042 | | | | | 6,936,138 | | | | | | 0.7 | | |
| | | 6,462,931 | | | | 3.750%, 05/20/2042 | | | | | 6,591,761 | | | | | | 0.6 | | |
| | | 14,624,122 | | | | 4.000%, 08/20/2042 | | | | | 15,244,780 | | | | | | 1.5 | | |
| | | 7,044,000 (5) | | | | 4.000%, 04/01/2044 | | | | | 7,240,874 | | | | | | 0.7 | | |
| | | 7,757,059 | | | | 4.000%, 01/20/2046 | | | | | 7,998,468 | | | | | | 0.8 | | |
| | | 6,449,578 | | | | 4.000%, 03/20/2046 | | | | | 6,657,541 | | | | | | 0.7 | | |
| | | 150,400,234 | | | | 3.000%-7.500%, 05/15/2018-04/20/2047 | | | | | 154,933,206 | | | | | | 15.2 | | |
| | | | | | | | | | | | 582,072,441 | | | | | | 57.1 | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $690,264,331) | | | | | 686,805,139 | | | | | | 67.4 | | |
| | | | | | | Total Long-Term Investments (Cost $1,348,814,188) | | | | | 1,340,229,142 | | | | | | 131.6 | | |
| SHORT-TERM INVESTMENTS: 5.1% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Bills: 5.1% | | ||||||||||||
| | | 31,363,000 | | | | United States Treasury Bill, 1.530%, 05/10/2018 | | | | | 31,309,284 | | | | | | 3.1 | | |
| | | 15,967,000 | | | | United States Treasury Bill, 1.800%, 06/28/2018 | | | | | 15,902,270 | | | | | | 1.5 | | |
| | | 5,299,000 | | | | United States Treasury Bill, 05/03/2018 | | | | | 5,291,605 | | | | | | 0.5 | | |
| | | | | | | | | | | | 52,503,159 | | | | | | 5.1 | | |
Voya GNMA Income Fund | as of March 31, 2018 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS (continued) | | |||||||||||||||
| | | U.S. Treasury Bills (continued) | | ||||||||||||
| | | Total Short-Term Investments (Cost $52,502,141) | | | | $ | 52,503,159 | | | | | | 5.1 | | |
| | | Total Investments in Securities (Cost $1,401,316,329) | | | | $ | 1,392,732,301 | | | | | | 136.7 | | |
| | | Liabilities in Excess of Other Assets | | | | | (374,128,548) | | | | | | (36.7) | | |
| | | Net Assets | | | | $ | 1,018,603,753 | | | | | | 100.0 | | |
|
| H15T1Y | | | U.S. Treasury 1-Year Constant Maturity | |
| US0001M | | | 1-month LIBOR | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at March 31, 2018 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Collateralized Mortgage Obligations | | | | $ | — | | | | | $ | 646,553,104 | | | | | $ | — | | | | | $ | 646,553,104 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 686,805,139 | | | | | | — | | | | | | 686,805,139 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 5,256,922 | | | | | | — | | | | | | 5,256,922 | | |
Asset-Backed Securities | | | | | — | | | | | | 1,613,977 | | | | | | — | | | | | | 1,613,977 | | |
Short-Term Investments | | | | | — | | | | | | 52,503,159 | | | | | | — | | | | | | 52,503,159 | | |
Total Investments, at fair value | | | | $ | — | | | | | $ | 1,392,732,301 | | | | | $ | — | | | | | $ | 1,392,732,301 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 101,048 | | | | | | — | | | | | | — | | | | | | 101,048 | | |
Total Assets | | | | $ | 101,048 | | | | | $ | 1,392,732,301 | | | | | $ | — | | | | | $ | 1,392,833,349 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | $ | (1,297,126) | | | | | $ | — | | | | | $ | — | | | | | $ | (1,297,126) | | |
Total Liabilities | | | | $ | (1,297,126) | | | | | $ | — | | | | | $ | — | | | | | $ | (1,297,126) | | |
|
Voya GNMA Income Fund | as of March 31, 2018 (continued) |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
U.S. Treasury Ultra Long Bond | | | | | 19 | | | | | | 06/20/18 | | | | | $ | 3,048,906 | | | | | $ | 101,048 | | |
| | | | | | | | | | | | | | | | $ | 3,048,906 | | | | | $ | 101,048 | | |
Short Contracts | | | | | | ||||||||||||||||||||
U.S. Treasury 10-Year Note | | | | | (608) | | | | | | 06/20/18 | | | | | | (73,653,500) | | | | | | (482,571) | | |
U.S. Treasury 2-Year Note | | | | | (472) | | | | | | 06/29/18 | | | | | | (100,351,626) | | | | | | (12,727) | | |
U.S. Treasury 5-Year Note | | | | | (800) | | | | | | 06/29/18 | | | | | | (91,568,750) | | | | | | (259,267) | | |
U.S. Treasury Long Bond | | | | | (235) | | | | | | 06/20/18 | | | | | | (34,456,875) | | | | | | (542,561) | | |
| | | | | | | | | | | | | | | | $ | (300,030,751) | | | | | $ | (1,297,126) | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 101,048 | | |
Total Asset Derivatives | | | | | | | $ | 101,048 | | |
Liability Derivatives | | | | |||||||
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 1,297,126 | | |
Total Liability Derivatives | | | | | | | $ | 1,297,126 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Interest rate contracts | | | | $ | 4,189,752 | | |
Total | | | | $ | 4,189,752 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Interest rate contracts | | | | $ | (993,743) | | |
Total | | | | $ | (993,743) | | |
|
| Cost for federal income tax purposes was $1,402,252,719. | | | |||||
| Net unrealized depreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 8,376,952 | | |
| Gross Unrealized Depreciation | | | | | (19,093,449) | | |
| Net Unrealized Depreciation | | | | $ | (10,716,497) | | |
|
Voya High Yield Bond Fund | as of March 31, 2018 |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 97.1% | | ||||||||||||||||||
| | | | | | | Basic Materials: 8.1% | | ||||||||||||
| | | 2,225,000 (1) | | | | Alpha 3 BV / Alpha US Bidco, Inc., 6.250%, 02/01/2025 | | | | $ | 2,263,937 | | | | | | 0.4 | | |
| | | 1,635,000 (1) | | | | Aruba Investments, Inc., 8.750%, 02/15/2023 | | | | | 1,704,487 | | | | | | 0.3 | | |
| | | 1,470,000 (1) | | | | Cascades, Inc., 5.500%, 07/15/2022 | | | | | 1,486,537 | | | | | | 0.3 | | |
| | | 920,000 (1) | | | | Constellium NV, 5.750%, 05/15/2024 | | | | | 906,200 | | | | | | 0.2 | | |
| | | 250,000 (1) | | | | Constellium NV, 5.875%, 02/15/2026 | | | | | 246,875 | | | | | | 0.0 | | |
| | | 1,050,000 | (1)(2) | | Constellium NV, 6.625%, 03/01/2025 | | | | | 1,065,750 | | | | | | 0.2 | | | |
| | | 1,785,000 (1) | | | | Cornerstone Chemical Co., 6.750%, 08/15/2024 | | | | | 1,777,771 | | | | | | 0.3 | | |
| | | 940,000 (1) | | | | Ferroglobe PLC / Globe Specialty Metals, Inc., 9.375%, 03/01/2022 | | | | | 979,950 | | | | | | 0.2 | | |
| | | 985,000 (1) | | | | First Quantum Minerals Ltd., 6.500%, 03/01/2024 | | | | | 935,750 | | | | | | 0.2 | | |
| | | 3,900,000 (2) | | | | Freeport-McMoRan, Inc., 4.550%-5.450%, 11/14/2024-03/15/2043 | | | | | 3,725,650 | | | | | | 0.7 | | |
| | | 1,450,000 | | | | Hexion, Inc., 6.625%, 04/15/2020 | | | | | 1,359,375 | | | | | | 0.2 | | |
| | | 975,000 (1) | | | | Hexion, Inc., 10.375%, 02/01/2022 | | | | | 948,188 | | | | | | 0.2 | | |
| | | 955,000 (1) | | | | Hexion, Inc., 13.750%, 02/01/2022 | | | | | 816,525 | | | | | | 0.1 | | |
| | | 1,925,000 (1) | | | | IAMGOLD Corp., 7.000%, 04/15/2025 | | | | | 1,973,125 | | | | | | 0.3 | | |
| | | 1,750,000 | (1)(2) | | INEOS Group Holdings SA, 5.625%, 08/01/2024 | | | | | 1,774,063 | | | | | | 0.3 | | | |
| | | 2,100,000 (1) | | | | Kraton Polymers LLC / Kraton Polymers Capital Corp., 10.500%, 04/15/2023 | | | | | 2,341,500 | | | | | | 0.4 | | |
| | | 2,320,000 (1) | | | | Rayonier AM Products, Inc., 5.500%, 06/01/2024 | | | | | 2,285,200 | | | | | | 0.4 | | |
| | | 3,265,000 | | | | Teck Resources Ltd., 4.750%-5.200%, 01/15/2022-03/01/2042 | | | | | 3,155,513 | | | | | | 0.6 | | |
| | | 1,700,000 (1) | | | | Tronox Finance LLC, 7.500%, 03/15/2022 | | | | | 1,764,799 | | | | | | 0.3 | | |
| | | 335,000 (1) | | | | Tronox Finance PLC, 5.750%, 10/01/2025 | | | | | 326,625 | | | | | | 0.1 | | |
| | | 1,900,000 (1) | | | | Tronox, Inc., 6.500%, 04/15/2026 | | | | | 1,904,750 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Basic Materials (continued) | | ||||||||||||
| | | 13,345,000 | (3)(4)(5) | | Other Securities | | | | $ | 11,632,008 | | | | | | 2.1 | | | |
| | | | | | | | | | | | 45,374,578 | | | | | | 8.1 | | |
| | | | | | | Communications: 14.8% | | ||||||||||||
| | | 1,860,000 | (1)(2) | | Acosta, Inc., 7.750%, 10/01/2022 | | | | | 1,181,100 | | | | | | 0.2 | | | |
| | | 1,000,000 | (1)(2) | | Altice Finco SA, 8.125%, 01/15/2024 | | | | | 1,035,000 | | | | | | 0.2 | | | |
| | | 2,925,000 (1) | | | | Altice France SA/France, 6.250%, 05/15/2024 | | | | | 2,767,781 | | | | | | 0.5 | | |
| | | 2,000,000 | (1)(2) | | Altice Luxembourg SA, 7.625%, 02/15/2025 | | | | | 1,717,500 | | | | | | 0.3 | | | |
| | | 2,170,000 (1) | | | | Altice Luxembourg SA, 7.750%, 05/15/2022 | | | | | 2,020,812 | | | | | | 0.3 | | |
| | | 1,845,000 (1) | | | | Altice US Finance I Corp., 5.500%, 05/15/2026 | | | | | 1,803,488 | | | | | | 0.3 | | |
| | | 1,985,000 | | | | AMC Networks, Inc., 4.750%, 08/01/2025 | | | | | 1,917,768 | | | | | | 0.3 | | |
| | | 1,215,000 (1) | | | | Block Communications, Inc., 6.875%, 02/15/2025 | | | | | 1,227,855 | | | | | | 0.2 | | |
| | | 2,280,000 (1) | | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | | | | | 2,170,332 | | | | | | 0.4 | | |
| | | 1,335,000 (1) | | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | | | | | 1,258,238 | | | | | | 0.2 | | |
| | | 1,120,000 (1) | | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.500%, 05/01/2026 | | | | | 1,099,000 | | | | | | 0.2 | | |
| | | 2,895,000 (1) | | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 02/15/2026 | | | | | 2,887,791 | | | | | | 0.5 | | |
| | | 1,500,000 (1) | | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.875%, 04/01/2024 | | | | | 1,530,000 | | | | | | 0.3 | | |
| | | 955,000 (1) | | | | Cequel Communications Holdings I LLC / Cequel Capital Corp., 5.125%, 12/15/2021 | | | | | 956,194 | | | | | | 0.2 | | |
| | | 600,000 (1) | | | | Cequel Communications Holdings I LLC / Cequel Capital Corp., 7.500%, 04/01/2028 | | | | | 616,500 | | | | | | 0.1 | | |
Voya High Yield Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Communications (continued) | | ||||||||||||
| | | 1,740,000 (1) | | | | CommScope Tech Finance LLC, 6.000%, 06/15/2025 | | | | $ | 1,819,170 | | | | | | 0.3 | | |
| | | 2,585,000 | | | | CSC Holdings LLC, 5.250%, 06/01/2024 | | | | | 2,465,444 | | | | | | 0.4 | | |
| | | 1,200,000 (1) | | | | CSC Holdings LLC, 5.375%, 02/01/2028 | | | | | 1,136,508 | | | | | | 0.2 | | |
| | | 1,375,000 (1) | | | | CSC Holdings LLC, 6.625%, 10/15/2025 | | | | | 1,423,125 | | | | | | 0.3 | | |
| | | 3,745,000 | | | | DISH DBS Corp., 5.000%-5.875%, 07/15/2022-11/15/2024 | | | | | 3,421,937 | | | | | | 0.6 | | |
| | | 1,240,000 | (1)(2) | | Frontier Communications Corp., 8.500%, 04/01/2026 | | | | | 1,205,900 | | | | | | 0.2 | | | |
| | | 1,685,000 (1) | | | | Gray Television, Inc., 5.125%, 10/15/2024 | | | | | 1,634,450 | | | | | | 0.3 | | |
| | | 4,495,000 | | | | Level 3 Financing, Inc., 5.125%-5.375%, 05/01/2023-03/15/2026 | | | | | 4,351,465 | | | | | | 0.8 | | |
| | | 1,000,000 (1) | | | | Midcontinent Communications / Midcontinent Finance Corp., 6.875%, 08/15/2023 | | | | | 1,056,250 | | | | | | 0.2 | | |
| | | 1,600,000 (1) | | | | Nexstar Broadcasting, Inc., 5.625%, 08/01/2024 | | | | | 1,571,520 | | | | | | 0.3 | | |
| | | 2,230,000 (1) | | | | Plantronics, Inc., 5.500%, 05/31/2023 | | | | | 2,216,174 | | | | | | 0.4 | | |
| | | 2,130,000 (1) | | | | Salem Media Group, Inc., 6.750%, 06/01/2024 | | | | | 2,050,125 | | | | | | 0.4 | | |
| | | 1,185,000 | (1)(2) | | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | | | | | 1,105,012 | | | | | | 0.2 | | | |
| | | 1,520,000 | | | | Sinclair Television Group, Inc., 6.125%, 10/01/2022 | | | | | 1,563,700 | | | | | | 0.3 | | |
| | | 2,250,000 (1) | | | | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | | | | | 2,126,250 | | | | | | 0.4 | | |
| | | 1,160,000 (1) | | | | Sirius XM Radio, Inc., 6.000%, 07/15/2024 | | | | | 1,197,700 | | | | | | 0.2 | | |
| | | 1,000,000 | | | | Sprint Communications, Inc., 6.000%, 11/15/2022 | | | | | 983,750 | | | | | | 0.2 | | |
| | | 5,110,000 | | | | Sprint Corp., 7.125%, 06/15/2024 | | | | | 4,995,025 | | | | | | 0.9 | | |
| | | 3,170,000 | | | | Sprint Corp., 7.250%, 09/15/2021 | | | | | 3,284,913 | | | | | | 0.5 | | |
| | | 2,175,000 | | | | Sprint Corp., 7.625%, 03/01/2026 | | | | | 2,128,781 | | | | | | 0.4 | | |
| | | 3,025,000 | | | | Telecom Italia Capital SA, 6.000%-6.375%, 11/15/2033-09/30/2034 | | | | | 3,231,525 | | | | | | 0.6 | | |
| | | 1,320,000 (1) | | | | Telesat Canada / Telesat LLC, 8.875%, 11/15/2024 | | | | | 1,452,000 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Communications (continued) | | ||||||||||||
| | | 1,045,000 (1) | | | | Zayo Group LLC / Zayo Capital, Inc., 5.750%, 01/15/2027 | | | | $ | 1,022,794 | | | | | | 0.2 | | |
| | | 2,140,000 | | | | Zayo Group LLC / Zayo Capital, Inc., 6.000%, 04/01/2023 | | | | | 2,209,550 | | | | | | 0.4 | | |
| | | 500,000 | | | | Zayo Group LLC / Zayo Capital, Inc., 6.375%, 05/15/2025 | | | | | 519,375 | | | | | | 0.1 | | |
| | | 9,625,000 | | | | Other Securities | | | | | 9,178,432 | | | | | | 1.6 | | |
| | | | | | | | | | | | 83,540,234 | | | | | | 14.8 | | |
| | | | | | | Consumer, Cyclical: 16.6% | | ||||||||||||
| | | 2,490,000 (1) | | | | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | | | | | 2,383,428 | | | | | | 0.4 | | |
| | | 2,525,000 (2) | | | | AMC Entertainment Holdings, Inc., 5.750%-5.875%, 06/15/2025-11/15/2026 | | | | | 2,489,937 | | | | | | 0.4 | | |
| | | 2,050,000 (1) | | | | American Tire Distributors, Inc., 10.250%, 03/01/2022 | | | | | 2,103,812 | | | | | | 0.4 | | |
| | | 1,270,000 (1) | | | | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.750%, 08/01/2025 | | | | | 1,244,600 | | | | | | 0.2 | | |
| | | 1,231,000 (1) | | | | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.875%, 02/15/2021 | | | | | 1,240,232 | | | | | | 0.2 | | |
| | | 2,130,000 | | | | AV Homes, Inc., 6.625%, 05/15/2022 | | | | | 2,178,394 | | | | | | 0.4 | | |
| | | 890,000 (1) | | | | Boyne USA, Inc., 7.250%, 05/01/2025 | | | | | 917,813 | | | | | | 0.2 | | |
| | | 1,300,000 (1) | | | | Carmike Cinemas, Inc., 6.000%, 06/15/2023 | | | | | 1,358,500 | | | | | | 0.2 | | |
| | | 1,940,000 (1) | | | | CCM Merger, Inc., 6.000%, 03/15/2022 | | | | | 1,964,250 | | | | | | 0.3 | | |
| | | 2,115,000 | | | | Cedar Fair L.P. / Canada’s Wonderland Co. / Magnum Management Corp., 5.375%, 06/01/2024 | | | | | 2,154,656 | | | | | | 0.4 | | |
| | | 2,980,000 | | | | Century Communities, Inc., 5.875%, 07/15/2025 | | | | | 2,845,900 | | | | | | 0.5 | | |
| | | 1,975,000 (1) | | | | Cooper-Standard Automotive, Inc., 5.625%, 11/15/2026 | | | | | 1,975,000 | | | | | | 0.4 | | |
| | | 2,985,000 (1) | | | | CRC Escrow Issuer LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | | | | | 2,869,122 | | | | | | 0.5 | | |
Voya High Yield Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | | 1,080,000 (1) | | | | DBP Holding Corp., 7.750%, 10/15/2020 | | | | $ | 567,000 | | | | | | 0.1 | | |
| | | 2,095,000 (1) | | | | EMI Music Publishing Group North America Holdings, Inc., 7.625%, 06/15/2024 | | | | | 2,273,075 | | | | | | 0.4 | | |
| | | 2,525,000 (1) | | | | Golden Nugget, Inc., 6.750%, 10/15/2024 | | | | | 2,550,250 | | | | | | 0.5 | | |
| | | 2,190,000 (1) | | | | Hot Topic, Inc., 9.250%, 06/15/2021 | | | | | 2,179,050 | | | | | | 0.4 | | |
| | | 900,000 (1) | | | | International Game Technology PLC, 6.250%, 02/15/2022 | | | | | 947,250 | | | | | | 0.2 | | |
| | | 865,000 (1) | | | | International Game Technology PLC, 6.500%, 02/15/2025 | | | | | 930,956 | | | | | | 0.1 | | |
| | | 2,070,000 (1) | | | | IRB Holding Corp., 6.750%, 02/15/2026 | | | | | 2,033,982 | | | | | | 0.4 | | |
| | | 1,040,000 (1) | | | | KFC Holding Co / Pizza Hut Holdings LLC / Taco Bell of America LLC, 5.000%, 06/01/2024 | | | | | 1,036,100 | | | | | | 0.2 | | |
| | | 1,040,000 (1) | | | | KFC Holding Co / Pizza Hut Holdings LLC / Taco Bell of America LLC, 5.250%, 06/01/2026 | | | | | 1,038,700 | | | | | | 0.2 | | |
| | | 1,700,000 (1) | | | | Lennar Corp., 5.250%, 06/01/2026 | | | | | 1,687,250 | | | | | | 0.3 | | |
| | | 600,000 (1) | | | | Lennar Corp., 8.375%, 01/15/2021 | | | | | 667,500 | | | | | | 0.1 | | |
| | | 600,000 (1) | | | | Lennar Corp., 5.375%, 10/01/2022 | | | | | 619,500 | | | | | | 0.1 | | |
| | | 2,631,000 | | | | Meritage Homes Corp., 5.125%-7.000%, 04/01/2022-06/06/2027 | | | | | 2,703,773 | | | | | | 0.5 | | |
| | | 3,000,000 | | | | MGM Resorts International, 6.000%-7.750%, 03/15/2022-03/15/2023 | | | | | 3,221,250 | | | | | | 0.6 | | |
| | | 1,800,000 (1) | | | | Navistar International Corp., 6.625%, 11/01/2025 | | | | | 1,804,500 | | | | | | 0.3 | | |
| | | 1,680,000 | (1)(2) | | Neiman Marcus Group Ltd., Inc., 8.000%, 10/15/2021 | | | | | 1,071,000 | | | | | | 0.2 | | | |
| | | 1,833,125 | (1)(2)(6) | | Neiman Marcus Group Ltd., Inc., 8.750% (PIK Rate 9.500%, Cash Rate 8.750%), 10/15/2021 | | | | | 1,177,783 | | | | | | 0.2 | | | |
| | | 2,270,000 (1) | | | | Penn National Gaming, Inc., 5.625%, 01/15/2027 | | | | | 2,184,875 | | | | | | 0.4 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | | 240,000 (1) | | | | PetSmart, Inc., 5.875%, 06/01/2025 | | | | $ | 174,600 | | | | | | 0.0 | | |
| | | 3,435,000 (1) | | | | PetSmart, Inc., 7.125%, 03/15/2023 | | | | | 1,966,537 | | | | | | 0.4 | | |
| | | 2,085,000 (1) | | | | Rite Aid Corp., 6.125%, 04/01/2023 | | | | | 2,111,063 | | | | | | 0.4 | | |
| | | 240,000 (1) | | | | Rite Aid Corp., 6.875%, 12/15/2028 | | | | | 195,900 | | | | | | 0.0 | | |
| | | 2,440,000 (1) | | | | Scientific Games International, Inc., 5.000%, 10/15/2025 | | | | | 2,379,000 | | | | | | 0.4 | | |
| | | 2,865,000 | | | | Scientific Games International, Inc., 6.625%-10.000%, 05/15/2021-12/01/2022 | | | | | 3,034,778 | | | | | | 0.6 | | |
| | | 1,705,000 (1) | | | | Silversea Cruise Finance Ltd., 7.250%, 02/01/2025 | | | | | 1,811,563 | | | | | | 0.3 | | |
| | | 790,000 (1) | | | | Six Flags Entertainment Corp., 4.875%, 07/31/2024 | | | | | 771,237 | | | | | | 0.1 | | |
| | | 1,585,000 (1) | | | | Six Flags Entertainment Corp., 5.500%, 04/15/2027 | | | | | 1,573,113 | | | | | | 0.3 | | |
| | | 2,055,000 (1) | | | | Station Casinos LLC, 5.000%, 10/01/2025 | | | | | 1,957,388 | | | | | | 0.3 | | |
| | | 1,450,000 | (1)(7) | | Tops Holding LLC / Tops Markets II Corp., 8.000%, 06/15/2022 | | | | | 681,500 | | | | | | 0.1 | | | |
| | | 2,115,000 (1) | | | | Viking Cruises Ltd., 5.875%, 09/15/2027 | | | | | 2,009,250 | | | | | | 0.4 | | |
| | | 657,000 (1) | | | | WMG Acquisition Corp., 5.625%, 04/15/2022 | | | | | 674,246 | | | | | | 0.1 | | |
| | | 1,120,000 (1) | | | | Wolverine World Wide, Inc., 5.000%, 09/01/2026 | | | | | 1,094,800 | | | | | | 0.2 | | |
| | | 18,566,000 (4) | | | | Other Securities | | | | | 18,798,830 | | | | | | 3.3 | | |
| | | | | | | | | | | | 93,653,243 | | | | | | 16.6 | | |
| | | | | | | Consumer, Non-cyclical: 18.6% | | ||||||||||||
| | | 1,750,000 (1) | | | | APTIM Corp., 7.750%, 06/15/2025 | | | | | 1,518,125 | | | | | | 0.3 | | |
| | | 1,446,650 | (1)(6)(7) | | BI-LO LLC / BI-LO Finance Corp., 8.625% (PIK Rate 9.375%, Cash Rate 8.625%), 09/15/2018 | | | | | 828,208 | | | | | | 0.2 | | | |
| | | 1,335,000 | (1)(2)(7) | | BI-LO LLC / BI-LO Finance Corp., 9.250%, 02/15/2019 | | | | | 1,340,006 | | | | | | 0.2 | | | |
| | | 1,245,000 (1) | | | | Cardtronics, Inc. / Cardtronics USA, Inc., 5.500%, 05/01/2025 | | | | | 1,179,637 | | | | | | 0.2 | | |
Voya High Yield Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 3,470,000 | | | | Centene Corp., 4.750%-6.125%, 02/15/2021-01/15/2025 | | | | $ | 3,562,638 | | | | | | 0.6 | | |
| | | 4,190,000 (2) | | | | CHS / Community Health Systems, Inc., 6.250%-8.000%, 11/15/2019-03/31/2023 | | | | | 3,717,419 | | | | | | 0.7 | | |
| | | 1,455,000 (1) | | | | Cott Holdings, Inc., 5.500%, 04/01/2025 | | | | | 1,440,450 | | | | | | 0.3 | | |
| | | 1,275,000 | (1)(6) | | Eagle Holding CO II LLC, 7.625% (PIK Rate 8.375%, Cash Rate 7.625%), 05/15/2022 | | | | | 1,287,750 | | | | | | 0.2 | | | |
| | | 450,000 | (1)(2) | | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 5.875%, 10/15/2024 | | | | | 445,500 | | | | | | 0.1 | | | |
| | | 1,190,000 (1) | | | | Endo Finance LLC / Endo Finco, Inc., 5.375%, 01/15/2023 | | | | | 907,375 | | | | | | 0.1 | | |
| | | 840,000 (1) | | | | Envision Healthcare Corp., 5.125%, 07/01/2022 | | | | | 840,000 | | | | | | 0.2 | | |
| | | 1,805,000 | | | | Envision Healthcare Corp., 5.625%, 07/15/2022 | | | | | 1,822,147 | | | | | | 0.3 | | |
| | | 3,120,000 | | | | HCA Healthcare, Inc., 6.250%, 02/15/2021 | | | | | 3,283,800 | | | | | | 0.6 | | |
| | | 4,315,000 | | | | HCA, Inc., 5.375%, 02/01/2025 | | | | | 4,336,575 | | | | | | 0.7 | | |
| | | 3,150,000 | | | | HCA, Inc., 5.500%-7.500%, 02/15/2022-06/15/2047 | | | | | 3,290,062 | | | | | | 0.6 | | |
| | | 416,000 (1) | | | | Herc Rentals, Inc., 7.500%, 06/01/2022 | | | | | 446,160 | | | | | | 0.1 | | |
| | | 454,000 (1) | | | | Herc Rentals, Inc., 7.750%, 06/01/2024 | | | | | 493,725 | | | | | | 0.1 | | |
| | | 575,000 (1) | | | | Hertz Corp. / The, 7.625%, 06/01/2022 | | | | | 582,906 | | | | | | 0.1 | | |
| | | 1,535,000 | (1)(2) | | Hertz Corp., 5.500%, 10/15/2024 | | | | | 1,304,750 | | | | | | 0.2 | | | |
| | | 1,000,000 (2) | | | | Hertz Corp., 7.375%, 01/15/2021 | | | | | 996,250 | | | | | | 0.2 | | |
| | | 2,305,000 (1) | | | | Hill-Rom Holdings, Inc., 5.750%, 09/01/2023 | | | | | 2,397,200 | | | | | | 0.4 | | |
| | | 2,095,000 (1) | | | | Jaguar Holding Co. II / Pharmaceutical Product Development LLC, 6.375%, 08/01/2023 | | | | | 2,123,806 | | | | | | 0.4 | | |
| | | 1,150,000 (1) | | | | JBS USA LLC / JBS USA Finance, Inc., 7.250%, 06/01/2021 | | | | | 1,165,812 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 830,000 (1) | | | | JBS USA LUX SA / JBS USA Finance, Inc., 5.750%, 06/15/2025 | | | | $ | 778,125 | | | | | | 0.2 | | |
| | | 575,000 (1) | | | | JBS USA LUX SA / JBS USA Finance, Inc., 5.875%, 07/15/2024 | | | | | 562,954 | | | | | | 0.1 | | |
| | | 1,335,000 (1) | | | | JBS USA LUX SA / JBS USA Finance, Inc., 6.750%, 02/15/2028 | | | | | 1,283,269 | | | | | | 0.2 | | |
| | | 1,960,000 (1) | | | | Live Nation Entertainment, Inc., 5.375%, 06/15/2022 | | | | | 2,009,000 | | | | | | 0.4 | | |
| | | 2,080,000 (1) | | | | Midas Intermediate Holdco II LLC / Midas Intermediate Holdco II Finance, Inc., 7.875%, 10/01/2022 | | | | | 2,095,600 | | | | | | 0.4 | | |
| | | 2,900,000 (1) | | | | MPH Acquisition Holdings LLC, 7.125%, 06/01/2024 | | | | | 3,001,500 | | | | | | 0.5 | | |
| | | 420,000 (1) | | | | Pilgrim’s Pride Corp., 5.750%, 03/15/2025 | | | | | 408,975 | | | | | | 0.1 | | |
| | | 1,200,000 (1) | | | | Pilgrim’s Pride Corp., 5.875%, 09/30/2027 | | | | | 1,131,000 | | | | | | 0.2 | | |
| | | 580,000 | (1)(6) | | Polaris Intermediate Corp., 8.500% (PIK Rate 8.500%, Cash Rate 0.000%), 12/01/2022 | | | | | 593,056 | | | | | | 0.1 | | | |
| | | 600,000 (1) | | | | Post Holdings, Inc., 5.000%, 08/15/2026 | | | | | 571,500 | | | | | | 0.1 | | |
| | | 1,975,000 (1) | | | | Post Holdings, Inc., 5.625%, 01/15/2028 | | | | | 1,893,531 | | | | | | 0.4 | | |
| | | 1,150,000 (1) | | | | Post Holdings, Inc., 8.000%, 07/15/2025 | | | | | 1,295,188 | | | | | | 0.2 | | |
| | | 2,040,000 (1) | | | | Sotera Health Holdings LLC, 6.500%, 05/15/2023 | | | | | 2,060,400 | | | | | | 0.4 | | |
| | | 1,230,000 | (1)(6) | | Sotera Health Topco, Inc., 8.125% (PIK Rate 8.875%, Cash Rate 8.125%), 11/01/2021 | | | | | 1,239,225 | | | | | | 0.2 | | | |
| | | 1,145,000 (1) | | | | Tenet Healthcare Corp., 5.125%, 05/01/2025 | | | | | 1,104,925 | | | | | | 0.2 | | |
| | | 2,860,000 (2) | | | | Tenet Healthcare Corp., 6.750%, 06/15/2023 | | | | | 2,809,950 | | | | | | 0.5 | | |
| | | 2,975,000 | | | | Tenet Healthcare Corp., 6.750%-8.125%, 02/01/2020-04/01/2022 | | | | | 3,087,906 | | | | | | 0.5 | | |
| | | 730,000 (1) | | | | Teva Pharmaceutical Finance Netherlands III BV, 6.000%, 04/15/2024 | | | | | 709,525 | | | | | | 0.1 | | |
| | | 1,575,000 (1) | | | | US Foods, Inc., 5.875%, 06/15/2024 | | | | | 1,618,313 | | | | | | 0.3 | | |
Voya High Yield Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 1,750,000 (1) | | | | Valeant Pharmaceuticals International, Inc., 5.500%, 03/01/2023 | | | | $ | 1,537,812 | | | | | | 0.3 | | |
| | | 1,450,000 (1) | | | | Valeant Pharmaceuticals International, Inc., 5.500%, 11/01/2025 | | | | | 1,417,013 | | | | | | 0.2 | | |
| | | 780,000 (1) | | | | Valeant Pharmaceuticals International, Inc., 6.125%, 04/15/2025 | | | | | 676,065 | | | | | | 0.1 | | |
| | | 4,315,000 (1) | | | | Valeant Pharmaceuticals International, Inc., 6.750%, 08/15/2021 | | | | | 4,341,969 | | | | | | 0.8 | | |
| | | 1,135,000 (1) | | | | Valeant Pharmaceuticals International, Inc., 7.000%, 03/15/2024 | | | | | 1,187,494 | | | | | | 0.2 | | |
| | | 590,000 (1) | | | | Valeant Pharmaceuticals International, Inc., 9.000%, 12/15/2025 | | | | | 588,525 | | | | | | 0.1 | | |
| | | 2,020,000 (1) | | | | Valeant Pharmaceuticals International, 7.250%, 07/15/2022 | | | | | 2,027,575 | | | | | | 0.4 | | |
| | | 895,000 (1) | | | | Valeant Pharmaceuticals International, 9.250%, 04/01/2026 | | | | | 893,881 | | | | | | 0.1 | | |
| | | 2,575,000 (1) | | | | Vizient, Inc., 10.375%, 03/01/2024 | | | | | 2,864,688 | | | | | | 0.5 | | |
| | | 2,235,000 (1) | | | | West Street Merger Sub, Inc., 6.375%, 09/01/2025 | | | | | 2,140,013 | | | | | | 0.4 | | |
| | | 20,030,000 (4) | | | | Other Securities | | | | | 19,272,888 | | | | | | 3.4 | | |
| | | | | | | | | | | | 104,512,166 | | | | | | 18.6 | | |
| | | | | | | Energy: 15.3% | | ||||||||||||
| | | 2,900,000 | | | | Antero Resources Corp., 5.000%-5.125%, 12/01/2022-03/01/2025 | | | | | 2,931,750 | | | | | | 0.5 | | |
| | | 2,950,000 (1) | | | | California Resources Corp., 8.000%, 12/15/2022 | | | | | 2,326,812 | | | | | | 0.4 | | |
| | | 1,680,000 (1) | | | | Centennial Resource Production LLC, 5.375%, 01/15/2026 | | | | | 1,652,700 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Energy (continued) | | ||||||||||||
| | | 2,205,000 | | | | Cheniere Corpus Christi Holdings LLC, 5.125%, 06/30/2027 | | | | $ | 2,196,731 | | | | | | 0.4 | | |
| | | 1,235,000 | | | | Cheniere Corpus Christi Holdings LLC, 5.875%, 03/31/2025 | | | | | 1,296,750 | | | | | | 0.2 | | |
| | | 700,000 | | | | Chesapeake Energy Corp., 6.625%, 08/15/2020 | | | | | 724,500 | | | | | | 0.1 | | |
| | | 2,295,000 | (1)(2) | | Chesapeake Energy Corp., 8.000%, 01/15/2025 | | | | | 2,226,150 | | | | | | 0.4 | | | |
| | | 1,665,000 (1) | | | | Continental Resources, Inc./OK, 4.375%, 01/15/2028 | | | | | 1,625,456 | | | | | | 0.3 | | |
| | | 2,900,000 | | | | Continental Resources, Inc./OK, 4.500%-5.000%, 09/15/2022-04/15/2023 | | | | | 2,943,625 | | | | | | 0.5 | | |
| | | 2,105,000 (1) | | | | Covey Park Energy LLC / Covey Park Finance Corp., 7.500%, 05/15/2025 | | | | | 2,105,000 | | | | | | 0.4 | | |
| | | 2,320,000 (1) | | | | Delek Logistics Partners L.P., 6.750%, 05/15/2025 | | | | | 2,354,800 | | | | | | 0.4 | | |
| | | 415,000 (1) | | | | Diamondback Energy, Inc., 5.375%, 05/31/2025 | | | | | 421,951 | | | | | | 0.1 | | |
| | | 840,000 (1) | | | | Endeavor Energy Resources L.P. / EER Finance, Inc., 5.500%, 01/30/2026 | | | | | 837,900 | | | | | | 0.2 | | |
| | | 1,260,000 (1) | | | | Endeavor Energy Resources L.P. / EER Finance, Inc., 5.750%, 01/30/2028 | | | | | 1,260,000 | | | | | | 0.2 | | |
| | | 3,390,000 (2) | | | | Ensco PLC, 5.200%-7.750%, 03/15/2025-10/01/2044 | | | | | 2,755,612 | | | | | | 0.5 | | |
| | | 1,045,000 (1) | | | | Hess Infrastructure Partners L.P. / Hess Infrastructure Partners Finance Corp., 5.625%, 02/15/2026 | | | | | 1,031,937 | | | | | | 0.2 | | |
| | | 1,750,000 (1) | | | | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.000%, 12/01/2024 | | | | | 1,732,500 | | | | | | 0.3 | | |
| | | 2,070,000 (1) | | | | Indigo Natural Resources LLC, 6.875%, 02/15/2026 | | | | | 1,961,325 | | | | | | 0.4 | | |
| | | 2,100,000 (1) | | | | Jonah Energy LLC / Jonah Energy Finance Corp., 7.250%, 10/15/2025 | | | | | 1,900,500 | | | | | | 0.3 | | |
Voya High Yield Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Energy (continued) | | ||||||||||||
| | | 1,350,000 (1) | | | | Lonestar Resources America, Inc., 11.250%, 01/01/2023 | | | | $ | 1,353,375 | | | | | | 0.2 | | |
| | | 1,655,000 (1) | | | | Moss Creek Resources Holdings, Inc., 7.500%, 01/15/2026 | | | | | 1,675,191 | | | | | | 0.3 | | |
| | | 3,015,000 | | | | Murphy Oil Corp., 4.450%-6.875%, 12/01/2022-08/15/2025 | | | | | 2,981,800 | | | | | | 0.5 | | |
| | | 2,040,000 | | | | Murphy Oil USA, Inc., 5.625%-6.000%, 08/15/2023-05/01/2027 | | | | | 2,107,988 | | | | | | 0.4 | | |
| | | 1,470,000 (1) | | | | Murray Energy Corp., 11.250%, 04/15/2021 | | | | | 558,600 | | | | | | 0.1 | | |
| | | 220,000 (1) | | | | NGPL PipeCo LLC, 4.375%, 08/15/2022 | | | | | 219,450 | | | | | | 0.0 | | |
| | | 1,000,000 (1) | | | | NGPL PipeCo LLC, 4.875%, 08/15/2027 | | | | | 988,750 | | | | | | 0.2 | | |
| | | 830,000 (1) | | | | Noble Holding International Ltd., 7.875%, 02/01/2026 | | | | | 818,588 | | | | | | 0.1 | | |
| | | 435,000 (1) | | | | PBF Logistics L.P. / PBF Logistics Finance Corp., 6.875%, 05/15/2023 | | | | | 442,613 | | | | | | 0.1 | | |
| | | 2,285,000 | | | | PBF Logistics L.P. / PBF Logistics Finance Corp., 6.875%, 05/15/2023 | | | | | 2,324,988 | | | | | | 0.4 | | |
| | | 1,950,000 (1) | | | | Rockies Express Pipeline LLC, 5.625%, 04/15/2020 | | | | | 2,028,020 | | | | | | 0.4 | | |
| | | 1,240,000 | (1)(2) | | Sanchez Energy Corp., 7.250%, 02/15/2023 | | | | | 1,249,300 | | | | | | 0.2 | | | |
| | | 2,030,000 (2) | | | | Sanchez Energy Corp., 6.125%-7.750%, 06/15/2021-01/15/2023 | | | | | 1,567,031 | | | | | | 0.3 | | |
| | | 2,100,000 (1) | | | | SRC Energy, Inc., 6.250%, 12/01/2025 | | | | | 2,115,750 | | | | | | 0.4 | | |
| | | 840,000 (1) | | | | Sunoco L.P. / Sunoco Finance Corp., 4.875%, 01/15/2023 | | | | | 811,650 | | | | | | 0.2 | | |
| | | 85,000 (1) | | | | Sunoco L.P. / Sunoco Finance Corp., 5.500%, 02/15/2026 | | | | | 82,237 | | | | | | 0.0 | | |
| | | 85,000 (1) | | | | Sunoco L.P. / Sunoco Finance Corp., 5.875%, 03/15/2028 | | | | | 82,344 | | | | | | 0.0 | | |
| | | 2,075,000 (1) | | | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | | | | | 2,095,750 | | | | | | 0.4 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Energy (continued) | | ||||||||||||
| | | 3,100,000 | | | | Transocean, Inc., 6.800%, 03/15/2038 | | | | $ | 2,433,500 | | | | | | 0.4 | | |
| | | 2,367,000 | | | | Unit Corp., 6.625%, 05/15/2021 | | | | | 2,378,835 | | | | | | 0.4 | | |
| | | 2,030,000 (1) | | | | Vermilion Energy, Inc., 5.625%, 03/15/2025 | | | | | 1,994,475 | | | | | | 0.4 | | |
| | | 3,240,000 | | | | WPX Energy, Inc., 6.000%, 01/15/2022 | | | | | 3,345,300 | | | | | | 0.6 | | |
| | | 18,375,000 (4) | | | | Other Securities | | | | | 17,857,656 | | | | | | 3.2 | | |
| | | | | | | | | | | | 85,799,190 | | | | | | 15.3 | | |
| | | | | | | Financial: 5.8% | | ||||||||||||
| | | 2,600,000 | | | | Ally Financial, Inc., 5.750%, 11/20/2025 | | | | | 2,688,530 | | | | | | 0.5 | | |
| | | 2,235,000 | | | | Ally Financial, Inc., 7.500%-8.000%, 03/15/2020-09/15/2020 | | | | | 2,417,587 | | | | | | 0.4 | | |
| | | 1,150,000 (1) | | | | CNG Holdings, Inc., 9.375%, 05/15/2020 | | | | | 1,138,500 | | | | | | 0.2 | | |
| | | 2,350,000 (1) | | | | ESH Hospitality, Inc., 5.250%, 05/01/2025 | | | | | 2,291,955 | | | | | | 0.4 | | |
| | | 1,120,000 (1) | | | | FBM Finance, Inc., 8.250%, 08/15/2021 | | | | | 1,176,000 | | | | | | 0.2 | | |
| | | 2,115,000 | | | | Lions Gate Capital Holdings LLC, 5.875%, 11/01/2024 | | | | | 2,199,600 | | | | | | 0.4 | | |
| | | 3,020,000 | | | | MPT Operating Partnership L.P. / MPT Finance Corp., 5.000%-6.375%, 03/01/2024-10/15/2027 | | | | | 3,086,176 | | | | | | 0.6 | | |
| | | 5,215,000 | | | | Navient Corp., 5.875%-7.250%, 09/25/2023-10/25/2024 | | | | | 5,287,087 | | | | | | 0.9 | | |
| | | 1,405,000 (1) | | | | Quicken Loans, Inc., 5.250%, 01/15/2028 | | | | | 1,317,188 | | | | | | 0.2 | | |
| | | 2,040,000 (1) | | | | Realogy Group LLC / Realogy Co-Issuer Corp., 5.250%, 12/01/2021 | | | | | 2,053,362 | | | | | | 0.4 | | |
| | | 1,850,000 (1) | | | | Tempo Acquisition LLC / Tempo Acquisition Finance Corp., 6.750%, 06/01/2025 | | | | | 1,852,313 | | | | | | 0.3 | | |
| | | 1,390,000 (1) | | | | UniCredit SpA, 5.861%, 06/19/2032 | | | | | 1,414,617 | | | | | | 0.3 | | |
| | | 5,455,000 | | | | Other Securities | | | | | 5,636,008 | | | | | | 1.0 | | |
| | | | | | | | | | | | 32,558,923 | | | | | | 5.8 | | |
Voya High Yield Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Industrial: 10.0% | | ||||||||||||
| | | 1,975,000 (1) | | | | Advanced Disposal Services, Inc., 5.625%, 11/15/2024 | | | | $ | 1,999,687 | | | | | | 0.4 | | |
| | | 2,120,000 | | | | AECOM, 5.875%, 10/15/2024 | | | | | 2,228,650 | | | | | | 0.4 | | |
| | | 2,425,000 (6) | | | | ARD Finance SA, 7.125% (PIK Rate 7.875%, Cash Rate 0.000%), 09/15/2023 | | | | | 2,518,969 | | | | | | 0.4 | | |
| | | 300,000 | (1)(6) | | ARD Securities Finance SARL, 8.750% (PIK Rate 8.750%, Cash Rate 0.000%), 01/31/2023 | | | | | 315,000 | | | | | | 0.1 | | | |
| | | 508,000 (1) | | | | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 6.000%, 02/15/2025 | | | | | 511,810 | | | | | | 0.1 | | |
| | | 1,000,000 (1) | | | | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 7.250%, 05/15/2024 | | | | | 1,067,500 | | | | | | 0.2 | | |
| | | 1,580,000 (1) | | | | ATS Automation Tooling Systems, Inc., 6.500%, 06/15/2023 | | | | | 1,655,050 | | | | | | 0.3 | | |
| | | 1,034,000 (1) | | | | BMC East LLC, 5.500%, 10/01/2024 | | | | | 1,036,585 | | | | | | 0.2 | | |
| | | 1,250,000 (1) | | | | Bombardier, Inc., 6.000%, 10/15/2022 | | | | | 1,245,312 | | | | | | 0.2 | | |
| | | 1,430,000 (1) | | | | Bombardier, Inc., 7.500%, 12/01/2024 | | | | | 1,483,625 | | | | | | 0.3 | | |
| | | 2,435,000 (1) | | | | Bombardier, Inc., 8.750%, 12/01/2021 | | | | | 2,681,544 | | | | | | 0.5 | | |
| | | 2,555,000 (1) | | | | BWAY Holding Co., 7.250%, 04/15/2025 | | | | | 2,612,488 | | | | | | 0.5 | | |
| | | 1,680,000 (1) | | | | FXI Holdings, Inc., 7.875%, 11/01/2024 | | | | | 1,649,550 | | | | | | 0.3 | | |
| | | 820,000 (1) | | | | Gates Global LLC / Gates Global Co., 6.000%, 07/15/2022 | | | | | 833,407 | | | | | | 0.1 | | |
| | | 2,100,000 (1) | | | | Itron, Inc., 5.000%, 01/15/2026 | | | | | 2,074,380 | | | | | | 0.4 | | |
| | | 1,260,000 (1) | | | | Jeld-Wen, Inc., 4.625%, 12/15/2025 | | | | | 1,212,750 | | | | | | 0.2 | | |
| | | 1,260,000 (1) | | | | Jeld-Wen, Inc., 4.875%, 12/15/2027 | | | | | 1,193,850 | | | | | | 0.2 | | |
| | | 1,355,000 (1) | | | | Koppers, Inc., 6.000%, 02/15/2025 | | | | | 1,387,791 | | | | | | 0.2 | | |
| | | 1,375,000 (1) | | | | Masonite International Corp., 5.625%, 03/15/2023 | | | | | 1,421,406 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Industrial (continued) | | ||||||||||||
| | | 210,000 (1) | | | | Multi-Color Corp., 4.875%, 11/01/2025 | | | | $ | 196,875 | | | | | | 0.1 | | |
| | | 2,325,000 (1) | | | | Multi-Color Corp., 6.125%, 12/01/2022 | | | | | 2,406,375 | | | | | | 0.4 | | |
| | | 1,440,000 (1) | | | | Novelis Corp., 5.875%, 09/30/2026 | | | | | 1,422,000 | | | | | | 0.3 | | |
| | | 600,000 (1) | | | | Novelis Corp., 6.250%, 08/15/2024 | | | | | 616,500 | | | | | | 0.1 | | |
| | | 725,000 (1) | | | | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/2023 | | | | | 751,734 | | | | | | 0.1 | | |
| | | 1,975,000 (1) | | | | Owens-Brockway Glass Container, Inc., 6.375%, 08/15/2025 | | | | | 2,088,563 | | | | | | 0.4 | | |
| | | 1,680,000 (1) | | | | Plastipak Holdings, Inc., 6.250%, 10/15/2025 | | | | | 1,684,200 | | | | | | 0.3 | | |
| | | 1,030,000 (1) | | | | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/2023 | | | | | 1,041,279 | | | | | | 0.2 | | |
| | | 135,000 (1) | | | | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 7.000%, 07/15/2024 | | | | | 141,581 | | | | | | 0.0 | | |
| | | 1,000,000 (1) | | | | Sealed Air Corp., 5.125%, 12/01/2024 | | | | | 1,022,400 | | | | | | 0.2 | | |
| | | 500,000 (1) | | | | Sealed Air Corp., 5.500%, 09/15/2025 | | | | | 518,750 | | | | | | 0.1 | | |
| | | 2,485,000 (1) | | | | Shape Technologies Group, Inc., 7.625%, 02/01/2020 | | | | | 2,542,155 | | | | | | 0.4 | | |
| | | 2,265,000 (1) | | | | Standard Industries, Inc./NJ, 6.000%, 10/15/2025 | | | | | 2,332,950 | | | | | | 0.4 | | |
| | | 2,000,000 | | | | Summit Materials LLC / Summit Materials Finance Corp., 8.500%, 04/15/2022 | | | | | 2,165,000 | | | | | | 0.4 | | |
| | | 2,220,000 (1) | | | | Wrangler Buyer Corp., 6.000%, 10/01/2025 | | | | | 2,192,250 | | | | | | 0.4 | | |
| | | 1,620,000 (1) | | | | Zekelman Industries, Inc., 9.875%, 06/15/2023 | | | | | 1,786,050 | | | | | | 0.3 | | |
| | | 4,090,000 | | | | Other Securities | | | | | 4,204,750 | | | | | | 0.7 | | |
| | | | | | | | | | | | 56,242,766 | | | | | | 10.0 | | |
Voya High Yield Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Technology: 6.3% | | ||||||||||||
| | | 1,575,000 (1) | | | | Ascend Learning LLC, 6.875%, 08/01/2025 | | | | $ | 1,622,250 | | | | | | 0.3 | | |
| | | 2,550,000 (1) | | | | BMC Software Finance, Inc., 8.125%, 07/15/2021 | | | | | 2,559,562 | | | | | | 0.4 | | |
| | | 704,000 | (1)(6) | | Boxer Parent Co., Inc., 9.000% (PIK Rate 9.750%, Cash Rate 9.000%), 10/15/2019 | | | | | 704,880 | | | | | | 0.1 | | | |
| | | 1,645,000 (1) | | | | CDK Global, Inc., 4.875%, 06/01/2027 | | | | | 1,587,425 | | | | | | 0.3 | | |
| | | 1,625,000 (1) | | | | Change Healthcare Holdings LLC / Change Healthcare Finance, Inc., 5.750%, 03/01/2025 | | | | | 1,617,362 | | | | | | 0.3 | | |
| | | 1,200,000 (1) | | | | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | | | | | 1,272,999 | | | | | | 0.2 | | |
| | | 540,000 (1) | | | | Dell International LLC / EMC Corp., 5.875%, 06/15/2021 | | | | | 554,175 | | | | | | 0.1 | | |
| | | 1,200,000 (1) | | | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | | | | 1,293,639 | | | | | | 0.3 | | |
| | | 540,000 (1) | | | | Dell International LLC / EMC Corp., 7.125%, 06/15/2024 | | | | | 576,973 | | | | | | 0.1 | | |
| | | 1,000,000 (1) | | | | First Data Corp., 5.750%, 01/15/2024 | | | | | 1,010,000 | | | | | | 0.2 | | |
| | | 3,000,000 (1) | | | | First Data Corp., 7.000%, 12/01/2023 | | | | | 3,161,250 | | | | | | 0.5 | | |
| | | 1,890,000 | (1)(6) | | Infor Software Parent LLC / Infor Software Parent, Inc., 7.125% (PIK Rate 7.875%, Cash Rate 7.125%), 05/01/2021 | | | | | 1,915,987 | | | | | | 0.3 | | | |
| | | 1,955,000 (1) | | | | Micron Technology, Inc., 5.250%, 01/15/2024 | | | | | 2,030,756 | | | | | | 0.4 | | |
| | | 590,000 (1) | | | | MSCI, Inc., 5.250%, 11/15/2024 | | | | | 605,340 | | | | | | 0.1 | | |
| | | 1,125,000 (1) | | | | MSCI, Inc., 5.750%, 08/15/2025 | | | | | 1,180,913 | | | | | | 0.2 | | |
| | | 1,720,000 (1) | | | | Open Text Corp., 5.625%, 01/15/2023 | | | | | 1,790,950 | | | | | | 0.3 | | |
| | | 800,000 (1) | | | | Open Text Corp., 5.875%, 06/01/2026 | | | | | 824,760 | | | | | | 0.2 | | |
| | | 1,425,000 (1) | | | | RP Crown Parent LLC, 7.375%, 10/15/2024 | | | | | 1,478,438 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Technology (continued) | | ||||||||||||
| | | 600,000 (1) | | | | Veritas US, Inc. / Veritas Bermuda Ltd., 7.500%, 02/01/2023 | | | | $ | 603,000 | | | | | | 0.1 | | |
| | | 1,805,000 (1) | | | | Veritas US, Inc. / Veritas Bermuda Ltd., 10.500%, 02/01/2024 | | | | | 1,696,700 | | | | | | 0.3 | | |
| | | 6,980,000 | | | | Other Securities | | | | | 7,286,721 | | | | | | 1.3 | | |
| | | | | | | | | | | | 35,374,080 | | | | | | 6.3 | | |
| | | | | | | Utilities: 1.6% | | ||||||||||||
| | | 735,000 (1) | | | | Calpine Corp., 5.250%, 06/01/2026 | | | | | 712,031 | | | | | | 0.1 | | |
| | | 2,450,000 (2) | | | | Calpine Corp., 5.375%-5.750%, 01/15/2023-01/15/2025 | | | | | 2,279,449 | | | | | | 0.4 | | |
| | | 1,500,000 (1) | | | | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/2023 | | | | | 1,548,750 | | | | | | 0.3 | | |
| | | 840,000 (1) | | | | NRG Energy, Inc., 5.750%, 01/15/2028 | | | | | 823,200 | | | | | | 0.1 | | |
| | | 2,675,000 | | | | NRG Energy, Inc., 6.250%-7.250%, 07/15/2022-01/15/2027 | | | | | 2,769,975 | | | | | | 0.5 | | |
| | | 1,000,000 | | | | Other Securities | | | | | 1,087,500 | | | | | | 0.2 | | |
| | | | | | | | | | | | 9,220,905 | | | | | | 1.6 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $547,781,173) | | | | | 546,276,085 | | | | | | 97.1 | | |
| BANK LOANS: 0.3% | | ||||||||||||||||||
| | | | | | | Healthcare – Services: 0.3% | | ||||||||||||
| | | 1,217,179 | | | | Kindred Healthcare, Inc., 5.645%, (US0003M + 3.500%), 04/09/2021 | | | | | 1,222,676 | | | | | | 0.3 | | |
| | | | | | | Total Bank Loans (Cost $1,214,968) | | | | | 1,222,676 | | | | | | 0.3 | | |
|
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: —% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: —% | | ||||||||||||
| | | 195 | (5)(8) | | Other Securities | | | | | — | | | | | | — | | | |
| | | | | | | Total Common Stock (Cost $7,957) | | | | | — | | | | | | — | | |
| | | | | | | Total Long-Term Investments (Cost $549,004,098) | | | | | 547,498,761 | | | | | | 97.4 | | |
|
Voya High Yield Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 6.8% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(9): 5.2% | | ||||||||||||
| | | 6,928,561 | | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 03/29/18, 1.80%, due 04/02/18 (Repurchase Amount $6,929,928, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $7,067,132, due 03/31/18-02/20/68) | | | | $$ | 6,928,561 | | | | | | 1.2 | | |
| | | 6,928,561 | | | | Daiwa Capital Markets, Repurchase Agreement dated 03/29/18, 1.81%, due 04/02/18 (Repurchase Amount $6,929,935, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $7,067,132, due 04/30/18-12/01/51) | | | | | 6,928,561 | | | | | | 1.3 | | |
| | | 6,928,561 | | | | Jefferies LLC, Repurchase Agreement dated 03/29/18, 1.82%, due 04/02/18 (Repurchase Amount $6,929,943, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-6.250%, Market Value plus accrued interest $7,067,164, due 04/17/18-07/15/32) | | | | | 6,928,561 | | | | | | 1.2 | | |
| | | 1,457,147 | | | | Merrill Lynch & Co., Inc., Repurchase Agreement dated 03/29/18, 1.80%, due 04/02/18 (Repurchase Amount $1,457,434, collateralized by various U.S. Government Securities, 0.000%-6.000%, Market Value plus accrued interest $1,486,290, due 10/31/23-09/09/49) | | | | | 1,457,147 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(9) (continued) | | ||||||||||||
| | | 6,928,561 | | | | Nomura Securities, Repurchase Agreement dated 03/29/18, 1.82%, due 04/02/18 (Repurchase Amount $6,929,943, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.500%, Market Value plus accrued interest $7,067,132, due 04/02/18-02/20/68) | | | | $ | 6,928,561 | | | | | | 1.2 | | |
| | | | | | | | | | | | 29,171,391 | | | | | | 5.2 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 1.6% | | ||||||||||||
| | | 9,295,000 (10) | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.550% (Cost $9,295,000) | | | | | 9,295,000 | | | | | | 1.6 | | |
| | | | | | | Total Short-Term Investments (Cost $38,466,391) | | | | | 38,466,391 | | | | | | 6.8 | | |
| | | | | | | Total Investments in Securities (Cost $587,470,489) | | | | $ | 585,965,152 | | | | | | 104.2 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (23,362,860) | | | | | | (4.2) | | |
| | | | | | | Net Assets | | | | $ | 562,602,292 | | | | | | 100.0 | | |
|
Voya High Yield Bond Fund | as of March 31, 2018 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at March 31, 2018 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||
Consumer Discretionary | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Total Common Stock | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Corporate Bonds/Notes | | | | | — | | | | | | 546,276,085 | | | | | | — | | | | | | 546,276,085 | | |
Bank Loans | | | | | — | | | | | | 1,222,676 | | | | | | — | | | | | | 1,222,676 | | |
Short-Term Investments | | | | | 9,295,000 | | | | | | 29,171,391 | | | | | | — | | | | | | 38,466,391 | | |
Total Investments, at fair value | | | | $ | 9,295,000 | | | | | $ | 576,670,152 | | | | | $ | — | | | | | $ | 585,965,152 | | |
|
| Cost for federal income tax purposes was $587,519,749. | | | |||||
| Net unrealized depreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 13,233,658 | | |
| Gross Unrealized Depreciation | | | | | (14,788,255) | | |
| Net Unrealized Depreciation | | | | $ | (1,554,597) | | |
|
Voya Intermediate Bond Fund | as of March 31, 2018 |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 32.7% | | ||||||||||||||||||
| | | | | | | Basic Materials: 0.8% | | ||||||||||||
| | | 2,746,000 (1) | | | | Anglo American Capital PLC, 4.875%, 05/14/2025 | | | | $ | 2,816,014 | | | | | | 0.1 | | |
| | | 2,250,000 (1) | | | | Braskem Netherlands Finance BV, 4.500%, 01/10/2028 | | | | | 2,192,962 | | | | | | 0.0 | | |
| | | 1,200,000 (1) | | | | Corp Nacional del Cobre de Chile, 4.500%, 09/16/2025 | | | | | 1,251,910 | | | | | | 0.0 | | |
| | | 1,897,000 (1) | | | | Georgia-Pacific LLC, 2.539%, 11/15/2019 | | | | | 1,885,763 | | | | | | 0.0 | | |
| | | 1,960,000 (1) | | | | Georgia-Pacific LLC, 3.163%, 11/15/2021 | | | | | 1,960,075 | | | | | | 0.1 | | |
| | | 1,360,000 (1) | | | | Georgia-Pacific LLC, 3.734%, 07/15/2023 | | | | | 1,387,097 | | | | | | 0.0 | | |
| | | 30,473,000 | | | | Other Securities | | | | | 31,321,751 | | | | | | 0.6 | | |
| | | | | | | | | | | | 42,815,572 | | | | | | 0.8 | | |
| | | | | | | Communications: 4.3% | | ||||||||||||
| | | 5,165,000 (1) | | | | Altice Financing SA, 6.625%, 02/15/2023 | | | | | 5,126,262 | | | | | | 0.1 | | |
| | | 4,173,000 (1) | | | | Amazon.com, Inc., 4.050%, 08/22/2047 | | | | | 4,160,061 | | | | | | 0.1 | | |
| | | 9,711,000 (1) | | | | AT&T, Inc., 4.300%, 02/15/2030 | | | | | 9,685,089 | | | | | | 0.2 | | |
| | | 3,275,000 (1) | | | | AT&T, Inc., 5.150%, 11/15/2046 | | | | | 3,354,067 | | | | | | 0.0 | | |
| | | 23,908,000 | | | | AT&T, Inc., 4.125%-5.450%, 02/17/2026-02/14/2050 | | | | | 24,314,618 | | | | | | 0.5 | | |
| | | 4,000,000 (1) | | | | CBS Corp., 3.700%, 06/01/2028 | | | | | 3,815,074 | | | | | | 0.1 | | |
| | | 3,910,000 (1) | | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | | | | | 3,721,929 | | | | | | 0.1 | | |
| | | 10,150,000 | | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.579%, 07/23/2020 | | | | | 10,182,673 | | | | | | 0.2 | | |
| | | 12,312,000 | | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.750%-4.908%, 07/23/2022-02/15/2028 | | | | | 12,155,446 | | | | | | 0.2 | | |
| | | 2,725,000 (1) | | | | CommScope Technologies LLC, 5.000%, 03/15/2027 | | | | | 2,595,562 | | | | | | 0.0 | | |
| | | 638,000 (1) | | | | Cox Communications, Inc., 2.950%, 06/30/2023 | | | | | 615,616 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Communications (continued) | | ||||||||||||
| | | 9,365,000 (1) | | | | NBCUniversal Enterprise, Inc., 5.250%, 12/31/2199 | | | | $ | 9,739,600 | | | | | | 0.2 | | |
| | | 5,920,000 | | | | NBCUniversal Media LLC, 5.150%, 04/30/2020 | | | | | 6,180,170 | | | | | | 0.1 | | |
| | | 3,450,000 | (1)(2) | | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | | | | | 3,217,125 | | | | | | 0.1 | | | |
| | | 3,000,000 | (1)(2) | | Sinclair Television Group, Inc., 5.625%, 08/01/2024 | | | | | 2,985,000 | | | | | | 0.0 | | | |
| | | 2,225,000 (1) | | | | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | | | | | 2,102,625 | | | | | | 0.0 | | |
| | | 2,880,000 (1) | | | | Sirius XM Radio, Inc., 5.375%, 04/15/2025 | | | | | 2,865,600 | | | | | | 0.1 | | |
| | | 4,010,000 (1) | | | | Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC, 5.152%, 09/20/2029 | | | | | 4,040,075 | | | | | | 0.1 | | |
| | | 3,420,000 (1) | | | | Tencent Holdings Ltd., 2.985%, 01/19/2023 | | | | | 3,334,015 | | | | | | 0.0 | | |
| | | 5,815,000 | (1)(2) | | Univision Communications, Inc., 5.125%, 02/15/2025 | | | | | 5,437,025 | | | | | | 0.1 | | | |
| | | 10,674,000 | | | | Verizon Communications, Inc., 4.812%, 03/15/2039 | | | | | 10,939,157 | | | | | | 0.2 | | |
| | | 13,667,000 | | | | Verizon Communications, Inc., 3.000%-4.862%, 11/01/2021-08/21/2046 | | | | | 13,788,335 | | | | | | 0.2 | | |
| | | 93,670,000 (3) | | | | Other Securities | | | | | 93,887,604 | | | | | | 1.7 | | |
| | | | | | | | | | | | 238,242,728 | | | | | | 4.3 | | |
| | | | | | | Consumer, Cyclical: 3.1% | | ||||||||||||
| | | 5,315,000 (1) | | | | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | | | | | 5,087,518 | | | | | | 0.1 | | |
| | | 2,500,000 (1) | | | | British Airways 2018-1 Class AA Pass Through Trust, 3.800%, 03/20/2033 | | | | | 2,526,500 | | | | | | 0.0 | | |
| | | 5,195,000 (1) | | | | CRC Escrow Issuer LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | | | | | 4,993,330 | | | | | | 0.1 | | |
| | | 5,130,000 (1) | | | | Daimler Finance North America LLC, 2.300%, 02/12/2021 | | | | | 5,004,649 | | | | | | 0.1 | | |
| | | 2,115,000 (1) | | | | Dana Financing Luxembourg Sarl, 5.750%, 04/15/2025 | | | | | 2,159,944 | | | | | | 0.0 | | |
| | | 2,895,000 (1) | | | | Dana Financing Luxembourg Sarl, 6.500%, 06/01/2026 | | | | | 3,018,037 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | | 5,059,000 (1) | | | | Lennar Corp., 4.750%, 11/29/2027 | | | | $ | 4,869,288 | | | | | | 0.1 | | |
| | | 5,030,000 (1) | | | | Nissan Motor Acceptance Corp., 2.600%, 09/28/2022 | | | | | 4,877,645 | | | | | | 0.1 | | |
| | | 1,605,000 (1) | | | | Six Flags Entertainment Corp., 4.875%, 07/31/2024 | | | | | 1,566,881 | | | | | | 0.0 | | |
| | | 5,920,000 (1) | | | | Six Flags Entertainment Corp., 5.500%, 04/15/2027 | | | | | 5,875,600 | | | | | | 0.1 | | |
| | | 4,730,000 (1) | | | | Volkswagen Group of America Finance LLC, 2.400%, 05/22/2020 | | | | | 4,666,554 | | | | | | 0.1 | | |
| | | 4,990,000 | (1)(2) | | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp., 5.500%, 03/01/2025 | | | | | 5,027,425 | | | | | | 0.1 | | | |
| | | 4,670,000 (1) | | | | ZF North America Capital, Inc., 4.000%, 04/29/2020 | | | | | 4,722,538 | | | | | | 0.1 | | |
| | | 117,396,462 (3) | | | | Other Securities | | | | | 116,349,051 | | | | | | 2.1 | | |
| | | | | | | | | | | | 170,744,960 | | | | | | 3.1 | | |
| | | | | | | Consumer, Non-cyclical: 5.0% | | ||||||||||||
| | | 4,589,000 | | | | Anheuser-Busch InBev Finance, Inc., 4.700%, 02/01/2036 | | | | | 4,863,545 | | | | | | 0.1 | | |
| | | 9,613,000 | | | | Anheuser-Busch InBev Finance, Inc., 4.900%, 02/01/2046 | | | | | 10,390,055 | | | | | | 0.2 | | |
| | | 6,425,000 | | | | Anheuser-Busch InBev Worldwide, Inc., 4.000%-4.439%, 04/13/2028-10/06/2048 | | | | | 6,501,846 | | | | | | 0.1 | | |
| | | 3,580,000 (1) | | | | BAT Capital Corp., 3.222%, 08/15/2024 | | | | | 3,454,963 | | | | | | 0.1 | | |
| | | 6,619,000 (1) | | | | BAT Capital Corp., 3.557%, 08/15/2027 | | | | | 6,342,470 | | | | | | 0.1 | | |
| | | 2,938,000 (1) | | | | BAT Capital Corp., 4.540%, 08/15/2047 | | | | | 2,912,907 | | | | | | 0.0 | | |
| | | 5,270,000 (1) | | | | BAT International Finance PLC, 2.750%, 06/15/2020 | | | | | 5,227,098 | | | | | | 0.1 | | |
| | | 2,710,000 (1) | | | | Bayer US Finance LLC, 3.000%, 10/08/2021 | | | | | 2,682,076 | | | | | | 0.1 | | |
| | | 2,615,000 (1) | | | | Brink’s Co/The, 4.625%, 10/15/2027 | | | | | 2,431,950 | | | | | | 0.0 | | |
| | | 27,310,000 | | | | CVS Health Corp., 3.125%-5.125%, 03/09/2020-07/20/2045 | | | | | 27,719,075 | | | | | | 0.5 | | |
| | | 2,600,000 (1) | | | | Hill-Rom Holdings, Inc., 5.000%, 02/15/2025 | | | | | 2,590,250 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 1,385,000 (1) | | | | IHS Markit Ltd, 4.000%, 03/01/2026 | | | | $ | 1,336,525 | | | | | | 0.0 | | |
| | | 3,430,000 (1) | | | | Imperial Brands Finance PLC, 2.950%, 07/21/2020 | | | | | 3,406,844 | | | | | | 0.1 | | |
| | | 2,290,000 (1) | | | | Imperial Brands Finance PLC, 3.750%, 07/21/2022 | | | | | 2,300,469 | | | | | | 0.0 | | |
| | | 5,475,000 (1) | | | | JBS USA LUX SA / JBS USA Finance, Inc., 5.750%, 06/15/2025 | | | | | 5,132,813 | | | | | | 0.1 | | |
| | | 8,470,000 (1) | | | | Post Holdings, Inc., 5.000%, 08/15/2026 | | | | | 8,067,675 | | | | | | 0.2 | | |
| | | 3,000,000 (1) | | | | Universal Health Services, Inc., 4.750%, 08/01/2022 | | | | | 3,054,436 | | | | | | 0.1 | | |
| | | 1,000,000 (1) | | | | Valeant Pharmaceuticals International, Inc., 5.625%, 12/01/2021 | | | | | 958,750 | | | | | | 0.0 | | |
| | | 915,000 | (1)(2) | | Valeant Pharmaceuticals International, 7.250%, 07/15/2022 | | | | | 918,431 | | | | | | 0.0 | | | |
| | | 1,790,000 (1) | | | | Wm Wrigley Jr Co., 2.400%, 10/21/2018 | | | | | 1,787,955 | | | | | | 0.0 | | |
| | | 173,054,000 (3) | | | | Other Securities | | | | | 170,866,605 | | | | | | 3.1 | | |
| | | | | | | | | | | | 272,946,738 | | | | | | 5.0 | | |
| | | | | | | Energy: 3.8% | | ||||||||||||
| | | 5,565,000 (1) | | | | Continental Resources, Inc./OK, 4.375%, 01/15/2028 | | | | | 5,432,831 | | | | | | 0.1 | | |
| | | 400,000 (1) | | | | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | | | | | 385,544 | | | | | | 0.0 | | |
| | | 2,570,000 (1) | | | | Hess Infrastructure Partners L.P. / Hess Infrastructure Partners Finance Corp., 5.625%, 02/15/2026 | | | | | 2,537,875 | | | | | | 0.0 | | |
| | | 3,880,000 | | | | Kinder Morgan Energy Partners L.P., 4.250%-5.400%, 05/01/2024-09/01/2044 | | | | | 3,922,471 | | | | | | 0.1 | | |
| | | 10,598,000 | | | | Kinder Morgan, Inc. / DE, 4.300%-5.550%, 06/01/2025-06/01/2045 | | | | | 10,872,846 | | | | | | 0.2 | | |
| | | 4,000,000 (1) | | | | Petroleos del Peru SA, 4.750%, 06/19/2032 | | | | | 3,908,400 | | | | | | 0.1 | | |
| | | 5,175,000 (1) | | | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | | | | | 5,226,750 | | | | | | 0.1 | | |
| | | 177,096,001 (3) | | | | Other Securities | | | | | 177,601,520 | | | | | | 3.2 | | |
| | | | | | | | | | | | 209,888,237 | | | | | | 3.8 | | |
Voya Intermediate Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial: 9.1% | | ||||||||||||
| | | 12,511,000 | | | | Athene Holding Ltd., 4.125%, 01/12/2028 | | | | $ | 12,021,131 | | | | | | 0.2 | | |
| | | 1,163,000 (1) | | | | Australia & New Zealand Banking Group Ltd., 4.400%, 05/19/2026 | | | | | 1,169,252 | | | | | | 0.0 | | |
| | | 400,000 (1) | | | | Banco de Reservas de la Republica Dominicana, 7.000%, 02/01/2023 | | | | | 420,000 | | | | | | 0.0 | | |
| | | 6,000,000 (1) | | | | Bank of America Corp., 3.419%, 12/20/2028 | | | | | 5,750,310 | | | | | | 0.1 | | |
| | | 30,652,000 | | | | Bank of America Corp., 3.550%-4.250%, 03/05/2024-03/05/2029 | | | | | 30,612,713 | | | | | | 0.6 | | |
| | | 6,210,000 (1) | | | | BNP Paribas SA, 3.500%, 03/01/2023 | | | | | 6,174,759 | | | | | | 0.1 | | |
| | | 5,740,000 (1) | | | | BNP Paribas SA, 4.375%, 03/01/2033 | | | | | 5,621,412 | | | | | | 0.1 | | |
| | | 5,019,000 | (1)(2) | | BNP Paribas SA, 5.125%, 12/31/2199 | | | | | 4,639,438 | | | | | | 0.1 | | | |
| | | 20,786,000 | | | | Citigroup, Inc., 2.876%-5.500%, 07/24/2023-07/25/2028 | | | | | 20,917,157 | | | | | | 0.4 | | |
| | | 1,147,000 (1) | | | | Citizens Financial Group, Inc., 4.150%, 09/28/2022 | | | | | 1,161,004 | | | | | | 0.0 | | |
| | | 2,330,000 (1) | | | | Commerzbank AG, 8.125%, 09/19/2023 | | | | | 2,716,165 | | | | | | 0.1 | | |
| | | 1,872,000 (1) | | | | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 11.000%, 12/31/2199 | | | | | 2,054,071 | | | | | | 0.0 | | |
| | | 6,090,000 (1) | | | | Credit Agricole SA/ London, 2.375%, 07/01/2021 | | | | | 5,917,942 | | | | | | 0.1 | | |
| | | 6,068,000 (1) | | | | Credit Suisse AG, 6.500%, 08/08/2023 | | | | | 6,610,940 | | | | | | 0.1 | | |
| | | 4,759,000 (1) | | | | Credit Suisse Group AG, 3.574%, 01/09/2023 | | | | | 4,733,687 | | | | | | 0.1 | | |
| | | 1,170,000 (1) | | | | Credit Suisse Group AG, 3.869%, 01/12/2029 | | | | | 1,133,844 | | | | | | 0.0 | | |
| | | 1,441,000 (1) | | | | Credit Suisse Group AG, 4.282%, 01/09/2028 | | | | | 1,444,399 | | | | | | 0.1 | | |
| | | 5,660,000 | | | | Credit Suisse Group Funding Guernsey Ltd., 3.450%-3.800%, 04/16/2021-09/15/2022 | | | | | 5,685,410 | | | | | | 0.1 | | |
| | | 7,675,000 (1) | | | | ESH Hospitality, Inc., 5.250%, 05/01/2025 | | | | | 7,485,427 | | | | | | 0.1 | | |
| | | 3,310,000 (1) | | | | Federation des Caisses Desjardins du Quebec, 2.250%, 10/30/2020 | | | | | 3,245,777 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 7,679,000 | | | | Goldman Sachs Group, Inc./The, 2.625%-3.500%, 04/25/2021-11/16/2026 | | | | $ | 7,440,629 | | | | | | 0.2 | | |
| | | 11,957,000 | | | | Goldman Sachs Group, Inc., 2.600%-6.750%, 04/23/2020-05/22/2045 | | | | | 12,367,049 | | | | | | 0.2 | | |
| | | 2,100,000 (1) | | | | Guardian Life Insurance Co. of America/The, 4.850%, 01/24/2077 | | | | | 2,165,764 | | | | | | 0.1 | | |
| | | 1,763,000 (1) | | | | HBOS PLC, 6.750%, 05/21/2018 | | | | | 1,772,284 | | | | | | 0.0 | | |
| | | 1,001,000 (1) | | | | HSBC Bank PLC, 4.125%, 08/12/2020 | | | | | 1,023,053 | | | | | | 0.0 | | |
| | | 2,010,000 (1) | | | | ING Bank NV, 2.000%, 11/26/2018 | | | | | 2,002,088 | | | | | | 0.0 | | |
| | | 1,037,000 (1) | | | | International Lease Finance Corp., 7.125%, 09/01/2018 | | | | | 1,054,376 | | | | | | 0.0 | | |
| | | 5,595,000 (1) | | | | Iron Mountain, Inc., 5.250%, 03/15/2028 | | | | | 5,294,269 | | | | | | 0.1 | | |
| | | 35,571,000 | | | | JPMorgan Chase & Co., 2.550%-4.625%, 10/29/2020-12/31/2199 | | | | | 34,850,916 | | | | | | 0.6 | | |
| | | 433,000 (1) | | | | Liberty Mutual Group, Inc., 4.850%, 08/01/2044 | | | | | 450,708 | | | | | | 0.0 | | |
| | | 9,620,000 (1) | | | | Macquarie Group Ltd, 3.189%, 11/28/2023 | | | | | 9,286,475 | | | | | | 0.1 | | |
| | | 4,027,000 (1) | | | | Macquarie Group Ltd, 3.763%, 11/28/2028 | | | | | 3,810,818 | | | | | | 0.1 | | |
| | | 5,080,000 (1) | | | | Mizuho Financial Group, Inc., 2.632%, 04/12/2021 | | | | | 4,980,578 | | | | | | 0.1 | | |
| | | 27,982,000 | | | | Morgan Stanley, 2.750%-4.000%, 05/19/2022-01/24/2029 | | | | | 27,314,762 | | | | | | 0.5 | | |
| | | 6,990,000 (1) | | | | Nationwide Building Society, 2.350%, 01/21/2020 | | | | | 6,900,704 | | | | | | 0.1 | | |
| | | 5,132,000 (1) | | | | Nationwide Building Society, 4.302%, 03/08/2029 | | | | | 5,123,435 | | | | | | 0.1 | | |
| | | 11,000,000 (1) | | | | New York Life Global Funding, 3.000%, 01/10/2028 | | | | | 10,483,520 | | | | | | 0.2 | | |
| | | 1,345,000 (1) | | | | Nordea Bank AB, 6.125%, 12/31/2199 | | | | | 1,395,437 | | | | | | 0.0 | | |
| | | 5,575,000 (1) | | | | Quicken Loans, Inc., 5.250%, 01/15/2028 | | | | | 5,226,563 | | | | | | 0.1 | | |
| | | 1,500,000 (1) | | | | Santander UK Group Holdings PLC, 5.625%, 09/15/2045 | | | | | 1,661,636 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 4,156,000 (1) | | | | Societe Generale SA, 2.625%, 09/16/2020 | | | | $ | 4,100,811 | | | | | | 0.1 | | |
| | | 2,550,000 (1) | | | | Standard Chartered PLC, 3.885%, 03/15/2024 | | | | | 2,530,434 | | | | | | 0.1 | | |
| | | 5,808,000 | (1)(2) | | Standard Chartered PLC, 4.300%, 02/19/2027 | | | | | 5,695,145 | | | | | | 0.1 | | | |
| | | 5,910,000 (1) | | | | Suncorp-Metway Ltd, 2.375%, 11/09/2020 | | | | | 5,788,745 | | | | | | 0.1 | | |
| | | 2,000,000 (1) | | | | Turkiye Vakiflar Bankasi TAO, 5.750%, 01/30/2023 | | | | | 1,951,536 | | | | | | 0.0 | | |
| | | 4,260,000 (1) | | | | UBS AG/London, 2.450%, 12/01/2020 | | | | | 4,185,872 | | | | | | 0.1 | | |
| | | 4,990,000 (1) | | | | UniCredit SpA, 5.861%, 06/19/2032 | | | | | 5,078,373 | | | | | | 0.1 | | |
| | | 13,272,000 | | | | Wells Fargo & Co., 3.584%-4.750%, 06/03/2026-12/07/2046 | | | | | 13,202,440 | | | | | | 0.3 | | |
| | | 182,502,010 (3) | | | | Other Securities | | | | | 181,735,018 | | | | | | 3.3 | | |
| | | | | | | | | | | | 498,388,276 | | | | | | 9.1 | | |
| | | | | | | Industrial: 1.6% | | ||||||||||||
| | | 4,270,000 (1) | | | | Aviation Capital Group LLC, 2.875%, 01/20/2022 | | | | | 4,184,524 | | | | | | 0.1 | | |
| | | 6,385,000 (1) | | | | CRH America Finance, Inc., 3.950%, 04/04/2028 | | | | | 6,373,406 | | | | | | 0.1 | | |
| | | 1,000,000 (1) | | | | Empresa de Transporte de Pasajeros Metro SA, 5.000%, 01/25/2047 | | | | | 1,035,000 | | | | | | 0.0 | | |
| | | 600,000 (1) | | | | Kazakhstan Temir Zholy Finance BV, 6.950%, 07/10/2042 | | | | | 672,624 | | | | | | 0.0 | | |
| | | 5,190,000 | (1)(2) | | Novelis Corp., 5.875%, 09/30/2026 | | | | | 5,125,125 | | | | | | 0.1 | | | |
| | | 2,190,000 (1) | | | | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/2023 | | | | | 2,270,756 | | | | | | 0.0 | | |
| | | 2,570,000 (1) | | | | SMBC Aviation Capital Finance DAC, 2.650%, 07/15/2021 | | | | | 2,504,967 | | | | | | 0.0 | | |
| | | 5,055,000 (1) | | | | Standard Industries, Inc./NJ, 5.000%, 02/15/2027 | | | | | 4,919,475 | | | | | | 0.1 | | |
| | | 16,181,000 | | | | United Parcel Service, Inc., 2.050%-3.050%, 04/01/2021-11/15/2027 | | | | | 15,659,118 | | | | | | 0.3 | | |
| | | 47,724,000 | | | | Other Securities | | | | | 47,512,144 | | | | | | 0.9 | | |
| | | | | | | | | | | | 90,257,139 | | | | | | 1.6 | | |
| | | | | | | Technology: 2.2% | | ||||||||||||
| | | 44,945,000 (2) | | | | Apple, Inc., 2.000%-4.650%, 11/13/2020-11/13/2047 | | | | | 44,648,397 | | | | | | 0.8 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Technology (continued) | | ||||||||||||
| | | 1,608,000 (1) | | | | Dell International LLC / EMC Corp., 4.420%, 06/15/2021 | | | | $ | 1,650,331 | | | | | | 0.0 | | |
| | | 7,406,000 (1) | | | | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | | | | | 7,856,524 | | | | | | 0.2 | | |
| | | 4,880,000 (1) | | | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | | | | 5,260,797 | | | | | | 0.1 | | |
| | | 4,935,000 (1) | | | | First Data Corp., 5.750%, 01/15/2024 | | | | | 4,984,350 | | | | | | 0.1 | | |
| | | 14,038,000 | | | | Microsoft Corp., 3.700%-4.450%, 11/03/2045-02/06/2047 | | | | | 14,845,224 | | | | | | 0.3 | | |
| | | 39,238,000 | | | | Other Securities | | | | | 39,036,345 | | | | | | 0.7 | | |
| | | | | | | | | | | | 118,281,968 | | | | | | 2.2 | | |
| | | | | | | Utilities: 2.8% | | ||||||||||||
| | | 8,500,000 (1) | | | | American Transmission Systems, Inc., 5.000%, 09/01/2044 | | | | | 9,584,493 | | | | | | 0.2 | | |
| | | 4,000,000 (1) | | | | Berkshire Hathaway Energy Co., 3.800%, 07/15/2048 | | | | | 3,822,244 | | | | | | 0.1 | | |
| | | 5,315,000 (1) | | | | Calpine Corp., 5.250%, 06/01/2026 | | | | | 5,148,906 | | | | | | 0.1 | | |
| | | 2,166,000 (1) | | | | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | | | | | 2,073,389 | | | | | | 0.0 | | |
| | | 1,400,000 (1) | | | | Comision Federal de Electricidad, 4.750%, 02/23/2027 | | | | | 1,408,750 | | | | | | 0.0 | | |
| | | 7,300,000 (1) | | | | Enel Finance International NV, 3.500%, 04/06/2028 | | | | | 6,841,950 | | | | | | 0.1 | | |
| | | 12,000,000 | | | | Eversource Energy, 3.300%, 01/15/2028 | | | | | 11,578,110 | | | | | | 0.2 | | |
| | | 4,199,000 (1) | | | | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | | | | | 4,326,268 | | | | | | 0.1 | | |
| | | 490,000 | (1)(2) | | NRG Energy, Inc., 5.750%, 01/15/2028 | | | | | 480,200 | | | | | | 0.0 | | | |
| | | 2,780,000 (1) | | | | Pacific Gas & Electric Co., 3.300%, 12/01/2027 | | | | | 2,634,294 | | | | | | 0.1 | | |
| | | 2,050,000 (1) | | | | Perusahaan Listrik Negara PT, 4.125%, 05/15/2027 | | | | | 1,976,125 | | | | | | 0.0 | | |
| | | 102,711,000 | | | | Other Securities | | | | | 103,007,729 | | | | | | 1.9 | | |
| | | | | | | | | | | | 152,882,458 | | | | | | 2.8 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $1,825,331,669) | | | | | 1,794,448,076 | | | | | | 32.7 | | |
|
Voya Intermediate Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: 11.5% | | ||||||||||||||||||
| | | 2,808,625 | | | | Alternative Loan Trust 2004-J7 MI, 2.892%, (US0001M + 1.020%), 10/25/2034 | | | | $ | 2,525,376 | | | | | | 0.1 | | |
| | | 3,823,036 | | | | Alternative Loan Trust 2005-10CB 1A1, 2.372%, (US0001M + 0.500%), 05/25/2035 | | | | | 3,411,496 | | | | | | 0.1 | | |
| | | 3,211,519 | | | | Alternative Loan Trust 2005-51 3A2A, 2.573%, (12MTA + 1.290%), 11/20/2035 | | | | | 3,113,403 | | | | | | 0.1 | | |
| | | 992,108 | | | | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/2035 | | | | | 924,512 | | | | | | 0.0 | | |
| | | 1,236,874 | | | | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035 | | | | | 1,190,404 | | | | | | 0.0 | | |
| | | 2,272,990 | | | | Alternative Loan Trust 2005-J2 1A12, 2.272%, (US0001M + 0.400%), 04/25/2035 | | | | | 2,021,523 | | | | | | 0.0 | | |
| | | 1,003,323 | | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | | | | | 810,091 | | | | | | 0.0 | | |
| | | 230,258 | | | | Alternative Loan Trust 2006-18CB A10, 2.272%, (US0001M + 0.400%), 07/25/2036 | | | | | 161,275 | | | | | | 0.0 | | |
| | | 1,409,224 | | | | Alternative Loan Trust 2006-19CB A28, 2.472%, (US0001M + 0.600%), 08/25/2036 | | | | | 1,057,313 | | | | | | 0.0 | | |
| | | 1,373,718 | | | | Alternative Loan Trust 2006-HY11 A1, 1.992%, (US0001M + 0.120%), 06/25/2036 | | | | | 1,255,216 | | | | | | 0.0 | | |
| | | 1,493,295 | | | | Alternative Loan Trust 2007-23CB A3, 2.372%, (US0001M + 0.500%), 09/25/2037 | | | | | 995,196 | | | | | | 0.0 | | |
| | | 3,805,070 | | | | Alternative Loan Trust 2007-2CB 2A1, 2.472%, (US0001M + 0.600%), 03/25/2037 | | | | | 2,690,211 | | | | | | 0.1 | | |
| | | 1,510,268 | | | | Alternative Loan Trust 2007-3T1 1A11, 6.000%, 04/25/2037 | | | | | 1,161,783 | | | | | | 0.0 | | |
| | | 1,369,230 | | | | Alternative Loan Trust 2007-8CB A3, 2.372%, (US0001M + 0.500%), 05/25/2037 | | | | | 954,192 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,037,104 | | | | American Home Mortgage Assets Trust 2007-4 A4, 2.162%, (US0001M + 0.290%), 08/25/2037 | | | | $ | 1,832,620 | | | | | | 0.0 | | |
| | | 115,214 | (1)(4) | | Angel Oak Mortgage Trust LLC 2015-1 A, 4.500%, 11/25/2045 | | | | | 114,905 | | | | | | 0.0 | | | |
| | | 1,391,278 | | | | Banc of America Funding 2007-2 1A16 Trust, 2.472%, (US0001M + 0.600%), 03/25/2037 | | | | | 1,130,973 | | | | | | 0.0 | | |
| | | 1,462,088 (5) | | | | Banc of America Mortgage 2007-2 A8 Trust, 6.000%, 05/25/2037 | | | | | 271,473 | | | | | | 0.0 | | |
| | | 2,242,766 | | | | Bear Stearns ALT-A Trust 2005-4 23A1, 3.688%, 05/25/2035 | | | | | 2,263,964 | | | | | | 0.0 | | |
| | | 2,892,417 | | | | Bear Stearns ALT-A Trust 2005-7 21A1, 3.684%, 09/25/2035 | | | | | 2,942,107 | | | | | | 0.1 | | |
| | | 5,561,809 | | | | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 2.062%, (US0001M + 0.190%), 01/25/2037 | | | | | 5,266,318 | | | | | | 0.1 | | |
| | | 710,854 (1) | | | | Bellemeade Re Ltd. 2015-1A M2, 6.172%, (US0001M + 4.300%), 07/25/2025 | | | | | 723,619 | | | | | | 0.0 | | |
| | | 2,007,961 | | | | Citicorp Mortgage Securities Trust Series 2006-3 1A4, 6.000%, 06/25/2036 | | | | | 2,034,451 | | | | | | 0.0 | | |
| | | 2,513,630 | | | | Citigroup Mortgage Loan Trust 2006-AR9 2A, 3.743%, 11/25/2036 | | | | | 2,202,323 | | | | | | 0.1 | | |
| | | 917,249 | | | | Citigroup Mortgage Loan Trust 2007-10 22AA, 3.465%, 09/25/2037 | | | | | 867,806 | | | | | | 0.0 | | |
| | | 2,811,000 (1) | | | | Citigroup Mortgage Loan Trust 2010-7 3A5, 5.500%, 12/25/2035 | | | | | 2,947,931 | | | | | | 0.1 | | |
| | | 1,683,613 (1) | | | | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058 | | | | | 1,755,188 | | | | | | 0.0 | | |
| | | 2,869,000 (1) | | | | COLT 2018-1 M1 Mortgage Loan Trust, 3.661%, 02/25/2048 | | | | | 2,876,119 | | | | | | 0.1 | | |
| | | 697,953 | | | | Countrywide Alternative Loan Trust 2005-53T2 2A6, 2.372%, (US0001M + 0.500%), 11/25/2035 | | | | | 431,603 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 7,750,000 | | | | Countrywide Asset-Backed Certificates 2005-IM1 M1, 2.592%, (US0001M + 0.720%), 11/25/2035 | | | | $ | 7,645,311 | | | | | | 0.2 | | |
| | | 2,666,090 (1) | | | | CSMC Series 2008-2R 1A1, 6.000%, 07/25/2037 | | | | | 2,506,895 | | | | | | 0.1 | | |
| | | 1,360,000 (1) | | | | Deephaven Residential Mortgage Trust 2018-1A M1, 3.939%, 12/25/2057 | | | | | 1,363,327 | | | | | | 0.0 | | |
| | | 119,317,643 (5) | | | | Deutsche ALT-A Securities, Inc. ALT 07-AB1 X, 1.065%, 04/25/2037 | | | | | 4,748,866 | | | | | | 0.1 | | |
| | | 2,575,800 | | | | DSLA Mortgage Loan Trust 2005-AR4 2A1B, 2.088%, (US0001M + 0.280%), 08/19/2045 | | | | | 2,249,776 | | | | | | 0.0 | | |
| | | 6,361,143 (5) | | | | Fannie Mae 2008-12 SC, 4.479%, (-1.000*US0001M + 6.350%), 03/25/2038 | | | | | 936,425 | | | | | | 0.0 | | |
| | | 7,640,562 | | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | | | | | 8,243,728 | | | | | | 0.2 | | |
| | | 1,307,229 | | | | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | | | | | 1,285,362 | | | | | | 0.0 | | |
| | | 4,919,751 | | | | Fannie Mae 2012-66 EP, 4.000%, 06/25/2042 | | | | | 5,099,097 | | | | | | 0.1 | | |
| | | 6,534,000 | | | | Fannie Mae 2013-116 UB, 4.000%, 11/25/2043 | | | | | 6,745,009 | | | | | | 0.1 | | |
| | | 4,297,786 | | | | Fannie Mae 2013-20 DL, 4.000%, 03/25/2033 | | | | | 4,484,686 | | | | | | 0.1 | | |
| | | 37,966,878 (5) | | | | Fannie Mae 2016-82 SD, 4.179%, (-1.000*US0001M + 6.050%), 11/25/2046 | | | | | 5,581,332 | | | | | | 0.1 | | |
| | | 9,022,127 | | | | Fannie Mae 2016-88 EA, 3.500%, 01/25/2045 | | | | | 9,079,159 | | | | | | 0.2 | | |
| | | 4,600,000 | | | | Fannie Mae Connecticut Avenue Securities 16-C06 1M2, 6.122%, (US0001M + 4.250%), 04/25/2029 | | | | | 5,219,244 | | | | | | 0.1 | | |
| | | 7,434,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 5.522%, (US0001M + 3.650%), 09/25/2029 | | | | | 8,097,331 | | | | | | 0.2 | | |
| | | 2,650,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 4.872%, (US0001M + 3.000%), 10/25/2029 | | | | | 2,813,844 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,500,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 4.722%, (US0001M + 2.850%), 11/25/2029 | | | | $ | 2,606,106 | | | | | | 0.1 | | |
| | | 10,500,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C05 1M2, 4.072%, (US0001M + 2.200%), 01/25/2030 | | | | | 10,646,872 | | | | | | 0.2 | | |
| | | 7,200,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 4.272%, (US0001M + 2.400%), 05/25/2030 | | | | | 7,315,618 | | | | | | 0.1 | | |
| | | 9,750,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 4.372%, (US0001M + 2.500%), 05/25/2030 | | | | | 9,912,172 | | | | | | 0.2 | | |
| | | 1,500,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-C02 2M2, 4.072%, (US0001M + 2.200%), 08/25/2030 | | | | | 1,509,674 | | | | | | 0.0 | | |
| | | 13,500,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2, 4.122%, (US0001M + 2.250%), 07/25/2030 | | | | | 13,690,860 | | | | | | 0.3 | | |
| | | 36,094 | | | | Fannie Mae Grantor Trust 1998-T2 A6, 1.071%, (US0001M + 0.550%), 01/25/2032 | | | | | 37,149 | | | | | | 0.0 | | |
| | | 13,010 (5) | | | | Fannie Mae Interest Strip Series 343 22, 4.000%, 11/25/2018 | | | | | 67 | | | | | | 0.0 | | |
| | | 580,068 (5) | | | | Fannie Mae Interest Strip Series 418 20, 3.000%, 05/25/2043 | | | | | 85,650 | | | | | | 0.0 | | |
| | | 2,065,016 (5) | | | | Fannie Mae Interest Strip Series 418 59, 3.000%, 08/25/2028 | | | | | 186,153 | | | | | | 0.0 | | |
| | | 216,028 | | | | Fannie Mae REMIC Trust 1999-33 Z, 6.000%, 07/25/2029 | | | | | 232,927 | | | | | | 0.0 | | |
| | | 315,951 (5) | | | | Fannie Mae REMIC Trust 1999-6 SE, 5.877%, (-1.000*US0001M + 7.685%), 02/17/2029 | | | | | 31,241 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 171,419 | | | | Fannie Mae REMIC Trust 2001-15 Z, 6.000%, 04/25/2031 | | | | $ | 184,841 | | | | | | 0.0 | | |
| | | 1,730,605 | | | | Fannie Mae REMIC Trust 2003-105 AZ, 5.500%, 10/25/2033 | | | | | 1,879,303 | | | | | | 0.0 | | |
| | | 526,211 | | | | Fannie Mae REMIC Trust 2003-45 FJ, 3.164%, (US0001M + 1.500%), 06/25/2033 | | | | | 549,419 | | | | | | 0.0 | | |
| | | 2,229,972 (5) | | | | Fannie Mae REMIC Trust 2003-66 SA, 5.779%, (-1.000*US0001M + 7.650%), 07/25/2033 | | | | | 413,723 | | | | | | 0.0 | | |
| | | 379,660 (5) | | | | Fannie Mae REMIC Trust 2003-74 IO, 6.000%, 08/25/2033 | | | | | 88,498 | | | | | | 0.0 | | |
| | | 1,124,319 | | | | Fannie Mae REMIC Trust 2003-84 PZ, 5.000%, 09/25/2033 | | | | | 1,192,347 | | | | | | 0.0 | | |
| | | 14,273 | | | | Fannie Mae REMIC Trust 2004-10 SC, 21.114%, (-4.000*US0001M + 28.600%), 02/25/2034 | | | | | 15,499 | | | | | | 0.0 | | |
| | | 1,642,106 | | | | Fannie Mae REMIC Trust 2004-50 VZ, 5.500%, 07/25/2034 | | | | | 1,753,157 | | | | | | 0.0 | | |
| | | 34,609 | | | | Fannie Mae REMIC Trust 2004-56 FE, 2.322%, (US0001M + 0.450%), 10/25/2033 | | | | | 34,688 | | | | | | 0.0 | | |
| | | 852,493 | | | | Fannie Mae REMIC Trust 2004-7 Z, 5.500%, 02/25/2034 | | | | | 939,088 | | | | | | 0.0 | | |
| | | 1,802,425 | | | | Fannie Mae REMIC Trust 2004-75 ZG, 4.500%, 10/25/2034 | | | | | 1,892,533 | | | | | | 0.0 | | |
| | | 237,842 | | | | Fannie Mae REMIC Trust 2004-79 S, 14.653%, (-2.750*US0001M + 19.800%), 08/25/2032 | | | | | 251,239 | | | | | | 0.0 | | |
| | | 80,932 | | | | Fannie Mae REMIC Trust 2004-W10 A5, 5.500%, 08/25/2034 | | | | | 81,195 | | | | | | 0.0 | | |
| | | 4,339,063 | | | | Fannie Mae REMIC Trust 2005-25 Z, 5.000%, 04/25/2035 | | | | | 4,611,787 | | | | | | 0.1 | | |
| | | 91,888 | | | | Fannie Mae REMIC Trust 2005-74 NP, 15.915%, (-3.782*US0001M + 22.992%), 01/25/2035 | | | | | 98,011 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 234,766 | | | | Fannie Mae REMIC Trust 2006-104 ES, 24.093%, (-5.000*US0001M + 33.450%), 11/25/2036 | | | | $ | 392,101 | | | | | | 0.0 | | |
| | | 4,427,891 (5) | | | | Fannie Mae REMIC Trust 2006-12 SD, 4.879%, (-1.000*US0001M + 6.750%), 10/25/2035 | | | | | 588,461 | | | | | | 0.0 | | |
| | | 1,210,724 (5) | | | | Fannie Mae REMIC Trust 2006-123 UI, 4.869%, (-1.000*US0001M + 6.740%), 01/25/2037 | | | | | 215,305 | | | | | | 0.0 | | |
| | | 338,793 (5) | | | | Fannie Mae REMIC Trust 2006-72 HS, 4.829%, (-1.000*US0001M + 6.700%), 08/25/2026 | | | | | 40,964 | | | | | | 0.0 | | |
| | | 86,090 | | | | Fannie Mae REMIC Trust 2007-10 Z, 6.000%, 02/25/2037 | | | | | 95,360 | | | | | | 0.0 | | |
| | | 6,300,723 (5) | | | | Fannie Mae REMIC Trust 2007-91 AS, 4.529%, (-1.000*US0001M + 6.400%), 10/25/2037 | | | | | 1,039,769 | | | | | | 0.0 | | |
| | | 2,820,362 | | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | | | | | 2,942,168 | | | | | | 0.1 | | |
| | | 13,953,624 | | | | Fannie Mae REMIC Trust 2009-50 HZ, 5.557%, 02/25/2049 | | | | | 14,803,919 | | | | | | 0.3 | | |
| | | 3,572,168 (5) | | | | Fannie Mae REMIC Trust 2009-90 TS, 4.279%, (-1.000*US0001M + 6.150%), 11/25/2039 | | | | | 505,161 | | | | | | 0.0 | | |
| | | 5,366,247 (5) | | | | Fannie Mae REMIC Trust 2010-118 GS, 4.079%, (-1.000*US0001M + 5.950%), 10/25/2039 | | | | | 400,213 | | | | | | 0.0 | | |
| | | 8,695,211 (5) | | | | Fannie Mae REMIC Trust 2010-123 SL, 4.199%, (-1.000*US0001M + 6.070%), 11/25/2040 | | | | | 1,169,515 | | | | | | 0.0 | | |
| | | 9,209,313 (5) | | | | Fannie Mae REMIC Trust 2010-41 SB, 4.529%, (-1.000*US0001M + 6.400%), 05/25/2040 | | | | | 1,372,219 | | | | | | 0.0 | | |
| | | 2,671,207 (5) | | | | Fannie Mae REMIC Trust 2010-43 VS, 4.579%, (-1.000*US0001M + 6.450%), 05/25/2040 | | | | | 409,961 | | | | | | 0.0 | | |
| | | 11,049,000 | | | | Fannie Mae REMIC Trust 2010-59 PC, 5.000%, 06/25/2040 | | | | | 11,818,872 | | | | | | 0.2 | | |
Voya Intermediate Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,933,302 (5) | | | | Fannie Mae REMIC Trust 2011-102 SA, 4.729%, (-1.000*US0001M + 6.600%), 10/25/2041 | | | | $ | 476,866 | | | | | | 0.0 | | |
| | | 3,922,480 | | | | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041 | | | | | 4,004,856 | | | | | | 0.1 | | |
| | | 4,151,022 (5) | | | | Fannie Mae REMIC Trust 2011-93 GS, 4.679%, (-1.000*US0001M + 6.550%), 04/25/2039 | | | | | 717,376 | | | | | | 0.0 | | |
| | | 1,993,245 (5) | | | | Fannie Mae REMIC Trust 2012-103 IT, 4.000%, 04/25/2041 | | | | | 252,204 | | | | | | 0.0 | | |
| | | 10,803,640 (5) | | | | Fannie Mae REMIC Trust 2012-122 SB, 4.279%, (-1.000*US0001M + 6.150%), 11/25/2042 | | | | | 2,009,855 | | | | | | 0.0 | | |
| | | 6,279,180 (5) | | | | Fannie Mae REMIC Trust 2012-128 LI, 3.500%, 06/25/2042 | | | | | 659,364 | | | | | | 0.0 | | |
| | | 10,494,384 (5) | | | | Fannie Mae REMIC Trust 2012-133 AS, 4.329%, (-1.000*US0001M + 6.200%), 10/25/2042 | | | | | 1,534,345 | | | | | | 0.0 | | |
| | | 1,703,688 (5) | | | | Fannie Mae REMIC Trust 2012-149 GI, 3.500%, 06/25/2042 | | | | | 204,051 | | | | | | 0.0 | | |
| | | 8,163,415 (5) | | | | Fannie Mae REMIC Trust 2012-15 SP, 4.749%, (-1.000*US0001M + 6.620%), 06/25/2040 | | | | | 931,758 | | | | | | 0.0 | | |
| | | 4,123,777 (5) | | | | Fannie Mae REMIC Trust 2012-24 HS, 4.679%, (-1.000*US0001M + 6.550%), 09/25/2040 | | | | | 544,840 | | | | | | 0.0 | | |
| | | 9,533,175 (5) | | | | Fannie Mae REMIC Trust 2012-30 QS, 4.729%, (-1.000*US0001M + 6.600%), 04/25/2031 | | | | | 1,165,514 | | | | | | 0.0 | | |
| | | 2,414,884 (5) | | | | Fannie Mae REMIC Trust 2012-68 YS, 4.829%, (-1.000*US0001M + 6.700%), 07/25/2042 | | | | | 410,868 | | | | | | 0.0 | | |
| | | 3,762,992 (5) | | | | Fannie Mae REMIC Trust 2013-26 JS, 4.329%, (-1.000*US0001M + 6.200%), 10/25/2032 | | | | | 559,205 | | | | | | 0.0 | | |
| | | 12,866,800 (5) | | | | Fannie Mae REMIC Trust 2013-60 DS, 4.329%, (-1.000*US0001M + 6.200%), 06/25/2033 | | | | | 2,045,923 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 12,171,811 (5) | | | | Fannie Mae REMIC Trust 2013-9 SM, 4.379%, (-1.000*US0001M + 6.250%), 02/25/2033 | | | | $ | 1,683,416 | | | | | | 0.0 | | |
| | | 8,736,582 (5) | | | | Fannie Mae REMIC Trust 2014-17 DS, 4.329%, (-1.000*US0001M + 6.200%), 02/25/2043 | | | | | 1,154,442 | | | | | | 0.0 | | |
| | | 4,338,961 (5) | | | | Fannie Mae REMIC Trust 2014-28 BS, 4.329%, (-1.000*US0001M + 6.200%), 08/25/2043 | | | | | 630,482 | | | | | | 0.0 | | |
| | | 3,019,000 | | | | Fannie Mae REMIC Trust 2015-17 MK, 2.500%, 12/25/2041 | | | | | 2,590,477 | | | | | | 0.1 | | |
| | | 32,071,337 (5) | | | | Fannie Mae REMIC Trust 2015-9 IO, 5.500%, 03/25/2045 | | | | | 7,573,848 | | | | | | 0.2 | | |
| | | 4,671,585 | | | | Fannie Mae REMICS Trust 2010-53 JZ, 5.000%, 07/25/2040 | | | | | 5,065,964 | | | | | | 0.1 | | |
| | | 2,234,354 (5) | | | | Fannie Mae Series 2013-72 YS, 4.279%, (-1.000*US0001M + 6.150%), 07/25/2033 | | | | | 389,742 | | | | | | 0.0 | | |
| | | 791,722 | | | | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A5, 2.172%, (US0001M + 0.300%), 12/25/2036 | | | | | 507,712 | | | | | | 0.0 | | |
| | | 791,722 (5) | | | | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A9, 4.829%, (-1.000*US0001M + 6.700%), 12/25/2036 | | | | | 189,279 | | | | | | 0.0 | | |
| | | 2,000,000 (1) | | | | Flagstar Mortgage Trust 2018-1 B1, 4.069%, 03/25/2048 | | | | | 2,013,528 | | | | | | 0.0 | | |
| | | 2,341,016 (1) | | | | Flagstar Mortgage Trust 2018-1 B2, 4.069%, 03/25/2048 | | | | | 2,322,404 | | | | | | 0.0 | | |
| | | 2,603,570 (1) | | | | Flagstar Mortgage Trust 2018-1 B3, 4.069%, 03/25/2048 | | | | | 2,512,195 | | | | | | 0.1 | | |
| | | 37,298,030 | | | | Freddie Mac 326 350, 3.500%, 03/15/2044 | | | | | 37,563,272 | | | | | | 0.7 | | |
| | | 14,384,539 (5) | | | | Freddie Mac 3510 AS, 4.633%, (-1.000*US0001M + 6.410%), 04/15/2037 | | | | | 2,279,311 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 12,732,099 (5) | | | | Freddie Mac 4191 SA, 4.423%, (-1.000*US0001M + 6.200%), 03/15/2043 | | | | $ | 1,717,208 | | | | | | 0.0 | | |
| | | 3,605,104 | | | | Freddie Mac 4316 XZ, 4.500%, 03/15/2044 | | | | | 3,918,153 | | | | | | 0.1 | | |
| | | 1,191,735 | | | | Freddie Mac Reference Series R007 ZA, 6.000%, 05/15/2036 | | | | | 1,310,264 | | | | | | 0.0 | | |
| | | 563,166 | | | | Freddie Mac Reference Series R008 ZA, 6.000%, 07/15/2036 | | | | | 634,431 | | | | | | 0.0 | | |
| | | 178,742 | | | | Freddie Mac REMIC Trust 2110 PG, 6.000%, 01/15/2029 | | | | | 194,807 | | | | | | 0.0 | | |
| | | 162,390 | | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | | | | | 179,209 | | | | | | 0.0 | | |
| | | 1,107,122 | | | | Freddie Mac REMIC Trust 2143 ZB, 6.000%, 04/15/2029 | | | | | 1,248,588 | | | | | | 0.0 | | |
| | | 213,823 | | | | Freddie Mac REMIC Trust 2472 ZC, 6.000%, 07/15/2032 | | | | | 240,208 | | | | | | 0.0 | | |
| | | 294,255 | | | | Freddie Mac REMIC Trust 2528 KM, 5.500%, 11/15/2022 | | | | | 309,441 | | | | | | 0.0 | | |
| | | 426,017 | | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | | | | | 462,166 | | | | | | 0.0 | | |
| | | 177,354 (5) | | | | Freddie Mac REMIC Trust 2594 IY, 6.000%, 04/15/2033 | | | | | 41,405 | | | | | | 0.0 | | |
| | | 1,145,177 | | | | Freddie Mac REMIC Trust 2845 QH, 5.000%, 08/15/2034 | | | | | 1,222,703 | | | | | | 0.0 | | |
| | | 212,944 | | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | | | | | 233,910 | | | | | | 0.0 | | |
| | | 2,338,349 (5) | | | | Freddie Mac REMIC Trust 2866 GS, 4.823%, (-1.000*US0001M + 6.600%), 09/15/2034 | | | | | 125,835 | | | | | | 0.0 | | |
| | | 818,913 (5) | | | | Freddie Mac REMIC Trust 2883 SD, 4.923%, (-1.000*US0001M + 6.700%), 10/15/2034 | | | | | 49,164 | | | | | | 0.0 | | |
| | | 327,928 | | | | Freddie Mac REMIC Trust 2930 ZL, 5.000%, 02/15/2035 | | | | | 352,281 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 466,346 | | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | | | | $ | 501,352 | | | | | | 0.0 | | |
| | | 8,831,387 (5) | | | | Freddie Mac REMIC Trust 3045 DI, 4.953%, (-1.000*US0001M + 6.730%), 10/15/2035 | | | | | 1,339,110 | | | | | | 0.0 | | |
| | | 59,938 | | | | Freddie Mac REMIC Trust 3049 NA, 5.000%, 02/15/2035 | | | | | 60,475 | | | | | | 0.0 | | |
| | | 1,826,783 | | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | | | | | 2,013,555 | | | | | | 0.1 | | |
| | | 518,448 (6) | | | | Freddie Mac REMIC Trust 3139 PO, 01/15/2036 | | | | | 501,153 | | | | | | 0.0 | | |
| | | 2,418,759 (5) | | | | Freddie Mac REMIC Trust 3171 PS, 4.708%, (-1.000*US0001M + 6.485%), 06/15/2036 | | | | | 302,151 | | | | | | 0.0 | | |
| | | 9,814,814 (5) | | | | Freddie Mac REMIC Trust 3199 S, 4.673%, (-1.000*US0001M + 6.450%), 08/15/2036 | | | | | 1,556,552 | | | | | | 0.0 | | |
| | | 844,276 | | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | | | | | 923,822 | | | | | | 0.0 | | |
| | | 401,634 | | | | Freddie Mac REMIC Trust 3394 ZY, 6.000%, 11/15/2037 | | | | | 429,248 | | | | | | 0.0 | | |
| | | 443,811 (5) | | | | Freddie Mac REMIC Trust 3524 LA, 5.442%, 03/15/2033 | | | | | 471,765 | | | | | | 0.0 | | |
| | | 61,062 | | | | Freddie Mac REMIC Trust 3556 NT, 4.877%, (US0001M + 0.000%), 03/15/2038 | | | | | 62,678 | | | | | | 0.0 | | |
| | | 9,201,972 | | | | Freddie Mac REMIC Trust 3639 ZN, 5.500%, 12/15/2034 | | | | | 10,017,656 | | | | | | 0.2 | | |
| | | 829,348 | | | | Freddie Mac REMIC Trust 3662 ZB, 5.500%, 08/15/2036 | | | | | 913,824 | | | | | | 0.0 | | |
| | | 2,912,876 (5) | | | | Freddie Mac REMIC Trust 3710 SL, 4.223%, (-1.000*US0001M + 6.000%), 05/15/2036 | | | | | 130,515 | | | | | | 0.0 | | |
| | | 635,570 | | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | | | | | 691,599 | | | | | | 0.0 | | |
| | | 25,000,000 | | | | Freddie Mac REMIC Trust 3747 HW, 4.500%, 05/15/2038 | | | | | 25,763,280 | | | | | | 0.5 | | |
Voya Intermediate Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,000,000 | | | | Freddie Mac REMIC Trust 3753 DC, 3.500%, 09/15/2039 | | | | $ | 1,014,578 | | | | | | 0.0 | | |
| | | 535,034 | | | | Freddie Mac REMIC Trust 3819 ZY, 6.000%, 10/15/2037 | | | | | 569,648 | | | | | | 0.0 | | |
| | | 2,292,276 (5) | | | | Freddie Mac REMIC Trust 3856 KS, 4.773%, (-1.000*US0001M + 6.550%), 05/15/2041 | | | | | 371,622 | | | | | | 0.0 | | |
| | | 1,940,461 (5) | | | | Freddie Mac REMIC Trust 3925 SD, 4.273%, (-1.000*US0001M + 6.050%), 07/15/2040 | | | | | 221,792 | | | | | | 0.0 | | |
| | | 12,344,371 (5) | | | | Freddie Mac REMIC Trust 3925 SL, 4.273%, (-1.000*US0001M + 6.050%), 01/15/2041 | | | | | 1,425,767 | | | | | | 0.0 | | |
| | | 529,293 | | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | | | | | 559,101 | | | | | | 0.0 | | |
| | | 2,974,929 (5) | | | | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/2040 | | | | | 418,557 | | | | | | 0.0 | | |
| | | 2,854,097 (5) | | | | Freddie Mac REMIC Trust 4088 CS, 4.223%, (-1.000*US0001M + 6.000%), 08/15/2042 | | | | | 486,482 | | | | | | 0.0 | | |
| | | 10,760,370 (5) | | | | Freddie Mac REMIC Trust 4161 WI, 3.000%, 02/15/2033 | | | | | 1,282,405 | | | | | | 0.0 | | |
| | | 5,452,625 (5) | | | | Freddie Mac REMIC Trust 4194 GI, 4.000%, 04/15/2043 | | | | | 938,354 | | | | | | 0.0 | | |
| | | 4,247,500 | | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | | | | | 4,172,805 | | | | | | 0.1 | | |
| | | 1,223,996 | | | | Freddie Mac REMIC Trust 4246 ZX, 4.500%, 04/15/2041 | | | | | 1,331,027 | | | | | | 0.0 | | |
| | | 2,806,074 (5) | | | | Freddie Mac REMIC Trust 4293 KI, 4.500%, 08/15/2043 | | | | | 471,400 | | | | | | 0.0 | | |
| | | 4,558,069 | | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | | | | | 4,802,476 | | | | | | 0.1 | | |
| | | 6,118,319 | | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | | | | | 6,440,728 | | | | | | 0.1 | | |
| | | 1,916,000 | | | | Freddie Mac REMIC Trust 4370 AD, 3.000%, 08/15/2040 | | | | | 1,824,086 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 9,139,376 (5) | | | | Freddie Mac REMIC Trust 4386 LS, 4.323%, (-1.000*US0001M + 6.100%), 09/15/2044 | | | | $ | 1,473,980 | | | | | | 0.0 | | |
| | | 10,662,016 | | | | Freddie Mac Series 4348 ZX, 4.250%, 06/15/2044 | | | | | 11,005,736 | | | | | | 0.2 | | |
| | | 4,200,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 6.572%, (US0001M + 4.700%), 04/25/2028 | | | | | 5,025,490 | | | | | | 0.1 | | |
| | | 2,100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA1 M3, 7.422%, (US0001M + 5.550%), 07/25/2028 | | | | | 2,550,784 | | | | | | 0.1 | | |
| | | 4,800,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA2 M2, 5.322%, (US0001M + 3.450%), 10/25/2029 | | | | | 5,226,447 | | | | | | 0.1 | | |
| | | 9,600,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA3 M2, 4.372%, (US0001M + 2.500%), 03/25/2030 | | | | | 9,852,407 | | | | | | 0.2 | | |
| | | 8,200,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 4.522%, (US0001M + 2.650%), 12/25/2029 | | | | | 8,464,175 | | | | | | 0.2 | | |
| | | 9,120,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 4.222%, (US0001M + 2.350%), 04/25/2030 | | | | | 9,245,709 | | | | | | 0.2 | | |
| | | 9,200,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-DNA1 M2, 3.672%, (US0001M + 1.800%), 07/25/2030 | | | | | 9,116,858 | | | | | | 0.2 | | |
| | | 1,800,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 4.154%, (US0001M + 2.300%), 09/25/2030 | | | | | 1,801,262 | | | | | | 0.1 | | |
| | | 1,321,595 | | | | Freddie Mac Structured Pass Through Certificates T-48 1A, 5.061%, 07/25/ 2033 | | | | | 1,405,377 | | | | | | 0.0 | | |
| | | 3,713,883 (1) | | | | Galton Funding Mortgage Trust 2018-1 B1, 3.800%, 11/25/2057 | | | | | 3,694,371 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,912,137 | | | | Ginnie Mae 2015-3 ZD, 4.000%, 01/20/2045 | | | | $ | 2,026,161 | | | | | | 0.1 | | |
| | | 10,659 (5) | | | | Ginnie Mae Series 2001-28 SV, 6.464%, (-1.000*US0001M + 8.250%), 06/16/2031 | | | | | 548 | | | | | | 0.0 | | |
| | | 1,016,264 (5) | | | | Ginnie Mae Series 2005-7 AH, 4.984%, (-1.000*US0001M + 6.770%), 02/16/2035 | | | | | 150,435 | | | | | | 0.0 | | |
| | | 16,746,861 (5) | | | | Ginnie Mae Series 2007-41 SL, 4.878%, (-1.000*US0001M + 6.700%), 07/20/2037 | | | | | 2,914,915 | | | | | | 0.1 | | |
| | | 1,776,658 (5) | | | | Ginnie Mae Series 2008-2 SW, 4.728%, (-1.000*US0001M + 6.550%), 01/20/2038 | | | | | 287,396 | | | | | | 0.0 | | |
| | | 1,146,555 (5) | | | | Ginnie Mae Series 2008-35 SN, 4.578%, (-1.000*US0001M + 6.400%), 04/20/2038 | | | | | 149,955 | | | | | | 0.0 | | |
| | | 641,379 (5) | | | | Ginnie Mae Series 2008-40 PS, 4.714%, (-1.000*US0001M + 6.500%), 05/16/2038 | | | | | 94,795 | | | | | | 0.0 | | |
| | | 1,549,975 (5) | | | | Ginnie Mae Series 2009-25 KS, 4.378%, (-1.000*US0001M + 6.200%), 04/20/2039 | | | | | 209,652 | | | | | | 0.0 | | |
| | | 1,253,457 | | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | | | | | 1,330,080 | | | | | | 0.0 | | |
| | | 1,323,621 | | | | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/2039 | | | | | 1,410,383 | | | | | | 0.0 | | |
| | | 3,908,473 (5) | | | | Ginnie Mae Series 2009-33 SN, 4.478%, (-1.000*US0001M + 6.300%), 05/20/2039 | | | | | 203,182 | | | | | | 0.0 | | |
| | | 10,719,995 | | | | Ginnie Mae Series 2009-33 ZB, 6.000%, 05/20/2039 | | | | | 12,501,031 | | | | | | 0.2 | | |
| | | 2,665,984 | | | | Ginnie Mae Series 2009-34 Z, 4.500%, 05/16/2039 | | | | | 2,788,074 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 552,166 (5) | | | | Ginnie Mae Series 2009-43 HS, 4.378%, (-1.000*US0001M + 6.200%), 06/20/2038 | | | | $ | 28,450 | | | | | | 0.0 | | |
| | | 3,311,656 (5) | | | | Ginnie Mae Series 2010-116 NS, 4.864%, (-1.000*US0001M + 6.650%), 09/16/2040 | | | | | 460,385 | | | | | | 0.0 | | |
| | | 8,600,811 (5) | | | | Ginnie Mae Series 2010-116 SK, 4.798%, (-1.000*US0001M + 6.620%), 08/20/2040 | | | | | 1,370,508 | | | | | | 0.0 | | |
| | | 15,587,607 (5) | | | | Ginnie Mae Series 2010-149 HS, 4.314%, (-1.000*US0001M + 6.100%), 05/16/2040 | | | | | 1,453,678 | | | | | | 0.0 | | |
| | | 1,826,984 (5) | | | | Ginnie Mae Series 2010-168 BI, 5.000%, 04/20/2040 | | | | | 634,513 | | | | | | 0.0 | | |
| | | 2,501,014 (5) | | | | Ginnie Mae Series 2010-68 MS, 4.028%, (-1.000*US0001M + 5.850%), 06/20/2040 | | | | | 345,274 | | | | | | 0.0 | | |
| | | 6,378,689 (5) | | | | Ginnie Mae Series 2011-72 SA, 3.564%, (-1.000*US0001M + 5.350%), 05/16/2041 | | | | | 747,323 | | | | | | 0.0 | | |
| | | 9,819,623 (5) | | | | Ginnie Mae Series 2011-73 LS, 4.868%, (-1.000*US0001M + 6.690%), 08/20/2039 | | | | | 908,841 | | | | | | 0.0 | | |
| | | 245,195 | | | | Ginnie Mae Series 2012-43 MA, 4.000%, 10/20/2041 | | | | | 248,848 | | | | | | 0.0 | | |
| | | 1,870,777 (5) | | | | Ginnie Mae Series 2012-91 QI, 4.500%, 09/20/2041 | | | | | 228,923 | | | | | | 0.0 | | |
| | | 1,388,000 | | | | Ginnie Mae Series 2013-116 KB, 3.500%, 12/20/2042 | | | | | 1,396,070 | | | | | | 0.0 | | |
| | | 12,501,568 (5) | | | | Ginnie Mae Series 2013-167 PI, 5.500%, 11/20/2043 | | | | | 2,521,144 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 3,411,144 (5) | | | | Ginnie Mae Series 2014-10 GI, 4.500%, 01/16/2029 | | | | $ | 357,291 | | | | | | 0.0 | | |
| | | 7,500,896 (5) | | | | Ginnie Mae Series 2014-185 SB, 3.778%, (-1.000*US0001M + 5.600%), 12/20/2044 | | | | | 888,066 | | | | | | 0.0 | | |
| | | 13,023,450 (5) | | | | Ginnie Mae Series 2014-3 SU, 4.228%, (-1.000*US0001M + 6.050%), 07/20/2039 | | | | | 1,822,056 | | | | | | 0.1 | | |
| | | 11,432,536 (5) | | | | Ginnie Mae Series 2014-56 SP, 4.414%, (-1.000*US0001M + 6.200%), 12/16/2039 | | | | | 1,463,820 | | | | | | 0.0 | | |
| | | 13,107,981 (5) | | | | Ginnie Mae Series 2014-58 SG, 3.814%, (-1.000*US0001M + 5.600%), 04/16/2044 | | | | | 1,621,907 | | | | | | 0.0 | | |
| | | 5,407 | | | | GSR Mortgage Loan Trust 2005-5F 8A1, 2.372%, (US0001M + 0.500%), 06/25/2035 | | | | | 5,195 | | | | | | 0.0 | | |
| | | 3,604,709 | | | | HarborView Mortgage Loan Trust 2007-5 A1A, 1.998%, (US0001M + 0.190%), 09/19/2037 | | | | | 3,369,721 | | | | | | 0.1 | | |
| | | 245,977 | | | | HomeBanc Mortgage Trust 2004-1 2A, 2.732%, (US0001M + 0.860%), 08/25/2029 | | | | | 236,620 | | | | | | 0.0 | | |
| | | 2,000,000 | | | | HomeBanc Mortgage Trust 2005-4 M1, 2.342%, (US0001M + 0.470%), 10/25/2035 | | | | | 1,919,777 | | | | | | 0.0 | | |
| | | 2,265,700 | | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 2.082%, (US0001M + 0.210%), 04/25/2046 | | | | | 2,104,569 | | | | | | 0.0 | | |
| | | 3,404,942 | | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 2A1, 2.082%, (US0001M + 0.210%), 02/25/2046 | | | | | 2,917,089 | | | | | | 0.1 | | |
| | | 510,631 (1) | | | | Jefferies Resecuritization Trust 2009-R6 1A2, 3.652%, 03/26/2036 | | | | | 500,488 | | | | | | 0.0 | | |
| | | 485,707 | | | | JP Morgan Alternative Loan Trust 2005-S1 1A1, 5.500%, 12/25/2035 | | | | | 403,101 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,846,249 | | | | JP Morgan Mortgage Trust 2005-A4 B1, 3.569%, 07/25/2035 | | | | $ | 2,572,443 | | | | | | 0.1 | | |
| | | 4,583,281 (1) | | | | JP Morgan Mortgage Trust 2016-1 B3, 3.881%, 05/25/2046 | | | | | 4,587,191 | | | | | | 0.1 | | |
| | | 2,189,009 (1) | | | | JP Morgan Mortgage Trust 2017-3 B1, 3.872%, 08/25/2047 | | | | | 2,188,537 | | | | | | 0.1 | | |
| | | 2,096,279 (1) | | | | JP Morgan Mortgage Trust 2017-3 B2, 3.872%, 08/25/2047 | | | | | 2,039,100 | | | | | | 0.0 | | |
| | | 1,492,886 (1) | | | | JP Morgan Mortgage Trust 2017-6 B3, 3.857%, 12/25/2048 | | | | | 1,433,874 | | | | | | 0.0 | | |
| | | 2,157,870 (1) | | | | JP Morgan Mortgage Trust 2018-1 B1, 3.774%, 06/25/2048 | | | | | 2,126,063 | | | | | | 0.0 | | |
| | | 2,077,137 (1) | | | | JP Morgan Mortgage Trust 2018-1 B2, 3.774%, 06/25/2048 | | | | | 2,022,345 | | | | | | 0.0 | | |
| | | 2,741,941 (1) | | | | JP Morgan Mortgage Trust 2018-1 B3, 3.774%, 06/25/2048 | | | | | 2,603,510 | | | | | | 0.1 | | |
| | | 18,034,219 (5) | | | | Lehman Mortgage Trust 2006-7 2A4, 4.679%, (-1.000*US0001M + 6.550%), 11/25/2036 | | | | | 3,050,230 | | | | | | 0.1 | | |
| | | 13,197,087 (5) | | | | Lehman Mortgage Trust 2006-9 2A5, 4.749%, (-1.000*US0001M + 6.620%), 01/25/2037 | | | | | 2,595,622 | | | | | | 0.0 | | |
| | | 1,573,836 | | | | Lehman XS Trust Series 2005-5N 1A2, 2.232%, (US0001M + 0.360%), 11/25/2035 | | | | | 1,404,083 | | | | | | 0.0 | | |
| | | 5,417,614 | | | | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | | | | | 4,875,839 | | | | | | 0.1 | | |
| | | 1,809,733 (1) | | | | New Residential Mortgage Loan Trust 2017-3A B2, 4.750%, 04/25/2057 | | | | | 1,874,040 | | | | | | 0.0 | | |
| | | 9,826,000 | | | | Opteum Mortgage Acceptance Corp. Asset Backed Pass-Through Certificates 2005-4 M2, 2.372%, (US0001M + 0.500%), 11/25/2035 | | | | | 9,076,061 | | | | | | 0.2 | | |
| | | 1,919,081 (1) | | | | Sequoia Mortgage Trust 2014-3 B3, 3.930%, 10/25/2044 | | | | | 1,936,580 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,943,609 (1) | | | | Sequoia Mortgage Trust 2014-4 B3, 3.869%, 11/25/2044 | | | | $ | 1,953,148 | | | | | | 0.0 | | |
| | | 1,931,438 (1) | | | | Sequoia Mortgage Trust 2015-2 B3, 3.742%, 05/25/2045 | | | | | 1,908,285 | | | | | | 0.0 | | |
| | | 1,680,592 (1) | | | | Sequoia Mortgage Trust 2015-3 B3, 3.714%, 07/25/2045 | | | | | 1,644,859 | | | | | | 0.0 | | |
| | | 3,300,000 (1) | | | | Sequoia Mortgage Trust 2017-CH2 A13, 4.000%, 12/25/2047 | | | | | 3,353,413 | | | | | | 0.1 | | |
| | | 2,897,780 (1) | | | | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 02/25/2048 | | | | | 2,947,617 | | | | | | 0.1 | | |
| | | 6,567,982 (1) | | | | Sequoia Mortgage Trust 2018-CH1 B1B, 4.523%, 02/25/2048 | | | | | 6,845,763 | | | | | | 0.1 | | |
| | | 2,705,873 (1) | | | | Sequoia Mortgage Trust 2018-CH1 B2B, 4.523%, 02/25/2048 | | | | | 2,790,272 | | | | | | 0.1 | | |
| | | 1,360,000 | (1)(4) | | Verus Securitization Trust 2017-SG1A B1, 3.615%, 11/25/2047 | | | | | 1,356,961 | | | | | | 0.0 | | | |
| | | 1,773,000 (1) | | | | Verus Securitization Trust 2018-1 B1, 3.801%, 01/25/2058 | | | | | 1,781,285 | | | | | | 0.1 | | |
| | | 565,407 | | | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.751%, 10/25/2036 | | | | | 523,649 | | | | | | 0.0 | | |
| | | 4,291,658 | | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 A1C3, 2.382%, (US0001M + 0.510%), 08/25/2045 | | | | | 4,189,219 | | | | | | 0.1 | | |
| | | 119,398,909 (5) | | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 1.083%, 08/25/2045 | | | | | 3,118,449 | | | | | | 0.1 | | |
| | | 3,214,507 | | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 2.362%, (US0001M + 0.490%), 10/25/2045 | | | | | 3,177,103 | | | | | | 0.1 | | |
| | | 592,712 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.323%, 10/25/2036 | | | | | 579,064 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,362,980 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A4, 3.021%, 11/25/2036 | | | | $ | 1,308,823 | | | | | | 0.0 | | |
| | | 1,660,612 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A1, 3.067%, 12/25/2036 | | | | | 1,509,565 | | | | | | 0.0 | | |
| | | 3,839,157 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A3, 3.067%, 12/25/2036 | | | | | 3,489,951 | | | | | | 0.1 | | |
| | | 2,216,059 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 3A1, 3.071%, 12/25/2036 | | | | | 2,165,796 | | | | | | 0.1 | | |
| | | 2,176,553 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.303%, 08/25/2046 | | | | | 2,060,518 | | | | | | 0.0 | | |
| | | 2,937,201 | | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.254%, 12/25/2036 | | | | | 2,829,703 | | | | | | 0.1 | | |
| | | 684,457 | | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 1A1, 3.056%, 03/25/2037 | | | | | 614,886 | | | | | | 0.0 | | |
| | | 1,926,338 | | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 2.917%, 04/25/2037 | | | | | 1,759,548 | | | | | | 0.0 | | |
| | | 2,369,226 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 2A3, 2.772%, (US0001M + 0.900%), 11/25/2035 | | | | | 1,946,201 | | | | | | 0.0 | | |
| | | 2,161,180 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | | | | | 1,969,581 | | | | | | 0.0 | | |
| | | 1,531,968 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 CB3, 5.500%, 07/25/2035 | | | | | 1,449,594 | | | | | | 0.0 | | |
| | | 655,818 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/2035 | | | | | 630,323 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 5,773,376 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 2.243%, (12MTA + 0.960%), 08/25/2046 | | | | $ | 4,380,534 | | | | | | 0.1 | | |
| | | 975,542 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 A3, 2.102%, (US0001M + 0.230%), 01/25/2047 | | | | | 897,598 | | | | | | 0.0 | | |
| | | 2,021,029 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 A4, 2.192%, (US0001M + 0.320%), 01/25/2047 | | | | | 1,875,413 | | | | | | 0.0 | | |
| | | 1,479,065 | | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 2.302%, (US0001M + 0.430%), 06/25/2037 | | | | | 1,245,326 | | | | | | 0.0 | | |
| | | 1,691,310 | | | | Wells Fargo Alternative Loan 2007-PA3 3A1, 6.250%, 07/25/2037 | | | | | 1,603,805 | | | | | | 0.1 | | |
| | | 715,919 | | | | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 4.153%, 04/25/2036 | | | | | 668,551 | | | | | | 0.0 | | |
| | | 1,903,144 (1) | | | | WinWater Mortgage Loan Trust 2015-5 B4, 3.798%, 08/20/2045 | | | | | 1,842,804 | | | | | | 0.0 | | |
| | | 7,653,563 | | | | Other Securities | | | | | 7,351,998 | | | | | | 0.1 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $631,276,156) | | | | | 631,347,004 | | | | | | 11.5 | | |
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 5.9% | | ||||||||||||||||||
| | | 25,311,168 (5) | | | | BANK 2017-BNK4 XA, 1.453%, 05/15/2050 | | | | | 2,355,430 | | | | | | 0.0 | | |
| | | 12,930,000 | | | | BANK 2017-BNK8 A4, 3.488%, 11/15/2050 | | | | | 12,934,422 | | | | | | 0.2 | | |
| | | 4,880,000 | | | | BANK 2017-BNK8 B, 3.931%, 11/15/2050 | | | | | 4,970,430 | | | | | | 0.1 | | |
| | | 167,655,000 (5) | | | | BANK 2017-BNK8 XB, 0.176%, 11/15/2050 | | | | | 2,587,839 | | | | | | 0.1 | | |
| | | 2,000,000 (1) | | | | BAMLL Re-REMIC Trust 2015-FRR11 A705, 1.819%, 09/27/2044 | | | | | 1,972,057 | | | | | | 0.0 | | |
| | | 610,618 | | | | Banc of America Commercial Mortgage Trust 2007-3 B, 5.581%, 06/10/2049 | | | | | 618,654 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 92,840,000 | (1)(5) | | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/2033 | | | | $ | 3,870,871 | | | | | | 0.1 | | | |
| | | 692,955 (1) | | | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 L, 5.405%, 01/12/2041 | | | | | 693,889 | | | | | | 0.0 | | |
| | | 760,000 (1) | | | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 M, 5.405%, 01/12/2041 | | | | | 756,245 | | | | | | 0.0 | | |
| | | 760,000 (1) | | | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 N, 5.405%, 01/12/2041 | | | | | 747,383 | | | | | | 0.0 | | |
| | | 2,000,000 (1) | | | | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP18 G, 5.813%, 02/13/2042 | | | | | 2,006,476 | | | | | | 0.1 | | |
| | | 1,981,843 (1) | | | | Beckman Coulter, Inc. 2000-A A, 7.498%, 12/15/2018 | | | | | 1,979,683 | | | | | | 0.0 | | |
| | | 6,540,000 (1) | | | | BXMT 2017-FL1 A Ltd., 2.656%, (US0001M + 0.870%), 06/15/2035 | | | | | 6,571,871 | | | | | | 0.1 | | |
| | | 94,200,968 (5) | | | | CCUBS Commercial Mortgage Trust 2017-C1 XA, 1.022%, 11/15/2050 | | | | | 6,543,840 | | | | | | 0.1 | | |
| | | 25,391,336 (5) | | | | CD 2016-CD1 Mortgage Trust XA, 1.434%, 08/10/2049 | | | | | 2,212,990 | | | | | | 0.0 | | |
| | | 45,113,000 | (1)(5) | | CD 2016-CD1 Mortgage Trust XB, 0.683%, 08/10/2049 | | | | | 2,315,853 | | | | | | 0.0 | | | |
| | | 34,186,574 (5) | | | | CD 2017-CD4 Mortgage Trust XA, 1.326%, 05/10/2050 | | | | | 2,964,923 | | | | | | 0.1 | | |
| | | 4,500,000 (1) | | | | CHT 2017-COSMO A Mortgage Trust, 2.707%, (US0001M + 0.930%), 11/15/2036 | | | | | 4,515,637 | | | | | | 0.1 | | |
| | | 4,139,000 | | | | Citigroup Commercial Mortgage Trust 2013-GC17 C, 5.103%, 11/10/2046 | | | | | 4,360,878 | | | | | | 0.1 | | |
| | | 3,430,000 | | | | Citigroup Commercial Mortgage Trust 2014-GC25, 4.531%, 10/10/2047 | | | | | 3,417,209 | | | | | | 0.1 | | |
| | | 3,040,000 | | | | Citigroup Commercial Mortgage Trust 2016-P4 A4, 2.902%, 07/10/2049 | | | | | 2,925,121 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 41,635,556 (5) | | | | Citigroup Commercial Mortgage Trust 2016-P4 XA, 2.005%, 07/10/2049 | | | | $ | 4,895,088 | | | | | | 0.1 | | |
| | | 65,030,520 (5) | | | | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.125%, 10/12/2050 | | | | | 4,906,800 | | | | | | 0.1 | | |
| | | 3,940,000 | | | | Citigroup Commercial Mortgage Trust 2017-P8 C, 4.272%, 09/15/2050 | | | | | 3,928,756 | | | | | | 0.1 | | |
| | | 40,674,238 (5) | | | | Citigroup Commercial Mortgage Trust 2017-P8 XA, 0.932%, 09/15/2050 | | | | | 2,769,065 | | | | | | 0.0 | | |
| | | 5,000,000 (1) | | | | Citigroup Commercial Mortgage Trust 2018-TBR E, 4.577%, (US0001M + 2.800%), 12/15/2036 | | | | | 5,023,173 | | | | | | 0.1 | | |
| | | 5,075,016 (5) | | | | COMM 2012-CR1 XA, 1.876%, 05/15/2045 | | | | | 314,482 | | | | | | 0.0 | | |
| | | 30,147,696 (5) | | | | COMM 2012-CR2 XA, 1.660%, 08/15/2045 | | | | | 1,746,022 | | | | | | 0.0 | | |
| | | 35,795,845 (5) | | | | COMM 2012-CR4 XA, 1.794%, 10/15/2045 | | | | | 2,123,202 | | | | | | 0.0 | | |
| | | 27,260,000 | (1)(5) | | COMM 2012-CR4 XB, 0.596%, 10/15/2045 | | | | | 711,914 | | | | | | 0.0 | | | |
| | | 12,981,399 | (1)(5) | | COMM 2012-LC4 XA, 2.212%, 12/10/2044 | | | | | 772,722 | | | | | | 0.0 | | | |
| | | 189,865,646 (5) | | | | COMM 2013-CCRE13 XA, 0.901%, 11/10/2046 | | | | | 5,877,823 | | | | | | 0.1 | | |
| | | 4,240,000 (1) | | | | COMM 2013-CR10 C, 4.789%, 08/10/2046 | | | | | 4,306,045 | | | | | | 0.1 | | |
| | | 4,097,500 | | | | COMM 2014-CCRE18, 4.456%, 07/15/2047 | | | | | 4,197,862 | | | | | | 0.1 | | |
| | | 108,232,173 (5) | | | | COMM 2014-UBS3 XA, 1.294%, 06/10/2047 | | | | | 5,404,887 | | | | | | 0.1 | | |
| | | 139,537,842 | (1)(5) | | COMM 2015-PC1 XA, 0.744%, 07/10/2050 | | | | | 4,760,333 | | | | | | 0.1 | | | |
| | | 920,000 | | | | COMM 2016-COR1 C, 4.394%, 10/10/2049 | | | | | 910,039 | | | | | | 0.0 | | |
| | | 69,866,536 (5) | | | | COMM 2016-CR28 XA, 0.541%, 02/10/2049 | | | | | 2,740,305 | | | | | | 0.1 | | |
| | | 36,455,838 (5) | | | | COMM 2017-COR2 XA, 1.184%, 09/10/2050 | | | | | 3,144,972 | | | | | | 0.1 | | |
| | | 532,502 (1) | | | | Credit Suisse First Boston Mortgage Securities Corp. 2004-C2 E, 5.736%, 05/15/2036 | | | | | 539,464 | | | | | | 0.0 | | |
| | | 900,000 (1) | | | | Credit Suisse First Boston Mortgage Securities Corp. 2004-C2 F, 6.287%, 05/15/2036 | | | | | 920,394 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 7,065,000 | (1)(7) | | DBRR Re-REMIC Trust 2015-FRR1 B711, 0.000%, 08/28/2045 | | | | $ | 6,605,164 | | | | | | 0.1 | | | |
| | | 2,840,000 (1) | | | | DBUBS 2011-LC2A D, 5.565%, 07/10/2044 | | | | | 2,933,714 | | | | | | 0.1 | | |
| | | 4,460,000 (1) | | | | DBJPM 16-C3 Mortgage Trust, 3.494%, 09/10/2049 | | | | | 3,818,591 | | | | | | 0.1 | | |
| | | 16,840,000 (5) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K008 X3, 5.279%, 08/25/2020 | | | | | 1,855,739 | | | | | | 0.0 | | |
| | | 27,973,945 (5) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K010 X3, 4.623%, 11/25/2044 | | | | | 3,050,768 | | | | | | 0.1 | | |
| | | 32,886,106 (5) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K011 X3, 2.578%, 12/25/2043 | | | | | 2,016,241 | | | | | | 0.0 | | |
| | | 77,599,012 (5) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K013 X3, 2.814%, 01/25/2043 | | | | | 5,737,803 | | | | | | 0.1 | | |
| | | 43,043,116 (5) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K014 X1, 1.179%, 04/25/2021 | | | | | 1,302,846 | | | | | | 0.0 | | |
| | | 30,930,035 (5) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K020 X1, 1.423%, 05/25/2022 | | | | | 1,479,186 | | | | | | 0.0 | | |
| | | 42,047,111 (5) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K020 X3, 1.873%, 05/25/2040 | | | | | 2,868,227 | | | | | | 0.1 | | |
| | | 20,890,903 (5) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K021 X3, 1.969%, 07/25/2040 | | | | | 1,550,485 | | | | | | 0.0 | | |
| | | 31,879,545 (5) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K029 X3, 1.595%, 05/25/2041 | | | | | 2,196,644 | | | | | | 0.1 | | |
| | | 32,460,000 (5) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K040 X3, 2.036%, 11/25/2042 | | | | | 3,595,812 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 33,412,362 (5) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K706 X1, 1.547%, 10/25/2018 | | | | $ | 190,113 | | | | | | 0.0 | | |
| | | 28,189,511 (5) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K707 X1, 1.513%, 12/25/2018 | | | | | 186,578 | | | | | | 0.0 | | |
| | | 43,545,074 (5) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K709 X1, 1.503%, 03/25/2019 | | | | | 453,191 | | | | | | 0.0 | | |
| | | 42,782,242 (5) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K711 X1, 1.681%, 07/25/2019 | | | | | 599,794 | | | | | | 0.0 | | |
| | | 52,331,726 (5) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K712 X1, 1.335%, 11/25/2019 | | | | | 835,026 | | | | | | 0.0 | | |
| | | 214,201,687 | (1)(5) | | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/2044 | | | | | 619,064 | | | | | | 0.0 | | | |
| | | 3,400,000 (1) | | | | GS Mortgage Securities Trust 2010-C2 D, 5.183%, 12/10/2043 | | | | | 3,419,540 | | | | | | 0.1 | | |
| | | 3,000,000 (1) | | | | GS Mortgage Securities Trust 2010-C2 E, 4.548%, 12/10/2043 | | | | | 2,861,945 | | | | | | 0.0 | | |
| | | 2,710,000 (1) | | | | GS Mortgage Securities Trust 2010-C2 F, 4.548%, 12/10/2043 | | | | | 2,436,150 | | | | | | 0.0 | | |
| | | 23,931,752 (5) | | | | GS Mortgage Securities Trust 2012-GCJ7 XA, 2.220%, 05/10/2045 | | | | | 1,363,157 | | | | | | 0.0 | | |
| | | 66,463,841 (5) | | | | GS Mortgage Securities Trust 2013-GC16 XA, 1.388%, 11/10/2046 | | | | | 2,515,065 | | | | | | 0.0 | | |
| | | 113,906,309 (5) | | | | GS Mortgage Securities Trust 2013-GCJ14 XA, 0.713%, 08/10/2046 | | | | | 3,114,882 | | | | | | 0.1 | | |
| | | 76,883,430 (5) | | | | GS Mortgage Securities Trust 2014-GC22 XA, 1.014%, 06/10/2047 | | | | | 3,409,180 | | | | | | 0.1 | | |
| | | 83,202,195 (5) | | | | GS Mortgage Securities Trust 2016-GS4 XA, 0.595%, 11/10/2049 | | | | | 2,947,271 | | | | | | 0.1 | | |
| | | 262,270 (1) | | | | JP Morgan Chase Commercial Mortgage Securities Corp. 2004-C2 H, 5.738%, 05/15/2041 | | | | | 262,096 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 17,385,000 | (1)(5) | | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.328%, 12/15/2047 | | | | $ | 251,158 | | | | | | 0.0 | | | |
| | | 719,126 (1) | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2003-CB6 H, 5.379%, 07/12/2037 | | | | | 713,283 | | | | | | 0.0 | | |
| | | 1,320,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9 E, 5.346%, 06/12/2041 | | | | | 1,319,310 | | | | | | 0.0 | | |
| | | 2,400,000 (1) | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 E, 5.678%, 07/15/2046 | | | | | 2,422,721 | | | | | | 0.1 | | |
| | | 1,300,438 (1) | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 TAC1, 7.990%, 07/15/2046 | | | | | 1,295,656 | | | | | | 0.0 | | |
| | | 83,805,084 (5) | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.653%, 06/15/2045 | | | | | 3,615,176 | | | | | | 0.1 | | |
| | | 2,900,000 (1) | | | | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.081%, 11/15/2045 | | | | | 2,819,100 | | | | | | 0.1 | | |
| | | 2,670,000 | | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 C, 4.882%, 01/15/2047 | | | | | 2,738,540 | | | | | | 0.1 | | |
| | | 20,384,207 (5) | | | | JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 1.137%, 04/15/2047 | | | | | 495,126 | | | | | | 0.0 | | |
| | | 42,626,087 (5) | | | | JPMBB Commercial Mortgage Securities Trust 2014-C26 XA, 1.126%, 01/15/2048 | | | | | 1,957,603 | | | | | | 0.0 | | |
| | | 1,636,996 (5) | | | | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 1.160%, 10/15/2048 | | | | | 78,950 | | | | | | 0.0 | | |
| | | 19,706,190 (5) | | | | JPMCC Commercial Mortgage Securities Trust 2017-JP6 XA, 1.326%, 07/15/2050 | | | | | 1,435,978 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 242,353 (1) | | | | LB-UBS Commercial Mortgage Trust 2005-C1 G, 5.667%, 02/15/2040 | | | | $ | 241,444 | | | | | | 0.0 | | |
| | | 1,860,000 (1) | | | | LB-UBS Commercial Mortgage Trust 2005-C1 H, 5.767%, 02/15/2040 | | | | | 1,861,120 | | | | | | 0.1 | | |
| | | 1,130,000 (1) | | | | LB-UBS Commercial Mortgage Trust 2005-C5 G, 5.350%, 09/15/2040 | | | | | 1,150,074 | | | | | | 0.0 | | |
| | | 5,190,542 | (1)(5) | | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.485%, 11/15/2038 | | | | | 15,468 | | | | | | 0.0 | | | |
| | | 56,876,361 | (1)(5) | | LSTAR Commercial Mortgage Trust 2017-5 X, 1.233%, 03/10/2050 | | | | | 2,772,933 | | | | | | 0.0 | | | |
| | | 1,550,000 (1) | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 D, 4.688%, 08/15/2045 | | | | | 1,562,076 | | | | | | 0.0 | | |
| | | 108,412,451 (5) | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.120%, 12/15/2047 | | | | | 4,867,426 | | | | | | 0.1 | | |
| | | 11,653,000 | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31, 3.102%, 11/15/2049 | | | | | 11,321,165 | | | | | | 0.2 | | |
| | | 3,090,000 (1) | | | | Morgan Stanley Capital I Trust 2011-C1 D, 5.427%, 09/15/2047 | | | | | 3,218,200 | | | | | | 0.1 | | |
| | | 1,300,000 (1) | | | | Morgan Stanley Capital I Trust 2011-C1 E, 5.427%, 09/15/2047 | | | | | 1,351,134 | | | | | | 0.0 | | |
| | | 46,983,266 (5) | | | | Morgan Stanley Capital I, Inc. 2017-HR2 XA, 0.807%, 12/15/2050 | | | | | 2,860,252 | | | | | | 0.1 | | |
| | | 4,430,000 (1) | | | | Morgan Stanley Capital I, Inc. 2017-JWDR A, 2.627%, (US0001M + 0.850%), 11/15/2034 | | | | | 4,442,715 | | | | | | 0.1 | | |
| | | 1,521,095 (1) | | | | Morgan Stanley Reremic Trust 2012-XA B, 0.250%, 07/27/2049 | | | | | 1,494,123 | | | | | | 0.0 | | |
| | | 4,900,000 (1) | | | | TPG Real Estate Finance 2018-FL-1 C Issuer Ltd., 3.686%, (US0001M + 1.900%), 02/15/2035 | | | | | 4,921,181 | | | | | | 0.1 | | |
| | | 41,936,033 (5) | | | | Wells Fargo Commercial Mortgage Trust 2016-C35 XA, 1.991%, 07/15/2048 | | | | | 5,059,838 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 4,830,000 | | | | Wells Fargo Commercial Mortgage Trust 2017-C40 C, 4.336%, 10/15/2050 | | | | $ | 4,760,214 | | | | | | 0.1 | | |
| | | 5,170,000 | (1)(6)(7) | | Wells Fargo Re-REMIC Trust 2013-FRR1 B706, 0.000%, 12/27/2043 | | | | | 4,964,745 | | | | | | 0.1 | | | |
| | | 5,000,000 | (1)(6)(7) | | Wells Fargo Re-REMIC Trust 2013-FRR1 BK26, 0.000%, 01/27/2045 | | | | | 3,808,749 | | | | | | 0.1 | | | |
| | | 77,660,617 | (1)(5) | | WFRBS Commercial Mortgage Trust 2012-C10 XA, 1.580%, 12/15/2045 | | | | | 4,614,819 | | | | | | 0.1 | | | |
| | | 14,643,805 | (1)(5) | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.849%, 08/15/2045 | | | | | 917,880 | | | | | | 0.0 | | | |
| | | 11,287,444 | (1)(5) | | WFRBS Commercial Mortgage Trust 2012-C9 XA, 1.910%, 11/15/2045 | | | | | 795,390 | | | | | | 0.0 | | | |
| | | 12,746,000 (1) | | | | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.272%, 03/15/2045 | | | | | 9,781,853 | | | | | | 0.2 | | |
| | | 20,029,346 (1) | | | | WFRBS Commercial Mortgage Trust 2013-C11 G, 4.272%, 03/15/2045 | | | | | 7,720,161 | | | | | | 0.1 | | |
| | | 92,422,258 | (1)(5) | | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.279%, 03/15/2048 | | | | | 4,470,344 | | | | | | 0.1 | | | |
| | | 64,530,435 (5) | | | | WFRBS Commercial Mortgage Trust 2013-C16 XA, 0.844%, 09/15/2046 | | | | | 1,962,429 | | | | | | 0.0 | | |
| | | 90,212,321 (5) | | | | WFRBS Commercial Mortgage Trust 2014-C25 XA, 0.916%, 11/15/2047 | | | | | 3,904,073 | | | | | | 0.1 | | |
| | | 11,350,093 | | | | Other Securities | | | | | 11,314,862 | | | | | | 0.2 | | |
| | | | | | | Total Commercial Mortgage-Backed Securities (Cost $323,625,002) | | | | | 320,836,590 | | | | | | 5.9 | | |
| ASSET-BACKED SECURITIES: 12.3% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 0.2% | | ||||||||||||
| | | 3,131,006 (1) | | | | Oscar US Funding Trust 2014-1 A4, 2.550%, 12/15/2021 | | | | | 3,124,290 | | | | | | 0.1 | | |
| | | 1,450,000 (1) | | | | Oscar US Funding Trust VI LLC 2017-1A A3, 2.820%, 06/10/2021 | | | | | 1,441,248 | | | | | | 0.0 | | |
| | | 1,550,000 (1) | | | | Oscar US Funding Trust VII LLC 2017-2A A4, 2.760%, 12/10/2024 | | | | | 1,537,577 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
| | | 1,940,000 (1) | | | | SunTrust Auto Receivables Trust 2015-1A B, 2.200%, 02/15/2021 | | | | $ | 1,918,191 | | | | | | 0.0 | | |
| | | 800,000 (1) | | | | Tesla Auto Lease Trust 2018-A D, 3.300%, 05/20/2020 | | | | | 798,359 | | | | | | 0.0 | | |
| | | 4,250,000 | | | | Other Securities | | | | | 4,249,030 | | | | | | 0.1 | | |
| | | | | | | | | | | | 13,068,695 | | | | | | 0.2 | | |
| | | | | | | Home Equity Asset-Backed Securities: 0.4% | | ||||||||||||
| | | 8,263,846 | | | | Freddie Mac Structured Pass Through Certificates T-31 A7, 1.871%, (US0001M + 0.250%), 05/25/2031 | | | | | 8,209,657 | | | | | | 0.1 | | |
| | | 2,073,915 | | | | Morgan Stanley Home Equity Loan Trust 2006-3 A3, 2.032%, (US0001M + 0.160%), 04/25/2036 | | | | | 1,586,622 | | | | | | 0.0 | | |
| | | 1,408,538 | | | | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1 2A3, 2.032%, (US0001M + 0.160%), 02/25/2037 | | | | | 1,273,574 | | | | | | 0.0 | | |
| | | 1,714,922 | | | | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1 2A4A, 2.102%, (US0001M + 0.230%), 02/25/2037 | | | | | 1,563,477 | | | | | | 0.1 | | |
| | | 12,811,748 | | | | Other Securities | | | | | 10,807,844 | | | | | | 0.2 | | |
| | | | | | | | | | | | 23,441,174 | | | | | | 0.4 | | |
| | | | | | | Other Asset-Backed Securities: 11.0% | | ||||||||||||
| | | 4,993,491 | (1)(4) | | Ajax Mortgage Loan Trust 2016-C A, 4.000%, 10/25/2057 | | | | | 5,021,354 | | | | | | 0.1 | | | |
| | | 1,750,017 | (1)(4) | | Ajax Mortgage Loan Trust 2017-A A, 3.470%, 04/25/2057 | | | | | 1,744,657 | | | | | | 0.0 | | | |
| | | 5,100,000 (1) | | | | ALM VII R-2 Ltd. 2013-7R2A A2R, 3.722%, (US0003M + 2.000%), 10/15/2027 | | | | | 5,122,308 | | | | | | 0.1 | | |
| | | 2,930,000 (1) | | | | ALM VIII Ltd. 2013-8A A1R, 3.212%, (US0003M + 1.490%), 10/15/2028 | | | | | 2,943,012 | | | | | | 0.1 | | |
| | | 1,096,334 | (1)(5)(8) | | American Homes 4 Rent 2015-SFR1 XS, 0.000%, 04/17/2052 | | | | | — | | | | | | — | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 1,076,000 (1) | | | | American Homes 4 Rent 2015-SFR2 C, 4.691%, 10/17/2045 | | | | $ | 1,141,871 | | | | | | 0.0 | | |
| | | 1,250,000 (1) | | | | American Homes 4 Rent 2015-SFR2 D, 5.036%, 10/17/2045 | | | | | 1,337,867 | | | | | | 0.0 | | |
| | | 6,926,917 | (1)(5)(8) | | American Homes 4 Rent 2015-SFR2 XS, 0.000%, 10/17/2045 | | | | | — | | | | | | — | | | |
| | | 3,440,000 (1) | | | | Apidos CLO XI 2012-11A BR, 3.681%, (US0003M + 1.950%), 01/17/2028 | | | | | 3,452,332 | | | | | | 0.1 | | |
| | | 3,900,000 (1) | | | | Apidos CLO XII 2013-12A AR, 3.118%, (US0003M + 1.080%), 04/15/2031 | | | | | 3,907,508 | | | | | | 0.1 | | |
| | | 500,000 (1) | | | | Apidos CLO XII 2013-12A CR, 3.838%, (US0003M + 1.800%), 04/15/2031 | | | | | 501,428 | | | | | | 0.0 | | |
| | | 3,130,000 (1) | | | | Apidos CLO XVII 2014-17A A2R, 3.581%, (US0003M + 1.850%), 04/17/2026 | | | | | 3,130,870 | | | | | | 0.0 | | |
| | | 5,420,000 (1) | | | | Apidos CLO XVII 2014-17A BR, 4.231%, (US0003M + 2.500%), 04/17/2026 | | | | | 5,422,341 | | | | | | 0.1 | | |
| | | 3,860,000 (1) | | | | Apidos Clo XXV 2016-25A A1, 3.205%, (US0003M + 1.460%), 10/20/2028 | | | | | 3,873,190 | | | | | | 0.1 | | |
| | | 10,000,000 (1) | | | | Ares XLVI CLO Ltd. 2017-46A A2, 2.939%, (US0003M + 1.230%), 01/15/2030 | | | | | 10,058,130 | | | | | | 0.2 | | |
| | | 4,350,000 (1) | | | | Ares XXIX CLO Ltd. 2014-1A BR, 4.022%, (US0003M + 2.300%), 04/17/2026 | | | | | 4,351,540 | | | | | | 0.0 | | |
| | | 4,410,000 (1) | | | | Ares XXXII CLO Ltd. 2014-32A BR, 4.089%, (US0003M + 2.250%), 11/15/2025 | | | | | 4,418,511 | | | | | | 0.1 | | |
| | | 4,500,000 (1) | | | | ArrowMark Colorado Holdings 2017-7A C, 3.504%, (US0003M + 1.900%), 07/15/2030 | | | | | 4,511,340 | | | | | | 0.1 | | |
| | | 2,000,000 (1) | | | | Atrium CDO Corp. 12A CR, 3.395%, (US0003M + 1.650%), 04/22/2027 | | | | | 1,982,060 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 1,500,000 (1) | | | | Atrium XIII 13A C, 3.241%, (US0003M + 1.800%), 11/21/2030 | | | | $ | 1,507,950 | | | | | | 0.0 | | |
| | | 3,970,000 (1) | | | | Avery Point IV CLO Ltd. 2014-1A CR, 4.095%, (US0003M + 2.350%), 04/25/2026 | | | | | 3,972,751 | | | | | | 0.1 | | |
| | | 3,700,000 (1) | | | | Babson CLO Ltd. 2014-3A AR, 3.042%, (US0003M + 1.320%), 01/15/2026 | | | | | 3,700,988 | | | | | | 0.1 | | |
| | | 2,640,000 (1) | | | | Babson CLO Ltd. 2014-3A C1R, 4.372%, (US0003M + 2.650%), 01/15/2026 | | | | | 2,653,570 | | | | | | 0.0 | | |
| | | 3,620,000 (1) | | | | Babson CLO Ltd. 2014-IA BR, 3.945%, (US0003M + 2.200%), 07/20/2025 | | | | | 3,621,491 | | | | | | 0.1 | | |
| | | 1,650,000 (1) | | | | Bain Capital Credit CLO 2017-1A A2, 3.095%, (US0003M + 1.350%), 07/20/2030 | | | | | 1,660,283 | | | | | | 0.0 | | |
| | | 3,890,000 (1) | | | | Barings CLO Ltd. 2017-1A A2, 3.084%, (US0003M + 1.350%), 07/18/2029 | | | | | 3,914,048 | | | | | | 0.1 | | |
| | | 8,770,000 (1) | | | | Benefit Street Partners CLO II Ltd. 2013-IIA A1R, 2.972%, (US0003M + 1.250%), 07/15/2029 | | | | | 8,829,583 | | | | | | 0.2 | | |
| | | 9,250,000 (1) | | | | Benefit Street Partners CLO VII Ltd. 2015-VIIA BR, 3.284%, (US0003M + 1.550%), 07/18/2027 | | | | | 9,238,900 | | | | | | 0.2 | | |
| | | 7,500,000 (1) | | | | Benefit Street Partners CLO VIII Ltd. 2015-8A A1BR, 2.919%, (US0003M + 1.200%), 01/20/2031 | | | | | 7,504,455 | | | | | | 0.1 | | |
| | | 3,190,000 (1) | | | | Benefit Street Partners CLO X Ltd. 2016-10A A1, 3.212%, (US0003M + 1.490%), 01/15/2029 | | | | | 3,207,032 | | | | | | 0.0 | | |
| | | 5,000,000 (1) | | | | Benefit Street Partners CLO XIV Ltd. 2018-14A A2, (US0003M + 1.150%), 04/20/2031 | | | | | 4,991,776 | | | | | | 0.1 | | |
| | | 2,450,000 (1) | | | | Birchwood Park CLO Ltd. 2014-1A C1R, 3.970%, (US0003M + 2.250%), 07/15/2026 | | | | | 2,450,637 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 6,520,000 (1) | | | | Blue Hill CLO Ltd. 2013-1A C1R, 4.122%, (US0003M + 2.400%), 01/15/2026 | | | | $ | 6,520,874 | | | | | | 0.1 | | |
| | | 4,350,000 (1) | | | | BlueMountain CLO 2014-4A CR, 4.534%, (US0003M + 2.550%), 11/30/2026 | | | | | 4,368,857 | | | | | | 0.1 | | |
| | | 4,070,000 (1) | | | | BlueMountain CLO 2015-1A BR, 4.222%, (US0003M + 2.500%), 04/13/2027 | | | | | 4,099,386 | | | | | | 0.1 | | |
| | | 3,270,000 (1) | | | | Burnham Park Clo Ltd. 2016-1A A, 3.175%, (US0003M + 1.430%), 10/20/2029 | | | | | 3,324,694 | | | | | | 0.1 | | |
| | | 10,000,000 (1) | | | | Carbone CLO Ltd 2017-1A A1, 2.809%, (US0003M + 1.140%), 01/20/2031 | | | | | 10,033,170 | | | | | | 0.2 | | |
| | | 3,000,000 (1) | | | | Carbone CLO Ltd 2017-1A B, 3.469%, (US0003M + 1.800%), 01/20/2031 | | | | | 3,004,986 | | | | | | 0.0 | | |
| | | 3,250,000 | (1)(8) | | Carlyle Global Market Strategies CLO Ltd. 2014-1A A2R2 0.000%, 04/17/2031 | | | | | 3,250,000 | | | | | | 0.1 | | | |
| | | 3,480,000 (1) | | | | Carlyle Global Market Strategies CLO Ltd. 2014-3A BR, 3.910%, (US0003M + 2.150%), 07/27/2026 | | | | | 3,481,757 | | | | | | 0.0 | | |
| | | 6,380,000 (1) | | | | Carlyle Global Market Strategies CLO Ltd. 2017-1A A1A, 3.045%, (US0003M + 1.300%), 04/20/2031 | | | | | 6,410,331 | | | | | | 0.1 | | |
