UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form N-CSR
CERTIFIED SHAREHOLDER REPORT OF
REGISTERED MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number:811-08895
Voya Funds Trust
(Exact name of registrant as specified in charter)
7337 East Doubletree Ranch Road, Suite 100, Scottsdale, AZ | 85258 |
(Address of principal executive offices) | (Zip code) |
The Corporation Trust Company, 1209 Orange Street, Wilmington, DE 19801
(Name and address of agent for service)
Registrant’s telephone number, including area code:1-800-992-0180
Date of fiscal year end:March 31
Date of reporting period:March 31, 2019
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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| | Beginning on January 1, 2021, as permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each Fund’s annual and semi-annual shareholder reports, like this annual report, will no longer be sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on the Voya funds’ website (www.voyainvestments.com/literature), and you will be notified by mail each time a report is posted and provided with a website link to access the report. | | |
| | If you already elected to receive shareholder reports electronically, you will not be affected by this change and you need not take any action. You may elect to receive shareholder reports and other communications from each Fund electronically anytime by contacting your financial intermediary (such as a broker-dealer or bank) or, if you are a direct investor, by calling 1-800-992-0180 or by sending an e-mail request to Voyaim_literature@voya.com. | | |
| | You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions to elect to continue receiving paper copies of your shareholder reports. If you received this document through a financial intermediary, you can contact your financial intermediary to request that you continue to receive paper copies of your shareholder reports. If you invest directly with us, you can call 1-800-992-0180 or send an email request to Voyaim_literature@voya.com to let each Fund know you wish to continue receiving paper copies of your shareholder reports. Your election to receive reports in paper will apply to all funds held in your account if you invest through your financial intermediary or all funds held with the Voya funds complex if you invest directly with the funds. | | |
| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
| ![]() | | | E-Delivery Sign-up – details inside | |
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| | ![]() | | | Go Paperless with E-Delivery! | | | ![]() | | |
| | Sign up now for on-line prospectuses, fund reports, and proxy statements. In less than five minutes, you can help reduce paper mail and lower fund costs. | | | ||||||
| | Just go to www.individuals.voya.com/page/e-delivery, follow the directions and complete the quick 5 Steps to Enroll. | | | ||||||
| | You will be notified by e-mail when these communications become available on the internet. Documents that are not available on the internet will continue to be sent by mail. | | |
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President
Voya Family of Funds
April 24, 2019
| | 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 Global Aggregate Index | | | | Provides a broad-based measure of the global investment-grade fixed-rate debt markets. | | |
| | 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 March 31, 2019 (as a percentage of net assets) | | |||
| | | | | |
| U.S. Government Agency Obligations | | | 72.1% | |
| Collateralized Mortgage Obligations | | | 54.2% | |
| Commercial Mortgage-Backed Securities | | | 0.4% | |
| Asset-Backed Securities | | | 0.1% | |
| Liabilities in Excess of Other Assets* | | | (26.8)% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya GNMA Income Fund |
| | ![]() | | |
| | Average Annual Total Returns for the Periods Ended March 31, 2019 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Including Sales Charge: | | | | | ||||||||||||||||
| | Class A(1) | | | | | 1.27% | | | | | | 1.67% | | | | | | 2.71% | | | |
| | Class C(2) | | | | | 1.96% | | | | | | 1.41% | | | | | | 2.19% | | | |
| | Class I | | | | | 4.16% | | | | | | 2.48% | | | | | | 3.27% | | | |
| | Class W | | | | | 4.11% | | | | | | 2.44% | | | | | | 3.23% | | | |
| | Excluding Sales Charge: | | | | | ||||||||||||||||
| | Class A | | | | | 3.85% | | | | | | 2.18% | | | | | | 2.97% | | | |
| | Class C | | | | | 2.96% | | | | | | 1.41% | | | | | | 2.19% | | | |
| | Class I | | | | | 4.16% | | | | | | 2.48% | | | | | | 3.27% | | | |
| | Class W | | | | | 4.11% | | | | | | 2.44% | | | | | | 3.23% | | | |
| | Bloomberg Barclays GNMA | | | | | 4.46% | | | | | | 2.41% | | | | | | 3.16% | | | |
| | | | |
Voya High Yield Bond Fund | Portfolio Managers’ Report |
| Sector Diversification as of March 31, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Communications | | | 19.7% | |
| Consumer, Non-cyclical | | | 16.7% | |
| Consumer, Cyclical | | | 15.9% | |
| Energy | | | 14.2% | |
| Industrials | | | 10.7% | |
| Financials | | | 6.1% | |
| Basic Materials | | | 5.4% | |
| Technology | | | 4.3% | |
| Utilities | | | 2.2% | |
| Health Care | | | 0.3% | |
| Consumer Staples | | | 0.2% | |
| Containers & Glass Products | | | 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 March 31, 2019* (as a percentage of net assets) | | |||
| | | | | |
| Sprint Corp., 7.125%, 06/15/24 | | | 1.0% | |
| HCA, Inc., 5.375%, 02/01/25 | | | 0.9% | |
| Bausch Health Americas, Inc., 8.500%, 01/31/27 | | | 0.9% | |
| DISH DBS Corp., 5.875%, 11/15/24 | | | 0.7% | |
| CSC Holdings LLC, 5.250%, 06/01/24 | | | 0.6% | |
| Altice France SA/France, 6.250%, 05/15/24 | | | 0.6% | |
| HCA Healthcare, Inc., 6.250%, 02/15/21 | | | 0.6% | |
| 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/25 | | | 0.6% | |
| Ally Financial, Inc., 5.750%, 11/20/25 | | | 0.6% | |
| Sprint Corp., 7.250%, 09/15/21 | | | 0.6% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya High Yield Bond Fund |
| | ![]() | | |
| | Average Annual Total Returns for the Periods Ended March 31, 2019 | | | |||||||||||||||||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Class P June 14, 2013 | | | Since Inception of Class R January 30, 2014 | | | Since Inception of Class P3 June 1, 2018 | | | |||||||||||||||||||||
| | Including Sales Charge: | | | | | | | | | |||||||||||||||||||||||||||||||||
| | Class A(1) | | | | | 2.43% | | | | | | 3.23% | | | | | | 9.88% | | | | | | — | | | | | | — | | | | | | — | | | | |||
| | Class C(2) | | | | | 3.25% | | | | | | 2.98% | | | | | | 9.34% | | | | | | — | | | | | | — | | | | | | — | | | | |||
| | Class I | | | | | 5.39% | | | | | | 4.13% | | | | | | 10.60% | | | | | | — | | | | | | — | | | | | | — | | | | |||
| | Class P | | | | | 6.05% | | | | | | 4.82% | | | | | | — | | | | | | 5.60% | | | | | | | | | | | | — | | | | |||
| | Class P3 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 5.36% | | | | |||
| | Class R | | | | | 4.76% | | | | | | 3.54% | | | | | | — | | | | | | — | | | | | | 3.85% | | | | | | — | | | | |||
| | Class R6(3) | | | | | 5.52% | | | | | | 3.99% | | | | | | 10.28% | | | | | | — | | | | | | — | | | | | | — | | | | |||
| | Class W(3) | | | | | 5.29% | | | | | | 4.03% | | | | | | 10.52% | | | | | | — | | | | | | — | | | | | | — | | | | |||
| | Excluding Sales Charge: | | | | | | | | | |||||||||||||||||||||||||||||||||
| | Class A | | | | | 5.03% | | | | | | 3.76% | | | | | | 10.16% | | | | | | — | | | | | | — | | | | | | — | | | | |||
| | Class C | | | | | 4.24% | | | | | | 2.98% | | | | | | 9.34% | | | | | | — | | | | | | — | | | | | | — | | | | |||
| | Class I | | | | | 5.39% | | | | | | 4.13% | | | | | | 10.60% | | | | | | — | | | | | | — | | | | | | — | | | | |||
| | Class P | | | | | 6.05% | | | | | | 4.82% | | | | | | — | | | | | | 5.60% | | | | | | — | | | | | ||||||||
| | Class P3 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 5.36% | | | | |||
| | Class R | | | | | 4.76% | | | | | | 3.54% | | | | | | — | | | | | | — | | | | | | 3.85% | | | | | | — | | | | |||
| | Class R6(3) | | | | | 5.52% | | | | | | 3.99% | | | | | | 10.28% | | | | | | — | | | | | | — | | | | | | — | | | | |||
| | Class W(3) | | | | | 5.29% | | | | | | 4.03% | | | | | | 10.52% | | | | | | — | | | | | | — | | | | | | — | | | | |||
| | Bloomberg Barclays High Yield Bond – 2% Issuer Constrained Composite | | | | | 5.93% | | | | | | 4.69% | | | | | | 11.21% | | | | | | 5.35% | | | | | | 4.97% | | | | | | 5.18% | | | | |||
| | | | |
Voya Intermediate Bond Fund | Portfolio Managers’ Report |
| Investment Type Allocation as of March 31, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 30.6% | |
| U.S. Government Agency Obligations | | | 21.3% | |
| Collateralized Mortgage Obligations | | | 17.1% | |
| U.S. Treasury Obligations | | | 15.7% | |
| Asset-Backed Securities | | | 10.8% | |
| Commercial Mortgage-Backed Securities | | | 5.6% | |
| Sovereign Bonds | | | 1.7% | |
| Convertible Bonds/Notes** | | | 0.0% | |
| Purchased Options** | | | 0.0% | |
| Liabilities in Excess of Other Assets* | | | (2.8)% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ** Amount is less than 0.005%. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of March 31, 2019* (as a percentage of net assets) | | |||
| | | | | |
| United States Treasury Note, 2.625%, 02/15/29 | | | 5.4% | |
| United States Treasury Note, 2.125%, 03/31/24 | | | 3.7% | |
| United States Treasury Bond, 3.375%, 11/15/48 | | | 3.4% | |
| United States Treasury Note, 2.375%, 03/15/22 | | | 1.6% | |
| Fannie Mae, 5.000%, 05/01/37 | | | 1.6% | |
| Fannie Mae, 4.000%, 04/01/48 | | | 1.5% | |
| Fannie Mae, 3.000%, 05/01/43 | | | 1.4% | |
| Freddie Mac, 3.500%, 03/01/48 | | | 1.0% | |
| Ginnie Mae, 4.000%, 04/01/44 | | | 0.8% | |
| United States Treasury Bond, 3.500%, 02/15/39 | | | 0.7% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Intermediate Bond Fund |
| | ![]() | | |
| | Average Annual Total Returns for the Periods Ended March 31, 2019 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Class P3 June 1, 2018 | | | ||||||||||||
| | Including Sales Charge: | | | | | | |||||||||||||||||||||
| | Class A(1) | | | | | 1.72% | | | | | | 2.56% | | | | | | 5.51% | | | | | | — | | | |
| | Class C(2) | | | | | 2.51% | | | | | | 2.31% | | | | | | 4.99% | | | | | | — | | | |
| | Class I | | | | | 4.63% | | | | | | 3.42% | | | | | | 6.12% | | | | | | — | | | |
| | Class O | | | | | 4.28% | | | | | | 3.06% | | | | | | 5.76% | | | | | | — | | | |
| | Class P3 | | | | | — | | | | | | — | | | | | | — | | | | | | 5.40% | | | |
| | Class R | | | | | 3.92% | | | | | | 2.79% | | | | | | 5.51% | | | | | | — | | | |
| | Class R6(3) | | | | | 4.65% | | | | | | 3.43% | | | | | | 6.13% | | | | | | — | | | |
| | Class W | | | | | 4.55% | | | | | | 3.33% | | | | | | 6.15% | | | | | | — | | | |
| | Excluding Sales Charge: | | | | | | |||||||||||||||||||||
| | Class A | | | | | 4.28% | | | | | | 3.07% | | | | | | 5.77% | | | | | | — | | | |
| | Class C | | | | | 3.51% | | | | | | 2.31% | | | | | | 4.99% | | | | | | — | | | |
| | Class I | | | | | 4.63% | | | | | | 3.42% | | | | | | 6.12% | | | | | | — | | | |
| | Class O | | | | | 4.28% | | | | | | 3.06% | | | | | | 5.76% | | | | | | — | | | |
| | Class P3 | | | | | — | | | | | | — | | | | | | — | | | | | | 5.40% | | | |
| | Class R | | | | | 3.92% | | | | | | 2.79% | | | | | | 5.51% | | | | | | — | | | |
| | Class R6(3) | | | | | 4.65% | | | | | | 3.43% | | | | | | 6.13% | | | | | | — | | | |
| | Class W | | | | | 4.55% | | | | | | 3.33% | | | | | | 6.15% | | | | | | — | | | |
| | Bloomberg Barclays U.S. Aggregate Bond | | | | | 4.48% | | | | | | 2.74% | | | | | | 3.77% | | | | | | 4.89% | | | |
| | | | |
Voya Short Term Bond Fund | Portfolio Managers’ Report |
| Investment Type Allocation as of March 31, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 59.4% | |
| Asset-Backed Securities | | | 15.9% | |
| Commercial Mortgage-Backed Securities | | | 9.7% | |
| Collateralized Mortgage Obligations | | | 6.7% | |
| U.S. Treasury Obligations | | | 5.2% | |
| Sovereign Bonds | | | 2.1% | |
| U.S. Government Agency Obligations | | | 0.8% | |
| Supranational Bonds | | | 0.1% | |
| Assets in Excess of Other Liabilities* | | | 0.1% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of March 31, 2019* (as a percentage of net assets) | | |||
| | | | | |
| Fannie Mae REMICS 2011-96 FN, 2.986%, 10/25/41 | | | 2.0% | |
| Fannie Mae REMICS 2010-123 FL, 2.916%, 11/25/40 | | | 2.0% | |
| FMS Wertmanagement, 1.750%, 01/24/20 | | | 1.9% | |
| United States Treasury Note, 2.500%, 02/28/26 | | | 1.8% | |
| United States Treasury Note, 2.250%, 03/31/21 | | | 1.6% | |
| United States Treasury Note, 2.375%, 03/15/22 | | | 1.4% | |
| Fannie Mae REMICS 2011-51 FM, 3.136%, 06/25/41 | | | 0.9% | |
| JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 B, 5.383%, 08/15/46 | | | 0.9% | |
| JPMorgan Chase Bank NA, 2.604%, 02/01/21 | | | 0.7% | |
| DBUBS 2011-LC1A E, 5.699%, 11/10/46 | | | 0.7% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Short Term Bond Fund |
| | ![]() | | |
| | Average Annual Total Returns for the Periods Ended March 31, 2019 | | | ||||||||||||||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes A, C, I, and W December 19, 2012 | | | Since Inception of Class R6 July 31, 2013 | | | Since Inception of Class R July 31, 2014 | | | Since Inception of Class P3 June 1, 2018 | | | ||||||||||||||||||
| | Including Sales Charge: | | | | | | | | |||||||||||||||||||||||||||||||
| | Class A(1) | | | | | 0.26% | | | | | | 0.72% | | | | | | 0.82% | | | | | | — | | | | | | — | | | | | | — | | | |
| | Class C(2) | | | | | 0.97% | | | | | | 0.44% | | | | | | 0.45% | | | | | | — | | | | | | — | | | | | | — | | | |
| | Class I | | | | | 3.15% | | | | | | 1.50% | | | | | | 1.50% | | | | | | — | | | | | | — | | | | | | — | | | |
| | Class P3 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 3.22% | | | |
| | Class R | | | | | 2.60% | | | | | | — | | | | | | — | | | | | | — | | | | | | 1.01% | | | | | | — | | | |
| | Class R6(3) | | | | | 3.08% | | | | | | 1.53% | | | | | | — | | | | | | 1.53% | | | | | | — | | | | | | — | | | |
| | Class W | | | | | 3.31% | | | | | | 1.50% | | | | | | 1.49% | | | | | | — | | | | | | — | | | | | | — | | | |
| | Excluding Sales Charge: | | | | | | | | |||||||||||||||||||||||||||||||
| | Class A | | | | | 2.85% | | | | | | 1.24% | | | | | | 1.24% | | | | | | — | | | | | | — | | | | | | — | | | |
| | Class C | | | | | 1.97% | | | | | | 0.44% | | | | | | 0.45% | | | | | | — | | | | | | — | | | | | | — | | | |
| | Class I | | | | | 3.15% | | | | | | 1.50% | | | | | | 1.50% | | | | | | — | | | | | | — | | | | | | — | | | |
| | Class P3 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 3.22% | | | |
| | Class R | | | | | 2.60% | | | | | | — | | | | | | — | | | | | | — | | | | | | 1.01% | | | | | | — | | | |
| | Class R6(3) | | | | | 3.08% | | | | | | 1.53% | | | | | | — | | | | | | 1.53% | | | | | | — | | | | | | — | | | |
| | Class W | | | | | 3.31% | | | | | | 1.50% | | | | | | 1.49% | | | | | | — | | | | | | — | | | | | | — | | | |
| | Bloomberg Barclays U.S. 1-3 Year Government/Credit Bond | | | | | 3.03% | | | | | | 1.22% | | | | | | 1.12% | | | | | | 1.12% | | | | | | 1.26% | | | | | | 2.86% | | | |
| | | | |
Voya Strategic Income Opportunities Fund | Portfolio Managers’ Report |
| Investment Type Allocation as of March 31, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Collateralized Mortgage Obligations | | | 22.3% | |
| Commercial Mortgage-Backed Securities | | | 19.1% | |
| Asset-Backed Securities | | | 15.8% | |
| Bank Loans | | | 14.2% | |
| Corporate Bonds/Notes | | | 14.1% | |
| U.S. Government Agency Obligations | | | 5.2% | |
| Sovereign Bonds | | | 3.1% | |
| U.S. Treasury Obligations | | | 2.2% | |
| Purchased Options** | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 4.0% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ** Amount is less than 0.005%. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of March 31, 2019* (as a percentage of net assets) | | |||
| | | | | |
| United States Treasury Inflation Indexed Bonds, 0.875%, 01/15/29 | | | 2.0% | |
| Freddie Mac, 3.500%, 04/01/48 | | | 1.7% | |
| Fannie Mae, 4.000%, 04/01/48 | | | 1.1% | |
| Hellenic Republic Government Bond, 3.875%, 03/12/29 | | | 1.1% | |
| Ginnie Mae, 4.500%, 04/01/44 | | | 1.0% | |
| Fannie Mae, 3.000%, 05/01/43 | | | 0.9% | |
| L Street Securities 2017-PM1 XIO, 10/25/48 | | | 0.6% | |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-WPT FFX, 5.542%, 07/05/33 | | | 0.6% | |
| Freddie Mac REMICS 4273 PS, 3.616%, 11/15/43 | | | 0.6% | |
| WFRBS Commercial Mortgage Trust 2013-C17 D, 5.063%, 12/15/46 | | | 0.5% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Strategic Income Opportunities Fund |
| | ![]() | | |
| | Average Annual Total Returns for the Periods Ended March 31, 2019 | | | ||||||||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Years | | | Since Inception of Classes A, C, I, R, and W November 2, 2012 | | | Since Inception of Class R6 October 23, 2015 | | | Since Inception of Class P February 1, 2019 | | | |||||||||||||||
| | Including Sales Charge: | | | | | | | ||||||||||||||||||||||||||
| | Class A(1) | | | | | 1.39% | | | | | | 3.27% | | | | | | 3.23% | | | | | | — | | | | | | — | | | |
| | Class C(2) | | | | | 2.32% | | | | | | 3.03% | | | | | | 2.85% | | | | | | — | | | | | | — | | | |
| | Class I | | | | | 4.42% | | | | | | 4.26% | | | | | | 4.04% | | | | | | — | | | | | | — | | | |
| | Class P(3) | | | | | 4.61% | | | | | | 4.29% | | | | | | — | | | | | | — | | | | | | 4.07% | | | |
| | Class R | | | | | 3.73% | | | | | | 3.56% | | | | | | 3.35% | | | | | | — | | | | | | — | | | |
| | Class R6(3) | | | | | 4.36% | | | | | | 4.22% | | | | | | — | | | | | | 4.01% | | | | | | — | | | |
| | Class W | | | | | 4.35% | | | | | | 4.02% | | | | | | 3.77% | | | | | | — | | | | | | — | | | |
| | Excluding Sales Charge: | | | | | | | ||||||||||||||||||||||||||
| | Class A | | | | | 3.99% | | | | | | 3.79% | | | | | | 3.65% | | | | | | — | | | | | | — | | | |
| | Class C | | | | | 3.32% | | | | | | 3.03% | | | | | | 2.85% | | | | | | — | | | | | | — | | | |
| | Class I | | | | | 4.42% | | | | | | 4.26% | | | | | | 4.04% | | | | | | — | | | | | | — | | | |
| | Class P(3) | | | | | 4.61% | | | | | | 4.29% | | | | | | — | | | | | | — | | | | | | 4.07% | | | |
| | Class R | | | | | 3.73% | | | | | | 3.56% | | | | | | 3.35% | | | | | | — | | | | | | — | | | |
| | Class R6(3) | | | | | 4.36% | | | | | | 4.22% | | | | | | — | | | | | | 4.01% | | | | | | — | | | |
| | Class W | | | | | 4.35% | | | | | | 4.02% | | | | | | 3.77% | | | | | | — | | | | | | — | | | |
| | ICE BofAML U.S. Dollar 3-Month Deposit Offered Rate Constant Maturity | | | | | 2.48% | | | | | | 0.99% | | | | | | 0.84% | | | | | | 0.84% | | | | | | 0.84% | | | |
| | | | |
| | | Actual Fund Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value October 1, 2018 | | | Ending Account Value March 31, 2019 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended March 31, 2019* | | | Beginning Account Value October 1, 2018 | | | Ending Account Value March 31, 2019 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended March 31, 2019* | | ||||||||||||||||||||||||
Voya GNMA Income Fund | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 1,037.40 | | | | | | 0.95% | | | | | $ | 4.83 | | | | | $ | 1,000.00 | | | | | $ | 1,020.19 | | | | | | 0.95% | | | | | $ | 4.78 | | |
Class C | | | | | 1,000.00 | | | | | | 1,032.40 | | | | | | 1.70 | | | | | | 8.61 | | | | | | 1,000.00 | | | | | | 1,016.45 | | | | | | 1.70 | | | | | | 8.55 | | |
Class I | | | | | 1,000.00 | | | | | | 1,037.60 | | | | | | 0.65 | | | | | | 3.30 | | | | | | 1,000.00 | | | | | | 1,021.69 | | | | | | 0.65 | | | | | | 3.28 | | |
Class W | | | | | 1,000.00 | | | | | | 1,038.60 | | | | | | 0.70 | | | | | | 3.56 | | | | | | 1,000.00 | | | | | | 1,021.44 | | | | | | 0.70 | | | | | | 3.53 | | |
Voya High Yield Bond Fund | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 1,019.00 | | | | | | 1.10% | | | | | $ | 5.54 | | | | | $ | 1,000.00 | | | | | $ | 1,019.45 | | | | | | 1.10% | | | | | $ | 5.54 | | |
Class C | | | | | 1,000.00 | | | | | | 1,015.20 | | | | | | 1.85 | | | | | | 9.29 | | | | | | 1,000.00 | | | | | | 1,015.71 | | | | | | 1.85 | | | | | | 9.30 | | |
Class I | | | | | 1,000.00 | | | | | | 1,020.70 | | | | | | 0.75 | | | | | | 3.78 | | | | | | 1,000.00 | | | | | | 1,021.19 | | | | | | 0.75 | | | | | | 3.78 | | |
Class P | | | | | 1,000.00 | | | | | | 1,025.30 | | | | | | 0.08 | | | | | | 0.40 | | | | | | 1,000.00 | | | | | | 1,024.53 | | | | | | 0.08 | | | | | | 0.40 | | |
Class P3 | | | | | 1,000.00 | | | | | | 1,024.30 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,024.93 | | | | | | 0.00 | | | | | | — | | |
Class R | | | | | 1,000.00 | | | | | | 1,017.70 | | | | | | 1.35 | | | | | | 6.79 | | | | | | 1,000.00 | | | | | | 1,018.20 | | | | | | 1.35 | | | | | | 6.79 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,022.20 | | | | | | 0.69 | | | | | | 3.48 | | | | | | 1,000.00 | | | | | | 1,021.49 | | | | | | 0.69 | | | | | | 3.48 | | |
Class W | | | | | 1,000.00 | | | | | | 1,020.30 | | | | | | 0.85 | | | | | | 4.28 | | | | | | 1,000.00 | | | | | | 1,020.69 | | | | | | 0.85 | | | | | | 4.28 | | |
| | | Actual Fund Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value October 1, 2018 | | | Ending Account Value March 31, 2019 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended March 31, 2019* | | | Beginning Account Value October 1, 2018 | | | Ending Account Value March 31, 2019 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended March 31, 2019* | | ||||||||||||||||||||||||
Voya Intermediate Bond Fund | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 1,044.60 | | | | | | 0.70% | | | | | $ | 3.57 | | | | | $ | 1,000.00 | | | | | $ | 1,021.44 | | | | | | 0.70% | | | | | $ | 3.53 | | |
Class C | | | | | 1,000.00 | | | | | | 1,041.80 | | | | | | 1.45 | | | | | | 7.38 | | | | | | 1,000.00 | | | | | | 1,017.70 | | | | | | 1.45 | | | | | | 7.29 | | |
Class I | | | | | 1,000.00 | | | | | | 1,047.30 | | | | | | 0.36 | | | | | | 1.84 | | | | | | 1,000.00 | | | | | | 1,023.14 | | | | | | 0.36 | | | | | | 1.82 | | |
Class O | | | | | 1,000.00 | | | | | | 1,044.60 | | | | | | 0.70 | | | | | | 3.57 | | | | | | 1,000.00 | | | | | | 1,021.44 | | | | | | 0.70 | | | | | | 3.53 | | |
Class P3 | | | | | 1,000.00 | | | | | | 1,048.00 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,024.93 | | | | | | 0.00 | | | | | | — | | |
Class R | | | | | 1,000.00 | | | | | | 1,043.30 | | | | | | 0.95 | | | | | | 4.84 | | | | | | 1,000.00 | | | | | | 1,020.19 | | | | | | 0.95 | | | | | | 4.78 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,047.50 | | | | | | 0.31 | | | | | | 1.58 | | | | | | 1,000.00 | | | | | | 1,023.39 | | | | | | 0.31 | | | | | | 1.56 | | |
Class W | | | | | 1,000.00 | | | | | | 1,045.90 | | | | | | 0.45 | | | | | | 2.30 | | | | | | 1,000.00 | | | | | | 1,022.69 | | | | | | 0.45 | | | | | | 2.27 | | |
Voya Short Term Bond Fund | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 1,021.10 | | | | | | 0.77% | | | | | $ | 3.88 | | | | | $ | 1,000.00 | | | | | $ | 1,021.09 | | | | | | 0.77% | | | | | $ | 3.88 | | |
Class C | | | | | 1,000.00 | | | | | | 1,016.20 | | | | | | 1.52 | | | | | | 7.64 | | | | | | 1,000.00 | | | | | | 1,017.35 | | | | | | 1.52 | | | | | | 7.64 | | |
Class I | | | | | 1,000.00 | | | | | | 1,022.60 | | | | | | 0.50 | | | | | | 2.52 | | | | | | 1,000.00 | | | | | | 1,022.44 | | | | | | 0.50 | | | | | | 2.52 | | |
Class P3 | | | | | 1,000.00 | | | | | | 1,024.10 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,024.93 | | | | | | 0.00 | | | | | | — | | |
Class R | | | | | 1,000.00 | | | | | | 1,019.80 | | | | | | 1.02 | | | | | | 5.14 | | | | | | 1,000.00 | | | | | | 1,019.85 | | | | | | 1.02 | | | | | | 5.14 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,022.70 | | | | | | 0.47 | | | | | | 2.37 | | | | | | 1,000.00 | | | | | | 1,022.59 | | | | | | 0.47 | | | | | | 2.37 | | |
Class W | | | | | 1,000.00 | | | | | | 1,023.40 | | | | | | 0.52 | | | | | | 2.62 | | | | | | 1,000.00 | | | | | | 1,022.34 | | | | | | 0.52 | | | | | | 2.62 | | |
Voya Strategic Income Opportunities Fund | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 1,022.60 | | | | | | 0.94% | | | | | $ | 4.74 | | | | | $ | 1,000.00 | | | | | $ | 1,020.24 | | | | | | 0.94% | | | | | $ | 4.73 | | |
Class C | | | | | 1,000.00 | | | | | | 1,018.80 | | | | | | 1.69 | | | | | | 8.51 | | | | | | 1,000.00 | | | | | | 1,016.50 | | | | | | 1.69 | | | | | | 8.50 | | |
Class I | | | | | 1,000.00 | | | | | | 1,024.50 | | | | | | 0.61 | | | | | | 3.08 | | | | | | 1,000.00 | | | | | | 1,021.89 | | | | | | 0.61 | | | | | | 3.07 | | |
Class P(1) | | | | | 1,000.00 | | | | | | 1,013.30 | | | | | | 0.08 | | | | | | 0.13 | | | | | | 1,000.00 | | | | | | 1,007.82 | | | | | | 0.08 | | | | | | 0.13 | | |
Class R | | | | | 1,000.00 | | | | | | 1,021.30 | | | | | | 1.19 | | | | | | 6.00 | | | | | | 1,000.00 | | | | | | 1,019.00 | | | | | | 1.19 | | | | | | 5.99 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,023.80 | | | | | | 0.58 | | | | | | 2.93 | | | | | | 1,000.00 | | | | | | 1,022.04 | | | | | | 0.58 | | | | | | 2.92 | | |
Class W | | | | | 1,000.00 | | | | | | 1,024.80 | | | | | | 0.69 | | | | | | 3.48 | | | | | | 1,000.00 | | | | | | 1,021.49 | | | | | | 0.69 | | | | | | 3.48 | | |
Voya Funds Trust:
![[MISSING IMAGE: sg_kpmgllp.jpg]](https://capedge.com/proxy/N-CSR/0001144204-19-030207/sg_kpmgllp.jpg)
May 23, 2019
| | | Voya GNMA Income Fund | | | Voya High Yield Bond Fund | | | Voya Intermediate Bond Fund | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 1,187,695,542 | | | | | $ | 371,679,633 | | | | | $ | 7,007,548,959 | | |
Short-term investments at fair value** | | | | | 2,208,854 | | | | | | 26,995,473 | | | | | | 704,491,200 | | |
Cash | | | | | — | | | | | | 726,007 | | | | | | 1,799,553 | | |
Cash collateral for futures | | | | | 2,536,001 | | | | | | — | | | | | | 5,526,914 | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | — | | | | | | — | | | | | | 54,127,000 | | |
Cash pledged as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | — | | | | | | 16,495,000 | | |
Foreign currencies at value*** | | | | | — | | | | | | — | | | | | | 244,340 | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | 41,133,898 | | | | | | 8,565,061 | | | | | | 159,702,581 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | 134,113,667 | | | | | | — | | | | | | 343,724,990 | | |
Fund shares sold | | | | | 3,506,115 | | | | | | 1,470,649 | | | | | | 54,566,373 | | |
Dividends | | | | | — | | | | | | 6,891 | | | | | | 27,238 | | |
Interest | | | | | 3,029,898 | | | | | | 6,404,450 | | | | | | 39,812,794 | | |
Foreign tax reclaims | | | | | — | | | | | | — | | | | | | 109,827 | | |
Unrealized appreciation on forward foreign currency contracts | | | | | — | | | | | | — | | | | | | 352,824 | | |
Unrealized appreciation on forward premium swaptions | | | | | — | | | | | | — | | | | | | 84,093 | | |
Prepaid expenses | | | | | 38,377 | | | | | | 62,008 | | | | | | 131,742 | | |
Reimbursement due from manager | | | | | 25,399 | | | | | | 10,684 | | | | | | 4,159 | | |
Other assets | | | | | 42,418 | | | | | | 17,047 | | | | | | 120,729 | | |
Total assets | | | | | 1,374,330,169 | | | | | | 415,937,903 | | | | | | 8,388,870,316 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Income distribution payable | | | | | 242,698 | | | | | | 96,339 | | | | | | 1,660,952 | | |
Payable for investment securities purchased | | | | | 11,021,247 | | | | | | 2,257,500 | | | | | | 355,517,763 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | 421,846,900 | | | | | | — | | | | | | 801,387,304 | | |
Payable for fund shares redeemed | | | | | 1,164,928 | | | | | | 12,408,823 | | | | | | 7,720,702 | | |
Payable upon receipt of securities loaned | | | | | — | | | | | | 13,492,851 | | | | | | 380,556,183 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | — | | | | | | — | | | | | | 242,487 | | |
Unrealized depreciation on forward premium swaptions | | | | | — | | | | | | — | | | | | | 891,548 | | |
Variation margin payable on centrally cleared swaps | | | | | — | | | | | | — | | | | | | 3,550,757 | | |
Cash received as collateral for delayed-delivery or when-issued securities (Note 2) | | | | | 2,442,000 | | | | | | — | | | | | | 3,874,500 | | |
Payable for investment management fees | | | | | 445,034 | | | | | | 135,371 | | | | | | 1,516,405 | | |
Payable for distribution and shareholder service fees | | | | | 136,538 | | | | | | 26,688 | | | | | | 186,507 | | |
Payable to custodian due to bank overdraft | | | | | 284,227 | | | | | | — | | | | | | — | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 42,418 | | | | | | 17,047 | | | | | | 120,729 | | |
Payable for trustee fees | | | | | 4,621 | | | | | | 2,356 | | | | | | 29,646 | | |
Other accrued expenses and liabilities | | | | | 178,436 | | | | | | 196,710 | | | | | | 977,765 | | |
Written options, at fair value^ | | | | | — | | | | | | — | | | | | | 12,959,595 | | |
Total liabilities | | | | | 437,809,047 | | | | | | 28,633,685 | | | | | | 1,571,192,843 | | |
NET ASSETS | | | | $ | 936,521,122 | | | | | $ | 387,304,218 | | | | | $ | 6,817,677,473 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 961,216,528 | | | | | $ | 402,483,758 | | | | | $ | 6,834,864,210 | | |
Total distributable loss | | | | | (24,695,406) | | | | | | (15,179,540) | | | | | | (17,186,737) | | |
NET ASSETS | | | | $ | 936,521,122 | | | | | $ | 387,304,218 | | | | | $ | 6,817,677,473 | | |
+ Including securities loaned at value | | | | $ | — | | | | | $ | 13,142,938 | | | | | $ | 372,477,128 | | |
* Cost of investments in securities | | | | $ | 1,183,828,358 | | | | | $ | 370,498,400 | | | | | $ | 6,912,070,085 | | |
** Cost of short-term investments | | | | $ | 2,208,877 | | | | | $ | 26,998,041 | | | | | $ | 704,560,396 | | |
*** Cost of foreign currencies | | | | $ | — | | | | | $ | — | | | | | $ | 432,324 | | |
^ Premiums received on written options | | | | $ | — | | | | | $ | — | | | | | $ | 2,732,625 | | |
| | | Voya GNMA Income Fund | | | Voya High Yield Bond Fund | | | Voya Intermediate Bond Fund | | |||||||||
Class A | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 394,762,556 | | | | | $ | 60,390,130 | | | | | $ | 431,209,932 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 47,243,140 | | | | | | 7,680,731 | | | | | | 43,026,788 | | |
Net asset value and redemption price per share† | | | | $ | 8.36 | | | | | $ | 7.86 | | | | | $ | 10.02 | | |
Maximum offering price per share (2.50%)(1) | | | | $ | 8.57 | | | | | $ | 8.06 | | | | | $ | 10.28 | | |
Class C | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 62,769,221 | | | | | $ | 15,945,033 | | | | | $ | 28,657,224 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 7,550,397 | | | | | | 2,028,514 | | | | | | 2,863,882 | | |
Net asset value and redemption price per share† | | | | $ | 8.31 | | | | | $ | 7.86 | | | | | $ | 10.01 | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 387,606,646 | | | | | $ | 81,121,107 | | | | | $ | 4,142,382,201 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 46,308,519 | | | | | | 10,335,647 | | | | | | 413,551,733 | | |
Net asset value and redemption price per share | | | | $ | 8.37 | | | | | $ | 7.85 | | | | | $ | 10.02 | | |
Class O | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 2,709,448 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | 270,353 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 10.02 | | |
Class P | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 120,464,449 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 15,312,609 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 7.87 | | | | | | n/a | | |
Class P3 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 3,141 | | | | | $ | 16,285,642 | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 399 | | | | | | 1,625,351 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 7.86 | | | | | $ | 10.02 | | |
Class R | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 1,185,495 | | | | | $ | 170,236,361 | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 150,674 | | | | | | 16,964,278 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 7.87 | | | | | $ | 10.03 | | |
Class R6 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 10,002,472 | | | | | $ | 1,851,627,028 | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 1,271,578 | | | | | | 184,815,577 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 7.87 | | | | | $ | 10.02 | | |
Class W | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 91,382,699 | | | | | $ | 98,192,391 | | | | | $ | 174,569,637 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 10,905,293 | | | | | | 12,471,980 | | | | | | 17,431,408 | | |
Net asset value and redemption price per share | | | | $ | 8.38 | | | | | $ | 7.87 | | | | | $ | 10.01 | | |
| | | Voya Short Term Bond Fund | | | Voya Strategic Income Opportunities Fund | | ||||||
ASSETS: | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 114,976,281 | | | | | $ | 1,356,849,717 | | |
Short-term investments at fair value** | | | | | 5,665,620 | | | | | | 116,076,591 | | |
Cash | | | | | 5,400 | | | | | | 4,327,064 | | |
Cash collateral for futures | | | | | 50,902 | | | | | | 2,483,840 | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | — | | | | | | 16,801,000 | | |
Cash pledged as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | 7,160,000 | | |
Foreign currencies at value*** | | | | | — | | | | | | 295,021 | | |
Receivables: | | | | | | | | | | | | | |
Investment securities sold | | | | | 4,840,270 | | | | | | 102,271,309 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | — | | | | | | 13,070,063 | | |
Fund shares sold | | | | | 606,600 | | | | | | 11,855,962 | | |
Dividends | | | | | 4,412 | | | | | | 394,386 | | |
Interest | | | | | 668,680 | | | | | | 8,426,471 | | |
Unrealized appreciation on forward foreign currency contracts | | | | | — | | | | | | 1,795,645 | | |
Unrealized appreciation on forward premium swaptions | | | | | 753 | | | | | | 83,673 | | |
Prepaid expenses | | | | | 51,529 | | | | | | 180,634 | | |
Reimbursement due from manager | | | | | 17,047 | | | | | | 6,076 | | |
Other assets | | | | | 3,553 | | | | | | 7,537 | | |
Total assets | | | | | 126,891,047 | | | | | | 1,642,084,989 | | |
LIABILITIES: | | | | | | | | | | | | | |
Income distribution payable | | | | | 753 | | | | | | 120,187 | | |
Payable for investment securities purchased | | | | | 9,867,598 | | | | | | 151,190,775 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | — | | | | | | 47,706,031 | | |
Payable for fund shares redeemed | | | | | 1,145,747 | | | | | | 10,983,493 | | |
Payable for foreign cash collateral for futures**** | | | | | — | | | | | | 201,439 | | |
Payable upon receipt of securities loaned | | | | | 721,257 | | | | | | 8,462,093 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | — | | | | | | 1,345,688 | | |
Unrealized depreciation on forward premium swaptions | | | | | 8,560 | | | | | | 177,469 | | |
Variation margin payable on centrally cleared swaps | | | | | — | | | | | | 1,322,150 | | |
Cash received as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | 600,000 | | |
Cash received as collateral for delayed-delivery or when-issued securities (Note 2) | | | | | — | | | | | | 636,000 | | |
Payable for investment management fees | | | | | 43,992 | | | | | | 585,573 | | |
Payable for distribution and shareholder service fees | | | | | 3,915 | | | | | | 54,100 | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 3,553 | | | | | | 7,537 | | |
Payable for trustee fees | | | | | 546 | | | | | | 3,953 | | |
Unfunded loan commitments (Note 11) | | | | | — | | | | | | 156,517 | | |
Other accrued expenses and liabilities | | | | | 32,289 | | | | | | 124,076 | | |
Written options, at fair value^ | | | | | — | | | | | | 5,266,044 | | |
Total liabilities | | | | | 11,828,210 | | | | | | 228,943,125 | | |
NET ASSETS | | | | $ | 115,062,837 | | | | | $ | 1,413,141,864 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 118,106,307 | | | | | $ | 1,407,993,206 | | |
Total distributable earnings (loss) | | | | | (3,043,470) | | | | | | 5,148,658 | | |
NET ASSETS | | | | $ | 115,062,837 | | | | | $ | 1,413,141,864 | | |
+ Including securities loaned at value | | | | $ | 705,303 | | | | | $ | 8,260,474 | | |
* Cost of investments in securities | | | | $ | 114,923,521 | | | | | $ | 1,336,884,876 | | |
** Cost of short-term investments | | | | $ | 5,666,257 | | | | | $ | 116,076,591 | | |
*** Cost of foreign currencies | | | | $ | — | | | | | $ | 346,312 | | |
**** Cost of payable for foreign cash collateral for futures | | | | $ | — | | | | | $ | 201,439 | | |
^ Premiums received on written options | | | | $ | — | | | | | $ | 1,110,384 | | |
