UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form N-CSR
CERTIFIED SHAREHOLDER REPORT OF
REGISTERED MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number: 811-08895
Voya Funds Trust
(Exact name of registrant as specified in charter)
7337 East Doubletree Ranch Road, Suite 100, Scottsdale, AZ | 85258 |
(Address of principal executive offices) | (Zip code) |
The Corporation Trust Company, 1209 Orange Street, Wilmington, DE 19801
(Name and address of agent for service)
Registrant’s telephone number, including area code: 1-800-992-0180
Date of fiscal year end: March 31
Date of reporting period: April 1, 2018 to September 30, 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):
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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 funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
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President
Voya Family of Funds
October 17, 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 London Interbank Offered Rate (“LIBOR”) to a stated maturity. The index is based on the assumed purchase at par of a synthetic instrument having exactly its stated maturity and with a coupon equal to that day’s fixing rate. That issue is assumed to be sold the following business day (priced at a yield equal to the current day rate) and rolled into a new instrument. | | |
| | Bloomberg Barclays GNMA Index | | | | An index comprised of all fixed security mortgage pools sponsored by GNMA, including GNMA Graduated Payment Mortgages. | | |
| | Bloomberg Barclays High Yield Bond — 2% Issuer Constrained Composite Index | | | | An index that includes all fixed income securities having a maximum quality rating of Ba1, a minimum amount outstanding of $150 million, and at least one year to maturity. | | |
| | Bloomberg Barclays U.S. 1-3 Year Government/Credit Bond Index | | | | A widely recognized index of publicly issued fixed rate, investment grade debt securities, including Treasuries, Agencies and credit securities with a maturity of one to three years. | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | An index of publicly issued investment grade U.S. government, mortgage-backed, asset-backed and corporate debt securities. | | |
| | Bloomberg Barclays U.S. 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 1,600 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 September 30, 2018 (as a percentage of net assets) | | |||
| | | | | |
| U.S. Government Agency Obligations | | | 72.6% | |
| Collateralized Mortgage Obligations | | | 57.9% | |
| Commercial Mortgage-Backed Securities | | | 0.5% | |
| Asset-Backed Securities | | | 0.1% | |
| Liabilities in Excess of Other Assets* | | | (31.1)% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya High Yield Bond Fund |
| Sector Diversification as of September 30, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Communications | | | 17.7% | |
| Energy | | | 16.0% | |
| Consumer, Non-cyclical | | | 16.0% | |
| Consumer, Cyclical | | | 15.9% | |
| Industrials | | | 9.5% | |
| Basic Materials | | | 7.8% | |
| Financials | | | 5.4% | |
| Technology | | | 5.3% | |
| Utilities | | | 1.9% | |
| Consumer Staples | | | 0.2% | |
| Health Care | | | 0.2% | |
| Assets in Excess of Other Liabilities* | | | 4.1% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of September 30, 2018* (as a percentage of net assets) | | |||
| | | | | |
| Sprint Corp., 7.125%, 06/15/24 | | | 0.9% | |
| HCA, Inc., 5.375%, 02/01/25 | | | 0.7% | |
| DISH DBS Corp., 5.875%, 11/15/24 | | | 0.7% | |
| Altice France SA/France, 6.250%, 05/15/24 | | | 0.6% | |
| California Resources Corp., 8.000%, 12/15/22 | | | 0.6% | |
| First Data Corp., 7.000%, 12/01/23 | | | 0.6% | |
| Bausch Health Cos, Inc./US, 8.500%, 01/31/27 | | | 0.6% | |
| 1011778 BC ULC/New Red Finance, Inc., 5.000%, 10/15/25 | | | 0.6% | |
| CSC Holdings LLC, 5.250%, 06/01/24 | | | 0.6% | |
| HCA Healthcare, Inc., 6.250%, 02/15/21 | | | 0.6% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Intermediate Bond Fund | Portfolio Managers’ Report |
| Investment Type Allocation as of September 30, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 33.3% | |
| U.S. Government Agency Obligations | | | 22.3% | |
| U.S. Treasury Obligations | | | 13.8% | |
| Collateralized Mortgage Obligations | | | 13.5% | |
| Asset-Backed Securities | | | 12.3% | |
| Commercial Mortgage-Backed Securities | | | 7.7% | |
| Foreign Government Bonds | | | 2.7% | |
| Preferred Stock | | | 0.0% | |
| Liabilities in Excess of Other Assets* | | | (5.6)% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of September 30, 2018* (as a percentage of net assets) | | |||
| | | | | |
| United States Treasury Note, 2.875%, 08/15/28 | | | 5.5% | |
| United States Treasury Bond, 3.125%, 05/15/48 | | | 2.9% | |
| Fannie Mae, 4.000%, 10/01/44 | | | 2.9% | |
| United States Treasury Note, 2.750%, 09/30/20 | | | 2.8% | |
| Freddie Mac, 3.500%, 10/01/48 | | | 2.6% | |
| Fannie Mae, 4.500%, 10/01/48 | | | 1.1% | |
| Freddie Mac, 4.500%, 11/01/48 | | | 1.0% | |
| Ginnie Mae, 4.000%, 11/01/48 | | | 1.0% | |
| United States Treasury Note, 3.000%, 09/30/25 | | | 1.0% | |
| United States Treasury Note, 2.750%, 09/15/21 | | | 0.8% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Short Term Bond Fund |
| Investment Type Allocation as of September 30, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 63.8% | |
| Asset-Backed Securities | | | 16.7% | |
| Commercial Mortgage-Backed Securities | | | 9.0% | |
| U.S. Treasury Obligations | | | 7.0% | |
| Collateralized Mortgage Obligations | | | 2.1% | |
| U.S. Government Agency Obligations | | | 0.9% | |
| Foreign Government Bonds | | | 0.1% | |
| Assets in Excess of Other Liabilities* | | | 0.4% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of September 30, 2018 (as a percentage of net assets) | | |||
| | | | | |
| United States Treasury Note, 1.500%, 10/31/19 | | | 4.2% | |
| United States Treasury Note, 2.750%, 09/15/21 | | | 2.3% | |
| JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 B, 5.586%, 08/15/46 | | | 1.0% | |
| JPMorgan Chase & Co., 2.550%, 03/01/21 | | | 0.8% | |
| DBUBS 2011-LC1A E, 5.884%, 11/10/46 | | | 0.7% | |
| Dell International LLC/EMC Corp., 4.420%, 06/15/21 | | | 0.6% | |
| Toronto-Dominion Bank, 2.250%, 11/05/19 | | | 0.6% | |
| Ginnie Mae Series 2014-53 JM, 7.127%, 04/20/39 | | | 0.6% | |
| PNC Bank NA, 2.400%, 10/18/19 | | | 0.6% | |
| Intel Corp., 2.450%, 07/29/20 | | | 0.6% | |
| Portfolio holdings are subject to change daily. | |
Voya Strategic Income Opportunities Fund | Portfolio Managers’ Report |
| Investment Type Allocation as of September 30, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Asset-Backed Securities | | | 19.8% | |
| Commercial Mortgage-Backed Securities | | | 18.1% | |
| Bank Loans | | | 18.0% | |
| U.S. Government Agency Obligations | | | 14.4% | |
| Collateralized Mortgage Obligations | | | 13.4% | |
| Corporate Bonds/Notes | | | 10.2% | |
| U.S. Treasury Obligations | | | 4.9% | |
| Foreign Government Bonds | | | 2.7% | |
| Liabilities in Excess of Other Assets* | | | (1.5)% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of September 30, 2018* (as a percentage of net assets) | | |||
| | | | | |
| Fannie Mae, 4.000%, 10/01/44 | | | 3.9% | |
| Freddie Mac, 3.500%, 10/01/48 | | | 3.5% | |
| Fannie Mae, 4.500%, 10/01/48 | | | 3.2% | |
| United States Treasury Note, 2.750%, 09/30/20 | | | 3.1% | |
| Ginnie Mae, 4.500%, 11/01/48 | | | 2.0% | |
| Fannie Mae, 3.000%, 10/01/44 | | | 1.8% | |
| United States Treasury Note, 2.875%, 08/15/28 | | | 1.0% | |
| JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 F, 3.873%, 07/15/46 | | | 0.9% | |
| Morgan Stanley Capital I Trust 2011-C1 K, 4.193%, 09/15/47 | | | 0.8% | |
| Invitation Homes 2018-SFR3 D Trust, 3.808%, 07/17/37 | | | 0.7% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Strategic Income Opportunities Fund |
| | | Actual Fund Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value April 1, 2018 | | | Ending Account Value September 30, 2018 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended September 30, 2018* | | | Beginning Account Value April 1, 2018 | | | Ending Account Value September 30, 2018 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended September 30, 2018* | | ||||||||||||||||||||||||
Voya GNMA Income Fund | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 1,001.10 | | | | | | 0.95% | | | | | $ | 4.77 | | | | | $ | 1,000.00 | | | | | $ | 1,020.31 | | | | | | 0.95% | | | | | $ | 4.81 | | |
Class C | | | | | 1,000.00 | | | | | | 997.30 | | | | | | 1.70 | | | | | | 8.51 | | | | | | 1,000.00 | | | | | | 1,016.55 | | | | | | 1.70 | | | | | | 8.59 | | |
Class I | | | | | 1,000.00 | | | | | | 1,003.80 | | | | | | 0.65 | | | | | | 3.27 | | | | | | 1,000.00 | | | | | | 1,021.81 | | | | | | 0.65 | | | | | | 3.29 | | |
Class W | | | | | 1,000.00 | | | | | | 1,002.40 | | | | | | 0.70 | | | | | | 3.51 | | | | | | 1,000.00 | | | | | | 1,021.56 | | | | | | 0.70 | | | | | | 3.55 | | |
Voya High Yield Bond Fund | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 1,030.70 | | | | | | 1.09% | | | | | $ | 5.55 | | | | | $ | 1,000.00 | | | | | $ | 1,019.60 | | | | | | 1.09% | | | | | $ | 5.52 | | |
Class C | | | | | 1,000.00 | | | | | | 1,026.80 | | | | | | 1.84 | | | | | | 9.35 | | | | | | 1,000.00 | | | | | | 1,015.84 | | | | | | 1.84 | | | | | | 9.30 | | |
Class I | | | | | 1,000.00 | | | | | | 1,032.50 | | | | | | 0.74 | | | | | | 3.77 | | | | | | 1,000.00 | | | | | | 1,021.36 | | | | | | 0.74 | | | | | | 3.75 | | |
Class P | | | | | 1,000.00 | | | | | | 1,034.30 | | | | | | 0.07 | | | | | | 0.36 | | | | | | 1,000.00 | | | | | | 1,024.72 | | | | | | 0.07 | | | | | | 0.36 | | |
Class P3(1) | | | | | 1,000.00 | | | | | | 1,028.70 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,016.58 | | | | | | 0.00 | | | | | | 0.00 | | |
Class R | | | | | 1,000.00 | | | | | | 1,029.40 | | | | | | 1.34 | | | | | | 6.82 | | | | | | 1,000.00 | | | | | | 1,018.35 | | | | | | 1.34 | | | | | | 6.78 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,032.30 | | | | | | 0.68 | | | | | | 3.46 | | | | | | 1,000.00 | | | | | | 1,021.66 | | | | | | 0.68 | | | | | | 3.45 | | |
Class W | | | | | 1,000.00 | | | | | | 1,032.00 | | | | | | 0.84 | | | | | | 4.28 | | | | | | 1,000.00 | | | | | | 1,020.86 | | | | | | 0.84 | | | | | | 4.26 | | |
| | | Actual Fund Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value April 1, 2018 | | | Ending Account Value September 30, 2018 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended September 30, 2018* | | | Beginning Account Value April 1, 2018 | | | Ending Account Value September 30, 2018 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended September 30, 2018* | | ||||||||||||||||||||||||
Voya Intermediate Bond Fund | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 998.30 | | | | | | 0.70% | | | | | $ | 3.51 | | | | | $ | 1,000.00 | | | | | $ | 1,021.56 | | | | | | 0.70% | | | | | $ | 3.55 | | |
Class C | | | | | 1,000.00 | | | | | | 993.60 | | | | | | 1.45 | | | | | | 7.25 | | | | | | 1,000.00 | | | | | | 1,017.80 | | | | | | 1.45 | | | | | | 7.33 | | |
Class I | | | | | 1,000.00 | | | | | | 999.00 | | | | | | 0.36 | | | | | | 1.80 | | | | | | 1,000.00 | | | | | | 1,023.26 | | | | | | 0.36 | | | | | | 1.83 | | |
Class O | | | | | 1,000.00 | | | | | | 998.30 | | | | | | 0.70 | | | | | | 3.51 | | | | | | 1,000.00 | | | | | | 1,021.56 | | | | | | 0.70 | | | | | | 3.55 | | |
Class P3(1) | | | | | 1,000.00 | | | | | | 1,005.70 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,016.58 | | | | | | 0.00 | | | | | | 0.00 | | |
Class R | | | | | 1,000.00 | | | | | | 996.10 | | | | | | 0.95 | | | | | | 4.75 | | | | | | 1,000.00 | | | | | | 1,020.31 | | | | | | 0.95 | | | | | | 4.81 | | |
Class R6 | | | | | 1,000.00 | | | | | | 999.10 | | | | | | 0.31 | | | | | | 1.55 | | | | | | 1,000.00 | | | | | | 1,023.51 | | | | | | 0.31 | | | | | | 1.57 | | |
Class W | | | | | 1,000.00 | | | | | | 999.60 | | | | | | 0.45 | | | | | | 2.26 | | | | | | 1,000.00 | | | | | | 1,022.81 | | | | | | 0.45 | | | | | | 2.28 | | |
Voya Short Term Bond Fund | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 1,007.30 | | | | | | 0.77% | | | | | $ | 3.87 | | | | | $ | 1,000.00 | | | | | $ | 1,021.21 | | | | | | 0.77% | | | | | $ | 3.90 | | |
Class C | | | | | 1,000.00 | | | | | | 1,003.50 | | | | | | 1.52 | | | | | | 7.63 | | | | | | 1,000.00 | | | | | | 1,017.45 | | | | | | 1.52 | | | | | | 7.69 | | |
Class I | | | | | 1,000.00 | | | | | | 1,008.70 | | | | | | 0.50 | | | | | | 2.52 | | | | | | 1,000.00 | | | | | | 1,022.56 | | | | | | 0.50 | | | | | | 2.54 | | |
Class P3(1) | | | | | 1,000.00 | | | | | | 1,007.90 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,016.58 | | | | | | 0.00 | | | | | | 0.00 | | |
Class R | | | | | 1,000.00 | | | | | | 1,006.00 | | | | | | 1.02 | | | | | | 5.13 | | | | | | 1,000.00 | | | | | | 1,019.95 | | | | | | 1.02 | | | | | | 5.16 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,007.90 | | | | | | 0.47 | | | | | | 2.37 | | | | | | 1,000.00 | | | | | | 1,022.71 | | | | | | 0.47 | | | | | | 2.38 | | |
Class W | | | | | 1,000.00 | | | | | | 1,009.50 | | | | | | 0.52 | | | | | | 2.62 | | | | | | 1,000.00 | | | | | | 1,022.46 | | | | | | 0.52 | | | | | | 2.64 | | |
Voya Strategic Income Opportunities Fund | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 1,016.90 | | | | | | 0.97% | | | | | $ | 4.90 | | | | | $ | 1,000.00 | | | | | $ | 1,020.21 | | | | | | 0.97% | | | | | $ | 4.91 | | |
Class C | | | | | 1,000.00 | | | | | | 1,014.10 | | | | | | 1.72 | | | | | | 8.68 | | | | | | 1,000.00 | | | | | | 1,016.44 | | | | | | 1.72 | | | | | | 8.69 | | |
Class I | | | | | 1,000.00 | | | | | | 1,019.20 | | | | | | 0.62 | | | | | | 3.14 | | | | | | 1,000.00 | | | | | | 1,021.96 | | | | | | 0.62 | | | | | | 3.14 | | |
Class R | | | | | 1,000.00 | | | | | | 1,015.70 | | | | | | 1.22 | | | | | | 6.16 | | | | | | 1,000.00 | | | | | | 1,018.95 | | | | | | 1.22 | | | | | | 6.17 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,019.40 | | | | | | 0.59 | | | | | | 2.99 | | | | | | 1,000.00 | | | | | | 1,022.11 | | | | | | 0.59 | | | | | | 2.99 | | |
Class W | | | | | 1,000.00 | | | | | | 1,018.20 | | | | | | 0.72 | | | | | | 3.64 | | | | | | 1,000.00 | | | | | | 1,021.46 | | | | | | 0.72 | | | | | | 3.65 | | |
| | | Voya GNMA Income Fund | | | Voya High Yield Bond Fund | | | Voya Intermediate Bond Fund | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 1,187,576,067 | | | | | $ | 434,901,738 | | | | | $ | 6,322,820,475 | | |
Short-term investments at fair value** | | | | | 10,805,466 | | | | | | 34,637,546 | | | | | | 612,909,981 | | |
Cash | | | | | 623 | | | | | | 974 | | | | | | 8,631,434 | | |
Cash collateral for futures | | | | | 2,299,769 | | | | | | — | | | | | | 3,169,482 | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | — | | | | | | — | | | | | | 1,890,000 | | |
Cash pledged as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | — | | | | | | 290,000 | | |
Cash pledged as collateral for delayed-delivery or when-issued securities (Note 2) | | | | | 1,268,000 | | | | | | — | | | | | | 4,297,000 | | |
Foreign currencies at value*** | | | | | — | | | | | | — | | | | | | 256,741 | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | 16,719,238 | | | | | | 2,191,375 | | | | | | 233,994,958 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | 138,521,767 | | | | | | — | | | | | | 59,578,538 | | |
Fund shares sold | | | | | 1,095,012 | | | | | | 740,051 | | | | | | 12,669,808 | | |
Dividends | | | | | — | | | | | | 4,684 | | | | | | 67,252 | | |
Interest | | | | | 2,890,778 | | | | | | 7,496,206 | | | | | | 38,486,946 | | |
Foreign tax reclaims | | | | | — | | | | | | — | | | | | | 102,008 | | |
Unrealized appreciation on forward foreign currency contracts | | | | | — | | | | | | — | | | | | | 6,168,855 | | |
Variation margin receivable on centrally cleared swaps | | | | | — | | | | | | — | | | | | | 22,893 | | |
Prepaid expenses | | | | | 48,479 | | | | | | 65,383 | | | | | | 167,197 | | |
Reimbursement due from manager | | | | | 39,746 | | | | | | — | | | | | | 2,639 | | |
Other assets | | | | | 44,096 | | | | | | 17,349 | | | | | | 111,275 | | |
Total assets | | | | | 1,361,309,041 | | | | | | 480,055,306 | | | | | | 7,305,637,482 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Income distribution payable | | | | | 227,942 | | | | | | 44,865 | | | | | | 1,502,654 | | |
Payable for investment securities purchased | | | | | 32,899,033 | | | | | | 3,549,174 | | | | | | 750,978,204 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | 420,739,219 | | | | | | — | | | | | | 466,240,602 | | |
Payable for fund shares redeemed | | | | | 818,450 | | | | | | 383,580 | | | | | | 5,292,972 | | |
Payable upon receipt of securities loaned | | | | | — | | | | | | 22,282,846 | | | | | | 82,550,392 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | — | | | | | | — | | | | | | 1,538,305 | | |
Unrealized depreciation on forward premium swaptions | | | | | — | | | | | | — | | | | | | 412,272 | | |
Cash received as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | — | | | | | | 6,066,000 | | |
Cash received as collateral for delayed-delivery or when-issued securities (Note 2) | | | | | 65,000 | | | | | | — | | | | | | — | | |
Payable for investment management fees | | | | | 427,579 | | | | | | 154,411 | | | | | | 1,320,106 | | |
Payable for distribution and shareholder service fees | | | | | 134,914 | | | | | | 20,328 | | | | | | 188,329 | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 44,096 | | | | | | 17,349 | | | | | | 111,275 | | |
Payable for trustee fees | | | | | 4,766 | | | | | | 2,606 | | | | | | 28,450 | | |
Other accrued expenses and liabilities | | | | | 129,569 | | | | | | 193,838 | | | | | | 798,811 | | |
Total liabilities | | | | | 455,490,568 | | | | | | 26,648,997 | | | | | | 1,317,028,372 | | |
NET ASSETS | | | | $ | 905,818,473 | | | | | $ | 453,406,309 | | | | | $ | 5,988,609,110 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 951,061,975 | | | | | $ | 464,491,555 | | | | | $ | 6,188,757,677 | | |
Undistributed (distributions in excess of) net investment income or accumulated net investment loss | | | | | (3,338,385) | | | | | | 740,795 | | | | | | (1,508,989) | | |
Accumulated net realized loss | | | | | (23,216,772) | | | | | | (13,137,688) | | | | | | (113,940,140) | | |
Net unrealized appreciation (depreciation) | | | | | (18,688,345) | | | | | | 1,311,647 | | | | | | (84,699,438) | | |
NET ASSETS | | | | $ | 905,818,473 | | | | | $ | 453,406,309 | | | | | $ | 5,988,609,110 | | |
+ Including securities loaned at value | | �� | | $ | — | | | | | $ | 21,732,081 | | | | | $ | 80,683,193 | | |
* Cost of investments in securities | | | | $ | 1,208,788,394 | | | | | $ | 433,588,265 | | | | | $ | 6,405,398,983 | | |
** Cost of short-term investments | | | | $ | 10,805,759 | | | | | $ | 34,639,372 | | | | | $ | 613,006,205 | | |
*** Cost of foreign currencies | | | | $ | — | | | | | $ | — | | | | | $ | 427,925 | | |
| | | Voya GNMA Income Fund | | | Voya High Yield Bond Fund | | | Voya Intermediate Bond Fund | | |||||||||
Class A | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 391,568,235 | | | | | $ | 52,027,397 | | | | | $ | 409,953,122 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 47,967,433 | | | | | | 6,568,008 | | | | | | 42,091,539 | | |
Net asset value and redemption price per share† | | | | $ | 8.16 | | | | | $ | 7.92 | | | | | $ | 9.74 | | |
Maximum offering price per share (2.50%)(1) | | | | $ | 8.37 | | | | | $ | 8.12 | | | | | $ | 9.99 | | |
Class C | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 64,943,557 | | | | | $ | 13,392,023 | | | | | $ | 31,226,071 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 7,996,116 | | | | | | 1,691,157 | | | | | | 3,211,095 | | |
Net asset value and redemption price per share† | | | | $ | 8.12 | | | | | $ | 7.92 | | | | | $ | 9.72 | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 313,632,080 | | | | | $ | 147,404,317 | | | | | $ | 3,425,086,766 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 38,360,992 | | | | | | 18,638,112 | | | | | | 351,868,865 | | |
Net asset value and redemption price per share | | | | $ | 8.18 | | | | | $ | 7.91 | | | | | $ | 9.73 | | |
Class O | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 28,703,046 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | 2,947,185 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 9.74 | | |
Class P | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 128,486,500 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 16,213,177 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 7.92 | | | | | | n/a | | |
Class P3 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 3,065 | | | | | $ | 9,224,759 | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 387 | | | | | | 947,573 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 7.92 | | | | | $ | 9.74 | | |
Class R | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 1,160,868 | | | | | $ | 174,412,023 | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 146,446 | | | | | | 17,884,739 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 7.93 | | | | | $ | 9.75 | | |
Class R6 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 9,425,862 | | | | | $ | 1,695,603,460 | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 1,189,645 | | | | | | 174,185,037 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 7.92 | | | | | $ | 9.73 | | |
Class W | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 135,674,601 | | | | | $ | 101,506,277 | | | | | $ | 214,399,863 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 16,576,101 | | | | | | 12,797,223 | | | | | | 22,027,951 | | |
Net asset value and redemption price per share | | | | $ | 8.18 | | | | | $ | 7.93 | | | | | $ | 9.73 | | |
| | | Voya Short Term Bond Fund | | | Voya Strategic Income Opportunities Fund | | ||||||
ASSETS: | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 113,091,053 | | | | | $ | 699,200,848 | | |
Short-term investments at fair value** | | | | | 319,952 | | | | | | 140,394,231 | | |
Cash | | | | | 6,494 | | | | | | — | | |
Cash collateral for futures | | | | | 214,200 | | | | | | 1,649,717 | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | — | | | | | | 4,231,000 | | |
Cash pledged as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | 70,000 | | |
Foreign currencies at value*** | | | | | 53,443 | | | | | | 281,799 | | |
Receivables: | | | | | | | | | | | | | |
Investment securities sold | | | | | 435,741 | | | | | | 4,142,767 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | — | | | | | | 14,138,828 | | |
Fund shares sold | | | | | 69,556 | | | | | | 16,686,133 | | |
Dividends | | | | | 1,544 | | | | | | 220,570 | | |
Interest | | | | | 718,105 | | | | | | 4,208,132 | | |
Unrealized appreciation on forward foreign currency contracts | | | | | — | | | | | | 2,614,616 | | |
Variation margin receivable on centrally cleared swaps | | | | | — | | | | | | 71,235 | | |
Prepaid expenses | | | | | 42,934 | | | | | | 115,776 | | |
Reimbursement due from manager | | | | | 15,814 | | | | | | — | | |
Other assets | | | | | 3,556 | | | | | | 4,372 | | |
Total assets | | | | | 114,972,392 | | | | | | 888,030,024 | | |
LIABILITIES: | | | | | | | | | | | | | |
Income distribution payable | | | | | 792 | | | | | | 269,915 | | |
Payable for investment securities purchased | | | | | 933,080 | | | | | | 75,739,026 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | — | | | | | | 113,520,077 | | |
Payable for fund shares redeemed | | | | | 91,756 | | | | | | 1,277,500 | | |
Payable upon receipt of securities loaned | | | | | 312,952 | | | | | | 5,115,126 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | — | | | | | | 1,833,424 | | |
Unrealized depreciation on forward premium swaptions | | | | | 4,164 | | | | | | 45,632 | | |
Cash received as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | 732,000 | | |
Payable for investment management fees | | | | | 42,078 | | | | | | 274,121 | | |
Payable for distribution and shareholder service fees | | | | | 1,584 | | | | | | 29,844 | | |
Payable to custodian due to bank overdraft | | | | | — | | | | | | 299,841 | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 3,556 | | | | | | 4,372 | | |
Payable for trustee fees | | | | | 534 | | | | | | 2,657 | | |
Unfunded loan commitments (Note 11) | | | | | — | | | | | | 111,006 | | |
Other accrued expenses and liabilities | | | | | 39,237 | | | | | | 93,080 | | |
Total liabilities | | | | | 1,429,733 | | | | | | 199,347,621 | | |
NET ASSETS | | | | $ | 113,542,659 | | | | | $ | 688,682,403 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 117,359,081 | | | | | $ | 687,508,905 | | |
Undistributed (distributions in excess of) net investment income or accumulated net investment loss | | | | | 287,350 | | | | | | (332,446) | | |
Accumulated net realized gain (loss) | | | | | (2,992,187) | | | | | | 295,725 | | |
Net unrealized appreciation (depreciation) | | | | | (1,111,585) | | | | | | 1,210,219 | | |
NET ASSETS | | | | $ | 113,542,659 | | | | | $ | 688,682,403 | | |
+ Including securities loaned at value | | | | $ | 304,386 | | | | | $ | 4,972,737 | | |
* Cost of investments in securities | | | | $ | 114,226,625 | | | | | $ | 698,412,893 | | |
** Cost of short-term investments | | | | $ | 319,952 | | | | | $ | 140,394,231 | | |
*** Cost of foreign currencies | | | | $ | 55,805 | | | | | $ | 326,145 | | |
| | | Voya Short Term Bond Fund | | | Voya Strategic Income Opportunities Fund | | ||||||
Class A | | | | | | | | | | | | | |
Net assets | | | | $ | 5,755,978 | | | | | $ | 85,172,568 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 593,421 | | | | | | 8,388,374 | | |
Net asset value and redemption price per share† | | | | $ | 9.70 | | | | | $ | 10.15 | | |
Maximum offering price per share (2.50%)(1) | | | | $ | 9.95 | | | | | $ | 10.41 | | |
Class C | | | | | | | | | | | | | |
Net assets | | | | $ | 473,323 | | | | | $ | 15,682,075 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 48,811 | | | | | | 1,568,118 | | |
Net asset value and redemption price per share† | | | | $ | 9.70 | | | | | $ | 10.00 | | |
Class I | | | | | | | | | | | | | |
Net assets | | | | $ | 10,005,234 | | | | | $ | 413,165,882 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 1,032,350 | | | | | | 40,495,453 | | |
Net asset value and redemption price per share | | | | $ | 9.69 | | | | | $ | 10.20 | | |
Class P3 | | | | | | | | | | | | | |
Net assets | | | | $ | 2,311,603 | | | | | | n/a | | |
Shares authorized | | | | | unlimited | | | | | | n/a | | |
Par value | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | 238,392 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 9.70 | | | | | | n/a | | |
Class R | | | | | | | | | | | | | |
Net assets | | | | $ | 3,081 | | | | | $ | 7,961,905 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 317 | | | | | | 790,482 | | |
Net asset value and redemption price per share | | | | $ | 9.70 | | | | | $ | 10.07 | | |
Class R6 | | | | | | | | | | | | | |
Net assets | | | | $ | 94,741,355 | | | | | $ | 56,461,739 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 9,774,716 | | | | | | 5,546,539 | | |
Net asset value and redemption price per share | | | | $ | 9.69 | | | | | $ | 10.18 | | |
Class W | | | | | | | | | | | | | |
Net assets | | | | $ | 252,085 | | | | | $ | 110,238,234 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 25,954 | | | | | | 10,888,053 | | |
Net asset value and redemption price per share | | | | $ | 9.71 | | | | | $ | 10.12 | | |
| | | Voya GNMA Income Fund | | | Voya High Yield Bond Fund | | | Voya Intermediate Bond Fund | | |||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | |
Dividends | | | | $ | — | | | | | $ | 50,870 | | | | | $ | 655,172 | | |
Interest, net of foreign taxes withheld* | | | | | 14,523,824 | | | | | | 16,707,889 | | | | | | 104,628,123 | | |
Securities lending income, net | | | | | — | | | | | | 189,830 | | | | | | 411,511 | | |
Total investment income | | | | | 14,523,824 | | | | | | 16,948,589 | | | | | | 105,694,806 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 2,723,599 | | | | | | 1,580,553 | | | | | | 7,698,636 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | |
Class A | | | | | 513,351 | | | | | | 64,865 | | | | | | 539,374 | | |
Class C | | | | | 352,815 | | | | | | 51,536 | | | | | | 146,951 | | |
Class O | | | | | — | | | | | | — | | | | | | 37,504 | | |
Class R | | | | | — | | | | | | 2,717 | | | | | | 452,527 | | |
Transfer agent fees: | | | | | | | | | | | | | | | | | | | |
Class A | | | | | 156,296 | | | | | | 41,922 | | | | | | 304,009 | | |
Class C | | | | | 26,855 | | | | | | 8,327 | | | | | | 20,709 | | |
Class I | | | | | 116,168 | | | | | | 46,058 | | | | | | 666,676 | | |
Class O | | | | | — | | | | | | — | | | | | | 21,136 | | |
Class P | | | | | — | | | | | | 2,070 | | | | | | — | | |
Class P3 | | | | | — | | | | | | 19 | | | | | | 58 | | |
Class R | | | | | — | | | | | | 878 | | | | | | 127,509 | | |
Class R6 | | | | | — | | | | | | 795 | | | | | | 11,791 | | |
Class W | | | | | 54,528 | | | | | | 80,611 | | | | | | 261,950 | | |
Shareholder reporting expense | | | | | 139,950 | | | | | | 24,888 | | | | | | 152,740 | | |
Registration fees | | | | | 46,042 | | | | | | 71,023 | | | | | | 339,875 | | |
Professional fees | | | | | 24,330 | | | | | | 20,008 | | | | | | 121,130 | | |
Custody and accounting expense | | | | | 62,445 | | | | | | 48,983 | | | | | | 370,245 | | |
Trustee fees | | | | | 19,064 | | | | | | 10,422 | | | | | | 113,799 | | |
Miscellaneous expense | | | | | 23,021 | | | | | | 21,089 | | | | | | 108,794 | | |
Interest expense | | | | | 186 | | | | | | 3,466 | | | | | | 1,785 | | |
Total expenses | | | | | 4,258,650 | | | | | | 2,080,230 | | | | | | 11,497,198 | | |
Waived and reimbursed fees | | | | | (118,712) | | | | | | (403,896) | | | | | | (20,395) | | |
Net expenses | | | | | 4,139,938 | | | | | | 1,676,334 | | | | | | 11,476,803 | | |
Net investment income | | | | | 10,383,886 | | | | | | 15,272,255 | | | | | | 94,218,003 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | (297,484) | | | | | | (2,353,977) | | | | | | (52,546,455) | | |
Forward foreign currency contracts | | | | | — | | | | | | — | | | | | | 8,576,462 | | |
Foreign currency related transactions | | | | | — | | | | | | — | | | | | | (778,181) | | |
Futures | | | | | 629,951 | | | | | | — | | | | | | (162,302) | | |
Swaps | | | | | — | | | | | | — | | | | | | 4,066,924 | | |
Net realized gain (loss) | | | | | 332,467 | | | | | | (2,353,977) | | | | | | (40,843,552) | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | (12,628,591) | | | | | | 2,816,984 | | | | | | (58,207,597) | | |
Forward foreign currency contracts | | | | | — | | | | | | — | | | | | | 5,658,474 | | |
Foreign currency related transactions | | | | | — | | | | | | — | | | | | | (185,178) | | |
Futures | | | | | 3,720,353 | | | | | | — | | | | | | (3,092,631) | | |
Swaps | | | | | — | | | | | | — | | | | | | (550,466) | | |
Net change in unrealized appreciation (depreciation) | | | | | (8,908,238) | | | | | | 2,816,984 | | | | | | (56,377,398) | | |
Net realized and unrealized gain (loss) | | | | | (8,575,771) | | | | | | 463,007 | | | | | | (97,220,950) | | |
Increase (decrease) in net assets resulting from operations | | | | $ | 1,808,115 | | | | | $ | 15,735,262 | | | | | $ | (3,002,947) | | |
* Foreign taxes withheld | | | | $ | — | | | | | $ | — | | | | | $ | 5,908 | | |
| | | Voya Short Term Bond Fund | | | Voya Strategic Income Opportunities Fund | | ||||||
INVESTMENT INCOME: | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 29,758 | | | | | $ | 788,817 | | |
Interest, net of foreign taxes withheld* | | | | | 1,431,165 | | | | | | 10,899,508 | | |
Securities lending income, net | | | | | 1,020 | | | | | | 15,447 | | |
Total investment income | | | | | 1,461,943 | | | | | | 11,703,772 | | |
EXPENSES: | | | | | | | | | | | | | |
Investment management fees | | | | | 239,314 | | | | | | 1,332,043 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | |
Class A | | | | | 6,329 | | | | | | 65,098 | | |
Class C | | | | | 2,827 | | | | | | 61,845 | | |
Class R | | | | | 7 | | | | | | 15,891 | | |
Transfer agent fees: | | | | | | | | | | | | | |
Class A | | | | | 1,269 | | | | | | 32,703 | | |
Class C | | | | | 142 | | | | | | 7,801 | | |
Class I | | | | | 7,380 | | | | | | 46,064 | | |
Class P3 | | | | | 13 | | | | | | — | | |
Class R | | | | | — | | | | | | 4,068 | | |
Class R6 | | | | | 238 | | | | | | 154 | | |
Class W | | | | | 80 | | | | | | 35,592 | | |
Shareholder reporting expense | | | | | 915 | | | | | | 4,575 | | |
Registration fees | | | | | 62,613 | | | | | | 109,445 | | |
Professional fees | | | | | 7,503 | | | | | | 11,895 | | |
Custody and accounting expense | | | | | 13,725 | | | | | | 91,500 | | |
Trustee fees | | | | | 2,135 | | | | | | 10,627 | | |
Miscellaneous expense | | | | | 8,687 | | | | | | 8,369 | | |
Interest expense | | | | | 142 | | | | | | 2,610 | | |
Total expenses | | | | | 353,319 | | | | | | 1,840,280 | | |
Waived and reimbursed fees | | | | | (93,141) | | | | | | — | | |
Net expenses | | | | | 260,178 | | | | | | 1,840,280 | | |
Net investment income | | | | | 1,201,765 | | | | | | 9,863,492 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | |
Investments | | | | | (222,530) | | | | | | (3,379,758) | | |
Forward foreign currency contracts | | | | | — | | | | | | 2,896,677 | | |
Foreign currency related transactions | | | | | — | | | | | | (188,589) | | |
Futures | | | | | (103,490) | | | | | | (827,389) | | |
Swaps | | | | | — | | | | | | 1,648,437 | | |
Net realized gain (loss) | | | | | (326,020) | | | | | | 149,378 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | |
Investments | | | | | (20,410) | | | | | | (1,577,239) | | |
Forward foreign currency contracts | | | | | — | | | | | | 695,269 | | |
Foreign currency related transactions | | | | | (3,194) | | | | | | (46,577) | | |
Futures | | | | | 61,624 | | | | | | 1,381,201 | | |
Swaps | | | | | — | | | | | | (418,668) | | |
Net change in unrealized appreciation (depreciation) | | | | | 38,020 | | | | | | 33,986 | | |
Net realized and unrealized gain (loss) | | | | | (288,000) | | | | | | 183,364 | | |
Increase in net assets resulting from operations | | | | $ | 913,765 | | | | | $ | 10,046,856 | | |
* Foreign taxes withheld | | | | $ | — | | | | | $ | 150 | | |
| | | Voya GNMA Income Fund | | | Voya High Yield Bond Fund | | ||||||||||||||||||
| | | Six Months Ended September 30, 2018 (Unaudited) | | | Year Ended March 31, 2018 | | | Six Months Ended September 30, 2018 (Unaudited) | | | Year Ended March 31, 2018 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 10,383,886 | | | | | $ | 19,980,483 | | | | | $ | 15,272,255 | | | | | $ | 35,222,981 | | |
Net realized gain (loss) | | | | | 332,467 | | | | | | (2,626,433) | | | | | | (2,353,977) | | | | | | 3,196,262 | | |
Net change in unrealized appreciation (depreciation) | | | | | (8,908,238) | | | | | | (13,928,745) | | | | | | 2,816,984 | | | | | | (18,952,563) | | |
Increase in net assets resulting from operations | | | | | 1,808,115 | | | | | | 3,425,305 | | | | | | 15,735,262 | | | | | | 19,466,680 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | (4,939,014) | | | | | | (10,106,929) | | | | | | (1,369,310) | | | | | | (3,138,988) | | |
Class B(1) | | | | | — | | | | | | (69) | | | | | | — | | | | | | (252) | | |
Class C | | | | | (583,095) | | | | | | (1,279,024) | | | | | | (233,393) | | | | | | (546,897) | | |
Class I | | | | | (4,462,519) | | | | | | (10,251,574) | | | | | | (4,288,943) | | | | | | (10,302,780) | | |
Class P | | | | | — | | | | | | — | | | | | | (4,108,368) | | | | | | (8,852,751) | | |
Class P3 | | | | | — | | | | | | — | | | | | | (6,904) | | | | | | — | | |
Class R | | | | | — | | | | | | — | | | | | | (27,378) | | | | | | (25,086) | | |
Class R6 | | | | | — | | | | | | — | | | | | | (2,062,953) | | | | | | (6,747,527) | | |
Class W | | | | | (1,900,521) | | | | | | (3,647,852) | | | | | | (2,755,109) | | | | | | (5,299,115) | | |
Return of capital: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | — | | | | | | (1,082,283) | | | | | | — | | | | | | — | | |
Class B(1) | | | | | — | | | | | | (14) | | | | | | — | | | | | | — | | |
Class C | | | | | — | | | | | | (216,229) | | | | | | — | | | | | | — | | |
Class I | | | | | — | | | | | | (979,827) | | | | | | — | | | | | | — | | |
Class W | | | | | — | | | | | | (340,237) | | | | | | — | | | | | | — | | |
Total distributions | | | | | (11,885,149) | | | | | | (27,904,038) | | | | | | (14,852,358) | | | | | | (34,913,396) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 92,903,564 | | | | | | 267,776,947 | | | | | | 62,194,059 | | | | | | 149,836,532 | | |
Reinvestment of distributions | | | | | 10,192,968 | | | | | | 23,476,744 | | | | | | 14,246,100 | | | | | | 33,876,783 | | |
| | | | | 103,096,532 | | | | | | 291,253,691 | | | | | | 76,440,159 | | | | | | 183,713,315 | | |
Cost of shares redeemed | | | | | (205,804,778) | | | | | | (475,496,142) | | | | | | (186,519,046) | | | | | | (245,941,199) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (102,708,246) | | | | | | (184,242,451) | | | | | | (110,078,887) | | | | | | (62,227,884) | | |
Net decrease in net assets | | | | | (112,785,280) | | | | | | (208,721,184) | | | | | | (109,195,983) | | | | | | (77,674,600) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 1,018,603,753 | | | | | | 1,227,324,937 | | | | | | 562,602,292 | | | | | | 640,276,892 | | |
End of year or period | | | | $ | 905,818,473 | | | | | $ | 1,018,603,753 | | | | | $ | 453,406,309 | | | | | $ | 562,602,292 | | |
Undistributed (distributions in excess of) net investment income or accumulated net investment loss at end of year or period | | | | $ | (3,338,385) | | | | | $ | (1,837,122) | | | | | $ | 740,795 | | | | | $ | 320,898 | | |
|
| | | Voya Intermediate Bond Fund | | | Voya Short Term Bond Fund | |||||||||||||||||
| | | Six Months Ended September 30, 2018 (Unaudited) | | | Year Ended March 31, 2018 | | | Six Months Ended September 30, 2018 (Unaudited) | | | Year Ended March 31, 2018 | |||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 94,218,003 | | | | | $ | 134,885,423 | | | | | $ | 1,201,765 | | | | | $ | 1,924,930 |
Net realized loss | | | | | (40,843,552) | | | | | | (13,547,707) | | | | | | (326,020) | | | | | | (138,863) |
Net change in unrealized appreciation (depreciation) | | | | | (56,377,398) | | | | | | (52,799,903) | | | | | | 38,020 | | | | | | (1,211,760) |
Increase (decrease) in net assets resulting from operations | | | | | (3,002,947) | | | | | | 68,537,813 | | | | | | 913,765 | | | | | | 574,307 |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | (6,292,565) | | | | | | (12,733,739) | | | | | | (47,357) | | | | | | (79,479) |
Class B(1) | | | | | — | | | | | | (343) | | | | | | — | | | | | | — |
Class C | | | | | (318,796) | | | | | | (606,983) | | | | | | (3,062) | | | | | | (7,726) |
Class I | | | | | (50,175,578) | | | | | | (65,615,541) | | | | | | (107,925) | | | | | | (146,758) |
Class O | | | | | (437,843) | | | | | | (911,822) | | | | | | — | | | | | | — |
Class P3 | | | | | (102,145) | | | | | | — | | | | | | (18,310) | | | | | | — |
Class R | | | | | (2,414,304) | | | | | | (4,330,396) | | | | | | (25) | | | | | | (41) |
Class R6 | | | | | (25,948,527) | | | | | | (38,088,023) | | | | | | (973,545) | | | | | | (1,746,823) |
Class W | | | | | (5,756,647) | | | | | | (22,233,186) | | | | | | (3,297) | | | | | | (1,855) |
Total distributions | | | | | (91,446,405) | | | | | | (144,520,033) | | | | | | (1,153,521) | | | | | | (1,982,682) |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 1,758,348,371 | | | | | | 2,710,166,493 | | | | | | 32,658,456 | | | | | | 57,436,254 |
Reinvestment of distributions | | | | | 82,527,920 | | | | | | 131,586,384 | | | | | | 1,135,884 | | | | | | 1,966,902 |
| | | | | 1,840,876,291 | | | | | | 2,841,752,877 | | | | | | 33,794,340 | | | | | | 59,403,156 |
Cost of shares redeemed | | | | | (1,236,987,096) | | | | | | (1,016,350,016) | | | | | | (26,112,403) | | | | | | (45,055,464) |
Net increase in net assets resulting from capital share transactions | | | | | 603,889,195 | | | | | | 1,825,402,861 | | | | | | 7,681,937 | | | | | | 14,347,692 |
Net increase in net assets | | | | | 509,439,843 | | | | | | 1,749,420,641 | | | | | | 7,442,181 | | | | | | 12,939,317 |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 5,479,169,267 | | | | | | 3,729,748,626 | | | | | | 106,100,478 | | | | | | 93,161,161 |
End of year or period | | | | $ | 5,988,609,110 | | | | | $ | 5,479,169,267 | | | | | $ | 113,542,659 | | | | | $ | 106,100,478 |
Undistributed (distributions in excess of) net investment income or accumulated net investment loss at end of year or period | | | | $ | (1,508,989) | | | | | $ | (4,280,587) | | | | | $ | 287,350 | | | | | $ | 239,106 |
|
| | | Voya Strategic Income Opportunities Fund | | |||||||||
| | | Six Months Ended September 30, 2018 (Unaudited) | | | Year Ended March 31, 2018 | | ||||||
FROM OPERATIONS: | | | | | | | | | | | | | |
Net investment income | | | | $ | 9,863,492 | | | | | $ | 9,168,230 | | |
Net realized gain | | | | | 149,378 | | | | | | 1,572,171 | | |
Net change in unrealized appreciation (depreciation) | | | | | 33,986 | | | | | | (1,685,863) | | |
Increase in net assets resulting from operations | | | | | 10,046,856 | | | | | | 9,054,538 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | |
Net investment income: | | | | | | | | | | | | | |
Class A | | | | | (914,514) | | | | | | (862,932) | | |
Class C | | | | | (172,182) | | | | | | (139,932) | | |
Class I | | | | | (5,897,943) | | | | | | (3,325,705) | | |
Class R | | | | | (105,103) | | | | | | (149,738) | | |
Class R6 | | | | | (2,143,182) | | | | | | (4,524,469) | | |
Class W | | | | | (1,118,511) | | | | | | (475,976) | | |
Total distributions | | | | | (10,351,435) | | | | | | (9,478,752) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 431,895,254 | | | | | | 279,387,457 | | |
Reinvestment of distributions | | | | | 7,960,503 | | | | | | 4,708,772 | | |
| | | | | 439,855,757 | | | | | | 284,096,229 | | |
Cost of shares redeemed | | | | | (128,749,637) | | | | | ��� | (65,924,273) | | |
Net increase in net assets resulting from capital share transactions | | | | | 311,106,120 | | | | | | 218,171,956 | | |
Net increase in net assets | | | | | 310,801,541 | | | | | | 217,747,742 | | |
NET ASSETS: | | | | | | | | | | | | | |
Beginning of year or period | | | | | 377,880,862 | | | | | | 160,133,120 | | |
End of year or period | | | | $ | 688,682,403 | | | | | $ | 377,880,862 | | |
Undistributed (distributions in excess of) net investment income or accumulated net investment loss at end of year or period | | | | $ | (332,446) | | | | | $ | 155,497 | | |
|
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3) | | | Expenses net of fee waivers and/or recoupments if any(2)(3) | | | Expenses net of all reductions/additions(2)(3) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | ||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | ||||||||||||||||||||||||||||||||||||||||||
Voya GNMA Income Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-18+ | | | | | 8.25 | | | | | | 0.09• | | | | | | (0.08) | | | | | | 0.01 | | | | | | 0.10 | | | | | | — | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 8.16 | | | | | | 0.11 | | | | | | 0.96 | | | | 0.95 | | | 0.95 | | | 2.09 | | | | | 391,568 | | | | | | 202 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-18+ | | | | | 8.21 | | | | | | 0.05• | | | | | | (0.07) | | | | | | (0.02) | | | | | | 0.07 | | | | | | — | | | | | | — | | | | | | 0.07 | | | | | | — | | | | | | 8.12 | | | | | | (0.27) | | | | | | 1.71 | | | | 1.70 | | | 1.70 | | | 1.33 | | | | | 64,944 | | | | | | 202 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-18+ | | | | | 8.26 | | | | | | 0.10• | | | | | | (0.07) | | | | | | 0.03 | | | | | | 0.11 | | | | | | — | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 8.18 | | | | | | 0.38 | | | | | | 0.71 | | | | 0.65 | | | 0.65 | | | 2.39 | | | | | 313,632 | | | | | | 202 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-18+ | | | | | 8.27 | | | | | | 0.10• | | | | | | (0.08) | | | | | | 0.02 | | | | | | 0.11 | | | | | | — | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 8.18 | | | | | | 0.24 | | | | | | 0.71 | | | | 0.70 | | | 0.70 | | | 2.34 | | | | | 135,675 | | | | | | 202 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-18+ | | | | | 7.89 | | | | | | 0.21• | | | | | | 0.03 | | | | | | 0.24 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 7.92 | | | | | | 3.07 | | | | | | 1.09 | | | | 1.09 | | | 1.09 | | | 5.41 | | | | | 52,027 | | | | | | 17 | | |
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 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3) | | | Expenses net of fee waivers and/or recoupments if any(2)(3) | | | Expenses net of all reductions/additions(2)(3) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | ||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | ||||||||||||||||||||||||||||||||||||||||||
Voya High Yield Bond Fund (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-18+ | | | | | 7.89 | | | | | | 0.18• | | | | | | 0.03 | | | | | | 0.21 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 7.92 | | | | | | 2.68 | | | | | | 1.84 | | | | 1.84 | | | 1.84 | | | 4.67 | | | | | 13,392 | | | | | | 17 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-18+ | | | | | 7.88 | | | | | | 0.23• | | | | | | 0.02 | | | | | | 0.25 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 7.91 | | | | | | 3.25 | | | | | | 0.74 | | | | 0.74 | | | 0.74 | | | 5.76 | | | | | 147,404 | | | | | | 17 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-18+ | | | | | 7.90 | | | | | | 0.25• | | | | | | 0.02 | | | | | | 0.27 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 7.92 | | | | | | 3.43 | | | | | | 0.68 | | | | 0.07 | | | 0.07 | | | 6.42 | | | | | 128,487 | | | | | | 17 | | |
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 P3 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-01-18(4) - 09-30-18+ | | | | | 7.85 | | | | | | 0.16• | | | | | | 0.06 | | | | | | 0.22 | | | | | | 0.15 | | | | | | — | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 7.92 | | | | | | 2.87 | | | | | | 0.68 | | | | 0.00* | | | 0.00* | | | 6.16 | | | | | 3 | | | | | | 17 | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-18+ | | | | | 7.90 | | | | | | 0.20• | | | | | | 0.03 | | | | | | 0.23 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 7.93 | | | | | | 2.94 | | | | | | 1.34 | | | | 1.34 | | | 1.34 | | | 5.13 | | | | | 1,161 | | | | | | 17 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-18+ | | | | | 7.89 | | | | | | 0.23• | | | | | | 0.02 | | | | | | 0.25 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 7.92 | | | | | | 3.23 | | | | | | 0.68 | | | | 0.68 | | | 0.68 | | | 5.74 | | | | | 9,426 | | | | | | 17 | | |
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 | | |
| | | | | | | | | 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 W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-18+ | | | | | 7.90 | | | | | | 0.22• | | | | | | 0.03 | | | | | | 0.25 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 7.93 | | | | | | 3.20 | | | | | | 0.84 | | | | 0.84 | | | 0.84 | | | 5.65 | | | | | 101,506 | | | | | | 17 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-18+ | | | | | 9.90 | | | | | | 0.15• | | | | | | (0.17) | | | | | | (0.02) | | | | | | 0.14 | | | | | | — | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 9.74 | | | | | | (0.17) | | | | | | 0.70 | | | | 0.70 | | | 0.70 | | | 3.00 | | | | | 409,953 | | | | | | 194†† | | |
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†† | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-18+ | | | | | 9.89 | | | | | | 0.11• | | | | | | (0.17) | | | | | | (0.06) | | | | | | 0.11 | | | | | | — | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 9.72 | | | | | | (0.64) | | | | | | 1.45 | | | | 1.45 | | | 1.45 | | | 2.25 | | | | | 31,226 | | | | | | 194†† | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-18+ | | | | | 9.90 | | | | | | 0.16• | | | | | | (0.17) | | | | | | (0.01) | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 9.73 | | | | | | (0.10) | | | | | | 0.36 | | | | 0.36 | | | 0.36 | | | 3.36 | | | | | 3,425,087 | | | | | | 194†† | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-18+ | | | | | 9.90 | | | | | | 0.15• | | | | | | (0.17) | | | | | | (0.02) | | | | | | 0.14 | | | | | | — | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 9.74 | | | | | | (0.17) | | | | | | 0.70 | | | | 0.70 | | | 0.70 | | | 3.00 | | | | | 28,703 | | | | | | 194†† | | |
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†† | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3) | | | Expenses net of fee waivers and/or recoupments if any(2)(3) | | | Expenses net of all reductions/additions(2)(3) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | ||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | ||||||||||||||||||||||||||||||||||||||||||
Voya Intermediate Bond Fund (continued) | | | | | | | | | | | | | | | | | | | | ��� | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class P3 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-01-18(4) - 09-30-18+ | | | | | 9.80 | | | | | | 0.12• | | | | | | (0.06) | | | | | | 0.06 | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 9.74 | | | | | | 0.57 | | | | | | 0.31 | | | | 0.00* | | | 0.00* | | | 3.53 | | | | | 9,225 | | | | | | 194†† | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-18+ | | | | | 9.92 | | | | | | 0.14• | | | | | | (0.18) | | | | | | (0.04) | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 9.75 | | | | | | (0.39) | | | | | | 0.95 | | | | 0.95 | | | 0.95 | | | 2.75 | | | | | 174,412 | | | | | | 194†† | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-18+ | | | | | 9.90 | | | | | | 0.17• | | | | | | (0.18) | | | | | | (0.01) | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 9.73 | | | | | | (0.09) | | | | | | 0.31 | | | | 0.31 | | | 0.31 | | | 3.39 | | | | | 1,695,603 | | | | | | 194†† | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-18+ | | | | | 9.89 | | | | | | 0.16• | | | | | | (0.16) | | | | | | 0.00* | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 9.73 | | | | | | (0.04) | | | | | | 0.45 | | | | 0.45 | | | 0.45 | | | 3.23 | | | | | 214,400 | | | | | | 194†† | | |
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†† | | |
Voya Short Term Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-18+ | | | | | 9.72 | | | | | | 0.10• | | | | | | (0.03) | | | | | | 0.07 | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 9.70 | | | | | | 0.73 | | | | | | 0.93 | | | | 0.77 | | | 0.77 | | | 1.99 | | | | | 5,756 | | | | | | 69 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-18+ | | | | | 9.72 | | | | | | 0.06• | | | | | | (0.03) | | | | | | 0.03 | | | | | | 0.05 | | | | | | — | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 9.70 | | | | | | 0.35 | | | | | | 1.68 | | | | 1.52 | | | 1.52 | | | 1.21 | | | | | 473 | | | | | | 69 | | |
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 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3) | | | Expenses net of fee waivers and/or recoupments if any(2)(3) | | | Expenses net of all reductions/additions(2)(3) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | ||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | ||||||||||||||||||||||||||||||||||||||||||
Voya Short Term Bond Fund (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-18+ | | | | | 9.71 | | | | | | 0.11• | | | | | | (0.03) | | | | | | 0.08 | | | | | | 0.10 | | | | | | — | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 9.69 | | | | | | 0.87 | | | | | | 0.78 | | | | 0.50 | | | 0.50 | | | 2.25 | | | | | 10,005 | | | | | | 69 | | |
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 P3 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-01-18(4) - 09-30-18+ | | | | | 9.71 | | | | | | 0.09• | | | | | | (0.01) | | | | | | 0.08 | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 9.70 | | | | | | 0.79 | | | | | | 0.63 | | | | 0.00* | | | 0.00* | | | 2.72 | | | | | 2,312 | | | | | | 69 | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-18+ | | | | | 9.72 | | | | | | 0.08• | | | | | | (0.02) | | | | | | 0.06 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.70 | | | | | | 0.60 | | | | | | 1.18 | | | | 1.02 | | | 1.02 | | | 1.72 | | | | | 3 | | | | | | 69 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-18+ | | | | | 9.72 | | | | | | 0.11• | | | | | | (0.03) | | | | | | 0.08 | | | | | | 0.11 | | | | | | — | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 9.69 | | | | | | 0.79 | | | | | | 0.63 | | | | 0.47 | | | 0.47 | | | 2.28 | | | | | 94,741 | | | | | | 69 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-18+ | | | | | 9.72 | | | | | | 0.11• | | | | | | (0.02) | | | | | | 0.09 | | | | | | 0.10 | | | | | | — | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 9.71 | | | | | | 0.95 | | | | | | 0.68 | | | | 0.52 | | | 0.52 | | | 2.25 | | | | | 252 | | | | | | 69 | | |
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 | | |
Voya Strategic Income Opportunities Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-18+ | | | | | 10.16 | | | | | | 0.17• | | | | | | 0.00* | | | | | | 0.17 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 10.15 | | | | | | 1.69 | | | | | | 0.97 | | | | 0.97 | | | 0.97 | | | 3.44 | | | | | 85,173 | | | | | | 60 | | |
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 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3) | | | Expenses net of fee waivers and/or recoupments if any(2)(3) | | | Expenses net of all reductions/additions(2)(3) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | ||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | ||||||||||||||||||||||||||||||||||||||||||
Voya Strategic Income Opportunities Fund (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-18+ | | | | | 10.00 | | | | | | 0.13• | | | | | | 0.01 | | | | | | 0.14 | | | | | | 0.14 | | | | | | — | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 10.00 | | | | | | 1.41 | | | | | | 1.72 | | | | 1.72 | | | 1.72 | | | 2.68 | | | | | 15,682 | | | | | | 60 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-18+ | | | | | 10.21 | | | | | | 0.19• | | | | | | 0.00* | | | | | | 0.19 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 10.20 | | | | | | 1.92 | | | | | | 0.62 | | | | 0.62 | | | 0.62 | | | 3.78 | | | | | 413,166 | | | | | | 60 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-18+ | | | | | 10.08 | | | | | | 0.16• | | | | | | 0.00* | | | | | | 0.16 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 10.07 | | | | | | 1.57 | | | | | | 1.22 | | | | 1.22 | | | 1.22 | | | 3.17 | | | | | 7,962 | | | | | | 60 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-18+ | | | | | 10.19 | | | | | | 0.19• | | | | | | 0.01 | | | | | | 0.20 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 10.18 | | | | | | 1.94 | | | | | | 0.59 | | | | 0.59 | | | 0.59 | | | 3.77 | | | | | 56,462 | | | | | | 60 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-18+ | | | | | 10.13 | | | | | | 0.19• | | | | | | (0.01) | | | | | | 0.18 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 10.12 | | | | | | 1.82 | | | | | | 0.72 | | | | 0.72 | | | 0.72 | | | 3.70 | | | | | 110,238 | | | | | | 60 | | |
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 | | | | $ | 97,046,974 | | | | | $ | 207,640,908 | | |
Strategic Income Opportunities | | | | | 206,975,041 | | | | | | 242,212,269 | | |
| | | Purchased | | | Sold | | ||||||
GNMA Income | | | | $ | 3,003,979 | | | | | $ | 265,809,274 | | |
Intermediate Bond | | | | | 608,039,047 | | | | | | 725,675,883 | | |
Short Term Bond | | | | | 24,840,437 | | | | | | 9,876,049 | | |
Strategic Income Opportunities | | | | | 120,155,774 | | | | | | 119,387,305 | | |
| | | Purchased | | | Sold | | ||||||
Intermediate Bond | | | | $ | 197,913,580 | | | | | $ | 328,094,000 | | |
Strategic Income Opportunities | | | | | 10,409,465 | | | | | | 37,466,000 | | |
| | | Purchases | | | Sales | | ||||||
GNMA Income | | | | $ | 8,560,468 | | | | | $ | 8,988,147 | | |
High Yield Bond | | | | | 86,005,734 | | | | | | 199,424,741 | | |
Intermediate Bond | | | | | 1,577,179,068 | | | | | | 1,130,418,616 | | |
Short Term Bond | | | | | 29,584,771 | | | | | | 24,050,639 | | |
Strategic Income Opportunities | | | | | 330,793,713 | | | | | | 76,324,187 | | |
| | | Purchases | | | Sales | | ||||||
GNMA Income | | | | $ | 2,539,467,728 | | | | | $ | 2,671,466,571 | | |
Intermediate Bond | | | | | 10,868,814,581 | | | | | | 10,655,167,468 | | |
Short Term Bond | | | | | 50,134,473 | | | | | | 45,283,799 | | |
Strategic Income Opportunities | | | | | 342,971,023 | | | | | | 214,279,794 | | |
Fund | | | Fee | |
GNMA Income | | | 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 | |
Fund | | | Fee | |
Short Term Bond | | | 0.45% on all assets | |
Strategic Income Opportunities | | | 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 | | | | $ | 3,055 | | | | | $ | — | | |
High Yield Bond | | | | | 403 | | | | | | — | | |
Intermediate Bond | | | | | 5,683 | | | | | | — | | |
Short Term Bond | | | | | 28 | | | | | | — | | |
Strategic Income Opportunities | | | | | 12,125 | | | | | | — | | |
Contingent Deferred Sales Charges: | | | | ||||||||||
GNMA Income | | | | $ | — | | | | | $ | 1,565 | | |
High Yield Bond | | | | | — | | | | | | 45 | | |
Intermediate Bond | | | | | 4,212 | | | | | | 3,244 | | |
Short Term Bond | | | | | — | | | | | | 1 | | |
Strategic Income Opportunities | | | | | 240 | | | | | | 1,088 | | |
Subsidiary/Affiliated Investment Company | | | Fund | | | Percentage | | |||
Roaring River II, Inc. | | | Strategic Income Opportunities | | | | | 6.66% | | |
Voya Global Target Payment Fund | | | Short Term Bond | | | | | 13.82 | | |
Voya Institutional Trust Company | | | GNMA Income | | | | | 23.17 | | |
Voya Intermediate Bond Portfolio | | | High Yield Bond | | | | | 25.21 | | |
Voya Retirement Insurance and Annuity Company | | | Intermediate Bond | | | | | 12.32 | | |
Voya Solution 2025 Portfolio | | | Short Term Bond | | | | | 24.56 | | |
Voya Solution Income Portfolio | | | Short Term Bond | | | | | 33.63 | | |
Fund | | | Class A | | | Class C | | | Class I | | | Class O | | | Class P | | | Class P3 | | | Class R | | | Class R6 | | | Class W | | |||||||||||||||||||||||||||
GNMA Income | | | | | 0.95% | | | | | | 1.70% | | | | | | 0.65% | | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | 0.70% | | |
High Yield Bond | | | | | 1.10% | | | | | | 1.85% | | | | | | 0.85% | | | | | | N/A | | | | | | 0.15% | | | | | | 0.00% | | | | | | 1.35% | | | | | | 0.83% | | | | | | 0.85% | | |
Intermediate Bond | | | | | 0.75% | | | | | | 1.50% | | | | | | 0.50% | | | | | | 0.75% | | | | | | N/A | | | | | | 0.00% | | | | | | 1.00% | | | | | | 0.50% | | | | | | 0.50% | | |
Short Term Bond | | | | | 0.80% | | | | | | 1.55% | | | | | | 0.50% | | | | | | N/A | | | | | | N/A | | | | | | 0.00% | | | | | | 1.05% | | | | | | 0.47% | | | | | | 0.55% | | |
Strategic Income Opportunities | | | | | 1.15% | | | | | | 1.90% | | | | | | 0.72% | | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | 1.40% | | | | | | 0.60% | | | | | | 0.90% | | |
| | | September 30, | | | ||||||||||||||||||||
| | | 2019 | | | 2020 | | | 2021 | | | Total | | ||||||||||||
GNMA Income | | | | $ | — | | | | | $ | — | | | | | $ | 45,839 | | | | | $ | 45,839 | | |
High Yield Bond | | | | | — | | | | | | — | | | | | | 771 | | | | | | 771 | | |
Intermediate Bond | | | | | — | | | | | | — | | | | | | 8,916 | | | | | | 8,916 | | |
Short Term Bond | | | | | 107,035 | | | | | | 109,330 | | | | | | 145,983 | | | | | | 362,348 | | |
| | | September 30, | | | ||||||||||||||||||||
| | | 2019 | | | 2020 | | | 2021 | | | Total | | ||||||||||||
GNMA Income | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | $ | — | | | | | $ | 39,017 | | | | | $ | 241,391 | | | | | $ | 280,408 | | |
Short Term Bond | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | 2,781 | | | | | | — | | | | | | — | | | | | | 2,781 | | |
Class C | | | | | 308 | | | | | | — | | | | | | — | | | | | | 308 | | |
Class I | | | | | 6,603 | | | | | | 8,530 | | | | | | 10,598 | | | | | | 25,731 | | |
Class R | | | | | 1 | | | | | | — | | | | | | — | | | | | | 1 | | |
Class W | | | | | 87 | | | | | | — | | | | | | — | | | | | | 87 | | |
Fund | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
GNMA Income | | | | | 3 | | | | | $ | 526,667 | | | | | | 2.70% | | |
High Yield Bond | | | | | 8 | | | | | | 5,730,250 | | | | | | 2.70 | | |
Intermediate Bond | | | | | 9 | | | | | | 2,681,333 | | | | | | 2.70 | | |
Fund | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | | | | |||||||||||||||
Short Term Bond | | | | | 1 | | | | | | 1,924,000 | | | | | | 2.69 | | | | | | ||||||
Strategic Income Opportunities | | | | | 15 | | | | | | 2,331,333 | | | | | | 2.70 | | | | | | ||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Notional Amount (USD) | | | Cost | | ||||||
Balance at 03/31/2018 | | | | | 359,400,000 | | | | | $ | — | | |
Options Purchased | | | | | 359,400,000 | | | | | | — | | |
Balance at 09/30/2018 | | | | | 718,800,000 | | | | | $ | — | | |
|
| | | Notional Amount (USD) | | | Cost | | ||||||
Balance at 03/31/2018 | | | | | 3,630,000 | | | | | $ | — | | |
Options Purchased | | | | | 3,630,000 | | | | | | — | | |
Balance at 03/31/2018 | | | | | 7,260,000 | | | | | $ | — | | |
|
| | | Notional Amount (USD) | | | Cost | | ||||||
Balance at 03/31/2018 | | | | | 42,330,000 | | | | | $ | — | | |
Options Purchased | | | | | 42,330,000 | | | | | | — | | |
Balance at 09/30/2018 | | | | | 84,660,000 | | | | | $ | — | | |
|
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Shares converted | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Shares converted | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||||||||
GNMA Income | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2018 | | | | | 2,300,171 | | | | | | — | | | | | | 552,318 | | | | | | (7,633,838) | | | | | | — | | | | | | (4,781,349) | | | | | | 18,886,234 | | | | | | — | | | | | | 4,531,867 | | | | | | (62,619,151) | | | | | | — | | | | | | (39,201,050) | | |
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) | | |
Class B(1) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2018 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
3/31/2018 | | | | | — | | | | | | — | | | | | | 9 | | | | | | (1,673) | | | | | | (6,699) | | | | | | (8,363) | | | | | | — | | | | | | — | | | | | | 75 | | | | | | (14,099) | | | | | | (56,410) | | | | | | (70,434) | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2018 | | | | | 103,012 | | | | | | — | | | | | | 61,457 | | | | | | (1,493,980) | | | | | | — | | | | | | (1,329,511) | | | | | | 840,840 | | | | | | — | | | | | | 501,615 | | | | | | (12,190,259) | | | | | | — | | | | | | (10,847,804) | | |
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) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2018 | | | | | 5,587,883 | | | | | | — | | | | | | 424,732 | | | | | | (10,059,156) | | | | | | — | | | | | | (4,046,541) | | | | | | 45,948,115 | | | | | | — | | | | | | 3,489,966 | | | | | | (82,637,281) | | | | | | — | | | | | | (33,199,200) | | |
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) | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2018 | | | | | 3,311,305 | | | | | | — | | | | | | 202,998 | | | | | | (5,875,631) | | | | | | — | | | | | | (2,361,328) | | | | | | 27,228,375 | | | | | | — | | | | | | 1,669,520 | | | | | | (48,358,087) | | | | | | — | | | | | | (19,460,192) | | |
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 | | |
High Yield Bond | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2018 | | | | | 371,311 | | | | | | — | | | | | | 149,139 | | | | | | (665,356) | | | | | | — | | | | | | (144,906) | | | | | | 2,932,899 | | | | | | — | | | | | | 1,175,243 | | | | | | (5,252,128) | | | | | | — | | | | | | (1,143,986) | | |
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) | | |
Class B(1) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2018 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
3/31/2018 | | | | | 1 | | | | | | — | | | | | | 28 | | | | | | (16) | | | | | | (7,909) | | | | | | (7,896) | | | | | | 6 | | | | | | — | | | | | | 229 | | | | | | (120) | | | | | | (64,630) | | | | | | (64,515) | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2018 | | | | | 460,943 | | | | | | — | | | | | | 20,965 | | | | | | (122,888) | | | | | | — | | | | | | 359,020 | | | | | | 3,645,466 | | | | | | — | | | | | | 165,208 | | | | | | (969,162) | | | | | | — | | | | | | 2,841,512 | | |
3/31/2018 | | | | | 83,432 | | | | | | — | | | | | | 48,053 | | | | | | (416,675) | | | | | | — | | | | | | (285,190) | | | | | | 679,284 | | | | | | — | | | | | | 390,076 | | | | | | (3,375,627) | | | | | | — | | | | | | (2,306,267) | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Shares converted | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Shares converted | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||||||||
High Yield Bond (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2018 | | | | | 2,558,238 | | | | | | — | | | | | | 537,872 | | | | | | (3,399,520) | | | | | | — | | | | | | (303,410) | | | | | | 20,235,425 | | | | | | — | | | | | | 4,231,930 | | | | | | (26,786,048) | | | | | | — | | | | | | (2,318,693) | | |
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) | | |
Class P | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2018 | | | | | 1,036,756 | | | | | | — | | | | | | 516,898 | | | | | | (2,148,300) | | | | | | — | | | | | | (594,646) | | | | | | 8,182,063 | | | | | | — | | | | | | 4,075,402 | | | | | | (16,889,907) | | | | | | — | | | | | | (4,632,442) | | |
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) | | |
Class P3 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/1/2018(2) - 9/30/2018 | | | | | 148,707 | | | | | | — | | | | | | 613 | | | | | | (148,933) | | | | | | — | | | | | | 387 | | | | | | 1,168,681 | | | | | | — | | | | | | 4,811 | | | | | | (1,169,418) | | | | | | — | | | | | | 4,074 | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2018 | | | | | 43,646 | | | | | | — | | | | | | 3,471 | | | | | | (826) | | | | | | — | | | | | | 46,291 | | | | | | 344,917 | | | | | | — | | | | | | 27,378 | | | | | | (6,574) | | | | | | — | | | | | | 365,721 | | |
3/31/2018 | | | | | 88,277 | | | | | | — | | | | | | 3,101 | | | | | | (24,156) | | | | | | — | | | | | | 67,222 | | | | | | 720,514 | | | | | | — | | | | | | 25,085 | | | | | | (196,317) | | | | | | — | | | | | | 549,282 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2018 | | | | | 1,855,890 | | | | | | — | | | | | | 234,581 | | | | | | (15,767,647) | | | | | | — | | | | | | (13,677,176) | | | | | | 14,639,764 | | | | | | — | | | | | | 1,843,541 | | | | | | (123,857,577) | | | | | | — | | | | | | (107,374,272) | | |
3/31/2018 | | | | | 3,482,917 | | | | | | — | | | | | | 831,873 | | | | | | (4,336,291) | | | | | | — | | | | | | (21,501) | | | | | | 28,261,313 | | | | | | — | | | | | | 6,747,527 | | | | | | (34,981,473) | | | | | | — | | | | | | 27,367 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2018 | | | | | 1,398,785 | | | | | | — | | | | | | 345,052 | | | | | | (1,467,302) | | | | | | — | | | | | | 276,535 | | | | | | 11,044,844 | | | | | | — | | | | | | 2,722,587 | | | | | | (11,588,232) | | | | | | — | | | | | | 2,179,199 | | |
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 | | |
Intermediate Bond | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2018 | | | | | 5,727,124 | | | | | | — | | | | | | 484,559 | | | | | | (9,043,734) | | | | | | — | | | | | | (2,832,051) | | | | | | 56,151,491 | | | | | | — | | | | | | 4,746,430 | | | | | | (88,646,931) | | | | | | — | | | | | | (27,749,010) | | |
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 | | |
Class B(1) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2018 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
3/31/2018 | | | | | 10 | | | | | | — | | | | | | 13 | | | | | | (39) | | | | | | (18,803) | | | | | | (18,819) | | | | | | 103 | | | | | | — | | | | | | 130 | | | | | | (376) | | | | | | (189,179) | | | | | | (189,322) | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2018 | | | | | 659,475 | | | | | | — | | | | | | 26,415 | | | | | | (602,014) | | | | | | — | | | | | | 83,876 | | | | | | 6,453,877 | | | | | | — | | | | | | 258,265 | | | | | | (5,891,427) | | | | | | — | | | | | | 820,715 | | |
3/31/2018 | | | | | 1,266,959 | | | | | | — | | | | | | 49,800 | | | | | | (1,017,895) | | | | | | — | | | | | | 298,864 | | | | | | 12,774,961 | | | | | | — | | | | | | 501,264 | | | | | | (10,251,019) | | | | | | — | | | | | | 3,025,206 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2018 | | | | | 132,477,407 | | | | | | — | | | | | | 4,553,465 | | | | | | (38,863,836) | | | | | | — | | | | | | 98,167,036 | | | | | | 1,294,135,361 | | | | | | — | | | | | | 44,553,780 | | | | | | (380,156,992) | | | | | | — | | | | | | 958,532,149 | | |
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 | | |
Class O | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2018 | | | | | 82,247 | | | | | | — | | | | | | 3,974 | | | | | | (244,550) | | | | | | — | | | | | | (158,329) | | | | | | 807,269 | | | | | | — | | | | | | 38,925 | | | | | | (2,394,340) | | | | | | — | | | | | | (1,548,146) | | |
3/31/2018 | | | | | 207,693 | | | | | | — | | | | | | 8,239 | | | | | | (347,555) | | | | | | — | | | | | | (131,623) | | | | | | 2,094,830 | | | | | | — | | | | | | 83,090 | | | | | | (3,504,097) | | | | | | — | | | | | | (1,326,177) | | |
Class P3 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/1/2018(2) - 9/30/2018 | | | | | 1,068,041 | | | | | | — | | | | | | 10,447 | | | | | | (130,915) | | | | | | — | | | | | | 947,573 | | | | | | 10,459,885 | | | | | | — | | | | | | 102,145 | | | | | | (1,280,700) | | | | | | — | | | | | | 9,281,330 | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2018 | | | | | 1,178,614 | | | | | | — | | | | | | 235,099 | | | | | | (2,378,788) | | | | | | — | | | | | | (965,075) | | | | | | 11,571,368 | | | | | | — | | | | | | 2,305,166 | | | | | | (23,352,505) | | | | | | — | | | | | | (9,475,971) | | |
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 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2018 | | | | | 32,563,983 | | | | | | — | | | | | | 2,574,036 | | | | | | (14,035,275) | | | | | | — | | | | | | 21,102,744 | | | | | | 319,198,129 | | | | | | — | | | | | | 25,188,900 | | | | | | (137,416,040) | | | | | | — | | | | | | 206,970,989 | | |
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 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2018 | | | | | 6,082,243 | | | | | | — | | | | | | 544,739 | | | | | | (61,466,726) | | | | | | — | | | | | | (54,839,744) | | | | | | 59,570,991 | | | | | | — | | | | | | 5,334,309 | | | | | | (597,848,161) | | | | | | — | | | | | | (532,942,861) | | |
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 | | |
Short Term Bond | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2018 | | | | | 445,825 | | | | | | — | | | | | | 4,871 | | | | | | (126,650) | | | | | | — | | | | | | 324,046 | | | | | | 4,332,948 | | | | | | — | | | | | | 47,278 | | | | | | (1,229,435) | | | | | | — | | | | | | 3,150,791 | | |
3/31/2018 | | | | | 1,095,541 | | | | | | — | | | | | | 7,868 | | | | | | (1,331,356) | | | | | | — | | | | | | (227,947) | | | | | | 10,775,143 | | | | | | — | | | | | | 77,216 | | | | | | (13,054,149) | | | | | | — | | | | | | (2,201,790) | | |
| | | Shares sold | | | Shares issued in merger | �� | | Reinvestment of distributions | | | Shares redeemed | | | Shares converted | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Shares converted | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||||||||
Short Term Bond (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2018 | | | | | 631 | | | | | | — | | | | | | 285 | | | | | | (27,060) | | | | | | — | | | | | | (26,144) | | | | | | 6,124 | | | | | | — | | | | | | 2,770 | | | | | | (262,665) | | | | | | — | | | | | | (253,771) | | |
3/31/2018 | | | | | 20,206 | | | | | | — | | | | | | 590 | | | | | | (55,443) | | | | | | — | | | | | | (34,647) | | | | | | 198,078 | | | | | | — | | | | | | 5,794 | | | | | | (543,370) | | | | | | — | | | | | | (339,498) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2018 | | | | | 344,946 | | | | | | — | | | | | | 10,734 | | | | | | (309,352) | | | | | | — | | | | | | 46,328 | | | | | | 3,346,307 | | | | | | — | | | | | | 104,105 | | | | | | (3,000,919) | | | | | | — | | | | | | 449,493 | | |
3/31/2018 | | | | | 512,815 | | | | | | — | | | | | | 13,834 | | | | | | (853,890) | | | | | | — | | | | | | (327,241) | | | | | | 5,027,482 | | | | | | — | | | | | | 135,668 | | | | | | (8,405,931) | | | | | | — | | | | | | (3,242,781) | | |
Class P3 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/1/2018(2) - 9/30/2018 | | | | | 260,541 | | | | | | — | | | | | | 1,887 | | | | | | (24,036) | | | | | | — | | | | | | 238,392 | | | | | | 2,528,834 | | | | | | — | | | | | | 18,310 | | | | | | (233,098) | | | | | | — | | | | | | 2,314,046 | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2018 | | | | | — | | | | | | — | | | | | | 3 | | | | | | — | | | | | | — | | | | | | 3 | | | | | | — | | | | | | — | | | | | | 25 | | | | | | — | | | | | | — | | | | | | 25 | | |
3/31/2018 | | | | | — | | | | | | — | | | | | | 4 | | | | | | (1) | | | | | | — | | | | | | 3 | | | | | | — | | | | | | — | | | | | | 41 | | | | | | (15) | | | | | | — | | | | | | 26 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2018 | | | | | 2,260,054 | | | | | | — | | | | | | 98,982 | | | | | | (2,166,669) | | | | | | — | | | | | | 192,367 | | | | | | 21,908,616 | | | | | | — | | | | | | 960,099 | | | | | | (21,020,494) | | | | | | — | | | | | | 1,848,221 | | |
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 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2018 | | | | | 55,162 | | | | | | — | | | | | | 339 | | | | | | (37,706) | | | | | | — | | | | | | 17,795 | | | | | | 535,627 | | | | | | — | | | | ��� | | 3,297 | | | | | | (365,792) | | | | | | — | | | | | | 173,132 | | |
3/31/2018 | | | | | 18,577 | | | | | | — | | | | | | 185 | | | | | | (50,525) | | | | | | — | | | | | | (31,763) | | | | | | 182,956 | | | | | | — | | | | | | 1,814 | | | | | | (498,218) | | | | | | — | | | | | | (313,448) | | |
Strategic Income Opportunities | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2018 | | | | | 7,185,941 | | | | | | — | | | | | | 86,711 | | | | | | (1,928,427) | | | | | | — | | | | | | 5,344,225 | | | | | | 72,953,376 | | | | | | — | | | | | | 880,140 | | | | | | (19,576,229) | | | | | | — | | | | | | 54,257,287 | | |
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 | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2018 | | | | | 860,341 | | | | | | — | | | | | | 16,424 | | | | | | (123,284) | | | | | | — | | | | | | 753,481 | | | | | | 8,604,092 | | | | | | — | | | | | | 164,139 | | | | | | (1,232,260) | | | | | | — | | | | | | 7,535,971 | | |
3/31/2018 | | | | | 743,843 | | | | | | — | | | | | | 12,847 | | | | | | (132,066) | | | | | | — | | | | | | 624,624 | | | | | | 7,469,371 | | | | | | — | | | | | | 129,023 | | | | | | (1,327,785) | | | | | | — | | | | | | 6,270,609 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2018 | | | | | 24,137,545 | | | | | | — | | | | | | 569,679 | | | | | | (3,301,216) | | | | | | — | | | | | | 21,406,008 | | | | | | 246,284,816 | | | | | | — | | | | | | 5,810,691 | | | | | | (33,679,903) | | | | | | — | | | | | | 218,415,604 | | |
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 | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2018 | | | | | 291,896 | | | | | | — | | | | | | 10,439 | | | | | | (24,735) | | | | | | — | | | | | | 277,600 | | | | | | 2,938,785 | | | | | | — | | | | | | 105,103 | | | | | | (249,046) | | | | | | — | | | | | | 2,794,842 | | |
3/31/2018 | | | | | 201,393 | | | | | | — | | | | | | 14,798 | | | | | | (97,224) | | | | | | — | | | | | | 118,967 | | | | | | 2,036,003 | | | | | | — | | | | | | 149,732 | | | | | | (983,716) | | | | | | — | | | | | | 1,202,019 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2018 | | | | | 1,038,568 | | | | | | — | | | | | | 3,282 | | | | | | (6,502,523) | | | | | | — | | | | | | (5,460,673) | | | | | | 10,572,902 | | | | | | — | | | | | | 33,405 | | | | | | (66,156,336) | | | | | | — | | | | | | (55,550,029) | | |
3/31/2018 | | | | | 31,348 | | | | | | — | | | | | | 588 | | | | | | (1,551) | | | | | | — | | | | | | 30,385 | | | | | | 320,204 | | | | | | — | | | | | | 6,023 | | | | | | (15,855) | | | | | | — | | | | | | 310,372 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2018 | | | | | 8,945,795 | | | | | | — | | | | | | 95,545 | | | | | | (776,359) | | | | | | — | | | | | | 8,264,981 | | | | | | 90,541,283 | | | | | | — | | | | | | 967,025 | | | | | | (7,855,863) | | | | | | — | | | | | | 83,652,445 | | |
3/31/2018 | | | | | 2,784,683 | | | | | | — | | | | | | 34,381 | | | | | | (608,418) | | | | | | — | | | | | | 2,210,646 | | | | | | 28,318,606 | | | | | | — | | | | | | 349,467 | | | | | | (6,192,653) | | | | | | — | | | | | | 22,475,420 | | |
Loan | | | Unfunded Loan Commitment | | | Unrealized Appreciation/ (Depreciation) at 9/30/18* | | ||||||
DentalCorp Perfect Smile ULC | | | | $ | 30,000 | | | | | $ | 281 | | |
Mavis Tire Express Servics Corp. | | | | | 46,915 | | | | | | (91) | | |
Pearl Intermediate Parent LLC. | | | | | 34,091 | | | | | | (554) | | |
| | | | $ | 111,006 | | | | | $ | (364) | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Prime Brokerage Intl Ltd | | | | $ | 279,169 | | | | | $ | (279,169) | | | | | $ | — | | |
Citadel Clearing LLC | | | | | 2,918,779 | | | | | | (2,918,779) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 3,154,037 | | | | | | (3,154,037) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 2,794,979 | | | | | | (2,794,979) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Deutsche Bank Securities Inc. | | | | | 1,752,071 | | | | | | (1,752,071) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 4,749,538 | | | | | | (4,749,538) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 3,209,234 | | | | | | (3,209,234) | | | | | | — | | |
Jefferies LLC | | | | | 1,109,455 | | | | | | (1,109,455) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 980,166 | | | | | | (980,166) | | | | | | — | | |
SunTrust Robinson Humphrey,Inc | | | | | 160,273 | | | | | | (160,273) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 624,380 | | | | | | (624,380) | | | | | | — | | |
| | | | $ | 21,732,081 | | | | | $ | (21,732,081) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Prime Brokerage Intl Ltd | | | | $ | 269,281 | | | | | $ | (269,281) | | | | | $ | — | | |
Barclays Bank PLC | | | | | 2,053,076 | | | | | | (2,053,076) | | | | | | — | | |
Barclays Capital Inc. | | | | | 5,935,088 | | | | | | (5,935,088) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 536,373 | | | | | | (536,373) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 254,340 | | | | | | (254,340) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 1,416,909 | | | | | | (1,416,909) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 2,536,779 | | | | | | (2,536,779) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 252,982 | | | | | | (252,982) | | | | | | — | | |
Jefferies LLC | | | | | 120,614 | | | | | | (120,614) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 18,605 | | | | | | (18,605) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 2,166,184 | | | | | | (2,166,184) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 5,565,977 | | | | | | (5,565,977) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 1,896,391 | | | | | | (1,896,391) | | | | | | — | | |
Societe Generale | | | | | 31,017,637 | | | | | | (31,017,637) | | | | | | — | | |
UBS AG | | | | | 1,146,724 | | | | | | (1,146,724) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 25,496,233 | | | | | | (25,496,233) | | | | | | — | | |
| | | | $ | 80,683,193 | | | | | $ | (80,683,193) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Credit Suisse Securities (USA) LLC | | | | $ | 179,080 | | | | | $ | (179,080) | | | | | $ | — | | |
Morgan Stanley & Co. LLC | | | | | 125,306 | | | | | | (125,306) | | | | | | — | | |
| | | | $ | 304,386 | | | | | $ | (304,386) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Prime Brokerage Intl Ltd | | | | $ | 58,752 | | | | | $ | (58,752) | | | | | $ | — | | |
BNP Paribas | | | | | 655,504 | | | | | | (655,504) | | | | | | — | | |
Barclays Capital Inc. | | | | | 883,588 | | | | | | (883,588) | | | | | | — | | |
Citadel Clearing LLC | | | | | 202,254 | | | | | | (202,254) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 149,424 | | | | | | (149,424) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 267,963 | | | | | | (267,963) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 201,234 | | | | | | (201,234) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 359,223 | | | | | | (359,223) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
J.P. Morgan Securities LLC | | | | | 318,903 | | | | | | (318,903) | | | | | | — | | |
Jefferies LLC | | | | | 183,445 | | | | | | (183,445) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 35,287 | | | | | | (35,287) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 446,281 | | | | | | (446,281) | | | | | | — | | |
SunTrust Robinson Humphrey,Inc | | | | | 151,868 | | | | | | (151,868) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 1,059,011 | | | | | | (1,059,011) | | | | | | — | | |
Total | | | | $ | 4,972,737 | | | | | $ | (4,972,737) | | | | | $ | — | | |
|
| | | Six Months Ended September 30, 2018 | | | Year Ended March 31, 2018 | | ||||||||||||
| | | Ordinary Income | | | Ordinary Income | | | Return of Capital | | |||||||||
GNMA Income | | | | $ | 11,885,149 | | | | | $ | 25,285,448 | | | | | $ | 2,618,590 | | |
High Yield Bond | | | | | 14,852,358 | | | | | | 34,913,396 | | | | | | — | | |
Intermediate Bond | | | | | 91,446,405 | | | | | | 144,520,033 | | | | | | — | | |
Short Term Bond | | | | | 1,153,521 | | | | | | 1,982,682 | | | | | | — | | |
Strategic Income Opportunities | | | | | 10,351,435 | | | | | | 9,478,752 | | | | | | — | | |
| | | 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 | | | | November 1, 2018 | | | | | Daily | | |
Class C | | | | $ | 0.0112 | | | | November 1, 2018 | | | | | Daily | | |
Class I | | | | $ | 0.0185 | | | | November 1, 2018 | | | | | Daily | | |
Class W | | | | $ | 0.0183 | | | | November 1, 2018 | | | | | Daily | | |
High Yield Bond | | | | | | | | | | | | | | | | |
Class A | | | | $ | 0.0359 | | | | November 1, 2018 | | | | | Daily | | |
Class C | | | | $ | 0.0309 | | | | November 1, 2018 | | | | | Daily | | |
Class I | | | | $ | 0.0382 | | | | November 1, 2018 | | | | | Daily | | |
Class P | | | | $ | 0.0424 | | | | November 1, 2018 | | | | | Daily | | |
Class P3 | | | | $ | 0.0424 | | | | November 1, 2018 | | | | | Daily | | |
Class R | | | | $ | 0.0343 | | | | November 1, 2018 | | | | | Daily | | |
Class R6 | | | | $ | 0.0381 | | | | November 1, 2018 | | | | | Daily | | |
Class W | | | | $ | 0.0376 | | | | November 1, 2018 | | | | | Daily | | |
Intermediate Bond | | | | | | | | | | | | | | | | |
Class A | | | | $ | 0.0247 | | | | November 1, 2018 | | | | | Daily | | |
Class C | | | | $ | 0.0185 | | | | November 1, 2018 | | | | | Daily | | |
Class I | | | | $ | 0.0275 | | | | November 1, 2018 | | | | | Daily | | |
Class O | | | | $ | 0.0247 | | | | November 1, 2018 | | | | | Daily | | |
Class P3 | | | | $ | 0.0302 | | | | November 1, 2018 | | | | | Daily | | |
Class R | | | | $ | 0.0227 | | | | November 1, 2018 | | | | | Daily | | |
| | | Per Share Amount | | | Payable Date | | | Record Date | | ||||||
Class R6 | | | | $ | 0.0276 | | | | November 1, 2018 | | | | | Daily | | |
Class W | | | | $ | 0.0268 | | | | November 1, 2018 | | | | | Daily | | |
Short Term Bond | | | | | | | | | | | | | | | | |
Class A | | | | $ | 0.0206 | | | | November 1, 2018 | | | | | Daily | | |
Class C | | | | $ | 0.0144 | | | | November 1, 2018 | | | | | Daily | | |
Class I | | | | $ | 0.0230 | | | | November 1, 2018 | | | | | Daily | | |
Class P3 | | | | $ | 0.0272 | | | | November 1, 2018 | | | | | Daily | | |
Class R | | | | $ | 0.0189 | | | | November 1, 2018 | | | | | Daily | | |
Class R6 | | | | $ | 0.0233 | | | | November 1, 2018 | | | | | Daily | | |
Class W | | | | $ | 0.0227 | | | | November 1, 2018 | | | | | Daily | | |
Strategic Income Opportunities | | | | | | | | | | | | | | | | |
Class A | | | | $ | 0.0353 | | | | November 1, 2018 | | | | | Daily | | |
Class C | | | | $ | 0.0285 | | | | November 1, 2018 | | | | | Daily | | |
Class I | | | | $ | 0.0394 | | | | November 1, 2018 | | | | | Daily | | |
Class R | | | | $ | 0.0329 | | | | November 1, 2018 | | | | | Daily | | |
Class R6 | | | | $ | 0.0396 | | | | November 1, 2018 | | | | | Daily | | |
Class W | | | | $ | 0.0374 | | | | November 1, 2018 | | | | | Daily | | |
Voya GNMA Income Fund | as of September 30, 2018 (Unaudited) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: 57.9% | | ||||||||||||||||||
| | | 1,511,991 | | | | Fannie Mae 2004-28 PZ, 6.000%, 05/25/2034 | | | | $ | 1,786,897 | | | | | | 0.2 | | |
| | | 2,468,510 | | | | Fannie Mae 2004-88 ZC, 6.500%, 12/25/2034 | | | | | 2,912,092 | | | | | | 0.3 | | |
| | | 8,969,038 | | | | Fannie Mae 2005-17 B, 6.500%, (US0001M + 6.500%), 03/25/2035 | | | | | 10,060,914 | | | | | | 1.1 | | |
| | | 2,448,739 | | | | Fannie Mae 2005-43 PZ, 6.000%, 05/25/2035 | | | | | 2,775,366 | | | | | | 0.3 | | |
| | | 1,139,478 | | | | Fannie Mae 2007-60 ZB, 4.750%, 05/25/2037 | | | | | 1,211,075 | | | | | | 0.1 | | |
| | | 10,037,896 (1) | | | | Fannie Mae 2010-150 PS, 4.384%, (-1.000*US0001M + 6.600%), 12/25/2039 | | | | | 652,379 | | | | | | 0.1 | | |
| | | 9,637,641 (1) | | | | Fannie Mae 2010-95 SB, 4.384%, (-1.000*US0001M + 6.600%), 09/25/2040 | | | | | 1,011,483 | | | | | | 0.1 | | |
| | | 4,602,729 | | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | | | | | 4,856,310 | | | | | | 0.5 | | |
| | | 11,753,623 (1) | | | | Fannie Mae 2012-148 HI, 3.500%, 05/25/2042 | | | | | 1,606,518 | | | | | | 0.2 | | |
| | | 1,749,703 | | | | Fannie Mae REMIC Trust 2003-16 CX, 6.500%, 03/25/2033 | | | | | 1,921,328 | | | | | | 0.2 | | |
| | | 3,368,224 | | | | Fannie Mae REMIC Trust 2003-34 LN, 5.000%, 05/25/2033 | | | | | 3,388,951 | | | | | | 0.4 | | |
| | | 163,183 | | | | Fannie Mae REMIC Trust 2004-61 SH, 15.129%, (-3.998*US0001M + 23.988%), 11/25/2032 | | | | | 208,913 | | | | | | 0.0 | | |
| | | 3,165,627 | | | | Fannie Mae REMIC Trust 2004-W3 A8, 5.500%, 05/25/2034 | | | | | 3,449,081 | | | | | | 0.4 | | |
| | | 1,306,878 (1) | | | | Fannie Mae REMIC Trust 2005-17 ES, 4.534%, (-1.000*US0001M + 6.750%), 03/25/2035 | | | | | 121,792 | | | | | | 0.0 | | |
| | | 1,056,544 | | | | Fannie Mae REMIC Trust 2005-59 NQ, 11.336%, (-2.500*US0001M + 16.875%), 05/25/2035 | | | | | 1,253,570 | | | | | | 0.1 | | |
| | | 1,009,778 | | | | Fannie Mae REMIC Trust 2005-88 ZC, 5.000%, 10/25/2035 | | | | | 1,049,776 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 317,489 | | | | Fannie Mae REMIC Trust 2006-115 ES, 17.697%, (-4.000*US0001M + 26.560%), 12/25/2036 | | | | $ | 413,306 | | | | | | 0.0 | | |
| | | 2,337,254 (1) | | | | Fannie Mae REMIC Trust 2006-36 SP, 4.484%, (-1.000*US0001M + 6.700%), 05/25/2036 | | | | | 241,933 | | | | | | 0.0 | | |
| | | 5,116,824 (1) | | | | Fannie Mae REMIC Trust 2006-79 SH, 4.234%, (-1.000*US0001M + 6.450%), 08/25/2036 | | | | | 788,913 | | | | | | 0.1 | | |
| | | 462,598 (2) | | | | Fannie Mae REMIC Trust 2009-12 LK, 8.736%, 03/25/2039 | | | | | 492,614 | | | | | | 0.1 | | |
| | | 1,861,549 | | | | Fannie Mae REMIC Trust 2009-66 XA, 5.500%, 12/25/2035 | | | | | 2,101,411 | | | | | | 0.2 | | |
| | | 6,000,000 | | | | Fannie Mae REMIC Trust 2010-155 JC, 4.000%, 12/25/2039 | | | | | 6,128,033 | | | | | | 0.7 | | |
| | | 5,084,839 | | | | Fannie Mae REMIC Trust 2010-2 LC, 5.000%, 02/25/2040 | | | | | 5,442,376 | | | | | | 0.6 | | |
| | | 2,150,752 | | | | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041 | | | | | 2,291,571 | | | | | | 0.3 | | |
| | | 10,833,269 (1) | | | | Fannie Mae REMIC Trust 2012-128 VS, 4.034%, (-1.000*US0001M + 6.250%), 06/25/2042 | | | | | 1,121,879 | | | | | | 0.1 | | |
| | | 8,622,391 (1) | | | | Fannie Mae REMIC Trust 2012-142 BI, 3.000%, 11/25/2027 | | | | | 722,422 | | | | | | 0.1 | | |
| | | 4,352,452 (1) | | | | Fannie Mae REMIC Trust 2012-154 PI, 4.000%, 05/25/2042 | | | | | 721,082 | | | | | | 0.1 | | |
| | | 3,885,423 (1) | | | | Fannie Mae REMIC Trust 2012-68 SD, 4.484%, (-1.000*US0001M + 6.700%), 06/25/2032 | | | | | 530,116 | | | | | | 0.1 | | |
| | | 3,457,000 | | | | Fannie Mae REMIC Trust 2012-97 PC, 3.500%, 09/25/2042 | | | | | 3,224,944 | | | | | | 0.4 | | |
Voya GNMA Income Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,452,426 (1) | | | | Fannie Mae REMIC Trust 2013-13 PI, 3.500%, 04/25/2042 | | | | $ | 176,298 | | | | | | 0.0 | | |
| | | 4,120,235 (1) | | | | Fannie Mae REMIC Trust 2013-54 ID, 3.000%, 01/25/2033 | | | | | 499,898 | | | | | | 0.1 | | |
| | | 1,105,555 | | | | Fannie Mae REMICS 2004-89 ES, 9.128%, (-1.850*US0001M + 13.227%), 08/25/2034 | | | | | 1,157,231 | | | | | | 0.1 | | |
| | | 6,546 (3) | | | | Fannie Mae REMICS 2006-44 P, 0.000%, 12/25/ 2033 | | | | | 5,473 | | | | | | 0.0 | | |
| | | 6,930,209 | | | | Fannie Mae Series 2016-51 S, 3.704%, (-1.000*US0001M + 5.920%), 10/25/2043 | | | | | 6,453,153 | | | | | | 0.7 | | |
| | | 2,780,520 | | | | Freddie Mac 3770 GA, 4.500%, 10/15/2040 | | | | | 2,886,447 | | | | | | 0.3 | | |
| | | 3,774,248 | | | | Freddie Mac REMIC Trust 2005-S001 2A2, 2.215%, (US0001M + 0.150%), 09/25/2045 | | | | | 3,741,758 | | | | | | 0.4 | | |
| | | 637,948 | | | | Freddie Mac REMIC Trust 2653 SC, 5.748%, (-0.500*US0001M + 6.800%), 07/15/2033 | | | | | 661,433 | | | | | | 0.1 | | |
| | | 1,190,562 | | | | Freddie Mac REMIC Trust 2767 ZW, 6.000%, 03/15/2034 | | | | | 1,333,655 | | | | | | 0.2 | | |
| | | 234,059 | | | | Freddie Mac REMIC Trust 3012 ST, 14.190%, (-3.600*US0001M + 21.960%), 04/15/2035 | | | | | 292,788 | | | | | | 0.0 | | |
| | | 472,881 | | | | Freddie Mac REMIC Trust 3065 DC, 13.385%, (-3.000*US0001M + 19.860%), 03/15/2035 | | | | | 600,127 | | | | | | 0.1 | | |
| | | 933,159 | | | | Freddie Mac REMIC Trust 3158 NE, 5.500%, 05/15/2036 | | | | | 1,003,139 | | | | | | 0.1 | | |
| | | 5,863,815 (1) | | | | Freddie Mac REMIC Trust 3181 TA, 0.500%, (-0.794*US0001M + 5.635%), 07/15/2036 | | | | | 129,246 | | | | | | 0.0 | | |
| | | 545,399 (1) | | | | Freddie Mac REMIC Trust 3507 IA, 5.500%, 09/15/2035 | | | | | 96,521 | | | | | | 0.0 | | |
| | | 194,552 (1) | | | | Freddie Mac REMIC Trust 3753 PS, 3.942%, (-1.000*US0001M + 6.100%), 06/15/2040 | | | | | 5,767 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 634,403 | | | | Freddie Mac REMIC Trust 3864 NT, 5.500%, (-9.167*US0001M + 60.500%), 03/15/2039 | | | | $ | 646,959 | | | | | | 0.1 | | |
| | | 3,769,660 | | | | Freddie Mac REMIC Trust 3888 ZG, 4.000%, 07/15/2041 | | | | | 3,835,824 | | | | | | 0.4 | | |
| | | 1,612,203 (1) | | | | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/2040 | | | | | 230,482 | | | | | | 0.0 | | |
| | | 1,162,426 | | | | Freddie Mac Series 4040 UZ, 5.000%, 05/15/2042 | | | | | 1,279,419 | | | | | | 0.1 | | |
| | | 230,090 (1) | | | | Freddie Mac-Ginnie Mae Series 21 SA, 5.784%, (-1.000*US0001M + 8.000%), 10/25/2023 | | | | | 22,372 | | | | | | 0.0 | | |
| | | 1,672,451 | | | | Ginnie Mae 2004-65 ZG, 5.500%, 07/20/2034 | | | | | 1,789,547 | | | | | | 0.2 | | |
| | | 4,920,379 | | | | Ginnie Mae 2009-110 ZA, 5.500%, 11/16/2039 | | | | | 5,587,273 | | | | | | 0.6 | | |
| | | 684,246 | | | | Ginnie Mae 2009-32 QZ, 5.500%, 05/16/2039 | | | | | 830,757 | | | | | | 0.1 | | |
| | | 517,939 | | | | Ginnie Mae 2009-32 YZ, 7.000%, 05/16/2039 | | | | | 661,990 | | | | | | 0.1 | | |
| | | 2,981,038 | | | | Ginnie Mae 2009-50 MZ, 6.000%, 07/16/2039 | | | | | 3,481,720 | | | | | | 0.4 | | |
| | | 952,219 | | | | Ginnie Mae 2009-54 HZ, 5.000%, 07/20/2039 | | | | | 1,011,704 | | | | | | 0.1 | | |
| | | 2,940,361 | | | | Ginnie Mae 2009-H01 FA, 3.315%, (US0001M + 1.150%), 11/20/2059 | | | | | 2,967,862 | | | | | | 0.3 | | |
| | | 2,000,000 | | | | Ginnie Mae 2010-116 PB, 5.000%, 06/16/2040 | | | | | 2,146,649 | | | | | | 0.2 | | |
| | | 3,724,625 | | | | Ginnie Mae 2010-125 BZ, 4.500%, 09/16/2040 | | | | | 3,968,026 | | | | | | 0.4 | | |
| | | 6,466,417 (3) | | | | Ginnie Mae 2011-70 PO, 0.000%, 05/16/2041 | | | | | 5,111,191 | | | | | | 0.6 | | |
| | | 5,053,500 (1) | | | | Ginnie Mae 2014-107 XS, 3.442%, (-1.000*US0001M + 5.600%), 07/16/2044 | | | | | 519,184 | | | | | | 0.1 | | |
| | | 2,500,602 (1) | | | | Ginnie Mae 2014-96 SQ, 3.442%, (-1.000*US0001M + 5.600%), 07/16/2044 | | | | | 261,832 | | | | | | 0.0 | | |
| | | 3,781,855 | | | | Ginnie Mae 2015-H13 FG, 2.480%, (US0001M + 0.400%), 04/20/2065 | | | | | 3,783,571 | | | | | | 0.4 | | |
| | | 27,784,240 (1) | | | | Ginnie Mae 2016-120 IM, 3.500%, 07/20/2046 | | | | | 3,981,551 | | | | | | 0.4 | | |
| | | 3,612,517 (1) | | | | Ginnie Mae 2016-84 IO, 5.000%, 12/20/2040 | | | | | 379,239 | | | | | | 0.0 | | |
Voya GNMA Income Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 23,806,091 | | | | Ginnie Mae 2016-H20 FB, 2.630%, (US0001M + 0.550%), 09/20/2066 | | | | $ | 23,939,567 | | | | | | 2.6 | | |
| | ��� | 1,735,459 (1) | | | | Ginnie Mae 2018-78 IC, 4.000%, 02/20/2047 | | | | | 353,750 | | | | | | 0.0 | | |
| | | 1,355,366 (1) | | | | Ginnie Mae Series 2002-76 SG, 5.442%, (-1.000*US0001M + 7.600%), 10/16/2029 | | | | | 184,482 | | | | | | 0.0 | | |
| | | 4,691,950 | | | | Ginnie Mae Series 2003-86 ZC, 4.500%, 10/20/2033 | | | | | 4,883,177 | | | | | | 0.5 | | |
| | | 172,706 | | | | Ginnie Mae Series 2004-16 AE, 5.500%, 02/20/2034 | | | | | 187,326 | | | | | | 0.0 | | |
| | | 1,578,414 | | | | Ginnie Mae Series 2004-17 MZ, 5.500%, 03/16/2034 | | | | | 1,675,897 | | | | | | 0.2 | | |
| | | 1,033,463 | | | | Ginnie Mae Series 2004-28 CZ, 5.500%, 04/20/2034 | | | | | 1,115,780 | | | | | | 0.1 | | |
| | | 4,217,853 | | | | Ginnie Mae Series 2004-81 Z, 5.000%, 10/20/2034 | | | | | 4,462,153 | | | | | | 0.5 | | |
| | | 99,003 | | | | Ginnie Mae Series 2004-87 SB, 5.183%, (-1.154*US0001M + 7.673%), 03/17/2033 | | | | | 100,089 | | | | | | 0.0 | | |
| | | 1,618,265 (1) | | | | Ginnie Mae Series 2004-98 SA, 4.535%, (-1.000*US0001M + 6.700%), 11/20/2034 | | | | | 263,063 | | | | | | 0.0 | | |
| | | 1,469,375 | | | | Ginnie Mae Series 2005-21 Z, 5.000%, 03/20/2035 | | | | | 1,551,425 | | | | | | 0.2 | | |
| | | 439,732 (1) | | | | Ginnie Mae Series 2005-25 SI, 6.000%, (-6.000*US0001M + 43.200%), 01/20/2034 | | | | | 78,770 | | | | | | 0.0 | | |
| | | 1,206,703 (1) | | | | Ginnie Mae Series 2005-7 AH, 4.612%, (-1.000*US0001M + 6.770%), 02/16/2035 | | | | | 160,818 | | | | | | 0.0 | | |
| | | 1,261,909 (1) | | | | Ginnie Mae Series 2005-73 IM, 5.500%, 09/20/2035 | | | | | 274,070 | | | | | | 0.0 | | |
| | | 740,229 | | | | Ginnie Mae Series 2005-80 Z, 5.000%, 10/20/2035 | | | | | 790,121 | | | | | | 0.1 | | |
| | | 463,291 | | | | Ginnie Mae Series 2005-91 UP, 9.983%, (-2.000*US0001M + 14.300%), 09/16/2031 | | | | | 513,963 | | | | | | 0.1 | | |
| | | 7,499,206 | | | | Ginnie Mae Series 2006-10 ZT, 6.000%, 03/20/2036 | | | | | 8,583,832 | | | | | | 1.0 | | |
| | | 1,778,832 | | | | Ginnie Mae Series 2006-17 TW, 6.000%, 04/20/2036 | | | | | 1,982,181 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 11,916,559 (1) | | | | Ginnie Mae Series 2006-26 TB, 0.250%, (-1.000*US0001M + 6.500%), 06/20/2036 | | | | $ | 117,889 | | | | | | 0.0 | | |
| | | 3,391,019 | | | | Ginnie Mae Series 2006-7 ZA, 5.500%, 02/20/2036 | | | | | 3,649,204 | | | | | | 0.4 | | |
| | | 2,512,623 (1) | | | | Ginnie Mae Series 2007-17 CI, 7.500%, 04/16/2037 | | | | | 692,757 | | | | | | 0.1 | | |
| | | 92,360 | | | | Ginnie Mae Series 2007-37 S, 17.386%, (-3.667*US0001M + 25.300%), 04/16/2037 | | | | | 102,506 | | | | | | 0.0 | | |
| | | 156,583 | | | | Ginnie Mae Series 2007-45 PE, 5.500%, 07/16/2037 | | | | | 165,040 | | | | | | 0.0 | | |
| | | 90,730 | | | | Ginnie Mae Series 2007-5 MT, 2.385%, (US0001M + 0.220%), 02/20/2034 | | | | | 90,634 | | | | | | 0.0 | | |
| | | 2,799,764 (1) | | | | Ginnie Mae Series 2007-53 SC, 4.335%, (-1.000*US0001M + 6.500%), 09/20/2037 | | | | | 416,679 | | | | | | 0.1 | | |
| | | 84,841 | | | | Ginnie Mae Series 2007-53 SW, 13.709%, (-3.000*US0001M + 20.205%), 09/20/2037 | | | | | 102,646 | | | | | | 0.0 | | |
| | | 1,538,697 | | | | Ginnie Mae Series 2007-60 YZ, 5.500%, 10/20/2037 | | | | | 1,630,549 | | | | | | 0.2 | | |
| | | 2,853,288 | | | | Ginnie Mae Series 2007-63 Z, 6.000%, 10/20/2037 | | | | | 3,117,550 | | | | | | 0.4 | | |
| | | 2,680,771 | | | | Ginnie Mae Series 2008-20 PZ, 6.000%, 03/20/2038 | | | | | 3,036,825 | | | | | | 0.3 | | |
| | | 816,943 (1) | | | | Ginnie Mae Series 2008-3 SA, 4.385%, (-1.000*US0001M + 6.550%), 01/20/2038 | | | | | 119,413 | | | | | | 0.0 | | |
| | | 1,671,114 (1) | | | | Ginnie Mae Series 2008-40 PS, 4.342%, (-1.000*US0001M + 6.500%), 05/16/2038 | | | | | 227,635 | | | | | | 0.0 | | |
| | | 3,641,125 (1) | | | | Ginnie Mae Series 2008-82 SA, 3.835%, (-1.000*US0001M + 6.000%), 09/20/2038 | | | | | 446,311 | | | | | | 0.1 | | |
| | | 8,100,732 (1) | | | | Ginnie Mae Series 2009-110 SA, 4.192%, (-1.000*US0001M + 6.350%), 04/16/2039 | | | | | 738,138 | | | | | | 0.1 | | |
| | | 743,497 | | | | Ginnie Mae Series 2009-110 ZC, 4.500%, 11/16/2039 | | | | | 771,016 | | | | | | 0.1 | | |
Voya GNMA Income Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,097,415 | | | | Ginnie Mae Series 2009-121 ZQ, 5.500%, 09/20/2039 | | | | $ | 2,223,982 | | | | | | 0.3 | | |
| | | 1,029,000 | | | | Ginnie Mae Series 2009-31 BP, 5.000%, 05/20/2039 | | | | | 1,138,780 | | | | | | 0.1 | | |
| | | 3,929,829 | | | | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/2039 | | | | | 4,122,539 | | | | | | 0.5 | | |
| | | 3,553,460 | | | | Ginnie Mae Series 2009-34 Z, 4.500%, 05/16/2039 | | | | | 3,689,962 | | | | | | 0.4 | | |
| | | 2,825,350 | | | | Ginnie Mae Series 2009-53 ZB, 6.000%, 07/16/2039 | | | | | 3,079,451 | | | | | | 0.3 | | |
| | | 380,932 (1) | | | | Ginnie Mae Series 2009-55 BI, 1.000%, (-25.000*US0001M + 162.500%), 06/16/2037 | | | | | 15,146 | | | | | | 0.0 | | |
| | | 1,715,175 | | | | Ginnie Mae Series 2009-61 EZ, 7.500%, 08/20/2039 | | | | | 2,173,124 | | | | | | 0.2 | | |
| | | 5,106,157 | | | | Ginnie Mae Series 2009-61 PZ, 7.500%, 08/20/2039 | | | | | 6,927,444 | | | | | | 0.8 | | |
| | | 3,021,020 | | | | Ginnie Mae Series 2009-61 ZQ, 6.000%, 08/16/2039 | | | | | 3,732,066 | | | | | | 0.4 | | |
| | | 2,665,821 (1) | | | | Ginnie Mae Series 2009-66 QS, 3.935%, (-1.000*US0001M + 6.100%), 07/20/2039 | | | | | 261,788 | | | | | | 0.0 | | |
| | | 3,000,233 | | | | Ginnie Mae Series 2009-67 NZ, 6.000%, 08/16/2039 | | | | | 3,190,923 | | | | | | 0.4 | | |
| | | 1,299,240 (1) | | | | Ginnie Mae Series 2009-77 SA, 3.992%, (-1.000*US0001M + 6.150%), 09/16/2039 | | | | | 161,065 | | | | | | 0.0 | | |
| | | 3,277,288 | | | | Ginnie Mae Series 2009-77 ZB, 5.500%, 09/16/2039 | | | | | 3,600,861 | | | | | | 0.4 | | |
| | | 916,740 | | | | Ginnie Mae Series 2009-87 WZ, 6.000%, 10/20/2039 | | | | | 1,129,683 | | | | | | 0.1 | | |
| | | 567,274 | | | | Ginnie Mae Series 2009-92 DZ, 4.500%, 10/16/2039 | | | | | 584,181 | | | | | | 0.1 | | |
| | | 1,326,293 | | | | Ginnie Mae Series 2009-98 MZ, 5.000%, 10/16/2039 | | | | | 1,501,970 | | | | | | 0.2 | | |
| | | 3,393,474 (1) | | | | Ginnie Mae Series 2010-106 IP, 5.000%, 03/20/2040 | | | | | 460,836 | | | | | | 0.1 | | |
| | | 10,371,000 | | | | Ginnie Mae Series 2010-113 BE, 4.500%, 09/20/2040 | | | | | 10,889,098 | | | | | | 1.2 | | |
| | | 2,613,605 (1) | | | | Ginnie Mae Series 2010-116 NS, 4.492%, (-1.000*US0001M + 6.650%), 09/16/2040 | | | | | 320,899 | | | | | | 0.0 | | |
| | | 290,548 (1) | | | | Ginnie Mae Series 2010-130 KI, 5.500%, 09/16/2040 | | | | | 37,772 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,500,000 | | | | Ginnie Mae Series 2010-14 B, 4.500%, 02/16/2040 | | | | $ | 1,575,106 | | | | | | 0.2 | | |
| | | 1,924,296 (1) | | | | Ginnie Mae Series 2010-158 SA, 3.885%, (-1.000*US0001M + 6.050%), 12/20/2040 | | | | | 266,220 | | | | | | 0.0 | | |
| | | 622,143 (1) | | | | Ginnie Mae Series 2010-165 IP, 4.000%, 04/20/2038 | | | | | 21,725 | | | | | | 0.0 | | |
| | | 26,727,651 (1) | | | | Ginnie Mae Series 2010-166 GS, 3.835%, (-1.000*US0001M + 6.000%), 12/20/2040 | | | | | 2,872,950 | | | | | | 0.3 | | |
| | | 2,720,788 (1) | | | | Ginnie Mae Series 2010-166 NI, 4.500%, 04/20/2039 | | | | | 320,902 | | | | | | 0.0 | | |
| | | 3,125,000 | | | | Ginnie Mae Series 2010-169 AW, 4.500%, 12/20/2040 | | | | | 3,246,485 | | | | | | 0.4 | | |
| | | 5,228,256 | | | | Ginnie Mae Series 2010-169 JZ, 4.000%, 12/20/2040 | | | | | 5,222,135 | | | | | | 0.6 | | |
| | | 806,428 (1) | | | | Ginnie Mae Series 2010-19 LI, 5.000%, 07/16/2039 | | | | | 92,902 | | | | | | 0.0 | | |
| | | 2,100,000 | | | | Ginnie Mae Series 2010-31 BP, 5.000%, 03/20/2040 | | | | | 2,277,460 | | | | | | 0.3 | | |
| | | 2,123,551 (1) | | | | Ginnie Mae Series 2010-4 WI, 6.000%, 01/16/2040 | | | | | 514,388 | | | | | | 0.1 | | |
| | | 5,137,373 | | | | Ginnie Mae Series 2010-42 VZ, 5.500%, 10/20/2039 | | | | | 5,739,548 | | | | | | 0.6 | | |
| | | 2,271,189 | | | | Ginnie Mae Series 2010-59 ZA, 4.500%, 05/20/2040 | | | | | 2,370,967 | | | | | | 0.3 | | |
| | | 477,220 (1) | | | | Ginnie Mae Series 2010-85 NI, 5.000%, 01/20/2038 | | | | | 13,457 | | | | | | 0.0 | | |
| | | 1,067,455 (1) | | | | Ginnie Mae Series 2010-9 SB, 4.335%, (-1.000*US0001M + 6.500%), 09/20/2038 | | | | | 42,718 | | | | | | 0.0 | | |
| | | 6,451,447 | | | | Ginnie Mae Series 2010-H01 FA, 2.893%, (US0001M + 0.820%), 01/20/2060 | | | | | 6,505,612 | | | | | | 0.7 | | |
| | | 8,029,636 | | | | Ginnie Mae Series 2010-H10 FB, 3.073%, (US0001M + 1.000%), 05/20/2060 | | | | | 8,162,603 | | | | | | 0.9 | | |
| | | 8,535,261 | | | | Ginnie Mae Series 2010-H10 FC, 3.073%, (US0001M + 1.000%), 05/20/2060 | | | | | 8,651,560 | | | | | | 1.0 | | |
| | | 563,526 (1) | | | | Ginnie Mae Series 2011-123 QI, 5.000%, 05/20/2041 | | | | | 85,550 | | | | | | 0.0 | | |
| | | 197,322 | | | | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | | | | | 213,474 | | | | | | 0.0 | | |
Voya GNMA Income Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 547,272 (2) | | | | Ginnie Mae Series 2011-169 BG, 5.411%, 04/16/2039 | | | | $ | 572,298 | | | | | | 0.1 | | |
| | | 6,764,413 | | | | Ginnie Mae Series 2011-25 Z, 4.000%, 02/20/2041 | | | | | 6,810,596 | | | | | | 0.8 | | |
| | | 1,863,394 | | | | Ginnie Mae Series 2011-59 QC, 4.000%, 12/20/2040 | | | | | 1,930,746 | | | | | | 0.2 | | |
| | | 8,379,784 (1) | | | | Ginnie Mae Series 2011-73 LS, 4.525%, (-1.000*US0001M + 6.690%), 08/20/2039 | | | | | 674,227 | | | | | | 0.1 | | |
| | | 1,355,945 | | | | Ginnie Mae Series 2011-H07 FA, 2.580%, (US0001M + 0.500%), 02/20/2061 | | | | | 1,358,810 | | | | | | 0.2 | | |
| | | 3,038,615 (1) | | | | Ginnie Mae Series 2012-102 TI, 4.000%, 08/20/2039 | | | | | 346,162 | | | | | | 0.0 | | |
| | | 3,359,452 (1) | | | | Ginnie Mae Series 2012-103 IC, 3.500%, 08/16/2040 | | | | | 343,569 | | | | | | 0.0 | | |
| | | 911,879 (1) | | | | Ginnie Mae Series 2012-124 MI, 4.000%, 03/20/2042 | | | | | 116,079 | | | | | | 0.0 | | |
| | | 10,668,314 (1) | | | | Ginnie Mae Series 2012-146 AI, 3.000%, 10/20/2037 | | | | | 1,041,446 | | | | | | 0.1 | | |
| | | 731,726 (1) | | | | Ginnie Mae Series 2012-34 MS, 4.542%, (-1.000*US0001M + 6.700%), 04/16/2041 | | | | | 94,801 | | | | | | 0.0 | | |
| | | 238,914 | | | | Ginnie Mae Series 2012-43 MA, 4.000%, 10/20/2041 | | | | | 239,115 | | | | | | 0.0 | | |
| | | 5,994,395 (1) | | | | Ginnie Mae Series 2012-48 SA, 4.492%, (-1.000*US0001M + 6.650%), 04/16/2042 | | | | | 1,027,998 | | | | | | 0.1 | | |
| | | 8,620,714 (1) | | | | Ginnie Mae Series 2012-60 SG, 3.942%, (-1.000*US0001M + 6.100%), 05/16/2042 | | | | | 1,232,366 | | | | | | 0.1 | | |
| | | 2,227,132 (1) | | | | Ginnie Mae Series 2012-98 EI, 4.000%, 04/20/2041 | | | | | 320,623 | | | | | | 0.0 | | |
| | | 2,192,667 | | | | Ginnie Mae Series 2012-H11 VA, 2.730%, (US0001M + 0.650%), 05/20/2062 | | | | | 2,214,139 | | | | | | 0.3 | | |
| | | 28,646,765 | | | | Ginnie Mae Series 2012-H12 FB, 3.130%, (US0001M + 1.050%), 02/20/2062 | | | | | 29,075,793 | | | | | | 3.2 | | |
| | | 2,206,529 | | | | Ginnie Mae Series 2012-H20 BA, 2.640%, (US0001M + 0.560%), 09/20/2062 | | | | | 2,214,737 | | | | | | 0.3 | | |
| | | 3,000,000 | | | | Ginnie Mae Series 2013-147 BE, 4.000%, 12/20/2039 | | | | | 3,043,985 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,309,240 | | | | Ginnie Mae Series 2013-167 Z, 3.000%, 10/16/2043 | | | | $ | 1,182,475 | | | | | | 0.1 | | |
| | | 1,900,000 (1) | | | | Ginnie Mae Series 2013-186 UI, 2.500%, 11/20/2043 | | | | | 569,242 | | | | | | 0.1 | | |
| | | 1,691,943 (1) | | | | Ginnie Mae Series 2013-186 VI, 4.000%, 12/20/2042 | | | | | 285,950 | | | | | | 0.0 | | |
| | | 8,654,365 (1) | | | | Ginnie Mae Series 2013-20 LI, 4.500%, 12/16/2042 | | | | | 1,311,204 | | | | | | 0.2 | | |
| | | 4,546,232 (1) | | | | Ginnie Mae Series 2013-41 PI, 3.500%, 04/20/2040 | | | | | 347,324 | | | | | | 0.0 | | |
| | | 2,500,972 | | | | Ginnie Mae Series 2013-H08 BF, 2.480%, (US0001M + 0.400%), 03/20/2063 | | | | | 2,498,735 | | | | | | 0.3 | | |
| | | 4,835,849 | | | | Ginnie Mae Series 2013-H10 FT, 2.870%, (H15T1Y + 0.450%), 04/20/2063 | | | | | 4,843,743 | | | | | | 0.5 | | |
| | | 3,840,209 | | | | Ginnie Mae Series 2013-H14 FC, 2.550%, (US0001M + 0.470%), 06/20/2063 | | | | | 3,848,144 | | | | | | 0.4 | | |
| | | 1,309,033 | | | | Ginnie Mae Series 2013-H18 BA, 2.680%, (US0001M + 0.600%), 07/20/2063 | | | | | 1,315,622 | | | | | | 0.2 | | |
| | | 3,966,747 | | | | Ginnie Mae Series 2013-H19 DF, 2.730%, (US0001M + 0.650%), 05/20/2063 | | | | | 3,987,312 | | | | | | 0.4 | | |
| | | 3,378,075 | | | | Ginnie Mae Series 2013-H20 FB, 3.080%, (US0001M + 1.000%), 08/20/2063 | | | | | 3,422,790 | | | | | | 0.4 | | |
| | | 4,211,887 | | | | Ginnie Mae Series 2013-H23 FA, 3.380%, (US0001M + 1.300%), 09/20/2063 | | | | | 4,300,125 | | | | | | 0.5 | | |
| | | 2,793,200 | | | | Ginnie Mae Series 2014-115 EM, 4.000%, 08/20/2044 | | | | | 2,807,145 | | | | | | 0.3 | | |
| | | 5,697,209 | | | | Ginnie Mae Series 2014-118 ZP, 4.000%, 08/20/2044 | | | | | 5,774,365 | | | | | | 0.6 | | |
| | | 4,215,334 (1) | | | | Ginnie Mae Series 2014-30 ES, 2.835%, (-1.000*US0001M + 5.000%), 03/20/2040 | | | | | 392,471 | | | | | | 0.1 | | |
| | | 11,422,203 (2) | | | | Ginnie Mae Series 2015-10 Q, 2.285%, 10/20/2044 | | | | | 9,886,352 | | | | | | 1.1 | | |
| | | 12,125,000 | | | | Ginnie Mae Series 2015-143 B, 3.500%, 04/20/2045 | | | | | 11,856,245 | | | | | | 1.3 | | |
| | | 3,777,282 (1) | | | | Ginnie Mae Series 2015-157 PI, 4.000%, 03/20/2044 | | | | | 605,760 | | | | | | 0.1 | | |
| | | 10,175,519 | | | | Ginnie Mae Series 2015-27 PB, 3.000%, 08/20/2044 | | | | | 9,786,916 | | | | | | 1.1 | | |
Voya GNMA Income Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 41,544,715 | | | | Ginnie Mae Series 2015-H31 FT, 2.730%, (US0001M + 0.650%), 11/20/2065 | | | | $ | 41,676,877 | | | | | | 4.6 | | |
| | | 16,792,604 (1) | | | | Ginnie Mae Series 2016-145 IU, 3.500%, 10/20/2046 | | | | | 3,085,567 | | | | | | 0.3 | | |
| | | 7,792,027 (2) | | | | Ginnie Mae Series 2016-5 AB, 4.677%, 01/20/2046 | | | | | 8,086,332 | | | | | | 0.9 | | |
| | | 11,312,406 | | | | Ginnie Mae Series 2016-H08 FT, 2.800%, (US0001M + 0.720%), 02/20/2066 | | | | | 11,363,545 | | | | | | 1.3 | | |
| | | 315,318 | | | | Ginnie Mae Series 2017-182 ZL, 3.000%, 12/20/2047 | | | | | 309,526 | | | | | | 0.0 | | |
| | | 49,022,514 | | | | Ginnie Mae Series 2017-H23 FC, 2.530%, (US0001M + 0.450%), 11/20/2067 | | | | | 49,115,319 | | | | | | 5.4 | | |
| | | 1,597,728 | | | | Vendee Mortgage Trust 2011-2 DZ, 3.750%, 10/15/2041 | | | | | 1,566,652 | | | | | | 0.2 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $536,235,845) | | | | | 524,872,947 | | | | | | 57.9 | | |
| ASSET-BACKED SECURITIES: 0.1% | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities: 0.1% | | ||||||||||||
| | | 672,224 (2) | | | | Fannie Mae Grantor Trust 2003-T4 2A6, 4.683%, 07/26/2033 | | | | | 686,925 | | | | | | 0.1 | | |
| | | 132,452 (2) | | | | Fannie Mae REMIC Trust 2001-W4 AF6, 5.610%, 01/25/2032 | | | | | 135,876 | | | | | | 0.0 | | |
| | | 93,595 (2) | | | | Fannie Mae REMIC Trust 2002-W12 AF6, 5.066%, 02/25/2033 | | | | | 93,213 | | | | | | 0.0 | | |
| | | 138,783 (2) | | | | Fannie Mae REMIC Trust 2002-W2 AF6, 6.500%, 05/25/2032 | | | | | 140,153 | | | | | | 0.0 | | |
| | | | | | | Total Asset-Backed Securities (Cost $1,091,233) | | | | | 1,056,167 | | | | | | 0.1 | | |
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 0.5% | | ||||||||||||||||||
| | | 592,609 (2) | | | | Ginnie Mae 2004-23 Z, 5.546%, 03/16/2044 | | | | | 605,860 | | | | | | 0.1 | | |
| | | 7,079,969 | (1)(2) | | Ginnie Mae 2006-67 IO, 0.576%, 11/16/2046 | | | | | 27,019 | | | | | | 0.0 | | | |
| | | 706,300 (2) | | | | Ginnie Mae 2007-52 Z, 4.350%, 01/16/2048 | | | | | 711,027 | | | | | | 0.1 | | |
| | | 1,265,337 | | | | Ginnie Mae 2008-39 Z, 4.500%, 02/16/2048 | | | | | 1,289,976 | | | | | | 0.1 | | |
| | | 242,139 | (1)(2) | | Ginnie Mae 2008-45 IO, 0.850%, 02/16/2048 | | | | | 480 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 647,504 (2) | | | | Ginnie Mae 2009-115 D, 4.661%, 01/16/2050 | | | | $ | 648,457 | | | | | | 0.1 | | |
| | | 3,541,010 | (1)(2) | | Ginnie Mae 2010-122 IO, 0.281%, 02/16/2044 | | | | | 57,485 | | | | | | 0.0 | | | |
| | | 79,070 | (1)(2) | | Ginnie Mae 2010-123 IA, 2.083%, 10/16/2052 | | | | | 2,231 | | | | | | 0.0 | | | |
| | | 29,677,933 | (1)(2) | | Ginnie Mae 2011-47 IO, 0.024%, 01/16/2051 | | | | | 241,676 | | | | | | 0.0 | | | |
| | | 582,495 (2) | | | | Ginnie Mae 2011-53 B, 4.397%, 05/16/2051 | | | | | 590,723 | | | | | | 0.1 | | |
| | | | | | | Total Commercial Mortgage-Backed Securities (Cost $4,383,990) | | | | | 4,174,934 | | | | | | 0.5 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 72.6% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 5.6%(4) | | ||||||||||||
| | | 5,807,987 | | | | 3.500%, 12/01/2047 | | | | | 5,720,778 | | | | | | 0.6 | | |
| | | 7,915,608 | | | | 3.500%, 03/01/2048 | | | | | 7,816,552 | | | | | | 0.9 | | |
| | | 26,000,000 (5) | | | | 3.500%, 10/01/2048 | | | | | 25,584,609 | | | | | | 2.8 | | |
| | | 7,044,000 (5) | | | | 4.000%, 07/15/2040 | | | | | 7,113,006 | | | | | | 0.8 | | |
| | | 4,460,823 | | | | 5.290%-9.500%, 07/01/2020-06/01/2038 | | | | | 4,786,786 | | | | | | 0.5 | | |
| | | | | | | | | | | | 51,021,731 | | | | | | 5.6 | | |
| | | | | | | Federal National Mortgage Association: 3.4%(4) | | ||||||||||||
| | | 13,728,941 | | | | 4.000%, 05/01/2042 | | | | | 13,981,272 | | | | | | 1.5 | | |
| | | 16,017,803 | | | | 4.000%-7.500%, 07/01/2027-05/01/2048 | | | | | 16,742,848 | | | | | | 1.9 | | |
| | | | | | | | | | | | 30,724,120 | | | | | | 3.4 | | |
| | | | | | | Government National Mortgage Association: 63.6% | | ||||||||||||
| | | 22,534,575 | | | | 3.000%, 07/20/2047 | | | | | 21,854,501 | | | | | | 2.4 | | |
| | | 20,031,588 | | | | 3.000%, 01/20/2048 | | | | | 19,420,821 | | | | | | 2.1 | | |
| | | 59,859,000 (5) | | | | 3.000%, 10/01/2048 | | | | | 57,977,885 | | | | | | 6.4 | | |
| | | 5,582,101 | | | | 3.500%, 09/20/2045 | | | | | 5,550,659 | | | | | | 0.6 | | |
| | | 9,734,299 | | | | 3.500%, 04/20/2046 | | | | | 9,701,782 | | | | | | 1.1 | | |
| | | 8,652,729 | | | | 3.500%, 08/20/2046 | | | | | 8,617,541 | | | | | | 0.9 | | |
| | | 9,877,016 | | | | 3.500%, 09/20/2046 | | | | | 9,846,230 | | | | | | 1.1 | | |
| | | 5,926,073 | | | | 3.500%, 09/20/2046 | | | | | 5,897,105 | | | | | | 0.6 | | |
| | | 7,098,736 | | | | 3.500%, 10/20/2046 | | | | | 7,063,895 | | | | | | 0.8 | | |
| | | 6,199,977 | | | | 3.500%, 10/20/2046 | | | | | 6,169,547 | | | | | | 0.7 | | |
| | | 5,221,612 | | | | 3.500%, 11/20/2046 | | | | | 5,203,132 | | | | | | 0.6 | | |
| | | 95,357,000 (5) | | | | 3.500%, 10/01/2048 | | | | | 94,826,207 | | | | | | 10.5 | | |
| | | 6,075,154 | | | | 3.750%, 05/20/2042 | | | | | 6,114,548 | | | | | | 0.7 | | |
| | | 5,957,235 | | | | 3.750%, 05/20/2042 | | | | | 5,995,814 | | | | | | 0.7 | | |
Voya GNMA Income Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | Government National Mortgage Association (continued) | | ||||||||||||
| | | 13,287,352 | | | | 4.000%, 08/20/2042 | | | | $ | 13,637,307 | | | | | | 1.5 | | |
| | | 7,071,750 | | | | 4.000%, 01/20/2046 | | | | | 7,219,714 | | | | | | 0.8 | | |
| | | 5,929,895 | | | | 4.000%, 03/20/2046 | | | | | 6,052,964 | | | | | | 0.7 | | |
| | | 77,844,000 (5) | | | | 4.000%, 11/01/2048 | | | | | 79,064,872 | | | | | | 8.7 | | |
| | | 48,000,000 (5) | | | | 4.500%, 11/01/2048 | | | | | 49,575,002 | | | | | | 5.5 | | |
| | | 153,872,919 | | | | 3.000%-7.500%, 01/15/2024-01/20/2048 | | | | | 155,936,642 | | | | | | 17.2 | | |
| | | | | | | | | | | | 575,726,168 | | | | | | 63.6 | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $667,077,326) | | | | | 657,472,019 | | | | | | 72.6 | | |
| | | | | | | Total Long-Term Investments (Cost $1,208,788,394) | | | | | 1,187,576,067 | | | | | | 131.1 | | |
| SHORT-TERM INVESTMENTS: 1.2% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Bills: 1.2% | | ||||||||||||
| | | 10,816,000 | | | | United States Treasury Bill, 1.980%, 10/18/2018 (Cost $10,805,759) | | | | | 10,805,466 | | | | | | 1.2 | | |
| | | | | | | Total Short-Term Investments (Cost $10,805,759) | | | | | 10,805,466 | | | | | | 1.2 | | |
| | | | | | | Total Investments in Securities (Cost $1,219,594,153) | | | | $ | 1,198,381,533 | | | | | | 132.3 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (292,563,060) | | | | | | (32.3) | | |
| | | | | | | Net Assets | | | | $ | 905,818,473 | | | | | | 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 September 30, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Collateralized Mortgage Obligations | | | | $ | — | | | | | $ | 524,872,947 | | | | | $ | — | | | | | $ | 524,872,947 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 657,472,019 | | | | | | — | | | | | | 657,472,019 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 4,174,934 | | | | | | — | | | | | | 4,174,934 | | |
Asset-Backed Securities | | | | | — | | | | | | 1,056,167 | | | | | | — | | | | | | 1,056,167 | | |
Short-Term Investments | | | | | — | | | | | | 10,805,466 | | | | | | — | | | | | | 10,805,466 | | |
Total Investments, at fair value | | | | $ | — | | | | | $ | 1,198,381,533 | | | | | $ | — | | | | | $ | 1,198,381,533 | | |
|
Voya GNMA Income Fund | as of September 30, 2018 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at September 30, 2018 | | ||||||||||||
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 2,638,821 | | | | | | — | | | | | | — | | | | | | 2,638,821 | | |
Total Assets | | | | $ | 2,638,821 | | | | | $ | 1,198,381,533 | | | | | $ | — | | | | | $ | 1,201,020,354 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (114,546) | | | | | $ | — | | | | | $ | — | | | | | $ | (114,546) | | |
Total Liabilities | | | | $ | (114,546) | | | | | $ | — | | | | | $ | — | | | | | $ | (114,546) | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury Ultra Long Bond | | | | | 19 | | | | | | 12/19/18 | | | | | $ | 2,931,344 | | | | | $ | (114,546) | | |
| | | | | | | | | | | | | | | | $ | 2,931,344 | | | | | $ | (114,546) | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | | | (416) | | | | | | 12/19/18 | | | | | | (49,413,000) | | | | | | 671,988 | | |
U.S. Treasury 2-Year Note | | | | | (365) | | | | | | 12/31/18 | | | | | | (76,918,047) | | | | | | 227,456 | | |
U.S. Treasury 5-Year Note | | | | | (737) | | | | | | 12/31/18 | | | | | | (82,895,227) | | | | | | 719,047 | | |
U.S. Treasury Long Bond | | | | | (235) | | | | | | 12/19/18 | | | | | | (33,017,500) | | | | | | 1,020,330 | | |
| | | | | | | | | | | | | | | | $ | (242,243,774) | | | | | $ | 2,638,821 | | |
|
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* | | | | $ | 2,638,821 | | |
Total Asset Derivatives | | | | | | | $ | 2,638,821 | | |
Liability Derivatives | | | | | | | | | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 114,546 | | |
Total Liability Derivatives | | | | | | | $ | 114,546 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Interest rate contracts | | | | $ | 629,951 | | |
Total | | | | $ | 629,951 | | |
|
Voya GNMA Income Fund | as of September 30, 2018 (Unaudited) (continued) |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Interest rate contracts | | | | $ | 3,720,353 | | |
Total | | | | $ | 3,720,353 | | |
|
| Cost for federal income tax purposes was $1,221,556,501. | | | |||||
| Net unrealized depreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 5,547,099 | | |
| Gross Unrealized Depreciation | | | | | (26,197,792) | | |
| Net Unrealized Depreciation | | | | $ | (20,650,693) | | |
|
Voya High Yield Bond Fund | as of September 30, 2018 (Unaudited) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 95.5% | | ||||||||||||||||||
| | | | | | | Basic Materials: 7.8% | | ||||||||||||
| | | 1,500,000 (1) | | | | Alpha 3 BV / Alpha US Bidco, Inc., 6.250%, 02/01/2025 | | | | $ | 1,500,450 | | | | | | 0.3 | | |
| | | 1,635,000 (1) | | | | Aruba Investments, Inc., 8.750%, 02/15/2023 | | | | | 1,708,575 | | | | | | 0.4 | | |
| | | 1,970,000 (1) | | | | Cascades, Inc., 5.500%, 07/15/2022 | | | | | 1,994,625 | | | | | | 0.4 | | |
| | | 2,000,000 | | | | Cleveland-Cliffs, Inc., 5.750%, 03/01/2025 | | | | | 1,952,500 | | | | | | 0.4 | | |
| | | 920,000 (1) | | | | Constellium NV, 5.750%, 05/15/2024 | | | | | 918,850 | | | | | | 0.2 | | |
| | | 250,000 (1) | | | | Constellium NV, 5.875%, 02/15/2026 | | | | | 245,312 | | | | | | 0.1 | | |
| | | 1,050,000 (1) | | | | Constellium NV, 6.625%, 03/01/2025 | | | | | 1,065,750 | | | | | | 0.2 | | |
| | | 1,285,000 (1) | | | | Cornerstone Chemical Co., 6.750%, 08/15/2024 | | | | | 1,288,495 | | | | | | 0.3 | | |
| | | 940,000 (1) | | | | Ferroglobe PLC / Globe Specialty Metals, Inc., 9.375%, 03/01/2022 | | | | | 995,225 | | | | | | 0.2 | | |
| | | 985,000 (1) | | | | First Quantum Minerals Ltd., 6.500%, 03/01/2024 | | | | | 904,969 | | | | | | 0.2 | | |
| | | 3,400,000 | | | | Freeport-McMoRan, Inc., 4.550%-5.450%, 11/14/2024-03/15/2043 | | | | | 3,205,625 | | | | | | 0.7 | | |
| | | 1,600,000 | | | | Hexion, Inc., 6.625%, 04/15/2020 | | | | | 1,508,000 | | | | | | 0.4 | | |
| | | 975,000 (1) | | | | Hexion, Inc., 10.375%, 02/01/2022 | | | | | 953,062 | | | | | | 0.2 | | |
| | | 1,300,000 (1) | | | | IAMGOLD Corp., 7.000%, 04/15/2025 | | | | | 1,296,490 | | | | | | 0.3 | | |
| | | 1,720,000 (1) | | | | OCI NV, 6.625%, 04/15/2023 | | | | | 1,786,650 | | | | | | 0.4 | | |
| | | 1,820,000 (1) | | | | Rayonier AM Products, Inc., 5.500%, 06/01/2024 | | | | | 1,761,451 | | | | | | 0.4 | | |
| | | 1,950,000 (1) | | | | Schweitzer-Mauduit International, Inc., 6.875%, 10/01/2026 | | | | | 1,993,875 | | | | | | 0.4 | | |
| | | 1,450,000 | (1)(2) | | Tronox, Inc., 6.500%, 04/15/2026 | | | | | 1,401,063 | | | | | | 0.3 | | | |
| | | 9,100,000 | | | | Other Securities | | | | | 9,031,388 | | | | | | 2.0 | | |
| | | | | | | | | | | | 35,512,355 | | | | | | 7.8 | | |
| | | | | | | Communications: 17.7% | | ||||||||||||
| | | 1,000,000 | (1)(2) | | Altice Finco SA, 8.125%, 01/15/2024 | | | | | 1,018,750 | | | | | | 0.2 | | | |
| | | 2,925,000 (1) | | | | Altice France SA/France, 6.250%, 05/15/2024 | | | | | 2,901,600 | | | | | | 0.6 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Communications (continued) | | ||||||||||||
| | | 400,000 (1) | | | | Altice France SA/France, 8.125%, 02/01/2027 | | | | $ | 412,000 | | | | | | 0.1 | | |
| | | 1,500,000 | (1)(2) | | Altice Luxembourg SA, 7.625%, 02/15/2025 | | | | | 1,365,000 | | | | | | 0.3 | | | |
| | | 1,645,000 (1) | | | | Altice Luxembourg SA, 7.750%, 05/15/2022 | | | | | 1,607,165 | | | | | | 0.4 | | |
| | | 1,845,000 (1) | | | | Altice US Finance I Corp., 5.500%, 05/15/2026 | | | | | 1,844,077 | | | | | | 0.4 | | |
| | | 1,985,000 | | | | AMC Networks, Inc., 4.750%, 08/01/2025 | | | | | 1,909,709 | | | | | | 0.4 | | |
| | | 1,215,000 (1) | | | | Block Communications, Inc., 6.875%, 02/15/2025 | | | | | 1,251,450 | | | | | | 0.3 | | |
| | | 1,755,000 (1) | | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | | | | | 1,668,321 | | | | | | 0.4 | | |
| | | 1,060,000 (1) | | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | | | | | 998,944 | | | | | | 0.2 | | |
| | | 870,000 (1) | | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.500%, 05/01/2026 | | | | | 862,388 | | | | | | 0.2 | | |
| | | 2,245,000 (1) | | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 02/15/2026 | | | | | 2,259,031 | | | | | | 0.5 | | |
| | | 1,150,000 (1) | | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.875%, 04/01/2024 | | | | | 1,177,312 | | | | | | 0.2 | | |
| | | 2,550,000 | | | | CenturyLink, Inc., 5.625%-5.800%, 04/01/2020-03/15/2022 | | | | | 2,605,437 | | | | | | 0.6 | | |
| | | 955,000 (1) | | | | Cequel Communications Holdings I LLC / Cequel Capital Corp., 5.125%, 12/15/2021 | | | | | 965,744 | | | | | | 0.2 | | |
| | | 600,000 (1) | | | | Cequel Communications Holdings I LLC / Cequel Capital Corp., 7.500%, 04/01/2028 | | | | | 631,500 | | | | | | 0.2 | | |
| | | 2,295,000 (1) | | | | CommScope Tech Finance LLC, 6.000%, 06/15/2025 | | | | | 2,379,915 | | | | | | 0.5 | | |
| | | 2,585,000 | | | | CSC Holdings LLC, 5.250%, 06/01/2024 | | | | | 2,533,300 | | | | | | 0.6 | | |
| | | 1,200,000 (1) | | | | CSC Holdings LLC, 5.375%, 02/01/2028 | | | | | 1,149,000 | | | | | | 0.2 | | |
| | | 570,000 | | | | DISH DBS Corp., 5.000%, 03/15/2023 | | | | | 519,373 | | | | | | 0.1 | | |
Voya High Yield Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Communications (continued) | | ||||||||||||
| | | 3,525,000 | | | | DISH DBS Corp., 5.875%, 11/15/2024 | | | | $ | 3,181,312 | | | | | | 0.7 | | |
| | | 5,030,000 (2) | | | | Frontier Communications Corp., 6.875%-11.000%, 01/15/2025-09/15/2025 | | | | | 3,474,421 | | | | | | 0.8 | | |
| | | 1,815,000 (1) | | | | Gray Television, Inc., 5.125%, 10/15/2024 | | | | | 1,758,281 | | | | | | 0.4 | | |
| | | 1,260,000 (1) | | | | Intelsat Connect Finance SA, 9.500%, 02/15/2023 | | | | | 1,258,425 | | | | | | 0.3 | | |
| | | 1,050,000 (1) | | | | Intelsat Jackson Holdings SA, 8.500%, 10/15/2024 | | | | | 1,060,500 | | | | | | 0.2 | | |
| | | 1,615,000 (2) | | | | Intelsat Luxembourg SA, 8.125%, 06/01/2023 | | | | | 1,441,387 | | | | | | 0.3 | | |
| | | 3,645,000 | | | | Level 3 Financing, Inc., 5.125%-5.375%, 05/01/2023-03/15/2026 | | | | | 3,647,696 | | | | | | 0.8 | | |
| | | 1,850,000 (1) | | | | Netflix, Inc., 5.875%, 11/15/2028 | | | | | 1,857,992 | | | | | | 0.4 | | |
| | | 1,955,000 (1) | | | | Nexstar Broadcasting, Inc., 5.625%, 08/01/2024 | | | | | 1,918,344 | | | | | | 0.4 | | |
| | | 1,705,000 (1) | | | | Plantronics, Inc., 5.500%, 05/31/2023 | | | | | 1,700,738 | | | | | | 0.4 | | |
| | | 1,530,000 (1) | | | | Salem Media Group, Inc., 6.750%, 06/01/2024 | | | | | 1,369,350 | | | | | | 0.3 | | |
| | | 860,000 (1) | | | | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | | | | | 795,500 | | | | | | 0.2 | | |
| | | 1,825,000 (1) | | | | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | | | | | 1,765,158 | | | | | | 0.4 | | |
| | | 1,310,000 (1) | | | | Sirius XM Radio, Inc., 6.000%, 07/15/2024 | | | | | 1,362,662 | | | | | | 0.3 | | |
| | | 750,000 | | | | Sprint Communications, Inc., 6.000%, 11/15/2022 | | | | | 766,875 | | | | | | 0.2 | | |
| | | 4,110,000 | | | | Sprint Corp., 7.125%, 06/15/2024 | | | | | 4,279,538 | | | | | | 0.9 | | |
| | | 2,170,000 | | | | Sprint Corp., 7.250%, 09/15/2021 | | | | | 2,297,487 | | | | | | 0.5 | | |
| | | 2,000,000 | | | | Sprint Corp., 7.625%, 03/01/2026 | | | | | 2,121,500 | | | | | | 0.5 | | |
| | | 2,300,000 | | | | Telecom Italia Capital SA, 6.000%-6.375%, 11/15/2033-09/30/2034 | | | | | 2,238,725 | | | | | | 0.5 | | |
| | | 1,320,000 (1) | | | | Telesat Canada / Telesat LLC, 8.875%, 11/15/2024 | | | | | 1,415,700 | | | | | | 0.3 | | |
| | | 2,000,000 | | | | T-Mobile USA, Inc., 5.375%, 04/15/2027 | | | | | 1,997,500 | | | | | | 0.4 | | |
| | | 755,000 | | | | T-Mobile USA, Inc., 4.500%-5.125%, 04/15/2025-02/01/2026 | | | | | 728,973 | | | | | | 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 | | | | $ | 1,049,703 | | | | | | 0.3 | | |
| | | 1,415,000 | | | | Zayo Group LLC / Zayo Capital, Inc., 6.000%, 04/01/2023 | | | | | 1,464,525 | | | | | | 0.3 | | |
| | | 4,960,000 | | | | Other Securities | | | | | 4,984,189 | | | | | | 1.1 | | |
| | | | | | | | | | | | 79,996,497 | | | | | | 17.7 | | |
| | | | | | | Consumer, Cyclical: 15.9% | | ||||||||||||
| | | 2,650,000 (1) | | | | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | | | | | 2,544,026 | | | | | | 0.6 | | |
| | | 1,775,000 | | | | AMC Entertainment Holdings, Inc., 5.875%, 11/15/2026 | | | | | 1,704,000 | | | | | | 0.4 | | |
| | | 870,000 (1) | | | | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.750%, 08/01/2025 | | | | | 815,625 | | | | | | 0.2 | | |
| | | 856,000 (1) | | | | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.875%, 02/15/2021 | | | | | 866,700 | | | | | | 0.2 | | |
| | | 2,205,000 (1) | | | | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | | | | | 2,105,775 | | | | | | 0.5 | | |
| | | 1,300,000 (1) | | | | Carmike Cinemas, Inc., 6.000%, 06/15/2023 | | | | | 1,327,625 | | | | | | 0.3 | | |
| | | 1,340,000 (1) | | | | CCM Merger, Inc., 6.000%, 03/15/2022 | | | | | 1,378,806 | | | | | | 0.3 | | |
| | | 1,700,000 (1) | | | | Cooper-Standard Automotive, Inc., 5.625%, 11/15/2026 | | | | | 1,676,625 | | | | | | 0.4 | | |
| | | 1,960,000 | | | | Dana, Inc., 5.500%, 12/15/2024 | | | | | 1,948,240 | | | | | | 0.4 | | |
| | | 1,100,000 (1) | | | | Eagle Intermediate Global Holding BV/Ruyi US Finance LLC, 7.500%, 05/01/2025 | | | | | 1,080,750 | | | | | | 0.2 | | |
| | | 2,095,000 (1) | | | | EMI Music Publishing Group North America Holdings, Inc., 7.625%, 06/15/2024 | | | | | 2,259,981 | | | | | | 0.5 | | |
| | | 1,800,000 (1) | | | | Golden Nugget, Inc., 6.750%, 10/15/2024 | | | | | 1,830,384 | | | | | | 0.4 | | |
Voya High Yield Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | | 900,000 (1) | | | | International Game Technology PLC, 6.250%, 02/15/2022 | | | | $ | 936,000 | | | | | | 0.2 | | |
| | | 865,000 (1) | | | | International Game Technology PLC, 6.500%, 02/15/2025 | | | | | 901,762 | | | | | | 0.2 | | |
| | | 1,290,000 (1) | | | | JB Poindexter & Co., Inc., 7.125%, 04/15/2026 | | | | | 1,344,825 | | | | | | 0.3 | | |