| | | 4,300,000 (1) | | | | Cedar Funding II CLO Ltd. 2013-1A CR, 4.407%, (US0003M + 2.350%), 06/09/2030 | | | | | 4,320,206 | | | | | | 0.1 | | |
| | | 3,500,000 (1) | | | | Cedar Funding IV CLO Ltd. 2014-4A CR, 3.995%, (US0003M + 2.250%), 07/23/2030 | | | | | 3,507,304 | | | | | | 0.0 | | |
| | | 9,680,000 (1) | | | | Cedar Funding VI CLO Ltd. 2016-6A A1, 2.833%, (US0003M + 1.470%), 10/20/2028 | | | | | 9,716,193 | | | | | | 0.2 | | |
Voya Intermediate Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 3,530,000 (1) | | | | Cedar Funding VIII Clo Ltd. 2017-8A A1, 2.981%, (US0003M + 1.250%), 10/17/2030 | | | | $ | 3,551,032 | | | | | | 0.1 | | |
| | | 4,700,000 (1) | | | | Cent CLO 2014-22A A2AR, 3.744%, (US0003M + 1.950%), 11/07/2026 | | | | | 4,703,215 | | | | | | 0.1 | | |
| | | 37,149 | | | | Chase Funding Trust Series 2003-5 2A2, 2.472%, (US0001M + 0.600%), 07/25/2033 | | | | | 36,215 | | | | | | 0.0 | | |
| | | 4,050,000 (1) | | | | CIFC Funding 2013-2A A1LR, 2.944%, (US0003M + 1.210%), 10/18/2030 | | | | | 4,080,420 | | | | | | 0.1 | | |
| | | 2,700,000 (1) | | | | CIFC Funding 2013-2A A3LR, 3.684%, (US0003M + 1.950%), 10/18/2030 | | | | | 2,722,612 | | | | | | 0.0 | | |
| | | 2,750,000 (1) | | | | CIFC Funding 2014-4A C1R, 4.381%, (US0003M + 2.650%), 10/17/2026 | | | | | 2,751,331 | | | | | | 0.1 | | |
| | | 3,660,000 (1) | | | | CIFC Funding 2016-1A A, 3.225%, (US0003M + 1.480%), 10/21/2028 | | | | | 3,679,698 | | | | | | 0.1 | | |
| | | 2,150,000 (1) | | | | CIFC Funding 2017-2A C, 4.095%, (US0003M + 2.350%), 04/20/2030 | | | | | 2,164,676 | | | | | | 0.0 | | |
| | | 7,400,000 (1) | | | | CIFC Funding 2017-4 A1, 2.633%, (US0003M + 1.250%), 10/24/2030 | | | | | 7,487,979 | | | | | | 0.1 | | |
| | | 3,000,000 (1) | | | | CIFC Funding 2017-5A A1, 2.543%, (US0003M + 1.180%), 11/16/2030 | | | | | 3,023,361 | | | | | | 0.1 | | |
| | | 1,000,000 (1) | | | | CIFC Funding 2018-IA B Ltd., 3.557%, (US0003M + 1.400%), 04/18/2031 | | | | | 1,000,967 | | | | | | 0.0 | | |
| | | 7,425,000 | | | | Countrywide Asset-Backed Certificates 2005-AB2 M1, 2.577%, (US0001M + 0.705%), 09/25/2035 | | | | | 7,088,005 | | | | | | 0.1 | | |
| | | 11,712,000 | | | | Credit-Based Asset Servicing & Securitization LLC 2006-CB8 A2C, 2.022%, (US0001M + 0.150%), 10/25/2036 | | | | | 10,430,017 | | | | | | 0.2 | | |
| | | 4,200,000 (1) | | | | Deer Creek Clo Ltd. 2017-1A A, 3.177%, (US0003M + 1.180%), 10/20/2030 | | | | | 4,219,328 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 7,000,000 (1) | | | | Dewolf Park Clo Ltd. 2017-1A A, 2.932%, (US0003M + 1.210%), 10/15/2030 | | | | $ | 7,054,362 | | | | | | 0.1 | | |
| | | 5,565,000 (1) | | | | Dryden 33 Senior Loan Fund 2014-33A AR, 3.152%, (US0003M + 1.430%), 10/15/2028 | | | | | 5,596,509 | | | | | | 0.1 | | |
| | | 2,100,000 (1) | | | | Dryden Senior Loan Fund 2014-34A CR, 3.872%, (US0003M + 2.150%), 10/15/2026 | | | | | 2,107,447 | | | | | | 0.0 | | |
| | | 6,660,000 (1) | | | | Dryden Senior Loan Fund 2017-47A A2, 3.072%, (US0003M + 1.350%), 04/15/2028 | | | | | 6,696,650 | | | | | | 0.1 | | |
| | | 6,410,000 (1) | | | | Dryden Senior Loan Fund 2017-47A C, 3.922%, (US0003M + 2.200%), 04/15/2028 | | | | | 6,456,376 | | | | | | 0.1 | | |
| | | 7,700,000 (1) | | | | Dryden XXV Senior Loan Fund 2012-25A CRR, 3.570%, (US0003M + 1.850%), 10/15/2027 | | | | | 7,712,975 | | | | | | 0.2 | | |
| | | 5,565,000 (1) | | | | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 3.039%, (US0003M + 1.200%), 08/15/2030 | | | | | 5,593,793 | | | | | | 0.1 | | |
| | | 8,000,000 (1) | | | | Eaton Vance Clo 2015-1A A2R Ltd., 2.727%, (US0003M + 1.250%), 01/20/2030 | | | | | 7,998,464 | | | | | | 0.2 | | |
| | | 3,980,025 (1) | | | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | | | | | 4,051,096 | | | | | | 0.1 | | |
| | | 3,000,000 (1) | | | | Flatiron CLO Ltd. 2013-1A A2R, 3.381%, (US0003M + 1.650%), 01/17/2026 | | | | | 3,000,441 | | | | | | 0.0 | | |
| | | 3,920,000 (1) | | | | Flatiron CLO Ltd. 2013-1A BR, 4.081%, (US0003M + 2.350%), 01/17/2026 | | | | | 3,921,282 | | | | | | 0.1 | | |
| | | 4,250,000 (1) | | | | Galaxy XIX CLO Ltd. 2015-19A A1R, 2.961%, (US0003M + 1.220%), 07/24/2030 | | | | | 4,276,626 | | | | | | 0.1 | | |
| | | 2,500,000 (1) | | | | Galaxy XV CLO Ltd. 2013-15A AR, 2.922%, (US0003M + 1.200%), 10/15/2030 | | | | | 2,521,193 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 8,000,000 (1) | | | | Galaxy XXI CLO Ltd. 2015-21A AR, 2.765%, (US0003M + 1.020%), 04/20/2031 | | | | $ | 7,996,712 | | | | | | 0.1 | | |
| | | 2,300,000 (1) | | | | Gilbert Park CLO Ltd. 2017-1A A, 2.555%, (US0003M + 1.190%), 10/15/2030 | | | | | 2,311,192 | | | | | | 0.1 | | |
| | | 1,850,000 (1) | | | | Gilbert Park CLO Ltd. 2017-1A B, 2.965%, (US0003M + 1.600%), 10/15/2030 | | | | | 1,861,218 | | | | | | 0.0 | | |
| | | 2,100,000 (1) | | | | Gilbert Park CLO Ltd. 2017-1A C, 3.315%, (US0003M + 1.950%), 10/15/2030 | | | | | 2,106,306 | | | | | | 0.0 | | |
| | | 7,000,000 (1) | | | | Goldentree Loan Management US Clo 2 Ltd. 2017-2A A, 2.724%, (US0003M + 1.150%), 11/28/2030 | | | | | 7,037,310 | | | | | | 0.1 | | |
| | | 2,243,417 (1) | | | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | | | | | 2,226,373 | | | | | | 0.1 | | |
| | | 2,112,989 (1) | | | | HERO Funding Trust 2016-2A A, 3.750%, 09/20/2041 | | | | | 2,116,098 | | | | | | 0.0 | | |
| | | 2,500,000 (1) | | | | Invitation Homes Trust 2014-SFR2 E, 4.958%, (US0001M + 3.150%), 06/17/2032 | | | | | 2,508,456 | | | | | | 0.0 | | |
| | | 1,500,000 (1) | | | | Jay Park CLO Ltd. 2016-1A B, 4.145%, (US0003M + 2.400%), 10/20/2027 | | | | | 1,506,771 | | | | | | 0.0 | | |
| | | 1,791,000 (1) | | | | Jimmy Johns Funding LLC 2017-1A A2I, 3.610%, 07/30/2047 | | | | | 1,792,285 | | | | | | 0.0 | | |
| | | 6,000,000 | (1)(9) | | KKR CLO 21 A Ltd., 3.340%, (US0003M + 1.000%), 04/15/2031 | | | | | 6,000,000 | | | | | | 0.1 | | | |
| | | 6,000,000 (1) | | | | LCM 26A A2 Ltd. 0.000%, 3.176%, (US0003M + 1.250%), 01/20/2031 | | | | | 6,044,616 | | | | | | 0.1 | | |
| | | 5,400,000 (1) | | | | LCM XXIII Ltd. 23A A1, 3.145%, (US0003M + 1.400%), 10/20/2029 | | | | | 5,462,073 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 4,500,000 (1) | | | | Madison Park Funding XI Ltd. 2013-11A CR, 3.945%, (US0003M + 2.200%), 07/23/2029 | | | | $ | 4,507,816 | | | | | | 0.1 | | |
| | | 2,900,000 (1) | | | | Madison Park Funding XIII Ltd. 2014-13A CR, 3.889%, (US0003M + 2.150%), 01/19/2025 | | | | | 2,901,482 | | | | | | 0.1 | | |
| | | 5,400,000 (1) | | | | Madison Park Funding XV Ltd. 2014-15A B1R, 3.960%, (US0003M + 2.200%), 01/27/2026 | | | | | 5,422,297 | | | | | | 0.1 | | |
| | | 1,400,000 (1) | | | | Madison Park Funding XXVII Ltd. 2018-27A B, 3.847%, (US0003M + 1.800%), 04/20/2030 | | | | | 1,401,358 | | | | | | 0.0 | | |
| | | 1,100,000 (1) | | | | Mill City Mortgage Loan Trust 2017-1 M2, 3.250%, 11/25/2058 | | | | | 1,073,264 | | | | | | 0.0 | | |
| | | 3,200,000 (1) | | | | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | | | | | 3,119,202 | | | | | | 0.1 | | |
| | | 4,633,175 (1) | | | | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 09/20/2042 | | | | | 4,599,852 | | | | | | 0.1 | | |
| | | 1,700,000 (1) | | | | Neuberger Berman Loan Advisers CLO 2017-26A C, 3.142%, (US0003M + 1.750%), 10/18/2030 | | | | | 1,700,741 | | | | | | 0.0 | | |
| | | 3,000,000 (1) | | | | Oaktree CLO 2015-1A BR Ltd., 3.395%, (US0003M + 1.650%), 10/20/2027 | | | | | 3,001,182 | | | | | | 0.1 | | |
| | | 9,470,000 (1) | | | | Octagon Investment Partners 30 Ltd. 2017-1A A1, 3.065%, (US0003M + 1.320%), 03/17/2030 | | | | | 9,634,191 | | | | | | 0.2 | | |
| | | 3,000,000 (1) | | | | Octagon Investment Partners Ltd. 2017-1A A2, 3.072%, (US0003M + 1.350%), 07/15/2029 | | | | | 3,021,927 | | | | | | 0.0 | | |
| | | 5,520,000 (1) | | | | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 3.097%, (US0003M + 1.375%), 07/15/2029 | | | | | 5,575,145 | | | | | | 0.1 | | |
| | | 1,570,000 (1) | | | | Octagon Investment Partners XIX Ltd. 2014-1A CR, 3.822%, (US0003M + 2.100%), 04/15/2026 | | | | | 1,570,135 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 4,060,000 (1) | | | | Octagon Investment Partners XV Ltd. 2013-1A A2R, 3.089%, (US0003M + 1.350%), 07/19/2030 | | | | $ | 4,099,414 | | | | | | 0.1 | | |
| | | 1,500,000 (1) | | | | OHA Credit Partners XIV Ltd. 2017-14A C, 3.383%, (US0003M + 1.800%), 01/21/2030 | | | | | 1,493,316 | | | | | | 0.0 | | |
| | | 5,660,000 (1) | | | | OHA Loan Funding Ltd. 2015-1A AR, 3.249%, (US0003M + 1.410%), 08/15/2029 | | | | | 5,742,076 | | | | | | 0.1 | | |
| | | 5,980,000 (1) | | | | OHA Loan Funding Ltd. 2015-1A BR, 3.639%, (US0003M + 1.800%), 08/15/2029 | | | | | 5,998,795 | | | | | | 0.1 | | |
| | | 6,000,000 (1) | | | | Palmer Square CLO 2013-2A BR Ltd., 3.981%, (US0003M + 2.250%), 10/17/2027 | | | | | 6,022,620 | | | | | | 0.1 | | |
| | | 3,550,000 (1) | | | | Palmer Square CLO 2014-1A A1R2 Ltd., 2.861%, (US0003M + 1.130%), 01/17/2031 | | | | | 3,575,777 | | | | | | 0.1 | | |
| | | 4,600,000 (1) | | | | Palmer Square CLO 2014-1A BR2 Ltd., 3.581%, (US0003M + 1.850%), 01/17/2031 | | | | | 4,612,052 | | | | | | 0.1 | | |
| | | 8,550,000 (1) | | | | Palmer Square CLO 2015-1A BR Ltd., 4.442%, (US0003M + 2.550%), 05/21/2029 | | | | | 8,612,475 | | | | | | 0.1 | | |
| | | 2,190,000 (1) | | | | Palmer Square CLO 2015-2A A1AR Ltd., 3.015%, (US0003M + 1.270%), 07/20/2030 | | | | | 2,198,738 | | | | | | 0.0 | | |
| | | 4,340,000 (1) | | | | Palmer Square CLO 2015-2A A1BR Ltd., 3.095%, (US0003M + 1.350%), 07/20/2030 | | | | | 4,362,655 | | | | | | 0.1 | | |
| | | 10,000,000 (1) | | | | Palmer Square CLO 2018-1A A1 Ltd., 3.208%, (US0003M + 1.030%), 04/18/2031 | | | | �� | 9,999,840 | | | | | | 0.2 | | |
| | | 5,950,000 (1) | | | | Palmer Square Loan Funding 2017-1A C Ltd., 4.522%, (US0003M + 2.800%), 10/15/2025 | | | | | 5,959,294 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 6,700,000 (1) | | | | Palmer Square Loan Funding 2018-1A B Ltd., 3.623%, (US0003M + 1.400%), 04/15/2026 | | | | $ | 6,699,946 | | | | | | 0.1 | | |
| | | 4,000,000 (1) | | | | Palmer Square Loan Funding 2018-1A C Ltd., 4.073%, (US0003M + 1.850%), 04/15/2026 | | | | | 3,999,960 | | | | | | 0.1 | | |
| | | 1,000,000 | (1)(9) | | Palmer Square Loan Funding 2018-2A C Ltd., 4.310%, (US0003M + 1.950%), 07/15/2026 | | | | | 1,000,000 | | | | | | 0.0 | | | |
| | | 4,000,000 (1) | | | | Progress Residential 2015-SFR2 E, 4.427%, 06/12/2032 | | | | | 4,023,927 | | | | | | 0.1 | | |
| | | 4,000,000 (1) | | | | Progress Residential 2015-SFR3 C, 4.327%, 11/12/2032 | | | | | 4,070,209 | | | | | | 0.1 | | |
| | | 5,312,000 (1) | | | | Recette CLO Ltd. 2015-1A CR, 3.445%, (US0003M + 1.700%), 10/20/2027 | | | | | 5,314,364 | | | | | | 0.1 | | |
| | | 4,876,000 (1) | | | | SoFi Consumer Loan Program 2017-3 B, 3.850%, 05/25/2026 | | | | | 4,910,388 | | | | | | 0.1 | | |
| | | 5,000,000 (1) | | | | Sofi Consumer Loan Program 2018-1 C Trust, 3.970%, 02/25/2027 | | | | | 4,993,928 | | | | | | 0.1 | | |
| | | 4,718,505 (1) | | | | Springleaf Funding Trust 2015-A A, 3.160%, 11/15/2024 | | | | | 4,723,344 | | | | | | 0.1 | | |
| | | 7,320,000 (1) | | | | Symphony CLO Ltd. 2012-9A AR, 3.172%, (US0003M + 1.450%), 10/16/2028 | | | | | 7,351,051 | | | | | | 0.1 | | |
| | | 3,120,000 (1) | | | | Symphony CLO Ltd. 2016-18A B, 3.545%, (US0003M + 1.800%), 01/23/2028 | | | | | 3,136,152 | | | | | | 0.1 | | |
| | | 3,080,000 (1) | | | | Symphony CLO XIV Ltd. 2014-14A C1R, 4.222%, (US0003M + 2.500%), 07/14/2026 | | | | | 3,085,489 | | | | | | 0.1 | | |
| | | 3,406,875 (1) | | | | Taco Bell Funding 2016-1A A2I, 3.832%, 05/25/2046 | | | | | 3,432,466 | | | | | | 0.1 | | |
| | | 617,188 (1) | | | | Taco Bell Funding LLC 2016-1A A2II, 4.377%, 05/25/2046 | | | | | 633,359 | | | | | | 0.0 | | |
| | | 4,100,000 (1) | | | | TES LLC 2017-1A B, 7.740%, 10/20/2047 | | | | | 4,077,671 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 2,580,000 (1) | | | | Thacher Park CLO Ltd. 2014-1A CR, 3.945%, (US0003M + 2.200%), 10/20/2026 | | | | $ | 2,581,063 | | | | | | 0.1 | | |
| | | 7,000,000 (1) | | | | THL Credit Wind River 2013-2A AR CLO Ltd., 2.964%, (US0003M + 1.230%), 10/18/2030 | | | | | 7,054,719 | | | | | | 0.1 | | |
| | | 3,000,000 (1) | | | | THL Credit Wind River 2013-2A CR CLO Ltd., 3.734%, (US0003M + 2.000%), 10/18/2030 | | | | | 3,009,075 | | | | | | 0.1 | | |
| | | 6,000,000 (1) | | | | THL Credit Wind River 2017-1A C CLO Ltd., 4.034%, (US0003M + 2.300%), 04/18/2029 | | | | | 6,040,560 | | | | | | 0.1 | | |
| | | 7,080,000 (1) | | | | THL Credit Wind River 2017-2A A CLO Ltd., 2.975%, (US0003M + 1.230%), 07/20/2030 | | | | | 7,122,324 | | | | | | 0.1 | | |
| | | 3,500,000 (1) | | | | THL Credit Wind River 2017-4A C CLO Ltd., 3.635%, (US0003M + 1.750%), 11/20/2030 | | | | | 3,500,490 | | | | | | 0.1 | | |
| | | 9,030,000 (1) | | | | THL Credit Wind River CLO Ltd. 2016-2A A, 3.273%, (US0003M + 1.500%), 11/01/2028 | | | | | 9,069,136 | | | | | | 0.2 | | |
| | | 7,500,000 (1) | | | | Tiaa Clo III Ltd 2017-2A A, 2.627%, (US0003M + 1.150%), 01/16/2031 | | | | | 7,529,062 | | | | | | 0.1 | | |
| | | 1,400,000 (1) | | | | Towd Point Mortgage Trust 2015-2 1B1, 3.570%, 11/25/2060 | | | | | 1,447,012 | | | | | | 0.0 | | |
| | | 2,640,000 (1) | | | | Towd Point Mortgage Trust 2015-2 2B2, 4.318%, 11/25/2057 | | | | | 2,769,796 | | | | | | 0.0 | | |
| | | 4,346,000 (1) | | | | Towd Point Mortgage Trust 2016-2 M1, 3.000%, 08/25/2055 | | | | | 4,191,305 | | | | | | 0.1 | | |
| | | 3,200,000 (1) | | | | Towd Point Mortgage Trust 2017-1 M1, 3.750%, 10/25/2056 | | | | | 3,247,787 | | | | | | 0.1 | | |
| | | 2,200,000 (1) | | | | Towd Point Mortgage Trust 2017-3 M1, 3.500%, 07/25/2057 | | | | | 2,167,834 | | | | | | 0.0 | | |
| | | 9,525,000 (1) | | | | Towd Point Mortgage Trust 2017-6 M2, 3.250%, 10/25/2057 | | | | | 9,044,126 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 1,500,000 (1) | | | | Venture XX CLO Ltd. 2015-20A CR, 3.622%, (US0003M + 1.900%), 04/15/2027 | | | | $ | 1,484,773 | | | | | | 0.0 | | |
| | | 1,995,000 (1) | | | | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/2048 | | | | | 1,973,235 | | | | | | 0.0 | | |
| | | 879,281 | | | | Other Securities | | | | | 873,685 | | | | | | 0.0 | | |
| | | | | | | | | | | | 599,870,901 | | | | | | 11.0 | | |
| | | | | | | Student Loan Asset-Backed Securities: 0.7% | | ||||||||||||
| | | 1,824,287 (1) | | | | Commonbond Student Loan Trust 2016-B, 4.000%, 10/25/2040 | | | | | 1,801,516 | | | | | | 0.0 | | |
| | | 2,300,000 (1) | | | | Commonbond Student Loan Trust 2017-BGS B, 3.260%, 09/25/2042 | | | | | 2,234,458 | | | | | | 0.1 | | |
| | | 1,187,519 (1) | | | | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/2031 | | | | | 1,183,191 | | | | | | 0.0 | | |
| | | 1,681,478 (1) | | | | DRB Prime Student Loan Trust 2015-D A2, 3.200%, 01/25/2040 | | | | | 1,671,702 | | | | | | 0.0 | | |
| | | 2,900,000 (1) | | | | DRB Prime Student Loan Trust 2017-A A2B, 2.850%, 05/27/2042 | | | | | 2,853,795 | | | | | | 0.1 | | |
| | | 758,537 (1) | | | | Earnest Student Loan Program, LLC 2016-A B, 2.500%, 01/25/2039 | | | | | 723,527 | | | | | | 0.0 | | |
| | | 899,574 (1) | | | | Earnest Student Loan Program, LLC 2016-B B, 4.810%, 09/25/2036 | | | | | 910,872 | | | | | | 0.0 | | |
| | | 693,423 (1) | | | | Earnest Student Loan Program, LLC 2016-C B, 4.460%, 01/26/2037 | | | | | 693,363 | | | | | | 0.0 | | |
| | | 980,792 (1) | | | | Laurel Road Prime Student Loan Trust 2017-B A4, 3.020%, 08/25/2042 | | | | | 957,609 | | | | | | 0.0 | | |
| | | 3,000,000 (1) | | | | Navient Private Education Refi Loan Trust 2018-A B, 3.680%, 02/18/2042 | | | | | 3,009,472 | | | | | | 0.1 | | |
| | | 1,200,000 (1) | | | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | | | 1,137,864 | | | | | | 0.0 | | |
| | | 1,503,028 (1) | | | | SoFi Professional Loan Program 2015-C A2, 2.510%, 08/25/2033 | | | | | 1,481,122 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Student Loan Asset-Backed Securities (continued) | | ||||||||||||
| | | 4,100,000 (1) | | | | SoFi Professional Loan Program 2016-E C, 4.430%, 10/25/2041 | | | | $ | 4,005,924 | | | | | | 0.1 | | |
| | | 2,400,000 (1) | | | | SoFi Professional Loan Program 2017-C B, 3.560%, 07/25/2040 | | | | | 2,319,511 | | | | | | 0.0 | | |
| | | 2,900,000 (1) | | | | Sofi Professional Loan Program 2018-A B LLC, 3.610%, 02/25/2042 | | | | | 2,888,742 | | | | | | 0.1 | | |
| | | 8,000,000 (1) | | | | Sofi Professional Loan Program 2018-B BFX Trust, 3.830%, 08/25/2047 | | | | | 8,087,211 | | | | | | 0.2 | | |
| | | | | | | | | | | | 35,959,879 | | | | | | 0.7 | | |
| | | | | | | Total Asset-Backed Securities (Cost $669,544,206) | | | | | 672,340,649 | | | | | | 12.3 | | |
| U.S. TREASURY OBLIGATIONS: 23.7% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Bonds: 6.1% | | ||||||||||||
| | | 144,289,000 | | | | 2.750%, 02/15/2028 | | | | | 144,273,397 | | | | | | 2.6 | | |
| | | 197,319,000 (2) | | | | 2.750%, 11/15/2047 | | | | | 188,254,840 | | | | | | 3.5 | | |
| | | 80,000 | | | | 3.500%, 02/15/2039 | | | | | 87,775 | | | | | | 0.0 | | |
| | | | | | | | | | | | 332,616,012 | | | | | | 6.1 | | |
| | | | | | | U.S. Treasury Notes: 17.6% | | ||||||||||||
| | | 16,024,000 | | | | 1.625%, 03/31/2019 | | | | | 15,944,809 | | | | | | 0.3 | | |
| | | 36,350,000 | | | | 2.250%, 02/29/2020 | | | | | 36,332,447 | | | | | | 0.7 | | |
| | | 347,876,000 | | | | 2.250%, 03/31/2020 | | | | | 347,689,518 | | | | | | 6.3 | | |
| | | 233,356,000 | | | | 2.375%, 03/15/2021 | | | | | 233,237,140 | | | | | | 4.3 | | |
| | | 265,768,000 | | | | 2.500%, 03/31/2023 | | | | | 264,877,201 | | | | | | 4.8 | | |
| | | 16,667,000 (2) | | | | 2.625%, 02/28/2023 | | | | | 16,713,845 | | | | | | 0.3 | | |
| | | 22,534,000 | | | | 2.625%, 03/31/2025 | | | | | 22,433,968 | | | | | | 0.4 | | |
| | | 27,063,000 | | | | 2.750%, 02/28/2025 | | | | | 27,163,938 | | | | | | 0.5 | | |
| | | | | | | | | | | | 964,392,866 | | | | | | 17.6 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $1,289,220,207) | | | | | 1,297,008,878 | | | | | | 23.7 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS(10):14.8% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 5.1%(10) | | ||||||||||||
| | | 11,794,000 (9) | | | | 3.000%, 11/15/2026 | | | | | 11,773,267 | | | | | | 0.2 | | |
| | | 24,502,000 (9) | | | | 3.000%, 04/01/2048 | | | | | 23,891,364 | | | | | | 0.4 | | |
| | | 10,734,240 | | | | 3.500%, 01/01/2045 | | | | | 10,821,702 | | | | | | 0.2 | | |
| | | 107,081,000 (9) | | | | 3.500%, 04/01/2048 | | | | | 107,339,207 | | | | | | 2.0 | | |
| | | 7,470 | | | | 3.633%, 05/01/2037 | | | | | 7,827 | | | | | | 0.0 | | |
| | | 42,716,000 (9) | | | | 4.000%, 05/01/2048 | | | | | 43,775,555 | | | | | | 0.8 | | |
| | | 9,799,174 | | | | 4.500%, 02/01/2048 | | | | | 10,278,184 | | | | | | 0.2 | | |
| | | 68,825,712 | | | | 2.500%-7.000%, 01/01/2024-03/01/2048 | | | | | 70,145,171 | | | | | | 1.3 | | |
| | | | | | | | | | | | 278,032,277 | | | | | | 5.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS(10): (continued) | | ||||||||||||||||||
| | | | | | | Federal National Mortgage Association: 8.0%(10) | | ||||||||||||
| | | 18,700,000 (9) | | | | 2.500%, 12/25/2026 | | | | $ | 18,324,540 | | | | | | 0.3 | | |
| | | 13,991,414 | | | | 3.000%, 04/01/2045 | | | | | 13,724,495 | | | | | | 0.3 | | |
| | | 142,865,000 (9) | | | | 3.000%, 04/01/2048 | | | | | 139,349,182 | | | | | | 2.6 | | |
| | | 145,149 | | | | 3.188%, 07/01/2035 | | | | | 150,829 | | | | | | 0.0 | | |
| | | 32,537,225 | | | | 3.500%, 08/01/2046 | | | | | 32,736,534 | | | | | | 0.6 | | |
| | | 21,704,556 | | | | 4.000%, 01/01/2045 | | | | | 22,521,718 | | | | | | 0.4 | | |
| | | 19,710,066 | | | | 4.000%, 05/01/2045 | | | | | 20,273,637 | | | | | | 0.4 | | |
| | | 12,612,937 | | | | 4.000%, 12/01/2046 | | | | | 13,031,297 | | | | | | 0.2 | | |
| | | 10,226,384 | | | | 4.500%, 07/01/2047 | | | | | 10,768,732 | | | | | | 0.2 | | |
| | | 21,987,679 | | | | 5.000%, 08/01/2056 | | | | | 23,934,797 | | | | | | 0.4 | | |
| | | 142,615,731 (9) | | | | 2.500%-7.500%, 10/01/2018-03/01/2048 | | | | | 146,266,198 | | | | | | 2.6 | | |
| | | | | | | | | | | | 441,081,959 | | | | | | 8.0 | | |
| | | | | | | Government National Mortgage Association: 1.7% | | ||||||||||||
| | | 17,987,094 | | | | 3.500%, 08/20/2047 | | | | | 18,217,270 | | | | | | 0.3 | | |
| | | 12,938,689 | | | | 3.500%, 08/20/2047 | | | | | 13,094,211 | | | | | | 0.3 | | |
| | | 38,614,000 (9) | | | | 3.500%, 04/01/2048 | | | | | 38,991,843 | | | | | | 0.7 | | |
| | | 20,044,330 (9) | | | | 3.000%-5.500%, 10/15/2039-10/20/2060 | | | | | 20,663,288 | | | | | | 0.4 | | |
| | | | | | | | | | | | 90,966,612 | | | | | | 1.7 | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $816,062,230) | | | | | 810,080,848 | | | | | | 14.8 | | |
| FOREIGN GOVERNMENT BONDS: 5.0% | | ||||||||||||||||||
| | | 19,885,000 | | | | Argentine Republic Government International Bond, 5.625%-6.875%, 04/22/2021-01/26/2027 | | | | | 20,654,000 | | | | | | 0.4 | | |
| CLP 4,565,000,000 | | | Bonos de la Tesoreria de la Republica en pesos, 4.500%, 03/01/2026 | | | | | 7,629,121 | | | | | | 0.1 | | | |||
| CLP 6,450,000,000 | | | Bonos de la Tesoreria de la Republica en pesos, 5.000%, 03/01/2035 | | | | | 10,758,011 | | | | | | 0.2 | | | |||
| BRL 16,458,000 | | | Brazil Notas do Tesouro Nacional Serie F, 10.000%, 01/01/2027 | | | | | 5,271,775 | | | | | | 0.1 | | | |||
| BRL 42,344,000 | | | Brazil Notas do Tesouro Nacional Serie F, 10.000%, 01/01/2029 | | | | | 13,452,398 | | | | | | 0.3 | | | |||
| BRL 55,083,000 | | | Brazil Notas do Tesouro Nacional Series F, 10.000%, 01/01/2021-01/01/2025 | | | | | 17,860,638 | | | | | | 0.3 | | | |||
| | | 350,000 (1) | | | | Costa Rica Government International Bond, 4.250%, 01/26/2023 | | | | | 337,575 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| FOREIGN GOVERNMENT BONDS: (continued) | | ||||||||||||||||||
| | | 300,000 (1) | | | | Dominican Republic International Bond, 5.500%, 01/27/2025 | | | | $ | 309,438 | | | | | | 0.0 | | |
| | | 300,000 (1) | | | | Dominican Republic International Bond, 6.600%, 01/28/2024 | | | | | 326,748 | | | | | | 0.0 | | |
| | | 250,000 | (1)(2) | | Egypt Government International Bond, 5.875%, 06/11/2025 | | | | | 251,797 | | | | | | 0.0 | | | |
| | | 232,000 (1) | | | | El Salvador Government International Bond, 5.875%, 01/30/2025 | | | | | 228,798 | | | | | | 0.0 | | |
| | | 290,380 (1) | | | | Gabonese Republic, 6.375%, 12/12/2024 | | | | | 289,022 | | | | | | 0.0 | | |
| | | 1,775,000 | (1)(2) | | Indonesia Government International Bond, 3.850%, 07/18/2027 | | | | | 1,742,510 | | | | | | 0.0 | | | |
| | | 600,000 (1) | | | | Indonesia Government International Bond, 4.125%, 01/15/2025 | | | | | 605,907 | | | | | | 0.0 | | |
| | | 2,750,000 (1) | | | | Indonesia Government International Bond, 4.350%, 01/08/2027 | | | | | 2,796,794 | | | | | | 0.1 | | |
| | | 1,500,000 | | | | Indonesia Government International Bond, 4.125%, 01/15/2025 | | | | | 1,514,766 | | | | | | 0.0 | | |
| | | 4,000,000 (1) | | | | Perusahaan Penerbit SBSN Indonesia III, 4.400%, 03/01/2028 | | | | | 4,034,000 | | | | | | 0.1 | | |
| IDR 240,142,000,000 | | | Indonesia Treasury Bond, 7.000%-8.375%, 09/15/2026-05/15/2038 | | | | | 17,958,236 | | | | | | 0.3 | | | |||
| | | 600,000 (1) | | | | KazAgro National Management Holding JSC, 4.625%, 05/24/2023 | | | | | 598,358 | | | | | | 0.0 | | |
| | | 1,000,000 (1) | | | | Kazakhstan Government International Bond, 5.125%, 07/21/2025 | | ��� | | | 1,085,253 | | | | | | 0.0 | | |
| | | 600,000 (1) | | | | Morocco Government International Bond, 4.250%, 12/11/2022 | | | | | 613,484 | | | | | | 0.0 | | |
| PEN 11,093,000 (1) | | | Peru Government Bond, 6.150%, 08/12/2032 | | | | | 3,796,422 | | | | | | 0.1 | | | |||
| | | 600,000 (1) | | | | Republic of Paraguay, 4.625%, 01/25/2023 | | | | | 619,080 | | | | | | 0.0 | | |
| PLN 41,657,000 | | | Republic of Poland Government Bond, 3.250%, 07/25/2025 | | | | | 12,468,198 | | | | | | 0.2 | | | |||
| PLN 13,164,000 | | | Republic of Poland Government Bond, 4.000%, 10/25/2023 | | | | | 4,143,037 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| FOREIGN GOVERNMENT BONDS: (continued) | | ||||||||||||||||||
| | | 136,000 (1) | | | | Romanian Government International Bond, 4.375%, 08/22/2023 | | | | $ | 139,932 | | | | | | 0.0 | | |
| | | 6,400,000 | | | | Russian Federal Bond – OFZ, 4.750%, 05/27/2026 | | | | | 6,621,965 | | | | | | 0.1 | | |
| RUB 593,095,000 | | | Russian Federal Bond – OFZ, 7.750%, 09/16/2026 | | | | | 10,963,677 | | | | | | 0.2 | | | |||
| RUB 1,585,473,000 | | | Russian Federal Bond – OFZ, 7.000%-8.500%, 08/18/2021-09/17/2031 | | | | | 29,322,033 | | | | | | 0.6 | | | |||
| | | 1,100,000 (1) | | | | Sri Lanka Government International Bond, 6.825%, 07/18/2026 | | | | | 1,133,594 | | | | | | 0.0 | | |
| | | 253,337 | | | | Tanzania Government International Bond, 8.241%, (US0003M + 6.000%), 03/09/2020 | | | | | 264,309 | | | | | | 0.0 | | |
| | | 300,000 (1) | | | | Zambia Government International Bond, 5.375%, 09/20/2022 | | | | | 286,021 | | | | | | 0.0 | | |
| PEN 404,453,458 (3) | | | Other Securities | | | | | 98,555,819 | | | | | | 1.8 | | | |||
| | | | | | | Total Foreign Government Bonds (Cost $272,690,763) | | | | | 276,632,716 | | | | | | 5.0 | | |
|
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| PREFERRED STOCK: 0.0% | | ||||||||||||||||||
| | | | | | | Utilities: 0.0% | | ||||||||||||
| | | 85,974 (11) | | | | Other Securities | | | | | 1,946,452 | | | | | | 0.0 | | |
| | | | | | | Total Preferred Stock (Cost $2,149,350) | | | | | 1,946,452 | | | | | | 0.0 | | |
| | | | | | | Total Long-Term Investments (Cost $5,829,899,583) | | | | | 5,804,641,213 | | | | | | 105.9 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 13.1% | | ||||||||||||||||||
| | | | | | | Commercial Paper: 2.5% | | ||||||||||||
| | | 16,800,000 | | | | Campbell, 0.000%, 04/02/2018 | | | | | 16,796,160 | | | | | | 0.3 | | |
| | | 6,500,000 | | | | Exelon, 3.200%, 04/04/2018 | | | | | 6,497,754 | | | | | | 0.1 | | |
| | | 65,000,000 | | | | Kroger, 4.150%, 04/02/2018 | | | | | 64,985,527 | | | | | | 1.2 | | |
Voya Intermediate Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Commercial Paper: (continued) | | ||||||||||||
| | | 23,000,000 | | | | Pacific Gas+Elec, 4.260%, 04/02/2018 | | | | | 22,994,743 | | | | | | 0.4 | | |
| | | 25,000,000 | | | | UHG, 0.000%, 04/02/2018 | | | | | 24,994,458 | | | | | | 0.5 | | |
| | | | | | | | | | | | 136,268,642 | | | | | | 2.5 | | |
| | | | | | | Securities Lending Collateral(12): 2.7% | | ||||||||||||
| | | 1,600,441 | | | | Bank of Nova Scotia, Repurchase Agreement dated 03/29/18, 1.77%, due 04/02/18 (Repurchase Amount $1,600,751, collateralized by various U.S. Government Securities, 0.000%-4.500%, Market Value plus accrued interest $1,632,530, due 04/19/18-09/09/49) | | | | | 1,600,441 | | | | | | 0.0 | | |
| | | 35,357,700 | | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 03/29/18, 1.80%, due 04/02/18 (Repurchase Amount $35,364,675, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $36,064,855, due 03/31/18-02/20/68) | | | | $ | 35,357,700 | | | | | | 0.6 | | |
| | | 35,357,700 | | | | Daiwa Capital Markets, Repurchase Agreement dated 03/29/18, 1.81%, due 04/02/18 (Repurchase Amount $35,364,713, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $36,064,854, due 04/30/18-12/01/51) | | | | | 35,357,700 | | | | | | 0.7 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(12) (continued) | | ||||||||||||
| | | 5,680,419 | | | | Deutsche Bank AG, Repurchase Agreement dated 03/29/18, 1.82%, due 04/02/18 (Repurchase Amount $5,681,552, collateralized by various U.S. Government Agency Obligations, 3.500%-4.500%, Market Value plus accrued interest $5,794,027, due 07/25/42-01/20/48) | | | | $ | 5,680,419 | | | | | | 0.1 | | |
| | | 35,357,700 | | | | MUFG Securities America Inc., Repurchase Agreement dated 03/29/18, 1.81%, due 04/02/18 (Repurchase Amount $35,364,713, collateralized by various U.S. Government Agency Obligations, 1.915%-5.097%, Market Value plus accrued interest $36,064,854, due 08/01/19-03/01/48) | | | | | 35,357,700 | | | | | | 0.7 | | |
| | | 35,357,700 | | | | NBC Global Finance Ltd., Repurchase Agreement dated 03/29/18, 1.71%, due 04/02/18 (Repurchase Amount $35,364,326, collateralized by various U.S. Government Securities, 0.000%-3.625%, Market Value plus accrued interest $36,064,862, due 06/30/19-09/09/49) | | | | | 35,357,700 | | | | | | 0.6 | | |
| | | | | | | | | | | | 148,711,660 | | | | | | 2.7 | | |
Voya Intermediate Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Repurchase Agreement: 0.1% | | ||||||||||||
| | | 3,742,000 | | | | Deutsche Bank Repurchase Agreement dated 3/29/2018, 1.8%, due 4/2/2018, $3,742,748 to be received upon repurchase (Collateralized by $3,825,600, Note, 1.875%, Market Value plus accrued interest $3,816,870 due 12/31/2019) (Cost $3,742,000) | | | | $ | 3,742,000 | | | | | | 0.1 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 7.8% | | ||||||||||||
| | | 428,529,000(13 | ) | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.550% (Cost $428,529,000) | | | | | 428,529,000 | | | | | | 7.8 | | | |
| | | | | | | Total Short-Term Investments (Cost $717,273,650) | | | | | 717,251,302 | | | | | | 13.1 | | |
| | | | | | | Total Investments in Securities (Cost $6,547,173,233) | | | | $ | 6,521,892,515 | | | | | | 119.0 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (1,042,723,248) | | | | | | (19.0) | | |
| | | | | | | Net Assets | | | | $ | 5,479,169,267 | | | | | | 100.0 | | |
|
Voya Intermediate Bond Fund | as of March 31, 2018 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at March 31, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Preferred Stock | | | | $ | 1,946,452 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,946,452 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 1,794,448,076 | | | | | | — | | | | | | 1,794,448,076 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 631,347,004 | | | | | | — | | | | | | 631,347,004 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 1,297,008,878 | | | | | | — | | | | | | 1,297,008,878 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 320,836,590 | | | | | | — | | | | | | 320,836,590 | | |
Asset-Backed Securities | | | | | — | | | | | | 669,090,649 | | | | | | 3,250,000 | | | | | | 672,340,649 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 810,080,848 | | | | | | — | | | | | | 810,080,848 | | |
Foreign Government Bonds | | | | | — | | | | | | 276,632,716 | | | | | | — | | | | | | 276,632,716 | | |
Short-Term Investments | | | | | 428,529,000 | | | | | | 288,722,302 | | | | | | — | | | | | | 717,251,302 | | |
Total Investments, at fair value | | | | $ | 430,475,452 | | | | | $ | 6,088,167,063 | | | | | $ | 3,250,000 | | | | | $ | 6,521,892,515 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | | — | | | | | | 8,261,425 | | | | | | — | | | | | | 8,261,425 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 617,589 | | | | | | — | | | | | | 617,589 | | |
Forward premium swaptions | | | | | — | | | | | | 401,311 | | | | | | — | | | | | | 401,311 | | |
Futures | | | | | 8,370,341 | | | | | | — | | | | | | — | | | | | | 8,370,341 | | |
Total Assets | | | | $ | 438,845,793 | | | | | $ | 6,097,447,388 | | | | | $ | 3,250,000 | | | | | $ | 6,539,543,181 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (11,665,475) | | | | | $ | — | | | | | $ | (11,665,475) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (1,645,513) | | | | | | — | | | | | | (1,645,513) | | |
Futures | | | | | (7,389,036) | | | | | | — | | | | | | — | | | | | | (7,389,036) | | |
Total Liabilities | | | | $ | (7,389,036) | | | | | $ | (13,310,988) | | | | | $ | — | | | | | $ | (20,700,024) | | |
|
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
USD 5,098,233 | | | RUB 296,376,569 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | $ | (63,463) | | |
CZK 36,587,544 | | | USD 1,774,920 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | (1,133) | | |
USD 7,907,053 | | | HUF 2,027,917,874 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | (89,715) | | |
RUB 102,126,767 | | | USD 1,774,920 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | 3,720 | | |
CZK 11,052,026 | | | USD 538,000 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | (2,191) | | |
HUF 2,022,696,099 | | | USD 8,201,162 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | (224,986) | | |
USD 1,202,141 | | | EUR 973,201 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | 3,217 | | |
CZK 36,639,177 | | | USD 1,774,920 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | 1,371 | | |
HUF 55,952,106 | | | USD 221,259 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | (620) | | |
Voya Intermediate Bond Fund | as of March 31, 2018 (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
USD 1,094 | | | RON 4,176 | �� | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | (9) | | |
USD 5,762,390 | | | RUB 329,739,534 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | 19,645 | | |
USD 677,044 | | | RUB 38,962,187 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | (1,522) | | |
USD 260,785 | | | TRY 1,024,816 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | 2,355 | | |
CLP 1,078,370,395 | | | USD 1,774,920 | | | Barclays Bank PLC | | | | | 05/18/18 | | | | | | 10,853 | | |
USD 3,772,159 | | | CLP 2,299,508,004 | | | Barclays Bank PLC | | | | | 05/18/18 | | | | | | (35,808) | | |
MXN 8,592,233 | | | USD 448,308 | | | Barclays Bank PLC | | | | | 05/18/18 | | | | | | 20,963 | | |
USD 13,092,861 | | | MXN 250,480,837 | | | Barclays Bank PLC | | | | | 05/18/18 | | | | | | (587,359) | | |
COP 1,208,338 | | | USD 419 | | | Barclays Bank PLC | | | | | 05/18/18 | | | | | | 13 | | |
USD 5,349,811 | | | CLP 3,207,746,827 | | | Barclays Bank PLC | | | | | 05/18/18 | | | | | | 37,808 | | |
MYR 20,367,850 | | | USD 5,213,169 | | | Barclays Bank PLC | | | | | 07/13/18 | | | | | | 54,206 | | |
MYR 2,100,621 | | | USD 538,000 | | | Barclays Bank PLC | | | | | 07/13/18 | | | | | | 5,246 | | |
USD 6,128,229 | | | IDR 85,531,694,355 | | | Barclays Bank PLC | | | | | 07/13/18 | | | | | | (52,633) | | |
RUB 101,101,468 | | | USD 1,774,920 | | | BNP Paribas | | | | | 04/20/18 | | | | | | (14,136) | | |
RUB 102,383,435 | | | USD 1,774,920 | | | BNP Paribas | | | | | 04/20/18 | | | | | | 8,190 | | |
USD 12,645,999 | | | PLN 43,367,228 | | | BNP Paribas | | | | | 04/20/18 | | | | | | (26,081) | | |
USD 9,554,951 | | | RON 36,167,609 | | | BNP Paribas | | | | | 04/20/18 | | | | | | 3,663 | | |
CLP 1,076,516,314 | | | USD 1,774,920 | | | BNP Paribas | | | | | 05/18/18 | | | | | | 7,782 | | |
PEN 11,508,581 | | | USD 3,549,840 | | | BNP Paribas | | | | | 05/18/18 | | | | | | 12,031 | | |
ARS 31,623,230 | | | USD 1,514,160 | | | BNP Paribas | | | | | 05/18/18 | | | | | | 19,705 | | |
USD 4,585,982 | | | BRL 15,047,571 | | | BNP Paribas | | | | | 05/18/18 | | | | | | 44,991 | | |
USD 3,845,372 | | | RUB 223,525,727 | | | Citibank N.A. | | | | | 04/20/18 | | | | | | (47,553) | | |
USD 20,003,323 | | | RUB 1,159,244,581 | | | Citibank N.A. | | | | | 04/20/18 | | | | | | (186,085) | | |
USD 203,102 | | | HUF 51,134,067 | | | Citibank N.A. | | | | | 04/20/18 | | | | | | 1,463 | | |
USD 45,920 | | | PLN 156,836 | | | Citibank N.A. | | | | | 04/20/18 | | | | | | 92 | | |
RON 4,184 | | | USD 1,082 | | | Citibank N.A. | | | | | 04/20/18 | | | | | | 23 | | |
USD 4,197,017 | | | TRY 16,215,911 | | | Citibank N.A. | | | | | 04/20/18 | | | | | | 107,812 | | |
USD 13,430,293 | | | PEN 43,847,220 | | | Citibank N.A. | | | | | 05/18/18 | | | | | | (140,289) | | |
USD 238,273 | | | MXN 4,503,476 | | | Citibank N.A. | | | | | 05/18/18 | | | | | | (7,688) | | |
USD 12,116,905 | | | IDR 168,309,869,320 | | | Citibank N.A. | | | | | 07/13/18 | | | | | | (45,839) | | |
CLP 1,079,202,566 | | | USD 1,774,920 | | | Goldman Sachs International | | | | | 05/18/18 | | | | | | 12,231 | | |
USD 8,017,419 | | | BRL 26,537,656 | | | Goldman Sachs International | | | | | 05/18/18 | | | | | | 8,999 | | |
USD 2,548,188 | | | BRL 8,427,368 | | | Goldman Sachs International | | | | | 05/18/18 | | | | | | 5,013 | | |
CZK 36,519,157 | | | USD 1,774,920 | | | HSBC Bank USA N.A. | | | | | 04/20/18 | | | | | | (4,448) | | |
USD 4,052,983 | | | PLN 14,067,301 | | | HSBC Bank USA N.A. | | | | | 04/20/18 | | | | | | (57,539) | | |
USD 2,684,444 | | | BRL 8,904,031 | | | HSBC Bank USA N.A. | | | | | 05/18/18 | | | | | | (2,576) | | |
USD 490,579 | | | RUB 27,818,390 | | | JPMorgan Chase Bank N.A. | | | | | 04/20/18 | | | | | | 6,093 | | |
TRY 38,965 | | | USD 10,127 | | | JPMorgan Chase Bank N.A. | | | | | 04/20/18 | | | | | | (301) | | |
USD 4,850,539 | | | RUB 278,233,345 | | | JPMorgan Chase Bank N.A. | | | | | 04/20/18 | | | | | | 4,826 | | |
USD 5,348,919 | | | CLP 3,207,746,827 | | | JPMorgan Chase Bank N.A. | | | | | 05/18/18 | | | | | | 36,916 | | |
USD 18,199,685 | | | BRL 59,738,644 | | | JPMorgan Chase Bank N.A. | | | | | 05/18/18 | | | | | | 172,014 | | |
USD 1,524,746 | | | ARS 31,623,230 | | | JPMorgan Chase Bank N.A. | | | | | 05/18/18 | | | | | | (9,118) | | |
USD 3,771,540 | | | CLP 2,299,508,004 | | | JPMorgan Chase Bank N.A. | | | | | 05/18/18 | | | | | | (36,427) | | |
CZK 36,446,012 | | | USD 1,774,920 | | | Morgan Stanley | | | | | 04/20/18 | | | | | | (7,994) | | |
USD 593,890 | | | BRL 1,946,949 | | | Morgan Stanley | | | | | 05/18/18 | | | | | | 6,348 | | |
| | | | | | | | | | | | | | | | $ | (1,027,924) | | |
|
Voya Intermediate Bond Fund | as of March 31, 2018 (continued) |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
U.S. Treasury 10-Year Note | | | | | 2,877 | | | | | | 06/20/18 | | | | | $ | 348,521,578 | | | | | $ | 2,469,691 | | |
U.S. Treasury 2-Year Note | | | | | 114 | | | | | | 06/29/18 | | | | | | 24,237,469 | | | | | | (7,338) | | |
U.S. Treasury 5-Year Note | | | | | 1,000 | | | | | | 06/29/18 | | | | | | 114,460,938 | | | | | | 302,777 | | |
U.S. Treasury Long Bond | | | | | 208 | | | | | | 06/20/18 | | | | | | 30,498,000 | | | | | | 742,226 | | |
U.S. Treasury Ultra Long Bond | | | | | 913 | | | | | | 06/20/18 | | | | | | 146,507,969 | | | | | | 4,855,647 | | |
| | | | | | | | | | | | | | | | $ | 664,225,954 | | | | | $ | 8,363,003 | | |
Short Contracts | | | | | | ||||||||||||||||||||
U.S. Treasury Ultra 10-Year Note | | | | | (3,966) | | | | | | 06/20/18 | | | | | | (515,022,281) | | | | | | (7,381,698) | | |
| | | | | | | | | | | | | | | | $ | (515,022,281) | | | | | $ | (7,381,698) | | |
|
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/ Receive Financing Rate (%)(2) | | | Termination Date | | | Notional Amount(3) | | | Fair Value(4) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
iTraxx Europe Crossover Index, Series 29, Version 1 | | | Buy | | | | | (5.000) | | | | | | 06/20/23 | | | | | | EUR160,310,000 | | | | | $ | (20,013,354) | | | | | $ | (859,557) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | (20,013,354) | | | | | $ | (859,557) | | |
|
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/ Receive Financing Rate (%)(6) | | | Termination Date | | | Notional Amount(3) | | | Fair Value(4) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
CDX North American High Yield Index, Series 30, Version 1 | | | Sell | | | | | 5.000 | | | | | | 06/20/23 | | | | | | USD328,094,000 | | | | | | 19,793,255 | | | | | | 1,328,294 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | 19,793,255 | | | | | $ | 1,328,294 | | |
|
Voya Intermediate Bond Fund | as of March 31, 2018 (continued) |
Pay/Receive Floating Rate | | | Floating Rate Index | | | Floating Rate Index Payment Frequency | | | Fixed Rate | | | Fixed Rate Payment Frequency | | | Maturity Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||||
Pay | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 1.036% | | | | Semi-Annual | | | | | 10/13/18 | | | | | | USD42,311,000 | | | | | $ | (292,637) | | | | | $ | (292,637) | | |
Pay | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 2.592 | | | | Semi-Annual | | | | | 03/28/20 | | | | | | USD354,091,000 | | | | | | 116,157 | | | | | | 116,157 | | |
Pay | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 2.603 | | | | Semi-Annual | | | | | 03/28/20 | | | | | | USD422,609,000 | | | | | | 259,402 | | | | | | 259,402 | | |
Pay | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 1.460 | | | | Semi-Annual | | | | | 10/13/20 | | | | | | USD151,804,000 | | | | | | (4,363,403) | | | | | | (4,363,403) | | |
Pay | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 2.372 | | | | Semi-Annual | | | | | 10/13/30 | | | | | | USD38,344,000 | | | | | | (1,979,188) | | | | | | (1,979,188) | | |
Pay | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 2.510 | | | | Semi-Annual | | | | | 10/13/35 | | | | | | USD31,365,000 | | | | | | (1,675,604) | | | | | | (1,675,604) | | |
Pay | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 2.593 | | | | Semi-Annual | | | | | 10/13/40 | | | | | | USD24,606,000 | | | | | | (1,260,820) | | | | | | (1,260,820) | | |
Receive | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 1.036 | | | | Semi-Annual | | | | | 10/13/18 | | | | | | USD42,083,000 | | | | | | 290,947 | | | | | | 290,947 | | |
Receive | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 1.668 | | | | Semi-Annual | | | | | 10/30/19 | | | | | | USD162,439,000 | | | | | | 2,092,109 | | | | | | 2,092,109 | | |
Receive | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 2.865 | | | | Semi-Annual | | | | | 03/28/20 | | | | | | USD83,563,000 | | | | | | (663,670) | | | | | | (663,670) | | |
Receive | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 2.869 | | | | Semi-Annual | | | | | 03/28/20 | | | | | | USD70,017,000 | | | | | | (570,596) | | | | | | (570,596) | | |
Receive | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 1.780 | | | | Semi-Annual | | | | | 10/13/22 | | | | | | USD45,684,000 | | | | | | 1,822,616 | | | | | | 1,822,616 | | |
Receive | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 2.619 | | | | Semi-Annual | | | | | 10/13/45 | | | | | | USD45,865,000 | | | | | | 2,351,900 | | | | | | 2,351,900 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (3,872,787) | | | | | $ | (3,872,787) | | |
|
Description | | | Counterparty | | | Exercise Rate | | | Pay/ Receive Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Premium receivable/ (payable) at expiration | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
Call on 5-year Interest Rate Swap (Purchased) | | | Bank of America N.A. | | | | | 0.000% | | | | Receive | | | 3-month USD-LIBOR | | | | | 02/20/19 | | | | | | USD119,800,000 | | | | | $ | (6,409,300) | | | | | $ | 186,837 | | |
Call on 5-year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 0.000% | | | | Receive | | | 3-month USD-LIBOR | | | | | 02/13/19 | | | | | | USD119,800,000 | | | | | | (6,493,160) | | | | | | 74,584 | | |
Call on 5-year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 0.000% | | | | Receive | | | 3-month USD-LIBOR | | | | | 03/06/19 | | | | | | USD119,800,000 | | | | | | (6,418,285) | | | | | | 139,890 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (19,320,745) | | | | | $ | 401,311 | | |
|
Voya Intermediate Bond Fund | as of March 31, 2018 (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | $ | 617,589 | | |
Interest rate contracts | | | Unrealized appreciation on forward premium swaptions | | | | | 401,311 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | | 8,370,341 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 6,933,131 | | |
Credit contracts | | | Net Assets — Unrealized depreication** | | | | | 1,328,294 | | |
Total Asset Derivatives | | | | | | | $ | 17,650,666 | | |
Liability Derivatives | | | | |||||||
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 1,645,513 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | | 7,389,036 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 10,805,918 | | |
Credit contracts | | | Net Assets — Unrealized depreciation** | | | | | 859,557 | | |
Total Liability Derivatives | | | | | | | $ | 20,700,024 | | |
|
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | (284,900) | | | | | $ | — | | | | | $ | — | | | | | $ | (246,498) | | | | | $ | — | | | | | $ | (531,398) | | |
Equity contracts | | | | | — | | | | | | — | | | | | | 1,214,782 | | | | | | — | | | | | | — | | | | | | 1,214,782 | | |
Foreign exchange contracts | | | | | — | | | | | | (1,627,096) | | | | | | — | | | | | | — | | | | | | — | | | | | | (1,627,096) | | |
Interest rate contracts | | | | | (16,903) | | | | | | — | | | | | | (3,716,252) | | | | | | 9,471,633 | | | | | | 32,349 | | | | | | 5,770,827 | | |
Total | | | | $ | (301,803) | | | | | $ | (1,627,096) | | | | | $ | (2,501,470) | | | | | $ | 9,225,135 | | | | | $ | 32,349 | | | | | $ | 4,827,115 | | |
|
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 468,737 | | | | | $ | — | | | | | $ | 468,737 | | |
Foreign exchange contracts | | | | | — | | | | | | 437,748 | | | | | | — | | | | | | — | | | | | | — | | | | | | 437,748 | | |
Interest rate contracts | | | | | 229,328 | | | | | | — | | | | | | 2,975,715 | | | | | | (12,460,508) | | | | | | 255,514 | | | | | | (8,999,951) | | |
Total | | | | $ | 229,328 | | | | | $ | 437,748 | | | | | $ | 2,975,715 | | | | | $ | (11,991,771) | | | | | $ | 255,514 | | | | | $ | (8,093,466) | | |
|
Voya Intermediate Bond Fund | as of March 31, 2018 (continued) |
| | | Barclays Bank PLC | | | Bank of America N.A. | | | BNP Paribas | | | Citibank N.A. | | | Goldman Sachs International | | | HSBC Bank USA N.A. | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley Capital Services LLC | | | Morgan Stanley | | | Totals | | ||||||||||||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward premium swaptions | | | | $ | — | | | | | $ | 186,837 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 214,474 | | | | | $ | — | | | | | $ | 401,311 | | |
Forward foreign currency contracts | | | | | 159,397 | | | | | | — | | | | | | 96,362 | | | | | | 109,390 | | | | | | 26,243 | | | | | | — | | | | | | 219,849 | | | | | $ | — | | | | | | 6,348 | | | | | | 617,589 | | |
Total Assets | | | | $ | 159,397 | | | | | $ | 186,837 | | | | | $ | 96,362 | | | | | $ | 109,390 | | | | | $ | 26,243 | | | | | $ | — | | | | | $ | 219,849 | | | | | $ | 214,474 | | | | | $ | 6,348 | | | | | $ | 1,018,900 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 1,059,439 | | | | | $ | — | | | | | $ | 40,217 | | | | | $ | 427,454 | | | | | $ | — | | | | | $ | 64,563 | | | | | $ | 45,846 | | | | | $ | — | | | | | $ | 7,994 | | | | | $ | 1,645,513 | | |
Total Liabilities | | | | $ | 1,059,439 | | | | | $ | — | | | | | $ | 40,217 | | | | | $ | 427,454 | | | | | $ | — | | | | | $ | 64,563 | | | | | $ | 45,846 | | | | | $ | — | | | | | $ | 7,994 | | | | | $ | 1,645,513 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (900,042) | | | | | $ | 186,837 | | | | | $ | 56,145 | | | | | $ | (318,064) | | | | | $ | 26,243 | | | | | $ | (64,563) | | | | | $ | 174,003 | | | | | $ | 214,474 | | | | | $ | (1,646) | | | | | $ | (626,613) | | |
Total collateral pledged by the Fund/(Received from counterparty) | | | | $ | 430,000 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 64,563 | | | | | $ | — | | | | | | | | | | | $ | — | | | | | $ | 494,563 | | |
Net Exposure(1)(2) | | | | $ | (470,042) | | | | | $ | 186,837 | | | | | $ | 56,145 | | | | | $ | (318,064) | | | | | $ | 26,243 | | | | | $ | — | | | | | $ | 174,003 | | | | | $ | 214,474 | | | | | $ | (1,646) | | | | | $ | (132,050) | | |
|
| Cost for federal income tax purposes was $6,559,329,046. | | | |||||
| Net unrealized depreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 55,110,685 | | |
| Gross Unrealized Depreciation | | | | | (94,766,764) | | |
| Net Unrealized Depreciation | | | | $ | (39,656,079) | | |
|
Voya Short Term Bond Fund | as of March 31, 2018 |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 63.8% | | ||||||||||||||||||
| | | | | | | Basic Materials: 1.8% | | ||||||||||||
| | | 300,000 (1) | | | | WR Grace & Co-Conn, 5.125%, 10/01/2021 | | | | $ | 307,875 | | | | | | 0.3 | | |
| | | 1,531,000 (2) | | | | Other Securities | | | | | 1,549,866 | | | | | | 1.5 | | |
| | | | | | | | | | | | 1,857,741 | | | | | | 1.8 | | |
| | | | | | | Communications: 4.4% | | ||||||||||||
| | | 280,000 (1) | | | | Amazon.com, Inc., 1.900%, 08/21/2020 | | | | | 274,272 | | | | | | 0.2 | | |
| | | 537,000 | | | | AT&T, Inc., 2.300%, 03/11/2019 | | | | | 535,163 | | | | | | 0.5 | | |
| | | 205,000 | | | | AT&T, Inc., 2.450%, 06/30/2020 | | | | | 202,730 | | | | | | 0.2 | | |
| | | 300,000 (1) | | | | Gray Television, Inc., 5.125%, 10/15/2024 | | | | | 291,000 | | | | | | 0.3 | | |
| | | 400,000 (1) | | | | Sky PLC, 2.625%, 09/16/2019 | | | | | 398,423 | | | | | | 0.4 | | |
| | | 2,998,000 (2) | | | | Other Securities | | | | | 2,979,507 | | | | | | 2.8 | | |
| | | | | | | | | | | | 4,681,095 | | | | | | 4.4 | | |
| | | | | | | Consumer, Cyclical: 4.8% | | ||||||||||||
| | | 214,000 (1) | | | | BMW US Capital LLC, 1.450%, 09/13/2019 | | | | | 210,382 | | | | | | 0.2 | | |
| | | 200,000 (1) | | | | Daimler Finance North America LLC, 2.300%, 01/06/2020 | | | | | 197,566 | | | | | | 0.2 | | |
| | | 550,000 | | | | Ford Motor Credit Co. LLC, 3.157%, 08/04/2020 | | | | | 547,332 | | | | | | 0.5 | | |
| | | 530,000 | | | | Ford Motor Credit Co. LLC, 1.897%-5.750%, 08/12/2019-02/01/2021 | | | | | 542,512 | | | | | | 0.5 | | |
| | | 550,000 | | | | General Motors Financial Co., Inc., 3.950%, 04/13/2024 | | | | | 545,832 | | | | | | 0.5 | | |
| | | 190,000 (1) | | | | Nissan Motor Acceptance Corp., 2.150%, 09/28/2020 | | | | | 186,110 | | | | | | 0.2 | | |
| | | 524,000 | | | | Toyota Motor Credit Corp., 1.550%-1.700%, 01/09/2019-10/18/2019 | | | | | 516,405 | | | | | | 0.5 | | |
| | | 2,317,950 | | | | Other Securities | | | | | 2,373,647 | | | | | | 2.2 | | |
| | | | | | | | | | | | 5,119,786 | | | | | | 4.8 | | |
| | | | | | | Consumer, Non-cyclical: 10.4% | | ||||||||||||
| | | 581,000 | | | | AbbVie, Inc., 1.800%-2.500%, 05/14/2018-05/14/2020 | | | | | 577,985 | | | | | | 0.5 | | |
| | | 590,000 | | | | Anheuser-Busch InBev Finance, Inc., 2.650%, 02/01/2021 | | | | | 585,676 | | | | | | 0.6 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 135,000 | | | | Anheuser-Busch InBev Worldwide, Inc., 3.500%, 01/12/2024 | | | | $ | 135,998 | | | | | | 0.1 | | |
| | | 583,000 | | | | AstraZeneca PLC, 1.750%-2.375%, 11/16/2018-11/16/2020 | | | | | 576,790 | | | | | | 0.5 | | |
| | | 100,000 (1) | | | | BAT Capital Corp., 2.297%, 08/14/2020 | | | | | 98,087 | | | | | | 0.1 | | |
| | | 380,000 (1) | | | | BAT International Finance PLC, 2.750%, 06/15/2020 | | | | | 376,907 | | | | | | 0.4 | | |
| | | 580,000 | | | | CVS Health Corp., 3.350%, 03/09/2021 | | | | | 583,461 | | | | | | 0.6 | | |
| | | 240,000 (1) | | | | Danone SA, 1.691%, 10/30/2019 | | | | | 235,243 | | | | | | 0.2 | | |
| | | 210,000 (1) | | | | Imperial Brands Finance PLC, 2.950%, 07/21/2020 | | | | | 208,582 | | | | | | 0.2 | | |
| | | 570,000 | | | | Kraft Heinz Foods Co., 2.000%, 07/02/2018 | | | | | 569,465 | | | | | | 0.5 | | |
| | | 200,000 | | | | Kraft Heinz Foods Co., 2.800%, 07/02/2020 | | | | | 198,696 | | | | | | 0.2 | | |
| | | 432,000 | | | | Medtronic Global Holdings SCA, 1.700%, 03/28/2019 | | | | | 428,095 | | | | | | 0.4 | | |
| | | 448,000 | | | | Medtronic, Inc., 2.500%, 03/15/2020 | | | | | 445,583 | | | | | | 0.4 | | |
| | | 300,000 (1) | | | | Post Holdings, Inc., 5.500%, 03/01/2025 | | | | | 296,250 | | | | | | 0.3 | | |
| | | 5,785,000 | | | | Other Securities | | | | | 5,737,757 | | | | | | 5.4 | | |
| | | | | | | | | | | | 11,054,575 | | | | | | 10.4 | | |
| | | | | | | Energy: 5.4% | | ||||||||||||
| | | 713,000 | | | | BP Capital Markets PLC, 2.315%-4.742%, 01/15/2020-11/28/2023 | | | | | 714,913 | | | | | | 0.7 | | |
| | | 681,000 | | | | Enterprise Products Operating LLC, 1.650%-5.200%, 05/07/2018-04/15/2021 | | | | | 684,754 | | | | | | 0.6 | | |
| | | 250,000 (1) | | | | NGPL PipeCo LLC, 4.375%, 08/15/2022 | | | | | 249,375 | | | | | | 0.2 | | |
| | | 170,000 (1) | | | | Schlumberger Finance Canada Ltd, 2.200%, 11/20/2020 | | | | | 167,749 | | | | | | 0.2 | | |
| | | 979,000 | | | | Shell International Finance BV, 1.375%-2.125%, 11/10/2018-09/12/2021 | | | | | 955,081 | | | | | | 0.9 | | |
Voya Short Term Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Energy (continued) | | ||||||||||||
| | | 2,925,000 | | | | Other Securities | | | | $ | 2,930,537 | | | | | | 2.8 | | |
| | | | | | | | | | | | 5,702,409 | | | | | | 5.4 | | |
| | | | | | | Financial: 23.5% | | ||||||||||||
| | | 210,000 (1) | | | | ABN AMRO Bank NV, 2.450%, 06/04/2020 | | | | | 206,917 | | | | | | 0.2 | | |
| | | 120,000 | | | | American Express Co., 2.200%, 10/30/2020 | | | | | 117,081 | | | | | | 0.1 | | |
| | | 195,000 | | | | American Express Credit Corp., 1.875%, 05/03/2019 | | | | | 193,210 | | | | | | 0.2 | | |
| | | 200,000 (1) | | | | ANZ New Zealand Int’l Ltd./London, 2.200%, 07/17/2020 | | | | | 196,109 | | | | | | 0.2 | | |
| | | 285,000 (1) | | | | Athene Global Funding, 2.750%, 04/20/2020 | | | | | 282,667 | | | | | | 0.3 | | |
| | | 550,000 | | | | Bank of America Corp., 2.151%, 11/09/2020 | | | | | 539,276 | | | | | | 0.5 | | |
| | | 196,000 (1) | | | | Bank of America Corp., 3.004%, 12/20/2023 | | | | | 192,309 | | | | | | 0.2 | | |
| | | 253,000 | | | | Bank of America Corp., 1.950%-2.600%, 05/12/2018-01/15/2019 | | | | | 252,937 | | | | | | 0.2 | | |
| | | 200,000 (1) | | | | Banque Federative du Credit Mutuel SA, 2.200%, 07/20/2020 | | | | | 195,813 | | | | | | 0.2 | | |
| | | 210,000 | | | | Barclays PLC, 2.750%, 11/08/2019 | | | | | 208,489 | | | | | | 0.2 | | |
| | | 400,000 (1) | | | | BPCE SA, 2.750%, 01/11/2023 | | | | | 386,248 | | | | | | 0.4 | | |
| | | 250,000 | | | | Capital One NA, 2.350%, 08/17/2018 | | | | | 249,741 | | | | | | 0.2 | | |
| | | 250,000 | | | | Citibank NA, 2.000%, 03/20/2019 | | | | | 248,451 | | | | | | 0.2 | | |
| | | 433,000 | | | | Citigroup, Inc., 2.050%, 12/07/2018 | | | | | 431,453 | | | | | | 0.4 | | |
| | | 207,000 (1) | | | | Commonwealth Bank of Australia, 2.250%, 03/10/2020 | | | | | 204,111 | | | | | | 0.2 | | |
| | | 250,000 (1) | | | | Credit Agricole SA/London, 2.375%, 07/01/2021 | | | | | 242,937 | | | | | | 0.2 | | |
| | | 200,000 | | | | Credit Suisse AG, 5.300%, 08/13/2019 | | | | | 206,212 | | | | | | 0.2 | | |
| | | 360,000 | | | | Credit Suisse Group Funding Guernsey Ltd., 3.125%, 12/10/2020 | | | | | 358,169 | | | | | | 0.3 | | |
| | | 150,000 | | | | Discover Bank, 2.600%, 11/13/2018 | | | | | 149,974 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 300,000 (1) | | | | Federation des Caisses Desjardins du Quebec, 2.250%, 10/30/2020 | | | | $ | 294,179 | | | | | | 0.3 | | |
| | | 127,000 | | | | Goldman Sachs Group, Inc./The, 2.300%, 12/13/2019 | | | | | 125,681 | | | | | | 0.1 | | |
| | | 600,000 | | | | Goldman Sachs Group, Inc./The, 2.600%, 12/27/2020 | | | | | 591,511 | | | | | | 0.6 | | |
| | | 425,000 | | | | Goldman Sachs Group, Inc., 2.550%, 10/23/2019 | | | | | 422,814 | | | | | | 0.4 | | |
| | | 260,000 (1) | | | | ING Bank NV, 1.650%, 08/15/2019 | | | | | 255,956 | | | | | | 0.2 | | |
| | | 290,000 | | | | ING Bank NV, 4.125%, 11/21/2023 | | | | | 291,832 | | | | | | 0.3 | | |
| | | 310,000 (1) | | | | Intesa Sanpaolo SpA, 3.125%, 07/14/2022 | | | | | 299,802 | | | | | | 0.3 | | |
| | | 442,000 | | | | JPMorgan Chase & Co., 1.625%, 05/15/2018 | | | | | 441,551 | | | | | | 0.4 | | |
| | | 424,000 | | | | JPMorgan Chase & Co., 2.550%, 03/01/2021 | | | | | 417,389 | | | | | | 0.4 | | |
| | | 100,000 | | | | JPMorgan Chase & Co., 3.200%, 01/25/2023 | | | | | 99,085 | | | | | | 0.1 | | |
| | | 250,000 | | | | JPMorgan Chase Bank NA, 2.604%, 02/01/2021 | | | | | 248,681 | | | | | | 0.2 | | |
| | | 200,000 (1) | | | | Mizuho Financial Group, Inc., 2.632%, 04/12/2021 | | | | | 196,086 | | | | | | 0.2 | | |
| | | 359,000 | | | | Morgan Stanley, 2.200%-5.625%, 12/07/2018-09/23/2019 | | | | | 369,194 | | | | | | 0.3 | | |
| | | 200,000 (1) | | | | Nationwide Building Society, 2.350%, 01/21/2020 | | | | | 197,445 | | | | | | 0.2 | | |
| | | 280,000 (1) | | | | Nordea Bank AB, 4.875%, 01/27/2020 | | | | | 289,318 | | | | | | 0.3 | | |
| | | 140,000 (1) | | | | Nuveen Finance LLC, 2.950%, 11/01/2019 | | | | | 139,695 | | | | | | 0.1 | | |
| | | 310,000 | | | | PNC Bank NA, 1.450%, 07/29/2019 | | | | | 304,577 | | | | | | 0.3 | | |
| | | 680,000 | | | | PNC Bank NA, 2.400%, 10/18/2019 | | | | | 675,854 | | | | | | 0.6 | | |
| | | 190,000 (1) | | | | Protective Life Global Funding, 2.161%, 09/25/2020 | | | | | 185,263 | | | | | | 0.2 | | |
| | | 175,000 | (1)(3) | | Realogy Group LLC / Realogy Co-Issuer Corp., 5.250%, 12/01/2021 | | | | | 176,146 | | | | | | 0.2 | | |
Voya Short Term Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 641,000 | | | | Royal Bank of Canada, 1.800%-2.125%, 07/30/2018-03/02/2020 | | | | $ | 635,479 | | | | | | 0.6 | | |
| | | 465,000 | | | | Royal Bank of Scotland Group PLC, 6.400%, 10/21/2019 | | | | | 488,192 | | | | | | 0.5 | | |
| | | 254,000 | | | | Santander Holdings USA, Inc., 2.700%, 05/24/2019 | | | | | 253,430 | | | | | | 0.2 | | |
| | | 363,000 (1) | | | | Scentre Group Trust 1 / Scentre Group Trust 2, 2.375%, 11/05/2019 | | | | | 359,392 | | | | | | 0.3 | | |
| | | 265,000 (1) | | | | Standard Chartered PLC, 2.100%, 08/19/2019 | | | | | 261,245 | | | | | | 0.3 | | |
| | | 560,000 (1) | | | | Standard Chartered PLC, 2.250%, 04/17/2020 | | | | | 549,374 | | | | | | 0.5 | | |
| | | 710,000 | | | | Toronto-Dominion Bank, 2.250%, 11/05/2019 | | | | | 704,253 | | | | | | 0.7 | | |
| | | 200,000 (1) | | | | UBS AG/London, 2.200%, 06/08/2020 | | | | | 196,230 | | | | | | 0.2 | | |
| | | 250,000 | | | | UBS AG/Stamford CT, 2.350%, 03/26/2020 | | | | | 246,537 | | | | | | 0.2 | | |
| | | 200,000 (1) | | | | UBS Group Funding Switzerland AG, 2.650%, 02/01/2022 | | | | | 194,035 | | | | | | 0.2 | | |
| | | 160,000 | | | | Wells Fargo & Co., 2.550%, 12/07/2020 | | | | | 157,284 | | | | | | 0.2 | | |
| | | 460,000 | | | | Wells Fargo Bank NA, 2.150%, 12/06/2019 | | | | | 455,112 | | | | | | 0.4 | | |
| | | 9,598,000 (2) | | | | Other Securities | | | | | 9,536,490 | | | | | | 9.0 | | |
| | | | | | | | | | | | 24,921,216 | | | | | | 23.5 | | |
| | | | | | | Industrial: 3.8% | | ||||||||||||
| | | 300,000 (1) | | | | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 4.625%, 05/15/2023 | | | | | 302,250 | | | | | | 0.3 | | |
| | | 460,000 | | | | Caterpillar Financial Services Corp., 2.250%, 12/01/2019 | | | | | 456,414 | | | | | | 0.4 | | |
| | | 300,000 (1) | | | | Owens-Brockway Glass Container, Inc., 5.000%, 01/15/2022 | | | | | 304,035 | | | | | | 0.3 | | |
| | | 200,000 (1) | | | | Rolls-Royce PLC, 2.375%, 10/14/2020 | | | | | 196,973 | | | | | | 0.2 | | |
| | | 2,738,000 | | | | Other Securities | | | | | 2,718,042 | | | | | | 2.6 | | |
| | | | | | | | | | | | 3,977,714 | | | | | | 3.8 | | |
| | | | | | | Technology: 5.6% | | ||||||||||||
| | | 930,000 | | | | Apple, Inc., 1.800%-2.000%, 02/07/2020-11/13/2020 | | | | | 916,184 | | | | | | 0.9 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Technology (continued) | | ||||||||||||
| | | 740,000 (1) | | | | Dell International LLC / EMC Corp., 4.420%, 06/15/2021 | | | | $ | 759,481 | | | | | | 0.7 | | |
| | | 300,000 (1) | | | | First Data Corp., 5.375%, 08/15/2023 | | | | | 306,000 | | | | | | 0.3 | | |
| | | 170,000 | | | | Intel Corp., 1.850%, 05/11/2020 | | | | | 167,365 | | | | | | 0.1 | | |
| | | 637,000 | | | | Intel Corp., 2.450%, 07/29/2020 | | | | | 633,503 | | | | | | 0.6 | | |
| | | 300,000 (1) | | | | Quintiles IMS, Inc., 4.875%, 05/15/2023 | | | | | 307,125 | | | | | | 0.3 | | |
| | | 2,893,000 | | | | Other Securities | | | | | 2,859,427 | | | | | | 2.7 | | |
| | | | | | | | | | | | 5,949,085 | | | | | | 5.6 | | |
| | | | | | | Utilities: 4.1% | | ||||||||||||
| | | 171,000 (1) | | | | Berkshire Hathaway Energy Co., 2.375%, 01/15/2021 | | | | | 168,209 | | | | | | 0.1 | | |
| | | 449,000 | | | | Black Hills Corp., 2.500%, 01/11/2019 | | | | | 448,745 | | | | | | 0.4 | | |
| | | 525,000 | | | | Duke Energy Corp., 1.800%, 09/01/2021 | | | | | 500,028 | | | | | | 0.5 | | |
| | | 3,287,000 | | | | Other Securities | | | | | 3,253,683 | | | | | | 3.1 | | |
| | | | | | | | | | | | 4,370,665 | | | | | | 4.1 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $68,472,693) | | | | | 67,634,286 | | | | | | 63.8 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 3.7% | | ||||||||||||||||||
| | | 276,632 | | | | Fannie Mae Interest Strip Series 404 8, 3.000%, 05/25/2040 | | | | | 268,437 | | | | | | 0.3 | | |
| | | 306,012 | | | | Fannie Mae REMIC Trust 2009-49 KB, 5.000%, 07/25/2024 | | | | | 309,305 | | | | | | 0.3 | | |
| | | 150,215 | | | | Fannie Mae REMIC Trust 2010-137 XP, 4.500%, 10/25/2040 | | | | | 157,180 | | | | | | 0.1 | | |
| | | 67,264 | | | | Fannie Mae REMIC Trust 2010-19 PB, 3.000%, 12/25/2039 | | | | | 66,469 | | | | | | 0.1 | | |
| | | 256,797 | | | | Fannie Mae REMIC Trust 2010-54 LC, 3.000%, 04/25/2040 | | | | | 254,645 | | | | | | 0.2 | | |
| | | 555,335 | | | | Freddie Mac REMIC Trust 2103 TE, 6.000%, 12/15/2028 | | | | | 625,238 | | | | | | 0.6 | | |
| | | 431,512 | | | | Freddie Mac REMIC Trust 3597 L, 5.000%, 07/15/2039 | | | | | 452,274 | | | | | | 0.4 | | |
| | | 301,921 | | | | Ginnie Mae Series 2012-52 PV, 2.500%, 12/20/2039 | | | | | 299,370 | | | | | | 0.3 | | |
Voya Short Term Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | | ||||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | | ||||||||||||||||||||
| | | 675,978 | | | | Ginnie Mae Series 2014-53 JM, 7.134%, 04/20/2039 | | | | $ | 757,319 | | | | | | 0.7 | | | | ||
| | | 544,878 | | | | Ginnie Mae Series 2015-H31 FT, 2.225%, (US0001M + 0.650%), 11/20/2065 | | | | | 546,860 | | | | | | 0.5 | | | | ||
| | | 210,423 | | | | Wells Fargo Mortgage Backed Securities 2005-AR16 2A1, 3.807%, 02/25/2034 | | | | | 216,417 | | | | | | 0.2 | | | | ||
| | | | | | | Total Collateralized Mortgage Obligations (Cost $3,992,071) | | | | | 3,953,514 | | | | | | 3.7 | | | | ||
| U.S. GOVERNMENT AGENCY OBLIGATIONS(4): 1.1% | | | ||||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 0.7%(4) | | | ||||||||||||||
| | | 668,338 | | | | 5.500%, 01/01/2037- 02/01/2039 | | | | | 731,149 | | | | | | 0.7 | | | | ||
| | | | | | | Federal National Mortgage Association: 0.4%(4) | | | ||||||||||||||
| | | 442,527 | | | | 5.000%, 01/01/2023- 07/01/2034 | | | | | 468,847 | | | | | | 0.4 | | | | ||
| | | | | | | Total U.S. Government Agency Obligations (Cost $1,191,796) | | | | | 1,199,996 | | | | | | 1.1 | | | | ||
| FOREIGN GOVERNMENT BONDS: 0.1% | | | ||||||||||||||||||||
| | | 58,000 (2) | | | | Other Securities | | | | | 57,127 | | | | | | 0.1 | | | | ||
| | | | | | | Total Foreign Government Bonds (Cost $57,829) | | | | | 57,127 | | | | | | 0.1 | | | | ||
| ASSET-BACKED SECURITIES:16.8% | | | | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 7.0% | | | ||||||||||||||
| | | 250,000 | | | | CarMax Auto Owner Trust 2017-1 A4, 2.270%, 09/15/2022 | | | | | 246,918 | | | | | | 0.3 | | | | ||
| | | 450,000 | | | | CarMax Auto Owner Trust 2017-3 A4, 2.220%, 11/15/2022 | | | | | 441,849 | | | | | | 0.4 | | | | ||
| | | 450,000 | | | | CarMax Auto Owner Trust 2018-1 A4, 2.640%, 06/15/2023 | | | | | 447,468 | | | | | | 0.4 | | | | ||
| | | 600,000 (1) | | | | Chrysler Capital Auto Receivables Trust 2016-BA A4, 1.870%, 02/15/2022 | | | | | 591,618 | | | | | | 0.6 | | | | ||
| | | 100,000 | | | | GM Financial Automobile Leasing Trust 2017-1 A4, 2.260%, 08/20/2020 | | | | | 99,396 | | | | | | 0.1 | | | | ||
| | | 150,000 | | | | GM Financial Automobile Leasing Trust 2018-1 A3, 2.610%, 01/20/2021 | | | | | 149,574 | | | | | | 0.1 | | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
| | | 350,000 | | | | GM Financial Automobile Leasing Trust 2018-1 A4, 2.680%, 12/20/2021 | | | | $ | 348,548 | | | | | | 0.3 | | |
| | | 500,000 | | | | GM Financial Automobile Leasing Trust 2018-1 B, 2.870%, 12/20/2021 | | | | | 498,319 | | | | | | 0.5 | | |
| | | 480,000 | | | | Harley-Davidson Motorcycle Trust 2015-1 A4, 1.670%, 08/15/2022 | | | | | 476,480 | | | | | | 0.4 | | |
| | | 150,000 (1) | | | | Hyundai Auto Lease Securitization Trust 2016-C A4, 1.650%, 07/15/2020 | | | | | 148,807 | | | | | | 0.1 | | |
| | | 450,000 (1) | | | | Hyundai Auto Lease Securitization Trust 2017-A A4, 2.130%, 04/15/2021 | | | | | 446,427 | | | | | | 0.4 | | |
| | | 100,000 | | | | Hyundai Auto Receivables Trust 2017-A A4, 2.090%, 04/17/2023 | | | | | 98,056 | | | | | | 0.1 | | |
| | | 200,000 | | | | Hyundai Auto Receivables Trust 2017-B A4, 1.960%, 02/15/2023 | | | | | 195,347 | | | | | | 0.2 | | |
| | | 100,000 | | | | Nissan Auto Lease Trust 2016-B A4, 1.610%, 01/18/2022 | | | | | 99,243 | | | | | | 0.1 | | |
| | | 540,000 | | | | Nissan Auto Receivables 2016-B A4, 1.540%, 10/17/2022 | | | | | 528,011 | | | | | | 0.5 | | |
| | | 200,000 | | | | Nissan Auto Receivables 2017-B A4, 1.950%, 10/16/2023 | | | | | 195,486 | | | | | | 0.2 | | |
| | | 200,000 (1) | | | | Oscar US Funding Trust VI LLC 2017-1A A3, 2.820%, 06/10/2021 | | | | | 198,793 | | | | | | 0.2 | | |
| | | 500,000 (1) | | | | Oscar US Funding Trust VII LLC 2017-2A A3, 2.450%, 12/10/2021 | | | | | 492,798 | | | | | | 0.5 | | |
| | | 200,000 (1) | | | | Santander Retail Auto Lease Trust 2017-A A3, 2.220%, 01/20/2021 | | | | | 198,003 | | | | | | 0.2 | | |
| | | 150,000 (1) | | | | Santander Retail Auto Lease Trust 2017-A A4, 2.370%, 01/20/2022 | | | | | 148,337 | | | | | | 0.1 | | |
| | | 450,000 | | | | Toyota Auto Receivables 2017-B Owner Trust A4, 2.050%, 09/15/2022 | | | | | 441,821 | | | | | | 0.4 | | |
Voya Short Term Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
| | | 250,000 | | | | Toyota Auto Receivables 2017-C A4 Owner Trust, 1.980%, 12/15/2022 | | | | $ | 244,934 | | | | | | 0.2 | | |
| | | 710,000 | | | | Other Securities | | | | | 699,718 | | | | | | 0.7 | | |
| | | | | | | | | | | | 7,435,951 | | | | | | 7.0 | | |
| | | | | | | Credit Card Asset-Backed Securities: 3.3% | | ||||||||||||
| | | 450,000 | | | | American Express Credit Account Master Trust 2017-1 B, 2.100%, 09/15/2022 | | | | | 444,489 | | | | | | 0.4 | | |
| | | 350,000 | | | | Barclays Dryrock Issuance Trust 2016-1 A, 1.520%, 05/16/2022 | | | | | 345,180 | | | | | | 0.3 | | |
| | | 600,000 | | | | Capital One Multi-Asset Execution Trust 2016-A6 A6, 1.820%, 09/15/2022 | | | | | 592,127 | | | | | | 0.6 | | |
| | | 210,000 | | | | Citibank Credit Card Issuance Trust 2014-A6 A6, 2.150%, 07/15/2021 | | | | | 208,881 | | | | | | 0.2 | | |
| | | 250,000 | | | | Citibank Credit Card Issuance Trust 2017-A9 A9, 1.800%, 09/20/2021 | | | | | 247,057 | | | | | | 0.2 | | |
| | | 450,000 | | | | Discover Card Execution Note Trust 2017-A2 A2, 2.390%, 07/15/2024 | | | | | 441,925 | | | | | | 0.4 | | |
| | | 400,000 | | | | Discover Card Execution Note Trust 2017-A6 A6, 1.880%, 02/15/2023 | | | | | 392,963 | | | | | | 0.4 | | |
| | | 600,000 (1) | | | | Evergreen Credit Card Trust Series 2018-1 A, 2.950%, 03/15/2023 | | | | | 599,936 | | | | | | 0.6 | | |
| | | 200,000 | | | | Other Securities | | | | | 196,776 | | | | | | 0.2 | | |
| | | | | | | | | | | | 3,469,334 | | | | | | 3.3 | | |
| | | | | | | Home Equity Asset-Backed Securities: 0.0% | | ||||||||||||
| | | 15,451 | | | | Other Securities | | | | | 15,492 | | | | | | 0.0 | | |
| | | | | | | Other Asset-Backed Securities: 6.3% | | ||||||||||||
| | | 400,000 (1) | | | | Ares XLVI CLO Ltd. 2017-46A A2, 2.939%, (US0003M + 1.230%), 01/15/2030 | | | | | 402,325 | | | | | | 0.4 | | |
| | | 330,000 (1) | | | | Babson CLO Ltd. 2014-3A AR, 3.042%, (US0003M + 1.320%), 01/15/2026 | | | | | 330,088 | | | | | | 0.3 | | |
| | | 250,000 (1) | | | | Barings CLO Ltd. 2017-1A A2, 3.084%, (US0003M + 1.350%), 07/18/2029 | | | | | 251,546 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 250,000 (1) | | | | Benefit Street Partners CLO VIII Ltd. 2015-8A A1BR, 2.919%, (US0003M + 1.200%), 01/20/2031 | | | | $ | 250,148 | | | | | | 0.3 | | |
| | | 560,000 (1) | | | | Benefit Street Partners CLO X Ltd. 2016-10A A1, 3.212%, (US0003M + 1.490%), 01/15/2029 | | | | | 562,990 | | | | | | 0.5 | | |
| | | 410,000 (1) | | | | Carlyle Global Market Strategies CLO Ltd. 2017-1A A1A, 3.045%, (US0003M + 1.300%), 04/20/2031 | | | | | 411,949 | | | | | | 0.4 | | |
| | | 250,000 (1) | | | | Cedar Funding VIII Clo Ltd. 2017-8A A1, 2.981%, (US0003M + 1.250%), 10/17/2030 | | | | | 251,490 | | | | | | 0.2 | | |
| | | 250,000 (1) | | | | CIFC Funding 2013-2A A1LR, 2.944%, (US0003M + 1.210%), 10/18/2030 | | | | | 251,878 | | | | | | 0.3 | | |
| | | 250,000 (1) | | | | CIFC Funding 2016-1A A, 3.225%, (US0003M + 1.480%), 10/21/2028 | | | | | 251,345 | | | | | | 0.2 | | |
| | | 250,000 (1) | | | | Deer Creek Clo Ltd. 2017-1A A, 3.177%, (US0003M + 1.180%), 10/20/2030 | | | | | 251,151 | | | | | | 0.2 | | |
| | | 250,000 (1) | | | | Dryden Senior Loan Fund 2017-47A A2, 3.072%, (US0003M + 1.350%), 04/15/2028 | | | | | 251,376 | | | | | | 0.2 | | |
| | | 360,000 (1) | | | | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 3.039%, (US0003M + 1.200%), 08/15/2030 | | | | | 361,862 | | | | | | 0.4 | | |
| | | 250,000 (1) | | | | Eaton Vance Clo 2015-1A A2R Ltd., 2.727%, (US0003M + 1.250%), 01/20/2030 | | | | | 249,952 | | | | | | 0.2 | | |
| | | 250,000 (1) | | | | Galaxy XIX CLO Ltd. 2015-19A A1R, 2.961%, (US0003M + 1.220%), 07/24/2030 | | | | | 251,566 | | | | | | 0.2 | | |
| | | 16,916 (1) | | | | GSAMP Trust 2005-SEA2 A1, 2.222%, (US0001M + 0.350%), 01/25/2045 | | | | | 16,945 | | | | | | 0.0 | | |
| | | 330,000 (1) | | | | LCM XXIII Ltd. 23A A1, 3.145%, (US0003M + 1.400%), 10/20/2029 | | | | | 333,793 | | | | | | 0.3 | | |
Voya Short Term Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | | ||||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | | ||||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | | ||||||||||||||
| | | 250,000 (1) | | | | Octagon Investment Partners 30 Ltd. 2017-1A A1, 3.065%, (US0003M + 1.320%), 03/17/2030 | | | | $ | 254,335 | | | | | | 0.3 | | | | ||
| | | 250,000 (1) | | | | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 3.097%, (US0003M + 1.375%), 07/15/2029 | | | | | 252,497 | | | | | | 0.2 | | | | ||
| | | 250,000 (1) | | | | Octagon Investment Partners XV Ltd. 2013-1A A2R, 3.089%, (US0003M + 1.350%), 07/19/2030 | | | | | 252,427 | | | | | | 0.2 | | | | ||
| | | 260,000 (1) | | | | OHA Loan Funding Ltd. 2015-1A AR, 3.249%, (US0003M + 1.410%), 08/15/2029 | | | | | 263,770 | | | | | | 0.3 | | | | ||
| | | 250,000 (1) | | | | Palmer Square CLO 2015-2A A1AR Ltd., 3.015%, (US0003M + 1.270%), 07/20/2030 | | | | | 250,998 | | | | | | 0.2 | | | | ||
| | | 250,000 (1) | | | | Palmer Square CLO 2015-2A A1BR Ltd., 3.095%, (US0003M + 1.350%), 07/20/2030 | | | | | 251,305 | | | | | | 0.3 | | | | ||
| | | 250,000 (1) | | | | THL Credit Wind River 2017-2A A CLO Ltd., 2.975%, (US0003M + 1.230%), 07/20/2030 | | | | | 251,495 | | | | | | 0.2 | | | | ||
| | | 100,000 (1) | | | | Volvo Financial Equipment LLC Series 2017-1A A4, 2.210%, 11/15/2021 | | | | | 98,665 | | | | | | 0.1 | | | | ||
| | | 150,000 | | | | Other Securities | | | | | 146,970 | | | | | | 0.2 | | | | ||
| | | | | | | | | | | | 6,702,866 | | | | | | 6.3 | | | | ||
| | | | | | | Student Loan Asset-Backed Securities: 0.2% | | | ||||||||||||||
| | | 250,000 (1) | | | | DRB Prime Student Loan Trust 2017-A A2B, 2.850%, 05/27/2042 | | | | | 246,017 | | | | | | 0.2 | | | | ||
| | | | | | | Total Asset-Backed Securities (Cost $17,962,399) | | | | | 17,869,660 | | | | | | 16.8 | | | | ||
| U.S. TREASURY OBLIGATIONS: 1.3% | | | ||||||||||||||||||||
| | | | | | | U.S. Treasury Notes: 1.3% | | | ||||||||||||||
| | | 894,000 | | | | 2.250%, 02/29/2020 | | | | | 893,568 | | | | | | 0.8 | | | | ||
| | | 531,000 | | | | 2.250%, 03/31/2020 | | | | | 530,716 | | | | | | 0.5 | | | | ||
| | | | | | | Total U.S. Treasury Obligations (Cost $1,423,952) | | | | | 1,424,284 | | | | | | 1.3 | | | | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 10.4% | | ||||||||||||||||||
| | | 147,183 (1) | | | | Americold LLC 2010 Trust ARTA A2FL, 3.265%, (US0001M + 1.500%), 01/14/2029 | | | | $ | 147,382 | | | | | | 0.1 | | |
| | | 266,310 | | | | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR9 C, 5.055%, 09/11/2042 | | | | | 264,172 | | | | | | 0.3 | | |
| | | 410,000 (1) | | | | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 D, 5.760%, 04/12/2038 | | | | | 426,480 | | | | | | 0.4 | | |
| | | 540,000 (1) | | | | BXMT 2017-FL1 A Ltd., 2.656%, (US0001M + 0.870%), 06/15/2035 | | | | | 542,632 | | | | | | 0.5 | | |
| | | 472,119 | | | | Citigroup/Deutsche Bank Commercial Mortgage Trust 2006-CD3 AM, 5.648%, 10/15/2048 | | | | | 488,737 | | | | | | 0.5 | | |
| | | 410,000 | | | | COMM 2013-CR12 A2, 2.904%, 10/10/2046 | | | | | 410,494 | | | | | | 0.4 | | |
| | | 208,906 | | | | COMM 2013-LC13 A2, 3.009%, 08/10/2046 | | | | | 209,046 | | | | | | 0.2 | | |
| | | 430,000 | | | | COMM 2013-LC6 B Mortgage Trust, 3.739%, 01/10/2046 | | | | | 427,262 | | | | | | 0.4 | | |
| | | 110,000 | | | | COMM 2014-CR14 A2, 3.147%, 02/10/2047 | | | | | 110,328 | | | | | | 0.1 | | |
| | | 170,000 | | | | COMM 2014-CR17 A2, 3.012%, 05/10/2047 | | | | | 170,557 | | | | | | 0.2 | | |
| | | 240,000 | | | | COMM 2014-UBS6 A2, 2.935%, 12/10/2047 | | | | | 239,779 | | | | | | 0.2 | | |
| | | 7,721,181 (5) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K045 x1, 0.456%, 01/25/2025 | | | | | 205,369 | | | | | | 0.2 | | |
| | | 3,039,959 (5) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K703 X1, 2.070%, 05/25/2018 | | | | | 2,939 | | | | | | 0.0 | | |
| | | 7,262,374 (5) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K705 X1, 1.703%, 09/25/2018 | | | | | 36,774 | | | | | | 0.0 | | |
| | | 390,000 (1) | | | | FREMF 2012-K705 B Mortgage Trust, 4.159%, 09/25/2044 | | | | | 391,520 | | | | | | 0.4 | | |
Voya Short Term Bond Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 310,000 (1) | | | | FREMF Mortgage Trust 2012-K709 B, 3.742%, 04/25/2045 | | | | $ | 312,157 | | | | | | 0.3 | | |
| | | 117,110 (1) | | | | GCCFC Commercial Mortgage Trust 2004-GG1 F, 6.298%, 06/10/2036 | | | | | 116,252 | | | | | | 0.1 | | |
| | | 191,067 | | | | Ginnie Mae 2011-53 B, 4.397%, 05/16/2051 | | | | | 195,960 | | | | | | 0.2 | | |
| | | 271,322 | | | | Ginnie Mae 2014-168 DA, 2.400%, 06/16/2046 | | | | | 265,626 | | | | | | 0.2 | | |
| | | 275,185 | | | | Ginnie Mae 2015-183 AC, 2.350%, 07/16/2056 | | | | | 267,191 | | | | | | 0.2 | | |
| | | 78,305 | | | | Ginnie Mae 2015-21 AF, 2.071%, 07/16/2048 | | | | | 75,870 | | | | | | 0.1 | | |
| | | 140,173 | | | | Ginnie Mae 2015-81 AC, 2.400%, 01/16/2056 | | | | | 136,098 | | | | | | 0.1 | | |
| | | 203,294 | | | | Ginnie Mae 2016-110 AB, 2.000%, 05/16/2049 | | | | | 196,235 | | | | | | 0.2 | | |
| | | 88,774 | | | | Ginnie Mae 2016-86 AB, 2.500%, 09/16/2056 | | | | | 87,032 | | | | | | 0.1 | | |
| | | 405,452 | | | | Ginnie Mae 2017-100 AB, 2.300%, 04/16/2052 | | | | | 396,019 | | | | | | 0.4 | | |
| | | 186,504 | | | | Ginnie Mae 2017-50 AB, 2.400%, 02/16/2047 | | | | | 182,005 | | | | | | 0.2 | | |
| | | 206,923 | | | | Ginnie Mae 2017-51 AB, 2.350%, 04/16/2057 | | | | | 202,472 | | | | | | 0.2 | | |
| | | 88,645 | | | | Ginnie Mae 2017-69 AB, 2.350%, 05/16/2053 | | | | | 86,679 | | | | | | 0.1 | | |
| | | 148,096 | | | | Ginnie Mae 2017-70 A, 2.500%, 10/16/2057 | | | | | 144,602 | | | | | | 0.1 | | |
| | | 552,886 | | | | Ginnie Mae 2017-86 AB, 2.300%, 11/16/2051 | | | | | 538,005 | | | | | | 0.5 | | |
| | | 345,782 | | | | Ginnie Mae 2017-89 A, 2.500%, 08/16/2057 | | | | | 338,234 | | | | | | 0.3 | | |
| | | 280,000 | | | | GS Mortgage Securities Corp. II 2015-GC30 A2, 2.726%, 05/10/2050 | | | | | 278,384 | | | | | | 0.3 | | |
| | | 52,110 | | | | GS Mortgage Securities Trust 2013-GC16 A2, 3.033%, 11/10/2046 | | | | | 52,183 | | | | | | 0.0 | | |
| | | 238,828 | | | | GS Mortgage Securities Trust 2014-GC18 A2, 2.924%, 01/10/2047 | | | | | 239,203 | | | | | | 0.2 | | |
| | | 72,201 (1) | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2003-CB6 H, 5.379%, 07/12/2037 | | | | | 71,615 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | | ||||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | | ||||||||||||||||||||
| | | 244,105 (1) | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 A3, 4.106%, 07/15/2046 | | | | $ | 244,173 | | | | | | 0.2 | | | | ||
| | | 1,040,000 (1) | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 B, 5.408%, 08/15/2046 | | | | | 1,099,985 | | | | | | 1.0 | | | | ||
| | | 167,801 | | | | JPMBB Commercial Mortgage Securities Trust 2 2014-C19 A2, 3.046%, 04/15/2047 | | | | | 168,411 | | | | | | 0.2 | | | | ||
| | | 167,817 | | | | JPMBB Commercial Mortgage Securities Trust 2013-C15 A2, 2.977%, 11/15/2045 | | | | | 167,874 | | | | | | 0.2 | | | | ||
| | | 353,875 | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 A2, 2.916%, 02/15/2047 | | | | | 354,605 | | | | | | 0.3 | | | | ||
| | | 260,000 | | | | Wells Fargo Commercial Mortgage Trust 2015-NXS1 A2, 2.632%, 05/15/2048 | | | | | 259,489 | | | | | | 0.3 | | | | ||
| | | 441,159 | | | | Other Securities | | | | | 440,552 | | | | | | 0.4 | | | | ||
| | | | | | | Total Commercial Mortgage-Backed Securities (Cost $11,151,888) | | | | | 10,990,382 | | | | | | 10.4 | | | | | |
| | | | | | | Total Long-Term Investments (Cost $104,252,628) | | | | | 103,129,249 | | | | | | 97.2 | | | | ||
| SHORT-TERM INVESTMENTS: 4.1% | | | ||||||||||||||||||||
| | | | | | | Securities Lending Collateral(6): 0.5% | | | ||||||||||||||
| | | 581,600 | | | | NBC Global Finance Ltd., Repurchase Agreement dated 03/29/18, 1.71%, due 04/02/18 (Repurchase Amount $581,709, collateralized by various U.S. Government Securities, 0.000%-3. 625%, Market Value plus accrued interest $593,232, due 06/30/19-09/09/49) (Cost $581,600) | | | | | 581,600 | | | | | | 0.5 | | | |
Voya Short Term Bond Fund | as of March 31, 2018 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | | ||||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | | ||||||||||||||||||||
| | | | | | | Mutual Funds: 3.6% | | | ||||||||||||||
| | | 3,767,000 (7) | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.550% (Cost $3,767,000) | | | | $ | 3,767,000 | | | | | | 3.6 | | | | ||
| | | | | | | Total Short-Term Investments (Cost $4,348,600) | | | | | 4,348,600 | | | | | | 4.1 | | | | ||
| | | | | | | Total Investments in Securities (Cost $108,601,228) | | | | $ | 107,477,849 | | | | | | 101.3 | | | | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (1,377,371) | | | | | | (1.3) | | | | ||
| | | | | | | Net Assets | | | | $ | 106,100,478 | | | | | | 100.0 | | | | ||
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at March 31, 2018 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Corporate Bonds/Notes | | | | $ | — | | | | | $ | 67,634,286 | | | | | $ | — | | | | | $ | 67,634,286 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 3,953,514 | | | | | | — | | | | | | 3,953,514 | | |
Asset-Backed Securities | | | | | — | | | | | | 17,869,660 | | | | | | — | | | | | | 17,869,660 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 1,424,284 | | | | | | — | | | | | | 1,424,284 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 1,199,996 | | | | | | — | | | | | | 1,199,996 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 10,990,382 | | | | | | — | | | | | | 10,990,382 | | |
Foreign Government Bonds | | | | | — | | | | | | 57,127 | | | | | | — | | | | | | 57,127 | | |
Short-Term Investments | | | | | 3,767,000 | | | | | | 581,600 | | | | | | — | | | | | | 4,348,600 | | |
Total Investments, at fair value | | | | $ | 3,767,000 | | | | | $ | 103,710,849 | | | | | $ | — | | | | | $ | 107,477,849 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Forward premium swaptions | | | | | — | | | | | | 4,053 | | | | | | — | | | | | | 4,053 | | |
Total Assets | | | | $ | 3,767,000 | | | | | $ | 103,714,902 | | | | | $ | — | | | | | $ | 107,481,902 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | $ | (31,112) | | | | | $ | — | | | | | $ | — | | | | | $ | (31,112) | | |
Total Liabilities | | | | $ | (31,112) | | | | | $ | — | | | | | $ | — | | | | | $ | (31,112) | | |
|
Voya Short Term Bond Fund | as of March 31, 2018 (continued) |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
U.S. Treasury 2-Year Note | | | | | 121 | | | | | | 06/29/18 | | | | | $ | 25,725,735 | | | | | $ | (1,035) | | |
| | | | | | | | | | | | | | | | $ | 25,725,735 | | | | | $ | (1,035) | | |
Short Contracts | | | | | | ||||||||||||||||||||
U.S. Treasury 10-Year Note | | | | | (3) | | | | | | 06/20/18 | | | | | | (363,422) | | | | | | (2,653) | | |
U.S. Treasury 5-Year Note | | | | | (73) | | | | | | 06/29/18 | | | | | | (8,355,648) | | | | | | (23,702) | | |
U.S. Treasury Ultra 10-Year Note | | | | | (2) | | | | | | 06/20/18 | | | | | | (259,719) | | | | | | (3,722) | | |
| | | | | | | | | | | | | | | | $ | (8,978,789) | | | | | $ | (30,077) | | |
|
Description | | | Counterparty | | | Exercise Rate | | | Pay/ Receive Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Premium receivable/ (payable) at expiration | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Call on 5-year Interest Rate Swap (Purchased) | | | Bank of America N.A. | | | 0.000% | | | | | Receive | | | | 3-month USD-LIBOR | | | | | 02/20/19 | | | | USD 1,210,000 | | | | $ | (64,735) | | | | | $ | 1,887 | | |
Call on 5-year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | 0.000% | | | | | Receive | | | | 3-month USD-LIBOR | | | | | 02/13/19 | | | | USD 1,210,000 | | | | | (65,582) | | | | | | 753 | | |
Call on 5-year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | 0.000% | | | | | Receive | | | | 3-month USD-LIBOR | | | | | 03/06/19 | | | | USD 1,210,000 | | | | | (64,826) | | | | | | 1,413 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (195,143) | | | | | $ | 4,053 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Interest rate contracts | | | Unrealized appreciation on forward premium swaptions | | | | $ | 4,053 | | |
Total Asset Derivatives | | | | | | | $ | 4,053 | | |
Liability Derivatives | | | | | | | | | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 31,112 | | |
Total Liability Derivatives | | | | | | | $ | 31,112 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 11,035 | | |
Interest rate contracts | | | | | (120,978) | | |
Total | | | | $ | (109,943) | | |
|
Voya Short Term Bond Fund | as of March 31, 2018 (continued) |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Futures | | | Total | | |||||||||
Interest rate contracts | | | | $ | 4,053 | | | | | $ | (41,099) | | | | | $ | (37,046) | | |
Total | | | | $ | 4,053 | | | | | $ | (41,099) | | | | | $ | (37,046) | | |
|
| | | Bank of America N.A. | | | Morgan Stanley Capital Services LLC | | | Totals | | |||||||||
Assets: | | | | | |||||||||||||||
Forward premium swaptions | | | | $ | 1,887 | | | | | $ | 2,166 | | | | | $ | 4,053 | | |
Total Assets | | | | $ | 1,887 | | | | | $ | 2,166 | | | | | $ | 4,053 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 1,887 | | | | | $ | 2,166 | | | | | $ | 4,053 | | |
Total collateral pledged by the Fund/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | 1,887 | | | | | $ | 2,166 | | | | | $ | 4,053 | | |
|
| Cost for federal income tax purposes was $108,628,666. | | | |||||
| Net unrealized depreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 127,267 | | |
| Gross Unrealized Depreciation | | | | | (1,248,505) | | |
| Net Unrealized Depreciation | | | | $ | (1,121,238) | | |
|
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 12.4% | | ||||||||||||||||||
| | | | | | | Basic Materials: 1.1% | | ||||||||||||
| | | 200,000 (1) | | | | Alpha 3 BV / Alpha US Bidco, Inc., 6.250%, 02/01/2025 | | | | $ | 203,500 | | | | | | 0.1 | | |
| | | 150,000 (1) | | | | Aruba Investments, Inc., 8.750%, 02/15/2023 | | | | | 156,375 | | | | | | 0.0 | | |
| | | 250,000 | (1)(2) | | Constellium NV, 6.625%, 03/01/2025 | | | | | 253,750 | | | | | | 0.1 | | | |
| | | 200,000 (1) | | | | First Quantum Minerals Ltd., 6.500%, 03/01/2024 | | | | | 190,000 | | | | | | 0.1 | | |
| | | 450,000 (1) | | | | Klabin Finance SA, 4.875%, 09/19/2027 | | | | | 433,688 | | | | | | 0.1 | | |
| | | 85,000 (1) | | | | Tronox Finance PLC, 5.750%, 10/01/2025 | | | | | 82,875 | | | | | | 0.0 | | |
| | | 300,000 (1) | | | | Tronox, Inc., 6.500%, 04/15/2026 | | | | | 300,750 | | | | | | 0.1 | | |
| | | 2,250,000 (3) | | | | Other Securities | | | | | 2,326,046 | | | | | | 0.6 | | |
| | | | | | | | | | | | 3,946,984 | | | | | | 1.1 | | |
| | | | | | | Communications: 1.7% | | ||||||||||||
| | | 200,000 | (1)(2) | | Altice Finco SA, 8.125%, 01/15/2024 | | | | | 207,000 | | | | | | 0.1 | | | |
| | | 200,000 (1) | | | | Altice France SA / France, 6.250%, 05/15/2024 | | | | | 189,250 | | | | | | 0.0 | | |
| | | 200,000 (1) | | | | Altice US Finance I Corp., 5.500%, 05/15/2026 | | | | | 195,500 | | | | | | 0.1 | | |
| | | 130,000 (1) | | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | | | | | 123,747 | | | | | | 0.0 | | |
| | | 335,000 (1) | | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | | | | | 315,738 | | | | | | 0.1 | | |
| | | 150,000 (1) | | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 02/15/2026 | | | | | 149,626 | | | | | | 0.1 | | |
| | | 250,000 (1) | | | | CommScope Technologies LLC, 5.000%, 03/15/2027 | | | | | 238,125 | | | | | | 0.1 | | |
| | | 150,000 (1) | | | | Frontier Communications Corp., 8.500%, 04/01/2026 | | | | | 145,875 | | | | | | 0.0 | | |
| | | 200,000 (1) | | | | Gray Television, Inc., 5.125%, 10/15/2024 | | | | | 194,000 | | | | | | 0.0 | | |
| | | 200,000 (1) | | | | Nexstar Broadcasting, Inc., 5.625%, 08/01/2024 | | | | | 196,440 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Salem Media Group, Inc., 6.750%, 06/01/2024 | | | | | 240,625 | | | | | | 0.1 | | |
| | | 250,000 | (1)(2) | | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | | | | | 233,125 | | | | | | 0.1 | | | |
| | | 250,000 (1) | | | | Sirius XM Radio, Inc., 6.000%, 07/15/2024 | | | | | 258,125 | | | | | | 0.1 | | |
| | | 100,000 (1) | | | | Telesat Canada / Telesat LLC, 8.875%, 11/15/2024 | | | | | 110,000 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Communications (continued) | | ||||||||||||
| | | 200,000 (1) | | | | Virgin Media Secured Finance PLC, 5.250%, 01/15/2026 | | | | $ | 193,250 | | | | | | 0.0 | | |
| | | 150,000 (1) | | | | Zayo Group LLC / Zayo Capital, Inc., 5.750%, 01/15/2027 | | | | | 146,813 | | | | | | 0.0 | | |
| | | 3,308,000 (3) | | | | Other Securities | | | | | 3,256,603 | | | | | | 0.9 | | |
| | | | | | | | | | | | 6,393,842 | | | | | | 1.7 | | |
| | | | | | | Consumer, Cyclical: 1.6% | | ||||||||||||
| | | 200,000 (1) | | | | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | | | | | 191,440 | | | | | | 0.0 | | |
| | | 55,000 (1) | | | | American Tire Distributors, Inc., 10.250%, 03/01/2022 | | | | | 56,444 | | | | | | 0.0 | | |
| | | 110,000 (1) | | | | Boyne USA, Inc., 7.250%, 05/01/2025 | | | | | 113,437 | | | | | | 0.0 | | |
| | | 280,000 (1) | | | | CRC Escrow Issuer LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | | | | | 269,130 | | | | | | 0.1 | | |
| | | 250,000 (1) | | | | Dana Financing Luxembourg Sarl, 5.750%, 04/15/2025 | | | | | 255,312 | | | | | | 0.1 | | |
| | | 150,000 (1) | | | | Hot Topic, Inc., 9.250%, 06/15/2021 | | | | | 149,250 | | | | | | 0.0 | | |
| | | 200,000 (1) | | | | International Game Technology PLC, 6.500%, 02/15/2025 | | | | | 215,250 | | | | | | 0.1 | | |
| | | 250,000 (1) | | | | IRB Holding Corp., 6.750%, 02/15/2026 | | | | | 245,650 | | | | | | 0.1 | | |
| | | 250,000 (1) | | | | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.250%, 06/01/2026 | | | | | 249,687 | | | | | | 0.1 | | |
| | | 200,000 (1) | | | | Lennar Corp., 5.250%, 06/01/2026 | | | | | 198,500 | | | | | | 0.1 | | |
| | | 150,000 (1) | | | | Lennar Corp., 5.375%, 10/01/2022 | | | | | 154,875 | | | | | | 0.0 | | |
| | | 150,000 (1) | | | | Michaels Stores, Inc., 5.875%, 12/15/2020 | | | | | 152,063 | | | | | | 0.0 | | |
| | | 160,000 (1) | | | | Navistar International Corp., 6.625%, 11/01/2025 | | | | | 160,400 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Penn National Gaming, Inc., 5.625%, 01/15/2027 | | | | | 240,625 | | | | | | 0.1 | | |
| | | 150,000 (1) | | | | PetSmart, Inc., 7.125%, 03/15/2023 | | | | | 85,875 | | | | | | 0.0 | | |
| | | 100,000 (1) | | | | Scientific Games International, Inc., 5.000%, 10/15/2025 | | | | | 97,500 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | | 150,000 (1) | | | | Silversea Cruise Finance Ltd., 7.250%, 02/01/2025 | | | | $ | 159,375 | | | | | | 0.0 | | |
| | | 55,000 (1) | | | | Six Flags Entertainment Corp., 4.875%, 07/31/2024 | | | | | 53,694 | | | | | | 0.0 | | |
| | | 210,000 (1) | | | | Six Flags Entertainment Corp., 5.500%, 04/15/2027 | | | | | 208,425 | | | | | | 0.1 | | |
| | | 275,000 (1) | | | | Station Casinos LLC, 5.000%, 10/01/2025 | | | | | 261,938 | | | | | | 0.1 | | |
| | | 250,000 (1) | | | | Viking Cruises Ltd., 5.875%, 09/15/2027 | | | | | 237,500 | | | | | | 0.1 | | |
| | | 2,450,000 (3) | | | | Other Securities | | | | | 2,450,485 | | | | | | 0.6 | | |
| | | | | | | | | | | | 6,206,855 | | | | | | 1.6 | | |
| | | | | | | Consumer, Non-cyclical: 1.8% | | ||||||||||||
| | | 95,000 (1) | | | | Brink’s Co/The, 4.625%, 10/15/2027 | | | | | 88,350 | | | | | | 0.0 | | |
| | | 125,000 (1) | | | | Cardtronics, Inc. / Cardtronics USA, Inc., 5.500%, 05/01/2025 | | | | | 118,437 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Cott Holdings, Inc., 5.500%, 04/01/2025 | | | | | 247,500 | | | | | | 0.1 | | |
| | | 150,000 | (1)(4) | | Eagle Holding CO II LLC, 7.625% (PIK Rate 8.375%, Cash Rate 7.625%), 05/15/2022 | | | | | 151,500 | | | | | | 0.0 | | | |
| | | 50,000 (1) | | | | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 5.875%, 10/15/2024 | | | | | 49,500 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Hill-Rom Holdings, Inc., 5.750%, 09/01/2023 | | | | | 260,000 | | | | | | 0.1 | | |
| | | 150,000 (1) | | | | Jaguar Holding Co. II / Pharmaceutical Product Development LLC, 6.375%, 08/01/2023 | | | | | 152,062 | | | | | | 0.0 | | |
| | | 90,000 (1) | | | | JBS USA LUX SA / JBS USA Finance, Inc., 5.875%, 07/15/2024 | | | | | 88,115 | | | | | | 0.0 | | |
| | | 265,000 (1) | | | | JBS USA LUX SA / JBS USA Finance, Inc., 6.750%, 02/15/2028 | | | | | 254,731 | | | | | | 0.1 | | |
| | | 40,000 (1) | | | | Pilgrim’s Pride Corp., 5.750%, 03/15/2025 | | | | | 38,950 | | | | | | 0.0 | | |
| | | 135,000 (1) | | | | Pilgrim’s Pride Corp., 5.875%, 09/30/2027 | | | | | 127,238 | | | | | | 0.0 | | |
| | | 125,000 | (1)(4) | | Polaris Intermediate Corp., 8.500% (PIK Rate 8.500%, Cash Rate 0.000%), 12/01/2022 | | | | | 127,814 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 125,000 (1) | | | | Post Holdings, Inc., 5.000%, 08/15/2026 | | | | $ | 119,063 | | | | | | 0.0 | | |
| | | 150,000 (1) | | | | Post Holdings, Inc., 8.000%, 07/15/2025 | | | | | 168,937 | | | | | | 0.1 | | |
| | | 200,000 (1) | | | | Teva Pharmaceutical Finance Netherlands III BV, 6.000%, 04/15/2024 | | | | | 194,391 | | | | | | 0.1 | | |
| | | 150,000 (1) | | | | Valeant Pharmaceuticals International, Inc., 5.500%, 03/01/2023 | | | | | 131,812 | | | | | | 0.0 | | |
| | | 150,000 (1) | | | | Valeant Pharmaceuticals International, Inc., 5.500%, 11/01/2025 | | | | | 146,588 | | | | | | 0.1 | | |
| | | 50,000 (1) | | | | Valeant Pharmaceuticals International, Inc., 9.000%, 12/15/2025 | | | | | 49,875 | | | | | | 0.0 | | |
| | | 100,000 (1) | | | | Valeant Pharmaceuticals International, 9.250%, 04/01/2026 | | | | | 99,875 | | | | | | 0.0 | | |
| | | 200,000 (1) | | | | West Street Merger Sub, Inc., 6.375%, 09/01/2025 | | | | | 191,500 | | | | | | 0.1 | | |
| | | 4,072,000 (3) | | | | Other Securities | | | | | 4,021,355 | | | | | | 1.1 | | |
| | | | | | | | | | | | 6,827,593 | | | | | | 1.8 | | |
| | | | | | | Energy: 1.8% | | ||||||||||||
| | | 160,000 (1) | | | | Centennial Resource Production LLC, 5.375%, 01/15/2026 | | | | | 157,400 | | | | | | 0.0 | | |
| | | 70,000 (1) | | | | Continental Resources, Inc./OK, 4.375%, 01/15/2028 | | | | | 68,337 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Covey Park Energy LLC / Covey Park Finance Corp., 7.500%, 05/15/2025 | | | | | 250,000 | | | | | | 0.1 | | |
| | | 275,000 (1) | | | | Delek Logistics Partners L.P., 6.750%, 05/15/2025 | | | | | 279,125 | | | | | | 0.1 | | |
| | | 50,000 (1) | | | | Diamondback Energy, Inc., 5.375%, 05/31/2025 | | | | | 50,837 | | | | | | 0.0 | | |
| | | 80,000 (1) | | | | Endeavor Energy Resources L.P. / EER Finance, Inc., 5.500%, 01/30/2026 | | | | | 79,800 | | | | | | 0.0 | | |
| | | 120,000 | (1)(2) | | Endeavor Energy Resources L.P. / EER Finance, Inc., 5.750%, 01/30/2028 | | | | | 120,000 | | | | | | 0.1 | | | |
| | | 40,000 (1) | | | | Gulfport Energy Corp., 6.375%, 01/15/2026 | | | | | 38,100 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Energy (continued) | | ||||||||||||
| | | 100,000 (1) | | | | Hess Infrastructure Partners L.P. / Hess Infrastructure Partners Finance Corp., 5.625%, 02/15/2026 | | | | $ | 98,750 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Indigo Natural Resources LLC, 6.875%, 02/15/2026 | | | | | 236,875 | | | | | | 0.1 | | |
| | | 200,000 | (1)(2) | | Jonah Energy LLC / Jonah Energy Finance Corp., 7.250%, 10/15/2025 | | | | | 181,000 | | | | | | 0.0 | | | |
| | | 180,000 (1) | | | | Lonestar Resources America, Inc., 11.250%, 01/01/2023 | | | | | 180,450 | | | | | | 0.0 | | |
| | | 200,000 (1) | | | | Moss Creek Resources Holdings, Inc., 7.500%, 01/15/2026 | | | | | 202,440 | | | | | | 0.1 | | |
| | | 135,000 (1) | | | | NGPL PipeCo LLC, 4.875%, 08/15/2027 | | | | | 133,481 | | | | | | 0.0 | | |
| | | 100,000 (1) | | | | Noble Holding International Ltd., 7.875%, 02/01/2026 | | | | | 98,625 | | | | | | 0.0 | | |
| | | 100,000 (1) | | | | PBF Logistics L.P. / PBF Logistics Finance Corp., 6.875%, 05/15/2023 | | | | | 101,750 | | | | | | 0.0 | | |
| | | 150,000 | (1)(2) | | Sanchez Energy Corp., 7.250%, 02/15/2023 | | | | | 151,125 | | | | | | 0.0 | | | |
| | | 200,000 (1) | | | | SRC Energy, Inc., 6.250%, 12/01/2025 | | | | | 201,500 | | | | | | 0.1 | | |
| | | 100,000 (1) | | | | Sunoco L.P. / Sunoco Finance Corp., 4.875%, 01/15/2023 | | | | | 96,625 | | | | | | 0.0 | | |
| | | 10,000 (1) | | | | Sunoco L.P. / Sunoco Finance Corp., 5.500%, 02/15/2026 | | | | | 9,675 | | | | | | 0.0 | | |
| | | 10,000 (1) | | | | Sunoco L.P. / Sunoco Finance Corp., 5.875%, 03/15/2028 | | | | | 9,688 | | | | | | 0.0 | | |
| | | 200,000 (1) | | | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | | | | | 202,000 | | | | | | 0.1 | | |
| | | 200,000 (1) | | | | Vermilion Energy, Inc., 5.625%, 03/15/2025 | | | | | 196,500 | | | | | | 0.1 | | |
| | | 3,630,000 | | | | Other Securities | | | | | 3,606,091 | | | | | | 1.0 | | |
| | | | | | | | | | | | 6,750,174 | | | | | | 1.8 | | |
| | | | | | | Financial: 2.7% | | ||||||||||||
| | | 150,000 (1) | | | | Alliance Data Systems Corp., 5.375%, 08/01/2022 | | | | | 150,750 | | | | | | 0.0 | | |
| | | 327,000 | | | | Bank of America Corp., 2.625%, 10/19/2020 | | | | | 324,813 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 409,000 (1) | | | | BPCE SA, 4.500%, 03/15/2025 | | | | $ | 411,083 | | | | | | 0.1 | | |
| | | 280,000 | | | | Citigroup, Inc., 2.650%, 10/26/2020 | | | | | 276,785 | | | | | | 0.1 | | |
| | | 500,000 (1) | | | | Credit Bank of Moscow Via CBOM Finance PLC, 5.550%, 02/14/2023 | | | | | 492,002 | | | | | | 0.1 | | |
| | | 270,000 (1) | | | | ESH Hospitality, Inc., 5.250%, 05/01/2025 | | | | | 263,331 | | | | | | 0.1 | | |
| | | 461,000 | | | | JPMorgan Chase & Co., 4.250%-6.125%, 10/01/2027-12/31/2199 | | | | | 473,713 | | | | | | 0.1 | | |
| | | 268,000 | | | | Morgan Stanley, 4.000%, 07/23/2025 | | | | | 270,460 | | | | | | 0.1 | | |
| | | 250,000 (1) | | | | Multibank, Inc., 4.375%, 11/09/2022 | | | | | 247,812 | | | | | | 0.1 | | |
| | | 165,000 (1) | | | | Quicken Loans, Inc., 5.250%, 01/15/2028 | | | | | 154,687 | | | | | | 0.0 | | |
| | | 250,000 | (1)(2) | | Realogy Group LLC / Realogy Co-Issuer Corp., 5.250%, 12/01/2021 | | | | | 251,637 | | | | | | 0.1 | | | |
| | | 255,000 (1) | | | | Tempo Acquisition LLC / Tempo Acquisition Finance Corp., 6.750%, 06/01/2025 | | | | | 255,319 | | | | | | 0.1 | | |
| | | 350,000 (1) | | | | Turkiye Garanti Bankasi AS, 6.125%, 05/24/2027 | | | | | 341,202 | | | | | | 0.1 | | |
| | | 250,000 (1) | | | | Turkiye Vakiflar Bankasi TAO, 5.750%, 01/30/2023 | | | | | 243,942 | | | | | | 0.0 | | |
| | | 200,000 (1) | | | | UBS Group Funding Switzerland AG, 2.950%, 09/24/2020 | | | | | 198,598 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | UniCredit SpA, 5.861%, 06/19/2032 | | | | | 254,428 | | | | | | 0.1 | | |
| | | 358,000 | | | | Wells Fargo & Co., 4.300%-5.900%, 07/22/2027-12/31/2199 | | | | | 362,560 | | | | | | 0.1 | | |
| | | 250,000 (1) | | | | Yapi ve Kredi Bankasi AS, 5.750%, 02/24/2022 | | | | | 249,280 | | | | | | 0.1 | | |
| | | 5,085,000 | | | | Other Securities | | | | | 5,091,491 | | | | | | 1.3 | | |
| | | | | | | | | | | | 10,313,893 | | | | | | 2.7 | | |
| | | | | | | Industrial: 1.2% | | ||||||||||||
| | | 250,000 (1) | | | | Advanced Disposal Services, Inc., 5.625%, 11/15/2024 | | | | | 253,125 | | | | | | 0.1 | | |
| | | 135,000 (1) | | | | Bombardier, Inc., 7.500%, 12/01/2024 | | | | | 140,063 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Bombardier, Inc., 8.750%, 12/01/2021 | | | | | 275,312 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Industrial (continued) | | ||||||||||||
| | | 250,000 (1) | | | | BWAY Holding Co., 7.250%, 04/15/2025 | | | | $ | 255,625 | | | | | | 0.1 | | |
| | | 160,000 (1) | | | | FXI Holdings, Inc., 7.875%, 11/01/2024 | | | | | 157,100 | | | | | | 0.0 | | |
| | | 118,000 (1) | | | | Gates Global LLC / Gates Global Co., 6.000%, 07/15/2022 | | | | | 119,929 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Itron, Inc., 5.000%, 01/15/2026 | | | | | 246,950 | | | | | | 0.1 | | |
| | | 150,000 (1) | | | | Jeld-Wen, Inc., 4.625%, 12/15/2025 | | | | | 144,375 | | | | | | 0.1 | | |
| | | 150,000 (1) | | | | Jeld-Wen, Inc., 4.875%, 12/15/2027 | | | | | 142,125 | | | | | | 0.0 | | |
| | | 20,000 (1) | | | | Masonite International Corp., 5.625%, 03/15/2023 | | | | | 20,675 | | | | | | 0.0 | | |
| | | 20,000 (1) | | | | Multi-Color Corp., 4.875%, 11/01/2025 | | | | | 18,750 | | | | | | 0.0 | | |
| | | 150,000 (1) | | | | Multi-Color Corp., 6.125%, 12/01/2022 | | | | | 155,250 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Novelis Corp., 5.875%, 09/30/2026 | | | | | 246,875 | | | | | | 0.1 | | |
| | | 160,000 (1) | | | | Plastipak Holdings, Inc., 6.250%, 10/15/2025 | | | | | 160,400 | | | | | | 0.0 | | |
| | | 150,000 (1) | | | | Sealed Air Corp., 5.500%, 09/15/2025 | | | | | 155,625 | | | | | | 0.0 | | |
| | | 125,000 (1) | | | | Standard Industries, Inc./ NJ, 5.000%, 02/15/2027 | | | | | 121,649 | | | | | | 0.0 | | |
| | | 150,000 (1) | | | | Standard Industries, Inc./ NJ, 6.000%, 10/15/2025 | | | | | 154,500 | | | | | | 0.1 | | |
| | | 200,000 (1) | | | | Wrangler Buyer Corp., 6.000%, 10/01/2025 | | | | | 197,500 | | | | | | 0.1 | | |
| | | 1,450,000 | | | | Other Securities | | | | | 1,492,086 | | | | | | 0.4 | | |
| | | | | | | | | | | | 4,457,914 | | | | | | 1.2 | | |
| | | | | | | Technology: 0.4% | | ||||||||||||
| | | 200,000 (1) | | | | Ascend Learning LLC, 6.875%, 08/01/2025 | | | | | 206,000 | | | | | | 0.1 | | |
| | | 200,000 (1) | | | | CDK Global, Inc., 4.875%, 06/01/2027 | | | | | 193,000 | | | | | | 0.0 | | |
| | | 220,000 (1) | | | | Change Healthcare Holdings LLC / Change Healthcare Finance, Inc., 5.750%, 03/01/2025 | | | | | 218,966 | | | | | | 0.1 | | |
| | | 250,000 (1) | | | | First Data Corp., 7.000%, 12/01/2023 | | | | | 263,438 | | | | | | 0.1 | | |
| | | 560,000 | | | | Other Securities | | | | | 557,577 | | | | | | 0.1 | | |
| | | | | | | | | | | | 1,438,981 | | | | | | 0.4 | | |
| | | | | | | Utilities: 0.1% | | ||||||||||||
| | | 80,000 (1) | | | | NRG Energy, Inc., 5.750%, 01/15/2028 | | | | | 78,400 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Utilities (continued) | | ||||||||||||
| | | 350,000 (3) | | | | Other Securities | | | | $ | 338,705 | | | | | | 0.1 | | |
| | | | | | | | | | | | 417,105 | | | | | | 0.1 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $47,557,611) | | | | | 46,753,341 | | | | | | 12.4 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 12.8% | | ||||||||||||||||||
| | | 186,683 | | | | Alternative Loan Trust 2005-10CB 1A1, 2.372%, (US0001M + 0.500%), 05/25/2035 | | | | | 166,588 | | | | | | 0.0 | | |
| | | 744,747 | | | | Alternative Loan Trust 2005-10CB 1A2, 2.322%, (US0001M + 0.450%), 05/25/2035 | | | | | 663,147 | | | | | | 0.2 | | |
| | | 777,295 | | | | Alternative Loan Trust 2005-23CB A15, 5.500%, 07/25/2035 | | | | | 737,780 | | | | | | 0.2 | | |
| | | 266,525 | | | | Alternative Loan Trust 2005-51 3A2A, 2.573%, (12MTA + 1.290%), 11/20/2035 | | | | | 258,383 | | | | | | 0.1 | | |
| | | 85,548 | | | | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035 | | | | | 82,334 | | | | | | 0.0 | | |
| | | 396,816 | | | | Alternative Loan Trust 2005-J2 1A12, 2.272%, (US0001M + 0.400%), 04/25/2035 | | | | | 352,915 | | | | | | 0.1 | | |
| | | 48,943 | | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | | | | | 39,517 | | | | | | 0.0 | | |
| | | 921,033 | | | | Alternative Loan Trust 2006-18CB A10, 2.272%, (US0001M + 0.400%), 07/25/2036 | | | | | 645,100 | | | | | | 0.2 | | |
| | | 223,885 | | | | Alternative Loan Trust 2006-19CB A12, 2.272%, (US0001M + 0.400%), 08/25/2036 | | | | | 165,375 | | | | | | 0.0 | | |
| | | 948,102 | | | | Alternative Loan Trust 2006-19CB A28, 2.472%, (US0001M + 0.600%), 08/25/2036 | | | | | 711,342 | | | | | | 0.2 | | |
| | | 660,519 | | | | Alternative Loan Trust 2006-HY11 A1, 1.992%, (US0001M + 0.120%), 06/25/2036 | | | | | 603,540 | | | | | | 0.2 | | |
| | | 237,946 | | | | Alternative Loan Trust 2007-2CB 2A1, 2.472%, (US0001M + 0.600%), 03/25/2037 | | | | | 168,230 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 458,823 | | | | Alternative Loan Trust 2007-HY8C A1, 2.032%, (US0001M + 0.160%), 09/25/2047 | | | | $ | 446,091 | | | | | | 0.1 | | |
| | | 644,772 | | | | Alternative Loan Trust 2007-OA4 A1, 2.042%, (US0001M + 0.170%), 05/25/2047 | | | | | 585,339 | | | | | | 0.2 | | |
| | | 29,542 | (1)(5) | | Angel Oak Mortgage Trust LLC 2015-1 A, 4.500%, 11/25/2045 | | | | | 29,463 | | | | | | 0.0 | | | |
| | | 348,213 | | | | Bear Stearns ALT-A Trust 2006-6 31A1, 3.541%, 11/25/2036 | | | | | 326,275 | | | | | | 0.1 | | |
| | | 987,463 | | | | Bear Stearns ALT-A Trust 2006-6 32A1, 4.267%, 11/25/2036 | | | | | 846,356 | | | | | | 0.2 | | |
| | | 269,041 | | | | Bear Stearns Structured Products, Inc. Trust 2007-R6 1A1, 3.633%, 01/26/2036 | | | | | 238,457 | | | | | | 0.1 | | |
| | | 33,622 (1) | | | | Bellemeade Re Ltd. 2015-1A M2, 6.172%, (US0001M + 4.300%), 07/25/2025 | | | | | 34,225 | | | | | | 0.0 | | |
| | | 223,215 | | | | Citigroup Mortgage Loan Trust 2006-AR2 1A1, 3.589%, 03/25/2036 | | | | | 209,729 | | | | | | 0.1 | | |
| | | 128,706 | | | | Citigroup Mortgage Loan Trust 2006-AR9 2A, 3.743%, 11/25/2036 | | | | | 112,766 | | | | | | 0.0 | | |
| | | 374,136 (1) | | | | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058 | | | | | 390,042 | | | | | | 0.1 | | |
| | | 33,848 | | | | Countrywide Alternative Loan Trust 2005-53T2 2A6, 2.372%, (US0001M + 0.500%), 11/25/2035 | | | | | 20,931 | | | | | | 0.0 | | |
| | | 1,200,000 | | | | Countrywide Asset-Backed Certificates 2005-IM1 M1, 2.592%, (US0001M + 0.720%), 11/25/2035 | | | | | 1,183,790 | | | | | | 0.3 | | |
| | | 853,066 | | | | Deutsche ALT-A Securities, Inc. ALT 2007-AB1 A1, 2.172%, (US0001M + 0.300%), 04/25/2037 | | | | | 572,652 | | | | | | 0.1 | | |
| | | 205,240 (1) | | | | Deutsche Mortgage Securities, Inc. Re-REMIC Trust Certificates Series 2007-WM1 A1, 3.314%, 06/27/2037 | | | | | 208,339 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,088,197 (6) | | | | Fannie Mae 2007-18 BS, 4.729%, (-1.000*US0001M + 6.600%), 06/25/2035 | | | | $ | 172,824 | | | | | | 0.1 | | |
| | | 2,437,193 (6) | | | | Fannie Mae 2008-94 SI, 3.629%, (-1.000*US0001M + 5.500%), 04/25/2036 | | | | | 419,166 | | | | | | 0.1 | | |
| | | 2,019,041 (6) | | | | Fannie Mae 2009-95 HI, 6.000%, 12/25/2038 | | | | | 155,483 | | | | | | 0.0 | | |
| | | 433,227 | | | | Fannie Mae 2010-15 FD, 2.612%, (US0001M + 0.740%), 03/25/2040 | | | | | 441,165 | | | | | | 0.1 | | |
| | | 1,066,772 | | | | Fannie Mae 2011-47 GF, 2.442%, (US0001M + 0.570%), 06/25/2041 | | | | | 1,078,896 | | | | | | 0.3 | | |
| | | 383,155 | | | | Fannie Mae 2012-10 UF, 2.422%, (US0001M + 0.550%), 02/25/2042 | | | | | 386,277 | | | | | | 0.1 | | |
| | | 435,146 (6) | | | | Fannie Mae 2012-84 KI, 6.000%, (US0001M + 0.000%), 08/25/2042 | | | | | 95,499 | | | | | | 0.0 | | |
| | | 1,755,798 (6) | | | | Fannie Mae 2012-93 IL, 3.000%, 09/25/2027 | | | | | 158,634 | | | | | | 0.0 | | |
| | | 2,641,786 (6) | | | | Fannie Mae 2015-56 DI, 3.000%, 12/25/2032 | | | | | 237,261 | | | | | | 0.1 | | |
| | | 167,229 | | | | Fannie Mae Connecticut Avenue Securities 2014-CO4 1M2, 6.772%, (US0001M + 4.900%), 11/25/2024 | | | | | 191,546 | | | | | | 0.1 | | |
| | | 1,100,000 | | | | Fannie Mae Connecticut Avenue Securities 2017- C02 2M2, 5.522%, (US0001M + 3.650%), 09/25/2029 | | | | | 1,198,152 | | | | | | 0.3 | | |
| | | 650,000 | | | | Fannie Mae Connecticut Avenue Securities 2017- C05 1M2, 4.072%, (US0001M + 2.200%), 01/25/2030 | | | | | 659,092 | | | | | | 0.2 | | |
| | | 900,000 | | | | Fannie Mae Connecticut Avenue Securities 2018- C02 2M2, 4.072%, (US0001M + 2.200%), 08/25/2030 | | | | | 905,805 | | | | | | 0.2 | | |
| | | 400,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2, 4.122%, (US0001M + 2.250%), 07/25/2030 | | | | | 405,655 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 244,423 (6) | | | | Fannie Mae REMIC Trust 2000-26 SP, 6.629%, (-1.000*US0001M + 8.500%), 08/25/2030 | | | | $ | 45,181 | | | | | | 0.0 | | |
| | | 345,323 (6) | | | | Fannie Mae REMIC Trust 2002-13 SR, 4.729%, (-1.000*US0001M + 6.600%), 03/25/2032 | | | | | 45,174 | | | | | | 0.0 | | |
| | | 178,003 (6) | | | | Fannie Mae REMIC Trust 2004-64 SW, 5.179%, (-1.000*US0001M + 7.050%), 08/25/2034 | | | | | 29,249 | | | | | | 0.0 | | |
| | | 130,173 (6) | | | | Fannie Mae REMIC Trust 2004-66 SE, 4.629%, (-1.000*US0001M + 6.500%), 09/25/2034 | | | | | 18,760 | | | | | | 0.0 | | |
| | | 261,848 (6) | | | | Fannie Mae REMIC Trust 2008-47 PS, 4.629%, (-1.000*US0001M + 6.500%), 06/25/2038 | | | | | 5,881 | | | | | | 0.0 | | |
| | | 639,098 (6) | | | | Fannie Mae REMIC Trust 2009-25 SN, 4.679%, (-1.000*US0001M + 6.550%), 04/25/2039 | | | | | 102,585 | | | | | | 0.0 | | |
| | | 359,441 (6) | | | | Fannie Mae REMIC Trust 2012-146 LI, 4.500%, 10/25/2041 | | | | | 42,082 | | | | | | 0.0 | | |
| | | 29,418,426 (6) | | | | Fannie Mae REMIC Trust 2012-66 IB, 0.050%, (-1.000*US0001M + 6.050%), 06/25/2042 | | | | | 64,079 | | | | | | 0.0 | | |
| | | 1,350,238 (6) | | | | Fannie Mae REMIC Trust 2013-116 SC, 4.329%, (-1.000*US0001M + 6.200%), 04/25/2033 | | | | | 166,220 | | | | | | 0.1 | | |
| | | 992,694 | | | | Fannie Mae Series 2006-11 FA, 2.172%, (US0001M + 0.300%), 03/25/2036 | | | | | 993,812 | | | | | | 0.3 | | |
| | | 698,811 (1) | | | | Flagstar Mortgage Trust 2018-1 B3, 4.069%, 03/25/2048 | | | | | 674,285 | | | | | | 0.2 | | |
| | | 2,430,482 (6) | | | | Freddie Mac 2009-70 PS, 4.879%, (-1.000*US0001M + 6.750%), 01/25/2037 | | | | | 423,442 | | | | | | 0.1 | | |
| | | 339,159 (6) | | | | Freddie Mac 2524 SH, 5.723%, (-1.000*US0001M + 7.500%), 11/15/2032 | | | | | 34,246 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 627,181 (6) | | | | Freddie Mac 2525 SM, 6.223%, (-1.000*US0001M + 8.000%), 02/15/2032 | | | | $ | 116,651 | | | | | | 0.0 | | |
| | | 623,315 (6) | | | | Freddie Mac 2981 CS, 4.943%, (-1.000*US0001M + 6.720%), 05/15/2035 | | | | | 84,572 | | | | | | 0.0 | | |
| | | 236,955 (6) | | | | Freddie Mac 2989 HS, 5.373%, (-1.000*US0001M + 7.150%), 08/15/2034 | | | | | 83,506 | | | | | | 0.0 | | |
| | | 331,931 (6) | | | | Freddie Mac 3018 SM, 5.423%, (-1.000*US0001M + 7.200%), 08/15/2035 | | | | | 62,434 | | | | | | 0.0 | | |
| | | 573,655 (6) | | | | Freddie Mac 324 144, 6.085%, 06/15/2039 | | | | | 131,826 | | | | | | 0.0 | | |
| | | 1,159,542 (6) | | | | Freddie Mac 3523 SA, 4.223%, (-1.000*US0001M + 6.000%), 09/15/2036 | | | | | 154,170 | | | | | | 0.1 | | |
| | | 1,030,410 (6) | | | | Freddie Mac 3582 MS, 4.373%, (-1.000*US0001M + 6.150%), 10/15/2039 | | | | | 141,086 | | | | | | 0.0 | | |
| | | 1,566,500 (6) | | | | Freddie Mac 3688 BI, 5.000%, 07/15/2040 | | | | | 317,044 | | | | | | 0.1 | | |
| | | 6,211,475 (6) | | | | Freddie Mac 4186 IA, 3.000%, 03/15/2033 | | | | | 828,066 | | | | | | 0.2 | | |
| | | 256,757 (6) | | | | Freddie Mac 4333 AI, 5.500%, 02/15/2044 | | | | | 51,229 | | | | | | 0.0 | | |
| | | 225,395 (6) | | | | Freddie Mac REMIC Trust 2266 S, 6.773%, (-1.000*US0001M + 8.550%), 11/15/2030 | | | | | 37,510 | | | | | | 0.0 | | |
| | | 290,210 (6) | | | | Freddie Mac REMIC Trust 2374 S, 6.323%, (-1.000*US0001M + 8.100%), 06/15/2031 | | | | | 54,958 | | | | | | 0.0 | | |
| | | 160,821 (6) | | | | Freddie Mac REMIC Trust 2417 SY, 6.623%, (-1.000*US0001M + 8.400%), 12/15/2031 | | | | | 32,915 | | | | | | 0.0 | | |
| | | 340,240 (6) | | | | Freddie Mac REMIC Trust 2577 SA, 5.673%, (-1.000*US0001M + 7.450%), 02/15/2033 | | | | | 61,191 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 20,559 | | | | Freddie Mac REMIC Trust 2973 SB, 11.819%, (-3.667*US0001M + 18.333%), 05/15/2035 | | | | $ | 21,903 | | | | | | 0.0 | | |
| | | 148,535 (6) | | | | Freddie Mac REMIC Trust 2981 SU, 6.023%, (-1.000*US0001M + 7.800%), 05/15/2030 | | | | | 25,018 | | | | | | 0.0 | | |
| | | 74,949 (6) | | | | Freddie Mac REMIC Trust 2993 PS, 4.923%, (-1.000*US0001M + 6.700%), 05/15/2035 | | | | | 1,399 | | | | | | 0.0 | | |
| | | 58,493 | | | | Freddie Mac REMIC Trust 3031 BP, 8.000%, (-6.723*US0001M + 44.975%), 08/15/2035 | | | | | 72,804 | | | | | | 0.0 | | |
| | | 1,014,041 (6) | | | | Freddie Mac REMIC Trust 3049 PI, 4.873%, (-1.000*US0001M + 6.650%), 10/15/2035 | | | | | 160,393 | | | | | | 0.1 | | |
| | | 65,376 | | | | Freddie Mac REMIC Trust 3085 SK, 44.681%, (-12.000*US0001M + 66.000%), 12/15/2035 | | | | | 171,202 | | | | | | 0.1 | | |
| | | 110,590 | (7)(8) | | Freddie Mac REMIC Trust 3151 PO, 05/15/2036 | | | | | 94,378 | | | | | | 0.0 | | | |
| | | 334,201 (6) | | | | Freddie Mac REMIC Trust 3590 PI, 6.000%, 07/15/2039 | | | | | 26,872 | | | | | | 0.0 | | |
| | | 291,094 (6) | | | | Freddie Mac REMIC Trust 3624 TS, 3.023%, (-1.000*US0001M + 4.800%), 01/15/2040 | | | | | 27,316 | | | | | | 0.0 | | |
| | | 530,383 (6) | | | | Freddie Mac REMIC Trust 4261 ID, 6.500%, 06/15/2032 | | | | | 94,769 | | | | | | 0.0 | | |
| | | 1,701,538 (6) | | | | Freddie Mac REMIC Trust 4287 CI, 4.500%, 07/15/2041 | | | | | 300,334 | | | | | | 0.1 | | |
| | | 1,098,015 | | | | Freddie Mac REMICS 2921 PF, 2.127%, (US0001M + 0.350%), 01/15/2035 | | | | | 1,094,144 | | | | | | 0.3 | | |
| | | 1,916,059 | | | | Freddie Mac REMICS Trust 3740 FB, 2.277%, (US0001M + 0.500%), 10/15/2040 | | | | | 1,928,362 | | | | | | 0.5 | | |
| | | 2,140,870 (6) | | | | Freddie Mac Strips Series 224 IO, 6.000%, 03/01/2033 | | | | | 515,237 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,113,285 (6) | | | | Freddie Mac Strips Series 237 S23, 5.323%, (-1.000*US0001M + 7.100%), 05/15/2036 | | | | $ | 195,597 | | | | | | 0.1 | | |
| | | 1,496,486 (6) | | | | Freddie Mac Strips Series 260 33, 4.000%, 05/15/2039 | | | | | 251,906 | | | | | | 0.1 | | |
| | | 500,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQA1 M3, 6.572%, (US0001M + 4.700%), 03/25/2028 | | | | | 574,032 | | | | | | 0.2 | | |
| | | 600,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA2 M2, 5.322%, (US0001M + 3.450%), 10/25/2029 | | | | | 653,306 | | | | | | 0.2 | | |
| | | 250,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA3 M2, 4.372%, (US0001M + 2.500%), 03/25/2030 | | | | | 256,573 | | | | | | 0.1 | | |
| | | 250,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 4.522%, (US0001M + 2.650%), 12/25/2029 | | | | | 258,054 | | | | | | 0.1 | | |
| | | 500,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 4.222%, (US0001M + 2.350%), 04/25/2030 | | | | | 506,892 | | | | | | 0.1 | | |
| | | 332,335 (6) | | | | Ginnie Mae 2011-101 EI, 6.000%, (-19.355*US0001M + 109.161%), 10/16/2039 | | | | | 63,047 | | | | | | 0.0 | | |
| | | 750,112 (6) | | | | Ginnie Mae Series 2008-40 SA, 4.614%, (-1.000*US0001M + 6.400%), 05/16/2038 | | | | | 117,110 | | | | | | 0.0 | | |
| | | 1,347,389 (6) | | | | Ginnie Mae Series 2009- 116 SJ, 4.694%, (-1.000*US0001M + 6.480%), 12/16/2039 | | | | | 197,016 | | | | | | 0.1 | | |
| | | 1,244,473 (6) | | | | Ginnie Mae Series 2010-4 SL, 4.614%, (-1.000*US0001M + 6.400%), 01/16/2040 | | | | | 181,621 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 431,177 (6) | | | | Ginnie Mae Series 2010- 98 QS, 4.778%, (-1.000*US0001M + 6.600%), 01/20/2040 | | | | $ | 51,218 | | | | | | 0.0 | | |
| | | 3,432,184 (6) | | | | Ginnie Mae Series 2011- 101 BI, 0.650%, (-1.000*US0001M + 6.650%), 11/20/2037 | | | | | 77,850 | | | | | | 0.0 | | |
| | | 70,972 (6) | | | | Ginnie Mae Series 2012- 149 BI, 3.500%, 10/20/2041 | | | | | 10,076 | | | | | | 0.0 | | |
| | | 604,218 (6) | | | | Ginnie Mae Series 2013- 103 DS, 4.328%, (-1.000*US0001M + 6.150%), 07/20/2043 | | | | | 91,422 | | | | | | 0.0 | | |
| | | 224,985 (6) | | | | Ginnie Mae Series 2013- 134 DS, 4.278%, (-1.000*US0001M + 6.100%), 09/20/2043 | | | | | 33,288 | | | | | | 0.0 | | |
| | | 505,797 (6) | | | | Ginnie Mae Series 2013- 44 LI, 4.500%, 01/16/2043 | | | | | 85,992 | | | | | | 0.0 | | |
| | | 7,963,930 (6) | | | | Ginnie Mae Series 2015- 69 IL, 0.200%, (-1.000*US0001M + 6.700%), 07/20/2034 | | | | | 62,460 | | | | | | 0.0 | | |
| | | 419,320 (6) | | | | Ginnie Mae Series 2015- 98 IU, 4.000%, 08/20/2044 | | | | | 70,087 | | | | | | 0.0 | | |
| | | 11,867 (6) | | | | Ginnie Mae Series 2016- 12 MI, 5.000%, 04/20/2039 | | | | | 159 | | | | | | 0.0 | | |
| | | 1,306,134 (6) | | | | Ginnie Mae Series 2016-8 PI, 4.000%, 10/20/2044 | | | | | 209,454 | | | | | | 0.1 | | |
| | | 652,612 | | | | HarborView Mortgage Loan Trust 2006-14 2A1A, 1.958%, (US0001M + 0.150%), 01/25/2047 | | | | | 611,898 | | | | | | 0.2 | | |
| | | 801,047 | | | | HarborView Mortgage Loan Trust 2007-5 A1A, 1.998%, (US0001M + 0.190%), 09/19/2037 | | | | | 748,827 | | | | | | 0.2 | | |
| | | 4,578 | | | | HomeBanc Mortgage Trust 2004-1 2A, 2.732%, (US0001M + 0.860%), 08/25/2029 | | | | | 4,404 | | | | | | 0.0 | | |
| | | 59,993 | | | | HomeBanc Mortgage Trust 2005-3 A2, 2.182%, (US0001M + 0.310%), 07/25/2035 | | | | | 59,967 | | | | | | 0.0 | | |
| | | 111,530 | | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 2.082%, (US0001M + 0.210%), 04/25/2046 | | | | | 103,598 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 117,416 | | | | JP Morgan Mortgage Trust 2005-S3 1A10, 6.000%, 01/25/2036 | | | | $ | 103,029 | | | | | | 0.0 | | |
| | | 311,385 | | | | JP Morgan Mortgage Trust 2006-S2 1A18, 6.000%, 07/25/2036 | | | | | 281,224 | | | | | | 0.1 | | |
| | | 684,455 | | | | JP Morgan Mortgage Trust 2006-S3 1A30, 6.500%, 08/25/2036 | | | | | 578,375 | | | | | | 0.2 | | |
| | | 669,791 (1) | | | | JP Morgan Mortgage Trust 2016-1 B3, 3.881%, 05/25/2046 | | | | | 670,362 | | | | | | 0.2 | | |
| | | 597,154 (1) | | | | JP Morgan Mortgage Trust 2017-6 B3, 3.857%, 12/25/2048 | | | | | 573,550 | | | | | | 0.1 | | |
| | | 77,655 | | | | Lehman XS Trust Series 2005-5N 1A2, 2.232%, (US0001M + 0.360%), 11/25/2035 | | | | | 69,279 | | | | | | 0.0 | | |
| | | 1,486,141 | | | | Morgan Stanley Mortgage Loan Trust 2006-9AR A2, 2.022%, (US0001M + 0.150%), 08/25/2036 | | | | | 780,662 | | | | | | 0.2 | | |
| | | 798,782 (1) | | | | Sequoia Mortgage Trust 2018-CH1 B1B, 4.523%, 02/25/2048 | | | | | 832,565 | | | | | | 0.2 | | |
| | | 599,086 (1) | | | | Sequoia Mortgage Trust 2018-CH1 B2B, 4.523%, 02/25/2048 | | | | | 617,772 | | | | | | 0.2 | | |
| | | 600,000 | (1)(5) | | Verus Securitization Trust 2017-SG1A B1, 3.615%, 11/25/2047 | | | | | 598,659 | | | | | | 0.2 | | | |
| | | 189,003 | | | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.751%, 10/25/2036 | | | | | 175,044 | | | | | | 0.1 | | |
| | | 500,820 | | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR10 1A3, 3.324%, 09/25/2035 | | | | | 507,649 | | | | | | 0.1 | | |
| | | 166,573 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR10 1A1, 3.273%, 09/25/2036 | | | | | 162,154 | | | | | | 0.0 | | |
| | | 29,218 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.323%, 10/25/2036 | | | | | 28,546 | | | | | | 0.0 | | |
| | | 202,250 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A3, 3.021%, 11/25/2036 | | | | | 194,214 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 777,267 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A4, 3.021%, 11/25/2036 | | | | $ | 746,383 | | | | | | 0.2 | | |
| | | 98,545 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 3A1, 3.071%, 12/25/2036 | | | | | 96,310 | | | | | | 0.0 | | |
| | | 108,022 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.303%, 08/25/2046 | | | | | 102,263 | | | | | | 0.0 | | |
| | | 180,623 | | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.254%, 12/25/2036 | | | | | 174,013 | | | | | | 0.0 | | |
| | | 18,845 | | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 2.917%, 04/25/2037 | | | | | 17,213 | | | | | | 0.0 | | |
| | | 101,384 | | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 3.163%, 07/25/2037 | | | | | 84,816 | | | | | | 0.0 | | |
| | | 1,023,075 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 2A3, 2.772%, (US0001M + 0.900%), 11/25/2035 | | | | | 840,405 | | | | | | 0.2 | | |
| | | 191,662 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | | | | | 174,670 | | | | | | 0.1 | | |
| | | 253,060 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/2035 | | | | | 243,222 | | | | | | 0.1 | | |
| | | 1,155,841 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 2CB2, 2.472%, (US0001M + 0.600%), 07/25/2036 | | | | | 700,795 | | | | | | 0.2 | | |
| | | 1,230,309 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 2.243%, (12MTA + 0.960%), 08/25/2046 | | | | | 933,494 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 73,040 | | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 2.302%, (US0001M + 0.430%), 06/25/2037 | | | | $ | 61,498 | | | | | | 0.0 | | |
| | | 645,282 | | | | Wells Fargo Mortgage Backed Securities 2006-8 A15, 6.000%, 07/25/2036 | | | | | 651,401 | | | | | | 0.2 | | |
| | | 829,937 | | | | Wells Fargo Mortgage Backed Securities 2006-8 A18, 6.000%, 07/25/2036 | | | | | 837,807 | | | | | | 0.2 | | |
| | | 1,065,793 | | | | Wells Fargo Mortgage Backed Securities 2006-AR12 1A1, 3.754%, 09/25/2036 | | | | | 1,067,099 | | | | | | 0.3 | | |
| | | 633,212 | | | | Wells Fargo Mortgage Backed Securities 2006-AR17 A1, 3.631%, 10/25/2036 | | | | | 620,762 | | | | | | 0.2 | | |
| | | 42,868 | | | | Wells Fargo Mortgage Backed Securities 2006-AR6 3A1, 3.760%, 03/25/2036 | | | | | 41,533 | | | | | | 0.0 | | |
| | | 120,003 | | | | Wells Fargo Mortgage Backed Securities 2006- AR7 2A1, 3.410%, 05/25/2036 | | | | | 122,490 | | | | | | 0.0 | | |
| | | 127,537 | | | | Wells Fargo Mortgage Backed Securities 2006- AR7 2A4, 3.410%, 05/25/2036 | | | | | 130,181 | | | | | | 0.0 | | |
| | | 615,728 | | | | Wells Fargo Mortgage Backed Securities 2007-3 AE, 2.109%, 04/25/2037 | | | | | 551,259 | | | | | | 0.2 | | |
| | | 390,606 | | | | Wells Fargo Mortgage Backed Securities 2007- AR7 A1, 3.714%, 12/28/2037 | | | | | 381,056 | | | | | | 0.1 | | |
| | | 761,257 (1) | | | | WinWater Mortgage Loan Trust 2015-5 B4, 3.798%, 08/20/2045 | | | | | 737,122 | | | | | | 0.2 | | |
| | | 1,773,568 | | | | Other Securities | | | | | 1,657,593 | | | | | | 0.4 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $46,035,103) | | | | | 48,262,769 | | | | | | 12.8 | | |
|
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS(9): 0.0% | | ||||||||||||||||||
| | | | | | | Federal National Mortgage Association: 0.0% | | ||||||||||||
| | | 9,292 | | | | 5.500%, 10/01/2039 | | | | $ | 10,193 | | | | | | 0.0 | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $10,071) | | | | | 10,193 | | | | | | 0.0 | | |
| BANK LOANS: 14.8% | | ||||||||||||||||||
| | | | | | | Aerospace & Defense: 0.3% | | ||||||||||||
| | | 150,000 | | | | Geo Group, Inc. (The) 2017 Term Loan B, 4.130%, (US0003M + 2.250%), 03/22/2024 | | | | | 150,619 | | | | | | 0.0 | | |