| | | Voya Short Term Bond Fund | | | Voya Strategic Income Opportunities Fund | | ||||||
Class A | | | | | | | | | | | | | |
Net assets | | | | $ | 14,246,868 | | | | | $ | 128,224,316 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 1,458,614 | | | | | | 12,628,517 | | |
Net asset value and redemption price per share† | | | | $ | 9.77 | | | | | $ | 10.15 | | |
Maximum offering price per share (2.50%)(1) | | | | $ | 10.02 | | | | | $ | 10.41 | | |
Class C | | | | | | | | | | | | | |
Net assets | | | | $ | 1,038,208 | | | | | $ | 25,999,212 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 106,358 | | | | | | 2,599,672 | | |
Net asset value and redemption price per share† | | | | $ | 9.76 | | | | | $ | 10.00 | | |
Class I | | | | | | | | | | | | | |
Net assets | | | | $ | 9,283,096 | | | | | $ | 1,151,236,443 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 951,374 | | | | | | 112,851,933 | | |
Net asset value and redemption price per share | | | | $ | 9.76 | | | | | $ | 10.20 | | |
Class P | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 3,038 | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 299 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 10.18 | | |
Class P3 | | | | | | | | | | | | | |
Net assets | | | | $ | 3,341,383 | | | | | | n/a | | |
Shares authorized | | | | | unlimited | | | | | | n/a | | |
Par value | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | 342,276 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 9.76 | | | | | | n/a | | |
Class R | | | | | | | | | | | | | |
Net assets | | | | $ | 3,141 | | | | | $ | 12,424,579 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 321 | | | | | | 1,233,693 | | |
Net asset value and redemption price per share | | | | $ | 9.77 | | | | | $ | 10.07 | | |
Class R6 | | | | | | | | | | | | | |
Net assets | | | | $ | 86,627,577 | | | | | $ | 47,003,616 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 8,876,920 | | | | | | 4,619,546 | | |
Net asset value and redemption price per share | | | | $ | 9.76 | | | | | $ | 10.17 | | |
Class W | | | | | | | | | | | | | |
Net assets | | | | $ | 522,564 | | | | | $ | 48,250,660 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 53,372 | | | | | | 4,765,304 | | |
Net asset value and redemption price per share | | | | $ | 9.79 | | | | | $ | 10.13 | | |
| | | Voya GNMA Income Fund | | | Voya High Yield Bond Fund | | | Voya Intermediate Bond Fund | | |||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | |
Dividends | | | | $ | — | | | | | $ | 104,462 | | | | | $ | 1,037,338 | | |
Interest, net of foreign taxes withheld* | | | | | 29,545,438 | | | | | | 30,477,573 | | | | | | 221,702,690 | | |
Securities lending income, net | | | | | — | | | | | | 341,728 | | | | | | 670,781 | | |
Total investment income | | | | | 29,545,438 | | | | | | 30,923,763 | | | | | | 223,410,809 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 5,267,639 | | | | | | 2,861,274 | | | | | | 16,004,567 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | |
Class A | | | | | 998,797 | | | | | | 130,053 | | | | | | 1,066,908 | | |
Class C | | | | | 666,952 | | | | | | 130,426 | | | | | | 292,383 | | |
Class O | | | | | — | | | | | | — | | | | | | 43,446 | | |
Class R | | | | | — | | | | | | 5,581 | | | | | | 877,492 | | |
Transfer agent fees: | | | | | | | | | | | | | | | | | | | |
Class A | | | | | 315,779 | | | | | | 84,060 | | | | | | 602,065 | | |
Class C | | | | | 52,643 | | | | | | 21,075 | | | | | | 41,230 | | |
Class I | | | | | 243,602 | | | | | | 81,567 | | | | | | 1,848,572 | | |
Class O | | | | | — | | | | | | — | | | | | | 24,187 | | |
Class P | | | | | — | | | | | | 4,109 | | | | | | — | | |
Class P3 | | | | | — | | | | | | 21 | | | | | | 178 | | |
Class R | | | | | — | | | | | | 1,804 | | | | | | 247,435 | | |
Class R6 | | | | | — | | | | | | 895 | | | | | | 24,548 | | |
Class W | | | | | 92,334 | | | | | | 157,771 | | | | | | 376,376 | | |
Shareholder reporting expense | | | | | 264,560 | | | | | | 49,640 | | | | | | 311,912 | | |
Registration fees | | | | | 90,764 | | | | | | 146,658 | | | | | | 477,664 | | |
Professional fees | | | | | 48,225 | | | | | | 39,300 | | | | | | 256,596 | | |
Custody and accounting expense | | | | | 126,670 | | | | | | 94,665 | | | | | | 795,635 | | |
Trustee fees | | | | | 36,969 | | | | | | 18,847 | | | | | | 237,173 | | |
Miscellaneous expense | | | | | 39,851 | | | | | | 42,509 | | | | | | 228,314 | | |
Interest expense | | | | | 384 | | | | | | 3,828 | | | | | | 1,785 | | |
Total expenses | | | | | 8,245,169 | | | | | | 3,874,083 | | | | | | 23,758,466 | | |
Waived and reimbursed fees | | | | | (260,611) | | | | | | (806,489) | | | | | | (37,877) | | |
Net expenses | | | | | 7,984,558 | | | | | | 3,067,594 | | | | | | 23,720,589 | | |
Net investment income | | | | | 21,560,880 | | | | | | 27,856,169 | | | | | | 199,690,220 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 6,361,080 | | | | | | (6,872,765) | | | | | | (43,628,121) | | |
Forward foreign currency contracts | | | | | — | | | | | | — | | | | | | 13,583,976 | | |
Foreign currency related transactions | | | | | — | | | | | | — | | | | | | (216,419) | | |
Futures | | | | | (4,017,208) | | | | | | — | | | | | | (7,694,275) | | |
Swaps | | | | | — | | | | | | — | | | | | | 4,794,609 | | |
Net realized gain (loss) | | | | | 2,343,872 | | | | | | (6,872,765) | | | | | | (33,160,230) | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 12,451,190 | | | | | | 2,684,003 | | | | | | 119,481,632 | | |
Forward foreign currency contracts | | | | | — | | | | | | — | | | | | | 1,138,261 | | |
Foreign currency related transactions | | | | | — | | | | | | — | | | | | | (202,468) | | |
Futures | | | | | (2,043,110) | | | | | | — | | | | | | 4,380,536 | | |
Swaps | | | | | — | | | | | | — | | | | | | 2,417,409 | | |
Written options | | | | | — | | | | | | — | | | | | | (10,226,970) | | |
Net change in unrealized appreciation (depreciation) | | | | | 10,408,080 | | | | | | 2,684,003 | | | | | | 116,988,400 | | |
Net realized and unrealized gain (loss) | | | | | 12,751,952 | | | | | | (4,188,762) | | | | | | 83,828,170 | | |
Increase in net assets resulting from operations | | | | $ | 34,312,832 | | | | | $ | 23,667,407 | | | | | $ | 283,518,390 | | |
* Foreign taxes withheld | | | | $ | — | | | | | $ | — | | | | | $ | 5,908 | | |
| | | Voya Short Term Bond Fund | | | Voya Strategic Income Opportunities Fund | | ||||||
INVESTMENT INCOME: | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 56,167 | | | | | $ | 2,695,841 | | |
Interest, net of foreign taxes withheld* | | | | | 3,067,038 | | | | | | 33,362,034 | | |
Securities lending income, net | | | | | 1,875 | | | | | | 52,301 | | |
Total investment income | | | | | 3,125,080 | | | | | | 36,110,176 | | |
EXPENSES: | | | | | | | | | | | | | |
Investment management fees | | | | | 489,122 | | | | | | 3,952,845 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | |
Class A | | | | | 18,040 | | | | | | 189,918 | | |
Class C | | | | | 7,375 | | | | | | 163,696 | | |
Class R | | | | | 15 | | | | | | 42,025 | | |
Transfer agent fees: | | | | | | | | | | | | | |
Class A | | | | | 3,615 | | | | | | 81,103 | | |
Class C | | | | | 369 | | | | | | 17,681 | | |
Class I | | | | | 14,380 | | | | | | 180,700 | | |
Class P3 | | | | | 43 | | | | | | — | | |
Class R | | | | | — | | | | | | 9,149 | | |
Class R6 | | | | | 473 | | | | | | 209 | | |
Class W | | | | | 172 | | | | | | 54,603 | | |
Shareholder reporting expense | | | | | 1,825 | | | | | | 40,885 | | |
Registration fees | | | | | 125,731 | | | | | | 241,099 | | |
Professional fees | | | | | 14,965 | | | | | | 43,035 | | |
Custody and accounting expense | | | | | 32,793 | | | | | | 238,315 | | |
Trustee fees | | | | | 4,365 | | | | | | 31,623 | | |
Miscellaneous expense | | | | | 15,189 | | | | | | 35,106 | | |
Interest expense | | | | | 160 | | | | | | 5,517 | | |
Total expenses | | | | | 728,632 | | | | | | 5,327,509 | | |
Waived and reimbursed fees | | | | | (192,586) | | | | | | (6,077) | | |
Net expenses | | | | | 536,046 | | | | | | 5,321,432 | | |
Net investment income | | | | | 2,589,034 | | | | | | 30,788,744 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | |
Investments | | | | | (303,083) | | | | | | (2,238,290) | | |
Forward foreign currency contracts | | | | | — | | | | | | 4,739,203 | | |
Foreign currency related transactions | | | | | (2,831) | | | | | | (22,889) | | |
Futures | | | | | (122,019) | | | | | | (7,042,696) | | |
Swaps | | | | | (189) | | | | | | 457,893 | | |
Written options | | | | | — | | | | | | 440,750 | | |
Net realized loss | | | | | (428,122) | | | | | | (3,666,029) | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | |
Investments | | | | | 1,163,642 | | | | | | 17,551,484 | | |
Forward foreign currency contracts | | | | | — | | | | | | 364,034 | | |
Foreign currency related transactions | | | | | (832) | | | | | | (24,597) | | |
Futures | | | | | 52,977 | | | | | | (1,456,776) | | |
Swaps | | | | | — | | | | | | 95,837 | | |
Written options | | | | | — | | | | | | (4,155,660) | | |
Net change in unrealized appreciation (depreciation) | | | | | 1,215,787 | | | | | | 12,374,322 | | |
Net realized and unrealized gain | | | | | 787,665 | | | | | | 8,708,293 | | |
Increase in net assets resulting from operations | | | | $ | 3,376,699 | | | | | $ | 39,497,037 | | |
* Foreign taxes withheld | | | | $ | — | | | | | $ | 150 | | |
| | | Voya GNMA Income Fund | | | Voya High Yield Bond Fund | | ||||||||||||||||||
| | | Year Ended March 31, 2019 | | | Year Ended March 31, 2018 | | | Year Ended March 31, 2019 | | | Year Ended March 31, 2018 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 21,560,880 | | | | | $ | 19,980,483 | | | | | $ | 27,856,169 | | | | | $ | 35,222,981 | | |
Net realized gain (loss) | | | | | 2,343,872 | | | | | | (2,626,433) | | | | | | (6,872,765) | | | | | | 3,196,262 | | |
Net change in unrealized appreciation (depreciation) | | | | | 10,408,080 | | | | | | (13,928,745) | | | | | | 2,684,003 | | | | | | (18,952,563) | | |
Increase in net assets resulting from operations | | | | | 34,312,832 | | | | | | 3,425,305 | | | | | | 23,667,407 | | | | | | 19,466,680 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Total distributions (excluding return of capital):(1) | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | (9,827,938) | | | | | | (10,106,929) | | | | | | (2,748,509) | | | | | | (3,138,988) | | |
Class B(2) | | | | | — | | | | | | (69) | | | | | | — | | | | | | (252) | | |
Class C | | | | | (1,140,077) | | | | | | (1,279,024) | | | | | | (591,813) | | | | | | (546,897) | | |
Class I | | | | | (9,374,950) | | | | | | (10,251,574) | | | | | | (7,603,228) | | | | | | (10,302,780) | | |
Class P | | | | | — | | | | | | — | | | | | | (8,144,797) | | | | | | (8,852,751) | | |
Class P3 | | | | | — | | | | | | — | | | | | | (7,000) | | | | | | — | | |
Class R | | | | | — | | | | | | — | | | | | | (56,295) | | | | | | (25,086) | | |
Class R6 | | | | | — | | | | | | — | | | | | | (2,325,159) | | | | | | (6,747,527) | | |
Class W | | | | | (3,177,709) | | | | | | (3,647,852) | | | | | | (5,401,996) | | | | | | (5,299,115) | | |
Return of capital: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | — | | | | | | (1,082,283) | | | | | | — | | | | | | — | | |
Class B(2) | | | | | — | | | | | | (14) | | | | | | — | | | | | | — | | |
Class C | | | | | — | | | | | | (216,229) | | | | | | — | | | | | | — | | |
Class I | | | | | — | | | | | | (979,827) | | | | | | — | | | | | | — | | |
Class W | | | | | — | | | | | | (340,237) | | | | | | — | | | | | | — | | |
Total distributions | | | | | (23,520,674) | | | | | | (27,904,038) | | | | | | (26,878,797) | | | | | | (34,913,396) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 299,698,040 | | | | | | 267,776,947 | | | | | | 129,449,281 | | | | | | 149,836,532 | | |
Reinvestment of distributions | | | | | 20,435,153 | | | | | | 23,476,744 | | | | | | 25,774,203 | | | | | | 33,876,783 | | |
| | | | | 320,133,193 | | | | | | 291,253,691 | | | | | | 155,223,484 | | | | | | 183,713,315 | | |
Cost of shares redeemed | | | | | (413,007,982) | | | | | | (475,496,142) | | | | | | (327,310,168) | | | | | | (245,941,199) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (92,874,789) | | | | | | (184,242,451) | | | | | | (172,086,684) | | | | | | (62,227,884) | | |
Net decrease in net assets | | | | | (82,082,631) | | | | | | (208,721,184) | | | | | | (175,298,074) | | | | | | (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 | | | | $ | 936,521,122 | | | | | $ | 1,018,603,753 | | | | | $ | 387,304,218 | | | | | $ | 562,602,292 | | |
|
| | | Voya Intermediate Bond Fund | | | Voya Short Term Bond Fund | | ||||||||||||||||||
| | | Year Ended March 31, 2019 | | | Year Ended March 31, 2018 | | | Year Ended March 31, 2019 | | | Year Ended March 31, 2018 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 199,690,220 | | | | | $ | 134,885,423 | | | | | $ | 2,589,034 | | | | | $ | 1,924,930 | | |
Net realized loss | | | | | (33,160,230) | | | | | | (13,547,707) | | | | | | (428,122) | | | | | | (138,863) | | |
Net change in unrealized appreciation (depreciation) | | | | | 116,988,400 | | | | | | (52,799,903) | | | | | | 1,215,787 | | | | | | (1,211,760) | | |
Increase in net assets resulting from operations | | | | | 283,518,390 | | | | | | 68,537,813 | | | | | | 3,376,699 | | | | | | 574,307 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Total distributions (excluding return of capital):(1) | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | (12,785,646) | | | | | | (12,733,739) | | | | | | (178,112) | | | | | | (79,479) | | |
Class B(2) | | | | | — | | | | | | (343) | | | | | | — | | | | | | — | | |
Class C | | | | | (657,047) | | | | | | (606,983) | | | | | | (12,147) | | | | | | (7,726) | | |
Class I | | | | | (112,219,555) | | | | | | (65,615,541) | | | | | | (252,369) | | | | | | (146,758) | | |
Class O | | | | | (508,150) | | | | | | (911,822) | | | | | | — | | | | | | — | | |
Class P3 | | | | | (317,801) | | | | | | — | | | | | | (66,908) | | | | | | — | | |
Class R | | | | | (4,815,812) | | | | | | (4,330,396) | | | | | | (63) | | | | | | (41) | | |
Class R6 | | | | | (55,243,059) | | | | | | (38,088,023) | | | | | | (2,325,122) | | | | | | (1,746,823) | | |
Class W | | | | | (8,458,842) | | | | | | (22,233,186) | | | | | | (8,782) | | | | | | (1,855) | | |
Total distributions | | | | | (195,005,912) | | | | | | (144,520,033) | | | | | | (2,843,503) | | | | | | (1,982,682) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 3,279,968,665 | | | | | | 2,710,166,493 | | | | | | 60,247,012 | | | | | | 57,436,254 | | |
Reinvestment of distributions | | | | | 176,965,795 | | | | | | 131,586,384 | | | | | | 2,819,886 | | | | | | 1,966,902 | | |
| | | | | 3,456,934,460 | | | | | | 2,841,752,877 | | | | | | 63,066,898 | | | | | | 59,403,156 | | |
Cost of shares redeemed | | | | | (2,206,938,732) | | | | | | (1,016,350,016) | | | | | | (54,637,735) | | | | | | (45,055,464) | | |
Net increase in net assets resulting from capital share transactions | | | | | 1,249,995,728 | | | | | | 1,825,402,861 | | | | | | 8,429,163 | | | | | | 14,347,692 | | |
Net increase in net assets | | | | | 1,338,508,206 | | | | | | 1,749,420,641 | | | | | | 8,962,359 | | | | | | 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 | | | | $ | 6,817,677,473 | | | | | $ | 5,479,169,267 | | | | | $ | 115,062,837 | | | | | $ | 106,100,478 | | |
|
| | | Voya Strategic Income Opportunities Fund | | |||||||||
| | | Year Ended March 31, 2019 | | | Year Ended March 31, 2018 | | ||||||
FROM OPERATIONS: | | | | | | | | | | | | | |
Net investment income | | | | $ | 30,788,744 | | | | | $ | 9,168,230 | | |
Net realized gain (loss) | | | | | (3,666,029) | | | | | | 1,572,171 | | |
Net change in unrealized appreciation (depreciation) | | | | | 12,374,322 | | | | | | (1,685,863) | | |
Increase in net assets resulting from operations | | | | | 39,497,037 | | | | | | 9,054,538 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | |
Total distributions (excluding return of capital):(1) | | | | | | | | | | | | | |
Class A | | | | | (3,146,921) | | | | | | (862,932) | | |
Class C | | | | | (551,876) | | | | | | (139,932) | | |
Class I | | | | | (26,121,006) | | | | | | (3,325,705) | | |
Class P | | | | | (25) | | | | | | — | | |
Class R | | | | | (327,613) | | | | | | (149,738) | | |
Class R6 | | | | | (3,187,145) | | | | | | (4,524,469) | | |
Class W | | | | | (2,041,599) | | | | | | (475,976) | | |
Total distributions | | | | | (35,376,185) | | | | | | (9,478,752) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 1,467,080,904 | | | | | | 279,387,457 | | |
Reinvestment of distributions | | | | | 32,263,680 | | | | | | 4,708,772 | | |
| | | | | 1,499,344,584 | | | | | | 284,096,229 | | |
Cost of shares redeemed | | | | | (468,204,434) | | | | | | (65,924,273) | | |
Net increase in net assets resulting from capital share transactions | | | | | 1,031,140,150 | | | | | | 218,171,956 | | |
Net increase in net assets | | | | | 1,035,261,002 | | | | | | 217,747,742 | | |
NET ASSETS: | | | | | | | | | | | | | |
Beginning of year or period | | | | | 377,880,862 | | | | | | 160,133,120 | | |
End of year or period | | | | $ | 1,413,141,864 | | | | | $ | 377,880,862 | | |
|
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3) | | | Expenses net of fee waivers and/or recoupments if any(2)(3) | | | Expenses net of all reductions/additions(2)(3) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | ||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | ||||||||||||||||||||||||||||||||||||||||||
Voya GNMA Income Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-19 | | | | | 8.25 | | | | | | 0.18 | | | | | | 0.13 | | | | | | 0.31 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 8.36 | | | | | | 3.85 | | | | | | 0.97 | | | | 0.95 | | | 0.95 | | | 2.25 | | | | | 394,763 | | | | | | 398 | | |
03-31-18 | | | | | 8.44 | | | | | | 0.14• | | | | | | (0.13) | | | | | | 0.01 | | | | | | 0.18 | | | | | | — | | | | | | 0.02 | | | | | | 0.20 | | | | | | — | | | | | | 8.25 | | | | | | 0.08 | | | | | | 0.95 | | | | 0.95 | | | 0.95 | | | 1.66 | | | | | 435,118 | | | | | | 367 | | |
03-31-17 | | | | | 8.63 | | | | | | 0.08 | | | | | | (0.04) | | | | | | 0.04 | | | | | | 0.13 | | | | | | 0.01 | | | | | | 0.09 | | | | | | 0.23 | | | | | | — | | | | | | 8.44 | | | | | | 0.44 | | | | | | 0.93 | | | | 0.93 | | | 0.93 | | | 1.02 | | | | | 513,223 | | | | | | 580 | | |
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 | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-19 | | | | | 8.21 | | | | | | 0.12 | | | | | | 0.12 | | | | | | 0.24 | | | | | | 0.14 | | | | | | — | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 8.31 | | | | | | 2.96 | | | | | | 1.72 | | | | 1.70 | | | 1.70 | | | 1.49 | | | | | 62,769 | | | | | | 398 | | |
03-31-18 | | | | | 8.39 | | | | | | 0.06 | | | | | | (0.10) | | | | | | (0.04) | | | | | | 0.12 | | | | | | — | | | | | | 0.02 | | | | | | 0.14 | | | | | | — | | | | | | 8.21 | | | | | | (0.56) | | | | | | 1.70 | | | | 1.70 | | | 1.70 | | | 0.90 | | | | | 76,535 | | | | | | 367 | | |
03-31-17 | | | | | 8.58 | | | | | | 0.02 | | | | | | (0.05) | | | | | | (0.03) | | | | | | 0.06 | | | | | | 0.01 | | | | | | 0.09 | | | | | | 0.16 | | | | | | — | | | | | | 8.39 | | | | | | (0.37) | | | | | | 1.68 | | | | 1.68 | | | 1.68 | | | 0.27 | | | | | 111,103 | | | | | | 580 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-19 | | | | | 8.26 | | | | | | 0.21 | | | | | | 0.13 | | | | | | 0.34 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 8.37 | | | | | | 4.16 | | | | | | 0.71 | | | | 0.65 | | | 0.65 | | | 2.55 | | | | | 387,607 | | | | | | 398 | | |
03-31-18 | | | | | 8.45 | | | | | | 0.16• | | | | | | (0.13) | | | | | | 0.03 | | | | | | 0.20 | | | | | | — | | | | | | 0.02 | | | | | | 0.22 | | | | | | — | | | | | | 8.26 | | | | | | 0.37 | | | | | | 0.70 | | | | 0.65 | | | 0.65 | | | 1.95 | | | | | 350,326 | | | | | | 367 | | |
03-31-17 | | | | | 8.64 | | | | | | 0.10 | | | | | | (0.03) | | | | | | 0.07 | | | | | | 0.16 | | | | | | 0.01 | | | | | | 0.09 | | | | | | 0.26 | | | | | | — | | | | | | 8.45 | | | | | | 0.76 | | | | | | 0.64 | | | | 0.64 | | | 0.64 | | | 1.29 | | | | | 461,076 | | | | | | 580 | | |
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 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-19 | | | | | 8.27 | | | | | | 0.20• | | | | | | 0.13 | | | | | | 0.33 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 8.38 | | | | | | 4.11 | | | | | | 0.72 | | | | 0.70 | | | 0.70 | | | 2.47 | | | | | 91,383 | | | | | | 398 | | |
03-31-18 | | | | | 8.46 | | | | | | 0.16• | | | | | | (0.13) | | | | | | 0.03 | | | | | | 0.20 | | | | | | — | | | | | | 0.02 | | | | | | 0.22 | | | | | | — | | | | | | 8.27 | | | | | | 0.33 | | | | | | 0.70 | | | | 0.70 | | | 0.70 | | | 1.92 | | | | | 156,625 | | | | | | 367 | | |
03-31-17 | | | | | 8.65 | | | | | | 0.12 | | | | | | (0.05) | | | | | | 0.07 | | | | | | 0.16 | | | | | | 0.01 | | | | | | 0.09 | | | | | | 0.26 | | | | | | — | | | | | | 8.46 | | | | | | 0.72 | | | | | | 0.68 | | | | 0.68 | | | 0.68 | | | 1.26 | | | | | 141,853 | | | | | | 580 | | |
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 | | |
Voya High Yield Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-19 | | | | | 7.89 | | | | | | 0.43 | | | | | | (0.05) | | | | | | 0.38 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 7.86 | | | | | | 5.03 | | | | | | 1.10 | | | | 1.10 | | | 1.10 | | | 5.49 | | | | | 60,390 | | | | | | 33 | | |
03-31-18 | | | | | 8.11 | | | | | | 0.43 | | | | | | (0.22) | | | | | | 0.21 | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 7.89 | | | | | | 2.52 | | | | | | 1.07 | | | | 1.07 | | | 1.07 | | | 5.27 | | | | | 52,994 | | | | | | 40 | | |
03-31-17 | | | | �� | 7.62 | | | | | | 0.41 | | | | | | 0.50 | | | | | | 0.91 | | | | | | 0.42 | | | | | | — | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 8.11 | | | | | | 12.13 | | | | | | 1.06 | | | | 1.06 | | | 1.06 | | | 5.23 | | | | | 60,927 | | | | | | 41 | | |
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 | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-19 | | | | | 7.89 | | | | | | 0.37 | | | | | | (0.05) | | | | | | 0.32 | | | | | | 0.35 | | | | | | — | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 7.86 | | | | | | 4.24 | | | | | | 1.85 | | | | 1.85 | | | 1.85 | | | 4.77 | | | | | 15,945 | | | | | | 33 | | |
03-31-18 | | | | | 8.11 | | | | | | 0.37 | | | | | | (0.23) | | | | | | 0.14 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 7.89 | | | | | | 1.75 | | | | | | 1.82 | | | | 1.82 | | | 1.82 | | | 4.52 | | | | | 10,513 | | | | | | 40 | | |
03-31-17 | | | | | 7.61 | | | | | | 0.36 | | | | | | 0.50 | | | | | | 0.86 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 8.11 | | | | | | 11.45 | | | | | | 1.81 | | | | 1.81 | | | 1.81 | | | 4.49 | | | | | 13,113 | | | | | | 41 | | |
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 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3) | | | Expenses net of fee waivers and/or recoupments if any(2)(3) | | | Expenses net of all reductions/additions(2)(3) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | ||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | ||||||||||||||||||||||||||||||||||||||||||
Voya High Yield Bond Fund (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-19 | | | | | 7.88 | | | | | | 0.47 | | | | | | (0.06) | | | | | | 0.41 | | | | | | 0.44 | | | | | | — | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 7.85 | | | | | | 5.39 | | | | | | 0.75 | | | | 0.75 | | | 0.75 | | | 5.82 | | | | | 81,121 | | | | | | 33 | | |
03-31-18 | | | | | 8.10 | | | | | | 0.46 | | | | | | (0.23) | | | | | | 0.23 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 7.88 | | | | | | 2.87 | | | | | | 0.72 | | | | 0.72 | | | 0.72 | | | 5.62 | | | | | 149,279 | | | | | | 40 | | |
03-31-17 | | | | | 7.61 | | | | | | 0.44 | | | | | | 0.49 | | | | | | 0.93 | | | | | | 0.44 | | | | | | — | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 8.10 | | | | | | 12.54 | | | | | | 0.71 | | | | 0.71 | | | 0.71 | | | 5.56 | | | | | 204,818 | | | | | | 41 | | |
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 | | |
Class P | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-19 | | | | | 7.90 | | | | | | 0.51 | | | | | | (0.05) | | | | | | 0.46 | | | | | | 0.49 | | | | | | — | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 7.87 | | | | | | 6.05 | | | | | | 0.69 | | | | 0.08 | | | 0.08 | | | 6.51 | | | | | 120,464 | | | | | | 33 | | |
03-31-18 | | | | | 8.11 | | | | | | 0.51 | | | | | | (0.22) | | | | | | 0.29 | | | | | | 0.50 | | | | | | — | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 7.90 | | | | | | 3.63 | | | | | | 0.66 | | | | 0.06 | | | 0.06 | | | 6.28 | | | | | 132,713 | | | | | | 40 | | |
03-31-17 | | | | | 7.61 | | | | | | 0.50 | | | | | | 0.49 | | | | | | 0.99 | | | | | | 0.49 | | | | | | — | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 8.11 | | | | | | 13.36 | | | | | | 0.66 | | | | 0.07 | | | 0.07 | | | 6.25 | | | | | 149,606 | | | | | | 41 | | |
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 | | |
Class P3 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-01-18(4) - 03-31-19 | | | | | 7.85 | | | | | | 0.41• | | | | | | 0.00* | | | | | | 0.41 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 7.86 | | | | | | 5.36 | | | | | | 0.69 | | | | 0.00* | | | 0.00* | | | 6.25 | | | | | 3 | | | | | | 33 | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-19 | | | | | 7.90 | | | | | | 0.41 | | | | | | (0.05) | | | | | | 0.36 | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 7.87 | | | | | | 4.76 | | | | | | 1.35 | | | | 1.35 | | | 1.35 | | | 5.25 | | | | | 1,185 | | | | | | 33 | | |
03-31-18 | | | | | 8.11 | | | | | | 0.41 | | | | | | (0.21) | | | | | | 0.20 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 7.90 | | | | | | 2.39 | | | | | | 1.32 | | | | 1.32 | | | 1.32 | | | 5.00 | | | | | 791 | | | | | | 40 | | |
03-31-17 | | | | | 7.62 | | | | | | 0.40 | | | | | | 0.49 | | | | | | 0.89 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 8.11 | | | | | | 11.85 | | | | | | 1.31 | | | | 1.31 | | | 1.31 | | | 4.99 | | | | | 267 | | | | | | 41 | | |
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 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-19 | | | | | 7.89 | | | | | | 0.45• | | | | | | (0.03) | | | | | | 0.42 | | | | | | 0.44 | | | | | | — | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 7.87 | | | | | | 5.52 | | | | | | 0.69 | | | | 0.69 | | | 0.69 | | | 5.72 | | | | | 10,002 | | | | | | 33 | | |
03-31-18 | | | | | 8.10 | | | | | | 0.46 | | | | | | (0.22) | | | | | | 0.24 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 7.89 | | | | | | 2.97 | | | | | | 0.66 | | | | 0.66 | | | 0.66 | | | 5.67 | | | | | 117,343 | | | | | | 40 | | |
08-03-16(4) - 03-31-17 | | | | | 7.89 | | | | | | 0.30• | | | | | | 0.20 | | | | | | 0.50 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 8.10 | | | | | | 6.39 | | | | | | 0.66 | | | | 0.66 | | | 0.66 | | | 5.74 | | | | | 120,605 | | | | | | 41 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-19 | | | | | 7.90 | | | | | | 0.45 | | | | | | (0.05) | | | | | | 0.40 | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 7.87 | | | | | | 5.29 | | | | | | 0.85 | | | | 0.85 | | | 0.85 | | | 5.74 | | | | | 98,192 | | | | | | 33 | | |
03-31-18 | | | | | 8.12 | | | | | | 0.45 | | | | | | (0.22) | | | | | | 0.23 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 7.90 | | | | | | 2.78 | | | | | | 0.82 | | | | 0.82 | | | 0.82 | | | 5.51 | | | | | 98,970 | | | | | | 40 | | |
03-31-17 | | | | | 7.63 | | | | | | 0.44 | | | | | | 0.49 | | | | | | 0.93 | | | | | | 0.44 | | | | | | — | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 8.12 | | | | | | 12.40 | | | | | | 0.81 | | | | 0.81 | | | 0.81 | | | 5.49 | | | | | 90,878 | | | | | | 41 | | |
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 | | |
Voya Intermediate Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-19 | | | | | 9.90 | | | | | | 0.30 | | | | | | 0.11 | | | | | | 0.41 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 10.02 | | | | | | 4.28 | | | | | | 0.70 | | | | 0.70 | | | 0.70 | | | 3.06 | | | | | 431,210 | | | | | | 329†† | | |
03-31-18 | | | | | 10.01 | | | | | | 0.27 | | | | | | (0.09) | | | | | | 0.18 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 9.90 | | | | | | 1.75 | | | | | | 0.67 | | | | 0.67 | | | 0.67 | | | 2.63 | | | | | 444,865 | | | | | | 482†† | | |
03-31-17 | | | | | 10.09 | | | | | | 0.27 | | | | | | (0.05) | | | | | | 0.22 | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 10.01 | | | | | | 2.19 | | | | | | 0.65 | | | | 0.65 | | | 0.65 | | | 2.65 | | | | | 436,938 | | | | | | 403†† | | |
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†† | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3) | | | Expenses net of fee waivers and/or recoupments if any(2)(3) | | | Expenses net of all reductions/additions(2)(3) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | ||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | ||||||||||||||||||||||||||||||||||||||||||
Voya Intermediate Bond Fund (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ��� | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-19 | | | | | 9.89 | | | | | | 0.23 | | | | | | 0.11 | | | | | | 0.34 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.01 | | | | | | 3.51 | | | | | | 1.45 | | | | 1.45 | | | 1.45 | | | 2.31 | | | | | 28,657 | | | | | | 329†† | | |
03-31-18 | | | | | 10.00 | | | | | | 0.19 | | | | | | (0.09) | | | | | | 0.10 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 9.89 | | | | | | 0.99 | | | | | | 1.42 | | | | 1.42 | | | 1.42 | | | 1.89 | | | | | 30,922 | | | | | | 482†† | | |
03-31-17 | | | | | 10.07 | | | | | | 0.19 | | | | | | (0.04) | | | | | | 0.15 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.00 | | | | | | 1.53 | | | | | | 1.40 | | | | 1.40 | | | 1.40 | | | 1.91 | | | | | 28,270 | | | | | | 403†† | | |
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†† | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-19 | | | | | 9.90 | | | | | | 0.33 | | | | | | 0.12 | | | | | | 0.45 | | | | | | 0.33 | | | | | | — | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 10.02 | | | | | | 4.63 | | | | | | 0.36 | | | | 0.36 | | | 0.36 | | | 3.41 | | | | | 4,142,382 | | | | | | 329†† | | |
03-31-18 | | | | | 10.01 | | | | | | 0.30 | | | | | | (0.09) | | | | | | 0.21 | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 9.90 | | | | | | 2.09 | | | | | | 0.35 | | | | 0.35 | | | 0.35 | | | 2.96 | | | | | 2,510,746 | | | | | | 482†† | | |
03-31-17 | | | | | 10.08 | | | | | | 0.30 | | | | | | (0.04) | | | | | | 0.26 | | | | | | 0.33 | | | | | | — | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 10.01 | | | | | | 2.63 | | | | | | 0.33 | | | | 0.33 | | | 0.33 | | | 3.00 | | | | | 1,578,844 | | | | | | 403†† | | |
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†† | | |
Class O | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-19 | | | | | 9.90 | | | | | | 0.30• | | | | | | 0.11 | | | | | | 0.41 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 10.02 | | | | | | 4.28 | | | | | | 0.70 | | | | 0.70 | | | 0.70 | | | 3.01 | | | | | 2,709 | | | | | | 329†† | | |
03-31-18 | | | | | 10.01 | | | | | | 0.27 | | | | | | (0.09) | | | | | | 0.18 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 9.90 | | | | | | 1.75 | | | | | | 0.67 | | | | 0.67 | | | 0.67 | | | 2.63 | | | | | 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†† | | |
Class P3 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-01-18(4) - 03-31-19 | | | | | 9.80 | | | | | | 0.31• | | | | | | 0.21 | | | | | | 0.52 | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 10.02 | | | | | | 5.40 | | | | | | 0.31 | | | | 0.00* | | | 0.00* | | | 3.80 | | | | | 16,286 | | | | | | 329†† | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-19 | | | | | 9.92 | | | | | | 0.28 | | | | | | 0.10 | | | | | | 0.38 | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 10.03 | | | | | | 3.92 | | | | | | 0.95 | | | | 0.95 | | | 0.95 | | | 2.81 | | | | | 170,236 | | | | | | 329†† | | |
03-31-18 | | | | | 10.02 | | | | | | 0.24 | | | | | | (0.08) | | | | | | 0.16 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 9.92 | | | | | | 1.60 | | | | | | 0.92 | | | | 0.92 | | | 0.92 | | | 2.38 | | | | | 186,904 | | | | | | 482†† | | |
03-31-17 | | | | | 10.10 | | | | | | 0.24 | | | | | | (0.04) | | | | | | 0.20 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 10.02 | | | | | | 1.93 | | | | | | 0.90 | | | | 0.90 | | | 0.90 | | | 2.42 | | | | | 166,268 | | | | | | 403†† | | |
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†† | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-19 | | | | | 9.90 | | | | | | 0.34 | | | | | | 0.11 | | | | | | 0.45 | | | | | | 0.33 | | | | | | — | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 10.02 | | | | | | 4.65 | | | | | | 0.31 | | | | 0.31 | | | 0.31 | | | 3.46 | | | | | 1,851,627 | | | | | | 329†† | | |
03-31-18 | | | | | 10.00 | | | | | | 0.31 | | | | | | (0.09) | | | | | | 0.22 | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 9.90 | | | | | | 2.20 | | | | | | 0.31 | | | | 0.31 | | | 0.31 | | | 3.00 | | | | | 1,514,795 | | | | | | 482†† | | |
03-31-17 | | | | | 10.08 | | | | | | 0.30 | | | | | | (0.04) | | | | | | 0.26 | | | | | | 0.34 | | | | | | — | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 10.00 | | | | | | 2.54 | | | | | | 0.31 | | | | 0.31 | | | 0.31 | | | 3.01 | | | | | 832,462 | | | | | | 403†† | | |
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†† | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-19 | | | | | 9.89 | | | | | | 0.32• | | | | | | 0.12 | | | | | | 0.44 | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 10.01 | | | | | | 4.55 | | | | | | 0.45 | | | | 0.45 | | | 0.45 | | | 3.25 | | | | | 174,570 | | | | | | 329†† | | |
03-31-18 | | | | | 10.00 | | | | | | 0.29 | | | | | | (0.09) | | | | | | 0.20 | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 9.89 | | | | | | 2.00 | | | | | | 0.42 | | | | 0.42 | | | 0.42 | | | 2.89 | | | | | 760,186 | | | | | | 482†† | | |
03-31-17 | | | | | 10.07 | | | | | | 0.29 | | | | | | (0.03) | | | | | | 0.26 | | | | | | 0.33 | | | | | | — | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 10.00 | | | | | | 2.54 | | | | | | 0.40 | | | | 0.40 | | | 0.40 | | | 2.92 | | | | | 654,374 | | | | | | 403†† | | |
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†† | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3) | | | Expenses net of fee waivers and/or recoupments if any(2)(3) | | | Expenses net of all reductions/additions(2)(3) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | ||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | ||||||||||||||||||||||||||||||||||||||||||
Voya Short Term Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-19 | | | | | 9.72 | | | | | | 0.21• | | | | | | 0.06 | | | | | | 0.27 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 9.77 | | | | | | 2.85 | | | | | | 0.93 | | | | 0.77 | | | 0.77 | | | 2.14 | | | | | 14,247 | | | | | | 137 | | |
03-31-18 | | | | | 9.84 | | | | | | 0.16 | | | | | | (0.12) | | | | | | 0.04 | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 9.72 | | | | | | 0.35 | | | | | | 0.88 | | | | 0.77 | | | 0.77 | | | 1.55 | | | | | 2,618 | | | | | | 165 | | |
03-31-17 | | | | | 9.88 | | | | | | 0.12• | | | | | | (0.01) | | | | | | 0.11 | | | | | | 0.15 | | | | | | — | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 9.84 | | | | | | 1.16 | | | | | | 0.85 | | | | 0.76 | | | 0.76 | | | 1.18 | | | | | 4,894 | | | | | | 227 | | |
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 | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-19 | | | | | 9.72 | | | | | | 0.12 | | | | | | 0.07 | | | | | | 0.19 | | | | | | 0.15 | | | | | | — | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 9.76 | | | | | | 1.97 | | | | | | 1.68 | | | | 1.52 | | | 1.52 | | | 1.38 | | | | | 1,038 | | | | | | 137 | | |
03-31-18 | | | | | 9.84 | | | | | | 0.08 | | | | | | (0.12) | | | | | | (0.04) | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.72 | | | | | | (0.40) | | | | | | 1.63 | | | | 1.52 | | | 1.52 | | | 0.81 | | | | | 728 | | | | | | 165 | | |
03-31-17 | | | | | 9.88 | | | | | | 0.04 | | | | | | 0.00* | | | | | | 0.04 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.84 | | | | | | 0.40 | | | | | | 1.60 | | | | 1.51 | | | 1.51 | | | 0.45 | | | | | 1,079 | | | | | | 227 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-19 | | | | | 9.71 | | | | | | 0.23 | | | | | | 0.07 | | | | | | 0.30 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 9.76 | | | | | | 3.15 | | | | | | 0.78 | | | | 0.50 | | | 0.50 | | | 2.37 | | | | | 9,283 | | | | | | 137 | | |