| | | 815,000 (1) | | | | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.000%, 06/01/2024 | | | | | 810,420 | | | | | | 0.2 | | |
| | | 815,000 (1) | | | | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.250%, 06/01/2026 | | | | | 815,611 | | | | | | 0.2 | | |
| | | 1,960,000 (1) | | | | Live Nation Entertainment, Inc., 5.375%, 06/15/2022 | | | | | 1,989,400 | | | | | | 0.4 | | |
| | | 4,060,000 | | | | MGM Resorts International, 5.750%- 7.750%, 03/15/2022- 06/15/2025 | | | | | 4,218,325 | | | | | | 0.9 | | |
| | | 1,800,000 (1) | | | | Navistar International Corp., 6.625%, 11/01/2025 | | | | | 1,881,000 | | | | | | 0.4 | | |
| | | 980,000 (1) | | | | Neiman Marcus Group Ltd., Inc., 8.000%, 10/15/2021 | | | | | 648,637 | | | | | | 0.1 | | |
| | | 1,920,197 | (1)(3) | | Neiman Marcus Group Ltd., Inc., 8.750% (PIK Rate 9.500%, Cash Rate 8.750%), 10/15/2021 | | | | | 1,275,731 | | | | | | 0.3 | | | |
| | | 1,295,000 (1) | | | | Penn National Gaming, Inc., 5.625%, 01/15/2027 | | | | | 1,252,524 | | | | | | 0.3 | | |
| | | 2,980,000 (1) | | | | PetSmart, Inc., 7.125%, 03/15/2023 | | | | | 2,156,775 | | | | | | 0.5 | | |
| | | 1,440,000 (1) | | | | Scientific Games International, Inc., 5.000%, 10/15/2025 | | | | | 1,371,600 | | | | | | 0.3 | | |
| | | 2,165,000 | | | | Scientific Games International, Inc., 6.625%-10.000%, 05/15/2021-12/01/2022 | | | | | 2,244,783 | | | | | | 0.5 | | |
| | | 2,010,000 (1) | | | | Silversea Cruise Finance Ltd., 7.250%, 02/01/2025 | | | | | 2,196,629 | | | | | | 0.5 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | | 1,585,000 (1) | | | | Six Flags Entertainment Corp., 5.500%, 04/15/2027 | | | | $ | 1,573,113 | | | | | | 0.3 | | |
| | | 1,355,000 (1) | | | | Station Casinos LLC, 5.000%, 10/01/2025 | | | | | 1,301,207 | | | | | | 0.3 | | |
| | | 2,115,000 (1) | | | | Viking Cruises Ltd., 5.875%, 09/15/2027 | | | | | 2,069,105 | | | | | | 0.5 | | |
| | | 745,000 (1) | | | | WMG Acquisition Corp., 5.000%, 08/01/2023 | | | | | 746,863 | | | | | | 0.2 | | |
| | | 657,000 (1) | | | | WMG Acquisition Corp., 5.625%, 04/15/2022 | | | | | 668,497 | | | | | | 0.1 | | |
| | | 1,620,000 (1) | | | | Wolverine World Wide, Inc., 5.000%, 09/01/2026 | | | | | 1,593,675 | | | | | | 0.3 | | |
| | | 20,831,000 (4) | | | | Other Securities | | | | | 20,595,677 | | | | | | 4.5 | | |
| | | | | | | | | | | | 72,130,696 | | | | | | 15.9 | | |
| | | | | | | Consumer, Non-cyclical: 16.0% | | ||||||||||||
| | | 1,750,000 | (1)(2) | | Aptim Corp., 7.750%, 06/15/2025 | | | | | 1,513,505 | | | | | | 0.3 | | | |
| | | 1,245,000 (1) | | | | Cardtronics, Inc. / Cardtronics USA, Inc., 5.500%, 05/01/2025 | | | | | 1,195,200 | | | | | | 0.3 | | |
| | | 2,630,000 | | | | Centene Corp., 4.750%-6.125%, 02/15/2021-01/15/2025 | | | | | 2,714,769 | | | | | | 0.6 | | |
| | | 1,380,000 (1) | | | | Cott Holdings, Inc., 5.500%, 04/01/2025 | | | | | 1,350,675 | | | | | | 0.3 | | |
| | | 950,000 | (1)(3) | | Eagle Holding CO II LLC, 7.625% (PIK Rate 8.375%, Cash Rate 7.625%), 05/15/2022 | | | | | 964,250 | | | | | | 0.2 | | | |
| | | 450,000 | (1)(2) | | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 5.875%, 10/15/2024 | | | | | 455,625 | | | | | | 0.1 | | | |
| | | 690,000 (1) | | | | Endo Finance LLC / Endo Finco, Inc., 5.375%, 01/15/2023 | | | | | 610,650 | | | | | | 0.1 | | |
| | | 840,000 (1) | | | | Envision Healthcare Corp., 5.125%, 07/01/2022 | | | | | 864,780 | | | | | | 0.2 | | |
| | | 1,805,000 | | | | Envision Healthcare Corp., 5.625%, 07/15/2022 | | | | | 1,856,803 | | | | | | 0.4 | | |
| | | 1,660,000 (1) | | | | Graham Holdings Co., 5.750%, 06/01/2026 | | | | | 1,703,575 | | | | | | 0.4 | | |
| | | 2,395,000 | | | | HCA Healthcare, Inc., 6.250%, 02/15/2021 | | | | | 2,502,775 | | | | | | 0.6 | | |
| | | 3,315,000 | | | | HCA, Inc., 5.375%, 02/01/2025 | | | | | 3,389,587 | | | | | | 0.7 | | |
Voya High Yield Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 2,400,000 | | | | HCA, Inc., 5.500%-7.500%, 02/15/2022- 06/15/2047 | | | | $ | 2,552,750 | | | | | | 0.6 | | |
| | | 575,000 (1) | | | | Hertz Corp./The, 7.625%, 06/01/2022 | | | | | 569,250 | | | | | | 0.1 | | |
| | | 1,235,000 | (1)(2) | | Hertz Corp., 5.500%, 10/15/2024 | | | | | 1,031,225 | | | | | | 0.2 | | | |
| | | 775,000 (2) | | | | Hertz Corp., 7.375%, 01/15/2021 | | | | | 775,969 | | | | | | 0.2 | | |
| | | 1,655,000 (1) | | | | Hill-Rom Holdings, Inc., 5.750%, 09/01/2023 | | | | | 1,704,650 | | | | | | 0.4 | | |
| | | 1,570,000 (1) | | | | Jaguar Holding Co. II / Pharmaceutical Product Development LLC, 6.375%, 08/01/2023 | | | | | 1,585,700 | | | | | | 0.4 | | |
| | | 950,000 (1) | | | | JBS USA LLC/JBS USA Finance, Inc., 7.250%, 06/01/2021 | | | | | 969,000 | | | | | | 0.2 | | |
| | | 575,000 (1) | | | | JBS USA LUX SA / JBS USA Finance, Inc., 5.875%, 07/15/2024 | | | | | 568,531 | | | | | | 0.1 | | |
| | | 1,335,000 (1) | | | | JBS USA LUX SA / JBS USA Finance, Inc., 6.750%, 02/15/2028 | | | | | 1,328,325 | | | | | | 0.3 | | |
| | | 2,275,000 (1) | | | | MPH Acquisition Holdings LLC, 7.125%, 06/01/2024 | | | | | 2,370,550 | | | | | | 0.5 | | |
| | | 1,125,000 (1) | | | | Pilgrim’s Pride Corp., 5.750%, 03/15/2025 | | | | | 1,088,437 | | | | | | 0.2 | | |
| | | 1,200,000 (1) | | | | Pilgrim’s Pride Corp., 5.875%, 09/30/2027 | | | | | 1,140,000 | | | | | | 0.3 | | |
| | | 580,000 | (1)(3) | | Polaris Intermediate Corp., 8.500% (PIK Rate 8.500%, Cash Rate 0.000%), 12/01/2022 | | | | | 601,454 | | | | | | 0.1 | | | |
| | | 1,975,000 (1) | | | | Post Holdings, Inc., 5.625%, 01/15/2028 | | | | | 1,905,875 | | | | | | 0.4 | | |
| | | 900,000 (1) | | | | Post Holdings, Inc., 8.000%, 07/15/2025 | | | | | 993,375 | | | | | | 0.2 | | |
| | | 1,220,000 (1) | | | | Sotera Health Holdings LLC, 6.500%, 05/15/2023 | | | | | 1,259,650 | | | | | | 0.3 | | |
| | | 805,000 | (1)(3) | | Sotera Health Topco, Inc., 8.125% (PIK Rate 8.875%, Cash Rate 8.125%), 11/01/2021 | | | | | 815,062 | | | | | | 0.2 | | | |
| | | 2,060,000 (2) | | | | Tenet Healthcare Corp., 6.750%, 06/15/2023 | | | | | 2,060,000 | | | | | | 0.5 | | |
| | | 2,345,000 | | | | Tenet Healthcare Corp., 5.125%-8.125%, 02/01/2020-05/01/2025 | | | | | 2,406,085 | | | | | | 0.5 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 2,495,000 | | | | United Rentals North America, Inc., 4.625%-5.500%, 07/15/2025-01/15/2028 | | | | $ | 2,449,738 | | | | | | 0.5 | | |
| | | 2,490,000 (1) | | | | Bausch Health Cos, Inc./US, 8.500%, 01/31/2027 | | | | | 2,620,725 | | | | | | 0.6 | | |
| | | 1,750,000 (1) | | | | Bausch Health Cos, Inc., 5.500%, 03/01/2023 | | | | | 1,690,063 | | | | | | 0.4 | | |
| | | 450,000 (1) | | | | Bausch Health Cos, Inc., 5.500%, 11/01/2025 | | | | | 450,900 | | | | | | 0.1 | | |
| | | 780,000 (1) | | | | Bausch Health Cos, Inc., 6.125%, 04/15/2025 | | | | | 743,769 | | | | | | 0.1 | | |
| | | 1,135,000 (1) | | | | Bausch Health Cos, Inc., 7.000%, 03/15/2024 | | | | | 1,201,965 | | | | | | 0.3 | | |
| | | 1,775,000 (1) | | | | Vizient, Inc., 10.375%, 03/01/2024 | | | | | 1,950,281 | | | | | | 0.4 | | |
| | | 1,835,000 (1) | | | | West Street Merger Sub, Inc., 6.375%, 09/01/2025 | | | | | 1,747,838 | | | | | | 0.4 | | |
| | | 15,480,000 | | | | Other Securities | | | | | 14,860,890 | | | | | | 3.3 | | |
| | | | | | | | | | | | 72,564,251 | | | | | | 16.0 | | |
| | | | | | | Energy: 16.0% | | ||||||||||||
| | | 2,300,000 | | | | Antero Resources Corp., 5.000%-5.125%, 12/01/2022-03/01/2025 | | | | | 2,331,875 | | | | | | 0.5 | | |
| | | 1,620,000 (1) | | | | Calfrac Holdings L.P., 8.500%, 06/15/2026 | | | | | 1,518,750 | | | | | | 0.3 | | |
| | | 2,950,000 | (1)(2) | | California Resources Corp., 8.000%, 12/15/2022 | | | | | 2,820,937 | | | | | | 0.6 | | | |
| | | 1,690,000 (1) | | | | Centennial Resource Production LLC, 5.375%, 01/15/2026 | | | | | 1,685,775 | | | | | | 0.4 | | |
| | | 2,615,000 | | | | Cheniere Corpus Christi Holdings LLC, 5.125%-5.875%, 03/31/2025-06/30/2027 | | | | | 2,674,587 | | | | | | 0.6 | | |
| | | 700,000 | | | | Chesapeake Energy Corp., 6.625%, 08/15/2020 | | | | | 735,000 | | | | | | 0.2 | | |
| | | 2,295,000 (2) | | | | Chesapeake Energy Corp., 8.000%, 01/15/2025 | | | | | 2,374,178 | | | | | | 0.5 | | |
| | | 1,505,000 (1) | | | | Covey Park Energy LLC / Covey Park Finance Corp., 7.500%, 05/15/2025 | | | | | 1,533,219 | | | | | | 0.3 | | |
| | | 840,000 (1) | | | | Endeavor Energy Resources L.P. / EER Finance, Inc., 5.500%, 01/30/2026 | | | | | 844,200 | | | | | | 0.2 | | |
Voya High Yield Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Energy (continued) | | ||||||||||||
| | | 835,000 (1) | | | | Endeavor Energy Resources L.P. / EER Finance, Inc., 5.750%, 01/30/2028 | | | | $ | 838,131 | | | | | | 0.2 | | |
| | | 1,045,000 (1) | | | | Hess Infrastructure Partners L.P. / Hess Infrastructure Partners Finance Corp., 5.625%, 02/15/2026 | | | | | 1,060,675 | | | | | | 0.2 | | |
| | | 1,545,000 (1) | | | | Indigo Natural Resources LLC, 6.875%, 02/15/2026 | | | | | 1,502,513 | | | | | | 0.3 | | |
| | | 1,290,000 (1) | | | | Jagged Peak Energy LLC, 5.875%, 05/01/2026 | | | | | 1,286,775 | | | | | | 0.3 | | |
| | | 2,525,000 | (1)(2) | | Jonah Energy LLC / Jonah Energy Finance Corp., 7.250%, 10/15/2025 | | | | | 1,944,250 | | | | | | 0.4 | | | |
| | | 1,850,000 (1) | | | | Lonestar Resources America, Inc., 11.250%, 01/01/2023 | | | | | 2,039,625 | | | | | | 0.5 | | |
| | | 1,510,000 (1) | | | | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp., 6.000%, 08/01/2026 | | | | | 1,510,000 | | | | | | 0.3 | | |
| | | 1,655,000 (1) | | | | Moss Creek Resources Holdings, Inc., 7.500%, 01/15/2026 | | | | | 1,661,206 | | | | | | 0.4 | | |
| | | 130,000 | | | | Murphy Oil USA, Inc., 5.625%, 05/01/2027 | | | | | 129,513 | | | | | | 0.0 | | |
| | | 1,910,000 | | | | Murphy Oil USA, Inc., 6.000%, 08/15/2023 | | | | | 1,972,075 | | | | | | 0.5 | | |
| | | 2,285,000 | | | | Murphy Oil Corp., 4.450%-5.750%, 12/01/2022-08/15/2025 | | | | | 2,296,688 | | | | | | 0.5 | | |
| | | 1,470,000 (1) | | | | Murray Energy Corp., 11.250%, 04/15/2021 | | | | | 1,054,725 | | | | | | 0.2 | | |
| | | 1,800,000 | | | | Newfield Exploration Co., 5.625%, 07/01/2024 | | | | | 1,905,750 | | | | | | 0.4 | | |
| | | 220,000 (1) | | | | NGPL PipeCo LLC, 4.375%, 08/15/2022 | | | | | 222,750 | | | | | | 0.1 | | |
| | | 1,000,000 (1) | | | | NGPL PipeCo LLC, 4.875%, 08/15/2027 | | | | | 998,750 | | | | | | 0.2 | | |
| | | 830,000 (1) | | | | Noble Holding International Ltd., 7.875%, 02/01/2026 | | | | | 864,238 | | | | | | 0.2 | | |
| | | 1,950,000 (1) | | | | Rockies Express Pipeline LLC, 5.625%, 04/15/2020 | | | | | 2,013,375 | | | | | | 0.5 | | |
| | | 990,000 | (1)(2) | | Sanchez Energy Corp., 7.250%, 02/15/2023 | | | | | 978,863 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Energy (continued) | | ||||||||||||
| | | 840,000 (1) | | | | Sunoco L.P. / Sunoco Finance Corp., 4.875%, 01/15/2023 | | | | $ | 833,700 | | | | | | 0.2 | | |
| | | 85,000 (1) | | | | Sunoco L.P. / Sunoco Finance Corp., 5.500%, 02/15/2026 | | | | | 82,322 | | | | | | 0.0 | | |
| | | 85,000 (1) | | | | Sunoco L.P. / Sunoco Finance Corp., 5.875%, 03/15/2028 | | | | | 81,813 | | | | | | 0.0 | | |
| | | 1,600,000 (1) | | | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | | | | | 1,618,000 | | | | | | 0.4 | | |
| | | 2,550,000 | | | | Transocean, Inc., 6.800%, 03/15/2038 | | | | | 2,218,500 | | | | | | 0.5 | | |
| | | 2,367,000 | | | | Unit Corp., 6.625%, 05/15/2021 | | | | | 2,378,835 | | | | | | 0.5 | | |
| | | 1,655,000 (1) | | | | Vermilion Energy, Inc., 5.625%, 03/15/2025 | | | | | 1,652,931 | | | | | | 0.4 | | |
| | | 2,353,000 | | | | WPX Energy, Inc., 6.000%, 01/15/2022 | | | | | 2,450,061 | | | | | | 0.5 | | |
| | | 21,800,000 (4) | | | | Other Securities | | | | | 20,501,496 | | | | | | 4.5 | | |
| | | | | | | | | | | | 72,616,081 | | | | | | 16.0 | | |
| | | | | | | Financial: 5.4% | | ||||||||||||
| | | 2,125,000 | | | | Ally Financial, Inc., 5.750%, 11/20/2025 | | | | | 2,202,031 | | | | | | 0.5 | | |
| | | 1,500,000 | | | | Ally Financial, Inc., 7.500%, 09/15/2020 | | | | | 1,608,000 | | | | | | 0.3 | | |
| | | 1,825,000 (1) | | | | ESH Hospitality, Inc., 5.250%, 05/01/2025 | | | | | 1,774,813 | | | | | | 0.4 | | |
| | | 1,445,000 (1) | | | | HUB International Ltd., 7.000%, 05/01/2026 | | | | | 1,450,505 | | | | | | 0.3 | | |
| | | 1,695,000 (1) | | | | Lions Gate Capital Holdings LLC, 5.875%, 11/01/2024 | | | | | 1,745,850 | | | | | | 0.4 | | |
| | | 2,270,000 | | | | MPT Operating Partnership L.P. / MPT Finance Corp., 5.000%-6.375%, 03/01/2024-10/15/2027 | | | | | 2,303,590 | | | | | | 0.5 | | |
| | | 840,000 | | | | Navient Corp., 5.875%, 10/25/2024 | | | | | 824,233 | | | | | | 0.2 | | |
| | | 2,000,000 | | | | Navient Corp., 7.250%, 09/25/2023 | | | | | 2,130,000 | | | | | | 0.4 | | |
| | | 1,405,000 (1) | | | | Quicken Loans, Inc., 5.250%, 01/15/2028 | | | | | 1,310,163 | | | | | | 0.3 | | |
Voya High Yield Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 2,040,000 | (1)(2) | | Realogy Group LLC / Realogy Co-Issuer Corp., 5.250%, 12/01/2021 | | | | $ | 2,052,750 | | | | | | 0.5 | | | |
| | | 1,850,000 (1) | | | | Tempo Acquisition LLC / Tempo Acquisition Finance Corp., 6.750%, 06/01/2025 | | | | | 1,803,750 | | | | | | 0.4 | | |
| | | 5,205,000 | | | | Other Securities | | | | | 5,318,234 | | | | | | 1.2 | | |
| | | | | | | | | | | | 24,523,919 | | | | | | 5.4 | | |
| | | | | | | Industrial: 9.5% | | ||||||||||||
| | | 1,975,000 (1) | | | | Advanced Disposal Services, Inc., 5.625%, 11/15/2024 | | | | | 2,001,643 | | | | | | 0.4 | | |
| | | 313,708 | (1)(3) | | ARD Securities Finance SARL, 8.750% (PIK Rate 8.750%, Cash Rate 8.750%), 01/31/2023 | | | | | 315,277 | | | | | | 0.1 | | | |
| | | 1,000,000 (1) | | | | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 7.250%, 05/15/2024 | | | | | 1,050,000 | | | | | | 0.2 | | |
| | | 1,580,000 (1) | | | | ATS Automation Tooling Systems, Inc., 6.500%, 06/15/2023 | | | | | 1,639,250 | | | | | | 0.4 | | |
| | | 1,649,000 (1) | | | | BMC East LLC, 5.500%, 10/01/2024 | | | | | 1,597,469 | | | | | | 0.3 | | |
| | | 750,000 (1) | | | | Bombardier, Inc., 6.000%, 10/15/2022 | | | | | 755,625 | | | | | | 0.2 | | |
| | | 780,000 (1) | | | | Bombardier, Inc., 7.500%, 12/01/2024 | | | | | 824,850 | | | | | | 0.2 | | |
| | | 2,185,000 (1) | | | | Bombardier, Inc., 8.750%, 12/01/2021 | | | | | 2,427,207 | | | | | | 0.5 | | |
| | | 2,555,000 (1) | | | | BWAY Holding Co., 7.250%, 04/15/2025 | | | | | 2,497,257 | | | | | | 0.5 | | |
| | | 1,280,000 (1) | | | | FXI Holdings, Inc., 7.875%, 11/01/2024 | | | | | 1,224,000 | | | | | | 0.3 | | |
| | | 1,725,000 (1) | | | | Itron, Inc., 5.000%, 01/15/2026 | | | | | 1,660,312 | | | | | | 0.4 | | |
| | | 1,675,000 (1) | | | | James Hardie International Finance DAC, 4.750%, 01/15/2025 | | | | | 1,627,179 | | | | | | 0.4 | | |
| | | 1,255,000 (1) | | | | Koppers, Inc., 6.000%, 02/15/2025 | | | | | 1,258,137 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Industrial (continued) | | ||||||||||||
| | | 1,099,000 (1) | | | | Masonite International Corp., 5.625%, 03/15/2023 | | | | $ | 1,127,849 | | | | | | 0.2 | | |
| | | 390,000 (1) | | | | Masonite International Corp., 5.750%, 09/15/2026 | | | | | 391,950 | | | | | | 0.1 | | |
| | | 210,000 (1) | | | | Multi-Color Corp., 4.875%, 11/01/2025 | | | | | 196,875 | | | | | | 0.1 | | |
| | | 1,825,000 (1) | | | | Multi-Color Corp., 6.125%, 12/01/2022 | | | | | 1,875,187 | | | | | | 0.4 | | |
| | | 1,450,000 (1) | | | | Novelis Corp., 5.875%, 09/30/2026 | | | | | 1,419,187 | | | | | | 0.3 | | |
| | | 600,000 (1) | | | | Novelis Corp., 6.250%, 08/15/2024 | | | | | 613,500 | | | | | | 0.1 | | |
| | | 525,000 (1) | | | | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/2023 | | | | | 542,062 | | | | | | 0.1 | | |
| | | 1,425,000 (1) | | | | Owens-Brockway Glass Container, Inc., 6.375%, 08/15/2025 | | | | | 1,471,313 | | | | | | 0.3 | | |
| | | 1,365,000 (1) | | | | PGT Escrow Issuer, Inc., 6.750%, 08/01/2026 | | | | | 1,419,600 | | | | | | 0.3 | | |
| | | 1,030,000 (1) | | | | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/2023 | | | | | 1,025,622 | | | | | | 0.2 | | |
| | | 135,000 (1) | | | | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 7.000%, 07/15/2024 | | | | | 137,616 | | | | | | 0.1 | | |
| | | 1,415,000 (1) | | | | Standard Industries, Inc./ NJ, 6.000%, 10/15/2025 | | | | | 1,452,144 | | | | | | 0.3 | | |
| | | 1,365,000 (1) | | | | Stevens Holding Co., Inc., 6.125%, 10/01/2026 | | | | | 1,390,594 | | | | | | 0.3 | | |
| | | 1,720,000 (1) | | | | Wrangler Buyer Corp., 6.000%, 10/01/2025 | | | | | 1,676,295 | | | | | | 0.4 | | |
| | | 1,620,000 (1) | | | | Zekelman Industries, Inc., 9.875%, 06/15/2023 | | | | | 1,763,775 | | | | | | 0.4 | | |
| | | 7,355,000 | | | | Other Securities | | | | | 7,625,507 | | | | | | 1.7 | | |
| | | | | | | | | | | | 43,007,282 | | | | | | 9.5 | | |
| | | | | | | Technology: 5.3% | | ||||||||||||
| | | 1,575,000 (1) | | | | Ascend Learning LLC, 6.875%, 08/01/2025 | | | | | 1,594,687 | | | | | | 0.4 | | |
Voya High Yield Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Technology (continued) | | ||||||||||||
| | | 1,975,000 (1) | | | | Change Healthcare Holdings LLC / Change Healthcare Finance, Inc., 5.750%, 03/01/2025 | | | | $ | 1,967,594 | | | | | | 0.4 | | |
| | | 540,000 (1) | | | | Dell International LLC / EMC Corp., 5.875%, 06/15/2021 | | | | | 557,550 | | | | | | 0.1 | | |
| | | 540,000 (1) | | | | Dell International LLC / EMC Corp., 7.125%, 06/15/2024 | | | | | 580,114 | | | | | | 0.2 | | |
| | | 1,500,000 (1) | | | | First Data Corp., 5.750%, 01/15/2024 | | | | | 1,524,750 | | | | | | 0.3 | | |
| | | 2,575,000 (1) | | | | First Data Corp., 7.000%, 12/01/2023 | | | | | 2,687,656 | | | | | | 0.6 | | |
| | | 1,890,000 | (1)(3) | | Infor Software Parent LLC / Infor Software Parent, Inc., 7.125% (PIK Rate 7.875%, Cash Rate 7.125%), 05/01/2021 | | | | | 1,919,767 | | | | | | 0.4 | | | |
| | | 1,120,000 (1) | | | | Open Text Corp., 5.625%, 01/15/2023 | | | | | 1,142,400 | | | | | | 0.3 | | |
| | | 525,000 (1) | | | | Open Text Corp., 5.875%, 06/01/2026 | | | | | 543,050 | | | | | | 0.1 | | |
| | | 1,950,000 (1) | | | | Qorvo, Inc., 5.500%, 07/15/2026 | | | | | 1,984,379 | | | | | | 0.5 | | |
| | | 440,000 | | | | Qorvo, Inc., 7.000%, 12/01/2025 | | | | | 477,950 | | | | | | 0.1 | | |
| | | 1,425,000 (1) | | | | RP Crown Parent LLC, 7.375%, 10/15/2024 | | | | | 1,482,000 | | | | | | 0.3 | | |
| | | 1,805,000 (1) | | | | Veritas US, Inc. / Veritas Bermuda Ltd.., 10.500%, 02/01/2024 | | | | | 1,660,600 | | | | | | 0.4 | | |
| | | 200,000 (1) | | | | Veritas US, Inc. / Veritas Bermuda Ltd., 7.500%, 02/01/2023 | | | | | 194,800 | | | | | | 0.0 | | |
| | | 5,325,000 | | | | Other Securities | | | | | 5,482,944 | | | | | | 1.2 | | |
| | | | | | | | | | | | 23,800,241 | | | | | | 5.3 | | |
| | | | | | | Utilities: 1.9% | | ||||||||||||
| | | 735,000 (1) | | | | Calpine Corp., 5.250%, 06/01/2026 | | | | | 683,550 | | | | | | 0.1 | | |
| | | 2,450,000 | | | | Calpine Corp., 5.375%-5.750%, 01/15/2023-01/15/2025 | | | | | 2,217,312 | | | | | | 0.5 | | |
| | | 720,000 (1) | | | | Drax Finco PLC, 6.625%, 11/01/2025 | | | | | 730,800 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Utilities (continued) | | ||||||||||||
| | | 1,500,000 (1) | | | | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/2023 | | | | $ | 1,496,250 | | | | | | 0.3 | | |
| | | 540,000 (1) | | | | NRG Energy, Inc., 5.750%, 01/15/2028 | | | | | 546,750 | | | | | | 0.1 | | |
| | | 1,940,000 | | | | NRG Energy, Inc., 6.250%-6.625%, 07/15/2022-01/15/2027 | | | | | 2,040,858 | | | | | | 0.5 | | |
| | | 975,000 (1) | | | | Vistra Operations Co. LLC, 5.500%, 09/01/2026 | | | | | 987,188 | | | | | | 0.2 | | |
| | | | | | | | | | | | 8,702,708 | | | | | | 1.9 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $431,745,803) | | | | | 432,854,030 | | | | | | 95.5 | | |
| OTHER(5): —% | | ||||||||||||||||||
| | | | | | | Basic Materials: –% | | ||||||||||||
| | | 2,000,000 | (6)(7)(8) | | Momentive Performance Materials, Inc. (Escrow), 8.875%, 10/15/2020 | | | | | — | | | | | | — | | | |
| | | | | | | Total Other (Cost $—) | | | | | — | | | | | | — | | |
| BANK LOANS: 0.2% | | ||||||||||||||||||
| | | | | | | Health Care: 0.2% | | ||||||||||||
| | | 999,375 | | | | Valeant Pharmaceuticals International, Inc. 2018 Term Loan B, 5.104%, (US0001M + 3.000%), 06/01/2025 | | | | | 1,005,621 | | | | | | 0.2 | | |
| | | | | | | Total Bank Loans (Cost $994,378) | | | | | 1,005,621 | | | | | | 0.2 | | |
|
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 0.2% | | ||||||||||||||||||
| | | | | | | Consumer Staples: 0.2% | | ||||||||||||
| | | 27,789 (9) | | | | Other Securities | | | | | 1,042,087 | | | | | | 0.2 | | |
| | | | | | | Total Common Stock (Cost $848,084) | | | | | 1,042,087 | | | | | | 0.2 | | |
| | | | | | | Total Long-Term Investments (Cost $433,588,265) | | | | | 434,901,738 | | | | | | 95.9 | | |
|
Voya High Yield Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS:7.7% | | ||||||||||||||||||
| | | | | | | Commercial Paper: 2.1% | | ||||||||||||
| | | 2,150,000 | | | | Enterprise Products Operating LLC, 2.960%, 10/10/2018 | | | | $ | 2,148,258 | | | | | | 0.5 | | |
| | | 5,000,000 | | | | Kroger Co., 6.950%, 10/01/2018 | | | | | 4,999,048 | | | | | | 1.1 | | |
| | | 2,000,000 | | | | Marriott International, Inc., 2.630%, 11/08/2018 | | | | | 1,994,394 | | | | | | 0.5 | | |
| | | | | | | | | | | | 9,141,700 | | | | | | 2.1 | | |
| | | | | | | Securities Lending Collateral(10): 4.9% | | ||||||||||||
| | | 5,292,499 | | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 09/28/18, 2.27%, due 10/01/18 (Repurchase Amount $5,293,486, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $5,398,349, due 10/25/18-08/20/68) | | | | | 5,292,499 | | | | | | 1.2 | | |
| | | 5,292,499 | | | | Daiwa Capital Markets, Repurchase Agreement dated 09/28/18, 2.27%, due 10/01/18 (Repurchase Amount $5,293,486, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.875%, Market Value plus accrued interest $5,398,349, due 10/25/18-09/09/49) | | | | | 5,292,499 | | | | | | 1.1 | | |
| | | 1,112,850 | | | | Merrill Lynch & Co., Inc., Repurchase Agreement dated 09/28/18, 2.25%, due 10/01/18 (Repurchase Amount $1,113,056, collateralized by various U.S. Government Securities, 0.000%-1.625%, Market Value plus accrued interest $1,135,107, due 05/23/19-09/09/49) | | | | | 1,112,850 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(10) (continued) | | ||||||||||||
| | | 5,292,499 | | | | Nomura Securities, Repurchase Agreement dated 09/28/18, 2.27%, due 10/01/18 (Repurchase Amount $5,293,486, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $5,398,349, due 09/30/18-08/20/68) | | | | $ | 5,292,499 | | | | | | 1.2 | | |
| | | 5,292,499 | | | | RBC Dominion Securities Inc., Repurchase Agreement dated 09/28/18, 2.26%, due 10/01/18 (Repurchase Amount $5,293,482, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $5,398,349, due 10/04/18-09/09/49) | | | | | 5,292,499 | | | | | | 1.2 | | |
| | | | | | | | | | | | 22,282,846 | | | | | | 4.9 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.7% | | ||||||||||||
| | | 3,213,000 (11) | | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.980% (Cost $3,213,000) | | | | | 3,213,000 | | | | | | 0.7 | | |
| | | | | | | Total Short-Term Investments (Cost $34,639,372) | | | | | 34,637,546 | | | | | | 7.7 | | |
| | | | | | | Total Investments in Securities (Cost $468,227,637) | | | | $ | 469,539,284 | | | | | | 103.6 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (16,132,975) | | | | | | (3.6) | | |
| | | | | | | Net Assets | | | | $ | 453,406,309 | | | | | | 100.0 | | |
|
Voya High Yield Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at September 30, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | ||||||||||||||||||||
Consumer Staples | | | | $ | — | | | | | $ | 1,042,087 | | | | | $ | — | | | | | $ | 1,042,087 | | |
Total Common Stock | | | | | — | | | | | | 1,042,087 | | | | | | — | | | | | | 1,042,087 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 432,854,030 | | | | | | — | | | | | | 432,854,030 | | |
Bank Loans | | | | | — | | | | | | 1,005,621 | | | | | | — | | | | | | 1,005,621 | | |
Other | | | | | — | | | | | | — | | | | | | �� | | | | | | — | | |
Short-Term Investments | | | | | 3,213,000 | | | | | | 31,424,546 | | | | | | — | | | | | | 34,637,546 | | |
Total Investments, at fair value | | | | $ | 3,213,000 | | | | | $ | 466,326,284 | | | | | $ | — | | | | | $ | 469,539,284 | | |
|
Security | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | |||||||||
Momentive Performance Materials, Inc. (Escrow) | | | | | 10/30/2014 | | | | | $ | — | | | | | $ | — | | |
| | | | | | | | | | $ | — | | | | | $ | — | | |
|
| Cost for federal income tax purposes was $468,244,126. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 10,506,909 | | |
| Gross Unrealized Depreciation | | | | | (9,211,751) | | |
| Net Unrealized Appreciation | | | | $ | 1,295,158 | | |
|
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 33.3% | | ||||||||||||||||||
| | | | | | | Basic Materials: 0.8% | | ||||||||||||
| | | 3,782,000 (1) | | | | Air Liquide Finance SA, 2.250%, 09/27/2023 | | | | $ | 3,542,350 | | | | | | 0.1 | | |
| | | 2,746,000 (1) | | | | Anglo American Capital PLC, 4.875%, 05/14/2025 | | | | | 2,753,597 | | | | | | 0.0 | | |
| | | 2,250,000 (1) | | | | Braskem Netherlands Finance BV, 4.500%, 01/10/2028 | | | | | 2,144,250 | | | | | | 0.0 | | |
| | | 1,897,000 (1) | | | | Georgia-Pacific LLC, 2.539%, 11/15/2019 | | | | | 1,882,728 | | | | | | 0.0 | | |
| | | 1,960,000 (1) | | | | Georgia-Pacific LLC, 3.163%, 11/15/2021 | | | | | 1,934,024 | | | | | | 0.1 | | |
| | | 1,360,000 (1) | | | | Georgia-Pacific LLC, 3.734%, 07/15/2023 | | | | | 1,367,240 | | | | | | 0.0 | | |
| | | 6,165,000 (1) | | | | Georgia-Pacific LLC, 5.400%, 11/01/2020 | | | | | 6,416,036 | | | | | | 0.1 | | |
| | | 29,562,000 | | | | Other Securities | | | | | 29,437,780 | | | | | | 0.5 | | |
| | | | | | | | | | | | 49,478,005 | | | | | | 0.8 | | |
| | | | | | | Communications: 3.2% | | ||||||||||||
| | | 5,376,000 (1) | | | | AT&T, Inc., 4.300%, 02/15/2030 | | | | | 5,177,910 | | | | | | 0.1 | | |
| | | 3,275,000 (1) | | | | AT&T, Inc., 5.150%, 11/15/2046 | | | | | 3,137,535 | | | | | | 0.1 | | |
| | | 8,046,000 (1) | | | | AT&T, Inc., 5.150%, 02/15/2050 | | | | | 7,631,563 | | | | | | 0.1 | | |
| | | 12,640,000 | | | | AT&T, Inc., 4.125%-5.450%, 02/17/2026-03/09/2049 | | | | | 12,279,174 | | | | | | 0.2 | | |
| | | 145,000 (1) | | | | CBS Corp., 3.700%, 06/01/2028 | | | | | 136,256 | | | | | | 0.0 | | |
| | | 3,995,000 (1) | | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | | | | | 3,797,687 | | | | | | 0.1 | | |
| | | 23,432,000 | | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.579%-4.908%, 07/23/2020-07/23/2025 | | | | | 23,667,453 | | | | | | 0.4 | | |
| | | 6,080,000 | | | | Comcast Corp., 4.000%, 03/01/2048 | | | | | 5,488,042 | | | | | | 0.1 | | |
| | | 4,355,000 (1) | | | | CommScope Technologies LLC, 5.000%, 03/15/2027 | | | | | 4,202,575 | | | | | | 0.1 | | |
| | | 9,365,000 (1) | | | | NBCUniversal Enterprise, Inc., 5.250%, 12/31/2199 | | | | | 9,519,469 | | | | | | 0.1 | | |
| | | 1,335,000 | (1)(2) | | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | | | | | 1,234,875 | | | | | | 0.0 | | | |
| | | 3,000,000 | (1)(2) | | Sinclair Television Group, Inc., 5.625%, 08/01/2024 | | | | | 2,965,950 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Communications (continued) | | ||||||||||||
| | | 3,610,000 (1) | | | | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | | | | $ | 3,491,628 | | | | | | 0.0 | | |
| | | 3,420,000 (1) | | | | Tencent Holdings Ltd., 2.985%, 01/19/2023 | | | | | 3,313,822 | | | | | | 0.0 | | |
| | | 11,642,000 | | | | Verizon Communications, Inc., 4.812%, 03/15/2039 | | | | | 11,748,411 | | | | | | 0.2 | | |
| | | 4,621,000 | | | | Verizon Communications, Inc., 4.150%-4.862%, 03/15/2024-08/21/2046 | | | | | 4,669,341 | | | | | | 0.1 | | |
| | | 94,238,000 (3) | | | | Other Securities | | | | | 92,260,439 | | | | | | 1.5 | | |
| | | | | | | | | | | | 194,722,130 | | | | | | 3.2 | | |
| | | | | | | Consumer, Cyclical: 3.2% | | ||||||||||||
| | | 4,285,000 (1) | | | | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | | | | | 4,113,643 | | | | | | 0.1 | | |
| | | 4,205,000 (1) | | | | BMW US Capital LLC, 3.400%, 08/13/2021 | | | | | 4,204,736 | | | | | | 0.1 | | |
| | | 5,340,000 (1) | | | | BMW US Capital LLC, 3.450%, 04/12/2023 | | | | | 5,294,296 | | | | | | 0.1 | | |
| | | 1,428,892 (1) | | | | British Airways 2018-1 Class A Pass Through Trust, 4.125%, 03/20/2033 | | | | | 1,414,932 | | | | | | 0.0 | | |
| | | 4,400,000 (1) | | | | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | | | | | 4,202,000 | | | | | | 0.1 | | |
| | | 6,659,000 (1) | | | | Daimler Finance North America LLC, 2.300%, 02/12/2021 | | | | | 6,487,204 | | | | | | 0.1 | | |
| | | 230,000 (1) | | | | Dana Financing Luxembourg Sarl, 5.750%, 04/15/2025 | | | | | 226,481 | | | | | | 0.0 | | |
| | | 3,000,000 (1) | | | | Dana Financing Luxembourg Sarl, 6.500%, 06/01/2026 | | | | | 3,064,650 | | | | | | 0.0 | | |
| | | 3,184,556 | | | | Delta Air Lines 2002-1 Class G-1 Pass Through Trust, 6.718%, 07/02/2024 | | | | | 3,419,417 | | | | | | 0.1 | | |
| | | 1,547,084 | | | | Delta Air Lines 2015-1 Class AA Pass Through Trust, 3.625%, 01/30/2029 | | | | | 1,536,008 | | | | | | 0.0 | | |
| | | 14,700,000 | | | | Delta Air Lines, Inc., 3.800%-4.375%, 04/19/2023-04/19/2028 | | | | | 14,351,564 | | | | | | 0.2 | | |
| | | 4,215,000 (1) | | | | Hilton Domestic Operating Co., Inc., 5.125%, 05/01/2026 | | | | | 4,209,731 | | | | | | 0.1 | | |
| | | 5,030,000 (1) | | | | Nissan Motor Acceptance Corp., 2.600%, 09/28/2022 | | | | | 4,813,939 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | | 3,795,000 (1) | | | | Nissan Motor Acceptance Corp., 3.650%, 09/21/2021 | | | | $ | 3,806,028 | | | | | | 0.0 | | |
| | | 4,240,000 (1) | | | | Six Flags Entertainment Corp., 5.500%, 04/15/2027 | | | | | 4,208,200 | | | | | | 0.1 | | |
| | | 4,730,000 (1) | | | | Volkswagen Group of America Finance LLC, 2.400%, 05/22/2020 | | | | | 4,651,114 | | | | | | 0.1 | | |
| | | 4,180,000 (1) | | | | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp., 5.500%, 03/01/2025 | | | | | 4,049,375 | | | | | | 0.1 | | |
| | | 4,670,000 (1) | | | | ZF North America Capital, Inc., 4.000%, 04/29/2020 | | | | | 4,690,105 | | | | | | 0.1 | | |
| | | 113,836,181 (3) | | | | Other Securities | | | | | 111,097,827 | | | | | | 1.8 | | |
| | | | | | | | | | | | 189,841,250 | | | | | | 3.2 | | |
| | | | | | | Consumer, Non-cyclical: 4.6% | | ||||||||||||
| | | 1,960,000 | | | | Anheuser-Busch InBev Worldwide, Inc., 4.439%, 10/06/2048 | | | | | 1,844,047 | | | | | | 0.0 | | |
| | | 14,202,000 | | | | Anheuser-Busch InBev Finance, Inc., 4.700%-4.900%, 02/01/2036-02/01/2046 | | | | | 14,272,396 | | | | | | 0.3 | | |
| | | 3,580,000 (1) | | | | BAT Capital Corp., 3.222%, 08/15/2024 | | | | | 3,415,800 | | | | | | 0.0 | | |
| | | 5,270,000 (1) | | | | BAT International Finance PLC, 2.750%, 06/15/2020 | | | | | 5,216,999 | | | | | | 0.1 | | |
| | | 4,470,000 (1) | | | | Brink’s Co/The, 4.625%, 10/15/2027 | | | | | 4,134,750 | | | | | | 0.1 | | |
| | | 26,372,000 | | | | CVS Health Corp., 3.125%-5.050%, 03/09/2020-03/25/2048 | | | | | 26,470,129 | | | | | | 0.4 | | |
| | | 18,370,000 (1) | | | | Halfmoon Parent, Inc., 3.200%, 09/17/2020 | | | | | 18,308,991 | | | | | | 0.3 | | |
| | | 3,430,000 (1) | | | | Imperial Brands Finance PLC, 2.950%, 07/21/2020 | | | | | 3,397,725 | | | | | | 0.1 | | |
| | | 2,290,000 (1) | | | | Imperial Brands Finance PLC, 3.750%, 07/21/2022 | | | | | 2,281,321 | | | | | | 0.0 | | |
| | | 4,565,000 (1) | | | | JBS USA LUX SA / JBS USA Finance, Inc., 5.750%, 06/15/2025 | | | | | 4,462,287 | | | | | | 0.1 | | |
| | | 4,200,000 (1) | | | | Keurig Dr Pepper, Inc., 4.057%, 05/25/2023 | | | | | 4,209,588 | | | | | | 0.1 | | |
| | | 289,000 (1) | | | | Keurig Dr Pepper, Inc., 4.417%, 05/25/2025 | | | | | 290,541 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 5,635,000 (1) | | | | Kraft Heinz Foods Co., 4.875%, 02/15/2025 | | | | $ | 5,731,473 | | | | | | 0.1 | | |
| | | 10,852,000 (2) | | | | Kroger Co/The, 4.450%-5.150%, 08/01/2043-01/15/2048 | | | | | 10,219,276 | | | | | | 0.2 | | |
| | | 4,335,000 (1) | | | | Post Holdings, Inc., 5.000%, 08/15/2026 | | | | | 4,115,216 | | | | | | 0.1 | | |
| | | 4,825,000 (1) | | | | Seven & i Holdings Co. Ltd., 3.350%, 09/17/2021 | | | | | 4,827,988 | | | | | | 0.1 | | |
| | | 9,510,000 | | | | Unilever Capital Corp., 3.000%, 03/07/2022 | | | | | 9,419,242 | | | | | | 0.2 | | |
| | | 13,215,000 | | | | Unilever Capital Corp., 3.250%, 03/07/2024 | | | | | 13,016,020 | | | | | | 0.2 | | |
| | | 3,000,000 (1) | | | | Universal Health Services, Inc., 4.750%, 08/01/2022 | | | | | 3,022,500 | | | | | | 0.0 | | |
| | | 1,790,000 (1) | | | | Wm Wrigley Jr Co., 2.400%, 10/21/2018 | | | | | 1,789,856 | | | | | | 0.0 | | |
| | | 140,525,000 | | | | Other Securities | | | | | 137,387,581 | | | | | | 2.2 | | |
| | | | | | | | | | | | 277,833,726 | | | | | | 4.6 | | |
| | | | | | | Energy: 3.7% | | ||||||||||||
| | | 400,000 (1) | | | | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | | | | | 381,109 | | | | | | 0.0 | | |
| | | 2,655,000 (1) | | | | Hess Infrastructure Partners L.P. / Hess Infrastructure Partners Finance Corp., 5.625%, 02/15/2026 | | | | | 2,694,825 | | | | | | 0.0 | | |
| | | 3,145,000 | (1)(2) | | Jonah Energy LLC / Jonah Energy Finance Corp., 7.250%, 10/15/2025 | | | | | 2,421,650 | | | | | | 0.0 | | | |
| | | 4,225,000 (1) | | | | KazMunayGas National Co. JSC, 5.375%, 04/24/2030 | | | | | 4,306,543 | | | | | | 0.1 | | |
| | | 4,000,000 (1) | | | | Petroleos del Peru SA, 4.750%, 06/19/2032 | | | | | 3,886,800 | | | | | | 0.1 | | |
| | | 1,508,000 (1) | | | | Schlumberger Norge AS, 4.200%, 01/15/2021 | | | | | 1,531,162 | | | | | | 0.0 | | |
| | | 1,656,000 (1) | | | | Schlumberger Oilfield UK PLC, 4.200%, 01/15/2021 | | | | | 1,681,156 | | | | | | 0.1 | | |
| | | 4,220,000 (1) | | | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | | | | | 4,267,475 | | | | | | 0.1 | | |
| | | 201,751,667 | | | | Other Securities | | | | | 199,902,994 | | | | | | 3.3 | | |
| | | | | | | | | | | | 221,073,714 | | | | | | 3.7 | | |
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial: 10.7% | | ||||||||||||
| | | 400,000 (1) | | | | Banco de Reservas de la Republica Dominicana, 7.000%, 02/01/2023 | | | | $ | 408,000 | | | | | | 0.0 | | |
| | | 47,648,000 (4) | | | | Bank of America Corp., 3.419%-4.271%, 05/17/2022-07/23/2029 | | | | | 46,810,833 | | | | | | 0.8 | | |
| | | 17,334,000 (4) | | | | Bank of Montreal, 3.100%-3.803%, 07/13/2020-12/15/2032 | | | | | 16,955,583 | | | | | | 0.3 | | |
| | | 2,980,000 (1) | | | | Barclays Bank PLC, 10.179%, 06/12/2021 | | | | | 3,396,582 | | | | | | 0.1 | | |
| | | 8,924,000 (1) | | | | BNP Paribas SA, 3.500%, 03/01/2023 | | | | | 8,711,638 | | | | | | 0.1 | | |
| | | 2,094,000 (1) | | | | BPCE SA, 5.150%, 07/21/2024 | | | | | 2,131,850 | | | | | | 0.1 | | |
| | | 7,020,000 (1) | | | | BPCE SA, 5.700%, 10/22/2023 | | | | | 7,327,069 | | | | | | 0.1 | | |
| | | 5,310,000 | | | | Citibank NA, 3.400%, 07/23/2021 | | | | | 5,310,618 | | | | | | 0.1 | | |
| | | 10,085,000 (4) | | | | Citigroup, Inc., 2.876%-5.500%, 07/24/2023-09/13/2025 | | | | | 10,246,239 | | | | | | 0.2 | | |
| | | 1,147,000 (1) | | | | Citizens Financial Group, Inc., 4.150%, 09/28/2022 | | | | | 1,142,075 | | | | | | 0.0 | | |
| | | 2,984,000 (1) | | | | Commerzbank AG, 8.125%, 09/19/2023 | | | | | 3,405,724 | | | | | | 0.1 | | |
| | | 1,872,000 | (1)(4) | | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 11.000%, 12/31/2199 | | | | | 1,982,916 | | | | | | 0.0 | | | |
| | | 4,330,000 (1) | | | | Credit Agricole SA/ London, 2.375%, 07/01/2021 | | | | | 4,201,788 | | | | | | 0.1 | | |
| | | 6,068,000 (1) | | | | Credit Suisse AG, 6.500%, 08/08/2023 | | | | | 6,493,318 | | | | | | 0.1 | | |
| | | 4,759,000 (1) | | | | Credit Suisse Group AG, 3.574%, 01/09/2023 | | | | | 4,667,432 | | | | | | 0.1 | | |
| | | 1,170,000 | (1)(4) | | Credit Suisse Group AG, 3.869%, 01/12/2029 | | | | | 1,102,824 | | | | | | 0.0 | | | |
| | | 1,441,000 (1) | | | | Credit Suisse Group AG, 4.282%, 01/09/2028 | | | | | 1,402,291 | | | | | | 0.0 | | |
| | | 5,660,000 | | | | Credit Suisse Group Funding Guernsey Ltd., 3.450%-3.800%, 04/16/2021-09/15/2022 | | | | | 5,636,278 | | | | | | 0.1 | | |
| | | 8,650,000 (1) | | | | Danske Bank A/S, 2.800%, 03/10/2021 | | | | | 8,443,000 | | | | | | 0.1 | | |
| | | 4,245,000 (1) | | | | ESH Hospitality, Inc., 5.250%, 05/01/2025 | | | | | 4,128,262 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 5,500,000 (1) | | | | Fairfax Financial Holdings Ltd., 4.850%, 04/17/2028 | | | | $ | 5,445,317 | | | | | | 0.1 | | |
| | | 13,105,000 (1) | | | | Federation des Caisses Desjardins du Quebec, 2.250%, 10/30/2020 | | | | | 12,821,126 | | | | | | 0.2 | | |
| | | 1,831,000 (1) | | | | Guardian Life Insurance Co. of America/The, 4.850%, 01/24/2077 | | | | | 1,796,782 | | | | | | 0.0 | | |
| | | 6,791,000 (1) | | | | HSBC Bank PLC, 4.125%, 08/12/2020 | | | | | 6,898,669 | | | | | | 0.1 | | |
| | | 12,923,000 | | | | HSBC Holdings PLC, 3.400%, 03/08/2021 | | | | | 12,895,674 | | | | | | 0.2 | | |
| | | 13,389,000 (4) | | | | HSBC Holdings PLC, 3.950%-6.000%, 05/18/2024-12/31/2199 | | | | | 13,103,845 | | | | | | 0.2 | | |
| | | 2,010,000 (1) | | | | ING Bank NV, 2.000%, 11/26/2018 | | | | | 2,008,382 | | | | | | 0.0 | | |
| | | 51,266,000 (4) | | | | JPMorgan Chase & Co., 2.550%-4.032%, 10/29/2020-01/23/2049 | | | | | 49,611,276 | | | | | | 0.8 | | |
| | | 9,620,000 | (1)(4) | | Macquarie Group Ltd, 3.189%, 11/28/2023 | | | | | 9,254,738 | | | | | | 0.1 | | | |
| | | 17,005,000 | | | | Mitsubishi UFJ Financial Group, Inc., 3.761%, 07/26/2023 | | | | | 16,925,401 | | | | | | 0.3 | | |
| | | 5,500,000 | | | | Mizuho Financial Group Cayman 2 Ltd., 4.200%, 07/18/2022 | | | | | 5,505,225 | | | | | | 0.1 | | |
| | | 5,080,000 (1) | | | | Mizuho Financial Group, Inc., 2.632%, 04/12/2021 | | | | | 4,957,054 | | | | | | 0.1 | | |
| | | 5,550,000 (4) | | | | Mizuho Financial Group, Inc., 3.922%, 09/11/2024 | | | | | 5,518,815 | | | | | | 0.1 | | |
| | | 27,873,000 (4) | | | | Morgan Stanley, 2.750%-5.500%, 07/28/2021-04/22/2039 | | | | | 27,718,747 | | | | | | 0.5 | | |
| | | 6,990,000 (1) | | | | Nationwide Building Society, 2.350%, 01/21/2020 | | | | | 6,921,877 | | | | | | 0.1 | | |
| | | 1,345,000 | (1)(4) | | Nordea Bank AB, 6.125%, 12/31/2199 | | | | | 1,324,825 | | | | | | 0.0 | | | |
| | | 4,630,000 (1) | | | | Quicken Loans, Inc., 5.250%, 01/15/2028 | | | | | 4,317,475 | | | | | | 0.1 | | |
| | | 4,156,000 (1) | | | | Societe Generale SA, 2.625%, 09/16/2020 | | | | | 4,095,065 | | | | | | 0.1 | | |
| | | 15,340,000 | (1)(4) | | Standard Chartered PLC, 3.885%, 03/15/2024 | | | | | 15,000,901 | | | | | | 0.3 | | | |
| | | 8,470,000 | (1)(4) | | Standard Chartered PLC, 4.247%, 01/20/2023 | | | | | 8,474,099 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 5,910,000 (1) | | | | Suncorp-Metway Ltd, 2.375%, 11/09/2020 | | | | $ | 5,762,197 | | | | | | 0.1 | | |
| | | 1,061,000 (4) | | | | Toronto-Dominion Bank, 3.625%, 09/15/2031 | | | | | 997,923 | | | | | | 0.0 | | |
| | | 21,320,000 | | | | Toronto-Dominion Bank/The, 1.900%-3.500%, 10/24/2019-07/19/2023 | | | | | 21,275,160 | | | | | | 0.4 | | |
| | | 2,000,000 (1) | | | | Turkiye Vakiflar Bankasi TAO, 5.750%, 01/30/2023 | | | | | 1,718,890 | | | | | | 0.0 | | |
| | | 7,760,000 (1) | | | | UBS AG/London, 2.450%, 12/01/2020 | | | | | 7,608,765 | | | | | | 0.1 | | |
| | | 4,644,000 | | | | US Bank NA/Cincinnati OH, 2.602%, (US0003M + 0.290%), 05/21/2021 | | | | | 4,652,515 | | | | | | 0.1 | | |
| | | 9,830,000 (1) | | | | USAA Capital Corp., 3.000%, 07/01/2020 | | | | | 9,790,860 | | | | | | 0.2 | | |
| | | 8,354,000 | | | | Wells Fargo & Co., 4.125%-4.750%, 08/15/2023-12/07/2046 | | | | | 8,396,896 | | | | | | 0.1 | | |
| | | 224,003,010 | | | | Other Securities | | | | | 221,819,648 | | | | | | 3.7 | | |
| | | | | | | | | | | | 640,522,467 | | | | | | 10.7 | | |
| | | | | | | Industrial: 2.1% | | ||||||||||||
| | | 9,620,000 (1) | | | | Airbus Finance BV, 2.700%, 04/17/2023 | | | | | 9,308,944 | | | | | | 0.2 | | |
| | | 1,000,000 (1) | | | | Empresa de Transporte de Pasajeros Metro SA, 5.000%, 01/25/2047 | | | | | 1,009,750 | | | | | | 0.0 | | |
| | | 4,310,000 (1) | | | | Novelis Corp., 5.875%, 09/30/2026 | | | | | 4,218,413 | | | | | | 0.1 | | |
| | | 2,030,000 (1) | | | | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/2023 | | | | | 2,095,975 | | | | | | 0.0 | | |
| | | 3,930,000 (1) | | | | Siemens Financieringsmaatschappij NV, 2.200%, 03/16/2020 | | | | | 3,882,604 | | | | | | 0.1 | | |
| | | 2,570,000 (1) | | | | SMBC Aviation Capital Finance DAC, 2.650%, 07/15/2021 | | | | | 2,478,314 | | | | | | 0.0 | | |
| | | 4,245,000 (1) | | | | Standard Industries, Inc./NJ, 5.000%, 02/15/2027 | | | | | 4,006,219 | | | | | | 0.1 | | |
| | | 98,246,000 | | | | Other Securities | | | | | 96,609,034 | | | | | | 1.6 | | |
| | | | | | | | | | | | 123,609,253 | | | | | | 2.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Technology: 1.6% | | ||||||||||||
| | | 16,658,000 | | | | Apple, Inc., 2.000%-4.450%, 11/13/2020-11/13/2047 | | | | $ | 16,055,125 | | | | | | 0.3 | | |
| | | 1,608,000 (1) | | | | Dell International LLC / EMC Corp., 4.420%, 06/15/2021 | | | | | 1,632,826 | | | | | | 0.0 | | |
| | | 7,406,000 (1) | | | | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | | | | | 7,786,882 | | | | | | 0.1 | | |
| | | 4,880,000 (1) | | | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | | | | 5,204,759 | | | | | | 0.1 | | |
| | | 4,240,000 (1) | | | | First Data Corp., 5.750%, 01/15/2024 | | | | | 4,309,960 | | | | | | 0.1 | | |
| | | 63,550,000 | | | | Other Securities | | | | | 63,242,737 | | | | | | 1.0 | | |
| | | | | | | | | | | | 98,232,289 | | | | | | 1.6 | | |
| | | | | | | Utilities: 3.4% | | ||||||||||||
| | | 8,500,000 (1) | | | | American Transmission Systems, Inc., 5.000%, 09/01/2044 | | | | | 9,076,139 | | | | | | 0.2 | | |
| | | 5,385,000 (1) | | | | American Transmission Systems, Inc., 5.250%, 01/15/2022 | | | | | 5,658,416 | | | | | | 0.1 | | |
| | | 4,510,000 (1) | | | | Calpine Corp., 5.250%, 06/01/2026 | | | | | 4,194,300 | | | | | | 0.1 | | |
| | | 2,166,000 (1) | | | | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | | | | | 2,045,888 | | | | | | 0.0 | | |
| | | 1,400,000 (1) | | | | Comision Federal de Electricidad, 4.750%, 02/23/2027 | | | | | 1,386,014 | | | | | | 0.0 | | |
| | | 3,030,000 (2) | | | | Duke Energy Florida LLC, 4.200%, 07/15/2048 | | | | | 3,016,790 | | | | | | 0.1 | | |
| | | 6,911,000 (2) | | | | Duke Energy Carolinas LLC, 2.950%-3.875%, 12/01/2026-12/01/2047 | | | | | 6,411,806 | | | | | | 0.1 | | |
| | | 7,300,000 (1) | | | | Enel Finance International NV, 3.500%, 04/06/2028 | | | | | 6,435,069 | | | | | | 0.1 | | |
| | | 13,076,000 | | | | IPALCO Enterprises, Inc., 3.450%, 07/15/2020 | | | | | 13,079,400 | | | | | | 0.2 | | |
| | | 4,199,000 (1) | | | | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | | | | | 4,213,627 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Utilities (continued) | | ||||||||||||
| | | 1,950,000 (1) | | | | Metropolitan Edison Co., 3.500%, 03/15/2023 | | | | $ | 1,926,053 | | | | | | 0.0 | | |
| | | 2,259,000 (1) | | | | Pacific Gas & Electric Co., 4.250%, 08/01/2023 | | | | | 2,272,552 | | | | | | 0.1 | | |
| | | 2,050,000 (1) | | | | Perusahaan Listrik Negara PT, 4.125%, 05/15/2027 | | | | | 1,924,650 | | | | | | 0.0 | | |
| | | 4,500,000 (1) | | | | Perusahaan Listrik Negara PT, 5.450%, 05/21/2028 | | | | | 4,637,546 | | | | | | 0.1 | | |
| | | 137,928,000 (3) | | | | Other Securities | | | | | 135,946,269 | | | | | | 2.2 | | |
| | | | | | | | | | | | 202,224,519 | | | | | | 3.4 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $2,038,036,361) | | | | | 1,997,537,353 | | | | | | 33.3 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 13.5% | | ||||||||||||||||||
| | | 1,089,931 | (1)(4) | | Agate Bay Mortgage Trust 2014-2 B4, 3.888%, 09/25/2044 | | | | | 1,068,843 | | | | | | 0.0 | | | |
| | | 2,808,625 | | | | Alternative Loan Trust 2004-J7 MI, 3.236%, (US0001M + 1.020%), 10/25/2034 | | | | | 2,548,047 | | | | | | 0.1 | | |
| | | 3,461,015 | | | | Alternative Loan Trust 2005-10CB 1A1, 2.716%, (US0001M + 0.500%), 05/25/2035 | | | | | 3,075,921 | | | | | | 0.1 | | |
| | | 2,913,320 | | | | Alternative Loan Trust 2005-51 3A2A, 3.135%, (12MTA + 1.290%), 11/20/2035 | | | | | 2,842,889 | | | | | | 0.1 | | |
| | | 890,289 | | | | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/2035 | | | | | 830,120 | | | | | | 0.0 | | |
| | | 1,124,632 | | | | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035 | | | | | 1,080,519 | | | | | | 0.0 | | |
| | | 2,069,123 | | | | Alternative Loan Trust 2005-J2 1A12, 2.616%, (US0001M + 0.400%), 04/25/2035 | | | | | 1,818,813 | | | | | | 0.0 | | |
| | | 964,665 | | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | | | | | 761,120 | | | | | | 0.0 | | |
| | | 214,097 | | | | Alternative Loan Trust 2006-18CB A10, 2.616%, (US0001M + 0.400%), 07/25/2036 | | | | | 146,432 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,297,225 | | | | Alternative Loan Trust 2006-19CB A28, 2.816%, (US0001M + 0.600%), 08/25/2036 | | | | $ | 952,793 | | | | | | 0.0 | | |
| | | 1,225,564 | | | | Alternative Loan Trust 2006-HY11 A1, 2.336%, (US0001M + 0.120%), 06/25/2036 | | | | | 1,149,989 | | | | | | 0.0 | | |
| | | 1,376,954 | | | | Alternative Loan Trust 2007-23CB A3, 2.716%, (US0001M + 0.500%), 09/25/2037 | | | | | 937,219 | | | | | | 0.0 | | |
| | | 3,520,360 | | | | Alternative Loan Trust 2007-2CB 2A1, 2.816%, (US0001M + 0.600%), 03/25/2037 | | | | | 2,433,720 | | | | | | 0.0 | | |
| | | 1,407,388 | | | | Alternative Loan Trust 2007-3T1 1A11, 6.000%, 04/25/2037 | | | | | 1,050,070 | | | | | | 0.0 | | |
| | | 1,278,712 | | | | Alternative Loan Trust 2007-8CB A3, 2.716%, (US0001M + 0.500%), 05/25/2037 | | | | | 917,379 | | | | | | 0.0 | | |
| | | 2,018,628 | | | | American Home Mortgage Assets Trust 2007-4 A4, 2.506%, (US0001M + 0.290%), 08/25/2037 | | | | | 1,849,405 | | | | | | 0.0 | | |
| | | 1,296,892 | | | | Banc of America Funding 2007-2 1A16 Trust, 2.816%, (US0001M + 0.600%), 03/25/2037 | | | | | 1,053,548 | | | | | | 0.0 | | |
| | | 1,334,260 (5) | | | | Banc of America Mortgage 2007-2 A8 Trust, 6.000%, 05/25/2037 | | | | | 249,428 | | | | | | 0.0 | | |
| | | 1,978,858 (4) | | | | Bear Stearns ALT-A Trust 2005-4 23A1, 3.972%, 05/25/2035 | | | | | 1,999,482 | | | | | | 0.0 | | |
| | | 2,541,084 (4) | | | | Bear Stearns ALT-A Trust 2005-7 21A1, 4.370%, 09/25/2035 | | | | | 2,409,728 | | | | | | 0.1 | | |
| | | 5,233,684 | | | | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 2.406%, (US0001M + 0.190%), 01/25/2037 | | | | | 5,065,449 | | | | | | 0.1 | | |
| | | 464,640 (1) | | | | Bellemeade Re Ltd. 2015-1A M2, 6.516%, (US0001M + 4.300%), 07/25/2025 | | | | | 469,262 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,735,579 | | | | Citicorp Mortgage Securities Trust Series 2006-3 1A4, 6.000%, 06/25/2036 | | | | $ | 1,778,849 | | | | | | 0.0 | | |
| | | 2,091,319 (4) | | | | Citigroup Mortgage Loan Trust 2006-AR9 2A, 4.314%, 11/25/2036 | | | | | 1,840,254 | | | | | | 0.1 | | |
| | | 812,692 (4) | | | | Citigroup Mortgage Loan Trust 2007-10 22AA, 4.186%, 09/25/2037 | | | | | 785,479 | | | | | | 0.0 | | |
| | | 2,608,291 | (1)(4) | | Citigroup Mortgage Loan Trust 2010-7 3A5, 5.500%, 12/25/2035 | | | | | 2,694,476 | | | | | | 0.1 | | | |
| | | 1,658,129 | (1)(4) | | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058 | | | | | 1,692,385 | | | | | | 0.0 | | | |
| | | 2,869,000 | (1)(4) | | COLT 2018-1 M1 Mortgage Loan Trust, 3.661%, 02/25/2048 | | | | | 2,850,938 | | | | | | 0.1 | | | |
| | | 1,680,000 | (1)(4) | | COLT 2018-2 M1 Mortgage Loan Trust, 4.189%, 07/27/2048 | | | | | 1,669,973 | | | | | | 0.0 | | | |
| | | 1,550,000 | (1)(4) | | COLT 2018-3 M1 Mortgage Loan Trust, 4.283%, 10/26/2048 | | | | | 1,549,974 | | | | | | 0.0 | | | |
| | | 647,510 | | | | Countrywide Alternative Loan Trust 2005-53T2 2A6, 2.716%, (US0001M + 0.500%), 11/25/2035 | | | | | 392,657 | | | | | | 0.0 | | |
| | | 7,750,000 | | | | Countrywide Asset-Backed Certificates 2005-IM1 M1, 2.936%, (US0001M + 0.720%), 11/25/2035 | | | | | 7,841,346 | | | | | | 0.1 | | |
| | | 2,335,972 (1) | | | | CSMC Series 2008-2R 1A1, 6.000%, 07/25/2037 | | | | | 2,197,459 | | | | | | 0.0 | | |
| | | 1,674,004 | (1)(4) | | CSMC Trust 2015-2 B3, 3.935%, 02/25/2045 | | | | | 1,647,827 | | | | | | 0.0 | | | |
| | | 1,360,000 | (1)(4) | | Deephaven Residential Mortgage Trust 2018-1A M1, 3.939%, 12/25/2057 | | | | | 1,363,028 | | | | | | 0.0 | | | |
| | | 109,836,381 | (4)(5) | | Deutsche ALT-A Securities, Inc. ALT 07-AB1 X, 0.882%, 04/25/2037 | | | | | 4,464,618 | | | | | | 0.1 | | | |
| | | 2,349,525 | | | | DSLA Mortgage Loan Trust 2005-AR4 2A1B, 2.448%, (US0001M + 0.280%), 08/19/2045 | | | | | 2,086,214 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 5,838,143 (5) | | | | Fannie Mae 2008-12 SC, 4.134%, (-1.000*US0001M + 6.350%), 03/25/2038 | | | | $ | 789,172 | | | | | | 0.0 | | |
| | | 7,814,094 | | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | | | | | 8,244,602 | | | | | | 0.2 | | |
| | | 1,150,232 | | | | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | | | | | 1,110,693 | | | | | | 0.0 | | |
| | | 4,919,751 | | | | Fannie Mae 2012-66 EP, 4.000%, 06/25/2042 | | | | | 4,936,418 | | | | | | 0.1 | | |
| | | 6,534,000 | | | | Fannie Mae 2013-116 UB, 4.000%, 11/25/2043 | | | | | 6,611,659 | | | | | | 0.1 | | |
| | | 3,850,597 | | | | Fannie Mae 2013-20 DL, 4.000%, 03/25/2033 | | | | | 3,943,086 | | | | | | 0.1 | | |
| | | 34,386,710 (5) | | | | Fannie Mae 2016-82 SD, 3.834%, (-1.000*US0001M + 6.050%), 11/25/2046 | | | | | 4,593,892 | | | | | | 0.1 | | |
| | | 8,047,446 | | | | Fannie Mae 2016-88 EA, 3.500%, 01/25/2045 | | | | | 7,977,494 | | | | | | 0.1 | | |
| | | 4,600,000 | | | | Fannie Mae Connecticut Avenue Securities 16-C06 1M2, 6.466%, (US0001M + 4.250%), 04/25/2029 | | | | | 5,260,883 | | | | | | 0.1 | | |
| | | 7,434,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 5.866%, (US0001M + 3.650%), 09/25/2029 | | | | | 8,208,697 | | | | | | 0.1 | | |
| | | 2,650,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 5.216%, (US0001M + 3.000%), 10/25/2029 | | | | | 2,856,986 | | | | | | 0.1 | | |
| | | 2,500,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 5.066%, (US0001M + 2.850%), 11/25/2029 | | | | | 2,636,564 | | | | | | 0.1 | | |
| | | 10,500,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C05 1M2, 4.416%, (US0001M + 2.200%), 01/25/2030 | | | | | 10,832,029 | | | | | | 0.2 | | |
| | | 7,200,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 4.616%, (US0001M + 2.400%), 05/25/2030 | | | | | 7,467,048 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 9,750,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 4.716%, (US0001M + 2.500%), 05/25/2030 | | | | $ | 10,083,175 | | | | | | 0.2 | | |
| | | 1,500,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-C02 2M2, 4.416%, (US0001M + 2.200%), 08/25/2030 | | | | | 1,521,004 | | | | | | 0.0 | | |
| | | 1,550,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-C03 1M2, 4.366%, (US0001M + 2.150%), 10/25/2030 | | | | | 1,571,873 | | | | | | 0.0 | | |
| | | 13,500,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2, 4.466%, (US0001M + 2.250%), 07/25/2030 | | | | | 13,825,172 | | | | | | 0.2 | | |
| | | 25,972 | | | | Fannie Mae Grantor Trust 1998-T2 A6, 0.847%, (US0001M + 0.550%), 01/25/2032 | | | | | 26,618 | | | | | | 0.0 | | |
| | | 34,034 (5) | | | | Fannie Mae Interest Strip 104 2, 9.500%, 10/25/2021 | | | | | 3,626 | | | | | | 0.0 | | |
| | | 6,089 (5) | | | | Fannie Mae Interest Strip 83 2, 9.500%, 09/25/2020 | | | | | 371 | | | | | | 0.0 | | |
| | | 546,384 (5) | | | | Fannie Mae Interest Strip Series 418 20, 3.000%, 05/25/2043 | | | | | 79,109 | | | | | | 0.0 | | |
| | | 1,850,932 (5) | | | | Fannie Mae Interest Strip Series 418 59, 3.000%, 08/25/2028 | | | | | 160,797 | | | | | | 0.0 | | |
| | | 190,994 | | | | Fannie Mae REMIC Trust 1999-33 Z, 6.000%, 07/25/2029 | | | | | 202,765 | | | | | | 0.0 | | |
| | | 276,521 (5) | | | | Fannie Mae REMIC Trust 1999-6 SE, 5.527%, (-1.000*US0001M + 7.685%), 02/17/2029 | | | | | 22,781 | | | | | | 0.0 | | |
| | | 154,816 | | | | Fannie Mae REMIC Trust 2001-15 Z, 6.000%, 04/25/2031 | | | | | 164,388 | | | | | | 0.0 | | |
| | | 1,583,049 | | | | Fannie Mae REMIC Trust 2003-105 AZ, 5.500%, 10/25/2033 | | | | | 1,691,042 | | | | | | 0.0 | | |
| | | 491,435 | | | | Fannie Mae REMIC Trust 2003-45 FJ, 3.604%, (US0001M + 1.500%), 06/25/2033 | | | | | 512,356 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,916,141 (5) | | | | Fannie Mae REMIC Trust 2003-66 SA, 5.434%, (-1.000*US0001M + 7.650%), 07/25/2033 | | | | $ | 335,646 | | | | | | 0.0 | | |
| | | 347,663 (5) | | | | Fannie Mae REMIC Trust 2003-74 IO, 6.000%, 08/25/2033 | | | | | 82,872 | | | | | | 0.0 | | |
| | | 1,049,869 | | | | Fannie Mae REMIC Trust 2003-84 PZ, 5.000%, 09/25/2033 | | | | | 1,108,575 | | | | | | 0.0 | | |
| | | 7,379 | | | | Fannie Mae REMIC Trust 2004-10 SC, 19.737%, (-4.000*US0001M + 28.600%), 02/25/2034 | | | | | 7,737 | | | | | | 0.0 | | |
| | | 1,512,777 | | | | Fannie Mae REMIC Trust 2004-50 VZ, 5.500%, 07/25/2034 | | | | | 1,589,685 | | | | | | 0.0 | | |
| | | 31,411 | | | | Fannie Mae REMIC Trust 2004-56 FE, 2.666%, (US0001M + 0.450%), 10/25/2033 | | | | | 31,483 | | | | | | 0.0 | | |
| | | 784,102 | | | | Fannie Mae REMIC Trust 2004-7 Z, 5.500%, 02/25/2034 | | | | | 849,687 | | | | | | 0.0 | | |
| | | 1,662,383 | | | | Fannie Mae REMIC Trust 2004-75 ZG, 4.500%, 10/25/2034 | | | | | 1,727,375 | | | | | | 0.0 | | |
| | | 125,496 | | | | Fannie Mae REMIC Trust 2004-79 S, 13.707%, (-2.750*US0001M + 19.800%), 08/25/2032 | | | | | 129,458 | | | | | | 0.0 | | |
| | | 33,731 | | | | Fannie Mae REMIC Trust 2004-W10 A5, 5.500%, 08/25/2034 | | | | | 33,713 | | | | | | 0.0 | | |
| | | 3,992,996 | | | | Fannie Mae REMIC Trust 2005-25 Z, 5.000%, 04/25/2035 | | | | | 4,180,615 | | | | | | 0.1 | | |
| | | 47,930 | | | | Fannie Mae REMIC Trust 2005-74 NP, 14.613%, (-3.782*US0001M + 22.992%), 01/25/2035 | | | | | 49,652 | | | | | | 0.0 | | |
| | | 208,562 | | | | Fannie Mae REMIC Trust 2006-104 ES, 22.371%, (-5.000*US0001M + 33.450%), 11/25/2036 | | | | | 324,450 | | | | | | 0.0 | | |
| | | 3,921,151 (5) | | | | Fannie Mae REMIC Trust 2006-12 SD, 4.534%, (-1.000*US0001M + 6.750%), 10/25/2035 | | | | | 475,807 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,125,511 (5) | | | | Fannie Mae REMIC Trust 2006-123 UI, 4.524%, (-1.000*US0001M + 6.740%), 01/25/2037 | | | | $ | 183,436 | | | | | | 0.0 | | |
| | | 304,676 (5) | | | | Fannie Mae REMIC Trust 2006-72 HS, 4.484%, (-1.000*US0001M + 6.700%), 08/25/2026 | | | | | 32,108 | | | | | | 0.0 | | |
| | | 77,055 | | | | Fannie Mae REMIC Trust 2007-10 Z, 6.000%, 02/25/2037 | | | | | 84,450 | | | | | | 0.0 | | |
| | | 5,766,135 (5) | | | | Fannie Mae REMIC Trust 2007-91 AS, 4.184%, (-1.000*US0001M + 6.400%), 10/25/2037 | | | | | 904,202 | | | | | | 0.0 | | |
| | | 2,520,712 | | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | | | | | 2,588,063 | | | | | | 0.1 | | |
| | | 11,986,616 (4) | | | | Fannie Mae REMIC Trust 2009-50 HZ, 5.553%, 02/25/2049 | | | | | 12,538,820 | | | | | | 0.2 | | |
| | | 3,055,204 (5) | | | | Fannie Mae REMIC Trust 2009-90 TS, 3.934%, (-1.000*US0001M + 6.150%), 11/25/2039 | | | | | 385,125 | | | | | | 0.0 | | |
| | | 4,543,341 (5) | | | | Fannie Mae REMIC Trust 2010-118 GS, 3.734%, (-1.000*US0001M + 5.950%), 10/25/2039 | | | | | 289,901 | | | | | | 0.0 | | |
| | | 7,800,053 (5) | | | | Fannie Mae REMIC Trust 2010-123 SL, 3.854%, (-1.000*US0001M + 6.070%), 11/25/2040 | | | | | 931,299 | | | | | | 0.0 | | |
| | | 8,379,652 (5) | | | | Fannie Mae REMIC Trust 2010-41 SB, 4.184%, (-1.000*US0001M + 6.400%), 05/25/2040 | | | | | 1,148,518 | | | | | | 0.0 | | |
| | | 2,389,512 (5) | | | | Fannie Mae REMIC Trust 2010-43 VS, 4.234%, (-1.000*US0001M + 6.450%), 05/25/2040 | | | | | 343,710 | | | | | | 0.0 | | |
| | | 11,049,000 | | | | Fannie Mae REMIC Trust 2010-59 PC, 5.000%, 06/25/2040 | | | | | 11,477,740 | | | | | | 0.2 | | |
| | | 2,614,937 (5) | | | | Fannie Mae REMIC Trust 2011-102 SA, 4.384%, (-1.000*US0001M + 6.600%), 10/25/2041 | | | | | 414,368 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 3,871,353 | | | | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041 | | | | $ | 4,124,828 | | | | | | 0.1 | | |
| | | 3,771,873 (5) | | | | Fannie Mae REMIC Trust 2011-93 GS, 4.334%, (-1.000*US0001M + 6.550%), 04/25/2039 | | | | | 601,230 | | | | | | 0.0 | | |
| | | 1,755,993 (5) | | | | Fannie Mae REMIC Trust 2012-103 IT, 4.000%, 04/25/2041 | | | | | 232,705 | | | | | | 0.0 | | |
| | | 9,909,344 (5) | | | | Fannie Mae REMIC Trust 2012-122 SB, 3.934%, (-1.000*US0001M + 6.150%), 11/25/2042 | | | | | 1,607,615 | | | | | | 0.0 | | |
| | | 5,574,782 (5) | | | | Fannie Mae REMIC Trust 2012-128 LI, 3.500%, 06/25/2042 | | | | | 564,677 | | | | | | 0.0 | | |
| | | 9,649,734 (5) | | | | Fannie Mae REMIC Trust 2012-133 AS, 3.984%, (-1.000*US0001M + 6.200%), 10/25/2042 | | | | | 1,270,335 | | | | | | 0.0 | | |
| | | 1,553,545 (5) | | | | Fannie Mae REMIC Trust 2012-149 GI, 3.500%, 06/25/2042 | | | | | 180,718 | | | | | | 0.0 | | |
| | | 7,113,206 (5) | | | | Fannie Mae REMIC Trust 2012-15 SP, 4.404%, (-1.000*US0001M + 6.620%), 06/25/2040 | | | | | 758,266 | | | | | | 0.0 | | |
| | | 3,723,012 (5) | | | | Fannie Mae REMIC Trust 2012-24 HS, 4.334%, (-1.000*US0001M + 6.550%), 09/25/2040 | | | | | 463,187 | | | | | | 0.0 | | |
| | | 8,799,499 (5) | | | | Fannie Mae REMIC Trust 2012-30 QS, 4.384%, (-1.000*US0001M + 6.600%), 04/25/2031 | | | | | 977,835 | | | | | | 0.0 | | |
| | | 2,180,212 (5) | | | | Fannie Mae REMIC Trust 2012-68 YS, 4.484%, (-1.000*US0001M + 6.700%), 07/25/2042 | | | | | 354,147 | | | | | | 0.0 | | |
| | | 3,451,441 (5) | | | | Fannie Mae REMIC Trust 2013-26 JS, 3.984%, (-1.000*US0001M + 6.200%), 10/25/2032 | | | | | 463,360 | | | | | | 0.0 | | |
| | | 11,910,928 (5) | | | | Fannie Mae REMIC Trust 2013-60 DS, 3.984%, (-1.000*US0001M + 6.200%), 06/25/2033 | | | | | 1,680,646 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 11,058,879 (5) | | | | Fannie Mae REMIC Trust 2013-9 SM, 4.034%, (-1.000*US0001M + 6.250%), 02/25/2033 | | | | $ | 1,360,139 | | | | | | 0.0 | | |
| | | 7,694,073 (5) | | | | Fannie Mae REMIC Trust 2014-17 DS, 3.984%, (-1.000*US0001M + 6.200%), 02/25/2043 | | | | | 973,059 | | | | | | 0.0 | | |
| | | 3,903,847 (5) | | | | Fannie Mae REMIC Trust 2014-28 BS, 3.984%, (-1.000*US0001M + 6.200%), 08/25/2043 | | | | | 531,082 | | | | | | 0.0 | | |
| | | 3,019,000 | | | | Fannie Mae REMIC Trust 2015-17 MK, 2.500%, 12/25/2041 | | | | | 2,508,081 | | | | | | 0.1 | | |
| | | 70,896,786 (5) | | | | Fannie Mae REMIC Trust 2015-79 SA, 4.034%, (-1.000*US0001M + 6.250%), 11/25/2045 | | | | | 9,150,287 | | | | | | 0.2 | | |
| | | 28,724,065 (5) | | | | Fannie Mae REMIC Trust 2015-9 IO, 5.500%, 03/25/2045 | | | | | 6,710,858 | | | | | | 0.1 | | |
| | | 49,834,497 (5) | | | | Fannie Mae REMICS 16-60 SB, 3.884%, (-1.000*US0001M + 6.100%), 09/25/2046 | | | | | 6,472,759 | | | | | | 0.1 | | |
| | | 5 | | | | Fannie Mae REMICS 1989-34 J, 985.500%, 07/25/2019 | | | | | 16 | | | | | | 0.0 | | |
| | | 40 | | | | Fannie Mae REMICS 1990-59 K, 1184.190%, 06/25/2020 | | | | | 339 | | | | | | 0.0 | | |
| | | 50 | | | | Fannie Mae REMICS 1990-97 H, 1133.313%, 08/25/2020 | | | | | 348 | | | | | | 0.0 | | |
| | | 217,022 (5) | | | | Fannie Mae REMICS 1997-18 SG, 5.942%, (-1.000*US0001M + 8.100%), 03/17/2027 | | | | | 24,360 | | | | | | 0.0 | | |
| | | 178,750 | (5)(6) | | Fannie Mae REMICS 1997-91 FC, 0.000%, (US0001M + (8.500)%), 11/25/2023 | | | | | 181 | | | | | | 0.0 | | | |
| | | 75,018 (5) | | | | Fannie Mae REMICS 1999-57 SC, 7.592%, (-1.000*US0001M + 9.750%), 11/17/2029 | | | | | 4,638 | | | | | | 0.0 | | |
| | | 44,333 (5) | | | | Fannie Mae REMICS 2000-38 SJ, 7.035%, (-1.000*US0001M + 9.200%), 11/18/2030 | | | | | 2,032 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 158,858 (5) | | | | Fannie Mae REMICS 2000-38 SK, 7.042%, (-1.000*US0001M + 9.200%), 10/17/2030 | | | | $ | 5,648 | | | | | | 0.0 | | |
| | | 229,342 (5) | | | | Fannie Mae REMICS 2001-15 S, 6.035%, (-1.000*US0001M + 8.200%), 04/18/2021 | | | | | 4,469 | | | | | | 0.0 | | |
| | | 411,079 (5) | | | | Fannie Mae REMICS 2001-72 SC, 1.000%, (-1.000*US0001M + 8.500%), 12/25/2031 | | | | | 15,562 | | | | | | 0.0 | | |
| | | 144,154 (5) | | | | Fannie Mae REMICS 2001-8 SK, 6.585%, (-1.000*US0001M + 8.750%), 03/18/2031 | | | | | 18,491 | | | | | | 0.0 | | |
| | | 19,596 (5) | | | | Fannie Mae REMICS 2001-8 SO, 7.635%, (-1.000*US0001M + 9.800%), 02/20/2031 | | | | | 591 | | | | | | 0.0 | | |
| | | 912,321 (5) | | | | Fannie Mae REMICS 2003-49 SW, 4.784%, (-1.000*US0001M + 7.000%), 01/25/2033 | | | | | 125,332 | | | | | | 0.0 | | |
| | | 145,044 (5) | | | | Fannie Mae REMICS 2004-38 SI, 4.354%, (-1.000*US0001M + 6.570%), 10/25/2033 | | | | | 711 | | | | | | 0.0 | | |
| | | 7,053,615 (5) | | | | Fannie Mae REMICS 2004-54 SN, 4.834%, (-1.000*US0001M + 7.050%), 07/25/2034 | | | | | 1,055,423 | | | | | | 0.0 | | |
| | | 1,129,946 (5) | | | | Fannie Mae REMICS 2004-88 JH, 4.384%, (-1.000*US0001M + 6.600%), 06/25/2033 | | | | | 42,676 | | | | | | 0.0 | | |
| | | 1,942,251 (5) | | | | Fannie Mae REMICS 2005-75 SP, 4.534%, (-1.000*US0001M + 6.750%), 08/25/2035 | | | | | 253,120 | | | | | | 0.0 | | |
| | | 3,795,201 (5) | | | | Fannie Mae REMICS 2006-56 SM, 4.534%, (-1.000*US0001M + 6.750%), 07/25/2036 | | | | | 525,857 | | | | | | 0.0 | | |
| | | 1,477,040 (5) | | | | Fannie Mae REMICS 2007-21 SB, 4.184%, (-1.000*US0001M + 6.400%), 03/25/2037 | | | | | 142,964 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,889,542 (5) | | | | Fannie Mae REMICS 2007-52 NS, 4.234%, (-1.000*US0001M + 6.450%), 06/25/2037 | | | | $ | 249,413 | | | | | | 0.0 | | |
| | | 2,314,138 (5) | | | | Fannie Mae REMICS 2007-85 SM, 4.244%, (-1.000*US0001M + 6.460%), 09/25/2037 | | | | | 302,302 | | | | | | 0.0 | | |
| | | 219,674 (5) | | | | Fannie Mae REMICS 2010-112 SG, 4.144%, (-1.000*US0001M + 6.360%), 06/25/2021 | | | | | 3,416 | | | | | | 0.0 | | |
| | | 1,773,141 (5) | | | | Fannie Mae REMICS 2010-35 CS, 4.234%, (-1.000*US0001M + 6.450%), 04/25/2050 | | | | | 220,658 | | | | | | 0.0 | | |
| | | 2,826,059 | | | | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | | | | | 3,003,554 | | | | | | 0.1 | | |
| | | 6,166,562 | | | | Fannie Mae REMICS 2011-101 DB, 4.000%, 10/25/2041 | | | | | 6,153,203 | | | | | | 0.1 | | |
| | | 132,000 | | | | Fannie Mae REMICS 2011-127 UY, 3.500%, 12/25/2041 | | | | | 129,075 | | | | | | 0.0 | | |
| | | 15,813,135 (5) | | | | Fannie Mae REMICS 2011-47 GS, 3.714%, (-1.000*US0001M + 5.930%), 06/25/2041 | | | | | 1,859,882 | | | | | | 0.0 | | |
| | | 4,217,656 | | | | Fannie Mae REMICS 2011-8 ZA, 4.000%, 02/25/2041 | | | | | 4,250,221 | | | | | | 0.1 | | |
| | | 8,303,471 (5) | | | | Fannie Mae REMICS 2012-111 SL, 3.884%, (-1.000*US0001M + 6.100%), 05/25/2041 | | | | | 997,958 | | | | | | 0.0 | | |
| | | 3,000,000 | | | | Fannie Mae REMICS 2012-134 KV, 3.000%, 07/25/2031 | | | | | 2,901,630 | | | | | | 0.1 | | |
| | | 5,815,272 | | | | Fannie Mae REMICS 2012-2 HE, 4.000%, 02/25/2042 | | | | | 5,921,832 | | | | | | 0.1 | | |
| | | 2,649,113 | | | | Fannie Mae REMICS 2012-33 BW, 4.000%, 04/25/2042 | | | | | 2,661,624 | | | | | | 0.1 | | |
| | | 6,500,000 | | | | Fannie Mae REMICS 2012-55 PC, 3.500%, 05/25/2042 | | | | | 6,398,133 | | | | | | 0.1 | | |
| | | 12,971,639 (5) | | | | Fannie Mae REMICS 2013-40 LS, 3.934%, (-1.000*US0001M + 6.150%), 05/25/2043 | | | | | 2,056,830 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 13,820,038 (5) | | | | Fannie Mae REMICS 2013-70 BI, 3.000%, 07/25/2033 | | | | $ | 1,731,326 | | | | | | 0.0 | | |
| | | 15,251,927 (5) | | | | Fannie Mae REMICS 2014-15 SB, 4.434%, (-1.000*US0001M + 6.650%), 04/25/2044 | | | | | 2,552,613 | | | | | | 0.1 | | |
| | | 13,872,150 (5) | | | | Fannie Mae REMICS 2014-20 HI, 4.000%, 01/25/2040 | | | | | 1,160,967 | | | | | | 0.0 | | |
| | | 5,000,000 | | | | Fannie Mae REMICS 2015-67 QV, 3.000%, 12/25/2040 | | | | | 4,690,689 | | | | | | 0.1 | | |
| | | 5,299,739 (5) | | | | Fannie Mae REMICS 2015-76 PI, 6.000%, 09/25/2045 | | | | | 1,038,403 | | | | | | 0.0 | | |
| | | 69,496,347 (5) | | | | Fannie Mae REMICS 2018-15 SC, 4.084%, (-1.000*US0001M + 6.300%), 03/25/2048 | | | | | 9,272,432 | | | | | | 0.2 | | |
| | | 35,000,000 (7) | | | | Fannie Mae REMICS 2018-73 AB, 3.000%, 10/25/2048 | | | | | 33,818,750 | | | | | | 0.6 | | |
| | | 6,566,890 | | | | Fannie Mae REMICS 2018-8 AB, 3.500%, 10/25/2047 | | | | | 6,511,841 | | | | | | 0.1 | | |
| | | 76 | | | | Fannie Mae REMICS G-9 G, 509.000%, 04/25/2021 | | | | | 352 | | | | | | 0.0 | | |
| | | 4,716,287 | | | | Fannie Mae REMICS Trust 2010-53 JZ, 5.000%, 07/25/2040 | | | | | 4,957,276 | | | | | | 0.1 | | |
| | | 2,505,770 (5) | | | | Fannie Mae Series 2013-72 YS, 3.934%, (-1.000*US0001M + 6.150%), 07/25/2033 | | | | | 351,934 | | | | | | 0.0 | | |
| | | 382,975 (5) | | | | FHLMC-GNMA 20 S, 6.684%, (-1.000*US0001M + 8.900%), 10/25/2023 | | | | | 41,229 | | | | | | 0.0 | | |
| | | 743,552 | | | | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A5, 2.516%, (US0001M + 0.300%), 12/25/2036 | | | | | 461,155 | | | | | | 0.0 | | |
| | | 743,552 (5) | | | | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A9, 4.484%, (-1.000*US0001M + 6.700%), 12/25/2036 | | | | | 162,246 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,975,767 | (1)(4) | | Flagstar Mortgage Trust 2018-1 B1, 4.059%, 03/25/2048 | | | | $ | 1,943,910 | | | | | | 0.0 | | | |
| | | 2,316,587 | (1)(4) | | Flagstar Mortgage Trust 2018-1 B2, 4.059%, 03/25/2048 | | | | | 2,271,239 | | | | | | 0.0 | | | |
| | | 2,576,400 | (1)(4) | | Flagstar Mortgage Trust 2018-1 B3, 4.059%, 03/25/2048 | | | | | 2,473,525 | | | | | | 0.1 | | | |
| | | 34,414,620 | | | | Freddie Mac 326 350, 3.500%, 03/15/2044 | | | | | 33,913,818 | | | | | | 0.6 | | |
| | | 13,203,522 (5) | | | | Freddie Mac 3510 AS, 4.252%, (-1.000*US0001M + 6.410%), 04/15/2037 | | | | | 1,910,493 | | | | | | 0.0 | | |
| | | 11,309,808 (5) | | | | Freddie Mac 4191 SA, 4.042%, (-1.000*US0001M + 6.200%), 03/15/2043 | | | | | 1,378,513 | | | | | | 0.0 | | |
| | | 3,684,229 | | | | Freddie Mac 4316 XZ, 4.500%, 03/15/2044 | | | | | 3,858,516 | | | | | | 0.1 | | |
| | | 1,065,734 | | | | Freddie Mac Reference Series R007 ZA, 6.000%, 05/15/2036 | | | | | 1,164,054 | | | | | | 0.0 | | |
| | | 513,298 | | | | Freddie Mac Reference Series R008 ZA, 6.000%, 07/15/2036 | | | | | 569,002 | | | | | | 0.0 | | |
| | | 158,518 | | | | Freddie Mac REMIC Trust 2110 PG, 6.000%, 01/15/2029 | | | | | 170,005 | | | | | | 0.0 | | |
| | | 145,026 | | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | | | | | 157,257 | | | | | | 0.0 | | |
| | | 993,342 | | | | Freddie Mac REMIC Trust 2143 ZB, 6.000%, 04/15/2029 | | | | | 1,100,229 | | | | | | 0.0 | | |
| | | 199,811 | | | | Freddie Mac REMIC Trust 2472 ZC, 6.000%, 07/15/2032 | | | | | 219,862 | | | | | | 0.0 | | |
| | | 246,514 | | | | Freddie Mac REMIC Trust 2528 KM, 5.500%, 11/15/2022 | | | | | 256,238 | | | | | | 0.0 | | |
| | | 393,494 | | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | | | | | 420,638 | | | | | | 0.0 | | |
| | | 157,676 (5) | | | | Freddie Mac REMIC Trust 2594 IY, 6.000%, 04/15/2033 | | | | | 36,729 | | | | | | 0.0 | | |
| | | 1,065,655 | | | | Freddie Mac REMIC Trust 2845 QH, 5.000%, 08/15/2034 | | | | | 1,123,761 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 192,320 | | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | | | | $ | 208,891 | | | | | | 0.0 | | |
| | | 1,794,224 (5) | | | | Freddie Mac REMIC Trust 2866 GS, 4.442%, (-1.000*US0001M + 6.600%), 09/15/2034 | | | | | 75,100 | | | | | | 0.0 | | |
| | | 665,655 (5) | | | | Freddie Mac REMIC Trust 2883 SD, 4.542%, (-1.000*US0001M + 6.700%), 10/15/2034 | | | | | 31,349 | | | | | | 0.0 | | |
| | | 286,396 | | | | Freddie Mac REMIC Trust 2930 ZL, 5.000%, 02/15/2035 | | | | | 302,728 | | | | | | 0.0 | | |
| | | 416,200 | | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | | | | | 439,976 | | | | | | 0.0 | | |
| | | 8,022,273 (5) | | | | Freddie Mac REMIC Trust 3045 DI, 4.572%, (-1.000*US0001M + 6.730%), 10/15/2035 | | | | | 1,117,464 | | | | | | 0.0 | | |
| | | 35,998 | | | | Freddie Mac REMIC Trust 3049 NA, 5.000%, 02/15/2035 | | | | | 36,064 | | | | | | 0.0 | | |
| | | 1,521,867 | | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | | | | | 1,645,981 | | | | | | 0.0 | | |
| | | 356,470 | (6)(8) | | Freddie Mac REMIC Trust 3139 PO, 0.000%, 01/15/2036 | | | | | 346,102 | | | | | | 0.0 | | | |
| | | 2,092,413 (5) | | | | Freddie Mac REMIC Trust 3171 PS, 4.327%, (-1.000*US0001M + 6.485%), 06/15/2036 | | | | | 234,118 | | | | | | 0.0 | | |
| | | 8,906,560 (5) | | | | Freddie Mac REMIC Trust 3199 S, 4.292%, (-1.000*US0001M + 6.450%), 08/15/2036 | | | | | 1,287,633 | | | | | | 0.0 | | |
| | | 763,591 | | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | | | | | 824,749 | | | | | | 0.0 | | |
| | | 302,892 | | | | Freddie Mac REMIC Trust 3394 ZY, 6.000%, 11/15/2037 | | | | | 319,284 | | | | | | 0.0 | | |
| | | 392,172 | (4)(5) | | Freddie Mac REMIC Trust 3524 LA, 5.449%, 03/15/2033 | | | | | 412,339 | | | | | | 0.0 | | | |
| | | 46,888 | | | | Freddie Mac REMIC Trust 3556 NT, 5.258%, (US0001M + 3.100%), 03/15/2038 | | | | | 48,290 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 8,262,862 | | | | Freddie Mac REMIC Trust 3639 ZN, 5.500%, 12/15/2034 | | | | $ | 8,858,960 | | | | | | 0.2 | | |
| | | 749,408 | | | | Freddie Mac REMIC Trust 3662 ZB, 5.500%, 08/15/2036 | | | | | 811,396 | | | | | | 0.0 | | |
| | | 2,185,520 (5) | | | | Freddie Mac REMIC Trust 3710 SL, 3.842%, (-1.000*US0001M + 6.000%), 05/15/2036 | | | | | 78,326 | | | | | | 0.0 | | |
| | | 574,964 | | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | | | | | 616,233 | | | | | | 0.0 | | |
| | | 25,000,000 | | | | Freddie Mac REMIC Trust 3747 HW, 4.500%, 05/15/2038 | | | | | 25,469,600 | | | | | | 0.4 | | |
| | | 1,000,000 | | | | Freddie Mac REMIC Trust 3753 DC, 3.500%, 09/15/2039 | | | | | 996,862 | | | | | | 0.0 | | |
| | | 399,627 | | | | Freddie Mac REMIC Trust 3819 ZY, 6.000%, 10/15/2037 | | | | | 419,506 | | | | | | 0.0 | | |
| | | 2,068,201 (5) | | | | Freddie Mac REMIC Trust 3856 KS, 4.392%, (-1.000*US0001M + 6.550%), 05/15/2041 | | | | | 317,947 | | | | | | 0.0 | | |
| | | 1,829,075 (5) | | | | Freddie Mac REMIC Trust 3925 SD, 3.892%, (-1.000*US0001M + 6.050%), 07/15/2040 | | | | | 182,736 | | | | | | 0.0 | | |
| | | 11,421,002 (5) | | | | Freddie Mac REMIC Trust 3925 SL, 3.892%, (-1.000*US0001M + 6.050%), 01/15/2041 | | | | | 1,259,666 | | | | | | 0.0 | | |
| | | 478,592 | | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | | | | | 497,146 | | | | | | 0.0 | | |
| | | 2,418,304 (5) | | | | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/2040 | | | | | 345,723 | | | | | | 0.0 | | |
| | | 2,659,737 (5) | | | | Freddie Mac REMIC Trust 4088 CS, 3.842%, (-1.000*US0001M + 6.000%), 08/15/2042 | | | | | 423,066 | | | | | | 0.0 | | |
| | | 9,869,764 (5) | | | | Freddie Mac REMIC Trust 4161 WI, 3.000%, 02/15/2033 | | | | | 1,157,135 | | | | | | 0.0 | | |
| | | 5,021,259 (5) | | | | Freddie Mac REMIC Trust 4194 GI, 4.000%, 04/15/2043 | | | | | 885,287 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 4,145,886 | | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | | | | $ | 4,002,733 | | | | | | 0.1 | | |
| | | 1,251,796 | | | | Freddie Mac REMIC Trust 4246 ZX, 4.500%, 04/15/2041 | | | | | 1,315,102 | | | | | | 0.0 | | |
| | | 2,600,925 (5) | | | | Freddie Mac REMIC Trust 4293 KI, 4.500%, 08/15/2043 | | | | | 460,374 | | | | | | 0.0 | | |
| | | 4,655,790 | | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | | | | | 4,708,767 | | | | | | 0.1 | | |
| | | 6,249,490 | | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | | | | | 6,327,780 | | | | | | 0.1 | | |
| | | 1,916,000 | | | | Freddie Mac REMIC Trust 4370 AD, 3.000%, 08/15/2040 | | | | | 1,787,935 | | | | | | 0.0 | | |
| | | 8,539,412 (5) | | | | Freddie Mac REMIC Trust 4386 LS, 3.942%, (-1.000*US0001M + 6.100%), 09/15/2044 | | | | | 1,308,557 | | | | | | 0.0 | | |
| | | 38 | | | | Freddie Mac REMICS 1006 I, 860.000%, 10/15/2020 | | | | | 218 | | | ��� | | | 0.0 | | |
| | | 253 | | | | Freddie Mac REMICS 1022 K, 479.145%, 12/15/2020 | | | | | 610 | | | | | | 0.0 | | |
| | | 104 | | | | Freddie Mac REMICS 1023 C, 508.500%, 12/15/2020 | | | | | 418 | | | | | | 0.0 | | |
| | | 107 | | | | Freddie Mac REMICS 1074 J, 332.203%, 05/15/2021 | | | | | 220 | | | | | | 0.0 | | |
| | | 125 | | | | Freddie Mac REMICS 1094 L, 1141.844%, 06/15/2021 | | | | | 1,496 | | | | | | 0.0 | | |
| | | 100 | | | | Freddie Mac REMICS 1159 D, 887.700%, 11/15/2021 | | | | | 780 | | | | | | 0.0 | | |
| | | 70 | | | | Freddie Mac REMICS 121 I, 622.000%, 03/15/2021 | | | | | 249 | | | | | | 0.0 | | |
| | | 36 | | | | Freddie Mac REMICS 1278 L, 1127.368%, 05/15/2022 | | | | | 373 | | | | | | 0.0 | | |
| | | 20,259 (5) | | | | Freddie Mac REMICS 1368 S, 7.342%, (-1.000*US0001M + 9.500%), 08/15/2022 | | | | | 772 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 17 | | | | Freddie Mac REMICS 182 S, 1063.390%, 08/15/2021 | | | | $ | 93 | | | | | | 0.0 | | |
| | | 114,904 (5) | | | | Freddie Mac REMICS 2074 S, 6.542%, (-1.000*US0001M + 8.700%), 07/17/2028 | | | | | 11,536 | | | | | | 0.0 | | |
| | | 134,144 (5) | | | | Freddie Mac REMICS 2232 SA, 6.442%, (-1.000*US0001M + 8.600%), 05/17/2030 | | | | | 9,575 | | | | | | 0.0 | | |
| | | 34,108 (5) | | | | Freddie Mac REMICS 2301 SP, 7.092%, (-1.000*US0001M + 9.250%), 04/15/2031 | | | | | 4,067 | | | | | | 0.0 | | |
| | | 2,876,987 (5) | | | | Freddie Mac REMICS 2953 LS, 4.542%, (-1.000*US0001M + 6.700%), 12/15/2034 | | | | | 195,958 | | | | | | 0.0 | | |
| | | 2,882,468 (5) | | | | Freddie Mac REMICS 2993 GS, 3.992%, (-1.000*US0001M + 6.150%), 06/15/2025 | | | | | 185,697 | | | | | | 0.0 | | |
| | | 1,131,241 (5) | | | | Freddie Mac REMICS 3006 SI, 4.582%, (-1.000*US0001M + 6.740%), 07/15/2035 | | | | | 148,914 | | | | | | 0.0 | | |
| | | 1,230,930 (5) | | | | Freddie Mac REMICS 3006 YI, 4.582%, (-1.000*US0001M + 6.740%), 07/15/2035 | | | | | 169,327 | | | | | | 0.0 | | |
| | | 67,752 (5) | | | | Freddie Mac REMICS 3034 SE, 4.542%, (-1.000*US0001M + 6.700%), 09/15/2035 | | | | | 1,684 | | | | | | 0.0 | | |
| | | 8,020,192 (5) | | | | Freddie Mac REMICS 3213 JS, 5.042%, (-1.000*US0001M + 7.200%), 09/15/2036 | | | | | 1,387,950 | | | | | | 0.0 | | |
| | | 1,722,811 (5) | | | | Freddie Mac REMICS 3375 QI, 0.600%, (-10.000*US0001M + 64.600%), 10/15/2037 | | | | | 33,061 | | | | | | 0.0 | | |
| | | 3,790,000 | | | | Freddie Mac REMICS 3923 GY, 4.000%, 09/15/2041 | | | | | 3,875,193 | | | | | | 0.1 | | |
| | | 3,000,000 | | | | Freddie Mac REMICS 3934 CB, 4.000%, 10/15/2041 | | | | | 3,041,603 | | | | | | 0.1 | | |
| | | 1,500,000 | | | | Freddie Mac REMICS 3997 PB, 4.000%, 02/15/2042 | | | | | 1,534,503 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,615,584 | | | | Freddie Mac REMICS 4000 ZT, 3.500%, 01/15/2042 | | | | $ | 2,510,311 | | | | | | 0.1 | | |
| | | 11,885,803 (5) | | | | Freddie Mac REMICS 4057 SN, 4.492%, (-1.000*US0001M + 6.650%), 12/15/2041 | | | | | 1,870,697 | | | | | | 0.0 | | |
| | | 3,872,107 (5) | | | | Freddie Mac REMICS 4090 SN, 4.542%, (-1.000*US0001M + 6.700%), 08/15/2032 | | | | | 532,338 | | | | | | 0.0 | | |
| | | 2,317,872 | | | | Freddie Mac REMICS 4100 JA, 3.500%, 10/15/2041 | | | | | 2,295,247 | | | | | | 0.1 | | |
| | | 1,311,460 | | | | Freddie Mac REMICS 4500 HC, 3.000%, 11/15/2042 | | | | | 1,284,357 | | | | | | 0.0 | | |
| | | 8,042,022 | | | | Freddie Mac REMICS 4608 JV, 3.500%, 01/15/2055 | | | | | 7,876,875 | | | | | | 0.2 | | |
| | | 1,076,703 | | | | Freddie Mac REMICS 4673 WA, 3.500%, 09/15/2043 | | | | | 1,071,001 | | | | | | 0.0 | | |
| | | 2,457,000 | | | | Freddie Mac REMICS 4772 VG, 4.500%, 08/15/2036 | | | | | 2,608,750 | | | | | | 0.1 | | |
| | | 10,890,599 | | | | Freddie Mac Series 4348 ZX, 4.250%, 06/15/2044 | | | | | 10,928,153 | | | | | | 0.2 | | |
| | | 8,066,165 | | | | Freddie Mac Strips 277 30, 3.000%, 09/15/2042 | | | | | 7,803,179 | | | | | | 0.1 | | |
| | | 4,200,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 6.916%, (US0001M + 4.700%), 04/25/2028 | | | | | 5,020,017 | | | | | | 0.1 | | |
| | | 4,800,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA2 M2, 5.666%, (US0001M + 3.450%), 10/25/2029 | | | | | 5,297,057 | | | | | | 0.1 | | |
| | | 9,600,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA3 M2, 4.716%, (US0001M + 2.500%), 03/25/2030 | | | | | 10,057,981 | | | | | | 0.2 | | |
| | | 8,200,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 4.866%, (US0001M + 2.650%), 12/25/2029 | | | | | 8,614,718 | | | | | | 0.2 | | |
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 9,120,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 4.566%, (US0001M + 2.350%), 04/25/2030 | | | | $ | 9,424,231 | | | | | | 0.2 | | |
| | | 9,200,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-DNA1 M2, 4.016%, (US0001M + 1.800%), 07/25/2030 | | | | | 9,153,666 | | | | | | 0.2 | | |
| | | 1,800,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 4.516%, (US0001M + 2.300%), 09/25/2030 | | | | | 1,824,663 | | | | | | 0.0 | | |
| | | 1,250,126 (4) | | | | Freddie Mac Structured Pass Through Certificates T-48 1A, 4.999%, 07/25/2033 | | | | | 1,283,539 | | | | | | 0.0 | | |
| | | 5,000,000 | | | | Freddie Mac REMICS 3740 KE, 4.000%, 10/15/2040 | | | | | 5,083,228 | | | | | | 0.1 | | |
| | | 500,000 | | | | Freddie Mac REMICS 3848 WX, 5.000%, 04/15/2041 | | | | | 544,153 | | | | | | 0.0 | | |
| | | 5,000,000 | | | | Freddie Mac REMICS 3893 PU, 4.000%, 07/15/2041 | | | | | 5,083,493 | | | | | | 0.1 | | |
| | | 8,800,832 | | | | Freddie Mac REMICS 3919 ZB, 4.000%, 09/15/2041 | | | | | 8,853,652 | | | | | | 0.1 | | |
| | | 3,685,893 | (1)(4) | | Galton Funding Mortgage Trust 2018-1 B1, 3.800%, 11/25/2057 | | | | | 3,593,150 | | | | | | 0.1 | | | |
| | | 53,510 (5) | | | | Ginnie Mae 2000-22 SD, 7.642%, (-1.000*US0001M + 9.800%), 05/16/2030 | | | | | 1,192 | | | | | | 0.0 | | |
| | | 2,474,973 (5) | | | | Ginnie Mae 2005-37 SI, 3.985%, (-1.000*US0001M + 6.150%), 05/20/2035 | | | | | 278,650 | | | | | | 0.0 | | |
| | | 2,538,863 (5) | | | | Ginnie Mae 2007-23 ST, 4.035%, (-1.000*US0001M + 6.200%), 04/20/2037 | | | | | 247,877 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,958,855 (5) | | | | Ginnie Mae 2007-40 SE, 4.585%, (-1.000*US0001M + 6.750%), 07/20/2037 | | | | $ | 419,883 | | | | | | 0.0 | | |
| | | 2,025,054 (5) | | | | Ginnie Mae 2007-7 EI, 4.035%, (-1.000*US0001M + 6.200%), 02/20/2037 | | | | | 253,140 | | | | | | 0.0 | | |
| | | 6,912,486 (5) | | | | Ginnie Mae 2010-11 SA, 4.262%, (-1.000*US0001M + 6.420%), 01/16/2040 | | | | | 940,728 | | | | | | 0.0 | | |
| | | 3,014,327 (5) | | | | Ginnie Mae 2010-14 SB, 4.635%, (-1.000*US0001M + 6.800%), 11/20/2035 | | | | | 436,051 | | | | | | 0.0 | | |
| | | 2,689,323 (5) | | | | Ginnie Mae 2010-99 IT, 5.000%, 08/16/2040 | | | | | 449,189 | | | | | | 0.0 | | |
| | | 1,165,559 | | | | Ginnie Mae 2013-69 KA, 1.250%, 08/20/2042 | | | | | 1,023,817 | | | | | | 0.0 | | |
| | | 1,950,700 | | | | Ginnie Mae 2015-3 ZD, 4.000%, 01/20/2045 | | | | | 1,967,082 | | | | | | 0.1 | | |
| | | 7,832 (5) | | | | Ginnie Mae Series 2001-28 SV, 6.092%, (-1.000*US0001M + 8.250%), 06/16/2031 | | | | | 310 | | | | | | 0.0 | | |
| | | 903,460 (5) | | | | Ginnie Mae Series 2005-7 AH, 4.612%, (-1.000*US0001M + 6.770%), 02/16/2035 | | | | | 120,404 | | | | | | 0.0 | | |
| | | 15,437,421 (5) | | | | Ginnie Mae Series 2007-41 SL, 4.535%, (-1.000*US0001M + 6.700%), 07/20/2037 | | | | | 2,481,859 | | | | | | 0.1 | | |
| | | 1,690,247 (5) | | | | Ginnie Mae Series 2008-2 SW, 4.385%, (-1.000*US0001M + 6.550%), 01/20/2038 | | | | | 255,501 | | | | | | 0.0 | | |
| | | 1,020,546 (5) | | | | Ginnie Mae Series 2008-35 SN, 4.235%, (-1.000*US0001M + 6.400%), 04/20/2038 | | | | | 123,880 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 577,242 (5) | | | | Ginnie Mae Series 2008-40 PS, 4.342%, (-1.000*US0001M + 6.500%), 05/16/2038 | | | | $ | 78,630 | | | | | | 0.0 | | |
| | | 1,396,985 (5) | | | | Ginnie Mae Series 2009-25 KS, 4.035%, (-1.000*US0001M + 6.200%), 04/20/2039 | | | | | 174,990 | | | | | | 0.0 | | |
| | | 1,127,556 | | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | | | | | 1,179,154 | | | | | | 0.0 | | |
| | | 1,200,781 | | | | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/2039 | | | | | 1,259,665 | | | | | | 0.0 | | |
| | | 3,154,350 (5) | | | | Ginnie Mae Series 2009-33 SN, 4.135%, (-1.000*US0001M + 6.300%), 05/20/2039 | | | | | 134,905 | | | | | | 0.0 | | |
| | | 11,045,641 | | | | Ginnie Mae Series 2009-33 ZB, 6.000%, 05/20/2039 | | | | | 12,490,490 | | | | | | 0.2 | | |
| | | 2,368,974 | | | | Ginnie Mae Series 2009-34 Z, 4.500%, 05/16/2039 | | | | | 2,459,975 | | | | | | 0.1 | | |
| | | 443,117 (5) | | | | Ginnie Mae Series 2009-43 HS, 4.035%, (-1.000*US0001M + 6.200%), 06/20/2038 | | | | | 18,909 | | | | | | 0.0 | | |
| | | 3,493,292 | | | | Ginnie Mae Series 2009-98 DA, 3.250%, 07/16/2039 | | | | | 3,481,705 | | | | | | 0.1 | | |
| | | 2,954,510 (5) | | | | Ginnie Mae Series 2010-116 NS, 4.492%, (-1.000*US0001M + 6.650%), 09/16/2040 | | | | | 362,756 | | | | | | 0.0 | | |
| | | 7,878,957 (5) | | | | Ginnie Mae Series 2010-116 SK, 4.455%, (-1.000*US0001M + 6.620%), 08/20/2040 | | | | | 1,101,553 | | | | | | 0.0 | | |
| | | 13,586,652 (5) | | | | Ginnie Mae Series 2010-149 HS, 3.942%, (-1.000*US0001M + 6.100%), 05/16/2040 | | | | | 1,086,972 | | | | | | 0.0 | | |
| | | 1,813,600 (5) | | | | Ginnie Mae Series 2010-168 BI, 5.000%, 04/20/2040 | | | | | 612,617 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,248,418 (5) | | | | Ginnie Mae Series 2010-68 MS, 3.685%, (-1.000*US0001M + 5.850%), 06/20/2040 | | | | $ | 281,873 | | | | | | 0.0 | | |
| | | 5,934,350 (5) | | | | Ginnie Mae Series 2011-72 SA, 3.192%, (-1.000*US0001M + 5.350%), 05/16/2041 | | | | | 655,824 | | | | | | 0.0 | | |
| | | 8,379,784 (5) | | | | Ginnie Mae Series 2011-73 LS, 4.525%, (-1.000*US0001M + 6.690%), 08/20/2039 | | | | | 674,227 | | | | | | 0.0 | | |
| | | 192,490 | | | | Ginnie Mae Series 2012-43 MA, 4.000%, 10/20/2041 | | | | | 192,652 | | | | | | 0.0 | | |
| | | 1,693,825 (5) | | | | Ginnie Mae Series 2012-91 QI, 4.500%, 09/20/2041 | | | | | 195,356 | | | | | | 0.0 | | |
| | | 1,388,000 | | | | Ginnie Mae Series 2013-116 KB, 3.500%, 12/20/2042 | | | | | 1,365,904 | | | | | | 0.0 | | |
| | | 11,253,130 (5) | | | | Ginnie Mae Series 2013-167 PI, 5.500%, 11/20/2043 | | | | | 2,306,405 | | | | | | 0.1 | | |
| | | 2,968,313 (5) | | | | Ginnie Mae Series 2014-10 GI, 4.500%, 01/16/2029 | | | | | 291,861 | | | | | | 0.0 | | |
| | | 6,804,089 (5) | | | | Ginnie Mae Series 2014-185 SB, 3.435%, (-1.000*US0001M + 5.600%), 12/20/2044 | | | | | 738,488 | | | | | | 0.0 | | |
| | | 11,692,695 (5) | | | | Ginnie Mae Series 2014-3 SU, 3.885%, (-1.000*US0001M + 6.050%), 07/20/2039 | | | | | 1,539,100 | | | | | | 0.0 | | |
| | | 10,217,320 (5) | | | | Ginnie Mae Series 2014-56 SP, 4.042%, (-1.000*US0001M + 6.200%), 12/16/2039 | | | | | 1,274,323 | | | | | | 0.0 | | |
| | | 12,019,820 (5) | | | | Ginnie Mae Series 2014-58 SG, 3.442%, (-1.000*US0001M + 5.600%), 04/16/2044 | | | | | 1,324,215 | | | | | | 0.0 | | |
| | | 2,509,623 | | | | Ginnie Mae Series 2015-27 PB, 3.000%, 08/20/2044 | | | | | 2,413,781 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 4,734 | | | | GSR Mortgage Loan Trust 2005-5F 8A1, 2.716%, (US0001M + 0.500%), 06/25/2035 | | | | $ | 4,554 | | | | | | 0.0 | | |
| | | 3,195,351 | | | | HarborView Mortgage Loan Trust 2007-5 A1A, 2.358%, (US0001M + 0.190%), 09/19/2037 | | | | | 3,118,929 | | | | | | 0.1 | | |
| | | 218,884 | | | | HomeBanc Mortgage Trust 2004-1 2A, 3.076%, (US0001M + 0.860%), 08/25/2029 | | | | | 210,701 | | | | | | 0.0 | | |
| | | 2,000,000 | | | | HomeBanc Mortgage Trust 2005-4 M1, 2.686%, (US0001M + 0.470%), 10/25/2035 | | | | | 1,954,743 | | | | | | 0.0 | | |
| | | 1,526,059 | | | | Impac CMB Trust Series 2005-1 M1, 2.906%, (US0001M + 0.690%), 04/25/2035 | | | | | 1,491,695 | | | | | | 0.0 | | |
| | | 2,123,339 | | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 2.426%, (US0001M + 0.210%), 04/25/2046 | | | | | 2,006,152 | | | | | | 0.0 | | |
| | | 3,130,022 | | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 2A1, 2.426%, (US0001M + 0.210%), 02/25/2046 | | | | | 2,706,623 | | | | | | 0.1 | | |
| | | 422,153 | (1)(4) | | Jefferies Resecuritization Trust 2009-R6 1A2, 4.384%, 03/26/2036 | | | | | 415,834 | | | | | | 0.0 | | | |
| | | 454,615 | | | | JP Morgan Alternative Loan Trust 2005-S1 1A1, 5.500%, 12/25/2035 | | | | | 361,841 | | | | | | 0.0 | | |
| | | 2,798,261 (4) | | | | JP Morgan Mortgage Trust 2005-A4 B1, 4.268%, 07/25/2035 | | | | | 2,547,149 | | | | | | 0.1 | | |
| | | 4,520,594 | (1)(4) | | JP Morgan Mortgage Trust 2016-1 B3, 3.877%, 05/25/2046 | | | | | 4,439,245 | | | | | | 0.1 | | | |
| | | 2,162,333 | (1)(4) | | JP Morgan Mortgage Trust 2017-3 B1, 3.866%, 08/25/2047 | | | | | 2,112,021 | | | | | | 0.0 | | | |
| | | 2,070,733 | (1)(4) | | JP Morgan Mortgage Trust 2017-3 B2, 3.866%, 08/25/2047 | | | | | 1,975,783 | | | | | | 0.0 | | | |
| | | 1,478,328 | (1)(4) | | JP Morgan Mortgage Trust 2017-6 B3, 3.852%, 12/25/2048 | | | | | 1,378,315 | | | | | | 0.0 | | | |
| | | 2,135,911 | (1)(4) | | JP Morgan Mortgage Trust 2018-1 B1, 3.769%, 06/25/2048 | | | | | 2,066,262 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,055,999 | (1)(4) | | JP Morgan Mortgage Trust 2018-1 B2, 3.769%, 06/25/2048 | | | | $ | 1,974,900 | | | | | | 0.0 | | | |
| | | 2,714,037 | (1)(4) | | JP Morgan Mortgage Trust 2018-1 B3, 3.769%, 06/25/2048 | | | | | 2,552,402 | | | | | | 0.1 | | | |
| | | 2,624,031 | (1)(4) | | JP Morgan Mortgage Trust 2018-3 B1, 3.783%, 09/25/2048 | | | | | 2,499,114 | | | | | | 0.1 | | | |
| | | 2,257,673 | (1)(4) | | JP Morgan Mortgage Trust 2018-4 B2, 3.801%, 10/25/2048 | | | | | 2,133,248 | | | | | | 0.0 | | | |
| | | 1,508,869 | (1)(4) | | JP Morgan Mortgage Trust 2018-6C B2, 4.012%, 12/25/2048 | | | | | 1,453,711 | | | | | | 0.0 | | | |
| | | 3,024,000 | (1)(4) | | JP Morgan Mortgage Trust 2018-9 B3, 4.507%, 02/25/2049 | | | | | 2,961,187 | | | | | | 0.1 | | | |
| | | 17,508,575 (5) | | | | Lehman Mortgage Trust 2006-7 2A4, 4.334%, (-1.000*US0001M + 6.550%), 11/25/2036 | | | | | 2,703,954 | | | | | | 0.0 | | |
| | | 12,815,633 (5) | | | | Lehman Mortgage Trust 2006-9 2A5, 4.404%, (-1.000*US0001M + 6.620%), 01/25/2037 | | | | | 2,305,492 | | | | | | 0.1 | | |
| | | 1,459,138 | | | | Lehman XS Trust Series 2005-5N 1A2, 2.576%, (US0001M + 0.360%), 11/25/2035 | | | | | 1,322,070 | | | | | | 0.0 | | |
| | | 5,191,792 | | | | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | | | | | 4,559,514 | | | | | | 0.1 | | |
| | | 2,959,720 | (1)(4) | | New Residential Mortgage Loan Trust 2017-3A B2, 4.750%, 04/25/2057 | | | | | 3,043,764 | | | | | | 0.1 | | | |
| | | 9,826,000 | | | | Opteum Mortgage Acceptance Corp. Asset Backed Pass-Through Certificates 2005-4 M2, 2.716%, (US0001M + 0.500%), 11/25/2035 | | | | | 9,140,968 | | | | | | 0.2 | | |
| | | 1,891,004 | (1)(4) | | Sequoia Mortgage Trust 2014-3 B3, 3.931%, 10/25/2044 | | | | | 1,876,625 | | | | | | 0.0 | | | |
| | | 1,917,258 | (1)(4) | | Sequoia Mortgage Trust 2014-4 B3, 3.865%, 11/25/2044 | | | | | 1,896,417 | | | | | | 0.0 | | | |
| | | 1,903,910 | (1)(4) | | Sequoia Mortgage Trust 2015-2 B3, 3.744%, 05/25/2045 | | | | | 1,849,148 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,657,069 | (1)(4) | | Sequoia Mortgage Trust 2015-3 B3, 3.714%, 07/25/2045 | | | | $ | 1,583,164 | | | | | | 0.0 | | | |
| | | 3,300,000 | (1)(4) | | Sequoia Mortgage Trust 2017-CH2 A13, 4.000%, 12/25/2047 | | | | | 3,242,385 | | | | | | 0.1 | | | |
| | | 2,579,103 | (1)(4) | | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 02/25/2048 | | | | | 2,575,281 | | | | | | 0.1 | | | |
| | | 6,506,687 | (1)(4) | | Sequoia Mortgage Trust 2018-CH1 B1B, 4.508%, 02/25/2048 | | | | | 6,646,297 | | | | | | 0.1 | | | |
| | | 2,680,621 | (1)(4) | | Sequoia Mortgage Trust 2018-CH1 B2B, 4.508%, 02/25/2048 | | | | | 2,719,531 | | | | | | 0.1 | | | |
| | | 5,332,000 | (1)(4) | | Sequoia Mortgage Trust 2018-CH4 A13, 4.500%, 10/25/2048 | | | | | 5,370,212 | | | | | | 0.1 | | | |
| | | 1,360,000 | (1)(4) | | Verus Securitization Trust 2017-SG1A B1, 3.615%, 11/25/2047 | | | | | 1,347,475 | | | | | | 0.0 | | | |
| | | 1,773,000 | (1)(4) | | Verus Securitization Trust 2018-1 B1, 3.801%, 01/25/2058 | | | | | 1,776,976 | | | | | | 0.1 | | | |
| | | 1,231,000 | (1)(4) | | Verus Securitization Trust 2018-2 B1, 4.426%, 06/01/2058 | | | | | 1,218,274 | | | | | | 0.0 | | | |
| | | 499,315 (4) | | | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 3.129%, 10/25/2036 | | | | | 463,971 | | | | | | 0.0 | | |
| | | 3,863,672 | | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 A1C3, 2.726%, (US0001M + 0.510%), 08/25/2045 | | | | | 3,875,735 | | | | | | 0.1 | | |
| | | 108,948,757 | (4)(5) | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 0.502%, 08/25/2045 | | | | | 2,084,571 | | | | | | 0.0 | | | |
| | | 2,862,188 | | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 2.706%, (US0001M + 0.490%), 10/25/2045 | | | | | 2,902,889 | | | | | | 0.1 | | |
| | | 538,421 (4) | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.483%, 10/25/2036 | | | | | 524,662 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,242,340 (4) | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A4, 3.107%, 11/25/2036 | | | | $ | 1,193,442 | | | | | | 0.0 | | |
| | | 1,417,076 (4) | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A1, 3.167%, 12/25/2036 | | | | | 1,283,632 | | | | | | 0.0 | | |
| | | 3,276,126 (4) | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A3, 3.167%, 12/25/2036 | | | | | 2,967,618 | | | | | | 0.1 | | |
| | | 2,061,179 (4) | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 3A1, 3.268%, 12/25/2036 | | | | | 2,011,453 | | | | | | 0.1 | | |
| | | 1,958,567 (4) | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.914%, 08/25/2046 | | | | | 1,874,156 | | | | | | 0.0 | | |
| | | 2,562,302 (4) | | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.603%, 12/25/2036 | | | | | 2,513,896 | | | | | | 0.1 | | |
| | | 630,952 (4) | | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 1A1, 3.138%, 03/25/2037 | | | | | 576,417 | | | | | | 0.0 | | |
| | | 1,738,290 (4) | | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 3.162%, 04/25/2037 | | | | | 1,589,299 | | | | | | 0.0 | | |
| | | 2,173,875 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 2A3, 3.116%, (US0001M + 0.900%), 11/25/2035 | | | | | 1,798,825 | | | | | | 0.0 | | |
| | | 2,003,385 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | | | | | 1,827,558 | | | | | | 0.0 | | |
| | | 1,409,833 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 CB3, 5.500%, 07/25/2035 | | | | | 1,334,889 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 585,448 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/2035 | | | | $ | 563,706 | | | | | | 0.0 | | |
| | | 5,464,530 | | | | Washington Mutual Mortgage Pass- Through Certificates WMALT Series 2006-AR6 2A, 2.805%, (12MTA + 0.960%), 08/25/2046 | | | | | 4,127,758 | | | | | | 0.1 | | |
| | | 920,769 | | | | Washington Mutual Mortgage Pass- Through Certificates WMALT Series 2007-OC1 A3, 2.446%, (US0001M + 0.230%), 01/25/2047 | | | | | 842,483 | | | | | | 0.0 | | |
| | | 1,907,555 | | | | Washington Mutual Mortgage Pass- Through Certificates WMALT Series 2007-OC1 A4, 2.536%, (US0001M + 0.320%), 01/25/2047 | | | | | 1,760,999 | | | | | | 0.0 | | |
| | | 1,317,516 | | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 2.646%, (US0001M + 0.430%), 06/25/2037 | | | | | 1,106,420 | | | | | | 0.0 | | |
| | | 1,481,891 | | | | Wells Fargo Alternative Loan 2007-PA3 3A1, 6.250%, 07/25/2037 | | | | | 1,405,805 | | | | | | 0.1 | | |
| | | 630,025 (4) | | | | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 4.211%, 04/25/2036 | | | | | 590,579 | | | | | | 0.0 | | |
| | | 1,878,319 | (1)(4) | | WinWater Mortgage Loan Trust 2015-5 B4, 3.796%, 08/20/2045 | | | | | 1,787,333 | | | | | | 0.0 | | | |
| | | 14,779,023 | | | | Other Securities | | | | | 14,652,749 | | | | | | 0.2 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $814,219,672) | | | | | 807,864,105 | | | | | | 13.5 | | |
| FOREIGN GOVERNMENT BONDS: 2.7% | | ||||||||||||||||||
| | | 19,885,000 | | | | Argentine Republic Government International Bond, 5.625%-6.875%, 04/22/2021-01/26/2027 | | | | | 18,236,072 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| FOREIGN GOVERNMENT BONDS: (continued) | | ||||||||||||||||||
| CLP 10,460,000,000 | | | Bonos de la Tesoreria de la Republica en pesos, 4.500%, 03/01/2026 | | | | $ | 15,976,172 | | | | | | 0.3 | | | |||
| CLP 6,450,000,000 | | | Bonos de la Tesoreria de la Republica en pesos, 5.000%, 03/01/2035 | | | | | 9,865,190 | | | | | | 0.1 | | | |||
| | | 350,000 | (1)(2) | | Costa Rica Government International Bond, 4.250%, 01/26/2023 | | | | | 318,461 | | | | | | 0.0 | | | |
| | | 300,000 (1) | | | | Dominican Republic International Bond, 5.500%, 01/27/2025 | | | | | 301,875 | | | | | | 0.0 | | |
| | | 300,000 (1) | | | | Dominican Republic International Bond, 6.600%, 01/28/2024 | | | | | 317,787 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Egypt Government International Bond, 5.875%, 06/11/2025 | | | | | 239,447 | | | | | | 0.0 | | |
| | | 232,000 (1) | | | | El Salvador Government International Bond, 5.875%, 01/30/2025 | | | | | 217,551 | | | | | | 0.0 | | |
| | | 290,380 (1) | | | | Gabonese Republic, 6.375%, 12/12/2024 | | | | | 275,542 | | | | | | 0.0 | | |
| | | 1,775,000 (1) | | | | Indonesia Government International Bond, 3.850%, 07/18/2027 | | | | | 1,694,408 | | | | | | 0.0 | | |
| | | 600,000 (1) | | | | Indonesia Government International Bond, 4.125%, 01/15/2025 | | | | | 591,642 | | | | | | 0.0 | | |
| | | 2,750,000 (1) | | | | Indonesia Government International Bond, 4.350%, 01/08/2027 | | | | | 2,715,740 | | | | | | 0.1 | | |
| | | 600,000 (1) | | | | KazAgro National Management Holding JSC, 4.625%, 05/24/2023 | | | | | 593,392 | | | | | | 0.0 | | |
| | | 600,000 (1) | | | | Morocco Government International Bond, 4.250%, 12/11/2022 | | | | | 602,100 | | | | | | 0.0 | | |
| | | 4,000,000 (1) | | | | Perusahaan Penerbit SBSN Indonesia III, 4.400%, 03/01/2028 | | | | | 3,919,200 | | | | | | 0.1 | | |
| | | 600,000 (1) | | | | Paraguay Government International Bond, 4.625%, 01/25/2023 | | | | | 606,750 | | | | | | 0.0 | | |
| | | 8,375,000 (1) | | | | Saudi Government International Bond, 4.500%, 04/17/2030 | | | | | 8,429,136 | | | | | | 0.2 | | |
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| FOREIGN GOVERNMENT BONDS: (continued) | | ||||||||||||||||||
| | | 1,100,000 (1) | | | | Sri Lanka Government International Bond, 6.825%, 07/18/2026 | | | | $ | 1,085,310 | | | | | | 0.0 | | |
| | | 190,004 | | | | Tanzania Government International Bond, 8.544%, (US0003M + 6.000%), 03/09/2020 | | | | | 194,111 | | | | | | 0.0 | | |
| | | 300,000 (1) | | | | Zambia Government International Bond, 5.375%, 09/20/2022 | | | | | 212,052 | | | | | | 0.0 | | |
| PLN 134,091,663 (3) | | | Other Securities | | | | | 92,973,152 | | | | | | 1.6 | | | |||
| | | | | | | Total Foreign Government Bonds (Cost $165,362,786) | | | | | 159,365,090 | | | | | | 2.7 | | |
| ASSET-BACKED SECURITIES: 12.3% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 0.4% | | ||||||||||||
| | | 1,596,316 (1) | | | | OSCAR US Funding Trust 2014-1 A4, 2.550%, 12/15/2021 | | | | | 1,594,226 | | | | | | 0.1 | | |
| | | 1,450,000 (1) | | | | OSCAR US Funding Trust VI LLC 2017-1A A3, 2.820%, 06/10/2021 | | | | | 1,445,927 | | | | | | 0.0 | | |
| | | 1,550,000 (1) | | | | OSCAR US Funding Trust VII LLC 2017-2A A4, 2.760%, 12/10/2024 | | | | | 1,519,507 | | | | | | 0.0 | | |
| | | 1,940,000 (1) | | | | SunTrust Auto Receivables Trust 2015-1A B, 2.200%, 02/15/2021 | | | | | 1,924,071 | | | | | | 0.0 | | |
| | | 800,000 (1) | | | | Tesla Auto Lease Trust 2018-A D, 3.300%, 05/20/2020 | | | | | 796,598 | | | | | | 0.0 | | |
| | | 17,670,000 | | | | Other Securities | | | | | 17,625,449 | | | | | | 0.3 | | |
| | | | | | | | | | | | 24,905,778 | | | | | | 0.4 | | |
| | | | | | | Credit Card Asset-Backed Securities: 0.0% | | ||||||||||||
| | | 600,000 | | | | Other Securities | | | | | 580,511 | | | | | | 0.0 | | |
| | | | | | | Home Equity Asset-Backed Securities: 0.4% | | ||||||||||||
| | | 7,958,339 | | | | Freddie Mac Structured Pass Through Certificates T-31 A7, 2.314%, (US0001M + 0.250%), 05/25/2031 | | | | | 7,907,707 | | | | | | 0.1 | | |
| | | 1,971,627 | | | | Morgan Stanley Home Equity Loan Trust 2006-3 A3, 2.376%, (US0001M + 0.160%), 04/25/2036 | | | | | 1,556,247 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Home Equity Asset-Backed Securities (continued) | | ||||||||||||
| | | 1,231,628 | | | | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1 2A3, 2.376%, (US0001M + 0.160%), 02/25/2037 | | | | $ | 1,106,077 | | | | | | 0.0 | | |
| | | 1,499,591 | | | | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1 2A4A, 2.446%, (US0001M + 0.230%), 02/25/2037 | | | | | 1,358,734 | | | | | | 0.1 | | |
| | | 13,068,402 | | | | Other Securities | | | | | 11,154,041 | | | | | | 0.2 | | |
| | | | | | | | | | | | 23,082,806 | | | | | | 0.4 | | |
| | | | | | | Other Asset-Backed Securities: 10.2% | | ||||||||||||
| | | 4,449,170 | (1)(9) | | Ajax Mortgage Loan Trust 2016-C A, 4.000% (Step Rate @ 7.000% on 11/25/2019), 10/25/2057 | | | | | 4,471,785 | | | | | | 0.1 | | | |
| | | 1,519,994 | (1)(9) | | Ajax Mortgage Loan Trust 2017-A A, 3.470% (Step Rate @ 6.470% on 05/25/2020), 04/25/2057 | | | | | 1,513,957 | | | | | | 0.0 | | | |
| | | 3,468,263 (1) | | | | Ajax Mortgage Loan Trust 2018-A A, 3.850%, 04/25/2058 | | | | | 3,446,982 | | | | | | 0.0 | | |
| | | 10,000,000 | (1)(4) | | Ajax Mortgage Loan Trust 2018-C A, 4.360%, 09/25/2065 | | | | | 10,025,000 | | | | | | 0.2 | | | |
| | | 5,100,000 (1) | | | | ALM VII R-2 Ltd. 2013-7R2A A2R, 4.339%, (US0003M + 2.000%), 10/15/2027 | | | | | 5,101,601 | | | | | | 0.1 | | |
| | | 2,930,000 (1) | | | | ALM VIII Ltd. 2013-8A A1R, 3.829%, (US0003M + 1.490%), 10/15/2028 | | | | | 2,930,847 | | | | | | 0.0 | | |
| | | 1,090,684 | (1)(4)(5)(7) | | American Homes 4 Rent 2015-SFR1 XS, 0.000%, 04/17/2052 | | | | | — | | | | | | — | | | |
| | | 1,250,000 (1) | | | | American Homes 4 Rent 2015-SFR2 D, 5.036%, 10/17/2045 | | | | | 1,298,737 | | | | | | 0.0 | | |
| | | 6,889,436 | (1)(4)(5)(7) | | American Homes 4 Rent 2015-SFR2 XS, 0.000%, 10/17/2045 | | | | | — | | | | | | — | | | |
| | | 3,900,000 (1) | | | | Apidos CLO XII 2013-12A AR, 3.419%, (US0003M + 1.080%), 04/15/2031 | | | | | 3,893,347 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 500,000 (1) | | | | Apidos CLO XII 2013-12A CR, 4.139%, (US0003M + 1.800%), 04/15/2031 | | | | $ | 495,799 | | | | | | 0.0 | | |
| | | 3,130,000 (1) | | | | Apidos CLO XVII 2014-17A A2R, 4.186%, (US0003M + 1.850%), 04/17/2026 | | | | | 3,130,770 | | | | | | 0.0 | | |
| | | 5,420,000 (1) | | | | Apidos CLO XVII 2014-17A BR, 4.836%, (US0003M + 2.500%), 04/17/2026 | | | | | 5,430,618 | | | | | | 0.1 | | |
| | | 3,860,000 (1) | | | | Apidos Clo XXV 2016-25A A1, 3.808%, (US0003M + 1.460%), 10/20/2028 | | | | | 3,860,726 | | | | | | 0.1 | | |
| | | 10,000,000 (1) | | | | ARES XLVI CLO Ltd. 2017-46A A2, 3.569%, (US0003M + 1.230%), 01/15/2030 | | | | | 10,012,650 | | | | | | 0.1 | | |
| | | 4,350,000 (1) | | | | Ares XXIX CLO Ltd. 2014-1A BR, 4.636%, (US0003M + 2.300%), 04/17/2026 | | | | | 4,353,154 | | | | | | 0.1 | | |
| | | 2,000,000 (1) | | | | Atrium CDO Corp. 12A CR, 3.997%, (US0003M + 1.650%), 04/22/2027 | | | | | 1,982,322 | | | | | | 0.0 | | |
| | | 3,970,000 (1) | | | | Avery Point IV CLO Ltd. 2014-1A CR, 4.685%, (US0003M + 2.350%), 04/25/2026 | | | | | 3,974,625 | | | | | | 0.1 | | |
| | | 3,620,000 (1) | | | | Babson CLO Ltd. 2014-IA BR, 4.548%, (US0003M + 2.200%), 07/20/2025 | | | | | 3,621,430 | | | | | | 0.0 | | |
| | | 3,890,000 (1) | | | | Babson CLO Ltd. 2017-1A A2, 3.683%, (US0003M + 1.350%), 07/18/2029 | | | | | 3,891,490 | | | | | | 0.1 | | |
| | | 6,361,000 (1) | | | | Babson CLO Ltd. 2018-3A A2, 3.320%, (US0003M + 1.300%), 07/20/2029 | | | | | 6,343,933 | | | | | | 0.1 | | |
| | | 1,650,000 (1) | | | | Bain Capital Credit CLO 2017-1A A2, 3.698%, (US0003M + 1.350%), 07/20/2030 | | | | | 1,653,041 | | | | | | 0.0 | | |
| | | 8,770,000 (1) | | | | Benefit Street Partners CLO II Ltd. 2013-IIA A1R, 3.589%, (US0003M + 1.250%), 07/15/2029 | | | | | 8,792,092 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 7,500,000 (1) | | | | Benefit Street Partners CLO VIII Ltd. 2015-8A A1BR, 3.548%, (US0003M + 1.200%), 01/20/2031 | | | | $ | 7,434,037 | | | | | | 0.1 | | |
| | | 3,190,000 (1) | | | | Benefit Street Partners CLO X Ltd. 2016-10A A1, 3.829%, (US0003M + 1.490%), 01/15/2029 | | | | | 3,191,882 | | | | | | 0.1 | | |
| | | 5,000,000 (1) | | | | Benefit Street Partners CLO XIV Ltd. 2018-14A A2, 3.498%, (US0003M + 1.150%), 04/20/2031 | | | | | 4,936,000 | | | | | | 0.1 | | |
| | | 4,070,000 (1) | | | | BlueMountain CLO 2015-1A BR, 4.837%, (US0003M + 2.500%), 04/13/2027 | | | | | 4,083,846 | | | | | | 0.1 | | |
| | | 3,270,000 (1) | | | | Burnham Park Clo Ltd. 2016-1A A, 3.778%, (US0003M + 1.430%), 10/20/2029 | | | | | 3,275,091 | | | | | | 0.1 | | |
| | | 10,000,000 (1) | | | | Carbone CLO Ltd 2017-1A A1, 3.488%, (US0003M + 1.140%), 01/20/2031 | | | | | 9,994,690 | | | | | | 0.2 | | |
| | | 700,000 (1) | | | | Carlyle Global Market Strategies CLO 2014-2RA A1 Ltd., 3.364%, (US0003M + 1.050%), 05/15/2031 | | | | | 697,749 | | | | | | 0.0 | | |
| | | 3,250,000 (1) | | | | Carlyle Global Market Strategies CLO Ltd. 2014-1A A2R2, 3.466%, (US0003M + 1.130%), 04/17/2031 | | | | | 3,256,389 | | | | | | 0.1 | | |
| | | 6,380,000 (1) | | | | Carlyle Global Market Strategies CLO Ltd. 2017-1A A1A, 3.648%, (US0003M + 1.300%), 04/20/2031 | | | | | 6,392,639 | | | | | | 0.1 | | |
| | | 4,300,000 (1) | | | | Cedar Funding II CLO Ltd. 2013-1A CR, 4.677%, (US0003M + 2.350%), 06/09/2030 | | | | | 4,310,346 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 3,500,000 (1) | | | | Cedar Funding IV CLO Ltd. 2014-4A CR, 4.597%, (US0003M + 2.250%), 07/23/2030 | | | | $ | 3,502,870 | | | | | | 0.0 | | |
| | | 9,680,000 (1) | | | | Cedar Funding VI CLO Ltd. 2016-6A A1, 3.818%, (US0003M + 1.470%), 10/20/2028 | | | | | 9,680,784 | | | | | | 0.2 | | |
| | | 3,530,000 (1) | | | | Cedar Funding VIII Clo Ltd. 2017-8A A1, 3.586%, (US0003M + 1.250%), 10/17/2030 | | | | | 3,533,625 | | | | | | 0.1 | | |
| | | 4,700,000 (1) | | | | Cent CLO 2014-22A A2AR, 4.293%, (US0003M + 1.950%), 11/07/2026 | | | | | 4,702,214 | | | | | | 0.1 | | |
| | | 37,149 | | | | Chase Funding Trust Series 2003-5 2A2, 2.816%, (US0001M + 0.600%), 07/25/2033 | | | | | 36,165 | | | | | | 0.0 | | |
| | | 4,050,000 (1) | | | | CIFC Funding 2013-2A A1LR, 3.543%, (US0003M + 1.210%), 10/18/2030 | | | | | 4,054,374 | | | | | | 0.1 | | |
| | | 2,750,000 (1) | | | | CIFC Funding 2014-4A C1R, 4.986%, (US0003M + 2.650%), 10/17/2026 | | | | | 2,751,169 | | | | | | 0.0 | | |
| | | 3,660,000 (1) | | | | CIFC Funding 2016-1A A, 3.827%, (US0003M + 1.480%), 10/21/2028 | | | | | 3,667,367 | | | | | | 0.1 | | |
| | | 2,150,000 (1) | | | | CIFC Funding 2017-2A C, 4.698%, (US0003M + 2.350%), 04/20/2030 | | | | | 2,155,990 | | | | | | 0.0 | | |
| | | 7,400,000 (1) | | | | CIFC Funding 2017-4 A1, 3.592%, (US0003M + 1.250%), 10/24/2030 | | | | | 7,455,152 | | | | | | 0.1 | | |
| | | 3,000,000 (1) | | | | CIFC Funding 2017-5A A1, 3.516%, (US0003M + 1.180%), 11/16/2030 | | | | | 3,000,918 | | | | | | 0.1 | | |
| | | 1,000,000 (1) | | | | CIFC Funding 2018-IA B Ltd., 3.557%, (US0003M + 1.400%), 04/18/2031 | | | | | 987,524 | | | | | | 0.0 | | |
| | | 7,425,000 | | | | Countrywide Asset-Backed Certificates 2005-AB2 M1, 2.921%, (US0001M + 0.705%), 09/25/2035 | | | | | 7,215,974 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 11,551,698 | | | | Credit-Based Asset Servicing & Securitization LLC 2006-CB8 A2C, 2.366%, (US0001M + 0.150%), 10/25/2036 | | | | $ | 10,276,946 | | | | | | 0.2 | | |
| | | 4,540,325 (1) | | | | DB Master Finance LLC 2015-1A A2II, 3.980%, 02/20/2045 | | | | | 4,546,102 | | | | | | 0.1 | | |
| | | 4,200,000 (1) | | | | Deer Creek Clo Ltd. 2017-1A A, 3.528%, (US0003M + 1.180%), 10/20/2030 | | | | | 4,201,256 | | | | | | 0.1 | | |
| | | 7,000,000 (1) | | | | Dewolf Park Clo Ltd. 2017-1A A, 3.549%, (US0003M + 1.210%), 10/15/2030 | | | | | 7,007,161 | | | | | | 0.1 | | |
| | | 643,500 (1) | | | | Domino’s Pizza Master Issuer LLC 2017-1A A2II, 3.082%, 07/25/2047 | | | | | 622,734 | | | | | | 0.0 | | |
| | | 2,394,000 (1) | | | | Domino’s Pizza Master Issuer LLC 2018-1A A2I, 4.116%, 07/25/2048 | | | | | 2,382,954 | | | | | | 0.1 | | |
| | | 2,344,125 (1) | | | | Driven Brands Funding, LLC 2018-1A A2, 4.739%, 04/20/2048 | | | | | 2,333,993 | | | | | | 0.0 | | |
| | | 5,565,000 (1) | | | | Dryden 33 Senior Loan Fund 2014-33A AR, 3.769%, (US0003M + 1.430%), 10/15/2028 | | | | | 5,576,113 | | | | | | 0.1 | | |
| | | 6,660,000 (1) | | | | Dryden Senior Loan Fund 2017-47A A2, 3.689%, (US0003M + 1.350%), 04/15/2028 | | | | | 6,663,537 | | | | | | 0.1 | | |
| | | 6,410,000 (1) | | | | Dryden Senior Loan Fund 2017-47A C, 4.539%, (US0003M + 2.200%), 04/15/2028 | | | | | 6,429,756 | | | | | | 0.1 | | |
| | | 5,565,000 (1) | | | | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 3.514%, (US0003M + 1.200%), 08/15/2030 | | | | | 5,566,469 | | | | | | 0.1 | | |
| | | 8,000,000 (1) | | | | Eaton Vance Clo 2015-1A A2R Ltd., 3.598%, (US0003M + 1.250%), 01/20/2030 | | | | | 7,979,752 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 4,228,050 (1) | | | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | | | | $ | 4,220,574 | | | | | | 0.1 | | |
| | | 3,000,000 (1) | | | | Flatiron CLO Ltd. 2013-1A A2R, 3.986%, (US0003M + 1.650%), 01/17/2026 | | | | | 3,000,774 | | | | | | 0.0 | | |
| | | 3,920,000 (1) | | | | Flatiron CLO Ltd. 2013-1A BR, 4.686%, (US0003M + 2.350%), 01/17/2026 | | | | | 3,921,113 | | | | | | 0.1 | | |
| | | 4,250,000 (1) | | | | Galaxy XIX CLO Ltd. 2015-19A A1R, 3.562%, (US0003M + 1.220%), 07/24/2030 | | | | | 4,252,393 | | | | | | 0.1 | | |
| | | 2,500,000 (1) | | | | Galaxy XV CLO Ltd. 2013-15A AR, 3.539%, (US0003M + 1.200%), 10/15/2030 | | | | | 2,501,005 | | | | | | 0.0 | | |
| | | 8,000,000 (1) | | | | Galaxy XXI CLO Ltd. 2015-21A AR, 3.368%, (US0003M + 1.020%), 04/20/2031 | | | | | 7,969,536 | | | | | | 0.1 | | |
| | | 2,300,000 (1) | | | | Gilbert Park CLO Ltd. 2017-1A A, 3.529%, (US0003M + 1.190%), 10/15/2030 | | | | | 2,302,353 | | | | | | 0.0 | | |
| | | 7,000,000 (1) | | | | Goldentree Loan Management US Clo 2 Ltd. 2017-2A A, 3.498%, (US0003M + 1.150%), 11/28/2030 | | | | | 7,008,953 | | | | | | 0.1 | | |
| | | 2,001,796 (1) | | | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | | | | | 2,002,837 | | | | | | 0.1 | | |
| | | 1,893,378 (1) | | | | HERO Funding Trust 2016-2A A, 3.750%, 09/20/2041 | | | | | 1,874,656 | | | | | | 0.0 | | |
| | | 1,250,000 (1) | | | | Home Partners of America 2018-1 E Trust, 4.008%, (US0001M + 1.850%), 07/17/2037 | | | | | 1,241,516 | | | | | | 0.0 | | |
| | | 1,500,000 (1) | | | | Jay Park CLO Ltd. 2016-1A B, 4.748%, (US0003M + 2.400%), 10/20/2027 | | | | | 1,500,861 | | | | | | 0.0 | | |
| | | 3,462,509 (1) | | | | JGWPT XXXIII LLC 2014-3A A, 3.500%, 06/15/2077 | | | | | 3,342,741 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 6,000,000 | (1)(10) | | KKR CLO 21 A Ltd., 3.345%, (US0003M + 1.000%), 04/15/2031 | | | | $ | 5,957,406 | | | | | | 0.1 | | | |
| | | 6,000,000 (1) | | | | LCM 26A A2 Ltd., 3.598%, (US0003M + 1.250%), 01/20/2031 | | | | | 5,999,898 | | | | | | 0.1 | | |
| | | 1,867,000 (1) | | | | LCM XIV L.P. 14A AR, 3.440%, (US0003M + 1.040%), 07/20/2031 | | | | | 1,863,697 | | | | | | 0.0 | | |
| | | 5,000,000 (1) | | | | LCM XVIII L.P. 18A A2R, 3.568%, (US0003M + 1.220%), 04/20/2031 | | | | | 4,958,795 | | | | | | 0.1 | | |
| | | 5,400,000 (1) | | | | LCM XXIII Ltd. 23A A1, 3.748%, (US0003M + 1.400%), 10/20/2029 | | | | | 5,420,871 | | | | | | 0.1 | | |
| | | 4,500,000 (1) | | | | Madison Park Funding XI Ltd. 2013-11A CR, 4.547%, (US0003M + 2.200%), 07/23/2029 | | | | | 4,500,819 | | | | | | 0.1 | | |
| | | 5,400,000 (1) | | | | Madison Park Funding XV Ltd. 2014-15A B1R, 4.537%, (US0003M + 2.200%), 01/27/2026 | | | | | 5,402,306 | | | | | | 0.1 | | |
| | | 1,400,000 (1) | | | | Madison Park Funding XXVII Ltd. 2018-27A B, 4.148%, (US0003M + 1.800%), 04/20/2030 | | | | | 1,390,133 | | | | | | 0.0 | | |
| | | 1,100,000 | (1)(4) | | Mill City Mortgage Loan Trust 2017-1 M2, 3.250%, 11/25/2058 | | | | | 1,028,991 | | | | | | 0.0 | | | |
| | | 3,200,000 | (1)(4) | | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | | | | | 2,980,358 | | | | | | 0.1 | | | |
| | | 2,482,000 | (1)(4) | | Mill City Mortgage Trust 2015-2 B2, 3.817%, 09/25/2057 | | | | | 2,377,153 | | | | | | 0.0 | | | |
| | | 6,655,490 (1) | | | | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | | | | | 6,606,401 | | | | | | 0.1 | | |
| | | 10,807,342 (1) | | | | Mosaic Solar Loan Trust 2018-2-GS A, 4.200%, 02/22/2044 | | | | | 10,791,696 | | | | | | 0.2 | | |
| | | 2,086,000 (1) | | | | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | | | | | 2,072,897 | | | | | | 0.0 | | |
| | | 3,941,038 (1) | | | | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 06/22/2043 | | | | | 3,883,876 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 2,500,000 (1) | | | | OCP CLO 2015-8 Ltd. 2015-8A BR, 4.186%, (US0003M + 1.850%), 04/17/2027 | | | | $ | 2,491,048 | | | | | | 0.0 | | |
| | | 9,470,000 (1) | | | | Octagon Investment Partners 30 Ltd. 2017-1A A1, 3.668%, (US0003M + 1.320%), 03/17/2030 | | | | | 9,517,340 | | | | | | 0.2 | | |
| | | 3,000,000 (1) | | | | Octagon Investment Partners Ltd. 2017-1A A2, 3.689%, (US0003M + 1.350%), 07/15/2029 | | | | | 3,004,227 | | | | | | 0.0 | | |
| | | 5,520,000 (1) | | | | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 3.714%, (US0003M + 1.375%), 07/15/2029 | | | | | 5,511,759 | | | | | | 0.1 | | |
| | | 1,570,000 (1) | | | | Octagon Investment Partners XIX Ltd. 2014-1A CR, 4.439%, (US0003M + 2.100%), 04/15/2026 | | | | | 1,570,066 | | | | | | 0.0 | | |
| | | 4,060,000 (1) | | | | Octagon Investment Partners XV Ltd. 2013-1A A2R, 3.692%, (US0003M + 1.350%), 07/19/2030 | | | | | 4,068,396 | | | | | | 0.1 | | |
| | | 5,660,000 (1) | | | | OHA Loan Funding Ltd. 2015-1A AR, 3.724%, (US0003M + 1.410%), 08/15/2029 | | | | | 5,683,936 | | | | | | 0.1 | | |
| | | 5,980,000 (1) | | | | OHA Loan Funding Ltd. 2015-1A BR, 4.114%, (US0003M + 1.800%), 08/15/2029 | | | | | 5,981,824 | | | | | | 0.1 | | |
| | | 6,000,000 (1) | | | | Palmer Square CLO 2013-2A BR Ltd., 4.586%, (US0003M + 2.250%), 10/17/2027 | | | | | 6,001,320 | | | | | | 0.1 | | |
| | | 3,550,000 (1) | | | | Palmer Square CLO 2014-1A A1R2 Ltd., 3.466%, (US0003M + 1.130%), 01/17/2031 | | | | | 3,550,863 | | | | | | 0.1 | | |
| | | 8,550,000 (1) | | | | Palmer Square CLO 2015-1A BR Ltd., 4.862%, (US0003M + 2.550%), 05/21/2029 | | | | | 8,582,550 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 2,190,000 (1) | | | | Palmer Square CLO 2015-2A A1AR Ltd., 3.618%, (US0003M + 1.270%), 07/20/2030 | | | | $ | 2,193,863 | | | | | | 0.0 | | |
| | | 4,340,000 (1) | | | | Palmer Square CLO 2015-2A A1BR Ltd., 3.698%, (US0003M + 1.350%), 07/20/2030 | | | | | 4,350,464 | | | | | | 0.1 | | |
| | | 10,000,000 (1) | | | | Palmer Square CLO 2018-1A A1 Ltd., 3.208%, (US0003M + 1.030%), 04/18/2031 | | | | | 9,946,980 | | | | | | 0.2 | | |
| | | 5,950,000 (1) | | | | Palmer Square Loan Funding 2017-1A C Ltd., 5.139%, (US0003M + 2.800%), 10/15/2025 | | | | | 5,909,433 | | | | | | 0.1 | | |
| | | 6,700,000 (1) | | | | Palmer Square Loan Funding 2018-1A B Ltd., 3.739%, (US0003M + 1.400%), 04/15/2026 | | | | | 6,696,261 | | | | | | 0.1 | | |
| | | 4,000,000 (1) | | | | Palmer Square Loan Funding 2018-1A C Ltd., 4.189%, (US0003M + 1.850%), 04/15/2026 | | | | | 3,969,260 | | | | | | 0.1 | | |
| | | 1,000,000 | (1)(10) | | Palmer Square Loan Funding 2018-2A C Ltd., 4.310%, (US0003M + 1.950%), 07/15/2026 | | | | | 980,107 | | | | | | 0.0 | | | |
| | | 6,200,000 (1) | | | | Planet Fitness Master Issuer LLC 2018-1A A2I, 4.262%, 09/05/2048 | | | | | 6,201,132 | | | | | | 0.1 | | |
| | | 4,000,000 (1) | | | | Progress Residential 2015-SFR2 E, 4.427%, 06/12/2032 | | | | | 3,995,917 | | | | | | 0.1 | | |
| | | 6,680,000 (1) | | | | Progress Residential 2018-SFR3 E Trust, 4.873%, 10/17/2035 | | | | | 6,689,820 | | | | | | 0.1 | | |
| | | 4,300,000 | (1)(4) | | SoFi Consumer Loan Program 2016-3 B, 4.490%, 12/26/2025 | | | | | 4,349,896 | | | | | | 0.1 | | | |
| | | 2,000,000 | (1)(4) | | Sofi Consumer Loan Program 2016-4 C LLC, 5.920%, 11/25/2025 | | | | | 2,095,614 | | | | | | 0.0 | | | |
| | | 3,400,000 | (1)(4) | | Sofi Consumer Loan Program 2016-5 B LLC, 4.550%, 09/25/2028 | | | | | 3,447,739 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 5,101,000 (1) | | | | SoFi Consumer Loan Program 2017-3 B, 3.850%, 05/25/2026 | | | | $ | 5,072,591 | | | | | | 0.1 | | |
| | | 1,585,000 (1) | | | | Sofi Consumer Loan Program 2017-6 B LLC, 3.520%, 11/25/2026 | | | | | 1,560,507 | | | | | | 0.0 | | |
| | | 7,000,000 (1) | | | | Sofi Consumer Loan Program 2018-1 C Trust, 3.970%, 02/25/2027 | | | | | 6,893,548 | | | | | | 0.1 | | |
| | | 4,000,000 (1) | | | | Sofi Consumer Loan Program 2018-2 B Trust, 3.790%, 04/26/2027 | | | | | 3,971,946 | | | | | | 0.1 | | |
| | | 3,700,000 (1) | | | | Sofi Consumer Loan Program 2018-2 C Trust, 4.250%, 04/26/2027 | | | | | 3,671,582 | | | | | | 0.1 | | |
| | | 9,950,000 (1) | | | | Sofi Consumer Loan Program 2018-3 C Trust, 4.670%, 08/25/2027 | | | | | 9,970,814 | | | | | | 0.2 | | |
| | | 350,000 (1) | | | | Sonic Capital LLC 2018-1A A2, 4.026%, 02/20/2048 | | | | | 344,437 | | | | | | 0.0 | | |
| | | 2,258,080 (1) | | | | Springleaf Funding Trust 2015-A A, 3.160%, 11/15/2024 | | | | | 2,258,383 | | | | | | 0.0 | | |
| | | 7,320,000 (1) | | | | Symphony CLO Ltd. 2012-9A AR, 3.789%, (US0003M + 1.450%), 10/16/2028 | | | | | 7,324,399 | | | | | | 0.1 | | |
| | | 3,120,000 (1) | | | | Symphony CLO Ltd. 2016-18A B, 4.147%, (US0003M + 1.800%), 01/23/2028 | | | | | 3,126,250 | | | | | | 0.1 | | |
| | | 3,080,000 (1) | | | | Symphony CLO XIV Ltd. 2014-14A C1R, 4.839%, (US0003M + 2.500%), 07/14/2026 | | | | | 3,080,705 | | | | | | 0.0 | | |
| | | 3,890,750 (1) | | | | Taco Bell Funding 2016-1A A2I, 3.832%, 05/25/2046 | | | | | 3,897,537 | | | | | | 0.1 | | |
| | | 705,260 (1) | | | | Taco Bell Funding LLC 2016-1A A2II, 4.377%, 05/25/2046 | | | | | 713,137 | | | | | | 0.0 | | |
| | | 7,200,000 (1) | | | | TES LLC 2017-1A B, 7.740%, 10/20/2047 | | | | | 7,278,585 | | | | | | 0.1 | | |
| 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, 4.548%, (US0003M + 2.200%), 10/20/2026 | | | | $ | 2,581,192 | | | | | | 0.0 | | |
| | | 7,000,000 (1) | | | | THL Credit Wind River 2013-2A AR CLO Ltd., 3.563%, (US0003M + 1.230%), 10/18/2030 | | | | | 7,015,253 | | | | | | 0.1 | | |
| | | 6,000,000 (1) | | | | THL Credit Wind River 2017-1A C CLO Ltd., 4.633%, (US0003M + 2.300%), 04/18/2029 | | | | | 6,013,098 | | | | | | 0.1 | | |
| | | 7,080,000 (1) | | | | THL Credit Wind River 2017-2A A CLO Ltd., 3.578%, (US0003M + 1.230%), 07/20/2030 | | | | | 7,086,181 | | | | | | 0.1 | | |
| | | 9,030,000 (1) | | | | Wind River CLO Ltd. 2016-2A A, 3.843%, (US0003M + 1.500%), 11/01/2028 | | | | | 9,032,790 | | | | | | 0.2 | | |
| | | 7,500,000 (1) | | | | Tiaa Clo III Ltd 2017-2A A, 3.489%, (US0003M + 1.150%), 01/16/2031 | | | | | 7,481,723 | | | | | | 0.1 | | |
| | | 1,400,000 | (1)(4) | | Towd Point Mortgage Trust 2015-2 1B1, 3.642%, 11/25/2060 | | | | | 1,396,074 | | | | | | 0.0 | | | |
| | | 2,640,000 | (1)(4) | | Towd Point Mortgage Trust 2015-2 2B2, 4.403%, 11/25/2057 | | | | | 2,711,496 | | | | | | 0.0 | | | |
| | | 4,346,000 | (1)(4) | | Towd Point Mortgage Trust 2016-2 M1, 3.000%, 08/25/2055 | | | | | 4,059,354 | | | | | | 0.1 | | | |
| | | 3,200,000 | (1)(4) | | Towd Point Mortgage Trust 2017-1 M1, 3.750%, 10/25/2056 | | | | | 3,149,631 | | | | | | 0.1 | | | |
| | | 2,200,000 | (1)(4) | | Towd Point Mortgage Trust 2017-3 M1, 3.500%, 07/25/2057 | | | | | 2,121,357 | | | | | | 0.0 | | | |
| | | 9,525,000 | (1)(4) | | Towd Point Mortgage Trust 2017-6 M2, 3.250%, 10/25/2057 | | | | | 8,718,838 | | | | | | 0.2 | | | |
| | | 3,000,000 (1) | | | | Trafigura Securitisation Finance PLC 2018-1A B, 4.290%, 03/15/2022 | | | | | 2,999,801 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| 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, 4.239%, (US0003M + 1.900%), 04/15/2027 | | | | $ | 1,497,357 | | | | | | 0.0 | | |
| | | 1,985,000 (1) | | | | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/2048 | | | | | 1,912,448 | | | | | | 0.0 | | |
| | | 3,671,550 (1) | | | | Wendy’s Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | | | | | 3,528,874 | | | | | | 0.1 | | |
| | | 789,474 | | | | Other Securities | | | | | 780,464 | | | | | | 0.0 | | |
| | | | | | | | | | | | 612,543,250 | | | | | | 10.2 | | |
| | | | | | | Student Loan Asset-Backed Securities: 1.3% | | ||||||||||||
| | | 1,486,760 (1) | | | | Commonbond Student Loan Trust 2016-B, 4.000%, 10/25/2040 | | | | | 1,451,781 | | | | | | 0.0 | | |
| | | 2,300,000 (1) | | | | Commonbond Student Loan Trust 2017-BGS B, 3.260%, 09/25/2042 | | | | | 2,209,051 | | | | | | 0.1 | | |
| | | 1,000,000 (1) | | | | Commonbond Student Loan Trust 2018-A-GS C, 3.820%, 02/25/2044 | | | | | 994,262 | | | | | | 0.0 | | |
| | | 9,502,000 (1) | | | | Commonbond Student Loan Trust 2018-BGS B, 3.990%, 09/25/2045 | | | | | 9,492,573 | | | | | | 0.2 | | |
| | | 980,175 (1) | | | | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/2031 | | | | | 975,899 | | | | | | 0.0 | | |
| | | 1,415,936 (1) | | | | DRB Prime Student Loan Trust 2015-D A2, 3.200%, 01/25/2040 | | | | | 1,412,203 | | | | | | 0.0 | | |
| | | 2,900,000 (1) | | | | DRB Prime Student Loan Trust 2017-A A2B, 2.850%, 05/27/2042 | | | | | 2,820,814 | | | | | | 0.1 | | |
| | | 580,063 (1) | | | | Earnest Student Loan Program, LLC 2016-A B, 2.500%, 01/25/2039 | | | | | 551,035 | | | | | | 0.0 | | |
| | | 689,012 | (1)(4) | | Earnest Student Loan Program, LLC 2016-B B, 4.810%, 09/25/2036 | | | | | 691,144 | | | | | | 0.0 | | | |
| | | 525,396 (1) | | | | Earnest Student Loan Program, LLC 2016-C B, 4.460%, 01/26/2037 | | | | | 520,578 | | | | | | 0.0 | | |
| | | 835,656 (1) | | | | Laurel Road Prime Student Loan Trust 2017-B A4, 3.020%, 08/25/2042 | | | | | 813,177 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Student Loan Asset-Backed Securities (continued) | | ||||||||||||
| | | 4,400,000 (1) | | | | Navient Private Education Loan Trust 2014-AA A3, 3.758%, (US0001M + 1.600%), 10/15/2031 | | | | $ | 4,540,900 | | | | | | 0.1 | | |
| | | 3,000,000 (1) | | | | Navient Private Education Refi Loan Trust 2018-A B, 3.680%, 02/18/2042 | | | | | 2,948,637 | | | | | | 0.0 | | |
| | | 6,500,000 (1) | | | | Navient Private Education Refi Loan Trust 2018-CA B, 4.220%, 06/16/2042 | | | | | 6,435,219 | | | | | | 0.1 | | |
| | | 2,700,000 (1) | | | | SMB Private Education Loan Trust 2014-A C, 4.500%, 09/15/2045 | | | | | 2,594,012 | | | | | | 0.1 | | |
| | | 1,450,000 (1) | | | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | | | 1,396,162 | | | | | | 0.0 | | |
| | | 1,213,070 (1) | | | | SoFi Professional Loan Program 2015-C A2, 2.510%, 08/25/2033 | | | | | 1,188,821 | | | | | | 0.0 | | |
| | | 4,100,000 | (1)(4) | | SoFi Professional Loan Program 2016-E C, 4.430%, 10/25/2041 | | | | | 3,950,089 | | | | | | 0.1 | | | |
| | | 3,000,000 | (1)(4) | | SoFi Professional Loan Program 2017-C B, 3.560%, 07/25/2040 | | | | | 2,911,944 | | | | | | 0.0 | | | |
| | | 3,900,000 (1) | | | | SoFi Professional Loan Program 2017-F BFX LLC, 3.620%, 01/25/2041 | | | | | 3,802,035 | | | | | | 0.1 | | |
| | | 3,250,000 (1) | | | | Sofi Professional Loan Program 2018-A B LLC, 3.610%, 02/25/2042 | | | | | 3,164,337 | | | | | | 0.1 | | |
| | | 8,000,000 (1) | | | | Sofi Professional Loan Program 2018-B BFX Trust, 3.830%, 08/25/2047 | | | | | 7,896,815 | | | | | | 0.1 | | |
| | | 5,800,000 (1) | | | | Sofi Professional Loan Program 2018-C BFX Trust, 4.130%, 01/25/2048 | | | | | 5,777,696 | | | | | | 0.1 | | |
| | | 6,000,000 (1) | | | | Sofi Professional Loan Program 2018-D BFX Trust, 4.140%, 02/25/2048 | | | | | 6,001,522 | | | | | | 0.1 | | |
| | | | | | | | | | | | 74,540,706 | | | | | | 1.3 | | |
| | | | | | | Total Asset-Backed Securities (Cost $736,970,340) | | | | | 735,653,051 | | | | | | 12.3 | | |
|
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 7.7% | | ||||||||||||||||||
| | | 20,205,000 | (4)(5) | | Banc of America Commercial Mortgage Trust 2017-BNK3 XB, 0.781%, 02/15/2050 | | | | $ | 933,588 | | | | | | 0.0 | | | |
| | | 4,390,000 (1) | | | | Bancorp Commercial Mortgage 2018 CRE4 D Trust, 4.620%, (US0001M + 2.100%), 09/15/2035 | | | | | 4,398,231 | | | | | | 0.1 | | |
| | | 25,209,743 | (4)(5) | | BANK 2017-BNK4 XA, 1.607%, 05/15/2050 | | | | | 2,186,386 | | | | | | 0.0 | | | |
| | | 12,930,000 | | | | BANK 2017-BNK8 A4, 3.488%, 11/15/2050 | | | | | 12,632,554 | | | | | | 0.2 | | |
| | | 4,880,000 (4) | | | | BANK 2017-BNK8 B, 3.931%, 11/15/2050 | | | | | 4,833,760 | | | | | | 0.1 | | |
| | | 167,655,000 | (4)(5) | | BANK 2017-BNK8 XB, 0.223%, 11/15/2050 | | | | | 2,436,815 | | | | | | 0.0 | | | |
| | | 103,900,000 | (4)(5) | | BANK 2018-BNK14 XA, 0.528%, 09/15/2060 | | | | | 4,019,361 | | | | | | 0.1 | | | |
| | | 19,110,000 | (1)(4)(5) | | BANK 2018-BNK14 XD, 1.598%, 09/15/2060 | | | | | 2,461,607 | | | | | | 0.1 | | | |
| | | 103,941 | (1)(4) | | BAMLL Re-REMIC Trust 2015-FRR11 A705, 0.893%, 09/27/2044 | | | | | 103,653 | | | | | | 0.0 | | | |
| | | 92,840,000 | (1)(4)(5) | | BBCCRE Trust 2015-GTP XA, 0.749%, 08/10/2033 | | | | | 3,587,375 | | | | | | 0.1 | | | |
| | | 2,400,000 (1) | | | | BDS 2018-FL2 D, 4.708%, (US0001M + 2.550%), 08/15/2035 | | | | | 2,418,047 | | | | | | 0.0 | | |
| | | 681,228 | (1)(4) | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 M, 5.405%, 01/12/2041 | | | | | 680,678 | | | | | | 0.0 | | | |
| | | 760,000 | (1)(4) | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 N, 5.405%, 01/12/2041 | | | | | 753,343 | | | | | | 0.0 | | | |
| | | 6,814,000 | (1)(4) | | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP18 G, 6.027%, 02/13/2042 | | | | | 6,950,123 | | | | | | 0.1 | | | |
| | | 2,680,000 (1) | | | | BX Trust 2018-GW D, 3.928%, (US0001M + 1.770%), 05/15/2035 | | | | | 2,700,157 | | | | | | 0.0 | | |
| | | 3,580,000 (1) | | | | BX Trust 2018-GW E, 4.128%, (US0001M + 1.970%), 05/15/2035 | | | | | 3,611,443 | | | | | | 0.1 | | |
| | | 6,540,000 (1) | | | | BXMT 2017-FL1 A Ltd., 3.028%, (US0001M + 0.870%), 06/15/2035 | | | | | 6,550,240 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 94,045,476 | (4)(5) | | CCUBS Commercial Mortgage Trust 2017-C1 XA, 1.022%, 11/15/2050 | | | | $ | 6,171,575 | | | | | | 0.1 | | | |
| | | 25,286,021 | (4)(5) | | CD 2016-CD1 Mortgage Trust XA, 1.562%, 08/10/2049 | | | | | 2,087,450 | | | | | | 0.0 | | | |
| | | 45,113,000 | (1)(4)(5) | | CD 2016-CD1 Mortgage Trust XB, 0.816%, 08/10/2049 | | | | | 2,164,625 | | | | | | 0.0 | | | |
| | | 34,099,539 | (4)(5) | | CD 2017-CD4 Mortgage Trust XA, 1.476%, 05/10/2050 | | | | | 2,761,977 | | | | | | 0.1 | | | |
| | | 3,120,000 (1) | | | | CHT 2017-COSMO A Mortgage Trust, 3.088%, (US0001M + 0.930%), 11/15/2036 | | | | | 3,124,756 | | | | | | 0.1 | | |
| | | 4,139,000 (4) | | | | Citigroup Commercial Mortgage Trust 2013-GC17 C, 5.263%, 11/10/2046 | | | | | 4,279,420 | | | | | | 0.1 | | |
| | | 3,910,000 | (1)(4) | | Citigroup Commercial Mortgage Trust 2014-GC19, 5.166%, 03/10/2047 | | | | | 3,957,672 | | | | | | 0.1 | | | |
| | | 3,430,000 (4) | | | | Citigroup Commercial Mortgage Trust 2014-GC25, 4.680%, 10/10/2047 | | | | | 3,360,846 | | | | | | 0.0 | | |
| | | 3,040,000 | | | | Citigroup Commercial Mortgage Trust 2016-P4 A4, 2.902%, 07/10/2049 | | | | | 2,870,536 | | | | | | 0.0 | | |
| | | 41,467,723 | (4)(5) | | Citigroup Commercial Mortgage Trust 2016-P4 XA, 2.156%, 07/10/2049 | | | | | 4,603,249 | | | | | | 0.1 | | | |
| | | 64,867,500 | (4)(5) | | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.269%, 10/12/2050 | | | | | 4,634,400 | | | | | | 0.1 | | | |
| | | 3,940,000 (4) | | | | Citigroup Commercial Mortgage Trust 2017-P8 C, 4.414%, 09/15/2050 | | | | | 3,869,558 | | | | | | 0.1 | | |
| | | 40,588,924 | (4)(5) | | Citigroup Commercial Mortgage Trust 2017-P8 XA, 1.071%, 09/15/2050 | | | | | 2,619,289 | | | | | | 0.0 | | | |
| | | 89,176,980 | (4)(5) | | Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.761%, 06/10/2051 | | | | | 4,629,578 | | | | | | 0.1 | | | |
| | | 5,000,000 (1) | | | | Citigroup Commercial Mortgage Trust 2018-TBR E, 4.958%, (US0001M + 2.800%), 12/15/2036 | | | | | 5,043,573 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 4,972,142 | (4)(5) | | COMM 2012-CR1 XA, 2.048%, 05/15/2045 | | | | $ | 274,687 | | | | | | 0.0 | | | |
| | | 29,745,316 | (4)(5) | | COMM 2012-CR2 XA, 1.814%, 08/15/2045 | | | | | 1,528,023 | | | | | | 0.0 | | | |
| | | 35,433,347 | (4)(5) | | COMM 2012-CR4 XA, 1.941%, 10/15/2045 | | | | | 1,974,172 | | | | | | 0.0 | | | |
| | | 27,260,000 | (1)(4)(5) | | COMM 2012-CR4 XB, 0.747%, 10/15/2045 | | | | | 634,357 | | | | | | 0.0 | | | |
| | | 55,318,981 | (1)(4)(5) | | COMM 2012-LC4 XA, 2.380%, 12/10/2044 | | | | | 2,910,199 | | | | | | 0.0 | | | |
| | | 183,922,741 | (4)(5) | | COMM 2013-CCRE13 XA, 1.022%, 11/10/2046 | | | | | 5,321,878 | | | | | | 0.1 | | | |
| | | 4,240,000 | (1)(4) | | COMM 2013-CR10 C, 4.972%, 08/10/2046 | | | | | 4,240,349 | | | | | | 0.1 | | | |
| | | 4,097,500 (4) | | | | COMM 2014-CCRE18, 4.456%, 07/15/2047 | | | | | 4,161,669 | | | | | | 0.1 | | |
| | | 107,507,332 | (4)(5) | | COMM 2014-UBS3 XA, 1.440%, 06/10/2047 | | | | | 4,869,727 | | | | | | 0.1 | | | |
| | | 138,423,992 | (1)(4)(5) | | COMM 2015-PC1 XA, 0.874%, 07/10/2050 | | | | | 4,408,126 | | | | | | 0.1 | | | |
| | | 920,000 (4) | | | | COMM 2016-COR1 C, 4.539%, 10/10/2049 | | | | | 906,963 | | | | | | 0.0 | | |
| | | 69,659,026 | (4)(5) | | COMM 2016-CR28 XA, 0.706%, 02/10/2049 | | | | | 2,574,215 | | | | | | 0.0 | | | |
| | | 36,383,449 | (4)(5) | | COMM 2017-COR2 XA, 1.333%, 09/10/2050 | | | | | 2,993,314 | | | | | | 0.1 | | | |
| | | 4,340,000 | (1)(4) | | CSAIL 2017-CX10 D Commercial Mortgage Trust, 4.250%, 11/15/2050 | | | | | 3,981,839 | | | | | | 0.1 | | | |