| | | 300,000 | | | | Maxar Technologies Ltd. Term Loan B, 4.630%, (US0003M + 2.750%), 10/04/2024 | | | | | 301,179 | | | | | | 0.1 | | |
| | | 300,000 | | | | TransDigm, Inc. 2017 Extended Term Loan F, 4.773%, (US0003M + 2.750%), 06/09/2023 | | | | | 301,500 | | | | | | 0.1 | | |
| | | 249,124 | | | | TransDigm, Inc. 2018 Term Loan G, 4.707%, (US0003M + 2.500%), 08/22/2024 | | | | | 250,231 | | | | | | 0.1 | | |
| | | | | | | | | | | | 1,003,529 | | | | | | 0.3 | | |
| | | | | | | Auto Components: 0.0% | | ||||||||||||
| | | 148,500 | | | | Broadstreet Partners, Inc. 2017 Term Loan B, 5.627%, (US0003M + 3.750%), 11/08/2023 | | | | | 150,635 | | | | | | 0.0 | | |
| | | | | | | Automotive: 0.6% | | ||||||||||||
| | | 150,000 | | | | American Axle and Manufacturing, Inc. Term Loan B, 4.130%, (US0001M + 2.250%), 04/06/2024 | | | | | 150,797 | | | | | | 0.0 | | |
| | | 150,000 | | | | Belron Finance US LLC USD Term Loan B, 4.294%, (US0003M + 2.500%), 11/07/2024 | | | | | 151,125 | | | | | | 0.0 | | |
| | | 149,250 | | | | Bright Bidco B.V. 2018 Term Loan B, 5.728%, (US0003M + 3.500%), 06/30/2024 | | | | | 151,644 | | | | | | 0.0 | | |
| | | 300,000 | | | | Dealer Tire, LLC 2017 Term Loan B, 5.677%, (US0003M + 3.250%), 12/22/2021 | | | | | 303,930 | | | | | | 0.1 | | |
| | | 244,347 | | | | Dynacast International LLC Term Loan B, 5.552%, (US0003M + 3.250%), 01/28/2022 | | | | | 246,179 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Automotive (continued) | | ||||||||||||
| | | 399,625 | | | | Gates Global LLC 2017 USD Repriced Term Loan B, 5.052%, (US0003M + 2.750%), 04/01/2024 | | | | $ | 402,348 | | | | | | 0.1 | | |
| | | 300,000 | | | | KAR Auction Services, Inc. Term Loan B5, 4.813%, (US0003M + 2.500%), 03/09/2023 | | | | | 302,062 | | | | | | 0.1 | | |
| | | 163,780 | | | | Mavis Tire Express Services Corp. 2018 1st Lien Term Loan, 5.562%, (US0003M + 3.250%), 03/20/2025 | | | | | 163,985 | | | | | | 0.1 | | |
| | | 26,220 | | | | Mavis Tire Express Services Corp. 2018 Delayed Draw Term Loan, 5.562%, (US0003M + 3.250%), 03/20/2025 | | | | | 26,253 | | | | | | 0.0 | | |
| | | 242,618 | | | | NN, Inc. 2016 Term Loan B, 5.627%, (US0003M + 3.750%), 10/19/2022 | | | | | 244,286 | | | | | | 0.1 | | |
| | | 148,843 | | | | Superior Industries International, Inc. 1st Lien Term Loan, 6.377%, (US0003M + 4.500%), 05/22/2024 | | | | | 150,703 | | | | | | 0.0 | | |
| | | 149,250 | | | | Truck Hero, Inc. 1st Lien Term Loan, 6.223%, (US0003M + 4.000%), 04/21/2024 | | | | | 150,388 | | | | | | 0.0 | | |
| | | | | | | | | | | | 2,443,700 | | | | | | 0.6 | | |
| | | | | | | Building & Development: 0.4% | | ||||||||||||
| | | 300,000 | | | | American Builders & Contractors Supply Co., Inc. 2017 Term Loan B, 4.377%, (US0003M + 2.500%), 10/31/2023 | | | | | 301,083 | | | | | | 0.1 | | |
| | | 148,310 | | | | Capital Automotive L.P. 2017 1st Lien Term Loan, 4.380%, (US0003M + 2.500%), 03/24/2024 | | | | | 149,329 | | | | | | 0.0 | | |
| | | 137,723 | | | | Clark Equipment Company 2018 Term Loan B, 4.302%, (US0003M + 2.000%), 05/18/2024 | | | | | 137,981 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Building & Development (continued) | | ||||||||||||
| | | 149,625 | | | | Core & Main LP 2017 Term Loan B, 5.116%, (US0003M + 3.000%), 08/01/2024 | | | | $ | 150,397 | | | | | | 0.1 | | |
| | | 180,000 | | | | Ply Gem Industries, Inc. 2018 Term Loan, (US0003M + 3.000%), 03/28/2025 | | | | | 179,100 | | | | | | 0.0 | | |
| | | 150,000 | | | | Quikrete HLDGS Inc Term Loan, 4.627%, (US0003M + 2.750%), 11/15/2023 | | | | | 150,844 | | | | | | 0.1 | | |
| | | 149,625 | | | | Werner Co. 2017 Term Loan, 5.882%, (US0003M + 4.000%), 07/24/2024 | | | | | 151,495 | | | | | | 0.1 | | |
| | | 148,504 | | | | Wilsonart LLC 2017 Term Loan B, 5.560%, (US0003M + 3.250%), 12/19/2023 | | | | | 149,445 | | | | | | 0.0 | | |
| | | 147,384 | | | | Zekelman Industries, Inc. Term Loan B, 4.999%, (US0003M + 2.750%), 06/14/2021 | | | | | 148,361 | | | | | | 0.0 | | |
| | | | | | | | | | | | 1,518,035 | | | | | | 0.4 | | |
| | | | | | | Business Equipment & Services: 1.6% | | ||||||||||||
| | | 298,498 | | | | AlixPartners, LLP 2017 Term Loan B, 5.052%, (US0003M + 3.000%), 04/04/2024 | | | | | 300,177 | | | | | | 0.1 | | |
| | | 150,000 | | | | Allflex Holdings III, Inc. New 1st Lien Term Loan, 5.138%, (US0003M + 3.250%), 07/20/2020 | | | | | 151,156 | | | | | | 0.1 | | |
| | | 150,000 | | | | American Traffic Solutions, Inc. 2018 1st Lien Term Loan, 5.767%, (US0003M + 3.750%), 02/28/2025 | | | | | 151,500 | | | | | | 0.1 | | |
| | | 100,000 | | | | American Traffic Solutions, Inc. 2018 2nd Lien Term Loan, 9.398%, (US0003M + 7.750%), 02/23/2026 | | | | | 101,625 | | | | | | 0.0 | | |
| | | 147,188 | | | | Array Canada Inc. Term Loan B, 6.693%, (US0003M + 5.000%), 02/10/2023 | | | | | 148,659 | | | | | | 0.0 | | |
| | | 149,625 | | | | Ascend Learning, LLC 2017 Term Loan B, 4.877%, (US0003M + 3.250%), 07/12/2024 | | | | | 150,264 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Business Equipment & Services (continued) | | ||||||||||||
| | | 149,250 | | | | ASP MCS Acquisition Corp. Term Loan B, 6.627%, (US0003M + 4.750%), 05/18/2024 | | | | $ | 151,302 | | | | | | 0.1 | | |
| | | 150,000 | | | | Big Ass Fans, LLC Term Loan, 6.552%, (US0003M + 4.250%), 05/21/2024 | | | | | 151,547 | | | | | | 0.1 | | |
| | | 148,133 | | | | Camelot UK Holdco Limited 2017 Repriced Term Loan, 5.127%, (US0003M + 3.250%), 10/03/2023 | | | | | 149,217 | | | | | | 0.0 | | |
| | | 149,625 | | | | GTCR Valor Companies, Inc. USD 2017 Term Loan B1, 5.127%, (US0003M + 3.250%), 06/16/2023 | | | | | 151,063 | | | | | | 0.1 | | |
| | | 149,250 | | | | Colorado Buyer Inc Term Loan B, 4.780%, (US0003M + 3.000%), 05/01/2024 | | | | | 149,608 | | | | | | 0.0 | | |
| | | 135,484 | | | | DG Investment Intermediate Holdings 2, Inc. 2018 1st Lien Term Loan, 5.302%, (US0003M + 3.000%), 02/03/2025 | | | | | 135,371 | | | | | | 0.0 | | |
| | | 14,516 | | | | DG Investment Intermediate Holdings 2, Inc. 2018 Delayed Draw Term Loan, 1.500%, (US0003M + 3.000%), 02/03/2025 | | | | | 14,504 | | | | | | 0.0 | | |
| | | 148,125 | | | | DTI Holdco, Inc. 2018 Term Loan B, 6.998%, (US0003M + 4.750%), 10/02/2023 | | | | | 148,218 | | | | | | 0.0 | | |
| | | 141,917 | | | | EIG Investors Corp. 2017 Term Loan, 5.956%, (US0003M + 4.000%), 02/09/2023 | | | | | 143,172 | | | | | | 0.0 | | |
| | | 150,000 | | | | Element Materials Technology Group US Holdings Inc 2017 USD Term Loan B, 5.802%, (US0003M + 3.500%), 06/28/2024 | | | | | 151,031 | | | | | | 0.1 | | |
| | | 150,000 | | | | Engineered Machinery Holdings, Inc. USD 1st Lien Term Loan, 5.552%, (US0003M + 3.250%), 07/19/2024 | | | | | 150,281 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Business Equipment & Services (continued) | | ||||||||||||
| | | 148,875 | | | | EVO PAYMENTS INTERNATIONAL TERM LOAN B, 5.880%, (US0003M + 4.000%), 12/22/2023 | | | | $ | 150,503 | | | | | | 0.0 | | |
| | | 127,506 | | | | Garda World Security Corporation 2017 Term Loan, 5.511%, (US0003M + 3.000%), 05/24/2024 | | | | | 129,004 | | | | | | 0.0 | | |
| | | 150,000 | | | | GreenSky Holdings, LLC 2018 Term Loan B, 5.562%, (US0003M + 3.500%), 03/29/2025 | | | | | 150,938 | | | | | | 0.0 | | |
| | | 150,000 | | | | IQOR US Inc. Term Loan B, 6.695%, (US0003M + 5.000%), 04/01/2021 | | | | | 150,469 | | | | | | 0.0 | | |
| | | 244,406 | | | | KUEHG Corp.. 2017 1st Lien Term Loan, 6.052%, (US0003M + 3.750%), 08/13/2022 | | | | | 246,430 | | | | | | 0.1 | | |
| | | 150,000 | | | | Learning Care Group, Inc. 2018 1st Lien Term Loan, 5.562%, (US0003M + 3.250%), 03/13/2025 | | | | | 151,500 | | | | | | 0.1 | | |
| | | 100,000 | | | | Learning Care Group, Inc. 2018 2nd Lien Term Loan, 9.812%, (US0003M + 7.500%), 03/13/2026 | | | | | 101,500 | | | | | | 0.0 | | |
| | | 149,625 | | | | NeuStar, Inc. 2018 Term Loan B4, 5.377%, (US0003M + 3.500%), 08/08/2024 | | | | | 150,420 | | | | | | 0.1 | | |
| | | 100,000 | | | | NeuStar, Inc. 2nd Lien Term Loan, 10.302%, (US0003M + 8.000%), 08/08/2025 | | | | | 100,812 | | | | | | 0.0 | | |
| | | 150,000 | | | | PI US MergerCo, Inc. USD 2017 1st Lien Term Loan, 5.358%, (US0003M + 3.500%), 12/20/2024 | | | | | 150,750 | | | | | | 0.0 | | |
| | | 149,625 | | | | Peak 10, Inc. 2017 1st Lien Term Loan, 5.802%, (US0003M + 4.000%), 08/01/2024 | | | | | 150,242 | | | | | | 0.0 | | |
| | | 130,213 | | | | Pre-Paid Legal Services, Inc. 1st Lien Term Loan, 7.127%, (US0003M + 5.250%), 07/01/2019 | | | | | 130,782 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Business Equipment & Services (continued) | | ||||||||||||
| | | 150,000 | | | | PricewaterhouseCoopers LLP 2018 Term Loan, 5.562%, (US0003M + 3.750%), 03/15/2025 | | | | $ | 150,750 | | | | | | 0.0 | | |
| | | 150,000 | | | | Prometric Holdings, Inc. 1st Lien Term Loan, 4.770%, (US0003M + 3.000%), 01/29/2025 | | | | | 151,172 | | | | | | 0.1 | | |
| | | 149,625 | | | | Red Ventures, LLC 1st Lien Term Loan, 5.877%, (US0003M + 4.000%), 11/08/2024 | | | | | 151,215 | | | | | | 0.1 | | |
| | | 150,000 | | | | Research Now Group, Inc. 2017 1st Lien Term Loan, 7.864%, (US0003M + 5.500%), 12/20/2024 | | | | | 148,500 | | | | | | 0.0 | | |
| | | 245,625 | | | | Solera Holdings, Inc. USD Term Loan B, 4.627%, (US0001M + 2.750%), 03/03/2023 | | | | | 246,489 | | | | | | 0.1 | | |
| | | 150,000 | | | | Spin Holdco Inc. 2017 Term Loan B, 5.083%, (US0003M + 3.750%), 11/14/2022 | | | | | 151,063 | | | | | | 0.1 | | |
| | | 149,625 | | | | Staples, Inc. 2017 Term Loan B, 5.787%, (US0003M + 4.000%), 09/12/2024 | | | | | 148,503 | | | | | | 0.0 | | |
| | | 149,250 | | | | SurveyMonkey Inc. 2017 Term Loan, 6.810%, (US0003M + 4.500%), 04/13/2024 | | | | | 149,623 | | | | | | 0.0 | | |
| | | 149,250 | | | | Switch, Ltd. 2017 Term Loan B, 4.127%, (US0003M + 2.250%), 06/27/2024 | | | | | 150,299 | | | | | | 0.0 | | |
| | | 143,574 | | | | TMK Hawk Parent Corp. 2017 1st Lien Term Loan, 5.150%, (US0003M + 3.500%), 08/28/2024 | | | | | 144,621 | | | | | | 0.1 | | |
| | | 6,426 | | | | TriMark USA, LLC Delayed Draw Term Loan, 4.987%, (US0003M + 4.000%), 08/28/2024 | | | | | 6,473 | | | | | | 0.0 | | |
| | | 165,000 | | | | West Corporation 2017 Term Loan, 5.877%, (US0003M + 4.000%), 10/10/2024 | | | | | 166,478 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Business Equipment & Services (continued) | | ||||||||||||
| | | 195,000 | | | | West Corporation 2018 Term Loan B1, (US0003M + 3.500%), 10/10/2024 | | | | $ | 194,756 | | | | | | 0.1 | | |
| | | | | | | | | | | | 6,221,987 | | | | | | 1.6 | | |
| | | | | | | Cable & Satellite Television: 0.4% | | ||||||||||||
| | | 300,000 | | | | CSC Holdings, LLC 2018 Term Loan B, 4.277%, (US0003M + 2.500%), 01/25/2026 | | | | | 300,422 | | | | | | 0.1 | | |
| | | 248,875 | | | | Radiate Holdco, LLC 1st Lien Term Loan, 4.877%, (US0003M + 3.000%), 02/01/2024 | | | | | 247,771 | | | | | | 0.1 | | |
| | | 148,129 | | | | Telesat Canada Term Loan B4, 5.310%, (US0003M + 3.000%), 11/17/2023 | | | | | 148,993 | | | | | | 0.0 | | |
| | | 300,000 | | | | UPC Financing Partnership USD Term Loan AR, 4.277%, (US0003M + 2.500%), 01/15/2026 | | | | | 301,286 | | | | | | 0.1 | | |
| | | 150,000 | | | | Virgin Media Bristol LLC 2017 USD Term Loan, 4.277%, (US0003M + 2.500%), 01/15/2026 | | | | | 150,937 | | | | | | 0.0 | | |
| | | 247,505 | | | | WideOpenWest Finance LLC 2017 Term Loan B, 5.104%, (US0003M + 3.250%), 08/18/2023 | | | | | 242,168 | | | | | | 0.1 | | |
| | | | | | | | | | | | 1,391,577 | | | | | | 0.4 | | |
| | | | | | | Chemicals: 0.0% | | ||||||||||||
| | | 149,625 | | | | HB Fuller - TL B 1L, 4.072%, (US0003M + 2.250%), 10/20/2024 | | | | | 150,573 | | | | | | 0.0 | | |
| | | | | | | Chemicals & Plastics: 0.7% | | ||||||||||||
| | | 84,479 | | | | Allnex (Luxembourg) & Cy S.C.A. 2016 USD Term Loan B2, 5.206%, (US0003M + 3.250%), 09/13/2023 | | | | | 85,165 | | | | | | 0.0 | | |
| | | 63,646 | | | | Allnex USA, Inc. USD Term Loan B3, 5.206%, (US0003M + 3.250%), 09/13/2023 | | | | | 64,163 | | | | | | 0.0 | | |
| | | 149,250 | | | | Alpha 3 B.V. 2017 Term Loan B1, 5.302%, (US0003M + 3.000%), 01/31/2024 | | | | | 150,556 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Chemicals & Plastics (continued) | | ||||||||||||
| | | 150,000 | | | | Avantor, Inc. 2017 1st Lien Term Loan, 5.877%, (US0003M + 4.000%), 11/21/2024 | | | | $ | 151,750 | | | | | | 0.1 | | |
| | | 150,000 | | | | Diamond (BC) B.V. USD Term Loan, 4.994%, (US0003M + 3.000%), 09/06/2024 | | | | | 150,000 | | | | | | 0.0 | | |
| | | 242,496 | | | | Emerald Performance Materials, LLC New 1st Lien Term Loan, 5.377%, (US0001M + 3.500%), 08/01/2021 | | | | | 245,315 | | | | | | 0.1 | | |
| | | 150,000 | | | | Encapsys, LLC 1st Lien Term Loan, 5.127%, (US0003M + 3.250%), 11/07/2024 | | | | | 151,406 | | | | | | 0.1 | | |
| | | 57,399 | | | | Klockner-Pentaplast of America, Inc. USD 2017 Term Loan B2, 6.127%, (US0003M + 4.250%), 06/30/2022 | | | | | 55,462 | | | | | | 0.0 | | |
| | | 92,727 | | | | KMG Chemicals Inc. Term Loan B, 4.627%, (US0003M + 2.750%), 06/15/2024 | | | | | 93,597 | | | | | | 0.0 | | |
| | | 58,685 | | | | Kraton Polymers, LLC 2018 USD Term Loan, 4.802%, (US0003M + 2.500%), 03/05/2025 | | | | | 59,153 | | | | | | 0.0 | | |
| | | 150,000 | | | | MacDermid, Inc. USD Term Loan B6, 4.877%, (US0003M + 3.000%), 06/07/2023 | | | | | 151,219 | | | | | | 0.1 | | |
| | | 300,000 | | | | PQ Corporation 2018 Term Loan B, 4.291%, (US0003M + 2.500%), 02/08/2025 | | | | | 301,366 | | | | | | 0.1 | | |
| | | 150,000 | | | | Prince Minerals, Inc. 2018 1st Lien Term Loan, 5.812%, (US0003M + 3.500%), 03/20/2025 | | | | | 151,219 | | | | | | 0.0 | | |
| | | 300,000 | | | | Trinseo Materials Operating S.C.A. 2017 Term Loan, 4.377%, (US0003M + 2.500%), 09/06/2024 | | | | | 301,937 | | | | | | 0.1 | | |
| | | 45,349 | | | | Tronox Blocked Borrower LLC Term Loan B, 5.302%, (US0003M + 3.000%), 09/22/2024 | | | | | 45,788 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Chemicals & Plastics (continued) | | ||||||||||||
| | | 104,651 | | | | Tronox Finance LLC Term Loan B, 5.302%, (US0003M + 3.000%), 09/22/2024 | | | | $ | 105,665 | | | | | | 0.1 | | |
| | | 129,918 | | | | Univar Inc. 2017 USD Term Loan B, 4.377%, (US0003M + 2.500%), 07/01/2024 | | | | | 130,903 | | | | | | 0.0 | | |
| | | 149,625 | | | | Venator Materials Corporation Term Loan B, 4.877%, (US0003M + 3.000%), 08/08/2024 | | | | | 150,607 | | | | | | 0.0 | | |
| | | | | | | | | | | | 2,545,271 | | | | | | 0.7 | | |
| | | | | | | Containers & Glass Products: 0.7% | | ||||||||||||
| | | 150,000 | | | | Albea Beauty Holdings S.A 2018 USD Term Loan, 5.312%, (US0003M + 3.000%), 04/22/2024 | | | | | 150,891 | | | | | | 0.1 | | |
| | | 244,438 | | | | Berlin Packaging LLC 2017 Term Loan B, 5.030%, (US0003M + 3.250%), 10/01/2021 | | | | | 245,813 | | | | | | 0.1 | | |
| | | 149,250 | | | | BWAY Holding Company 2017 Term Loan B, 4.963%, (US0003M + 3.250%), 04/03/2024 | | | | | 150,167 | | | | | | 0.0 | | |
| | | 149,625 | | | | Consolidated Container Company LLC 2017 1st Lien Term Loan, 4.877%, (US0003M + 3.000%), 05/22/2024 | | | | | 150,747 | | | | | | 0.0 | | |
| | | 148,875 | | | | Flex Acquisition Company, Inc. 1st Lien Term Loan, 4.695%, (US0003M + 3.000%), 12/29/2023 | | | | | 149,759 | | | | | | 0.0 | | |
| | | 144,540 | | | | Milacron LLC Amended Term Loan B, 4.377%, (US0003M + 2.500%), 09/28/2023 | | | | | 145,172 | | | | | | 0.0 | | |
| | | 225,887 | | | | SIG Combibloc Group AG, 4.627%, (US0001M + 2.750%), 03/13/2022 | | | | | 227,460 | | | | | | 0.1 | | |
| | | 150,000 | | | | Plastipak Packaging, Inc. Term Loan B, 4.630%, (US0003M + 2.750%), 10/14/2024 | | | | | 151,000 | | | | | | 0.1 | | |
| | | 148,500 | | | | Proampac PG Borrower LLC First Lien Term Loan, 5.303%, (US0003M + 3.500%), 11/18/2023 | | | | | 150,047 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Containers & Glass Products (continued) | | ||||||||||||
| | | 496,881 | | | | Reynolds Group Holdings Inc. USD 2017 Term Loan, 4.627%, (US0003M + 3.000%), 02/05/2023 | | | | $ | 499,987 | | | | | | 0.1 | | |
| | | 150,000 | | | | Ring Container Technologies Group, LLC 1st Lien Term Loan, 4.627%, (US0003M + 2.750%), 10/31/2024 | | | | | 150,656 | | | | | | 0.0 | | |
| | | 300,000 | | | | Tekni-Plex, Inc. 2017 USD Term Loan B1, 5.127%, (US0003M + 3.250%), 10/17/2024 | | | | | 301,313 | | | | | | 0.1 | | |
| | | 175,000 | | | | Titan Acquisition Limited 2018 Term Loan B, 5.312%, (US0003M + 3.500%), 03/28/2025 | | | | | 174,850 | | | | | | 0.1 | | |
| | | 13,602 | | | | TricorBraun Holdings, Inc. 1st Lien Delayed Draw Term Loan, 5.976%, (US0003M + 3.750%), 11/30/2023 | | | | | 13,708 | | | | | | 0.0 | | |
| | | 135,000 | | | | TricorBraun Holdings, Inc. 1st Lien Term Loan, 6.056%, (US0003M + 3.750%), 11/30/2023 | | | | | 136,055 | | | | | | 0.0 | | |
| | | | | | | | | | | | 2,797,625 | | | | | | 0.7 | | |
| | | | | | | Cosmetics/Toiletries: 0.1% | | ||||||||||||
| | | 300,000 | | | | Wellness Merger Sub, Inc. 1st Lien Term Loan, 7.052%, (US0003M + 4.750%), 06/30/2024 | | | | | 304,078 | | | | | | 0.1 | | |
| | | | | | | Drugs: 0.2% | | ||||||||||||
| | | 175,000 | | | | Amneal Pharmaceuticals LLC 2018 Term Loan B, 5.812%, (US0003M + 3.500%), 03/07/2025 | | | | | 175,474 | | | | | | 0.1 | | |
| | | 162,437 | | | | Amneal Pharmaceuticals LLC New Term Loan, 5.377%, (US0003M + 3.500%), 11/01/2019 | | | | | 162,893 | | | | | | 0.0 | | |
| | | 300,000 | | | | Endo Luxembourg Finance Company I S.a r.l. 2017 Term Loan B, 6.188%, (US0003M + 4.250%), 04/29/2024 | | | | | 300,337 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Drugs (continued) | | ||||||||||||
| | | 209,173 | | | | Horizon Pharma, Inc. 2017 1st Lien Term Loan, 5.125%, (US0003M + 3.250%), 03/29/2024 | | | | $ | 210,698 | | | | | | 0.0 | | |
| | | | | | | | | | | | 849,402 | | | | | | 0.2 | | |
| | | | | | | Ecological Services & Equipment: 0.2% | | ||||||||||||
| | | 125,667 | | | | ADS Waste Holdings Inc Term Loan, 3.981%, (US0003M + 2.250%), 11/10/2023 | | | | | 126,199 | | | | | | 0.0 | | |
| | | 150,000 | | | | Gopher Resource, LLC 1st Lien Term Loan, 5.478%, (US0003M + 3.250%), 03/06/2025 | | | | | 151,453 | | | | | | 0.1 | | |
| | | 300,000 | | | | Wrangler Buyer Corp. Term Loan B, 4.877%, (US0003M + 3.000%), 09/27/2024 | | | | | 302,188 | | | | | | 0.1 | | |
| | | | | | | | | | | | 579,840 | | | | | | 0.2 | | |
| | | | | | | Electronics/Electrical: 1.5% | | ||||||||||||
| | | 148,875 | | | | Aptean, Inc. 2017 1st Lien Term Loan, 6.560%, (US0003M + 4.250%), 12/20/2022 | | | | | 149,387 | | | | | | 0.0 | | |
| | | 150,000 | | | | Barracuda Networks, Inc. 1st Lien Term Loan, 5.061%, (US0003M + 3.250%), 02/12/2025 | | | | | 150,820 | | | | | | 0.1 | | |
| | | 149,625 | | | | BMC Software Finance, Inc. USD 2017 1st Lien Term Loan, 5.127%, (US0003M + 3.250%), 09/10/2022 | | | | | 150,441 | | | | | | 0.1 | | |
| | | 222,208 | | | | Compuware Corporation Term Loan B3, 5.130%, (US0003M + 3.500%), 12/15/2021 | | | | | 225,194 | | | | | | 0.1 | | |
| | | 242,192 | | | | Epicor Software Corporation 1st Lien Term Loan, 5.130%, (US0003M + 3.750%), 06/01/2022 | | | | | 243,537 | | | | | | 0.1 | | |
| | | 150,000 | | | | SkillSoft Corporation 1st Lien Term Loan, 6.398%, (US0003M + 4.750%), 04/28/2021 | | | | | 145,462 | | | | | | 0.0 | | |
| | | 147,714 | | | | Eze Castle Software Inc. 2017 1st Lien Term Loan, 5.037%, (US0003M + 3.000%), 04/06/2020 | | | | | 149,068 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Electronics/Electrical (continued) | | ||||||||||||
| | | 148,504 | | | | Genesys Telecom Holdings, U.S., Inc. 2018 USD Term Loan B, 5.802%, (US0003M + 3.500%), 12/01/2023 | | | | $ | 149,606 | | | | | | 0.0 | | |
| | | 300,000 | | | | Go Daddy Operating Company, LLC 2017 Repriced Term Loan, 4.127%, (US0003M + 2.250%), 02/15/2024 | | | | | 301,167 | | | | | | 0.1 | | |
| | | 288,895 | | | | Hyland Software, Inc. 2017 1st Lien Term Loan, 5.127%, (PRIME + 3.250%), 07/01/2022 | | | | | 292,778 | | | | | | 0.1 | | |
| | | 149,623 | | | | Infor (US), Inc. Term Loan B6, 4.627%, (US0003M + 2.750%), 02/01/2022 | | | | | 150,184 | | | | | | 0.0 | | |
| | | 126,531 | | | | Informatica Corporation 2018 USD Term Loan, 5.127%, (US0003M + 3.250%), 08/05/2022 | | | | | 127,401 | | | | | | 0.0 | | |
| | | 168,302 | | | | Kronos Incorporated 2017 Term Loan B, 4.880%, (US0003M + 3.000%), 11/01/2023 | | | | | 169,471 | | | | | | 0.1 | | |
| | | 150,000 | | | | M/A-COM Technology Solutions Holdings, Inc. 2017 Add on Term Loan, 4.127%, (US0003M + 2.250%), 05/17/2024 | | | | | 148,156 | | | | | | 0.0 | | |
| | | 20,637 | | | | MA FinanceCo., LLC USD Term Loan B3, 4.627%, (US0001M + 2.750%), 06/21/2024 | | | | | 20,439 | | | | | | 0.0 | | |
| | | 150,000 | | | | Marketo, Inc. 2018 1st Lien Term Loan, 5.044%, (US0003M + 3.250%), 01/30/2025 | | | | | 149,883 | | | | | | 0.0 | | |
| | | 379,625 | | | | McAfee, LLC 2017 USD Term Loan B, 6.377%, (US0003M + 4.500%), 09/30/2024 | | | | | 383,955 | | | | | | 0.1 | | |
| | | 149,625 | | | | MH Sub I, LLC 2017 1st Lien Term Loan, 5.527%, (US0003M + 3.750%), 09/13/2024 | | | | | 149,953 | | | | | | 0.0 | | |
| | | 150,000 | | | | MH Sub I, LLC 2017 2nd Lien Term Loan, 9.277%, (US0003M + 7.500%), 09/15/2025 | | | | | 152,156 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Electronics/Electrical (continued) | | ||||||||||||
| | | 121,186 | | | | Quest Software US Holdings Inc. 2017 Term Loan B, 7.272%, (US0003M + 5.500%), 10/31/2022 | | | | $ | 123,585 | | | | | | 0.0 | | |
| | | 298,501 | | | | Rackspace Hosting, Inc. 2017 Incremental 1st Lien Term Loan, 4.787%, (US0003M + 3.000%), 11/03/2023 | | | | | 297,871 | | | | | | 0.1 | | |
| | | 149,611 | | | | Rovi Solutions Corporation Term Loan B, 4.380%, (US0003M + 2.500%), 07/02/2021 | | | | | 150,702 | | | | | | 0.1 | | |
| | | 148,500 | | | | RP Crown Parent LLC Term Loan B, 4.877%, (US0003M + 3.500%), 10/12/2023 | | | | | 149,335 | | | | | | 0.0 | | |
| | | 139,363 | | | | Seattle Spinco, Inc. USD Term Loan B3, 4.627%, (US0003M + 2.750%), 06/21/2024 | | | | | 139,398 | | | | | | 0.0 | | |
| | | 274,313 | | | | SolarWinds Holdings, Inc. 2018 Term Loan B, 5.312%, (US0003M + 3.000%), 02/21/2024 | | | | | 275,873 | | | | | | 0.1 | | |
| | | 102,664 | | | | SS&C Technologies Holdings Europe S.A.R.L. 2018 Term Loan B4, 4.812%, (US0003M + 2.500%), 02/28/2025 | | | | | 103,314 | | | | | | 0.0 | | |
| | | 237,336 | | | | SS&C Technologies Inc. 2018 Term Loan B3, 4.812%, (US0003M + 2.500%), 02/28/2025 | | | | | 238,837 | | | | | | 0.1 | | |
| | | 142,617 | | | | Avast Software B.V. USD 2017 Term Loan B, 5.052%, (US0003M + 2.750%), 09/30/2023 | | | | | 143,642 | | | | | | 0.0 | | |
| | | 149,625 | | | | TTM Technologies, Inc. 2017 Term Loan, 4.377%, (US0003M + 2.500%), 09/28/2024 | | | | | 150,280 | | | | | | 0.0 | | |
| | | 150,000 | | | | TTM Technologies, Inc. 2018 Term Loan B, 4.517%, (US0003M + 2.500%), 09/27/2024 | | | | | 150,656 | | | | | | 0.1 | | |
| | | 272,531 | | | | Veritas Bermuda Ltd. USD Repriced Term Loan B, 6.802%, (US0003M + 4.500%), 01/27/2023 | | | | | 271,722 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Electronics/Electrical (continued) | | ||||||||||||
| | | 123,500 | | | | Xperi Corporation 2018 Term Loan B1, 4.377%, (US0003M + 2.500%), 12/01/2023 | | | | $ | 124,175 | | | | | | 0.0 | | |
| | | | | | | | | | | | 5,728,448 | | | | | | 1.5 | | |
| | | | | | | Equipment Leasing: 0.0% | | ||||||||||||
| | | 49,501 | | | | Brand Energy & Infrastructure Services, Inc. 2017 Term Loan, 6.001%, (US0003M + 4.250%), 06/21/2024 | | | | | 49,968 | | | | | | 0.0 | | |
| | | | | | | Financial Intermediaries: 0.4% | | ||||||||||||
| | | 138,000 | | | | Blucora, Inc. 2017 Term Loan B, 4.877%, (US0003M + 3.000%), 05/22/2024 | | | | | 139,466 | | | | | | 0.0 | | |
| | | 300,000 | | | | Duff & Phelps Corporation 2017 Term Loan B, 5.552%, (US0003M + 3.250%), 02/13/2025 | | | | | 301,312 | | | | | | 0.1 | | |
| | | 89,021 | | | | Edelman Financial Group, The 2017 Term Loan B, 5.970%, (US0003M + 4.250%), 11/11/2024 | | | | | 90,152 | | | | | | 0.0 | | |
| | | 150,000 | | | | FinCo I LLC 2017 Term Loan B, 4.627%, (US0003M + 2.750%), 12/27/2022 | | | | | 151,913 | | | | | | 0.1 | | |
| | | 245,641 | | | | First Eagle Holdings, Inc. 2017 1st Lien Term Loan B, 5.302%, (US0003M + 3.000%), 12/01/2022 | | | | | 248,174 | | | | | | 0.1 | | |
| | | 149,625 | | | | Focus Financial Partners, LLC 2018 1st Lien Term Loan, 5.052%, (US0003M + 2.750%), 07/03/2024 | | | | | 150,467 | | | | | | 0.0 | | |
| | | 300,000 | | | | LPL Holdings, Inc. 2017 1st Lien Term Loan B, 4.473%, (US0003M + 2.250%), 09/23/2024 | | | | | 301,125 | | | | | | 0.1 | | |
| | | | | | | | | | | | 1,382,609 | | | | | | 0.4 | | |
| | | | | | | Food Products: 0.4% | | ||||||||||||
| | | 149,625 | | | | Atkins Nutritionals Holdings II, Inc. 2017 Term Loan B, 5.294%, (US0003M + 3.500%), 07/07/2024 | | | | | 150,373 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Food Products (continued) | | ||||||||||||
| | | 150,000 | | | | CH Guenther & Son, Incorporated 2018 Term Loan B, 5.062%, (US0003M + 2.750%), 03/31/2025 | | | | $ | 151,008 | | | | | | 0.0 | | |
| | | 244,275 | | | | Del Monte Foods, Inc. 1st Lien Term Loan, 5.159%, (US0003M + 3.250%), 02/18/2021 | | | | | 210,484 | | | | | | 0.1 | | |
| | | 300,000 | | | | IRB Holding Corp 1st Lien Term Loan, 4.936%, (US0003M + 3.250%), 02/05/2025 | | | | | 303,437 | | | | | | 0.1 | | |
| | | 300,000 | | | | JBS USA, LLC 2017 Term Loan B, 4.678%, (US0003M + 2.500%), 10/30/2022 | | | | | 299,475 | | | | | | 0.1 | | |
| | | 149,250 | | | | NPC International, Inc. 1st Lien Term Loan, 5.377%, (US0003M + 3.500%), 04/19/2024 | | | | | 151,582 | | | | | | 0.1 | | |
| | | 150,000 | | | | Sigma Bidco B.V. 2018 USD Term Loan B, 5.312%, (US0003M + 3.000%), 02/23/2025 | | | | | 150,500 | | | | | | 0.0 | | |
| | | | | | | | | | | | 1,416,859 | | | | | | 0.4 | | |
| | | | | | | Food Service: 0.4% | | ||||||||||||
| | | 300,000 | | | | 1011778 B.C. Unlimited Liability Company Term Loan B3, 4.294%, (US0003M + 2.250%), 02/16/2024 | | | | | 300,688 | | | | | | 0.1 | | |
| | | 150,000 | | | | Fogo de Chao Churrascaria Holdings LLC 2018 Term Loan, 6.812%, (US0003M + 4.500%), 03/21/2025 | | | | | 150,844 | | | | | | 0.0 | | |
| | | 299,814 | | | | Golden Nugget, Inc. 2017 Incremental Term Loan, 4.979%, (US0003M + 3.250%), 10/04/2023 | | | | | 302,719 | | | | | | 0.1 | | |
| | | 150,000 | | | | K-Mac Holdings Corp 2018 1st Lien Term Loan, 5.562%, (US0003M + 3.250%), 03/07/2025 | | | | | 150,984 | | | | | | 0.1 | | |
| | | 100,000 | | | | K-Mac Holdings Corp 2018 2nd Lien Term Loan, 9.062%, (US0003M + 6.750%), 03/06/2026 | | | | | 101,500 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Food Service (continued) | | ||||||||||||
| | | 208,974 | | | | Manitowoc Foodservice, Inc. Term Loan B, 4.627%, (US0003M + 3.000%), 03/03/2023 | | | | $ | 210,846 | | | | | | 0.0 | | |
| | | 150,000 | | | | Tacala, LLC 1st Lien Term Loan, 4.914%, (US0003M + 3.250%), 01/31/2025 | | | | | 151,031 | | | | | | 0.1 | | |
| | | 100,000 | | | | Tacala, LLC 2nd Lien Term Loan, 8.664%, (US0003M + 7.000%), 01/30/2026 | | | | | 102,250 | | | | | | 0.0 | | |
| | | 147,750 | | | | US Foods, Inc. 2016 Term Loan B, 4.377%, (US0003M + 2.750%), 06/27/2023 | | | | | 148,971 | | | | | | 0.0 | | |
| | | | | | | | | | | | 1,619,833 | | | | | | 0.4 | | |
| | | | | | | Food/Drug Retailers: 0.3% | | ||||||||||||
| | | 149,624 | | | | Albertsons, LLC USD 2017 Term Loan B4, 4.627%, (US0001M + 2.750%), 08/25/2021 | | | | | 148,170 | | | | | | 0.1 | | |
| | | 149,624 | | | | Albertsons, LLC USD 2017 Term Loan B6, 4.956%, (US0003M + 3.000%), 06/22/2023 | | | | | 148,034 | | | | | | 0.0 | | |
| | | 150,000 | | | | EG Finco Limited 2018 USD Term Loan, 6.312%, (US0003M + 4.000%), 01/19/2025 | | | | | 150,062 | | | | | | 0.1 | | |
| | | 150,000 | | | | EG Group Limited 2018 USD Term Loan B, 6.017%, (US0003M + 4.000%), 01/19/2025 | | | | | 149,719 | | | | | | 0.0 | | |
| | | 148,500 | | | | Moran Foods LLC Term Loan, 7.877%, (US0003M + 6.000%), 12/05/2023 | | | | | 129,752 | | | | | | 0.0 | | |
| | | 150,000 | | | | Smart & Final Stores LLC 1st Lien Term Loan, 5.377%, (US0003M + 3.500%), 11/15/2022 | | | | | 148,375 | | | | | | 0.0 | | |
| | | 111,937 | | | | Supervalu Inc. 2017 Delayed Draw Term Loan, 5.377%, (US0003M + 3.500%), 06/08/2024 | | | | | 111,195 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Food/Drug Retailers (continued) | | ||||||||||||
| | | 186,561 | | | | Supervalu Inc. 2017 Term Loan B, 5.377%, (US0003M + 3.500%), 06/08/2024 | | | | $ | 185,326 | | | | | | 0.1 | | |
| | | | | | | | | | | | 1,170,633 | | | | | | 0.3 | | |
| | | | | | | Health Care: 1.7% | | ||||||||||||
| | | 300,000 | | | | Acadia Healthcare Company, Inc. 2018 Term Loan B4, 4.377%, (US0003M + 2.500%), 02/16/2023 | | | | | 302,906 | | | | | | 0.1 | | |
| | | 148,477 | | | | ADMI Corp. 2015 Term Loan B, 5.595%, (US0003M + 3.750%), 04/30/2022 | | | | | 149,158 | | | | | | 0.0 | | |
| | | 300,000 | | | | Air Medical Group Holdings, Inc. 2017 Term Loan B2, 6.562%, (US0003M + 4.250%), 09/07/2024 | | | | | 303,141 | | | | | | 0.1 | | |
| | | 147,752 | | | | Air Medical Group Holdings, Inc. 2018 Term Loan B1, 4.936%, (US0003M + 3.250%), 04/28/2022 | | | | | 148,548 | | | | | | 0.0 | | |
| | | 147,516 | | | | Air Methods Corporation 2017 Term Loan B, 5.802%, (US0003M + 3.500%), 04/21/2024 | | | | | 148,069 | | | | | | 0.0 | | |
| | | 147,750 | | | | ATI Holdings Acquisition, Inc. 2016 Term Loan, 5.204%, (US0003M + 3.500%), 05/10/2023 | | | | | 148,973 | | | | | | 0.0 | | |
| | | 300,000 | | | | Catalent Pharma Solutions Inc. USD Term Loan B, 4.127%, (US0001M + 2.750%), 05/20/2024 | | | | | 301,625 | | | | | | 0.1 | | |
| | | 300,000 | | | | Change Healthcare Holdings, Inc. 2017 Term Loan B, 4.627%, (US0001M + 2.750%), 03/01/2024 | | | | | 301,062 | | | | | | 0.1 | | |
| | | 169,314 | | | | CHG Healthcare Services Inc. 2017 1st Lien Term Loan B, 4.772%, (US0003M + 3.000%), 06/07/2023 | | | | | 170,972 | | | | | | 0.1 | | |
| | | 149,250 | | | | Commerce Merger Sub, Inc. 2017 1st Lien Term Loan, 5.302%, (US0003M + 3.250%), 06/28/2024 | | | | | 149,903 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Health Care (continued) | | ||||||||||||
| | | 225,000 | | | | Concentra Inc. 2018 1st Lien Term Loan, 4.530%, (US0003M + 2.750%), 06/01/2022 | | | | $ | 225,633 | | | | | | 0.1 | | |
| | | 300,000 | | | | Cotiviti Corporation Term Loan B, 4.560%, (US0003M + 2.500%), 09/28/2023 | | | | | 302,812 | | | | | | 0.1 | | |
| | | 222,755 | | | | ExamWorks Group, Inc. 2017 Term Loan, 5.127%, (US0003M + 3.250%), 07/27/2023 | | | | | 224,732 | | | | | | 0.1 | | |
| | | 149,250 | | | | Greenway Health, LLC 2017 1st Lien Term Loan, 6.550%, (US0003M + 4.250%), 02/14/2024 | | | | | 150,742 | | | | | | 0.1 | | |
| | | 299,244 | | | | Grifols Worldwide Operations USA, Inc. 2017 Acquisition Term Loan, 3.986%, (US0003M + 2.250%), 01/31/2025 | | | | | 300,600 | | | | | | 0.1 | | |
| | | 149,616 | | | | Jaguar Holding Company II 2017 Term Loan, 4.850%, (US0003M + 2.750%), 08/18/2022 | | | | | 150,290 | | | | | | 0.0 | | |
| | | 132,061 | | | | MPH Acquisition Holdings LLC 2016 Term Loan B, 5.052%, (US0003M + 2.750%), 06/07/2023 | | | | | 132,845 | | | | | | 0.0 | | |
| | | 230,000 | | | | NVA Holdings, Inc. Term Loan B3, 5.052%, (US0003M + 2.750%), 02/02/2025 | | | | | 230,719 | | | | | | 0.1 | | |
| | | 57,291 | | | | Onex TSG Holdings II Corp. 1st Lien Term Loan, 5.877%, (US0003M + 4.000%), 07/31/2022 | | | | | 56,395 | | | | | | 0.0 | | |
| | | 149,625 | | | | Parexel International Corporation Term Loan B, 4.627%, (US0003M + 2.750%), 09/27/2024 | | | | | 149,849 | | | | | | 0.0 | | |
| | | 115,909 | | | | Pearl Intermediate Parent LLC 2018 1st Lien Term Loan, 4.527%, (US0003M + 2.750%), 02/14/2025 | | | | | 115,004 | | | | | | 0.0 | | |
| | | 34,091 | | | | Pearl Intermediate Parent LLC 2018 Delayed Draw Term Loan, 1.000%, (US0003M + 2.750%), 02/14/2025 | | | | | 33,824 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Health Care (continued) | | ||||||||||||
| | | 150,000 | | | | PharMerica Corporation 1st Lien Term Loan, 5.211%, (US0003M + 3.500%), 12/06/2024 | | | | $ | 150,844 | | | | | | 0.1 | | |
| | | 147,750 | | | | nThrive, Inc. 2016 1st Lien Term Loan, 6.377%, (US0003M + 4.500%), 10/20/2022 | | | | | 148,350 | | | | | | 0.0 | | |
| | | 149,622 | | | | Press Ganey Holdings, Inc. 2017 1st Lien Term Loan, 4.877%, (US0003M + 3.000%), 10/21/2023 | | | | | 150,620 | | | | | | 0.0 | | |
| | | 222,750 | | | | Prospect Medical Holdings, Inc. 2018 Term Loan B, 7.188%, (US0003M + 5.500%), 02/22/2024 | | | | | 223,307 | | | | | | 0.1 | | |
| | | 158,800 | | | | Select Medical Corporation 2017 Term Loan B, 4.466%, (US0003M + 2.750%), 03/01/2021 | | | | | 159,892 | | | | | | 0.1 | | |
| | | 163,763 | | | | Sotera Health Holdings, LLC 2017 Term Loan B, 4.877%, (US0003M + 3.000%), 05/15/2022 | | | | | 164,445 | | | | | | 0.1 | | |
| | | 149,625 | | | | Surgery Center Holdings, Inc. 2017 Term Loan B, 5.130%, (US0001M + 3.250%), 09/02/2024 | | | | | 149,742 | | | | | | 0.0 | | |
| | | 148,875 | | | | Team Health Holdings, Inc. 1st Lien Term Loan, 4.627%, (US0003M + 2.750%), 02/06/2024 | | | | | 142,920 | | | | | | 0.0 | | |
| | | 149,250 | | | | Tecomet Inc. 2017 Repriced Term Loan, 5.283%, (US0003M + 3.750%), 05/01/2024 | | | | | 150,805 | | | | | | 0.1 | | |
| | | 149,250 | | | | U.S. Anesthesia Partners, Inc. 2017 Term Loan, 4.877%, (US0003M + 3.000%), 06/23/2024 | | | | | 150,183 | | | | | | 0.0 | | |
| | | 245,000 | | | | U.S. Renal Care, Inc. 2015 Term Loan B, 5.943%, (US0003M + 4.250%), 12/31/2022 | | | | | 246,455 | | | | | | 0.1 | | |
| | | 78,431 | | | | Vizient, Inc. 1st Lien Term Loan B, 4.398%, (US0001M + 3.500%), 02/13/2023 | | | | | 79,118 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Health Care (continued) | | ||||||||||||
| | | 150,000 | | | | Wink Holdco, Inc 1st Lien Term Loan B, 4.664%, (US0003M + 3.000%), 12/02/2024 | | | | $ | 149,625 | | | | | | 0.0 | | |
| | | | | | | | | | | | 6,264,108 | | | | | | 1.7 | | |
| | | | | | | Healthcare – Products: 0.0% | | ||||||||||||
| | | 149,625 | | | | Albany Molecular Research, Inc. 2017 1st Lien Term Loan, 5.127%, (US0003M + 3.750%), 08/30/2024 | | | | | 150,186 | | | | | | 0.0 | | |
| | | | | | | Home Furnishings: 0.1% | | ||||||||||||
| | | 148,132 | | | | Prime Security Services Borrower, LLC 2016 1st Lien Term Loan, 4.627%, (US0003M + 2.750%), 05/02/2022 | | | | | 149,439 | | | | | | 0.0 | | |
| | | 149,625 | | | | Global Appliance Inc. Term Loan B, 5.880%, (US0003M + 4.000%), 09/29/2024 | | | | | 152,055 | | | | | | 0.1 | | |
| | | 149,611 | | | | Hillman Group Inc. (The) Term Loan B, 5.802%, (US0003M + 3.500%), 06/30/2021 | | | | | 151,232 | | | | | | 0.0 | | |
| | | | | | | | | | | | 452,726 | | | | | | 0.1 | | |
| | | | | | | Industrial Equipment: 0.5% | | ||||||||||||
| | | 131,617 | | | | Columbus McKinnon Corporation 2018 Term Loan B, 4.802%, (US0003M + 2.500%), 01/31/2024 | | | | | 132,357 | | | | | | 0.0 | | |
| | | 169,019 | | | | Cortes NP Acquisition Corporation 2017 Term Loan B, 5.670%, (US0003M + 4.000%), 11/30/2023 | | | | | 170,388 | | | | | | 0.1 | | |
| | | 217,062 | | | | EWT Holdings III Corp. 2017 Repriced Term Loan, 5.302%, (US0003M + 3.000%), 12/20/2024 | | | | | 218,894 | | | | | | 0.1 | | |
| | | 149,625 | | | | ExGen Renewables IV, LLC Term Loan B, 4.990%, (US0003M + 3.000%), 11/28/2024 | | | | | 151,682 | | | | | | 0.1 | | |
| | | 150,000 | | | | Filtration Group Corporation 2018 1st Lien Term Loan, (US0003M + 3.000%), 03/27/2025 | | | | | 149,625 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Industrial Equipment (continued) | | ||||||||||||
| | | 300,000 | | | | Gardner Denver, Inc. 2017 USD Term Loan B, 5.052%, (US0003M + 2.750%), 07/30/2024 | | | | $ | 301,854 | | | | | | 0.1 | | |
| | | 148,125 | | | | Global Brass & Copper, Inc. 2016 Term Loan B, 5.188%, (US0003M + 3.250%), 07/18/2023 | | | | | 149,606 | | | | | | 0.0 | | |
| | | 150,000 | | | | Horizon Global Corporation 2018 Term Loan B, 7.017%, (US0003M + 5.000%), 02/06/2024 | | | | | 151,313 | | | | | | 0.0 | | |
| | | 179,337 | | | | Kenan Advantage Group, Inc. 2015 Term Loan, 4.877%, (US0003M + 3.000%), 07/31/2022 | | | | | 180,346 | | | | | | 0.1 | | |
| | | 54,537 | | | | Kenan Advantage Group, Inc. CAD Term Loan B, 4.877%, (US0003M + 3.000%), 07/31/2022 | | | | | 54,843 | | | | | | 0.0 | | |
| | | 75,267 | | | | Rexnord LLC 2017 Term Loan B, 4.111%, (US0003M + 2.250%), 08/21/2024 | | | | | 75,773 | | | | | | 0.0 | | |
| | | 150,000 | | | | Robertshaw US Holding Corp 2018 1st Lien Term Loan, 5.438%, (US0003M + 3.500%), 02/19/2025 | | | | | 151,500 | | | | | | 0.0 | | |
| | | | | | | | | | | | 1,888,181 | | | | | | 0.5 | | |
| | | | | | | Insurance: 0.7% | | ||||||||||||
| | | 198,503 | | | | Acrisure, LLC 2017 Term Loan B, 5.991%, (US0003M + 4.250%), 11/22/2023 | | | | | 201,852 | | | | | | 0.1 | | |
| | | 244,365 | | | | Alliant Holdings I, Inc. 2015 Term Loan B, 5.127%, (US0003M + 3.250%), 08/12/2022 | | | | | 246,130 | | | | | | 0.1 | | |
| | | 149,622 | | | | AmWINS Group, Inc. 2017 Term Loan B, 4.587%, (US0001M + 2.750%), 01/25/2024 | | | | | 150,623 | | | | | | 0.0 | | |
| | | 149,625 | | | | Applied Systems, Inc. 2017 1st Lien Term Loan, 5.552%, (US0003M + 3.250%), 09/19/2024 | | | | | 150,981 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Insurance (continued) | | ||||||||||||
| | | 245,763 | | | | AssuredPartners, Inc. 2017 1st Lien Add-On Term Loan, 5.377%, (US0003M + 3.500%), 10/22/2024 | | | | $ | 246,623 | | | | | | 0.1 | | |
| | | 149,250 | | | | CCC Information Services, Inc. 2017 1st Lien Term Loan, 4.880%, (US0003M + 3.000%), 04/27/2024 | | | | | 149,887 | | | | | | 0.0 | | |
| | | 150,000 | | | | CCC Information Services, Inc. 2017 2nd Lien Term Loan, 8.627%, (US0003M + 6.750%), 04/27/2025 | | | | | 153,125 | | | | | | 0.1 | | |
| | | 148,005 | | | | CH Hold Corp. 1st Lien Term Loan, 4.877%, (US0003M + 3.000%), 02/01/2024 | | | | | 149,161 | | | | | | 0.0 | | |
| | | 244,292 | | | | Hub International Limited Term Loan B, 4.840%, (US0003M + 3.000%), 10/02/2020 | | | | | 245,819 | | | | | | 0.1 | | |
| | | 148,500 | | | | NFP Corp. Term Loan B, 4.877%, (US0003M + 3.500%), 01/08/2024 | | | | | 149,075 | | | | | | 0.0 | | |
| | | 160,000 | | | | Sedgwick Claims Management Services, Inc. 2017 1st Lien Term Loan, 4.444%, (US0003M + 2.750%), 02/26/2021 | | | | | 160,080 | | | | | | 0.0 | | |
| | | 299,611 | | | | Sedgwick, Inc. 1st Lien Term Loan, 4.627%, (US0003M + 2.750%), 03/01/2021 | | | | | 299,761 | | | | | | 0.1 | | |
| | | 149,625 | | | | USI, Inc. 2017 Repriced Term Loan, 5.302%, (US0003M + 3.000%), 05/16/2024 | | | | | 150,233 | | | | | | 0.0 | | |
| | | 148,125 | | | | VF Holding Corp Reprice Term Loan, 5.127%, (US0003M + 3.250%), 06/30/2023 | | | | | 149,514 | | | | | | 0.0 | | |
| | | | | | | | | | | | 2,602,864 | | | | | | 0.7 | | |
| | | | | | | Leisure Good/Activities/Movies: 0.5% | | ||||||||||||
| | | 149,612 | | | | 24 Hour Fitness Worldwide, Inc. New Term Loan B, 6.052%, (US0003M + 3.750%), 05/28/2021 | | | | | 150,454 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Leisure Good/Activities/ Movies (continued) | | ||||||||||||
| | | 146,890 | | | | ClubCorp Club Operations, Inc. 2017 Incremental Term Loan, 5.552%, (US0003M + 3.250%), 09/18/2024 | | | | $ | 148,018 | | | | | | 0.0 | | |
| | | 225,000 | | | | Crown Finance US, Inc. 2018 USD Term Loan, 4.377%, (US0003M + 2.500%), 02/28/2025 | | | | | 224,986 | | | | | | 0.1 | | |
| | | 148,877 | | | | Equinox Holdings, Inc. 2017 1st Lien Term Loan, 4.877%, (US0003M + 3.000%), 03/08/2024 | | | | | 150,086 | | | | | | 0.0 | | |
| | | 150,062 | | | | Fitness International, LLC Term Loan B, 5.377%, (US0003M + 3.250%), 07/01/2020 | | | | | 151,600 | | | | | | 0.1 | | |
| | | 150,000 | | | | GVC Holdings PLC 2018 USD Term Loan, 4.812%, (US0003M + 2.500%), 03/15/2024 | | | | | 150,234 | | | | | | 0.0 | | |
| | | 244,403 | | | | LTF Merger Sub, Inc. 2017 Term Loan B, 4.734%, (US0003M + 2.750%), 06/10/2022 | | | | | 245,133 | | | | | | 0.1 | | |
| | | 244,342 | | | | NEP / NCP Holdco, Inc. Incremental Term Loan, 4.898%, (US0003M + 3.250%), 07/21/2022 | | | | | 245,614 | | | | | | 0.1 | | |
| | | 133,063 | | | | SRAM, LLC 2017 Incremental Term Loan, 5.131%, (US0003M + 3.250%), 03/15/2024 | | | | | 133,396 | | | | | | 0.0 | | |
| | | 149,621 | | | | UFC Holdings, LLC 1st Lien Term Loan, 5.130%, (US0003M + 3.250%), 08/18/2023 | | | | | 150,627 | | | | | | 0.1 | | |
| | | 130,000 | | | | Winnebago Industries, Inc. 2017 Term Loan, 5.547%, (US0003M + 3.500%), 11/08/2023 | | | | | 130,975 | | | | | | 0.0 | | |
| | | | | | | | | | | | 1,881,123 | | | | | | 0.5 | | |
| | | | | | | Lodging & Casinos: 0.7% | | ||||||||||||
| | | 244,361 | | | | Amaya Holdings B.V. Repriced Term Loan B, 5.802%, (US0003M + 3.500%), 08/01/2021 | | | | ��� | 245,873 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Lodging & Casinos (continued) | | ||||||||||||
| | | 149,250 | | | | Belmond Interfin Ltd. Dollar Term Loan, 4.627%, (US0003M + 2.750%), 07/03/2024 | | | | $ | 149,996 | | | | | | 0.0 | | |
| | | 475,000 | | | | Caesars Resort Collection, LLC 2017 1st Lien Term Loan B, 4.627%, (US0003M + 2.750%), 12/22/2024 | | | | | 478,774 | | | | | | 0.1 | | |
| | | 300,000 | | | | CityCenter Holdings, LLC 2017 Term Loan B, 4.377%, (US0003M + 2.500%), 04/18/2024 | | | | | 301,711 | | | | | | 0.1 | | |
| | | 150,000 | | | | Eldorado Resorts LLC 2017 Term Loan B, 4.128%, (US0003M + 2.250%), 04/17/2024 | | | | | 150,656 | | | | | | 0.1 | | |
| | | 285,979 | | | | ESH Hospitality, Inc. 2017 Term Loan B, 4.127%, (US0003M + 2.250%), 08/30/2023 | | | | | 287,990 | | | | | | 0.1 | | |
| | | 149,250 | | | | Everi Payments Inc. Term Loan B, 5.494%, (US0003M + 3.500%), 05/09/2024 | | | | | 150,509 | | | | | | 0.0 | | |
| | | 150,000 | | | | Golden Entertainment, Inc. 2017 1st Lien Term Loan, 4.880%, (US0003M + 3.000%), 10/20/2024 | | | | | 150,375 | | | | | | 0.0 | | |
| | | 149,616 | | | | La Quinta Intermediate Holdings LLC Term Loan B, 4.470%, (US0003M + 2.750%), 04/14/2021 | | | | | 150,177 | | | | | | 0.0 | | |
| | | 409,001 | | | | Scientific Games International, Inc. 2018 Term Loan B5, 4.722%, (US0003M + 2.750%), 08/14/2024 | | | | | 410,983 | | | | | | 0.1 | | |
| | | 300,000 | | | | Station Casinos LLC 2016 Term Loan B, 4.380%, (US0003M + 2.500%), 06/08/2023 | | | | | 301,218 | | | | | | 0.1 | | |
| | | | | | | | | | | | 2,778,262 | | | | | | 0.7 | | |
| | | | | | | Oil & Gas: 0.2% | | ||||||||||||
| | | 150,000 | | | | Crestwood Holdings LLC 2018 Term Loan B, 9.186%, (US0003M + 7.500%), 02/28/2023 | | | | | 149,625 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Oil & Gas (continued) | | ||||||||||||
| | | 30,056 | | | | Lucid Energy Group II LLC 2018 1st Lien Term Loan, 4.786%, (US0003M + 3.000%), 02/17/2025 | | | | $ | 29,963 | | | | | | 0.0 | | |
| | | 300,000 | | | | Medallion Midland Acquisition, LLC 1st Lien Term Loan, 5.127%, (US0003M + 3.250%), 10/30/2024 | | | | | 300,750 | | | | | | 0.1 | | |
| | | 29,020 | | | | MEG Energy Corp. 2017 Term Loan B, 5.810%, (US0003M + 3.500%), 12/31/2023 | | | | | 29,081 | | | | | | 0.0 | | |
| | | 104,236 | | | | Southcross Energy Partners, L.P. 1st Lien Term Loan, 6.552%, (US0003M + 4.250%), 08/04/2021 | | | | | 102,868 | | | | | | 0.0 | | |
| | | 61,059 | | | | Summit Midstream Partners Holdings, LLC Term Loan B, 7.877%, (US0003M + 6.000%), 05/13/2022 | | | | | 61,975 | | | | | | 0.0 | | |
| | | | | | | | | | | | 674,262 | | | | | | 0.2 | | |
| | | | | | | Publishing: 0.1% | | ||||||||||||
| | | 1,645 | | | | McGraw-Hill Global Education Holdings, LLC 2016 Term Loan B, 5.569%, (US0003M + 4.000%), 05/04/2022 | | | | | 1,626 | | | | | | 0.0 | | |
| | | 300,000 | | | | Meredith Corporation Term Loan B, 4.877%, (US0003M + 3.250%), 01/31/2025 | | | | | 302,146 | | | | | | 0.1 | | |
| | | | | | | | | | | | 303,772 | | | | | | 0.1 | | |
| | | | | | | Radio & Television: 0.4% | | ||||||||||||
| | | 117,159 | | | | CBS Radio Inc. 2017 Term Loan B, 4.623%, (US0003M + 2.750%), 11/17/2024 | | | | | 117,782 | | | | | | 0.0 | | |
| | | 148,500 | | | | A-L Parent LLC 2016 1st Lien Term Loan, 5.130%, (US0003M + 3.250%), 12/01/2023 | | | | | 150,171 | | | | | | 0.0 | | |
| | | 150,000 | | | | Lions Gate Entertainment Corp. 2018 Term Loan B, 4.562%, (US0003M + 2.250%), 03/24/2025 | | | | | 150,867 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Radio & Television (continued) | | ||||||||||||
| | | 33,552 | | | | Mission Broadcasting, Inc. 2017 Term Loan B2, 4.164%, (US0003M + 2.500%), 01/17/2024 | | | | $ | 33,703 | | | | | | 0.0 | | |
| | | 260,619 | | | | Nexstar Broadcasting, Inc. 2017 Term Loan B2, 4.164%, (US0003M + 2.500%), 01/17/2024 | | | | | 261,792 | | | | | | 0.1 | | |
| | | 420,000 | | | | Sinclair Television Group Inc. 2017 Term Loan B, 4.517%, (US0003M + 2.500%), 12/12/2024 | | | | | 422,675 | | | | | | 0.1 | | |
| | | 266,325 | | | | Univision Communications Inc. Term Loan C5, 4.627%, (US0003M + 2.750%), 03/15/2024 | | | | | 262,538 | | | | | | 0.1 | | |
| | | | | | | | | | | | 1,399,528 | | | | | | 0.4 | | |
| | | | | | | Retailers (Except Food & Drug): 0.4% | | ||||||||||||
| | | 149,625 | | | | Bass Pro Group, LLC Term Loan B, 6.877%, (US0003M + 5.000%), 09/25/2024 | | | | | 148,372 | | | | | | 0.0 | | |
| | | 173,688 | | | | BJs Wholesale Club, Inc. 2017 1st Lien Term Loan, 5.191%, (US0003M + 3.750%), 02/03/2024 | | | | | 173,767 | | | | | | 0.1 | | |
| | | 149,609 | | | | Harbor Freight Tools USA, Inc. 2018 Term Loan B, 4.377%, (US0003M + 2.500%), 08/18/2023 | | | | | 149,993 | | | | | | 0.0 | | |
| | | 121,078 | | | | Jo-Ann Stores, Inc. 2016 Term Loan, 6.551%, (US0003M + 5.000%), 10/20/2023 | | | | | 120,548 | | | | | | 0.0 | | |
| | | 145,425 | | | | Leslies Poolmart, Inc. 2016 Term Loan, 5.278%, (US0003M + 3.500%), 08/16/2023 | | | | | 146,425 | | | | | | 0.0 | | |
| | | 215,241 | | | | Mens Wearhouse, Inc. (The) Term Loan B, 5.202%, (US0003M + 3.500%), 06/18/2021 | | | | | 216,082 | | | | | | 0.1 | | |
| | | 104,986 | | | | National Vision, Inc. 2017 Repriced Term Loan, 4.627%, (US0003M + 2.750%), 11/20/2024 | | | | | 105,150 | | | | | | 0.0 | | |
| | | 150,000 | | | | Party City Holdings Inc. 2018 Term Loan B, 4.487%, (US0003M + 2.750%), 08/19/2022 | | | | | 150,771 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Retailers (Except Food & Drug) (continued) | | ||||||||||||
| | | 245,000 | | | | Petco Animal Supplies, Inc. 2017 Term Loan B, 4.772%, (US0003M + 3.000%), 01/26/2023 | | | | $ | 180,585 | | | | | | 0.1 | | |
| | | 150,000 | | | | Shutterfly, Inc. Term Loan B2, 4.767%, (US0003M + 2.750%), 08/17/2024 | | | | | 151,125 | | | | | | 0.1 | | |
| | | | | | | | | | | | 1,542,818 | | | | | | 0.4 | | |
| | | | | | | Software: 0.1% | | ||||||||||||
| | | 413,299 | | | | Almonde, Inc. - Term Loan B 1st Lien, 5.484%, (US0003M + 3.500%), 06/13/2024 | | | | | 413,442 | | | | | | 0.1 | | |
| | | | | | | Steel: 0.0% | | ||||||||||||
| | | 150,000 | | | | GrafTech Finance, Inc. 2018 Term Loan B, 5.240%, (US0003M + 3.500%), 02/12/2025 | | | | | 150,188 | | | | | | 0.0 | | |
| | | | | | | Surface Transport: 0.2% | | ||||||||||||
| | | 148,875 | | | | AI Mistral Holdco Limited 2017 Term Loan B, 4.877%, (US0003M + 3.000%), 03/09/2024 | | | | | 148,456 | | | | | | 0.0 | | |
| | | 155,000 | | | | Navistar International Corporation 2017 1st Lien Term Loan B, 5.210%, (US0003M + 3.500%), 11/06/2024 | | | | | 156,308 | | | | | | 0.1 | | |
| | | 187,864 | | | | OSG Bulk Ships, Inc OBS Term Loan, 6.040%, (US0003M + 4.250%), 08/05/2019 | | | | | 181,289 | | | | | | 0.1 | | |
| | | 150,000 | | | | PODS, LLC Term Loan B3, 4.711%, (US0003M + 3.000%), 12/06/2024 | | | | | 151,187 | | | | | | 0.0 | | |
| | | 150,000 | | | | XPO Logistics, Inc. 2018 Term Loan B, 3.920%, (US0003M + 2.000%), 02/24/2025 | | | | | 150,722 | | | | | | 0.0 | | |
| | | | | | | | | | | | 787,962 | | | | | | 0.2 | | |
| | | | | | | Telecommunications: 0.6% | | ||||||||||||
| | | 299,250 | | | | Altice Financing SA USD 2017 1st Lien Term Loan, 4.470%, (US0003M + 2.750%), 01/31/2026 | | | | | 294,294 | | | | | | 0.1 | | |
| | | 237,971 | | | | Asurion LLC 2017 Term Loan B4, 4.627%, (US0003M + 2.750%), 08/04/2022 | | | | | 239,631 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Telecommunications (continued) | | ||||||||||||
| | | 190,000 | | | | Avaya, Inc. Exit Term Loan B, 6.536%, (US0003M + 4.750%), 12/15/2024 | | | | $ | 191,682 | | | | | | 0.1 | | |
| | | 160,000 | | | | CenturyLink, Inc. 2017 Term Loan B, 4.627%, (US0003M + 2.750%), 01/31/2025 | | | | | 157,750 | | | | | | 0.1 | | |
| | | 148,318 | | | | Consolidated Communications, Inc. 2016 Term Loan B, 4.880%, (US0003M + 3.000%), 10/04/2023 | | | | | 146,446 | | | | | | 0.0 | | |
| | | 149,140 | | | | Global Tel*Link Corporation 1st Lien Term Loan, 6.302%, (US0003M + 4.000%), 05/23/2020 | | | | | 150,134 | | | | | | 0.0 | | |
| | | 150,000 | | | | Level 3 Financing Inc. 2017 Term Loan B, 4.111%, (US0003M + 2.250%), 02/22/2024 | | | | | 150,387 | | | | | | 0.0 | | |
| | | 150,000 | | | | Securus Technologies Holdings, Inc. 2017 1st Lien Term Loan, 6.377%, (US0003M + 4.500%), 11/01/2024 | | | | | 151,819 | | | | | | 0.0 | | |
| | | 300,000 | | | | Sprint Communications, Inc. 1st Lien Term Loan B, 4.438%, (US0003M + 2.500%), 02/02/2024 | | | | | 300,422 | | | | | | 0.1 | | |
| | | 150,000 | | | | Syniverse Holdings, Inc. 2018 1st Lien Term Loan, 6.718%, (US0003M + 5.000%), 03/09/2023 | | | | | 151,992 | | | | | | 0.0 | | |
| | | 225,000 | | | | Telenet International Finance S.a.r.l. USD Term Loan AL, 4.277%, (US0003M + 2.500%), 03/01/2026 | | | | | 226,366 | | | | | | 0.1 | | |
| | | | | | | | | | | | 2,160,923 | | | | | | 0.6 | | |
| | | | | | | Utilities: 0.4% | | ||||||||||||
| | | 375,000 | | | | Calpine Construction Finance Company, L.P. 2017 Term Loan B, 4.377%, (US0003M + 2.500%), 01/15/2025 | | | | | 376,507 | | | | | | 0.1 | | |
| | | 131,783 | | | | Dynegy Inc. 2017 Term Loan C2, 4.604%, (US0003M + 2.750%), 02/07/2024 | | | | | 132,772 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Utilities (continued) | | ||||||||||||
| | | 150,000 | | | | EFS Cogen Holdings I LLC 2016 Term Loan B, 5.560%, (US0003M + 3.500%), 06/28/2023 | | | | $ | 151,294 | | | | | | 0.1 | | |
| | | 138,716 | | | | Helix Gen Funding, LLC Term Loan B, 5.627%, (US0003M + 3.750%), 06/02/2024 | | | | | 140,238 | | | | | | 0.0 | | |
| | | 147,074 | | | | Nautilus Power, LLC Term Loan B, 6.127%, (US0003M + 4.250%), 05/16/2024 | | | | | 149,372 | | | | | | 0.0 | | |
| | | 201,536 | | | | TEX Operations Co. LLC Exit Term Loan B, 4.377%, (US0003M + 2.500%), 08/04/2023 | | | | | 203,148 | | | | | | 0.1 | | |
| | | 35,714 | | | | TEX Operations Co. LLC Exit Term Loan C, 4.377%, (US0003M + 2.500%), 08/04/2023 | | | | | 36,000 | | | | | | 0.0 | | |
| | | 149,622 | | | | Vistra Operations Company LLC 2016 Term Loan B2, 4.075%, (US0003M + 2.250%), 12/14/2023 | | | | | 150,704 | | | | | | 0.1 | | |
| | | | | | | | | | | | 1,340,035 | | | | | | 0.4 | | |
| | | | | | | Total Bank Loans (Cost $55,843,518) | | | | | 56,114,982 | | | | | | 14.8 | | |
| U.S. TREASURY OBLIGATIONS: 3.8% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Bonds: 0.1% | | ||||||||||||
| | | 302,000 | | | | 2.750%-3.500%, 02/15/2039-11/15/2047 | | | | | 289,558 | | | | | | 0.1 | | |
| | | | | | | U.S. Treasury Notes: 3.7% | | ||||||||||||
| | | 4,140,000 | | | | 1.625%, 03/31/2019 | | | | | 4,119,540 | | | | | | 1.1 | | |
| | | 1,556,000 | | | | 2.250%, 02/29/2020 | | | | | 1,555,249 | | | | | | 0.4 | | |
| | | 1,162,000 | | | | 2.250%, 03/31/2020 | | | | | 1,161,377 | | | | | | 0.3 | | |
| | | 2,918,000 | | | | 2.375%, 03/15/2021 | | | | | 2,916,514 | | | | | | 0.8 | | |
| | | 2,828,000 | | | | 2.500%, 03/31/2023 | | | | | 2,818,521 | | | | | | 0.7 | | |
| | | 1,598,000 | | | | 2.625%, 02/28/2023 | | | | | 1,602,491 | | | | | | 0.4 | | |
| | | | | | | | | | | | 14,173,692 | | | | | | 3.7 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $14,444,962) | | | | | 14,463,250 | | | | | | 3.8 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| FOREIGN GOVERNMENT BONDS: 8.4% | | ||||||||||||||||||
| | | CLP2,500,000,000 | | Bonos de la Tesoreria de la Republica en pesos, 4.500%, 03/01/2026 | | | | $ | 4,162,229 | | | | | | 1.1 | | | ||
| | | CLP1,490,000,000 | | Bonos de la Tesoreria de la Republica en pesos, 5.000%, 03/01/2035 | | | | | 2,474,706 | | | | | | 0.7 | | | ||
| | | BRL6,058,000 | | | | Brazil Notas do Tesouro Nacional Serie F, 10.000%, 01/01/2029 | | | | | 1,880,168 | | | | | | 0.5 | | |
| | | BRL1,115,000 | | | | Brazil Notas do Tesouro Nacional Series F, 10.000%, 01/01/2021 | | | | | 354,729 | | | | | | 0.1 | | |
| | | BRL7,838,000 | | | | Brazil Notas do Tesouro Nacional Series F, 10.000%, 01/01/2023 | | | | | 2,479,342 | | | | | | 0.6 | | |
| | | BRL4,308,000 | | | | Brazil Notas do Tesouro Nacional Series F, 10.000%, 01/01/2025 | | | | | 1,353,746 | | | | | | 0.4 | | |
| | | 1,000,000 | | | | Brazilian Government International Bond, 6.000%, 04/07/2026 | | | | | 1,102,000 | | | | | | 0.3 | | |
| | | 500,000 (1) | | | | KSA Sukuk Ltd., 3.628%, 04/20/2027 | | | | | 481,320 | | | | | | 0.1 | | |
| | | MXN21,900,000 | | | | Mexican Bonos, 6.500%-7.750%, 06/10/2021-05/29/2031 | | | | | 1,212,115 | | | | | | 0.3 | | |
| | | PEN509,000 (1) | | | | Peru Government Bond, 6.150%, 08/12/2032 | | | | | 174,198 | | | | | | 0.1 | | |
| | | PEN1,188,000 | | | | Peru Government Bond, 6.900%, 08/12/2037 | | | | | 425,128 | | | | | | 0.1 | | |
| | | PEN5,285,000 | | | | Peru Government Bond, 6.950%, 08/12/2031 | | | | | 1,933,096 | | | | | | 0.5 | | |
| | | 750,000 (1) | | | | Perusahaan Penerbit SBSN Indonesia III, 4.150%, 03/29/2027 | | | | | 743,437 | | | | | | 0.2 | | |
| | | RUB10,510,000 | | | | Russian Federal Bond - OFZ, 7.000%, 01/25/2023 | | | | | 188,186 | | | | | | 0.1 | | |
| | | RUB102,540,000 | | Russian Federal Bond - OFZ, 7.000%, 08/16/2023 | | | | | 1,832,877 | | | | | | 0.5 | | | ||
| | | RUB84,770,000 | | | | Russian Federal Bond - OFZ, 7.500%, 08/18/2021 | | | | | 1,529,211 | | | | | | 0.4 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| FOREIGN GOVERNMENT BONDS: (continued) | | ||||||||||||||||||
| | | RUB185,536,000 | | Russian Federal Bond - OFZ, 7.600%, 07/20/2022 | | | | $ | 3,385,848 | | | | | | 0.9 | | | ||
| | | RUB63,500,000 | | | | Russian Federal Bond - OFZ, 8.500%, 09/17/2031 | | | | | 1,245,936 | | | | | | 0.3 | | |
| | | 14,242,857,000 | | Other Securities | | | | | 4,732,002 | | | | | | 1.2 | | | ||
| | | | | | | Total Foreign Government Bonds (Cost $31,346,961) | | | | | 31,690,274 | | | | | | 8.4 | | |
| ASSET-BACKED SECURITIES: 15.1% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 0.1% | | ||||||||||||
| | | 166,000 | | | | Other Securities | | | | | 166,829 | | | | | | 0.1 | | |
| | | | | | | Home Equity Asset-Backed Securities: 0.8% | | ||||||||||||
| | | 621,673 | | | | GSAA Home Equity Trust 2006-3 A3, 2.172%, (US0001M + 0.300%), 03/25/2036 | | | | | 468,723 | | | | | | 0.1 | | |
| | | 896,528 | | | | GSAA Home Equity Trust 2006-4 4A3, 3.591%, 03/25/2036 | | | | | 748,083 | | | | | | 0.2 | | |
| | | 1,376,190 | | | | GSAA Trust 2006-7 AF2, 5.995%, 03/25/2046 | | | | | 951,641 | | | | | | 0.3 | | |
| | | 1,041,978 | | | | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1 2A4A, 2.102%, (US0001M + 0.230%), 02/25/2037 | | | | | 949,961 | | | | | | 0.2 | | |
| | | | | | | | | | | | 3,118,408 | | | | | | 0.8 | | |
| | | | | | | Other Asset-Backed Securities: 12.7% | | ||||||||||||
| | | 190,000 (1) | | | | ALM VII R-2 Ltd. 2013- 7R2A A2R, 3.722%, (US0003M + 2.000%), 10/15/2027 | | | | | 190,831 | | | | | | 0.0 | | |
| | | 140,000 (1) | | | | American Homes 4 Rent 2015-SFR2 C, 4.691%, 10/17/2045 | | | | | 148,571 | | | | | | 0.0 | | |
| | | 130,000 (1) | | | | Apidos CLO XI 2012-11A BR, 3.681%, (US0003M + 1.950%), 01/17/2028 | | | | | 130,466 | | | | | | 0.0 | | |
| | | 120,000 (1) | | | | Apidos CLO XVII 2014- 17A A2R, 3.581%, (US0003M + 1.850%), 04/17/2026 | | | | | 120,033 | | | | | | 0.0 | | |
| | | 200,000 (1) | | | | Apidos CLO XVII 2014- 17A BR, 4.231%, (US0003M + 2.500%), 04/17/2026 | | | | | 200,087 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 500,000 (1) | | | | Ares XXIX CLO Ltd. 2014-1A BR, 4.022%, (US0003M + 2.300%), 04/17/2026 | | | | $ | 500,177 | | | | | | 0.1 | | |
| | | 1,350,000 (1) | | | | ArrowMark Colorado Holdings 2017-7A C, 3.504%, (US0003M + 1.900%), 07/15/2030 | | | | | 1,353,402 | | | | | | 0.4 | | |
| | | 1,250,000 (1) | | | | Atrium CDO Corp. 12A DR, 4.545%, (US0003M + 2.800%), 04/22/2027 | | | | | 1,249,996 | | | | | | 0.3 | | |
| | | 1,500,000 (1) | | | | Atrium XIII 13A C, 3.241%, (US0003M + 1.800%), 11/21/2030 | | | | | 1,507,950 | | | | | | 0.4 | | |
| | | 250,000 (1) | | | | Avery Point IV CLO Ltd. 2014-1A CR, 4.095%, (US0003M + 2.350%), 04/25/2026 | | | | | 250,173 | | | | | | 0.1 | | |
| | | 1,500,000 (1) | | | | Babson CLO Ltd. 2013- IIA C, 4.984%, (US0003M + 3.250%), 01/18/2025 | | | | | 1,500,798 | | | | | | 0.4 | | |
| | | 250,000 (1) | | | | Babson CLO Ltd. 2014- IA BR, 3.945%, US0003M + 2.200%), 07/20/2025 | | | | | 250,103 | | | | | | 0.1 | | |
| | | 750,000 (1) | | | | Benefit Street Partners CLO VII Ltd. 2015-VIIA BR, 3.284%, (US0003M + 1.550%), 07/18/2027 | | | | | 749,100 | | | | | | 0.2 | | |
| | | 500,000 (1) | | | | Benefit Street Partners CLO VII Ltd. 2015-VIIA CR, 4.134%, (US0003M + 2.400%), 07/18/2027 | | | | | 499,998 | | | | | | 0.1 | | |
| | | 250,000 (1) | | | | Blue Hill CLO Ltd. 2013- 1A C1R, 4.122%, (US0003M + 2.400%), 01/15/2026 | | | | | 250,033 | | | | | | 0.1 | | |
| | | 280,000 (1) | | | | BlueMountain CLO 2012- 2A BR, 3.785%, (US0003M + 1.900%), 11/20/2028 | | | | | 281,079 | | | | | | 0.1 | | |
| | | 1,000,000 (1) | | | | BlueMountain CLO 2013- 2A CR, 3.695%, (US0003M + 1.950%), 10/22/2030 | | | | | 996,343 | | | | | | 0.3 | | |
| | | 1,000,000 (1) | | | | BlueMountain CLO 2014- 2A DR, 4.745%, (US0003M + 3.000%), 07/20/2026 | | | | | 1,000,589 | | | | | | 0.3 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| ��� | | 180,000 (1) | | | | BlueMountain CLO 2014- 4A B1R, 3.834%, (US0003M + 1.850%), 11/30/2026 | | | | $ | 180,166 | | | | | | 0.0 | | |
| | | 160,000 (1) | | | | BlueMountain CLO 2014- 4A CR, 4.534%, (US0003M + 2.550%), 11/30/2026 | | | | | 160,694 | | | | | | 0.0 | | |
| | | 1,000,000 (1) | | | | BlueMountain CLO 2013- 3A DR, 4.660%, (US0003M + 2.900%), 10/29/2025 | | | | | 1,000,503 | | | | | | 0.3 | | |
| | | 350,000 (1) | | | | Bristol Park CLO Ltd. 2016-1A B, 3.622%, (US0003M + 1.900%), 04/15/2029 | | | | | 352,230 | | | | | | 0.1 | | |
| | | 150,000 (1) | | | | Carlyle Global Market Strategies CLO Ltd. 2012-4A BR, 3.645%, (US0003M + 1.900%), 01/20/2029 | | | | | 150,732 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Carlyle Global Market Strategies CLO Ltd. 2014-3A BR, 3.910%, (US0003M + 2.150%), 07/27/2026 | | | | | 250,126 | | | | | | 0.1 | | |
| | | 250,000 (1) | | | | Cedar Funding II CLO Ltd. 2013-1A CR, 4.407%, (US0003M + 2.350%), 06/09/2030 | | | | | 251,175 | | | | | | 0.1 | | |
| | | 500,000 (1) | | | | Cedar Funding IV CLO Ltd. 2014-4A CR, 3.995%, (US0003M + 2.250%), 07/23/2030 | | | | | 501,043 | | | | | | 0.1 | | |
| | | 600,000 (1) | | | | CIFC Funding 2013-2A A3LR, 3.684%, (US0003M + 1.950%), 10/18/2030 | | | | | 605,025 | | | | | | 0.1 | | |
| | | 1,000,000 (1) | | | | CIFC Funding 2014-3A DR, 4.895%, (US0003M + 3.150%), 07/22/2026 | | | | | 1,000,493 | | | | | | 0.3 | | |
| | | 250,000 (1) | | | | CIFC Funding 2017- 2A C, 4.095%, (US0003M + 2.350%), 04/20/2030 | | | | | 251,706 | | | | | | 0.1 | | |
| | | 1,400,000 (1) | | | | CIFC Funding 2017-5A A1, 2.543%, (US0003M + 1.180%), 11/16/2030 | | | | | 1,410,902 | | | | | | 0.4 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 1,100,000 | | | | Countrywide Asset- Backed Certificates 2005-AB2 M1, 2.577%, (US0001M + 0.705%), 09/25/2035 | | | | $ | 1,050,075 | | | | | | 0.3 | | |
| | | 1,094,500 (1) | | | | Domino’s Pizza Master Issuer LLC 2017-1A A23, 4.118%, 07/25/2047 | | | | | 1,108,245 | | | | | | 0.3 | | |
| | | 280,000 (1) | | | | Dryden 33 Senior Loan Fund 2014-33A BR, 3.572%, (US0003M + 1.850%), 10/15/2028 | | | | | 281,223 | | | | | | 0.1 | | |
| | | 250,000 (1) | | | | Dryden Senior Loan Fund 2014-34A CR, 3.872%, (US0003M + 2.150%), 10/15/2026 | | | | | 250,886 | | | | | | 0.1 | | |
| | | 250,000 (1) | | | | Dryden Senior Loan Fund 2017-47A C, 3.922%, (US0003M + 2.200%), 04/15/2028 | | | | | 251,809 | | | | | | 0.1 | | |
| | | 600,000 (1) | | | | Dryden XXV Senior Loan Fund 2012-25A CRR, 3.570%, (US0003M + 1.850%), 10/15/2027 | | | | | 601,011 | | | | | | 0.1 | | |
| | | 1,150,000 (1) | | | | Dryden XXV Senior Loan Fund 2012-25A DRR, 4.720%, (US0003M + 3.000%), 10/15/2027 | | | | | 1,153,050 | | | | | | 0.3 | | |
| | | 250,000 (1) | | | | Flatiron CLO Ltd. 2013-1A A2R, 3.381%, (US0003M + 1.650%), 01/17/2026 | | | | | 250,037 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Flatiron CLO Ltd. 2013-1A BR, 4.081%, (US0003M + 2.350%), 01/17/2026 | | | | | 250,082 | | | | | | 0.1 | | |
| | | 550,000 (1) | | | | Gilbert Park CLO Ltd. 2017-1A C, 3.315%, (US0003M + 1.950%), 10/15/2030 | | | | | 551,652 | | | | | | 0.1 | | |
| | | 100,000 (1) | | | | Invitation Homes Trust 2014-SFR2 E, 4.958%, (US0001M + 3.150%), 06/17/2032 | | | | | 100,338 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Jay Park CLO Ltd. 2016- 1A B, 4.145%, (US0003M + 2.400%), 10/20/2027 | | | | | 251,129 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 250,000 (1) | | | | Madison Park Funding XIII Ltd. 2014-13A CR, 3.889%, (US0003M + 2.150%), 01/19/2025 | | | | $ | 250,128 | | | | | | 0.1 | | |
| | | 1,700,000 (1) | | | | Neuberger Berman Loan Advisers CLO 2017-26A C, 3.142%, (US0003M + 1.750%), 10/18/2030 | | | | | 1,700,741 | | | | | | 0.4 | | |
| | | 700,000 (1) | | | | Ocean Trails CLO IV 2013-4A DR, 4.820%, (US0003M + 3.000%), 08/13/2025 | | | | | 700,869 | | | | | | 0.2 | | |
| | | 600,000 (1) | | | | Octagon Investment Partners 33 Ltd. 2017-1A B, 3.251%, (US0003M + 1.850%), 01/20/2031 | | | | | 599,986 | | | | | | 0.1 | | |
| | | 250,000 (1) | | | | Octagon Investment Partners XIX Ltd. 2014- 1A CR, 3.822%, (US0003M + 2.100%), 04/15/2026 | | | | | 250,022 | | | | | | 0.1 | | |
| | | 500,000 (1) | | | | Octagon Investment Partners XVI Ltd. 2013- 1A D, 5.081%, (US0003M + 3.350%), 07/17/2025 | | | | | 500,215 | | | | | | 0.1 | | |
| | | 1,545,000 (1) | | | | OHA Credit Partners IX Ltd 2013-9A DR, 5.045%, (US0003M + 3.300%), 10/20/2025 | | | | | 1,546,191 | | | | | | 0.4 | | |
| | | 1,500,000 (1) | | | | OHA Credit Partners XIV Ltd. 2017-14A C, 3.383%, (US0003M + 1.800%), 01/21/2030 | | | | | 1,493,316 | | | | | | 0.4 | | |
| | | 1,080,000 (1) | | | | OHA Loan Funding Ltd. 2015-1A BR, 3.639%, (US0003M + 1.800%), 08/15/2029 | | | | | 1,083,395 | | | | | | 0.3 | | |
| | | 340,000 (1) | | | | OHA Loan Funding Ltd. 2016-1A B1, 3.545%, (US0003M + 1.800%), 01/20/2028 | | | | | 341,381 | | | | | | 0.1 | | |
| | | 300,000 (1) | | | | Palmer Square CLO 2013-2A BR Ltd., 3.981%, (US0003M + 2.250%), 10/17/2027 | | | | | 301,131 | | | | | | 0.1 | | |
| | | 500,000 (1) | | | | Palmer Square CLO 2015-1A BR Ltd., 4.442%, (US0003M + 2.550%), 05/21/2029 | | | | | 503,654 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 300,000 (1) | | | | Palmer Square CLO 2015-2A BR Ltd., 4.145%, (US0003M + 2.400%), 07/20/2030 | | | | $ | 302,552 | | | | | | 0.1 | | |
| | | 685,000 (1) | | | | Palmer Square Loan Funding 2017-1A D Ltd., 6.572%, (US0003M + 4.850%), 10/15/2025 | | | | | 675,061 | | | | | | 0.2 | | |
| | | 1,000,000 (1) | | | | Palmer Square Loan Funding 2018-1A D Ltd., 6.173%, (US0003M + 3.950%), 04/15/2026 | | | | | 999,977 | | | | | | 0.3 | | |
| | | 1,000,000 (1) | | | | Palmer Square Loan Funding 2018-1A E Ltd., 8.123%, (US0003M + 5.900%), 04/15/2026 | | | | | 999,960 | | | | | | 0.2 | | |
| | | 1,500,000 | (1)(10) | | Palmer Square Loan Funding 2018-2A C Ltd., 4.310%, (US0003M + 1.950%), 07/15/2026 | | | | | 1,500,000 | | | | | | 0.4 | | | |
| | | 400,000 (1) | | | | Progress Residential 2015-SFR2 E, 4.427%, 06/12/2032 | | | | | 402,393 | | | | | | 0.1 | | |
| | | 531,000 (1) | | | | Recette CLO Ltd. 2015- 1A CR, 3.445%, (US0003M + 1.700%), 10/20/2027 | | | | | 531,237 | | | | | | 0.1 | | |
| | | 670,000 (1) | | | | Recette CLO Ltd. 2015- 1A DR, 4.495%, (US0003M + 2.750%), 10/20/2027 | | | | | 670,050 | | | | | | 0.2 | | |
| | | 800,000 (1) | | | | Shackleton 2014-5A D CLO Ltd., 5.194%, (US0003M + 3.400%), 05/07/2026 | | | | | 800,106 | | | | | | 0.2 | | |
| | | 120,000 (1) | | | | Symphony CLO Ltd. 2016-18A B, 3.545%, (US0003M + 1.800%), 01/23/2028 | | | | | 120,621 | | | | | | 0.0 | | |
| | | 1,000,000 (1) | | | | TCI-Flatiron Clo 2017- 1A C Ltd., 3.477%, (US0003M + 1.850%), 11/17/2030 | | | | | 999,946 | | | | | | 0.3 | | |
| | | 250,000 (1) | | | | Thacher Park CLO Ltd. 2014-1A CR, 3.945%, (US0003M + 2.200%), 10/20/2026 | | | | | 250,103 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 500,000 (1) | | | | THL Credit Wind River 2013-2A CR CLO Ltd., 3.734%, (US0003M + 2.000%), 10/18/2030 | | | | $ | 501,513 | | | | | | 0.1 | | |
| | | 350,000 (1) | | | | THL Credit Wind River 2017-1A C CLO Ltd., 4.034%, (US0003M + 2.300%), 04/18/2029 | | | | | 352,366 | | | | | | 0.1 | | |
| | | 300,000 (1) | | | | THL Credit Wind River 2017-2A A CLO Ltd., 2.975%, (US0003M + 1.230%), 07/20/2030 | | | | | 301,793 | | | | | | 0.1 | | |
| | | 1,350,000 (1) | | | | THL Credit Wind River 2017-4A C CLO Ltd., 3.635%, (US0003M + 1.750%), 11/20/2030 | | | | | 1,350,189 | | | | | | 0.4 | | |
| | | 2,000,000 (1) | | | | Towd Point Mortgage Trust 2015-6 M2, 3.750%, 04/25/2055 | | | | | 2,024,943 | | | | | | 0.5 | | |
| | | 600,000 (1) | | | | Towd Point Mortgage Trust 2017-6 M2, 3.250%, 10/25/2057 | | | | | 569,709 | | | | | | 0.2 | | |
| | | 2,000,000 (1) | | | | West CLO 2014-2A BR Ltd., 3.472%, (US0003M + 1.750%), 01/16/2027 | | | | | 2,000,026 | | | | | | 0.5 | | |
| | | | | | | | | | | | 48,017,635 | | | | | | 12.7 | | |
| | | | | | | Student Loan Asset-Backed Securities: 1.5% | | ||||||||||||
| | | 745,490 (1) | | | | Earnest Student Loan Program, LLC 2017-A C, 4.130%, 01/25/2041 | | | | | 698,018 | | | | | | 0.2 | | |
| | | 1,000,000 (1) | | | | SMB Private Education Loan Trust 2014-A C, 4.500%, 09/15/2045 | | | | | 972,263 | | | | | | 0.3 | | |
| | | 1,000,000 (1) | | | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | | | 948,220 | | | | | | 0.2 | | |
| | | 1,000,000 (1) | | | | SoFi Professional Loan Program 2017-A C, 4.430%, 03/26/2040 | | | | | 1,000,047 | | | | | | 0.3 | | |
| | | 1,000,000 (1) | | | | SoFi Professional Loan Program 2017-C C, 4.210%, 07/25/2040 | | | | | 991,259 | | | | | | 0.3 | | |
| | | 1,000,000 (1) | | | | SoFi Professional Loan Program 2017-E C LLC, 4.160%, 11/26/2040 | | | | | 989,157 | | | | | | 0.2 | | |
| | | | | | | | | | | | 5,598,964 | | | | | | 1.5 | | |
| | | | | | | Total Asset-Backed Securities (Cost $56,676,620) | | | | | 56,901,836 | | | | | | 15.1 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 19.0% | | ||||||||||||||||||
| | | 5,320,000 (1) | | | | BANK 2017-BNK4 E, 3.357%, 05/15/2050 | | | | $ | 3,535,131 | | | | | | 0.9 | | |
| | | 5,320,000 | (1)(6) | | BANK 2017-BNK4 XE, 1.473%, 05/15/2050 | | | | | 544,954 | | | | | | 0.1 | | | |
| | | 1,600,000 (1) | | | | BANK 2017-BNK6 E, 2.656%, 07/15/2060 | | | | | 936,340 | | | | | | 0.3 | | |
| | | 1,000,000 (1) | | | | BAMLL RE-Remic Trust 2014-FRR8 A, 2.213%, 11/26/2047 | | | | | 828,321 | | | | | | 0.2 | | |
| | | 2,670,000 (1) | | | | BAMLL Re-REMIC Trust 2016-FRR13 B, 1.990%, 08/27/2045 | | | | | 2,205,769 | | | | | | 0.6 | | |
| | | 1,458,000 (1) | | | | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 F, 5.760%, 04/12/2038 | | | | | 1,508,893 | | | | | | 0.4 | | |
| | | 500,000 (1) | | | | BXMT 2017-FL1 C Ltd., 3.736%, (US0001M + 1.950%), 06/15/2035 | | | | | 504,413 | | | | | | 0.1 | | |
| | | 1,500,000 (1) | | | | BXMT 2017-FL1 D Ltd., 4.486%, (US0001M + 2.700%), 06/15/2035 | | | | | 1,514,659 | | | | | | 0.4 | | |
| | | 8,303,961 (6) | | | | CD 2016-CD1 Mortgage Trust XA, 1.434%, 08/10/2049 | | | | | 723,734 | | | | | | 0.2 | | |
| | | 14,660,000 | (1)(6) | | CD 2016-CD1 Mortgage Trust XB, 0.683%, 08/10/2049 | | | | | 752,564 | | | | | | 0.2 | | | |
| | | 1,000,000 (1) | | | | Citigroup Commercial Mortgage Trust 2013- GC17 D, 5.103%, 11/10/2046 | | | | | 946,982 | | | | | | 0.2 | | |
| | | 980,000 (1) | | | | Citigroup Commercial Mortgage Trust 2018- TBR E, 4.577%, (US0001M + 2.800%), 12/15/2036 | | | | | 984,542 | | | | | | 0.3 | | |
| | | 4,132,513 (6) | | | | COMM 2012-CR1 XA, 1.876%, 05/15/2045 | | | | | 256,078 | | | | | | 0.1 | | |
| | | 11,644,540 (6) | | | | COMM 2012-CR3 XA, 1.883%, 10/15/2045 | | | | | 810,553 | | | | | | 0.2 | | |
| | | 994,561 (6) | | | | COMM 2012-CR4 XA, 1.794%, 10/15/2045 | | | | | 58,992 | | | | | | 0.0 | | |
| | | 7,432,267 | (1)(6) | | COMM 2012-LTRT XA, 0.995%, 10/05/2030 | | | | | 250,045 | | | | | | 0.1 | | | |
| | | 6,254,964 (6) | | | | COMM 2014-UBS3 XA, 1.294%, 06/10/2047 | | | | | 312,360 | | | | | | 0.1 | | |
| | | 7,177,394 (6) | | | | COMM 2016-COR1 XA, 1.478%, 10/10/2049 | | | | | 622,358 | | | | | | 0.1 | | |
| | | 2,853,901 (6) | | | | COMM 2016-CR28 XA, 0.541%, 02/10/2049 | | | | | 111,936 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 1,000,000 | | | | COMM 2017-COR2 C, 4.563%, 09/10/2050 | | | | $ | 1,008,854 | | | | | | 0.3 | | |
| | | 21,626,006 (6) | | | | COMM 2017-COR2 XA, 1.184%, 09/10/2050 | | | | | 1,865,632 | | | | | | 0.5 | | |
| | | 2,962,000 (1) | | | | Core Industrial Trust 2015-TEXW E, 3.849%, 02/10/2034 | | | | | 2,928,771 | | | | | | 0.8 | | |
| | | 8,288 (1) | | | | Credit Suisse First Boston Mortgage Securities Corp. 2004-C2 E, 5.736%, 05/15/2036 | | | | | 8,396 | | | | | | 0.0 | | |
| | | 13,168,701 (6) | | | | CSAIL 2017-CX9 XA Commercial Mortgage Trust, 0.902%, 09/15/2050 | | | | | 652,187 | | | | | | 0.2 | | |
| | | 3,170,000 (1) | | | | DBJPM 16-C3 F Mortgage Trust, 4.244%, 09/10/2049 | | | | | 2,162,000 | | | | | | 0.6 | | |
| | | 3,560,000 (1) | | | | DBJPM 16-C3 G Mortgage Trust, 4.244%, 09/10/2049 | | | | | 1,676,571 | | | | | | 0.4 | | |
| | | 6,668,045 (6) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K006 BX1, 5.374%, 02/25/2020 | | | | | 617,290 | | | | | | 0.2 | | |
| | | 13,450,000 (6) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K011 X3, 2.578%, 12/25/2043 | | | | | 824,617 | | | | | | 0.2 | | |
| | | 17,047,968 (6) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K014 X3, 3.206%, 02/25/2042 | | | | | 1,563,805 | | | | | | 0.4 | | |
| | | 23,882,837 (6) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K016 X1, 1.521%, 10/25/2021 | | | | | 1,038,930 | | | | | | 0.3 | | |
| | | 19,240,000 (6) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K016 X3, 2.578%, 11/25/2041 | | | | | 1,604,527 | | | | | | 0.4 | | |
| | | 10,470,000 (6) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K035 X3, 1.792%, 12/25/2041 | | | | | 870,996 | | | | | | 0.2 | | |
| | | 2,052,779 (6) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K704 X1, 1.973%, 08/25/2018 | | | | | 5,904 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 48,321,960 (6) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K709 X3, 1.701%, 04/25/2045 | | | | $ | 799,376 | | | | | | 0.2 | | |
| | | 8,937,711 (6) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K715 X3, 2.018%, 02/25/2041 | | | | | 504,030 | | | | | | 0.1 | | |
| | | 716,864 | (1)(6) | | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/2044 | | | | | 2,072 | | | | | | 0.0 | | | |
| | | 2,500,000 (1) | | | | FREMF Mortgage Trust 2012-K706 P, 4.428%, 11/25/2044 | | | | | 2,479,787 | | | | | | 0.7 | | |
| | | 203,197,429 | (1)(6) | | FREMF Mortgage Trust 2014-K714 X2B, 0.100%, 01/25/2047 | | | | | 460,262 | | | | | | 0.1 | | | |
| | | 1,010,000 (1) | | | | GS Mortgage Securities Trust 2016-GS4 D, 3.233%, 11/10/2049 | | | | | 830,984 | | | | | | 0.2 | | |
| | | 8,490,000 | (1)(6) | | JP Morgan Chase Commercial Mortgage Securities Corp. 2012- LC9 XB, 0.328%, 12/15/2047 | | | | | 122,653 | | | | | | 0.0 | | | |
| | | 140,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2004- CIBC9 E, 5.346%, 06/12/2041 | | | | | 139,927 | | | | | | 0.0 | | |
| | | 500,000 (1) | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 C, 5.541%, 07/15/2046 | | | | | 523,894 | | | | | | 0.1 | | |
| | | 5,971,745 (6) | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2012- CIBX XA, 1.653%, 06/15/2045 | | | | | 257,609 | | | | | | 0.1 | | |
| | | 1,000,000 (1) | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 E, 3.500%, 12/15/2047 | | | | | 772,032 | | | | | | 0.2 | | |
| | | 1,000,000 (1) | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 D, 4.053%, 01/15/2046 | | | | | 944,557 | | | | | | 0.3 | | |
| | | 1,740,000 (1) | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 F, 3.986%, 01/15/2046 | | | | | 1,331,006 | | | | | | 0.4 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 34,109,990 (6) | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 XA, 1.093%, 07/15/2047 | | | | $ | 1,242,439 | | | | | | 0.3 | | |
| | | 1,000,000 (1) | | | | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.081%, 11/15/2045 | | | | | 972,103 | | | | | | 0.3 | | |
| | | 486,024 (1) | | | | JPMBB Commercial Mortgage Securities Trust 2014-C24 ESK, 9.989%, 11/15/2047 | | | | | 481,409 | | | | | | 0.1 | | |
| | | 21,680,094 (6) | | | | JPMDB Commercial Mortgage Securities Trust 2017-C7 XA, 0.917%, 10/15/2050 | | | | | 1,421,306 | | | | | | 0.4 | | |
| | | 2,345 | | | | LB-UBS Commercial Mortgage Trust 2005- C3 D, 4.954%, 07/15/2040 | | | | | 2,354 | | | | | | 0.0 | | |
| | | 1,000,000 | | | | LB-UBS Commercial Mortgage Trust 2005- C3 F, 5.013%, 07/15/2040 | | | | | 981,215 | | | | | | 0.3 | | |
| | | 760,000 (1) | | | | LB-UBS Commercial Mortgage Trust 2005- C5 G, 5.350%, 09/15/2040 | | | | | 773,501 | | | | | | 0.2 | | |
| | | 25,108,764 | (1)(6) | | LCCM 2017-LC26 XA, 1.485%, 07/12/2050 | | | | | 2,471,908 | | | | | | 0.7 | | | |
| | | 2,352,405 | (1)(6) | | LSTAR Commercial Mortgage Trust 2017-5 X, 1.233%, 03/10/2050 | | | | | 114,688 | | | | | | 0.0 | | | |
| | | 990,960 (1) | | | | Merrill Lynch Mortgage Trust 2004-BPC1 E, 5.167%, 10/12/2041 | | | | | 993,218 | | | | | | 0.3 | | |
| | | 13,779,216 (6) | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 XA, 1.083%, 11/15/2046 | | | | | 587,055 | | | | | | 0.1 | | |
| | | 14,572,279 (6) | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.120%, 12/15/2047 | | | | | 654,256 | | | | | | 0.2 | | |
| | | 1,660,000 (1) | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 E, 4.891%, 04/15/2047 | | | | | 1,400,361 | | | | | | 0.4 | | |
| | | 1,000,000 | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 C, 4.462%, 02/15/2048 | | | | | 978,178 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 15,917,742 (6) | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 XA, 0.832%, 11/15/2052 | | | | $ | 940,161 | | | | | | 0.2 | | |
| | | 270,000 (1) | | | | Morgan Stanley Capital I Trust 2011-C1 D, 5.427%, 09/15/2047 | | | | | 281,202 | | | | | | 0.1 | | |
| | | 3,519,000 (1) | | | | PFP 2017-4 E Ltd., 6.627%, (US0001M + 4.850%), 07/14/2035 | | | | | 3,643,379 | | | | | | 1.0 | | |
| | | 1,000,000 (1) | | | | UBS Commercial Mortgage Trust 2017-C5, 4.322%, 11/15/2050 | | | | | 918,498 | | | | | | 0.2 | | |
| | | 226,304 (1) | | | | Velocity Commercial Capital Loan Trust 2014-1 A, 3.621%, (US0001M + 2.000%), 09/25/2044 | | | | | 226,304 | | | | | | 0.1 | | |
| | | 1,600,000 (1) | | | | Wells Fargo Commercial Mortgage Trust 2015-C30 E, 3.250%, 09/15/2058 | | | | | 1,026,112 | | | | | | 0.3 | | |
| | | 1,120,000 (1) | | | | Wells Fargo Commercial Mortgage Trust 2017-C40 D, 2.700%, 10/15/2050 | | | | | 833,863 | | | | | | 0.2 | | |
| | | 21,117,940 (6) | | | | Wells Fargo Commercial Mortgage Trust 2017-C40 XA, 0.998%, 10/15/2050 | | | | | 1,416,232 | | | | | | 0.4 | | |
| | | 2,500,000 (1) | | | | Wells Fargo Commercial Mortgage Trust 2018-BXI E, 3.933%, (US0001M + 2.157%), 12/15/2036 | | | | | 2,498,847 | | | | | | 0.6 | | |
| | | 1,060,000 | (1)(7)(8) | | Wells Fargo Re-REMIC Trust 2013-FRR1 B706, 0.000%, 12/27/2043 | | | | | 1,017,917 | | | | | | 0.3 | | | |
| | | 411,503 | (1)(6) | | WFRBS Commercial Mortgage Trust 2012- C8 XA, 1.849%, 08/15/2045 | | | | | 25,793 | | | | | | 0.0 | | | |
| | | 3,399,026 | (1)(6) | | WFRBS Commercial Mortgage Trust 2012- C9 XA, 1.910%, 11/15/2045 | | | | | 239,518 | | | | | | 0.1 | | | |
| | | 760,000 (1) | | | | WFRBS Commercial Mortgage Trust 2013- C11 F, 4.272%, 03/15/2045 | | | | | 583,258 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 1,200,000 (1) | | | | WFRBS Commercial Mortgage Trust 2013- C11 G, 4.272%, 03/15/2045 | | | | $ | 462,531 | | | | | | 0.1 | | |
| | | 6,018,702 | (1)(6) | | WFRBS Commercial Mortgage Trust 2013- C12 XA, 1.279%, 03/15/2048 | | | | | 291,117 | | | | | | 0.1 | | | |
| | | 929,877 | | | | Other Securities | | | | | 933,533 | | | | | | 0.2 | | |
| | | | | | | Total Commercial Mortgage-Backed Securities (Cost $71,823,585) | | | | | 71,817,549 | | | | | | 19.0 | | |
| | | | | | | Total Long-Term Investments (Cost $323,738,431) | | | | | 326,014,194 | | | | | | 86.3 | | |
| SHORT-TERM INVESTMENTS: 14.4% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(11): 0.8% | | ||||||||||||
| | | 169,609 | | | | Bank of Montreal, Repurchase Agreement dated 03/29/18, 1.76%, due 04/02/18 (Repurchase Amount $169,642, collateralized by various U.S. Government Securities, 0.000%-4.500%, Market Value plus accrued interest $173,001, due 04/26/18-09/09/49) | | | | | 169,609 | | | | | | 0.0 | | |
| | | 1,000,000 | | | | Daiwa Capital Markets, Repurchase Agreement dated 03/29/18, 1.81%, due 04/02/18 (Repurchase Amount $1,000,198, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 6.500%, Market Value plus accrued interest $1,020,000, due 04/30/18-12/01/51) | | | | | 1,000,000 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(11) (continued) | | ||||||||||||
| | | 1,000,000 | | | | Jefferies LLC, Repurchase Agreement dated 03/29/18, 1.84%, due 04/02/18 (Repurchase Amount $1,000,202, collateralized by various U.S. Government Agency Obligations, 2.500%- 6.000%, Market Value plus accrued interest $1,020,008, due 03/01/37-06/15/60) | | | | $ | 1,000,000 | | | | | | 0.3 | | |
| | | 1,000,000 | | | | Nomura Securities, Repurchase Agreement dated 03/29/18, 1.82%, due 04/02/18 (Repurchase Amount $1,000,199, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 7.500%, Market Value plus accrued interest $1,020,000, due 04/02/18-02/20/68) | | | | | 1,000,000 | | | | | | 0.3 | | |
| | | | | | | | | | | | 3,169,609 | | | | | | 0.8 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 13.6% | | ||||||||||||
| | | 51,373,486 (12) | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.550% (Cost $51,373,486) | | | | | 51,373,486 | | | | | | 13.6 | | |
| | | | | | | Total Short-Term Investments (Cost $54,543,095) | | | | | 54,543,095 | | | | | | 14.4 | | |
| | | | | | | Total Investments in Securities (Cost $378,281,526) | | | | $ | 380,557,289 | | | | | | 100.7 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (2,676,427) | | | | | | (0.7) | | |
| | | | | | | Net Assets | | | | $ | 377,880,862 | | | | | | 100.0 | | |
|
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at March 31, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Corporate Bonds/Notes | | | | $ | — | | | | | $ | 46,753,341 | | | | | $ | — | | | | | $ | 46,753,341 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 48,262,769 | | | | | | — | | | | | | 48,262,769 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 14,463,250 | | | | | | — | | | | | | 14,463,250 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 10,193 | | | | | | — | | | | | | 10,193 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 71,817,549 | | | | | | — | | | | | | 71,817,549 | | |
Bank Loans | | | | | — | | | | | | 56,114,982 | | | | | | — | | | | | | 56,114,982 | | |
Asset-Backed Securities | | | | | — | | | | | | 56,901,836 | | | | | | — | | | | | | 56,901,836 | | |
Foreign Government Bonds | | | | | — | | | | | | 31,690,274 | | | | | | — | | | | | | 31,690,274 | | |
Short-Term Investments | | | | | 51,373,486 | | | | | | 3,169,609 | | | | | | — | | | | | | 54,543,095 | | |
Total Investments, at fair value | | | | $ | 51,373,486 | | | | | $ | 329,183,803 | | | | | $ | — | | | | | $ | 380,557,289 | | |
|
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at March 31, 2018 | | ||||||||||||
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | | — | | | | | | 250,015 | | | | | | — | | | | | | 250,015 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 1,118,462 | | | | | | — | | | | | | 1,118,462 | | |
Forward premium swaptions | | | | | — | | | | | | 43,800 | | | | | | — | | | | | | 43,800 | | |
Futures | | | | | 233,657 | | | | | | — | | | | | | — | | | | | | 233,657 | | |
Total Assets | | | | $ | 51,607,143 | | | | | $ | 330,596,080 | | | | | $ | — | | | | | $ | 382,203,223 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (668,009) | | | | | $ | — | | | | | $ | (668,009) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (1,032,539) | | | | | | — | | | | | | (1,032,539) | | |
Futures | | | | | (1,049,196) | | | | | | — | | | | | | — | | | | | | (1,049,196) | | |
Total Liabilities | | | | $ | (1,049,196) | | | | | $ | (1,700,548) | | | | | $ | — | | | | | $ | (2,749,744) | | |
|
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
NOK 29,229,209 | | | USD 3,732,000 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | $ | (1,282) | | |
USD 1,211,000 | | | GBP 854,582 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | 11,156 | | |
CAD 4,663,795 | | | USD 3,622,000 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | (830) | | |
CAD 4,918,142 | | | USD 3,811,000 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | 7,656 | | |
USD 2,881,000 | | | AUD 3,683,193 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | 52,102 | | |
NOK 7,949,399 | | | USD 1,036,000 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | (21,365) | | |
NOK 3,018,550 | | | USD 392,000 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | (6,722) | | |
JPY 118,893,320 | | | USD 1,120,000 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | (1,439) | | |
USD 1,258,000 | | | GBP 893,079 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | 4,105 | | |
AUD 1,116,667 | | | USD 863,000 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | (5,338) | | |
NOK 3,023,947 | | | USD 384,000 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | 1,966 | | |
USD 2,183,000 | | | GBP 1,554,794 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | 49 | | |
USD 4,443,000 | | | EUR 3,603,040 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | 4,276 | | |
GBP 1,166,444 | | | USD 1,641,000 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | (3,297) | | |
NOK 22,924,135 | | | USD 2,961,000 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | (35,041) | | |
GBP 5,482,680 | | | USD 7,746,000 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | (48,245) | | |
AUD 728,838 | | | USD 565,000 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | (5,212) | | |
USD 1,028,000 | | | NOK 7,924,896 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | 16,493 | | |
USD 5,336,000 | | | EUR 4,342,768 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | (14,024) | | |
SEK 10,080,408 | | | USD 1,209,000 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | (260) | | |
USD 1,656,000 | | | GBP 1,180,552 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | (1,510) | | |
USD 2,059,000 | | | SEK 16,763,221 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | 48,925 | | |
JPY 114,898,359 | | | USD 1,082,000 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | (1,024) | | |
USD 910,000 | | | GBP 651,897 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | (5,273 | ) |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
USD 1,498,000 | | | EUR 1,213,606 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | 2,912 | | |
USD 1,491,000 | | | EUR 1,210,327 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | (48) | | |
SEK 8,809,056 | | | USD 1,073,000 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | (16,708) | | |
GBP 1,493,283 | | | USD 2,066,000 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | 30,589 | | |
JPY 183,567,997 | | | USD 1,747,147 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | (20,119) | | |
RUB 14,147,657 | | | USD 246,252 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | 144 | | |
GBP 2,447,749 | | | USD 3,377,535 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | 59,136 | | |
HUF 2,125,594 | | | USD 8,405 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | (24) | | |
SEK 8,781,259 | | | USD 1,066,517 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | (13,558) | | |
USD 6,000,146 | | | EUR 4,857,458 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | 16,056 | | |
USD 527,000 | | | GBP 376,430 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | (1,512) | | |
HUF 76,841,224 | | | USD 311,558 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | (8,547) | | |
USD 300,385 | | | HUF 77,039,598 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | (3,408) | | |
USD 11,977 | | | TRY 47,067 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | 108 | | |
ZAR 79,273 | | | USD 6,344 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | 336 | | |
USD 233,534 | | | RUB 13,439,277 | | | Barclays Bank PLC | | | | | 04/20/18 | | | | | | (525) | | |
USD 4,169,621 | | | CLP 2,511,779,988 | | | Barclays Bank PLC | | | | | 05/18/18 | | | | | | 10,134 | | |
USD 1,235,848 | | | CLP 741,014,631 | | | Barclays Bank PLC | | | | | 05/18/18 | | | | | | 8,734 | | |
COP 68,146 | | | USD 24 | | | Barclays Bank PLC | | | | | 05/18/18 | | | | | | 1 | | |
USD 1,189,106 | | | MXN 22,748,905 | | | Barclays Bank PLC | | | | | 05/18/18 | | | | | | (53,344) | | |
MXN 813,748 | | | USD 42,458 | | | Barclays Bank PLC | | | | | 05/18/18 | | | | | | 1,985 | | |
USD 1,145,651 | | | IDR 15,989,851,302 | | | Barclays Bank PLC | | | | | 07/13/18 | | | | | | (9,840) | | |
ARS 9,643,641 | | | USD 461,750 | | | BNP Paribas | | | | | 05/18/18 | | | | | | 6,009 | | |
USD 1,024,000 | | | NOK 7,893,100 | | | Citibank N.A. | | | | | 04/20/18 | | | | | | 16,551 | | |
NOK 8,183,257 | | | USD 1,063,000 | | | Citibank N.A. | | | | | 04/20/18 | | | | | | (18,517) | | |
USD 2,537,000 | | | NZD 3,462,103 | | | Citibank N.A. | | | | | 04/20/18 | | | | | | 35,041 | | |
USD 874,000 | | | CHF 828,455 | | | Citibank N.A. | | | | | 04/20/18 | | | | | | 6,205 | | |
EUR 3,654,599 | | | USD 4,536,000 | | | Citibank N.A. | | | | | 04/20/18 | | | | | | (33,759) | | |
USD 3,133,000 | | | NZD 4,271,201 | | | Citibank N.A. | | | | | 04/20/18 | | | | | | 46,330 | | |
EUR 1,984,329 | | | USD 2,467,000 | | | Citibank N.A. | | | | | 04/20/18 | | | | | | (22,428) | | |
USD 4,082,000 | | | NZD 5,595,532 | | | Citibank N.A. | | | | | 04/20/18 | | | | | | 38,274 | | |
EUR 3,662,813 | | | USD 4,534,000 | | | Citibank N.A. | | | | | 04/20/18 | | | | | | (21,639) | | |
GBP 754,091 | | | USD 1,051,000 | | | Citibank N.A. | | | | | 04/20/18 | | | | | | 7,754 | | |
USD 1,525,000 | | | AUD 1,935,843 | | | Citibank N.A. | | | | | 04/20/18 | | | | | | 38,165 | | |
AUD 3,409,880 | | | USD 2,675,000 | | | Citibank N.A. | | | | | 04/20/18 | | | | | | (56,022) | | |
USD 7,716 | | | HUF 1,942,556 | | | Citibank N.A. | | | | | 04/20/18 | | | | | | 56 | | |
USD 1,712,000 | | | EUR 1,386,115 | | | Citibank N.A. | | | | | 04/20/18 | | | | | | 4,392 | | |
NOK 18,346,151 | | | USD 2,364,000 | | | Citibank N.A. | | | | | 04/20/18 | | | | | | (22,359) | | |
USD 1,888,000 | | | GBP 1,360,315 | | | Citibank N.A. | | | | | 04/20/18 | | | | | | (21,900) | | |
USD 1,251,000 | | | AUD 1,608,285 | | | Citibank N.A. | | | | | 04/20/18 | | | | | | 15,747 | | |
JPY 106,730,214 | | | USD 1,015,000 | | | Citibank N.A. | | | | | 04/20/18 | | | | | | (10,871) | | |
USD 1,034,000 | | | EUR 830,493 | | | Citibank N.A. | | | | | 04/20/18 | | | | | | 10,883 | | |
USD 1,426,000 | | | NZD 1,957,119 | | | Citibank N.A. | | | | | 04/20/18 | | | | | | 11,648 | | |
USD 4,264 | | | PLN 14,562 | | | Citibank N.A. | | | | | 04/20/18 | | | | | | 9 | | |
USD 6,857,235 | | | RUB 397,394,609 | | | Citibank N.A. | | | | | 04/20/18 | | | | | | (63,791) | | |
USD 192,756 | | | TRY 744,747 | | | Citibank N.A. | | | | | 04/20/18 | | | | | | 4,951 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
USD 12,911 | | | ZAR 162,205 | | | Citibank N.A. | | | | | 04/20/18 | | | | | | (757) | | |
USD 2,582,213 | | | PEN 8,430,408 | | | Citibank N.A. | | | | | 05/18/18 | | | | | | (26,973) | | |
USD 21,244 | | | MXN 401,522 | | | Citibank N.A. | | | | | 05/18/18 | | | | | | (685) | | |
JPY 149,564,804 | | | USD 1,407,000 | | | Deutsche Bank AG | | | | | 04/20/18 | | | | | | 122 | | |
USD 6,679,000 | | | EUR 5,421,293 | | | Deutsche Bank AG | | | | | 04/20/18 | | | | | | 300 | | |
EUR 5,280,263 | | | USD 6,521,378 | | | Deutsche Bank AG | | | | | 04/20/18 | | | | | | (16,418) | | |
USD 373,000 | | | EUR 302,752 | | | Deutsche Bank AG | | | | | 04/20/18 | | | | | | 28 | | |
CAD 1,511,461 | | | USD 1,175,000 | | | Deutsche Bank AG | | | | | 04/20/18 | | | | | | (1,437) | | |
USD 1,383,000 | | | CHF 1,320,498 | | | Deutsche Bank AG | | | | | 04/20/18 | | | | | | (203) | | |
USD 1,980,000 | | | SEK 16,319,008 | | | Deutsche Bank AG | | | | | 04/20/18 | | | | | | 23,191 | | |
USD 2,424,000 | | | AUD 3,144,006 | | | Deutsche Bank AG | | | | | 04/20/18 | | | | | | 9,228 | | |
JPY 216,637,440 | | | USD 2,048,000 | | | Deutsche Bank AG | | | | | 04/20/18 | | | | | | (9,851) | | |
NZD 3,710,593 | | | USD 2,681,000 | | | Deutsche Bank AG | | | | | 04/20/18 | | | | | | 536 | | |
USD 1,194,000 | | | CHF 1,113,769 | | | Deutsche Bank AG | | | | | 04/20/18 | | | | | | 27,343 | | |
USD 2,919,000 | | | EUR 2,360,169 | | | Deutsche Bank AG | | | | | 04/20/18 | | | | | | 11,417 | | |
USD 1,285,000 | | | JPY 134,589,230 | | | Goldman Sachs International | | | | | 04/20/18 | | | | | | 18,770 | | |
CAD 4,727,340 | | | USD 3,673,000 | | | Goldman Sachs International | | | | | 04/20/18 | | | | | | (2,491) | | |
PLN 4,924 | | | USD 1,419 | | | HSBC Bank USA N.A. | | | | | 04/20/18 | | | | | | 20 | | |
USD 2,122,000 | | | AUD 2,748,831 | | | JPMorgan Chase Bank N.A. | | | | | 04/20/18 | | | | | | 10,744 | | |
USD 433,000 | | | CAD 555,993 | | | JPMorgan Chase Bank N.A. | | | | | 04/20/18 | | | | | | 1,303 | | |
CHF 1,022,347 | | | USD 1,078,000 | | | JPMorgan Chase Bank N.A. | | | | | 04/20/18 | | | | | | (7,106) | | |
USD 1,496,000 | | | AUD 1,898,070 | | | JPMorgan Chase Bank N.A. | | | | | 04/20/18 | | | | | | 38,176 | | |
CAD 3,011,193 | | | USD 2,305,000 | | | JPMorgan Chase Bank N.A. | | | | | 04/20/18 | | | | | | 33,019 | | |
CAD 695,628 | | | USD 533,000 | | | JPMorgan Chase Bank N.A. | | | | | 04/20/18 | | | | | | 7,115 | | |
AUD 2,682,531 | | | USD 2,063,000 | | | JPMorgan Chase Bank N.A. | | | | | 04/20/18 | | | | | | (2,667) | | |
USD 2,355,000 | | | EUR 1,901,349 | | | JPMorgan Chase Bank N.A. | | | | | 04/20/18 | | | | | | 12,654 | | |
CAD 2,221,898 | | | USD 1,698,000 | | | JPMorgan Chase Bank N.A. | | | | | 04/20/18 | | | | | | 27,177 | | |
CHF 946,097 | | | USD 996,000 | | | JPMorgan Chase Bank N.A. | | | | | 04/20/18 | | | | | | (4,977) | | |
JPY 182,464,270 | | | USD 1,723,000 | | | JPMorgan Chase Bank N.A. | | | | | 04/20/18 | | | | | | (6,356) | | |
AUD 1,921,977 | | | USD 1,499,000 | | | JPMorgan Chase Bank N.A. | | | | | 04/20/18 | | | | | | (22,814) | | |
CAD 1,007,571 | | | USD 772,000 | | | JPMorgan Chase Bank N.A. | | | | | 04/20/18 | | | | | | 10,322 | | |
USD 3,512,572 | | | CHF 3,276,307 | | | JPMorgan Chase Bank N.A. | | | | | 04/20/18 | | | | | | 80,688 | | |
USD 1,956,000 | | | CAD 2,530,893 | | | JPMorgan Chase Bank N.A. | | | | | 04/20/18 | | | | | | (9,094) | | |
USD 1,016,000 | | | CHF 962,497 | | | JPMorgan Chase Bank N.A. | | | | | 04/20/18 | | | | | | 7,798 | | |
USD 1,285,653 | | | RUB 73,462,515 | | | JPMorgan Chase Bank N.A. | | | | | 04/20/18 | | | | | | 6,230 | | |
USD 4,152,000 | | | NOK 32,510,861 | | | JPMorgan Chase Bank N.A. | | | | | 04/20/18 | | | | | | 2,423 | | |
USD 78,768 | | | RUB 4,466,539 | | | JPMorgan Chase Bank N.A. | | | | | 04/20/18 | | | | | | 978 | | |
TRY 1,790 | | | USD 465 | | | JPMorgan Chase Bank N.A. | | | | | 04/20/18 | | | | | | (14) | | |
CHF 587,061 | | | USD 620,000 | | | JPMorgan Chase Bank N.A. | | | | | 04/20/18 | | | | | | (5,061) | | |
AUD 7,217,114 | | | USD 5,603,000 | | | JPMorgan Chase Bank N.A. | | | | | 04/20/18 | | | | | | (59,853) | | |
USD 7,662,053 | | | CAD 9,863,267 | | | JPMorgan Chase Bank N.A. | | | | | 04/20/18 | | | | | | 3,790 | | |
USD 5,272,707 | | | NZD 7,287,853 | | | JPMorgan Chase Bank N.A. | | | | | 04/20/18 | | | | | | 5,991 | | |
USD 1,235,642 | | | CLP 741,014,631 | | | JPMorgan Chase Bank N.A. | | | | | 05/18/18 | | | | | | 8,528 | | |
USD 464,978 | | | ARS 9,643,641 | | | JPMorgan Chase Bank N.A. | | | | | 05/18/18 | | | | | | (2,781) | | |
USD 4,361,565 | | | BRL 14,316,401 | | | JPMorgan Chase Bank N.A. | | | | | 05/18/18 | | | | | | 41,223 | | |
NZD 7,979,872 | | | USD 5,766,000 | | | Morgan Stanley | | | | | 04/20/18 | | | | | | (5,627) | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
NZD 2,374,967 | | | USD 1,711,000 | | | Morgan Stanley | | | | | 04/20/18 | | | | | | 5,319 | | |
USD 4,142,000 | | | AUD 5,392,276 | | | Morgan Stanley | | | | | 04/20/18 | | | | | | 431 | | |
USD 1,245,000 | | | CHF 1,190,818 | | | Morgan Stanley | | | | | 04/20/18 | | | | | | (2,365) | | |
USD 919,000 | | | AUD 1,188,037 | | | Morgan Stanley | | | | | 04/20/18 | | | | | | 6,521 | | |
NOK 17,089,507 | | | USD 2,210,000 | | | Morgan Stanley | | | | | 04/20/18 | | | | | | (28,753) | | |
NZD 3,160,890 | | | USD 2,283,000 | | | Morgan Stanley | | | | | 04/20/18 | | | | | | 1,281 | | |
USD 376,000 | | | CHF 355,185 | | | Morgan Stanley | | | | | 04/20/18 | | | | | | 3,948 | | |
USD 1,101,000 | | | GBP 777,300 | | | Morgan Stanley | | | | | 04/20/18 | | | | | | 9,661 | | |
JPY 73,264,732 | | | USD 695,000 | | | Morgan Stanley | | | | | 04/20/18 | | | | | | (5,717) | | |
NZD 4,139,180 | | | USD 2,986,000 | | | Morgan Stanley | | | | | 04/20/18 | | | | | | 5,263 | | |
CHF 2,655,522 | | | USD 2,799,000 | | | Morgan Stanley | | | | | 04/20/18 | | | | | | (17,378) | | |
NZD 2,457,272 | | | USD 1,767,000 | | | Morgan Stanley | | | | | 04/20/18 | | | | | | 8,798 | | |
USD 450,000 | | | SEK 3,683,090 | | | Morgan Stanley | | | | | 04/20/18 | | | | | | 8,361 | | |
USD 4,463,000 | | | EUR 3,616,267 | | | Morgan Stanley | | | | | 04/20/18 | | | | | | 7,981 | | |
USD 1,680,000 | | | CAD 2,169,787 | | | Morgan Stanley | | | | | 04/20/18 | | | | | | (4,716) | | |
AUD 4,212,988 | | | USD 3,262,167 | | | Morgan Stanley | | | | | 04/20/18 | | | | | | (26,357) | | |
USD 977,000 | | | NOK 7,536,787 | | | Morgan Stanley | | | | | 04/20/18 | | | | | | 15,030 | | |
NZD 3,040,339 | | | USD 2,206,000 | | | Morgan Stanley | | | | | 04/20/18 | | | | | | (8,837) | | |
USD 1,209,000 | | | SEK 9,904,930 | | | Morgan Stanley | | | | | 04/20/18 | | | | | | 21,302 | | |
USD 1,321,000 | | | SEK 10,787,595 | | | Morgan Stanley | | | | | 04/20/18 | | | | | | 27,462 | | |
NOK 8,094,239 | | | USD 1,050,000 | | | Morgan Stanley | | | | | 04/20/18 | | | | | | (16,879) | | |
GBP 522,858 | | | USD 732,000 | | | Morgan Stanley | | | | | 04/20/18 | | | | | | 2,100 | | |
CAD 4,028,449 | | | USD 3,139,000 | | | Morgan Stanley | | | | | 04/20/18 | | | | | | (11,140) | | |
NZD 959,136 | | | USD 696,000 | | | Morgan Stanley | | | | | 04/20/18 | | | | | | (2,861) | | |
NZD 1,899,167 | | | USD 1,372,000 | | | Morgan Stanley | | | | | 04/20/18 | | | | | | 472 | | |
EUR 5,588,729 | | | USD 6,903,000 | | | Morgan Stanley | | | | | 04/20/18 | | | | | | (18,029) | | |
NOK 12,186,728 | | | USD 1,560,590 | | | Morgan Stanley | | | | | 04/20/18 | | | | | | (5,117) | | |
USD 6,000,000 | | | GBP 4,343,460 | | | Morgan Stanley | | | | | 04/20/18 | | | | | | (98,275) | | |
USD 11,349,000 | | | EUR 9,174,139 | | | Morgan Stanley | | | | | 04/20/18 | | | | | | 47,024 | | |
USD 2,660,000 | | | JPY 283,449,813 | | | Morgan Stanley | | | | | 04/20/18 | | | | | | (6,727) | | |
SEK 9,788,919 | | | USD 1,190,000 | | | Morgan Stanley | | | | | 04/20/18 | | | | | | (16,213) | | |
USD 141,928 | | | BRL 465,283 | | | Morgan Stanley | | | | | 05/18/18 | | | | | | 1,517 | | |
USD 1,734,748 | | | BRL 5,661,595 | | | Standard Chartered Bank | | | | | 05/18/18 | | | | | | 26,217 | | |
NOK 15,620,682 | | | USD 2,022,000 | | | The Bank of New York Mellon | | | | | 04/20/18 | | | | | | (28,229) | | |
USD 1,248,000 | | | CHF 1,180,176 | | | The Bank of New York Mellon | | | | | 04/20/18 | | | | | | 11,782 | | |
| | | | | | | | | | | | | | | | $ | 85,923 | | |
|
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 2-Year Note | | | | | 440 | | | | | | 06/29/18 | | | | | $ | 93,548,126 | | | | | $ | 316 | | |
U.S. Treasury 5-Year Note | | | | | 189 | | | | | | 06/29/18 | | | | | | 21,633,117 | | | | | | 58,512 | | |
U.S. Treasury Ultra Long Bond | | | | | 31 | | | | | | 06/20/18 | | | | | | 4,974,531 | | | | | | 174,829 | | |
| | | | | | | | | | | | | | | | $ | 120,155,774 | | | | | $ | 233,657 | | |
Short Contracts | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | | | (411) | | | | | | 06/20/18 | | | | | | (49,788,797) | | | | | | (409,376) | | |
U.S. Treasury Long Bond | | | | | (17) | | | | | | 06/20/18 | | | | | | (2,492,625) | | | | | | (60,728) | | |
U.S. Treasury Ultra 10-Year Note | | | | | (313) | | | | | | 06/20/18 | | | | | | (40,645,984) | | | | | | (579,092) | | |
| | | | | | | | | | | | | | | | $ | (92,927,406) | | | | | $ | (1,049,196) | | |
|
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/ Receive Financing Rate (%)(2) | | | Termination Date | | | Notional Amount(3) | | | Fair Value(4) | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
iTraxx Europe Crossover Index, Series 29, Version 1 | | | Buy | | | | | (5.000) | | | | | | 06/20/23 | | | | EUR 16,790,000 | | | | $ | (2,096,090) | | | | | $ | (90,025) | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (2,096,090) | | | | | $ | (90,025) | | |
|
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/ Receive Financing Rate (%)(2) | | | Termination Date | | | Notional Amount(3) | | | Fair Value(4) | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
The Goldman Sachs Group, Inc. | | | Buy | | | | | (1.000) | | | | | | 06/20/23 | | | | USD 3,500,000 | | | | | (54,597) | | | | | | (3,340) | | |
| | | | | | | | | | | | | | | | | | | | | | | (54,597) | | | | | $ | (3,340) | | |
|
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/ Receive Financing Rate (%)(6) | | | Termination Date | | | Notional Amount(3) | | | Fair Value(4) | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
CDX North American High Yield Index, Series 30, Version 1 | | | Sell | | | | | 5.000 | | | | | | 06/20/23 | | | | USD 57,619,000 | | | | | 3,476,039 | | | | | | 233,281 | | |
| | | | | | | | | | | | | | | | | | | | | | | 3,476,039 | | | | | $ | 233,281 | | |
|
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/ Receive Financing Rate (%)(6) | | | Termination Date | | | Implied Credit Spread at 03/31/18 (%)(7) | | | Notional Amount(3) | | | Fair Value(4) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
American International Group, Inc. | | | Sell | | | | | 1.000 | | | | | | 06/20/23 | | | | | | 0.831 | | | | USD 3,500,000 | | | | $ | 28,367 | | | | | $ | — | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | 28,367 | | | | | $ | — | | |
|
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
Pay/Receive Floating Rate | | | Floating Rate Index | | | Floating Rate Index Payment Frequency | | | Fixed Rate | | | Fixed Rate Payment Frequency | | | Maturity Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||||
Pay | | | 6-month PLZ-WIBOR | | | | | Semi-Annual | | | | | | 2.765% | | | | Annual | | | | | 06/01/27 | | | | | | PLN6,000,000 | | | | | $ | (4,494) | | | | | $ | (3,256) | | |
Pay | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 2.026 | | | | Semi-Annual | | | | | 03/12/22 | | | | | | USD258,000 | | | | | | (6,412) | | | | | | (6,412) | | |
Pay | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 2.246 | | | | Semi-Annual | | | | | 03/12/25 | | | | | | USD49,000 | | | | | | (1,586) | | | | | | (1,586) | | |
Pay | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 2.238 | | | | Semi-Annual | | | | | 03/09/26 | | | | | | USD 20,892,000 | | | | | | (563,390) | | | | | | (563,390) | | |
Receive | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 1.923 | | | | Semi-Annual | | | | | 03/20/22 | | | | | | USD575,000 | | | | | | 16,734 | | | | | | 16,734 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (559,148) | | | | | $ | (557,910) | | |
|
Description | | | Counterparty | | | Exercise Rate | | | Pay/ Receive Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Premium receivable/ (payable) at expiration | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Call on 5-year Interest Rate Swap (Purchased) | | | Bank of America N.A. | | | | | 0.000% | | | | Receive | | | 3-month USD-LIBOR | | | | | 02/20/19 | | | | USD 14,110,000 | | | | $ | (751,357) | | | | | $ | 18,539 | | |
Call on 5-year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 0.000% | | | | Receive | | | 3-month USD-LIBOR | | | | | 02/13/19 | | | | USD 14,110,000 | | | | | (764,762) | | | | | | 8,785 | | |
Call on 5-year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 0.000% | | | | Receive | | | 3-month USD-LIBOR | | | | | 03/06/19 | | | | USD 14,110,000 | | | | | (755,943) | | | | | | 16,476 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (2,272,062) | | | | | $ | 43,800 | | |
|
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | $ | 1,118,462 | | |
Interest rate contracts | | | Unrealized appreciation on forward premium swaptions | | | | | 43,800 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | | 233,657 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 16,734 | | |
Credit contracts | | | Net Assets — Unrealized appreciation** | | | | | 233,281 | | |
Total Asset Derivatives | | | | | | | $ | 1,645,934 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 1,032,539 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | | 1,049,196 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 574,644 | | |
Credit contracts | | | Net Assets — Unrealized depreciation** | | | | | 93,365 | | |
Total Liability Derivatives | | | | | | | $ | 2,749,744 | | |
|
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | (9,800) | | | | | $ | — | | | | | $ | — | | | | | $ | 758,470 | | | | | $ | — | | | | | $ | 748,670 | | |
Equity contracts | | | | | — | | | | | | — | | | | | | 169,169 | | | | | | — | | | | | | — | | | | | | 169,169 | | |
Foreign exchange contracts | | | | | — | | | | | | (226,184) | | | | | | — | | | | | | — | | | | | | — | | | | | | (226,184) | | |
Interest rate contracts | | | | | (55,900) | | | | | | — | | | | | | 910,089 | | | | | | (48,723) | | | | | | 39,074 | | | | | | 844,540 | | |
Total | | | | $ | (65,700) | | | | | $ | (226,184) | | | | | $ | 1,079,258 | | | | | $ | 709,747 | | | | | $ | 39,074 | | | | | $ | 1,536,195 | | |
|
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (287,066) | | | | | $ | — | | | | | $ | (287,066) | | |
Foreign exchange contracts | | | | | — | | | | | | 214,066 | | | | | | — | | | | | | — | | | | | | — | | | | | | 214,066 | | |
Interest rate contracts | | | | | 87,159 | | | | | | — | | | | | | (604,346) | | | | | | (121,578) | | | | | | (35,313) | | | | | | (674,078) | | |
Total | | | | $ | 87,159 | | | | | $ | 214,066 | | | | | $ | (604,346) | | | | | $ | (408,644) | | | | | $ | (35,313) | | | | | $ | (747,078) | | |
|
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2018 (continued) |
| | | Barclays Bank PLC | | | Bank of America N.A. | | | BNP Paribas | | | Citibank N.A. | | | Deutsche Bank AG | | | Goldman Sachs International | | | HSBC Bank USA N.A. | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley Capital Services LLC | | | Morgan Stanley | | | Standard Chartered Bank | | | The Bank of New York Mellon | | | Totals | | |||||||||||||||||||||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward premium swaptions | | | | $ | — | | | | | $ | 18,539 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 25,261 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 43,800 | | |
Forward foreign currency contracts | | | | | 276,863 | | | | | | — | | | | | | 6,009 | | | | | | 236,006 | | | | | | 72,165 | | | | | | 18,770 | | | | | | 20 | | | | | | 298,159 | | | | | | — | | | | | | 172,471 | | | | | | 26,217 | | | | | | 11,782 | | | | | | 1,118,462 | | |
Total Assets | | | | $ | 276,863 | | | | | $ | 18,539 | | | | | $ | 6,009 | | | | | $ | 236,006 | | | | | $ | 72,165 | | | | | $ | 18,770 | | | | | $ | 20 | | | | | $ | 298,159 | | | | | $ | 25,261 | | | | | $ | 172,471 | | | | | $ | 26,217 | | | | | $ | 11,782 | | | | | $ | 1,162,262 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 278,495 | | | | | $ | — | | | | | $ | — | | | | | $ | 299,701 | | | | | $ | 27,909 | | | | | $ | 2,491 | | | | | $ | — | | | | | $ | 120,723 | | | | | $ | — | | | | | $ | 274,991 | | | | | $ | — | | | | | $ | 28,229 | | | | | $ | 1,032,539 | | |
Total Liabilities | | | | $ | 278,495 | | | | | $ | — | | | | | $ | — | | | | | $ | 299,701 | | | | | $ | 27,909 | | | | | $ | 2,491 | | | | | $ | — | | | | | $ | 120,723 | | | | | $ | — | | | | | $ | 274,991 | | | | | $ | — | | | | | $ | 28,229 | | | | | $ | 1,032,539 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (1,632) | | | | | $ | 18,539 | | | | | $ | 6,009 | | | | | $ | (63,695) | | | | | $ | 44,256 | | | | | $ | 16,279 | | | | | $ | 20 | | | | | $ | 177,436 | | | | | $ | 25,261 | | | | | $ | (102,520) | | | | | $ | 26,217 | | | | | $ | (16,447) | | | | | $ | 129,723 | | |
Total collateral pledged by the Fund/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | (1,632) | | | | | $ | 18,539 | | | | | $ | 6,009 | | | | | $ | (63,695) | | | | | $ | 44,256 | | | | | $ | 16,279 | | | | | $ | 20 | | | | | $ | 177,436 | | | | | $ | 25,261 | | | | | $ | (102,520) | | | | | $ | 26,217 | | | | | $ | (16,447) | | | | | $ | 129,723 | | |
|
| Cost for federal income tax purposes was $379,565,252. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 6,186,638 | | |
| Gross Unrealized Depreciation | | | | | (4,598,719) | | |
| Net Unrealized Appreciation | | | | $ | 1,587,919 | | |
|
Fund Name | | | Type | | | Per Share Amount | | |||
Voya GNMA Income Fund | | |||||||||
Class A | | | NII | | | | $ | 0.1790 | | |
Class C | | | NII | | | | $ | 0.1152 | | |
Class I | | | NII | | | | $ | 0.2036 | | |
Class W | | | NII | | | | $ | 0.2006 | | |
All Classes | | | ROC | | | | $ | 0.0189 | | |
Voya High Yield Bond Fund | | |||||||||
Class A | | | NII | | | | $ | 0.4261 | | |
Class C | | | NII | | | | $ | 0.3649 | | |
Class I | | | NII | | | | $ | 0.4538 | | |
Class P | | | NII | | | | $ | 0.5041 | | |
Class R | | | NII | | | | $ | 0.4060 | | |
Class R6 | | | NII | | | | $ | 0.4518 | | |
Class W | | | NII | | | | $ | 0.4470 | | |
Voya Intermediate Bond Fund | | |||||||||
Class A | | | NII | | | | $ | 0.2867 | | |
Class C | | | NII | | | | $ | 0.2105 | | |
Class I | | | NII | | | | $ | 0.3207 | | |
Fund Name | | | Type | | | Per Share Amount | | |||
Class O | | | NII | | | | $ | 0.2866 | | |
Class R | | | NII | | | | $ | 0.2617 | | |
Class R6 | | | NII | | | | $ | 0.3216 | | |
Class W | | | NII | | | | $ | 0.3115 | | |
Voya Short Term Bond Fund | | |||||||||
Class A | | | NII | | | | $ | 0.1551 | | |
Class C | | | NII | | | | $ | 0.0814 | | |
Class I | | | NII | | | | $ | 0.1846 | | |
Class R | | | NII | | | | $ | 0.1301 | | |
Class R6 | | | NII | | | | $ | 0.1875 | | |
Class W | | | NII | | | | $ | 0.1798 | | |
Voya Strategic Income Opportunities Fund | | |||||||||
Class A | | | NII | | | | $ | 0.3615 | | |
Class C | | | NII | | | | $ | 0.2806 | | |
Class I | | | NII | | | | $ | 0.4094 | | |
Class R | | | NII | | | | $ | 0.3333 | | |
Class R6 | | | NII | | | | $ | 0.4118 | | |
Class W | | | NII | | | | $ | 0.3857 | | |
| Voya GNMA Income Fund | | | | | 100.00% | | |
| Voya High Yield Bond Fund | | | | | 98.87% | | |
| Voya Intermediate Bond Fund | | | | | 98.33% | | |
| Voya Short Term Bond Fund | | | | | 99.04% | | |
| Voya Strategic Income Opportunities Fund | | | | | 92.48% | | |
Name, Address and Age | | | Position(s) Held with the Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | | | Number of funds in Fund Complex Overseen by Trustee(2) | | | Other Board Positions Held by Trustee | |
Independent Trustees: | | |||||||||||||||
Colleen D. Baldwin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 57 | | | Trustee | | | November 2007 – Present | | | President, Glantuam Partners, LLC, a business consulting firm (January 2009 – Present). | | | 151 | | | DSM/Dentaquest, Boston, MA (February 2014 – Present). | |
John V. Boyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 64 | | | Chairperson Trustee | | | January 2014 – Present January 2005 – Present | | | President and Chief Executive Officer, Bechtler Arts Foundation, an arts and education foundation (January 2008 – Present). | | | 151 | | | None. | |
Patricia W. Chadwick 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 69 | | | Trustee | | | January 2006 – Present | | | Consultant and President, Ravengate Partners LLC, a consulting firm that provides advice regarding financial markets and the global economy (January 2000 – Present). | | | 151 | | | Wisconsin Energy Corporation (June 2006 – Present); The Royce Funds (23 funds) (December 2009 – Present); and AMICA Mutual Insurance Company (1992 – Present). | |
Martin J. Gavin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, AZ 85258 Age: 68 | | | Trustee | | | August 2015 – Present | | | Retired. Formerly, President and Chief Executive Officer, Connecticut Children’s Medical Center (May 2006 – November 2015). | | | 151 | | | None. | |
Russell H. Jones 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 74 | | | Trustee | | | May 2013 – Present | | | Retired. | | | 151 | | | None. | |
Patrick W. Kenny 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 75 | | | Trustee | | | January 2005 – Present | | | Retired. | | | 151 | | | Assured Guaranty Ltd. (April 2004 – Present). | |
Joseph E. Obermeyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 60 | | | Trustee | | | May 2013 – Present | | | President, Obermeyer & Associates, Inc., a provider of financial and economic consulting services (November 1999 – Present). | | | 151 | | | None. | |
Sheryl K. Pressler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 67 | | | Trustee | | | January 2006 – Present | | | Consultant (May 2001 – Present). | | | 151 | | | None. | |
Name, Address and Age | | | Position(s) Held with the Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | | | Number of funds in Fund Complex Overseen by Trustee(2) | | | Other Board Positions Held by Trustee | |
Christopher P. Sullivan 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 64 | | | Trustee | | | October 2015 – Present | | | Retired. | | | 151 | | | None. | |
Roger B. Vincent 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 72 | | | Trustee | | | February 2002 – Present | | | Retired. | | | 151 | | | None. | |
Trustee who is an “interested person”: | | |||||||||||||||
Shaun P. Mathews(3) 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 62 | | | Trustee | | | November 2007 – Present | | | Senior Managing Director, Head of the Client Group, Voya Investment Management (March 2009 – Present). President and Chief Executive Officer, Voya Investments, LLC (December 2006 – March 2018). | | | 151 | | | Voya Investments Distributor, LLC (December 2005 – Present). | |
Name, Address and Age | | | Position(s) Held With the Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
Michael Bell One Orange Way Windsor, Connecticut 06095 Age: 49 | | | Chief Executive Officer | | | March 2018 – Present | | | Chief Executive Officer and Director, Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018 – Present); Senior Vice President and Treasurer, Voya Investments Distributor, LLC (November 2015 – Present); Chief Financial Officer, Voya Investment Management (September 2014 – Present). Formerly, Senior Vice President, Chief Financial Officer and Treasurer, Voya Investments, LLC (November 2015 – March 2018); Chief Financial Officer and Chief Accounting Officer, Hartford Investment Management (September 2003 – September 2014). | |
Dina Santoro 230 Park Avenue New York, New York 10169 Age: 45 | | | President | | | March 2018 – Present | | | President and Director, Voya Investments, LLC and Voya Capital, LLC (March 2018 – Present); Director, Voya Funds Services, LLC (March 2018 – Present); Director and Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Managing Director, Head of Product and Marketing Strategy, Voya Investment Management (September 2017 – Present). Formerly, Managing Director, Quantitative Management Associates, LLC (January 2004 – August 2017). | |
Stanley D. Vyner 230 Park Avenue New York, New York 10169 Age: 68 | | | Executive Vice President Chief Investment Risk Officer | | | October 2000 – Present September 2009 – Present | | | Executive Vice President, Voya Investments, LLC (July 2000 – Present) and Chief Investment Risk Officer, Voya Investments, LLC (January 2003 – Present). | |
James M. Fink 5780 Powers Ferry Road NW Atlanta, Georgia 30327 Age: 60 | | | Executive Vice President | | | March 2018 – Present | | | Managing Director, Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018 – Present); Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Chief Administrative Officer, Voya Investment Management (September 2017 – Present). Formerly, Managing Director, Operations, Voya Investment Management (March 1999 – September 2017). | |
Kevin M. Gleason 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 51 | | | Chief Compliance Officer | | | February 2012 – Present | | | Senior Vice President, Voya Investment Management and Chief Compliance Officer, Voya Family of Funds (February 2012 – Present). | |
Todd Modic 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 50 | | | Senior Vice President, Chief/Principal Financial Officer and Assistant Secretary | | | March 2005 – Present | | | President, Voya Funds Services, LLC (March 2018 – Present) and Senior Vice President, Voya Investments, LLC (April 2005 – Present). | |
Kimberly A. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 53 | | | Senior Vice President | | | November 2003 – Present | | | Senior Vice President, Voya Investments, LLC (September 2003 – Present). | |
Robert Terris 5780 Powers Ferry Road NW Atlanta, Georgia 30327 Age: 47 | | | Senior Vice President | | | May 2006 – Present | | | Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Senior Vice President, Head of Division Operations, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (March 2006 – Present). | |
Fred Bedoya 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 45 | | | Vice President and Treasurer | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2012 – Present). | |
Name, Address and Age | | | Position(s) Held With the Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
Maria M. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 60 | | | Vice President | | | September 2004 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (September 2004 – Present). | |
Lauren D. Bensinger 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 64 | | | Vice President | | | February 2003 – Present | | | Vice President, Voya Funds Services, LLC (February 1996 – Present) and Voya Investments, LLC (October 2004 – Present); Vice President and Anti-Money Laundering Officer, Voya Investments Distributor, LLC (April 2010 – Present). Anti-Money Laundering Compliance Officer, Voya Financial, Inc. (January 2013 – Present); and Anti-Money Laundering Officer, Voya Investment Management Trust Co. (October 2012 – Present). | |
Sara M. Donaldson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 58 | | | Vice President | | | September 2014 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present). Formerly, Vice President, Voya Funds Services, LLC (April 2014 – October 2015). Formerly, Director, Compliance, AXA Rosenberg Global Services, LLC (September 1997 – March 2014). | |
Micheline S. Faver 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 40 | | | Vice President | | | September 2016 – Present | | | Vice President, Head of Fund Compliance and Chief Compliance Officer, Voya Investments, LLC (June 2016 – Present); Formerly, Vice President, Mutual Fund Compliance (March 2014 – June 2016); Assistant Vice President, Mutual Fund Compliance (May 2013 – March 2014); Assistant Vice President, Senior Project Manager (May 2008 – May 2013). | |
Robyn L. Ichilov 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 50 | | | Vice President | | | October 2000 – Present | | | Vice President, Voya Funds Services, LLC (November 1995 – Present) and Voya Investments, LLC (August 1997 – Present). | |
Jason Kadavy 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 42 | | | Vice President | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2007 – Present). | |
Andrew K. Schlueter 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 42 | | | Vice President | | | March 2018 – Present | | | Vice President, Voya Investments, LLC and Voya Funds Services, LLC (March 2018 – Present); Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Vice President, Head of Mutual Fund Operations, Voya Investment Management (February 2018 – Present). Formerly, Vice President, Voya Investment Management (March 2014 – February 2018); Assistant Vice President, Voya Investment Management (March 2011 – March 2014). | |
Kimberly K. Springer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 61 | | | Vice President | | | March 2006 – Present | | | Vice President – Mutual Fund Product Development, Voya Investments, LLC (July 2012 – Present); Vice President, Voya Family of Funds (March 2010 – Present) and Vice President, Voya Funds Services, LLC (March 2006 – Present). | |
Craig Wheeler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 49 | | | Vice President | | | May 2013 – Present | | | Vice President – Director of Tax, Voya Investments, LLC (October 2015 – Present). Formerly, Vice President – Director of Tax, Voya Funds Services, LLC (March 2013 – October 2015). Formerly, Assistant Vice President – Director of Tax, Voya Funds Services, LLC (March 2008 – February 2013). | |
Name, Address and Age | | | Position(s) Held With the Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
Huey P. Falgout, Jr. 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 54 | | | Secretary | | | August 2003 – Present | | | Senior Vice President and Chief Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
Paul A. Caldarelli 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 66 | | | Assistant Secretary | | | June 2010 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
Theresa K. Kelety 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 55 | | | Assistant Secretary | | | August 2003 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
KPMG LLP
Two Financial Center
60 South Street
Boston, Massachusetts 02111
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
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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 |
President’s Letter | 1 | |
Market Perspective | 2 | |
Portfolio Managers’ Report | 4 | |
Shareholder Expense Example | 7 | |
Report of Independent Registered Public Accounting Firm | 8 | |
Statement of Assets and Liabilities | 9 | |
Statement of Operations | 11 | |
Statements of Changes in Net Assets | 12 | |
Financial Highlights | 13 | |
Notes to Financial Statements | 14 | |
Portfolio of Investments | 21 | |
Tax Information | 40 | |
Trustee and Officer Information | 41 | |
Advisory and Sub-Advisory Contract Approval Discussion | 45 |
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PROXY VOTING INFORMATION
A description of the policies and procedures that the Fund uses to determine how to vote proxies related to portfolio securities is available: (1) without charge, upon request, by calling Shareholder Services toll-free at (800) 992-0180; (2) on the Fund’s website at www.voyainvestments.com; and (3) on the U.S. Securities and Exchange Commission’s (“SEC’s”) website at www.sec.gov. Information regarding how the Fund voted proxies related to portfolio securities during the most recent 12-month period ended June 30 is available without charge on the Fund’s website at www.voyainvestments.com and on the SEC’s website at www.sec.gov.