03-31-18 | | | | | 9.84 | | | | | | 0.18 | | | | | | (0.13) | | | | | | 0.05 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 9.71 | | | | | | 0.55 | | | | | | 0.71 | | | | 0.51 | | | 0.51 | | | 1.84 | | | | | 9,578 | | | | | | 165 | | |
03-31-17 | | | | | 9.88 | | | | | | 0.15 | | | | | | (0.01) | | | | | | 0.14 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 9.84 | | | | | | 1.46 | | | | | | 0.67 | | | | 0.50 | | | 0.50 | | | 1.46 | | | | | 12,921 | | | | | | 227 | | |
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 | | |
Class P3 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-01-18(4) - 03-31-19 | | | | | 9.71 | | | | | | 0.23• | | | | | | 0.08 | | | | | | 0.31 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 9.76 | | | | | | 3.22 | | | | | | 0.63 | | | | 0.00* | | | 0.00* | | | 2.90 | | | | | 3,341 | | | | | | 137 | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-19 | | | | | 9.72 | | | | | | 0.18 | | | | | | 0.07 | | | | | | 0.25 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 9.77 | | | | | | 2.60 | | | | | | 1.18 | | | | 1.02 | | | 1.02 | | | 1.85 | | | | | 3 | | | | | | 137 | | |
03-31-18 | | | | | 9.84 | | | | | | 0.13 | | | | | | (0.12) | | | | | | 0.01 | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 9.72 | | | | | | 0.10 | | | | | | 1.13 | | | | 1.02 | | | 1.02 | | | 1.33 | | | | | 3 | | | | | | 165 | | |
03-31-17 | | | | | 9.88 | | | | | | 0.09 | | | | | | 0.00* | | | | | | 0.09 | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 9.84 | | | | | | 0.89 | | | | | | 1.10 | | | | 1.01 | | | 1.01 | | | 0.93 | | | | | 3 | | | | | | 227 | | |
03-31-16 | | | | | 9.97 | | | | | | 0.10 | | | | | | (0.06) | | | | | | 0.04 | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 9.88 | | | | | | 0.40 | | | | | | 1.21 | | | | 1.05 | | | 1.05 | | | 0.97 | | | | | 3 | | | | | | 109 | | |
07-31-14(4) - 03-31-15 | | | | | 9.99 | | | | | | 0.07• | | | | | | 0.00* | | | | | | 0.07 | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 9.97 | | | | | | 0.72 | | | | | | 1.14 | | | | 1.05 | | | 1.05 | | | 1.00 | | | | | 3 | | | | | | 95 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-19 | | | | | 9.72 | | | | | | 0.23 | | | | | | 0.06 | | | | | | 0.29 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 9.76 | | | | | | 3.08 | | | | | | 0.63 | | | | 0.47 | | | 0.47 | | | 2.40 | | | | | 86,628 | | | | | | 137 | | |
03-31-18 | | | | | 9.84 | | | | | | 0.18 | | | | | | (0.11) | | | | | | 0.07 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 9.72 | | | | | | 0.68 | | | | | | 0.59 | | | | 0.48 | | | 0.48 | | | 1.85 | | | | | 93,094 | | | | | | 165 | | |
03-31-17 | | | | | 9.89 | | | | | | 0.14 | | | | | | 0.00* | | | | | | 0.14 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 9.84 | | | | | | 1.39 | | | | | | 0.56 | | | | 0.47 | | | 0.47 | | | 1.47 | | | | | 73,871 | | | | | | 227 | | |
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 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-19 | | | | | 9.72 | | | | | | 0.22 | | | | | | 0.10 | | | | | | 0.32 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 9.79 | | | | | | 3.31 | | | | | | 0.68 | | | | 0.52 | | | 0.52 | | | 2.38 | | | | | 523 | | | | | | 137 | | |
03-31-18 | | | | | 9.85 | | | | | | 0.18• | | | | | | (0.13) | | | | | | 0.05 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 9.72 | | | | | | 0.50 | | | | | | 0.63 | | | | 0.52 | | | 0.52 | | | 1.83 | | | | | 79 | | | | | | 165 | | |
03-31-17 | | | | | 9.89 | | | | | | 0.14• | | | | | | 0.00* | | | | | | 0.14 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 9.85 | | | | | | 1.41 | | | | | | 0.60 | | | | 0.51 | | | 0.51 | | | 1.42 | | | | | 393 | | | | | | 227 | | |
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 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3) | | | Expenses net of fee waivers and/or recoupments if any(2)(3) | | | Expenses net of all reductions/additions(2)(3) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | ||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | ||||||||||||||||||||||||||||||||||||||||||
Voya Strategic Income Opportunities Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-19 | | | | | 10.16 | | | | | | 0.37 | | | | | | 0.03 | | | | | | 0.40 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 10.15 | | | | | | 3.99 | | | | | | 0.94 | | | | 0.94 | | | 0.94 | | | 3.63 | | | | | 128,224 | | | | | | 155 | | |
03-31-18 | | | | | 10.12 | | | | | | 0.37 | | | | | | 0.03 | | | | | | 0.40 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 10.16 | | | | | | 4.01 | | | | | | 1.13 | | | | 1.05 | | | 1.05 | | | 3.52 | | | | | 30,921 | | | | | | 103 | | |
03-31-17 | | | | | 9.94 | | | | | | 0.42• | | | | | | 0.24 | | | | | | 0.66 | | | | | | 0.48 | | | | | | — | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 10.12 | | | | | | 6.82 | | | | | | 1.22 | | | | 1.06 | | | 1.06 | | | 4.17 | | | | | 11,255 | | | | | | 68 | | |
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 | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-19 | | | | | 10.00 | | | | | | 0.29 | | | | | | 0.04 | | | | | | 0.33 | | | | | | 0.33 | | | | | | — | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 10.00 | | | | | | 3.32 | | | | | | 1.69 | | | | 1.69 | | | 1.69 | | | 2.87 | | | | | 25,999 | | | | | | 155 | | |
03-31-18 | | | | | 9.96 | | | | | | 0.29 | | | | | | 0.03 | | | | | | 0.32 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 10.00 | | | | | | 3.24 | | | | | | 1.88 | | | | 1.80 | | | 1.80 | | | 2.79 | | | | | 8,150 | | | | | | 103 | | |
03-31-17 | | | | | 9.78 | | | | | | 0.33• | | | | | | 0.25 | | | | | | 0.58 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 9.96 | | | | | | 6.05 | | | | | | 1.97 | | | | 1.81 | | | 1.81 | | | 3.38 | | | | | 1,893 | | | | | | 68 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-19 | | | | | 10.21 | | | | | | 0.42 | | | | | | 0.02 | | | | | | 0.44 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 10.20 | | | | | | 4.42 | | | | | | 0.61 | | | | 0.61 | | | 0.61 | | | 3.99 | | | | | 1,151,236 | | | | | | 155 | | |
03-31-18 | | | | | 10.18 | | | | | | 0.40• | | | | | | 0.04 | | | | | | 0.44 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 10.21 | | | | | | 4.37 | | | | | | 0.78 | | | | 0.70 | | | 0.70 | | | 3.87 | | | | | 194,924 | | | | | | 103 | | |
03-31-17 | | | | | 9.99 | | | | | | 0.45• | | | | | | 0.27 | | | | | | 0.72 | | | | | | 0.53 | | | | | | — | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 10.18 | | | | | | 7.38 | | | | | | 0.85 | | | | 0.69 | | | 0.69 | | | 4.51 | | | | | 27,339 | | | | | | 68 | | |
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 | | |
Class P | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
02-01-19(4) - 03-31-19 | | | | | 10.13 | | | | | | 0.05• | | | | | | 0.08 | | | | | | 0.13 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 10.18 | | | | | | 1.33 | | | | | | 0.58 | | | | 0.08 | | | 0.08 | | | 3.22 | | | | | 3 | | | | | | 155 | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-19 | | | | | 10.08 | | | | | | 0.34 | | | | | | 0.03 | | | | | | 0.37 | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 10.07 | | | | | | 3.73 | | | | | | 1.19 | | | | 1.19 | | | 1.19 | | | 3.37 | | | | | 12,425 | | | | | | 155 | | |
03-31-18 | | | | | 10.04 | | | | | | 0.33 | | | | | | 0.04 | | | | | | 0.37 | | | | | | 0.33 | | | | | | — | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 10.08 | | | | | | 3.76 | | | | | | 1.38 | | | | 1.30 | | | 1.30 | | | 3.26 | | | | | 5,168 | | | | | | 103 | | |
03-31-17 | | | | | 9.86 | | | | | | 0.37 | | | | | | 0.26 | | | | | | 0.63 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 10.04 | | | | | | 6.57 | | | | | | 1.47 | | | | 1.31 | | | 1.31 | | | 3.82 | | | | | 3,955 | | | | | | 68 | | |
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 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-19 | | | | | 10.19 | | | | | | 0.39 | | | | | | 0.04 | | | | | | 0.43 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 10.17 | | | | | | 4.36 | | | | | | 0.58 | | | | 0.58 | | | 0.58 | | | 3.82 | | | | | 47,004 | | | | | | 155 | | |
03-31-18 | | | | | 10.16 | | | | | | 0.40 | | | | | | 0.04 | | | | | | 0.44 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 10.19 | | | | | | 4.41 | | | | | | 0.74 | | | | 0.66 | | | 0.66 | | | 3.88 | | | | | 112,151 | | | | | | 103 | | |
03-31-17 | | | | | 9.99 | | | | | | 0.45 | | | | | | 0.25 | | | | | | 0.70 | | | | | | 0.53 | | | | | | — | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 10.16 | | | | | | 7.21 | | | | | | 0.83 | | | | 0.67 | | | 0.67 | | | 4.46 | | | | | 111,530 | | | | | | 68 | | |
10-23-15(4) - 03-31-16 | | | | | 10.05 | | | | | | 0.16• | | | | | | (0.14) | | | | | | 0.02 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.99 | | | | | | 0.21 | | | | | | 0.87 | | | | 0.63 | | | 0.63 | | | 3.70 | | | | | 109,630 | | | | | | 83 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-19 | | | | | 10.13 | | | | | | 0.39 | | | | | | 0.04 | | | | | | 0.43 | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 10.13 | | | | | | 4.35 | | | | | | 0.69 | | | | 0.69 | | | 0.69 | | | 3.75 | | | | | 48,251 | | | | | | 155 | | |
03-31-18 | | | | | 10.09 | | | | | | 0.39 | | | | | | 0.04 | | | | | | 0.43 | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 10.13 | | | | | | 4.27 | | | | | | 0.88 | | | | 0.80 | | | 0.80 | | | 3.77 | | | | | 26,567 | | | | | | 103 | | |
03-31-17 | | | | | 9.90 | | | | | | 0.44• | | | | | | 0.26 | | | | | | 0.70 | | | | | | 0.51 | | | | | | — | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 10.09 | | | | | | 7.19 | | | | | | 0.97 | | | | 0.81 | | | 0.81 | | | 4.38 | | | | | 4,161 | | | | | | 68 | | |
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 | | |
| | | Buy | | | Sell | | ||||||
Intermediate Bond | | | | $ | 71,688,144 | | | | | $ | 153,043,806 | | |
Strategic Income Opportunities | | | | | 227,957,435 | | | | | | 248,824,580 | | |
| | | Purchased | | | Sold | | ||||||
GNMA Income | | | | $ | 2,951,950 | | | | | $ | 272,003,396 | | |
Intermediate Bond | | | | | 612,698,966 | | | | | | 706,528,296 | | |
Short Term Bond | | | | | 27,155,494 | | | | | | 9,745,201 | | |
Strategic Income Opportunities | | | | | 144,124,237 | | | | | | 158,811,485 | | |
| | | Purchased | | | Sold | | ||||||
Intermediate Bond | | | | $ | 178,847,898 | | | | | $ | 217,058,000 | | |
Strategic Income Opportunities | | | | | 19,998,587 | | | | | | 62,184,500 | | |
| | | Purchases | | | Sales | | ||||||
GNMA Income | | | | $ | 14,703,740 | | | | | $ | 9,424,355 | | |
High Yield Bond | | | | | 148,772,240 | | | | | | 320,392,969 | | |
Intermediate Bond | | | | | 2,565,671,131 | | | | | | 2,099,898,687 | | |
Short Term Bond | | | | | 50,538,417 | | | | | | 47,766,708 | | |
Strategic Income Opportunities | | | | | 1,067,681,854 | | | | | | 180,124,167 | | |
| | | Purchases | | | Sales | | ||||||
GNMA Income | | | | $ | 4,826,980,360 | | | | | $ | 4,989,890,332 | | |
Intermediate Bond | | | | | 19,276,782,323 | | | | | | 18,553,747,713 | | |
Short Term Bond | | | | | 102,444,466 | | | | | | 94,442,632 | | |
Strategic Income Opportunities | | | | | 1,085,286,858 | | | | | | 944,920,860 | | |
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 | |
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 | | | | $ | 8,152 | | | | | $ | — | | |
High Yield Bond | | | | | 5,003 | | | | | | — | | |
Intermediate Bond | | | | | 8,335 | | | | | | — | | |
Short Term Bond | | | | | 202 | | | | | | — | | |
Strategic Income Opportunities | | | | | 26,563 | | | | | | — | | |
Contingent Deferred Sales Charges: | | | | | | | | | | | | | |
GNMA Income | | | | $ | — | | | | | $ | 1,771 | | |
High Yield Bond | | | | | — | | | | | | 490 | | |
Intermediate Bond | | | | | 4,216 | | | | | | 3,779 | | |
Short Term Bond | | | | | — | | | | | | 1 | | |
Strategic Income Opportunities | | | | | 844 | | | | | | 5,200 | | |
Subsidiary/Affiliated Investment Company | | | Fund | | | Percentage | | |||
Voya Global Diversified Payment Fund | | | Short Term Bond | | | | | 11.81% | | |
Voya Institutional Trust Company | | | GNMA Income | | | | | 23.10 | | |
Voya Intermediate Bond Portfolio | | | High Yield Bond | | | | | 26.59 | | |
Voya Retirement Insurance and Annuity Company | | | Intermediate Bond | | | | | 11.65 | | |
Voya Solution 2025 Portfolio | | | Short Term Bond | | | | | 22.15 | | |
Voya Solution Income Portfolio | | | Short Term Bond | | | | | 29.59 | | |
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 | | | | | | 0.15% | | | | | | N/A | | | | | | 1.40% | | | | | | 0.60% | | | | | | 0.90% | | |
| | | March 31, | | | ||||||||||||||||||||
| | | 2020 | | | 2021 | | | 2022 | | | Total | | ||||||||||||
GNMA Income | | | | $ | — | | | | | $ | — | | | | | $ | 114,673 | | | | | $ | 114,673 | | |
High Yield Bond | | | | | — | | | | | | — | | | | | | 11,464 | | | | | | 11,464 | | |
Intermediate Bond | | | | | — | | | | | | — | | | | | | 26,399 | | | | | | 26,399 | | |
Short Term Bond | | | | | 107,375 | | | | | | 112,174 | | | | | | 180,697 | | | | | | 400,246 | | |
| | | March 31, | | | ||||||||||||||||||||
| | | 2020 | | | 2021 | | | 2022 | | | Total | | ||||||||||||
GNMA Income | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | $ | — | | | | | $ | 207,535 | | | | | $ | 145,938 | | | | | $ | 353,473 | | |
Short Term Bond | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | 9,680 | | | | | | 7,319 | | | | | | 11,389 | | | | | | 28,388 | | |
Fund | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For 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 | | | | | | 2.69 | | |
Short Term Bond | | | | | 1 | | | | | | 1,924,000 | | | | | | 2.69 | | |
Strategic Income Opportunities | | | | | 15 | | | | | | 2,331,333 | | | | | | 2.70 | | |
| | | Notional Amount | | | Cost | | ||||||
Balance at 03/31/2018 | | | | | — | | | | | $ | — | | |
Options Purchased | | | | | 1,724,600,000 | | | | | | 21,427,068 | | |
Options Terminated in Closing Sell Transactions | | | | | (718,800,000) | | | | | | (19,320,744) | | |
Balance at 03/31/2019 | | | | | 1,005,800,000 | | | | | $ | 2,106,324 | | |
|
| | | Notional Amount | | | Cost | | ||||||
Balance at 03/31/2018 | | | | | 359,400,000 | | | | | $ | — | | |
Options Purchased | | | | | 795,941,000 | | | | | | — | | |
Options Terminated in Closing Sell Transactions | | | | | (359,400,000) | | | | | | — | | |
Balance at 03/31/2019 | | | | | 795,941,000 | | | | | $ | — | | |
|
| | | Notional Amount | | | Premiums Received | | ||||||
Balance at 03/31/2018 | | | | | — | | | | | $ | — | | |
Options Written | | | | | 1,005,800,000 | | | | | | 2,732,625 | | |
Balance at 03/31/2019 | | | | | 1,005,800,000 | | | | | $ | 2,732,625 | | |
|
| | | Notional Amount | | | Cost | | ||||||
Balance at 03/31/2018 | | | | | — | | | | | $ | — | | |
Options Purchased | | | | | 7,260,000 | | | | | | 195,144 | | |
Options Terminated in Closing Sell Transactions | | | | | (7,260,000) | | | | | | (195,144) | | |
Balance at 03/31/2019 | | | | | — | | | | | $ | — | | |
|
| | | Notional Amount (USD) | | | Cost | | ||||||
Balance at 03/31/2018 | | | | | 3,630,000 | | | | | $ | — | | |
Options Purchased | | | | | 6,993,000 | | | | | | — | | |
Options Terminated in Closing Sell Transactions | | | | | (3,630,000) | | | | | | | | |
Balance at 03/31/2019 | | | | | 6,993,000 | | | | | $ | — | | |
|
| | | Notional Amount | | | Cost | | ||||||
Balance at 03/31/2018 | | | | | — | | | | | $ | — | | |
Options Purchased | | | | | 733,660,000 | | | | | | 3,671,633 | | |
Options Terminated in Closing Sell Transactions | | | | | (324,960,000) | | | | | | (2,815,743) | | |
Balance at 03/31/2019 | | | | | 408,700,000 | | | | | $ | 855,890 | | |
|
| | | Notional Amount | | | Cost | | ||||||
Balance at 03/31/2018 | | | | | 42,330,000 | | | | | $ | — | | |
Options Purchased | | | | | 310,639,000 | | | | | | — | | |
Options Terminated in Closing Sell Transactions | | | | | (42,330,000) | | | | | | — | | |
Balance at 03/31/2019 | | | | | 310,639,000 | | | | | $ | — | | |
|
| | | Notional Amount | | | Premiums Received | | ||||||
Balance at 03/31/2018 | | | | | — | | | | | $ | — | | |
Options Written | | | | | 649,000,000 | | | | | | 1,711,134 | | |
Options Terminated in Closing Purchase Transactions | | | | | (240,300,000) | | | | | | (600,750) | | |
Balance at 03/31/2019 | | | | | 408,700,000 | | | | | $ | 1,110,384 | | |
|
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Shares converted | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Shares converted | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | $ | | | ($) | | ||||||||||||||||||||||||||||||||||||
GNMA Income | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2019 | | | | | 7,735,666 | | | | | | — | | | | | | 1,096,143 | | | | | | (14,337,451) | | | | | | — | | | | | | (5,505,642) | | | | | | 63,545,335 | | | | | | — | | | | | | 9,010,912 | | | | | | (117,661,246) | | | | | | — | | | | | | (45,104,999) | | |
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) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2019 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
3/31/2018 | | | | | — | | | | | | — | | | | | | 9 | | | | | | (1,673) | | | | | | (6,699) | | | | | | (8,363) | | | | | | — | | | | | | — | | | | | | 75 | | | | | | (14,099) | | | | | | (56,410) | | | | | | (70,434) | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2019 | | | | | 824,466 | | | | | | — | | | | | | 120,688 | | | | | | (2,720,384) | | | | | | — | | | | | | (1,775,230) | | | | | | 6,764,856 | | | | | | — | | | | | | 986,923 | | | | | | (22,216,846) | | | | | | — | | | | | | (14,465,067) | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2019 | | | | | 22,696,308 | | | | | | — | | | | | | 909,825 | | | | | | (19,705,146) | | | | | | — | | | | | | 3,900,987 | | | | | | 186,475,611 | | | | | | — | | | | | | 7,493,420 | | | | | | (161,780,210) | | | | | | — | | | | | | 32,188,821 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2019 | | | | | 5,217,008 | | | | | | — | | | | | | 357,374 | | | | | | (13,606,518) | | | | | | — | | | | | | (8,032,136) | | | | | | 42,912,238 | | | | | | — | | | | | | 2,943,898 | | | | | | (111,349,680) | | | | | | — | | | | | | (65,493,544) | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2019 | | | | | 2,263,969 | | | | | | — | | | | | | 306,868 | | | | | | (1,603,020) | | | | | | — | | | | | | 967,817 | | | | | | 17,482,991 | | | | | | — | | | | | | 2,389,976 | | | | | | (12,480,973) | | | | | | — | | | | | | 7,391,994 | | |
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) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2019 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
3/31/2018 | | | | | 1 | | | | | | — | | | | | | 28 | | | | | | (16) | | | | | | (7,909) | | | | | | (7,896) | | | | | | 6 | | | | | | — | | | | | | 229 | | | | | | (120) | | | | | | (64,630) | | | | | | (64,515) | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2019 | | | | | 1,006,541 | | | | | | — | | | | | | 60,586 | | | | | | (370,750) | | | | | | — | | | | | | 696,377 | | | | | | 7,879,685 | | | | | | — | | | | | | 469,777 | | | | | | (2,864,421) | | | | | | — | | | | | | 5,485,041 | | |
3/31/2018 | | | | | 83,432 | | | | | | — | | | | | | 48,053 | | | | | | (416,675) | | | | | | — | | | | | | (285,190) | | | | | | 679,284 | | | | | | — | | | | | | 390,076 | | | | | | (3,375,627) | | | | | | — | | | | | | (2,306,267) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2019 | | | | | 5,168,890 | | | | | | — | | | | | | 934,446 | | | | | | (14,709,211) | | | | | | — | | | | | | (8,605,875) | | | | | | 40,387,598 | | | | | | — | | | | | | 7,268,448 | | | | | | (114,043,540) | | | | | | — | | | | | | (66,387,494) | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2019 | | | | | 3,130,598 | | | | | | — | | | | | | 1,041,632 | | | | | | (5,667,443) | | | | | | — | | | | | | (1,495,213) | | | | | | 24,209,497 | | | | | | — | | | | | | 8,111,823 | | | | | | (44,203,296) | | | | | | — | | | | | | (11,881,976) | | |
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) - 3/31/2019 | | | | | 148,707 | | | | | | — | | | | | | 626 | | | | | | (148,934) | | | | | | — | | | | | | 399 | | | | | | 1,168,681 | | | | | | — | | | | | | 4,906 | | | | | | (1,169,417) | | | | | | — | | | | | | 4,170 | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2019 | | | | | 49,306 | | | | | | — | | | | | | 7,220 | | | | | | (6,007) | | | | | | — | | | | | | 50,519 | | | | | | 388,518 | | | | | | — | | | | | | 56,247 | | | | | | (46,782) | | | | | | — | | | | | | 397,983 | | |
3/31/2018 | | | | | 88,277 | | | | | | — | | | | | | 3,101 | | | | | | (24,156) | | | | | | — | | | | | | 67,222 | | | | | | 720,514 | | | | | | — | | | | | | 25,085 | | | | | | (196,317) | | | | | | — | | | | | | 549,282 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2019 | | | | | 2,066,814 | | | | | | — | | | | | | 268,645 | | | | | | (15,930,702) | | | | | | — | | | | | | (13,595,243) | | | | | | 16,264,665 | | | | | | — | | | | | | 2,105,742 | | | | | | (125,115,579) | | | | | | — | | | | | | (106,745,172) | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2019 | | | | | 2,777,224 | | | | | | — | | | | | | 688,469 | | | | | | (3,514,401) | | | | | | — | | | | | | (48,708) | | | | | | 21,667,646 | | | | | | — | | | | | | 5,367,284 | | | | | | (27,386,160) | | | | | | — | | | | | | (351,230) | | |
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 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Shares converted | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Shares converted | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | $ | | | ($) | | ||||||||||||||||||||||||||||||||||||
Intermediate Bond | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2019 | | | | | 13,578,312 | | | | | | — | | | | | | 978,213 | | | | | | (16,453,328) | | | | | | — | | | | | | (1,896,803) | | | | | | 132,667,248 | | | | | | — | | | | | | 9,590,616 | | | | | | (161,014,270) | | | | | | — | | | | | | (18,756,406) | | |
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) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | �� | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2019 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
3/31/2018 | | | | | 10 | | | | | | — | | | | | | 13 | | | | | | (39) | | | | | | (18,803) | | | | | | (18,819) | | | | | | 103 | | | | | | — | | | | | | 130 | | | | | | (376) | | | | | | (189,179) | | | | | | (189,322) | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2019 | | | | | 968,636 | | | | | | — | | | | | | 50,845 | | | | | | (1,282,819) | | | | | | — | | | | | | (263,338) | | | | | | 9,479,971 | | | | | | — | | | | | | 497,473 | | | | | | (12,526,022) | | | | | | — | | | | | | (2,548,578) | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2019 | | | | | 244,423,316 | | | | | | — | | | | | | 10,253,180 | | | | | | (94,826,592) | | | | | | — | | | | | | 159,849,904 | | | | | | 2,389,561,300 | | | | | | — | | | | | | 100,461,880 | | | | | | (924,841,424) | | | | | | — | | | | | | 1,565,181,756 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2019 | | | | | 83,469 | | | | | | — | | | | | | 8,035 | | | | | | (2,926,665) | | | | | | — | | | | | | (2,835,161) | | | | | | 819,111 | | | | | | — | | | | | | 78,777 | | | | | | (28,342,558) | | | | | | — | | | | | | (27,444,670) | | |
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) - 3/31/2019 | | | | | 2,276,168 | | | | | | — | | | | | | 32,378 | | | | | | (683,195) | | | | | | — | | | | | | 1,625,351 | | | | | | 22,324,061 | | | | | | — | | | | | | 317,800 | | | | | | (6,690,353) | | | | | | — | | | | | | 15,951,508 | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2019 | | | | | 2,461,071 | | | | | | — | | | | | | 469,450 | | | | | | (4,816,056) | | | | | | — | | | | | | (1,885,535) | | | | | | 24,152,217 | | | | | | — | | | | | | 4,607,177 | | | | | | (47,237,348) | | | | | | — | | | | | | (18,477,954) | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2019 | | | | | 60,855,232 | | | | | | — | | | | | | 5,465,280 | | | | | | (34,587,228) | | | | | | — | | | | | | 31,733,284 | | | | | | 597,376,305 | | | | | | — | | | | | | 53,547,787 | | | | | | (337,832,058) | | | | | | — | | | | | | 313,092,034 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2019 | | | | | 10,595,457 | | | | | | — | | | | | | 802,768 | | | | | | (70,834,512) | | | | | | — | | | | | | (59,436,287) | | | | | | 103,588,452 | | | | | | — | | | | | | 7,864,285 | | | | | | (688,454,699) | | | | | | — | | | | | | (577,001,962) | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2019 | | | | | 2,030,833 | | | | | | — | | | | | | 18,358 | | | | | | (859,952) | | | | | | — | | | | | | 1,189,239 | | | | | | 19,682,733 | | | | | | — | | | | | | 178,029 | | | | | | (8,335,252) | | | | | | — | | | | | | 11,525,510 | | |
3/31/2018 | | | | | 1,095,541 | | | | | | — | | | | | | 7,868 | | | | | | (1,331,356) | | | | | | — | | | | | | (227,947) | | | | | | 10,775,143 | | | | | | — | | | | | | 77,216 | | | | | | (13,054,149) | | | | | | — | | | | | | (2,201,790) | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2019 | | | | | 81,133 | | | | | | — | | | | | | 1,223 | | | | | | (50,953) | | | | | | — | | | | | | 31,403 | | | | | | 783,345 | | | | | | — | | | | | | 11,853 | | | | | | (495,052) | | | | | | — | | | | | | 300,146 | | |
3/31/2018 | | | | | 20,206 | | | | | | — | | | | | | 590 | | | | | | (55,443) | | | | | | — | | | | | | (34,647) | | | | | | 198,078 | | | | | | — | | | | | | 5,794 | | | | | | (543,370) | | | | | | — | | | | | | (339,498) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2019 | | | | | 539,107 | | | | | | — | | | | | | 25,042 | | | | | | (598,797) | | | | | | — | | | | | | (34,648) | | | | | | 5,229,570 | | | | | | — | | | | | | 242,582 | | | | | | (5,807,807) | | | | | | — | | | | | | (335,655) | | |
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) - 3/31/2019 | | | | | 501,406 | | | | | | — | | | | | | 6,902 | | | | | | (166,032) | | | | | | — | | | | | | 342,276 | | | | | | 4,863,867 | | | | | | — | | | | | | 66,908 | | | | | | (1,611,735) | | | | | | — | | | | | | 3,319,040 | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2019 | | | | | — | | | | | | — | | | | | | 7 | | | | | | — | | | | | | — | | | | | | 7 | | | | | | — | | | | | | — | | | | | | 63 | | | | | | — | | | | | | — | | | | | | 63 | | |
3/31/2018 | | | | | — | | | | | | — | | | | | | 4 | | | | | | (1) | | | | | | — | | | | | | 3 | | | | | | — | | | | | | — | | | | | | 41 | | | | | | (15) | | | | | | — | | | | | | 26 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2019 | | | | | 2,961,631 | | | | | | — | | | | | | 238,612 | | | | | | (3,905,672) | | | | | | — | | | | | | (705,429) | | | | | | 28,712,200 | | | | | | — | | | | | | 2,311,673 | | | | | | (37,842,340) | | | | | | — | | | | | | (6,818,467) | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2019 | | | | | 100,566 | | | | | | — | | | | | | 903 | | | | | | (56,255) | | | | | | — | | | | | | 45,214 | | | | | | 975,297 | | | | | | — | | | | | | 8,778 | | | | | | (545,549) | | | | | | — | | | | | | 438,526 | | |
3/31/2018 | | | | | 18,577 | | | | | | — | | | | | | 185 | | | | | | (50,525) | | | | | | — | | | | | | (31,763) | | | | | | 182,956 | | | | | | — | | | | | | 1,814 | | | | | | (498,218) | | | | | | — | | | | | | (313,448) | | |
Strategic Income Opportunities | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2019 | | | | | 15,498,082 | | | | | | — | | | | | | 306,369 | | | | | | (6,220,083) | | | | | | — | | | | | | 9,584,368 | | | | | | 156,920,387 | | | | | | — | | | | | | 3,097,438 | | | | | | (62,727,853) | | | | | | — | | | | | | 97,289,972 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2019 | | | | | 2,179,226 | | | | | | — | | | | | | 53,923 | | | | | | (448,113) | | | | | | — | | | | | | 1,785,036 | | | | | | 21,701,940 | | | | | | — | | | | | | 536,759 | | | | | | (4,443,411) | | | | | | — | | | | | | 17,795,288 | | |
3/31/2018 | | | | | 743,843 | | | | | | — | | | | | | 12,847 | | | | | | (132,066) | | | | | | — | | | | | | 624,624 | | | | | | 7,469,371 | | | | | | — | | | | | | 129,023 | | | | | | (1,327,785) | | | | | | — | | | | | | 6,270,609 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Shares converted | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Shares converted | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | $ | | | ($) | | ||||||||||||||||||||||||||||||||||||
Strategic Income Opportunities (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2019 | | | | | 108,847,527 | | | | | | — | | | | | | 2,517,849 | | | | | | (17,602,887) | | | | | | — | | | | | | 93,762,489 | | | | | | 1,105,256,775 | | | | | | — | | | | | | 25,563,862 | | | | | | (178,482,653) | | | | | | — | | | | | | 952,337,984 | | |
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 P | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
2/1/2019(2) - 3/31/2019 | | | | | 296 | | | | | | — | | | | | | 3 | | | | | | — | | | | | | — | | | | | | 299 | | | | | | 3,000 | | | | | | — | | | | | | 25 | | | | | | — | | | | | | — | | | | | | 3,025 | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2019 | | | | | 804,836 | | | | | | — | | | | | | 32,679 | | | | | | (116,704) | | | | | | — | | | | | | 720,811 | | | | | | 8,071,920 | | | | | | — | | | | | | 327,613 | | | | | | (1,167,318) | | | | | | — | | | | | | 7,232,215 | | |
3/31/2018 | | | | | 201,393 | | | | | | — | | | | | | 14,798 | | | | | | (97,224) | | | | | | — | | | | | | 118,967 | | | | | | 2,036,003 | | | | | | — | | | | | | 149,732 | | | | | | (983,716) | | | | | | — | | | | | | 1,202,019 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2019 | | | | | 4,694,239 | | | | | | — | | | | | | 87,497 | | | | | | (11,169,402) | | | | | | — | | | | | | (6,387,666) | | | | | | 47,523,600 | | | | | | — | | | | | | 884,913 | | | | | | (113,497,012) | | | | | | — | | | | | | (65,088,499) | | |
3/31/2018 | | | | | 31,348 | | | | | | — | | | | | | 588 | | | | | | (1,551) | | | | | | — | | | | | | 30,385 | | | | | | 320,204 | | | | | | — | | | | | | 6,023 | | | | | | (15,855) | | | | | | — | | | | | | 310,372 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2019 | | | | | 12,643,921 | | | | | | — | | | | | | 183,528 | | | | | | (10,685,218) | | | | | | — | | | | | | 2,142,231 | | | | | | 127,603,282 | | | | | | — | | | | | | 1,853,070 | | | | | | (107,886,187) | | | | | | — | | | | | | 21,570,165 | | |
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 3/31/19* | | ||||||
DentalCorp Perfect Smile ULC 1st Lien Delayed Draw Term Loan | | | | $ | 29,939 | | | | | $ | (674) | | |
Mavis Tire Express Services Corp. 2018 Delayed Draw Term Loan | | | | | 67,951 | | | | | | (668) | | |
Pearl Intermediate Parent LLC 2018 Delayed Draw Term Loan | | | | | 34,002 | | | | | | (1,785) | | |
Phoenix Guarantor Inc Delayed Draw Term Loan | | | | | 24,625 | | | | | | 42 | | |
| | | | $ | 156,517 | | | | | $ | (3,085) | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Prime Brokerage Intl Ltd | | | | $ | 183,191 | | | | | $ | (183,191) | | | | | $ | — | | |
BNP Paribas Securities Corp. | | | | | 467,144 | | | | | | (467,144) | | | | | | — | | |
Barclays Capital Inc. | | | | | 4,469,126 | | | | | | (4,469,126) | | | | | | — | | |
Citadel Clearing LLC | | | | | 792,388 | | | | | | (792,388) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 282,865 | | | | | | (282,865) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 325,672 | | | | | | (325,672) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 1,106,905 | | | | | | (1,106,905) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 29,376 | | | | | | (29,376) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 4,222,328 | | | | | | (4,222,328) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 949,006 | | | | | | (949,006) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 314,937 | | | | | | (314,937) | | | | | | — | | |
| | | | $ | 13,142,938 | | | | | $ | (13,142,938) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Citigroup Global Markets Inc. | | | | $ | 11,440,637 | | | | | $ | (11,440,637) | | | | | $ | — | | |
J.P. Morgan Securities LLC | | | | | 243,563 | | | | | | (243,563) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 4,405,276 | | | | | | (4,405,276) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 4,430,520 | | | | | | (4,430,520) | | | | | | — | | |
Societe Generale | | | | | 250,847,826 | | | | | | (250,847,826) | | | | | | — | | |
UBS Securities LLC. | | | | | 438,933 | | | | | | (438,933) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 100,670,373 | | | | | | (100,670,373) | | | | | | — | | |
| | | | $ | 372,477,128 | | | | | $ | (372,477,128) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas | | | | $ | 269,775 | | | | | $ | (269,775) | | | | | $ | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 334,955 | | | | | | (334,955) | | | | | | — | | |
National Bank Financial Inc | | | | | 100,573 | | | | | | (100,573) | | | | | | — | | |
| | | | $ | 705,303 | | | | | $ | (705,303) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Prime Brokerage Intl Ltd | | | | $ | 24,216 | | | | | $ | (24,216) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 1,884,294 | | | | | | (1,884,294) | | | | | | — | | |
Citadel Clearing LLC | | | | | 30,903 | | | | | | (30,903) | | | | | | — | | |
Citigroup Global Markets Limited | | | | | 1,424,825 | | | | | | (1,424,825) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 1,025,342 | | | | | | (1,025,342) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 146,520 | | | | | | (146,520) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 137,462 | | | | | | (137,462) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 241,623 | | | | | | (241,623) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 461,845 | | | | | | (461,845) | | | | | | — | | |
Jefferies LLC | | | | | 89,702 | | | | | | (89,702) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 668,714 | | | | | | (668,714) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 139,273 | | | | | | (139,273) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 1,483,458 | | | | | | (1,483,458) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 67,498 | | | | | | (67,498) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 223,899 | | | | | | (223,899) | | | | | | — | | |
UBS AG | | | | | 210,900 | | | | | | (210,900) | | | | | | — | | |
Total | | | | $ | 8,260,474 | | | | | $ | (8,260,474) | | | | | $ | — | | |
|
| | | Paid-in Capital | | | Distributable Earnings | | ||||||
GNMA Income | | | | $ | 321,096 | | | | | $ | (321,096) | | |
Strategic Income Opportunities | | | | | 450,271 | | | | | | (450,271) | | |
| | | Year Ended March 31, 2019 | | | Year Ended March 31, 2018 | | ||||||||||||
| | | Ordinary Income | | | Ordinary Income | | | Return of Capital | | |||||||||
GNMA Income | | | | $ | 23,520,674 | | | | | $ | 25,285,448 | | | | | $ | 2,618,590 | | |
High Yield Bond | | | | | 26,878,797 | | | | | | 34,913,396 | | | | | | — | | |
Intermediate Bond | | | | | 195,005,912 | | | | | | 144,520,033 | | | | | | — | | |
Short Term Bond | | | | | 2,843,503 | | | | | | 1,982,682 | | | | | | — | | |
Strategic Income Opportunities | | | | | 35,376,185 | | | | | | 9,478,752 | | | | | | — | | |
| | | Undistributed Ordinary Income | | | Late Year Ordinary Losses Deferred | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | ||||||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | |||||||||||||||||||||||||||
GNMA Income | | | | $ | 1,884,453 | | | | | $ | — | | | | | $ | 1,569,361 | | | | | $ | (19,908,143) | | | | | | Short-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | | (7,965,143) | | | | | | Long-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (27,873,286) | | | | | | | | | | | | | | |
High Yield Bond | | | | | 1,410,545 | | | | | | — | | | | | | 1,161,488 | | | | | | (2,075,527) | | | | | | Short-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | | (15,566,882) | | | | | | Long-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (17,642,409) | | | | | | | | | | | | | | |
Intermediate Bond | | | | | 16,934,296 | | | | | | (1,873,324) | | | | | | 71,980,650 | | | | | | (69,714,524) | | | | | | Short-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | | (32,762,997) | | | | | | Long-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (102,477,521) | | | | | | | | | | | | | | |
Short Term Bond | | | | | 89,222 | | | | | | (2,831) | | | | | | 44,254 | | | | | | (1,133,801) | | | | | | Short-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | | (2,036,898) | | | | | | Long-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (3,170,699) | | | | | | | | | | | | | | |