| | | 16,280,000 (1) | | | | CSWF 2018-TOP E, 4.313%, (US0001M + 2.250%), 08/15/2035 | | | | | 16,322,867 | | | | | | 0.3 | | |
| | | 13,300,000 (1) | | | | CSWF 2018-TOP F, 4.813%, (US0001M + 2.750%), 08/15/2035 | | | | | 13,347,465 | | | | | | 0.2 | | |
| | | 7,065,000 | (1)(6) | | DBRR Re-REMIC Trust 2015-FRR1 B711, 0.000%, 08/28/2045 | | | | | 6,763,925 | | | | | | 0.1 | | | |
| | | 2,840,000 | (1)(4) | | DBUBS 2011-LC2A D, 5.718%, 07/10/2044 | | | | | 2,923,465 | | | | | | 0.0 | | | |
| | | 4,460,000 | (1)(4) | | DBJPM 16-C3 Mortgage Trust, 3.634%, 08/10/2049 | | | | | 3,809,243 | | | | | | 0.1 | | | |
| | | 16,840,000 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K008 X3, 5.445%, 08/25/2020 | | | | | 1,444,734 | | | | | | 0.0 | | | |
| | | 27,973,945 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K010 X3, 4.781%, 11/25/2044 | | | | | 2,487,572 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 32,886,106 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K011 X3, 2.659%, 12/25/2043 | | | | $ | 1,746,321 | | | | | | 0.0 | | | |
| | | 77,599,012 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K013 X3, 2.910%, 01/25/2043 | | | | | 4,751,364 | | | | | | 0.1 | | | |
| | | 41,132,280 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K014 X1, 1.323%, 04/25/2021 | | | | | 1,018,933 | | | | | | 0.0 | | | |
| | | 30,554,471 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K020 X1, 1.549%, 05/25/2022 | | | | | 1,276,389 | | | | | | 0.0 | | | |
| | | 42,047,111 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K020 X3, 1.938%, 05/25/2040 | | | | | 2,559,260 | | | | | | 0.1 | | | |
| | | 20,890,903 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K021 X3, 2.035%, 07/25/2040 | | | | | 1,450,656 | | | | | | 0.0 | | | |
| | | 31,879,545 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K029 X3, 1.649%, 05/25/2041 | | | | | 1,999,214 | | | | | | 0.0 | | | |
| | | 32,460,000 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K040 X3, 2.104%, 11/25/2042 | | | | | 3,355,309 | | | | | | 0.1 | | | |
| | | 11,182,501 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K706 X1, 1.689%, 10/25/2018 | | | | | 26,821 | | | | | | 0.0 | | | |
| | | 18,025,900 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K707 X1, 1.625%, 12/25/2018 | | | | | 33,193 | | | | | | 0.0 | | | |
| | | 43,020,953 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K709 X1, 1.627%, 03/25/2019 | | | | | 147,502 | | | | | | 0.0 | | | |
| | | 40,175,854 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K711 X1, 1.803%, 07/25/2019 | | | | | 266,462 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 46,811,543 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K712 X1, 1.444%, 11/25/2019 | | | | $ | 460,200 | | | | | | 0.0 | | | |
| | | 156,094,613 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates KC01 X1, 0.840%, 12/25/2022 | | | | | 2,785,945 | | | | | | 0.1 | | | |
| | | 207,239,990 | (1)(5) | | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/2044 | | | | | 514,950 | | | | | | 0.0 | | | |
| | | 4,714,000 (1) | | | | GPT 2018-GPP E Mortgage Trust, 4.628%, (US0001M + 2.470%), 06/15/2035 | | | | | 4,735,304 | | | | | | 0.1 | | |
| | | 4,580,000 (1) | | | | GS Mortgage Securities Corp. II 2018-RIVR E, 3.708%, (US0001M + 1.550%), 07/15/2035 | | | | | 4,539,253 | | | | | | 0.1 | | |
| | | 4,400,000 (1) | | | | GS Mortgage Securities Corp. II 2018-RIVR F, 4.258%, (US0001M + 2.100%), 07/15/2035 | | | | | 4,364,587 | | | | | | 0.1 | | |
| | | 3,400,000 | (1)(4) | | GS Mortgage Securities Trust 2010-C2 D, 5.354%, 12/10/2043 | | | | | 3,450,412 | | | | | | 0.1 | | | |
| | | 3,000,000 | (1)(4) | | GS Mortgage Securities Trust 2010-C2 E, 4.548%, 12/10/2043 | | | | | 2,871,356 | | | | | | 0.1 | | | |
| | | 2,710,000 | (1)(4) | | GS Mortgage Securities Trust 2010-C2 F, 4.548%, 12/10/2043 | | | | | 2,469,820 | | | | | | 0.0 | | | |
| | | 23,124,194 | (4)(5) | | GS Mortgage Securities Trust 2012-GCJ7 XA, 2.402%, 05/10/2045 | | | | | 1,062,744 | | | | | | 0.0 | | | |
| | | 50,801,035 | (4)(5) | | GS Mortgage Securities Trust 2013-GC16 XA, 1.308%, 11/10/2046 | | | | | 2,228,067 | | | | | | 0.0 | | | |
| | | 106,224,233 | (4)(5) | | GS Mortgage Securities Trust 2013-GCJ14 XA, 0.789%, 08/10/2046 | | | | | 2,748,913 | | | | | | 0.1 | | | |
| | | 67,741,908 | (4)(5) | | GS Mortgage Securities Trust 2014-GC22 XA, 1.147%, 06/10/2047 | | | | | 2,689,388 | | | | | | 0.0 | | | |
| | | 3,936,000 (4) | | | | GS Mortgage Securities Trust 2015-FRR1 K3B, 5.396%, 06/27/2041 | | | | | 3,900,115 | | | | | | 0.1 | | |
| | | 82,993,680 | (4)(5) | | GS Mortgage Securities Trust 2016-GS4 XA, 0.712%, 11/10/2049 | | | | | 2,707,187 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 69,696 | (1)(4) | | JP Morgan Chase Commercial Mortgage Securities Corp. 2004-C2 H, 5.954%, 05/15/2041 | | | | $ | 69,573 | | | | | | 0.0 | | | |
| | | 17,385,000 | (1)(4)(5) | | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.414%, 12/15/2047 | | | | | 225,690 | | | | | | 0.0 | | | |
| | | 225,246 | (1)(4) | | JP Morgan Chase Commercial Mortgage Securities Trust 2003-CB6 H, 5.379%, 07/12/2037 | | | | | 224,003 | | | | | | 0.0 | | | |
| | | 1,170,512 (4) | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9 E, 5.470%, 06/12/2041 | | | | | 1,183,643 | | | | | | 0.0 | | |
| | | 2,400,000 | (1)(4) | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 E, 5.720%, 07/15/2046 | | | | | 2,479,755 | | | | | | 0.0 | | | |
| | | 4,500,000 | (1)(4) | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 G, 3.873%, 07/15/2046 | | | | | 4,301,629 | | | | | | 0.1 | | | |
| | | 81,854,067 | (4)(5) | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 2.066%, 06/15/2045 | | | | | 2,995,703 | | | | | | 0.1 | | | |
| | | 13,290,000 (4) | | | | JPMBB Commercial Mortgage Securities Trust 2013-C15 C, 5.265%, 11/15/2045 | | | | | 13,825,066 | | | | | | 0.2 | | |
| | | 7,263,797 | (1)(4) | | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.265%, 11/15/2045 | | | | | 7,381,138 | | | | | | 0.1 | | | |
| | | 2,670,000 (4) | | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 C, 5.050%, 01/15/2047 | | | | | 2,735,167 | | | | | | 0.1 | | |
| | | 19,667,211 | (4)(5) | | JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 1.278%, 04/15/2047 | | | | | 370,664 | | | | | | 0.0 | | | |
| | | 4,170,000 | (1)(4) | | JPMBB Commercial Mortgage Securities Trust 2014-C24 D, 4.037%, 11/15/2047 | | | | | 3,703,778 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 9,278,000 (1) | | | | JPMBB Commercial Mortgage Securities Trust 2014-C26 E, 4.000%, 01/15/2048 | | | | $ | 7,241,250 | | | | | | 0.1 | | |
| | | 41,557,524 | (4)(5) | | JPMBB Commercial Mortgage Securities Trust 2014-C26 XA, 1.254%, 01/15/2048 | | | | | 1,734,487 | | | | | | 0.0 | | | |
| | | 1,628,175 | (4)(5) | | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 1.289%, 10/15/2048 | | | | | 71,648 | | | | | | 0.0 | | | |
| | | 19,645,575 | (4)(5) | | JPMCC Commercial Mortgage Securities Trust 2017-JP6 XA, 1.474%, 07/15/2050 | | | | | 1,336,762 | | | | | | 0.0 | | | |
| | | 1,361,560 | (1)(4) | | LB-UBS Commercial Mortgage Trust 2005-C1 H, 5.959%, 02/15/2040 | | | | | 1,359,553 | | | | | | 0.0 | | | |
| | | 1,130,000 | (1)(4) | | LB-UBS Commercial Mortgage Trust 2005-C5 G, 5.350%, 09/15/2040 | | | | | 1,153,176 | | | | | | 0.0 | | | |
| | | 4,853,239 | (1)(4)(5) | | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.898%, 11/15/2038 | | | | | 9,953 | | | | | | 0.0 | | | |
| | | 50,864,867 | (1)(4)(5) | | LSTAR Commercial Mortgage Trust 2017-5 X, 1.270%, 03/10/2050 | | | | | 2,376,229 | | | | | | 0.0 | | | |
| | | 1,550,000 | (1)(4) | | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 D, 4.842%, 08/15/2045 | | | | | 1,553,236 | | | | | | 0.0 | | | |
| | | 4,340,000 | (1)(4) | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 D, 5.051%, 11/15/2046 | | | | | 4,356,285 | | | | | | 0.1 | | | |
| | | 107,721,848 | (4)(5) | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.255%, 12/15/2047 | | | | | 4,293,427 | | | | | | 0.1 | | | |
| | | 4,280,000 | (1)(4) | | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17, 4.860%, 08/15/2047 | | | | | 3,913,674 | | | | | | 0.1 | | | |
| | | 11,653,000 | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31, 3.102%, 11/15/2049 | | | | | 11,121,571 | | | | | | 0.2 | | |
| | | 3,090,000 | (1)(4) | | Morgan Stanley Capital I Trust 2011-C1 D, 5.599%, 09/15/2047 | | | | | 3,172,157 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 1,300,000 | (1)(4) | | Morgan Stanley Capital I Trust 2011-C1 E, 5.599%, 09/15/2047 | | | | $ | 1,337,593 | | | | | | 0.0 | | | |
| | | 14,914,000 (1) | | | | Morgan Stanley Capital I Trust 2011-C1 J, 4.193%, 09/15/2047 | | | | | 14,912,285 | | | | | | 0.2 | | |
| | | 46,909,382 | (4)(5) | | Morgan Stanley Capital I, Inc. 2017-HR2 XA, 0.945%, 12/15/2050 | | | | | 2,741,370 | | | | | | 0.0 | | | |
| | | 4,430,000 (1) | | | | Morgan Stanley Capital I, Inc. 2017-JWDR A, 3.008%, (US0001M + 0.850%), 11/15/2034 | | | | | 4,431,224 | | | | | | 0.1 | | |
| | | 553,995 (1) | | | | Morgan Stanley Reremic Trust 2012-XA B, 0.250%, 07/27/2049 | | | | | 548,162 | | | | | | 0.0 | | |
| | | 5,180,000 (1) | | | | SLIDE 2018-FUN D, 3.920%, (US0001M + 1.850%), 06/15/2031 | | | | | 5,199,363 | | | | | | 0.1 | | |
| | | 8,460,000 (1) | | | | SLIDE 2018-FUN E, 4.370%, (US0001M + 2.300%), 06/15/2031 | | | | | 8,496,852 | | | | | | 0.1 | | |
| | | 3,620,000 (1) | | | | SLIDE 2018-FUN F, 5.070%, (US0001M + 3.000%), 06/15/2031 | | | | | 3,638,096 | | | | | | 0.1 | | |
| | | 4,320,000 (1) | | | | STWD 2018-URB D Mortgage Trust, 4.113%, (US0001M + 2.050%), 05/15/2035 | | | | | 4,330,869 | | | | | | 0.1 | | |
| | | 4,900,000 (1) | | | | TPG Real Estate Finance 2018-FL-1 C Issuer Ltd., 4.058%, (US0001M + 1.900%), 02/15/2035 | | | | | 4,932,142 | | | | | | 0.1 | | |
| | | 4,830,000 (4) | | | | Wells Fargo Commercial Mortgage Trust 2017-C40 C, 4.479%, 10/15/2050 | | | | | 4,683,963 | | | | | | 0.1 | | |
| | | 5,170,000 | (1)(6)(8) | | Wells Fargo Re-REMIC Trust 2013-FRR1 B706, 0.000%, 12/27/2043 | | | | | 5,141,233 | | | | | | 0.1 | | | |
| | | 5,000,000 | (1)(6)(8) | | Wells Fargo Re-REMIC Trust 2013-FRR1 BK26, 0.000%, 01/27/2045 | | | | | 3,902,171 | | | | | | 0.1 | | | |
| | | 75,312,606 | (1)(4)(5) | | WFRBS Commercial Mortgage Trust 2012-C10 XA, 1.716%, 12/15/2045 | | | | | 3,943,504 | | | | | | 0.1 | | | |
| | | 14,446,031 | (1)(4)(5) | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 2.003%, 08/15/2045 | | | | | 811,306 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 11,117,346 | (1)(4)(5) | | WFRBS Commercial Mortgage Trust 2012-C9 XA, 2.048%, 11/15/2045 | | | | $ | 691,859 | | | | | | 0.0 | | | |
| | | 12,746,000 | (1)(4) | | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.412%, 03/15/2045 | | | | | 9,971,656 | | | | | | 0.2 | | | |
| | | 20,029,346 | (1)(4) | | WFRBS Commercial Mortgage Trust 2013-C11 G, 4.412%, 03/15/2045 | | | | | 8,299,999 | | | | | | 0.1 | | | |
| | | 90,117,594 | (1)(4)(5) | | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.421%, 03/15/2048 | | | | | 4,032,807 | | | | | | 0.1 | | | |
| | | 58,403,859 | (4)(5) | | WFRBS Commercial Mortgage Trust 2013-C16 XA, 0.973%, 09/15/2046 | | | | | 1,610,375 | | | | | | 0.0 | | | |
| | | 89,580,204 | (4)(5) | | WFRBS Commercial Mortgage Trust 2014-C25 XA, 1.046%, 11/15/2047 | | | | | 3,596,144 | | | | | | 0.0 | | | |
| | | 8,560,000 | (1)(4) | | WFRBS Commercial Mortgage Trust 2014-LC14 D, 4.586%, 03/15/2047 | | | | | 7,770,672 | | | | | | 0.1 | | | |
| | | 8,805,080 | | | | Other Securities | | | | | 8,670,662 | | | | | | 0.1 | | |
| | | | | | | Total Commercial Mortgage-Backed Securities (Cost $463,734,162) | | | | | 462,357,843 | | | | | | 7.7 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS(11): 22.3% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 7.9%(11) | | ||||||||||||
| | | 24,968,932 | | | | 3.000%, 10/01/2046 | | | | | 23,936,428 | | | | | | 0.4 | | |
| | | 13,516,913 | | | | 3.500%, 12/01/2046 | | | | | 13,347,839 | | | | | | 0.2 | | |
| | | 27,400,628 | | | | 3.500%, 12/01/2046 | | | | | 27,023,931 | | | | | | 0.5 | | |
| | | 15,258,902 | | | | 3.500%, 01/01/2048 | | | | | 15,029,968 | | | | | | 0.3 | | |
| | | 24,808,673 | | | | 3.500%, 03/01/2048 | | | | | 24,498,218 | | | | | | 0.4 | | |
| | | 158,317,000 (10) | | | | 3.500%, 10/01/2048 | | | | | 155,787,636 | | | | | | 2.6 | | |
| | | 42,716,000 (10) | | | | 4.000%, 07/15/2040 | | | | | 43,134,464 | | | | | | 0.7 | | |
| | | 6,661 | | | | 4.428%, 05/01/2037 | | | | | 7,003 | | | | | | 0.0 | | |
| | | 58,411,000 (10) | | | | 4.500%, 11/01/2048 | | | | | 60,206,680 | | | | | | 1.0 | | |
| | | 111,589,140 (10) | | | | 2.500%-7.000%, 01/01/2024-10/01/2048 | | | | | 110,834,789 | | | | | | 1.8 | | |
| | | | | | | | | | | | 473,806,956 | | | | | | 7.9 | | |
| | | | | | | Federal National Mortgage Association: 12.0%(11) | | ||||||||||||
| | | 18,700,000 (10) | | | | 2.500%, 10/01/2033 | | | | | 18,044,407 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS(11): (continued) | | ||||||||||||||||||
| | | | | | | Federal National Mortgage Association: (continued) | | ||||||||||||
| | | 50,021,000 (10) | | | | 3.000%, 10/01/2044 | | | | $ | 47,870,298 | | | | | | 0.8 | | |
| | | 13,213,915 | | | | 3.000%, 04/01/2045 | | | | | 12,718,427 | | | | | | 0.2 | | |
| | | 17,003,914 | | | | 3.000%, 12/01/2046 | | | | | 16,307,979 | | | | | | 0.3 | | |
| | | 40,664,634 | | | | 3.000%, 01/01/2047 | | | | | 38,963,652 | | | | | | 0.6 | | |
| | | 30,625,554 | | | | 3.500%, 08/01/2046 | | | | | 30,263,565 | | | | | | 0.5 | | |
| | | 172,976,000 (10) | | | | 4.000%, 10/01/2044 | | | | | 174,674,299 | | | | | | 2.9 | | |
| | | 20,006,902 | | | | 4.000%, 01/01/2045 | | | | | 20,446,943 | | | | | | 0.3 | | |
| | | 18,087,206 | | | | 4.000%, 05/01/2045 | | | | | 18,315,001 | | | | | | 0.3 | | |
| | | 17,903,602 | | | | 4.000%, 09/01/2048 | | | | | 18,137,845 | | | | | | 0.3 | | |
| | | 141,469 | | | | 4.187%, 07/01/2035 | | | | | 147,252 | | | | | | 0.0 | | |
| | | 62,506,000 (10) | | | | 4.500%, 10/01/2048 | | | | | 64,491,056 | | | | | | 1.1 | | |
| | | 26,390,000 (10) | | | | 5.000%, 10/01/2048 | | | | | 27,707,438 | | | | | | 0.5 | | |
| | | 19,884,844 | | | | 5.000%, 08/01/2056 | | | | | 21,290,093 | | | | | | 0.4 | | |
| | | 203,402,783 (10) | | | | 2.500%-7.500%, 10/01/2018-03/01/2048 | | | | | 205,825,955 | | | | | | 3.5 | | |
| | | | | | | | | | | | 715,204,210 | | | | | | 12.0 | | |
| | | | | | | Government National Mortgage Association: 2.4% | | ||||||||||||
| | | 16,988,308 | | | | 3.500%, 08/20/2047 | | | | | 16,930,514 | | | | | | 0.3 | | |
| | | 58,680,000 (10) | | | | 4.000%, 11/01/2048 | | | | | 59,600,312 | | | | | | 1.0 | | |
| | | 67,264,812 | (4)(10) | | 3.000%-5.500%, 10/15/2039-10/20/2060 | | | | | 67,341,279 | | | | | | 1.1 | | | |
| | | | | | | | | | | | 143,872,105 | | | | | | 2.4 | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $1,351,743,872) | | | | | 1,332,883,271 | | | | | | 22.3 | | |
| U.S. TREASURY OBLIGATIONS: 13.8% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Bonds: 3.0% | | ||||||||||||
| | | 177,722,000 (2) | | | | 3.125%, 05/15/2048 | | | | | 175,306,092 | | | | | | 2.9 | | |
| | | 3,370,000 | | | | 3.500%, 02/15/2039 | | | | | 3,550,874 | | | | | | 0.1 | | |
| | | | | | | | | | | | 178,856,966 | | | | | | 3.0 | | |
| | | | | | | U.S. Treasury Notes: 10.8% | | ||||||||||||
| | | 19,483,000 (2) | | | | 2.625%, 08/31/2020 | | | | | 19,415,647 | | | | | | 0.3 | | |
| | | 163,384,000 | | | | 2.750%, 09/30/2020 | | | | | 163,179,770 | | | | | | 2.8 | | |
| | | 49,350,000 | | | | 2.750%, 09/15/2021 | | | | | 49,168,793 | | | | | | 0.8 | | |
| | | 17,941,200 | | | | 2.750%, 08/31/2023 | | | | | 17,787,368 | | | | | | 0.3 | | |
| | | 334,031,000 | | | | 2.875%, 08/15/2028 | | | | | 329,014,011 | | | | | | 5.5 | | |
| | | 59,187,000 | | | | 3.000%, 09/30/2025 | | | | | 59,136,136 | | | | | | 1.0 | | |
| | | 8,852,000 | | | | 1.500%-2.750%, 10/31/2019-08/15/2021 | | | | | 8,744,032 | | | | | | 0.1 | | |
| | | | | | | | | | | | 646,445,757 | | | | | | 10.8 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $833,182,440) | | | | | 825,302,723 | | | | | | 13.8 | | |
|
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| PREFERRED STOCK: 0.0% | | ||||||||||||||||||
| | | | | | | Utilities: 0.0% | | ||||||||||||
| | | 85,974 (12) | | | | Other Securities | | | | $ | 1,857,039 | | | | | | 0.0 | | |
| | | | | | | Total Preferred Stock (Cost $2,149,350) | | | | | 1,857,039 | | | | | | 0.0 | | |
| | | | | | | Total Long-Term Investments (Cost $6,405,398,983) | | | | | 6,322,820,475 | | | | | | 105.6 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 10.2% | | ||||||||||||||||||
| | | | | | | Commercial Paper: 8.0% | | ||||||||||||
| | | 850,000 | | | | American Electric Power Co., Inc., 3.410%, 10/05/2018 | | | | | 849,603 | | | | | | 0.0 | | |
| | | 6,000,000 | | | | AT&T, Inc., 3.370%, 10/05/2018 | | | | | 5,997,235 | | | | | | 0.1 | | |
| | | 9,500,000 | | | | Autozone, Inc., 7.230%, 10/01/2018 | | | | | 9,498,120 | | | | | | 0.2 | | |
| | | 7,725,000 | | | | Comcast Corp., 2.740%, 10/19/2018 | | | | | 7,713,987 | | | | | | 0.1 | | |
| | | 50,000,000 | | | | Comcast Corp., 3.010%, 10/09/2018 | | | | | 49,962,951 | | | | | | 0.9 | | |
| | | 30,000,000 | | | | Consolidated Edison, Inc., 4.910%, 10/02/2018 | | | | | 29,991,923 | | | | | | 0.5 | | |
| | | 2,000,000 | | | | Consolidated Edison, Inc., 7.360%, 10/01/2018 | | | | | 1,999,597 | | | | | | 0.0 | | |
| | | 3,000,000 | | | | DowDuPont, Inc., 2.890%, 10/11/2018 | | | | | 2,997,392 | | | | | | 0.1 | | |
| | | 8,702,000 | | | | DowDuPont, Inc., 4.770%, 10/02/2018 | | | | | 8,699,727 | | | | | | 0.1 | | |
| | | 3,000,000 | | | | Duke Energy, 3.410%, 10/05/2018 | | | | | 2,998,600 | | | | | | 0.1 | | |
| | | 48,000,000 | | | | Duke Energy, 7.230%, 10/01/2018 | | | | | 47,990,500 | | | | | | 0.8 | | |
| | | 10,000,000 | | | | Eastman Chemical Co., 2.410%, 11/01/2018 | | | | | 9,978,903 | | | | | | 0.2 | | |
| | | 12,000,000 | | | | Enterprise Products Operating LLC, 2.820%, 10/15/2018 | | | | | 11,986,128 | | | | | | 0.2 | | |
| | | 12,079,000 | | | | Enterprise Products Operating LLC, 4.040%, 10/03/2018 | | | | | 12,074,994 | | | | | | 0.2 | | |
| | | 26,000,000 | | | | Enterprise Products Operating LLC, 4.830%, 10/02/2018 | | | | | 25,993,121 | | | | | | 0.4 | | |
| | | 73,000,000 | | | | Kroger Co., 6.950%, 10/01/2018 | | | | | 72,986,100 | | | | | | 1.2 | | |
| | | 25,000,000 | | | | LyondellBasell Industries NV, 4.770%, 10/02/2018 | | | | | 24,993,470 | | | | | | 0.4 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Commercial Paper (continued) | | ||||||||||||
| | | 27,000,000 | | | | Marriott International, Inc., 2.740%, 10/19/2018 | | | | $ | 26,961,507 | | | | | | 0.4 | | |
| | | 8,000,000 | | | | Mondelez International, Inc., 4.040%, 10/03/2018 | | | | | 7,997,346 | | | | | | 0.1 | | |
| | | 5,600,000 | | | | Mondelez International, Inc., 7.230%, 10/01/2018 | | | | | 5,598,892 | | | | | | 0.1 | | |
| | | 16,300,000 | | | | Schlumberger Ltd., 2.970%, 10/10/2018 | | | | | 16,286,726 | | | | | | 0.3 | | |
| | | 50,000,000 | | | | Schlumberger Ltd., 3.450%, 10/05/2018 | | | | | 49,976,375 | | | | | | 0.8 | | |
| | | 2,600,000 | | | | Schlumberger Ltd., 7.360%, 10/01/2018 | | | | | 2,599,476 | | | | | | 0.0 | | |
| | | 5,000,000 | | | | Tyson Foods, Inc., 7.130%, 10/01/2018 | | | | | 4,999,023 | | | | | | 0.1 | | |
| | | 21,050,000 | | | | Waste Management, Inc., 4.770%, 10/02/2018 | | | | | 21,044,501 | | | | | | 0.4 | | |
| | | 20,000,000 | | | | Whirlpool Corp., 2.920%, 10/11/2018 | | | | | 19,982,392 | | | | | | 0.3 | | |
| | | | | | | | | | | | 482,158,589 | | | | | | 8.0 | | |
| | | | | | | Securities Lending Collateral(13): 1.4% | | ||||||||||||
| | | 19,675,662 | | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 09/28/18, 2.27%, due 10/01/18 (Repurchase Amount $19,679,333, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $20,069,175, due 10/25/18-08/20/68) | | | | | 19,675,662 | | | | | | 0.3 | | |
| | | 19,675,662 | | | | Daiwa Capital Markets, Repurchase Agreement dated 09/28/18, 2.27%, due 10/01/18 (Repurchase Amount $19,679,333, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.875%, Market Value plus accrued interest $20,069,176, due 10/25/18-09/09/49) | | | | | 19,675,662 | | | | | | 0.3 | | |
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(13) (continued) | | ||||||||||||
| | | 3,847,744 | | | | Mizuho Securities USA Inc., Repurchase Agreement dated 09/28/18, 2.24%, due 10/01/18 (Repurchase Amount $3,848,452, collateralized by various U.S. Government Securities, 0.500%-3.000%, Market Value plus accrued interest $3,924,700, due 03/31/20-09/09/49) | | | | $ | 3,847,744 | | | | | | 0.1 | | |
| | | 19,675,662 | | | | Nomura Securities, Repurchase Agreement dated 09/28/18, 2.27%, due 10/01/18 (Repurchase Amount $19,679,333, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $20,069,175, due 09/30/18-08/20/68) | | | | | 19,675,662 | | | | | | 0.4 | | |
| | | 19,675,662 | | | | RBC Dominion Securities Inc., Repurchase Agreement dated 09/28/18, 2.26%, due 10/01/18 (Repurchase Amount $19,679,317, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $20,069,175, due 10/04/18-09/09/49) | | | | | 19,675,662 | | | | | | 0.3 | | |
| | | | | | | | | | | | 82,550,392 | | | | | | 1.4 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Mutual Funds: 0.8% | | ||||||||||||
| | | 48,201,000 (14) | | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.980% (Cost $48,201,000) | | | | $ | 48,201,000 | | | | | | 0.8 | | |
| | | | | | | Total Short-Term Investments (Cost $613,006,205) | | | | | 612,909,981 | | | | | | 10.2 | | |
| | | | | | | Total Investments in Securities (Cost $7,018,405,188) | | | | $ | 6,935,730,456 | | | | | | 115.8 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (947,121,346) | | | | | | (15.8) | | |
| | | | | | | Net Assets | | | | $ | 5,988,609,110 | | | | | | 100.0 | | |
|
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at September 30, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Preferred Stock | | | | $ | 1,857,039 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,857,039 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 1,997,537,353 | | | | | | — | | | | | | 1,997,537,353 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 774,045,355 | | | | | | 33,818,750 | | | | | | 807,864,105 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 462,357,843 | | | | | | — | | | | | | 462,357,843 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 825,302,723 | | | | | | — | | | | | | 825,302,723 | | |
Asset-Backed Securities | | | | | — | | | | | | 735,653,051 | | | | | | — | | | | | | 735,653,051 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 1,332,883,271 | | | | | | — | | | | | | 1,332,883,271 | | |
Foreign Government Bonds | | | | | — | | | | | | 159,365,090 | | | | | | — | | | | | | 159,365,090 | | |
Short-Term Investments | | | | | 48,201,000 | | | | | | 564,708,981 | | | | | | — | | | | | | 612,909,981 | | |
Total Investments, at fair value | | | | $ | 50,058,039 | | | | | $ | 6,851,853,667 | | | | | $ | 33,818,750 | | | | | $ | 6,935,730,456 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | | — | | | | | | 9,043,273 | | | | | | — | | | | | | 9,043,273 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 6,168,855 | | | | | | — | | | | | | 6,168,855 | | |
Futures | | | | | 10,667,117 | | | | | | — | | | | | | — | | | | | | 10,667,117 | | |
Total Assets | | | | $ | 60,725,156 | | | | | $ | 6,867,065,795 | | | | | $ | 33,818,750 | | | | | $ | 6,961,609,701 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (12,997,789) | | | | | $ | — | | | | | $ | (12,997,789) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (1,538,305) | | | | | | — | | | | | | (1,538,305) | | |
Forward Premium Swaptions | | | | | — | | | | | | (412,272) | | | | | | — | | | | | | (412,272) | | |
Futures | | | | | (12,778,443) | | | | | | — | | | | | | — | | | | | | (12,778,443) | | |
Total Liabilities | | | | $ | (12,778,443) | | | | | $ | (14,948,366) | | | | | $ | — | | | | | $ | (27,726,809) | | |
|
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
MYR 38,391 | | | USD 9,294 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | $ | (17) | | |
COP 211,281,189 | | | USD 70,691 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | | 623 | | |
PLN 2,205,250 | | | USD 592,000 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | | 6,186 | | |
USD 12,656,039 | | | COP 36,708,462,593 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | | 265,905 | | |
HUF 1,650,309,326 | | | USD 5,956,000 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | | (28,115) | | |
IDR 8,969,214,103 | | | USD 602,244 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | | (625) | | |
COP 37,789,297,247 | | | USD 12,475,503 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | | 279,443 | | |
PLN 1,083,082 | | | USD 295,445 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | | (1,653) | | |
USD 5,905,775 | | | HUF 1,623,401,968 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | | 74,541 | | |
CZK 251,766,511 | | | USD 11,384,052 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | | (37,901) | | |
USD 18,106,567 | | | CLP 11,699,558,568 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | | 320,138 | | |
USD 4,934,184 | | | PEN 16,169,320 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | | 40,988 | | |
USD 4,932,678 | | | PEN 16,169,320 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | | 39,482 | | |
USD 26,391,021 | | | RUB 1,686,626,376 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | | 653,756 | | |
USD 8,728,599 | | | RON 34,967,214 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | | 5,885 | | |
USD 16,452,592 | | | PLN 60,683,493 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | | (8,141) | | |
USD 6,380,610 | | | HUF 1,760,530,289 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | | 56,814 | | |
ZAR 7,288,516 | | | USD 541,446 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | | (26,248) | | |
USD 9,516 | | | MYR 38,391 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | | 240 | | |
USD 1,140,612 | | | EUR 973,201 | | | Barclays Bank PLC | | | | | 10/19/18 | | | | | | 9,127 | | |
USD 9,280 | | | MYR 38,391 | | | Barclays Bank PLC | | | | | 01/11/19 | | | | | | 17 | | |
USD 70,367 | | | COP 211,281,189 | | | Barclays Bank PLC | | | | | 01/11/19 | | | | | | (759) | | |
USD 590,978 | | | IDR 8,969,214,103 | | | Barclays Bank PLC | | | | | 01/11/19 | | | | | | (685) | | |
USD 466 | | | PEN 1,537 | | | BNP Paribas | | | | | 10/05/18 | | | | | | 1 | | |
IDR 92,611,831,761 | | | USD 6,314,953 | | | BNP Paribas | | | | | 10/05/18 | | | | | | (102,922) | | |
CLP 814,186,220 | | | USD 1,184,000 | | | BNP Paribas | | | | | 10/05/18 | | | | | | 53,779 | | |
USD 9,924,000 | | | BRL 38,384,026 | | | BNP Paribas | | | | | 10/05/18 | | | | | | 421,823 | | |
PEN 11,368,263 | | | USD 3,429,872 | | | BNP Paribas | | | | | 10/05/18 | | | | | | 10,417 | | |
USD 5,278,000 | | | CZK 119,733,161 | | | BNP Paribas | | | | | 10/05/18 | | | | | | (117,915) | | |
EUR 960,460 | | | USD 1,132,865 | | | BNP Paribas | | | | | 10/19/18 | | | | | | (16,194) | | |
USD 8,963,000 | | | ILS 32,393,410 | | | BNP Paribas | | | | | 01/11/19 | | | | | | (14,005) | | |
PLN 57,395,161 | | | USD 15,747,106 | | | Citibank N.A. | | | | | 10/05/18 | | | | | | (178,351) | | |
RON 248,255 | | | USD 62,900 | | | Citibank N.A. | | | | | 10/05/18 | | | | | | (972) | | |
RON 34,718,958 | | | USD 8,478,792 | | | Citibank N.A. | | | | | 10/05/18 | | | | | | 181,994 | | |
CZK 13,098,503 | | | USD 592,000 | | | Citibank N.A. | | | | | 10/05/18 | | | | | | (1,701) | | |
BRL 44,287,566 | | | USD 11,126,691 | | | Citibank N.A. | | | | | 10/05/18 | | | | | | (163,059) | | |
USD 465,490 | | | TRY 2,441,206 | | | Citibank N.A. | | | | | 10/05/18 | | | | | | 61,785 | | |
USD 23,207,301 | | | BRL 86,881,171 | | | Citibank N.A. | | | | | 10/05/18 | | | | | | 1,699,388 | | |
USD 62,781 | | | RON 248,256 | | | Citibank N.A. | | | | | 01/11/19 | | | | | | 957 | | |
USD 6,573,000 | | | CZK 145,115,802 | | | Citibank N.A. | | | | | 01/11/19 | | | | | | (11,666) | | |
USD 15,788,709 | | | PLN 57,395,161 | | | Citibank N.A. | | | | | 01/11/19 | | | | | | 177,106 | | |
PHP 28,201,524 | | | USD 519,308 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | 2,527 | | |
BRL 2,056,971 | | | USD 507,769 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | 1,446 | | |
CLP 10,631,968,348 | | | USD 15,984,460 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | 178,949 | | |
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
RUB 38,532,828 | | | USD 584,163 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | 3,833 | | |
TRY 2,441,206 | | | USD 390,956 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | 12,749 | | |
USD 6,692,931 | | | CZK 145,131,853 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | 152,395 | | |
HUF 83,233,021 | | | USD 303,965 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | (4,993) | | |
HUF 1,650,389,911 | | | USD 5,956,000 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | (27,826) | | |
USD 511,537 | | | ZAR 7,288,516 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | (3,660) | | |
BRL 18,501,421 | | | USD 4,467,000 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | 113,129 | | |
PEN 13,757,255 | | | USD 4,145,000 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | 18,251 | | |
USD 592,000 | | | BRL 2,467,574 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | (18,862) | | |
PEN 15,369,427 | | | USD 4,656,697 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | (5,566) | | |
BRL 18,599,248 | | | USD 4,467,000 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | 137,346 | | |
USD 12,645,968 | | | COP 36,708,462,593 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | 255,834 | | |
COP 3,165,147,186 | | | USD 1,066,133 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | 2,192 | | |
BRL 44,287,566 | | | USD 11,122,778 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | (159,147) | | |
USD 3,337,335 | | | IDR 48,548,219,406 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | 80,915 | | |
IDR 92,611,831,761 | | | USD 6,315,591 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | (103,560) | | |
USD 12,692,633 | | | MXN 237,799,848 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | (7,703) | | |
CZK 145,131,853 | | | USD 6,737,791 | | | Goldman Sachs International | | | | | 01/11/19 | | | | | | (152,396) | | |
USD 15,990,711 | | | CLP 10,631,968,348 | | | Goldman Sachs International | | | | | 01/11/19 | | | | | | (185,829) | | |
ZAR 7,288,516 | | | USD 505,018 | | | Goldman Sachs International | | | | | 01/11/19 | | | | | | 3,436 | | |
USD 306,262 | | | HUF 83,233,021 | | | Goldman Sachs International | | | | | 01/11/19 | | | | | | 4,766 | | |
USD 513,970 | | | PHP 28,201,524 | | | Goldman Sachs International | | | | | 01/11/19 | | | | | | (3,360) | | |
USD 503,382 | | | BRL 2,056,971 | | | Goldman Sachs International | | | | | 01/11/19 | | | | | | (1,601) | | |
USD 578,430 | | | RUB 38,532,829 | | | Goldman Sachs International | | | | | 01/11/19 | | | | | | (3,365) | | |
USD 366,911 | | | TRY 2,441,206 | | | Goldman Sachs International | | | | | 01/11/19 | | | | | | (11,821) | | |
USD 109,090 | | | MXN 2,057,068 | | | HSBC Bank USA N.A. | | | | | 10/05/18 | | | | | | (773) | | |
CLP 253,404,000 | | | USD 376,062 | | | HSBC Bank USA N.A. | | | | | 10/05/18 | | | | | | 9,179 | | |
USD 2,947,000 | | | PEN 9,749,457 | | | HSBC Bank USA N.A. | | | | | 10/05/18 | | | | | | (3,403) | | |
MXN 239,856,916 | | | USD 12,478,631 | | | HSBC Bank USA N.A. | | | | | 10/05/18 | | | | | | 331,568 | | |
USD 523,248 | | | PHP 28,201,524 | | | HSBC Bank USA N.A. | | | | | 10/05/18 | | | | | | 1,413 | | |
USD 3,337,106 | | | IDR 48,548,219,406 | | | HSBC Bank USA N.A. | | | | | 10/05/18 | | | | | | 80,686 | | |
USD 3,337,794 | | | IDR 48,548,219,406 | | | HSBC Bank USA N.A. | | | | | 10/05/18 | | | | | | 81,374 | | |
USD 3,337,794 | | | IDR 48,548,219,406 | | | HSBC Bank USA N.A. | | | | | 10/05/18 | | | | | | 81,374 | | |
MXN 2,057,068 | | | USD 107,439 | | | HSBC Bank USA N.A. | | | | | 01/11/19 | | | | | | 755 | | |
PEN 1,594,688 | | | USD 483,063 | | | JPMorgan Chase Bank N.A. | | | | | 10/05/18 | | | | | | (475) | | |
RUB 824,046,774 | | | USD 12,642,865 | | | JPMorgan Chase Bank N.A. | | | | | 10/05/18 | | | | | | (68,230) | | |
RUB 824,046,774 | | | USD 12,639,440 | | | JPMorgan Chase Bank N.A. | | | | | 10/05/18 | | | | | | (64,806) | | |
USD 481,154 | | | PEN 1,594,688 | | | JPMorgan Chase Bank N.A. | | | | | 01/11/19 | | | | | | 340 | | |
COP 32,251,199,563 | | | USD 10,631,679 | | | Toronto Dominion Securities | | | | | 10/05/18 | | | | | | 254,003 | | |
| | | | | | | | | | | | | | | | $ | 4,630,550 | | |
|
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | | | 2,735 | | | | | | 12/19/18 | | | | | $ | 324,866,719 | | | | | $ | (4,437,056) | | |
U.S. Treasury 2-Year Note | | | | | 210 | | | | | | 12/31/18 | | | | | | 44,254,219 | | | | | | (131,642) | | |
U.S. Treasury Long Bond | | | | | 598 | | | | | | 12/19/18 | | | | | | 84,019,000 | | | | | | (2,536,733) | | |
U.S. Treasury Ultra Long Bond | | | | | 941 | | | | | | 12/19/18 | | | | | | 145,178,656 | | | | | | (5,673,012) | | |
| | | | | | | | | | | | | | | | $ | 598,318,594 | | | | | $ | (12,778,443) | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 5-Year Note | | | | | (1,697) | | | | | | 12/31/18 | | | | | | (190,872,727) | | | | | | 1,655,661 | | |
U.S. Treasury Ultra 10-Year Note | | | | | (3,900) | | | | | | 12/19/18 | | | | | | (491,400,000) | | | | | | 9,011,456 | | |
| | | | | | | | | | | | | | | | $ | (682,272,727) | | | | | $ | 10,667,117 | | |
|
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 | | | | USD 42,311,000 | | | | $ | (24,437) | | | | | $ | (24,437) | | |
Pay | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 1.460 | | | | Semi-Annual | | | | | 10/13/20 | | | | USD 151,804,000 | | | | | (4,593,972) | | | | | | (4,593,972) | | |
Pay | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 2.372 | | | | Semi-Annual | | | | | 10/13/30 | | | | USD 38,344,000 | | | | | (3,103,207) | | | | | | (3,103,207) | | |
Pay | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 2.510 | | | | Semi-Annual | | | | | 10/13/35 | | | | USD 31,365,000 | | | | | (2,881,022) | | | | | | (2,881,022) | | |
Pay | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 2.593 | | | | Semi-Annual | | | | | 10/13/40 | | | | USD 24,606,000 | | | | | (2,395,151) | | | | | | (2,395,151) | | |
Receive | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 1.036 | | | | Semi-Annual | | | | | 10/13/18 | | | | USD 42,083,000 | | | | | 24,296 | | | | | | 24,296 | | |
Receive | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 1.668 | | | | Semi-Annual | | | | | 10/30/19 | | | | USD 162,439,000 | | | | | 1,973,855 | | | | | | 1,973,855 | | |
Receive | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 1.780 | | | | Semi-Annual | | | | | 10/13/22 | | | | USD 45,684,000 | | | | | 2,240,326 | | | | | | 2,240,326 | | |
Receive | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 2.619 | | | | Semi-Annual | | | | | 10/13/45 | | | | USD 45,865,000 | | | | | 4,804,796 | | | | | | 4,804,796 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (3,954,516) | | | | | $ | (3,954,516) | | |
|
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 119,800,000 | | | | $ | (6,409,300) | | | | | $ | (85,063) | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Barclays Bank PLC | | | | | 0.000% | | | | Receive | | | 3-month USD-LIBOR | | | | | 04/25/19 | | | | USD 170,202,000 | | | | | (8,999,431) | | | | | | (1,172) | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 0.000% | | | | Receive | | | 3-month USD-LIBOR | | | | | 02/13/19 | | | | USD 119,800,000 | | | | | (6,493,160) | | | | | | (172,194) | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 0.000% | | | | Receive | | | 3-month USD-LIBOR | | | | | 03/06/19 | | | | USD 119,800,000 | | | | | (6,418,285) | | | | | | (91,962) | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 0.000% | | | | Receive | | | 3-month USD-LIBOR | | | | | 04/25/19 | | | | USD 189,198,000 | | | | | (10,065,334) | | | | | | (61,881) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (38,385,510) | | | | | $ | (412,272) | | |
|
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (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 | | | | $ | 6,168,855 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | | 10,667,117 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 9,043,273 | | |
Total Asset Derivatives | | | | | | | $ | 25,879,245 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 1,538,305 | | |
Interest rate contracts | | | Unrealized depreciation on forward premium swaptions | | | | | 412,272 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | | 12,778,443 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 12,997,789 | | |
Total Liability Derivatives | | | | | | | $ | 27,726,809 | | |
|
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Total | | ||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | 4,308,709 | | | | | $ | 4,308,709 | | |
Equity contracts | | | | | — | | | | | | (1,965,308) | | | | | | — | | | | | | (1,965,308) | | |
Foreign exchange contracts | | | | | 8,576,462 | | | | | | — | | | | | | — | | | | | | 8,576,462 | | |
Interest rate contracts | | | | | — | | | | | | 1,803,006 | | | | | | (241,785) | | | | | | 1,561,221 | | |
Total | | | | $ | 8,576,462 | | | | | $ | (162,302) | | | | | $ | 4,066,924 | | | | | $ | 12,481,084 | | |
|
Voya Intermediate Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Total | | |||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (468,737) | | | | | $ | (468,737) | | |
Foreign exchange contracts | | | | | — | | | | | | 5,658,474 | | | | | | — | | | | | | — | | | | | | 5,658,474 | | |
Interest rate contracts | | | | | (813,583) | | | | | | — | | | | | | (3,092,631) | | | | | | (81,729) | | | | | | (3,987,943) | | |
Total | | | | $ | (813,583) | | | | | $ | 5,658,474 | | | | | $ | (3,092,631) | | | | | $ | (550,466) | | | | | $ | 1,201,794 | | |
|
| | | Barclays Bank PLC | | | Bank of America N.A. | | | Barclays Bank PLC | | | BNP Paribas | | | Citibank N.A. | | | Goldman Sachs International | | | HSBC Bank USA N.A. | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley Capital Services LLC | | | Toronto Dominion Securities | | | Totals | | |||||||||||||||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 1,753,145 | | | | | $ | — | | | | | $ | — | | | | | $ | 486,020 | | | | | $ | 2,121,230 | | | | | $ | 967,768 | | | | | $ | 586,349 | | | | | $ | 340 | | | | | $ | — | | | | | $ | 254,003 | | | | | | 6,168,855 | | |
Total Assets | | | | $ | 1,753,145 | | | | | $ | — | | | | | $ | — | | | | | $ | 486,020 | | | | | $ | 2,121,230 | | | | | $ | 967,768 | | | | | $ | 586,349 | | | | | $ | 340 | | | | | $ | — | | | | | $ | 254,003 | | | | | $ | 6,168,855 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 104,144 | | | | | $ | — | | | | | $ | — | | | | | $ | 251,036 | | | | | $ | 355,749 | | | | | $ | 689,689 | | | | | $ | 4,176 | | | | | $ | 133,511 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,538,305 | | |
Forward premium swaptions | | | | | — | | | | | | 85,063 | | | | | | 1,172 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 326,037 | | | | | | — | | | | | | 412,272 | | |
Total Liabilities | | | | $ | 104,144 | | | | | $ | 85,063 | | | | | $ | 1,172 | | | | | $ | 251,036 | | | | | $ | 355,749 | | | | | $ | 689,689 | | | | | $ | 4,176 | | | | | $ | 133,511 | | | | | $ | 326,037 | | | | | $ | — | | | | | $ | 1,950,577 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 1,649,001 | | | | | $ | (85,063) | | | | | $ | (1,172) | | | | | $ | 234,984 | | | | | $ | 1,765,481 | | | | | $ | 278,079 | | | | | $ | 582,173 | | | | | $ | (133,171) | | | | | $ | (326,037) | | | | | $ | 254,003 | | | | | $ | 4,218,278 | | |
Total collateral pledged by the Fund/(Received from counterparty) | | | | $ | (1,649,001) | | | | | $ | — | | | | | $ | — | | | | | $ | (110,000) | | | | | $ | (1,765,481) | | | | | $ | (278,079) | | | | | $ | (490,000) | | | | | $ | 133,171 | | | | | $ | — | | | | | $ | — | | | | | $ | (4,159,390) | | |
Net Exposure(1)(2)(3) | | | | $ | — | | | | | $ | (85,063) | | | | | $ | (1,172) | | | | | $ | 124,984 | | | | | $ | — | | | | | $ | — | | | | | $ | 92,173 | | | | | $ | — | | | | | $ | (326,037) | | | | | $ | 254,003 | | | | | $ | 58,888 | | |
|
| Cost for federal income tax purposes was $7,021,729,185. | | | |||||
| Net unrealized depreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 52,569,988 | | |
| Gross Unrealized Depreciation | | | | | (140,165,498) | | |
| Net Unrealized Depreciation | | | | $ | (87,595,510) | | |
|
Voya Short Term Bond Fund | as of September 30, 2018 (Unaudited) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 63.8% | | ||||||||||||||||||
| | | | | | | Basic Materials: 1.8% | | ||||||||||||
| | | 400,000 (1) | | | | Anglo American Capital PLC, 4.125%, 04/15/2021 | | | | $ | 402,770 | | | | | | 0.3 | | |
| | | 300,000 (1) | | | | OCI NV, 6.625%, 04/15/2023 | | | | | 311,625 | | | | | | 0.3 | | |
| | | 300,000 (1) | | | | WR Grace & Co-Conn, 5.125%, 10/01/2021 | | | | | 308,850 | | | | | | 0.3 | | |
| | | 981,000 | | | | Other Securities | | | | | 980,223 | | | | | | 0.9 | | |
| | | | | | | | | | | | 2,003,468 | | | | | | 1.8 | | |
| | | | | | | Communications: 4.7% | | ||||||||||||
| | | 601,000 | | | | AT&T, Inc., 2.300%-5.200%, 03/11/2019-02/17/2021 | | | | | 603,894 | | | | | | 0.5 | | |
| | | 300,000 (1) | | | | CommScope, Inc., 5.000%, 06/15/2021 | | | | | 302,580 | | | | | | 0.3 | | |
| | | 400,000 (1) | | | | Sky PLC, 2.625%, 09/16/2019 | | | | | 398,163 | | | | | | 0.4 | | |
| | | 240,000 (1) | | | | Sky PLC, 3.125%, 11/26/2022 | | | | | 235,298 | | | | | | 0.2 | | |
| | | 3,768,000 | | | | Other Securities | | | | | 3,749,523 | | | | | | 3.3 | | |
| | | | | | | | | | | | 5,289,458 | | | | | | 4.7 | | |
| | | | | | | Consumer, Cyclical: 4.5% | | ||||||||||||
| | | 214,000 (1) | | | | BMW US Capital LLC, 1.450%, 09/13/2019 | | | | | 211,425 | | | | | | 0.2 | | |
| | | 150,000 (1) | | | | BMW US Capital LLC, 3.400%, 08/13/2021 | | | | | 149,990 | | | | | | 0.1 | | |
| | | 200,000 (1) | | | | Daimler Finance North America LLC, 2.300%, 01/06/2020 | | | | | 198,122 | | | | | | 0.2 | | |
| | | 550,000 | | | | Ford Motor Credit Co. LLC, 3.157%, 08/04/2020 | | | | | 544,886 | | | | | | 0.5 | | |
| | | 550,000 | | | | General Motors Financial Co., Inc., 3.950%, 04/13/2024 | | | | | 536,169 | | | | | | 0.5 | | |
| | | 190,000 (1) | | | | Nissan Motor Acceptance Corp., 2.150%, 09/28/2020 | | | | | 185,295 | | | | | | 0.2 | | |
| | | 70,000 (1) | | | | Nissan Motor Acceptance Corp., 3.650%, 09/21/2021 | | | | | 70,203 | | | | | | 0.0 | | |
| | | 634,000 | | | | Toyota Motor Credit Corp., 1.550%-2.950%, 01/09/2019-04/13/2021 | | | | | 628,414 | | | | | | 0.5 | | |
| | | 2,592,632 | | | | Other Securities | | | | | 2,630,387 | | | | | | 2.3 | | |
| | | | | | | | | | | | 5,154,891 | | | | | | 4.5 | | |
| | | | | | | Consumer, Non-cyclical: 8.7% | | ||||||||||||
| | | 590,000 | | | | Anheuser-Busch InBev Finance, Inc., 2.650%, 02/01/2021 | | | | | 581,865 | | | | | | 0.5 | | |
| 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 | | | | $ | 133,721 | | | | | | 0.1 | | |
| | | 583,000 | | | | AstraZeneca PLC, 1.750%-2.375%, 11/16/2018-11/16/2020 | | | | | 578,799 | | | | | | 0.5 | | |
| | | 100,000 (1) | | | | BAT Capital Corp., 2.297%, 08/14/2020 | | | | | 98,038 | | | | | | 0.1 | | |
| | | 380,000 (1) | | | | BAT International Finance PLC, 2.750%, 06/15/2020 | | | | | 376,178 | | | | | | 0.3 | | |
| | | 580,000 | | | | CVS Health Corp., 3.350%, 03/09/2021 | | | | | 579,233 | | | | | | 0.5 | | |
| | | 240,000 (1) | | | | Danone SA, 1.691%, 10/30/2019 | | | | | 236,523 | | | | | | 0.2 | ��� | |
| | | 285,000 (1) | | | | Halfmoon Parent, Inc., 3.200%, 09/17/2020 | | | | | 284,053 | | | | | | 0.2 | | |
| | | 210,000 (1) | | | | Imperial Brands Finance PLC, 2.950%, 07/21/2020 | | | | | 208,024 | | | | | | 0.2 | | |
| | | 432,000 | | | | Medtronic Global Holdings SCA, 1.700%, 03/28/2019 | | | | | 430,033 | | | | | | 0.4 | | |
| | | 200,000 (1) | | | | Seven & i Holdings Co. Ltd., 3.350%, 09/17/2021 | | | | | 200,124 | | | | | | 0.2 | | |
| | | 6,241,000 | | | | Other Securities | | | | | 6,193,138 | | | | | | 5.5 | | |
| | | | | | | | | | | | 9,899,729 | | | | | | 8.7 | | |
| | | | | | | Energy: 5.4% | | ||||||||||||
| | | 713,000 | | | | BP Capital Markets PLC, 2.315%-4.742%, 01/15/2020-11/28/2023 | | | | | 712,826 | | | | | | 0.6 | | |
| | | 250,000 (1) | | | | NGPL PipeCo LLC, 4.375%, 08/15/2022 | | | | | 253,125 | | | | | | 0.2 | | |
| | | 170,000 (1) | | | | Schlumberger Finance Canada Ltd, 2.200%, 11/20/2020 | | | | | 166,030 | | | | | | 0.2 | | |
| | | 130,000 (1) | | | | Schlumberger Norge AS, 4.200%, 01/15/2021 | | | | | 131,997 | | | | | | 0.1 | | |
| | | 979,000 | | | | Shell International Finance BV, 1.375%-2.125%, 11/10/2018-09/12/2021 | | | | | 958,037 | | | | | | 0.8 | | |
| | | 3,900,000 (2) | | | | Other Securities | | | | | 3,921,865 | | | | | | 3.5 | | |
| | | | | | | | | | | | 6,143,880 | | | | | | 5.4 | | |
| | | | | | | Financial: 25.3% | | ||||||||||||
| | | 210,000 (1) | | | | ABN AMRO Bank NV, 2.450%, 06/04/2020 | | | | | 207,499 | | | | | | 0.2 | | |
Voya Short Term Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 200,000 (1) | | | | ABN AMRO Bank NV, 3.400%, 08/27/2021 | | | | $ | 199,308 | | | | | | 0.2 | | |
| | | 145,000 | | | | American Express Co., 3.700%, 08/03/2023 | | | | | 144,382 | | | | | | 0.1 | | |
| | | 195,000 | | | | American Express Credit Corp., 1.875%, 05/03/2019 | | | | | 194,105 | | | | | | 0.2 | | |
| | | 200,000 (1) | | | | ANZ New Zealand Int’l Ltd./London, 2.200%, 07/17/2020 | | | | | 196,029 | | | | | | 0.2 | | |
| | | 285,000 (1) | | | | Athene Global Funding, 2.750%, 04/20/2020 | | | | | 281,490 | | | | | | 0.2 | | |
| | | 550,000 | | | | Bank of America Corp., 2.151%, 11/09/2020 | | | | | 538,383 | | | | | | 0.5 | | |
| | | 573,000 (3) | | | | Bank of America Corp., 2.600%-3.004%, 01/15/2019-12/20/2023 | | | | | 561,745 | | | | | | 0.5 | | |
| | | 200,000 (1) | | | | Banque Federative du Credit Mutuel SA, 2.200%, 07/20/2020 | | | | | 196,081 | | | | | | 0.2 | | |
| | | 400,000 (1) | | | | BPCE SA, 2.750%, 01/11/2023 | | | | | 382,603 | | | | | | 0.3 | | |
| | | 250,000 | | | | Citibank NA, 2.000%, 03/20/2019 | | | | | 249,346 | | | | | | 0.2 | | |
| | | 433,000 | | | | Citigroup, Inc., 2.050%, 12/07/2018 | | | | | 432,626 | | | | | | 0.4 | | |
| | | 344,000 | | | | Citigroup, Inc., 2.700%, 03/30/2021 | | | | | 338,236 | | | | | | 0.3 | | |
| | | 207,000 (1) | | | | Commonwealth Bank of Australia, 2.250%, 03/10/2020 | | | | | 204,394 | | | | | | 0.2 | | |
| | | 410,000 | | | | Cooperatieve Rabobank UA/NY, 2.250%, 01/14/2019 | | | | | 409,666 | | | | | | 0.3 | | |
| | | 180,000 | | | | Cooperatieve Rabobank UA, 4.500%, 01/11/2021 | | | | | 184,442 | | | | | | 0.2 | | |
| | | 200,000 | | | | Credit Suisse AG, 5.300%, 08/13/2019 | | | | | 204,037 | | | | | | 0.2 | | |
| | | 360,000 | | | | Credit Suisse Group Funding Guernsey Ltd., 3.125%, 12/10/2020 | | | | | 357,263 | | | | | | 0.3 | | |
| | | 200,000 (1) | | | | Danske Bank A/S, 2.800%, 03/10/2021 | | | | | 195,214 | | | | | | 0.2 | | |
| | | 150,000 | | | | Discover Bank, 2.600%, 11/13/2018 | | | | | 149,994 | | | | | | 0.1 | | |
| | | 300,000 (1) | | | | Federation des Caisses Desjardins du Quebec, 2.250%, 10/30/2020 | | | | | 293,502 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 127,000 | | | | Goldman Sachs Group, Inc./The, 2.300%, 12/13/2019 | | | | $ | 125,919 | | | | | | 0.1 | | |
| | | 600,000 | | | | Goldman Sachs Group, Inc./The, 2.600%, 12/27/2020 | | | | | 590,658 | | | | | | 0.5 | | |
| | | 425,000 | | | | Goldman Sachs Group, Inc., 2.550%, 10/23/2019 | | | | | 423,201 | | | | | | 0.4 | | |
| | | 470,000 | | | | HSBC Holdings PLC, 3.400%, 03/08/2021 | | | | | 469,006 | | | | | | 0.4 | | |
| | | 200,000 | | | | HSBC USA, Inc., 5.000%, 09/27/2020 | | | | | 205,820 | | | | | | 0.2 | | |
| | | 260,000 (1) | | | | ING Bank NV, 1.650%, 08/15/2019 | | | | | 257,185 | | | | | | 0.2 | | |
| | | 893,000 | | | | JPMorgan Chase & Co., 2.550%, 03/01/2021 | | | | | 877,222 | | | | | | 0.8 | | |
| | | 100,000 | | | | JPMorgan Chase & Co., 3.200%, 01/25/2023 | | | | | 98,602 | | | | | | 0.1 | | |
| | | 250,000 (3) | | | | JPMorgan Chase Bank NA, 2.604%, 02/01/2021 | | | | | 248,004 | | | | | | 0.2 | | |
| | | 175,000 (1) | | | | Lloyds Bank PLC, 6.500%, 09/14/2020 | | | | | 183,451 | | | | | | 0.2 | | |
| | | 427,000 (1) | | | | Mizuho Financial Group, Inc., 2.632%, 04/12/2021 | | | | | 416,666 | | | | | | 0.4 | | |
| | | 921,000 | | | | Morgan Stanley, 2.200%-5.625%, 12/07/2018-07/28/2021 | | | | | 931,898 | | | | | | 0.8 | | |
| | | 612,000 | | | | National Rural Utilities Cooperative Finance Corp., 1.500%-2.350%, 11/01/2019-06/15/2020 | | | | | 603,217 | | | | | | 0.5 | | |
| | | 200,000 (1) | | | | Nationwide Building Society, 2.350%, 01/21/2020 | | | | | 198,051 | | | | | | 0.2 | | |
| | | 280,000 (1) | | | | Nordea Bank AB, 4.875%, 01/27/2020 | | | | | 286,162 | | | | | | 0.2 | | |
| | | 200,000 (1) | | | | Nordea Bank AB, 4.875%, 05/13/2021 | | | | | 204,618 | | | | | | 0.2 | | |
| | | 140,000 (1) | | | | Nuveen Finance LLC, 2.950%, 11/01/2019 | | | | | 139,842 | | | | | | 0.1 | | |
| | | 680,000 | | | | PNC Bank NA, 2.400%, 10/18/2019 | | | | | 676,825 | | | | | | 0.6 | | |
| | | 560,000 | | | | PNC Bank NA, 2.600%-2.700%, 07/21/2020-11/01/2022 | | | | | 548,770 | | | | | | 0.5 | | |
Voya Short Term Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 190,000 (1) | | | | Protective Life Global Funding, 2.161%, 09/25/2020 | | | | $ | 185,617 | | | | | | 0.2 | | |
| | | 175,000 | (1)(4) | | Realogy Group LLC / Realogy Co-Issuer Corp., 5.250%, 12/01/2021 | | | | | 176,094 | | | | | | 0.1 | | | |
| | | 456,000 | | | | Royal Bank of Canada, 2.125%, 03/02/2020 | | | | | 451,302 | | | | | | 0.4 | | |
| | | 465,000 | | | | Royal Bank of Scotland Group PLC, 6.400%, 10/21/2019 | | | | | 478,900 | | | | | | 0.4 | | |
| | | 363,000 (1) | | | | Scentre Group Trust 1 / Scentre Group Trust 2, 2.375%, 11/05/2019 | | | | | 359,096 | | | | | | 0.3 | | |
| | | 265,000 (1) | | | | Standard Chartered PLC, 2.100%, 08/19/2019 | | | | | 262,855 | | | | | | 0.2 | | |
| | | 560,000 (1) | | | | Standard Chartered PLC, 2.250%, 04/17/2020 | | | | | 550,299 | | | | | | 0.5 | | |
| | | 186,000 | | | | Sumitomo Mitsui Financial Group, Inc., 2.934%, 03/09/2021 | | | | | 183,548 | | | | | | 0.1 | | |
| | | 550,000 | | | | Sumitomo Mitsui Banking Corp., 1.966%-2.514%, 01/11/2019-01/17/2020 | | | | | 547,411 | | | | | | 0.5 | | |
| | | 200,000 (1) | | | | Swiss Re Treasury US Corp., 2.875%, 12/06/2022 | | | | | 194,046 | | | | | | 0.2 | | |
| | | 115,000 | | | | Toronto-Dominion Bank/ The, 3.150%, 09/17/2020 | | | | | 115,171 | | | | | | 0.1 | | |
| | | 710,000 | | | | Toronto-Dominion Bank, 2.250%, 11/05/2019 | | | | | 705,171 | | | | | | 0.6 | | |
| | | 200,000 (1) | | | | UBS AG/London, 2.200%, 06/08/2020 | | | | | 196,480 | | | | | | 0.2 | | |
| | | 250,000 | | | | UBS AG/Stamford CT, 2.350%, 03/26/2020 | | | | | 247,051 | | | | | | 0.2 | | |
| | | 200,000 (1) | | | | UBS Group Funding Switzerland AG, 2.650%, 02/01/2022 | | | | | 193,389 | | | | | | 0.2 | | |
| | | 460,000 | | | | Wells Fargo Bank NA, 2.150%, 12/06/2019 | | | | | 455,643 | | | | | | 0.4 | | |
| | | 251,000 | | | | Wells Fargo & Co., 2.100%-4.125%, 07/26/2021-08/15/2023 | | | | | 246,166 | | | | | | 0.2 | | |
| | | 9,837,000 | | | | Other Securities | | | | | 9,778,196 | | | | | | 8.6 | | |
| | | | | | | | | | | | 28,731,897 | | | | | | 25.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Industrial: 3.2% | | ||||||||||||
| | | 300,000 (1) | | | | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 4.625%, 05/15/2023 | | | | $ | 298,125 | | | | | | 0.3 | | |
| | | 460,000 | | | | Caterpillar Financial Services Corp., 2.250%, 12/01/2019 | | | | | 456,870 | | | | | | 0.4 | | |
| | | 110,000 | | | | Caterpillar Financial Services Corp., 3.150%, 09/07/2021 | | | | | 109,858 | | | | | | 0.1 | | |
| | | 300,000 (1) | | | | Owens-Brockway Glass Container, Inc., 5.000%, 01/15/2022 | | | | | 303,750 | | | | | | 0.3 | | |
| | | 200,000 (1) | | | | Rolls-Royce PLC, 2.375%, 10/14/2020 | | | | | 195,863 | | | | | | 0.2 | | |
| | | 275,000 (1) | | | | SMBC Aviation Capital Finance DAC, 4.125%, 07/15/2023 | | | | | 275,588 | | | | | | 0.2 | | |
| | | 1,993,000 | | | | Other Securities | | | | | 1,971,377 | | | | | | 1.7 | | |
| | | | | | | | | | | | 3,611,431 | | | | | | 3.2 | | |
| | | | | | | Technology: 5.4% | | ||||||||||||
| | | 930,000 | | | | Apple, Inc., 1.800%-2.000%, 02/07/2020-11/13/2020 | | | | | 915,821 | | | | | | 0.8 | | |
| | | 740,000 (1) | | | | Dell International LLC / EMC Corp., 4.420%, 06/15/2021 | | | | | 751,425 | | | | | | 0.6 | | |
| | | 300,000 (1) | | | | First Data Corp., 5.375%, 08/15/2023 | | | | | 305,325 | | | | | | 0.3 | | |
| | | 170,000 | | | | Intel Corp., 1.850%, 05/11/2020 | | | | | 167,318 | | | | | | 0.1 | | |
| | | 637,000 | | | | Intel Corp., 2.450%, 07/29/2020 | | | | | 631,690 | | | | | | 0.6 | | |
| | | 462,000 | | | | NVIDIA Corp., 2.200%, 09/16/2021 | | | | | 449,243 | | | | | | 0.4 | | |
| | | 300,000 (1) | | | | IQVIA, Inc., 4.875%, 05/15/2023 | | | | | 303,000 | | | | | | 0.3 | | |
| | | 2,606,000 | | | | Other Securities | | | | | 2,573,444 | | | | | | 2.3 | | |
| | | | | | | | | | | | 6,097,266 | | | | | | 5.4 | | |
| | | | | | | Utilities: 4.8% | | ||||||||||||
| | | 449,000 | | | | Black Hills Corp., 2.500%, 01/11/2019 | | | | | 448,516 | | | | | | 0.4 | | |
| | | 330,000 | | | | Black Hills Corp., 5.875%, 07/15/2020 | | | | | 342,862 | | | | | | 0.3 | | |
| | | 525,000 | | | | Duke Energy Corp., 1.800%, 09/01/2021 | | | | | 502,071 | | | | | | 0.4 | | |
Voya Short Term Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Utilities (continued) | | ||||||||||||
| | | 120,000 | | | | Duke Energy Progress LLC, 3.375%, 09/01/2023 | | | | $ | 119,715 | | | | | | 0.1 | | |
| | | 4,124,000 | | | | Other Securities | | | | | 4,071,061 | | | | | | 3.6 | | |
| | | | | | | | | | | | 5,484,225 | | | | | | 4.8 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $73,127,895) | | | | | 72,416,245 | | | | | | 63.8 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 2.1% | | ||||||||||||||||||
| | | 252,321 | | | | Fannie Mae Interest Strip Series 404 8, 3.000%, 05/25/2040 | | | | | 240,243 | | | | | | 0.2 | | |
| | | 159,685 | | | | Fannie Mae REMIC Trust 2009-49 KB, 5.000%, 07/25/2024 | | | | | 160,381 | | | | | | 0.1 | | |
| | | 134,815 | | | | Fannie Mae REMIC Trust 2010-137 XP, 4.500%, 10/25/2040 | | | | | 139,234 | | | | | | 0.1 | | |
| | | 56,368 | | | | Fannie Mae REMIC Trust 2010-19 PB, 3.000%, 12/25/2039 | | | | | 55,427 | | | | | | 0.1 | | |
| | | 241,887 | | | | Fannie Mae REMIC Trust 2010-54 LC, 3.000%, 04/25/2040 | | | | | 238,612 | | | | | | 0.2 | | |
| | | 443,032 | | | | Freddie Mac REMIC Trust 2103 TE, 6.000%, 12/15/2028 | | | | | 480,182 | | | | | | 0.4 | | |
| | | 254,418 | | | | Ginnie Mae Series 2012-52 PV, 2.500%, 12/20/2039 | | | | | 249,321 | | | | | | 0.2 | | |
| | | 615,422 (3) | | | | Ginnie Mae Series 2014-53 JM, 7.127%, 04/20/2039 | | | | | 680,275 | | | | | | 0.6 | | |
| | | 171,033 (3) | | | | Wells Fargo Mortgage Backed Securities 2005-AR16 2A1, 3.804%, 02/25/2034 | | | | | 176,297 | | | | | | 0.2 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $2,487,966) | | | | | 2,419,972 | | | | | | 2.1 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS(5): 0.9% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 0.6%(5) | | ||||||||||||
| | | 595,328 | | | | 5.500%, 01/01/2037- 02/01/2039 | | | | | 640,000 | | | | | | 0.6 | | |
| | | | | | | Federal National Mortgage Association: 0.3%(5) | | ||||||||||||
| | | 372,459 | | | | 5.000%, 01/01/2023- 07/01/2034 | | | | | 390,293 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS(5) (continued) | | ||||||||||||||||||
| | | | | | | Federal National Mortgage Association (continued) | | ||||||||||||
| | | | | | | Total U.S. Government Agency Obligations (Cost $1,037,206) | | | | | 1,030,293 | | | | | | 0.9 | | |
| FOREIGN GOVERNMENT BONDS: 0.1% | | ||||||||||||||||||
| | | 58,000 | | | | Other Securities | | | | $ | 56,965 | | | | | | 0.1 | | |
| | | | | | | Total Foreign Government Bonds (Cost $57,829) | | | | | 56,965 | | | | | | 0.1 | | |
| ASSET-BACKED SECURITIES: 16.7% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 6.9% | | ||||||||||||
| | | 150,000 | | | | Ally Auto Receivables Trust 2017-2 A4, 2.100%, 03/15/2022 | | | | | 147,443 | | | | | | 0.1 | | |
| | | 350,000 | | | | Ally Auto Receivables Trust 2017-3 A4, 2.010%, 03/15/2022 | | | | | 343,542 | | | | | | 0.3 | | |
| | | 200,000 | | | | Ally Auto Receivables Trust 2018-3 A4, 3.120%, 07/17/2023 | | | | | 199,408 | | | | | | 0.2 | | |
| | | 250,000 | | | | CarMax Auto Owner Trust 2017-1 A4, 2.270%, 09/15/2022 | | | | | 245,398 | | | | | | 0.2 | | |
| | | 450,000 | | | | CarMax Auto Owner Trust 2017-3 A4, 2.220%, 11/15/2022 | | | | | 439,693 | | | | | | 0.4 | | |
| | | 450,000 | | | | CarMax Auto Owner Trust 2018-1 A4, 2.640%, 06/15/2023 | | | | | 443,118 | | | | | | 0.4 | | |
| | | 600,000 (1) | | | | Chrysler Capital Auto Receivables Trust 2016-BA A4, 1.870%, 02/15/2022 | | | | | 590,816 | | | | | | 0.5 | | |
| | | 250,000 | | | | Ford Credit Auto Lease Trust 2018-B A4, 3.300%, 02/15/2022 | | | | | 250,374 | | | | | | 0.2 | | |
| | | 400,000 | | | | Ford Credit Auto Owner Trust 2018-A A4, 3.160%, 10/15/2023 | | | | | 400,290 | | | | | | 0.4 | | |
| | | 150,000 | | | | GM Financial Automobile Leasing Trust 2018-1 A3, 2.610%, 01/20/2021 | | | | | 149,159 | | | | | | 0.1 | | |
| | | 350,000 | | | | GM Financial Automobile Leasing Trust 2018-1 A4, 2.680%, 12/20/2021 | | | | | 347,179 | | | | | | 0.3 | | |
Voya Short Term Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
| | | 500,000 | | | | GM Financial Automobile Leasing Trust 2018-1 B, 2.870%, 12/20/2021 | | | | | 495,865 | | | | | | 0.5 | | |
| | | 150,000 | | | | GM Financial Automobile Leasing Trust 2018-3 A4, 3.300%, 07/20/2022 | | | | | 149,981 | | | | | | 0.1 | | |
| | | 350,000 | | | | GM Financial Consumer Automobile Receivables Trust 2018-3 A4, 3.160%, 01/16/2024 | | | | | 349,148 | | | | | | 0.3 | | |
| | | 540,000 | | | | Nissan Auto Receivables 2016-B A4, 1.540%, 10/17/2022 | | | | $ | 528,166 | | | | | | 0.4 | | |
| | | 200,000 | | | | Nissan Auto Receivables 2017-B A4, 1.950%, 10/16/2023 | | | | | 194,826 | | | | | | 0.2 | | |
| | | 200,000 (1) | | | | OSCAR US Funding Trust VI LLC 2017-1A A3, 2.820%, 06/10/2021 | | | | | 199,438 | | | | | | 0.2 | | |
| | | 500,000 (1) | | | | OSCAR US Funding Trust VII LLC 2017-2A A3, 2.450%, 12/10/2021 | | | | | 493,613 | | | | | | 0.4 | | |
| | | 200,000 (1) | | | | Santander Retail Auto Lease Trust 2017-A A3, 2.220%, 01/20/2021 | | | | | 198,061 | | | | | | 0.2 | | |
| | | 150,000 (1) | | | | Santander Retail Auto Lease Trust 2017-A A4, 2.370%, 01/20/2022 | | | | | 148,070 | | | | | | 0.1 | | |
| | | 450,000 | | | | Toyota Auto Receivables 2017-B Owner Trust A4, 2.050%, 09/15/2022 | | | | | 442,257 | | | | | | 0.4 | | |
| | | 250,000 | | | | Toyota Auto Receivables 2017-C A4 Owner Trust, 1.980%, 12/15/2022 | | | | | 244,447 | | | | | | 0.2 | | |
| | | 100,000 | | | | Toyota Auto Receivables 2018-C A4 Owner Trust, 3.130%, 02/15/2024 | | | | | 99,831 | | | | | | 0.1 | | |
| | | 800,000 | | | | Other Securities | | | | | 790,879 | | | | | | 0.7 | | |
| | | | | | | | | | | | 7,891,002 | | | | | | 6.9 | | |
| | | | | | | Credit Card Asset-Backed Securities: 2.4% | | ||||||||||||
| | | 450,000 | | | | American Express Credit Account Master Trust 2017-1 B, 2.100%, 09/15/2022 | | | | | 444,325 | | | | | | 0.4 | | |
| | | 300,000 | | | | American Express Credit Account Master Trust 2018-4 A, 2.990%, 12/15/2023 | | | | | 299,176 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Credit Card Asset-Backed Securities (continued) | | ||||||||||||
| | | 100,000 | | | | Discover Card Execution Note Trust 018-A4 A4, 3.110%, 01/16/2024 | | | | | 100,003 | | | | | | 0.1 | | |
| | | 450,000 | | | | Discover Card Execution Note Trust 2017-A2 A2, 2.390%, 07/15/2024 | | | | | 438,711 | | | | | | 0.4 | | |
| | | 400,000 | | | | Discover Card Execution Note Trust 2017-A6 A6, 1.880%, 02/15/2023 | | | | | 391,839 | | | | | | 0.3 | | |
| | | 600,000 (1) | | | | Evergreen Credit Card Trust Series 2018-1 A, 2.950%, 03/15/2023 | | | | $ | 596,433 | | | | | | 0.5 | | |
| | | 400,000 | | | | Other Securities | | | | | 399,495 | | | | | | 0.4 | | |
| | | | | | | | | | | | 2,669,982 | | | | | | 2.4 | | |
| | | | | | | Home Equity Asset-Backed Securities: 0.0% | | ||||||||||||
| | | 4,802 | | | | Other Securities | | | | | 4,818 | | | | | | 0.0 | | |
| | | | | | | Other Asset-Backed Securities: 6.5% | | ||||||||||||
| | | 400,000 (1) | | | | ARES XLVI CLO Ltd. 2017-46A A2, 3.569%, (US0003M + 1.230%), 01/15/2030 | | | | | 400,506 | | | | | | 0.4 | | |
| | | 250,000 (1) | | | | Babson CLO Ltd. 2017-1A A2, 3.683%, (US0003M + 1.350%), 07/18/2029 | | | | | 250,096 | | | | | | 0.2 | | |
| | | 250,000 (1) | | | | Benefit Street Partners CLO VIII Ltd. 2015-8A A1BR, 3.548%, (US0003M + 1.200%), 01/20/2031 | | | | | 247,801 | | | | | | 0.2 | | |
| | | 560,000 (1) | | | | Benefit Street Partners CLO X Ltd. 2016-10A A1, 3.829%, (US0003M + 1.490%), 01/15/2029 | | | | | 560,331 | | | | | | 0.5 | | |
| | | 410,000 (1) | | | | Carlyle Global Market Strategies CLO Ltd. 2017-1A A1A, 3.648%, (US0003M + 1.300%), 04/20/2031 | | | | | 410,812 | | | | | | 0.4 | | |
| | | 250,000 (1) | | | | Cedar Funding VIII Clo Ltd. 2017-8A A1, 3.586%, (US0003M + 1.250%), 10/17/2030 | | | | | 250,257 | | | | | | 0.2 | | |
| | | 250,000 (1) | | | | CIFC Funding 2013-2A A1LR, 3.543%, (US0003M + 1.210%), 10/18/2030 | | | | | 250,270 | | | | | | 0.2 | | |
Voya Short Term Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 250,000 (1) | | | | CIFC Funding 2015-IA ARR Ltd., 3.457%, (US0003M + 1.110%), 01/22/2031 | | | | | 249,632 | | | | | | 0.2 | | |
| | | 250,000 (1) | | | | CIFC Funding 2016-1A A, 3.827%, (US0003M + 1.480%), 10/21/2028 | | | | | 250,503 | | | | | | 0.3 | | |
| | | 250,000 (1) | | | | Deer Creek Clo Ltd. 2017-1A A, 3.528%, (US0003M + 1.180%), 10/20/2030 | | | | | 250,075 | | | | | | 0.2 | | |
| | | 250,000 (1) | | | | Dryden Senior Loan Fund 2017-47A A2, 3.689%, (US0003M + 1.350%), 04/15/2028 | | | | | 250,133 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 360,000 (1) | | | | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 3.514%, (US0003M + 1.200%), 08/15/2030 | | | | $ | 360,095 | | | | | | 0.3 | | |
| | | 250,000 (1) | | | | Eaton Vance Clo 2015-1A A2R Ltd., 3.598%, (US0003M + 1.250%), 01/20/2030 | | | | | 249,367 | | | | | | 0.2 | | |
| | | 250,000 (1) | | | | Galaxy XIX CLO Ltd. 2015-19A A1R, 3.562%, (US0003M + 1.220%), 07/24/2030 | | | | | 250,141 | | | | | | 0.2 | | |
Voya Short Term Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 330,000 (1) | | | | LCM XXIII Ltd. 23A A1, 3.748%, (US0003M + 1.400%), 10/20/2029 | | | | | 331,275 | | | | | | 0.3 | | |
| | | 250,000 (1) | | | | Magnetite XII Ltd. 2015-12A ARR, 3.242%, (US0003M + 1.100%), 10/15/2031 | | | | | 249,999 | | | | | | 0.2 | | |
| | | 250,000 (1) | | | | Octagon Investment Partners 30 Ltd. 2017-1A A1, 3.668%, (US0003M + 1.320%), 03/17/2030 | | | | | 251,250 | | | | | | 0.3 | | |
| | | 250,000 (1) | | | | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 3.714%, (US0003M + 1.375%), 07/15/2029 | | | | | 249,626 | | | | | | 0.2 | | |
| | | 250,000 (1) | | | | Octagon Investment Partners XV Ltd. 2013-1A A2R, 3.692%, (US0003M + 1.350%), 07/19/2030 | | | | | 250,517 | | | | | | 0.2 | | |
| | | 260,000 (1) | | | | OHA Loan Funding Ltd. 2015-1A AR, 3.724%, (US0003M + 1.410%), 08/15/2029 | | | | | 261,100 | | | | | | 0.2 | | |
| | | 250,000 (1) | | | | Palmer Square CLO 2013-2A AARR Ltd., 3.649%, (US0003M + 1.200%), 10/17/2031 | | | | | 250,000 | | | | | | 0.2 | | |
| | | 250,000 (1) | | | | Palmer Square CLO 2015-2A A1AR Ltd., 3.618%, (US0003M + 1.270%), 07/20/2030 | | | | | 250,441 | | | | | | 0.2 | | |
| | | 250,000 (1) | | | | Palmer Square CLO 2015-2A A1BR Ltd., 3.698%, (US0003M + 1.350%), 07/20/2030 | | | | | 250,603 | | | | | | 0.3 | | |
| | | 250,000 (1) | | | | THL Credit Wind River 2017-2A A CLO Ltd., 3.578%, (US0003M + 1.230%), 07/20/2030 | | | | $ | 250,218 | | | | | | 0.2 | | |
| | | 300,000 (1) | | | | Trafigura Securitisation Finance PLC 2018-1A A2, 3.730%, 03/15/2022 | | | | | 299,985 | | | | | | 0.3 | | |
| | | 100,000 (1) | | | | Volvo Financial Equipment LLC Series 2017-1A A4, 2.210%, 11/15/2021 | | | | | 98,385 | | | | | | 0.1 | | |
| | | 150,000 | | | | Other Securities | | | | | 145,744 | | | | | | 0.1 | | |
| | | | | | | | | | | | 7,369,162 | | | | | | 6.5 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Student Loan Asset-Backed Securities: 0.9% | | ||||||||||||
| | | 250,000 (1) | | | | DRB Prime Student Loan Trust 2017-A A2B, 2.850%, 05/27/2042 | | | | | 243,173 | | | | | | 0.2 | | |
| | | 450,000 (1) | | | | Laurel Road Prime Student Loan Trust 2018-B A2FX, 3.540%, 05/26/2043 | | | | | 449,055 | | | | | | 0.4 | | |
| | | 300,000 (1) | | | | Navient Private Education Loan Trust 2014-AA A3, 3.758%, (US0001M + 1.600%), 10/15/2031 | | | | | 309,607 | | | | | | 0.3 | | |
| | | | | | | | | | | | 1,001,835 | | | | | | 0.9 | | |
| | | | | | | Total Asset-Backed Securities (Cost $19,065,863) | | | | | 18,936,799 | | | | | | 16.7 | | |
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 9.0% | | ||||||||||||||||||
| | | 147,183 (1) | | | | Americold LLC 2010 Trust ARTA A2FL, 3.634%, (US0001M + 1.500%), 01/14/2029 | | | | | 147,213 | | | | | | 0.1 | | |
| | | 410,000 | (1)(3) | | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 D, 5.911%, 04/12/2038 | | | | | 419,817 | | | | | | 0.4 | | | |
| | | 540,000 (1) | | | | BXMT 2017-FL1 A Ltd., 3.028%, (US0001M + 0.870%), 06/15/2035 | | | | | 540,846 | | | | | | 0.5 | | |
| | | 422,795 | | | | Citigroup/Deutsche Bank Commercial Mortgage Trust 2006-CD3 AM, 5.648%, 10/15/2048 | | | | | 435,642 | | | | | | 0.4 | | |
| | | 1,480 | | | | COMM 2013-LC13 A2, 3.009%, 08/10/2046 | | | | | 1,479 | | | | | | 0.0 | | |
| | | 430,000 | | | | COMM 2013-LC6 B Mortgage Trust, 3.739%, 01/10/2046 | | | | | 422,066 | | | | | | 0.4 | | |
Voya Short Term Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 92,797 | | | | COMM 2014-CR14 A2, 3.147%, 02/10/2047 | | | | $ | 92,801 | | | | | | 0.1 | | |
| | | 161,382 | | | | COMM 2014-CR17 A2, 3.012%, 05/10/2047 | | | | | 161,492 | | | | | | 0.1 | | |
| | | 793,000 | (1)(3) | | DBUBS 2011-LC1A E, 5.884%, 11/10/2046 | | | | | 818,886 | | | | | | 0.7 | | | |
| | | 7,692,444 | (3)(6) | | Freddie Mac Multifamily Structured Pass Through Certificates K045 x1, 0.577%, 01/25/2025 | | | | | 186,167 | | | | | | 0.1 | | | |
| | | 310,000 | (1)(3) | | FREMF Mortgage Trust 2012-K709 B, 3.872%, 04/25/2045 | | | | | 310,648 | | | | | | 0.3 | | | |
| | | 113,228 | (1)(3) | | GCCFC Commercial Mortgage Trust 2004-GG1 F, 6.603%, 06/10/2036 | | | | | 112,587 | | | | | | 0.1 | | | |
| | | 128,149 (3) | | | | Ginnie Mae 2011-53 B, 4.397%, 05/16/2051 | | | | | 129,959 | | | | | | 0.1 | | |
| | | 267,293 | | | | Ginnie Mae 2014-168 DA, 2.400%, 06/16/2046 | | | | | 259,328 | | | | | | 0.2 | | |
| | | 268,256 | | | | Ginnie Mae 2015-183 AC, 2.350%, 07/16/2056 | | | | | 257,795 | | | | | | 0.2 | | |
| | | 70,718 (3) | | | | Ginnie Mae 2015-21 AF, 2.074%, 07/16/2048 | | | | | 68,012 | | | | | | 0.1 | | |
| | | 135,504 | | | | Ginnie Mae 2015-81 AC, 2.400%, 01/16/2056 | | | | | 130,215 | | | | | | 0.1 | | |
| | | 200,528 | | | | Ginnie Mae 2016-110 AB, 2.000%, 05/16/2049 | | | | | 191,795 | | | | | | 0.2 | | |
| | | 87,581 | | | | Ginnie Mae 2016-86 AB, 2.500%, 09/16/2056 | | | | | 85,123 | | | | | | 0.1 | | |
| | | 401,066 | | | | Ginnie Mae 2017-100 AB, 2.300%, 04/16/2052 | | | | | 388,109 | | | | | | 0.3 | | |
| | | 204,847 | | | | Ginnie Mae 2017-51 AB, 2.350%, 04/16/2057 | | | | | 198,671 | ��� | | | | | 0.2 | | |
| | | 87,268 | | | | Ginnie Mae 2017-69 AB, 2.350%, 05/16/2053 | | | | | 84,553 | | | | | | 0.1 | | |
| | | 146,819 | | | | Ginnie Mae 2017-70 A, 2.500%, 10/16/2057 | | | | | 142,082 | | | | | | 0.1 | | |
| | | 547,379 | | | | Ginnie Mae 2017-86 AB, 2.300%, 11/16/2051 | | | | | 527,675 | | | | | | 0.5 | | |
| | | 342,805 | | | | Ginnie Mae 2017-89 A, 2.500%, 08/16/2057 | | | | | 332,323 | | | | | | 0.3 | | |
| | | 149,378 | | | | Ginnie Mae 2018-41 A, 2.400%, 09/16/2058 | | | | | 143,886 | | | | | | 0.1 | | |
| | | 290,000 | (1)(3) | | GS Mortgage Securities Trust 2012-GC6 C, 5.840%, 01/10/2045 | | | | | 302,591 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 22,615 | (1)(3) | | JP Morgan Chase Commercial Mortgage Securities Trust 2003-CB6 H, 5.379%, 07/12/2037 | | | | $ | 22,490 | | | | | | 0.0 | | | |
| | | 1,040,000 | (1)(3) | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 B, 5.586%, 08/15/2046 | | | | | 1,081,408 | | | | | | 1.0 | | | |
| | | 340,000 (3) | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 B, 3.674%, 12/15/2047 | | | | | 335,854 | | | | | | 0.3 | | |
| | | 154,889 | | | | JPMBB Commercial Mortgage Securities Trust 2 2014-C19 A2, 3.046%, 04/15/2047 | | | | | 154,939 | | | | | | 0.1 | | |
| | | 72,356 | | | | JPMBB Commercial Mortgage Securities Trust 2013-C15 A2, 2.977%, 11/15/2045 | | | | | 72,284 | | | | | | 0.1 | | |
| | | 230,000 | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 A3, 3.669%, 02/15/2047 | | | | | 231,448 | | | | | | 0.2 | | |
| | | 600,000 | (1)(3) | | Morgan Stanley Capital I Trust 2011-C1 D, 5.599%, 09/15/2047 | | | | | 615,953 | | | | | | 0.5 | | | |
| | | 290,000 (1) | | | | Morgan Stanley Capital I Trust 2011-C1 J, 4.193%, 09/15/2047 | | | | | 289,966 | | | | | | 0.3 | | |
| | | 569,827 | | | | Other Securities | | | | | 570,195 | | | | | | 0.5 | | |
| | | | | | | Total Commercial Mortgage-Backed Securities (Cost $10,470,678) | | | | | 10,266,298 | | | | | | 9.0 | | |
| U.S. TREASURY OBLIGATIONS: 7.0% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Notes: 7.0% | | ||||||||||||
| | | 4,827,000 | | | | 1.500%, 10/31/2019 | | | | | 4,767,040 | | | | | | 4.2 | | |
| | | 4,000 | | | | 2.750%, 08/15/2021 | | | | | 3,986 | | | | | | 0.0 | | |
| | | 2,644,000 | | | | 2.750%, 09/15/2021 | | | | | 2,634,291 | | | | | | 2.3 | | |
| | | 564,000 | | | | 2.750%, 08/31/2023 | | | | | 559,164 | | | | | | 0.5 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $7,979,188) | | | | | 7,964,481 | | | | | | 7.0 | | |
| | | | | | | Total Long-Term Investments (Cost $114,226,625) | | | | | 113,091,053 | | | | | | 99.6 | | |
|
Voya Short Term Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 0.3% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(7): 0.3% | | ||||||||||||
| | | 312,952 | | | | Bank of Montreal, Repurchase Agreement dated 09/28/18, 2.22%, due 10/01/18 (Repurchase Amount $313,009, collateralized by various U.S. Government Securities, 0.000%-4.250%, Market Value plus accrued interest $319,211, due 12/06/18-09/09/49) (Cost $312,952) | | | | $ | 312,952 | | | | | | 0.3 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.0% | | ||||||||||||
| | | 7,000 (8) | | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.980% (Cost $7,000) | | | | | 7,000 | | | | | | 0.0 | | |
| | | | | | | Total Short-Term Investments (Cost $319,952) | | | | | 319,952 | | | | | | 0.3 | | |
| | | | | | | Total Investments in Securities (Cost $114,546,577) | | | | $ | 113,411,005 | | | | | | 99.9 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 131,654 | | | | | | 0.1 | | |
| | | | | | | Net Assets | | | | $ | 113,542,659 | | | | | | 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 September 30, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Corporate Bonds/Notes | | | | $ | — | | | | | $ | 72,416,245 | | | | | $ | — | | | | | $ | 72,416,245 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 2,419,972 | | | | | | — | | | | | | 2,419,972 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 7,964,481 | | | | | | — | | | | | | 7,964,481 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 1,030,293 | | | | | | — | | | | | | 1,030,293 | | |
Asset-Backed Securities | | | | | — | | | | | | 18,936,799 | | | | | | — | | | | | | 18,936,799 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 10,266,298 | | | | | | — | | | | | | 10,266,298 | | |
Foreign Government Bonds | | | | | — | | | | | | 56,965 | | | | | | — | | | | | | 56,965 | | |
Short-Term Investments | | | | | 7,000 | | | | | | 312,952 | | | | | | — | | | | | | 319,952 | | |
Total Investments, at fair value | | | | $ | 7,000 | | | | | $ | 113,404,005 | | | | | $ | — | | | | | $ | 113,411,005 | | |
|
Voya Short Term Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at September 30, 2018 | | ||||||||||||
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 108,870 | | | | | | — | | | | | | — | | | | | | 108,870 | | |
Total Assets | | | | $ | 115,870 | | | | | $ | 113,404,005 | | | | | $ | — | | | | | $ | 113,519,875 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Premium Swaptions | | | | $ | — | | | | | $ | (4,164) | | | | | $ | — | | | | | $ | (4,164) | | |
Futures | | | | | (78,358) | | | | | | — | | | | | | — | | | | | | (78,358) | | |
Total Liabilities | | | | $ | (78,358) | | | | | $ | (4,164) | | | | | $ | — | | | | | $ | (82,522) | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 2-Year Note | | | | | 125 | | | | | | 12/31/18 | | | | | $ | 26,341,797 | | | | | $ | (78,358) | | |
| | | | | | | | | | | | | | | | $ | 26,341,797 | | | | | $ | (78,358) | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | | | (7) | | | | | | 12/19/18 | | | | | | (831,469) | | | | | | 11,307 | | |
U.S. Treasury 5-Year Note | | | | | (100) | | | | | | 12/31/18 | | | | | | (11,247,656) | | | | | | 97,563 | | |
| | | | | | | | | | | | | | | | $ | (12,079,125) | | | | | $ | 108,870 | | |
|
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) | | | | | $ | (859) | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Barclays Bank PLC | | | 0.000% | | | | | Receive | | | | 3-month USD-LIBOR | | | | | 04/25/19 | | | | USD 1,719,000 | | | | | (90,892) | | | | | | (12) | | |
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) | | | | | | (1,739) | | |
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) | | | | | | (929) | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | 0.000% | | | | | Receive | | | | 3-month USD-LIBOR | | | | | 04/25/19 | | | | USD 1,911,000 | | | | | (101,665) | | | | | | (625) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (387,700) | | | | | $ | (4,164) | | |
|
Voya Short Term Bond Fund | as of September 30, 2018 (Unaudited) (continued) |
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* | | | | $ | 108,870 | | |
Total Asset Derivatives | | | | | | | $ | 108,870 | | |
Liability Derivatives | | | | | | | | | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 78,358 | | |
Interest rate contracts | | | Unrealized depreciation on forward premium swaptions | | | | | 4,164 | | |
Total Liability Derivatives | | | | | | | $ | 82,522 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (15,337) | | |
Interest rate contracts | | | | | (88,153) | | |
Total | | | | $ | (103,490) | | |
|
Derivatives not accounted for as hedging instruments | | | Investments* | | | Futures | | | Total | | |||||||||
Interest rate contracts | | | | $ | (8,217) | | | | | $ | 61,624 | | | | | $ | 53,407 | | |
Total | | | | $ | (8,217) | | | | | $ | 61,624 | | | | | $ | 53,407 | | |
|
| | | Bank of America N.A. | | | Barclays Bank PLC | | | Morgan Stanley Capital Services LLC | | | Totals | | ||||||||||||
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward premium swaptions | | | | $ | 859 | | | | | $ | 12 | | | | | $ | 3,293 | | | | | $ | 4,164 | | |
Total Liabilities | | | | $ | 859 | | | | | $ | 12 | | | | | $ | 3,293 | | | | | $ | 4,164 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (859) | | | | | $ | (12) | | | | | $ | (3,293) | | | | | $ | (4,164) | | |
Total collateral pledged by the Fund/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | (859) | | | | | $ | (12) | | | | | $ | (3,293) | | | | | $ | (4,164) | | |
|
| Cost for federal income tax purposes was $114,604,351. | | | | | | | |
| Net unrealized depreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 149,678 | | |
| Gross Unrealized Depreciation | | | | | (1,263,232) | | |
| Net Unrealized Depreciation | | | | $ | (1,113,554) | | |
|
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 10.2% | | ||||||||||||||||||
| | | | | | | Basic Materials: 1.0% | | ||||||||||||
| | | 200,000 (1) | | | | Alpha 3 BV / Alpha US Bidco, Inc., 6.250%, 02/01/2025 | | | | $ | 200,060 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Aruba Investments, Inc., 8.750%, 02/15/2023 | | | | | 261,250 | | | | | | 0.1 | | |
| | | 250,000 (1) | | | | Cascades, Inc., 5.500%, 07/15/2022 | | | | | 253,125 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Constellium NV, 6.625%, 03/01/2025 | | | | | 253,750 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Cornerstone Chemical Co., 6.750%, 08/15/2024 | | | | | 250,680 | | | | | | 0.0 | | |
| | | 200,000 (1) | | | | First Quantum Minerals Ltd., 6.500%, 03/01/2024 | | | | | 183,750 | | | | | | 0.0 | | |
| | | 450,000 (1) | | | | Klabin Finance SA, 4.875%, 09/19/2027 | | | | | 398,812 | | | | | | 0.1 | | |
| | | 250,000 (1) | | | | Kraton Polymers LLC / Kraton Polymers Capital Corp., 7.000%, 04/15/2025 | | | | | 258,125 | | | | | | 0.1 | | |
| | | 200,000 (1) | | | | OCI NV, 6.625%, 04/15/2023 | | | | | 207,750 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Rayonier AM Products, Inc., 5.500%, 06/01/2024 | | | | | 241,958 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Schweitzer-Mauduit International, Inc., 6.875%, 10/01/2026 | | | | | 255,625 | | | | | | 0.1 | | |
| | | 85,000 (1) | | | | Tronox Finance PLC, 5.750%, 10/01/2025 | | | | | 79,050 | | | | | | 0.0 | | |
| | | 300,000 | (1)(2) | | Tronox, Inc., 6.500%, 04/15/2026 | | | | | 289,875 | | | | | | 0.1 | | | |
| | | 3,700,000 | | | | Other Securities | | | | | 3,693,391 | | | | | | 0.5 | | |
| | | | | | | | | | | | 6,827,201 | | | | | | 1.0 | | |
| | | | | | | Communications: 1.1% | | ||||||||||||
| | | 200,000 | (1)(2) | | Altice Finco SA, 8.125%, 01/15/2024 | | | | | 203,750 | | | | | | 0.1 | | | |
| | | 200,000 (1) | | | | Altice France SA / France, 6.250%, 05/15/2024 | | | | | 198,400 | | | | | | 0.0 | | |
| | | 200,000 (1) | | | | Altice Luxembourg SA, 7.750%, 05/15/2022 | | | | | 195,400 | | | | | | 0.0 | | |
| | | 200,000 (1) | | | | Altice US Finance I Corp., 5.500%, 05/15/2026 | | | | | 199,900 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Block Communications, Inc., 6.875%, 02/15/2025 | | | | | 257,500 | | | | | | 0.1 | | |
| | | 130,000 (1) | | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | | | | | 123,579 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Communications (continued) | | ||||||||||||
| | | 335,000 (1) | | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | | | | $ | 315,704 | | | | | | 0.1 | | |
| | | 150,000 (1) | | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 02/15/2026 | | | | | 150,938 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | CommScope Technologies LLC, 5.000%, 03/15/2027 | | | | | 241,250 | | | | | | 0.0 | | |
| | | 200,000 (1) | | | | Gray Television, Inc., 5.125%, 10/15/2024 | | | | | 193,750 | | | | | | 0.0 | | |
| | | 150,000 (1) | | | | Intelsat Connect Finance SA, 9.500%, 02/15/2023 | | | | | 149,812 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Intelsat Jackson Holdings SA, 8.500%, 10/15/2024 | | | | | 252,500 | | | | | | 0.1 | | |
| | | 250,000 (1) | | | | Netflix, Inc., 5.875%, 11/15/2028 | | | | | 251,080 | | | | | | 0.0 | | |
| | | 200,000 (1) | | | | Nexstar Broadcasting, Inc., 5.625%, 08/01/2024 | | | | | 196,250 | | | | | | 0.0 | | |
| | | 150,000 (1) | | | | Plantronics, Inc., 5.500%, 05/31/2023 | | | | | 149,625 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Salem Media Group, Inc., 6.750%, 06/01/2024 | | | | | 223,750 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | | | | | 231,250 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Sirius XM Radio, Inc., 6.000%, 07/15/2024 | | | | | 260,050 | | | | | | 0.1 | | |
| | | 250,000 (1) | | | | Telesat Canada/Telesat LLC, 8.875%, 11/15/2024 | | | | | 268,125 | | | | | | 0.1 | | |
| | | 250,000 (1) | | | | Zayo Group LLC / Zayo Capital, Inc., 5.750%, 01/15/2027 | | | | | 251,125 | | | | | | 0.0 | | |
| | | 3,753,000 (3) | | | | Other Securities | | | | | 3,683,859 | | | | | | 0.5 | | |
| | | | | | | | | | | | 7,997,597 | | | | | | 1.1 | | |
| | | | | | | Consumer, Cyclical: 1.2% | | ||||||||||||
| | | 250,000 (1) | | | ��� | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | | | | | 240,003 | | | | | | 0.0 | | |
| | | 160,000 (1) | | | | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.750%, 08/01/2025 | | | | | 150,000 | | | | | | 0.0 | | |
| | | 280,000 (1) | | | | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | | | | | 267,400 | | | | | | 0.1 | | |
| | | 250,000 (1) | | | | CCM Merger, Inc., 6.000%, 03/15/2022 | | | | | 257,240 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | | 250,000 (1) | | | | Cooper-Standard Automotive, Inc., 5.625%, 11/15/2026 | | | | $ | 246,562 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Dana Financing Luxembourg Sarl, 5.750%, 04/15/2025 | | | | | 246,175 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | EMI Music Publishing Group North America Holdings, Inc., 7.625%, 06/15/2024 | | | | | 269,687 | | | | | | 0.1 | | |
| | | 250,000 (1) | | | | Golden Nugget, Inc., 6.750%, 10/15/2024 | | | | | 254,220 | | | | | | 0.0 | | |
| | | 200,000 (1) | | | | International Game Technology PLC, 6.500%, 02/15/2025 | | | | | 208,500 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | JB Poindexter & Co., Inc., 7.125%, 04/15/2026 | | | | | 260,625 | | | | | | 0.1 | | |
| | | 250,000 (1) | | | | KFC Holding Co / Pizza Hut Holdings LLC / Taco Bell of America LLC, 5.250%, 06/01/2026 | | | | | 250,187 | | | | | | 0.0 | | |
| | | 150,000 (1) | | | | Michaels Stores, Inc., 5.875%, 12/15/2020 | | | | | 150,900 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Navistar International Corp., 6.625%, 11/01/2025 | | | | | 261,250 | | | | | | 0.1 | | |
| | | 200,000 | (1)(2) | | Neiman Marcus Group Ltd., Inc., 8.000%, 10/15/2021 | | | | | 132,375 | | | | | | 0.0 | | | |
| | | 250,000 (1) | | | | Penn National Gaming, Inc., 5.625%, 01/15/2027 | | | | | 241,800 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | PetSmart, Inc., 7.125%, 03/15/2023 | | | | | 180,937 | | | | | | 0.0 | | |
| | | 100,000 (1) | | | | Scientific Games International, Inc., 5.000%, 10/15/2025 | | | | | 95,250 | | | | | | 0.0 | | |
| | | 200,000 (1) | | | | Silversea Cruise Finance Ltd., 7.250%, 02/01/2025 | | | | | 218,570 | | | | | | 0.0 | | |
| | | 55,000 (1) | | | | Six Flags Entertainment Corp., 4.875%, 07/31/2024 | | | | | 54,010 | | | | | | 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 | | | | | 264,083 | | | | | | 0.1 | | |
| | | 250,000 (1) | | | | Viking Cruises Ltd., 5.875%, 09/15/2027 | | | | | 244,575 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | WMG Acquisition Corp., 5.000%, 08/01/2023 | | | | | 250,625 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | | 150,000 (1) | | | | Wolverine World Wide, Inc., 5.000%, 09/01/2026 | | | | $ | 147,563 | | | | | | 0.0 | | |
| | | 3,150,000 (3) | | | | Other Securities | | | | | 3,097,637 | | | | | | 0.5 | | |
| | | | | | | | | | | | 8,198,599 | | | | | | 1.2 | | |
| | | | | | | Consumer, Non-cyclical: 1.3% | | ||||||||||||
| | | 250,000 | (1)(2) | | Aptim Corp., 7.750%, 06/15/2025 | | | | | 216,215 | | | | | | 0.0 | | | |
| | | 125,000 (1) | | | | Cardtronics, Inc. / Cardtronics USA, Inc., 5.500%, 05/01/2025 | | | | | 120,000 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Cott Holdings, Inc., 5.500%, 04/01/2025 | | | | | 244,687 | | | | | | 0.0 | | |
| | | 150,000 | (1)(4) | | Eagle Holding CO II LLC, 7.625% (PIK Rate 8.375%, Cash Rate 7.625%), 05/15/2022 | | | | | 152,250 | | | | | | 0.0 | | | |
| | | 250,000 | (1)(2) | | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 5.875%, 10/15/2024 | | | | | 253,125 | | | | | | 0.0 | | | |
| | | 250,000 (1) | | | | Graham Holdings Co., 5.750%, 06/01/2026 | | | | | 256,562 | | | | | | 0.0 | | |
| | | 225,000 | (1)(5) | | Grupo Bimbo SAB de CV, 5.950%, 12/31/2199 | | | | | 226,687 | | | | | | 0.0 | | | |
| | | 250,000 (1) | | | | Hill-Rom Holdings, Inc., 5.750%, 09/01/2023 | | | | | 257,500 | | | | | | 0.1 | | |
| | | 150,000 (1) | | | | Jaguar Holding Co. II / Pharmaceutical Product Development LLC, 6.375%, 08/01/2023 | | | | | 151,500 | | | | | | 0.0 | | |
| | | 90,000 (1) | | | | JBS USA LUX SA / JBS USA Finance, Inc., 5.875%, 07/15/2024 | | | | | 88,988 | | | | | | 0.0 | | |
| | | 265,000 (1) | | | | JBS USA LUX SA / JBS USA Finance, Inc., 6.750%, 02/15/2028 | | | | | 263,675 | | | | | | 0.1 | | |
| | | 125,000 (1) | | | | MPH Acquisition Holdings LLC, 7.125%, 06/01/2024 | | | | | 130,250 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Pilgrim’s Pride Corp., 5.750%, 03/15/2025 | | | | | 241,875 | | | | | | 0.1 | | |
| | | 250,000 (1) | | | | Pilgrim’s Pride Corp., 5.875%, 09/30/2027 | | | | | 237,500 | | | | | | 0.0 | | |
| | | 125,000 | (1)(4) | | Polaris Intermediate Corp., 8.500% (PIK Rate 8.500%, Cash Rate 0.000%), 12/01/2022 | | | | | 129,624 | | | | | | 0.0 | | | |
| | | 125,000 (1) | | | | Post Holdings, Inc., 5.000%, 08/15/2026 | | | | | 118,663 | | | | | | 0.0 | | |
| | | 150,000 (1) | | | | Post Holdings, Inc., 8.000%, 07/15/2025 | | | | | 165,562 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 200,000 (1) | | | | Sotera Health Holdings LLC, 6.500%, 05/15/2023 | | | | $ | 206,500 | | | | | | 0.0 | | |
| | | 100,000 (1) | | | | Bausch Health Cos, Inc. / US, 9.250%, 04/01/2026 | | | | | 108,125 | | | | | | 0.0 | | |
| | | 150,000 (1) | | | | Bausch Health Cos, Inc., 5.500%, 03/01/2023 | | | | | 144,863 | | | | | | 0.0 | | |
| | | 150,000 (1) | | | | Bausch Health Cos, Inc., 5.500%, 11/01/2025 | | | | | 150,300 | | | | | | 0.1 | | |
| | | 50,000 (1) | | | | Bausch Health Cos, Inc., 9.000%, 12/15/2025 | | | | | 54,002 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Vizient, Inc., 10.375%, 03/01/2024 | | | | | 274,688 | | | | | | 0.1 | | |
| | | 200,000 (1) | | | | West Street Merger Sub, Inc., 6.375%, 09/01/2025 | | | | | 190,500 | | | | | | 0.0 | | |
| | | 4,972,000 (3) | | | | Other Securities | | | | | 4,924,316 | | | | | | 0.7 | | |
| | | | | | | | | | | | 9,307,957 | | | | | | 1.3 | | |
| | | | | | | Energy: 2.0% | | ||||||||||||
| | | 250,000 (1) | | | | Calfrac Holdings L.P., 8.500%, 06/15/2026 | | | | | 234,375 | | | | | | 0.0 | | |
| | | 250,000 | (1)(2) | | California Resources Corp., 8.000%, 12/15/2022 | | | | | 239,062 | | | | | | 0.0 | | | |
| | | 160,000 (1) | | | | Centennial Resource Production LLC, 5.375%, 01/15/2026 | | | | | 159,600 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Covey Park Energy LLC / Covey Park Finance Corp., 7.500%, 05/15/2025 | | | | | 254,687 | | | | | | 0.1 | | |
| | | 80,000 (1) | | | | Endeavor Energy Resources L.P. / EER Finance, Inc., 5.500%, 01/30/2026 | | | | | 80,400 | | | | | | 0.0 | | |
| | | 120,000 (1) | | | | Endeavor Energy Resources L.P. / EER Finance, Inc., 5.750%, 01/30/2028 | | | | | 120,450 | | | | | | 0.0 | | |
| | | 100,000 (1) | | | | Hess Infrastructure Partners L.P. / Hess Infrastructure Partners Finance Corp., 5.625%, 02/15/2026 | | | | | 101,500 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Indigo Natural Resources LLC, 6.875%, 02/15/2026 | | | | | 243,125 | | | | | | 0.1 | | |
| | | 250,000 (1) | | | | Jagged Peak Energy LLC, 5.875%, 05/01/2026 | | | | | 249,375 | | | | | | 0.1 | | |
| | | 200,000 | (1)(2) | | Jonah Energy LLC / Jonah Energy Finance Corp., 7.250%, 10/15/2025 | | | | | 154,000 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Energy (continued) | | ||||||||||||
| | | 3,325,000 | | | | KazMunayGas National Co. JSC, 4.750%-5.375%, 04/19/2027-04/24/2030 | | | | $ | 3,363,605 | | | | | | 0.5 | | |
| | | 180,000 (1) | | | | Lonestar Resources America, Inc., 11.250%, 01/01/2023 | | | | | 198,450 | | | | | | 0.0 | | |
| | | 75,000 (1) | | | | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp., 6.000%, 08/01/2026 | | | | | 75,000 | | | | | | 0.0 | | |
| | | 200,000 (1) | | | | Moss Creek Resources Holdings, Inc., 7.500%, 01/15/2026 | | | | | 200,750 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | NGPL PipeCo LLC, 4.875%, 08/15/2027 | | | | | 249,688 | | | | | | 0.1 | | |
| | | 100,000 (1) | | | | Noble Holding International Ltd., 7.875%, 02/01/2026 | | | | | 104,125 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Rockies Express Pipeline LLC, 5.625%, 04/15/2020 | | | | | 258,125 | | | | | | 0.1 | | |
| | | 150,000 | (1)(2) | | Sanchez Energy Corp., 7.250%, 02/15/2023 | | | | | 148,313 | | | | | | 0.0 | | | |
| | | 100,000 (1) | | | | Sunoco L.P. / Sunoco Finance Corp., 4.875%, 01/15/2023 | | | | | 99,250 | | | | | | 0.0 | | |
| | | 10,000 (1) | | | | Sunoco L.P. / Sunoco Finance Corp., 5.500%, 02/15/2026 | | | | | 9,685 | | | | | | 0.0 | | |
| | | 10,000 (1) | | | | Sunoco L.P. / Sunoco Finance Corp., 5.875%, 03/15/2028 | | | | | 9,625 | | | | | | 0.0 | | |
| | | 200,000 (1) | | | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | | | | | 202,250 | | | | | | 0.0 | | |
| | | 200,000 (1) | | | | Vermilion Energy, Inc., 5.625%, 03/15/2025 | | | | | 199,750 | | | | | | 0.0 | | |
| | | 7,131,000 (3) | | | | Other Securities | | | | | 6,954,884 | | | | | | 1.0 | | |
| | | | | | | | | | | | 13,910,074 | | | | | | 2.0 | | |
| | | | | | | Financial: 1.5% | | ||||||||||||
| | | 409,000 (1) | | | | BPCE SA, 4.500%, 03/15/2025 | | | | | 400,421 | | | | | | 0.1 | | |
| | | 200,000 | | | | Citigroup, Inc., 2.900%, 12/08/2021 | | | | | 195,933 | | | | | | 0.0 | | |
| | | 270,000 (1) | | | | ESH Hospitality, Inc., 5.250%, 05/01/2025 | | | | | 262,575 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 50,000 (1) | | | | HUB International Ltd., 7.000%, 05/01/2026 | | | | $ | 50,190 | | | | | | 0.0 | | |
| | | 461,000 (5) | | | | JPMorgan Chase & Co., 4.250%-6.125%, 10/01/2027-12/31/2199 | | | | | 467,872 | | | | | | 0.1 | | |
| | | 250,000 (1) | | | | Lions Gate Capital Holdings LLC, 5.875%, 11/01/2024 | | | | | 257,500 | | | | | | 0.0 | | |
| | | 268,000 | | | | Morgan Stanley, 4.000%, 07/23/2025 | | | | | 267,218 | | | | | | 0.1 | | |
| | | 250,000 (1) | | | | Multibank, Inc., 4.375%, 11/09/2022 | | | | | 248,125 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Quicken Loans, Inc., 5.250%, 01/15/2028 | | | | | 233,125 | | | | | | 0.0 | | |
| | | 250,000 | (1)(2) | | Realogy Group LLC / Realogy Co-Issuer Corp., 5.250%, 12/01/ 2021 | | | | | 251,562 | | | | | | 0.0 | | | |
| | | 255,000 (1) | | | | Tempo Acquisition LLC / Tempo Acquisition Finance Corp., 6.750%, 06/01/2025 | | | | | 248,625 | | | | | | 0.0 | | |
| | | 350,000 | (1)(5) | | Turkiye Garanti Bankasi AS, 6.125%, 05/24/2027 | | | | | 294,983 | | | | | | 0.1 | | | |
| | | 250,000 (1) | | | | Turkiye Vakiflar Bankasi TAO, 5.750%, 01/30/2023 | | | | | 214,861 | | | | | | 0.0 | | |
| | | 200,000 (1) | | | | UBS Group Funding Switzerland AG, 2.950%, 09/24/2020 | | | | | 198,149 | | | | | | 0.0 | | |
| | | 358,000 (5) | | | | Wells Fargo & Co., 4.300%-5.900%, 07/22/2027-12/31/2199 | | | | | 358,770 | | | | | | 0.1 | | |
| | | 250,000 (1) | | | | Yapi ve Kredi Bankasi AS, 5.750%, 02/24/2022 | | | | | 227,113 | | | | | | 0.0 | | |
| | | 6,032,000 | | | | Other Securities | | | | | 5,968,659 | | | | | | 0.9 | | |
| | | | | | | | | | | | 10,145,681 | | | | | | 1.5 | | |
| | | | | | | Industrial: 1.0% | | ||||||||||||
| | | 250,000 (1) | | | | Advanced Disposal Services, Inc., 5.625%, 11/15/2024 | | | | | 253,372 | | | | | | 0.1 | | |
| | | 250,000 (1) | | | | BMC East LLC, 5.500%, 10/01/2024 | | | | | 242,187 | | | | | | 0.0 | | |
| | | 135,000 (1) | | | | Bombardier, Inc., 7.500%, 12/01/2024 | | | | | 142,763 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Bombardier, Inc., 8.750%, 12/01/2021 | | | | | 277,712 | | | | | | 0.1 | | |
| | | 250,000 (1) | | | | BWAY Holding Co., 7.250%, 04/15/2025 | | | | | 244,350 | | | | | | 0.0 | | |
| | | 160,000 (1) | | | | FXI Holdings, Inc., 7.875%, 11/01/2024 | | | | | 153,000 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Industrial (continued) | | ||||||||||||
| | | 250,000 (1) | | | | Itron, Inc., 5.000%, 01/15/2026 | | | | $ | 240,625 | | | | | | 0.0 | | |
| | | 400,000 (1) | | | | James Hardie International Finance DAC, 4.750%, 01/15/2025 | | | | | 388,580 | | | | | | 0.1 | | |
| | | 250,000 (1) | | | | Koppers, Inc., 6.000%, 02/15/2025 | | | | | 250,625 | | | | | | 0.1 | | |
| | | 16,000 (1) | | | | Masonite International Corp., 5.625%, 03/15/2023 | | | | | 16,420 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Masonite International Corp., 5.750%, 09/15/2026 | | | | | 251,250 | | | | | | 0.1 | | |
| | | 50,000 (1) | | | | Multi-Color Corp., 4.875%, 11/01/2025 | | | | | 46,875 | | | | | | 0.0 | | |
| | | 150,000 (1) | | | | Multi-Color Corp., 6.125%, 12/01/2022 | | | | | 154,125 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Novelis Corp., 5.875%, 09/30/2026 | | | | | 244,688 | | | | | | 0.0 | | |
| | | 105,000 (1) | | | | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/2023 | | | | | 108,413 | | | | | | 0.0 | | |
| | | 175,000 (1) | | | | PGT Escrow Issuer, Inc., 6.750%, 08/01/2026 | | | | | 182,000 | | | | | | 0.0 | | |
| | | 150,000 (1) | | | | Sealed Air Corp., 5.500%, 09/15/2025 | | | | | 153,563 | | | | | | 0.0 | | |
| | | 125,000 (1) | | | | Standard Industries, Inc. / NJ, 5.000%, 02/15/2027 | | | | | 117,969 | | | | | | 0.0 | | |
| | | 150,000 (1) | | | | Standard Industries, Inc. / NJ, 6.000%, 10/15/2025 | | | | | 153,937 | | | | | | 0.1 | | |
| | | 175,000 (1) | | | | Stevens Holding Co., Inc., 6.125%, 10/01/2026 | | | | | 178,281 | | | | | | 0.0 | | |
| | | 200,000 (1) | | | | Wrangler Buyer Corp., 6.000%, 10/01/2025 | | | | | 194,918 | | | | | | 0.0 | | |
| | | 2,900,000 | | | | Other Securities | | | | | 2,873,389 | | | | | | 0.4 | | |
| | | | | | | | | | | | 6,869,042 | | | | | | 1.0 | | |
| | | | | | | Technology: 0.5% | | ||||||||||||
| | | 200,000 (1) | | | | Ascend Learning LLC, 6.875%, 08/01/2025 | | | | | 202,500 | | | | | | 0.0 | | |
| | | 100,000 (1) | | | | BMC Software Finance, Inc., 8.125%, 07/15/2021 | | | | | 102,335 | | | | | | 0.0 | | |
| | | 220,000 (1) | | | | Change Healthcare Holdings LLC / Change Healthcare Finance, Inc., 5.750%, 03/01/2025 | | | | | 219,175 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Dell International LLC / EMC Corp., 7.125%, 06/15/2024 | | | | | 268,571 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Technology (continued) | | ||||||||||||
| | | 250,000 (1) | | | | First Data Corp., 7.000%, 12/01/2023 | | | | $ | 260,937 | | | | | | 0.1 | | |
| | | 250,000 | (1)(4) | | Infor Software Parent LLC / Infor Software Parent, Inc., 7.125% (PIK Rate 7.875%, Cash Rate 7.125%), 05/01/2021 | | | | | 253,937 | | | | | | 0.0 | | | |
| | | 175,000 (1) | | | | Open Text Corp., 5.875%, 06/01/2026 | | | | | 181,017 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Qorvo, Inc., 5.500%, 07/15/2026 | | | | | 254,408 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | RP Crown Parent LLC, 7.375%, 10/15/2024 | | | | | 260,000 | | | | | | 0.1 | | |
| | | 250,000 (1) | | | | Veritas US, Inc. / Veritas Bermuda Ltd.., 10.500%, 02/01/2024 | | | | | 230,000 | | | | | | 0.0 | | |
| | | 1,250,000 | | | | Other Securities | | | | | 1,250,671 | | | | | | 0.2 | | |
| | | | | | | | | | | | 3,483,551 | | | | | | 0.5 | | |
| | | | | | | Utilities: 0.6% | | ||||||||||||
| | | 90,000 (1) | | | | Drax Finco PLC, 6.625%, 11/01/2025 | | | | | 91,350 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/2023 | | | | | 249,375 | | | | | | 0.0 | | |
| | | 180,000 | (1)(2) | | NRG Energy, Inc., 5.750%, 01/15/2028 | | | | | 182,250 | | | | | | 0.0 | | | |
| | | 2,875,000 | | | | Perusahaan Listrik Negara PT, 4.125%-5.450%, 05/15/2027-05/21/2028 | | | | | 2,871,165 | | | | | | 0.4 | | |
| | | 250,000 (1) | | | | Vistra Operations Co. LLC, 5.500%, 09/01/2026 | | | | | 253,125 | | | | | | 0.1 | | |
| | | 272,000 | | | | Other Securities | | | | | 252,212 | | | | | | 0.1 | | |
| | | | | | | | | | | | 3,899,477 | | | | | | 0.6 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $71,518,621) | | | | | 70,639,179 | | | | | | 10.2 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 13.4% | | ||||||||||||||||||
| | | 1,326,792 | (1)(5) | | Agate Bay Mortgage Trust 2014-1 B4, 3.883%, 07/25/2044 | | | | | 1,302,210 | | | | | | 0.2 | | | |
| | | 2,033,798 | (1)(5) | | Agate Bay Mortgage Trust 2014-2 B4, 3.888%, 09/25/2044 | | | | | 1,994,449 | | | | | | 0.3 | | | |
| | | 169,006 | | | | Alternative Loan Trust 2005-10CB 1A1, 2.716%, (US0001M + 0.500%), 05/25/2035 | | | | | 150,201 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 674,224 | | | | Alternative Loan Trust 2005-10CB 1A2, 2.666%, (US0001M + 0.450%), 05/25/2035 | | | | $ | 597,908 | | | | | | 0.1 | | |
| | | 711,935 | | | | Alternative Loan Trust 2005-23CB A15, 5.500%, 07/25/2035 | | | | | 710,191 | | | | | | 0.1 | | |
| | | 241,778 | | | | Alternative Loan Trust 2005-51 3A2A, 3.135%, (12MTA + 1.290%), 11/20/2035 | | | | | 235,933 | | | | | | 0.0 | | |
| | | 77,784 | | | | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035 | | | | | 74,733 | | | | | | 0.0 | | |
| | | 361,225 | | | | Alternative Loan Trust 2005-J2 1A12, 2.616%, (US0001M + 0.400%), 04/25/2035 | | | | | 317,527 | | | | | | 0.0 | | |
| | | 47,057 | | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | | | | | 37,128 | | | | | | 0.0 | | |
| | | 856,389 | | | | Alternative Loan Trust 2006-18CB A10, 2.616%, (US0001M + 0.400%), 07/25/2036 | | | | | 585,727 | | | | | | 0.1 | | |
| | | 206,091 | | | | Alternative Loan Trust 2006-19CB A12, 2.616%, (US0001M + 0.400%), 08/25/2036 | | | | | 148,953 | | | | | | 0.0 | | |
| | | 872,751 | | | | Alternative Loan Trust 2006-19CB A28, 2.816%, (US0001M + 0.600%), 08/25/2036 | | | | | 641,023 | | | | | | 0.1 | | |
| | | 589,283 | | | | Alternative Loan Trust 2006-HY11 A1, 2.336%, (US0001M + 0.120%), 06/25/2036 | | | | | 552,944 | | | | | | 0.1 | | |
| | | 220,142 | | | | Alternative Loan Trust 2007-2CB 2A1, 2.816%, (US0001M + 0.600%), 03/25/2037 | | | | | 152,190 | | | | | | 0.0 | | |
| | | 416,959 | | | | Alternative Loan Trust 2007-HY8C A1, 2.376%, (US0001M + 0.160%), 09/25/2047 | | | | | 405,666 | | | | | | 0.1 | | |
| | | 605,469 | | | | Alternative Loan Trust 2007-OA4 A1, 2.386%, (US0001M + 0.170%), 05/25/2047 | | | | | 587,535 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 313,197 (5) | | | | Bear Stearns ALT-A Trust 2006-6 31A1, 4.037%, 11/25/2036 | | | | $ | 292,187 | | | | | | 0.1 | | |
| | | 853,296 (5) | | | | Bear Stearns ALT-A Trust 2006-6 32A1, 3.927%, 11/25/2036 | | | | | 719,859 | | | | | | 0.1 | | |
| | | 240,595 (5) | | | | Bear Stearns Structured Products, Inc. Trust 2007-R6 1A1, 4.106%, 01/26/2036 | | | | | 210,676 | | | | | | 0.0 | | |
| | | 21,976 (1) | | | | Bellemeade Re Ltd. 2015-1A M2, 6.516%, (US0001M + 4.300%), 07/25/2025 | | | | | 22,195 | | | | | | 0.0 | | |
| | | 190,798 (5) | | | | Citigroup Mortgage Loan Trust 2006-AR2 1A1, 3.922%, 03/25/2036 | | | | | 183,061 | | | | | | 0.0 | | |
| | | 107,082 (5) | | | | Citigroup Mortgage Loan Trust 2006-AR9 2A, 4.314%, 11/25/2036 | | | | | 94,227 | | | | | | 0.0 | | |
| | | 368,473 | (1)(5) | | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058 | | | | | 376,086 | | | | | | 0.1 | | | |
| | | 31,402 | | | | Countrywide Alternative Loan Trust 2005-53T2 2A6, 2.716%, (US0001M + 0.500%), 11/25/2035 | | | | | 19,043 | | | | | | 0.0 | | |
| | | 1,200,000 | | | | Countrywide Asset-Backed Certificates 2005-IM1 M1, 2.936%, (US0001M + 0.720%), 11/25/2035 | | | | | 1,214,144 | | | | | | 0.2 | | |
| | | 1,400,000 | (1)(5) | | Deephaven Residential Mortgage Trust 2018-2A M1, 4.375%, 04/25/2058 | | | | | 1,392,956 | | | | | | 0.2 | | | |
| | | 2,126,000 | (1)(5)(6) | | Deephaven Residential Mortgage Trust 2018-3 M1, 4.357%, 08/25/2058 | | | | | 2,126,000 | | | | | | 0.3 | | | |
| | | 785,568 | | | | Deutsche ALT-A Securities, Inc. ALT 2007-AB1 A1, 2.516%, (US0001M + 0.300%), 04/25/2037 | | | | | 524,483 | | | | | | 0.1 | | |
| | | 186,006 | (1)(5) | | Deutsche Mortgage Securities, Inc. Re-REMIC Trust Certificates Series 2007-WM1 A1, 3.658%, 06/27/2037 | | | | | 188,152 | | | | | | 0.0 | | | |
| | | 980,108 (7) | | | | Fannie Mae 2007-18 BS, 4.384%, (-1.000* US0001M + 6.600%), 06/25/2035 | | | | | 145,589 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,323,569 (7) | | | | Fannie Mae 2008-94 SI, 3.284%, (-1.000* US0001M + 5.500%), 04/25/2036 | | | | $ | 353,918 | | | | | | 0.1 | | |
| | | 1,584,906 (7) | | | | Fannie Mae 2009-95 HI, 6.000%, 12/25/2038 | | | | | 113,646 | | | | | | 0.0 | | |
| | | 390,577 | | | | Fannie Mae 2010-15 FD, 2.956%, (US0001M + 0.740%), 03/25/2040 | | | | | 397,681 | | | | | | 0.1 | | |
| | | 973,140 | | | | Fannie Mae 2011-47 GF, 2.786%, (US0001M + 0.570%), 06/25/2041 | | | | | 984,059 | | | | | | 0.1 | | |
| | | 357,057 | | | | Fannie Mae 2012-10 UF, 2.766%, (US0001M + 0.550%), 02/25/2042 | | | | | 360,847 | | | | | | 0.1 | | |
| | | 391,159 (7) | | | | Fannie Mae 2012-84 KI, 6.000%, (US0001M + 6.000%), 08/25/2042 | | | | | 88,864 | | | | | | 0.0 | | |
| | | 1,578,488 (7) | | | | Fannie Mae 2012-93 IL, 3.000%, 09/25/2027 | | | | | 134,294 | | | | | | 0.0 | | |
| | | 2,387,043 (7) | | | | Fannie Mae 2015-56 DI, 3.000%, 12/25/2032 | | | | | 214,221 | | | | | | 0.0 | | |
| | | 154,555 | | | | Fannie Mae Connecticut Avenue Securities 2014-CO4 1M2, 7.116%, (US0001M + 4.900%), 11/25/2024 | | | | | 177,126 | | | | | | 0.0 | | |
| | | 1,100,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 5.866%, (US0001M + 3.650%), 09/25/2029 | | | | | 1,214,631 | | | | | | 0.2 | | |
| | | 650,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C05 1M2, 4.416%, (US0001M + 2.200%), 01/25/2030 | | | | | 670,554 | | | | | | 0.1 | | |
| | | 900,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-C02 2M2, 4.416%, (US0001M + 2.200%), 08/25/2030 | | | | | 912,603 | | | | | | 0.1 | | |
| | | 1,500,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-C03 1M2, 4.366%, (US0001M + 2.150%), 10/25/2030 | | | | | 1,521,168 | | ��� | | | | 0.2 | | |
| | | 500,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-C04 2M2, 4.766%, (US0001M + 2.550%), 12/25/2030 | | | | | 512,168 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 400,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2, 4.466%, (US0001M + 2.250%), 07/25/2030 | | | | $ | 409,635 | | | | | | 0.1 | | |
| | | 226,930 (7) | | | | Fannie Mae REMIC Trust 2000-26 SP, 6.284%, (-1.000*US0001M + 8.500%), 08/25/2030 | | | | | 46,426 | | | | | | 0.0 | | |
| | | 304,934 (7) | | | | Fannie Mae REMIC Trust 2002-13 SR, 4.384%, (-1.000*US0001M + 6.600%), 03/25/2032 | | | | | 35,424 | | | | | | 0.0 | | |
| | | 159,545 (7) | | | | Fannie Mae REMIC Trust 2004-64 SW, 4.834%, (-1.000*US0001M + 7.050%), 08/25/2034 | | | | | 23,964 | | | | | | 0.0 | | |
| | | 116,939 (7) | | | | Fannie Mae REMIC Trust 2004-66 SE, 4.284%, (-1.000*US0001M + 6.500%), 09/25/2034 | | | | | 15,190 | | | | | | 0.0 | | |
| | | 120,705 (7) | | | | Fannie Mae REMIC Trust 2008-47 PS, 4.284%, (-1.000*US0001M + 6.500%), 06/25/2038 | | | | | 1,466 | | | | | | 0.0 | | |
| | | 548,734 (7) | | | | Fannie Mae REMIC Trust 2009-25 SN, 4.334%, (-1.000*US0001M + 6.550%), 04/25/2039 | | | | | 80,627 | | | | | | 0.0 | | |
| | | 303,542 (7) | | | | Fannie Mae REMIC Trust 2012-146 LI, 4.500%, 10/25/2041 | | | | | 36,604 | | | | | | 0.0 | | |
| | | 26,183,401 (7) | | | | Fannie Mae REMIC Trust 2012-66 IB, 0.050%, (-1.000*US0001M + 6.050%), 06/25/2042 | | | | | 58,771 | | | | | | 0.0 | | |
| | | 1,227,539 (7) | | | | Fannie Mae REMIC Trust 2013-116 SC, 3.984%, (-1.000*US0001M + 6.200%), 04/25/2033 | | | | | 134,950 | | | | | | 0.0 | | |
| | | 2,406,783 (7) | | | | Fannie Mae REMICS 2004-53 UC, 5.334%, (-1.000*US0001M + 7.550%), 07/25/2034 | | | | | 406,157 | | | | | | 0.1 | | |
| | | 3,112,065 (7) | | | | Fannie Mae REMICS 2005-59 NS, 4.534%, (-1.000*US0001M + 6.750%), 05/25/2035 | | | | | 339,121 | | | | | | 0.0 | | |
| | | 9,245,106 (7) | | | | Fannie Mae REMICS 2007-22 SD, 4.184%, (-1.000*US0001M + 6.400%), 03/25/2037 | | | | | 1,290,116 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 6,096,989 (7) | | | | Fannie Mae REMICS 2007-30 IE, 4.524%, (-1.000*US0001M + 6.740%), 04/25/2037 | | | | $ | 1,153,400 | | | | | | 0.2 | | |
| | | 11,318,980 (7) | | | | Fannie Mae REMICS 2013-21 KI, 3.000%, 03/25/2028 | | | | | 894,712 | | | | | | 0.1 | | |
| | | 11,030,453 (7) | | | | Fannie Mae REMICS 2013-32 EI, 2.500%, 04/25/2033 | | | | | 1,088,898 | | | | | | 0.2 | | |
| | | 7,826,118 (7) | | | | Fannie Mae REMICS 2013-97 JS, 3.934%, (-1.000*US0001M + 6.150%), 04/25/2038 | | | | | 915,516 | | | | | | 0.1 | | |
| | | 889,785 | | | | Fannie Mae Series 2006-11 FA, 2.516%, (US0001M + 0.300%), 03/25/2036 | | | | | 890,788 | | | | | | 0.1 | | |
| | | 691,518 | (1)(5) | | Flagstar Mortgage Trust 2018-1 B3, 4.059%, 03/25/2048 | | | | | 663,906 | | | | | | 0.1 | | | |
| | | 2,238,347 (7) | | | | Freddie Mac 2009-70 PS, 4.534%, (-1.000*US0001M + 6.750%), 01/25/2037 | | | | | 361,271 | | | | | | 0.1 | | |
| | | 321,835 (7) | | | | Freddie Mac 2524 SH, 5.342%, (-1.000 *US0001M + 7.500%), 11/15/2032 | | | | | 30,902 | | | | | | 0.0 | | |
| | | 575,735 (7) | | | | Freddie Mac 2525 SM, 5.842%, (-1.000 *US0001M + 8.000%), 02/15/2032 | | | | | 100,132 | | | | | | 0.0 | | |
| | | 569,592 (7) | | | | Freddie Mac 2981 CS, 4.562%, (-1.000 *US0001M + 6.720%), 05/15/2035 | | | | | 70,097 | | | | | | 0.0 | | |
| | | 236,955 (7) | | | | Freddie Mac 2989 HS, 4.992%, (-1.000 *US0001M + 7.150%), 08/15/2034 | | | | | 76,776 | | | | | | 0.0 | | |
| | | 298,763 (7) | | | | Freddie Mac 3018 SM, 5.042%, (-1.000 *US0001M + 7.200%), 08/15/2035 | | | | | 53,406 | | | | | | 0.0 | | |
| | | 516,673 | (5)(7) | | Freddie Mac 324 144, 5.975%, 06/15/2039 | | | | | 115,113 | | | | | | 0.0 | | | |
| | | 1,070,373 (7) | | | | Freddie Mac 3523 SA, 3.842%, (-1.000 *US0001M + 6.000%), 09/15/2036 | | | | | 130,897 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 939,371 (7) | | | | Freddie Mac 3582 MS, 3.992%, (-1.000 *US0001M + 6.150%), 10/15/2039 | | | | $ | 119,988 | | | | | | 0.0 | | |
| | | 1,433,596 (7) | | | | Freddie Mac 3688 BI, 5.000%, 07/15/2040 | | | | | 296,814 | | | | | | 0.1 | | |
| | | 5,821,458 (7) | | | | Freddie Mac 4186 IA, 3.000%, 03/15/2033 | | | | | 777,073 | | | | | | 0.1 | | |
| | | 229,266 (7) | | | | Freddie Mac 4333 AI, 5.500%, 02/15/2044 | | | | | 47,904 | | | | | | 0.0 | | |
| | | 200,604 (7) | | | | Freddie Mac REMIC Trust 2266 S, 6.392%, (-1.000*US0001M + 8.550%), 11/15/2030 | | | | | 31,581 | | | | | | 0.0 | | |
| | | 263,743 (7) | | | | Freddie Mac REMIC Trust 2374 S, 5.942%, (-1.000*US0001M + 8.100%), 06/15/2031 | | | | | 45,810 | | | | | | 0.0 | | |
| | | 142,340 (7) | | | | Freddie Mac REMIC Trust 2417 SY, 6.242%, (-1.000*US0001M + 8.400%), 12/15/2031 | | | | | 27,408 | | | | | | 0.0 | | |
| | | 309,847 (7) | | | | Freddie Mac REMIC Trust 2577 SA, 5.292%, (-1.000*US0001M + 7.450%), 02/15/2033 | | | | | 52,179 | | | | | | 0.0 | | |
| | | 15,005 | | | | Freddie Mac REMIC Trust 2973 SB, 10.419%, (-3.667*US0001M + 18.333%), 05/15/2035 | | | | | 15,570 | | | | | | 0.0 | | |
| | | 138,133 (7) | | | | Freddie Mac REMIC Trust 2981 SU, 5.642%, (-1.000*US0001M + 7.800%), 05/15/2030 | | | | | 20,423 | | | | | | 0.0 | | |
| | | 27,631 (7) | | | | Freddie Mac REMIC Trust 2993 PS, 4.542%, (-1.000*US0001M + 6.700%), 05/15/2035 | | | | | 215 | | | | | | 0.0 | | |
| | | 51,168 | | | | Freddie Mac REMIC Trust 3031 BP, 8.000%, (-6.723*US0001M + 44.975%), 08/15/2035 | | | | | 61,979 | | | | | | 0.0 | | |
| | | 894,698 (7) | | | | Freddie Mac REMIC Trust 3049 PI, 4.492%, (-1.000*US0001M + 6.650%), 10/15/2035 | | | | | 130,146 | | | | | | 0.0 | | |
| | | 64,102 | | | | Freddie Mac REMIC Trust 3085 SK, 40.099%, (-12.000*US0001M + 66.000%), 12/15/2035 | | | | | 149,595 | | | | | | 0.0 | | |
| | | 102,343 | (8)(9) | | Freddie Mac REMIC Trust 3151 PO, 0.000%, 05/15/2036 | | | | | 85,596 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 259,449 (7) | | | | Freddie Mac REMIC Trust 3590 PI, 6.000%, 07/15/2039 | | | | $ | 19,994 | | | | | | 0.0 | | |
| | | 260,114 (7) | | | | Freddie Mac REMIC Trust 3624 TS, 2.642%, (-1.000*US0001M + 4.800%), 01/15/2040 | | | | | 21,631 | | | | | | 0.0 | | |
| | | 471,431 (7) | | | | Freddie Mac REMIC Trust 4261 ID, 6.500%, 06/15/2032 | | | | | 82,881 | | | | | | 0.0 | | |
| | | 1,536,782 (7) | | | | Freddie Mac REMIC Trust 4287 CI, 4.500%, 07/15/2041 | | | | | 279,169 | | | | | | 0.1 | | |
| | | 2,547,820 (7) | | | | Freddie Mac REMICS 2781 SB, 4.992%, (-1.000*US0001M + 7.150%), 04/15/2034 | | | | | 390,145 | | | | | | 0.1 | | |
| | | 940,451 | | | | Freddie Mac REMICS 2921 PF, 2.508%, (US0001M + 0.350%), 01/15/2035 | | | | | 937,143 | | | | | | 0.1 | | |
| | | 5,479,639 (7) | | | | Freddie Mac REMICS 4290 EI, 5.000%, 12/15/2043 | | | | | 1,241,223 | | | | | | 0.2 | | |
| | | 1,717,219 | | | | Freddie Mac REMICS Trust 3740 FB, 2.658%, (US0001M + 0.500%), 10/15/2040 | | | | | 1,726,597 | | | | | | 0.3 | | |
| | | 1,949,523 (7) | | | | Freddie Mac Strips Series 224 IO, 6.000%, 03/01/2033 | | | | | 474,072 | | | | | | 0.1 | | |
| | | 1,012,870 (7) | | | | Freddie Mac Strips Series 237 S23, 4.942%, (-1.000*US0001M + 7.100%), 05/15/2036 | | | | | 168,093 | | | | | | 0.0 | | |
| | | 1,392,022 (7) | | | | Freddie Mac Strips Series 260 33, 4.000%, 05/15/2039 | | | | | 232,239 | | | | | | 0.0 | | |
| | | 500,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQA1 M3, 6.916%, (US0001M + 4.700%), 03/25/2028 | | | | | 576,526 | | | | | | 0.1 | | |
| | | 600,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA2 M2, 5.666%, (US0001M + 3.450%), 10/25/2029 | | | | | 662,132 | | | | | | 0.1 | | |
| | | 250,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA3 M2, 4.716%, (US0001M + 2.500%), 03/25/2030 | | | | | 261,927 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,750,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 4.866%, (US0001M + 2.650%), 12/25/2029 | | | | $ | 1,838,507 | | | | | | 0.3 | | |
| | | 4,100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 4.566%, (US0001M + 2.350%), 04/25/2030 | | | | | 4,236,771 | | | | | | 0.6 | | |
| | | 3,300,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 4.516%, (US0001M + 2.300%), 09/25/2030 | | | | | 3,345,215 | | | | | | 0.5 | | |
| | | 7,901,218 (7) | | | | Ginnie Mae 2007-59 SC, 4.335%, (-1.000*US0001M + 6.500%), 07/20/2037 | | | | | 1,059,306 | | | | | | 0.2 | | |
| | | 298,469 (7) | | | | Ginnie Mae 2011-101 EI, 6.000%, (-19.355*US0001M + 109.161%), 10/16/2039 | | | | | 57,831 | | | | | | 0.0 | | |
| | | 48,124,012 (7) | | | | Ginnie Mae 2013-130 SB, 2.946%, (-1.000*US0001M + 5.050%), 09/16/2043 | | | | | 3,999,269 | | | | | | 0.6 | | |
| | | 696,636 (7) | | | | Ginnie Mae Series 2008-40 SA, 4.242%, (-1.000*US0001M + 6.400%), 05/16/2038 | | | | | 98,287 | | | | | | 0.0 | | |
| | | 1,215,332 (7) | | | | Ginnie Mae Series 2009-116 SJ, 4.322%, (-1.000*US0001M + 6.480%), 12/16/2039 | | | | | 167,911 | | | | | | 0.0 | | |
| �� | | 1,148,518 (7) | | | | Ginnie Mae Series 2010-4 SL, 4.242%, (-1.000*US0001M + 6.400%), 01/16/2040 | | | | | 155,087 | | | | | | 0.0 | | |
| | | 372,747 (7) | | | | Ginnie Mae Series 2010-98 QS, 4.435%, (-1.000*US0001M + 6.600%), 01/20/2040 | | | | | 37,212 | | | | | | 0.0 | | |
| | | 3,139,878 (7) | | | | Ginnie Mae Series 2011-101 BI, 0.650%, (-1.000*US0001M + 6.650%), 11/20/2037 | | | | | 72,323 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 9,989,101 (7) | | | | Ginnie Mae Series 2011-25 AS, 3.895%, (-1.000*US0001M + 6.060%), 02/20/2041 | | | | $ | 1,267,981 | | | | | | 0.2 | | |
| | | 64,193 (7) | | | | Ginnie Mae Series 2012-149 BI, 3.500%, 10/20/2041 | | | | | 9,520 | | | | | | 0.0 | | |
| | | 546,415 (7) | | | | Ginnie Mae Series 2013-103 DS, 3.985%, (-1.000*US0001M + 6.150%), 07/20/2043 | | | | | 75,790 | | | | | | 0.0 | | |
| | | 203,197 (7) | | | | Ginnie Mae Series 2013-134 DS, 3.935%, (-1.000*US0001M + 6.100%), 09/20/2043 | | | | | 27,521 | | | | | | 0.0 | | |
| | | 459,399 (7) | | | | Ginnie Mae Series 2013-44 LI, 4.500%, 01/16/2043 | | | | | 76,705 | | | | | | 0.0 | | |
| | | 7,277,442 (7) | | | | Ginnie Mae Series 2015-69 IL, 0.200%, (-1.000*US0001M + 6.700%), 07/20/2034 | | | | | 56,910 | | | | | | 0.0 | | |
| | | 391,442 (7) | | | | Ginnie Mae Series 2015-98 IU, 4.000%, 08/20/2044 | | | | | 62,486 | | | | | | 0.0 | | |
| | | 1,169 (7) | | | | Ginnie Mae Series 2016-12 MI, 5.000%, 04/20/2039 | | | | | 3 | | | | | | 0.0 | | |
| | | 1,213,683 (7) | | | | Ginnie Mae Series 2016-8 PI, 4.000%, 10/20/2044 | | | | | 192,302 | | | | | | 0.1 | | |
| | | 617,150 | | | | HarborView Mortgage Loan Trust 2006-14 2A1A, 2.318%, (US0001M + 0.150%), 01/25/2047 | | | | | 598,717 | | | | | | 0.1 | | |
| | | 710,078 | | | | HarborView Mortgage Loan Trust 2007-5 A1A, 2.358%, (US0001M + 0.190%), 09/19/2037 | | | | | 693,096 | | | | | | 0.1 | | |
| | | 4,074 | | | | HomeBanc Mortgage Trust 2004-1 2A, 3.076%, (US0001M + 0.860%), 08/25/2029 | | | | | 3,922 | | | | | | 0.0 | | |
| | | 48,453 | | | | HomeBanc Mortgage Trust 2005-3 A2, 2.526%, (US0001M + 0.310%), 07/25/2035 | | | | | 48,405 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 104,522 | | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 2.426%, (US0001M + 0.210%), 04/25/2046 | | | | $ | 98,753 | | | | | | 0.0 | | |
| | | 109,022 | | | | JP Morgan Mortgage Trust 2005-S3 1A10, 6.000%, 01/25/2036 | | | | | 88,550 | | | | | | 0.0 | | |
| | | 288,960 | | | | JP Morgan Mortgage Trust 2006-S2 1A18, 6.000%, 07/25/2036 | | | | | 257,154 | | | | | | 0.0 | | |
| | | 621,517 | | | | JP Morgan Mortgage Trust 2006-S3 1A30, 6.500%, 08/25/2036 | | | | | 475,947 | | | | | | 0.1 | | |
| | | 660,630 | (1)(5) | | JP Morgan Mortgage Trust 2016-1 B3, 3.877%, 05/25/2046 | | | | | 648,741 | | | | | | 0.1 | | | |
| | | 591,331 | (1)(5) | | JP Morgan Mortgage Trust 2017-6 B3, 3.852%, 12/25/2048 | | | | | 551,326 | | | | | | 0.1 | | | |
| | | 3,960,801 | (1)(5) | | JP Morgan Mortgage Trust 2018-3 B1, 3.783%, 09/25/2048 | | | | | 3,772,247 | | | | | | 0.5 | | | |
| | | 495,974 | (1)(5) | | JP Morgan Mortgage Trust 2018-4 B1, 3.801%, 10/25/2048 | | | | | 475,513 | | | | | | 0.1 | | | |
| | | 495,974 | (1)(5) | | JP Morgan Mortgage Trust 2018-4 B2, 3.801%, 10/25/2048 | | | | | 468,640 | | | | | | 0.1 | | | |
| | | 1,989,280 | (1)(5) | | JP Morgan Mortgage Trust 2018-6C B2, 4.012%, 12/25/2048 | | | | | 1,916,560 | | | | | | 0.3 | | | |
| | | 1,014,000 | (1)(5) | | JP Morgan Mortgage Trust 2018-9 B2, 4.507%, 02/25/2049 | | | | | 1,015,250 | | | | | | 0.1 | | | |
| | | 2,000,000 | (1)(5) | | JP Morgan Mortgage Trust 2018-9 B3, 4.507%, 02/25/2049 | | | | | 1,958,457 | | | | | | 0.3 | | | |
| | | 71,996 | | | | Lehman XS Trust Series 2005-5N 1A2, 2.576%, (US0001M + 0.360%), 11/25/2035 | | | | | 65,233 | | | | | | 0.0 | | |
| | | 1,428,781 | | | | Morgan Stanley Mortgage Loan Trust 2006-9AR A2, 2.366%, (US0001M + 0.150%), 08/25/2036 | | | | | 721,114 | | | | | | 0.1 | | |
| | | 791,327 | (1)(5) | | Sequoia Mortgage Trust 2018-CH1 B1B, 4.508%, 02/25/2048 | | | | | 808,306 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 593,495 | (1)(5) | | Sequoia Mortgage Trust 2018-CH1 B2B, 4.508%, 02/25/2048 | | | | $ | 602,111 | | | | | | 0.1 | | | |
| | | 3,400,000 | (1)(5) | | Sequoia Mortgage Trust 2018-CH4 A13, 4.500%, 10/25/2048 | | | | | 3,424,366 | | | | | | 0.5 | | | |
| | | 600,000 | (1)(5) | | Verus Securitization Trust 2017-SG1A B1, 3.615%, 11/25/2047 | | | | | 594,474 | | | | | | 0.1 | | | |
| | | 2,100,000 | (1)(5) | | Verus Securitization Trust 2018-2 B1, 4.426%, 06/01/2058 | | | | | 2,078,291 | | | | | | 0.3 | | | |
| | | 166,910 (5) | | | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 3.129%, 10/25/2036 | | | | | 155,095 | | | | | | 0.0 | | |
| | | 412,514 (5) | | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR10 1A3, 4.124%, 09/25/2035 | | | | | 420,860 | | | | | | 0.1 | | |
| | | 147,346 (5) | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR10 1A1, 3.864%, 09/25/2036 | | | | | 143,276 | | | | | | 0.0 | | |
| | | 26,542 (5) | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.483%, 10/25/2036 | | | | | 25,864 | | | | | | 0.0 | | |
| | | 184,348 (5) | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A3, 3.107%, 11/25/2036 | | | | | 177,093 | | | | | | 0.0 | | |
| | | 708,469 (5) | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A4, 3.107%, 11/25/2036 | | | | | 680,585 | | | | | | 0.1 | | |
| | | 91,658 (5) | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 3A1, 3.268%, 12/25/2036 | | | | | 89,446 | | | | | | 0.0 | | |
| | | 97,203 (5) | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.914%, 08/25/2046 | | | | | 93,014 | | | | | | 0.0 | | |
| | | 157,569 (5) | | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.603%, 12/25/2036 | | | | | 154,592 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 17,005 (5) | | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 3.162%, 04/25/2037 | | | | $ | 15,548 | | | | | | 0.0 | | |
| | | 87,198 (5) | | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 3.540%, 07/25/2037 | | | | | 72,572 | | | | | | 0.0 | | |
| | | 938,719 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 2A3, 3.116%, (US0001M + 0.900%), 11/25/2035 | | | | | 776,765 | | | | | | 0.1 | | |
| | | 177,668 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | | | | | 162,075 | | | | | | 0.0 | | |
| | | 225,907 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/2035 | | | | | 217,517 | | | | | | 0.1 | | |
| | | 1,064,605 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 2CB2, 2.816%, (US0001M + 0.600%), 07/25/2036 | | | | | 639,410 | | | | | | 0.1 | | |
| | | 1,164,494 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 2.805%, (12MTA + 0.960%), 08/25/2046 | | | | | 879,627 | | | | | | 0.2 | | |
| | | 65,063 | | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 2.646%, (US0001M + 0.430%), 06/25/2037 | | | | | 54,638 | | | | | | 0.0 | | |
| | | 549,562 | | | | Wells Fargo Mortgage Backed Securities 2006-8 A15, 6.000%, 07/25/2036 | | | | | 554,506 | | | | | | 0.1 | | |
| | | 706,815 | | | | Wells Fargo Mortgage Backed Securities 2006-8 A18, 6.000%, 07/25/2036 | | | | | 713,174 | | | | | | 0.1 | | |
| | | 1,848,872 (5) | | | | Wells Fargo Mortgage Backed Securities 2006-AR12 1A1, 4.704%, 09/25/2036 | | | | | 1,865,599 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 516,537 (5) | | | | Wells Fargo Mortgage Backed Securities 2006-AR17 A1, 4.560%, 10/25/2036 | | | | $ | 520,189 | | | | | | 0.1 | | |
| | | 35,041 (5) | | | | Wells Fargo Mortgage Backed Securities 2006-AR6 3A1, 3.837%, 03/25/2036 | | | | | 34,090 | | | | | | 0.0 | | |
| | | 98,914 (5) | | | | Wells Fargo Mortgage Backed Securities 2006-AR7 2A1, 4.323%, 05/25/2036 | | | | | 101,528 | | | | | | 0.0 | | |
| | | 105,124 (5) | | | | Wells Fargo Mortgage Backed Securities 2006-AR7 2A4, 4.323%, 05/25/2036 | | | | | 107,903 | | | | | | 0.0 | | |
| | | 527,608 (5) | | | | Wells Fargo Mortgage Backed Securities 2007-3 AE, 2.541%, 04/25/2037 | | | | | 475,041 | | | | | | 0.1 | | |
| | | 684,419 | | | | Wells Fargo Mortgage Backed Securities 2007-7 A1 Trust, 6.000%, 06/25/2037 | | | | | 687,841 | | | | | | 0.1 | | |
| | | 325,181 (5) | | | | Wells Fargo Mortgage Backed Securities 2007-AR7 A1, 4.119%, 12/28/2037 | | | | | 318,603 | | | | | | 0.0 | | |
| | | 751,328 | (1)(5) | | WinWater Mortgage Loan Trust 2015-5 B4, 3.796%, 08/20/2045 | | | | | 714,933 | | | | | | 0.1 | | | |
| | | 1,556,862 | | | | Other Securities | | | | | 1,413,144 | | | | | | 0.2 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $90,675,741) | | | | | 92,485,712 | | | | | | 13.4 | | |
| BANK LOANS: 18.0% | | ||||||||||||||||||
| | | | | | | Aerospace & Defense: 0.3% | | ||||||||||||
| | | 150,000 | | | | KBR, Inc. Term Loan B, 5.992%, (US0001M + 3.750%), 04/25/2025 | | | | | 151,781 | | | | | | 0.0 | | |
| | | 697,873 | | | | Maxar Technologies Ltd. Term Loan B, 5.148%, (US0001M + 2.750%), 10/04/2024 | | | | | 689,063 | | | | | | 0.1 | | |
| | | 298,500 | | | | TransDigm, Inc. 2018 Term Loan F, 4.742%, (US0001M + 2.500%), 06/09/2023 | | | | | 299,841 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Aerospace & Defense (continued) | | ||||||||||||
| | | 747,252 | | | | TransDigm, Inc. 2018 Term Loan G, 4.742%, (US0001M + 2.500%), 08/22/2024 | | | | $ | 750,469 | | | | | | 0.1 | | |
| | | | | | | | | | | | 1,891,154 | | | | | | 0.3 | | |
| | | | | | | Auto Components: 0.0% | | ||||||||||||
| | | 147,750 | | | | Broadstreet Partners, Inc. 2018 Term Loan B, 5.492%, (US0001M + 3.250%), 11/08/2023 | | | | | 148,156 | | | | | | 0.0 | | |
| | | | | | | Automotive: 0.8% | | ||||||||||||
| | | 296,954 | | | | American Axle and Manufacturing, Inc. Term Loan B, 4.462%, (US0001M + 2.250%), 04/06/2024 | | | | | 297,418 | | | | | | 0.0 | | |
| | | 150,000 | | | | L&W, Inc. 2018 Term Loan B, 6.212%, (US0001M + 4.000%), 05/22/2025 | | | | | 151,406 | | | | | | 0.0 | | |
| | | 399,250 | | | | Belron Finance US LLC USD Term Loan B, 4.843%, (US0003M + 2.500%), 11/07/2024 | | | | | 400,623 | | | | | | 0.1 | | |
| | | 448,128 | | | | Bright Bidco B.V. 2018 Term Loan B, 5.840%, (US0001M + 3.500%), 06/30/2024 | | | | | 443,646 | | | | | | 0.1 | | |
| | | 298,496 | | | | Dealer Tire, LLC 2017 Term Loan B, 5.583%, (US0003M + 3.250%), 12/22/2021 | | | | | 287,303 | | | | | | 0.0 | | |
| | | 393,090 | | | | Dynacast International LLC Term Loan B2, 5.636%, (US0003M + 3.250%), 01/28/2022 | | | | | 394,800 | | | | | | 0.1 | | |
| | | 1,145,736 | | | | Gates Global LLC 2017 USD Repriced Term Loan B, 4.992%, (US0001M + 2.750%), 04/01/2024 | | | | | 1,153,881 | | | | | | 0.2 | | |
| | | 1,046,396 | | | | KAR Auction Services, Inc. Term Loan B5, 4.938%, (US0003M + 2.500%), 03/09/2023 | | | | | 1,052,276 | | | | | | 0.2 | | |
| | | 292,348 | | | | Mavis Tire Express Services Corp. 2018 1st Lien Term Loan, 5.415%, (US0001M + 3.250%), 03/20/2025 | | | | | 291,800 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Automotive (continued) | | ||||||||||||
| | | 46,913 | | | | Mavis Tire Express Services Corp. 2018 Delayed Draw Term Loan, 1.242%, (US0001M + 3.250%), 03/20/2025 | | | | $ | 46,825 | | | | | | 0.0 | | |
| | | 148,457 | | | | Superior Industries International, Inc. 2018 1st Lien Term Loan B, 6.242%, (US0001M + 4.000%), 05/22/2024 | | | | | 148,921 | | | | | | 0.0 | | |
| | | 515,000 | | | | Tenneco, Inc. 2018 Term Loan B, 5.148%, (US0003M + 2.750%), 10/01/2025 | | | | | 515,238 | | | | | | 0.1 | | |
| | | 148,500 | | | | Truck Hero, Inc. 1st Lien Term Loan, 5.962%, (US0001M + 3.750%), 04/21/2024 | | | | | 148,949 | | | | | | 0.0 | | |
| | | | | | | | | | | | 5,333,086 | | | | | | 0.8 | | |
| | | | | | | Beverage & Tobacco: 0.1% | | ||||||||||||
| | | 400,000 | | | | Refresco Group BV USD Term Loan B3, 5.648%, (US0003M + 3.250%), 03/28/2025 | | | | | 398,500 | | | | | | 0.1 | | |
| | | | | | | Building & Development: 0.5% | | ||||||||||||
| | | 546,548 | | | | Capital Automotive L.P. 2017 1st Lien Term Loan, 4.750%, (US0001M + 2.500%), 03/24/2024 | | | | | 547,629 | | | | | | 0.1 | | |
| | | 398,247 | | | | Core & Main LP 2017 Term Loan B, 5.317%, (US0003M + 3.000%), 08/01/2024 | | | | | 400,298 | | | | | | 0.1 | | |
| | | 150,000 | | | | Foundation Building Materials, LLC 2018 Term Loan B, 5.398%, (US0001M + 3.250%), 08/13/2025 | | | | | 150,703 | | | | | | 0.0 | | |
| | | 299,625 | | | | GYP Holdings III Corp. 2018 Term Loan B, 5.011%, (US0001M + 2.750%), 06/01/2025 | | | | | 299,484 | | | | | | 0.0 | | |
| | | 249,365 | | | | Henry Company LLC Term Loan B, 6.242%, (US0001M + 4.000%), 10/05/2023 | | | | | 251,080 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Building & Development (continued) | | ||||||||||||
| | | 150,000 | | | | Interior Logic Group, Inc. 2018 Term Loan B, 6.342%, (US0003M + 4.000%), 05/30/2025 | | | | $ | 150,375 | | | | | | 0.0 | | |
| | | 400,000 | | | | Minimax GmbH & Co. KG 2018 USD Term Loan B, 5.242%, (US0001M + 3.000%), 07/31/2025 | | | | | 403,500 | | | | | | 0.1 | | |
| | | 330,000 | | | | Pisces Midco, Inc. 2018 Term Loan, 6.087%, (US0003M + 3.750%), 04/12/2025 | | | | | 332,544 | | | | | | 0.1 | | |
| | | 400,000 | | | | Quikrete HLDGS Inc Term Loan, 4.992%, (US0001M + 2.750%), 11/15/2023 | | | | | 401,175 | | | | | | 0.1 | | |
| | | 255,000 | | | | SRS Distribution Inc. 2018 1st Lien Term Loan, 5.441%, (US0003M + 3.250%), 05/23/2025 | | | | | 253,179 | | | | | | 0.0 | | |
| | | 148,875 | | | | Werner FinCo LP 2017 Term Loan, 6.104%, (US0001M + 4.000%), 07/24/2024 | | | | | 148,968 | | | | | | 0.0 | | |
| | | 147,757 | | | | Wilsonart LLC 2017 Term Loan B, 5.640%, (US0003M + 3.250%), 12/19/2023 | | | | | 148,549 | | | | | | 0.0 | | |
| | | | | | | | | | | | 3,487,484 | | | | | | 0.5 | | |
| | | | | | | Business Equipment & Services: 2.0% | | ||||||||||||
| | | 80,689 | | | | 24-7 Intouch Inc 2018 Term Loan, 6.648%, (US0003M + 4.250%), 08/20/2025 | | | | | 79,075 | | | | | | 0.0 | | |
| | | 546,363 | | | | AlixPartners, LLP 2017 Term Loan B, 4.992%, (US0001M + 2.750%), 04/04/2024 | | | | | 549,436 | | | | | | 0.1 | | |
| | | 399,217 | | | | Allflex Holdings III, Inc. New 1st Lien Term Loan, 5.586%, (US0003M + 3.250%), 07/20/2020 | | | | | 401,343 | | | | | | 0.1 | | |
| | | 500 | | | | Altran Technologies S.A. 2018 USD Term Loan B, 4.575%, (US0003M + 2.250%), 03/20/2025 | | | | | 501 | | | | | | 0.0 | | |
| | | 100,000 | | | | American Traffic Solutions, Inc. 2018 2nd Lien Term Loan, 9.992%, (US0001M + 7.750%), 02/23/2026 | | | | | 102,375 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Business Equipment & Services (continued) | | ||||||||||||
| | | 145,313 | | | | Array Canada Inc. Term Loan B, 7.386%, (US0003M + 5.000%), 02/10/2023 | | | | $ | 141,135 | | | | | | 0.0 | | |
| | | 148,875 | | | | Ascend Learning, LLC 2017 Term Loan B, 5.242%, (US0001M + 3.000%), 07/12/2024 | | | | | 149,201 | | | | | | 0.0 | | |
| | | 148,500 | | | | ASP MCS Acquisition Corp. Term Loan B, 7.136%, (US0003M + 4.750%), 05/18/2024 | | | | | 126,844 | | | | | | 0.0 | | |
| | | 149,625 | | | | Verra Mobility Corporation 2018 1st Lien Term Loan, 5.992%, (US0001M + 3.750%), 02/28/2025 | | | | | 150,630 | | | | | | 0.0 | | |
| | | 146,535 | | | | Big Ass Fans, LLC 2018 Term Loan, 6.136%, (US0003M + 3.750%), 05/21/2024 | | | | | 147,954 | | | | | | 0.0 | | |