QUARTERLY PORTFOLIO HOLDINGS
The Fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. The Fund’s Forms N-Q are available on the SEC’s website at www.sec.gov. The Fund’s Forms N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C., and information on the operation of the Public Reference Room may be obtained by calling (800) SEC-0330. The Fund’s Forms N-Q, as well as a complete portfolio of investments, are available without charge upon request from the Fund by calling Shareholder Services toll-free at (800) 992-0180.
President
Voya Family of Funds
April 27, 2018
The views expressed in the President’s Letter reflect those of the President as of the date of the letter. Any such views are subject to change at any time based upon market or other conditions and the Voya mutual funds disclaim any responsibility to update such views. These views may not be relied on as investment advice and, because investment decisions for a Voya mutual fund are based on numerous factors, may not be relied on as an indication of investment intent on behalf of any Voya mutual fund. Reference to specific company securities should not be construed as recommendations or investment advice.
Index | Description | |||
---|---|---|---|---|
Bloomberg Barclays High Yield Bond — 2% Issuer Constrained Composite Index | An index that includes all fixed income securities having a maximum quality rating of Ba1, a minimum amount outstanding of $150 million, and at least one year to maturity. | |||
Bloomberg Barclays U.S. Aggregate Bond Index | An index of publicly issued investment grade U.S. Government, mortgage-backed, asset-backed and corporate debt securities. | |||
Bloomberg Barclays U.S. Corporate Investment Grade Bond Index | An index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | |||
Bloomberg Barclays U.S. Treasury Bond Index | A market capitalization-weighted index that measures the performance of public obligations of the U.S. Treasury that have a remaining maturity of one year or more. | |||
MSCI Europe ex UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. | |||
MSCI Japan® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. | |||
MSCI UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. | |||
MSCI World IndexSM | An unmanaged index that measures the performance of over 1,400 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | |||
S&P 500® Index | An unmanaged index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. | |||
The S&P/LSTA Leveraged Loan Index | An unmanaged total return index that captures accrued interest, repayments, and market value changes. It represents a broad cross section of leveraged loans syndicated in the United States, including dollar-denominated loans to overseas issuers. Standard & Poor’s (“S&P”) and the Loan Syndications and Trading Association (“LSTA”) conceived the index to establish a performance benchmark for the syndicated leveraged loan industry. |
VOYA FLOATING RATE FUND | PORTFOLIO MANAGERS’ REPORT |
Ratings Distribution as of March 31, 2018 | |||||||
Ba | 31.87 | % | |||||
B | 64.51 | % | |||||
Caa and below | 3.06 | % | |||||
Not rated* | 0.56 | % | |||||
Bond 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 Moody’s Investors Service, Inc. Ratings distribution is based on Moody’s senior secured facility ratings. Moody’s ratings classification methodology: Aaa rating denotes the least credit risk; C rating denotes the greatest credit risk. Loans rated below Baa by Moody’s are considered to be below investment grade. When a bond is not rated by Moody’s it is designated as “Not Rated”. Ratings can change from time to time, and current ratings may not fully reflect the actual credit condition or risks posed by a loan. | |||||||
* Not rated includes loans to non-U.S. borrowers (which are typically unrated) and loans for which the rating has been withdrawn. |
TOP TEN LOAN ISSUERS AS OF MARCH 31, 2018 AS A PERCENTAGE OF: | ||||||
TOTAL ASSETS | NET ASSETS | |||||
Asurion LLC | 0.9 | % | 1.0 | % | ||
Reynolds Group Holdings Inc. | 0.7 | % | 0.8 | % | ||
Sedgwick Inc. | 0.7 | % | 0.8 | % | ||
BMC Software Finance, Inc. | 0.7 | % | 0.8 | % | ||
Scientific Games International, Inc. 2018 Term Loan | 0.7 | % | 0.7 | % | ||
Gates Global LLC / Gates Global Co. | 0.7 | % | 0.7 | % | ||
Grifols Worldwide Operations | 0.7 | % | 0.7 | % | ||
Misys (Finastra) | 0.7 | % | 0.7 | % | ||
Dell International LLC | 0.6 | % | 0.7 | % | ||
Sinclair Broadcast Group Inc. | 0.6 | % | 0.7 | % | ||
VOYA FLOATING RATE FUND | PORTFOLIO MANAGERS’ REPORT |
Jeffrey A. Bakalar Managing Director Voya Investment Management Co. LLC | Daniel A. Norman Managing Director Voya Investment Management Co. LLC | |||||
Voya Floating Rate Fund April 30, 2018 |
VOYA FLOATING RATE FUND | PORTFOLIO MANAGERS’ REPORT |
Average Annual Total Returns for the Periods Ended March 31, 2018 | ||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 Year | 5 Year | Since Inception of Class A, C, I, R and W August 17, 2010 | Since Inception of Class P June 14, 2013 | |||||||||||||||||
Including Sales Charge: | ||||||||||||||||||||
Class A(1) | 0.55 | % | 2.54 | % | 3.69 | % | — | |||||||||||||
Class C(2) | 1.43 | % | 2.31 | % | 3.28 | % | — | |||||||||||||
Class I | 3.46 | % | 3.34 | % | 4.32 | % | — | |||||||||||||
Class P | 4.15 | % | — | — | 4.03 | % | ||||||||||||||
Class R | 2.94 | % | 2.80 | % | 3.77 | % | — | |||||||||||||
Class W | 3.46 | % | 3.34 | % | 4.34 | % | — | |||||||||||||
Excluding Sales Charge: | ||||||||||||||||||||
Class A | 3.09 | % | 3.06 | % | 4.04 | % | — | |||||||||||||
Class C | 2.42 | % | 2.31 | % | 3.28 | % | — | |||||||||||||
Class I | 3.46 | % | 3.34 | % | 4.32 | % | — | |||||||||||||
Class P | 4.15 | % | — | — | 4.03 | % | ||||||||||||||
Class R | 2.94 | % | 2.80 | % | 3.77 | % | — | |||||||||||||
Class W | 3.46 | % | 3.34 | % | 4.34 | % | — | |||||||||||||
S&P/LSTA Leveraged Loan | 4.43 | % | 3.89 | % | 4.91 | % | 3.94 | % |
(1) | Reflects deduction of the maximum Class A sales charge of 2.50%. |
(2) | Reflects deduction of the Class C deferred sales charge of 1% for the 1 year return. |
Actual Fund Return | Hypothetical (5% return before expenses) | ||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value October 1, 2017 | Ending Account Value March 31, 2018 | Annualized Expense Ratio | Expenses Paid During the Period Ended March 31, 2018* | Beginning Account Value October 1, 2017 | Ending Account Value March 31, 2018 | Annualized Expense Ratio | Expenses Paid During the Period Ended March 31, 2018* | ||||||||||||||||||||||||||||
Class A | $ | 1,000.00 | $ | 1,021.40 | 1.02 | % | $ | 5.14 | $ | 1,000.00 | $ | 1,019.85 | 1.02 | % | $ | 5.14 | |||||||||||||||||||
Class C | 1,000.00 | 1,018.60 | 1.77 | 8.91 | 1,000.00 | 1,016.11 | 1.77 | 8.90 | |||||||||||||||||||||||||||
Class I | 1,000.00 | 1,023.80 | 0.75 | 3.78 | 1,000.00 | 1,021.19 | 0.75 | 3.78 | |||||||||||||||||||||||||||
Class P | 1,000.00 | 1,027.20 | 0.09 | 0.45 | 1,000.00 | 1,024.48 | 0.09 | 0.45 | |||||||||||||||||||||||||||
Class R | 1,000.00 | 1,020.20 | 1.27 | 6.40 | 1,000.00 | 1,018.60 | 1.27 | 6.39 | |||||||||||||||||||||||||||
Class W | 1,000.00 | 1,023.70 | 0.77 | 3.88 | 1,000.00 | 1,021.09 | 0.77 | 3.88 |
* | Expenses are equal to the Fund’s annualized expense ratios multiplied by the average account value over the period, multiplied by 182/365 to reflect the most recent fiscal half-year. |
Voya Funds Trust:
May 24, 2018
ASSETS: | ||||
Investments in securities at fair value (Cost $2,004,596,943) | $ | 2,000,570,991 | ||
Short-term investments at fair value (Cost $255,993,249) | 255,947,702 | |||
Cash | 11,989,567 | |||
Receivables: | ||||
Investment securities sold | 29,723,711 | |||
Fund shares sold | 3,265,827 | |||
Dividends | 304,289 | |||
Interest | 4,286,859 | |||
Prepaid expenses | 88,066 | |||
Reimbursement due from manager | 63,213 | |||
Other assets | 32,287 | |||
Total assets | 2,306,272,512 | |||
LIABILITIES: | ||||
Payable for investment securities purchased | 151,022,508 | |||
Payable for fund shares redeemed | 5,792,466 | |||
Income distribution payable | 244,528 | |||
Payable for investment management fees | 1,156,931 | |||
Payable for distribution and shareholder service fees | 98,253 | |||
Accrued trustees fees | 18,584 | |||
Payable to trustees under the deferred compensation plan (Note 8) | 32,287 | |||
Unfunded loan commitments (Note 9) | 1,211,598 | |||
Other accrued expenses and liabilities | 520,967 | |||
Total liabilities | 160,098,122 | |||
NET ASSETS | $ | 2,146,174,390 | ||
NET ASSETS WERE COMPRISED OF: | ||||
Paid-in capital | 2,170,357,895 | |||
Distributions in excess of net investment income or accumulated net investment loss | (266,805 | ) | ||
Accumulated net realized loss | (19,845,201 | ) | ||
Net unrealized depreciation | (4,071,499 | ) | ||
NET ASSETS | $ | 2,146,174,390 |
Class A: | ||||
Net assets | $ | 43,839,486 | ||
Shares authorized | unlimited | |||
Par value | $ | 0.001 | ||
Shares outstanding | 4,444,484 | |||
Net asset value and redemption price per share(2) | $ | 9.86 | ||
Maximum offering price per share (2.50%)(1) | $ | 10.11 | ||
Class C: | ||||
Net assets | $ | 45,848,226 | ||
Shares authorized | unlimited | |||
Par value | $ | 0.001 | ||
Shares outstanding | 4,646,531 | |||
Net asset value and redemption price per share(2) | $ | 9.87 | ||
Class I: | ||||
Net assets | $ | 1,338,826,166 | ||
Shares authorized | unlimited | |||
Par value | $ | 0.001 | ||
Shares outstanding | 135,679,377 | |||
Net asset value and redemption price per share(2) | $ | 9.87 | ||
Class P: | ||||
Net assets | $ | 42,522,200 | ||
Shares authorized | unlimited | |||
Par value | $ | 0.001 | ||
Shares outstanding | 4,312,908 | |||
Net asset value and redemption price per share | $ | 9.86 | ||
Class R: | ||||
Net assets | $ | 118,071,289 | ||
Shares authorized | unlimited | |||
Par value | $ | 0.001 | ||
Shares outstanding | 11,984,266 | |||
Net asset value and redemption price per share | $ | 9.85 | ||
Class W: | ||||
Net assets | $ | 557,067,023 | ||
Shares authorized | unlimited | |||
Par value | $ | 0.001 | ||
Shares outstanding | 56,329,486 | |||
Net asset value and redemption price per share | $ | 9.89 |
(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: | ||||
Dividends | $ | 2,350,436 | ||
Interest | 90,693,162 | |||
Other | 1,634,671 | |||
Total investment income | 94,678,269 | |||
EXPENSES: | ||||
Investment management fees | 13,251,908 | |||
Distribution and service fees: | ||||
Class A | 111,928 | |||
Class C | 508,583 | |||
Class R | 588,356 | |||
Transfer agent fees: | ||||
Class A | 62,410 | |||
Class C | 70,841 | |||
Class I | 171,019 | |||
Class P | 150 | |||
Class R | 163,695 | |||
Class W | 694,573 | |||
Shareholder reporting expense | 63,125 | |||
Custody and accounting expense | 854,100 | |||
Registration fees | 193,280 | |||
Professional fees | 132,325 | |||
Trustees fees | 71,175 | |||
Commitment fee | 405,556 | |||
Miscellaneous expense | 108,567 | |||
Total expenses | 17,451,591 | |||
Waived and reimbursed fees | (1,004,408 | ) | ||
Net expenses | 16,447,183 | |||
Net investment income | 78,231,086 | |||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||
Net realized loss on investments | (5,785,713 | ) | ||
Net change in unrealized appreciation (depreciation) on : | ||||
Investments | (3,146,774 | ) | ||
Net change in unrealized appreciation (depreciation) | (3,146,774 | ) | ||
Net realized and unrealized loss | (8,932,487 | ) | ||
Increase in net assets resulting from operations | $ | 69,298,599 |
Year Ended March 31, 2018 | Year Ended March 31, 2017 | |||||||
---|---|---|---|---|---|---|---|---|
FROM OPERATIONS: | ||||||||
Net investment income | $ | 78,231,086 | $ | 59,476,249 | ||||
Net realized loss | (5,785,713 | ) | (2,640,244 | ) | ||||
Net change in unrealized appreciation (depreciation) | (3,146,774 | ) | 33,298,477 | |||||
Increase in net assets resulting from operations | 69,298,599 | 90,134,482 | ||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||
Net investment income: | ||||||||
Class A | (1,603,739 | ) | (2,262,634 | ) | ||||
Class C | (1,450,844 | ) | (1,634,741 | ) | ||||
Class I | (49,463,439 | ) | (42,195,694 | ) | ||||
Class P | (1,672,662 | ) | (1,672,622 | ) | ||||
Class R | (3,934,204 | ) | (4,089,428 | ) | ||||
Class W | (19,093,460 | ) | (9,539,350 | ) | ||||
Return of capital: | ||||||||
Class A | (70,436 | ) | — | |||||
Class C | (76,856 | ) | — | |||||
Class I | (2,186,067 | ) | — | |||||
Class P | (67,342 | ) | — | |||||
Class R | (193,898 | ) | — | |||||
Class W | (916,845 | ) | — | |||||
Total distributions | (80,729,792 | ) | (61,394,469 | ) | ||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||
Net proceeds from sale of shares | 843,933,912 | 916,209,247 | ||||||
Reinvestment of distributions | 70,754,872 | 54,367,405 | ||||||
914,688,784 | 970,576,652 | |||||||
Cost of shares redeemed | (651,892,995 | ) | (323,346,078 | ) | ||||
Net increase in net assets resulting from capital share transactions | 262,795,789 | 647,230,574 | ||||||
Net increase in net assets | 251,364,596 | 675,970,587 | ||||||
NET ASSETS: | ||||||||
Beginning of year or period | 1,894,809,794 | 1,218,839,207 | ||||||
End of year or period | $ | 2,146,174,390 | $ | 1,894,809,794 | ||||
Distributions in excess of net investment income or accumulated net investment loss at end of year or period | $ | (266,805 | ) | $ | (1,279,543 | ) |
Income (loss) from investment operations | Less distributions | Ratios to average net assets | Supplemental data | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net asset value, beginning of year or period | Net investment income (loss) | Net realized and unrealized gain (loss) | Total from investment operations | From net investment income | From net realized gains | From return of capital | Total distributions | Net asset value, end of year or period | Total Return(1) | Expenses before reductions/ additions (2)(3) | Expenses, net of fee waivers and/ or recoupments, if any(2)(3) | Expenses, net of all reductions/ additions(2)(3) | Net investment income (loss)(2)(3) | Net assets, end of year or period | Portfolio Turnover rate | |||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | (%) | (%) | (%) | (%) | (%) | ($000’s) | (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-18 | 9.93 | 0.35 | (0.05 | ) | 0.30 | (0.35 | ) | — | (0.02 | ) | 0.37 | 9.86 | 3.09 | 1.13 | 1.02 | 1.02 | 3.58 | 43,839 | 82 | |||||||||||||||||||||||||||||||||||||||||||||
03-31-17 | 9.70 | 0.37 | * | 0.25 | 0.62 | 0.39 | — | — | 0.39 | 9.93 | 6.49 | 1.11 | 1.03 | 1.03 | 3.79 | 93,318 | 69 | |||||||||||||||||||||||||||||||||||||||||||||||
03-31-16 | 10.11 | 0.38 | (0.41 | ) | (0.03 | ) | 0.38 | — | — | 0.38 | 9.70 | (0.25 | ) | 1.08 | 1.04 | 1.04 | 3.84 | 39,820 | 46 | |||||||||||||||||||||||||||||||||||||||||||||
03-31-15 | 10.22 | 0.36 | (0.11 | ) | 0.25 | 0.36 | — | — | 0.36 | 10.11 | 2.49 | 1.09 | 1.02 | 1.02 | 3.53 | 46,566 | 60 | |||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 10.28 | 0.38 | * | (0.02 | ) | 0.36 | 0.40 | 0.01 | 0.01 | 0.42 | 10.22 | 3.58 | 1.08 | 1.01 | 1.01 | 3.71 | 98,669 | 124 | ||||||||||||||||||||||||||||||||||||||||||||||
Class C | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-18 | 9.93 | 0.28 | (0.04 | ) | 0.24 | (0.28 | ) | — | (0.02 | ) | 0.30 | 9.87 | 2.42 | 1.88 | 1.77 | 1.77 | 2.85 | 45,848 | 82 | |||||||||||||||||||||||||||||||||||||||||||||
03-31-17 | 9.70 | 0.30 | * | 0.25 | 0.55 | 0.32 | — | — | 0.32 | 9.93 | 5.70 | 1.86 | 1.78 | 1.78 | 3.08 | 55,583 | 69 | |||||||||||||||||||||||||||||||||||||||||||||||
03-31-16 | 10.11 | 0.31 | (0.41 | ) | (0.10 | ) | 0.31 | — | — | 0.31 | 9.70 | (1.00 | ) | 1.83 | 1.79 | 1.79 | 3.10 | 50,751 | 46 | |||||||||||||||||||||||||||||||||||||||||||||
03-31-15 | 10.22 | 0.28 | (0.11 | ) | 0.17 | 0.28 | — | — | 0.28 | 10.11 | 1.72 | 1.84 | 1.77 | 1.77 | 2.81 | 63,818 | 60 | |||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 10.28 | 0.30 | * | (0.02 | ) | 0.28 | 0.32 | 0.01 | 0.01 | 0.34 | 10.22 | 2.81 | 1.83 | 1.76 | 1.76 | 2.97 | 84,619 | 124 | ||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-18 | 9.93 | 0.38 | * | (0.04 | ) | 0.34 | (0.38 | ) | — | (0.02 | ) | 0.40 | 9.87 | 3.46 | 0.75 | 0.75 | 0.75 | 3.89 | 1,338,826 | 82 | ||||||||||||||||||||||||||||||||||||||||||||
03-31-17 | 9.70 | 0.40 | * | 0.25 | 0.65 | 0.42 | — | — | 0.42 | 9.93 | 6.76 | 0.76 | 0.76 | 0.76 | 4.09 | 1,156,695 | 69 | |||||||||||||||||||||||||||||||||||||||||||||||
03-31-16 | 10.11 | 0.41 | (0.41 | ) | — | 0.41 | — | — | 0.41 | 9.70 | 0.01 | 0.79 | 0.79 | 0.79 | 4.12 | 900,493 | 46 | |||||||||||||||||||||||||||||||||||||||||||||||
03-31-15 | 10.21 | 0.39 | (0.11 | ) | 0.28 | 0.38 | — | — | 0.38 | 10.11 | 2.85 | 0.78 | 0.77 | 0.77 | 3.86 | 590,583 | 60 | |||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 10.28 | 0.41 | * | (0.03 | ) | 0.38 | 0.43 | 0.01 | 0.01 | 0.45 | 10.21 | 3.74 | 0.76 | 0.76 | 0.76 | 3.99 | 327,896 | 124 | ||||||||||||||||||||||||||||||||||||||||||||||
Class P | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-18 | 9.92 | 0.45 | (0.05 | ) | 0.40 | (0.44 | ) | — | (0.02 | ) | 0.46 | 9.86 | 4.15 | 0.74 | 0.09 | 0.09 | 4.56 | 42,522 | 82 | |||||||||||||||||||||||||||||||||||||||||||||
03-31-17 | 9.69 | 0.47 | 0.24 | 0.71 | 0.48 | — | — | 0.48 | 9.92 | 7.47 | 0.75 | 0.10 | 0.10 | 4.76 | 36,072 | 69 | ||||||||||||||||||||||||||||||||||||||||||||||||
03-31-16 | 10.11 | 0.47 | (0.41 | ) | 0.06 | 0.48 | — | — | 0.48 | 9.69 | 0.58 | 0.77 | 0.12 | 0.12 | 4.76 | 21,608 | 46 | |||||||||||||||||||||||||||||||||||||||||||||||
03-31-15 | 10.21 | 0.45 | * | (0.10 | ) | 0.35 | 0.45 | — | — | 0.45 | 10.11 | 3.53 | 0.77 | 0.11 | 0.11 | 4.40 | 23,302 | 60 | ||||||||||||||||||||||||||||||||||||||||||||||
06-14-13(4)–03-31-14 | 10.22 | 0.37 | * | 0.00 | • | 0.37 | 0.36 | 0.01 | 0.01 | 0.38 | 10.21 | 3.71 | 0.75 | 0.10 | 0.10 | 4.58 | 86,265 | 124 | ||||||||||||||||||||||||||||||||||||||||||||||
Class R | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-18 | 9.91 | 0.33 | (0.04 | ) | 0.29 | (0.33 | ) | — | (0.02 | ) | 0.35 | 9.85 | 2.94 | 1.38 | 1.27 | 1.27 | 3.36 | 118,071 | 82 | |||||||||||||||||||||||||||||||||||||||||||||
03-31-17 | 9.69 | 0.35 | 0.24 | 0.59 | 0.37 | — | — | 0.37 | 9.91 | 6.12 | 1.36 | 1.28 | 1.28 | 3.58 | 119,041 | 69 | ||||||||||||||||||||||||||||||||||||||||||||||||
03-31-16 | 10.10 | 0.35 | (0.40 | ) | (0.05 | ) | 0.36 | — | — | 0.36 | 9.69 | (0.50 | ) | 1.33 | 1.29 | 1.29 | 3.60 | 107,927 | 46 | |||||||||||||||||||||||||||||||||||||||||||||
03-31-15 | 10.20 | 0.34 | (0.11 | ) | 0.23 | 0.33 | — | — | 0.33 | 10.10 | 2.34 | 1.34 | 1.27 | 1.27 | 3.33 | 99,783 | 60 | |||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 10.27 | 0.35 | * | (0.03 | ) | 0.32 | 0.37 | 0.01 | 0.01 | 0.39 | 10.20 | 3.23 | 1.33 | 1.26 | 1.26 | 3.47 | 98,457 | 124 | ||||||||||||||||||||||||||||||||||||||||||||||
Class W | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-18 | 9.95 | 0.38 | * | (0.04 | ) | 0.34 | (0.38 | ) | — | (0.02 | ) | 0.40 | 9.89 | 3.46 | 0.88 | 0.77 | 0.77 | 3.88 | 557,067 | 82 | ||||||||||||||||||||||||||||||||||||||||||||
03-31-17 | 9.72 | 0.39 | * | 0.26 | 0.65 | 0.42 | — | — | 0.42 | 9.95 | 6.75 | 0.86 | 0.78 | 0.78 | 3.96 | 434,100 | 69 | |||||||||||||||||||||||||||||||||||||||||||||||
03-31-16 | 10.13 | 0.41 | (0.41 | ) | — | 0.41 | — | — | 0.41 | 9.72 | 0.01 | 0.83 | 0.79 | 0.79 | 4.10 | 98,241 | 46 | |||||||||||||||||||||||||||||||||||||||||||||||
03-31-15 | 10.24 | 0.38 | * | (0.11 | ) | 0.27 | 0.38 | — | — | 0.38 | 10.13 | 2.74 | 0.84 | 0.77 | 0.77 | 3.82 | 132,375 | 60 | ||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 10.30 | 0.41 | * | (0.02 | ) | 0.39 | 0.43 | 0.01 | 0.01 | 0.45 | 10.24 | 3.83 | 0.83 | 0.76 | 0.76 | 3.98 | 153,532 | 124 |
(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. |
(4) | Commencement of operations. |
* | Calculated using average number of shares outstanding throughout the period. |
• | Amount is less than $0.005 or 0.005% or more than $(0.005) or (0.005)% |
* | Patent Pending |
agreements are valued using a price provided by the central counterparty clearinghouse; (f) Over-the-counter swap agreements are valued using a price provided by an independent pricing service; (g) Forward foreign currency exchange contracts are valued utilizing current and forward rates obtained from an independent pricing service. Such prices from the third party pricing service are for specific settlement periods and the Fund’s forward foreign currency exchange contracts are valued at an interpolated rate between the closest preceding and subsequent period reported by the independent pricing service; and (h) Securities for which market prices are not provided by any of the above methods may be valued based upon quotes furnished by brokers.
uncollectible, unpaid accrued interest is also written off. Cash collections on non-accrual loans are generally applied as a reduction to the recorded investment of the loan. Loans are generally returned to accrual status only after all past due amounts have been received and the borrower has demonstrated sustained performance. Loan premiums and discounts are amortized and/or accreted for financial reporting purposes. Arrangement fees received on revolving credit facilities, which represent non-refundable fees or purchase discounts associated with the acquisition of loans, are deferred and recognized using the effective yield for financial reporting purposes. No such fees are recognized on loans which have been placed on non-accrual status. Arrangement fees associated with all other loans, except revolving credit facilities, are treated as discounts and are accreted as described above. Dividend income is recorded on the ex-dividend date. Amendment fees are earned as compensation for evaluating and accepting changes to an original loan agreement and are recognized when received. Amendment fees and other fees earned are reported on the Statement of Operations.
(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. |
exchange rate. Foreign security and currency transactions may involve certain considerations and risks not typically associated with investing in U.S. companies and the U.S. government. These risks include, but are not limited to, revaluation of currencies and future adverse political and economic developments which could cause securities and their markets to be less liquid and prices more volatile than those of comparable U.S. companies and U.S. government securities. The foregoing risks are even greater with respect to securities of issuers in emerging markets.
Class A | Class C | Class R | ||
---|---|---|---|---|
0.25% | 1.00% | 0.50% |
Class A | Class C | ||||||
---|---|---|---|---|---|---|---|
Initial Sales Charges | $ | 7,385 | $ | — | |||
Contingent Deferred Sales Charges | 9,576 | 9,606 |
(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%
March 31, | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2019 | 2020 | 2021 | Total | |||||||||||||
Class A | $ | 18,714 | $ | 45,576 | $ | 48,160 | $ | 112,450 | ||||||||
Class C | 25,047 | 39,339 | 54,440 | 118,826 | ||||||||||||
Class R | 48,519 | 84,746 | 125,960 | 259,225 | ||||||||||||
Class W | 48,421 | 181,571 | 534,174 | 764,166 |
Subsidiary | Percentage | |||
---|---|---|---|---|
Voya Institutional Trust Company | 5.38 | % |
Unfunded Loan Commitment | ||||
---|---|---|---|---|
DG Investment Intermediate Holdings 2, Inc. | $ | 156,774 | ||
Engineered Machinery Holdings, Inc. | 24,936 | |||
Pearl Intermediate Parent LLC | 1,029,888 | |||
$ | 1,211,598 |
Shares sold | Reinvestment of distributions | Shares redeemed | Net increase (decrease) in shares outstanding | Shares sold | Reinvestment of distributions | Shares redeemed | Net increase (decrease) | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year or period ended | # | # | # | # | ($) | ($) | ($) | ($) | ||||||||||||||||||||||||
Class A | ||||||||||||||||||||||||||||||||
03-31-18 | 2,686,038 | 154,227 | (7,798,068 | ) | (4,957,803 | ) | 26,504,955 | 1,521,848 | (77,261,150 | ) | (49,234,347 | ) | ||||||||||||||||||||
03-31-17 | 9,472,554 | 212,171 | (4,387,495 | ) | 5,297,230 | 93,765,808 | 2,100,130 | (43,388,017 | ) | 52,477,921 | ||||||||||||||||||||||
Class C | ||||||||||||||||||||||||||||||||
03-31-18 | 652,763 | 138,312 | (1,744,346 | ) | (953,271 | ) | 6,450,189 | 1,364,857 | (17,220,648 | ) | (9,405,602 | ) | ||||||||||||||||||||
03-31-17 | 1,734,624 | 143,279 | (1,508,988 | ) | 368,915 | 17,186,533 | 1,416,723 | (14,904,761 | ) | 3,698,495 | ||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||
03-31-18 | 57,149,801 | 5,017,276 | (43,029,670 | ) | 19,137,407 | 564,520,143 | 49,504,679 | (424,527,535 | ) | 189,497,287 | ||||||||||||||||||||||
03-31-17 | 37,719,628 | 4,140,365 | (18,153,370 | ) | 23,706,623 | 373,467,735 | 40,941,905 | (179,449,889 | ) | 234,959,751 | ||||||||||||||||||||||
Class P | ||||||||||||||||||||||||||||||||
03-31-18 | 641,558 | 176,465 | (142,190 | ) | 675,833 | 6,330,480 | 1,740,004 | (1,402,095 | ) | 6,668,389 | ||||||||||||||||||||||
03-31-17 | 1,365,526 | 169,248 | (126,961 | ) | 1,407,813 | 13,372,277 | 1,672,622 | (1,254,404 | ) | 13,790,495 | ||||||||||||||||||||||
Class R | ||||||||||||||||||||||||||||||||
03-31-18 | 1,404,467 | 417,232 | (1,848,314 | ) | (26,615 | ) | 13,845,607 | 4,111,060 | (18,207,362 | ) | (250,695 | ) | ||||||||||||||||||||
03-31-17 | 2,149,929 | 410,746 | (1,689,884 | ) | 870,791 | 21,264,917 | 4,055,070 | (16,636,054 | ) | 8,683,933 | ||||||||||||||||||||||
Class W | ||||||||||||||||||||||||||||||||
03-31-18 | 22,881,392 | 1,265,597 | (11,453,670 | ) | 12,693,319 | 226,282,538 | 12,512,424 | (113,274,205 | ) | 125,520,757 | ||||||||||||||||||||||
03-31-17 | 39,934,427 | 421,896 | (6,826,853 | ) | 33,529,470 | 397,151,977 | 4,180,955 | (67,712,953 | ) | 333,619,979 |
Year Ended March 31, 2018 | Year Ended March 31, 2017 | |||||
---|---|---|---|---|---|---|
Ordinary Income | Return of Capital | Ordinary Income | ||||
$77,218,348 | $3,511,444 | $61,394,469 |
Post-October Capital Losses | Unrealized Appreciation/ | Capital Loss Carryforwards | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Deferred | (Depreciation) | Amount | Character | Expiration | ||||||
$(934,524) | $(4,202,226) | $ | (18,779,950 | ) | Long-term | None |
Per Share Amount | Payable Date | Record Date | ||||
---|---|---|---|---|---|---|
Class A | $0.0316 | May 1, 2018 | Daily | |||
Class C | $0.0255 | May 1, 2018 | Daily | |||
Class I | $0.0337 | May 1, 2018 | Daily | |||
Class P | $0.0390 | May 1, 2018 | Daily | |||
Class R | $0.0295 | May 1, 2018 | Daily | |||
Class W | $0.0337 | May 1, 2018 | Daily |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2018 |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: 93.2% | |||||||||||||||||||
Aerospace & Defense: 0.8% | |||||||||||||||||||
2,361,150 | Geo Group, Inc. (The) 2017 Term Loan B, 4.130%, (US0003M + 2.250%), 03/22/24 | $ | 2,370,890 | 0.1 | |||||||||||||||
7,965,038 | Maxar Technologies Ltd. Term Loan B, 4.630%, (US0003M + 2.750%), 10/04/24 | 7,996,332 | 0.4 | ||||||||||||||||
4,663,905 | TransDigm, Inc. 2017 Extended Term Loan F, 4.773%, (US0003M + 2.750%), 06/09/23 | 4,687,224 | 0.2 | ||||||||||||||||
2,610,308 | TransDigm, Inc. 2018 Term Loan G, 4.707%, (US0003M + 2.500%), 08/22/24 | 2,621,908 | 0.1 | ||||||||||||||||
17,676,354 | 0.8 | ||||||||||||||||||
Auto Components: 0.3% | |||||||||||||||||||
6,311,269 | Broadstreet Partners, Inc. 2017 Term Loan B, 5.627%, (US0003M + 3.750%), 11/08/23 | 6,401,994 | 0.3 | ||||||||||||||||
Automotive: 3.6% | |||||||||||||||||||
4,816,650 | American Axle and Manufacturing, Inc. Term Loan B, 4.130%, (US0001M + 2.250%), 04/06/24 | 4,842,236 | 0.2 | ||||||||||||||||
2,069,713 | BBB Industries U.S. Holdings, Inc. 2014 1st Lien Term Loan, 6.377%, (US0001M + 4.500%), 11/03/21 | 2,098,171 | 0.1 | ||||||||||||||||
3,057,338 | Belron Finance US LLC USD Term Loan B, 4.293%, (US0003M + 2.500%), 11/07/24 | 3,080,268 | 0.2 | ||||||||||||||||
5,607,625 | Bright Bidco B.V. 2018 Term Loan B, 5.728%, (US0003M + 3.500%), 06/30/24 | 5,697,582 | 0.3 | ||||||||||||||||
2,912,054 | Dealer Tire, LLC 2017 Term Loan B, 5.677%, (US0003M + 3.250%), 12/22/21 | 2,950,202 | 0.1 | ||||||||||||||||
6,579,475 | Dynacast International LLC Term Loan B, 5.552%, (US0003M + 3.250%), 01/28/22 | 6,628,821 | 0.3 | ||||||||||||||||
1,288,313 | Federal-Mogul Holdings Corporation New Term Loan C, 5.555%, (US0003M + 3.750%), 04/15/21 | 1,297,841 | 0.1 | ||||||||||||||||
15,751,210 | Gates Global LLC 2017 USD Repriced Term Loan B, 5.052%, (US0003M + 2.750%), 04/01/24 | 15,858,523 | 0.7 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Automotive: (continued) | |||||||||||||||||||
2,823,903 | KAR Auction Services, Inc. Term Loan B5, 4.813%, (US0003M + 2.500%), 03/09/23 | $ | 2,843,317 | 0.1 | |||||||||||||||
6,469,327 | Mavis Tire Express Services Corp. 2018 1st Lien Term Loan, 5.562%, (US0003M + 3.250%), 03/20/25 | 6,477,414 | 0.3 | ||||||||||||||||
1,035,673 | Mavis Tire Express Services Corp. 2018 Delayed Draw Term Loan, 5.562%, (US0003M + 3.250%), 03/20/25 | 1,036,967 | 0.1 | ||||||||||||||||
2,604,750 | Midas Intermediate Holdco II, LLC Incremental Term Loan B, 5.052%, (US0003M + 2.750%), 08/18/21 | 2,610,450 | 0.1 | ||||||||||||||||
3,721,762 | NN, Inc. 2016 Term Loan B, 5.627%, (US0003M + 3.750%), 10/19/22 | 3,747,349 | 0.2 | ||||||||||||||||
1,344,000 | NN, Inc. 2017 Term Loan, 5.127%, (US0003M + 3.250%), 04/02/21 | 1,344,000 | 0.1 | ||||||||||||||||
2,535,286 | Superior Industries International, Inc. 1st Lien Term Loan, 6.377%, (US0003M + 4.500%), 05/22/24 | 2,566,977 | 0.1 | ||||||||||||||||
6,775,987 | TI Group Automotive Systems, L.L.C. 2015 USD Term Loan B, 4.377%, (US0003M + 2.500%), 06/30/22 | 6,820,451 | 0.3 | ||||||||||||||||
5,014,800 | Truck Hero, Inc. 1st Lien Term Loan, 6.222%, (US0003M + 4.000%), 04/21/24 | 5,053,038 | 0.2 | ||||||||||||||||
1,680,000 | Truck Hero, Inc. 2nd Lien Term Loan, 10.472%, (US0003M + 8.250%), 04/21/25 | 1,698,900 | 0.1 | ||||||||||||||||
76,652,507 | 3.6 | ||||||||||||||||||
Basic Materials: 0.1% | |||||||||||||||||||
2,726,300 | HB Fuller — TL B 1L, 4.072%, (US0003M + 2.250%), 10/20/24 | 2,743,582 | 0.1 | ||||||||||||||||
Beverage & Tobacco: 0.1% | |||||||||||||||||||
1,450,000 | Refresco Group BV USD Term Loan B3, 5.562%, (US0003M + 3.250%), 12/14/24 | 1,449,983 | 0.1 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2018 (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Brokers, Dealers & Invetesment Houses: 0.1% | |||||||||||||||||||
3,248,022 | Capital Automotive L.P. 2017 2nd Lien Term Loan, 7.880%, (US0003M + 6.000%), 03/24/25 | $ | 3,280,502 | 0.1 | |||||||||||||||
Building & Development: 2.3% | |||||||||||||||||||
9,528,750 | American Builders & Contractors Supply Co., Inc. 2017 Term Loan B, 4.377%, (US0003M + 2.500%), 10/31/23 | 9,563,158 | 0.4 | ||||||||||||||||
6,237,691 | Capital Automotive L.P. 2017 1st Lien Term Loan, 4.380%, (US0003M + 2.500%), 03/24/24 | 6,280,575 | 0.3 | ||||||||||||||||
2,225,031 | Clark Equipment Company 2018 Term Loan B, 4.302%, (US0003M + 2.000%), 05/18/24 | 2,229,203 | 0.1 | ||||||||||||||||
3,206,963 | Core & Main LP 2017 Term Loan B, 5.116%, (US0003M + 3.000%), 08/01/24 | 3,223,498 | 0.2 | ||||||||||||||||
2,932,001 | Forterra Finance, LLC 2017 Term Loan B, 4.877%, (US0003M + 3.000%), 10/25/23 | 2,715,766 | 0.1 | ||||||||||||||||
1,900,938 | Henry Company LLC Term Loan B, 5.877%, (US0003M + 4.000%), 10/05/23 | 1,930,640 | 0.1 | ||||||||||||||||
2,027,542 | MX Holdings US, Inc. Term Loan B1B, 4.377%, (US0003M + 2.500%), 08/14/23 | 2,037,680 | 0.1 | ||||||||||||||||
1,370,000 | NCI Building Systems, Inc. 2018 Term Loan, 3.877%, (US0003M + 2.000%), 02/07/25 | 1,373,082 | 0.1 | ||||||||||||||||
1,688,389 | Ply Gem Industries, Inc. Term Loan, 5.302%, (US0003M + 3.000%), 02/01/21 | 1,693,402 | 0.1 | ||||||||||||||||
5,035,997 | Quikrete Holdings, Inc. Term Loan, 4.627%, (US0003M + 2.750%), 11/15/23 | 5,064,325 | 0.2 | ||||||||||||||||
1,000,000 | SMG Holdings Inc. 2017 1st Lien Term Loan, 5.127%, (US0003M + 3.250%), 01/23/25 | 1,011,042 | 0.0 | ||||||||||||||||
3,594,750 | Werner Co. 2017 Term Loan, 5.882%, (US0003M + 4.000%), 07/24/24 | 3,639,684 | 0.2 | ||||||||||||||||
3,826,708 | Wilsonart LLC 2017 Term Loan B, 5.560%, (US0003M + 3.250%), 12/19/23 | 3,850,965 | 0.2 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Building & Development: (continued) | |||||||||||||||||||
3,984,303 | Zekelman Industries, Inc. Term Loan B, 4.999%, (US0003M + 2.750%), 06/14/21 | $ | 4,010,699 | 0.2 | |||||||||||||||
48,623,719 | 2.3 | ||||||||||||||||||
Business Equipment & Services: 9.6% | |||||||||||||||||||
5,144,276 | Acosta Holdco, Inc. 2015 Term Loan, 5.127%, (US0003M + 3.250%), 09/26/21 | 4,364,059 | 0.2 | ||||||||||||||||
4,892,789 | Advantage Sales & Marketing, Inc. 2014 1st Lien Term Loan, 5.017%, (US0001M + 3.250%), 07/23/21 | 4,801,049 | 0.2 | ||||||||||||||||
1,000,000 | Advantage Sales & Marketing, Inc. 2014 2nd Lien Term Loan, 8.267%, (US0003M + 6.500%), 07/25/22 | 959,167 | 0.1 | ||||||||||||||||
11,840,450 | AlixPartners, LLP 2017 Term Loan B, 5.052%, (US0003M + 3.000%), 04/04/24 | 11,907,052 | 0.6 | ||||||||||||||||
5,505,985 | Allflex Holdings III, Inc. New 1st Lien Term Loan, 5.138%, (US0003M + 3.250%), 07/20/20 | 5,548,425 | 0.3 | ||||||||||||||||
1,685,000 | American Traffic Solutions, Inc. 2018 1st Lien Term Loan, 6.062%, (US0003M + 3.750%), 02/28/25 | 1,701,850 | 0.1 | ||||||||||||||||
215,000 | American Traffic Solutions, Inc. 2018 2nd Lien Term Loan, 9.398%, (US0003M + 7.750%), 02/23/26 | 218,494 | 0.0 | ||||||||||||||||
2,256,875 | Array Canada Inc. Term Loan B, 6.693%, (US0003M + 5.000%), 02/10/23 | 2,279,444 | 0.1 | ||||||||||||||||
2,955,150 | Ascend Learning, LLC 2017 Term Loan B, 4.877%, (US0003M + 3.250%), 07/12/24 | 2,967,771 | 0.1 | ||||||||||||||||
932,950 | ASP MCS Acquisition Corp. Term Loan B, 6.627%, (US0003M + 4.750%), 05/18/24 | 945,778 | 0.0 | ||||||||||||||||
2,398,988 | Big Ass Fans, LLC Term Loan, 6.552%, (US0003M + 4.250%), 05/21/24 | 2,423,726 | 0.1 | ||||||||||||||||
2,216,418 | Camelot UK Holdco Limited 2017 Repriced Term Loan, 5.127%, (US0003M + 3.250%), 10/03/23 | 2,232,645 | 0.1 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2018 (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Business Equipment & Services: (continued) | |||||||||||||||||||
108,699 | Coinamatic Canada Inc. Canadian 1st Lien Term Loan, 5.127%, (US0003M + 3.250%), 05/14/22 | $ | 109,401 | 0.0 | |||||||||||||||
4,962,500 | Colorado Buyer Inc Term Loan B, 4.780%, (US0003M + 3.000%), 05/01/24 | 4,974,390 | 0.2 | ||||||||||||||||
1,463,226 | Convergint Technologies LLC 2018 1st Lien Term Loan, 5.302%, (US0003M + 3.000%), 02/03/25 | 1,462,007 | 0.1 | ||||||||||||||||
156,774 | (1) | DG Investment Intermediate Holdings 2, Inc. 2018 Delayed Draw Term Loan, 1.500%, (US0003M + 3.000%), 02/03/25 | 156,644 | 0.0 | |||||||||||||||
2,937,813 | DTI Holdco, Inc. 2018 Term Loan B, 6.998%, (US0003M + 4.750%), 10/02/23 | 2,939,649 | 0.1 | ||||||||||||||||
5,472,948 | EIG Investors Corp. 2017 Term Loan, 5.956%, (US0003M + 4.000%), 02/09/23 | 5,521,323 | 0.3 | ||||||||||||||||
991,515 | Element Materials Technology Group US Holdings Inc 2017 USD Term Loan B, 5.802%, (US0003M + 3.500%), 06/28/24 | 998,332 | 0.0 | ||||||||||||||||
155,851 | (1) | Engineered Machinery Holdings, Inc. 2nd Lien Delayed Draw Term Loan, 9.184%, (US0003M + 7.250%), 07/18/25 | 157,799 | 0.0 | |||||||||||||||
4,633,388 | Engineered Machinery Holdings, Inc. USD 1st Lien Term Loan, 5.552%, (US0003M + 3.250%), 07/19/24 | 4,642,075 | 0.2 | ||||||||||||||||
1,309,149 | Engineered Machinery Holdings, Inc. USD 2nd Lien Term Loan, 9.552%, (US0003M + 7.250%), 07/18/25 | 1,325,514 | 0.1 | ||||||||||||||||
2,430,450 | Evo Payments International Term Loan B, 5.880%, (US0003M + 4.000%), 12/22/23 | 2,457,034 | 0.1 | ||||||||||||||||
2,326,087 | First American Payment Systems, L.P. 2016 Term Loan, 6.441%, (US0003M + 5.750%), 01/03/24 | 2,352,255 | 0.1 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Business Equipment & Services: (continued) | |||||||||||||||||||
3,939,625 | First Data Corporation 2022 USD Term Loan, 4.122%, (US0003M + 2.250%), 07/08/22 | $ | 3,949,718 | 0.2 | |||||||||||||||
1,649,077 | Garda World Security Corporation 2017 Term Loan, 5.511%, (US0003M + 3.000%), 05/24/24 | 1,668,454 | 0.1 | ||||||||||||||||
2,455,000 | GreenSky Holdings, LLC 2018 Term Loan B, 5.562%, (US0003M + 3.500%), 03/29/25 | 2,467,275 | 0.1 | ||||||||||||||||
6,770,975 | GTCR Valor Companies, Inc. USD 2017 Term Loan B1, 5.127%, (US0003M + 3.250%), 06/16/23 | 6,836,037 | 0.3 | ||||||||||||||||
2,988,454 | IQOR US Inc. 2nd Lien Term Loan, 10.445%, (US0003M + 8.750%), 04/01/22 | 2,880,123 | 0.2 | ||||||||||||||||
4,787,671 | IQOR US Inc. Term Loan B, 6.695%, (US0003M + 5.000%), 04/01/21 | 4,802,632 | 0.2 | ||||||||||||||||
9,954,777 | KUEHG Corp.. 2017 1st Lien Term Loan, 6.052%, (US0003M + 3.750%), 08/13/22 | 10,037,213 | 0.5 | ||||||||||||||||
3,140,000 | Learning Care Group, Inc. 2018 1st Lien Term Loan, 5.562%, (US0003M + 3.250%), 03/13/25 | 3,171,400 | 0.2 | ||||||||||||||||
2,305,000 | Learning Care Group, Inc. 2018 2nd Lien Term Loan, 9.812%, (US0003M + 7.500%), 03/13/26 | 2,339,575 | 0.1 | ||||||||||||||||
2,049,863 | LegalZoom.com, Inc. 1st Lien Term Loan, 6.341%, (US0003M + 4.500%), 11/21/24 | 2,067,799 | 0.1 | ||||||||||||||||
1,370,000 | Misys (Finastra) USD 2nd Lien Term Loan, 9.234%, (US0003M + 7.250%), 06/13/25 | 1,360,724 | 0.1 | ||||||||||||||||
13,631,500 | Misys (Finastra) USD Term Loan B, 5.484%, (US0003M + 3.500%), 06/13/24 | 13,636,230 | 0.6 | ||||||||||||||||
5,947,115 | NeuStar, Inc. 2018 Term Loan B4, 5.377%, (US0003M + 3.500%), 08/08/24 | 5,978,706 | 0.3 | ||||||||||||||||
1,850,000 | NeuStar, Inc. 2nd Lien Term Loan, 10.302%, (US0003M + 8.000%), 08/08/25 | 1,865,031 | 0.1 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2018 (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Business Equipment & Services: (continued) | |||||||||||||||||||
6,358,050 | Peak 10, Inc. 2017 1st Lien Term Loan, 5.802%, (US0003M + 4.000%), 08/01/24 | $ | 6,384,277 | 0.3 | |||||||||||||||
1,650,000 | Peak 10, Inc. 2017 2nd Lien Term Loan, 9.023%, (US0003M + 7.750%), 08/01/25 | 1,663,406 | 0.1 | ||||||||||||||||
8,165,000 | PI US MergerCo, Inc. USD 2017 1st Lien Term Loan, 5.358%, (US0003M + 3.500%), 12/20/24 | 8,205,825 | 0.4 | ||||||||||||||||
2,482,814 | Pre-Paid Legal Services, Inc. 1st Lien Term Loan, 7.127%, (US0003M + 5.250%), 07/01/19 | 2,493,677 | 0.1 | ||||||||||||||||
1,000,000 | Pre-Paid Legal Services, Inc. 2nd Lien Term Loan, 10.877%, (US0003M + 9.000%), 07/01/20 | 1,005,000 | 0.1 | ||||||||||||||||
915,000 | PricewaterhouseCoopers LLP 2018 Term Loan, 5.562%, (US0003M + 3.750%), 03/15/25 | 919,575 | 0.0 | ||||||||||||||||
1,040,000 | Prometric Holdings, Inc. 1st Lien Term Loan, 4.770%, (US0003M + 3.000%), 01/29/25 | 1,048,124 | 0.0 | ||||||||||||||||
11,343,000 | Red Ventures, LLC 1st Lien Term Loan, 5.877%, (US0003M + 4.000%), 11/08/24 | 11,463,520 | 0.5 | ||||||||||||||||
1,511,625 | Red Ventures, LLC 2nd Lien Term Loan, 9.877%, (US0003M + 8.000%), 11/08/25 | 1,542,802 | 0.1 | ||||||||||||||||
3,050,000 | Research Now Group, Inc. 2017 1st Lien Term Loan, 7.864%, (US0003M + 5.500%), 12/20/24 | 3,019,500 | 0.1 | ||||||||||||||||
2,457,650 | Sandvine Corporation Term Loan B, 8.052%, (US0003M + 5.750%), 09/21/22 | 2,454,578 | 0.1 | ||||||||||||||||
3,611,127 | Solera Holdings, Inc. USD Term Loan B, 4.627%, (US0001M + 2.750%), 03/03/23 | 3,623,824 | 0.2 | ||||||||||||||||
5,745,954 | Spin Holdco Inc. 2017 Term Loan B, 5.083%, (US0003M + 3.750%), 11/14/22 | 5,786,652 | 0.3 | ||||||||||||||||
6,314,175 | Staples, Inc. 2017 Term Loan B, 5.787%, (US0003M + 4.000%), 09/12/24 | 6,266,819 | 0.3 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Business Equipment & Services: (continued) | |||||||||||||||||||
3,002,313 | SurveyMonkey Inc. 2017 Term Loan, 6.810%, (US0003M + 4.500%), 04/13/24 | $ | 3,009,818 | 0.1 | |||||||||||||||
1,285,288 | Switch, Ltd. 2017 Term Loan B, 4.127%, (US0003M + 2.250%), 06/27/24 | 1,294,324 | 0.1 | ||||||||||||||||
3,167,402 | TMK Hawk Parent Corp. 2017 1st Lien Term Loan, 5.150%, (US0003M + 3.500%), 08/28/24 | 3,190,498 | 0.1 | ||||||||||||||||
676,600 | USS Ultimate Holdings, Inc. 1st Lien Term Loan, 5.627%, (US0003M + 3.750%), 08/25/24 | 681,251 | 0.0 | ||||||||||||||||
150,000 | USS Ultimate Holdings, Inc. 2nd Lien Term Loan, 9.627%, (US0003M + 7.750%), 08/25/25 | 152,094 | 0.0 | ||||||||||||||||
620,675 | WASH Multifamily Laundry Systems, LLC 2015 1st Lien Term Loan, 5.127%, (US0003M + 3.250%), 05/14/22 | 624,683 | 0.0 | ||||||||||||||||
9,975,000 | West Corporation 2017 Term Loan, 5.877%, (US0003M + 4.000%), 10/10/24 | 10,064,356 | 0.5 | ||||||||||||||||
205,401,403 | 9.6 | ||||||||||||||||||
Cable & Satellite Television: 2.6% | |||||||||||||||||||
7,242,769 | CSC Holdings LLC, 4.036%, (US0003M + 2.250%), 07/17/25 | 7,244,579 | 0.3 | ||||||||||||||||
3,000,000 | CSC Holdings, LLC 2018 Term Loan B, 4.277%, (US0003M + 2.500%), 01/25/26 | 3,004,218 | 0.2 | ||||||||||||||||
1,687,250 | Numericable Group SA USD Term Loan B11, 4.522%, (US0003M + 2.750%), 07/31/25 | 1,638,742 | 0.1 | ||||||||||||||||
11,824,677 | Radiate Holdco, LLC 1st Lien Term Loan, 4.877%, (US0003M + 3.000%), 02/01/24 | 11,772,211 | 0.6 | ||||||||||||||||
2,473,827 | Telesat Canada Term Loan B4, 5.310%, (US0003M + 3.000%), 11/17/23 | 2,488,257 | 0.1 | ||||||||||||||||
5,000,000 | UPC Financing Partnership USD Term Loan AR, 4.277%, (US0003M + 2.500%), 01/15/26 | 5,021,430 | 0.2 | ||||||||||||||||
5,215,000 | Virgin Media Bristol LLC 2017 USD Term Loan, 4.277%, (US0003M + 2.500%), 01/15/26 | 5,247,594 | 0.2 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2018 (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Cable & Satellite Television: (continued) | |||||||||||||||||||
10,443,864 | WideOpenWest Finance LLC 2017 Term Loan B, 5.104%, (US0003M + 3.250%), 08/18/23 | $ | 10,218,674 | 0.5 | |||||||||||||||
8,430,000 | Ziggo Secured Finance Partnership USD Term Loan E, 4.277%, (US0003M + 2.500%), 04/15/25 | 8,379,943 | 0.4 | ||||||||||||||||
55,015,648 | 2.6 | ||||||||||||||||||
Chemicals & Plastics: 3.3% | |||||||||||||||||||
1,474,233 | A. Schulman, Inc. USD Term Loan B, 4.983%, (US0003M + 3.250%), 06/01/22 | 1,478,803 | 0.1 | ||||||||||||||||
3,559,533 | Allnex (Luxembourg) & Cy S.C.A. 2016 USD Term Loan B2, 5.206%, (US0003M + 3.250%), 09/13/23 | 3,588,454 | 0.2 | ||||||||||||||||
2,681,718 | Allnex USA, Inc. USD Term Loan B3, 5.206%, (US0003M + 3.250%), 09/13/23 | 2,703,507 | 0.1 | ||||||||||||||||
5,156,038 | Alpha 3 B.V. 2017 Term Loan B1, 5.302%, (US0003M + 3.000%), 01/31/24 | 5,201,153 | 0.2 | ||||||||||||||||
8,204,438 | Avantor, Inc. 2017 1st Lien Term Loan, 5.877%, (US0003M + 4.000%), 11/21/24 | 8,300,159 | 0.4 | ||||||||||||||||
6,269,288 | Diamond (BC) B.V. USD Term Loan, 4.994%, (US0003M + 3.000%), 09/06/24 | 6,269,287 | 0.3 | ||||||||||||||||
4,005,360 | Emerald Performance Materials, LLC New 1st Lien Term Loan, 5.377%, (US0001M + 3.500%), 08/01/21 | 4,051,922 | 0.2 | ||||||||||||||||
3,203,576 | Encapsys, LLC 1st Lien Term Loan, 5.127%, (US0003M + 3.250%), 11/07/24 | 3,233,609 | 0.1 | ||||||||||||||||
3,221,925 | Ineos US Finance LLC 2017 USD Term Loan B, 3.877%, (US0003M + 2.000%), 03/31/24 | 3,235,012 | 0.2 | ||||||||||||||||
3,364,469 | Klockner-Pentaplast of America, Inc. USD 2017 Term Loan B2, 6.127%, (US0003M + 4.250%), 06/30/22 | 3,250,918 | 0.2 | ||||||||||||||||
2,361,272 | KMG Chemicals Inc. Term Loan B, 4.627%, (US0003M + 2.750%), 06/15/24 | 2,383,409 | 0.1 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Chemicals & Plastics: (continued) | |||||||||||||||||||
2,960,563 | Kraton Polymers, LLC 2018 USD Term Loan, 4.802%, (US0003M + 2.500%), 03/05/25 | $ | 2,984,156 | 0.1 | |||||||||||||||
3,452,709 | MacDermid, Inc. USD Term Loan B6, 4.877%, (US0003M + 3.000%), 06/07/23 | 3,480,762 | 0.2 | ||||||||||||||||
1,044,727 | Orion Engineered Carbons GmbH 2017 USD Term Loan B, 4.802%, (US0003M + 2.500%), 07/25/24 | 1,052,237 | 0.0 | ||||||||||||||||
3,397,885 | PQ Corporation 2018 Term Loan B, 4.291%, (US0003M + 2.500%), 02/08/25 | 3,413,359 | 0.2 | ||||||||||||||||
1,190,000 | Prince Minerals, Inc. 2018 1st Lien Term Loan, 5.812%, (US0003M + 3.500%), 03/20/25 | 1,199,669 | 0.1 | ||||||||||||||||
890,525 | Trinseo Materials Operating S.C.A. 2017 Term Loan, 4.377%, (US0003M + 2.500%), 09/06/24 | 896,276 | 0.0 | ||||||||||||||||
2,765,395 | Tronox Blocked Borrower LLC Term Loan B, 5.302%, (US0003M + 3.000%), 09/22/24 | 2,792,186 | 0.1 | ||||||||||||||||
6,381,680 | Tronox Finance LLC Term Loan B, 5.302%, (US0003M + 3.000%), 09/22/24 | 6,443,506 | 0.3 | ||||||||||||||||
2,975,115 | Univar Inc. 2017 USD Term Loan B, 4.377%, (US0003M + 2.500%), 07/01/24 | 2,997,661 | 0.1 | ||||||||||||||||
1,253,700 | Venator Materials Corporation Term Loan B, 4.877%, (US0003M + 3.000%), 08/08/24 | 1,261,927 | 0.1 | ||||||||||||||||
70,217,972 | 3.3 | ||||||||||||||||||
Clothing/Textiles: 0.2% | |||||||||||||||||||
4,763,063 | Varsity Brands, Inc. 2017 Term Loan B, 5.377%, (US0003M + 3.500%), 12/15/24 | 4,815,904 | 0.2 | ||||||||||||||||
Conglomerates: 0.1% | |||||||||||||||||||
1,492,937 | Jason Incorporated 1st Lien Term Loan, 6.814%, (US0003M + 4.500%), 06/30/21 | 1,471,243 | 0.1 | ||||||||||||||||
399,955 | Jason Incorporated 2nd Lien Term Loan, 10.302%, (US0003M + 8.000%), 06/30/22 | 369,458 | 0.0 | ||||||||||||||||
1,840,701 | 0.1 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2018 (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Consumer, Cyclical: 0.2% | |||||||||||||||||||
3,538,749 | Twin River Management Group, Inc. Term Loan, 5.802%, (US0003M + 3.500%), 07/10/20 | $ | 3,574,136 | 0.2 | |||||||||||||||
Consumer, Non-cyclical: 0.3% | |||||||||||||||||||
5,553,347 | Albany Molecular Research, Inc. 2017 1st Lien Term Loan, 5.127%, (US0003M + 3.750%), 08/30/24 | 5,574,172 | 0.3 | ||||||||||||||||
Containers & Glass Products: 3.6% | |||||||||||||||||||
5,060,000 | Albea Beauty Holdings S.A 2018 USD Term Loan, 5.312%, (US0003M + 3.000%), 04/22/24 | 5,090,046 | 0.2 | ||||||||||||||||
450,000 | Berlin Packaging LLC 2014 2nd Lien Term Loan, 8.420%, (US0003M + 6.750%), 10/01/22 | 455,906 | 0.0 | ||||||||||||||||
8,125,169 | Berlin Packaging LLC 2017 Term Loan B, 5.030%, (US0003M + 3.250%), 10/01/21 | 8,170,873 | 0.4 | ||||||||||||||||
1,965,125 | BWAY Holding Company 2017 Term Loan B, 4.963%, (US0003M + 3.250%), 04/03/24 | 1,977,203 | 0.1 | ||||||||||||||||
1,482,559 | Consolidated Container Company LLC 2017 1st Lien Term Loan, 4.877%, (US0003M + 3.000%), 05/22/24 | 1,493,678 | 0.1 | ||||||||||||||||
5,929,245 | Flex Acquisition Company, Inc. 1st Lien Term Loan, 4.695%, (US0003M + 3.000%), 12/29/23 | 5,964,453 | 0.3 | ||||||||||||||||
3,924,270 | Milacron LLC Amended Term Loan B, 4.377%, (US0003M + 2.500%), 09/28/23 | 3,941,439 | 0.2 | ||||||||||||||||
1,716,375 | Plastipak Packaging, Inc. Term Loan B, 4.630%, (US0003M + 2.750%), 10/14/24 | 1,727,818 | 0.1 | ||||||||||||||||
5,288,994 | Proampac PG Borrower LLC First Lien Term Loan, 5.303%, (US0003M + 3.500%), 11/18/23 | 5,344,090 | 0.3 | ||||||||||||||||
660,000 | Proampac PG Borrower LLC Second Lien Term Loan, 10.354%, (US0003M + 8.500%), 11/18/24 | 672,375 | 0.0 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Containers & Glass Products: (continued) | |||||||||||||||||||
16,398,969 | Reynolds Group Holdings Inc. USD 2017 Term Loan, 4.627%, (US0003M + 3.000%), 02/05/23 | $ | 16,501,463 | 0.8 | |||||||||||||||
4,957,575 | Ring Container Technologies Group, LLC 1st Lien Term Loan, 4.627%, (US0003M + 2.750%), 10/31/24 | 4,979,264 | 0.2 | ||||||||||||||||
8,965,997 | SIG Combibloc Group AG, 4.627%, (US0001M + 2.750%), 03/13/22 | 9,028,437 | 0.4 | ||||||||||||||||
1,710,713 | Tekni-Plex, Inc. 2017 USD Term Loan B1, 5.127%, (US0003M + 3.250%), 10/17/24 | 1,718,197 | 0.1 | ||||||||||||||||
619,443 | Tekni-Plex, Inc. 2018 Term Loan, 5.562%, (US0003M + 3.250%), 10/17/24 | 622,412 | 0.0 | ||||||||||||||||
60,557 | Tekni-Plex, Inc. Delayed Draw Term Loan, 5.562%, (US0003M + 3.250%), 10/05/24 | 60,859 | 0.0 | ||||||||||||||||
6,865,000 | Titan Acquisition Limited 2018 Term Loan B, 5.312%, (US0003M + 3.500%), 03/28/25 | 6,859,103 | 0.3 | ||||||||||||||||
296,003 | TricorBraun Holdings, Inc. 1st Lien Delayed Draw Term Loan, 5.976%, (US0003M + 3.750%), 11/30/23 | 298,315 | 0.0 | ||||||||||||||||
2,937,771 | TricorBraun Holdings, Inc. First Lien Term Loan, 6.056%, (US0003M + 3.750%), 11/30/23 | 2,960,721 | 0.1 | ||||||||||||||||
77,866,652 | 3.6 | ||||||||||||||||||
Cosmetics/Toiletries: 0.1% | |||||||||||||||||||
2,545,763 | Wellness Merger Sub, Inc. 1st Lien Term Loan, 7.052%, (US0003M + 4.750%), 06/30/24 | 2,580,370 | 0.1 | ||||||||||||||||
Drugs: 1.3% | |||||||||||||||||||
8,057,660 | Alvogen Pharma US, Inc. Term Loan, 6.880%, (US0003M + 5.000%), 04/02/22 | 8,075,290 | 0.4 | ||||||||||||||||
6,970,000 | Amneal Pharmaceuticals LLC 2018 Term Loan B, 5.812%, (US0003M + 3.500%), 03/07/25 | 6,988,875 | 0.3 | ||||||||||||||||
3,747,024 | Amneal Pharmaceuticals LLC New Term Loan, 5.377%, (US0003M + 3.500%), 11/01/19 | 3,757,545 | 0.2 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2018 (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Drugs: (continued) | |||||||||||||||||||
7,443,750 | Endo Luxembourg Finance Company I S.a r.l. 2017 Term Loan B, 6.188%, (US0003M + 4.250%), 04/29/24 | $ | 7,452,124 | 0.3 | |||||||||||||||
1,425,600 | Horizon Pharma, Inc. 2017 1st Lien Term Loan, 5.125%, (US0003M + 3.250%), 03/29/24 | 1,435,996 | 0.1 | ||||||||||||||||
27,709,830 | 1.3 | ||||||||||||||||||
Ecological Services & Equipment: 0.8% | |||||||||||||||||||
3,592,043 | 4L Holdings, LLC 1st Lien Term Loan, 6.377%, (US0003M + 4.500%), 05/08/20 | 2,790,569 | 0.1 | ||||||||||||||||
9,130,219 | ADS Waste Holdings, Inc. Term Loan, 3.981%, (US0003M + 2.250%), 11/10/23 | 9,168,895 | 0.4 | ||||||||||||||||
850,000 | Gopher Resource, LLC 1st Lien Term Loan, 5.478%, (US0003M + 3.250%), 03/06/25 | 858,235 | 0.1 | ||||||||||||||||
4,887,750 | Wrangler Buyer Corp. Term Loan B, 4.877%, (US0003M + 3.000%), 09/27/24 | 4,923,391 | 0.2 | ||||||||||||||||
17,741,090 | 0.8 | ||||||||||||||||||
Electronics/Electrical: 13.2% | |||||||||||||||||||
1,560,000 | ABC Financial Services, Inc. 1st Lien Term Loan, 5.945%, (US0003M + 4.250%), 01/02/25 | 1,573,650 | 0.1 | ||||||||||||||||
5,040,136 | Aptean, Inc. 2017 1st Lien Term Loan, 6.560%, (US0003M + 4.250%), 12/20/22 | 5,057,464 | 0.2 | ||||||||||||||||
3,298,446 | ASG Technologies Group, Inc. 2018 Term Loan, 5.377%, (US0003M + 3.500%), 07/31/24 | 3,310,815 | 0.2 | ||||||||||||||||
5,801,664 | Avast Software B.V. USD 2017 Term Loan B, 5.052%, (US0003M + 2.750%), 09/30/23 | 5,843,367 | 0.3 | ||||||||||||||||
4,750,000 | Barracuda Networks, Inc. 1st Lien Term Loan, 5.061%, (US0003M + 3.250%), 02/12/25 | 4,775,978 | 0.2 | ||||||||||||||||
520,000 | Barracuda Networks, Inc. 2nd Lien Term Loan, 9.061%, (US0003M + 7.250%), 02/12/26 | 531,700 | 0.1 | ||||||||||||||||
16,039,946 | BMC Software Finance, Inc. USD 2017 1st Lien Term Loan, 5.127%, (US0003M + 3.250%), 09/10/22 | 16,127,444 | 0.8 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Electronics/Electrical: (continued) | |||||||||||||||||||
11,494,417 | Compuware Corporation Term Loan B3, 5.130%, (US0003M + 3.500%), 12/15/21 | $ | 11,648,879 | 0.5 | |||||||||||||||
14,423,055 | Dell Inc. 2017 1st Lien Term Loan, 3.880%, (US0003M + 2.000%), 09/07/23 | 14,454,612 | 0.7 | ||||||||||||||||
9,430,033 | Epicor Software Corporation 1st Lien Term Loan, 5.130%, (US0003M + 3.750%), 06/01/22 | 9,482,426 | 0.4 | ||||||||||||||||
2,159,150 | Exact Merger Sub LLC 1st Lien Term Loan, 6.552%, (US0003M + 4.250%), 09/27/24 | 2,182,767 | 0.1 | ||||||||||||||||
3,189,029 | Eze Castle Software Inc. 2017 1st Lien Term Loan, 5.037%, (US0003M + 3.000%), 04/06/20 | 3,218,263 | 0.1 | ||||||||||||||||
1,428,261 | Eze Castle Software Inc. New 2nd Lien Term Loan, 8.802%, (US0003M + 6.500%), 04/05/21 | 1,433,021 | 0.1 | ||||||||||||||||
7,303,118 | Genesys Telecom Holdings, U.S., Inc. 2018 USD Term Loan B, 5.802%, (US0003M + 3.500%), 12/01/23 | 7,357,322 | 0.3 | ||||||||||||||||
10,162,121 | Go Daddy Operating Company, LLC 2017 Repriced Term Loan, 4.127%, (US0003M + 2.250%), 02/15/24 | 10,201,641 | 0.5 | ||||||||||||||||
11,389,612 | Hyland Software, Inc. 2017 1st Lien Term Loan, 5.127%, (PRIME + 3.250%), 07/01/22 | 11,542,665 | 0.5 | ||||||||||||||||
1,217,700 | Infor (US), Inc. Term Loan B6, 4.627%, (US0003M + 2.750%), 02/01/22 | 1,222,266 | 0.1 | ||||||||||||||||
7,712,357 | Informatica Corporation 2018 USD Term Loan, 5.127%, (US0003M + 3.250%), 08/05/22 | 7,765,379 | 0.4 | ||||||||||||||||
10,981,789 | Kronos Incorporated 2017 Term Loan B, 4.880%, (US0003M + 3.000%), 11/01/23 | 11,056,608 | 0.5 | ||||||||||||||||
2,932,500 | Lully Finance LLC USD Term Loan B3, 5.377%, (US0001M + 3.500%), 10/14/22 | 2,939,831 | 0.1 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2018 (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Electronics/Electrical: (continued) | |||||||||||||||||||
5,295,037 | M/A-COM Technology Solutions Holdings, Inc. 2017 Add on Term Loan, 4.127%, (US0003M + 2.250%), 05/17/24 | $ | 5,229,950 | 0.2 | |||||||||||||||
1,186,600 | MA FinanceCo., LLC USD Term Loan B3, 4.627%, (US0001M + 2.750%), 06/21/24 | 1,175,228 | 0.1 | ||||||||||||||||
2,970,000 | Marketo, Inc. 2018 1st Lien Term Loan, 5.043%, (US0003M + 3.250%), 01/30/25 | 2,967,680 | 0.1 | ||||||||||||||||
838,588 | MaxLinear, Inc. Term Loan B, 4.277%, (US0003M + 2.500%), 05/12/24 | 844,878 | 0.0 | ||||||||||||||||
1,460,000 | McAfee, LLC 2017 2nd Lien Term Loan, 10.377%, (US0003M + 8.500%), 09/29/25 | 1,481,900 | 0.1 | ||||||||||||||||
12,783,948 | McAfee, LLC 2017 USD Term Loan B, 6.377%, (US0003M + 4.500%), 09/30/24 | 12,929,762 | 0.6 | ||||||||||||||||
10,399,975 | MH Sub I, LLC 2017 1st Lien Term Loan, 5.527%, (US0003M + 3.750%), 09/13/24 | 10,422,730 | 0.5 | ||||||||||||||||
2,540,000 | MH Sub I, LLC 2017 2nd Lien Term Loan, 9.277%, (US0003M + 7.500%), 09/15/25 | 2,576,512 | 0.1 | ||||||||||||||||
3,106,494 | Microsemi Corporation 2017 1st Lien Term Loan B, 3.742%, (US0003M + 2.000%), 01/15/23 | 3,115,646 | 0.2 | ||||||||||||||||
2,664,841 | ON Semiconductor Corporation 2017 1st Lien Term Loan, 3.877%, (US0003M + 2.000%), 03/31/23 | 2,681,995 | 0.1 | ||||||||||||||||
1,381,059 | Optiv Security, Inc. 1st Lien Term Loan, 5.125%, (US0003M + 3.250%), 02/01/24 | 1,335,311 | 0.1 | ||||||||||||||||
8,614,421 | Quest Software US Holdings Inc. 2017 Term Loan B, 7.272%, (US0003M + 5.500%), 10/31/22 | 8,784,918 | 0.4 | ||||||||||||||||
11,400,122 | Rackspace Hosting, Inc. 2017 Incremental 1st Lien Term Loan, 4.787%, (US0003M + 3.000%), 11/03/23 | 11,376,079 | 0.5 | ||||||||||||||||
8,947,739 | Riverbed Technology, Inc. 2016 Term Loan, 5.130%, (US0003M + 3.250%), 04/24/22 | 8,928,868 | 0.4 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Electronics/Electrical: (continued) | |||||||||||||||||||
3,929,957 | Rovi Solutions Corporation Term Loan B, 4.380%, (US0003M + 2.500%), 07/02/21 | $ | 3,958,614 | 0.2 | |||||||||||||||
8,791,225 | RP Crown Parent LLC Term Loan B, 4.877%, (US0003M + 3.500%), 10/12/23 | 8,840,676 | 0.4 | ||||||||||||||||
8,013,400 | Seattle Spinco, Inc. USD Term Loan B3, 4.627%, (US0003M + 2.750%), 06/21/24 | 8,015,404 | 0.4 | ||||||||||||||||
6,319,611 | SkillSoft Corporation 1st Lien Term Loan, 6.398%, (US0003M + 4.750%), 04/28/21 | 6,128,443 | 0.3 | ||||||||||||||||
10,822,875 | SolarWinds Holdings, Inc. 2018 Term Loan B, 5.312%, (US0003M + 3.000%), 02/21/24 | 10,884,425 | 0.5 | ||||||||||||||||
4,015,986 | SS&C Technologies Holdings Europe S.A.R.L. 2018 Term Loan B4, 4.812%, (US0003M + 2.500%), 02/28/25 | 4,041,399 | 0.2 | ||||||||||||||||
9,284,014 | SS&C Technologies Inc. 2018 Term Loan B3, 4.812%, (US0003M + 2.500%), 02/28/25 | 9,342,763 | 0.4 | ||||||||||||||||
3,582,000 | TTM Technologies, Inc. 2017 Term Loan, 4.377%, (US0003M + 2.500%), 09/28/24 | 3,597,671 | 0.2 | ||||||||||||||||
3,425,000 | TTM Technologies, Inc. 2018 Term Loan B, 4.812%, (US0003M + 2.500%), 09/27/24 | 3,439,985 | 0.1 | ||||||||||||||||
10,165,538 | Veritas Bermuda Ltd. USD Repriced Term Loan B, 6.802%, (US0003M + 4.500%), 01/27/23 | 10,135,356 | 0.5 | ||||||||||||||||
7,003,098 | Western Digital Corporation 2017 Term Loan B, 3.877%, (US0003M + 2.000%), 04/29/23 | 7,053,437 | 0.3 | ||||||||||||||||
2,881,667 | Xperi Corporation 2018 Term Loan B1, 4.377%, (US0003M + 2.500%), 12/01/23 | 2,897,427 | 0.1 | ||||||||||||||||
283,913,155 | 13.2 | ||||||||||||||||||
Equipment Leasing: 0.1% | |||||||||||||||||||
3,107,756 | Brand Energy & Infrastructure Services, Inc. 2017 Term Loan, 6.001%, (US0003M + 4.250%), 06/21/24 | 3,137,106 | �� | 0.1 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2018 (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Financial Intermediaries: 1.5% | |||||||||||||||||||
1,516,867 | Blucora, Inc. 2017 Term Loan B, 4.877%, (US0003M + 3.000%), 05/22/24 | $ | 1,532,983 | 0.1 | |||||||||||||||
6,590,000 | Duff & Phelps Corporation 2017 Term Loan B, 5.552%, (US0003M + 3.250%), 02/13/25 | 6,618,831 | 0.3 | ||||||||||||||||
1,645,875 | Edelman Financial Group, The 2017 Term Loan B, 5.970%, (US0003M + 4.250%), 11/11/24 | 1,666,791 | 0.1 | ||||||||||||||||
3,338,737 | FinCo I LLC 2017 Term Loan B, 4.627%, (US0003M + 2.750%), 12/27/22 | 3,381,306 | 0.1 | ||||||||||||||||
6,860,656 | First Eagle Holdings, Inc. 2017 1st Lien Term Loan B, 5.302%, (US0003M + 3.000%), 12/01/22 | 6,931,403 | 0.3 | ||||||||||||||||
3,767,309 | Focus Financial Partners, LLC 2018 1st Lien Term Loan, 5.052%, (US0003M + 2.750%), 07/03/24 | 3,788,501 | 0.2 | ||||||||||||||||
7,592,768 | LPL Holdings, Inc. 2017 1st Lien Term Loan B, 4.472%, (US0003M + 2.250%), 09/23/24 | 7,621,241 | 0.3 | ||||||||||||||||
1,580,997 | Priority Payment Systems LLC Term Loan, 6.880%, (US0003M + 5.000%), 01/03/23 | 1,600,760 | 0.1 | ||||||||||||||||
33,141,816 | 1.5 | ||||||||||||||||||
Food Products: 1.9% | |||||||||||||||||||
2,238,750 | Atkins Nutritionals Holdings II, Inc. 2017 Term Loan B, 5.293%, (US0003M + 3.500%), 07/07/24 | 2,249,944 | 0.1 | ||||||||||||||||
1,635,000 | CH Guenther & Son, Incorporated 2018 Term Loan B, 5.062%, (US0003M + 2.750%), 03/31/25 | 1,645,986 | 0.1 | ||||||||||||||||
1,966,323 | CSM Bakery Solutions LLC 1st Lien Term Loan, 5.700%, (US0003M + 4.000%), 07/03/20 | 1,946,659 | 0.1 | ||||||||||||||||
3,614,495 | Del Monte Foods, Inc. 1st Lien Term Loan, 5.159%, (US0003M + 3.250%), 02/18/21 | 3,114,491 | 0.1 | ||||||||||||||||
4,386,956 | Dole Food Company Inc. 2017 Term Loan B, 4.820%, (US0003M + 3.000%), 03/16/24 | 4,401,008 | 0.2 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Food Products: (continued) | |||||||||||||||||||
6,303,449 | Hostess Brands, LLC 2017 Repriced Term Loan, 4.127%, (US0003M + 2.250%), 08/03/22 | $ | 6,336,933 | 0.3 | |||||||||||||||
7,975,000 | IRB Holding Corp 1st Lien Term Loan, 4.936%, (US0003M + 3.250%), 02/05/25 | 8,066,377 | 0.4 | ||||||||||||||||
5,437,556 | JBS USA, LLC 2017 Term Loan B, 4.678%, (US0003M + 2.500%), 10/30/22 | 5,428,041 | 0.3 | ||||||||||||||||
2,769,075 | NPC International, Inc. 1st Lien Term Loan, 5.377%, (US0003M + 3.500%), 04/19/24 | 2,812,342 | 0.1 | ||||||||||||||||
970,000 | NPC International, Inc. 2nd Lien Term Loan, 9.377%, (US0003M + 7.500%), 04/18/25 | 994,250 | 0.1 | ||||||||||||||||
3,205,000 | Sigma Bidco B.V. 2018 USD Term Loan B, 5.312%, (US0003M + 3.000%), 02/23/25 | 3,215,682 | 0.1 | ||||||||||||||||
40,211,713 | 1.9 | ||||||||||||||||||
Food Service: 1.8% | |||||||||||||||||||
9,614,313 | 1011778 B.C. Unlimited Liability Company Term Loan B3, 4.294%, (US0003M + 2.250%), 02/16/24 | 9,636,349 | 0.4 | ||||||||||||||||
5,220,469 | CEC Entertainment Concepts, L.P. Term Loan, 5.127%, (US0003M + 3.250%), 02/14/21 | 4,949,005 | 0.2 | ||||||||||||||||
1,065,000 | Fogo de Chao Churrascaria Holdings LLC 2018 Term Loan, 6.812%, (US0003M + 4.500%), 03/21/25 | 1,070,991 | 0.1 | ||||||||||||||||
9,545,430 | Golden Nugget, Inc. 2017 Incremental Term Loan, 4.979%, (US0003M + 3.250%), 10/04/23 | 9,637,906 | 0.4 | ||||||||||||||||
1,340,000 | K-Mac Holdings Corp 2018 1st Lien Term Loan, 5.562%, (US0003M + 3.250%), 03/07/25 | 1,348,793 | 0.1 | ||||||||||||||||
725,000 | K-Mac Holdings Corp 2018 2nd Lien Term Loan, 9.062%, (US0003M + 6.750%), 03/06/26 | 735,875 | 0.0 | ||||||||||||||||
1,964,359 | Manitowoc Foodservice, Inc. Term Loan B, 4.627%, (US0003M + 3.000%), 03/03/23 | 1,981,956 | 0.1 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2018 (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Food Service: (continued) | |||||||||||||||||||
2,775,000 | Tacala, LLC 1st Lien Term Loan, 4.914%, (US0003M + 3.250%), 01/31/25 | $ | 2,794,078 | 0.1 | |||||||||||||||
640,000 | Tacala, LLC 2nd Lien Term Loan, 8.664%, (US0003M + 7.000%), 01/30/26 | 654,400 | 0.1 | ||||||||||||||||
6,592,612 | US Foods, Inc. 2016 Term Loan B, 4.377%, (US0003M + 2.750%), 06/27/23 | 6,647,093 | 0.3 | ||||||||||||||||
39,456,446 | 1.8 | ||||||||||||||||||
Food/Drug Retailers: 2.2% | |||||||||||||||||||
9,354,873 | Albertsons, LLC USD 2017 Term Loan B4, 4.627%, (US0001M + 2.750%), 08/25/21 | 9,263,925 | 0.4 | ||||||||||||||||
3,979,950 | Albertsons, LLC USD 2017 Term Loan B6, 4.956%, (US0003M + 3.000%), 06/22/23 | 3,937,663 | 0.2 | ||||||||||||||||
3,179,000 | Alphabet Holding Company, Inc. 2017 1st Lien Term Loan, 5.377%, (US0003M + 3.500%), 09/26/24 | 2,964,418 | 0.1 | ||||||||||||||||
1,955,000 | Alphabet Holding Company, Inc. 2017 2nd Lien Term Loan, 9.627%, (US0003M + 7.750%), 09/26/25 | 1,798,600 | 0.1 | ||||||||||||||||
5,285,000 | EG Finco Limited 2018 USD Term Loan, 6.312%, (US0003M + 4.000%), 01/19/25 | 5,287,204 | 0.3 | ||||||||||||||||
945,000 | EG Group Limited 2018 USD Term Loan B, 6.312%, (US0003M + 4.000%), 01/19/25 | 943,228 | 0.0 | ||||||||||||||||
6,448,487 | Moran Foods LLC Term Loan, 7.877%, (US0003M + 6.000%), 12/05/23 | 5,634,365 | 0.3 | ||||||||||||||||
2,412,500 | Portillos Holdings, LLC 1st Lien Term Loan, 6.802%, (US0003M + 4.500%), 08/02/21 | 2,435,117 | 0.1 | ||||||||||||||||
7,100,000 | Smart & Final Stores LLC 1st Lien Term Loan, 5.377%, (US0003M + 3.500%), 11/15/22 | 7,023,086 | 0.3 | ||||||||||||||||
2,828,004 | Supervalu Inc. 2017 Delayed Draw Term Loan, 5.377%, (US0003M + 3.500%), 06/08/24 | 2,809,268 | 0.2 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Food/Drug Retailers: (continued) | |||||||||||||||||||
4,713,340 | Supervalu Inc. 2017 Term Loan B, 5.377%, (US0003M + 3.500%), 06/08/24 | $ | 4,682,114 | 0.2 | |||||||||||||||
46,778,988 | 2.2 | ||||||||||||||||||
Forest Products: 0.2% | |||||||||||||||||||
3,315,000 | Blount International Inc. USD 2017 Term Loan B, 5.920%, (US0003M + 4.250%), 04/12/23 | 3,362,653 | 0.2 | ||||||||||||||||
Health Care: 9.5% | |||||||||||||||||||
8,111,746 | Acadia Healthcare Company, Inc. 2018 Term Loan B4, 4.377%, (US0003M + 2.500%), 02/16/23 | 8,190,333 | 0.4 | ||||||||||||||||
1,525,393 | ADMI Corp. 2015 Term Loan B, 5.595%, (US0003M + 3.750%), 04/30/22 | 1,532,384 | 0.1 | ||||||||||||||||
2,992,500 | Air Medical Group Holdings, Inc. 2017 Term Loan B2, 6.562%, (US0003M + 4.250%), 09/07/24 | 3,023,828 | 0.2 | ||||||||||||||||
9,231,674 | Air Medical Group Holdings, Inc. 2018 Term Loan B1, 4.936%, (US0003M + 3.250%), 04/28/22 | 9,281,442 | 0.4 | ||||||||||||||||
3,237,071 | Air Methods Corporation 2017 Term Loan B, 5.802%, (US0003M + 3.500%), 04/21/24 | 3,249,210 | 0.2 | ||||||||||||||||
5,130,501 | ATI Holdings Acquisition, Inc. 2016 Term Loan, 5.204%, (US0003M + 3.500%), 05/10/23 | 5,172,987 | 0.2 | ||||||||||||||||
5,839,917 | Auris Luxembourg III S.a.r.l. 2017 USD Term Loan B7, 4.693%, (US0003M + 3.000%), 01/17/22 | 5,880,067 | 0.3 | ||||||||||||||||
2,574,563 | Carestream Dental Equiment, Inc 2017 1st Lien Term Loan B, 5.552%, (US0003M + 4.000%), 09/01/24 | 2,585,826 | 0.1 | ||||||||||||||||
3,270,662 | Catalent Pharma Solutions Inc. USD Term Loan B, 4.127%, (US0001M + 2.750%), 05/20/24 | 3,288,379 | 0.2 | ||||||||||||||||
1,250,000 | Cdrh Parent, Inc. Second Lien, 9.696%, (US0003M + 8.000%), 07/01/22 | 789,584 | 0.0 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2018 (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Health Care: (continued) | |||||||||||||||||||
11,385,000 | Change Healthcare Holdings, Inc. 2017 Term Loan B, 4.627%, (US0001M + 2.750%), 03/01/24 | $ | 11,425,326 | 0.5 | |||||||||||||||
11,150,264 | CHG Healthcare Services Inc. 2017 1st Lien Term Loan B, 4.772%, (US0003M + 3.000%), 06/07/23 | 11,259,448 | 0.5 | ||||||||||||||||
987,538 | Commerce Merger Sub, Inc. 2017 1st Lien Term Loan, 5.302%, (US0003M + 3.250%), 06/28/24 | 991,858 | 0.0 | ||||||||||||||||
2,548,254 | Concentra Inc. 2018 1st Lien Term Loan, 4.530%, (US0003M + 2.750%), 06/01/22 | 2,555,419 | 0.1 | ||||||||||||||||
5,095,247 | Cotiviti Corporation Term Loan B, 4.560%, (US0003M + 2.500%), 09/28/23 | 5,143,015 | 0.2 | ||||||||||||||||
1,356,875 | Diplomat Pharmacy, Inc. 2017 Term Loan B, 6.380%, (US0003M + 4.500%), 12/20/24 | 1,369,596 | 0.1 | ||||||||||||||||
1,684 | DJO Finance LLC 2015 Term Loan, 5.035%, (US0003M + 3.250%), 06/08/20 | 1,695 | 0.0 | ||||||||||||||||
3,271,845 | Envision Healthcare Corp Term Loan B, 4.880%, (US0003M + 3.000%), 12/01/23 | 3,292,294 | 0.2 | ||||||||||||||||
7,235,260 | ExamWorks Group, Inc. 2017 Term Loan, 5.127%, (US0003M + 3.250%), 07/27/23 | 7,299,473 | 0.3 | ||||||||||||||||
2,540,977 | Greenway Health, LLC 2017 1st Lien Term Loan, 6.550%, (US0003M + 4.250%), 02/14/24 | 2,566,386 | 0.1 | ||||||||||||||||
15,137,100 | Grifols Worldwide Operations USA, Inc. 2017 Acquisition Term Loan, 3.986%, (US0003M + 2.250%), 01/31/25 | 15,205,686 | 0.7 | ||||||||||||||||
8,258,298 | Jaguar Holding Company II 2017 Term Loan, 4.850%, (US0003M + 2.750%), 08/18/22 | 8,295,460 | 0.4 | ||||||||||||||||
2,462,606 | Kinetic Concepts, Inc. 2017 USD Term Loan B, 5.552%, (US0003M + 3.250%), 02/02/24 | 2,477,074 | 0.1 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Health Care: (continued) | |||||||||||||||||||
5,809,107 | MPH Acquisition Holdings LLC 2016 Term Loan B, 5.052%, (US0003M + 2.750%), 06/07/23 | $ | 5,843,602 | 0.3 | |||||||||||||||
3,771,136 | nThrive, Inc. 2016 1st Lien Term Loan, 6.377%, (US0003M + 4.500%), 10/20/22 | 3,786,454 | 0.2 | ||||||||||||||||
8,845,000 | NVA Holdings, Inc. Term Loan B3, 5.052%, (US0003M + 2.750%), 02/02/25 | 8,872,641 | 0.4 | ||||||||||||||||
2,001,403 | Onex TSG Holdings II Corp. 1st Lien Term Loan, 5.877%, (US0003M + 4.000%), 07/31/22 | 1,970,131 | 0.1 | ||||||||||||||||
9,402,750 | Parexel International Corporation Term Loan B, 4.627%, (US0003M + 2.750%), 09/27/24 | 9,416,854 | 0.4 | ||||||||||||||||
4,035,762 | Pearl Intermediate Parent LLC 2018 1st Lien Term Loan, 4.527%, (US0003M + 2.750%), 02/14/25 | 4,004,234 | 0.2 | ||||||||||||||||
100,000 | Pearl Intermediate Parent LLC 2018 2nd Lien Term Loan, 8.027%, (US0003M + 6.250%), 02/13/26 | 100,500 | 0.0 | ||||||||||||||||
1,186,989 | (1) | Pearl Intermediate Parent LLC 2018 Delayed Draw Term Loan, 1.000%, (US0003M + 2.750%), 02/14/25 | 1,177,716 | 0.0 | |||||||||||||||
3,315,000 | PharMerica Corporation 1st Lien Term Loan, 5.211%, (US0003M + 3.500%), 12/06/24 | 3,333,647 | 0.2 | ||||||||||||||||
2,251,500 | Press Ganey Holdings, Inc. 2017 1st Lien Term Loan, 4.877%, (US0003M + 3.000%), 10/21/23 | 2,266,511 | 0.1 | ||||||||||||||||
151,497 | Press Ganey Holdings, Inc. 2nd Lien Term Loan, 8.377%, (US0003M + 7.250%), 10/21/24 | 153,675 | 0.0 | ||||||||||||||||
3,745,070 | Prospect Medical Holdings, Inc. 2018 Term Loan B, 7.188%, (US0003M + 5.500%), 02/22/24 | 3,754,432 | 0.2 | ||||||||||||||||
5,185,813 | Select Medical Corporation 2017 Term Loan B, 4.466%, (US0003M + 2.750%), 03/01/21 | 5,221,465 | 0.2 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2018 (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Health Care: (continued) | |||||||||||||||||||
10,264,625 | Sotera Health Holdings, LLC 2017 Term Loan B, 4.877%, (US0003M + 3.000%), 05/15/22 | $ | 10,307,398 | 0.5 | |||||||||||||||
4,567,050 | Surgery Center Holdings, Inc. 2017 Term Loan B, 5.130%, (US0001M + 3.250%), 09/02/24 | 4,570,617 | 0.2 | ||||||||||||||||
4,752,000 | Team Health Holdings, Inc. 1st Lien Term Loan, 4.627%, (US0003M + 2.750%), 02/06/24 | 4,561,920 | 0.2 | ||||||||||||||||
1,498,675 | Tecomet Inc. 2017 Repriced Term Loan, 5.283%, (US0003M + 3.750%), 05/01/24 | 1,514,287 | 0.1 | ||||||||||||||||
3,648,759 | U.S. Anesthesia Partners, Inc. 2017 Term Loan, 4.877%, (US0003M + 3.000%), 06/23/24 | 3,671,564 | 0.2 | ||||||||||||||||
7,579,309 | U.S. Renal Care, Inc. 2015 Term Loan B, 5.943%, (US0003M + 4.250%), 12/31/22 | 7,624,315 | 0.4 | ||||||||||||||||
1,089,285 | Valeant Pharmaceuticals International, Inc. Term Loan B Series F4, 5.240%, (US0001M + 3.500%), 04/01/22 | 1,102,153 | 0.0 | ||||||||||||||||
1,369,234 | Vizient, Inc. 1st Lien Term Loan B, 4.398%, (US0001M + 3.500%), 02/13/23 | 1,381,214 | 0.1 | ||||||||||||||||
3,690,750 | Wink Holdco, Inc 1st Lien Term Loan B, 4.664%, (US0003M + 3.000%), 12/02/24 | 3,682,675 | 0.2 | ||||||||||||||||
1,010,000 | Wink Holdco, Inc 2nd Lien Term Loan B, 8.420%, (US0003M + 6.750%), 11/03/25 | 1,008,106 | 0.0 | ||||||||||||||||
204,202,881 | 9.5 | ||||||||||||||||||
Home Furnishings: 0.7% | |||||||||||||||||||
2,522,325 | Global Appliance Inc. Term Loan B, 5.880%, (US0003M + 4.000%), 09/29/24 | 2,563,283 | 0.1 | ||||||||||||||||
3,636,366 | Hillman Group Inc. (The) Term Loan B, 5.802%, (US0003M + 3.500%), 06/30/21 | 3,675,759 | 0.2 | ||||||||||||||||
6,974,558 | Prime Security Services Borrower, LLC 2016 1st Lien Term Loan, 4.627%, (US0003M + 2.750%), 05/02/22 | 7,036,067 | 0.3 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Home Furnishings: (continued) | |||||||||||||||||||
2,363,286 | Serta Simmons Bedding, LLC 1st Lien Term Loan, 5.216%, (US0003M + 3.500%), 11/08/23 | $ | 2,160,929 | 0.1 | |||||||||||||||
15,436,038 | 0.7 | ||||||||||||||||||
Industrial Equipment: 1.7% | |||||||||||||||||||
1,517,375 | Accudyne Industries, LLC 2017 Term Loan, 5.127%, (US0003M + 3.750%), 08/18/24 | 1,526,977 | 0.1 | ||||||||||||||||
3,459,317 | Columbus McKinnon Corporation 2018 Term Loan B, 4.802%, (US0003M + 2.500%), 01/31/24 | 3,478,776 | 0.2 | ||||||||||||||||
8,536,315 | Cortes NP Acquisition Corporation 2017 Term Loan B, 5.670%, (US0003M + 4.000%), 11/30/23 | 8,605,459 | 0.4 | ||||||||||||||||
2,514,236 | EWT Holdings III Corp. 2017 Repriced Term Loan, 5.302%, (US0003M + 3.000%), 12/20/24 | 2,535,451 | 0.1 | ||||||||||||||||
1,955,100 | ExGen Renewables IV, LLC Term Loan B, 4.990%, (US0003M + 3.000%), 11/28/24 | 1,981,983 | 0.1 | ||||||||||||||||
5,528,019 | Gardner Denver, Inc. 2017 USD Term Loan B, 5.052%, (US0003M + 2.750%), 07/30/24 | 5,562,188 | 0.2 | ||||||||||||||||
1,329,750 | Global Brass & Copper, Inc. 2016 Term Loan B, 5.188%, (US0003M + 3.250%), 07/18/23 | 1,343,047 | 0.1 | ||||||||||||||||
2,200,000 | Horizon Global Corporation 2018 Term Loan B, 7.312%, (US0003M + 5.000%), 02/06/24 | 2,219,250 | 0.1 | ||||||||||||||||
2,441,030 | Kenan Advantage Group, Inc. 2015 Term Loan, 4.877%, (US0003M + 3.000%), 07/31/22 | 2,454,761 | 0.1 | ||||||||||||||||
742,269 | Kenan Advantage Group, Inc. CAD Term Loan B, 4.877%, (US0003M + 3.000%), 07/31/22 | 746,444 | 0.0 | ||||||||||||||||
1,358,679 | Rexnord LLC 2017 Term Loan B, 4.111%, (US0003M + 2.250%), 08/21/24 | 1,367,808 | 0.1 | ||||||||||||||||
1,370,000 | Robertshaw US Holding Corp 2018 1st Lien Term Loan, 5.438%, (US0003M + 3.500%), 02/19/25 | 1,383,700 | 0.1 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2018 (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Industrial Equipment: (continued) | |||||||||||||||||||
805,000 | Safe Fleet Acquisition, Corp. 2018 1st Lien Term Loan, 4.780%, (US0003M + 3.000%), 02/01/25 | $ | 807,012 | 0.0 | |||||||||||||||
475,000 | Safe Fleet Acquisition, Corp. 2018 2nd Lien Term Loan, 8.530%, (US0003M + 6.750%), 02/01/26 | 480,641 | 0.0 | ||||||||||||||||
1,909,606 | Signode Industrial Group US, Inc. Term Loan B, 5.423%, (PRIME + 1.750%), 05/04/21 | 1,907,171 | 0.1 | ||||||||||||||||
36,400,668 | 1.7 | ||||||||||||||||||
Insurance: 5.0% | |||||||||||||||||||
13,731,721 | Acrisure, LLC 2017 Term Loan B, 5.991%, (US0003M + 4.250%), 11/22/23 | 13,963,444 | 0.6 | ||||||||||||||||
9,757,127 | Alliant Holdings I, Inc. 2015 Term Loan B, 5.127%, (US0003M + 3.250%), 08/12/22 | 9,827,593 | 0.4 | ||||||||||||||||
5,713,000 | AmWINS Group, Inc. 2017 Term Loan B, 4.587%, (US0001M + 2.750%), 01/25/24 | 5,751,203 | 0.3 | ||||||||||||||||
500,000 | AmWINS Group, Inc. Second Lien, 8.627%, (US0003M + 6.750%), 01/25/25 | 505,000 | 0.0 | ||||||||||||||||
6,497,350 | Applied Systems, Inc. 2017 1st Lien Term Loan, 5.552%, (US0003M + 3.250%), 09/19/24 | 6,556,229 | 0.3 | ||||||||||||||||
1,120,000 | Applied Systems, Inc. 2017 2nd Lien Term Loan, 9.302%, (US0003M + 7.000%), 09/19/25 | 1,160,600 | 0.1 | ||||||||||||||||
9,538,410 | AssuredPartners, Inc. 2017 1st Lien Add-On Term Loan, 5.377%, (US0003M + 3.500%), 10/22/24 | 9,571,795 | 0.4 | ||||||||||||||||
7,662,100 | CCC Information Services, Inc. 2017 1st Lien Term Loan, 4.880%, (US0003M + 3.000%), 04/27/24 | 7,694,825 | 0.4 | ||||||||||||||||
300,000 | CCC Information Services, Inc. 2017 2nd Lien Term Loan, 8.627%, (US0003M + 6.750%), 04/27/25 | 306,250 | 0.0 | ||||||||||||||||
5,073,613 | CH Hold Corp. 1st Lien Term Loan, 4.877%, (US0003M + 3.000%), 02/01/24 | 5,113,248 | 0.2 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Insurance: (continued) | |||||||||||||||||||
12,450,833 | Hub International Limited Term Loan B, 4.840%, (US0003M + 3.000%), 10/02/20 | $ | 12,528,651 | 0.6 | |||||||||||||||
7,704,975 | NFP Corp. Term Loan B, 4.877%, (US0003M + 3.500%), 01/08/24 | 7,734,832 | 0.4 | ||||||||||||||||
3,000,000 | Sedgwick Claims Management Services, Inc. 2017 1st Lien Term Loan, 5.062%, (US0003M + 2.750%), 02/26/21 | 3,001,500 | 0.1 | ||||||||||||||||
1,000,000 | Sedgwick Claims Management Services, Inc. Incremental 2nd Lien Term Loan, 7.734%, (US0003M + 5.750%), 02/28/22 | 1,006,250 | 0.1 | ||||||||||||||||
9,879,798 | Sedgwick, Inc. 1st Lien Term Loan, 4.627%, (US0003M + 2.750%), 03/01/21 | 9,884,738 | 0.5 | ||||||||||||||||
2,545,000 | Sedgwick, Inc. 2nd Lien Term Loan, 7.627%, (US0003M + 5.750%), 02/28/22 | 2,560,906 | 0.1 | ||||||||||||||||
5,373,000 | USI, Inc. 2017 Repriced Term Loan, 5.302%, (US0003M + 3.000%), 05/16/24 | 5,395,835 | 0.2 | ||||||||||||||||
5,820,156 | VF Holding Corp Reprice Term Loan, 5.127%, (US0003M + 3.250%), 06/30/23 | 5,874,720 | 0.3 | ||||||||||||||||
108,437,619 | 5.0 | ||||||||||||||||||
Leisure Good/Activities/Movies: 4.0% | |||||||||||||||||||
9,202,638 | 24 Hour Fitness Worldwide, Inc. New Term Loan B, 6.052%, (US0003M + 3.750%), 05/28/21 | 9,254,403 | 0.4 | ||||||||||||||||
6,783,725 | ClubCorp Club Operations, Inc. 2017 Incremental Term Loan, 5.552%, (US0003M + 3.250%), 09/18/24 | 6,835,817 | 0.3 | ||||||||||||||||
8,620,000 | Crown Finance US, Inc. 2018 USD Term Loan, 4.377%, (US0003M + 2.500%), 02/28/25 | 8,619,466 | 0.4 | ||||||||||||||||
6,249,375 | Delta 2 (LUX) S.a.r.l. 2018 USD Term Loan, 4.377%, (US0003M + 2.500%), 02/01/24 | 6,271,510 | 0.3 | ||||||||||||||||
8,316,210 | Equinox Holdings, Inc. 2017 1st Lien Term Loan, 4.877%, (US0003M + 3.000%), 03/08/24 | 8,383,779 | 0.4 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2018 (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Leisure Good/Activities/Movies: (continued) | |||||||||||||||||||
530,000 | Equinox Holdings, Inc. 2017 2nd Lien Term Loan, 8.877%, (US0003M + 7.000%), 09/06/24 | $ | 545,900 | 0.0 | |||||||||||||||
10,773,003 | Fitness International, LLC Term Loan B, 5.377%, (US0003M + 3.250%), 07/01/20 | 10,883,426 | 0.5 | ||||||||||||||||
3,015,000 | GVC Holdings PLC 2018 USD Term Loan, 4.812%, (US0003M + 2.500%), 03/15/24 | 3,019,709 | 0.2 | ||||||||||||||||
5,649,825 | Kingpin Intermediate Holdings LLC 2017 1st Lien Term Loan B, 6.130%, (US0003M + 4.250%), 06/28/24 | 5,748,697 | 0.3 | ||||||||||||||||
7,989,026 | LTF Merger Sub, Inc. 2017 Term Loan B, 4.734%, (US0003M + 2.750%), 06/10/22 | 8,012,881 | 0.4 | ||||||||||||||||
1,503,530 | NEP/NCP Holdco, Inc. 2017 2nd Lien Term Loan, 8.740%, (US0003M + 7.000%), 01/23/23 | 1,518,565 | 0.1 | ||||||||||||||||
5,042,657 | NEP/NCP Holdco, Inc. Incremental Term Loan, 4.898%, (US0003M + 3.250%), 07/21/22 | 5,068,920 | 0.2 | ||||||||||||||||
3,518,802 | SRAM, LLC 2017 Incremental Term Loan, 5.131%, (US0003M + 3.250%), 03/15/24 | 3,527,598 | 0.2 | ||||||||||||||||
2,888,413 | UFC Holdings, LLC 1st Lien Term Loan, 5.130%, (US0003M + 3.250%), 08/18/23 | 2,907,820 | 0.1 | ||||||||||||||||
1,560,000 | Winnebago Industries, Inc. 2017 Term Loan, 5.547%, (US0003M + 3.500%), 11/08/23 | 1,571,700 | 0.1 | ||||||||||||||||
2,845,000 | Zodiac Pool Solutions LLC 2018 Term Loan B, 4.562%, (US0003M + 2.250%), 03/31/25 | 2,856,201 | 0.1 | ||||||||||||||||
85,026,392 | 4.0 | ||||||||||||||||||
Lodging & Casinos: 4.0% | |||||||||||||||||||
13,057,669 | Amaya Holdings B.V. Repriced Term Loan B, 5.802%, (US0003M + 3.500%), 08/01/21 | 13,138,469 | 0.6 | ||||||||||||||||
883,325 | Belmond Interfin Ltd. Dollar Term Loan, 4.627%, (US0003M + 2.750%), 07/03/24 | 887,742 | 0.0 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Lodging & Casinos: (continued) | |||||||||||||||||||
13,890,188 | Caesars Resort Collection, LLC 2017 1st Lien Term Loan B, 4.627%, (US0003M + 2.750%), 12/22/24 | $ | 14,000,559 | 0.7 | |||||||||||||||
1,666,625 | CBAC Borrower, LLC 2017 Term Loan B, 5.877%, (US0003M + 4.000%), 06/28/24 | 1,682,250 | 0.1 | ||||||||||||||||
4,218,125 | CityCenter Holdings, LLC 2017 Term Loan B, 4.377%, (US0003M + 2.500%), 04/18/24 | 4,242,181 | 0.2 | ||||||||||||||||
2,497,447 | Eldorado Resorts LLC 2017 Term Loan B, 4.128%, (US0003M + 2.250%), 04/17/24 | 2,508,374 | 0.1 | ||||||||||||||||
3,371,141 | ESH Hospitality, Inc. 2017 Term Loan B, 4.127%, (US0003M + 2.250%), 08/30/23 | 3,394,843 | 0.2 | ||||||||||||||||
6,195,646 | Everi Payments Inc. Term Loan B, 5.494%, (US0003M + 3.500%), 05/09/24 | 6,247,925 | 0.3 | ||||||||||||||||
6,234,375 | Golden Entertainment, Inc. 2017 1st Lien Term Loan, 4.880%, (US0003M + 3.000%), 10/20/24 | 6,249,961 | 0.3 | ||||||||||||||||
1,460,000 | Golden Entertainment, Inc. 2017 2nd Lien Term Loan, 8.860%, (US0003M + 7.000%), 10/20/25 | 1,464,562 | 0.1 | ||||||||||||||||
3,937,025 | La Quinta Intermediate Holdings LLC Term Loan B, 4.470%, (US0003M + 2.750%), 04/14/21 | 3,951,766 | 0.2 | ||||||||||||||||
15,877,824 | Scientific Games International, Inc. 2018 Term Loan B5, 4.722%, (US0003M + 2.750%), 08/14/24 | 15,954,736 | 0.7 | ||||||||||||||||
11,131,459 | Station Casinos LLC 2016 Term Loan B, 4.380%, (US0003M + 2.500%), 06/08/23 | 11,176,653 | 0.5 | ||||||||||||||||
84,900,021 | 4.0 | ||||||||||||||||||
Nonferrous Metals/Minerals: 0.2% | |||||||||||||||||||
3,383,719 | Fairmount Santrol, Inc. 2017 Term Loan B, 7.693%, (US0003M + 6.000%), 11/01/22 | 3,431,656 | 0.2 | ||||||||||||||||
Oil & Gas: 1.0% | |||||||||||||||||||
1,200,000 | Crestwood Holdings LLC 2018 Term Loan B, 9.186%, (US0003M + 7.500%), 02/28/23 | 1,197,000 | 0.1 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2018 (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Oil & Gas: (continued) | |||||||||||||||||||
2,888,438 | FTS International, Inc. New Term Loan B, 6.627%, (US0003M + 4.750%), 04/16/21 | $ | 2,899,870 | 0.1 | |||||||||||||||
2,545,000 | Glass Mountain Pipeline, LLC Term Loan B, 6.360%, (US0003M + 4.500%), 12/13/24 | 2,557,725 | 0.1 | ||||||||||||||||
3,344,688 | (2),(3) | HGIM Corp. Term Loan B, 5.812%, (US0003M + 4.500%), 06/18/20 | 1,450,758 | 0.1 | |||||||||||||||
1,283,279 | Limetree Bay Terminals, LLC 2017 Term Loan B, 5.854%, (US0003M + 4.000%), 02/15/24 | 1,286,488 | 0.1 | ||||||||||||||||
328,617 | Lucid Energy Group II LLC 2018 1st Lien Term Loan, 4.786%, (US0003M + 3.000%), 02/17/25 | 327,590 | 0.0 | ||||||||||||||||
6,219,413 | Medallion Midland Acquisition, LLC 1st Lien Term Loan, 5.127%, (US0003M + 3.250%), 10/30/24 | 6,234,961 | 0.3 | ||||||||||||||||
987,489 | MEG Energy Corp. 2017 Term Loan B, 5.810%, (US0003M + 3.500%), 12/31/23 | 989,571 | 0.0 | ||||||||||||||||
3,042,375 | Navitas Midstream Midland Basin, LLC Term Loan B, 6.286%, (US0003M + 4.500%), 12/13/24 | 3,049,981 | 0.1 | ||||||||||||||||
1,119,776 | Southcross Energy Partners, L.P. 1st Lien Term Loan, 6.552%, (US0003M + 4.250%), 08/04/21 | 1,105,079 | 0.1 | ||||||||||||||||
456,646 | Summit Midstream Partners Holdings, LLC Term Loan B, 7.877%, (US0003M + 6.000%), 05/13/22 | 463,496 | 0.0 | ||||||||||||||||
21,562,519 | 1.0 | ||||||||||||||||||
Publishing: 0.5% | |||||||||||||||||||
6,060,000 | Meredith Corporation Term Loan B, 4.877%, (US0003M + 3.250%), 01/31/25 | 6,103,347 | 0.3 | ||||||||||||||||
2,384,354 | Merrill Communications, LLC 2015 Term Loan, 7.022%, (US0003M + 5.250%), 06/01/22 | 2,414,159 | 0.1 | ||||||||||||||||
2,885,920 | Tribune Media Company Term Loan C, 4.877%, (US0003M + 3.000%), 01/27/24 | 2,894,035 | 0.1 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Publishing: (continued) | |||||||||||||||||||
231,545 | Tribune Media Company Term Loan, 4.877%, (US0003M + 3.000%), 12/27/20 | $ | 232,232 | 0.0 | |||||||||||||||
11,643,773 | 0.5 | ||||||||||||||||||
Radio & Television: 2.4% | |||||||||||||||||||
4,951,864 | A-L Parent LLC 2016 1st Lien Term Loan, 5.130%, (US0003M + 3.250%), 12/01/23 | 5,007,572 | 0.2 | ||||||||||||||||
320,900 | A-L Parent LLC 2017 1st Lien Term Loan, 5.562%, (US0003M + 3.250%), 12/01/23 | 323,307 | 0.0 | ||||||||||||||||
5,478,773 | CBS Radio Inc. 2017 Term Loan B, 4.623%, (US0003M + 2.750%), 11/17/24 | 5,507,876 | 0.2 | ||||||||||||||||
6,755,040 | (2) | Cumulus Media Holdings Inc. 2013 Term Loan, 4.900%, (US0003M + 3.250%), 12/23/20 | 5,784,003 | 0.3 | |||||||||||||||
4,040,000 | Lions Gate Entertainment Corp. 2018 Term Loan B, 4.562%, (US0003M + 2.250%), 03/24/25 | 4,063,355 | 0.2 | ||||||||||||||||
440,430 | Mission Broadcasting, Inc. 2017 Term Loan B2, 4.164%, (US0003M + 2.500%), 01/17/24 | 442,412 | 0.0 | ||||||||||||||||
3,420,012 | Nexstar Broadcasting, Inc. 2017 Term Loan B2, 4.164%, (US0003M + 2.500%), 01/17/24 | 3,435,402 | 0.2 | ||||||||||||||||
4,049,650 | Raycom TV Broadcasting, LLC 2018 Term Loan B, 4.127%, (US0003M + 2.250%), 08/23/24 | 4,059,774 | 0.2 | ||||||||||||||||
14,340,000 | Sinclair Television Group Inc. 2017 Term Loan B, 4.812%, (US0003M + 2.500%), 12/12/24 | 14,431,346 | 0.7 | ||||||||||||||||
9,521,375 | Univision Communications Inc. Term Loan C5, 4.627%, (US0003M + 2.750%), 03/15/24 | 9,385,991 | 0.4 | ||||||||||||||||
52,441,038 | 2.4 | ||||||||||||||||||
Retailers (Except Food & Drug): 4.9% | |||||||||||||||||||
1,266,250 | Abercrombie & Fitch Management Co. Term Loan B, 5.630%, (US0003M + 3.750%), 08/07/21 | 1,270,998 | 0.1 | ||||||||||||||||
2,486,300 | Academy, Ltd. 2015 Term Loan B, 5.777%, (US0003M + 4.000%), 07/01/22 | 1,993,185 | 0.1 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2018 (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Retailers (Except Food & Drug): (continued) | |||||||||||||||||||
6,425,482 | Ascena Retail Group, Inc. 2015 Term Loan B, 6.438%, (US0003M + 4.500%), 08/21/22 | $ | 5,718,679 | 0.3 | |||||||||||||||
2,985,000 | Bass Pro Group, LLC Term Loan B, 6.877%, (US0003M + 5.000%), 09/25/24 | 2,960,001 | 0.1 | ||||||||||||||||
5,883,967 | Belk, Inc. TL B 1L, 6.458%, (US0003M + 4.750%), 12/12/22 | 5,122,205 | 0.2 | ||||||||||||||||
9,329,500 | BJs Wholesale Club, Inc. 2017 1st Lien Term Loan, 5.191%, (US0003M + 3.750%), 02/03/24 | 9,333,745 | 0.4 | ||||||||||||||||
1,285,000 | BJs Wholesale Club, Inc. 2017 2nd Lien Term Loan, 9.191%, (US0003M + 7.500%), 02/03/25 | 1,292,630 | 0.1 | ||||||||||||||||
4,119,873 | General Nutrition Centers, Inc. 2018 Term Loan B, 10.590%, (US0003M + 8.750%), 03/04/21 | 3,888,130 | 0.2 | ||||||||||||||||
954,187 | General Nutrition Centers, Inc. FILO Term Loan, 8.880%, (US0003M + 7.000%), 12/31/22 | 978,340 | 0.0 | ||||||||||||||||
10,310,269 | Harbor Freight Tools USA, Inc. 2018 Term Loan B, 4.377%, (US0003M + 2.500%), 08/18/23 | 10,336,756 | 0.5 | ||||||||||||||||
7,703,991 | Jo-Ann Stores, Inc. 2016 Term Loan, 6.551%, (US0003M + 5.000%), 10/20/23 | 7,670,286 | 0.4 | ||||||||||||||||
7,327,719 | Leslies Poolmart, Inc. 2016 Term Loan, 5.278%, (US0003M + 3.500%), 08/16/23 | 7,378,097 | 0.4 | ||||||||||||||||
9,183,885 | Mens Wearhouse, Inc. (The) Term Loan B, 5.202%, (US0003M + 3.500%), 06/18/21 | 9,219,757 | 0.4 | ||||||||||||||||
2,122,386 | National Vision, Inc. 2017 Repriced Term Loan, 4.627%, (US0003M + 2.750%), 11/20/24 | 2,125,701 | 0.1 | ||||||||||||||||
7,459,443 | Neiman Marcus Group, Inc. (The) 2020 TL B, 4.941%, (US0003M + 3.250%), 10/25/20 | 6,464,070 | 0.3 | ||||||||||||||||
6,375,133 | Party City Holdings Inc. 2018 Term Loan B, 4.487%, (US0003M + 2.750%), 08/19/22 | 6,407,895 | 0.3 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Retailers (Except Food & Drug): (continued) | |||||||||||||||||||
7,754,305 | Petco Animal Supplies, Inc. 2017 Term Loan B, 4.772%, (US0003M + 3.000%), 01/26/23 | $ | 5,715,567 | 0.3 | |||||||||||||||
14,457,050 | PetSmart, Inc., 4.680%, (US0003M + 3.000%), 03/11/22 | 11,637,926 | 0.5 | ||||||||||||||||
5,150,000 | Shutterfly, Inc. Term Loan B2, 5.062%, (US0003M + 2.750%), 08/17/24 | 5,188,625 | 0.2 | ||||||||||||||||
104,702,593 | 4.9 | ||||||||||||||||||
Steel: 0.3% | |||||||||||||||||||
7,225,000 | GrafTech Finance, Inc. 2018 Term Loan B, 5.240%, (US0003M + 3.500%), 02/12/25 | 7,234,031 | 0.3 | ||||||||||||||||
Surface Transport: 1.1% | |||||||||||||||||||
1,098,900 | AI Mistral Holdco Limited 2017 Term Loan B, 4.877%, (US0003M + 3.000%), 03/09/24 | 1,095,810 | 0.1 | ||||||||||||||||
8,360,000 | Navistar International Corporation 2017 1st Lien Term Loan B, 5.210%, (US0003M + 3.500%), 11/06/24 | 8,430,541 | 0.4 | ||||||||||||||||
3,592,464 | OSG Bulk Ships, Inc OBS Term Loan, 6.040%, (US0003M + 4.250%), 08/05/19 | 3,466,728 | 0.2 | ||||||||||||||||
3,152,100 | PODS, LLC Term Loan B3, 4.711%, (US0003M + 3.000%), 12/06/24 | 3,177,055 | 0.1 | ||||||||||||||||
6,775,649 | XPO Logistics, Inc. 2018 Term Loan B, 3.920%, (US0003M + 2.000%), 02/24/25 | 6,808,260 | 0.3 | ||||||||||||||||
22,978,394 | 1.1 | ||||||||||||||||||
Telecommunications: 5.4% | |||||||||||||||||||
2,977,500 | Altice Financing SA 2017 USD Term Loan B, 4.470%, (US0003M + 2.750%), 07/15/25 | 2,928,187 | 0.1 | ||||||||||||||||
1,965,075 | Altice Financing SA USD 2017 1st Lien Term Loan, 4.470%, (US0003M + 2.750%), 01/31/26 | 1,932,529 | 0.1 | ||||||||||||||||
1,150,000 | Asurion LLC 2017 2nd Lien Term Loan, 7.877%, (US0003M + 6.000%), 08/04/25 | 1,183,781 | 0.1 | ||||||||||||||||
10,758,856 | Asurion LLC 2017 Term Loan B4, 4.627%, (US0003M + 2.750%), 08/04/22 | 10,833,942 | 0.5 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2018 (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Telecommunications: (continued) | |||||||||||||||||||
8,455,158 | Asurion LLC 2018 Term Loan B6, 4.627%, (US0003M + 2.750%), 11/03/23 | $ | 8,521,590 | 0.4 | |||||||||||||||
7,261,800 | Avaya, Inc. Exit Term Loan B, 6.536%, (US0003M + 4.750%), 12/15/24 | 7,326,096 | 0.3 | ||||||||||||||||
9,576,000 | CenturyLink, Inc. 2017 Term Loan B, 4.627%, (US0003M + 2.750%), 01/31/25 | 9,441,342 | 0.4 | ||||||||||||||||
9,944,114 | Communications Sales & Leasing, Inc. 2017 Term Loan B, 4.877%, (US0003M + 3.000%), 10/24/22 | 9,588,244 | 0.5 | ||||||||||||||||
6,752,803 | Consolidated Communications, Inc. 2016 Term Loan B, 4.880%, (US0003M + 3.000%), 10/04/23 | 6,667,549 | 0.3 | ||||||||||||||||
525,000 | Encompass Digital Media, Inc. 2nd Lien Term Loan, 10.060%, (US0003M + 7.750%), 06/06/22 | 441,000 | 0.0 | ||||||||||||||||
4,194,300 | Global Tel*Link Corporation 1st Lien Term Loan, 6.302%, (US0003M + 4.000%), 05/23/20 | 4,222,263 | 0.2 | ||||||||||||||||
850,000 | Global Tel*Link Corporation 2nd Lien Term Loan, 10.552%, (US0003M + 7.750%), 11/23/20 | 850,000 | 0.0 | ||||||||||||||||
6,000,000 | Level 3 Financing Inc. 2017 Term Loan B, 4.111%, (US0003M + 2.250%), 02/22/24 | 6,015,468 | 0.3 | ||||||||||||||||
1,976,693 | Lumos Networks Operating Company MTN Topco Term Loan, 5.562%, (US0003M + 3.250%), 11/17/24 | 1,992,135 | 0.1 | ||||||||||||||||
2,018,307 | MTN Infrastructure TopCo Inc 1st Lien Term Loan B, 4.981%, (US0003M + 3.250%), 11/15/24 | 2,034,074 | 0.1 | ||||||||||||||||
9,975,000 | Numericable Group SA USD Term Loan B12, 4.720%, (US0003M + 3.000%), 01/31/26 | 9,680,737 | 0.5 | ||||||||||||||||
3,451,350 | Securus Technologies Holdings, Inc. 2017 1st Lien Term Loan, 6.377%, (US0003M + 4.500%), 11/01/24 | 3,493,198 | 0.2 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Telecommunications: (continued) | |||||||||||||||||||
7,603,200 | Sprint Communications, Inc. 1st Lien Term Loan B, 4.438%, (US0003M + 2.500%), 02/02/24 | $ | 7,613,890 | 0.4 | |||||||||||||||
4,830,000 | Syniverse Holdings, Inc. 2018 1st Lien Term Loan, 6.718%, (US0003M + 5.000%), 03/09/23 | 4,894,147 | 0.2 | ||||||||||||||||
1,690,000 | Syniverse Holdings, Inc. 2018 2nd Lien Term Loan, 10.718%, (US0003M + 9.000%), 03/11/24 | 1,719,575 | 0.1 | ||||||||||||||||
6,825,000 | Telenet International Finance S.a.r.l. USD Term Loan AL, 4.277%, (US0003M + 2.500%), 03/01/26 | 6,866,435 | 0.3 | ||||||||||||||||
2,633,676 | U.S. Telepacific Corporation 2017 Term Loan B, 7.302%, (US0003M + 5.000%), 05/02/23 | 2,559,604 | 0.1 | ||||||||||||||||
5,074,595 | Windstream Corporation Repriced Term Loan B6, 5.810%, (US0003M + 4.000%), 03/29/21 | 4,886,414 | 0.2 | ||||||||||||||||
115,692,200 | 5.4 | ||||||||||||||||||
Utilities: 2.2% | |||||||||||||||||||
8,778,000 | Calpine Construction Finance Company, L.P. 2017 Term Loan B, 4.377%, (US0003M + 2.500%), 01/15/25 | 8,813,270 | 0.4 | ||||||||||||||||
3,004,963 | Dayton Power & Light Company (The) Term Loan B, 3.880%, (US0003M + 3.250%), 08/24/22 | 3,020,925 | 0.1 | ||||||||||||||||
6,239,557 | Dynegy Inc. 2017 Term Loan C2, 4.604%, (US0003M + 2.750%), 02/07/24 | 6,286,354 | 0.3 | ||||||||||||||||
1,995,070 | EFS Cogen Holdings I LLC 2016 Term Loan B, 5.560%, (US0003M + 3.500%), 06/28/23 | 2,012,277 | 0.1 | ||||||||||||||||
1,326,095 | Entergy Rhode Island State Energy, L.P. Term Loan B, 6.630%, (US0003M + 4.750%), 12/17/22 | 1,336,041 | 0.1 | ||||||||||||||||
5,160,358 | Helix Gen Funding, LLC Term Loan B, 5.627%, (US0003M + 3.750%), 06/02/24 | 5,216,978 | 0.2 | ||||||||||||||||
1,945,000 | Longview Power LLC Term Loan B, 7.780%, (US0003M + 6.000%), 04/13/21 | 1,619,212 | 0.1 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2018 (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Utilities: (continued) | |||||||||||||||||||
1,528,000 | Middle River Power LLC Term Loan B, 8.731%, (US0003M + 7.000%), 10/18/22 | $ | 1,474,520 | 0.1 | |||||||||||||||
2,249,382 | Nautilus Power, LLC Term Loan B, 6.127%, (US0003M + 4.250%), 05/16/24 | 2,284,529 | 0.1 | ||||||||||||||||
1,326,885 | Southeast PowerGen, LLC Term Loan B, 5.380%, (US0003M + 3.500%), 12/02/21 | 1,253,907 | 0.1 | ||||||||||||||||
6,826,870 | TEX Operations Co. LLC Exit Term Loan B, 4.377%, (US0003M + 2.500%), 08/04/23 | 6,881,485 | 0.3 | ||||||||||||||||
1,212,857 | TEX Operations Co. LLC Exit Term Loan C, 4.377%, (US0003M + 2.500%), 08/04/23 | 1,222,560 | 0.1 | ||||||||||||||||
4,391,967 | TPF II Power, LLC Term Loan B, 5.627%, (US0003M + 3.750%), 10/02/23 | 4,464,707 | 0.2 | ||||||||||||||||
989,975 | Vistra Operations Company LLC 2016 Term Loan B2, 4.075%, (US0003M + 2.250%), 12/14/23 | 997,134 | 0.0 | ||||||||||||||||
46,883,899 | 2.2 | ||||||||||||||||||
Total Loans (Cost $2,003,653,162) | 2,000,142,118 | 93.2 |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQUITIES AND OTHER ASSETS: 0.0% | |||||||||||||||||||
42,798 | (3) | Everyware Global, Inc. | $ | 361,130 | 0.0 | ||||||||||||||
57,165 | (3) | Millennium Health, LLC | 1,143 | 0.0 | |||||||||||||||
— | (3),(4) | Millennium Health, LLC Corporate Claims Trust | — | 0.0 | |||||||||||||||
222 | (3) | Southcross Holdings GP LLC | — | 0.0 | |||||||||||||||
222 | (3) | Southcross Holdings LP Class A | 66,600 | 0.0 | |||||||||||||||
Total Equities and Other Assets (Cost $943,781) | 428,873 | 0.0 | |||||||||||||||||
Total Long-Term Investments (Cost $2,004,596,943) | 2,000,570,991 | 93.2 |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 11.9% | |||||||||||||||||||
Money Market Fund: 11.9% | |||||||||||||||||||
255,998,902 | (5) | State Street Institutional Liquid Reserves Fund — Premier Class, 1.770% (Cost $255,993,249) | $ | 255,947,702 | 11.9 | ||||||||||||||
Total Short-Term Investments (Cost $255,993,249) | 255,947,702 | 11.9 | |||||||||||||||||
Total Investments (Cost $2,260,590,192) | $ | 2,256,518,693 | 105.1 | ||||||||||||||||
Liabilities in Excess of Other Assets | (110,344,303 | ) | (5.1 | ) | |||||||||||||||
Net Assets | $ | 2,146,174,390 | 100.0 |
* | Loans, while exempt from registration under the Securities Act of 1933, as amended, contain certain restrictions on resale and cannot be sold publicly. These loans bear interest (unless otherwise noted) at rates that float periodically at a margin above the London Inter-Bank Offered Rate (“LIBOR”) and other short-term rates. | |
† | Unless otherwise indicated, principal amount is shown in USD. | |
(1) | All or a portion of this holding is subject to unfunded loan commitments. Please refer to Note 9 for additional details. | |
(2) | The borrower filed for protection under Chapter 11 of the U.S. Federal Bankruptcy code. | |
(3) | Non-income producing security. | |
(4) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. | |
(5) | Rate shown is the 7-day yield as of March 31, 2018. |
Reference Rate Abbreviations:
PRIME - Federal Reserve Bank Prime Loan Rate
US0001M - 1-month LIBOR
US0003M - 3-month LIBOR
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2018 (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at March 31, 2018 | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | |||||||||||||||||
Investments, at fair value | |||||||||||||||||
Loans | $ | — | $ | 2,000,142,118 | $ | — | $ | 2,000,142,118 | |||||||||
Equities and Other Assets | — | 428,873 | — | 428,873 | |||||||||||||
Short-Term Investments | 255,947,702 | — | — | 255,947,702 | |||||||||||||
Total Investments, at fair value | $ | 255,947,702 | $ | 2,000,570,991 | $ | — | $ | 2,256,518,693 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Cost for federal income tax purposes was $2,260,720,919. | ||||||
Net unrealized depreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 11,963,076 | ||||
Gross Unrealized Depreciation | (16,165,302 | ) | ||||
Net Unrealized Depreciation | $ | (4,202,226 | ) |
Fund Name | Type | Per Share Amount | ||||||
---|---|---|---|---|---|---|---|---|
Voya Floating Rate Fund | ||||||||
Class A | NII | $0.3539 | ||||||
Class C | NII | $0.2798 | ||||||
Class I | NII | $0.3801 | ||||||
Class P | NII | $0.4452 | ||||||
Class R | NII | $0.3293 | ||||||
Class W | NII | $0.3801 | ||||||
All Classes | ROC | $0.0163 |
NII — Net investment income
Name, Address and Age | Position(s) Held with the Trust | Term of Office and Length of Time Served(1) | Principal Occupation(s) — During the Past 5 Years | Number of Funds in Fund Complex Overseen by Trustee(2) | Other Board Positions Held by Trustee | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Independent Trustees: | ||||||||||||
Colleen D. Baldwin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 57 | Trustee | November 2007–Present | President, Glantuam Partners, LLC, a business consulting firm (January 2009– Present). | 151 | DSM/Dentaquest, Boston, MA (February 2014–Present). | |||||||
John V. Boyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 64 | Chairperson Trustee | January 2014–Present January 2005–Present | President and Chief Executive Officer, Bechtler Arts Foundation, an arts and education foundation (January 2008–Present). | 151 | None. | |||||||
Patricia W. Chadwick 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 69 | Trustee | January 2006–Present | Consultant and President, Ravengate Partners LLC, a consulting firm that provides advice regarding financial markets and the global economy (January 2000–Present). | 151 | Wisconsin Energy Corporation (June 2006–Present); The Royce Funds (23 funds) (December 2009–Present); and AMICA Mutual Insurance Company (1992–Present). | |||||||
Martin J. Gavin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, AZ 85258 Age: 68 | Trustee | August 2015–Present | Retired. Formerly, President and Chief Executive Officer, Connecticut Children’s Medical Center (May 2006–November 2015). | 151 | None. | |||||||
Russell H. Jones 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 74 | Trustee | May 2013–Present | Retired. | 151 | None. | |||||||
Patrick W. Kenny 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 75 | Trustee | January 2005–Present | Retired. | 151 | Assured Guaranty Ltd. (April 2004–Present). | |||||||
Joseph E. Obermeyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 60 | Trustee | May 2013–Present | President, Obermeyer & Associates, Inc., a provider of financial and economic consulting services (November 1999– Present). | 151 | None. | |||||||
Sheryl K. Pressler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 67 | Trustee | January 2006–Present | Consultant (May 2001–Present). | 151 | None. | |||||||
Christopher P. Sullivan 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 64 | Trustee | October 2015–Present | Retired. | 151 | None. |
Name, Address and Age | Position(s) Held with the Trust | Term of Office and Length of Time Served(1) | Principal Occupation(s) — During the Past 5 Years | Number of Funds in Fund Complex Overseen by Trustee(2) | Other Board Positions Held by Trustee | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Roger B. Vincent 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 72 | Trustee | February 2002–Present | Retired. | 151 | None. | |||||||
Trustee who is an “interested person”: | ||||||||||||
Shaun P. Mathews (3) 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 62 | Trustee | November 2007–Present | Senior Managing Director, Head of the Client Group, Voya Investment Management (March 2009–Present). President and Chief Executive Officer, Voya Investments, LLC (December 2006–March 2018). | 151 | Voya Investments Distributor, LLC (December 2005–Present). |
(1) | Trustees serve until their successors are duly elected and qualified. The tenure of each Trustee who is not an “interested person” as defined in the 1940 Act, of each Fund (“Independent Trustee”) is subject to the Board’s retirement policy which states that each duly elected or appointed Independent Trustee shall retire from and cease to be a member of the Board of Trustees at the close of business on December 31 of the calendar year in which the Independent Trustee attains the age of 75. A majority vote of the Board’s other Independent Trustees may extend the retirement date of an Independent Trustee if the retirement would trigger a requirement to hold a meeting of shareholders of the Trust under applicable law, whether for the purposes of appointing a successor to the Independent Trustee or otherwise comply under applicable law, in which case the extension would apply until such time as the shareholder meeting can be held or is no longer required (as determined by a vote of a majority of the other Independent Trustees). |
(2) | For the purposes of this table, “Fund Complex” means the Voya family of funds including the following investment companies: Voya Asia Pacific High Dividend Equity Income Fund; Voya Balanced Portfolio, Inc.; Voya Emerging Markets High Dividend Equity Fund; Voya Equity Trust; Voya Funds Trust; Voya Global Advantage and Premium Opportunity Fund; Voya Global Equity Dividend and Premium Opportunity Fund; Voya Government Money Market Portfolio; Voya Infrastructure, Industrials and Materials Fund; Voya Intermediate Bond Portfolio; Voya International High Dividend Equity Income Fund; Voya Investors Trust; Voya Mutual Funds; Voya Natural Resources Equity Income Fund; Voya Partners, Inc.; Voya Prime Rate Trust; Voya Senior Income Fund; Voya Separate Portfolios Trust; Voya Series Fund, Inc.; Voya Strategic Allocation Portfolios, Inc.; Voya Variable Funds; Voya Variable Insurance Trust; Voya Variable Portfolios, Inc.; and Voya Variable Products Trust. The number of funds in the Fund Complex is as of April 30, 2018. |
(3) | Prior to May 18, 2018, Mr. Mathews was deemed to be an “interested person” of the Trust as defined in the 1940 Act, because of his previous affiliation with the Voya funds, Voya Financial, Inc., or Voya Financial, Inc.’s affiliates. Effective May 18, 2018, Shaun P. Mathews is no longer an “interested person” of the Trust and effective July 10, 2018, Dina Santoro will be an “interested person” of the Trust. |
Name, Address and Age | Position(s) Held With the Trust | Term of Office and Length of Time Served(1) | Principal Occupation(s) — During the Past 5 Years | |||
---|---|---|---|---|---|---|
Michael Bell One Orange Way Windsor, Connecticut 06095 Age: 49 | Chief Executive Officer | March 2018–Present | Chief Executive Officer and Director, Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018–Present); Senior Vice President and Treasurer, Voya Investments Distributor, LLC (November 2015–Present); Chief Financial Officer, Voya Investment Management (September 2014–Present). Formerly, Senior Vice President, Chief Financial Officer and Treasurer, Voya Investments, LLC (November 2015–March 2018); Chief Financial Officer and Chief Accounting Officer, Hartford Investment Management (September 2003–September 2014). | |||
Dina Santoro 230 Park Avenue New York, New York 10169 Age: 45 | President | March 2018–Present | President and Director, Voya Investments, LLC and Voya Capital, LLC (March 2018–Present); Director, Voya Funds Services, LLC (March 2018–Present); Director and Senior Vice President, Voya Investments Distributor, LLC (April 2018–Present); Managing Director, Head of Product and Marketing Strategy, Voya Investment Management (September 2017–Present). Formerly, Managing Director, Quantitative Management Associates, LLC (January 2004–August 2017). | |||
Stanley D. Vyner 230 Park Avenue New York, New York 10169 Age: 68 | Executive Vice President Chief Investment Risk Officer | October 2000–Present September 2009–Present | Executive Vice President, Voya Investments, LLC (July 2000–Present) and Chief Investment Risk Officer, Voya Investments, LLC (January 2003–Present). | |||
James M. Fink 5780 Powers Ferry Road NW Atlanta, Georgia 30327 Age: 60 | Executive Vice President | March 2018–Present | Managing Director, Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018–Present); Senior Vice President, Voya Investments Distributor, LLC (April 2018–Present); Chief Administrative Officer, Voya Investment Management (September 2017–Present). Formerly, Managing Director, Operations, Voya Investment Management (March 1999–September 2017). | |||
Kevin M. Gleason 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 50 | Chief Compliance Officer | February 2012–Present | Senior Vice President, Voya Investment Management and Chief Compliance Officer, Voya Family of Funds (February 2012–Present). | |||
Todd Modic 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 50 | Senior Vice President, Chief/Principal Financial Officer and Assistant Secretary | March 2005–Present | President, Voya Funds Services, LLC (March 2018–Present) and Senior Vice President, Voya Investments, LLC (April 2005 Present). | |||
Kimberly A. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 53 | Senior Vice President | November 2003–Present | Senior Vice President, Voya Investments, LLC (September 2003–Present). | |||
Robert Terris 5780 Powers Ferry Road NW Atlanta, Georgia 30327 Age: 47 | Senior Vice President | May 2006–Present | Senior Vice President, Voya Investments Distributor, LLC (April 2018–Present); Senior Vice President, Head of Division Operations, Voya Investments, LLC (October 2015–Present) and Voya Funds Services, LLC (March 2006–Present). | |||
Fred Bedoya 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 45 | Vice President and Treasurer | September 2012–Present | Vice President, Voya Investments, LLC (October 2015–Present) and Voya Funds Services, LLC (July 2012–Present). | |||
Maria M. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 60 | Vice President | September 2004–Present | Vice President, Voya Investments, LLC (October 2015–Present) and Voya Funds Services, LLC (September 2004–Present). |
Name, Address and Age | Position(s) Held With the Trust | Term of Office and Length of Time Served(1) | Principal Occupation(s) — During the Past 5 Years | |||
---|---|---|---|---|---|---|
Lauren D. Bensinger 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 64 | Vice President | February 2003–Present | Vice President, Voya Funds Services, LLC (February 1996–Present) and Voya Investments, LLC (October 2004–Present); Vice President and Anti-Money Laundering Officer, Voya Investments Distributor, LLC (April 2010–Present). Anti-Money Laundering Compliance Officer, Voya Financial, Inc. (January 2013–Present); and Anti-Money Laundering Officer, Voya Investment Management Trust Co. (October 2012–Present). | |||
Sara M. Donaldson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 58 | Vice President | September 2014–Present | Vice President, Voya Investments, LLC (October 2015–Present). Formerly, Vice President, Voya Funds Services, LLC (April 2014–October 2015). Formerly, Director, Compliance, AXA Rosenberg Global Services, LLC (September 1997–March 2014). | |||
Micheline S. Faver 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 40 | Vice President | September 2016–Present | Vice President, Head of Fund Compliance and Chief Compliance Officer, Voya Investments, LLC (June 2016–Present). Formerly, Vice President, Mutual Fund Compliance (March 2014–June 2016); Assistant Vice President, Mutual Fund Compliance (May 2013–March 2014); Assistant Vice President, Senior Project Manager (May 2008–May 2013). | |||
Robyn L. Ichilov 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 50 | Vice President | October 2000–Present | Vice President, Voya Funds Services, LLC (November 1995–Present) and Voya Investments, LLC (August 1997–Present). | |||
Jason Kadavy 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 42 | Vice President | September 2012–Present | Vice President, Voya Investments, LLC (October 2015–Present) and Voya Funds Services, LLC (July 2007–Present). | |||
Andrew K. Schlueter 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 42 | Vice President | March 2018–Present | Vice President, Voya Investments, LLC and Voya Funds Services, LLC (March 2018–Present); Vice President, Voya Investments Distributor, LLC (April 2018–Present); Vice President, Head of Mutual Fund Operations, Voya Investment Management (February 2018–Present). Formerly, Vice President, Voya Investment Management (March 2014–February 2018); Assistant Vice President, Voya Investment Management (March 2011–March 2014). | |||
Kimberly K. Springer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 61 | Vice President | March 2006–Present | Vice President–Mutual Fund Product Development, Voya Investments, LLC (July 2012 –Present); Vice President, Voya Family of Funds (March 2010–Present) and Vice President, Voya Funds Services, LLC (March 2006–Present). | |||
Craig Wheeler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 49 | Vice President | May 2013–Present | Vice President–Director of Tax, Voya Investments, LLC (October 2015–Present). Formerly, Vice President–Director of Tax, Voya Funds Services, LLC (March 2013–October 2015). Formerly, Assistant Vice President–Director of Tax, Voya Funds Services, LLC (March 2008–February 2013). | |||
Huey P. Falgout, Jr. 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 54 | Secretary | August 2003–Present | Senior Vice President and Chief Counsel, Voya Investment Management — Mutual Fund Legal Department (March 2010–Present). | |||
Paul A. Caldarelli 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 66 | Assistant Secretary | June 2010–Present | Vice President and Senior Counsel, Voya Investment Management — Mutual Fund Legal Department (March 2010–Present). | |||
Theresa K. Kelety 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 55 | Assistant Secretary | August 2003–Present | Vice President and Senior Counsel, Voya Investment Management — Mutual Fund Legal Department (March 2010–Present). |
(1) | The Officers hold office until the next annual meeting of the Board of Trustees and until their successors shall have been elected and qualified. |
regulatory compliance of the Sub-Adviser with respect to the Fund under this manager-of-managers arrangement. The Board also considered the techniques and resources that the Manager has developed to provide this ongoing oversight and due diligence with respect to the sub-advisers and to advocate or recommend, when it believes appropriate, changes in investment strategies or investment sub-advisers designed to assist in improving a Voya fund’s performance. The Board was advised that, in connection with the Manager’s performance of these duties, the Manager has developed an oversight process formulated by its Manager Research & Selection Group which reviews, among other matters, performance data, the Sub-Adviser’s management team, portfolio data and attribution analysis related to the Sub-Adviser through various means, including, but not limited to, in-person meetings, on-site visits, and telephonic meetings with the Sub-Adviser.