Strategic Income Opportunities | | | | | — | | | | | | (465) | | | | | | 15,152,169 | | | | | | (3,693,689) | | | | | | Short-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | | (6,183,936) | | | | | | Long-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (9,877,625) | | | | | | | | | | | | | | |
|
| | | GNMA Income | | | High Yield Bond | | | Intermediate Bond | | | Short Term Bond | | | Strategic Income Opportunities | | |||||||||||||||
Distributions from net investment income: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | $ | (10,106,929) | | | | | $ | (3,138,988) | | | | | $ | (12,733,739) | | | | | $ | (79,479) | | | | | $ | (862,932) | | |
Class B(1) | | | | | (69) | | | | | | (252) | | | | | | (343) | | | | | | — | | | | | | — | | |
Class C | | | | | (1,279,024) | | | | | | (546,897) | | | | | | (606,983) | | | | | | (7,726) | | | | | | (139,932) | | |
Class I | | | | | (10,251,574) | | | | | | (10,302,780) | | | | | | (65,615,541) | | | | | | (146,758) | | | | | | (3,325,705) | | |
Class P | | | | | — | | | | | | (8,852,751) | | | | | | (911,822) | | | | | | — | | | | | | — | | |
Class R | | | | | — | | | | | | (25,086) | | | | | | (4,330,396) | | | | | | (41) | | | | | | (149,738) | | |
Class R6 | | | | | — | | | | | | (6,747,527) | | | | | | (38,088,023) | | | | | | (1,746,823) | | | | | | (4,524,469) | | |
Class W | | | | | (3,647,852) | | | | | | (5,299,115) | | | | | | (22,233,186) | | | | | | (1,855) | | | | | | (475,976) | | |
| | | | $ | (25,285,448) | | | | | $ | (34,913,396) | | | | | $ | (144,520,033) | | | | | $ | (1,982,682) | | | | | $ | (9,478,752) | | |
Undistributed (distributions in excess of)net investment income or accumulated net investment loss at end of year | | | | $ | (1,837,122) | | | | | $ | 320,898 | | | | | $ | (4,280,587) | | | | | $ | 239,106 | | | | | $ | 155,497 | | |
|
| | | Per Share Amount | | | Payable Date | | | Record Date | | ||||||
GNMA Income | | | | | | | | | | | | | | | | |
Class A | | | | $ | 0.0179 | | | | May 1, 2019 | | | | | Daily | | |
Class C | | | | $ | 0.0127 | | | | May 1, 2019 | | | | | Daily | | |
Class I | | | | $ | 0.0200 | | | | May 1, 2019 | | | | | Daily | | |
Class W | | | | $ | 0.0197 | | | | May 1, 2019 | | | | | Daily | | |
High Yield Bond | | | | | | | | | | | | | | | | |
Class A | | | | $ | 0.0341 | | | | May 1, 2019 | | | | | Daily | | |
Class C | | | | $ | 0.0293 | | | | May 1, 2019 | | | | | Daily | | |
Class I | | | | $ | 0.0363 | | | | May 1, 2019 | | | | | Daily | | |
Class P | | | | $ | 0.0407 | | | | May 1, 2019 | | | | | Daily | | |
Class P3 | | | | $ | 0.0413 | | | | May 1, 2019 | | | | | Daily | | |
Class R | | | | $ | 0.0325 | | | | May 1, 2019 | | | | | Daily | | |
Class R6 | | | | $ | 0.0368 | | | | May 1, 2019 | | | | | Daily | | |
Class W | | | | $ | 0.0358 | | | | May 1, 2019 | | | | | Daily | | |
| | | Per Share Amount | | | Payable Date | | | Record Date | | ||||||
Intermediate Bond | | | | | | | | | | | | | | | | |
Class A | | | | $ | 0.0262 | | | | May 1, 2019 | | | | | Daily | | |
Class C | | | | $ | 0.0200 | | | | May 1, 2019 | | | | | Daily | | |
Class I | | | | $ | 0.0288 | | | | May 1, 2019 | | | | | Daily | | |
Class O | | | | $ | 0.0262 | | | | May 1, 2019 | | | | | Daily | | |
Class P3 | | | | $ | 0.0317 | | | | May 1, 2019 | | | | | Daily | | |
Class R | | | | $ | 0.0242 | | | | May 1, 2019 | | | | | Daily | | |
Class R6 | | | | $ | 0.0292 | | | | May 1, 2019 | | | | | Daily | | |
Class W | | | | $ | 0.0283 | | | | May 1, 2019 | | | | | Daily | | |
Short Term Bond | | | | | | | | | | | | | | | | |
Class A | | | | $ | 0.0160 | | | | May 1, 2019 | | | | | Daily | | |
Class C | | | | $ | 0.0100 | | | | May 1, 2019 | | | | | Daily | | |
Class I | | | | $ | 0.0184 | | | | May 1, 2019 | | | | | Daily | | |
Class P3 | | | | $ | 0.0225 | | | | May 1, 2019 | | | | | Daily | | |
Class R | | | | $ | 0.0140 | | | | May 1, 2019 | | | | | Daily | | |
Class R6 | | | | $ | 0.0186 | | | | May 1, 2019 | | | | | Daily | | |
Class W | | | | $ | 0.0180 | | | | May 1, 2019 | | | | | Daily | | |
Strategic Income Opportunities | | | | | | | | | | | | | | | | |
Class A | | | | $ | 0.0375 | | | | May 1, 2019 | | | | | Daily | | |
Class C | | | | $ | 0.0308 | | | | May 1, 2019 | | | | | Daily | | |
Class I | | | | $ | 0.0406 | | | | May 1, 2019 | | | | | Daily | | |
Class P | | | | $ | 0.0452 | | | | May 1, 2019 | | | | | Daily | | |
Class R | | | | $ | 0.0351 | | | | May 1, 2019 | | | | | Daily | | |
Class R6 | | | | $ | 0.0410 | | | | May 1, 2019 | | | | | Daily | | |
Class W | | | | $ | 0.0395 | | | | May 1, 2019 | | | | | Daily | | |
Voya GNMA Income Fund | as of March 31, 2019 |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: 54.2% | | ||||||||||||||||||
| | | 1,557,922 | | | | Fannie Mae 2004-28 PZ, 6.000%, 05/25/2034 | | | | $ | 1,947,102 | | | | | | 0.2 | | |
| | | 2,510,084 | | | | Fannie Mae 2004-88 ZC, 6.500%, 12/25/2034 | | | | | 2,977,326 | | | | | | 0.3 | | |
| | | 8,627,878 | | | | Fannie Mae 2005-17 B, 6.500%, (US0001M + 6.500%), 03/25/2035 | | | | | 9,909,656 | | | | | | 1.1 | | |
| | | 2,523,126 | | | | Fannie Mae 2005-43 PZ, 6.000%, 05/25/2035 | | | | | 2,953,088 | | | | | | 0.3 | | |
| | | 1,166,810 | | | | Fannie Mae 2007-60 ZB, 4.750%, 05/25/2037 | | | | | 1,277,651 | | | | | | 0.1 | | |
| | | 8,329,175 | (1) | | Fannie Mae 2010-150 PS, 4.115%, (-1.000*US0001M + 6.600%), 12/25/2039 | | | | | 566,441 | | | | | | 0.1 | | | |
| | | 8,289,739 | (1) | | Fannie Mae 2010-95 SB, 4.115%, (-1.000*US0001M + 6.600%), 09/25/2040 | | | | | 1,030,779 | | | | | | 0.1 | | | |
| | | 4,707,266 | | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | | | | | 5,271,962 | | | | | | 0.6 | | |
| | | 10,831,916 | (1) | | Fannie Mae 2012-148 HI, 3.500%, 05/25/2042 | | | | | 1,287,297 | | | | | | 0.1 | | | |
| | | 34,938,230 | (1) | | Fannie Mae 2012-148 IM, 3.000%, 01/25/2028 | | | | | 2,826,681 | | | | | | 0.3 | | | |
| | | 1,594,554 | | | | Fannie Mae REMIC Trust 2003-16 CX, 6.500%, 03/25/2033 | | | | | 1,794,796 | | | | | | 0.2 | | |
| | | 3,364,694 | | | | Fannie Mae REMIC Trust 2003-34 LN, 5.000%, 05/25/2033 | | | | | 3,696,320 | | | | | | 0.4 | | |
| | | 150,362 | | | | Fannie Mae REMIC Trust 2004-61 SH, 14.051%, (-3.998*US0001M + 23.988%), 11/25/2032 | | | | | 208,230 | | | | | | 0.0 | | |
| | | 3,165,627 | | | | Fannie Mae REMIC Trust 2004-W3 A8, 5.500%, 05/25/2034 | | | | | 3,536,620 | | | | | | 0.4 | | |
| | | 1,120,070 | (1) | | Fannie Mae REMIC Trust 2005-17 ES, 4.265%, (-1.000*US0001M + 6.750%), 03/25/2035 | | | | | 119,195 | | | | | | 0.0 | | | |
| | | 955,169 | | | | Fannie Mae REMIC Trust 2005-59 NQ, 10.661%, (-2.500*US0001M + 16.875%), 05/25/2035 | | | | | 1,179,133 | | | | | | 0.1 | | |
| | | 929,026 | | | | Fannie Mae REMIC Trust 2005-88 ZC, 5.000%, 10/25/2035 | | | | | 1,003,436 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 272,594 | | | | Fannie Mae REMIC Trust 2006-115 ES, 16.618%, (-4.000*US0001M + 26.560%), 12/25/2036 | | | | $ | 379,738 | | | | | | 0.0 | | |
| | | 1,993,328 | (1) | | Fannie Mae REMIC Trust 2006-36 SP, 4.215%, (-1.000*US0001M + 6.700%), 05/25/2036 | | | | | 250,763 | | | | | | 0.0 | | | |
| | | 4,833,975 | (1) | | Fannie Mae REMIC Trust 2006-79 SH, 3.965%, (-1.000*US0001M + 6.450%), 08/25/2036 | | | | | 898,157 | | | | | | 0.1 | | | |
| | | 394,930 | (2) | | Fannie Mae REMIC Trust 2009-12 LK, 9.248%, 03/25/2039 | | | | | 426,992 | | | | | | 0.0 | | | |
| | | 1,861,549 | | | | Fannie Mae REMIC Trust 2009-66 XA, 5.500%, 12/25/2035 | | | | | 2,203,364 | | | | | | 0.2 | | |
| | | 6,000,000 | | | | Fannie Mae REMIC Trust 2010-155 JC, 4.000%, 12/25/2039 | | | | | 6,232,063 | | | | | | 0.7 | | |
| | | 5,084,839 | | | | Fannie Mae REMIC Trust 2010-2 LC, 5.000%, 02/25/2040 | | | | | 5,695,412 | | | | | | 0.6 | | |
| | | 1,993,366 | | | | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041 | | | | | 2,195,440 | | | | | | 0.2 | | |
| | | 9,806,510 | (1) | | Fannie Mae REMIC Trust 2012-128 VS, 3.765%, (-1.000*US0001M + 6.250%), 06/25/2042 | | | | | 1,113,693 | | | | | | 0.1 | | | |
| | | 7,690,216 | (1) | | Fannie Mae REMIC Trust 2012-142 BI, 3.000%, 11/25/2027 | | | | | 596,595 | | | | | | 0.1 | | | |
| | | 4,050,815 | (1) | | Fannie Mae REMIC Trust 2012-154 PI, 4.000%, 05/25/2042 | | | | | 597,300 | | | | | | 0.1 | | | |
| | | 3,496,947 | (1) | | Fannie Mae REMIC Trust 2012-68 SD, 4.215%, (-1.000*US0001M + 6.700%), 06/25/2032 | | | | | 477,719 | | | | | | 0.1 | | | |
| | | 3,457,000 | | | | Fannie Mae REMIC Trust 2012-97 PC, 3.500%, 09/25/2042 | | | | | 3,510,934 | | | | | | 0.4 | | |
| | | 1,328,330 | (1) | | Fannie Mae REMIC Trust 2013-13 PI, 3.500%, 04/25/2042 | | | | | 148,296 | | | | | | 0.0 | | |
Voya GNMA Income Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 3,857,890 | (1) | | Fannie Mae REMIC Trust 2013-54 ID, 3.000%, 01/25/2033 | | | | $ | 428,852 | | | | | | 0.1 | | | |
| | | 846,650 | | | | Fannie Mae REMICS 2004-89 ES, 8.629%, (-1.850*US0001M + 13.227%), 08/25/2034 | | | | | 882,737 | | | | | | 0.1 | | |
| | | 6,083 | (3)(4) | | Fannie Mae REMICS 2006-44 P, 0.000%, 12/25/2033 | | | | | 5,305 | | | | | | 0.0 | | | |
| | | 2,500,000 | | | | Fannie Mae REMICS 2012-40 MY, 3.500%, 04/25/2042 | | | | | 2,566,445 | | | | | | 0.3 | | |
| | | 6,556,908 | | | | Fannie Mae Series 2016-51 S, 3.435%, (-1.000*US0001M + 5.920%), 10/25/2043 | | | | | 6,603,119 | | | | | | 0.7 | | |
| | | 2,750,462 | | | | Freddie Mac 3770 GA, 4.500%, 10/15/2040 | | | | | 3,002,952 | | | | | | 0.3 | | |
| | | 3,523,824 | | | | Freddie Mac REMIC Trust 2005-S001 2A2, 2.660%, (US0001M + 0.150%), 09/25/2045 | | | | | 3,479,619 | | | | | | 0.4 | | |
| | | 609,850 | | | | Freddie Mac REMIC Trust 2653 SC, 5.555%, (-0.500*US0001M + 6.800%), 07/15/2033 | | | | | 658,222 | | | | | | 0.1 | | |
| | | 1,531,752 | | | | Freddie Mac REMIC Trust 2767 ZW, 6.000%, 03/15/2034 | | | | | 1,765,552 | | | | | | 0.2 | | |
| | | 208,207 | | | | Freddie Mac REMIC Trust 3012 ST, 13.019%, (-3.600*US0001M + 21.960%), 04/15/2035 | | | | | 277,988 | | | | | | 0.0 | | |
| | | 415,037 | | | | Freddie Mac REMIC Trust 3065 DC, 12.409%, (-3.000*US0001M + 19.860%), 03/15/2035 | | | | | 550,640 | | | | | | 0.1 | | |
| | | 858,366 | | | | Freddie Mac REMIC Trust 3158 NE, 5.500%, 05/15/2036 | | | | | 949,813 | | | | | | 0.1 | | |
| | | 5,360,534 | (1) | | Freddie Mac REMIC Trust 3181 TA, 0.500%, (-0.794*US0001M + 5.635%), 07/15/2036 | | | | | 120,448 | | | | | | 0.0 | | | |
| | | 483,495 | (1) | | Freddie Mac REMIC Trust 3507 IA, 5.500%, 09/15/2035 | | | | | 86,609 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 129,554 | (1) | | Freddie Mac REMIC Trust 3753 PS, 3.616%, (-1.000*US0001M + 6.100%), 06/15/2040 | | | | $ | 3,254 | | | | | | 0.0 | | | |
| | | 586,169 | | | | Freddie Mac REMIC Trust 3864 NT, 5.500%, (-9.167*US0001M + 60.500%), 03/15/2039 | | | | | 613,310 | | | | | | 0.1 | | |
| | | 3,538,810 | | | | Freddie Mac REMIC Trust 3888 ZG, 4.000%, 07/15/2041 | | | | | 3,710,788 | | | | | | 0.4 | | |
| | | 1,487,268 | (1) | | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/2040 | | | | | 152,882 | | | | | | 0.0 | | | |
| | | 2,260,779 | | | | Freddie Mac REMICS 3196 ZK, 6.500%, 04/15/2032 | | | | | 2,915,103 | | | | | | 0.3 | | |
| | | 1,191,791 | | | | Freddie Mac Series 4040 UZ, 5.000%, 05/15/2042 | | | | | 1,421,475 | | | | | | 0.1 | | |
| | | 198,473 | (1) | | Freddie Mac-Ginnie Mae Series 21 SA, 5.515%, (-1.000*US0001M + 8.000%), 10/25/2023 | | | | | 19,434 | | | | | | 0.0 | | | |
| | | 1,550,914 | | | | Ginnie Mae 2004-65 ZG, 5.500%, 07/20/2034 | | | | | 1,700,778 | | | | | | 0.2 | | |
| | | 5,057,250 | | | | Ginnie Mae 2009-110 ZA, 5.500%, 11/16/2039 | | | | | 6,045,558 | | | | | | 0.7 | | |
| | | 703,280 | | | | Ginnie Mae 2009-32 QZ, 5.500%, 05/16/2039 | | | | | 902,898 | | | | | | 0.1 | | |
| | | 536,333 | | | | Ginnie Mae 2009-32 YZ, 7.000%, 05/16/2039 | | | | | 715,719 | | | | | | 0.1 | | |
| | | 3,071,595 | | | | Ginnie Mae 2009-50 MZ, 6.000%, 07/16/2039 | | | | | 3,716,813 | | | | | | 0.4 | | |
| | | 879,263 | | | | Ginnie Mae 2009-54 HZ, 5.000%, 07/20/2039 | | | | | 961,959 | | | | | | 0.1 | | |
| | | 2,660,320 | | | | Ginnie Mae 2009-H01 FA, 3.638%, (US0001M + 1.150%), 11/20/2059 | | | | | 2,684,024 | | | | | | 0.3 | | |
| | | 2,000,000 | | | | Ginnie Mae 2010-116 PB, 5.000%, 06/16/2040 | | | | | 2,268,797 | | | | | | 0.2 | | |
| | | 3,809,219 | | | | Ginnie Mae 2010-125 BZ, 4.500%, 09/16/2040 | | | | | 4,170,830 | | | | | | 0.5 | | |
| | | 6,030,671 | (3)(4) | | Ginnie Mae 2011-70 PO, 0.000%, 05/16/2041 | | | | | 5,063,824 | | | | | | 0.5 | | | |
| | | 4,648,612 | (1) | | Ginnie Mae 2014-107 XS, 3.118%, (-1.000*US0001M + 5.600%), 07/16/2044 | | | | | 624,409 | | | | | | 0.1 | | |
Voya GNMA Income Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,294,191 | (1) | | Ginnie Mae 2014-96 SQ, 3.118%, (-1.000*US0001M + 5.600%), 07/16/2044 | | | | $ | 298,737 | | | | | | 0.0 | | | |
| | | 3,559,846 | | | | Ginnie Mae 2015-H13 FG, 2.909%, (US0001M + 0.400%), 04/20/2065 | | | | | 3,553,011 | | | | | | 0.4 | | |
| | | 25,911,527 | (1) | | Ginnie Mae 2016-120 IM, 3.500%, 07/20/2046 | | | | | 3,572,005 | | | | | | 0.4 | | | |
| | | 3,132,160 | (1) | | Ginnie Mae 2016-84 IO, 5.000%, 12/20/2040 | | | | | 270,167 | | | | | | 0.0 | | | |
| | | 22,950,037 | | | | Ginnie Mae 2016-H20 FB, 3.059%, (US0001M + 0.550%), 09/20/2066 | | | | | 22,998,723 | | | | | | 2.5 | | |
| | | 1,704,263 | (1) | | Ginnie Mae 2018-78 IC, 4.000%, 02/20/2047 | | | | | 326,392 | | | | | | 0.0 | | | |
| | | 1,240,873 | (1) | | Ginnie Mae Series 2002-76 SG, 5.118%, (-1.000*US0001M + 7.600%), 10/16/2029 | | | | | 208,655 | | | | | | 0.0 | | | |
| | | 4,339,726 | | | | Ginnie Mae Series 2003-86 ZC, 4.500%, 10/20/2033 | | | | | 4,625,173 | | | | | | 0.5 | | |
| | | 159,438 | | | | Ginnie Mae Series 2004-16 AE, 5.500%, 02/20/2034 | | | | | 177,381 | | | | | | 0.0 | | |
| | | 1,465,488 | | | | Ginnie Mae Series 2004-17 MZ, 5.500%, 03/16/2034 | | | | | 1,590,034 | | | | | | 0.2 | | |
| | | 967,665 | | | | Ginnie Mae Series 2004-28 CZ, 5.500%, 04/20/2034 | | | | | 1,073,143 | | | | | | 0.1 | | |
| | | 464,522 | | | | Ginnie Mae Series 2004-37 OA, 0.000%, 04/17/2034 | | | | | 405,833 | | | | | | 0.0 | | |
| | | 3,250,000 | | | | Ginnie Mae Series 2004-4 MG, 5.000%, 01/16/2034 | | | | | 3,565,399 | | | | | | 0.4 | | |
| | | 3,940,924 | | | | Ginnie Mae Series 2004-81 Z, 5.000%, 10/20/2034 | | | | | 4,262,836 | | | | | | 0.5 | | |
| | | 51,935 | | | | Ginnie Mae Series 2004-87 SB, 4.810%, (-1.154*US0001M + 7.673%), 03/17/2033 | | | | | 52,216 | | | | | | 0.0 | | |
| | | 1,491,039 | (1) | | Ginnie Mae Series 2004-98 SA, 4.212%, (-1.000*US0001M + 6.700%), 11/20/2034 | | | | | 278,970 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,366,571 | | | | Ginnie Mae Series 2005-21 Z, 5.000%, 03/20/2035 | | | | $ | 1,479,485 | | | | | | 0.2 | | |
| | | 404,490 | (1) | | Ginnie Mae Series 2005-25 SI, 6.000%, (-6.000*US0001M + 43.200%), 01/20/2034 | | | | | 69,319 | | | | | | 0.0 | | | |
| | | 1,071,716 | (1) | | Ginnie Mae Series 2005-7 AH, 4.288%, (-1.000*US0001M + 6.770%), 02/16/2035 | | | | | 161,146 | | | | | | 0.0 | | | |
| | | 1,192,243 | (1) | | Ginnie Mae Series 2005-73 IM, 5.500%, 09/20/2035 | | | | | 241,768 | | | | | | 0.0 | | | |
| | | 688,163 | | | | Ginnie Mae Series 2005-80 Z, 5.000%, 10/20/2035 | | | | | 754,421 | | | | | | 0.1 | | |
| | | 395,088 | | | | Ginnie Mae Series 2005-91 UP, 9.337%, (-2.000*US0001M + 14.300%), 09/16/2031 | | | | | 455,815 | | | | | | 0.1 | | |
| | | 7,727,013 | | | | Ginnie Mae Series 2006-10 ZT, 6.000%, 03/20/2036 | | | | | 9,010,131 | | | | | | 1.0 | | |
| | | 1,946,430 | | | | Ginnie Mae Series 2006-17 TW, 6.000%, 04/20/2036 | | | | | 2,206,830 | | | | | | 0.2 | | |
| | | 11,052,397 | (1) | | Ginnie Mae Series 2006-26 TB, 0.250%, (-1.000*US0001M + 6.500%), 06/20/2036 | | | | | 111,727 | | | | | | 0.0 | | | |
| | | 3,461,829 | | | | Ginnie Mae Series 2006-7 ZA, 5.500%, 02/20/2036 | | | | | 3,805,079 | | | | | | 0.4 | | |
| | | 2,329,720 | (1) | | Ginnie Mae Series 2007-17 CI, 7.500%, 04/16/2037 | | | | | 621,360 | | | | | | 0.1 | | | |
| | | 70,543 | | | | Ginnie Mae Series 2007-37 S, 16.200%, (-3.667*US0001M + 25.300%), 04/16/2037 | | | | | 77,037 | | | | | | 0.0 | | |
| | | 2,387,960 | | | | Ginnie Mae Series 2007-41 OL, 0.000%, 07/20/2037 | | | | | 2,049,834 | | | | | | 0.2 | | |
| | | 141,766 | | | | Ginnie Mae Series 2007-45 PE, 5.500%, 07/16/2037 | | | | | 153,014 | | | | | | 0.0 | | |
Voya GNMA Income Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 433,424 | | | | Ginnie Mae Series 2007-48 SY, 12.805%, (-3.000*US0001M + 20.250%), 08/16/2037 | | | | $ | 569,421 | | | | | | 0.1 | | |
| | | 46,564 | | | | Ginnie Mae Series 2007-5 MT, 2.708%, (US0001M + 1.900%), 02/20/2034 | | | | | 46,556 | | | | | | 0.0 | | |
| | | 2,557,069 | (1) | | Ginnie Mae Series 2007-53 SC, 4.012%, (-1.000*US0001M + 6.500%), 09/20/2037 | | | | | 449,954 | | | | | | 0.1 | | | |
| | | 78,501 | | | | Ginnie Mae Series 2007-53 SW, 12.742%, (-3.000*US0001M + 20.205%), 09/20/2037 | | | | | 102,218 | | | | | | 0.0 | | |
| | | 1,431,891 | | | | Ginnie Mae Series 2007-60 YZ, 5.500%, 10/20/2037 | | | | | 1,541,495 | | | | | | 0.2 | | |
| | | 2,762,206 | | | | Ginnie Mae Series 2008-20 PZ, 6.000%, 03/20/2038 | | | | | 3,246,376 | | | | | | 0.4 | | |
| | | 764,786 | (1) | | Ginnie Mae Series 2008-3 SA, 4.062%, (-1.000*US0001M + 6.550%), 01/20/2038 | | | | | 132,474 | | | | | | 0.0 | | | |
| | | 1,518,462 | (1) | | Ginnie Mae Series 2008-40 PS, 4.018%, (-1.000*US0001M + 6.500%), 05/16/2038 | | | | | 241,214 | | | | | | 0.0 | | | |
| | | 3,390,119 | (1) | | Ginnie Mae Series 2008-82 SA, 3.512%, (-1.000*US0001M + 6.000%), 09/20/2038 | | | | | 504,172 | | | | | | 0.1 | | | |
| | | 7,306,094 | (1) | | Ginnie Mae Series 2009-110 SA, 3.868%, (-1.000*US0001M + 6.350%), 04/16/2039 | | | | | 710,404 | | | | | | 0.1 | | | |
| | | 760,383 | | | | Ginnie Mae Series 2009-110 ZC, 4.500%, 11/16/2039 | | | | | 840,773 | | | | | | 0.1 | | |
| | | 1,969,906 | | | | Ginnie Mae Series 2009-121 ZQ, 5.500%, 09/20/2039 | | | | | 2,158,977 | | | | | | 0.2 | | |
| | | 1,029,000 | | | | Ginnie Mae Series 2009-31 BP, 5.000%, 05/20/2039 | | | | | 1,178,073 | | | | | | 0.1 | | |
| | | 3,657,705 | | | | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/2039 | | | | | 3,958,022 | | | | | | 0.4 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 3,359,940 | | | | Ginnie Mae Series 2009-34 Z, 4.500%, 05/16/2039 | | | | $ | 3,588,324 | | | | | | 0.4 | | |
| | | 2,911,177 | | | | Ginnie Mae Series 2009-53 ZB, 6.000%, 07/16/2039 | | | | | 3,269,857 | | | | | | 0.4 | | |
| | | 347,449 | (1) | | Ginnie Mae Series 2009-55 BI, 1.000%, (-25.000*US0001M + 162.500%), 06/16/2037 | | | | | 14,078 | | | | | | 0.0 | | | |
| | | 1,780,507 | | | | Ginnie Mae Series 2009-61 EZ, 7.500%, 08/20/2039 | | | | | 2,336,050 | | | | | | 0.3 | | |
| | | 5,300,655 | | | | Ginnie Mae Series 2009-61 PZ, 7.500%, 08/20/2039 | | | | | 7,508,724 | | | | | | 0.8 | | |
| | | 3,112,791 | | | | Ginnie Mae Series 2009-61 ZQ, 6.000%, 08/16/2039 | | | | | 4,033,723 | | | | | | 0.4 | | |
| | | 2,455,692 | (1) | | Ginnie Mae Series 2009-66 QS, 3.612%, (-1.000*US0001M + 6.100%), 07/20/2039 | | | | | 270,412 | | | | | | 0.0 | | | |
| | | 1,204,964 | (1) | | Ginnie Mae Series 2009-77 SA, 3.668%, (-1.000*US0001M + 6.150%), 09/16/2039 | | | | | 181,294 | | | | | | 0.0 | | | |
| | | 3,368,452 | | | | Ginnie Mae Series 2009-77 ZB, 5.500%, 09/16/2039 | | | | | 3,859,780 | | | | | | 0.4 | | |
| | | 944,589 | | | | Ginnie Mae Series 2009-87 WZ, 6.000%, 10/20/2039 | | | | | 1,238,095 | | | | | | 0.1 | | |
| | | 580,157 | | | | Ginnie Mae Series 2009-92 DZ, 4.500%, 10/16/2039 | | | | | 636,636 | | | | | | 0.1 | | |
| | | 1,359,798 | | | | Ginnie Mae Series 2009-98 MZ, 5.000%, 10/16/2039 | | | | | 1,608,607 | | | | | | 0.2 | | |
| | | 2,989,080 | (1) | | Ginnie Mae Series 2010-106 IP, 5.000%, 03/20/2040 | | | | | 382,061 | | | | | | 0.0 | | | |
| | | 10,371,000 | | | | Ginnie Mae Series 2010-113 BE, 4.500%, 09/20/2040 | | | | | 11,348,894 | | | | | | 1.2 | | |
| | | 2,329,827 | (1) | | Ginnie Mae Series 2010-116 NS, 4.168%, (-1.000*US0001M + 6.650%), 09/16/2040 | | | | | 346,332 | | | | | | 0.0 | | |
Voya GNMA Income Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 243,915 | (1) | | Ginnie Mae Series 2010-130 KI, 5.500%, 09/16/2040 | | | | $ | 26,946 | | | | | | 0.0 | | | |
| | | 1,500,000 | | | | Ginnie Mae Series 2010-14 B, 4.500%, 02/16/2040 | | | | | 1,638,396 | | | | | | 0.2 | | |
| | | 3,483,005 | | | | Ginnie Mae Series 2010-146 NL, 4.000%, 10/16/2039 | | | | | 3,632,741 | | | | | | 0.4 | | |
| | | 1,782,827 | (1) | | Ginnie Mae Series 2010-158 SA, 3.562%, (-1.000*US0001M + 6.050%), 12/20/2040 | | | | | 275,714 | | | | | | 0.0 | | | |
| | | 439,053 | (1) | | Ginnie Mae Series 2010-165 IP, 4.000%, 04/20/2038 | | | | | 9,180 | | | | | | 0.0 | | | |
| | | 24,637,727 | (1) | | Ginnie Mae Series 2010-166 GS, 3.512%, (-1.000*US0001M + 6.000%), 12/20/2040 | | | | | 3,050,200 | | | | | | 0.3 | | | |
| | | 2,451,614 | (1) | | Ginnie Mae Series 2010-166 NI, 4.500%, 04/20/2039 | | | | | 247,089 | | | | | | 0.0 | | | |
| | | 3,076,785 | | | | Ginnie Mae Series 2010-169 AW, 4.500%, 12/20/2040 | | | | | 3,228,010 | | | | | | 0.3 | | |
| | | 4,770,858 | | | | Ginnie Mae Series 2010-169 JZ, 4.000%, 12/20/2040 | | | | | 4,902,122 | | | | | | 0.5 | | |
| | | 706,377 | (1) | | Ginnie Mae Series 2010-19 LI, 5.000%, 07/16/2039 | | | | | 76,989 | | | | | | 0.0 | | | |
| | | 2,100,000 | | | | Ginnie Mae Series 2010-31 BP, 5.000%, 03/20/2040 | | | | | 2,364,046 | | | | | | 0.3 | | |
| | | 2,123,551 | (1) | | Ginnie Mae Series 2010-4 WI, 6.000%, 01/16/2040 | | | | | 468,058 | | | | | | 0.1 | | | |
| | | 5,624,947 | | | | Ginnie Mae Series 2010-42 VZ, 5.500%, 10/20/2039 | | | | | 6,521,789 | | | | | | 0.7 | | |
| | | 2,108,086 | | | | Ginnie Mae Series 2010-59 ZA, 4.500%, 05/20/2040 | | | | | 2,265,345 | | | | | | 0.2 | | |
| | | 267,329 | (1) | | Ginnie Mae Series 2010-85 NI, 5.000%, 01/20/2038 | | | | | 3,560 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 810,409 | (1) | | Ginnie Mae Series 2010-9 SB, 4.012%, (-1.000*US0001M + 6.500%), 09/20/2038 | | | | $ | 22,769 | | | | | | 0.0 | | | |
| | | 5,848,113 | | | | Ginnie Mae Series 2010-H01 FA, 3.299%, (US0001M + 0.820%), 01/20/2060 | | | | | 5,886,779 | | | | | | 0.6 | | |
| | | 7,491,447 | | | | Ginnie Mae Series 2010-H10 FB, 3.479%, (US0001M + 1.000%), 05/20/2060 | | | | | 7,592,982 | | | | | | 0.8 | | |
| | | 8,035,388 | | | | Ginnie Mae Series 2010-H10 FC, 3.479%, (US0001M + 1.000%), 05/20/2060 | | | | | 8,126,561 | | | | | | 0.9 | | |
| | | 507,128 | (1) | | Ginnie Mae Series 2011-123 QI, 5.000%, 05/20/2041 | | | | | 72,251 | | | | | | 0.0 | | | |
| | | 169,678 | | | | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | | | | | 185,856 | | | | | | 0.0 | | |
| | | 383,290 | (2) | | Ginnie Mae Series 2011-169 BG, 5.401%, 04/16/2039 | | | | | 409,794 | | | | | | 0.0 | | | |
| | | 6,900,833 | | | | Ginnie Mae Series 2011-25 Z, 4.000%, 02/20/2041 | | | | | 7,265,818 | | | | | | 0.8 | | |
| | | 1,863,394 | | | | Ginnie Mae Series 2011-59 QC, 4.000%, 12/20/2040 | | | | | 1,953,168 | | | | | | 0.2 | | |
| | | 7,204,622 | (1) | | Ginnie Mae Series 2011-73 LS, 4.202%, (-1.000*US0001M + 6.690%), 08/20/2039 | | | | | 563,478 | | | | | | 0.1 | | | |
| | | 5,502,259 | | | | Ginnie Mae Series 2011-89 Z, 3.500%, 06/20/2041 | | | | | 5,658,514 | | | | | | 0.6 | | |
| | | 1,256,521 | | | | Ginnie Mae Series 2011-H07 FA, 3.009%, (US0001M + 0.500%), 02/20/2061 | | | | | 1,257,017 | | | | | | 0.1 | | |
| | | 2,989,395 | (1) | | Ginnie Mae Series 2012-102 TI, 4.000%, 08/20/2039 | | | | | 234,335 | | | | | | 0.0 | | |
Voya GNMA Income Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 3,089,739 | (1) | | Ginnie Mae Series 2012-103 IC, 3.500%, 08/16/2040 | | | | $ | 288,407 | | | | | | 0.0 | | | |
| | | 799,777 | (1) | | Ginnie Mae Series 2012-124 MI, 4.000%, 03/20/2042 | | | | | 94,290 | | | | | | 0.0 | | | |
| | | 9,642,074 | (1) | | Ginnie Mae Series 2012-146 AI, 3.000%, 10/20/2037 | | | | | 863,654 | | | | | | 0.1 | | | |
| | | 680,804 | (1) | | Ginnie Mae Series 2012-34 MS, 4.218%, (-1.000*US0001M + 6.700%), 04/16/2041 | | | | | 93,403 | | | | | | 0.0 | | | |
| | | 199,421 | | | | Ginnie Mae Series 2012-43 MA, 4.000%, 10/20/2041 | | | | | 201,696 | | | | | | 0.0 | | |
| | | 5,530,477 | (1) | | Ginnie Mae Series 2012-48 SA, 4.168%, (-1.000*US0001M + 6.650%), 04/16/2042 | | | | | 1,047,748 | | | | | | 0.1 | | | |
| | | 7,831,288 | (1) | | Ginnie Mae Series 2012-60 SG, 3.618%, (-1.000*US0001M + 6.100%), 05/16/2042 | | | | | 1,319,441 | | | | | | 0.1 | | | |
| | | 2,020,605 | (1) | | Ginnie Mae Series 2012-98 EI, 4.000%, 04/20/2041 | | | | | 262,268 | | | | | | 0.0 | | | |
| | | 2,223,736 | | | | Ginnie Mae Series 2012-H11 VA, 3.159%, (US0001M + 0.650%), 05/20/2062 | | | | | 2,236,552 | | | | | | 0.2 | | |
| | | 26,779,777 | | | | Ginnie Mae Series 2012-H12 FB, 3.559%, (US0001M + 1.050%), 02/20/2062 | | | | | 27,109,217 | | | | | | 2.9 | | |
| | | 2,137,417 | | | | Ginnie Mae Series 2012-H20 BA, 3.069%, (US0001M + 0.560%), 09/20/2062 | | | | | 2,140,853 | | | | | | 0.2 | | |
| | | 7,000,000 | | | | Ginnie Mae Series 2013-147 BE, 4.000%, 12/20/2039 | | | | | 7,523,947 | | | | | | 0.8 | | |
| | | 1,329,002 | | | | Ginnie Mae Series 2013-167 Z, 3.000%, 10/16/2043 | | | | | 1,285,740 | | | | | | 0.1 | | |
| | | 1,900,000 | (1) | | Ginnie Mae Series 2013-186 UI, 2.500%, 11/20/2043 | | | | | 569,615 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,574,437 | (1) | | Ginnie Mae Series 2013-186 VI, 4.000%, 12/20/2042 | | | | $ | 240,120 | | | | | | 0.0 | | | |
| | | 7,827,587 | (1) | | Ginnie Mae Series 2013-20 LI, 4.500%, 12/16/2042 | | | | | 1,155,836 | | | | | | 0.1 | | | |
| | | 3,975,364 | (1) | | Ginnie Mae Series 2013-41 PI, 3.500%, 04/20/2040 | | | | | 252,467 | | | | | | 0.0 | | | |
| | | 3,187,056 | | | | Ginnie Mae Series 2013-H08 BF, 2.909%, (US0001M + 0.400%), 03/20/2063 | | | | | 3,178,479 | | | | | | 0.3 | | |
| | | 4,421,742 | | | | Ginnie Mae Series 2013-H10 FT, 3.040%, (H15T1Y + 0.450%), 04/20/2063 | | | | | 4,440,824 | | | | | | 0.5 | | |
| | | 3,642,553 | | | | Ginnie Mae Series 2013-H14 FC, 2.979%, (US0001M + 0.470%), 06/20/2063 | | | | | 3,641,761 | | | | | | 0.4 | | |
| | | 1,213,848 | | | | Ginnie Mae Series 2013-H18 BA, 3.109%, (US0001M + 0.600%), 07/20/2063 | | | | | 1,217,119 | | | | | | 0.1 | | |
| | | 3,668,003 | | | | Ginnie Mae Series 2013-H19 DF, 3.159%, (US0001M + 0.650%), 05/20/2063 | | | | | 3,676,852 | | | | | | 0.4 | | |
| | | 3,358,886 | | | | Ginnie Mae Series 2013-H20 FB, 3.509%, (US0001M + 1.000%), 08/20/2063 | | | | | 3,393,734 | | | | | | 0.4 | | |
| | | 4,146,380 | | | | Ginnie Mae Series 2013-H23 FA, 3.809%, (US0001M + 1.300%), 09/20/2063 | | | | | 4,219,751 | | | | | | 0.5 | | |
| | | 2,793,200 | | | | Ginnie Mae Series 2014-115 EM, 4.000%, 08/20/2044 | | | | | 3,003,065 | | | | | | 0.3 | | |
| | | 9,174,483 | | | | Ginnie Mae Series 2014-118 ZP, 4.000%, 08/20/2044 | | | | | 9,767,999 | | | | | | 1.0 | | |
| | | 2,452,312 | (1) | | Ginnie Mae Series 2014-183 IM, 5.000%, 06/20/2035 | | | | | 469,871 | | | | | | 0.1 | | |
Voya GNMA Income Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 3,895,327 | (1) | | Ginnie Mae Series 2014-30 ES, 2.512%, (-1.000*US0001M + 5.000%), 03/20/2040 | | | | $ | 443,970 | | | | | | 0.1 | | | |
| | | 11,090,456 | (2) | | Ginnie Mae Series 2015-10 Q, 2.295%, 10/20/2044 | | | | | 9,413,221 | | | | | | 1.0 | | | |
| | | 12,125,000 | | | | Ginnie Mae Series 2015-143 B, 3.500%, 04/20/2045 | | | | | 12,794,239 | | | | | | 1.4 | | |
| | | 3,522,862 | (1) | | Ginnie Mae Series 2015-157 PI, 4.000%, 03/20/2044 | | | | | 553,352 | | | | | | 0.1 | | | |
| | | 9,791,729 | | | | Ginnie Mae Series 2015-27 PB, 3.000%, 08/20/2044 | | | | | 9,845,756 | | | | | | 1.1 | | |
| | | 15,770,447 | (1) | | Ginnie Mae Series 2016-145 IU, 3.500%, 10/20/2046 | | | | | 2,642,004 | | | | | | 0.3 | | | |
| | | 7,231,438 | (2) | | Ginnie Mae Series 2016-5 AB, 4.674%, 01/20/2046 | | | | | 7,750,159 | | | | | | 0.8 | | | |
| | | 10,579,552 | | | | Ginnie Mae Series 2016-H08 FT, 3.229%, (US0001M + 0.720%), 02/20/2066 | | | | | 10,636,318 | | | | | | 1.1 | | |
| | | 45,999,944 | | | | Ginnie Mae Series 2017-H23 FC, 2.959%, (US0001M + 0.450%), 11/20/2067 | | | | | 45,962,826 | | | | | | 4.9 | | |
| | | 4,274,671 | | | | Ginnie Mae Series 2018-112 AL, 3.500%, 08/20/2048 | | | | | 4,338,975 | | | | | | 0.5 | | |
| | | 1,627,921 | | | | Vendee Mortgage Trust 2011-2 DZ, 3.750%, 10/15/2041 | | | | | 1,677,555 | | | | | | 0.2 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $505,828,608) | | | | | 507,833,563 | | | | | | 54.2 | | |
| ASSET-BACKED SECURITIES: 0.1% | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities: 0.1% | | ||||||||||||
| | | 555,936 | (2) | | Fannie Mae Grantor Trust 2003-T4 2A6, 4.691%, 07/26/2033 | | | | | 576,646 | | | | | | 0.1 | | | |
| | | 114,015 | (2) | | Fannie Mae REMIC Trust 2001-W4 AF6, 5.610%, 01/25/2032 | | | | | 118,850 | | | | | | 0.0 | | | |
| | | 76,334 | (2) | | Fannie Mae REMIC Trust 2002-W12 AF6, 5.066%, 02/25/2033 | | | | | 76,779 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 112,752 | (2) | | Fannie Mae REMIC Trust 2002-W2 AF6, 6.500%, 05/25/2032 | | | | $ | 114,712 | | | | | | 0.0 | | | |
| | | | | | | Total Asset-Backed Securities (Cost $902,878) | | | | | 886,987 | | | | | | 0.1 | | |
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 0.4% | | ||||||||||||||||||
| | | 546,672 | (2) | | Ginnie Mae 2004-23 Z, 5.543%, 03/16/2044 | | | | | 571,100 | | | | | | 0.0 | | | |
| | | 6,697,982 | (1)(2) | | Ginnie Mae 2006-67 IO, 0.576%, 11/16/2046 | | | | | 24,066 | | | | | | 0.0 | | | |
| | | 637,291 | (2) | | Ginnie Mae 2007-52 Z, 4.350%, 01/16/2048 | | | | | 658,959 | | | | | | 0.1 | | | |
| | | 1,159,511 | | | | Ginnie Mae 2008-39 Z, 4.500%, 02/16/2048 | | | | | 1,198,709 | | | | | | 0.1 | | |
| | | 240,390 | (1)(2) | | Ginnie Mae 2008-45 IO, 0.850%, 02/16/2048 | | | | | 451 | | | | | | 0.0 | | | |
| | | 586,651 | (2) | | Ginnie Mae 2009-115 D, 4.662%, 01/16/2050 | | | | | 602,046 | | | | | | 0.1 | | | |
| | | 2,969,853 | (1)(2) | | Ginnie Mae 2010-122 IO, 0.295%, 02/16/2044 | | | | | 42,258 | | | | | | 0.0 | | | |
| | | 77,840 | (1)(2) | | Ginnie Mae 2010-123 IA, 2.083%, 10/16/2052 | | | | | 1,821 | | | | | | 0.0 | | | |
| | | 29,318,992 | (1)(2) | | Ginnie Mae 2011-47 IO, 0.024%, 01/16/2051 | | | | | 217,278 | | | | | | 0.0 | | | |
| | | 567,975 | (2) | | Ginnie Mae 2011-53 B, 4.397%, 05/16/2051 | | | | | 582,231 | | | | | | 0.1 | | | |
| | | | | | | Total Commercial Mortgage-Backed Securities (Cost $4,022,365) | | | | | 3,898,919 | | | | | | 0.4 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 72.1% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 3.3%(5) | | ||||||||||||
| | | 5,404,203 | | | | 3.500%, 12/01/2047 | | | | | 5,502,196 | | | | | | 0.6 | | |
| | | 7,637,462 | | | | 3.500%, 03/01/2048 | | | | | 7,804,550 | | | | | | 0.8 | | |
| | | 8,796,849 | | | | 3.500%, 11/01/2048 | | | | | 8,989,309 | | | | | | 1.0 | | |
| | | 8,148,945 | | | | 3.500%-9.500%, 07/01/2020-07/01/2047 | | | | | 8,535,111 | | | | | | 0.9 | | |
| | | | | | | | | | | | 30,831,166 | | | | | | 3.3 | | |
| | | | | | | Federal National Mortgage Association: 9.9%(5) | | ||||||||||||
| | | 32,554,000 | (6) | | 3.000%, 05/01/2043 | | | | | 32,384,872 | | | | | | 3.5 | | | |
| | | 13,060,000 | (6) | | 3.500%, 04/01/2044 | | | | | 13,242,126 | | | | | | 1.4 | | | |
| | | 13,177,461 | | | | 4.000%, 05/01/2042 | | | | | 13,772,847 | | | | | | 1.5 | | |
| | | 16,419,000 | (6) | | 5.000%, 05/01/2037 | | | | | 17,340,965 | | | | | | 1.8 | | |
Voya GNMA Income Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | Federal National Mortgage Association (continued) | | ||||||||||||
| | | 15,255,327 | | | | 4.000%-7.500%, 07/01/2027-05/01/2048 | | | | $ | 16,094,611 | | | | | | 1.7 | | |
| | | | | | | | | | | | 92,835,421 | | | | | | 9.9 | | |
| | | | | | | Government National Mortgage Association: 58.9% | | ||||||||||||
| | | 21,347,854 | | | | 3.000%, 07/20/2047 | | | | | 21,477,023 | | | | | | 2.3 | | |
| | | 19,179,196 | | | | 3.000%, 01/20/2048 | | | | | 19,282,871 | | | | | | 2.1 | | |
| | | 9,036,079 | | | | 3.500%, 04/20/2046 | | | | | 9,250,938 | | | | | | 1.0 | | |
| | | 7,635,186 | | | | 3.500%, 08/20/2046 | | | | | 7,809,402 | | | | | | 0.8 | | |
| | | 9,401,861 | | | | 3.500%, 09/20/2046 | | | | | 9,625,613 | | | | | | 1.0 | | |
| | | 5,544,859 | | | | 3.500%, 09/20/2046 | | | | | 5,666,946 | | | | | | 0.6 | | |
| | | 5,822,605 | | | | 3.500%, 10/20/2046 | | | | | 5,951,392 | | | | | | 0.6 | | |
| | | 6,397,311 | | | | 3.500%, 10/20/2046 | | | | | 6,537,966 | | | | | | 0.7 | | |
| | | 11,323,028 | | | | 3.500%, 03/20/2047 | | | | | 11,563,952 | | | | | | 1.2 | | |
| | | 7,625,218 | | | | 3.500%, 02/20/2048 | | | | | 7,760,458 | | | | | | 0.8 | | |
| | | 84,859,000 | (6) | | 3.500%, 04/01/2048 | | | | | 86,735,180 | | | | | | 9.3 | | | |
| | | 5,605,072 | | | | 3.750%, 05/20/2042 | | | | | 5,760,569 | | | | | | 0.6 | | |
| | | 12,266,918 | | | | 4.000%, 08/20/2042 | | | | | 12,779,349 | | | | | | 1.4 | | |
| | | 101,799,000 | (6) | | 4.000%, 04/01/2044 | | | | | 105,151,208 | | | | | | 11.2 | | | |
| | | 5,787,949 | | | | 4.000%, 09/20/2045 | | | | | 6,006,873 | | | | | | 0.7 | | |
| | | 6,844,329 | | | | 4.000%, 01/20/2046 | | | | | 7,116,821 | | | | | | 0.8 | | |
| | | 5,603,995 | | | | 4.000%, 03/20/2046 | | | | | 5,806,758 | | | | | | 0.6 | | |
| | | 33,974,000 | (6) | | 4.500%, 04/01/2044 | | | | | 35,285,682 | | | | | | 3.8 | | | |
| | | 176,282,307 | | | | 3.000%-7.500%, 01/15/2024-01/20/2048 | | | | | 181,840,485 | | | | | | 19.4 | | |
| | | | | | | | | | | | 551,409,486 | | | | | | 58.9 | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $673,074,507) | | | | | 675,076,073 | | | | | | 72.1 | | |
| | | | | | | Total Long-Term Investments (Cost $1,183,828,358) | | | | | 1,187,695,542 | | | | | | 126.8 | | |
| SHORT-TERM INVESTMENTS: 0.3% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Bills: 0.3% | | ||||||||||||
| | | 2,209,000 | | | | United States Treasury Bill, 1.200%, 04/02/2019 (Cost $2,208,877) | | | | | 2,208,854 | | | | | | 0.3 | | |
| | | | | | | Total Short-Term Investments (Cost $2,208,877) | | | | | 2,208,854 | | | | | | 0.3 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Total Investments in Securities (Cost $1,186,037,235) | | | | $ | 1,189,904,396 | | | | | | 127.1 | | |
| | | Liabilities in Excess of Other Assets | | | | | (253,383,274) | | | | | | (27.1) | | |
| | | Net Assets | | | | $ | 936,521,122 | | | | | | 100.0 | | |
|
| H15T1Y | | | U.S. Treasury 1-Year Constant Maturity | |
| US0001M | | | 1-month LIBOR | |
Voya GNMA Income Fund | as of March 31, 2019 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at March 31, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Collateralized Mortgage Obligations | | | | $ | — | | | | | $ | 507,833,563 | | | | | $ | — | | | | | $ | 507,833,563 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 675,076,073 | | | | | | — | | | | | | 675,076,073 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 3,898,919 | | | | | | — | | | | | | 3,898,919 | | |
Asset-Backed Securities | | | | | — | | | | | | 886,987 | | | | | | — | | | | | | 886,987 | | |
Short-Term Investments | | | | | — | | | | | | 2,208,854 | | | | | | — | | | | | | 2,208,854 | | |
Total Investments, at fair value | | | | $ | — | | | | | $ | 1,189,904,396 | | | | | $ | — | | | | | $ | 1,189,904,396 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 110,331 | | | | | | — | | | | | | — | | | | | | 110,331 | | |
Total Assets | | | | $ | 110,331 | | | | | $ | 1,189,904,396 | | | | | $ | — | | | | | $ | 1,190,014,727 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (3,349,519) | | | | | $ | — | | | | | $ | — | | | | | $ | (3,349,519) | | |
Total Liabilities | | | | $ | (3,349,519) | | | | | $ | — | | | | | $ | — | | | | | $ | (3,349,519) | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury Ultra Long Bond | | | | | 17 | | | | | | 06/19/19 | | | | | $ | 2,856,000 | | | | | $ | 110,331 | | |
| | | | | | | | | | | | | | | | $ | 2,856,000 | | | | | $ | 110,331 | | |
Short Contracts | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | | | (1,103) | | | | | | 06/19/19 | | | | | | (137,013,281) | | | | | | (1,989,598) | | |
U.S. Treasury 2-Year Note | | | | | (204) | | | | | | 06/28/19 | | | | | | (43,471,125) | | | | | | (156,569) | | |
U.S. Treasury 5-Year Note | | | | | (48) | | | | | | 06/28/19 | | | | | | (5,559,750) | | | | | | (52,592) | | |
U.S. Treasury Long Bond | | | | | (276) | | | | | | 06/19/19 | | | | | | (41,305,125) | | | | | | (1,150,760) | | |
| | | | | | | | | | | | | | | | $ | (227,349,281) | | | | | $ | (3,349,519) | | |
|
Voya GNMA Income Fund | as of March 31, 2019 (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* | | | | $ | 110,331 | | |