| | | 297,390 | | | | Camelot UK Holdco Limited 2017 Repriced Term Loan, 5.492%, (US0001M + 3.250%), 10/03/2023 | | | | | 298,240 | | | | | | 0.1 | | |
| | | 286,875 | | | | GTCR Valor Companies, Inc. USD 2017 Term Loan B1, 5.636%, (US0003M + 3.250%), 06/16/2023 | | | | | 288,955 | | | | | | 0.0 | | |
| | | 398,500 | | | | Colorado Buyer Inc Term Loan B, 5.110%, (US0001M + 3.000%), 05/01/2024 | | | | | 399,745 | | | | | | 0.1 | | |
| | | 135,145 | | | | Convergint Technologies LLC 2018 1st Lien Term Loan, 5.242%, (US0001M + 3.000%), 02/03/2025 | | | | | 135,272 | | | | | | 0.0 | | |
| | | 14,516 | | | | DG Investment Intermediate Holdings 2, Inc. 2018 Delayed Draw Term Loan, 5.242%, (US0001M + 3.000%), 02/03/2025 | | | | | 14,530 | | | | | | 0.0 | | |
| | | 142,371 | | | | DTI Holdco, Inc. 2018 Term Loan B, 6.945%, (US0001M + 4.750%), 09/30/2023 | | | | | 138,901 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Business Equipment & Services (continued) | | ||||||||||||
| | | 435,100 | | | | EIG Investors Corp. 2018 1st Lien Term Loan, 6.061%, (US0003M + 3.750%), 02/09/2023 | | | | $ | 439,071 | | | | | | 0.1 | | |
| | | 149,250 | | | | Element Materials Technology Group US Holdings Inc 2017 USD Term Loan B, 5.742%, (US0001M + 3.500%), 06/28/2024 | | | | | 150,369 | | | | | | 0.0 | | |
| | | 61,112 | | | | Engineered Machinery Holdings, Inc. USD 1st Lien Term Loan, 5.636%, (US0003M + 3.250%), 07/19/2024 | | | | | 60,425 | | | | | | 0.0 | | |
| | | 297,008 | | | | EVO Payments International LLC 2018 1st Lien Term Loan, 5.490%, (US0001M + 3.250%), 12/22/2023 | | | | | 299,235 | | | | | | 0.1 | | |
| | | 905,000 | | | | Financial & Risk Holdings, Inc. 2018 USD Term Loan, 6.148%, (US0003M + 3.750%), 10/01/2025 | | | | | 904,111 | | | | | | 0.1 | | |
| | | 150,000 | | | | FrontDoor Inc 2018 Term Loan B, 4.750%, (US0001M + 2.500%), 08/14/2025 | | | | | 151,312 | | | | | | 0.0 | | |
| | | 126,864 | | | | Garda World Security Corporation 2017 Term Loan, 7.750%, (PRIME + 2.500%), 05/24/2024 | | | | | 127,604 | | | | | | 0.0 | | |
| | | 299,250 | | | | GreenSky Holdings, LLC 2018 Term Loan B, 5.500%, (US0001M + 3.250%), 03/29/2025 | | | | | 300,746 | | | | | | 0.1 | | |
| | | 150,000 | | | | PricewaterhouseCoopers LLP 2018 Term Loan, 5.492%, (US0001M + 3.250%), 05/01/2025 | | | | | 150,750 | | | | | | 0.0 | | |
| | | 154,611 | | | | ION Trading Technologies S.a.r.l. USD Incremental Term Loan B, 6.398%, (US0003M + 4.000%), 11/21/2024 | | | | | 153,741 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Business Equipment & Services (continued) | | ||||||||||||
| | | 149,225 | | | | IQOR US Inc. Term Loan B, 7.337%, (US0003M + 5.000%), 04/01/2021 | | | | $ | 140,178 | | | | | | 0.0 | | |
| | | 502,788 | | | | KUEHG Corp. 2018 Incremental Term Loan, 6.136%, (US0003M + 3.750%), 02/21/2025 | | | | | 506,402 | | | | | | 0.1 | | |
| | | 299,250 | | | | Learning Care Group, Inc. 2018 1st Lien Term Loan, 5.431%, (US0001M + 3.250%), 03/13/2025 | | | | | 300,148 | | | | | | 0.1 | | |
| | | 100,000 | | | | Learning Care Group, Inc. 2018 2nd Lien Term Loan, 9.676%, (US0001M + 7.500%), 03/13/2026 | | | | | 100,500 | | | | | | 0.0 | | |
| | | 398,245 | | | | NeuStar, Inc. 2018 Term Loan B4, 5.742%, (US0001M + 3.500%), 08/08/2024 | | | | | 399,490 | | | | | | 0.1 | | |
| | | 99,972 | | | | NeuStar, Inc. 2nd Lien Term Loan, 10.242%, (US0001M + 8.000%), 08/08/2025 | | | | | 99,347 | | | | | | 0.0 | | |
| | | 499,050 | | | | NVA Holdings, Inc. Term Loan B3, 4.992%, (US0001M + 2.750%), 02/02/2025 | | | | | 498,660 | | | | | | 0.1 | | |
| | | 399,000 | | | | PI US MergerCo, Inc. USD 2017 1st Lien Term Loan, 5.742%, (US0001M + 3.500%), 12/20/2024 | | | | | 398,651 | | | | | | 0.1 | | |
| | | 430,005 | | | | Pre-Paid Legal Services, Inc. 2018 1st Lien Term Loan, 5.511%, (US0001M + 3.250%), 05/01/2025 | | | | | 433,163 | | | | | | 0.1 | | |
| | | 249,375 | | | | Prometric Holdings, Inc. 1st Lien Term Loan, 5.250%, (US0001M + 3.000%), 01/29/2025 | | | | | 249,791 | | | | | | 0.0 | | |
| | | 783,429 | | | | Red Ventures, LLC 1st Lien Term Loan, 6.242%, (US0001M + 4.000%), 11/08/2024 | | | | | 793,874 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Business Equipment & Services (continued) | | ||||||||||||
| | | 150,000 | | | | Renaissance Learning, Inc. 2018 Add On Term Loan, 5.492%, (US0001M + 3.250%), 05/30/2025 | | | | $ | 150,031 | | | | | | 0.0 | | |
| | | 149,250 | | | | Research Now Group, Inc. 2017 1st Lien Term Loan, 7.742%, (US0001M + 5.500%), 12/20/2024 | | | | | 150,229 | | | | | | 0.0 | | |
| | | 393,992 | | | | Solera Holdings, Inc. USD Term Loan B, 4.992%, (US0001M + 2.750%), 03/03/2023 | | | | | 395,417 | | | | | | 0.1 | | |
| | | 398,617 | | | | Spin Holdco Inc. 2017 Term Loan B, 5.589%, (US0003M + 3.250%), 11/14/2022 | | | | | 400,510 | | | | | | 0.1 | | |
| | | 150,000 | | | | SSH Group Holdings, Inc. 2018 1st Lien Term Loan, 6.590%, (US0003M + 4.250%), 07/30/2025 | | | | | 151,500 | | | | | | 0.0 | | |
| | | 148,875 | | | | Staples, Inc. 2017 Term Loan B, 6.398%, (US0003M + 4.000%), 09/12/2024 | | | | | 149,015 | | | | | | 0.0 | | |
| | | 154,605 | | | | Stiphout Finance LLC USD 1st Lien Term Loan, 5.242%, (US0001M + 3.000%), 10/26/2022 | | | | | 156,151 | | | | | | 0.0 | | |
| | | 148,500 | | | | SurveyMonkey Inc. 2017 Term Loan, 6.750%, (US0001M + 4.500%), 04/13/2024 | | | | | 149,053 | | | | | | 0.0 | | |
| | | 149,248 | | | | TMK Hawk Parent Corp. 2017 1st Lien Term Loan, 5.750%, (US0001M + 3.500%), 08/28/2024 | | | | | 147,569 | | | | | | 0.0 | | |
| | | 150,000 | | | | USS Ultimate Holdings, Inc. 1st Lien Term Loan, 5.992%, (US0001M + 3.750%), 08/25/2024 | | | | | 151,500 | | | | | | 0.0 | | |
| | | 305,000 | | | | Verifone Systems, Inc. 2018 1st Lien Term Loan, 6.322%, (US0003M + 4.000%), 08/20/2025 | | | | | 307,326 | | | | | | 0.1 | | |
| | | 100,000 | | | | Verifone Systems, Inc. 2018 2nd Lien Term Loan, 10.322%, (US0003M + 8.000%), 08/20/2026 | | | | | 99,875 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Business Equipment & Services (continued) | | ||||||||||||
| | | 530,000 | | | | Verscend Holding Corp. 2018 Term Loan B, 6.742%, (US0001M + 4.500%), 08/27/2025 | | | | $ | 532,981 | | | | | | 0.1 | | |
| | | 413,548 | | | | West Corporation 2017 Term Loan, 6.242%, (US0001M + 4.000%), 10/10/2024 | | | | | 412,831 | | | | | | 0.1 | | |
| | | 195,000 | | | | West Corporation 2018 Term Loan B1, 5.742%, (US0001M + 3.500%), 10/10/2024 | | | | | 193,694 | | | | | | 0.0 | | |
| | | 145,000 | | | | Yak Access, LLC 2018 1st Lien Term Loan B, 7.139%, (US0001M + 5.000%), 07/02/2025 | | | | | 140,650 | | | | | | 0.0 | | |
| | | 100,000 | | | | Yak Access, LLC 2018 2nd Lien Term Loan B, 12.148%, (US0001M + 10.000%), 06/13/2026 | | | | | 95,500 | | | | | | 0.0 | | |
| | | | | | | | | | | | 13,565,537 | | | | | | 2.0 | | |
| | | | | | | Cable & Satellite Television: 0.4% | | ||||||||||||
| | | 1,048,625 | | | | CSC Holdings, LLC 2018 Term Loan B, 4.658%, (US0001M + 2.500%), 01/25/2026 | | | | | 1,050,984 | | | | | | 0.2 | | |
| | | 496,988 | | | | Radiate Holdco, LLC 1st Lien Term Loan, 5.242%, (US0001M + 3.000%), 02/01/2024 | | | | | 496,706 | | | | | | 0.1 | | |
| | | 144,307 | | | | Telesat Canada Term Loan B4, 4.890%, (US0003M + 2.500%), 11/17/2023 | | | | | 144,902 | | | | | | 0.0 | | |
| | | 499,873 | | | | UPC Financing Partnership USD Term Loan AR, 4.658%, (US0001M + 2.500%), 01/15/2026 | | | | | 500,082 | | | | | | 0.1 | | |
| | | 150,000 | | | | Virgin Media Bristol LLC Term Loan K, 4.658%, (US0001M + 2.500%), 01/15/2026 | | | | | 150,403 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Cable & Satellite Television (continued) | | ||||||||||||
| | | 246,264 | | | | WideOpenWest Finance LLC 2017 Term Loan B, 5.408%, (US0001M + 3.250%), 08/18/2023 | | | | $ | 242,016 | | | | | | 0.0 | | |
| | | | | | | | | | | | 2,585,093 | | | | | | 0.4 | | |
| | | | | | | Chemicals & Plastics: 0.8% | | ||||||||||||
| | | 84,051 | | | | Allnex (Luxembourg) & Cy S.C.A. 2016 USD Term Loan B2, 5.567%, (US0003M + 3.250%), 09/13/2023 | | | | | 84,523 | | | | | | 0.0 | | |
| | | 63,323 | | | | Allnex USA, Inc. USD Term Loan B3, 5.567%, (US0003M + 3.250%), 09/13/2023 | | | | | 63,679 | | | | | | 0.0 | | |
| | | 398,500 | | | | Alpha 3 B.V. 2017 Term Loan B1, 5.386%, (US0003M + 3.000%), 01/31/2024 | | | | | 400,617 | | | | | | 0.1 | | |
| | | 797,870 | | | | Avantor, Inc. 2017 1st Lien Term Loan, 6.261%, (US0001M + 4.000%), 11/21/2024 | | | | | 808,199 | | | | | | 0.1 | | |
| | | 175,000 | | | | Composite Resins Holding B.V. 2018 Term Loan B, 6.354%, (US0001M + 4.250%), 08/01/2025 | | | | | 176,531 | | | | | | 0.0 | | |
| | | 398,622 | | | | Diamond (BC) B.V. USD Term Loan, 5.242%, (US0001M + 3.000%), 09/06/2024 | | | | | 391,895 | | | | | | 0.1 | | |
| | | 391,270 | | | | Emerald Performance Materials, LLC New 1st Lien Term Loan, 5.742%, (US0001M + 3.500%), 08/01/2021 | | | | | 394,572 | | | | | | 0.1 | | |
| | | 149,625 | | | | Encapsys, LLC 1st Lien Term Loan, 5.492%, (US0001M + 3.250%), 11/07/2024 | | | | | 150,436 | | | | | | 0.0 | | |
| | | 84,273 | | | | KMG Chemicals Inc. Term Loan B, 4.992%, (US0001M + 2.750%), 06/15/2024 | | | | | 84,483 | | | | | | 0.0 | | |
| | | 387,727 | | | | Kraton Polymers, LLC 2018 USD Term Loan, 4.742%, (US0001M + 2.500%), 03/05/2025 | | | | | 389,545 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Chemicals & Plastics (continued) | | ||||||||||||
| | | 550,000 | | | | MacDermid, Inc. USD Term Loan B6, 5.242%, (US0001M + 3.000%), 06/07/2023 | | | | $ | 552,836 | | | | | | 0.1 | | |
| | | 297,428 | | | | Plaskolite, Inc. 1st Lien Term Loan, 5.747%, (US0001M + 3.500%), 11/03/2022 | | | | | 298,172 | | | | | | 0.0 | | |
| | | 538,948 | | | | PQ Corporation 2018 Term Loan B, 4.742%, (US0001M + 2.500%), 02/08/2025 | | | | | 540,127 | | | | | | 0.1 | | |
| | | 150,000 | | | | Schenectady International Group Inc. 2018 1st Lien Term Loan, 7.148%, (US0003M + 4.750%), 08/10/2025 | | | | | 150,469 | | | | | | 0.0 | | |
| | | 150,000 | | | | Solenis International, LP 2018 1st Lien Term Loan, 6.311%, (US0003M + 4.000%), 12/26/2023 | | | | | 151,406 | | | | | | 0.0 | | |
| | | 180,000 | | | | Starfruit Finco B.V 2018 USD Term Loan B, 5.511%, (US0003M + 3.250%), 09/20/2025 | | | | | 180,980 | | | | | | 0.0 | | |
| | | 44,743 | | | | Tronox Blocked Borrower LLC Term Loan B, 5.242%, (US0001M + 3.000%), 09/22/2024 | | | | | 44,963 | | | | | | 0.0 | | |
| | | 103,254 | | | | Tronox Finance LLC Term Loan B, 5.242%, (US0001M + 3.000%), 09/22/2024 | | | | | 103,759 | | | | | | 0.0 | | |
| | | 533,254 | | | | Univar Inc. 2017 USD Term Loan B, 4.492%, (US0001M + 2.250%), 07/01/2024 | | | | | 535,180 | | | | | | 0.1 | | |
| | | | | | | | | | | | 5,502,372 | | | | | | 0.8 | | |
| | | | | | | Clothing/Textiles: 0.0% | | ||||||||||||
| | | 250,000 | | | | Varsity Brands, Inc. 2017 Term Loan B, 5.898%, (US0001M + 3.500%), 12/15/2024 | | | | | 250,937 | | | | | | 0.0 | | |
| | | | | | | Communications: 0.0% | | ||||||||||||
| | | 300,000 | | | | Shutterfly, Inc., 5.000%, (US0001M + 2.750%), 08/17/2024 | | | | | 301,463 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical: 0.0% | | ||||||||||||
| | | 232 | | | | Albany Molecular Research, Inc. 2017 1st Lien Term Loan, 5.492%, (US0001M + 3.250%), 08/30/2024 | | | | $ | 233 | | | | | | 0.0 | | |
| | | 86,074 | | | | Alvogen Pharma US, Inc. Term Loan, 6.980%, (US0003M + 5.000%), 04/02/2022 | | | | | 86,773 | | | | | | 0.0 | | |
| | | | | | | | | | | | 87,006 | | | | | | 0.0 | | |
| | | | | | | Containers & Glass Products: 0.9% | | ||||||||||||
| | | 149,625 | | | | Albea Beauty Holdings S.A 2018 USD Term Loan B2, 5.195%, (US0003M + 2.750%), 04/22/2024 | | | | | 149,157 | | | | | | 0.0 | | |
| | | 150,000 | | | | Ball Metalpack, LLC 2018 1st Lien Term Loan B, 6.742%, (US0001M + 4.500%), 07/24/2025 | | | | | 151,500 | | | | | | 0.0 | | |
| | | 405,000 | | | | Berlin Packaging LLC 2018 1st Lien Term Loan, 5.160%, (US0001M + 3.000%), 11/07/2025 | | | | | 405,538 | | | | | | 0.1 | | |
| | | 293,500 | | | | BWAY Holding Company 2017 Term Loan B, 5.581%, (US0003M + 3.250%), 04/03/2024 | | | | | 293,683 | | | | | | 0.0 | | |
| | | 544,867 | | | | Consolidated Container Company LLC 2017 1st Lien Term Loan, 4.992%, (US0001M + 2.750%), 05/22/2024 | | | | | 547,676 | | | | | | 0.1 | | |
| | | 148,125 | | | | Flex Acquisition Company, Inc. 1st Lien Term Loan, 5.337%, (US0003M + 3.000%), 12/29/2023 | | | | | 148,264 | | | | | | 0.0 | | |
| | | 789,375 | | | | Flex Acquisition Company, Inc. 2018 Incremental Term Loan, 5.751%, (US0003M + 3.250%), 06/29/2025 | | | | | 791,842 | | | | | | 0.1 | | |
| | | 386,620 | | | | Milacron LLC Amended Term Loan B, 4.742%, (US0001M + 2.500%), 09/28/2023 | | | | | 387,023 | | | | | | 0.1 | | |
| | | 224,631 | | | | SIG Combibloc Group AG, 7.000%, (PRIME + 1.750%), 03/13/2022 | | | | | 225,333 | | | | | | 0.0 | | |
| | | 150,000 | | | | Pelican Products, Inc. 2018 1st Lien Term Loan, 5.604%, (US0001M + 3.500%), 05/01/2025 | | | | | 150,351 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Containers & Glass Products (continued) | | ||||||||||||
| | | 398,618 | | | | Plastipak Packaging, Inc. 2018 Term Loan B, 4.750%, (US0001M + 2.500%), 10/14/2024 | | | | $ | 399,532 | | | | | | 0.1 | | |
| | | 147,375 | | | | Proampac PG Borrower LLC First Lien Term Loan, 5.777%, (US0003M + 3.500%), 11/18/2023 | | | | | 148,167 | | | | | | 0.0 | | |
| | | 993,106 | | | | Reynolds Group Holdings Inc. USD 2017 Term Loan, 4.992%, (US0001M + 2.750%), 02/05/2023 | | | | | 998,761 | | | | | | 0.2 | | |
| | | 149,250 | | | | Ring Container Technologies Group, LLC 1st Lien Term Loan, 4.992%, (US0001M + 2.750%), 10/31/2024 | | | | | 149,670 | | | | | | 0.0 | | |
| | | 399,000 | | | | Titan Acquisition Limited 2018 Term Loan B, 5.242%, (US0001M + 3.000%), 03/28/2025 | | | | | 387,498 | | | | | | 0.1 | | |
| | | 27,241 | | | | TricorBraun Holdings, Inc. 1st Lien Delayed Draw Term Loan, 8.000%, (PRIME + 2.750%), 11/30/2023 | | | | | 27,388 | | | | | | 0.0 | | |
| | | 270,348 | | | | TricorBraun Holdings, Inc. 1st Lien Term Loan, 6.140%, (US0003M + 3.750%), 11/30/2023 | | | | | 271,813 | | | | | | 0.0 | | |
| | | 547,873 | | | | Trident TPI Holdings, Inc. 2017 USD Term Loan B1, 5.492%, (US0001M + 3.250%), 10/17/2024 | | | | | 546,932 | | | | | | 0.1 | | |
| | | | | | | | | | | | 6,180,128 | | | | | | 0.9 | | |
| | | | | | | Cosmetics/Toiletries: 0.1% | | ||||||||||||
| | | 150,000 | | | | Anastasia Parent, LLC 2018 Term Loan B, 5.883%, (US0001M + 3.750%), 08/02/2025 | | | | | 149,094 | | | | | | 0.0 | | |
| | | 161,250 | | | | Rodan & Fields, LLC 2018 Term Loan B, 8.250%, (PRIME + 3.000%), 06/06/2025 | | | | | 163,114 | | | | | | 0.0 | | |
| | | 298,492 | | | | Wellness Merger Sub, Inc. 1st Lien Term Loan, 6.529%, (US0003M + 4.250%), 06/30/2024 | | | | | 300,483 | | | | | | 0.1 | | |
| | | | | | | | | | | | 612,691 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Drugs: 0.3% | | ||||||||||||
| | | 409,464 | | | | Alvogen Pharma US, Inc. 2018 Term Loan B, 6.990%, (US0001M + 4.750%), 04/02/2022 | | | | $ | 412,791 | | | | | | 0.1 | �� | |
| | | 574,925 | | | | Amneal Pharmaceuticals LLC 2018 Term Loan B, 5.750%, (US0001M + 3.500%), 05/04/2025 | | | | | 581,034 | | | | | | 0.1 | | |
| | | 398,870 | | | | Endo Luxembourg Finance Company I S.a r.l. 2017 Term Loan B, 6.492%, (US0001M + 4.250%), 04/29/2024 | | | | | 402,360 | | | | | | 0.0 | | |
| | | 452,826 | | | | Horizon Pharma, Inc. 2017 1st Lien Term Loan, 5.500%, (US0001M + 3.250%), 03/29/2024 | | | | | 457,071 | | | | | | 0.1 | | |
| | | | | | | | | | | | 1,853,256 | | | | | | 0.3 | | |
| | | | | | | Ecological Services & Equipment: 0.2% | | ||||||||||||
| | | 249,322 | | | | 4L Holdings, LLC 1st Lien Term Loan, 6.742%, (US0001M + 4.500%), 05/08/2020 | | | | | 244,491 | | | | | | 0.0 | | |
| | | 493,103 | | | | ADS Waste Holdings Inc. Term Loan, 4.413%, (US0001W + 2.250%), 11/10/2023 | | | | | 495,415 | | | | | | 0.1 | | |
| | | 249,375 | | | | Gopher Resource, LLC 1st Lien Term Loan, 5.492%, (US0001M + 3.250%), 03/06/2025 | | | | | 250,700 | | | | | | 0.0 | | |
| | | 298,500 | | | | Wrangler Buyer Corp. Term Loan B, 4.992%, (US0001M + 2.750%), 09/27/2024 | | | | | 300,645 | | | | | | 0.1 | | |
| | | | | | | | | | | | 1,291,251 | | | | | | 0.2 | | |
| | | | | | | Electronics/Electrical: 2.3% | | ||||||||||||
| | | 89,104 | | | | Aptean, Inc. 2017 1st Lien Term Loan, 6.640%, (US0003M + 4.250%), 12/20/2022 | | | | | 89,587 | | | | | | 0.0 | | |
| | | 354,242 | | | | Avast Software B.V. 2018 USD Term Loan B, 4.886%, (US0003M + 2.500%), 09/30/2023 | | | | | 356,732 | | | | | | 0.1 | | |
| | | 299,250 | | | | Barracuda Networks, Inc. 1st Lien Term Loan, 5.408%, (US0001M + 3.250%), 02/12/2025 | | | | | 300,091 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Electronics/Electrical (continued) | | ||||||||||||
| | | 710,000 | | | | BMC Software Finance, Inc. 2018 USD Term Loan B, 6.648%, (US0003M + 4.250%), 09/01/2025 | | | | $ | 717,626 | | | | | | 0.1 | | |
| | | 647,619 | | | | BMC Software Finance, Inc. USD 2017 1st Lien Term Loan, 5.492%, (US0001M + 3.250%), 09/10/2022 | | | | | 652,375 | | | | | | 0.1 | | |
| | | 185,000 | | | | Cohu, Inc. 2018 Term Loan B, 5.398%, (US0003M + 3.000%), 09/20/2025 | | | | | 185,694 | | | | | | 0.0 | | |
| | | 150,000 | | | | Compuware Corporation 2018 Term Loan B, 5.712%, (US0001M + 3.500%), 08/22/2025 | | | | | 151,500 | | | | | | 0.0 | | |
| | | 400,000 | | | | Dynatrace LLC 2018 1st Lien Term Loan, 5.474%, (US0001M + 3.250%), 08/22/2025 | | | | | 403,188 | | | | | | 0.1 | | |
| | | 100,000 | | | | Dynatrace LLC 2018 2nd Lien Term Loan, 9.224%, (US0003M + 7.000%), 08/21/2026 | | | | | 101,250 | | | | | | 0.0 | | |
| | | 150,000 | | | | EagleView Technology Corporation 2018 Add On Term Loan B, 5.634%, (US0001M + 3.500%), 08/14/2025 | | | | | 150,344 | | | | | | 0.0 | | |
| | | 150,000 | | | | Electrical Components International, Inc. 2018 1st Lien Term Loan, 6.636%, (US0003M + 4.250%), 06/26/2025 | | | | | 151,125 | | | | | | 0.0 | | |
| | | 390,564 | | | | Epicor Software Corporation 1st Lien Term Loan, 5.500%, (US0001M + 3.250%), 06/01/2022 | | | | | 392,307 | | | | | | 0.1 | | |
| | | 398,969 | | | | SkillSoft Corporation 1st Lien Term Loan, 6.992%, (US0001M + 4.750%), 04/28/2021 | | | | | 380,932 | | | | | | 0.1 | | |
| | | 146,946 | | | | Eze Castle Software Inc. 2017 1st Lien Term Loan, 5.242%, (US0001M + 3.000%), 04/06/2020 | | | | | 147,589 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Electronics/Electrical (continued) | | ||||||||||||
| | | 569,734 | | | | Greeneden U.S. Holdings II, LLC 2018 USD Term Loan B, 5.742%, (US0001M + 3.500%), 12/01/2023 | | | | $ | 573,562 | | | | | | 0.1 | | |
| | | 437,764 | | | | Hyland Software, Inc. 2017 1st Lien Term Loan, 5.492%, (US0001M + 3.250%), 07/01/2022 | | | | | 441,275 | | | | | | 0.1 | | |
| | | 397,315 | | | | Infor (US), Inc. Term Loan B6, 5.136%, (US0003M + 2.750%), 02/01/2022 | | | | | 398,840 | | | | | | 0.1 | | |
| | | 624,638 | | | | Informatica Corporation 2018 USD Term Loan, 5.492%, (US0001M + 3.250%), 08/05/2022 | | | | | 629,546 | | | | | | 0.1 | | |
| | | 816,881 | | | | Kronos Incorporated 2017 Term Loan B, 5.343%, (US0003M + 3.000%), 11/01/2023 | | | | | 821,757 | | | | | | 0.1 | | |
| | | 150,000 | | | | Lumentum Holdings 2018 1st Lien Term Loan, 4.898%, (US0003M + 2.500%), 08/07/2025 | | | | | 151,500 | | | | | | 0.0 | | |
| | | 117,105 | | | | MA FinanceCo., LLC USD Term Loan B3, 4.742%, (US0001M + 2.500%), 06/21/2024 | | | | | 116,666 | | | | | | 0.0 | | |
| | | 150,000 | | | | Marketo, Inc. 2018 1st Lien Term Loan, 5.593%, (US0003M + 3.250%), 02/07/2025 | | | | | 150,469 | | | | | | 0.0 | | |
| | | 125,909 | | | | MaxLinear, Inc. Term Loan B, 4.658%, (US0001M + 2.500%), 05/12/2024 | | | | | 126,063 | | | | | | 0.0 | | |
| | | 926,340 | | | | McAfee, LLC 2017 USD Term Loan B, 6.742%, (US0001M + 4.500%), 09/30/2024 | | | | | 935,217 | | | | | | 0.1 | | |
| | | 647,619 | | | | MH Sub I, LLC 2017 1st Lien Term Loan, 5.915%, (US0001M + 3.750%), 09/13/2024 | | | | | 653,054 | | | | | | 0.1 | | |
| | | 150,000 | | | | MH Sub I, LLC 2017 2nd Lien Term Loan, 9.665%, (US0001M + 7.500%), 09/15/2025 | | | | | 151,969 | | | | | | 0.0 | | |
| | | 100,000 | | | | Navex Global, Inc. 2018 2nd Lien Term Loan, 9.120%, (US0003M + 7.000%), 08/07/2026 | | | | | 100,750 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Electronics/Electrical (continued) | | ||||||||||||
| | | 150,000 | | | | Navex Global, Inc. 2018 Term Loan B, 5.370%, (US0003M + 3.250%), 08/08/2025 | | | | $ | 150,063 | | | | | | 0.0 | | |
| | | 150,000 | | | | Optiv Security, Inc. 1st Lien Term Loan, 5.500%, (US0001M + 3.250%), 02/01/2024 | | | | | 146,391 | | | | | | 0.0 | | |
| | | 570,000 | | | | Quest Software US Holdings Inc. 2018 1st Lien Term Loan, 6.572%, (US0003M + 4.250%), 05/16/2025 | | | | | 572,280 | | | | | | 0.1 | | |
| | | 115,000 | | | | Quest Software US Holdings Inc. 2018 2nd Lien Term Loan, 10.572%, (US0003M + 8.250%), 05/16/2026 | | | | | 114,396 | | | | | | 0.0 | | |
| | | 546,371 | | | | Rackspace Hosting, Inc. 2017 Incremental 1st Lien Term Loan, 5.348%, (US0003M + 3.000%), 11/03/2023 | | | | | 540,127 | | | | | | 0.1 | | |
| | | 250,000 | | | | Riverbed Technology, Inc. 2016 Term Loan, 5.500%, (US0001M + 3.250%), 04/24/2022 | | | | | 250,058 | | | | | | 0.0 | | |
| | | 398,572 | | | | Rovi Solutions Corporation Term Loan B, 4.750%, (US0001M + 2.500%), 07/02/2021 | | | | | 399,278 | | | | | | 0.1 | | |
| | | 397,750 | | | | RP Crown Parent LLC Term Loan B, 4.992%, (US0001M + 2.750%), 10/12/2023 | | | | | 400,134 | | | | | | 0.1 | | |
| | | 790,841 | | | | Seattle Spinco, Inc. USD Term Loan B3, 4.742%, (US0001M + 2.500%), 06/21/2024 | | | | | 787,283 | | | | | | 0.1 | | |
| | | 300,000 | | | | PowerSchool 2018 Term Loan B, 5.354%, (US0001M + 3.250%), 08/01/2025 | | | | | 300,375 | | | | | | 0.1 | | |
| | | 772,372 | | | | SolarWinds Holdings, Inc. 2018 Term Loan B, 5.242%, (US0001M + 3.000%), 02/05/2024 | | | | | 777,440 | | | | | | 0.1 | | |
| | | 140,000 | | | | SonicWALL, Inc. 1st Lien Term Loan, 5.822%, (US0003M + 3.500%), 05/16/2025 | | | | | 140,525 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Electronics/Electrical (continued) | | ||||||||||||
| | | 100,000 | | | | SonicWALL, Inc. 2nd Lien Term Loan, 9.822%, (US0003M + 7.500%), 05/18/2026 | | | | $ | 99,583 | | | | | | 0.0 | | |
| | | 151,047 | | | | SS&C Technologies Holdings Europe S.A.R.L. 2018 Term Loan B4, 4.492%, (US0001M + 2.250%), 04/16/2025 | | | | | 151,342 | | | | | | 0.0 | | |
| | | 388,295 | | | | SS&C Technologies Inc. 2018 Term Loan B3, 4.492%, (US0001M + 2.250%), 04/16/2025 | | | | | 389,053 | | | | | | 0.1 | | |
| | | 150,000 | | | | TriTech Software Systems 2018 Term Loan B, 5.992%, (US0001M + 3.750%), 08/29/2025 | | | | | 150,703 | | | | | | 0.0 | | |
| | | 476,942 | | | | TTM Technologies, Inc. 2017 Term Loan, 4.604%, (US0001M + 2.500%), 09/28/2024 | | | | | 479,323 | | | | | | 0.1 | | |
| | | 421,158 | | | | Veritas Bermuda Ltd. USD Repriced Term Loan B, 6.778%, (US0003M + 4.500%), 01/27/2023 | | | | | 410,968 | | | | | | 0.1 | | |
| | | 100,000 | | | | Web.com Group, Inc. 2018 2nd Lien Term Loan, 10.148%, (US0003M + 7.750%), 09/14/2026 | | | | | 100,875 | | | | | | 0.0 | | |
| | | 155,000 | | | | Web.com Group, Inc. 2018 Term Loan B, 6.148%, (US0003M + 3.750%), 09/14/2025 | | | | | 156,182 | | | | | | 0.0 | | |
| | | 222,700 | | | | Xperi Corporation 2018 Term Loan B1, 4.742%, (US0001M + 2.500%), 12/01/2023 | | | | | 221,030 | | | | | | 0.0 | | |
| | | | | | | | | | | | 16,168,417 | | | | | | 2.3 | | |
| | | | | | | Energy: 0.0% | | ||||||||||||
| | | 150,000 | | | | Moda Midstream - TL B 1L, 0.000%, (US0003M + 3.250%), 09/26/2025 | | | | | 151,594 | | | | | | 0.0 | | |
| | | | | | | Financial: 0.0% | | ||||||||||||
| | | 106,000 | | | | Blucora, Inc. 2017 Term Loan B, 5.242%, (US0001M + 3.000%), 05/22/2024 | | | | | 106,662 | | | | | | 0.0 | | |
| | | | | | | Financial Intermediaries: 0.4% | | ||||||||||||
| | | 150,000 | | | | Advisor Group, Inc. 2018 Term Loan, 5.908%, (US0001M + 3.750%), 08/15/2025 | | | | | 151,031 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Financial Intermediaries (continued) | | ||||||||||||
| | | 400,000 | | | | Blackhawk Network Holdings, Inc 2018 1st Lien Term Loan, 5.386%, (US0003M + 3.000%), 06/15/2025 | | | | $ | 403,042 | | | | | | 0.1 | | |
| | | 200,000 | | | | DTZ U.S. Borrower LLC 2018 Add On Term Loan B, 5.492%, (US0001M + 3.250%), 08/21/2025 | | | | | 200,917 | | | | | | 0.0 | | |
| | | 299,250 | | | | Duff & Phelps Corporation 2017 Term Loan B, 5.492%, (US0001M + 3.250%), 02/13/2025 | | | | | 299,975 | | | | | | 0.1 | | |
| | | 670,000 | | | | Edelman Financial Center, LLC 2018 1st Lien Term Loan, 5.592%, (US0003M + 3.250%), 07/21/2025 | | | | | 676,867 | | | | | | 0.1 | | |
| | | 100,000 | | | | Edelman Financial Center, LLC 2018 2nd Lien Term Loan, 9.092%, (US0003M + 6.750%), 07/20/2026 | | | | | 102,375 | | | | | | 0.0 | | |
| | | 494,406 | | | | First Eagle Holdings, Inc. 2017 1st Lien Term Loan B, 5.386%, (US0003M + 3.000%), 12/01/2022 | | | | | 498,964 | | | | | | 0.1 | | |
| | | 133,847 | | | | Focus Financial Partners, LLC 2018 Incremental Term Loan, 4.742%, (US0001M + 2.500%), 07/03/2024 | | | | | 134,376 | | | | | | 0.0 | | |
| | | 298,496 | | | | LPL Holdings, Inc. 2017 1st Lien Term Loan B, 4.424%, (US0001M + 2.250%), 09/23/2024 | | | | | 299,429 | | | | | | 0.0 | | |
| | | | | | | | | | | | 2,766,976 | | | | | | 0.4 | | |
| | | | | | | Food Products: 0.4% | | ||||||||||||
| | | 150,000 | | | | 8th Avenue Food & Provisions, Inc. 2018 1st Lien Term Loan, 6.148%, (US0003M + 3.750%), 09/20/2025 | | | | | 151,531 | | | | | | 0.0 | | |
| | | 100,000 | | | | 8th Avenue Food & Provisions, Inc. 2018 2nd Lien Term Loan, 10.148%, (US0003M + 7.750%), 09/20/2026 | | | | | 101,125 | | | | | | 0.0 | | |
| | | 148,875 | | | | Atkins Nutritionals Holdings II, Inc. 2017 Term Loan B, 5.843%, (US0003M + 3.500%), 07/07/2024 | | | | | 150,178 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Food Products (continued) | | ||||||||||||
| | | 150,000 | | | | CH Guenther & Son, Incorporated 2018 Term Loan B, 4.992%, (US0001M + 2.750%), 03/31/2025 | | | | $ | 150,328 | | | | | | 0.0 | | |
| | | 448,875 | | | | IRB Holding Corp 1st Lien Term Loan, 5.460%, (US0002M + 3.250%), 02/05/2025 | | | | | 451,154 | | | | | | 0.1 | | |
| | | 847,100 | | | | JBS USA, LLC 2017 Term Loan B, 4.844%, (US0003M + 2.500%), 10/30/2022 | | | | | 849,747 | | | | | | 0.1 | | |
| | | 372,933 | | | | NPC International, Inc. 1st Lien Term Loan, 5.576%, (US0001M + 3.500%), 04/19/2024 | | | | | 374,876 | | | | | | 0.1 | | |
| | | 300,000 | | | | Sigma Bidco B.V. 2018 USD Term Loan B, 5.114%, (US0001M + 3.000%), 07/02/2025 | | | | | 300,375 | | | | | | 0.1 | | |
| | | | | | | | | | | | 2,529,314 | | | | | | 0.4 | | |
| | | | | | | Food Service: 0.5% | | ||||||||||||
| | | 547,853 | | | | 1011778 B.C. Unlimited Liability Company Term Loan B3, 4.492%, (US0001M + 2.250%), 02/16/2024 | | | | | 548,684 | | | | | | 0.1 | | |
| | | 150,000 | | | | Del Friscos Restaurant Group, Inc. 2018 Incremental Term Loan, 10.250%, (PRIME + 5.000%), 06/27/2025 | | | | | 148,500 | | | | | | 0.0 | | |
| | | 150,000 | | | | Dhanani Group Inc. 2018 Term Loan B, 5.992%, (US0001M + 3.750%), 06/27/2025 | | | | | 150,187 | | | | | | 0.0 | | |
| | | 150,000 | | | | Flynn Restaurant Group LP 1st Lien Term Loan, 5.874%, (US0001M + 3.500%), 06/27/2025 | | | | | 149,719 | | | | | | 0.0 | | |
| | | 791,000 | | | | Golden Nugget, Inc. 2017 Incremental Term Loan B, 4.957%, (US0001M + 2.750%), 10/04/2023 | | | | | 795,350 | | | | | | 0.1 | | |
| | | 419,375 | | | | Hearthside Food Solutions, LLC 2018 Term Loan B, 5.242%, (US0001M + 3.000%), 05/23/2025 | | | | | 418,664 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Food Service (continued) | | ||||||||||||
| | | 149,250 | | | | K-Mac Holdings Corp 2018 1st Lien Term Loan, 5.415%, (US0001M + 3.250%), 03/14/2025 | | | | $ | 150,090 | | | | | | 0.0 | | |
| | | 100,000 | | | | K-Mac Holdings Corp 2018 2nd Lien Term Loan, 8.915%, (US0001M + 6.750%), 03/16/2026 | | | | | 100,750 | | | | | | 0.0 | | |
| | | 458,974 | | | | Manitowoc Foodservice, Inc. Term Loan B, 4.992%, (US0001M + 2.750%), 03/03/2023 | | | | | 462,317 | | | | | | 0.1 | | |
| | | 150,000 | | | | Fogo de Chao Churrascaria Holdings LLC 2018 Term Loan, 6.742%, (US0001M + 4.500%), 04/07/2025 | | | | | 151,031 | | | | | | 0.0 | | |
| | | 150,000 | | | | Restaurant Technologies, Inc. 2018 1st Lien Term Loan, 0.000%, (US0003M + 3.250%), 09/21/2025 | | | | | 150,844 | | | | | | 0.0 | | |
| | | 149,625 | | | | Tacala, LLC 1st Lien Term Loan, 5.492%, (US0001M + 3.250%), 01/31/2025 | | | | | 150,537 | | | | | | 0.1 | | |
| | | 100,000 | | | | Tacala, LLC 2nd Lien Term Loan, 9.242%, (US0001M + 7.000%), 01/30/2026 | | | | | 101,625 | | | | | | 0.0 | | |
| | | | | | | | | | | | 3,478,298 | | | | | | 0.5 | | |
| | | | | | | Food/Drug Retailers: 0.2% | | ||||||||||||
| | | 398,242 | | | | Albertsons, LLC USD 2017 Term Loan B4, 4.992%, (US0001M + 2.750%), 08/25/2021 | | | | | 399,164 | | | | | | 0.1 | | |
| | | 547,864 | | | | Albertsons, LLC USD 2017 Term Loan B6, 5.311%, (US0003M + 3.000%), 06/22/2023 | | | | | 548,617 | | | | | | 0.1 | | |
| | | 149,625 | | | | EG Finco Limited 2018 USD Term Loan, 6.386%, (US0003M + 4.000%), 02/07/2025 | | | | | 150,420 | | | | | | 0.0 | | |
| | | 149,625 | | | | EG Group Limited 2018 USD Term Loan B, 6.386%, (US0003M + 4.000%), 02/07/2025 | | | | | 149,905 | | | | | | 0.0 | | |
| | | 147,750 | | | | Moran Foods LLC Term Loan, 8.242%, (US0001M + 6.000%), 12/05/2023 | | | | | 107,488 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Food/Drug Retailers (continued) | | ||||||||||||
| | | 150,000 | | | | Smart & Final Stores LLC 1st Lien Term Loan, 5.742%, (US0001M + 3.500%), 11/15/2022 | | | | $ | 147,375 | | | | | | 0.0 | | |
| | | 93,717 | | | | Supervalu Inc. 2017 Delayed Draw Term Loan, 5.742%, (US0001M + 3.500%), 06/08/2024 | | | | | 93,963 | | | | | | 0.0 | | |
| | | 156,195 | | | | Supervalu Inc. 2017 Term Loan B, 5.742%, (US0001M + 3.500%), 06/08/2024 | | | | | 156,605 | | | | | | 0.0 | | |
| | | | | | | | | | | | 1,753,537 | | | | | | 0.2 | | |
| | | | | | | Health Care: 2.1% | | ||||||||||||
| | | 249,368 | | | | Acadia Healthcare Company, Inc. 2018 Term Loan B3, 4.594%, (US0001M + 2.500%), 02/11/2022 | | | | | 251,342 | | | | | | 0.0 | | |
| | | 545,394 | | | | Acadia Healthcare Company, Inc. 2018 Term Loan B4, 4.742%, (US0001M + 2.500%), 02/16/2023 | | | | | 549,777 | | | | | | 0.1 | | |
| | | 430,000 | | | | ADMI Corp. 2018 Term Loan B, 5.492%, (US0001M + 3.250%), 04/30/2025 | | | | | 432,688 | | | | | | 0.1 | | |
| | | 147,516 | | | | Air Methods Corporation 2017 Term Loan B, 5.886%, (US0003M + 3.500%), 04/21/2024 | | | | | 134,903 | | | | | | 0.0 | | |
| | | 397,000 | | | | ATI Holdings Acquisition, Inc. 2016 Term Loan, 5.898%, (US0001M + 3.500%), 05/10/2023 | | | | | 399,233 | | | | | | 0.1 | | |
| | | 249,357 | | | | Auris Luxembourg III S.a.r.l. 2017 USD Term Loan B7, 5.386%, (US0003M + 3.000%), 01/17/2022 | | | | | 253,098 | | | | | | 0.0 | | |
| | | 470,000 | | | | Auris Luxembourg III S.a.r.l. 2018 USD Term Loan B, 6.148%, (US0003M + 3.750%), 07/20/2025 | | | | | 476,462 | | | | | | 0.1 | | |
| | | 1,091,678 | | | | Change Healthcare Holdings LLC 2017 Term Loan B, 4.992%, (US0001M + 2.750%), 03/01/2024 | | | | | 1,096,530 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Health Care (continued) | | ||||||||||||
| | | 561,240 | | | | CHG Healthcare Services Inc. 2017 1st Lien Term Loan B, 5.306%, (US0001M + 3.000%), 06/07/2023 | | | | $ | 564,923 | | | | | | 0.1 | | |
| | | 148,500 | | | | Commerce Merger Sub, Inc. 2017 1st Lien Term Loan, 5.636%, (US0003M + 3.250%), 06/28/2024 | | | | | 149,243 | | | | | | 0.0 | | |
| | | 375,000 | | | | Concentra Inc. 2018 1st Lien Term Loan, 4.860%, (US0001M + 2.750%), 06/01/2022 | | | | | 376,875 | | | | | | 0.1 | | |
| | | 30,000 | | | | DentalCorp Perfect Smile ULC 1st Lien Delayed Draw Term Loan, 4.310%, (US0001M + 3.750%), 06/06/2025 | | | | | 30,281 | | | | | | 0.0 | | |
| | | 120,000 | | | | DentalCorp Perfect Smile ULC 1st Lien Term Loan, 5.992%, (US0001M + 3.750%), 06/06/2025 | | | | | 121,125 | | | | | | 0.0 | | |
| | | 250,000 | | | | Envision Healthcare Corp Term Loan B, 5.250%, (US0001M + 3.000%), 12/01/2023 | | | | | 250,311 | | | | | | 0.0 | | |
| | | 396,760 | | | | ExamWorks Group, Inc. 2017 Term Loan, 5.468%, (US0001M + 3.250%), 07/27/2023 | | | | | 400,480 | | | | | | 0.1 | | |
| | | 298,500 | | | | Global Medical Response, Inc. 2017 Term Loan B2, 6.415%, (US0001M + 4.250%), 03/14/2025 | | | | | 297,541 | | | | | | 0.1 | | |
| | | 296,637 | | | | Global Medical Response, Inc. 2018 Term Loan B1, 5.383%, (US0001M + 3.250%), 04/28/2022 | | | | | 292,650 | | | | | | 0.0 | | |
| | | 148,500 | | | | Greenway Health, LLC 2017 1st Lien Term Loan, 6.140%, (US0003M + 3.750%), 02/14/2024 | | | | | 148,686 | | | | | | 0.0 | | |
| | | 547,857 | | | | Grifols Worldwide Operations USA, Inc. 2017 Acquisition Term Loan, 4.417%, (US0001W + 2.250%), 01/31/2025 | | | | | 551,281 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Health Care (continued) | | ||||||||||||
| | | 150,000 | | | | Inovalon Holdings, Inc. 2018 Term Loan B, 5.625%, (US0001M + 3.500%), 04/02/2025 | | | | $ | 150,188 | | | | | | 0.0 | | |
| | | 896,919 | | | | Jaguar Holding Company II 2018 Term Loan, 4.742%, (US0001M + 2.500%), 08/18/2022 | | | | | 898,601 | | | | | | 0.1 | | |
| | | 499,370 | | | | Kinetic Concepts, Inc. 2017 USD Term Loan B, 5.636%, (US0003M + 3.250%), 02/02/2024 | | | | | 503,053 | | | | | | 0.1 | | |
| | | 150,000 | | | | Lifescan Global Corporation 2018 1st Lien Term Loan, 8.398%, (US0003M + 6.000%), 09/27/2024 | | | | | 148,406 | | | | | | 0.0 | | |
| | ��� | 366,807 | | | | MPH Acquisition Holdings LLC 2016 Term Loan B, 5.136%, (US0003M + 2.750%), 06/07/2023 | | | | | 367,925 | | | | | | 0.0 | | |
| | | 650,000 | | | | Ortho-Clinical Diagnostics SA 2018 Term Loan B, 5.492%, (US0001M + 3.250%), 06/30/2025 | | | | | 652,727 | | | | | | 0.1 | | |
| | | 398,247 | | | | Parexel International Corporation Term Loan B, 4.992%, (US0001M + 2.750%), 09/27/2024 | | | | | 396,380 | | | | | | 0.1 | | |
| | | 115,619 | | | | Pearl Intermediate Parent LLC 2018 1st Lien Term Loan, 4.915%, (US0001M + 2.750%), 02/14/2025 | | | | | 113,740 | | | | | | 0.0 | | |
| | | 34,091 | | | | Pearl Intermediate Parent LLC 2018 Delayed Draw Term Loan, 2.082%, (US0003M + 2.750%), 02/14/2025 | | | | | 33,537 | | | | | | 0.0 | | |
| | | 149,625 | | | | PharMerica Corporation 1st Lien Term Loan, 5.648%, (US0001M + 3.500%), 12/06/2024 | | | | | 150,747 | | | | | | 0.0 | | |
| | | 147,000 | | | | nThrive, Inc. 2016 1st Lien Term Loan, 6.742%, (US0001M + 4.500%), 10/20/2022 | | | | | 147,919 | | | | | | 0.0 | | |
| | | 298,487 | | | | Press Ganey Holdings, Inc. 2018 1st Lien Term Loan, 4.992%, (US0001M + 2.750%), 10/23/2023 | | | | | 300,166 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Health Care (continued) | | ||||||||||||
| | | 372,193 | | | | Prospect Medical Holdings, Inc. 2018 Term Loan B, 7.625%, (US0001M + 5.500%), 02/22/2024 | | | | $ | 376,380 | | | | | | 0.1 | | |
| | | 457,242 | | | | Select Medical Corporation 2017 Term Loan B, 4.901%, (US0001M + 2.750%), 03/01/2021 | | | | | 460,958 | | | | | | 0.1 | | |
| | | 162,938 | | | | Sotera Health Holdings, LLC 2017 Term Loan, 5.242%, (US0001M + 3.000%), 05/15/2022 | | | | | 163,406 | | | | | | 0.0 | | |
| | | 398,245 | | | | Surgery Center Holdings, Inc. 2017 Term Loan B, 5.648%, (US0003M + 3.250%), 09/02/2024 | | | | | 399,092 | | | | | | 0.1 | | |
| | | 148,125 | | | | Team Health Holdings, Inc. 1st Lien Term Loan, 4.992%, (US0001M + 2.750%), 02/06/2024 | | | | | 144,237 | | | | | | 0.0 | | |
| | | 148,500 | | | | Tecomet Inc. 2017 Repriced Term Loan, 5.620%, (US0001M + 3.500%), 05/01/2024 | | | | | 149,196 | | | | | | 0.0 | | |
| | | 398,500 | | | | U.S. Anesthesia Partners, Inc. 2017 Term Loan, 5.242%, (US0001M + 3.000%), 06/23/2024 | | | | | 401,302 | | | | | | 0.1 | | |
| | | 243,750 | | | | U.S. Renal Care, Inc. 2015 Term Loan B, 6.636%, (US0003M + 4.250%), 12/31/2022 | | | | | 238,113 | | | | | | 0.0 | | |
| | | 731,250 | | | | Valeant Pharmaceuticals International, Inc. 2018 Term Loan B, 5.104%, (US0001M + 3.000%), 06/01/2025 | | | | | 735,820 | | | | | | 0.1 | | |
| | | 399,203 | | | | Vizient, Inc. 1st Lien Term Loan B, 4.992%, (US0001M + 2.750%), 02/13/2023 | | | | | 401,798 | | | | | | 0.1 | | |
| | | 298,874 | | | | Wink Holdco, Inc 1st Lien Term Loan B, 5.242%, (US0001M + 3.000%), 12/02/2024 | | | | | 298,407 | | | | | | 0.0 | | |
| | | | | | | | | | | | 14,409,527 | | | | | | 2.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Home Furnishings: 0.1% | | ||||||||||||
| | | 646,129 | | | | Prime Security Services Borrower, LLC 2016 1st Lien Term Loan, 4.992%, (US0001M + 2.750%), 05/02/2022 | | | | $ | 649,987 | | | | | | 0.1 | | |
| | | 64,513 | | | | Global Appliance Inc. Term Loan B, 6.250%, (US0001M + 4.000%), 09/29/2024 | | | | | 62,739 | | | | | | 0.0 | | |
| | | | | | | | | | | | 712,726 | | | | | | 0.1 | | |
| | | | | | | Industrial Equipment: 0.4% | | ||||||||||||
| | | 139,402 | | | | Accudyne Industries, LLC 2017 Term Loan, 5.261%, (US0001M + 3.000%), 08/18/2024 | | | | | 140,157 | | | | | | 0.0 | | |
| | | 419,019 | | | | Cortes NP Acquisition Corporation 2017 Term Loan B, 6.313%, (US0003M + 4.000%), 11/30/2023 | | | | | 421,507 | | | | | | 0.1 | | |
| | | 215,974 | | | | EWT Holdings III Corp. 2017 Repriced Term Loan, 5.242%, (US0001M + 3.000%), 12/20/2024 | | | | | 217,661 | | | | | | 0.0 | | |
| | | 147,105 | | | | ExGen Renewables IV, LLC Term Loan B, 5.320%, (US0003M + 3.000%), 11/28/2024 | | | | | 148,576 | | | | | | 0.0 | | |
| | | 548,625 | | | | Filtration Group Corporation 2018 1st Lien Term Loan, 5.242%, (US0001M + 3.000%), 03/29/2025 | | | | | 552,797 | | | | | | 0.1 | | |
| | | 631,105 | | | | Gardner Denver, Inc. 2017 USD Term Loan B, 4.992%, (US0001M + 2.750%), 07/30/2024 | | | | | 635,693 | | | | | | 0.1 | | |
| | | 299,292 | | | | Kenan Advantage Group, Inc. 2015 Term Loan, 5.242%, (US0001M + 3.000%), 07/31/2022 | | | | | 299,900 | | | | | | 0.1 | | |
| | | 83,002 | | | | Kenan Advantage Group, Inc. CAD Term Loan B, 5.242%, (US0001M + 3.000%), 07/31/2022 | | | | | 83,170 | | | | | | 0.0 | | |
| | | 149,625 | | | | Robertshaw US Holding Corp 2018 1st Lien Term Loan, 5.750%, (US0001M + 3.500%), 02/28/2025 | | | | | 148,783 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Industrial Equipment (continued) | | ||||||||||||
| | | 149,625 | | | | Safe Fleet Holdings LLC 2018 1st Lien Term Loan, 5.110%, (US0001M + 3.000%), 02/01/2025 | | | | $ | 148,526 | | | | | | 0.0 | | |
| | | 150,000 | | | | Shape Technologies Group, Inc. Term Loan, 5.227%, (US0001M + 3.000%), 04/21/2025 | | | | | 150,094 | | | | | | 0.0 | | |
| | | | | | | | | | | | 2,946,864 | | | | | | 0.4 | | |
| | | | | | | Insurance: 1.1% | | ||||||||||||
| | | 1,245,246 | | | | Acrisure, LLC 2017 Term Loan B, 6.592%, (US0003M + 4.250%), 11/22/2023 | | | | | 1,252,640 | | | | | | 0.2 | | |
| | | 150,000 | | | | Alera Group Holdings, Inc. 2018 Term Loan B, 6.742%, (US0001M + 4.500%), 07/25/2025 | | | | | 152,250 | | | | | | 0.0 | | |
| | | 568,740 | | | | Alliant Holdings I, Inc. 2018 Term Loan B, 5.148%, (US0001M + 3.000%), 05/09/2025 | | | | | 570,590 | | | | | | 0.1 | | |
| | | 398,234 | | | | AmWINS Group, Inc. 2017 Term Loan B, 4.965%, (US0001M + 2.750%), 01/25/2024 | | | | | 399,798 | | | | | | 0.1 | | |
| | | 547,870 | | | | Applied Systems, Inc. 2017 1st Lien Term Loan, 5.386%, (US0003M + 3.000%), 09/19/2024 | | | | | 551,789 | | | | | | 0.1 | | |
| | | 150,000 | | | | Applied Systems, Inc. 2017 2nd Lien Term Loan, 9.386%, (US0003M + 7.000%), 09/19/2025 | | | | | 153,696 | | | | | | 0.0 | | |
| | | 493,909 | | | | AssuredPartners, Inc. 2017 1st Lien Add-On Term Loan, 5.468%, (US0001M + 3.250%), 10/22/2024 | | | | | 495,350 | | | | | | 0.1 | | |
| | | 398,500 | | | | CCC Information Services, Inc. 2017 1st Lien Term Loan, 5.250%, (US0001M + 3.000%), 04/27/2024 | | | | | 400,555 | | | | | | 0.1 | | |
| | | 150,000 | | | | CCC Information Services, Inc. 2017 2nd Lien Term Loan, 8.992%, (US0001M + 6.750%), 04/27/2025 | | | | | 151,453 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Insurance (continued) | | ||||||||||||
| | | 150,000 | | | | Cetera Financial Group, Inc. 2018 Term Loan, 6.648%, (US0003M + 4.250%), 08/15/2025 | | | | $ | 150,938 | | | | | | 0.0 | | |
| | | 396,628 | | | | CH Hold Corp. 1st Lien Term Loan, 5.242%, (US0001M + 3.000%), 02/01/2024 | | | | | 399,603 | | | | | | 0.1 | | |
| | | 710,000 | | | | Hub International Limited 2018 Term Loan B, 5.335%, (US0003M + 3.000%), 04/25/2025 | | | | | 712,019 | | | | | | 0.1 | | |
| | | 397,117 | | | | NFP Corp. Term Loan B, 5.216%, (US0001M + 3.000%), 01/08/2024 | | | | | 397,613 | | | | | | 0.0 | | |
| | | 807,509 | | | | Sedgwick, Inc. 1st Lien Term Loan, 4.992%, (US0001M + 2.750%), 03/01/2021 | | | | | 808,855 | | | | | | 0.1 | | |
| | | 398,875 | | | | USI, Inc. 2017 Repriced Term Loan, 5.386%, (US0003M + 3.000%), 05/16/2024 | | | | | 399,445 | | | | | | 0.0 | | |
| | | 330,000 | | | | Vertafore, Inc. 2018 1st Lien Term Loan, 5.492%, (US0001M + 3.250%), 07/02/2025 | | | | | 331,797 | | | | | | 0.1 | | |
| | | 100,000 | | | | Vertafore, Inc. 2018 2nd Lien Term Loan, 9.492%, (US0001M + 7.250%), 07/02/2026 | | | | | 100,906 | | | | | | 0.0 | | |
| | | | | | | | | | | | 7,429,297 | | | | | | 1.1 | | |
| | | | | | | Leisure Good/Activities/Movies: 0.8% | | ||||||||||||
| | | 490,000 | | | | 24 Hour Fitness Worldwide, Inc. 2018 Term Loan B, 5.742%, (US0001M + 3.500%), 05/24/2025 | | | | | 494,083 | | | | | | 0.1 | | |
| | | 150,000 | | | | Airxcel, Inc. 2018 1st Lien Term Loan, 6.742%, (US0001M + 4.500%), 04/25/2025 | | | | | 149,250 | | | | | | 0.0 | | |
| | | 296,890 | | | | ClubCorp Club Operations, Inc. 2017 Incremental Term Loan, 5.136%, (US0003M + 2.750%), 09/18/2024 | | | | | 295,591 | | | | | | 0.1 | | |
| | | 872,811 | | | | Crown Finance US, Inc. 2018 USD Term Loan, 4.742%, (US0001M + 2.500%), 02/28/2025 | | | | | 872,387 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Leisure Good/Activities/ Movies (continued) | | ||||||||||||
| | | 250,000 | | | | Delta 2 (LUX) S.a.r.l. 2018 USD Term Loan, 4.742%, (US0001M + 2.500%), 02/01/2024 | | | | $ | 248,219 | | | | | | 0.0 | | |
| | | 647,502 | | | | Equinox Holdings, Inc. 2017 1st Lien Term Loan, 5.242%, (US0001M + 3.000%), 03/08/2024 | | | | | 650,942 | | | | | | 0.1 | | |
| | | 537,332 | | | | Fitness International, LLC 2018 Term Loan B, 5.492%, (US0001M + 3.250%), 04/18/2025 | | | | | 539,180 | | | | | | 0.1 | | |
| | | 548,624 | | | | GVC Holdings PLC 2018 USD Term Loan B2, 4.742%, (US0001M + 2.500%), 03/29/2024 | | | | | 551,596 | | | | | | 0.1 | | |
| | | 399,370 | | | | Kingpin Intermediate Holdings LLC 2018 Term Loan B, 5.750%, (US0001M + 3.500%), 07/03/2024 | | | | | 401,367 | | | | | | 0.1 | | |
| | | 492,548 | | | | LTF Merger Sub, Inc. 2017 Term Loan B, 5.063%, (US0003M + 2.750%), 06/10/2022 | | | | | 495,011 | | | | | | 0.1 | | |
| | | 243,114 | | | | NEP / NCP Holdco, Inc. Incremental Term Loan, 5.492%, (US0001M + 3.250%), 07/21/2022 | | | | | 243,519 | | | | | | 0.0 | | |
| | | 130,000 | | | | Winnebago Industries, Inc. 2017 Term Loan, 5.760%, (US0001M + 3.500%), 11/08/2023 | | | | | 130,650 | | | | | | 0.0 | | |
| | | 122,269 | | | | SRAM, LLC 2018 Term Loan B, 5.018%, (US0002M + 2.750%), 03/15/2024 | | | | | 123,146 | | | | | | 0.0 | | |
| | | 250,000 | | | | Zodiac Pool Solutions LLC 2018 Term Loan B, 4.492%, (US0001M + 2.250%), 07/02/2025 | | | | | 251,458 | | | | | | 0.0 | | |
| | | | | | | | | | | | 5,446,399 | | | | | | 0.8 | | |
| | | | | | | Lodging & Casinos: 0.7% | | ||||||||||||
| | | 148,500 | | | | Belmond Interfin Ltd. Dollar Term Loan, 4.992%, (US0001M + 2.750%), 07/03/2024 | | | | | 148,871 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Lodging & Casinos (continued) | | ||||||||||||
| | | 971,372 | | | | Caesars Resort Collection, LLC 2017 1st Lien Term Loan B, 4.992%, (US0001M + 2.750%), 12/22/2024 | | | | $ | 977,703 | | | | | | 0.1 | | |
| | | 298,492 | | | | CityCenter Holdings, LLC 2017 Term Loan B, 4.492%, (US0001M + 2.250%), 04/18/2024 | | | | | 299,185 | | | | | | 0.0 | | |
| | | 298,122 | | | | Everi Payments Inc. Term Loan B, 5.242%, (US0001M + 3.000%), 05/09/2024 | | | | | 300,420 | | | | | | 0.1 | | |
| | | 250,000 | | | | Golden Entertainment, Inc. 2017 1st Lien Term Loan, 5.080%, (US0001M + 3.000%), 10/20/2024 | | | | | 251,557 | | | | | | 0.1 | | |
| | | 149,250 | | | | Golden Entertainment, Inc. 2017 1st Lien Term Loan, 5.250%, (US0001M + 3.000%), 10/20/2024 | | | | | 150,179 | | | | | | 0.0 | | |
| | | 856,854 | | | | Scientific Games International, Inc. 2018 Term Loan B5, 5.034%, (US0002M + 2.750%), 08/14/2024 | | | | | 856,519 | | | | | | 0.1 | | |
| | | 1,025,000 | | | | Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan, 5.886%, (US0003M + 3.500%), 07/10/2025 | | | | | 1,035,057 | | | | | | 0.2 | | |
| | | 798,588 | | | | Station Casinos LLC 2016 Term Loan B, 4.750%, (US0001M + 2.500%), 06/08/2023 | | | | | 802,875 | | | | | | 0.1 | | |
| | | | | | | | | | | | 4,822,366 | | | | | | 0.7 | | |
| | | | | | | Nonferrous Metals/Minerals: 0.1% | | ||||||||||||
| | | 464,253 | | | | Covia Holdings Corporation Term Loan, 6.136%, (US0003M + 3.750%), 06/01/2025 | | | | | 437,094 | | | | | | 0.1 | | |
| | | | | | | Oil & Gas: 0.1% | | ||||||||||||
| | | 150,000 | | | | Brazos Delaware II, LLC Term Loan B, 6.165%, (US0001M + 4.000%), 05/21/2025 | | | | | 149,766 | | | | | | 0.0 | | |
| | | 140,000 | | | | Encino Acquisition Partners Holdings, LLC 2018 2nd Lien Term Loan, 9.148%, (US0003M + 6.750%), 09/21/2025 | | | | | 140,000 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Oil & Gas (continued) | | ||||||||||||
| | | 149,625 | | | | McDermott Technology Americas Inc 2018 1st Lien Term Loan, 7.242%, (US0001M + 5.000%), 05/10/2025 | | | | $ | 151,720 | | | | | | 0.0 | | |
| | | 298,500 | | | | Medallion Midland Acquisition, LLC 1st Lien Term Loan, 5.492%, (US0001M + 3.250%), 10/30/2024 | | | | | 296,774 | | | | | | 0.1 | | |
| | | 28,266 | | | | MEG Energy Corp. 2017 Term Loan B, 5.750%, (US0001M + 3.500%), 12/31/2023 | | | | | 28,301 | | | | | | 0.0 | | |
| | | | | | | | | | | | 766,561 | | | | | | 0.1 | | |
| | | | | | | Publishing: 0.1% | | ||||||||||||
| | | 1,636 | | | | McGraw-Hill Global Education Holdings, LLC 2016 Term Loan B, 6.094%, (US0001M + 4.000%), 05/04/2022 | | | | | 1,593 | | | | | | 0.0 | | |
| | | 720,972 | | | | Meredith Corporation Term Loan B, 5.242%, (US0001M + 3.000%), 01/31/2025 | | | | | 726,330 | | | | | | 0.1 | | |
| | | | | | | | | | | | 727,923 | | | | | | 0.1 | | |
| | | | | | | Radio & Television: 0.3% | | ||||||||||||
| | | 356,168 | | | | CBS Radio Inc. 2017 Term Loan B, 4.962%, (US0001M + 2.750%), 11/17/2024 | | | | | 353,494 | | | | | | 0.1 | | |
| | | 571,674 | | | | A-L Parent LLC 2016 1st Lien Term Loan, 5.500%, (US0001M + 3.250%), 12/01/2023 | | | | | 578,820 | | | | | | 0.1 | | |
| | | 64,055 | | | | Mission Broadcasting, Inc. 2017 Term Loan B2, 4.604%, (US0001M + 2.500%), 01/17/2024 | | | | | 64,276 | | | | | | 0.0 | | |
| | | 449,902 | | | | Nexstar Broadcasting, Inc. 2017 Term Loan B2, 4.604%, (US0001M + 2.500%), 01/17/2024 | | | | | 452,340 | | | | | | 0.1 | | |
| | | 350,000 | | | | Sinclair Television Group Inc. 2017 Term Loan B, 4.517%, (US0003M + 2.500%), 12/12/2024 | | | | | 349,116 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Radio & Television (continued) | | ||||||||||||
| | | 264,931 | | | | Univision Communications Inc. Term Loan C5, 4.992%, (US0001M + 2.750%), 03/15/2024 | | | | $ | 258,024 | | | | | | 0.0 | | |
| | | | | | | | | | | | 2,056,070 | | | | | | 0.3 | | |
| | | | | | | Retailers (Except Food & Drug): 0.7% | | ||||||||||||
| | | 249,306 | | | | Academy, Ltd. 2015 Term Loan B, 6.104%, (US0001M + 4.000%), 07/01/2022 | | | | | 194,563 | | | | | | 0.0 | | |
| | | 298,498 | | | | Bass Pro Group, LLC Term Loan B, 7.242%, (US0001M + 5.000%), 09/25/2024 | | | | | 301,903 | | | | | | 0.0 | | |
| | | 248,470 | | | | Belk, Inc. Term Loan B 1L, 6.883%, (US0001M + 4.750%), 12/12/2022 | | | | | 218,166 | | | | | | 0.0 | | |
| | | 395,046 | | | | BJs Wholesale Club, Inc. 2017 1st Lien Term Loan, 5.148%, (US0001M + 3.000%), 02/03/2024 | | | | | 397,688 | | | | | | 0.1 | | |
| | | 889,841 | | | | Harbor Freight Tools USA, Inc. 2018 Term Loan B, 4.742%, (US0001M + 2.500%), 08/18/2023 | | | | | 891,633 | | | | | | 0.1 | | |
| | | 370,454 | | | | Jo-Ann Stores, Inc. 2016 Term Loan, 7.509%, (US0003M + 5.000%), 10/20/2023 | | | | | 373,232 | | | | | | 0.1 | | |
| | | 100,000 | | | | Jo-Ann Stores, Inc. 2018 2nd Lien Term Loan, 11.432%, (US0001M + 9.250%), 05/21/2024 | | | | | 99,062 | | | | | | 0.0 | | |
| | | 344,197 | | | | Leslies Poolmart, Inc. 2016 Term Loan, 5.695%, (US0002M + 3.500%), 08/16/2023 | | | | | 344,304 | | | | | | 0.1 | | |
| | | 388,290 | | | | Mens Wearhouse, Inc. (The) 2018 Term Loan, 5.604%, (US0001M + 3.500%), 04/09/2025 | | | | | 390,231 | | | | | | 0.1 | | |
| | | 603,200 | | | | National Vision, Inc. 2017 Repriced Term Loan, 4.742%, (US0001M + 2.500%), 11/20/2024 | | | | | 606,443 | | | | | ��� | 0.1 | | |
| | | 515,351 | | | | Party City Holdings Inc. 2018 Term Loan B, 5.139%, (US0001M + 2.750%), 08/19/2022 | | | | | 519,493 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Retailers (Except Food & Drug) (continued) | | ||||||||||||
| | | 243,750 | | | | Petco Animal Supplies, Inc. 2017 Term Loan B, 5.592%, (US0003M + 3.250%), 01/26/2023 | | | | $ | 198,412 | | | | | | 0.0 | | |
| | | | | | | | | | | | 4,535,130 | | | | | | 0.7 | | |
| | | | | | | Steel: 0.0% | | ||||||||||||
| | | 300,000 | | | | GrafTech Finance, Inc. 2018 Term Loan B, 5.742%, (US0001M + 3.500%), 02/12/2025 | | | | | 302,438 | | | | | | 0.0 | | |
| | | | | | | Surface Transport: 0.2% | | ||||||||||||
| | | 148,125 | | | | AI Mistral Holdco Limited 2017 Term Loan B, 5.242%, (US0001M + 3.000%), 03/09/2024 | | | | | 147,292 | | | | | | 0.0 | | |
| | | 404,225 | | | | Navistar International Corporation 2017 1st Lien Term Loan B, 5.640%, (US0001M + 3.500%), 11/06/2024 | | | | | 406,494 | | | | | | 0.1 | | |
| | | 298,872 | | | | PODS, LLC 2018 1st Lien Term Loan, 4.883%, (US0001M + 2.750%), 12/06/2024 | | | | | 299,880 | | | | | | 0.0 | | |
| | | 361,986 | | | | Savage Enterprises LLC 2018 1st Lien Term Loan B, 6.600%, (US0001M + 4.500%), 08/01/2025 | | | | | 367,189 | | | | | | 0.1 | | |
| | | | | | | | | | | | 1,220,855 | | | | | | 0.2 | | |
| | | | | | | Technology: 0.1% | | ||||||||||||
| | | 877,332 | | | | Almonde, Inc. - Term Loan B 1st Lien, 5.886%, (US0001M + 3.500%), 06/13/2024 | | | | | 878,908 | | | | | | 0.1 | | |
| | | | | | | Telecommunications: 0.8% | | ||||||||||||
| | | 547,750 | | | | Altice Financing SA USD 2017 1st Lien Term Loan, 4.908%, (US0001M + 2.750%), 01/31/2026 | | | | | 535,426 | | | | | | 0.1 | | |
| | | 185,000 | | | | Asurion LLC 2017 2nd Lien Term Loan, 8.742%, (US0001M + 6.500%), 08/04/2025 | | | | | 190,319 | | | | | | 0.0 | | |
| | | 229,855 | | | | Asurion LLC 2017 Term Loan B4, 5.242%, (US0001M + 3.000%), 08/04/2022 | | | | | 232,046 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Telecommunications (continued) | | ||||||||||||
| | | 997,418 | | | | Asurion LLC 2018 Term Loan B6, 5.242%, (US0001M + 3.000%), 11/03/2023 | | | | $ | 1,005,626 | | | | | | 0.2 | | |
| | | 500,000 | | | | Asurion LLC 2018 Term Loan B7, 5.398%, (US0001M + 3.000%), 11/03/2024 | | | | | 503,884 | | | | | | 0.1 | | |
| | | 189,050 | | | | Avaya, Inc. 2018 Term Loan B, 6.408%, (US0001M + 4.250%), 12/15/2024 | | | | | 190,856 | | | | | | 0.0 | | |
| | | 1,156,692 | | | | CenturyLink, Inc. 2017 Term Loan B, 4.992%, (US0001M + 2.750%), 01/31/2025 | | | | | 1,150,426 | | | | | | 0.2 | | |
| | | 147,386 | | | | Global Tel*Link Corporation 1st Lien Term Loan, 6.386%, (US0003M + 4.000%), 05/23/2020 | | | | | 148,510 | | | | | | 0.0 | | |
| | | 249,375 | | | | MTN Infrastructure TopCo Inc 1st Lien Term Loan B, 5.242%, (US0001M + 3.000%), 11/15/2024 | | | | | 250,193 | | | | | | 0.0 | | |
| | | 548,498 | | | | Flexential Intermediate Corporation 2017 1st Lien Term Loan, 5.886%, (US0003M + 3.500%), 08/01/2024 | | | | | 542,784 | | | | | | 0.1 | | |
| | | 149,250 | | | | Securus Technologies Holdings, Inc. 2017 1st Lien Term Loan, 6.742%, (US0001M + 4.500%), 11/01/2024 | | | | | 149,965 | | | | | | 0.0 | | |
| | | 150,000 | | | | Speedcast International Limited Term Loan B, 4.886%, (US0003M + 2.500%), 05/02/2025 | | | | | 149,000 | | | | | | 0.0 | | |
| | | 298,489 | | | | Sprint Communications, Inc. 1st Lien Term Loan B, 4.750%, (US0001M + 2.500%), 02/02/2024 | | | | | 299,422 | | | | | | 0.0 | | |
| | | 398,998 | | | | Syniverse Holdings, Inc. 2018 1st Lien Term Loan, 7.148%, (US0001M + 5.000%), 03/09/2023 | | | | | 400,619 | | | | | | 0.1 | | |
| | | | | | | | | | | | 5,749,076 | | | | | | 0.8 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Utilities: 0.2% | | ||||||||||||
| | | 871,870 | | | | Calpine Construction Finance Company, L.P. 2017 Term Loan B, 4.742%, (US0001M + 2.500%), 01/15/2025 | | | | $ | 873,583 | | | | | | 0.2 | | |
| | | 63,483 | | | | Helix Gen Funding, LLC Term Loan B, 5.992%, (US0001M + 3.750%), 06/02/2024 | | | | | 59,686 | | | | | | 0.0 | | |
| | | 141,643 | | | | Nautilus Power, LLC Term Loan B, 6.648%, (US0001M + 4.250%), 05/16/2024 | | | | | 142,218 | | | | | | 0.0 | | |
| | | | | | | | | | | | 1,075,487 | | | | | | 0.2 | | |
| | | | | | | Total Bank Loans (Cost $123,836,484) | | | | | 123,959,633 | | | | | | 18.0 | | |
| FOREIGN GOVERNMENT BONDS: 2.7% | | ||||||||||||||||||
| CLP 2,500,000,000 | | | Bonos de la Tesoreria de la Republica en pesos, 4.500%, 03/01/2026 | | | | | 3,818,397 | | | | | | 0.6 | | | |||
| CLP 1,490,000,000 | | | Bonos de la Tesoreria de la Republica en pesos, 5.000%, 03/01/2035 | | | | | 2,278,935 | | | | | | 0.3 | | | |||
| 2,225,000 | | | Dominican Republic International Bond, 6.000%-6.875%, 01/29/2026-07/19/2028 | | | | | 2,355,321 | | | | | | 0.3 | | | |||
| 500,000 (1) | | | KSA Sukuk Ltd., 3.628%, 04/20/2027 | | | | | 484,247 | | | | | | 0.1 | | | |||
| 750,000 (1) | | | Perusahaan Penerbit SBSN Indonesia III, 4.150%, 03/29/2027 | | | | | 725,250 | | | | | | 0.1 | | | |||
| 8,997,500 (3) | | | Other Securities | | | | | 8,648,480 | | | | | | 1.3 | | | |||
| | | | | | | Total Foreign Government Bonds (Cost $19,152,026) | | | | | 18,310,630 | | | | | | 2.7 | | |
| U.S. TREASURY OBLIGATIONS: 4.9% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Bonds: 0.1% | | ||||||||||||
| | | 559,000 | | | | 3.125%, 05/15/2048 | | | | | 551,401 | | | | | | 0.1 | | |
| | | | | | | U.S. Treasury Notes: 4.8% | | ||||||||||||
| | | 2,854,000 | | | | 2.625%, 08/31/2020 | | | | | 2,844,134 | | | | | | 0.4 | | |
| | | 21,471,000 | | | | 2.750%, 09/30/2020 | | | | | 21,444,161 | | | | | | 3.1 | | |
| | | 6,940,000 | | | | 2.875%, 08/15/2028 | | | | | 6,835,764 | | | | | | 1.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. TREASURY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | U.S. Treasury Notes (continued) | | ||||||||||||
| | | 1,941,000 | | | | 2.750%-3.000%, 09/15/2021-09/30/2025 | | | | $ | 1,939,247 | | | | | | 0.3 | | |
| | | | | | | | | | | | 33,063,306 | | | | | | 4.8 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $33,716,044) | | | | | 33,614,707 | | | | | | 4.9 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS(10): 14.4% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 3.5% | | ||||||||||||
| | | 24,300,000 (11) | | | | 3.500%, 10/01/2048 | | | | | 23,911,769 | | | | | | 3.5 | | |
| | | | | | | Federal National Mortgage Association: 8.9%(10) | | ||||||||||||
| | | 13,200,000 (11) | | | | 3.000%, 10/01/2044 | | | | | 12,632,453 | | | | | | 1.8 | | |
| | | 26,282,000 (11) | | | | 4.000%, 10/01/2044 | | | | | 26,540,040 | | | | | | 3.9 | | |
| | | 21,475,000 (11) | | | | 4.500%, 10/01/2048 | | | | | 22,157,000 | | | | | | 3.2 | | |
| | | 8,390 | | | | 5.500%, 10/01/2039 | | | | | 9,067 | | | | | | 0.0 | | |
| | | | | | | | | | | | 61,338,560 | | | | | | 8.9 | | |
| | | | | | | Government National Mortgage Association: 2.0% | | ||||||||||||
| | | 13,700,000 (11) | | | | 4.500%, 11/01/2048 | | | | | 14,149,532 | | | | | | 2.0 | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $99,386,052) | | | | | 99,399,861 | | | | | | 14.4 | | |
| ASSET-BACKED SECURITIES: 19.8% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 0.4% | | ||||||||||||
| | | 166,000 | | | | Santander Drive Auto Receivables Trust 2015-1 D, 3.240%, 04/15/2021 | | | | | 166,205 | | | | | | 0.0 | | |
| | | 2,500,000 (1) | | | | Santander Drive Auto Receivables Trust 2018-1 E, 4.370%, 05/15/2025 | | | | | 2,455,420 | | | | | | 0.4 | | |
| | | | | | | | | | | | 2,621,625 | | | | | | 0.4 | | |
| | | | | | | Home Equity Asset-Backed Securities: 0.4% | | ||||||||||||
| | | 572,508 | | | | GSAA Home Equity Trust 2006-3 A3, 2.516%, (US0001M + 0.300%), 03/25/2036 | | | | | 427,735 | | | | | | 0.1 | | |
| | | 911,144 | | | | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1 2A4A, 2.446%, (US0001M + 0.230%), 02/25/2037 | | | | | 825,560 | | | | | | 0.1 | | |
| | | 2,168,530 | | | | Other Securities | | | | | 1,626,180 | | | | | | 0.2 | | |
| | | | | | | | | | | | 2,879,475 | | | | | | 0.4 | | |
| | | | | | | Other Asset-Backed Securities: 17.4% | | ||||||||||||
| | | 3,400,303 (1) | | | | Ajax Mortgage Loan Trust 2018-A A, 3.850%, 04/25/2058 | | | | | 3,379,438 | | | | | | 0.5 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 4,000,000 | (1)(5) | | Ajax Mortgage Loan Trust 2018-C A, 4.360%, 09/25/2065 | | | | $ | 4,010,000 | | | | | | 0.6 | | | |
| | | 190,000 (1) | | | | ALM VII R-2 Ltd. 2013-7R2A A2R, 4.339%, (US0003M + 2.000%), 10/15/2027 | | | | | 190,060 | | | | | | 0.0 | | |
| | | 2,000,000 (1) | | | | AMMC CLO XI Ltd. 2012-11A CR2, 4.239%, (US0003M + 1.900%), 04/30/2031 | | | | | 1,998,402 | | | | | | 0.3 | | |
| | | 120,000 (1) | | | | Apidos CLO XVII 2014-17A A2R, 4.186%, (US0003M + 1.850%), 04/17/2026 | | | | | 120,029 | | | | | | 0.0 | | |
| | | 200,000 (1) | | | | Apidos CLO XVII 2014-17A BR, 4.836%, (US0003M + 2.500%), 04/17/2026 | | | | | 200,392 | | | | | | 0.1 | | |
| | | 2,250,000 (1) | | | | Apidos CLO XVIII 2018-18A C, 0.000%, (US0003M + 2.200%), 10/22/2030 | | | | | 2,250,000 | | | | | | 0.3 | | |
| | | 2,250,000 (1) | | | | Apidos CLO XXIX 2018-29A B, 4.292%, (US0003M + 1.900%), 07/25/2030 | | | | | 2,238,831 | | | | | | 0.3 | | |
| | | 1,100,000 (1) | | | | Ares XLII Clo Ltd. 2017-42A C, 4.547%, (US0003M + 2.200%), 01/22/2028 | | | | | 1,102,138 | | | | | | 0.1 | | |
| | | 500,000 (1) | | | | Ares XXIX CLO Ltd. 2014-1A BR, 4.636%, (US0003M + 2.300%), 04/17/2026 | | | | | 500,362 | | | | | | 0.1 | | |
| | | 1,250,000 (1) | | | | Ares XXVIIIR CLO Ltd. 2018-28RA C, 4.571%, (US0003M + 2.150%), 10/17/2030 | | | | | 1,249,968 | | | | | | 0.2 | | |
| | | 750,000 (1) | | | | Atrium CDO Corp. 12A CR, 3.997%, (US0003M + 1.650%), 04/22/2027 | | | | | 743,371 | | | | | | 0.1 | | |
| | | 1,250,000 (1) | | | | Atrium CDO Corp. 12A DR, 5.147%, (US0003M + 2.800%), 04/22/2027 | | | | | 1,245,522 | | | | | | 0.2 | | |
| | | 250,000 (1) | | | | Avery Point IV CLO Ltd. 2014-1A CR, 4.685%, (US0003M + 2.350%), 04/25/2026 | | | | | 250,291 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 250,000 (1) | | | | Babson CLO Ltd. 2014-IA BR, 4.548%, (US0003M + 2.200%), 07/20/2025 | | | | $ | 250,099 | | | | | | 0.0 | | |
| | | 2,500,000 (1) | | | | Babson CLO Ltd. 2016-IA CR, 4.301%, (US0003M + 2.100%), 07/23/2030 | | | | | 2,499,772 | | | | | | 0.4 | | |
| | | 2,000,000 (1) | | | | Babson CLO Ltd. 2018-3A C, 3.970%, (US0003M + 1.900%), 07/20/2029 | | | | | 1,976,454 | | | | | | 0.3 | | |
| | | 2,000,000 (1) | | | | Benefit Street Partners CLO V-B Ltd. 2018-5BA B, 4.267%, (US0003M + 2.150%), 04/20/2031 | | | | | 1,999,902 | | | | | | 0.3 | | |
| | | 500,000 (1) | | | | Benefit Street Partners CLO VII Ltd. 2015-VIIA CR, 4.733%, (US0003M + 2.400%), 07/18/2027 | | | | | 495,791 | | | | | | 0.1 | | |
| | | 280,000 (1) | | | | BlueMountain CLO 2012-2A BR, 4.222%, (US0003M + 1.900%), 11/20/2028 | | | | | 280,157 | | | | | | 0.0 | | |
| | | 1,000,000 (1) | | | | BlueMountain CLO 2013-2A CR, 4.297%, (US0003M + 1.950%), 10/22/2030 | | | | | 989,834 | | | | | | 0.1 | | |
| | | 1,200,000 (1) | | | | BlueMountain CLO 2014-2A CR2 Ltd., 0.000%, (US0003M + 2.200%), 10/20/2030 | | | | | 1,200,000 | | | | | | 0.2 | | |
| | | 1,000,000 (1) | | | | BlueMountain CLO 2014-2A DR, 5.348%, (US0003M + 3.000%), 07/20/2026 | | | | | 999,963 | | | | | | 0.2 | | |
| | | 1,000,000 (1) | | | | BlueMountain CLO 2015-4 CR Ltd., 4.248%, (US0003M + 1.900%), 04/20/2030 | | | | | 994,977 | | | | | | 0.1 | | |
| | | 2,000,000 (1) | | | | BlueMountain CLO XXII Ltd. 2018-1A C, 4.389%, (US0003M + 2.050%), 07/30/2030 | | | | | 1,999,942 | | | | | | 0.3 | | |
| | | 1,000,000 (1) | | | | BlueMountain CLO 2013-3A DR, 5.239%, (US0003M + 2.900%), 10/29/2025 | | | | | 999,960 | | | | | | 0.1 | | |
| | | 2,000,000 (1) | | | | BlueMountain CLO 2016-1 Ltd. 2016-1A DR, 4.998%, (US0003M + 2.650%), 04/20/2027 | | | | | 1,982,740 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 350,000 (1) | | | | Bristol Park CLO Ltd. 2016-1A B, 4.239%, (US0003M + 1.900%), 04/15/2029 | | | | $ | 350,960 | | | | | | 0.1 | | |
| | | 750,000 (1) | | | | Buttermilk Park CLO Ltd. 2018-1A C, 4.438%, (US0003M + 2.100%), 10/15/2031 | | | | | 749,989 | | | | | | 0.1 | | |
| | | 1,500,000 (1) | | | | Carlyle Global Market Strategies CLO 2015-3A CR Ltd., 5.189%, (US0003M + 2.850%), 07/28/2028 | | | | | 1,499,942 | | | | | | 0.2 | | |
| | | 150,000 (1) | | | | Carlyle Global Market Strategies CLO Ltd. 2012-4A BR, 4.248%, (US0003M + 1.900%), 01/20/2029 | | | | | 150,164 | | | | | | 0.0 | | |
| | | 2,000,000 (1) | | | | Carlyle Global Market Strategies CLO 2015-2A CR Ltd., 4.587%, (US0003M + 2.250%), 04/27/2027 | | | | | 1,984,982 | | | | | | 0.3 | | |
| | | 250,000 (1) | | | | Cedar Funding II CLO Ltd. 2013-1A CR, 4.677%, (US0003M + 2.350%), 06/09/2030 | | | | | 250,602 | | | | | | 0.0 | | |
| | | 500,000 (1) | | | | Cedar Funding IV CLO Ltd. 2014-4A CR, 4.597%, (US0003M + 2.250%), 07/23/2030 | | | | | 500,410 | | | | | | 0.1 | | |
| | | 1,000,000 (1) | | | | Cent CLO C17A BR Ltd., 4.203%, (US0003M + 1.850%), 04/30/2031 | | | | | 994,968 | | | | | | 0.1 | | |
| | | 1,000,000 (1) | | | | Chenango Park CLO Ltd. 2018-1AB, 4.189%, (US0003M + 1.850%), 04/15/2030 | | | | | 997,101 | | | | | | 0.2 | | |
| | | 1,000,000 (1) | | | | CIFC Funding 2014-3A DR, 5.497%, (US0003M + 3.150%), 07/22/2026 | | | | | 1,000,163 | | | | | | 0.2 | | |
| | | 250,000 (1) | | | | CIFC Funding 2017-2A C, 4.698%, (US0003M + 2.350%), 04/20/2030 | | | | | 250,696 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| 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, 2.921%, (US0001M + 0.705%), 09/25/2035 | | | | $ | 1,069,033 | | | | | | 0.2 | | |
| | | 1,750,000 (1) | | | | Cumberland Park CLO Ltd. 2015-2A CR, 4.148%, (US0003M + 1.800%), 07/20/2028 | | | | | 1,742,608 | | | | | | 0.2 | | |
| | | 500,000 (1) | | | | Cumberland Park CLO Ltd. 2015-2A DR, 5.048%, (US0003M + 2.700%), 07/20/2028 | | | | | 495,911 | | | | | | 0.1 | | |
| | | 1,089,000 (1) | | | | Domino’s Pizza Master Issuer LLC 2017-1A A23, 4.118%, 07/25/2047 | | | | | 1,072,801 | | | | | | 0.2 | | |
| | | 648,375 (1) | | | | Domino’s Pizza Master Issuer LLC 2018-1A A2I, 4.116%, 07/25/2048 | | | | | 645,383 | | | | | | 0.1 | | |
| | | 1,246,875 (1) | | | | Driven Brands Funding, LLC 2018-1A A2, 4.739%, 04/20/2048 | | | | | 1,241,486 | | | | | | 0.2 | | |
| | | 280,000 (1) | | | | Dryden 33 Senior Loan Fund 2014-33A BR, 4.189%, (US0003M + 1.850%), 10/15/2028 | | | | | 280,247 | | | | | | 0.0 | | |
| | | 1,750,000 (1) | | | | Dryden 55 CLO Ltd. 2018-55A C, 3.941%, (US0003M + 1.900%), 04/15/2031 | | | | | 1,742,181 | | | | | | 0.3 | | |
| | | 1,000,000 (1) | | | | Dryden 60 CLO Ltd. 2018-60A C, 4.215%, (US0003M + 2.050%), 07/15/2031 | | | | | 999,943 | | | | | | 0.1 | | |
| | | 2,000,000 (1) | | | | Dryden 65 CLO Ltd. 2018-65A C, 0.000%, (US0003M + 2.100%), 07/18/2030 | | | | | 1,999,664 | | | | | | 0.3 | | |
| | | 250,000 (1) | | | | Dryden Senior Loan Fund 2017-47A C, 4.539%, (US0003M + 2.200%), 04/15/2028 | | | | | 250,771 | | | | | | 0.0 | | |
| | | 1,150,000 (1) | | | | Dryden XXV Senior Loan Fund 2012-25A DRR, 5.339%, (US0003M + 3.000%), 10/15/2027 | | | | | 1,150,138 | | | | | | 0.2 | | |
| | | 750,000 (1) | | | | Dryden XXVI Senior Loan Fund 2013-26A CR, 4.198%, (US0003M + 1.850%), 04/15/2029 | | | | | 747,767 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 250,000 (1) | | | | Flatiron CLO Ltd. 2013-1A A2R, 3.986%, (US0003M + 1.650%), 01/17/2026 | | | | $ | 250,065 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Flatiron CLO Ltd. 2013-1A BR, 4.686%, (US0003M + 2.350%), 01/17/2026 | | | | | 250,071 | | | | | | 0.1 | | |
| | | 750,000 (1) | | | | Galaxy XXII CLO Ltd. 2016-22A DR, 5.439%, (US0003M + 3.100%), 07/16/2028 | | | | | 750,009 | | | | | | 0.1 | | |
| | | 1,000,000 (1) | | | | Invitation Homes 2018-SFR1 D Trust, 3.608%, (US0001M + 1.450%), 03/17/2037 | | | | | 1,000,666 | | | | | | 0.2 | | |
| | | 5,000,000 (1) | | | | Invitation Homes 2018-SFR3 D Trust, 3.808%, (US0001M + 1.650%), 07/17/2037 | | | | | 5,048,132 | | | | | | 0.7 | | |
| | | 250,000 (1) | | | | Jay Park CLO Ltd. 2016-1A B, 4.748%, (US0003M + 2.400%), 10/20/2027 | | | | | 250,144 | | | | | | 0.0 | | |
| | | 2,000,000 (1) | | | | LCM XIV L.P. 14A CR, 4.250%, (US0003M + 1.850%), 07/20/2031 | | | | | 1,985,706 | | | | | | 0.3 | | |
| | | 1,350,000 (1) | | | | LCM XVIII L.P. 18A CR, 4.198%, (US0003M + 1.850%), 04/20/2031 | | | | | 1,346,645 | | | | | | 0.3 | | |
| | | 1,000,000 (1) | | | | LCM XX L.P. 20A-CR, 4.289%, (US0003M + 1.950%), 10/20/2027 | | | | | 1,000,000 | | | | | | 0.1 | | |
| | | 1,500,000 (1) | | | | LCM XX L.P. 20A-DR, 5.139%, (US0003M + 2.800%), 10/20/2027 | | | | | 1,500,000 | | | | | | 0.2 | | |
| | | 1,000,000 (1) | | | | Madison Park Funding XIII Ltd. 2014-13A CR2, 4.242%, (US0003M + 1.900%), 04/19/2030 | | | | | 994,127 | | | | | | 0.1 | | |
| | | 1,000,000 (1) | | | | Magnetite VIII Ltd. 2014-8A CR2, 4.189%, (US0003M + 1.850%), 04/15/2031 | | | | | 993,630 | | | | | | 0.1 | | |
| | | 2,000,000 (1) | | | | Magnetite XV Ltd. 2015-15A CR, 4.135%, (US0003M + 1.800%), 07/25/2031 | | | | | 1,984,304 | | | | | | 0.3 | | |
| | | 1,364,016 (1) | | | | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | | | | | 1,353,956 | | | | | | 0.2 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 2,000,000 (1) | | | | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | | | | $ | 1,987,437 | | | | | | 0.3 | | |
| | | 750,000 (1) | | | | Neuberger Berman CLO XXII Ltd. 2016-22A CR, 4.649%, (US0003M + 2.200%), 10/17/2030 | | | | | 750,000 | | | | | | 0.1 | | |
| | | 700,000 (1) | | | | Ocean Trails CLO IV 2013-4A DR, 5.338%, (US0003M + 3.000%), 08/13/2025 | | | | | 700,111 | | | | | | 0.1 | | |
| | | 1,750,000 (1) | | | | Octagon Investment Partners 32 Ltd. 2017-1A C, 4.589%, (US0003M + 2.250%), 07/15/2029 | | | | | 1,755,476 | | | | | | 0.3 | | |
| | | 600,000 (1) | | | | Octagon Investment Partners 33 Ltd. 2017-1A B, 4.198%, (US0003M + 1.850%), 01/20/2031 | | | | | 599,999 | | | | | | 0.1 | | |
| | | 250,000 (1) | | | | Octagon Investment Partners XIX Ltd. 2014-1A CR, 4.439%, (US0003M + 2.100%), 04/15/2026 | | | | | 250,011 | | | | | | 0.0 | | |
| | | 1,000,000 (1) | | | | Octagon Investment Partners XXIII Ltd. 2015-1A CR, 4.189%, (US0003M + 1.850%), 07/15/2027 | | | | | 999,711 | | | | | | 0.1 | | |
| | | 1,545,000 (1) | | | | OHA Credit Partners IX Ltd 2013-9A DR, 5.648%, (US0003M + 3.300%), 10/20/2025 | | | | | 1,545,247 | | | | | | 0.2 | | |
| | | 1,080,000 (1) | | | | OHA Loan Funding Ltd. 2015-1A BR, 4.114%, (US0003M + 1.800%), 08/15/2029 | | | | | 1,080,329 | | | | | | 0.2 | | |
| | | 340,000 (1) | | | | OHA Loan Funding Ltd. 2016-1A B1, 4.148%, (US0003M + 1.800%), 01/20/2028 | | | | | 340,264 | | | | | | 0.0 | | |
| | | 300,000 (1) | | | | Palmer Square CLO 2013-2A BR Ltd., 4.586%, (US0003M + 2.250%), 10/17/2027 | | | | | 300,066 | | | | | | 0.0 | | |
| | | 1,250,000 (1) | | | | Palmer Square CLO 2013-2A BRR Ltd., 4.649%, (US0003M + 2.200%), 10/17/2031 | | | | | 1,250,000 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 500,000 (1) | | | | Palmer Square CLO 2015-1A BR Ltd., 4.862%, (US0003M + 2.550%), 05/21/2029 | | | | $ | 501,903 | | | | | | 0.1 | | |
| | | 300,000 (1) | | | | Palmer Square CLO 2015-2A BR Ltd., 4.748%, (US0003M + 2.400%), 07/20/2030 | | | | | 300,474 | | | | | | 0.1 | | |
| | | 685,000 (1) | | | | Palmer Square Loan Funding 2017-1A D Ltd., 7.189%, (US0003M + 4.850%), 10/15/2025 | | | | | 669,703 | | | | | | 0.1 | | |
| | | 1,000,000 (1) | | | | Palmer Square Loan Funding 2018-1A D Ltd., 6.289%, (US0003M + 3.950%), 04/15/2026 | | | | | 982,765 | | | | | | 0.1 | | |
| | | 1,000,000 (1) | | | | Palmer Square Loan Funding 2018-1A E Ltd., 8.239%, (US0003M + 5.900%), 04/15/2026 | | | | | 999,221 | | | | | | 0.2 | | |
| | | 1,500,000 | (1)(11) | | Palmer Square Loan Funding 2018-2A C Ltd., 4.310%, (US0003M + 1.950%), 07/15/2026 | | | | | 1,470,161 | | | | | | 0.2 | | | |
| | | 3,000,000 (1) | | | | Palmer Square Loan Funding 2018-4 D Ltd., 0.000%, (US0003M + 4.250%), 11/15/2026 | | | | | 2,999,997 | | | | | | 0.4 | | |
| | | 600,000 (1) | | | | Planet Fitness Master Issuer LLC 2018-1A A2I, 4.262%, 09/05/2048 | | | | | 600,110 | | | | | | 0.1 | | |
| | | 400,000 (1) | | | | Progress Residential 2015-SFR2 E, 4.427%, 06/12/2032 | | | | | 399,592 | | | | | | 0.1 | | |
| | | 670,000 (1) | | | | Recette CLO Ltd. 2015-1A DR, 5.098%, (US0003M + 2.750%), 10/20/2027 | | | | | 667,550 | | | | | | 0.1 | | |
| | | 2,050,000 (1) | | | | Sofi Consumer Loan Program 2018-2 C Trust, 4.250%, 04/26/2027 | | | | | 2,034,255 | | | | | | 0.3 | | |
| | | 120,000 (1) | | | | Symphony CLO Ltd. 2016-18A B, 4.147%, (US0003M + 1.800%), 01/23/2028 | | | | | 120,240 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 1,200,000 (1) | | | | Symphony Credit Opportunities Fund Ltd. 2015-2A CR, 4.438%, (US0003M + 2.260%), 07/15/2028 | | | | $ | 1,199,975 | | | | | | 0.2 | | |
| | | 1,000,000 (1) | | | | TCI-Flatiron Clo 2017-1A C Ltd., 4.162%, (US0003M + 1.850%), 11/17/2030 | | | | | 993,184 | | | | | | 0.1 | | |
| | | 2,500,000 (1) | | | | TES LLC 2017-1A B, 7.740%, 10/20/2047 | | | | | 2,527,287 | | | | | | 0.4 | | |
| | | 250,000 (1) | | | | Thacher Park CLO Ltd. 2014-1A CR, 4.548%, (US0003M + 2.200%), 10/20/2026 | | | | | 250,116 | | | | | | 0.0 | | |
| | | 2,000,000 (1) | | | | THL Credit Wind River 2014-1 CRR CLO Ltd., 4.305%, (US0003M + 1.950%), 07/18/2031 | | | | | 1,984,492 | | | | | | 0.3 | | |
| | | 2,250,000 (1) | | | | THL Credit Wind River 2014-3A CR2 CLO Ltd., 0.000%, (US0003M + 2.300%), 10/22/2031 | | | | | 2,250,000 | | | | | | 0.3 | | |
| | | 1,000,000 | | | | THL Credit Wind River 2016-1A CR CLO Ltd., 4.448%, (US0003M + 2.100%), 07/15/2028 | | | | | 999,903 | | | | | | 0.1 | | |
| | | 350,000 (1) | | | | THL Credit Wind River 2017-1A C CLO Ltd., 4.633%, (US0003M + 2.300%), 04/18/2029 | | | | | 350,764 | | | | | | 0.1 | | |
| | | 300,000 (1) | | | | THL Credit Wind River 2017-2A A CLO Ltd., 3.578%, (US0003M + 1.230%), 07/20/2030 | | | | | 300,262 | | | | | | 0.0 | | |
| | | 1,250,000 (1) | | | | THL Credit Wind River 2018-2A C Clo Ltd., 4.311%, (US0003M + 2.200%), 07/15/2030 | | | | | 1,249,928 | | | | | | 0.2 | | |
| | | 2,000,000 | (1)(5) | | Towd Point Mortgage Trust 2015-6 M2, 3.750%, 04/25/2055 | | | | | 1,969,031 | | | | | | 0.3 | | | |
| | | 600,000 | (1)(5) | | Towd Point Mortgage Trust 2017-6 M2, 3.250%, 10/25/2057 | | | | | 549,218 | | | | | | 0.1 | | | |
| | | 1,500,000 (1) | | | | Upland CLO Ltd. 2016-1A BR, 4.198%, (US0003M + 1.850%), 04/20/2031 | | | | | 1,498,371 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 1,295,000 (1) | | | | Venture XX CLO Ltd. 2015-20A CR, 4.239%, (US0003M + 1.900%), 04/15/2027 | | | | $ | 1,292,718 | | | | | | 0.2 | | |
| | | 2,000,000 (1) | | | | West CLO 2014-2A BR Ltd., 4.089%, (US0003M + 1.750%), 01/16/2027 | | | | | 1,999,914 | | | | | | 0.3 | | |
| | | | | | | | | | | | 119,743,545 | | | | | | 17.4 | | |
| | | | | | | Student Loan Asset-Backed Securities: 1.6% | | ||||||||||||
| | | 551,859 (1) | | | | Earnest Student Loan Program, LLC 2017-A C, 4.130%, 01/25/2041 | | | | | 513,421 | | | | | | 0.1 | | |
| | | 1,086,000 (1) | | | | ELFI Graduate Loan Program 2018-A B LLC, 4.000%, 08/25/2042 | | | | | 1,053,148 | ��� | | | | | 0.1 | | |
| | | 750,000 (1) | | | | Navient Private Education Refi Loan Trust 2018-CA B, 4.220%, 06/16/2042 | | | | | 742,525 | | | | | | 0.1 | | |
| | | 4,000,000 (1) | | | | SMB Private Education Loan Trust 2014-A C, 4.500%, 09/15/2045 | | | | | 3,842,981 | | | | | | 0.6 | | |
| | | 1,000,000 (1) | | | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | | | 962,870 | | | | | | 0.1 | | |
| | | 1,000,000 | (1)(5) | | SoFi Professional Loan Program 2017-A C, 4.430%, 03/26/2040 | | | | | 982,973 | | | | | | 0.2 | | | |
| | | 1,000,000 | (1)(5) | | SoFi Professional Loan Program 2017-C C, 4.210%, 07/25/2040 | | | | | 973,426 | | | | | | 0.1 | | | |
| | | 1,000,000 (1) | | | | SoFi Professional Loan Program 2017-E C LLC, 4.160%, 11/26/2040 | | | | | 969,941 | | | | | | 0.1 | | |
| | | 1,000,000 (1) | | | | Sofi Professional Loan Program 2018-D BFX Trust, 4.140%, 02/25/2048 | | | | | 1,000,254 | | | | | | 0.2 | | |
| | | | | | | | | | | | 11,041,539 | | | | | | 1.6 | | |
| | | | | | | Total Asset-Backed Securities (Cost $136,562,922) | | | | | 136,286,184 | | | | | | 19.8 | | |
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 18.1% | | ||||||||||||||||||
| | | 5,000,000 (1) | | | | Atrium Hotel Portfolio Trust 2018-ATRM D, 4.458%, (US0001M + 2.300%), 06/15/2035 | | | | | 5,028,399 | | | | | | 0.7 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 5,320,000 (1) | | | | BANK 2017-BNK4 E, 3.357%, 05/15/2050 | | | | $ | 3,670,608 | | | | | | 0.5 | | |
| | | 5,320,000 | (1)(5)(7) | | BANK 2017-BNK4 XE, 1.632%, 05/15/2050 | | | | | 516,013 | | | | | | 0.1 | | | |
| | | 1,600,000 | (1)(5) | | BANK 2017-BNK6 E, 2.793%, 07/15/2060 | | | | | 978,418 | | | | | | 0.1 | | | |
| | | 3,290,000 | (1)(5)(7) | | BANK 2017-BNK6 XE, 1.500%, 07/15/2060 | | | | | 344,000 | | | | | | 0.1 | | | |
| | | 75,478,383 | (5)(7) | | BANK 2018-BNK12 XA, 0.483%, 05/15/2061 | | | | | 1,867,592 | | | | | | 0.3 | | | |
| | | 1,000,000 | (1)(5) | | BAMLL RE-Remic Trust 2014-FRR8 A, 2.200%, 11/26/2047 | | | | | 823,074 | | | | | | 0.1 | | | |
| | | 1,458,000 | (1)(5) | | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 F, 5.911%, 04/12/2038 | | | | | 1,488,393 | | | | | | 0.2 | | | |
| | | 500,000 (1) | | | | BXMT 2017-FL1 C Ltd., 4.108%, (US0001M + 1.950%), 06/15/2035 | | | | | 504,376 | | | | | | 0.1 | | |
| | | 1,500,000 (1) | | | | BXMT 2017-FL1 D Ltd., 4.858%, (US0001M + 2.700%), 06/15/2035 | | | | | 1,521,616 | | | | | | 0.2 | | |
| | | 8,269,518 | (5)(7) | | CD 2016-CD1 Mortgage Trust XA, 1.562%, 08/10/2049 | | | | | 682,678 | | | | | | 0.1 | | | |
| | | 14,660,000 | (1)(5)(7) | | CD 2016-CD1 Mortgage Trust XB, 0.816%, 08/10/2049 | | | | | 703,420 | | | | | | 0.1 | | | |
| | | 1,000,000 | (1)(5) | | Citigroup Commercial Mortgage Trust 2013-GC17 D, 5.263%, 11/10/2046 | | | | | 969,700 | | | | | | 0.1 | | | |
| | | 27,870,032 | (5)(7) | | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.269%, 10/12/2050 | | | | | 1,991,149 | | | | | | 0.3 | | | |
| | | 3,000,000 (5) | | | | COMM 2012-CCRE2 C Mortgage Trust, 4.993%, 08/15/2045 | | | | | 3,013,830 | | | | | | 0.4 | | |
| | | 4,048,744 | (5)(7) | | COMM 2012-CR1 XA, 2.048%, 05/15/2045 | | | | | 223,674 | | | | | | 0.0 | | | |
| | | 11,448,716 | (5)(7) | | COMM 2012-CR3 XA, 2.036%, 10/15/2045 | | | | | 694,818 | | | | | | 0.1 | | | |
| | | 984,490 | (5)(7) | | COMM 2012-CR4 XA, 1.941%, 10/15/2045 | | | | | 54,851 | | | | | | 0.0 | | | |
| | | 7,314,347 | (1)(5)(7) | | COMM 2012-LTRT XA, 1.117%, 10/05/2030 | | | | | 214,669 | | | | | | 0.0 | | | |
| | | 1,500,000 | (1)(5) | | COMM 2013-LC6 D Mortgage Trust, 4.406%, 01/10/2046 | | | | | 1,434,882 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 6,213,074 | (5)(7) | | COMM 2014-UBS3 XA, 1.440%, 06/10/2047 | | | | $ | 281,432 | | | | | | 0.1 | | | |
| | | 7,147,103 | (5)(7) | | COMM 2016-COR1 XA, 1.617%, 10/10/2049 | | | | | 585,029 | | | | | | 0.1 | | | |
| | | 2,845,424 | (5)(7) | | COMM 2016-CR28 XA, 0.706%, 02/10/2049 | | | | | 105,151 | | | | | | 0.0 | | | |
| | | 1,000,000 (5) | | | | COMM 2017-COR2 C, 4.715%, 09/10/2050 | | | | | 999,119 | | | | | | 0.2 | | |
| | | 21,583,065 | (5)(7) | | COMM 2017-COR2 XA, 1.333%, 09/10/2050 | | | | | 1,775,667 | | | | | | 0.3 | | | |
| | | 3,962,000 | (1)(5) | | Core Industrial Trust 2015-TEXW E, 3.977%, 02/10/2034 | | | | | 3,911,845 | | | | | | 0.6 | | | |
| | | 11,346,790 | (5)(7) | | CSAIL 2017-CX9 XA Commercial Mortgage Trust, 1.036%, 09/15/2050 | | | | | 513,458 | | | | | | 0.1 | | | |
| | | 49,222,093 | (5)(7) | | CSAIL 2018-CX12 XA Commercial Mortgage Trust, 0.785%, 08/15/2051 | | | | | 2,340,767 | | | | | | 0.3 | | | |
| | | 3,170,000 | (1)(5) | | DBJPM 16-C3 F Mortgage Trust, 4.384%, 08/10/2049 | | | | | 2,232,530 | | | | | | 0.3 | | | |
| | | 3,560,000 | (1)(5) | | DBJPM 16-C3 G Mortgage Trust, 4.384%, 08/10/2049 | | | | | 1,756,703 | | | | | | 0.3 | | | |
| | | 6,667,476 | (5)(7) | | Freddie Mac Multifamily Structured Pass Through Certificates K006 BX1, 5.542%, 02/25/2020 | | | | | 454,720 | | | | | | 0.1 | | | |
| | | 13,450,000 | (5)(7) | | Freddie Mac Multifamily Structured Pass Through Certificates K011 X3, 2.659%, 12/25/2043 | | | | | 714,223 | | | | | | 0.1 | | | |
| | | 16,928,081 | (5)(7) | | Freddie Mac Multifamily Structured Pass Through Certificates K014 X3, 3.307%, 02/25/2042 | | | | | 1,312,642 | | | | | | 0.2 | | | |
| | | 23,269,844 | (5)(7) | | Freddie Mac Multifamily Structured Pass Through Certificates K016 X1, 1.668%, 10/25/2021 | | | | | 857,754 | | | | | | 0.1 | | | |
| | | 19,240,000 | (5)(7) | | Freddie Mac Multifamily Structured Pass Through Certificates K016 X3, 2.665%, 11/25/2041 | | | | | 1,387,849 | | | | | | 0.2 | | | |
| | | 10,470,000 | (5)(7) | | Freddie Mac Multifamily Structured Pass Through Certificates K035 X3, 1.852%, 12/25/2041 | | | | | 827,908 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 48,321,960 | (5)(7) | | Freddie Mac Multifamily Structured Pass Through Certificates K709 X3, 1.760%, 04/25/2045 | | | | $ | 375,819 | | | | | | 0.1 | | | |
| | | 8,937,711 | (5)(7) | | Freddie Mac Multifamily Structured Pass Through Certificates K715 X3, 2.084%, 02/25/2041 | | | | | 419,854 | | | | | | 0.1 | | | |
| | | 20,330,706 | (5)(7) | | Freddie Mac Multifamily Structured Pass Through Certificates KC01 X3, 3.969%, 01/25/2026 | | | | | 2,827,015 | | | | | | 0.4 | | | |
| | | 693,566 | (1)(7) | | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/2044 | | | | | 1,724 | | | | | | 0.0 | | | |
| | | 203,197,429 | (1)(7) | | FREMF Mortgage Trust 2014-K714 X2B, 0.100%, 01/25/2047 | | | | | 369,758 | | | | | | 0.0 | | | |
| | | 2,000,000 (1) | | | | GPT 2018-GPP E Mortgage Trust, 4.628%, (US0001M + 2.470%), 06/15/2035 | | | | | 2,009,039 | | | | | | 0.3 | | |
| | | 2,000,000 (1) | | | | GS Mortgage Securities Corp. II 2018-RIVR F, 4.258%, (US0001M + 2.100%), 07/15/2035 | | | | | 1,983,903 | | | | | | 0.3 | | |
| | | 2,500,000 (1) | | | | GS Mortgage Securities Corp. II 2018-RIVR G, 4.758%, (US0001M + 2.600%), 07/15/2035 | | | | | 2,482,572 | | | | | | 0.4 | | |
| | | 1,010,000 | (1)(5) | | GS Mortgage Securities Trust 2016-GS4 D, 3.233%, 11/10/2049 | | | | | 839,077 | | | | | | 0.1 | | | |
| | | 2,000,000 (1) | | | | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-WPT FFX, 5.542%, 07/05/2033 | | | | | 1,958,350 | | | | | | 0.3 | | |
| | | 8,490,000 | (1)(5)(7) | | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.414%, 12/15/2047 | | | | | 110,216 | | | | | | 0.0 | | | |
| | | 124,145 (5) | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9 E, 5.470%, 06/12/2041 | | | | | 125,538 | | | | | | 0.0 | | |
| | | 500,000 | (1)(5) | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 C, 5.583%, 07/15/2046 | | | | | 520,294 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 6,150,000 | (1)(5) | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 F, 3.873%, 07/15/2046 | | | | $ | 6,018,872 | | | | | | 0.9 | | | |
| | | 5,832,721 | (5)(7) | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 2.066%, 06/15/2045 | | | | | 213,466 | | | | | | 0.0 | | | |
| | | 2,000,000 (5) | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 D, 4.256%, 12/15/2047 | | | | | 1,882,920 | | | | | | 0.3 | | |
| | | 1,000,000 | (1)(5) | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 E, 3.500%, 12/15/2047 | | | | | 818,949 | | | | | | 0.1 | | | |
| | | 1,000,000 | (1)(5) | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 D, 4.125%, 01/15/2046 | | | | | 969,665 | | | | | | 0.1 | | | |
| | | 1,740,000 | (1)(5) | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 F, 3.986%, 01/15/2046 | | | | | 1,381,801 | | | | | | 0.2 | | | |
| | | 33,886,776 | (5)(7) | | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 XA, 1.230%, 07/15/2047 | | | | | 1,060,544 | | | | | | 0.2 | | | |
| | | 1,000,000 | (1)(5) | | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.265%, 11/15/2045 | | | | | 1,016,154 | | | | | | 0.2 | | | |
| | | 1,405,000 (5) | | | | JPMBB Commercial Mortgage Securities Trust 2014-C21 C, 4.812%, 08/15/2047 | | | | | 1,385,484 | | | | | | 0.2 | | |
| | | 4,059,000 (1) | | | | JPMBB Commercial Mortgage Securities Trust 2014-C26 F, 4.000%, 01/15/2048 | | | | | 2,777,443 | | | | | | 0.4 | | |
| | | 64,548,947 | (5)(7) | | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 1.289%, 10/15/2048 | | | | | 2,840,496 | | | | | | 0.4 | | | |
| | | 21,621,236 | (5)(7) | | JPMDB Commercial Mortgage Securities Trust 2017-C7 XA, 1.053%, 10/15/2050 | | | | | 1,303,992 | | | | | | 0.2 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 760,000 | (1)(5) | | LB-UBS Commercial Mortgage Trust 2005-C5 G, 5.350%, 09/15/2040 | | | | $ | 775,588 | | | | | | 0.1 | | | |
| | | 24,966,616 | (1)(5)(7) | | LCCM 2017-LC26 XA, 1.685%, 07/12/2050 | | | | | 2,309,412 | | | | | | 0.3 | | | |
| | | 13,982,936 | (1)(5)(7) | | LSTAR Commercial Mortgage Trust 2017-5 X, 1.270%, 03/10/2050 | | | | | 653,234 | | | | | | 0.1 | | | |
| | | 942,045 | (1)(5) | | Merrill Lynch Mortgage Trust 2004-BPC1 E, 5.167%, 10/12/2041 | | | | | 940,798 | | | | | | 0.1 | | | |
| | | 13,008,112 | (5)(7) | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 XA, 1.233%, 11/15/2046 | | | | | 521,123 | | | | | | 0.1 | | | |
| | | 20,194,974 | (5)(7) | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.255%, 12/15/2047 | | | | | 804,903 | | | | | | 0.1 | | | |
| | | 1,660,000 | (1)(5) | | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 E, 5.053%, 04/15/2047 | | | | | 1,412,344 | | | | | | 0.2 | | | |
| | | 1,000,000 (5) | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 C, 4.611%, 02/15/2048 | | | | | 979,261 | | | | | | 0.2 | | |
| | | 15,866,196 | (5)(7) | | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 XA, 0.967%, 11/15/2052 | | | | | 891,477 | | | | | | 0.1 | | | |
| | | 270,000 | (1)(5) | | Morgan Stanley Capital I Trust 2011-C1 D, 5.599%, 09/15/2047 | | | | | 277,179 | | | | | | 0.0 | | | |
| | | 5,970,000 (1) | | | | Morgan Stanley Capital I Trust 2011-C1 K, 4.193%, 09/15/2047 | | | | | 5,775,288 | | | | | | 0.8 | | |
| | | 4,268,000 (1) | | | | Morgan Stanley Capital I Trust 2011-C1 L, 4.193%, 09/15/2047 | | | | | 4,013,136 | | | | | | 0.6 | | |
| | | 3,519,000 (1) | | | | PFP 2017-4 E Ltd., 7.008%, (US0001M + 4.850%), 07/14/2035 | | | | | 3,619,344 | | | | | | 0.5 | | |
| | | 1,250,000 (1) | | | | SLIDE 2018-FUN E, 4.370%, (US0001M + 2.300%), 06/15/2031 | | | | | 1,255,445 | | | | | | 0.2 | | |
| | | 1,250,000 (1) | | | | SLIDE 2018-FUN F, 5.070%, (US0001M + 3.000%), 06/15/2031 | | | | | 1,256,249 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 480,000 (1) | | | | STWD 2018-URB D Mortgage Trust, 4.113%, (US0001M + 2.050%), 05/15/2035 | | | | $ | 481,208 | | | | | | 0.1 | | |
| | | 1,000,000 | (1)(5) | | UBS Commercial Mortgage Trust 2017-C5, 4.464%, 11/15/2050 | | | | | 925,487 | | | | | | 0.1 | | | |
| | | 2,500,000 | (1)(5) | | UBS-Barclays Commercial Mortgage Trust 2013-C6 D, 4.457%, 04/10/2046 | | | | | 2,271,881 | | | | | | 0.3 | | | |
| | | 1,600,000 (1) | | | | Wells Fargo Commercial Mortgage Trust 2015-C30 E, 3.250%, 09/15/2058 | | | | | 1,066,378 | | | | | | 0.2 | | |
| | | 30,000,000 | (5)(7) | | Wells Fargo Commercial Mortgage Trust 2016-C36 XB, 0.820%, 11/15/2059 | | | | | 1,391,031 | | | | | | 0.2 | | | |
| | | 1,120,000 (1) | | | | Wells Fargo Commercial Mortgage Trust 2017-C40 D, 2.700%, 10/15/2050 | | | | | 887,409 | | | | | | 0.1 | | |
| | | 21,033,925 | (5)(7) | | Wells Fargo Commercial Mortgage Trust 2017-C40 XA, 1.136%, 10/15/2050 | | | | | 1,341,169 | | | | | | 0.2 | | | |
| | | 2,500,000 (1) | | | | Wells Fargo Commercial Mortgage Trust 2018-BXI E, 4.315%, (US0001M + 2.157%), 12/15/2036 | | | | | 2,522,565 | | | | | | 0.4 | | |
| | | 1,060,000 | (1)(8)(9) | | Wells Fargo Re-REMIC Trust 2013-FRR1 B706, 0.000%, 12/27/2043 | | | | | 1,054,102 | | | | | | 0.1 | | | |
| | | 405,945 | (1)(5)(7) | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 2.003%, 08/15/2045 | | | | | 22,798 | | | | | | 0.0 | | | |
| | | 3,347,804 | (1)(5)(7) | | WFRBS Commercial Mortgage Trust 2012-C9 XA, 2.048%, 11/15/2045 | | | | | 208,342 | | | | | | 0.0 | | | |
| | | 760,000 | (1)(5) | | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.412%, 03/15/2045 | | | | | 594,576 | | | | | | 0.1 | | | |
| | | 1,200,000 | (1)(5) | | WFRBS Commercial Mortgage Trust 2013-C11 G, 4.412%, 03/15/2045 | | | | | 497,270 | | | | | | 0.1 | | | |
| | | 5,868,619 | (1)(5)(7) | | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.421%, 03/15/2048 | | | | | 262,624 | | | | | | 0.0 | | | |
| | | 50,421,374 | (5)(7) | | WFRBS Commercial Mortgage Trust 2013-UBS1 XA, 1.126%, 03/15/2046 | | | | | 1,354,923 | | | | | | 0.2 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 1,677,920 | | | | Other Securities | | | | $ | 1,662,496 | | | | | | 0.3 | | |
| | | | | | | Total Commercial Mortgage-Backed Securities (Cost $123,565,003) | | | | | 124,504,942 | | | | | | 18.1 | | |
| | | | | | | Total Long-Term Investments (Cost $698,412,893) | | | | | 699,200,848 | | | | | | 101.5 | | |
| SHORT-TERM INVESTMENTS: 20.4% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(12): 0.7% | | ||||||||||||
| | | 1,214,969 | | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 09/28/ 18, 2.27%, due 10/01/18 (Repurchase Amount $1,215,196, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $1,239,268, due 10/25/18-08/20/68) | | | | | 1,214,969 | | | | | | 0.2 | | |
| | | 1,214,969 | | | | Daiwa Capital Markets, Repurchase Agreement dated 09/28/18, 2.27%, due 10/01/18 (Repurchase Amount $1,215,196, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.875%, Market Value plus accrued interest $1,239,268, due 10/25/18-09/09/49) | | | | | 1,214,969 | | | | | | 0.2 | | |
| | | 255,250 | | | | Merrill Lynch & Co., Inc., Repurchase Agreement dated 09/28/18, 2.25%, due 10/01/18 (Repurchase Amount $255,297, collateralized by various U.S. Government Securities, 0.000%-1.625%, Market Value plus accrued interest $260,355, due 05/23/19-09/09/49) | | | | | 255,250 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(12) (continued) | | ||||||||||||
| | | 1,214,969 | | | | Nomura Securities, Repurchase Agreement dated 09/28/18, 2.27%, due 10/01/18 (Repurchase Amount $1,215,196, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,239,268, due 09/30/18-08/20/68) | | | | $ | 1,214,969 | | | | | | 0.1 | | |
| | | 1,214,969 | | | | RBC Dominion Securities Inc., Repurchase Agreement dated 09/28/ 18, 2.26%, due 10/01/18 (Repurchase Amount $1,215,195, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,239,268, due 10/04/18-09/09/49) | | | | | 1,214,969 | | | | | | 0.2 | | |
| | | | | | | | | | | | 5,115,126 | | | | | | 0.7 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 19.7% | | ||||||||||||
| | | 24,023,105 (13) | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.960% | | | | | 24,023,105 | | | | | | 3.5 | | |
| | | 111,256,000 (13) | | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.980% | | | | | 111,256,000 | | | | | | 16.2 | | |
| | | | | | | Total Mutual Funds (Cost $135,279,105) | | | | | 135,279,105 | | | | | | 19.7 | | |
| | | | | | | Total Short-Term Investments (Cost $140,394,231) | | | | | 140,394,231 | | | | | | 20.4 | | |
|
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Total Investments in Securities (Cost $838,807,124) | | | | $ | 839,595,079 | | | | | | 121.9 | | |
| | | Liabilities in Excess of Other Assets | | | | | (150,912,676) | | | | | | (21.9) | | |
| | | Net Assets | | | | $ | 688,682,403 | | | | | | 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 September 30, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Corporate Bonds/Notes | | | | $ | — | | | | | $ | 70,639,179 | | | | | $ | — | | | | | $ | 70,639,179 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 90,359,712 | | | | | | 2,126,000 | | | | | | 92,485,712 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 124,504,942 | | | | | | — | | | | | | 124,504,942 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 33,614,707 | | | | | | — | | | | | | 33,614,707 | | |
Foreign Government Bonds | | | | | — | | | | | | 18,310,630 | | | | | | — | | | | | | 18,310,630 | | |
Bank Loans | | | | | — | | | | | | 123,959,633 | | | | | | — | | | | | | 123,959,633 | ��� | |
Asset-Backed Securities | | | | | — | | | | | | 136,286,184 | | | | | | — | | | | | | 136,286,184 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 99,399,861 | | | | | | — | | | | | | 99,399,861 | | |
Short-Term Investments | | | | | 135,279,105 | | | | | | 5,115,126 | | | | | | — | | | | | | 140,394,231 | | |
Total Investments, at fair value | | | | $ | 135,279,105 | | | | | $ | 702,189,974 | | | | | $ | 2,126,000 | | | | | $ | 839,595,079 | | |
|
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at September 30, 2018 | | ||||||||||||
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | | — | | | | | | 466,922 | | | | | | — | | | | | | 466,922 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 2,614,616 | | | | | | — | | | | | | 2,614,616 | | |
Futures | | | | | 632,522 | | | | | | — | | | | | | — | | | | | | 632,522 | | |
Total Assets | | | | $ | 135,911,627 | | | | | $ | 705,271,512 | | | | | $ | 2,126,000 | | | | | $ | 843,309,139 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (1,303,584) | | | | | $ | — | | | | | $ | (1,303,584) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (1,833,424) | | | | | | — | | | | | | (1,833,424) | | |
Forward Premium Swaptions | | | | | — | | | | | | (45,632) | | | | | | — | | | | | | (45,632) | | |
Futures | | | | | (66,860) | | | | | | — | | | | | | — | | | | | | (66,860) | | |
Total Liabilities | | | | $ | (66,860) | | | | | $ | (3,182,640) | | | | | $ | — | | | | | $ | (3,249,500) | | |
|
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
USD 1,285,907 | | | PEN 4,215,204 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | $ | 10,293 | | |
USD 1,183,867 | | | HUF 326,651,288 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | | 10,541 | | |
ZAR 180,127 | | | USD 13,381 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | | (649) | | |
USD 7,381,518 | | | RUB 471,746,161 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | | 182,854 | | |
USD 63,296 | | | PLN 233,459 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | | (31) | | |
USD 31,738 | | | MYR 131,109 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | | 59 | | |
IDR 646,222,949 | | | USD 43,391 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | | (45) | | |
HUF 370,599,181 | | | USD 1,337,500 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | | (6,314) | | |
COP 28,445,128 | | | USD 9,517 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | | 84 | | |
USD 4,765,954 | | | CLP 3,079,521,061 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | | 84,266 | | |
RUB 8,198,307 | | | USD 121,000 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | | 4,103 | | |
USD 1,699,718 | | | COP 4,929,981,424 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | | 35,711 | | |
CZK 44,777,828 | | | USD 2,024,706 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | | (6,741) | | |
USD 1,286,300 | | | PEN 4,215,204 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | | 10,685 | | |
MYR 131,109 | | | USD 32,497 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | | (818) | | |
USD 1,174,478 | | | HUF 322,845,097 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | | 14,824 | | |
COP 5,075,159,687 | | | USD 1,675,479 | | | Barclays Bank PLC | | | | | 10/05/18 | | | | | | 37,530 | | |
EUR 2,002,421 | | | USD 2,361,000 | | | Barclays Bank PLC | | | | | 10/19/18 | | | | | | (32,901) | | |
USD 3,013,000 | | | AUD 4,148,169 | | | Barclays Bank PLC | | | | | 10/19/18 | | | | | | 14,121 | | |
USD 2,194,000 | | | CAD 2,838,507 | | | Barclays Bank PLC | | | | | 10/19/18 | | | | | | (4,422) | | |
USD 3,248,814 | | | NZD 4,919,781 | | | Barclays Bank PLC | | | | | 10/19/18 | | | | | | (12,598) | | |
SEK 6,574,213 | | | USD 749,000 | | | Barclays Bank PLC | | | | | 10/19/18 | | | | | | (8,221) | | |
CHF 871,006 | | | USD 909,000 | | | Barclays Bank PLC | | | | | 10/19/18 | | | | | | (20,098) | | |
SEK 16,632,915 | | | USD 1,873,522 | | | Barclays Bank PLC | | | | | 10/19/18 | | | | | | 667 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
GBP 22,808 | | | USD 30,000 | | | Barclays Bank PLC | | | | | 10/19/18 | | | | | | (249) | | |
USD 22,636,890 | | | CAD 29,359,519 | | | Barclays Bank PLC | | | | | 10/19/18 | | | | | | (102,035) | | |
USD 1,183,108 | | | JPY 132,588,314 | | | Barclays Bank PLC | | | | | 10/19/18 | | | | | | 14,683 | | |
GBP 2,415,235 | | | USD 3,178,000 | | | Barclays Bank PLC | | | | | 10/19/18 | | | | | | (27,521) | | |
USD 678,000 | | | GBP 519,549 | | | Barclays Bank PLC | | | | | 10/19/18 | | | | | | 290 | | |
EUR 1,741,242 | | | USD 2,053,000 | | | Barclays Bank PLC | | | | | 10/19/18 | | | | | | (28,559) | | |
USD 9,474 | | | COP 28,445,128 | | | Barclays Bank PLC | | | | | 01/11/19 | | | | | | (102) | | |
USD 42,579 | | | IDR 646,222,949 | | | Barclays Bank PLC | | | | | 01/11/19 | | | | | | (49) | | |
MYR 131,109 | | | USD 31,692 | | | Barclays Bank PLC | | | | | 01/11/19 | | | | | | (58) | | |
USD 1,938,000 | | | BRL 7,495,792 | | | BNP Paribas | | | | | 10/05/18 | | | | | | 82,375 | | |
USD 115 | | | PEN 379 | | | BNP Paribas | | | | | 10/05/18 | | | | | | — | | |
CLP 390,589,335 | | | USD 568,000 | | | BNP Paribas | | | | | 10/05/18 | | | | | | 25,799 | | |
IDR 569,542,057 | | | USD 38,835 | | | BNP Paribas | | | | | 10/05/18 | | | | | | (633) | | |
USD 733,000 | | | CZK 16,628,345 | | | BNP Paribas | | | | | 10/05/18 | | | | | | (16,376) | | |
PEN 521,630 | | | USD 157,379 | | | BNP Paribas | | | | | 10/05/18 | | | | | | 478 | | |
EUR 568,188 | | | USD 665,209 | | | BNP Paribas | | | | | 10/19/18 | | | | | | (4,611) | | |
EUR 105,651 | | | USD 124,615 | | | BNP Paribas | | | | | 10/19/18 | | | | | | (1,781) | | |
USD 2,132,000 | | | ILS 7,705,316 | | | BNP Paribas | | | | | 01/11/19 | | | | | | (3,331) | | |
USD 41,685 | | | TRY 218,611 | | | Citibank N.A. | | | | | 10/05/18 | | | | | | 5,533 | | |
USD 400,000 | | | HUF 112,550,960 | | | Citibank N.A. | | | | | 10/05/18 | | | | | | (4,281) | | |
PLN 233,459 | | | USD 64,052 | | | Citibank N.A. | | | | | 10/05/18 | | | | | | (725) | | |
BRL 9,082,199 | | | USD 2,281,787 | | | Citibank N.A. | | | | | 10/05/18 | | | | | | (33,439) | | |
CZK 2,301,088 | | | USD 104,000 | | | Citibank N.A. | | | | | 10/05/18 | | | | | | (299) | | |
USD 4,865,340 | | | BRL 18,214,375 | | | Citibank N.A. | | | | | 10/05/18 | | | | | | 356,272 | | |
USD 3,512,000 | | | EUR 3,021,170 | | | Citibank N.A. | | | | | 10/19/18 | | | | | | (539) | | |
USD 7,677,000 | | | SEK 67,786,121 | | | Citibank N.A. | | | | | 10/19/18 | | | | | | 38,892 | | |
JPY 987,419,164 | | | USD 8,719,000 | | | Citibank N.A. | | | | | 10/19/18 | | | | | | (17,435) | | |
AUD 5,368,352 | | | USD 3,878,000 | | | Citibank N.A. | | | | | 10/19/18 | | | | | | 2,999 | | |
EUR 1,868,841 | | | USD 2,201,000 | | | Citibank N.A. | | | | | 10/19/18 | | | | | | (28,207) | | |
USD 20,794,000 | | | AUD 28,825,111 | | | Citibank N.A. | | | | | 10/19/18 | | | | | | (44,836) | | |
USD 28,225,000 | | | CAD 36,767,675 | | | Citibank N.A. | | | | | 10/19/18 | | | | | | (251,536) | | |
NZD 5,116,481 | | | USD 3,413,000 | | | Citibank N.A. | | | | | 10/19/18 | | | | | | (21,191) | | |
USD 891,000 | | | AUD 1,229,201 | | | Citibank N.A. | | | | | 10/19/18 | | | | | | 2,361 | | |
USD 831,000 | | | NZD 1,246,066 | | | Citibank N.A. | | | | | 10/19/18 | | | | | | 4,960 | | |
USD 755,000 | | | SEK 6,627,980 | | | Citibank N.A. | | | | | 10/19/18 | | | | | | 8,162 | | |
NOK 40,370,430 | | | USD 4,968,000 | | | Citibank N.A. | | | | | 10/19/18 | | | | | | (4,227) | | |
USD 744,000 | | | JPY 83,626,322 | | | Citibank N.A. | | | | | 10/19/18 | | | | | | 7,049 | | |
USD 1,502,000 | | | NOK 12,221,996 | | | Citibank N.A. | | | | | 10/19/18 | | | | | | (764) | | |
GBP 12,252,024 | | | USD 16,045,000 | | | Citibank N.A. | | | | | 10/19/18 | | | | | | (63,223) | | |
USD 2,276,000 | | | AUD 3,136,262 | | | Citibank N.A. | | | | | 10/19/18 | | | | | | 8,670 | | |
USD 32,000 | | | JPY 3,587,482 | | | Citibank N.A. | | | | | 10/19/18 | | | | | | 386 | | |
USD 64,222 | | | PLN 233,459 | | | Citibank N.A. | | | | | 01/11/19 | | | | | | 720 | | |
USD 1,337,000 | | | CZK 29,507,202 | | | Citibank N.A. | | | | | 01/11/19 | | | | | | (1,897) | | |
USD 1,229,000 | | | AUD 1,690,646 | | | Credit Suisse International | | | | | 10/19/18 | | | | | | 6,764 | | |
CAD 36,901,129 | | | USD 28,389,000 | | | Credit Suisse International | | | | | 10/19/18 | | | | | | 190,897 | | |
USD 24,036,000 | | | EUR 20,416,155 | | | Credit Suisse International | | | | | 10/19/18 | | | | | | 299,324 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
USD 8,580,000 | | | CHF 8,269,027 | | | Credit Suisse International | | | | | 10/19/18 | | | | | | 141,083 | | |
USD 8,003,000 | | | JPY 902,960,083 | | | Credit Suisse International | | | | | 10/19/18 | | | | | | 45,725 | | |
NOK 223,020,595 | | | USD 27,547,000 | | | Deutsche Bank AG | | | | | 10/19/18 | | | | | | (125,352) | | |
SEK 74,079,132 | | | USD 8,433,000 | | | Deutsche Bank AG | | | | | 10/19/18 | | | | | | (85,799) | | |
USD 1,404,265 | | | CZK 30,450,571 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | 31,974 | | |
PHP 1,499,125 | | | USD 27,605 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | 134 | | |
BRL 182,623 | | | USD 45,081 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | 128 | | |
BRL 4,209,501 | | | USD 1,011,000 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | 31,085 | | |
RUB 1,088,939 | | | USD 16,508 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | 108 | | |
TRY 218,611 | | | USD 35,010 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | 1,142 | | |
CLP 2,599,171,726 | | | USD 3,907,683 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | 43,747 | | |
USD 248,000 | | | BRL 1,033,714 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | (7,901) | | |
HUF 370,617,278 | | | USD 1,337,500 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | (6,249) | | |
BRL 4,187,360 | | | USD 1,011,000 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | 25,604 | | |
HUF 20,830,886 | | | USD 76,074 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | (1,250) | | |
USD 12,642 | | | ZAR 180,127 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | (90) | | |
PEN 3,823,488 | | | USD 1,152,000 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | 5,073 | | |
USD 30,682 | | | IDR 446,326,766 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | 744 | | |
IDR 569,542,057 | | | USD 38,839 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | (637) | | |
USD 1,149,463 | | | MXN 21,535,500 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | (698) | | |
PEN 3,785,100 | | | USD 1,146,826 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | (1,371) | | |
COP 425,090,762 | | | USD 143,186 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | 295 | | |
USD 1,698,366 | | | COP 4,929,981,424 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | 34,359 | | |
BRL 9,082,199 | | | USD 2,280,985 | | | Goldman Sachs International | | | | | 10/05/18 | | | | | | (32,637) | | |
USD 4,797,000 | | | AUD 6,584,311 | | | Goldman Sachs International | | | | | 10/19/18 | | | | | | 36,936 | | |
NZD 11,366,650 | | | USD 7,491,440 | | | Goldman Sachs International | | | | | 10/19/18 | | | | | | 43,722 | | |
GBP 10,876,699 | | | USD 14,328,050 | | | Goldman Sachs International | | | | | 10/19/18 | | | | | | (140,273) | | |
NZD 1,350,650 | | | USD 895,000 | | | Goldman Sachs International | | | | | 10/19/18 | | | | | | 371 | | |
USD 44,691 | | | BRL 182,623 | | | Goldman Sachs International | | | | | 01/11/19 | | | | | | (142) | | |
USD 32,857 | | | TRY 218,611 | | | Goldman Sachs International | | | | | 01/11/19 | | | | | | (1,059) | | |
USD 27,321 | | | PHP 1,499,125 | | | Goldman Sachs International | | | | | 01/11/19 | | | | | | (179) | | |
USD 3,909,211 | | | CLP 2,599,171,726 | | | Goldman Sachs International | | | | | 01/11/19 | | | | | | (45,429) | | |
ZAR 180,127 | | | USD 12,481 | | | Goldman Sachs International | | | | | 01/11/19 | | | | | | 85 | | |
CZK 30,450,571 | | | USD 1,413,677 | | | Goldman Sachs International | | | | | 01/11/19 | | | | | | (31,975) | | |
USD 16,346 | | | RUB 1,088,939 | | | Goldman Sachs International | | | | | 01/11/19 | | | | | | (95) | | |
USD 76,649 | | | HUF 20,830,887 | | | Goldman Sachs International | | | | | 01/11/19 | | | | | | 1,193 | | |
CLP 89,760,000 | | | USD 133,208 | | | HSBC Bank USA N.A. | | | | | 10/05/18 | | | | | | 3,251 | | |
MXN 21,699,619 | | | USD 1,128,929 | | | HSBC Bank USA N.A. | | | | | 10/05/18 | | | | ��� | | 29,997 | | |
PEN 198,496 | | | USD 60,000 | | | HSBC Bank USA N.A. | | | | | 10/05/18 | | | | | | 69 | | |
USD 8,704 | | | MXN 164,119 | | | HSBC Bank USA N.A. | | | | | 10/05/18 | | | | | | (62) | | |
USD 30,686 | | | IDR 446,326,766 | | | HSBC Bank USA N.A. | | | | | 10/05/18 | | | | | | 748 | | |
USD 30,680 | | | IDR 446,326,766 | | | HSBC Bank USA N.A. | | | | | 10/05/18 | | | | | | 742 | | |
USD 30,686 | | | IDR 446,326,766 | | | HSBC Bank USA N.A. | | | | | 10/05/18 | | | | | | 748 | | |
USD 27,815 | | | PHP 1,499,125 | | | HSBC Bank USA N.A. | | | | | 10/05/18 | | | | | | 75 | | |
USD 697,468 | | | SEK 6,191,114 | | | HSBC Bank USA N.A. | | | | | 10/19/18 | | | | | | (144) | | |
MXN 164,119 | | | USD 8,572 | | | HSBC Bank USA N.A. | | | | | 01/11/19 | | | | | | 60 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
PEN 102,073 | | | USD 30,920 | | | JPMorgan Chase Bank N.A. | | | | | 10/05/18 | | | | | | (30) | | |
RUB 231,229,458 | | | USD 3,547,618 | | | JPMorgan Chase Bank N.A. | | | | | 10/05/18 | | | | | | (19,145) | | |
RUB 231,229,458 | | | USD 3,546,657 | | | JPMorgan Chase Bank N.A. | | | | | 10/05/18 | | | | | | (18,185) | | |
USD 4,585,000 | | | NZD 6,926,286 | | | JPMorgan Chase Bank N.A. | | | | | 10/19/18 | | | | | | (6,563) | | |
JPY 84,751,191 | | | USD 747,000 | | | JPMorgan Chase Bank N.A. | | | | | 10/19/18 | | | | | | (136) | | |
AUD 28,839,962 | | | USD 21,000,000 | | | JPMorgan Chase Bank N.A. | | | | | 10/19/18 | | | | | | (150,428) | | |
USD 1,137,000 | | | NZD 1,710,070 | | | JPMorgan Chase Bank N.A. | | | | | 10/19/18 | | | | | | 3,363 | | |
USD 3,104,000 | | | EUR 2,633,226 | | | JPMorgan Chase Bank N.A. | | | | | 10/19/18 | | | | | | 42,501 | | |
USD 5,493,000 | | | CAD 7,084,084 | | | JPMorgan Chase Bank N.A. | | | | | 10/19/18 | | | | | | 6,382 | | |
CHF 8,215,448 | | | USD 8,420,000 | | | JPMorgan Chase Bank N.A. | | | | | 10/19/18 | | | | | | (35,762) | | |
CHF 5,672,158 | | | USD 5,870,107 | | | JPMorgan Chase Bank N.A. | | | | | 10/19/18 | | | | | | (81,411) | | |
AUD 4,711,935 | | | USD 3,415,318 | | | JPMorgan Chase Bank N.A. | | | | | 10/19/18 | | | | | | (8,870) | | |
USD 7,638,807 | | | CHF 7,330,163 | | | JPMorgan Chase Bank N.A. | | | | | 10/19/18 | | | | | | 158,043 | | |
USD 21,284,215 | | | EUR 18,160,445 | | | JPMorgan Chase Bank N.A. | | | | | 10/19/18 | | | | | | 170,122 | | |
USD 2,467,379 | | | NOK 20,133,562 | | | JPMorgan Chase Bank N.A. | | | | | 10/19/18 | | | | | | (8,157) | | |
USD 261,000 | | | EUR 223,299 | | | JPMorgan Chase Bank N.A. | | | | | 10/19/18 | | | | | | 1,384 | | |
USD 30,798 | | | PEN 102,073 | | | JPMorgan Chase Bank N.A. | | | | | 01/11/19 | | | | | | 22 | | |
USD 26,731,534 | | | NOK 217,601,444 | | | Morgan Stanley | | | | | 10/19/18 | | | | | | (23,798) | | |
CHF 606,929 | | | USD 621,000 | | | Morgan Stanley | | | | | 10/19/18 | | | | | | (1,601) | | |
USD 742,000 | | | SEK 6,586,503 | | | Morgan Stanley | | | | | 10/19/18 | | | | | | (164) | | |
EUR 24,054,085 | | | USD 28,075,000 | | | Morgan Stanley | | | | | 10/19/18 | | | | | | (108,713) | | |
USD 27,033,000 | | | NOK 220,204,860 | | | Morgan Stanley | | | | | 10/19/18 | | | | | | (42,437) | | |
GBP 3,476,179 | | | USD 4,613,000 | | | Morgan Stanley | | | | | 10/19/18 | | | | | | (78,605) | | |
USD 1,531,000 | | | NOK 12,469,324 | | | Morgan Stanley | | | | | 10/19/18 | | | | | | (2,174) | | |
NOK 29,410,561 | | | USD 3,606,000 | | | Morgan Stanley | | | | | 10/19/18 | | | | | | 10,195 | | |
USD 5,390,982 | | | CAD 6,980,178 | | | Morgan Stanley | | | | | 10/19/18 | | | | | | (15,161) | | |
AUD 25,546,493 | | | USD 18,441,922 | | | Morgan Stanley | | | | | 10/19/18 | | | | | | 26,669 | | |
NOK 839,928 | | | USD 103,000 | | | Morgan Stanley | | | | | 10/19/18 | | | | | | 274 | | |
USD 19,833,000 | | | GBP 15,035,810 | | | The Bank of New York Mellon | | | | | 10/19/18 | | | | | | 219,999 | | |
COP 4,331,267,272 | | | USD 1,427,812 | | | Toronto Dominion Securities | | | | | 10/05/18 | | | | | | 34,112 | | |
| | | | | | | | | | | | | | | | $ | 781,192 | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Short Contracts: | | | | | | ||||||||||||||||||||
U.S. Treasury 10-Year Note | | | | | (169) | | | | | | 12/19/18 | | | | | $ | (20,074,031) | | | | | $ | 70,849 | | |
U.S. Treasury 5-Year Note | | | | | (761) | | | | | | 12/31/18 | | | | | | (85,594,664) | | | | | | (66,860) | | |
U.S. Treasury Long Bond | | | | | (48) | | | | | | 12/19/18 | | | | | | (6,744,000) | | | | | | 58,528 | | |
U.S. Treasury Ultra 10-Year Note | | | | | (282) | | | | | | 12/19/18 | | | | | | (35,532,000) | | | | | | 497,006 | | |
U.S. Treasury Ultra Long Bond | | | | | (67) | | | | | | 12/19/18 | | | | | | (10,336,844) | | | | | | 6,139 | | |
| | | | | | | | | | | | | | | | $ | (158,281,539) | | | | | $ | 565,662 | | |
|
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
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) | | | | | | 12/20/23 | | | | USD 3,500,000 | | | | $ | (66,388) | | | | | $ | (4,642) | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (66,388) | | | | | $ | (4,642) | | |
|
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 31, Version 1 | | | Sell | | | | | 5.000 | | | | | | 12/20/23 | | | | USD 22,140,000 | | | | $ | 1,610,330 | | | | | $ | (12,532) | | |
| | | | | | | | | | | | | | | | | | | | | | $ | 1,610,330 | | | | | $ | (12,532) | | |
|
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/ Receive Financing Rate (%)(6) | | | Termination Date | | | Implied Credit Spread at 09/30/18 (%) (7) | | | Notional Amount(3) | | | Fair Value(4) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
American International Group Inc. | | | Sell | | | | | 1.000 | | | | | | 12/20/23 | | | | | | 0.892 | | | | USD 3,500,000 | | | | $ | 54,351 | | | | | $ | 41,164 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 54,351 | | | | | $ | 41,164 | | |
|
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (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 | | | | PLN 6,000,000 | | | | $ | (15,728) | | | | | $ | (15,710) | | |
Pay | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 2.596 | | | | Semi-Annual | | | | | 04/11/20 | | | | USD 90,000,000 | | | | | (435,326) | | | | | | (435,326) | | |
Pay | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 2.026 | | | | Semi-Annual | | | | | 03/12/22 | | | | USD 258,000 | | | | | (8,734) | | | | | | (8,734) | | |
Pay | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 2.246 | | | | Semi-Annual | | | | | 03/12/25 | | | | USD 49,000 | | | | | (2,427) | | | | | | (2,427) | | |
Pay | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 2.238 | | | | Semi-Annual | | | | | 03/09/26 | | | | USD 20,892,000 | | | | | (824,213) | | | | | | (824,213) | | |
Receive | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 2.620 | | | | Semi-Annual | | | | | 04/13/20 | | | | USD 23,800,000 | | | | | 107,036 | | | | | | 107,036 | | |
Receive | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 1.923 | | | | Semi-Annual | | | | | 03/20/22 | | | | USD 575,000 | | | | | 21,512 | | | | | | 21,512 | | |
Receive | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 2.839 | | | | Semi-Annual | | | | | 04/11/28 | | | | USD 12,000,000 | | | | | 297,210 | | | | | | 297,210 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (860,670) | | | | | $ | (860,652) | | |
|
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) | | | | | $ | (7,093) | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Barclays Bank PLC | | | | | 0.000% | | | | Receive | | | 3-month USD-LIBOR | | | | | 04/25/19 | | | | USD 20,046,000 | | | | | (1,059,932) | | | | | | (138) | | |
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) | | | | | | (20,281) | | |
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) | | | | | | (10,831) | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 0.000% | | | | Receive | | | 3-month USD-LIBOR | | | | | 04/25/19 | | | | USD 22,284,000 | | | | | (1,185,509) | | | | | | (7,289) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (4,517,503) | | | | | $ | (45,632) | | |
|
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (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 | | | | $ | 2,614,616 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | | 632,522 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 425,758 | | |
Credit contracts | | | Net Assets — Unrealized appreciation** | | | | | 41,164 | | |
Total Asset Derivatives | | | | | | | $ | 3,714,060 | | |
Liability Derivatives | | | | |||||||
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 1,833,424 | | |
Interest rate contracts | | | Unrealized depreciation on forward premium swaptions | | | | | 45,632 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | | 66,860 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 1,286,410 | | |
Credit contracts | | | Net Assets — Unrealized depreciation** | | | | | 17,174 | | |
Total Liability Derivatives | | | | | | | $ | 3,249,500 | | |
|
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Total | | ||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | 1,599,045 | | | | | $ | 1,599,045 | | |
Equity contracts | | | | | — | | | | | | (534,898) | | | | | | — | | | | | | (534,898) | | |
Foreign exchange contracts | | | | | 2,896,677 | | | | | | — | | | | | | — | | | | | | 2,896,677 | | |
Interest rate contracts | | | | | — | | | | | | (292,491) | | | | | | 49,392 | | | | | | (243,099) | | |
Total | | | | $ | 2,896,677 | | | | | $ | (827,389) | | | | | $ | 1,648,437 | | | | | $ | 3,717,725 | | |
|
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Total | | |||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (115,926) | | | | | $ | (115,926) | | |
Foreign exchange contracts | | | | | — | | | | | | 695,269 | | | | | | — | | | | | | — | | | | | | 695,269 | | |
Interest rate contracts | | | | | (89,432) | | | | | | — | | | | | | 1,381,201 | | | | | | (302,742) | | | | | | 989,027 | | |
Total | | | | $ | (89,432) | | | | | $ | 695,269 | | | | | $ | 1,381,201 | | | | | $ | (418,668) | | | | | $ | 1,568,370 | | |
|
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2018 (Unaudited) (continued) |
| | | Barclays Bank PLC | | | Bank of America N.A. | | | BNP Paribas | | | Citibank N.A. | | | Credit Suisse International | | | Deutsche Bank AG | | | Goldman Sachs International | | | HSBC Bank USA N.A. | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley Capital Services LLC | | | Morgan Stanley | | | The Bank of New York Mellon | | | Toronto Dominion Securities | | | Totals | | ||||||||||||||||||||||||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||
Forward foreign currency contracts | | | | $ | 420,712 | | | | | $ | — | | | | | $ | 108,652 | | | | | $ | 436,003 | | | | | $ | 683,793 | | | | | $ | — | | | | | $ | 256,700 | | | | | $ | 35,690 | | | | | $ | 381,817 | | | | | $ | — | | | | | $ | 37,138 | | | | | $ | 219,999 | | | | | $ | 34,112 | | | | | $ | 2,614,616 | | |
Total Assets | | | | $ | 420,712 | | | | | $ | — | | | | | $ | 108,652 | | | | | $ | 436,003 | | | | | $ | 683,793 | | | | | $ | — | | | | | $ | 256,700 | | | | | $ | 35,690 | | | | | $ | 381,817 | | | | | $ | — | | | | | $ | 37,138 | | | | | $ | 219,999 | | | | | $ | 34,112 | | | | | $ | 2,614,616 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 251,410 | | | | | $ | — | | | | | $ | 26,732 | | | | | $ | 472,599 | | | | | $ | — | | | | | $ | 211,151 | | | | | $ | 269,985 | | | | | $ | 206 | | | | | $ | 328,687 | | | | | $ | — | | | | | $ | 272,654 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,833,424 | | |
Forward premium swaptions | | | | | 138 | | | | | | 7,093 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 38,401 | | | | | | — | | | | | | — | | | | | | — | | | | | | 45,632 | | |
Total Liabilities | | | | $ | 251,548 | | | | | $ | 7,093 | | | | | $ | 26,732 | | | | | $ | 472,599 | | | | | $ | — | | | | | $ | 211,151 | | | | | $ | 269,985 | | | | | $ | 206 | | | | | $ | 328,687 | | | | | $ | 38,401 | | | | | $ | 272,654 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,879,056 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 169,164 | | | | | $ | (7,093) | | | | | $ | 81,920 | | | | | $ | (36,596) | | | | | $ | 683,793 | | | | | $ | (211,151) | | | | | $ | (13,285) | | | | | $ | 35,484 | | | | | $ | 53,130 | | | | | $ | (38,401) | | | | | $ | (235,516) | | | | | $ | 219,999 | | | | | $ | 34,112 | | | | | $ | 735,560 | | |
Total collateral pledged by the Fund/(Received from counterparty) | | | | $ | (169,164) | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (169,164) | | |
Net Exposure(1)(2) | | | | $ | — | | | | | $ | (7,093) | | | | | $ | 81,920 | | | | | $ | (36,596) | | | | | $ | 683,793 | | | | | $ | (211,151) | | | | | $ | (13,285) | | | | | $ | 35,484 | | | | | $ | 53,130 | | | | | $ | (38,401) | | | | | $ | (235,516) | | | | | $ | 219,999 | | | | | $ | 34,112 | | | | | $ | 566,396 | | |
|
| Cost for federal income tax purposes was $841,024,564. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 9,173,117 | | |
| Gross Unrealized Depreciation | | | | | (8,279,890) | | |
| Net Unrealized Appreciation | | | | $ | 893,227 | | |
|
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
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 | 6 | |||||
Statement of Assets and Liabilities | 7 | |||||
Statement of Operations | 9 | |||||
Statements of Changes in Net Assets | 10 | |||||
Financial Highlights | 11 | |||||
Notes to Financial Statements | 12 | |||||
Portfolio of Investments | 19 |
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The Path Forward: Keeping an Eye on the Central Banks
President
Voya Family of Funds
October 17, 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 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 1,600 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 September 30, 2018 | |||||||
---|---|---|---|---|---|---|---|
Ba | 24.20 | % | |||||
B | 72.05 | % | |||||
Caa and below | 3.75 | % | |||||
Not rated* | 0.00 | % | |||||
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 SEPTEMBER 30, 2018 AS A PERCENTAGE OF: | ||||||
---|---|---|---|---|---|---|
TOTAL ASSETS | NET ASSETS | |||||
Asurion LLC | 1.5 | % | 1.6 | % | ||
BMC Software Finance, Inc. | 1.3 | % | 1.4 | % | ||
Reynolds Group Holdings, Inc. | 0.8 | % | 0.9 | % | ||
Financial & Risk Holdings, Inc. | 0.8 | % | 0.9 | % | ||
Scientific Games International, Inc. | 0.8 | % | 0.8 | % | ||
Acrisure LLC | 0.7 | % | 0.8 | % | ||
Stars Group Holdings BV | 0.7 | % | 0.8 | % | ||
Albertson’s LLC | 0.7 | % | 0.8 | % | ||
Sedgwick Claims Management Services, Inc. | 0.7 | % | 0.7 | % | ||
Avantor, Inc. | 0.7 | % | 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 September 30, 2018 |
Actual Fund Return | Hypothetical (5% return before expenses) | |||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value April 1, 2018 | Ending Account Value September 30, 2018 | Annualized Expense Ratio | Expenses Paid During the Period Ended September 30, 2018* | Beginning Account Value April 1, 2018 | Ending Account Value September 30, 2018 | Annualized Expense Ratio | Expenses Paid During the Period Ended September 30, 2018* | |||||||||||||||||||||||||
Class A | $ | 1,000.00 | $ | 1,021.50 | 1.04 | % | $ | 5.27 | $ | 1,000.00 | $ | 1,019.85 | 1.04 | % | $ | 5.27 | ||||||||||||||||
Class C | 1,000.00 | 1,016.70 | 1.79 | 9.05 | 1,000.00 | 1,016.09 | 1.79 | 9.05 | ||||||||||||||||||||||||
Class I | 1,000.00 | 1,021.80 | 0.78 | 3.95 | 1,000.00 | 1,021.16 | 0.78 | 3.95 | ||||||||||||||||||||||||
Class P | 1,000.00 | 1,025.20 | 0.11 | 0.56 | 1,000.00 | 1,024.52 | 0.11 | 0.56 | ||||||||||||||||||||||||
Class P3(1) | 1,000.00 | 1,020.00 | 0.04 | 0.13 | 1,000.00 | 1,016.44 | 0.04 | 0.20 | ||||||||||||||||||||||||
Class R | 1,000.00 | 1,019.20 | 1.29 | 6.53 | 1,000.00 | 1,018.60 | 1.29 | 6.53 | ||||||||||||||||||||||||
Class W | 1,000.00 | 1,020.70 | 0.79 | 4.00 | 1,000.00 | 1,021.06 | 0.79 | 4.00 |
* | Expenses are equal to the Fund’s annualized expense ratios multiplied by the average account value over the period, multiplied by 183/365 to reflect the most recent fiscal half-year. |
(1) | Commencement of operations was June 1, 2018. Expenses paid for the actual Fund’s return reflect the 121-day period ended September 30, 2018. |
ASSETS: | ||||
Investments in securities at fair value (Cost $2,222,992,735) | $ | 2,220,292,052 | ||
Short-term investments at fair value (Cost $152,506,549) | 152,507,400 | |||
Cash | 490,438 | |||
Receivables: | ||||
Investment securities sold | 17,288,325 | |||
Fund shares sold | 5,207,166 | |||
Dividends | 280,268 | |||
Interest | 5,639,540 | |||
Prepaid expenses | 446,667 | |||
Reimbursement due from manager | 3,290 | |||
Other assets | 39,344 | |||
Total assets | 2,402,194,490 | |||
LIABILITIES: | ||||
Payable for investment securities purchased | 108,712,444 | |||
Payable for fund shares redeemed | 3,958,967 | |||
Income distribution payable | 347,581 | |||
Payable for investment management fees | 1,184,590 | |||
Payable for distribution and shareholder service fees | 102,126 | |||
Accrued trustees fees | 22,883 | |||
Payable for unamoritized fees on line of credit (Note 7) | 134,166 | |||
Payable to trustees under the deferred compensation plan (Note 8) | 39,344 | |||
Unfunded loan commitments (Note 9) | 2,353,455 | |||
Other accrued expenses and liabilities | 498,999 | |||
Total liabilities | 117,354,555 | |||
NET ASSETS | $ | 2,284,839,935 | ||
NET ASSETS WERE COMPRISED OF: | ||||
Paid-in capital | 2,310,477,032 | |||
Distributions in excess of net investment income or accumulated net investment loss | 757,907 | |||
Accumulated net realized loss | (23,695,172 | ) | ||
Net unrealized depreciation | (2,699,832 | ) | ||
NET ASSETS | $ | 2,284,839,935 |
Class A: | ||||
Net assets | $ | 51,181,646 | ||
Shares authorized | unlimited | |||
Par value | $ | 0.001 | ||
Shares outstanding | 5,192,344 | |||
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 | $ | 45,312,662 | ||
Shares authorized | unlimited | |||
Par value | $ | 0.001 | ||
Shares outstanding | 4,596,120 | |||
Net asset value and redemption price per share(2) | $ | 9.86 | ||
Class I: | ||||
Net assets | $ | 1,902,723,436 | ||
Shares authorized | unlimited | |||
Par value | $ | 0.001 | ||
Shares outstanding | 192,962,917 | |||
Net asset value and redemption price per share(2) | $ | 9.86 | ||
Class P: | ||||
Net assets | $ | 57,358,274 | ||
Shares authorized | unlimited | |||
Par value | $ | 0.001 | ||
Shares outstanding | 5,822,879 | |||
Net asset value and redemption price per share | $ | 9.85 | ||
Class P3: | ||||
Net assets | $ | 2,638,630 | ||
Shares authorized | unlimited | |||
Par value | $ | 0.001 | ||
Shares outstanding | 267,618 | |||
Net asset value and redemption price per share | $ | 9.86 | ||
Class R: | ||||
Net assets | $ | 136,701,243 | ||
Shares authorized | unlimited | |||
Par value | $ | 0.001 | ||
Shares outstanding | 13,887,396 | |||
Net asset value and redemption price per share | $ | 9.84 | ||
Class W: | ||||
Net assets | $ | 88,924,044 | ||
Shares authorized | unlimited | |||
Par value | $ | 0.001 | ||
Shares outstanding | 9,007,081 | |||
Net asset value and redemption price per share | $ | 9.87 |
(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 | $ | 1,752,122 | ||
Interest | 56,898,948 | |||
Other | 940,658 | |||
Total investment income | 59,591,728 | |||
EXPENSES: | ||||
Investment management fees | 7,192,032 | |||
Distribution and service fees: | ||||
Class A | 55,876 | |||
Class C | 227,008 | |||
Class R | 318,128 | |||
Transfer agent fees: | ||||
Class A | 29,821 | |||
Class C | 30,334 | |||
Class I | 134,946 | |||
Class P | 101 | |||
Class P3 | 17 | |||
Class R | 84,965 | |||
Class W | 260,772 | |||
Shareholder reporting expense | 33,885 | |||
Custody and accounting expense | 445,425 | |||
Registration fees | 114,121 | |||
Professional fees | 68,529 | |||
Trustees fees | 39,375 | |||
Structuring fee (Note 7) | 176,266 | |||
Commitment fee | 246,389 | |||
Miscellaneous expense | 57,614 | |||
Total expenses | 9,515,604 | |||
Waived and reimbursed fees | (457,903 | ) | ||
Net expenses | 9,057,701 | |||
Net investment income | 50,534,027 | |||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||
Net realized loss on investments | (3,849,971 | ) | ||
Net change in unrealized appreciation (depreciation) on: | ||||
Investments | 1,371,667 | |||
Net change in unrealized appreciation (depreciation) | 1,371,667 | |||
Net realized and unrealized loss | (2,478,304 | ) | ||
Increase in net assets resulting from operations | $ | 48,055,723 |
Period Ended September 30, 2018 (unaudited) | Year Ended March 31, 2018 | |||||||
---|---|---|---|---|---|---|---|---|
FROM OPERATIONS: | ||||||||
Net investment income | $ | 50,534,027 | $ | 78,231,086 | ||||
Net realized loss | (3,849,971 | ) | (5,785,713 | ) | ||||
Net change in unrealized appreciation (depreciation) | 1,371,667 | (3,146,774 | ) | |||||
Increase in net assets resulting from operations | 48,055,723 | 69,298,599 | ||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||
Net investment income: | ||||||||
Class A | (949,304 | ) | (1,603,739 | ) | ||||
Class C | (794,462 | ) | (1,450,844 | ) | ||||
Class I | (35,338,582 | ) | (49,463,439 | ) | ||||
Class P | (1,319,576 | ) | (1,672,662 | ) | ||||
Class P3 | (44,454 | ) | — | |||||
Class R | (2,559,107 | ) | (3,934,204 | ) | ||||
Class W | (8,503,830 | ) | (19,093,460 | ) | ||||
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 | (49,509,315 | ) | (80,729,792 | ) | ||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||
Net proceeds from sale of shares | 839,724,815 | 843,933,912 | ||||||
Reinvestment of distributions | 47,642,699 | 70,754,872 | ||||||
887,367,514 | 914,688,784 | |||||||
Cost of shares redeemed | (747,248,377 | ) | (651,892,995 | ) | ||||
Net increase in net assets resulting from capital share transactions | 140,119,137 | 262,795,789 | ||||||
Net increase in net assets | 138,665,545 | 251,364,596 | ||||||
NET ASSETS: | ||||||||
Beginning of year or period | 2,146,174,390 | 1,894,809,794 | ||||||
End of year or period | $ | 2,284,839,935 | $ | 2,146,174,390 | ||||
Distributions in excess of net investment income or accumulated net investment loss at end of year or period | $ | 757,907 | $ | (266,805 | ) |
Income (loss) from investment operations | Less distributions | Ratios to average net assets | Supplemental data | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net asset value, beginning of year or period | Net investment income (loss) | Net realized and unrealized gain (loss) | Total from investment operations | From net investment income | From net realized gains | From return of capital | Total distributions | Net asset value, end of year or period | Total Return(1) | Expenses before reductions/ additions(2)(3) | Expenses, net of fee waivers and/ or recoupments, if any(2)(3) | Expenses, net of all reductions/ additions(2)(3) | Net investment income (loss)(2)(3) | Net assets, end of year or period | Portfolio Turnover rate | |||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | (%) | (%) | (%) | (%) | (%) | ($000’s) | (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-18+ | 9.86 | 0.22 | (0.01 | ) | 0.21 | 0.21 | — | — | 0.21 | 9.86 | 2.15 | 1.14 | 1.04 | 1.04 | 4.35 | 51,182 | 29 | |||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-18+ | 9.87 | 0.18 | (0.02 | ) | 0.16 | 0.17 | — | — | 0.17 | 9.86 | 1.67 | 1.89 | 1.79 | 1.79 | 3.59 | 45,313 | 29 | |||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-18+ | 9.87 | 0.23 | (0.02 | ) | 0.21 | 0.22 | — | — | 0.22 | 9.86 | 2.18 | 0.78 | 0.78 | 0.78 | 4.63 | 1,902,724 | 29 | |||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-18+ | 9.86 | 0.26 | (0.01 | ) | 0.25 | 0.26 | — | — | 0.26 | 9.85 | 2.52 | �� | 0.76 | 0.11 | 0.11 | 5.30 | 57,358 | 29 | ||||||||||||||||||||||||||||||||||||||||||||||
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 P3 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-01-18(4)–09-30-18 | 9.84 | 0.18 | 0.02 | 0.20 | 0.18 | — | — | 0.18 | 9.86 | 2.00 | 0.76 | 0.04 | 0.04 | 5.56 | 2,639 | 29 | ||||||||||||||||||||||||||||||||||||||||||||||||
Class R | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-18+ | 9.85 | 0.20 | (0.01 | ) | 0.19 | 0.20 | — | — | 0.20 | 9.84 | 1.92 | 1.39 | 1.29 | 1.29 | 4.10 | 136,701 | 29 | |||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-18+ | 9.89 | 0.22 | (0.02 | ) | 0.20 | 0.22 | — | — | 0.22 | 9.87 | 2.07 | 0.89 | 0.79 | 0.79 | 4.49 | 88,924 | 29 | |||||||||||||||||||||||||||||||||||||||||||||||
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. | |
+ | Unaudited. | |
* | 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)% |
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.