waivers, expense limitations and recoupment arrangements that apply to the fees payable by the Fund, including whether the Manager intends to propose any changes thereto. The Board separately determined that the fees payable to the Manager and the fee schedule payable to the Sub-Adviser are reasonable for the services that each performs, which were considered in light of the nature, extent and quality of the services that each has performed and is expected to perform.
average net expense ratios of the funds in its Selected Peer Group.
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
KPMG LLP
Two Financial Center
60 South Street
Boston, Massachusetts 02111
State Street Bank and Trust Company
801 Pennsylvania Avenue
Kansas City, Missouri 64105
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
Call us from 9:00 a.m. to 7:00 p.m. Eastern time on any business day for account or other information, at (800) 992-0180
RETIREMENT | INVESTMENTS | INSURANCE voyainvestments.com | 163061 (0318-052318) |
Item 2. Code of Ethics.
As of the end of the period covered by this report, Registrant had adopted a code of ethics, as defined in Item 2 of Form N-CSR, that applies to the Registrant’s principal executive officer and principal financial officer. There were no amendments to the Code during the period covered by the report. The Registrant did not grant any waivers, including implicit waivers, from any provisions of the Code during the period covered by this report. The code of ethics is filed herewith pursuant to Item 10(a)(1), Ex-99.CODE ETH.
Item 3. Audit Committee Financial Expert.
The Board of Trustees has determined that Colleen D. Baldwin, Martin J. Gavin, Patrick W. Kenny, Joseph E. Obermeyer, and Roger B. Vincent are audit committee financial experts, as defined in Item 3 of Form N-CSR. Ms. Baldwin, Mr. Gavin, Mr. Kenny, Mr. Obermeyer and Mr. Vincent are “independent” for purposes of Item 3 of Form N-CSR.
Item 4. Principal Accountant Fees and Services.
(a) | Audit Fees: The aggregate fees billed for each of the last two fiscal years for professional services rendered by KPMG LLP (“KPMG”), the principal accountant for the audit of the registrant’s annual financial statements or services that are normally provided by the accountant in connection with statutory and regulatory filings or engagements for those fiscal years were $175,325 for the year ended March 31, 2018 and $165,325 for the year ended March 31, 2017. |
(b) | Audit-Related Fees: The aggregate fees billed in each of the last two fiscal years for assurance and related services by KPMG that are reasonably related to the performance of the audit of the registrant’s financial statements and are not reported under paragraph (a) of this Item were $16,200 for the year ended March 31, 2018 and $16,200 for the year ended March 31, 2017. |
(c) | Tax Fees: The aggregate fees billed in each of the last two fiscal years for professional services rendered by KPMG for tax compliance, tax advice, and tax planning were $53,696 for the year ended March 31, 2018 and $53,767 for the year ended March 31, 2017. Such services included review of excise distribution calculations (if applicable), preparation of the Funds’ federal, state, and excise tax returns, tax services related to mergers and routine consulting. |
(d) | All Other Fees: The aggregate fees billed in each of the last two fiscal years for products and services provided by KPMG, other than the services reported in paragraphs (a) through (c) of this Item were $0 for the year ended March 31, 2018 and $0 for the year ended March 31, 2017. |
(e)(1) | Audit Committee Pre-Approval Policies and Procedures |
AUDIT AND NON-AUDIT SERVICES
PRE-APPROVAL POLICY
I. Statement of Principles
Under the Sarbanes-Oxley Act of 2002 (the “Act”), the Audit Committee of the Board of Directors or Trustees (the “Committee”) of the Voya funds (each a “Fund,” collectively, the “Funds”) set out on Exhibit A to this Audit and Non-Audit Services Pre-Approval Policy (“Policy”) is responsible for the oversight of the work of the Funds’ independent auditors. As part of its responsibilities, the Committee must pre-approve the audit and non-audit services performed by the auditors in order to assure that the provision of these services does not impair the auditors’ independence from the Funds. The Committee has adopted, and the Board has ratified, this Policy, which sets out the procedures and conditions under which the services of the independent auditors may be pre-approved.
Under Securities and Exchange Commission (“SEC”) rules promulgated in accordance with the Act, the Funds may establish two different approaches to pre-approving audit and non-audit services. The Committee may approve services without consideration of specific case-by-case services (“general pre-approval”) or it may pre-approve specific services (“specific pre-approval”). The Committee believes that the combination of these approaches contemplated in this Policy results in an effective and efficient method for pre-approving audit and non-audit services to be performed by the Funds’ independent auditors. Under this Policy, services that are not of a type that may receive general pre-approval require specific pre-approval by the Committee. Any proposed services that exceed pre-approved cost levels or budgeted amounts will also require the Committee’s specific pre-approval.
For both types of approval, the Committee considers whether the subject services are consistent with the SEC’s rules on auditor independence and that such services are compatible with maintaining the auditors independence. The Committee also considers whether a particular audit firm is in the best position to provide effective and efficient services to the Funds. Reasons that the auditors are in the best position include the auditors’ familiarity with the Funds’ business, personnel, culture, accounting systems, risk profile, and other factors, and whether the services will enhance the Funds’ ability to manage and control risk or improve audit quality. Such factors will be considered as a whole, with no one factor being determinative.
The appendices attached to this Policy describe the audit, audit-related, tax-related, and other services that have the Committee’s general pre-approval. For any service that has been approved through general pre-approval, the general pre-approval will remain in place for a period 12 months from the date of pre-approval, unless the Committee determines that a different period is appropriate. The Committee will annually review and pre-approve the services that may be provided by the independent auditors without specific pre-approval. The Committee will revise the list of services subject to general pre-approval as appropriate. This Policy does not serve as a delegation to Fund management of the Committee’s duty to pre-approve services performed by the Funds’ independent auditors.
II. Audit Services
The annual audit services engagement terms and fees are subject to the Committee’s specific pre-approval. Audit services are those services that are normally provided by auditors in connection with statutory and regulatory filings or engagements or those that generally only independent auditors can reasonably provide. They include the Funds’ annual financial statement audit and procedures that the independent auditors must perform in order to form an opinion on the Funds’ financial statements (e.g., information systems and procedural reviews and testing). The Committee will monitor the audit services engagement and approve any changes in terms, conditions or fees deemed by the Committee to be necessary or appropriate.
The Committee may grant general pre-approval to other audit services, such as statutory audits and services associated with SEC registration statements, periodic reports and other documents filed with the SEC or issued in connection with securities offerings.
The Committee has pre-approved the audit services listed on Appendix A. The Committee must specifically approve all audit services not listed on Appendix A.
III. Audit-related Services
Audit-related services are assurance and related services that are reasonably related to the performance of the audit or the review of the Funds’ financial statements or are traditionally performed by the independent auditors. The Committee believes that the provision of audit-related services will not impair the independent auditors’ independence, and therefore may grant pre-approval to audit-related services. Audit-related services include accounting consultations related to accounting, financial reporting or disclosure matters not classified as ���audit services;” assistance with understanding and implementing new accounting and financial reporting guidance from rulemaking authorities; agreed-upon or expanded audit procedures relating to accounting and/or billing records required to respond to or comply with financial, accounting or regulatory reporting matters; and assistance with internal control reporting requirements under Form N-SAR or Form N-CSR.
The Committee has pre-approved the audit-related services listed on Appendix B. The Committee must specifically approve all audit-related services not listed on Appendix B.
IV. Tax Services
The Committee believes the independent auditors can provide tax services to the Funds, including tax compliance, tax planning, and tax advice, without compromising the auditors’ independence. Therefore, the Committee may grant general pre-approval with respect to tax services historically provided by the Funds’ independent auditors that do not, in the Committee’s view, impair auditor independence and that are consistent with the SEC’s rules on auditor independence.
The Committee will not grant pre-approval if the independent auditors initially recommends a transaction the sole business purpose of which is tax avoidance and the tax treatment of which may not be supported in the Internal Revenue Code and related regulations. The Committee may consult outside counsel to determine that tax planning and reporting positions are consistent with this Policy.
The Committee has pre-approved the tax-related services listed on Appendix C. The Committee must specifically approve all tax-related services not listed on Appendix C.
V. Other Services
The Committee believes it may grant approval of non-audit services that are permissible services for independent auditors to a Fund. The Committee has determined to grant general pre-approval to other services that it believes are routine and recurring, do not impair auditor independence, and are consistent with SEC rules on auditor independence.
The Committee has pre-approved the non-audit services listed on Appendix D. The Committee must specifically approve all non-audit services not listed on Appendix D.
A list of the SEC’s prohibited non-audit services is attached to this Policy as Appendix E. The SEC’s rules and relevant guidance should be consulted to determine the precise definitions of these impermissible services and the applicability of exceptions to certain of the SEC’s prohibitions.
VI. Pre-approval of Fee levels and Budgeted Amounts
The Committee will annually establish pre-approval fee levels or budgeted amounts for audit, audit-related, tax and non-audit services to be provided to the Funds by the independent auditors. Any proposed services exceeding these levels or amounts require the Committee’s specific pre-approval. The Committee considers fees for audit and non-audit services when deciding whether to pre-approve services. The Committee may determine, for a pre-approval period of 12 months, the appropriate ratio between the total amount of fees for the Fund’s audit, audit-related, and tax services (including fees for services provided to Fund affiliates that are subject to pre-approval), and the total amount of fees for certain permissible non-audit services for the Fund classified as other services (including any such services provided to Fund affiliates that are subject to pre-approval).
VII. Procedures
Requests or applications for services to be provided by the independent auditors will be submitted to management. If management determines that the services do not fall within those services generally pre-approved by the Committee and set out in the appendices to these procedures, management will submit the services to the Committee or its delagee. Any such submission will include a detailed description of the services to be rendered. Notwithstanding this paragraph, the Committee will, on a quarterly basis, receive from the independent auditors a list of services provided for the previous calendar quarter on a cumulative basis by the auditors during the Pre-Approval Period.
VIII. Delegation
The Committee may delegate pre-approval authority to one or more of the Committee’s members. Any member or members to whom such pre-approval authority is delegated must report any pre-approval decisions, including any pre-approved services, to the Committee at its next scheduled meeting. The Committee will identify any member to whom pre-approval authority is delegated in writing. The member will retain such authority for a period of 12 months from the date of pre-approval unless the Committee determines that a different period is appropriate. The period of delegated authority may be terminated by the Committee or at the option of the member.
IX. Additional Requirements
The Committee will take any measures the Committee deems necessary or appropriate to oversee the work of the independent auditors and to assure the auditors’ independence from the Funds. This may include reviewing a formal written statement from the independent auditors delineating all relationships between the auditors and the Funds, consistent with Independence Standards Board No. 1, and discussing with the auditors their methods and procedures for ensuring independence.
Part of KPMG’s performance of an audit in accordance with standards of the Public Company Accounting Oversight Board (US) includes their responsibility to maintain and monitor auditor independence with respect to the Voya funds. Using a proprietary system called Sentinel, the audit team is able to identify and manage potential conflicts of interest across the member firms of the KPMG International Network and prevent the provision of prohibited services to the Voya entities that would impair KPMG independence with the respect to the Voya funds. KPMG requests pre-approval from the Voya funds Audit Committee for services provided to the Voya funds and for services to affiliated entities that relate to the financial reporting or nature of operations of the Voya Funds. Additionally, KPMG provides an annual summary of the fees for services that have commenced for Voya funds and Affiliates.
Last Approved: November 16, 2017
Appendix A
Pre-Approved Audit Services for the Pre-Approval Period January 1, 2018 through December 31, 2018
Service | ||
The Fund(s) | Fee Range | |
Statutory audits or financial audits (including tax services associated with audit services) | √ | As presented to Audit Committee1 |
Services associated with SEC registration statements, periodic reports and other documents filed with the SEC or other documents issued in connection with securities offerings (e.g., consents), and assistance in responding to SEC comment letters. | √ | Not to exceed $9,750 per filing |
Consultations by Fund management with respect to accounting or disclosure treatment of transactions or events and/or the actual or potential effect of final or proposed rules, standards or interpretations by the SEC, Financial Accounting Standards Board, or other regulatory or standard setting bodies. | √ | Not to exceed $8,000 during the Pre-Approval Period |
Seed capital audit and related review and issuance of consent on the N-2 registration statement | √ | Not to exceed $14,750 per audit |
Audit of summary portfolio of investments | √ | Not to exceed $565 per fund |
1 | For new Funds launched during the Pre-Approval Period, the fee ranges pre-approved will be the same as those for existing Funds, pro-rated in accordance with inception dates as provided in the auditors’ Proposal or any Engagement Letter covering the period at issue. Fees in the Engagement Letter will be controlling. |
Appendix B
Pre-Approved Audit-Related Services for the Pre-Approval Period January 1, 2018 through December 31, 2018
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Services related to Fund mergers (Excludes tax services - See Appendix C for tax services associated with Fund mergers) | √ | √ | Not to exceed $10,000 per merger |
Consultations by Fund management with respect to accounting or disclosure treatment of transactions or events and/or the actual or potential effect of final or proposed rules, standards or interpretations by the SEC, Financial Accounting Standards Board, or other regulatory or standard setting bodies. [Note: Under SEC rules some consultations may be “audit” services and others may be “audit-related” services.] | √ | Not to exceed $5,000 per occurrence during the Pre-Approval Period | |
Review of the Funds’ semi-annual and quarterly financial statements | √ | Not to exceed $2,700 per set of financial statements per fund | |
Reports to regulatory or government agencies related to the annual engagement | √ | Up to $5,000 per occurrence during the Pre-Approval Period | |
Regulatory compliance assistance | √ | √ | Not to exceed $5,000 per quarter |
Training courses | √ | Not to exceed $5,000 per course | |
For Prime Rate Trust, agreed upon procedures for quarterly reports to rating agencies | ��� | Not to exceed $9,450 per quarter |
Appendix C
Pre-Approved Tax Services for the Pre-Approval Period January 1, 2018 through December 31, 2018
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Preparation of federal and state income tax returns and federal excise tax returns for the Funds including assistance and review with excise tax distributions | √ | As presented to Audit Committee2 | |
Review of IRC Sections 851(b) and 817(h) diversification testing on a real-time basis | √ | As presented to Audit Committee2 | |
Tax assistance and advice regarding statutory, regulatory or administrative developments | √ | √ | Not to exceed $5,000 for the Funds or for the Funds’ investment adviser during the Pre-Approval Period |
Appendix C, continued
2 | For new Funds launched during the Pre-Approval Period, the fee ranges pre-approved will be the same as those for existing Funds, pro-rated in accordance with inception dates as provided in the auditors’ Proposal or any Engagement Letter covering the period at issue. Fees in the Engagement Letter will be controlling. |
Pre-Approved Tax Services for the Pre-Approval Period January 1, 2018 through December 31, 2018
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Tax training courses | √ | Not to exceed $5,000 per course during the Pre-Approval Period | |
Tax services associated with Fund mergers | √ | √ | Not to exceed $4,000 per fund per merger during the Pre-Approval Period |
Other tax-related assistance and consultation, including, without limitation, assistance in evaluating derivative financial instruments and international tax issues, qualification and distribution issues, year-end reporting for 1099’s and similar routine tax consultations as requested. | √ | Not to exceed $120,000 during the Pre-Approval Period |
Appendix D
Pre-Approved Other Services for the Pre-Approval Period January 1, 2018 through December 31, 2018
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Agreed-upon procedures for Class B share 12b-1 programs | √ | Not to exceed $60,000 during the Pre-Approval Period | |
Security counts performed pursuant to Rule 17f-2 of the 1940 Act (i.e., counts for Funds holding securities with affiliated sub-custodians)
Cost to be borne 50% by the Funds and 50% by Voya Investments, LLC.
| √
| √
| Not to exceed $5,700 per Fund during the Pre-Approval Period |
Agreed upon procedures for 15 (c) FACT Books | √ | Not to exceed $50,000 during the Pre-Approval Period |
Appendix E
Prohibited Non-Audit Services
Dated: January 1, 2018 to December 31, 2018
· | Bookkeeping or other services related to the accounting records or financial statements of the Funds |
· | Financial information systems design and implementation |
· | Appraisal or valuation services, fairness opinions, or contribution-in-kind reports |
· | Actuarial services |
· | Internal audit outsourcing services |
· | Management functions |
· | Human resources |
· | Broker-dealer, investment adviser, or investment banking services |
· | Legal services |
· | Expert services unrelated to the audit |
· | Any other service that the Public Company Accounting Oversight Board determines, by regulation, is impermissible |
EXHIBIT A
VOYA ASIA PACIFIC HIGH DIVIDEND EQUITY INCOME FUND
VOYA BALANCED PORTFOLIO, INC.
VOYA EMERGING MARKETS HIGH DIVIDEND EQUITY FUND
VOYA EQUITY TRUST
VOYA FUNDS TRUST
VOYA GLOBAL ADVANTAGE AND PREMIUM OPPORTUNITY FUND
VOYA GLOBAL EQUITY DIVIDEND AND PREMIUM OPPORTUNITY FUND
VOYA GOVERNMENT MONEY MARKET PORTFOLIO
VOYA INFRASTRUCTURE, INDUSTRIALS, AND MATERIALS FUND
VOYA INTERMEDIATE BOND PORTFOLIO
VOYA INTERNATIONAL HIGH DIVIDEND EQUITY INCOME FUND
VOYA INVESTORS TRUST
VOYA MUTUAL FUNDS
VOYA PARTNERS, INC.
VOYA PRIME RATE TRUST
VOYA NATURAL RESOURCES EQUITY INCOME FUND
VOYA SENIOR INCOME FUND
VOYA SEPARATE PORTFOLIOS TRUST
VOYA SERIES FUND, INC.
VOYA STRATEGIC ALLOCATIONS PORTFOLIOS, INC.
VOYA VARIABLE FUNDS
VOYA VARIABLE INSURANCE TRUST
VOYA VARIABLE PORTFOLIOS INC,
VOYA VARIABLE PRODUCTS TRUST
(e)(2) | Percentage of services referred to in 4(b) – (4)(d) that were approved by the audit committee |
100% of the services were approved by the audit committee.
(f) | Percentage of hours expended attributable to work performed by other than full time employees of KPMG if greater than 50% |
Not applicable.
(g) | Non-Audit Fees: The following table presents (i) the aggregate non-audit fees (i.e., fees for audit-related, tax, and other services) billed to each Registrant by the independent registered public accounting firm for each Registrant’s fiscal years ended March 31, 2018 and March 31, 2017; and (ii) the aggregate non-audit fees billed to the investment adviser, or any of its affiliates that provide ongoing services to the registrant, by the independent registered public accounting firm for the same time periods. |
Registrant/Investment Adviser | 2018 | 2017 | ||||||
Voya Funds Trust | $ | 69,896 | $ | 69,967 | ||||
Voya Investments, LLC (1) | $ | 74,750 | $ | 93,000 |
(1) Each Registrant’s investment adviser and any of its affiliates, which are subsidiaries of Voya Financial, Inc.
(h) | Principal Accountants Independence: The Registrant’s Audit committee has considered whether the provision of non-audit services that were rendered to the registrant’s investment adviser and any entity controlling, controlled by, or under common control with the investment adviser that provides ongoing services to the registrant that were not pre-approved pursuant to Rule 2-01(c)(7)(ii) of Regulation S-X is compatible with maintaining KPMG’s independence. |
Item 5. Audit Committee of Listed Registrants.
Not applicable.
Item 6. Schedule of Investments.
Complete schedule of investments, as applicable, is included as part of the report to shareholders filed under Item 1 of this Form and filed herein, as applicable.
Report of Independent Registered Public Accounting Firm
To the Shareholders and Board of Trustees
Voya Funds Trust:
Opinion on the Financial Statements
We have audited the accompanying statements of assets and liabilities of Voya GNMA Income Fund, Voya High Yield Bond Fund, Voya Intermediate Bond Fund, Voya Short Term Bond Fund, and Voya Strategic Income Opportunities Fund, (the “Funds”), each a series of Voya Funds Trust, including the summary portfolios of investments, as of March 31, 2018, and the related statements of operations for the year then ended, the statements of changes in net assets for each of the years in the two-year period then ended and the related notes (collectively, the "financial statements"), the financial highlights for each of the years or periods in the five-year period then ended (the financial statements and financial highlights are included in Item 1 of this Form N-CSR), and the portfolios of investments as of March 31, 2018 (included in Item 6 of this Form N-CSR). In our opinion, the financial statements, financial highlights, and portfolios of investments referred to above present fairly, in all material respects, the financial position of the Funds as of March 31, 2018, the results of their operations for the year then ended, the changes in their net assets for each of the years in the two-year period then ended, and the financial highlights for each of the years or periods in the five-year period then ended, in conformity with U.S. generally accepted accounting principles.
Basis for Opinion
These financial statements, financial highlights, and portfolios of investments are the responsibility of the Funds’ management. Our responsibility is to express an opinion on these financial statements, financial highlights, and portfolios of investments based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (“PCAOB”) and are required to be independent with respect to the Funds in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements, financial highlights, and portfolios of investments are free of material misstatement, whether due to error or fraud. Our audits included performing procedures to assess the risks of material misstatement of the financial statements, financial highlights, and portfolios of investments, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements, financial highlights, and portfolios of investments. Such procedures also included confirmation of securities owned as of March 31, 2018, by correspondence with the custodian and brokers or by other appropriate auditing procedures when replies from brokers were not received. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall financial statement presentation. We believe that our audits provide a reasonable basis for our opinion.
We have served as the auditor of one or more Voya investment companies since 1975.
Boston, Massachusetts
May 24, 2018
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 63.5% | ||||||||||||||
1,467,415 | Fannie Mae 2004-28 PZ, 6.000%, 05/25/2034 | 1,802,670 | 0.2 | |||||||||||
2,439,187 | Fannie Mae 2004-88 ZC, 6.500%, 12/25/2034 | 2,961,286 | 0.3 | |||||||||||
9,218,033 | Fannie Mae 2005-17 B, 6.500%, (US0001M + 0.000%), 03/25/2035 | 10,501,430 | 1.0 | |||||||||||
2,376,546 | Fannie Mae 2005-43 PZ, 6.000%, 05/25/2035 | 2,739,234 | 0.3 | |||||||||||
1,112,786 | Fannie Mae 2007-60 ZB, 4.750%, 05/25/2037 | 1,198,660 | 0.1 | |||||||||||
11,940,575 | (1) | Fannie Mae 2010-150 PS, 4.729%, (-1.000*US0001M + 6.600%), 12/25/2039 | 934,859 | 0.1 | ||||||||||
7,480,875 | (1) | Fannie Mae 2010-95 SB, 4.729%, (-1.000*US0001M + 6.600%), 09/25/2040 | 873,089 | 0.1 | ||||||||||
4,500,513 | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | 4,855,796 | 0.5 | |||||||||||
12,951,551 | (1) | Fannie Mae 2012-148 HI, 3.500%, 05/25/2042 | 1,767,707 | 0.2 | ||||||||||
1,911,844 | Fannie Mae REMIC Trust 2003-16 CX, 6.500%, 03/25/2033 | 2,132,886 | 0.2 | |||||||||||
3,371,657 | Fannie Mae REMIC Trust 2003-34 LN, 5.000%, 05/25/2033 | 3,457,476 | 0.3 | |||||||||||
174,815 | Fannie Mae REMIC Trust 2004-61 SH, 16.506%, (-3.998*US0001M + 23.988%), 11/25/2032 | 234,793 | 0.0 | |||||||||||
3,165,627 | Fannie Mae REMIC Trust 2004-W3 A8, 5.500%, 05/25/2034 | 3,471,983 | 0.3 | |||||||||||
1,519,429 | (1) | Fannie Mae REMIC Trust 2005-17 ES, 4.879%, (-1.000*US0001M + 6.750%), 03/25/2035 | 163,431 | 0.0 | ||||||||||
1,166,403 | Fannie Mae REMIC Trust 2005-59 NQ, 12.196%, (-2.500*US0001M + 16.875%), 05/25/2035 | 1,426,289 | 0.1 | |||||||||||
1,121,357 | Fannie Mae REMIC Trust 2005-88 ZC, 5.000%, 10/25/2035 | 1,183,801 | 0.1 | |||||||||||
369,505 | Fannie Mae REMIC Trust 2006-115 ES, 19.074%, (-4.000*US0001M + 26.560%), 12/25/2036 | 501,879 | 0.1 |
2,738,464 | (1) | Fannie Mae REMIC Trust 2006-36 SP, 4.829%, (-1.000*US0001M + 6.700%), 05/25/2036 | 317,694 | 0.0 | ||||||||||
5,660,259 | (1) | Fannie Mae REMIC Trust 2006-79 SH, 4.579%, (-1.000*US0001M + 6.450%), 08/25/2036 | 956,078 | 0.1 | ||||||||||
520,032 | Fannie Mae REMIC Trust 2009-12 LK, 9.240%, 03/25/2039 | 558,394 | 0.1 | |||||||||||
1,861,549 | Fannie Mae REMIC Trust 2009-66 XA, 5.500%, 12/25/2035 | 2,160,066 | 0.2 | |||||||||||
6,000,000 | Fannie Mae REMIC Trust 2010-155 JC, 4.000%, 12/25/2039 | 6,258,632 | 0.6 | |||||||||||
5,084,839 | Fannie Mae REMIC Trust 2010-2 LC, 5.000%, 02/25/2040 | 5,580,756 | 0.6 | |||||||||||
2,179,155 | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041 | 2,224,920 | 0.2 | |||||||||||
4,050,489 | (1) | Fannie Mae REMIC Trust 2012-128 VS, 4.379%, (-1.000*US0001M + 6.250%), 06/25/2042 | 487,734 | 0.1 | ||||||||||
9,734,805 | (1) | Fannie Mae REMIC Trust 2012-142 BI, 3.000%, 11/25/2027 | 928,088 | 0.1 | ||||||||||
4,770,116 | (1) | Fannie Mae REMIC Trust 2012-154 PI, 4.000%, 05/25/2042 | 778,929 | 0.1 | ||||||||||
4,294,106 | (1) | Fannie Mae REMIC Trust 2012-68 SD, 4.829%, (-1.000*US0001M + 6.700%), 06/25/2032 | 653,472 | 0.1 | ||||||||||
3,457,000 | Fannie Mae REMIC Trust 2012-97 PC, 3.500%, 09/25/2042 | 3,323,186 | 0.3 | |||||||||||
1,596,024 | (1) | Fannie Mae REMIC Trust 2013-13 PI, 3.500%, 04/25/2042 | 196,668 | 0.0 | ||||||||||
4,478,782 | (1) | Fannie Mae REMIC Trust 2013-54 ID, 3.000%, 01/25/2033 | 544,872 | 0.1 | ||||||||||
7,379,877 | Fannie Mae Series 2016-51 S, 4.049%, (-1.000*US0001M + 5.920%), 10/25/2043 | 7,145,923 | 0.7 | |||||||||||
2,819,927 | Freddie Mac 3770 GA, 4.500%, 10/15/2040 | 2,990,837 | 0.3 | |||||||||||
4,126,547 | Freddie Mac REMIC Trust 2005-S001 2A2, 1.771%, (US0001M + 0.150%), 09/25/2045 | 4,054,091 | 0.4 | |||||||||||
671,376 | Freddie Mac REMIC Trust 2653 SC, 5.968%, (-0.500*US0001M + 6.800%), 07/15/2033 | 711,786 | 0.1 |
See Accompanying Notes to Financial Statements
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
1,155,462 | Freddie Mac REMIC Trust 2767 ZW, 6.000%, 03/15/2034 | 1,310,934 | 0.1 | |||||||||||
281,073 | Freddie Mac REMIC Trust 3012 ST, 15.564%, (-3.600*US0001M + 21.960%), 04/15/2035 | 364,285 | 0.0 | |||||||||||
584,618 | Freddie Mac REMIC Trust 3065 DC, 14.530%, (-3.000*US0001M + 19.860%), 03/15/2035 | 772,143 | 0.1 | |||||||||||
974,738 | Freddie Mac REMIC Trust 3158 NE, 5.500%, 05/15/2036 | 1,063,289 | 0.1 | |||||||||||
6,471,469 | (1) | Freddie Mac REMIC Trust 3181 TA, 0.500%, (-0.794*US0001M + 5.635%), 07/15/2036 | 143,290 | 0.0 | ||||||||||
615,739 | (1) | Freddie Mac REMIC Trust 3507 IA, 5.500%, 09/15/2035 | 112,255 | 0.0 | ||||||||||
275,992 | (1) | Freddie Mac REMIC Trust 3753 PS, 4.323%, (-1.000*US0001M + 6.100%), 06/15/2040 | 10,845 | 0.0 | ||||||||||
700,697 | Freddie Mac REMIC Trust 3864 NT, 5.500%, (-9.167*US0001M + 60.500%), 03/15/2039 | 724,149 | 0.1 | |||||||||||
4,081,887 | Freddie Mac REMIC Trust 3888 ZG, 4.000%, 07/15/2041 | 4,246,099 | 0.4 | |||||||||||
1,983,286 | (1) | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/2040 | 279,038 | 0.0 | ||||||||||
1,133,784 | Freddie Mac Series 4040 UZ, 5.000%, 05/15/2042 | 1,297,086 | 0.1 | |||||||||||
274,921 | (1) | Freddie Mac-Ginnie Mae Series 21 SA, 6.129%, (-1.000*US0001M + 8.000%), 10/25/2023 | 31,299 | 0.0 | ||||||||||
1,820,981 | Ginnie Mae 2004-65 ZG, 5.500%, 07/20/2034 | 1,975,240 | 0.2 | |||||||||||
4,787,213 | Ginnie Mae 2009-110 ZA, 5.500%, 11/16/2039 | 5,562,503 | 0.5 | |||||||||||
665,728 | Ginnie Mae 2009-32 QZ, 5.500%, 05/16/2039 | 837,798 | 0.1 | |||||||||||
500,175 | Ginnie Mae 2009-32 YZ, 7.000%, 05/16/2039 | 659,384 | 0.1 | |||||||||||
2,893,151 | Ginnie Mae 2009-50 MZ, 6.000%, 07/16/2039 | 3,476,478 | 0.3 | |||||||||||
1,050,516 | Ginnie Mae 2009-54 HZ, 5.000%, 07/20/2039 | 1,133,787 | 0.1 | |||||||||||
3,323,044 | Ginnie Mae 2009-H01 FA, 2.972%, (US0001M + 1.150%), 11/20/2059 | 3,357,302 | 0.3 | |||||||||||
2,000,000 | Ginnie Mae 2010-116 PB, 5.000%, 06/16/2040 | 2,207,919 | 0.2 | |||||||||||
3,641,910 | Ginnie Mae 2010-125 BZ, 4.500%, 09/16/2040 | 3,983,206 | 0.4 |
7,061,985 | (2) | Ginnie Mae 2011-70 PO, 05/16/2041 | 5,748,309 | 0.6 | ||||||||||
5,164,731 | Ginnie Mae 2012-H14 FK, 2.155%, (US0001M + 0.580%), 07/20/2062 | 5,191,459 | 0.5 | |||||||||||
5,687,554 | (1) | Ginnie Mae 2014-107 XS, 3.814%, (-1.000*US0001M + 5.600%), 07/16/2044 | 649,458 | 0.1 | ||||||||||
2,788,161 | (1) | Ginnie Mae 2014-96 SQ, 3.814%, (-1.000*US0001M + 5.600%), 07/16/2044 | 322,181 | 0.0 | ||||||||||
4,047,597 | Ginnie Mae 2015-H13 FG, 1.975%, (US0001M + 0.400%), 04/20/2065 | 4,046,453 | 0.4 | |||||||||||
29,562,860 | (1) | Ginnie Mae 2016-120 IM, 3.500%, 07/20/2046 | 4,527,534 | 0.4 | ||||||||||
4,257,427 | (1) | Ginnie Mae 2016-84 IO, 5.000%, 12/20/2040 | 452,257 | 0.0 | ||||||||||
25,228,209 | Ginnie Mae 2016-H20 FB, 2.125%, (US0001M + 0.550%), 09/20/2066 | 25,357,145 | 2.5 | |||||||||||
24,209,726 | Ginnie Mae 2016-H23 F, 2.325%, (US0001M + 0.750%), 10/20/2066 | 24,481,892 | 2.4 | |||||||||||
196,157 | Ginnie Mae Series 2002-11 TS, 15.641%, (-3.000*US0001M + 21.000%), 02/16/2032 | 237,888 | 0.0 | |||||||||||
1,518,532 | (1) | Ginnie Mae Series 2002-76 SG, 5.814%, (-1.000*US0001M + 7.600%), 10/16/2029 | 226,501 | 0.0 | ||||||||||
5,208,531 | Ginnie Mae Series 2003-86 ZC, 4.500%, 10/20/2033 | 5,498,029 | 0.5 | |||||||||||
188,820 | Ginnie Mae Series 2004-16 AE, 5.500%, 02/20/2034 | 206,457 | 0.0 | |||||||||||
1,728,314 | Ginnie Mae Series 2004-17 MZ, 5.500%, 03/16/2034 | 1,860,886 | 0.2 | |||||||||||
1,105,757 | Ginnie Mae Series 2004-28 CZ, 5.500%, 04/20/2034 | 1,190,661 | 0.1 | |||||||||||
4,638,268 | Ginnie Mae Series 2004-81 Z, 5.000%, 10/20/2034 | 4,975,784 | 0.5 | |||||||||||
162,091 | Ginnie Mae Series 2004-87 SB, 5.587%, (-1.154*US0001M + 7.673%), 03/17/2033 | 165,237 | 0.0 | |||||||||||
1,744,063 | (1) | Ginnie Mae Series 2004-98 SA, 4.878%, (-1.000*US0001M + 6.700%), 11/20/2034 | 309,778 | 0.0 | ||||||||||
1,583,370 | Ginnie Mae Series 2005-21 Z, 5.000%, 03/20/2035 | 1,721,104 | 0.2 | |||||||||||
494,120 | (1) | Ginnie Mae Series 2005-25 SI, 6.000%, (-6.000*US0001M + 43.200%), 01/20/2034 | 90,057 | 0.0 | ||||||||||
1,357,369 | (1) | Ginnie Mae Series 2005-7 AH, 4.984%, (-1.000*US0001M + 6.770%), 02/16/2035 | 200,928 | 0.0 | ||||||||||
1,261,909 | (1) | Ginnie Mae Series 2005-73 IM, 5.500%, 09/20/2035 | 290,380 | 0.0 |
See Accompanying Notes to Financial Statements
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
812,372 | Ginnie Mae Series 2005-80 Z, 5.000%, 10/20/2035 | 880,339 | 0.1 | |||||||||||
558,381 | Ginnie Mae Series 2005-91 UP, 10.727%, (-2.000*US0001M + 14.300%), 09/16/2031 | 636,002 | 0.1 | |||||||||||
7,029,568 | Ginnie Mae Series 2005-96 Z, 5.500%, 12/16/2035 | 7,604,758 | 0.8 | |||||||||||
11,219,658 | Ginnie Mae Series 2006-10 ZT, 6.000%, 03/20/2036 | 13,007,964 | 1.3 | |||||||||||
1,808,952 | Ginnie Mae Series 2006-17 TW, 6.000%, 04/20/2036 | 2,020,184 | 0.2 | |||||||||||
13,053,171 | (1) | Ginnie Mae Series 2006-26 TB, 0.250%, (-1.000*US0001M + 6.500%), 06/20/2036 | 128,707 | 0.0 | ||||||||||
3,299,244 | Ginnie Mae Series 2006-7 ZA, 5.500%, 02/20/2036 | 3,621,150 | 0.4 | |||||||||||
2,730,224 | (1) | Ginnie Mae Series 2007-17 CI, 7.500%, 04/16/2037 | 767,904 | 0.1 | ||||||||||
114,076 | Ginnie Mae Series 2007-37 S, 18.750%, (-3.667*US0001M + 25.300%), 04/16/2037 | 130,144 | 0.0 | |||||||||||
169,590 | Ginnie Mae Series 2007-45 PE, 5.500%, 07/16/2037 | 181,231 | 0.0 | |||||||||||
138,857 | Ginnie Mae Series 2007-5 MT, 2.042%, (US0001M + 0.000%), 02/20/2034 | 138,651 | 0.0 | |||||||||||
3,421,447 | (1) | Ginnie Mae Series 2007-53 SC, 4.678%, (-1.000*US0001M + 6.500%), 09/20/2037 | 544,621 | 0.1 | ||||||||||
93,383 | Ginnie Mae Series 2007-53 SW, 14.739%, (-3.000*US0001M + 20.205%), 09/20/2037 | 117,266 | 0.0 | |||||||||||
1,691,527 | Ginnie Mae Series 2007-60 YZ, 5.500%, 10/20/2037 | 1,816,939 | 0.2 | |||||||||||
3,137,644 | Ginnie Mae Series 2007-63 Z, 6.000%, 10/20/2037 | 3,474,227 | 0.3 | |||||||||||
2,601,737 | Ginnie Mae Series 2008-20 PZ, 6.000%, 03/20/2038 | 3,029,078 | 0.3 | |||||||||||
891,991 | (1) | Ginnie Mae Series 2008-3 SA, 4.728%, (-1.000*US0001M + 6.550%), 01/20/2038 | 138,001 | 0.0 | ||||||||||
1,856,793 | (1) | Ginnie Mae Series 2008-40 PS, 4.714%, (-1.000*US0001M + 6.500%), 05/16/2038 | 274,431 | 0.0 | ||||||||||
3,993,932 | (1) | Ginnie Mae Series 2008-82 SA, 4.178%, (-1.000*US0001M + 6.000%), 09/20/2038 | 529,510 | 0.1 | ||||||||||
6,092,607 | (1) | Ginnie Mae Series 2009-110 SA, 4.564%, (-1.000*US0001M + 6.350%), 04/16/2039 | 603,712 | 0.1 |
726,986 | Ginnie Mae Series 2009-110 ZC, 4.500%, 11/16/2039 | 774,612 | 0.1 | |||||||||||
2,201,602 | Ginnie Mae Series 2009-121 ZQ, 5.500%, 09/20/2039 | 2,373,173 | 0.2 | |||||||||||
1,029,000 | Ginnie Mae Series 2009-31 BP, 5.000%, 05/20/2039 | 1,131,373 | 0.1 | |||||||||||
4,331,852 | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/2039 | 4,615,800 | 0.5 | |||||||||||
3,998,976 | Ginnie Mae Series 2009-34 Z, 4.500%, 05/16/2039 | 4,182,111 | 0.4 | |||||||||||
2,742,054 | Ginnie Mae Series 2009-53 ZB, 6.000%, 07/16/2039 | 3,075,180 | 0.3 | |||||||||||
420,624 | (1) | Ginnie Mae Series 2009-55 BI, 1.000%, (-25.000*US0001M + 162.500%), 06/16/2037 | 16,299 | 0.0 | ||||||||||
1,652,239 | Ginnie Mae Series 2009-61 EZ, 7.500%, 08/20/2039 | 2,169,029 | 0.2 | |||||||||||
4,918,796 | Ginnie Mae Series 2009-61 PZ, 7.500%, 08/20/2039 | 6,946,346 | 0.7 | |||||||||||
2,931,954 | Ginnie Mae Series 2009-61 ZQ, 6.000%, 08/16/2039 | 3,746,707 | 0.4 | |||||||||||
1,509,557 | (1) | Ginnie Mae Series 2009-66 QS, 4.278%, (-1.000*US0001M + 6.100%), 07/20/2039 | 160,857 | 0.0 | ||||||||||
2,941,826 | Ginnie Mae Series 2009-67 NZ, 6.000%, 08/16/2039 | 3,184,213 | 0.3 | |||||||||||
1,439,121 | (1) | Ginnie Mae Series 2009-77 SA, 4.364%, (-1.000*US0001M + 6.150%), 09/16/2039 | 192,242 | 0.0 | ||||||||||
3,188,590 | Ginnie Mae Series 2009-77 ZB, 5.500%, 09/16/2039 | 3,603,633 | 0.4 | |||||||||||
889,713 | Ginnie Mae Series 2009-87 WZ, 6.000%, 10/20/2039 | 1,105,427 | 0.1 | |||||||||||
554,676 | Ginnie Mae Series 2009-92 DZ, 4.500%, 10/16/2039 | 589,935 | 0.1 | |||||||||||
3,854,328 | (1) | Ginnie Mae Series 2010-106 IP, 5.000%, 03/20/2040 | 540,335 | 0.1 | ||||||||||
2,929,542 | (1) | Ginnie Mae Series 2010-116 NS, 4.864%, (-1.000*US0001M + 6.650%), 09/16/2040 | 407,264 | 0.0 | ||||||||||
319,191 | (1) | Ginnie Mae Series 2010-130 KI, 5.500%, 09/16/2040 | 41,250 | 0.0 | ||||||||||
1,500,000 | Ginnie Mae Series 2010-14 B, 4.500%, 02/16/2040 | 1,607,488 | 0.2 | |||||||||||
2,105,449 | (1) | Ginnie Mae Series 2010-158 SA, 4.228%, (-1.000*US0001M + 6.050%), 12/20/2040 | 317,139 | 0.0 |
See Accompanying Notes to Financial Statements
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
903,642 | (1) | Ginnie Mae Series 2010-165 IP, 4.000%, 04/20/2038 | 37,408 | 0.0 | ||||||||||
5,909,150 | (1) | Ginnie Mae Series 2010-166 GS, 4.178%, (-1.000*US0001M + 6.000%), 12/20/2040 | 757,021 | 0.1 | ||||||||||
3,089,823 | (1) | Ginnie Mae Series 2010-166 NI, 4.500%, 04/20/2039 | 376,374 | 0.0 | ||||||||||
3,125,000 | Ginnie Mae Series 2010-169 AW, 4.500%, 12/20/2040 | 3,266,693 | 0.3 | |||||||||||
5,764,713 | Ginnie Mae Series 2010-169 JZ, 4.000%, 12/20/2040 | 5,838,168 | 0.6 | |||||||||||
927,315 | (1) | Ginnie Mae Series 2010-19 LI, 5.000%, 07/16/2039 | 113,003 | 0.0 | ||||||||||
2,100,000 | Ginnie Mae Series 2010-31 BP, 5.000%, 03/20/2040 | 2,303,506 | 0.2 | |||||||||||
2,123,551 | (1) | Ginnie Mae Series 2010-4 WI, 6.000%, 01/16/2040 | 573,477 | 0.1 | ||||||||||
5,277,460 | Ginnie Mae Series 2010-42 VZ, 5.500%, 10/20/2039 | 6,038,210 | 0.6 | |||||||||||
2,510,796 | Ginnie Mae Series 2010-59 ZA, 4.500%, 05/20/2040 | 2,665,004 | 0.3 | |||||||||||
11,159,943 | Ginnie Mae Series 2010-61 EZ, 5.000%, 05/20/2040 | 11,876,471 | 1.2 | |||||||||||
774,448 | (1) | Ginnie Mae Series 2010-85 NI, 5.000%, 01/20/2038 | 29,416 | 0.0 | ||||||||||
1,450,818 | (1) | Ginnie Mae Series 2010-9 SB, 4.678%, (-1.000*US0001M + 6.500%), 09/20/2038 | 71,333 | 0.0 | ||||||||||
7,140,545 | Ginnie Mae Series 2010-H01 FA, 2.451%, (US0001M + 0.820%), 01/20/2060 | 7,202,193 | 0.7 | |||||||||||
8,626,315 | Ginnie Mae Series 2010-H10 FB, 2.631%, (US0001M + 1.000%), 05/20/2060 | 8,772,657 | 0.9 | |||||||||||
9,072,108 | Ginnie Mae Series 2010-H10 FC, 2.631%, (US0001M + 1.000%), 05/20/2060 | 9,201,406 | 0.9 | |||||||||||
10,422,523 | Ginnie Mae Series 2010-H20 AF, 1.905%, (US0001M + 0.330%), 10/20/2060 | 10,398,854 | 1.0 | |||||||||||
640,621 | (1) | Ginnie Mae Series 2011-123 QI, 5.000%, 05/20/2041 | 100,110 | 0.0 | ||||||||||
225,693 | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | 247,209 | 0.0 | |||||||||||
560,673 | Ginnie Mae Series 2011-169 BG, 5.413%, 04/16/2039 | 594,598 | 0.1 | |||||||||||
6,630,689 | Ginnie Mae Series 2011-25 Z, 4.000%, 02/20/2041 | 6,833,288 | 0.7 |
1,863,394 | Ginnie Mae Series 2011-59 QC, 4.000%, 12/20/2040 | 1,954,117 | 0.2 | |||||||||||
9,819,623 | (1) | Ginnie Mae Series 2011-73 LS, 4.868%, (-1.000*US0001M + 6.690%), 08/20/2039 | 908,840 | 0.1 | ||||||||||
1,451,571 | Ginnie Mae Series 2011-H07 FA, 2.075%, (US0001M + 0.500%), 02/20/2061 | 1,454,265 | 0.1 | |||||||||||
3,038,615 | (1) | Ginnie Mae Series 2012-102 TI, 4.000%, 08/20/2039 | 395,330 | 0.0 | ||||||||||
3,754,080 | (1) | Ginnie Mae Series 2012-103 IC, 3.500%, 08/16/2040 | 378,374 | 0.0 | ||||||||||
973,357 | (1) | Ginnie Mae Series 2012-124 MI, 4.000%, 03/20/2042 | 123,061 | 0.0 | ||||||||||
11,845,043 | (1) | Ginnie Mae Series 2012-146 AI, 3.000%, 10/20/2037 | 1,195,849 | 0.1 | ||||||||||
777,894 | (1) | Ginnie Mae Series 2012-34 MS, 4.914%, (-1.000*US0001M + 6.700%), 04/16/2041 | 113,528 | 0.0 | ||||||||||
304,331 | Ginnie Mae Series 2012-43 MA, 4.000%, 10/20/2041 | 308,864 | 0.0 | |||||||||||
6,572,876 | (1) | Ginnie Mae Series 2012-48 SA, 4.864%, (-1.000*US0001M + 6.650%), 04/16/2042 | 1,296,227 | 0.1 | ||||||||||
9,166,692 | (1) | Ginnie Mae Series 2012-60 SG, 4.314%, (-1.000*US0001M + 6.100%), 05/16/2042 | 1,416,753 | 0.1 | ||||||||||
2,477,252 | (1) | Ginnie Mae Series 2012-98 EI, 4.000%, 04/20/2041 | 352,517 | 0.0 | ||||||||||
1,086 | (1) | Ginnie Mae Series 2012-98 WI, 4.500%, 02/20/2038 | – | – | ||||||||||
2,673,182 | Ginnie Mae Series 2012-H11 VA, 2.225%, (US0001M + 0.650%), 05/20/2062 | 2,696,962 | 0.3 | |||||||||||
30,206,603 | Ginnie Mae Series 2012-H12 FB, 2.625%, (US0001M + 1.050%), 02/20/2062 | 30,699,717 | 3.0 | |||||||||||
2,318,838 | Ginnie Mae Series 2012-H20 BA, 2.135%, (US0001M + 0.560%), 09/20/2062 | 2,327,242 | 0.2 | |||||||||||
3,000,000 | Ginnie Mae Series 2013-147 BE, 4.000%, 12/20/2039 | 3,145,857 | 0.3 | |||||||||||
1,289,772 | Ginnie Mae Series 2013-167 Z, 3.000%, 10/16/2043 | 1,197,723 | 0.1 | |||||||||||
1,900,000 | (1) | Ginnie Mae Series 2013-186 UI, 2.500%, 11/20/2043 | 596,474 | 0.1 | ||||||||||
1,863,913 | (1) | Ginnie Mae Series 2013-186 VI, 4.000%, 12/20/2042 | 306,903 | 0.0 |
See Accompanying Notes to Financial Statements
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
9,643,286 | (1) | Ginnie Mae Series 2013-20 LI, 4.500%, 12/16/2042 | 1,498,511 | 0.2 | ||||||||||
5,195,337 | (1) | Ginnie Mae Series 2013-41 PI, 3.500%, 04/20/2040 | 409,238 | 0.0 | ||||||||||
2,571,661 | Ginnie Mae Series 2013-H08 BF, 1.975%, (US0001M + 0.400%), 03/20/2063 | 2,568,210 | 0.3 | |||||||||||
5,457,158 | Ginnie Mae Series 2013-H10 FT, 2.240%, (H15T1Y + 0.450%), 04/20/2063 | 5,475,078 | 0.5 | |||||||||||
4,174,272 | Ginnie Mae Series 2013-H14 FC, 2.045%, (US0001M + 0.470%), 06/20/2063 | 4,180,777 | 0.4 | |||||||||||
1,407,936 | Ginnie Mae Series 2013-H18 BA, 2.175%, (US0001M + 0.600%), 07/20/2063 | 1,414,800 | 0.1 | |||||||||||
4,266,409 | Ginnie Mae Series 2013-H19 DF, 2.225%, (US0001M + 0.650%), 05/20/2063 | 4,289,324 | 0.4 | |||||||||||
12,175,134 | Ginnie Mae Series 2013-H19 FC, 2.175%, (US0001M + 0.600%), 08/20/2063 | 12,231,505 | 1.2 | |||||||||||
3,513,022 | Ginnie Mae Series 2013-H20 FB, 2.575%, (US0001M + 1.000%), 08/20/2063 | 3,565,300 | 0.4 | |||||||||||
4,428,768 | Ginnie Mae Series 2013-H23 FA, 2.875%, (US0001M + 1.300%), 09/20/2063 | 4,532,165 | 0.4 | |||||||||||
9,617,820 | Ginnie Mae Series 2013-H23 TA, 2.295%, (US0001M + 0.720%), 09/20/2063 | 9,699,996 | 1.0 | |||||||||||
2,793,200 | Ginnie Mae Series 2014-115 EM, 4.000%, 08/20/2044 | 2,897,840 | 0.3 | |||||||||||
5,584,582 | Ginnie Mae Series 2014-118 ZP, 4.000%, 08/20/2044 | 5,783,717 | 0.6 | |||||||||||
4,650,531 | (1) | Ginnie Mae Series 2014-30 ES, 3.178%, (-1.000*US0001M + 5.000%), 03/20/2040 | 484,654 | 0.1 | ||||||||||
11,887,604 | Ginnie Mae Series 2015-10 Q, 2.275%, 10/20/2044 | 10,602,797 | 1.0 | |||||||||||
12,125,000 | Ginnie Mae Series 2015-143 B, 3.500%, 04/20/2045 | 12,289,410 | 1.2 | |||||||||||
4,074,464 | (1) | Ginnie Mae Series 2015-157 PI, 4.000%, 03/20/2044 | 679,535 | 0.1 | ||||||||||
10,749,595 | Ginnie Mae Series 2015-27 PB, 3.000%, 08/20/2044 | 10,542,718 | 1.0 | |||||||||||
45,342,129 | Ginnie Mae Series 2015-H31 FT, 2.225%, (US0001M + 0.650%), 11/20/2065 | 45,507,097 | 4.5 |
17,791,700 | (1) | Ginnie Mae Series 2016-145 IU, 3.500%, 10/20/2046 | 3,247,341 | 0.3 | ||||||||||
8,662,181 | Ginnie Mae Series 2016-5 AB, 4.676%, 01/20/2046 | 9,133,196 | 0.9 | |||||||||||
29,367,106 | Ginnie Mae Series 2016-H08 FT, 2.295%, (US0001M + 0.720%), 02/20/2066 | 29,520,666 | 2.9 | |||||||||||
2,597,411 | Ginnie Mae Series 2017-182 ZL, 3.000%, 12/20/2047 | 2,580,239 | 0.3 | |||||||||||
51,808,043 | Ginnie Mae Series 2017-H23 FC, 2.025%, (US0001M + 0.450%), 11/20/2067 | 51,872,264 | 5.1 | |||||||||||
1,568,096 | Vendee Mortgage Trust 2011-2 DZ, 3.750%, 10/15/2041 | 1,578,390 | 0.2 | |||||||||||
Total Collateralized Mortgage Obligations | ||||||||||||||
(Cost $651,765,804) | 646,553,104 | 63.5 | ||||||||||||
ASSET-BACKED SECURITIES: 0.2% | ||||||||||||||
Other Asset-Backed Securities: 0.2% | ||||||||||||||
1,079,294 | (3) | Fannie Mae Grantor Trust 2003-T4 2A6, 4.703%, 07/26/2033 | 1,116,311 | 0.1 | ||||||||||
162,756 | (3) | Fannie Mae REMIC Trust 2001-W4 AF6, 5.610%, 01/25/2032 | 169,669 | 0.0 | ||||||||||
124,056 | (3) | Fannie Mae REMIC Trust 2002-W12 AF6, 5.066%, 02/25/2033 | 124,785 | 0.0 | ||||||||||
199,460 | (3) | Fannie Mae REMIC Trust 2002-W2 AF6, 6.500%, 05/25/2032 | 203,212 | 0.1 | ||||||||||
Total Asset-Backed Securities | ||||||||||||||
(Cost $1,649,804) | 1,613,977 | 0.2 | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 0.5% | ||||||||||||||
666,659 | Ginnie Mae 2004-23 Z, 5.586%, 03/16/2044 | 691,208 | 0.1 | |||||||||||
7,736,843 | (1) | Ginnie Mae 2006-67 IO, 0.571%, 11/16/2046 | 37,370 | 0.0 | ||||||||||
713,881 | Ginnie Mae 2007-52 Z, 4.350%, 01/16/2048 | 730,168 | 0.1 | |||||||||||
1,779,505 | Ginnie Mae 2008-39 Z, 4.500%, 02/16/2048 | 1,836,116 | 0.2 | |||||||||||
243,831 | (1) | Ginnie Mae 2008-45 IO, 0.849%, 02/16/2048 | 1,041 | 0.0 | ||||||||||
660,828 | Ginnie Mae 2009-115 D, 4.660%, 01/16/2050 | 667,807 | 0.0 | |||||||||||
4,105,318 | (1) | Ginnie Mae 2010-122 IO, 0.285%, 02/16/2044 | 83,469 | 0.0 | ||||||||||
80,261 | (1) | Ginnie Mae 2010-123 IA, 2.083%, 10/16/2052 | 2,576 | 0.0 | ||||||||||
31,289,878 | (1) | Ginnie Mae 2011-47 IO, 0.020%, 01/16/2051 | 316,441 | 0.0 |
See Accompanying Notes to Financial Statements
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
868,486 | Ginnie Mae 2011-53 B, 4.397%, 05/16/2051 | 890,726 | 0.1 | |||||||||||
Total Commercial Mortgage-Backed Securities | ||||||||||||||
(Cost $5,134,249) | 5,256,922 | 0.5 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 67.4% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 5.2%(4) | ||||||||||||||
5,971,412 | 3.500%, 12/01/2047 | 5,994,409 | 0.6 | |||||||||||
34,000,000 | (5) | 3.500%, 04/01/2048 | 34,081,985 | 3.4 | ||||||||||
7,044,000 | (5) | 4.000%, 05/01/2048 | 7,218,724 | 0.7 | ||||||||||
156,603 | 5.290%, 10/01/2037 | 168,728 | 0.0 | |||||||||||
28,506 | 5.410%, 07/01/2037 | 30,829 | 0.0 | |||||||||||
27,736 | 5.410%, 08/01/2037 | 29,991 | 0.0 | |||||||||||
20,608 | 5.410%, 08/01/2037 | 22,283 | 0.0 | |||||||||||
67,581 | 5.440%, 01/01/2037 | 73,162 | 0.0 | |||||||||||
24,461 | 5.440%, 02/01/2037 | 26,483 | 0.0 | |||||||||||
54,855 | 5.440%, 04/01/2037 | 59,381 | 0.0 | |||||||||||
44,841 | 5.440%, 08/01/2037 | 48,529 | 0.0 | |||||||||||
33,519 | 5.440%, 09/01/2037 | 36,285 | 0.0 | |||||||||||
32,192 | 5.440%, 02/01/2038 | 34,859 | 0.0 | |||||||||||
8,004 | 5.440%, 06/01/2038 | 8,661 | 0.0 | |||||||||||
113,661 | 5.450%, 12/01/2037 | 122,391 | 0.0 | |||||||||||
147,625 | 5.450%, 12/01/2037 | 158,329 | 0.0 | |||||||||||
165,253 | 5.460%, 05/01/2037 | 179,995 | 0.0 | |||||||||||
74,981 | 5.460%, 08/01/2037 | 81,197 | 0.0 | |||||||||||
41,653 | 5.460%, 01/01/2038 | 44,854 | 0.0 | |||||||||||
89,610 | 5.480%, 08/01/2037 | 97,122 | 0.0 | |||||||||||
81,515 | 5.480%, 10/01/2037 | 87,669 | 0.0 | |||||||||||
167,428 | 5.500%, 08/01/2037 | 182,108 | 0.0 | |||||||||||
100,507 | 5.500%, 11/01/2037 | 108,971 | 0.0 | |||||||||||
30,537 | 5.500%, 04/01/2038 | 33,130 | 0.0 | |||||||||||
41,364 | 5.520%, 09/01/2037 | 44,901 | 0.0 | |||||||||||
19,290 | 5.520%, 10/01/2037 | 20,943 | 0.0 | |||||||||||
33,620 | 5.520%, 01/01/2038 | 36,503 | 0.0 | |||||||||||
69,466 | 5.620%, 12/01/2036 | 75,760 | 0.0 | |||||||||||
107,068 | 5.620%, 03/01/2037 | 116,770 | 0.0 | |||||||||||
73,508 | 5.620%, 08/01/2037 | 80,165 | 0.0 | |||||||||||
54,235 | 5.620%, 12/01/2037 | 59,140 | 0.0 | |||||||||||
375,199 | 5.625%, 12/01/2036 | 410,656 | 0.1 | |||||||||||
291,522 | 5.625%, 01/01/2037 | 318,109 | 0.1 | |||||||||||
39,505 | 5.625%, 01/01/2037 | 43,082 | 0.0 | |||||||||||
29,960 | 5.625%, 02/01/2037 | 32,667 | 0.0 | |||||||||||
70,256 | 5.625%, 03/01/2037 | 76,617 | 0.0 | |||||||||||
187,789 | 5.625%, 03/01/2037 | 204,818 | 0.0 | |||||||||||
101,027 | 5.625%, 06/01/2037 | 110,175 | 0.0 | |||||||||||
90,989 | 5.625%, 07/01/2037 | 99,248 | 0.0 | |||||||||||
47,239 | 5.625%, 07/01/2037 | 51,527 | 0.0 | |||||||||||
119,681 | 5.625%, 02/01/2038 | 130,572 | 0.0 | |||||||||||
844,400 | 5.750%, 09/01/2037 | 938,365 | 0.1 | |||||||||||
330,834 | 5.750%, 10/01/2037 | 364,161 | 0.1 | |||||||||||
219,743 | 5.750%, 11/01/2037 | 241,107 | 0.1 | |||||||||||
59,109 | 5.750%, 12/01/2037 | 64,834 | 0.0 | |||||||||||
105,098 | 6.090%, 12/01/2037 | 116,983 | 0.0 | |||||||||||
11,170 | 7.500%, 01/01/2030 | 12,812 | 0.0 | |||||||||||
9,697 | 8.000%, 01/01/2030 | 9,724 | 0.0 | |||||||||||
6,774 | 9.500%, 07/01/2020 | 6,782 | 0.0 | |||||||||||
52,596,496 | 5.2 | |||||||||||||
Federal National Mortgage Association: 5.1%(4) | ||||||||||||||
5,025,308 | 3.000%, 12/01/2042 | 4,949,386 | 0.5 | |||||||||||
4,366,699 | 3.000%, 08/01/2043 | 4,300,753 | 0.4 | |||||||||||
8,892,265 | 3.500%, 03/01/2046 | 8,961,682 | 0.9 | |||||||||||
14,768,598 | 4.000%, 05/01/2042 | 15,285,158 | 1.5 | |||||||||||
1,995,359 | 4.000%, 05/01/2045 | 2,052,412 | 0.2 | |||||||||||
842,273 | 4.250%, 08/01/2035 | 878,794 | 0.1 | |||||||||||
388,204 | 4.750%, 11/01/2034 | 411,301 | 0.1 | |||||||||||
764,547 | 4.750%, 11/01/2034 | 815,648 | 0.1 |
536,735 | 4.750%, 02/01/2035 | 569,539 | 0.1 | |||||||||||
779,673 | 4.750%, 04/01/2035 | 832,297 | 0.1 | |||||||||||
880,082 | 4.750%, 05/01/2035 | 939,177 | 0.1 | |||||||||||
146,300 | 4.750%, 07/01/2035 | 154,657 | 0.0 | |||||||||||
941,739 | 4.750%, 07/01/2035 | 1,005,018 | 0.1 | |||||||||||
155,284 | 5.000%, 02/01/2033 | 166,090 | 0.0 | |||||||||||
150,678 | 5.000%, 07/01/2033 | 161,163 | 0.0 | |||||||||||
93,863 | 5.000%, 03/01/2036 | 100,395 | 0.0 | |||||||||||
408,252 | 5.000%, 05/01/2036 | 438,688 | 0.1 | |||||||||||
165,923 | 5.030%, 05/01/2037 | 177,469 | 0.0 | |||||||||||
302,853 | 5.030%, 09/01/2037 | 324,131 | 0.0 | |||||||||||
52,911 | 5.155%, 11/01/2036 | 56,786 | 0.0 | |||||||||||
364,393 | 5.155%, 01/01/2037 | 392,004 | 0.1 | |||||||||||
86,920 | 5.250%, 04/01/2032 | 93,642 | 0.0 | |||||||||||
170,908 | 5.250%, 04/01/2032 | 184,133 | 0.0 | |||||||||||
29,918 | 5.280%, 11/01/2036 | 32,239 | 0.0 | |||||||||||
207,971 | 5.280%, 11/01/2036 | 224,165 | 0.0 | |||||||||||
50,464 | 5.280%, 01/01/2037 | 54,378 | 0.0 | |||||||||||
77,442 | 5.290%, 06/01/2037 | 83,550 | 0.0 | |||||||||||
218,268 | 5.290%, 08/01/2037 | 235,606 | 0.0 | |||||||||||
358,118 | 5.290%, 09/01/2037 | 386,475 | 0.1 | |||||||||||
405,405 | 5.290%, 09/01/2037 | 428,691 | 0.1 | |||||||||||
365,039 | 5.290%, 09/01/2037 | 380,255 | 0.1 | |||||||||||
83,150 | 5.290%, 09/01/2037 | 89,726 | 0.0 | |||||||||||
326,092 | 5.290%, 11/01/2037 | 337,109 | 0.1 | |||||||||||
90,090 | 5.290%, 12/01/2037 | 98,716 | 0.0 | |||||||||||
288,954 | 5.290%, 04/01/2038 | 315,401 | 0.0 | |||||||||||
58,219 | 5.300%, 09/01/2036 | 62,775 | 0.0 | |||||||||||
26,453 | 5.300%, 10/01/2036 | 28,531 | 0.0 | |||||||||||
39,143 | 5.300%, 10/01/2036 | 42,202 | 0.0 | |||||||||||
155,893 | 5.300%, 12/01/2036 | 168,152 | 0.0 | |||||||||||
136,095 | 5.300%, 12/01/2036 | 146,754 | 0.0 | |||||||||||
73,875 | 5.300%, 02/01/2037 | 79,666 | 0.0 | |||||||||||
153,718 | 5.300%, 05/01/2037 | 165,874 | 0.0 | |||||||||||
425,679 | 5.300%, 08/01/2037 | 459,908 | 0.1 | |||||||||||
65,767 | 5.350%, 04/01/2029 | 71,278 | 0.0 | |||||||||||
47,110 | 5.350%, 09/01/2029 | 51,145 | 0.0 | |||||||||||
302,355 | 5.390%, 12/01/2037 | 327,284 | 0.0 | |||||||||||
75,631 | 5.390%, 05/01/2038 | 83,461 | 0.0 | |||||||||||
286,765 | 5.405%, 11/01/2036 | 310,420 | 0.0 | |||||||||||
260,033 | 5.405%, 02/01/2037 | 281,391 | 0.0 | |||||||||||
172,730 | 5.440%, 08/01/2047 | 181,537 | 0.0 | |||||||||||
303,115 | 5.440%, 08/01/2047 | 319,041 | 0.0 | |||||||||||
292,197 | 5.440%, 08/01/2047 | 312,838 | 0.0 | |||||||||||
167,842 | 5.440%, 08/01/2047 | 179,660 | 0.0 | |||||||||||
184,345 | 5.440%, 09/01/2047 | 193,807 | 0.0 | |||||||||||
498,567 | 5.440%, 10/01/2047 | 534,665 | 0.1 | |||||||||||
98,484 | 5.440%, 05/01/2048 | 105,202 | 0.0 | |||||||||||
116,076 | 5.620%, 12/01/2036 | 121,786 | 0.0 | |||||||||||
111,026 | 5.740%, 07/01/2037 | 122,032 | 0.0 | |||||||||||
168,726 | 5.740%, 07/01/2037 | 185,377 | 0.0 | |||||||||||
93,250 | 5.740%, 08/01/2037 | 102,464 | 0.0 | |||||||||||
141,466 | 5.740%, 08/01/2037 | 155,492 | 0.0 | |||||||||||
200,376 | 5.740%, 08/01/2037 | 209,826 | 0.0 | |||||||||||
52,903 | 5.875%, 06/01/2035 | 54,477 | 0.0 | |||||||||||
155,082 | 5.890%, 07/01/2047 | 165,968 | 0.0 | |||||||||||
373,364 | 5.890%, 08/01/2047 | 400,531 | 0.1 | |||||||||||
115,698 | 5.890%, 08/01/2047 | 123,765 | 0.0 | |||||||||||
117,140 | 5.890%, 10/01/2047 | 125,966 | 0.0 | |||||||||||
35,392 | 5.900%, 09/01/2028 | 38,702 | 0.0 | |||||||||||
103,842 | 6.600%, 07/01/2027 | 110,208 | 0.0 | |||||||||||
56,906 | 6.600%, 09/01/2027 | 60,232 | 0.0 | |||||||||||
37,711 | 6.600%, 11/01/2027 | 37,972 | 0.0 | |||||||||||
76,233 | 6.600%, 06/01/2028 | 79,227 | 0.0 | |||||||||||
19,836 | 7.500%, 05/01/2028 | 19,952 | 0.0 | |||||||||||
52,136,202 | 5.1 | |||||||||||||
Government National Mortgage Association: 57.1% | ||||||||||||||
174,332,000 | (5) | 3.000%, 04/01/2044 | 171,522,941 | 16.9 |
See Accompanying Notes to Financial Statements
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
749,163 | 3.000%, 11/20/2045 | 737,789 | 0.1 | |||||||||||
124,233 | 3.000%, 12/20/2045 | 122,345 | 0.0 | |||||||||||
357,923 | 3.000%, 12/20/2045 | 352,641 | 0.0 | |||||||||||
514,044 | 3.000%, 12/20/2045 | 506,771 | 0.1 | |||||||||||
550,120 | 3.000%, 01/20/2046 | 542,393 | 0.1 | |||||||||||
6,117,630 | 3.500%, 09/20/2045 | 6,179,135 | 0.6 | |||||||||||
3,114,514 | 3.500%, 08/20/2046 | 3,148,957 | 0.3 | |||||||||||
9,153,564 | 3.500%, 08/20/2046 | 9,263,739 | 0.9 | |||||||||||
1,085,176 | 3.500%, 09/20/2046 | 1,097,177 | 0.1 | |||||||||||
3,333,550 | 3.500%, 09/20/2046 | 3,370,174 | 0.3 | |||||||||||
1,481,769 | 3.500%, 09/20/2046 | 1,499,535 | 0.2 | |||||||||||
1,288,964 | 3.500%, 09/20/2046 | 1,303,220 | 0.1 | |||||||||||
3,134,117 | 3.500%, 09/20/2046 | 3,174,623 | 0.3 | |||||||||||
10,152,931 | 3.500%, 09/20/2046 | 10,283,291 | 1.0 | |||||||||||
3,918,053 | 3.500%, 09/20/2046 | 3,968,690 | 0.4 | |||||||||||
6,645,670 | 3.500%, 09/20/2046 | 6,718,684 | 0.7 | |||||||||||
2,041,764 | 3.500%, 09/20/2046 | 2,063,975 | 0.2 | |||||||||||
1,526,043 | 3.500%, 09/20/2046 | 1,545,694 | 0.2 | |||||||||||
1,728,128 | 3.500%, 09/20/2046 | 1,747,238 | 0.2 | |||||||||||
2,575,649 | 3.500%, 09/20/2046 | 2,601,270 | 0.3 | |||||||||||
1,411,516 | 3.500%, 10/20/2046 | 1,428,439 | 0.2 | |||||||||||
6,426,734 | 3.500%, 10/20/2046 | 6,497,518 | 0.7 | |||||||||||
3,317,296 | 3.500%, 10/20/2046 | 3,353,982 | 0.3 | |||||||||||
7,329,480 | 3.500%, 10/20/2046 | 7,410,541 | 0.7 | |||||||||||
3,633,645 | 3.500%, 10/20/2046 | 3,681,868 | 0.4 | |||||||||||
1,743,429 | 3.500%, 10/20/2046 | 1,762,710 | 0.2 | |||||||||||
3,310,520 | 3.500%, 10/20/2046 | 3,349,955 | 0.3 | |||||||||||
1,559,256 | 3.500%, 10/20/2046 | 1,579,405 | 0.2 | |||||||||||
1,032,017 | 3.500%, 10/20/2046 | 1,045,355 | 0.1 | |||||||||||
1,026,298 | 3.500%, 10/20/2046 | 1,041,510 | 0.1 | |||||||||||
1,459,758 | 3.500%, 10/20/2046 | 1,474,278 | 0.2 | |||||||||||
2,704,529 | 3.500%, 10/20/2046 | 2,735,698 | 0.3 | |||||||||||
5,273,840 | 3.500%, 11/20/2046 | 5,340,325 | 0.5 | |||||||||||
3,944,800 | 3.500%, 11/20/2046 | 3,987,626 | 0.4 | |||||||||||
3,512,157 | 3.500%, 11/20/2046 | 3,552,633 | 0.4 | |||||||||||
2,666,429 | 3.500%, 11/20/2046 | 2,697,477 | 0.3 | |||||||||||
5,101,482 | 3.500%, 11/20/2046 | 5,168,744 | 0.5 | |||||||||||
1,223,527 | 3.500%, 11/20/2046 | 1,237,059 | 0.1 | |||||||||||
2,234,050 | 3.500%, 11/20/2046 | 2,266,948 | 0.2 | |||||||||||
4,811,387 | 3.500%, 11/20/2046 | 4,871,116 | 0.5 | |||||||||||
1,069,326 | 3.500%, 03/20/2047 | 1,083,492 | 0.1 | |||||||||||
1,021,714 | 3.500%, 04/20/2047 | 1,032,916 | 0.1 | |||||||||||
932,705 | 3.500%, 04/20/2047 | 944,142 | 0.1 | |||||||||||
1,547,467 | 3.500%, 04/20/2047 | 1,570,254 | 0.2 | |||||||||||
157,057,000 | (5) | 3.500%, 04/01/2048 | 158,593,823 | 15.6 | ||||||||||
6,801,555 | 3.750%, 05/20/2042 | 6,936,138 | 0.7 | |||||||||||
6,462,931 | 3.750%, 05/20/2042 | 6,591,761 | 0.7 | |||||||||||
141,161 | 4.000%, 05/20/2033 | 146,916 | 0.0 | |||||||||||
36,716 | 4.000%, 08/15/2033 | 37,799 | 0.0 | |||||||||||
49,027 | 4.000%, 01/15/2034 | 50,482 | 0.0 | |||||||||||
168,719 | 4.000%, 03/15/2034 | 173,725 | 0.0 | |||||||||||
1,795,253 | 4.000%, 05/20/2034 | 1,855,476 | 0.2 | |||||||||||
1,136,267 | 4.000%, 07/20/2034 | 1,168,137 | 0.1 | |||||||||||
1,982,130 | 4.000%, 07/20/2034 | 2,036,101 | 0.2 | |||||||||||
156,487 | 4.000%, 08/20/2035 | 161,052 | 0.0 | |||||||||||
323,371 | 4.000%, 05/15/2040 | 332,909 | 0.0 | |||||||||||
2,670,319 | 4.000%, 09/20/2040 | 2,722,758 | 0.3 | |||||||||||
4,257,768 | 4.000%, 07/20/2041 | 4,329,423 | 0.4 | |||||||||||
14,624,122 | 4.000%, 08/20/2042 | 15,244,780 | 1.5 | |||||||||||
793,616 | 4.000%, 09/15/2042 | 818,731 | 0.1 | |||||||||||
3,025,062 | 4.000%, 10/20/2043 | 3,123,105 | 0.3 | |||||||||||
7,044,000 | (5) | 4.000%, 04/01/2044 | 7,240,874 | 0.7 | ||||||||||
4,227,664 | 4.000%, 12/20/2044 | 4,376,599 | 0.4 | |||||||||||
4,042,350 | 4.000%, 01/20/2045 | 4,184,755 | 0.4 | |||||||||||
381,067 | 4.000%, 12/20/2045 | 392,112 | 0.1 | |||||||||||
7,757,059 | 4.000%, 01/20/2046 | 7,998,468 | 0.8 | |||||||||||
1,210,173 | 4.000%, 01/20/2046 | 1,249,121 | 0.1 | |||||||||||
6,449,578 | 4.000%, 03/20/2046 | 6,657,541 | 0.7 | |||||||||||
14,337 | 4.500%, 07/20/2036 | 14,927 | 0.0 | |||||||||||
11,938 | 4.500%, 08/20/2036 | 12,428 | 0.0 |
1,404,994 | 4.500%, 10/15/2039 | 1,488,794 | 0.2 | |||||||||||
964,879 | 4.500%, 11/15/2039 | 1,022,538 | 0.1 | |||||||||||
799,523 | 4.500%, 11/15/2039 | 845,641 | 0.1 | |||||||||||
293,567 | 4.500%, 12/15/2039 | 311,057 | 0.0 | |||||||||||
763,573 | 4.500%, 01/15/2040 | 807,629 | 0.1 | |||||||||||
89,981 | 4.500%, 01/20/2040 | 92,721 | 0.0 | |||||||||||
2,920,656 | 4.500%, 02/15/2040 | 3,089,809 | 0.3 | |||||||||||
523,828 | 4.500%, 06/15/2040 | 551,191 | 0.1 | |||||||||||
128,174 | 4.500%, 07/20/2040 | 132,020 | 0.0 | |||||||||||
594,429 | 4.500%, 08/20/2040 | 612,066 | 0.1 | |||||||||||
1,856,033 | 4.500%, 09/20/2041 | 1,953,969 | 0.2 | |||||||||||
1,018,112 | 4.750%, 06/15/2029 | 1,075,184 | 0.1 | |||||||||||
242,607 | 4.750%, 01/15/2030 | 256,033 | 0.0 | |||||||||||
395,820 | 4.750%, 09/15/2034 | 418,035 | 0.1 | |||||||||||
491 | 5.000%, 05/15/2018 | 492 | 0.0 | |||||||||||
49,553 | 5.000%, 03/20/2024 | 53,156 | 0.0 | |||||||||||
1,338,193 | 5.000%, 04/20/2030 | 1,390,566 | 0.1 | |||||||||||
283,475 | 5.000%, 07/15/2033 | 298,917 | 0.0 | |||||||||||
80,398 | 5.000%, 03/15/2034 | 86,201 | 0.0 | |||||||||||
77,554 | 5.000%, 04/15/2034 | 81,791 | 0.0 | |||||||||||
76,645 | 5.000%, 01/15/2035 | 80,856 | 0.0 | |||||||||||
26,973 | 5.000%, 03/15/2035 | 28,998 | 0.0 | |||||||||||
184,971 | 5.000%, 03/15/2035 | 195,030 | 0.0 | |||||||||||
433,925 | 5.000%, 04/15/2035 | 466,605 | 0.1 | |||||||||||
83,601 | 5.000%, 04/15/2035 | 89,884 | 0.0 | |||||||||||
57,083 | 5.000%, 04/15/2035 | 60,224 | 0.0 | |||||||||||
40,139 | 5.000%, 05/15/2035 | 43,240 | 0.0 | |||||||||||
118,150 | 5.000%, 05/20/2035 | 126,862 | 0.0 | |||||||||||
595,589 | 5.000%, 11/20/2035 | 639,443 | 0.1 | |||||||||||
288,769 | 5.000%, 04/20/2036 | 309,997 | 0.0 | |||||||||||
156,322 | 5.000%, 02/15/2038 | 164,956 | 0.0 | |||||||||||
47,230 | 5.000%, 06/20/2038 | 48,144 | 0.0 | |||||||||||
43,503 | 5.000%, 08/20/2038 | 44,929 | 0.0 | |||||||||||
191,166 | 5.000%, 10/20/2038 | 197,232 | 0.0 | |||||||||||
66,904 | 5.000%, 11/20/2038 | 68,997 | 0.0 | |||||||||||
220,128 | 5.000%, 01/20/2039 | 227,117 | 0.0 | |||||||||||
252,514 | 5.000%, 02/15/2039 | 266,589 | 0.0 | |||||||||||
279,519 | 5.000%, 03/15/2039 | 294,884 | 0.0 | |||||||||||
1,294,934 | 5.000%, 11/15/2039 | 1,396,813 | 0.1 | |||||||||||
1,101,189 | 5.000%, 11/15/2039 | 1,187,920 | 0.1 | |||||||||||
278,952 | 5.000%, 11/15/2039 | 294,418 | 0.0 | |||||||||||
270,764 | 5.000%, 04/15/2040 | 289,157 | 0.0 | |||||||||||
1,032,182 | 5.000%, 09/15/2040 | 1,095,670 | 0.1 | |||||||||||
1,416,336 | 5.000%, 07/20/2041 | 1,518,551 | 0.2 | |||||||||||
62,036 | 5.250%, 01/15/2024 | 66,660 | 0.0 | |||||||||||
92,323 | 5.250%, 06/15/2028 | 99,614 | 0.0 | |||||||||||
124,945 | 5.250%, 06/15/2029 | 134,806 | 0.0 | |||||||||||
1,475,787 | 5.250%, 01/20/2036 | 1,606,010 | 0.2 | |||||||||||
128,529 | 5.290%, 07/20/2037 | 136,560 | 0.0 | |||||||||||
147,419 | 5.290%, 08/20/2037 | 157,387 | 0.0 | |||||||||||
342,153 | 5.290%, 08/20/2037 | 363,532 | 0.0 | |||||||||||
111,275 | 5.290%, 09/20/2037 | 118,131 | 0.0 | |||||||||||
415,388 | 5.290%, 09/20/2037 | 441,343 | 0.1 | |||||||||||
129,108 | 5.290%, 01/20/2038 | 137,174 | 0.0 | |||||||||||
13,221 | 5.350%, 01/15/2029 | 14,239 | 0.0 | |||||||||||
70,180 | 5.350%, 01/20/2029 | 74,642 | 0.0 | |||||||||||
14,252 | 5.350%, 02/20/2029 | 15,137 | 0.0 | |||||||||||
161,621 | 5.350%, 04/20/2029 | 171,964 | 0.0 | |||||||||||
41,396 | 5.350%, 06/20/2029 | 44,012 | 0.0 | |||||||||||
46,858 | 5.350%, 08/20/2029 | 49,858 | 0.0 | |||||||||||
51,603 | 5.350%, 10/20/2029 | 54,911 | 0.0 | |||||||||||
19,128 | 5.350%, 11/20/2029 | 20,308 | 0.0 | |||||||||||
134,157 | 5.390%, 05/15/2038 | 145,072 | 0.0 | |||||||||||
329,660 | 5.390%, 08/20/2038 | 354,293 | 0.0 | |||||||||||
173,621 | 5.390%, 09/15/2038 | 187,746 | 0.0 | |||||||||||
63,515 | 5.390%, 08/15/2039 | 68,595 | 0.0 | |||||||||||
101,947 | 5.390%, 02/15/2040 | 109,565 | 0.0 | |||||||||||
27,144 | 5.480%, 09/20/2037 | 28,997 | 0.0 | |||||||||||
98,695 | 5.500%, 08/15/2024 | 101,893 | 0.0 | |||||||||||
90,027 | 5.500%, 08/20/2024 | 96,173 | 0.0 |
See Accompanying Notes to Financial Statements
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
1,869 | 5.500%, 04/20/2029 | 1,997 | 0.0 | |||||||||||
418,513 | 5.500%, 09/15/2029 | 458,914 | 0.1 | |||||||||||
199,828 | 5.500%, 10/15/2029 | 218,984 | 0.0 | |||||||||||
59,313 | 5.500%, 12/20/2032 | 65,406 | 0.0 | |||||||||||
206,940 | 5.500%, 08/20/2033 | 228,092 | 0.0 | |||||||||||
75,375 | 5.500%, 11/20/2033 | 76,621 | 0.0 | |||||||||||
58,520 | 5.500%, 12/20/2033 | 64,470 | 0.0 | |||||||||||
74,509 | 5.500%, 03/20/2034 | 75,437 | 0.0 | |||||||||||
287,602 | 5.500%, 04/20/2034 | 302,752 | 0.0 | |||||||||||
348,806 | 5.500%, 04/20/2034 | 384,348 | 0.0 | |||||||||||
96,587 | 5.500%, 06/20/2034 | 98,199 | 0.0 | |||||||||||
197,583 | 5.500%, 06/20/2034 | 211,189 | 0.0 | |||||||||||
111,792 | 5.500%, 07/20/2034 | 119,484 | 0.0 | |||||||||||
86,603 | 5.500%, 07/20/2034 | 92,556 | 0.0 | |||||||||||
120,223 | 5.500%, 01/20/2035 | 123,387 | 0.0 | |||||||||||
315,380 | 5.500%, 05/15/2035 | 343,842 | 0.0 | |||||||||||
95,705 | 5.500%, 05/20/2035 | 102,205 | 0.0 | |||||||||||
81,161 | 5.500%, 06/20/2035 | 86,736 | 0.0 | |||||||||||
588,490 | 5.500%, 07/15/2035 | 643,671 | 0.1 | |||||||||||
516,864 | 5.500%, 08/15/2035 | 566,626 | 0.1 | |||||||||||
239,538 | 5.500%, 09/20/2035 | 256,043 | 0.0 | |||||||||||
170,348 | 5.500%, 04/15/2036 | 185,411 | 0.0 | |||||||||||
77,032 | 5.500%, 06/20/2036 | 83,490 | 0.0 | |||||||||||
14,125 | 5.500%, 06/20/2038 | 14,814 | 0.0 | |||||||||||
34,287 | 5.500%, 08/20/2038 | 35,960 | 0.0 | |||||||||||
51,611 | 5.500%, 09/20/2038 | 54,131 | 0.0 | |||||||||||
7,444 | 5.500%, 10/20/2038 | 7,808 | 0.0 | |||||||||||
89,034 | 5.500%, 11/20/2038 | 93,380 | 0.0 | |||||||||||
7,973 | 5.500%, 12/20/2038 | 8,361 | 0.0 | |||||||||||
96,049 | 5.500%, 01/15/2039 | 104,580 | 0.0 | |||||||||||
6,461 | 5.500%, 01/20/2039 | 6,748 | 0.0 | |||||||||||
174,167 | 5.500%, 03/20/2039 | 181,964 | 0.0 | |||||||||||
31,926 | 5.500%, 06/15/2039 | 34,735 | 0.0 | |||||||||||
18,353 | 5.500%, 06/20/2039 | 19,192 | 0.0 | |||||||||||
59,359 | 5.500%, 10/20/2039 | 64,401 | 0.0 | |||||||||||
279,121 | 5.500%, 09/15/2040 | 303,872 | 0.0 | |||||||||||
76,294 | 5.740%, 08/20/2037 | 82,709 | 0.0 | |||||||||||
139,837 | 5.740%, 08/20/2037 | 151,600 | 0.0 | |||||||||||
91,216 | 5.740%, 09/20/2037 | 98,888 | 0.0 | |||||||||||
372,164 | 5.740%, 09/20/2037 | 403,457 | 0.1 | |||||||||||
277,486 | 5.740%, 09/20/2037 | 300,828 | 0.0 | |||||||||||
446,404 | 5.740%, 10/20/2037 | 486,638 | 0.1 | |||||||||||
107,051 | 5.740%, 04/20/2038 | 116,053 | 0.0 | |||||||||||
189,689 | 5.750%, 11/15/2024 | 196,821 | 0.0 | |||||||||||
977,218 | 5.750%, 07/15/2029 | 1,061,047 | 0.1 | |||||||||||
841,939 | 5.750%, 08/15/2029 | 912,461 | 0.1 | |||||||||||
149,630 | 5.750%, 11/15/2029 | 162,501 | 0.0 | |||||||||||
857,951 | 5.750%, 11/15/2029 | 931,218 | 0.1 | |||||||||||
18,343 | 5.900%, 03/20/2028 | 20,055 | 0.0 | |||||||||||
72,830 | 5.900%, 05/20/2028 | 79,660 | 0.0 | |||||||||||
16,252 | 5.900%, 08/20/2028 | 17,728 | 0.0 | |||||||||||
47,203 | 5.900%, 09/20/2028 | 51,622 | 0.0 | |||||||||||
1,473,446 | 5.970%, 11/15/2031 | 1,489,076 | 0.2 | |||||||||||
47,532 | 6.000%, 01/20/2024 | 49,001 | 0.0 | |||||||||||
132,709 | 6.000%, 10/15/2025 | 147,460 | 0.0 | |||||||||||
259,212 | 6.000%, 04/15/2026 | 276,926 | 0.0 | |||||||||||
49,900 | 6.000%, 10/20/2027 | 54,900 | 0.0 | |||||||||||
172,617 | 6.000%, 05/15/2029 | 183,296 | 0.0 | |||||||||||
197,916 | 6.000%, 07/15/2029 | 218,437 | 0.0 | |||||||||||
106,745 | 6.000%, 10/20/2034 | 120,515 | 0.0 | |||||||||||
237,150 | 6.000%, 03/15/2037 | 264,242 | 0.0 | |||||||||||
4,076 | 6.000%, 09/20/2037 | 4,079 | 0.0 | |||||||||||
15,353 | 6.000%, 05/20/2038 | 16,730 | 0.0 | |||||||||||
177,150 | 6.000%, 08/20/2038 | 189,172 | 0.0 | |||||||||||
28,175 | 6.000%, 09/20/2038 | 30,064 | 0.0 | |||||||||||
85,438 | 6.000%, 10/20/2038 | 91,249 | 0.0 | |||||||||||
229,198 | 6.000%, 11/15/2038 | 255,221 | 0.0 | |||||||||||
241,691 | 6.000%, 12/15/2038 | 269,133 | 0.0 | |||||||||||
171,803 | 6.000%, 12/15/2038 | 191,309 | 0.0 |
540,674 | 6.000%, 08/15/2039 | 602,061 | 0.1 | |||||||||||
452,128 | 6.000%, 08/15/2039 | 506,303 | 0.1 | |||||||||||
7,584 | 6.250%, 09/15/2020 | 7,663 | 0.0 | |||||||||||
118,382 | 6.490%, 01/15/2028 | 132,324 | 0.0 | |||||||||||
38,674 | 6.500%, 07/20/2029 | 43,564 | 0.0 | |||||||||||
55,058 | 6.500%, 07/20/2032 | 56,143 | 0.0 | |||||||||||
228,790 | 6.500%, 02/15/2034 | 245,444 | 0.0 | |||||||||||
1,429 | 6.500%, 09/20/2034 | 1,491 | 0.0 | |||||||||||
14,312 | 7.500%, 08/20/2027 | 16,384 | 0.0 | |||||||||||
582,072,441 | 57.1 | |||||||||||||
Total U.S. Government Agency Obligations | ||||||||||||||
(Cost $690,264,331) | 686,805,139 | 67.4 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $1,348,814,188) | 1,340,229,142 | 131.6 | ||||||||||||
SHORT-TERM INVESTMENTS: 5.1% | ||||||||||||||
U.S. Treasury Bills: 5.1% | ||||||||||||||
31,363,000 | United States Treasury Bill, 1.530%, 05/10/2018 | 31,309,284 | 3.1 | |||||||||||
15,967,000 | United States Treasury Bill, 1.800%, 06/28/2018 | 15,902,270 | 1.5 | |||||||||||
5,299,000 | United States Treasury Bill, 05/03/2018 | 5,291,605 | �� | 0.5 | ||||||||||
52,503,159 | 5.1 | |||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $52,502,141) | 52,503,159 | 5.1 | ||||||||||||
Total Investments in Securities (Cost $1,401,316,329) | $ | 1,392,732,301 | 136.7 | |||||||||||
Liabilities in Excess of Other Assets | (374,128,548 | ) | (36.7 | ) | ||||||||||
Net Assets | $ | 1,018,603,753 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Interest only securities represent the right to receive the monthly interest payments on an underlying pool of mortgage loans. Principal amount shown represents the notional amount on which current interest is calculated. Payments of principal on the pool reduce the value of the interest only security. |
(2) | Principal only securities represent the right to receive the monthly principal payments on an underlying pool of mortgage loans. No payments of interest on the pool are passed through the principal only security. |
(3) | Step Bond. Interest rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Rate shown is the rate in effect as of March 31, 2018. |
(4) | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
(5) | Settlement is on a when-issued or delayed-delivery basis. |
Reference Rate Abbreviations: | |
H15T1Y | U.S. Treasury 1-Year Constant Maturity |
US0001M | 1-month LIBOR |
See Accompanying Notes to Financial Statements
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 97.1% | ||||||||||||||
Basic Materials: 8.1% | ||||||||||||||
2,225,000 | (1) | Alpha 3 BV / Alpha US Bidco, Inc., 6.250%, 02/01/2025 | 2,263,937 | 0.4 | ||||||||||
485,000 | ArcelorMittal, 7.250%, 10/15/2039 | 575,937 | 0.1 | |||||||||||
1,635,000 | (1) | Aruba Investments, Inc., 8.750%, 02/15/2023 | 1,704,487 | 0.3 | ||||||||||
1,470,000 | (1) | Cascades, Inc., 5.500%, 07/15/2022 | 1,486,537 | 0.3 | ||||||||||
1,140,000 | Chemours Co/The, 5.375%, 05/15/2027 | 1,145,700 | 0.2 | |||||||||||
920,000 | (1) | Constellium NV, 5.750%, 05/15/2024 | 906,200 | 0.2 | ||||||||||
250,000 | (1) | Constellium NV, 5.875%, 02/15/2026 | 246,875 | 0.0 | ||||||||||
1,050,000 | (1),(2) | Constellium NV, 6.625%, 03/01/2025 | 1,065,750 | 0.2 | ||||||||||
1,785,000 | (1) | Cornerstone Chemical Co., 6.750%, 08/15/2024 | 1,777,771 | 0.3 | ||||||||||
940,000 | (1) | Ferroglobe PLC / Globe Specialty Metals, Inc., 9.375%, 03/01/2022 | 979,950 | 0.2 | ||||||||||
985,000 | (1) | First Quantum Minerals Ltd., 6.500%, 03/01/2024 | 935,750 | 0.2 | ||||||||||
1,900,000 | (2) | Freeport-McMoRan, Inc., 4.550%, 11/14/2024 | 1,876,250 | 0.3 | ||||||||||
2,000,000 | Freeport-McMoRan, Inc., 5.450%, 03/15/2043 | 1,849,400 | 0.3 | |||||||||||
1,450,000 | Hexion, Inc., 6.625%, 04/15/2020 | 1,359,375 | 0.2 | |||||||||||
975,000 | (1) | Hexion, Inc., 10.375%, 02/01/2022 | 948,188 | 0.2 | ||||||||||
955,000 | (1) | Hexion, Inc., 13.750%, 02/01/2022 | 816,525 | 0.1 | ||||||||||
550,000 | Huntsman International LLC, 4.875%, 11/15/2020 | 562,375 | 0.1 | |||||||||||
1,080,000 | Huntsman International LLC, 5.125%, 11/15/2022 | 1,119,150 | 0.2 | |||||||||||
1,925,000 | (1) | IAMGOLD Corp., 7.000%, 04/15/2025 | 1,973,125 | 0.4 | ||||||||||
1,750,000 | (1),(2) | INEOS Group Holdings SA, 5.625%, 08/01/2024 | 1,774,063 | 0.3 | ||||||||||
2,100,000 | (1) | Kraton Polymers LLC / Kraton Polymers Capital Corp., 10.500%, 04/15/2023 | 2,341,500 | 0.4 | ||||||||||
2,000,000 | (3),(4) | Momentive Performance Materials, Inc. Escrow, 8.875%, 10/15/2020 | – | – | ||||||||||
1,500,000 | Momentive Performance Materials, Inc., 3.880%, 10/24/2021 | 1,576,875 | 0.3 |
1,800,000 | Olin Corp., 5.125%, 09/15/2027 | 1,779,750 | 0.3 | |||||||||||
2,320,000 | (1) | Rayonier AM Products, Inc., 5.500%, 06/01/2024 | 2,285,200 | 0.4 | ||||||||||
675,000 | Steel Dynamics, Inc., 5.125%, 10/01/2021 | 687,623 | 0.1 | |||||||||||
1,425,000 | Steel Dynamics, Inc., 5.500%, 10/01/2024 | 1,473,023 | 0.3 | |||||||||||
1,115,000 | Teck Resources Ltd., 4.750%, 01/15/2022 | 1,134,513 | 0.2 | |||||||||||
2,150,000 | Teck Resources Ltd., 5.200%, 03/01/2042 | 2,021,000 | 0.4 | |||||||||||
1,700,000 | (1) | Tronox Finance LLC, 7.500%, 03/15/2022 | 1,764,799 | 0.3 | ||||||||||
335,000 | (1) | Tronox Finance PLC, 5.750%, 10/01/2025 | 326,625 | 0.1 | ||||||||||
1,900,000 | (1) | Tronox, Inc., 6.500%, 04/15/2026 | 1,904,750 | 0.3 | ||||||||||
1,240,000 | (2) | United States Steel Corp., 6.250%, 03/15/2026 | 1,238,450 | 0.2 | ||||||||||
330,000 | Valvoline, Inc., 4.375%, 08/15/2025 | 320,925 | 0.1 | |||||||||||
1,120,000 | Valvoline, Inc., 5.500%, 07/15/2024 | 1,152,200 | 0.2 | |||||||||||
45,374,578 | 8.1 | |||||||||||||
Communications: 14.8% | ||||||||||||||
1,860,000 | (1),(2) | Acosta, Inc., 7.750%, 10/01/2022 | 1,181,100 | 0.2 | ||||||||||
1,000,000 | (1),(2) | Altice Finco SA, 8.125%, 01/15/2024 | 1,035,000 | 0.2 | ||||||||||
2,925,000 | (1) | Altice France SA/France, 6.250%, 05/15/2024 | 2,767,781 | 0.5 | ||||||||||
2,000,000 | (1),(2) | Altice Luxembourg SA, 7.625%, 02/15/2025 | 1,717,500 | 0.3 | ||||||||||
2,170,000 | (1) | Altice Luxembourg SA, 7.750%, 05/15/2022 | 2,020,812 | 0.4 | ||||||||||
1,845,000 | (1) | Altice US Finance I Corp., 5.500%, 05/15/2026 | 1,803,487 | 0.3 | ||||||||||
1,985,000 | AMC Networks, Inc., 4.750%, 08/01/2025 | 1,917,768 | 0.3 | |||||||||||
1,215,000 | (1) | Block Communications, Inc., 6.875%, 02/15/2025 | 1,227,855 | 0.2 | ||||||||||
1,040,000 | Cablevision Systems Corp., 5.875%, 09/15/2022 | 1,034,488 | 0.2 | |||||||||||
2,280,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | 2,170,332 | 0.4 | ||||||||||
1,335,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | 1,258,237 | 0.2 | ||||||||||
1,120,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.500%, 05/01/2026 | 1,099,000 | 0.2 | ||||||||||
2,895,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 02/15/2026 | 2,887,791 | 0.5 |
See Accompanying Notes to Financial Statements
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
1,500,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.875%, 04/01/2024 | 1,530,000 | 0.3 | ||||||||||
1,550,000 | CenturyLink, Inc., 5.625%, 04/01/2020 | 1,567,438 | 0.3 | |||||||||||
1,000,000 | CenturyLink, Inc., 5.800%, 03/15/2022 | 981,250 | 0.2 | |||||||||||
955,000 | (1) | Cequel Communications Holdings I LLC / Cequel Capital Corp., 5.125%, 12/15/2021 | 956,194 | 0.2 | ||||||||||
600,000 | (1) | Cequel Communications Holdings I LLC / Cequel Capital Corp., 7.500%, 04/01/2028 | 616,500 | 0.1 | ||||||||||
1,740,000 | (1) | CommScope Tech Finance LLC, 6.000%, 06/15/2025 | 1,819,170 | �� | 0.3 | |||||||||
2,585,000 | CSC Holdings LLC, 5.250%, 06/01/2024 | 2,465,444 | 0.4 | |||||||||||
1,200,000 | (1) | CSC Holdings LLC, 5.375%, 02/01/2028 | 1,136,508 | 0.2 | ||||||||||
1,375,000 | (1) | CSC Holdings LLC, 6.625%, 10/15/2025 | 1,423,125 | 0.2 | ||||||||||
570,000 | DISH DBS Corp., 5.000%, 03/15/2023 | 516,563 | 0.1 | |||||||||||
1,000,000 | DISH DBS Corp., 5.875%, 07/15/2022 | 958,750 | 0.2 | |||||||||||
2,175,000 | DISH DBS Corp., 5.875%, 11/15/2024 | 1,946,625 | 0.3 | |||||||||||
1,240,000 | (1),(2) | Frontier Communications Corp., 8.500%, 04/01/2026 | 1,205,900 | 0.2 | ||||||||||
1,685,000 | (1) | Gray Television, Inc., 5.125%, 10/15/2024 | 1,634,450 | 0.3 | ||||||||||
2,500,000 | Intelsat Jackson Holdings SA, 5.500%, 08/01/2023 | 2,031,250 | 0.4 | |||||||||||
1,195,000 | Level 3 Financing, Inc., 5.125%, 05/01/2023 | 1,175,581 | 0.2 | |||||||||||
1,500,000 | Level 3 Financing, Inc., 5.250%, 03/15/2026 | 1,417,500 | 0.2 | |||||||||||
1,800,000 | Level 3 Financing, Inc., 5.375%, 01/15/2024 | 1,758,384 | 0.3 | |||||||||||
780,000 | LIN Television Corp., 5.875%, 11/15/2022 | 806,325 | 0.1 | |||||||||||
1,000,000 | (1) | Midcontinent Communications / Midcontinent Finance Corp., 6.875%, 08/15/2023 | 1,056,250 | 0.2 | ||||||||||
1,600,000 | (1) | Nexstar Broadcasting, Inc., 5.625%, 08/01/2024 | 1,571,520 | 0.3 | ||||||||||
2,230,000 | (1) | Plantronics, Inc., 5.500%, 05/31/2023 | 2,216,174 | 0.4 | ||||||||||
2,130,000 | (1) | Salem Media Group, Inc., 6.750%, 06/01/2024 | 2,050,125 | 0.4 | ||||||||||
1,185,000 | (1),(2) | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | 1,105,013 | 0.2 | ||||||||||
1,520,000 | Sinclair Television Group, Inc., 6.125%, 10/01/2022 | 1,563,700 | 0.3 |
2,250,000 | (1) | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | 2,126,250 | 0.4 | ||||||||||
1,160,000 | (1) | Sirius XM Radio, Inc., 6.000%, 07/15/2024 | 1,197,700 | 0.2 | ||||||||||
1,000,000 | Sprint Communications, Inc., 6.000%, 11/15/2022 | 983,750 | 0.2 | |||||||||||
5,110,000 | Sprint Corp., 7.125%, 06/15/2024 | 4,995,025 | 0.9 | |||||||||||
3,170,000 | Sprint Corp., 7.250%, 09/15/2021 | 3,284,913 | 0.6 | |||||||||||
2,175,000 | Sprint Corp., 7.625%, 03/01/2026 | 2,128,781 | 0.4 | |||||||||||
1,375,000 | Telecom Italia Capital SA, 6.000%, 09/30/2034 | 1,433,025 | 0.2 | |||||||||||
1,650,000 | Telecom Italia Capital SA, 6.375%, 11/15/2033 | 1,798,500 | 0.3 | |||||||||||
1,320,000 | (1) | Telesat Canada / Telesat LLC, 8.875%, 11/15/2024 | 1,452,000 | 0.2 | ||||||||||
2,000,000 | T-Mobile USA, Inc., 5.375%, 04/15/2027 | 2,025,000 | 0.4 | |||||||||||
605,000 | T-Mobile USA, Inc., 4.500%, 02/01/2026 | 581,556 | 0.1 | |||||||||||
150,000 | T-Mobile USA, Inc., 5.125%, 04/15/2025 | 151,125 | 0.0 | |||||||||||
1,045,000 | (1) | Zayo Group LLC / Zayo Capital, Inc., 5.750%, 01/15/2027 | 1,022,794 | 0.2 | ||||||||||
2,140,000 | Zayo Group LLC / Zayo Capital, Inc., 6.000%, 04/01/2023 | 2,209,550 | 0.4 | |||||||||||
500,000 | Zayo Group LLC / Zayo Capital, Inc., 6.375%, 05/15/2025 | 519,375 | 0.1 | |||||||||||
83,540,234 | 14.8 | |||||||||||||
Consumer, Cyclical: 16.6% | ||||||||||||||
2,490,000 | (1) | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | 2,383,428 | 0.4 | ||||||||||
750,000 | (2) | AMC Entertainment Holdings, Inc., 5.750%, 06/15/2025 | 741,562 | 0.1 | ||||||||||
1,775,000 | (2) | AMC Entertainment Holdings, Inc., 5.875%, 11/15/2026 | 1,748,375 | 0.3 | ||||||||||
2,050,000 | (1) | American Tire Distributors, Inc., 10.250%, 03/01/2022 | 2,103,812 | 0.4 | ||||||||||
2,000,000 | Asbury Automotive Group, Inc., 6.000%, 12/15/2024 | 2,045,000 | 0.4 | |||||||||||
1,270,000 | (1) | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.750%, 08/01/2025 | 1,244,600 | 0.2 | ||||||||||
1,231,000 | (1) | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.875%, 02/15/2021 | 1,240,232 | 0.2 | ||||||||||
2,130,000 | AV Homes, Inc., 6.625%, 05/15/2022 | 2,178,394 | 0.4 | |||||||||||
890,000 | (1) | Boyne USA, Inc., 7.250%, 05/01/2025 | 917,812 | 0.2 | ||||||||||
2,000,000 | Caleres, Inc., 6.250%, 08/15/2023 | 2,082,500 | 0.4 |
See Accompanying Notes to Financial Statements
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
1,300,000 | (1) | Carmike Cinemas, Inc., 6.000%, 06/15/2023 | 1,358,500 | 0.2 | ||||||||||
1,940,000 | (1) | CCM Merger, Inc., 6.000%, 03/15/2022 | 1,964,250 | 0.3 | ||||||||||
2,115,000 | Cedar Fair L.P. / Canada's Wonderland Co. / Magnum Management Corp., 5.375%, 06/01/2024 | 2,154,656 | 0.4 | |||||||||||
2,980,000 | Century Communities, Inc., 5.875%, 07/15/2025 | 2,845,900 | 0.5 | |||||||||||
1,975,000 | (1) | Cooper-Standard Automotive, Inc., 5.625%, 11/15/2026 | 1,975,000 | 0.3 | ||||||||||
2,985,000 | (1) | CRC Escrow Issuer LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | 2,869,122 | 0.5 | ||||||||||
1,960,000 | Dana, Inc., 5.500%, 12/15/2024 | 1,999,200 | 0.4 | |||||||||||
1,080,000 | (1) | DBP Holding Corp., 7.750%, 10/15/2020 | 567,000 | 0.1 | ||||||||||
2,095,000 | (1) | EMI Music Publishing Group North America Holdings, Inc., 7.625%, 06/15/2024 | 2,273,075 | 0.4 | ||||||||||
520,000 | GLP Capital L.P. / GLP Financing II, Inc., 4.375%, 04/15/2021 | 522,600 | 0.1 | |||||||||||
1,040,000 | GLP Capital L.P. / GLP Financing II, Inc., 5.375%, 04/15/2026 | 1,058,200 | 0.2 | |||||||||||
2,525,000 | (1) | Golden Nugget, Inc., 6.750%, 10/15/2024 | 2,550,250 | 0.5 | ||||||||||
1,970,000 | Goodyear Tire & Rubber Co., 5.125%, 11/15/2023 | 1,987,237 | 0.4 | |||||||||||
815,000 | H&E Equipment Services, Inc., 5.625%, 09/01/2025 | 824,169 | 0.1 | |||||||||||
2,190,000 | (1) | Hot Topic, Inc., 9.250%, 06/15/2021 | 2,179,050 | 0.4 | ||||||||||
900,000 | (1) | International Game Technology PLC, 6.250%, 02/15/2022 | 947,250 | 0.2 | ||||||||||
865,000 | (1) | International Game Technology PLC, 6.500%, 02/15/2025 | 930,956 | 0.2 | ||||||||||
2,070,000 | (1) | IRB Holding Corp., 6.750%, 02/15/2026 | 2,033,982 | 0.4 | ||||||||||
1,040,000 | (1) | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.000%, 06/01/2024 | 1,036,100 | 0.2 | ||||||||||
1,040,000 | (1) | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.250%, 06/01/2026 | 1,038,700 | 0.2 | ||||||||||
2,145,000 | L Brands, Inc., 6.750%, 07/01/2036 | 2,069,925 | 0.4 | |||||||||||
1,700,000 | (1) | Lennar Corp., 5.250%, 06/01/2026 | 1,687,250 | 0.3 | ||||||||||
600,000 | (1) | Lennar Corp., 8.375%, 01/15/2021 | 667,500 | 0.1 | ||||||||||
600,000 | (1) | Lennar Corp., 5.375%, 10/01/2022 | 619,500 | 0.1 | ||||||||||
1,330,000 | M/I Homes, Inc., 5.625%, 08/01/2025 | 1,301,339 | 0.2 |
940,000 | M/I Homes, Inc., 6.750%, 01/15/2021 | 971,725 | 0.2 | |||||||||||
1,750,000 | (2) | Men's Wearhouse, Inc./The, 7.000%, 07/01/2022 | 1,806,875 | 0.3 | ||||||||||
1,225,000 | Meritage Homes Corp., 5.125%, 06/06/2027 | 1,160,688 | 0.2 | |||||||||||
1,406,000 | Meritage Homes Corp., 7.000%, 04/01/2022 | 1,543,085 | 0.3 | |||||||||||
2,000,000 | MGM Resorts International, 6.000%, 03/15/2023 | 2,105,000 | 0.4 | |||||||||||
1,000,000 | MGM Resorts International, 7.750%, 03/15/2022 | 1,116,250 | 0.2 | |||||||||||
1,800,000 | (1) | Navistar International Corp., 6.625%, 11/01/2025 | 1,804,500 | 0.3 | ||||||||||
1,680,000 | (1),(2) | Neiman Marcus Group Ltd., Inc., 8.000%, 10/15/2021 | 1,071,000 | 0.2 | ||||||||||
1,833,125 | (1),(2),(5) | Neiman Marcus Group Ltd., Inc., 8.750% (PIK Rate 9.500%, Cash Rate 8.750%), 10/15/2021 | 1,177,783 | 0.2 | ||||||||||
2,270,000 | (1) | Penn National Gaming, Inc., 5.625%, 01/15/2027 | 2,184,875 | 0.4 | ||||||||||
240,000 | (1) | PetSmart, Inc., 5.875%, 06/01/2025 | 174,600 | 0.0 | ||||||||||
3,435,000 | (1) | PetSmart, Inc., 7.125%, 03/15/2023 | 1,966,537 | 0.3 | ||||||||||
2,085,000 | (1) | Rite Aid Corp., 6.125%, 04/01/2023 | 2,111,063 | 0.4 | ||||||||||
240,000 | (1) | Rite Aid Corp., 6.875%, 12/15/2028 | 195,900 | 0.0 | ||||||||||
2,440,000 | (1) | Scientific Games International, Inc., 5.000%, 10/15/2025 | 2,379,000 | 0.4 | ||||||||||
1,180,000 | Scientific Games International, Inc., 6.625%, 05/15/2021 | 1,213,925 | 0.2 | |||||||||||
1,685,000 | Scientific Games International, Inc., 10.000%, 12/01/2022 | 1,820,853 | 0.3 | |||||||||||
1,705,000 | (1) | Silversea Cruise Finance Ltd., 7.250%, 02/01/2025 | 1,811,563 | 0.3 | ||||||||||
790,000 | (1) | Six Flags Entertainment Corp., 4.875%, 07/31/2024 | 771,238 | 0.1 | ||||||||||
1,585,000 | (1) | Six Flags Entertainment Corp., 5.500%, 04/15/2027 | 1,573,113 | 0.3 | ||||||||||
2,096,000 | Springs Industries, Inc., 6.250%, 06/01/2021 | 2,130,060 | 0.4 | |||||||||||
2,055,000 | (1) | Station Casinos LLC, 5.000%, 10/01/2025 | 1,957,388 | 0.3 | ||||||||||
1,450,000 | (1),(4) | Tops Holding LLC / Tops Markets II Corp., 8.000%, 06/15/2022 | 681,500 | 0.1 | ||||||||||
2,115,000 | (1) | Viking Cruises Ltd., 5.875%, 09/15/2027 | 2,009,250 | 0.4 | ||||||||||
657,000 | (1) | WMG Acquisition Corp., 5.625%, 04/15/2022 | 674,246 | 0.1 |
See Accompanying Notes to Financial Statements
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
1,120,000 | (1) | Wolverine World Wide, Inc., 5.000%, 09/01/2026 | 1,094,800 | 0.2 | ||||||||||
93,653,243 | 16.6 | |||||||||||||
Consumer, Non-cyclical: 18.6% | ||||||||||||||
1,160,000 | Acadia Healthcare Co., Inc., 5.125%, 07/01/2022 | 1,165,800 | 0.2 | |||||||||||
1,000,000 | Acadia Healthcare Co., Inc., 5.625%, 02/15/2023 | 1,017,500 | 0.2 | |||||||||||
110,000 | Acadia Healthcare Co., Inc., 6.500%, 03/01/2024 | 114,950 | 0.0 | |||||||||||
2,115,000 | Albertsons Cos LLC / Safeway, Inc. / New Albertson's, Inc. / Albertson's LLC, 6.625%, 06/15/2024 | 1,906,144 | 0.3 | |||||||||||
1,750,000 | (1) | APTIM Corp., 7.750%, 06/15/2025 | 1,518,125 | 0.3 | ||||||||||
1,446,650 | (1),(4),(5) | BI-LO LLC / BI-LO Finance Corp., 8.625% (PIK Rate 9.375%, Cash Rate 8.625%), 09/15/2018 | 828,207 | 0.1 | ||||||||||
1,335,000 | (1),(2),(4) | BI-LO LLC / BI-LO Finance Corp., 9.250%, 02/15/2019 | 1,340,006 | 0.2 | ||||||||||
1,245,000 | (1) | Cardtronics, Inc. / Cardtronics USA, Inc., 5.500%, 05/01/2025 | 1,179,637 | 0.2 | ||||||||||
515,000 | Centene Corp., 4.750%, 01/15/2025 | 503,412 | 0.1 | |||||||||||
1,775,000 | Centene Corp., 5.625%, 02/15/2021 | 1,828,250 | 0.3 | |||||||||||
1,180,000 | Centene Corp., 6.125%, 02/15/2024 | 1,230,976 | 0.2 | |||||||||||
505,000 | Central Garden & Pet Co., 5.125%, 02/01/2028 | 481,012 | 0.1 | |||||||||||
1,835,000 | Central Garden & Pet Co., 6.125%, 11/15/2023 | 1,924,456 | 0.3 | |||||||||||
1,830,000 | CHS/Community Health Systems, Inc., 6.250%, 03/31/2023 | 1,695,037 | 0.3 | |||||||||||
1,315,000 | (2) | CHS/Community Health Systems, Inc., 7.125%, 07/15/2020 | 1,076,656 | 0.2 | ||||||||||
1,045,000 | (2) | CHS/Community Health Systems, Inc., 8.000%, 11/15/2019 | 945,725 | 0.2 | ||||||||||
1,455,000 | (1) | Cott Holdings, Inc., 5.500%, 04/01/2025 | 1,440,450 | 0.3 | ||||||||||
1,340,000 | DaVita, Inc., 5.125%, 07/15/2024 | 1,310,687 | 0.2 | |||||||||||
1,275,000 | (1),(5) | Eagle Holding CO II LLC, 7.625% (PIK Rate 8.375%, Cash Rate 7.625%), 05/15/2022 | 1,287,750 | 0.2 | ||||||||||
450,000 | (1),(2) | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 5.875%, 10/15/2024 | 445,500 | 0.1 | ||||||||||
1,190,000 | (1) | Endo Finance LLC / Endo Finco, Inc., 5.375%, 01/15/2023 | 907,375 | 0.2 |
840,000 | (1) | Envision Healthcare Corp., 5.125%, 07/01/2022 | 840,000 | 0.1 | ||||||||||
1,805,000 | Envision Healthcare Corp., 5.625%, 07/15/2022 | 1,822,147 | 0.3 | |||||||||||
3,120,000 | HCA Healthcare, Inc., 6.250%, 02/15/2021 | 3,283,800 | 0.6 | |||||||||||
4,315,000 | HCA, Inc., 5.375%, 02/01/2025 | 4,336,575 | 0.8 | |||||||||||
1,350,000 | HCA, Inc., 5.500%, 06/15/2047 | 1,307,813 | 0.2 | |||||||||||
1,800,000 | HCA, Inc., 7.500%, 02/15/2022 | 1,982,250 | 0.4 | |||||||||||
416,000 | (1) | Herc Rentals, Inc., 7.500%, 06/01/2022 | 446,160 | 0.1 | ||||||||||
454,000 | (1) | Herc Rentals, Inc., 7.750%, 06/01/2024 | 493,725 | 0.1 | ||||||||||
575,000 | (1) | Hertz Corp./The, 7.625%, 06/01/2022 | 582,906 | 0.1 | ||||||||||
1,535,000 | (1),(2) | Hertz Corp., 5.500%, 10/15/2024 | 1,304,750 | 0.2 | ||||||||||
1,000,000 | (2) | Hertz Corp., 7.375%, 01/15/2021 | 996,250 | 0.2 | ||||||||||
2,305,000 | (1) | Hill-Rom Holdings, Inc., 5.750%, 09/01/2023 | 2,397,200 | 0.4 | ||||||||||
2,095,000 | (1) | Jaguar Holding Co. II / Pharmaceutical Product Development LLC, 6.375%, 08/01/2023 | 2,123,806 | 0.4 | ||||||||||
1,150,000 | (1) | JBS USA LLC/JBS USA Finance, Inc., 7.250%, 06/01/2021 | 1,165,813 | 0.2 | ||||||||||
830,000 | (1) | JBS USA LUX SA / JBS USA Finance, Inc., 5.750%, 06/15/2025 | 778,125 | 0.1 | ||||||||||
575,000 | (1) | JBS USA LUX SA / JBS USA Finance, Inc., 5.875%, 07/15/2024 | 562,954 | 0.1 | ||||||||||
1,335,000 | (1) | JBS USA LUX SA / JBS USA Finance, Inc., 6.750%, 02/15/2028 | 1,283,269 | 0.2 | ||||||||||
1,960,000 | (1) | Live Nation Entertainment, Inc., 5.375%, 06/15/2022 | 2,009,000 | 0.4 | ||||||||||
2,080,000 | (1) | Midas Intermediate Holdco II LLC / Midas Intermediate Holdco II Finance, Inc., 7.875%, 10/01/2022 | 2,095,600 | 0.4 | ||||||||||
1,815,000 | Molina Healthcare, Inc., 5.375%, 11/15/2022 | 1,801,388 | 0.3 | |||||||||||
2,900,000 | (1) | MPH Acquisition Holdings LLC, 7.125%, 06/01/2024 | 3,001,500 | 0.5 | ||||||||||
420,000 | (1) | Pilgrim's Pride Corp., 5.750%, 03/15/2025 | 408,975 | 0.1 | ||||||||||
1,200,000 | (1) | Pilgrim's Pride Corp., 5.875%, 09/30/2027 | 1,131,000 | 0.2 | ||||||||||
1,965,000 | Pinnacle Foods Finance LLC / Pinnacle Foods Finance Corp., 5.875%, 01/15/2024 | 2,043,600 | 0.4 | |||||||||||
580,000 | (1),(5) | Polaris Intermediate Corp., 8.500% (PIK Rate 8.500%, Cash Rate 0.000%), 12/01/2022 | 593,056 | 0.1 | ||||||||||
600,000 | (1) | Post Holdings, Inc., 5.000%, 08/15/2026 | 571,500 | 0.1 |
See Accompanying Notes to Financial Statements
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
1,975,000 | (1) | Post Holdings, Inc., 5.625%, 01/15/2028 | 1,893,531 | 0.3 | ||||||||||
1,150,000 | (1) | Post Holdings, Inc., 8.000%, 07/15/2025 | 1,295,188 | 0.2 | ||||||||||
1,960,000 | (2) | Revlon Consumer Products Corp., 6.250%, 08/01/2024 | 1,217,650 | 0.2 | ||||||||||
420,000 | ServiceMaster Co. LLC, 7.450%, 08/15/2027 | 454,650 | 0.1 | |||||||||||
1,355,000 | Spectrum Brands, Inc., 5.750%, 07/15/2025 | 1,388,875 | 0.2 | |||||||||||
2,040,000 | (1) | Sotera Health Holdings LLC, 6.500%, 05/15/2023 | 2,060,400 | 0.4 | ||||||||||
1,230,000 | (1),(5) | Sotera Health Topco, Inc., 8.125% (PIK Rate 8.875%, Cash Rate 8.125%), 11/01/2021 | 1,239,225 | 0.2 | ||||||||||
1,880,000 | Teleflex, Inc., 5.250%, 06/15/2024 | 1,931,700 | 0.3 | |||||||||||
1,145,000 | (1) | Tenet Healthcare Corp., 5.125%, 05/01/2025 | 1,104,925 | 0.2 | ||||||||||
1,975,000 | Tenet Healthcare Corp., 6.750%, 02/01/2020 | 2,041,656 | 0.4 | |||||||||||
2,860,000 | (2) | Tenet Healthcare Corp., 6.750%, 06/15/2023 | 2,809,950 | 0.5 | ||||||||||
1,000,000 | Tenet Healthcare Corp., 8.125%, 04/01/2022 | 1,046,250 | 0.2 | |||||||||||
730,000 | (1) | Teva Pharmaceutical Finance Netherlands III BV, 6.000%, 04/15/2024 | 709,525 | 0.1 | ||||||||||
500,000 | United Rentals North America, Inc., 5.500%, 05/15/2027 | 505,000 | 0.1 | |||||||||||
900,000 | United Rentals North America, Inc., 4.625%, 10/15/2025 | 877,500 | 0.2 | |||||||||||
1,170,000 | United Rentals North America, Inc., 4.875%, 01/15/2028 | 1,131,975 | 0.2 | |||||||||||
1,575,000 | (1) | US Foods, Inc., 5.875%, 06/15/2024 | 1,618,313 | 0.3 | ||||||||||
1,750,000 | (1) | Valeant Pharmaceuticals International, Inc., 5.500%, 03/01/2023 | 1,537,813 | 0.3 | ||||||||||
1,450,000 | (1) | Valeant Pharmaceuticals International, Inc., 5.500%, 11/01/2025 | 1,417,013 | 0.3 | ||||||||||
780,000 | (1) | Valeant Pharmaceuticals International, Inc., 6.125%, 04/15/2025 | 676,065 | 0.1 | ||||||||||
4,315,000 | (1) | Valeant Pharmaceuticals International, Inc., 6.750%, 08/15/2021 | 4,341,969 | 0.8 | ||||||||||
1,135,000 | (1) | Valeant Pharmaceuticals International, Inc., 7.000%, 03/15/2024 | 1,187,494 | 0.2 | ||||||||||
590,000 | (1) | Valeant Pharmaceuticals International, Inc., 9.000%, 12/15/2025 | 588,525 | 0.1 |
2,020,000 | (1) | Valeant Pharmaceuticals International, 7.250%, 07/15/2022 | 2,027,575 | 0.4 | ||||||||||
895,000 | (1) | Valeant Pharmaceuticals International, 9.250%, 04/01/2026 | 893,881 | 0.2 | ||||||||||
2,575,000 | (1) | Vizient, Inc., 10.375%, 03/01/2024 | 2,864,688 | 0.5 | ||||||||||
2,235,000 | (1) | West Street Merger Sub, Inc., 6.375%, 09/01/2025 | 2,140,013 | 0.4 | ||||||||||
104,512,166 | 18.6 | |||||||||||||
Energy: 15.3% | ||||||||||||||
2,000,000 | Antero Resources Corp., 5.125%, 12/01/2022 | 2,025,000 | 0.4 | |||||||||||
900,000 | Antero Resources Corp., 5.000%, 03/01/2025 | 906,750 | 0.2 | |||||||||||
2,950,000 | (1) | California Resources Corp., 8.000%, 12/15/2022 | 2,326,812 | 0.4 | ||||||||||
1,250,000 | (2) | Calumet Specialty Products Partners L.P. / Calumet Finance Corp., 7.750%, 04/15/2023 | 1,240,625 | 0.2 | ||||||||||
1,680,000 | (1) | Centennial Resource Production LLC, 5.375%, 01/15/2026 | 1,652,700 | 0.3 | ||||||||||
2,205,000 | Cheniere Corpus Christi Holdings LLC, 5.125%, 06/30/2027 | 2,196,731 | 0.4 | |||||||||||
1,235,000 | Cheniere Corpus Christi Holdings LLC, 5.875%, 03/31/2025 | 1,296,750 | 0.2 | |||||||||||
700,000 | Chesapeake Energy Corp., 6.625%, 08/15/2020 | 724,500 | 0.1 | |||||||||||
2,295,000 | (1),(2) | Chesapeake Energy Corp., 8.000%, 01/15/2025 | 2,226,150 | 0.4 | ||||||||||
1,665,000 | (1) | Continental Resources, Inc./OK, 4.375%, 01/15/2028 | 1,625,456 | 0.3 | ||||||||||
1,400,000 | Continental Resources, Inc./OK, 4.500%, 04/15/2023 | 1,419,250 | 0.3 | |||||||||||
1,500,000 | Continental Resources, Inc./OK, 5.000%, 09/15/2022 | 1,524,375 | 0.3 | |||||||||||
2,105,000 | (1) | Covey Park Energy LLC / Covey Park Finance Corp., 7.500%, 05/15/2025 | 2,105,000 | 0.4 | ||||||||||
1,080,000 | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 5.750%, 04/01/2025 | 1,074,600 | 0.2 | |||||||||||
1,000,000 | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 6.250%, 04/01/2023 | 1,012,500 | 0.2 |
See Accompanying Notes to Financial Statements
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
2,320,000 | (1) | Delek Logistics Partners L.P., 6.750%, 05/15/2025 | 2,354,800 | 0.4 | ||||||||||
1,600,000 | Diamond Offshore Drilling, Inc., 4.875%, 11/01/2043 | 1,152,000 | 0.2 | |||||||||||
1,485,000 | Diamondback Energy, Inc., 4.750%, 11/01/2024 | 1,473,862 | 0.3 | |||||||||||
415,000 | (1) | Diamondback Energy, Inc., 5.375%, 05/31/2025 | 421,951 | 0.1 | ||||||||||
2,045,000 | Eclipse Resources Corp., 8.875%, 07/15/2023 | 1,940,194 | 0.3 | |||||||||||
840,000 | (1) | Endeavor Energy Resources L.P. / EER Finance, Inc., 5.500%, 01/30/2026 | 837,900 | 0.2 | ||||||||||
1,260,000 | (1) | Endeavor Energy Resources L.P. / EER Finance, Inc., 5.750%, 01/30/2028 | 1,260,000 | 0.2 | ||||||||||
1,750,000 | (2) | Ensco PLC, 5.200%, 03/15/2025 | 1,432,812 | 0.3 | ||||||||||
800,000 | Ensco PLC, 5.750%, 10/01/2044 | 550,000 | 0.1 | |||||||||||
840,000 | Ensco PLC, 7.750%, 02/01/2026 | 772,800 | 0.1 | |||||||||||
1,470,000 | Enviva Partners L.P. / Enviva Partners Finance Corp., 8.500%, 11/01/2021 | 1,560,037 | 0.3 | |||||||||||
420,000 | Gulfport Energy Corp., 6.375%, 01/15/2026 | 400,050 | 0.1 | |||||||||||
1,465,000 | Gulfport Energy Corp., 6.000%, 10/15/2024 | 1,397,244 | 0.2 | |||||||||||
495,000 | Gulfport Energy Corp., 6.375%, 05/15/2025 | 478,294 | 0.1 | |||||||||||
1,045,000 | (1) | Hess Infrastructure Partners L.P. / Hess Infrastructure Partners Finance Corp., 5.625%, 02/15/2026 | 1,031,937 | 0.2 | ||||||||||
1,750,000 | (1) | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.000%, 12/01/2024 | 1,732,500 | 0.3 | ||||||||||
2,070,000 | (1) | Indigo Natural Resources LLC, 6.875%, 02/15/2026 | 1,961,325 | 0.3 | ||||||||||
2,100,000 | (1) | Jonah Energy LLC / Jonah Energy Finance Corp., 7.250%, 10/15/2025 | 1,900,500 | 0.3 | ||||||||||
1,350,000 | (1) | Lonestar Resources America, Inc., 11.250%, 01/01/2023 | 1,353,375 | 0.2 | ||||||||||
1,655,000 | (1) | Moss Creek Resources Holdings, Inc., 7.500%, 01/15/2026 | 1,675,191 | 0.3 | ||||||||||
1,485,000 | Murphy Oil Corp., 4.450%, 12/01/2022 | 1,440,450 | 0.3 | |||||||||||
1,000,000 | Murphy Oil Corp., 5.750%, 08/15/2025 | 987,500 | 0.2 | |||||||||||
530,000 | Murphy Oil Corp., 6.875%, 08/15/2024 | 553,850 | 0.1 | |||||||||||
130,000 | Murphy Oil USA, Inc., 5.625%, 05/01/2027 | 131,137 | 0.0 |
1,910,000 | Murphy Oil USA, Inc., 6.000%, 08/15/2023 | 1,976,850 | 0.4 | |||||||||||
1,470,000 | (1) | Murray Energy Corp., 11.250%, 04/15/2021 | 558,600 | 0.1 | ||||||||||
1,800,000 | Newfield Exploration Co., 5.625%, 07/01/2024 | 1,908,000 | 0.3 | |||||||||||
220,000 | (1) | NGPL PipeCo LLC, 4.375%, 08/15/2022 | 219,450 | 0.0 | ||||||||||
1,000,000 | (1) | NGPL PipeCo LLC, 4.875%, 08/15/2027 | 988,750 | 0.2 | ||||||||||
830,000 | (1) | Noble Holding International Ltd., 7.875%, 02/01/2026 | 818,587 | 0.1 | ||||||||||
435,000 | (1) | PBF Logistics L.P. / PBF Logistics Finance Corp., 6.875%, 05/15/2023 | 442,613 | 0.1 | ||||||||||
2,285,000 | PBF Logistics L.P. / PBF Logistics Finance Corp., 6.875%, 05/15/2023 | 2,324,988 | 0.4 | |||||||||||
480,000 | Range Resources Corp., 5.875%, 07/01/2022 | 484,800 | 0.1 | |||||||||||
1,950,000 | (1) | Rockies Express Pipeline LLC, 5.625%, 04/15/2020 | 2,028,020 | 0.4 | ||||||||||
1,630,000 | Sanchez Energy Corp., 6.125%, 01/15/2023 | 1,197,031 | 0.2 | |||||||||||
1,240,000 | (1),(2) | Sanchez Energy Corp., 7.250%, 02/15/2023 | 1,249,300 | 0.2 | ||||||||||
400,000 | (2) | Sanchez Energy Corp., 7.750%, 06/15/2021 | 370,000 | 0.1 | ||||||||||
2,100,000 | (1) | SRC Energy, Inc., 6.250%, 12/01/2025 | 2,115,750 | 0.4 | ||||||||||
625,000 | Summit Midstream Holdings LLC / Summit Midstream Finance Corp., 5.500%, 08/15/2022 | 612,500 | 0.1 | |||||||||||
1,215,000 | Summit Midstream Holdings LLC / Summit Midstream Finance Corp., 5.750%, 04/15/2025 | 1,163,363 | 0.2 | |||||||||||
840,000 | (1) | Sunoco L.P. / Sunoco Finance Corp., 4.875%, 01/15/2023 | 811,650 | 0.1 | ||||||||||
85,000 | (1) | Sunoco L.P. / Sunoco Finance Corp., 5.500%, 02/15/2026 | 82,238 | 0.0 | ||||||||||
85,000 | (1) | Sunoco L.P. / Sunoco Finance Corp., 5.875%, 03/15/2028 | 82,344 | 0.0 | ||||||||||
2,075,000 | (1) | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | 2,095,750 | 0.4 | ||||||||||
3,100,000 | Transocean, Inc., 6.800%, 03/15/2038 | 2,433,500 | 0.4 | |||||||||||
2,367,000 | Unit Corp., 6.625%, 05/15/2021 | 2,378,835 | 0.4 | |||||||||||
2,030,000 | (1) | Vermilion Energy, Inc., 5.625%, 03/15/2025 | 1,994,475 | 0.4 | ||||||||||
1,945,000 | WildHorse Resource Development Corp., 6.875%, 02/01/2025 | 1,959,588 | 0.3 |
See Accompanying Notes to Financial Statements
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
3,240,000 | WPX Energy, Inc., 6.000%, 01/15/2022 | 3,345,300 | 0.6 | |||||||||||
85,799,190 | 15.3 | |||||||||||||
Financial: 5.8% | ||||||||||||||
2,600,000 | Ally Financial, Inc., 5.750%, 11/20/2025 | 2,688,530 | 0.5 | |||||||||||
1,500,000 | Ally Financial, Inc., 7.500%, 09/15/2020 | 1,625,625 | 0.3 | |||||||||||
735,000 | Ally Financial, Inc., 8.000%, 03/15/2020 | 791,962 | 0.1 | |||||||||||
1,060,000 | CIT Group, Inc., 5.000%, 08/15/2022 | 1,087,825 | 0.2 | |||||||||||
205,000 | CIT Group, Inc., 5.250%, 03/07/2025 | 210,396 | 0.0 | |||||||||||
415,000 | CIT Group, Inc., 6.125%, 03/09/2028 | 431,600 | 0.1 | |||||||||||
1,150,000 | (1) | CNG Holdings, Inc., 9.375%, 05/15/2020 | 1,138,500 | 0.2 | ||||||||||
965,000 | Equinix, Inc., 5.375%, 04/01/2023 | 990,331 | 0.2 | |||||||||||
1,300,000 | Equinix, Inc., 5.750%, 01/01/2025 | 1,358,500 | 0.2 | |||||||||||
2,350,000 | (1) | ESH Hospitality, Inc., 5.250%, 05/01/2025 | 2,291,955 | 0.4 | ||||||||||
1,120,000 | (1) | FBM Finance, Inc., 8.250%, 08/15/2021 | 1,176,000 | 0.2 | ||||||||||
2,115,000 | Lions Gate Capital Holdings LLC, 5.875%, 11/01/2024 | 2,199,600 | 0.4 | |||||||||||
1,100,000 | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 5.625%, 05/01/2024 | 1,138,500 | 0.2 | |||||||||||
820,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 5.000%, 10/15/2027 | 805,896 | 0.1 | |||||||||||
200,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 5.250%, 08/01/2026 | 200,250 | 0.0 | |||||||||||
1,000,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 5.500%, 05/01/2024 | 1,025,010 | 0.2 | |||||||||||
1,000,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 6.375%, 03/01/2024 | 1,055,020 | 0.2 | |||||||||||
1,965,000 | Navient Corp., 5.875%, 10/25/2024 | 1,935,525 | 0.4 | |||||||||||