Total Asset Derivatives | | | | | | | $ | 110,331 | | |
Liability Derivatives | | | | | | | | | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 3,349,519 | | |
Total Liability Derivatives | | | | | | | $ | 3,349,519 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Interest rate contracts | | | | $ | (4,017,208) | | |
Total | | | | $ | (4,017,208) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Interest rate contracts | | | | $ | (2,043,110) | | |
Total | | | | $ | (2,043,110) | | |
|
| Cost for federal income tax purposes was $1,185,095,847. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 11,366,751 | | |
| Gross Unrealized Depreciation | | | | | (9,797,390) | | |
| Net Unrealized Appreciation | | | | $ | 1,569,361 | | |
|
Voya High Yield Bond Fund | as of March 31, 2019 |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 95.2% | | ||||||||||||||||||
| | | | | | | Basic Materials: 5.4% | | ||||||||||||
| | | 1,510,000 | (1) | | Aruba Investments, Inc., 8.750%, 02/15/2023 | | | | $ | 1,517,550 | | | | | | 0.4 | | | |
| | | 1,825,000 | (1) | | Cascades, Inc., 5.500%, 07/15/2022 | | | | | 1,843,250 | | | | | | 0.5 | | | |
| | | 920,000 | (1) | | Constellium NV, 5.750%, 05/15/2024 | | | | | 924,600 | | | | | | 0.2 | | | |
| | | 250,000 | (1) | | Constellium NV, 5.875%, 02/15/2026 | | | | | 246,094 | | | | | | 0.1 | | | |
| | | 750,000 | (1)(2) | | Constellium NV, 6.625%, 03/01/2025 | | | | | 766,875 | | | | | | 0.2 | | | |
| | | 1,465,000 | (1) | | Cornerstone Chemical Co., 6.750%, 08/15/2024 | | | | | 1,384,425 | | | | | | 0.4 | | | |
| | | 1,185,000 | (1) | | First Quantum Minerals Ltd., 6.500%, 03/01/2024 | | | | | 1,118,344 | | | | | | 0.3 | | | |
| | | 865,000 | (1) | | Hexion, Inc., 10.375%, 02/01/2022 | | | | | 728,762 | | | | | | 0.2 | | | |
| | | 1,520,000 | (1) | | OCI NV, 6.625%, 04/15/2023 | | | | | 1,583,840 | | | | | | 0.4 | | | |
| | | 1,220,000 | (1) | | Rayonier AM Products, Inc., 5.500%, 06/01/2024 | | | | | 1,149,850 | | | | | | 0.3 | | | |
| | | 1,680,000 | (1) | | Schweitzer-Mauduit International, Inc., 6.875%, 10/01/2026 | | | | | 1,701,000 | | | | | | 0.4 | | | |
| | | 1,270,000 | (1) | | Tronox, Inc., 6.500%, 04/15/2026 | | | | | 1,216,851 | | | | | | 0.3 | | | |
| | | 6,690,000 | | | | Other Securities | | | | | 6,615,126 | | | | | | 1.7 | | |
| | | | | | | | | | | | 20,796,567 | | | | | | 5.4 | | |
| | | | | | | Communications: 19.7% | | ||||||||||||
| | | 2,400,000 | (1) | | Altice France SA/France, 6.250%, 05/15/2024 | | | | | 2,427,000 | | | | | | 0.6 | | | |
| | | 200,000 | (1) | | Altice France SA/France, 8.125%, 02/01/2027 | | | | | 202,500 | | | | | | 0.1 | | | |
| | | 1,300,000 | (1) | | Altice Luxembourg SA, 7.625%, 02/15/2025 | | | | | 1,144,000 | | | | | | 0.3 | | | |
| | | 1,645,000 | (1) | | Altice Luxembourg SA, 7.750%, 05/15/2022 | | | | | 1,649,112 | | | | | | 0.4 | | | |
| | | 1,850,000 | | | | AMC Networks, Inc., 4.750%, 08/01/2025 | | | | | 1,840,750 | | | | | | 0.5 | | |
| | | 1,345,000 | (1) | | Block Communications, Inc., 6.875%, 02/15/2025 | | | | | 1,400,481 | | | | | | 0.4 | | | |
| | | 1,600,000 | (1) | | C&W Senior Financing DAC, 7.500%, 10/15/2026 | | | | | 1,652,000 | | | | | | 0.4 | | | |
| | | 1,125,000 | (1)(2) | | CBS Radio, Inc., 7.250%, 11/01/2024 | | | | | 1,125,000 | | | | | | 0.3 | | | |
| | | 1,610,000 | (1) | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | | | | | 1,624,087 | | | | | | 0.4 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Communications (continued) | | ||||||||||||
| | | 515,000 | (1) | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | | | | $ | 510,494 | | | | | | 0.1 | | | |
| | | 840,000 | (1) | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.500%, 05/01/2026 | | | | | 869,400 | | | | | | 0.2 | | | |
| | | 2,060,000 | (1) | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 02/15/2026 | | | | | 2,163,000 | | | | | | 0.6 | | | |
| | | 1,105,000 | (1) | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.875%, 04/01/2024 | | | | | 1,157,609 | | | | | | 0.3 | | | |
| | | 2,255,000 | (2) | | CenturyLink, Inc., 5.625%-5.800%, 04/01/2020-04/01/2025 | | | | | 2,275,711 | | | | | | 0.6 | | | |
| | | 1,430,000 | (1) | | Clear Channel Worldwide Holdings, Inc., 9.250%, 02/15/2024 | | | | | 1,519,375 | | | | | | 0.4 | | | |
| | | 600,000 | (1) | | CommScope Finance LLC, 8.250%, 03/01/2027 | | | | | 624,000 | | | | | | 0.2 | | | |
| | | 2,130,000 | (1) | | CommScope Tech Finance LLC, 6.000%, 06/15/2025 | | | | | 2,078,774 | | | | | | 0.5 | | | |
| | | 2,485,000 | | | | CSC Holdings LLC, 5.250%, 06/01/2024 | | | | | 2,528,487 | | | | | | 0.6 | | |
| | | 1,845,000 | (1) | | CSC Holdings LLC, 5.500%, 05/15/2026 | | | | | 1,900,904 | | | | | | 0.5 | | | |
| | | 600,000 | (1) | | CSC Holdings LLC, 7.500%, 04/01/2028 | | | | | 645,930 | | | | | | 0.2 | | | |
| | | 3,215,000 | | | | DISH DBS Corp., 5.875%, 11/15/2024 | | | | | 2,712,656 | | | | | | 0.7 | | |
| | | 1,490,000 | | | | DISH DBS Corp., 5.000%-5.875%, 07/15/2022-03/15/2023 | | | | | 1,411,676 | | | | | | 0.4 | | |
| | | 1,000,000 | (1) | | Frontier Communications Corp., 8.000%, 04/01/2027 | | | | | 1,035,000 | | | | | | 0.3 | | | |
| | | 3,215,000 | | | | Frontier Communications Corp., 6.875%-11.000%, 01/15/2025-09/15/2025 | | | | | 1,916,995 | | | | | | 0.5 | | |
| | | 1,495,000 | (1) | | Gray Television, Inc., 5.125%, 10/15/2024 | | | | | 1,502,475 | | | | | | 0.4 | | | |
| | | 755,000 | (1) | | Gray Television, Inc., 7.000%, 05/15/2027 | | | | | 804,075 | | | | | | 0.2 | | | |
| | | 1,110,000 | (1) | | Intelsat Connect Finance SA, 9.500%, 02/15/2023 | | | | | 988,233 | | | | | | 0.2 | | | |
| | | 1,110,000 | (1) | | Intelsat Jackson Holdings SA, 8.500%, 10/15/2024 | | | | | 1,085,025 | | | | | | 0.3 | | |
Voya High Yield Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Communications (continued) | | ||||||||||||
| | | 1,550,000 | (2) | | Intelsat Luxembourg SA, 8.125%, 06/01/2023 | | | | $ | 1,085,000 | | | | | | 0.3 | | | |
| | | 2,875,000 | | | | Level 3 Financing, Inc., 5.125%-5.375%, 05/01/2023-03/15/2026 | | | | | 2,907,194 | | | | | | 0.8 | | |
| | | 2,040,000 | (1) | | Netflix, Inc., 5.875%, 11/15/2028 | | | | | 2,159,850 | | | | | | 0.6 | | | |
| | | 1,735,000 | (1) | | Nexstar Broadcasting, Inc., 5.625%, 08/01/2024 | | | | | 1,765,363 | | | | | | 0.4 | | | |
| | | 350,000 | | | | Nexstar Broadcasting, Inc., 5.875%, 11/15/2022 | | | | | 360,062 | | | | | | 0.1 | | |
| | | 1,590,000 | (1) | | Plantronics, Inc., 5.500%, 05/31/2023 | | | | | 1,597,950 | | | | | | 0.4 | | | |
| | | 1,045,000 | (1) | | Salem Media Group, Inc., 6.750%, 06/01/2024 | | | | | 950,950 | | | | | | 0.2 | | | |
| | | 580,000 | (1) | | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | | | | | 558,250 | | | | | | 0.1 | | | |
| | | 1,730,000 | (1) | | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | | | | | 1,737,526 | | | | | | 0.5 | | | |
| | | 1,245,000 | (1) | | Sirius XM Radio, Inc., 6.000%, 07/15/2024 | | | | | 1,294,800 | | | | | | 0.3 | | | |
| | | 720,000 | | | | Sprint Communications, Inc., 6.000%, 11/15/2022 | | | | | 727,416 | | | | | | 0.2 | | |
| | | 3,720,000 | | | | Sprint Corp., 7.125%, 06/15/2024 | | | | | 3,785,100 | | | | | | 1.0 | | |
| | | 2,085,000 | | | | Sprint Corp., 7.250%, 09/15/2021 | | | | | 2,194,463 | | | | | | 0.6 | | |
| | | 1,850,000 | | | | Sprint Corp., 7.625%, 03/01/2026 | | | | | 1,882,375 | | | | | | 0.4 | | |
| | | 1,415,000 | (1) | | Telesat Canada / Telesat LLC, 8.875%, 11/15/2024 | | | | | 1,528,200 | | | | | | 0.4 | | | |
| | | 1,875,000 | | | | T-Mobile USA, Inc., 5.375%, 04/15/2027 | | | | | 1,945,312 | | | | | | 0.5 | | |
| | | 735,000 | | | | T-Mobile USA, Inc., 4.500%-5.125%, 04/15/2025-02/01/2026 | | | | | 740,999 | | | | | | 0.2 | | |
| | | 335,000 | (1) | | ViaSat, Inc., 5.625%, 04/15/2027 | | | | | 341,737 | | | | | | 0.1 | | | |
| | | 7,910,000 | | | | Other Securities | | | | | 7,868,181 | | | | | | 2.0 | | |
| | | | | | | | | | | | 76,225,477 | | | | | | 19.7 | | |
| | | | | | | Consumer, Cyclical: 15.9% | | ||||||||||||
| | | 2,355,000 | (1) | | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | | | | | 2,332,157 | | | | | | 0.6 | | | |
| | | 1,020,000 | (1) | | Allison Transmission, Inc., 5.875%, 06/01/2029 | | | | | 1,034,025 | | | | | | 0.3 | | | |
| | | 1,690,000 | | | | AMC Entertainment Holdings, Inc., 5.875%, 11/15/2026 | | | | | 1,529,450 | | | | | | 0.4 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | | 820,000 | (1) | | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.750%, 08/01/2025 | | | | $ | 750,300 | | | | | | 0.2 | | | |
| | | 750,000 | (1) | | Ashton Woods USA LLC / Ashton Woods Finance Co., 9.875%, 04/01/2027 | | | | | 768,750 | | | | | | 0.2 | | | |
| | | 1,535,000 | (1) | | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | | | | | 1,485,112 | | | | | | 0.4 | | | |
| | | 1,005,000 | (1) | | Carmike Cinemas, Inc., 6.000%, 06/15/2023 | | | | | 1,056,556 | | | | | | 0.3 | | | |
| | | 1,215,000 | (1) | | CCM Merger, Inc., 6.000%, 03/15/2022 | | | | | 1,249,931 | | | | | | 0.3 | | | |
| | | 1,845,000 | | | | Dana, Inc., 5.500%, 12/15/2024 | | | | | 1,845,000 | | | | | | 0.5 | | |
| | | 1,895,000 | (1) | | EMI Music Publishing Group North America Holdings, Inc., 7.625%, 06/15/2024 | | | | | 2,013,437 | | | | | | 0.5 | | | |
| | | 1,880,000 | (1) | | Golden Nugget, Inc., 6.750%, 10/15/2024 | | | | | 1,894,100 | | | | | | 0.5 | | | |
| | | 1,705,000 | | | | H&E Equipment Services, Inc., 5.625%, 09/01/2025 | | | | | 1,707,131 | | | | | | 0.4 | | |
| | | 900,000 | (1) | | International Game Technology PLC, 6.250%, 02/15/2022 | | | | | 939,375 | | | | | | 0.3 | | | |
| | | 865,000 | (1) | | International Game Technology PLC, 6.500%, 02/15/2025 | | | | | 903,925 | | | | | | 0.2 | | | |
| | | 1,995,000 | | | | L Brands, Inc., 6.750%, 07/01/2036 | | | | | 1,685,775 | | | | | | 0.4 | | |
| | | 2,325,000 | | | | Lennar Corp., 5.250%-8.375%, 01/15/2021-06/01/2026 | | | | | 2,438,438 | | | | | | 0.6 | | |
| | | 1,800,000 | (1) | | Live Nation Entertainment, Inc., 5.375%, 06/15/2022 | | | | | 1,827,000 | | | | | | 0.5 | | | |
| | | 1,655,000 | | | | MGM Resorts International, 5.750%, 06/15/2025 | | | | | 1,723,269 | | | | | | 0.4 | | |
| | | 2,085,000 | | | | MGM Resorts International, 6.000%-7.750%, 03/15/2022-03/15/2023 | | | | | 2,252,887 | | | | | | 0.6 | | |
| | | 1,680,000 | (1) | | Navistar International Corp., 6.625%, 11/01/2025 | | | | | 1,715,700 | | | | | | 0.4 | | |
Voya High Yield Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | | 345,000 | (1) | | Panther BF Aggregator 2 L.P. / Panther Finance Co., Inc., 6.250%, 05/15/2026 | | | | $ | 352,763 | | | | | | 0.1 | | | |
| | | 520,000 | (1) | | Panther BF Aggregator 2 L.P. / Panther Finance Co., Inc., 8.500%, 05/15/2027 | | | | | 522,600 | | | | | | 0.1 | | | |
| | | 1,175,000 | (1) | | Penn National Gaming, Inc., 5.625%, 01/15/2027 | | | | | 1,145,625 | | | | | | 0.3 | | | |
| | | 2,790,000 | (1) | | PetSmart, Inc., 7.125%, 03/15/2023 | | | | | 2,092,500 | | | | | | 0.5 | | | |
| | | 1,000,000 | (1) | | Scientific Games International, Inc., 5.000%, 10/15/2025 | | | | | 982,500 | | | | | | 0.3 | | | |
| | | 565,000 | (1) | | Scientific Games International, Inc., 8.250%, 03/15/2026 | | | | | 577,713 | | | | | | 0.1 | | | |
| | | 1,975,000 | | | | Scientific Games International, Inc., 6.625%-10.000%, 05/15/2021-12/01/2022 | | | | | 2,050,206 | | | | | | 0.5 | | |
| | | 1,730,000 | (1) | | Silversea Cruise Finance Ltd., 7.250%, 02/01/2025 | | | | | 1,879,645 | | | | | | 0.5 | | | |
| | | 1,485,000 | (1) | | Six Flags Entertainment Corp., 5.500%, 04/15/2027 | | | | | 1,472,081 | | | | | | 0.4 | | | |
| | | 1,150,000 | (1) | | Station Casinos LLC, 5.000%, 10/01/2025 | | | | | 1,135,625 | | | | | | 0.3 | | | |
| | | 1,510,000 | (1) | | Viking Cruises Ltd., 5.875%, 09/15/2027 | | | | | 1,472,250 | | | | | | 0.4 | | | |
| | | 350,000 | (1) | | William Carter Co/The, 5.625%, 03/15/2027 | | | | | 363,125 | | | | | | 0.1 | | | |
| | | 700,000 | (1) | | WMG Acquisition Corp., 5.000%, 08/01/2023 | | | | | 714,875 | | | | | | 0.2 | | | |
| | | 565,000 | (1) | | WMG Acquisition Corp., 5.625%, 04/15/2022 | | | | | 572,769 | | | | | | 0.1 | | | |
| | | 1,510,000 | (1) | | Wolverine World Wide, Inc., 5.000%, 09/01/2026 | | | | | 1,472,250 | | | | | | 0.4 | | | |
| | | 13,571,000 | (3) | | Other Securities | | | | | 13,725,335 | | | | | | 3.6 | | | |
| | | | | | | | | | | | 61,684,180 | | | | | | 15.9 | | |
| | | | | | | Consumer, Non-cyclical: 16.7% | | ||||||||||||
| | | 1,865,000 | | | | Albertsons Cos LLC / Safeway, Inc. / New Albertsons L.P. / Albertson’s LLC, 6.625%, 06/15/2024 | | | | | 1,892,975 | | | | | | 0.5 | | |
| | | 665,000 | (1) | | Albertsons Cos LLC / Safeway, Inc. / New Albertsons L.P. / Albertson’s LLC, 7.500%, 03/15/2026 | | | | | 687,444 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 1,610,000 | (1)(2) | | Aptim Corp., 7.750%, 06/15/2025 | | | | $ | 1,251,775 | | | | | | 0.3 | | | |
| | | 3,125,000 | (1) | | Bausch Health Americas, Inc., 8.500%, 01/31/2027 | | | | | 3,320,312 | | | | | | 0.9 | | | |
| | | 1,610,000 | (1) | | Bausch Health Cos, Inc., 5.500%, 03/01/2023 | | | | | 1,623,814 | | | | | | 0.4 | | | |
| | | 335,000 | (1) | | Bausch Health Cos, Inc., 5.500%, 11/01/2025 | | | | | 343,375 | | | | | | 0.1 | | | |
| | | 780,000 | (1) | | Bausch Health Cos, Inc., 6.125%, 04/15/2025 | | | | | 774,150 | | | | | | 0.2 | | | |
| | | 1,090,000 | (1) | | Bausch Health Cos, Inc., 7.000%, 03/15/2024 | | | | | 1,155,945 | | | | | | 0.3 | | | |
| | | 1,120,000 | (1) | | Cardtronics, Inc. / Cardtronics USA, Inc., 5.500%, 05/01/2025 | | | | | 1,100,400 | | | | | | 0.3 | | | |
| | | 2,630,000 | | | | Centene Corp., 4.750%-6.125%, 02/15/2021-01/15/2025 | | | | | 2,714,660 | | | | | | 0.7 | | |
| | | 1,200,000 | (1) | | Cott Holdings, Inc., 5.500%, 04/01/2025 | | | | | 1,215,000 | | | | | | 0.3 | | | |
| | | 890,000 | (1)(4) | | Eagle Holding CO II LLC, 7.625% (PIK Rate 8.375%, Cash Rate 7.625%), 05/15/2022 | | | | | 900,012 | | | | | | 0.2 | | | |
| | | 450,000 | (1) | | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 5.875%, 10/15/2024 | | | | | 443,812 | | | | | | 0.1 | | | |
| | | 1,465,000 | (1) | | Garda World Security Corp., 8.750%, 05/15/2025 | | | | | 1,402,737 | | | | | | 0.4 | | | |
| | | 1,535,000 | (1) | | Graham Holdings Co., 5.750%, 06/01/2026 | | | | | 1,615,587 | | | | | | 0.4 | | | |
| | | 2,300,000 | | | | HCA Healthcare, Inc., 6.250%, 02/15/2021 | | | | | 2,422,705 | | | | | | 0.6 | | |
| | | 3,185,000 | | | | HCA, Inc., 5.375%, 02/01/2025 | | | | | 3,384,062 | | | | | | 0.9 | | |
| | | 1,345,000 | | | | HCA, Inc., 7.500%, 02/15/2022 | | | | | 1,486,629 | | | | | | 0.4 | | |
| | | 555,000 | (1) | | Hertz Corp./The, 7.625%, 06/01/2022 | | | | | 569,430 | | | | | | 0.2 | | | |
| | | 1,090,000 | (1) | | Hertz Corp., 5.500%, 10/15/2024 | | | | | 919,688 | | | | | | 0.2 | | | |
| | | 720,000 | | | | Hertz Corp., 7.375%, 01/15/2021 | | | | | 720,000 | | | | | | 0.2 | | |
| | | 1,875,000 | (1) | | Hill-Rom Holdings, Inc., 5.750%, 09/01/2023 | | | | | 1,940,625 | | | | | | 0.5 | | | |
| | | 1,475,000 | (1) | | Jaguar Holding Co. II / Pharmaceutical Product Development LLC, 6.375%, 08/01/2023 | | | | | 1,506,344 | | | | | | 0.4 | | |
Voya High Yield Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 885,000 | (1) | | JBS USA LUX SA / JBS USA Finance, Inc., 5.875%, 07/15/2024 | | | | $ | 912,656 | | | | | | 0.2 | | | |
| | | 885,000 | (1) | | JBS USA LUX SA / JBS USA Finance, Inc., 6.750%, 02/15/2028 | | | | | 919,294 | | | | | | 0.3 | | | |
| | | 1,620,000 | (1) | | MPH Acquisition Holdings LLC, 7.125%, 06/01/2024 | | | | | 1,620,000 | | | | | | 0.4 | | | |
| | | 1,230,000 | (1) | | Par Pharmaceutical, Inc., 7.500%, 04/01/2027 | | | | | 1,249,988 | | | | | | 0.3 | | | |
| | | 770,000 | (1) | | Pilgrim’s Pride Corp., 5.750%, 03/15/2025 | | | | | 781,550 | | | | | | 0.2 | | | |
| | | 795,000 | (1) | | Pilgrim’s Pride Corp., 5.875%, 09/30/2027 | | | | | 802,950 | | | | | | 0.2 | | | |
| | | 600,000 | (1)(4) | | Polaris Intermediate Corp., 8.500% (PIK Rate 8.500%, Cash Rate 0.000%), 12/01/2022 | | | | | 594,150 | | | | | | 0.2 | | | |
| | | 1,825,000 | (1) | | Post Holdings, Inc., 5.625%, 01/15/2028 | | | | | 1,818,156 | | | | | | 0.5 | | | |
| | | 865,000 | (1) | | Post Holdings, Inc., 8.000%, 07/15/2025 | | | | | 927,713 | | | | | | 0.2 | | | |
| | | 1,000,000 | (1) | | Simmons Foods, Inc., 5.750%, 11/01/2024 | | | | | 882,500 | | | | | | 0.2 | | | |
| | | 1,675,000 | | | | Tenet Healthcare Corp., 6.750%, 06/15/2023 | | | | | 1,731,531 | | | | | | 0.5 | | |
| | | 1,250,000 | | | | Tenet Healthcare Corp., 5.125%-8.125%, 04/01/2022-05/01/2025 | | | | | 1,299,065 | | | | | | 0.3 | | |
| | | 3,600,000 | | | | United Rentals North America, Inc., 4.625%-6.500%, 07/15/2025-01/15/2028 | | | | | 3,668,757 | | | | | | 0.9 | | |
| | | 1,705,000 | (1) | | Vizient, Inc., 10.375%, 03/01/2024 | | | | | 1,855,125 | | | | | | 0.5 | | | |
| | | 905,000 | (1) | | West Street Merger Sub, Inc., 6.375%, 09/01/2025 | | | | | 884,638 | | | | | | 0.2 | | | |
| | | 11,280,000 | | | | Other Securities | | | | | 11,159,867 | | | | | | 2.9 | | |
| | | | | | | | | | | | 64,499,421 | | | | | | 16.7 | | |
| | | | | | | Energy: 14.2% | | ||||||||||||
| | | 2,115,000 | (2) | | Antero Resources Corp., 5.000%-5.125%, 12/01/2022-03/01/2025 | | | | | 2,120,946 | | | | | | 0.5 | | | |
| | | 755,000 | (1) | | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.875%, 04/01/2027 | | | | | 771,761 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Energy (continued) | | ||||||||||||
| | | 1,440,000 | (1) | | Calfrac Holdings L.P., 8.500%, 06/15/2026 | | | | $ | 1,123,200 | | | | | | 0.3 | | | |
| | | 2,735,000 | (1)(2) | | California Resources Corp., 8.000%, 12/15/2022 | | | | | 2,154,633 | | | | | | 0.6 | | | |
| | | 2,435,000 | | | | Cheniere Corpus Christi Holdings LLC, 5.125%-5.875%, 03/31/2025-06/30/2027 | | | | | 2,593,312 | | | | | | 0.7 | | |
| | | 1,970,000 | (2) | | Chesapeake Energy Corp., 8.000%, 01/15/2025 | | | | | 2,019,250 | | | | | | 0.5 | | | |
| | | 1,205,000 | (1) | | Covey Park Energy LLC / Covey Park Finance Corp., 7.500%, 05/15/2025 | | | | | 1,123,301 | | | | | | 0.3 | | | |
| | | 1,945,000 | | | | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 5.750%-6.250%, 04/01/2023-04/01/2025 | | | | | 2,003,350 | | | | | | 0.5 | | |
| | | 810,000 | (1) | | Endeavor Energy Resources L.P. / EER Finance, Inc., 5.500%, 01/30/2026 | | | | | 836,325 | | | | | | 0.2 | | | |
��� | | | 805,000 | (1) | | Endeavor Energy Resources L.P. / EER Finance, Inc., 5.750%, 01/30/2028 | | | | | 849,275 | | | | | | 0.2 | | | |
| | | 2,150,000 | | | | EnLink Midstream Partners L.P., 4.150%-4.850%, 06/01/2025-07/15/2026 | | | | | 2,109,687 | | | | | | 0.5 | | |
| | | 1,390,000 | (1) | | Hess Infrastructure Partners L.P. / Hess Infrastructure Partners Finance Corp., 5.625%, 02/15/2026 | | | | | 1,421,275 | | | | | | 0.4 | | | |
| | | 1,245,000 | (1) | | Indigo Natural Resources LLC, 6.875%, 02/15/2026 | | | | | 1,108,050 | | | | | | 0.3 | | | |
| | | 1,790,000 | (1) | | Jonah Energy LLC / Jonah Energy Finance Corp., 7.250%, 10/15/2025 | | | | | 957,650 | | | | | | 0.2 | | | |
| | | 1,625,000 | (1) | | Lonestar Resources America, Inc., 11.250%, 01/01/2023 | | | | | 1,584,375 | | | | | | 0.4 | | | |
| | | 1,430,000 | (1) | | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp., 6.000%, 08/01/2026 | | | | | 1,451,450 | | | | | | 0.4 | | |
Voya High Yield Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Energy (continued) | | ||||||||||||
| | | 1,245,000 | (1) | | Moss Creek Resources Holdings, Inc., 7.500%, 01/15/2026 | | | | $ | 1,154,737 | | | | | | 0.3 | | | |
| | | 215,000 | | | | Murphy Oil USA, Inc., 5.625%, 05/01/2027 | | | | | 223,600 | | | | | | 0.1 | | |
| | | 1,680,000 | | | | Murphy Oil USA, Inc., 6.000%, 08/15/2023 | | | | | 1,728,300 | | | | | | 0.4 | | |
| | | 2,085,000 | | | | Murphy Oil Corp., 4.450%-5.750%, 12/01/2022-08/15/2025 | | | | | 2,131,265 | | | | | | 0.5 | | |
| | | 1,470,000 | (1) | | Murray Energy Corp., 11.250%, 04/15/2021 | | | | | 786,450 | | | | | | 0.2 | | | |
| | | 210,000 | (1) | | NGPL PipeCo LLC, 4.375%, 08/15/2022 | | | | | 213,675 | | | | | | 0.1 | | | |
| | | 960,000 | (1) | | NGPL PipeCo LLC, 4.875%, 08/15/2027 | | | | | 973,200 | | | | | | 0.2 | | | |
| | | 770,000 | (1) | | Noble Holding International Ltd., 7.875%, 02/01/2026 | | | | | 717,063 | | | | | | 0.2 | | | |
| | | 900,000 | (1)(2) | | Sanchez Energy Corp., 7.250%, 02/15/2023 | | | | | 729,000 | | | | | | 0.2 | | | |
| | | 1,535,000 | (1) | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | | | | | 1,544,594 | | | | | | 0.4 | | | |
| | | 355,000 | (1) | | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 6.500%, 07/15/2027 | | | | | 383,844 | | | | | | 0.1 | | | |
| | | 1,060,000 | (1) | | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 6.875%, 01/15/2029 | | | | | 1,156,725 | | | | | | 0.3 | | | |
| | | 1,545,000 | (1) | | Vermilion Energy, Inc., 5.625%, 03/15/2025 | | | | | 1,506,375 | | | | | | 0.4 | | | |
| | | 2,078,000 | | | | WPX Energy, Inc., 6.000%, 01/15/2022 | | | | | 2,166,315 | | | | | | 0.6 | | |
| | | 16,960,000 | | | | Other Securities | | | | | 15,470,339 | | | | | | 4.0 | | |
| | | | | | | | | | | | 55,113,322 | | | | | | 14.2 | | |
| | | | | | | Financial: 6.1% | | ||||||||||||
| | | 2,125,000 | | | | Ally Financial, Inc., 5.750%, 11/20/2025 | | | | | 2,271,327 | | | | | | 0.6 | | |
| | | 1,500,000 | | | | Ally Financial, Inc., 7.500%, 09/15/2020 | | | | | 1,593,750 | | | | | | 0.4 | | |
| | | 1,525,000 | (1) | | ESH Hospitality, Inc., 5.250%, 05/01/2025 | | | | | 1,519,281 | | | | | | 0.4 | | | |
| | | 1,465,000 | (1) | | HUB International Ltd., 7.000%, 05/01/2026 | | | | | 1,454,013 | | | | | | 0.4 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 1,570,000 | (1) | | Lions Gate Capital Holdings LLC, 5.875%, 11/01/2024 | | | | $ | 1,624,950 | | | | | | 0.4 | | | |
| | | 2,145,000 | | | | MPT Operating Partnership L.P. / MPT Finance Corp., 5.000%-6.375%, 03/01/2024-10/15/2027 | | | | | 2,219,200 | | | | | | 0.6 | | |
| | | 1,300,000 | (1) | | Quicken Loans, Inc., 5.250%, 01/15/2028 | | | | | 1,222,000 | | | | | | 0.3 | | | |
| | | 1,910,000 | (1) | | Realogy Group LLC / Realogy Co-Issuer Corp., 5.250%, 12/01/2021 | | | | | 1,926,713 | | | | | | 0.5 | | | |
| | | 3,060,000 | | | | Springleaf Finance Corp., 6.125%-7.125%, 05/15/2022-03/15/2026 | | | | | 3,134,496 | | | | | | 0.8 | | |
| | | 1,630,000 | (1) | | Tempo Acquisition LLC / Tempo Acquisition Finance Corp., 6.750%, 06/01/2025 | | | | | 1,650,375 | | | | | | 0.4 | | | |
| | | 4,865,000 | | | | Other Securities | | | | | 5,145,843 | | | | | | 1.3 | | |
| | | | | | | | | | | | 23,761,948 | | | | | | 6.1 | | |
| | | | | | | Industrial: 10.7% | | ||||||||||||
| | | 1,655,000 | (1) | | Advanced Disposal Services, Inc., 5.625%, 11/15/2024 | | | | | 1,696,375 | | | | | | 0.4 | | | |
| | | 1,610,000 | | | | AECOM, 5.875%, 10/15/2024 | | | | | 1,702,575 | | | | | | 0.4 | | |
| | | 1,775,000 | (4) | | ARD Finance SA, 7.125% (PIK Rate 7.875%, Cash Rate 0.000%), 09/15/2023 | | | | | 1,777,219 | | | | | | 0.4 | | | |
| | | 327,433 | (1)(2)(4) | | ARD Securities Finance SARL, 8.750% (PIK Rate 8.750%, Cash Rate 8.750%), 01/31/2023 | | | | | 311,879 | | | | | | 0.1 | | | |
| | | 625,000 | (1) | | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 7.250%, 05/15/2024 | | | | | 660,750 | | | | | | 0.2 | | | |
| | | 1,400,000 | (1) | | ATS Automation Tooling Systems, Inc., 6.500%, 06/15/2023 | | | | | 1,454,250 | | | | | | 0.4 | | | |
| | | 700,000 | (1) | | Avolon Holdings Funding Ltd., 5.250%, 05/15/2024 | | | | | 722,750 | | | | | | 0.2 | | | |
| | | 700,000 | (1) | | Park Aerospace Holdings Ltd., 5.250%, 08/15/2022 | | | | | 719,180 | | | | | | 0.2 | | | |
| | | 1,535,000 | (1) | | BMC East LLC, 5.500%, 10/01/2024 | | | | | 1,513,894 | | | | | | 0.4 | | |
Voya High Yield Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Industrial (continued) | | ||||||||||||
| | | 1,920,000 | (1) | | Bombardier, Inc., 8.750%, 12/01/2021 | | | | $ | 2,128,800 | | | | | | 0.5 | | | |
| | | 1,945,000 | (1) | | BWAY Holding Co., 7.250%, 04/15/2025 | | | | | 1,882,993 | | | | | | 0.5 | | | |
| | | 1,505,000 | (1) | | FXI Holdings, Inc., 7.875%, 11/01/2024 | | | | | 1,403,412 | | | | | | 0.4 | | | |
| | | 1,585,000 | (1) | | Itron, Inc., 5.000%, 01/15/2026 | | | | | 1,563,206 | | | | | | 0.4 | | | |
| | | 1,475,000 | (1) | | James Hardie International Finance DAC, 4.750%, 01/15/2025 | | | | | 1,460,250 | | | | | | 0.4 | | | |
| | | 1,295,000 | (1) | | Koppers, Inc., 6.000%, 02/15/2025 | | | | | 1,272,337 | | | | | | 0.3 | | | |
| | | 1,055,000 | (1) | | Masonite International Corp., 5.625%, 03/15/2023 | | | | | 1,082,694 | | | | | | 0.3 | | | |
| | | 625,000 | (1) | | Masonite International Corp., 5.750%, 09/15/2026 | | | | | 640,625 | | | | | | 0.1 | | | |
| | | 200,000 | (1) | | Multi-Color Corp., 4.875%, 11/01/2025 | | | | | 207,000 | | | | | | 0.0 | | | |
| | | 1,825,000 | (1) | | Multi-Color Corp., 6.125%, 12/01/2022 | | | | | 1,884,313 | | | | | | 0.5 | | | |
| | | 1,250,000 | (1) | | Novelis Corp., 5.875%, 09/30/2026 | | | | | 1,246,875 | | | | | | 0.3 | | | |
| | | 535,000 | (1) | | Novelis Corp., 6.250%, 08/15/2024 | | | | | 548,375 | | | | | | 0.2 | | | |
| | | 460,000 | (1) | | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/2023 | | | | | 483,529 | | | | | | 0.1 | | | |
| | | 1,270,000 | (1) | | Owens-Brockway Glass Container, Inc., 6.375%, 08/15/2025 | | | | | 1,336,675 | | | | | | 0.4 | | | |
| | | 1,200,000 | (1) | | PGT Escrow Issuer, Inc., 6.750%, 08/01/2026 | | | | | 1,251,000 | | | | | | 0.3 | | | |
| | | 1,450,000 | (1) | | Resideo Funding, Inc., 6.125%, 11/01/2026 | | | | | 1,500,750 | | | | | | 0.4 | | | |
| | | 985,000 | (1) | | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/2023 | | | | | 1,002,238 | | | | | | 0.3 | | | |
| | | 135,000 | (1) | | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 7.000%, 07/15/2024 | | | | | 139,320 | | | | | | 0.0 | | | |
| | | 795,000 | (1) | | Sealed Air Corp., 5.500%, 09/15/2025 | | | | | 838,884 | | | | | | 0.2 | | | |
| | | 2,065,000 | (1) | | Standard Industries, Inc./NJ, 6.000%, 10/15/2025 | | | | | 2,172,566 | | | | | | 0.6 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Industrial (continued) | | ||||||||||||
| | | 1,265,000 | (1) | | Stevens Holding Co., Inc., 6.125%, 10/01/2026 | | | | $ | 1,309,275 | | | | | | 0.3 | | | |
| | | 580,000 | (1) | | Summit Materials LLC / Summit Materials Finance Corp., 5.125%, 06/01/2025 | | | | | 561,150 | | | | | | 0.2 | | | |
| | | 900,000 | (1) | | Summit Materials LLC / Summit Materials Finance Corp., 6.500%, 03/15/2027 | | | | | 909,000 | | | | | | 0.2 | | | |
| | | 2,525,000 | | | | TransDigm, Inc., 6.375%-6.500%, 05/15/2025-06/15/2026 | | | | | 2,542,928 | | | | | | 0.7 | | |
| | | 1,440,000 | (1) | | Zekelman Industries, Inc., 9.875%, 06/15/2023 | | | | | 1,534,500 | | | | | | 0.4 | | | |
| | | | | | | | | | | | 41,461,567 | | | | | | 10.7 | | |
| | | | | | | Technology: 4.3% | | ||||||||||||
| | | 1,575,000 | (1) | | Ascend Learning LLC, 6.875%, 08/01/2025 | | | | | 1,571,062 | | | | | | 0.4 | | | |
| | | 1,680,000 | (1) | | Change Healthcare Holdings LLC / Change Healthcare Finance, Inc., 5.750%, 03/01/2025 | | | | | 1,668,576 | | | | | | 0.4 | | | |
| | | 520,000 | (1) | | Dell International LLC / EMC Corp., 5.875%, 06/15/2021 | | | | | 529,960 | | | | | | 0.1 | | | |
| | | 520,000 | (1) | | Dell International LLC / EMC Corp., 7.125%, 06/15/2024 | | | | | 551,410 | | | | | | 0.2 | | | |
| | | 1,660,000 | (1) | | First Data Corp., 5.750%, 01/15/2024 | | | | | 1,713,120 | | | | | | 0.4 | | | |
| | | 810,000 | (1) | | MSCI, Inc., 5.250%, 11/15/2024 | | | | | 842,238 | | | | | | 0.2 | | | |
| | | 380,000 | (1) | | MSCI, Inc., 5.750%, 08/15/2025 | | | | | 400,900 | | | | | | 0.1 | | | |
| | | 1,000,000 | (1) | | Open Text Corp., 5.625%, 01/15/2023 | | | | | 1,030,000 | | | | | | 0.3 | | | |
| | | 460,000 | (1) | | Open Text Corp., 5.875%, 06/01/2026 | | | | | 481,850 | | | | | | 0.1 | | | |
| | | 1,370,000 | (1) | | RP Crown Parent LLC, 7.375%, 10/15/2024 | | | | | 1,407,675 | | | | | | 0.4 | | | |
| | | 855,000 | (1) | | SS&C Technologies, Inc., 5.500%, 09/30/2027 | | | | | 865,153 | | | | | | 0.2 | | | |
| | | 1,330,000 | (1)(2) | | Veritas US, Inc. / Veritas Bermuda Ltd.., 10.500%, 02/01/2024 | | | | | 1,197,000 | | | | | | 0.3 | | | |
| | | 4,395,000 | | | | Other Securities | | | | | 4,532,263 | | | | | | 1.2 | | |
| | | | | | | | | | | | 16,791,207 | | | | | | 4.3 | | |
| | | | | | | Utilities: 2.2% | | ||||||||||||
| | | 1,520,000 | (1) | | Drax Finco PLC, 6.625%, 11/01/2025 | | | | | 1,546,600 | | | | | | 0.4 | | |
Voya High Yield Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Utilities (continued) | | ||||||||||||
| | | 1,300,000 | (1) | | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/2023 | | | | $ | 1,238,250 | | | | | | 0.3 | | | |
| | | 495,000 | | | | NRG Energy, Inc., 5.750%, 01/15/2028 | | | | | 526,556 | | | | | | 0.1 | | |
| | | 1,630,000 | | | | NRG Energy, Inc., 6.625%, 01/15/2027 | | | | | 1,760,400 | | | | | | 0.5 | | |
| | | 825,000 | (1) | | Vistra Operations Co. LLC, 5.500%, 09/01/2026 | | | | | 860,062 | | | | | | 0.2 | | | |
| | | 1,050,000 | (1) | | Vistra Operations Co. LLC, 5.625%, 02/15/2027 | | | | | 1,094,625 | | | | | | 0.3 | | | |
| | | 1,465,000 | | | | Other Securities | | | | | 1,461,338 | | | | | | 0.4 | | |
| | | | | | | | | | | | 8,487,831 | | | | | | 2.2 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $367,788,869) | | | | | 368,821,520 | | | | | | 95.2 | | |
| BANK LOANS: 0.5% | | ||||||||||||||||||
| | | | | | | Containers & Glass Products: 0.2% | | ||||||||||||
| | | 925,000 | | | | Reynolds Group Holdings Inc. USD 2017 Term Loan, 5.249%, (US0001M + 2.750%), 02/05/2023 | | | | | 915,337 | | | | | | 0.2 | | |
| | | | | | | Health Care: 0.3% | | ||||||||||||
| | | 948,125 | | | | Valeant Pharmaceuticals International, Inc. 2018 Term Loan B, 5.481%, (US0001M + 3.000%), 06/02/2025 | | | | | 942,372 | | | | | | 0.3 | | |
| | | | | | | Total Bank Loans (Cost $1,861,447) | | | | | 1,857,709 | | | | | | 0.5 | | |
|
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 0.2% | | ||||||||||||||||||
| | | | | | | Consumer Staples: 0.2% | | ||||||||||||
| | | 27,789 | (5)(6) | | Other Securities | | | | | 1,000,404 | | | | | | 0.2 | | | |
| | | | | | | Total Common Stock (Cost $848,084) | | | | | 1,000,404 | | | | | | 0.2 | | |
| OTHER(7): —% | | ||||||||||||||||||
| | | | | | | Basic Materials: –% | | ||||||||||||
| | | 2,000,000 | (8)(9)(10) | | Momentive Performance Materials, Inc. (Escrow) | | | | | — | | | | | | — | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
OTHER(7): (continued) | | |||||||||||||||
| | | Total Other (Cost $—) | | | | $ | — | | | | | | — | | |
| | | Total Long-Term Investments (Cost $370,498,400) | | | | | 371,679,633 | | | | | | 95.9 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 7.0% | | ||||||||||||||||||
| | | | | | | Commercial Paper: 3.1% | | ||||||||||||
| | | 3,000,000 | | | | CVS Health Corp., 7.850%, 04/01/2019 | | | | | 2,999,355 | | | | | | 0.8 | | |
| | | 6,000,000 | | | | Kroger Co., 7.770%, 04/01/2019 | | | | | 5,998,722 | | | | | | 1.5 | | |
| | | 2,000,000 | | | | Sysco Corp., 7.700%, 04/01/2019 | | | | | 1,999,578 | | | | | | 0.5 | | |
| | | 1,000,000 | | | | Waste Management, Inc., 3.150%, 04/12/2019 | | | | | 998,967 | | | | | | 0.3 | | |
| | | | | | | | | | | | 11,996,622 | | | | | | 3.1 | | |
| | | | | | | Securities Lending Collateral(11): 3.5% | | ||||||||||||
| | | 3,204,773 | | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 03/29/19, 2.65%, due 04/01/19 (Repurchase Amount $3,205,471, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $3,268,868, due 04/15/19-10/20/68) | | | | | 3,204,773 | | | | | | 0.8 | | |
| | | 3,204,773 | | | | Citibank N.A., Repurchase Agreement dated 03/29/19, 2.65%, due 04/01/19 (Repurchase Amount $3,205,471, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.960%-4.500%, Market Value plus accrued interest $3,273,920, due 01/01/28-07/01/48) | | | | | 3,204,773 | | | | | | 0.8 | | |
Voya High Yield Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(11) (continued) | | ||||||||||||
| | | 3,204,773 | | | | Jefferies LLC, Repurchase Agreement dated 03/29/19, 2.67%, due 04/01/19 (Repurchase Amount $3,205,476, collateralized by various U.S. Government Agency Obligations, 0.000%-6.625%, Market Value plus accrued interest $3,268,893, due 04/03/19-07/15/36) | | | | $ | 3,204,773 | | | | | | 0.9 | | |
| | | 673,759 | | | | Mizuho Securities USA LLC, Repurchase Agreement dated 03/29/19, 2.57%, due 04/01/19 (Repurchase Amount $673,901, collateralized by various U.S. Government Securities, 0.875%-2.875%, Market Value plus accrued interest $687,235, due 12/31/20-05/15/43) | | | | | 673,759 | | | | | | 0.2 | | |
| | | 3,204,773 | | | | RBC Dominion Securities Inc., Repurchase Agreement dated 03/29/19, 2.65%, due 04/01/19 (Repurchase Amount $3,205,471, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $3,268,868, due 04/11/19-09/09/49) | | | | | 3,204,773 | | | | | | 0.8 | | |
| | | | | | | | | | | | 13,492,851 | | | | | | 3.5 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.4% | | ||||||||||||
| | | 1,506,000 | (12) | | Goldman Sachs Financial Square Government Fund – Institutional Shares, 2.350% (Cost $1,506,000) | | | | | 1,506,000 | | | | | | 0.4 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Total Short-Term Investments (Cost $26,998,041) | | | | $ | 26,995,473 | | | | | | 7.0 | | |
| | | Total Investments in Securities (Cost $397,496,441) | | | | $ | 398,675,106 | | | | | | 102.9 | | |
| | | Liabilities in Excess of Other Assets | | | | | (11,370,888) | | | | | | (2.9) | | |
| | | Net Assets | | | | $ | 387,304,218 | | | | | | 100.0 | | |
|
Voya High Yield Bond Fund | as of March 31, 2019 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at March 31, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Consumer Staples | | | | $ | — | | | | | $ | — | | | | | $ | 1,000,404 | | | | | $ | 1,000,404 | | |
Total Common Stock | | | | | — | | | | | | — | | | | | | 1,000,404 | | | | | | 1,000,404 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 368,821,520 | | | | | | — | | | | | | 368,821,520 | | |
Other | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Bank Loans | | | | | — | | | | | | 1,857,709 | | | | | | — | | | | | | 1,857,709 | | |
Short-Term Investments | | | | | 1,506,000 | | | | | | 25,489,473 | | | | | | — | | | | | | 26,995,473 | | |
Total Investments, at fair value | | | | $ | 1,506,000 | | | | | $ | 396,168,702 | | | | | $ | 1,000,404 | | | | | $ | 398,675,106 | | |
|
Security | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | |||||||||
Momentive Performance Materials, Inc. (Escrow) | | | | | 10/30/2014 | | | | | $ | — | | | | | $ | — | | |
| | | | | | | | | | $ | — | | | | | $ | — | | |
|
| Cost for federal income tax purposes was $397,513,619. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 9,164,117 | | |
| Gross Unrealized Depreciation | | | | | (8,002,629) | | |
| Net Unrealized Appreciation | | | | $ | 1,161,488 | | |
|
Voya Intermediate Bond Fund | as of March 31, 2019 |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 30.6% | | ||||||||||||||||||
| | | | | | | Basic Materials: 1.2% | | ||||||||||||
| | | 3,782,000 | (1) | | Air Liquide Finance SA, 2.250%, 09/27/2023 | | | | $ | 3,668,926 | | | | | | 0.1 | | | |
| | | 2,746,000 | (1) | | Anglo American Capital PLC, 4.875%, 05/14/2025 | | | | | 2,860,763 | | | | | | 0.0 | | | |
| | | 3,199,000 | (1) | | Dow Chemical Co/The, 4.800%, 11/30/2028 | | | | | 3,445,712 | | | | | | 0.0 | | | |
| | | 3,745,000 | (1) | | Dow Chemical Co/The, 5.550%, 11/30/2048 | | | | | 4,217,381 | | | | | | 0.1 | | | |
| | | 1,897,000 | (1) | | Georgia-Pacific LLC, 2.539%, 11/15/2019 | | | | | 1,893,875 | | | | | | 0.0 | | | |
| | | 1,960,000 | (1) | | Georgia-Pacific LLC, 3.163%, 11/15/2021 | | | | | 1,970,123 | | | | | | 0.0 | | | |
| | | 9,635,000 | (1) | | Georgia-Pacific LLC, 5.400%, 11/01/2020 | | | | | 10,020,522 | | | | | | 0.2 | | | |
| | | 7,120,000 | (1) | | Newcrest Finance Pty Ltd., 4.450%, 11/15/2021 | | | | | 7,305,425 | | | | | | 0.1 | | | |
| | | 3,440,000 | (1) | | Rayonier AM Products, Inc., 5.500%, 06/01/2024 | | | | | 3,242,200 | | | | | | 0.1 | | | |
| | | 39,024,000 | | | | Other Securities | | | | | 41,297,290 | | | | | | 0.6 | | |
| | | | | | | | | | | | 79,922,217 | | | | | | 1.2 | | |
| | | | | | | Communications: 2.8% | | ||||||||||||
| | | 29,187,000 | | | | AT&T, Inc., 4.125%-5.650%, 02/17/2026-02/15/2050 | | | | | 30,214,198 | | | | | | 0.4 | | |