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. |
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 | $ | 5,888 | $ | — | ||||||
Contingent Deferred Sales Charges | 3,000 | 1,384 |
(as a percentage of average daily net assets)
Class C — 1.75%
Class I — 0.75%
Class P — 0.15%
Class P3 — 0.00%
Class R — 1.25%
Class W — 0.75%
September 30, | ||||||||||||||||||
2019 | 2020 | 2021 | Total | |||||||||||||||
$ | — | $ | — | $ | 6,105 | $ | 6,105 |
September 30, | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2019 | 2020 | 2021 | Total | |||||||||||||||
Class A | $ | 16,150 | $ | 65,067 | $ | 43,071 | $ | 124,288 | ||||||||||
Class C | 19,572 | 61,807 | 45,946 | 127,325 | ||||||||||||||
Class R | 41,923 | 135,552 | 120,959 | 298,434 | ||||||||||||||
Class W | 37,074 | 433,933 | 440,304 | 911,311 |
Subsidiary | Percentage | |||||
---|---|---|---|---|---|---|
Voya Institutional Trust Company | 5.81 | % |
Unfunded Loan Commitment | ||||||
---|---|---|---|---|---|---|
DentalCorp Perfect Smile ULC | $ | 516,475 | ||||
Mavis Tire Express Services Corp. | 978,580 | |||||
Pearl Intermediate Parent LLC | 858,400 | |||||
$ | 2,353,455 |
Shares sold | Reinvestment of distributions | Shares redeemed | Net increase (decrease) in shares outstanding | Shares sold | Reinvestment of distributions | Shares redeemed | Net increase (decrease) | |||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year or period ended | # | # | # | # | ($) | ($) | ($) | ($) | ||||||||||||||||||||||||||
Class A | ||||||||||||||||||||||||||||||||||
09-30-18 | 1,876,275 | 85,164 | (1,213,578 | ) | 747,861 | 18,466,980 | 838,014 | (11,939,415 | ) | 7,365,579 | ||||||||||||||||||||||||
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 | ) | ||||||||||||||||||||||
Class C | ||||||||||||||||||||||||||||||||||
09-30-18 | 399,786 | 73,050 | (523,247 | ) | (50,411 | ) | 3,934,114 | 719,030 | (5,150,931 | ) | (497,787 | ) | ||||||||||||||||||||||
03-31-18 | 652,763 | 138,312 | (1,744,346 | ) | (953,271 | ) | 6,450,189 | 1,364,857 | (17,220,648 | ) | (9,405,602 | ) | ||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||
09-30-18 | 74,447,271 | 3,424,664 | (20,588,395 | ) | 57,283,540 | 732,833,087 | 33,710,351 | (202,707,189 | ) | 563,836,249 | ||||||||||||||||||||||||
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 | ||||||||||||||||||||||||
Class P | ||||||||||||||||||||||||||||||||||
09-30-18 | 1,511,350 | 134,198 | (135,577 | ) | 1,509,971 | 14,842,817 | 1,319,576 | (1,332,060 | ) | 14,830,333 | ||||||||||||||||||||||||
03-31-18 | 641,558 | 176,465 | (142,190 | ) | 675,833 | 6,330,480 | 1,740,004 | (1,402,095 | ) | 6,668,389 | ||||||||||||||||||||||||
Class P3 | ||||||||||||||||||||||||||||||||||
06-01-18(1)–09-30-18 | 293,771 | 4,518 | (30,671 | ) | 267,618 | 2,890,952 | 44,454 | (301,526 | ) | 2,633,880 | ||||||||||||||||||||||||
Class R | ||||||||||||||||||||||||||||||||||
09-30-18 | 2,483,180 | 259,932 | (839,982 | ) | 1,903,130 | 24,401,263 | 2,553,730 | (8,256,197 | ) | 18,698,796 | ||||||||||||||||||||||||
03-31-18 | 1,404,467 | 417,232 | (1,848,314 | ) | (26,615 | ) | 13,845,607 | 4,111,060 | (18,207,362 | ) | (250,695 | ) | ||||||||||||||||||||||
Class W | ||||||||||||||||||||||||||||||||||
09-30-18 | 4,289,940 | 857,755 | (52,470,100 | ) | (47,322,405 | ) | 42,355,602 | 8,457,544 | (517,561,059 | ) | (466,747,913 | ) | ||||||||||||||||||||||
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 |
(1) | Commencement of operations. |
Six Months Ended September 30, 2018 | Year Ended March 31, 2018 | ||||||
---|---|---|---|---|---|---|---|
Ordinary Income | Ordinary Income | Return of Capital | |||||
$49,509,315 | $77,218,348 | $3,511,444 |
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 | $0.0374 | November 1, 2018 | Daily | |||||||||||
Class C | $0.0311 | November 1, 2018 | Daily | |||||||||||
Class I | $0.0398 | November 1, 2018 | Daily | |||||||||||
Class P | $0.0454 | November 1, 2018 | Daily | |||||||||||
Class P3 | $0.0459 | November 1, 2018 | Daily | |||||||||||
Class R | $0.0353 | November 1, 2018 | Daily | |||||||||||
Class W | $0.0398 | November 1, 2018 | Daily |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2018 (UNAUDITED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: 97.1% | |||||||||||||||||||
Aerospace & Defense: 1.2% | |||||||||||||||||||
1,995,000 | KBR, Inc. Term Loan B, 5.992%, (US0001M + 3.750%), 04/25/25 | $ | 2,018,691 | 0.1 | |||||||||||||||
11,885,050 | Maxar Technologies Ltd. Term Loan B, 5.148%, (US0001M + 2.750%), 10/04/24 | 11,735,001 | 0.5 | ||||||||||||||||
5,703,340 | TransDigm, Inc. 2018 Term Loan E, 4.742%, (US0001M + 2.500%), 05/30/25 | 5,725,811 | 0.3 | ||||||||||||||||
4,640,585 | TransDigm, Inc. 2018 Term Loan F, 4.742%, (US0001M + 2.500%), 06/09/23 | 4,661,426 | 0.2 | ||||||||||||||||
2,597,224 | TransDigm, Inc. 2018 Term Loan G, 4.742%, (US0001M + 2.500%), 08/22/24 | 2,608,407 | 0.1 | ||||||||||||||||
26,749,336 | 1.2 | ||||||||||||||||||
Auto Components: 0.3% | |||||||||||||||||||
6,279,313 | Broadstreet Partners, Inc. 2018 Term Loan B, 5.492%, (US0001M + 3.250%), 11/08/23 | 6,296,581 | 0.3 | ||||||||||||||||
Automotive: 3.7% | |||||||||||||||||||
4,767,750 | American Axle and Manufacturing, Inc. Term Loan B, 4.462%, (US0001M + 2.250%), 04/06/24 | 4,775,197 | 0.2 | ||||||||||||||||
3,042,013 | Belron Finance US LLC USD Term Loan B, 4.843%, (US0003M + 2.500%), 11/07/24 | 3,052,471 | 0.1 | ||||||||||||||||
10,253,606 | Bright Bidco B.V. 2018 Term Loan B, 5.840%, (US0001M + 3.500%), 06/30/24 | 10,151,070 | 0.4 | ||||||||||||||||
5,882,345 | Dealer Tire, LLC 2017 Term Loan B, 5.583%, (US0003M + 3.250%), 12/22/21 | 5,661,757 | 0.3 | ||||||||||||||||
8,540,393 | Dynacast International LLC Term Loan B2, 5.636%, (US0003M + 3.250%), 01/28/22 | 8,577,543 | 0.4 | ||||||||||||||||
1,288,313 | Federal-Mogul Holdings Corporation, 5.890%, (US0001M + 3.750%), 04/15/21 | 1,291,266 | 0.1 | ||||||||||||||||
15,672,058 | Gates Global LLC 2017 USD Repriced Term Loan B, 4.992%, (US0001M + 2.750%), 04/01/24 | 15,783,470 | 0.7 | ||||||||||||||||
2,811,083 | KAR Auction Services, Inc. Term Loan B5, 4.938%, (US0003M + 2.500%), 03/09/23 | 2,826,879 | 0.1 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Automotive: (continued) | |||||||||||||||||||
2,109,713 | L&W, Inc. 2018 Term Loan B, 6.212%, (US0001M + 4.000%), 05/22/25 | $ | 2,129,491 | 0.1 | |||||||||||||||
6,436,981 | Mavis Tire Express Services Corp. 2018 1st Lien Term Loan, 5.415%, (US0001M + 3.250%), 03/20/25 | 6,424,911 | 0.3 | ||||||||||||||||
1,035,387 | (1) | Mavis Tire Express Services Corp. 2018 Delayed Draw Term Loan, 5.415%, (US0001M + 3.250%), 03/20/25 | 1,033,446 | 0.0 | |||||||||||||||
2,522,142 | Superior Industries International, Inc. 2018 1st Lien Term Loan B, 6.242%, (US0001M + 4.000%), 05/22/24 | 2,530,024 | 0.1 | ||||||||||||||||
5,770,000 | Tenneco, Inc. 2018 Term Loan B, 5.148%, (US0003M + 2.750%), 10/01/25 | 5,772,672 | 0.3 | ||||||||||||||||
6,775,987 | TI Group Automotive Systems, L.L.C. 2015 USD Term Loan B, 4.742%, (US0001M + 2.500%), 06/30/22 | 6,805,632 | 0.3 | ||||||||||||||||
4,977,000 | Truck Hero, Inc. 1st Lien Term Loan, 5.962%, (US0001M + 3.750%), 04/21/24 | 4,992,036 | 0.2 | ||||||||||||||||
1,680,000 | Truck Hero, Inc. 2nd Lien Term Loan, 10.462%, (US0001M + 8.250%), 04/21/25 | 1,692,600 | 0.1 | ||||||||||||||||
83,500,465 | 3.7 | ||||||||||||||||||
Beverage & Tobacco: 0.3% | |||||||||||||||||||
6,448,797 | Refresco Group BV USD Term Loan B3, 5.648%, (US0003M + 3.250%), 03/28/25 | 6,424,614 | 0.3 | ||||||||||||||||
Brokers, Dealers & Invetesment Houses: 0.1% | |||||||||||||||||||
3,086,168 | Capital Automotive L.P. 2017 2nd Lien Term Loan, 8.250%, (US0001M + 6.000%), 03/24/25 | 3,147,891 | 0.1 | ||||||||||||||||
Building & Development: 2.4% | |||||||||||||||||||
6,206,267 | Capital Automotive L.P. 2017 1st Lien Term Loan, 4.750%, (US0001M + 2.500%), 03/24/24 | 6,218,549 | 0.3 | ||||||||||||||||
3,190,888 | Core & Main LP 2017 Term Loan B, 5.317%, (US0003M + 3.000%), 08/01/24 | 3,207,321 | 0.1 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2018 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Building & Development: (continued) | |||||||||||||||||||
2,707,118 | Forterra Finance, LLC 2017 Term Loan B, 5.242%, (US0001M + 3.000%), 10/25/23 | $ | 2,598,834 | 0.1 | |||||||||||||||
2,823,654 | Foundation Building Materials, LLC 2018 Term Loan B, 5.398%, (US0001M + 3.250%), 08/13/25 | 2,836,891 | 0.1 | ||||||||||||||||
5,561,075 | GYP Holdings III Corp. 2018 Term Loan B, 5.011%, (US0001M + 2.750%), 06/01/25 | 5,558,467 | 0.2 | ||||||||||||||||
1,891,313 | Henry Company LLC Term Loan B, 6.242%, (US0001M + 4.000%), 10/05/23 | 1,904,315 | 0.1 | ||||||||||||||||
2,105,000 | Interior Logic Group, Inc. 2018 Term Loan B, 6.342%, (US0003M + 4.000%), 05/30/25 | 2,110,262 | 0.1 | ||||||||||||||||
2,367,302 | Minimax GmbH & Co. KG 2018 USD Term Loan B, 5.242%, (US0001M + 3.000%), 07/31/25 | 2,388,016 | 0.1 | ||||||||||||||||
9,000,000 | Pisces Midco, Inc. 2018 Term Loan, 6.087%, (US0003M + 3.750%), 04/12/25 | 9,069,372 | 0.4 | ||||||||||||||||
4,035,997 | Quikrete Hldgs Inc Term Loan, 4.992%, (US0001M + 2.750%), 11/15/23 | 4,047,855 | 0.2 | ||||||||||||||||
995,000 | SMG Holdings Inc. 2017 1st Lien Term Loan, 5.242%, (US0001M + 3.000%), 01/23/25 | 1,001,529 | 0.0 | ||||||||||||||||
6,270,000 | SRS Distribution Inc. 2018 1st Lien Term Loan, 5.441%, (US0003M + 3.250%), 05/23/25 | 6,225,213 | 0.3 | ||||||||||||||||
3,576,731 | Werner FinCo LP 2017 Term Loan, 6.104%, (US0001M + 4.000%), 07/24/24 | 3,578,967 | 0.2 | ||||||||||||||||
3,807,430 | Wilsonart LLC 2017 Term Loan B, 5.640%, (US0003M + 3.250%), 12/19/23 | 3,827,826 | 0.2 | ||||||||||||||||
54,573,417 | 2.4 | ||||||||||||||||||
Business Equipment & Services: 12.0% | |||||||||||||||||||
1,823,561 | 24-7 Intouch Inc 2018 Term Loan, 6.648%, (US0003M + 4.250%), 08/20/25 | 1,787,090 | 0.1 | ||||||||||||||||
3,128,110 | Acosta Holdco, Inc. 2015 Term Loan, 5.492%, (US0001M + 3.250%), 09/26/21 | 2,345,300 | 0.1 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Business Equipment & Services: (continued) | |||||||||||||||||||
2,872,632 | Advantage Sales & Marketing, Inc. 2014 1st Lien Term Loan, 5.492%, (US0001M + 3.250%), 07/23/21 | $ | 2,660,058 | 0.1 | |||||||||||||||
1,000,000 | Advantage Sales & Marketing, Inc. 2014 2nd Lien Term Loan, 8.742%, (US0001M + 6.500%), 07/25/22 | 855,000 | 0.1 | ||||||||||||||||
11,780,649 | AlixPartners, LLP 2017 Term Loan B, 4.992%, (US0001M + 2.750%), 04/04/24 | 11,846,916 | 0.5 | ||||||||||||||||
5,491,571 | Allflex Holdings III, Inc. New 1st Lien Term Loan, 5.586%, (US0003M + 3.250%), 07/20/20 | 5,520,814 | 0.2 | ||||||||||||||||
1,370,000 | Almonde, Inc. USD Second Lien Term Loan, 9.636%, (US0003M + 7.250%), 06/13/25 | 1,358,012 | 0.1 | ||||||||||||||||
215,000 | American Traffic Solutions, Inc. 2018 2nd Lien Term Loan, 9.992%, (US0001M + 7.750%), 02/23/26 | 220,106 | 0.0 | ||||||||||||||||
2,213,750 | Array Canada Inc. Term Loan B, 7.386%, (US0003M + 5.000%), 02/10/23 | 2,150,105 | 0.1 | ||||||||||||||||
2,940,300 | Ascend Learning, LLC 2017 Term Loan B, 5.242%, (US0001M + 3.000%), 07/12/24 | 2,946,733 | 0.1 | ||||||||||||||||
928,250 | ASP MCS Acquisition Corp. Term Loan B, 7.136%, (US0003M + 4.750%), 05/18/24 | 792,881 | 0.0 | ||||||||||||||||
2,343,480 | Big Ass Fans, LLC 2018 Term Loan, 6.136%, (US0003M + 3.750%), 05/21/24 | 2,366,183 | 0.1 | ||||||||||||||||
4,200,243 | Camelot UK Holdco Limited 2017 Repriced Term Loan, 5.492%, (US0001M + 3.250%), 10/03/23 | 4,212,243 | 0.2 | ||||||||||||||||
4,937,500 | Colorado Buyer Inc Term Loan B, 5.110%, (US0001M + 3.000%), 05/01/24 | 4,952,930 | 0.2 | ||||||||||||||||
1,455,910 | Convergint Technologies LLC 2018 1st Lien Term Loan, 5.242%, (US0001M + 3.000%), 02/03/25 | 1,457,275 | 0.1 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2018 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Business Equipment & Services: (continued) | |||||||||||||||||||
156,663 | DG Investment Intermediate Holdings 2, Inc. 2018 Delayed Draw Term Loan, 5.242%, (US0001M + 3.000%), 02/03/25 | $ | 156,810 | 0.0 | |||||||||||||||
822,938 | DG Investment Intermediate Holdings 2, Inc. 2018 Incremental Term Loan, 5.242%, (US0001M + 3.000%), 02/03/25 | 823,709 | 0.0 | ||||||||||||||||
2,816,501 | DTI Holdco, Inc. 2018 Term Loan B, 6.945%, (US0001M + 4.750%), 09/30/23 | 2,747,849 | 0.1 | ||||||||||||||||
8,710,578 | EIG Investors Corp. 2018 1st Lien Term Loan, 6.061%, (US0003M + 3.750%), 02/09/23 | 8,790,062 | 0.4 | ||||||||||||||||
986,545 | Element Materials Technology Group US Holdings Inc 2017 USD Term Loan B, 5.742%, (US0001M + 3.500%), 06/28/24 | 993,944 | 0.0 | ||||||||||||||||
3,429,604 | Engineered Machinery Holdings, Inc. USD 1st Lien Term Loan, 5.636%, (US0003M + 3.250%), 07/19/24 | 3,391,021 | 0.2 | ||||||||||||||||
6,471,792 | EVO Payments International LLC 2018 1st Lien Term Loan, 5.490%, (US0001M + 3.250%), 12/22/23 | 6,520,331 | 0.3 | ||||||||||||||||
20,320,000 | Financial & Risk Holdings, Inc. 2018 USD Term Loan, 6.148%, (US0003M + 3.750%), 10/01/25 | 20,300,046 | 0.9 | ||||||||||||||||
1,975,000 | FrontDoor Inc 2018 Term Loan B, 4.750%, (US0001M + 2.500%), 08/14/25 | 1,992,281 | 0.1 | ||||||||||||||||
1,640,769 | Garda World Security Corporation 2017 Term Loan, 7.750%, (PRIME + 2.500%), 05/24/24 | 1,650,340 | 0.1 | ||||||||||||||||
2,442,725 | GreenSky Holdings, LLC 2018 Term Loan B, 5.500%, (US0001M + 3.250%), 03/29/25 | 2,454,939 | 0.1 | ||||||||||||||||
8,382,706 | GTCR Valor Companies, Inc. USD 2017 Term Loan B1, 5.636%, (US0003M + 3.250%), 06/16/23 | 8,443,480 | 0.4 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Business Equipment & Services: (continued) | |||||||||||||||||||
4,294,183 | ION Trading Technologies S.a.r.l. USD Incremental Term Loan B, 6.398%, (US0003M + 4.000%), 11/21/24 | $ | 4,282,555 | 0.2 | |||||||||||||||
2,988,454 | IQOR US Inc. 2nd Lien Term Loan, 11.087%, (US0003M + 8.750%), 04/01/22 | 2,390,763 | 0.1 | ||||||||||||||||
4,762,865 | IQOR US Inc. Term Loan B, 7.337%, (US0003M + 5.000%), 04/01/21 | 4,474,116 | 0.2 | ||||||||||||||||
11,296,200 | KUEHG Corp. 2018 Incremental Term Loan, 6.136%, (US0003M + 3.750%), 02/21/25 | 11,371,038 | 0.5 | ||||||||||||||||
5,114,300 | Learning Care Group, Inc. 2018 1st Lien Term Loan, 5.430%, (US0001M + 3.250%), 03/13/25 | 5,129,643 | 0.2 | ||||||||||||||||
2,305,000 | Learning Care Group, Inc. 2018 2nd Lien Term Loan, 9.676%, (US0001M + 7.500%), 03/13/26 | 2,316,525 | 0.1 | ||||||||||||||||
2,039,368 | LegalZoom.com, Inc. 1st Lien Term Loan, 6.462%, (US0001M + 4.250%), 11/21/24 | 2,072,508 | 0.1 | ||||||||||||||||
7,409,692 | NeuStar, Inc. 2018 Term Loan B4, 5.742%, (US0001M + 3.500%), 08/08/24 | 7,432,848 | 0.3 | ||||||||||||||||
1,849,487 | NeuStar, Inc. 2nd Lien Term Loan, 10.242%, (US0001M + 8.000%), 08/08/25 | 1,837,927 | 0.1 | ||||||||||||||||
11,040,148 | NVA Holdings, Inc. Term Loan B3, 4.992%, (US0001M + 2.750%), 02/02/25 | 11,031,526 | 0.5 | ||||||||||||||||
2,650,000 | Peak 10, Inc. 2017 2nd Lien Term Loan, 9.593%, (US0003M + 7.250%), 08/01/25 | 2,585,957 | 0.1 | ||||||||||||||||
8,593,815 | PI US MergerCo, Inc. USD 2017 1st Lien Term Loan, 5.742%, (US0001M + 3.500%), 12/20/24 | 8,586,295 | 0.4 | ||||||||||||||||
8,159,482 | Pre-Paid Legal Services, Inc. 2018 1st Lien Term Loan, 5.511%, (US0001M + 3.250%), 05/01/25 | 8,219,405 | 0.4 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2018 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Business Equipment & Services: (continued) | |||||||||||||||||||
390,000 | Pre-Paid Legal Services, Inc. 2018 2nd Lien Term Loan, 9.742%, (US0001M + 7.500%), 05/01/26 | $ | 393,900 | 0.0 | |||||||||||||||
912,713 | PricewaterhouseCoopers LLP 2018 Term Loan, 5.492%, (US0001M + 3.250%), 05/01/25 | 917,276 | 0.0 | ||||||||||||||||
1,034,800 | Prometric Holdings, Inc. 1st Lien Term Loan, 5.250%, (US0001M + 3.000%), 01/29/25 | 1,036,525 | 0.0 | ||||||||||||||||
9,319,500 | Red Ventures, LLC 1st Lien Term Loan, 6.242%, (US0001M + 4.000%), 11/08/24 | 9,443,757 | 0.4 | ||||||||||||||||
1,303,125 | Red Ventures, LLC 2nd Lien Term Loan, 10.242%, (US0001M + 8.000%), 11/08/25 | 1,335,703 | 0.1 | ||||||||||||||||
465,000 | Renaissance Learning, Inc. 2018 2nd Lien Term Loan, 9.242%, (US0001M + 7.000%), 05/29/26 | 464,710 | 0.0 | ||||||||||||||||
2,648,363 | Renaissance Learning, Inc. 2018 Add On Term Loan, 5.492%, (US0001M + 3.250%), 05/30/25 | 2,648,913 | 0.1 | ||||||||||||||||
3,027,125 | Research Now Group, Inc. 2017 1st Lien Term Loan, 7.742%, (US0001M + 5.500%), 12/20/24 | 3,046,989 | 0.1 | ||||||||||||||||
2,445,300 | Sandvine Corporation Term Loan B, 7.992%, (US0001M + 5.750%), 09/21/22 | 2,454,409 | 0.1 | ||||||||||||||||
3,592,703 | Solera Holdings, Inc. USD Term Loan B, 4.992%, (US0001M + 2.750%), 03/03/23 | 3,605,698 | 0.2 | ||||||||||||||||
7,711,956 | Spin Holdco Inc. 2017 Term Loan B, 5.589%, (US0003M + 3.250%), 11/14/22 | 7,748,588 | 0.3 | ||||||||||||||||
3,995,000 | SSH Group Holdings, Inc. 2018 1st Lien Term Loan, 6.590%, (US0003M + 4.250%), 07/30/25 | 4,034,950 | 0.2 | ||||||||||||||||
9,282,525 | Staples, Inc. 2017 Term Loan B, 6.398%, (US0003M + 4.000%), 09/12/24 | 9,291,232 | 0.4 | ||||||||||||||||
4,173,597 | Stiphout Finance LLC USD 1st Lien Term Loan, 5.242%, (US0001M + 3.000%), 10/26/22 | 4,215,333 | 0.2 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Business Equipment & Services: (continued) | |||||||||||||||||||
2,987,188 | SurveyMonkey Inc. 2017 Term Loan, 6.750%, (US0001M + 4.500%), 04/13/24 | $ | 2,998,315 | 0.1 | |||||||||||||||
3,143,589 | TMK Hawk Parent Corp. 2017 1st Lien Term Loan, 5.750%, (US0001M + 3.500%), 08/28/24 | 3,108,224 | 0.1 | ||||||||||||||||
673,200 | USS Ultimate Holdings, Inc. 1st Lien Term Loan, 5.992%, (US0001M + 3.750%), 08/25/24 | 679,932 | 0.0 | ||||||||||||||||
6,830,000 | Verifone Systems, Inc. 2018 1st Lien Term Loan, 6.322%, (US0003M + 4.000%), 08/20/25 | 6,882,079 | 0.3 | ||||||||||||||||
915,000 | Verifone Systems, Inc. 2018 2nd Lien Term Loan, 10.322%, (US0003M + 8.000%), 08/20/26 | 913,856 | 0.0 | ||||||||||||||||
5,661,562 | Verra Mobility Corporation 2018 1st Lien Term Loan, 5.992%, (US0001M + 3.750%), 02/28/25 | 5,699,602 | 0.3 | ||||||||||||||||
8,290,000 | Verscend Holding Corp. 2018 Term Loan B, 6.742%, (US0001M + 4.500%), 08/27/25 | 8,336,631 | 0.4 | ||||||||||||||||
11,421,231 | West Corporation 2017 Term Loan, 6.242%, (US0001M + 4.000%), 10/10/24 | 11,401,404 | 0.5 | ||||||||||||||||
4,084,763 | West Corporation 2018 Term Loan B1, 5.742%, (US0001M + 3.500%), 10/10/24 | 4,057,411 | 0.2 | ||||||||||||||||
4,345,000 | Yak Access, LLC 2018 1st Lien Term Loan B, 7.139%, (US0001M + 5.000%), 07/02/25 | 4,214,650 | 0.2 | ||||||||||||||||
970,000 | Yak Access, LLC 2018 2nd Lien Term Loan B, 12.148%, (US0001M + 10.000%), 06/13/26 | 926,350 | 0.0 | ||||||||||||||||
275,324,001 | 12.0 | ||||||||||||||||||
Cable & Satellite Television: 2.0% | |||||||||||||||||||
7,206,281 | CSC Holdings LLC, 4.408%, (US0001M + 2.250%), 07/17/25 | 7,213,790 | 0.3 | ||||||||||||||||
2,992,500 | CSC Holdings, LLC 2018 Term Loan B, 4.658%, (US0001M + 2.500%), 01/25/26 | 2,999,233 | 0.2 | ||||||||||||||||
1,678,750 | Numericable Group SA USD Term Loan B11, 4.825%, (US0003M + 2.750%), 07/31/25 | 1,647,273 | 0.1 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2018 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Cable & Satellite Television: (continued) | |||||||||||||||||||
11,764,957 | Radiate Holdco, LLC 1st Lien Term Loan, 5.242%, (US0001M + 3.000%), 02/01/24 | $ | 11,758,274 | 0.5 | |||||||||||||||
2,461,458 | Telesat Canada Term Loan B4, 4.890%, (US0003M + 2.500%), 11/17/23 | 2,471,612 | 0.1 | ||||||||||||||||
4,164,557 | UPC Financing Partnership USD Term Loan AR, 4.658%, (US0001M + 2.500%), 01/15/26 | 4,166,294 | 0.2 | ||||||||||||||||
5,215,000 | Virgin Media Bristol LLC Term Loan K, 4.658%, (US0001M + 2.500%), 01/15/26 | 5,229,013 | 0.2 | ||||||||||||||||
9,800,476 | WideOpenWest Finance LLC 2017 Term Loan B, 5.408%, (US0001M + 3.250%), 08/18/23 | 9,631,418 | 0.4 | ||||||||||||||||
45,116,907 | 2.0 | ||||||||||||||||||
Chemicals & Plastics: 4.1% | |||||||||||||||||||
4,679,106 | Allnex (Luxembourg) & Cy S.C.A. 2016 USD Term Loan B2, 5.567%, (US0003M + 3.250%), 09/13/23 | 4,705,426 | 0.2 | ||||||||||||||||
3,525,210 | Allnex USA, Inc. USD Term Loan B3, 5.567%, (US0003M + 3.250%), 09/13/23 | 3,545,040 | 0.2 | ||||||||||||||||
5,064,035 | Alpha 3 B.V. 2017 Term Loan B1, 5.386%, (US0003M + 3.000%), 01/31/24 | 5,090,935 | 0.2 | ||||||||||||||||
16,128,212 | Avantor, Inc. 2017 1st Lien Term Loan, 6.261%, (US0001M + 4.000%), 11/21/24 | 16,337,008 | 0.7 | ||||||||||||||||
3,890,250 | Composite Resins Holding B.V. 2018 Term Loan B, 6.354%, (US0001M + 4.250%), 08/01/25 | 3,924,290 | 0.2 | ||||||||||||||||
8,232,837 | Diamond (BC) B.V. USD Term Loan, 5.242%, (US0001M + 3.000%), 09/06/24 | 8,093,908 | 0.4 | ||||||||||||||||
3,981,935 | Emerald Performance Materials, LLC New 1st Lien Term Loan, 5.742%, (US0001M + 3.500%), 08/01/21 | 4,015,534 | 0.2 | ||||||||||||||||
2,840,909 | Emerald Performance Materials, LLC New 2nd Lien Term Loan, 9.992%, (US0001M + 7.750%), 08/01/22 | 2,851,563 | 0.1 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Chemicals & Plastics: (continued) | |||||||||||||||||||
4,185,052 | Encapsys, LLC 1st Lien Term Loan, 5.492%, (US0001M + 3.250%), 11/07/24 | $ | 4,207,722 | 0.2 | |||||||||||||||
2,815,854 | Klockner-Pentaplast of America, Inc. USD 2017 Term Loan B2, 6.492%, (US0001M + 4.250%), 06/30/22 | 2,743,698 | 0.1 | ||||||||||||||||
2,155,636 | KMG Chemicals Inc. Term Loan B, 4.992%, (US0001M + 2.750%), 06/15/24 | 2,161,025 | 0.1 | ||||||||||||||||
2,748,010 | Kraton Polymers, LLC 2018 USD Term Loan, 4.742%, (US0001M + 2.500%), 03/05/25 | 2,760,893 | 0.1 | ||||||||||||||||
3,452,709 | MacDermid, Inc. USD Term Loan B6, 5.242%, (US0001M + 3.000%), 06/07/23 | 3,470,511 | 0.2 | ||||||||||||||||
6,037,552 | Plaskolite, Inc. 1st Lien Term Loan, 5.747%, (US0001M + 3.500%), 11/03/22 | 6,052,645 | 0.3 | ||||||||||||||||
3,259,868 | PQ Corporation 2018 Term Loan B, 4.742%, (US0001M + 2.500%), 02/08/25 | 3,267,000 | 0.1 | ||||||||||||||||
3,255,000 | Schenectady International Group Inc. 2018 1st Lien Term Loan, 7.148%, (US0003M + 4.750%), 08/10/25 | 3,265,172 | 0.1 | ||||||||||||||||
3,147,113 | Solenis International, LP 2018 1st Lien Term Loan, 6.311%, (US0003M + 4.000%), 12/26/23 | 3,176,617 | 0.1 | ||||||||||||||||
4,085,000 | Starfruit Finco B.V 2018 USD Term Loan B, 5.511%, (US0003M + 3.250%), 09/20/25 | 4,107,247 | 0.2 | ||||||||||||||||
2,146,134 | Tronox Blocked Borrower LLC Term Loan B, 5.242%, (US0001M + 3.000%), 09/22/24 | 2,156,641 | 0.1 | ||||||||||||||||
4,952,616 | Tronox Finance LLC Term Loan B, 5.242%, (US0001M + 3.000%), 09/22/24 | 4,976,865 | 0.2 | ||||||||||||||||
2,629,135 | Univar Inc. 2017 USD Term Loan B, 4.492%, (US0001M + 2.250%), 07/01/24 | 2,638,629 | 0.1 | ||||||||||||||||
93,548,369 | 4.1 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2018 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Clothing/Textiles: 0.3% | |||||||||||||||||||
7,715,639 | Varsity Brands, Inc. 2017 Term Loan B, 5.898%, (US0001M + 3.500%), 12/15/24 | $ | 7,744,573 | 0.3 | |||||||||||||||
Containers & Glass Products: 4.5% | |||||||||||||||||||
5,034,700 | Albea Beauty Holdings S.A 2018 USD Term Loan B2, 5.195%, (US0003M + 2.750%), 04/22/24 | 5,018,966 | 0.2 | ||||||||||||||||
2,339,138 | Ball Metalpack, LLC 2018 1st Lien Term Loan B, 6.742%, (US0001M + 4.500%), 07/24/25 | 2,362,529 | 0.1 | ||||||||||||||||
8,822,888 | Berlin Packaging LLC 2018 1st Lien Term Loan, 5.160%, (US0001M + 3.000%), 11/07/25 | 8,834,604 | 0.4 | ||||||||||||||||
6,513,759 | BWAY Holding Company 2017 Term Loan B, 5.581%, (US0003M + 3.250%), 04/03/24 | 6,517,830 | 0.3 | ||||||||||||||||
1,475,128 | Consolidated Container Company LLC 2017 1st Lien Term Loan, 4.992%, (US0001M + 2.750%), 05/22/24 | 1,482,734 | 0.1 | ||||||||||||||||
5,899,375 | Flex Acquisition Company, Inc. 1st Lien Term Loan, 5.337%, (US0003M + 3.000%), 12/29/23 | 5,904,908 | 0.2 | ||||||||||||||||
8,860,000 | Flex Acquisition Company, Inc. 2018 Incremental Term Loan, 5.751%, (US0003M + 3.250%), 06/29/25 | 8,887,688 | 0.4 | ||||||||||||||||
3,709,249 | Milacron LLC Amended Term Loan B, 4.742%, (US0001M + 2.500%), 09/28/23 | 3,713,114 | 0.1 | ||||||||||||||||
3,665,813 | Pelican Products, Inc. 2018 1st Lien Term Loan, 5.604%, (US0001M + 3.500%), 05/01/25 | 3,674,405 | 0.2 | ||||||||||||||||
425,000 | Pelican Products, Inc. 2018 2nd Lien Term Loan, 9.854%, (US0001M + 7.750%), 05/01/26 | 426,771 | 0.0 | ||||||||||||||||
3,344,361 | Proampac PG Borrower LLC First Lien Term Loan, 5.777%, (US0003M + 3.500%), 11/18/23 | 3,362,337 | 0.2 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Containers & Glass Products: (continued) | |||||||||||||||||||
660,000 | Proampac PG Borrower LLC Second Lien Term Loan, 10.810%, (US0003M + 8.500%), 11/18/24 | $ | 669,900 | 0.0 | |||||||||||||||
20,295,683 | Reynolds Group Holdings Inc. USD 2017 Term Loan, 4.992%, (US0001M + 2.750%), 02/05/23 | 20,411,247 | 0.9 | ||||||||||||||||
4,932,720 | Ring Container Technologies Group, LLC 1st Lien Term Loan, 4.992%, (US0001M + 2.750%), 10/31/24 | 4,946,591 | 0.2 | ||||||||||||||||
8,915,993 | SIG Combibloc Group AG, 7.000%, (PRIME + 1.750%), 03/13/22 | 8,943,856 | 0.4 | ||||||||||||||||
11,310,669 | Titan Acquisition Limited 2018 Term Loan B, 5.242%, (US0001M + 3.000%), 03/28/25 | 10,984,605 | 0.5 | ||||||||||||||||
477,273 | TricorBraun Holdings, Inc. 1st Lien Delayed Draw Term Loan, 8.000%, (PRIME + 2.750%), 11/30/23 | 479,859 | 0.0 | ||||||||||||||||
4,736,665 | TricorBraun Holdings, Inc. 1st Lien Term Loan, 6.140%, (US0003M + 3.750%), 11/30/23 | 4,762,323 | 0.2 | ||||||||||||||||
2,657,325 | Trident TPI Holdings, Inc. 2017 USD Term Loan B1, 5.492%, (US0001M + 3.250%), 10/17/24 | 2,652,757 | 0.1 | ||||||||||||||||
104,037,024 | 4.5 | ||||||||||||||||||
Cosmetics/Toiletries: 0.5% | |||||||||||||||||||
4,245,000 | Anastasia Parent, LLC 2018 Term Loan B, 5.883%, (US0001M + 3.750%), 08/02/25 | 4,219,352 | 0.2 | ||||||||||||||||
3,993,750 | Rodan & Fields, LLC 2018 Term Loan B, 8.250%, (PRIME + 3.000%), 06/06/25 | 4,039,926 | 0.2 | ||||||||||||||||
2,533,002 | Wellness Merger Sub, Inc. 1st Lien Term Loan, 6.529%, (US0003M + 4.250%), 06/30/24 | 2,547,776 | 0.1 | ||||||||||||||||
10,807,054 | 0.5 | ||||||||||||||||||
Diversified Financial Services: 0.1% | |||||||||||||||||||
1,317,933 | Blucora, Inc. 2017 Term Loan B, 5.242%, (US0001M + 3.000%), 05/22/24 | 1,326,170 | 0.1 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2018 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Drugs: 1.2% | |||||||||||||||||||
5,949,531 | Alvogen Pharma US, Inc. 2018 Term Loan B, 6.990%, (US0001M + 4.750%), 04/02/22 | $ | 5,997,871 | 0.3 | |||||||||||||||
10,940,962 | Amneal Pharmaceuticals LLC 2018 Term Loan B, 5.750%, (US0001M + 3.500%), 05/04/25 | 11,057,209 | 0.5 | ||||||||||||||||
8,430,038 | Endo Luxembourg Finance Company I S.a r.l. 2017 Term Loan B, 6.492%, (US0001M + 4.250%), 04/29/24 | 8,503,801 | 0.4 | ||||||||||||||||
1,385,832 | Horizon Pharma, Inc. 2017 1st Lien Term Loan, 5.500%, (US0001M + 3.250%), 03/29/24 | 1,398,824 | 0.0 | ||||||||||||||||
26,957,705 | 1.2 | ||||||||||||||||||
Ecological Services & Equipment: 0.8% | |||||||||||||||||||
3,512,987 | 4L Holdings, LLC 1st Lien Term Loan, 6.742%, (US0001M + 4.500%), 05/08/20 | 3,444,922 | 0.2 | ||||||||||||||||
8,886,222 | ADS Waste Holdings Inc. Term Loan, 4.413%, (US0001W + 2.250%), 11/10/23 | 8,927,881 | 0.4 | ||||||||||||||||
845,750 | Gopher Resource, LLC 1st Lien Term Loan, 5.492%, (US0001M + 3.250%), 03/06/25 | 850,243 | 0.0 | ||||||||||||||||
4,863,250 | Wrangler Buyer Corp. Term Loan B, 4.992%, (US0001M + 2.750%), 09/27/24 | 4,898,207 | 0.2 | ||||||||||||||||
18,121,253 | 0.8 | ||||||||||||||||||
Electronics/Electrical: 13.4% | |||||||||||||||||||
1,552,200 | ABC Financial Services, Inc. First Lien Term Loan, 6.370%, (US0001M + 4.250%), 01/02/25 | 1,561,901 | 0.1 | ||||||||||||||||
3,011,490 | Aptean, Inc. 2017 1st Lien Term Loan, 6.640%, (US0003M + 4.250%), 12/20/22 | 3,027,804 | 0.1 | ||||||||||||||||
3,281,912 | ASG Technologies Group, Inc. 2018 Term Loan, 5.742%, (US0001M + 3.500%), 07/31/24 | 3,273,707 | 0.1 | ||||||||||||||||
4,240,566 | Avast Software B.V. 2018 USD Term Loan B, 4.886%, (US0003M + 2.500%), 09/30/23 | 4,270,382 | 0.2 | ||||||||||||||||
6,739,606 | Barracuda Networks, Inc. 1st Lien Term Loan, 5.408%, (US0001M + 3.250%), 02/12/25 | 6,758,558 | 0.3 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Electronics/Electrical: (continued) | |||||||||||||||||||
520,000 | Barracuda Networks, Inc. 2nd Lien Term Loan, 9.408%, (US0001M + 7.250%), 02/12/26 | $ | 526,175 | 0.0 | |||||||||||||||
15,730,000 | BMC Software Finance, Inc. 2018 USD Term Loan B, 6.648%, (US0003M + 4.250%), 09/01/25 | 15,898,956 | 0.7 | ||||||||||||||||
15,959,343 | BMC Software Finance, Inc. USD 2017 1st Lien Term Loan, 5.492%, (US0001M + 3.250%), 09/10/22 | 16,076,548 | 0.7 | ||||||||||||||||
3,510,000 | Cohu, Inc. 2018 Term Loan B, 5.398%, (US0003M + 3.000%), 09/20/25 | 3,523,163 | 0.2 | ||||||||||||||||
2,200,000 | Compuware Corporation 2018 Term Loan B, 5.712%, (US0001M + 3.500%), 08/22/25 | 2,222,000 | 0.1 | ||||||||||||||||
5,245,000 | Dynatrace LLC 2018 1st Lien Term Loan, 5.474%, (US0001M + 3.250%), 08/22/25 | 5,286,798 | 0.2 | ||||||||||||||||
3,250,000 | EagleView Technology Corporation 2018 Add On Term Loan B, 5.634%, (US0001M + 3.500%), 08/14/25 | 3,257,449 | 0.1 | ||||||||||||||||
1,072,313 | Electrical Components International, Inc. 2018 1st Lien Term Loan, 6.636%, (US0003M + 4.250%), 06/26/25 | 1,080,355 | 0.1 | ||||||||||||||||
9,645,866 | Epicor Software Corporation 1st Lien Term Loan, 5.500%, (US0001M + 3.250%), 06/01/22 | 9,688,925 | 0.4 | ||||||||||||||||
2,148,300 | Exact Merger Sub LLC 1st Lien Term Loan, 6.636%, (US0003M + 4.250%), 09/27/24 | 2,171,126 | 0.1 | ||||||||||||||||
3,172,403 | Eze Castle Software Inc. 2017 1st Lien Term Loan, 5.242%, (US0001M + 3.000%), 04/06/20 | 3,186,283 | 0.2 | ||||||||||||||||
856,957 | Eze Castle Software Inc. New 2nd Lien Term Loan, 8.742%, (US0001M + 6.500%), 04/05/21 | 861,241 | 0.0 | ||||||||||||||||
10,110,871 | Go Daddy Operating Company, LLC 2017 Repriced Term Loan, 4.492%, (US0001M + 2.250%), 02/15/24 | 10,160,525 | 0.4 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2018 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Electronics/Electrical: (continued) | |||||||||||||||||||
8,762,742 | Greeneden U.S. Holdings II, LLC 2018 USD Term Loan B, 5.742%, (US0001M + 3.500%), 12/01/23 | $ | 8,821,619 | 0.4 | |||||||||||||||
9,338,272 | Hyland Software, Inc. 2017 1st Lien Term Loan, 5.492%, (US0001M + 3.250%), 07/01/22 | 9,413,174 | 0.4 | ||||||||||||||||
1,201,939 | Infor (US), Inc. Term Loan B6, 5.136%, (US0003M + 2.750%), 02/01/22 | 1,206,554 | 0.1 | ||||||||||||||||
9,701,443 | Informatica Corporation 2018 USD Term Loan, 5.492%, (US0001M + 3.250%), 08/05/22 | 9,777,668 | 0.4 | ||||||||||||||||
13,911,881 | Kronos Incorporated 2017 Term Loan B, 5.343%, (US0003M + 3.000%), 11/01/23 | 13,994,907 | 0.6 | ||||||||||||||||
1,820,000 | Lumentum Holdings 2018 1st Lien Term Loan, 4.898%, (US0003M + 2.500%), 08/07/25 | 1,838,200 | 0.1 | ||||||||||||||||
1,180,667 | MA FinanceCo., LLC USD Term Loan B3, 4.742%, (US0001M + 2.500%), 06/21/24 | 1,176,239 | 0.1 | ||||||||||||||||
2,962,575 | Marketo, Inc. 2018 1st Lien Term Loan, 5.593%, (US0003M + 3.250%), 02/07/25 | 2,971,833 | 0.1 | ||||||||||||||||
703,906 | MaxLinear, Inc. Term Loan B, 4.658%, (US0001M + 2.500%), 05/12/24 | 704,768 | 0.0 | ||||||||||||||||
1,460,000 | McAfee, LLC 2017 2nd Lien Term Loan, 10.742%, (US0001M + 8.500%), 09/29/25 | 1,481,900 | 0.1 | ||||||||||||||||
12,719,707 | McAfee, LLC 2017 USD Term Loan B, 6.742%, (US0001M + 4.500%), 09/30/24 | 12,841,600 | 0.5 | ||||||||||||||||
12,342,676 | MH Sub I, LLC 2017 1st Lien Term Loan, 5.915%, (US0001M + 3.750%), 09/13/24 | 12,446,268 | 0.6 | ||||||||||||||||
2,540,000 | MH Sub I, LLC 2017 2nd Lien Term Loan, 9.665%, (US0001M + 7.500%), 09/15/25 | 2,573,337 | 0.1 | ||||||||||||||||
410,000 | Navex Global, Inc. 2018 2nd Lien Term Loan, 9.120%, (US0003M + 7.000%), 08/07/26 | 413,075 | 0.0 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Electronics/Electrical: (continued) | |||||||||||||||||||
1,770,000 | Navex Global, Inc. 2018 Term Loan B, 5.370%, (US0003M + 3.250%), 08/08/25 | $ | 1,770,738 | 0.1 | |||||||||||||||
3,368,632 | Optiv Security, Inc. 1st Lien Term Loan, 5.500%, (US0001M + 3.250%), 02/01/24 | 3,287,576 | 0.1 | ||||||||||||||||
6,520,000 | PowerSchool 2018 Term Loan B, 5.354%, (US0001M + 3.250%), 08/01/25 | 6,528,150 | 0.3 | ||||||||||||||||
9,840,000 | Quest Software US Holdings Inc. 2018 1st Lien Term Loan, 6.572%, (US0003M + 4.250%), 05/16/25 | 9,879,360 | 0.5 | ||||||||||||||||
3,000,000 | Quest Software US Holdings Inc. 2018 2nd Lien Term Loan, 10.572%, (US0003M + 8.250%), 05/16/26 | 2,984,250 | 0.1 | ||||||||||||||||
11,313,975 | Rackspace Hosting, Inc. 2017 Incremental 1st Lien Term Loan, 5.348%, (US0003M + 3.000%), 11/03/23 | 11,184,667 | 0.5 | ||||||||||||||||
8,947,739 | Riverbed Technology, Inc. 2016 Term Loan, 5.500%, (US0001M + 3.250%), 04/24/22 | 8,949,832 | 0.4 | ||||||||||||||||
3,909,542 | Rovi Solutions Corporation Term Loan B, 4.750%, (US0001M + 2.500%), 07/02/21 | 3,916,466 | 0.2 | ||||||||||||||||
8,746,712 | RP Crown Parent LLC Term Loan B, 4.992%, (US0001M + 2.750%), 10/12/23 | 8,799,149 | 0.4 | ||||||||||||||||
7,973,333 | Seattle Spinco, Inc. USD Term Loan B3, 4.742%, (US0001M + 2.500%), 06/21/24 | 7,937,453 | 0.4 | ||||||||||||||||
7,799,456 | SkillSoft Corporation 1st Lien Term Loan, 6.992%, (US0001M + 4.750%), 04/28/21 | 7,446,858 | 0.3 | ||||||||||||||||
14,748,575 | SolarWinds Holdings, Inc. 2018 Term Loan B, 5.242%, (US0001M + 3.000%), 02/05/24 | 14,845,355 | 0.7 | ||||||||||||||||
4,560,000 | SonicWALL, Inc. 1st Lien Term Loan, 5.822%, (US0003M + 3.500%), 05/16/25 | 4,577,100 | 0.2 | ||||||||||||||||
1,060,000 | SonicWALL, Inc. 2nd Lien Term Loan, 9.822%, (US0003M + 7.500%), 05/18/26 | 1,055,583 | 0.0 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2018 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Electronics/Electrical: (continued) | |||||||||||||||||||
3,375,418 | SS&C Technologies Holdings Europe S.A.R.L. 2018 Term Loan B4, 4.492%, (US0001M + 2.250%), 04/16/25 | $ | 3,382,010 | 0.1 | |||||||||||||||
8,695,804 | SS&C Technologies Inc. 2018 Term Loan B3, 4.492%, (US0001M + 2.250%), 04/16/25 | 8,712,787 | 0.4 | ||||||||||||||||
3,350,000 | TriTech Software Systems 2018 Term Loan B, 5.992%, (US0001M + 3.750%), 08/29/25 | 3,365,705 | 0.2 | ||||||||||||||||
6,693,906 | TTM Technologies, Inc. 2017 Term Loan, 4.604%, (US0001M + 2.500%), 09/28/24 | 6,727,323 | 0.3 | ||||||||||||||||
10,121,753 | Veritas Bermuda Ltd. USD Repriced Term Loan B, 6.778%, (US0003M + 4.500%), 01/27/23 | 9,876,847 | 0.4 | ||||||||||||||||
1,750,000 | Web.com Group, Inc. 2018 2nd Lien Term Loan, 10.148%, (US0003M + 7.750%), 09/14/26 | 1,765,313 | 0.1 | ||||||||||||||||
3,450,000 | Web.com Group, Inc. 2018 Term Loan B, 6.148%, (US0003M + 3.750%), 09/14/25 | 3,476,306 | 0.1 | ||||||||||||||||
2,881,667 | Xperi Corporation 2018 Term Loan B1, 4.742%, (US0001M + 2.500%), 12/01/23 | 2,860,054 | 0.1 | ||||||||||||||||
305,821,920 | 13.4 | ||||||||||||||||||
Entertainment: 0.2% | |||||||||||||||||||
3,514,205 | Twin River Management Group, Inc. Term Loan, 5.794%, (US0002M + 3.500%), 07/10/20 | 3,536,169 | 0.2 | ||||||||||||||||
Financial Intermediaries: 2.3% | |||||||||||||||||||
3,475,000 | Advisor Group, Inc. 2018 Term Loan, 5.908%, (US0001M + 3.750%), 08/15/25 | 3,498,891 | 0.2 | ||||||||||||||||
5,885,250 | Blackhawk Network Holdings, Inc 2018 1st Lien Term Loan, 5.386%, (US0003M + 3.000%), 06/15/25 | 5,930,001 | 0.3 | ||||||||||||||||
4,515,000 | DTZ U.S. Borrower LLC 2018 Add On Term Loan B, 5.492%, (US0001M + 3.250%), 08/21/25 | 4,535,692 | 0.2 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Financial Intermediaries: (continued) | |||||||||||||||||||
8,547,050 | Duff & Phelps Corporation 2017 Term Loan B, 5.492%, (US0001M + 3.250%), 02/13/25 | $ | 8,567,751 | 0.4 | |||||||||||||||
8,506,079 | Edelman Financial Center, LLC 2018 1st Lien Term Loan, 5.592%, (US0003M + 3.250%), 07/21/25 | 8,593,266 | 0.4 | ||||||||||||||||
1,045,000 | Edelman Financial Center, LLC 2018 2nd Lien Term Loan, 9.092%, (US0003M + 6.750%), 07/20/26 | 1,069,819 | 0.0 | ||||||||||||||||
6,826,094 | First Eagle Holdings, Inc. 2017 1st Lien Term Loan B, 5.386%, (US0003M + 3.000%), 12/01/22 | 6,889,024 | 0.3 | ||||||||||||||||
3,375,642 | Focus Financial Partners, LLC 2018 Incremental Term Loan, 4.742%, (US0001M + 2.500%), 07/03/24 | 3,389,003 | 0.1 | ||||||||||||||||
7,554,566 | LPL Holdings, Inc. 2017 1st Lien Term Loan B, 4.424%, (US0001M + 2.250%), 09/23/24 | 7,578,174 | 0.3 | ||||||||||||||||
1,572,992 | Priority Payment Systems LLC 1st Lien Term Loan, 7.250%, (US0001M + 5.000%), 01/03/23 | 1,594,621 | 0.1 | ||||||||||||||||
51,646,242 | 2.3 | ||||||||||||||||||
Food Products: 2.0% | |||||||||||||||||||
4,010,000 | 8th Avenue Food & Provisions, Inc. 2018 1st Lien Term Loan, 6.148%, (US0003M + 3.750%), 09/20/25 | 4,050,934 | 0.2 | ||||||||||||||||
400,000 | 8th Avenue Food & Provisions, Inc. 2018 2nd Lien Term Loan, 10.148%, (US0003M + 7.750%), 09/20/26 | 404,500 | 0.0 | ||||||||||||||||
2,227,500 | Atkins Nutritionals Holdings II, Inc. 2017 Term Loan B, 5.843%, (US0003M + 3.500%), 07/07/24 | 2,246,991 | 0.1 | ||||||||||||||||
4,623,413 | CH Guenther & Son, Incorporated 2018 Term Loan B, 4.992%, (US0001M + 2.750%), 03/31/25 | 4,633,529 | 0.2 | ||||||||||||||||
2,595,670 | Del Monte Foods, Inc. 1st Lien Term Loan, 7.500%, (PRIME + 2.250%), 02/18/21 | 2,399,912 | 0.1 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2018 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Food Products: (continued) | |||||||||||||||||||
9,925,125 | IRB Holding Corp 1st Lien Term Loan, 5.460%, (US0002M + 3.250%), 02/05/25 | $ | 9,975,525 | 0.4 | |||||||||||||||
13,369,690 | JBS USA, LLC 2017 Term Loan B, 4.844%, (US0003M + 2.500%), 10/30/22 | 13,411,470 | 0.6 | ||||||||||||||||
2,762,100 | NPC International, Inc. 1st Lien Term Loan, 5.576%, (US0001M + 3.500%), 04/19/24 | 2,776,485 | 0.1 | ||||||||||||||||
970,000 | NPC International, Inc. 2nd Lien Term Loan, 9.576%, (US0001M + 7.500%), 04/18/25 | 982,125 | 0.1 | ||||||||||||||||
5,205,000 | Sigma Bidco B.V. 2018 USD Term Loan B, 5.114%, (US0001M + 3.000%), 07/02/25 | 5,211,506 | 0.2 | ||||||||||||||||
46,092,977 | 2.0 | ||||||||||||||||||
Food Service: 2.0% | |||||||||||||||||||
9,565,654 | 1011778 B.C. Unlimited Liability Company Term Loan B3, 4.492%, (US0001M + 2.250%), 02/16/24 | 9,580,174 | 0.4 | ||||||||||||||||
3,601,613 | CEC Entertainment Concepts, L.P., 5.492%, (US0001M + 3.250%), 02/14/21 | 3,490,993 | 0.2 | ||||||||||||||||
2,249,363 | Del Friscos Restaurant Group, Inc. 2018 Incremental Term Loan, 10.250%, (PRIME + 5.000%), 06/27/25 | 2,226,869 | 0.1 | ||||||||||||||||
3,965,063 | Dhanani Group Inc. 2018 Term Loan B, 5.992%, (US0001M + 3.750%), 06/27/25 | 3,970,019 | 0.2 | ||||||||||||||||
2,508,713 | Flynn Restaurant Group LP 1st Lien Term Loan, 5.874%, (US0001M + 3.500%), 06/27/25 | 2,504,009 | 0.1 | ||||||||||||||||
1,062,338 | Fogo de Chao Churrascaria Holdings LLC 2018 Term Loan, 6.742%, (US0001M + 4.500%), 04/07/25 | 1,069,641 | 0.0 | ||||||||||||||||
9,405,391 | Golden Nugget, Inc. 2017 Incremental Term Loan B, 4.957%, (US0001M + 2.750%), 10/04/23 | 9,457,121 | 0.4 | ||||||||||||||||
6,144,600 | Hearthside Food Solutions, LLC 2018 Term Loan B, 5.242%, (US0001M + 3.000%), 05/23/25 | 6,134,179 | 0.3 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Food Service: (continued) | |||||||||||||||||||
1,333,300 | K-Mac Holdings Corp 2018 1st Lien Term Loan, 5.415%, (US0001M + 3.250%), 03/14/25 | $ | 1,340,800 | 0.1 | |||||||||||||||
725,000 | K-Mac Holdings Corp 2018 2nd Lien Term Loan, 8.915%, (US0001M + 6.750%), 03/16/26 | 730,437 | 0.0 | ||||||||||||||||
1,964,359 | Manitowoc Foodservice, Inc. Term Loan B, 4.992%, (US0001M + 2.750%), 03/03/23 | 1,978,665 | 0.1 | ||||||||||||||||
2,761,125 | Tacala, LLC 1st Lien Term Loan, 5.492%, (US0001M + 3.250%), 01/31/25 | 2,777,951 | 0.1 | ||||||||||||||||
640,000 | Tacala, LLC 2nd Lien Term Loan, 9.242%, (US0001M + 7.000%), 01/30/26 | 650,400 | 0.0 | ||||||||||||||||
45,911,258 | 2.0 | ||||||||||||||||||
Food/Drug Retailers: 2.0% | |||||||||||||||||||
13,287,594 | Albertsons, LLC USD 2017 Term Loan B4, 4.992%, (US0001M + 2.750%), 08/25/21 | 13,318,328 | 0.6 | ||||||||||||||||
3,959,900 | Albertsons, LLC USD 2017 Term Loan B6, 5.311%, (US0003M + 3.000%), 06/22/23 | 3,965,345 | 0.2 | ||||||||||||||||
3,163,025 | Alphabet Holding Company, Inc. 2017 1st Lien Term Loan, 5.742%, (US0001M + 3.500%), 09/26/24 | 3,063,687 | 0.1 | ||||||||||||||||
1,955,000 | Alphabet Holding Company, Inc. 2017 2nd Lien Term Loan, 9.992%, (US0001M + 7.750%), 09/26/25 | 1,759,500 | 0.1 | ||||||||||||||||
5,258,575 | EG Finco Limited 2018 USD Term Loan, 6.386%, (US0003M + 4.000%), 02/07/25 | 5,286,509 | 0.2 | ||||||||||||||||
940,275 | EG Group Limited 2018 USD Term Loan B, 6.386%, (US0003M + 4.000%), 02/07/25 | 942,038 | 0.0 | ||||||||||||||||
6,415,836 | Moran Foods LLC Term Loan, 8.242%, (US0001M + 6.000%), 12/05/23 | 4,667,521 | 0.2 | ||||||||||||||||
7,100,000 | Smart & Final Stores LLC 1st Lien Term Loan, 5.742%, (US0001M + 3.500%), 11/15/22 | 6,975,750 | 0.3 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2018 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Food/Drug Retailers: (continued) | |||||||||||||||||||
2,373,673 | Supervalu Inc. 2017 Delayed Draw Term Loan, 5.742%, (US0001M + 3.500%), 06/08/24 | $ | 2,379,904 | 0.1 | |||||||||||||||
3,956,122 | Supervalu Inc. 2017 Term Loan B, 5.742%, (US0001M + 3.500%), 06/08/24 | 3,966,507 | 0.2 | ||||||||||||||||
46,325,089 | 2.0 | ||||||||||||||||||
Forest Products: 0.2% | |||||||||||||||||||
5,298,425 | Blount International Inc. USD 2017 Term Loan B, 6.511%, (US0001M + 4.250%), 04/12/23 | 5,331,540 | 0.2 | ||||||||||||||||
Health Care: 10.2% | |||||||||||||||||||
7,984,002 | Acadia Healthcare Company, Inc. 2018 Term Loan B4, 4.742%, (US0001M + 2.500%), 02/16/23 | 8,048,162 | 0.4 | ||||||||||||||||
6,129,638 | ADMI Corp. 2018 Term Loan B, 5.492%, (US0001M + 3.250%), 04/30/25 | 6,167,948 | 0.3 | ||||||||||||||||
3,237,071 | Air Methods Corporation 2017 Term Loan B, 5.886%, (US0003M + 3.500%), 04/21/24 | 2,960,302 | 0.1 | ||||||||||||||||
7,086,334 | ATI Holdings Acquisition, Inc. 2016 Term Loan, 5.898%, (US0001M + 3.500%), 05/10/23 | 7,126,195 | 0.3 | ||||||||||||||||
5,809,892 | Auris Luxembourg III S.a.r.l. 2017 USD Term Loan B7, 5.386%, (US0003M + 3.000%), 01/17/22 | 5,897,041 | 0.3 | ||||||||||||||||
7,155,000 | Auris Luxembourg III S.a.r.l. 2018 USD Term Loan B, 6.148%, (US0003M + 3.750%), 07/20/25 | 7,253,381 | 0.3 | ||||||||||||||||
2,561,625 | Carestream Dental Equiment, Inc 2017 1st Lien Term Loan B, 5.636%, (US0003M + 3.250%), 09/01/24 | 2,560,557 | 0.1 | ||||||||||||||||
2,067,826 | Catalent Pharma Solutions Inc. USD Term Loan B, 4.492%, (US0001M + 2.250%), 05/20/24 | 2,083,335 | 0.1 | ||||||||||||||||
15,151,894 | Change Healthcare Holdings LLC 2017 Term Loan B, 4.992%, (US0001M + 2.750%), 03/01/24 | 15,219,229 | 0.7 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Health Care: (continued) | |||||||||||||||||||
8,856,367 | CHG Healthcare Services Inc. 2017 1st Lien Term Loan B, 5.306%, (US0001M + 3.000%), 06/07/23 | $ | 8,914,483 | 0.4 | |||||||||||||||
982,563 | Commerce Merger Sub, Inc. 2017 1st Lien Term Loan, 5.636%, (US0003M + 3.250%), 06/28/24 | 987,475 | 0.0 | ||||||||||||||||
2,548,254 | Concentra Inc. 2018 1st Lien Term Loan, 4.860%, (US0001M + 2.750%), 06/01/22 | 2,560,995 | 0.1 | ||||||||||||||||
688,569 | (1) | DentalCorp Perfect Smile ULC 1st Lien Delayed Draw Term Loan, 5.992%, (US0001M + 3.750%), 06/06/25 | 695,024 | 0.0 | |||||||||||||||
2,749,110 | DentalCorp Perfect Smile ULC 1st Lien Term Loan, 5.992%, (US0001M + 3.750%), 06/06/25 | 2,774,883 | 0.1 | ||||||||||||||||
1,348,525 | Diplomat Pharmacy, Inc. 2017 Term Loan B, 6.750%, (US0001M + 4.500%), 12/20/24 | 1,359,762 | 0.1 | ||||||||||||||||
3,271,845 | Envision Healthcare Corp Term Loan B, 5.250%, (US0001M + 3.000%), 12/01/23 | 3,275,915 | 0.1 | ||||||||||||||||
9,188,792 | ExamWorks Group, Inc. 2017 Term Loan, 5.468%, (US0001M + 3.250%), 07/27/23 | 9,274,936 | 0.4 | ||||||||||||||||
2,985,000 | Global Medical Response, Inc. 2017 Term Loan B2, 6.415%, (US0001M + 4.250%), 03/14/25 | 2,975,406 | 0.1 | ||||||||||||||||
9,185,400 | Global Medical Response, Inc. 2018 Term Loan B1, 5.383%, (US0001M + 3.250%), 04/28/22 | 9,061,967 | 0.4 | ||||||||||||||||
2,528,176 | Greenway Health, LLC 2017 1st Lien Term Loan, 6.140%, (US0003M + 3.750%), 02/14/24 | 2,531,336 | 0.1 | ||||||||||||||||
15,060,650 | Grifols Worldwide Operations USA, Inc. 2017 Acquisition Term Loan, 4.417%, (US0001W + 2.250%), 01/31/25 | 15,154,779 | 0.7 | ||||||||||||||||
5,085,000 | Inovalon Holdings, Inc. 2018 Term Loan B, 5.625%, (US0001M + 3.500%), 04/02/25 | 5,091,356 | 0.2 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2018 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Health Care: (continued) | |||||||||||||||||||
8,215,839 | Jaguar Holding Company II 2018 Term Loan, 4.742%, (US0001M + 2.500%), 08/18/22 | $ | 8,231,244 | 0.4 | |||||||||||||||
2,450,200 | Kinetic Concepts, Inc. 2017 USD Term Loan B, 5.636%, (US0003M + 3.250%), 02/02/24 | 2,468,271 | 0.1 | ||||||||||||||||
2,105,000 | Lifescan Global Corporation 2018 1st Lien Term Loan, 8.398%, (US0003M + 6.000%), 09/27/24 | 2,082,634 | 0.1 | ||||||||||||||||
5,571,192 | MPH Acquisition Holdings LLC 2016 Term Loan B, 5.136%, (US0003M + 2.750%), 06/07/23 | 5,588,167 | 0.2 | ||||||||||||||||
3,751,945 | nThrive, Inc. 2016 1st Lien Term Loan, 6.742%, (US0001M + 4.500%), 10/20/22 | 3,775,394 | 0.2 | ||||||||||||||||
2,717,550 | Ortho-Clinical Diagnostics SA 2018 Term Loan B, 5.492%, (US0001M + 3.250%), 06/30/25 | 2,728,953 | 0.1 | ||||||||||||||||
10,350,475 | Parexel International Corporation Term Loan B, 4.992%, (US0001M + 2.750%), 09/27/24 | 10,301,952 | 0.4 | ||||||||||||||||
4,015,583 | Pearl Intermediate Parent LLC 2018 1st Lien Term Loan, 4.915%, (US0001M + 2.750%), 02/14/25 | 3,950,329 | 0.2 | ||||||||||||||||
100,000 | Pearl Intermediate Parent LLC 2018 2nd Lien Term Loan, 8.415%, (US0001M + 6.250%), 02/13/26 | 99,875 | 0.0 | ||||||||||||||||
1,186,167 | (1) | Pearl Intermediate Parent LLC 2018 Delayed Draw Term Loan, 4.915%, (US0003M + 2.750%), 02/14/25 | 1,166,892 | 0.0 | |||||||||||||||
5,293,412 | PharMerica Corporation 1st Lien Term Loan, 5.648%, (US0001M + 3.500%), 12/06/24 | 5,333,113 | 0.2 | ||||||||||||||||
2,240,100 | Press Ganey Holdings, Inc. 2018 1st Lien Term Loan, 4.992%, (US0001M + 2.750%), 10/23/23 | 2,252,701 | 0.1 | ||||||||||||||||
101,124 | Press Ganey Holdings, Inc. 2nd Lien Term Loan, 8.742%, (US0001M + 6.500%), 10/21/24 | 102,135 | 0.0 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Health Care: (continued) | |||||||||||||||||||
5,721,332 | Prospect Medical Holdings, Inc. 2018 Term Loan B, 7.625%, (US0001M + 5.500%), 02/22/24 | $ | 5,785,697 | 0.3 | |||||||||||||||
5,146,625 | Select Medical Corporation 2017 Term Loan B, 4.901%, (US0001M + 2.750%), 03/01/21 | 5,188,441 | 0.2 | ||||||||||||||||
10,212,784 | Sotera Health Holdings, LLC 2017 Term Loan, 5.242%, (US0001M + 3.000%), 05/15/22 | 10,242,145 | 0.4 | ||||||||||||||||
6,539,062 | Surgery Center Holdings, Inc. 2017 Term Loan B, 5.648%, (US0003M + 3.250%), 09/02/24 | 6,552,958 | 0.3 | ||||||||||||||||
4,728,000 | Team Health Holdings, Inc. 1st Lien Term Loan, 4.992%, (US0001M + 2.750%), 02/06/24 | 4,603,890 | 0.2 | ||||||||||||||||
1,491,125 | Tecomet Inc. 2017 Repriced Term Loan, 5.620%, (US0001M + 3.500%), 05/01/24 | 1,498,115 | 0.1 | ||||||||||||||||
3,630,377 | U.S. Anesthesia Partners, Inc. 2017 Term Loan, 5.242%, (US0001M + 3.000%), 06/23/24 | 3,655,902 | 0.2 | ||||||||||||||||
8,535,425 | U.S. Renal Care, Inc. 2015 Term Loan B, 6.636%, (US0003M + 4.250%), 12/31/22 | 8,338,043 | 0.4 | ||||||||||||||||
11,855,303 | Valeant Pharmaceuticals International, Inc. 2018 Term Loan B, 5.104%, (US0001M + 3.000%), 06/01/25 | 11,929,399 | 0.5 | ||||||||||||||||
1,369,234 | Vizient, Inc. 1st Lien Term Loan B, 4.992%, (US0001M + 2.750%), 02/13/23 | 1,378,134 | 0.1 | ||||||||||||||||
3,672,250 | Wink Holdco, Inc 1st Lien Term Loan B, 5.242%, (US0001M + 3.000%), 12/02/24 | 3,665,364 | 0.2 | ||||||||||||||||
1,010,000 | Wink Holdco, Inc., Davis Vision Incorporated 2nd Lien Term Loan B, 9.000%, (US0001M + 6.750%), 11/03/25 | 1,010,000 | 0.0 | ||||||||||||||||
233,904,215 | 10.2 | ||||||||||||||||||
Home Furnishings: 0.6% | |||||||||||||||||||
1,087,520 | Global Appliance Inc. Term Loan B, 6.250%, (US0001M + 4.000%), 09/29/24 | 1,057,613 | 0.1 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2018 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Home Furnishings: (continued) | |||||||||||||||||||
9,924,309 | Prime Security Services Borrower, LLC 2016 1st Lien Term Loan, 4.992%, (US0001M + 2.750%), 05/02/22 | $ | 9,983,577 | 0.4 | |||||||||||||||
1,915,415 | Serta Simmons Bedding, LLC 1st Lien Term Loan, 5.610%, (US0001M + 3.500%), 11/08/23 | 1,740,634 | 0.1 | ||||||||||||||||
12,781,824 | 0.6 | ||||||||||||||||||
Industrial Equipment: 1.8% | |||||||||||||||||||
3,343,111 | Accudyne Industries, LLC 2017 Term Loan, 5.261%, (US0001M + 3.000%), 08/18/24 | 3,361,220 | 0.2 | ||||||||||||||||
11,536,315 | Cortes NP Acquisition Corporation 2017 Term Loan B, 6.313%, (US0003M + 4.000%), 11/30/23 | 11,604,818 | 0.5 | ||||||||||||||||
2,507,903 | EWT Holdings III Corp. 2017 Repriced Term Loan, 5.242%, (US0001M + 3.000%), 12/20/24 | 2,527,494 | 0.1 | ||||||||||||||||
1,922,171 | ExGen Renewables IV, LLC Term Loan B, 5.320%, (US0003M + 3.000%), 11/28/24 | 1,941,392 | 0.1 | ||||||||||||||||
8,253,525 | Filtration Group Corporation 2018 1st Lien Term Loan, 5.242%, (US0001M + 3.000%), 03/29/25 | 8,316,285 | 0.4 | ||||||||||||||||
4,433,664 | Gardner Denver, Inc. 2017 USD Term Loan B, 4.992%, (US0001M + 2.750%), 07/30/24 | 4,465,892 | 0.2 | ||||||||||||||||
2,428,524 | Kenan Advantage Group, Inc. 2015 Term Loan, 5.242%, (US0001M + 3.000%), 07/31/22 | 2,433,456 | 0.1 | ||||||||||||||||
738,463 | Kenan Advantage Group, Inc. CAD Term Loan B, 5.242%, (US0001M + 3.000%), 07/31/22 | 739,963 | 0.0 | ||||||||||||||||
3,353,150 | Robertshaw US Holding Corp 2018 1st Lien Term Loan, 5.750%, (US0001M + 3.500%), 02/28/25 | 3,334,288 | 0.1 | ||||||||||||||||
1,117,200 | Safe Fleet Holdings LLC 2018 1st Lien Term Loan, 5.110%, (US0001M + 3.000%), 02/01/25 | 1,108,996 | 0.1 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Industrial Equipment: (continued) | |||||||||||||||||||
475,000 | Safe Fleet Holdings LLC 2018 2nd Lien Term Loan, 8.860%, (US0001M + 6.750%), 02/01/26 | $ | 472,031 | 0.0 | |||||||||||||||
852,863 | Shape Technologies Group, Inc. Term Loan, 5.227%, (US0001M + 3.000%), 04/21/25 | 853,396 | 0.0 | ||||||||||||||||
41,159,231 | 1.8 | ||||||||||||||||||
Insurance: 5.5% | |||||||||||||||||||
16,650,149 | Acrisure, LLC 2017 Term Loan B, 6.592%, (US0003M + 4.250%), 11/22/23 | 16,749,017 | 0.8 | ||||||||||||||||
738,150 | Acrisure, LLC 2018 Term Loan B, 5.992%, (US0003M + 3.750%), 11/22/23 | 740,914 | 0.0 | ||||||||||||||||
1,326,675 | Alera Group Holdings, Inc. 2018 Term Loan B, 6.742%, (US0001M + 4.500%), 07/25/25 | 1,346,575 | 0.1 | ||||||||||||||||
11,727,735 | Alliant Holdings I, Inc. 2018 Term Loan B, 5.148%, (US0001M + 3.000%), 05/09/25 | 11,765,885 | 0.5 | ||||||||||||||||
5,698,500 | AmWINS Group, Inc. 2017 Term Loan B, 4.965%, (US0001M + 2.750%), 01/25/24 | 5,720,889 | 0.3 | ||||||||||||||||
6,464,700 | Applied Systems, Inc. 2017 1st Lien Term Loan, 5.386%, (US0003M + 3.000%), 09/19/24 | 6,510,942 | 0.3 | ||||||||||||||||
1,120,000 | Applied Systems, Inc. 2017 2nd Lien Term Loan, 9.386%, (US0003M + 7.000%), 09/19/25 | 1,147,600 | 0.0 | ||||||||||||||||
10,488,212 | AssuredPartners, Inc. 2017 1st Lien Add-On Term Loan, 5.468%, (US0001M + 3.250%), 10/22/24 | 10,518,806 | 0.5 | ||||||||||||||||
7,623,500 | CCC Information Services, Inc. 2017 1st Lien Term Loan, 5.250%, (US0001M + 3.000%), 04/27/24 | 7,662,807 | 0.4 | ||||||||||||||||
300,000 | CCC Information Services, Inc. 2017 2nd Lien Term Loan, 8.992%, (US0001M + 6.750%), 04/27/25 | 302,906 | 0.0 | ||||||||||||||||
1,825,000 | Cetera Financial Group, Inc. 2018 Term Loan, 6.648%, (US0003M + 4.250%), 08/15/25 | 1,836,406 | 0.1 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2018 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Insurance: (continued) | |||||||||||||||||||
5,047,995 | CH Hold Corp. 1st Lien Term Loan, 5.242%, (US0001M + 3.000%), 02/01/24 | $ | 5,085,855 | 0.2 | |||||||||||||||
14,284,200 | Hub International Limited 2018 Term Loan B, 5.335%, (US0003M + 3.000%), 04/25/25 | 14,324,810 | 0.6 | ||||||||||||||||
9,655,836 | NFP Corp. Term Loan B, 5.216%, (US0001M + 3.000%), 01/08/24 | 9,667,906 | 0.4 | ||||||||||||||||
12,812,890 | Sedgwick, Inc. 1st Lien Term Loan, 4.992%, (US0001M + 2.750%), 03/01/21 | 12,834,249 | 0.6 | ||||||||||||||||
3,545,000 | Sedgwick, Inc. 2nd Lien Term Loan, 8.008%, (US0001M + 5.750%), 02/28/22 | 3,564,941 | 0.1 | ||||||||||||||||
5,346,000 | USI, Inc. 2017 Repriced Term Loan, 5.386%, (US0003M + 3.000%), 05/16/24 | 5,353,640 | 0.2 | ||||||||||||||||
8,160,000 | Vertafore, Inc. 2018 1st Lien Term Loan, 5.492%, (US0001M + 3.250%), 07/02/25 | 8,204,439 | 0.3 | ||||||||||||||||
2,015,000 | Vertafore, Inc. 2018 2nd Lien Term Loan, 9.492%, (US0001M + 7.250%), 07/02/26 | 2,033,260 | 0.1 | ||||||||||||||||
125,371,847 | 5.5 | ||||||||||||||||||
Internet: 0.2% | |||||||||||||||||||
5,137,125 | Shutterfly, Inc., 5.000%, (US0001M + 2.750%), 08/17/24 | 5,162,168 | 0.2 | ||||||||||||||||
Leisure Good/Activities/Movies: 3.7% | |||||||||||||||||||
5,875,275 | 24 Hour Fitness Worldwide, Inc. 2018 Term Loan B, 5.742%, (US0001M + 3.500%), 05/24/25 | 5,924,234 | 0.3 | ||||||||||||||||
3,027,413 | Airxcel, Inc. 2018 1st Lien Term Loan, 6.742%, (US0001M + 4.500%), 04/25/25 | 3,012,275 | 0.1 | ||||||||||||||||
865,000 | Airxcel, Inc. 2018 2nd Lien Term Loan, 10.992%, (US0001M + 8.750%), 04/27/26 | 836,888 | 0.1 | ||||||||||||||||
6,783,725 | ClubCorp Club Operations, Inc. 2017 Incremental Term Loan, 5.136%, (US0003M + 2.750%), 09/18/24 | 6,754,046 | 0.3 | ||||||||||||||||
8,576,900 | Crown Finance US, Inc. 2018 USD Term Loan, 4.742%, (US0001M + 2.500%), 02/28/25 | 8,572,732 | 0.4 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Leisure Good/Activities/Movies: (continued) | |||||||||||||||||||
4,249,375 | Delta 2 (LUX) S.a.r.l. 2018 USD Term Loan, 4.742%, (US0001M + 2.500%), 02/01/24 | $ | 4,219,098 | 0.2 | |||||||||||||||
9,269,395 | Equinox Holdings, Inc. 2017 1st Lien Term Loan, 5.242%, (US0001M + 3.000%), 03/08/24 | 9,318,634 | 0.4 | ||||||||||||||||
1,794,192 | Equinox Holdings, Inc. 2017 2nd Lien Term Loan, 9.242%, (US0001M + 7.000%), 09/06/24 | 1,839,607 | 0.1 | ||||||||||||||||
11,829,503 | Fitness International, LLC 2018 Term Loan B, 5.492%, (US0001M + 3.250%), 04/18/25 | 11,870,172 | 0.5 | ||||||||||||||||
2,999,925 | GVC Holdings PLC 2018 USD Term Loan B2, 4.742%, (US0001M + 2.500%), 03/29/24 | 3,016,175 | 0.1 | ||||||||||||||||
7,135,594 | Kingpin Intermediate Holdings LLC 2018 Term Loan B, 5.750%, (US0001M + 3.500%), 07/03/24 | 7,171,271 | 0.3 | ||||||||||||||||
7,946,873 | LTF Merger Sub, Inc. 2017 Term Loan B, 5.063%, (US0003M + 2.750%), 06/10/22 | 7,986,607 | 0.3 | ||||||||||||||||
1,503,530 | NEP/NCP Holdco, Inc. 2017 2nd Lien Term Loan, 9.148%, (US0001M + 7.000%), 01/23/23 | 1,511,048 | 0.1 | ||||||||||||||||
5,017,254 | NEP/NCP Holdco, Inc. Incremental Term Loan, 5.492%, (US0001M + 3.250%), 07/21/22 | 5,025,617 | 0.2 | ||||||||||||||||
3,224,607 | SRAM, LLC 2018 Term Loan B, 5.018%, (US0002M + 2.750%), 03/15/24 | 3,247,743 | 0.1 | ||||||||||||||||
1,560,000 | Winnebago Industries, Inc. 2017 Term Loan, 5.760%, (US0001M + 3.500%), 11/08/23 | 1,567,800 | 0.1 | ||||||||||||||||
2,837,888 | Zodiac Pool Solutions LLC 2018 Term Loan B, 4.492%, (US0001M + 2.250%), 07/02/25 | 2,854,441 | 0.1 | ||||||||||||||||
84,728,388 | 3.7 | ||||||||||||||||||
Lodging & Casinos: 3.6% | |||||||||||||||||||
878,875 | Belmond Interfin Ltd. Dollar Term Loan, 4.992%, (US0001M + 2.750%), 07/03/24 | 881,072 | 0.0 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2018 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Lodging & Casinos: (continued) | |||||||||||||||||||
13,820,563 | Caesars Resort Collection, LLC 2017 1st Lien Term Loan B, 4.992%, (US0001M + 2.750%), 12/22/24 | $ | 13,910,645 | 0.6 | |||||||||||||||
414,531 | CBAC Borrower, LLC 2017 Term Loan B, 6.242%, (US0001M + 4.000%), 07/05/24 | 416,811 | 0.0 | ||||||||||||||||
4,196,875 | CityCenter Holdings, LLC 2017 Term Loan B, 4.492%, (US0001M + 2.250%), 04/18/24 | 4,206,616 | 0.2 | ||||||||||||||||
8,154,359 | Everi Payments Inc. Term Loan B, 5.242%, (US0001M + 3.000%), 05/09/24 | 8,217,212 | 0.4 | ||||||||||||||||
6,203,125 | Golden Entertainment, Inc. 2017 1st Lien Term Loan, 5.250%, (US0001M + 3.000%), 10/20/24 | 6,241,739 | 0.3 | ||||||||||||||||
1,460,000 | Golden Entertainment, Inc. 2017 2nd Lien Term Loan, 9.250%, (US0001M + 7.000%), 10/20/25 | 1,480,075 | 0.0 | ||||||||||||||||
18,783,435 | Scientific Games International, Inc. 2018 Term Loan B5, 5.034%, (US0002M + 2.750%), 08/14/24 | 18,776,091 | 0.8 | ||||||||||||||||
17,137,050 | Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan, 5.886%, (US0003M + 3.500%), 07/10/25 | 17,305,199 | 0.8 | ||||||||||||||||
11,074,317 | Station Casinos LLC 2016 Term Loan B, 4.750%, (US0001M + 2.500%), 06/08/23 | 11,133,753 | 0.5 | ||||||||||||||||
82,569,213 | 3.6 | ||||||||||||||||||
Nonferrous Metals/Minerals: 0.6% | |||||||||||||||||||
11,446,375 | Covia Holdings Corporation Term Loan, 6.136%, (US0003M + 3.750%), 06/01/25 | 10,776,762 | 0.5 | ||||||||||||||||
3,166,569 | U.S. Silica Company 2018 Term Loan B, 6.250%, (US0001M + 4.000%), 05/01/25 | 3,102,249 | 0.1 | ||||||||||||||||
13,879,011 | 0.6 | ||||||||||||||||||
Oil & Gas: 1.1% | |||||||||||||||||||
2,064,825 | Brazos Delaware II, LLC Term Loan B, 6.165%, (US0001M + 4.000%), 05/21/25 | 2,061,600 | 0.1 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Oil & Gas: (continued) | |||||||||||||||||||
2,670,000 | Encino Acquisition Partners Holdings, LLC 2018 2nd Lien Term Loan, 9.148%, (US0003M + 6.750%), 09/21/25 | $ | 2,670,000 | 0.1 | |||||||||||||||
1,405,024 | FTS International, Inc. New Term Loan B, 7.172%, (US0001M + 4.750%), 04/16/21 | 1,410,585 | 0.1 | ||||||||||||||||
2,532,275 | Glass Mountain Pipeline Holdings, LLC Term Loan B, 6.720%, (US0001M + 4.500%), 12/23/24 | 2,546,519 | 0.1 | ||||||||||||||||
958,306 | HGIM Corp. 2018 Exit Term Loan, 8.508%, (US0006M + 6.000%), 07/03/23 | �� | 967,889 | 0.1 | |||||||||||||||
3,810,850 | McDermott Technology Americas Inc 2018 1st Lien Term Loan, 7.242%, (US0001M + 5.000%), 05/10/25 | 3,864,202 | 0.2 | ||||||||||||||||
6,188,238 | Medallion Midland Acquisition, LLC 1st Lien Term Loan, 5.492%, (US0001M + 3.250%), 10/30/24 | 6,152,463 | 0.3 | ||||||||||||||||
961,502 | MEG Energy Corp. 2017 Term Loan B, 5.750%, (US0001M + 3.500%), 12/31/23 | 962,704 | 0.0 | ||||||||||||||||
845,000 | Moda Midstream, LLC 2018 Term Loan B, 5.648%, (US0003M + 3.250%), 09/26/25 | 851,337 | 0.0 | ||||||||||||||||
3,034,750 | Navitas Midstream Midland Basin, LLC Term Loan B, 6.665%, (US0001M + 4.500%), 12/13/24 | 3,039,809 | 0.1 | ||||||||||||||||
24,527,108 | 1.1 | ||||||||||||||||||
Publishing: 0.4% | |||||||||||||||||||
5,371,517 | Meredith Corporation Term Loan B, 5.242%, (US0001M + 3.000%), 01/31/25 | 5,411,432 | 0.2 | ||||||||||||||||
1,196,106 | Merrill Communications, LLC 2015 Term Loan, 7.592%, (US0003M + 5.250%), 06/01/22 | 1,205,077 | 0.1 | ||||||||||||||||
2,885,920 | Tribune Media Company Term Loan C, 5.242%, (US0001M + 3.000%), 01/27/24 | 2,898,511 | 0.1 | ||||||||||||||||
231,545 | Tribune Media Company Term Loan, 5.242%, (US0001M + 3.000%), 12/27/20 | 232,990 | 0.0 | ||||||||||||||||
9,748,010 | 0.4 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2018 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Radio & Television: 1.4% | |||||||||||||||||||
4,926,791 | A-L Parent LLC 2016 1st Lien Term Loan, 5.500%, (US0001M + 3.250%), 12/01/23 | $ | 4,988,376 | 0.2 | |||||||||||||||
320,900 | A-L Parent LLC 2017 1st Lien Term Loan, 5.648%, (US0003M + 3.250%), 12/01/23 | 323,006 | 0.0 | ||||||||||||||||
5,451,310 | CBS Radio Inc. 2017 Term Loan B, 4.962%, (US0001M + 2.750%), 11/17/24 | 5,410,382 | 0.2 | ||||||||||||||||
5,387,413 | Cumulus Media New Holdings Inc. Exit Term Loan, 6.750%, (US0001M + 4.500%), 05/15/22 | 5,329,299 | 0.2 | ||||||||||||||||
4,019,800 | Lions Gate Capital Holdings LLC 2018 Term Loan B, 4.492%, (US0001M + 2.250%), 03/24/25 | 4,034,874 | 0.2 | ||||||||||||||||
438,097 | Mission Broadcasting, Inc. 2017 Term Loan B2, 4.604%, (US0001M + 2.500%), 01/17/24 | 439,603 | 0.0 | ||||||||||||||||
3,123,740 | Nexstar Broadcasting, Inc. 2017 Term Loan B2, 4.604%, (US0001M + 2.500%), 01/17/24 | 3,140,662 | 0.2 | ||||||||||||||||
9,226,885 | Univision Communications Inc. Term Loan C5, 4.992%, (US0001M + 2.750%), 03/15/24 | 8,986,331 | 0.4 | ||||||||||||||||
32,652,533 | 1.4 | ||||||||||||||||||
Retailers (Except Food & Drug): 4.1% | |||||||||||||||||||
1,266,250 | Abercrombie & Fitch Management Co. 2018 Term Loan B, 5.690%, (US0001M + 3.500%), 08/07/21 | 1,273,373 | 0.1 | ||||||||||||||||
2,472,539 | Academy, Ltd. 2015 Term Loan B, 6.104%, (US0001M + 4.000%), 07/01/22 | 1,929,611 | 0.1 | ||||||||||||||||
5,598,824 | Ascena Retail Group, Inc. 2015 Term Loan B, 6.750%, (US0001M + 4.500%), 08/21/22 | 5,415,697 | 0.2 | ||||||||||||||||
2,970,000 | Bass Pro Group, LLC Term Loan B, 7.242%, (US0001M + 5.000%), 09/25/24 | 3,003,876 | 0.1 | ||||||||||||||||
5,847,968 | Belk, Inc. Term Loan B 1L, 6.883%, (US0001M + 4.750%), 12/12/22 | 5,134,727 | 0.2 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Retailers (Except Food & Drug): (continued) | |||||||||||||||||||
8,643,065 | BJs Wholesale Club, Inc. 2017 1st Lien Term Loan, 5.148%, (US0001M + 3.000%), 02/03/24 | $ | 8,700,870 | 0.4 | |||||||||||||||
3,992,767 | General Nutrition Centers, Inc. 2018 Term Loan B, 11.000%, (US0001M + 8.750%), 03/04/21 | 3,937,866 | 0.2 | ||||||||||||||||
954,187 | General Nutrition Centers, Inc. FILO Term Loan, 9.250%, (US0001M + 7.000%), 12/31/22 | 979,235 | 0.0 | ||||||||||||||||
10,155,228 | Harbor Freight Tools USA, Inc. 2018 Term Loan B, 4.742%, (US0001M + 2.500%), 08/18/23 | 10,175,680 | 0.5 | ||||||||||||||||
7,664,260 | Jo-Ann Stores, Inc. 2016 Term Loan, 7.509%, (US0003M + 5.000%), 10/20/23 | 7,721,742 | 0.3 | ||||||||||||||||
1,000,000 | Jo-Ann Stores, Inc. 2018 2nd Lien Term Loan, 11.432%, (US0001M + 9.250%), 05/21/24 | 990,625 | 0.0 | ||||||||||||||||
9,784,708 | Leslies Poolmart, Inc. 2016 Term Loan, 5.695%, (US0002M + 3.500%), 08/16/23 | 9,787,760 | 0.4 | ||||||||||||||||
9,137,965 | Mens Wearhouse, Inc. (The) 2018 Term Loan, 5.604%, (US0001M + 3.500%), 04/09/25 | 9,183,655 | 0.4 | ||||||||||||||||
2,111,721 | National Vision, Inc. 2017 Repriced Term Loan, 4.742%, (US0001M + 2.500%), 11/20/24 | 2,123,071 | 0.1 | ||||||||||||||||
4,420,592 | Neiman Marcus Group, Inc. (The) 2020 TL B, 5.370%, (US0001M + 3.250%), 10/25/20 | 4,112,070 | 0.2 | ||||||||||||||||
4,232,152 | Party City Holdings Inc. 2018 Term Loan B, 5.139%, (US0001M + 2.750%), 08/19/22 | 4,266,161 | 0.2 | ||||||||||||||||
7,714,743 | Petco Animal Supplies, Inc. 2017 Term Loan B, 5.592%, (US0003M + 3.250%), 01/26/23 | 6,279,801 | 0.3 | ||||||||||||||||
9,391,390 | PetSmart, Inc., 5.120%, (US0001M + 3.000%), 03/11/22 | 8,268,340 | 0.4 | ||||||||||||||||
93,284,160 | 4.1 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2018 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Software: 0.6% | |||||||||||||||||||
12,892,335 | Almonde, Inc.—Term Loan B 1st Lien, 5.886%, (US0001M + 3.500%), 06/13/24 | $ | 12,915,503 | 0.6 | |||||||||||||||
Steel: 0.3% | |||||||||||||||||||
7,628,438 | GrafTech Finance, Inc. 2018 Term Loan B, 5.742%, (US0001M + 3.500%), 02/12/25 | 7,690,419 | 0.3 | ||||||||||||||||
Surface Transport: 0.9% | |||||||||||||||||||
1,093,350 | AI Mistral Holdco Limited 2017 Term Loan B, 5.242%, (US0001M + 3.000%), 03/09/24 | 1,087,200 | 0.0 | ||||||||||||||||
8,318,200 | Navistar International Corporation 2017 1st Lien Term Loan B, 5.640%, (US0001M + 3.500%), 11/06/24 | 8,364,890 | 0.4 | ||||||||||||||||
1,592,464 | OSG Bulk Ships, Inc OBS Term Loan, 6.770%, (US0003M + 4.250%), 08/05/19 | 1,576,539 | 0.1 | ||||||||||||||||
3,128,406 | PODS, LLC 2018 1st Lien Term Loan, 4.883%, (US0001M + 2.750%), 12/06/24 | 3,138,964 | 0.1 | ||||||||||||||||
5,648,854 | Savage Enterprises LLC 2018 1st Lien Term Loan B, 6.600%, (US0001M + 4.500%), 08/01/25 | 5,730,057 | 0.3 | ||||||||||||||||
19,897,650 | 0.9 | ||||||||||||||||||
Telecommunications: 5.4% | |||||||||||||||||||
1,955,225 | Altice Financing SA USD 2017 1st Lien Term Loan, 4.908%, (US0001M + 2.750%), 01/31/26 | 1,911,232 | 0.1 | ||||||||||||||||
2,962,500 | Altice US Finance I Corporation 2017 USD Term Loan B, 4.908%, (US0001M + 2.750%), 07/15/25 | 2,911,397 | 0.1 | ||||||||||||||||
4,100,000 | Asurion LLC 2017 2nd Lien Term Loan, 8.742%, (US0001M + 6.500%), 08/04/25 | 4,223,853 | 0.2 | ||||||||||||||||
10,703,028 | Asurion LLC 2017 Term Loan B4, 5.242%, (US0001M + 3.000%), 08/04/22 | 10,805,038 | 0.5 | ||||||||||||||||
8,411,503 | Asurion LLC 2018 Term Loan B6, 5.242%, (US0001M + 3.000%), 11/03/23 | 8,480,722 | 0.4 | ||||||||||||||||
12,119,625 | Asurion LLC 2018 Term Loan B7, 5.398%, (US0001M + 3.000%), 11/03/24 | 12,213,770 | 0.5 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Telecommunications: (continued) | |||||||||||||||||||
9,220,375 | Avaya, Inc. 2018 Term Loan B, 6.408%, (US0001M + 4.250%), 12/15/24 | $ | 9,308,466 | 0.4 | |||||||||||||||
11,522,975 | CenturyLink, Inc. 2017 Term Loan B, 4.992%, (US0001M + 2.750%), 01/31/25 | 11,460,555 | 0.5 | ||||||||||||||||
3,417,398 | Communications Sales & Leasing, Inc. 2017 Term Loan B, 5.242%, (US0001M + 3.000%), 10/24/22 | 3,273,440 | 0.1 | ||||||||||||||||
3,726,295 | Consolidated Communications, Inc. 2016 Term Loan B, 5.250%, (US0001M + 3.000%), 10/04/23 | 3,675,391 | 0.2 | ||||||||||||||||
7,323,581 | Flexential Intermediate Corporation 2017 1st Lien Term Loan, 5.886%, (US0003M + 3.500%), 08/01/24 | 7,247,291 | 0.3 | ||||||||||||||||
4,144,834 | Global Tel*Link Corporation 1st Lien Term Loan, 6.386%, (US0003M + 4.000%), 05/23/20 | 4,176,439 | 0.2 | ||||||||||||||||
850,000 | Global Tel*Link Corporation 2nd Lien Term Loan, 10.636%, (US0003M + 8.250%), 11/23/20 | 854,515 | 0.0 | ||||||||||||||||
3,975,025 | MTN Infrastructure TopCo Inc 1st Lien Term Loan B, 5.242%, (US0001M + 3.000%), 11/15/24 | 3,988,067 | 0.2 | ||||||||||||||||
6,932,538 | �� | Numericable Group SA USD Term Loan B12, 5.846%, (US0001M + 3.688%), 01/31/26 | 6,863,212 | 0.3 | |||||||||||||||
3,819,110 | Securus Technologies Holdings, Inc. 2017 1st Lien Term Loan, 6.742%, (US0001M + 4.500%), 11/01/24 | 3,837,411 | 0.1 | ||||||||||||||||
1,548,000 | Securus Technologies Holdings, Inc. 2018 Delayed Draw Term Loan, 6.898%, (US0003M + 4.500%), 11/01/24 | 1,555,418 | 0.1 | ||||||||||||||||
3,476,288 | Speedcast International Limited Term Loan B, 4.886%, (US0003M + 2.500%), 05/02/25 | 3,453,111 | 0.2 | ||||||||||||||||
7,564,800 | Sprint Communications, Inc. 1st Lien Term Loan B, 4.750%, (US0001M + 2.500%), 02/02/24 | 7,588,440 | 0.3 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2018 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Telecommunications: (continued) | |||||||||||||||||||
6,800,837 | Syniverse Holdings, Inc. 2018 1st Lien Term Loan, 7.148%, (US0001M + 5.000%), 03/09/23 | $ | 6,828,463 | 0.3 | |||||||||||||||
1,690,000 | Syniverse Holdings, Inc. 2018 2nd Lien Term Loan, 11.148%, (US0001M + 9.000%), 03/11/24 | 1,651,975 | 0.1 | ||||||||||||||||
4,775,000 | Telenet Financing USD LLC USD Term Loan AN, 4.408%, (US0003M + 2.250%), 08/15/26 | 4,759,085 | 0.2 | ||||||||||||||||
3,058,988 | Windstream Corporation Repriced Term Loan B6, 6.160%, (US0001M + 4.000%), 03/29/21 | 2,920,379 | 0.1 | ||||||||||||||||
123,987,670 | 5.4 | ||||||||||||||||||
Utilities: 1.1% | |||||||||||||||||||
8,734,000 | Calpine Construction Finance Company, L.P. 2017 Term Loan B, 4.742%, (US0001M + 2.500%), 01/15/25 | 8,751,154 | 0.4 | ||||||||||||||||
2,353,331 | Helix Gen Funding, LLC Term Loan B, 5.992%, (US0001M + 3.750%), 06/02/24 | 2,212,552 | 0.1 | ||||||||||||||||
3,929,845 | Longview Power LLC Term Loan B, 8.350%, (US0003M + 6.000%), 04/13/21 | 3,435,341 | 0.1 | ||||||||||||||||
1,516,395 | Middle River Power LLC Term Loan B, 9.386%, (US0003M + 7.000%), 10/18/22 | 1,463,321 | 0.1 | ||||||||||||||||
3,568,670 | Nautilus Power, LLC Term Loan B, 6.648%, (US0001M + 4.250%), 05/16/24 | 3,583,165 | 0.2 | ||||||||||||||||
3,235,970 | Southeast PowerGen, LLC Term Loan B, 5.750%, (US0001M + 3.500%), 12/02/21 | 3,142,936 | 0.1 | ||||||||||||||||
3,140,683 | TPF II Power, LLC Term Loan B, 5.992%, (US0001M + 3.750%), 10/02/23 | 3,143,874 | 0.1 | ||||||||||||||||
25,732,343 | 1.1 | ||||||||||||||||||
Total Loans (Cost $2,220,580,885) | 2,218,331,848 | 97.1 |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQUITIES AND OTHER ASSETS: 0.1% | |||||||||||||||||||
69,381 | (2) | Cumulus Media, Inc. Class-A | 1,185,027 | 0.1 | |||||||||||||||
EQUITIES AND OTHER ASSETS: (continued) | |||||||||||||||||||
42,798 | (2) | Everyware Global, Inc. | $ | 58,847 | 0.0 | ||||||||||||||
2,254 | (2) | Harvey Gulf International Marine LLC | 119,462 | 0.0 | |||||||||||||||
10,072 | (2) | Harvey Gulf International Marine LLC — Warrants | 543,888 | 0.0 | |||||||||||||||
57,165 | (2) | Millennium Health, LLC | 3,030 | 0.0 | |||||||||||||||
— | (2),(3) | Millennium Health, LLC- Corporate Claims Trust | — | 0.0 | |||||||||||||||
222 | (2) | Southcross Holdings GP LLC | — | 0.0 | |||||||||||||||
222 | (2) | Southcross Holdings LP- Class A | 49,950 | 0.0 | |||||||||||||||
Total Equities and Other Assets (Cost $2,411,850) | 1,960,204 | 0.1 | |||||||||||||||||
Total Long-Term Investments (Cost $2,222,992,735) | 2,220,292,052 | 97.2 | |||||||||||||||||
SHORT-TERM INVESTMENTS: 6.6% | |||||||||||||||||||
Money Market Fund: 6.6% | |||||||||||||||||||
152,492,151 | (2),(4) | State Street Institutional Liquid Reserves Fund — Premier Class, 2.140% (Cost $152,506,549) | 152,507,400 | 6.6 | |||||||||||||||
Total Short-Term Investments (Cost $152,506,549) | 152,507,400 | 6.6 | |||||||||||||||||
Total Investments (Cost $2,375,499,284) | $2,372,799,452 | 103.8 | |||||||||||||||||
Liabilities in Excess of Other Assets | (87,959,517 | ) | (3.8 | ) | |||||||||||||||
Net Assets | $2,284,839,935 | 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 X for additional details. |
(2) | Non-income producing security. |
(3) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(4) | Rate shown is the 7-day yield as of September 30, 2018. |
PRIME | Federal Reserve Bank Prime Loan Rate |
US0001M | 1-month LIBOR |
US0001W | 1-week LIBOR |
US0002M | 2-month LIBOR |
US0003M | 3-month LIBOR |
US0006M | 6-month LIBOR |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2018 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at September 30, 2018 | ||||||||||||||||||
Asset Table | |||||||||||||||||||||
Investments, at fair value | |||||||||||||||||||||
Loans | $ | — | $ | 2,218,331,848 | $ | — | $ | 2,218,331,848 | |||||||||||||
Equities and Other Assets | 1,185,027 | 775,177 | — | 1,960,204 | |||||||||||||||||
Short-Term Investments | 152,507,400 | — | — | 152,507,400 | |||||||||||||||||
Total Investments, at fair value | $ | 153,692,427 | $ | 2,219,107,025 | $ | — | $ | 2,372,799,452 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Cost for federal income tax purposes was $2,375,576,722. |
Net unrealized depreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 11,435,269 | ||||
Gross Unrealized Depreciation | (14,212,539 | ) | ||||
Net Unrealized Depreciation | $ | (2,777,270 | ) |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
State Street Bank and Trust Company
801 Pennsylvania Avenue
Kansas City, Missouri 64105
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
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 | 163315 (0918-111618) |
Item 2. Code of Ethics.
Not required for semi-annual filing.
Item 3. Audit Committee Financial Expert.
Not required for semi-annual filing.
Item 4. Principal Accountant Fees and Services.
Not required for semi-annual filing.
Item 5. Audit Committee of Listed Registrants.
Not required for semi-annual filing.
Item 6. Schedule of Investments.
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.
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 57.9% | ||||||||||||||
1,511,991 | Fannie Mae 2004-28 PZ, 6.000%, 05/25/2034 | 1,786,897 | 0.2 | |||||||||||
2,468,510 | Fannie Mae 2004-88 ZC, 6.500%, 12/25/2034 | 2,912,092 | 0.3 | |||||||||||
8,969,038 | Fannie Mae 2005-17 B, 6.500%, (US0001M + 6.500%), 03/25/2035 | 10,060,913 | 1.1 | |||||||||||
2,448,739 | Fannie Mae 2005-43 PZ, 6.000%, 05/25/2035 | 2,775,366 | 0.3 | |||||||||||
1,139,478 | Fannie Mae 2007-60 ZB, 4.750%, 05/25/2037 | 1,211,075 | 0.1 | |||||||||||
10,037,896 | (1) | Fannie Mae 2010-150 PS, 4.384%, (-1.000*US0001M + 6.600%), 12/25/2039 | 652,379 | 0.1 | ||||||||||
9,637,641 | (1) | Fannie Mae 2010-95 SB, 4.384%, (-1.000*US0001M + 6.600%), 09/25/2040 | 1,011,483 | 0.1 | ||||||||||
4,602,729 | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | 4,856,310 | 0.5 | |||||||||||
11,753,623 | (1) | Fannie Mae 2012-148 HI, 3.500%, 05/25/2042 | 1,606,518 | 0.2 | ||||||||||
1,749,703 | Fannie Mae REMIC Trust 2003-16 CX, 6.500%, 03/25/2033 | 1,921,328 | 0.2 | |||||||||||
3,368,224 | Fannie Mae REMIC Trust 2003-34 LN, 5.000%, 05/25/2033 | 3,388,951 | 0.4 | |||||||||||
163,183 | Fannie Mae REMIC Trust 2004-61 SH, 15.129%, (-3.998*US0001M + 23.988%), 11/25/2032 | 208,913 | 0.0 | |||||||||||
3,165,627 | Fannie Mae REMIC Trust 2004-W3 A8, 5.500%, 05/25/2034 | 3,449,081 | 0.4 | |||||||||||
1,306,878 | (1) | Fannie Mae REMIC Trust 2005-17 ES, 4.534%, (-1.000*US0001M + 6.750%), 03/25/2035 | 121,792 | 0.0 | ||||||||||
1,056,544 | Fannie Mae REMIC Trust 2005-59 NQ, 11.336%, (-2.500*US0001M + 16.875%), 05/25/2035 | 1,253,570 | 0.1 | |||||||||||
1,009,778 | Fannie Mae REMIC Trust 2005-88 ZC, 5.000%, 10/25/2035 | 1,049,776 | 0.1 | |||||||||||
317,489 | Fannie Mae REMIC Trust 2006-115 ES, 17.697%, (-4.000*US0001M + 26.560%), 12/25/2036 | 413,306 | 0.1 |
2,337,254 | (1) | Fannie Mae REMIC Trust 2006-36 SP, 4.484%, (-1.000*US0001M + 6.700%), 05/25/2036 | 241,933 | 0.0 | ||||||||||
5,116,824 | (1) | Fannie Mae REMIC Trust 2006-79 SH, 4.234%, (-1.000*US0001M + 6.450%), 08/25/2036 | 788,913 | 0.1 | ||||||||||
462,598 | (2) | Fannie Mae REMIC Trust 2009-12 LK, 8.736%, 03/25/2039 | 492,614 | 0.1 | ||||||||||
1,861,549 | Fannie Mae REMIC Trust 2009-66 XA, 5.500%, 12/25/2035 | 2,101,411 | 0.2 | |||||||||||
6,000,000 | Fannie Mae REMIC Trust 2010-155 JC, 4.000%, 12/25/2039 | 6,128,033 | 0.7 | |||||||||||
5,084,839 | Fannie Mae REMIC Trust 2010-2 LC, 5.000%, 02/25/2040 | 5,442,376 | 0.6 | |||||||||||
2,150,752 | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041 | 2,291,571 | 0.3 | |||||||||||
10,833,269 | (1) | Fannie Mae REMIC Trust 2012-128 VS, 4.034%, (-1.000*US0001M + 6.250%), 06/25/2042 | 1,121,879 | 0.1 | ||||||||||
8,622,391 | (1) | Fannie Mae REMIC Trust 2012-142 BI, 3.000%, 11/25/2027 | 722,422 | 0.1 | ||||||||||
4,352,452 | (1) | Fannie Mae REMIC Trust 2012-154 PI, 4.000%, 05/25/2042 | 721,082 | 0.1 | ||||||||||
3,885,423 | (1) | Fannie Mae REMIC Trust 2012-68 SD, 4.484%, (-1.000*US0001M + 6.700%), 06/25/2032 | 530,115 | 0.1 | ||||||||||
3,457,000 | Fannie Mae REMIC Trust 2012-97 PC, 3.500%, 09/25/2042 | 3,224,944 | 0.4 | |||||||||||
1,452,426 | (1) | Fannie Mae REMIC Trust 2013-13 PI, 3.500%, 04/25/2042 | 176,298 | 0.0 | ||||||||||
4,120,235 | (1) | Fannie Mae REMIC Trust 2013-54 ID, 3.000%, 01/25/2033 | 499,898 | 0.1 | ||||||||||
1,105,555 | Fannie Mae REMICS 2004-89 ES, 9.128%, (-1.850*US0001M + 13.227%), 08/25/2034 | 1,157,231 | 0.1 | |||||||||||
6,546 | (3) | Fannie Mae REMICS 2006-44 P, 0.000%, 12/25/2033 | 5,473 | 0.0 | ||||||||||
6,930,209 | Fannie Mae Series 2016-51 S, 3.704%, (-1.000*US0001M + 5.920%), 10/25/2043 | 6,453,153 | 0.7 | |||||||||||
2,780,520 | Freddie Mac 3770 GA, 4.500%, 10/15/2040 | 2,886,447 | 0.3 | |||||||||||
3,774,248 | Freddie Mac REMIC Trust 2005-S001 2A2, 2.215%, (US0001M + 0.150%), 09/25/2045 | 3,741,758 | 0.4 |
|
See Accompanying Notes to Financial Statements
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
637,948 | Freddie Mac REMIC Trust 2653 SC, 5.748%, (-0.500*US0001M + 6.800%), 07/15/2033 | 661,433 | 0.1 | |||||||||||
1,190,562 | Freddie Mac REMIC Trust 2767 ZW, 6.000%, 03/15/2034 | 1,333,655 | 0.2 | |||||||||||
234,059 | Freddie Mac REMIC Trust 3012 ST, 14.190%, (-3.600*US0001M + 21.960%), 04/15/2035 | 292,788 | 0.0 | |||||||||||
472,881 | Freddie Mac REMIC Trust 3065 DC, 13.385%, (-3.000*US0001M + 19.860%), 03/15/2035 | 600,128 | 0.1 | |||||||||||
933,159 | Freddie Mac REMIC Trust 3158 NE, 5.500%, 05/15/2036 | 1,003,139 | 0.1 | |||||||||||
5,863,815 | (1) | Freddie Mac REMIC Trust 3181 TA, 0.500%, (-0.794*US0001M + 5.635%), 07/15/2036 | 129,246 | 0.0 | ||||||||||
545,399 | (1) | Freddie Mac REMIC Trust 3507 IA, 5.500%, 09/15/2035 | 96,521 | 0.0 | ||||||||||
194,552 | (1) | Freddie Mac REMIC Trust 3753 PS, 3.942%, (-1.000*US0001M + 6.100%), 06/15/2040 | 5,767 | 0.0 | ||||||||||
634,403 | Freddie Mac REMIC Trust 3864 NT, 5.500%, (-9.167*US0001M + 60.500%), 03/15/2039 | 646,959 | 0.1 | |||||||||||
3,769,660 | Freddie Mac REMIC Trust 3888 ZG, 4.000%, 07/15/2041 | 3,835,824 | 0.4 | |||||||||||
1,612,203 | (1) | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/2040 | 230,482 | 0.0 | ||||||||||
1,162,426 | Freddie Mac Series 4040 UZ, 5.000%, 05/15/2042 | 1,279,419 | 0.1 | |||||||||||
230,090 | (1) | Freddie Mac-Ginnie Mae Series 21 SA, 5.784%, (-1.000*US0001M + 8.000%), 10/25/2023 | 22,372 | 0.0 | ||||||||||
1,672,451 | Ginnie Mae 2004-65 ZG, 5.500%, 07/20/2034 | 1,789,547 | 0.2 | |||||||||||
4,920,379 | Ginnie Mae 2009-110 ZA, 5.500%, 11/16/2039 | 5,587,273 | 0.6 | |||||||||||
684,246 | Ginnie Mae 2009-32 QZ, 5.500%, 05/16/2039 | 830,757 | 0.1 | |||||||||||
517,939 | Ginnie Mae 2009-32 YZ, 7.000%, 05/16/2039 | 661,990 | 0.1 | |||||||||||
2,981,038 | Ginnie Mae 2009-50 MZ, 6.000%, 07/16/2039 | 3,481,720 | 0.4 | |||||||||||
952,219 | Ginnie Mae 2009-54 HZ, 5.000%, 07/20/2039 | 1,011,704 | 0.1 |
2,940,361 | Ginnie Mae 2009-H01 FA, 3.315%, (US0001M + 1.150%), 11/20/2059 | 2,967,862 | 0.3 | |||||||||||
2,000,000 | Ginnie Mae 2010-116 PB, 5.000%, 06/16/2040 | 2,146,649 | 0.2 | |||||||||||
3,724,625 | Ginnie Mae 2010-125 BZ, 4.500%, 09/16/2040 | 3,968,026 | 0.4 | |||||||||||
6,466,417 | (3) | Ginnie Mae 2011-70 PO, 0.000%, 05/16/2041 | 5,111,191 | 0.6 | ||||||||||
5,053,500 | (1) | Ginnie Mae 2014-107 XS, 3.442%, (-1.000*US0001M + 5.600%), 07/16/2044 | 519,184 | 0.1 | ||||||||||
2,500,602 | (1) | Ginnie Mae 2014-96 SQ, 3.442%, (-1.000*US0001M + 5.600%), 07/16/2044 | 261,832 | 0.0 | ||||||||||
3,781,855 | Ginnie Mae 2015-H13 FG, 2.480%, (US0001M + 0.400%), 04/20/2065 | 3,783,571 | 0.4 | |||||||||||
27,784,240 | (1) | Ginnie Mae 2016-120 IM, 3.500%, 07/20/2046 | 3,981,551 | 0.4 | ||||||||||
3,612,517 | (1) | Ginnie Mae 2016-84 IO, 5.000%, 12/20/2040 | 379,239 | 0.0 | ||||||||||
23,806,091 | Ginnie Mae 2016-H20 FB, 2.630%, (US0001M + 0.550%), 09/20/2066 | 23,939,567 | 2.6 | |||||||||||
1,735,459 | (1) | Ginnie Mae 2018-78 IC, 4.000%, 02/20/2047 | 353,750 | 0.0 | ||||||||||
1,355,366 | (1) | Ginnie Mae Series 2002-76 SG, 5.442%, (-1.000*US0001M + 7.600%), 10/16/2029 | 184,482 | 0.0 | ||||||||||
4,691,950 | Ginnie Mae Series 2003-86 ZC, 4.500%, 10/20/2033 | 4,883,177 | 0.5 | |||||||||||
172,706 | Ginnie Mae Series 2004-16 AE, 5.500%, 02/20/2034 | 187,326 | 0.0 | |||||||||||
1,578,414 | Ginnie Mae Series 2004-17 MZ, 5.500%, 03/16/2034 | 1,675,897 | 0.2 | |||||||||||
1,033,463 | Ginnie Mae Series 2004-28 CZ, 5.500%, 04/20/2034 | 1,115,780 | 0.1 | |||||||||||
4,217,853 | Ginnie Mae Series 2004-81 Z, 5.000%, 10/20/2034 | 4,462,153 | 0.5 | |||||||||||
99,003 | Ginnie Mae Series 2004-87 SB, 5.183%, (-1.154*US0001M + 7.673%), 03/17/2033 | 100,089 | 0.0 | |||||||||||
1,618,265 | (1) | Ginnie Mae Series 2004-98 SA, 4.535%, (-1.000*US0001M + 6.700%), 11/20/2034 | 263,063 | 0.0 | ||||||||||
1,469,375 | Ginnie Mae Series 2005-21 Z, 5.000%, 03/20/2035 | 1,551,425 | 0.2 | |||||||||||
439,732 | (1) | Ginnie Mae Series 2005-25 SI, 6.000%, (-6.000*US0001M + 43.200%), 01/20/2034 | 78,770 | 0.0 |
See Accompanying Notes to Financial Statements
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
1,206,703 | (1) | Ginnie Mae Series 2005-7 AH, 4.612%, (-1.000*US0001M + 6.770%), 02/16/2035 | 160,818 | 0.0 | ||||||||||
1,261,909 | (1) | Ginnie Mae Series 2005-73 IM, 5.500%, 09/20/2035 | 274,070 | 0.0 | ||||||||||
740,229 | Ginnie Mae Series 2005-80 Z, 5.000%, 10/20/2035 | 790,121 | 0.1 | |||||||||||
463,291 | Ginnie Mae Series 2005-91 UP, 9.983%, (-2.000*US0001M + 14.300%), 09/16/2031 | 513,963 | 0.1 | |||||||||||
7,499,206 | Ginnie Mae Series 2006-10 ZT, 6.000%, 03/20/2036 | 8,583,832 | 1.0 | |||||||||||
1,778,832 | Ginnie Mae Series 2006-17 TW, 6.000%, 04/20/2036 | 1,982,181 | 0.2 | |||||||||||
11,916,559 | (1) | Ginnie Mae Series 2006-26 TB, 0.250%, (-1.000*US0001M + 6.500%), 06/20/2036 | 117,889 | 0.0 | ||||||||||
3,391,019 | Ginnie Mae Series 2006-7 ZA, 5.500%, 02/20/2036 | 3,649,204 | 0.4 | |||||||||||
2,512,623 | (1) | Ginnie Mae Series 2007-17 CI, 7.500%, 04/16/2037 | 692,757 | 0.1 | ||||||||||
92,360 | Ginnie Mae Series 2007-37 S, 17.386%, (-3.667*US0001M + 25.300%), 04/16/2037 | 102,506 | 0.0 | |||||||||||
156,583 | Ginnie Mae Series 2007-45 PE, 5.500%, 07/16/2037 | 165,040 | 0.0 | |||||||||||
90,730 | Ginnie Mae Series 2007-5 MT, 2.385%, (US0001M + 0.220%), 02/20/2034 | 90,634 | 0.0 | |||||||||||
2,799,764 | (1) | Ginnie Mae Series 2007-53 SC, 4.335%, (-1.000*US0001M + 6.500%), 09/20/2037 | 416,679 | 0.1 | ||||||||||
84,841 | Ginnie Mae Series 2007-53 SW, 13.709%, (-3.000*US0001M + 20.205%), 09/20/2037 | 102,646 | 0.0 | |||||||||||
1,538,697 | Ginnie Mae Series 2007-60 YZ, 5.500%, 10/20/2037 | 1,630,549 | 0.2 | |||||||||||
2,853,288 | Ginnie Mae Series 2007-63 Z, 6.000%, 10/20/2037 | 3,117,550 | 0.4 | |||||||||||
2,680,771 | Ginnie Mae Series 2008-20 PZ, 6.000%, 03/20/2038 | 3,036,825 | 0.3 | |||||||||||
816,943 | (1) | Ginnie Mae Series 2008-3 SA, 4.385%, (-1.000*US0001M + 6.550%), 01/20/2038 | 119,413 | 0.0 | ||||||||||
1,671,114 | (1) | Ginnie Mae Series 2008-40 PS, 4.342%, (-1.000*US0001M + 6.500%), 05/16/2038 | 227,635 | 0.0 |
3,641,125 | (1) | Ginnie Mae Series 2008-82 SA, 3.835%, (-1.000*US0001M + 6.000%), 09/20/2038 | 446,311 | 0.1 | ||||||||||
8,100,732 | (1) | Ginnie Mae Series 2009-110 SA, 4.192%, (-1.000*US0001M + 6.350%), 04/16/2039 | 738,138 | 0.1 | ||||||||||
743,497 | Ginnie Mae Series 2009-110 ZC, 4.500%, 11/16/2039 | 771,016 | 0.1 | |||||||||||
2,097,415 | Ginnie Mae Series 2009-121 ZQ, 5.500%, 09/20/2039 | 2,223,982 | 0.3 | |||||||||||
1,029,000 | Ginnie Mae Series 2009-31 BP, 5.000%, 05/20/2039 | 1,138,780 | 0.1 | |||||||||||
3,929,829 | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/2039 | 4,122,539 | 0.5 | |||||||||||
3,553,460 | Ginnie Mae Series 2009-34 Z, 4.500%, 05/16/2039 | 3,689,962 | 0.4 | |||||||||||
2,825,350 | Ginnie Mae Series 2009-53 ZB, 6.000%, 07/16/2039 | 3,079,451 | 0.3 | |||||||||||
380,932 | (1) | Ginnie Mae Series 2009-55 BI, 1.000%, (-25.000*US0001M + 162.500%), 06/16/2037 | 15,146 | 0.0 | ||||||||||
1,715,175 | Ginnie Mae Series 2009-61 EZ, 7.500%, 08/20/2039 | 2,173,124 | 0.2 | |||||||||||
5,106,157 | Ginnie Mae Series 2009-61 PZ, 7.500%, 08/20/2039 | 6,927,444 | 0.8 | |||||||||||
3,021,020 | Ginnie Mae Series 2009-61 ZQ, 6.000%, 08/16/2039 | 3,732,066 | 0.4 | |||||||||||
2,665,821 | (1) | Ginnie Mae Series 2009-66 QS, 3.935%, (-1.000*US0001M + 6.100%), 07/20/2039 | 261,788 | 0.0 | ||||||||||
3,000,233 | Ginnie Mae Series 2009-67 NZ, 6.000%, 08/16/2039 | 3,190,923 | 0.4 | |||||||||||
1,299,240 | (1) | Ginnie Mae Series 2009-77 SA, 3.992%, (-1.000*US0001M + 6.150%), 09/16/2039 | 161,065 | 0.0 | ||||||||||
3,277,288 | Ginnie Mae Series 2009-77 ZB, 5.500%, 09/16/2039 | 3,600,861 | 0.4 | |||||||||||
916,740 | Ginnie Mae Series 2009-87 WZ, 6.000%, 10/20/2039 | 1,129,683 | 0.1 | |||||||||||
567,274 | Ginnie Mae Series 2009-92 DZ, 4.500%, 10/16/2039 | 584,181 | 0.1 | |||||||||||
1,326,293 | Ginnie Mae Series 2009-98 MZ, 5.000%, 10/16/2039 | 1,501,970 | 0.2 | |||||||||||
3,393,474 | (1) | Ginnie Mae Series 2010-106 IP, 5.000%, 03/20/2040 | 460,836 | 0.1 | ||||||||||
10,371,000 | Ginnie Mae Series 2010-113 BE, 4.500%, 09/20/2040 | 10,889,098 | 1.2 |
See Accompanying Notes to Financial Statements
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
2,613,605 | (1) | Ginnie Mae Series 2010-116 NS, 4.492%, (-1.000*US0001M + 6.650%), 09/16/2040 | 320,899 | 0.0 | ||||||||||
290,548 | (1) | Ginnie Mae Series 2010-130 KI, 5.500%, 09/16/2040 | 37,773 | 0.0 | ||||||||||
1,500,000 | Ginnie Mae Series 2010-14 B, 4.500%, 02/16/2040 | 1,575,106 | 0.2 | |||||||||||
1,924,296 | (1) | Ginnie Mae Series 2010-158 SA, 3.885%, (-1.000*US0001M + 6.050%), 12/20/2040 | 266,220 | 0.0 | ||||||||||
622,143 | (1) | Ginnie Mae Series 2010-165 IP, 4.000%, 04/20/2038 | 21,725 | 0.0 | ||||||||||
26,727,651 | (1) | Ginnie Mae Series 2010-166 GS, 3.835%, (-1.000*US0001M + 6.000%), 12/20/2040 | 2,872,950 | 0.3 | ||||||||||
2,720,788 | (1) | Ginnie Mae Series 2010-166 NI, 4.500%, 04/20/2039 | 320,902 | 0.0 | ||||||||||
3,125,000 | Ginnie Mae Series 2010-169 AW, 4.500%, 12/20/2040 | 3,246,485 | 0.4 | |||||||||||
5,228,256 | Ginnie Mae Series 2010-169 JZ, 4.000%, 12/20/2040 | 5,222,135 | 0.6 | |||||||||||
806,428 | (1) | Ginnie Mae Series 2010-19 LI, 5.000%, 07/16/2039 | 92,902 | 0.0 | ||||||||||
2,100,000 | Ginnie Mae Series 2010-31 BP, 5.000%, 03/20/2040 | 2,277,460 | 0.3 | |||||||||||
2,123,551 | (1) | Ginnie Mae Series 2010-4 WI, 6.000%, 01/16/2040 | 514,388 | 0.1 | ||||||||||
5,137,373 | Ginnie Mae Series 2010-42 VZ, 5.500%, 10/20/2039 | 5,739,548 | 0.6 | |||||||||||
2,271,189 | Ginnie Mae Series 2010-59 ZA, 4.500%, 05/20/2040 | 2,370,967 | 0.3 | |||||||||||
477,220 | (1) | Ginnie Mae Series 2010-85 NI, 5.000%, 01/20/2038 | 13,457 | 0.0 | ||||||||||
1,067,455 | (1) | Ginnie Mae Series 2010-9 SB, 4.335%, (-1.000*US0001M + 6.500%), 09/20/2038 | 42,718 | 0.0 | ||||||||||
6,451,447 | Ginnie Mae Series 2010-H01 FA, 2.893%, (US0001M + 0.820%), 01/20/2060 | 6,505,612 | 0.7 | |||||||||||
8,029,636 | Ginnie Mae Series 2010-H10 FB, 3.073%, (US0001M + 1.000%), 05/20/2060 | 8,162,603 | 0.9 | |||||||||||
8,535,261 | Ginnie Mae Series 2010-H10 FC, 3.073%, (US0001M + 1.000%), 05/20/2060 | 8,651,560 | 1.0 | |||||||||||
563,526 | (1) | Ginnie Mae Series 2011-123 QI, 5.000%, 05/20/2041 | 85,550 | 0.0 |
197,322 | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | 213,474 | 0.0 | |||||||||||
547,272 | (2) | Ginnie Mae Series 2011-169 BG, 5.411%, 04/16/2039 | 572,298 | 0.1 | ||||||||||
6,764,413 | Ginnie Mae Series 2011-25 Z, 4.000%, 02/20/2041 | 6,810,596 | 0.8 | |||||||||||
1,863,394 | Ginnie Mae Series 2011-59 QC, 4.000%, 12/20/2040 | 1,930,746 | 0.2 | |||||||||||
8,379,784 | (1) | Ginnie Mae Series 2011-73 LS, 4.525%, (-1.000*US0001M + 6.690%), 08/20/2039 | 674,227 | 0.1 | ||||||||||
1,355,945 | Ginnie Mae Series 2011-H07 FA, 2.580%, (US0001M + 0.500%), 02/20/2061 | 1,358,810 | 0.2 | |||||||||||
3,038,615 | (1) | Ginnie Mae Series 2012-102 TI, 4.000%, 08/20/2039 | 346,162 | 0.0 | ||||||||||
3,359,452 | (1) | Ginnie Mae Series 2012-103 IC, 3.500%, 08/16/2040 | 343,569 | 0.0 | ||||||||||
911,879 | (1) | Ginnie Mae Series 2012-124 MI, 4.000%, 03/20/2042 | 116,080 | 0.0 | ||||||||||
10,668,314 | (1) | Ginnie Mae Series 2012-146 AI, 3.000%, 10/20/2037 | 1,041,446 | 0.1 | ||||||||||
731,726 | (1) | Ginnie Mae Series 2012-34 MS, 4.542%, (-1.000*US0001M + 6.700%), 04/16/2041 | 94,801 | 0.0 | ||||||||||
238,914 | Ginnie Mae Series 2012-43 MA, 4.000%, 10/20/2041 | 239,115 | 0.0 | |||||||||||
5,994,395 | (1) | Ginnie Mae Series 2012-48 SA, 4.492%, (-1.000*US0001M + 6.650%), 04/16/2042 | 1,027,998 | 0.1 | ||||||||||
8,620,714 | (1) | Ginnie Mae Series 2012-60 SG, 3.942%, (-1.000*US0001M + 6.100%), 05/16/2042 | 1,232,366 | 0.1 | ||||||||||
2,227,132 | (1) | Ginnie Mae Series 2012-98 EI, 4.000%, 04/20/2041 | 320,623 | 0.0 | ||||||||||
2,192,667 | Ginnie Mae Series 2012-H11 VA, 2.730%, (US0001M + 0.650%), 05/20/2062 | 2,214,139 | 0.3 | |||||||||||
28,646,765 | Ginnie Mae Series 2012-H12 FB, 3.130%, (US0001M + 1.050%), 02/20/2062 | 29,075,793 | 3.2 | |||||||||||
2,206,529 | Ginnie Mae Series 2012-H20 BA, 2.640%, (US0001M + 0.560%), 09/20/2062 | 2,214,737 | 0.3 | |||||||||||
3,000,000 | Ginnie Mae Series 2013-147 BE, 4.000%, 12/20/2039 | 3,043,985 | 0.3 | |||||||||||
1,309,240 | Ginnie Mae Series 2013-167 Z, 3.000%, 10/16/2043 | 1,182,475 | 0.1 |
See Accompanying Notes to Financial Statements
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
1,900,000 | (1) | Ginnie Mae Series 2013-186 UI, 2.500%, 11/20/2043 | 569,242 | 0.1 | ||||||||||
1,691,943 | (1) | Ginnie Mae Series 2013-186 VI, 4.000%, 12/20/2042 | 285,950 | 0.0 | ||||||||||
8,654,365 | (1) | Ginnie Mae Series 2013-20 LI, 4.500%, 12/16/2042 | 1,311,204 | 0.2 | ||||||||||
4,546,232 | (1) | Ginnie Mae Series 2013-41 PI, 3.500%, 04/20/2040 | 347,324 | 0.0 | ||||||||||
2,500,972 | Ginnie Mae Series 2013-H08 BF, 2.480%, (US0001M + 0.400%), 03/20/2063 | 2,498,735 | 0.3 | |||||||||||
4,835,849 | Ginnie Mae Series 2013-H10 FT, 2.870%, (H15T1Y + 0.450%), 04/20/2063 | 4,843,743 | 0.5 | |||||||||||
3,840,209 | Ginnie Mae Series 2013-H14 FC, 2.550%, (US0001M + 0.470%), 06/20/2063 | 3,848,144 | 0.4 | |||||||||||
1,309,033 | Ginnie Mae Series 2013-H18 BA, 2.680%, (US0001M + 0.600%), 07/20/2063 | 1,315,622 | 0.2 | |||||||||||
3,966,747 | Ginnie Mae Series 2013-H19 DF, 2.730%, (US0001M + 0.650%), 05/20/2063 | 3,987,312 | 0.4 | |||||||||||
3,378,075 | Ginnie Mae Series 2013-H20 FB, 3.080%, (US0001M + 1.000%), 08/20/2063 | 3,422,790 | 0.4 | |||||||||||
4,211,887 | Ginnie Mae Series 2013-H23 FA, 3.380%, (US0001M + 1.300%), 09/20/2063 | 4,300,125 | 0.5 | |||||||||||
2,793,200 | Ginnie Mae Series 2014-115 EM, 4.000%, 08/20/2044 | 2,807,145 | 0.3 | |||||||||||
5,697,209 | Ginnie Mae Series 2014-118 ZP, 4.000%, 08/20/2044 | 5,774,365 | 0.6 | |||||||||||
4,215,334 | (1) | Ginnie Mae Series 2014-30 ES, 2.835%, (-1.000*US0001M + 5.000%), 03/20/2040 | 392,471 | 0.0 | ||||||||||
11,422,203 | (2) | Ginnie Mae Series 2015-10 Q, 2.285%, 10/20/2044 | 9,886,352 | 1.1 | ||||||||||
12,125,000 | Ginnie Mae Series 2015-143 B, 3.500%, 04/20/2045 | 11,856,245 | 1.3 | |||||||||||
3,777,282 | (1) | Ginnie Mae Series 2015-157 PI, 4.000%, 03/20/2044 | 605,760 | 0.1 | ||||||||||
10,175,519 | Ginnie Mae Series 2015-27 PB, 3.000%, 08/20/2044 | 9,786,916 | 1.1 | |||||||||||
41,544,715 | Ginnie Mae Series 2015-H31 FT, 2.730%, (US0001M + 0.650%), 11/20/2065 | 41,676,877 | 4.6 |
16,792,604 | (1) | Ginnie Mae Series 2016-145 IU, 3.500%, 10/20/2046 | 3,085,567 | 0.3 | ||||||||||
7,792,027 | (2) | Ginnie Mae Series 2016-5 AB, 4.677%, 01/20/2046 | 8,086,332 | 0.9 | ||||||||||
11,312,406 | Ginnie Mae Series 2016-H08 FT, 2.800%, (US0001M + 0.720%), 02/20/2066 | 11,363,545 | 1.3 | |||||||||||
315,318 | Ginnie Mae Series 2017-182 ZL, 3.000%, 12/20/2047 | 309,526 | 0.0 | |||||||||||
49,022,514 | Ginnie Mae Series 2017-H23 FC, 2.530%, (US0001M + 0.450%), 11/20/2067 | 49,115,319 | 5.4 | |||||||||||
1,597,728 | Vendee Mortgage Trust 2011-2 DZ, 3.750%, 10/15/2041 | 1,566,651 | 0.2 | |||||||||||
Total Collateralized Mortgage Obligations | ||||||||||||||
(Cost $536,235,845) | 524,872,947 | 57.9 | ||||||||||||
ASSET-BACKED SECURITIES: 0.1% | ||||||||||||||
Other Asset-Backed Securities: 0.1% | ||||||||||||||
672,224 | (2) | Fannie Mae Grantor Trust 2003-T4 2A6, 4.683%, 07/26/2033 | 686,925 | 0.1 | ||||||||||
132,452 | (2) | Fannie Mae REMIC Trust 2001-W4 AF6, 5.610%, 01/25/2032 | 135,876 | 0.0 | ||||||||||
93,595 | (2) | Fannie Mae REMIC Trust 2002-W12 AF6, 5.066%, 02/25/2033 | 93,213 | 0.0 | ||||||||||
138,783 | (2) | Fannie Mae REMIC Trust 2002-W2 AF6, 6.500%, 05/25/2032 | 140,153 | 0.0 | ||||||||||
Total Asset-Backed Securities | ||||||||||||||
(Cost $1,091,233) | 1,056,167 | 0.1 | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 0.5% | ||||||||||||||
592,609 | (2) | Ginnie Mae 2004-23 Z, 5.546%, 03/16/2044 | 605,860 | 0.1 | ||||||||||
7,079,969 | (1),(2) | Ginnie Mae 2006-67 IO, 0.576%, 11/16/2046 | 27,019 | 0.0 | ||||||||||
706,300 | (2) | Ginnie Mae 2007-52 Z, 4.350%, 01/16/2048 | 711,027 | 0.1 | ||||||||||
1,265,337 | Ginnie Mae 2008-39 Z, 4.500%, 02/16/2048 | 1,289,976 | 0.1 | |||||||||||
242,139 | (1),(2) | Ginnie Mae 2008-45 IO, 0.850%, 02/16/2048 | 480 | 0.0 | ||||||||||
647,504 | (2) | Ginnie Mae 2009-115 D, 4.661%, 01/16/2050 | 648,457 | 0.1 | ||||||||||
3,541,010 | (1),(2) | Ginnie Mae 2010-122 IO, 0.281%, 02/16/2044 | 57,485 | 0.0 | ||||||||||
79,070 | (1),(2) | Ginnie Mae 2010-123 IA, 2.083%, 10/16/2052 | 2,231 | 0.0 | ||||||||||
29,677,933 | (1),(2) | Ginnie Mae 2011-47 IO, 0.024%, 01/16/2051 | 241,676 | 0.0 |
See Accompanying Notes to Financial Statements
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
582,495 | (2) | Ginnie Mae 2011-53 B, 4.397%, 05/16/2051 | 590,723 | 0.1 | ||||||||||
Total Commercial Mortgage-Backed Securities | ||||||||||||||
(Cost $4,383,990) | 4,174,934 | 0.5 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 72.6% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 5.6%(4) | ||||||||||||||
5,807,987 | 3.500%, 12/01/2047 | 5,720,778 | 0.7 | |||||||||||
7,915,608 | 3.500%, 03/01/2048 | 7,816,552 | 0.9 | |||||||||||
26,000,000 | (5) | 3.500%, 10/01/2048 | 25,584,609 | 2.8 | ||||||||||
7,044,000 | (5) | 4.000%, 07/15/2040 | 7,113,006 | 0.8 | ||||||||||
152,957 | 5.290%, 10/01/2037 | 162,010 | 0.0 | |||||||||||
28,102 | 5.410%, 07/01/2037 | 29,870 | 0.0 | |||||||||||
19,710 | 5.410%, 08/01/2037 | 20,940 | 0.0 | |||||||||||
27,328 | 5.410%, 08/01/2037 | 29,052 | 0.0 | |||||||||||
66,560 | 5.440%, 01/01/2037 | 70,800 | 0.0 | |||||||||||
23,779 | 5.440%, 02/01/2037 | 25,293 | 0.0 | |||||||||||
54,005 | 5.440%, 04/01/2037 | 57,455 | 0.0 | |||||||||||
33,056 | 5.440%, 09/01/2037 | 35,156 | 0.0 | |||||||||||
31,717 | 5.440%, 02/01/2038 | 33,747 | 0.0 | |||||||||||
6,703 | 5.440%, 06/01/2038 | 7,126 | 0.0 | |||||||||||
145,613 | 5.450%, 12/01/2037 | 153,439 | 0.0 | |||||||||||
112,125 | 5.450%, 12/01/2037 | 118,649 | 0.0 | |||||||||||
162,839 | 5.460%, 05/01/2037 | 174,268 | 0.0 | |||||||||||
73,465 | 5.460%, 08/01/2037 | 78,172 | 0.0 | |||||||||||
41,095 | 5.460%, 01/01/2038 | 43,474 | 0.0 | |||||||||||
88,279 | 5.480%, 08/01/2037 | 94,012 | 0.0 | |||||||||||
80,339 | 5.480%, 10/01/2037 | 84,883 | 0.0 | |||||||||||
164,962 | 5.500%, 08/01/2037 | 177,579 | 0.0 | |||||||||||
99,102 | 5.500%, 11/01/2037 | 105,586 | 0.0 | |||||||||||
30,138 | 5.500%, 04/01/2038 | 32,114 | 0.0 | |||||||||||
40,779 | 5.520%, 09/01/2037 | 43,475 | 0.0 | |||||||||||
19,028 | 5.520%, 10/01/2037 | 20,292 | 0.0 | |||||||||||
68,331 | 5.620%, 12/01/2036 | 73,141 | 0.0 | |||||||||||
105,043 | 5.620%, 03/01/2037 | 112,412 | 0.0 | |||||||||||
72,429 | 5.620%, 08/01/2037 | 77,512 | 0.0 | |||||||||||
53,434 | 5.620%, 12/01/2037 | 57,187 | 0.0 | |||||||||||
301,281 | 5.625%, 12/01/2036 | 322,962 | 0.1 | |||||||||||
38,885 | 5.625%, 01/01/2037 | 41,603 | 0.0 | |||||||||||
284,507 | 5.625%, 01/01/2037 | 304,610 | 0.1 | |||||||||||
28,765 | 5.625%, 02/01/2037 | 30,787 | 0.0 | |||||||||||
68,676 | 5.625%, 03/01/2037 | 73,515 | 0.0 | |||||||||||
184,995 | 5.625%, 03/01/2037 | 197,983 | 0.0 | |||||||||||
99,628 | 5.625%, 06/01/2037 | 106,587 | 0.0 | |||||||||||
89,566 | 5.625%, 07/01/2037 | 95,892 | 0.0 | |||||||||||
117,699 | 5.625%, 02/01/2038 | 126,065 | 0.0 | |||||||||||
781,361 | 5.750%, 09/01/2037 | 852,941 | 0.1 | |||||||||||
262,938 | 5.750%, 10/01/2037 | 283,019 | 0.1 | |||||||||||
216,296 | 5.750%, 11/01/2037 | 232,768 | 0.0 | |||||||||||
58,268 | 5.750%, 12/01/2037 | 62,688 | 0.0 | |||||||||||
103,758 | 6.090%, 12/01/2037 | 113,115 | 0.0 | |||||||||||
9,582 | 7.500%, 01/01/2030 | 10,883 | 0.0 | |||||||||||
9,455 | 8.000%, 01/01/2030 | 9,478 | 0.0 | |||||||||||
4,245 | 9.500%, 07/01/2020 | 4,246 | 0.0 | |||||||||||
51,021,731 | 5.6 | |||||||||||||
Federal National Mortgage Association: 3.4%(4) | ||||||||||||||
13,728,941 | 4.000%, 05/01/2042 | 13,981,272 | 1.6 | |||||||||||
1,831,068 | 4.000%, 05/01/2045 | 1,854,129 | 0.2 | |||||||||||
671,528 | 4.250%, 08/01/2035 | 687,220 | 0.1 | |||||||||||
527,918 | 4.750%, 11/01/2034 | 550,599 | 0.1 | |||||||||||
380,550 | 4.750%, 11/01/2034 | 396,847 | 0.1 | |||||||||||
392,524 | 4.750%, 02/01/2035 | 408,891 | 0.1 | |||||||||||
737,057 | 4.750%, 04/01/2035 | 773,549 | 0.1 | |||||||||||
775,995 | 4.750%, 05/01/2035 | 814,310 | 0.1 |
924,358 | 4.750%, 07/01/2035 | 970,290 | 0.1 | |||||||||||
143,658 | 4.750%, 07/01/2035 | 149,491 | 0.0 | |||||||||||
151,552 | 5.000%, 02/01/2033 | 159,189 | 0.0 | |||||||||||
145,853 | 5.000%, 07/01/2033 | 153,202 | 0.0 | |||||||||||
92,282 | 5.000%, 03/01/2036 | 96,932 | 0.0 | |||||||||||
401,139 | 5.000%, 05/01/2036 | 423,414 | 0.1 | |||||||||||
162,686 | 5.030%, 05/01/2037 | 170,980 | 0.0 | |||||||||||
298,249 | 5.030%, 09/01/2037 | 313,327 | 0.1 | |||||||||||
52,108 | 5.155%, 11/01/2036 | 55,014 | 0.0 | |||||||||||
272,624 | 5.155%, 01/01/2037 | 287,775 | 0.0 | |||||||||||
165,272 | 5.250%, 04/01/2032 | 175,062 | 0.0 | |||||||||||
83,979 | 5.250%, 04/01/2032 | 88,944 | 0.0 | |||||||||||
201,849 | 5.280%, 11/01/2036 | 213,961 | 0.0 | |||||||||||
29,455 | 5.280%, 11/01/2036 | 31,207 | 0.0 | |||||||||||
49,691 | 5.280%, 01/01/2037 | 52,634 | 0.0 | |||||||||||
76,329 | 5.290%, 06/01/2037 | 80,925 | 0.0 | |||||||||||
215,145 | 5.290%, 08/01/2037 | 228,208 | 0.0 | |||||||||||
81,671 | 5.290%, 09/01/2037 | 86,622 | 0.0 | |||||||||||
399,526 | 5.290%, 09/01/2037 | 416,522 | 0.1 | |||||||||||
359,896 | 5.290%, 09/01/2037 | 370,710 | 0.1 | |||||||||||
352,416 | 5.290%, 09/01/2037 | 373,684 | 0.1 | |||||||||||
320,784 | 5.290%, 11/01/2037 | 333,203 | 0.1 | |||||||||||
88,814 | 5.290%, 12/01/2037 | 95,483 | 0.0 | |||||||||||
284,893 | 5.290%, 04/01/2038 | 305,572 | 0.0 | |||||||||||
57,256 | 5.300%, 09/01/2036 | 60,674 | 0.0 | |||||||||||
25,519 | 5.300%, 10/01/2036 | 27,066 | 0.0 | |||||||||||
35,793 | 5.300%, 10/01/2036 | 37,935 | 0.0 | |||||||||||
152,362 | 5.300%, 12/01/2036 | 161,559 | 0.0 | |||||||||||
133,534 | 5.300%, 12/01/2036 | 141,530 | 0.0 | |||||||||||
72,765 | 5.300%, 02/01/2037 | 77,128 | 0.0 | |||||||||||
140,574 | 5.300%, 05/01/2037 | 149,107 | 0.0 | |||||||||||
417,800 | 5.300%, 08/01/2037 | 443,195 | 0.1 | |||||||||||
63,561 | 5.350%, 04/01/2029 | 67,558 | 0.0 | |||||||||||
45,636 | 5.350%, 09/01/2029 | 48,587 | 0.0 | |||||||||||
297,113 | 5.390%, 12/01/2037 | 316,031 | 0.1 | |||||||||||
74,540 | 5.390%, 05/01/2038 | 80,686 | 0.0 | |||||||||||
282,071 | 5.405%, 11/01/2036 | 300,246 | 0.0 | |||||||||||
254,985 | 5.405%, 02/01/2037 | 271,282 | 0.0 | |||||||||||
166,752 | 5.440%, 08/01/2047 | 175,329 | 0.0 | |||||||||||
289,886 | 5.440%, 08/01/2047 | 304,764 | 0.0 | |||||||||||
300,772 | 5.440%, 08/01/2047 | 310,896 | 0.0 | |||||||||||
171,622 | 5.440%, 08/01/2047 | 177,170 | 0.0 | |||||||||||
183,176 | 5.440%, 09/01/2047 | 189,136 | 0.0 | |||||||||||
494,751 | 5.440%, 10/01/2047 | 521,229 | 0.1 | |||||||||||
97,830 | 5.440%, 05/01/2048 | 102,714 | 0.0 | |||||||||||
114,362 | 5.620%, 12/01/2036 | 118,664 | 0.0 | |||||||||||
108,091 | 5.740%, 07/01/2037 | 116,112 | 0.0 | |||||||||||
139,506 | 5.740%, 08/01/2037 | 149,876 | 0.0 | |||||||||||
91,170 | 5.740%, 08/01/2037 | 97,946 | 0.0 | |||||||||||
197,014 | 5.740%, 08/01/2037 | 202,226 | 0.0 | |||||||||||
51,901 | 5.875%, 06/01/2035 | 53,125 | 0.0 | |||||||||||
154,150 | 5.890%, 07/01/2047 | 160,580 | 0.0 | |||||||||||
114,975 | 5.890%, 08/01/2047 | 119,730 | 0.0 | |||||||||||
231,893 | 5.890%, 08/01/2047 | 241,812 | 0.0 | |||||||||||
116,294 | 5.890%, 10/01/2047 | 121,704 | 0.0 | |||||||||||
33,039 | 5.900%, 09/01/2028 | 35,414 | 0.0 | |||||||||||
98,040 | 6.600%, 07/01/2027 | 102,851 | 0.0 | |||||||||||
52,838 | 6.600%, 09/01/2027 | 55,225 | 0.0 | |||||||||||
36,246 | 6.600%, 11/01/2027 | 36,452 | 0.0 | |||||||||||
30,152 | 6.600%, 06/01/2028 | 30,380 | 0.0 | |||||||||||
18,964 | 7.500%, 05/01/2028 | 19,033 | 0.0 | |||||||||||
30,724,120 | 3.4 | |||||||||||||
Government National Mortgage Association: 63.6% | ||||||||||||||
740,566 | 3.000%, 11/20/2045 | 717,962 | 0.1 | |||||||||||
122,803 | 3.000%, 12/20/2045 | 119,055 | 0.0 | |||||||||||
353,825 | 3.000%, 12/20/2045 | 343,179 | 0.0 |
See Accompanying Notes to Financial Statements
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
507,556 | 3.000%, 12/20/2045 | 492,595 | 0.1 | |||||||||||
423,684 | 3.000%, 01/20/2046 | 411,084 | 0.1 | |||||||||||
22,534,575 | 3.000%, 07/20/2047 | 21,854,501 | 2.4 | |||||||||||
20,031,588 | 3.000%, 01/20/2048 | 19,420,821 | 2.2 | |||||||||||
59,859,000 | (5) | 3.000%, 10/01/2048 | 57,977,885 | 6.4 | ||||||||||
2,494,727 | 3.500%, 04/20/2043 | 2,495,670 | 0.3 | |||||||||||
5,582,101 | 3.500%, 09/20/2045 | 5,550,659 | 0.6 | |||||||||||
163,738 | 3.500%, 09/20/2045 | 163,162 | 0.0 | |||||||||||
2,006,876 | 3.500%, 11/20/2045 | 1,999,799 | 0.2 | |||||||||||
2,079,291 | 3.500%, 02/20/2046 | 2,071,735 | 0.2 | |||||||||||
461,486 | 3.500%, 02/20/2046 | 459,803 | 0.1 | |||||||||||
1,426,830 | 3.500%, 03/20/2046 | 1,421,626 | 0.2 | |||||||||||
9,734,299 | 3.500%, 04/20/2046 | 9,701,782 | 1.1 | |||||||||||
2,929,308 | 3.500%, 08/20/2046 | 2,915,007 | 0.3 | |||||||||||
8,652,729 | 3.500%, 08/20/2046 | 8,617,541 | 1.0 | |||||||||||
1,074,618 | 3.500%, 09/20/2046 | 1,069,344 | 0.1 | |||||||||||
1,110,315 | 3.500%, 09/20/2046 | 1,103,981 | 0.1 | |||||||||||
2,393,358 | 3.500%, 09/20/2046 | 2,381,674 | 0.3 | |||||||||||
1,510,069 | 3.500%, 09/20/2046 | 1,505,380 | 0.2 | |||||||||||
2,814,953 | 3.500%, 09/20/2046 | 2,798,878 | 0.3 | |||||||||||
5,926,073 | 3.500%, 09/20/2046 | 5,897,105 | 0.7 | |||||||||||
2,761,474 | 3.500%, 09/20/2046 | 2,748,339 | 0.3 | |||||||||||
3,672,314 | 3.500%, 09/20/2046 | 3,660,897 | 0.4 | |||||||||||
9,877,016 | 3.500%, 09/20/2046 | 9,846,230 | 1.1 | |||||||||||
1,466,820 | 3.500%, 09/20/2046 | 1,460,986 | 0.2 | |||||||||||
2,020,656 | 3.500%, 09/20/2046 | 2,010,471 | 0.2 | |||||||||||
1,403,593 | 3.500%, 09/20/2046 | 1,395,499 | 0.2 | |||||||||||
1,015,560 | 3.500%, 10/20/2046 | 1,013,426 | 0.1 | |||||||||||
3,127,829 | 3.500%, 10/20/2046 | 3,115,451 | 0.4 | |||||||||||
1,540,358 | 3.500%, 10/20/2046 | 1,535,552 | 0.2 | |||||||||||
3,406,824 | 3.500%, 10/20/2046 | 3,396,753 | 0.4 | |||||||||||
3,138,713 | 3.500%, 10/20/2046 | 3,123,389 | 0.4 | |||||||||||
1,725,199 | 3.500%, 10/20/2046 | 1,716,732 | 0.2 | |||||||||||
1,443,383 | 3.500%, 10/20/2046 | 1,436,300 | 0.2 | |||||||||||
6,199,977 | 3.500%, 10/20/2046 | 6,169,547 | 0.7 | |||||||||||
857,117 | 3.500%, 10/20/2046 | 853,036 | 0.1 | |||||||||||
1,397,378 | 3.500%, 10/20/2046 | 1,391,820 | 0.2 | |||||||||||
7,098,736 | 3.500%, 10/20/2046 | 7,063,894 | 0.8 | |||||||||||
2,515,697 | 3.500%, 10/20/2046 | 2,504,536 | 0.3 | |||||||||||
2,324,953 | 3.500%, 11/20/2046 | 2,314,865 | 0.3 | |||||||||||
5,221,612 | 3.500%, 11/20/2046 | 5,203,132 | 0.6 | |||||||||||
2,132,510 | 3.500%, 11/20/2046 | 2,128,024 | 0.2 | |||||||||||
4,780,813 | 3.500%, 11/20/2046 | 4,766,688 | 0.5 | |||||||||||
3,904,255 | 3.500%, 11/20/2046 | 3,889,086 | 0.4 | |||||||||||
3,477,846 | 3.500%, 11/20/2046 | 3,462,395 | 0.4 | |||||||||||
1,052,218 | 3.500%, 11/20/2046 | 1,046,208 | 0.1 | |||||||||||
4,377,128 | 3.500%, 11/20/2046 | 4,360,528 | 0.5 | |||||||||||
959,550 | 3.500%, 03/20/2047 | 956,702 | 0.1 | |||||||||||
790,151 | 3.500%, 04/20/2047 | 786,456 | 0.1 | |||||||||||
1,416,894 | 3.500%, 04/20/2047 | 1,410,297 | 0.2 | |||||||||||
1,011,349 | 3.500%, 04/20/2047 | 1,008,347 | 0.1 | |||||||||||
884,196 | 3.500%, 11/20/2047 | 881,176 | 0.1 | |||||||||||
590,306 | 3.500%, 11/20/2047 | 588,290 | 0.1 | |||||||||||
2,658,069 | 3.500%, 11/20/2047 | 2,648,991 | 0.3 | |||||||||||
1,181,388 | 3.500%, 11/20/2047 | 1,177,353 | 0.1 | |||||||||||
1,884,069 | 3.500%, 12/20/2047 | 1,877,049 | 0.2 | |||||||||||
693,871 | 3.500%, 01/20/2048 | 691,501 | 0.1 | |||||||||||
1,524,965 | 3.500%, 01/20/2048 | 1,519,756 | 0.2 | |||||||||||
493,159 | 3.500%, 01/20/2048 | 491,474 | 0.1 | |||||||||||
993,467 | 3.500%, 01/20/2048 | 990,074 | 0.1 | |||||||||||
95,357,000 | (5) | 3.500%, 10/01/2048 | 94,826,207 | 10.5 | ||||||||||
5,957,235 | 3.750%, 05/20/2042 | 5,995,814 | 0.7 | |||||||||||
6,075,154 | 3.750%, 05/20/2042 | 6,114,548 | 0.7 | |||||||||||
127,169 | 4.000%, 05/20/2033 | 130,959 | 0.0 | |||||||||||
33,525 | 4.000%, 08/15/2033 | 34,120 | 0.0 | |||||||||||
45,698 | 4.000%, 01/15/2034 | 46,509 | 0.0 | |||||||||||
66,278 | 4.000%, 03/15/2034 | 67,454 | 0.0 | |||||||||||
1,751,742 | 4.000%, 05/20/2034 | 1,791,418 | 0.2 |
1,111,176 | 4.000%, 07/20/2034 | 1,129,280 | 0.1 | |||||||||||
1,933,825 | 4.000%, 07/20/2034 | 1,965,356 | 0.2 | |||||||||||
150,238 | 4.000%, 08/20/2035 | 152,969 | 0.0 | |||||||||||
178,212 | 4.000%, 05/15/2040 | 181,378 | 0.0 | |||||||||||
2,457,129 | 4.000%, 09/20/2040 | 2,473,957 | 0.3 | |||||||||||
3,870,954 | 4.000%, 07/20/2041 | 3,872,909 | 0.4 | |||||||||||
13,287,352 | 4.000%, 08/20/2042 | 13,637,307 | 1.5 | |||||||||||
783,272 | 4.000%, 09/15/2042 | 801,682 | 0.1 | |||||||||||
2,777,482 | 4.000%, 10/20/2043 | 2,837,211 | 0.3 | |||||||||||
3,783,592 | 4.000%, 12/20/2044 | 3,862,801 | 0.4 | |||||||||||
3,607,716 | 4.000%, 01/20/2045 | 3,679,136 | 0.4 | |||||||||||
377,363 | 4.000%, 12/20/2045 | 384,464 | 0.1 | |||||||||||
7,071,750 | 4.000%, 01/20/2046 | 7,219,714 | 0.8 | |||||||||||
1,087,117 | 4.000%, 01/20/2046 | 1,109,807 | 0.1 | |||||||||||
5,929,895 | 4.000%, 03/20/2046 | 6,052,964 | 0.7 | |||||||||||
77,844,000 | (5) | 4.000%, 11/01/2048 | 79,064,872 | 8.7 | ||||||||||
14,062 | 4.500%, 07/20/2036 | 14,557 | 0.0 | |||||||||||
11,724 | 4.500%, 08/20/2036 | 12,136 | 0.0 | |||||||||||
1,289,536 | 4.500%, 10/15/2039 | 1,356,160 | 0.2 | |||||||||||
930,618 | 4.500%, 11/15/2039 | 978,810 | 0.1 | |||||||||||
764,326 | 4.500%, 11/15/2039 | 803,887 | 0.1 | |||||||||||
266,576 | 4.500%, 12/15/2039 | 280,266 | 0.0 | |||||||||||
678,419 | 4.500%, 01/15/2040 | 708,022 | 0.1 | |||||||||||
77,746 | 4.500%, 01/20/2040 | 80,088 | 0.0 | |||||||||||
2,624,575 | 4.500%, 02/15/2040 | 2,738,899 | 0.3 | |||||||||||
516,876 | 4.500%, 06/15/2040 | 537,946 | 0.1 | |||||||||||
98,202 | 4.500%, 07/20/2040 | 101,161 | 0.0 | |||||||||||
503,328 | 4.500%, 08/20/2040 | 518,319 | 0.1 | |||||||||||
1,684,759 | 4.500%, 09/20/2041 | 1,766,715 | 0.2 | |||||||||||
48,000,000 | (5) | 4.500%, 11/01/2048 | 49,575,002 | 5.5 | ||||||||||
928,434 | 4.750%, 06/15/2029 | 972,336 | 0.1 | |||||||||||
233,600 | 4.750%, 01/15/2030 | 244,518 | 0.0 | |||||||||||
386,684 | 4.750%, 09/15/2034 | 404,994 | 0.1 | |||||||||||
41,206 | 5.000%, 03/20/2024 | 44,553 | 0.0 | |||||||||||
1,200,609 | 5.000%, 04/20/2030 | 1,238,339 | 0.1 | |||||||||||
275,178 | 5.000%, 07/15/2033 | 287,034 | 0.0 | |||||||||||
78,020 | 5.000%, 03/15/2034 | 82,692 | 0.0 | |||||||||||
73,969 | 5.000%, 04/15/2034 | 77,115 | 0.0 | |||||||||||
75,143 | 5.000%, 01/15/2035 | 78,342 | 0.0 | |||||||||||
26,297 | 5.000%, 03/15/2035 | 27,946 | 0.0 | |||||||||||
180,192 | 5.000%, 03/15/2035 | 187,872 | 0.0 | |||||||||||
55,481 | 5.000%, 04/15/2035 | 57,849 | 0.0 | |||||||||||
404,157 | 5.000%, 04/15/2035 | 429,581 | 0.1 | |||||||||||
81,665 | 5.000%, 04/15/2035 | 86,793 | 0.0 | |||||||||||
36,797 | 5.000%, 05/15/2035 | 39,259 | 0.0 | |||||||||||
107,462 | 5.000%, 05/20/2035 | 114,561 | 0.0 | |||||||||||
546,055 | 5.000%, 11/20/2035 | 581,958 | 0.1 | |||||||||||
269,228 | 5.000%, 04/20/2036 | 287,155 | 0.0 | |||||||||||
154,125 | 5.000%, 02/15/2038 | 160,717 | 0.0 | |||||||||||
46,581 | 5.000%, 06/20/2038 | 47,305 | 0.0 | |||||||||||
42,713 | 5.000%, 08/20/2038 | 43,956 | 0.0 | |||||||||||
188,619 | 5.000%, 10/20/2038 | 193,960 | 0.0 | |||||||||||
65,905 | 5.000%, 11/20/2038 | 67,765 | 0.0 | |||||||||||
217,251 | 5.000%, 01/20/2039 | 223,279 | 0.0 | |||||||||||
247,553 | 5.000%, 02/15/2039 | 258,141 | 0.0 | |||||||||||
237,176 | 5.000%, 03/15/2039 | 247,264 | 0.0 | |||||||||||
943,185 | 5.000%, 11/15/2039 | 1,004,332 | 0.1 | |||||||||||
1,274,615 | 5.000%, 11/15/2039 | 1,359,444 | 0.2 | |||||||||||
275,385 | 5.000%, 11/15/2039 | 287,273 | 0.0 | |||||||||||
219,527 | 5.000%, 04/15/2040 | 231,594 | 0.0 | |||||||||||
1,018,499 | 5.000%, 09/15/2040 | 1,068,919 | 0.1 | |||||||||||
1,268,455 | 5.000%, 07/20/2041 | 1,350,485 | 0.2 | |||||||||||
42,491 | 5.250%, 01/15/2024 | 45,066 | 0.0 | |||||||||||
89,297 | 5.250%, 06/15/2028 | 95,140 | 0.0 | |||||||||||
118,923 | 5.250%, 06/15/2029 | 126,697 | 0.0 | |||||||||||
1,357,747 | 5.250%, 01/20/2036 | 1,464,757 | 0.2 | |||||||||||
126,696 | 5.290%, 07/20/2037 | 133,366 | 0.0 | |||||||||||
145,323 | 5.290%, 08/20/2037 | 153,719 | 0.0 |
See Accompanying Notes to Financial Statements
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
337,223 | 5.290%, 08/20/2037 | 354,974 | 0.0 | |||||||||||
409,390 | 5.290%, 09/20/2037 | 430,940 | 0.1 | |||||||||||
109,700 | 5.290%, 09/20/2037 | 115,475 | 0.0 | |||||||||||
127,276 | 5.290%, 01/20/2038 | 133,977 | 0.0 | |||||||||||
12,262 | 5.350%, 01/15/2029 | 13,028 | 0.0 | |||||||||||
65,793 | 5.350%, 01/20/2029 | 69,330 | 0.0 | |||||||||||
11,803 | 5.350%, 02/20/2029 | 12,419 | 0.0 | |||||||||||
154,858 | 5.350%, 04/20/2029 | 163,192 | 0.0 | |||||||||||
39,899 | 5.350%, 06/20/2029 | 42,046 | 0.0 | |||||||||||
44,385 | 5.350%, 08/20/2029 | 46,772 | 0.0 | |||||||||||
49,669 | 5.350%, 10/20/2029 | 52,344 | 0.0 | |||||||||||
8,801 | 5.350%, 11/20/2029 | 9,238 | 0.0 | |||||||||||
132,352 | 5.390%, 05/15/2038 | 141,106 | 0.0 | |||||||||||
325,383 | 5.390%, 08/20/2038 | 347,494 | 0.0 | |||||||||||
170,848 | 5.390%, 09/15/2038 | 182,147 | 0.0 | |||||||||||
100,788 | 5.390%, 02/15/2040 | 107,637 | 0.0 | |||||||||||
89,885 | 5.500%, 08/15/2024 | 92,041 | 0.0 | |||||||||||
81,581 | 5.500%, 08/20/2024 | 86,215 | 0.0 | |||||||||||
1,714 | 5.500%, 04/20/2029 | 1,812 | 0.0 | |||||||||||
402,837 | 5.500%, 09/15/2029 | 430,657 | 0.1 | |||||||||||
191,728 | 5.500%, 10/15/2029 | 204,972 | 0.0 | |||||||||||
54,646 | 5.500%, 12/20/2032 | 58,924 | 0.0 | |||||||||||
189,291 | 5.500%, 08/20/2033 | 204,067 | 0.0 | |||||||||||
73,535 | 5.500%, 11/20/2033 | 74,234 | 0.0 | |||||||||||
53,770 | 5.500%, 12/20/2033 | 57,967 | 0.0 | |||||||||||
73,097 | 5.500%, 03/20/2034 | 73,797 | 0.0 | |||||||||||
281,589 | 5.500%, 04/20/2034 | 292,508 | 0.0 | |||||||||||
319,670 | 5.500%, 04/20/2034 | 344,628 | 0.0 | |||||||||||
94,823 | 5.500%, 06/20/2034 | 96,024 | 0.0 | |||||||||||
193,844 | 5.500%, 06/20/2034 | 204,995 | 0.0 | |||||||||||
106,576 | 5.500%, 07/20/2034 | 112,704 | 0.0 | |||||||||||
118,155 | 5.500%, 01/20/2035 | 120,442 | 0.0 | |||||||||||
298,685 | 5.500%, 05/15/2035 | 320,556 | 0.0 | |||||||||||
59,702 | 5.500%, 05/20/2035 | 63,133 | 0.0 | |||||||||||
77,793 | 5.500%, 06/20/2035 | 82,257 | 0.0 | |||||||||||
573,358 | 5.500%, 07/15/2035 | 622,521 | 0.1 | |||||||||||
345,545 | 5.500%, 08/15/2035 | 370,848 | 0.0 | |||||||||||
235,440 | 5.500%, 09/20/2035 | 248,987 | 0.0 | |||||||||||
167,696 | 5.500%, 04/15/2036 | 179,976 | 0.0 | |||||||||||
69,023 | 5.500%, 06/20/2036 | 74,103 | 0.0 | |||||||||||
13,861 | 5.500%, 06/20/2038 | 14,374 | 0.0 | |||||||||||
31,428 | 5.500%, 08/20/2038 | 32,591 | 0.0 | |||||||||||
40,479 | 5.500%, 09/20/2038 | 41,957 | 0.0 | |||||||||||
7,348 | 5.500%, 10/20/2038 | 7,618 | 0.0 | |||||||||||
54,602 | 5.500%, 11/20/2038 | 56,617 | 0.0 | |||||||||||
7,872 | 5.500%, 12/20/2038 | 8,151 | 0.0 | |||||||||||
94,843 | 5.500%, 01/15/2039 | 101,788 | 0.0 | |||||||||||
6,383 | 5.500%, 01/20/2039 | 6,584 | 0.0 | |||||||||||
88,760 | 5.500%, 03/20/2039 | 91,597 | 0.0 | |||||||||||
31,546 | 5.500%, 06/15/2039 | 33,856 | 0.0 | |||||||||||
18,121 | 5.500%, 06/20/2039 | 18,734 | 0.0 | |||||||||||
53,433 | 5.500%, 10/20/2039 | 57,355 | 0.0 | |||||||||||
275,825 | 5.500%, 09/15/2040 | 296,023 | 0.0 | |||||||||||
75,255 | 5.740%, 08/20/2037 | 79,993 | 0.0 | |||||||||||
137,955 | 5.740%, 08/20/2037 | 146,637 | 0.0 | |||||||||||
273,724 | 5.740%, 09/20/2037 | 290,955 | 0.0 | |||||||||||
89,944 | 5.740%, 09/20/2037 | 95,606 | 0.0 | |||||||||||
367,164 | 5.740%, 09/20/2037 | 390,185 | 0.1 | |||||||||||
437,681 | 5.740%, 10/20/2037 | 467,870 | 0.1 | |||||||||||
103,204 | 5.740%, 04/20/2038 | 109,697 | 0.0 | |||||||||||
119,782 | 5.750%, 11/15/2024 | 122,394 | 0.0 | |||||||||||
917,618 | 5.750%, 07/15/2029 | 974,765 | 0.1 | |||||||||||
806,310 | 5.750%, 08/15/2029 | 855,569 | 0.1 | |||||||||||
790,093 | 5.750%, 11/15/2029 | 839,268 | 0.1 | |||||||||||
144,001 | 5.750%, 11/15/2029 | 152,964 | 0.0 | |||||||||||
16,861 | 5.900%, 03/20/2028 | 17,971 | 0.0 | |||||||||||
40,912 | 5.900%, 05/20/2028 | 43,585 | 0.0 | |||||||||||
44,985 | 5.900%, 09/20/2028 | 47,962 | 0.0 |
1,438,664 | 5.970%, 11/15/2031 | 1,436,783 | 0.2 | |||||||||||
41,595 | 6.000%, 01/20/2024 | 42,459 | 0.0 | |||||||||||
105,440 | 6.000%, 10/15/2025 | 114,017 | 0.0 | |||||||||||
242,973 | 6.000%, 04/15/2026 | 256,439 | 0.0 | |||||||||||
47,910 | 6.000%, 10/20/2027 | 51,193 | 0.0 | |||||||||||
166,935 | 6.000%, 05/15/2029 | 175,040 | 0.0 | |||||||||||
190,254 | 6.000%, 07/15/2029 | 205,770 | 0.0 | |||||||||||
97,397 | 6.000%, 10/20/2034 | 106,414 | 0.0 | |||||||||||
213,962 | 6.000%, 03/15/2037 | 233,345 | 0.0 | |||||||||||
2,590 | 6.000%, 09/20/2037 | 2,591 | 0.0 | |||||||||||
15,159 | 6.000%, 05/20/2038 | 16,037 | 0.0 | |||||||||||
138,557 | 6.000%, 08/20/2038 | 143,493 | 0.0 | |||||||||||
23,599 | 6.000%, 09/20/2038 | 24,427 | 0.0 | |||||||||||
78,736 | 6.000%, 10/20/2038 | 81,517 | 0.0 | |||||||||||
226,388 | 6.000%, 11/15/2038 | 244,754 | 0.0 | |||||||||||
82,278 | 6.000%, 12/15/2038 | 88,952 | 0.0 | |||||||||||
169,725 | 6.000%, 12/15/2038 | 183,494 | 0.0 | |||||||||||
534,265 | 6.000%, 08/15/2039 | 585,930 | 0.1 | |||||||||||
398,647 | 6.000%, 08/15/2039 | 430,987 | 0.1 | |||||||||||
66,342 | 6.490%, 01/15/2028 | 72,691 | 0.0 | |||||||||||
35,916 | 6.500%, 07/20/2029 | 39,842 | 0.0 | |||||||||||
53,736 | 6.500%, 07/20/2032 | 54,567 | 0.0 | |||||||||||
222,313 | 6.500%, 02/15/2034 | 234,699 | 0.0 | |||||||||||
1,129 | 6.500%, 09/20/2034 | 1,179 | 0.0 | |||||||||||
12,455 | 7.500%, 08/20/2027 | 14,037 | 0.0 | |||||||||||
575,726,168 | 63.6 | |||||||||||||
Total U.S. Government Agency Obligations | ||||||||||||||
(Cost $667,077,326) | 657,472,019 | 72.6 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $1,208,788,394) | 1,187,576,067 | 131.1 | ||||||||||||
SHORT-TERM INVESTMENTS: 1.2% | ||||||||||||||
U.S. Treasury Bills: 1.2% | ||||||||||||||
10,816,000 | United States Treasury Bill, 1.980%, 10/18/2018 | |||||||||||||
(Cost $10,805,759) | 10,805,466 | 1.2 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $10,805,759) | 10,805,466 | 1.2 | ||||||||||||
Total Investments in Securities (Cost $1,219,594,153) | $ | 1,198,381,533 | 132.3 | |||||||||||
Liabilities in Excess of Other Assets | (292,563,060 | ) | (32.3 | ) | ||||||||||
Net Assets | $ | 905,818,473 | 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) | Variable rate security. Rate shown is the rate in effect as of September 30, 2018. |
(3) | 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. |
See Accompanying Notes to Financial Statements
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
(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 September 30, 2018 (unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 95.5% | ||||||||||||||
Basic Materials: 7.8% | ||||||||||||||
1,500,000 | (1) | Alpha 3 BV / Alpha US Bidco, Inc., 6.250%, 02/01/2025 | 1,500,450 | 0.3 | ||||||||||
1,635,000 | (1) | Aruba Investments, Inc., 8.750%, 02/15/2023 | 1,708,575 | 0.4 | ||||||||||
1,970,000 | (1) | Cascades, Inc., 5.500%, 07/15/2022 | 1,994,625 | 0.4 | ||||||||||
1,570,000 | Chemours Co/The, 5.375%, 05/15/2027 | 1,518,975 | 0.3 | |||||||||||
2,000,000 | Cleveland-Cliffs, Inc., 5.750%, 03/01/2025 | 1,952,500 | 0.4 | |||||||||||
920,000 | (1) | Constellium NV, 5.750%, 05/15/2024 | 918,850 | 0.2 | ||||||||||
250,000 | (1) | Constellium NV, 5.875%, 02/15/2026 | 245,312 | 0.1 | ||||||||||
1,050,000 | (1) | Constellium NV, 6.625%, 03/01/2025 | 1,065,750 | 0.2 | ||||||||||
1,285,000 | (1) | Cornerstone Chemical Co., 6.750%, 08/15/2024 | 1,288,495 | 0.3 | ||||||||||
940,000 | (1) | Ferroglobe PLC / Globe Specialty Metals, Inc., 9.375%, 03/01/2022 | 995,225 | 0.2 | ||||||||||
985,000 | (1) | First Quantum Minerals Ltd., 6.500%, 03/01/2024 | 904,969 | 0.2 | ||||||||||
1,650,000 | Freeport-McMoRan, Inc., 4.550%, 11/14/2024 | 1,608,750 | 0.4 | |||||||||||
1,750,000 | Freeport-McMoRan, Inc., 5.450%, 03/15/2043 | 1,596,875 | 0.4 | |||||||||||
1,600,000 | Hexion, Inc., 6.625%, 04/15/2020 | 1,508,000 | 0.3 | |||||||||||
975,000 | (1) | Hexion, Inc., 10.375%, 02/01/2022 | 953,062 | 0.2 | ||||||||||
1,080,000 | Huntsman International LLC, 5.125%, 11/15/2022 | 1,115,100 | 0.3 | |||||||||||
1,300,000 | (1) | IAMGOLD Corp., 7.000%, 04/15/2025 | 1,296,490 | 0.3 | ||||||||||
1,500,000 | Momentive Performance Materials, Inc., 3.880%, 10/24/2021 | 1,625,625 | 0.4 | |||||||||||
1,720,000 | (1) | OCI NV, 6.625%, 04/15/2023 | 1,786,650 | 0.4 | ||||||||||
1,450,000 | Olin Corp., 5.125%, 09/15/2027 | 1,402,875 | 0.3 | |||||||||||
1,820,000 | (1) | Rayonier AM Products, Inc., 5.500%, 06/01/2024 | 1,761,451 | 0.4 | ||||||||||
1,950,000 | (1) | Schweitzer-Mauduit International, Inc., 6.875%, 10/01/2026 | 1,993,875 | 0.4 | ||||||||||
1,650,000 | Teck Resources Ltd., 5.200%, 03/01/2042 | 1,530,375 | 0.3 | |||||||||||
1,450,000 | (1),(2) | Tronox, Inc., 6.500%, 04/15/2026 | 1,401,063 | 0.3 |
1,850,000 | United States Steel Corp., 6.250%, 03/15/2026 | 1,838,438 | 0.4 | |||||||||||
35,512,355 | 7.8 | |||||||||||||
Communications: 17.7% | ||||||||||||||
1,000,000 | (1),(2) | Altice Finco SA, 8.125%, 01/15/2024 | 1,018,750 | 0.2 | ||||||||||
2,925,000 | (1) | Altice France SA/France, 6.250%, 05/15/2024 | 2,901,600 | 0.6 | ||||||||||
400,000 | (1) | Altice France SA/France, 8.125%, 02/01/2027 | 412,000 | 0.1 | ||||||||||
1,500,000 | (1),(2) | Altice Luxembourg SA, 7.625%, 02/15/2025 | 1,365,000 | 0.3 | ||||||||||
1,645,000 | (1) | Altice Luxembourg SA, 7.750%, 05/15/2022 | 1,607,165 | 0.4 | ||||||||||
1,845,000 | (1) | Altice US Finance I Corp., 5.500%, 05/15/2026 | 1,844,077 | 0.4 | ||||||||||
1,985,000 | AMC Networks, Inc., 4.750%, 08/01/2025 | 1,909,709 | 0.4 | |||||||||||
1,215,000 | (1) | Block Communications, Inc., 6.875%, 02/15/2025 | 1,251,450 | 0.3 | ||||||||||
1,040,000 | Cablevision Systems Corp., 5.875%, 09/15/2022 | 1,062,750 | 0.2 | |||||||||||
1,755,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | 1,668,321 | 0.4 | ||||||||||
1,060,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | 998,944 | 0.2 | ||||||||||
870,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.500%, 05/01/2026 | 862,387 | 0.2 | ||||||||||
2,245,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 02/15/2026 | 2,259,031 | 0.5 | ||||||||||
1,150,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.875%, 04/01/2024 | 1,177,312 | 0.3 | ||||||||||
1,550,000 | CenturyLink, Inc., 5.625%, 04/01/2020 | 1,582,937 | 0.4 | |||||||||||