1,250,000 | Navient Corp., 6.125%, 03/25/2024 | 1,251,563 | 0.2 | |||||||||||
2,000,000 | Navient Corp., 7.250%, 09/25/2023 | 2,100,000 | 0.4 | |||||||||||
1,405,000 | (1) | Quicken Loans, Inc., 5.250%, 01/15/2028 | 1,317,187 | 0.2 | ||||||||||
2,040,000 | (1) | Realogy Group LLC / Realogy Co-Issuer Corp., 5.250%, 12/01/2021 | 2,053,362 | 0.4 | ||||||||||
410,000 | Springleaf Finance Corp., 6.125%, 05/15/2022 | 418,856 | 0.1 |
1,850,000 | (1) | Tempo Acquisition LLC / Tempo Acquisition Finance Corp., 6.750%, 06/01/2025 | 1,852,313 | 0.3 | ||||||||||
1,390,000 | (1) | UniCredit SpA, 5.861%, 06/19/2032 | 1,414,617 | 0.3 | ||||||||||
32,558,923 | 5.8 | |||||||||||||
Industrial: 10.0% | ||||||||||||||
1,975,000 | (1) | Advanced Disposal Services, Inc., 5.625%, 11/15/2024 | 1,999,687 | 0.4 | ||||||||||
2,120,000 | AECOM, 5.875%, 10/15/2024 | 2,228,650 | 0.4 | |||||||||||
2,425,000 | (5) | ARD Finance SA, 7.125% (PIK Rate 7.875%, Cash Rate 0.000%), 09/15/2023 | 2,518,969 | 0.4 | ||||||||||
300,000 | (1),(5) | ARD Securities Finance SARL, 8.750% (PIK Rate 8.750%, Cash Rate 0.000%), 01/31/2023 | 315,000 | 0.1 | ||||||||||
508,000 | (1) | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 6.000%, 02/15/2025 | 511,810 | 0.1 | ||||||||||
1,000,000 | (1) | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 7.250%, 05/15/2024 | 1,067,500 | 0.2 | ||||||||||
1,580,000 | (1) | ATS Automation Tooling Systems, Inc., 6.500%, 06/15/2023 | 1,655,050 | 0.3 | ||||||||||
1,034,000 | (1) | BMC East LLC, 5.500%, 10/01/2024 | 1,036,585 | 0.2 | ||||||||||
1,250,000 | (1) | Bombardier, Inc., 6.000%, 10/15/2022 | 1,245,312 | 0.2 | ||||||||||
1,430,000 | (1) | Bombardier, Inc., 7.500%, 12/01/2024 | 1,483,625 | 0.3 | ||||||||||
2,435,000 | (1) | Bombardier, Inc., 8.750%, 12/01/2021 | 2,681,544 | 0.5 | ||||||||||
2,555,000 | (1) | BWAY Holding Co., 7.250%, 04/15/2025 | 2,612,488 | 0.5 | ||||||||||
1,680,000 | (1) | FXI Holdings, Inc., 7.875%, 11/01/2024 | 1,649,550 | 0.3 | ||||||||||
820,000 | (1) | Gates Global LLC / Gates Global Co., 6.000%, 07/15/2022 | 833,407 | 0.1 | ||||||||||
2,100,000 | (1) | Itron, Inc., 5.000%, 01/15/2026 | 2,074,380 | 0.4 | ||||||||||
1,260,000 | (1) | Jeld-Wen, Inc., 4.625%, 12/15/2025 | 1,212,750 | 0.2 | ||||||||||
1,260,000 | (1) | Jeld-Wen, Inc., 4.875%, 12/15/2027 | 1,193,850 | 0.2 | ||||||||||
1,355,000 | (1) | Koppers, Inc., 6.000%, 02/15/2025 | 1,387,791 | 0.2 | ||||||||||
1,375,000 | (1) | Masonite International Corp., 5.625%, 03/15/2023 | 1,421,406 | 0.3 | ||||||||||
210,000 | (1) | Multi-Color Corp., 4.875%, 11/01/2025 | 196,875 | 0.0 | ||||||||||
2,325,000 | (1) | Multi-Color Corp., 6.125%, 12/01/2022 | 2,406,375 | 0.4 | ||||||||||
1,440,000 | (1) | Novelis Corp., 5.875%, 09/30/2026 | 1,422,000 | 0.3 | ||||||||||
600,000 | (1) | Novelis Corp., 6.250%, 08/15/2024 | 616,500 | 0.1 | ||||||||||
1,630,000 | Orbital ATK, Inc., 5.500%, 10/01/2023 | 1,711,500 | 0.3 |
See Accompanying Notes to Financial Statements
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
725,000 | (1) | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/2023 | 751,734 | 0.1 | ||||||||||
1,975,000 | (1) | Owens-Brockway Glass Container, Inc., 6.375%, 08/15/2025 | 2,088,563 | 0.4 | ||||||||||
1,680,000 | (1) | Plastipak Holdings, Inc., 6.250%, 10/15/2025 | 1,684,200 | 0.3 | ||||||||||
1,030,000 | (1) | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/2023 | 1,041,279 | 0.2 | ||||||||||
135,000 | (1) | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 7.000%, 07/15/2024 | 141,581 | 0.0 | ||||||||||
1,000,000 | (1) | Sealed Air Corp., 5.125%, 12/01/2024 | 1,022,400 | 0.2 | ||||||||||
500,000 | (1) | Sealed Air Corp., 5.500%, 09/15/2025 | 518,750 | 0.1 | ||||||||||
2,485,000 | (1) | Shape Technologies Group, Inc., 7.625%, 02/01/2020 | 2,542,155 | 0.4 | ||||||||||
2,265,000 | (1) | Standard Industries, Inc./NJ, 6.000%, 10/15/2025 | 2,332,950 | 0.4 | ||||||||||
440,000 | Summit Materials LLC / Summit Materials Finance Corp., 6.125%, 07/15/2023 | 451,000 | 0.1 | |||||||||||
2,000,000 | Summit Materials LLC / Summit Materials Finance Corp., 8.500%, 04/15/2022 | 2,165,000 | 0.4 | |||||||||||
1,200,000 | TransDigm, Inc., 6.375%, 06/15/2026 | 1,212,000 | 0.2 | |||||||||||
820,000 | TransDigm, Inc., 6.500%, 05/15/2025 | 830,250 | 0.1 | |||||||||||
2,220,000 | (1) | Wrangler Buyer Corp., 6.000%, 10/01/2025 | 2,192,250 | 0.4 | ||||||||||
1,620,000 | (1) | Zekelman Industries, Inc., 9.875%, 06/15/2023 | 1,786,050 | 0.3 | ||||||||||
56,242,766 | 10.0 | |||||||||||||
Technology: 6.3% | ||||||||||||||
1,575,000 | (1) | Ascend Learning LLC, 6.875%, 08/01/2025 | 1,622,250 | 0.3 | ||||||||||
2,550,000 | (1) | BMC Software Finance, Inc., 8.125%, 07/15/2021 | 2,559,562 | 0.5 | ||||||||||
704,000 | (1),(5) | Boxer Parent Co., Inc., 9.000% (PIK Rate 9.750%, Cash Rate 9.000%), 10/15/2019 | 704,880 | 0.1 | ||||||||||
1,645,000 | (1) | CDK Global, Inc., 4.875%, 06/01/2027 | 1,587,425 | 0.3 | ||||||||||
605,000 | CDW LLC / CDW Finance Corp., 5.000%, 09/01/2025 | 605,000 | 0.1 | |||||||||||
1,500,000 | CDW LLC / CDW Finance Corp., 5.500%, 12/01/2024 | 1,571,700 | 0.3 |
1,625,000 | (1) | Change Healthcare Holdings LLC / Change Healthcare Finance, Inc., 5.750%, 03/01/2025 | 1,617,362 | 0.3 | ||||||||||
1,200,000 | (1) | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | 1,272,999 | 0.2 | ||||||||||
540,000 | (1) | Dell International LLC / EMC Corp., 5.875%, 06/15/2021 | 554,175 | 0.1 | ||||||||||
1,200,000 | (1) | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | 1,293,639 | 0.2 | ||||||||||
540,000 | (1) | Dell International LLC / EMC Corp., 7.125%, 06/15/2024 | 576,973 | 0.1 | ||||||||||
1,445,000 | Donnelley Financial Solutions, Inc., 8.250%, 10/15/2024 | 1,533,506 | 0.3 | |||||||||||
1,000,000 | (1) | First Data Corp., 5.750%, 01/15/2024 | 1,010,000 | 0.2 | ||||||||||
3,000,000 | (1) | First Data Corp., 7.000%, 12/01/2023 | 3,161,250 | 0.6 | ||||||||||
1,890,000 | (1),(5) | Infor Software Parent LLC / Infor Software Parent, Inc., 7.125% (PIK Rate 7.875%, Cash Rate 7.125%), 05/01/2021 | 1,915,987 | 0.3 | ||||||||||
1,955,000 | (1) | Micron Technology, Inc., 5.250%, 01/15/2024 | 2,030,756 | 0.4 | ||||||||||
590,000 | (1) | MSCI, Inc., 5.250%, 11/15/2024 | 605,340 | 0.1 | ||||||||||
1,125,000 | (1) | MSCI, Inc., 5.750%, 08/15/2025 | 1,180,913 | 0.2 | ||||||||||
750,000 | NCR Corp., 5.000%, 07/15/2022 | 753,750 | 0.1 | |||||||||||
1,800,000 | NCR Corp., 6.375%, 12/15/2023 | 1,872,000 | 0.3 | |||||||||||
1,720,000 | (1) | Open Text Corp., 5.625%, 01/15/2023 | 1,790,950 | 0.3 | ||||||||||
800,000 | (1) | Open Text Corp., 5.875%, 06/01/2026 | 824,760 | 0.1 | ||||||||||
440,000 | Qorvo, Inc., 6.750%, 12/01/2023 | 470,800 | 0.1 | |||||||||||
440,000 | Qorvo, Inc., 7.000%, 12/01/2025 | 479,965 | 0.1 | |||||||||||
1,425,000 | (1) | RP Crown Parent LLC, 7.375%, 10/15/2024 | 1,478,438 | 0.3 | ||||||||||
600,000 | (1) | Veritas US, Inc. / Veritas Bermuda Ltd., 7.500%, 02/01/2023 | 603,000 | 0.1 | ||||||||||
1,805,000 | (1) | Veritas US, Inc. / Veritas Bermuda Ltd., 10.500%, 02/01/2024 | 1,696,700 | 0.3 | ||||||||||
35,374,080 | 6.3 | |||||||||||||
Utilities: 1.6% | ||||||||||||||
735,000 | (1) | Calpine Corp., 5.250%, 06/01/2026 | 712,031 | 0.1 | ||||||||||
725,000 | (2) | Calpine Corp., 5.375%, 01/15/2023 | 696,761 | 0.1 | ||||||||||
1,725,000 | (2) | Calpine Corp., 5.750%, 01/15/2025 | 1,582,688 | 0.3 | ||||||||||
1,000,000 | DPL, Inc., 7.250%, 10/15/2021 | 1,087,500 | 0.2 |
See Accompanying Notes to Financial Statements
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
1,500,000 | (1) | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/2023 | 1,548,750 | 0.3 | ||||||||||
840,000 | (1) | NRG Energy, Inc., 5.750%, 01/15/2028 | 823,200 | 0.1 | ||||||||||
500,000 | NRG Energy, Inc., 6.250%, 07/15/2022 | 517,350 | 0.1 | |||||||||||
1,700,000 | NRG Energy, Inc., 6.625%, 01/15/2027 | 1,746,750 | 0.3 | |||||||||||
475,000 | NRG Energy, Inc., 7.250%, 05/15/2026 | 505,875 | 0.1 | |||||||||||
9,220,905 | 1.6 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $547,781,173) | 546,276,085 | 97.1 | ||||||||||||
BANK LOANS: 0.3% | ||||||||||||||
Healthcare - Services: 0.3% | ||||||||||||||
1,217,179 | Kindred Healthcare, Inc., 5.645%, (US0003M + 3.500%), 04/09/2021 | 1,222,676 | 0.3 | |||||||||||
Total Bank Loans | ||||||||||||||
(Cost $1,214,968) | 1,222,676 | 0.3 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: –% | ||||||||||||||
Consumer Discretionary: –% | ||||||||||||||
195 | (3),(6) | American Media, Inc. | – | – | ||||||||||
Total Common Stock | ||||||||||||||
(Cost $7,957) | – | – | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $549,004,098) | 547,498,761 | 97.4 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 6.8% | ||||||||||||||
Securities Lending Collateral(7): 5.2% | ||||||||||||||
6,928,561 | Cantor Fitzgerald Securities, Repurchase Agreement dated 03/29/18, 1.80%, due 04/02/18 (Repurchase Amount $6,929,928, collateralized by various U.S. Government\U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $7,067,132, due 03/31/18-02/20/68) | 6,928,561 | 1.2 |
6,928,561 | Daiwa Capital Markets, Repurchase Agreement dated 03/29/18, 1.81%, due 04/02/18 (Repurchase Amount $6,929,935, collateralized by various U.S. Government\U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $7,067,132, due 04/30/18-12/01/51) | 6,928,561 | 1.3 | |||||||||||
6,928,561 | Jefferies LLC, Repurchase Agreement dated 03/29/18, 1.82%, due 04/02/18 (Repurchase Amount $6,929,943, collateralized by various U.S. Government\U.S. Government Agency Obligations, 0.000%-6.250%, Market Value plus accrued interest $7,067,164, due 04/17/18-07/15/32) | 6,928,561 | 1.2 | |||||||||||
1,457,147 | Merrill Lynch & Co., Inc., Repurchase Agreement dated 03/29/18, 1.80%, due 04/02/18 (Repurchase Amount $1,457,434, collateralized by various U.S. Government Securities, 0.000%-6.000%, Market Value plus accrued interest $1,486,290, due 10/31/23-09/09/49) | 1,457,147 | 0.3 | |||||||||||
6,928,561 | Nomura Securities, Repurchase Agreement dated 03/29/18, 1.82%, due 04/02/18 (Repurchase Amount $6,929,943, collateralized by various U.S. Government\U.S. Government Agency Obligations, 0.000%-7.500%, Market Value plus accrued interest $7,067,132, due 04/02/18-02/20/68) | 6,928,561 | 1.2 | |||||||||||
29,171,391 | 5.2 |
See Accompanying Notes to Financial Statements
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.6% | ||||||||||||||
9,295,000 | (8) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.550% | ||||||||||||
(Cost $9,295,000) | 9,295,000 | 1.6 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $38,466,391) | 38,466,391 | 6.8 | ||||||||||||
Total Investments in Securities (Cost $587,470,489) | $ | 585,965,152 | 104.2 | |||||||||||
Liabilities in Excess of Other Assets | (23,362,860 | ) | (4.2 | ) | ||||||||||
Net Assets | $ | 562,602,292 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(2) | Security, or a portion of the security, is on loan. |
(3) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(4) | Defaulted security |
(5) | All or a portion of this security 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. |
(6) | Non-income producing security. |
(7) | Represents securities purchased with cash collateral received for securities on loan. |
(8) | Rate shown is the 7-day yield as of March 31, 2018. |
Reference Rate Abbreviations: |
US0003M | 3-month LIBOR |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 32.7% | ||||||||||||||
Basic Materials: 0.8% | ||||||||||||||
2,746,000 | (1) | Anglo American Capital PLC, 4.875%, 05/14/2025 | 2,816,014 | 0.1 | ||||||||||
2,000,000 | ArcelorMittal, 5.750%, 03/01/2021 | 2,112,500 | 0.0 | |||||||||||
370,000 | ArcelorMittal, 7.000%, 03/01/2041 | 431,975 | 0.0 | |||||||||||
1,945,000 | ArcelorMittal, 7.250%, 10/15/2039 | 2,309,687 | 0.1 | |||||||||||
2,250,000 | (1) | Braskem Netherlands Finance BV, 4.500%, 01/10/2028 | 2,192,962 | 0.0 | ||||||||||
2,690,000 | Chemours Co/The, 5.375%, 05/15/2027 | 2,703,450 | 0.1 | |||||||||||
2,250,000 | Corp Nacional del Cobre de Chile, 4.500%, 09/16/2025 | 2,347,330 | 0.1 | |||||||||||
1,200,000 | (1) | Corp Nacional del Cobre de Chile, 4.500%, 09/16/2025 | 1,251,910 | 0.0 | ||||||||||
4,577,000 | Dow Chemical Co/The, 4.625%, 10/01/2044 | 4,713,508 | 0.1 | |||||||||||
361,000 | Eastman Chemical Co., 2.700%, 01/15/2020 | 358,969 | 0.0 | |||||||||||
1,897,000 | (1) | Georgia-Pacific LLC, 2.539%, 11/15/2019 | 1,885,763 | 0.0 | ||||||||||
1,960,000 | (1) | Georgia-Pacific LLC, 3.163%, 11/15/2021 | 1,960,076 | 0.0 | ||||||||||
1,360,000 | (1) | Georgia-Pacific LLC, 3.734%, 07/15/2023 | 1,387,097 | 0.0 | ||||||||||
1,242,000 | Goldcorp, Inc., 3.700%, 03/15/2023 | 1,236,054 | 0.0 | |||||||||||
1,737,000 | International Paper Co., 4.350%, 08/15/2048 | 1,651,675 | 0.0 | |||||||||||
2,511,000 | PPG Industries, Inc., 3.750%, 03/15/2028 | 2,524,160 | 0.1 | |||||||||||
3,500,000 | Sherwin-Williams Co/The, 3.125%, 06/01/2024 | 3,387,292 | 0.1 | |||||||||||
7,290,000 | Teck Resources Ltd., 6.000%, 08/15/2040 | 7,545,150 | 0.1 | |||||||||||
42,815,572 | 0.8 | |||||||||||||
Communications: 4.3% | ||||||||||||||
2,075,000 | 21st Century Fox America, Inc., 3.000%, 09/15/2022 | 2,051,288 | 0.0 | |||||||||||
2,455,000 | (2) | Alibaba Group Holding Ltd., 3.600%, 11/28/2024 | 2,437,104 | 0.0 | ||||||||||
10,180,000 | Alibaba Group Holding Ltd, 3.400%, 12/06/2027 | 9,666,790 | 0.2 | |||||||||||
5,165,000 | (1) | Altice Financing SA, 6.625%, 02/15/2023 | 5,126,262 | 0.1 | ||||||||||
4,173,000 | (1) | Amazon.com, Inc., 4.050%, 08/22/2047 | 4,160,061 | 0.1 | ||||||||||
2,695,000 | AMC Networks, Inc., 4.750%, 08/01/2025 | 2,603,720 | 0.0 |
592,000 | AT&T, Inc., 4.125%, 02/17/2026 | 594,060 | 0.0 | |||||||||||
9,711,000 | (1) | AT&T, Inc., 4.300%, 02/15/2030 | 9,685,089 | 0.2 | ||||||||||
2,657,000 | AT&T, Inc., 4.550%, 03/09/2049 | 2,487,315 | 0.0 | |||||||||||
3,222,000 | AT&T, Inc., 4.800%, 06/15/2044 | 3,151,313 | 0.1 | |||||||||||
1,622,000 | AT&T, Inc., 5.150%, 03/15/2042 | 1,674,310 | 0.0 | |||||||||||
3,275,000 | (1) | AT&T, Inc., 5.150%, 11/15/2046 | 3,354,067 | 0.1 | ||||||||||
8,046,000 | AT&T, Inc., 5.150%, 02/14/2050 | 8,144,597 | 0.1 | |||||||||||
7,769,000 | AT&T, Inc., 5.450%, 03/01/2047 | 8,263,024 | 0.2 | |||||||||||
4,000,000 | (1) | CBS Corp., 3.700%, 06/01/2028 | 3,815,074 | 0.1 | ||||||||||
1,813,000 | CBS Corp., 4.600%, 01/15/2045 | 1,758,375 | 0.0 | |||||||||||
2,090,000 | CBS Corp., 5.500%, 05/15/2033 | 2,227,822 | 0.0 | |||||||||||
1,000,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 02/15/2023 | 1,009,000 | 0.0 | |||||||||||
3,910,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | 3,721,929 | 0.1 | ||||||||||
475,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 09/01/2023 | 483,312 | 0.0 | |||||||||||
2,725,000 | CenturyLink, Inc., 5.800%, 03/15/2022 | 2,673,906 | 0.0 | |||||||||||
10,150,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.579%, 07/23/2020 | 10,182,673 | 0.2 | |||||||||||
4,265,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.750%, 02/15/2028 | 3,924,401 | 0.1 | |||||||||||
2,660,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/2022 | 2,720,734 | 0.1 | |||||||||||
5,387,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.908%, 07/23/2025 | 5,510,312 | 0.1 | |||||||||||
2,079,000 | Comcast Corp., 3.550%, 05/01/2028 | 2,047,386 | 0.0 | |||||||||||
1,800,000 | Comcast Corp., 3.900%, 03/01/2038 | 1,750,866 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
3,680,000 | Comcast Corp., 4.250%, 01/15/2033 | 3,815,467 | 0.1 | |||||||||||
2,725,000 | (1) | CommScope Technologies LLC, 5.000%, 03/15/2027 | 2,595,562 | 0.0 | ||||||||||
638,000 | (1) | Cox Communications, Inc., 2.950%, 06/30/2023 | 615,616 | 0.0 | ||||||||||
5,500,000 | CSC Holdings LLC, 5.250%, 06/01/2024 | 5,245,625 | 0.1 | |||||||||||
5,480,000 | Discovery Communications LLC, 2.950%, 03/20/2023 | 5,284,877 | 0.1 | |||||||||||
5,725,000 | DISH DBS Corp., 5.875%, 11/15/2024 | 5,123,875 | 0.1 | |||||||||||
770,000 | Level 3 Financing, Inc., 5.250%, 03/15/2026 | 727,650 | 0.0 | |||||||||||
4,330,000 | Level 3 Parent LLC, 5.750%, 12/01/2022 | 4,338,140 | 0.1 | |||||||||||
9,365,000 | (1) | NBCUniversal Enterprise, Inc., 5.250%, 12/31/2199 | 9,739,600 | 0.2 | ||||||||||
5,920,000 | NBCUniversal Media LLC, 5.150%, 04/30/2020 | 6,180,171 | 0.1 | |||||||||||
1,835,000 | Netflix, Inc., 5.750%, 03/01/2024 | 1,912,988 | 0.0 | |||||||||||
948,000 | Scripps Networks Interactive, Inc., 2.750%, 11/15/2019 | 941,584 | 0.0 | |||||||||||
3,450,000 | (1),(2) | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | 3,217,125 | 0.1 | ||||||||||
3,000,000 | (1),(2) | Sinclair Television Group, Inc., 5.625%, 08/01/2024 | 2,985,000 | 0.1 | ||||||||||
2,225,000 | (1) | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | 2,102,625 | 0.0 | ||||||||||
2,880,000 | (1) | Sirius XM Radio, Inc., 5.375%, 04/15/2025 | 2,865,600 | 0.1 | ||||||||||
4,010,000 | (1) | Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC, 5.152%, 09/20/2029 | 4,040,075 | 0.1 | ||||||||||
1,190,000 | Telecom Italia Capital SA, 6.375%, 11/15/2033 | 1,297,100 | 0.0 | |||||||||||
5,075,000 | Telecom Italia Capital SA, 7.721%, 06/04/2038 | 6,230,578 | 0.1 | |||||||||||
3,300,000 | Telefonica Emisiones SAU, 4.665%, 03/06/2038 | 3,343,999 | 0.1 | |||||||||||
3,550,000 | Telefonica Emisiones SAU, 4.895%, 03/06/2048 | 3,622,905 | 0.1 | |||||||||||
3,420,000 | (1) | Tencent Holdings Ltd., 2.985%, 01/19/2023 | 3,334,015 | 0.1 | ||||||||||
2,350,000 | Time Warner Cable LLC, 5.500%, 09/01/2041 | 2,339,037 | 0.0 | |||||||||||
2,829,000 | Time Warner Cable LLC, 5.875%, 11/15/2040 | 2,959,852 | 0.1 | |||||||||||
3,101,000 | Time Warner, Inc., 4.050%, 12/15/2023 | 3,181,640 | 0.1 |
2,074,000 | Time Warner, Inc., 5.350%, 12/15/2043 | 2,216,761 | 0.0 | |||||||||||
1,380,000 | Time Warner, Inc., 6.500%, 11/15/2036 | 1,660,691 | 0.0 | |||||||||||
5,220,000 | T-Mobile USA, Inc., 4.750%, 02/01/2028 | 5,024,250 | 0.1 | |||||||||||
1,435,000 | T-Mobile USA, Inc., 6.625%, 04/01/2023 | 1,482,542 | 0.0 | |||||||||||
5,815,000 | (1),(2) | Univision Communications, Inc., 5.125%, 02/15/2025 | 5,437,025 | 0.1 | ||||||||||
4,058,000 | Verizon Communications, Inc., 3.000%, 11/01/2021 | 4,029,101 | 0.1 | |||||||||||
1,902,000 | Verizon Communications, Inc., 4.150%, 03/15/2024 | 1,953,826 | 0.0 | |||||||||||
3,935,000 | Verizon Communications, Inc., 4.500%, 08/10/2033 | 3,990,638 | 0.1 | |||||||||||
10,674,000 | Verizon Communications, Inc., 4.812%, 03/15/2039 | 10,939,157 | 0.2 | |||||||||||
3,772,000 | Verizon Communications, Inc., 4.862%, 08/21/2046 | 3,814,769 | 0.1 | |||||||||||
2,561,000 | Viacom, Inc., 4.375%, 03/15/2043 | 2,299,579 | 0.0 | |||||||||||
1,950,000 | Viacom, Inc., 5.850%, 09/01/2043 | 2,128,893 | 0.0 | |||||||||||
238,242,728 | 4.3 | |||||||||||||
Consumer, Cyclical: 3.1% | ||||||||||||||
5,315,000 | (1) | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | 5,087,518 | 0.1 | ||||||||||
5,605,000 | (2) | AMC Entertainment Holdings, Inc., 5.875%, 11/15/2026 | 5,520,925 | 0.1 | ||||||||||
2,332,080 | American Airlines 2016-2 Class AA Pass Through Trust, 3.200%, 12/15/2029 | 2,228,302 | 0.0 | |||||||||||
2,484,185 | American Airlines 2017-1 Class AA Pass Through Trust, 3.650%, 08/15/2030 | 2,470,522 | 0.1 | |||||||||||
1,780,000 | American Airlines 2017-2 Class A Pass Through Trust, 3.600%, 04/15/2031 | 1,755,824 | 0.0 | |||||||||||
1,780,000 | American Airlines 2017-2 Class AA Pass Through Trust, 3.350%, 04/15/2031 | 1,730,566 | 0.0 | |||||||||||
1,830,000 | American Airlines 2017-2 Class B Pass Through Trust, 3.700%, 04/15/2027 | 1,796,612 | 0.0 | |||||||||||
2,500,000 | (1) | British Airways 2018-1 Class AA Pass Through Trust, 3.800%, 03/20/2033 | 2,526,500 | 0.1 | ||||||||||
1,070,459 | Continental Airlines 2012-1 Class A Pass Through Trust, 4.150%, 10/11/2025 | 1,084,322 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
4,923,957 | Continental Airlines 2012-2 Class B Pass Through Trust, 5.500%, 04/29/2022 | 5,068,229 | 0.1 | |||||||||||
5,195,000 | (1) | CRC Escrow Issuer LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | 4,993,330 | 0.1 | ||||||||||
5,130,000 | (1) | Daimler Finance North America LLC, 2.300%, 02/12/2021 | 5,004,649 | 0.1 | ||||||||||
2,115,000 | (1) | Dana Financing Luxembourg Sarl, 5.750%, 04/15/2025 | 2,159,944 | 0.0 | ||||||||||
2,895,000 | (1) | Dana Financing Luxembourg Sarl, 6.500%, 06/01/2026 | 3,018,037 | 0.1 | ||||||||||
3,184,556 | Delta Air Lines 2002-1 Class G-1 Pass Through Trust, 6.718%, 07/02/2024 | 3,452,218 | 0.1 | |||||||||||
1,586,028 | Delta Air Lines 2015-1 Class AA Pass Through Trust, 3.625%, 01/30/2029 | 1,574,212 | 0.0 | |||||||||||
3,970,000 | DR Horton, Inc., 4.750%, 02/15/2023 | 4,168,691 | 0.1 | |||||||||||
2,371,000 | (2) | Ford Motor Co., 5.291%, 12/08/2046 | 2,323,282 | 0.0 | ||||||||||
3,266,000 | Ford Motor Credit Co. LLC, 4.134%, 08/04/2025 | 3,214,559 | 0.1 | |||||||||||
1,165,000 | Ford Motor Credit Co. LLC, 8.125%, 01/15/2020 | 1,261,852 | 0.0 | |||||||||||
2,200,000 | (2) | General Motors Co., 5.400%, 04/01/2048 | 2,202,156 | 0.0 | ||||||||||
2,674,000 | General Motors Financial Co., Inc., 2.650%, 04/13/2020 | 2,642,598 | 0.1 | |||||||||||
1,645,000 | General Motors Financial Co., Inc., 3.950%, 04/13/2024 | 1,632,533 | 0.0 | |||||||||||
1,732,000 | General Motors Financial Co., Inc., 4.350%, 01/17/2027 | 1,722,454 | 0.0 | |||||||||||
2,835,000 | Goodyear Tire & Rubber Co/The, 4.875%, 03/15/2027 | 2,734,272 | 0.1 | |||||||||||
5,059,000 | (1) | Lennar Corp., 4.750%, 11/29/2027 | 4,869,288 | 0.1 | ||||||||||
3,926,000 | Lowe's Cos, Inc., 3.700%, 04/15/2046 | 3,652,797 | 0.1 | |||||||||||
2,256,000 | McDonald's Corp., 4.875%, 12/09/2045 | 2,454,536 | 0.1 | |||||||||||
5,560,000 | MGM Resorts International, 4.625%, 09/01/2026 | 5,337,600 | 0.1 | |||||||||||
5,030,000 | (1) | Nissan Motor Acceptance Corp., 2.600%, 09/28/2022 | 4,877,645 | 0.1 | ||||||||||
2,267,000 | Nordstrom, Inc., 4.000%, 03/15/2027 | 2,211,437 | 0.0 | |||||||||||
1,760,000 | Nordstrom, Inc., 5.000%, 01/15/2044 | 1,656,811 | 0.0 | |||||||||||
2,780,000 | O'Reilly Automotive, Inc., 3.600%, 09/01/2027 | 2,697,138 | 0.1 |
4,412,000 | Royal Caribbean Cruises Ltd., 3.700%, 03/15/2028 | 4,234,936 | 0.1 | |||||||||||
1,605,000 | (1) | Six Flags Entertainment Corp., 4.875%, 07/31/2024 | 1,566,881 | 0.0 | ||||||||||
5,920,000 | (1) | Six Flags Entertainment Corp., 5.500%, 04/15/2027 | 5,875,600 | 0.1 | ||||||||||
6,089,000 | Southwest Airlines Co., 3.450%, 11/16/2027 | 5,895,681 | 0.1 | |||||||||||
1,960,000 | Spirit Airlines Pass Through Trust 2017-1A, 3.650%, 08/15/2031 | 1,939,224 | 0.0 | |||||||||||
1,960,000 | Spirit Airlines Pass Through Trust 2017-1AA, 3.375%, 08/15/2031 | 1,909,262 | 0.0 | |||||||||||
2,171,160 | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/2030 | 2,097,929 | 0.0 | |||||||||||
1,100,000 | United Airlines 2016-1 Class B Pass Through Trust, 3.650%, 07/07/2027 | 1,078,915 | 0.0 | |||||||||||
2,620,000 | United Airlines 2016-2 Class A Pass Through Trust, 3.100%, 04/07/2030 | 2,470,267 | 0.1 | |||||||||||
5,930,000 | United Airlines 2016-2 Class AA Pass Through Trust, 2.875%, 04/07/2030 | 5,600,292 | 0.1 | |||||||||||
1,470,000 | United Airlines 2016-2 Class B Pass Through Trust, 3.650%, 04/07/2027 | 1,430,457 | 0.0 | |||||||||||
3,437,897 | US Airways 2012-2 Class B Pass Through Trust, 6.750%, 12/03/2022 | 3,674,253 | 0.1 | |||||||||||
7,193,140 | US Airways 2013-1 Class B Pass Through Trust, 5.375%, 05/15/2023 | 7,435,909 | 0.1 | |||||||||||
4,730,000 | (1) | Volkswagen Group of America Finance LLC, 2.400%, 05/22/2020 | 4,666,554 | 0.1 | ||||||||||
4,570,000 | Walmart, Inc., 2.350%, 12/15/2022 | 4,450,000 | 0.1 | |||||||||||
7,500,000 | WW Grainger, Inc., 4.200%, 05/15/2047 | 7,537,478 | 0.1 | |||||||||||
4,990,000 | (1),(2) | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp., 5.500%, 03/01/2025 | 5,027,425 | 0.1 | ||||||||||
4,670,000 | (1) | ZF North America Capital, Inc., 4.000%, 04/29/2020 | 4,722,538 | 0.1 | ||||||||||
170,744,960 | 3.1 | |||||||||||||
Consumer, Non-cyclical: 5.0% | ||||||||||||||
2,232,000 | Abbott Laboratories, 2.800%, 09/15/2020 | 2,221,929 | 0.0 | |||||||||||
3,630,000 | Abbott Laboratories, 2.900%, 11/30/2021 | 3,598,376 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
3,229,000 | Abbott Laboratories, 4.750%, 11/30/2036 | 3,483,871 | 0.1 | |||||||||||
3,393,000 | Abbott Laboratories, 4.900%, 11/30/2046 | 3,728,467 | 0.1 | |||||||||||
3,414,000 | AbbVie, Inc., 3.200%, 05/14/2026 | 3,253,131 | 0.1 | |||||||||||
7,138,000 | AbbVie, Inc., 4.450%, 05/14/2046 | 7,114,282 | 0.1 | |||||||||||
7,290,000 | Allergan Funding SCS, 3.800%, 03/15/2025 | 7,171,538 | 0.1 | |||||||||||
1,849,000 | Aetna, Inc., 2.800%, 06/15/2023 | 1,778,076 | 0.0 | |||||||||||
1,764,000 | Aetna, Inc., 4.500%, 05/15/2042 | 1,759,395 | 0.0 | |||||||||||
7,850,000 | AmerisourceBergen Corp., 3.450%, 12/15/2027 | 7,478,819 | 0.1 | |||||||||||
3,470,000 | Amgen, Inc., 2.125%, 05/01/2020 | 3,410,637 | 0.1 | |||||||||||
3,523,000 | Amgen, Inc., 3.200%, 11/02/2027 | 3,342,468 | 0.1 | |||||||||||
4,589,000 | Anheuser-Busch InBev Finance, Inc., 4.700%, 02/01/2036 | 4,863,545 | 0.1 | |||||||||||
9,613,000 | Anheuser-Busch InBev Finance, Inc., 4.900%, 02/01/2046 | 10,390,055 | 0.2 | |||||||||||
4,465,000 | Anheuser-Busch InBev Worldwide, Inc., 4.000%, 04/13/2028 | 4,522,774 | 0.1 | |||||||||||
1,960,000 | Anheuser-Busch InBev Worldwide, Inc., 4.439%, 10/06/2048 | 1,979,072 | 0.0 | |||||||||||
1,956,000 | Anthem, Inc., 3.650%, 12/01/2027 | 1,893,534 | 0.0 | |||||||||||
4,159,000 | Anthem, Inc., 5.100%, 01/15/2044 | 4,496,795 | 0.1 | |||||||||||
6,220,000 | AstraZeneca PLC, 2.375%, 11/16/2020 | 6,124,551 | 0.1 | |||||||||||
3,580,000 | (1) | BAT Capital Corp., 3.222%, 08/15/2024 | 3,454,963 | 0.1 | ||||||||||
6,619,000 | (1) | BAT Capital Corp., 3.557%, 08/15/2027 | 6,342,470 | 0.1 | ||||||||||
2,938,000 | (1) | BAT Capital Corp., 4.540%, 08/15/2047 | 2,912,907 | 0.1 | ||||||||||
5,270,000 | (1) | BAT International Finance PLC, 2.750%, 06/15/2020 | 5,227,098 | 0.1 | ||||||||||
2,710,000 | (1) | Bayer US Finance LLC, 3.000%, 10/08/2021 | 2,682,076 | 0.1 | ||||||||||
4,220,000 | Becton Dickinson and Co., 2.894%, 06/06/2022 | 4,097,257 | 0.1 | |||||||||||
7,600,000 | Becton Dickinson and Co., 3.700%, 06/06/2027 | 7,346,777 | 0.1 | |||||||||||
2,615,000 | (1) | Brink's Co/The, 4.625%, 10/15/2027 | 2,431,950 | 0.0 | ||||||||||
2,940,000 | Campbell Soup Co., 3.650%, 03/15/2023 | 2,948,247 | 0.1 | |||||||||||
2,940,000 | Campbell Soup Co., 4.150%, 03/15/2028 | 2,913,762 | 0.1 | |||||||||||
3,470,000 | Cardinal Health, Inc., 2.616%, 06/15/2022 | 3,356,727 | 0.1 | |||||||||||
3,500,000 | Cardinal Health, Inc., 3.079%, 06/15/2024 | 3,342,278 | 0.1 |
3,500,000 | Celgene Corp., 4.550%, 02/20/2048 | 3,438,815 | 0.1 | |||||||||||
2,755,000 | (2) | CHS/Community Health Systems, Inc., 5.125%, 08/01/2021 | 2,575,925 | 0.0 | ||||||||||
3,300,000 | Constellation Brands, Inc., 4.100%, 02/15/2048 | 3,073,184 | 0.1 | |||||||||||
7,680,000 | CVS Health Corp., 3.125%, 03/09/2020 | 7,698,527 | 0.1 | |||||||||||
5,120,000 | CVS Health Corp., 3.700%, 03/09/2023 | 5,141,387 | 0.1 | |||||||||||
5,390,000 | CVS Health Corp., 4.100%, 03/25/2025 | 5,431,521 | 0.1 | |||||||||||
5,030,000 | CVS Health Corp., 4.300%, 03/25/2028 | 5,071,055 | 0.1 | |||||||||||
4,090,000 | CVS Health Corp., 5.125%, 07/20/2045 | 4,376,585 | 0.1 | |||||||||||
2,561,000 | Envision Healthcare Corp., 5.625%, 07/15/2022 | 2,585,330 | 0.0 | |||||||||||
2,680,000 | Express Scripts Holding Co., 3.000%, 07/15/2023 | 2,570,573 | 0.0 | |||||||||||
3,875,000 | HCA, Inc., 5.500%, 06/15/2047 | 3,753,906 | 0.1 | |||||||||||
3,875,000 | HCA, Inc., 5.875%, 02/15/2026 | 3,952,500 | 0.1 | |||||||||||
2,600,000 | (1) | Hill-Rom Holdings, Inc., 5.000%, 02/15/2025 | 2,590,250 | 0.0 | ||||||||||
1,153,000 | Humana, Inc., 3.150%, 12/01/2022 | 1,139,670 | 0.0 | |||||||||||
1,385,000 | (1) | IHS Markit Ltd, 4.000%, 03/01/2026 | 1,336,525 | 0.0 | ||||||||||
3,430,000 | (1) | Imperial Brands Finance PLC, 2.950%, 07/21/2020 | 3,406,845 | 0.1 | ||||||||||
2,290,000 | (1) | Imperial Brands Finance PLC, 3.750%, 07/21/2022 | 2,300,469 | 0.0 | ||||||||||
5,475,000 | (1) | JBS USA LUX SA / JBS USA Finance, Inc., 5.750%, 06/15/2025 | 5,132,813 | 0.1 | ||||||||||
1,140,000 | Johnson & Johnson, 4.375%, 12/05/2033 | 1,250,056 | 0.0 | |||||||||||
3,786,000 | Kraft Heinz Foods Co., 4.375%, 06/01/2046 | 3,462,859 | 0.1 | |||||||||||
6,457,000 | Kroger Co/The, 4.450%, 02/01/2047 | 6,118,192 | 0.1 | |||||||||||
3,000,000 | (2) | Kroger Co/The, 4.650%, 01/15/2048 | 2,925,670 | 0.1 | ||||||||||
1,025,000 | Kroger Co/The, 5.150%, 08/01/2043 | 1,054,091 | 0.0 | |||||||||||
2,650,000 | McKesson Corp., 3.950%, 02/16/2028 | 2,620,763 | 0.1 | |||||||||||
1,155,000 | Medtronic, Inc., 3.625%, 03/15/2024 | 1,169,018 | 0.0 | |||||||||||
2,074,000 | Medtronic, Inc., 4.375%, 03/15/2035 | 2,201,582 | 0.0 | |||||||||||
1,658,000 | Medtronic, Inc., 4.625%, 03/15/2045 | 1,817,114 | 0.0 | |||||||||||
1,690,000 | Mylan NV, 3.750%, 12/15/2020 | 1,702,311 | 0.0 | |||||||||||
989,000 | Mylan NV, 3.950%, 06/15/2026 | 960,329 | 0.0 | |||||||||||
4,375,000 | Novartis Capital Corp., 4.400%, 04/24/2020 | 4,522,927 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
1,722,000 | PepsiCo, Inc., 4.450%, 04/14/2046 | 1,853,334 | 0.0 | |||||||||||
2,689,000 | Philip Morris International, Inc., 4.250%, 11/10/2044 | 2,698,217 | 0.1 | |||||||||||
8,470,000 | (1) | Post Holdings, Inc., 5.000%, 08/15/2026 | 8,067,675 | 0.1 | ||||||||||
3,071,000 | Reynolds American, Inc., 5.850%, 08/15/2045 | 3,599,822 | 0.1 | |||||||||||
5,135,000 | Service Corp. International/US, 4.625%, 12/15/2027 | 4,968,113 | 0.1 | |||||||||||
2,410,000 | Shire Acquisitions Investments Ireland DAC, 2.400%, 09/23/2021 | 2,328,344 | 0.0 | |||||||||||
2,705,000 | Teleflex, Inc., 4.625%, 11/15/2027 | 2,613,733 | 0.1 | |||||||||||
2,070,000 | Teva Pharmaceutical Finance Netherlands III BV, 2.800%, 07/21/2023 | 1,755,326 | 0.0 | |||||||||||
2,440,000 | (2) | Teva Pharmaceutical Finance Netherlands III BV, 3.150%, 10/01/2026 | 1,961,022 | 0.0 | ||||||||||
3,380,000 | Thermo Fisher Scientific, Inc., 3.150%, 01/15/2023 | 3,328,009 | 0.1 | |||||||||||
1,010,000 | United Rentals North America, Inc., 4.875%, 01/15/2028 | 977,175 | 0.0 | |||||||||||
1,490,000 | United Rentals North America, Inc., 5.500%, 07/15/2025 | 1,530,975 | 0.0 | |||||||||||
2,137,000 | UnitedHealth Group, Inc., 2.700%, 07/15/2020 | 2,127,945 | 0.0 | |||||||||||
3,310,000 | UnitedHealth Group, Inc., 4.200%, 01/15/2047 | 3,368,857 | 0.1 | |||||||||||
3,000,000 | (1) | Universal Health Services, Inc., 4.750%, 08/01/2022 | 3,054,436 | 0.1 | ||||||||||
1,000,000 | (1) | Valeant Pharmaceuticals International, Inc., 5.625%, 12/01/2021 | 958,750 | 0.0 | ||||||||||
915,000 | (1),(2) | Valeant Pharmaceuticals International, 7.250%, 07/15/2022 | 918,431 | 0.0 | ||||||||||
1,790,000 | (1) | Wm Wrigley Jr Co., 2.400%, 10/21/2018 | 1,787,955 | 0.0 | ||||||||||
272,946,738 | 5.0 | |||||||||||||
Energy: 3.8% | ||||||||||||||
1,342,000 | Anadarko Petroleum Corp., 4.850%, 03/15/2021 | 1,396,013 | 0.0 | |||||||||||
1,020,000 | Andeavor Logistics L.P. / Tesoro Logistics Finance Corp., 5.250%, 01/15/2025 | 1,038,258 | 0.0 | |||||||||||
870,000 | Antero Resources Corp., 5.375%, 11/01/2021 | 888,487 | 0.0 |
1,760,000 | Antero Resources Corp., 5.625%, 06/01/2023 | 1,804,000 | 0.0 | |||||||||||
1,805,000 | Apache Corp., 5.100%, 09/01/2040 | 1,851,058 | 0.0 | |||||||||||
4,713,000 | Apache Corp., 5.250%, 02/01/2042 | 4,913,900 | 0.1 | |||||||||||
3,717,000 | Boardwalk Pipelines L.P., 5.950%, 06/01/2026 | 3,987,606 | 0.1 | |||||||||||
2,664,000 | BP Capital Markets PLC, 3.216%, 11/28/2023 | 2,641,787 | 0.1 | |||||||||||
5,856,000 | BP Capital Markets PLC, 3.224%, 04/14/2024 | 5,781,175 | 0.1 | |||||||||||
972,000 | Canadian Natural Resources Ltd.., 3.850%, 06/01/2027 | 951,678 | 0.0 | |||||||||||
4,000,000 | Cenovus Energy, Inc., 3.800%, 09/15/2023 | 3,957,052 | 0.1 | |||||||||||
1,050,000 | Cimarex Energy Co., 3.900%, 05/15/2027 | 1,039,533 | 0.0 | |||||||||||
5,090,000 | Cimarex Energy Co., 4.375%, 06/01/2024 | 5,242,746 | 0.1 | |||||||||||
2,338,000 | Columbia Pipeline Group, Inc., 4.500%, 06/01/2025 | 2,361,986 | 0.0 | |||||||||||
5,565,000 | (1) | Continental Resources, Inc./OK, 4.375%, 01/15/2028 | 5,432,831 | 0.1 | ||||||||||
2,700,000 | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | 2,602,423 | 0.1 | |||||||||||
400,000 | (1) | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | 385,544 | 0.0 | ||||||||||
1,523,000 | Enbridge Energy Partners L.P., 9.875%, 03/01/2019 | 1,614,314 | 0.0 | |||||||||||
983,000 | Enbridge, Inc., 3.500%, 06/10/2024 | 955,157 | 0.0 | |||||||||||
1,263,000 | Energy Transfer Partners L.P. / Regency Energy Finance Corp., 4.500%, 11/01/2023 | 1,280,279 | 0.0 | |||||||||||
1,217,000 | Energy Transfer Partners L.P., 4.650%, 06/01/2021 | 1,254,026 | 0.0 | |||||||||||
9,457,000 | (2) | Energy Transfer Partners L.P., 5.300%, 04/15/2047 | 8,896,634 | 0.2 | ||||||||||
1,244,000 | Energy Transfer Partners L.P., 9.700%, 03/15/2019 | 1,319,668 | 0.0 | |||||||||||
2,347,000 | Enterprise Products Operating LLC, 3.700%, 02/15/2026 | 2,328,310 | 0.0 | |||||||||||
1,374,000 | Enterprise Products Operating LLC, 3.750%, 02/15/2025 | 1,381,439 | 0.0 | |||||||||||
3,800,000 | Enterprise Products Operating LLC, 4.875%, 08/16/2077 | 3,737,300 | 0.1 | |||||||||||
2,185,000 | Enterprise Products Operating LLC, 4.900%, 05/15/2046 | 2,333,933 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
3,744,000 | Enterprise Products Operating LLC, 5.375%, 02/15/2078 | 3,594,724 | 0.1 | |||||||||||
2,338,000 | Exxon Mobil Corp., 2.726%, 03/01/2023 | 2,310,737 | 0.0 | |||||||||||
3,000,000 | Gazprom OAO Via Gaz Capital SA, 4.950%, 03/23/2027 | 2,982,414 | 0.1 | |||||||||||
1,500,000 | Hess Corp., 5.800%, 04/01/2047 | 1,579,855 | 0.0 | |||||||||||
2,570,000 | (1) | Hess Infrastructure Partners L.P. / Hess Infrastructure Partners Finance Corp., 5.625%, 02/15/2026 | 2,537,875 | 0.1 | ||||||||||
850,000 | KazMunayGas National Co. JSC, 4.750%, 04/19/2027 | 851,606 | 0.0 | |||||||||||
2,600,000 | KazMunayGas National Co. JSC, 4.750%, 04/19/2027 | 2,604,911 | 0.1 | |||||||||||
1,295,000 | Kinder Morgan Energy Partners L.P., 4.250%, 09/01/2024 | 1,303,926 | 0.0 | |||||||||||
638,000 | Kinder Morgan Energy Partners L.P., 4.300%, 05/01/2024 | 643,412 | 0.0 | |||||||||||
1,947,000 | Kinder Morgan Energy Partners L.P., 5.400%, 09/01/2044 | 1,975,133 | 0.0 | |||||||||||
4,245,000 | Kinder Morgan, Inc./DE, 4.300%, 06/01/2025 | 4,281,547 | 0.1 | |||||||||||
1,846,000 | Kinder Morgan, Inc./DE, 4.300%, 03/01/2028 | 1,842,107 | 0.0 | |||||||||||
4,507,000 | Kinder Morgan, Inc./DE, 5.550%, 06/01/2045 | 4,749,192 | 0.1 | |||||||||||
1,443,000 | Marathon Petroleum Corp., 5.000%, 09/15/2054 | 1,405,557 | 0.0 | |||||||||||
6,904,000 | MPLX L.P., 4.125%, 03/01/2027 | 6,868,123 | 0.1 | |||||||||||
4,935,000 | Murphy Oil Corp., 5.750%, 08/15/2025 | 4,873,312 | 0.1 | |||||||||||
555,000 | Noble Energy, Inc., 3.850%, 01/15/2028 | 546,411 | 0.0 | |||||||||||
3,439,000 | Occidental Petroleum Corp., 3.500%, 06/15/2025 | 3,446,929 | 0.1 | |||||||||||
2,530,000 | Occidental Petroleum Corp., 4.200%, 03/15/2048 | 2,550,423 | 0.1 | |||||||||||
3,595,000 | Occidental Petroleum Corp., 4.625%, 06/15/2045 | 3,826,299 | 0.1 | |||||||||||
3,660,000 | ONEOK Partners L.P., 3.375%, 10/01/2022 | 3,605,048 | 0.1 | |||||||||||
2,018,000 | ONEOK, Inc., 6.000%, 06/15/2035 | 2,276,189 | 0.0 | |||||||||||
400,000 | Pertamina Persero PT, 4.300%, 05/20/2023 | 404,097 | 0.0 | |||||||||||
750,000 | Pertamina Persero PT, 5.625%, 05/20/2043 | 770,849 | 0.0 |
5,050,000 | Petrobras Global Finance BV, 5.750%, 02/01/2029 | 4,894,106 | 0.1 | |||||||||||
4,750,000 | Petroleos del Peru SA, 4.750%, 06/19/2032 | 4,641,225 | 0.1 | |||||||||||
4,000,000 | (1) | Petroleos del Peru SA, 4.750%, 06/19/2032 | 3,908,400 | 0.1 | ||||||||||
550,000 | (2) | Petroleos Mexicanos, 4.500%, 01/23/2026 | 534,600 | 0.0 | ||||||||||
330,000 | Petroleos Mexicanos, 4.875%, 01/18/2024 | 335,610 | 0.0 | |||||||||||
1,370,000 | Petroleos Mexicanos, 5.500%, 06/27/2044 | 1,223,410 | 0.0 | |||||||||||
5,550,000 | Petroleos Mexicanos, 6.500%, 03/13/2027 | 5,934,337 | 0.1 | |||||||||||
4,550,000 | Petroleos Mexicanos, 6.875%, 08/04/2026 | 4,992,715 | 0.1 | |||||||||||
660,001 | Petroleum Co. of Trinidad & Tobago Ltd., 6.000%, 05/08/2022 | 666,601 | 0.0 | |||||||||||
2,988,000 | Phillips 66 Partners L.P., 3.550%, 10/01/2026 | 2,846,804 | 0.1 | |||||||||||
4,280,000 | Schlumberger Investment SA, 3.650%, 12/01/2023 | 4,351,754 | 0.1 | |||||||||||
4,235,000 | Shell International Finance BV, 3.250%, 05/11/2025 | 4,196,816 | 0.1 | |||||||||||
4,432,000 | Shell International Finance BV, 4.000%, 05/10/2046 | 4,463,186 | 0.1 | |||||||||||
2,253,000 | Shell International Finance BV, 4.375%, 05/11/2045 | 2,395,786 | 0.0 | |||||||||||
5,165,000 | Summit Midstream Holdings LLC / Summit Midstream Finance Corp., 5.750%, 04/15/2025 | 4,945,488 | 0.1 | |||||||||||
5,503,000 | Sunoco Logistics Partners Operations L.P., 4.000%, 10/01/2027 | 5,219,721 | 0.1 | |||||||||||
937,000 | Sunoco Logistics Partners Operations L.P., 4.250%, 04/01/2024 | 932,540 | 0.0 | |||||||||||
1,003,000 | Sunoco Logistics Partners Operations L.P., 5.350%, 05/15/2045 | 936,194 | 0.0 | |||||||||||
5,175,000 | (1) | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | 5,226,750 | 0.1 | ||||||||||
4,143,000 | Total Capital Canada Ltd., 2.750%, 07/15/2023 | 4,029,670 | 0.1 | |||||||||||
1,370,000 | Western Gas Partners L.P., 5.375%, 06/01/2021 | 1,430,045 | 0.0 | |||||||||||
5,102,000 | Williams Partners L.P., 3.600%, 03/15/2022 | 5,085,592 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
3,324,000 | Williams Partners L.P., 5.400%, 03/04/2044 | 3,489,074 | 0.1 | |||||||||||
209,888,237 | 3.8 | |||||||||||||
Financial: 9.1% | ||||||||||||||
4,980,000 | American International Group, Inc., 3.375%, 08/15/2020 | 5,003,909 | 0.1 | |||||||||||
2,433,000 | American International Group, Inc., 4.500%, 07/16/2044 | 2,392,374 | 0.0 | |||||||||||
1,480,000 | American International Group, Inc., 4.800%, 07/10/2045 | 1,520,588 | 0.0 | |||||||||||
2,495,000 | American International Group, Inc., 6.400%, 12/15/2020 | 2,692,686 | 0.1 | |||||||||||
88,000 | American International Group, Inc., 8.175%, 05/15/2058 | 117,260 | 0.0 | |||||||||||
5,070,000 | American Express Co., 2.200%, 10/30/2020 | 4,946,672 | 0.1 | |||||||||||
2,224,000 | American Tower Corp., 3.500%, 01/31/2023 | 2,213,215 | 0.0 | |||||||||||
1,373,000 | Aon PLC, 4.750%, 05/15/2045 | 1,430,777 | 0.0 | |||||||||||
1,811,000 | Arch Capital Finance LLC, 5.031%, 12/15/2046 | 2,006,073 | 0.0 | |||||||||||
1,470,000 | Arch Capital Group US, Inc., 5.144%, 11/01/2043 | 1,627,650 | 0.0 | |||||||||||
7,500,000 | (2) | Assurant, Inc., 4.900%, 03/27/2028 | 7,680,193 | 0.1 | ||||||||||
12,511,000 | Athene Holding Ltd., 4.125%, 01/12/2028 | 12,021,131 | 0.2 | |||||||||||
1,163,000 | (1) | Australia & New Zealand Banking Group Ltd., 4.400%, 05/19/2026 | 1,169,252 | 0.0 | ||||||||||
4,140,000 | Australia & New Zealand Banking Group Ltd/New York NY, 2.250%, 11/09/2020 | 4,058,384 | 0.1 | |||||||||||
400,000 | (1) | Banco de Reservas de la Republica Dominicana, 7.000%, 02/01/2023 | 420,000 | 0.0 | ||||||||||
764,000 | Banco Nacional de Comercio Exterior SNC/Cayman Islands, 4.375%, 10/14/2025 | 771,640 | 0.0 | |||||||||||
375,000 | Banco Nacional de Desenvolvimento Economico e Social, 5.750%, 09/26/2023 | 402,188 | 0.0 | |||||||||||
4,600,000 | Banco Santander SA, 3.125%, 02/23/2023 | 4,461,389 | 0.1 | |||||||||||
6,000,000 | (1) | Bank of America Corp., 3.419%, 12/20/2028 | 5,750,310 | 0.1 | ||||||||||
3,620,000 | Bank of America Corp., 3.550%, 03/05/2024 | 3,632,257 | 0.1 | |||||||||||
2,470,000 | Bank of America Corp., 3.593%, 07/21/2028 | 2,400,215 | 0.0 | |||||||||||
1,941,000 | Bank of America Corp., 3.950%, 04/21/2025 | 1,924,619 | 0.0 | |||||||||||
4,614,000 | Bank of America Corp., 3.970%, 03/05/2029 | 4,628,282 | 0.1 |
9,581,000 | Bank of America Corp., 4.183%, 11/25/2027 | 9,510,209 | 0.2 | |||||||||||
3,931,000 | Bank of America Corp., 4.200%, 08/26/2024 | 3,988,618 | 0.1 | |||||||||||
4,495,000 | Bank of America Corp., 4.250%, 10/22/2026 | 4,528,513 | 0.1 | |||||||||||
5,594,000 | Bank of Montreal, 3.803%, 12/15/2032 | 5,306,580 | 0.1 | |||||||||||
6,210,000 | (1) | BNP Paribas SA, 3.500%, 03/01/2023 | 6,174,759 | 0.1 | ||||||||||
5,740,000 | (1) | BNP Paribas SA, 4.375%, 03/01/2033 | 5,621,412 | 0.1 | ||||||||||
5,019,000 | (1),(2) | BNP Paribas SA, 5.125%, 12/31/2199 | 4,639,438 | 0.1 | ||||||||||
1,333,000 | BPCE SA, 2.500%, 12/10/2018 | 1,330,801 | 0.0 | |||||||||||
4,034,000 | CBL & Associates L.P., 5.950%, 12/15/2026 | 3,398,130 | 0.1 | |||||||||||
5,170,000 | Citigroup, Inc., 2.876%, 07/24/2023 | 5,034,190 | 0.1 | |||||||||||
3,380,000 | Citigroup, Inc., 3.200%, 10/21/2026 | 3,218,848 | 0.1 | |||||||||||
3,470,000 | Citigroup, Inc., 4.125%, 07/25/2028 | 3,430,946 | 0.1 | |||||||||||
3,851,000 | Citigroup, Inc., 4.450%, 09/29/2027 | 3,898,458 | 0.1 | |||||||||||
4,915,000 | Citigroup, Inc., 5.500%, 09/13/2025 | 5,334,716 | 0.1 | |||||||||||
1,147,000 | (1) | Citizens Financial Group, Inc., 4.150%, 09/28/2022 | 1,161,004 | 0.0 | ||||||||||
2,330,000 | (1) | Commerzbank AG, 8.125%, 09/19/2023 | 2,716,165 | 0.1 | ||||||||||
1,872,000 | (1) | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 11.000%, 12/31/2199 | 2,054,071 | 0.0 | ||||||||||
3,550,000 | Cooperatieve Rabobank UA, 4.375%, 08/04/2025 | 3,589,306 | 0.1 | |||||||||||
6,090,000 | (1) | Credit Agricole SA/London, 2.375%, 07/01/2021 | 5,917,942 | 0.1 | ||||||||||
6,068,000 | (1) | Credit Suisse AG, 6.500%, 08/08/2023 | 6,610,940 | 0.1 | ||||||||||
4,759,000 | (1) | Credit Suisse Group AG, 3.574%, 01/09/2023 | 4,733,687 | 0.1 | ||||||||||
1,170,000 | (1) | Credit Suisse Group AG, 3.869%, 01/12/2029 | 1,133,844 | 0.0 | ||||||||||
1,441,000 | (1) | Credit Suisse Group AG, 4.282%, 01/09/2028 | 1,444,399 | 0.0 | ||||||||||
2,470,000 | Credit Suisse Group Funding Guernsey Ltd., 3.450%, 04/16/2021 | 2,470,856 | 0.0 | |||||||||||
3,190,000 | Credit Suisse Group Funding Guernsey Ltd., 3.800%, 09/15/2022 | 3,214,554 | 0.1 | |||||||||||
805,000 | Discover Financial Services, 3.850%, 11/21/2022 | 806,396 | 0.0 | |||||||||||
1,990,000 | Discover Financial Services, 5.200%, 04/27/2022 | 2,088,069 | 0.0 | |||||||||||
7,675,000 | (1) | ESH Hospitality, Inc., 5.250%, 05/01/2025 | 7,485,427 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
3,310,000 | (1) | Federation des Caisses Desjardins du Quebec, 2.250%, 10/30/2020 | 3,245,777 | 0.1 | ||||||||||
5,464,000 | First Tennessee Bank NA, 2.950%, 12/01/2019 | 5,453,217 | 0.1 | |||||||||||
750,000 | Fondo MIVIVIENDA SA, 3.500%, 01/31/2023 | 736,875 | 0.0 | |||||||||||
1,516,000 | GE Capital International Funding Co. Unlimited Co., 2.342%, 11/15/2020 | 1,482,921 | 0.0 | |||||||||||
1,989,000 | GE Capital International Funding Co. Unlimited Co., 4.418%, 11/15/2035 | 1,940,968 | 0.0 | |||||||||||
2,426,000 | Goldman Sachs Group, Inc./The, 2.625%, 04/25/2021 | 2,377,372 | 0.0 | |||||||||||
5,253,000 | Goldman Sachs Group, Inc./The, 3.500%, 11/16/2026 | 5,063,257 | 0.1 | |||||||||||
3,683,000 | Goldman Sachs Group, Inc., 2.600%, 04/23/2020 | 3,650,135 | 0.1 | |||||||||||
5,493,000 | Goldman Sachs Group, Inc., 4.250%, 10/21/2025 | 5,523,521 | 0.1 | |||||||||||
1,680,000 | Goldman Sachs Group, Inc., 5.150%, 05/22/2045 | 1,813,521 | 0.0 | |||||||||||
1,101,000 | Goldman Sachs Group, Inc., 6.750%, 10/01/2037 | 1,379,872 | 0.0 | |||||||||||
2,100,000 | (1) | Guardian Life Insurance Co. of America/The, 4.850%, 01/24/2077 | 2,165,764 | 0.0 | ||||||||||
1,980,000 | Hartford Financial Services Group, Inc., 8.125%, 06/15/2068 | 2,004,750 | 0.0 | |||||||||||
1,763,000 | (1) | HBOS PLC, 6.750%, 05/21/2018 | 1,772,284 | 0.0 | ||||||||||
1,001,000 | (1) | HSBC Bank PLC, 4.125%, 08/12/2020 | 1,023,053 | 0.0 | ||||||||||
3,730,000 | HSBC Holdings PLC, 3.400%, 03/08/2021 | 3,748,209 | 0.1 | |||||||||||
5,998,000 | HSBC Holdings PLC, 4.041%, 03/13/2028 | 5,996,708 | 0.1 | |||||||||||
2,010,000 | (1) | ING Bank NV, 2.000%, 11/26/2018 | 2,002,088 | 0.0 | ||||||||||
1,037,000 | (1) | International Lease Finance Corp., 7.125%, 09/01/2018 | 1,054,376 | 0.0 | ||||||||||
5,595,000 | (1) | Iron Mountain, Inc., 5.250%, 03/15/2028 | 5,294,269 | 0.1 | ||||||||||
3,604,000 | JPMorgan Chase & Co., 2.550%, 10/29/2020 | 3,560,082 | 0.1 | |||||||||||
4,330,000 | JPMorgan Chase & Co., 3.200%, 01/25/2023 | 4,290,380 | 0.1 | |||||||||||
3,320,000 | JPMorgan Chase & Co., 3.509%, 01/23/2029 | 3,224,380 | 0.1 |
6,919,000 | JPMorgan Chase & Co., 3.882%, 07/24/2038 | 6,726,345 | 0.1 | |||||||||||
6,900,000 | JPMorgan Chase & Co., 3.897%, 01/23/2049 | 6,593,181 | 0.1 | |||||||||||
7,118,000 | JPMorgan Chase & Co., 3.900%, 07/15/2025 | 7,178,477 | 0.1 | |||||||||||
2,400,000 | JPMorgan Chase & Co., 4.032%, 07/24/2048 | 2,342,171 | 0.0 | |||||||||||
980,000 | JPMorgan Chase & Co., 4.625%, 12/31/2199 | 935,900 | 0.0 | |||||||||||
3,229,000 | Kite Realty Group L.P., 4.000%, 10/01/2026 | 3,028,376 | 0.1 | |||||||||||
433,000 | (1) | Liberty Mutual Group, Inc., 4.850%, 08/01/2044 | 450,708 | 0.0 | ||||||||||
5,810,000 | Lloyds Banking Group PLC, 2.907%, 11/07/2023 | 5,605,118 | 0.1 | |||||||||||
3,362,000 | Lloyds Banking Group PLC, 3.574%, 11/07/2028 | 3,177,331 | 0.1 | |||||||||||
9,620,000 | (1) | Macquarie Group Ltd, 3.189%, 11/28/2023 | 9,286,475 | 0.2 | ||||||||||
4,027,000 | (1) | Macquarie Group Ltd, 3.763%, 11/28/2028 | 3,810,819 | 0.1 | ||||||||||
1,976,000 | Marsh & McLennan Cos, Inc., 4.200%, 03/01/2048 | 1,999,971 | 0.0 | |||||||||||
4,200,000 | Mitsubishi UFJ Financial Group, Inc., 2.665%, 07/25/2022 | 4,070,336 | 0.1 | |||||||||||
5,500,000 | Mizuho Financial Group Cayman 2 Ltd., 4.200%, 07/18/2022 | 5,571,022 | 0.1 | |||||||||||
5,080,000 | (1) | Mizuho Financial Group, Inc., 2.632%, 04/12/2021 | 4,980,578 | 0.1 | ||||||||||
6,933,000 | Morgan Stanley, 2.750%, 05/19/2022 | 6,763,112 | 0.1 | |||||||||||
6,558,000 | Morgan Stanley, 3.125%, 07/27/2026 | 6,208,854 | 0.1 | |||||||||||
2,695,000 | Morgan Stanley, 3.591%, 07/22/2028 | 2,608,038 | 0.1 | |||||||||||
4,500,000 | Morgan Stanley, 3.772%, 01/24/2029 | 4,432,595 | 0.1 | |||||||||||
1,772,000 | Morgan Stanley, 3.950%, 04/23/2027 | 1,727,462 | 0.0 | |||||||||||
5,524,000 | Morgan Stanley, 4.000%, 07/23/2025 | 5,574,700 | 0.1 | |||||||||||
6,990,000 | (1) | Nationwide Building Society, 2.350%, 01/21/2020 | 6,900,704 | 0.1 | ||||||||||
5,132,000 | (1) | Nationwide Building Society, 4.302%, 03/08/2029 | 5,123,435 | 0.1 | ||||||||||
11,000,000 | (1) | New York Life Global Funding, 3.000%, 01/10/2028 | 10,483,520 | 0.2 | ||||||||||
1,345,000 | (1) | Nordea Bank AB, 6.125%, 12/31/2199 | 1,395,438 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
DKK | 10 | Nordea Kredit Realkreditaktieselskab, 6.000%, 07/01/2029 | – | – | ||||||||||
7,860,000 | ORIX Corp., 3.250%, 12/04/2024 | 7,640,097 | 0.1 | |||||||||||
5,470,000 | PNC Bank NA, 2.700%, 11/01/2022 | 5,297,375 | 0.1 | |||||||||||
2,000,000 | Power Sector Assets & Liabilities Management Corp., 7.390%, 12/02/2024 | 2,436,822 | 0.0 | |||||||||||
5,575,000 | (1) | Quicken Loans, Inc., 5.250%, 01/15/2028 | 5,226,563 | 0.1 | ||||||||||
9,148,000 | Royal Bank of Scotland Group PLC, 3.875%, 09/12/2023 | 9,041,801 | 0.2 | |||||||||||
2,988,000 | Santander UK Group Holdings PLC, 3.571%, 01/10/2023 | 2,957,352 | 0.1 | |||||||||||
1,500,000 | (1) | Santander UK Group Holdings PLC, 5.625%, 09/15/2045 | 1,661,636 | 0.0 | ||||||||||
3,173,000 | Santander UK PLC, 2.375%, 03/16/2020 | 3,129,550 | 0.1 | |||||||||||
1,612,000 | Select Income REIT, 4.150%, 02/01/2022 | 1,612,864 | 0.0 | |||||||||||
4,118,000 | Senior Housing Properties Trust, 3.250%, 05/01/2019 | 4,121,646 | 0.1 | |||||||||||
5,830,000 | Senior Housing Properties Trust, 4.750%, 02/15/2028 | 5,719,247 | 0.1 | |||||||||||
4,156,000 | (1) | Societe Generale SA, 2.625%, 09/16/2020 | 4,100,811 | 0.1 | ||||||||||
2,550,000 | (1) | Standard Chartered PLC, 3.885%, 03/15/2024 | 2,530,434 | 0.1 | ||||||||||
5,808,000 | (1),(2) | Standard Chartered PLC, 4.300%, 02/19/2027 | 5,695,145 | 0.1 | ||||||||||
3,930,000 | Standard Chartered PLC, 5.300%, 01/09/2043 | 4,075,364 | 0.1 | |||||||||||
2,217,000 | Sumitomo Mitsui Financial Group, Inc., 2.442%, 10/19/2021 | 2,153,852 | 0.0 | |||||||||||
300,000 | Sumitomo Mitsui Financial Group, Inc., 3.010%, 10/19/2026 | 282,042 | 0.0 | |||||||||||
4,226,000 | Sumitomo Mitsui Financial Group, Inc., 3.364%, 07/12/2027 | 4,070,863 | 0.1 | |||||||||||
5,910,000 | (1) | Suncorp-Metway Ltd, 2.375%, 11/09/2020 | 5,788,745 | 0.1 | ||||||||||
8,732,000 | Synovus Financial Corp., 3.125%, 11/01/2022 | 8,455,456 | 0.2 | |||||||||||
3,700,000 | Toronto-Dominion Bank/The, 1.900%, 10/24/2019 | 3,651,042 | 0.1 | |||||||||||
1,061,000 | Toronto-Dominion Bank, 3.625%, 09/15/2031 | 1,017,513 | 0.0 | |||||||||||
2,283,000 | Trinity Acquisition PLC, 6.125%, 08/15/2043 | 2,708,547 | 0.1 | |||||||||||
2,000,000 | (1) | Turkiye Vakiflar Bankasi TAO, 5.750%, 01/30/2023 | 1,951,536 | 0.0 |
4,260,000 | (1) | UBS AG/London, 2.450%, 12/01/2020 | 4,185,872 | 0.1 | ||||||||||
3,080,000 | UBS AG/Stamford CT, 2.350%, 03/26/2020 | 3,037,337 | 0.1 | |||||||||||
1,470,000 | UBS AG/Stamford CT, 7.625%, 08/17/2022 | 1,653,750 | 0.0 | |||||||||||
3,180,000 | UBS AG, 5.125%, 05/15/2024 | 3,252,536 | 0.1 | |||||||||||
4,990,000 | (1) | UniCredit SpA, 5.861%, 06/19/2032 | 5,078,373 | 0.1 | ||||||||||
5,900,000 | Wells Fargo & Co., 3.584%, 05/22/2028 | 5,759,875 | 0.1 | |||||||||||
3,741,000 | Wells Fargo & Co., 4.100%, 06/03/2026 | 3,719,512 | 0.1 | |||||||||||
3,631,000 | Wells Fargo & Co., 4.750%, 12/07/2046 | 3,723,053 | 0.1 | |||||||||||
2,511,000 | XLIT Ltd., 5.500%, 03/31/2045 | 2,759,878 | 0.1 | |||||||||||
498,388,276 | 9.1 | |||||||||||||
Industrial: 1.6% | ||||||||||||||
2,695,000 | AECOM, 5.125%, 03/15/2027 | 2,610,781 | 0.0 | |||||||||||
2,020,000 | Amphenol Corp., 3.200%, 04/01/2024 | 1,967,465 | 0.0 | |||||||||||
4,270,000 | (1) | Aviation Capital Group LLC, 2.875%, 01/20/2022 | 4,184,524 | 0.1 | ||||||||||
2,530,000 | BNSF Funding Trust I, 6.613%, 12/15/2055 | 2,827,275 | 0.1 | |||||||||||
3,130,000 | Burlington Northern Santa Fe LLC, 5.150%, 09/01/2043 | 3,625,048 | 0.1 | |||||||||||
4,675,000 | CNH Industrial NV, 4.500%, 08/15/2023 | 4,769,575 | 0.1 | |||||||||||
6,385,000 | (1) | CRH America Finance, Inc., 3.950%, 04/04/2028 | 6,373,406 | 0.1 | ||||||||||
2,715,000 | CSX Corp., 4.650%, 03/01/2068 | 2,640,869 | 0.1 | |||||||||||
200,000 | Empresa de Transporte de Pasajeros Metro SA, 5.000%, 01/25/2047 | 207,000 | 0.0 | |||||||||||
1,000,000 | (1) | Empresa de Transporte de Pasajeros Metro SA, 5.000%, 01/25/2047 | 1,035,000 | 0.0 | ||||||||||
5,000,000 | FedEx Corp., 4.050%, 02/15/2048 | 4,705,494 | 0.1 | |||||||||||
2,647,000 | FedEx Corp., 4.400%, 01/15/2047 | 2,619,562 | 0.0 | |||||||||||
3,232,000 | General Electric Co., 4.500%, 03/11/2044 | 3,183,493 | 0.1 | |||||||||||
3,588,000 | General Electric Co., 5.000%, 12/31/2199 | 3,556,605 | 0.1 | |||||||||||
600,000 | (1) | Kazakhstan Temir Zholy Finance BV, 6.950%, 07/10/2042 | 672,624 | 0.0 | ||||||||||
1,625,000 | Norfolk Southern Corp., 4.150%, 02/28/2048 | 1,613,961 | 0.0 | |||||||||||
4,550,000 | Northrop Grumman Corp., 2.930%, 01/15/2025 | 4,366,920 | 0.1 | |||||||||||
4,337,000 | Northrop Grumman Corp., 4.030%, 10/15/2047 | 4,173,327 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
5,190,000 | (1),(2) | Novelis Corp., 5.875%, 09/30/2026 | 5,125,125 | 0.1 | ||||||||||
2,190,000 | (1) | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/2023 | 2,270,756 | 0.0 | ||||||||||
2,335,000 | Rockwell Collins, Inc., 3.200%, 03/15/2024 | 2,271,711 | 0.0 | |||||||||||
1,445,000 | Rockwell Collins, Inc., 3.500%, 03/15/2027 | 1,395,849 | 0.0 | |||||||||||
2,570,000 | (1) | SMBC Aviation Capital Finance DAC, 2.650%, 07/15/2021 | 2,504,967 | 0.0 | ||||||||||
5,055,000 | (1) | Standard Industries, Inc./NJ, 5.000%, 02/15/2027 | 4,919,476 | 0.1 | ||||||||||
1,000,000 | Transnet SOC Ltd., 4.000%, 07/26/2022 | 977,208 | 0.0 | |||||||||||
3,920,000 | United Parcel Service, Inc., 2.050%, 04/01/2021 | 3,834,849 | 0.1 | |||||||||||
2,690,000 | United Parcel Service, Inc., 2.500%, 04/01/2023 | 2,607,423 | 0.0 | |||||||||||
9,571,000 | United Parcel Service, Inc., 3.050%, 11/15/2027 | 9,216,846 | 0.2 | |||||||||||
90,257,139 | 1.6 | |||||||||||||
Technology: 2.2% | ||||||||||||||
2,052,000 | Analog Devices, Inc., 3.500%, 12/05/2026 | 2,003,031 | 0.0 | |||||||||||
3,530,000 | Apple, Inc., 2.000%, 11/13/2020 | 3,469,325 | 0.1 | |||||||||||
5,120,000 | (2) | Apple, Inc., 2.400%, 01/13/2023 | 4,973,551 | 0.1 | ||||||||||
3,700,000 | Apple, Inc., 2.750%, 01/13/2025 | 3,562,373 | 0.1 | |||||||||||
5,925,000 | Apple, Inc., 3.000%, 06/20/2027 | 5,714,572 | 0.1 | |||||||||||
7,148,000 | Apple, Inc., 3.000%, 11/13/2027 | 6,849,496 | 0.1 | |||||||||||
4,703,000 | Apple, Inc., 3.350%, 02/09/2027 | 4,648,349 | 0.1 | |||||||||||
4,490,000 | Apple, Inc., 3.750%, 09/12/2047 | 4,342,448 | 0.1 | |||||||||||
2,000,000 | (2) | Apple, Inc., 3.750%, 11/13/2047 | 1,932,488 | 0.0 | ||||||||||
963,000 | Apple, Inc., 4.450%, 05/06/2044 | 1,039,303 | 0.0 | |||||||||||
7,366,000 | Apple, Inc., 4.650%, 02/23/2046 | 8,116,491 | 0.2 | |||||||||||
3,110,000 | Broadcom Corp. / Broadcom Cayman Finance Ltd., 3.625%, 01/15/2024 | 3,062,135 | 0.1 | |||||||||||
2,520,000 | CDW LLC / CDW Finance Corp., 5.000%, 09/01/2025 | 2,520,000 | 0.0 | |||||||||||
1,608,000 | (1) | Dell International LLC / EMC Corp., 4.420%, 06/15/2021 | 1,650,331 | 0.0 | ||||||||||
7,406,000 | (1) | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | 7,856,524 | 0.1 | ||||||||||
4,880,000 | (1) | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | 5,260,797 | 0.1 |
4,935,000 | (1) | First Data Corp., 5.750%, 01/15/2024 | 4,984,350 | 0.1 | ||||||||||
1,544,000 | Hewlett Packard Enterprise Co., 4.400%, 10/15/2022 | 1,599,059 | 0.0 | |||||||||||
2,289,000 | International Business Machines Corp., 2.875%, 11/09/2022 | 2,259,623 | 0.0 | |||||||||||
4,100,000 | IBM Credit LLC, 3.000%, 02/06/2023 | 4,058,135 | 0.1 | |||||||||||
3,100,000 | Intel Corp., 2.875%, 05/11/2024 | 3,031,829 | 0.1 | |||||||||||
1,241,000 | KLA-Tencor Corp., 4.125%, 11/01/2021 | 1,277,060 | 0.0 | |||||||||||
4,477,000 | Microsoft Corp., 3.700%, 08/08/2046 | 4,420,323 | 0.1 | |||||||||||
5,345,000 | Microsoft Corp., 4.250%, 02/06/2047 | 5,754,549 | 0.1 | |||||||||||
4,216,000 | Microsoft Corp., 4.450%, 11/03/2045 | 4,670,351 | 0.1 | |||||||||||
2,062,000 | Oracle Corp., 3.850%, 07/15/2036 | 2,043,840 | 0.0 | |||||||||||
3,780,000 | Oracle Corp., 4.000%, 11/15/2047 | 3,740,729 | 0.1 | |||||||||||
2,995,000 | Oracle Corp., 4.300%, 07/08/2034 | 3,163,859 | 0.1 | |||||||||||
4,700,000 | Qualcomm, Inc., 1.850%, 05/20/2019 | 4,668,004 | 0.1 | |||||||||||
2,760,000 | Qualcomm, Inc., 3.250%, 05/20/2027 | 2,625,013 | 0.0 | |||||||||||
2,985,000 | Western Digital Corp., 4.750%, 02/15/2026 | 2,984,030 | 0.1 | |||||||||||
118,281,968 | 2.2 | |||||||||||||
Utilities: 2.8% | ||||||||||||||
2,200,000 | Alabama Power Co., 5.700%, 02/15/2033 | 2,658,048 | 0.1 | |||||||||||
1,927,000 | Ameren Corp., 2.700%, 11/15/2020 | 1,907,460 | 0.0 | |||||||||||
8,500,000 | (1) | American Transmission Systems, Inc., 5.000%, 09/01/2044 | 9,584,493 | 0.2 | ||||||||||
1,432,000 | Baltimore Gas & Electric Co., 3.350%, 07/01/2023 | 1,439,742 | 0.0 | |||||||||||
4,000,000 | (1) | Berkshire Hathaway Energy Co., 3.800%, 07/15/2048 | 3,822,243 | 0.1 | ||||||||||
1,720,000 | Black Hills Corp., 4.250%, 11/30/2023 | 1,775,029 | 0.0 | |||||||||||
5,315,000 | (1) | Calpine Corp., 5.250%, 06/01/2026 | 5,148,906 | 0.1 | ||||||||||
566,000 | CenterPoint Energy Houston Electric LLC, 3.550%, 08/01/2042 | 538,267 | 0.0 | |||||||||||
2,166,000 | (1) | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | 2,073,389 | 0.0 | ||||||||||
1,750,000 | Comision Federal de Electricidad, 4.750%, 02/23/2027 | 1,760,938 | 0.0 | |||||||||||
1,400,000 | (1) | Comision Federal de Electricidad, 4.750%, 02/23/2027 | 1,408,750 | 0.0 | ||||||||||
4,990,000 | Commonwealth Edison Co., 3.750%, 08/15/2047 | 4,787,104 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
2,009,000 | Consolidated Edison Co. of New York, Inc., 2.900%, 12/01/2026 | 1,919,893 | 0.0 | |||||||||||
1,864,000 | Consolidated Edison Co. of New York, Inc., 4.000%, 11/15/2057 | 1,827,622 | 0.0 | |||||||||||
1,539,000 | Duke Energy Carolinas LLC, 2.950%, 12/01/2026 | 1,485,435 | 0.0 | |||||||||||
2,340,000 | Duke Energy Carolinas LLC, 3.700%, 12/01/2047 | 2,257,375 | 0.0 | |||||||||||
3,032,000 | Duke Energy Carolinas LLC, 3.875%, 03/15/2046 | 2,994,071 | 0.1 | |||||||||||
1,760,000 | Duke Energy Corp., 2.100%, 06/15/2018 | 1,758,297 | 0.0 | |||||||||||
6,200,000 | Duke Energy Corp., 3.950%, 08/15/2047 | 5,832,537 | 0.1 | |||||||||||
7,300,000 | (1) | Enel Finance International NV, 3.500%, 04/06/2028 | 6,841,950 | 0.1 | ||||||||||
3,100,000 | Entergy Arkansas, Inc., 3.500%, 04/01/2026 | 3,093,586 | 0.1 | |||||||||||
782,000 | Entergy Texas, Inc., 7.125%, 02/01/2019 | 807,697 | 0.0 | |||||||||||
12,000,000 | �� | Eversource Energy, 3.300%, 01/15/2028 | 11,578,110 | 0.2 | ||||||||||
3,617,000 | Exelon Corp., 3.497%, 06/01/2022 | 3,584,634 | 0.1 | |||||||||||
3,475,000 | FirstEnergy Corp., 2.850%, 07/15/2022 | 3,372,869 | 0.1 | |||||||||||
1,519,000 | FirstEnergy Corp., 4.250%, 03/15/2023 | 1,556,687 | 0.0 | |||||||||||
830,000 | FirstEnergy Corp., 7.375%, 11/15/2031 | 1,093,371 | 0.0 | |||||||||||
4,400,000 | Fortis, Inc./Canada, 3.055%, 10/04/2026 | 4,082,572 | 0.1 | |||||||||||
4,400,000 | Interstate Power & Light Co., 3.250%, 12/01/2024 | 4,337,676 | 0.1 | |||||||||||
4,199,000 | (1) | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | 4,326,268 | 0.1 | ||||||||||
618,000 | Metropolitan Edison Co., 7.700%, 01/15/2019 | 642,137 | 0.0 | |||||||||||
3,160,000 | Mississippi Power Co., 3.950%, 03/30/2028 | 3,183,905 | 0.1 | |||||||||||
2,412,000 | Mississippi Power Co., 4.250%, 03/15/2042 | 2,365,249 | 0.1 | |||||||||||
790,000 | Mississippi Power Co., 4.750%, 10/15/2041 | 792,064 | 0.0 | |||||||||||
709,000 | Nevada Power Co., 7.125%, 03/15/2019 | 737,223 | 0.0 | |||||||||||
1,402,000 | NextEra Energy Capital Holdings, Inc., 3.625%, 06/15/2023 | 1,409,352 | 0.0 | |||||||||||
1,901,000 | NiSource, Inc., 5.950%, 06/15/2041 | 2,287,087 | 0.1 | |||||||||||
490,000 | (1),(2) | NRG Energy, Inc., 5.750%, 01/15/2028 | 480,200 | 0.0 | ||||||||||
2,000,000 | NRG Energy, Inc., 6.250%, 05/01/2024 | 2,070,000 | 0.0 | |||||||||||
3,000,000 | Ohio Power Co., 4.150%, 04/01/2048 | 3,059,466 | 0.1 | |||||||||||
980,000 | Oncor Electric Delivery Co. LLC, 6.800%, 09/01/2018 | 995,590 | 0.0 |
2,780,000 | (1) | Pacific Gas & Electric Co., 3.300%, 12/01/2027 | 2,634,294 | 0.1 | ||||||||||
1,947,000 | Pacific Gas & Electric Co., 5.800%, 03/01/2037 | 2,264,269 | 0.0 | |||||||||||
1,946,000 | Pacific Gas & Electric Co., 6.050%, 03/01/2034 | 2,322,986 | 0.1 | |||||||||||
999,000 | Pennsylvania Electric Co., 5.200%, 04/01/2020 | 1,033,362 | 0.0 | |||||||||||
3,300,000 | Perusahaan Listrik Negara PT, 4.125%, 05/15/2027 | 3,181,079 | 0.1 | |||||||||||
2,050,000 | (1) | Perusahaan Listrik Negara PT, 4.125%, 05/15/2027 | 1,976,125 | 0.0 | ||||||||||
800,000 | Perusahaan Listrik Negara PT, 5.500%, 11/22/2021 | 848,400 | 0.0 | |||||||||||
4,035,000 | Pinnacle West Capital Corp., 2.250%, 11/30/2020 | 3,940,861 | 0.1 | |||||||||||
2,173,000 | PSEG Power LLC, 2.450%, 11/15/2018 | 2,168,904 | 0.0 | |||||||||||
3,937,000 | Sempra Energy, 3.800%, 02/01/2038 | 3,716,174 | 0.1 | |||||||||||
1,581,000 | Southern California Edison Co., 3.500%, 10/01/2023 | 1,598,631 | 0.0 | |||||||||||
3,500,000 | Southern Co. Gas Capital Corp., 4.400%, 05/30/2047 | 3,554,685 | 0.1 | |||||||||||
1,050,000 | Virginia Electric & Power Co., 3.800%, 04/01/2028 | 1,064,504 | 0.0 | |||||||||||
2,009,000 | Virginia Electric & Power Co., 2.950%, 11/15/2026 | 1,908,981 | 0.0 | |||||||||||
3,010,000 | Wisconsin Public Service Corp., 1.650%, 12/04/2018 | 2,991,911 | 0.1 | |||||||||||
152,882,458 | 2.8 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $1,825,331,669) | 1,794,448,076 | 32.7 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 11.5% | ||||||||||||||
2,808,625 | Alternative Loan Trust 2004-J7 MI, 2.892%, (US0001M + 1.020%), 10/25/2034 | 2,525,376 | 0.1 | |||||||||||
3,823,036 | Alternative Loan Trust 2005-10CB 1A1, 2.372%, (US0001M + 0.500%), 05/25/2035 | 3,411,496 | 0.1 | |||||||||||
3,211,519 | Alternative Loan Trust 2005-51 3A2A, 2.573%, (12MTA + 1.290%), 11/20/2035 | 3,113,403 | 0.1 | |||||||||||
992,108 | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/2035 | 924,512 | 0.0 | |||||||||||
1,236,874 | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035 | 1,190,404 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
2,272,990 | Alternative Loan Trust 2005-J2 1A12, 2.272%, (US0001M + 0.400%), 04/25/2035 | 2,021,523 | 0.0 | |||||||||||
1,003,323 | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | 810,091 | 0.0 | |||||||||||
230,258 | Alternative Loan Trust 2006-18CB A10, 2.272%, (US0001M + 0.400%), 07/25/2036 | 161,275 | 0.0 | |||||||||||
1,409,224 | Alternative Loan Trust 2006-19CB A28, 2.472%, (US0001M + 0.600%), 08/25/2036 | 1,057,313 | 0.0 | |||||||||||
1,373,718 | Alternative Loan Trust 2006-HY11 A1, 1.992%, (US0001M + 0.120%), 06/25/2036 | 1,255,216 | 0.0 | |||||||||||
1,493,295 | Alternative Loan Trust 2007-23CB A3, 2.372%, (US0001M + 0.500%), 09/25/2037 | 995,196 | 0.0 | |||||||||||
3,805,070 | Alternative Loan Trust 2007-2CB 2A1, 2.472%, (US0001M + 0.600%), 03/25/2037 | 2,690,211 | 0.1 | |||||||||||
1,510,268 | Alternative Loan Trust 2007-3T1 1A11, 6.000%, 04/25/2037 | 1,161,783 | 0.0 | |||||||||||
1,369,230 | Alternative Loan Trust 2007-8CB A3, 2.372%, (US0001M + 0.500%), 05/25/2037 | 954,192 | 0.0 | |||||||||||
2,037,104 | American Home Mortgage Assets Trust 2007-4 A4, 2.162%, (US0001M + 0.290%), 08/25/2037 | 1,832,619 | 0.0 | |||||||||||
115,214 | (1),(3) | Angel Oak Mortgage Trust LLC 2015-1 A, 4.500%, 11/25/2045 | 114,905 | 0.0 | ||||||||||
1,391,278 | Banc of America Funding 2007-2 1A16 Trust, 2.472%, (US0001M + 0.600%), 03/25/2037 | 1,130,973 | 0.0 | |||||||||||
1,462,088 | (4) | Banc of America Mortgage 2007-2 A8 Trust, 6.000%, 05/25/2037 | 271,473 | 0.0 | ||||||||||
2,242,766 | Bear Stearns ALT-A Trust 2005-4 23A1, 3.688%, 05/25/2035 | 2,263,964 | 0.1 | |||||||||||
2,892,417 | Bear Stearns ALT-A Trust 2005-7 21A1, 3.684%, 09/25/2035 | 2,942,107 | 0.1 | |||||||||||
5,561,809 | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 2.062%, (US0001M + 0.190%), 01/25/2037 | 5,266,318 | 0.1 | |||||||||||
710,854 | (1) | Bellemeade Re Ltd. 2015-1A M2, 6.172%, (US0001M + 4.300%), 07/25/2025 | 723,619 | 0.0 |
3,104,455 | CHL Mortgage Pass-Through Trust 2004-22 A3, 3.491%, 11/25/2034 | 3,098,412 | 0.1 | |||||||||||
948,234 | CHL Mortgage Pass-Through Trust 2007-7 A7, 5.750%, 06/25/2037 | 839,680 | 0.0 | |||||||||||
2,007,961 | Citicorp Mortgage Securities Trust Series 2006-3 1A4, 6.000%, 06/25/2036 | 2,034,451 | 0.0 | |||||||||||
2,513,630 | Citigroup Mortgage Loan Trust 2006-AR9 2A, 3.743%, 11/25/2036 | 2,202,323 | 0.1 | |||||||||||
917,249 | Citigroup Mortgage Loan Trust 2007-10 22AA, 3.465%, 09/25/2037 | 867,806 | 0.0 | |||||||||||
2,811,000 | (1) | Citigroup Mortgage Loan Trust 2010-7 3A5, 5.500%, 12/25/2035 | 2,947,931 | 0.1 | ||||||||||
1,683,613 | (1) | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058 | 1,755,188 | 0.0 | ||||||||||
2,869,000 | (1) | COLT 2018-1 M1 Mortgage Loan Trust, 3.661%, 02/25/2048 | 2,876,119 | 0.1 | ||||||||||
697,953 | Countrywide Alternative Loan Trust 2005-53T2 2A6, 2.372%, (US0001M + 0.500%), 11/25/2035 | 431,603 | 0.0 | |||||||||||
7,750,000 | Countrywide Asset-Backed Certificates 2005-IM1 M1, 2.592%, (US0001M + 0.720%), 11/25/2035 | 7,645,311 | 0.2 | |||||||||||
2,666,090 | (1) | CSMC Series 2008-2R 1A1, 6.000%, 07/25/2037 | 2,506,895 | 0.1 | ||||||||||
1,360,000 | (1) | Deephaven Residential Mortgage Trust 2018-1A M1, 3.939%, 12/25/2057 | 1,363,327 | 0.0 | ||||||||||
119,317,643 | (4) | Deutsche ALT-A Securities, Inc. ALT 07-AB1 X, 1.065%, 04/25/2037 | 4,748,866 | 0.1 | ||||||||||
2,575,800 | DSLA Mortgage Loan Trust 2005-AR4 2A1B, 2.088%, (US0001M + 0.280%), 08/19/2045 | 2,249,776 | 0.1 | |||||||||||
6,361,143 | (4) | Fannie Mae 2008-12 SC, 4.479%, (-1.000*US0001M + 6.350%), 03/25/2038 | 936,425 | 0.0 | ||||||||||
7,640,562 | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | 8,243,728 | 0.2 | |||||||||||
1,307,229 | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | 1,285,362 | 0.0 | |||||||||||
4,919,751 | Fannie Mae 2012-66 EP, 4.000%, 06/25/2042 | 5,099,097 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
6,534,000 | Fannie Mae 2013-116 UB, 4.000%, 11/25/2043 | 6,745,009 | 0.1 | |||||||||||
4,297,786 | Fannie Mae 2013-20 DL, 4.000%, 03/25/2033 | 4,484,686 | 0.1 | |||||||||||
37,966,878 | (4) | Fannie Mae 2016-82 SD, 4.179%, (-1.000*US0001M + 6.050%), 11/25/2046 | 5,581,332 | 0.1 | ||||||||||
9,022,127 | Fannie Mae 2016-88 EA, 3.500%, 01/25/2045 | 9,079,159 | 0.2 | |||||||||||
4,600,000 | Fannie Mae Connecticut Avenue Securities 16-C06 1M2, 6.122%, (US0001M + 4.250%), 04/25/2029 | 5,219,244 | 0.1 | |||||||||||
7,434,000 | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 5.522%, (US0001M + 3.650%), 09/25/2029 | 8,097,331 | 0.2 | |||||||||||
2,650,000 | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 4.872%, (US0001M + 3.000%), 10/25/2029 | 2,813,844 | 0.1 | |||||||||||
2,500,000 | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 4.722%, (US0001M + 2.850%), 11/25/2029 | 2,606,106 | 0.1 | |||||||||||
10,500,000 | Fannie Mae Connecticut Avenue Securities 2017-C05 1M2, 4.072%, (US0001M + 2.200%), 01/25/2030 | 10,646,872 | 0.2 | |||||||||||
7,200,000 | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 4.272%, (US0001M + 2.400%), 05/25/2030 | 7,315,618 | 0.1 | |||||||||||
9,750,000 | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 4.372%, (US0001M + 2.500%), 05/25/2030 | 9,912,172 | 0.2 | |||||||||||
1,500,000 | Fannie Mae Connecticut Avenue Securities 2018-C02 2M2, 4.072%, (US0001M + 2.200%), 08/25/2030 | 1,509,674 | 0.0 | |||||||||||
13,500,000 | Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2, 4.122%, (US0001M + 2.250%), 07/25/2030 | 13,690,860 | 0.3 | |||||||||||
36,094 | Fannie Mae Grantor Trust 1998-T2 A6, 1.071%, (US0001M + 0.550%), 01/25/2032 | 37,149 | 0.0 |
13,010 | (4) | Fannie Mae Interest Strip Series 343 22, 4.000%, 11/25/2018 | 67 | 0.0 | ||||||||||
580,068 | (4) | Fannie Mae Interest Strip Series 418 20, 3.000%, 05/25/2043 | 85,650 | 0.0 | ||||||||||
2,065,016 | (4) | Fannie Mae Interest Strip Series 418 59, 3.000%, 08/25/2028 | 186,153 | 0.0 | ||||||||||
216,028 | Fannie Mae REMIC Trust 1999-33 Z, 6.000%, 07/25/2029 | 232,927 | 0.0 | |||||||||||
315,951 | (4) | Fannie Mae REMIC Trust 1999-6 SE, 5.877%, (-1.000*US0001M + 7.685%), 02/17/2029 | 31,241 | 0.0 | ||||||||||
171,419 | Fannie Mae REMIC Trust 2001-15 Z, 6.000%, 04/25/2031 | 184,841 | 0.0 | |||||||||||
1,730,605 | Fannie Mae REMIC Trust 2003-105 AZ, 5.500%, 10/25/2033 | 1,879,303 | 0.0 | |||||||||||
526,211 | Fannie Mae REMIC Trust 2003-45 FJ, 3.164%, (US0001M + 1.500%), 06/25/2033 | 549,419 | 0.0 | |||||||||||
2,229,972 | (4) | Fannie Mae REMIC Trust 2003-66 SA, 5.779%, (-1.000*US0001M + 7.650%), 07/25/2033 | 413,723 | 0.0 | ||||||||||
379,660 | (4) | Fannie Mae REMIC Trust 2003-74 IO, 6.000%, 08/25/2033 | 88,498 | 0.0 | ||||||||||
1,124,319 | Fannie Mae REMIC Trust 2003-84 PZ, 5.000%, 09/25/2033 | 1,192,347 | 0.0 | |||||||||||
14,273 | Fannie Mae REMIC Trust 2004-10 SC, 21.114%, (-4.000*US0001M + 28.600%), 02/25/2034 | 15,499 | 0.0 | |||||||||||
1,642,106 | Fannie Mae REMIC Trust 2004-50 VZ, 5.500%, 07/25/2034 | 1,753,157 | 0.0 | |||||||||||
34,609 | Fannie Mae REMIC Trust 2004-56 FE, 2.322%, (US0001M + 0.450%), 10/25/2033 | 34,688 | 0.0 | |||||||||||
852,493 | Fannie Mae REMIC Trust 2004-7 Z, 5.500%, 02/25/2034 | 939,088 | 0.0 | |||||||||||
1,802,425 | Fannie Mae REMIC Trust 2004-75 ZG, 4.500%, 10/25/2034 | 1,892,533 | 0.0 | |||||||||||
237,842 | Fannie Mae REMIC Trust 2004-79 S, 14.653%, (-2.750*US0001M + 19.800%), 08/25/2032 | 251,239 | 0.0 | |||||||||||
80,932 | Fannie Mae REMIC Trust 2004-W10 A5, 5.500%, 08/25/2034 | 81,195 | 0.0 | |||||||||||
4,339,063 | Fannie Mae REMIC Trust 2005-25 Z, 5.000%, 04/25/2035 | 4,611,787 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
91,888 | Fannie Mae REMIC Trust 2005-74 NP, 15.915%, (-3.782*US0001M + 22.992%), 01/25/2035 | 98,011 | 0.0 | |||||||||||
234,766 | Fannie Mae REMIC Trust 2006-104 ES, 24.093%, (-5.000*US0001M + 33.450%), 11/25/2036 | 392,101 | 0.0 | |||||||||||
4,427,891 | (4) | Fannie Mae REMIC Trust 2006-12 SD, 4.879%, (-1.000*US0001M + 6.750%), 10/25/2035 | 588,461 | 0.0 | ||||||||||
1,210,724 | (4) | Fannie Mae REMIC Trust 2006-123 UI, 4.869%, (-1.000*US0001M + 6.740%), 01/25/2037 | 215,305 | 0.0 | ||||||||||
338,793 | (4) | Fannie Mae REMIC Trust 2006-72 HS, 4.829%, (-1.000*US0001M + 6.700%), 08/25/2026 | 40,964 | 0.0 | ||||||||||
86,090 | Fannie Mae REMIC Trust 2007-10 Z, 6.000%, 02/25/2037 | 95,360 | 0.0 | |||||||||||
6,300,723 | (4) | Fannie Mae REMIC Trust 2007-91 AS, 4.529%, (-1.000*US0001M + 6.400%), 10/25/2037 | 1,039,769 | 0.0 | ||||||||||
2,820,362 | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | 2,942,168 | 0.1 | |||||||||||
13,953,624 | Fannie Mae REMIC Trust 2009-50 HZ, 5.557%, 02/25/2049 | 14,803,919 | 0.3 | |||||||||||
3,572,168 | (4) | Fannie Mae REMIC Trust 2009-90 TS, 4.279%, (-1.000*US0001M + 6.150%), 11/25/2039 | 505,161 | 0.0 | ||||||||||
5,366,247 | (4) | Fannie Mae REMIC Trust 2010-118 GS, 4.079%, (-1.000*US0001M + 5.950%), 10/25/2039 | 400,213 | 0.0 | ||||||||||
8,695,211 | (4) | Fannie Mae REMIC Trust 2010-123 SL, 4.199%, (-1.000*US0001M + 6.070%), 11/25/2040 | 1,169,516 | 0.0 | ||||||||||
9,209,313 | (4) | Fannie Mae REMIC Trust 2010-41 SB, 4.529%, (-1.000*US0001M + 6.400%), 05/25/2040 | 1,372,219 | 0.0 | ||||||||||
2,671,207 | (4) | Fannie Mae REMIC Trust 2010-43 VS, 4.579%, (-1.000*US0001M + 6.450%), 05/25/2040 | 409,961 | 0.0 | ||||||||||
11,049,000 | Fannie Mae REMIC Trust 2010-59 PC, 5.000%, 06/25/2040 | 11,818,872 | 0.2 |
2,933,302 | (4) | Fannie Mae REMIC Trust 2011-102 SA, 4.729%, (-1.000*US0001M + 6.600%), 10/25/2041 | 476,866 | 0.0 | ||||||||||
3,922,480 | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041 | 4,004,856 | 0.1 | |||||||||||
4,151,022 | (4) | Fannie Mae REMIC Trust 2011-93 GS, 4.679%, (-1.000*US0001M + 6.550%), 04/25/2039 | 717,376 | 0.0 | ||||||||||
1,993,245 | (4) | Fannie Mae REMIC Trust 2012-103 IT, 4.000%, 04/25/2041 | 252,204 | 0.0 | ||||||||||
10,803,640 | (4) | Fannie Mae REMIC Trust 2012-122 SB, 4.279%, (-1.000*US0001M + 6.150%), 11/25/2042 | 2,009,855 | 0.0 | ||||||||||
6,279,180 | (4) | Fannie Mae REMIC Trust 2012-128 LI, 3.500%, 06/25/2042 | 659,364 | 0.0 | ||||||||||
10,494,384 | (4) | Fannie Mae REMIC Trust 2012-133 AS, 4.329%, (-1.000*US0001M + 6.200%), 10/25/2042 | 1,534,345 | 0.0 | ||||||||||
1,703,688 | (4) | Fannie Mae REMIC Trust 2012-149 GI, 3.500%, 06/25/2042 | 204,051 | 0.0 | ||||||||||
8,163,415 | (4) | Fannie Mae REMIC Trust 2012-15 SP, 4.749%, (-1.000*US0001M + 6.620%), 06/25/2040 | 931,758 | 0.0 | ||||||||||
4,123,777 | (4) | Fannie Mae REMIC Trust 2012-24 HS, 4.679%, (-1.000*US0001M + 6.550%), 09/25/2040 | 544,840 | 0.0 | ||||||||||
9,533,175 | (4) | Fannie Mae REMIC Trust 2012-30 QS, 4.729%, (-1.000*US0001M + 6.600%), 04/25/2031 | 1,165,514 | 0.0 | ||||||||||
2,414,884 | (4) | Fannie Mae REMIC Trust 2012-68 YS, 4.829%, (-1.000*US0001M + 6.700%), 07/25/2042 | 410,868 | 0.0 | ||||||||||
3,762,992 | (4) | Fannie Mae REMIC Trust 2013-26 JS, 4.329%, (-1.000*US0001M + 6.200%), 10/25/2032 | 559,205 | 0.0 | ||||||||||
12,866,800 | (4) | Fannie Mae REMIC Trust 2013-60 DS, 4.329%, (-1.000*US0001M + 6.200%), 06/25/2033 | 2,045,923 | 0.1 | ||||||||||
12,171,811 | (4) | Fannie Mae REMIC Trust 2013-9 SM, 4.379%, (-1.000*US0001M + 6.250%), 02/25/2033 | 1,683,416 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
8,736,582 | (4) | Fannie Mae REMIC Trust 2014-17 DS, 4.329%, (-1.000*US0001M + 6.200%), 02/25/2043 | 1,154,442 | 0.0 | ||||||||||
4,338,961 | (4) | Fannie Mae REMIC Trust 2014-28 BS, 4.329%, (-1.000*US0001M + 6.200%), 08/25/2043 | 630,482 | 0.0 | ||||||||||
3,019,000 | Fannie Mae REMIC Trust 2015-17 MK, 2.500%, 12/25/2041 | 2,590,477 | 0.1 | |||||||||||
32,071,337 | (4) | Fannie Mae REMIC Trust 2015-9 IO, 5.500%, 03/25/2045 | 7,573,848 | 0.2 | ||||||||||
4,671,585 | Fannie Mae REMICS Trust 2010-53 JZ, 5.000%, 07/25/2040 | 5,065,964 | 0.1 | |||||||||||
2,234,354 | (4) | Fannie Mae Series 2013-72 YS, 4.279%, (-1.000*US0001M + 6.150%), 07/25/2033 | 389,742 | 0.0 | ||||||||||
791,722 | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A5, 2.172%, (US0001M + 0.300%), 12/25/2036 | 507,712 | 0.0 | |||||||||||
791,722 | (4) | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A9, 4.829%, (-1.000*US0001M + 6.700%), 12/25/2036 | 189,278 | 0.0 | ||||||||||
924,032 | First Horizon Alternative Mortgage Securities Trust 2006-FA8 1A11, 6.000%, 02/25/2037 | 746,415 | 0.0 | |||||||||||
2,000,000 | (1) | Flagstar Mortgage Trust 2018-1 B1, 4.069%, 03/25/2048 | 2,013,528 | 0.0 | ||||||||||
2,341,016 | (1) | Flagstar Mortgage Trust 2018-1 B2, 4.069%, 03/25/2048 | 2,322,404 | 0.1 | ||||||||||
2,603,570 | (1) | Flagstar Mortgage Trust 2018-1 B3, 4.069%, 03/25/2048 | 2,512,195 | 0.1 | ||||||||||
37,298,030 | Freddie Mac 326 350, 3.500%, 03/15/2044 | 37,563,272 | 0.7 | |||||||||||
14,384,539 | (4) | Freddie Mac 3510 AS, 4.633%, (-1.000*US0001M + 6.410%), 04/15/2037 | 2,279,311 | 0.1 | ||||||||||
12,732,099 | (4) | Freddie Mac 4191 SA, 4.423%, (-1.000*US0001M + 6.200%), 03/15/2043 | 1,717,207 | 0.0 | ||||||||||
3,605,104 | Freddie Mac 4316 XZ, 4.500%, 03/15/2044 | 3,918,153 | 0.1 | |||||||||||
1,191,735 | Freddie Mac Reference Series R007 ZA, 6.000%, 05/15/2036 | 1,310,264 | 0.0 | |||||||||||
563,166 | Freddie Mac Reference Series R008 ZA, 6.000%, 07/15/2036 | 634,431 | 0.0 | |||||||||||
178,742 | Freddie Mac REMIC Trust 2110 PG, 6.000%, 01/15/2029 | 194,807 | 0.0 |
162,390 | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | 179,209 | 0.0 | |||||||||||
1,107,122 | Freddie Mac REMIC Trust 2143 ZB, 6.000%, 04/15/2029 | 1,248,588 | 0.0 | |||||||||||
213,823 | Freddie Mac REMIC Trust 2472 ZC, 6.000%, 07/15/2032 | 240,207 | 0.0 | |||||||||||
294,255 | Freddie Mac REMIC Trust 2528 KM, 5.500%, 11/15/2022 | 309,441 | 0.0 | |||||||||||
426,017 | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | 462,166 | 0.0 | |||||||||||
177,354 | (4) | Freddie Mac REMIC Trust 2594 IY, 6.000%, 04/15/2033 | 41,405 | 0.0 | ||||||||||
1,145,177 | Freddie Mac REMIC Trust 2845 QH, 5.000%, 08/15/2034 | 1,222,703 | 0.0 | |||||||||||
212,944 | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | 233,910 | 0.0 | |||||||||||
2,338,349 | (4) | Freddie Mac REMIC Trust 2866 GS, 4.823%, (-1.000*US0001M + 6.600%), 09/15/2034 | 125,835 | 0.0 | ||||||||||
818,913 | (4) | Freddie Mac REMIC Trust 2883 SD, 4.923%, (-1.000*US0001M + 6.700%), 10/15/2034 | 49,164 | 0.0 | ||||||||||
327,928 | Freddie Mac REMIC Trust 2930 ZL, 5.000%, 02/15/2035 | 352,281 | 0.0 | |||||||||||
466,346 | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | 501,352 | 0.0 | |||||||||||
8,831,387 | (4) | Freddie Mac REMIC Trust 3045 DI, 4.953%, (-1.000*US0001M + 6.730%), 10/15/2035 | 1,339,110 | 0.0 | ||||||||||
59,938 | Freddie Mac REMIC Trust 3049 NA, 5.000%, 02/15/2035 | 60,475 | 0.0 | |||||||||||
1,826,783 | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | 2,013,555 | 0.0 | |||||||||||
518,448 | (5) | Freddie Mac REMIC Trust 3139 PO, 01/15/2036 | 501,152 | 0.0 | ||||||||||
2,418,759 | (4) | Freddie Mac REMIC Trust 3171 PS, 4.708%, (-1.000*US0001M + 6.485%), 06/15/2036 | 302,151 | 0.0 | ||||||||||
9,814,814 | (4) | Freddie Mac REMIC Trust 3199 S, 4.673%, (-1.000*US0001M + 6.450%), 08/15/2036 | 1,556,552 | 0.0 | ||||||||||
844,276 | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | 923,822 | 0.0 | |||||||||||
401,634 | Freddie Mac REMIC Trust 3394 ZY, 6.000%, 11/15/2037 | 429,248 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
443,811 | (4) | Freddie Mac REMIC Trust 3524 LA, 5.442%, 03/15/2033 | 471,765 | 0.0 | ||||||||||
61,062 | Freddie Mac REMIC Trust 3556 NT, 4.877%, (US0001M + 0.000%), 03/15/2038 | 62,678 | 0.0 | |||||||||||
9,201,972 | Freddie Mac REMIC Trust 3639 ZN, 5.500%, 12/15/2034 | 10,017,656 | 0.2 | |||||||||||
829,348 | Freddie Mac REMIC Trust 3662 ZB, 5.500%, 08/15/2036 | 913,824 | 0.0 | |||||||||||
2,912,876 | (4) | Freddie Mac REMIC Trust 3710 SL, 4.223%, (-1.000*US0001M + 6.000%), 05/15/2036 | 130,515 | 0.0 | ||||||||||
635,570 | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | 691,599 | 0.0 | |||||||||||
25,000,000 | Freddie Mac REMIC Trust 3747 HW, 4.500%, 05/15/2038 | 25,763,280 | 0.5 | |||||||||||
1,000,000 | Freddie Mac REMIC Trust 3753 DC, 3.500%, 09/15/2039 | 1,014,578 | 0.0 | |||||||||||
535,034 | Freddie Mac REMIC Trust 3819 ZY, 6.000%, 10/15/2037 | 569,647 | 0.0 | |||||||||||
2,292,276 | (4) | Freddie Mac REMIC Trust 3856 KS, 4.773%, (-1.000*US0001M + 6.550%), 05/15/2041 | 371,622 | 0.0 | ||||||||||
1,940,461 | (4) | Freddie Mac REMIC Trust 3925 SD, 4.273%, (-1.000*US0001M + 6.050%), 07/15/2040 | 221,792 | 0.0 | ||||||||||
12,344,371 | (4) | Freddie Mac REMIC Trust 3925 SL, 4.273%, (-1.000*US0001M + 6.050%), 01/15/2041 | 1,425,767 | 0.0 | ||||||||||
529,293 | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | 559,101 | 0.0 | |||||||||||
2,974,929 | (4) | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/2040 | 418,557 | 0.0 | ||||||||||
2,854,097 | (4) | Freddie Mac REMIC Trust 4088 CS, 4.223%, (-1.000*US0001M + 6.000%), 08/15/2042 | 486,482 | 0.0 | ||||||||||
10,760,370 | (4) | Freddie Mac REMIC Trust 4161 WI, 3.000%, 02/15/2033 | 1,282,405 | 0.0 | ||||||||||
5,452,625 | (4) | Freddie Mac REMIC Trust 4194 GI, 4.000%, 04/15/2043 | 938,354 | 0.0 | ||||||||||
4,247,500 | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | 4,172,805 | 0.1 | |||||||||||
1,223,996 | Freddie Mac REMIC Trust 4246 ZX, 4.500%, 04/15/2041 | 1,331,027 | 0.0 | |||||||||||
2,806,074 | (4) | Freddie Mac REMIC Trust 4293 KI, 4.500%, 08/15/2043 | 471,400 | 0.0 |
4,558,069 | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | 4,802,476 | 0.1 | |||||||||||
6,118,319 | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | 6,440,728 | 0.1 | |||||||||||
1,916,000 | Freddie Mac REMIC Trust 4370 AD, 3.000%, 08/15/2040 | 1,824,086 | 0.0 | |||||||||||
9,139,376 | (4) | Freddie Mac REMIC Trust 4386 LS, 4.323%, (-1.000*US0001M + 6.100%), 09/15/2044 | 1,473,980 | 0.0 | ||||||||||
10,662,016 | Freddie Mac Series 4348 ZX, 4.250%, 06/15/2044 | 11,005,736 | 0.2 | |||||||||||
4,200,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 6.572%, (US0001M + 4.700%), 04/25/2028 | 5,025,490 | 0.1 | |||||||||||
2,100,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA1 M3, 7.422%, (US0001M + 5.550%), 07/25/2028 | 2,550,784 | 0.1 | |||||||||||
4,800,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA2 M2, 5.322%, (US0001M + 3.450%), 10/25/2029 | 5,226,447 | 0.1 | |||||||||||
9,600,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA3 M2, 4.372%, (US0001M + 2.500%), 03/25/2030 | 9,852,407 | 0.2 | |||||||||||
8,200,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 4.522%, (US0001M + 2.650%), 12/25/2029 | 8,464,175 | 0.2 | |||||||||||
9,120,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 4.222%, (US0001M + 2.350%), 04/25/2030 | 9,245,709 | 0.2 | |||||||||||
9,200,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-DNA1 M2, 3.672%, (US0001M + 1.800%), 07/25/2030 | 9,116,858 | 0.2 | |||||||||||
1,800,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 4.154%, (US0001M + 2.300%), 09/25/2030 | 1,801,262 | 0.0 | |||||||||||
1,321,595 | Freddie Mac Structured Pass Through Certificates T-48 1A, 5.061%, 07/25/2033 | 1,405,377 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
3,713,883 | (1) | Galton Funding Mortgage Trust 2018-1 B1, 3.800%, 11/25/2057 | 3,694,371 | 0.1 | ||||||||||
1,912,137 | Ginnie Mae 2015-3 ZD, 4.000%, 01/20/2045 | 2,026,161 | 0.0 | |||||||||||
10,659 | (4) | Ginnie Mae Series 2001-28 SV, 6.464%, (-1.000*US0001M + 8.250%), 06/16/2031 | 548 | 0.0 | ||||||||||
1,016,264 | (4) | Ginnie Mae Series 2005-7 AH, 4.984%, (-1.000*US0001M + 6.770%), 02/16/2035 | 150,435 | 0.0 | ||||||||||
16,746,861 | (4) | Ginnie Mae Series 2007-41 SL, 4.878%, (-1.000*US0001M + 6.700%), 07/20/2037 | 2,914,915 | 0.1 | ||||||||||
1,776,658 | (4) | Ginnie Mae Series 2008-2 SW, 4.728%, (-1.000*US0001M + 6.550%), 01/20/2038 | 287,396 | 0.0 | ||||||||||
1,146,555 | (4) | Ginnie Mae Series 2008-35 SN, 4.578%, (-1.000*US0001M + 6.400%), 04/20/2038 | 149,955 | 0.0 | ||||||||||
641,379 | (4) | Ginnie Mae Series 2008-40 PS, 4.714%, (-1.000*US0001M + 6.500%), 05/16/2038 | 94,795 | 0.0 | ||||||||||
1,549,975 | (4) | Ginnie Mae Series 2009-25 KS, 4.378%, (-1.000*US0001M + 6.200%), 04/20/2039 | 209,652 | 0.0 | ||||||||||
1,253,457 | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | 1,330,080 | 0.0 | |||||||||||
1,323,621 | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/2039 | 1,410,383 | 0.0 | |||||||||||
3,908,473 | (4) | Ginnie Mae Series 2009-33 SN, 4.478%, (-1.000*US0001M + 6.300%), 05/20/2039 | 203,182 | 0.0 | ||||||||||
10,719,995 | Ginnie Mae Series 2009-33 ZB, 6.000%, 05/20/2039 | 12,501,031 | 0.2 | |||||||||||
2,665,984 | Ginnie Mae Series 2009-34 Z, 4.500%, 05/16/2039 | 2,788,074 | 0.1 | |||||||||||
552,166 | (4) | Ginnie Mae Series 2009-43 HS, 4.378%, (-1.000*US0001M + 6.200%), 06/20/2038 | 28,450 | 0.0 | ||||||||||
3,311,656 | (4) | Ginnie Mae Series 2010-116 NS, 4.864%, (-1.000*US0001M + 6.650%), 09/16/2040 | 460,386 | 0.0 | ||||||||||
8,600,811 | (4) | Ginnie Mae Series 2010-116 SK, 4.798%, (-1.000*US0001M + 6.620%), 08/20/2040 | 1,370,508 | 0.0 | ||||||||||
15,587,607 | (4) | Ginnie Mae Series 2010-149 HS, 4.314%, (-1.000*US0001M + 6.100%), 05/16/2040 | 1,453,678 | 0.0 | ||||||||||
1,826,984 | (4) | Ginnie Mae Series 2010-168 BI, 5.000%, 04/20/2040 | 634,514 | 0.0 |
2,501,014 | (4) | Ginnie Mae Series 2010-68 MS, 4.028%, (-1.000*US0001M + 5.850%), 06/20/2040 | 345,274 | 0.0 | ||||||||||
6,378,689 | (4) | Ginnie Mae Series 2011-72 SA, 3.564%, (-1.000*US0001M + 5.350%), 05/16/2041 | 747,323 | 0.0 | ||||||||||
9,819,623 | (4) | Ginnie Mae Series 2011-73 LS, 4.868%, (-1.000*US0001M + 6.690%), 08/20/2039 | 908,841 | 0.0 | ||||||||||
245,195 | Ginnie Mae Series 2012-43 MA, 4.000%, 10/20/2041 | 248,848 | 0.0 | |||||||||||
1,870,777 | (4) | Ginnie Mae Series 2012-91 QI, 4.500%, 09/20/2041 | 228,923 | 0.0 | ||||||||||
1,388,000 | Ginnie Mae Series 2013-116 KB, 3.500%, 12/20/2042 | 1,396,070 | 0.0 | |||||||||||
12,501,568 | (4) | Ginnie Mae Series 2013-167 PI, 5.500%, 11/20/2043 | 2,521,144 | 0.1 | ||||||||||
3,411,144 | (4) | Ginnie Mae Series 2014-10 GI, 4.500%, 01/16/2029 | 357,291 | 0.0 | ||||||||||
7,500,896 | (4) | Ginnie Mae Series 2014-185 SB, 3.778%, (-1.000*US0001M + 5.600%), 12/20/2044 | 888,066 | 0.0 | ||||||||||
13,023,450 | (4) | Ginnie Mae Series 2014-3 SU, 4.228%, (-1.000*US0001M + 6.050%), 07/20/2039 | 1,822,056 | 0.0 | ||||||||||
11,432,536 | (4) | Ginnie Mae Series 2014-56 SP, 4.414%, (-1.000*US0001M + 6.200%), 12/16/2039 | 1,463,820 | 0.0 | ||||||||||
13,107,981 | (4) | Ginnie Mae Series 2014-58 SG, 3.814%, (-1.000*US0001M + 5.600%), 04/16/2044 | 1,621,907 | 0.0 | ||||||||||
5,407 | GSR Mortgage Loan Trust 2005-5F 8A1, 2.372%, (US0001M + 0.500%), 06/25/2035 | 5,194 | 0.0 | |||||||||||
324,107 | GSR Mortgage Loan Trust 2007-1F 3A13, 6.000%, 01/25/2037 | 305,346 | 0.0 | |||||||||||
3,604,709 | HarborView Mortgage Loan Trust 2007-5 A1A, 1.998%, (US0001M + 0.190%), 09/19/2037 | 3,369,721 | 0.1 | |||||||||||
245,977 | HomeBanc Mortgage Trust 2004-1 2A, 2.732%, (US0001M + 0.860%), 08/25/2029 | 236,620 | 0.0 | |||||||||||
2,000,000 | HomeBanc Mortgage Trust 2005-4 M1, 2.342%, (US0001M + 0.470%), 10/25/2035 | 1,919,778 | 0.0 | |||||||||||
2,265,700 | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 2.082%, (US0001M + 0.210%), 04/25/2046 | 2,104,569 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
3,404,942 | IndyMac INDX Mortgage Loan Trust 2006-AR2 2A1, 2.082%, (US0001M + 0.210%), 02/25/2046 | 2,917,089 | 0.1 | |||||||||||
510,631 | (1) | Jefferies Resecuritization Trust 2009-R6 1A2, 3.652%, 03/26/2036 | 500,488 | 0.0 | ||||||||||
485,707 | JP Morgan Alternative Loan Trust 2005-S1 1A1, 5.500%, 12/25/2035 | 403,101 | 0.0 | |||||||||||
2,846,249 | JP Morgan Mortgage Trust 2005-A4 B1, 3.569%, 07/25/2035 | 2,572,443 | 0.1 | |||||||||||
4,583,281 | (1) | JP Morgan Mortgage Trust 2016-1 B3, 3.881%, 05/25/2046 | 4,587,191 | 0.1 | ||||||||||
2,189,009 | (1) | JP Morgan Mortgage Trust 2017-3 B1, 3.872%, 08/25/2047 | 2,188,537 | 0.1 | ||||||||||
2,096,279 | (1) | JP Morgan Mortgage Trust 2017-3 B2, 3.872%, 08/25/2047 | 2,039,100 | 0.0 | ||||||||||
1,492,886 | (1) | JP Morgan Mortgage Trust 2017-6 B3, 3.857%, 12/25/2048 | 1,433,874 | 0.0 | ||||||||||
2,157,870 | (1) | JP Morgan Mortgage Trust 2018-1 B1, 3.774%, 06/25/2048 | 2,126,063 | 0.1 | ||||||||||
2,077,137 | (1) | JP Morgan Mortgage Trust 2018-1 B2, 3.774%, 06/25/2048 | 2,022,345 | 0.0 | ||||||||||
2,741,941 | (1) | JP Morgan Mortgage Trust 2018-1 B3, 3.774%, 06/25/2048 | 2,603,510 | 0.1 | ||||||||||
18,034,219 | (4) | Lehman Mortgage Trust 2006-7 2A4, 4.679%, (-1.000*US0001M + 6.550%), 11/25/2036 | 3,050,230 | 0.1 | ||||||||||
13,197,087 | (4) | Lehman Mortgage Trust 2006-9 2A5, 4.749%, (-1.000*US0001M + 6.620%), 01/25/2037 | 2,595,622 | 0.1 | ||||||||||
1,573,836 | Lehman XS Trust Series 2005-5N 1A2, 2.232%, (US0001M + 0.360%), 11/25/2035 | 1,404,083 | 0.0 | |||||||||||
5,417,614 | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | 4,875,839 | 0.1 | |||||||||||
1,809,733 | (1) | New Residential Mortgage Loan Trust 2017-3A B2, 4.750%, 04/25/2057 | 1,874,040 | 0.0 | ||||||||||
9,826,000 | Opteum Mortgage Acceptance Corp. Asset Backed Pass-Through Certificates 2005-4 M2, 2.372%, (US0001M + 0.500%), 11/25/2035 | 9,076,061 | 0.2 |
242,068 | Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/2037 | 236,482 | 0.0 | |||||||||||
1,919,081 | (1) | Sequoia Mortgage Trust 2014-3 B3, 3.930%, 10/25/2044 | 1,936,580 | 0.0 | ||||||||||
1,943,609 | (1) | Sequoia Mortgage Trust 2014-4 B3, 3.869%, 11/25/2044 | 1,953,148 | 0.0 | ||||||||||
1,931,438 | (1) | Sequoia Mortgage Trust 2015-2 B3, 3.742%, 05/25/2045 | 1,908,285 | 0.0 | ||||||||||
1,680,592 | (1) | Sequoia Mortgage Trust 2015-3 B3, 3.714%, 07/25/2045 | 1,644,859 | 0.0 | ||||||||||
3,300,000 | (1) | Sequoia Mortgage Trust 2017-CH2 A13, 4.000%, 12/25/2047 | 3,353,413 | 0.1 | ||||||||||
2,897,780 | (1) | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 02/25/2048 | 2,947,617 | 0.1 | ||||||||||
6,567,982 | (1) | Sequoia Mortgage Trust 2018-CH1 B1B, 4.523%, 02/25/2048 | 6,845,763 | 0.1 | ||||||||||
2,705,873 | (1) | Sequoia Mortgage Trust 2018-CH1 B2B, 4.523%, 02/25/2048 | 2,790,272 | 0.1 | ||||||||||
97,893 | Structured Adjustable Rate Mortgage Loan Trust 2004-12 7A3, 3.771%, 09/25/2034 | 99,617 | 0.0 | |||||||||||
1,360,000 | (1),(3) | Verus Securitization Trust 2017-SG1A B1, 3.615%, 11/25/2047 | 1,356,961 | 0.0 | ||||||||||
1,773,000 | (1) | Verus Securitization Trust 2018-1 B1, 3.801%, 01/25/2058 | 1,781,285 | 0.0 | ||||||||||
2,012,774 | Wachovia Mortgage Loan LLC Series 2005-B 2A1, 3.683%, 10/20/2035 | 2,026,048 | 0.0 | |||||||||||
565,407 | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.751%, 10/25/2036 | 523,649 | 0.0 | |||||||||||
4,291,658 | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 A1C3, 2.382%, (US0001M + 0.510%), 08/25/2045 | 4,189,219 | 0.1 | |||||||||||
119,398,909 | (4) | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 1.083%, 08/25/2045 | 3,118,449 | 0.1 | ||||||||||
3,214,507 | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 2.362%, (US0001M + 0.490%), 10/25/2045 | 3,177,103 | 0.1 | |||||||||||
592,712 | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.323%, 10/25/2036 | 579,064 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
1,362,980 | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A4, 3.021%, 11/25/2036 | 1,308,823 | 0.0 | |||||||||||
1,660,612 | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A1, 3.067%, 12/25/2036 | 1,509,565 | 0.0 | |||||||||||
3,839,157 | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A3, 3.067%, 12/25/2036 | 3,489,951 | 0.1 | |||||||||||
2,216,059 | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 3A1, 3.071%, 12/25/2036 | 2,165,796 | 0.1 | |||||||||||
2,176,553 | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.303%, 08/25/2046 | 2,060,518 | 0.1 | |||||||||||
2,937,201 | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.254%, 12/25/2036 | 2,829,703 | 0.1 | |||||||||||
684,457 | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 1A1, 3.056%, 03/25/2037 | 614,886 | 0.0 | |||||||||||
1,926,338 | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 2.917%, 04/25/2037 | 1,759,548 | 0.0 | |||||||||||
2,369,226 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 2A3, 2.772%, (US0001M + 0.900%), 11/25/2035 | 1,946,201 | 0.0 | |||||||||||
2,161,180 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | 1,969,581 | 0.0 | |||||||||||
1,531,968 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 CB3, 5.500%, 07/25/2035 | 1,449,594 | 0.0 | |||||||||||
655,818 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/2035 | 630,323 | 0.0 | |||||||||||
5,773,376 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 2.243%, (12MTA + 0.960%), 08/25/2046 | 4,380,534 | 0.1 |
975,542 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 A3, 2.102%, (US0001M + 0.230%), 01/25/2047 | 897,598 | 0.0 | |||||||||||
2,021,029 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 A4, 2.192%, (US0001M + 0.320%), 01/25/2047 | 1,875,413 | 0.0 | |||||||||||
1,479,065 | Wells Fargo Alternative Loan 2007-PA2 2A1, 2.302%, (US0001M + 0.430%), 06/25/2037 | 1,245,326 | 0.0 | |||||||||||
1,691,310 | Wells Fargo Alternative Loan 2007-PA3 3A1, 6.250%, 07/25/2037 | 1,603,806 | 0.0 | |||||||||||
715,919 | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 4.153%, 04/25/2036 | 668,551 | 0.0 | |||||||||||
1,903,144 | (1) | WinWater Mortgage Loan Trust 2015-5 B4, 3.798%, 08/20/2045 | 1,842,804 | 0.0 | ||||||||||
Total Collateralized Mortgage Obligations | ||||||||||||||
(Cost $631,276,156) | 631,347,004 | 11.5 | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 5.9% | ||||||||||||||
25,311,168 | (4) | BANK 2017-BNK4 XA, 1.453%, 05/15/2050 | 2,355,429 | 0.0 | ||||||||||
12,930,000 | BANK 2017-BNK8 A4, 3.488%, 11/15/2050 | 12,934,422 | 0.2 | |||||||||||
4,880,000 | BANK 2017-BNK8 B, 3.931%, 11/15/2050 | 4,970,430 | 0.1 | |||||||||||
167,655,000 | (4) | BANK 2017-BNK8 XB, 0.176%, 11/15/2050 | 2,587,839 | 0.1 | ||||||||||
2,000,000 | (1) | BAMLL Re-REMIC Trust 2015-FRR11 A705, 1.819%, 09/27/2044 | 1,972,057 | 0.0 | ||||||||||
610,618 | Banc of America Commercial Mortgage Trust 2007-3 B, 5.581%, 06/10/2049 | 618,654 | 0.0 | |||||||||||
92,840,000 | (1),(4) | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/2033 | 3,870,871 | 0.1 | ||||||||||
692,955 | (1) | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 L, 5.405%, 01/12/2041 | 693,889 | 0.0 | ||||||||||
760,000 | (1) | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 M, 5.405%, 01/12/2041 | 756,245 | 0.0 | ||||||||||
760,000 | (1) | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 N, 5.405%, 01/12/2041 | 747,383 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
2,000,000 | (1) | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP18 G, 5.813%, 02/13/2042 | 2,006,476 | 0.0 | ||||||||||
1,981,843 | (1) | Beckman Coulter, Inc. 2000-A A, 7.498%, 12/15/2018 | 1,979,683 | 0.0 | ||||||||||
6,540,000 | (1) | BXMT 2017-FL1 A Ltd., 2.656%, (US0001M + 0.870%), 06/15/2035 | 6,571,871 | 0.1 | ||||||||||
4,520,000 | CCUBS Commercial Mortgage Trust 2017-C1 C, 4.394%, 11/15/2050 | 4,483,177 | 0.1 | |||||||||||
94,200,968 | (4) | CCUBS Commercial Mortgage Trust 2017-C1 XA, 1.022%, 11/15/2050 | 6,543,840 | 0.1 | ||||||||||
25,391,336 | (4) | CD 2016-CD1 Mortgage Trust XA, 1.434%, 08/10/2049 | 2,212,990 | 0.0 | ||||||||||
45,113,000 | (1),(4) | CD 2016-CD1 Mortgage Trust XB, 0.683%, 08/10/2049 | 2,315,853 | 0.0 | ||||||||||
34,186,574 | (4) | CD 2017-CD4 Mortgage Trust XA, 1.326%, 05/10/2050 | 2,964,923 | 0.1 | ||||||||||
2,520,000 | CD 2017-CD6 Mortgage Trust A5, 3.456%, 11/13/2050 | 2,505,161 | 0.0 | |||||||||||
4,280,000 | CD 2017-CD6 Mortgage Trust C, 4.269%, 11/13/2050 | 4,296,314 | 0.1 | |||||||||||
4,500,000 | (1) | CHT 2017-COSMO A Mortgage Trust, 2.707%, (US0001M + 0.930%), 11/15/2036 | 4,515,637 | 0.1 | ||||||||||
4,139,000 | Citigroup Commercial Mortgage Trust 2013-GC17 C, 5.103%, 11/10/2046 | 4,360,878 | 0.1 | |||||||||||
3,430,000 | Citigroup Commercial Mortgage Trust 2014-GC25, 4.531%, 10/10/2047 | 3,417,209 | 0.1 | |||||||||||
3,040,000 | Citigroup Commercial Mortgage Trust 2016-P4 A4, 2.902%, 07/10/2049 | 2,925,121 | 0.1 | |||||||||||
41,635,556 | (4) | Citigroup Commercial Mortgage Trust 2016-P4 XA, 2.005%, 07/10/2049 | 4,895,088 | 0.1 | ||||||||||
65,030,520 | (4) | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.125%, 10/12/2050 | 4,906,800 | 0.1 | ||||||||||
3,940,000 | Citigroup Commercial Mortgage Trust 2017-P8 C, 4.272%, 09/15/2050 | 3,928,756 | 0.1 | |||||||||||
40,674,238 | (4) | Citigroup Commercial Mortgage Trust 2017-P8 XA, 0.932%, 09/15/2050 | 2,769,066 | 0.1 |
5,000,000 | (1) | Citigroup Commercial Mortgage Trust 2018-TBR E, 4.577%, (US0001M + 2.800%), 12/15/2036 | 5,023,173 | 0.1 | ||||||||||
5,075,016 | (4) | COMM 2012-CR1 XA, 1.876%, 05/15/2045 | 314,482 | 0.0 | ||||||||||
30,147,696 | (4) | COMM 2012-CR2 XA, 1.660%, 08/15/2045 | 1,746,022 | 0.0 | ||||||||||
35,795,845 | (4) | COMM 2012-CR4 XA, 1.794%, 10/15/2045 | 2,123,202 | 0.0 | ||||||||||
27,260,000 | (1),(4) | COMM 2012-CR4 XB, 0.596%, 10/15/2045 | 711,914 | 0.0 | ||||||||||
12,981,399 | (1),(4) | COMM 2012-LC4 XA, 2.212%, 12/10/2044 | 772,722 | 0.0 | ||||||||||
189,865,646 | (4) | COMM 2013-CCRE13 XA, 0.901%, 11/10/2046 | 5,877,823 | 0.1 | ||||||||||
4,240,000 | (1) | COMM 2013-CR10 C, 4.789%, 08/10/2046 | 4,306,045 | 0.1 | ||||||||||
4,097,500 | COMM 2014-CCRE18, 4.456%, 07/15/2047 | 4,197,862 | 0.1 | |||||||||||
108,232,173 | (4) | COMM 2014-UBS3 XA, 1.294%, 06/10/2047 | 5,404,887 | 0.1 | ||||||||||
139,537,842 | (1),(4) | COMM 2015-PC1 XA, 0.744%, 07/10/2050 | 4,760,333 | 0.1 | ||||||||||
920,000 | COMM 2016-COR1 C, 4.394%, 10/10/2049 | 910,039 | 0.0 | |||||||||||
69,866,536 | (4) | COMM 2016-CR28 XA, 0.541%, 02/10/2049 | 2,740,305 | 0.1 | ||||||||||
36,455,838 | (4) | COMM 2017-COR2 XA, 1.184%, 09/10/2050 | 3,144,972 | 0.1 | ||||||||||
532,502 | (1) | Credit Suisse First Boston Mortgage Securities Corp. 2004-C2 E, 5.736%, 05/15/2036 | 539,464 | 0.0 | ||||||||||
900,000 | (1) | Credit Suisse First Boston Mortgage Securities Corp. 2004-C2 F, 6.287%, 05/15/2036 | 920,394 | 0.0 | ||||||||||
7,065,000 | (1),(6) | DBRR Re-REMIC Trust 2015-FRR1 B711, 0.000%, 08/28/2045 | 6,605,164 | 0.1 | ||||||||||
2,840,000 | (1) | DBUBS 2011-LC2A D, 5.565%, 07/10/2044 | 2,933,714 | 0.1 | ||||||||||
4,460,000 | (1) | DBJPM 16-C3 Mortgage Trust, 3.494%, 09/10/2049 | 3,818,591 | 0.1 | ||||||||||
16,840,000 | (4) | Freddie Mac Multifamily Structured Pass Through Certificates K008 X3, 5.279%, 08/25/2020 | 1,855,739 | 0.0 | ||||||||||
27,973,945 | (4) | Freddie Mac Multifamily Structured Pass Through Certificates K010 X3, 4.623%, 11/25/2044 | 3,050,769 | 0.1 | ||||||||||
32,886,106 | (4) | Freddie Mac Multifamily Structured Pass Through Certificates K011 X3, 2.578%, 12/25/2043 | 2,016,241 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
77,599,012 | (4) | Freddie Mac Multifamily Structured Pass Through Certificates K013 X3, 2.814%, 01/25/2043 | 5,737,803 | 0.1 | ||||||||||
43,043,116 | (4) | Freddie Mac Multifamily Structured Pass Through Certificates K014 X1, 1.179%, 04/25/2021 | 1,302,846 | 0.0 | ||||||||||
30,930,035 | (4) | Freddie Mac Multifamily Structured Pass Through Certificates K020 X1, 1.423%, 05/25/2022 | 1,479,186 | 0.0 | ||||||||||
42,047,111 | (4) | Freddie Mac Multifamily Structured Pass Through Certificates K020 X3, 1.873%, 05/25/2040 | 2,868,227 | 0.1 | ||||||||||
20,890,903 | (4) | Freddie Mac Multifamily Structured Pass Through Certificates K021 X3, 1.969%, 07/25/2040 | 1,550,485 | 0.0 | ||||||||||
31,879,545 | (4) | Freddie Mac Multifamily Structured Pass Through Certificates K029 X3, 1.595%, 05/25/2041 | 2,196,644 | 0.0 | ||||||||||
32,460,000 | (4) | Freddie Mac Multifamily Structured Pass Through Certificates K040 X3, 2.036%, 11/25/2042 | 3,595,812 | 0.1 | ||||||||||
33,412,362 | (4) | Freddie Mac Multifamily Structured Pass Through Certificates K706 X1, 1.547%, 10/25/2018 | 190,113 | 0.0 | ||||||||||
28,189,511 | (4) | Freddie Mac Multifamily Structured Pass Through Certificates K707 X1, 1.513%, 12/25/2018 | 186,578 | 0.0 | ||||||||||
43,545,074 | (4) | Freddie Mac Multifamily Structured Pass Through Certificates K709 X1, 1.503%, 03/25/2019 | 453,191 | 0.0 | ||||||||||
42,782,242 | (4) | Freddie Mac Multifamily Structured Pass Through Certificates K711 X1, 1.681%, 07/25/2019 | 599,794 | 0.0 | ||||||||||
52,331,726 | (4) | Freddie Mac Multifamily Structured Pass Through Certificates K712 X1, 1.335%, 11/25/2019 | 835,026 | 0.0 | ||||||||||
214,201,687 | (1),(4) | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/2044 | 619,064 | 0.0 | ||||||||||
3,400,000 | (1) | GS Mortgage Securities Trust 2010-C2 D, 5.183%, 12/10/2043 | 3,419,540 | 0.1 |
3,000,000 | (1) | GS Mortgage Securities Trust 2010-C2 E, 4.548%, 12/10/2043 | 2,861,945 | 0.1 | ||||||||||
2,710,000 | (1) | GS Mortgage Securities Trust 2010-C2 F, 4.548%, 12/10/2043 | 2,436,150 | 0.0 | ||||||||||
23,931,752 | (4) | GS Mortgage Securities Trust 2012-GCJ7 XA, 2.220%, 05/10/2045 | 1,363,157 | 0.0 | ||||||||||
66,463,841 | (4) | GS Mortgage Securities Trust 2013-GC16 XA, 1.388%, 11/10/2046 | 2,515,065 | 0.0 | ||||||||||
113,906,309 | (4) | GS Mortgage Securities Trust 2013-GCJ14 XA, 0.713%, 08/10/2046 | 3,114,882 | 0.1 | ||||||||||
76,883,430 | (4) | GS Mortgage Securities Trust 2014-GC22 XA, 1.014%, 06/10/2047 | 3,409,180 | 0.1 | ||||||||||
83,202,195 | (4) | GS Mortgage Securities Trust 2016-GS4 XA, 0.595%, 11/10/2049 | 2,947,271 | 0.1 | ||||||||||
262,270 | (1) | JP Morgan Chase Commercial Mortgage Securities Corp. 2004-C2 H, 5.738%, 05/15/2041 | 262,096 | 0.0 | ||||||||||
17,385,000 | (1),(4) | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.328%, 12/15/2047 | 251,158 | 0.0 | ||||||||||
719,126 | (1) | JP Morgan Chase Commercial Mortgage Securities Trust 2003-CB6 H, 5.379%, 07/12/2037 | 713,283 | 0.0 | ||||||||||
1,320,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9 E, 5.346%, 06/12/2041 | 1,319,310 | 0.0 | |||||||||||
2,400,000 | (1) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 E, 5.678%, 07/15/2046 | 2,422,721 | 0.0 | ||||||||||
1,300,438 | (1) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 TAC1, 7.990%, 07/15/2046 | 1,295,656 | 0.0 | ||||||||||
83,805,084 | (4) | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.653%, 06/15/2045 | 3,615,175 | 0.1 | ||||||||||
2,900,000 | (1) | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.081%, 11/15/2045 | 2,819,100 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
2,670,000 | JPMBB Commercial Mortgage Securities Trust 2013-C17 C, 4.882%, 01/15/2047 | 2,738,540 | 0.1 | |||||||||||