| | | 22,257,000 | | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.579%-4.908%, 07/23/2020-07/23/2025 | | | | | 22,879,832 | | | | | | 0.3 | | |
| | | 16,993,000 | | | | Comcast Corp., 3.300%-4.000%, 10/01/2020-03/01/2048 | | | | | 16,960,080 | | | | | | 0.3 | | |
| | | 5,120,000 | (1) | | CommScope Technologies LLC, 5.000%, 03/15/2027 | | | | | 4,552,602 | | | | | | 0.1 | | | |
| | | 6,825,000 | (1) | | Gray Television, Inc., 7.000%, 05/15/2027 | | | | | 7,268,625 | | | | | | 0.1 | | | |
| | | 9,365,000 | (1) | | NBCUniversal Enterprise, Inc., 5.250%, 12/31/2199 | | | | | 9,509,127 | | | | | | 0.1 | | | |
| | | 5,920,000 | | | | NBCUniversal Media LLC, 5.150%, 04/30/2020 | | | | | 6,070,231 | | | | | | 0.1 | | |
| | | 4,130,000 | (1) | | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | | | | | 3,975,125 | | | | | | 0.1 | | | |
| | | 3,000,000 | (1) | | Sinclair Television Group, Inc., 5.625%, 08/01/2024 | | | | | 3,033,750 | | | | | | 0.0 | | | |
| | | 3,420,000 | (1) | | Tencent Holdings Ltd., 2.985%, 01/19/2023 | | | | | 3,408,331 | | | | | | 0.1 | | | |
| | | 1,999,000 | (1) | | Verizon Communications, Inc., 4.016%, 12/03/2029 | | | | | 2,070,250 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Communications (continued) | | ||||||||||||
| | | 13,761,000 | | | | Verizon Communications, Inc., 3.850%-4.862%, 03/15/2039-08/21/2046 | | | | $ | 14,204,350 | | | | | | 0.2 | | |
| | | 2,075,000 | (1) | | Walt Disney Co/The, 3.000%, 09/15/2022 | | | | | 2,097,264 | | | | | | 0.0 | | | |
| | | 5,230,000 | (1) | | Walt Disney Co/The, 4.750%, 11/15/2046 | | | | | 6,095,541 | | | | | | 0.1 | | | |
| | | 60,023,000 | | | | Other Securities | | | | | 59,598,974 | | | | | | 0.9 | | |
| | | | | | | | | | | | 191,938,280 | | | | | | 2.8 | | |
| | | | | | | Consumer, Cyclical: 2.6% | | ||||||||||||
| | | 7,340,000 | (1) | | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | | | | | 7,268,802 | | | | | | 0.1 | | | |
| | | 4,205,000 | (1) | | BMW US Capital LLC, 3.400%, 08/13/2021 | | | | | 4,261,546 | | | | | | 0.1 | | | |
| | | 5,340,000 | (1) | | BMW US Capital LLC, 3.450%, 04/12/2023 | | | | | 5,437,404 | | | | | | 0.1 | | | |
| | | 7,195,000 | (1) | | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | | | | | 6,961,162 | | | | | | 0.1 | | | |
| | | 6,659,000 | (1) | | Daimler Finance North America LLC, 2.300%, 02/12/2021 | | | | | 6,581,597 | | | | | | 0.1 | | | |
| | | 2,465,000 | (1) | | Dana Financing Luxembourg Sarl, 6.500%, 06/01/2026 | | | | | 2,526,625 | | | | | | 0.0 | | | |
| | | 2,791,463 | | | | Delta Air Lines 2002-1 Class G-1 Pass Through Trust, 6.718%, 07/02/2024 | | | | | 2,974,583 | | | | | | 0.1 | | |
| | | 1,508,140 | | | | Delta Air Lines 2015-1 Class AA Pass Through Trust, 3.625%, 01/30/2029 | | | | | 1,544,339 | | | | | | 0.0 | | |
| | | 14,700,000 | | | | Delta Air Lines, Inc., 3.800%-4.375%, 04/19/2023-04/19/2028 | | | | | 14,732,547 | | | | | | 0.2 | | |
| | | 5,030,000 | (1) | | Nissan Motor Acceptance Corp., 2.600%, 09/28/2022 | | | | | 4,899,501 | | | | | | 0.1 | | | |
| | | 3,795,000 | (1) | | Nissan Motor Acceptance Corp., 3.650%, 09/21/2021 | | | | | 3,817,213 | | | | | | 0.0 | | | |
| | | 7,010,000 | (1) | | Six Flags Entertainment Corp., 5.500%, 04/15/2027 | | | | | 6,949,013 | | | | | | 0.1 | | | |
| | | 2,781,651 | | | | United Airlines 2013-1 Class B Pass Through Trust, 5.375%, 02/15/2023 | | | | | 2,863,197 | | | | | | 0.1 | | |
| | | 2,486,291 | | | | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/2030 | | | | | 2,438,132 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | | 1,005,787 | | | | United Airlines 2016-1 Class B Pass Through Trust, 3.650%, 07/07/2027 | | | | $ | 994,517 | | | | | | 0.0 | | |
| | | 6,665,958 | | | | United Airlines 2016-2 Class AA Pass Through Trust, 2.875%, 04/07/2030 | | | | | 6,408,318 | | | | | | 0.1 | | |
| | | 1,344,097 | | | | United Airlines 2016-2 Class B Pass Through Trust, 3.650%, 04/07/2027 | | | | | 1,308,748 | | | | | | 0.0 | | |
| | | 1,906,228 | | | | United Airlines 2018-1 Class AA Pass Through Trust, 3.500%, 09/01/2031 | | | | | 1,884,256 | | | | | | 0.0 | | |
| | | 4,730,000 | (1) | | Volkswagen Group of America Finance LLC, 2.400%, 05/22/2020 | | | | | 4,697,977 | | | | | | 0.1 | | | |
| | | 87,914,666 | | | | Other Securities | | | | | 87,124,927 | | | | | | 1.3 | | |
| | | | | | | | | | | | 175,674,404 | | | | | | 2.6 | | |
| | | | | | | Consumer, Non-cyclical: 4.6% | | ||||||||||||
| | | 4,589,000 | (1) | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%, 02/01/2036 | | | | | 4,597,570 | | | | | | 0.1 | | | |
| | | 7,940,000 | (1) | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | | | | | 7,991,353 | | | | | | 0.1 | | | |
| | | 4,130,000 | | | | Anheuser-Busch InBev Worldwide, Inc., 4.439%-5.450%, 01/23/2039-10/06/2048 | | | | | 4,204,815 | | | | | | 0.1 | | |
| | | 5,270,000 | (1) | | BAT International Finance PLC, 2.750%, 06/15/2020 | | | | | 5,251,298 | | | | | | 0.1 | | | |
| | | 18,370,000 | (1) | | Cigna Corp., 3.200%, 09/17/2020 | | | | | 18,464,968 | | | | | | 0.3 | | | |
| | | 4,060,000 | (1) | | Cigna Corp., 4.800%, 08/15/2038 | | | | | 4,180,288 | | | | | | 0.0 | | | |
| | | 26,372,000 | | | | CVS Health Corp., 3.125%-5.050%, 03/09/2020-03/25/2048 | | | | | 26,724,075 | | | | | | 0.4 | | |
| | | 3,430,000 | (1) | | Imperial Brands Finance PLC, 2.950%, 07/21/2020 | | | | | 3,420,555 | | | | | | 0.1 | | | |
| | | 2,290,000 | (1) | | Imperial Brands Finance PLC, 3.750%, 07/21/2022 | | | | | 2,322,191 | | | | | | 0.0 | | | |
| | | 4,200,000 | (1) | | Keurig Dr Pepper, Inc., 4.057%, 05/25/2023 | | | | | 4,324,269 | | | | | | 0.1 | | | |
| | | 289,000 | (1) | | Keurig Dr Pepper, Inc., 4.417%, 05/25/2025 | | | | | 300,058 | | | | | | 0.0 | | | |
| | | 5,635,000 | (1) | | Kraft Heinz Foods Co., 4.875%, 02/15/2025 | | | | | 5,767,732 | | | | | | 0.1 | | | |
| | | 3,070,000 | (1) | | Mars, Inc., 3.200%, 04/01/2030 | | | | | 3,077,218 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 3,070,000 | (1) | | Mars, Inc., 3.600%, 04/01/2034 | | | | $ | 3,094,585 | | | | | | 0.1 | | | |
| | | 1,810,000 | (1) | | Pilgrim’s Pride Corp., 5.875%, 09/30/2027 | | | | | 1,828,100 | | | | | | 0.0 | | | |
| | | 7,485,000 | (1) | | Post Holdings, Inc., 5.000%, 08/15/2026 | | | | | 7,307,231 | | | | | | 0.1 | | | |
| | | 2,250,000 | (1) | | SC Johnson & Son, Inc., 4.750%, 10/15/2046 | | | | | 2,515,542 | | | | | | 0.0 | | | |
| | | 4,825,000 | (1) | | Seven & i Holdings Co. Ltd., 3.350%, 09/17/2021 | | | | | 4,886,090 | | | | | | 0.1 | | | |
| | | 7,240,000 | (1) | | Takeda Pharmaceutical Co. Ltd., 4.000%, 11/26/2021 | | | | | 7,428,813 | | | | | | 0.1 | | | |
| | | 9,510,000 | | | | Unilever Capital Corp., 3.000%, 03/07/2022 | | | | | 9,610,792 | | | | | | 0.1 | | |
| | | 13,215,000 | | | | Unilever Capital Corp., 3.250%, 03/07/2024 | | | | | 13,470,868 | | | | | | 0.2 | | |
| | | 167,801,000 | | | | Other Securities | | | | | 170,389,019 | | | | | | 2.5 | | |
| | | | | | | | | | | | 311,157,430 | | | | | | 4.6 | | |
| | | | | | | Energy: 3.2% | | ||||||||||||
| | | 400,000 | (1) | | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | | | | | 395,987 | | | | | | 0.0 | | | |
| | | 2,610,000 | (1) | | Hess Infrastructure Partners L.P. / Hess Infrastructure Partners Finance Corp., 5.625%, 02/15/2026 | | | | | 2,668,725 | | | | | | 0.1 | | | |
| | | 2,470,000 | (1)(2) | | Jonah Energy LLC / Jonah Energy Finance Corp., 7.250%, 10/15/2025 | | | | | 1,321,450 | | | | | | 0.0 | | | |
| | | 1,575,000 | (1) | | KazMunayGas National Co. JSC, 5.375%, 04/24/2030 | | | | | 1,655,166 | | | | | | 0.0 | | | |
| | | 4,000,000 | (1) | | Petroleos del Peru SA, 4.750%, 06/19/2032 | | | | | 4,115,000 | | | | | | 0.1 | | | |
| | | 5,190,000 | (1) | | Schlumberger Investment SA, 2.400%, 08/01/2022 | | | | | 5,139,650 | | | | | | 0.1 | | | |
| | | 1,613,000 | (1) | | Schlumberger Norge AS, 4.200%, 01/15/2021 | | | | | 1,646,717 | | | | | | 0.0 | | | |
| | | 1,656,000 | (1) | | Schlumberger Oilfield UK PLC, 4.200%, 01/15/2021 | | | | | 1,686,097 | | | | | | 0.0 | | | |
| | | 2,605,000 | (1) | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | | | | | 2,621,281 | | | | | | 0.0 | | | |
| | | 190,742,000 | | | | Other Securities | | | | | 193,939,100 | | | | | | 2.9 | | |
| | | | | | | | | | | | 215,189,173 | | | | | | 3.2 | | |
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial: 9.9% | | ||||||||||||
| | | 3,420,000 | (1) | | ANZ New Zealand Int'l Ltd./London, 3.400%, 03/19/2024 | | | | $ | 3,455,642 | | | | | | 0.1 | | | |
| | | 4,220,000 | (1) | | Apollo Management Holdings L.P., 4.000%, 05/30/2024 | | | | | 4,227,709 | | | | | | 0.1 | | | |
| | | 13,115,000 | (3) | | Bank of America Corp., 4.271%, 07/23/2029 | | | | | 13,680,204 | | | | | | 0.2 | | | |
| | | 40,898,000 | (3) | | Bank of America Corp., 3.419%-4.330%, 05/17/2022-03/15/2050 | | | | | 41,403,543 | | | | | | 0.6 | | | |
| | | 3,962,000 | | | | Bank of Nova Scotia, 4.500%, 12/16/2025 | | | | | 4,125,774 | | | | | | 0.0 | | |
| | | 11,440,000 | | | | Bank of Nova Scotia/The, 2.450%-3.125%, 03/22/2021-04/20/2021 | | | | | 11,477,245 | | | | | | 0.2 | | |
| | | 2,980,000 | (1) | | Barclays Bank PLC, 10.179%, 06/12/2021 | | | | | 3,375,030 | | | | | | 0.1 | | | |
| | | 8,924,000 | (1) | | BNP Paribas SA, 3.500%, 03/01/2023 | | | | | 8,933,747 | | | | | | 0.1 | | | |
| | | 2,094,000 | (1) | | BPCE SA, 5.150%, 07/21/2024 | | | | | 2,187,594 | | | | | | 0.0 | | | |
| | | 7,020,000 | (1) | | BPCE SA, 5.700%, 10/22/2023 | | | | | 7,492,558 | | | | | | 0.1 | | | |
| | | 5,310,000 | | | | Citibank NA, 3.400%, 07/23/2021 | | | | | 5,382,124 | | | | | | 0.1 | | |
| | | 10,085,000 | (3) | | Citigroup, Inc., 2.876%-5.500%, 07/24/2023-09/13/2025 | | | | | 10,536,588 | | | | | | 0.1 | | | |
| | | 1,147,000 | (1) | | Citizens Financial Group, Inc., 4.150%, 09/28/2022 | | | | | 1,167,399 | | | | | | 0.0 | | | |
| | | 1,872,000 | (1)(3) | | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 11.000%, 12/31/2199 | | | | | 1,914,120 | | | | | | 0.0 | | | |
| | | 4,330,000 | (1) | | Credit Agricole SA/London, 2.375%, 07/01/2021 | | | | | 4,284,262 | | | | | | 0.1 | | | |
| | | 6,068,000 | (1) | | Credit Suisse AG, 6.500%, 08/08/2023 | | | | | 6,515,151 | | | | | | 0.1 | | | |
| | | 2,970,000 | (1)(3) | | Credit Suisse Group AG, 2.997%, 12/14/2023 | | | | | 2,920,835 | | | | | | 0.1 | | | |
| | | 1,170,000 | (1)(3) | | Credit Suisse Group AG, 3.869%, 01/12/2029 | | | | | 1,148,859 | | | | | | 0.0 | | | |
| | | 1,441,000 | (1) | | Credit Suisse Group AG, 4.282%, 01/09/2028 | | | | | 1,459,985 | | | | | | 0.0 | | | |
| | | 5,660,000 | | | | Credit Suisse Group Funding Guernsey Ltd., 3.450%-3.800%, 04/16/2021-09/15/2022 | | | | | 5,749,734 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 8,650,000 | (1) | | Danske Bank A/S, 2.800%, 03/10/2021 | | | | $ | 8,559,247 | | | | | | 0.1 | | | |
| | | 2,430,000 | (1) | | ESH Hospitality, Inc., 5.250%, 05/01/2025 | | | | | 2,420,887 | | | | | | 0.0 | | | |
| | | 13,105,000 | (1) | | Federation des Caisses Desjardins du Quebec, 2.250%, 10/30/2020 | | | | | 13,004,583 | | | | | | 0.2 | | | |
| | | 5,080,000 | (1)(3) | | Harborwalk Funding Trust, 5.077%, 02/15/2069 | | | | | 5,363,870 | | | | | | 0.1 | | | |
| | | 6,791,000 | (1) | | HSBC Bank PLC, 4.125%, 08/12/2020 | | | | | 6,916,413 | | | | | | 0.1 | | | |
| | | 26,312,000 | (3) | | HSBC Holdings PLC, 3.400%-6.000%, 03/08/2021-12/31/2199 | | | | | 26,683,505 | | | | | | 0.4 | | | |
| | | 52,381,000 | (3) | | JPMorgan Chase & Co., 2.550%-4.032%, 10/29/2020-01/23/2049 | | | | | 52,699,610 | | | | | | 0.8 | | | |
| | | 3,509,000 | (1) | | Liberty Mutual Group, Inc., 4.569%, 02/01/2029 | | | | | 3,656,238 | | | | | | 0.1 | | | |
| | | 9,620,000 | (1)(3) | | Macquarie Group Ltd, 3.189%, 11/28/2023 | | | | | 9,562,713 | | | | | | 0.1 | | | |
| | | 5,080,000 | (1) | | Mizuho Financial Group, Inc., 2.632%, 04/12/2021 | | | | | 5,052,423 | | | | | | 0.1 | | | |
| | | 27,873,000 | (3) | | Morgan Stanley, 2.750%-5.500%, 07/28/2021-04/22/2039 | | | | | 28,524,051 | | | | | | 0.4 | | | |
| | | 6,990,000 | (1) | | Nationwide Building Society, 2.350%, 01/21/2020 | | | | | 6,961,703 | | | | | | 0.1 | | | |
| | | 1,345,000 | (1)(3) | | Nordea Bank ABP, 6.125%, 12/31/2199 | | | | | 1,312,162 | | | | | | 0.0 | | | |
| | | 2,735,000 | (1) | | Quicken Loans, Inc., 5.250%, 01/15/2028 | | | | | 2,570,900 | | | | | | 0.0 | | | |
| | | 4,410,000 | | | | Royal Bank of Canada, 3.455%, (US0003M + 0.660%), 10/05/2023 | | | | | 4,391,524 | | | | | | 0.0 | | |
| | | 11,180,000 | | | | Royal Bank of Canada, 2.125%-3.700%, 03/02/2020-10/05/2023 | | | | | 11,343,403 | | | | | | 0.2 | | |
| | | 4,156,000 | (1) | | Societe Generale SA, 2.625%, 09/16/2020 | | | | | 4,142,427 | | | | | | 0.1 | | | |
| | | 23,139,000 | (1)(3) | | Standard Chartered PLC, 3.885%, 03/15/2024 | | | | | 23,237,096 | | | | | | 0.3 | | | |
| | | 5,910,000 | (1) | | Suncorp-Metway Ltd, 2.375%, 11/09/2020 | | | | | 5,865,772 | | | | | | 0.1 | | | |
| | | 3,000,000 | (1)(3) | | Swiss Re Finance Luxembourg SA, 5.000%, 04/02/2049 | | | | | 3,043,482 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 1,061,000 | (3) | | Toronto-Dominion Bank, 3.625%, 09/15/2031 | | | | $ | 1,049,285 | | | | | | 0.0 | | | |
| | | 26,960,000 | | | | Toronto-Dominion Bank/The, 3.150%-3.500%, 09/17/2020-03/11/2024 | | | | | 27,478,496 | | | | | | 0.4 | | |
| | | 7,760,000 | (1) | | UBS AG/London, 2.450%, 12/01/2020 | | | | | 7,718,787 | | | | | | 0.1 | | | |
| | | 3,180,000 | | | | UBS AG, 5.125%, 05/15/2024 | | | | | 3,252,383 | | | | | | 0.0 | | |
| | | 4,550,000 | | | | UBS AG/Stamford CT, 2.350%-7.625%, 03/26/2020-08/17/2022 | | | | | 4,688,756 | | | | | | 0.1 | | |
| | | 4,644,000 | | | | US Bank NA/Cincinnati OH, 2.931%, (US0003M + 0.290%), 05/21/2021 | | | | | 4,642,930 | | | | | | 0.1 | | |
| | | 12,450,000 | | | | Wells Fargo Bank NA, 3.625%, 10/22/2021 | | | | | 12,691,600 | | | | | | 0.2 | | |
| | | 16,024,000 | | | | Wells Fargo & Co., 3.750%-4.750%, 08/15/2023-12/07/2046 | | | | | 16,608,236 | | | | | | 0.2 | | |
| | | 230,069,008 | (4) | | Other Securities | | | | | 232,870,876 | | | | | | 3.4 | | | |
| | | | | | | | | | | | 677,751,461 | | | | | | 9.9 | | |
| | | | | | | Industrial: 1.8% | | ||||||||||||
| | | 9,620,000 | (1) | | Airbus Finance BV, 2.700%, 04/17/2023 | | | | | 9,575,436 | | | | | | 0.1 | | | |
| | | 3,375,000 | (1) | | FXI Holdings, Inc., 7.875%, 11/01/2024 | | | | | 3,147,187 | | | | | | 0.0 | | | |
| | | 4,635,000 | (1) | | Novelis Corp., 5.875%, 09/30/2026 | | | | | 4,623,412 | | | | | | 0.1 | | | |
| | | 3,330,000 | (1) | | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/2023 | | | | | 3,500,330 | | | | | | 0.1 | | | |
| | | 3,930,000 | (1) | | Siemens Financieringsmaatschappij NV, 2.200%, 03/16/2020 | | | | | 3,911,449 | | | | | | 0.1 | | | |
| | | 2,570,000 | (1) | | SMBC Aviation Capital Finance DAC, 2.650%, 07/15/2021 | | | | | 2,524,932 | | | | | | 0.0 | | | |
| | | 2,475,000 | (1) | | Standard Industries, Inc./NJ, 5.000%, 02/15/2027 | | | | | 2,401,493 | | | | | | 0.0 | | | |
| | | 4,090,000 | (1) | | Summit Materials LLC / Summit Materials Finance Corp., 5.125%, 06/01/2025 | | | | | 3,957,075 | | | | | | 0.1 | | | |
| | | 89,369,000 | | | | Other Securities | | | | | 89,704,921 | | | | | | 1.3 | | |
| | | | | | | | | | | | 123,346,235 | | | | | | 1.8 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Technology: 1.4% | | ||||||||||||
| | | 1,608,000 | (1) | | Dell International LLC / EMC Corp., 4.420%, 06/15/2021 | | | | $ | 1,650,578 | | | | | | 0.0 | | | |
| | | 7,406,000 | (1) | | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | | | | | 7,896,684 | | | | | | 0.1 | | | |
| | | 4,880,000 | (1) | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | | | | 5,253,386 | | | | | | 0.1 | | | |
| | | 14,038,000 | | | | Microsoft Corp., 3.700%-4.450%, 11/03/2045-02/06/2047 | | | | | 15,382,379 | | | | | | 0.2 | | |
| | | 4,576,000 | (1) | | NXP BV / NXP Funding LLC, 4.875%, 03/01/2024 | | | | | 4,834,407 | | | | | | 0.1 | | | |
| | | 3,875,000 | (1) | | SS&C Technologies, Inc., 5.500%, 09/30/2027 | | | | | 3,921,015 | | | | | | 0.1 | | | |
| | | 57,453,000 | | | | Other Securities | | | | | 58,197,008 | | | | | | 0.8 | | |
| | | | | | | | | | | | 97,135,457 | | | | | | 1.4 | | |
| | | | | | | Utilities: 3.1% | | ||||||||||||
| | | 8,500,000 | (1) | | American Transmission Systems, Inc., 5.000%, 09/01/2044 | | | | | 9,307,532 | | | | | | 0.1 | | | |
| | | 5,385,000 | (1) | | American Transmission Systems, Inc., 5.250%, 01/15/2022 | | | | | 5,704,134 | | | | | | 0.1 | | | |
| | | 2,166,000 | (1) | | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | | | | | 2,130,950 | | | | | | 0.0 | | | |
| | | 4,199,000 | (1) | | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | | | | | 4,378,216 | | | | | | 0.1 | | | |
| | | 1,950,000 | (1) | | Metropolitan Edison Co., 3.500%, 03/15/2023 | | | | | 1,973,394 | | | | | | 0.0 | | | |
| | | 774,000 | (1) | | Metropolitan Edison Co., 4.000%, 04/15/2025 | | | | | 794,178 | | | | | | 0.0 | | | |
| | | 750,000 | (1) | | Perusahaan Listrik Negara PT, 5.375%, 01/25/2029 | | | | | 797,678 | | | | | | 0.0 | | | |
| | | 4,500,000 | (1) | | Perusahaan Listrik Negara PT, 5.450%, 05/21/2028 | | | | | 4,821,042 | | | | | | 0.1 | | | |
| | | 179,247,000 | (5) | | Other Securities | | | | | 183,153,513 | | | | | | 2.7 | | | |
| | | | | | | | | | | | 213,060,637 | | | | | | 3.1 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $2,058,644,885) | | | | | 2,085,175,294 | | | | | | 30.6 | | |
|
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: 17.1% | | ||||||||||||||||||
| | | 1,077,424 | (1)(3) | | Agate Bay Mortgage Trust 2014-2 B4, 3.887%, 09/25/2044 | | | | $ | 1,091,159 | | | | | | 0.0 | | | |
| | | 2,808,625 | | | | Alternative Loan Trust 2004-J7 MI, 3.506%, (US0001M + 1.020%), 10/25/2034 | | | | | 2,750,141 | | | | | | 0.1 | | |
| | | 3,221,536 | | | | Alternative Loan Trust 2005-10CB 1A1, 2.986%, (US0001M + 0.500%), 05/25/2035 | | | | | 2,802,621 | | | | | | 0.1 | | |
| | | 2,715,950 | | | | Alternative Loan Trust 2005-51 3A2A, 3.687%, (12MTA + 1.290%), 11/20/2035 | | | | | 2,654,914 | | | | | | 0.1 | | |
| | | 844,906 | | | | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/2035 | | | | | 779,862 | | | | | | 0.0 | | |
| | | 1,047,380 | | | | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035 | | | | | 1,014,873 | | | | | | 0.0 | | |
| | | 1,871,880 | | | | Alternative Loan Trust 2005-J2 1A12, 2.886%, (US0001M + 0.400%), 04/25/2035 | | | | | 1,624,411 | | | | | | 0.0 | | |
| | | 929,961 | | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | | | | | 711,128 | | | | | | 0.0 | | |
| | | 200,563 | | | | Alternative Loan Trust 2006-18CB A10, 2.886%, (US0001M + 0.400%), 07/25/2036 | | | | | 131,819 | | | | | | 0.0 | | |
| | | 1,209,531 | | | | Alternative Loan Trust 2006-19CB A28, 3.086%, (US0001M + 0.600%), 08/25/2036 | | | | | 846,337 | | | | | | 0.0 | | |
| | | 1,148,852 | | | | Alternative Loan Trust 2006-HY11 A1, 2.606%, (US0001M + 0.120%), 06/25/2036 | | | | | 1,075,692 | | | | | | 0.0 | | |
| | | 1,312,302 | | | | Alternative Loan Trust 2007-23CB A3, 2.986%, (US0001M + 0.500%), 09/25/2037 | | | | | 819,115 | | | | | | 0.0 | | |
| | | 3,315,345 | | | | Alternative Loan Trust 2007-2CB 2A1, 3.086%, (US0001M + 0.600%), 03/25/2037 | | | | | 2,168,554 | | | | | | 0.0 | | |
| | | 1,352,519 | | | | Alternative Loan Trust 2007-3T1 1A11, 6.000%, 04/25/2037 | | | | | 970,581 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,200,859 | | | | Alternative Loan Trust 2007-8CB A3, 2.986%, (US0001M + 0.500%), 05/25/2037 | | | | $ | 820,227 | | | | | | 0.0 | | |
| | | 2,006,396 | | | | American Home Mortgage Assets Trust 2007-4 A4, 2.776%, (US0001M + 0.290%), 08/25/2037 | | | | | 1,832,244 | | | | | | 0.0 | | |
| | | 1,182,427 | | | | Banc of America Funding 2007-2 1A16 Trust, 3.086%, (US0001M + 0.600%), 03/25/2037 | | | | | 938,146 | | | | | | 0.0 | | |
| | | 1,246,711 | (6) | | Banc of America Mortgage 2007-2 A8 Trust, 6.000%, 05/25/2037 | | | | | 123,485 | | | | | | 0.0 | | | |
| | | 1,779,655 | (3) | | Bear Stearns ALT-A Trust 2005-4 23A1, 4.568%, 05/25/2035 | | | | | 1,794,615 | | | | | | 0.0 | | | |
| | | 2,346,303 | (3) | | Bear Stearns ALT-A Trust 2005-7 21A1, 4.431%, 09/25/2035 | | | | | 2,211,604 | | | | | | 0.0 | | | |
| | | 5,011,744 | | | | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 2.676%, (US0001M + 0.190%), 01/25/2037 | | | | | 4,841,780 | | | | | | 0.1 | | |
| | | 202,548 | (1) | | Bellemeade Re Ltd. 2015-1A M2, 6.786%, (US0001M + 4.300%), 07/25/2025 | | | | | 203,224 | | | | | | 0.0 | | | |
| | | 2,200,000 | (1)(3) | | CIM Trust 2019-INV1 A1, 4.000%, 02/25/2049 | | | | | 2,245,300 | | | | | | 0.0 | | | |
| | | 1,574,540 | | | | Citicorp Mortgage Securities Trust Series 2006-3 1A4, 6.000%, 06/25/2036 | | | | | 1,602,890 | | | | | | 0.0 | | |
| | | 1,810,774 | (3) | | Citigroup Mortgage Loan Trust 2006-AR9 2A, 4.611%, 11/25/2036 | | | | | 1,589,282 | | | | | | 0.0 | | | |
| | | 752,415 | (3) | | Citigroup Mortgage Loan Trust 2007-10 22AA, 4.273%, 09/25/2037 | | | | | 726,873 | | | | | | 0.0 | | | |
| | | 2,375,594 | (1)(3) | | Citigroup Mortgage Loan Trust 2010-7 3A5, 5.500%, 12/25/2035 | | | | | 2,509,458 | | | | | | 0.1 | | | |
| | | 1,630,707 | (1)(3) | | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058 | | | | | 1,725,396 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,869,000 | (1)(3) | | COLT 2018-1 M1 Mortgage Loan Trust, 3.661%, 02/25/2048 | | | | $ | 2,906,411 | | | | | | 0.1 | | | |
| | | 1,680,000 | (1)(3) | | COLT 2018-2 M1 Mortgage Loan Trust, 4.189%, 07/27/2048 | | | | | 1,723,561 | | | | | | 0.0 | | | |
| | | 1,550,000 | (1)(3) | | COLT 2018-3 M1 Mortgage Loan Trust, 4.283%, 10/26/2048 | | | | | 1,551,156 | | | | | | 0.0 | | | |
| | | 595,564 | | | | Countrywide Alternative Loan Trust 2005-53T2 2A6, 2.986%, (US0001M + 0.500%), 11/25/2035 | | | | | 388,885 | | | | | | 0.0 | | |
| | | 7,313,665 | | | | Countrywide Asset-Backed Certificates 2005-IM1 M1, 3.206%, (US0001M + 0.720%), 11/25/2035 | | | | | 7,306,712 | | | | | | 0.1 | | |
| | | 2,183,142 | (1) | | CSMC Series 2008-2R 1A1, 6.000%, 07/25/2037 | | | | | 1,973,942 | | | | | | 0.0 | | | |
| | | 1,655,556 | (1)(3) | | CSMC Trust 2015-2 B3, 3.935%, 02/25/2045 | | | | | 1,692,152 | | | | | | 0.0 | | | |
| | | 1,360,000 | (1)(3) | | Deephaven Residential Mortgage Trust 2018-1A M1, 3.939%, 12/25/2057 | | | | | 1,376,793 | | | | | | 0.0 | | | |
| | | 2,300,000 | (1)(3) | | Deephaven Residential Mortgage Trust 2019-1A M1, 4.402%, 08/25/2058 | | | | | 2,327,489 | | | | | | 0.1 | | | |
| | | 102,775,199 | (3)(6) | | Deutsche ALT-A Securities, Inc. ALT 07-AB1 X, 1.063%, 04/25/2037 | | | | | 4,183,855 | | | | | | 0.1 | | | |
| | | 2,149,057 | | | | DSLA Mortgage Loan Trust 2005-AR4 2A1B, 2.762%, (US0001M + 0.280%), 08/19/2045 | | | | | 1,873,499 | | | | | | 0.0 | | |
| | | 5,437,719 | (6) | | Fannie Mae 2008-12 SC, 3.865%, (-1.000*US0001M + 6.350%), 03/25/2038 | | | | | 872,991 | | | | | | 0.0 | | | |
| | | 7,991,568 | | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | | | | | 8,950,257 | | | | | | 0.1 | | |
| | | 1,032,976 | | | | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | | | | | 1,030,629 | | | | | | 0.0 | | |
| | | 5,919,751 | | | | Fannie Mae 2012-66 EP, 4.000%, 06/25/2042 | | | | | 6,357,508 | | | | | | 0.1 | | |
| | | 6,534,000 | | | | Fannie Mae 2013-116 UB, 4.000%, 11/25/2043 | | | | | 6,831,407 | | | | | | 0.1 | | |
| | | 5,284,772 | | | | Fannie Mae 2013-20 DL, 4.000%, 03/25/2033 | | | | | 5,559,113 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 31,761,697 | (6) | | Fannie Mae 2016-82 SD, 3.565%, (-1.000*US0001M + 6.050%), 11/25/2046 | | | | $ | 5,181,451 | | | | | | 0.1 | | | |
| | | 7,164,952 | | | | Fannie Mae 2016-88 EA, 3.500%, 01/25/2045 | | | | | 7,321,421 | | | | | | 0.1 | | |
| | | 18,797,478 | (6) | | Fannie Mae 2018-86 US, 4.105%, (-1.000*US0001M + 6.590%), 09/25/2040 | | | | | 3,512,489 | | | | | | 0.1 | | | |
| | | 18,016,364 | | | | Fannie Mae Connecticut Avenue Securities 16-C06 1M2, 6.736%, (US0001M + 4.250%), 04/25/2029 | | | | | 19,976,591 | | | | | | 0.3 | | |
| | | 8,892,509 | | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 6.486%, (US0001M + 4.000%), 05/25/2025 | | | | | 9,608,905 | | | | | | 0.2 | | |
| | | 289,814 | | | | Fannie Mae Connecticut Avenue Securities 2015-C02 2M2, 6.486%, (US0001M + 4.000%), 05/25/2025 | | | | | 310,490 | | | | | | 0.0 | | |
| | | 14,085,196 | | | | Fannie Mae Connecticut Avenue Securities 2015-C04 2M2, 8.036%, (US0001M + 5.550%), 04/25/2028 | | | | | 15,777,940 | | | | | | 0.2 | | |
| | | 12,710,019 | | | | Fannie Mae Connecticut Avenue Securities 2016-C04 1M2, 6.736%, (US0001M + 4.250%), 01/25/2029 | | | | | 13,995,032 | | | | | | 0.2 | | |
| | | 550,000 | | | | Fannie Mae Connecticut Avenue Securities 2016-C05 2M2, 6.936%, (US0001M + 4.450%), 01/25/2029 | | | | | 602,434 | | | | | | 0.0 | | |
| | | 5,700,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C01 1M2, 6.036%, (US0001M + 3.550%), 07/25/2029 | | | | | 6,128,822 | | | | | | 0.1 | | |
| | | 8,434,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 6.136%, (US0001M + 3.650%), 09/25/2029 | | | | | 9,090,344 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 4,750,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 5.486%, (US0001M + 3.000%), 10/25/2029 | | | | $ | 5,017,849 | | | | | | 0.1 | | |
| | | 9,400,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 5.336%, (US0001M + 2.850%), 11/25/2029 | | | | | 9,755,689 | | | | | | 0.2 | | |
| | | 14,569,820 | | | | Fannie Mae Connecticut Avenue Securities 2017-C05 1M2, 4.686%, (US0001M + 2.200%), 01/25/2030 | | | | | 14,761,585 | | | | | | 0.2 | | |
| | | 1,495,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C06 1M2, 5.136%, (US0001M + 2.650%), 02/25/2030 | | | | | 1,544,239 | | | | | | 0.0 | | |
| | | 10,655,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 4.886%, (US0001M + 2.400%), 05/25/2030 | | | | | 10,892,680 | | | | | | 0.2 | | |
| | | 17,550,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 4.986%, (US0001M + 2.500%), 05/25/2030 | | | | | 17,846,139 | | | | | | 0.3 | | |
| | | 8,900,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 5.286%, (US0001M + 2.800%), 02/25/2030 | | | | | 9,206,667 | | | | | | 0.1 | | |
| | | 12,470,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-C02 2M2, 4.686%, (US0001M + 2.200%), 08/25/2030 | | | | | 12,449,534 | | | | | | 0.2 | | |
| | | 1,550,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-C03 1M2, 4.636%, (US0001M + 2.150%), 10/25/2030 | | | | | 1,549,943 | | | | | | 0.0 | | |
| | | 735,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-C04 2M2, 5.036%, (US0001M + 2.550%), 12/25/2030 | | | | | 740,692 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 8,730,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 4.486%, (US0001M + 2.000%), 03/25/2031 | | | | $ | 8,667,252 | | | | | | 0.1 | | |
| | | 3,000,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-C06 2M2, 4.586%, (US0001M + 2.100%), 03/25/2031 | | | | | 2,965,877 | | | | | | 0.1 | | |
| | | 26,715,652 | | | | Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2, 4.736%, (US0001M + 2.250%), 07/25/2030 | | | | | 26,902,662 | | | | | | 0.4 | | |
| | | 5,936,842 | | | | Fannie Mae Connecticut Avenue Securities, 8.186%, (US0001M + 5.700%), 04/25/2028 | | | | | 6,798,726 | | | | | | 0.1 | | |
| | | 22,116 | | | | Fannie Mae Grantor Trust 1998-T2 A6, 0.880%, (US0001M + 0.550%), 01/25/2032 | | | | | 22,979 | | | | | | 0.0 | | |
| | | 27,890 | (6) | | Fannie Mae Interest Strip 104 2, 9.500%, 10/25/2021 | | | | | 2,442 | | | | | | 0.0 | | | |
| | | 3,283 | (6) | | Fannie Mae Interest Strip 83 2, 9.500%, 09/25/2020 | | | | | 134 | | | | | | 0.0 | | | |
| | | 524,320 | (6) | | Fannie Mae Interest Strip Series 418 20, 3.000%, 05/25/2043 | | | | | 73,445 | | | | | | 0.0 | | | |
| | | 1,674,864 | (6) | | Fannie Mae Interest Strip Series 418 59, 3.000%, 08/25/2028 | | | | | 136,028 | | | | | | 0.0 | | | |
| | | 176,795 | | | | Fannie Mae REMIC Trust 1999-33 Z, 6.000%, 07/25/2029 | | | | | 191,184 | | | | | | 0.0 | | |
| | | 228,273 | (6) | | Fannie Mae REMIC Trust 1999-6 SE, 5.204%, (-1.000*US0001M + 7.685%), 02/17/2029 | | | | | 18,607 | | | | | | 0.0 | | | |
| | | 143,468 | | | | Fannie Mae REMIC Trust 2001-15 Z, 6.000%, 04/25/2031 | | | | | 155,552 | | | | | | 0.0 | | |
| | | 1,434,345 | | | | Fannie Mae REMIC Trust 2003-105 AZ, 5.500%, 10/25/2033 | | | | | 1,575,226 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 474,367 | | | | Fannie Mae REMIC Trust 2003-45 FJ, 3.989%, (US0001M + 1.500%), 06/25/2033 | | | | $ | 493,359 | | | | | | 0.0 | | |
| | | 1,797,237 | (6) | | Fannie Mae REMIC Trust 2003-66 SA, 5.165%, (-1.000*US0001M + 7.650%), 07/25/2033 | | | | | 357,844 | | | | | | 0.0 | | | |
| | | 324,673 | (6) | | Fannie Mae REMIC Trust 2003-74 IO, 6.000%, 08/25/2033 | | | | | 74,304 | | | | | | 0.0 | | | |
| | | 963,665 | | | | Fannie Mae REMIC Trust 2003-84 PZ, 5.000%, 09/25/2033 | | | | | 1,045,878 | | | | | | 0.0 | | |
| | | 1,580 | | | | Fannie Mae REMIC Trust 2004-10 SC, 18.658%, (-4.000*US0001M + 28.600%), 02/25/2034 | | | | | 1,602 | | | | | | 0.0 | | |
| | | 1,375,417 | | | | Fannie Mae REMIC Trust 2004-50 VZ, 5.500%, 07/25/2034 | | | | | 1,486,349 | | | | | | 0.0 | | |
| | | 29,077 | | | | Fannie Mae REMIC Trust 2004-56 FE, 2.936%, (US0001M + 0.450%), 10/25/2033 | | | | | 29,223 | | | | | | 0.0 | | |
| | | 723,029 | | | | Fannie Mae REMIC Trust 2004-7 Z, 5.500%, 02/25/2034 | | | | | 786,458 | | | | | | 0.0 | | |
| | | 1,538,285 | | | | Fannie Mae REMIC Trust 2004-75 ZG, 4.500%, 10/25/2034 | | | | | 1,629,965 | | | | | | 0.0 | | |
| | | 41,382 | | | | Fannie Mae REMIC Trust 2004-79 S, 12.965%, (-2.750*US0001M + 19.800%), 08/25/2032 | | | | | 41,864 | | | | | | 0.0 | | |
| | | 3,697,341 | | | | Fannie Mae REMIC Trust 2005-25 Z, 5.000%, 04/25/2035 | | | | | 3,982,942 | | | | | | 0.1 | | |
| | | 9,984 | | | | Fannie Mae REMIC Trust 2005-74 NP, 13.593%, (-3.782*US0001M + 22.992%), 01/25/2035 | | | | | 10,089 | | | | | | 0.0 | | |
| | | 188,546 | | | | Fannie Mae REMIC Trust 2006-104 ES, 21.023%, (-5.000*US0001M + 33.450%), 11/25/2036 | | | | | 317,479 | | | | | | 0.0 | | |
| | | 3,469,285 | (6) | | Fannie Mae REMIC Trust 2006-12 SD, 4.265%, (-1.000*US0001M + 6.750%), 10/25/2035 | | | | | 505,609 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,044,132 | (6) | | Fannie Mae REMIC Trust 2006-123 UI, 4.255%, (-1.000*US0001M + 6.740%), 01/25/2037 | | | | $ | 202,032 | | | | | | 0.0 | | | |
| | | 270,317 | (6) | | Fannie Mae REMIC Trust 2006-72 HS, 4.215%, (-1.000*US0001M + 6.700%), 08/25/2026 | | | | | 30,952 | | | | | | 0.0 | | | |
| | | 50,444 | | | | Fannie Mae REMIC Trust 2007-10 Z, 6.000%, 02/25/2037 | | | | | 55,504 | | | | | | 0.0 | | |
| | | 5,428,939 | (6) | | Fannie Mae REMIC Trust 2007-91 AS, 3.915%, (-1.000*US0001M + 6.400%), 10/25/2037 | | | | | 1,015,863 | | | | | | 0.0 | | | |
| | | 2,294,981 | | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | | | | | 2,426,521 | | | | | | 0.0 | | |
| | | 11,057,202 | (3) | | Fannie Mae REMIC Trust 2009-50 HZ, 5.552%, 02/25/2049 | | | | | 11,919,476 | | | | | | 0.2 | | | |
| | | 2,696,571 | (6) | | Fannie Mae REMIC Trust 2009-90 TS, 3.665%, (-1.000*US0001M + 6.150%), 11/25/2039 | | | | | 412,963 | | | | | | 0.0 | | | |
| | | 3,856,589 | (6) | | Fannie Mae REMIC Trust 2010-118 GS, 3.465%, (-1.000*US0001M + 5.950%), 10/25/2039 | | | | | 248,550 | | | | | | 0.0 | | | |
| | | 7,143,948 | (6) | | Fannie Mae REMIC Trust 2010-123 SL, 3.585%, (-1.000*US0001M + 6.070%), 11/25/2040 | | | | | 950,131 | | | | | | 0.0 | | | |
| | | 7,610,874 | (6) | | Fannie Mae REMIC Trust 2010-41 SB, 3.915%, (-1.000*US0001M + 6.400%), 05/25/2040 | | | | | 1,236,635 | | | | | | 0.0 | | | |
| | | 2,153,825 | (6) | | Fannie Mae REMIC Trust 2010-43 VS, 3.965%, (-1.000*US0001M + 6.450%), 05/25/2040 | | | | | 355,812 | | | | | | 0.0 | | | |
| | | 11,049,000 | | | | Fannie Mae REMIC Trust 2010-59 PC, 5.000%, 06/25/2040 | | | | | 12,444,224 | | | | | | 0.2 | | |
| | | 2,428,541 | (6) | | Fannie Mae REMIC Trust 2011-102 SA, 4.115%, (-1.000*US0001M + 6.600%), 10/25/2041 | | | | | 400,039 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 3,588,060 | | | | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041 | | | | $ | 3,951,792 | | | | | | 0.1 | | |
| | | 3,404,436 | (6) | | Fannie Mae REMIC Trust 2011-93 GS, 4.065%, (-1.000*US0001M + 6.550%), 04/25/2039 | | | | | 646,218 | | | | | | 0.0 | | | |
| | | 1,592,070 | (6) | | Fannie Mae REMIC Trust 2012-103 IT, 4.000%, 04/25/2041 | | | | | 122,812 | | | | | | 0.0 | | | |
| | | 9,229,293 | (6) | | Fannie Mae REMIC Trust 2012-122 SB, 3.665%, (-1.000*US0001M + 6.150%), 11/25/2042 | | | | | 1,635,157 | | | | | | 0.0 | | | |
| | | 5,112,218 | (6) | | Fannie Mae REMIC Trust 2012-128 LI, 3.500%, 06/25/2042 | | | | | 476,811 | | | | | | 0.0 | | | |
| | | 8,984,801 | (6) | | Fannie Mae REMIC Trust 2012-133 AS, 3.715%, (-1.000*US0001M + 6.200%), 10/25/2042 | | | | | 1,345,985 | | | | | | 0.0 | | | |
| | | 1,435,660 | (6) | | Fannie Mae REMIC Trust 2012-149 GI, 3.500%, 06/25/2042 | | | | | 156,905 | | | | | | 0.0 | | | |
| | | 6,484,967 | (6) | | Fannie Mae REMIC Trust 2012-15 SP, 4.135%, (-1.000*US0001M + 6.620%), 06/25/2040 | | | | | 674,555 | | | | | | 0.0 | | | |
| | | 3,339,082 | (6) | | Fannie Mae REMIC Trust 2012-24 HS, 4.065%, (-1.000*US0001M + 6.550%), 09/25/2040 | | | | | 418,859 | | | | | | 0.0 | | | |
| | | 7,880,703 | (6) | | Fannie Mae REMIC Trust 2012-30 QS, 4.115%, (-1.000*US0001M + 6.600%), 04/25/2031 | | | | | 888,418 | | | | | | 0.0 | | | |
| | | 2,026,555 | (6) | | Fannie Mae REMIC Trust 2012-68 YS, 4.215%, (-1.000*US0001M + 6.700%), 07/25/2042 | | | | | 337,223 | | | | | | 0.0 | | | |
| | | 3,236,993 | (6) | | Fannie Mae REMIC Trust 2013-26 JS, 3.715%, (-1.000*US0001M + 6.200%), 10/25/2032 | | | | | 449,499 | | | | | | 0.0 | | | |
| | | 11,211,530 | (6) | | Fannie Mae REMIC Trust 2013-60 DS, 3.715%, (-1.000*US0001M + 6.200%), 06/25/2033 | | | | | 1,797,040 | | | | | | 0.0 | | | |
| | | 10,137,433 | (6) | | Fannie Mae REMIC Trust 2013-9 SM, 3.765%, (-1.000*US0001M + 6.250%), 02/25/2033 | | | | | 1,432,984 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 7,105,233 | (6) | | Fannie Mae REMIC Trust 2014-17 DS, 3.715%, (-1.000*US0001M + 6.200%), 02/25/2043 | | | | $ | 805,855 | | | | | | 0.0 | | | |
| | | 3,591,371 | (6) | | Fannie Mae REMIC Trust 2014-28 BS, 3.715%, (-1.000*US0001M + 6.200%), 08/25/2043 | | | | | 527,626 | | | | | | 0.0 | | | |
| | | 3,019,000 | | | | Fannie Mae REMIC Trust 2015-17 MK, 2.500%, 12/25/2041 | | | | | 2,729,034 | | | | | | 0.0 | | |
| | | 65,337,353 | (6) | | Fannie Mae REMIC Trust 2015-79 SA, 3.765%, (-1.000*US0001M + 6.250%), 11/25/2045 | | | | | 10,135,705 | | | | | | 0.2 | | | |
| | | 26,342,940 | (6) | | Fannie Mae REMIC Trust 2015-9 IO, 5.500%, 03/25/2045 | | | | | 5,795,826 | | | | | | 0.1 | | | |
| | | 45,630,188 | (6) | | Fannie Mae REMICS 16-60 SB, 3.615%, (-1.000*US0001M + 6.100%), 09/25/2046 | | | | | 7,108,471 | | | | | | 0.1 | | | |
| | | 1 | | | | Fannie Mae REMICS 1989-34 J, 985.500%, 07/25/2019 | | | | | 3 | | | | | | 0.0 | | |
| | | 28 | | | | Fannie Mae REMICS 1990-59 K, 1184.190%, 06/25/2020 | | | | | 171 | | | | | | 0.0 | | |
| | | 32 | | | | Fannie Mae REMICS 1990-97 H, 1133.313%, 08/25/2020 | | | | | 155 | | | | | | 0.0 | | |
| | | 202,109 | (6) | | Fannie Mae REMICS 1997-18 SG, 5.618%, (-1.000*US0001M + 8.100%), 03/17/2027 | | | | | 23,752 | | | | | | 0.0 | | | |
| | | 146,403 | (6)(7) | | Fannie Mae REMICS 1997-91 FC, 0.000%, (US0001M + (8.500)%), 11/25/2023 | | | | | 20 | | | | | | 0.0 | | | |
| | | 50,568 | (6) | | Fannie Mae REMICS 1999-57 SC, 7.268%, (-1.000*US0001M + 9.750%), 11/17/2029 | | | | | 3,046 | | | | | | 0.0 | | | |
| | | 26,250 | (6) | | Fannie Mae REMICS 2000-38 SJ, 6.718%, (-1.000*US0001M + 9.200%), 11/18/2030 | | | | | 1,029 | | | | | | 0.0 | | | |
| | | 89,852 | (6) | | Fannie Mae REMICS 2000-38 SK, 6.718%, (-1.000*US0001M + 9.200%), 10/17/2030 | | | | | 2,221 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 121,239 | (6) | | Fannie Mae REMICS 2001-15 S, 5.718%, (-1.000*US0001M + 8.200%), 04/18/2021 | | | | $ | 1,063 | | | | | | 0.0 | | | |
| | | 383,489 | (6) | | Fannie Mae REMICS 2001-72 SC, 1.000%, (-1.000*US0001M + 8.500%), 12/25/2031 | | | | | 14,647 | | | | | | 0.0 | | | |
| | | 130,784 | (6) | | Fannie Mae REMICS 2001-8 SK, 6.268%, (-1.000*US0001M + 8.750%), 03/18/2031 | | | | | 17,909 | | | | | | 0.0 | | | |
| | | 8,466 | (6) | | Fannie Mae REMICS 2001-8 SO, 7.312%, (-1.000*US0001M + 9.800%), 02/20/2031 | | | | | 149 | | | | | | 0.0 | | | |
| | | 836,381 | (6) | | Fannie Mae REMICS 2003-49 SW, 4.515%, (-1.000*US0001M + 7.000%), 01/25/2033 | | | | | 132,638 | | | | | | 0.0 | | | |