1,000,000 | CenturyLink, Inc., 5.800%, 03/15/2022 | 1,022,500 | 0.2 | |||||||||||
955,000 | (1) | Cequel Communications Holdings I LLC / Cequel Capital Corp., 5.125%, 12/15/2021 | 965,744 | 0.2 | ||||||||||
600,000 | (1) | Cequel Communications Holdings I LLC / Cequel Capital Corp., 7.500%, 04/01/2028 | 631,500 | 0.1 | ||||||||||
2,295,000 | (1) | CommScope Tech Finance LLC, 6.000%, 06/15/2025 | 2,379,915 | 0.5 | ||||||||||
2,585,000 | CSC Holdings LLC, 5.250%, 06/01/2024 | 2,533,300 | 0.6 |
See Accompanying Notes to Financial Statements
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
1,200,000 | (1) | CSC Holdings LLC, 5.375%, 02/01/2028 | 1,149,000 | 0.3 | ||||||||||
570,000 | DISH DBS Corp., 5.000%, 03/15/2023 | 519,373 | 0.1 | |||||||||||
3,525,000 | DISH DBS Corp., 5.875%, 11/15/2024 | 3,181,312 | 0.7 | |||||||||||
1,000,000 | DISH DBS Corp., 5.875%, 07/15/2022 | 979,375 | 0.2 | |||||||||||
2,750,000 | (2) | Frontier Communications Corp., 6.875%, 01/15/2025 | 1,685,282 | 0.4 | ||||||||||
2,280,000 | Frontier Communications Corp., 11.000%, 09/15/2025 | 1,789,139 | 0.4 | |||||||||||
1,815,000 | (1) | Gray Television, Inc., 5.125%, 10/15/2024 | 1,758,281 | 0.4 | ||||||||||
1,260,000 | (1) | Intelsat Connect Finance SA, 9.500%, 02/15/2023 | 1,258,425 | 0.3 | ||||||||||
1,050,000 | (1) | Intelsat Jackson Holdings SA, 8.500%, 10/15/2024 | 1,060,500 | 0.2 | ||||||||||
1,615,000 | (2) | Intelsat Luxembourg SA, 8.125%, 06/01/2023 | 1,441,387 | 0.3 | ||||||||||
995,000 | Level 3 Financing, Inc., 5.125%, 05/01/2023 | 1,006,194 | 0.2 | |||||||||||
1,100,000 | Level 3 Financing, Inc., 5.250%, 03/15/2026 | 1,084,930 | 0.2 | |||||||||||
1,550,000 | Level 3 Financing, Inc., 5.375%, 01/15/2024 | 1,556,572 | 0.4 | |||||||||||
605,000 | LIN Television Corp., 5.875%, 11/15/2022 | 617,100 | 0.1 | |||||||||||
1,850,000 | (1) | Netflix, Inc., 5.875%, 11/15/2028 | 1,857,992 | 0.4 | ||||||||||
1,955,000 | (1) | Nexstar Broadcasting, Inc., 5.625%, 08/01/2024 | 1,918,344 | 0.4 | ||||||||||
1,705,000 | (1) | Plantronics, Inc., 5.500%, 05/31/2023 | 1,700,738 | 0.4 | ||||||||||
1,530,000 | (1) | Salem Media Group, Inc., 6.750%, 06/01/2024 | 1,369,350 | 0.3 | ||||||||||
860,000 | (1) | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | 795,500 | 0.2 | ||||||||||
1,120,000 | Sinclair Television Group, Inc., 6.125%, 10/01/2022 | 1,145,200 | 0.3 | |||||||||||
1,825,000 | (1) | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | 1,765,158 | 0.4 | ||||||||||
1,310,000 | (1) | Sirius XM Radio, Inc., 6.000%, 07/15/2024 | 1,362,662 | 0.3 | ||||||||||
750,000 | Sprint Communications, Inc., 6.000%, 11/15/2022 | 766,875 | 0.2 | |||||||||||
4,110,000 | Sprint Corp., 7.125%, 06/15/2024 | 4,279,538 | 1.0 | |||||||||||
2,170,000 | Sprint Corp., 7.250%, 09/15/2021 | 2,297,488 | 0.5 | |||||||||||
2,000,000 | Sprint Corp., 7.625%, 03/01/2026 | 2,121,500 | 0.5 | |||||||||||
1,050,000 | Telecom Italia Capital SA, 6.000%, 09/30/2034 | 1,007,475 | 0.2 |
1,250,000 | Telecom Italia Capital SA, 6.375%, 11/15/2033 | 1,231,250 | 0.3 | |||||||||||
1,320,000 | (1) | Telesat Canada / Telesat LLC, 8.875%, 11/15/2024 | 1,415,700 | 0.3 | ||||||||||
605,000 | T-Mobile USA, Inc., 4.500%, 02/01/2026 | 577,473 | 0.1 | |||||||||||
150,000 | T-Mobile USA, Inc., 5.125%, 04/15/2025 | 151,500 | 0.0 | |||||||||||
2,000,000 | T-Mobile USA, Inc., 5.375%, 04/15/2027 | 1,997,500 | 0.4 | |||||||||||
1,195,000 | (3) | Viacom, Inc., 6.250%, 02/28/2057 | 1,179,764 | 0.3 | ||||||||||
1,045,000 | (1) | Zayo Group LLC / Zayo Capital, Inc., 5.750%, 01/15/2027 | 1,049,703 | 0.2 | ||||||||||
1,415,000 | Zayo Group LLC / Zayo Capital, Inc., 6.000%, 04/01/2023 | 1,464,525 | 0.3 | |||||||||||
79,996,497 | 17.7 | |||||||||||||
Consumer, Cyclical: 15.9% | ||||||||||||||
2,650,000 | (1) | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | 2,544,026 | 0.6 | ||||||||||
1,775,000 | AMC Entertainment Holdings, Inc., 5.875%, 11/15/2026 | 1,704,000 | 0.4 | |||||||||||
1,750,000 | Asbury Automotive Group, Inc., 6.000%, 12/15/2024 | 1,776,250 | 0.4 | |||||||||||
870,000 | (1) | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.750%, 08/01/2025 | 815,625 | 0.2 | ||||||||||
856,000 | (1) | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.875%, 02/15/2021 | 866,700 | 0.2 | ||||||||||
1,630,000 | AV Homes, Inc., 6.625%, 05/15/2022 | 1,685,338 | 0.4 | |||||||||||
2,205,000 | (1) | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | 2,105,775 | 0.5 | ||||||||||
1,800,000 | Caleres, Inc., 6.250%, 08/15/2023 | 1,854,000 | 0.4 | |||||||||||
1,300,000 | (1) | Carmike Cinemas, Inc., 6.000%, 06/15/2023 | 1,327,625 | 0.3 | ||||||||||
1,340,000 | (1) | CCM Merger, Inc., 6.000%, 03/15/2022 | 1,378,806 | 0.3 | ||||||||||
1,440,000 | Cedar Fair L.P. / Canada's Wonderland Co. / Magnum Management Corp., 5.375%, 06/01/2024 | 1,440,000 | 0.3 | |||||||||||
1,730,000 | Century Communities, Inc., 5.875%, 07/15/2025 | 1,613,744 | 0.3 | |||||||||||
1,700,000 | (1) | Cooper-Standard Automotive, Inc., 5.625%, 11/15/2026 | 1,676,625 | 0.4 | ||||||||||
1,960,000 | Dana, Inc., 5.500%, 12/15/2024 | 1,948,240 | 0.4 |
See Accompanying Notes to Financial Statements
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
1,100,000 | (1) | Eagle Intermediate Global Holding BV/Ruyi US Finance LLC, 7.500%, 05/01/2025 | 1,080,750 | 0.2 | ||||||||||
2,095,000 | (1) | EMI Music Publishing Group North America Holdings, Inc., 7.625%, 06/15/2024 | 2,259,981 | 0.5 | ||||||||||
520,000 | GLP Capital L.P. / GLP Financing II, Inc., 4.375%, 04/15/2021 | 525,850 | 0.1 | |||||||||||
1,800,000 | (1) | Golden Nugget, Inc., 6.750%, 10/15/2024 | 1,830,384 | 0.4 | ||||||||||
1,840,000 | H&E Equipment Services, Inc., 5.625%, 09/01/2025 | 1,840,000 | 0.4 | |||||||||||
900,000 | (1) | International Game Technology PLC, 6.250%, 02/15/2022 | 936,000 | 0.2 | ||||||||||
865,000 | (1) | International Game Technology PLC, 6.500%, 02/15/2025 | 901,762 | 0.2 | ||||||||||
1,290,000 | (1) | JB Poindexter & Co., Inc., 7.125%, 04/15/2026 | 1,344,825 | 0.3 | ||||||||||
815,000 | (1) | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.000%, 06/01/2024 | 810,420 | 0.2 | ||||||||||
815,000 | (1) | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.250%, 06/01/2026 | 815,611 | 0.2 | ||||||||||
2,145,000 | L Brands, Inc., 6.750%, 07/01/2036 | 1,780,350 | 0.4 | |||||||||||
1,300,000 | Lennar Corp., 5.250%, 06/01/2026 | 1,295,125 | 0.3 | |||||||||||
600,000 | Lennar Corp., 8.375%, 01/15/2021 | 656,220 | 0.1 | |||||||||||
600,000 | Lennar Corp., 5.375%, 10/01/2022 | 618,000 | 0.1 | |||||||||||
1,960,000 | (1) | Live Nation Entertainment, Inc., 5.375%, 06/15/2022 | 1,989,400 | 0.4 | ||||||||||
1,030,000 | M/I Homes, Inc., 5.625%, 08/01/2025 | 973,350 | 0.2 | |||||||||||
715,000 | M/I Homes, Inc., 6.750%, 01/15/2021 | 731,945 | 0.2 | |||||||||||
1,750,000 | (2) | Men's Wearhouse, Inc./The, 7.000%, 07/01/2022 | 1,806,875 | 0.4 | ||||||||||
900,000 | Meritage Homes Corp., 5.125%, 06/06/2027 | 832,500 | 0.2 | |||||||||||
1,081,000 | Meritage Homes Corp., 7.000%, 04/01/2022 | 1,166,129 | 0.3 | |||||||||||
1,810,000 | MGM Resorts International, 5.750%, 06/15/2025 | 1,822,670 | 0.4 | |||||||||||
1,250,000 | MGM Resorts International, 6.000%, 03/15/2023 | 1,296,875 | 0.3 | |||||||||||
1,000,000 | MGM Resorts International, 7.750%, 03/15/2022 | 1,098,780 | 0.2 | |||||||||||
1,800,000 | (1) | Navistar International Corp., 6.625%, 11/01/2025 | 1,881,000 | 0.4 |
980,000 | (1) | Neiman Marcus Group Ltd., Inc., 8.000%, 10/15/2021 | 648,637 | 0.1 | ||||||||||
1,920,197 | (1),(4) | Neiman Marcus Group Ltd., Inc., 8.750% (PIK Rate 9.500%, Cash Rate 8.750%), 10/15/2021 | 1,275,731 | 0.3 | ||||||||||
1,295,000 | (1) | Penn National Gaming, Inc., 5.625%, 01/15/2027 | 1,252,524 | 0.3 | ||||||||||
2,980,000 | (1) | PetSmart, Inc., 7.125%, 03/15/2023 | 2,156,775 | 0.5 | ||||||||||
1,440,000 | (1) | Scientific Games International, Inc., 5.000%, 10/15/2025 | 1,371,600 | 0.3 | ||||||||||
905,000 | Scientific Games International, Inc., 6.625%, 05/15/2021 | 905,000 | 0.2 | |||||||||||
1,260,000 | Scientific Games International, Inc., 10.000%, 12/01/2022 | 1,339,783 | 0.3 | |||||||||||
2,010,000 | (1) | Silversea Cruise Finance Ltd., 7.250%, 02/01/2025 | 2,196,629 | 0.5 | ||||||||||
1,585,000 | (1) | Six Flags Entertainment Corp., 5.500%, 04/15/2027 | 1,573,113 | 0.3 | ||||||||||
1,355,000 | (1) | Station Casinos LLC, 5.000%, 10/01/2025 | 1,301,207 | 0.3 | ||||||||||
2,115,000 | (1) | Viking Cruises Ltd., 5.875%, 09/15/2027 | 2,069,105 | 0.5 | ||||||||||
745,000 | (1) | WMG Acquisition Corp., 5.000%, 08/01/2023 | 746,863 | 0.2 | ||||||||||
657,000 | (1) | WMG Acquisition Corp., 5.625%, 04/15/2022 | 668,498 | 0.1 | ||||||||||
1,620,000 | (1) | Wolverine World Wide, Inc., 5.000%, 09/01/2026 | 1,593,675 | 0.3 | ||||||||||
72,130,696 | 15.9 | |||||||||||||
Consumer, Non-cyclical: 16.0% | ||||||||||||||
510,000 | Acadia Healthcare Co., Inc., 5.125%, 07/01/2022 | 511,275 | 0.1 | |||||||||||
1,000,000 | Acadia Healthcare Co., Inc., 5.625%, 02/15/2023 | 1,010,000 | 0.2 | |||||||||||
110,000 | Acadia Healthcare Co., Inc., 6.500%, 03/01/2024 | 114,262 | 0.0 | |||||||||||
1,565,000 | Albertsons Cos LLC / Safeway, Inc. / New Albertsons L.P. / Albertson's LLC, 6.625%, 06/15/2024 | 1,512,181 | 0.3 | |||||||||||
1,750,000 | (1),(2) | Aptim Corp., 7.750%, 06/15/2025 | 1,513,505 | 0.3 | ||||||||||
1,245,000 | (1) | Cardtronics, Inc. / Cardtronics USA, Inc., 5.500%, 05/01/2025 | 1,195,200 | 0.3 | ||||||||||
515,000 | Centene Corp., 4.750%, 01/15/2025 | 515,000 | 0.1 | |||||||||||
935,000 | Centene Corp., 5.625%, 02/15/2021 | 954,869 | 0.2 | |||||||||||
1,180,000 | Centene Corp., 6.125%, 02/15/2024 | 1,244,900 | 0.3 |
See Accompanying Notes to Financial Statements
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
255,000 | Central Garden & Pet Co., 5.125%, 02/01/2028 | 242,887 | 0.1 | |||||||||||
1,385,000 | Central Garden & Pet Co., 6.125%, 11/15/2023 | 1,435,206 | 0.3 | |||||||||||
1,430,000 | CHS/Community Health Systems, Inc., 6.250%, 03/31/2023 | 1,363,862 | 0.3 | |||||||||||
1,380,000 | (1) | Cott Holdings, Inc., 5.500%, 04/01/2025 | 1,350,675 | 0.3 | ||||||||||
950,000 | (1),(4) | Eagle Holding CO II LLC, 7.625% (PIK Rate 8.375%, Cash Rate 7.625%), 05/15/2022 | 964,250 | 0.2 | ||||||||||
450,000 | (1),(2) | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 5.875%, 10/15/2024 | 455,625 | 0.1 | ||||||||||
690,000 | (1) | Endo Finance LLC / Endo Finco, Inc., 5.375%, 01/15/2023 | 610,650 | 0.1 | ||||||||||
840,000 | (1) | Envision Healthcare Corp., 5.125%, 07/01/2022 | 864,780 | 0.2 | ||||||||||
1,805,000 | Envision Healthcare Corp., 5.625%, 07/15/2022 | 1,856,803 | 0.4 | |||||||||||
1,660,000 | (1) | Graham Holdings Co., 5.750%, 06/01/2026 | 1,703,575 | 0.4 | ||||||||||
2,395,000 | HCA Healthcare, Inc., 6.250%, 02/15/2021 | 2,502,775 | 0.6 | |||||||||||
3,315,000 | HCA, Inc., 5.375%, 02/01/2025 | 3,389,587 | 0.7 | |||||||||||
1,000,000 | HCA, Inc., 5.500%, 06/15/2047 | 1,016,250 | 0.2 | |||||||||||
1,400,000 | HCA, Inc., 7.500%, 02/15/2022 | 1,536,500 | 0.3 | |||||||||||
575,000 | (1) | Hertz Corp./The, 7.625%, 06/01/2022 | 569,250 | 0.1 | ||||||||||
1,235,000 | (1),(2) | Hertz Corp., 5.500%, 10/15/2024 | 1,031,225 | 0.2 | ||||||||||
775,000 | (2) | Hertz Corp., 7.375%, 01/15/2021 | 775,969 | 0.2 | ||||||||||
1,655,000 | (1) | Hill-Rom Holdings, Inc., 5.750%, 09/01/2023 | 1,704,650 | 0.4 | ||||||||||
1,570,000 | (1) | Jaguar Holding Co. II / Pharmaceutical Product Development LLC, 6.375%, 08/01/2023 | 1,585,700 | 0.4 | ||||||||||
950,000 | (1) | JBS USA LLC/JBS USA Finance, Inc., 7.250%, 06/01/2021 | 969,000 | 0.2 | ||||||||||
575,000 | (1) | JBS USA LUX SA / JBS USA Finance, Inc., 5.875%, 07/15/2024 | 568,531 | 0.1 | ||||||||||
1,335,000 | (1) | JBS USA LUX SA / JBS USA Finance, Inc., 6.750%, 02/15/2028 | 1,328,325 | 0.3 | ||||||||||
1,440,000 | Molina Healthcare, Inc., 5.375%, 11/15/2022 | 1,470,600 | 0.3 | |||||||||||
2,275,000 | (1) | MPH Acquisition Holdings LLC, 7.125%, 06/01/2024 | 2,370,550 | 0.5 | ||||||||||
1,125,000 | (1) | Pilgrim's Pride Corp., 5.750%, 03/15/2025 | 1,088,438 | 0.2 |
1,200,000 | (1) | Pilgrim's Pride Corp., 5.875%, 09/30/2027 | 1,140,000 | 0.3 | ||||||||||
1,465,000 | Pinnacle Foods Finance LLC / Pinnacle Foods Finance Corp., 5.875%, 01/15/2024 | 1,545,575 | 0.3 | |||||||||||
580,000 | (1),(4) | Polaris Intermediate Corp., 8.500% (PIK Rate 8.500%, Cash Rate 0.000%), 12/01/2022 | 601,454 | 0.1 | ||||||||||
1,975,000 | (1) | Post Holdings, Inc., 5.625%, 01/15/2028 | 1,905,875 | 0.4 | ||||||||||
900,000 | (1) | Post Holdings, Inc., 8.000%, 07/15/2025 | 993,375 | 0.2 | ||||||||||
1,960,000 | Revlon Consumer Products Corp., 6.250%, 08/01/2024 | 1,200,500 | 0.3 | |||||||||||
1,355,000 | Spectrum Brands, Inc., 5.750%, 07/15/2025 | 1,375,325 | 0.3 | |||||||||||
1,220,000 | (1) | Sotera Health Holdings LLC, 6.500%, 05/15/2023 | 1,259,650 | 0.3 | ||||||||||
805,000 | (1),(4) | Sotera Health Topco, Inc., 8.125% (PIK Rate 8.875%, Cash Rate 8.125%), 11/01/2021 | 815,063 | 0.2 | ||||||||||
1,455,000 | Teleflex, Inc., 5.250%, 06/15/2024 | 1,503,815 | 0.3 | |||||||||||
795,000 | Tenet Healthcare Corp., 5.125%, 05/01/2025 | 785,063 | 0.2 | |||||||||||
900,000 | Tenet Healthcare Corp., 6.750%, 02/01/2020 | 933,615 | 0.2 | |||||||||||
2,060,000 | (2) | Tenet Healthcare Corp., 6.750%, 06/15/2023 | 2,060,000 | 0.5 | ||||||||||
650,000 | Tenet Healthcare Corp., 8.125%, 04/01/2022 | 687,408 | 0.2 | |||||||||||
1,550,000 | Teva Pharmaceutical Finance Netherlands III BV, 6.000%, 04/15/2024 | 1,575,399 | 0.3 | |||||||||||
600,000 | United Rentals North America, Inc., 4.625%, 10/15/2025 | 583,500 | 0.1 | |||||||||||
745,000 | United Rentals North America, Inc., 4.875%, 01/15/2028 | 700,300 | 0.2 | |||||||||||
800,000 | United Rentals North America, Inc., 5.500%, 07/15/2025 | 819,000 | 0.2 | |||||||||||
350,000 | United Rentals North America, Inc., 5.500%, 05/15/2027 | 346,938 | 0.1 | |||||||||||
2,490,000 | (1) | Bausch Health Cos, Inc./US, 8.500%, 01/31/2027 | 2,620,725 | 0.6 | ||||||||||
1,750,000 | (1) | Bausch Health Cos, Inc., 5.500%, 03/01/2023 | 1,690,063 | 0.4 | ||||||||||
450,000 | (1) | Bausch Health Cos, Inc., 5.500%, 11/01/2025 | 450,900 | 0.1 | ||||||||||
780,000 | (1) | Bausch Health Cos, Inc., 6.125%, 04/15/2025 | 743,769 | 0.2 | ||||||||||
1,135,000 | (1) | Bausch Health Cos, Inc., 7.000%, 03/15/2024 | 1,201,965 | 0.3 |
See Accompanying Notes to Financial Statements
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
1,775,000 | (1) | Vizient, Inc., 10.375%, 03/01/2024 | 1,950,281 | 0.4 | ||||||||||
1,835,000 | (1) | West Street Merger Sub, Inc., 6.375%, 09/01/2025 | 1,747,838 | 0.4 | ||||||||||
72,564,251 | 16.0 | |||||||||||||
Energy: 16.0% | ||||||||||||||
1,600,000 | Antero Resources Corp., 5.125%, 12/01/2022 | 1,624,000 | 0.4 | |||||||||||
700,000 | Antero Resources Corp., 5.000%, 03/01/2025 | 707,875 | 0.2 | |||||||||||
1,620,000 | (1) | Calfrac Holdings L.P., 8.500%, 06/15/2026 | 1,518,750 | 0.3 | ||||||||||
2,950,000 | (1),(2) | California Resources Corp., 8.000%, 12/15/2022 | 2,820,937 | 0.6 | ||||||||||
1,250,000 | Calumet Specialty Products Partners L.P. / Calumet Finance Corp., 7.750%, 04/15/2023 | 1,256,250 | 0.3 | |||||||||||
1,690,000 | (1) | Centennial Resource Production LLC, 5.375%, 01/15/2026 | 1,685,775 | 0.4 | ||||||||||
1,680,000 | Cheniere Corpus Christi Holdings LLC, 5.125%, 06/30/2027 | 1,690,500 | 0.4 | |||||||||||
935,000 | Cheniere Corpus Christi Holdings LLC, 5.875%, 03/31/2025 | 984,087 | 0.2 | |||||||||||
700,000 | Chesapeake Energy Corp., 6.625%, 08/15/2020 | 735,000 | 0.2 | |||||||||||
2,295,000 | (2) | Chesapeake Energy Corp., 8.000%, 01/15/2025 | 2,374,177 | 0.5 | ||||||||||
1,505,000 | (1) | Covey Park Energy LLC / Covey Park Finance Corp., 7.500%, 05/15/2025 | 1,533,219 | 0.3 | ||||||||||
780,000 | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 5.750%, 04/01/2025 | 799,500 | 0.2 | |||||||||||
700,000 | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 6.250%, 04/01/2023 | 725,375 | 0.2 | |||||||||||
1,595,000 | Delek Logistics Partners L.P. / Delek Logistics Finance Corp., 6.750%, 05/15/2025 | 1,614,937 | 0.4 | |||||||||||
1,200,000 | Diamond Offshore Drilling, Inc., 4.875%, 11/01/2043 | 885,000 | 0.2 | |||||||||||
1,160,000 | Diamondback Energy, Inc., 4.750%, 11/01/2024 | 1,164,350 | 0.3 | |||||||||||
415,000 | Diamondback Energy, Inc., 5.375%, 05/31/2025 | 425,894 | 0.1 |
1,520,000 | Eclipse Resources Corp., 8.875%, 07/15/2023 | 1,554,200 | 0.3 | |||||||||||
840,000 | (1) | Endeavor Energy Resources L.P. / EER Finance, Inc., 5.500%, 01/30/2026 | 844,200 | 0.2 | ||||||||||
835,000 | (1) | Endeavor Energy Resources L.P. / EER Finance, Inc., 5.750%, 01/30/2028 | 838,131 | 0.2 | ||||||||||
1,170,000 | EnLink Midstream Partners L.P., 4.150%, 06/01/2025 | 1,110,613 | 0.2 | |||||||||||
1,750,000 | (2) | Ensco PLC, 5.200%, 03/15/2025 | 1,529,062 | 0.3 | ||||||||||
800,000 | Ensco PLC, 5.750%, 10/01/2044 | 601,000 | 0.1 | |||||||||||
1,470,000 | Enviva Partners L.P. / Enviva Partners Finance Corp., 8.500%, 11/01/2021 | 1,525,889 | 0.3 | |||||||||||
1,650,000 | Gulfport Energy Corp., 6.000%, 10/15/2024 | 1,617,000 | 0.4 | |||||||||||
420,000 | Gulfport Energy Corp., 6.375%, 01/15/2026 | 409,500 | 0.1 | |||||||||||
1,045,000 | (1) | Hess Infrastructure Partners L.P. / Hess Infrastructure Partners Finance Corp., 5.625%, 02/15/2026 | 1,060,675 | 0.2 | ||||||||||
1,545,000 | (1) | Indigo Natural Resources LLC, 6.875%, 02/15/2026 | 1,502,512 | 0.3 | ||||||||||
1,290,000 | (1) | Jagged Peak Energy LLC, 5.875%, 05/01/2026 | 1,286,775 | 0.3 | ||||||||||
2,525,000 | (1),(2) | Jonah Energy LLC / Jonah Energy Finance Corp., 7.250%, 10/15/2025 | 1,944,250 | 0.4 | ||||||||||
1,850,000 | (1) | Lonestar Resources America, Inc., 11.250%, 01/01/2023 | 2,039,625 | 0.5 | ||||||||||
1,510,000 | (1) | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp., 6.000%, 08/01/2026 | 1,510,000 | 0.3 | ||||||||||
1,655,000 | (1) | Moss Creek Resources Holdings, Inc., 7.500%, 01/15/2026 | 1,661,206 | 0.4 | ||||||||||
1,285,000 | Murphy Oil Corp., 4.450%, 12/01/2022 | 1,278,285 | 0.3 | |||||||||||
1,000,000 | Murphy Oil Corp., 5.750%, 08/15/2025 | 1,018,403 | 0.2 | |||||||||||
130,000 | Murphy Oil USA, Inc., 5.625%, 05/01/2027 | 129,513 | 0.0 | |||||||||||
1,910,000 | Murphy Oil USA, Inc., 6.000%, 08/15/2023 | 1,972,075 | 0.4 | |||||||||||
1,470,000 | (1) | Murray Energy Corp., 11.250%, 04/15/2021 | 1,054,725 | 0.2 | ||||||||||
1,800,000 | Newfield Exploration Co., 5.625%, 07/01/2024 | 1,905,750 | 0.4 | |||||||||||
220,000 | (1) | NGPL PipeCo LLC, 4.375%, 08/15/2022 | 222,750 | 0.1 |
See Accompanying Notes to Financial Statements
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
1,000,000 | (1) | NGPL PipeCo LLC, 4.875%, 08/15/2027 | 998,750 | 0.2 | ||||||||||
830,000 | (1) | Noble Holding International Ltd., 7.875%, 02/01/2026 | 864,238 | 0.2 | ||||||||||
1,270,000 | PBF Logistics L.P. / PBF Logistics Finance Corp., 6.875%, 05/15/2023 | 1,303,338 | 0.3 | |||||||||||
1,950,000 | (1) | Rockies Express Pipeline LLC, 5.625%, 04/15/2020 | 2,013,375 | 0.4 | ||||||||||
1,305,000 | Sanchez Energy Corp., 6.125%, 01/15/2023 | 756,900 | 0.2 | |||||||||||
990,000 | (1),(2) | Sanchez Energy Corp., 7.250%, 02/15/2023 | 978,863 | 0.2 | ||||||||||
300,000 | (2) | Sanchez Energy Corp., 7.750%, 06/15/2021 | 211,500 | 0.1 | ||||||||||
1,600,000 | SRC Energy, Inc., 6.250%, 12/01/2025 | 1,512,000 | 0.3 | |||||||||||
840,000 | (1) | Sunoco L.P. / Sunoco Finance Corp., 4.875%, 01/15/2023 | 833,700 | 0.2 | ||||||||||
85,000 | (1) | Sunoco L.P. / Sunoco Finance Corp., 5.500%, 02/15/2026 | 82,323 | 0.0 | ||||||||||
85,000 | (1) | Sunoco L.P. / Sunoco Finance Corp., 5.875%, 03/15/2028 | 81,813 | 0.0 | ||||||||||
1,600,000 | (1) | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | 1,618,000 | 0.4 | ||||||||||
2,550,000 | Transocean, Inc., 6.800%, 03/15/2038 | 2,218,500 | 0.5 | |||||||||||
2,367,000 | Unit Corp., 6.625%, 05/15/2021 | 2,378,835 | 0.5 | |||||||||||
1,655,000 | (1) | Vermilion Energy, Inc., 5.625%, 03/15/2025 | 1,652,931 | 0.4 | ||||||||||
1,445,000 | WildHorse Resource Development Corp., 6.875%, 02/01/2025 | 1,499,188 | 0.3 | |||||||||||
2,353,000 | WPX Energy, Inc., 6.000%, 01/15/2022 | 2,450,061 | 0.5 | |||||||||||
72,616,080 | 16.0 | |||||||||||||
Financial: 5.4% | ||||||||||||||
2,125,000 | Ally Financial, Inc., 5.750%, 11/20/2025 | 2,202,031 | 0.5 | |||||||||||
1,500,000 | Ally Financial, Inc., 7.500%, 09/15/2020 | 1,608,000 | 0.4 | |||||||||||
1,060,000 | CIT Group, Inc., 5.000%, 08/15/2022 | 1,085,970 | 0.2 | |||||||||||
205,000 | CIT Group, Inc., 5.250%, 03/07/2025 | 209,612 | 0.0 | |||||||||||
415,000 | CIT Group, Inc., 6.125%, 03/09/2028 | 434,713 | 0.1 | |||||||||||
1,825,000 | (1) | ESH Hospitality, Inc., 5.250%, 05/01/2025 | 1,774,813 | 0.4 | ||||||||||
1,445,000 | (1) | HUB International Ltd., 7.000%, 05/01/2026 | 1,450,505 | 0.3 | ||||||||||
1,695,000 | (1) | Lions Gate Capital Holdings LLC, 5.875%, 11/01/2024 | 1,745,850 | 0.4 |
1,715,000 | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 5.625%, 05/01/2024 | 1,764,306 | 0.4 | |||||||||||
820,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 5.000%, 10/15/2027 | 794,965 | 0.2 | |||||||||||
200,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 5.250%, 08/01/2026 | 200,000 | 0.0 | |||||||||||
250,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 5.500%, 05/01/2024 | 253,625 | 0.1 | |||||||||||
1,000,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 6.375%, 03/01/2024 | 1,055,000 | 0.2 | |||||||||||
840,000 | Navient Corp., 5.875%, 10/25/2024 | 824,233 | 0.2 | |||||||||||
2,000,000 | Navient Corp., 7.250%, 09/25/2023 | 2,130,000 | 0.5 | |||||||||||
1,405,000 | (1) | Quicken Loans, Inc., 5.250%, 01/15/2028 | 1,310,163 | 0.3 | ||||||||||
2,040,000 | (1),(2) | Realogy Group LLC / Realogy Co-Issuer Corp., 5.250%, 12/01/2021 | 2,052,750 | 0.4 | ||||||||||
410,000 | Springleaf Finance Corp., 6.125%, 05/15/2022 | 423,633 | 0.1 | |||||||||||
1,400,000 | Springleaf Finance Corp., 7.125%, 03/15/2026 | 1,400,000 | 0.3 | |||||||||||
1,850,000 | (1) | Tempo Acquisition LLC / Tempo Acquisition Finance Corp., 6.750%, 06/01/2025 | 1,803,750 | 0.4 | ||||||||||
24,523,919 | 5.4 | |||||||||||||
Industrial: 9.5% | ||||||||||||||
1,975,000 | (1) | Advanced Disposal Services, Inc., 5.625%, 11/15/2024 | 2,001,643 | 0.4 | ||||||||||
1,745,000 | AECOM, 5.875%, 10/15/2024 | 1,856,924 | 0.4 | |||||||||||
1,775,000 | (4) | ARD Finance SA, 7.125% (PIK Rate 7.875%, Cash Rate 0.000%), 09/15/2023 | 1,801,625 | 0.4 | ||||||||||
313,708 | (1),(4) | ARD Securities Finance SARL, 8.750% (PIK Rate 8.750%, Cash Rate 8.750%), 01/31/2023 | 315,277 | 0.1 | ||||||||||
1,000,000 | (1) | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 7.250%, 05/15/2024 | 1,050,000 | 0.2 | ||||||||||
1,580,000 | (1) | ATS Automation Tooling Systems, Inc., 6.500%, 06/15/2023 | 1,639,250 | 0.4 | ||||||||||
1,649,000 | (1) | BMC East LLC, 5.500%, 10/01/2024 | 1,597,469 | 0.4 | ||||||||||
750,000 | (1) | Bombardier, Inc., 6.000%, 10/15/2022 | 755,625 | 0.2 |
See Accompanying Notes to Financial Statements
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
780,000 | (1) | Bombardier, Inc., 7.500%, 12/01/2024 | 824,850 | 0.2 | ||||||||||
2,185,000 | (1) | Bombardier, Inc., 8.750%, 12/01/2021 | 2,427,207 | 0.5 | ||||||||||
2,555,000 | (1) | BWAY Holding Co., 7.250%, 04/15/2025 | 2,497,257 | 0.6 | ||||||||||
1,280,000 | (1) | FXI Holdings, Inc., 7.875%, 11/01/2024 | 1,224,000 | 0.3 | ||||||||||
1,725,000 | (1) | Itron, Inc., 5.000%, 01/15/2026 | 1,660,312 | 0.4 | ||||||||||
1,675,000 | (1) | James Hardie International Finance DAC, 4.750%, 01/15/2025 | 1,627,179 | 0.4 | ||||||||||
1,255,000 | (1) | Koppers, Inc., 6.000%, 02/15/2025 | 1,258,137 | 0.3 | ||||||||||
1,099,000 | (1) | Masonite International Corp., 5.625%, 03/15/2023 | 1,127,849 | 0.2 | ||||||||||
390,000 | (1) | Masonite International Corp., 5.750%, 09/15/2026 | 391,950 | 0.1 | ||||||||||
210,000 | (1) | Multi-Color Corp., 4.875%, 11/01/2025 | 196,875 | 0.0 | ||||||||||
1,825,000 | (1) | Multi-Color Corp., 6.125%, 12/01/2022 | 1,875,187 | 0.4 | ||||||||||
1,450,000 | (1) | Novelis Corp., 5.875%, 09/30/2026 | 1,419,187 | 0.3 | ||||||||||
600,000 | (1) | Novelis Corp., 6.250%, 08/15/2024 | 613,500 | 0.1 | ||||||||||
525,000 | (1) | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/2023 | 542,062 | 0.1 | ||||||||||
1,425,000 | (1) | Owens-Brockway Glass Container, Inc., 6.375%, 08/15/2025 | 1,471,312 | 0.3 | ||||||||||
1,365,000 | (1) | PGT Escrow Issuer, Inc., 6.750%, 08/01/2026 | 1,419,600 | 0.3 | ||||||||||
1,030,000 | (1) | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/2023 | 1,025,623 | 0.2 | ||||||||||
135,000 | (1) | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 7.000%, 07/15/2024 | 137,616 | 0.0 | ||||||||||
1,415,000 | (1) | Standard Industries, Inc./NJ, 6.000%, 10/15/2025 | 1,452,144 | 0.3 | ||||||||||
1,365,000 | (1) | Stevens Holding Co., Inc., 6.125%, 10/01/2026 | 1,390,594 | 0.3 | ||||||||||
440,000 | Summit Materials LLC / Summit Materials Finance Corp., 6.125%, 07/15/2023 | 448,439 | 0.1 | |||||||||||
1,375,000 | Summit Materials LLC / Summit Materials Finance Corp., 8.500%, 04/15/2022 | 1,466,094 | 0.3 | |||||||||||
1,200,000 | TransDigm, Inc., 6.375%, 06/15/2026 | 1,215,000 | 0.3 | |||||||||||
820,000 | TransDigm, Inc., 6.500%, 05/15/2025 | 837,425 | 0.2 |
1,720,000 | (1) | Wrangler Buyer Corp., 6.000%, 10/01/2025 | 1,676,295 | 0.4 | ||||||||||
1,620,000 | (1) | Zekelman Industries, Inc., 9.875%, 06/15/2023 | 1,763,775 | 0.4 | ||||||||||
43,007,282 | 9.5 | |||||||||||||
Technology: 5.3% | ||||||||||||||
1,575,000 | (1) | Ascend Learning LLC, 6.875%, 08/01/2025 | 1,594,687 | 0.4 | ||||||||||
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 | 1,560,000 | 0.4 | |||||||||||
1,975,000 | (1) | Change Healthcare Holdings LLC / Change Healthcare Finance, Inc., 5.750%, 03/01/2025 | 1,967,594 | 0.4 | ||||||||||
540,000 | (1) | Dell International LLC / EMC Corp., 5.875%, 06/15/2021 | 557,550 | 0.1 | ||||||||||
540,000 | (1) | Dell International LLC / EMC Corp., 7.125%, 06/15/2024 | 580,114 | 0.1 | ||||||||||
1,445,000 | Donnelley Financial Solutions, Inc., 8.250%, 10/15/2024 | 1,528,991 | 0.3 | |||||||||||
1,500,000 | (1) | First Data Corp., 5.750%, 01/15/2024 | 1,524,750 | 0.3 | ||||||||||
2,575,000 | (1) | First Data Corp., 7.000%, 12/01/2023 | 2,687,656 | 0.6 | ||||||||||
1,890,000 | (1),(4) | Infor Software Parent LLC / Infor Software Parent, Inc., 7.125% (PIK Rate 7.875%, Cash Rate 7.125%), 05/01/2021 | 1,919,767 | 0.4 | ||||||||||
975,000 | NCR Corp., 5.000%, 07/15/2022 | 971,953 | 0.2 | |||||||||||
800,000 | NCR Corp., 6.375%, 12/15/2023 | 817,000 | 0.2 | |||||||||||
1,120,000 | (1) | Open Text Corp., 5.625%, 01/15/2023 | 1,142,400 | 0.3 | ||||||||||
525,000 | (1) | Open Text Corp., 5.875%, 06/01/2026 | 543,050 | 0.1 | ||||||||||
1,950,000 | (1) | Qorvo, Inc., 5.500%, 07/15/2026 | 1,984,379 | 0.5 | ||||||||||
440,000 | Qorvo, Inc., 7.000%, 12/01/2025 | 477,950 | 0.1 | |||||||||||
1,425,000 | (1) | RP Crown Parent LLC, 7.375%, 10/15/2024 | 1,482,000 | 0.3 | ||||||||||
1,805,000 | (1) | Veritas US, Inc. / Veritas Bermuda Ltd.., 10.500%, 02/01/2024 | 1,660,600 | 0.4 | ||||||||||
200,000 | (1) | Veritas US, Inc. / Veritas Bermuda Ltd., 7.500%, 02/01/2023 | 194,800 | 0.1 | ||||||||||
23,800,241 | 5.3 | |||||||||||||
Utilities: 1.9% | ||||||||||||||
735,000 | (1) | Calpine Corp., 5.250%, 06/01/2026 | 683,550 | 0.1 | ||||||||||
725,000 | Calpine Corp., 5.375%, 01/15/2023 | 684,219 | 0.2 |
See Accompanying Notes to Financial Statements
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
1,725,000 | Calpine Corp., 5.750%, 01/15/2025 | 1,533,094 | 0.3 | |||||||||||
720,000 | (1) | Drax Finco PLC, 6.625%, 11/01/2025 | 730,800 | 0.2 | ||||||||||
1,500,000 | (1) | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/2023 | 1,496,250 | 0.3 | ||||||||||
540,000 | (1) | NRG Energy, Inc., 5.750%, 01/15/2028 | 546,750 | 0.1 | ||||||||||
240,000 | NRG Energy, Inc., 6.250%, 07/15/2022 | 248,208 | 0.1 | |||||||||||
1,700,000 | NRG Energy, Inc., 6.625%, 01/15/2027 | 1,792,650 | 0.4 | |||||||||||
975,000 | (1) | Vistra Operations Co. LLC, 5.500%, 09/01/2026 | 987,187 | 0.2 | ||||||||||
8,702,708 | 1.9 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $431,745,803) | 432,854,029 | 95.5 | ||||||||||||
OTHER(5): –% | ||||||||||||||
Basic Materials: –% | ||||||||||||||
2,000,000 | (6),(7),(8) | Momentive Performance Materials, Inc. (Escrow), 8.875%, 10/15/2020 | – | – | ||||||||||
Total Other | ||||||||||||||
(Cost $–) | – | – | ||||||||||||
BANK LOANS: 0.2% | ||||||||||||||
Health Care: 0.2% | ||||||||||||||
999,375 | Valeant Pharmaceuticals International, Inc. 2018 Term Loan B, 5.104%, (US0001M + 3.000%), 06/01/2025 | 1,005,621 | 0.2 | |||||||||||
Total Bank Loans | ||||||||||||||
(Cost $994,378) | 1,005,621 | 0.2 | ||||||||||||
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 0.2% | ||||||||||||||
Consumer Staples: 0.2% | ||||||||||||||
27,789 | (9) | Southeastern Grocers, Inc. | 1,042,088 | 0.2 | ||||||||||
Total Common Stock | ||||||||||||||
(Cost $848,084) | 1,042,088 | 0.2 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $433,588,265) | 434,901,738 | 95.9 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 7.7% | ||||||||||||||
Commercial Paper: 2.1% | ||||||||||||||
2,150,000 | Enterprise Products Operating LLC, 2.960%, 10/10/2018 | 2,148,258 | 0.5 |
5,000,000 | Kroger Co., 6.950%, 10/01/2018 | 4,999,048 | 1.1 | |||||||||||
2,000,000 | Marriott International, Inc., 2.630%, 11/08/2018 | 1,994,394 | 0.5 | |||||||||||
9,141,700 | 2.1 | |||||||||||||
Securities Lending Collateral(10): 4.9% | ||||||||||||||
5,292,499 | Cantor Fitzgerald Securities, Repurchase Agreement dated 09/28/18, 2.27%, due 10/01/18 (Repurchase Amount $5,293,486, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $5,398,349, due 10/25/18-08/20/68) | 5,292,499 | 1.2 | |||||||||||
5,292,499 | Daiwa Capital Markets, Repurchase Agreement dated 09/28/18, 2.27%, due 10/01/18 (Repurchase Amount $5,293,486, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.875%, Market Value plus accrued interest $5,398,349, due 10/25/18-09/09/49) | 5,292,499 | 1.1 | |||||||||||
1,112,850 | Merrill Lynch & Co., Inc., Repurchase Agreement dated 09/28/18, 2.25%, due 10/01/18 (Repurchase Amount $1,113,056, collateralized by various U.S. Government Securities, 0.000%-1.625%, Market Value plus accrued interest $1,135,107, due 05/23/19-09/09/49) | 1,112,850 | 0.2 | |||||||||||
5,292,499 | Nomura Securities, Repurchase Agreement dated 09/28/18, 2.27%, due 10/01/18 (Repurchase Amount $5,293,486, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $5,398,349, due 09/30/18-08/20/68) | 5,292,499 | 1.2 |
See Accompanying Notes to Financial Statements
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
5,292,499 | RBC Dominion Securities Inc., Repurchase Agreement dated 09/28/18, 2.26%, due 10/01/18 (Repurchase Amount $5,293,482, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $5,398,349, due 10/04/18-09/09/49) | 5,292,499 | 1.2 | |||||||||||
22,282,846 | 4.9 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.7% | ||||||||||||||
3,213,000 | (11) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.980% | ||||||||||||
(Cost $3,213,000) | 3,213,000 | 0.7 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $34,639,372) | 34,637,546 | 7.7 | ||||||||||||
Total Investments in Securities (Cost $468,227,637) | $ | 469,539,284 | 103.6 | |||||||||||
Liabilities in Excess of Other Assets | (16,132,975 | ) | (3.6 | ) | ||||||||||
Net Assets | $ | 453,406,309 | 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) | Variable rate security. Rate shown is the rate in effect as of September 30, 2018. |
(4) | 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. |
(5) | Represents an escrow position for future entitlements, if any, on the defaulted bond. The escrow position was received in exchange for the defaulted bond as part of the bankruptcy reorganization of the bond issuer. |
(6) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(7) | Defaulted security |
(8) | Restricted security as to resale, excluding Rule 144A securities. As of September 30, 2018, the Fund held restricted securities with a fair value of $– or 0.0% of net assets. Please refer to the table below for additional details. |
(9) | Non-income producing security. |
(10) | Represents securities purchased with cash collateral received for securities on loan. |
(11) | Rate shown is the 7-day yield as of September 30, 2018. |
Reference Rate Abbreviations: | |
US0001M | 1-month LIBOR |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 33.3% | ||||||||||||||
Basic Materials: 0.8% | ||||||||||||||
3,782,000 | (1) | Air Liquide Finance SA, 2.250%, 09/27/2023 | 3,542,350 | 0.1 | ||||||||||
2,746,000 | (1) | Anglo American Capital PLC, 4.875%, 05/14/2025 | 2,753,598 | 0.1 | ||||||||||
1,945,000 | ArcelorMittal, 7.000%, 10/15/2039 | 2,266,719 | 0.0 | |||||||||||
2,250,000 | (1) | Braskem Netherlands Finance BV, 4.500%, 01/10/2028 | 2,144,250 | 0.0 | ||||||||||
4,095,000 | Chemours Co/The, 5.375%, 05/15/2027 | 3,961,912 | 0.1 | |||||||||||
5,485,000 | CNAC HK Finbridge Co. Ltd, 5.125%, 03/14/2028 | 5,525,753 | 0.1 | |||||||||||
2,250,000 | Corp Nacional del Cobre de Chile, 4.500%, 09/16/2025 | 2,300,254 | 0.0 | |||||||||||
3,203,000 | Dow Chemical Co/The, 4.625%, 10/01/2044 | 3,140,899 | 0.1 | |||||||||||
361,000 | Eastman Chemical Co., 2.700%, 01/15/2020 | 359,201 | 0.0 | |||||||||||
4,900,000 | Freeport-McMoRan, Inc., 5.450%, 03/15/2043 | 4,471,250 | 0.1 | |||||||||||
1,897,000 | (1) | Georgia-Pacific LLC, 2.539%, 11/15/2019 | 1,882,728 | 0.0 | ||||||||||
1,960,000 | (1) | Georgia-Pacific LLC, 3.163%, 11/15/2021 | 1,934,024 | 0.0 | ||||||||||
1,360,000 | (1) | Georgia-Pacific LLC, 3.734%, 07/15/2023 | 1,367,240 | 0.0 | ||||||||||
6,165,000 | (1) | Georgia-Pacific LLC, 5.400%, 11/01/2020 | 6,416,036 | 0.1 | ||||||||||
1,242,000 | Goldcorp, Inc., 3.700%, 03/15/2023 | 1,225,521 | 0.0 | |||||||||||
1,996,000 | International Flavors & Fragrances, Inc., 3.400%, 09/25/2020 | 1,999,145 | 0.0 | |||||||||||
4,085,000 | Teck Resources Ltd., 6.000%, 08/15/2040 | 4,187,125 | 0.1 | |||||||||||
49,478,005 | 0.8 | |||||||||||||
Communications: 3.2% | ||||||||||||||
2,075,000 | 21st Century Fox America, Inc., 3.000%, 09/15/2022 | 2,045,229 | 0.0 | |||||||||||
5,230,000 | 21st Century Fox America, Inc., 4.750%, 11/15/2046 | 5,611,810 | 0.1 | |||||||||||
2,455,000 | (2) | Alibaba Group Holding Ltd., 3.600%, 11/28/2024 | 2,414,328 | 0.0 | ||||||||||
10,180,000 | Alibaba Group Holding Ltd, 3.400%, 12/06/2027 | 9,495,300 | 0.2 | |||||||||||
4,173,000 | Amazon.com, Inc., 4.050%, 08/22/2047 | 4,093,610 | 0.1 | |||||||||||
4,405,000 | AMC Networks, Inc., 4.750%, 08/01/2025 | 4,237,918 | 0.1 | |||||||||||
592,000 | AT&T, Inc., 4.125%, 02/17/2026 | 585,594 | 0.0 | |||||||||||
5,376,000 | (1) | AT&T, Inc., 4.300%, 02/15/2030 | 5,177,910 | 0.1 | ||||||||||
2,657,000 | AT&T, Inc., 4.550%, 03/09/2049 | 2,334,402 | 0.0 | |||||||||||
1,622,000 | AT&T, Inc., 5.150%, 03/15/2042 | 1,568,677 | 0.0 | |||||||||||
3,275,000 | (1) | AT&T, Inc., 5.150%, 11/15/2046 | 3,137,535 | 0.1 |
8,046,000 | (1) | AT&T, Inc., 5.150%, 02/15/2050 | 7,631,563 | 0.1 | ||||||||||
7,769,000 | AT&T, Inc., 5.450%, 03/01/2047 | 7,790,501 | 0.1 | |||||||||||
145,000 | (1) | CBS Corp., 3.700%, 06/01/2028 | 136,256 | 0.0 | ||||||||||
1,813,000 | CBS Corp., 4.600%, 01/15/2045 | 1,716,509 | 0.0 | |||||||||||
2,090,000 | CBS Corp., 5.500%, 05/15/2033 | 2,197,646 | 0.0 | |||||||||||
3,995,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | 3,797,687 | 0.1 | ||||||||||
545,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 09/01/2023 | 555,213 | 0.0 | |||||||||||
10,150,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.579%, 07/23/2020 | 10,160,298 | 0.2 | |||||||||||
7,400,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/2022 | 7,528,881 | 0.1 | |||||||||||
5,882,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.908%, 07/23/2025 | 5,978,275 | 0.1 | |||||||||||
6,080,000 | Comcast Corp., 4.000%, 03/01/2048 | 5,488,042 | 0.1 | |||||||||||
4,355,000 | (1) | CommScope Technologies LLC, 5.000%, 03/15/2027 | 4,202,575 | 0.1 | ||||||||||
4,370,000 | CSC Holdings LLC, 5.250%, 06/01/2024 | 4,282,600 | 0.1 | |||||||||||
5,480,000 | Discovery Communications LLC, 2.950%, 03/20/2023 | 5,254,636 | 0.1 | |||||||||||
4,750,000 | Discovery Communications LLC, 5.200%, 09/20/2047 | 4,671,032 | 0.1 | |||||||||||
4,770,000 | DISH DBS Corp., 5.875%, 11/15/2024 | 4,304,925 | 0.1 | |||||||||||
1,980,000 | Interpublic Group of Cos, Inc./The, 3.500%, 10/01/2020 | 1,981,044 | 0.0 | |||||||||||
2,770,000 | Interpublic Group of Cos, Inc./The, 3.750%, 10/01/2021 | 2,777,332 | 0.0 | |||||||||||
770,000 | Level 3 Financing, Inc., 5.250%, 03/15/2026 | 759,451 | 0.0 | |||||||||||
3,140,000 | Level 3 Parent LLC, 5.750%, 12/01/2022 | 3,183,803 | 0.1 | |||||||||||
9,365,000 | (1) | NBCUniversal Enterprise, Inc., 5.250%, 12/31/2199 | 9,519,468 | 0.2 | ||||||||||
5,920,000 | NBCUniversal Media LLC, 5.150%, 04/30/2020 | 6,103,028 | 0.1 | |||||||||||
1,335,000 | (1),(2) | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | 1,234,875 | 0.0 | ||||||||||
3,000,000 | (1),(2) | Sinclair Television Group, Inc., 5.625%, 08/01/2024 | 2,965,950 | 0.0 | ||||||||||
3,610,000 | (1) | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | 3,491,628 | 0.1 | ||||||||||
5,175,000 | Telecom Italia Capital SA, 7.721%, 06/04/2038 | 5,511,375 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
3,300,000 | Telefonica Emisiones SAU, 4.665%, 03/06/2038 | 3,106,080 | 0.0 | |||||||||||
3,550,000 | Telefonica Emisiones SAU, 4.895%, 03/06/2048 | 3,313,791 | 0.1 | |||||||||||
3,420,000 | (1) | Tencent Holdings Ltd., 2.985%, 01/19/2023 | 3,313,822 | 0.1 | ||||||||||
2,350,000 | Time Warner Cable LLC, 5.500%, 09/01/2041 | 2,267,391 | 0.0 | |||||||||||
2,829,000 | Time Warner Cable LLC, 5.875%, 11/15/2040 | 2,860,804 | 0.0 | |||||||||||
4,500,000 | T-Mobile USA, Inc., 4.750%, 02/01/2028 | 4,241,250 | 0.1 | |||||||||||
1,902,000 | Verizon Communications, Inc., 4.150%, 03/15/2024 | 1,939,534 | 0.0 | |||||||||||
11,642,000 | Verizon Communications, Inc., 4.812%, 03/15/2039 | 11,748,411 | 0.2 | |||||||||||
2,719,000 | Verizon Communications, Inc., 4.862%, 08/21/2046 | 2,729,807 | 0.0 | |||||||||||
3,668,000 | Viacom, Inc., 4.375%, 03/15/2043 | 3,207,609 | 0.1 | |||||||||||
1,950,000 | Viacom, Inc., 5.850%, 09/01/2043 | 2,066,725 | 0.0 | |||||||||||
194,722,130 | 3.2 | |||||||||||||
Consumer, Cyclical: 3.2% | ||||||||||||||
4,285,000 | (1) | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | 4,113,643 | 0.1 | ||||||||||
4,385,000 | (2) | AMC Entertainment Holdings, Inc., 5.875%, 11/15/2026 | 4,209,600 | 0.1 | ||||||||||
1,894,218 | American Airlines 2016-1 Class B Pass Through Trust, 5.250%, 07/15/2025 | 1,957,312 | 0.0 | |||||||||||
6,288,040 | American Airlines 2016-2 Class AA Pass Through Trust, 3.200%, 12/15/2029 | 5,985,208 | 0.1 | |||||||||||
2,387,894 | American Airlines 2017-1 Class AA Pass Through Trust, 3.650%, 08/15/2030 | 2,333,780 | 0.0 | |||||||||||
2,851,000 | American Airlines 2017-2 Class AA Pass Through Trust, 3.350%, 04/15/2031 | 2,727,642 | 0.0 | |||||||||||
1,830,000 | American Airlines 2017-2 Class B Pass Through Trust, 3.700%, 04/15/2027 | 1,767,843 | 0.0 | |||||||||||
4,205,000 | (1) | BMW US Capital LLC, 3.400%, 08/13/2021 | 4,204,737 | 0.1 | ||||||||||
5,340,000 | (1) | BMW US Capital LLC, 3.450%, 04/12/2023 | 5,294,296 | 0.1 | ||||||||||
1,428,892 | (1) | British Airways 2018-1 Class A Pass Through Trust, 4.125%, 03/20/2033 | 1,414,932 | 0.0 | ||||||||||
4,400,000 | (1) | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | 4,202,000 | 0.1 | ||||||||||
1,036,621 | Continental Airlines 2012-1 Class A Pass Through Trust, 4.150%, 10/11/2025 | 1,046,987 | 0.0 | |||||||||||
4,574,519 | Continental Airlines 2012-2 Class B Pass Through Trust, 5.500%, 04/29/2022 | 4,671,384 | 0.1 | |||||||||||
6,659,000 | (1) | Daimler Finance North America LLC, 2.300%, 02/12/2021 | 6,487,204 | 0.1 | ||||||||||
230,000 | (1) | Dana Financing Luxembourg Sarl, 5.750%, 04/15/2025 | 226,481 | 0.0 |
3,000,000 | (1) | Dana Financing Luxembourg Sarl, 6.500%, 06/01/2026 | 3,064,650 | 0.0 | ||||||||||
1,125,000 | Dana, Inc., 5.500%, 12/15/2024 | 1,118,250 | 0.0 | |||||||||||
3,184,556 | Delta Air Lines 2002-1 Class G-1 Pass Through Trust, 6.718%, 07/02/2024 | 3,419,417 | 0.1 | |||||||||||
1,547,084 | Delta Air Lines 2015-1 Class AA Pass Through Trust, 3.625%, 01/30/2029 | 1,536,008 | 0.0 | |||||||||||
10,010,000 | Delta Air Lines, Inc., 3.800%, 04/19/2023 | 9,814,633 | 0.2 | |||||||||||
4,690,000 | Delta Air Lines, Inc., 4.375%, 04/19/2028 | 4,536,932 | 0.1 | |||||||||||
3,970,000 | DR Horton, Inc., 4.750%, 02/15/2023 | 4,069,764 | 0.1 | |||||||||||
756,000 | Ford Motor Co., 5.291%, 12/08/2046 | 674,717 | 0.0 | |||||||||||
1,642,000 | Ford Motor Credit Co. LLC, 3.664%, 09/08/2024 | 1,537,594 | 0.0 | |||||||||||
3,266,000 | Ford Motor Credit Co. LLC, 4.134%, 08/04/2025 | 3,088,942 | 0.1 | |||||||||||
2,200,000 | (2) | General Motors Co., 5.400%, 04/01/2048 | 2,057,801 | 0.0 | ||||||||||
2,674,000 | General Motors Financial Co., Inc., 2.650%, 04/13/2020 | 2,647,081 | 0.0 | |||||||||||
1,645,000 | General Motors Financial Co., Inc., 3.950%, 04/13/2024 | 1,603,632 | 0.0 | |||||||||||
3,665,000 | General Motors Financial Co., Inc., 4.150%, 06/19/2023 | 3,657,524 | 0.1 | |||||||||||
1,732,000 | General Motors Financial Co., Inc., 4.350%, 01/17/2027 | 1,656,853 | 0.0 | |||||||||||
4,215,000 | (1) | Hilton Domestic Operating Co., Inc., 5.125%, 05/01/2026 | 4,209,731 | 0.1 | ||||||||||
4,607,000 | Lennar Corp., 4.750%, 11/29/2027 | 4,451,514 | 0.1 | |||||||||||
3,926,000 | Lowe's Cos, Inc., 3.700%, 04/15/2046 | 3,568,354 | 0.1 | |||||||||||
4,390,000 | MGM Resorts International, 4.625%, 09/01/2026 | 4,114,308 | 0.1 | |||||||||||
5,030,000 | (1) | Nissan Motor Acceptance Corp., 2.600%, 09/28/2022 | 4,813,939 | 0.1 | ||||||||||
3,795,000 | (1) | Nissan Motor Acceptance Corp., 3.650%, 09/21/2021 | 3,806,028 | 0.1 | ||||||||||
1,760,000 | Nordstrom, Inc., 5.000%, 01/15/2044 | 1,626,240 | 0.0 | |||||||||||
2,780,000 | O'Reilly Automotive, Inc., 3.600%, 09/01/2027 | 2,640,747 | 0.0 | |||||||||||
4,240,000 | (1) | Six Flags Entertainment Corp., 5.500%, 04/15/2027 | 4,208,200 | 0.1 | ||||||||||
2,330,000 | Southwest Airlines Co., 3.450%, 11/16/2027 | 2,204,988 | 0.0 | |||||||||||
1,923,150 | Spirit Airlines Pass Through Trust 2017-1AA, 3.375%, 08/15/2031 | 1,841,481 | 0.0 | |||||||||||
5,660,000 | Toyota Motor Credit Corp., 2.950%, 04/13/2021 | 5,634,580 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
3,000,131 | United Airlines 2013-1 Class B Pass Through Trust, 5.375%, 02/15/2023 | 3,083,836 | 0.0 | |||||||||||
2,557,525 | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/2030 | 2,436,889 | 0.0 | |||||||||||
1,052,894 | United Airlines 2016-1 Class B Pass Through Trust, 3.650%, 07/07/2027 | 1,012,622 | 0.0 | |||||||||||
5,773,264 | United Airlines 2016-2 Class AA Pass Through Trust, 2.875%, 04/07/2030 | 5,386,860 | 0.1 | |||||||||||
1,407,049 | United Airlines 2016-2 Class B Pass Through Trust, 3.650%, 04/07/2027 | 1,350,767 | 0.0 | |||||||||||
1,940,000 | United Airlines 2018-1 Class AA Pass Through Trust, 3.500%, 09/01/2031 | 1,873,895 | 0.0 | |||||||||||
3,793,742 | US Airways 2012-2 Class B Pass Through Trust, 6.750%, 12/03/2022 | 4,006,285 | 0.1 | |||||||||||
6,984,135 | US Airways 2013-1 Class B Pass Through Trust, 5.375%, 05/15/2023 | 7,150,921 | 0.1 | |||||||||||
4,730,000 | (1) | Volkswagen Group of America Finance LLC, 2.400%, 05/22/2020 | 4,651,114 | 0.1 | ||||||||||
4,570,000 | Walmart, Inc., 2.350%, 12/15/2022 | 4,419,607 | 0.1 | |||||||||||
4,228,000 | Walmart, Inc., 3.125%, 06/23/2021 | 4,238,131 | 0.1 | |||||||||||
3,231,000 | Walmart, Inc., 3.400%, 06/26/2023 | 3,243,886 | 0.1 | |||||||||||
4,180,000 | (1) | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp., 5.500%, 03/01/2025 | 4,049,375 | 0.1 | ||||||||||
4,670,000 | (1) | ZF North America Capital, Inc., 4.000%, 04/29/2020 | 4,690,105 | 0.1 | ||||||||||
189,841,250 | 3.2 | |||||||||||||
Consumer, Non-cyclical: 4.6% | ||||||||||||||
2,232,000 | Abbott Laboratories, 2.800%, 09/15/2020 | 2,211,400 | 0.0 | |||||||||||
2,180,000 | Abbott Laboratories, 2.900%, 11/30/2021 | 2,154,444 | 0.0 | |||||||||||
1,800,000 | Abbott Laboratories, 3.750%, 11/30/2026 | 1,797,452 | 0.0 | |||||||||||
2,189,000 | Abbott Laboratories, 4.750%, 11/30/2036 | 2,334,222 | 0.0 | |||||||||||
1,560,000 | Abbott Laboratories, 4.900%, 11/30/2046 | 1,698,543 | 0.0 | |||||||||||
3,414,000 | AbbVie, Inc., 3.200%, 05/14/2026 | 3,183,089 | 0.0 | |||||||||||
3,198,000 | AbbVie, Inc., 3.375%, 11/14/2021 | 3,196,380 | 0.1 | |||||||||||
5,589,000 | AbbVie, Inc., 4.450%, 05/14/2046 | 5,190,938 | 0.1 | |||||||||||
1,849,000 | Aetna, Inc., 2.800%, 06/15/2023 | 1,773,340 | 0.0 | |||||||||||
1,764,000 | Aetna, Inc., 4.500%, 05/15/2042 | 1,699,863 | 0.0 | |||||||||||
1,697,000 | Altria Group, Inc., 4.250%, 08/09/2042 | 1,575,688 | 0.0 | |||||||||||
7,850,000 | AmerisourceBergen Corp., 3.450%, 12/15/2027 | 7,335,729 | 0.1 | |||||||||||
3,470,000 | Amgen, Inc., 2.125%, 05/01/2020 | 3,416,793 | 0.1 |
4,589,000 | Anheuser-Busch InBev Finance, Inc., 4.700%, 02/01/2036 | 4,602,947 | 0.1 | |||||||||||
9,613,000 | Anheuser-Busch InBev Finance, Inc., 4.900%, 02/01/2046 | 9,669,449 | 0.2 | |||||||||||
1,960,000 | Anheuser-Busch InBev Worldwide, Inc., 4.439%, 10/06/2048 | 1,844,047 | 0.0 | |||||||||||
4,159,000 | Anthem, Inc., 5.100%, 01/15/2044 | 4,319,881 | 0.1 | |||||||||||
6,220,000 | AstraZeneca PLC, 2.375%, 11/16/2020 | 6,135,274 | 0.1 | |||||||||||
3,580,000 | (1) | BAT Capital Corp., 3.222%, 08/15/2024 | 3,415,800 | 0.1 | ||||||||||
5,270,000 | (1) | BAT International Finance PLC, 2.750%, 06/15/2020 | 5,216,999 | 0.1 | ||||||||||
4,220,000 | Becton Dickinson and Co., 2.894%, 06/06/2022 | 4,105,799 | 0.1 | |||||||||||
3,032,000 | Becton Dickinson and Co., 3.700%, 06/06/2027 | 2,903,987 | 0.0 | |||||||||||
4,470,000 | (1) | Brink's Co/The, 4.625%, 10/15/2027 | 4,134,750 | 0.1 | ||||||||||
3,870,000 | Bunge Ltd. Finance Corp., 4.350%, 03/15/2024 | 3,835,284 | 0.1 | |||||||||||
2,940,000 | Campbell Soup Co., 3.650%, 03/15/2023 | 2,885,878 | 0.0 | |||||||||||
3,470,000 | Cardinal Health, Inc., 2.616%, 06/15/2022 | 3,320,529 | 0.1 | |||||||||||
7,495,000 | Celgene Corp., 4.550%, 02/20/2048 | 6,990,538 | 0.1 | |||||||||||
7,680,000 | CVS Health Corp., 3.125%, 03/09/2020 | 7,683,139 | 0.1 | |||||||||||
5,120,000 | CVS Health Corp., 3.700%, 03/09/2023 | 5,102,268 | 0.1 | |||||||||||
5,390,000 | CVS Health Corp., 4.100%, 03/25/2025 | 5,380,836 | 0.1 | |||||||||||
2,603,000 | CVS Health Corp., 4.300%, 03/25/2028 | 2,582,282 | 0.0 | |||||||||||
5,579,000 | CVS Health Corp., 5.050%, 03/25/2048 | 5,721,605 | 0.1 | |||||||||||
3,460,000 | General Mills, Inc., 3.700%, 10/17/2023 | 3,442,192 | 0.1 | |||||||||||
5,340,000 | General Mills, Inc., 4.000%, 04/17/2025 | 5,291,065 | 0.1 | |||||||||||
18,370,000 | (1) | Halfmoon Parent, Inc., 3.200%, 09/17/2020 | 18,308,991 | 0.3 | ||||||||||
2,190,000 | HCA, Inc., 5.500%, 06/15/2047 | 2,225,587 | 0.0 | |||||||||||
2,190,000 | HCA, Inc., 5.875%, 02/15/2026 | 2,285,812 | 0.0 | |||||||||||
1,153,000 | Humana, Inc., 3.150%, 12/01/2022 | 1,129,384 | 0.0 | |||||||||||
3,430,000 | (1) | Imperial Brands Finance PLC, 2.950%, 07/21/2020 | 3,397,725 | 0.1 | ||||||||||
2,290,000 | (1) | Imperial Brands Finance PLC, 3.750%, 07/21/2022 | 2,281,321 | 0.0 | ||||||||||
4,565,000 | (1) | JBS USA LUX SA / JBS USA Finance, Inc., 5.750%, 06/15/2025 | 4,462,287 | 0.1 | ||||||||||
1,140,000 | Johnson & Johnson, 4.375%, 12/05/2033 | 1,216,365 | 0.0 | |||||||||||
4,200,000 | (1) | Keurig Dr Pepper, Inc., 4.057%, 05/25/2023 | 4,209,587 | 0.1 | ||||||||||
289,000 | (1) | Keurig Dr Pepper, Inc., 4.417%, 05/25/2025 | 290,541 | 0.0 | ||||||||||
3,786,000 | Kraft Heinz Foods Co., 4.375%, 06/01/2046 | 3,351,121 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
5,635,000 | (1) | Kraft Heinz Foods Co., 4.875%, 02/15/2025 | 5,731,473 | 0.1 | ||||||||||
3,983,000 | Kroger Co/The, 4.450%, 02/01/2047 | 3,677,836 | 0.1 | |||||||||||
5,844,000 | (2) | Kroger Co/The, 4.650%, 01/15/2048 | 5,519,943 | 0.1 | ||||||||||
1,025,000 | Kroger Co/The, 5.150%, 08/01/2043 | 1,021,498 | 0.0 | |||||||||||
1,155,000 | Medtronic, Inc., 3.625%, 03/15/2024 | 1,161,158 | 0.0 | |||||||||||
2,074,000 | Medtronic, Inc., 4.375%, 03/15/2035 | 2,146,053 | 0.0 | |||||||||||
1,658,000 | Medtronic, Inc., 4.625%, 03/15/2045 | 1,757,200 | 0.0 | |||||||||||
1,690,000 | Mylan NV, 3.750%, 12/15/2020 | 1,691,971 | 0.0 | |||||||||||
989,000 | Mylan NV, 3.950%, 06/15/2026 | 937,102 | 0.0 | |||||||||||
4,375,000 | Novartis Capital Corp., 4.400%, 04/24/2020 | 4,471,482 | 0.1 | |||||||||||
1,722,000 | PepsiCo, Inc., 4.450%, 04/14/2046 | 1,816,540 | 0.0 | |||||||||||
3,795,000 | Pfizer, Inc., 3.200%, 09/15/2023 | 3,765,323 | 0.1 | |||||||||||
2,689,000 | Philip Morris International, Inc., 4.250%, 11/10/2044 | 2,540,847 | 0.0 | |||||||||||
4,335,000 | (1) | Post Holdings, Inc., 5.000%, 08/15/2026 | 4,115,215 | 0.1 | ||||||||||
3,071,000 | Reynolds American, Inc., 5.850%, 08/15/2045 | 3,346,838 | 0.1 | |||||||||||
4,825,000 | (1) | Seven & i Holdings Co. Ltd., 3.350%, 09/17/2021 | 4,827,988 | 0.1 | ||||||||||
3,698,000 | Shire Acquisitions Investments Ireland DAC, 2.400%, 09/23/2021 | 3,575,357 | 0.1 | |||||||||||
2,270,000 | Teleflex, Inc., 4.625%, 11/15/2027 | 2,165,012 | 0.0 | |||||||||||
4,735,000 | Teva Pharmaceutical Finance Netherlands III BV, 2.800%, 07/21/2023 | 4,220,069 | 0.1 | |||||||||||
3,380,000 | Thermo Fisher Scientific, Inc., 3.150%, 01/15/2023 | 3,306,040 | 0.1 | |||||||||||
9,510,000 | Unilever Capital Corp., 3.000%, 03/07/2022 | 9,419,242 | 0.2 | |||||||||||
13,215,000 | Unilever Capital Corp., 3.250%, 03/07/2024 | 13,016,020 | 0.2 | |||||||||||
4,320,000 | United Rentals North America, Inc., 4.875%, 01/15/2028 | 4,060,800 | 0.1 | |||||||||||
2,137,000 | UnitedHealth Group, Inc., 2.700%, 07/15/2020 | 2,124,041 | 0.0 | |||||||||||
3,310,000 | UnitedHealth Group, Inc., 4.200%, 01/15/2047 | 3,295,171 | 0.1 | |||||||||||
3,000,000 | (1) | Universal Health Services, Inc., 4.750%, 08/01/2022 | 3,022,500 | 0.0 | ||||||||||
1,790,000 | (1) | Wm Wrigley Jr Co., 2.400%, 10/21/2018 | 1,789,856 | 0.0 | ||||||||||
277,833,726 | 4.6 | |||||||||||||
Energy: 3.7% | ||||||||||||||
1,020,000 | Andeavor Logistics L.P. / Tesoro Logistics Finance Corp., 5.250%, 01/15/2025 | 1,045,939 | 0.0 | |||||||||||
2,285,000 | Apache Corp., 4.250%, 01/15/2044 | 2,042,172 | 0.0 | |||||||||||
4,713,000 | Apache Corp., 5.250%, 02/01/2042 | 4,747,238 | 0.1 |
5,856,000 | BP Capital Markets PLC, 3.224%, 04/14/2024 | 5,727,351 | 0.1 | |||||||||||
4,000,000 | Cenovus Energy, Inc., 3.800%, 09/15/2023 | 3,919,389 | 0.1 | |||||||||||
1,575,000 | Cenovus Energy, Inc., 5.400%, 06/15/2047 | 1,590,231 | 0.0 | |||||||||||
856,000 | Cimarex Energy Co., 3.900%, 05/15/2027 | 818,283 | 0.0 | |||||||||||
5,090,000 | Cimarex Energy Co., 4.375%, 06/01/2024 | 5,139,099 | 0.1 | |||||||||||
3,660,000 | Continental Resources, Inc./OK, 3.800%, 06/01/2024 | 3,592,652 | 0.1 | |||||||||||
5,565,000 | Continental Resources, Inc./OK, 4.375%, 01/15/2028 | 5,530,541 | 0.1 | |||||||||||
7,100,000 | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | 6,764,692 | 0.1 | |||||||||||
400,000 | (1) | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | 381,109 | 0.0 | ||||||||||
1,523,000 | Enbridge Energy Partners L.P., 9.875%, 03/01/2019 | 1,563,631 | 0.0 | |||||||||||
5,395,000 | (3) | Enbridge, Inc., 6.250%, 03/01/2078 | 5,223,791 | 0.1 | ||||||||||
1,263,000 | Energy Transfer Partners L.P. / Regency Energy Finance Corp., 4.500%, 11/01/2023 | 1,282,296 | 0.0 | |||||||||||
1,217,000 | Energy Transfer Partners L.P., 4.650%, 06/01/2021 | 1,246,945 | 0.0 | |||||||||||
9,457,000 | Energy Transfer Partners L.P., 5.300%, 04/15/2047 | 9,181,704 | 0.2 | |||||||||||
1,244,000 | Energy Transfer Partners L.P., 9.700%, 03/15/2019 | 1,283,373 | 0.0 | |||||||||||
1,374,000 | Enterprise Products Operating LLC, 3.750%, 02/15/2025 | 1,373,176 | 0.0 | |||||||||||
3,800,000 | (3) | Enterprise Products Operating LLC, 4.875%, 08/16/2077 | 3,620,614 | 0.1 | ||||||||||
2,185,000 | Enterprise Products Operating LLC, 4.900%, 05/15/2046 | 2,264,813 | 0.0 | |||||||||||
202,000 | (3) | Enterprise Products Operating LLC, 5.375%, 02/15/2078 | 187,573 | 0.0 | ||||||||||
6,645,000 | EOG Resources, Inc., 2.625%, 03/15/2023 | 6,408,625 | 0.1 | |||||||||||
2,338,000 | Exxon Mobil Corp., 2.726%, 03/01/2023 | 2,289,967 | 0.0 | |||||||||||
8,243,000 | Halliburton Co., 3.500%, 08/01/2023 | 8,219,939 | 0.1 | |||||||||||
2,655,000 | (1) | Hess Infrastructure Partners L.P. / Hess Infrastructure Partners Finance Corp., 5.625%, 02/15/2026 | 2,694,825 | 0.0 | ||||||||||
3,145,000 | (1),(2) | Jonah Energy LLC / Jonah Energy Finance Corp., 7.250%, 10/15/2025 | 2,421,650 | 0.0 | ||||||||||
850,000 | KazMunayGas National Co. JSC, 4.750%, 04/19/2027 | 853,987 | 0.0 | |||||||||||
4,925,000 | KazMunayGas National Co. JSC, 4.750%, 04/19/2027 | 4,948,098 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
2,650,000 | KazMunayGas National Co. JSC, 5.375%, 04/24/2030 | 2,701,145 | 0.0 | |||||||||||
4,225,000 | (1) | KazMunayGas National Co. JSC, 5.375%, 04/24/2030 | 4,306,543 | 0.1 | ||||||||||
1,295,000 | Kinder Morgan Energy Partners L.P., 4.250%, 09/01/2024 | 1,306,487 | 0.0 | |||||||||||
638,000 | Kinder Morgan Energy Partners L.P., 4.300%, 05/01/2024 | 644,736 | 0.0 | |||||||||||
1,947,000 | Kinder Morgan Energy Partners L.P., 5.400%, 09/01/2044 | 2,002,753 | 0.0 | |||||||||||
2,235,000 | Kinder Morgan, Inc./DE, 5.550%, 06/01/2045 | 2,367,398 | 0.0 | |||||||||||
1,443,000 | Marathon Petroleum Corp., 5.000%, 09/15/2054 | 1,372,454 | 0.0 | |||||||||||
6,904,000 | MPLX L.P., 4.125%, 03/01/2027 | 6,733,316 | 0.1 | |||||||||||
4,285,000 | Murphy Oil Corp., 5.750%, 08/15/2025 | 4,363,857 | 0.1 | |||||||||||
555,000 | Noble Energy, Inc., 3.850%, 01/15/2028 | 524,997 | 0.0 | |||||||||||
3,439,000 | Occidental Petroleum Corp., 3.500%, 06/15/2025 | 3,413,924 | 0.1 | |||||||||||
3,595,000 | Occidental Petroleum Corp., 4.625%, 06/15/2045 | 3,737,812 | 0.1 | |||||||||||
3,660,000 | ONEOK Partners L.P., 3.375%, 10/01/2022 | 3,607,186 | 0.1 | |||||||||||
2,018,000 | ONEOK, Inc., 6.000%, 06/15/2035 | 2,202,400 | 0.0 | |||||||||||
400,000 | Pertamina Persero PT, 4.300%, 05/20/2023 | 397,342 | 0.0 | |||||||||||
750,000 | Pertamina Persero PT, 5.625%, 05/20/2043 | 741,793 | 0.0 | |||||||||||
2,950,000 | Petrobras Global Finance BV, 5.750%, 02/01/2029 | 2,640,988 | 0.0 | |||||||||||
4,750,000 | Petroleos del Peru SA, 4.750%, 06/19/2032 | 4,615,575 | 0.1 | |||||||||||
4,000,000 | (1) | Petroleos del Peru SA, 4.750%, 06/19/2032 | 3,886,800 | 0.1 | ||||||||||
9,075,000 | Petroleos Mexicanos, 6.500%, 03/13/2027 | 9,292,800 | 0.2 | |||||||||||
4,550,000 | Petroleos Mexicanos, 6.875%, 08/04/2026 | 4,811,170 | 0.1 | |||||||||||
586,667 | Petroleum Co. of Trinidad & Tobago Ltd., 6.000%, 05/08/2022 | 524,733 | 0.0 | |||||||||||
2,988,000 | Phillips 66 Partners L.P., 3.550%, 10/01/2026 | 2,821,797 | 0.1 | |||||||||||
4,280,000 | Schlumberger Investment SA, 3.650%, 12/01/2023 | 4,315,728 | 0.1 | |||||||||||
1,508,000 | (1) | Schlumberger Norge AS, 4.200%, 01/15/2021 | 1,531,162 | 0.0 | ||||||||||
1,656,000 | (1) | Schlumberger Oilfield UK PLC, 4.200%, 01/15/2021 | 1,681,155 | 0.0 | ||||||||||
4,235,000 | Shell International Finance BV, 3.250%, 05/11/2025 | 4,156,789 | 0.1 | |||||||||||
4,432,000 | Shell International Finance BV, 4.000%, 05/10/2046 | 4,340,643 | 0.1 | |||||||||||
2,253,000 | Shell International Finance BV, 4.375%, 05/11/2045 | 2,341,619 | 0.0 |
3,855,000 | Summit Midstream Holdings LLC / Summit Midstream Finance Corp., 5.750%, 04/15/2025 | 3,729,713 | 0.1 | |||||||||||
4,242,000 | Sunoco Logistics Partners Operations L.P., 4.000%, 10/01/2027 | 4,033,003 | 0.1 | |||||||||||
937,000 | Sunoco Logistics Partners Operations L.P., 4.250%, 04/01/2024 | 935,627 | 0.0 | |||||||||||
1,003,000 | Sunoco Logistics Partners Operations L.P., 5.350%, 05/15/2045 | 979,965 | 0.0 | |||||||||||
4,220,000 | (1) | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | 4,267,475 | 0.1 | ||||||||||
4,143,000 | Total Capital Canada Ltd., 2.750%, 07/15/2023 | 4,013,656 | 0.1 | |||||||||||
3,517,000 | Western Gas Partners L.P., 4.000%, 07/01/2022 | 3,504,039 | 0.1 | |||||||||||
1,370,000 | Western Gas Partners L.P., 5.375%, 06/01/2021 | 1,416,765 | 0.0 | |||||||||||
4,092,000 | Williams Partners L.P., 3.600%, 03/15/2022 | 4,070,576 | 0.1 | |||||||||||
419,000 | Williams Partners L.P., 3.750%, 06/15/2027 | 400,578 | 0.0 | |||||||||||
4,375,000 | Williams Partners L.P., 4.000%, 09/15/2025 | 4,309,378 | 0.1 | |||||||||||
2,180,000 | Williams Partners L.P., 4.500%, 11/15/2023 | 2,222,153 | 0.0 | |||||||||||
3,324,000 | Williams Partners L.P., 5.400%, 03/04/2044 | 3,441,981 | 0.1 | |||||||||||
221,073,714 | 3.7 | |||||||||||||
Financial: 10.7% | ||||||||||||||
4,980,000 | American International Group, Inc., 3.375%, 08/15/2020 | 4,985,114 | 0.1 | |||||||||||
3,329,000 | American International Group, Inc., 4.500%, 07/16/2044 | 3,131,790 | 0.1 | |||||||||||
2,495,000 | American International Group, Inc., 6.400%, 12/15/2020 | 2,655,797 | 0.0 | |||||||||||
3,975,000 | Air Lease Corp., 3.500%, 01/15/2022 | 3,948,431 | 0.1 | |||||||||||
7,430,000 | American Express Co., 3.700%, 08/03/2023 | 7,398,354 | 0.1 | |||||||||||
1,373,000 | Aon PLC, 4.750%, 05/15/2045 | 1,376,652 | 0.0 | |||||||||||
1,811,000 | Arch Capital Finance LLC, 5.031%, 12/15/2046 | 1,896,617 | 0.0 | |||||||||||
2,140,000 | Arch Capital Group Ltd., 7.350%, 05/01/2034 | 2,735,304 | 0.0 | |||||||||||
5,402,000 | Assurant, Inc., 4.900%, 03/27/2028 | 5,396,066 | 0.1 | |||||||||||
3,849,000 | Athene Holding Ltd., 4.125%, 01/12/2028 | 3,601,013 | 0.1 | |||||||||||
4,140,000 | Australia & New Zealand Banking Group Ltd/New York NY, 2.250%, 11/09/2020 | 4,052,789 | 0.1 | |||||||||||
400,000 | (1) | Banco de Reservas de la Republica Dominicana, 7.000%, 02/01/2023 | 408,000 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
764,000 | Banco Nacional de Comercio Exterior SNC/Cayman Islands, 4.375%, 10/14/2025 | 754,450 | 0.0 | |||||||||||
375,000 | Banco Nacional de Desenvolvimento Economico e Social, 5.750%, 09/26/2023 | 384,375 | 0.0 | |||||||||||
4,600,000 | Banco Santander SA, 3.125%, 02/23/2023 | 4,369,187 | 0.1 | |||||||||||
6,000,000 | (3) | Bank of America Corp., 3.419%, 12/20/2028 | 5,634,440 | 0.1 | ||||||||||
11,041,000 | (3) | Bank of America Corp., 3.499%, 05/17/2022 | 11,038,292 | 0.2 | ||||||||||
3,620,000 | (3) | Bank of America Corp., 3.550%, 03/05/2024 | 3,579,738 | 0.1 | ||||||||||
2,470,000 | (3) | Bank of America Corp., 3.593%, 07/21/2028 | 2,356,068 | 0.0 | ||||||||||
1,941,000 | Bank of America Corp., 3.950%, 04/21/2025 | 1,901,253 | 0.0 | |||||||||||
9,581,000 | Bank of America Corp., 4.183%, 11/25/2027 | 9,363,037 | 0.2 | |||||||||||
4,495,000 | Bank of America Corp., 4.250%, 10/22/2026 | 4,445,891 | 0.1 | |||||||||||
8,500,000 | (3) | Bank of America Corp., 4.271%, 07/23/2029 | 8,492,115 | 0.1 | ||||||||||
6,080,000 | Bank of Montreal, 3.100%, 07/13/2020 | 6,086,173 | 0.1 | |||||||||||
5,660,000 | Bank of Montreal, 3.100%, 04/13/2021 | 5,635,719 | 0.1 | |||||||||||
5,594,000 | (3) | Bank of Montreal, 3.803%, 12/15/2032 | 5,233,690 | 0.1 | ||||||||||
3,955,000 | Bank of New York Mellon Corp./The, 2.950%, 01/29/2023 | 3,859,450 | 0.1 | |||||||||||
4,310,000 | Bank of Nova Scotia/The, 2.450%, 03/22/2021 | 4,221,837 | 0.1 | |||||||||||
7,130,000 | Bank of Nova Scotia/The, 3.125%, 04/20/2021 | 7,095,425 | 0.1 | |||||||||||
3,962,000 | Bank of Nova Scotia, 4.500%, 12/16/2025 | 3,968,047 | 0.1 | |||||||||||
2,980,000 | (1) | Barclays Bank PLC, 10.179%, 06/12/2021 | 3,396,582 | 0.1 | ||||||||||
8,924,000 | (1) | BNP Paribas SA, 3.500%, 03/01/2023 | 8,711,638 | 0.1 | ||||||||||
1,333,000 | BPCE SA, 2.500%, 12/10/2018 | 1,333,204 | 0.0 | |||||||||||
2,094,000 | (1) | BPCE SA, 5.150%, 07/21/2024 | 2,131,850 | 0.0 | ||||||||||
7,020,000 | (1) | BPCE SA, 5.700%, 10/22/2023 | 7,327,069 | 0.1 | ||||||||||
5,310,000 | Citibank NA, 3.400%, 07/23/2021 | 5,310,618 | 0.1 | |||||||||||
5,170,000 | (3) | Citigroup, Inc., 2.876%, 07/24/2023 | 5,004,940 | 0.1 | ||||||||||
4,915,000 | Citigroup, Inc., 5.500%, 09/13/2025 | 5,241,300 | 0.1 | |||||||||||
1,147,000 | (1) | Citizens Financial Group, Inc., 4.150%, 09/28/2022 | 1,142,075 | 0.0 | ||||||||||
202,000 | CME Group, Inc., 4.150%, 06/15/2048 | 201,902 | 0.0 | |||||||||||
2,984,000 | (1) | Commerzbank AG, 8.125%, 09/19/2023 | 3,405,724 | 0.1 | ||||||||||
1,872,000 | (1),(3) | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 11.000%, 12/31/2199 | 1,982,916 | 0.0 |
6,300,000 | Cooperatieve Rabobank UA, 4.375%, 08/04/2025 | 6,245,113 | 0.1 | |||||||||||
1,500,000 | Cooperatieve Rabobank UA, 4.625%, 12/01/2023 | 1,524,245 | 0.0 | |||||||||||
5,500,000 | Corp Financiera de Desarrollo SA, 4.750%, 07/15/2025 | 5,561,875 | 0.1 | |||||||||||
4,330,000 | (1) | Credit Agricole SA/London, 2.375%, 07/01/2021 | 4,201,788 | 0.1 | ||||||||||
6,068,000 | (1) | Credit Suisse AG, 6.500%, 08/08/2023 | 6,493,318 | 0.1 | ||||||||||
4,759,000 | (1) | Credit Suisse Group AG, 3.574%, 01/09/2023 | 4,667,431 | 0.1 | ||||||||||
1,170,000 | (1),(3) | Credit Suisse Group AG, 3.869%, 01/12/2029 | 1,102,824 | 0.0 | ||||||||||
1,441,000 | (1) | Credit Suisse Group AG, 4.282%, 01/09/2028 | 1,402,291 | 0.0 | ||||||||||
2,470,000 | Credit Suisse Group Funding Guernsey Ltd., 3.450%, 04/16/2021 | 2,461,333 | 0.0 | |||||||||||
3,190,000 | Credit Suisse Group Funding Guernsey Ltd., 3.800%, 09/15/2022 | 3,174,945 | 0.1 | |||||||||||
8,650,000 | (1) | Danske Bank A/S, 2.800%, 03/10/2021 | 8,443,000 | 0.1 | ||||||||||
805,000 | Discover Financial Services, 3.850%, 11/21/2022 | 796,469 | 0.0 | |||||||||||
4,245,000 | (1) | ESH Hospitality, Inc., 5.250%, 05/01/2025 | 4,128,263 | 0.1 | ||||||||||
2,862,000 | Essex Portfolio L.P., 3.250%, 05/01/2023 | 2,785,987 | 0.0 | |||||||||||
5,500,000 | (1) | Fairfax Financial Holdings Ltd., 4.850%, 04/17/2028 | 5,445,317 | 0.1 | ||||||||||
13,105,000 | (1) | Federation des Caisses Desjardins du Quebec, 2.250%, 10/30/2020 | 12,821,126 | 0.2 | ||||||||||
11,234,000 | First Tennessee Bank NA, 2.950%, 12/01/2019 | 11,205,432 | 0.2 | |||||||||||
750,000 | Fondo MIVIVIENDA SA, 3.500%, 01/31/2023 | 729,375 | 0.0 | |||||||||||
1,516,000 | GE Capital International Funding Co. Unlimited Co., 2.342%, 11/15/2020 | 1,481,698 | 0.0 | |||||||||||
1,989,000 | GE Capital International Funding Co. Unlimited Co., 4.418%, 11/15/2035 | 1,867,502 | 0.0 | |||||||||||
2,426,000 | Goldman Sachs Group, Inc./The, 2.625%, 04/25/2021 | 2,377,316 | 0.0 | |||||||||||
3,683,000 | Goldman Sachs Group, Inc., 2.600%, 04/23/2020 | 3,650,571 | 0.1 | |||||||||||
5,493,000 | Goldman Sachs Group, Inc., 4.250%, 10/21/2025 | 5,445,268 | 0.1 | |||||||||||
1,680,000 | Goldman Sachs Group, Inc., 5.150%, 05/22/2045 | 1,715,683 | 0.0 | |||||||||||
1,101,000 | Goldman Sachs Group, Inc., 6.750%, 10/01/2037 | 1,325,128 | 0.0 | |||||||||||
1,831,000 | (1) | Guardian Life Insurance Co. of America/The, 4.850%, 01/24/2077 | 1,796,782 | 0.0 | ||||||||||
6,791,000 | (1) | HSBC Bank PLC, 4.125%, 08/12/2020 | 6,898,669 | 0.1 | ||||||||||
12,923,000 | HSBC Holdings PLC, 3.400%, 03/08/2021 | 12,895,673 | 0.2 | |||||||||||
4,000,000 | (3) | HSBC Holdings PLC, 3.950%, 05/18/2024 | 3,975,358 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
2,238,000 | (3) | HSBC Holdings PLC, 4.041%, 03/13/2028 | 2,156,970 | 0.0 | ||||||||||
2,320,000 | (3) | HSBC Holdings PLC, 4.583%, 06/19/2029 | 2,325,303 | 0.0 | ||||||||||
4,831,000 | (3) | HSBC Holdings PLC, 6.000%, 12/31/2199 | 4,646,214 | 0.1 | ||||||||||
2,010,000 | (1) | ING Bank NV, 2.000%, 11/26/2018 | 2,008,382 | 0.0 | ||||||||||
4,055,000 | Jefferies Group LLC / Jefferies Group Capital Finance, Inc., 4.150%, 01/23/2030 | 3,649,297 | 0.1 | |||||||||||
3,604,000 | JPMorgan Chase & Co., 2.550%, 10/29/2020 | 3,553,850 | 0.1 | |||||||||||
3,320,000 | (3) | JPMorgan Chase & Co., 3.509%, 01/23/2029 | 3,146,658 | 0.1 | ||||||||||
11,040,000 | (3) | JPMorgan Chase & Co., 3.514%, 06/18/2022 | 11,054,895 | 0.2 | ||||||||||
7,890,000 | (3) | JPMorgan Chase & Co., 3.559%, 04/23/2024 | 7,810,927 | 0.1 | ||||||||||
4,270,000 | (3) | JPMorgan Chase & Co., 3.797%, 07/23/2024 | 4,269,431 | 0.1 | ||||||||||
3,700,000 | JPMorgan Chase & Co., 3.875%, 09/10/2024 | 3,666,415 | 0.1 | |||||||||||
6,919,000 | (3) | JPMorgan Chase & Co., 3.882%, 07/24/2038 | 6,474,749 | 0.1 | ||||||||||
8,123,000 | (3) | JPMorgan Chase & Co., 3.897%, 01/23/2049 | 7,401,426 | 0.1 | ||||||||||
2,400,000 | (3) | JPMorgan Chase & Co., 4.032%, 07/24/2048 | 2,232,924 | 0.0 | ||||||||||
1,950,000 | KeyBank NA/Cleveland OH, 3.180%, 10/15/2027 | 1,922,608 | 0.0 | |||||||||||
2,990,000 | Kilroy Realty L.P., 3.450%, 12/15/2024 | 2,862,653 | 0.0 | |||||||||||
3,229,000 | Kite Realty Group L.P., 4.000%, 10/01/2026 | 2,906,943 | 0.0 | |||||||||||
5,810,000 | (3) | Lloyds Banking Group PLC, 2.907%, 11/07/2023 | 5,547,181 | 0.1 | ||||||||||
9,620,000 | (1),(3) | Macquarie Group Ltd, 3.189%, 11/28/2023 | 9,254,738 | 0.2 | ||||||||||
17,005,000 | Mitsubishi UFJ Financial Group, Inc., 3.761%, 07/26/2023 | 16,925,401 | 0.3 | |||||||||||
5,500,000 | Mizuho Financial Group Cayman 2 Ltd., 4.200%, 07/18/2022 | 5,505,225 | 0.1 | |||||||||||
5,080,000 | (1) | Mizuho Financial Group, Inc., 2.632%, 04/12/2021 | 4,957,055 | 0.1 | ||||||||||
5,550,000 | (3) | Mizuho Financial Group, Inc., 3.922%, 09/11/2024 | 5,518,815 | 0.1 | ||||||||||
6,933,000 | Morgan Stanley, 2.750%, 05/19/2022 | 6,728,037 | 0.1 | |||||||||||
3,840,000 | Morgan Stanley, 3.700%, 10/23/2024 | 3,782,706 | 0.1 | |||||||||||
3,210,000 | Morgan Stanley, 3.875%, 04/29/2024 | 3,196,834 | 0.1 | |||||||||||
1,772,000 | Morgan Stanley, 3.950%, 04/23/2027 | 1,702,812 | 0.0 | |||||||||||
5,524,000 | Morgan Stanley, 4.000%, 07/23/2025 | 5,507,888 | 0.1 | |||||||||||
2,439,000 | (3) | Morgan Stanley, 4.457%, 04/22/2039 | 2,424,225 | 0.0 | ||||||||||
4,155,000 | Morgan Stanley, 5.500%, 07/28/2021 | 4,376,245 | 0.1 | |||||||||||
6,990,000 | (1) | Nationwide Building Society, 2.350%, 01/21/2020 | 6,921,877 | 0.1 | ||||||||||
1,345,000 | (1),(3) | Nordea Bank AB, 6.125%, 12/31/2199 | 1,324,825 | 0.0 |
DKK | 10 | Nordea Kredit Realkreditaktieselskab, 6.000%, 07/01/2029 | – | – | ||||||||||
7,860,000 | ORIX Corp., 3.250%, 12/04/2024 | 7,488,195 | 0.1 | |||||||||||
1,580,000 | Piedmont Operating Partnership L.P., 4.450%, 03/15/2024 | 1,582,575 | 0.0 | |||||||||||
7,083,000 | PNC Bank NA, 2.700%, 11/01/2022 | 6,825,802 | 0.1 | |||||||||||
2,000,000 | Power Sector Assets & Liabilities Management Corp., 7.390%, 12/02/2024 | 2,370,354 | 0.0 | |||||||||||
4,630,000 | (1) | Quicken Loans, Inc., 5.250%, 01/15/2028 | 4,317,475 | 0.1 | ||||||||||
1,250,000 | Retail Opportunity Investments Partnership L.P., 5.000%, 12/15/2023 | 1,244,976 | 0.0 | |||||||||||
5,630,000 | Royal Bank of Canada, 2.125%, 03/02/2020 | 5,572,001 | 0.1 | |||||||||||
9,148,000 | Royal Bank of Scotland Group PLC, 3.875%, 09/12/2023 | 8,898,119 | 0.2 | |||||||||||
3,017,000 | (3) | Royal Bank of Scotland Group PLC, 4.519%, 06/25/2024 | 3,011,165 | 0.1 | ||||||||||
3,173,000 | Santander UK PLC, 2.375%, 03/16/2020 | 3,133,940 | 0.1 | |||||||||||
4,118,000 | Senior Housing Properties Trust, 3.250%, 05/01/2019 | 4,116,871 | 0.1 | |||||||||||
4,156,000 | (1) | Societe Generale SA, 2.625%, 09/16/2020 | 4,095,065 | 0.1 | ||||||||||
15,340,000 | (1),(3) | Standard Chartered PLC, 3.885%, 03/15/2024 | 15,000,901 | 0.3 | ||||||||||
8,470,000 | (1),(3) | Standard Chartered PLC, 4.247%, 01/20/2023 | 8,474,099 | 0.1 | ||||||||||
2,217,000 | Sumitomo Mitsui Financial Group, Inc., 2.442%, 10/19/2021 | 2,146,104 | 0.0 | |||||||||||
300,000 | Sumitomo Mitsui Financial Group, Inc., 3.010%, 10/19/2026 | 277,180 | 0.0 | |||||||||||
5,910,000 | (1) | Suncorp-Metway Ltd, 2.375%, 11/09/2020 | 5,762,197 | 0.1 | ||||||||||
7,382,000 | (3) | SunTrust Bank/Atlanta GA, 3.689%, 08/02/2024 | 7,327,751 | 0.1 | ||||||||||
6,033,000 | Synovus Financial Corp., 3.125%, 11/01/2022 | 5,801,755 | 0.1 | |||||||||||
5,530,000 | TD Ameritrade Holding Corp., 2.950%, 04/01/2022 | 5,425,115 | 0.1 | |||||||||||
3,700,000 | Toronto-Dominion Bank/The, 1.900%, 10/24/2019 | 3,662,597 | 0.1 | |||||||||||
5,920,000 | Toronto-Dominion Bank/The, 3.150%, 09/17/2020 | 5,928,780 | 0.1 | |||||||||||
11,700,000 | Toronto-Dominion Bank/The, 3.500%, 07/19/2023 | 11,683,783 | 0.2 | |||||||||||
1,061,000 | (3) | Toronto-Dominion Bank, 3.625%, 09/15/2031 | 997,924 | 0.0 | ||||||||||
2,000,000 | (1) | Turkiye Vakiflar Bankasi TAO, 5.750%, 01/30/2023 | 1,718,890 | 0.0 | ||||||||||
7,760,000 | (1) | UBS AG/London, 2.450%, 12/01/2020 | 7,608,765 | 0.1 | ||||||||||
3,080,000 | UBS AG/Stamford CT, 2.350%, 03/26/2020 | 3,043,666 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
1,470,000 | UBS AG/Stamford CT, 7.625%, 08/17/2022 | 1,641,255 | 0.0 | |||||||||||
3,180,000 | UBS AG, 5.125%, 05/15/2024 | 3,218,503 | 0.1 | |||||||||||
4,644,000 | US Bank NA/Cincinnati OH, 2.602%, (US0003M + 0.290%), 05/21/2021 | 4,652,515 | 0.1 | |||||||||||
9,830,000 | (1) | USAA Capital Corp., 3.000%, 07/01/2020 | 9,790,860 | 0.2 | ||||||||||
4,723,000 | Wells Fargo & Co., 4.125%, 08/15/2023 | 4,777,330 | 0.1 | |||||||||||
3,631,000 | Wells Fargo & Co., 4.750%, 12/07/2046 | 3,619,566 | 0.1 | |||||||||||
4,470,000 | Westpac Banking Corp., 3.650%, 05/15/2023 | 4,475,667 | 0.1 | |||||||||||
2,893,000 | Willis North America, Inc., 3.600%, 05/15/2024 | 2,813,987 | 0.0 | |||||||||||
2,511,000 | XLIT Ltd., 5.500%, 03/31/2045 | 2,659,028 | 0.0 | |||||||||||
2,000,000 | XLIT Ltd., 5.250%, 12/15/2043 | 2,158,722 | 0.0 | |||||||||||
5,650,000 | ZB NA, 3.500%, 08/27/2021 | 5,620,768 | 0.1 | |||||||||||
640,522,467 | 10.7 | |||||||||||||
Industrial: 2.1% | ||||||||||||||
4,325,000 | AECOM, 5.125%, 03/15/2027 | 4,228,120 | 0.1 | |||||||||||
9,620,000 | (1) | Airbus Finance BV, 2.700%, 04/17/2023 | 9,308,944 | 0.2 | ||||||||||
2,020,000 | Amphenol Corp., 3.200%, 04/01/2024 | 1,939,536 | 0.0 | |||||||||||
2,530,000 | (3) | BNSF Funding Trust I, 6.613%, 12/15/2055 | 2,814,625 | 0.0 | ||||||||||
3,728,000 | Burlington Northern Santa Fe LLC, 5.150%, 09/01/2043 | 4,182,825 | 0.1 | |||||||||||
5,615,000 | Caterpillar Financial Services Corp., 3.150%, 09/07/2021 | 5,607,735 | 0.1 | |||||||||||
2,715,000 | CSX Corp., 4.650%, 03/01/2068 | 2,631,696 | 0.0 | |||||||||||
200,000 | Empresa de Transporte de Pasajeros Metro SA, 5.000%, 01/25/2047 | 201,950 | 0.0 | |||||||||||
1,000,000 | (1) | Empresa de Transporte de Pasajeros Metro SA, 5.000%, 01/25/2047 | 1,009,750 | 0.0 | ||||||||||
5,000,000 | FedEx Corp., 4.050%, 02/15/2048 | 4,494,001 | 0.1 | |||||||||||
2,647,000 | FedEx Corp., 4.400%, 01/15/2047 | 2,534,112 | 0.0 | |||||||||||
3,232,000 | General Electric Co., 4.500%, 03/11/2044 | 3,050,659 | 0.0 | |||||||||||
3,588,000 | (3) | General Electric Co., 5.000%, 12/31/2199 | 3,502,336 | 0.1 | ||||||||||
6,810,000 | Illinois Tool Works, Inc., 3.375%, 09/15/2021 | 6,803,922 | 0.1 | |||||||||||
4,717,000 | John Deere Capital Corp., 3.125%, 09/10/2021 | 4,703,644 | 0.1 | |||||||||||
1,615,000 | Mexico City Airport Trust, 4.250%, 10/31/2026 | 1,524,156 | 0.0 | |||||||||||
4,420,000 | Norfolk Southern Corp., 3.650%, 08/01/2025 | 4,395,498 | 0.1 | |||||||||||
434,000 | Northrop Grumman Corp., 2.930%, 01/15/2025 | 412,562 | 0.0 | |||||||||||
4,337,000 | Northrop Grumman Corp., 4.030%, 10/15/2047 | 4,076,049 | 0.1 |
4,310,000 | (1) | Novelis Corp., 5.875%, 09/30/2026 | 4,218,413 | 0.1 | ||||||||||
2,030,000 | (1) | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/2023 | 2,095,975 | 0.0 | ||||||||||
4,045,000 | Packaging Corp. of America, 2.450%, 12/15/2020 | 3,968,286 | 0.1 | |||||||||||
2,335,000 | Rockwell Collins, Inc., 3.200%, 03/15/2024 | 2,255,953 | 0.0 | |||||||||||
4,413,000 | Roper Technologies, Inc., 3.650%, 09/15/2023 | 4,387,959 | 0.1 | |||||||||||
3,590,000 | Ryder System, Inc., 3.500%, 06/01/2021 | 3,588,848 | 0.1 | |||||||||||
3,930,000 | (1) | Siemens Financieringsmaatschappij NV, 2.200%, 03/16/2020 | 3,882,604 | 0.1 | ||||||||||
2,570,000 | (1) | SMBC Aviation Capital Finance DAC, 2.650%, 07/15/2021 | 2,478,314 | 0.0 | ||||||||||
4,245,000 | (1) | Standard Industries, Inc./NJ, 5.000%, 02/15/2027 | 4,006,219 | 0.1 | ||||||||||
7,290,000 | Stanley Black & Decker, Inc., 2.900%, 11/01/2022 | 7,135,818 | 0.1 | |||||||||||
1,000,000 | Transnet SOC Ltd., 4.000%, 07/26/2022 | 939,735 | 0.0 | |||||||||||
3,920,000 | United Parcel Service, Inc., 2.050%, 04/01/2021 | 3,818,296 | 0.1 | |||||||||||
2,690,000 | United Parcel Service, Inc., 2.500%, 04/01/2023 | 2,595,080 | 0.0 | |||||||||||
4,800,000 | United Parcel Service, Inc., 2.800%, 11/15/2024 | 4,609,748 | 0.1 | |||||||||||
6,230,000 | United Technologies Corp., 3.650%, 08/16/2023 | 6,205,885 | 0.1 | |||||||||||
123,609,253 | 2.1 | |||||||||||||
Technology: 1.6% | ||||||||||||||
2,282,000 | Analog Devices, Inc., 3.500%, 12/05/2026 | 2,188,227 | 0.0 | |||||||||||
3,530,000 | Apple, Inc., 2.000%, 11/13/2020 | 3,468,392 | 0.1 | |||||||||||
5,675,000 | Apple, Inc., 2.400%, 01/13/2023 | 5,479,752 | 0.1 | |||||||||||
4,490,000 | Apple, Inc., 3.750%, 09/12/2047 | 4,214,192 | 0.1 | |||||||||||
2,000,000 | Apple, Inc., 3.750%, 11/13/2047 | 1,880,220 | 0.0 | |||||||||||
963,000 | Apple, Inc., 4.450%, 05/06/2044 | 1,012,569 | 0.0 | |||||||||||
6,075,000 | Broadcom Corp. / Broadcom Cayman Finance Ltd., 2.375%, 01/15/2020 | 6,005,608 | 0.1 | |||||||||||
1,608,000 | (1) | Dell International LLC / EMC Corp., 4.420%, 06/15/2021 | 1,632,826 | 0.0 | ||||||||||
7,406,000 | (1) | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | 7,786,883 | 0.1 | ||||||||||
4,880,000 | (1) | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | 5,204,759 | 0.1 | ||||||||||
5,592,000 | Electronic Arts, Inc., 3.700%, 03/01/2021 | 5,639,081 | 0.1 | |||||||||||
4,240,000 | (1) | First Data Corp., 5.750%, 01/15/2024 | 4,309,960 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
2,895,000 | HP, Inc., 4.050%, 09/15/2022 | 2,935,364 | 0.0 | |||||||||||
6,885,000 | HP, Inc., 4.300%, 06/01/2021 | 7,036,635 | 0.1 | |||||||||||
2,289,000 | International Business Machines Corp., 2.875%, 11/09/2022 | 2,241,851 | 0.0 | |||||||||||
4,100,000 | IBM Credit LLC, 3.000%, 02/06/2023 | 4,032,024 | 0.1 | |||||||||||
1,241,000 | KLA-Tencor Corp., 4.125%, 11/01/2021 | 1,261,208 | 0.0 | |||||||||||
4,477,000 | Microsoft Corp., 3.700%, 08/08/2046 | 4,301,358 | 0.1 | |||||||||||
5,345,000 | Microsoft Corp., 4.250%, 02/06/2047 | 5,616,277 | 0.1 | |||||||||||
4,216,000 | Microsoft Corp., 4.450%, 11/03/2045 | 4,525,472 | 0.1 | |||||||||||
4,032,000 | Oracle Corp., 3.850%, 07/15/2036 | 3,897,270 | 0.1 | |||||||||||
8,841,000 | Oracle Corp., 4.000%, 11/15/2047 | 8,398,973 | 0.1 | |||||||||||
895,000 | Oracle Corp., 4.300%, 07/08/2034 | 914,542 | 0.0 | |||||||||||
4,385,000 | Western Digital Corp., 4.750%, 02/15/2026 | 4,248,846 | 0.1 | |||||||||||
98,232,289 | 1.6 | |||||||||||||
Utilities: 3.4% | ||||||||||||||
3,770,000 | Alabama Power Co., 3.375%, 10/01/2020 | 3,767,042 | 0.1 | |||||||||||
2,200,000 | Alabama Power Co., 5.700%, 02/15/2033 | 2,470,173 | 0.0 | |||||||||||
1,927,000 | Ameren Corp., 2.700%, 11/15/2020 | 1,902,047 | 0.0 | |||||||||||
8,500,000 | (1) | American Transmission Systems, Inc., 5.000%, 09/01/2044 | 9,076,139 | 0.2 | ||||||||||
5,385,000 | (1) | American Transmission Systems, Inc., 5.250%, 01/15/2022 | 5,658,416 | 0.1 | ||||||||||
1,432,000 | Baltimore Gas & Electric Co., 3.350%, 07/01/2023 | 1,418,081 | 0.0 | |||||||||||
4,000,000 | Berkshire Hathaway Energy Co., 3.800%, 07/15/2048 | 3,620,003 | 0.1 | |||||||||||
1,720,000 | Black Hills Corp., 4.250%, 11/30/2023 | 1,745,757 | 0.0 | |||||||||||
4,510,000 | (1) | Calpine Corp., 5.250%, 06/01/2026 | 4,194,300 | 0.1 | ||||||||||
566,000 | CenterPoint Energy Houston Electric LLC, 3.550%, 08/01/2042 | 516,659 | 0.0 | |||||||||||
2,166,000 | (1) | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | 2,045,887 | 0.0 | ||||||||||
4,600,000 | Comision Federal de Electricidad, 4.750%, 02/23/2027 | 4,554,046 | 0.1 | |||||||||||
1,400,000 | (1) | Comision Federal de Electricidad, 4.750%, 02/23/2027 | 1,386,014 | 0.0 | ||||||||||
4,990,000 | Commonwealth Edison Co., 3.750%, 08/15/2047 | 4,619,301 | 0.1 | |||||||||||
1,864,000 | Consolidated Edison Co. of New York, Inc., 4.000%, 11/15/2057 | 1,674,825 | 0.0 | |||||||||||
3,000,000 | DTE Electric Co., 4.050%, 05/15/2048 | 2,955,543 | 0.1 |
1,539,000 | (2) | Duke Energy Carolinas LLC, 2.950%, 12/01/2026 | 1,462,183 | 0.0 | ||||||||||
2,340,000 | Duke Energy Carolinas LLC, 3.700%, 12/01/2047 | 2,131,245 | 0.0 | |||||||||||
3,032,000 | Duke Energy Carolinas LLC, 3.875%, 03/15/2046 | 2,818,378 | 0.1 | |||||||||||
3,030,000 | (2) | Duke Energy Florida LLC, 4.200%, 07/15/2048 | 3,016,790 | 0.1 | ||||||||||
7,300,000 | (1) | Enel Finance International NV, 3.500%, 04/06/2028 | 6,435,069 | 0.1 | ||||||||||
3,323,000 | Entergy Corp., 2.950%, 09/01/2026 | 3,056,631 | 0.1 | |||||||||||
782,000 | Entergy Texas, Inc., 7.125%, 02/01/2019 | 792,558 | 0.0 | |||||||||||
4,965,000 | Entergy Gulf States Louisiana LLC, 3.950%, 10/01/2020 | 5,013,837 | 0.1 | |||||||||||
3,617,000 | Exelon Corp., 3.497%, 06/01/2022 | 3,556,511 | 0.1 | |||||||||||
3,475,000 | FirstEnergy Corp., 2.850%, 07/15/2022 | 3,361,644 | 0.1 | |||||||||||
1,519,000 | FirstEnergy Corp., 4.250%, 03/15/2023 | 1,543,790 | 0.0 | |||||||||||
4,400,000 | Fortis, Inc./Canada, 3.055%, 10/04/2026 | 4,042,234 | 0.1 | |||||||||||
1,750,000 | Georgia Power Co., 2.000%, 03/30/2020 | 1,718,059 | 0.0 | |||||||||||
2,124,000 | Georgia Power Co., 5.750%, 04/15/2023 | 2,288,544 | 0.0 | |||||||||||
4,400,000 | Interstate Power & Light Co., 3.250%, 12/01/2024 | 4,273,133 | 0.1 | |||||||||||
13,076,000 | IPALCO Enterprises, Inc., 3.450%, 07/15/2020 | 13,079,400 | 0.2 | |||||||||||
4,199,000 | (1) | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | 4,213,627 | 0.1 | ||||||||||
612,000 | LG&E & KU Energy LLC, 3.750%, 11/15/2020 | 614,738 | 0.0 | |||||||||||
1,950,000 | (1) | Metropolitan Edison Co., 3.500%, 03/15/2023 | 1,926,053 | 0.0 | ||||||||||
618,000 | Metropolitan Edison Co., 7.700%, 01/15/2019 | 626,570 | 0.0 | |||||||||||
3,160,000 | Mississippi Power Co., 3.950%, 03/30/2028 | 3,096,562 | 0.1 | |||||||||||
2,412,000 | Mississippi Power Co., 4.250%, 03/15/2042 | 2,277,246 | 0.0 | |||||||||||
790,000 | Mississippi Power Co., 4.750%, 10/15/2041 | 763,843 | 0.0 | |||||||||||
709,000 | Nevada Power Co., 7.125%, 03/15/2019 | 723,585 | 0.0 | |||||||||||
6,290,000 | NextEra Energy Capital Holdings, Inc., 3.342%, 09/01/2020 | 6,305,652 | 0.1 | |||||||||||
1,402,000 | NextEra Energy Capital Holdings, Inc., 3.625%, 06/15/2023 | 1,391,974 | 0.0 | |||||||||||
1,901,000 | NiSource, Inc., 5.950%, 06/15/2041 | 2,176,001 | 0.0 | |||||||||||
6,724,000 | Pacific Gas & Electric Co., 3.300%, 12/01/2027 | 6,155,642 | 0.1 | |||||||||||
2,259,000 | (1) | Pacific Gas & Electric Co., 4.250%, 08/01/2023 | 2,272,552 | 0.0 | ||||||||||
1,402,000 | Pacific Gas & Electric Co., 5.800%, 03/01/2037 | 1,566,937 | 0.0 | |||||||||||
1,328,000 | Pacific Gas & Electric Co., 6.050%, 03/01/2034 | 1,498,689 | 0.0 | |||||||||||
1,469,000 | Pennsylvania Electric Co., 5.200%, 04/01/2020 | 1,503,147 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
3,300,000 | Perusahaan Listrik Negara PT, 4.125%, 05/15/2027 | 3,098,217 | 0.1 | |||||||||||
2,050,000 | (1) | Perusahaan Listrik Negara PT, 4.125%, 05/15/2027 | 1,924,650 | 0.0 | ||||||||||
2,675,000 | (2) | Perusahaan Listrik Negara PT, 5.450%, 05/21/2028 | 2,756,764 | 0.1 | ||||||||||
4,500,000 | (1) | Perusahaan Listrik Negara PT, 5.450%, 05/21/2028 | 4,637,546 | 0.1 | ||||||||||
800,000 | Perusahaan Listrik Negara PT, 5.500%, 11/22/2021 | 839,600 | 0.0 | |||||||||||
4,035,000 | Pinnacle West Capital Corp., 2.250%, 11/30/2020 | 3,934,609 | 0.1 | |||||||||||
2,173,000 | PSEG Power LLC, 2.450%, 11/15/2018 | 2,172,740 | 0.0 | |||||||||||
6,924,000 | Public Service Electric & Gas Co., 3.250%, 09/01/2023 | 6,874,495 | 0.1 | |||||||||||
2,758,000 | San Diego Gas & Electric Co., 3.000%, 08/15/2021 | 2,736,205 | 0.1 | |||||||||||
3,937,000 | Sempra Energy, 3.800%, 02/01/2038 | 3,558,696 | 0.1 | |||||||||||
435,000 | Southern California Edison Co., 2.400%, 02/01/2022 | 419,432 | 0.0 | |||||||||||
1,581,000 | Southern California Edison Co., 3.500%, 10/01/2023 | 1,571,872 | 0.0 | |||||||||||
980,000 | Southern California Edison Co., 3.875%, 06/01/2021 | 989,686 | 0.0 | |||||||||||
2,311,000 | Southern Co. Gas Capital Corp., 4.400%, 05/30/2047 | 2,206,236 | 0.0 | |||||||||||
1,680,000 | Southern Co. Gas Capital Corp., 5.875%, 03/15/2041 | 1,919,840 | 0.0 | |||||||||||
2,233,000 | Southwestern Electric Power Co., 4.100%, 09/15/2028 | 2,236,524 | 0.0 | |||||||||||
3,690,000 | Tampa Electric Co., 5.400%, 05/15/2021 | 3,864,174 | 0.1 | |||||||||||
6,165,000 | Virginia Electric & Power Co., 3.800%, 04/01/2028 | 6,170,110 | 0.1 | |||||||||||
3,010,000 | Wisconsin Public Service Corp., 1.650%, 12/04/2018 | 3,006,066 | 0.1 | |||||||||||
202,224,519 | 3.4 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $2,038,036,361) | 1,997,537,353 | 33.3 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 13.5% | ||||||||||||||
1,089,931 | (1),(3) | Agate Bay Mortgage Trust 2014-2 B4, 3.888%, 09/25/2044 | 1,068,843 | 0.0 | ||||||||||
2,808,625 | Alternative Loan Trust 2004-J7 MI, 3.236%, (US0001M + 1.020%), 10/25/2034 | 2,548,047 | 0.1 | |||||||||||
3,461,015 | Alternative Loan Trust 2005-10CB 1A1, 2.716%, (US0001M + 0.500%), 05/25/2035 | 3,075,921 | 0.1 | |||||||||||
2,913,320 | Alternative Loan Trust 2005-51 3A2A, 3.135%, (12MTA + 1.290%), 11/20/2035 | 2,842,889 | 0.1 |
890,289 | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/2035 | 830,120 | 0.0 | |||||||||||
1,124,632 | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035 | 1,080,519 | 0.0 | |||||||||||
2,069,123 | Alternative Loan Trust 2005-J2 1A12, 2.616%, (US0001M + 0.400%), 04/25/2035 | 1,818,813 | 0.0 | |||||||||||
964,665 | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | 761,120 | 0.0 | |||||||||||
214,097 | Alternative Loan Trust 2006-18CB A10, 2.616%, (US0001M + 0.400%), 07/25/2036 | 146,432 | 0.0 | |||||||||||
1,297,225 | Alternative Loan Trust 2006-19CB A28, 2.816%, (US0001M + 0.600%), 08/25/2036 | 952,793 | 0.0 | |||||||||||
1,225,564 | Alternative Loan Trust 2006-HY11 A1, 2.336%, (US0001M + 0.120%), 06/25/2036 | 1,149,989 | 0.0 | |||||||||||
1,376,954 | Alternative Loan Trust 2007-23CB A3, 2.716%, (US0001M + 0.500%), 09/25/2037 | 937,219 | 0.0 | |||||||||||
3,520,360 | Alternative Loan Trust 2007-2CB 2A1, 2.816%, (US0001M + 0.600%), 03/25/2037 | 2,433,720 | 0.1 | |||||||||||
1,407,388 | Alternative Loan Trust 2007-3T1 1A11, 6.000%, 04/25/2037 | 1,050,070 | 0.0 | |||||||||||
1,278,712 | Alternative Loan Trust 2007-8CB A3, 2.716%, (US0001M + 0.500%), 05/25/2037 | 917,379 | 0.0 | |||||||||||
2,018,628 | American Home Mortgage Assets Trust 2007-4 A4, 2.506%, (US0001M + 0.290%), 08/25/2037 | 1,849,405 | 0.0 | |||||||||||
1,296,892 | Banc of America Funding 2007-2 1A16 Trust, 2.816%, (US0001M + 0.600%), 03/25/2037 | 1,053,548 | 0.0 | |||||||||||
1,334,260 | (4) | Banc of America Mortgage 2007-2 A8 Trust, 6.000%, 05/25/2037 | 249,428 | 0.0 | ||||||||||
1,978,858 | (3) | Bear Stearns ALT-A Trust 2005-4 23A1, 3.972%, 05/25/2035 | 1,999,482 | 0.0 | ||||||||||
2,541,084 | (3) | Bear Stearns ALT-A Trust 2005-7 21A1, 4.370%, 09/25/2035 | 2,409,728 | 0.1 | ||||||||||
5,233,684 | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 2.406%, (US0001M + 0.190%), 01/25/2037 | 5,065,448 | 0.1 | |||||||||||
464,640 | (1) | Bellemeade Re Ltd. 2015-1A M2, 6.516%, (US0001M + 4.300%), 07/25/2025 | 469,262 | 0.0 | ||||||||||
2,718,467 | (3) | CHL Mortgage Pass-Through Trust 2004-22 A3, 3.583%, 11/25/2034 | 2,701,951 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
863,716 | CHL Mortgage Pass-Through Trust 2007-7 A7, 5.750%, 06/25/2037 | 734,498 | 0.0 | |||||||||||
1,735,579 | Citicorp Mortgage Securities Trust Series 2006-3 1A4, 6.000%, 06/25/2036 | 1,778,849 | 0.0 | |||||||||||
2,091,319 | (3) | Citigroup Mortgage Loan Trust 2006-AR9 2A, 4.314%, 11/25/2036 | 1,840,254 | 0.0 | ||||||||||
812,692 | (3) | Citigroup Mortgage Loan Trust 2007-10 22AA, 4.186%, 09/25/2037 | 785,479 | 0.0 | ||||||||||
2,608,291 | (1),(3) | Citigroup Mortgage Loan Trust 2010-7 3A5, 5.500%, 12/25/2035 | 2,694,476 | 0.1 | ||||||||||
1,658,129 | (1),(3) | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058 | 1,692,385 | 0.0 | ||||||||||
2,869,000 | (1),(3) | COLT 2018-1 M1 Mortgage Loan Trust, 3.661%, 02/25/2048 | 2,850,938 | 0.1 | ||||||||||
1,680,000 | (1),(3) | COLT 2018-2 M1 Mortgage Loan Trust, 4.189%, 07/27/2048 | 1,669,974 | 0.0 | ||||||||||
1,550,000 | (1),(3) | COLT 2018-3 M1 Mortgage Loan Trust, 4.283%, 10/26/2048 | 1,549,974 | 0.0 | ||||||||||
647,510 | Countrywide Alternative Loan Trust 2005-53T2 2A6, 2.716%, (US0001M + 0.500%), 11/25/2035 | 392,657 | 0.0 | |||||||||||
7,750,000 | Countrywide Asset-Backed Certificates 2005-IM1 M1, 2.936%, (US0001M + 0.720%), 11/25/2035 | 7,841,346 | 0.1 | |||||||||||
2,335,972 | (1) | CSMC Series 2008-2R 1A1, 6.000%, 07/25/2037 | 2,197,459 | 0.1 | ||||||||||
1,674,004 | (1),(3) | CSMC Trust 2015-2 B3, 3.935%, 02/25/2045 | 1,647,827 | 0.0 | ||||||||||
1,360,000 | (1),(3) | Deephaven Residential Mortgage Trust 2018-1A M1, 3.939%, 12/25/2057 | 1,363,028 | 0.0 | ||||||||||
109,836,381 | (3),(4) | Deutsche ALT-A Securities, Inc. ALT 07-AB1 X, 0.882%, 04/25/2037 | 4,464,618 | 0.1 | ||||||||||
2,349,525 | DSLA Mortgage Loan Trust 2005-AR4 2A1B, 2.448%, (US0001M + 0.280%), 08/19/2045 | 2,086,214 | 0.0 | |||||||||||
5,838,143 | (4) | Fannie Mae 2008-12 SC, 4.134%, (-1.000*US0001M + 6.350%), 03/25/2038 | 789,172 | 0.0 | ||||||||||
7,814,094 | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | 8,244,602 | 0.2 | |||||||||||
1,150,232 | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | 1,110,693 | 0.0 | |||||||||||
4,919,751 | Fannie Mae 2012-66 EP, 4.000%, 06/25/2042 | 4,936,418 | 0.1 | |||||||||||
6,534,000 | Fannie Mae 2013-116 UB, 4.000%, 11/25/2043 | 6,611,659 | 0.1 | |||||||||||
3,850,597 | Fannie Mae 2013-20 DL, 4.000%, 03/25/2033 | 3,943,086 | 0.1 | |||||||||||
34,386,710 | (4) | Fannie Mae 2016-82 SD, 3.834%, (-1.000*US0001M + 6.050%), 11/25/2046 | 4,593,893 | 0.1 |
8,047,446 | Fannie Mae 2016-88 EA, 3.500%, 01/25/2045 | 7,977,494 | 0.1 | |||||||||||
4,600,000 | Fannie Mae Connecticut Avenue Securities 16-C06 1M2, 6.466%, (US0001M + 4.250%), 04/25/2029 | 5,260,883 | 0.1 | |||||||||||
7,434,000 | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 5.866%, (US0001M + 3.650%), 09/25/2029 | 8,208,697 | 0.2 | |||||||||||
2,650,000 | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 5.216%, (US0001M + 3.000%), 10/25/2029 | 2,856,986 | 0.1 | |||||||||||
2,500,000 | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 5.066%, (US0001M + 2.850%), 11/25/2029 | 2,636,564 | 0.1 | |||||||||||
10,500,000 | Fannie Mae Connecticut Avenue Securities 2017-C05 1M2, 4.416%, (US0001M + 2.200%), 01/25/2030 | 10,832,029 | 0.2 | |||||||||||
7,200,000 | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 4.616%, (US0001M + 2.400%), 05/25/2030 | 7,467,048 | 0.1 | |||||||||||
9,750,000 | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 4.716%, (US0001M + 2.500%), 05/25/2030 | 10,083,175 | 0.2 | |||||||||||
1,500,000 | Fannie Mae Connecticut Avenue Securities 2018-C02 2M2, 4.416%, (US0001M + 2.200%), 08/25/2030 | 1,521,004 | 0.0 | |||||||||||
1,550,000 | Fannie Mae Connecticut Avenue Securities 2018-C03 1M2, 4.366%, (US0001M + 2.150%), 10/25/2030 | 1,571,873 | 0.0 | |||||||||||
13,500,000 | Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2, 4.466%, (US0001M + 2.250%), 07/25/2030 | 13,825,172 | 0.2 | |||||||||||
25,972 | Fannie Mae Grantor Trust 1998-T2 A6, 0.847%, (US0001M + 0.550%), 01/25/2032 | 26,618 | 0.0 | |||||||||||
34,034 | (4) | Fannie Mae Interest Strip 104 2, 9.500%, 10/25/2021 | 3,626 | 0.0 | ||||||||||
6,089 | (4) | Fannie Mae Interest Strip 83 2, 9.500%, 09/25/2020 | 371 | 0.0 | ||||||||||
546,384 | (4) | Fannie Mae Interest Strip Series 418 20, 3.000%, 05/25/2043 | 79,109 | 0.0 | ||||||||||
1,850,932 | (4) | Fannie Mae Interest Strip Series 418 59, 3.000%, 08/25/2028 | 160,797 | 0.0 | ||||||||||
190,994 | Fannie Mae REMIC Trust 1999-33 Z, 6.000%, 07/25/2029 | 202,765 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
276,521 | (4) | Fannie Mae REMIC Trust 1999-6 SE, 5.527%, (-1.000*US0001M + 7.685%), 02/17/2029 | 22,781 | 0.0 | ||||||||||
154,816 | Fannie Mae REMIC Trust 2001-15 Z, 6.000%, 04/25/2031 | 164,388 | 0.0 | |||||||||||
1,583,049 | Fannie Mae REMIC Trust 2003-105 AZ, 5.500%, 10/25/2033 | 1,691,042 | 0.0 | |||||||||||
491,435 | Fannie Mae REMIC Trust 2003-45 FJ, 3.604%, (US0001M + 1.500%), 06/25/2033 | 512,356 | 0.0 | |||||||||||
1,916,141 | (4) | Fannie Mae REMIC Trust 2003-66 SA, 5.434%, (-1.000*US0001M + 7.650%), 07/25/2033 | 335,646 | 0.0 | ||||||||||
347,663 | (4) | Fannie Mae REMIC Trust 2003-74 IO, 6.000%, 08/25/2033 | 82,872 | 0.0 | ||||||||||
1,049,869 | Fannie Mae REMIC Trust 2003-84 PZ, 5.000%, 09/25/2033 | 1,108,575 | 0.0 | |||||||||||
7,379 | Fannie Mae REMIC Trust 2004-10 SC, 19.737%, (-4.000*US0001M + 28.600%), 02/25/2034 | 7,737 | 0.0 | |||||||||||
1,512,777 | Fannie Mae REMIC Trust 2004-50 VZ, 5.500%, 07/25/2034 | 1,589,685 | 0.0 | |||||||||||
31,411 | Fannie Mae REMIC Trust 2004-56 FE, 2.666%, (US0001M + 0.450%), 10/25/2033 | 31,483 | 0.0 | |||||||||||
784,102 | Fannie Mae REMIC Trust 2004-7 Z, 5.500%, 02/25/2034 | 849,687 | 0.0 | |||||||||||
1,662,383 | Fannie Mae REMIC Trust 2004-75 ZG, 4.500%, 10/25/2034 | 1,727,375 | 0.0 | |||||||||||
125,496 | Fannie Mae REMIC Trust 2004-79 S, 13.707%, (-2.750*US0001M + 19.800%), 08/25/2032 | 129,458 | 0.0 | |||||||||||
33,731 | Fannie Mae REMIC Trust 2004-W10 A5, 5.500%, 08/25/2034 | 33,713 | 0.0 | |||||||||||
3,992,996 | Fannie Mae REMIC Trust 2005-25 Z, 5.000%, 04/25/2035 | 4,180,615 | 0.1 | |||||||||||
47,930 | Fannie Mae REMIC Trust 2005-74 NP, 14.613%, (-3.782*US0001M + 22.992%), 01/25/2035 | 49,652 | 0.0 | |||||||||||
208,562 | Fannie Mae REMIC Trust 2006-104 ES, 22.371%, (-5.000*US0001M + 33.450%), 11/25/2036 | 324,450 | 0.0 | |||||||||||
3,921,151 | (4) | Fannie Mae REMIC Trust 2006-12 SD, 4.534%, (-1.000*US0001M + 6.750%), 10/25/2035 | 475,807 | 0.0 | ||||||||||
1,125,511 | (4) | Fannie Mae REMIC Trust 2006-123 UI, 4.524%, (-1.000*US0001M + 6.740%), 01/25/2037 | 183,436 | 0.0 |
304,676 | (4) | Fannie Mae REMIC Trust 2006-72 HS, 4.484%, (-1.000*US0001M + 6.700%), 08/25/2026 | 32,108 | 0.0 | ||||||||||
77,055 | Fannie Mae REMIC Trust 2007-10 Z, 6.000%, 02/25/2037 | 84,450 | 0.0 | |||||||||||
5,766,135 | (4) | Fannie Mae REMIC Trust 2007-91 AS, 4.184%, (-1.000*US0001M + 6.400%), 10/25/2037 | 904,202 | 0.0 | ||||||||||
2,520,712 | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | 2,588,063 | 0.1 | |||||||||||
11,986,616 | (3) | Fannie Mae REMIC Trust 2009-50 HZ, 5.553%, 02/25/2049 | 12,538,820 | 0.2 | ||||||||||
3,055,204 | (4) | Fannie Mae REMIC Trust 2009-90 TS, 3.934%, (-1.000*US0001M + 6.150%), 11/25/2039 | 385,125 | 0.0 | ||||||||||
4,543,341 | (4) | Fannie Mae REMIC Trust 2010-118 GS, 3.734%, (-1.000*US0001M + 5.950%), 10/25/2039 | 289,901 | 0.0 | ||||||||||
7,800,053 | (4) | Fannie Mae REMIC Trust 2010-123 SL, 3.854%, (-1.000*US0001M + 6.070%), 11/25/2040 | 931,299 | 0.0 | ||||||||||
8,379,652 | (4) | Fannie Mae REMIC Trust 2010-41 SB, 4.184%, (-1.000*US0001M + 6.400%), 05/25/2040 | 1,148,518 | 0.0 | ||||||||||
2,389,512 | (4) | Fannie Mae REMIC Trust 2010-43 VS, 4.234%, (-1.000*US0001M + 6.450%), 05/25/2040 | 343,710 | 0.0 | ||||||||||
11,049,000 | Fannie Mae REMIC Trust 2010-59 PC, 5.000%, 06/25/2040 | 11,477,740 | 0.2 | |||||||||||
2,614,937 | (4) | Fannie Mae REMIC Trust 2011-102 SA, 4.384%, (-1.000*US0001M + 6.600%), 10/25/2041 | 414,368 | 0.0 | ||||||||||
3,871,353 | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041 | 4,124,828 | 0.1 | |||||||||||
3,771,873 | (4) | Fannie Mae REMIC Trust 2011-93 GS, 4.334%, (-1.000*US0001M + 6.550%), 04/25/2039 | 601,230 | 0.0 | ||||||||||
1,755,993 | (4) | Fannie Mae REMIC Trust 2012-103 IT, 4.000%, 04/25/2041 | 232,705 | 0.0 | ||||||||||
9,909,344 | (4) | Fannie Mae REMIC Trust 2012-122 SB, 3.934%, (-1.000*US0001M + 6.150%), 11/25/2042 | 1,607,615 | 0.0 | ||||||||||
5,574,782 | (4) | Fannie Mae REMIC Trust 2012-128 LI, 3.500%, 06/25/2042 | 564,677 | 0.0 | ||||||||||
9,649,734 | (4) | Fannie Mae REMIC Trust 2012-133 AS, 3.984%, (-1.000*US0001M + 6.200%), 10/25/2042 | 1,270,335 | 0.0 | ||||||||||
1,553,545 | (4) | Fannie Mae REMIC Trust 2012-149 GI, 3.500%, 06/25/2042 | 180,718 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
7,113,206 | (4) | Fannie Mae REMIC Trust 2012-15 SP, 4.404%, (-1.000*US0001M + 6.620%), 06/25/2040 | 758,266 | 0.0 | ||||||||||
3,723,012 | (4) | Fannie Mae REMIC Trust 2012-24 HS, 4.334%, (-1.000*US0001M + 6.550%), 09/25/2040 | 463,187 | 0.0 | ||||||||||
8,799,499 | (4) | Fannie Mae REMIC Trust 2012-30 QS, 4.384%, (-1.000*US0001M + 6.600%), 04/25/2031 | 977,835 | 0.0 | ||||||||||
2,180,212 | (4) | Fannie Mae REMIC Trust 2012-68 YS, 4.484%, (-1.000*US0001M + 6.700%), 07/25/2042 | 354,147 | 0.0 | ||||||||||
3,451,441 | (4) | Fannie Mae REMIC Trust 2013-26 JS, 3.984%, (-1.000*US0001M + 6.200%), 10/25/2032 | 463,360 | 0.0 | ||||||||||
11,910,928 | (4) | Fannie Mae REMIC Trust 2013-60 DS, 3.984%, (-1.000*US0001M + 6.200%), 06/25/2033 | 1,680,646 | 0.0 | ||||||||||
11,058,879 | (4) | Fannie Mae REMIC Trust 2013-9 SM, 4.034%, (-1.000*US0001M + 6.250%), 02/25/2033 | 1,360,139 | 0.0 | ||||||||||
7,694,073 | (4) | Fannie Mae REMIC Trust 2014-17 DS, 3.984%, (-1.000*US0001M + 6.200%), 02/25/2043 | 973,059 | 0.0 | ||||||||||
3,903,847 | (4) | Fannie Mae REMIC Trust 2014-28 BS, 3.984%, (-1.000*US0001M + 6.200%), 08/25/2043 | 531,082 | 0.0 | ||||||||||
3,019,000 | Fannie Mae REMIC Trust 2015-17 MK, 2.500%, 12/25/2041 | 2,508,081 | 0.1 | |||||||||||
70,896,786 | (4) | Fannie Mae REMIC Trust 2015-79 SA, 4.034%, (-1.000*US0001M + 6.250%), 11/25/2045 | 9,150,287 | 0.2 | ||||||||||
28,724,065 | (4) | Fannie Mae REMIC Trust 2015-9 IO, 5.500%, 03/25/2045 | 6,710,858 | 0.1 | ||||||||||
49,834,497 | (4) | Fannie Mae REMICS 16-60 SB, 3.884%, (-1.000*US0001M + 6.100%), 09/25/2046 | 6,472,759 | 0.1 | ||||||||||
5 | Fannie Mae REMICS 1989-34 J, 985.500%, 07/25/2019 | 16 | 0.0 | |||||||||||
40 | Fannie Mae REMICS 1990-59 K, 1184.190%, 06/25/2020 | 339 | 0.0 | |||||||||||
50 | Fannie Mae REMICS 1990-97 H, 1133.313%, 08/25/2020 | 348 | 0.0 | |||||||||||
217,022 | (4) | Fannie Mae REMICS 1997-18 SG, 5.942%, (-1.000*US0001M + 8.100%), 03/17/2027 | 24,360 | 0.0 | ||||||||||
178,750 | (4),(5) | Fannie Mae REMICS 1997-91 FC, 0.000%, (US0001M + (8.500)%), 11/25/2023 | 181 | 0.0 |
75,018 | (4) | Fannie Mae REMICS 1999-57 SC, 7.592%, (-1.000*US0001M + 9.750%), 11/17/2029 | 4,638 | 0.0 | ||||||||||
44,333 | (4) | Fannie Mae REMICS 2000-38 SJ, 7.035%, (-1.000*US0001M + 9.200%), 11/18/2030 | 2,032 | 0.0 | ||||||||||
158,858 | (4) | Fannie Mae REMICS 2000-38 SK, 7.042%, (-1.000*US0001M + 9.200%), 10/17/2030 | 5,648 | 0.0 | ||||||||||
229,342 | (4) | Fannie Mae REMICS 2001-15 S, 6.035%, (-1.000*US0001M + 8.200%), 04/18/2021 | 4,469 | 0.0 | ||||||||||
411,079 | (4) | Fannie Mae REMICS 2001-72 SC, 1.000%, (-1.000*US0001M + 8.500%), 12/25/2031 | 15,562 | 0.0 | ||||||||||
144,154 | (4) | Fannie Mae REMICS 2001-8 SK, 6.585%, (-1.000*US0001M + 8.750%), 03/18/2031 | 18,491 | 0.0 | ||||||||||
19,596 | (4) | Fannie Mae REMICS 2001-8 SO, 7.635%, (-1.000*US0001M + 9.800%), 02/20/2031 | 591 | 0.0 | ||||||||||
912,321 | (4) | Fannie Mae REMICS 2003-49 SW, 4.784%, (-1.000*US0001M + 7.000%), 01/25/2033 | 125,332 | 0.0 | ||||||||||
145,044 | (4) | Fannie Mae REMICS 2004-38 SI, 4.354%, (-1.000*US0001M + 6.570%), 10/25/2033 | 711 | 0.0 | ||||||||||
7,053,615 | (4) | Fannie Mae REMICS 2004-54 SN, 4.834%, (-1.000*US0001M + 7.050%), 07/25/2034 | 1,055,423 | 0.0 | ||||||||||
1,129,946 | (4) | Fannie Mae REMICS 2004-88 JH, 4.384%, (-1.000*US0001M + 6.600%), 06/25/2033 | 42,676 | 0.0 | ||||||||||
1,942,251 | (4) | Fannie Mae REMICS 2005-75 SP, 4.534%, (-1.000*US0001M + 6.750%), 08/25/2035 | 253,120 | 0.0 | ||||||||||
3,795,201 | (4) | Fannie Mae REMICS 2006-56 SM, 4.534%, (-1.000*US0001M + 6.750%), 07/25/2036 | 525,857 | 0.0 | ||||||||||
1,477,040 | (4) | Fannie Mae REMICS 2007-21 SB, 4.184%, (-1.000*US0001M + 6.400%), 03/25/2037 | 142,964 | 0.0 | ||||||||||
1,889,542 | (4) | Fannie Mae REMICS 2007-52 NS, 4.234%, (-1.000*US0001M + 6.450%), 06/25/2037 | 249,413 | 0.0 | ||||||||||
2,314,138 | (4) | Fannie Mae REMICS 2007-85 SM, 4.244%, (-1.000*US0001M + 6.460%), 09/25/2037 | 302,302 | 0.0 | ||||||||||
219,674 | (4) | Fannie Mae REMICS 2010-112 SG, 4.144%, (-1.000*US0001M + 6.360%), 06/25/2021 | 3,416 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
1,773,141 | (4) | Fannie Mae REMICS 2010-35 CS, 4.234%, (-1.000*US0001M + 6.450%), 04/25/2050 | 220,658 | 0.0 | ||||||||||
2,826,059 | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | 3,003,554 | 0.1 | |||||||||||
6,166,562 | Fannie Mae REMICS 2011-101 DB, 4.000%, 10/25/2041 | 6,153,203 | 0.1 | |||||||||||
132,000 | Fannie Mae REMICS 2011-127 UY, 3.500%, 12/25/2041 | 129,075 | 0.0 | |||||||||||
15,813,135 | (4) | Fannie Mae REMICS 2011-47 GS, 3.714%, (-1.000*US0001M + 5.930%), 06/25/2041 | 1,859,882 | 0.0 | ||||||||||
4,217,656 | Fannie Mae REMICS 2011-8 ZA, 4.000%, 02/25/2041 | 4,250,221 | 0.1 | |||||||||||
8,303,471 | (4) | Fannie Mae REMICS 2012-111 SL, 3.884%, (-1.000*US0001M + 6.100%), 05/25/2041 | 997,958 | 0.0 | ||||||||||
3,000,000 | Fannie Mae REMICS 2012-134 KV, 3.000%, 07/25/2031 | 2,901,630 | 0.1 | |||||||||||
5,815,272 | Fannie Mae REMICS 2012-2 HE, 4.000%, 02/25/2042 | 5,921,832 | 0.1 | |||||||||||
2,649,113 | Fannie Mae REMICS 2012-33 BW, 4.000%, 04/25/2042 | 2,661,624 | 0.1 | |||||||||||
6,500,000 | Fannie Mae REMICS 2012-55 PC, 3.500%, 05/25/2042 | 6,398,133 | 0.1 | |||||||||||
12,971,639 | (4) | Fannie Mae REMICS 2013-40 LS, 3.934%, (-1.000*US0001M + 6.150%), 05/25/2043 | 2,056,830 | 0.0 | ||||||||||
13,820,038 | (4) | Fannie Mae REMICS 2013-70 BI, 3.000%, 07/25/2033 | 1,731,326 | 0.0 | ||||||||||
15,251,927 | (4) | Fannie Mae REMICS 2014-15 SB, 4.434%, (-1.000*US0001M + 6.650%), 04/25/2044 | 2,552,613 | 0.1 | ||||||||||
13,872,150 | (4) | Fannie Mae REMICS 2014-20 HI, 4.000%, 01/25/2040 | 1,160,967 | 0.0 | ||||||||||
5,000,000 | Fannie Mae REMICS 2015-67 QV, 3.000%, 12/25/2040 | 4,690,689 | 0.1 | |||||||||||
5,299,739 | (4) | Fannie Mae REMICS 2015-76 PI, 6.000%, 09/25/2045 | 1,038,403 | 0.0 | ||||||||||
69,496,347 | (4) | Fannie Mae REMICS 2018-15 SC, 4.084%, (-1.000*US0001M + 6.300%), 03/25/2048 | 9,272,432 | 0.2 | ||||||||||
35,000,000 | (6) | Fannie Mae REMICS 2018-73 AB, 3.000%, 10/25/2048 | 33,818,750 | 0.6 | ||||||||||
6,566,890 | Fannie Mae REMICS 2018-8 AB, 3.500%, 10/25/2047 | 6,511,841 | 0.1 | |||||||||||
76 | Fannie Mae REMICS G-9 G, 509.000%, 04/25/2021 | 352 | 0.0 |
4,716,287 | Fannie Mae REMICS Trust 2010-53 JZ, 5.000%, 07/25/2040 | 4,957,277 | 0.1 | |||||||||||
2,505,770 | (4) | Fannie Mae Series 2013-72 YS, 3.934%, (-1.000*US0001M + 6.150%), 07/25/2033 | 351,934 | 0.0 | ||||||||||
382,975 | (4) | FHLMC-GNMA 20 S, 6.684%, (-1.000*US0001M + 8.900%), 10/25/2023 | 41,229 | 0.0 | ||||||||||
743,552 | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A5, 2.516%, (US0001M + 0.300%), 12/25/2036 | 461,155 | 0.0 | |||||||||||
743,552 | (4) | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A9, 4.484%, (-1.000*US0001M + 6.700%), 12/25/2036 | 162,246 | 0.0 | ||||||||||
852,148 | First Horizon Alternative Mortgage Securities Trust 2006-FA8 1A11, 6.000%, 02/25/2037 | 670,951 | 0.0 | |||||||||||
1,975,767 | (1),(3) | Flagstar Mortgage Trust 2018-1 B1, 4.059%, 03/25/2048 | 1,943,910 | 0.0 | ||||||||||
2,316,587 | (1),(3) | Flagstar Mortgage Trust 2018-1 B2, 4.059%, 03/25/2048 | 2,271,239 | 0.1 | ||||||||||
2,576,400 | (1),(3) | Flagstar Mortgage Trust 2018-1 B3, 4.059%, 03/25/2048 | 2,473,525 | 0.1 | ||||||||||
34,414,620 | Freddie Mac 326 350, 3.500%, 03/15/2044 | 33,913,818 | 0.6 | |||||||||||
13,203,522 | (4) | Freddie Mac 3510 AS, 4.252%, (-1.000*US0001M + 6.410%), 04/15/2037 | 1,910,493 | 0.0 | ||||||||||
11,309,808 | (4) | Freddie Mac 4191 SA, 4.042%, (-1.000*US0001M + 6.200%), 03/15/2043 | 1,378,513 | 0.0 | ||||||||||
3,684,229 | Freddie Mac 4316 XZ, 4.500%, 03/15/2044 | 3,858,516 | 0.1 | |||||||||||
1,065,734 | Freddie Mac Reference Series R007 ZA, 6.000%, 05/15/2036 | 1,164,054 | 0.0 | |||||||||||
513,298 | Freddie Mac Reference Series R008 ZA, 6.000%, 07/15/2036 | 569,002 | 0.0 | |||||||||||
158,518 | Freddie Mac REMIC Trust 2110 PG, 6.000%, 01/15/2029 | 170,005 | 0.0 | |||||||||||
145,026 | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | 157,257 | 0.0 | |||||||||||
993,342 | Freddie Mac REMIC Trust 2143 ZB, 6.000%, 04/15/2029 | 1,100,229 | 0.0 | |||||||||||
199,811 | Freddie Mac REMIC Trust 2472 ZC, 6.000%, 07/15/2032 | 219,862 | 0.0 | |||||||||||
246,514 | Freddie Mac REMIC Trust 2528 KM, 5.500%, 11/15/2022 | 256,238 | 0.0 | |||||||||||
393,494 | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | 420,638 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
157,676 | (4) | Freddie Mac REMIC Trust 2594 IY, 6.000%, 04/15/2033 | 36,729 | 0.0 | ||||||||||
1,065,655 | Freddie Mac REMIC Trust 2845 QH, 5.000%, 08/15/2034 | 1,123,761 | 0.0 | |||||||||||
192,320 | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | 208,891 | 0.0 | |||||||||||
1,794,224 | (4) | Freddie Mac REMIC Trust 2866 GS, 4.442%, (-1.000*US0001M + 6.600%), 09/15/2034 | 75,100 | 0.0 | ||||||||||
665,655 | (4) | Freddie Mac REMIC Trust 2883 SD, 4.542%, (-1.000*US0001M + 6.700%), 10/15/2034 | 31,349 | 0.0 | ||||||||||
286,396 | Freddie Mac REMIC Trust 2930 ZL, 5.000%, 02/15/2035 | 302,728 | 0.0 | |||||||||||
416,200 | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | 439,976 | 0.0 | |||||||||||
8,022,273 | (4) | Freddie Mac REMIC Trust 3045 DI, 4.572%, (-1.000*US0001M + 6.730%), 10/15/2035 | 1,117,464 | 0.0 | ||||||||||
35,998 | Freddie Mac REMIC Trust 3049 NA, 5.000%, 02/15/2035 | 36,064 | 0.0 | |||||||||||
1,521,867 | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | 1,645,981 | 0.0 | |||||||||||
356,470 | (5),(7) | Freddie Mac REMIC Trust 3139 PO, 0.000%, 01/15/2036 | 346,102 | 0.0 | ||||||||||
2,092,413 | (4) | Freddie Mac REMIC Trust 3171 PS, 4.327%, (-1.000*US0001M + 6.485%), 06/15/2036 | 234,118 | 0.0 | ||||||||||
8,906,560 | (4) | Freddie Mac REMIC Trust 3199 S, 4.292%, (-1.000*US0001M + 6.450%), 08/15/2036 | 1,287,633 | 0.0 | ||||||||||
763,591 | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | 824,749 | 0.0 | |||||||||||
302,892 | Freddie Mac REMIC Trust 3394 ZY, 6.000%, 11/15/2037 | 319,284 | 0.0 | |||||||||||
392,172 | (3),(4) | Freddie Mac REMIC Trust 3524 LA, 5.449%, 03/15/2033 | 412,339 | 0.0 | ||||||||||
46,888 | Freddie Mac REMIC Trust 3556 NT, 5.258%, (US0001M + 3.100%), 03/15/2038 | 48,290 | 0.0 | |||||||||||
8,262,862 | Freddie Mac REMIC Trust 3639 ZN, 5.500%, 12/15/2034 | 8,858,960 | 0.2 | |||||||||||
749,408 | Freddie Mac REMIC Trust 3662 ZB, 5.500%, 08/15/2036 | 811,396 | 0.0 | |||||||||||
2,185,520 | (4) | Freddie Mac REMIC Trust 3710 SL, 3.842%, (-1.000*US0001M + 6.000%), 05/15/2036 | 78,326 | 0.0 | ||||||||||
574,964 | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | 616,233 | 0.0 |
25,000,000 | Freddie Mac REMIC Trust 3747 HW, 4.500%, 05/15/2038 | 25,469,600 | 0.4 | |||||||||||
1,000,000 | Freddie Mac REMIC Trust 3753 DC, 3.500%, 09/15/2039 | 996,862 | 0.0 | |||||||||||
399,627 | Freddie Mac REMIC Trust 3819 ZY, 6.000%, 10/15/2037 | 419,506 | 0.0 | |||||||||||
2,068,201 | (4) | Freddie Mac REMIC Trust 3856 KS, 4.392%, (-1.000*US0001M + 6.550%), 05/15/2041 | 317,947 | 0.0 | ||||||||||
1,829,075 | (4) | Freddie Mac REMIC Trust 3925 SD, 3.892%, (-1.000*US0001M + 6.050%), 07/15/2040 | 182,736 | 0.0 | ||||||||||
11,421,002 | (4) | Freddie Mac REMIC Trust 3925 SL, 3.892%, (-1.000*US0001M + 6.050%), 01/15/2041 | 1,259,666 | 0.0 | ||||||||||
478,592 | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | 497,146 | 0.0 | |||||||||||
2,418,304 | (4) | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/2040 | 345,723 | 0.0 | ||||||||||
2,659,737 | (4) | Freddie Mac REMIC Trust 4088 CS, 3.842%, (-1.000*US0001M + 6.000%), 08/15/2042 | 423,066 | 0.0 | ||||||||||
9,869,764 | (4) | Freddie Mac REMIC Trust 4161 WI, 3.000%, 02/15/2033 | 1,157,135 | 0.0 | ||||||||||
5,021,259 | (4) | Freddie Mac REMIC Trust 4194 GI, 4.000%, 04/15/2043 | 885,287 | 0.0 | ||||||||||
4,145,886 | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | 4,002,733 | 0.1 | |||||||||||
1,251,796 | Freddie Mac REMIC Trust 4246 ZX, 4.500%, 04/15/2041 | 1,315,102 | 0.0 | |||||||||||
2,600,925 | (4) | Freddie Mac REMIC Trust 4293 KI, 4.500%, 08/15/2043 | 460,374 | 0.0 | ||||||||||
4,655,790 | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | 4,708,767 | 0.1 | |||||||||||
6,249,490 | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | 6,327,780 | 0.1 | |||||||||||
1,916,000 | Freddie Mac REMIC Trust 4370 AD, 3.000%, 08/15/2040 | 1,787,935 | 0.0 | |||||||||||
8,539,412 | (4) | Freddie Mac REMIC Trust 4386 LS, 3.942%, (-1.000*US0001M + 6.100%), 09/15/2044 | 1,308,557 | 0.0 | ||||||||||
38 | Freddie Mac REMICS 1006 I, 860.000%, 10/15/2020 | 218 | 0.0 | |||||||||||
253 | Freddie Mac REMICS 1022 K, 479.145%, 12/15/2020 | 610 | 0.0 | |||||||||||
104 | Freddie Mac REMICS 1023 C, 508.500%, 12/15/2020 | 418 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
107 | Freddie Mac REMICS 1074 J, 332.203%, 05/15/2021 | 220 | 0.0 | |||||||||||
125 | Freddie Mac REMICS 1094 L, 1141.844%, 06/15/2021 | 1,496 | 0.0 | |||||||||||
100 | Freddie Mac REMICS 1159 D, 887.700%, 11/15/2021 | 780 | 0.0 | |||||||||||
70 | Freddie Mac REMICS 121 I, 622.000%, 03/15/2021 | 249 | 0.0 | |||||||||||
36 | Freddie Mac REMICS 1278 L, 1127.368%, 05/15/2022 | 373 | 0.0 | |||||||||||
20,259 | (4) | Freddie Mac REMICS 1368 S, 7.342%, (-1.000*US0001M + 9.500%), 08/15/2022 | 772 | 0.0 | ||||||||||
17 | Freddie Mac REMICS 182 S, 1063.390%, 08/15/2021 | 93 | 0.0 | |||||||||||
114,904 | (4) | Freddie Mac REMICS 2074 S, 6.542%, (-1.000*US0001M + 8.700%), 07/17/2028 | 11,535 | 0.0 | ||||||||||
134,144 | (4) | Freddie Mac REMICS 2232 SA, 6.442%, (-1.000*US0001M + 8.600%), 05/17/2030 | 9,575 | 0.0 | ||||||||||
34,108 | (4) | Freddie Mac REMICS 2301 SP, 7.092%, (-1.000*US0001M + 9.250%), 04/15/2031 | 4,067 | 0.0 | ||||||||||
2,876,987 | (4) | Freddie Mac REMICS 2953 LS, 4.542%, (-1.000*US0001M + 6.700%), 12/15/2034 | 195,958 | 0.0 | ||||||||||
2,882,468 | (4) | Freddie Mac REMICS 2993 GS, 3.992%, (-1.000*US0001M + 6.150%), 06/15/2025 | 185,697 | 0.0 | ||||||||||
1,131,241 | (4) | Freddie Mac REMICS 3006 SI, 4.582%, (-1.000*US0001M + 6.740%), 07/15/2035 | 148,914 | 0.0 | ||||||||||
1,230,930 | (4) | Freddie Mac REMICS 3006 YI, 4.582%, (-1.000*US0001M + 6.740%), 07/15/2035 | 169,327 | 0.0 | ||||||||||
67,752 | (4) | Freddie Mac REMICS 3034 SE, 4.542%, (-1.000*US0001M + 6.700%), 09/15/2035 | 1,684 | 0.0 | ||||||||||
8,020,192 | (4) | Freddie Mac REMICS 3213 JS, 5.042%, (-1.000*US0001M + 7.200%), 09/15/2036 | 1,387,950 | 0.0 | ||||||||||
1,722,811 | (4) | Freddie Mac REMICS 3375 QI, 0.600%, (-10.000*US0001M + 64.600%), 10/15/2037 | 33,061 | 0.0 | ||||||||||
3,790,000 | Freddie Mac REMICS 3923 GY, 4.000%, 09/15/2041 | 3,875,193 | 0.1 | |||||||||||
3,000,000 | Freddie Mac REMICS 3934 CB, 4.000%, 10/15/2041 | 3,041,603 | 0.1 | |||||||||||
1,500,000 | Freddie Mac REMICS 3997 PB, 4.000%, 02/15/2042 | 1,534,503 | 0.0 |
2,615,584 | Freddie Mac REMICS 4000 ZT, 3.500%, 01/15/2042 | 2,510,311 | 0.1 | |||||||||||
11,885,803 | (4) | Freddie Mac REMICS 4057 SN, 4.492%, (-1.000*US0001M + 6.650%), 12/15/2041 | 1,870,697 | 0.0 | ||||||||||
3,872,107 | (4) | Freddie Mac REMICS 4090 SN, 4.542%, (-1.000*US0001M + 6.700%), 08/15/2032 | 532,338 | 0.0 | ||||||||||
2,317,872 | Freddie Mac REMICS 4100 JA, 3.500%, 10/15/2041 | 2,295,247 | 0.1 | |||||||||||
1,311,460 | Freddie Mac REMICS 4500 HC, 3.000%, 11/15/2042 | 1,284,357 | 0.0 | |||||||||||
8,042,022 | Freddie Mac REMICS 4608 JV, 3.500%, 01/15/2055 | 7,876,875 | 0.1 | |||||||||||
1,076,703 | Freddie Mac REMICS 4673 WA, 3.500%, 09/15/2043 | 1,071,001 | 0.0 | |||||||||||
2,457,000 | Freddie Mac REMICS 4772 VG, 4.500%, 08/15/2036 | 2,608,750 | 0.1 | |||||||||||
10,890,599 | Freddie Mac Series 4348 ZX, 4.250%, 06/15/2044 | 10,928,153 | 0.2 | |||||||||||
8,066,165 | Freddie Mac Strips 277 30, 3.000%, 09/15/2042 | 7,803,179 | 0.1 | |||||||||||
4,200,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 6.916%, (US0001M + 4.700%), 04/25/2028 | 5,020,017 | 0.1 | |||||||||||
4,800,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA2 M2, 5.666%, (US0001M + 3.450%), 10/25/2029 | 5,297,057 | 0.1 | |||||||||||
9,600,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA3 M2, 4.716%, (US0001M + 2.500%), 03/25/2030 | 10,057,981 | 0.2 | |||||||||||
8,200,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 4.866%, (US0001M + 2.650%), 12/25/2029 | 8,614,718 | 0.2 | |||||||||||
9,120,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 4.566%, (US0001M + 2.350%), 04/25/2030 | 9,424,231 | 0.2 | |||||||||||
9,200,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-DNA1 M2, 4.016%, (US0001M + 1.800%), 07/25/2030 | 9,153,666 | 0.2 | |||||||||||
1,800,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 4.516%, (US0001M + 2.300%), 09/25/2030 | 1,824,663 | 0.0 | |||||||||||
1,250,126 | (3) | Freddie Mac Structured Pass Through Certificates T-48 1A, 4.999%, 07/25/2033 | 1,283,539 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
5,000,000 | Freddie Mac REMICS 3740 KE, 4.000%, 10/15/2040 | 5,083,228 | 0.1 | |||||||||||
500,000 | Freddie Mac REMICS 3848 WX, 5.000%, 04/15/2041 | 544,153 | 0.0 | |||||||||||
5,000,000 | Freddie Mac REMICS 3893 PU, 4.000%, 07/15/2041 | 5,083,492 | 0.1 | |||||||||||
8,800,832 | Freddie Mac REMICS 3919 ZB, 4.000%, 09/15/2041 | 8,853,652 | 0.2 | |||||||||||
3,685,893 | (1),(3) | Galton Funding Mortgage Trust 2018-1 B1, 3.800%, 11/25/2057 | 3,593,150 | 0.1 | ||||||||||
53,510 | (4) | Ginnie Mae 2000-22 SD, 7.642%, (-1.000*US0001M + 9.800%), 05/16/2030 | 1,192 | 0.0 | ||||||||||
2,474,973 | (4) | Ginnie Mae 2005-37 SI, 3.985%, (-1.000*US0001M + 6.150%), 05/20/2035 | 278,650 | 0.0 | ||||||||||
2,538,863 | (4) | Ginnie Mae 2007-23 ST, 4.035%, (-1.000*US0001M + 6.200%), 04/20/2037 | 247,877 | 0.0 | ||||||||||
2,958,855 | (4) | Ginnie Mae 2007-40 SE, 4.585%, (-1.000*US0001M + 6.750%), 07/20/2037 | 419,883 | 0.0 | ||||||||||
2,025,054 | (4) | Ginnie Mae 2007-7 EI, 4.035%, (-1.000*US0001M + 6.200%), 02/20/2037 | 253,140 | 0.0 | ||||||||||
6,912,486 | (4) | Ginnie Mae 2010-11 SA, 4.262%, (-1.000*US0001M + 6.420%), 01/16/2040 | 940,728 | 0.0 | ||||||||||
3,014,327 | (4) | Ginnie Mae 2010-14 SB, 4.635%, (-1.000*US0001M + 6.800%), 11/20/2035 | 436,051 | 0.0 | ||||||||||
2,689,323 | (4) | Ginnie Mae 2010-99 IT, 5.000%, 08/16/2040 | 449,189 | 0.0 | ||||||||||
1,165,559 | Ginnie Mae 2013-69 KA, 1.250%, 08/20/2042 | 1,023,817 | 0.0 | |||||||||||
1,950,700 | Ginnie Mae 2015-3 ZD, 4.000%, 01/20/2045 | 1,967,082 | 0.0 | |||||||||||
7,832 | (4) | Ginnie Mae Series 2001-28 SV, 6.092%, (-1.000*US0001M + 8.250%), 06/16/2031 | 310 | 0.0 | ||||||||||
903,460 | (4) | Ginnie Mae Series 2005-7 AH, 4.612%, (-1.000*US0001M + 6.770%), 02/16/2035 | 120,404 | 0.0 | ||||||||||
15,437,421 | (4) | Ginnie Mae Series 2007-41 SL, 4.535%, (-1.000*US0001M + 6.700%), 07/20/2037 | 2,481,859 | 0.1 | ||||||||||
1,690,247 | (4) | Ginnie Mae Series 2008-2 SW, 4.385%, (-1.000*US0001M + 6.550%), 01/20/2038 | 255,501 | 0.0 | ||||||||||
1,020,546 | (4) | Ginnie Mae Series 2008-35 SN, 4.235%, (-1.000*US0001M + 6.400%), 04/20/2038 | 123,880 | 0.0 | ||||||||||
577,242 | (4) | Ginnie Mae Series 2008-40 PS, 4.342%, (-1.000*US0001M + 6.500%), 05/16/2038 | 78,630 | 0.0 | ||||||||||
1,396,985 | (4) | Ginnie Mae Series 2009-25 KS, 4.035%, (-1.000*US0001M + 6.200%), 04/20/2039 | 174,990 | 0.0 |
1,127,556 | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | 1,179,154 | 0.0 | |||||||||||
1,200,781 | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/2039 | 1,259,665 | 0.0 | |||||||||||
3,154,350 | (4) | Ginnie Mae Series 2009-33 SN, 4.135%, (-1.000*US0001M + 6.300%), 05/20/2039 | 134,905 | 0.0 | ||||||||||
11,045,641 | Ginnie Mae Series 2009-33 ZB, 6.000%, 05/20/2039 | 12,490,490 | 0.2 | |||||||||||
2,368,974 | Ginnie Mae Series 2009-34 Z, 4.500%, 05/16/2039 | 2,459,975 | 0.1 | |||||||||||
443,117 | (4) | Ginnie Mae Series 2009-43 HS, 4.035%, (-1.000*US0001M + 6.200%), 06/20/2038 | 18,909 | 0.0 | ||||||||||
3,493,292 | Ginnie Mae Series 2009-98 DA, 3.250%, 07/16/2039 | 3,481,705 | 0.1 | |||||||||||
2,954,510 | (4) | Ginnie Mae Series 2010-116 NS, 4.492%, (-1.000*US0001M + 6.650%), 09/16/2040 | 362,756 | 0.0 | ||||||||||
7,878,957 | (4) | Ginnie Mae Series 2010-116 SK, 4.455%, (-1.000*US0001M + 6.620%), 08/20/2040 | 1,101,553 | 0.0 | ||||||||||
13,586,652 | (4) | Ginnie Mae Series 2010-149 HS, 3.942%, (-1.000*US0001M + 6.100%), 05/16/2040 | 1,086,972 | 0.0 | ||||||||||
1,813,600 | (4) | Ginnie Mae Series 2010-168 BI, 5.000%, 04/20/2040 | 612,617 | 0.0 | ||||||||||
2,248,418 | (4) | Ginnie Mae Series 2010-68 MS, 3.685%, (-1.000*US0001M + 5.850%), 06/20/2040 | 281,873 | 0.0 | ||||||||||
5,934,350 | (4) | Ginnie Mae Series 2011-72 SA, 3.192%, (-1.000*US0001M + 5.350%), 05/16/2041 | 655,824 | 0.0 | ||||||||||
8,379,784 | (4) | Ginnie Mae Series 2011-73 LS, 4.525%, (-1.000*US0001M + 6.690%), 08/20/2039 | 674,227 | 0.0 | ||||||||||
192,490 | Ginnie Mae Series 2012-43 MA, 4.000%, 10/20/2041 | 192,652 | 0.0 | |||||||||||
1,693,825 | (4) | Ginnie Mae Series 2012-91 QI, 4.500%, 09/20/2041 | 195,355 | 0.0 | ||||||||||
1,388,000 | Ginnie Mae Series 2013-116 KB, 3.500%, 12/20/2042 | 1,365,904 | 0.0 | |||||||||||
11,253,130 | (4) | Ginnie Mae Series 2013-167 PI, 5.500%, 11/20/2043 | 2,306,405 | 0.1 | ||||||||||
2,968,313 | (4) | Ginnie Mae Series 2014-10 GI, 4.500%, 01/16/2029 | 291,861 | 0.0 | ||||||||||
6,804,089 | (4) | Ginnie Mae Series 2014-185 SB, 3.435%, (-1.000*US0001M + 5.600%), 12/20/2044 | 738,488 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
11,692,695 | (4) | Ginnie Mae Series 2014-3 SU, 3.885%, (-1.000*US0001M + 6.050%), 07/20/2039 | 1,539,100 | 0.0 | ||||||||||
10,217,320 | (4) | Ginnie Mae Series 2014-56 SP, 4.042%, (-1.000*US0001M + 6.200%), 12/16/2039 | 1,274,323 | 0.0 | ||||||||||
12,019,820 | (4) | Ginnie Mae Series 2014-58 SG, 3.442%, (-1.000*US0001M + 5.600%), 04/16/2044 | 1,324,215 | 0.0 | ||||||||||
2,509,623 | Ginnie Mae Series 2015-27 PB, 3.000%, 08/20/2044 | 2,413,781 | 0.1 | |||||||||||
4,734 | GSR Mortgage Loan Trust 2005-5F 8A1, 2.716%, (US0001M + 0.500%), 06/25/2035 | 4,554 | 0.0 | |||||||||||
285,788 | GSR Mortgage Loan Trust 2007-1F 3A13, 6.000%, 01/25/2037 | 264,189 | 0.0 | |||||||||||
3,195,351 | HarborView Mortgage Loan Trust 2007-5 A1A, 2.358%, (US0001M + 0.190%), 09/19/2037 | 3,118,929 | 0.1 | |||||||||||
218,884 | HomeBanc Mortgage Trust 2004-1 2A, 3.076%, (US0001M + 0.860%), 08/25/2029 | 210,701 | 0.0 | |||||||||||
2,000,000 | HomeBanc Mortgage Trust 2005-4 M1, 2.686%, (US0001M + 0.470%), 10/25/2035 | 1,954,743 | 0.0 | |||||||||||
1,526,059 | Impac CMB Trust Series 2005-1 M1, 2.906%, (US0001M + 0.690%), 04/25/2035 | 1,491,695 | 0.0 | |||||||||||
2,123,339 | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 2.426%, (US0001M + 0.210%), 04/25/2046 | 2,006,152 | 0.0 | |||||||||||
3,130,022 | IndyMac INDX Mortgage Loan Trust 2006-AR2 2A1, 2.426%, (US0001M + 0.210%), 02/25/2046 | 2,706,623 | 0.1 | |||||||||||
422,153 | (1),(3) | Jefferies Resecuritization Trust 2009-R6 1A2, 4.384%, 03/26/2036 | 415,834 | 0.0 | ||||||||||
454,615 | JP Morgan Alternative Loan Trust 2005-S1 1A1, 5.500%, 12/25/2035 | 361,841 | 0.0 | |||||||||||
2,798,261 | (3) | JP Morgan Mortgage Trust 2005-A4 B1, 4.268%, 07/25/2035 | 2,547,149 | 0.1 | ||||||||||
4,520,594 | (1),(3) | JP Morgan Mortgage Trust 2016-1 B3, 3.877%, 05/25/2046 | 4,439,245 | 0.1 | ||||||||||
2,162,333 | (1),(3) | JP Morgan Mortgage Trust 2017-3 B1, 3.866%, 08/25/2047 | 2,112,021 | 0.0 | ||||||||||
2,070,733 | (1),(3) | JP Morgan Mortgage Trust 2017-3 B2, 3.866%, 08/25/2047 | 1,975,783 | 0.0 | ||||||||||
1,478,328 | (1),(3) | JP Morgan Mortgage Trust 2017-6 B3, 3.852%, 12/25/2048 | 1,378,315 | 0.0 |
2,135,911 | (1),(3) | JP Morgan Mortgage Trust 2018-1 B1, 3.769%, 06/25/2048 | 2,066,262 | 0.0 | ||||||||||
2,055,999 | (1),(3) | JP Morgan Mortgage Trust 2018-1 B2, 3.769%, 06/25/2048 | 1,974,900 | 0.0 | ||||||||||
2,714,037 | (1),(3) | JP Morgan Mortgage Trust 2018-1 B3, 3.769%, 06/25/2048 | 2,552,402 | 0.1 | ||||||||||
2,624,031 | (1),(3) | JP Morgan Mortgage Trust 2018-3 B1, 3.783%, 09/25/2048 | 2,499,114 | 0.1 | ||||||||||
2,257,673 | (1),(3) | JP Morgan Mortgage Trust 2018-4 B2, 3.801%, 10/25/2048 | 2,133,248 | 0.0 | ||||||||||
1,508,869 | (1),(3) | JP Morgan Mortgage Trust 2018-6C B2, 4.012%, 12/25/2048 | 1,453,711 | 0.0 | ||||||||||
3,024,000 | (1),(3) | JP Morgan Mortgage Trust 2018-9 B3, 4.507%, 02/25/2049 | 2,961,187 | 0.1 | ||||||||||
17,508,575 | (4) | Lehman Mortgage Trust 2006-7 2A4, 4.334%, (-1.000*US0001M + 6.550%), 11/25/2036 | 2,703,954 | 0.0 | ||||||||||
12,815,633 | (4) | Lehman Mortgage Trust 2006-9 2A5, 4.404%, (-1.000*US0001M + 6.620%), 01/25/2037 | 2,305,491 | 0.1 | ||||||||||
1,459,138 | Lehman XS Trust Series 2005-5N 1A2, 2.576%, (US0001M + 0.360%), 11/25/2035 | 1,322,070 | 0.0 | |||||||||||
5,191,792 | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | 4,559,514 | 0.1 | |||||||||||
2,959,720 | (1),(3) | New Residential Mortgage Loan Trust 2017-3A B2, 4.750%, 04/25/2057 | 3,043,763 | 0.1 | ||||||||||
9,826,000 | Opteum Mortgage Acceptance Corp. Asset Backed Pass-Through Certificates 2005-4 M2, 2.716%, (US0001M + 0.500%), 11/25/2035 | 9,140,968 | 0.2 | |||||||||||
207,472 | Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/2037 | 191,703 | 0.0 | |||||||||||
1,891,004 | (1),(3) | Sequoia Mortgage Trust 2014-3 B3, 3.931%, 10/25/2044 | 1,876,625 | 0.0 | ||||||||||
1,917,258 | (1),(3) | Sequoia Mortgage Trust 2014-4 B3, 3.865%, 11/25/2044 | 1,896,417 | 0.0 | ||||||||||
1,903,910 | (1),(3) | Sequoia Mortgage Trust 2015-2 B3, 3.744%, 05/25/2045 | 1,849,148 | 0.0 | ||||||||||
1,657,069 | (1),(3) | Sequoia Mortgage Trust 2015-3 B3, 3.714%, 07/25/2045 | 1,583,164 | 0.0 | ||||||||||
3,300,000 | (1),(3) | Sequoia Mortgage Trust 2017-CH2 A13, 4.000%, 12/25/2047 | 3,242,385 | 0.1 | ||||||||||
2,579,103 | (1),(3) | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 02/25/2048 | 2,575,281 | 0.1 | ||||||||||
6,506,687 | (1),(3) | Sequoia Mortgage Trust 2018-CH1 B1B, 4.508%, 02/25/2048 | 6,646,297 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
2,680,621 | (1),(3) | Sequoia Mortgage Trust 2018-CH1 B2B, 4.508%, 02/25/2048 | 2,719,532 | 0.1 | ||||||||||
5,332,000 | (1),(3) | Sequoia Mortgage Trust 2018-CH4 A13, 4.500%, 10/25/2048 | 5,370,212 | 0.1 | ||||||||||
75,062 | (3) | Structured Adjustable Rate Mortgage Loan Trust 2004-12 7A3, 4.400%, 09/25/2034 | 76,338 | 0.0 | ||||||||||
1,360,000 | (1),(3) | Verus Securitization Trust 2017-SG1A B1, 3.615%, 11/25/2047 | 1,347,475 | 0.0 | ||||||||||
1,773,000 | (1),(3) | Verus Securitization Trust 2018-1 B1, 3.801%, 01/25/2058 | 1,776,976 | 0.0 | ||||||||||
1,231,000 | (1),(3) | Verus Securitization Trust 2018-2 B1, 4.426%, 06/01/2058 | 1,218,275 | 0.0 | ||||||||||