20,384,207 | (4) | JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 1.137%, 04/15/2047 | 495,126 | 0.0 | ||||||||||
42,626,087 | (4) | JPMBB Commercial Mortgage Securities Trust 2014-C26 XA, 1.126%, 01/15/2048 | 1,957,603 | 0.0 | ||||||||||
1,636,996 | (4) | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 1.160%, 10/15/2048 | 78,950 | 0.0 | ||||||||||
19,706,190 | (4) | JPMCC Commercial Mortgage Securities Trust 2017-JP6 XA, 1.326%, 07/15/2050 | 1,435,978 | 0.0 | ||||||||||
242,353 | (1) | LB-UBS Commercial Mortgage Trust 2005-C1 G, 5.667%, 02/15/2040 | 241,444 | 0.0 | ||||||||||
1,860,000 | (1) | LB-UBS Commercial Mortgage Trust 2005-C1 H, 5.767%, 02/15/2040 | 1,861,120 | 0.0 | ||||||||||
30,093 | LB-UBS Commercial Mortgage Trust 2005-C3 D, 4.954%, 07/15/2040 | 30,209 | 0.0 | |||||||||||
1,130,000 | (1) | LB-UBS Commercial Mortgage Trust 2005-C5 G, 5.350%, 09/15/2040 | 1,150,074 | 0.0 | ||||||||||
5,190,542 | (1),(4) | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.485%, 11/15/2038 | 15,468 | 0.0 | ||||||||||
56,876,361 | (1),(4) | LSTAR Commercial Mortgage Trust 2017-5 X, 1.233%, 03/10/2050 | 2,772,933 | 0.1 | ||||||||||
1,550,000 | (1) | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 D, 4.688%, 08/15/2045 | 1,562,076 | 0.0 | ||||||||||
108,412,451 | (4) | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.120%, 12/15/2047 | 4,867,426 | 0.1 | ||||||||||
11,653,000 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31, 3.102%, 11/15/2049 | 11,321,165 | 0.2 | |||||||||||
3,090,000 | (1) | Morgan Stanley Capital I Trust 2011-C1 D, 5.427%, 09/15/2047 | 3,218,200 | 0.1 | ||||||||||
1,300,000 | (1) | Morgan Stanley Capital I Trust 2011-C1 E, 5.427%, 09/15/2047 | 1,351,134 | 0.0 | ||||||||||
46,983,266 | (4) | Morgan Stanley Capital I, Inc. 2017-HR2 XA, 0.807%, 12/15/2050 | 2,860,252 | 0.1 |
4,430,000 | (1) | Morgan Stanley Capital I, Inc. 2017-JWDR A, 2.627%, (US0001M + 0.850%), 11/15/2034 | 4,442,715 | 0.1 | ||||||||||
1,521,095 | (1) | Morgan Stanley Reremic Trust 2012-XA B, 0.250%, 07/27/2049 | 1,494,123 | 0.0 | ||||||||||
4,900,000 | (1) | TPG Real Estate Finance 2018-FL-1 C Issuer Ltd., 3.686%, (US0001M + 1.900%), 02/15/2035 | 4,921,181 | 0.1 | ||||||||||
41,936,033 | (4) | Wells Fargo Commercial Mortgage Trust 2016-C35 XA, 1.991%, 07/15/2048 | 5,059,838 | 0.1 | ||||||||||
4,830,000 | Wells Fargo Commercial Mortgage Trust 2017-C40 C, 4.336%, 10/15/2050 | 4,760,214 | 0.1 | |||||||||||
5,170,000 | (1),(5),(6) | Wells Fargo Re-REMIC Trust 2013-FRR1 B706, 0.000%, 12/27/2043 | 4,964,745 | 0.1 | ||||||||||
5,000,000 | (1),(5),(6) | Wells Fargo Re-REMIC Trust 2013-FRR1 BK26, 0.000%, 01/27/2045 | 3,808,749 | 0.1 | ||||||||||
77,660,617 | (1),(4) | WFRBS Commercial Mortgage Trust 2012-C10 XA, 1.580%, 12/15/2045 | 4,614,819 | 0.1 | ||||||||||
14,643,805 | (1),(4) | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.849%, 08/15/2045 | 917,880 | 0.0 | ||||||||||
11,287,444 | (1),(4) | WFRBS Commercial Mortgage Trust 2012-C9 XA, 1.910%, 11/15/2045 | 795,390 | 0.0 | ||||||||||
12,746,000 | (1) | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.272%, 03/15/2045 | 9,781,853 | 0.2 | ||||||||||
20,029,346 | (1) | WFRBS Commercial Mortgage Trust 2013-C11 G, 4.272%, 03/15/2045 | 7,720,161 | 0.1 | ||||||||||
92,422,258 | (1),(4) | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.279%, 03/15/2048 | 4,470,344 | 0.1 | ||||||||||
64,530,435 | (4) | WFRBS Commercial Mortgage Trust 2013-C16 XA, 0.844%, 09/15/2046 | 1,962,429 | 0.0 | ||||||||||
90,212,321 | (4) | WFRBS Commercial Mortgage Trust 2014-C25 XA, 0.916%, 11/15/2047 | 3,904,074 | 0.1 | ||||||||||
Total Commercial Mortgage-Backed Securities | ||||||||||||||
(Cost $323,625,002) | 320,836,590 | 5.9 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
ASSET-BACKED SECURITIES: 12.3% | ||||||||||||||
Automobile Asset-Backed Securities: 0.2% | ||||||||||||||
400,000 | CarMax Auto Owner Trust 2015-2 C, 2.390%, 03/15/2021 | 398,415 | 0.0 | |||||||||||
1,960,000 | GM Financial Automobile Leasing Trust 2015-2 B, 2.420%, 07/22/2019 | 1,959,314 | 0.1 | |||||||||||
1,890,000 | GM Financial Automobile Leasing Trust 2015-2 C, 2.990%, 07/22/2019 | 1,891,301 | 0.0 | |||||||||||
3,131,006 | (1) | Oscar US Funding Trust 2014-1 A4, 2.550%, 12/15/2021 | 3,124,290 | 0.1 | ||||||||||
1,450,000 | (1) | Oscar US Funding Trust VI LLC 2017-1A A3, 2.820%, 06/10/2021 | 1,441,248 | 0.0 | ||||||||||
1,550,000 | (1) | Oscar US Funding Trust VII LLC 2017-2A A4, 2.760%, 12/10/2024 | 1,537,577 | 0.0 | ||||||||||
1,940,000 | (1) | SunTrust Auto Receivables Trust 2015-1A B, 2.200%, 02/15/2021 | 1,918,191 | 0.0 | ||||||||||
800,000 | (1) | Tesla Auto Lease Trust 2018-A D, 3.300%, 05/20/2020 | 798,359 | 0.0 | ||||||||||
13,068,695 | 0.2 | |||||||||||||
Home Equity Asset-Backed Securities: 0.4% | ||||||||||||||
8,263,846 | Freddie Mac Structured Pass Through Certificates T-31 A7, 1.871%, (US0001M + 0.250%), 05/25/2031 | 8,209,657 | 0.1 | |||||||||||
4,457,535 | GSAA Home Equity Trust 2006-4 4A3, 3.591%, 03/25/2036 | 3,719,466 | 0.1 | |||||||||||
4,450,657 | GSAA Trust 2006-7 AF2, 5.995%, 03/25/2046 | 3,077,648 | 0.1 | |||||||||||
403,557 | (3) | HSI Asset Loan Obligation Trust 2007-WF1 A6, 4.868%, 12/25/2036 | 364,606 | 0.0 | ||||||||||
2,073,915 | Morgan Stanley Home Equity Loan Trust 2006-3 A3, 2.032%, (US0001M + 0.160%), 04/25/2036 | 1,586,622 | 0.0 | |||||||||||
1,408,538 | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1 2A3, 2.032%, (US0001M + 0.160%), 02/25/2037 | 1,273,574 | 0.0 | |||||||||||
1,714,922 | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1 2A4A, 2.102%, (US0001M + 0.230%), 02/25/2037 | 1,563,477 | 0.0 |
3,500,000 | (3) | Renaissance Home Equity Loan Trust 2005-3 AF4, 5.140%, 11/25/2035 | 3,646,124 | 0.1 | ||||||||||
23,441,174 | 0.4 | |||||||||||||
Other Asset-Backed Securities: 11.0% | ||||||||||||||
4,993,491 | (1),(3) | Ajax Mortgage Loan Trust 2016-C A, 4.000%, 10/25/2057 | 5,021,354 | 0.1 | ||||||||||
1,750,017 | (1),(3) | Ajax Mortgage Loan Trust 2017-A A, 3.470%, 04/25/2057 | 1,744,656 | 0.0 | ||||||||||
5,100,000 | (1) | ALM VII R-2 Ltd. 2013-7R2A A2R, 3.722%, (US0003M + 2.000%), 10/15/2027 | 5,122,307 | 0.1 | ||||||||||
2,930,000 | (1) | ALM VIII Ltd. 2013-8A A1R, 3.212%, (US0003M + 1.490%), 10/15/2028 | 2,943,012 | 0.1 | ||||||||||
1,096,334 | (1),(4),(7) | American Homes 4 Rent 2015-SFR1 XS, 0.000%, 04/17/2052 | – | – | ||||||||||
1,076,000 | (1) | American Homes 4 Rent 2015-SFR2 C, 4.691%, 10/17/2045 | 1,141,871 | 0.0 | ||||||||||
1,250,000 | (1) | American Homes 4 Rent 2015-SFR2 D, 5.036%, 10/17/2045 | 1,337,868 | 0.0 | ||||||||||
6,926,917 | (1),(4),(7) | American Homes 4 Rent 2015-SFR2 XS, 0.000%, 10/17/2045 | – | – | ||||||||||
3,440,000 | (1) | Apidos CLO XI 2012-11A BR, 3.681%, (US0003M + 1.950%), 01/17/2028 | 3,452,332 | 0.1 | ||||||||||
3,900,000 | (1) | Apidos CLO XII 2013-12A AR, 3.118%, (US0003M + 1.080%), 04/15/2031 | 3,907,507 | 0.1 | ||||||||||
500,000 | (1) | Apidos CLO XII 2013-12A CR, 3.838%, (US0003M + 1.800%), 04/15/2031 | 501,428 | 0.0 | ||||||||||
3,130,000 | (1) | Apidos CLO XVII 2014-17A A2R, 3.581%, (US0003M + 1.850%), 04/17/2026 | 3,130,870 | 0.1 | ||||||||||
5,420,000 | (1) | Apidos CLO XVII 2014-17A BR, 4.231%, (US0003M + 2.500%), 04/17/2026 | 5,422,341 | 0.1 | ||||||||||
3,860,000 | (1) | Apidos Clo XXV 2016-25A A1, 3.205%, (US0003M + 1.460%), 10/20/2028 | 3,873,190 | 0.1 | ||||||||||
10,000,000 | (1) | Ares XLVI CLO Ltd. 2017-46A A2, 2.939%, (US0003M + 1.230%), 01/15/2030 | 10,058,130 | 0.2 | ||||||||||
4,350,000 | (1) | Ares XXIX CLO Ltd. 2014-1A BR, 4.022%, (US0003M + 2.300%), 04/17/2026 | 4,351,540 | 0.1 | ||||||||||
4,410,000 | (1) | Ares XXXII CLO Ltd. 2014-32A BR, 4.089%, (US0003M + 2.250%), 11/15/2025 | 4,418,511 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
4,500,000 | (1) | ArrowMark Colorado Holdings 2017-7A C, 3.504%, (US0003M + 1.900%), 07/15/2030 | 4,511,340 | 0.1 | ||||||||||
2,000,000 | (1) | Atrium CDO Corp. 12A CR, 3.395%, (US0003M + 1.650%), 04/22/2027 | 1,982,060 | 0.0 | ||||||||||
1,500,000 | (1) | Atrium XIII 13A C, 3.241%, (US0003M + 1.800%), 11/21/2030 | 1,507,950 | 0.0 | ||||||||||
3,970,000 | (1) | Avery Point IV CLO Ltd. 2014-1A CR, 4.095%, (US0003M + 2.350%), 04/25/2026 | 3,972,751 | 0.1 | ||||||||||
3,700,000 | (1) | Babson CLO Ltd. 2014-3A AR, 3.042%, (US0003M + 1.320%), 01/15/2026 | 3,700,988 | 0.1 | ||||||||||
2,640,000 | (1) | Babson CLO Ltd. 2014-3A C1R, 4.372%, (US0003M + 2.650%), 01/15/2026 | 2,653,570 | 0.0 | ||||||||||
3,620,000 | (1) | Babson CLO Ltd. 2014-IA BR, 3.945%, (US0003M + 2.200%), 07/20/2025 | 3,621,491 | 0.1 | ||||||||||
1,650,000 | (1) | Bain Capital Credit CLO 2017-1A A2, 3.095%, (US0003M + 1.350%), 07/20/2030 | 1,660,283 | 0.0 | ||||||||||
3,890,000 | (1) | Barings CLO Ltd. 2017-1A A2, 3.084%, (US0003M + 1.350%), 07/18/2029 | 3,914,048 | 0.1 | ||||||||||
8,770,000 | (1) | Benefit Street Partners CLO II Ltd. 2013-IIA A1R, 2.972%, (US0003M + 1.250%), 07/15/2029 | 8,829,583 | 0.2 | ||||||||||
9,250,000 | (1) | Benefit Street Partners CLO VII Ltd. 2015-VIIA BR, 3.284%, (US0003M + 1.550%), 07/18/2027 | 9,238,900 | 0.2 | ||||||||||
7,500,000 | (1) | Benefit Street Partners CLO VIII Ltd. 2015-8A A1BR, 2.919%, (US0003M + 1.200%), 01/20/2031 | 7,504,455 | 0.1 | ||||||||||
3,190,000 | (1) | Benefit Street Partners CLO X Ltd. 2016-10A A1, 3.212%, (US0003M + 1.490%), 01/15/2029 | 3,207,031 | 0.1 | ||||||||||
5,000,000 | (1) | Benefit Street Partners CLO XIV Ltd. 2018-14A A2, (US0003M + 1.150%), 04/20/2031 | 4,991,776 | 0.1 | ||||||||||
2,450,000 | (1) | Birchwood Park CLO Ltd. 2014-1A C1R, 3.970%, (US0003M + 2.250%), 07/15/2026 | 2,450,637 | 0.0 | ||||||||||
6,520,000 | (1) | Blue Hill CLO Ltd. 2013-1A C1R, 4.122%, (US0003M + 2.400%), 01/15/2026 | 6,520,874 | 0.1 | ||||||||||
4,350,000 | (1) | BlueMountain CLO 2014-4A CR, 4.534%, (US0003M + 2.550%), 11/30/2026 | 4,368,857 | 0.1 |
4,070,000 | (1) | BlueMountain CLO 2015-1A BR, 4.222%, (US0003M + 2.500%), 04/13/2027 | 4,099,385 | 0.1 | ||||||||||
3,270,000 | (1) | Burnham Park Clo Ltd. 2016-1A A, 3.175%, (US0003M + 1.430%), 10/20/2029 | 3,324,694 | 0.1 | ||||||||||
10,000,000 | (1) | Carbone CLO Ltd 2017-1A A1, 2.809%, (US0003M + 1.140%), 01/20/2031 | 10,033,170 | 0.2 | ||||||||||
3,000,000 | (1) | Carbone CLO Ltd 2017-1A B, 3.469%, (US0003M + 1.800%), 01/20/2031 | 3,004,986 | 0.1 | ||||||||||
3,250,000 | (1),(7) | Carlyle Global Market Strategies CLO Ltd. 2014-1A A2R2 0.000%, 04/17/2031 | 3,250,000 | 0.1 | ||||||||||
3,480,000 | (1) | Carlyle Global Market Strategies CLO Ltd. 2014-3A BR, 3.910%, (US0003M + 2.150%), 07/27/2026 | 3,481,757 | 0.1 | ||||||||||
6,380,000 | (1) | Carlyle Global Market Strategies CLO Ltd. 2017-1A A1A, 3.045%, (US0003M + 1.300%), 04/20/2031 | 6,410,331 | 0.1 | ||||||||||
4,300,000 | (1) | Cedar Funding II CLO Ltd. 2013-1A CR, 4.407%, (US0003M + 2.350%), 06/09/2030 | 4,320,206 | 0.1 | ||||||||||
3,500,000 | (1) | Cedar Funding IV CLO Ltd. 2014-4A CR, 3.995%, (US0003M + 2.250%), 07/23/2030 | 3,507,304 | 0.1 | ||||||||||
9,680,000 | (1) | Cedar Funding VI CLO Ltd. 2016-6A A1, 2.833%, (US0003M + 1.470%), 10/20/2028 | 9,716,194 | 0.2 | ||||||||||
3,530,000 | (1) | Cedar Funding VIII Clo Ltd. 2017-8A A1, 2.981%, (US0003M + 1.250%), 10/17/2030 | 3,551,032 | 0.1 | ||||||||||
4,700,000 | (1) | Cent CLO 2014-22A A2AR, 3.744%, (US0003M + 1.950%), 11/07/2026 | 4,703,215 | 0.1 | ||||||||||
37,149 | Chase Funding Trust Series 2003-5 2A2, 2.472%, (US0001M + 0.600%), 07/25/2033 | 36,215 | 0.0 | |||||||||||
4,050,000 | (1) | CIFC Funding 2013-2A A1LR, 2.944%, (US0003M + 1.210%), 10/18/2030 | 4,080,420 | 0.1 | ||||||||||
2,700,000 | (1) | CIFC Funding 2013-2A A3LR, 3.684%, (US0003M + 1.950%), 10/18/2030 | 2,722,612 | 0.0 | ||||||||||
2,750,000 | (1) | CIFC Funding 2014-4A C1R, 4.381%, (US0003M + 2.650%), 10/17/2026 | 2,751,331 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
3,660,000 | (1) | CIFC Funding 2016-1A A, 3.225%, (US0003M + 1.480%), 10/21/2028 | 3,679,698 | 0.1 | ||||||||||
2,150,000 | (1) | CIFC Funding 2017-2A C, 4.095%, (US0003M + 2.350%), 04/20/2030 | 2,164,676 | 0.0 | ||||||||||
7,400,000 | (1) | CIFC Funding 2017-4 A1, 2.633%, (US0003M + 1.250%), 10/24/2030 | 7,487,979 | 0.1 | ||||||||||
3,000,000 | (1) | CIFC Funding 2017-5A A1, 2.543%, (US0003M + 1.180%), 11/16/2030 | 3,023,361 | 0.1 | ||||||||||
1,000,000 | (1) | CIFC Funding 2018-IA B Ltd., 3.557%, (US0003M + 1.400%), 04/18/2031 | 1,000,967 | 0.0 | ||||||||||
7,425,000 | Countrywide Asset-Backed Certificates 2005-AB2 M1, 2.577%, (US0001M + 0.705%), 09/25/2035 | 7,088,005 | 0.1 | |||||||||||
11,712,000 | Credit-Based Asset Servicing & Securitization LLC 2006-CB8 A2C, 2.022%, (US0001M + 0.150%), 10/25/2036 | 10,430,017 | 0.2 | |||||||||||
4,200,000 | (1) | Deer Creek Clo Ltd. 2017-1A A, 3.177%, (US0003M + 1.180%), 10/20/2030 | 4,219,328 | 0.1 | ||||||||||
7,000,000 | (1) | Dewolf Park Clo Ltd. 2017-1A A, 2.932%, (US0003M + 1.210%), 10/15/2030 | 7,054,362 | 0.1 | ||||||||||
5,565,000 | (1) | Dryden 33 Senior Loan Fund 2014-33A AR, 3.152%, (US0003M + 1.430%), 10/15/2028 | 5,596,509 | 0.1 | ||||||||||
2,100,000 | (1) | Dryden Senior Loan Fund 2014-34A CR, 3.872%, (US0003M + 2.150%), 10/15/2026 | 2,107,447 | 0.0 | ||||||||||
6,660,000 | (1) | Dryden Senior Loan Fund 2017-47A A2, 3.072%, (US0003M + 1.350%), 04/15/2028 | 6,696,650 | 0.1 | ||||||||||
6,410,000 | (1) | Dryden Senior Loan Fund 2017-47A C, 3.922%, (US0003M + 2.200%), 04/15/2028 | 6,456,376 | 0.1 | ||||||||||
7,700,000 | (1) | Dryden XXV Senior Loan Fund 2012-25A CRR, 3.570%, (US0003M + 1.850%), 10/15/2027 | 7,712,974 | 0.1 | ||||||||||
5,565,000 | (1) | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 3.039%, (US0003M + 1.200%), 08/15/2030 | 5,593,793 | 0.1 | ||||||||||
8,000,000 | (1) | Eaton Vance Clo 2015-1A A2R Ltd., 2.727%, (US0003M + 1.250%), 01/20/2030 | 7,998,464 | 0.1 | ||||||||||
3,980,025 | (1) | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | 4,051,096 | 0.1 |
3,000,000 | (1) | Flatiron CLO Ltd. 2013-1A A2R, 3.381%, (US0003M + 1.650%), 01/17/2026 | 3,000,441 | 0.1 | ||||||||||
3,920,000 | (1) | Flatiron CLO Ltd. 2013-1A BR, 4.081%, (US0003M + 2.350%), 01/17/2026 | 3,921,282 | 0.1 | ||||||||||
4,250,000 | (1) | Galaxy XIX CLO Ltd. 2015-19A A1R, 2.961%, (US0003M + 1.220%), 07/24/2030 | 4,276,626 | 0.1 | ||||||||||
2,500,000 | (1) | Galaxy XV CLO Ltd. 2013-15A AR, 2.922%, (US0003M + 1.200%), 10/15/2030 | 2,521,193 | 0.0 | ||||||||||
8,000,000 | (1) | Galaxy XXI CLO Ltd. 2015-21A AR, 2.765%, (US0003M + 1.020%), 04/20/2031 | 7,996,712 | 0.1 | ||||||||||
2,300,000 | (1) | Gilbert Park CLO Ltd. 2017-1A A, 2.555%, (US0003M + 1.190%), 10/15/2030 | 2,311,192 | 0.0 | ||||||||||
1,850,000 | (1) | Gilbert Park CLO Ltd. 2017-1A B, 2.965%, (US0003M + 1.600%), 10/15/2030 | 1,861,218 | 0.0 | ||||||||||
2,100,000 | (1) | Gilbert Park CLO Ltd. 2017-1A C, 3.315%, (US0003M + 1.950%), 10/15/2030 | 2,106,306 | 0.0 | ||||||||||
7,000,000 | (1) | Goldentree Loan Management US Clo 2 Ltd. 2017-2A A, 2.724%, (US0003M + 1.150%), 11/28/2030 | 7,037,310 | 0.1 | ||||||||||
2,243,417 | (1) | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | 2,226,373 | 0.0 | ||||||||||
2,112,989 | (1) | HERO Funding Trust 2016-2A A, 3.750%, 09/20/2041 | 2,116,098 | 0.0 | ||||||||||
2,500,000 | (1) | Invitation Homes Trust 2014-SFR2 E, 4.958%, (US0001M + 3.150%), 06/17/2032 | 2,508,456 | 0.0 | ||||||||||
1,500,000 | (1) | Jay Park CLO Ltd. 2016-1A B, 4.145%, (US0003M + 2.400%), 10/20/2027 | 1,506,771 | 0.0 | ||||||||||
1,791,000 | (1) | Jimmy Johns Funding LLC 2017-1A A2I, 3.610%, 07/30/2047 | 1,792,285 | 0.0 | ||||||||||
6,000,000 | (1),(8) | KKR CLO 21 A Ltd., 3.340%, (US0003M + 1.000%), 04/15/2031 | 6,000,000 | 0.1 | ||||||||||
6,000,000 | (1) | LCM 26A A2 Ltd. 0.000%, 3.176%, (US0003M + 1.250%), 01/20/2031 | 6,044,616 | 0.1 | ||||||||||
5,400,000 | (1) | LCM XXIII Ltd. 23A A1, 3.145%, (US0003M + 1.400%), 10/20/2029 | 5,462,073 | 0.1 | ||||||||||
4,500,000 | (1) | Madison Park Funding XI Ltd. 2013-11A CR, 3.945%, (US0003M + 2.200%), 07/23/2029 | 4,507,817 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
2,900,000 | (1) | Madison Park Funding XIII Ltd. 2014-13A CR, 3.889%, (US0003M + 2.150%), 01/19/2025 | 2,901,482 | 0.0 | ||||||||||
5,400,000 | (1) | Madison Park Funding XV Ltd. 2014-15A B1R, 3.960%, (US0003M + 2.200%), 01/27/2026 | 5,422,297 | 0.1 | ||||||||||
1,400,000 | (1) | Madison Park Funding XXVII Ltd. 2018-27A B, 3.847%, (US0003M + 1.800%), 04/20/2030 | 1,401,358 | 0.0 | ||||||||||
1,100,000 | (1) | Mill City Mortgage Loan Trust 2017-1 M2, 3.250%, 11/25/2058 | 1,073,264 | 0.0 | ||||||||||
3,200,000 | (1) | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | 3,119,202 | 0.1 | ||||||||||
4,633,175 | (1) | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 09/20/2042 | 4,599,852 | 0.1 | ||||||||||
1,700,000 | (1) | Neuberger Berman Loan Advisers CLO 2017-26A C, 3.142%, (US0003M + 1.750%), 10/18/2030 | 1,700,741 | 0.0 | ||||||||||
3,000,000 | (1) | Oaktree CLO 2015-1A BR Ltd., 3.395%, (US0003M + 1.650%), 10/20/2027 | 3,001,182 | 0.1 | ||||||||||
9,470,000 | (1) | Octagon Investment Partners 30 Ltd. 2017-1A A1, 3.065%, (US0003M + 1.320%), 03/17/2030 | 9,634,191 | 0.2 | ||||||||||
3,000,000 | (1) | Octagon Investment Partners Ltd. 2017-1A A2, 3.072%, (US0003M + 1.350%), 07/15/2029 | 3,021,927 | 0.1 | ||||||||||
5,520,000 | (1) | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 3.097%, (US0003M + 1.375%), 07/15/2029 | 5,575,145 | 0.1 | ||||||||||
1,570,000 | (1) | Octagon Investment Partners XIX Ltd. 2014-1A CR, 3.822%, (US0003M + 2.100%), 04/15/2026 | 1,570,135 | 0.0 | ||||||||||
4,060,000 | (1) | Octagon Investment Partners XV Ltd. 2013-1A A2R, 3.089%, (US0003M + 1.350%), 07/19/2030 | 4,099,414 | 0.1 | ||||||||||
1,500,000 | (1) | OHA Credit Partners XIV Ltd. 2017-14A C, 3.383%, (US0003M + 1.800%), 01/21/2030 | 1,493,316 | 0.0 | ||||||||||
5,660,000 | (1) | OHA Loan Funding Ltd. 2015-1A AR, 3.249%, (US0003M + 1.410%), 08/15/2029 | 5,742,076 | 0.1 | ||||||||||
5,980,000 | (1) | OHA Loan Funding Ltd. 2015-1A BR, 3.639%, (US0003M + 1.800%), 08/15/2029 | 5,998,795 | 0.1 |
6,000,000 | (1) | Palmer Square CLO 2013-2A BR Ltd., 3.981%, (US0003M + 2.250%), 10/17/2027 | 6,022,620 | 0.1 | ||||||||||
3,550,000 | (1) | Palmer Square CLO 2014-1A A1R2 Ltd., 2.861%, (US0003M + 1.130%), 01/17/2031 | 3,575,777 | 0.1 | ||||||||||
4,600,000 | (1) | Palmer Square CLO 2014-1A BR2 Ltd., 3.581%, (US0003M + 1.850%), 01/17/2031 | 4,612,052 | 0.1 | ||||||||||
8,550,000 | (1) | Palmer Square CLO 2015-1A BR Ltd., 4.442%, (US0003M + 2.550%), 05/21/2029 | 8,612,475 | 0.2 | ||||||||||
2,190,000 | (1) | Palmer Square CLO 2015-2A A1AR Ltd., 3.015%, (US0003M + 1.270%), 07/20/2030 | 2,198,738 | 0.0 | ||||||||||
4,340,000 | (1) | Palmer Square CLO 2015-2A A1BR Ltd., 3.095%, (US0003M + 1.350%), 07/20/2030 | 4,362,655 | 0.1 | ||||||||||
10,000,000 | (1) | Palmer Square CLO 2018-1A A1 Ltd., 3.208%, (US0003M + 1.030%), 04/18/2031 | 9,999,840 | 0.2 | ||||||||||
5,950,000 | (1) | Palmer Square Loan Funding 2017-1A C Ltd., 4.522%, (US0003M + 2.800%), 10/15/2025 | 5,959,294 | 0.1 | ||||||||||
6,700,000 | (1) | Palmer Square Loan Funding 2018-1A B Ltd., 3.623%, (US0003M + 1.400%), 04/15/2026 | 6,699,946 | 0.1 | ||||||||||
4,000,000 | (1) | Palmer Square Loan Funding 2018-1A C Ltd., 4.073%, (US0003M + 1.850%), 04/15/2026 | 3,999,960 | 0.1 | ||||||||||
1,000,000 | (1),(8) | Palmer Square Loan Funding 2018-2A C Ltd., 4.310%, (US0003M + 1.950%), 07/15/2026 | 1,000,000 | 0.0 | ||||||||||
879,281 | (3) | Popular ABS Mortgage Pass-Through Trust 2005-D A5, 4.135%, 01/25/2036 | 873,685 | 0.0 | ||||||||||
4,000,000 | (1) | Progress Residential 2015-SFR2 E, 4.427%, 06/12/2032 | 4,023,927 | 0.1 | ||||||||||
4,000,000 | (1) | Progress Residential 2015-SFR3 C, 4.327%, 11/12/2032 | 4,070,209 | 0.1 | ||||||||||
5,312,000 | (1) | Recette CLO Ltd. 2015-1A CR, 3.445%, (US0003M + 1.700%), 10/20/2027 | 5,314,364 | 0.1 | ||||||||||
4,876,000 | (1) | SoFi Consumer Loan Program 2017-3 B, 3.850%, 05/25/2026 | 4,910,388 | 0.1 | ||||||||||
5,000,000 | (1) | Sofi Consumer Loan Program 2018-1 C Trust, 3.970%, 02/25/2027 | 4,993,928 | 0.1 | ||||||||||
4,718,505 | (1) | Springleaf Funding Trust 2015-A A, 3.160%, 11/15/2024 | 4,723,344 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
7,320,000 | (1) | Symphony CLO Ltd. 2012-9A AR, 3.172%, (US0003M + 1.450%), 10/16/2028 | 7,351,051 | 0.1 | ||||||||||
3,120,000 | (1) | Symphony CLO Ltd. 2016-18A B, 3.545%, (US0003M + 1.800%), 01/23/2028 | 3,136,152 | 0.1 | ||||||||||
3,080,000 | (1) | Symphony CLO XIV Ltd. 2014-14A C1R, 4.222%, (US0003M + 2.500%), 07/14/2026 | 3,085,489 | 0.1 | ||||||||||
3,406,875 | (1) | Taco Bell Funding 2016-1A A2I, 3.832%, 05/25/2046 | 3,432,465 | 0.1 | ||||||||||
617,188 | (1) | Taco Bell Funding LLC 2016-1A A2II, 4.377%, 05/25/2046 | 633,359 | 0.0 | ||||||||||
4,100,000 | (1) | TES LLC 2017-1A B, 7.740%, 10/20/2047 | 4,077,671 | 0.1 | ||||||||||
2,580,000 | (1) | Thacher Park CLO Ltd. 2014-1A CR, 3.945%, (US0003M + 2.200%), 10/20/2026 | 2,581,063 | 0.0 | ||||||||||
7,000,000 | (1) | THL Credit Wind River 2013-2A AR CLO Ltd., 2.964%, (US0003M + 1.230%), 10/18/2030 | 7,054,719 | 0.1 | ||||||||||
3,000,000 | (1) | THL Credit Wind River 2013-2A CR CLO Ltd., 3.734%, (US0003M + 2.000%), 10/18/2030 | 3,009,075 | 0.1 | ||||||||||
6,000,000 | (1) | THL Credit Wind River 2017-1A C CLO Ltd., 4.034%, (US0003M + 2.300%), 04/18/2029 | 6,040,560 | 0.1 | ||||||||||
7,080,000 | (1) | THL Credit Wind River 2017-2A A CLO Ltd., 2.975%, (US0003M + 1.230%), 07/20/2030 | 7,122,324 | 0.1 | ||||||||||
3,500,000 | (1) | THL Credit Wind River 2017-4A C CLO Ltd., 3.635%, (US0003M + 1.750%), 11/20/2030 | 3,500,490 | 0.1 | ||||||||||
9,030,000 | (1) | THL Credit Wind River CLO Ltd. 2016-2A A, 3.273%, (US0003M + 1.500%), 11/01/2028 | 9,069,136 | 0.2 | ||||||||||
7,500,000 | (1) | Tiaa Clo III Ltd 2017-2A A, 2.627%, (US0003M + 1.150%), 01/16/2031 | 7,529,063 | 0.1 | ||||||||||
1,400,000 | (1) | Towd Point Mortgage Trust 2015-2 1B1, 3.570%, 11/25/2060 | 1,447,013 | 0.0 | ||||||||||
2,640,000 | (1) | Towd Point Mortgage Trust 2015-2 2B2, 4.318%, 11/25/2057 | 2,769,796 | 0.0 | ||||||||||
4,346,000 | (1) | Towd Point Mortgage Trust 2016-2 M1, 3.000%, 08/25/2055 | 4,191,305 | 0.1 | ||||||||||
3,200,000 | (1) | Towd Point Mortgage Trust 2017-1 M1, 3.750%, 10/25/2056 | 3,247,788 | 0.1 | ||||||||||
2,200,000 | (1) | Towd Point Mortgage Trust 2017-3 M1, 3.500%, 07/25/2057 | 2,167,834 | 0.0 |
9,525,000 | (1) | Towd Point Mortgage Trust 2017-6 M2, 3.250%, 10/25/2057 | 9,044,126 | 0.2 | ||||||||||
1,500,000 | (1) | Venture XX CLO Ltd. 2015-20A CR, 3.622%, (US0003M + 1.900%), 04/15/2027 | 1,484,774 | 0.0 | ||||||||||
1,995,000 | (1) | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/2048 | 1,973,235 | 0.0 | ||||||||||
599,870,901 | 11.0 | |||||||||||||
Student Loan Asset-Backed Securities: 0.7% | ||||||||||||||
1,824,287 | (1) | Commonbond Student Loan Trust 2016-B, 4.000%, 10/25/2040 | 1,801,516 | 0.0 | ||||||||||
2,300,000 | (1) | Commonbond Student Loan Trust 2017-BGS B, 3.260%, 09/25/2042 | 2,234,458 | 0.0 | ||||||||||
1,187,519 | (1) | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/2031 | 1,183,191 | 0.0 | ||||||||||
1,681,478 | (1) | DRB Prime Student Loan Trust 2015-D A2, 3.200%, 01/25/2040 | 1,671,702 | 0.0 | ||||||||||
2,900,000 | (1) | DRB Prime Student Loan Trust 2017-A A2B, 2.850%, 05/27/2042 | 2,853,795 | 0.1 | ||||||||||
758,537 | (1) | Earnest Student Loan Program, LLC 2016-A B, 2.500%, 01/25/2039 | 723,528 | 0.0 | ||||||||||
899,574 | (1) | Earnest Student Loan Program, LLC 2016-B B, 4.810%, 09/25/2036 | 910,872 | 0.0 | ||||||||||
693,423 | (1) | Earnest Student Loan Program, LLC 2016-C B, 4.460%, 01/26/2037 | 693,363 | 0.0 | ||||||||||
980,792 | (1) | Laurel Road Prime Student Loan Trust 2017-B A4, 3.020%, 08/25/2042 | 957,609 | 0.0 | ||||||||||
3,000,000 | (1) | Navient Private Education Refi Loan Trust 2018-A B, 3.680%, 02/18/2042 | 3,009,472 | 0.1 | ||||||||||
1,200,000 | (1) | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | 1,137,864 | 0.0 | ||||||||||
1,503,028 | (1) | SoFi Professional Loan Program 2015-C A2, 2.510%, 08/25/2033 | 1,481,122 | 0.0 | ||||||||||
4,100,000 | (1) | SoFi Professional Loan Program 2016-E C, 4.430%, 10/25/2041 | 4,005,924 | 0.1 | ||||||||||
2,400,000 | (1) | SoFi Professional Loan Program 2017-C B, 3.560%, 07/25/2040 | 2,319,511 | 0.1 | ||||||||||
2,900,000 | (1) | Sofi Professional Loan Program 2018-A B LLC, 3.610%, 02/25/2042 | 2,888,741 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
8,000,000 | (1) | Sofi Professional Loan Program 2018-B BFX Trust, 3.830%, 08/25/2047 | 8,087,211 | 0.2 | ||||||||||
35,959,879 | 0.7 | |||||||||||||
Total Asset-Backed Securities | ||||||||||||||
(Cost $669,544,206) | 672,340,649 | 12.3 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 23.7% | ||||||||||||||
U.S. Treasury Bonds: 6.1% | ||||||||||||||
144,289,000 | 2.750%, 02/15/2028 | 144,273,397 | 2.6 | |||||||||||
197,319,000 | (2) | 2.750%, 11/15/2047 | 188,254,840 | 3.5 | ||||||||||
80,000 | 3.500%, 02/15/2039 | 87,775 | 0.0 | |||||||||||
332,616,012 | 6.1 | |||||||||||||
U.S. Treasury Notes: 17.6% | ||||||||||||||
16,024,000 | 1.625%, 03/31/2019 | 15,944,809 | 0.3 | |||||||||||
36,350,000 | 2.250%, 02/29/2020 | 36,332,447 | 0.7 | |||||||||||
347,876,000 | 2.250%, 03/31/2020 | 347,689,518 | 6.3 | |||||||||||
233,356,000 | 2.375%, 03/15/2021 | 233,237,140 | 4.3 | |||||||||||
265,768,000 | 2.500%, 03/31/2023 | 264,877,201 | 4.8 | |||||||||||
16,667,000 | (2) | 2.625%, 02/28/2023 | 16,713,845 | 0.3 | ||||||||||
22,534,000 | 2.625%, 03/31/2025 | 22,433,968 | 0.4 | |||||||||||
27,063,000 | 2.750%, 02/28/2025 | 27,163,938 | 0.5 | |||||||||||
964,392,866 | 17.6 | |||||||||||||
Total U.S. Treasury Obligations | ||||||||||||||
(Cost $1,289,220,207) | 1,297,008,878 | 23.7 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 14.8% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 5.1%(9) | ||||||||||||||
1,373,998 | 2.500%, 05/01/2030 | 1,346,731 | 0.0 | |||||||||||
1,105,829 | 2.500%, 05/01/2030 | 1,084,516 | 0.0 | |||||||||||
1,843,198 | 2.500%, 06/01/2030 | 1,806,583 | 0.0 | |||||||||||
11,794,000 | (8) | 3.000%, 11/15/2026 | 11,773,266 | 0.2 | ||||||||||
2,695,354 | 3.000%, 03/01/2045 | 2,642,064 | 0.1 | |||||||||||
2,980,709 | 3.000%, 03/01/2045 | 2,921,777 | 0.1 | |||||||||||
6,722,799 | 3.000%, 04/01/2045 | 6,588,057 | 0.1 | |||||||||||
6,613,899 | 3.000%, 04/01/2045 | 6,477,763 | 0.1 | |||||||||||
24,502,000 | (8) | 3.000%, 04/01/2048 | 23,891,364 | 0.4 | ||||||||||
10,734,240 | 3.500%, 01/01/2045 | 10,821,702 | 0.2 | |||||||||||
3,711,284 | 3.500%, 03/01/2045 | 3,732,262 | 0.1 | |||||||||||
107,081,000 | (8) | 3.500%, 04/01/2048 | 107,339,206 | 2.0 | ||||||||||
7,470 | 3.633%, 05/01/2037 | 7,827 | 0.0 | |||||||||||
1,428,565 | 4.000%, 10/01/2041 | 1,479,726 | 0.0 | |||||||||||
2,326,230 | 4.000%, 12/01/2041 | 2,409,531 | 0.1 | |||||||||||
3,209,640 | 4.000%, 08/01/2044 | 3,309,642 | 0.1 | |||||||||||
1,984,923 | 4.000%, 07/01/2045 | 2,046,597 | 0.0 | |||||||||||
5,069,835 | 4.000%, 09/01/2045 | 5,227,422 | 0.1 | |||||||||||
7,099,508 | 4.000%, 09/01/2045 | 7,319,897 | 0.1 | |||||||||||
3,592,872 | 4.000%, 09/01/2045 | 3,704,154 | 0.1 | |||||||||||
5,316,845 | 4.000%, 05/01/2046 | 5,482,035 | 0.1 | |||||||||||
1,247,717 | 4.000%, 03/01/2048 | 1,282,954 | 0.0 | |||||||||||
42,716,000 | (8) | 4.000%, 05/01/2048 | 43,775,555 | 0.8 | ||||||||||
1,126,403 | 4.500%, 08/01/2041 | 1,185,636 | 0.0 | |||||||||||
1,417,753 | 4.500%, 09/01/2041 | 1,499,238 | 0.0 | |||||||||||
1,332,438 | 4.500%, 10/01/2041 | 1,409,810 | 0.0 | |||||||||||
2,040,686 | 4.500%, 03/01/2044 | 2,154,930 | 0.1 | |||||||||||
9,799,174 | 4.500%, 02/01/2048 | 10,278,184 | 0.2 | |||||||||||
139,905 | 5.000%, 01/01/2041 | 150,922 | 0.0 | |||||||||||
1,419,541 | 5.000%, 04/01/2041 | 1,528,435 | 0.0 | |||||||||||
42,482 | 5.500%, 07/01/2037 | 46,450 | 0.0 | |||||||||||
2,235,214 | 5.500%, 11/01/2038 | 2,465,410 | 0.1 | |||||||||||
4,745 | 6.000%, 12/01/2028 | 5,274 | 0.0 |
17,931 | 6.000%, 01/01/2029 | 19,929 | 0.0 | |||||||||||
7,580 | 6.500%, 01/01/2024 | 8,540 | 0.0 | |||||||||||
7,426 | 6.500%, 12/01/2031 | 8,369 | 0.0 | |||||||||||
709,305 | 6.500%, 09/01/2034 | 799,384 | 0.0 | |||||||||||
1,097 | 7.000%, 03/01/2032 | 1,135 | 0.0 | |||||||||||
278,032,277 | 5.1 | |||||||||||||
Federal National Mortgage Association: 8.0%(9) | ||||||||||||||
18,700,000 | (8) | 2.500%, 12/25/2026 | 18,324,540 | 0.3 | ||||||||||
2,263,862 | 2.500%, 05/01/2030 | 2,227,121 | 0.0 | |||||||||||
5,170,592 | 2.500%, 06/01/2030 | 5,086,595 | 0.1 | |||||||||||
3,502,625 | 2.500%, 06/01/2030 | 3,445,730 | 0.1 | |||||||||||
2,157,782 | 2.500%, 07/01/2030 | 2,122,721 | 0.0 | |||||||||||
2,989,724 | 3.000%, 08/01/2030 | 2,993,826 | 0.1 | |||||||||||
1,836,500 | 3.000%, 09/01/2030 | 1,839,030 | 0.0 | |||||||||||
5,510,816 | 3.000%, 04/01/2043 | 5,427,455 | 0.1 | |||||||||||
4,323,550 | 3.000%, 07/01/2043 | 4,258,273 | 0.1 | |||||||||||
1,153,796 | 3.000%, 08/01/2043 | 1,136,371 | 0.0 | |||||||||||
1,017,092 | 3.000%, 09/01/2043 | 1,001,726 | 0.0 | |||||||||||
13,991,414 | 3.000%, 04/01/2045 | 13,724,495 | 0.3 | |||||||||||
2,791,548 | 3.000%, 08/01/2046 | 2,733,607 | 0.1 | |||||||||||
1,463,094 | 3.000%, 11/01/2046 | 1,431,509 | 0.0 | |||||||||||
142,865,000 | (8) | 3.000%, 04/01/2048 | 139,349,182 | 2.6 | ||||||||||
145,149 | 3.188%, 07/01/2035 | 150,829 | 0.0 | |||||||||||
7,287,826 | 3.500%, 10/01/2042 | 7,354,243 | 0.1 | |||||||||||
2,296,097 | 3.500%, 04/01/2043 | 2,315,814 | 0.0 | |||||||||||
7,247,202 | 3.500%, 08/01/2043 | 7,308,734 | 0.1 | |||||||||||
4,497,567 | 3.500%, 03/01/2044 | 4,541,352 | 0.1 | |||||||||||
132,000 | (8) | 3.500%, 04/01/2044 | 132,286 | 0.0 | ||||||||||
537,229 | 3.500%, 01/01/2046 | 540,484 | 0.0 | |||||||||||
791,220 | 3.500%, 02/01/2046 | 796,013 | 0.0 | |||||||||||
405,711 | 3.500%, 02/01/2046 | 408,170 | 0.0 | |||||||||||
32,537,225 | 3.500%, 08/01/2046 | 32,736,534 | 0.6 | |||||||||||
2,863,176 | 3.500%, 02/01/2048 | 2,877,787 | 0.1 | |||||||||||
7,726,000 | (8) | 4.000%, 02/25/2039 | 7,915,443 | 0.2 | ||||||||||
676,777 | 4.000%, 03/01/2042 | 699,927 | 0.0 | |||||||||||
438,743 | 4.000%, 07/01/2042 | 453,762 | 0.0 | |||||||||||
2,598,131 | 4.000%, 07/01/2042 | 2,687,077 | 0.1 | |||||||||||
2,329,064 | 4.000%, 07/01/2042 | 2,398,195 | 0.1 | |||||||||||
1,447,862 | 4.000%, 09/01/2043 | 1,497,522 | 0.0 | |||||||||||
3,054,543 | 4.000%, 01/01/2045 | 3,140,133 | 0.1 | |||||||||||
21,704,556 | 4.000%, 01/01/2045 | 22,521,718 | 0.4 | |||||||||||
1,589,563 | 4.000%, 03/01/2045 | 1,633,093 | 0.0 | |||||||||||
19,710,066 | 4.000%, 05/01/2045 | 20,273,636 | 0.4 | |||||||||||
3,300,533 | 4.000%, 06/01/2045 | 3,405,003 | 0.1 | |||||||||||
12,612,937 | 4.000%, 12/01/2046 | 13,031,296 | 0.2 | |||||||||||
1,226,688 | 4.000%, 03/01/2048 | 1,261,114 | 0.0 | |||||||||||
3,651,969 | 4.000%, 03/01/2048 | 3,754,456 | 0.1 | |||||||||||
2,758,966 | 4.250%, 11/01/2043 | 2,876,424 | 0.1 | |||||||||||
5,000,000 | (8) | 4.500%, 05/15/2035 | 5,227,246 | 0.1 | ||||||||||
5,108,729 | 4.500%, 11/01/2040 | 5,407,262 | 0.1 | |||||||||||
302,576 | 4.500%, 11/01/2040 | 320,187 | 0.0 | |||||||||||
581,609 | 4.500%, 11/01/2040 | 615,504 | 0.0 | |||||||||||
5,391 | 4.500%, 12/01/2040 | 5,705 | 0.0 | |||||||||||
10,258 | 4.500%, 12/01/2040 | 10,856 | 0.0 | |||||||||||
8,719 | 4.500%, 01/01/2041 | 9,227 | 0.0 | |||||||||||
11,927 | 4.500%, 01/01/2041 | 12,621 | 0.0 | |||||||||||
815,026 | 4.500%, 10/01/2041 | 862,543 | 0.0 | |||||||||||
6,783,742 | 4.500%, 04/01/2047 | 7,136,687 | 0.1 | |||||||||||
7,343,378 | 4.500%, 06/01/2047 | 7,732,826 | 0.1 | |||||||||||
8,528,370 | 4.500%, 06/01/2047 | 8,979,789 | 0.2 | |||||||||||
10,226,384 | 4.500%, 07/01/2047 | 10,768,732 | 0.2 | |||||||||||
8,923,332 | 4.500%, 08/01/2047 | 9,396,576 | 0.2 | |||||||||||
176,692 | 5.000%, 06/01/2033 | 190,842 | 0.0 | |||||||||||
35,002 | 5.000%, 09/01/2033 | 37,810 | 0.0 | |||||||||||
101,261 | 5.000%, 11/01/2033 | 109,714 | 0.0 | |||||||||||
34,535 | 5.000%, 03/01/2034 | 37,372 | 0.0 | |||||||||||
31,098 | 5.000%, 03/01/2034 | 33,692 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
227,368 | 5.000%, 02/01/2035 | 245,592 | 0.0 | |||||||||||
8,822 | 5.000%, 06/01/2035 | 9,529 | 0.0 | |||||||||||
156,533 | 5.000%, 06/01/2035 | 169,075 | 0.0 | |||||||||||
88,185 | 5.000%, 07/01/2035 | 95,247 | 0.0 | |||||||||||
365,894 | 5.000%, 07/01/2035 | 395,256 | 0.0 | |||||||||||
631,772 | 5.000%, 08/01/2035 | 682,124 | 0.0 | |||||||||||
34,968 | 5.000%, 10/01/2035 | 37,745 | 0.0 | |||||||||||
759,545 | 5.000%, 10/01/2035 | 820,455 | 0.0 | |||||||||||
423,405 | 5.000%, 02/01/2036 | 457,337 | 0.0 | |||||||||||
6,137 | 5.000%, 03/01/2036 | 6,628 | 0.0 | |||||||||||
79,229 | 5.000%, 03/01/2036 | 85,586 | 0.0 | |||||||||||
12,547 | 5.000%, 05/01/2036 | 13,545 | 0.0 | |||||||||||
8,449 | 5.000%, 06/01/2036 | 9,126 | 0.0 | |||||||||||
302,301 | 5.000%, 07/01/2036 | 326,566 | 0.0 | |||||||||||
432,405 | 5.000%, 07/01/2037 | 467,203 | 0.0 | |||||||||||
267,336 | 5.000%, 11/01/2040 | 289,179 | 0.0 | |||||||||||
101,552 | 5.000%, 05/01/2041 | 109,510 | 0.0 | |||||||||||
350,460 | 5.000%, 06/01/2041 | 379,225 | 0.0 | |||||||||||
546,372 | 5.000%, 06/01/2041 | 591,192 | 0.0 | |||||||||||
21,987,679 | 5.000%, 08/01/2056 | 23,934,797 | 0.4 | |||||||||||
216,001 | 5.500%, 03/01/2037 | 237,358 | 0.0 | |||||||||||
219,909 | 5.500%, 06/01/2039 | 242,105 | 0.0 | |||||||||||
2,034,663 | 5.500%, 10/01/2039 | 2,231,774 | 0.0 | |||||||||||
668 | 6.000%, 10/01/2018 | 669 | 0.0 | |||||||||||
77,359 | 6.000%, 09/01/2036 | 86,016 | 0.0 | |||||||||||
331,550 | 6.000%, 05/01/2038 | 348,102 | 0.0 | |||||||||||
664 | 6.500%, 02/01/2028 | 741 | 0.0 | |||||||||||
185 | 6.500%, 09/01/2031 | 206 | 0.0 | |||||||||||
631 | 6.500%, 09/01/2031 | 705 | 0.0 | |||||||||||
18,065 | 6.500%, 11/01/2031 | 20,233 | 0.0 | |||||||||||
8,272 | 6.500%, 04/01/2032 | 9,238 | 0.0 | |||||||||||
4,732 | 6.500%, 08/01/2032 | 5,285 | 0.0 | |||||||||||
1,466 | 6.500%, 08/01/2032 | 1,637 | 0.0 | |||||||||||
15,825 | 6.500%, 02/01/2033 | 17,665 | 0.0 | |||||||||||
11,838 | 7.000%, 12/01/2027 | 12,188 | 0.0 | |||||||||||
2,699 | 7.000%, 10/01/2031 | 2,828 | 0.0 | |||||||||||
3,253 | 7.000%, 03/01/2032 | 3,505 | 0.0 | |||||||||||
1,733 | 7.500%, 09/01/2030 | 2,033 | 0.0 | |||||||||||
1,057 | 7.500%, 10/01/2030 | 1,059 | 0.0 | |||||||||||
5,234 | 7.500%, 09/01/2031 | 6,066 | 0.0 | |||||||||||
17,155 | 7.500%, 02/01/2032 | 19,212 | 0.0 | |||||||||||
441,081,959 | 8.0 | |||||||||||||
Government National Mortgage Association: 1.7% | ||||||||||||||
213,000 | (8) | 3.000%, 04/01/2044 | 209,568 | 0.0 | ||||||||||
5,803,082 | 3.500%, 07/20/2047 | 5,883,892 | 0.1 | |||||||||||
17,987,094 | 3.500%, 08/20/2047 | 18,217,270 | 0.3 | |||||||||||
12,938,689 | 3.500%, 08/20/2047 | 13,094,211 | 0.3 | |||||||||||
38,614,000 | (8) | 3.500%, 04/01/2048 | 38,991,843 | 0.7 | ||||||||||
423,177 | 4.000%, 11/20/2040 | 442,610 | 0.0 | |||||||||||
2,617,430 | 4.000%, 03/20/2046 | 2,701,828 | 0.1 | |||||||||||
533,159 | 4.500%, 10/15/2039 | 564,959 | 0.0 | |||||||||||
339,236 | 4.500%, 11/15/2039 | 358,804 | 0.0 | |||||||||||
356,570 | 4.500%, 11/15/2039 | 377,878 | 0.0 | |||||||||||
120,626 | 4.500%, 12/15/2039 | 127,812 | 0.0 | |||||||||||
112,419 | 4.500%, 08/20/2041 | 118,336 | 0.0 | |||||||||||
7,490,288 | 4.500%, 09/15/2047 | 7,795,969 | 0.2 | |||||||||||
545,354 | 5.140%, 10/20/2060 | 558,335 | 0.0 | |||||||||||
733,118 | 5.310%, 10/20/2060 | 749,193 | 0.0 | |||||||||||
756,870 | 5.500%, 03/20/2060 | 774,104 | 0.0 | |||||||||||
90,966,612 | 1.7 | |||||||||||||
Total U.S. Government Agency Obligations | ||||||||||||||
(Cost $816,062,230) | 810,080,848 | 14.8 |
FOREIGN GOVERNMENT BONDS: 5.0% | ||||||||||||||
ARS | 21,200,000 | Republic of Argentina, 21.200%, 09/19/2018 | 1,038,404 | 0.0 | ||||||||||
5,750,000 | Argentine Republic Government International Bond, 5.625%, 01/26/2022 | 5,847,750 | 0.1 | |||||||||||
9,160,000 | Argentine Republic Government International Bond, 6.875%, 04/22/2021 | 9,726,775 | 0.2 | |||||||||||
4,975,000 | Argentine Republic Government International Bond, 6.875%, 01/26/2027 | 5,079,475 | 0.1 | |||||||||||
CLP | 4,565,000,000 | Bonos de la Tesoreria de la Republica en pesos, 4.500%, 03/01/2026 | 7,629,121 | 0.1 | ||||||||||
CLP | 6,450,000,000 | Bonos de la Tesoreria de la Republica en pesos, 5.000%, 03/01/2035 | 10,758,010 | 0.2 | ||||||||||
BRL | 16,458,000 | Brazil Notas do Tesouro Nacional Serie F, 10.000%, 01/01/2027 | 5,271,774 | 0.1 | ||||||||||
BRL | 42,344,000 | Brazil Notas do Tesouro Nacional Serie F, 10.000%, 01/01/2029 | 13,452,398 | 0.3 | ||||||||||
BRL | 23,892,000 | Brazil Notas do Tesouro Nacional Series F, 10.000%, 01/01/2021 | 7,776,246 | 0.1 | ||||||||||
BRL | 26,035,000 | Brazil Notas do Tesouro Nacional Series F, 10.000%, 01/01/2023 | 8,426,367 | 0.2 | ||||||||||
BRL | 5,156,000 | Brazil Notas do Tesouro Nacional Series F, 10.000%, 01/01/2025 | 1,658,025 | 0.0 | ||||||||||
1,968,000 | Brazilian Government International Bond, 2.625%, 01/05/2023 | 1,871,568 | 0.0 | |||||||||||
2,500,000 | Brazilian Government International Bond, 6.000%, 04/07/2026 | 2,755,000 | 0.1 | |||||||||||
1,062,000 | Colombia Government International Bond, 2.625%, 03/15/2023 | 1,017,263 | 0.0 | |||||||||||
3,900,000 | Colombia Government International Bond, 3.875%, 04/25/2027 | 3,854,175 | 0.1 | |||||||||||
760,000 | Colombia Government International Bond, 8.125%, 05/21/2024 | 931,950 | 0.0 | |||||||||||
350,000 | (1) | Costa Rica Government International Bond, 4.250%, 01/26/2023 | 337,575 | 0.0 | ||||||||||
400,000 | Costa Rica Government International Bond, 9.995%, 08/01/2020 | 448,300 | 0.0 | |||||||||||
2,500,000 | Croatia Government International Bond, 5.500%, 04/04/2023 | 2,686,145 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
272,000 | Croatia Government International Bond, 6.375%, 03/24/2021 | 294,400 | 0.0 | |||||||||||
300,000 | (1) | Dominican Republic International Bond, 5.500%, 01/27/2025 | 309,438 | 0.0 | ||||||||||
270,000 | Dominican Republic International Bond, 5.875%, 04/18/2024 | 284,299 | 0.0 | |||||||||||
900,000 | Dominican Republic International Bond, 5.950%, 01/25/2027 | 942,750 | 0.0 | |||||||||||
300,000 | (1) | Dominican Republic International Bond, 6.600%, 01/28/2024 | 326,748 | 0.0 | ||||||||||
2,150,000 | Dominican Republic International Bond, 6.875%, 01/29/2026 | 2,390,392 | 0.1 | |||||||||||
250,000 | (1),(2) | Egypt Government International Bond, 5.875%, 06/11/2025 | 251,797 | 0.0 | ||||||||||
2,700,000 | Egypt Government International Bond, 6.125%, 01/31/2022 | 2,798,858 | 0.1 | |||||||||||
232,000 | (1) | El Salvador Government International Bond, 5.875%, 01/30/2025 | 228,798 | 0.0 | ||||||||||
290,380 | (1) | Gabonese Republic, 6.375%, 12/12/2024 | 289,022 | 0.0 | ||||||||||
2,506,000 | Hungary Government International Bond, 5.375%, 02/21/2023 | 2,709,487 | 0.1 | |||||||||||
416,000 | Hungary Government International Bond, 7.625%, 03/29/2041 | 601,670 | 0.0 | |||||||||||
1,775,000 | (1),(2) | Indonesia Government International Bond, 3.850%, 07/18/2027 | 1,742,510 | 0.0 | ||||||||||
1,500,000 | Indonesia Government International Bond, 4.125%, 01/15/2025 | 1,514,766 | 0.0 | |||||||||||
600,000 | (1) | Indonesia Government International Bond, 4.125%, 01/15/2025 | 605,906 | 0.0 | ||||||||||
2,750,000 | (1) | Indonesia Government International Bond, 4.350%, 01/08/2027 | 2,796,794 | 0.1 | ||||||||||
IDR | 100,152,000,000 | Indonesia Treasury Bond, 7.000%, 05/15/2027 | 7,416,377 | 0.1 | ||||||||||
IDR | 48,000,000,000 | Indonesia Treasury Bond, 7.500%, 08/15/2032 | 3,577,992 | 0.1 | ||||||||||
IDR | 63,492,000,000 | Indonesia Treasury Bond, 7.500%, 05/15/2038 | 4,673,989 | 0.1 | ||||||||||
IDR | 28,498,000,000 | Indonesia Treasury Bond, 8.375%, 09/15/2026 | 2,289,879 | 0.0 | ||||||||||
4,000,000 | (1) | Perusahaan Penerbit SBSN Indonesia III, 4.400%, 03/01/2028 | 4,034,000 | 0.1 | ||||||||||
2,618,595 | (3) | Ivory Coast Government International Bond, 5.750%, 12/31/2032 | 2,524,635 | 0.1 |
600,000 | (1) | KazAgro National Management Holding JSC, 4.625%, 05/24/2023 | 598,358 | 0.0 | ||||||||||
2,100,000 | Kazakhstan Government International Bond, 5.125%, 07/21/2025 | 2,279,031 | 0.0 | |||||||||||
1,000,000 | (1) | Kazakhstan Government International Bond, 5.125%, 07/21/2025 | 1,085,253 | 0.0 | ||||||||||
1,150,000 | Lebanon Government International Bond, 6.100%, 10/04/2022 | 1,133,693 | 0.0 | |||||||||||
718,000 | Lebanon Government International Bond, 6.000%, 01/27/2023 | 699,888 | 0.0 | |||||||||||
MXN | 147,260,000 | Mexican Bonos, 6.500%, 06/10/2021 | 7,941,186 | 0.2 | ||||||||||
MXN | 95,790,000 | Mexican Bonos, 7.750%, 05/29/2031 | 5,396,750 | 0.1 | ||||||||||
400,000 | (2) | Mexico Government International Bond, 4.000%, 10/02/2023 | 410,350 | 0.0 | ||||||||||
2,250,000 | Morocco Government International Bond, 4.250%, 12/11/2022 | 2,300,567 | 0.0 | |||||||||||
600,000 | (1) | Morocco Government International Bond, 4.250%, 12/11/2022 | 613,484 | 0.0 | ||||||||||
850,000 | Namibia International Bonds, 5.500%, 11/03/2021 | 878,241 | 0.0 | |||||||||||
3,125,000 | Panama Government International Bond, 3.875%, 03/17/2028 | 3,156,250 | 0.1 | |||||||||||
693,000 | Panama Government International Bond, 6.700%, 01/26/2036 | 878,378 | 0.0 | |||||||||||
PEN | 11,093,000 | (1) | Peru Government Bond, 6.150%, 08/12/2032 | 3,796,422 | 0.1 | |||||||||
PEN | 26,244,000 | Peru Government Bond, 6.900%, 08/12/2037 | 9,391,472 | 0.2 | ||||||||||
1,900,000 | (2) | Peruvian Government International Bond, 4.125%, 08/25/2027 | 1,991,200 | 0.0 | ||||||||||
356,250 | Republic of Angola Via Northern Lights III BV, 7.000%, 08/17/2019 | 364,079 | 0.0 | |||||||||||
600,000 | Republic of Paraguay, 4.625%, 01/25/2023 | 619,080 | 0.0 | |||||||||||
600,000 | (1) | Republic of Paraguay, 4.625%, 01/25/2023 | 619,080 | 0.0 | ||||||||||
PLN | 41,657,000 | Republic of Poland Government Bond, 3.250%, 07/25/2025 | 12,468,198 | 0.2 | ||||||||||
PLN | 13,164,000 | Republic of Poland Government Bond, 4.000%, 10/25/2023 | 4,143,037 | 0.1 | ||||||||||
1,380,000 | Republic of Poland Government International Bond, 3.250%, 04/06/2026 | 1,370,851 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
1,500,000 | Republic of Poland Government International Bond, 4.000%, 01/22/2024 | 1,560,537 | 0.0 | |||||||||||
1,250,000 | South Africa Government International Bond, 4.300%, 10/12/2028 | 1,172,694 | 0.0 | |||||||||||
RON | 36,935,000 | Romania Government Bond, 3.250%, 04/29/2024 | 9,269,223 | 0.2 | ||||||||||
EUR | 1,000,000 | Romanian Government International Bond, 3.375%, 02/08/2038 | 1,233,505 | 0.0 | ||||||||||
1,602,000 | Romanian Government International Bond, 4.375%, 08/22/2023 | 1,648,314 | 0.0 | |||||||||||
136,000 | (1) | Romanian Government International Bond, 4.375%, 08/22/2023 | 139,932 | 0.0 | ||||||||||
6,400,000 | Russian Federal Bond - OFZ, 4.750%, 05/27/2026 | 6,621,965 | 0.1 | |||||||||||
RUB | 276,740,000 | Russian Federal Bond - OFZ, 7.000%, 01/25/2023 | 4,955,137 | 0.1 | ||||||||||
RUB | 164,590,000 | Russian Federal Bond - OFZ, 7.000%, 08/16/2023 | 2,942,006 | 0.1 | ||||||||||
RUB | 424,870,000 | Russian Federal Bond - OFZ, 7.500%, 08/18/2021 | 7,664,458 | 0.1 | ||||||||||
RUB | 256,882,000 | Russian Federal Bond - OFZ, 7.600%, 07/20/2022 | 4,687,841 | 0.1 | ||||||||||
RUB | 593,095,000 | Russian Federal Bond - OFZ, 7.750%, 09/16/2026 | 10,963,677 | 0.2 | ||||||||||
RUB | 462,391,000 | Russian Federal Bond - OFZ, 8.500%, 09/17/2031 | 9,072,590 | 0.2 | ||||||||||
2,800,000 | Russian Foreign Bond - Eurobond, 4.250%, 06/23/2027 | 2,790,900 | 0.1 | |||||||||||
350,000 | Sri Lanka Government International Bond, 5.875%, 07/25/2022 | 355,663 | 0.0 | |||||||||||
1,100,000 | (1) | Sri Lanka Government International Bond, 6.825%, 07/18/2026 | 1,133,594 | 0.0 | ||||||||||
253,337 | Tanzania Government International Bond, 8.241%, (US0003M + 6.000%), 03/09/2020 | 264,309 | 0.0 | |||||||||||
TRY | 17,898,000 | Turkey Government Bond, 9.200%, 09/22/2021 | 4,010,299 | 0.1 | ||||||||||
800,000 | Turkey Government International Bond, 4.875%, 10/09/2026 | 755,626 | 0.0 | |||||||||||
1,000,000 | Turkey Government International Bond, 5.125%, 02/17/2028 | 945,893 | 0.0 | |||||||||||
200,000 | Turkey Government International Bond, 6.250%, 09/26/2022 | 212,150 | 0.0 | |||||||||||
2,083,000 | Turkey Government International Bond, 7.375%, 02/05/2025 | 2,311,878 | 0.0 |
2,726,000 | Ukraine Government AID Bonds, 1.847%, 05/29/2020 | 2,706,648 | 0.1 | |||||||||||
2,300,000 | Uruguay Government International Bond, 4.375%, 10/27/2027 | 2,375,498 | 0.0 | |||||||||||
253,970 | Uruguay Government International Bond, 7.625%, 03/21/2036 | 346,847 | 0.0 | |||||||||||
341,643 | Uruguay Government International Bond, 8.000%, 11/18/2022 | 397,177 | 0.0 | |||||||||||
475,000 | Vietnam Government International Bond, 6.750%, 01/29/2020 | 502,658 | 0.0 | |||||||||||
300,000 | (1) | Zambia Government International Bond, 5.375%, 09/20/2022 | 286,021 | 0.0 | ||||||||||
Total Foreign Government Bonds | ||||||||||||||
(Cost $272,690,762) | 276,632,716 | 5.0 |
Shares | Value | Percentage of Net Assets | ||||||||||||
PREFERRED STOCK: 0.0% | ||||||||||||||
Utilities: 0.0% | ||||||||||||||
85,974 | (10),(11) | SCE Trust VI | 1,946,452 | 0.0 | ||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $2,149,350) | 1,946,452 | 0.0 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $5,829,899,582) | 5,804,641,213 | 105.9 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 13.1% | ||||||||||||||
Commercial Paper: 2.5% | ||||||||||||||
16,800,000 | Campbell, 0.000%, 04/02/2018 | 16,796,160 | 0.3 | |||||||||||
6,500,000 | Exelon, 3.200%, 04/04/2018 | 6,497,754 | 0.1 | |||||||||||
65,000,000 | Kroger, 4.150%, 04/02/2018 | 64,985,527 | 1.2 | |||||||||||
23,000,000 | Pacific Gas+Elec, 4.260%, 04/02/2018 | 22,994,743 | 0.4 | |||||||||||
25,000,000 | UHG, 0.000%, 04/02/2018 | 24,994,458 | 0.5 | |||||||||||
136,268,642 | 2.5 | |||||||||||||
Securities Lending Collateral(12): 2.7% | ||||||||||||||
1,600,441 | Bank of Nova Scotia, Repurchase Agreement dated 03/29/18, 1.77%, due 04/02/18 (Repurchase Amount $1,600,751, collateralized by various U.S. Government Securities, 0.000%-4.500%, Market Value plus accrued interest $1,632,530, due 04/19/18-09/09/49) | 1,600,441 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
35,357,700 | Cantor Fitzgerald Securities, Repurchase Agreement dated 03/29/18, 1.80%, due 04/02/18 (Repurchase Amount $35,364,675, collateralized by various U.S. Government\U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $36,064,855, due 03/31/18-02/20/68) | 35,357,700 | 0.6 | |||||||||||
35,357,700 | Daiwa Capital Markets, Repurchase Agreement dated 03/29/18, 1.81%, due 04/02/18 (Repurchase Amount $35,364,713, collateralized by various U.S. Government\U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $36,064,854, due 04/30/18-12/01/51) | 35,357,700 | 0.7 | |||||||||||
5,680,419 | Deutsche Bank AG, Repurchase Agreement dated 03/29/18, 1.82%, due 04/02/18 (Repurchase Amount $5,681,552, collateralized by various U.S. Government Agency Obligations, 3.500%-4.500%, Market Value plus accrued interest $5,794,027, due 07/25/42-01/20/48) | 5,680,419 | 0.1 | |||||||||||
35,357,700 | MUFG Securities America Inc., Repurchase Agreement dated 03/29/18, 1.81%, due 04/02/18 (Repurchase Amount $35,364,713, collateralized by various U.S. Government Agency Obligations, 1.915%-5.097%, Market Value plus accrued interest $36,064,854, due 08/01/19-03/01/48) | 35,357,700 | 0.7 |
35,357,700 | NBC Global Finance Ltd., Repurchase Agreement dated 03/29/18, 1.71%, due 04/02/18 (Repurchase Amount $35,364,326, collateralized by various U.S. Government Securities, 0.000%-3.625%, Market Value plus accrued interest $36,064,862, due 06/30/19-09/09/49) | 35,357,700 | 0.6 | |||||||||||
148,711,660 | 2.7 | |||||||||||||
Repurchase Agreement: 0.1% | ||||||||||||||
3,742,000 | Deutsche Bank Repurchase Agreement dated 3/29/2018, 1.8%, due 4/2/2018, $3,742,748 to be received upon repurchase (Collateralized by $3,825,600, Note, 1.875%, Market Value plus accrued interest $3,816,870 due 12/31/2019) | |||||||||||||
(Cost $3,742,000) | 3,742,000 | 0.1 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 7.8% | ||||||||||||||
428,529,000 | (13) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.550% | ||||||||||||
(Cost $428,529,000) | 428,529,000 | 7.8 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $717,273,650) | 717,251,302 | 13.1 | ||||||||||||
Total Investments in Securities (Cost $6,547,173,233) | $ | 6,521,892,515 | 119.0 | |||||||||||
Liabilities in Excess of Other Assets | (1,042,723,248 | ) | (19.0 | ) | ||||||||||
Net Assets | $ | 5,479,169,267 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(2) | Security, or a portion of the security, is on loan. |
(3) | Step Bond. Interest rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Rate shown is the rate in effect as of March 31, 2018. |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
(4) | Interest only securities represent the right to receive the monthly interest payments on an underlying pool of mortgage loans. Principal amount shown represents the notional amount on which current interest is calculated. Payments of principal on the pool reduce the value of the interest only security. |
(5) | Principal only securities represent the right to receive the monthly principal payments on an underlying pool of mortgage loans. No payments of interest on the pool are passed through the principal only security. |
(6) | Represents a zero coupon bond. Rate shown reflects the effective yield as of March 31, 2018. |
(7) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(8) | Settlement is on a when-issued or delayed-delivery basis. |
(9) | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
(10) | Preferred Stock may be called prior to convertible date. |
(11) | Non-income producing security. |
(12) | Represents securities purchased with cash collateral received for securities on loan. |
(13) | Rate shown is the 7-day yield as of March 31, 2018. |
ARS | Argentine Peso |
BRL | Brazilian Real |
CLP | Chilean Peso |
DKK | Danish Krone |
EUR | EU Euro |
IDR | Indonesian Rupiah |
MXN | Mexican Peso |
PEN | Peruvian Nuevo Sol |
PLN | Polish Zloty |
RON | Romanian New Leu |
RUB | Russian Ruble |
TRY | Turkish New Lira |
Reference Rate Abbreviations: |
12MTA | 12-month Treasury Average |
US0001M | 1-month LIBOR |
US0003M | 3-month LIBOR |
US0012M | 12-month LIBOR |
See Accompanying Notes to Financial Statements
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 63.8% | ||||||||||||||
Basic Materials: 1.8% | ||||||||||||||
250,000 | ArcelorMittal, 5.750%, 03/01/2021 | 264,062 | 0.3 | |||||||||||
300,000 | Huntsman International LLC, 4.875%, 11/15/2020 | 306,750 | 0.3 | |||||||||||
361,000 | PPG Industries, Inc., 2.300%, 11/15/2019 | 358,993 | 0.3 | |||||||||||
320,000 | Sherwin-Williams Co/The, 2.250%, 05/15/2020 | 314,811 | 0.3 | |||||||||||
300,000 | (1) | Teck Resources Ltd., 4.750%, 01/15/2022 | 305,250 | 0.3 | ||||||||||
300,000 | (2) | WR Grace & Co-Conn, 5.125%, 10/01/2021 | 307,875 | 0.3 | ||||||||||
1,857,741 | 1.8 | |||||||||||||
Communications: 4.4% | ||||||||||||||
230,000 | Alibaba Group Holding Ltd, 2.800%, 06/06/2023 | 222,479 | 0.2 | |||||||||||
280,000 | (2) | Amazon.com, Inc., 1.900%, 08/21/2020 | 274,272 | 0.2 | ||||||||||
537,000 | AT&T, Inc., 2.300%, 03/11/2019 | 535,163 | 0.5 | |||||||||||
205,000 | AT&T, Inc., 2.450%, 06/30/2020 | 202,730 | 0.2 | |||||||||||
200,000 | (1) | Cablevision Systems Corp., 5.875%, 09/15/2022 | 198,940 | 0.2 | ||||||||||
150,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.250%, 09/30/2022 | 152,533 | 0.1 | |||||||||||
195,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.579%, 07/23/2020 | 195,628 | 0.2 | |||||||||||
236,000 | Cisco Systems, Inc., 2.450%, 06/15/2020 | 234,611 | 0.2 | |||||||||||
300,000 | DISH DBS Corp., 5.125%, 05/01/2020 | 300,780 | 0.3 | |||||||||||
180,000 | eBay, Inc., 2.150%, 06/05/2020 | 176,706 | 0.2 | |||||||||||
300,000 | (2) | Gray Television, Inc., 5.125%, 10/15/2024 | 291,000 | 0.3 | ||||||||||
117,000 | NBCUniversal Media LLC, 5.150%, 04/30/2020 | 122,142 | 0.1 | |||||||||||
390,000 | Orange SA, 1.625%, 11/03/2019 | 382,038 | 0.4 | |||||||||||
246,000 | Scripps Networks Interactive, Inc., 2.750%, 11/15/2019 | 244,335 | 0.2 | |||||||||||
400,000 | (2) | Sky PLC, 2.625%, 09/16/2019 | 398,422 | 0.4 | ||||||||||
300,000 | Sprint Communications, Inc., 6.000%, 11/15/2022 | 295,125 | 0.3 | |||||||||||
220,000 | Viacom, Inc., 4.250%, 09/01/2023 | 223,454 | 0.2 |
234,000 | Walt Disney Co/The, 1.950%, 03/04/2020 | 230,737 | 0.2 | |||||||||||
4,681,095 | 4.4 | |||||||||||||
Consumer, Cyclical: 4.8% | ||||||||||||||
61,433 | American Airlines 2015-2 Class B Pass Through Trust, 4.400%, 03/22/2025 | 61,859 | 0.1 | |||||||||||
140,000 | AutoZone, Inc., 4.000%, 11/15/2020 | 143,337 | 0.1 | |||||||||||
214,000 | (2) | BMW US Capital LLC, 1.450%, 09/13/2019 | 210,382 | 0.2 | ||||||||||
50,828 | Continental Airlines 2012-2 Class B Pass Through Trust, 5.500%, 04/29/2022 | 52,317 | 0.0 | |||||||||||
200,000 | (2) | Daimler Finance North America LLC, 2.300%, 01/06/2020 | 197,566 | 0.2 | ||||||||||
300,000 | Fiat Chrysler Automobiles NV, 4.500%, 04/15/2020 | 303,402 | 0.3 | |||||||||||
250,000 | Ford Motor Credit Co. LLC, 1.897%, 08/12/2019 | 246,157 | 0.2 | |||||||||||
550,000 | Ford Motor Credit Co. LLC, 3.157%, 08/04/2020 | 547,332 | 0.5 | |||||||||||
280,000 | Ford Motor Credit Co. LLC, 5.750%, 02/01/2021 | 296,355 | 0.3 | |||||||||||
550,000 | General Motors Financial Co., Inc., 3.950%, 04/13/2024 | 545,832 | 0.5 | |||||||||||
200,000 | M/I Homes, Inc., 6.750%, 01/15/2021 | 206,750 | 0.2 | |||||||||||
250,000 | MGM Resorts International, 6.750%, 10/01/2020 | 266,250 | 0.3 | |||||||||||
52,000 | Newell Brands, Inc., 2.600%, 03/29/2019 | 51,774 | 0.0 | |||||||||||
190,000 | (2) | Nissan Motor Acceptance Corp., 2.150%, 09/28/2020 | 186,110 | 0.2 | ||||||||||
140,000 | Nordstrom, Inc., 4.750%, 05/01/2020 | 144,749 | 0.1 | |||||||||||
274,000 | PACCAR Financial Corp., 1.750%, 08/14/2018 | 273,422 | 0.3 | |||||||||||
207,000 | Ralph Lauren Corp., 2.625%, 08/18/2020 | 206,319 | 0.2 | |||||||||||
200,000 | Springs Industries, Inc., 6.250%, 06/01/2021 | 203,250 | 0.2 | |||||||||||
364,000 | Toyota Motor Credit Corp., 1.550%, 10/18/2019 | 357,492 | 0.3 | |||||||||||
160,000 | Toyota Motor Credit Corp., 1.700%, 01/09/2019 | 158,914 | 0.2 | |||||||||||
33,959 | United Airlines 2013-1 Class B Pass Through Trust, 5.375%, 02/15/2023 | 35,020 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
198,850 | United Airlines 2014-2 Class B Pass Through Trust, 4.625%, 03/03/2024 | 201,743 | 0.2 | |||||||||||
185,415 | US Airways 2012-2 Class B Pass Through Trust, 6.750%, 12/03/2022 | 198,162 | 0.2 | |||||||||||
24,466 | US Airways 2013-1 Class B Pass Through Trust, 5.375%, 05/15/2023 | 25,292 | 0.0 | |||||||||||
5,119,786 | 4.8 | |||||||||||||
Consumer, Non-cyclical: 10.4% | ||||||||||||||
169,000 | Abbott Laboratories, 2.800%, 09/15/2020 | 168,237 | 0.2 | |||||||||||
310,000 | Abbott Laboratories, 2.900%, 11/30/2021 | 307,299 | 0.3 | |||||||||||
361,000 | AbbVie, Inc., 1.800%, 05/14/2018 | 360,747 | 0.3 | |||||||||||
220,000 | AbbVie, Inc., 2.500%, 05/14/2020 | 217,238 | 0.2 | |||||||||||
242,000 | Altria Group, Inc., 4.750%, 05/05/2021 | 253,013 | 0.2 | |||||||||||
590,000 | Anheuser-Busch InBev Finance, Inc., 2.650%, 02/01/2021 | 585,676 | 0.6 | |||||||||||
135,000 | Anheuser-Busch InBev Worldwide, Inc., 3.500%, 01/12/2024 | 135,998 | 0.1 | |||||||||||
190,000 | Anthem, Inc., 2.500%, 11/21/2020 | 186,870 | 0.2 | |||||||||||
211,000 | AstraZeneca PLC, 1.750%, 11/16/2018 | 209,894 | 0.2 | |||||||||||
220,000 | AstraZeneca PLC, 1.950%, 09/18/2019 | 217,229 | 0.2 | |||||||||||
152,000 | AstraZeneca PLC, 2.375%, 11/16/2020 | 149,668 | 0.1 | |||||||||||
100,000 | (2) | BAT Capital Corp., 2.297%, 08/14/2020 | 98,087 | 0.1 | ||||||||||
380,000 | (2) | BAT International Finance PLC, 2.750%, 06/15/2020 | 376,906 | 0.4 | ||||||||||
296,000 | Baxalta, Inc., 2.000%, 06/22/2018 | 295,574 | 0.3 | |||||||||||
380,000 | Becton Dickinson and Co., 2.404%, 06/05/2020 | 372,918 | 0.4 | |||||||||||
140,000 | Campbell Soup Co., 3.650%, 03/15/2023 | 140,393 | 0.1 | |||||||||||
151,000 | Cardinal Health, Inc., 1.950%, 06/15/2018 | 150,833 | 0.1 | |||||||||||
170,000 | Cardinal Health, Inc., 2.616%, 06/15/2022 | 164,451 | 0.2 | |||||||||||
45,000 | Cardinal Health, Inc., 4.625%, 12/15/2020 | 46,573 | 0.0 | |||||||||||
300,000 | Centene Corp., 4.750%, 05/15/2022 | 305,250 | 0.3 | |||||||||||
170,000 | Constellation Brands, Inc., 2.250%, 11/06/2020 | 166,420 | 0.2 | |||||||||||
580,000 | CVS Health Corp., 3.350%, 03/09/2021 | 583,460 | 0.6 | |||||||||||
240,000 | (2) | Danone SA, 1.691%, 10/30/2019 | 235,243 | 0.2 | ||||||||||
373,000 | Gilead Sciences, Inc., 1.950%, 03/01/2022 | 357,049 | 0.3 | |||||||||||
250,000 | HCA Healthcare, Inc., 6.250%, 02/15/2021 | 263,125 | 0.2 |
210,000 | (2) | Imperial Brands Finance PLC, 2.950%, 07/21/2020 | 208,582 | 0.2 | ||||||||||
170,000 | Johnson & Johnson, 1.950%, 11/10/2020 | 167,268 | 0.2 | |||||||||||
570,000 | Kraft Heinz Foods Co., 2.000%, 07/02/2018 | 569,465 | 0.5 | |||||||||||
200,000 | Kraft Heinz Foods Co., 2.800%, 07/02/2020 | 198,696 | 0.2 | |||||||||||
234,000 | Kroger Co., 2.000%, 01/15/2019 | 232,379 | 0.2 | |||||||||||
432,000 | Medtronic Global Holdings SCA, 1.700%, 03/28/2019 | 428,095 | 0.4 | |||||||||||
448,000 | Medtronic, Inc., 2.500%, 03/15/2020 | 445,583 | 0.4 | |||||||||||
220,000 | Molson Coors Brewing Co., 1.450%, 07/15/2019 | 215,990 | 0.2 | |||||||||||
259,000 | Moody's Corp., 2.750%, 12/15/2021 | 254,463 | 0.2 | |||||||||||
267,000 | Mylan NV, 2.500%, 06/07/2019 | 264,983 | 0.2 | |||||||||||
79,000 | Mylan NV, 3.150%, 06/15/2021 | 78,005 | 0.1 | |||||||||||
90,000 | Novartis Capital Corp., 4.400%, 04/24/2020 | 93,043 | 0.1 | |||||||||||
117,000 | PepsiCo, Inc., 1.550%, 05/02/2019 | 115,894 | 0.1 | |||||||||||
230,000 | PepsiCo, Inc., 2.000%, 04/15/2021 | 224,344 | 0.2 | |||||||||||
300,000 | (2) | Post Holdings, Inc., 5.500%, 03/01/2025 | 296,250 | 0.3 | ||||||||||
340,000 | Shire Acquisitions Investments Ireland DAC, 1.900%, 09/23/2019 | 334,480 | 0.3 | |||||||||||
123,000 | Shire Acquisitions Investments Ireland DAC, 2.400%, 09/23/2021 | 118,833 | 0.1 | |||||||||||
295,000 | Teva Pharmaceutical Finance Netherlands III BV, 1.700%, 07/19/2019 | 285,327 | 0.3 | |||||||||||
175,000 | UnitedHealth Group, Inc., 1.900%, 07/16/2018 | 174,744 | 0.2 | |||||||||||
11,054,575 | 10.4 | |||||||||||||
Energy: 5.4% | ||||||||||||||
300,000 | Antero Resources Corp., 5.125%, 12/01/2022 | 303,750 | 0.3 | |||||||||||
180,000 | BP Capital Markets PLC, 2.315%, 02/13/2020 | 178,067 | 0.2 | |||||||||||
349,000 | BP Capital Markets PLC, 2.521%, 01/15/2020 | 347,035 | 0.3 | |||||||||||
54,000 | BP Capital Markets PLC, 3.216%, 11/28/2023 | 53,550 | 0.1 | |||||||||||
130,000 | BP Capital Markets PLC, 4.742%, 03/11/2021 | 136,261 | 0.1 | |||||||||||
220,000 | Canadian Natural Resources Ltd., 2.950%, 01/15/2023 | 213,784 | 0.2 | |||||||||||
195,000 | Chevron Corp., 1.790%, 11/16/2018 | 194,200 | 0.2 | |||||||||||
338,000 | Chevron Corp., 2.419%, 11/17/2020 | 335,585 | 0.3 | |||||||||||
150,000 | Columbia Pipeline Group, Inc., 3.300%, 06/01/2020 | 149,746 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
250,000 | Continental Resources, Inc./OK, 5.000%, 09/15/2022 | 254,063 | 0.2 | |||||||||||
144,000 | Energy Transfer Partners L.P., 2.500%, 06/15/2018 | 144,033 | 0.1 | |||||||||||
361,000 | Enterprise Products Operating LLC, 1.650%, 05/07/2018 | 360,662 | 0.3 | |||||||||||
110,000 | Enterprise Products Operating LLC, 2.800%, 02/15/2021 | 108,856 | 0.1 | |||||||||||
80,000 | Enterprise Products Operating LLC, 2.850%, 04/15/2021 | 79,112 | 0.1 | |||||||||||
130,000 | Enterprise Products Operating LLC, 5.200%, 09/01/2020 | 136,125 | 0.1 | |||||||||||
406,000 | Exxon Mobil Corp., 1.708%, 03/01/2019 | 403,111 | 0.4 | |||||||||||
300,000 | Kinder Morgan Energy Partners L.P., 5.000%, 10/01/2021 | 313,162 | 0.3 | |||||||||||
250,000 | (2) | NGPL PipeCo LLC, 4.375%, 08/15/2022 | 249,375 | 0.2 | ||||||||||
115,000 | Range Resources Corp., 5.875%, 07/01/2022 | 116,150 | 0.1 | |||||||||||
170,000 | (2) | Schlumberger Finance Canada Ltd, 2.200%, 11/20/2020 | 167,749 | 0.2 | ||||||||||
84,000 | Shell International Finance BV, 1.375%, 09/12/2019 | 82,510 | 0.1 | |||||||||||
185,000 | Shell International Finance BV, 1.625%, 11/10/2018 | 184,093 | 0.2 | |||||||||||
416,000 | Shell International Finance BV, 1.750%, 09/12/2021 | 398,873 | 0.4 | |||||||||||
294,000 | Shell International Finance BV, 2.125%, 05/11/2020 | 289,605 | 0.3 | |||||||||||
337,000 | Total Capital International SA, 2.100%, 06/19/2019 | 334,783 | 0.3 | |||||||||||
170,000 | TransCanada PipeLines Ltd, 2.125%, 11/15/2019 | 168,169 | 0.2 | |||||||||||
5,702,409 | 5.4 | |||||||||||||
Financial: 23.5% | ||||||||||||||
210,000 | (2) | ABN AMRO Bank NV, 2.450%, 06/04/2020 | 206,917 | 0.2 | ||||||||||
180,000 | American International Group, Inc., 3.300%, 03/01/2021 | 180,277 | 0.2 | |||||||||||
50,000 | American International Group, Inc., 6.400%, 12/15/2020 | 53,962 | 0.1 | |||||||||||
120,000 | American Express Co., 2.200%, 10/30/2020 | 117,081 | 0.1 | |||||||||||
195,000 | American Express Credit Corp., 1.875%, 05/03/2019 | 193,210 | 0.2 | |||||||||||
200,000 | (2) | ANZ New Zealand Int'l Ltd./London, 2.200%, 07/17/2020 | 196,109 | 0.2 |
260,000 | Aon Corp., 5.000%, 09/30/2020 | 271,631 | 0.3 | |||||||||||
285,000 | (2) | Athene Global Funding, 2.750%, 04/20/2020 | 282,667 | 0.3 | ||||||||||
230,000 | Australia & New Zealand Banking Group Ltd./New York NY, 2.250%, 06/13/2019 | 228,571 | 0.2 | |||||||||||
200,000 | Banco Santander SA, 3.500%, 04/11/2022 | 199,209 | 0.2 | |||||||||||
220,000 | Bank of America Corp., 1.950%, 05/12/2018 | 219,900 | 0.2 | |||||||||||
550,000 | Bank of America Corp., 2.151%, 11/09/2020 | 539,276 | 0.5 | |||||||||||
33,000 | Bank of America Corp., 2.600%, 01/15/2019 | 33,036 | 0.0 | |||||||||||
196,000 | (2) | Bank of America Corp., 3.004%, 12/20/2023 | 192,309 | 0.2 | ||||||||||
220,000 | (1) | Bank of Montreal, 1.800%, 07/31/2018 | 219,646 | 0.2 | ||||||||||
272,000 | Bank of Montreal, 2.100%, 12/12/2019 | 268,436 | 0.3 | |||||||||||
250,000 | Bank of New York Mellon Corp., 2.600%, 08/17/2020 | 248,258 | 0.2 | |||||||||||
80,000 | Bank of Nova Scotia/The, 2.450%, 03/22/2021 | 78,714 | 0.1 | |||||||||||
252,000 | Bank of Nova Scotia, 1.650%, 06/14/2019 | 248,766 | 0.2 | |||||||||||
200,000 | (2) | Banque Federative du Credit Mutuel SA, 2.200%, 07/20/2020 | 195,813 | 0.2 | ||||||||||
210,000 | Barclays PLC, 2.750%, 11/08/2019 | 208,489 | 0.2 | |||||||||||
153,000 | Berkshire Hathaway Finance Corp., 1.700%, 03/15/2019 | 151,969 | 0.1 | |||||||||||
400,000 | (2) | BPCE SA, 2.750%, 01/11/2023 | 386,249 | 0.4 | ||||||||||
260,000 | Canadian Imperial Bank of Commerce, 2.700%, 02/02/2021 | 257,373 | 0.2 | |||||||||||
250,000 | Capital One NA, 2.350%, 08/17/2018 | 249,741 | 0.2 | |||||||||||
250,000 | Citibank NA, 2.000%, 03/20/2019 | 248,451 | 0.2 | |||||||||||
433,000 | Citigroup, Inc., 2.050%, 12/07/2018 | 431,453 | 0.4 | |||||||||||
240,000 | Citizens Financial Group, Inc., 5.158%, 06/29/2023 | 241,627 | 0.2 | |||||||||||
266,000 | Comerica, Inc., 2.125%, 05/23/2019 | 263,838 | 0.3 | |||||||||||
207,000 | (2) | Commonwealth Bank of Australia, 2.250%, 03/10/2020 | 204,112 | 0.2 | ||||||||||
410,000 | Cooperatieve Rabobank UA/NY, 2.250%, 01/14/2019 | 408,917 | 0.4 | |||||||||||
250,000 | (2) | Credit Agricole SA/London, 2.375%, 07/01/2021 | 242,937 | 0.2 | ||||||||||
200,000 | Credit Suisse AG, 5.300%, 08/13/2019 | 206,211 | 0.2 |
See Accompanying Notes to Financial Statements
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
360,000 | Credit Suisse Group Funding Guernsey Ltd., 3.125%, 12/10/2020 | 358,169 | 0.3 | |||||||||||
150,000 | Discover Bank, 2.600%, 11/13/2018 | 149,974 | 0.1 | |||||||||||
300,000 | (2) | Federation des Caisses Desjardins du Quebec, 2.250%, 10/30/2020 | 294,179 | 0.3 | ||||||||||
220,000 | Fifth Third Bank/Cincinnati OH, 1.625%, 09/27/2019 | 216,249 | 0.2 | |||||||||||
223,000 | GE Capital International Funding Co. Unlimited Co., 2.342%, 11/15/2020 | 218,134 | 0.2 | |||||||||||
127,000 | Goldman Sachs Group, Inc./The, 2.300%, 12/13/2019 | 125,681 | 0.1 | |||||||||||
600,000 | Goldman Sachs Group, Inc./The, 2.600%, 12/27/2020 | 591,511 | 0.6 | |||||||||||
425,000 | Goldman Sachs Group, Inc., 2.550%, 10/23/2019 | 422,814 | 0.4 | |||||||||||
320,000 | Hartford Financial Services Group, Inc., 8.125%, 06/15/2068 | 324,000 | 0.3 | |||||||||||
270,000 | HSBC Holdings PLC, 3.400%, 03/08/2021 | 271,318 | 0.3 | |||||||||||
200,000 | HSBC USA, Inc., 5.000%, 09/27/2020 | 207,743 | 0.2 | |||||||||||
260,000 | (2) | ING Bank NV, 1.650%, 08/15/2019 | 255,956 | 0.2 | ||||||||||
290,000 | ING Bank NV, 4.125%, 11/21/2023 | 291,831 | 0.3 | |||||||||||
310,000 | (2) | Intesa Sanpaolo SpA, 3.125%, 07/14/2022 | 299,802 | 0.3 | ||||||||||
442,000 | JPMorgan Chase & Co., 1.625%, 05/15/2018 | 441,552 | 0.4 | |||||||||||
424,000 | JPMorgan Chase & Co., 2.550%, 03/01/2021 | 417,389 | 0.4 | |||||||||||
100,000 | JPMorgan Chase & Co., 3.200%, 01/25/2023 | 99,085 | 0.1 | |||||||||||
250,000 | JPMorgan Chase Bank NA, 2.604%, 02/01/2021 | 248,681 | 0.2 | |||||||||||
250,000 | KeyBank NA/Cleveland OH, 2.350%, 03/08/2019 | 249,175 | 0.2 | |||||||||||
342,000 | KeyCorp, 2.300%, 12/13/2018 | 341,150 | 0.3 | |||||||||||
200,000 | Lloyds Bank PLC, 2.700%, 08/17/2020 | 197,972 | 0.2 | |||||||||||
365,000 | Mitsubishi UFJ Financial Group, Inc., 2.190%, 09/13/2021 | 352,357 | 0.3 | |||||||||||
200,000 | (2) | Mizuho Financial Group, Inc., 2.632%, 04/12/2021 | 196,086 | 0.2 | ||||||||||
30,000 | Morgan Stanley, 2.200%, 12/07/2018 | 29,938 | 0.0 | |||||||||||
59,000 | Morgan Stanley, 2.500%, 01/24/2019 | 58,907 | 0.1 | |||||||||||
270,000 | Morgan Stanley, 5.625%, 09/23/2019 | 280,349 | 0.3 | |||||||||||
250,000 | National Australia Bank Ltd./New York, 2.250%, 01/10/2020 | 247,740 | 0.2 | |||||||||||
300,000 | National Australia Bank Ltd./New York, 2.500%, 05/22/2022 | 291,265 | 0.3 |
300,000 | National Rural Utilities Cooperative Finance Corp., 2.350%, 06/15/2020 | 295,995 | 0.3 | |||||||||||
312,000 | National Rural Utilities Cooperative Finance Corp., 1.500%, 11/01/2019 | 305,853 | 0.3 | |||||||||||
200,000 | (2) | Nationwide Building Society, 2.350%, 01/21/2020 | 197,445 | 0.2 | ||||||||||
280,000 | (2) | Nordea Bank AB, 4.875%, 01/27/2020 | 289,318 | 0.3 | ||||||||||
140,000 | (2) | Nuveen Finance LLC, 2.950%, 11/01/2019 | 139,695 | 0.1 | ||||||||||
310,000 | PNC Bank NA, 1.450%, 07/29/2019 | 304,577 | 0.3 | |||||||||||
680,000 | PNC Bank NA, 2.400%, 10/18/2019 | 675,854 | 0.6 | |||||||||||
190,000 | (2) | Protective Life Global Funding, 2.161%, 09/25/2020 | 185,263 | 0.2 | ||||||||||
175,000 | (1),(2) | Realogy Group LLC / Realogy Co-Issuer Corp., 5.250%, 12/01/2021 | 176,146 | 0.2 | ||||||||||
320,000 | Regions Bank/Birmingham AL, 2.250%, 09/14/2018 | 319,457 | 0.3 | |||||||||||
295,000 | Royal Bank of Canada, 1.800%, 07/30/2018 | 294,405 | 0.3 | |||||||||||
346,000 | Royal Bank of Canada, 2.125%, 03/02/2020 | 341,074 | 0.3 | |||||||||||
465,000 | Royal Bank of Scotland Group PLC, 6.400%, 10/21/2019 | 488,192 | 0.5 | |||||||||||
254,000 | Santander Holdings USA, Inc., 2.700%, 05/24/2019 | 253,430 | 0.2 | |||||||||||
200,000 | Santander UK PLC, 2.500%, 01/05/2021 | 196,791 | 0.2 | |||||||||||
363,000 | (2) | Scentre Group Trust 1 / Scentre Group Trust 2, 2.375%, 11/05/2019 | 359,392 | 0.3 | ||||||||||
250,000 | Skandinaviska Enskilda Banken AB, 2.300%, 03/11/2020 | 246,538 | 0.2 | |||||||||||
265,000 | (2) | Standard Chartered PLC, 2.100%, 08/19/2019 | 261,245 | 0.2 | ||||||||||
560,000 | (2) | Standard Chartered PLC, 2.250%, 04/17/2020 | 549,374 | 0.5 | ||||||||||
280,000 | Sumitomo Mitsui Banking Corp., 1.966%, 01/11/2019 | 278,293 | 0.3 | |||||||||||
270,000 | Sumitomo Mitsui Banking Corp., 2.514%, 01/17/2020 | 267,412 | 0.3 | |||||||||||
186,000 | Sumitomo Mitsui Financial Group, Inc., 2.934%, 03/09/2021 | 184,573 | 0.2 | |||||||||||
237,000 | SunTrust Bank/Atlanta GA, 2.250%, 01/31/2020 | 233,890 | 0.2 | |||||||||||
188,000 | SunTrust Banks, Inc., 2.500%, 05/01/2019 | 187,470 | 0.2 | |||||||||||
710,000 | Toronto-Dominion Bank, 2.250%, 11/05/2019 | 704,253 | 0.7 |
See Accompanying Notes to Financial Statements
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
200,000 | (2) | UBS AG/London, 2.200%, 06/08/2020 | 196,230 | 0.2 | ||||||||||
250,000 | UBS AG/Stamford CT, 2.350%, 03/26/2020 | 246,537 | 0.2 | |||||||||||
200,000 | (2) | UBS Group Funding Switzerland AG, 2.650%, 02/01/2022 | 194,035 | 0.2 | ||||||||||
250,000 | US Bank NA/Cincinnati OH, 2.350%, 01/23/2020 | 248,013 | 0.2 | |||||||||||
160,000 | Wells Fargo & Co., 2.550%, 12/07/2020 | 157,284 | 0.1 | |||||||||||
460,000 | Wells Fargo Bank NA, 2.150%, 12/06/2019 | 455,112 | 0.4 | |||||||||||
252,000 | Westpac Banking Corp., 1.600%, 08/19/2019 | 248,034 | 0.2 | |||||||||||
290,000 | Westpac Banking Corp., 2.300%, 05/26/2020 | 285,874 | 0.3 | |||||||||||
24,921,216 | 23.5 | |||||||||||||
Industrial: 3.8% | ||||||||||||||
324,000 | Amphenol Corp., 2.200%, 04/01/2020 | 319,495 | 0.3 | |||||||||||
300,000 | (2) | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 4.625%, 05/15/2023 | 302,250 | 0.3 | ||||||||||
460,000 | Caterpillar Financial Services Corp., 2.250%, 12/01/2019 | 456,414 | 0.4 | |||||||||||
285,000 | Corning, Inc., 1.500%, 05/08/2018 | 284,700 | 0.3 | |||||||||||
96,000 | General Electric Co., 2.200%, 01/09/2020 | 94,772 | 0.1 | |||||||||||
400,000 | Ingersoll-Rand Global Holding Co. Ltd., 2.900%, 02/21/2021 | 399,196 | 0.4 | |||||||||||
296,000 | Lockheed Martin Corp., 1.850%, 11/23/2018 | 294,811 | 0.3 | |||||||||||
310,000 | Northrop Grumman Corp., 2.080%, 10/15/2020 | 303,492 | 0.3 | |||||||||||
200,000 | Oshkosh Corp., 5.375%, 03/01/2022 | 205,000 | 0.2 | |||||||||||
300,000 | (2) | Owens-Brockway Glass Container, Inc., 5.000%, 01/15/2022 | 304,035 | 0.3 | ||||||||||
207,000 | Rockwell Collins, Inc., 1.950%, 07/15/2019 | 204,798 | 0.2 | |||||||||||
200,000 | (2) | Rolls-Royce PLC, 2.375%, 10/14/2020 | 196,974 | 0.2 | ||||||||||
280,000 | Roper Technologies, Inc., 3.000%, 12/15/2020 | 279,163 | 0.2 | |||||||||||
340,000 | United Parcel Service, Inc., 2.050%, 04/01/2021 | 332,614 | 0.3 | |||||||||||
3,977,714 | 3.8 | |||||||||||||
Technology: 5.6% | ||||||||||||||
190,000 | Activision Blizzard, Inc., 2.600%, 06/15/2022 | 184,407 | 0.2 | |||||||||||
260,000 | Analog Devices, Inc., 2.950%, 01/12/2021 | 259,270 | 0.2 | |||||||||||
320,000 | Apple, Inc., 1.800%, 05/11/2020 | 314,907 | 0.3 | |||||||||||
300,000 | Apple, Inc., 1.900%, 02/07/2020 | 296,605 | 0.3 |
310,000 | Apple, Inc., 2.000%, 11/13/2020 | 304,672 | 0.3 | |||||||||||
92,000 | Applied Materials, Inc., 2.625%, 10/01/2020 | 91,475 | 0.1 | |||||||||||
240,000 | Broadcom Corp. / Broadcom Cayman Finance Ltd., 2.375%, 01/15/2020 | 236,729 | 0.2 | |||||||||||
740,000 | (2) | Dell International LLC / EMC Corp., 4.420%, 06/15/2021 | 759,481 | 0.7 | ||||||||||
300,000 | (2) | First Data Corp., 5.375%, 08/15/2023 | 306,000 | 0.3 | ||||||||||
100,000 | Hewlett Packard Enterprise Co., 3.600%, 10/15/2020 | 100,970 | 0.1 | |||||||||||
180,000 | IBM Credit LLC, 2.650%, 02/05/2021 | 179,099 | 0.2 | |||||||||||
170,000 | Intel Corp., 1.850%, 05/11/2020 | 167,365 | 0.1 | |||||||||||
637,000 | Intel Corp., 2.450%, 07/29/2020 | 633,503 | 0.6 | |||||||||||
300,000 | KLA-Tencor Corp., 3.375%, 11/01/2019 | 302,333 | 0.3 | |||||||||||
180,000 | NetApp, Inc., 2.000%, 09/27/2019 | 177,261 | 0.2 | |||||||||||
260,000 | NVIDIA Corp., 2.200%, 09/16/2021 | 253,676 | 0.2 | |||||||||||
164,000 | Oracle Corp., 2.400%, 09/15/2023 | 157,141 | 0.1 | |||||||||||
180,000 | Oracle Corp., 2.625%, 02/15/2023 | 176,003 | 0.2 | |||||||||||
280,000 | Qualcomm, Inc., 1.850%, 05/20/2019 | 278,094 | 0.3 | |||||||||||
350,000 | Qualcomm, Inc., 2.100%, 05/20/2020 | 346,073 | 0.3 | |||||||||||
300,000 | (2) | Quintiles IMS, Inc., 4.875%, 05/15/2023 | 307,125 | 0.3 | ||||||||||
117,000 | Texas Instruments, Inc., 2.750%, 03/12/2021 | 116,896 | 0.1 | |||||||||||
5,949,085 | 5.6 | |||||||||||||
Utilities: 4.1% | ||||||||||||||
130,000 | Ameren Illinois Co., 2.700%, 09/01/2022 | 127,353 | 0.1 | |||||||||||
171,000 | (2) | Berkshire Hathaway Energy Co., 2.375%, 01/15/2021 | 168,209 | 0.1 | ||||||||||
449,000 | Black Hills Corp., 2.500%, 01/11/2019 | 448,745 | 0.4 | |||||||||||
99,000 | Dominion Energy, Inc., 1.600%, 08/15/2019 | 97,321 | 0.1 | |||||||||||
280,000 | Dominion Energy, Inc., 2.579%, 07/01/2020 | 276,577 | 0.3 | |||||||||||
525,000 | Duke Energy Corp., 1.800%, 09/01/2021 | 500,028 | 0.5 | |||||||||||
143,000 | Edison International, 2.125%, 04/15/2020 | 140,424 | 0.1 | |||||||||||
169,000 | Eversource Energy, 2.500%, 03/15/2021 | 166,510 | 0.1 | |||||||||||
293,000 | Exelon Generation Co. LLC, 2.950%, 01/15/2020 | 292,279 | 0.3 | |||||||||||
190,000 | Georgia Power Co., 2.000%, 03/30/2020 | 186,996 | 0.2 | |||||||||||
180,000 | Georgia Power Co., 2.000%, 09/08/2020 | 175,944 | 0.2 |
See Accompanying Notes to Financial Statements
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
109,000 | NextEra Energy Capital Holdings, Inc., 1.649%, 09/01/2018 | 108,502 | 0.1 | |||||||||||
239,000 | NextEra Energy Capital Holdings, Inc., 2.300%, 04/01/2019 | 237,780 | 0.2 | |||||||||||
250,000 | Oklahoma Gas & Electric Co., 8.250%, 01/15/2019 | 260,616 | 0.2 | |||||||||||
324,000 | Public Service Enterprise Group, Inc., 1.600%, 11/15/2019 | 316,652 | 0.3 | |||||||||||
296,000 | Sempra Energy, 1.625%, 10/07/2019 | 290,351 | 0.3 | |||||||||||
170,000 | Sempra Energy, 2.400%, 02/01/2020 | 168,242 | 0.2 | |||||||||||
130,000 | Southern Co. Gas Capital Corp., 2.450%, 10/01/2023 | 123,537 | 0.1 | |||||||||||
285,000 | Southern Power Co., 1.500%, 06/01/2018 | 284,599 | 0.3 | |||||||||||
4,370,665 | 4.1 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $68,472,693) | 67,634,286 | 63.8 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 3.7% | ||||||||||||||
276,632 | Fannie Mae Interest Strip Series 404 8, 3.000%, 05/25/2040 | 268,437 | 0.3 | |||||||||||
306,012 | Fannie Mae REMIC Trust 2009-49 KB, 5.000%, 07/25/2024 | 309,305 | 0.3 | |||||||||||
150,215 | Fannie Mae REMIC Trust 2010-137 XP, 4.500%, 10/25/2040 | 157,180 | 0.1 | |||||||||||
67,264 | Fannie Mae REMIC Trust 2010-19 PB, 3.000%, 12/25/2039 | 66,469 | 0.1 | |||||||||||
256,797 | Fannie Mae REMIC Trust 2010-54 LC, 3.000%, 04/25/2040 | 254,645 | 0.2 | |||||||||||
555,335 | Freddie Mac REMIC Trust 2103 TE, 6.000%, 12/15/2028 | 625,238 | 0.6 | |||||||||||
431,512 | Freddie Mac REMIC Trust 3597 L, 5.000%, 07/15/2039 | 452,274 | 0.4 | |||||||||||
301,921 | Ginnie Mae Series 2012-52 PV, 2.500%, 12/20/2039 | 299,370 | 0.3 | |||||||||||
675,978 | Ginnie Mae Series 2014-53 JM, 7.134%, 04/20/2039 | 757,319 | 0.7 | |||||||||||
544,878 | Ginnie Mae Series 2015-H31 FT, 2.225%, (US0001M + 0.650%), 11/20/2065 | 546,860 | 0.5 | |||||||||||
210,423 | Wells Fargo Mortgage Backed Securities 2005-AR16 2A1, 3.807%, 02/25/2034 | 216,417 | 0.2 | |||||||||||
Total Collateralized Mortgage Obligations | ||||||||||||||
(Cost $3,992,071) | 3,953,514 | 3.7 |
U.S. GOVERNMENT AGENCY OBLIGATIONS: 1.1% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 0.7%(3) | ||||||||||||||
49,434 | 5.500%, 01/01/2037 | 53,646 | 0.1 | |||||||||||
62,860 | 5.500%, 08/01/2038 | 68,192 | 0.1 | |||||||||||
11,542 | 5.500%, 10/01/2038 | 12,521 | 0.0 | |||||||||||
21,619 | 5.500%, 10/01/2038 | 23,537 | 0.0 | |||||||||||
331,364 | 5.500%, 11/01/2038 | 365,489 | 0.3 | |||||||||||
191,520 | 5.500%, 02/01/2039 | 207,764 | 0.2 | |||||||||||
731,149 | 0.7 | |||||||||||||
Federal National Mortgage Association: 0.4%(3) | ||||||||||||||
252,232 | 5.000%, 01/01/2023 | 263,252 | 0.2 | |||||||||||
190,295 | 5.000%, 07/01/2034 | 205,595 | 0.2 | |||||||||||
468,847 | 0.4 | |||||||||||||
Total U.S. Government Agency Obligations | ||||||||||||||
(Cost $1,191,796) | 1,199,996 | 1.1 | ||||||||||||
FOREIGN GOVERNMENT BONDS: 0.1% | ||||||||||||||
58,000 | (1) | European Investment Bank, 1.750%, 05/15/2020 | 57,127 | 0.1 | ||||||||||
Total Foreign Government Bonds | ||||||||||||||
(Cost $57,829) | 57,127 | 0.1 | ||||||||||||
ASSET-BACKED SECURITIES: 16.8% | ||||||||||||||
Automobile Asset-Backed Securities: 7.0% | ||||||||||||||
150,000 | Ally Auto Receivables Trust 2017-2 A4, 2.100%, 03/15/2022 | 147,878 | 0.1 | |||||||||||
350,000 | Ally Auto Receivables Trust 2017-3 A4, 2.010%, 03/15/2022 | 343,685 | 0.3 | |||||||||||
250,000 | CarMax Auto Owner Trust 2017-1 A4, 2.270%, 09/15/2022 | 246,918 | 0.2 | |||||||||||
450,000 | CarMax Auto Owner Trust 2017-3 A4, 2.220%, 11/15/2022 | 441,849 | 0.4 | |||||||||||
450,000 | CarMax Auto Owner Trust 2018-1 A4, 2.640%, 06/15/2023 | 447,468 | 0.4 | |||||||||||
600,000 | (2) | Chrysler Capital Auto Receivables Trust 2016-BA A4, 1.870%, 02/15/2022 | 591,618 | 0.6 | ||||||||||
100,000 | GM Financial Automobile Leasing Trust 2017-1 A4, 2.260%, 08/20/2020 | 99,396 | 0.1 | |||||||||||
150,000 | GM Financial Automobile Leasing Trust 2018-1 A3, 2.610%, 01/20/2021 | 149,574 | 0.2 | |||||||||||
350,000 | GM Financial Automobile Leasing Trust 2018-1 A4, 2.680%, 12/20/2021 | 348,548 | 0.3 | |||||||||||
500,000 | GM Financial Automobile Leasing Trust 2018-1 B, 2.870%, 12/20/2021 | 498,319 | 0.5 | |||||||||||
480,000 | Harley-Davidson Motorcycle Trust 2015-1 A4, 1.670%, 08/15/2022 | 476,480 | 0.5 |
See Accompanying Notes to Financial Statements
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
150,000 | (2) | Hyundai Auto Lease Securitization Trust 2016-C A4, 1.650%, 07/15/2020 | 148,807 | 0.1 | ||||||||||
450,000 | (2) | Hyundai Auto Lease Securitization Trust 2017-A A4, 2.130%, 04/15/2021 | 446,427 | 0.4 | ||||||||||
100,000 | Hyundai Auto Receivables Trust 2017-A A4, 2.090%, 04/17/2023 | 98,056 | 0.1 | |||||||||||
200,000 | Hyundai Auto Receivables Trust 2017-B A4, 1.960%, 02/15/2023 | 195,347 | 0.2 | |||||||||||
100,000 | Nissan Auto Lease Trust 2016-B A4, 1.610%, 01/18/2022 | 99,243 | 0.1 | |||||||||||
540,000 | Nissan Auto Receivables 2016-B A4, 1.540%, 10/17/2022 | 528,011 | 0.5 | |||||||||||
200,000 | Nissan Auto Receivables 2017-B A4, 1.950%, 10/16/2023 | 195,486 | 0.2 | |||||||||||
200,000 | (2) | Oscar US Funding Trust VI LLC 2017-1A A3, 2.820%, 06/10/2021 | 198,793 | 0.2 | ||||||||||
500,000 | (2) | Oscar US Funding Trust VII LLC 2017-2A A3, 2.450%, 12/10/2021 | 492,799 | 0.5 | ||||||||||
200,000 | (2) | Santander Retail Auto Lease Trust 2017-A A3, 2.220%, 01/20/2021 | 198,003 | 0.2 | ||||||||||
150,000 | (2) | Santander Retail Auto Lease Trust 2017-A A4, 2.370%, 01/20/2022 | 148,336 | 0.1 | ||||||||||
450,000 | Toyota Auto Receivables 2017-B Owner Trust A4, 2.050%, 09/15/2022 | 441,821 | 0.4 | |||||||||||
250,000 | Toyota Auto Receivables 2017-C A4 Owner Trust, 1.980%, 12/15/2022 | 244,934 | 0.2 | |||||||||||
110,000 | World Omni Auto Receivables Trust 2015-B A4, 1.840%, 01/17/2022 | 108,887 | 0.1 | |||||||||||
100,000 | World Omni Automobile Lease Securitization Trust 2017-A A4, 2.320%, 08/15/2022 | 99,268 | 0.1 | |||||||||||
7,435,951 | 7.0 | |||||||||||||
Credit Card Asset-Backed Securities: 3.3% | ||||||||||||||
450,000 | American Express Credit Account Master Trust 2017-1 B, 2.100%, 09/15/2022 | 444,489 | 0.4 | |||||||||||
350,000 | Barclays Dryrock Issuance Trust 2016-1 A, 1.520%, 05/16/2022 | 345,180 | 0.3 | |||||||||||
600,000 | Capital One Multi-Asset Execution Trust 2016-A6 A6, 1.820%, 09/15/2022 | 592,127 | 0.6 |
200,000 | Chase Issuance Trust 2016-A5 A5, 1.270%, 07/15/2021 | 196,776 | 0.2 | |||||||||||
210,000 | Citibank Credit Card Issuance Trust 2014-A6 A6, 2.150%, 07/15/2021 | 208,881 | 0.2 | |||||||||||
250,000 | Citibank Credit Card Issuance Trust 2017-A9 A9, 1.800%, 09/20/2021 | 247,057 | 0.2 | |||||||||||
450,000 | Discover Card Execution Note Trust 2017-A2 A2, 2.390%, 07/15/2024 | 441,925 | 0.4 | |||||||||||
400,000 | Discover Card Execution Note Trust 2017-A6 A6, 1.880%, 02/15/2023 | 392,963 | 0.4 | |||||||||||
600,000 | (2) | Evergreen Credit Card Trust Series 2018-1 A, 2.950%, 03/15/2023 | 599,936 | 0.6 | ||||||||||
3,469,334 | 3.3 | |||||||||||||
Home Equity Asset-Backed Securities: 0.0% | ||||||||||||||
15,451 | Chase Funding Loan Acquisition Trust Series 2003-C2 1A, 4.750%, 12/25/2019 | 15,492 | 0.0 | |||||||||||
Other Asset-Backed Securities: 6.3% | ||||||||||||||
400,000 | (2) | Ares XLVI CLO Ltd. 2017-46A A2, 2.939%, (US0003M + 1.230%), 01/15/2030 | 402,325 | 0.4 | ||||||||||
330,000 | (2) | Babson CLO Ltd. 2014-3A AR, 3.042%, (US0003M + 1.320%), 01/15/2026 | 330,088 | 0.3 | ||||||||||
250,000 | (2) | Barings CLO Ltd. 2017-1A A2, 3.084%, (US0003M + 1.350%), 07/18/2029 | 251,545 | 0.2 | ||||||||||
250,000 | (2) | Benefit Street Partners CLO VIII Ltd. 2015-8A A1BR, 2.919%, (US0003M + 1.200%), 01/20/2031 | 250,148 | 0.2 | ||||||||||
560,000 | (2) | Benefit Street Partners CLO X Ltd. 2016-10A A1, 3.212%, (US0003M + 1.490%), 01/15/2029 | 562,990 | 0.5 | ||||||||||
410,000 | (2) | Carlyle Global Market Strategies CLO Ltd. 2017-1A A1A, 3.045%, (US0003M + 1.300%), 04/20/2031 | 411,949 | 0.4 | ||||||||||
250,000 | (2) | Cedar Funding VIII Clo Ltd. 2017-8A A1, 2.981%, (US0003M + 1.250%), 10/17/2030 | 251,489 | 0.2 | ||||||||||
250,000 | (2) | CIFC Funding 2013-2A A1LR, 2.944%, (US0003M + 1.210%), 10/18/2030 | 251,878 | 0.3 | ||||||||||
250,000 | (2) | CIFC Funding 2016-1A A, 3.225%, (US0003M + 1.480%), 10/21/2028 | 251,345 | 0.2 | ||||||||||
150,000 | CNH Equipment Trust 2017-B A4, 2.170%, 04/17/2023 | 146,970 | 0.2 |
See Accompanying Notes to Financial Statements
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
250,000 | (2) | Deer Creek Clo Ltd. 2017-1A A, 3.177%, (US0003M + 1.180%), 10/20/2030 | 251,151 | 0.2 | ||||||||||
250,000 | (2) | Dryden Senior Loan Fund 2017-47A A2, 3.072%, (US0003M + 1.350%), 04/15/2028 | 251,376 | 0.2 | ||||||||||
360,000 | (2) | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 3.039%, (US0003M + 1.200%), 08/15/2030 | 361,863 | 0.4 | ||||||||||
250,000 | (2) | Eaton Vance Clo 2015-1A A2R Ltd., 2.727%, (US0003M + 1.250%), 01/20/2030 | 249,952 | 0.2 | ||||||||||
250,000 | (2) | Galaxy XIX CLO Ltd. 2015-19A A1R, 2.961%, (US0003M + 1.220%), 07/24/2030 | 251,566 | 0.2 | ||||||||||
16,916 | (2) | GSAMP Trust 2005-SEA2 A1, 2.222%, (US0001M + 0.350%), 01/25/2045 | 16,945 | 0.0 | ||||||||||
330,000 | (2) | LCM XXIII Ltd. 23A A1, 3.145%, (US0003M + 1.400%), 10/20/2029 | 333,793 | 0.3 | ||||||||||
250,000 | (2) | Octagon Investment Partners 30 Ltd. 2017-1A A1, 3.065%, (US0003M + 1.320%), 03/17/2030 | 254,335 | 0.3 | ||||||||||
250,000 | (2) | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 3.097%, (US0003M + 1.375%), 07/15/2029 | 252,498 | 0.3 | ||||||||||
250,000 | (2) | Octagon Investment Partners XV Ltd. 2013-1A A2R, 3.089%, (US0003M + 1.350%), 07/19/2030 | 252,427 | 0.3 | ||||||||||
260,000 | (2) | OHA Loan Funding Ltd. 2015-1A AR, 3.249%, (US0003M + 1.410%), 08/15/2029 | 263,770 | 0.3 | ||||||||||
250,000 | (2) | Palmer Square CLO 2015-2A A1AR Ltd., 3.015%, (US0003M + 1.270%), 07/20/2030 | 250,998 | 0.2 | ||||||||||
250,000 | (2) | Palmer Square CLO 2015-2A A1BR Ltd., 3.095%, (US0003M + 1.350%), 07/20/2030 | 251,305 | 0.2 | ||||||||||
250,000 | (2) | THL Credit Wind River 2017-2A A CLO Ltd., 2.975%, (US0003M + 1.230%), 07/20/2030 | 251,495 | 0.2 | ||||||||||
100,000 | (2) | Volvo Financial Equipment LLC Series 2017-1A A4, 2.210%, 11/15/2021 | 98,665 | 0.1 | ||||||||||
6,702,866 | 6.3 |
Student Loan Asset-Backed Securities: 0.2% | ||||||||||||||
250,000 | (2) | DRB Prime Student Loan Trust 2017-A A2B, 2.850%, 05/27/2042 | 246,017 | 0.2 | ||||||||||
Total Asset-Backed Securities | ||||||||||||||
(Cost $17,962,399) | 17,869,660 | 16.8 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 1.3% | ||||||||||||||
U.S. Treasury Notes: 1.3% | ||||||||||||||
894,000 | 2.250%, 02/29/2020 | 893,568 | 0.8 | |||||||||||
531,000 | 2.250%, 03/31/2020 | 530,716 | 0.5 | |||||||||||
Total U.S. Treasury Obligations | ||||||||||||||
(Cost $1,423,952) | 1,424,284 | 1.3 | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 10.4% | ||||||||||||||
147,183 | (2) | Americold LLC 2010 Trust ARTA A2FL, 3.265%, (US0001M + 1.500%), 01/14/2029 | 147,382 | 0.1 | ||||||||||
266,310 | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR9 C, 5.055%, 09/11/2042 | 264,172 | 0.2 | |||||||||||
410,000 | (2) | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 D, 5.760%, 04/12/2038 | 426,480 | 0.4 | ||||||||||
540,000 | (2) | BXMT 2017-FL1 A Ltd., 2.656%, (US0001M + 0.870%), 06/15/2035 | 542,632 | 0.5 | ||||||||||
472,119 | Citigroup/Deutsche Bank Commercial Mortgage Trust 2006-CD3 AM, 5.648%, 10/15/2048 | 488,737 | 0.5 | |||||||||||
410,000 | COMM 2013-CR12 A2, 2.904%, 10/10/2046 | 410,494 | 0.4 | |||||||||||
208,906 | COMM 2013-LC13 A2, 3.009%, 08/10/2046 | 209,047 | 0.2 | |||||||||||
430,000 | COMM 2013-LC6 B Mortgage Trust, 3.739%, 01/10/2046 | 427,262 | 0.4 | |||||||||||
110,000 | COMM 2014-CR14 A2, 3.147%, 02/10/2047 | 110,328 | 0.1 | |||||||||||
170,000 | COMM 2014-CR17 A2, 3.012%, 05/10/2047 | 170,557 | 0.2 | |||||||||||
240,000 | COMM 2014-UBS6 A2, 2.935%, 12/10/2047 | 239,779 | 0.2 | |||||||||||
7,721,181 | (4) | Freddie Mac Multifamily Structured Pass Through Certificates K045 x1, 0.456%, 01/25/2025 | 205,369 | 0.2 | ||||||||||
3,039,959 | (4) | Freddie Mac Multifamily Structured Pass Through Certificates K703 X1, 2.070%, 05/25/2018 | 2,939 | 0.0 | ||||||||||
7,262,374 | (4) | Freddie Mac Multifamily Structured Pass Through Certificates K705 X1, 1.703%, 09/25/2018 | 36,774 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
390,000 | (2) | FREMF 2012-K705 B Mortgage Trust, 4.159%, 09/25/2044 | 391,520 | 0.4 | ||||||||||
310,000 | (2) | FREMF Mortgage Trust 2012-K709 B, 3.742%, 04/25/2045 | 312,157 | 0.3 | ||||||||||
117,110 | (2) | GCCFC Commercial Mortgage Trust 2004-GG1 F, 6.298%, 06/10/2036 | 116,252 | 0.1 | ||||||||||
191,067 | Ginnie Mae 2011-53 B, 4.397%, 05/16/2051 | 195,960 | 0.2 | |||||||||||
271,322 | Ginnie Mae 2014-168 DA, 2.400%, 06/16/2046 | 265,626 | 0.3 | |||||||||||
275,185 | Ginnie Mae 2015-183 AC, 2.350%, 07/16/2056 | 267,191 | 0.3 | |||||||||||
78,305 | Ginnie Mae 2015-21 AF, 2.071%, 07/16/2048 | 75,870 | 0.1 | |||||||||||
140,173 | Ginnie Mae 2015-81 AC, 2.400%, 01/16/2056 | 136,098 | 0.1 | |||||||||||
203,294 | Ginnie Mae 2016-110 AB, 2.000%, 05/16/2049 | 196,235 | 0.2 | |||||||||||
88,774 | Ginnie Mae 2016-86 AB, 2.500%, 09/16/2056 | 87,032 | 0.1 | |||||||||||
405,452 | Ginnie Mae 2017-100 AB, 2.300%, 04/16/2052 | 396,019 | 0.4 | |||||||||||
186,504 | Ginnie Mae 2017-50 AB, 2.400%, 02/16/2047 | 182,005 | 0.2 | |||||||||||
206,923 | Ginnie Mae 2017-51 AB, 2.350%, 04/16/2057 | 202,472 | 0.2 | |||||||||||
88,645 | Ginnie Mae 2017-69 AB, 2.350%, 05/16/2053 | 86,679 | 0.1 | |||||||||||
148,096 | Ginnie Mae 2017-70 A, 2.500%, 10/16/2057 | 144,602 | 0.1 | |||||||||||
552,886 | Ginnie Mae 2017-86 AB, 2.300%, 11/16/2051 | 538,005 | 0.5 | |||||||||||
345,782 | Ginnie Mae 2017-89 A, 2.500%, 08/16/2057 | 338,234 | 0.3 | |||||||||||
48,353 | GMAC Commercial Mortgage Securities, Inc. Series 2004-C3 Trust B, 4.965%, 12/10/2041 | 48,469 | 0.0 | |||||||||||
280,000 | GS Mortgage Securities Corp. II 2015-GC30 A2, 2.726%, 05/10/2050 | 278,384 | 0.3 | |||||||||||
52,110 | GS Mortgage Securities Trust 2013-GC16 A2, 3.033%, 11/10/2046 | 52,182 | 0.0 | |||||||||||
238,828 | GS Mortgage Securities Trust 2014-GC18 A2, 2.924%, 01/10/2047 | 239,203 | 0.2 | |||||||||||
72,201 | (2) | JP Morgan Chase Commercial Mortgage Securities Trust 2003-CB6 H, 5.379%, 07/12/2037 | 71,615 | 0.1 | ||||||||||
244,105 | (2) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 A3, 4.106%, 07/15/2046 | 244,173 | 0.2 | ||||||||||
1,040,000 | (2) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 B, 5.408%, 08/15/2046 | 1,099,985 | 1.0 | ||||||||||
167,801 | JPMBB Commercial Mortgage Securities Trust 2 2014-C19 A2, 3.046%, 04/15/2047 | 168,411 | 0.2 |
167,817 | JPMBB Commercial Mortgage Securities Trust 2013-C15 A2, 2.977%, 11/15/2045 | 167,874 | 0.2 | |||||||||||
2,805 | LB-UBS Commercial Mortgage Trust 2008-C1 A2, 6.319%, 04/15/2041 | 2,849 | 0.0 | |||||||||||
353,875 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 A2, 2.916%, 02/15/2047 | 354,605 | 0.3 | |||||||||||
390,000 | TIAA Seasoned Commercial Mortgage Trust 2007-C4 C, 5.477%, 08/15/2039 | 389,234 | 0.4 | |||||||||||
260,000 | Wells Fargo Commercial Mortgage Trust 2015-NXS1 A2, 2.632%, 05/15/2048 | 259,489 | 0.2 | |||||||||||
Total Commercial Mortgage-Backed Securities | ||||||||||||||
(Cost $11,151,888) | 10,990,382 | 10.4 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $104,252,628) | 103,129,249 | 97.2 | ||||||||||||
SHORT-TERM INVESTMENTS: 4.1% | ||||||||||||||
Securities Lending Collateral(5): 0.5% | ||||||||||||||
581,600 | NBC Global Finance Ltd., Repurchase Agreement dated 03/29/18, 1.71%, due 04/02/18 (Repurchase Amount $581,709, collateralized by various U.S. Government Securities, 0.000%-3.625%, Market Value plus accrued interest $593,232, due 06/30/19-09/09/49) | |||||||||||||
(Cost $581,600) | 581,600 | 0.5 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 3.6% | ||||||||||||||
3,767,000 | (6) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.550% | ||||||||||||
(Cost $3,767,000) | 3,767,000 | 3.6 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $4,348,600) | 4,348,600 | 4.1 | ||||||||||||
Total Investments in Securities (Cost $108,601,228) | $ | 107,477,849 | 101.3 | |||||||||||
Liabilities in Excess of Other Assets | (1,377,371 | ) | (1.3 | ) | ||||||||||
Net Assets | $ | 106,100,478 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Security, or a portion of the security, is on loan. |
See Accompanying Notes to Financial Statements
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
(2) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(3) | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
(4) | Interest only securities represent the right to receive the monthly interest payments on an underlying pool of mortgage loans. Principal amount shown represents the notional amount on which current interest is calculated. Payments of principal on the pool reduce the value of the interest only security. |
(5) | Represents securities purchased with cash collateral received for securities on loan. |
(6) | Rate shown is the 7-day yield as of March 31, 2018. |
Reference Rate Abbreviations: | |
US0001M | 1-month LIBOR |
US0003M | 3-month LIBOR |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 12.4% | ||||||||||||||
Basic Materials: 1.1% | ||||||||||||||
200,000 | (1) | Alpha 3 BV / Alpha US Bidco, Inc., 6.250%, 02/01/2025 | 203,500 | 0.1 | ||||||||||
75,000 | ArcelorMittal, 7.000%, 03/01/2041 | 87,562 | 0.0 | |||||||||||
125,000 | ArcelorMittal, 7.250%, 10/15/2039 | 148,437 | 0.0 | |||||||||||
150,000 | (1) | Aruba Investments, Inc., 8.750%, 02/15/2023 | 156,375 | 0.0 | ||||||||||
250,000 | Chemours Co/The, 5.375%, 05/15/2027 | 251,250 | 0.1 | |||||||||||
250,000 | (1),(2) | Constellium NV, 6.625%, 03/01/2025 | 253,750 | 0.1 | ||||||||||
200,000 | (1) | First Quantum Minerals Ltd., 6.500%, 03/01/2024 | 190,000 | 0.0 | ||||||||||
250,000 | (2) | Freeport-McMoRan, Inc., 4.550%, 11/14/2024 | 246,875 | 0.1 | ||||||||||
200,000 | (2) | Huntsman International LLC, 5.125%, 11/15/2022 | 207,250 | 0.1 | ||||||||||
450,000 | (1) | Klabin Finance SA, 4.875%, 09/19/2027 | 433,688 | 0.1 | ||||||||||
200,000 | Olin Corp., 5.125%, 09/15/2027 | 197,750 | 0.1 | |||||||||||
350,000 | Southern Copper Corp., 5.875%, 04/23/2045 | 396,184 | 0.1 | |||||||||||
250,000 | Steel Dynamics, Inc., 5.500%, 10/01/2024 | 258,425 | 0.1 | |||||||||||
200,000 | Teck Resources Ltd., 5.200%, 03/01/2042 | 188,000 | 0.0 | |||||||||||
85,000 | (1) | Tronox Finance PLC, 5.750%, 10/01/2025 | 82,875 | 0.0 | ||||||||||
300,000 | (1) | Tronox, Inc., 6.500%, 04/15/2026 | 300,750 | 0.1 | ||||||||||
150,000 | (2) | United States Steel Corp., 6.250%, 03/15/2026 | 149,813 | 0.0 | ||||||||||
200,000 | Valvoline, Inc., 4.375%, 08/15/2025 | 194,500 | 0.1 | |||||||||||
3,946,984 | 1.1 | |||||||||||||
Communications: 1.7% | ||||||||||||||
200,000 | (1),(2) | Altice Finco SA, 8.125%, 01/15/2024 | 207,000 | 0.1 | ||||||||||
200,000 | (1) | Altice France SA/France, 6.250%, 05/15/2024 | 189,250 | 0.0 | ||||||||||
200,000 | (1) | Altice US Finance I Corp., 5.500%, 05/15/2026 | 195,500 | 0.1 | ||||||||||
250,000 | AMC Networks, Inc., 4.750%, 08/01/2025 | 241,532 | 0.1 | |||||||||||
290,000 | AT&T, Inc., 3.400%, 05/15/2025 | 279,712 | 0.1 | |||||||||||
150,000 | Cablevision Systems Corp., 5.875%, 09/15/2022 | 149,205 | 0.0 | |||||||||||
278,000 | CBS Corp., 4.000%, 01/15/2026 | 274,563 | 0.1 |
130,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | 123,747 | 0.0 | ||||||||||
335,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | 315,738 | 0.1 | ||||||||||
150,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 02/15/2026 | 149,627 | 0.0 | ||||||||||
273,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/2022 | 279,233 | 0.1 | |||||||||||
150,000 | Comcast Corp., 4.250%, 01/15/2033 | 155,522 | 0.0 | |||||||||||
250,000 | (1) | CommScope Technologies LLC, 5.000%, 03/15/2027 | 238,125 | 0.1 | ||||||||||
200,000 | (2) | DISH DBS Corp., 5.000%, 03/15/2023 | 181,250 | 0.0 | ||||||||||
150,000 | (1) | Frontier Communications Corp., 8.500%, 04/01/2026 | 145,875 | 0.0 | ||||||||||
200,000 | (1) | Gray Television, Inc., 5.125%, 10/15/2024 | 194,000 | 0.0 | ||||||||||
250,000 | Intelsat Jackson Holdings SA, 5.500%, 08/01/2023 | 203,125 | 0.1 | |||||||||||
250,000 | Level 3 Financing, Inc., 5.250%, 03/15/2026 | 236,250 | 0.1 | |||||||||||
200,000 | (1) | Nexstar Broadcasting, Inc., 5.625%, 08/01/2024 | 196,440 | 0.1 | ||||||||||
250,000 | (1) | Salem Media Group, Inc., 6.750%, 06/01/2024 | 240,625 | 0.1 | ||||||||||
250,000 | (1),(2) | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | 233,125 | 0.1 | ||||||||||
250,000 | (1) | Sirius XM Radio, Inc., 6.000%, 07/15/2024 | 258,125 | 0.1 | ||||||||||
250,000 | Sprint Corp., 7.125%, 06/15/2024 | 244,375 | 0.1 | |||||||||||
175,000 | (2) | Sprint Corp., 7.625%, 03/01/2026 | 171,281 | 0.0 | ||||||||||
45,000 | Telecom Italia Capital SA, 6.375%, 11/15/2033 | 49,050 | 0.0 | |||||||||||
145,000 | Telecom Italia Capital SA, 7.721%, 06/04/2038 | 178,017 | 0.0 | |||||||||||
100,000 | (1) | Telesat Canada / Telesat LLC, 8.875%, 11/15/2024 | 110,000 | 0.0 | ||||||||||
259,000 | Time Warner Cable LLC, 5.000%, 02/01/2020 | 266,100 | 0.1 | |||||||||||
65,000 | T-Mobile USA, Inc., 4.500%, 02/01/2026 | 62,481 | 0.0 | |||||||||||
278,000 | Verizon Communications, Inc., 4.812%, 03/15/2039 | 284,906 | 0.1 | |||||||||||
200,000 | (1) | Virgin Media Secured Finance PLC, 5.250%, 01/15/2026 | 193,250 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
150,000 | (1) | Zayo Group LLC / Zayo Capital, Inc., 5.750%, 01/15/2027 | 146,813 | 0.0 | ||||||||||
6,393,842 | 1.7 | |||||||||||||
Consumer, Cyclical: 1.6% | ||||||||||||||
200,000 | (1) | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | 191,440 | 0.0 | ||||||||||
150,000 | (2) | AMC Entertainment Holdings, Inc., 5.750%, 06/15/2025 | 148,312 | 0.0 | ||||||||||
60,000 | (2) | AMC Entertainment Holdings, Inc., 5.875%, 11/15/2026 | 59,100 | 0.0 | ||||||||||
55,000 | (1) | American Tire Distributors, Inc., 10.250%, 03/01/2022 | 56,444 | 0.0 | ||||||||||
200,000 | Asbury Automotive Group, Inc., 6.000%, 12/15/2024 | 204,500 | 0.1 | |||||||||||
250,000 | AV Homes, Inc., 6.625%, 05/15/2022 | 255,680 | 0.1 | |||||||||||
110,000 | (1) | Boyne USA, Inc., 7.250%, 05/01/2025 | 113,437 | 0.0 | ||||||||||
150,000 | Cedar Fair L.P. / Canada's Wonderland Co. / Magnum Management Corp., 5.375%, 06/01/2024 | 152,812 | 0.0 | |||||||||||
350,000 | Century Communities, Inc., 5.875%, 07/15/2025 | 334,250 | 0.1 | |||||||||||
280,000 | (1) | CRC Escrow Issuer LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | 269,130 | 0.1 | ||||||||||
250,000 | (1) | Dana Financing Luxembourg Sarl, 5.750%, 04/15/2025 | 255,312 | 0.1 | ||||||||||
250,000 | Goodyear Tire & Rubber Co/The, 4.875%, 03/15/2027 | 241,117 | 0.1 | |||||||||||
250,000 | H&E Equipment Services, Inc., 5.625%, 09/01/2025 | 252,812 | 0.1 | |||||||||||
150,000 | (1) | Hot Topic, Inc., 9.250%, 06/15/2021 | 149,250 | 0.0 | ||||||||||
200,000 | (1) | International Game Technology PLC, 6.500%, 02/15/2025 | 215,250 | 0.1 | ||||||||||
250,000 | (1) | IRB Holding Corp., 6.750%, 02/15/2026 | 245,650 | 0.1 | ||||||||||
250,000 | (1) | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.250%, 06/01/2026 | 249,688 | 0.1 | ||||||||||
200,000 | (1) | Lennar Corp., 5.250%, 06/01/2026 | 198,500 | 0.0 | ||||||||||
150,000 | (1) | Lennar Corp., 5.375%, 10/01/2022 | 154,875 | 0.0 | ||||||||||
200,000 | (2) | Men's Wearhouse, Inc./The, 7.000%, 07/01/2022 | 206,500 | 0.1 | ||||||||||
250,000 | Meritage Homes Corp., 5.125%, 06/06/2027 | 236,875 | 0.1 | |||||||||||
150,000 | MGM Resorts International, 6.000%, 03/15/2023 | 157,875 | 0.0 |
150,000 | (1) | Michaels Stores, Inc., 5.875%, 12/15/2020 | 152,063 | 0.0 | ||||||||||
160,000 | (1) | Navistar International Corp., 6.625%, 11/01/2025 | 160,400 | 0.0 | ||||||||||
250,000 | (1) | Penn National Gaming, Inc., 5.625%, 01/15/2027 | 240,625 | 0.1 | ||||||||||
150,000 | (1) | PetSmart, Inc., 7.125%, 03/15/2023 | 85,875 | 0.0 | ||||||||||
100,000 | (1) | Scientific Games International, Inc., 5.000%, 10/15/2025 | 97,500 | 0.0 | ||||||||||
90,000 | Scientific Games International, Inc., 6.625%, 05/15/2021 | 92,588 | 0.0 | |||||||||||
100,000 | Scientific Games International, Inc., 10.000%, 12/01/2022 | 108,063 | 0.0 | |||||||||||
150,000 | (1) | Silversea Cruise Finance Ltd., 7.250%, 02/01/2025 | 159,375 | 0.0 | ||||||||||
55,000 | (1) | Six Flags Entertainment Corp., 4.875%, 07/31/2024 | 53,694 | 0.0 | ||||||||||
210,000 | (1) | Six Flags Entertainment Corp., 5.500%, 04/15/2027 | 208,425 | 0.1 | ||||||||||
275,000 | (1) | Station Casinos LLC, 5.000%, 10/01/2025 | 261,938 | 0.1 | ||||||||||
250,000 | (1) | Viking Cruises Ltd., 5.875%, 09/15/2027 | 237,500 | 0.1 | ||||||||||
6,206,855 | 1.6 | |||||||||||||
Consumer, Non-cyclical: 1.8% | ||||||||||||||
250,000 | Acadia Healthcare Co., Inc., 6.500%, 03/01/2024 | 261,250 | 0.1 | |||||||||||
277,000 | Allergan Funding SCS, 3.000%, 03/12/2020 | 275,670 | 0.1 | |||||||||||
140,000 | Amgen, Inc., 3.200%, 11/02/2027 | 132,826 | 0.0 | |||||||||||
95,000 | (1) | Brink's Co/The, 4.625%, 10/15/2027 | 88,350 | 0.0 | ||||||||||
125,000 | (1) | Cardtronics, Inc. / Cardtronics USA, Inc., 5.500%, 05/01/2025 | 118,437 | 0.0 | ||||||||||
280,000 | Celgene Corp., 3.250%, 08/15/2022 | 275,988 | 0.1 | |||||||||||
15,000 | Central Garden & Pet Co., 5.125%, 02/01/2028 | 14,287 | 0.0 | |||||||||||
200,000 | Central Garden & Pet Co., 6.125%, 11/15/2023 | 209,750 | 0.1 | |||||||||||
105,000 | CHS/Community Health Systems, Inc., 5.125%, 08/01/2021 | 98,175 | 0.0 | |||||||||||
150,000 | CHS/Community Health Systems, Inc., 6.250%, 03/31/2023 | 138,937 | 0.0 | |||||||||||
250,000 | (1) | Cott Holdings, Inc., 5.500%, 04/01/2025 | 247,500 | 0.1 | ||||||||||
239,000 | CVS Health Corp., 3.875%, 07/20/2025 | 237,168 | 0.1 | |||||||||||
150,000 | (1),(3) | Eagle Holding CO II LLC, 7.625% (PIK Rate 8.375%, Cash Rate 7.625%), 05/15/2022 | 151,500 | 0.0 | ||||||||||
50,000 | (1) | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 5.875%, 10/15/2024 | 49,500 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
200,000 | Envision Healthcare Corp., 5.625%, 07/15/2022 | 201,900 | 0.1 | |||||||||||