| | | 6,595,113 | (6) | | Fannie Mae REMICS 2004-54 SN, 4.565%, (-1.000*US0001M + 7.050%), 07/25/2034 | | | | | 1,149,130 | | | | | | 0.0 | | | |
| | | 873,776 | (6) | | Fannie Mae REMICS 2004-88 JH, 4.115%, (-1.000*US0001M + 6.600%), 06/25/2033 | | | | | 26,353 | | | | | | 0.0 | | | |
| | | 1,744,720 | (6) | | Fannie Mae REMICS 2005-75 SP, 4.265%, (-1.000*US0001M + 6.750%), 08/25/2035 | | | | | 256,703 | | | | | | 0.0 | | | |
| | | 3,490,957 | (6) | | Fannie Mae REMICS 2006-56 SM, 4.265%, (-1.000*US0001M + 6.750%), 07/25/2036 | | | | | 570,186 | | | | | | 0.0 | | | |
| | | 1,280,328 | (6) | | Fannie Mae REMICS 2007-21 SB, 3.915%, (-1.000*US0001M + 6.400%), 03/25/2037 | | | | | 135,444 | | | | | | 0.0 | | | |
| | | 1,647,510 | (6) | | Fannie Mae REMICS 2007-52 NS, 3.965%, (-1.000*US0001M + 6.450%), 06/25/2037 | | | | | 260,830 | | | | | | 0.0 | | | |
| | | 2,150,174 | (6) | | Fannie Mae REMICS 2007-85 SM, 3.975%, (-1.000*US0001M + 6.460%), 09/25/2037 | | | | | 333,257 | | | | | | 0.0 | | | |
| | | 492,140 | | | | Fannie Mae REMICS 2008-16 Z, 5.500%, 03/25/2038 | | | | | 545,841 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 69,654 | (6) | | Fannie Mae REMICS 2010-112 SG, 3.875%, (-1.000*US0001M + 6.360%), 06/25/2021 | | | | $ | 874 | | | | | | 0.0 | | | |
| | | 1,740,950 | (6) | | Fannie Mae REMICS 2010-35 CS, 3.965%, (-1.000*US0001M + 6.450%), 04/25/2050 | | | | | 249,278 | | | | | | 0.0 | | | |
| | | 2,635,941 | | | | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | | | | | 2,863,965 | | | | | | 0.1 | | |
| | | 6,166,562 | | | | Fannie Mae REMICS 2011-101 DB, 4.000%, 10/25/2041 | | | | | 6,541,932 | | | | | | 0.1 | | |
| | | 647,950 | | | | Fannie Mae REMICS 2011-116 ZA, 3.500%, 11/25/2041 | | | | | 665,216 | | | | | | 0.0 | | |
| | | 132,000 | | | | Fannie Mae REMICS 2011-127 UY, 3.500%, 12/25/2041 | | | | | 135,915 | | | | | | 0.0 | | |
| | | 14,504,226 | (6) | | Fannie Mae REMICS 2011-47 GS, 3.445%, (-1.000*US0001M + 5.930%), 06/25/2041 | | | | | 2,063,361 | | | | | | 0.0 | | | |
| | | 3,970,372 | | | | Fannie Mae REMICS 2011-8 ZA, 4.000%, 02/25/2041 | | | | | 4,122,616 | | | | | | 0.1 | | |
| | | 8,145,002 | (6) | | Fannie Mae REMICS 2012-111 SL, 3.615%, (-1.000*US0001M + 6.100%), 05/25/2041 | | | | | 974,892 | | | | | | 0.0 | | | |
| | | 5,697,890 | | | | Fannie Mae REMICS 2012-111 ZK, 3.500%, 10/25/2042 | | | | | 5,872,320 | | | | | | 0.1 | | |
| | | 3,000,000 | | | | Fannie Mae REMICS 2012-134 KV, 3.000%, 07/25/2031 | | | | | 3,006,085 | | | | | | 0.1 | | |
| | | 5,815,272 | | | | Fannie Mae REMICS 2012-2 HE, 4.000%, 02/25/2042 | | | | | 6,255,165 | | | | | | 0.1 | | |
| | | 2,649,113 | | | | Fannie Mae REMICS 2012-33 BW, 4.000%, 04/25/2042 | | | | | 2,812,921 | | | | | | 0.1 | | |
| | | 1,058,948 | | | | Fannie Mae REMICS 2012-44 KW, 3.500%, 05/25/2032 | | | | | 1,096,428 | | | | | | 0.0 | | |
| | | 6,500,000 | | | | Fannie Mae REMICS 2012-55 PC, 3.500%, 05/25/2042 | | | | | 6,672,773 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 500,000 | | | | Fannie Mae REMICS 2012-80 MY, 3.250%, 08/25/2042 | | | | $ | 501,780 | | | | | | 0.0 | | |
| | | 2,700,000 | | | | Fannie Mae REMICS 2013-111 BA, 3.000%, 11/25/2033 | | | | | 2,702,155 | | | | | | 0.0 | | |
| | | 1,403,000 | | | | Fannie Mae REMICS 2013-13 BE, 4.000%, 03/25/2043 | | | | | 1,533,977 | | | | | | 0.0 | | |
| | | 1,187,998 | | | | Fannie Mae REMICS 2013-16 GD, 3.000%, 03/25/2033 | | | | | 1,175,946 | | | | | | 0.0 | | |
| | | 12,238,312 | (6) | | Fannie Mae REMICS 2013-40 LS, 3.665%, (-1.000*US0001M + 6.150%), 05/25/2043 | | | | | 2,116,275 | | | | | | 0.0 | | | |
| | | 12,968,139 | (6) | | Fannie Mae REMICS 2013-70 BI, 3.000%, 07/25/2033 | | | | | 1,522,926 | | | | | | 0.0 | | | |
| | | 14,355,373 | (6) | | Fannie Mae REMICS 2014-15 SB, 4.165%, (-1.000*US0001M + 6.650%), 04/25/2044 | | | | | 2,867,538 | | | | | | 0.1 | | | |
| | | 12,416,701 | (6) | | Fannie Mae REMICS 2014-20 HI, 4.000%, 01/25/2040 | | | | | 822,073 | | | | | | 0.0 | | | |
| | | 970,000 | | | | Fannie Mae REMICS 2014-61 PY, 3.500%, 10/25/2044 | | | | | 1,007,972 | | | | | | 0.0 | | |
| | | 11,323,161 | (6) | | Fannie Mae REMICS 2015-56 IC, 6.000%, 08/25/2045 | | | | | 2,102,672 | | | | | | 0.0 | | | |
| | | 2,000,000 | | | | Fannie Mae REMICS 2015-67 AV, 3.500%, 01/25/2036 | | | | | 2,073,270 | | | | | | 0.0 | | |
| | | 5,000,000 | | | | Fannie Mae REMICS 2015-67 QV, 3.000%, 12/25/2040 | | | | | 4,984,278 | | | | | | 0.1 | | |
| | | 4,804,330 | (6) | | Fannie Mae REMICS 2015-76 PI, 6.000%, 09/25/2045 | | | | | 868,599 | | | | | | 0.0 | | | |
| | | 10,762,389 | (6) | | Fannie Mae REMICS 2016-52 MI, 4.000%, 12/25/2045 | | | | | 1,818,108 | | | | | | 0.0 | | | |
| | | 999,088 | | | | Fannie Mae REMICS 2016-9 D, 3.000%, 03/25/2046 | | | | | 1,003,182 | | | | | | 0.0 | | |
| | | 9,623,557 | | | | Fannie Mae REMICS 2017-54 D, 3.000%, 07/25/2047 | | | | | 9,567,164 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 63,656,667 | (6) | | Fannie Mae REMICS 2018-15 SC, 3.815%, (-1.000*US0001M + 6.300%), 03/25/2048 | | | | $ | 9,790,701 | | | | | | 0.2 | | | |
| | | 6,861,495 | | | | Fannie Mae REMICS 2018-38 LA, 3.000%, 06/25/2048 | | | | | 6,798,236 | | | | | | 0.1 | | |
| | | 32,744,711 | | | | Fannie Mae REMICS 2018-73 AB, 3.000%, 10/25/2048 | | | | | 32,658,547 | | | | | | 0.5 | | |
| | | 6,247,867 | | | | Fannie Mae REMICS 2018-8 AB, 3.500%, 10/25/2047 | | | | | 6,333,583 | | | | | | 0.1 | | |
| | | 78,617,577 | (6) | | Fannie Mae REMICS 2018-86 SM, 3.715%, (-1.000*US0001M + 6.200%), 12/25/2048 | | | | | 12,088,191 | | | | | | 0.2 | | | |
| | | 69,542,609 | (6) | | Fannie Mae REMICS 2018-91 SB, 3.615%, (-1.000*US0001M + 6.100%), 12/25/2058 | | | | | 12,134,831 | | | | | | 0.2 | | | |
| | | 53 | | | | Fannie Mae REMICS G-9 G, 509.000%, 04/25/2021 | | | | | 197 | | | | | | 0.0 | | |
| | | 4,376,263 | | | | Fannie Mae REMICS Trust 2010-53 JZ, 5.000%, 07/25/2040 | | | | | 4,806,238 | | | | | | 0.1 | | |
| | | 2,341,442 | (6) | | Fannie Mae Series 2013-72 YS, 3.665%, (-1.000*US0001M + 6.150%), 07/25/2033 | | | | | 359,600 | | | | | | 0.0 | | | |
| | | 323,452 | (6) | | FHLMC-GNMA 20 S, 6.415%, (-1.000*US0001M + 8.900%), 10/25/2023 | | | | | 34,375 | | | | | | 0.0 | | | |
| | | 699,889 | | | | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A5, 2.786%, (US0001M + 0.300%), 12/25/2036 | | | | | 422,669 | | | | | | 0.0 | | |
| | | 699,889 | (6) | | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A9, 4.215%, (-1.000*US0001M + 6.700%), 12/25/2036 | | | | | 176,772 | | | | | | 0.0 | | | |
| | | 1,954,307 | (1)(3) | | Flagstar Mortgage Trust 2018-1 B1, 4.056%, 03/25/2048 | | | | | 1,996,031 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,291,425 | (1)(3) | | Flagstar Mortgage Trust 2018-1 B2, 4.056%, 03/25/2048 | | | | $ | 2,302,494 | | | | | | 0.0 | | | |
| | | 2,548,417 | (1)(3) | | Flagstar Mortgage Trust 2018-1 B3, 4.056%, 03/25/2048 | | | | | 2,509,501 | | | | | | 0.1 | | | |
| | | 32,380,037 | | | | Freddie Mac 326 350, 3.500%, 03/15/2044 | | | | | 33,459,629 | | | | | | 0.5 | | |
| | | 12,260,140 | (6) | | Freddie Mac 3510 AS, 3.926%, (-1.000*US0001M + 6.410%), 04/15/2037 | | | | | 2,133,377 | | | | | | 0.0 | | | |
| | | 10,584,031 | (6) | | Freddie Mac 4191 SA, 3.716%, (-1.000*US0001M + 6.200%), 03/15/2043 | | | | | 1,392,531 | | | | | | 0.0 | | | |
| | | 3,861,790 | | | | Freddie Mac 4316 XZ, 4.500%, 03/15/2044 | | | | | 4,331,389 | | | | | | 0.1 | | |
| | | 5,000,000 | | | | Freddie Mac 4800 KG, 3.500%, 11/15/2045 | | | | | 5,058,240 | | | | | | 0.1 | | |
| | | 973,577 | | | | Freddie Mac Reference Series R007 ZA, 6.000%, 05/15/2036 | | | | | 1,095,968 | | | | | | 0.0 | | |
| | | 465,494 | | | | Freddie Mac Reference Series R008 ZA, 6.000%, 07/15/2036 | | | | | 519,661 | | | | | | 0.0 | | |
| | | 141,101 | | | | Freddie Mac REMIC Trust 2110 PG, 6.000%, 01/15/2029 | | | | | 154,160 | | | | | | 0.0 | | |
| | | 130,977 | | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | | | | | 141,538 | | | | | | 0.0 | | |
| | | 897,858 | | | | Freddie Mac REMIC Trust 2143 ZB, 6.000%, 04/15/2029 | | | | | 991,068 | | | | | | 0.0 | | |
| | | 182,329 | | | | Freddie Mac REMIC Trust 2472 ZC, 6.000%, 07/15/2032 | | | | | 199,547 | | | | | | 0.0 | | |
| | | 201,337 | | | | Freddie Mac REMIC Trust 2528 KM, 5.500%, 11/15/2022 | | | | | 206,621 | | | | | | 0.0 | | |
| | | 363,711 | | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | | | | | 399,334 | | | | | | 0.0 | | |
| | | 142,768 | (6) | | Freddie Mac REMIC Trust 2594 IY, 6.000%, 04/15/2033 | | | | | 32,431 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 902,366 | | | | Freddie Mac REMIC Trust 2845 QH, 5.000%, 08/15/2034 | | | | $ | 965,946 | | | | | | 0.0 | | |
| | | 186,661 | | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | | | | | 208,489 | | | | | | 0.0 | | |
| | | 1,338,846 | (6) | | Freddie Mac REMIC Trust 2866 GS, 4.116%, (-1.000*US0001M + 6.600%), 09/15/2034 | | | | | 50,583 | | | | | | 0.0 | | | |
| | | 555,944 | (6) | | Freddie Mac REMIC Trust 2883 SD, 4.216%, (-1.000*US0001M + 6.700%), 10/15/2034 | | | | | 23,748 | | | | | | 0.0 | | | |
| | | 271,496 | | | | Freddie Mac REMIC Trust 2930 ZL, 5.000%, 02/15/2035 | | | | | 292,708 | | | | | | 0.0 | | |
| | | 381,597 | | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | | | | | 409,537 | | | | | | 0.0 | | |
| | | 7,521,552 | (6) | | Freddie Mac REMIC Trust 3045 DI, 4.246%, (-1.000*US0001M + 6.730%), 10/15/2035 | | | | | 1,240,062 | | | | | | 0.0 | | | |
| | | 18,381 | | | | Freddie Mac REMIC Trust 3049 NA, 5.000%, 02/15/2035 | | | | | 18,382 | | | | | | 0.0 | | |
| | | 1,372,253 | | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | | | | | 1,503,204 | | | | | | 0.0 | | |
| | | 256,649 | (7)(8) | | Freddie Mac REMIC Trust 3139 PO, 0.000%, 01/15/2036 | | | | | 251,859 | | | | | | 0.0 | | | |
| | | 1,848,227 | (6) | | Freddie Mac REMIC Trust 3171 PS, 4.001%, (-1.000*US0001M + 6.485%), 06/15/2036 | | | | | 252,190 | | | | | | 0.0 | | | |
| | | 8,271,920 | (6) | | Freddie Mac REMIC Trust 3199 S, 3.966%, (-1.000*US0001M + 6.450%), 08/15/2036 | | | | | 1,441,059 | | | | | | 0.0 | | | |
| | | 694,196 | | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | | | | | 766,279 | | | | | | 0.0 | | |
| | | 275,457 | | | | Freddie Mac REMIC Trust 3394 ZY, 6.000%, 11/15/2037 | | | | | 297,972 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 366,507 | (3)(6) | | Freddie Mac REMIC Trust 3524 LA, 5.386%, 03/15/2033 | | | | $ | 399,023 | | | | | | 0.0 | | | |
| | | 41,946 | | | | Freddie Mac REMIC Trust 3556 NT, 5.584%, (US0001M + 3.100%), 03/15/2038 | | | | | 42,991 | | | | | | 0.0 | | |
| | | 7,533,781 | | | | Freddie Mac REMIC Trust 3639 ZN, 5.500%, 12/15/2034 | | | | | 8,297,238 | | | | | | 0.1 | | |
| | | 682,142 | | | | Freddie Mac REMIC Trust 3662 ZB, 5.500%, 08/15/2036 | | | | | 762,264 | | | | | | 0.0 | | |
| | | 1,662,640 | (6) | | Freddie Mac REMIC Trust 3710 SL, 3.516%, (-1.000*US0001M + 6.000%), 05/15/2036 | | | | | 42,886 | | | | | | 0.0 | | | |
| | | 530,814 | | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | | | | | 588,444 | | | | | | 0.0 | | |
| | | 20,537,046 | | | | Freddie Mac REMIC Trust 3747 HW, 4.500%, 05/15/2038 | | | | | 20,812,175 | | | | | | 0.3 | | |
| | | 1,000,000 | | | | Freddie Mac REMIC Trust 3753 DC, 3.500%, 09/15/2039 | | | | | 1,023,647 | | | | | | 0.0 | | |
| | | 356,855 | | | | Freddie Mac REMIC Trust 3819 ZY, 6.000%, 10/15/2037 | | | | | 384,580 | | | | | | 0.0 | | |
| | | 1,913,308 | (6) | | Freddie Mac REMIC Trust 3856 KS, 4.066%, (-1.000*US0001M + 6.550%), 05/15/2041 | | | | | 304,512 | | | | | | 0.0 | | | |
| | | 1,691,157 | (6) | | Freddie Mac REMIC Trust 3925 SD, 3.566%, (-1.000*US0001M + 6.050%), 07/15/2040 | | | | | 173,310 | | | | | | 0.0 | | | |
| | | 10,610,425 | (6) | | Freddie Mac REMIC Trust 3925 SL, 3.566%, (-1.000*US0001M + 6.050%), 01/15/2041 | | | | | 1,131,393 | | | | | | 0.0 | | | |
| | | 448,678 | | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | | | | | 480,628 | | | | | | 0.0 | | |
| | | 2,230,902 | (6) | | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/2040 | | | | | 229,322 | | | | | | 0.0 | | | |
| | | 2,495,369 | (6) | | Freddie Mac REMIC Trust 4088 CS, 3.516%, (-1.000*US0001M + 6.000%), 08/15/2042 | | | | | 441,064 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 9,162,173 | (6) | | Freddie Mac REMIC Trust 4161 WI, 3.000%, 02/15/2033 | | | | $ | 1,029,909 | | | | | | 0.0 | | | |
| | | 4,672,198 | (6) | | Freddie Mac REMIC Trust 4194 GI, 4.000%, 04/15/2043 | | | | | 695,230 | | | | | | 0.0 | | | |
| | | 4,145,886 | | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | | | | | 4,146,751 | | | | | | 0.1 | | |
| | | 1,280,226 | | | | Freddie Mac REMIC Trust 4246 ZX, 4.500%, 04/15/2041 | | | | | 1,421,961 | | | | | | 0.0 | | |
| | | 2,372,339 | (6) | | Freddie Mac REMIC Trust 4293 KI, 4.500%, 08/15/2043 | | | | | 346,449 | | | | | | 0.0 | | | |
| | | 4,755,605 | | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | | | | | 5,185,396 | | | | | | 0.1 | | |
| | | 6,383,473 | | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | | | | | 6,993,994 | | | | | | 0.1 | | |
| | | 1,916,000 | | | | Freddie Mac REMIC Trust 4370 AD, 3.000%, 08/15/2040 | | | | | 1,878,967 | | | | | | 0.0 | | |
| | | 8,001,551 | (6) | | Freddie Mac REMIC Trust 4386 LS, 3.616%, (-1.000*US0001M + 6.100%), 09/15/2044 | | | | | 1,316,081 | | | | | | 0.0 | | | |
| | | 23 | | | | Freddie Mac REMICS 1006 I, 860.000%, 10/15/2020 | | | | | 110 | | | | | | 0.0 | | |
| | | 87 | | | | Freddie Mac REMICS 1022 K, 479.145%, 12/15/2020 | | | | | 136 | | | | | | 0.0 | | |
| | | 58 | | | | Freddie Mac REMICS 1023 C, 508.500%, 12/15/2020 | | | | | 218 | | | | | | 0.0 | | |
| | | 56 | | | | Freddie Mac REMICS 1074 J, 332.203%, 05/15/2021 | | | | | 82 | | | | | | 0.0 | | |
| | | 93 | | | | Freddie Mac REMICS 1094 L, 1141.844%, 06/15/2021 | | | | | 913 | | | | | | 0.0 | | |
| | | 71 | | | | Freddie Mac REMICS 1159 D, 912.785%, 11/15/2021 | | | | | 512 | | | | | | 0.0 | | |
| | | 38 | | | | Freddie Mac REMICS 121 I, 622.000%, 03/15/2021 | | | | | 100 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 25 | | | | Freddie Mac REMICS 1278 L, 1127.368%, 05/15/2022 | | | | $ | 220 | | | | | | 0.0 | | |
| | | 10,830 | (6) | | Freddie Mac REMICS 1368 S, 7.016%, (-1.000*US0001M + 9.500%), 08/15/2022 | | | | | 335 | | | | | | 0.0 | | | |
| | | 9 | | | | Freddie Mac REMICS 182 S, 1063.390%, 08/15/2021 | | | | | 35 | | | | | | 0.0 | | |
| | | 96,545 | (6) | | Freddie Mac REMICS 2074 S, 6.218%, (-1.000*US0001M + 8.700%), 07/17/2028 | | | | | 9,436 | | | | | | 0.0 | | | |
| | | 108,556 | (6) | | Freddie Mac REMICS 2232 SA, 6.118%, (-1.000*US0001M + 8.600%), 05/17/2030 | | | | | 7,284 | | | | | | 0.0 | | | |
| | | 29,000 | (6) | | Freddie Mac REMICS 2301 SP, 6.766%, (-1.000*US0001M + 9.250%), 04/15/2031 | | | | | 3,545 | | | | | | 0.0 | | | |
| | | 2,497,719 | (6) | | Freddie Mac REMICS 2953 LS, 4.216%, (-1.000*US0001M + 6.700%), 12/15/2034 | | | | | 167,030 | | | | | | 0.0 | | | |
| | | 2,475,353 | (6) | | Freddie Mac REMICS 2993 GS, 3.666%, (-1.000*US0001M + 6.150%), 06/15/2025 | | | | | 173,765 | | | | | | 0.0 | | | |
| | | 1,087,263 | (6) | | Freddie Mac REMICS 3006 SI, 4.256%, (-1.000*US0001M + 6.740%), 07/15/2035 | | | | | 167,104 | | | | | | 0.0 | | | |
| | | 1,168,666 | (6) | | Freddie Mac REMICS 3006 YI, 4.256%, (-1.000*US0001M + 6.740%), 07/15/2035 | | | | | 191,165 | | | | | | 0.0 | | | |
| | | 37,911 | (6) | | Freddie Mac REMICS 3034 SE, 4.216%, (-1.000*US0001M + 6.700%), 09/15/2035 | | | | | 638 | | | | | | 0.0 | | | |
| | | 7,307,017 | (6) | | Freddie Mac REMICS 3213 JS, 4.716%, (-1.000*US0001M + 7.200%), 09/15/2036 | | | | | 1,473,671 | | | | | | 0.0 | | | |
| | | 1,599,681 | (6) | | Freddie Mac REMICS 3375 QI, 0.600%, (-10.000*US0001M + 64.600%), 10/15/2037 | | | | | 30,959 | | | | | | 0.0 | | | |
| | | 5,000,000 | | | | Freddie Mac REMICS 3740 KE, 4.000%, 10/15/2040 | | | | | 5,280,064 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 20,355,598 | | | | Freddie Mac REMICS 3753 KZ, 4.500%, 11/15/2040 | | | | $ | 22,705,218 | | | | | | 0.3 | | |
| | | 6,092,905 | | | | Freddie Mac REMICS 3775 GZ, 4.500%, 12/15/2040 | | | | | 6,813,074 | | | | | | 0.1 | | |
| | | 1,900,000 | | | | Freddie Mac REMICS 3820 NC, 4.500%, 03/15/2041 | | | | | 2,094,492 | | | | | | 0.0 | | |
| | | 673,267 | | | | Freddie Mac REMICS 3843 JZ, 5.100%, 04/15/2041 | | | | | 821,137 | | | | | | 0.0 | | |
| | | 500,000 | | | | Freddie Mac REMICS 3848 WX, 5.000%, 04/15/2041 | | | | | 566,509 | | | | | | 0.0 | | |
| | | 2,350,000 | | | | Freddie Mac REMICS 3890 ME, 5.000%, 07/15/2041 | | | | | 2,738,503 | | | | | | 0.1 | | |
| | | 5,000,000 | | | | Freddie Mac REMICS 3893 PU, 4.000%, 07/15/2041 | | | | | 5,323,841 | | | | | | 0.1 | | |
| | | 8,978,321 | | | | Freddie Mac REMICS 3919 ZB, 4.000%, 09/15/2041 | | | | | 9,692,286 | | | | | | 0.2 | | |
| | | 3,790,000 | | | | Freddie Mac REMICS 3923 GY, 4.000%, 09/15/2041 | | | | | 4,130,785 | | | | | | 0.1 | | |
| | | 3,000,000 | | | | Freddie Mac REMICS 3934 CB, 4.000%, 10/15/2041 | | | | | 3,156,385 | | | | | | 0.1 | | |
| | | 420,000 | | | | Freddie Mac REMICS 3934 KB, 5.000%, 10/15/2041 | | | | | 479,907 | | | | | | 0.0 | | |
| | | 1,500,000 | | | | Freddie Mac REMICS 3997 PB, 4.000%, 02/15/2042 | | | | | 1,603,344 | | | | | | 0.0 | | |
| | | 2,661,691 | | | | Freddie Mac REMICS 4000 ZT, 3.500%, 01/15/2042 | | | | | 2,717,231 | | | | | | 0.1 | | |
| | | 11,081,740 | (6) | | Freddie Mac REMICS 4057 SN, 4.166%, (-1.000*US0001M + 6.650%), 12/15/2041 | | | | | 1,769,683 | | | | | | 0.0 | | | |
| | | 3,628,389 | (6) | | Freddie Mac REMICS 4090 SN, 4.216%, (-1.000*US0001M + 6.700%), 08/15/2032 | | | | | 556,706 | | | | | | 0.0 | | | |
| | | 2,180,445 | | | | Freddie Mac REMICS 4100 JA, 3.500%, 10/15/2041 | | | | | 2,229,668 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,128,000 | | | | Freddie Mac REMICS 4193 BP, 4.000%, 04/15/2043 | | | | $ | 2,336,862 | | | | | | 0.1 | | |
| | | 310,000 | | | | Freddie Mac REMICS 4235 QD, 3.000%, 08/15/2033 | | | | | 306,535 | | | | | | 0.0 | | |
| | | 36,715,622 | (6) | | Freddie Mac REMICS 4301 SD, 3.616%, (-1.000*US0001M + 6.100%), 07/15/2037 | | | | | 5,418,271 | | | | | | 0.1 | | | |
| | | 3,124,000 | | | | Freddie Mac REMICS 4492 VB, 3.500%, 05/15/2035 | | | | | 3,242,928 | | | | | | 0.1 | | |
| | | 1,216,303 | | | | Freddie Mac REMICS 4500 HC, 3.000%, 11/15/2042 | | | | | 1,223,936 | | | | | | 0.0 | | |
| | | 2,913,000 | | | | Freddie Mac REMICS 4505 PB, 3.000%, 08/15/2045 | | | | | 2,881,225 | | | | | | 0.1 | | |
| | | 35,968,737 | (6) | | Freddie Mac REMICS 4574 ST, 3.516%, (-1.000*US0001M + 6.000%), 04/15/2046 | | | | | 5,981,623 | | | | | | 0.1 | | | |
| | | 7,820,210 | | | | Freddie Mac REMICS 4608 JV, 3.500%, 01/15/2055 | | | | | 8,018,400 | | | | | | 0.1 | | |
| | | 1,022,019 | | | | Freddie Mac REMICS 4673 WA, 3.500%, 09/15/2043 | | | | | 1,044,961 | | | | | | 0.0 | | |
| | | 2,457,000 | | | | Freddie Mac REMICS 4772 VG, 4.500%, 08/15/2036 | | | | | 2,714,720 | | | | | | 0.1 | | |
| | | 11,124,083 | | | | Freddie Mac Series 4348 ZX, 4.250%, 06/15/2044 | | | | | 11,949,234 | | | | | | 0.2 | | |
| | | 7,364,704 | | | | Freddie Mac Strips 277 30, 3.000%, 09/15/2042 | | | | | 7,415,023 | | | | | | 0.1 | | |
| | | 5,750,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 7.186%, (US0001M + 4.700%), 04/25/2028 | | | | | 6,632,761 | | | | | | 0.1 | | |
| | | 750,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA3 M3, 6.336%, (US0001M + 3.850%), 03/25/2029 | | | | | 828,525 | | | | | | 0.0 | | |
| | | 4,800,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA2 M2, 5.936%, (US0001M + 3.450%), 10/25/2029 | | | | | 5,193,249 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 13,500,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA3 M2, 4.986%, (US0001M + 2.500%), 03/25/2030 | | | | $ | 13,840,926 | | | | | | 0.2 | | |
| | | 10,200,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 5.136%, (US0001M + 2.650%), 12/25/2029 | | | | | 10,487,944 | | | | | | 0.2 | | |
| | | 12,620,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 4.836%, (US0001M + 2.350%), 04/25/2030 | | | | | 12,814,689 | | | | | | 0.2 | | |
| | | 9,200,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-DNA1 M2, 4.286%, (US0001M + 1.800%), 07/25/2030 | | | | | 8,995,181 | | | | | | 0.1 | | |
| | | 1,800,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 4.786%, (US0001M + 2.300%), 09/25/2030 | | | | | 1,804,317 | | | | | | 0.0 | | |
| | | 1,182,317 | (3) | | Freddie Mac Structured Pass Through Certificates T-48 1A, 4.958%, 07/25/2033 | | | | | 1,252,857 | | | | | | 0.0 | | | |
| | | 3,656,664 | (1)(3) | | Galton Funding Mortgage Trust 2018-1 B1, 3.800%, 11/25/2057 | | | | | 3,727,305 | | | | | | 0.1 | | | |
| | | 13,969 | (6) | | Ginnie Mae 2000-22 SD, 7.318%, (-1.000*US0001M + 9.800%), 05/16/2030 | | | | | 215 | | | | | | 0.0 | | | |
| | | 2,391,627 | (6) | | Ginnie Mae 2005-37 SI, 3.662%, (-1.000*US0001M + 6.150%), 05/20/2035 | | | | | 315,788 | | | | | | 0.0 | | | |
| | | 2,337,672 | (6) | | Ginnie Mae 2007-23 ST, 3.712%, (-1.000*US0001M + 6.200%), 04/20/2037 | | | | | 272,190 | | | | | | 0.0 | | | |
| | | 2,677,469 | (6) | | Ginnie Mae 2007-40 SE, 4.262%, (-1.000*US0001M + 6.750%), 07/20/2037 | | | | | 450,210 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,814,648 | (6) | | Ginnie Mae 2007-7 EI, 3.712%, (-1.000*US0001M + 6.200%), 02/20/2037 | | | | $ | 271,797 | | | | | | 0.0 | | | |
| | | 6,474,089 | (6) | | Ginnie Mae 2010-11 SA, 3.938%, (-1.000*US0001M + 6.420%), 01/16/2040 | | | | | 1,072,092 | | | | | | 0.0 | | | |
| | | 2,811,598 | (6) | | Ginnie Mae 2010-14 SB, 4.312%, (-1.000*US0001M + 6.800%), 11/20/2035 | | | | | 468,915 | | | | | | 0.0 | | | |
| | | 2,400,130 | (6) | | Ginnie Mae 2010-99 IT, 5.000%, 08/16/2040 | | | | | 405,465 | | | | | | 0.0 | | | |
| | | 1,084,149 | | | | Ginnie Mae 2013-69 KA, 1.250%, 08/20/2042 | | | | | 996,237 | | | | | | 0.0 | | |
| | | 1,990,041 | | | | Ginnie Mae 2015-3 ZD, 4.000%, 01/20/2045 | | | | | 2,204,523 | | | | | | 0.1 | | |
| | | 79,870,060 | (6) | | Ginnie Mae 2018-167 CS, 3.612%, (-1.000*US0001M + 6.100%), 12/20/2048 | | | | | 9,909,846 | | | | | | 0.2 | | | |
| | | 802,396 | (6) | | Ginnie Mae Series 2005-7 AH, 4.288%, (-1.000*US0001M + 6.770%), 02/16/2035 | | | | | 120,650 | | | | | | 0.0 | | | |
| | | 14,327,760 | (6) | | Ginnie Mae Series 2007-41 SL, 4.212%, (-1.000*US0001M + 6.700%), 07/20/2037 | | | | | 2,715,323 | | | | | | 0.1 | | | |
| | | 1,523,787 | (6) | | Ginnie Mae Series 2008-2 SW, 4.062%, (-1.000*US0001M + 6.550%), 01/20/2038 | | | | | 281,618 | | | | | | 0.0 | | | |
| | | 930,702 | (6) | | Ginnie Mae Series 2008-35 SN, 3.912%, (-1.000*US0001M + 6.400%), 04/20/2038 | | | | | 118,693 | | | | | | 0.0 | | | |
| | | 524,512 | (6) | | Ginnie Mae Series 2008-40 PS, 4.018%, (-1.000*US0001M + 6.500%), 05/16/2038 | | | | | 83,321 | | | | | | 0.0 | | | |
| | | 1,281,704 | (6) | | Ginnie Mae Series 2009-25 KS, 3.712%, (-1.000*US0001M + 6.200%), 04/20/2039 | | | | | 193,993 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,040,581 | | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | | | | $ | 1,120,857 | | | | | | 0.0 | | |
| | | 1,117,632 | | | | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/2039 | | | | | 1,209,396 | | | | | | 0.0 | | |
| | | 2,584,753 | (6) | | Ginnie Mae Series 2009-33 SN, 3.812%, (-1.000*US0001M + 6.300%), 05/20/2039 | | | | | 106,041 | | | | | | 0.0 | | | |
| | | 11,381,180 | | | | Ginnie Mae Series 2009-33 ZB, 6.000%, 05/20/2039 | | | | | 13,072,746 | | | | | | 0.2 | | |
| | | 2,239,960 | | | | Ginnie Mae Series 2009-34 Z, 4.500%, 05/16/2039 | | | | | 2,392,216 | | | | | | 0.1 | | |
| | | 363,339 | (6) | | Ginnie Mae Series 2009-43 HS, 3.712%, (-1.000*US0001M + 6.200%), 06/20/2038 | | | | | 13,455 | | | | | | 0.0 | | | |
| | | 3,197,938 | | | | Ginnie Mae Series 2009-98 DA, 3.250%, 07/16/2039 | | | | | 3,261,420 | | | | | | 0.1 | | |
| | | 2,633,718 | (6) | | Ginnie Mae Series 2010-116 NS, 4.168%, (-1.000*US0001M + 6.650%), 09/16/2040 | | | | | 391,506 | | | | | | 0.0 | | | |
| | | 7,157,910 | (6) | | Ginnie Mae Series 2010-116 SK, 4.132%, (-1.000*US0001M + 6.620%), 08/20/2040 | | | | | 1,186,464 | | | | | | 0.0 | | | |
| | | 11,863,391 | (6) | | Ginnie Mae Series 2010-149 HS, 3.618%, (-1.000*US0001M + 6.100%), 05/16/2040 | | | | | 1,094,810 | | | | | | 0.0 | | | |
| | | 480,000 | | | | Ginnie Mae Series 2010-164 MD, 4.000%, 12/20/2040 | | | | | 516,236 | | | | | | 0.0 | | |
| | | 1,803,119 | (6) | | Ginnie Mae Series 2010-168 BI, 5.000%, 04/20/2040 | | | | | 558,269 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,084,318 | (6) | | Ginnie Mae Series 2010-68 MS, 3.362%, (-1.000*US0001M + 5.850%), 06/20/2040 | | | | $ | 303,166 | | | | | | 0.0 | | | |
| | | 5,587,682 | (6) | | Ginnie Mae Series 2011-72 SA, 2.868%, (-1.000*US0001M + 5.350%), 05/16/2041 | | | | | 742,641 | | | | | | 0.0 | | | |
| | | 7,204,622 | (6) | | Ginnie Mae Series 2011-73 LS, 4.202%, (-1.000*US0001M + 6.690%), 08/20/2039 | | | | | 563,478 | | | | | | 0.0 | | | |
| | | 160,671 | | | | Ginnie Mae Series 2012-43 MA, 4.000%, 10/20/2041 | | | | | 162,504 | | | | | | 0.0 | | |
| | | 1,525,294 | (6) | | Ginnie Mae Series 2012-91 QI, 4.500%, 09/20/2041 | | | | | 164,136 | | | | | | 0.0 | | | |
| | | 1,388,000 | | | | Ginnie Mae Series 2013-116 KB, 3.500%, 12/20/2042 | | | | | 1,430,924 | | | | | | 0.0 | | |
| | | 10,377,007 | (6) | | Ginnie Mae Series 2013-167 PI, 5.500%, 11/20/2043 | | | | | 1,996,982 | | | | | | 0.0 | | | |
| | | 851,676 | | | | Ginnie Mae Series 2013-27 KA, 2.250%, 02/20/2043 | | | | | 834,894 | | | | | | 0.0 | | |
| | | 2,601,881 | (6) | | Ginnie Mae Series 2014-10 GI, 4.500%, 01/16/2029 | | | | | 236,313 | | | | | | 0.0 | | | |
| | | 6,281,760 | (6) | | Ginnie Mae Series 2014-185 SB, 3.112%, (-1.000*US0001M + 5.600%), 12/20/2044 | | | | | 838,808 | | | | | | 0.0 | | | |
| | | 6,418,440 | (6) | | Ginnie Mae Series 2014-3 QS, 3.662%, (-1.000*US0001M + 6.150%), 03/20/2043 | | | | | 784,068 | | | | | | 0.0 | | | |
| �� | | 10,731,948 | (6) | | Ginnie Mae Series 2014-3 SU, 3.562%, (-1.000*US0001M + 6.050%), 07/20/2039 | | | | | 1,616,491 | | | | | | 0.0 | | | |
| | | 9,425,311 | (6) | | Ginnie Mae Series 2014-56 SP, 3.718%, (-1.000*US0001M + 6.200%), 12/16/2039 | | | | | 1,305,466 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 11,145,230 | (6) | | Ginnie Mae Series 2014-58 SG, 3.118%, (-1.000*US0001M + 5.600%), 04/16/2044 | | | | $ | 1,492,698 | | | | | | 0.0 | | | |
| | | 2,414,968 | | | | Ginnie Mae Series 2015-27 PB, 3.000%, 08/20/2044 | | | | | 2,428,293 | | | | | | 0.1 | | |
| | | 8,167,678 | | | | Ginnie Mae Series 2018-120 DE, 3.500%, 09/20/2048 | | | | | 8,283,365 | | | | | | 0.1 | | |
| | | 6,305,312 | | | | Ginnie Mae Series 2018-126 A, 3.500%, 09/20/2048 | | | | | 6,451,860 | | | | | | 0.1 | | |
| | | 4,419 | | | | GSR Mortgage Loan Trust 2005-5F 8A1, 2.986%, (US0001M + 0.500%), 06/25/2035 | | | | | 4,223 | | | | | | 0.0 | | |
| | | 2,979,499 | | | | HarborView Mortgage Loan Trust 2007-5 A1A, 2.672%, (US0001M + 0.190%), 09/19/2037 | | | | | 2,852,300 | | | | | | 0.1 | | |
| | | 192,306 | | | | HomeBanc Mortgage Trust 2004-1 2A, 3.346%, (US0001M + 0.860%), 08/25/2029 | | | | | 184,877 | | | | | | 0.0 | | |
| | | 2,000,000 | | | | HomeBanc Mortgage Trust 2005-4 M1, 2.956%, (US0001M + 0.470%), 10/25/2035 | | | | | 1,966,451 | | | | | | 0.0 | | |
| | | 1,399,650 | | | | Impac CMB Trust Series 2005-1 M1, 3.176%, (US0001M + 0.690%), 04/25/2035 | | | | | 1,383,401 | | | | | | 0.0 | | |
| | | 2,007,045 | | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 2.696%, (US0001M + 0.210%), 04/25/2046 | | | | | 1,866,712 | | | | | | 0.0 | | |
| | | 2,929,773 | | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 2A1, 2.696%, (US0001M + 0.210%), 02/25/2046 | | | | | 2,511,680 | | | | | | 0.1 | | |
| | | 344,657 | (1)(3) | | Jefferies Resecuritization Trust 2009-R6 1A2, 4.810%, 03/26/2036 | | | | | 341,621 | | | | | | 0.0 | | | |
| | | 2,200,000 | (1)(3) | | J.P. Morgan Mortgage Trust 2019-2 A3, 4.000%, 08/25/2049 | | | | | 2,226,787 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | 431,249 | | | | JP Morgan Alternative Loan Trust 2005-S1 1A1, 5.500%, 12/25/2035 | | | | $ | 342,721 | | | | | | 0.0 | | |
| | 2,699,997 | (3) | | JP Morgan Mortgage Trust 2005-A4 B1, 4.334%, 07/25/2035 | | | | | 2,687,063 | | | | | | 0.1 | | | |
| | 4,456,276 | (1)(3) | | JP Morgan Mortgage Trust 2016-1 B3, 3.874%, 05/25/2046 | | | | | 4,438,956 | | | | | | 0.1 | | | |
| | 3,577,952 | (1)(3) | | JP Morgan Mortgage Trust 2017-3 B1, 3.863%, 08/25/2047 | | | | | 3,601,340 | | | | | | 0.1 | | | |
| | 2,044,407 | (1)(3) | | JP Morgan Mortgage Trust 2017-3 B2, 3.863%, 08/25/2047 | | | | | 2,047,941 | | | | | | 0.0 | | | |
| | 1,463,361 | (1)(3) | | JP Morgan Mortgage Trust 2017-6 B3, 3.845%, 12/25/2048 | | | | | 1,370,846 | | | | | | 0.0 | | | |
| | 2,113,345 | (1)(3) | | JP Morgan Mortgage Trust 2018-1 B1, 3.768%, 06/25/2048 | | | | | 2,107,722 | | | | | | 0.0 | | | |
| | 2,034,278 | (1)(3) | | JP Morgan Mortgage Trust 2018-1 B2, 3.768%, 06/25/2048 | | | | | 2,003,097 | | | | | | 0.0 | | | |
| | 2,685,364 | (1)(3) | | JP Morgan Mortgage Trust 2018-1 B3, 3.768%, 06/25/2048 | | | | | 2,545,890 | | | | | | 0.0 | | | |
| | 2,596,545 | (1)(3) | | JP Morgan Mortgage Trust 2018-3 B1, 3.781%, 09/25/2048 | | | | | 2,592,227 | | | | | | 0.0 | | | |
| | 2,234,788 | (1)(3) | | JP Morgan Mortgage Trust 2018-4 B2, 3.795%, 10/25/2048 | | | | | 2,146,379 | | | | | | 0.0 | | | |
| | 1,787,266 | (1)(3) | | JP Morgan Mortgage Trust 2018-6C B2, 4.005%, 12/25/2048 | | | | | 1,784,070 | | | | | | 0.0 | | | |
| | 2,995,863 | (1)(3) | | JP Morgan Mortgage Trust 2018-9 B3, 4.501%, 02/25/2049 | | | | | 2,961,102 | | | | | | 0.1 | | | |
| | 4,437,055 | (1)(3) | | JP Morgan Mortgage Trust 2019-1 A3, 4.000%, 05/25/2049 | | | | | 4,500,974 | | | | | | 0.1 | | | |
| | 3,258,476 | (1)(3) | | JP Morgan Mortgage Trust 2019-1 B1, 4.544%, 05/25/2049 | | | | | 3,422,491 | | | | | | 0.1 | | | |
| | 8,813,120,104 | (1)(6) | | L Street Securities 2017-PM1 XIO, 0.000%, 10/25/2048 | | | | | 12,406,229 | | | | | | 0.2 | | | |
| | 17,127,547 | (6) | | Lehman Mortgage Trust 2006-7 2A4, 4.065%, (-1.000*US0001M + 6.550%), 11/25/2036 | | | | | 4,349,261 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 12,240,500 | (6) | | Lehman Mortgage Trust 2006-9 2A5, 4.135%, (-1.000*US0001M + 6.620%), 01/25/2037 | | | | $ | 2,844,202 | | | | | | 0.0 | | | |
| | | 1,506,045 | | | | Lehman XS Trust Series 2005-5N 1A2, 2.846%, (US0001M + 0.360%), 11/25/2035 | | | | | 1,421,568 | | | | | | 0.0 | | |
| | | 4,966,368 | | | | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | | | | | 4,016,081 | | | | | | 0.1 | | |
| | | 2,875,064 | (1)(3) | | New Residential Mortgage Loan Trust 2017-3A B2, 4.750%, 04/25/2057 | | | | | 3,038,152 | | | | | | 0.1 | | | |
| | | 7,649,551 | (1)(3) | | OBX 2019-INV1 A3 Trust, 4.500%, 11/25/2048 | | | | | 7,852,834 | | | | | | 0.1 | | | |
| | | 9,826,000 | | | | Opteum Mortgage Acceptance Corp. Asset Backed Pass-Through Certificates 2005-4 M2, 2.986%, (US0001M + 0.500%), 11/25/2035 | | | | | 8,997,747 | | | | | | 0.1 | | |
| | | 1,862,030 | (1)(3) | | Sequoia Mortgage Trust 2014-3 B3, 3.933%, 10/25/2044 | | | | | 1,910,713 | | | | | | 0.0 | | | |
| | | 1,890,563 | (1)(3) | | Sequoia Mortgage Trust 2014-4 B3, 3.861%, 11/25/2044 | | | | | 1,930,228 | | | | | | 0.0 | | | |
| | | 1,875,630 | (1)(3) | | Sequoia Mortgage Trust 2015-2 B3, 3.742%, 05/25/2045 | | | | | 1,819,329 | | | | | | 0.0 | | | |
| | | 1,632,792 | (1)(3) | | Sequoia Mortgage Trust 2015-3 B3, 3.711%, 07/25/2045 | | | | | 1,565,665 | | | | | | 0.0 | | | |
| | | 3,300,000 | (1)(3) | | Sequoia Mortgage Trust 2017-CH2 A13, 4.000%, 12/25/2047 | | | | | 3,355,449 | | | | | | 0.1 | | | |
| | | 2,395,307 | (1)(3) | | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 02/25/2048 | | | | | 2,436,761 | | | | | | 0.0 | | | |
| | | 6,443,809 | (1)(3) | | Sequoia Mortgage Trust 2018-CH1 B1B, 4.501%, 02/25/2048 | | | | | 6,879,764 | | | | | | 0.1 | | | |
| | | 2,654,716 | (1)(3) | | Sequoia Mortgage Trust 2018-CH1 B2B, 4.501%, 02/25/2048 | | | | | 2,790,293 | | | | | | 0.0 | | | |
| | | 5,332,000 | (1)(3) | | Sequoia Mortgage Trust 2018-CH4 A13, 4.500%, 10/25/2048 | | | | | 5,664,193 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 3,105,320 | (1)(3) | | Sequoia Mortgage Trust 2019-1 A1, 4.000%, 02/25/2049 | | | | $ | 3,155,660 | | | | | | 0.1 | | | |
| | | 2,923,345 | (1)(3) | | Sequoia Mortgage Trust 2019-CH1 A1, 4.000%, 03/25/2049 | | | | | 2,988,612 | | | | | | 0.1 | | | |
| | | 1,937,388 | (1)(3) | | Shellpoint Co-Originator Trust 2017-2 B2, 3.734%, 10/25/2047 | | | | | 1,872,089 | | | | | | 0.0 | | | |
| | | 1,360,000 | (1)(3) | | Verus Securitization Trust 2017-SG1A B1, 3.615%, 11/25/2047 | | | | | 1,355,444 | | | | | | 0.0 | | | |
| | | 1,773,000 | (1)(3) | | Verus Securitization Trust 2018-1 B1, 3.801%, 01/25/2058 | | | | | 1,779,292 | | | | | | 0.0 | | | |
| | | 1,231,000 | (1)(3) | | Verus Securitization Trust 2018-2 B1, 4.426%, 06/01/2058 | | | | | 1,276,589 | | | | | | 0.0 | | | |
| | | 2,966,445 | (1)(3) | | Verus Securitization Trust 2019-1 A2, 3.938%, 02/25/2059 | | | | | 2,991,988 | | | | | | 0.1 | | | |
| | | 438,174 | (3) | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 3.325%, 10/25/2036 | | | | | 402,858 | | | | | | 0.0 | | | |
| | | 6,996,941 | (3) | | WaMu Mortgage Pass-Through Certificates Series 2004-AR4 A6 Trust, 4.096%, 06/25/2034 | | | | | 7,179,588 | | | | | | 0.1 | | | |
| | | 3,464,117 | | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 A1C3, 2.996%, (US0001M + 0.510%), 08/25/2045 | | | | | 3,460,290 | | | | | | 0.1 | | |
| | | 98,197,752 | (3)(6) | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 0.678%, 08/25/2045 | | | | | 2,607,023 | | | | | | 0.0 | | | |
| | | 2,651,331 | | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 2.976%, (US0001M + 0.490%), 10/25/2045 | | | | | 2,634,635 | | | | | | 0.1 | | |
| | | 488,633 | (3) | | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.905%, 10/25/2036 | | | | | 474,832 | | | | | | 0.0 | | | |
| | | 1,095,175 | (3) | | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A4, 3.644%, 11/25/2036 | | | | | 1,040,191 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,327,058 | (3) | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A1, 3.849%, 12/25/2036 | | | | $ | 1,232,952 | | | | | | 0.0 | | | |
| | | 3,068,015 | (3) | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A3, 3.849%, 12/25/2036 | | | | | 2,850,453 | | | | | | 0.1 | | | |
| | | 1,893,104 | (3) | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 3A1, 3.674%, 12/25/2036 | | | | | 1,830,722 | | | | | | 0.0 | | | |
| | | 1,761,881 | (3) | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.899%, 08/25/2046 | | | | | 1,678,872 | | | | | | 0.0 | | | |
| | | 2,429,502 | (3) | | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.710%, 12/25/2036 | | | | | 2,391,060 | | | | | | 0.1 | | | |
| | | 576,729 | (3) | | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 1A1, 3.585%, 03/25/2037 | | | | | 536,417 | | | | | | 0.0 | | | |
| | | 1,609,331 | (3) | | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 3.297%, 04/25/2037 | | | | | 1,464,307 | | | | | | 0.0 | | | |
| | | 2,048,532 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 2A3, 3.386%, (US0001M + 0.900%), 11/25/2035 | | | | | 1,685,284 | | | | | | 0.0 | | |
| | | 1,868,097 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | | | | | 1,709,174 | | | | | | 0.0 | | |
| | | 1,284,418 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 CB3, 5.500%, 07/25/2035 | | | | | 1,235,948 | | | | | | 0.0 | | |
| | | 540,308 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/2035 | | | | | 522,863 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 5,074,817 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 3.357%, (12MTA + 0.960%), 08/25/2046 | | | | $ | 3,777,583 | | | | | | 0.1 | | |
| | | 864,996 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 A3, 2.716%, (US0001M + 0.230%), 01/25/2047 | | | | | 784,348 | | | | | | 0.0 | | |
| | | 1,792,009 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 A4, 2.806%, (US0001M + 0.320%), 01/25/2047 | | | | | 1,638,937 | | | | | | 0.0 | | |
| | | 1,251,118 | | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 2.916%, (US0001M + 0.430%), 06/25/2037 | | | | | 1,032,995 | | | | | | 0.0 | | |
| | | 1,384,938 | | | | Wells Fargo Alternative Loan 2007-PA3 3A1, 6.250%, 07/25/2037 | | | | | 1,298,767 | | | | | | 0.1 | | |
| | | 544,095 | (3) | | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 5.170%, 04/25/2036 | | | | | 536,569 | | | | | | 0.0 | | | |
| | | 1,853,112 | (1)(3) | | WinWater Mortgage Loan Trust 2015-5 B4, 3.791%, 08/20/2045 | | | | | 1,818,147 | | | | | | 0.0 | | | |