1,614,138 | (3) | Wachovia Mortgage Loan LLC Series 2005-B 2A1, 4.226%, 10/20/2035 | 1,639,119 | 0.0 | ||||||||||
8,162,232 | (3) | WaMu Mortgage Pass-Through Certificates Series 2004-AR4 A6 Trust, 4.120%, 06/25/2034 | 8,374,001 | 0.2 | ||||||||||
499,315 | (3) | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 3.129%, 10/25/2036 | 463,971 | 0.0 | ||||||||||
3,863,672 | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 A1C3, 2.726%, (US0001M + 0.510%), 08/25/2045 | 3,875,735 | 0.1 | |||||||||||
108,948,757 | (3),(4) | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 0.502%, 08/25/2045 | 2,084,571 | 0.0 | ||||||||||
2,862,188 | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 2.706%, (US0001M + 0.490%), 10/25/2045 | 2,902,889 | 0.1 | |||||||||||
538,421 | (3) | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.483%, 10/25/2036 | 524,662 | 0.0 | ||||||||||
1,242,340 | (3) | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A4, 3.107%, 11/25/2036 | 1,193,443 | 0.0 | ||||||||||
1,417,076 | (3) | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A1, 3.167%, 12/25/2036 | 1,283,632 | 0.0 | ||||||||||
3,276,126 | (3) | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A3, 3.167%, 12/25/2036 | 2,967,618 | 0.1 | ||||||||||
2,061,179 | (3) | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 3A1, 3.268%, 12/25/2036 | 2,011,453 | 0.0 | ||||||||||
1,958,567 | (3) | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.914%, 08/25/2046 | 1,874,156 | 0.0 |
2,562,302 | (3) | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.603%, 12/25/2036 | 2,513,896 | 0.1 | ||||||||||
630,952 | (3) | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 1A1, 3.138%, 03/25/2037 | 576,417 | 0.0 | ||||||||||
1,738,290 | (3) | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 3.162%, 04/25/2037 | 1,589,299 | 0.0 | ||||||||||
2,173,875 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 2A3, 3.116%, (US0001M + 0.900%), 11/25/2035 | 1,798,825 | 0.0 | |||||||||||
2,003,385 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | 1,827,558 | 0.0 | |||||||||||
1,409,833 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 CB3, 5.500%, 07/25/2035 | 1,334,889 | 0.0 | |||||||||||
585,448 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/2035 | 563,706 | 0.0 | |||||||||||
5,464,530 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 2.805%, (12MTA + 0.960%), 08/25/2046 | 4,127,758 | 0.1 | |||||||||||
920,769 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 A3, 2.446%, (US0001M + 0.230%), 01/25/2047 | 842,483 | 0.0 | |||||||||||
1,907,555 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 A4, 2.536%, (US0001M + 0.320%), 01/25/2047 | 1,760,999 | 0.0 | |||||||||||
1,317,516 | Wells Fargo Alternative Loan 2007-PA2 2A1, 2.646%, (US0001M + 0.430%), 06/25/2037 | 1,106,420 | 0.0 | |||||||||||
1,481,891 | Wells Fargo Alternative Loan 2007-PA3 3A1, 6.250%, 07/25/2037 | 1,405,805 | 0.0 | |||||||||||
630,025 | (3) | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 4.211%, 04/25/2036 | 590,579 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
1,878,319 | (1),(3) | WinWater Mortgage Loan Trust 2015-5 B4, 3.796%, 08/20/2045 | 1,787,333 | 0.0 | ||||||||||
Total Collateralized Mortgage Obligations | ||||||||||||||
(Cost $814,219,672) | 807,864,106 | 13.5 | ||||||||||||
FOREIGN GOVERNMENT BONDS: 2.7% | ||||||||||||||
5,750,000 | Argentine Republic Government International Bond, 5.625%, 01/26/2022 | 5,208,062 | 0.1 | |||||||||||
9,160,000 | Argentine Republic Government International Bond, 6.875%, 04/22/2021 | 8,786,822 | 0.2 | |||||||||||
4,975,000 | Argentine Republic Government International Bond, 6.875%, 01/26/2027 | 4,241,187 | 0.1 | |||||||||||
CLP | 10,460,000,000 | Bonos de la Tesoreria de la Republica en pesos, 4.500%, 03/01/2026 | 15,976,172 | 0.3 | ||||||||||
CLP | 6,450,000,000 | Bonos de la Tesoreria de la Republica en pesos, 5.000%, 03/01/2035 | 9,865,190 | 0.2 | ||||||||||
1,968,000 | Brazilian Government International Bond, 2.625%, 01/05/2023 | 1,807,116 | 0.0 | |||||||||||
5,900,000 | (2) | Brazilian Government International Bond, 4.625%, 01/13/2028 | 5,411,834 | 0.1 | ||||||||||
2,500,000 | (2) | Brazilian Government International Bond, 6.000%, 04/07/2026 | 2,568,750 | 0.0 | ||||||||||
5,225,000 | Colombia Government International Bond, 3.875%, 04/25/2027 | 5,074,781 | 0.1 | |||||||||||
350,000 | (1),(2) | Costa Rica Government International Bond, 4.250%, 01/26/2023 | 318,461 | 0.0 | ||||||||||
400,000 | Costa Rica Government International Bond, 9.995%, 08/01/2020 | 430,000 | 0.0 | |||||||||||
2,500,000 | Croatia Government International Bond, 5.500%, 04/04/2023 | 2,649,005 | 0.1 | |||||||||||
272,000 | Croatia Government International Bond, 6.375%, 03/24/2021 | 288,646 | 0.0 | |||||||||||
300,000 | (1) | Dominican Republic International Bond, 5.500%, 01/27/2025 | 301,875 | 0.0 | ||||||||||
270,000 | Dominican Republic International Bond, 5.875%, 04/18/2024 | 279,315 | 0.0 | |||||||||||
900,000 | Dominican Republic International Bond, 5.950%, 01/25/2027 | 920,025 | 0.0 | |||||||||||
300,000 | (1) | Dominican Republic International Bond, 6.600%, 01/28/2024 | 317,787 | 0.0 | ||||||||||
4,825,000 | Dominican Republic International Bond, 6.875%, 01/29/2026 | 5,162,461 | 0.1 | |||||||||||
2,675,000 | Egypt Government International Bond, 5.875%, 06/11/2025 | 2,562,083 | 0.0 | |||||||||||
250,000 | (1) | Egypt Government International Bond, 5.875%, 06/11/2025 | 239,447 | 0.0 |
2,700,000 | Egypt Government International Bond, 6.125%, 01/31/2022 | 2,707,398 | 0.1 | |||||||||||
232,000 | (1) | El Salvador Government International Bond, 5.875%, 01/30/2025 | 217,551 | 0.0 | ||||||||||
290,380 | (1) | Gabonese Republic, 6.375%, 12/12/2024 | 275,542 | 0.0 | ||||||||||
1,775,000 | (1) | Indonesia Government International Bond, 3.850%, 07/18/2027 | 1,694,408 | 0.0 | ||||||||||
1,500,000 | Indonesia Government International Bond, 4.125%, 01/15/2025 | 1,479,105 | 0.0 | |||||||||||
600,000 | (1) | Indonesia Government International Bond, 4.125%, 01/15/2025 | 591,642 | 0.0 | ||||||||||
2,750,000 | (1) | Indonesia Government International Bond, 4.350%, 01/08/2027 | 2,715,740 | 0.1 | ||||||||||
3,557,550 | (3) | Ivory Coast Government International Bond, 5.750%, 12/31/2032 | 3,372,629 | 0.1 | ||||||||||
1,000,000 | Jordan Government International Bond, 6.125%, 01/29/2026 | 984,540 | 0.0 | |||||||||||
600,000 | (1) | KazAgro National Management Holding JSC, 4.625%, 05/24/2023 | 593,392 | 0.0 | ||||||||||
1,150,000 | Lebanon Government International Bond, 6.100%, 10/04/2022 | 985,217 | 0.0 | |||||||||||
718,000 | Lebanon Government International Bond, 6.000%, 01/27/2023 | 609,805 | 0.0 | |||||||||||
400,000 | Mexico Government International Bond, 4.000%, 10/02/2023 | 403,170 | 0.0 | |||||||||||
2,250,000 | Morocco Government International Bond, 4.250%, 12/11/2022 | 2,257,875 | 0.0 | |||||||||||
600,000 | (1) | Morocco Government International Bond, 4.250%, 12/11/2022 | 602,100 | 0.0 | ||||||||||
850,000 | Namibia International Bonds, 5.500%, 11/03/2021 | 866,626 | 0.0 | |||||||||||
693,000 | Panama Government International Bond, 6.700%, 01/26/2036 | 869,029 | 0.0 | |||||||||||
2,675,000 | Perusahaan Penerbit SBSN Indonesia III, 4.150%, 03/29/2027 | 2,586,725 | 0.1 | |||||||||||
4,000,000 | (1) | Perusahaan Penerbit SBSN Indonesia III, 4.400%, 03/01/2028 | 3,919,200 | 0.1 | ||||||||||
162,500 | Republic of Angola Via Northern Lights III BV, 7.000%, 08/17/2019 | 164,437 | 0.0 | |||||||||||
600,000 | Paraguay Government International Bond, 4.625%, 01/25/2023 | 606,750 | 0.0 | |||||||||||
600,000 | (1) | Paraguay Government International Bond, 4.625%, 01/25/2023 | 606,750 | 0.0 | ||||||||||
PLN | 41,657,000 | Republic of Poland Government Bond, 3.250%, 07/25/2025 | 11,517,593 | 0.2 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
PLN | 13,164,000 | Republic of Poland Government Bond, 4.000%, 10/25/2023 | 3,816,053 | 0.1 | ||||||||||
5,250,000 | Republic of South Africa Government International Bond, 4.300%, 10/12/2028 | 4,719,682 | 0.1 | |||||||||||
2,100,000 | Republic of South Africa Government International Bond, 4.850%, 09/27/2027 | 1,981,111 | 0.0 | |||||||||||
3,200,000 | Republic of South Africa Government International Bond, 5.875%, 06/22/2030 | 3,188,422 | 0.1 | |||||||||||
6,400,000 | Russian Federal Bond - OFZ, 4.750%, 05/27/2026 | 6,405,517 | 0.1 | |||||||||||
3,600,000 | Russian Foreign Bond - Eurobond, 4.250%, 06/23/2027 | 3,462,070 | 0.1 | |||||||||||
8,375,000 | (1) | Saudi Government International Bond, 4.500%, 04/17/2030 | 8,429,136 | 0.1 | ||||||||||
350,000 | Sri Lanka Government International Bond, 5.875%, 07/25/2022 | 344,761 | 0.0 | |||||||||||
1,100,000 | (1) | Sri Lanka Government International Bond, 6.825%, 07/18/2026 | 1,085,309 | 0.0 | ||||||||||
190,004 | Tanzania Government International Bond, 8.544%, (US0003M + 6.000%), 03/09/2020 | 194,111 | 0.0 | |||||||||||
800,000 | Turkey Government International Bond, 4.875%, 10/09/2026 | 687,899 | 0.0 | |||||||||||
1,000,000 | Turkey Government International Bond, 5.125%, 02/17/2028 | 853,650 | 0.0 | |||||||||||
1,000,000 | Turkey Government International Bond, 6.125%, 10/24/2028 | 904,010 | 0.0 | |||||||||||
200,000 | Turkey Government International Bond, 6.250%, 09/26/2022 | 196,296 | 0.0 | |||||||||||
2,083,000 | Turkey Government International Bond, 7.375%, 02/05/2025 | 2,109,058 | 0.0 | |||||||||||
2,726,000 | Ukraine Government AID Bonds, 1.847%, 05/29/2020 | 2,691,178 | 0.1 | |||||||||||
1,500,000 | Ukraine Government International Bond, 7.750%, 09/01/2023 | 1,476,563 | 0.0 | |||||||||||
2,300,000 | Uruguay Government International Bond, 4.375%, 10/27/2027 | 2,347,437 | 0.0 | |||||||||||
253,970 | Uruguay Government International Bond, 7.625%, 03/21/2036 | 343,566 | 0.0 | |||||||||||
341,643 | Uruguay Government International Bond, 8.000%, 11/18/2022 | 387,256 | 0.0 | |||||||||||
475,000 | Vietnam Government International Bond, 6.750%, 01/29/2020 | 493,710 | 0.0 |
300,000 | (1) | Zambia Government International Bond, 5.375%, 09/20/2022 | 212,052 | 0.0 | ||||||||||
Total Foreign Government Bonds | ||||||||||||||
(Cost $165,362,786) | 159,365,090 | 2.7 | ||||||||||||
ASSET-BACKED SECURITIES: 12.3% | ||||||||||||||
Automobile Asset-Backed Securities: 0.4% | ||||||||||||||
5,950,000 | Americredit Automobile Receivables Trust 2018-2 D, 4.010%, 07/18/2024 | 5,953,394 | 0.1 | |||||||||||
400,000 | AmeriCredit Automobile Receivables 2015-4 D, 3.720%, 12/08/2021 | 402,182 | 0.0 | |||||||||||
750,000 | CarMax Auto Owner Trust 2017-4 D, 3.300%, 05/15/2024 | 735,977 | 0.0 | |||||||||||
600,000 | GM Financial Automobile Leasing Trust 2018-1 B, 2.870%, 12/20/2021 | 595,038 | 0.0 | |||||||||||
1,596,316 | (1) | OSCAR US Funding Trust 2014-1 A4, 2.550%, 12/15/2021 | 1,594,226 | 0.0 | ||||||||||
1,450,000 | (1) | OSCAR US Funding Trust VI LLC 2017-1A A3, 2.820%, 06/10/2021 | 1,445,927 | 0.0 | ||||||||||
1,550,000 | (1) | OSCAR US Funding Trust VII LLC 2017-2A A4, 2.760%, 12/10/2024 | 1,519,507 | 0.0 | ||||||||||
370,000 | Santander Drive Auto Receivables Trust 2015-1 D, 3.240%, 04/15/2021 | 370,457 | 0.0 | |||||||||||
500,000 | Santander Drive Auto Receivables Trust 2018-1 D, 3.320%, 03/15/2024 | 490,447 | 0.0 | |||||||||||
9,100,000 | Santander Drive Auto Receivables Trust 2018-4 D, 3.980%, 12/15/2025 | 9,077,954 | 0.2 | |||||||||||
1,940,000 | (1) | SunTrust Auto Receivables Trust 2015-1A B, 2.200%, 02/15/2021 | 1,924,071 | 0.1 | ||||||||||
800,000 | (1) | Tesla Auto Lease Trust 2018-A D, 3.300%, 05/20/2020 | 796,598 | 0.0 | ||||||||||
24,905,778 | 0.4 | |||||||||||||
Credit Card Asset-Backed Securities: 0.0% | ||||||||||||||
600,000 | Synchrony Credit Card Master Note Trust 2017-2 C, 3.010%, 10/15/2025 | 580,511 | 0.0 | |||||||||||
Home Equity Asset-Backed Securities: 0.4% | ||||||||||||||
7,958,339 | Freddie Mac Structured Pass Through Certificates T-31 A7, 2.314%, (US0001M + 0.250%), 05/25/2031 | 7,907,707 | 0.1 | |||||||||||
4,176,891 | (3) | GSAA Home Equity Trust 2006-4 4A3, 3.853%, 03/25/2036 | 3,449,385 | 0.1 | ||||||||||
4,296,254 | (3) | GSAA Trust 2006-7 AF2, 5.995%, 03/25/2046 | 3,015,480 | 0.1 | ||||||||||
361,166 | (3) | HSI Asset Loan Obligation Trust 2007-WF1 A6, 4.912%, 12/25/2036 | 320,820 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
1,971,627 | Morgan Stanley Home Equity Loan Trust 2006-3 A3, 2.376%, (US0001M + 0.160%), 04/25/2036 | 1,556,247 | 0.0 | |||||||||||
1,231,628 | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1 2A3, 2.376%, (US0001M + 0.160%), 02/25/2037 | 1,106,077 | 0.0 | |||||||||||
1,499,591 | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1 2A4A, 2.446%, (US0001M + 0.230%), 02/25/2037 | 1,358,734 | 0.0 | |||||||||||
734,091 | RASC Series 2001-KS1 AI6 Trust, 6.349%, 03/25/2032 | 729,073 | 0.0 | |||||||||||
3,500,000 | (3) | Renaissance Home Equity Loan Trust 2005-3 AF4, 5.140%, 11/25/2035 | 3,639,283 | 0.1 | ||||||||||
23,082,806 | 0.4 | |||||||||||||
Other Asset-Backed Securities: 10.2% | ||||||||||||||
4,449,170 | (1),(8) | Ajax Mortgage Loan Trust 2016-C A, 4.000% (Step Rate @ 7.000% on 11/25/2019), 10/25/2057 | 4,471,785 | 0.1 | ||||||||||
1,519,994 | (1),(8) | Ajax Mortgage Loan Trust 2017-A A, 3.470% (Step Rate @ 6.470% on 05/25/2020), 04/25/2057 | 1,513,957 | 0.0 | ||||||||||
3,468,263 | (1) | Ajax Mortgage Loan Trust 2018-A A, 3.850%, 04/25/2058 | 3,446,982 | 0.1 | ||||||||||
10,000,000 | (1),(3) | Ajax Mortgage Loan Trust 2018-C A, 4.360%, 09/25/2065 | 10,025,000 | 0.2 | ||||||||||
5,100,000 | (1) | ALM VII R-2 Ltd. 2013-7R2A A2R, 4.339%, (US0003M + 2.000%), 10/15/2027 | 5,101,601 | 0.1 | ||||||||||
2,930,000 | (1) | ALM VIII Ltd. 2013-8A A1R, 3.829%, (US0003M + 1.490%), 10/15/2028 | 2,930,847 | 0.0 | ||||||||||
1,090,684 | (1),(3),(4),(6) | American Homes 4 Rent 2015-SFR1 XS, 0.000%, 04/17/2052 | – | – | ||||||||||
1,250,000 | (1) | American Homes 4 Rent 2015-SFR2 D, 5.036%, 10/17/2045 | 1,298,737 | 0.0 | ||||||||||
6,889,436 | (1),(3),(4),(6) | American Homes 4 Rent 2015-SFR2 XS, 0.000%, 10/17/2045 | – | – | ||||||||||
3,900,000 | (1) | Apidos CLO XII 2013-12A AR, 3.419%, (US0003M + 1.080%), 04/15/2031 | 3,893,347 | 0.1 | ||||||||||
500,000 | (1) | Apidos CLO XII 2013-12A CR, 4.139%, (US0003M + 1.800%), 04/15/2031 | 495,800 | 0.0 | ||||||||||
3,130,000 | (1) | Apidos CLO XVII 2014-17A A2R, 4.186%, (US0003M + 1.850%), 04/17/2026 | 3,130,770 | 0.1 | ||||||||||
5,420,000 | (1) | Apidos CLO XVII 2014-17A BR, 4.836%, (US0003M + 2.500%), 04/17/2026 | 5,430,618 | 0.1 |
3,860,000 | (1) | Apidos Clo XXV 2016-25A A1, 3.808%, (US0003M + 1.460%), 10/20/2028 | 3,860,726 | 0.1 | ||||||||||
10,000,000 | (1) | ARES XLVI CLO Ltd. 2017-46A A2, 3.569%, (US0003M + 1.230%), 01/15/2030 | 10,012,650 | 0.2 | ||||||||||
4,350,000 | (1) | Ares XXIX CLO Ltd. 2014-1A BR, 4.636%, (US0003M + 2.300%), 04/17/2026 | 4,353,154 | 0.1 | ||||||||||
2,000,000 | (1) | Atrium CDO Corp. 12A CR, 3.997%, (US0003M + 1.650%), 04/22/2027 | 1,982,322 | 0.0 | ||||||||||
3,970,000 | (1) | Avery Point IV CLO Ltd. 2014-1A CR, 4.685%, (US0003M + 2.350%), 04/25/2026 | 3,974,625 | 0.1 | ||||||||||
3,620,000 | (1) | Babson CLO Ltd. 2014-IA BR, 4.548%, (US0003M + 2.200%), 07/20/2025 | 3,621,430 | 0.1 | ||||||||||
3,890,000 | (1) | Babson CLO Ltd. 2017-1A A2, 3.683%, (US0003M + 1.350%), 07/18/2029 | 3,891,490 | 0.1 | ||||||||||
6,361,000 | (1) | Babson CLO Ltd. 2018-3A A2, 3.320%, (US0003M + 1.300%), 07/20/2029 | 6,343,933 | 0.1 | ||||||||||
1,650,000 | (1) | Bain Capital Credit CLO 2017-1A A2, 3.698%, (US0003M + 1.350%), 07/20/2030 | 1,653,041 | 0.0 | ||||||||||
8,770,000 | (1) | Benefit Street Partners CLO II Ltd. 2013-IIA A1R, 3.589%, (US0003M + 1.250%), 07/15/2029 | 8,792,092 | 0.1 | ||||||||||
7,500,000 | (1) | Benefit Street Partners CLO VIII Ltd. 2015-8A A1BR, 3.548%, (US0003M + 1.200%), 01/20/2031 | 7,434,038 | 0.1 | ||||||||||
3,190,000 | (1) | Benefit Street Partners CLO X Ltd. 2016-10A A1, 3.829%, (US0003M + 1.490%), 01/15/2029 | 3,191,882 | 0.1 | ||||||||||
5,000,000 | (1) | Benefit Street Partners CLO XIV Ltd. 2018-14A A2, 3.498%, (US0003M + 1.150%), 04/20/2031 | 4,936,000 | 0.1 | ||||||||||
4,070,000 | (1) | BlueMountain CLO 2015-1A BR, 4.837%, (US0003M + 2.500%), 04/13/2027 | 4,083,846 | 0.1 | ||||||||||
3,270,000 | (1) | Burnham Park Clo Ltd. 2016-1A A, 3.778%, (US0003M + 1.430%), 10/20/2029 | 3,275,091 | 0.1 | ||||||||||
10,000,000 | (1) | Carbone CLO Ltd 2017-1A A1, 3.488%, (US0003M + 1.140%), 01/20/2031 | 9,994,690 | 0.2 | ||||||||||
700,000 | (1) | Carlyle Global Market Strategies CLO 2014-2RA A1 Ltd., 3.364%, (US0003M + 1.050%), 05/15/2031 | 697,749 | 0.0 | ||||||||||
3,250,000 | (1) | Carlyle Global Market Strategies CLO Ltd. 2014-1A A2R2, 3.466%, (US0003M + 1.130%), 04/17/2031 | 3,256,390 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
6,380,000 | (1) | Carlyle Global Market Strategies CLO Ltd. 2017-1A A1A, 3.648%, (US0003M + 1.300%), 04/20/2031 | 6,392,639 | 0.1 | ||||||||||
4,300,000 | (1) | Cedar Funding II CLO Ltd. 2013-1A CR, 4.677%, (US0003M + 2.350%), 06/09/2030 | 4,310,346 | 0.1 | ||||||||||
3,500,000 | (1) | Cedar Funding IV CLO Ltd. 2014-4A CR, 4.597%, (US0003M + 2.250%), 07/23/2030 | 3,502,870 | 0.1 | ||||||||||
9,680,000 | (1) | Cedar Funding VI CLO Ltd. 2016-6A A1, 3.818%, (US0003M + 1.470%), 10/20/2028 | 9,680,784 | 0.2 | ||||||||||
3,530,000 | (1) | Cedar Funding VIII Clo Ltd. 2017-8A A1, 3.586%, (US0003M + 1.250%), 10/17/2030 | 3,533,625 | 0.1 | ||||||||||
4,700,000 | (1) | Cent CLO 2014-22A A2AR, 4.293%, (US0003M + 1.950%), 11/07/2026 | 4,702,214 | 0.1 | ||||||||||
37,149 | Chase Funding Trust Series 2003-5 2A2, 2.816%, (US0001M + 0.600%), 07/25/2033 | 36,164 | 0.0 | |||||||||||
4,050,000 | (1) | CIFC Funding 2013-2A A1LR, 3.543%, (US0003M + 1.210%), 10/18/2030 | 4,054,374 | 0.1 | ||||||||||
2,750,000 | (1) | CIFC Funding 2014-4A C1R, 4.986%, (US0003M + 2.650%), 10/17/2026 | 2,751,169 | 0.0 | ||||||||||
3,660,000 | (1) | CIFC Funding 2016-1A A, 3.827%, (US0003M + 1.480%), 10/21/2028 | 3,667,368 | 0.1 | ||||||||||
2,150,000 | (1) | CIFC Funding 2017-2A C, 4.698%, (US0003M + 2.350%), 04/20/2030 | 2,155,990 | 0.0 | ||||||||||
7,400,000 | (1) | CIFC Funding 2017-4 A1, 3.592%, (US0003M + 1.250%), 10/24/2030 | 7,455,152 | 0.1 | ||||||||||
3,000,000 | (1) | CIFC Funding 2017-5A A1, 3.516%, (US0003M + 1.180%), 11/16/2030 | 3,000,918 | 0.0 | ||||||||||
1,000,000 | (1) | CIFC Funding 2018-IA B Ltd., 3.557%, (US0003M + 1.400%), 04/18/2031 | 987,524 | 0.0 | ||||||||||
7,425,000 | Countrywide Asset-Backed Certificates 2005-AB2 M1, 2.921%, (US0001M + 0.705%), 09/25/2035 | 7,215,974 | 0.1 | |||||||||||
11,551,698 | Credit-Based Asset Servicing & Securitization LLC 2006-CB8 A2C, 2.366%, (US0001M + 0.150%), 10/25/2036 | 10,276,946 | 0.2 | |||||||||||
4,540,325 | (1) | DB Master Finance LLC 2015-1A A2II, 3.980%, 02/20/2045 | 4,546,102 | 0.1 | ||||||||||
4,200,000 | (1) | Deer Creek Clo Ltd. 2017-1A A, 3.528%, (US0003M + 1.180%), 10/20/2030 | 4,201,256 | 0.1 | ||||||||||
7,000,000 | (1) | Dewolf Park Clo Ltd. 2017-1A A, 3.549%, (US0003M + 1.210%), 10/15/2030 | 7,007,161 | 0.1 |
643,500 | (1) | Domino's Pizza Master Issuer LLC 2017-1A A2II, 3.082%, 07/25/2047 | 622,734 | 0.0 | ||||||||||
2,394,000 | (1) | Domino's Pizza Master Issuer LLC 2018-1A A2I, 4.116%, 07/25/2048 | 2,382,954 | 0.0 | ||||||||||
2,344,125 | (1) | Driven Brands Funding, LLC 2018-1A A2, 4.739%, 04/20/2048 | 2,333,993 | 0.0 | ||||||||||
5,565,000 | (1) | Dryden 33 Senior Loan Fund 2014-33A AR, 3.769%, (US0003M + 1.430%), 10/15/2028 | 5,576,113 | 0.1 | ||||||||||
6,660,000 | (1) | Dryden Senior Loan Fund 2017-47A A2, 3.689%, (US0003M + 1.350%), 04/15/2028 | 6,663,536 | 0.1 | ||||||||||
6,410,000 | (1) | Dryden Senior Loan Fund 2017-47A C, 4.539%, (US0003M + 2.200%), 04/15/2028 | 6,429,756 | 0.1 | ||||||||||
5,565,000 | (1) | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 3.514%, (US0003M + 1.200%), 08/15/2030 | 5,566,469 | 0.1 | ||||||||||
8,000,000 | (1) | Eaton Vance Clo 2015-1A A2R Ltd., 3.598%, (US0003M + 1.250%), 01/20/2030 | 7,979,752 | 0.1 | ||||||||||
4,228,050 | (1) | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | 4,220,574 | 0.1 | ||||||||||
3,000,000 | (1) | Flatiron CLO Ltd. 2013-1A A2R, 3.986%, (US0003M + 1.650%), 01/17/2026 | 3,000,774 | 0.0 | ||||||||||
3,920,000 | (1) | Flatiron CLO Ltd. 2013-1A BR, 4.686%, (US0003M + 2.350%), 01/17/2026 | 3,921,113 | 0.1 | ||||||||||
4,250,000 | (1) | Galaxy XIX CLO Ltd. 2015-19A A1R, 3.562%, (US0003M + 1.220%), 07/24/2030 | 4,252,393 | 0.1 | ||||||||||
2,500,000 | (1) | Galaxy XV CLO Ltd. 2013-15A AR, 3.539%, (US0003M + 1.200%), 10/15/2030 | 2,501,005 | 0.0 | ||||||||||
8,000,000 | (1) | Galaxy XXI CLO Ltd. 2015-21A AR, 3.368%, (US0003M + 1.020%), 04/20/2031 | 7,969,536 | 0.1 | ||||||||||
2,300,000 | (1) | Gilbert Park CLO Ltd. 2017-1A A, 3.529%, (US0003M + 1.190%), 10/15/2030 | 2,302,353 | 0.0 | ||||||||||
7,000,000 | (1) | Goldentree Loan Management US Clo 2 Ltd. 2017-2A A, 3.498%, (US0003M + 1.150%), 11/28/2030 | 7,008,953 | 0.1 | ||||||||||
2,001,796 | (1) | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | 2,002,838 | 0.0 | ||||||||||
1,893,378 | (1) | HERO Funding Trust 2016-2A A, 3.750%, 09/20/2041 | 1,874,656 | 0.0 | ||||||||||
1,250,000 | (1) | Home Partners of America 2018-1 E Trust, 4.008%, (US0001M + 1.850%), 07/17/2037 | 1,241,516 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
1,500,000 | (1) | Jay Park CLO Ltd. 2016-1A B, 4.748%, (US0003M + 2.400%), 10/20/2027 | 1,500,861 | 0.0 | ||||||||||
3,462,509 | (1) | JGWPT XXXIII LLC 2014-3A A, 3.500%, 06/15/2077 | 3,342,741 | 0.1 | ||||||||||
6,000,000 | (1),(9) | KKR CLO 21 A Ltd., 3.345%, (US0003M + 1.000%), 04/15/2031 | 5,957,406 | 0.1 | ||||||||||
6,000,000 | (1) | LCM 26A A2 Ltd., 3.598%, (US0003M + 1.250%), 01/20/2031 | 5,999,898 | 0.1 | ||||||||||
1,867,000 | (1) | LCM XIV L.P. 14A AR, 3.440%, (US0003M + 1.040%), 07/20/2031 | 1,863,697 | 0.0 | ||||||||||
5,000,000 | (1) | LCM XVIII L.P. 18A A2R, 3.568%, (US0003M + 1.220%), 04/20/2031 | 4,958,795 | 0.1 | ||||||||||
5,400,000 | (1) | LCM XXIII Ltd. 23A A1, 3.748%, (US0003M + 1.400%), 10/20/2029 | 5,420,871 | 0.1 | ||||||||||
4,500,000 | (1) | Madison Park Funding XI Ltd. 2013-11A CR, 4.547%, (US0003M + 2.200%), 07/23/2029 | 4,500,819 | 0.1 | ||||||||||
5,400,000 | (1) | Madison Park Funding XV Ltd. 2014-15A B1R, 4.537%, (US0003M + 2.200%), 01/27/2026 | 5,402,306 | 0.1 | ||||||||||
1,400,000 | (1) | Madison Park Funding XXVII Ltd. 2018-27A B, 4.148%, (US0003M + 1.800%), 04/20/2030 | 1,390,133 | 0.0 | ||||||||||
1,100,000 | (1),(3) | Mill City Mortgage Loan Trust 2017-1 M2, 3.250%, 11/25/2058 | 1,028,991 | 0.0 | ||||||||||
3,200,000 | (1),(3) | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | 2,980,358 | 0.0 | ||||||||||
2,482,000 | (1),(3) | Mill City Mortgage Trust 2015-2 B2, 3.817%, 09/25/2057 | 2,377,152 | 0.0 | ||||||||||
6,655,490 | (1) | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | 6,606,401 | 0.1 | ||||||||||
10,807,342 | (1) | Mosaic Solar Loan Trust 2018-2-GS A, 4.200%, 02/22/2044 | 10,791,696 | 0.2 | ||||||||||
2,086,000 | (1) | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | 2,072,897 | 0.0 | ||||||||||
3,941,038 | (1) | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 06/22/2043 | 3,883,876 | 0.1 | ||||||||||
2,500,000 | (1) | OCP CLO 2015-8 Ltd. 2015-8A BR, 4.186%, (US0003M + 1.850%), 04/17/2027 | 2,491,048 | 0.0 | ||||||||||
9,470,000 | (1) | Octagon Investment Partners 30 Ltd. 2017-1A A1, 3.668%, (US0003M + 1.320%), 03/17/2030 | 9,517,341 | 0.2 | ||||||||||
3,000,000 | (1) | Octagon Investment Partners Ltd. 2017-1A A2, 3.689%, (US0003M + 1.350%), 07/15/2029 | 3,004,227 | 0.0 | ||||||||||
5,520,000 | (1) | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 3.714%, (US0003M + 1.375%), 07/15/2029 | 5,511,759 | 0.1 |
1,570,000 | (1) | Octagon Investment Partners XIX Ltd. 2014-1A CR, 4.439%, (US0003M + 2.100%), 04/15/2026 | 1,570,066 | 0.0 | ||||||||||
4,060,000 | (1) | Octagon Investment Partners XV Ltd. 2013-1A A2R, 3.692%, (US0003M + 1.350%), 07/19/2030 | 4,068,396 | 0.1 | ||||||||||
5,660,000 | (1) | OHA Loan Funding Ltd. 2015-1A AR, 3.724%, (US0003M + 1.410%), 08/15/2029 | 5,683,936 | 0.1 | ||||||||||
5,980,000 | (1) | OHA Loan Funding Ltd. 2015-1A BR, 4.114%, (US0003M + 1.800%), 08/15/2029 | 5,981,824 | 0.1 | ||||||||||
6,000,000 | (1) | Palmer Square CLO 2013-2A BR Ltd., 4.586%, (US0003M + 2.250%), 10/17/2027 | 6,001,320 | 0.1 | ||||||||||
3,550,000 | (1) | Palmer Square CLO 2014-1A A1R2 Ltd., 3.466%, (US0003M + 1.130%), 01/17/2031 | 3,550,863 | 0.1 | ||||||||||
8,550,000 | (1) | Palmer Square CLO 2015-1A BR Ltd., 4.862%, (US0003M + 2.550%), 05/21/2029 | 8,582,550 | 0.1 | ||||||||||
2,190,000 | (1) | Palmer Square CLO 2015-2A A1AR Ltd., 3.618%, (US0003M + 1.270%), 07/20/2030 | 2,193,863 | 0.0 | ||||||||||
4,340,000 | (1) | Palmer Square CLO 2015-2A A1BR Ltd., 3.698%, (US0003M + 1.350%), 07/20/2030 | 4,350,464 | 0.1 | ||||||||||
10,000,000 | (1) | Palmer Square CLO 2018-1A A1 Ltd., 3.208%, (US0003M + 1.030%), 04/18/2031 | 9,946,980 | 0.2 | ||||||||||
5,950,000 | (1) | Palmer Square Loan Funding 2017-1A C Ltd., 5.139%, (US0003M + 2.800%), 10/15/2025 | 5,909,433 | 0.1 | ||||||||||
6,700,000 | (1) | Palmer Square Loan Funding 2018-1A B Ltd., 3.739%, (US0003M + 1.400%), 04/15/2026 | 6,696,261 | 0.1 | ||||||||||
4,000,000 | (1) | Palmer Square Loan Funding 2018-1A C Ltd., 4.189%, (US0003M + 1.850%), 04/15/2026 | 3,969,260 | 0.1 | ||||||||||
1,000,000 | (1),(9) | Palmer Square Loan Funding 2018-2A C Ltd., 4.310%, (US0003M + 1.950%), 07/15/2026 | 980,107 | 0.0 | ||||||||||
6,200,000 | (1) | Planet Fitness Master Issuer LLC 2018-1A A2I, 4.262%, 09/05/2048 | 6,201,132 | 0.1 | ||||||||||
789,474 | (3) | Popular ABS Mortgage Pass-Through Trust 2005-D A5, 4.031%, 01/25/2036 | 780,464 | 0.0 | ||||||||||
4,000,000 | (1) | Progress Residential 2015-SFR2 E, 4.427%, 06/12/2032 | 3,995,916 | 0.1 | ||||||||||
6,680,000 | (1) | Progress Residential 2018-SFR3 E Trust, 4.873%, 10/17/2035 | 6,689,820 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
4,300,000 | (1),(3) | SoFi Consumer Loan Program 2016-3 B, 4.490%, 12/26/2025 | 4,349,896 | 0.1 | ||||||||||
2,000,000 | (1),(3) | Sofi Consumer Loan Program 2016-4 C LLC, 5.920%, 11/25/2025 | 2,095,614 | 0.0 | ||||||||||
3,400,000 | (1),(3) | Sofi Consumer Loan Program 2016-5 B LLC, 4.550%, 09/25/2028 | 3,447,739 | 0.1 | ||||||||||
5,101,000 | (1) | SoFi Consumer Loan Program 2017-3 B, 3.850%, 05/25/2026 | 5,072,590 | 0.1 | ||||||||||
1,585,000 | (1) | Sofi Consumer Loan Program 2017-6 B LLC, 3.520%, 11/25/2026 | 1,560,507 | 0.0 | ||||||||||
7,000,000 | (1) | Sofi Consumer Loan Program 2018-1 C Trust, 3.970%, 02/25/2027 | 6,893,548 | 0.1 | ||||||||||
4,000,000 | (1) | Sofi Consumer Loan Program 2018-2 B Trust, 3.790%, 04/26/2027 | 3,971,946 | 0.1 | ||||||||||
3,700,000 | (1) | Sofi Consumer Loan Program 2018-2 C Trust, 4.250%, 04/26/2027 | 3,671,582 | 0.1 | ||||||||||
9,950,000 | (1) | Sofi Consumer Loan Program 2018-3 C Trust, 4.670%, 08/25/2027 | 9,970,813 | 0.2 | ||||||||||
350,000 | (1) | Sonic Capital LLC 2018-1A A2, 4.026%, 02/20/2048 | 344,437 | 0.0 | ||||||||||
2,258,080 | (1) | Springleaf Funding Trust 2015-A A, 3.160%, 11/15/2024 | 2,258,383 | 0.0 | ||||||||||
7,320,000 | (1) | Symphony CLO Ltd. 2012-9A AR, 3.789%, (US0003M + 1.450%), 10/16/2028 | 7,324,399 | 0.1 | ||||||||||
3,120,000 | (1) | Symphony CLO Ltd. 2016-18A B, 4.147%, (US0003M + 1.800%), 01/23/2028 | 3,126,249 | 0.1 | ||||||||||
3,080,000 | (1) | Symphony CLO XIV Ltd. 2014-14A C1R, 4.839%, (US0003M + 2.500%), 07/14/2026 | 3,080,705 | 0.0 | ||||||||||
3,890,750 | (1) | Taco Bell Funding 2016-1A A2I, 3.832%, 05/25/2046 | 3,897,537 | 0.1 | ||||||||||
705,260 | (1) | Taco Bell Funding LLC 2016-1A A2II, 4.377%, 05/25/2046 | 713,137 | 0.0 | ||||||||||
7,200,000 | (1) | TES LLC 2017-1A B, 7.740%, 10/20/2047 | 7,278,585 | 0.1 | ||||||||||
2,580,000 | (1) | Thacher Park CLO Ltd. 2014-1A CR, 4.548%, (US0003M + 2.200%), 10/20/2026 | 2,581,192 | 0.0 | ||||||||||
7,000,000 | (1) | THL Credit Wind River 2013-2A AR CLO Ltd., 3.563%, (US0003M + 1.230%), 10/18/2030 | 7,015,253 | 0.1 | ||||||||||
6,000,000 | (1) | THL Credit Wind River 2017-1A C CLO Ltd., 4.633%, (US0003M + 2.300%), 04/18/2029 | 6,013,098 | 0.1 | ||||||||||
7,080,000 | (1) | THL Credit Wind River 2017-2A A CLO Ltd., 3.578%, (US0003M + 1.230%), 07/20/2030 | 7,086,181 | 0.1 |
9,030,000 | (1) | Wind River CLO Ltd. 2016-2A A, 3.843%, (US0003M + 1.500%), 11/01/2028 | 9,032,790 | 0.1 | ||||||||||
7,500,000 | (1) | Tiaa Clo III Ltd 2017-2A A, 3.489%, (US0003M + 1.150%), 01/16/2031 | 7,481,723 | 0.1 | ||||||||||
1,400,000 | (1),(3) | Towd Point Mortgage Trust 2015-2 1B1, 3.642%, 11/25/2060 | 1,396,075 | 0.0 | ||||||||||
2,640,000 | (1),(3) | Towd Point Mortgage Trust 2015-2 2B2, 4.403%, 11/25/2057 | 2,711,496 | 0.0 | ||||||||||
4,346,000 | (1),(3) | Towd Point Mortgage Trust 2016-2 M1, 3.000%, 08/25/2055 | 4,059,354 | 0.1 | ||||||||||
3,200,000 | (1),(3) | Towd Point Mortgage Trust 2017-1 M1, 3.750%, 10/25/2056 | 3,149,631 | 0.1 | ||||||||||
2,200,000 | (1),(3) | Towd Point Mortgage Trust 2017-3 M1, 3.500%, 07/25/2057 | 2,121,357 | 0.0 | ||||||||||
9,525,000 | (1),(3) | Towd Point Mortgage Trust 2017-6 M2, 3.250%, 10/25/2057 | 8,718,838 | 0.1 | ||||||||||
3,000,000 | (1) | Trafigura Securitisation Finance PLC 2018-1A B, 4.290%, 03/15/2022 | 2,999,801 | 0.1 | ||||||||||
1,500,000 | (1) | Venture XX CLO Ltd. 2015-20A CR, 4.239%, (US0003M + 1.900%), 04/15/2027 | 1,497,357 | 0.0 | ||||||||||
1,985,000 | (1) | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/2048 | 1,912,448 | 0.0 | ||||||||||
3,671,550 | (1) | Wendy's Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | 3,528,874 | 0.1 | ||||||||||
612,543,250 | 10.2 | |||||||||||||
Student Loan Asset-Backed Securities: 1.3% | ||||||||||||||
1,486,760 | (1) | Commonbond Student Loan Trust 2016-B, 4.000%, 10/25/2040 | 1,451,781 | 0.0 | ||||||||||
2,300,000 | (1) | Commonbond Student Loan Trust 2017-BGS B, 3.260%, 09/25/2042 | 2,209,051 | 0.0 | ||||||||||
1,000,000 | (1) | Commonbond Student Loan Trust 2018-A-GS C, 3.820%, 02/25/2044 | 994,262 | 0.0 | ||||||||||
9,502,000 | (1) | Commonbond Student Loan Trust 2018-BGS B, 3.990%, 09/25/2045 | 9,492,573 | 0.2 | ||||||||||
980,175 | (1) | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/2031 | 975,900 | 0.0 | ||||||||||
1,415,936 | (1) | DRB Prime Student Loan Trust 2015-D A2, 3.200%, 01/25/2040 | 1,412,203 | 0.0 | ||||||||||
2,900,000 | (1) | DRB Prime Student Loan Trust 2017-A A2B, 2.850%, 05/27/2042 | 2,820,814 | 0.1 | ||||||||||
580,063 | (1) | Earnest Student Loan Program, LLC 2016-A B, 2.500%, 01/25/2039 | 551,035 | 0.0 | ||||||||||
689,012 | (1),(3) | Earnest Student Loan Program, LLC 2016-B B, 4.810%, 09/25/2036 | 691,144 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
525,396 | (1) | Earnest Student Loan Program, LLC 2016-C B, 4.460%, 01/26/2037 | 520,578 | 0.0 | ||||||||||
835,656 | (1) | Laurel Road Prime Student Loan Trust 2017-B A4, 3.020%, 08/25/2042 | 813,177 | 0.0 | ||||||||||
4,400,000 | (1) | Navient Private Education Loan Trust 2014-AA A3, 3.758%, (US0001M + 1.600%), 10/15/2031 | 4,540,900 | 0.1 | ||||||||||
3,000,000 | (1) | Navient Private Education Refi Loan Trust 2018-A B, 3.680%, 02/18/2042 | 2,948,637 | 0.1 | ||||||||||
6,500,000 | (1) | Navient Private Education Refi Loan Trust 2018-CA B, 4.220%, 06/16/2042 | 6,435,219 | 0.1 | ||||||||||
2,700,000 | (1) | SMB Private Education Loan Trust 2014-A C, 4.500%, 09/15/2045 | 2,594,012 | 0.0 | ||||||||||
1,450,000 | (1) | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | 1,396,162 | 0.0 | ||||||||||
1,213,070 | (1) | SoFi Professional Loan Program 2015-C A2, 2.510%, 08/25/2033 | 1,188,820 | 0.0 | ||||||||||
4,100,000 | (1),(3) | SoFi Professional Loan Program 2016-E C, 4.430%, 10/25/2041 | 3,950,089 | 0.1 | ||||||||||
3,000,000 | (1),(3) | SoFi Professional Loan Program 2017-C B, 3.560%, 07/25/2040 | 2,911,944 | 0.1 | ||||||||||
3,900,000 | (1) | SoFi Professional Loan Program 2017-F BFX LLC, 3.620%, 01/25/2041 | 3,802,035 | 0.1 | ||||||||||
3,250,000 | (1) | Sofi Professional Loan Program 2018-A B LLC, 3.610%, 02/25/2042 | 3,164,337 | 0.1 | ||||||||||
8,000,000 | (1) | Sofi Professional Loan Program 2018-B BFX Trust, 3.830%, 08/25/2047 | 7,896,815 | 0.1 | ||||||||||
5,800,000 | (1) | Sofi Professional Loan Program 2018-C BFX Trust, 4.130%, 01/25/2048 | 5,777,696 | 0.1 | ||||||||||
6,000,000 | (1) | Sofi Professional Loan Program 2018-D BFX Trust, 4.140%, 02/25/2048 | 6,001,522 | 0.1 | ||||||||||
74,540,706 | 1.3 | |||||||||||||
Total Asset-Backed Securities | ||||||||||||||
(Cost $736,970,340) | 735,653,051 | 12.3 | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 7.7% | ||||||||||||||
20,205,000 | (3),(4) | Banc of America Commercial Mortgage Trust 2017-BNK3 XB, 0.781%, 02/15/2050 | 933,588 | 0.0 | ||||||||||
4,390,000 | (1) | Bancorp Commercial Mortgage 2018 CRE4 D Trust, 4.620%, (US0001M + 2.100%), 09/15/2035 | 4,398,231 | 0.1 | ||||||||||
25,209,743 | (3),(4) | BANK 2017-BNK4 XA, 1.607%, 05/15/2050 | 2,186,386 | 0.0 | ||||||||||
12,930,000 | BANK 2017-BNK8 A4, 3.488%, 11/15/2050 | 12,632,554 | 0.2 | |||||||||||
4,880,000 | (3) | BANK 2017-BNK8 B, 3.931%, 11/15/2050 | 4,833,760 | 0.1 | ||||||||||
167,655,000 | (3),(4) | BANK 2017-BNK8 XB, 0.223%, 11/15/2050 | 2,436,815 | 0.0 |
103,900,000 | (3),(4) | BANK 2018-BNK14 XA, 0.528%, 09/15/2060 | 4,019,361 | 0.1 | ||||||||||
19,110,000 | (1),(3),(4) | BANK 2018-BNK14 XD, 1.598%, 09/15/2060 | 2,461,607 | 0.0 | ||||||||||
103,941 | (1),(3) | BAMLL Re-REMIC Trust 2015-FRR11 A705, 0.893%, 09/27/2044 | 103,653 | 0.0 | ||||||||||
92,840,000 | (1),(3),(4) | BBCCRE Trust 2015-GTP XA, 0.749%, 08/10/2033 | 3,587,375 | 0.1 | ||||||||||
2,400,000 | (1) | BDS 2018-FL2 D, 4.708%, (US0001M + 2.550%), 08/15/2035 | 2,418,047 | 0.0 | ||||||||||
681,228 | (1),(3) | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 M, 5.405%, 01/12/2041 | 680,678 | 0.0 | ||||||||||
760,000 | (1),(3) | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 N, 5.405%, 01/12/2041 | 753,343 | 0.0 | ||||||||||
6,814,000 | (1),(3) | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP18 G, 6.027%, 02/13/2042 | 6,950,123 | 0.1 | ||||||||||
2,680,000 | (1) | BX Trust 2018-GW D, 3.928%, (US0001M + 1.770%), 05/15/2035 | 2,700,157 | 0.0 | ||||||||||
3,580,000 | (1) | BX Trust 2018-GW E, 4.128%, (US0001M + 1.970%), 05/15/2035 | 3,611,442 | 0.1 | ||||||||||
6,540,000 | (1) | BXMT 2017-FL1 A Ltd., 3.028%, (US0001M + 0.870%), 06/15/2035 | 6,550,240 | 0.1 | ||||||||||
4,520,000 | (3) | CCUBS Commercial Mortgage Trust 2017-C1 C, 4.540%, 11/15/2050 | 4,442,439 | 0.1 | ||||||||||
94,045,476 | (3),(4) | CCUBS Commercial Mortgage Trust 2017-C1 XA, 1.022%, 11/15/2050 | 6,171,575 | 0.1 | ||||||||||
25,286,021 | (3),(4) | CD 2016-CD1 Mortgage Trust XA, 1.562%, 08/10/2049 | 2,087,450 | 0.0 | ||||||||||
45,113,000 | (1),(3),(4) | CD 2016-CD1 Mortgage Trust XB, 0.816%, 08/10/2049 | 2,164,626 | 0.0 | ||||||||||
34,099,539 | (3),(4) | CD 2017-CD4 Mortgage Trust XA, 1.476%, 05/10/2050 | 2,761,977 | 0.0 | ||||||||||
4,280,000 | (3) | CD 2017-CD6 Mortgage Trust C, 4.411%, 11/13/2050 | 4,223,142 | 0.1 | ||||||||||
3,120,000 | (1) | CHT 2017-COSMO A Mortgage Trust, 3.088%, (US0001M + 0.930%), 11/15/2036 | 3,124,756 | 0.1 | ||||||||||
4,139,000 | (3) | Citigroup Commercial Mortgage Trust 2013-GC17 C, 5.263%, 11/10/2046 | 4,279,420 | 0.1 | ||||||||||
3,910,000 | (1),(3) | Citigroup Commercial Mortgage Trust 2014-GC19, 5.166%, 03/10/2047 | 3,957,672 | 0.1 | ||||||||||
3,430,000 | (3) | Citigroup Commercial Mortgage Trust 2014-GC25, 4.680%, 10/10/2047 | 3,360,846 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
3,040,000 | Citigroup Commercial Mortgage Trust 2016-P4 A4, 2.902%, 07/10/2049 | 2,870,536 | 0.0 | |||||||||||
41,467,723 | (3),(4) | Citigroup Commercial Mortgage Trust 2016-P4 XA, 2.156%, 07/10/2049 | 4,603,249 | 0.1 | ||||||||||
64,867,500 | (3),(4) | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.269%, 10/12/2050 | 4,634,400 | 0.1 | ||||||||||
3,940,000 | (3) | Citigroup Commercial Mortgage Trust 2017-P8 C, 4.414%, 09/15/2050 | 3,869,558 | 0.1 | ||||||||||
40,588,924 | (3),(4) | Citigroup Commercial Mortgage Trust 2017-P8 XA, 1.071%, 09/15/2050 | 2,619,289 | 0.0 | ||||||||||
89,176,980 | (3),(4) | Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.761%, 06/10/2051 | 4,629,578 | 0.1 | ||||||||||
5,000,000 | (1) | Citigroup Commercial Mortgage Trust 2018-TBR E, 4.958%, (US0001M + 2.800%), 12/15/2036 | 5,043,573 | 0.1 | ||||||||||
4,972,142 | (3),(4) | COMM 2012-CR1 XA, 2.048%, 05/15/2045 | 274,687 | 0.0 | ||||||||||
29,745,316 | (3),(4) | COMM 2012-CR2 XA, 1.814%, 08/15/2045 | 1,528,023 | 0.0 | ||||||||||
35,433,347 | (3),(4) | COMM 2012-CR4 XA, 1.941%, 10/15/2045 | 1,974,172 | 0.0 | ||||||||||
27,260,000 | (1),(3),(4) | COMM 2012-CR4 XB, 0.747%, 10/15/2045 | 634,357 | 0.0 | ||||||||||
55,318,981 | (1),(3),(4) | COMM 2012-LC4 XA, 2.380%, 12/10/2044 | 2,910,199 | 0.1 | ||||||||||
183,922,741 | (3),(4) | COMM 2013-CCRE13 XA, 1.022%, 11/10/2046 | 5,321,878 | 0.1 | ||||||||||
4,240,000 | (1),(3) | COMM 2013-CR10 C, 4.972%, 08/10/2046 | 4,240,349 | 0.1 | ||||||||||
4,097,500 | (3) | COMM 2014-CCRE18, 4.456%, 07/15/2047 | 4,161,669 | 0.1 | ||||||||||
107,507,332 | (3),(4) | COMM 2014-UBS3 XA, 1.440%, 06/10/2047 | 4,869,727 | 0.1 | ||||||||||
138,423,992 | (1),(3),(4) | COMM 2015-PC1 XA, 0.874%, 07/10/2050 | 4,408,126 | 0.1 | ||||||||||
920,000 | (3) | COMM 2016-COR1 C, 4.539%, 10/10/2049 | 906,963 | 0.0 | ||||||||||
69,659,026 | (3),(4) | COMM 2016-CR28 XA, 0.706%, 02/10/2049 | 2,574,214 | 0.0 | ||||||||||
36,383,449 | (3),(4) | COMM 2017-COR2 XA, 1.333%, 09/10/2050 | 2,993,314 | 0.1 | ||||||||||
4,340,000 | (1),(3) | CSAIL 2017-CX10 D Commercial Mortgage Trust, 4.250%, 11/15/2050 | 3,981,839 | 0.1 | ||||||||||
16,280,000 | (1) | CSWF 2018-TOP E, 4.313%, (US0001M + 2.250%), 08/15/2035 | 16,322,867 | 0.3 | ||||||||||
13,300,000 | (1) | CSWF 2018-TOP F, 4.813%, (US0001M + 2.750%), 08/15/2035 | 13,347,465 | 0.2 | ||||||||||
7,065,000 | (1),(5) | DBRR Re-REMIC Trust 2015-FRR1 B711, 0.000%, 08/28/2045 | 6,763,925 | 0.1 | ||||||||||
2,840,000 | (1),(3) | DBUBS 2011-LC2A D, 5.718%, 07/10/2044 | 2,923,465 | 0.1 | ||||||||||
4,460,000 | (1),(3) | DBJPM 16-C3 Mortgage Trust, 3.634%, 08/10/2049 | 3,809,243 | 0.1 | ||||||||||
16,840,000 | (3),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K008 X3, 5.445%, 08/25/2020 | 1,444,734 | 0.0 |
27,973,945 | (3),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K010 X3, 4.781%, 11/25/2044 | 2,487,572 | 0.0 | ||||||||||
32,886,106 | (3),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K011 X3, 2.659%, 12/25/2043 | 1,746,321 | 0.0 | ||||||||||
77,599,012 | (3),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K013 X3, 2.910%, 01/25/2043 | 4,751,364 | 0.1 | ||||||||||
41,132,280 | (3),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K014 X1, 1.323%, 04/25/2021 | 1,018,933 | 0.0 | ||||||||||
30,554,471 | (3),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K020 X1, 1.549%, 05/25/2022 | 1,276,389 | 0.0 | ||||||||||
42,047,111 | (3),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K020 X3, 1.938%, 05/25/2040 | 2,559,261 | 0.0 | ||||||||||
20,890,903 | (3),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K021 X3, 2.035%, 07/25/2040 | 1,450,656 | 0.0 | ||||||||||
31,879,545 | (3),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K029 X3, 1.649%, 05/25/2041 | 1,999,214 | 0.0 | ||||||||||
32,460,000 | (3),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K040 X3, 2.104%, 11/25/2042 | 3,355,309 | 0.1 | ||||||||||
11,182,501 | (3),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K706 X1, 1.689%, 10/25/2018 | 26,821 | 0.0 | ||||||||||
18,025,900 | (3),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K707 X1, 1.625%, 12/25/2018 | 33,193 | 0.0 | ||||||||||
43,020,953 | (3),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K709 X1, 1.627%, 03/25/2019 | 147,502 | 0.0 | ||||||||||
40,175,854 | (3),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K711 X1, 1.803%, 07/25/2019 | 266,462 | 0.0 | ||||||||||
46,811,543 | (3),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K712 X1, 1.444%, 11/25/2019 | 460,200 | 0.0 | ||||||||||
156,094,613 | (3),(4) | Freddie Mac Multifamily Structured Pass Through Certificates KC01 X1, 0.840%, 12/25/2022 | 2,785,945 | 0.0 | ||||||||||
207,239,990 | (1),(4) | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/2044 | 514,950 | 0.0 | ||||||||||
4,714,000 | (1) | GPT 2018-GPP E Mortgage Trust, 4.628%, (US0001M + 2.470%), 06/15/2035 | 4,735,304 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
4,580,000 | (1) | GS Mortgage Securities Corp. II 2018-RIVR E, 3.708%, (US0001M + 1.550%), 07/15/2035 | 4,539,253 | 0.1 | ||||||||||
4,400,000 | (1) | GS Mortgage Securities Corp. II 2018-RIVR F, 4.258%, (US0001M + 2.100%), 07/15/2035 | 4,364,587 | 0.1 | ||||||||||
3,400,000 | (1),(3) | GS Mortgage Securities Trust 2010-C2 D, 5.354%, 12/10/2043 | 3,450,412 | 0.1 | ||||||||||
3,000,000 | (1),(3) | GS Mortgage Securities Trust 2010-C2 E, 4.548%, 12/10/2043 | 2,871,356 | 0.1 | ||||||||||
2,710,000 | (1),(3) | GS Mortgage Securities Trust 2010-C2 F, 4.548%, 12/10/2043 | 2,469,819 | 0.0 | ||||||||||
23,124,194 | (3),(4) | GS Mortgage Securities Trust 2012-GCJ7 XA, 2.402%, 05/10/2045 | 1,062,744 | 0.0 | ||||||||||
50,801,035 | (3),(4) | GS Mortgage Securities Trust 2013-GC16 XA, 1.308%, 11/10/2046 | 2,228,067 | 0.0 | ||||||||||
106,224,233 | (3),(4) | GS Mortgage Securities Trust 2013-GCJ14 XA, 0.789%, 08/10/2046 | 2,748,913 | 0.0 | ||||||||||
67,741,908 | (3),(4) | GS Mortgage Securities Trust 2014-GC22 XA, 1.147%, 06/10/2047 | 2,689,388 | 0.0 | ||||||||||
3,936,000 | (3) | GS Mortgage Securities Trust 2015-FRR1 K3B, 5.396%, 06/27/2041 | 3,900,115 | 0.1 | ||||||||||
82,993,680 | (3),(4) | GS Mortgage Securities Trust 2016-GS4 XA, 0.712%, 11/10/2049 | 2,707,187 | 0.0 | ||||||||||
69,696 | (1),(3) | JP Morgan Chase Commercial Mortgage Securities Corp. 2004-C2 H, 5.954%, 05/15/2041 | 69,573 | 0.0 | ||||||||||
17,385,000 | (1),(3),(4) | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.414%, 12/15/2047 | 225,690 | 0.0 | ||||||||||
225,246 | (1),(3) | JP Morgan Chase Commercial Mortgage Securities Trust 2003-CB6 H, 5.379%, 07/12/2037 | 224,003 | 0.0 | ||||||||||
1,170,512 | (3) | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9 E, 5.470%, 06/12/2041 | 1,183,643 | 0.0 | ||||||||||
2,400,000 | (1),(3) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 E, 5.720%, 07/15/2046 | 2,479,755 | 0.0 | ||||||||||
4,500,000 | (1),(3) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 G, 3.873%, 07/15/2046 | 4,301,629 | 0.1 | ||||||||||
81,854,067 | (3),(4) | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 2.066%, 06/15/2045 | 2,995,703 | 0.1 | ||||||||||
13,290,000 | (3) | JPMBB Commercial Mortgage Securities Trust 2013-C15 C, 5.265%, 11/15/2045 | 13,825,066 | 0.2 |
7,263,797 | (1),(3) | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.265%, 11/15/2045 | 7,381,138 | 0.1 | ||||||||||
2,670,000 | (3) | JPMBB Commercial Mortgage Securities Trust 2013-C17 C, 5.050%, 01/15/2047 | 2,735,166 | 0.0 | ||||||||||
19,667,211 | (3),(4) | JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 1.278%, 04/15/2047 | 370,664 | 0.0 | ||||||||||
4,170,000 | (1),(3) | JPMBB Commercial Mortgage Securities Trust 2014-C24 D, 4.037%, 11/15/2047 | 3,703,778 | 0.1 | ||||||||||
9,278,000 | (1) | JPMBB Commercial Mortgage Securities Trust 2014-C26 E, 4.000%, 01/15/2048 | 7,241,250 | 0.1 | ||||||||||
41,557,524 | (3),(4) | JPMBB Commercial Mortgage Securities Trust 2014-C26 XA, 1.254%, 01/15/2048 | 1,734,486 | 0.0 | ||||||||||
1,628,175 | (3),(4) | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 1.289%, 10/15/2048 | 71,648 | 0.0 | ||||||||||
19,645,575 | (3),(4) | JPMCC Commercial Mortgage Securities Trust 2017-JP6 XA, 1.474%, 07/15/2050 | 1,336,762 | 0.0 | ||||||||||
1,361,560 | (1),(3) | LB-UBS Commercial Mortgage Trust 2005-C1 H, 5.959%, 02/15/2040 | 1,359,553 | 0.0 | ||||||||||
5,080 | (3) | LB-UBS Commercial Mortgage Trust 2005-C3 D, 4.954%, 07/15/2040 | 5,081 | 0.0 | ||||||||||
1,130,000 | (1),(3) | LB-UBS Commercial Mortgage Trust 2005-C5 G, 5.350%, 09/15/2040 | 1,153,176 | 0.0 | ||||||||||
4,853,239 | (1),(3),(4) | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.898%, 11/15/2038 | 9,953 | 0.0 | ||||||||||
50,864,867 | (1),(3),(4) | LSTAR Commercial Mortgage Trust 2017-5 X, 1.270%, 03/10/2050 | 2,376,229 | 0.0 | ||||||||||
1,550,000 | (1),(3) | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 D, 4.842%, 08/15/2045 | 1,553,236 | 0.0 | ||||||||||
4,340,000 | (1),(3) | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 D, 5.051%, 11/15/2046 | 4,356,285 | 0.1 | ||||||||||
107,721,848 | (3),(4) | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.255%, 12/15/2047 | 4,293,427 | 0.1 | ||||||||||
4,280,000 | (1),(3) | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17, 4.860%, 08/15/2047 | 3,913,674 | 0.1 | ||||||||||
11,653,000 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31, 3.102%, 11/15/2049 | 11,121,571 | 0.2 | |||||||||||
3,090,000 | (1),(3) | Morgan Stanley Capital I Trust 2011-C1 D, 5.599%, 09/15/2047 | 3,172,158 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
1,300,000 | (1),(3) | Morgan Stanley Capital I Trust 2011-C1 E, 5.599%, 09/15/2047 | 1,337,593 | 0.0 | ||||||||||
14,914,000 | (1) | Morgan Stanley Capital I Trust 2011-C1 J, 4.193%, 09/15/2047 | 14,912,285 | 0.3 | ||||||||||
46,909,382 | (3),(4) | Morgan Stanley Capital I, Inc. 2017-HR2 XA, 0.945%, 12/15/2050 | 2,741,370 | 0.0 | ||||||||||
4,430,000 | (1) | Morgan Stanley Capital I, Inc. 2017-JWDR A, 3.008%, (US0001M + 0.850%), 11/15/2034 | 4,431,224 | 0.1 | ||||||||||
553,995 | (1) | Morgan Stanley Reremic Trust 2012-XA B, 0.250%, 07/27/2049 | 548,162 | 0.0 | ||||||||||
5,180,000 | (1) | SLIDE 2018-FUN D, 3.920%, (US0001M + 1.850%), 06/15/2031 | 5,199,363 | 0.1 | ||||||||||
8,460,000 | (1) | SLIDE 2018-FUN E, 4.370%, (US0001M + 2.300%), 06/15/2031 | 8,496,853 | 0.1 | ||||||||||
3,620,000 | (1) | SLIDE 2018-FUN F, 5.070%, (US0001M + 3.000%), 06/15/2031 | 3,638,096 | 0.1 | ||||||||||
4,320,000 | (1) | STWD 2018-URB D Mortgage Trust, 4.113%, (US0001M + 2.050%), 05/15/2035 | 4,330,869 | 0.1 | ||||||||||
4,900,000 | (1) | TPG Real Estate Finance 2018-FL-1 C Issuer Ltd., 4.058%, (US0001M + 1.900%), 02/15/2035 | 4,932,142 | 0.1 | ||||||||||
4,830,000 | (3) | Wells Fargo Commercial Mortgage Trust 2017-C40 C, 4.479%, 10/15/2050 | 4,683,964 | 0.1 | ||||||||||
5,170,000 | (1),(5),(7) | Wells Fargo Re-REMIC Trust 2013-FRR1 B706, 0.000%, 12/27/2043 | 5,141,233 | 0.1 | ||||||||||
5,000,000 | (1),(5),(7) | Wells Fargo Re-REMIC Trust 2013-FRR1 BK26, 0.000%, 01/27/2045 | 3,902,171 | 0.1 | ||||||||||
75,312,606 | (1),(3),(4) | WFRBS Commercial Mortgage Trust 2012-C10 XA, 1.716%, 12/15/2045 | 3,943,504 | 0.1 | ||||||||||
14,446,031 | (1),(3),(4) | WFRBS Commercial Mortgage Trust 2012-C8 XA, 2.003%, 08/15/2045 | 811,306 | 0.0 | ||||||||||
11,117,346 | (1),(3),(4) | WFRBS Commercial Mortgage Trust 2012-C9 XA, 2.048%, 11/15/2045 | 691,859 | 0.0 | ||||||||||
12,746,000 | (1),(3) | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.412%, 03/15/2045 | 9,971,656 | 0.2 | ||||||||||
20,029,346 | (1),(3) | WFRBS Commercial Mortgage Trust 2013-C11 G, 4.412%, 03/15/2045 | 8,299,999 | 0.1 | ||||||||||
90,117,594 | (1),(3),(4) | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.421%, 03/15/2048 | 4,032,807 | 0.1 | ||||||||||
58,403,859 | (3),(4) | WFRBS Commercial Mortgage Trust 2013-C16 XA, 0.973%, 09/15/2046 | 1,610,375 | 0.0 | ||||||||||
89,580,204 | (3),(4) | WFRBS Commercial Mortgage Trust 2014-C25 XA, 1.046%, 11/15/2047 | 3,596,144 | 0.1 |
8,560,000 | (1),(3) | WFRBS Commercial Mortgage Trust 2014-LC14 D, 4.586%, 03/15/2047 | 7,770,672 | 0.1 | ||||||||||
Total Commercial Mortgage-Backed Securities | ||||||||||||||
(Cost $463,734,162) | 462,357,843 | 7.7 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 22.3% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 7.9%(10) | ||||||||||||||
1,276,011 | 2.500%, 05/01/2030 | 1,236,952 | 0.0 | |||||||||||
981,324 | 2.500%, 05/01/2030 | 952,424 | 0.0 | |||||||||||
1,633,214 | 2.500%, 06/01/2030 | 1,581,190 | 0.0 | |||||||||||
1,948,057 | 3.000%, 11/01/2042 | 1,881,787 | 0.0 | |||||||||||
2,057,504 | 3.000%, 02/01/2043 | 1,987,175 | 0.0 | |||||||||||
2,556,642 | 3.000%, 03/01/2045 | 2,461,532 | 0.0 | |||||||||||
2,707,984 | 3.000%, 03/01/2045 | 2,604,828 | 0.1 | |||||||||||
6,060,134 | 3.000%, 04/01/2045 | 5,825,996 | 0.1 | |||||||||||
6,260,348 | 3.000%, 04/01/2045 | 6,021,874 | 0.1 | |||||||||||
24,968,932 | 3.000%, 10/01/2046 | 23,936,428 | 0.4 | |||||||||||
9,656,134 | 3.000%, 03/01/2048 | 9,267,023 | 0.2 | |||||||||||
10,570,000 | (9) | 3.000%, 10/01/2048 | 10,112,311 | 0.2 | ||||||||||
9,774,197 | 3.500%, 01/01/2045 | 9,675,234 | 0.2 | |||||||||||
3,515,600 | 3.500%, 03/01/2045 | 3,472,174 | 0.1 | |||||||||||
13,516,913 | 3.500%, 12/01/2046 | 13,347,839 | 0.2 | |||||||||||
27,400,628 | 3.500%, 12/01/2046 | 27,023,931 | 0.5 | |||||||||||
15,258,902 | 3.500%, 01/01/2048 | 15,029,968 | 0.3 | |||||||||||
4,814,043 | 3.500%, 03/01/2048 | 4,747,834 | 0.1 | |||||||||||
24,808,673 | 3.500%, 03/01/2048 | 24,498,218 | 0.4 | |||||||||||
158,317,000 | (9) | 3.500%, 10/01/2048 | 155,787,636 | 2.6 | ||||||||||
42,716,000 | (9) | 4.000%, 07/15/2040 | 43,134,464 | 0.7 | ||||||||||
1,350,754 | 4.000%, 10/01/2041 | 1,376,533 | 0.0 | |||||||||||
2,140,428 | 4.000%, 12/01/2041 | 2,181,272 | 0.0 | |||||||||||
2,957,545 | 4.000%, 08/01/2044 | 2,996,586 | 0.1 | |||||||||||
1,808,255 | 4.000%, 07/01/2045 | 1,830,801 | 0.0 | |||||||||||
3,258,593 | 4.000%, 09/01/2045 | 3,297,446 | 0.1 | |||||||||||
4,629,074 | 4.000%, 09/01/2045 | 4,688,239 | 0.1 | |||||||||||
6,597,519 | 4.000%, 09/01/2045 | 6,677,655 | 0.1 | |||||||||||
4,842,591 | 4.000%, 05/01/2046 | 4,895,697 | 0.1 | |||||||||||
1,229,328 | 4.000%, 03/01/2048 | 1,242,727 | 0.0 | |||||||||||
6,661 | 4.428%, 05/01/2037 | 7,003 | 0.0 | |||||||||||
963,365 | 4.500%, 08/01/2041 | 999,478 | 0.0 | |||||||||||
1,398,549 | 4.500%, 09/01/2041 | 1,458,282 | 0.0 | |||||||||||
1,311,108 | 4.500%, 10/01/2041 | 1,367,885 | 0.0 | |||||||||||
1,841,092 | 4.500%, 03/01/2044 | 1,911,714 | 0.0 | |||||||||||
9,487,740 | 4.500%, 02/01/2048 | 9,803,804 | 0.2 | |||||||||||
58,411,000 | (9) | 4.500%, 11/01/2048 | 60,206,680 | 1.0 | ||||||||||
133,023 | 5.000%, 01/01/2041 | 141,363 | 0.0 | |||||||||||
1,134,853 | 5.000%, 04/01/2041 | 1,200,773 | 0.0 | |||||||||||
38,542 | 5.500%, 07/01/2037 | 41,439 | 0.0 | |||||||||||
1,987,598 | 5.500%, 11/01/2038 | 2,155,105 | 0.0 | |||||||||||
4,590 | 6.000%, 12/01/2028 | 4,993 | 0.0 | |||||||||||
17,341 | 6.000%, 01/01/2029 | 18,860 | 0.0 | |||||||||||
6,755 | 6.500%, 01/01/2024 | 7,475 | 0.0 | |||||||||||
6,459 | 6.500%, 12/01/2031 | 7,151 | 0.0 | |||||||||||
631,786 | 6.500%, 09/01/2034 | 700,076 | 0.0 | |||||||||||
1,063 | 7.000%, 03/01/2032 | 1,101 | 0.0 | |||||||||||
473,806,956 | 7.9 | |||||||||||||
Federal National Mortgage Association: 12.0%(10) | ||||||||||||||
2,034,061 | 2.500%, 05/01/2030 | 1,972,574 | 0.0 | |||||||||||
3,205,648 | 2.500%, 06/01/2030 | 3,108,750 | 0.1 | |||||||||||
4,710,861 | 2.500%, 06/01/2030 | 4,568,400 | 0.1 | |||||||||||
1,969,110 | 2.500%, 07/01/2030 | 1,909,576 | 0.0 | |||||||||||
18,700,000 | (9) | 2.500%, 10/01/2033 | 18,044,407 | 0.3 | ||||||||||
2,713,091 | 3.000%, 08/01/2030 | 2,690,470 | 0.1 | |||||||||||
1,636,540 | 3.000%, 09/01/2030 | 1,620,246 | 0.0 | |||||||||||
11,794,000 | (9) | 3.000%, 10/01/2033 | 11,621,322 | 0.2 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
5,147,761 | 3.000%, 04/01/2043 | 4,971,166 | 0.1 | |||||||||||
3,966,363 | 3.000%, 07/01/2043 | 3,829,696 | 0.1 | |||||||||||
1,072,488 | 3.000%, 08/01/2043 | 1,036,213 | 0.0 | |||||||||||
954,876 | 3.000%, 09/01/2043 | 922,013 | 0.0 | |||||||||||
50,021,000 | (9) | 3.000%, 10/01/2044 | 47,870,299 | 0.8 | ||||||||||
13,213,915 | 3.000%, 04/01/2045 | 12,718,427 | 0.2 | |||||||||||
2,631,362 | 3.000%, 08/01/2046 | 2,525,375 | 0.0 | |||||||||||
6,361,229 | 3.000%, 08/01/2046 | 6,101,059 | 0.1 | |||||||||||
1,334,979 | 3.000%, 11/01/2046 | 1,283,194 | 0.0 | |||||||||||
17,003,914 | 3.000%, 12/01/2046 | 16,307,979 | 0.3 | |||||||||||
40,664,634 | 3.000%, 01/01/2047 | 38,963,652 | 0.7 | |||||||||||
6,818,180 | 3.500%, 10/01/2042 | 6,765,424 | 0.1 | |||||||||||
2,175,825 | 3.500%, 04/01/2043 | 2,159,000 | 0.0 | |||||||||||
6,640,633 | 3.500%, 08/01/2043 | 6,589,386 | 0.1 | |||||||||||
7,117,225 | 3.500%, 01/01/2044 | 7,026,143 | 0.1 | |||||||||||
4,171,365 | 3.500%, 03/01/2044 | 4,139,181 | 0.1 | |||||||||||
509,438 | 3.500%, 01/01/2046 | 503,680 | 0.0 | |||||||||||
752,111 | 3.500%, 02/01/2046 | 743,610 | 0.0 | |||||||||||
369,691 | 3.500%, 02/01/2046 | 365,513 | 0.0 | |||||||||||
30,625,554 | 3.500%, 08/01/2046 | 30,263,565 | 0.5 | |||||||||||
2,838,042 | 3.500%, 02/01/2048 | 2,802,866 | 0.1 | |||||||||||
568,183 | 4.000%, 03/01/2042 | 577,923 | 0.0 | |||||||||||
2,424,945 | 4.000%, 07/01/2042 | 2,468,244 | 0.0 | |||||||||||
2,293,528 | 4.000%, 07/01/2042 | 2,334,481 | 0.0 | |||||||||||
423,507 | 4.000%, 07/01/2042 | 431,068 | 0.0 | |||||||||||
1,298,867 | 4.000%, 09/01/2043 | 1,324,074 | 0.0 | |||||||||||
172,976,000 | (9) | 4.000%, 10/01/2044 | 174,674,299 | 2.9 | ||||||||||
20,006,902 | 4.000%, 01/01/2045 | 20,446,943 | 0.3 | |||||||||||
2,736,020 | 4.000%, 01/01/2045 | 2,768,784 | 0.1 | |||||||||||
1,573,371 | 4.000%, 03/01/2045 | 1,592,214 | 0.0 | |||||||||||
18,087,206 | 4.000%, 05/01/2045 | 18,315,001 | 0.3 | |||||||||||
2,975,807 | 4.000%, 06/01/2045 | 3,020,356 | 0.1 | |||||||||||
11,147,848 | 4.000%, 12/01/2046 | 11,308,876 | 0.2 | |||||||||||
3,495,479 | 4.000%, 03/01/2048 | 3,532,994 | 0.1 | |||||||||||
1,155,402 | 4.000%, 03/01/2048 | 1,167,803 | 0.0 | |||||||||||
17,903,602 | 4.000%, 09/01/2048 | 18,137,846 | 0.3 | |||||||||||
141,469 | 4.187%, 07/01/2035 | 147,252 | 0.0 | |||||||||||
2,656,602 | 4.250%, 11/01/2043 | 2,726,338 | 0.1 | |||||||||||
547,768 | 4.500%, 11/01/2040 | 570,326 | 0.0 | |||||||||||
293,643 | 4.500%, 11/01/2040 | 305,736 | 0.0 | |||||||||||
4,520,356 | 4.500%, 11/01/2040 | 4,706,367 | 0.1 | |||||||||||
4,781 | 4.500%, 12/01/2040 | 4,978 | 0.0 | |||||||||||
8,453 | 4.500%, 12/01/2040 | 8,769 | 0.0 | |||||||||||
11,422 | 4.500%, 01/01/2041 | 11,890 | 0.0 | |||||||||||
8,036 | 4.500%, 01/01/2041 | 8,367 | 0.0 | |||||||||||
726,746 | 4.500%, 10/01/2041 | 756,675 | 0.0 | |||||||||||
1,139,715 | 4.500%, 10/01/2044 | 1,188,054 | 0.0 | |||||||||||
1,452,984 | 4.500%, 12/01/2045 | 1,514,043 | 0.0 | |||||||||||
2,479,143 | 4.500%, 04/01/2047 | 2,559,727 | 0.1 | |||||||||||
3,127,454 | 4.500%, 04/01/2047 | 3,270,115 | 0.1 | |||||||||||
4,916,131 | 4.500%, 04/01/2047 | 5,122,983 | 0.1 | |||||||||||
6,298,490 | 4.500%, 04/01/2047 | 6,506,367 | 0.1 | |||||||||||
4,407,721 | 4.500%, 04/01/2047 | 4,602,767 | 0.1 | |||||||||||
1,785,771 | 4.500%, 05/01/2047 | 1,861,466 | 0.0 | |||||||||||
2,597,187 | 4.500%, 05/01/2047 | 2,706,748 | 0.1 | |||||||||||
1,981,769 | 4.500%, 05/01/2047 | 2,065,550 | 0.0 | |||||||||||
3,101,879 | 4.500%, 05/01/2047 | 3,233,361 | 0.1 | |||||||||||
10,737,543 | 4.500%, 05/01/2047 | 11,164,033 | 0.2 | |||||||||||
6,784,398 | 4.500%, 06/01/2047 | 7,007,246 | 0.1 | |||||||||||
1,341,633 | 4.500%, 06/01/2047 | 1,420,821 | 0.0 | |||||||||||
7,601,138 | 4.500%, 06/01/2047 | 7,850,697 | 0.1 | |||||||||||
9,404,450 | 4.500%, 07/01/2047 | 9,713,340 | 0.2 | |||||||||||
7,894,045 | 4.500%, 08/01/2047 | 8,152,821 | 0.1 | |||||||||||
62,506,000 | (9) | 4.500%, 10/01/2048 | 64,491,056 | 1.1 | ||||||||||
136,245 | 5.000%, 06/01/2033 | 143,652 | 0.0 | |||||||||||
31,939 | 5.000%, 09/01/2033 | 33,930 | 0.0 | |||||||||||
92,359 | 5.000%, 11/01/2033 | 98,414 | 0.0 | |||||||||||
31,400 | 5.000%, 03/01/2034 | 33,416 | 0.0 | |||||||||||
28,343 | 5.000%, 03/01/2034 | 30,199 | 0.0 | |||||||||||
211,357 | 5.000%, 02/01/2035 | 224,521 | 0.0 |
141,937 | 5.000%, 06/01/2035 | 150,764 | 0.0 | |||||||||||
7,947 | 5.000%, 06/01/2035 | 8,441 | 0.0 | |||||||||||
79,971 | 5.000%, 07/01/2035 | 84,950 | 0.0 | |||||||||||
0 | 5.000%, 07/01/2035 | – | – | |||||||||||
566,038 | 5.000%, 08/01/2035 | 601,039 | 0.0 | |||||||||||
683,831 | 5.000%, 10/01/2035 | 726,323 | 0.0 | |||||||||||
31,111 | 5.000%, 10/01/2035 | 33,033 | 0.0 | |||||||||||
382,185 | 5.000%, 02/01/2036 | 406,146 | 0.0 | |||||||||||
5,549 | 5.000%, 03/01/2036 | 5,897 | 0.0 | |||||||||||
71,592 | 5.000%, 03/01/2036 | 76,065 | 0.0 | |||||||||||
11,386 | 5.000%, 05/01/2036 | 12,100 | 0.0 | |||||||||||
7,537 | 5.000%, 06/01/2036 | 8,008 | 0.0 | |||||||||||
277,472 | 5.000%, 07/01/2036 | 294,766 | 0.0 | |||||||||||
0 | 5.000%, 07/01/2037 | – | – | |||||||||||
246,387 | 5.000%, 11/01/2040 | 262,303 | 0.0 | |||||||||||
86,319 | 5.000%, 05/01/2041 | 91,563 | 0.0 | |||||||||||
323,228 | 5.000%, 06/01/2041 | 344,123 | 0.0 | |||||||||||
495,691 | 5.000%, 06/01/2041 | 527,738 | 0.0 | |||||||||||
26,390,000 | (9) | 5.000%, 10/01/2048 | 27,707,438 | 0.5 | ||||||||||
19,884,844 | 5.000%, 08/01/2056 | 21,290,093 | 0.4 | |||||||||||
192,007 | 5.500%, 03/01/2037 | 207,427 | 0.0 | |||||||||||
192,683 | 5.500%, 06/01/2039 | 209,108 | 0.0 | |||||||||||
1,837,210 | 5.500%, 10/01/2039 | 1,985,344 | 0.0 | |||||||||||
10 | 6.000%, 10/01/2018 | 10 | 0.0 | |||||||||||
69,706 | 6.000%, 09/01/2036 | 75,338 | 0.0 | |||||||||||
242,264 | 6.000%, 05/01/2038 | 251,859 | 0.0 | |||||||||||
490 | 6.500%, 02/01/2028 | 537 | 0.0 | |||||||||||
172 | 6.500%, 09/01/2031 | 188 | 0.0 | |||||||||||
616 | 6.500%, 09/01/2031 | 675 | 0.0 | |||||||||||
17,599 | 6.500%, 11/01/2031 | 19,312 | 0.0 | |||||||||||
8,084 | 6.500%, 04/01/2032 | 8,869 | 0.0 | |||||||||||
4,630 | 6.500%, 08/01/2032 | 5,080 | 0.0 | |||||||||||
1,434 | 6.500%, 08/01/2032 | 1,573 | 0.0 | |||||||||||
11,385 | 7.000%, 12/01/2027 | 11,644 | 0.0 | |||||||||||
969 | 7.000%, 10/01/2031 | 981 | 0.0 | |||||||||||
3,184 | 7.000%, 03/01/2032 | 3,462 | 0.0 | |||||||||||
1,427 | 7.500%, 09/01/2030 | 1,626 | 0.0 | |||||||||||
720 | 7.500%, 10/01/2030 | 720 | 0.0 | |||||||||||
4,700 | 7.500%, 09/01/2031 | 5,310 | 0.0 | |||||||||||
16,578 | 7.500%, 02/01/2032 | 18,240 | 0.0 | |||||||||||
715,204,210 | 12.0 | |||||||||||||
Government National Mortgage Association: 2.4% | ||||||||||||||
212,950 | 3.000%, 01/20/2048 | 206,457 | 0.0 | |||||||||||
4,700,000 | (9) | 3.000%, 10/01/2048 | 4,552,299 | 0.1 | ||||||||||
9,580,548 | 3.500%, 07/20/2046 | 9,534,698 | 0.2 | |||||||||||
5,506,106 | 3.500%, 07/20/2047 | 5,496,036 | 0.1 | |||||||||||
11,430,567 | 3.500%, 08/20/2047 | 11,375,861 | 0.2 | |||||||||||
16,988,308 | 3.500%, 08/20/2047 | 16,930,514 | 0.3 | |||||||||||
1,080,329 | 3.500%, 11/20/2047 | 1,077,310 | 0.0 | |||||||||||
4,671,376 | 3.500%, 11/20/2047 | 4,658,320 | 0.1 | |||||||||||
590,221 | 3.500%, 11/20/2047 | 588,572 | 0.0 | |||||||||||
688,369 | 3.500%, 11/20/2047 | 686,445 | 0.0 | |||||||||||
1,439,535 | 3.500%, 11/20/2047 | 1,435,524 | 0.0 | |||||||||||
666,325 | 3.500%, 11/20/2047 | 664,471 | 0.0 | |||||||||||
1,544,920 | 3.500%, 12/20/2047 | 1,540,602 | 0.0 | |||||||||||
1,968,080 | 3.500%, 12/20/2047 | 1,962,579 | 0.0 | |||||||||||
1,145,536 | 3.500%, 01/20/2048 | 1,142,334 | 0.0 | |||||||||||
1,609,597 | 3.500%, 01/20/2048 | 1,605,099 | 0.0 | |||||||||||
8,093,000 | (9) | 3.500%, 10/01/2048 | 8,047,951 | 0.2 | ||||||||||
384,210 | 4.000%, 11/20/2040 | 394,438 | 0.0 | |||||||||||
2,406,527 | 4.000%, 03/20/2046 | 2,456,472 | 0.1 | |||||||||||
58,680,000 | (9) | 4.000%, 11/01/2048 | 59,600,312 | 1.0 | ||||||||||
489,346 | 4.500%, 10/15/2039 | 514,628 | 0.0 | |||||||||||
324,302 | 4.500%, 11/15/2039 | 341,088 | 0.0 | |||||||||||
343,909 | 4.500%, 11/15/2039 | 361,718 | 0.0 | |||||||||||
109,535 | 4.500%, 12/15/2039 | 115,160 | 0.0 | |||||||||||
101,965 | 4.500%, 08/20/2041 | 106,923 | 0.0 | |||||||||||
6,736,871 | 4.500%, 09/15/2047 | 7,013,778 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
421,040 | (3) | 5.140%, 10/20/2060 | 427,588 | 0.0 | ||||||||||
509,620 | (3) | 5.310%, 10/20/2060 | 516,974 | 0.0 | ||||||||||
510,029 | (3) | 5.500%, 03/20/2060 | 517,954 | 0.0 | ||||||||||
143,872,105 | 2.4 | |||||||||||||
Total U.S. Government Agency Obligations | ||||||||||||||
(Cost $1,351,743,872) | 1,332,883,271 | 22.3 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 13.8% | ||||||||||||||
U.S. Treasury Bonds: 3.0% | ||||||||||||||
177,722,000 | (2) | 3.125%, 05/15/2048 | 175,306,092 | 2.9 | ||||||||||
3,370,000 | 3.500%, 02/15/2039 | 3,550,874 | 0.1 | |||||||||||
178,856,966 | 3.0 | |||||||||||||
U.S. Treasury Notes: 10.8% | ||||||||||||||
8,627,000 | 1.500%, 10/31/2019 | 8,519,836 | 0.2 | |||||||||||
19,483,000 | (2) | 2.625%, 08/31/2020 | 19,415,647 | 0.3 | ||||||||||
163,384,000 | 2.750%, 09/30/2020 | 163,179,770 | 2.7 | |||||||||||
225,000 | 2.750%, 08/15/2021 | 224,196 | 0.0 | |||||||||||
49,350,000 | 2.750%, 09/15/2021 | 49,168,793 | 0.8 | |||||||||||
17,941,200 | 2.750%, 08/31/2023 | 17,787,368 | 0.3 | |||||||||||
334,031,000 | 2.875%, 08/15/2028 | 329,014,011 | 5.5 | |||||||||||
59,187,000 | 3.000%, 09/30/2025 | 59,136,136 | 1.0 | |||||||||||
646,445,757 | 10.8 | |||||||||||||
Total U.S. Treasury Obligations | ||||||||||||||
(Cost $833,182,440) | 825,302,723 | 13.8 | ||||||||||||
Shares | Value | Percentage of Net Assets | ||||||||||||
PREFERRED STOCK: 0.0% | ||||||||||||||
Utilities: 0.0% | ||||||||||||||
85,974 | (11),(12) | SCE Trust VI | 1,857,038 | 0.0 | ||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $2,149,350) | 1,857,038 | 0.0 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $6,405,398,983) | 6,322,820,475 | 105.6 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 10.2% | ||||||||||||||
Commercial Paper: 8.0% | ||||||||||||||
850,000 | American Electric Power Co., Inc., 3.410%, 10/05/2018 | 849,603 | 0.0 | |||||||||||
6,000,000 | AT&T, Inc., 3.370%, 10/05/2018 | 5,997,235 | 0.1 | |||||||||||
9,500,000 | Autozone, Inc., 7.230%, 10/01/2018 | 9,498,120 | 0.2 | |||||||||||
7,725,000 | Comcast Corp., 2.740%, 10/19/2018 | 7,713,987 | 0.1 | |||||||||||
50,000,000 | Comcast Corp., 3.010%, 10/09/2018 | 49,962,951 | 0.8 | |||||||||||
30,000,000 | Consolidated Edison, Inc., 4.910%, 10/02/2018 | 29,991,923 | 0.5 | |||||||||||
2,000,000 | Consolidated Edison, Inc., 7.360%, 10/01/2018 | 1,999,597 | 0.0 | |||||||||||
3,000,000 | DowDuPont, Inc., 2.890%, 10/11/2018 | 2,997,392 | 0.1 | |||||||||||
8,702,000 | DowDuPont, Inc., 4.770%, 10/02/2018 | 8,699,727 | 0.1 | |||||||||||
3,000,000 | Duke Energy, 3.410%, 10/05/2018 | 2,998,600 | 0.1 |
48,000,000 | Duke Energy, 7.230%, 10/01/2018 | 47,990,500 | 0.8 | |||||||||||
10,000,000 | Eastman Chemical Co., 2.410%, 11/01/2018 | 9,978,903 | 0.2 | |||||||||||
12,000,000 | Enterprise Products Operating LLC, 2.820%, 10/15/2018 | 11,986,128 | 0.2 | |||||||||||
12,079,000 | Enterprise Products Operating LLC, 4.040%, 10/03/2018 | 12,074,994 | 0.2 | |||||||||||
26,000,000 | Enterprise Products Operating LLC, 4.830%, 10/02/2018 | 25,993,121 | 0.4 | |||||||||||
73,000,000 | Kroger Co., 6.950%, 10/01/2018 | 72,986,099 | 1.2 | |||||||||||
25,000,000 | LyondellBasell Industries NV, 4.770%, 10/02/2018 | 24,993,470 | 0.4 | |||||||||||
27,000,000 | Marriott International, Inc., 2.740%, 10/19/2018 | 26,961,507 | 0.5 | |||||||||||
8,000,000 | Mondelez International, Inc., 4.040%, 10/03/2018 | 7,997,347 | 0.1 | |||||||||||
5,600,000 | Mondelez International, Inc., 7.230%, 10/01/2018 | 5,598,892 | 0.1 | |||||||||||
16,300,000 | Schlumberger Ltd., 2.970%, 10/10/2018 | 16,286,726 | 0.3 | |||||||||||
50,000,000 | Schlumberger Ltd., 3.450%, 10/05/2018 | 49,976,375 | 0.8 | |||||||||||
2,600,000 | Schlumberger Ltd., 7.360%, 10/01/2018 | 2,599,476 | 0.0 | |||||||||||
5,000,000 | Tyson Foods, Inc., 7.130%, 10/01/2018 | 4,999,023 | 0.1 | |||||||||||
21,050,000 | Waste Management, Inc., 4.770%, 10/02/2018 | 21,044,501 | 0.4 | |||||||||||
20,000,000 | Whirlpool Corp., 2.920%, 10/11/2018 | 19,982,392 | 0.3 | |||||||||||
482,158,589 | 8.0 | |||||||||||||
Securities Lending Collateral(13): 1.4% | ||||||||||||||
19,675,662 | Cantor Fitzgerald Securities, Repurchase Agreement dated 09/28/18, 2.27%, due 10/01/18 (Repurchase Amount $19,679,333, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $20,069,175, due 10/25/18-08/20/68) | 19,675,662 | 0.3 | |||||||||||
19,675,662 | Daiwa Capital Markets, Repurchase Agreement dated 09/28/18, 2.27%, due 10/01/18 (Repurchase Amount $19,679,333, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.875%, Market Value plus accrued interest $20,069,176, due 10/25/18-09/09/49) | 19,675,662 | 0.3 |
See Accompanying Notes to Financial Statements
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
3,847,744 | Mizuho Securities USA Inc., Repurchase Agreement dated 09/28/18, 2.24%, due 10/01/18 (Repurchase Amount $3,848,452, collateralized by various U.S. Government Securities, 0.500%-3.000%, Market Value plus accrued interest $3,924,700, due 03/31/20-09/09/49) | 3,847,744 | 0.1 | |||||||||||
19,675,662 | Nomura Securities, Repurchase Agreement dated 09/28/18, 2.27%, due 10/01/18 (Repurchase Amount $19,679,333, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $20,069,175, due 09/30/18-08/20/68) | 19,675,662 | 0.4 | |||||||||||
19,675,662 | RBC Dominion Securities Inc., Repurchase Agreement dated 09/28/18, 2.26%, due 10/01/18 (Repurchase Amount $19,679,317, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $20,069,175, due 10/04/18-09/09/49) | 19,675,662 | 0.3 | |||||||||||
82,550,392 | 1.4 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.8% | ||||||||||||||
48,201,000 | (14) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.980% | ||||||||||||
(Cost $48,201,000) | 48,201,000 | 0.8 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $613,006,205) | 612,909,981 | 10.2 | ||||||||||||
Total Investments in Securities (Cost $7,018,405,188) | $ | 6,935,730,456 | 115.8 | |||||||||||
Liabilities in Excess of Other Assets | (947,121,346 | ) | (15.8 | ) | ||||||||||
Net Assets | $ | 5,988,609,110 | 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) | Variable rate security. Rate shown is the rate in effect as of September 30, 2018. |
(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 a zero coupon bond. Rate shown reflects the effective yield as of September 30, 2018. |
(6) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(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) | Step-up bond that pays an initial coupon rate for the first period and then a higher coupon rate for the following periods. Rates shown reflect the current and next coupon rate as of September 30, 2018. |
(9) | Settlement is on a when-issued or delayed-delivery basis. |
(10) | 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. |
(11) | Preferred Stock may be called prior to convertible date. |
(12) | Non-income producing security. |
(13) | Represents securities purchased with cash collateral received for securities on loan. |
(14) | Rate shown is the 7-day yield as of September 30, 2018. |
CLP | Chilean Peso |
DKK | Danish Krone |
PLN | Polish Zloty |
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 September 30, 2018 (unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 63.8% | ||||||||||||||
Basic Materials: 1.8% | ||||||||||||||
400,000 | (1) | Anglo American Capital PLC, 4.125%, 04/15/2021 | 402,770 | 0.3 | ||||||||||
300,000 | Huntsman International LLC, 4.875%, 11/15/2020 | 306,375 | 0.3 | |||||||||||
300,000 | (1) | OCI NV, 6.625%, 04/15/2023 | 311,625 | 0.3 | ||||||||||
361,000 | PPG Industries, Inc., 2.300%, 11/15/2019 | 358,424 | 0.3 | |||||||||||
320,000 | Sherwin-Williams Co/The, 2.250%, 05/15/2020 | 315,424 | 0.3 | |||||||||||
300,000 | (1) | WR Grace & Co-Conn, 5.125%, 10/01/2021 | 308,850 | 0.3 | ||||||||||
2,003,468 | 1.8 | |||||||||||||
Communications: 4.7% | ||||||||||||||
250,000 | 21st Century Fox America, Inc., 3.000%, 09/15/2022 | 246,413 | 0.2 | |||||||||||
230,000 | Alibaba Group Holding Ltd, 2.800%, 06/06/2023 | 221,565 | 0.2 | |||||||||||
280,000 | Amazon.com, Inc., 1.900%, 08/21/2020 | 274,635 | 0.2 | |||||||||||
176,000 | AT&T, Inc., 2.300%, 03/11/2019 | 175,748 | 0.2 | |||||||||||
215,000 | AT&T, Inc., 2.800%, 02/17/2021 | 211,948 | 0.2 | |||||||||||
210,000 | AT&T, Inc., 5.200%, 03/15/2020 | 216,198 | 0.2 | |||||||||||
200,000 | Cablevision Systems Corp., 5.875%, 09/15/2022 | 204,375 | 0.2 | |||||||||||
141,000 | CBS Corp., 2.500%, 02/15/2023 | 132,967 | 0.1 | |||||||||||
150,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.250%, 09/30/2022 | 152,199 | 0.1 | |||||||||||
195,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.579%, 07/23/2020 | 195,198 | 0.2 | |||||||||||
236,000 | Cisco Systems, Inc., 2.450%, 06/15/2020 | 234,187 | 0.2 | |||||||||||
300,000 | (1) | CommScope, Inc., 5.000%, 06/15/2021 | 302,580 | 0.3 | ||||||||||
300,000 | DISH DBS Corp., 5.125%, 05/01/2020 | 303,750 | 0.3 | |||||||||||
180,000 | eBay, Inc., 2.150%, 06/05/2020 | 177,076 | 0.2 | |||||||||||
40,000 | Interpublic Group of Cos, Inc./The, 3.500%, 10/01/2020 | 40,021 | 0.0 |
55,000 | Interpublic Group of Cos, Inc./The, 3.750%, 10/01/2021 | 55,146 | 0.0 | |||||||||||
117,000 | NBCUniversal Media LLC, 5.150%, 04/30/2020 | 120,617 | 0.1 | |||||||||||
390,000 | Orange SA, 1.625%, 11/03/2019 | 384,166 | 0.3 | |||||||||||
400,000 | (1) | Sky PLC, 2.625%, 09/16/2019 | 398,163 | 0.4 | ||||||||||
240,000 | (1) | Sky PLC, 3.125%, 11/26/2022 | 235,298 | 0.2 | ||||||||||
300,000 | Sprint Communications, Inc., 6.000%, 11/15/2022 | 306,750 | 0.3 | |||||||||||
250,000 | Verizon Communications, Inc., 3.125%, 03/16/2022 | 247,739 | 0.2 | |||||||||||
220,000 | Viacom, Inc., 4.250%, 09/01/2023 | 221,860 | 0.2 | |||||||||||
234,000 | Walt Disney Co/The, 1.950%, 03/04/2020 | 230,859 | 0.2 | |||||||||||
5,289,458 | 4.7 | |||||||||||||
Consumer, Cyclical: 4.5% | ||||||||||||||
57,594 | American Airlines 2015-2 Class B Pass Through Trust, 4.400%, 03/22/2025 | 57,548 | 0.1 | |||||||||||
140,000 | AutoZone, Inc., 4.000%, 11/15/2020 | 141,760 | 0.1 | |||||||||||
214,000 | (1) | BMW US Capital LLC, 1.450%, 09/13/2019 | 211,425 | 0.2 | ||||||||||
150,000 | (1) | BMW US Capital LLC, 3.400%, 08/13/2021 | 149,991 | 0.1 | ||||||||||
47,221 | Continental Airlines 2012-2 Class B Pass Through Trust, 5.500%, 04/29/2022 | 48,221 | 0.0 | |||||||||||
200,000 | (1) | Daimler Finance North America LLC, 2.300%, 01/06/2020 | 198,122 | 0.2 | ||||||||||
250,000 | Delta Air Lines, Inc., 2.875%, 03/13/2020 | 248,050 | 0.2 | |||||||||||
300,000 | Fiat Chrysler Automobiles NV, 4.500%, 04/15/2020 | 303,000 | 0.3 | |||||||||||
550,000 | Ford Motor Credit Co. LLC, 3.157%, 08/04/2020 | 544,886 | 0.5 | |||||||||||
550,000 | General Motors Financial Co., Inc., 3.950%, 04/13/2024 | 536,169 | 0.5 | |||||||||||
200,000 | M/I Homes, Inc., 6.750%, 01/15/2021 | 204,740 | 0.2 | |||||||||||
250,000 | MGM Resorts International, 6.750%, 10/01/2020 | 263,438 | 0.2 | |||||||||||
52,000 | Newell Brands, Inc., 2.600%, 03/29/2019 | 51,931 | 0.0 | |||||||||||
190,000 | (1) | Nissan Motor Acceptance Corp., 2.150%, 09/28/2020 | 185,294 | 0.2 |
See Accompanying Notes to Financial Statements
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
70,000 | (1) | Nissan Motor Acceptance Corp., 3.650%, 09/21/2021 | 70,203 | 0.1 | ||||||||||
140,000 | Nordstrom, Inc., 4.750%, 05/01/2020 | 143,369 | 0.1 | |||||||||||
207,000 | Ralph Lauren Corp., 2.625%, 08/18/2020 | 204,831 | 0.2 | |||||||||||
364,000 | Toyota Motor Credit Corp., 1.550%, 10/18/2019 | 359,242 | 0.3 | |||||||||||
160,000 | Toyota Motor Credit Corp., 1.700%, 01/09/2019 | 159,666 | 0.1 | |||||||||||
110,000 | Toyota Motor Credit Corp., 2.950%, 04/13/2021 | 109,506 | 0.1 | |||||||||||
31,654 | United Airlines 2013-1 Class B Pass Through Trust, 5.375%, 02/15/2023 | 32,537 | 0.0 | |||||||||||
186,836 | United Airlines 2014-2 Class B Pass Through Trust, 4.625%, 03/03/2024 | 187,808 | 0.2 | |||||||||||
205,572 | US Airways 2012-2 Class B Pass Through Trust, 6.750%, 12/03/2022 | 217,089 | 0.2 | |||||||||||
23,756 | US Airways 2013-1 Class B Pass Through Trust, 5.375%, 05/15/2023 | 24,323 | 0.0 | |||||||||||
249,000 | Walmart, Inc., 2.850%, 06/23/2020 | 249,138 | 0.2 | |||||||||||
252,000 | Walmart, Inc., 3.125%, 06/23/2021 | 252,604 | 0.2 | |||||||||||
5,154,891 | 4.5 | |||||||||||||
Consumer, Non-cyclical: 8.7% | ||||||||||||||
169,000 | Abbott Laboratories, 2.800%, 09/15/2020 | 167,440 | 0.2 | |||||||||||
110,000 | Abbott Laboratories, 2.900%, 11/30/2021 | 108,710 | 0.1 | |||||||||||
220,000 | AbbVie, Inc., 2.500%, 05/14/2020 | 217,591 | 0.2 | |||||||||||
86,000 | AbbVie, Inc., 3.375%, 11/14/2021 | 85,956 | 0.1 | |||||||||||
242,000 | Altria Group, Inc., 4.750%, 05/05/2021 | 250,490 | 0.2 | |||||||||||
590,000 | Anheuser-Busch InBev Finance, Inc., 2.650%, 02/01/2021 | 581,865 | 0.5 | |||||||||||
135,000 | Anheuser-Busch InBev Worldwide, Inc., 3.500%, 01/12/2024 | 133,721 | 0.1 | |||||||||||
190,000 | Anthem, Inc., 2.500%, 11/21/2020 | 187,082 | 0.2 | |||||||||||
211,000 | AstraZeneca PLC, 1.750%, 11/16/2018 | 210,786 | 0.2 | |||||||||||
220,000 | AstraZeneca PLC, 1.950%, 09/18/2019 | 218,083 | 0.2 | |||||||||||
152,000 | AstraZeneca PLC, 2.375%, 11/16/2020 | 149,929 | 0.1 | |||||||||||
100,000 | (1) | BAT Capital Corp., 2.297%, 08/14/2020 | 98,038 | 0.1 |
380,000 | (1) | BAT International Finance PLC, 2.750%, 06/15/2020 | 376,178 | 0.3 | ||||||||||
380,000 | Becton Dickinson and Co., 2.404%, 06/05/2020 | 374,371 | 0.3 | |||||||||||
140,000 | Campbell Soup Co., 3.650%, 03/15/2023 | 137,423 | 0.1 | |||||||||||
170,000 | Cardinal Health, Inc., 2.616%, 06/15/2022 | 162,677 | 0.1 | |||||||||||
45,000 | Cardinal Health, Inc., 4.625%, 12/15/2020 | 45,965 | 0.0 | |||||||||||
300,000 | Centene Corp., 4.750%, 05/15/2022 | 304,350 | 0.3 | |||||||||||
170,000 | Constellation Brands, Inc., 2.250%, 11/06/2020 | 166,191 | 0.1 | |||||||||||
580,000 | CVS Health Corp., 3.350%, 03/09/2021 | 579,233 | 0.5 | |||||||||||
240,000 | (1) | Danone SA, 1.691%, 10/30/2019 | 236,523 | 0.2 | ||||||||||
160,000 | General Mills, Inc., 3.200%, 04/16/2021 | 159,054 | 0.1 | |||||||||||
373,000 | Gilead Sciences, Inc., 1.950%, 03/01/2022 | 356,910 | 0.3 | |||||||||||
285,000 | (1) | Halfmoon Parent, Inc., 3.200%, 09/17/2020 | 284,053 | 0.3 | ||||||||||
250,000 | HCA Healthcare, Inc., 6.250%, 02/15/2021 | 261,250 | 0.2 | |||||||||||
210,000 | (1) | Imperial Brands Finance PLC, 2.950%, 07/21/2020 | 208,024 | 0.2 | ||||||||||
170,000 | Johnson & Johnson, 1.950%, 11/10/2020 | 166,608 | 0.2 | |||||||||||
200,000 | Kraft Heinz Foods Co., 2.800%, 07/02/2020 | 198,377 | 0.2 | |||||||||||
234,000 | Kroger Co., 2.000%, 01/15/2019 | 233,496 | 0.2 | |||||||||||
432,000 | Medtronic Global Holdings SCA, 1.700%, 03/28/2019 | 430,034 | 0.4 | |||||||||||
220,000 | Molson Coors Brewing Co., 1.450%, 07/15/2019 | 217,464 | 0.2 | |||||||||||
259,000 | Moody's Corp., 2.750%, 12/15/2021 | 253,493 | 0.2 | |||||||||||
79,000 | Mylan NV, 3.150%, 06/15/2021 | 77,815 | 0.1 | |||||||||||
145,000 | Mylan NV, 2.500%, 06/07/2019 | 144,496 | 0.1 | |||||||||||
90,000 | Novartis Capital Corp., 4.400%, 04/24/2020 | 91,985 | 0.1 | |||||||||||
117,000 | PepsiCo, Inc., 1.550%, 05/02/2019 | 116,232 | 0.1 | |||||||||||
230,000 | PepsiCo, Inc., 2.000%, 04/15/2021 | 223,933 | 0.2 | |||||||||||
200,000 | (1) | Seven & i Holdings Co. Ltd., 3.350%, 09/17/2021 | 200,124 | 0.2 | ||||||||||
340,000 | Shire Acquisitions Investments Ireland DAC, 1.900%, 09/23/2019 | 336,453 | 0.3 | |||||||||||
123,000 | Shire Acquisitions Investments Ireland DAC, 2.400%, 09/23/2021 | 118,921 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
149,000 | Teva Pharmaceutical Finance Netherlands III BV, 1.700%, 07/19/2019 | 146,608 | 0.1 | |||||||||||
150,000 | Thermo Fisher Scientific, Inc., 4.500%, 03/01/2021 | 154,086 | 0.1 | |||||||||||
185,000 | Unilever Capital Corp., 3.000%, 03/07/2022 | 183,234 | 0.2 | |||||||||||
340,000 | UnitedHealth Group, Inc., 3.350%, 07/15/2022 | 339,655 | 0.3 | |||||||||||
205,000 | Zoetis, Inc., 3.250%, 08/20/2021 | 204,822 | 0.2 | |||||||||||
9,899,729 | 8.7 | |||||||||||||
Energy: 5.4% | ||||||||||||||
300,000 | Antero Resources Corp., 5.125%, 12/01/2022 | 304,500 | 0.3 | |||||||||||
164,000 | Apache Corp., 2.625%, 01/15/2023 | 156,644 | 0.1 | |||||||||||
180,000 | BP Capital Markets PLC, 2.315%, 02/13/2020 | 178,371 | 0.2 | |||||||||||
349,000 | BP Capital Markets PLC, 2.521%, 01/15/2020 | 347,049 | 0.3 | |||||||||||
54,000 | BP Capital Markets PLC, 3.216%, 11/28/2023 | 53,005 | 0.0 | |||||||||||
130,000 | BP Capital Markets PLC, 4.742%, 03/11/2021 | 134,401 | 0.1 | |||||||||||
220,000 | Canadian Natural Resources Ltd., 2.950%, 01/15/2023 | 212,299 | 0.2 | |||||||||||
195,000 | Chevron Corp., 1.790%, 11/16/2018 | 194,873 | 0.2 | |||||||||||
338,000 | Chevron Corp., 2.419%, 11/17/2020 | 334,024 | 0.3 | |||||||||||
150,000 | Columbia Pipeline Group, Inc., 3.300%, 06/01/2020 | 149,801 | 0.1 | |||||||||||
200,000 | Continental Resources, Inc./OK, 5.000%, 09/15/2022 | 203,117 | 0.2 | |||||||||||
110,000 | Enterprise Products Operating LLC, 2.800%, 02/15/2021 | 108,648 | 0.1 | |||||||||||
80,000 | Enterprise Products Operating LLC, 2.850%, 04/15/2021 | 79,038 | 0.1 | |||||||||||
130,000 | Enterprise Products Operating LLC, 5.200%, 09/01/2020 | 134,727 | 0.1 | |||||||||||
406,000 | Exxon Mobil Corp., 1.708%, 03/01/2019 | 404,745 | 0.4 | |||||||||||
300,000 | Kinder Morgan Energy Partners L.P., 5.000%, 10/01/2021 | 311,850 | 0.3 | |||||||||||
250,000 | (1) | NGPL PipeCo LLC, 4.375%, 08/15/2022 | 253,125 | 0.2 | ||||||||||
250,000 | ONEOK Partners L.P., 3.375%, 10/01/2022 | 246,393 | 0.2 | |||||||||||
250,000 | Energy Transfer Partners L.P. / Regency Energy Finance Corp., 5.875%, 03/01/2022 | 264,699 | 0.2 | |||||||||||
300,000 | Sabine Pass Liquefaction LLC, 5.625%, 02/01/2021 | 312,181 | 0.3 |
170,000 | (1) | Schlumberger Finance Canada Ltd, 2.200%, 11/20/2020 | 166,030 | 0.1 | ||||||||||
130,000 | (1) | Schlumberger Norge AS, 4.200%, 01/15/2021 | 131,997 | 0.1 | ||||||||||
84,000 | Shell International Finance BV, 1.375%, 09/12/2019 | 82,904 | 0.1 | |||||||||||
185,000 | Shell International Finance BV, 1.625%, 11/10/2018 | 184,809 | 0.2 | |||||||||||
416,000 | Shell International Finance BV, 1.750%, 09/12/2021 | 400,159 | 0.3 | |||||||||||
294,000 | Shell International Finance BV, 2.125%, 05/11/2020 | 290,165 | 0.3 | |||||||||||
337,000 | (2) | Total Capital International SA, 2.100%, 06/19/2019 | 336,080 | 0.3 | ||||||||||
170,000 | TransCanada PipeLines Ltd, 2.125%, 11/15/2019 | 168,246 | 0.1 | |||||||||||
6,143,880 | 5.4 | |||||||||||||
Financial: 25.3% | ||||||||||||||
210,000 | (1) | ABN AMRO Bank NV, 2.450%, 06/04/2020 | 207,499 | 0.2 | ||||||||||
200,000 | (1) | ABN AMRO Bank NV, 3.400%, 08/27/2021 | 199,308 | 0.2 | ||||||||||
180,000 | American International Group, Inc., 3.300%, 03/01/2021 | 179,687 | 0.2 | |||||||||||
50,000 | American International Group, Inc., 6.400%, 12/15/2020 | 53,222 | 0.0 | |||||||||||
145,000 | American Express Co., 3.700%, 08/03/2023 | 144,382 | 0.1 | |||||||||||
195,000 | American Express Credit Corp., 1.875%, 05/03/2019 | 194,105 | 0.2 | |||||||||||
200,000 | (1) | ANZ New Zealand Int'l Ltd./London, 2.200%, 07/17/2020 | 196,029 | 0.2 | ||||||||||
260,000 | Aon Corp., 5.000%, 09/30/2020 | 267,766 | 0.2 | |||||||||||
285,000 | (1) | Athene Global Funding, 2.750%, 04/20/2020 | 281,490 | 0.2 | ||||||||||
230,000 | Australia & New Zealand Banking Group Ltd./New York NY, 2.250%, 06/13/2019 | 229,232 | 0.2 | |||||||||||
200,000 | Banco Santander SA, 3.500%, 04/11/2022 | 196,121 | 0.2 | |||||||||||
550,000 | Bank of America Corp., 2.151%, 11/09/2020 | 538,383 | 0.5 | |||||||||||
33,000 | Bank of America Corp., 2.600%, 01/15/2019 | 32,996 | 0.0 | |||||||||||
344,000 | Bank of America Corp., 2.625%, 04/19/2021 | 338,477 | 0.3 | |||||||||||
196,000 | (3) | Bank of America Corp., 3.004%, 12/20/2023 | 190,272 | 0.2 | ||||||||||
272,000 | Bank of Montreal, 2.100%, 12/12/2019 | 269,386 | 0.2 | |||||||||||
110,000 | Bank of Montreal, 3.100%, 04/13/2021 | 109,528 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
75,000 | Bank of New York Mellon Corp./The, 2.950%, 01/29/2023 | 73,188 | 0.1 | |||||||||||
250,000 | Bank of New York Mellon Corp., 2.600%, 08/17/2020 | 248,086 | 0.2 | |||||||||||
160,000 | Bank of Nova Scotia/The, 2.450%, 03/22/2021 | 156,727 | 0.1 | |||||||||||
140,000 | Bank of Nova Scotia/The, 3.125%, 04/20/2021 | 139,321 | 0.1 | |||||||||||
252,000 | Bank of Nova Scotia, 1.650%, 06/14/2019 | 250,140 | 0.2 | |||||||||||
200,000 | (1) | Banque Federative du Credit Mutuel SA, 2.200%, 07/20/2020 | 196,081 | 0.2 | ||||||||||
153,000 | Berkshire Hathaway Finance Corp., 1.700%, 03/15/2019 | 152,485 | 0.1 | |||||||||||
400,000 | (1) | BPCE SA, 2.750%, 01/11/2023 | 382,603 | 0.3 | ||||||||||
260,000 | Canadian Imperial Bank of Commerce, 2.700%, 02/02/2021 | 256,190 | 0.2 | |||||||||||
255,000 | Canadian Imperial Bank of Commerce, 3.500%, 09/13/2023 | 253,522 | 0.2 | |||||||||||
300,000 | CIT Group, Inc., 5.000%, 08/15/2022 | 307,350 | 0.3 | |||||||||||
250,000 | Citibank NA, 2.000%, 03/20/2019 | 249,346 | 0.2 | |||||||||||
433,000 | Citigroup, Inc., 2.050%, 12/07/2018 | 432,626 | 0.4 | |||||||||||
344,000 | Citigroup, Inc., 2.700%, 03/30/2021 | 338,236 | 0.3 | |||||||||||
250,000 | Citizens Bank NA/Providence RI, 3.700%, 03/29/2023 | 248,450 | 0.2 | |||||||||||
266,000 | Comerica, Inc., 2.125%, 05/23/2019 | 264,851 | 0.2 | |||||||||||
207,000 | (1) | Commonwealth Bank of Australia, 2.250%, 03/10/2020 | 204,394 | 0.2 | ||||||||||
250,000 | Compass Bank, 3.500%, 06/11/2021 | 248,878 | 0.2 | |||||||||||
410,000 | Cooperatieve Rabobank UA/NY, 2.250%, 01/14/2019 | 409,666 | 0.4 | |||||||||||
180,000 | Cooperatieve Rabobank UA, 4.500%, 01/11/2021 | 184,442 | 0.2 | |||||||||||
200,000 | Credit Suisse AG, 5.300%, 08/13/2019 | 204,037 | 0.2 | |||||||||||
360,000 | Credit Suisse Group Funding Guernsey Ltd., 3.125%, 12/10/2020 | 357,263 | 0.3 | |||||||||||
200,000 | (1) | Danske Bank A/S, 2.800%, 03/10/2021 | 195,214 | 0.2 | ||||||||||
150,000 | Discover Bank, 2.600%, 11/13/2018 | 149,994 | 0.1 | |||||||||||
300,000 | (1) | Federation des Caisses Desjardins du Quebec, 2.250%, 10/30/2020 | 293,502 | 0.3 | ||||||||||
220,000 | Fifth Third Bank/Cincinnati OH, 1.625%, 09/27/2019 | 217,223 | 0.2 |
210,000 | Fifth Third Bank/Cincinnati OH, 3.350%, 07/26/2021 | 209,487 | 0.2 | |||||||||||
223,000 | GE Capital International Funding Co. Unlimited Co., 2.342%, 11/15/2020 | 217,954 | 0.2 | |||||||||||
127,000 | Goldman Sachs Group, Inc./The, 2.300%, 12/13/2019 | 125,919 | 0.1 | |||||||||||
600,000 | Goldman Sachs Group, Inc./The, 2.600%, 12/27/2020 | 590,658 | 0.5 | |||||||||||
425,000 | Goldman Sachs Group, Inc., 2.550%, 10/23/2019 | 423,201 | 0.4 | |||||||||||
470,000 | HSBC Holdings PLC, 3.400%, 03/08/2021 | 469,006 | 0.4 | |||||||||||
200,000 | HSBC USA, Inc., 5.000%, 09/27/2020 | 205,820 | 0.2 | |||||||||||
200,000 | HSBC Holdings PLC, 5.100%, 04/05/2021 | 207,852 | 0.2 | |||||||||||
250,000 | Huntington National Bank/The, 3.250%, 05/14/2021 | 248,650 | 0.2 | |||||||||||
260,000 | (1) | ING Bank NV, 1.650%, 08/15/2019 | 257,185 | 0.2 | ||||||||||
290,000 | (3) | ING Bank NV, 4.125%, 11/21/2023 | 290,450 | 0.3 | ||||||||||
200,000 | Intercontinental Exchange, Inc., 3.450%, 09/21/2023 | 199,110 | 0.2 | |||||||||||
893,000 | JPMorgan Chase & Co., 2.550%, 03/01/2021 | 877,222 | 0.8 | |||||||||||
100,000 | JPMorgan Chase & Co., 3.200%, 01/25/2023 | 98,602 | 0.1 | |||||||||||
250,000 | (3) | JPMorgan Chase Bank NA, 2.604%, 02/01/2021 | 248,004 | 0.2 | ||||||||||
250,000 | KeyBank NA/Cleveland OH, 2.350%, 03/08/2019 | 249,774 | 0.2 | |||||||||||
342,000 | KeyCorp, 2.300%, 12/13/2018 | 341,901 | 0.3 | |||||||||||
200,000 | Lloyds Bank PLC, 2.700%, 08/17/2020 | 198,191 | 0.2 | |||||||||||
175,000 | (1) | Lloyds Bank PLC, 6.500%, 09/14/2020 | 183,451 | 0.2 | ||||||||||
145,000 | M&T Bank Corp., 3.550%, 07/26/2023 | 144,285 | 0.1 | |||||||||||
365,000 | Mitsubishi UFJ Financial Group, Inc., 2.190%, 09/13/2021 | 351,455 | 0.3 | |||||||||||
427,000 | (1) | Mizuho Financial Group, Inc., 2.632%, 04/12/2021 | 416,666 | 0.4 | ||||||||||
30,000 | Morgan Stanley, 2.200%, 12/07/2018 | 29,985 | 0.0 | |||||||||||
59,000 | Morgan Stanley, 2.500%, 01/24/2019 | 58,971 | 0.0 | |||||||||||
347,000 | Morgan Stanley, 2.500%, 04/21/2021 | 339,128 | 0.3 | |||||||||||
215,000 | Morgan Stanley, 5.500%, 07/28/2021 | 226,448 | 0.2 | |||||||||||
270,000 | Morgan Stanley, 5.625%, 09/23/2019 | 277,365 | 0.2 | |||||||||||
250,000 | National Australia Bank Ltd./New York, 2.250%, 01/10/2020 | 247,166 | 0.2 |
See Accompanying Notes to Financial Statements
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
300,000 | National Australia Bank Ltd./New York, 2.500%, 05/22/2022 | 288,159 | 0.3 | |||||||||||
312,000 | National Rural Utilities Cooperative Finance Corp., 1.500%, 11/01/2019 | 306,980 | 0.3 | |||||||||||
300,000 | National Rural Utilities Cooperative Finance Corp., 2.350%, 06/15/2020 | 296,238 | 0.3 | |||||||||||
200,000 | (1) | Nationwide Building Society, 2.350%, 01/21/2020 | 198,051 | 0.2 | ||||||||||
250,000 | Navient Corp., 5.000%, 10/26/2020 | 253,703 | 0.2 | |||||||||||
280,000 | (1) | Nordea Bank AB, 4.875%, 01/27/2020 | 286,162 | 0.2 | ||||||||||
200,000 | (1) | Nordea Bank AB, 4.875%, 05/13/2021 | 204,618 | 0.2 | ||||||||||
140,000 | (1) | Nuveen Finance LLC, 2.950%, 11/01/2019 | 139,842 | 0.1 | ||||||||||
680,000 | PNC Bank NA, 2.400%, 10/18/2019 | 676,825 | 0.6 | |||||||||||
310,000 | PNC Bank NA, 2.600%, 07/21/2020 | 307,848 | 0.3 | |||||||||||
250,000 | PNC Bank NA, 2.700%, 11/01/2022 | 240,922 | 0.2 | |||||||||||
190,000 | (1) | Protective Life Global Funding, 2.161%, 09/25/2020 | 185,617 | 0.2 | ||||||||||
175,000 | (1),(2) | Realogy Group LLC / Realogy Co-Issuer Corp., 5.250%, 12/01/2021 | 176,094 | 0.2 | ||||||||||
456,000 | Royal Bank of Canada, 2.125%, 03/02/2020 | 451,302 | 0.4 | |||||||||||
465,000 | Royal Bank of Scotland Group PLC, 6.400%, 10/21/2019 | 478,900 | 0.4 | |||||||||||
363,000 | (1) | Scentre Group Trust 1 / Scentre Group Trust 2, 2.375%, 11/05/2019 | 359,096 | 0.3 | ||||||||||
250,000 | Skandinaviska Enskilda Banken AB, 2.300%, 03/11/2020 | 246,920 | 0.2 | |||||||||||
265,000 | (1) | Standard Chartered PLC, 2.100%, 08/19/2019 | 262,855 | 0.2 | ||||||||||
560,000 | (1) | Standard Chartered PLC, 2.250%, 04/17/2020 | 550,299 | 0.5 | ||||||||||
280,000 | Sumitomo Mitsui Banking Corp., 1.966%, 01/11/2019 | 279,503 | 0.2 | |||||||||||
270,000 | Sumitomo Mitsui Banking Corp., 2.514%, 01/17/2020 | 267,908 | 0.2 | |||||||||||
186,000 | Sumitomo Mitsui Financial Group, Inc., 2.934%, 03/09/2021 | 183,548 | 0.2 | |||||||||||
237,000 | SunTrust Bank/Atlanta GA, 2.250%, 01/31/2020 | 234,421 | 0.2 | |||||||||||
200,000 | (3) | SunTrust Bank/Atlanta GA, 3.502%, 08/02/2022 | 199,446 | 0.2 | ||||||||||
250,000 | Svenska Handelsbanken AB, 3.350%, 05/24/2021 | 249,676 | 0.2 |
200,000 | (1) | Swiss Re Treasury US Corp., 2.875%, 12/06/2022 | 194,046 | 0.2 | ||||||||||
250,000 | TD Ameritrade Holding Corp., 2.950%, 04/01/2022 | 245,258 | 0.2 | |||||||||||
115,000 | Toronto-Dominion Bank/The, 3.150%, 09/17/2020 | 115,171 | 0.1 | |||||||||||
710,000 | Toronto-Dominion Bank, 2.250%, 11/05/2019 | 705,172 | 0.6 | |||||||||||
200,000 | (1) | UBS AG/London, 2.200%, 06/08/2020 | 196,480 | 0.2 | ||||||||||
250,000 | UBS AG/Stamford CT, 2.350%, 03/26/2020 | 247,051 | 0.2 | |||||||||||
200,000 | (1) | UBS Group Funding Switzerland AG, 2.650%, 02/01/2022 | 193,389 | 0.2 | ||||||||||
250,000 | US Bank NA/Cincinnati OH, 2.350%, 01/23/2020 | 247,978 | 0.2 | |||||||||||
250,000 | US Bank NA/Cincinnati OH, 3.400%, 07/24/2023 | 249,068 | 0.2 | |||||||||||
160,000 | Wells Fargo & Co., 2.100%, 07/26/2021 | 154,119 | 0.1 | |||||||||||
91,000 | Wells Fargo & Co., 4.125%, 08/15/2023 | 92,047 | 0.1 | |||||||||||
460,000 | Wells Fargo Bank NA, 2.150%, 12/06/2019 | 455,642 | 0.4 | |||||||||||
252,000 | Westpac Banking Corp., 1.600%, 08/19/2019 | 249,413 | 0.2 | |||||||||||
290,000 | Westpac Banking Corp., 2.300%, 05/26/2020 | 286,526 | 0.3 | |||||||||||
28,731,897 | 25.3 | |||||||||||||
Industrial: 3.2% | ||||||||||||||
324,000 | Amphenol Corp., 2.200%, 04/01/2020 | 318,411 | 0.3 | |||||||||||
300,000 | (1) | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 4.625%, 05/15/2023 | 298,125 | 0.3 | ||||||||||
460,000 | Caterpillar Financial Services Corp., 2.250%, 12/01/2019 | 456,871 | 0.4 | |||||||||||
110,000 | Caterpillar Financial Services Corp., 3.150%, 09/07/2021 | 109,858 | 0.1 | |||||||||||
96,000 | General Electric Co., 2.200%, 01/09/2020 | 94,999 | 0.1 | |||||||||||
200,000 | Illinois Tool Works, Inc., 3.375%, 09/15/2021 | 199,821 | 0.2 | |||||||||||
296,000 | Lockheed Martin Corp., 1.850%, 11/23/2018 | 295,661 | 0.2 | |||||||||||
300,000 | (1) | Owens-Brockway Glass Container, Inc., 5.000%, 01/15/2022 | 303,750 | 0.3 | ||||||||||
207,000 | Rockwell Collins, Inc., 1.950%, 07/15/2019 | 205,648 | 0.2 | |||||||||||
200,000 | (1) | Rolls-Royce PLC, 2.375%, 10/14/2020 | 195,863 | 0.2 | ||||||||||
280,000 | Roper Technologies, Inc., 3.000%, 12/15/2020 | 278,318 | 0.2 | |||||||||||
70,000 | Ryder System, Inc., 3.500%, 06/01/2021 | 69,977 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
275,000 | (1) | SMBC Aviation Capital Finance DAC, 4.125%, 07/15/2023 | 275,588 | 0.2 | ||||||||||
340,000 | United Parcel Service, Inc., 2.050%, 04/01/2021 | 331,179 | 0.3 | |||||||||||
180,000 | United Technologies Corp., 3.100%, 06/01/2022 | 177,362 | 0.1 | |||||||||||
3,611,431 | 3.2 | |||||||||||||
Technology: 5.4% | ||||||||||||||
233,000 | Activision Blizzard, Inc., 2.300%, 09/15/2021 | 226,220 | 0.2 | |||||||||||
190,000 | Activision Blizzard, Inc., 2.600%, 06/15/2022 | 184,149 | 0.2 | |||||||||||
260,000 | Analog Devices, Inc., 2.950%, 01/12/2021 | 257,850 | 0.2 | |||||||||||
320,000 | Apple, Inc., 1.800%, 05/11/2020 | 314,718 | 0.3 | |||||||||||
300,000 | Apple, Inc., 1.900%, 02/07/2020 | 296,514 | 0.3 | |||||||||||
310,000 | Apple, Inc., 2.000%, 11/13/2020 | 304,590 | 0.3 | |||||||||||
92,000 | Applied Materials, Inc., 2.625%, 10/01/2020 | 91,105 | 0.1 | |||||||||||
240,000 | Broadcom Corp. / Broadcom Cayman Finance Ltd., 2.375%, 01/15/2020 | 237,259 | 0.2 | |||||||||||
740,000 | (1) | Dell International LLC / EMC Corp., 4.420%, 06/15/2021 | 751,425 | 0.7 | ||||||||||
140,000 | Electronic Arts, Inc., 3.700%, 03/01/2021 | 141,179 | 0.1 | |||||||||||
300,000 | (1) | First Data Corp., 5.375%, 08/15/2023 | 305,325 | 0.3 | ||||||||||
100,000 | Hewlett Packard Enterprise Co., 3.600%, 10/15/2020 | 100,519 | 0.1 | |||||||||||
130,000 | HP, Inc., 4.300%, 06/01/2021 | 132,863 | 0.1 | |||||||||||
180,000 | IBM Credit LLC, 2.650%, 02/05/2021 | 178,021 | 0.1 | |||||||||||
170,000 | Intel Corp., 1.850%, 05/11/2020 | 167,318 | 0.1 | |||||||||||
637,000 | Intel Corp., 2.450%, 07/29/2020 | 631,689 | 0.5 | |||||||||||
300,000 | NCR Corp., 5.000%, 07/15/2022 | 299,062 | 0.3 | |||||||||||
180,000 | NetApp, Inc., 2.000%, 09/27/2019 | 178,442 | 0.2 | |||||||||||
462,000 | NVIDIA Corp., 2.200%, 09/16/2021 | 449,243 | 0.4 | |||||||||||
164,000 | Oracle Corp., 2.400%, 09/15/2023 | 156,626 | 0.1 | |||||||||||
180,000 | Oracle Corp., 2.625%, 02/15/2023 | 174,677 | 0.1 | |||||||||||
300,000 | (1) | IQVIA, Inc., 4.875%, 05/15/2023 | 303,000 | 0.3 | ||||||||||
100,000 | salesforce.com, Inc., 3.250%, 04/11/2023 | 99,314 | 0.1 | |||||||||||
117,000 | Texas Instruments, Inc., 2.750%, 03/12/2021 | 116,158 | 0.1 | |||||||||||
6,097,266 | 5.4 |
Utilities: 4.8% | ||||||||||||||
80,000 | Alabama Power Co., 3.375%, 10/01/2020 | 79,937 | 0.1 | |||||||||||
130,000 | Ameren Illinois Co., 2.700%, 09/01/2022 | 126,517 | 0.1 | |||||||||||
171,000 | Berkshire Hathaway Energy Co., 2.375%, 01/15/2021 | 168,288 | 0.2 | |||||||||||
449,000 | Black Hills Corp., 2.500%, 01/11/2019 | 448,516 | 0.4 | |||||||||||
330,000 | Black Hills Corp., 5.875%, 07/15/2020 | 342,861 | 0.3 | |||||||||||
99,000 | Dominion Energy, Inc., 1.600%, 08/15/2019 | 97,882 | 0.1 | |||||||||||
280,000 | Dominion Energy, Inc., 2.579%, 07/01/2020 | 276,474 | 0.2 | |||||||||||
525,000 | Duke Energy Corp., 1.800%, 09/01/2021 | 502,072 | 0.4 | |||||||||||
120,000 | Duke Energy Progress LLC, 3.375%, 09/01/2023 | 119,715 | 0.1 | |||||||||||
143,000 | Edison International, 2.125%, 04/15/2020 | 140,258 | 0.1 | |||||||||||
169,000 | Eversource Energy, 2.500%, 03/15/2021 | 166,103 | 0.1 | |||||||||||
293,000 | Exelon Generation Co. LLC, 2.950%, 01/15/2020 | 292,285 | 0.3 | |||||||||||
400,000 | Fortis, Inc./Canada, 2.100%, 10/04/2021 | 382,384 | 0.3 | |||||||||||
220,000 | Georgia Power Co., 2.000%, 03/30/2020 | 215,984 | 0.2 | |||||||||||
180,000 | Georgia Power Co., 2.000%, 09/08/2020 | 175,568 | 0.2 | |||||||||||
239,000 | NextEra Energy Capital Holdings, Inc., 2.300%, 04/01/2019 | 238,568 | 0.2 | |||||||||||
200,000 | NextEra Energy Capital Holdings, Inc., 3.342%, 09/01/2020 | 200,498 | 0.2 | |||||||||||
250,000 | Oklahoma Gas & Electric Co., 8.250%, 01/15/2019 | 253,851 | 0.2 | |||||||||||
105,000 | Oncor Electric Delivery Co. LLC, 4.100%, 06/01/2022 | 107,313 | 0.1 | |||||||||||
245,000 | Pacific Gas & Electric Co., 4.250%, 05/15/2021 | 248,716 | 0.2 | |||||||||||
324,000 | Public Service Enterprise Group, Inc., 1.600%, 11/15/2019 | 318,637 | 0.3 | |||||||||||
296,000 | Sempra Energy, 1.625%, 10/07/2019 | 291,793 | 0.3 | |||||||||||
170,000 | Sempra Energy, 2.400%, 02/01/2020 | 167,930 | 0.1 | |||||||||||
130,000 | Southern Co. Gas Capital Corp., 2.450%, 10/01/2023 | 122,075 | 0.1 | |||||||||||
5,484,225 | 4.8 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $73,127,895) | 72,416,245 | 63.8 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 2.1% | ||||||||||||||
252,321 | Fannie Mae Interest Strip Series 404 8, 3.000%, 05/25/2040 | 240,243 | 0.2 |
See Accompanying Notes to Financial Statements
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
159,685 | Fannie Mae REMIC Trust 2009-49 KB, 5.000%, 07/25/2024 | 160,381 | 0.1 | |||||||||||
134,815 | Fannie Mae REMIC Trust 2010-137 XP, 4.500%, 10/25/2040 | 139,234 | 0.1 | |||||||||||
56,368 | Fannie Mae REMIC Trust 2010-19 PB, 3.000%, 12/25/2039 | 55,427 | 0.1 | |||||||||||
241,887 | Fannie Mae REMIC Trust 2010-54 LC, 3.000%, 04/25/2040 | 238,612 | 0.2 | |||||||||||
443,032 | Freddie Mac REMIC Trust 2103 TE, 6.000%, 12/15/2028 | 480,183 | 0.4 | |||||||||||
254,418 | Ginnie Mae Series 2012-52 PV, 2.500%, 12/20/2039 | 249,320 | 0.2 | |||||||||||
615,422 | (3) | Ginnie Mae Series 2014-53 JM, 7.127%, 04/20/2039 | 680,275 | 0.6 | ||||||||||
171,033 | (3) | Wells Fargo Mortgage Backed Securities 2005-AR16 2A1, 3.804%, 02/25/2034 | 176,297 | 0.2 | ||||||||||
Total Collateralized Mortgage Obligations | ||||||||||||||
(Cost $2,487,966) | 2,419,972 | 2.1 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 0.9% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 0.6%(4) | ||||||||||||||
48,533 | 5.500%, 01/01/2037 | 51,746 | 0.1 | |||||||||||
41,608 | 5.500%, 08/01/2038 | 44,358 | 0.0 | |||||||||||
10,269 | 5.500%, 10/01/2038 | 10,944 | 0.0 | |||||||||||
11,107 | 5.500%, 10/01/2038 | 11,840 | 0.0 | |||||||||||
294,655 | 5.500%, 11/01/2038 | 319,488 | 0.3 | |||||||||||
189,155 | 5.500%, 02/01/2039 | 201,624 | 0.2 | |||||||||||
640,000 | 0.6 | |||||||||||||
Federal National Mortgage Association: 0.3%(4) | ||||||||||||||
200,005 | 5.000%, 01/01/2023 | 207,098 | 0.2 | |||||||||||
172,453 | 5.000%, 07/01/2034 | 183,195 | 0.1 | |||||||||||
390,293 | 0.3 | |||||||||||||
Total U.S. Government Agency Obligations | ||||||||||||||
(Cost $1,037,206) | 1,030,293 | 0.9 | ||||||||||||
FOREIGN GOVERNMENT BONDS: 0.1% | ||||||||||||||
58,000 | European Investment Bank, 1.750%, 05/15/2020 | 56,965 | 0.1 | |||||||||||
Total Foreign Government Bonds | ||||||||||||||
(Cost $57,829) | 56,965 | 0.1 | ||||||||||||
ASSET-BACKED SECURITIES: 16.7% | ||||||||||||||
Automobile Asset-Backed Securities: 6.9% | ||||||||||||||
150,000 | Ally Auto Receivables Trust 2017-2 A4, 2.100%, 03/15/2022 | 147,443 | 0.1 | |||||||||||
350,000 | Ally Auto Receivables Trust 2017-3 A4, 2.010%, 03/15/2022 | 343,543 | 0.3 |
200,000 | Ally Auto Receivables Trust 2018-3 A4, 3.120%, 07/17/2023 | 199,408 | 0.2 | |||||||||||
250,000 | CarMax Auto Owner Trust 2017-1 A4, 2.270%, 09/15/2022 | 245,398 | 0.2 | |||||||||||
450,000 | CarMax Auto Owner Trust 2017-3 A4, 2.220%, 11/15/2022 | 439,694 | 0.4 | |||||||||||
450,000 | CarMax Auto Owner Trust 2018-1 A4, 2.640%, 06/15/2023 | 443,118 | 0.4 | |||||||||||
600,000 | (1) | Chrysler Capital Auto Receivables Trust 2016-BA A4, 1.870%, 02/15/2022 | 590,816 | 0.5 | ||||||||||
250,000 | Ford Credit Auto Lease Trust 2018-B A4, 3.300%, 02/15/2022 | 250,374 | 0.2 | |||||||||||
400,000 | Ford Credit Auto Owner Trust 2018-A A4, 3.160%, 10/15/2023 | 400,290 | 0.3 | |||||||||||
150,000 | GM Financial Automobile Leasing Trust 2018-1 A3, 2.610%, 01/20/2021 | 149,159 | 0.1 | |||||||||||
350,000 | GM Financial Automobile Leasing Trust 2018-1 A4, 2.680%, 12/20/2021 | 347,179 | 0.3 | |||||||||||
500,000 | GM Financial Automobile Leasing Trust 2018-1 B, 2.870%, 12/20/2021 | 495,865 | 0.4 | |||||||||||
150,000 | GM Financial Automobile Leasing Trust 2018-3 A4, 3.300%, 07/20/2022 | 149,981 | 0.1 | |||||||||||
350,000 | GM Financial Consumer Automobile Receivables Trust 2018-3 A4, 3.160%, 01/16/2024 | 349,147 | 0.3 | |||||||||||
100,000 | Hyundai Auto Receivables Trust 2017-A A4, 2.090%, 04/17/2023 | 97,947 | 0.1 | |||||||||||
200,000 | Hyundai Auto Receivables Trust 2017-B A4, 1.960%, 02/15/2023 | 194,418 | 0.2 | |||||||||||
200,000 | Mercedes-Benz Auto Receivables Trust 2018-1 A4, 3.150%, 10/15/2024 | 199,717 | 0.2 | |||||||||||
540,000 | Nissan Auto Receivables 2016-B A4, 1.540%, 10/17/2022 | 528,166 | 0.5 | |||||||||||
200,000 | Nissan Auto Receivables 2017-B A4, 1.950%, 10/16/2023 | 194,826 | 0.2 | |||||||||||
200,000 | (1) | OSCAR US Funding Trust VI LLC 2017-1A A3, 2.820%, 06/10/2021 | 199,438 | 0.2 | ||||||||||
500,000 | (1) | OSCAR US Funding Trust VII LLC 2017-2A A3, 2.450%, 12/10/2021 | 493,613 | 0.4 |
See Accompanying Notes to Financial Statements
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
200,000 | (1) | Santander Retail Auto Lease Trust 2017-A A3, 2.220%, 01/20/2021 | 198,061 | 0.2 | ||||||||||
150,000 | (1) | Santander Retail Auto Lease Trust 2017-A A4, 2.370%, 01/20/2022 | 148,070 | 0.1 | ||||||||||
450,000 | Toyota Auto Receivables 2017-B Owner Trust A4, 2.050%, 09/15/2022 | 442,257 | 0.4 | |||||||||||
250,000 | Toyota Auto Receivables 2017-C A4 Owner Trust, 1.980%, 12/15/2022 | 244,447 | 0.2 | |||||||||||
100,000 | Toyota Auto Receivables 2018-C A4 Owner Trust, 3.130%, 02/15/2024 | 99,831 | 0.1 | |||||||||||
200,000 | Volkswagen Auto Loan Enhanced Trust 2018-1 A4, 3.150%, 07/22/2024 | 199,644 | 0.2 | |||||||||||
100,000 | World Omni Automobile Lease Securitization Trust 2017-A A4, 2.320%, 08/15/2022 | 99,152 | 0.1 | |||||||||||
7,891,002 | 6.9 | |||||||||||||
Credit Card Asset-Backed Securities: 2.4% | ||||||||||||||
450,000 | American Express Credit Account Master Trust 2017-1 B, 2.100%, 09/15/2022 | 444,325 | 0.4 | |||||||||||
300,000 | American Express Credit Account Master Trust 2018-4 A, 2.990%, 12/15/2023 | 299,176 | 0.3 | |||||||||||
150,000 | BA Credit Card Trust 2018-A3 A3, 3.100%, 12/15/2023 | 149,926 | 0.1 | |||||||||||
250,000 | Capital One Multi-Asset Execution Trust 2018-A1 A1, 3.010%, 02/15/2024 | 249,570 | 0.2 | |||||||||||
100,000 | Discover Card Execution Note Trust 018-A4 A4, 3.110%, 01/16/2024 | 100,003 | 0.1 | |||||||||||
450,000 | Discover Card Execution Note Trust 2017-A2 A2, 2.390%, 07/15/2024 | 438,710 | 0.4 | |||||||||||
400,000 | Discover Card Execution Note Trust 2017-A6 A6, 1.880%, 02/15/2023 | 391,839 | 0.4 | |||||||||||
600,000 | (1) | Evergreen Credit Card Trust Series 2018-1 A, 2.950%, 03/15/2023 | 596,433 | 0.5 | ||||||||||
2,669,982 | 2.4 | |||||||||||||
Home Equity Asset-Backed Securities: 0.0% | ||||||||||||||
4,802 | Chase Funding Loan Acquisition Trust Series 2003-C2 1A, 4.750%, 12/25/2019 | 4,818 | 0.0 | |||||||||||
Other Asset-Backed Securities: 6.5% | ||||||||||||||
400,000 | (1) | ARES XLVI CLO Ltd. 2017-46A A2, 3.569%, (US0003M + 1.230%), 01/15/2030 | 400,506 | 0.4 |
250,000 | (1) | Babson CLO Ltd. 2017-1A A2, 3.683%, (US0003M + 1.350%), 07/18/2029 | 250,096 | 0.2 | ||||||||||
250,000 | (1) | Benefit Street Partners CLO VIII Ltd. 2015-8A A1BR, 3.548%, (US0003M + 1.200%), 01/20/2031 | 247,801 | 0.2 | ||||||||||
560,000 | (1) | Benefit Street Partners CLO X Ltd. 2016-10A A1, 3.829%, (US0003M + 1.490%), 01/15/2029 | 560,330 | 0.5 | ||||||||||
410,000 | (1) | Carlyle Global Market Strategies CLO Ltd. 2017-1A A1A, 3.648%, (US0003M + 1.300%), 04/20/2031 | 410,812 | 0.4 | ||||||||||
250,000 | (1) | Cedar Funding VIII Clo Ltd. 2017-8A A1, 3.586%, (US0003M + 1.250%), 10/17/2030 | 250,257 | 0.2 | ||||||||||
250,000 | (1) | CIFC Funding 2013-2A A1LR, 3.543%, (US0003M + 1.210%), 10/18/2030 | 250,270 | 0.2 | ||||||||||
250,000 | (1) | CIFC Funding 2015-IA ARR Ltd., 3.457%, (US0003M + 1.110%), 01/22/2031 | 249,632 | 0.2 | ||||||||||
250,000 | (1) | CIFC Funding 2016-1A A, 3.827%, (US0003M + 1.480%), 10/21/2028 | 250,503 | 0.2 | ||||||||||
150,000 | CNH Equipment Trust 2017-B A4, 2.170%, 04/17/2023 | 145,744 | 0.2 | |||||||||||
250,000 | (1) | Deer Creek Clo Ltd. 2017-1A A, 3.528%, (US0003M + 1.180%), 10/20/2030 | 250,075 | 0.2 | ||||||||||
250,000 | (1) | Dryden Senior Loan Fund 2017-47A A2, 3.689%, (US0003M + 1.350%), 04/15/2028 | 250,133 | 0.2 | ||||||||||
360,000 | (1) | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 3.514%, (US0003M + 1.200%), 08/15/2030 | 360,095 | 0.3 | ||||||||||
250,000 | (1) | Eaton Vance Clo 2015-1A A2R Ltd., 3.598%, (US0003M + 1.250%), 01/20/2030 | 249,367 | 0.2 | ||||||||||
250,000 | (1) | Galaxy XIX CLO Ltd. 2015-19A A1R, 3.562%, (US0003M + 1.220%), 07/24/2030 | 250,141 | 0.2 | ||||||||||
330,000 | (1) | LCM XXIII Ltd. 23A A1, 3.748%, (US0003M + 1.400%), 10/20/2029 | 331,275 | 0.3 | ||||||||||
250,000 | (1) | Magnetite XII Ltd. 2015-12A ARR, 3.242%, (US0003M + 1.100%), 10/15/2031 | 249,999 | 0.2 |
See Accompanying Notes to Financial Statements
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
250,000 | (1) | Octagon Investment Partners 30 Ltd. 2017-1A A1, 3.668%, (US0003M + 1.320%), 03/17/2030 | 251,250 | 0.3 | ||||||||||
250,000 | (1) | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 3.714%, (US0003M + 1.375%), 07/15/2029 | 249,627 | 0.2 | ||||||||||
250,000 | (1) | Octagon Investment Partners XV Ltd. 2013-1A A2R, 3.692%, (US0003M + 1.350%), 07/19/2030 | 250,517 | 0.2 | ||||||||||
260,000 | (1) | OHA Loan Funding Ltd. 2015-1A AR, 3.724%, (US0003M + 1.410%), 08/15/2029 | 261,100 | 0.3 | ||||||||||
250,000 | (1) | Palmer Square CLO 2013-2A AARR Ltd., 3.649%, (US0003M + 1.200%), 10/17/2031 | 250,000 | 0.2 | ||||||||||
250,000 | (1) | Palmer Square CLO 2015-2A A1AR Ltd., 3.618%, (US0003M + 1.270%), 07/20/2030 | 250,441 | 0.2 | ||||||||||
250,000 | (1) | Palmer Square CLO 2015-2A A1BR Ltd., 3.698%, (US0003M + 1.350%), 07/20/2030 | 250,603 | 0.2 | ||||||||||
250,000 | (1) | THL Credit Wind River 2017-2A A CLO Ltd., 3.578%, (US0003M + 1.230%), 07/20/2030 | 250,218 | 0.2 | ||||||||||
300,000 | (1) | Trafigura Securitisation Finance PLC 2018-1A A2, 3.730%, 03/15/2022 | 299,985 | 0.3 | ||||||||||
100,000 | (1) | Volvo Financial Equipment LLC Series 2017-1A A4, 2.210%, 11/15/2021 | 98,385 | 0.1 | ||||||||||
7,369,162 | 6.5 | |||||||||||||
Student Loan Asset-Backed Securities: 0.9% | ||||||||||||||
250,000 | (1) | DRB Prime Student Loan Trust 2017-A A2B, 2.850%, 05/27/2042 | 243,173 | 0.2 | ||||||||||
450,000 | (1) | Laurel Road Prime Student Loan Trust 2018-B A2FX, 3.540%, 05/26/2043 | 449,055 | 0.4 | ||||||||||
300,000 | (1) | Navient Private Education Loan Trust 2014-AA A3, 3.758%, (US0001M + 1.600%), 10/15/2031 | 309,607 | 0.3 | ||||||||||
1,001,835 | 0.9 | |||||||||||||
Total Asset-Backed Securities | ||||||||||||||
(Cost $19,065,863) | 18,936,799 | 16.7 | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 9.0% | ||||||||||||||
147,183 | (1) | Americold LLC 2010 Trust ARTA A2FL, 3.634%, (US0001M + 1.500%), 01/14/2029 | 147,213 | 0.1 |
130,013 | (3) | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR9 C, 5.055%, 09/11/2042 | 130,163 | 0.1 | ||||||||||
410,000 | (1),(3) | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 D, 5.911%, 04/12/2038 | 419,817 | 0.4 | ||||||||||
540,000 | (1) | BXMT 2017-FL1 A Ltd., 3.028%, (US0001M + 0.870%), 06/15/2035 | 540,845 | 0.5 | ||||||||||
422,795 | Citigroup/Deutsche Bank Commercial Mortgage Trust 2006-CD3 AM, 5.648%, 10/15/2048 | 435,642 | 0.4 | |||||||||||
1,480 | COMM 2013-LC13 A2, 3.009%, 08/10/2046 | 1,479 | 0.0 | |||||||||||
430,000 | COMM 2013-LC6 B Mortgage Trust, 3.739%, 01/10/2046 | 422,067 | 0.4 | |||||||||||
92,797 | COMM 2014-CR14 A2, 3.147%, 02/10/2047 | 92,801 | 0.1 | |||||||||||
161,382 | COMM 2014-CR17 A2, 3.012%, 05/10/2047 | 161,492 | 0.1 | |||||||||||
793,000 | (1),(3) | DBUBS 2011-LC1A E, 5.884%, 11/10/2046 | 818,886 | 0.7 | ||||||||||
7,692,444 | (3),(5) | Freddie Mac Multifamily Structured Pass Through Certificates K045 x1, 0.577%, 01/25/2025 | 186,167 | 0.2 | ||||||||||
310,000 | (1),(3) | FREMF Mortgage Trust 2012-K709 B, 3.872%, 04/25/2045 | 310,647 | 0.3 | ||||||||||
113,228 | (1),(3) | GCCFC Commercial Mortgage Trust 2004-GG1 F, 6.603%, 06/10/2036 | 112,587 | 0.1 | ||||||||||
128,149 | (3) | Ginnie Mae 2011-53 B, 4.397%, 05/16/2051 | 129,959 | 0.1 | ||||||||||
267,293 | Ginnie Mae 2014-168 DA, 2.400%, 06/16/2046 | 259,328 | 0.2 | |||||||||||
268,256 | Ginnie Mae 2015-183 AC, 2.350%, 07/16/2056 | 257,795 | 0.2 | |||||||||||
70,718 | (3) | Ginnie Mae 2015-21 AF, 2.074%, 07/16/2048 | 68,012 | 0.1 | ||||||||||
135,504 | Ginnie Mae 2015-81 AC, 2.400%, 01/16/2056 | 130,215 | 0.1 | |||||||||||
200,528 | Ginnie Mae 2016-110 AB, 2.000%, 05/16/2049 | 191,795 | 0.2 | |||||||||||
87,581 | Ginnie Mae 2016-86 AB, 2.500%, 09/16/2056 | 85,123 | 0.1 | |||||||||||
401,066 | Ginnie Mae 2017-100 AB, 2.300%, 04/16/2052 | 388,109 | 0.3 | |||||||||||
204,847 | Ginnie Mae 2017-51 AB, 2.350%, 04/16/2057 | 198,671 | 0.2 | |||||||||||
87,268 | Ginnie Mae 2017-69 AB, 2.350%, 05/16/2053 | 84,553 | 0.1 | |||||||||||
146,819 | Ginnie Mae 2017-70 A, 2.500%, 10/16/2057 | 142,082 | 0.1 | |||||||||||
547,379 | Ginnie Mae 2017-86 AB, 2.300%, 11/16/2051 | 527,675 | 0.5 | |||||||||||
342,805 | Ginnie Mae 2017-89 A, 2.500%, 08/16/2057 | 332,323 | 0.3 | |||||||||||
149,378 | Ginnie Mae 2018-41 A, 2.400%, 09/16/2058 | 143,886 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
25,913 | GMAC Commercial Mortgage Securities, Inc. Series 2004-C3 Trust B, 4.965%, 12/10/2041 | 25,923 | 0.0 | |||||||||||
290,000 | (1),(3) | GS Mortgage Securities Trust 2012-GC6 C, 5.840%, 01/10/2045 | 302,591 | 0.3 | ||||||||||
5,297 | GS Mortgage Securities Trust 2013-GC16 A2, 3.033%, 11/10/2046 | 5,294 | 0.0 | |||||||||||
18,604 | GS Mortgage Securities Trust 2014-GC18 A2, 2.924%, 01/10/2047 | 18,598 | 0.0 | |||||||||||
22,615 | (1),(3) | JP Morgan Chase Commercial Mortgage Securities Trust 2003-CB6 H, 5.379%, 07/12/2037 | 22,490 | 0.0 | ||||||||||
1,040,000 | (1),(3) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 B, 5.586%, 08/15/2046 | 1,081,408 | 0.9 | ||||||||||
340,000 | (3) | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 B, 3.674%, 12/15/2047 | 335,854 | 0.3 | ||||||||||
154,889 | JPMBB Commercial Mortgage Securities Trust 2 2014-C19 A2, 3.046%, 04/15/2047 | 154,939 | 0.1 | |||||||||||
72,356 | JPMBB Commercial Mortgage Securities Trust 2013-C15 A2, 2.977%, 11/15/2045 | 72,284 | 0.1 | |||||||||||
230,000 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 A3, 3.669%, 02/15/2047 | 231,448 | 0.2 | |||||||||||
600,000 | (1),(3) | Morgan Stanley Capital I Trust 2011-C1 D, 5.599%, 09/15/2047 | 615,953 | 0.5 | ||||||||||
290,000 | (1) | Morgan Stanley Capital I Trust 2011-C1 J, 4.193%, 09/15/2047 | 289,967 | 0.3 | ||||||||||
390,000 | (3) | TIAA Seasoned Commercial Mortgage Trust 2007-C4 C, 5.481%, 08/15/2039 | 390,217 | 0.3 | ||||||||||
Total Commercial Mortgage-Backed Securities | ||||||||||||||
(Cost $10,470,678) | 10,266,298 | 9.0 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 7.0% | ||||||||||||||
U.S. Treasury Notes: 7.0% | ||||||||||||||
4,827,000 | 1.500%, 10/31/2019 | 4,767,040 | 4.2 | |||||||||||
4,000 | 2.750%, 08/15/2021 | 3,986 | 0.0 | |||||||||||
2,644,000 | 2.750%, 09/15/2021 | 2,634,291 | 2.3 | |||||||||||
564,000 | 2.750%, 08/31/2023 | 559,164 | 0.5 | |||||||||||
Total U.S. Treasury Obligations | ||||||||||||||
(Cost $7,979,188) | 7,964,481 | 7.0 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $114,226,625) | 113,091,053 | 99.6 |
SHORT-TERM INVESTMENTS: 0.3% | ||||||||||||||
Securities Lending Collateral(6): 0.3% | ||||||||||||||
312,952 | Bank of Montreal, Repurchase Agreement dated 09/28/18, 2.22%, due 10/01/18 (Repurchase Amount $313,009, collateralized by various U.S. Government Securities, 0.000%-4.250%, Market Value plus accrued interest $319,211, due 12/06/18-09/09/49) | |||||||||||||
(Cost $312,952) | 312,952 | 0.3 | ||||||||||||
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.0% | ||||||||||||||
7,000 | (7) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.980% | ||||||||||||
(Cost $7,000) | 7,000 | 0.0 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $319,952) | 319,952 | 0.3 | ||||||||||||
Total Investments in Securities (Cost $114,546,577) | $ | 113,411,005 | 99.9 | |||||||||||
Assets in Excess of Other Liabilities | 131,654 | 0.1 | ||||||||||||
Net Assets | $ | 113,542,659 | 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) | Variable rate security. Rate shown is the rate in effect as of September 30, 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) | 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 securities purchased with cash collateral received for securities on loan. |
(7) | Rate shown is the 7-day yield as of September 30, 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 September 30, 2018 (unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 10.2% | ||||||||||||||
Basic Materials: 1.0% | ||||||||||||||
200,000 | (1) | Alpha 3 BV / Alpha US Bidco, Inc., 6.250%, 02/01/2025 | 200,060 | 0.0 | ||||||||||
250,000 | (1) | Aruba Investments, Inc., 8.750%, 02/15/2023 | 261,250 | 0.1 | ||||||||||
250,000 | (1) | Cascades, Inc., 5.500%, 07/15/2022 | 253,125 | 0.1 | ||||||||||
250,000 | Chemours Co/The, 5.375%, 05/15/2027 | 241,875 | 0.0 | |||||||||||
250,000 | Cleveland-Cliffs, Inc., 5.750%, 03/01/2025 | 244,062 | 0.0 | |||||||||||
1,500,000 | CNAC HK Finbridge Co. Ltd, 5.125%, 03/14/2028 | 1,511,145 | 0.2 | |||||||||||
250,000 | (1) | Constellium NV, 6.625%, 03/01/2025 | 253,750 | 0.1 | ||||||||||
250,000 | (1) | Cornerstone Chemical Co., 6.750%, 08/15/2024 | 250,680 | 0.0 | ||||||||||
200,000 | (1) | First Quantum Minerals Ltd., 6.500%, 03/01/2024 | 183,750 | 0.0 | ||||||||||
250,000 | Freeport-McMoRan, Inc., 4.550%, 11/14/2024 | 243,750 | 0.0 | |||||||||||
250,000 | Hexion, Inc., 6.625%, 04/15/2020 | 235,625 | 0.0 | |||||||||||
200,000 | Huntsman International LLC, 5.125%, 11/15/2022 | 206,500 | 0.0 | |||||||||||
450,000 | (1) | Klabin Finance SA, 4.875%, 09/19/2027 | 398,812 | 0.1 | ||||||||||
250,000 | (1) | Kraton Polymers LLC / Kraton Polymers Capital Corp., 7.000%, 04/15/2025 | 258,125 | 0.1 | ||||||||||
200,000 | (1) | OCI NV, 6.625%, 04/15/2023 | 207,750 | 0.0 | ||||||||||
200,000 | Olin Corp., 5.125%, 09/15/2027 | 193,500 | 0.0 | |||||||||||
250,000 | (1) | Rayonier AM Products, Inc., 5.500%, 06/01/2024 | 241,958 | 0.0 | ||||||||||
250,000 | (1) | Schweitzer-Mauduit International, Inc., 6.875%, 10/01/2026 | 255,625 | 0.1 | ||||||||||
350,000 | Southern Copper Corp., 5.875%, 04/23/2045 | 382,996 | 0.1 | |||||||||||
200,000 | Teck Resources Ltd., 5.200%, 03/01/2042 | 185,500 | 0.0 | |||||||||||
85,000 | (1) | Tronox Finance PLC, 5.750%, 10/01/2025 | 79,050 | 0.0 | ||||||||||
300,000 | (1),(2) | Tronox, Inc., 6.500%, 04/15/2026 | 289,875 | 0.1 | ||||||||||
250,000 | United States Steel Corp., 6.250%, 03/15/2026 | 248,438 | 0.0 | |||||||||||
6,827,201 | 1.0 | |||||||||||||
Communications: 1.1% | ||||||||||||||
200,000 | (1),(2) | Altice Finco SA, 8.125%, 01/15/2024 | 203,750 | 0.0 |
200,000 | (1) | Altice France SA/France, 6.250%, 05/15/2024 | 198,400 | 0.0 | ||||||||||
200,000 | (1) | Altice Luxembourg SA, 7.750%, 05/15/2022 | 195,400 | 0.0 | ||||||||||
200,000 | (1) | Altice US Finance I Corp., 5.500%, 05/15/2026 | 199,900 | 0.0 | ||||||||||
250,000 | AMC Networks, Inc., 4.750%, 08/01/2025 | 240,517 | 0.0 | |||||||||||
290,000 | AT&T, Inc., 3.400%, 05/15/2025 | 276,376 | 0.1 | |||||||||||
250,000 | (1) | Block Communications, Inc., 6.875%, 02/15/2025 | 257,500 | 0.1 | ||||||||||
150,000 | Cablevision Systems Corp., 5.875%, 09/15/2022 | 153,281 | 0.0 | |||||||||||
278,000 | CBS Corp., 4.000%, 01/15/2026 | 272,770 | 0.1 | |||||||||||
130,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | 123,579 | 0.0 | ||||||||||
335,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | 315,704 | 0.1 | ||||||||||
150,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 02/15/2026 | 150,938 | 0.0 | ||||||||||
273,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/2022 | 277,755 | 0.1 | |||||||||||
150,000 | Comcast Corp., 4.250%, 01/15/2033 | 147,150 | 0.0 | |||||||||||
250,000 | (1) | CommScope Technologies LLC, 5.000%, 03/15/2027 | 241,250 | 0.0 | ||||||||||
150,000 | CSC Holdings LLC, 5.250%, 06/01/2024 | 147,000 | 0.0 | |||||||||||
200,000 | (2) | DISH DBS Corp., 5.000%, 03/15/2023 | 182,236 | 0.0 | ||||||||||
75,000 | Frontier Communications Corp., 6.875%, 01/15/2025 | 45,962 | 0.0 | |||||||||||
75,000 | Frontier Communications Corp., 11.000%, 09/15/2025 | 58,853 | 0.0 | |||||||||||
200,000 | (1) | Gray Television, Inc., 5.125%, 10/15/2024 | 193,750 | 0.0 | ||||||||||
150,000 | (1) | Intelsat Connect Finance SA, 9.500%, 02/15/2023 | 149,813 | 0.0 | ||||||||||
250,000 | (1) | Intelsat Jackson Holdings SA, 8.500%, 10/15/2024 | 252,500 | 0.1 | ||||||||||
250,000 | Level 3 Financing, Inc., 5.250%, 03/15/2026 | 246,575 | 0.0 | |||||||||||
250,000 | (1) | Netflix, Inc., 5.875%, 11/15/2028 | 251,080 | 0.0 | ||||||||||
200,000 | (1) | Nexstar Broadcasting, Inc., 5.625%, 08/01/2024 | 196,250 | 0.0 | ||||||||||
150,000 | (1) | Plantronics, Inc., 5.500%, 05/31/2023 | 149,625 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
250,000 | (1) | Salem Media Group, Inc., 6.750%, 06/01/2024 | 223,750 | 0.0 | ||||||||||
250,000 | (1) | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | 231,250 | 0.0 | ||||||||||
250,000 | (1) | Sirius XM Radio, Inc., 6.000%, 07/15/2024 | 260,050 | 0.1 | ||||||||||
250,000 | Sprint Corp., 7.125%, 06/15/2024 | 260,313 | 0.1 | |||||||||||
175,000 | Sprint Corp., 7.625%, 03/01/2026 | 185,631 | 0.0 | |||||||||||
45,000 | Telecom Italia Capital SA, 6.375%, 11/15/2033 | 44,325 | 0.0 | |||||||||||
145,000 | Telecom Italia Capital SA, 7.721%, 06/04/2038 | 154,425 | 0.0 | |||||||||||
250,000 | (1) | Telesat Canada / Telesat LLC, 8.875%, 11/15/2024 | 268,125 | 0.1 | ||||||||||
259,000 | Time Warner Cable LLC, 5.000%, 02/01/2020 | 264,200 | 0.1 | |||||||||||
250,000 | T-Mobile USA, Inc., 4.500%, 02/01/2026 | 238,625 | 0.0 | |||||||||||
278,000 | Verizon Communications, Inc., 4.812%, 03/15/2039 | 280,541 | 0.1 | |||||||||||
210,000 | (3) | Viacom, Inc., 6.250%, 02/28/2057 | 207,323 | 0.0 | ||||||||||
250,000 | (1) | Zayo Group LLC / Zayo Capital, Inc., 5.750%, 01/15/2027 | 251,125 | 0.0 | ||||||||||
7,997,597 | 1.1 | |||||||||||||
Consumer, Cyclical: 1.2% | ||||||||||||||
250,000 | (1) | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | 240,003 | 0.0 | ||||||||||
150,000 | (2) | AMC Entertainment Holdings, Inc., 5.750%, 06/15/2025 | 144,112 | 0.0 | ||||||||||
60,000 | (2) | AMC Entertainment Holdings, Inc., 5.875%, 11/15/2026 | 57,600 | 0.0 | ||||||||||
200,000 | Asbury Automotive Group, Inc., 6.000%, 12/15/2024 | 203,000 | 0.0 | |||||||||||
160,000 | (1) | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.750%, 08/01/2025 | 150,000 | 0.0 | ||||||||||
250,000 | AV Homes, Inc., 6.625%, 05/15/2022 | 258,487 | 0.1 | |||||||||||
280,000 | (1) | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | 267,400 | 0.1 | ||||||||||
250,000 | (1) | CCM Merger, Inc., 6.000%, 03/15/2022 | 257,240 | 0.1 | ||||||||||
250,000 | Cedar Fair L.P. / Canada's Wonderland Co. / Magnum Management Corp., 5.375%, 06/01/2024 | 250,000 | 0.0 | |||||||||||
350,000 | Century Communities, Inc., 5.875%, 07/15/2025 | 326,480 | 0.1 | |||||||||||
250,000 | (1) | Cooper-Standard Automotive, Inc., 5.625%, 11/15/2026 | 246,562 | 0.0 |
250,000 | (1) | Dana Financing Luxembourg Sarl, 5.750%, 04/15/2025 | 246,175 | 0.0 | ||||||||||
250,000 | (1) | EMI Music Publishing Group North America Holdings, Inc., 7.625%, 06/15/2024 | 269,687 | 0.1 | ||||||||||
250,000 | (1) | Golden Nugget, Inc., 6.750%, 10/15/2024 | 254,220 | 0.1 | ||||||||||
250,000 | H&E Equipment Services, Inc., 5.625%, 09/01/2025 | 250,000 | 0.0 | |||||||||||
200,000 | (1) | International Game Technology PLC, 6.500%, 02/15/2025 | 208,500 | 0.0 | ||||||||||
250,000 | (1) | JB Poindexter & Co., Inc., 7.125%, 04/15/2026 | 260,625 | 0.1 | ||||||||||
250,000 | (1) | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.250%, 06/01/2026 | 250,188 | 0.1 | ||||||||||
150,000 | L Brands, Inc., 6.750%, 07/01/2036 | 124,500 | 0.0 | |||||||||||
200,000 | Lennar Corp., 5.250%, 06/01/2026 | 199,250 | 0.0 | |||||||||||
150,000 | Lennar Corp., 5.375%, 10/01/2022 | 154,500 | 0.0 | |||||||||||
250,000 | M/I Homes, Inc., 5.625%, 08/01/2025 | 236,250 | 0.0 | |||||||||||
200,000 | (2) | Men's Wearhouse, Inc./The, 7.000%, 07/01/2022 | 206,500 | 0.0 | ||||||||||
250,000 | Meritage Homes Corp., 5.125%, 06/06/2027 | 231,250 | 0.0 | |||||||||||
250,000 | MGM Resorts International, 6.000%, 03/15/2023 | 259,375 | 0.1 | |||||||||||
150,000 | (1) | Michaels Stores, Inc., 5.875%, 12/15/2020 | 150,900 | 0.0 | ||||||||||
250,000 | (1) | Navistar International Corp., 6.625%, 11/01/2025 | 261,250 | 0.1 | ||||||||||
200,000 | (1),(2) | Neiman Marcus Group Ltd., Inc., 8.000%, 10/15/2021 | 132,375 | 0.0 | ||||||||||
250,000 | (1) | Penn National Gaming, Inc., 5.625%, 01/15/2027 | 241,800 | 0.0 | ||||||||||
250,000 | (1) | PetSmart, Inc., 7.125%, 03/15/2023 | 180,937 | 0.0 | ||||||||||
100,000 | (1) | Scientific Games International, Inc., 5.000%, 10/15/2025 | 95,250 | 0.0 | ||||||||||
90,000 | Scientific Games International, Inc., 6.625%, 05/15/2021 | 90,000 | 0.0 | |||||||||||
100,000 | Scientific Games International, Inc., 10.000%, 12/01/2022 | 106,332 | 0.0 | |||||||||||
200,000 | (1) | Silversea Cruise Finance Ltd., 7.250%, 02/01/2025 | 218,570 | 0.0 | ||||||||||
55,000 | (1) | Six Flags Entertainment Corp., 4.875%, 07/31/2024 | 54,010 | 0.0 | ||||||||||
210,000 | (1) | Six Flags Entertainment Corp., 5.500%, 04/15/2027 | 208,425 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
275,000 | (1) | Station Casinos LLC, 5.000%, 10/01/2025 | 264,083 | 0.1 | ||||||||||
250,000 | (1) | Viking Cruises Ltd., 5.875%, 09/15/2027 | 244,575 | 0.0 | ||||||||||
250,000 | (1) | WMG Acquisition Corp., 5.000%, 08/01/2023 | 250,625 | 0.1 | ||||||||||
150,000 | (1) | Wolverine World Wide, Inc., 5.000%, 09/01/2026 | 147,563 | 0.0 | ||||||||||
8,198,599 | 1.2 | |||||||||||||
Consumer, Non-cyclical: 1.3% | ||||||||||||||
250,000 | Acadia Healthcare Co., Inc., 6.500%, 03/01/2024 | 259,687 | 0.1 | |||||||||||
277,000 | Allergan Funding SCS, 3.000%, 03/12/2020 | 276,767 | 0.1 | |||||||||||
250,000 | Albertsons Cos LLC / Safeway, Inc. / New Albertsons L.P. / Albertson's LLC, 6.625%, 06/15/2024 | 241,562 | 0.0 | |||||||||||
140,000 | Amgen, Inc., 3.200%, 11/02/2027 | 131,672 | 0.0 | |||||||||||
250,000 | (1),(2) | Aptim Corp., 7.750%, 06/15/2025 | 216,215 | 0.0 | ||||||||||