250,000 | HCA, Inc., 5.375%, 02/01/2025 | 251,250 | 0.1 | |||||||||||
150,000 | Encompass Health Corp., 5.750%, 11/01/2024 | 153,000 | 0.0 | |||||||||||
150,000 | (2) | Hertz Corp., 7.375%, 01/15/2021 | 149,437 | 0.0 | ||||||||||
250,000 | (1) | Hill-Rom Holdings, Inc., 5.750%, 09/01/2023 | 260,000 | 0.1 | ||||||||||
150,000 | (1) | Jaguar Holding Co. II / Pharmaceutical Product Development LLC, 6.375%, 08/01/2023 | 152,062 | 0.0 | ||||||||||
90,000 | (1) | JBS USA LUX SA / JBS USA Finance, Inc., 5.875%, 07/15/2024 | 88,114 | 0.0 | ||||||||||
265,000 | (1) | JBS USA LUX SA / JBS USA Finance, Inc., 6.750%, 02/15/2028 | 254,731 | 0.1 | ||||||||||
275,000 | Kraft Heinz Foods Co., 2.800%, 07/02/2020 | 273,208 | 0.1 | |||||||||||
278,000 | Laboratory Corp. of America Holdings, 2.625%, 02/01/2020 | 275,900 | 0.1 | |||||||||||
40,000 | (1) | Pilgrim's Pride Corp., 5.750%, 03/15/2025 | 38,950 | 0.0 | ||||||||||
135,000 | (1) | Pilgrim's Pride Corp., 5.875%, 09/30/2027 | 127,237 | 0.0 | ||||||||||
125,000 | (1),(3) | Polaris Intermediate Corp., 8.500% (PIK Rate 8.500%, Cash Rate 0.000%), 12/01/2022 | 127,814 | 0.0 | ||||||||||
125,000 | (1) | Post Holdings, Inc., 5.000%, 08/15/2026 | 119,063 | 0.0 | ||||||||||
150,000 | (1) | Post Holdings, Inc., 8.000%, 07/15/2025 | 168,937 | 0.1 | ||||||||||
100,000 | (2) | Revlon Consumer Products Corp., 6.250%, 08/01/2024 | 62,125 | 0.0 | ||||||||||
263,000 | Reynolds American, Inc., 4.450%, 06/12/2025 | 270,802 | 0.1 | |||||||||||
95,000 | Teleflex, Inc., 4.625%, 11/15/2027 | 91,795 | 0.0 | |||||||||||
155,000 | Teleflex, Inc., 5.250%, 06/15/2024 | 159,263 | 0.1 | |||||||||||
150,000 | (2) | Tenet Healthcare Corp., 6.750%, 06/15/2023 | 147,375 | 0.0 | ||||||||||
200,000 | (1) | Teva Pharmaceutical Finance Netherlands III BV, 6.000%, 04/15/2024 | 194,391 | 0.1 | ||||||||||
350,000 | United Rentals North America, Inc., 4.625%, 10/15/2025 | 341,250 | 0.1 | |||||||||||
150,000 | (1) | Valeant Pharmaceuticals International, Inc., 5.500%, 03/01/2023 | 131,813 | 0.0 | ||||||||||
150,000 | (1) | Valeant Pharmaceuticals International, Inc., 5.500%, 11/01/2025 | 146,588 | 0.0 | ||||||||||
50,000 | (1) | Valeant Pharmaceuticals International, Inc., 9.000%, 12/15/2025 | 49,875 | 0.0 | ||||||||||
100,000 | (1) | Valeant Pharmaceuticals International, 9.250%, 04/01/2026 | 99,875 | 0.0 |
200,000 | (1) | West Street Merger Sub, Inc., 6.375%, 09/01/2025 | 191,500 | 0.1 | ||||||||||
6,827,593 | 1.8 | |||||||||||||
Energy: 1.8% | ||||||||||||||
200,000 | Antero Resources Corp., 5.000%, 03/01/2025 | 201,500 | 0.1 | |||||||||||
160,000 | (1) | Centennial Resource Production LLC, 5.375%, 01/15/2026 | 157,400 | 0.0 | ||||||||||
270,000 | Cheniere Corpus Christi Holdings LLC, 5.125%, 06/30/2027 | 268,987 | 0.1 | |||||||||||
70,000 | (1) | Continental Resources, Inc./OK, 4.375%, 01/15/2028 | 68,337 | 0.0 | ||||||||||
250,000 | Continental Resources, Inc./OK, 4.500%, 04/15/2023 | 253,437 | 0.1 | |||||||||||
250,000 | (1) | Covey Park Energy LLC / Covey Park Finance Corp., 7.500%, 05/15/2025 | 250,000 | 0.1 | ||||||||||
275,000 | (1) | Delek Logistics Partners L.P., 6.750%, 05/15/2025 | 279,125 | 0.1 | ||||||||||
50,000 | (1) | Diamondback Energy, Inc., 5.375%, 05/31/2025 | 50,837 | 0.0 | ||||||||||
80,000 | (1) | Endeavor Energy Resources L.P. / EER Finance, Inc., 5.500%, 01/30/2026 | 79,800 | 0.0 | ||||||||||
120,000 | (1),(2) | Endeavor Energy Resources L.P. / EER Finance, Inc., 5.750%, 01/30/2028 | 120,000 | 0.0 | ||||||||||
100,000 | Ensco PLC, 7.750%, 02/01/2026 | 92,000 | 0.0 | |||||||||||
200,000 | Gulfport Energy Corp., 6.375%, 05/15/2025 | 193,250 | 0.1 | |||||||||||
40,000 | (1) | Gulfport Energy Corp., 6.375%, 01/15/2026 | 38,100 | 0.0 | ||||||||||
100,000 | (1) | Hess Infrastructure Partners L.P. / Hess Infrastructure Partners Finance Corp., 5.625%, 02/15/2026 | 98,750 | 0.0 | ||||||||||
250,000 | (1) | Indigo Natural Resources LLC, 6.875%, 02/15/2026 | 236,875 | 0.1 | ||||||||||
200,000 | (1),(2) | Jonah Energy LLC / Jonah Energy Finance Corp., 7.250%, 10/15/2025 | 181,000 | 0.0 | ||||||||||
500,000 | KazMunayGas National Co. JSC, 4.750%, 04/19/2027 | 500,945 | 0.1 | |||||||||||
180,000 | (1) | Lonestar Resources America, Inc., 11.250%, 01/01/2023 | 180,450 | 0.0 | ||||||||||
200,000 | (1) | Moss Creek Resources Holdings, Inc., 7.500%, 01/15/2026 | 202,440 | 0.1 | ||||||||||
100,000 | Murphy Oil Corp., 6.875%, 08/15/2024 | 104,500 | 0.0 | |||||||||||
225,000 | Murphy Oil USA, Inc., 5.625%, 05/01/2027 | 226,969 | 0.1 | |||||||||||
135,000 | (1) | NGPL PipeCo LLC, 4.875%, 08/15/2027 | 133,481 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
100,000 | (1) | Noble Holding International Ltd., 7.875%, 02/01/2026 | 98,625 | 0.0 | ||||||||||
100,000 | (1) | PBF Logistics L.P. / PBF Logistics Finance Corp., 6.875%, 05/15/2023 | 101,750 | 0.0 | ||||||||||
500,000 | Petrobras Global Finance BV, 5.750%, 02/01/2029 | 484,565 | 0.1 | |||||||||||
525,000 | Petrobras Global Finance BV, 7.375%, 01/17/2027 | 569,363 | 0.2 | |||||||||||
200,000 | Sanchez Energy Corp., 6.125%, 01/15/2023 | 146,875 | 0.0 | |||||||||||
150,000 | (1),(2) | Sanchez Energy Corp., 7.250%, 02/15/2023 | 151,125 | 0.0 | ||||||||||
200,000 | (1) | SRC Energy, Inc., 6.250%, 12/01/2025 | 201,500 | 0.1 | ||||||||||
110,000 | Summit Midstream Holdings LLC / Summit Midstream Finance Corp., 5.750%, 04/15/2025 | 105,325 | 0.0 | |||||||||||
100,000 | (1) | Sunoco L.P. / Sunoco Finance Corp., 4.875%, 01/15/2023 | 96,625 | 0.0 | ||||||||||
10,000 | (1) | Sunoco L.P. / Sunoco Finance Corp., 5.500%, 02/15/2026 | 9,675 | 0.0 | ||||||||||
10,000 | (1) | Sunoco L.P. / Sunoco Finance Corp., 5.875%, 03/15/2028 | 9,688 | 0.0 | ||||||||||
200,000 | (1) | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | 202,000 | 0.1 | ||||||||||
200,000 | (1) | Vermilion Energy, Inc., 5.625%, 03/15/2025 | 196,500 | 0.1 | ||||||||||
250,000 | WildHorse Resource Development Corp., 6.875%, 02/01/2025 | 251,875 | 0.1 | |||||||||||
200,000 | WPX Energy, Inc., 6.000%, 01/15/2022 | 206,500 | 0.1 | |||||||||||
6,750,174 | 1.8 | |||||||||||||
Financial: 2.7% | ||||||||||||||
150,000 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.625%, 10/30/2020 | 154,470 | 0.0 | |||||||||||
150,000 | (1) | Alliance Data Systems Corp., 5.375%, 08/01/2022 | 150,750 | 0.0 | ||||||||||
100,000 | Ally Financial, Inc., 5.750%, 11/20/2025 | 103,405 | 0.0 | |||||||||||
530,000 | American Express Co., 2.200%, 10/30/2020 | 517,108 | 0.1 | |||||||||||
327,000 | Bank of America Corp., 2.625%, 10/19/2020 | 324,813 | 0.1 | |||||||||||
425,000 | BBVA Bancomer SA/Texas, 6.750%, 09/30/2022 | 465,375 | 0.1 | |||||||||||
409,000 | (1) | BPCE SA, 4.500%, 03/15/2025 | 411,083 | 0.1 | ||||||||||
281,000 | Chubb INA Holdings, Inc., 3.350%, 05/03/2026 | 276,504 | 0.1 | |||||||||||
150,000 | CIT Group, Inc., 5.000%, 08/15/2022 | 153,937 | 0.0 |
25,000 | CIT Group, Inc., 5.250%, 03/07/2025 | 25,658 | 0.0 | |||||||||||
50,000 | CIT Group, Inc., 6.125%, 03/09/2028 | 52,000 | 0.0 | |||||||||||
280,000 | Citigroup, Inc., 2.650%, 10/26/2020 | 276,785 | 0.1 | |||||||||||
500,000 | (1) | Credit Bank of Moscow Via CBOM Finance PLC, 5.550%, 02/14/2023 | 492,002 | 0.1 | ||||||||||
150,000 | Equinix, Inc., 5.750%, 01/01/2025 | 156,750 | 0.0 | |||||||||||
270,000 | (1) | ESH Hospitality, Inc., 5.250%, 05/01/2025 | 263,331 | 0.1 | ||||||||||
403,000 | GE Capital International Funding Co. Unlimited Co., 3.373%, 11/15/2025 | 389,699 | 0.1 | |||||||||||
279,000 | Goldman Sachs Group, Inc., 4.250%, 10/21/2025 | 280,550 | 0.1 | |||||||||||
281,000 | HCP, Inc., 4.000%, 06/01/2025 | 281,708 | 0.1 | |||||||||||
277,000 | JPMorgan Chase & Co., 4.250%, 10/01/2027 | 280,743 | 0.1 | |||||||||||
184,000 | JPMorgan Chase & Co., 6.125%, 12/31/2199 | 192,970 | 0.0 | |||||||||||
250,000 | Lions Gate Capital Holdings LLC, 5.875%, 11/01/2024 | 259,375 | 0.1 | |||||||||||
400,000 | Lloyds Banking Group PLC, 4.582%, 12/10/2025 | 400,928 | 0.1 | |||||||||||
86,000 | M&T Bank Corp., 6.450%, 12/31/2199 | 94,815 | 0.0 | |||||||||||
268,000 | Morgan Stanley, 4.000%, 07/23/2025 | 270,460 | 0.1 | |||||||||||
205,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 5.000%, 10/15/2027 | 201,474 | 0.1 | |||||||||||
250,000 | (1) | Multibank, Inc., 4.375%, 11/09/2022 | 247,812 | 0.1 | ||||||||||
300,000 | Navient Corp., 5.875%, 10/25/2024 | 295,500 | 0.1 | |||||||||||
165,000 | (1) | Quicken Loans, Inc., 5.250%, 01/15/2028 | 154,687 | 0.0 | ||||||||||
250,000 | (1),(2) | Realogy Group LLC / Realogy Co-Issuer Corp., 5.250%, 12/01/2021 | 251,638 | 0.1 | ||||||||||
970,000 | Simon Property Group L.P., 3.375%, 12/01/2027 | 931,154 | 0.2 | |||||||||||
50,000 | Springleaf Finance Corp., 6.125%, 05/15/2022 | 51,080 | 0.0 | |||||||||||
255,000 | (1) | Tempo Acquisition LLC / Tempo Acquisition Finance Corp., 6.750%, 06/01/2025 | 255,319 | 0.1 | ||||||||||
350,000 | (1) | Turkiye Garanti Bankasi AS, 6.125%, 05/24/2027 | 341,202 | 0.1 | ||||||||||
250,000 | (1) | Turkiye Vakiflar Bankasi TAO, 5.750%, 01/30/2023 | 243,942 | 0.1 | ||||||||||
200,000 | (1) | UBS Group Funding Switzerland AG, 2.950%, 09/24/2020 | 198,598 | 0.0 | ||||||||||
250,000 | (1) | UniCredit SpA, 5.861%, 06/19/2032 | 254,428 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
269,000 | Wells Fargo & Co., 4.300%, 07/22/2027 | 270,770 | 0.1 | |||||||||||
89,000 | Wells Fargo & Co., 5.900%, 12/31/2199 | 91,790 | 0.0 | |||||||||||
250,000 | (1) | Yapi ve Kredi Bankasi AS, 5.750%, 02/24/2022 | 249,280 | 0.1 | ||||||||||
10,313,893 | 2.7 | |||||||||||||
Industrial: 1.2% | ||||||||||||||
250,000 | (1) | Advanced Disposal Services, Inc., 5.625%, 11/15/2024 | 253,125 | 0.1 | ||||||||||
250,000 | AECOM, 5.875%, 10/15/2024 | 262,812 | 0.1 | |||||||||||
135,000 | (1) | Bombardier, Inc., 7.500%, 12/01/2024 | 140,063 | 0.0 | ||||||||||
250,000 | (1) | Bombardier, Inc., 8.750%, 12/01/2021 | 275,312 | 0.1 | ||||||||||
250,000 | (1) | BWAY Holding Co., 7.250%, 04/15/2025 | 255,625 | 0.1 | ||||||||||
500,000 | Cemex SAB de CV, 6.125%, 05/05/2025 | 521,350 | 0.1 | |||||||||||
160,000 | (1) | FXI Holdings, Inc., 7.875%, 11/01/2024 | 157,100 | 0.0 | ||||||||||
118,000 | (1) | Gates Global LLC / Gates Global Co., 6.000%, 07/15/2022 | 119,929 | 0.0 | ||||||||||
250,000 | (1) | Itron, Inc., 5.000%, 01/15/2026 | 246,950 | 0.1 | ||||||||||
150,000 | (1) | Jeld-Wen, Inc., 4.625%, 12/15/2025 | 144,375 | 0.0 | ||||||||||
150,000 | (1) | Jeld-Wen, Inc., 4.875%, 12/15/2027 | 142,125 | 0.0 | ||||||||||
200,000 | Lockheed Martin Corp., 3.550%, 01/15/2026 | 198,549 | 0.1 | |||||||||||
20,000 | (1) | Masonite International Corp., 5.625%, 03/15/2023 | 20,675 | 0.0 | ||||||||||
20,000 | (1) | Multi-Color Corp., 4.875%, 11/01/2025 | 18,750 | 0.0 | ||||||||||
150,000 | (1) | Multi-Color Corp., 6.125%, 12/01/2022 | 155,250 | 0.0 | ||||||||||
250,000 | (1) | Novelis Corp., 5.875%, 09/30/2026 | 246,875 | 0.1 | ||||||||||
160,000 | (1) | Plastipak Holdings, Inc., 6.250%, 10/15/2025 | 160,400 | 0.1 | ||||||||||
150,000 | (1) | Sealed Air Corp., 5.500%, 09/15/2025 | 155,625 | 0.0 | ||||||||||
125,000 | (1) | Standard Industries, Inc./NJ, 5.000%, 02/15/2027 | 121,649 | 0.0 | ||||||||||
150,000 | (1) | Standard Industries, Inc./NJ, 6.000%, 10/15/2025 | 154,500 | 0.0 | ||||||||||
250,000 | Summit Materials LLC / Summit Materials Finance Corp., 6.125%, 07/15/2023 | 256,250 | 0.1 | |||||||||||
250,000 | TransDigm, Inc., 6.500%, 05/15/2025 | 253,125 | 0.1 | |||||||||||
200,000 | (1) | Wrangler Buyer Corp., 6.000%, 10/01/2025 | 197,500 | 0.1 | ||||||||||
4,457,914 | 1.2 | |||||||||||||
Technology: 0.4% | ||||||||||||||
200,000 | (1) | Ascend Learning LLC, 6.875%, 08/01/2025 | 206,000 | 0.1 |
200,000 | (1) | CDK Global, Inc., 4.875%, 06/01/2027 | 193,000 | 0.0 | ||||||||||
60,000 | CDW LLC / CDW Finance Corp., 5.000%, 09/01/2025 | 60,000 | 0.0 | |||||||||||
220,000 | (1) | Change Healthcare Holdings LLC / Change Healthcare Finance, Inc., 5.750%, 03/01/2025 | 218,966 | 0.1 | ||||||||||
250,000 | (1) | First Data Corp., 7.000%, 12/01/2023 | 263,438 | 0.1 | ||||||||||
150,000 | NCR Corp., 6.375%, 12/15/2023 | 156,000 | 0.0 | |||||||||||
350,000 | Oracle Corp., 3.250%, 11/15/2027 | 341,577 | 0.1 | |||||||||||
1,438,981 | 0.4 | |||||||||||||
Utilities: 0.1% | ||||||||||||||
200,000 | (2) | Calpine Corp., 5.750%, 01/15/2025 | 183,500 | 0.1 | ||||||||||
80,000 | (1) | NRG Energy, Inc., 5.750%, 01/15/2028 | 78,400 | 0.0 | ||||||||||
150,000 | NRG Energy, Inc., 6.250%, 07/15/2022 | 155,205 | 0.0 | |||||||||||
417,105 | 0.1 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $47,557,611) | 46,753,341 | 12.4 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 12.8% | ||||||||||||||
616,302 | Adjustable Rate Mortgage Trust 2006-2 1A1, 3.827%, 05/25/2036 | 581,261 | 0.2 | |||||||||||
186,683 | Alternative Loan Trust 2005-10CB 1A1, 2.372%, (US0001M + 0.500%), 05/25/2035 | 166,587 | 0.0 | |||||||||||
744,747 | Alternative Loan Trust 2005-10CB 1A2, 2.322%, (US0001M + 0.450%), 05/25/2035 | 663,147 | 0.2 | |||||||||||
777,295 | Alternative Loan Trust 2005-23CB A15, 5.500%, 07/25/2035 | 737,780 | 0.2 | |||||||||||
266,525 | Alternative Loan Trust 2005-51 3A2A, 2.573%, (12MTA + 1.290%), 11/20/2035 | 258,383 | 0.1 | |||||||||||
85,548 | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035 | 82,334 | 0.0 | |||||||||||
396,816 | Alternative Loan Trust 2005-J2 1A12, 2.272%, (US0001M + 0.400%), 04/25/2035 | 352,915 | 0.1 | |||||||||||
48,943 | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | 39,517 | 0.0 | |||||||||||
921,033 | Alternative Loan Trust 2006-18CB A10, 2.272%, (US0001M + 0.400%), 07/25/2036 | 645,100 | 0.2 | |||||||||||
223,885 | Alternative Loan Trust 2006-19CB A12, 2.272%, (US0001M + 0.400%), 08/25/2036 | 165,375 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
948,102 | Alternative Loan Trust 2006-19CB A28, 2.472%, (US0001M + 0.600%), 08/25/2036 | 711,342 | 0.2 | |||||||||||
660,519 | Alternative Loan Trust 2006-HY11 A1, 1.992%, (US0001M + 0.120%), 06/25/2036 | 603,540 | 0.2 | |||||||||||
237,946 | Alternative Loan Trust 2007-2CB 2A1, 2.472%, (US0001M + 0.600%), 03/25/2037 | 168,230 | 0.0 | |||||||||||
458,823 | Alternative Loan Trust 2007-HY8C A1, 2.032%, (US0001M + 0.160%), 09/25/2047 | 446,091 | 0.1 | |||||||||||
644,772 | Alternative Loan Trust 2007-OA4 A1, 2.042%, (US0001M + 0.170%), 05/25/2047 | 585,339 | 0.2 | |||||||||||
29,542 | (1),(4) | Angel Oak Mortgage Trust LLC 2015-1 A, 4.500%, 11/25/2045 | 29,463 | 0.0 | ||||||||||
348,213 | Bear Stearns ALT-A Trust 2006-6 31A1, 3.541%, 11/25/2036 | 326,275 | 0.1 | |||||||||||
987,463 | Bear Stearns ALT-A Trust 2006-6 32A1, 4.267%, 11/25/2036 | 846,356 | 0.2 | |||||||||||
269,041 | Bear Stearns Structured Products, Inc. Trust 2007-R6 1A1, 3.633%, 01/26/2036 | 238,457 | 0.1 | |||||||||||
33,622 | (1) | Bellemeade Re Ltd. 2015-1A M2, 6.172%, (US0001M + 4.300%), 07/25/2025 | 34,225 | 0.0 | ||||||||||
57,959 | Chase Mortgage Finance Trust Series 2006-A1 2A3, 3.652%, 09/25/2036 | 58,217 | 0.0 | |||||||||||
129,668 | CHL Mortgage Pass-Through Trust 2004-22 A3, 3.491%, 11/25/2034 | 129,416 | 0.0 | |||||||||||
223,215 | Citigroup Mortgage Loan Trust 2006-AR2 1A1, 3.589%, 03/25/2036 | 209,729 | 0.1 | |||||||||||
128,706 | Citigroup Mortgage Loan Trust 2006-AR9 2A, 3.743%, 11/25/2036 | 112,766 | 0.0 | |||||||||||
374,136 | (1) | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058 | 390,042 | 0.1 | ||||||||||
33,848 | Countrywide Alternative Loan Trust 2005-53T2 2A6, 2.372%, (US0001M + 0.500%), 11/25/2035 | 20,931 | 0.0 | |||||||||||
1,200,000 | Countrywide Asset-Backed Certificates 2005-IM1 M1, 2.592%, (US0001M + 0.720%), 11/25/2035 | 1,183,790 | 0.3 | |||||||||||
653,417 | CSMC Series 2007-2 3A6, 5.400%, 03/25/2037 | 597,225 | 0.2 |
853,066 | Deutsche ALT-A Securities, Inc. ALT 2007-AB1 A1, 2.172%, (US0001M + 0.300%), 04/25/2037 | 572,652 | 0.2 | |||||||||||
205,240 | (1) | Deutsche Mortgage Securities, Inc. Re-REMIC Trust Certificates Series 2007-WM1 A1, 3.314%, 06/27/2037 | 208,339 | 0.1 | ||||||||||
1,088,197 | (5) | Fannie Mae 2007-18 BS, 4.729%, (-1.000*US0001M + 6.600%), 06/25/2035 | 172,825 | 0.1 | ||||||||||
2,437,193 | (5) | Fannie Mae 2008-94 SI, 3.629%, (-1.000*US0001M + 5.500%), 04/25/2036 | 419,166 | 0.1 | ||||||||||
2,019,041 | (5) | Fannie Mae 2009-95 HI, 6.000%, 12/25/2038 | 155,483 | 0.0 | ||||||||||
433,227 | Fannie Mae 2010-15 FD, 2.612%, (US0001M + 0.740%), 03/25/2040 | 441,165 | 0.1 | |||||||||||
1,066,772 | Fannie Mae 2011-47 GF, 2.442%, (US0001M + 0.570%), 06/25/2041 | 1,078,896 | 0.3 | |||||||||||
383,155 | Fannie Mae 2012-10 UF, 2.422%, (US0001M + 0.550%), 02/25/2042 | 386,277 | 0.1 | |||||||||||
435,146 | (5) | Fannie Mae 2012-84 KI, 6.000%, (US0001M + 0.000%), 08/25/2042 | 95,499 | 0.0 | ||||||||||
1,755,798 | (5) | Fannie Mae 2012-93 IL, 3.000%, 09/25/2027 | 158,634 | 0.0 | ||||||||||
2,641,786 | (5) | Fannie Mae 2015-56 DI, 3.000%, 12/25/2032 | 237,261 | 0.1 | ||||||||||
167,229 | Fannie Mae Connecticut Avenue Securities 2014-CO4 1M2, 6.772%, (US0001M + 4.900%), 11/25/2024 | 191,546 | 0.1 | |||||||||||
1,100,000 | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 5.522%, (US0001M + 3.650%), 09/25/2029 | 1,198,152 | 0.3 | |||||||||||
650,000 | Fannie Mae Connecticut Avenue Securities 2017-C05 1M2, 4.072%, (US0001M + 2.200%), 01/25/2030 | 659,092 | 0.2 | |||||||||||
900,000 | Fannie Mae Connecticut Avenue Securities 2018-C02 2M2, 4.072%, (US0001M + 2.200%), 08/25/2030 | 905,805 | 0.2 | |||||||||||
400,000 | Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2, 4.122%, (US0001M + 2.250%), 07/25/2030 | 405,655 | 0.1 | |||||||||||
244,423 | (5) | Fannie Mae REMIC Trust 2000-26 SP, 6.629%, (-1.000*US0001M + 8.500%), 08/25/2030 | 45,181 | 0.0 | ||||||||||
345,323 | (5) | Fannie Mae REMIC Trust 2002-13 SR, 4.729%, (-1.000*US0001M + 6.600%), 03/25/2032 | 45,174 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
178,003 | (5) | Fannie Mae REMIC Trust 2004-64 SW, 5.179%, (-1.000*US0001M + 7.050%), 08/25/2034 | 29,249 | 0.0 | ||||||||||
130,173 | (5) | Fannie Mae REMIC Trust 2004-66 SE, 4.629%, (-1.000*US0001M + 6.500%), 09/25/2034 | 18,760 | 0.0 | ||||||||||
261,848 | (5) | Fannie Mae REMIC Trust 2008-47 PS, 4.629%, (-1.000*US0001M + 6.500%), 06/25/2038 | 5,881 | 0.0 | ||||||||||
639,098 | (5) | Fannie Mae REMIC Trust 2009-25 SN, 4.679%, (-1.000*US0001M + 6.550%), 04/25/2039 | 102,585 | 0.0 | ||||||||||
359,441 | (5) | Fannie Mae REMIC Trust 2012-146 LI, 4.500%, 10/25/2041 | 42,082 | 0.0 | ||||||||||
29,418,426 | (5) | Fannie Mae REMIC Trust 2012-66 IB, 0.050%, (-1.000*US0001M + 6.050%), 06/25/2042 | 64,079 | 0.0 | ||||||||||
1,350,238 | (5) | Fannie Mae REMIC Trust 2013-116 SC, 4.329%, (-1.000*US0001M + 6.200%), 04/25/2033 | 166,220 | 0.0 | ||||||||||
992,694 | Fannie Mae Series 2006-11 FA, 2.172%, (US0001M + 0.300%), 03/25/2036 | 993,812 | 0.3 | |||||||||||
111,973 | First Horizon Alternative Mortgage Securities Trust 2006-FA8 1A7, 6.000%, 02/25/2037 | 90,450 | 0.0 | |||||||||||
698,811 | (1) | Flagstar Mortgage Trust 2018-1 B3, 4.069%, 03/25/2048 | 674,285 | 0.2 | ||||||||||
2,430,482 | (5) | Freddie Mac 2009-70 PS, 4.879%, (-1.000*US0001M + 6.750%), 01/25/2037 | 423,442 | 0.1 | ||||||||||
339,159 | (5) | Freddie Mac 2524 SH, 5.723%, (-1.000*US0001M + 7.500%), 11/15/2032 | 34,246 | 0.0 | ||||||||||
627,181 | (5) | Freddie Mac 2525 SM, 6.223%, (-1.000*US0001M + 8.000%), 02/15/2032 | 116,651 | 0.0 | ||||||||||
623,315 | (5) | Freddie Mac 2981 CS, 4.943%, (-1.000*US0001M + 6.720%), 05/15/2035 | 84,572 | 0.0 | ||||||||||
236,955 | (5) | Freddie Mac 2989 HS, 5.373%, (-1.000*US0001M + 7.150%), 08/15/2034 | 83,506 | 0.0 | ||||||||||
331,931 | (5) | Freddie Mac 3018 SM, 5.423%, (-1.000*US0001M + 7.200%), 08/15/2035 | 62,434 | 0.0 | ||||||||||
573,655 | (5) | Freddie Mac 324 144, 6.085%, 06/15/2039 | 131,826 | 0.0 | ||||||||||
1,159,542 | (5) | Freddie Mac 3523 SA, 4.223%, (-1.000*US0001M + 6.000%), 09/15/2036 | 154,170 | 0.0 | ||||||||||
1,030,410 | (5) | Freddie Mac 3582 MS, 4.373%, (-1.000*US0001M + 6.150%), 10/15/2039 | 141,086 | 0.0 | ||||||||||
1,566,500 | (5) | Freddie Mac 3688 BI, 5.000%, 07/15/2040 | 317,044 | 0.1 | ||||||||||
6,211,475 | (5) | Freddie Mac 4186 IA, 3.000%, 03/15/2033 | 828,066 | 0.2 |
256,757 | (5) | Freddie Mac 4333 AI, 5.500%, 02/15/2044 | 51,229 | 0.0 | ||||||||||
225,395 | (5) | Freddie Mac REMIC Trust 2266 S, 6.773%, (-1.000*US0001M + 8.550%), 11/15/2030 | 37,510 | 0.0 | ||||||||||
290,210 | (5) | Freddie Mac REMIC Trust 2374 S, 6.323%, (-1.000*US0001M + 8.100%), 06/15/2031 | 54,958 | 0.0 | ||||||||||
160,821 | (5) | Freddie Mac REMIC Trust 2417 SY, 6.623%, (-1.000*US0001M + 8.400%), 12/15/2031 | 32,915 | 0.0 | ||||||||||
340,240 | (5) | Freddie Mac REMIC Trust 2577 SA, 5.673%, (-1.000*US0001M + 7.450%), 02/15/2033 | 61,191 | 0.0 | ||||||||||
20,559 | Freddie Mac REMIC Trust 2973 SB, 11.819%, (-3.667*US0001M + 18.333%), 05/15/2035 | 21,903 | 0.0 | |||||||||||
148,535 | (5) | Freddie Mac REMIC Trust 2981 SU, 6.023%, (-1.000*US0001M + 7.800%), 05/15/2030 | 25,018 | 0.0 | ||||||||||
74,949 | (5) | Freddie Mac REMIC Trust 2993 PS, 4.923%, (-1.000*US0001M + 6.700%), 05/15/2035 | 1,399 | 0.0 | ||||||||||
58,493 | Freddie Mac REMIC Trust 3031 BP, 8.000%, (-6.723*US0001M + 44.975%), 08/15/2035 | 72,804 | 0.0 | |||||||||||
1,014,041 | (5) | Freddie Mac REMIC Trust 3049 PI, 4.873%, (-1.000*US0001M + 6.650%), 10/15/2035 | 160,392 | 0.0 | ||||||||||
65,376 | Freddie Mac REMIC Trust 3085 SK, 44.681%, (-12.000*US0001M + 66.000%), 12/15/2035 | 171,202 | 0.1 | |||||||||||
110,590 | (6),(7) | Freddie Mac REMIC Trust 3151 PO, 05/15/2036 | 94,378 | 0.0 | ||||||||||
334,201 | (5) | Freddie Mac REMIC Trust 3590 PI, 6.000%, 07/15/2039 | 26,872 | 0.0 | ||||||||||
291,094 | (5) | Freddie Mac REMIC Trust 3624 TS, 3.023%, (-1.000*US0001M + 4.800%), 01/15/2040 | 27,316 | 0.0 | ||||||||||
530,383 | (5) | Freddie Mac REMIC Trust 4261 ID, 6.500%, 06/15/2032 | 94,769 | 0.0 | ||||||||||
1,701,538 | (5) | Freddie Mac REMIC Trust 4287 CI, 4.500%, 07/15/2041 | 300,334 | 0.1 | ||||||||||
1,098,015 | Freddie Mac REMICS 2921 PF, 2.127%, (US0001M + 0.350%), 01/15/2035 | 1,094,144 | 0.3 | |||||||||||
1,916,059 | Freddie Mac REMICS Trust 3740 FB, 2.277%, (US0001M + 0.500%), 10/15/2040 | 1,928,362 | 0.5 | |||||||||||
2,140,870 | (5) | Freddie Mac Strips Series 224 IO, 6.000%, 03/01/2033 | 515,237 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
1,113,285 | (5) | Freddie Mac Strips Series 237 S23, 5.323%, (-1.000*US0001M + 7.100%), 05/15/2036 | 195,597 | 0.1 | ||||||||||
1,496,486 | (5) | Freddie Mac Strips Series 260 33, 4.000%, 05/15/2039 | 251,906 | 0.1 | ||||||||||
500,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQA1 M3, 6.572%, (US0001M + 4.700%), 03/25/2028 | 574,032 | 0.2 | |||||||||||
600,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA2 M2, 5.322%, (US0001M + 3.450%), 10/25/2029 | 653,306 | 0.2 | |||||||||||
250,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA3 M2, 4.372%, (US0001M + 2.500%), 03/25/2030 | 256,573 | 0.1 | |||||||||||
250,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 4.522%, (US0001M + 2.650%), 12/25/2029 | 258,054 | 0.1 | |||||||||||
500,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 4.222%, (US0001M + 2.350%), 04/25/2030 | 506,892 | 0.1 | |||||||||||
332,335 | (5) | Ginnie Mae 2011-101 EI, 6.000%, (-19.355*US0001M + 109.161%), 10/16/2039 | 63,047 | 0.0 | ||||||||||
750,112 | (5) | Ginnie Mae Series 2008-40 SA, 4.614%, (-1.000*US0001M + 6.400%), 05/16/2038 | 117,110 | 0.0 | ||||||||||
1,347,389 | (5) | Ginnie Mae Series 2009-116 SJ, 4.694%, (-1.000*US0001M + 6.480%), 12/16/2039 | 197,016 | 0.1 | ||||||||||
1,244,473 | (5) | Ginnie Mae Series 2010-4 SL, 4.614%, (-1.000*US0001M + 6.400%), 01/16/2040 | 181,621 | 0.1 | ||||||||||
431,177 | (5) | Ginnie Mae Series 2010-98 QS, 4.778%, (-1.000*US0001M + 6.600%), 01/20/2040 | 51,218 | 0.0 | ||||||||||
3,432,184 | (5) | Ginnie Mae Series 2011-101 BI, 0.650%, (-1.000*US0001M + 6.650%), 11/20/2037 | 77,851 | 0.0 | ||||||||||
70,972 | (5) | Ginnie Mae Series 2012-149 BI, 3.500%, 10/20/2041 | 10,076 | 0.0 | ||||||||||
604,218 | (5) | Ginnie Mae Series 2013-103 DS, 4.328%, (-1.000*US0001M + 6.150%), 07/20/2043 | 91,422 | 0.0 | ||||||||||
224,985 | (5) | Ginnie Mae Series 2013-134 DS, 4.278%, (-1.000*US0001M + 6.100%), 09/20/2043 | 33,288 | 0.0 | ||||||||||
505,797 | (5) | Ginnie Mae Series 2013-44 LI, 4.500%, 01/16/2043 | 85,992 | 0.0 |
7,963,930 | (5) | Ginnie Mae Series 2015-69 IL, 0.200%, (-1.000*US0001M + 6.700%), 07/20/2034 | 62,460 | 0.0 | ||||||||||
419,320 | (5) | Ginnie Mae Series 2015-98 IU, 4.000%, 08/20/2044 | 70,087 | 0.0 | ||||||||||
11,867 | (5) | Ginnie Mae Series 2016-12 MI, 5.000%, 04/20/2039 | 159 | 0.0 | ||||||||||
1,306,134 | (5) | Ginnie Mae Series 2016-8 PI, 4.000%, 10/20/2044 | 209,454 | 0.1 | ||||||||||
652,612 | HarborView Mortgage Loan Trust 2006-14 2A1A, 1.958%, (US0001M + 0.150%), 01/25/2047 | 611,898 | 0.2 | |||||||||||
801,047 | HarborView Mortgage Loan Trust 2007-5 A1A, 1.998%, (US0001M + 0.190%), 09/19/2037 | 748,827 | 0.2 | |||||||||||
4,578 | HomeBanc Mortgage Trust 2004-1 2A, 2.732%, (US0001M + 0.860%), 08/25/2029 | 4,404 | 0.0 | |||||||||||
59,993 | HomeBanc Mortgage Trust 2005-3 A2, 2.182%, (US0001M + 0.310%), 07/25/2035 | 59,966 | 0.0 | |||||||||||
111,530 | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 2.082%, (US0001M + 0.210%), 04/25/2046 | 103,598 | 0.0 | |||||||||||
117,416 | JP Morgan Mortgage Trust 2005-S3 1A10, 6.000%, 01/25/2036 | 103,029 | 0.0 | |||||||||||
311,385 | JP Morgan Mortgage Trust 2006-S2 1A18, 6.000%, 07/25/2036 | 281,224 | 0.1 | |||||||||||
684,455 | JP Morgan Mortgage Trust 2006-S3 1A30, 6.500%, 08/25/2036 | 578,375 | 0.2 | |||||||||||
669,791 | (1) | JP Morgan Mortgage Trust 2016-1 B3, 3.881%, 05/25/2046 | 670,362 | 0.2 | ||||||||||
597,154 | (1) | JP Morgan Mortgage Trust 2017-6 B3, 3.857%, 12/25/2048 | 573,550 | 0.2 | ||||||||||
77,655 | Lehman XS Trust Series 2005-5N 1A2, 2.232%, (US0001M + 0.360%), 11/25/2035 | 69,279 | 0.0 | |||||||||||
1,486,141 | Morgan Stanley Mortgage Loan Trust 2006-9AR A2, 2.022%, (US0001M + 0.150%), 08/25/2036 | 780,662 | 0.2 | |||||||||||
58,788 | Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/2037 | 57,431 | 0.0 | |||||||||||
798,782 | (1) | Sequoia Mortgage Trust 2018-CH1 B1B, 4.523%, 02/25/2048 | 832,565 | 0.2 | ||||||||||
599,086 | (1) | Sequoia Mortgage Trust 2018-CH1 B2B, 4.523%, 02/25/2048 | 617,772 | 0.2 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
145,460 | Structured Adjustable Rate Mortgage Loan Trust 2005-4 3A1, 3.737%, 03/25/2035 | 143,595 | 0.0 | |||||||||||
600,000 | (1),(4) | Verus Securitization Trust 2017-SG1A B1, 3.615%, 11/25/2047 | 598,659 | 0.2 | ||||||||||
189,003 | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.751%, 10/25/2036 | 175,044 | 0.1 | |||||||||||
500,820 | WaMu Mortgage Pass-Through Certificates Series 2005-AR10 1A3, 3.324%, 09/25/2035 | 507,649 | 0.1 | |||||||||||
166,573 | WaMu Mortgage Pass-Through Certificates Series 2006-AR10 1A1, 3.273%, 09/25/2036 | 162,154 | 0.0 | |||||||||||
29,218 | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.323%, 10/25/2036 | 28,545 | 0.0 | |||||||||||
202,250 | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A3, 3.021%, 11/25/2036 | 194,214 | 0.1 | |||||||||||
777,267 | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A4, 3.021%, 11/25/2036 | 746,383 | 0.2 | |||||||||||
98,545 | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 3A1, 3.071%, 12/25/2036 | 96,310 | 0.0 | |||||||||||
108,022 | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.303%, 08/25/2046 | 102,263 | 0.0 | |||||||||||
180,623 | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.254%, 12/25/2036 | 174,013 | 0.1 | |||||||||||
18,845 | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 2.917%, 04/25/2037 | 17,213 | 0.0 | |||||||||||
101,384 | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 3.163%, 07/25/2037 | 84,816 | 0.0 | |||||||||||
1,023,075 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 2A3, 2.772%, (US0001M + 0.900%), 11/25/2035 | 840,405 | 0.2 | |||||||||||
191,662 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | 174,670 | 0.1 | |||||||||||
253,060 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/2035 | 243,222 | 0.1 |
1,155,841 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 2CB2, 2.472%, (US0001M + 0.600%), 07/25/2036 | 700,795 | 0.2 | |||||||||||
1,230,309 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 2.243%, (12MTA + 0.960%), 08/25/2046 | 933,494 | 0.3 | |||||||||||
73,040 | Wells Fargo Alternative Loan 2007-PA2 2A1, 2.302%, (US0001M + 0.430%), 06/25/2037 | 61,498 | 0.0 | |||||||||||
645,282 | Wells Fargo Mortgage Backed Securities 2006-8 A15, 6.000%, 07/25/2036 | 651,401 | 0.2 | |||||||||||
829,937 | Wells Fargo Mortgage Backed Securities 2006-8 A18, 6.000%, 07/25/2036 | 837,807 | 0.2 | |||||||||||
1,065,793 | Wells Fargo Mortgage Backed Securities 2006-AR12 1A1, 3.754%, 09/25/2036 | 1,067,099 | 0.3 | |||||||||||
633,212 | Wells Fargo Mortgage Backed Securities 2006-AR17 A1, 3.631%, 10/25/2036 | 620,762 | 0.2 | |||||||||||
42,868 | Wells Fargo Mortgage Backed Securities 2006-AR6 3A1, 3.760%, 03/25/2036 | 41,533 | 0.0 | |||||||||||
120,003 | Wells Fargo Mortgage Backed Securities 2006-AR7 2A1, 3.410%, 05/25/2036 | 122,490 | 0.0 | |||||||||||
127,537 | Wells Fargo Mortgage Backed Securities 2006-AR7 2A4, 3.410%, 05/25/2036 | 130,181 | 0.0 | |||||||||||
615,728 | Wells Fargo Mortgage Backed Securities 2007-3 AE, 2.109%, 04/25/2037 | 551,259 | 0.2 | |||||||||||
390,606 | Wells Fargo Mortgage Backed Securities 2007-AR7 A1, 3.714%, 12/28/2037 | 381,056 | 0.1 | |||||||||||
761,257 | (1) | WinWater Mortgage Loan Trust 2015-5 B4, 3.798%, 08/20/2045 | 737,122 | 0.2 | ||||||||||
Total Collateralized Mortgage Obligations | ||||||||||||||
(Cost $46,035,103) | 48,262,769 | 12.8 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 0.0% | ||||||||||||||
Federal National Mortgage Association: 0.0%(8) | ||||||||||||||
9,292 | 5.500%, 10/01/2039 | 10,193 | 0.0 | |||||||||||
Total U.S. Government Agency Obligations | ||||||||||||||
(Cost $10,071) | 10,193 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
BANK LOANS: 14.8% | ||||||||||||||
Aerospace & Defense: 0.3% | ||||||||||||||
150,000 | Geo Group, Inc. (The) 2017 Term Loan B, 4.130%, (US0003M + 2.250%), 03/22/2024 | 150,619 | 0.0 | |||||||||||
300,000 | Maxar Technologies Ltd. Term Loan B, 4.630%, (US0003M + 2.750%), 10/04/2024 | 301,179 | 0.1 | |||||||||||
300,000 | TransDigm, Inc. 2017 Extended Term Loan F, 4.773%, (US0003M + 2.750%), 06/09/2023 | 301,500 | 0.1 | |||||||||||
249,124 | TransDigm, Inc. 2018 Term Loan G, 4.707%, (US0003M + 2.500%), 08/22/2024 | 250,231 | 0.1 | |||||||||||
1,003,529 | 0.3 | |||||||||||||
Auto Components: 0.0% | ||||||||||||||
148,500 | Broadstreet Partners, Inc. 2017 Term Loan B, 5.627%, (US0003M + 3.750%), 11/08/2023 | 150,635 | 0.0 | |||||||||||
Automotive: 0.6% | ||||||||||||||
150,000 | American Axle and Manufacturing, Inc. Term Loan B, 4.130%, (US0001M + 2.250%), 04/06/2024 | 150,797 | 0.0 | |||||||||||
150,000 | Belron Finance US LLC USD Term Loan B, 4.294%, (US0003M + 2.500%), 11/07/2024 | 151,125 | 0.0 | |||||||||||
149,250 | Bright Bidco B.V. 2018 Term Loan B, 5.728%, (US0003M + 3.500%), 06/30/2024 | 151,644 | 0.0 | |||||||||||
300,000 | Dealer Tire, LLC 2017 Term Loan B, 5.677%, (US0003M + 3.250%), 12/22/2021 | 303,930 | 0.1 | |||||||||||
244,347 | Dynacast International LLC Term Loan B, 5.552%, (US0003M + 3.250%), 01/28/2022 | 246,179 | 0.1 | |||||||||||
399,625 | Gates Global LLC 2017 USD Repriced Term Loan B, 5.052%, (US0003M + 2.750%), 04/01/2024 | 402,348 | 0.1 | |||||||||||
300,000 | KAR Auction Services, Inc. Term Loan B5, 4.813%, (US0003M + 2.500%), 03/09/2023 | 302,063 | 0.1 | |||||||||||
163,780 | Mavis Tire Express Services Corp. 2018 1st Lien Term Loan, 5.562%, (US0003M + 3.250%), 03/20/2025 | 163,985 | 0.1 | |||||||||||
26,220 | Mavis Tire Express Services Corp. 2018 Delayed Draw Term Loan, 5.562%, (US0003M + 3.250%), 03/20/2025 | 26,252 | 0.0 |
242,618 | NN, Inc. 2016 Term Loan B, 5.627%, (US0003M + 3.750%), 10/19/2022 | 244,286 | 0.1 | |||||||||||
148,843 | Superior Industries International, Inc. 1st Lien Term Loan, 6.377%, (US0003M + 4.500%), 05/22/2024 | 150,703 | 0.0 | |||||||||||
149,250 | Truck Hero, Inc. 1st Lien Term Loan, 6.223%, (US0003M + 4.000%), 04/21/2024 | 150,388 | 0.0 | |||||||||||
2,443,700 | 0.6 | |||||||||||||
Building & Development: 0.4% | ||||||||||||||
300,000 | American Builders & Contractors Supply Co., Inc. 2017 Term Loan B, 4.377%, (US0003M + 2.500%), 10/31/2023 | 301,083 | 0.1 | |||||||||||
148,310 | Capital Automotive L.P. 2017 1st Lien Term Loan, 4.380%, (US0003M + 2.500%), 03/24/2024 | 149,329 | 0.0 | |||||||||||
137,723 | Clark Equipment Company 2018 Term Loan B, 4.302%, (US0003M + 2.000%), 05/18/2024 | 137,981 | 0.0 | |||||||||||
149,625 | Core & Main LP 2017 Term Loan B, 5.116%, (US0003M + 3.000%), 08/01/2024 | 150,397 | 0.1 | |||||||||||
180,000 | Ply Gem Industries, Inc. 2018 Term Loan, (US0003M + 3.000%), 03/28/2025 | 179,100 | 0.0 | |||||||||||
150,000 | Quikrete HLDGS Inc Term Loan, 4.627%, (US0003M + 2.750%), 11/15/2023 | 150,844 | 0.1 | |||||||||||
149,625 | Werner Co. 2017 Term Loan, 5.882%, (US0003M + 4.000%), 07/24/2024 | 151,495 | 0.1 | |||||||||||
148,504 | Wilsonart LLC 2017 Term Loan B, 5.560%, (US0003M + 3.250%), 12/19/2023 | 149,445 | 0.0 | |||||||||||
147,384 | Zekelman Industries, Inc. Term Loan B, 4.999%, (US0003M + 2.750%), 06/14/2021 | 148,361 | 0.0 | |||||||||||
1,518,035 | 0.4 | |||||||||||||
Business Equipment & Services: 1.6% | ||||||||||||||
298,498 | AlixPartners, LLP 2017 Term Loan B, 5.052%, (US0003M + 3.000%), 04/04/2024 | 300,177 | 0.1 | |||||||||||
150,000 | Allflex Holdings III, Inc. New 1st Lien Term Loan, 5.138%, (US0003M + 3.250%), 07/20/2020 | 151,156 | 0.1 | |||||||||||
150,000 | American Traffic Solutions, Inc. 2018 1st Lien Term Loan, 5.767%, (US0003M + 3.750%), 02/28/2025 | 151,500 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
100,000 | American Traffic Solutions, Inc. 2018 2nd Lien Term Loan, 9.398%, (US0003M + 7.750%), 02/23/2026 | 101,625 | 0.0 | |||||||||||
147,188 | Array Canada Inc. Term Loan B, 6.693%, (US0003M + 5.000%), 02/10/2023 | 148,659 | 0.0 | |||||||||||
149,625 | Ascend Learning, LLC 2017 Term Loan B, 4.877%, (US0003M + 3.250%), 07/12/2024 | 150,264 | 0.0 | |||||||||||
149,250 | ASP MCS Acquisition Corp. Term Loan B, 6.627%, (US0003M + 4.750%), 05/18/2024 | 151,302 | 0.1 | |||||||||||
150,000 | Big Ass Fans, LLC Term Loan, 6.552%, (US0003M + 4.250%), 05/21/2024 | 151,547 | 0.1 | |||||||||||
148,133 | Camelot UK Holdco Limited 2017 Repriced Term Loan, 5.127%, (US0003M + 3.250%), 10/03/2023 | 149,217 | 0.0 | |||||||||||
149,625 | GTCR Valor Companies, Inc. USD 2017 Term Loan B1, 5.127%, (US0003M + 3.250%), 06/16/2023 | 151,063 | 0.1 | |||||||||||
149,250 | Colorado Buyer Inc Term Loan B, 4.780%, (US0003M + 3.000%), 05/01/2024 | 149,608 | 0.0 | |||||||||||
135,484 | DG Investment Intermediate Holdings 2, Inc. 2018 1st Lien Term Loan, 5.302%, (US0003M + 3.000%), 02/03/2025 | 135,371 | 0.0 | |||||||||||
14,516 | DG Investment Intermediate Holdings 2, Inc. 2018 Delayed Draw Term Loan, 1.500%, (US0003M + 3.000%), 02/03/2025 | 14,504 | �� | 0.0 | ||||||||||
148,125 | DTI Holdco, Inc. 2018 Term Loan B, 6.998%, (US0003M + 4.750%), 10/02/2023 | 148,218 | 0.0 | |||||||||||
141,917 | EIG Investors Corp. 2017 Term Loan, 5.956%, (US0003M + 4.000%), 02/09/2023 | 143,171 | 0.0 | |||||||||||
150,000 | Element Materials Technology Group US Holdings Inc 2017 USD Term Loan B, 5.802%, (US0003M + 3.500%), 06/28/2024 | 151,031 | 0.1 | |||||||||||
150,000 | Engineered Machinery Holdings, Inc. USD 1st Lien Term Loan, 5.552%, (US0003M + 3.250%), 07/19/2024 | 150,281 | 0.0 | |||||||||||
148,875 | EVO PAYMENTS INTERNATIONAL TERM LOAN B, 5.880%, (US0003M + 4.000%), 12/22/2023 | 150,503 | 0.0 |
127,506 | Garda World Security Corporation 2017 Term Loan, 5.511%, (US0003M + 3.000%), 05/24/2024 | 129,004 | 0.0 | |||||||||||
150,000 | GreenSky Holdings, LLC 2018 Term Loan B, 5.562%, (US0003M + 3.500%), 03/29/2025 | 150,938 | 0.1 | |||||||||||
150,000 | IQOR US Inc. Term Loan B, 6.695%, (US0003M + 5.000%), 04/01/2021 | 150,469 | 0.0 | |||||||||||
244,406 | KUEHG Corp.. 2017 1st Lien Term Loan, 6.052%, (US0003M + 3.750%), 08/13/2022 | 246,430 | 0.1 | |||||||||||
150,000 | Learning Care Group, Inc. 2018 1st Lien Term Loan, 5.562%, (US0003M + 3.250%), 03/13/2025 | 151,500 | 0.1 | |||||||||||
100,000 | Learning Care Group, Inc. 2018 2nd Lien Term Loan, 9.812%, (US0003M + 7.500%), 03/13/2026 | 101,500 | 0.0 | |||||||||||
149,625 | NeuStar, Inc. 2018 Term Loan B4, 5.377%, (US0003M + 3.500%), 08/08/2024 | 150,420 | 0.0 | |||||||||||
100,000 | NeuStar, Inc. 2nd Lien Term Loan, 10.302%, (US0003M + 8.000%), 08/08/2025 | 100,813 | 0.0 | |||||||||||
150,000 | PI US MergerCo, Inc. USD 2017 1st Lien Term Loan, 5.358%, (US0003M + 3.500%), 12/20/2024 | 150,750 | 0.0 | |||||||||||
149,625 | Peak 10, Inc. 2017 1st Lien Term Loan, 5.802%, (US0003M + 4.000%), 08/01/2024 | 150,242 | 0.0 | |||||||||||
130,213 | Pre-Paid Legal Services, Inc. 1st Lien Term Loan, 7.127%, (US0003M + 5.250%), 07/01/2019 | 130,782 | 0.0 | |||||||||||
150,000 | PricewaterhouseCoopers LLP 2018 Term Loan, 5.562%, (US0003M + 3.750%), 03/15/2025 | 150,750 | 0.0 | |||||||||||
150,000 | Prometric Holdings, Inc. 1st Lien Term Loan, 4.770%, (US0003M + 3.000%), 01/29/2025 | 151,172 | 0.1 | |||||||||||
149,625 | Red Ventures, LLC 1st Lien Term Loan, 5.877%, (US0003M + 4.000%), 11/08/2024 | 151,215 | 0.1 | |||||||||||
150,000 | Research Now Group, Inc. 2017 1st Lien Term Loan, 7.864%, (US0003M + 5.500%), 12/20/2024 | 148,500 | 0.0 | |||||||||||
245,625 | Solera Holdings, Inc. USD Term Loan B, 4.627%, (US0001M + 2.750%), 03/03/2023 | 246,489 | 0.1 | |||||||||||
150,000 | Spin Holdco Inc. 2017 Term Loan B, 5.083%, (US0003M + 3.750%), 11/14/2022 | 151,063 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
149,625 | Staples, Inc. 2017 Term Loan B, 5.787%, (US0003M + 4.000%), 09/12/2024 | 148,503 | 0.0 | |||||||||||
149,250 | SurveyMonkey Inc. 2017 Term Loan, 6.810%, (US0003M + 4.500%), 04/13/2024 | 149,623 | 0.0 | |||||||||||
149,250 | Switch, Ltd. 2017 Term Loan B, 4.127%, (US0003M + 2.250%), 06/27/2024 | 150,299 | 0.0 | |||||||||||
143,574 | TMK Hawk Parent Corp. 2017 1st Lien Term Loan, 5.150%, (US0003M + 3.500%), 08/28/2024 | 144,621 | 0.0 | |||||||||||
6,426 | TriMark USA, LLC Delayed Draw Term Loan, 4.987%, (US0003M + 4.000%), 08/28/2024 | 6,473 | 0.0 | |||||||||||
165,000 | West Corporation 2017 Term Loan, 5.877%, (US0003M + 4.000%), 10/10/2024 | 166,478 | 0.1 | |||||||||||
195,000 | West Corporation 2018 Term Loan B1, (US0003M + 3.500%), 10/10/2024 | 194,756 | 0.1 | |||||||||||
6,221,987 | 1.6 | |||||||||||||
Cable & Satellite Television: 0.4% | ||||||||||||||
300,000 | CSC Holdings, LLC 2018 Term Loan B, 4.277%, (US0003M + 2.500%), 01/25/2026 | 300,422 | 0.1 | |||||||||||
248,875 | Radiate Holdco, LLC 1st Lien Term Loan, 4.877%, (US0003M + 3.000%), 02/01/2024 | 247,771 | 0.1 | |||||||||||
148,129 | Telesat Canada Term Loan B4, 5.310%, (US0003M + 3.000%), 11/17/2023 | 148,993 | 0.0 | |||||||||||
300,000 | UPC Financing Partnership USD Term Loan AR, 4.277%, (US0003M + 2.500%), 01/15/2026 | 301,286 | 0.1 | |||||||||||
150,000 | Virgin Media Bristol LLC 2017 USD Term Loan, 4.277%, (US0003M + 2.500%), 01/15/2026 | 150,937 | 0.0 | |||||||||||
247,505 | WideOpenWest Finance LLC 2017 Term Loan B, 5.104%, (US0003M + 3.250%), 08/18/2023 | 242,168 | 0.1 | |||||||||||
1,391,577 | 0.4 | |||||||||||||
Chemicals: 0.0% | ||||||||||||||
149,625 | HB Fuller - TL B 1L, 4.072%, (US0003M + 2.250%), 10/20/2024 | 150,573 | 0.0 | |||||||||||
Chemicals & Plastics: 0.7% | ||||||||||||||
84,479 | Allnex (Luxembourg) & Cy S.C.A. 2016 USD Term Loan B2, 5.206%, (US0003M + 3.250%), 09/13/2023 | 85,166 | 0.0 |
63,646 | Allnex USA, Inc. USD Term Loan B3, 5.206%, (US0003M + 3.250%), 09/13/2023 | 64,163 | 0.0 | |||||||||||
149,250 | Alpha 3 B.V. 2017 Term Loan B1, 5.302%, (US0003M + 3.000%), 01/31/2024 | 150,556 | 0.0 | |||||||||||
150,000 | Avantor, Inc. 2017 1st Lien Term Loan, 5.877%, (US0003M + 4.000%), 11/21/2024 | 151,750 | 0.1 | |||||||||||
150,000 | Diamond (BC) B.V. USD Term Loan, 4.994%, (US0003M + 3.000%), 09/06/2024 | 150,000 | 0.0 | |||||||||||
242,496 | Emerald Performance Materials, LLC New 1st Lien Term Loan, 5.377%, (US0001M + 3.500%), 08/01/2021 | 245,314 | 0.1 | |||||||||||
150,000 | Encapsys, LLC 1st Lien Term Loan, 5.127%, (US0003M + 3.250%), 11/07/2024 | 151,406 | 0.1 | |||||||||||
57,399 | Klockner-Pentaplast of America, Inc. USD 2017 Term Loan B2, 6.127%, (US0003M + 4.250%), 06/30/2022 | 55,462 | 0.0 | |||||||||||
92,727 | KMG Chemicals Inc. Term Loan B, 4.627%, (US0003M + 2.750%), 06/15/2024 | 93,597 | 0.0 | |||||||||||
58,685 | Kraton Polymers, LLC 2018 USD Term Loan, 4.802%, (US0003M + 2.500%), 03/05/2025 | 59,153 | 0.0 | |||||||||||
150,000 | MacDermid, Inc. USD Term Loan B6, 4.877%, (US0003M + 3.000%), 06/07/2023 | 151,219 | 0.1 | |||||||||||
300,000 | PQ Corporation 2018 Term Loan B, 4.291%, (US0003M + 2.500%), 02/08/2025 | 301,366 | 0.1 | |||||||||||
150,000 | Prince Minerals, Inc. 2018 1st Lien Term Loan, 5.812%, (US0003M + 3.500%), 03/20/2025 | 151,219 | 0.1 | |||||||||||
300,000 | Trinseo Materials Operating S.C.A. 2017 Term Loan, 4.377%, (US0003M + 2.500%), 09/06/2024 | 301,937 | 0.1 | |||||||||||
45,349 | Tronox Blocked Borrower LLC Term Loan B, 5.302%, (US0003M + 3.000%), 09/22/2024 | 45,788 | 0.0 | |||||||||||
104,651 | Tronox Finance LLC Term Loan B, 5.302%, (US0003M + 3.000%), 09/22/2024 | 105,665 | 0.0 | |||||||||||
129,918 | Univar Inc. 2017 USD Term Loan B, 4.377%, (US0003M + 2.500%), 07/01/2024 | 130,903 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
149,625 | Venator Materials Corporation Term Loan B, 4.877%, (US0003M + 3.000%), 08/08/2024 | 150,607 | 0.0 | |||||||||||
2,545,271 | 0.7 | |||||||||||||
Containers & Glass Products: 0.7% | ||||||||||||||
150,000 | Albea Beauty Holdings S.A 2018 USD Term Loan, 5.312%, (US0003M + 3.000%), 04/22/2024 | 150,891 | 0.1 | |||||||||||
244,438 | Berlin Packaging LLC 2017 Term Loan B, 5.030%, (US0003M + 3.250%), 10/01/2021 | 245,813 | 0.1 | |||||||||||
149,250 | BWAY Holding Company 2017 Term Loan B, 4.963%, (US0003M + 3.250%), 04/03/2024 | 150,167 | 0.0 | |||||||||||
149,625 | Consolidated Container Company LLC 2017 1st Lien Term Loan, 4.877%, (US0003M + 3.000%), 05/22/2024 | 150,747 | 0.0 | |||||||||||
148,875 | Flex Acquisition Company, Inc. 1st Lien Term Loan, 4.695%, (US0003M + 3.000%), 12/29/2023 | 149,759 | 0.0 | |||||||||||
144,540 | Milacron LLC Amended Term Loan B, 4.377%, (US0003M + 2.500%), 09/28/2023 | 145,172 | 0.0 | |||||||||||
225,887 | SIG Combibloc Group AG, 4.627%, (US0001M + 2.750%), 03/13/2022 | 227,460 | 0.1 | |||||||||||
150,000 | Plastipak Packaging, Inc. Term Loan B, 4.630%, (US0003M + 2.750%), 10/14/2024 | 151,000 | 0.1 | |||||||||||
148,500 | Proampac PG Borrower LLC First Lien Term Loan, 5.303%, (US0003M + 3.500%), 11/18/2023 | 150,047 | 0.0 | |||||||||||
496,881 | Reynolds Group Holdings Inc. USD 2017 Term Loan, 4.627%, (US0003M + 3.000%), 02/05/2023 | 499,987 | 0.1 | |||||||||||
150,000 | Ring Container Technologies Group, LLC 1st Lien Term Loan, 4.627%, (US0003M + 2.750%), 10/31/2024 | 150,656 | 0.0 | |||||||||||
300,000 | Tekni-Plex, Inc. 2017 USD Term Loan B1, 5.127%, (US0003M + 3.250%), 10/17/2024 | 301,312 | 0.1 | |||||||||||
175,000 | Titan Acquisition Limited 2018 Term Loan B, 5.312%, (US0003M + 3.500%), 03/28/2025 | 174,850 | 0.1 | |||||||||||
13,602 | TricorBraun Holdings, Inc. 1st Lien Delayed Draw Term Loan, 5.976%, (US0003M + 3.750%), 11/30/2023 | 13,709 | 0.0 |
135,000 | TricorBraun Holdings, Inc. 1st Lien Term Loan, 6.056%, (US0003M + 3.750%), 11/30/2023 | 136,055 | 0.0 | |||||||||||
2,797,625 | 0.7 | |||||||||||||
Cosmetics/Toiletries: 0.1% | ||||||||||||||
300,000 | Wellness Merger Sub, Inc. 1st Lien Term Loan, 7.052%, (US0003M + 4.750%), 06/30/2024 | 304,078 | 0.1 | |||||||||||
Drugs: 0.2% | ||||||||||||||
175,000 | Amneal Pharmaceuticals LLC 2018 Term Loan B, 5.812%, (US0003M + 3.500%), 03/07/2025 | 175,474 | 0.0 | |||||||||||
162,437 | Amneal Pharmaceuticals LLC New Term Loan, 5.377%, (US0003M + 3.500%), 11/01/2019 | 162,893 | 0.0 | |||||||||||
300,000 | Endo Luxembourg Finance Company I S.a r.l. 2017 Term Loan B, 6.188%, (US0003M + 4.250%), 04/29/2024 | 300,337 | 0.1 | |||||||||||
209,173 | Horizon Pharma, Inc. 2017 1st Lien Term Loan, 5.125%, (US0003M + 3.250%), 03/29/2024 | 210,698 | 0.1 | |||||||||||
849,402 | 0.2 | |||||||||||||
Ecological Services & Equipment: 0.2% | ||||||||||||||
125,667 | ADS Waste Holdings Inc Term Loan, 3.981%, (US0003M + 2.250%), 11/10/2023 | 126,199 | 0.0 | |||||||||||
150,000 | Gopher Resource, LLC 1st Lien Term Loan, 5.478%, (US0003M + 3.250%), 03/06/2025 | 151,453 | 0.1 | |||||||||||
300,000 | Wrangler Buyer Corp. Term Loan B, 4.877%, (US0003M + 3.000%), 09/27/2024 | 302,188 | 0.1 | |||||||||||
579,840 | 0.2 | |||||||||||||
Electronics/Electrical: 1.5% | ||||||||||||||
148,875 | Aptean, Inc. 2017 1st Lien Term Loan, 6.560%, (US0003M + 4.250%), 12/20/2022 | 149,387 | 0.0 | |||||||||||
150,000 | Barracuda Networks, Inc. 1st Lien Term Loan, 5.061%, (US0003M + 3.250%), 02/12/2025 | 150,820 | 0.1 | |||||||||||
149,625 | BMC Software Finance, Inc. USD 2017 1st Lien Term Loan, 5.127%, (US0003M + 3.250%), 09/10/2022 | 150,441 | 0.1 | |||||||||||
222,208 | Compuware Corporation Term Loan B3, 5.130%, (US0003M + 3.500%), 12/15/2021 | 225,194 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
242,192 | Epicor Software Corporation 1st Lien Term Loan, 5.130%, (US0003M + 3.750%), 06/01/2022 | 243,537 | 0.1 | |||||||||||
150,000 | SkillSoft Corporation 1st Lien Term Loan, 6.398%, (US0003M + 4.750%), 04/28/2021 | 145,462 | 0.0 | |||||||||||
147,714 | Eze Castle Software Inc. 2017 1st Lien Term Loan, 5.037%, (US0003M + 3.000%), 04/06/2020 | 149,068 | 0.0 | |||||||||||
148,504 | Genesys Telecom Holdings, U.S., Inc. 2018 USD Term Loan B, 5.802%, (US0003M + 3.500%), 12/01/2023 | 149,606 | 0.0 | |||||||||||
300,000 | Go Daddy Operating Company, LLC 2017 Repriced Term Loan, 4.127%, (US0003M + 2.250%), 02/15/2024 | 301,167 | 0.1 | |||||||||||
288,895 | Hyland Software, Inc. 2017 1st Lien Term Loan, 5.127%, (PRIME + 3.250%), 07/01/2022 | 292,778 | 0.1 | |||||||||||
149,623 | Infor (US), Inc. Term Loan B6, 4.627%, (US0003M + 2.750%), 02/01/2022 | 150,184 | 0.0 | |||||||||||
126,531 | Informatica Corporation 2018 USD Term Loan, 5.127%, (US0003M + 3.250%), 08/05/2022 | 127,401 | 0.0 | |||||||||||
168,302 | Kronos Incorporated 2017 Term Loan B, 4.880%, (US0003M + 3.000%), 11/01/2023 | 169,471 | 0.1 | |||||||||||
150,000 | M/A-COM Technology Solutions Holdings, Inc. 2017 Add on Term Loan, 4.127%, (US0003M + 2.250%), 05/17/2024 | 148,156 | 0.0 | |||||||||||
20,637 | MA FinanceCo., LLC USD Term Loan B3, 4.627%, (US0001M + 2.750%), 06/21/2024 | 20,439 | 0.0 | |||||||||||
150,000 | Marketo, Inc. 2018 1st Lien Term Loan, 5.044%, (US0003M + 3.250%), 01/30/2025 | 149,883 | 0.0 | |||||||||||
379,625 | McAfee, LLC 2017 USD Term Loan B, 6.377%, (US0003M + 4.500%), 09/30/2024 | 383,955 | 0.1 | |||||||||||
149,625 | MH Sub I, LLC 2017 1st Lien Term Loan, 5.527%, (US0003M + 3.750%), 09/13/2024 | 149,952 | 0.0 | |||||||||||
150,000 | MH Sub I, LLC 2017 2nd Lien Term Loan, 9.277%, (US0003M + 7.500%), 09/15/2025 | 152,156 | 0.1 | |||||||||||
121,186 | Quest Software US Holdings Inc. 2017 Term Loan B, 7.272%, (US0003M + 5.500%), 10/31/2022 | 123,585 | 0.0 |
298,501 | Rackspace Hosting, Inc. 2017 Incremental 1st Lien Term Loan, 4.787%, (US0003M + 3.000%), 11/03/2023 | 297,871 | 0.1 | |||||||||||
149,611 | Rovi Solutions Corporation Term Loan B, 4.380%, (US0003M + 2.500%), 07/02/2021 | 150,702 | 0.1 | |||||||||||
148,500 | RP Crown Parent LLC Term Loan B, 4.877%, (US0003M + 3.500%), 10/12/2023 | 149,335 | 0.0 | |||||||||||
139,363 | Seattle Spinco, Inc. USD Term Loan B3, 4.627%, (US0003M + 2.750%), 06/21/2024 | 139,398 | 0.0 | |||||||||||
274,313 | SolarWinds Holdings, Inc. 2018 Term Loan B, 5.312%, (US0003M + 3.000%), 02/21/2024 | 275,873 | 0.1 | |||||||||||
102,664 | SS&C Technologies Holdings Europe S.A.R.L. 2018 Term Loan B4, 4.812%, (US0003M + 2.500%), 02/28/2025 | 103,314 | 0.0 | |||||||||||
237,336 | SS&C Technologies Inc. 2018 Term Loan B3, 4.812%, (US0003M + 2.500%), 02/28/2025 | 238,838 | 0.1 | |||||||||||
142,617 | Avast Software B.V. USD 2017 Term Loan B, 5.052%, (US0003M + 2.750%), 09/30/2023 | 143,642 | 0.0 | |||||||||||
149,625 | TTM Technologies, Inc. 2017 Term Loan, 4.377%, (US0003M + 2.500%), 09/28/2024 | 150,280 | 0.0 | |||||||||||
150,000 | TTM Technologies, Inc. 2018 Term Loan B, 4.517%, (US0003M + 2.500%), 09/27/2024 | 150,656 | 0.1 | |||||||||||
272,531 | Veritas Bermuda Ltd. USD Repriced Term Loan B, 6.802%, (US0003M + 4.500%), 01/27/2023 | 271,722 | 0.1 | |||||||||||
123,500 | Xperi Corporation 2018 Term Loan B1, 4.377%, (US0003M + 2.500%), 12/01/2023 | 124,175 | 0.0 | |||||||||||
5,728,448 | 1.5 | |||||||||||||
Equipment Leasing: 0.0% | ||||||||||||||
49,501 | Brand Energy & Infrastructure Services, Inc. 2017 Term Loan, 6.001%, (US0003M + 4.250%), 06/21/2024 | 49,968 | 0.0 | |||||||||||
Financial Intermediaries: 0.4% | ||||||||||||||
138,000 | Blucora, Inc. 2017 Term Loan B, 4.877%, (US0003M + 3.000%), 05/22/2024 | 139,466 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
300,000 | Duff & Phelps Corporation 2017 Term Loan B, 5.552%, (US0003M + 3.250%), 02/13/2025 | 301,312 | 0.1 | |||||||||||
89,021 | Edelman Financial Group, The 2017 Term Loan B, 5.970%, (US0003M + 4.250%), 11/11/2024 | 90,152 | 0.0 | |||||||||||
150,000 | FinCo I LLC 2017 Term Loan B, 4.627%, (US0003M + 2.750%), 12/27/2022 | 151,913 | 0.1 | |||||||||||
245,641 | First Eagle Holdings, Inc. 2017 1st Lien Term Loan B, 5.302%, (US0003M + 3.000%), 12/01/2022 | 248,174 | 0.1 | |||||||||||
149,625 | Focus Financial Partners, LLC 2018 1st Lien Term Loan, 5.052%, (US0003M + 2.750%), 07/03/2024 | 150,467 | 0.0 | |||||||||||
300,000 | LPL Holdings, Inc. 2017 1st Lien Term Loan B, 4.473%, (US0003M + 2.250%), 09/23/2024 | 301,125 | 0.1 | |||||||||||
1,382,609 | 0.4 | |||||||||||||
Food Products: 0.4% | ||||||||||||||
149,625 | Atkins Nutritionals Holdings II, Inc. 2017 Term Loan B, 5.294%, (US0003M + 3.500%), 07/07/2024 | 150,373 | 0.0 | |||||||||||
150,000 | CH Guenther & Son, Incorporated 2018 Term Loan B, 5.062%, (US0003M + 2.750%), 03/31/2025 | 151,008 | 0.0 | |||||||||||
244,275 | Del Monte Foods, Inc. 1st Lien Term Loan, 5.159%, (US0003M + 3.250%), 02/18/2021 | 210,484 | 0.1 | |||||||||||
300,000 | IRB Holding Corp 1st Lien Term Loan, 4.936%, (US0003M + 3.250%), 02/05/2025 | 303,437 | 0.1 | |||||||||||
300,000 | JBS USA, LLC 2017 Term Loan B, 4.678%, (US0003M + 2.500%), 10/30/2022 | 299,475 | 0.1 | |||||||||||
149,250 | NPC International, Inc. 1st Lien Term Loan, 5.377%, (US0003M + 3.500%), 04/19/2024 | 151,582 | 0.1 | |||||||||||
150,000 | Sigma Bidco B.V. 2018 USD Term Loan B, 5.312%, (US0003M + 3.000%), 02/23/2025 | 150,500 | 0.0 | |||||||||||
1,416,859 | 0.4 | |||||||||||||
Food Service: 0.4% | ||||||||||||||
300,000 | 1011778 B.C. Unlimited Liability Company Term Loan B3, 4.294%, (US0003M + 2.250%), 02/16/2024 | 300,688 | 0.1 |
150,000 | Fogo de Chao Churrascaria Holdings LLC 2018 Term Loan, 6.812%, (US0003M + 4.500%), 03/21/2025 | 150,844 | 0.0 | |||||||||||
299,814 | Golden Nugget, Inc. 2017 Incremental Term Loan, 4.979%, (US0003M + 3.250%), 10/04/2023 | 302,719 | 0.1 | |||||||||||
150,000 | K-Mac Holdings Corp 2018 1st Lien Term Loan, 5.562%, (US0003M + 3.250%), 03/07/2025 | 150,984 | 0.0 | |||||||||||
100,000 | K-Mac Holdings Corp 2018 2nd Lien Term Loan, 9.062%, (US0003M + 6.750%), 03/06/2026 | 101,500 | 0.0 | |||||||||||
208,974 | Manitowoc Foodservice, Inc. Term Loan B, 4.627%, (US0003M + 3.000%), 03/03/2023 | 210,846 | 0.1 | |||||||||||
150,000 | Tacala, LLC 1st Lien Term Loan, 4.914%, (US0003M + 3.250%), 01/31/2025 | 151,031 | 0.1 | |||||||||||
100,000 | Tacala, LLC 2nd Lien Term Loan, 8.664%, (US0003M + 7.000%), 01/30/2026 | 102,250 | 0.0 | |||||||||||
147,750 | US Foods, Inc. 2016 Term Loan B, 4.377%, (US0003M + 2.750%), 06/27/2023 | 148,971 | 0.0 | |||||||||||
1,619,833 | 0.4 | |||||||||||||
Food/Drug Retailers: 0.3% | ||||||||||||||
149,624 | Albertsons, LLC USD 2017 Term Loan B4, 4.627%, (US0001M + 2.750%), 08/25/2021 | 148,170 | 0.0 | |||||||||||
149,624 | Albertsons, LLC USD 2017 Term Loan B6, 4.956%, (US0003M + 3.000%), 06/22/2023 | 148,034 | 0.0 | |||||||||||
150,000 | EG Finco Limited 2018 USD Term Loan, 6.312%, (US0003M + 4.000%), 01/19/2025 | 150,063 | 0.1 | |||||||||||
150,000 | EG Group Limited 2018 USD Term Loan B, 6.017%, (US0003M + 4.000%), 01/19/2025 | 149,719 | 0.1 | |||||||||||
148,500 | Moran Foods LLC Term Loan, 7.877%, (US0003M + 6.000%), 12/05/2023 | 129,752 | 0.0 | |||||||||||
150,000 | Smart & Final Stores LLC 1st Lien Term Loan, 5.377%, (US0003M + 3.500%), 11/15/2022 | 148,375 | 0.0 | |||||||||||
111,937 | Supervalu Inc. 2017 Delayed Draw Term Loan, 5.377%, (US0003M + 3.500%), 06/08/2024 | 111,195 | 0.0 | |||||||||||
186,561 | Supervalu Inc. 2017 Term Loan B, 5.377%, (US0003M + 3.500%), 06/08/2024 | 185,325 | 0.1 | |||||||||||
1,170,633 | 0.3 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
Health Care: 1.7% | ||||||||||||||
300,000 | Acadia Healthcare Company, Inc. 2018 Term Loan B4, 4.377%, (US0003M + 2.500%), 02/16/2023 | 302,906 | 0.1 | |||||||||||
148,477 | ADMI Corp. 2015 Term Loan B, 5.595%, (US0003M + 3.750%), 04/30/2022 | 149,158 | 0.0 | |||||||||||
300,000 | Air Medical Group Holdings, Inc. 2017 Term Loan B2, 6.562%, (US0003M + 4.250%), 09/07/2024 | 303,141 | 0.1 | |||||||||||
147,752 | Air Medical Group Holdings, Inc. 2018 Term Loan B1, 4.936%, (US0003M + 3.250%), 04/28/2022 | 148,548 | 0.0 | |||||||||||
147,516 | Air Methods Corporation 2017 Term Loan B, 5.802%, (US0003M + 3.500%), 04/21/2024 | 148,069 | 0.0 | |||||||||||
147,750 | ATI Holdings Acquisition, Inc. 2016 Term Loan, 5.204%, (US0003M + 3.500%), 05/10/2023 | 148,973 | 0.0 | |||||||||||
300,000 | Catalent Pharma Solutions Inc. USD Term Loan B, 4.127%, (US0001M + 2.750%), 05/20/2024 | 301,625 | 0.1 | |||||||||||
300,000 | Change Healthcare Holdings, Inc. 2017 Term Loan B, 4.627%, (US0001M + 2.750%), 03/01/2024 | 301,062 | 0.1 | |||||||||||
169,314 | CHG Healthcare Services Inc. 2017 1st Lien Term Loan B, 4.772%, (US0003M + 3.000%), 06/07/2023 | 170,972 | 0.1 | |||||||||||
149,250 | Commerce Merger Sub, Inc. 2017 1st Lien Term Loan, 5.302%, (US0003M + 3.250%), 06/28/2024 | 149,903 | 0.0 | |||||||||||
225,000 | Concentra Inc. 2018 1st Lien Term Loan, 4.530%, (US0003M + 2.750%), 06/01/2022 | 225,633 | 0.1 | |||||||||||
300,000 | Cotiviti Corporation Term Loan B, 4.560%, (US0003M + 2.500%), 09/28/2023 | 302,812 | 0.1 | |||||||||||
222,755 | ExamWorks Group, Inc. 2017 Term Loan, 5.127%, (US0003M + 3.250%), 07/27/2023 | 224,732 | 0.1 | |||||||||||
149,250 | Greenway Health, LLC 2017 1st Lien Term Loan, 6.550%, (US0003M + 4.250%), 02/14/2024 | 150,742 | 0.1 | |||||||||||
299,244 | Grifols Worldwide Operations USA, Inc. 2017 Acquisition Term Loan, 3.986%, (US0003M + 2.250%), 01/31/2025 | 300,600 | 0.1 |
149,616 | Jaguar Holding Company II 2017 Term Loan, 4.850%, (US0003M + 2.750%), 08/18/2022 | 150,290 | 0.0 | |||||||||||
132,061 | MPH Acquisition Holdings LLC 2016 Term Loan B, 5.052%, (US0003M + 2.750%), 06/07/2023 | 132,845 | 0.0 | |||||||||||
230,000 | NVA Holdings, Inc. Term Loan B3, 5.052%, (US0003M + 2.750%), 02/02/2025 | 230,719 | 0.1 | |||||||||||
57,291 | Onex TSG Holdings II Corp. 1st Lien Term Loan, 5.877%, (US0003M + 4.000%), 07/31/2022 | 56,395 | 0.0 | |||||||||||
149,625 | Parexel International Corporation Term Loan B, 4.627%, (US0003M + 2.750%), 09/27/2024 | 149,849 | 0.0 | |||||||||||
115,909 | Pearl Intermediate Parent LLC 2018 1st Lien Term Loan, 4.527%, (US0003M + 2.750%), 02/14/2025 | 115,004 | 0.0 | |||||||||||
34,091 | Pearl Intermediate Parent LLC 2018 Delayed Draw Term Loan, 1.000%, (US0003M + 2.750%), 02/14/2025 | 33,824 | 0.0 | |||||||||||
150,000 | PharMerica Corporation 1st Lien Term Loan, 5.211%, (US0003M + 3.500%), 12/06/2024 | 150,844 | 0.1 | |||||||||||
147,750 | nThrive, Inc. 2016 1st Lien Term Loan, 6.377%, (US0003M + 4.500%), 10/20/2022 | 148,350 | 0.0 | |||||||||||
149,622 | Press Ganey Holdings, Inc. 2017 1st Lien Term Loan, 4.877%, (US0003M + 3.000%), 10/21/2023 | 150,620 | 0.0 | |||||||||||
222,750 | Prospect Medical Holdings, Inc. 2018 Term Loan B, 7.188%, (US0003M + 5.500%), 02/22/2024 | 223,307 | 0.1 | |||||||||||
158,800 | Select Medical Corporation 2017 Term Loan B, 4.466%, (US0003M + 2.750%), 03/01/2021 | 159,892 | 0.1 | |||||||||||
163,763 | Sotera Health Holdings, LLC 2017 Term Loan B, 4.877%, (US0003M + 3.000%), 05/15/2022 | 164,445 | 0.1 | |||||||||||
149,625 | Surgery Center Holdings, Inc. 2017 Term Loan B, 5.130%, (US0001M + 3.250%), 09/02/2024 | 149,742 | 0.0 | |||||||||||
148,875 | Team Health Holdings, Inc. 1st Lien Term Loan, 4.627%, (US0003M + 2.750%), 02/06/2024 | 142,920 | 0.0 | |||||||||||
149,250 | Tecomet Inc. 2017 Repriced Term Loan, 5.283%, (US0003M + 3.750%), 05/01/2024 | 150,805 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
149,250 | U.S. Anesthesia Partners, Inc. 2017 Term Loan, 4.877%, (US0003M + 3.000%), 06/23/2024 | 150,183 | 0.0 | |||||||||||
245,000 | U.S. Renal Care, Inc. 2015 Term Loan B, 5.943%, (US0003M + 4.250%), 12/31/2022 | 246,455 | 0.1 | |||||||||||
78,431 | Vizient, Inc. 1st Lien Term Loan B, 4.398%, (US0001M + 3.500%), 02/13/2023 | 79,118 | 0.0 | |||||||||||
150,000 | Wink Holdco, Inc 1st Lien Term Loan B, 4.664%, (US0003M + 3.000%), 12/02/2024 | 149,625 | 0.0 | |||||||||||
6,264,108 | 1.7 | |||||||||||||
Healthcare - Products: 0.0% | ||||||||||||||
149,625 | Albany Molecular Research, Inc. 2017 1st Lien Term Loan, 5.127%, (US0003M + 3.750%), 08/30/2024 | 150,186 | 0.0 | |||||||||||
Home Furnishings: 0.1% | ||||||||||||||
148,132 | Prime Security Services Borrower, LLC 2016 1st Lien Term Loan, 4.627%, (US0003M + 2.750%), 05/02/2022 | 149,439 | 0.0 | |||||||||||
149,625 | Global Appliance Inc. Term Loan B, 5.880%, (US0003M + 4.000%), 09/29/2024 | 152,055 | 0.1 | |||||||||||
149,611 | Hillman Group Inc. (The) Term Loan B, 5.802%, (US0003M + 3.500%), 06/30/2021 | 151,232 | 0.0 | |||||||||||
452,726 | 0.1 | |||||||||||||
Industrial Equipment: 0.5% | ||||||||||||||
131,617 | Columbus McKinnon Corporation 2018 Term Loan B, 4.802%, (US0003M + 2.500%), 01/31/2024 | 132,357 | 0.0 | |||||||||||
169,019 | Cortes NP Acquisition Corporation 2017 Term Loan B, 5.670%, (US0003M + 4.000%), 11/30/2023 | 170,388 | 0.1 | |||||||||||
217,062 | EWT Holdings III Corp. 2017 Repriced Term Loan, 5.302%, (US0003M + 3.000%), 12/20/2024 | 218,894 | 0.1 | |||||||||||
149,625 | ExGen Renewables IV, LLC Term Loan B, 4.990%, (US0003M + 3.000%), 11/28/2024 | 151,682 | 0.1 | |||||||||||
150,000 | Filtration Group Corporation 2018 1st Lien Term Loan, (US0003M + 3.000%), 03/27/2025 | 149,625 | 0.0 | |||||||||||
300,000 | Gardner Denver, Inc. 2017 USD Term Loan B, 5.052%, (US0003M + 2.750%), 07/30/2024 | 301,854 | 0.1 |
148,125 | Global Brass & Copper, Inc. 2016 Term Loan B, 5.188%, (US0003M + 3.250%), 07/18/2023 | 149,606 | 0.0 | |||||||||||
150,000 | Horizon Global Corporation 2018 Term Loan B, 7.017%, (US0003M + 5.000%), 02/06/2024 | 151,313 | 0.0 | |||||||||||
179,337 | Kenan Advantage Group, Inc. 2015 Term Loan, 4.877%, (US0003M + 3.000%), 07/31/2022 | 180,346 | 0.1 | |||||||||||
54,537 | Kenan Advantage Group, Inc. CAD Term Loan B, 4.877%, (US0003M + 3.000%), 07/31/2022 | 54,843 | 0.0 | |||||||||||
75,267 | Rexnord LLC 2017 Term Loan B, 4.111%, (US0003M + 2.250%), 08/21/2024 | 75,773 | 0.0 | |||||||||||
150,000 | Robertshaw US Holding Corp 2018 1st Lien Term Loan, 5.438%, (US0003M + 3.500%), 02/19/2025 | 151,500 | 0.0 | |||||||||||
1,888,181 | 0.5 | |||||||||||||
Insurance: 0.7% | ||||||||||||||
198,503 | Acrisure, LLC 2017 Term Loan B, 5.991%, (US0003M + 4.250%), 11/22/2023 | 201,852 | 0.1 | |||||||||||
244,365 | Alliant Holdings I, Inc. 2015 Term Loan B, 5.127%, (US0003M + 3.250%), 08/12/2022 | 246,130 | 0.1 | |||||||||||
149,622 | AmWINS Group, Inc. 2017 Term Loan B, 4.587%, (US0001M + 2.750%), 01/25/2024 | 150,623 | 0.0 | |||||||||||
149,625 | Applied Systems, Inc. 2017 1st Lien Term Loan, 5.552%, (US0003M + 3.250%), 09/19/2024 | 150,981 | 0.0 | |||||||||||
245,763 | AssuredPartners, Inc. 2017 1st Lien Add-On Term Loan, 5.377%, (US0003M + 3.500%), 10/22/2024 | 246,623 | 0.1 | |||||||||||
149,250 | CCC Information Services, Inc. 2017 1st Lien Term Loan, 4.880%, (US0003M + 3.000%), 04/27/2024 | 149,887 | 0.0 | |||||||||||
150,000 | CCC Information Services, Inc. 2017 2nd Lien Term Loan, 8.627%, (US0003M + 6.750%), 04/27/2025 | 153,125 | 0.1 | |||||||||||
148,005 | CH Hold Corp. 1st Lien Term Loan, 4.877%, (US0003M + 3.000%), 02/01/2024 | 149,161 | 0.0 | |||||||||||
244,292 | Hub International Limited Term Loan B, 4.840%, (US0003M + 3.000%), 10/02/2020 | 245,819 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
148,500 | NFP Corp. Term Loan B, 4.877%, (US0003M + 3.500%), 01/08/2024 | 149,075 | 0.0 | |||||||||||
160,000 | Sedgwick Claims Management Services, Inc. 2017 1st Lien Term Loan, 4.444%, (US0003M + 2.750%), 02/26/2021 | 160,080 | 0.1 | |||||||||||
299,611 | Sedgwick, Inc. 1st Lien Term Loan, 4.627%, (US0003M + 2.750%), 03/01/2021 | 299,761 | 0.1 | |||||||||||
149,625 | USI, Inc. 2017 Repriced Term Loan, 5.302%, (US0003M + 3.000%), 05/16/2024 | 150,233 | 0.0 | |||||||||||
148,125 | VF Holding Corp Reprice Term Loan, 5.127%, (US0003M + 3.250%), 06/30/2023 | 149,514 | 0.0 | |||||||||||
2,602,864 | 0.7 | |||||||||||||
Leisure Good/Activities/Movies: 0.5% | ||||||||||||||
149,612 | 24 Hour Fitness Worldwide, Inc. New Term Loan B, 6.052%, (US0003M + 3.750%), 05/28/2021 | 150,454 | 0.0 | |||||||||||
146,890 | ClubCorp Club Operations, Inc. 2017 Incremental Term Loan, 5.552%, (US0003M + 3.250%), 09/18/2024 | 148,018 | 0.0 | |||||||||||
225,000 | Crown Finance US, Inc. 2018 USD Term Loan, 4.377%, (US0003M + 2.500%), 02/28/2025 | 224,986 | 0.1 | |||||||||||
148,877 | Equinox Holdings, Inc. 2017 1st Lien Term Loan, 4.877%, (US0003M + 3.000%), 03/08/2024 | 150,086 | 0.0 | |||||||||||
150,062 | Fitness International, LLC Term Loan B, 5.377%, (US0003M + 3.250%), 07/01/2020 | 151,600 | 0.1 | |||||||||||
150,000 | GVC Holdings PLC 2018 USD Term Loan, 4.812%, (US0003M + 2.500%), 03/15/2024 | 150,234 | 0.0 | |||||||||||
244,403 | LTF Merger Sub, Inc. 2017 Term Loan B, 4.734%, (US0003M + 2.750%), 06/10/2022 | 245,133 | 0.1 | |||||||||||
244,342 | NEP/NCP Holdco, Inc. Incremental Term Loan, 4.898%, (US0003M + 3.250%), 07/21/2022 | 245,614 | 0.1 | |||||||||||
133,063 | SRAM, LLC 2017 Incremental Term Loan, 5.131%, (US0003M + 3.250%), 03/15/2024 | 133,396 | 0.0 | |||||||||||
149,621 | UFC Holdings, LLC 1st Lien Term Loan, 5.130%, (US0003M + 3.250%), 08/18/2023 | 150,627 | 0.1 |
130,000 | Winnebago Industries, Inc. 2017 Term Loan, 5.547%, (US0003M + 3.500%), 11/08/2023 | 130,975 | 0.0 | |||||||||||
1,881,123 | 0.5 | |||||||||||||
Lodging & Casinos: 0.7% | ||||||||||||||
244,361 | Amaya Holdings B.V. Repriced Term Loan B, 5.802%, (US0003M + 3.500%), 08/01/2021 | 245,873 | 0.1 | |||||||||||
149,250 | Belmond Interfin Ltd. Dollar Term Loan, 4.627%, (US0003M + 2.750%), 07/03/2024 | 149,996 | 0.0 | |||||||||||
475,000 | Caesars Resort Collection, LLC 2017 1st Lien Term Loan B, 4.627%, (US0003M + 2.750%), 12/22/2024 | 478,774 | 0.1 | |||||||||||
300,000 | CityCenter Holdings, LLC 2017 Term Loan B, 4.377%, (US0003M + 2.500%), 04/18/2024 | 301,711 | 0.1 | |||||||||||
150,000 | Eldorado Resorts LLC 2017 Term Loan B, 4.128%, (US0003M + 2.250%), 04/17/2024 | 150,656 | 0.1 | |||||||||||
285,979 | ESH Hospitality, Inc. 2017 Term Loan B, 4.127%, (US0003M + 2.250%), 08/30/2023 | 287,990 | 0.1 | |||||||||||
149,250 | Everi Payments Inc. Term Loan B, 5.494%, (US0003M + 3.500%), 05/09/2024 | 150,509 | 0.0 | |||||||||||
150,000 | Golden Entertainment, Inc. 2017 1st Lien Term Loan, 4.880%, (US0003M + 3.000%), 10/20/2024 | 150,375 | 0.0 | |||||||||||
149,616 | La Quinta Intermediate Holdings LLC Term Loan B, 4.470%, (US0003M + 2.750%), 04/14/2021 | 150,177 | 0.0 | |||||||||||
409,001 | Scientific Games International, Inc. 2018 Term Loan B5, 4.722%, (US0003M + 2.750%), 08/14/2024 | 410,983 | 0.1 | |||||||||||
300,000 | Station Casinos LLC 2016 Term Loan B, 4.380%, (US0003M + 2.500%), 06/08/2023 | 301,218 | 0.1 | |||||||||||
2,778,262 | 0.7 | |||||||||||||
Oil & Gas: 0.2% | ||||||||||||||
150,000 | Crestwood Holdings LLC 2018 Term Loan B, 9.186%, (US0003M + 7.500%), 02/28/2023 | 149,625 | 0.1 | |||||||||||
30,056 | Lucid Energy Group II LLC 2018 1st Lien Term Loan, 4.786%, (US0003M + 3.000%), 02/17/2025 | 29,963 | 0.0 | |||||||||||
300,000 | Medallion Midland Acquisition, LLC 1st Lien Term Loan, 5.127%, (US0003M + 3.250%), 10/30/2024 | 300,750 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
29,020 | MEG Energy Corp. 2017 Term Loan B, 5.810%, (US0003M + 3.500%), 12/31/2023 | 29,081 | 0.0 | |||||||||||
104,236 | Southcross Energy Partners, L.P. 1st Lien Term Loan, 6.552%, (US0003M + 4.250%), 08/04/2021 | 102,868 | 0.0 | |||||||||||
61,059 | Summit Midstream Partners Holdings, LLC Term Loan B, 7.877%, (US0003M + 6.000%), 05/13/2022 | 61,975 | 0.0 | |||||||||||
674,262 | 0.2 | |||||||||||||
Publishing: 0.1% | ||||||||||||||
1,645 | McGraw-Hill Global Education Holdings, LLC 2016 Term Loan B, 5.569%, (US0003M + 4.000%), 05/04/2022 | 1,626 | 0.0 | |||||||||||
300,000 | Meredith Corporation Term Loan B, 4.877%, (US0003M + 3.250%), 01/31/2025 | 302,146 | 0.1 | |||||||||||
303,772 | 0.1 | |||||||||||||
Radio & Television: 0.4% | ||||||||||||||
117,159 | CBS Radio Inc. 2017 Term Loan B, 4.623%, (US0003M + 2.750%), 11/17/2024 | 117,782 | 0.0 | |||||||||||
148,500 | A-L Parent LLC 2016 1st Lien Term Loan, 5.130%, (US0003M + 3.250%), 12/01/2023 | 150,171 | 0.0 | |||||||||||
150,000 | Lions Gate Entertainment Corp. 2018 Term Loan B, 4.562%, (US0003M + 2.250%), 03/24/2025 | 150,867 | 0.1 | |||||||||||
33,552 | Mission Broadcasting, Inc. 2017 Term Loan B2, 4.164%, (US0003M + 2.500%), 01/17/2024 | 33,703 | 0.0 | |||||||||||
260,619 | Nexstar Broadcasting, Inc. 2017 Term Loan B2, 4.164%, (US0003M + 2.500%), 01/17/2024 | 261,792 | 0.1 | |||||||||||
420,000 | Sinclair Television Group Inc. 2017 Term Loan B, 4.517%, (US0003M + 2.500%), 12/12/2024 | 422,675 | 0.1 | |||||||||||
266,325 | Univision Communications Inc. Term Loan C5, 4.627%, (US0003M + 2.750%), 03/15/2024 | 262,538 | 0.1 | |||||||||||
1,399,528 | 0.4 | |||||||||||||
Retailers (Except Food & Drug): 0.4% | ||||||||||||||
149,625 | Bass Pro Group, LLC Term Loan B, 6.877%, (US0003M + 5.000%), 09/25/2024 | 148,372 | 0.0 |
173,688 | BJs Wholesale Club, Inc. 2017 1st Lien Term Loan, 5.191%, (US0003M + 3.750%), 02/03/2024 | 173,767 | 0.1 | |||||||||||
149,609 | Harbor Freight Tools USA, Inc. 2018 Term Loan B, 4.377%, (US0003M + 2.500%), 08/18/2023 | 149,993 | 0.0 | |||||||||||
121,078 | Jo-Ann Stores, Inc. 2016 Term Loan, 6.551%, (US0003M + 5.000%), 10/20/2023 | 120,548 | 0.0 | |||||||||||
145,425 | Leslies Poolmart, Inc. 2016 Term Loan, 5.278%, (US0003M + 3.500%), 08/16/2023 | 146,425 | 0.0 | |||||||||||
215,241 | Mens Wearhouse, Inc. (The) Term Loan B, 5.202%, (US0003M + 3.500%), 06/18/2021 | 216,082 | 0.1 | |||||||||||
104,986 | National Vision, Inc. 2017 Repriced Term Loan, 4.627%, (US0003M + 2.750%), 11/20/2024 | 105,150 | 0.0 | |||||||||||
150,000 | Party City Holdings Inc. 2018 Term Loan B, 4.487%, (US0003M + 2.750%), 08/19/2022 | 150,771 | 0.0 | |||||||||||
245,000 | Petco Animal Supplies, Inc. 2017 Term Loan B, 4.772%, (US0003M + 3.000%), 01/26/2023 | 180,585 | 0.1 | |||||||||||
150,000 | Shutterfly, Inc. Term Loan B2, 4.767%, (US0003M + 2.750%), 08/17/2024 | 151,125 | 0.1 | |||||||||||
1,542,818 | 0.4 | |||||||||||||
Software: 0.1% | ||||||||||||||
413,299 | Almonde, Inc. - Term Loan B 1st Lien, 5.484%, (US0003M + 3.500%), 06/13/2024 | 413,442 | 0.1 | |||||||||||
Steel: 0.0% | ||||||||||||||
150,000 | GrafTech Finance, Inc. 2018 Term Loan B, 5.240%, (US0003M + 3.500%), 02/12/2025 | 150,188 | 0.0 | |||||||||||
Surface Transport: 0.2% | ||||||||||||||
148,875 | AI Mistral Holdco Limited 2017 Term Loan B, 4.877%, (US0003M + 3.000%), 03/09/2024 | 148,456 | 0.0 | |||||||||||
155,000 | Navistar International Corporation 2017 1st Lien Term Loan B, 5.210%, (US0003M + 3.500%), 11/06/2024 | 156,308 | 0.1 | |||||||||||
187,864 | OSG Bulk Ships, Inc OBS Term Loan, 6.040%, (US0003M + 4.250%), 08/05/2019 | 181,289 | 0.1 | |||||||||||
150,000 | PODS, LLC Term Loan B3, 4.711%, (US0003M + 3.000%), 12/06/2024 | 151,187 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
150,000 | XPO Logistics, Inc. 2018 Term Loan B, 3.920%, (US0003M + 2.000%), 02/24/2025 | 150,722 | 0.0 | |||||||||||
787,962 | 0.2 | |||||||||||||
Telecommunications: 0.6% | ||||||||||||||
299,250 | Altice Financing SA USD 2017 1st Lien Term Loan, 4.470%, (US0003M + 2.750%), 01/31/2026 | 294,294 | 0.1 | |||||||||||
237,971 | Asurion LLC 2017 Term Loan B4, 4.627%, (US0003M + 2.750%), 08/04/2022 | 239,631 | 0.1 | |||||||||||
190,000 | Avaya, Inc. Exit Term Loan B, 6.536%, (US0003M + 4.750%), 12/15/2024 | 191,682 | 0.1 | |||||||||||
160,000 | CenturyLink, Inc. 2017 Term Loan B, 4.627%, (US0003M + 2.750%), 01/31/2025 | 157,750 | 0.1 | |||||||||||
148,318 | Consolidated Communications, Inc. 2016 Term Loan B, 4.880%, (US0003M + 3.000%), 10/04/2023 | 146,446 | 0.0 | |||||||||||
149,140 | Global Tel*Link Corporation 1st Lien Term Loan, 6.302%, (US0003M + 4.000%), 05/23/2020 | 150,134 | 0.0 | |||||||||||
150,000 | Level 3 Financing Inc. 2017 Term Loan B, 4.111%, (US0003M + 2.250%), 02/22/2024 | 150,387 | 0.0 | |||||||||||
150,000 | Securus Technologies Holdings, Inc. 2017 1st Lien Term Loan, 6.377%, (US0003M + 4.500%), 11/01/2024 | 151,819 | 0.0 | |||||||||||
300,000 | Sprint Communications, Inc. 1st Lien Term Loan B, 4.438%, (US0003M + 2.500%), 02/02/2024 | 300,422 | 0.1 | |||||||||||
150,000 | Syniverse Holdings, Inc. 2018 1st Lien Term Loan, 6.718%, (US0003M + 5.000%), 03/09/2023 | 151,992 | 0.0 | |||||||||||
225,000 | Telenet International Finance S.a.r.l. USD Term Loan AL, 4.277%, (US0003M + 2.500%), 03/01/2026 | 226,366 | 0.1 | |||||||||||
2,160,923 | 0.6 | |||||||||||||
Utilities: 0.4% | ||||||||||||||
375,000 | Calpine Construction Finance Company, L.P. 2017 Term Loan B, 4.377%, (US0003M + 2.500%), 01/15/2025 | 376,507 | 0.1 | |||||||||||
131,783 | Dynegy Inc. 2017 Term Loan C2, 4.604%, (US0003M + 2.750%), 02/07/2024 | 132,772 | 0.0 |
150,000 | EFS Cogen Holdings I LLC 2016 Term Loan B, 5.560%, (US0003M + 3.500%), 06/28/2023 | 151,294 | 0.1 | |||||||||||
138,716 | Helix Gen Funding, LLC Term Loan B, 5.627%, (US0003M + 3.750%), 06/02/2024 | 140,238 | 0.0 | |||||||||||
147,074 | Nautilus Power, LLC Term Loan B, 6.127%, (US0003M + 4.250%), 05/16/2024 | 149,372 | 0.0 | |||||||||||
201,536 | TEX Operations Co. LLC Exit Term Loan B, 4.377%, (US0003M + 2.500%), 08/04/2023 | 203,148 | 0.1 | |||||||||||
35,714 | TEX Operations Co. LLC Exit Term Loan C, 4.377%, (US0003M + 2.500%), 08/04/2023 | 36,000 | 0.0 | |||||||||||
149,622 | Vistra Operations Company LLC 2016 Term Loan B2, 4.075%, (US0003M + 2.250%), 12/14/2023 | 150,704 | 0.1 | |||||||||||
1,340,035 | 0.4 | |||||||||||||
Total Bank Loans | ||||||||||||||
(Cost $55,843,518) | 56,114,982 | 14.8 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 3.8% | ||||||||||||||
U.S. Treasury Bonds: 0.1% | ||||||||||||||
292,000 | 2.750%, 11/15/2047 | 278,586 | 0.1 | |||||||||||
10,000 | 3.500%, 02/15/2039 | 10,972 | 0.0 | |||||||||||
289,558 | 0.1 | |||||||||||||
U.S. Treasury Notes: 3.7% | ||||||||||||||
4,140,000 | 1.625%, 03/31/2019 | 4,119,540 | 1.1 | |||||||||||
1,556,000 | 2.250%, 02/29/2020 | 1,555,249 | 0.4 | |||||||||||
1,162,000 | 2.250%, 03/31/2020 | 1,161,377 | 0.3 | |||||||||||
2,918,000 | 2.375%, 03/15/2021 | 2,916,514 | 0.8 | |||||||||||
2,828,000 | 2.500%, 03/31/2023 | 2,818,521 | 0.7 | |||||||||||
1,598,000 | 2.625%, 02/28/2023 | 1,602,491 | 0.4 | |||||||||||
14,173,692 | 3.7 | |||||||||||||
Total U.S. Treasury Obligations | ||||||||||||||
(Cost $14,444,962) | 14,463,250 | 3.8 | ||||||||||||
FOREIGN GOVERNMENT BONDS: 8.4% | ||||||||||||||
ARS | 7,100,000 | Republic of Argentina, 21.200%, 09/19/2018 | 347,767 | 0.1 | ||||||||||
1,075,000 | Argentine Republic Government International Bond, 6.875%, 01/26/2027 | 1,097,575 | 0.3 | |||||||||||
CLP | 2,500,000,000 | Bonos de la Tesoreria de la Republica en pesos, 4.500%, 03/01/2026 | 4,162,229 | 1.1 | ||||||||||
CLP | 1,490,000,000 | Bonos de la Tesoreria de la Republica en pesos, 5.000%, 03/01/2035 | 2,474,706 | 0.7 | ||||||||||
BRL | 6,058,000 | Brazil Notas do Tesouro Nacional Serie F, 10.000%, 01/01/2029 | 1,880,167 | 0.5 | ||||||||||
BRL | 1,115,000 | Brazil Notas do Tesouro Nacional Series F, 10.000%, 01/01/2021 | 354,729 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
BRL | 7,838,000 | Brazil Notas do Tesouro Nacional Series F, 10.000%, 01/01/2023 | 2,479,342 | 0.7 | ||||||||||
BRL | 4,308,000 | Brazil Notas do Tesouro Nacional Series F, 10.000%, 01/01/2025 | 1,353,746 | 0.4 | ||||||||||
1,000,000 | Brazilian Government International Bond, 6.000%, 04/07/2026 | 1,102,000 | 0.3 | |||||||||||
250,000 | Egypt Government International Bond, 7.500%, 01/31/2027 | 271,167 | 0.1 | |||||||||||
EUR | 550,000 | Hungary Government International Bond, 1.750%, 10/10/2027 | 691,512 | 0.2 | ||||||||||
IDR | 12,000,000,000 | Indonesia Treasury Bond, 7.500%, 08/15/2032 | 894,498 | 0.2 | ||||||||||
IDR | 1,079,000,000 | Indonesia Treasury Bond, 8.375%, 09/15/2026 | 86,700 | 0.0 | ||||||||||
IDR | 1,153,000,000 | Indonesia Treasury Bond, 11.000%, 09/15/2025 | 104,541 | 0.0 | ||||||||||
500,000 | (1) | KSA Sukuk Ltd., 3.628%, 04/20/2027 | 481,320 | 0.1 | ||||||||||
MXN | 9,000,000 | Mexican Bonos, 6.500%, 06/10/2021 | 485,337 | 0.1 | ||||||||||
MXN | 12,900,000 | Mexican Bonos, 7.750%, 05/29/2031 | 726,778 | 0.2 | ||||||||||
PEN | 509,000 | (1) | Peru Government Bond, 6.150%, 08/12/2032 | 174,198 | 0.0 | |||||||||
PEN | 1,188,000 | Peru Government Bond, 6.900%, 08/12/2037 | 425,128 | 0.1 | ||||||||||
PEN | 5,285,000 | Peru Government Bond, 6.950%, 08/12/2031 | 1,933,096 | 0.5 | ||||||||||
750,000 | (1) | Perusahaan Penerbit SBSN Indonesia III, 4.150%, 03/29/2027 | 743,437 | 0.2 | ||||||||||
500,000 | Republic of Ecuador, 7.875%, 01/23/2028 | 483,225 | 0.1 | |||||||||||
EUR | 110,000 | Romanian Government International Bond, 3.375%, 02/08/2038 | 135,686 | 0.0 | ||||||||||
RUB | 10,510,000 | Russian Federal Bond - OFZ, 7.000%, 01/25/2023 | 188,186 | 0.1 | ||||||||||
RUB | 102,540,000 | Russian Federal Bond - OFZ, 7.000%, 08/16/2023 | 1,832,877 | 0.5 | ||||||||||
RUB | 84,770,000 | Russian Federal Bond - OFZ, 7.500%, 08/18/2021 | 1,529,212 | 0.4 | ||||||||||
RUB | 185,536,000 | Russian Federal Bond - OFZ, 7.600%, 07/20/2022 | 3,385,848 | 0.9 | ||||||||||
RUB | 63,500,000 | Russian Federal Bond - OFZ, 8.500%, 09/17/2031 | 1,245,936 | 0.3 | ||||||||||
TRY | 822,000 | Turkey Government Bond, 9.200%, 09/22/2021 | 184,181 | 0.1 |
450,000 | Ukraine Government International Bond, 7.375%, 09/25/2032 | 435,150 | 0.1 | |||||||||||
Total Foreign Government Bonds | ||||||||||||||
(Cost $31,346,961) | 31,690,274 | 8.4 | ||||||||||||
ASSET-BACKED SECURITIES: 15.1% | ||||||||||||||
Automobile Asset-Backed Securities: 0.1% | ||||||||||||||
166,000 | Santander Drive Auto Receivables Trust 2015-1 D, 3.240%, 04/15/2021 | 166,829 | 0.1 | |||||||||||
Home Equity Asset-Backed Securities: 0.8% | ||||||||||||||
621,673 | GSAA Home Equity Trust 2006-3 A3, 2.172%, (US0001M + 0.300%), 03/25/2036 | 468,723 | 0.1 | |||||||||||
896,528 | GSAA Home Equity Trust 2006-4 4A3, 3.591%, 03/25/2036 | 748,083 | 0.2 | |||||||||||
1,376,190 | GSAA Trust 2006-7 AF2, 5.995%, 03/25/2046 | 951,641 | 0.3 | |||||||||||
1,041,978 | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1 2A4A, 2.102%, (US0001M + 0.230%), 02/25/2037 | 949,961 | 0.2 | |||||||||||
3,118,408 | 0.8 | |||||||||||||
Other Asset-Backed Securities: 12.7% | ||||||||||||||
190,000 | (1) | ALM VII R-2 Ltd. 2013-7R2A A2R, 3.722%, (US0003M + 2.000%), 10/15/2027 | 190,831 | 0.0 | ||||||||||
140,000 | (1) | American Homes 4 Rent 2015-SFR2 C, 4.691%, 10/17/2045 | 148,571 | 0.0 | ||||||||||
130,000 | (1) | Apidos CLO XI 2012-11A BR, 3.681%, (US0003M + 1.950%), 01/17/2028 | 130,466 | 0.0 | ||||||||||
120,000 | (1) | Apidos CLO XVII 2014-17A A2R, 3.581%, (US0003M + 1.850%), 04/17/2026 | 120,033 | 0.0 | ||||||||||
200,000 | (1) | Apidos CLO XVII 2014-17A BR, 4.231%, (US0003M + 2.500%), 04/17/2026 | 200,086 | 0.0 | ||||||||||
500,000 | (1) | Ares XXIX CLO Ltd. 2014-1A BR, 4.022%, (US0003M + 2.300%), 04/17/2026 | 500,177 | 0.1 | ||||||||||
1,350,000 | (1) | ArrowMark Colorado Holdings 2017-7A C, 3.504%, (US0003M + 1.900%), 07/15/2030 | 1,353,402 | 0.3 | ||||||||||
1,250,000 | (1) | Atrium CDO Corp. 12A DR, 4.545%, (US0003M + 2.800%), 04/22/2027 | 1,249,996 | 0.3 | ||||||||||
1,500,000 | (1) | Atrium XIII 13A C, 3.241%, (US0003M + 1.800%), 11/21/2030 | 1,507,950 | 0.4 | ||||||||||
250,000 | (1) | Avery Point IV CLO Ltd. 2014-1A CR, 4.095%, (US0003M + 2.350%), 04/25/2026 | 250,173 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
1,500,000 | (1) | Babson CLO Ltd. 2013-IIA C, 4.984%, (US0003M + 3.250%), 01/18/2025 | 1,500,798 | 0.4 | ||||||||||
250,000 | (1) | Babson CLO Ltd. 2014-IA BR, 3.945%, (US0003M + 2.200%), 07/20/2025 | 250,103 | 0.1 | ||||||||||
750,000 | (1) | Benefit Street Partners CLO VII Ltd. 2015-VIIA BR, 3.284%, (US0003M + 1.550%), 07/18/2027 | 749,100 | 0.2 | ||||||||||
500,000 | (1) | Benefit Street Partners CLO VII Ltd. 2015-VIIA CR, 4.134%, (US0003M + 2.400%), 07/18/2027 | 499,998 | 0.1 | ||||||||||
250,000 | (1) | Blue Hill CLO Ltd. 2013-1A C1R, 4.122%, (US0003M + 2.400%), 01/15/2026 | 250,033 | 0.1 | ||||||||||
280,000 | (1) | BlueMountain CLO 2012-2A BR, 3.785%, (US0003M + 1.900%), 11/20/2028 | 281,079 | 0.1 | ||||||||||
1,000,000 | (1) | BlueMountain CLO 2013-2A CR, 3.695%, (US0003M + 1.950%), 10/22/2030 | 996,343 | 0.3 | ||||||||||
1,000,000 | (1) | BlueMountain CLO 2014-2A DR, 4.745%, (US0003M + 3.000%), 07/20/2026 | 1,000,589 | 0.3 | ||||||||||
180,000 | (1) | BlueMountain CLO 2014-4A B1R, 3.834%, (US0003M + 1.850%), 11/30/2026 | 180,166 | 0.0 | ||||||||||
160,000 | (1) | BlueMountain CLO 2014-4A CR, 4.534%, (US0003M + 2.550%), 11/30/2026 | 160,694 | 0.0 | ||||||||||
1,000,000 | (1) | BlueMountain CLO 2013-3A DR, 4.660%, (US0003M + 2.900%), 10/29/2025 | 1,000,503 | 0.3 | ||||||||||
350,000 | (1) | Bristol Park CLO Ltd. 2016-1A B, 3.622%, (US0003M + 1.900%), 04/15/2029 | 352,230 | 0.1 | ||||||||||
150,000 | (1) | Carlyle Global Market Strategies CLO Ltd. 2012-4A BR, 3.645%, (US0003M + 1.900%), 01/20/2029 | 150,732 | 0.0 | ||||||||||
250,000 | (1) | Carlyle Global Market Strategies CLO Ltd. 2014-3A BR, 3.910%, (US0003M + 2.150%), 07/27/2026 | 250,126 | 0.1 | ||||||||||
250,000 | (1) | Cedar Funding II CLO Ltd. 2013-1A CR, 4.407%, (US0003M + 2.350%), 06/09/2030 | 251,175 | 0.1 | ||||||||||
500,000 | (1) | Cedar Funding IV CLO Ltd. 2014-4A CR, 3.995%, (US0003M + 2.250%), 07/23/2030 | 501,044 | 0.1 | ||||||||||
600,000 | (1) | CIFC Funding 2013-2A A3LR, 3.684%, (US0003M + 1.950%), 10/18/2030 | 605,025 | 0.2 |
1,000,000 | (1) | CIFC Funding 2014-3A DR, 4.895%, (US0003M + 3.150%), 07/22/2026 | 1,000,493 | 0.3 | ||||||||||
250,000 | (1) | CIFC Funding 2017-2A C, 4.095%, (US0003M + 2.350%), 04/20/2030 | 251,706 | 0.1 | ||||||||||
1,400,000 | (1) | CIFC Funding 2017-5A A1, 2.543%, (US0003M + 1.180%), 11/16/2030 | 1,410,902 | 0.4 | ||||||||||
1,100,000 | Countrywide Asset-Backed Certificates 2005-AB2 M1, 2.577%, (US0001M + 0.705%), 09/25/2035 | 1,050,075 | 0.3 | |||||||||||
1,094,500 | (1) | Domino's Pizza Master Issuer LLC 2017-1A A23, 4.118%, 07/25/2047 | 1,108,245 | 0.3 | ||||||||||
280,000 | (1) | Dryden 33 Senior Loan Fund 2014-33A BR, 3.572%, (US0003M + 1.850%), 10/15/2028 | 281,223 | 0.1 | ||||||||||
250,000 | (1) | Dryden Senior Loan Fund 2014-34A CR, 3.872%, (US0003M + 2.150%), 10/15/2026 | 250,887 | 0.1 | ||||||||||
250,000 | (1) | Dryden Senior Loan Fund 2017-47A C, 3.922%, (US0003M + 2.200%), 04/15/2028 | 251,809 | 0.1 | ||||||||||
600,000 | (1) | Dryden XXV Senior Loan Fund 2012-25A CRR, 3.570%, (US0003M + 1.850%), 10/15/2027 | 601,011 | 0.2 | ||||||||||
1,150,000 | (1) | Dryden XXV Senior Loan Fund 2012-25A DRR, 4.720%, (US0003M + 3.000%), 10/15/2027 | 1,153,050 | 0.3 | ||||||||||
250,000 | (1) | Flatiron CLO Ltd. 2013-1A A2R, 3.381%, (US0003M + 1.650%), 01/17/2026 | 250,037 | 0.1 | ||||||||||
250,000 | (1) | Flatiron CLO Ltd. 2013-1A BR, 4.081%, (US0003M + 2.350%), 01/17/2026 | 250,082 | 0.1 | ||||||||||
550,000 | (1) | Gilbert Park CLO Ltd. 2017-1A C, 3.315%, (US0003M + 1.950%), 10/15/2030 | 551,652 | 0.1 | ||||||||||
100,000 | (1) | Invitation Homes Trust 2014-SFR2 E, 4.958%, (US0001M + 3.150%), 06/17/2032 | 100,338 | 0.0 | ||||||||||
250,000 | (1) | Jay Park CLO Ltd. 2016-1A B, 4.145%, (US0003M + 2.400%), 10/20/2027 | 251,129 | 0.1 | ||||||||||
250,000 | (1) | Madison Park Funding XIII Ltd. 2014-13A CR, 3.889%, (US0003M + 2.150%), 01/19/2025 | 250,128 | 0.1 | ||||||||||
1,700,000 | (1) | Neuberger Berman Loan Advisers CLO 2017-26A C, 3.142%, (US0003M + 1.750%), 10/18/2030 | 1,700,741 | 0.4 | ||||||||||
700,000 | (1) | Ocean Trails CLO IV 2013-4A DR, 4.820%, (US0003M + 3.000%), 08/13/2025 | 700,869 | 0.2 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
600,000 | (1) | Octagon Investment Partners 33 Ltd. 2017-1A B, 3.251%, (US0003M + 1.850%), 01/20/2031 | 599,986 | 0.1 | ||||||||||
250,000 | (1) | Octagon Investment Partners XIX Ltd. 2014-1A CR, 3.822%, (US0003M + 2.100%), 04/15/2026 | 250,022 | 0.1 | ||||||||||
500,000 | (1) | Octagon Investment Partners XVI Ltd. 2013-1A D, 5.081%, (US0003M + 3.350%), 07/17/2025 | 500,215 | 0.1 | ||||||||||
1,545,000 | (1) | OHA Credit Partners IX Ltd 2013-9A DR, 5.045%, (US0003M + 3.300%), 10/20/2025 | 1,546,191 | 0.4 | ||||||||||
1,500,000 | (1) | OHA Credit Partners XIV Ltd. 2017-14A C, 3.383%, (US0003M + 1.800%), 01/21/2030 | 1,493,316 | 0.4 | ||||||||||
1,080,000 | (1) | OHA Loan Funding Ltd. 2015-1A BR, 3.639%, (US0003M + 1.800%), 08/15/2029 | 1,083,394 | 0.3 | ||||||||||
340,000 | (1) | OHA Loan Funding Ltd. 2016-1A B1, 3.545%, (US0003M + 1.800%), 01/20/2028 | 341,381 | 0.1 | ||||||||||
300,000 | (1) | Palmer Square CLO 2013-2A BR Ltd., 3.981%, (US0003M + 2.250%), 10/17/2027 | 301,131 | 0.1 | ||||||||||
500,000 | (1) | Palmer Square CLO 2015-1A BR Ltd., 4.442%, (US0003M + 2.550%), 05/21/2029 | 503,654 | 0.1 | ||||||||||
300,000 | (1) | Palmer Square CLO 2015-2A BR Ltd., 4.145%, (US0003M + 2.400%), 07/20/2030 | 302,552 | 0.1 | ||||||||||
685,000 | (1) | Palmer Square Loan Funding 2017-1A D Ltd., 6.572%, (US0003M + 4.850%), 10/15/2025 | 675,061 | 0.2 | ||||||||||
1,000,000 | (1) | Palmer Square Loan Funding 2018-1A D Ltd., 6.173%, (US0003M + 3.950%), 04/15/2026 | 999,977 | 0.3 | ||||||||||
1,000,000 | (1) | Palmer Square Loan Funding 2018-1A E Ltd., 8.123%, (US0003M + 5.900%), 04/15/2026 | 999,960 | 0.3 | ||||||||||
1,500,000 | (1),(9) | Palmer Square Loan Funding 2018-2A C Ltd., 4.310%, (US0003M + 1.950%), 07/15/2026 | 1,500,000 | 0.4 | ||||||||||
400,000 | (1) | Progress Residential 2015-SFR2 E, 4.427%, 06/12/2032 | 402,393 | 0.1 | ||||||||||
531,000 | (1) | Recette CLO Ltd. 2015-1A CR, 3.445%, (US0003M + 1.700%), 10/20/2027 | 531,236 | 0.1 | ||||||||||
670,000 | (1) | Recette CLO Ltd. 2015-1A DR, 4.495%, (US0003M + 2.750%), 10/20/2027 | 670,050 | 0.2 |
800,000 | (1) | Shackleton 2014-5A D CLO Ltd., 5.194%, (US0003M + 3.400%), 05/07/2026 | 800,106 | 0.2 | ||||||||||
120,000 | (1) | Symphony CLO Ltd. 2016-18A B, 3.545%, (US0003M + 1.800%), 01/23/2028 | 120,621 | 0.0 | ||||||||||
1,000,000 | (1) | TCI-Flatiron Clo 2017-1A C Ltd., 3.477%, (US0003M + 1.850%), 11/17/2030 | 999,946 | 0.3 | ||||||||||
250,000 | (1) | Thacher Park CLO Ltd. 2014-1A CR, 3.945%, (US0003M + 2.200%), 10/20/2026 | 250,103 | 0.1 | ||||||||||
500,000 | (1) | THL Credit Wind River 2013-2A CR CLO Ltd., 3.734%, (US0003M + 2.000%), 10/18/2030 | 501,513 | 0.1 | ||||||||||
350,000 | (1) | THL Credit Wind River 2017-1A C CLO Ltd., 4.034%, (US0003M + 2.300%), 04/18/2029 | 352,366 | 0.1 | ||||||||||
300,000 | (1) | THL Credit Wind River 2017-2A A CLO Ltd., 2.975%, (US0003M + 1.230%), 07/20/2030 | 301,793 | 0.1 | ||||||||||
1,350,000 | (1) | THL Credit Wind River 2017-4A C CLO Ltd., 3.635%, (US0003M + 1.750%), 11/20/2030 | 1,350,189 | 0.3 | ||||||||||
2,000,000 | (1) | Towd Point Mortgage Trust 2015-6 M2, 3.750%, 04/25/2055 | 2,024,944 | 0.5 | ||||||||||
600,000 | (1) | Towd Point Mortgage Trust 2017-6 M2, 3.250%, 10/25/2057 | 569,709 | 0.1 | ||||||||||
2,000,000 | (1) | West CLO 2014-2A BR Ltd., 3.472%, (US0003M + 1.750%), 01/16/2027 | 2,000,026 | 0.5 | ||||||||||
48,017,635 | 12.7 | |||||||||||||
Student Loan Asset-Backed Securities: 1.5% | ||||||||||||||
745,490 | (1) | Earnest Student Loan Program, LLC 2017-A C, 4.130%, 01/25/2041 | 698,018 | 0.2 | ||||||||||
1,000,000 | (1) | SMB Private Education Loan Trust 2014-A C, 4.500%, 09/15/2045 | 972,263 | 0.2 | ||||||||||
1,000,000 | (1) | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | 948,220 | 0.2 | ||||||||||
1,000,000 | (1) | SoFi Professional Loan Program 2017-A C, 4.430%, 03/26/2040 | 1,000,047 | 0.3 | ||||||||||
1,000,000 | (1) | SoFi Professional Loan Program 2017-C C, 4.210%, 07/25/2040 | 991,259 | 0.3 | ||||||||||
1,000,000 | (1) | SoFi Professional Loan Program 2017-E C LLC, 4.160%, 11/26/2040 | 989,157 | 0.3 | ||||||||||
5,598,964 | 1.5 | |||||||||||||
Total Asset-Backed Securities | ||||||||||||||
(Cost $56,676,620) | 56,901,836 | 15.1 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 19.0% | ||||||||||||||
5,320,000 | (1) | BANK 2017-BNK4 E, 3.357%, 05/15/2050 | 3,535,130 | 0.9 | ||||||||||
5,320,000 | (1),(5) | BANK 2017-BNK4 XE, 1.473%, 05/15/2050 | 544,954 | 0.1 | ||||||||||
1,600,000 | (1) | BANK 2017-BNK6 E, 2.656%, 07/15/2060 | 936,340 | 0.2 | ||||||||||
1,000,000 | (1) | BAMLL RE-Remic Trust 2014-FRR8 A, 2.213%, 11/26/2047 | 828,321 | 0.2 | ||||||||||
2,670,000 | (1) | BAMLL Re-REMIC Trust 2016-FRR13 B, 1.990%, 08/27/2045 | 2,205,770 | 0.6 | ||||||||||
1,458,000 | (1) | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 F, 5.760%, 04/12/2038 | 1,508,893 | 0.4 | ||||||||||
500,000 | (1) | BXMT 2017-FL1 C Ltd., 3.736%, (US0001M + 1.950%), 06/15/2035 | 504,413 | 0.1 | ||||||||||
1,500,000 | (1) | BXMT 2017-FL1 D Ltd., 4.486%, (US0001M + 2.700%), 06/15/2035 | 1,514,659 | 0.4 | ||||||||||
8,303,961 | (5) | CD 2016-CD1 Mortgage Trust XA, 1.434%, 08/10/2049 | 723,734 | 0.2 | ||||||||||
14,660,000 | (1),(5) | CD 2016-CD1 Mortgage Trust XB, 0.683%, 08/10/2049 | 752,564 | 0.2 | ||||||||||
1,000,000 | (1) | Citigroup Commercial Mortgage Trust 2013-GC17 D, 5.103%, 11/10/2046 | 946,982 | 0.2 | ||||||||||
980,000 | (1) | Citigroup Commercial Mortgage Trust 2018-TBR E, 4.577%, (US0001M + 2.800%), 12/15/2036 | 984,542 | 0.3 | ||||||||||
4,132,513 | (5) | COMM 2012-CR1 XA, 1.876%, 05/15/2045 | 256,078 | 0.1 | ||||||||||
11,644,540 | (5) | COMM 2012-CR3 XA, 1.883%, 10/15/2045 | �� | 810,553 | 0.2 | |||||||||
994,561 | (5) | COMM 2012-CR4 XA, 1.794%, 10/15/2045 | 58,992 | 0.0 | ||||||||||
7,432,267 | (1),(5) | COMM 2012-LTRT XA, 0.995%, 10/05/2030 | 250,044 | 0.1 | ||||||||||
6,254,964 | (5) | COMM 2014-UBS3 XA, 1.294%, 06/10/2047 | 312,360 | 0.1 | ||||||||||
7,177,394 | (5) | COMM 2016-COR1 XA, 1.478%, 10/10/2049 | 622,358 | 0.2 | ||||||||||
2,853,901 | (5) | COMM 2016-CR28 XA, 0.541%, 02/10/2049 | 111,936 | 0.0 | ||||||||||
1,000,000 | COMM 2017-COR2 C, 4.563%, 09/10/2050 | 1,008,854 | 0.3 | |||||||||||
21,626,006 | (5) | COMM 2017-COR2 XA, 1.184%, 09/10/2050 | 1,865,632 | 0.5 | ||||||||||
2,962,000 | (1) | Core Industrial Trust 2015-TEXW E, 3.849%, 02/10/2034 | 2,928,771 | 0.8 | ||||||||||
8,288 | (1) | Credit Suisse First Boston Mortgage Securities Corp. 2004-C2 E, 5.736%, 05/15/2036 | 8,396 | 0.0 | ||||||||||
501,108 | Credit Suisse First Boston Mortgage Securities Corp. 2005-C5 F, 5.100%, 08/15/2038 | 505,481 | 0.1 |
13,168,701 | (5) | CSAIL 2017-CX9 XA Commercial Mortgage Trust, 0.902%, 09/15/2050 | 652,186 | 0.2 | ||||||||||
3,170,000 | (1) | DBJPM 16-C3 F Mortgage Trust, 4.244%, 09/10/2049 | 2,162,000 | 0.6 | ||||||||||
3,560,000 | (1) | DBJPM 16-C3 G Mortgage Trust, 4.244%, 09/10/2049 | 1,676,570 | 0.4 | ||||||||||
6,668,045 | (5) | Freddie Mac Multifamily Structured Pass Through Certificates K006 BX1, 5.374%, 02/25/2020 | 617,290 | 0.2 | ||||||||||
13,450,000 | (5) | Freddie Mac Multifamily Structured Pass Through Certificates K011 X3, 2.578%, 12/25/2043 | 824,617 | 0.2 | ||||||||||
17,047,968 | (5) | Freddie Mac Multifamily Structured Pass Through Certificates K014 X3, 3.206%, 02/25/2042 | 1,563,805 | 0.4 | ||||||||||
23,882,837 | (5) | Freddie Mac Multifamily Structured Pass Through Certificates K016 X1, 1.521%, 10/25/2021 | 1,038,930 | 0.3 | ||||||||||
19,240,000 | (5) | Freddie Mac Multifamily Structured Pass Through Certificates K016 X3, 2.578%, 11/25/2041 | 1,604,528 | 0.4 | ||||||||||
10,470,000 | (5) | Freddie Mac Multifamily Structured Pass Through Certificates K035 X3, 1.792%, 12/25/2041 | 870,996 | 0.2 | ||||||||||
2,052,779 | (5) | Freddie Mac Multifamily Structured Pass Through Certificates K704 X1, 1.973%, 08/25/2018 | 5,904 | 0.0 | ||||||||||
48,321,960 | (5) | Freddie Mac Multifamily Structured Pass Through Certificates K709 X3, 1.701%, 04/25/2045 | 799,376 | 0.2 | ||||||||||
8,937,711 | (5) | Freddie Mac Multifamily Structured Pass Through Certificates K715 X3, 2.018%, 02/25/2041 | 504,030 | 0.1 | ||||||||||
716,864 | (1),(5) | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/2044 | 2,072 | 0.0 | ||||||||||
2,500,000 | (1) | FREMF Mortgage Trust 2012-K706 P, 4.428%, 11/25/2044 | 2,479,788 | 0.7 | ||||||||||
203,197,429 | (1),(5) | FREMF Mortgage Trust 2014-K714 X2B, 0.100%, 01/25/2047 | 460,263 | 0.1 | ||||||||||
1,010,000 | (1) | GS Mortgage Securities Trust 2016-GS4 D, 3.233%, 11/10/2049 | 830,984 | 0.2 | ||||||||||
8,490,000 | (1),(5) | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.328%, 12/15/2047 | 122,653 | 0.0 | ||||||||||
140,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9 E, 5.346%, 06/12/2041 | 139,927 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
500,000 | (1) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 C, 5.541%, 07/15/2046 | 523,894 | 0.1 | ||||||||||
5,971,745 | (5) | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.653%, 06/15/2045 | 257,609 | 0.1 | ||||||||||
1,000,000 | (1) | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 E, 3.500%, 12/15/2047 | 772,032 | 0.2 | ||||||||||
1,000,000 | (1) | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 D, 4.053%, 01/15/2046 | 944,557 | 0.2 | ||||||||||
1,740,000 | (1) | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 F, 3.986%, 01/15/2046 | 1,331,006 | 0.3 | ||||||||||
34,109,990 | (5) | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 XA, 1.093%, 07/15/2047 | 1,242,439 | 0.3 | ||||||||||
1,000,000 | (1) | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.081%, 11/15/2045 | 972,103 | 0.3 | ||||||||||
486,024 | (1) | JPMBB Commercial Mortgage Securities Trust 2014-C24 ESK, 9.989%, 11/15/2047 | 481,409 | 0.1 | ||||||||||
21,680,094 | (5) | JPMDB Commercial Mortgage Securities Trust 2017-C7 XA, 0.917%, 10/15/2050 | 1,421,306 | 0.4 | ||||||||||
2,345 | LB-UBS Commercial Mortgage Trust 2005-C3 D, 4.954%, 07/15/2040 | 2,354 | 0.0 | |||||||||||
1,000,000 | LB-UBS Commercial Mortgage Trust 2005-C3 F, 5.013%, 07/15/2040 | 981,214 | 0.3 | |||||||||||
760,000 | (1) | LB-UBS Commercial Mortgage Trust 2005-C5 G, 5.350%, 09/15/2040 | 773,501 | 0.2 | ||||||||||
25,108,764 | (1),(5) | LCCM 2017-LC26 XA, 1.485%, 07/12/2050 | 2,471,908 | 0.6 | ||||||||||
2,352,405 | (1),(5) | LSTAR Commercial Mortgage Trust 2017-5 X, 1.233%, 03/10/2050 | 114,688 | 0.0 | ||||||||||
990,960 | (1) | Merrill Lynch Mortgage Trust 2004-BPC1 E, 5.167%, 10/12/2041 | 993,218 | 0.3 | ||||||||||
428,769 | ML-CFC Commercial Mortgage Trust 2006-1 B, 5.840%, 02/12/2039 | 428,053 | 0.1 | |||||||||||
13,779,216 | (5) | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 XA, 1.083%, 11/15/2046 | 587,055 | 0.2 | ||||||||||
14,572,279 | (5) | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.120%, 12/15/2047 | 654,256 | 0.2 |
1,660,000 | (1) | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 E, 4.891%, 04/15/2047 | 1,400,361 | 0.4 | ||||||||||
1,000,000 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 C, 4.462%, 02/15/2048 | 978,178 | 0.3 | |||||||||||
15,917,742 | (5) | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 XA, 0.832%, 11/15/2052 | 940,161 | 0.2 | ||||||||||
270,000 | (1) | Morgan Stanley Capital I Trust 2011-C1 D, 5.427%, 09/15/2047 | 281,202 | 0.1 | ||||||||||
3,519,000 | (1) | PFP 2017-4 E Ltd., 6.627%, (US0001M + 4.850%), 07/14/2035 | 3,643,379 | 1.0 | ||||||||||
1,000,000 | (1) | UBS Commercial Mortgage Trust 2017-C5, 4.322%, 11/15/2050 | 918,498 | 0.2 | ||||||||||
226,304 | (1) | Velocity Commercial Capital Loan Trust 2014-1 A, 3.621%, (US0001M + 2.000%), 09/25/2044 | 226,304 | 0.1 | ||||||||||
1,600,000 | (1) | Wells Fargo Commercial Mortgage Trust 2015-C30 E, 3.250%, 09/15/2058 | 1,026,112 | 0.3 | ||||||||||
1,120,000 | (1) | Wells Fargo Commercial Mortgage Trust 2017-C40 D, 2.700%, 10/15/2050 | 833,863 | 0.2 | ||||||||||
21,117,940 | (5) | Wells Fargo Commercial Mortgage Trust 2017-C40 XA, 0.998%, 10/15/2050 | 1,416,232 | 0.4 | ||||||||||
2,500,000 | (1) | Wells Fargo Commercial Mortgage Trust 2018-BXI E, 3.933%, (US0001M + 2.157%), 12/15/2036 | 2,498,847 | 0.7 | ||||||||||
1,060,000 | (1),(6),(7) | Wells Fargo Re-REMIC Trust 2013-FRR1 B706, 0.000%, 12/27/2043 | 1,017,917 | 0.3 | ||||||||||
411,503 | (1),(5) | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.849%, 08/15/2045 | 25,793 | 0.0 | ||||||||||
3,399,026 | (1),(5) | WFRBS Commercial Mortgage Trust 2012-C9 XA, 1.910%, 11/15/2045 | 239,518 | 0.1 | ||||||||||
760,000 | (1) | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.272%, 03/15/2045 | 583,258 | 0.2 | ||||||||||
1,200,000 | (1) | WFRBS Commercial Mortgage Trust 2013-C11 G, 4.272%, 03/15/2045 | 462,531 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of March 31, 2018 (continued) |
6,018,702 | (1),(5) | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.279%, 03/15/2048 | 291,117 | 0.1 | ||||||||||
Total Commercial Mortgage-Backed Securities | ||||||||||||||
(Cost $71,823,585) | 71,817,549 | 19.0 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $323,738,431) | 326,014,194 | 86.3 | ||||||||||||
SHORT-TERM INVESTMENTS: 14.4% | ||||||||||||||
Securities Lending Collateral(10): 0.8% | ||||||||||||||
169,609 | Bank of Montreal, Repurchase Agreement dated 03/29/18, 1.76%, due 04/02/18 (Repurchase Amount $169,642, collateralized by various U.S. Government Securities, 0.000%-4.500%, Market Value plus accrued interest $173,001, due 04/26/18-09/09/49) | 169,609 | 0.0 | |||||||||||
1,000,000 | Daiwa Capital Markets, Repurchase Agreement dated 03/29/18, 1.81%, due 04/02/18 (Repurchase Amount $1,000,198, collateralized by various U.S. Government\U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $1,020,000, due 04/30/18-12/01/51) | 1,000,000 | 0.2 | |||||||||||
1,000,000 | Jefferies LLC, Repurchase Agreement dated 03/29/18, 1.84%, due 04/02/18 (Repurchase Amount $1,000,202, collateralized by various U.S. Government Agency Obligations, 2.500%-6.000%, Market Value plus accrued interest $1,020,008, due 03/01/37-06/15/60) | 1,000,000 | 0.3 | |||||||||||
1,000,000 | Nomura Securities, Repurchase Agreement dated 03/29/18, 1.82%, due 04/02/18 (Repurchase Amount $1,000,199, collateralized by various U.S. Government\U.S. Government Agency Obligations, 0.000%-7.500%, Market Value plus accrued interest $1,020,000, due 04/02/18-02/20/68) | 1,000,000 | 0.3 | |||||||||||
3,169,609 | 0.8 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 13.6% | ||||||||||||||
51,373,486 | (11) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.550% | ||||||||||||
(Cost $51,373,486) | 51,373,486 | 13.6 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $54,543,095) | 54,543,095 | 14.4 | ||||||||||||
Total Investments in Securities (Cost $378,281,526) | $ | 380,557,289 | 100.7 | |||||||||||
Liabilities in Excess of Other Assets | (2,676,427 | ) | (0.7 | ) | ||||||||||
Net Assets | $ | 377,880,862 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(2) | Security, or a portion of the security, is on loan. |
(3) | All or a portion of this security 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. |
(4) | Step Bond. Interest rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Rate shown is the rate in effect as of March 31, 2018. |
(5) | Interest only securities represent the right to receive the monthly interest payments on an underlying pool of mortgage loans. Principal amount shown represents the notional amount on which current interest is calculated. Payments of principal on the pool reduce the value of the interest only security. |
(6) | Represents a zero coupon bond. Rate shown reflects the effective yield as of March 31, 2018. |
(7) | Principal only securities represent the right to receive the monthly principal payments on an underlying pool of mortgage loans. No payments of interest on the pool are passed through the principal only security. |
(8) | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
(9) | Settlement is on a when-issued or delayed-delivery basis. |
(10) | Represents securities purchased with cash collateral received for securities on loan. |
(11) | Rate shown is the 7-day yield as of March 31, 2018. |
ARS | Argentine Peso |
BRL | Brazilian Real |
CLP | Chilean Peso |
EUR | EU Euro |
IDR | Indonesian Rupiah |
MXN | Mexican Peso |
PEN | Peruvian Nuevo Sol |
RUB | Russian Ruble |
TRY | Turkish New Lira |
Reference Rate Abbreviations: | |
12MTA | 12-month Treasury Average |
PRIME | Federal Reserve Bank Prime Loan Rate |
US0001M | 1-month LIBOR |
US0003M | 3-month LIBOR |
See Accompanying Notes to Financial Statements
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
Not applicable.
Item 11. Controls and Procedures.
(a) | Based on our evaluation conducted within 90 days of the filing date, hereof, the design and operation of the registrant’s disclosure controls and procedures are effective to ensure that material information relating to the registrant is made known to the certifying officers by others within the appropriate entities, particularly during the period in which Forms N-CSR are being prepared, and the registrant’s disclosure controls and procedures allow timely preparation and review of the information for the registrant’s Form N-CSR and the officer certifications of such Form N-CSR. |
(b) | There were no significant changes in the registrant’s internal controls that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
Not applicable.
Item 13. Exhibits.
(a)(1) | The Code of Ethics pursuant to Item 2 of Form N-CSR is filed and attached hereto as EX-99.CODE ETH. |
(a)(2) | A separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the Act (17 CFR 270.30a-2(a)) is attached hereto as EX-99.CERT. |
(a)(3) | Not applicable. |
(b) | The officer certifications required by Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto as EX-99.906CERT. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant): Voya Funds Trust
By | /s/ Michael Bell | |
Michael Bell | ||
Chief Executive Officer |
Date: June 7, 2018
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By | /s/ Michael Bell | |
Michael Bell | ||
Chief Executive Officer |
Date: June 7, 2018
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer |
Date: June 7, 2018