125,000 | (1) | Cardtronics, Inc. / Cardtronics USA, Inc., 5.500%, 05/01/2025 | 120,000 | 0.0 | ||||||||||
280,000 | Celgene Corp., 3.250%, 08/15/2022 | 276,347 | 0.1 | |||||||||||
250,000 | Centene Corp., 4.750%, 01/15/2025 | 250,000 | 0.0 | |||||||||||
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 | 207,250 | 0.0 | |||||||||||
105,000 | (2) | CHS/Community Health Systems, Inc., 5.125%, 08/01/2021 | 102,637 | 0.0 | ||||||||||
150,000 | CHS/Community Health Systems, Inc., 6.250%, 03/31/2023 | 143,062 | 0.0 | |||||||||||
250,000 | (1) | Cott Holdings, Inc., 5.500%, 04/01/2025 | 244,687 | 0.0 | ||||||||||
239,000 | CVS Health Corp., 3.875%, 07/20/2025 | 235,732 | 0.0 | |||||||||||
150,000 | (1),(4) | Eagle Holding CO II LLC, 7.625% (PIK Rate 8.375%, Cash Rate 7.625%), 05/15/2022 | 152,250 | 0.0 | ||||||||||
250,000 | (1),(2) | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 5.875%, 10/15/2024 | 253,125 | 0.0 | ||||||||||
200,000 | Envision Healthcare Corp., 5.625%, 07/15/2022 | 205,740 | 0.0 | |||||||||||
250,000 | (1) | Graham Holdings Co., 5.750%, 06/01/2026 | 256,563 | 0.1 | ||||||||||
225,000 | (1),(3) | Grupo Bimbo SAB de CV, 5.950%, 12/31/2199 | 226,688 | 0.0 | ||||||||||
250,000 | HCA, Inc., 5.375%, 02/01/2025 | 255,625 | 0.1 | |||||||||||
150,000 | (2) | Hertz Corp., 7.375%, 01/15/2021 | 150,188 | 0.0 | ||||||||||
250,000 | (1) | Hill-Rom Holdings, Inc., 5.750%, 09/01/2023 | 257,500 | 0.1 |
150,000 | (1) | Jaguar Holding Co. II / Pharmaceutical Product Development LLC, 6.375%, 08/01/2023 | 151,500 | 0.0 | ||||||||||
90,000 | (1) | JBS USA LUX SA / JBS USA Finance, Inc., 5.875%, 07/15/2024 | 88,988 | 0.0 | ||||||||||
265,000 | (1) | JBS USA LUX SA / JBS USA Finance, Inc., 6.750%, 02/15/2028 | 263,675 | 0.1 | ||||||||||
275,000 | Kraft Heinz Foods Co., 2.800%, 07/02/2020 | 272,768 | 0.1 | |||||||||||
278,000 | Laboratory Corp. of America Holdings, 2.625%, 02/01/2020 | 276,334 | 0.1 | |||||||||||
125,000 | (1) | MPH Acquisition Holdings LLC, 7.125%, 06/01/2024 | 130,250 | 0.0 | ||||||||||
250,000 | (1) | Pilgrim's Pride Corp., 5.750%, 03/15/2025 | 241,875 | 0.0 | ||||||||||
250,000 | (1) | Pilgrim's Pride Corp., 5.875%, 09/30/2027 | 237,500 | 0.0 | ||||||||||
125,000 | (1),(4) | Polaris Intermediate Corp., 8.500% (PIK Rate 8.500%, Cash Rate 0.000%), 12/01/2022 | 129,624 | 0.0 | ||||||||||
125,000 | (1) | Post Holdings, Inc., 5.000%, 08/15/2026 | 118,663 | 0.0 | ||||||||||
150,000 | (1) | Post Holdings, Inc., 8.000%, 07/15/2025 | 165,563 | 0.0 | ||||||||||
100,000 | (2) | Revlon Consumer Products Corp., 6.250%, 08/01/2024 | 61,250 | 0.0 | ||||||||||
263,000 | Reynolds American, Inc., 4.450%, 06/12/2025 | 265,197 | 0.1 | |||||||||||
250,000 | Spectrum Brands, Inc., 5.750%, 07/15/2025 | 253,750 | 0.1 | |||||||||||
200,000 | (1) | Sotera Health Holdings LLC, 6.500%, 05/15/2023 | 206,500 | 0.0 | ||||||||||
95,000 | Teleflex, Inc., 4.625%, 11/15/2027 | 90,606 | 0.0 | |||||||||||
155,000 | Teleflex, Inc., 5.250%, 06/15/2024 | 160,200 | 0.0 | |||||||||||
250,000 | Tenet Healthcare Corp., 6.750%, 06/15/2023 | 250,000 | 0.0 | |||||||||||
200,000 | Teva Pharmaceutical Finance Netherlands III BV, 6.000%, 04/15/2024 | 203,277 | 0.0 | |||||||||||
350,000 | United Rentals North America, Inc., 4.625%, 10/15/2025 | 340,375 | 0.1 | |||||||||||
100,000 | (1) | Bausch Health Cos, Inc./US, 9.250%, 04/01/2026 | 108,125 | 0.0 | ||||||||||
150,000 | (1) | Bausch Health Cos, Inc., 5.500%, 03/01/2023 | 144,863 | 0.0 | ||||||||||
150,000 | (1) | Bausch Health Cos, Inc., 5.500%, 11/01/2025 | 150,300 | 0.0 | ||||||||||
50,000 | (1) | Bausch Health Cos, Inc., 9.000%, 12/15/2025 | 54,002 | 0.0 | ||||||||||
250,000 | (1) | Vizient, Inc., 10.375%, 03/01/2024 | 274,688 | 0.1 | ||||||||||
200,000 | (1) | West Street Merger Sub, Inc., 6.375%, 09/01/2025 | 190,500 | 0.0 | ||||||||||
9,307,957 | 1.3 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
Energy: 2.0% | ||||||||||||||
200,000 | (2) | Antero Resources Corp., 5.000%, 03/01/2025 | 202,250 | 0.0 | ||||||||||
250,000 | (1) | Calfrac Holdings L.P., 8.500%, 06/15/2026 | 234,375 | 0.0 | ||||||||||
250,000 | (1),(2) | California Resources Corp., 8.000%, 12/15/2022 | 239,062 | 0.0 | ||||||||||
160,000 | (1) | Centennial Resource Production LLC, 5.375%, 01/15/2026 | 159,600 | 0.0 | ||||||||||
270,000 | Cheniere Corpus Christi Holdings LLC, 5.125%, 06/30/2027 | 271,687 | 0.1 | |||||||||||
200,000 | (2) | Chesapeake Energy Corp., 8.000%, 01/15/2025 | 206,900 | 0.0 | ||||||||||
70,000 | Continental Resources, Inc./OK, 4.375%, 01/15/2028 | 69,567 | 0.0 | |||||||||||
250,000 | Continental Resources, Inc./OK, 4.500%, 04/15/2023 | 254,587 | 0.1 | |||||||||||
250,000 | (1) | Covey Park Energy LLC / Covey Park Finance Corp., 7.500%, 05/15/2025 | 254,687 | 0.1 | ||||||||||
250,000 | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 5.750%, 04/01/2025 | 256,250 | 0.1 | |||||||||||
275,000 | Delek Logistics Partners L.P. / Delek Logistics Finance Corp., 6.750%, 05/15/2025 | 278,437 | 0.1 | |||||||||||
250,000 | Diamond Offshore Drilling, Inc., 4.875%, 11/01/2043 | 184,375 | 0.0 | |||||||||||
250,000 | Diamondback Energy, Inc., 5.375%, 05/31/2025 | 256,562 | 0.1 | |||||||||||
250,000 | Eclipse Resources Corp., 8.875%, 07/15/2023 | 255,625 | 0.1 | |||||||||||
80,000 | (1) | Endeavor Energy Resources L.P. / EER Finance, Inc., 5.500%, 01/30/2026 | 80,400 | 0.0 | ||||||||||
120,000 | (1) | Endeavor Energy Resources L.P. / EER Finance, Inc., 5.750%, 01/30/2028 | 120,450 | 0.0 | ||||||||||
150,000 | EnLink Midstream Partners L.P., 4.150%, 06/01/2025 | 142,386 | 0.0 | |||||||||||
250,000 | Ensco PLC, 7.750%, 02/01/2026 | 249,062 | 0.0 | |||||||||||
1,000,000 | Gazprom OAO Via Gaz Capital SA, 4.950%, 03/23/2027 | 960,650 | 0.2 | |||||||||||
200,000 | Gulfport Energy Corp., 6.375%, 05/15/2025 | 197,500 | 0.0 | |||||||||||
40,000 | Gulfport Energy Corp., 6.375%, 01/15/2026 | 39,000 | 0.0 |
100,000 | (1) | Hess Infrastructure Partners L.P. / Hess Infrastructure Partners Finance Corp., 5.625%, 02/15/2026 | 101,500 | 0.0 | ||||||||||
250,000 | (1) | Indigo Natural Resources LLC, 6.875%, 02/15/2026 | 243,125 | 0.0 | ||||||||||
250,000 | (1) | Jagged Peak Energy LLC, 5.875%, 05/01/2026 | 249,375 | 0.0 | ||||||||||
200,000 | (1),(2) | Jonah Energy LLC / Jonah Energy Finance Corp., 7.250%, 10/15/2025 | 154,000 | 0.0 | ||||||||||
500,000 | KazMunayGas National Co. JSC, 4.750%, 04/19/2027 | 502,345 | 0.1 | |||||||||||
1,250,000 | KazMunayGas National Co. JSC, 4.750%, 04/19/2027 | 1,255,863 | 0.2 | |||||||||||
1,575,000 | KazMunayGas National Co. JSC, 5.375%, 04/24/2030 | 1,605,398 | 0.2 | |||||||||||
180,000 | (1) | Lonestar Resources America, Inc., 11.250%, 01/01/2023 | 198,450 | 0.0 | ||||||||||
75,000 | (1) | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp., 6.000%, 08/01/2026 | 75,000 | 0.0 | ||||||||||
200,000 | (1) | Moss Creek Resources Holdings, Inc., 7.500%, 01/15/2026 | 200,750 | 0.0 | ||||||||||
150,000 | Murphy Oil Corp., 5.750%, 08/15/2025 | 152,760 | 0.0 | |||||||||||
100,000 | Murphy Oil Corp., 6.875%, 08/15/2024 | 106,097 | 0.0 | |||||||||||
225,000 | Murphy Oil USA, Inc., 5.625%, 05/01/2027 | 224,156 | 0.0 | |||||||||||
250,000 | Newfield Exploration Co., 5.625%, 07/01/2024 | 264,688 | 0.1 | |||||||||||
250,000 | (1) | NGPL PipeCo LLC, 4.875%, 08/15/2027 | 249,688 | 0.1 | ||||||||||
100,000 | (1) | Noble Holding International Ltd., 7.875%, 02/01/2026 | 104,125 | 0.0 | ||||||||||
250,000 | PBF Logistics L.P. / PBF Logistics Finance Corp., 6.875%, 05/15/2023 | 256,563 | 0.1 | |||||||||||
250,000 | Petrobras Global Finance BV, 5.750%, 02/01/2029 | 223,813 | 0.0 | |||||||||||
775,000 | Petrobras Global Finance BV, 7.375%, 01/17/2027 | 786,083 | 0.1 | |||||||||||
250,000 | (1) | Rockies Express Pipeline LLC, 5.625%, 04/15/2020 | 258,125 | 0.1 | ||||||||||
200,000 | Sanchez Energy Corp., 6.125%, 01/15/2023 | 116,000 | 0.0 | |||||||||||
150,000 | (1),(2) | Sanchez Energy Corp., 7.250%, 02/15/2023 | 148,313 | 0.0 | ||||||||||
200,000 | SRC Energy, Inc., 6.250%, 12/01/2025 | 189,000 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
100,000 | (1) | Sunoco L.P. / Sunoco Finance Corp., 4.875%, 01/15/2023 | 99,250 | 0.0 | ||||||||||
10,000 | (1) | Sunoco L.P. / Sunoco Finance Corp., 5.500%, 02/15/2026 | 9,685 | 0.0 | ||||||||||
10,000 | (1) | Sunoco L.P. / Sunoco Finance Corp., 5.875%, 03/15/2028 | 9,625 | 0.0 | ||||||||||
200,000 | (1) | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | 202,250 | 0.0 | ||||||||||
250,000 | Transocean, Inc., 6.800%, 03/15/2038 | 217,500 | 0.0 | |||||||||||
150,000 | Unit Corp., 6.625%, 05/15/2021 | 150,750 | 0.0 | |||||||||||
200,000 | (1) | Vermilion Energy, Inc., 5.625%, 03/15/2025 | 199,750 | 0.0 | ||||||||||
250,000 | WildHorse Resource Development Corp., 6.875%, 02/01/2025 | 259,375 | 0.1 | |||||||||||
176,000 | WPX Energy, Inc., 6.000%, 01/15/2022 | 183,260 | 0.0 | |||||||||||
13,910,074 | 2.0 | |||||||||||||
Financial: 1.5% | ||||||||||||||
150,000 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.625%, 10/30/2020 | 152,930 | 0.0 | |||||||||||
250,000 | Ally Financial, Inc., 5.750%, 11/20/2025 | 259,062 | 0.0 | |||||||||||
327,000 | Bank of America Corp., 2.625%, 10/19/2020 | 323,132 | 0.1 | |||||||||||
425,000 | BBVA Bancomer SA/Texas, 6.750%, 09/30/2022 | 456,539 | 0.1 | |||||||||||
409,000 | (1) | BPCE SA, 4.500%, 03/15/2025 | 400,421 | 0.1 | ||||||||||
281,000 | Chubb INA Holdings, Inc., 3.350%, 05/03/2026 | 273,274 | 0.1 | |||||||||||
150,000 | CIT Group, Inc., 5.000%, 08/15/2022 | 153,675 | 0.0 | |||||||||||
25,000 | CIT Group, Inc., 5.250%, 03/07/2025 | 25,562 | 0.0 | |||||||||||
50,000 | CIT Group, Inc., 6.125%, 03/09/2028 | 52,375 | 0.0 | |||||||||||
200,000 | Citigroup, Inc., 2.900%, 12/08/2021 | 195,933 | 0.0 | |||||||||||
270,000 | (1) | ESH Hospitality, Inc., 5.250%, 05/01/2025 | 262,575 | 0.0 | ||||||||||
403,000 | GE Capital International Funding Co. Unlimited Co., 3.373%, 11/15/2025 | 383,836 | 0.1 | |||||||||||
279,000 | Goldman Sachs Group, Inc., 4.250%, 10/21/2025 | 276,576 | 0.1 | |||||||||||
281,000 | HCP, Inc., 4.000%, 06/01/2025 | 276,152 | 0.1 | |||||||||||
50,000 | (1) | HUB International Ltd., 7.000%, 05/01/2026 | 50,190 | 0.0 | ||||||||||
277,000 | JPMorgan Chase & Co., 4.250%, 10/01/2027 | 276,028 | 0.1 | |||||||||||
184,000 | (3) | JPMorgan Chase & Co., 6.125%, 12/31/2199 | 191,844 | 0.0 |
250,000 | (1) | Lions Gate Capital Holdings LLC, 5.875%, 11/01/2024 | 257,500 | 0.0 | ||||||||||
400,000 | Lloyds Banking Group PLC, 4.582%, 12/10/2025 | 393,156 | 0.1 | |||||||||||
86,000 | (3) | M&T Bank Corp., 6.450%, 12/31/2199 | 92,665 | 0.0 | ||||||||||
250,000 | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 5.625%, 05/01/2024 | 257,188 | 0.0 | |||||||||||
268,000 | Morgan Stanley, 4.000%, 07/23/2025 | 267,218 | 0.0 | |||||||||||
205,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 5.000%, 10/15/2027 | 198,741 | 0.0 | |||||||||||
250,000 | (1) | Multibank, Inc., 4.375%, 11/09/2022 | 248,125 | 0.0 | ||||||||||
300,000 | Navient Corp., 5.875%, 10/25/2024 | 294,369 | 0.1 | |||||||||||
250,000 | (1) | Quicken Loans, Inc., 5.250%, 01/15/2028 | 233,125 | 0.0 | ||||||||||
250,000 | (1),(2) | Realogy Group LLC / Realogy Co-Issuer Corp., 5.250%, 12/01/2021 | 251,563 | 0.0 | ||||||||||
970,000 | Simon Property Group L.P., 3.375%, 12/01/2027 | 925,033 | 0.1 | |||||||||||
50,000 | Springleaf Finance Corp., 6.125%, 05/15/2022 | 51,663 | 0.0 | |||||||||||
150,000 | Springleaf Finance Corp., 7.125%, 03/15/2026 | 150,000 | 0.0 | |||||||||||
255,000 | (1) | Tempo Acquisition LLC / Tempo Acquisition Finance Corp., 6.750%, 06/01/2025 | 248,625 | 0.0 | ||||||||||
350,000 | (1),(3) | Turkiye Garanti Bankasi AS, 6.125%, 05/24/2027 | 294,984 | 0.1 | ||||||||||
250,000 | (1) | Turkiye Vakiflar Bankasi TAO, 5.750%, 01/30/2023 | 214,861 | 0.0 | ||||||||||
200,000 | (1) | UBS Group Funding Switzerland AG, 2.950%, 09/24/2020 | 198,149 | 0.0 | ||||||||||
1,000,000 | Vnesheconombank Via VEB Finance PLC, 6.025%, 07/05/2022 | 972,730 | 0.2 | |||||||||||
269,000 | Wells Fargo & Co., 4.300%, 07/22/2027 | 268,323 | 0.1 | |||||||||||
89,000 | (3) | Wells Fargo & Co., 5.900%, 12/31/2199 | 90,446 | 0.0 | ||||||||||
250,000 | (1) | Yapi ve Kredi Bankasi AS, 5.750%, 02/24/2022 | 227,113 | 0.0 | ||||||||||
10,145,681 | 1.5 | |||||||||||||
Industrial: 1.0% | ||||||||||||||
250,000 | (1) | Advanced Disposal Services, Inc., 5.625%, 11/15/2024 | 253,372 | 0.1 | ||||||||||
250,000 | AECOM, 5.875%, 10/15/2024 | 266,035 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
200,000 | (4) | ARD Finance SA, 7.125% (PIK Rate 7.875%, Cash Rate 0.000%), 09/15/2023 | 203,000 | 0.0 | ||||||||||
250,000 | (1) | BMC East LLC, 5.500%, 10/01/2024 | 242,187 | 0.0 | ||||||||||
135,000 | (1) | Bombardier, Inc., 7.500%, 12/01/2024 | 142,762 | 0.0 | ||||||||||
250,000 | (1) | Bombardier, Inc., 8.750%, 12/01/2021 | 277,712 | 0.1 | ||||||||||
250,000 | (1) | BWAY Holding Co., 7.250%, 04/15/2025 | 244,350 | 0.0 | ||||||||||
500,000 | Cemex SAB de CV, 6.125%, 05/05/2025 | 516,875 | 0.1 | |||||||||||
160,000 | (1) | FXI Holdings, Inc., 7.875%, 11/01/2024 | 153,000 | 0.0 | ||||||||||
250,000 | (1) | Itron, Inc., 5.000%, 01/15/2026 | 240,625 | 0.0 | ||||||||||
400,000 | (1) | James Hardie International Finance DAC, 4.750%, 01/15/2025 | 388,580 | 0.1 | ||||||||||
250,000 | (1) | Koppers, Inc., 6.000%, 02/15/2025 | 250,625 | 0.0 | ||||||||||
200,000 | Lockheed Martin Corp., 3.550%, 01/15/2026 | 197,684 | 0.0 | |||||||||||
16,000 | (1) | Masonite International Corp., 5.625%, 03/15/2023 | 16,420 | 0.0 | ||||||||||
250,000 | (1) | Masonite International Corp., 5.750%, 09/15/2026 | 251,250 | 0.1 | ||||||||||
1,250,000 | Mexico City Airport Trust, 4.250%, 10/31/2026 | 1,179,688 | 0.2 | |||||||||||
50,000 | (1) | Multi-Color Corp., 4.875%, 11/01/2025 | 46,875 | 0.0 | ||||||||||
150,000 | (1) | Multi-Color Corp., 6.125%, 12/01/2022 | 154,125 | 0.0 | ||||||||||
250,000 | (1) | Novelis Corp., 5.875%, 09/30/2026 | 244,688 | 0.0 | ||||||||||
105,000 | (1) | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/2023 | 108,413 | 0.0 | ||||||||||
175,000 | (1) | PGT Escrow Issuer, Inc., 6.750%, 08/01/2026 | 182,000 | 0.0 | ||||||||||
150,000 | (1) | Sealed Air Corp., 5.500%, 09/15/2025 | 153,563 | 0.0 | ||||||||||
125,000 | (1) | Standard Industries, Inc./NJ, 5.000%, 02/15/2027 | 117,969 | 0.0 | ||||||||||
150,000 | (1) | Standard Industries, Inc./NJ, 6.000%, 10/15/2025 | 153,937 | 0.0 | ||||||||||
175,000 | (1) | Stevens Holding Co., Inc., 6.125%, 10/01/2026 | 178,281 | 0.0 | ||||||||||
250,000 | Summit Materials LLC / Summit Materials Finance Corp., 6.125%, 07/15/2023 | 254,795 | 0.1 | |||||||||||
250,000 | TransDigm, Inc., 6.500%, 05/15/2025 | 255,313 | 0.1 | |||||||||||
200,000 | (1) | Wrangler Buyer Corp., 6.000%, 10/01/2025 | 194,918 | 0.0 | ||||||||||
6,869,042 | 1.0 |
Technology: 0.5% | ||||||||||||||
200,000 | (1) | Ascend Learning LLC, 6.875%, 08/01/2025 | 202,500 | 0.0 | ||||||||||
100,000 | (1) | BMC Software Finance, Inc., 8.125%, 07/15/2021 | 102,335 | 0.0 | ||||||||||
200,000 | CDK Global, Inc., 4.875%, 06/01/2027 | 196,000 | 0.0 | |||||||||||
250,000 | CDW LLC / CDW Finance Corp., 5.000%, 09/01/2025 | 250,000 | 0.0 | |||||||||||
220,000 | (1) | Change Healthcare Holdings LLC / Change Healthcare Finance, Inc., 5.750%, 03/01/2025 | 219,175 | 0.0 | ||||||||||
250,000 | (1) | Dell International LLC / EMC Corp., 7.125%, 06/15/2024 | 268,571 | 0.1 | ||||||||||
250,000 | Donnelley Financial Solutions, Inc., 8.250%, 10/15/2024 | 264,531 | 0.1 | |||||||||||
250,000 | (1) | First Data Corp., 7.000%, 12/01/2023 | 260,937 | 0.1 | ||||||||||
250,000 | (1),(4) | Infor Software Parent LLC / Infor Software Parent, Inc., 7.125% (PIK Rate 7.875%, Cash Rate 7.125%), 05/01/2021 | 253,937 | 0.0 | ||||||||||
50,000 | NCR Corp., 5.000%, 07/15/2022 | 49,844 | 0.0 | |||||||||||
150,000 | NCR Corp., 6.375%, 12/15/2023 | 153,188 | 0.0 | |||||||||||
175,000 | (1) | Open Text Corp., 5.875%, 06/01/2026 | 181,017 | 0.0 | ||||||||||
350,000 | Oracle Corp., 3.250%, 11/15/2027 | 337,108 | 0.1 | |||||||||||
250,000 | (1) | Qorvo, Inc., 5.500%, 07/15/2026 | 254,408 | 0.0 | ||||||||||
250,000 | (1) | RP Crown Parent LLC, 7.375%, 10/15/2024 | 260,000 | 0.1 | ||||||||||
250,000 | (1) | Veritas US, Inc. / Veritas Bermuda Ltd.., 10.500%, 02/01/2024 | 230,000 | 0.0 | ||||||||||
3,483,551 | 0.5 | |||||||||||||
Utilities: 0.6% | ||||||||||||||
200,000 | Calpine Corp., 5.750%, 01/15/2025 | 177,750 | 0.0 | |||||||||||
90,000 | (1) | Drax Finco PLC, 6.625%, 11/01/2025 | 91,350 | 0.0 | ||||||||||
250,000 | (1) | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/2023 | 249,375 | 0.0 | ||||||||||
180,000 | (1),(2) | NRG Energy, Inc., 5.750%, 01/15/2028 | 182,250 | 0.0 | ||||||||||
72,000 | NRG Energy, Inc., 6.250%, 07/15/2022 | 74,462 | 0.0 | |||||||||||
1,000,000 | Perusahaan Listrik Negara PT, 4.125%, 05/15/2027 | 938,854 | 0.2 | |||||||||||
1,875,000 | Perusahaan Listrik Negara PT, 5.450%, 05/21/2028 | 1,932,311 | 0.3 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
250,000 | (1) | Vistra Operations Co. LLC, 5.500%, 09/01/2026 | 253,125 | 0.1 | ||||||||||
3,899,477 | 0.6 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $71,518,621) | 70,639,179 | 10.2 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 13.4% | ||||||||||||||
524,338 | (3) | Adjustable Rate Mortgage Trust 2006-2 1A1, 3.997%, 05/25/2036 | 493,945 | 0.1 | ||||||||||
1,326,792 | (1),(3) | Agate Bay Mortgage Trust 2014-1 B4, 3.883%, 07/25/2044 | 1,302,210 | 0.2 | ||||||||||
2,033,798 | (1),(3) | Agate Bay Mortgage Trust 2014-2 B4, 3.888%, 09/25/2044 | 1,994,449 | 0.3 | ||||||||||
169,006 | Alternative Loan Trust 2005-10CB 1A1, 2.716%, (US0001M + 0.500%), 05/25/2035 | 150,201 | 0.0 | |||||||||||
674,224 | Alternative Loan Trust 2005-10CB 1A2, 2.666%, (US0001M + 0.450%), 05/25/2035 | 597,908 | 0.1 | |||||||||||
711,935 | Alternative Loan Trust 2005-23CB A15, 5.500%, 07/25/2035 | 710,191 | 0.1 | |||||||||||
241,778 | Alternative Loan Trust 2005-51 3A2A, 3.135%, (12MTA + 1.290%), 11/20/2035 | 235,933 | 0.0 | |||||||||||
77,784 | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035 | 74,733 | 0.0 | |||||||||||
361,225 | Alternative Loan Trust 2005-J2 1A12, 2.616%, (US0001M + 0.400%), 04/25/2035 | 317,526 | 0.1 | |||||||||||
47,057 | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | 37,128 | 0.0 | |||||||||||
856,389 | Alternative Loan Trust 2006-18CB A10, 2.616%, (US0001M + 0.400%), 07/25/2036 | 585,727 | 0.1 | |||||||||||
206,091 | Alternative Loan Trust 2006-19CB A12, 2.616%, (US0001M + 0.400%), 08/25/2036 | 148,953 | 0.0 | |||||||||||
872,751 | Alternative Loan Trust 2006-19CB A28, 2.816%, (US0001M + 0.600%), 08/25/2036 | 641,023 | 0.1 | |||||||||||
589,283 | Alternative Loan Trust 2006-HY11 A1, 2.336%, (US0001M + 0.120%), 06/25/2036 | 552,944 | 0.1 | |||||||||||
220,142 | Alternative Loan Trust 2007-2CB 2A1, 2.816%, (US0001M + 0.600%), 03/25/2037 | 152,190 | 0.0 | |||||||||||
416,959 | Alternative Loan Trust 2007-HY8C A1, 2.376%, (US0001M + 0.160%), 09/25/2047 | 405,666 | 0.1 |
605,469 | Alternative Loan Trust 2007-OA4 A1, 2.386%, (US0001M + 0.170%), 05/25/2047 | 587,535 | 0.1 | |||||||||||
313,197 | (3) | Bear Stearns ALT-A Trust 2006-6 31A1, 4.037%, 11/25/2036 | 292,187 | 0.0 | ||||||||||
853,296 | (3) | Bear Stearns ALT-A Trust 2006-6 32A1, 3.927%, 11/25/2036 | 719,859 | 0.1 | ||||||||||
240,595 | (3) | Bear Stearns Structured Products, Inc. Trust 2007-R6 1A1, 4.106%, 01/26/2036 | 210,675 | 0.0 | ||||||||||
21,976 | (1) | Bellemeade Re Ltd. 2015-1A M2, 6.516%, (US0001M + 4.300%), 07/25/2025 | 22,195 | 0.0 | ||||||||||
52,057 | (3) | Chase Mortgage Finance Trust Series 2006-A1 2A3, 4.272%, 09/25/2036 | 50,038 | 0.0 | ||||||||||
113,546 | (3) | CHL Mortgage Pass-Through Trust 2004-22 A3, 3.583%, 11/25/2034 | 112,856 | 0.0 | ||||||||||
190,798 | (3) | Citigroup Mortgage Loan Trust 2006-AR2 1A1, 3.922%, 03/25/2036 | 183,061 | 0.0 | ||||||||||
107,082 | (3) | Citigroup Mortgage Loan Trust 2006-AR9 2A, 4.314%, 11/25/2036 | 94,227 | 0.0 | ||||||||||
368,473 | (1),(3) | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058 | 376,086 | 0.1 | ||||||||||
31,402 | Countrywide Alternative Loan Trust 2005-53T2 2A6, 2.716%, (US0001M + 0.500%), 11/25/2035 | 19,043 | 0.0 | |||||||||||
1,200,000 | Countrywide Asset-Backed Certificates 2005-IM1 M1, 2.936%, (US0001M + 0.720%), 11/25/2035 | 1,214,144 | 0.2 | |||||||||||
585,427 | CSMC Series 2007-2 3A6, 5.400%, 03/25/2037 | 499,988 | 0.1 | |||||||||||
1,400,000 | (1),(3) | Deephaven Residential Mortgage Trust 2018-2A M1, 4.375%, 04/25/2058 | 1,392,956 | 0.2 | ||||||||||
2,126,000 | (1),(3),(5) | Deephaven Residential Mortgage Trust 2018-3 M1, 4.357%, 08/25/2058 | 2,126,000 | 0.3 | ||||||||||
785,568 | Deutsche ALT-A Securities, Inc. ALT 2007-AB1 A1, 2.516%, (US0001M + 0.300%), 04/25/2037 | 524,483 | 0.1 | |||||||||||
186,006 | (1),(3) | Deutsche Mortgage Securities, Inc. Re-REMIC Trust Certificates Series 2007-WM1 A1, 3.658%, 06/27/2037 | 188,152 | 0.0 | ||||||||||
980,108 | (6) | Fannie Mae 2007-18 BS, 4.384%, (-1.000*US0001M + 6.600%), 06/25/2035 | 145,589 | 0.0 | ||||||||||
2,323,569 | (6) | Fannie Mae 2008-94 SI, 3.284%, (-1.000*US0001M + 5.500%), 04/25/2036 | 353,918 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
1,584,906 | (6) | Fannie Mae 2009-95 HI, 6.000%, 12/25/2038 | 113,646 | 0.0 | ||||||||||
390,577 | Fannie Mae 2010-15 FD, 2.956%, (US0001M + 0.740%), 03/25/2040 | 397,681 | 0.1 | |||||||||||
973,140 | Fannie Mae 2011-47 GF, 2.786%, (US0001M + 0.570%), 06/25/2041 | 984,059 | 0.1 | |||||||||||
357,057 | Fannie Mae 2012-10 UF, 2.766%, (US0001M + 0.550%), 02/25/2042 | 360,847 | 0.1 | |||||||||||
391,159 | (6) | Fannie Mae 2012-84 KI, 6.000%, (US0001M + 6.000%), 08/25/2042 | 88,864 | 0.0 | ||||||||||
1,578,488 | (6) | Fannie Mae 2012-93 IL, 3.000%, 09/25/2027 | 134,294 | 0.0 | ||||||||||
2,387,043 | (6) | Fannie Mae 2015-56 DI, 3.000%, 12/25/2032 | 214,221 | 0.0 | ||||||||||
154,555 | Fannie Mae Connecticut Avenue Securities 2014-CO4 1M2, 7.116%, (US0001M + 4.900%), 11/25/2024 | 177,126 | 0.0 | |||||||||||
1,100,000 | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 5.866%, (US0001M + 3.650%), 09/25/2029 | 1,214,631 | 0.2 | |||||||||||
650,000 | Fannie Mae Connecticut Avenue Securities 2017-C05 1M2, 4.416%, (US0001M + 2.200%), 01/25/2030 | 670,554 | 0.1 | |||||||||||
900,000 | Fannie Mae Connecticut Avenue Securities 2018-C02 2M2, 4.416%, (US0001M + 2.200%), 08/25/2030 | 912,603 | 0.1 | |||||||||||
1,500,000 | Fannie Mae Connecticut Avenue Securities 2018-C03 1M2, 4.366%, (US0001M + 2.150%), 10/25/2030 | 1,521,168 | 0.2 | |||||||||||
500,000 | Fannie Mae Connecticut Avenue Securities 2018-C04 2M2, 4.766%, (US0001M + 2.550%), 12/25/2030 | 512,168 | 0.1 | |||||||||||
400,000 | Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2, 4.466%, (US0001M + 2.250%), 07/25/2030 | 409,635 | 0.1 | |||||||||||
226,930 | (6) | Fannie Mae REMIC Trust 2000-26 SP, 6.284%, (-1.000*US0001M + 8.500%), 08/25/2030 | 46,426 | 0.0 | ||||||||||
304,934 | (6) | Fannie Mae REMIC Trust 2002-13 SR, 4.384%, (-1.000*US0001M + 6.600%), 03/25/2032 | 35,424 | 0.0 | ||||||||||
159,545 | (6) | Fannie Mae REMIC Trust 2004-64 SW, 4.834%, (-1.000*US0001M + 7.050%), 08/25/2034 | 23,964 | 0.0 |
116,939 | (6) | Fannie Mae REMIC Trust 2004-66 SE, 4.284%, (-1.000*US0001M + 6.500%), 09/25/2034 | 15,190 | 0.0 | ||||||||||
120,705 | (6) | Fannie Mae REMIC Trust 2008-47 PS, 4.284%, (-1.000*US0001M + 6.500%), 06/25/2038 | 1,466 | 0.0 | ||||||||||
548,734 | (6) | Fannie Mae REMIC Trust 2009-25 SN, 4.334%, (-1.000*US0001M + 6.550%), 04/25/2039 | 80,628 | 0.0 | ||||||||||
303,542 | (6) | Fannie Mae REMIC Trust 2012-146 LI, 4.500%, 10/25/2041 | 36,604 | 0.0 | ||||||||||
26,183,401 | (6) | Fannie Mae REMIC Trust 2012-66 IB, 0.050%, (-1.000*US0001M + 6.050%), 06/25/2042 | 58,771 | 0.0 | ||||||||||
1,227,539 | (6) | Fannie Mae REMIC Trust 2013-116 SC, 3.984%, (-1.000*US0001M + 6.200%), 04/25/2033 | 134,950 | 0.0 | ||||||||||
2,406,783 | (6) | Fannie Mae REMICS 2004-53 UC, 5.334%, (-1.000*US0001M + 7.550%), 07/25/2034 | 406,157 | 0.1 | ||||||||||
3,112,065 | (6) | Fannie Mae REMICS 2005-59 NS, 4.534%, (-1.000*US0001M + 6.750%), 05/25/2035 | 339,121 | 0.1 | ||||||||||
9,245,106 | (6) | Fannie Mae REMICS 2007-22 SD, 4.184%, (-1.000*US0001M + 6.400%), 03/25/2037 | 1,290,116 | 0.2 | ||||||||||
6,096,989 | (6) | Fannie Mae REMICS 2007-30 IE, 4.524%, (-1.000*US0001M + 6.740%), 04/25/2037 | 1,153,400 | 0.2 | ||||||||||
11,318,980 | (6) | Fannie Mae REMICS 2013-21 KI, 3.000%, 03/25/2028 | 894,712 | 0.1 | ||||||||||
11,030,453 | (6) | Fannie Mae REMICS 2013-32 EI, 2.500%, 04/25/2033 | 1,088,898 | 0.2 | ||||||||||
7,826,118 | (6) | Fannie Mae REMICS 2013-97 JS, 3.934%, (-1.000*US0001M + 6.150%), 04/25/2038 | 915,516 | 0.1 | ||||||||||
889,785 | Fannie Mae Series 2006-11 FA, 2.516%, (US0001M + 0.300%), 03/25/2036 | 890,788 | 0.1 | |||||||||||
103,262 | First Horizon Alternative Mortgage Securities Trust 2006-FA8 1A7, 6.000%, 02/25/2037 | 81,305 | 0.0 | |||||||||||
691,518 | (1),(3) | Flagstar Mortgage Trust 2018-1 B3, 4.059%, 03/25/2048 | 663,906 | 0.1 | ||||||||||
2,238,347 | (6) | Freddie Mac 2009-70 PS, 4.534%, (-1.000*US0001M + 6.750%), 01/25/2037 | 361,271 | 0.1 | ||||||||||
321,835 | (6) | Freddie Mac 2524 SH, 5.342%, (-1.000*US0001M + 7.500%), 11/15/2032 | 30,902 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
575,735 | (6) | Freddie Mac 2525 SM, 5.842%, (-1.000*US0001M + 8.000%), 02/15/2032 | 100,132 | 0.0 | ||||||||||
569,592 | (6) | Freddie Mac 2981 CS, 4.562%, (-1.000*US0001M + 6.720%), 05/15/2035 | 70,097 | 0.0 | ||||||||||
236,955 | (6) | Freddie Mac 2989 HS, 4.992%, (-1.000*US0001M + 7.150%), 08/15/2034 | 76,776 | 0.0 | ||||||||||
298,763 | (6) | Freddie Mac 3018 SM, 5.042%, (-1.000*US0001M + 7.200%), 08/15/2035 | 53,406 | 0.0 | ||||||||||
516,673 | (3),(6) | Freddie Mac 324 144, 5.975%, 06/15/2039 | 115,113 | 0.0 | ||||||||||
1,070,373 | (6) | Freddie Mac 3523 SA, 3.842%, (-1.000*US0001M + 6.000%), 09/15/2036 | 130,897 | 0.0 | ||||||||||
939,371 | (6) | Freddie Mac 3582 MS, 3.992%, (-1.000*US0001M + 6.150%), 10/15/2039 | 119,988 | 0.0 | ||||||||||
1,433,596 | (6) | Freddie Mac 3688 BI, 5.000%, 07/15/2040 | 296,814 | 0.1 | ||||||||||
5,821,458 | (6) | Freddie Mac 4186 IA, 3.000%, 03/15/2033 | 777,073 | 0.1 | ||||||||||
229,266 | (6) | Freddie Mac 4333 AI, 5.500%, 02/15/2044 | 47,904 | 0.0 | ||||||||||
200,604 | (6) | Freddie Mac REMIC Trust 2266 S, 6.392%, (-1.000*US0001M + 8.550%), 11/15/2030 | 31,581 | 0.0 | ||||||||||
263,743 | (6) | Freddie Mac REMIC Trust 2374 S, 5.942%, (-1.000*US0001M + 8.100%), 06/15/2031 | 45,810 | 0.0 | ||||||||||
142,340 | (6) | Freddie Mac REMIC Trust 2417 SY, 6.242%, (-1.000*US0001M + 8.400%), 12/15/2031 | 27,408 | 0.0 | ||||||||||
309,847 | (6) | Freddie Mac REMIC Trust 2577 SA, 5.292%, (-1.000*US0001M + 7.450%), 02/15/2033 | 52,179 | 0.0 | ||||||||||
15,005 | Freddie Mac REMIC Trust 2973 SB, 10.419%, (-3.667*US0001M + 18.333%), 05/15/2035 | 15,570 | 0.0 | |||||||||||
138,133 | (6) | Freddie Mac REMIC Trust 2981 SU, 5.642%, (-1.000*US0001M + 7.800%), 05/15/2030 | 20,423 | 0.0 | ||||||||||
27,631 | (6) | Freddie Mac REMIC Trust 2993 PS, 4.542%, (-1.000*US0001M + 6.700%), 05/15/2035 | 215 | 0.0 | ||||||||||
51,168 | Freddie Mac REMIC Trust 3031 BP, 8.000%, (-6.723*US0001M + 44.975%), 08/15/2035 | 61,979 | 0.0 | |||||||||||
894,698 | (6) | Freddie Mac REMIC Trust 3049 PI, 4.492%, (-1.000*US0001M + 6.650%), 10/15/2035 | 130,146 | 0.0 | ||||||||||
64,102 | Freddie Mac REMIC Trust 3085 SK, 40.099%, (-12.000*US0001M + 66.000%), 12/15/2035 | 149,595 | 0.0 | |||||||||||
102,343 | (7),(8) | Freddie Mac REMIC Trust 3151 PO, 0.000%, 05/15/2036 | 85,596 | 0.0 |
259,449 | (6) | Freddie Mac REMIC Trust 3590 PI, 6.000%, 07/15/2039 | 19,994 | 0.0 | ||||||||||
260,114 | (6) | Freddie Mac REMIC Trust 3624 TS, 2.642%, (-1.000*US0001M + 4.800%), 01/15/2040 | 21,631 | 0.0 | ||||||||||
471,431 | (6) | Freddie Mac REMIC Trust 4261 ID, 6.500%, 06/15/2032 | 82,881 | 0.0 | ||||||||||
1,536,782 | (6) | Freddie Mac REMIC Trust 4287 CI, 4.500%, 07/15/2041 | 279,169 | 0.0 | ||||||||||
2,547,820 | (6) | Freddie Mac REMICS 2781 SB, 4.992%, (-1.000*US0001M + 7.150%), 04/15/2034 | 390,145 | 0.1 | ||||||||||
940,451 | Freddie Mac REMICS 2921 PF, 2.508%, (US0001M + 0.350%), 01/15/2035 | 937,143 | 0.1 | |||||||||||
5,479,639 | (6) | Freddie Mac REMICS 4290 EI, 5.000%, 12/15/2043 | 1,241,223 | 0.2 | ||||||||||
1,717,219 | Freddie Mac REMICS Trust 3740 FB, 2.658%, (US0001M + 0.500%), 10/15/2040 | 1,726,597 | 0.3 | |||||||||||
1,949,523 | (6) | Freddie Mac Strips Series 224 IO, 6.000%, 03/01/2033 | 474,072 | 0.1 | ||||||||||
1,012,870 | (6) | Freddie Mac Strips Series 237 S23, 4.942%, (-1.000*US0001M + 7.100%), 05/15/2036 | 168,093 | 0.0 | ||||||||||
1,392,022 | (6) | Freddie Mac Strips Series 260 33, 4.000%, 05/15/2039 | 232,239 | 0.0 | ||||||||||
500,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQA1 M3, 6.916%, (US0001M + 4.700%), 03/25/2028 | 576,526 | 0.1 | |||||||||||
600,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA2 M2, 5.666%, (US0001M + 3.450%), 10/25/2029 | 662,132 | 0.1 | |||||||||||
250,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA3 M2, 4.716%, (US0001M + 2.500%), 03/25/2030 | 261,927 | 0.0 | |||||||||||
1,750,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 4.866%, (US0001M + 2.650%), 12/25/2029 | 1,838,507 | 0.3 | |||||||||||
4,100,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 4.566%, (US0001M + 2.350%), 04/25/2030 | 4,236,771 | 0.6 | |||||||||||
3,300,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 4.516%, (US0001M + 2.300%), 09/25/2030 | 3,345,215 | 0.5 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
7,901,218 | (6) | Ginnie Mae 2007-59 SC, 4.335%, (-1.000*US0001M + 6.500%), 07/20/2037 | 1,059,306 | 0.2 | ||||||||||
298,469 | (6) | Ginnie Mae 2011-101 EI, 6.000%, (-19.355*US0001M + 109.161%), 10/16/2039 | 57,831 | 0.0 | ||||||||||
48,124,012 | (6) | Ginnie Mae 2013-130 SB, 2.946%, (-1.000*US0001M + 5.050%), 09/16/2043 | 3,999,269 | 0.6 | ||||||||||
696,636 | (6) | Ginnie Mae Series 2008-40 SA, 4.242%, (-1.000*US0001M + 6.400%), 05/16/2038 | 98,287 | 0.0 | ||||||||||
1,215,332 | (6) | Ginnie Mae Series 2009-116 SJ, 4.322%, (-1.000*US0001M + 6.480%), 12/16/2039 | 167,911 | 0.0 | ||||||||||
1,148,518 | (6) | Ginnie Mae Series 2010-4 SL, 4.242%, (-1.000*US0001M + 6.400%), 01/16/2040 | 155,087 | 0.0 | ||||||||||
372,747 | (6) | Ginnie Mae Series 2010-98 QS, 4.435%, (-1.000*US0001M + 6.600%), 01/20/2040 | 37,212 | 0.0 | ||||||||||
3,139,878 | (6) | Ginnie Mae Series 2011-101 BI, 0.650%, (-1.000*US0001M + 6.650%), 11/20/2037 | 72,323 | 0.0 | ||||||||||
9,989,101 | (6) | Ginnie Mae Series 2011-25 AS, 3.895%, (-1.000*US0001M + 6.060%), 02/20/2041 | 1,267,981 | 0.2 | ||||||||||
64,193 | (6) | Ginnie Mae Series 2012-149 BI, 3.500%, 10/20/2041 | 9,520 | 0.0 | ||||||||||
546,415 | (6) | Ginnie Mae Series 2013-103 DS, 3.985%, (-1.000*US0001M + 6.150%), 07/20/2043 | 75,790 | 0.0 | ||||||||||
203,197 | (6) | Ginnie Mae Series 2013-134 DS, 3.935%, (-1.000*US0001M + 6.100%), 09/20/2043 | 27,521 | 0.0 | ||||||||||
459,399 | (6) | Ginnie Mae Series 2013-44 LI, 4.500%, 01/16/2043 | 76,705 | 0.0 | ||||||||||
7,277,442 | (6) | Ginnie Mae Series 2015-69 IL, 0.200%, (-1.000*US0001M + 6.700%), 07/20/2034 | 56,910 | 0.0 | ||||||||||
391,442 | (6) | Ginnie Mae Series 2015-98 IU, 4.000%, 08/20/2044 | 62,485 | 0.0 | ||||||||||
1,169 | (6) | Ginnie Mae Series 2016-12 MI, 5.000%, 04/20/2039 | 3 | 0.0 | ||||||||||
1,213,683 | (6) | Ginnie Mae Series 2016-8 PI, 4.000%, 10/20/2044 | 192,302 | 0.0 | ||||||||||
617,150 | HarborView Mortgage Loan Trust 2006-14 2A1A, 2.318%, (US0001M + 0.150%), 01/25/2047 | 598,717 | 0.1 |
710,078 | HarborView Mortgage Loan Trust 2007-5 A1A, 2.358%, (US0001M + 0.190%), 09/19/2037 | 693,096 | 0.1 | |||||||||||
4,074 | HomeBanc Mortgage Trust 2004-1 2A, 3.076%, (US0001M + 0.860%), 08/25/2029 | 3,922 | 0.0 | |||||||||||
48,453 | HomeBanc Mortgage Trust 2005-3 A2, 2.526%, (US0001M + 0.310%), 07/25/2035 | 48,406 | 0.0 | |||||||||||
104,522 | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 2.426%, (US0001M + 0.210%), 04/25/2046 | 98,753 | 0.0 | |||||||||||
109,022 | JP Morgan Mortgage Trust 2005-S3 1A10, 6.000%, 01/25/2036 | 88,550 | 0.0 | |||||||||||
288,960 | JP Morgan Mortgage Trust 2006-S2 1A18, 6.000%, 07/25/2036 | 257,154 | 0.0 | |||||||||||
621,517 | JP Morgan Mortgage Trust 2006-S3 1A30, 6.500%, 08/25/2036 | 475,947 | 0.1 | |||||||||||
660,630 | (1),(3) | JP Morgan Mortgage Trust 2016-1 B3, 3.877%, 05/25/2046 | 648,741 | 0.1 | ||||||||||
591,331 | (1),(3) | JP Morgan Mortgage Trust 2017-6 B3, 3.852%, 12/25/2048 | 551,326 | 0.1 | ||||||||||
3,960,801 | (1),(3) | JP Morgan Mortgage Trust 2018-3 B1, 3.783%, 09/25/2048 | 3,772,247 | 0.6 | ||||||||||
495,974 | (1),(3) | JP Morgan Mortgage Trust 2018-4 B1, 3.801%, 10/25/2048 | 475,513 | 0.1 | ||||||||||
495,974 | (1),(3) | JP Morgan Mortgage Trust 2018-4 B2, 3.801%, 10/25/2048 | 468,640 | 0.1 | ||||||||||
1,989,280 | (1),(3) | JP Morgan Mortgage Trust 2018-6C B2, 4.012%, 12/25/2048 | 1,916,561 | 0.3 | ||||||||||
1,014,000 | (1),(3) | JP Morgan Mortgage Trust 2018-9 B2, 4.507%, 02/25/2049 | 1,015,250 | 0.2 | ||||||||||
2,000,000 | (1),(3) | JP Morgan Mortgage Trust 2018-9 B3, 4.507%, 02/25/2049 | 1,958,457 | 0.3 | ||||||||||
71,996 | Lehman XS Trust Series 2005-5N 1A2, 2.576%, (US0001M + 0.360%), 11/25/2035 | 65,233 | 0.0 | |||||||||||
1,428,781 | Morgan Stanley Mortgage Loan Trust 2006-9AR A2, 2.366%, (US0001M + 0.150%), 08/25/2036 | 721,114 | 0.1 | |||||||||||
50,386 | Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/2037 | 46,557 | 0.0 | |||||||||||
791,327 | (1),(3) | Sequoia Mortgage Trust 2018-CH1 B1B, 4.508%, 02/25/2048 | 808,306 | 0.1 | ||||||||||
593,495 | (1),(3) | Sequoia Mortgage Trust 2018-CH1 B2B, 4.508%, 02/25/2048 | 602,110 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
3,400,000 | (1),(3) | Sequoia Mortgage Trust 2018-CH4 A13, 4.500%, 10/25/2048 | 3,424,366 | 0.5 | ||||||||||
127,845 | (3) | Structured Adjustable Rate Mortgage Loan Trust 2005-4 3A1, 4.207%, 03/25/2035 | 128,455 | 0.0 | ||||||||||
600,000 | (1),(3) | Verus Securitization Trust 2017-SG1A B1, 3.615%, 11/25/2047 | 594,474 | 0.1 | ||||||||||
2,100,000 | (1),(3) | Verus Securitization Trust 2018-2 B1, 4.426%, 06/01/2058 | 2,078,291 | 0.3 | ||||||||||
166,910 | (3) | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 3.129%, 10/25/2036 | 155,095 | 0.0 | ||||||||||
412,514 | (3) | WaMu Mortgage Pass-Through Certificates Series 2005-AR10 1A3, 4.124%, 09/25/2035 | 420,860 | 0.1 | ||||||||||
147,346 | (3) | WaMu Mortgage Pass-Through Certificates Series 2006-AR10 1A1, 3.864%, 09/25/2036 | 143,276 | 0.0 | ||||||||||
26,542 | (3) | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.483%, 10/25/2036 | 25,864 | 0.0 | ||||||||||
184,348 | (3) | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A3, 3.107%, 11/25/2036 | 177,093 | 0.0 | ||||||||||
708,469 | (3) | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A4, 3.107%, 11/25/2036 | 680,585 | 0.1 | ||||||||||
91,658 | (3) | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 3A1, 3.268%, 12/25/2036 | 89,447 | 0.0 | ||||||||||
97,203 | (3) | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.914%, 08/25/2046 | 93,014 | 0.0 | ||||||||||
157,569 | (3) | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.603%, 12/25/2036 | 154,592 | 0.0 | ||||||||||
17,005 | (3) | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 3.162%, 04/25/2037 | 15,548 | 0.0 | ||||||||||
87,198 | (3) | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 3.540%, 07/25/2037 | 72,572 | 0.0 | ||||||||||
938,719 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 2A3, 3.116%, (US0001M + 0.900%), 11/25/2035 | 776,765 | 0.1 | |||||||||||
177,668 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | 162,075 | 0.0 |
225,907 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/2035 | 217,517 | 0.0 | |||||||||||
1,064,605 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 2CB2, 2.816%, (US0001M + 0.600%), 07/25/2036 | 639,410 | 0.1 | |||||||||||
1,164,494 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 2.805%, (12MTA + 0.960%), 08/25/2046 | 879,627 | 0.1 | |||||||||||
65,063 | Wells Fargo Alternative Loan 2007-PA2 2A1, 2.646%, (US0001M + 0.430%), 06/25/2037 | 54,638 | 0.0 | |||||||||||
549,562 | Wells Fargo Mortgage Backed Securities 2006-8 A15, 6.000%, 07/25/2036 | 554,506 | 0.1 | |||||||||||
706,815 | Wells Fargo Mortgage Backed Securities 2006-8 A18, 6.000%, 07/25/2036 | 713,174 | 0.1 | |||||||||||
1,848,872 | (3) | Wells Fargo Mortgage Backed Securities 2006-AR12 1A1, 4.704%, 09/25/2036 | 1,865,599 | 0.3 | ||||||||||
516,537 | (3) | Wells Fargo Mortgage Backed Securities 2006-AR17 A1, 4.560%, 10/25/2036 | 520,189 | 0.1 | ||||||||||
35,041 | (3) | Wells Fargo Mortgage Backed Securities 2006-AR6 3A1, 3.837%, 03/25/2036 | 34,090 | 0.0 | ||||||||||
98,914 | (3) | Wells Fargo Mortgage Backed Securities 2006-AR7 2A1, 4.323%, 05/25/2036 | 101,528 | 0.0 | ||||||||||
105,124 | (3) | Wells Fargo Mortgage Backed Securities 2006-AR7 2A4, 4.323%, 05/25/2036 | 107,903 | 0.0 | ||||||||||
527,608 | (3) | Wells Fargo Mortgage Backed Securities 2007-3 AE, 2.541%, 04/25/2037 | 475,041 | 0.1 | ||||||||||
684,419 | Wells Fargo Mortgage Backed Securities 2007-7 A1 Trust, 6.000%, 06/25/2037 | 687,841 | 0.1 | |||||||||||
325,181 | (3) | Wells Fargo Mortgage Backed Securities 2007-AR7 A1, 4.119%, 12/28/2037 | 318,603 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
751,328 | (1),(3) | WinWater Mortgage Loan Trust 2015-5 B4, 3.796%, 08/20/2045 | 714,933 | 0.1 | ||||||||||
Total Collateralized Mortgage Obligations | ||||||||||||||
(Cost $90,675,741) | 92,485,712 | 13.4 | ||||||||||||
BANK LOANS: 18.0% | ||||||||||||||
Aerospace & Defense: 0.3% | ||||||||||||||
150,000 | KBR, Inc. Term Loan B, 5.992%, (US0001M + 3.750%), 04/25/2025 | 151,781 | 0.0 | |||||||||||
697,873 | Maxar Technologies Ltd. Term Loan B, 5.148%, (US0001M + 2.750%), 10/04/2024 | 689,063 | 0.1 | |||||||||||
298,500 | TransDigm, Inc. 2018 Term Loan F, 4.742%, (US0001M + 2.500%), 06/09/2023 | 299,841 | 0.1 | |||||||||||
747,252 | TransDigm, Inc. 2018 Term Loan G, 4.742%, (US0001M + 2.500%), 08/22/2024 | 750,469 | 0.1 | |||||||||||
1,891,154 | 0.3 | |||||||||||||
Auto Components: 0.0% | ||||||||||||||
147,750 | Broadstreet Partners, Inc. 2018 Term Loan B, 5.492%, (US0001M + 3.250%), 11/08/2023 | 148,156 | 0.0 | |||||||||||
Automotive: 0.8% | ||||||||||||||
296,954 | American Axle and Manufacturing, Inc. Term Loan B, 4.462%, (US0001M + 2.250%), 04/06/2024 | 297,418 | 0.0 | |||||||||||
150,000 | L&W, Inc. 2018 Term Loan B, 6.212%, (US0001M + 4.000%), 05/22/2025 | 151,406 | 0.0 | |||||||||||
399,250 | Belron Finance US LLC USD Term Loan B, 4.843%, (US0003M + 2.500%), 11/07/2024 | 400,623 | 0.1 | |||||||||||
448,128 | Bright Bidco B.V. 2018 Term Loan B, 5.840%, (US0001M + 3.500%), 06/30/2024 | 443,646 | 0.1 | |||||||||||
298,496 | Dealer Tire, LLC 2017 Term Loan B, 5.583%, (US0003M + 3.250%), 12/22/2021 | 287,303 | 0.0 | |||||||||||
393,090 | Dynacast International LLC Term Loan B2, 5.636%, (US0003M + 3.250%), 01/28/2022 | 394,800 | 0.1 | |||||||||||
1,145,736 | Gates Global LLC 2017 USD Repriced Term Loan B, 4.992%, (US0001M + 2.750%), 04/01/2024 | 1,153,881 | 0.2 |
1,046,396 | KAR Auction Services, Inc. Term Loan B5, 4.938%, (US0003M + 2.500%), 03/09/2023 | 1,052,276 | 0.2 | |||||||||||
292,348 | Mavis Tire Express Services Corp. 2018 1st Lien Term Loan, 5.415%, (US0001M + 3.250%), 03/20/2025 | 291,800 | 0.0 | |||||||||||
46,913 | Mavis Tire Express Services Corp. 2018 Delayed Draw Term Loan, 1.242%, (US0001M + 3.250%), 03/20/2025 | 46,825 | 0.0 | |||||||||||
148,457 | Superior Industries International, Inc. 2018 1st Lien Term Loan B, 6.242%, (US0001M + 4.000%), 05/22/2024 | 148,921 | 0.0 | |||||||||||
515,000 | Tenneco, Inc. 2018 Term Loan B, 5.148%, (US0003M + 2.750%), 10/01/2025 | 515,238 | 0.1 | |||||||||||
148,500 | Truck Hero, Inc. 1st Lien Term Loan, 5.962%, (US0001M + 3.750%), 04/21/2024 | 148,949 | 0.0 | |||||||||||
5,333,086 | 0.8 | |||||||||||||
Beverage & Tobacco: 0.1% | ||||||||||||||
400,000 | Refresco Group BV USD Term Loan B3, 5.648%, (US0003M + 3.250%), 03/28/2025 | 398,500 | 0.1 | |||||||||||
Building & Development: 0.5% | ||||||||||||||
546,548 | Capital Automotive L.P. 2017 1st Lien Term Loan, 4.750%, (US0001M + 2.500%), 03/24/2024 | 547,629 | 0.1 | |||||||||||
398,247 | Core & Main LP 2017 Term Loan B, 5.317%, (US0003M + 3.000%), 08/01/2024 | 400,298 | 0.1 | |||||||||||
150,000 | Foundation Building Materials, LLC 2018 Term Loan B, 5.398%, (US0001M + 3.250%), 08/13/2025 | 150,703 | 0.0 | |||||||||||
299,625 | GYP Holdings III Corp. 2018 Term Loan B, 5.011%, (US0001M + 2.750%), 06/01/2025 | 299,484 | 0.0 | |||||||||||
249,365 | Henry Company LLC Term Loan B, 6.242%, (US0001M + 4.000%), 10/05/2023 | 251,080 | 0.0 | |||||||||||
150,000 | Interior Logic Group, Inc. 2018 Term Loan B, 6.342%, (US0003M + 4.000%), 05/30/2025 | 150,375 | 0.0 | |||||||||||
400,000 | Minimax GmbH & Co. KG 2018 USD Term Loan B, 5.242%, (US0001M + 3.000%), 07/31/2025 | 403,500 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
330,000 | Pisces Midco, Inc. 2018 Term Loan, 6.087%, (US0003M + 3.750%), 04/12/2025 | 332,544 | 0.1 | |||||||||||
400,000 | Quikrete HLDGS Inc Term Loan, 4.992%, (US0001M + 2.750%), 11/15/2023 | 401,175 | 0.1 | |||||||||||
255,000 | SRS Distribution Inc. 2018 1st Lien Term Loan, 5.441%, (US0003M + 3.250%), 05/23/2025 | 253,179 | 0.0 | |||||||||||
148,875 | Werner FinCo LP 2017 Term Loan, 6.104%, (US0001M + 4.000%), 07/24/2024 | 148,968 | 0.0 | |||||||||||
147,757 | Wilsonart LLC 2017 Term Loan B, 5.640%, (US0003M + 3.250%), 12/19/2023 | 148,549 | 0.0 | |||||||||||
3,487,484 | 0.5 | |||||||||||||
Business Equipment & Services: 2.0% | ||||||||||||||
80,689 | 24-7 Intouch Inc 2018 Term Loan, 6.648%, (US0003M + 4.250%), 08/20/2025 | 79,075 | 0.0 | |||||||||||
546,363 | AlixPartners, LLP 2017 Term Loan B, 4.992%, (US0001M + 2.750%), 04/04/2024 | 549,436 | 0.1 | |||||||||||
399,217 | Allflex Holdings III, Inc. New 1st Lien Term Loan, 5.586%, (US0003M + 3.250%), 07/20/2020 | 401,343 | 0.1 | |||||||||||
500 | Altran Technologies S.A. 2018 USD Term Loan B, 4.575%, (US0003M + 2.250%), 03/20/2025 | 501 | 0.0 | |||||||||||
100,000 | American Traffic Solutions, Inc. 2018 2nd Lien Term Loan, 9.992%, (US0001M + 7.750%), 02/23/2026 | 102,375 | 0.0 | |||||||||||
145,313 | Array Canada Inc. Term Loan B, 7.386%, (US0003M + 5.000%), 02/10/2023 | 141,135 | 0.0 | |||||||||||
148,875 | Ascend Learning, LLC 2017 Term Loan B, 5.242%, (US0001M + 3.000%), 07/12/2024 | 149,201 | 0.0 | |||||||||||
148,500 | ASP MCS Acquisition Corp. Term Loan B, 7.136%, (US0003M + 4.750%), 05/18/2024 | 126,844 | 0.0 | |||||||||||
149,625 | Verra Mobility Corporation 2018 1st Lien Term Loan, 5.992%, (US0001M + 3.750%), 02/28/2025 | 150,630 | 0.0 | |||||||||||
146,535 | Big Ass Fans, LLC 2018 Term Loan, 6.136%, (US0003M + 3.750%), 05/21/2024 | 147,954 | 0.0 |
297,390 | Camelot UK Holdco Limited 2017 Repriced Term Loan, 5.492%, (US0001M + 3.250%), 10/03/2023 | 298,240 | 0.1 | |||||||||||
286,875 | GTCR Valor Companies, Inc. USD 2017 Term Loan B1, 5.636%, (US0003M + 3.250%), 06/16/2023 | 288,955 | 0.0 | |||||||||||
398,500 | Colorado Buyer Inc Term Loan B, 5.110%, (US0001M + 3.000%), 05/01/2024 | 399,745 | 0.1 | |||||||||||
135,145 | Convergint Technologies LLC 2018 1st Lien Term Loan, 5.242%, (US0001M + 3.000%), 02/03/2025 | 135,272 | 0.0 | |||||||||||
14,516 | DG Investment Intermediate Holdings 2, Inc. 2018 Delayed Draw Term Loan, 5.242%, (US0001M + 3.000%), 02/03/2025 | 14,530 | 0.0 | |||||||||||
142,371 | DTI Holdco, Inc. 2018 Term Loan B, 6.945%, (US0001M + 4.750%), 09/30/2023 | 138,901 | 0.0 | |||||||||||
435,100 | EIG Investors Corp. 2018 1st Lien Term Loan, 6.061%, (US0003M + 3.750%), 02/09/2023 | 439,071 | 0.1 | |||||||||||
149,250 | Element Materials Technology Group US Holdings Inc 2017 USD Term Loan B, 5.742%, (US0001M + 3.500%), 06/28/2024 | 150,369 | 0.0 | |||||||||||
61,112 | Engineered Machinery Holdings, Inc. USD 1st Lien Term Loan, 5.636%, (US0003M + 3.250%), 07/19/2024 | 60,425 | 0.0 | |||||||||||
297,008 | EVO Payments International LLC 2018 1st Lien Term Loan, 5.490%, (US0001M + 3.250%), 12/22/2023 | 299,235 | 0.1 | |||||||||||
905,000 | Financial & Risk Holdings, Inc. 2018 USD Term Loan, 6.148%, (US0003M + 3.750%), 10/01/2025 | 904,111 | 0.1 | |||||||||||
150,000 | FrontDoor Inc 2018 Term Loan B, 4.750%, (US0001M + 2.500%), 08/14/2025 | 151,312 | 0.0 | |||||||||||
126,864 | Garda World Security Corporation 2017 Term Loan, 7.750%, (PRIME + 2.500%), 05/24/2024 | 127,604 | 0.0 | |||||||||||
299,250 | GreenSky Holdings, LLC 2018 Term Loan B, 5.500%, (US0001M + 3.250%), 03/29/2025 | 300,746 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
150,000 | PricewaterhouseCoopers LLP 2018 Term Loan, 5.492%, (US0001M + 3.250%), 05/01/2025 | 150,750 | 0.0 | |||||||||||
154,611 | ION Trading Technologies S.a.r.l. USD Incremental Term Loan B, 6.398%, (US0003M + 4.000%), 11/21/2024 | 153,741 | 0.0 | |||||||||||
149,225 | IQOR US Inc. Term Loan B, 7.337%, (US0003M + 5.000%), 04/01/2021 | 140,178 | 0.0 | |||||||||||
502,788 | KUEHG Corp. 2018 Incremental Term Loan, 6.136%, (US0003M + 3.750%), 02/21/2025 | 506,402 | 0.1 | |||||||||||
299,250 | Learning Care Group, Inc. 2018 1st Lien Term Loan, 5.431%, (US0001M + 3.250%), 03/13/2025 | 300,148 | 0.1 | |||||||||||
100,000 | Learning Care Group, Inc. 2018 2nd Lien Term Loan, 9.676%, (US0001M + 7.500%), 03/13/2026 | 100,500 | 0.0 | |||||||||||
398,245 | NeuStar, Inc. 2018 Term Loan B4, 5.742%, (US0001M + 3.500%), 08/08/2024 | 399,490 | 0.1 | |||||||||||
99,972 | NeuStar, Inc. 2nd Lien Term Loan, 10.242%, (US0001M + 8.000%), 08/08/2025 | 99,347 | 0.0 | |||||||||||
499,050 | NVA Holdings, Inc. Term Loan B3, 4.992%, (US0001M + 2.750%), 02/02/2025 | 498,660 | 0.1 | |||||||||||
399,000 | PI US MergerCo, Inc. USD 2017 1st Lien Term Loan, 5.742%, (US0001M + 3.500%), 12/20/2024 | 398,651 | 0.1 | |||||||||||
430,005 | Pre-Paid Legal Services, Inc. 2018 1st Lien Term Loan, 5.511%, (US0001M + 3.250%), 05/01/2025 | 433,163 | 0.1 | |||||||||||
249,375 | Prometric Holdings, Inc. 1st Lien Term Loan, 5.250%, (US0001M + 3.000%), 01/29/2025 | 249,791 | 0.0 | |||||||||||
783,429 | Red Ventures, LLC 1st Lien Term Loan, 6.242%, (US0001M + 4.000%), 11/08/2024 | 793,874 | 0.1 | |||||||||||
150,000 | Renaissance Learning, Inc. 2018 Add On Term Loan, 5.492%, (US0001M + 3.250%), 05/30/2025 | 150,031 | 0.0 | |||||||||||
149,250 | Research Now Group, Inc. 2017 1st Lien Term Loan, 7.742%, (US0001M + 5.500%), 12/20/2024 | 150,229 | 0.0 | |||||||||||
393,992 | Solera Holdings, Inc. USD Term Loan B, 4.992%, (US0001M + 2.750%), 03/03/2023 | 395,417 | 0.1 |
398,617 | Spin Holdco Inc. 2017 Term Loan B, 5.589%, (US0003M + 3.250%), 11/14/2022 | 400,510 | 0.1 | |||||||||||
150,000 | SSH Group Holdings, Inc. 2018 1st Lien Term Loan, 6.590%, (US0003M + 4.250%), 07/30/2025 | 151,500 | 0.0 | |||||||||||
148,875 | Staples, Inc. 2017 Term Loan B, 6.398%, (US0003M + 4.000%), 09/12/2024 | 149,015 | 0.0 | |||||||||||
154,605 | Stiphout Finance LLC USD 1st Lien Term Loan, 5.242%, (US0001M + 3.000%), 10/26/2022 | 156,151 | 0.0 | |||||||||||
148,500 | SurveyMonkey Inc. 2017 Term Loan, 6.750%, (US0001M + 4.500%), 04/13/2024 | 149,053 | 0.0 | |||||||||||
149,248 | TMK Hawk Parent Corp. 2017 1st Lien Term Loan, 5.750%, (US0001M + 3.500%), 08/28/2024 | 147,569 | 0.0 | |||||||||||
150,000 | USS Ultimate Holdings, Inc. 1st Lien Term Loan, 5.992%, (US0001M + 3.750%), 08/25/2024 | 151,500 | 0.0 | |||||||||||
305,000 | Verifone Systems, Inc. 2018 1st Lien Term Loan, 6.322%, (US0003M + 4.000%), 08/20/2025 | 307,326 | 0.1 | |||||||||||
100,000 | Verifone Systems, Inc. 2018 2nd Lien Term Loan, 10.322%, (US0003M + 8.000%), 08/20/2026 | 99,875 | 0.0 | |||||||||||
530,000 | Verscend Holding Corp. 2018 Term Loan B, 6.742%, (US0001M + 4.500%), 08/27/2025 | 532,981 | 0.1 | |||||||||||
413,548 | West Corporation 2017 Term Loan, 6.242%, (US0001M + 4.000%), 10/10/2024 | 412,831 | 0.1 | |||||||||||
195,000 | West Corporation 2018 Term Loan B1, 5.742%, (US0001M + 3.500%), 10/10/2024 | 193,694 | 0.0 | |||||||||||
145,000 | Yak Access, LLC 2018 1st Lien Term Loan B, 7.139%, (US0001M + 5.000%), 07/02/2025 | 140,650 | 0.0 | |||||||||||
100,000 | Yak Access, LLC 2018 2nd Lien Term Loan B, 12.148%, (US0001M + 10.000%), 06/13/2026 | 95,500 | 0.0 | |||||||||||
13,565,537 | 2.0 | |||||||||||||
Cable & Satellite Television: 0.4% | ||||||||||||||
1,048,625 | CSC Holdings, LLC 2018 Term Loan B, 4.658%, (US0001M + 2.500%), 01/25/2026 | 1,050,984 | 0.2 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
496,988 | Radiate Holdco, LLC 1st Lien Term Loan, 5.242%, (US0001M + 3.000%), 02/01/2024 | 496,706 | 0.1 | |||||||||||
144,307 | Telesat Canada Term Loan B4, 4.890%, (US0003M + 2.500%), 11/17/2023 | 144,902 | 0.0 | |||||||||||
499,873 | UPC Financing Partnership USD Term Loan AR, 4.658%, (US0001M + 2.500%), 01/15/2026 | 500,082 | 0.1 | |||||||||||
150,000 | Virgin Media Bristol LLC Term Loan K, 4.658%, (US0001M + 2.500%), 01/15/2026 | 150,403 | 0.0 | |||||||||||
246,264 | WideOpenWest Finance LLC 2017 Term Loan B, 5.408%, (US0001M + 3.250%), 08/18/2023 | 242,016 | 0.0 | |||||||||||
2,585,093 | 0.4 | |||||||||||||
Chemicals & Plastics: 0.8% | ||||||||||||||
84,051 | Allnex (Luxembourg) & Cy S.C.A. 2016 USD Term Loan B2, 5.567%, (US0003M + 3.250%), 09/13/2023 | 84,523 | 0.0 | |||||||||||
63,323 | Allnex USA, Inc. USD Term Loan B3, 5.567%, (US0003M + 3.250%), 09/13/2023 | 63,679 | 0.0 | |||||||||||
398,500 | Alpha 3 B.V. 2017 Term Loan B1, 5.386%, (US0003M + 3.000%), 01/31/2024 | 400,617 | 0.1 | |||||||||||
797,870 | Avantor, Inc. 2017 1st Lien Term Loan, 6.261%, (US0001M + 4.000%), 11/21/2024 | 808,199 | 0.1 | |||||||||||
175,000 | Composite Resins Holding B.V. 2018 Term Loan B, 6.354%, (US0001M + 4.250%), 08/01/2025 | 176,531 | 0.0 | |||||||||||
398,622 | Diamond (BC) B.V. USD Term Loan, 5.242%, (US0001M + 3.000%), 09/06/2024 | 391,895 | 0.1 | |||||||||||
391,270 | Emerald Performance Materials, LLC New 1st Lien Term Loan, 5.742%, (US0001M + 3.500%), 08/01/2021 | 394,572 | 0.1 | |||||||||||
149,625 | Encapsys, LLC 1st Lien Term Loan, 5.492%, (US0001M + 3.250%), 11/07/2024 | 150,436 | 0.0 | |||||||||||
84,273 | KMG Chemicals Inc. Term Loan B, 4.992%, (US0001M + 2.750%), 06/15/2024 | 84,484 | 0.0 | |||||||||||
387,727 | Kraton Polymers, LLC 2018 USD Term Loan, 4.742%, (US0001M + 2.500%), 03/05/2025 | 389,545 | 0.1 |
550,000 | MacDermid, Inc. USD Term Loan B6, 5.242%, (US0001M + 3.000%), 06/07/2023 | 552,836 | 0.1 | |||||||||||
297,428 | Plaskolite, Inc. 1st Lien Term Loan, 5.747%, (US0001M + 3.500%), 11/03/2022 | 298,172 | 0.0 | |||||||||||
538,948 | PQ Corporation 2018 Term Loan B, 4.742%, (US0001M + 2.500%), 02/08/2025 | 540,127 | 0.1 | |||||||||||
150,000 | Schenectady International Group Inc. 2018 1st Lien Term Loan, 7.148%, (US0003M + 4.750%), 08/10/2025 | 150,469 | 0.0 | |||||||||||
150,000 | Solenis International, LP 2018 1st Lien Term Loan, 6.311%, (US0003M + 4.000%), 12/26/2023 | 151,406 | 0.0 | |||||||||||
180,000 | Starfruit Finco B.V 2018 USD Term Loan B, 5.511%, (US0003M + 3.250%), 09/20/2025 | 180,980 | 0.0 | |||||||||||
44,743 | Tronox Blocked Borrower LLC Term Loan B, 5.242%, (US0001M + 3.000%), 09/22/2024 | 44,962 | 0.0 | |||||||||||
103,254 | Tronox Finance LLC Term Loan B, 5.242%, (US0001M + 3.000%), 09/22/2024 | 103,759 | 0.0 | |||||||||||
533,254 | Univar Inc. 2017 USD Term Loan B, 4.492%, (US0001M + 2.250%), 07/01/2024 | 535,180 | 0.1 | |||||||||||
5,502,372 | 0.8 | |||||||||||||
Clothing/Textiles: 0.0% | ||||||||||||||
250,000 | Varsity Brands, Inc. 2017 Term Loan B, 5.898%, (US0001M + 3.500%), 12/15/2024 | 250,937 | 0.0 | |||||||||||
Communications: 0.0% | ||||||||||||||
300,000 | Shutterfly, Inc., 5.000%, (US0001M + 2.750%), 08/17/2024 | 301,463 | 0.0 | |||||||||||
Consumer, Non-cyclical: 0.0% | ||||||||||||||
232 | Albany Molecular Research, Inc. 2017 1st Lien Term Loan, 5.492%, (US0001M + 3.250%), 08/30/2024 | 233 | 0.0 | |||||||||||
86,074 | Alvogen Pharma US, Inc. Term Loan, 6.980%, (US0003M + 5.000%), 04/02/2022 | 86,773 | 0.0 | |||||||||||
87,006 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
Containers & Glass Products: 0.9% | ||||||||||||||
149,625 | Albea Beauty Holdings S.A 2018 USD Term Loan B2, 5.195%, (US0003M + 2.750%), 04/22/2024 | 149,157 | 0.0 | |||||||||||
150,000 | Ball Metalpack, LLC 2018 1st Lien Term Loan B, 6.742%, (US0001M + 4.500%), 07/24/2025 | 151,500 | 0.0 | |||||||||||
405,000 | Berlin Packaging LLC 2018 1st Lien Term Loan, 5.160%, (US0001M + 3.000%), 11/07/2025 | 405,538 | 0.1 | |||||||||||
293,500 | BWAY Holding Company 2017 Term Loan B, 5.581%, (US0003M + 3.250%), 04/03/2024 | 293,683 | 0.0 | |||||||||||
544,867 | Consolidated Container Company LLC 2017 1st Lien Term Loan, 4.992%, (US0001M + 2.750%), 05/22/2024 | 547,676 | 0.1 | |||||||||||
148,125 | Flex Acquisition Company, Inc. 1st Lien Term Loan, 5.337%, (US0003M + 3.000%), 12/29/2023 | 148,264 | 0.0 | |||||||||||
789,375 | Flex Acquisition Company, Inc. 2018 Incremental Term Loan, 5.751%, (US0003M + 3.250%), 06/29/2025 | 791,842 | 0.1 | |||||||||||
386,620 | Milacron LLC Amended Term Loan B, 4.742%, (US0001M + 2.500%), 09/28/2023 | 387,023 | 0.1 | |||||||||||
224,631 | SIG Combibloc Group AG, 7.000%, (PRIME + 1.750%), 03/13/2022 | 225,333 | 0.0 | |||||||||||
150,000 | Pelican Products, Inc. 2018 1st Lien Term Loan, 5.604%, (US0001M + 3.500%), 05/01/2025 | 150,352 | 0.0 | |||||||||||
398,618 | Plastipak Packaging, Inc. 2018 Term Loan B, 4.750%, (US0001M + 2.500%), 10/14/2024 | 399,532 | 0.1 | |||||||||||
147,375 | Proampac PG Borrower LLC First Lien Term Loan, 5.777%, (US0003M + 3.500%), 11/18/2023 | 148,167 | 0.0 | |||||||||||
993,106 | Reynolds Group Holdings Inc. USD 2017 Term Loan, 4.992%, (US0001M + 2.750%), 02/05/2023 | 998,761 | 0.2 | |||||||||||
149,250 | Ring Container Technologies Group, LLC 1st Lien Term Loan, 4.992%, (US0001M + 2.750%), 10/31/2024 | 149,670 | 0.0 | |||||||||||
399,000 | Titan Acquisition Limited 2018 Term Loan B, 5.242%, (US0001M + 3.000%), 03/28/2025 | 387,498 | 0.1 |
27,241 | TricorBraun Holdings, Inc. 1st Lien Delayed Draw Term Loan, 8.000%, (PRIME + 2.750%), 11/30/2023 | 27,388 | 0.0 | |||||||||||
270,348 | TricorBraun Holdings, Inc. 1st Lien Term Loan, 6.140%, (US0003M + 3.750%), 11/30/2023 | 271,812 | 0.0 | |||||||||||
547,873 | Trident TPI Holdings, Inc. 2017 USD Term Loan B1, 5.492%, (US0001M + 3.250%), 10/17/2024 | 546,932 | 0.1 | |||||||||||
6,180,128 | 0.9 | |||||||||||||
Cosmetics/Toiletries: 0.1% | ||||||||||||||
150,000 | Anastasia Parent, LLC 2018 Term Loan B, 5.883%, (US0001M + 3.750%), 08/02/2025 | 149,094 | 0.0 | |||||||||||
161,250 | Rodan & Fields, LLC 2018 Term Loan B, 8.250%, (PRIME + 3.000%), 06/06/2025 | 163,114 | 0.0 | |||||||||||
298,492 | Wellness Merger Sub, Inc. 1st Lien Term Loan, 6.529%, (US0003M + 4.250%), 06/30/2024 | 300,483 | 0.1 | |||||||||||
612,691 | 0.1 | |||||||||||||
Drugs: 0.3% | ||||||||||||||
409,464 | Alvogen Pharma US, Inc. 2018 Term Loan B, 6.990%, (US0001M + 4.750%), 04/02/2022 | 412,791 | 0.1 | |||||||||||
574,925 | Amneal Pharmaceuticals LLC 2018 Term Loan B, 5.750%, (US0001M + 3.500%), 05/04/2025 | 581,034 | 0.1 | |||||||||||
398,870 | Endo Luxembourg Finance Company I S.a r.l. 2017 Term Loan B, 6.492%, (US0001M + 4.250%), 04/29/2024 | 402,360 | 0.0 | |||||||||||
452,826 | Horizon Pharma, Inc. 2017 1st Lien Term Loan, 5.500%, (US0001M + 3.250%), 03/29/2024 | 457,071 | 0.1 | |||||||||||
1,853,256 | 0.3 | |||||||||||||
Ecological Services & Equipment: 0.2% | ||||||||||||||
249,322 | 4L Holdings, LLC 1st Lien Term Loan, 6.742%, (US0001M + 4.500%), 05/08/2020 | 244,491 | 0.0 | |||||||||||
493,103 | ADS Waste Holdings Inc. Term Loan, 4.413%, (US0001W + 2.250%), 11/10/2023 | 495,415 | 0.1 | |||||||||||
249,375 | Gopher Resource, LLC 1st Lien Term Loan, 5.492%, (US0001M + 3.250%), 03/06/2025 | 250,700 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
298,500 | Wrangler Buyer Corp. Term Loan B, 4.992%, (US0001M + 2.750%), 09/27/2024 | 300,645 | 0.1 | |||||||||||
1,291,251 | 0.2 | |||||||||||||
Electronics/Electrical: 2.3% | ||||||||||||||
89,104 | Aptean, Inc. 2017 1st Lien Term Loan, 6.640%, (US0003M + 4.250%), 12/20/2022 | 89,587 | 0.0 | |||||||||||
354,242 | Avast Software B.V. 2018 USD Term Loan B, 4.886%, (US0003M + 2.500%), 09/30/2023 | 356,732 | 0.1 | |||||||||||
299,250 | Barracuda Networks, Inc. 1st Lien Term Loan, 5.408%, (US0001M + 3.250%), 02/12/2025 | 300,091 | 0.0 | |||||||||||
710,000 | BMC Software Finance, Inc. 2018 USD Term Loan B, 6.648%, (US0003M + 4.250%), 09/01/2025 | 717,626 | 0.1 | |||||||||||
647,619 | BMC Software Finance, Inc. USD 2017 1st Lien Term Loan, 5.492%, (US0001M + 3.250%), 09/10/2022 | 652,375 | 0.1 | |||||||||||
185,000 | Cohu, Inc. 2018 Term Loan B, 5.398%, (US0003M + 3.000%), 09/20/2025 | 185,694 | 0.0 | |||||||||||
150,000 | Compuware Corporation 2018 Term Loan B, 5.712%, (US0001M + 3.500%), 08/22/2025 | 151,500 | 0.0 | |||||||||||
400,000 | Dynatrace LLC 2018 1st Lien Term Loan, 5.474%, (US0001M + 3.250%), 08/22/2025 | 403,188 | 0.1 | |||||||||||
100,000 | Dynatrace LLC 2018 2nd Lien Term Loan, 9.224%, (US0003M + 7.000%), 08/21/2026 | 101,250 | 0.0 | |||||||||||
150,000 | EagleView Technology Corporation 2018 Add On Term Loan B, 5.634%, (US0001M + 3.500%), 08/14/2025 | 150,344 | 0.0 | |||||||||||
150,000 | Electrical Components International, Inc. 2018 1st Lien Term Loan, 6.636%, (US0003M + 4.250%), 06/26/2025 | 151,125 | 0.0 | |||||||||||
390,564 | Epicor Software Corporation 1st Lien Term Loan, 5.500%, (US0001M + 3.250%), 06/01/2022 | 392,307 | 0.1 | |||||||||||
398,969 | SkillSoft Corporation 1st Lien Term Loan, 6.992%, (US0001M + 4.750%), 04/28/2021 | 380,932 | 0.1 |
146,946 | Eze Castle Software Inc. 2017 1st Lien Term Loan, 5.242%, (US0001M + 3.000%), 04/06/2020 | 147,589 | 0.0 | |||||||||||
569,734 | Greeneden U.S. Holdings II, LLC 2018 USD Term Loan B, 5.742%, (US0001M + 3.500%), 12/01/2023 | 573,562 | 0.1 | |||||||||||
437,764 | Hyland Software, Inc. 2017 1st Lien Term Loan, 5.492%, (US0001M + 3.250%), 07/01/2022 | 441,275 | 0.1 | |||||||||||
397,315 | Infor (US), Inc. Term Loan B6, 5.136%, (US0003M + 2.750%), 02/01/2022 | 398,840 | 0.1 | |||||||||||
624,638 | Informatica Corporation 2018 USD Term Loan, 5.492%, (US0001M + 3.250%), 08/05/2022 | 629,546 | 0.1 | |||||||||||
816,881 | Kronos Incorporated 2017 Term Loan B, 5.343%, (US0003M + 3.000%), 11/01/2023 | 821,757 | 0.1 | |||||||||||
150,000 | Lumentum Holdings 2018 1st Lien Term Loan, 4.898%, (US0003M + 2.500%), 08/07/2025 | 151,500 | 0.0 | |||||||||||
117,105 | MA FinanceCo., LLC USD Term Loan B3, 4.742%, (US0001M + 2.500%), 06/21/2024 | 116,666 | 0.0 | |||||||||||
150,000 | Marketo, Inc. 2018 1st Lien Term Loan, 5.593%, (US0003M + 3.250%), 02/07/2025 | 150,469 | 0.0 | |||||||||||
125,909 | MaxLinear, Inc. Term Loan B, 4.658%, (US0001M + 2.500%), 05/12/2024 | 126,063 | 0.0 | |||||||||||
926,340 | McAfee, LLC 2017 USD Term Loan B, 6.742%, (US0001M + 4.500%), 09/30/2024 | 935,217 | 0.1 | |||||||||||
647,619 | MH Sub I, LLC 2017 1st Lien Term Loan, 5.915%, (US0001M + 3.750%), 09/13/2024 | 653,054 | 0.1 | |||||||||||
150,000 | MH Sub I, LLC 2017 2nd Lien Term Loan, 9.665%, (US0001M + 7.500%), 09/15/2025 | 151,969 | 0.0 | |||||||||||
100,000 | Navex Global, Inc. 2018 2nd Lien Term Loan, 9.120%, (US0003M + 7.000%), 08/07/2026 | 100,750 | 0.0 | |||||||||||
150,000 | Navex Global, Inc. 2018 Term Loan B, 5.370%, (US0003M + 3.250%), 08/08/2025 | 150,063 | 0.0 | |||||||||||
150,000 | Optiv Security, Inc. 1st Lien Term Loan, 5.500%, (US0001M + 3.250%), 02/01/2024 | 146,391 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
570,000 | Quest Software US Holdings Inc. 2018 1st Lien Term Loan, 6.572%, (US0003M + 4.250%), 05/16/2025 | 572,280 | 0.1 | |||||||||||
115,000 | Quest Software US Holdings Inc. 2018 2nd Lien Term Loan, 10.572%, (US0003M + 8.250%), 05/16/2026 | 114,396 | 0.0 | |||||||||||
546,371 | Rackspace Hosting, Inc. 2017 Incremental 1st Lien Term Loan, 5.348%, (US0003M + 3.000%), 11/03/2023 | 540,127 | 0.1 | |||||||||||
250,000 | Riverbed Technology, Inc. 2016 Term Loan, 5.500%, (US0001M + 3.250%), 04/24/2022 | 250,058 | 0.0 | |||||||||||
398,572 | Rovi Solutions Corporation Term Loan B, 4.750%, (US0001M + 2.500%), 07/02/2021 | 399,278 | 0.1 | |||||||||||
397,750 | RP Crown Parent LLC Term Loan B, 4.992%, (US0001M + 2.750%), 10/12/2023 | 400,134 | 0.1 | |||||||||||
790,841 | Seattle Spinco, Inc. USD Term Loan B3, 4.742%, (US0001M + 2.500%), 06/21/2024 | 787,283 | 0.1 | |||||||||||
300,000 | PowerSchool 2018 Term Loan B, 5.354%, (US0001M + 3.250%), 08/01/2025 | 300,375 | 0.1 | |||||||||||
772,372 | SolarWinds Holdings, Inc. 2018 Term Loan B, 5.242%, (US0001M + 3.000%), 02/05/2024 | 777,440 | 0.1 | |||||||||||
140,000 | SonicWALL, Inc. 1st Lien Term Loan, 5.822%, (US0003M + 3.500%), 05/16/2025 | 140,525 | 0.0 | |||||||||||
100,000 | SonicWALL, Inc. 2nd Lien Term Loan, 9.822%, (US0003M + 7.500%), 05/18/2026 | 99,583 | 0.0 | |||||||||||
151,047 | SS&C Technologies Holdings Europe S.A.R.L. 2018 Term Loan B4, 4.492%, (US0001M + 2.250%), 04/16/2025 | 151,342 | 0.0 | |||||||||||
388,295 | SS&C Technologies Inc. 2018 Term Loan B3, 4.492%, (US0001M + 2.250%), 04/16/2025 | 389,053 | 0.1 | |||||||||||
150,000 | TriTech Software Systems 2018 Term Loan B, 5.992%, (US0001M + 3.750%), 08/29/2025 | 150,703 | 0.0 | |||||||||||
476,942 | TTM Technologies, Inc. 2017 Term Loan, 4.604%, (US0001M + 2.500%), 09/28/2024 | 479,323 | 0.1 |
421,158 | Veritas Bermuda Ltd. USD Repriced Term Loan B, 6.778%, (US0003M + 4.500%), 01/27/2023 | 410,968 | 0.1 | |||||||||||
100,000 | Web.com Group, Inc. 2018 2nd Lien Term Loan, 10.148%, (US0003M + 7.750%), 09/14/2026 | 100,875 | 0.0 | |||||||||||
155,000 | Web.com Group, Inc. 2018 Term Loan B, 6.148%, (US0003M + 3.750%), 09/14/2025 | 156,182 | 0.0 | |||||||||||
222,700 | Xperi Corporation 2018 Term Loan B1, 4.742%, (US0001M + 2.500%), 12/01/2023 | 221,030 | 0.0 | |||||||||||
16,168,417 | 2.3 | |||||||||||||
Energy: 0.0% | ||||||||||||||
150,000 | Moda Midstream - TL B 1L, 0.000%, (US0003M + 3.250%), 09/26/2025 | 151,594 | 0.0 | |||||||||||
Financial: 0.0% | ||||||||||||||
106,000 | Blucora, Inc. 2017 Term Loan B, 5.242%, (US0001M + 3.000%), 05/22/2024 | 106,662 | 0.0 | |||||||||||
Financial Intermediaries: 0.4% | ||||||||||||||
150,000 | Advisor Group, Inc. 2018 Term Loan, 5.908%, (US0001M + 3.750%), 08/15/2025 | 151,031 | 0.0 | |||||||||||
400,000 | Blackhawk Network Holdings, Inc 2018 1st Lien Term Loan, 5.386%, (US0003M + 3.000%), 06/15/2025 | 403,042 | 0.1 | |||||||||||
200,000 | DTZ U.S. Borrower LLC 2018 Add On Term Loan B, 5.492%, (US0001M + 3.250%), 08/21/2025 | 200,917 | 0.0 | |||||||||||
299,250 | Duff & Phelps Corporation 2017 Term Loan B, 5.492%, (US0001M + 3.250%), 02/13/2025 | 299,975 | 0.1 | |||||||||||
670,000 | Edelman Financial Center, LLC 2018 1st Lien Term Loan, 5.592%, (US0003M + 3.250%), 07/21/2025 | 676,867 | 0.1 | |||||||||||
100,000 | Edelman Financial Center, LLC 2018 2nd Lien Term Loan, 9.092%, (US0003M + 6.750%), 07/20/2026 | 102,375 | 0.0 | |||||||||||
494,406 | First Eagle Holdings, Inc. 2017 1st Lien Term Loan B, 5.386%, (US0003M + 3.000%), 12/01/2022 | 498,964 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
133,847 | Focus Financial Partners, LLC 2018 Incremental Term Loan, 4.742%, (US0001M + 2.500%), 07/03/2024 | 134,376 | 0.0 | |||||||||||
298,496 | LPL Holdings, Inc. 2017 1st Lien Term Loan B, 4.424%, (US0001M + 2.250%), 09/23/2024 | 299,429 | 0.0 | |||||||||||
2,766,976 | 0.4 | |||||||||||||
Food Products: 0.4% | ||||||||||||||
150,000 | 8th Avenue Food & Provisions, Inc. 2018 1st Lien Term Loan, 6.148%, (US0003M + 3.750%), 09/20/2025 | 151,531 | 0.0 | |||||||||||
100,000 | 8th Avenue Food & Provisions, Inc. 2018 2nd Lien Term Loan, 10.148%, (US0003M + 7.750%), 09/20/2026 | 101,125 | 0.0 | |||||||||||
148,875 | Atkins Nutritionals Holdings II, Inc. 2017 Term Loan B, 5.843%, (US0003M + 3.500%), 07/07/2024 | 150,178 | 0.0 | |||||||||||
150,000 | CH Guenther & Son, Incorporated 2018 Term Loan B, 4.992%, (US0001M + 2.750%), 03/31/2025 | 150,328 | 0.0 | |||||||||||
448,875 | IRB Holding Corp 1st Lien Term Loan, 5.460%, (US0002M + 3.250%), 02/05/2025 | 451,154 | 0.1 | |||||||||||
847,100 | JBS USA, LLC 2017 Term Loan B, 4.844%, (US0003M + 2.500%), 10/30/2022 | 849,747 | 0.1 | |||||||||||
372,933 | NPC International, Inc. 1st Lien Term Loan, 5.576%, (US0001M + 3.500%), 04/19/2024 | 374,876 | 0.1 | |||||||||||
300,000 | Sigma Bidco B.V. 2018 USD Term Loan B, 5.114%, (US0001M + 3.000%), 07/02/2025 | 300,375 | 0.1 | |||||||||||
2,529,314 | 0.4 | |||||||||||||
Food Service: 0.5% | ||||||||||||||
547,853 | 1011778 B.C. Unlimited Liability Company Term Loan B3, 4.492%, (US0001M + 2.250%), 02/16/2024 | 548,684 | 0.1 | |||||||||||
150,000 | Del Friscos Restaurant Group, Inc. 2018 Incremental Term Loan, 10.250%, (PRIME + 5.000%), 06/27/2025 | 148,500 | 0.0 | |||||||||||
150,000 | Dhanani Group Inc. 2018 Term Loan B, 5.992%, (US0001M + 3.750%), 06/27/2025 | 150,187 | 0.0 |
150,000 | Flynn Restaurant Group LP 1st Lien Term Loan, 5.874%, (US0001M + 3.500%), 06/27/2025 | 149,719 | 0.0 | |||||||||||
791,000 | Golden Nugget, Inc. 2017 Incremental Term Loan B, 4.957%, (US0001M + 2.750%), 10/04/2023 | 795,350 | 0.1 | |||||||||||
419,375 | Hearthside Food Solutions, LLC 2018 Term Loan B, 5.242%, (US0001M + 3.000%), 05/23/2025 | 418,664 | 0.1 | |||||||||||
149,250 | K-Mac Holdings Corp 2018 1st Lien Term Loan, 5.415%, (US0001M + 3.250%), 03/14/2025 | 150,090 | 0.0 | |||||||||||
100,000 | K-Mac Holdings Corp 2018 2nd Lien Term Loan, 8.915%, (US0001M + 6.750%), 03/16/2026 | 100,750 | 0.0 | |||||||||||
458,974 | Manitowoc Foodservice, Inc. Term Loan B, 4.992%, (US0001M + 2.750%), 03/03/2023 | 462,317 | 0.1 | |||||||||||
150,000 | Fogo de Chao Churrascaria Holdings LLC 2018 Term Loan, 6.742%, (US0001M + 4.500%), 04/07/2025 | 151,031 | 0.1 | |||||||||||
150,000 | Restaurant Technologies, Inc. 2018 1st Lien Term Loan, 0.000%, (US0003M + 3.250%), 09/21/2025 | 150,844 | 0.0 | |||||||||||
149,625 | Tacala, LLC 1st Lien Term Loan, 5.492%, (US0001M + 3.250%), 01/31/2025 | 150,537 | 0.0 | |||||||||||
100,000 | Tacala, LLC 2nd Lien Term Loan, 9.242%, (US0001M + 7.000%), 01/30/2026 | 101,625 | 0.0 | |||||||||||
3,478,298 | 0.5 | |||||||||||||
Food/Drug Retailers: 0.2% | ||||||||||||||
398,242 | Albertsons, LLC USD 2017 Term Loan B4, 4.992%, (US0001M + 2.750%), 08/25/2021 | 399,164 | 0.1 | |||||||||||
547,864 | Albertsons, LLC USD 2017 Term Loan B6, 5.311%, (US0003M + 3.000%), 06/22/2023 | 548,617 | 0.1 | |||||||||||
149,625 | EG Finco Limited 2018 USD Term Loan, 6.386%, (US0003M + 4.000%), 02/07/2025 | 150,420 | 0.0 | |||||||||||
149,625 | EG Group Limited 2018 USD Term Loan B, 6.386%, (US0003M + 4.000%), 02/07/2025 | 149,905 | 0.0 | |||||||||||
147,750 | Moran Foods LLC Term Loan, 8.242%, (US0001M + 6.000%), 12/05/2023 | 107,488 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
150,000 | Smart & Final Stores LLC 1st Lien Term Loan, 5.742%, (US0001M + 3.500%), 11/15/2022 | 147,375 | 0.0 | |||||||||||
93,717 | Supervalu Inc. 2017 Delayed Draw Term Loan, 5.742%, (US0001M + 3.500%), 06/08/2024 | 93,963 | 0.0 | |||||||||||
156,195 | Supervalu Inc. 2017 Term Loan B, 5.742%, (US0001M + 3.500%), 06/08/2024 | 156,605 | 0.0 | |||||||||||
1,753,537 | 0.2 | |||||||||||||
Health Care: 2.1% | ||||||||||||||
249,368 | Acadia Healthcare Company, Inc. 2018 Term Loan B3, 4.594%, (US0001M + 2.500%), 02/11/2022 | 251,342 | 0.0 | |||||||||||
545,394 | Acadia Healthcare Company, Inc. 2018 Term Loan B4, 4.742%, (US0001M + 2.500%), 02/16/2023 | 549,777 | 0.1 | |||||||||||
430,000 | ADMI Corp. 2018 Term Loan B, 5.492%, (US0001M + 3.250%), 04/30/2025 | 432,687 | 0.1 | |||||||||||
147,516 | Air Methods Corporation 2017 Term Loan B, 5.886%, (US0003M + 3.500%), 04/21/2024 | 134,903 | 0.0 | |||||||||||
397,000 | ATI Holdings Acquisition, Inc. 2016 Term Loan, 5.898%, (US0001M + 3.500%), 05/10/2023 | 399,233 | 0.1 | |||||||||||
249,357 | Auris Luxembourg III S.a.r.l. 2017 USD Term Loan B7, 5.386%, (US0003M + 3.000%), 01/17/2022 | 253,098 | 0.0 | |||||||||||
470,000 | Auris Luxembourg III S.a.r.l. 2018 USD Term Loan B, 6.148%, (US0003M + 3.750%), 07/20/2025 | 476,463 | 0.1 | |||||||||||
1,091,678 | Change Healthcare Holdings LLC 2017 Term Loan B, 4.992%, (US0001M + 2.750%), 03/01/2024 | 1,096,530 | 0.2 | |||||||||||
561,240 | CHG Healthcare Services Inc. 2017 1st Lien Term Loan B, 5.306%, (US0001M + 3.000%), 06/07/2023 | 564,923 | 0.1 | |||||||||||
148,500 | Commerce Merger Sub, Inc. 2017 1st Lien Term Loan, 5.636%, (US0003M + 3.250%), 06/28/2024 | 149,242 | 0.0 | |||||||||||
375,000 | Concentra Inc. 2018 1st Lien Term Loan, 4.860%, (US0001M + 2.750%), 06/01/2022 | 376,875 | 0.1 |
30,000 | DentalCorp Perfect Smile ULC 1st Lien Delayed Draw Term Loan, 4.310%, (US0001M + 3.750%), 06/06/2025 | 30,281 | 0.0 | |||||||||||
120,000 | DentalCorp Perfect Smile ULC 1st Lien Term Loan, 5.992%, (US0001M + 3.750%), 06/06/2025 | 121,125 | 0.0 | |||||||||||
250,000 | Envision Healthcare Corp Term Loan B, 5.250%, (US0001M + 3.000%), 12/01/2023 | 250,311 | 0.0 | |||||||||||
396,760 | ExamWorks Group, Inc. 2017 Term Loan, 5.468%, (US0001M + 3.250%), 07/27/2023 | 400,480 | 0.1 | |||||||||||
298,500 | Global Medical Response, Inc. 2017 Term Loan B2, 6.415%, (US0001M + 4.250%), 03/14/2025 | 297,541 | 0.0 | |||||||||||
296,637 | Global Medical Response, Inc. 2018 Term Loan B1, 5.383%, (US0001M + 3.250%), 04/28/2022 | 292,651 | 0.0 | |||||||||||
148,500 | Greenway Health, LLC 2017 1st Lien Term Loan, 6.140%, (US0003M + 3.750%), 02/14/2024 | 148,686 | 0.0 | |||||||||||
547,857 | Grifols Worldwide Operations USA, Inc. 2017 Acquisition Term Loan, 4.417%, (US0001W + 2.250%), 01/31/2025 | 551,281 | 0.1 | |||||||||||
150,000 | Inovalon Holdings, Inc. 2018 Term Loan B, 5.625%, (US0001M + 3.500%), 04/02/2025 | 150,187 | 0.0 | |||||||||||
896,919 | Jaguar Holding Company II 2018 Term Loan, 4.742%, (US0001M + 2.500%), 08/18/2022 | 898,601 | 0.1 | |||||||||||
499,370 | Kinetic Concepts, Inc. 2017 USD Term Loan B, 5.636%, (US0003M + 3.250%), 02/02/2024 | 503,053 | 0.1 | |||||||||||
150,000 | Lifescan Global Corporation 2018 1st Lien Term Loan, 8.398%, (US0003M + 6.000%), 09/27/2024 | 148,406 | 0.0 | |||||||||||
366,807 | MPH Acquisition Holdings LLC 2016 Term Loan B, 5.136%, (US0003M + 2.750%), 06/07/2023 | 367,925 | 0.1 | |||||||||||
650,000 | Ortho-Clinical Diagnostics SA 2018 Term Loan B, 5.492%, (US0001M + 3.250%), 06/30/2025 | 652,727 | 0.1 | |||||||||||
398,247 | Parexel International Corporation Term Loan B, 4.992%, (US0001M + 2.750%), 09/27/2024 | 396,380 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
115,619 | Pearl Intermediate Parent LLC 2018 1st Lien Term Loan, 4.915%, (US0001M + 2.750%), 02/14/2025 | 113,741 | 0.0 | |||||||||||
34,091 | Pearl Intermediate Parent LLC 2018 Delayed Draw Term Loan, 2.082%, (US0003M + 2.750%), 02/14/2025 | 33,537 | 0.0 | |||||||||||
149,625 | PharMerica Corporation 1st Lien Term Loan, 5.648%, (US0001M + 3.500%), 12/06/2024 | 150,747 | 0.0 | |||||||||||
147,000 | nThrive, Inc. 2016 1st Lien Term Loan, 6.742%, (US0001M + 4.500%), 10/20/2022 | 147,919 | 0.0 | |||||||||||
298,487 | Press Ganey Holdings, Inc. 2018 1st Lien Term Loan, 4.992%, (US0001M + 2.750%), 10/23/2023 | 300,166 | 0.0 | |||||||||||
372,193 | Prospect Medical Holdings, Inc. 2018 Term Loan B, 7.625%, (US0001M + 5.500%), 02/22/2024 | 376,380 | 0.1 | |||||||||||
457,242 | Select Medical Corporation 2017 Term Loan B, 4.901%, (US0001M + 2.750%), 03/01/2021 | 460,958 | 0.1 | |||||||||||
162,938 | Sotera Health Holdings, LLC 2017 Term Loan, 5.242%, (US0001M + 3.000%), 05/15/2022 | 163,406 | 0.0 | |||||||||||
398,245 | Surgery Center Holdings, Inc. 2017 Term Loan B, 5.648%, (US0003M + 3.250%), 09/02/2024 | 399,092 | 0.1 | |||||||||||
148,125 | Team Health Holdings, Inc. 1st Lien Term Loan, 4.992%, (US0001M + 2.750%), 02/06/2024 | 144,237 | 0.0 | |||||||||||
148,500 | Tecomet Inc. 2017 Repriced Term Loan, 5.620%, (US0001M + 3.500%), 05/01/2024 | 149,196 | 0.0 | |||||||||||
398,500 | U.S. Anesthesia Partners, Inc. 2017 Term Loan, 5.242%, (US0001M + 3.000%), 06/23/2024 | 401,302 | 0.1 | |||||||||||
243,750 | U.S. Renal Care, Inc. 2015 Term Loan B, 6.636%, (US0003M + 4.250%), 12/31/2022 | 238,113 | 0.0 | |||||||||||
731,250 | Valeant Pharmaceuticals International, Inc. 2018 Term Loan B, 5.104%, (US0001M + 3.000%), 06/01/2025 | 735,820 | 0.1 | |||||||||||
399,203 | Vizient, Inc. 1st Lien Term Loan B, 4.992%, (US0001M + 2.750%), 02/13/2023 | 401,798 | 0.1 |
298,874 | Wink Holdco, Inc 1st Lien Term Loan B, 5.242%, (US0001M + 3.000%), 12/02/2024 | 298,407 | 0.0 | |||||||||||
14,409,527 | 2.1 | |||||||||||||
Home Furnishings: 0.1% | ||||||||||||||
646,129 | Prime Security Services Borrower, LLC 2016 1st Lien Term Loan, 4.992%, (US0001M + 2.750%), 05/02/2022 | 649,987 | 0.1 | |||||||||||
64,513 | Global Appliance Inc. Term Loan B, 6.250%, (US0001M + 4.000%), 09/29/2024 | 62,739 | 0.0 | |||||||||||
712,726 | 0.1 | |||||||||||||
Industrial Equipment: 0.4% | ||||||||||||||
139,402 | Accudyne Industries, LLC 2017 Term Loan, 5.261%, (US0001M + 3.000%), 08/18/2024 | 140,157 | 0.0 | |||||||||||
419,019 | Cortes NP Acquisition Corporation 2017 Term Loan B, 6.313%, (US0003M + 4.000%), 11/30/2023 | 421,507 | 0.1 | |||||||||||
215,974 | EWT Holdings III Corp. 2017 Repriced Term Loan, 5.242%, (US0001M + 3.000%), 12/20/2024 | 217,661 | 0.0 | |||||||||||
147,105 | ExGen Renewables IV, LLC Term Loan B, 5.320%, (US0003M + 3.000%), 11/28/2024 | 148,576 | 0.0 | |||||||||||
548,625 | Filtration Group Corporation 2018 1st Lien Term Loan, 5.242%, (US0001M + 3.000%), 03/29/2025 | 552,797 | 0.1 | |||||||||||
631,105 | Gardner Denver, Inc. 2017 USD Term Loan B, 4.992%, (US0001M + 2.750%), 07/30/2024 | 635,693 | 0.1 | |||||||||||
299,292 | Kenan Advantage Group, Inc. 2015 Term Loan, 5.242%, (US0001M + 3.000%), 07/31/2022 | 299,900 | 0.1 | |||||||||||
83,002 | Kenan Advantage Group, Inc. CAD Term Loan B, 5.242%, (US0001M + 3.000%), 07/31/2022 | 83,170 | 0.0 | |||||||||||
149,625 | Robertshaw US Holding Corp 2018 1st Lien Term Loan, 5.750%, (US0001M + 3.500%), 02/28/2025 | 148,783 | 0.0 | |||||||||||
149,625 | Safe Fleet Holdings LLC 2018 1st Lien Term Loan, 5.110%, (US0001M + 3.000%), 02/01/2025 | 148,526 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
150,000 | Shape Technologies Group, Inc. Term Loan, 5.227%, (US0001M + 3.000%), 04/21/2025 | 150,094 | 0.0 | |||||||||||
2,946,864 | 0.4 | |||||||||||||
Insurance: 1.1% | ||||||||||||||
1,245,246 | Acrisure, LLC 2017 Term Loan B, 6.592%, (US0003M + 4.250%), 11/22/2023 | 1,252,640 | 0.2 | |||||||||||
150,000 | Alera Group Holdings, Inc. 2018 Term Loan B, 6.742%, (US0001M + 4.500%), 07/25/2025 | 152,250 | 0.0 | |||||||||||
568,740 | Alliant Holdings I, Inc. 2018 Term Loan B, 5.148%, (US0001M + 3.000%), 05/09/2025 | 570,590 | 0.1 | |||||||||||
398,234 | AmWINS Group, Inc. 2017 Term Loan B, 4.965%, (US0001M + 2.750%), 01/25/2024 | 399,798 | 0.1 | |||||||||||
547,870 | Applied Systems, Inc. 2017 1st Lien Term Loan, 5.386%, (US0003M + 3.000%), 09/19/2024 | 551,789 | 0.1 | |||||||||||
150,000 | Applied Systems, Inc. 2017 2nd Lien Term Loan, 9.386%, (US0003M + 7.000%), 09/19/2025 | 153,696 | 0.0 | |||||||||||
493,909 | AssuredPartners, Inc. 2017 1st Lien Add-On Term Loan, 5.468%, (US0001M + 3.250%), 10/22/2024 | 495,350 | 0.1 | |||||||||||
398,500 | CCC Information Services, Inc. 2017 1st Lien Term Loan, 5.250%, (US0001M + 3.000%), 04/27/2024 | 400,555 | 0.1 | |||||||||||
150,000 | CCC Information Services, Inc. 2017 2nd Lien Term Loan, 8.992%, (US0001M + 6.750%), 04/27/2025 | 151,453 | 0.0 | |||||||||||
150,000 | Cetera Financial Group, Inc. 2018 Term Loan, 6.648%, (US0003M + 4.250%), 08/15/2025 | 150,938 | 0.0 | |||||||||||
396,628 | CH Hold Corp. 1st Lien Term Loan, 5.242%, (US0001M + 3.000%), 02/01/2024 | 399,603 | 0.1 | |||||||||||
710,000 | Hub International Limited 2018 Term Loan B, 5.335%, (US0003M + 3.000%), 04/25/2025 | 712,019 | 0.1 | |||||||||||
397,117 | NFP Corp. Term Loan B, 5.216%, (US0001M + 3.000%), 01/08/2024 | 397,613 | 0.0 | |||||||||||
807,509 | Sedgwick, Inc. 1st Lien Term Loan, 4.992%, (US0001M + 2.750%), 03/01/2021 | 808,855 | 0.1 |
398,875 | USI, Inc. 2017 Repriced Term Loan, 5.386%, (US0003M + 3.000%), 05/16/2024 | 399,445 | 0.1 | |||||||||||
330,000 | Vertafore, Inc. 2018 1st Lien Term Loan, 5.492%, (US0001M + 3.250%), 07/02/2025 | 331,797 | 0.0 | |||||||||||
100,000 | Vertafore, Inc. 2018 2nd Lien Term Loan, 9.492%, (US0001M + 7.250%), 07/02/2026 | 100,906 | 0.0 | |||||||||||
7,429,297 | 1.1 | |||||||||||||
Leisure Good/Activities/Movies: 0.8% | ||||||||||||||
490,000 | 24 Hour Fitness Worldwide, Inc. 2018 Term Loan B, 5.742%, (US0001M + 3.500%), 05/24/2025 | 494,083 | 0.1 | |||||||||||
150,000 | Airxcel, Inc. 2018 1st Lien Term Loan, 6.742%, (US0001M + 4.500%), 04/25/2025 | 149,250 | 0.0 | |||||||||||
296,890 | ClubCorp Club Operations, Inc. 2017 Incremental Term Loan, 5.136%, (US0003M + 2.750%), 09/18/2024 | 295,591 | 0.1 | |||||||||||
872,811 | Crown Finance US, Inc. 2018 USD Term Loan, 4.742%, (US0001M + 2.500%), 02/28/2025 | 872,387 | 0.1 | |||||||||||
250,000 | Delta 2 (LUX) S.a.r.l. 2018 USD Term Loan, 4.742%, (US0001M + 2.500%), 02/01/2024 | 248,219 | 0.0 | |||||||||||
647,502 | Equinox Holdings, Inc. 2017 1st Lien Term Loan, 5.242%, (US0001M + 3.000%), 03/08/2024 | 650,942 | 0.1 | |||||||||||
537,332 | Fitness International, LLC 2018 Term Loan B, 5.492%, (US0001M + 3.250%), 04/18/2025 | 539,180 | 0.1 | |||||||||||
548,624 | GVC Holdings PLC 2018 USD Term Loan B2, 4.742%, (US0001M + 2.500%), 03/29/2024 | 551,596 | 0.1 | |||||||||||
399,370 | Kingpin Intermediate Holdings LLC 2018 Term Loan B, 5.750%, (US0001M + 3.500%), 07/03/2024 | 401,367 | 0.1 | |||||||||||
492,548 | LTF Merger Sub, Inc. 2017 Term Loan B, 5.063%, (US0003M + 2.750%), 06/10/2022 | 495,011 | 0.1 | |||||||||||
243,114 | NEP/NCP Holdco, Inc. Incremental Term Loan, 5.492%, (US0001M + 3.250%), 07/21/2022 | 243,519 | 0.0 | |||||||||||
130,000 | Winnebago Industries, Inc. 2017 Term Loan, 5.760%, (US0001M + 3.500%), 11/08/2023 | 130,650 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
122,269 | SRAM, LLC 2018 Term Loan B, 5.018%, (US0002M + 2.750%), 03/15/2024 | 123,146 | 0.0 | |||||||||||
250,000 | Zodiac Pool Solutions LLC 2018 Term Loan B, 4.492%, (US0001M + 2.250%), 07/02/2025 | 251,458 | 0.0 | |||||||||||
5,446,399 | 0.8 | |||||||||||||
Lodging & Casinos: 0.7% | ||||||||||||||
148,500 | Belmond Interfin Ltd. Dollar Term Loan, 4.992%, (US0001M + 2.750%), 07/03/2024 | 148,871 | 0.0 | |||||||||||
971,372 | Caesars Resort Collection, LLC 2017 1st Lien Term Loan B, 4.992%, (US0001M + 2.750%), 12/22/2024 | 977,703 | 0.1 | |||||||||||
298,492 | CityCenter Holdings, LLC 2017 Term Loan B, 4.492%, (US0001M + 2.250%), 04/18/2024 | 299,185 | 0.1 | |||||||||||
298,122 | Everi Payments Inc. Term Loan B, 5.242%, (US0001M + 3.000%), 05/09/2024 | 300,420 | 0.1 | |||||||||||
250,000 | Golden Entertainment, Inc. 2017 1st Lien Term Loan, 5.080%, (US0001M + 3.000%), 10/20/2024 | 251,556 | 0.0 | |||||||||||
149,250 | Golden Entertainment, Inc. 2017 1st Lien Term Loan, 5.250%, (US0001M + 3.000%), 10/20/2024 | 150,179 | 0.0 | |||||||||||
856,854 | Scientific Games International, Inc. 2018 Term Loan B5, 5.034%, (US0002M + 2.750%), 08/14/2024 | 856,519 | 0.1 | |||||||||||
1,025,000 | Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan, 5.886%, (US0003M + 3.500%), 07/10/2025 | 1,035,058 | 0.2 | |||||||||||
798,588 | Station Casinos LLC 2016 Term Loan B, 4.750%, (US0001M + 2.500%), 06/08/2023 | 802,875 | 0.1 | |||||||||||
4,822,366 | 0.7 | |||||||||||||
Nonferrous Metals/Minerals: 0.1% | ||||||||||||||
464,253 | Covia Holdings Corporation Term Loan, 6.136%, (US0003M + 3.750%), 06/01/2025 | 437,094 | 0.1 | |||||||||||
Oil & Gas: 0.1% | ||||||||||||||
150,000 | Brazos Delaware II, LLC Term Loan B, 6.165%, (US0001M + 4.000%), 05/21/2025 | 149,766 | 0.0 |
140,000 | Encino Acquisition Partners Holdings, LLC 2018 2nd Lien Term Loan, 9.148%, (US0003M + 6.750%), 09/21/2025 | 140,000 | 0.0 | |||||||||||
149,625 | McDermott Technology Americas Inc 2018 1st Lien Term Loan, 7.242%, (US0001M + 5.000%), 05/10/2025 | 151,720 | 0.0 | |||||||||||
298,500 | Medallion Midland Acquisition, LLC 1st Lien Term Loan, 5.492%, (US0001M + 3.250%), 10/30/2024 | 296,774 | 0.1 | |||||||||||
28,266 | MEG Energy Corp. 2017 Term Loan B, 5.750%, (US0001M + 3.500%), 12/31/2023 | 28,301 | 0.0 | |||||||||||
766,561 | 0.1 | |||||||||||||
Publishing: 0.1% | ||||||||||||||
1,636 | McGraw-Hill Global Education Holdings, LLC 2016 Term Loan B, 6.094%, (US0001M + 4.000%), 05/04/2022 | 1,593 | 0.0 | |||||||||||
720,972 | Meredith Corporation Term Loan B, 5.242%, (US0001M + 3.000%), 01/31/2025 | 726,330 | 0.1 | |||||||||||
727,923 | 0.1 | |||||||||||||
Radio & Television: 0.3% | ||||||||||||||
356,168 | CBS Radio Inc. 2017 Term Loan B, 4.962%, (US0001M + 2.750%), 11/17/2024 | 353,494 | 0.1 | |||||||||||
571,674 | A-L Parent LLC 2016 1st Lien Term Loan, 5.500%, (US0001M + 3.250%), 12/01/2023 | 578,820 | 0.1 | |||||||||||
64,055 | Mission Broadcasting, Inc. 2017 Term Loan B2, 4.604%, (US0001M + 2.500%), 01/17/2024 | 64,276 | 0.0 | |||||||||||
449,902 | Nexstar Broadcasting, Inc. 2017 Term Loan B2, 4.604%, (US0001M + 2.500%), 01/17/2024 | 452,340 | 0.1 | |||||||||||
350,000 | Sinclair Television Group Inc. 2017 Term Loan B, 4.517%, (US0003M + 2.500%), 12/12/2024 | 349,116 | 0.0 | |||||||||||
264,931 | Univision Communications Inc. Term Loan C5, 4.992%, (US0001M + 2.750%), 03/15/2024 | 258,024 | 0.0 | |||||||||||
2,056,070 | 0.3 | |||||||||||||
Retailers (Except Food & Drug): 0.7% | ||||||||||||||
249,306 | Academy, Ltd. 2015 Term Loan B, 6.104%, (US0001M + 4.000%), 07/01/2022 | 194,563 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
298,498 | Bass Pro Group, LLC Term Loan B, 7.242%, (US0001M + 5.000%), 09/25/2024 | 301,903 | 0.0 | |||||||||||
248,470 | Belk, Inc. Term Loan B 1L, 6.883%, (US0001M + 4.750%), 12/12/2022 | 218,166 | 0.0 | |||||||||||
395,046 | BJs Wholesale Club, Inc. 2017 1st Lien Term Loan, 5.148%, (US0001M + 3.000%), 02/03/2024 | 397,688 | 0.1 | |||||||||||
889,841 | Harbor Freight Tools USA, Inc. 2018 Term Loan B, 4.742%, (US0001M + 2.500%), 08/18/2023 | 891,633 | 0.1 | |||||||||||
370,454 | Jo-Ann Stores, Inc. 2016 Term Loan, 7.509%, (US0003M + 5.000%), 10/20/2023 | 373,232 | 0.1 | |||||||||||
100,000 | Jo-Ann Stores, Inc. 2018 2nd Lien Term Loan, 11.432%, (US0001M + 9.250%), 05/21/2024 | 99,062 | 0.0 | |||||||||||
344,197 | Leslies Poolmart, Inc. 2016 Term Loan, 5.695%, (US0002M + 3.500%), 08/16/2023 | 344,304 | 0.1 | |||||||||||
388,290 | Mens Wearhouse, Inc. (The) 2018 Term Loan, 5.604%, (US0001M + 3.500%), 04/09/2025 | 390,231 | 0.1 | |||||||||||
603,200 | National Vision, Inc. 2017 Repriced Term Loan, 4.742%, (US0001M + 2.500%), 11/20/2024 | 606,443 | 0.1 | |||||||||||
515,351 | Party City Holdings Inc. 2018 Term Loan B, 5.139%, (US0001M + 2.750%), 08/19/2022 | 519,493 | 0.1 | |||||||||||
243,750 | Petco Animal Supplies, Inc. 2017 Term Loan B, 5.592%, (US0003M + 3.250%), 01/26/2023 | 198,412 | 0.0 | |||||||||||
4,535,130 | 0.7 | |||||||||||||
Steel: 0.0% | ||||||||||||||
300,000 | GrafTech Finance, Inc. 2018 Term Loan B, 5.742%, (US0001M + 3.500%), 02/12/2025 | 302,438 | 0.0 | |||||||||||
Surface Transport: 0.2% | ||||||||||||||
148,125 | AI Mistral Holdco Limited 2017 Term Loan B, 5.242%, (US0001M + 3.000%), 03/09/2024 | 147,292 | 0.0 | |||||||||||
404,225 | Navistar International Corporation 2017 1st Lien Term Loan B, 5.640%, (US0001M + 3.500%), 11/06/2024 | 406,494 | 0.1 | |||||||||||
298,872 | PODS, LLC 2018 1st Lien Term Loan, 4.883%, (US0001M + 2.750%), 12/06/2024 | 299,880 | 0.0 |
361,986 | Savage Enterprises LLC 2018 1st Lien Term Loan B, 6.600%, (US0001M + 4.500%), 08/01/2025 | 367,189 | 0.1 | |||||||||||
1,220,855 | 0.2 | |||||||||||||
Technology: 0.1% | ||||||||||||||
877,332 | Almonde, Inc. - Term Loan B 1st Lien, 5.886%, (US0001M + 3.500%), 06/13/2024 | 878,908 | 0.1 | |||||||||||
Telecommunications: 0.8% | ||||||||||||||
547,750 | Altice Financing SA USD 2017 1st Lien Term Loan, 4.908%, (US0001M + 2.750%), 01/31/2026 | 535,426 | 0.1 | |||||||||||
185,000 | Asurion LLC 2017 2nd Lien Term Loan, 8.742%, (US0001M + 6.500%), 08/04/2025 | 190,319 | 0.0 | |||||||||||
229,855 | Asurion LLC 2017 Term Loan B4, 5.242%, (US0001M + 3.000%), 08/04/2022 | 232,046 | 0.0 | |||||||||||
997,418 | Asurion LLC 2018 Term Loan B6, 5.242%, (US0001M + 3.000%), 11/03/2023 | 1,005,626 | 0.2 | |||||||||||
500,000 | Asurion LLC 2018 Term Loan B7, 5.398%, (US0001M + 3.000%), 11/03/2024 | 503,884 | 0.1 | |||||||||||
189,050 | Avaya, Inc. 2018 Term Loan B, 6.408%, (US0001M + 4.250%), 12/15/2024 | 190,856 | 0.0 | |||||||||||
1,156,692 | CenturyLink, Inc. 2017 Term Loan B, 4.992%, (US0001M + 2.750%), 01/31/2025 | 1,150,426 | 0.2 | |||||||||||
147,386 | Global Tel*Link Corporation 1st Lien Term Loan, 6.386%, (US0003M + 4.000%), 05/23/2020 | 148,510 | 0.0 | |||||||||||
249,375 | MTN Infrastructure TopCo Inc 1st Lien Term Loan B, 5.242%, (US0001M + 3.000%), 11/15/2024 | 250,193 | 0.0 | |||||||||||
548,498 | Flexential Intermediate Corporation 2017 1st Lien Term Loan, 5.886%, (US0003M + 3.500%), 08/01/2024 | 542,784 | 0.1 | |||||||||||
149,250 | Securus Technologies Holdings, Inc. 2017 1st Lien Term Loan, 6.742%, (US0001M + 4.500%), 11/01/2024 | 149,965 | 0.0 | |||||||||||
150,000 | Speedcast International Limited Term Loan B, 4.886%, (US0003M + 2.500%), 05/02/2025 | 149,000 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
298,489 | Sprint Communications, Inc. 1st Lien Term Loan B, 4.750%, (US0001M + 2.500%), 02/02/2024 | 299,422 | 0.0 | |||||||||||
398,998 | Syniverse Holdings, Inc. 2018 1st Lien Term Loan, 7.148%, (US0001M + 5.000%), 03/09/2023 | 400,619 | 0.1 | |||||||||||
5,749,076 | 0.8 | |||||||||||||
Utilities: 0.2% | ||||||||||||||
871,870 | Calpine Construction Finance Company, L.P. 2017 Term Loan B, 4.742%, (US0001M + 2.500%), 01/15/2025 | 873,583 | 0.2 | |||||||||||
63,483 | Helix Gen Funding, LLC Term Loan B, 5.992%, (US0001M + 3.750%), 06/02/2024 | 59,686 | 0.0 | |||||||||||
141,643 | Nautilus Power, LLC Term Loan B, 6.648%, (US0001M + 4.250%), 05/16/2024 | 142,218 | 0.0 | |||||||||||
1,075,487 | 0.2 | |||||||||||||
Total Bank Loans | ||||||||||||||
(Cost $123,836,484) | 123,959,633 | 18.0 | ||||||||||||
FOREIGN GOVERNMENT BONDS: 2.7% | ||||||||||||||
1,075,000 | Argentine Republic Government International Bond, 6.875%, 01/26/2027 | 916,437 | 0.1 | |||||||||||
CLP | 2,500,000,000 | Bonos de la Tesoreria de la Republica en pesos, 4.500%, 03/01/2026 | 3,818,397 | 0.6 | ||||||||||
CLP | 1,490,000,000 | Bonos de la Tesoreria de la Republica en pesos, 5.000%, 03/01/2035 | 2,278,935 | 0.3 | ||||||||||
1,000,000 | (2) | Brazilian Government International Bond, 6.000%, 04/07/2026 | 1,027,500 | 0.2 | ||||||||||
500,000 | Dominican Republic International Bond, 6.000%, 07/19/2028 | 509,675 | 0.1 | |||||||||||
1,725,000 | Dominican Republic International Bond, 6.875%, 01/29/2026 | 1,845,647 | 0.3 | |||||||||||
1,700,000 | Egypt Government International Bond, 5.875%, 06/11/2025 | 1,628,240 | 0.2 | |||||||||||
250,000 | Egypt Government International Bond, 7.500%, 01/31/2027 | 255,203 | 0.0 | |||||||||||
647,500 | (3) | Ivory Coast Government International Bond, 5.750%, 12/31/2032 | 613,843 | 0.1 | ||||||||||
650,000 | Jordan Government International Bond, 6.125%, 01/29/2026 | 639,951 | 0.1 | |||||||||||
500,000 | (1) | KSA Sukuk Ltd., 3.628%, 04/20/2027 | 484,247 | 0.1 | ||||||||||
750,000 | (1) | Perusahaan Penerbit SBSN Indonesia III, 4.150%, 03/29/2027 | 725,250 | 0.1 |
500,000 | Republic of Ecuador, 7.875%, 01/23/2028 | 451,412 | 0.1 | |||||||||||
750,000 | Republic of South Africa Government International Bond, 5.875%, 06/22/2030 | 747,286 | 0.1 | |||||||||||
1,000,000 | South Africa Government International Bond, 5.875%, 09/16/2025 | 1,018,466 | 0.1 | |||||||||||
450,000 | Ukraine Government International Bond, 7.375%, 09/25/2032 | 390,375 | 0.1 | |||||||||||
975,000 | Ukraine Government International Bond, 7.750%, 09/01/2023 | 959,766 | 0.1 | |||||||||||
Total Foreign Government Bonds | ||||||||||||||
(Cost $19,152,026) | 18,310,630 | 2.7 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 4.9% | ||||||||||||||
U.S. Treasury Bonds: 0.1% | ||||||||||||||
559,000 | 3.125%, 05/15/2048 | 551,401 | 0.1 | |||||||||||
U.S. Treasury Notes: 4.8% | ||||||||||||||
2,854,000 | 2.625%, 08/31/2020 | 2,844,134 | 0.4 | |||||||||||
21,471,000 | 2.750%, 09/30/2020 | 21,444,161 | 3.1 | |||||||||||
11,000 | 2.750%, 09/15/2021 | 10,960 | 0.0 | |||||||||||
7,000 | 2.750%, 08/31/2023 | 6,940 | 0.0 | |||||||||||
6,940,000 | 2.875%, 08/15/2028 | 6,835,764 | 1.0 | |||||||||||
1,923,000 | 3.000%, 09/30/2025 | 1,921,347 | 0.3 | |||||||||||
33,063,306 | 4.8 | |||||||||||||
Total U.S. Treasury Obligations | ||||||||||||||
(Cost $33,716,044) | 33,614,707 | 4.9 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 14.4% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 3.5%(9) | ||||||||||||||
24,300,000 | (10) | 3.500%, 10/01/2048 | 23,911,769 | 3.5 | ||||||||||
Federal National Mortgage Association: 8.9%(9) | ||||||||||||||
13,200,000 | (10) | 3.000%, 10/01/2044 | 12,632,453 | 1.8 | ||||||||||
26,282,000 | (10) | 4.000%, 10/01/2044 | 26,540,040 | 3.9 | ||||||||||
21,475,000 | (10) | 4.500%, 10/01/2048 | 22,157,000 | 3.2 | ||||||||||
8,390 | 5.500%, 10/01/2039 | 9,067 | 0.0 | |||||||||||
61,338,560 | 8.9 | |||||||||||||
Government National Mortgage Association: 2.0% | ||||||||||||||
13,700,000 | (10) | 4.500%, 11/01/2048 | 14,149,532 | 2.0 | ||||||||||
Total U.S. Government Agency Obligations | ||||||||||||||
(Cost $99,386,052) | 99,399,861 | 14.4 | ||||||||||||
ASSET-BACKED SECURITIES: 19.8% | ||||||||||||||
Automobile Asset-Backed Securities: 0.4% | ||||||||||||||
166,000 | Santander Drive Auto Receivables Trust 2015-1 D, 3.240%, 04/15/2021 | 166,205 | 0.0 | |||||||||||
2,500,000 | (1) | Santander Drive Auto Receivables Trust 2018-1 E, 4.370%, 05/15/2025 | 2,455,420 | 0.4 | ||||||||||
2,621,625 | 0.4 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
Home Equity Asset-Backed Securities: 0.4% | ||||||||||||||
572,508 | GSAA Home Equity Trust 2006-3 A3, 2.516%, (US0001M + 0.300%), 03/25/2036 | 427,735 | 0.1 | |||||||||||
840,083 | (3) | GSAA Home Equity Trust 2006-4 4A3, 3.853%, 03/25/2036 | 693,762 | 0.1 | ||||||||||
1,328,447 | (3) | GSAA Trust 2006-7 AF2, 5.995%, 03/25/2046 | 932,418 | 0.1 | ||||||||||
911,144 | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1 2A4A, 2.446%, (US0001M + 0.230%), 02/25/2037 | 825,560 | 0.1 | |||||||||||
2,879,475 | 0.4 | |||||||||||||
Other Asset-Backed Securities: 17.4% | ||||||||||||||
3,400,303 | (1) | Ajax Mortgage Loan Trust 2018-A A, 3.850%, 04/25/2058 | 3,379,438 | 0.5 | ||||||||||
4,000,000 | (1),(3) | Ajax Mortgage Loan Trust 2018-C A, 4.360%, 09/25/2065 | 4,010,000 | 0.6 | ||||||||||
190,000 | (1) | ALM VII R-2 Ltd. 2013-7R2A A2R, 4.339%, (US0003M + 2.000%), 10/15/2027 | 190,060 | 0.0 | ||||||||||
2,000,000 | (1) | AMMC CLO XI Ltd. 2012-11A CR2, 4.239%, (US0003M + 1.900%), 04/30/2031 | 1,998,402 | 0.3 | ||||||||||
120,000 | (1) | Apidos CLO XVII 2014-17A A2R, 4.186%, (US0003M + 1.850%), 04/17/2026 | 120,030 | 0.0 | ||||||||||
200,000 | (1) | Apidos CLO XVII 2014-17A BR, 4.836%, (US0003M + 2.500%), 04/17/2026 | 200,392 | 0.0 | ||||||||||
2,250,000 | (1) | Apidos CLO XVIII 2018-18A C, 0.000%, (US0003M + 2.200%), 10/22/2030 | 2,250,000 | 0.3 | ||||||||||
2,250,000 | (1) | Apidos CLO XXIX 2018-29A B, 4.292%, (US0003M + 1.900%), 07/25/2030 | 2,238,831 | 0.3 | ||||||||||
1,100,000 | (1) | Ares XLII Clo Ltd. 2017-42A C, 4.547%, (US0003M + 2.200%), 01/22/2028 | 1,102,138 | 0.2 | ||||||||||
500,000 | (1) | Ares XXIX CLO Ltd. 2014-1A BR, 4.636%, (US0003M + 2.300%), 04/17/2026 | 500,362 | 0.1 | ||||||||||
1,250,000 | (1) | Ares XXVIIIR CLO Ltd. 2018-28RA C, 4.571%, (US0003M + 2.150%), 10/17/2030 | 1,249,967 | 0.2 | ||||||||||
750,000 | (1) | Atrium CDO Corp. 12A CR, 3.997%, (US0003M + 1.650%), 04/22/2027 | 743,371 | 0.1 | ||||||||||
1,250,000 | (1) | Atrium CDO Corp. 12A DR, 5.147%, (US0003M + 2.800%), 04/22/2027 | 1,245,522 | 0.2 |
250,000 | (1) | Avery Point IV CLO Ltd. 2014-1A CR, 4.685%, (US0003M + 2.350%), 04/25/2026 | 250,291 | 0.0 | ||||||||||
250,000 | (1) | Babson CLO Ltd. 2014-IA BR, 4.548%, (US0003M + 2.200%), 07/20/2025 | 250,099 | 0.0 | ||||||||||
2,500,000 | (1) | Babson CLO Ltd. 2016-IA CR, 4.301%, (US0003M + 2.100%), 07/23/2030 | 2,499,772 | 0.4 | ||||||||||
2,000,000 | (1) | Babson CLO Ltd. 2018-3A C, 3.970%, (US0003M + 1.900%), 07/20/2029 | 1,976,454 | 0.3 | ||||||||||
2,000,000 | (1) | Benefit Street Partners CLO V-B Ltd. 2018-5BA B, 4.267%, (US0003M + 2.150%), 04/20/2031 | 1,999,902 | 0.3 | ||||||||||
500,000 | (1) | Benefit Street Partners CLO VII Ltd. 2015-VIIA CR, 4.733%, (US0003M + 2.400%), 07/18/2027 | 495,791 | 0.1 | ||||||||||
280,000 | (1) | BlueMountain CLO 2012-2A BR, 4.222%, (US0003M + 1.900%), 11/20/2028 | 280,157 | 0.0 | ||||||||||
1,000,000 | (1) | BlueMountain CLO 2013-2A CR, 4.297%, (US0003M + 1.950%), 10/22/2030 | 989,834 | 0.1 | ||||||||||
1,200,000 | (1) | BlueMountain CLO 2014-2A CR2 Ltd., 0.000%, (US0003M + 2.200%), 10/20/2030 | 1,200,000 | 0.2 | ||||||||||
1,000,000 | (1) | BlueMountain CLO 2014-2A DR, 5.348%, (US0003M + 3.000%), 07/20/2026 | 999,963 | 0.2 | ||||||||||
1,000,000 | (1) | BlueMountain CLO 2015-4 CR Ltd., 4.248%, (US0003M + 1.900%), 04/20/2030 | 994,977 | 0.1 | ||||||||||
2,000,000 | (1) | BlueMountain CLO XXII Ltd. 2018-1A C, 4.389%, (US0003M + 2.050%), 07/30/2030 | 1,999,942 | 0.3 | ||||||||||
1,000,000 | (1) | BlueMountain CLO 2013-3A DR, 5.239%, (US0003M + 2.900%), 10/29/2025 | 999,960 | 0.2 | ||||||||||
2,000,000 | (1) | BlueMountain CLO 2016-1 Ltd. 2016-1A DR, 4.998%, (US0003M + 2.650%), 04/20/2027 | 1,982,740 | 0.3 | ||||||||||
350,000 | (1) | Bristol Park CLO Ltd. 2016-1A B, 4.239%, (US0003M + 1.900%), 04/15/2029 | 350,960 | 0.1 | ||||||||||
750,000 | (1) | Buttermilk Park CLO Ltd. 2018-1A C, 4.438%, (US0003M + 2.100%), 10/15/2031 | 749,989 | 0.1 | ||||||||||
1,500,000 | (1) | Carlyle Global Market Strategies CLO 2015-3A CR Ltd., 5.189%, (US0003M + 2.850%), 07/28/2028 | 1,499,942 | 0.2 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
150,000 | (1) | Carlyle Global Market Strategies CLO Ltd. 2012-4A BR, 4.248%, (US0003M + 1.900%), 01/20/2029 | 150,164 | 0.0 | ||||||||||
2,000,000 | (1) | Carlyle Global Market Strategies CLO 2015-2A CR Ltd., 4.587%, (US0003M + 2.250%), 04/27/2027 | 1,984,982 | 0.3 | ||||||||||
250,000 | (1) | Cedar Funding II CLO Ltd. 2013-1A CR, 4.677%, (US0003M + 2.350%), 06/09/2030 | 250,602 | 0.0 | ||||||||||
500,000 | (1) | Cedar Funding IV CLO Ltd. 2014-4A CR, 4.597%, (US0003M + 2.250%), 07/23/2030 | 500,410 | 0.1 | ||||||||||
1,000,000 | (1) | Cent CLO C17A BR Ltd., 4.203%, (US0003M + 1.850%), 04/30/2031 | 994,968 | 0.1 | ||||||||||
1,000,000 | (1) | Chenango Park CLO Ltd. 2018-1AB, 4.189%, (US0003M + 1.850%), 04/15/2030 | 997,101 | 0.1 | ||||||||||
1,000,000 | (1) | CIFC Funding 2014-3A DR, 5.497%, (US0003M + 3.150%), 07/22/2026 | 1,000,163 | 0.2 | ||||||||||
250,000 | (1) | CIFC Funding 2017-2A C, 4.698%, (US0003M + 2.350%), 04/20/2030 | 250,696 | 0.0 | ||||||||||
1,100,000 | Countrywide Asset-Backed Certificates 2005-AB2 M1, 2.921%, (US0001M + 0.705%), 09/25/2035 | 1,069,033 | 0.2 | |||||||||||
1,750,000 | (1) | Cumberland Park CLO Ltd. 2015-2A CR, 4.148%, (US0003M + 1.800%), 07/20/2028 | 1,742,608 | 0.3 | ||||||||||
500,000 | (1) | Cumberland Park CLO Ltd. 2015-2A DR, 5.048%, (US0003M + 2.700%), 07/20/2028 | 495,911 | 0.1 | ||||||||||
1,089,000 | (1) | Domino's Pizza Master Issuer LLC 2017-1A A23, 4.118%, 07/25/2047 | 1,072,800 | 0.2 | ||||||||||
648,375 | (1) | Domino's Pizza Master Issuer LLC 2018-1A A2I, 4.116%, 07/25/2048 | 645,383 | 0.1 | ||||||||||
1,246,875 | (1) | Driven Brands Funding, LLC 2018-1A A2, 4.739%, 04/20/2048 | 1,241,486 | 0.2 | ||||||||||
280,000 | (1) | Dryden 33 Senior Loan Fund 2014-33A BR, 4.189%, (US0003M + 1.850%), 10/15/2028 | 280,247 | 0.0 | ||||||||||
1,750,000 | (1) | Dryden 55 CLO Ltd. 2018-55A C, 3.941%, (US0003M + 1.900%), 04/15/2031 | 1,742,181 | 0.3 | ||||||||||
1,000,000 | (1) | Dryden 60 CLO Ltd. 2018-60A C, 4.215%, (US0003M + 2.050%), 07/15/2031 | 999,943 | 0.2 |
2,000,000 | (1) | Dryden 65 CLO Ltd. 2018-65A C, 0.000%, (US0003M + 2.100%), 07/18/2030 | 1,999,664 | 0.3 | ||||||||||
250,000 | (1) | Dryden Senior Loan Fund 2017-47A C, 4.539%, (US0003M + 2.200%), 04/15/2028 | 250,771 | 0.0 | ||||||||||
1,150,000 | (1) | Dryden XXV Senior Loan Fund 2012-25A DRR, 5.339%, (US0003M + 3.000%), 10/15/2027 | 1,150,138 | 0.2 | ||||||||||
750,000 | (1) | Dryden XXVI Senior Loan Fund 2013-26A CR, 4.198%, (US0003M + 1.850%), 04/15/2029 | 747,767 | 0.1 | ||||||||||
250,000 | (1) | Flatiron CLO Ltd. 2013-1A A2R, 3.986%, (US0003M + 1.650%), 01/17/2026 | 250,065 | 0.0 | ||||||||||
250,000 | (1) | Flatiron CLO Ltd. 2013-1A BR, 4.686%, (US0003M + 2.350%), 01/17/2026 | 250,071 | 0.0 | ||||||||||
750,000 | (1) | Galaxy XXII CLO Ltd. 2016-22A DR, 5.439%, (US0003M + 3.100%), 07/16/2028 | 750,009 | 0.1 | ||||||||||
1,000,000 | (1) | Invitation Homes 2018-SFR1 D Trust, 3.608%, (US0001M + 1.450%), 03/17/2037 | 1,000,666 | 0.2 | ||||||||||
5,000,000 | (1) | Invitation Homes 2018-SFR3 D Trust, 3.808%, (US0001M + 1.650%), 07/17/2037 | 5,048,132 | 0.7 | ||||||||||
250,000 | (1) | Jay Park CLO Ltd. 2016-1A B, 4.748%, (US0003M + 2.400%), 10/20/2027 | 250,144 | 0.0 | ||||||||||
2,000,000 | (1) | LCM XIV L.P. 14A CR, 4.250%, (US0003M + 1.850%), 07/20/2031 | 1,985,706 | 0.3 | ||||||||||
1,350,000 | (1) | LCM XVIII L.P. 18A CR, 4.198%, (US0003M + 1.850%), 04/20/2031 | 1,346,645 | 0.2 | ||||||||||
1,000,000 | (1) | LCM XX L.P. 20A-CR, 4.289%, (US0003M + 1.950%), 10/20/2027 | 1,000,000 | 0.1 | ||||||||||
1,500,000 | (1) | LCM XX L.P. 20A-DR, 5.139%, (US0003M + 2.800%), 10/20/2027 | 1,500,000 | 0.2 | ||||||||||
1,000,000 | (1) | Madison Park Funding XIII Ltd. 2014-13A CR2, 4.242%, (US0003M + 1.900%), 04/19/2030 | 994,127 | 0.1 | ||||||||||
1,000,000 | (1) | Magnetite VIII Ltd. 2014-8A CR2, 4.189%, (US0003M + 1.850%), 04/15/2031 | 993,630 | 0.1 | ||||||||||
2,000,000 | (1) | Magnetite XV Ltd. 2015-15A CR, 4.135%, (US0003M + 1.800%), 07/25/2031 | 1,984,304 | 0.3 | ||||||||||
1,364,016 | (1) | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | 1,353,956 | 0.2 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
2,000,000 | (1) | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | 1,987,437 | 0.3 | ||||||||||
750,000 | (1) | Neuberger Berman CLO XXII Ltd. 2016-22A CR, 4.649%, (US0003M + 2.200%), 10/17/2030 | 750,000 | 0.1 | ||||||||||
700,000 | (1) | Ocean Trails CLO IV 2013-4A DR, 5.338%, (US0003M + 3.000%), 08/13/2025 | 700,111 | 0.1 | ||||||||||
1,750,000 | (1) | Octagon Investment Partners 32 Ltd. 2017-1A C, 4.589%, (US0003M + 2.250%), 07/15/2029 | 1,755,476 | 0.3 | ||||||||||
600,000 | (1) | Octagon Investment Partners 33 Ltd. 2017-1A B, 4.198%, (US0003M + 1.850%), 01/20/2031 | 599,999 | 0.1 | ||||||||||
250,000 | (1) | Octagon Investment Partners XIX Ltd. 2014-1A CR, 4.439%, (US0003M + 2.100%), 04/15/2026 | 250,011 | 0.0 | ||||||||||
1,000,000 | (1) | Octagon Investment Partners XXIII Ltd. 2015-1A CR, 4.189%, (US0003M + 1.850%), 07/15/2027 | 999,711 | 0.1 | ||||||||||
1,545,000 | (1) | OHA Credit Partners IX Ltd 2013-9A DR, 5.648%, (US0003M + 3.300%), 10/20/2025 | 1,545,247 | 0.2 | ||||||||||
1,080,000 | (1) | OHA Loan Funding Ltd. 2015-1A BR, 4.114%, (US0003M + 1.800%), 08/15/2029 | 1,080,329 | 0.2 | ||||||||||
340,000 | (1) | OHA Loan Funding Ltd. 2016-1A B1, 4.148%, (US0003M + 1.800%), 01/20/2028 | 340,264 | 0.1 | ||||||||||
300,000 | (1) | Palmer Square CLO 2013-2A BR Ltd., 4.586%, (US0003M + 2.250%), 10/17/2027 | 300,066 | 0.0 | ||||||||||
1,250,000 | (1) | Palmer Square CLO 2013-2A BRR Ltd., 4.649%, (US0003M + 2.200%), 10/17/2031 | 1,250,000 | 0.2 | ||||||||||
500,000 | (1) | Palmer Square CLO 2015-1A BR Ltd., 4.862%, (US0003M + 2.550%), 05/21/2029 | 501,904 | 0.1 | ||||||||||
300,000 | (1) | Palmer Square CLO 2015-2A BR Ltd., 4.748%, (US0003M + 2.400%), 07/20/2030 | 300,474 | 0.0 | ||||||||||
685,000 | (1) | Palmer Square Loan Funding 2017-1A D Ltd., 7.189%, (US0003M + 4.850%), 10/15/2025 | 669,703 | 0.1 | ||||||||||
1,000,000 | (1) | Palmer Square Loan Funding 2018-1A D Ltd., 6.289%, (US0003M + 3.950%), 04/15/2026 | 982,765 | 0.1 |
1,000,000 | (1) | Palmer Square Loan Funding 2018-1A E Ltd., 8.239%, (US0003M + 5.900%), 04/15/2026 | 999,221 | 0.1 | ||||||||||
1,500,000 | (1),(10) | Palmer Square Loan Funding 2018-2A C Ltd., 4.310%, (US0003M + 1.950%), 07/15/2026 | 1,470,161 | 0.2 | ||||||||||
3,000,000 | (1) | Palmer Square Loan Funding 2018-4 D Ltd., 0.000%, (US0003M + 4.250%), 11/15/2026 | 2,999,997 | 0.4 | ||||||||||
600,000 | (1) | Planet Fitness Master Issuer LLC 2018-1A A2I, 4.262%, 09/05/2048 | 600,110 | 0.1 | ||||||||||
400,000 | (1) | Progress Residential 2015-SFR2 E, 4.427%, 06/12/2032 | 399,592 | 0.1 | ||||||||||
670,000 | (1) | Recette CLO Ltd. 2015-1A DR, 5.098%, (US0003M + 2.750%), 10/20/2027 | 667,550 | 0.1 | ||||||||||
2,050,000 | (1) | Sofi Consumer Loan Program 2018-2 C Trust, 4.250%, 04/26/2027 | 2,034,255 | 0.3 | ||||||||||
120,000 | (1) | Symphony CLO Ltd. 2016-18A B, 4.147%, (US0003M + 1.800%), 01/23/2028 | 120,240 | 0.0 | ||||||||||
1,200,000 | (1) | Symphony Credit Opportunities Fund Ltd. 2015-2A CR, 4.438%, (US0003M + 2.260%), 07/15/2028 | 1,199,975 | 0.2 | ||||||||||
1,000,000 | (1) | TCI-Flatiron Clo 2017-1A C Ltd., 4.162%, (US0003M + 1.850%), 11/17/2030 | 993,184 | 0.1 | ||||||||||
2,500,000 | (1) | TES LLC 2017-1A B, 7.740%, 10/20/2047 | 2,527,287 | 0.4 | ||||||||||
250,000 | (1) | Thacher Park CLO Ltd. 2014-1A CR, 4.548%, (US0003M + 2.200%), 10/20/2026 | 250,116 | 0.0 | ||||||||||
2,000,000 | (1) | THL Credit Wind River 2014-1 CRR CLO Ltd., 4.305%, (US0003M + 1.950%), 07/18/2031 | 1,984,492 | 0.3 | ||||||||||
2,250,000 | (1) | THL Credit Wind River 2014-3A CR2 CLO Ltd., 0.000%, (US0003M + 2.300%), 10/22/2031 | 2,250,000 | 0.3 | ||||||||||
1,000,000 | THL Credit Wind River 2016-1A CR CLO Ltd., 4.448%, (US0003M + 2.100%), 07/15/2028 | 999,903 | 0.2 | |||||||||||
350,000 | (1) | THL Credit Wind River 2017-1A C CLO Ltd., 4.633%, (US0003M + 2.300%), 04/18/2029 | 350,764 | 0.1 | ||||||||||
300,000 | (1) | THL Credit Wind River 2017-2A A CLO Ltd., 3.578%, (US0003M + 1.230%), 07/20/2030 | 300,262 | 0.0 | ||||||||||
1,250,000 | (1) | THL Credit Wind River 2018-2A C Clo Ltd., 4.311%, (US0003M + 2.200%), 07/15/2030 | 1,249,929 | 0.2 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
2,000,000 | (1),(3) | Towd Point Mortgage Trust 2015-6 M2, 3.750%, 04/25/2055 | 1,969,030 | 0.3 | ||||||||||
600,000 | (1),(3) | Towd Point Mortgage Trust 2017-6 M2, 3.250%, 10/25/2057 | 549,218 | 0.1 | ||||||||||
1,500,000 | (1) | Upland CLO Ltd. 2016-1A BR, 4.198%, (US0003M + 1.850%), 04/20/2031 | 1,498,371 | 0.2 | ||||||||||
1,295,000 | (1) | Venture XX CLO Ltd. 2015-20A CR, 4.239%, (US0003M + 1.900%), 04/15/2027 | 1,292,718 | 0.2 | ||||||||||
2,000,000 | (1) | West CLO 2014-2A BR Ltd., 4.089%, (US0003M + 1.750%), 01/16/2027 | 1,999,914 | 0.3 | ||||||||||
119,743,545 | 17.4 | |||||||||||||
Student Loan Asset-Backed Securities: 1.6% | ||||||||||||||
551,859 | (1) | Earnest Student Loan Program, LLC 2017-A C, 4.130%, 01/25/2041 | 513,421 | 0.1 | ||||||||||
1,086,000 | (1) | ELFI Graduate Loan Program 2018-A B LLC, 4.000%, 08/25/2042 | 1,053,148 | 0.2 | ||||||||||
750,000 | (1) | Navient Private Education Refi Loan Trust 2018-CA B, 4.220%, 06/16/2042 | 742,525 | 0.1 | ||||||||||
4,000,000 | (1) | SMB Private Education Loan Trust 2014-A C, 4.500%, 09/15/2045 | 3,842,981 | 0.6 | ||||||||||
1,000,000 | (1) | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | 962,870 | 0.1 | ||||||||||
1,000,000 | (1),(3) | SoFi Professional Loan Program 2017-A C, 4.430%, 03/26/2040 | 982,973 | 0.1 | ||||||||||
1,000,000 | (1),(3) | SoFi Professional Loan Program 2017-C C, 4.210%, 07/25/2040 | 973,426 | 0.1 | ||||||||||
1,000,000 | (1) | SoFi Professional Loan Program 2017-E C LLC, 4.160%, 11/26/2040 | 969,941 | 0.1 | ||||||||||
1,000,000 | (1) | Sofi Professional Loan Program 2018-D BFX Trust, 4.140%, 02/25/2048 | 1,000,254 | 0.2 | ||||||||||
11,041,539 | 1.6 | |||||||||||||
Total Asset-Backed Securities | ||||||||||||||
(Cost $136,562,922) | 136,286,184 | 19.8 | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 18.1% | ||||||||||||||
5,000,000 | (1) | Atrium Hotel Portfolio Trust 2018-ATRM D, 4.458%, (US0001M + 2.300%), 06/15/2035 | 5,028,399 | 0.7 | ||||||||||
5,320,000 | (1) | BANK 2017-BNK4 E, 3.357%, 05/15/2050 | 3,670,608 | 0.5 | ||||||||||
5,320,000 | (1),(3),(6) | BANK 2017-BNK4 XE, 1.632%, 05/15/2050 | 516,013 | 0.1 | ||||||||||
1,600,000 | (1),(3) | BANK 2017-BNK6 E, 2.793%, 07/15/2060 | 978,418 | 0.1 | ||||||||||
3,290,000 | (1),(3),(6) | BANK 2017-BNK6 XE, 1.500%, 07/15/2060 | 344,000 | 0.1 |
75,478,383 | (3),(6) | BANK 2018-BNK12 XA, 0.483%, 05/15/2061 | 1,867,592 | 0.3 | ||||||||||
1,000,000 | (1),(3) | BAMLL RE-Remic Trust 2014-FRR8 A, 2.200%, 11/26/2047 | 823,074 | 0.1 | ||||||||||
1,458,000 | (1),(3) | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 F, 5.911%, 04/12/2038 | 1,488,393 | 0.2 | ||||||||||
500,000 | (1) | BXMT 2017-FL1 C Ltd., 4.108%, (US0001M + 1.950%), 06/15/2035 | 504,376 | 0.1 | ||||||||||
1,500,000 | (1) | BXMT 2017-FL1 D Ltd., 4.858%, (US0001M + 2.700%), 06/15/2035 | 1,521,616 | 0.2 | ||||||||||
8,269,518 | (3),(6) | CD 2016-CD1 Mortgage Trust XA, 1.562%, 08/10/2049 | 682,678 | 0.1 | ||||||||||
14,660,000 | (1),(3),(6) | CD 2016-CD1 Mortgage Trust XB, 0.816%, 08/10/2049 | 703,421 | 0.1 | ||||||||||
1,000,000 | (1),(3) | Citigroup Commercial Mortgage Trust 2013-GC17 D, 5.263%, 11/10/2046 | 969,700 | 0.1 | ||||||||||
27,870,032 | (3),(6) | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.269%, 10/12/2050 | 1,991,149 | 0.3 | ||||||||||
3,000,000 | (3) | COMM 2012-CCRE2 C Mortgage Trust, 4.993%, 08/15/2045 | 3,013,830 | 0.4 | ||||||||||
4,048,744 | (3),(6) | COMM 2012-CR1 XA, 2.048%, 05/15/2045 | 223,674 | 0.0 | ||||||||||
11,448,716 | (3),(6) | COMM 2012-CR3 XA, 2.036%, 10/15/2045 | 694,818 | 0.1 | ||||||||||
984,490 | (3),(6) | COMM 2012-CR4 XA, 1.941%, 10/15/2045 | 54,851 | 0.0 | ||||||||||
7,314,347 | (1),(3),(6) | COMM 2012-LTRT XA, 1.117%, 10/05/2030 | 214,669 | 0.0 | ||||||||||
1,500,000 | (1),(3) | COMM 2013-LC6 D Mortgage Trust, 4.406%, 01/10/2046 | 1,434,883 | 0.2 | ||||||||||
6,213,074 | (3),(6) | COMM 2014-UBS3 XA, 1.440%, 06/10/2047 | 281,432 | 0.0 | ||||||||||
7,147,103 | (3),(6) | COMM 2016-COR1 XA, 1.617%, 10/10/2049 | 585,029 | 0.1 | ||||||||||
2,845,424 | (3),(6) | COMM 2016-CR28 XA, 0.706%, 02/10/2049 | 105,151 | 0.0 | ||||||||||
1,000,000 | (3) | COMM 2017-COR2 C, 4.715%, 09/10/2050 | 999,120 | 0.2 | ||||||||||
21,583,065 | (3),(6) | COMM 2017-COR2 XA, 1.333%, 09/10/2050 | 1,775,667 | 0.3 | ||||||||||
3,962,000 | (1),(3) | Core Industrial Trust 2015-TEXW E, 3.977%, 02/10/2034 | 3,911,845 | 0.6 | ||||||||||
455,764 | (3) | Credit Suisse First Boston Mortgage Securities Corp. 2005-C5 F, 5.100%, 08/15/2038 | 460,216 | 0.1 | ||||||||||
11,346,790 | (3),(6) | CSAIL 2017-CX9 XA Commercial Mortgage Trust, 1.036%, 09/15/2050 | 513,458 | 0.1 | ||||||||||
49,222,093 | (3),(6) | CSAIL 2018-CX12 XA Commercial Mortgage Trust, 0.785%, 08/15/2051 | 2,340,766 | 0.3 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
3,170,000 | (1),(3) | DBJPM 16-C3 F Mortgage Trust, 4.384%, 08/10/2049 | 2,232,531 | 0.3 | ||||||||||
3,560,000 | (1),(3) | DBJPM 16-C3 G Mortgage Trust, 4.384%, 08/10/2049 | 1,756,703 | 0.3 | ||||||||||
6,667,476 | (3),(6) | Freddie Mac Multifamily Structured Pass Through Certificates K006 BX1, 5.542%, 02/25/2020 | 454,720 | 0.1 | ||||||||||
13,450,000 | (3),(6) | Freddie Mac Multifamily Structured Pass Through Certificates K011 X3, 2.659%, 12/25/2043 | 714,223 | 0.1 | ||||||||||
16,928,081 | (3),(6) | Freddie Mac Multifamily Structured Pass Through Certificates K014 X3, 3.307%, 02/25/2042 | 1,312,642 | 0.2 | ||||||||||
23,269,844 | (3),(6) | Freddie Mac Multifamily Structured Pass Through Certificates K016 X1, 1.668%, 10/25/2021 | 857,754 | 0.1 | ||||||||||
19,240,000 | (3),(6) | Freddie Mac Multifamily Structured Pass Through Certificates K016 X3, 2.665%, 11/25/2041 | 1,387,849 | 0.2 | ||||||||||
10,470,000 | (3),(6) | Freddie Mac Multifamily Structured Pass Through Certificates K035 X3, 1.852%, 12/25/2041 | 827,908 | 0.1 | ||||||||||
48,321,960 | (3),(6) | Freddie Mac Multifamily Structured Pass Through Certificates K709 X3, 1.760%, 04/25/2045 | 375,819 | 0.1 | ||||||||||
8,937,711 | (3),(6) | Freddie Mac Multifamily Structured Pass Through Certificates K715 X3, 2.084%, 02/25/2041 | 419,853 | 0.1 | ||||||||||
20,330,706 | (3),(6) | Freddie Mac Multifamily Structured Pass Through Certificates KC01 X3, 3.969%, 01/25/2026 | 2,827,015 | 0.4 | ||||||||||
693,566 | (1),(6) | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/2044 | 1,723 | 0.0 | ||||||||||
203,197,429 | (1),(6) | FREMF Mortgage Trust 2014-K714 X2B, 0.100%, 01/25/2047 | 369,758 | 0.1 | ||||||||||
2,000,000 | (1) | GPT 2018-GPP E Mortgage Trust, 4.628%, (US0001M + 2.470%), 06/15/2035 | 2,009,039 | 0.3 | ||||||||||
2,000,000 | (1) | GS Mortgage Securities Corp. II 2018-RIVR F, 4.258%, (US0001M + 2.100%), 07/15/2035 | 1,983,903 | 0.3 | ||||||||||
2,500,000 | (1) | GS Mortgage Securities Corp. II 2018-RIVR G, 4.758%, (US0001M + 2.600%), 07/15/2035 | 2,482,572 | 0.4 | ||||||||||
1,010,000 | (1),(3) | GS Mortgage Securities Trust 2016-GS4 D, 3.233%, 11/10/2049 | 839,077 | 0.1 | ||||||||||
2,000,000 | (1) | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-WPT FFX, 5.542%, 07/05/2033 | 1,958,350 | 0.3 |
8,490,000 | (1),(3),(6) | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.414%, 12/15/2047 | 110,216 | 0.0 | ||||||||||
124,145 | (3) | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9 E, 5.470%, 06/12/2041 | 125,538 | 0.0 | ||||||||||
500,000 | (1),(3) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 C, 5.583%, 07/15/2046 | 520,294 | 0.1 | ||||||||||
6,150,000 | (1),(3) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 F, 3.873%, 07/15/2046 | 6,018,872 | 0.9 | ||||||||||
5,832,721 | (3),(6) | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 2.066%, 06/15/2045 | 213,466 | 0.0 | ||||||||||
2,000,000 | (3) | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 D, 4.256%, 12/15/2047 | 1,882,920 | 0.3 | ||||||||||
1,000,000 | (1),(3) | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 E, 3.500%, 12/15/2047 | 818,949 | 0.1 | ||||||||||
1,000,000 | (1),(3) | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 D, 4.125%, 01/15/2046 | 969,665 | 0.1 | ||||||||||
1,740,000 | (1),(3) | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 F, 3.986%, 01/15/2046 | 1,381,801 | 0.2 | ||||||||||
33,886,776 | (3),(6) | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 XA, 1.230%, 07/15/2047 | 1,060,544 | 0.2 | ||||||||||
1,000,000 | (1),(3) | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.265%, 11/15/2045 | 1,016,154 | 0.2 | ||||||||||
1,405,000 | (3) | JPMBB Commercial Mortgage Securities Trust 2014-C21 C, 4.812%, 08/15/2047 | 1,385,484 | 0.2 | ||||||||||
4,059,000 | (1) | JPMBB Commercial Mortgage Securities Trust 2014-C26 F, 4.000%, 01/15/2048 | 2,777,443 | 0.4 | ||||||||||
64,548,947 | (3),(6) | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 1.289%, 10/15/2048 | 2,840,496 | 0.4 | ||||||||||
21,621,236 | (3),(6) | JPMDB Commercial Mortgage Securities Trust 2017-C7 XA, 1.053%, 10/15/2050 | 1,303,992 | 0.2 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
396 | (3) | LB-UBS Commercial Mortgage Trust 2005-C3 D, 4.954%, 07/15/2040 | 396 | 0.0 | ||||||||||
1,000,000 | (3) | LB-UBS Commercial Mortgage Trust 2005-C3 F, 5.013%, 07/15/2040 | 980,505 | 0.2 | ||||||||||
760,000 | (1),(3) | LB-UBS Commercial Mortgage Trust 2005-C5 G, 5.350%, 09/15/2040 | 775,588 | 0.1 | ||||||||||
24,966,616 | (1),(3),(6) | LCCM 2017-LC26 XA, 1.685%, 07/12/2050 | 2,309,412 | 0.3 | ||||||||||
13,982,936 | (1),(3),(6) | LSTAR Commercial Mortgage Trust 2017-5 X, 1.270%, 03/10/2050 | 653,234 | 0.1 | ||||||||||
942,045 | (1),(3) | Merrill Lynch Mortgage Trust 2004-BPC1 E, 5.167%, 10/12/2041 | 940,798 | 0.1 | ||||||||||
221,760 | (3) | ML-CFC Commercial Mortgage Trust 2006-1 B, 5.947%, 02/12/2039 | 221,379 | 0.0 | ||||||||||
13,008,112 | (3),(6) | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 XA, 1.233%, 11/15/2046 | 521,123 | 0.1 | ||||||||||
20,194,974 | (3),(6) | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.255%, 12/15/2047 | 804,903 | 0.1 | ||||||||||
1,660,000 | (1),(3) | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 E, 5.053%, 04/15/2047 | 1,412,344 | 0.2 | ||||||||||
1,000,000 | (3) | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 C, 4.611%, 02/15/2048 | 979,261 | 0.1 | ||||||||||
15,866,196 | (3),(6) | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 XA, 0.967%, 11/15/2052 | 891,477 | 0.1 | ||||||||||
270,000 | (1),(3) | Morgan Stanley Capital I Trust 2011-C1 D, 5.599%, 09/15/2047 | 277,179 | 0.0 | ||||||||||
5,970,000 | (1) | Morgan Stanley Capital I Trust 2011-C1 K, 4.193%, 09/15/2047 | 5,775,288 | 0.8 | ||||||||||
4,268,000 | (1) | Morgan Stanley Capital I Trust 2011-C1 L, 4.193%, 09/15/2047 | 4,013,136 | 0.6 | ||||||||||
3,519,000 | (1) | PFP 2017-4 E Ltd., 7.008%, (US0001M + 4.850%), 07/14/2035 | 3,619,344 | 0.5 | ||||||||||
1,250,000 | (1) | SLIDE 2018-FUN E, 4.370%, (US0001M + 2.300%), 06/15/2031 | 1,255,445 | 0.2 | ||||||||||
1,250,000 | (1) | SLIDE 2018-FUN F, 5.070%, (US0001M + 3.000%), 06/15/2031 | 1,256,249 | 0.2 | ||||||||||
480,000 | (1) | STWD 2018-URB D Mortgage Trust, 4.113%, (US0001M + 2.050%), 05/15/2035 | 481,208 | 0.1 | ||||||||||
1,000,000 | (1),(3) | UBS Commercial Mortgage Trust 2017-C5, 4.464%, 11/15/2050 | 925,487 | 0.1 |
2,500,000 | (1),(3) | UBS-Barclays Commercial Mortgage Trust 2013-C6 D, 4.457%, 04/10/2046 | 2,271,881 | 0.3 | ||||||||||
1,600,000 | (1) | Wells Fargo Commercial Mortgage Trust 2015-C30 E, 3.250%, 09/15/2058 | 1,066,378 | 0.2 | ||||||||||
30,000,000 | (3),(6) | Wells Fargo Commercial Mortgage Trust 2016-C36 XB, 0.820%, 11/15/2059 | 1,391,031 | 0.2 | ||||||||||
1,120,000 | (1) | Wells Fargo Commercial Mortgage Trust 2017-C40 D, 2.700%, 10/15/2050 | 887,409 | 0.1 | ||||||||||
21,033,925 | (3),(6) | Wells Fargo Commercial Mortgage Trust 2017-C40 XA, 1.136%, 10/15/2050 | 1,341,169 | 0.2 | ||||||||||
2,500,000 | (1) | Wells Fargo Commercial Mortgage Trust 2018-BXI E, 4.315%, (US0001M + 2.157%), 12/15/2036 | 2,522,565 | 0.4 | ||||||||||
1,060,000 | (1),(7),(8) | Wells Fargo Re-REMIC Trust 2013-FRR1 B706, 0.000%, 12/27/2043 | 1,054,102 | 0.2 | ||||||||||
405,945 | (1),(3),(6) | WFRBS Commercial Mortgage Trust 2012-C8 XA, 2.003%, 08/15/2045 | 22,798 | 0.0 | ||||||||||
3,347,804 | (1),(3),(6) | WFRBS Commercial Mortgage Trust 2012-C9 XA, 2.048%, 11/15/2045 | 208,342 | 0.0 | ||||||||||
760,000 | (1),(3) | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.412%, 03/15/2045 | 594,575 | 0.1 | ||||||||||
1,200,000 | (1),(3) | WFRBS Commercial Mortgage Trust 2013-C11 G, 4.412%, 03/15/2045 | 497,270 | 0.1 | ||||||||||
5,868,619 | (1),(3),(6) | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.421%, 03/15/2048 | 262,624 | 0.0 | ||||||||||
50,421,374 | (3),(6) | WFRBS Commercial Mortgage Trust 2013-UBS1 XA, 1.126%, 03/15/2046 | 1,354,923 | 0.2 | ||||||||||
Total Commercial Mortgage-Backed Securities | ||||||||||||||
(Cost $123,565,003) | 124,504,942 | 18.1 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $698,412,893) | 699,200,848 | 101.5 |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
SHORT-TERM INVESTMENTS: 20.4% | ||||||||||||||
Securities Lending Collateral(11): 0.7% | ||||||||||||||
1,214,969 | Cantor Fitzgerald Securities, Repurchase Agreement dated 09/28/18, 2.27%, due 10/01/18 (Repurchase Amount $1,215,196, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $1,239,268, due 10/25/18-08/20/68) | 1,214,969 | 0.2 | |||||||||||
1,214,969 | Daiwa Capital Markets, Repurchase Agreement dated 09/28/18, 2.27%, due 10/01/18 (Repurchase Amount $1,215,196, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.875%, Market Value plus accrued interest $1,239,268, due 10/25/18-09/09/49) | 1,214,969 | 0.2 | |||||||||||
255,250 | Merrill Lynch & Co., Inc., Repurchase Agreement dated 09/28/18, 2.25%, due 10/01/18 (Repurchase Amount $255,297, collateralized by various U.S. Government Securities, 0.000%-1.625%, Market Value plus accrued interest $260,355, due 05/23/19-09/09/49) | 255,250 | 0.0 | |||||||||||
1,214,969 | Nomura Securities, Repurchase Agreement dated 09/28/18, 2.27%, due 10/01/18 (Repurchase Amount $1,215,196, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,239,268, due 09/30/18-08/20/68) | 1,214,969 | 0.1 |
1,214,969 | RBC Dominion Securities Inc., Repurchase Agreement dated 09/28/18, 2.26%, due 10/01/18 (Repurchase Amount $1,215,195, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,239,268, due 10/04/18-09/09/49) | 1,214,969 | 0.2 | |||||||||||
5,115,126 | 0.7 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 19.7% | ||||||||||||||
24,023,105 | (12) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.960% | 24,023,105 | 3.5 | ||||||||||
111,256,000 | (12) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.980% | 111,256,000 | 16.2 | ||||||||||
Total Mutual Funds | ||||||||||||||
(Cost $135,279,105) | 135,279,105 | 19.7 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $140,394,231) | 140,394,231 | 20.4 | ||||||||||||
Total Investments in Securities (Cost $838,807,124) | $ | 839,595,079 | 121.9 | |||||||||||
Liabilities in Excess of Other Assets | (150,912,676 | ) | (21.9 | ) | ||||||||||
Net Assets | $ | 688,682,403 | 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) | Variable rate security. Rate shown is the rate in effect as of September 30, 2018. |
(4) | 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. |
(5) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(6) | 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. |
(7) | Represents a zero coupon bond. Rate shown reflects the effective yield as of September 30, 2018. |
See Accompanying Notes to Financial Statements
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2018 (unaudited) (continued) |
(8) | 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. |
(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) | Settlement is on a when-issued or delayed-delivery basis. |
(11) | Represents securities purchased with cash collateral received for securities on loan. |
(12) | Rate shown is the 7-day yield as of September 30, 2018. |
CLP | Chilean Peso |
Reference Rate Abbreviations: | |
12MTA | 12-month Treasury Average |
PRIME | Federal Reserve Bank Prime Loan Rate |
US0001M | 1-month LIBOR |
US0001W | 1-week LIBOR |
US0002M | 2-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 is not required for the semi-annual filing. |
(a)(2) | A separate certification for each principal executive officer and principal financial officer of the registrant is required by Rule 30a-2 under the Act (17 CFR 270.30a-2) is attached hereto as EX-99.CERT. |
(a)(3) | Not required for semi-annual filing. |
(b) | The officer certifications required by Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto as EX-99.906CERT. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant): Voya Funds Trust
By /s/ Michael Bell
Michael Bell
Chief Executive Officer
Date: December 7, 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: December 7, 2018
By /s/ Todd Modic
Todd Modic
Senior Vice President and Chief Financial Officer
Date: December 7, 2018