| | | 15,554,583 | | | | Other Securities | | | | | 15,340,972 | | | | | | 0.2 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $1,133,641,250) | | | | | 1,167,258,222 | | | | | | 17.1 | | |
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 5.6% | | ||||||||||||||||||
| | | 20,205,000 | (3)(6) | | Banc of America Commercial Mortgage Trust 2017-BNK3 XB, 0.630%, 02/15/2050 | | | | | 886,902 | | | | | | 0.0 | | | |
| | | 4,390,000 | (1) | | Bancorp Commercial Mortgage 2018 CRE4 D Trust, 4.584%, (US0001M + 2.100%), 09/15/2035 | | | | | 4,350,637 | | | | | | 0.1 | | | |
| | | 25,095,898 | (3)(6) | | BANK 2017-BNK4 XA, 1.439%, 05/15/2050 | | | | | 2,061,420 | | | | | | 0.0 | | | |
| | | 9,830,000 | | | | BANK 2017-BNK8 A4, 3.488%, 11/15/2050 | | | | | 10,071,488 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 4,880,000 | (3) | | BANK 2017-BNK8 B, 3.931%, 11/15/2050 | | | | $ | 5,022,549 | | | | | | 0.1 | | | |
| | | 167,655,000 | (3)(6) | | BANK 2017-BNK8 XB, 0.176%, 11/15/2050 | | | | | 2,318,618 | | | | | | 0.0 | | | |
| | | 103,400,444 | (3)(6) | | BANK 2018-BNK14 XA, 0.526%, 09/15/2060 | | | | | 3,885,882 | | | | | | 0.1 | | | |
| | | 19,110,000 | (1)(3)(6) | | BANK 2018-BNK14 XD, 1.599%, 09/15/2060 | | | | | 2,401,964 | | | | | | 0.0 | | | |
| | | 24,826,464 | (3)(6) | | BANK 2019-BNK16 XA, 0.970%, 02/15/2052 | | | | | 1,834,971 | | | | | | 0.0 | | | |
| | | 92,840,000 | (1)(3)(6) | | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/2033 | | | | | 3,425,025 | | | | | | 0.0 | | | |
| | | 2,400,000 | (1) | | BDS 2018-FL2 D, 5.034%, (US0001M + 2.550%), 08/15/2035 | | | | | 2,397,003 | | | | | | 0.0 | | | |
| | | 153,675 | (1)(3) | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 N, 5.405%, 01/12/2041 | | | | | 153,174 | | | | | | 0.0 | | | |
| | | 6,814,000 | (1)(3) | | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP18 G, 5.886%, 02/13/2042 | | | | | 6,921,665 | | | | | | 0.1 | | | |
| | | 110,298,786 | (3)(6) | | Benchmark 2018-B8 XA Mortgage Trust, 0.669%, 01/15/2052 | | | | | 5,669,931 | | | | | | 0.1 | | | |
| | | 36,750,151 | (3)(6) | | Benchmark 2019-B9 XA Mortgage Trust, 1.049%, 03/15/2052 | | | | | 3,057,260 | | | | | | 0.0 | | | |
| | | 2,680,000 | (1) | | BX Trust 2018-GW D, 4.254%, (US0001M + 1.770%), 05/15/2035 | | | | | 2,684,741 | | | | | | 0.0 | | | |
| | | 3,580,000 | (1) | | BX Trust 2018-GW E, 4.454%, (US0001M + 1.970%), 05/15/2035 | | | | | 3,591,018 | | | | | | 0.1 | | | |
| | | 6,050,000 | (1) | | CAMB Commercial Mortgage Trust 2019-LIFE D, 4.234%, (US0001M + 1.750%), 12/15/2037 | | | | | 6,077,162 | | | | | | 0.1 | | | |
| | | 5,470,000 | (1) | | CAMB Commercial Mortgage Trust 2019-LIFE F, 5.034%, (US0001M + 2.550%), 12/15/2037 | | | | | 5,517,533 | | | | | | 0.1 | | | |
| | | 93,877,770 | (3)(6) | | CCUBS Commercial Mortgage Trust 2017-C1 XA, 1.022%, 11/15/2050 | | | | | 5,918,787 | | | | | | 0.1 | | | |
| | | 25,159,849 | (3)(6) | | CD 2016-CD1 Mortgage Trust XA, 1.422%, 08/10/2049 | | | | | 1,959,751 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 45,113,000 | (1)(3)(6) | | CD 2016-CD1 Mortgage Trust XB, 0.681%, 08/10/2049 | | | | $ | 2,074,314 | | | | | | 0.0 | | | |
| | | 33,999,441 | (3)(6) | | CD 2017-CD4 Mortgage Trust XA, 1.318%, 05/10/2050 | | | | | 2,597,010 | | | | | | 0.1 | | | |
| | | 4,139,000 | (3) | | Citigroup Commercial Mortgage Trust 2013-GC17 C, 5.112%, 11/10/2046 | | | | | 4,404,690 | | | | | | 0.1 | | | |
| | | 3,910,000 | (1)(3) | | Citigroup Commercial Mortgage Trust 2014-GC19, 5.097%, 03/10/2047 | | | | | 4,093,462 | | | | | | 0.1 | | | |
| | | 3,040,000 | | | | Citigroup Commercial Mortgage Trust 2016-P4 A4, 2.902%, 07/10/2049 | | | | | 3,004,762 | | | | | | 0.0 | | |
| | | 41,272,071 | (3)(6) | | Citigroup Commercial Mortgage Trust 2016-P4 XA, 1.992%, 07/10/2049 | | | | | 4,311,842 | | | | | | 0.1 | | | |
| | | 83,127,052 | (3)(6) | | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.117%, 10/12/2050 | | | | | 5,681,210 | | | | | | 0.1 | | | |
| | | 3,940,000 | (3) | | Citigroup Commercial Mortgage Trust 2017-P8 C, 4.270%, 09/15/2050 | | | | | 3,938,149 | | | | | | 0.0 | | | |
| | | 40,486,539 | (3)(6) | | Citigroup Commercial Mortgage Trust 2017-P8 XA, 0.925%, 09/15/2050 | | | | | 2,491,311 | | | | | | 0.0 | | | |
| | | 89,062,271 | (3)(6) | | Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.602%, 06/10/2051 | | | | | 4,492,906 | | | | | | 0.1 | | | |
| | | 4,903,943 | (3)(6) | | COMM 2012-CR1 XA, 1.866%, 05/15/2045 | | | | | 231,177 | | | | | | 0.0 | | | |
| | | 29,365,125 | (3)(6) | | COMM 2012-CR2 XA, 1.649%, 08/15/2045 | | | | | 1,297,759 | | | | | | 0.0 | | | |
| | | 34,557,233 | (3)(6) | | COMM 2012-CR4 XA, 1.769%, 10/15/2045 | | | | | 1,723,923 | | | | | | 0.0 | | | |
| | | 27,260,000 | (1)(3)(6) | | COMM 2012-CR4 XB, 0.594%, 10/15/2045 | | | | | 555,815 | | | | | | 0.0 | | | |
| | | 49,413,108 | (1)(3)(6) | | COMM 2012-LC4 XA, 2.107%, 12/10/2044 | | | | | 2,361,156 | | | | | | 0.0 | | | |
| | | 146,144,680 | (3)(6) | | COMM 2013-CCRE13 XA, 0.800%, 11/10/2046 | | | | | 4,683,484 | | | | | | 0.1 | | | |
| | | 137,180,694 | (1)(3)(6) | | COMM 2015-PC1 XA, 0.709%, 07/10/2050 | | | | | 3,978,569 | | | | | | 0.1 | | | |
| | | 920,000 | (3) | | COMM 2016-COR1 C, 4.387%, 10/10/2049 | | | | | 933,327 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 69,364,069 | (3)(6) | | COMM 2016-CR28 XA, 0.663%, 02/10/2049 | | | | $ | 2,423,546 | | | | | | 0.0 | | | |
| | | 36,305,710 | (3)(6) | | COMM 2017-COR2 XA, 1.178%, 09/10/2050 | | | | | 2,859,964 | | | | | | 0.1 | | | |
| | | 4,340,000 | (1)(3) | | CSAIL 2017-CX10 D Commercial Mortgage Trust, 4.112%, 11/15/2050 | | | | | 4,049,900 | | | | | | 0.1 | | | |
| | | 11,910,000 | (1) | | CSWF 2018-TOP E, 4.734%, (US0001M + 2.250%), 08/15/2035 | | | | | 11,928,611 | | | | | | 0.2 | | | |
| | | 8,400,000 | (1) | | CSWF 2018-TOP F, 5.234%, (US0001M + 2.750%), 08/15/2035 | | | | | 8,420,848 | | | | | | 0.1 | | | |
| | | 7,065,000 | (1)(7) | | DBRR Re-REMIC Trust 2015-FRR1 B711, 0.000%, 08/28/2045 | | | | | 6,925,779 | | | | | | 0.1 | | | |
| | | 4,460,000 | (1)(3) | | DBJPM 16-C3 Mortgage Trust, 3.493%, 08/10/2049 | | | | | 4,026,281 | | | | | | 0.1 | | | |
| | | 16,840,000 | (3)(6) | | Freddie Mac Multifamily Structured Pass Through Certificates K008 X3, 5.279%, 08/25/2020 | | | | | 1,051,720 | | | | | | 0.0 | | | |
| | | 77,599,012 | (3)(6) | | Freddie Mac Multifamily Structured Pass Through Certificates K013 X3, 2.815%, 01/25/2043 | | | | | 3,791,713 | | | | | | 0.1 | | | |
| | | 42,047,111 | (3)(6) | | Freddie Mac Multifamily Structured Pass Through Certificates K020 X3, 1.873%, 05/25/2040 | | | | | 2,281,363 | | | | | | 0.0 | | | |
| | | 20,890,903 | (3)(6) | | Freddie Mac Multifamily Structured Pass Through Certificates K021 X3, 1.968%, 07/25/2040 | | | | | 1,257,302 | | | | | | 0.0 | | | |
| | | 31,879,545 | (3)(6) | | Freddie Mac Multifamily Structured Pass Through Certificates K029 X3, 1.595%, 05/25/2041 | | | | | 1,842,328 | | | | | | 0.0 | | | |
| | | 32,460,000 | (3)(6) | | Freddie Mac Multifamily Structured Pass Through Certificates K040 X3, 2.036%, 11/25/2042 | | | | | 3,212,031 | | | | | | 0.1 | | | |
| | | 24,025,233 | (3)(6) | | Freddie Mac Multifamily Structured Pass Through Certificates K711 X1, 1.629%, 07/25/2019 | | | | | 68,761 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 42,614,374 | (3)(6) | | Freddie Mac Multifamily Structured Pass Through Certificates K712 X1, 1.330%, 11/25/2019 | | | | $ | 237,268 | | | | | | 0.0 | | | |
| | | 155,247,389 | (3)(6) | | Freddie Mac Multifamily Structured Pass Through Certificates KC01 X1, 0.706%, 12/25/2022 | | | | | 2,202,945 | | | | | | 0.0 | | | |
| | | 201,204,541 | (1)(6) | | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/2044 | | | | | 421,946 | | | | | | 0.0 | | | |
| | | 4,580,000 | (1) | | GS Mortgage Securities Corp. II 2018-RIVR E, 4.034%, (US0001M + 1.550%), 07/15/2035 | | | | | 4,537,652 | | | | | | 0.1 | | | |
| | | 4,400,000 | (1) | | GS Mortgage Securities Corp. II 2018-RIVR F, 4.584%, (US0001M + 2.100%), 07/15/2035 | | | | | 4,360,700 | | | | | | 0.1 | | | |
| | | 3,400,000 | (1)(3) | | GS Mortgage Securities Trust 2010-C2 D, 5.182%, 12/10/2043 | | | | | 3,494,163 | | | | | | 0.0 | | | |
| | | 8,190,000 | (1)(3) | | GS Mortgage Securities Trust 2010-C2 E, 4.548%, 12/10/2043 | | | | | 8,137,836 | | | | | | 0.1 | | | |
| | | 3,710,000 | (1)(3) | | GS Mortgage Securities Trust 2010-C2 F, 4.548%, 12/10/2043 | | | | | 3,584,601 | | | | | | 0.1 | | | |
| | | 21,353,857 | (3)(6) | | GS Mortgage Securities Trust 2012-GCJ7 XA, 2.195%, 05/10/2045 | | | | | 888,288 | | | | | | 0.0 | | | |
| | | 48,089,924 | (3)(6) | | GS Mortgage Securities Trust 2013-GC16 XA, 1.043%, 11/10/2046 | | | | | 1,945,473 | | | | | | 0.0 | | | |
| | | 103,317,968 | (3)(6) | | GS Mortgage Securities Trust 2013-GCJ14 XA, 0.608%, 08/10/2046 | | | | | 2,396,057 | | | | | | 0.0 | | | |
| | | 67,259,337 | (3)(6) | | GS Mortgage Securities Trust 2014-GC22 XA, 0.989%, 06/10/2047 | | | | | 2,378,568 | | | | | | 0.0 | | | |
| | | 3,936,000 | (3) | | GS Mortgage Securities Trust 2015-FRR1 K3B, 5.191%, 06/27/2041 | | | | | 3,919,274 | | | | | | 0.1 | | | |
| | | 82,651,067 | (3)(6) | | GS Mortgage Securities Trust 2016-GS4 XA, 0.585%, 11/10/2049 | | | | | 2,540,545 | | | | | | 0.0 | | | |
| | | 70,181,198 | (3)(6) | | GS Mortgage Securities Trust 2017-GS6 XA, 1.047%, 05/10/2050 | | | | | 4,925,899 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 78,597,483 | (3)(6) | | GS Mortgage Securities Trust 2019-GC38 XA, 0.967%, 02/10/2052 | | | | $ | 6,062,586 | | | | | | 0.1 | | | |
| | | 14,589 | (1)(3) | | JP Morgan Chase Commercial Mortgage Securities Corp. 2004-C2 H, 5.738%, 05/15/2041 | | | | | 14,556 | | | | | | 0.0 | | | |
| | | 17,385,000 | (1)(3)(6) | | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.335%, 12/15/2047 | | | | | 204,255 | | | | | | 0.0 | | | |
| | | 1,010,254 | (3) | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9 E, 5.362%, 06/12/2041 | | | | | 1,013,742 | | | | | | 0.0 | | | |
| | | 2,400,000 | (1)(3) | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 E, 5.536%, 07/15/2046 | | | | | 2,496,118 | | | | | | 0.0 | | | |
| | | 4,500,000 | (1)(3) | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 G, 3.873%, 07/15/2046 | | | | | 4,436,180 | | | | | | 0.1 | | | |
| | | 77,764,857 | (3)(6) | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 2.066%, 06/15/2045 | | | | | 2,502,395 | | | | | | 0.0 | | | |
| | | 94,772,088 | (3)(6) | | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA, 0.749%, 12/15/2049 | | | | | 3,481,718 | | | | | | 0.1 | | | |
| | | 7,263,797 | (1)(3) | | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.207%, 11/15/2045 | | | | | 7,472,257 | | | | | | 0.1 | | | |
| | | 2,670,000 | (3) | | JPMBB Commercial Mortgage Securities Trust 2013-C17 C, 4.892%, 01/15/2047 | | | | | 2,808,047 | | | | | | 0.1 | | | |
| | | 14,602,444 | (3)(6) | | JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 1.057%, 04/15/2047 | | | | | 285,369 | | | | | | 0.0 | | | |
| | | 38,963,831 | (3)(6) | | JPMBB Commercial Mortgage Securities Trust 2014-C26 XA, 1.063%, 01/15/2048 | | | | | 1,534,388 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 1,575,677 | (3)(6) | | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 1.116%, 10/15/2048 | | | | $ | 64,157 | | | | | | 0.0 | | | |
| | | 19,573,657 | (3)(6) | | JPMCC Commercial Mortgage Securities Trust 2017-JP6 XA, 1.316%, 07/15/2050 | | | | | 1,214,651 | | | | | | 0.0 | | | |
| | | 1,153,498 | (1)(3) | | LB-UBS Commercial Mortgage Trust 2005-C1 H, 5.778%, 02/15/2040 | | | | | 1,153,950 | | | | | | 0.0 | | | |
| | | 776,889 | (1)(3) | | LB-UBS Commercial Mortgage Trust 2005-C5 G, 5.350%, 09/15/2040 | | | | | 789,081 | | | | | | 0.0 | | | |
| | | 4,687,837 | (1)(3)(6) | | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.490%, 11/15/2038 | | | | | 21,831 | | | | | | 0.0 | | | |
| | | 50,740,159 | (1)(3)(6) | | LSTAR Commercial Mortgage Trust 2017-5 X, 1.110%, 03/10/2050 | | | | | 2,224,907 | | | | | | 0.0 | | | |
| | | 4,340,000 | (1)(3) | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 D, 4.909%, 11/15/2046 | | | | | 4,434,249 | | | | | | 0.1 | | | |
| | | 106,977,390 | (3)(6) | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.095%, 12/15/2047 | | | | | 3,710,136 | | | | | | 0.1 | | | |
| | | 11,653,000 | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31, 3.102%, 11/15/2049 | | | | | 11,673,822 | | | | | | 0.2 | | |
| | | 3,090,000 | (1)(3) | | Morgan Stanley Capital I Trust 2011-C1 D, 5.376%, 09/15/2047 | | | | | 3,208,660 | | | | | | 0.0 | | | |
| | | 1,300,000 | (1)(3) | | Morgan Stanley Capital I Trust 2011-C1 E, 5.376%, 09/15/2047 | | | | | 1,350,959 | | | | | | 0.0 | | | |
| | | 14,914,000 | (1) | | Morgan Stanley Capital I Trust 2011-C1 J, 4.193%, 09/15/2047 | | | | | 14,938,384 | | | | | | 0.2 | | | |
| | | 4,670,000 | | | | Morgan Stanley Capital I, Inc. 2017-HR2 D, 2.730%, 12/15/2050 | | | | | 3,917,597 | | | | | | 0.1 | | |
| | | 46,710,509 | (3)(6) | | Morgan Stanley Capital I, Inc. 2017-HR2 XA, 0.798%, 12/15/2050 | | | | | 2,587,617 | | | | | | 0.0 | | | |
| | | 5,110,470 | (1) | | SLIDE 2018-FUN D, 4.334%, (US0001M + 1.850%), 06/15/2031 | | | | | 5,122,334 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 4,320,000 | (1) | | STWD 2018-URB D Mortgage Trust, 4.534%, (US0001M + 2.050%), 05/15/2035 | | | | $ | 4,250,517 | | | | | | 0.1 | | | |
| | | 4,900,000 | (1) | | TPG Real Estate Finance 2018-FL-1 C Issuer Ltd., 4.384%, (US0001M + 1.900%), 02/15/2035 | | | | | 4,890,771 | | | | | | 0.1 | | | |
| | | 48,198,607 | (3)(6) | | Wells Fargo Commercial Mortgage Trust 2016-C33 XA, 1.769%, 03/15/2059 | | | | | 4,093,127 | | | | | | 0.1 | | | |
| | | 4,830,000 | (3) | | Wells Fargo Commercial Mortgage Trust 2017-C40 C, 4.333%, 10/15/2050 | | | | | 4,862,078 | | | | | | 0.1 | | | |
| | | 1,264,000 | (1) | | Wells Fargo Commercial Mortgage Trust 2019-C49 D, 3.000%, 03/15/2052 | | | | | 1,058,120 | | | | | | 0.0 | | | |
| | | 6,000,000 | (1)(7)(8) | | Wells Fargo Re-REMIC Trust 2013-FRR1 BK26, 0.000%, 01/27/2045 | | | | | 4,917,529 | | | | | | 0.1 | | | |
| | | 14,088,799 | (1)(3)(6) | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.833%, 08/15/2045 | | | | | 679,996 | | | | | | 0.0 | | | |
| | | 10,936,842 | (1)(3)(6) | | WFRBS Commercial Mortgage Trust 2012-C9 XA, 1.882%, 11/15/2045 | | | | | 597,923 | | | | | | 0.0 | | | |
| | | 12,946,000 | (1)(3) | | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.266%, 03/15/2045 | | | | | 10,782,036 | | | | | | 0.2 | | | |
| | | 15,262,667 | (1)(3) | | WFRBS Commercial Mortgage Trust 2013-C11 G, 4.266%, 03/15/2045 | | | | | 7,704,994 | | | | | | 0.1 | | | |
| | | 56,668,011 | (3)(6) | | WFRBS Commercial Mortgage Trust 2013-C16 XA, 0.736%, 09/15/2046 | | | | | 1,341,615 | | | | | | 0.0 | | | |
| | | 3,920,000 | (1) | | WFRBS Commercial Mortgage Trust 2013-C17 E, 3.500%, 12/15/2046 | | | | | 3,446,914 | | | | | | 0.0 | | | |
| | | 88,884,759 | (3)(6) | | WFRBS Commercial Mortgage Trust 2014-C25 XA, 0.886%, 11/15/2047 | | | | | 3,215,575 | | | | | | 0.0 | | | |
| | | 7,620,000 | | | | Other Securities | | | | | 7,784,698 | | | | | | 0.1 | | |
| | | | | | | Total Commercial Mortgage-Backed Securities (Cost $376,265,896) | | | | | 381,523,548 | | | | | | 5.6 | | |
|
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: 10.8% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 0.6% | | ||||||||||||
| | | 400,000 | | | | AmeriCredit Automobile Receivables 2015-4 D, 3.720%, 12/08/2021 | | | | $ | 404,039 | | | | | | 0.0 | | |
| | | 5,950,000 | | | | Americredit Automobile Receivables Trust 2018-2 D, 4.010%, 07/18/2024 | | | | | 6,120,097 | | | | | | 0.1 | | |
| | | 8,440,000 | | | | Americredit Automobile Receivables Trust 2019-1 D, 3.620%, 03/18/2025 | | | | | 8,550,983 | | | | | | 0.1 | | |
| | | 1,450,000 | (1) | | OSCAR US Funding Trust VI LLC 2017-1A A3, 2.820%, 06/10/2021 | | | | | 1,447,861 | | | | | | 0.0 | | | |
| | | 1,550,000 | (1) | | OSCAR US Funding Trust VII LLC 2017-2A A4, 2.760%, 12/10/2024 | | | | | 1,546,731 | | | | | | 0.1 | | | |
| | | 1,940,000 | (1) | | SunTrust Auto Receivables Trust 2015-1A B, 2.200%, 02/15/2021 | | | | | 1,936,375 | | | | | | 0.0 | | | |
| | | 800,000 | (1) | | Tesla Auto Lease Trust 2018-A D, 3.300%, 05/20/2020 | | | | | 799,499 | | | | | | 0.0 | | | |
| | | 4,150,000 | (1) | | Tesla Auto Lease Trust 2018-B C, 4.360%, 10/20/2021 | | | | | 4,196,871 | | | | | | 0.1 | | | |
| | | 12,748,382 | | | | Other Securities | | | | | 12,935,166 | | | | | | 0.2 | | |
| | | | | | | | | | | | 37,937,622 | | | | | | 0.6 | | |
| | | | | | | Credit Card Asset-Backed Securities: 0.0% | | ||||||||||||
| | | 600,000 | | | | Other Securities | | | | | 595,830 | | | | | | 0.0 | | |
| | | | | | | Home Equity Asset-Backed Securities: 0.3% | | ||||||||||||
| | | 7,495,790 | | | | Freddie Mac Structured Pass Through Certificates T-31 A7, 2.611%, (US0001M + 0.250%), 05/25/2031 | | | | | 7,449,523 | | | | | | 0.1 | | |
| | | 1,106,806 | | | | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1 2A3, 2.646%, (US0001M + 0.160%), 02/25/2037 | | | | | 991,896 | | | | | | 0.0 | | |
| | | 1,347,591 | | | | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1 2A4A, 2.716%, (US0001M + 0.230%), 02/25/2037 | | | | | 1,218,527 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Home Equity Asset-Backed Securities (continued) | | ||||||||||||
| | | 16,172,731 | | | | Other Securities | | | | $ | 13,447,702 | | | | | | 0.2 | | |
| | | | | | | | | | | | 23,107,648 | | | | | | 0.3 | | |
| | | | | | | Other Asset-Backed Securities: 8.9% | | ||||||||||||
| | | 10,000,000 | (1) | | AMMC CLO 15 Ltd. 2014-15A ARR, 3.587%, (US0003M + 1.260%), 01/15/2032 | | | | | 9,962,550 | | | | | | 0.1 | | | |
| | | 5,000,000 | (1) | | AMMC CLO 15 Ltd. 2014-15A CRR, 4.671%, (US0003M + 2.300%), 01/15/2032 | | | | | 4,920,985 | | | | | | 0.1 | | | |
| | | 3,941,019 | (1)(9) | | Ajax Mortgage Loan Trust 2016-C A, 4.000% (Step Rate @ 7.000% on 11/25/2019), 10/25/2057 | | | | | 3,951,327 | | | | | | 0.1 | | | |
| | | 1,415,063 | (1)(9) | | AJAX Mortgage Loan Trust 2017-A A, 3.470% (Step Rate @ 6.470% on 05/25/2020), 04/25/2057 | | | | | 1,412,176 | | | | | | 0.0 | | | |
| | | 3,250,059 | (1) | | Ajax Mortgage Loan Trust 2018-A A, 3.850%, 04/25/2058 | | | | | 3,254,873 | | | | | | 0.1 | | | |
| | | 9,628,133 | (1)(3) | | Ajax Mortgage Loan Trust 2018-C A, 4.360%, 09/25/2065 | | | | | 9,799,852 | | | | | | 0.1 | | | |
| | | 2,930,000 | (1) | | ALM VIII Ltd. 2013-8A A1R, 4.277%, (US0003M + 1.490%), 10/15/2028 | | | | | 2,931,984 | | | | | | 0.0 | | | |
| | | 1,086,917 (1 | )(3)(6)(10) | | American Homes 4 Rent 2015-SFR1 XS, 0.000%, 04/17/2052 | | | | | — | | | | | | — | | | |
| | | 3,900,000 | (1) | | Apidos CLO XII 2013-12A AR, 3.867%, (US0003M + 1.080%), 04/15/2031 | | | | | 3,859,186 | | | | | | 0.1 | | | |
| | | 500,000 | (1) | | Apidos CLO XII 2013-12A CR, 4.587%, (US0003M + 1.800%), 04/15/2031 | | | | | 481,813 | | | | | | 0.0 | | | |
| | | 10,000,000 | (1) | | ARES XLVI CLO Ltd. 2017-46A A2, 4.017%, (US0003M + 1.230%), 01/15/2030 | | | | | 9,752,220 | | | | | | 0.1 | | | |
| | | 3,620,000 | (1) | | Babson CLO Ltd. 2014-IA BR, 4.961%, (US0003M + 2.200%), 07/20/2025 | | | | | 3,619,891 | | | | | | 0.0 | | | |
| | | 3,890,000 | (1) | | Babson CLO Ltd. 2017-1A A2, 4.130%, (US0003M + 1.350%), 07/18/2029 | | | | | 3,831,300 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 6,361,000 | (1) | | Babson CLO Ltd. 2018-3A A2, 4.061%, (US0003M + 1.300%), 07/20/2029 | | | | $ | 6,250,484 | | | | | | 0.1 | | | |
| | | 1,650,000 | (1) | | Bain Capital Credit CLO 2017-1A A2, 4.111%, (US0003M + 1.350%), 07/20/2030 | | | | | 1,617,564 | | | | | | 0.0 | | | |
| | | 8,770,000 | (1) | | Benefit Street Partners CLO II Ltd. 2013-IIA A1R, 4.037%, (US0003M + 1.250%), 07/15/2029 | | | | | 8,769,877 | | | | | | 0.1 | | | |
| | | 7,500,000 | (1) | | Benefit Street Partners CLO VIII Ltd. 2015-8A A1BR, 3.961%, (US0003M + 1.200%), 01/20/2031 | | | | | 7,296,623 | | | | | | 0.1 | | | |
| | | 3,190,000 | (1) | | Benefit Street Partners CLO X Ltd. 2016-10A A1, 4.277%, (US0003M + 1.490%), 01/15/2029 | | | | | 3,190,351 | | | | | | 0.1 | | | |
| | | 5,000,000 | (1) | | Benefit Street Partners CLO XIV Ltd. 2018-14A A2, 3.911%, (US0003M + 1.150%), 04/20/2031 | | | | | 4,831,785 | | | | | | 0.1 | | | |
| | | 4,070,000 | (1) | | BlueMountain CLO 2015-1A BR, 5.297%, (US0003M + 2.500%), 04/13/2027 | | | | | 4,069,906 | | | | | | 0.1 | | | |
| | | 3,270,000 | (1) | | Burnham Park Clo Ltd. 2016-1A A, 4.191%, (US0003M + 1.430%), 10/20/2029 | | | | | 3,269,928 | | | | | | 0.0 | | | |
| | | 4,250,000 | (1) | | Burnham Park Clo Ltd. 2016-1A CR, 4.911%, (US0003M + 2.150%), 10/20/2029 | | | | | 4,218,040 | | | | | | 0.1 | | | |
| | | 10,000,000 | (1) | | Carbone CLO Ltd 2017-1A A1, 3.916%, (US0003M + 1.140%), 01/20/2031 | | | | | 9,898,520 | | | | | | 0.1 | | | |
| | | 700,000 | (1) | | Carlyle Global Market Strategies CLO 2014-2RA A1 Ltd., 3.734%, (US0003M + 1.050%), 05/15/2031 | | | | | 691,814 | | | | | | 0.0 | | | |
| | | 3,250,000 | (1) | | Carlyle Global Market Strategies CLO Ltd. 2014-1A A2R2, 3.903%, (US0003M + 1.130%), 04/17/2031 | | | | | 3,145,655 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 6,250,000 | (1) | | Carlyle Global Market Strategies CLO 2012-3A BR2 Ltd., 4.997%, (US0003M + 2.200%), 01/14/2032 | | | | $ | 6,120,294 | | | | | | 0.1 | | | |
| | | 4,300,000 | (1) | | Cedar Funding II CLO Ltd. 2013-1A CR, 4.951%, (US0003M + 2.350%), 06/09/2030 | | | | | 4,239,946 | | | | | | 0.1 | | | |
| | | 3,500,000 | (1) | | Cedar Funding IV CLO Ltd. 2014-4A CR, 5.022%, (US0003M + 2.250%), 07/23/2030 | | | | | 3,410,767 | | | | | | 0.0 | | | |
| | | 3,530,000 | (1) | | Cedar Funding VIII Clo Ltd. 2017-8A A1, 4.023%, (US0003M + 1.250%), 10/17/2030 | | | | | 3,523,477 | | | | | | 0.1 | | | |
| | | 37,149 | | | | Chase Funding Trust Series 2003-5 2A2, 3.086%, (US0001M + 0.600%), 07/25/2033 | | | | | 36,289 | | | | | | 0.0 | | |
| | | 4,050,000 | (1) | | CIFC Funding 2013-2A A1LR, 3.990%, (US0003M + 1.210%), 10/18/2030 | | | | | 4,033,071 | | | | | | 0.1 | | | |
| | | 3,660,000 | (1) | | CIFC Funding 2016-1A A, 4.241%, (US0003M + 1.480%), 10/21/2028 | | | | | 3,660,556 | | | | | | 0.1 | | | |
| | | 2,150,000 | (1) | | CIFC Funding 2017-2A C, 5.111%, (US0003M + 2.350%), 04/20/2030 | | | | | 2,135,612 | | | | | | 0.0 | | | |
| | | 7,400,000 | (1) | | CIFC Funding 2017-4 A1, 4.029%, (US0003M + 1.250%), 10/24/2030 | | | | | 7,396,389 | | | | | | 0.1 | | | |
| | | 3,000,000 | (1) | | CIFC Funding 2017-5A A1, 3.953%, (US0003M + 1.180%), 11/16/2030 | | | | | 2,985,945 | | | | | | 0.0 | | | |
| | | 4,675,000 | (1) | | Cole Park CLO Ltd. 2015-1A CR, 4.761%, (US0003M + 2.000%), 10/20/2028 | | | | | 4,642,897 | | | | | | 0.1 | | | |
| | | 7,425,000 | | | | Countrywide Asset-Backed Certificates 2005-AB2 M1, 3.191%, (US0001M + 0.705%), 09/25/2035 | | | | | 7,197,615 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 11,206,217 | | | | Credit-Based Asset Servicing & Securitization LLC 2006-CB8 A2C, 2.636%, (US0001M + 0.150%), 10/25/2036 | | | | $ | 9,661,146 | | | | | | 0.1 | | |
| | | 4,516,800 | (1) | | DB Master Finance LLC 2015-1A A2II, 3.980%, 02/20/2045 | | | | | 4,521,879 | | | | | | 0.1 | | | |
| | | 4,750,000 | (1) | | DB Master Finance LLC 2019-1A A23, 4.352%, 05/20/2049 | | | | | 4,779,711 | | | | | | 0.1 | | | |
| | | 2,450,000 | (1) | | DB Master Finance LLC 2019-1A A2II, 4.021%, 05/20/2049 | | | | | 2,461,025 | | | | | | 0.0 | | | |
| | | 4,200,000 | (1) | | Deer Creek Clo Ltd. 2017-1A A, 3.941%, (US0003M + 1.180%), 10/20/2030 | | | | | 4,180,441 | | | | | | 0.1 | | | |
| | | 7,000,000 | (1) | | Dewolf Park Clo Ltd. 2017-1A A, 3.997%, (US0003M + 1.210%), 10/15/2030 | | | | | 6,979,021 | | | | | | 0.1 | | | |
| | | 2,917,500 | (1) | | Domino’s Pizza Master Issuer LLC 2015-1A A1II, 4.474%, 10/25/2045 | | | | | 3,014,565 | | | | | | 0.1 | | | |
| | | 640,250 | (1) | | Domino’s Pizza Master Issuer LLC 2017-1A A2II, 3.082%, 07/25/2047 | | | | | 634,313 | | | | | | 0.0 | | | |
| | | 2,382,000 | (1) | | Domino’s Pizza Master Issuer LLC 2018-1A A2I, 4.116%, 07/25/2048 | | | | | 2,423,947 | | | | | | 0.0 | | | |
| | | 2,332,375 | (1) | | Driven Brands Funding, LLC 2018-1A A2, 4.739%, 04/20/2048 | | | | | 2,381,986 | | | | | | 0.0 | | | |
| | | 6,660,000 | (1) | | Dryden Senior Loan Fund 2017-47A A2, 4.137%, (US0003M + 1.350%), 04/15/2028 | | | | | 6,605,841 | | | | | | 0.1 | | | |
| | | 6,410,000 | (1) | | Dryden Senior Loan Fund 2017-47A C, 4.987%, (US0003M + 2.200%), 04/15/2028 | | | | | 6,360,886 | | | | | | 0.1 | | | |
| | | 5,565,000 | (1) | | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 3.884%, (US0003M + 1.200%), 08/15/2030 | | | | | 5,565,295 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 8,000,000 | (1) | | Eaton Vance Clo 2015-1A A2R Ltd., 4.011%, (US0003M + 1.250%), 01/20/2030 | | | | $ | 7,808,760 | | | | | | 0.1 | | | |
| | | 4,228,050 | (1) | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | | | | | 4,382,310 | | | | | | 0.1 | | | |
| | | 4,250,000 | (1) | | Galaxy XIX CLO Ltd. 2015-19A A1R, 3.999%, (US0003M + 1.220%), 07/24/2030 | | | | | 4,238,512 | | | | | | 0.1 | | | |
| | | 2,500,000 | (1) | | Galaxy XV CLO Ltd. 2013-15A AR, 3.987%, (US0003M + 1.200%), 10/15/2030 | | | | | 2,485,983 | | | | | | 0.0 | | | |
| | | 11,150,000 | (1) | | Galaxy XXI CLO Ltd. 2015-21A AR, 3.781%, (US0003M + 1.020%), 04/20/2031 | | | | | 10,980,899 | | | | | | 0.2 | | | |
| | | 2,300,000 | (1) | | Gilbert Park CLO Ltd. 2017-1A A, 3.977%, (US0003M + 1.190%), 10/15/2030 | | | | | 2,285,043 | | | | | | 0.0 | | | |
| | | 7,000,000 | (1) | | Goldentree Loan Management US Clo 2 Ltd. 2017-2A A, 3.911%, (US0003M + 1.150%), 11/28/2030 | | | | | 6,972,455 | | | | | | 0.1 | | | |
| | | 4,954,085 | (1) | | Helios Issuer, LLC 2018-1A A, 4.870%, 07/20/2048 | | | | | 5,172,977 | | | | | | 0.1 | | | |
| | | 1,822,721 | (1) | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | | | | | 1,870,152 | | | | | | 0.0 | | | |
| | | 1,727,984 | (1) | | HERO Funding Trust 2016-2A A, 3.750%, 09/20/2041 | | | | | 1,755,433 | | | | | | 0.0 | | | |
| | | 4,226,538 | (1) | | HERO Funding Trust 2016-4A A2, 4.290%, 09/20/2047 | | | | | 4,318,765 | | | | | | 0.1 | | | |
| | | 1,250,000 | (1) | | Home Partners of America 2018-1 E Trust, 4.332%, (US0001M + 1.850%), 07/17/2037 | | | | | 1,245,252 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 4,595,562 | (1) | | JG Wentworth XLII LLC 2018-2A A, 3.960%, 10/15/2075 | | | | $ | 4,771,152 | | | | | | 0.1 | | | |
| | | 3,342,388 | (1) | | JGWPT XXXIII LLC 2014-3A A, 3.500%, 06/15/2077 | | | | | 3,372,087 | | | | | | 0.0 | | | |
| | | 6,000,000 | (1)(11) | | KKR CLO 21 A Ltd., 3.787%, (US0003M + 1.000%), 04/15/2031 | | | | | 5,900,982 | | | | | | 0.1 | | | |
| | | 6,000,000 | (1) | | LCM 26A A2 Ltd., 4.011%, (US0003M + 1.250%), 01/20/2031 | | | | | 5,928,636 | | | | | | 0.1 | | | |
| | | 1,867,000 | (1) | | LCM XIV L.P. 14A AR, 3.816%, (US0003M + 1.040%), 07/20/2031 | | | | | 1,851,592 | | | | | | 0.0 | | | |
| | | 4,250,000 | (1) | | LCM XVI L.P. 16A CR2, 4.937%, (US0003M + 2.150%), 10/15/2031 | | | | | 4,240,472 | | | | | | 0.0 | | | |
| | | 5,000,000 | (1) | | LCM XVIII L.P. 18A A2R, 3.981%, (US0003M + 1.220%), 04/20/2031 | | | | | 4,884,670 | | | | | | 0.1 | | | |
| | | 5,400,000 | (1) | | LCM XXIII Ltd. 23A A1, 4.161%, (US0003M + 1.400%), 10/20/2029 | | | | | 5,407,835 | | | | | | 0.1 | | | |
| | | 4,500,000 | (1) | | Madison Park Funding XI Ltd. 2013-11A CR, 4.972%, (US0003M + 2.200%), 07/23/2029 | | | | | 4,446,441 | | | | | | 0.1 | | | |
| | | 5,400,000 | (1) | | Madison Park Funding XV Ltd. 2014-15A B1R, 4.965%, (US0003M + 2.200%), 01/27/2026 | | | | | 5,399,806 | | | | | | 0.1 | | | |
| | | 1,400,000 | (1) | | Madison Park Funding XXVII Ltd. 2018-27A B, 4.561%, (US0003M + 1.800%), 04/20/2030 | | | | | 1,356,215 | | | | | | 0.0 | | | |
| | | 1,100,000 | (1)(3) | | Mill City Mortgage Loan Trust 2017-1 M2, 3.250%, 11/25/2058 | | | | | 1,091,144 | | | | | | 0.0 | | | |
| | | 3,200,000 | (1)(3) | | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | | | | | 3,108,055 | | | | | | 0.1 | | | |
| | | 2,482,000 | (1)(3) | | Mill City Mortgage Trust 2015-2 B2, 3.872%, 09/25/2057 | | | | | 2,461,528 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 1,500,000 | (1)(10) | | Mill City Solar Loan 2019-1A A Ltd., 4.340%, 03/20/2043 | | | | $ | 1,499,400 | | | | | | 0.0 | | | |
| | | 6,076,125 | (1) | | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | | | | | 6,109,981 | | | | | | 0.1 | | | |
| | | 9,958,641 | (1) | | Mosaic Solar Loan Trust 2018-2-GS A, 4.200%, 02/22/2044 | | | | | 10,105,327 | | | | | | 0.1 | | | |
| | | 2,086,000 | (1) | | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | | | | | 2,070,590 | | | | | | 0.0 | | | |
| | | 3,541,122 | (1) | | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 06/22/2043 | | | | | 3,533,201 | | | | | | 0.1 | | | |
| | | 2,500,000 | (1) | | OCP CLO 2015-8 Ltd. 2015-8A BR, 4.623%, (US0003M + 1.850%), 04/17/2027 | | | | | 2,466,895 | | | | | | 0.0 | | | |
| | | 11,500,000 | (1) | | Octagon Investment Partners 28 Ltd. 2016-1A C1R, 5.029%, (US0003M + 2.250%), 10/24/2030 | | | | | 11,192,904 | | | | | | 0.2 | | | |
| | | 9,470,000 | (1) | | Octagon Investment Partners 30 Ltd. 2017-1A A1, 4.081%, (US0003M + 1.320%), 03/17/2030 | | | | | 9,472,841 | | | | | | 0.1 | | | |
| | | 3,000,000 | (1) | | Octagon Investment Partners Ltd. 2017-1A A2, 4.137%, (US0003M + 1.350%), 07/15/2029 | | | | | 2,966,040 | | | | | | 0.0 | | | |
| | | 5,520,000 | (1) | | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 4.162%, (US0003M + 1.375%), 07/15/2029 | | | | | 5,417,836 | | | | | | 0.1 | | | |
| | | 4,060,000 | (1) | | Octagon Investment Partners XV Ltd. 2013-1A A2R, 4.111%, (US0003M + 1.350%), 07/19/2030 | | | | | 3,979,267 | | | | | | 0.1 | | | |
| | | 5,660,000 | (1) | | OHA Loan Funding Ltd. 2015-1A AR, 4.094%, (US0003M + 1.410%), 08/15/2029 | | | | | 5,671,048 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 3,550,000 | (1) | | Palmer Square CLO 2014-1A A1R2 Ltd., 3.903%, (US0003M + 1.130%), 01/17/2031 | | | | $ | 3,519,651 | | | | | | 0.0 | | | |
| | | 2,190,000 | (1) | | Palmer Square CLO 2015-2A A1AR Ltd., 4.046%, (US0003M + 1.270%), 07/20/2030 | | | | | 2,187,810 | | | | | | 0.0 | | | |
| | | 4,340,000 | (1) | | Palmer Square CLO 2015-2A A1BR Ltd., 4.126%, (US0003M + 1.350%), 07/20/2030 | | | | | 4,315,731 | | | | | | 0.1 | | | |
| | | 10,000,000 | (1) | | Palmer Square CLO 2018-1A A1 Ltd., 3.810%, (US0003M + 1.030%), 04/18/2031 | | | | | 9,851,060 | | | | | | 0.1 | | | |
| | | 5,950,000 | (1) | | Palmer Square Loan Funding 2017-1A C Ltd., 5.587%, (US0003M + 2.800%), 10/15/2025 | | | | | 5,904,066 | | | | | | 0.1 | | | |
| | | 6,700,000 | (1) | | Palmer Square Loan Funding 2018-1A B Ltd., 4.187%, (US0003M + 1.400%), 04/15/2026 | | | | | 6,460,274 | | | | | | 0.1 | | | |
| | | 4,000,000 | (1) | | Palmer Square Loan Funding 2018-1A C Ltd., 4.637%, (US0003M + 1.850%), 04/15/2026 | | | | | 3,836,948 | | | | | | 0.1 | | | |
| | | 1,000,000 | (1)(11) | | Palmer Square Loan Funding 2018-2A C Ltd., 4.737%, (US0003M + 1.950%), 07/15/2026 | | | | | 962,192 | | | | | | 0.0 | | | |
| | | 6,169,000 | (1) | | Planet Fitness Master Issuer LLC 2018-1A A2I, 4.262%, 09/05/2048 | | | | | 6,283,086 | | | | | | 0.1 | | | |
| | | 4,000,000 | (1) | | Progress Residential 2015-SFR2 E, 4.427%, 06/12/2032 | | | | | 4,000,663 | | | | | | 0.1 | | | |
| | | 4,300,000 | (1)(3) | | SoFi Consumer Loan Program 2016-3 B, 4.490%, 12/26/2025 | | | | | 4,396,099 | | | | | | 0.1 | | | |
| | | 2,000,000 | (1)(3) | | Sofi Consumer Loan Program 2016-4 C LLC, 5.920%, 11/25/2025 | | | | | 2,109,848 | | | | | | 0.0 | | | |
| | | 3,400,000 | (1)(3) | | Sofi Consumer Loan Program 2016-5 B LLC, 4.550%, 09/25/2028 | | | | | 3,487,904 | | | | | | 0.0 | | | |
| | | 5,101,000 | (1) | | SoFi Consumer Loan Program 2017-3 B, 3.850%, 05/25/2026 | | | | | 5,167,452 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 1,585,000 | (1) | | Sofi Consumer Loan Program 2017-6 B LLC, 3.520%, 11/25/2026 | | | | $ | 1,593,251 | | | | | | 0.0 | | | |
| | | 7,000,000 | (1) | | Sofi Consumer Loan Program 2018-1 C Trust, 3.970%, 02/25/2027 | | | | | 7,010,888 | | | | | | 0.1 | | | |
| | | 4,000,000 | (1) | | Sofi Consumer Loan Program 2018-2 B Trust, 3.790%, 04/26/2027 | | | | | 4,058,205 | | | | | | 0.1 | | | |
| | | 3,700,000 | (1) | | Sofi Consumer Loan Program 2018-2 C Trust, 4.250%, 04/26/2027 | | | | | 3,757,120 | | | | | | 0.1 | | | |
| | | 9,950,000 | (1) | | Sofi Consumer Loan Program 2018-3 C Trust, 4.670%, 08/25/2027 | | | | | 10,219,906 | | | | | | 0.1 | | | |
| | | 348,833 | (1) | | Sonic Capital LLC 2018-1A A2, 4.026%, 02/20/2048 | | | | | 347,415 | | | | | | 0.0 | | | |
| | | 670,689 | (1) | | Springleaf Funding Trust 2015-A A, 3.160%, 11/15/2024 | | | | | 670,758 | | | | | | 0.0 | | | |
| | | 4,899,358 | (1) | | Sunrun Athena Issuer 2018-1 A LLC, 5.310%, 04/30/2049 | | | | | 5,068,225 | | | | | | 0.1 | | | |
| | | 7,320,000 | (1) | | Symphony CLO Ltd. 2012-9A AR, 4.229%, (US0003M + 1.450%), 10/16/2028 | | | | | 7,321,522 | | | | | | 0.1 | | | |
| | | 3,080,000 | (1) | �� | Symphony CLO XIV Ltd. 2014-14A C1R, 5.297%, (US0003M + 2.500%), 07/14/2026 | | | | | 3,079,914 | | | | | | 0.0 | | | |
| | | 5,952,968 | (1) | | Taco Bell Funding LLC 2016-1A A2II, 4.377%, 05/25/2046 | | | | | 6,088,604 | | | | | | 0.1 | | | |
| | | 6,134,625 | (1) | | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | | | | | 6,422,687 | | | | | | 0.1 | | | |
| | | 7,200,000 | (1) | | TES LLC 2017-1A B, 7.740%, 10/20/2047 | | | | | 7,481,327 | | | | | | 0.1 | | | |
| | | 7,000,000 | (1) | | THL Credit Wind River 2013-2A AR CLO Ltd., 4.010%, (US0003M + 1.230%), 10/18/2030 | | | | | 6,950,902 | | | | | | 0.1 | | | |
| | | 12,000,000 | (1) | | THL Credit Wind River 2015-1A C1 CLO Ltd., 4.608%, (US0003M + 2.150%), 10/20/2030 | | | | | 11,599,608 | | | | | | 0.2 | | |
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 12,250,000 | (1) | | THL Credit Wind River 2016-2A A1R CLO Ltd., 3.926%, (US0003M + 1.190%), 11/01/2031 | | | | $ | 12,236,451 | | | | | | 0.2 | | | |
| | | 7,080,000 | (1) | | THL Credit Wind River 2017-2A A CLO Ltd., 3.991%, (US0003M + 1.230%), 07/20/2030 | | | | | 7,024,918 | | | | | | 0.1 | | | |
| | | 7,500,000 | (1) | | Tiaa Clo III Ltd 2017-2A A, 3.929%, (US0003M + 1.150%), 01/16/2031 | | | | | 7,427,528 | | | | | | 0.1 | | | |
| | | 1,400,000 | (1)(3) | | Towd Point Mortgage Trust 2015-2 1B1, 3.776%, 11/25/2060 | | | | | 1,415,795 | | | | | | 0.0 | | | |
| | | 2,640,000 | (1)(3) | | Towd Point Mortgage Trust 2015-2 2B2, 4.538%, 11/25/2057 | | | | | 2,803,234 | | | | | | 0.0 | | | |
| | | 4,346,000 | (1)(3) | | Towd Point Mortgage Trust 2016-2 M1, 3.000%, 08/25/2055 | | | | | 4,157,529 | | | | | | 0.1 | | | |
| | | 3,200,000 | (1)(3) | | Towd Point Mortgage Trust 2017-1 M1, 3.750%, 10/25/2056 | | | | | 3,214,280 | | | | | | 0.1 | | | |
| | | 2,200,000 | (1)(3) | | Towd Point Mortgage Trust 2017-3 M1, 3.500%, 07/25/2057 | | | | | 2,170,731 | | | | | | 0.0 | | | |
| | | 9,525,000 | (1)(3) | | Towd Point Mortgage Trust 2017-6 M2, 3.250%, 10/25/2057 | | | | | 8,820,043 | | | | | | 0.1 | | | |
| | | 4,000,000 | (1)(3) | | Towd Point Mortgage Trust 2018-1 B1, 3.969%, 01/25/2058 | | | | | 3,929,202 | | | | | | 0.1 | | | |
| | | 3,000,000 | (1) | | Trafigura Securitisation Finance PLC 2018-1A B, 4.290%, 03/15/2022 | | | | | 3,049,884 | | | | | | 0.0 | | | |
| | | 1,500,000 | (1) | | Venture XX CLO Ltd. 2015-20A CR, 4.687%, (US0003M + 1.900%), 04/15/2027 | | | | | 1,476,869 | | | | | | 0.0 | | | |
| | | 1,975,000 | (1) | | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/2048 | | | | | 1,949,542 | | | | | | 0.0 | | | |
| | | 3,643,875 | (1) | | Wendy’s Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | | | | | 3,596,942 | | | | | | 0.1 | | | |
| | | 710,926 | | | | Other Securities | | | | | 706,558 | | | | | | 0.0 | | |
| | | | | | | | | | | | 604,336,726 | | | | | | 8.9 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Student Loan Asset-Backed Securities: 1.0% | | ||||||||||||
| | | 1,248,238 | (1) | | Commonbond Student Loan Trust 2016-B, 4.000%, 10/25/2040 | | | | $ | 1,269,437 | | | | | | 0.0 | | | |
| | | 2,300,000 | (1) | | Commonbond Student Loan Trust 2017-BGS B, 3.260%, 09/25/2042 | | | | | 2,242,007 | | | | | | 0.0 | | | |
| | | 1,000,000 | (1) | | Commonbond Student Loan Trust 2018-A-GS C, 3.820%, 02/25/2044 | | | | | 1,003,041 | | | | | | 0.0 | | | |
| | | 9,502,000 | (1) | | Commonbond Student Loan Trust 2018-BGS B, 3.990%, 09/25/2045 | | | | | 9,715,502 | | | | | | 0.2 | | | |
| | | 854,726 | (1) | | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/2031 | | | | | 855,966 | | | | | | 0.0 | | | |
| | | 1,222,051 | (1) | | DRB Prime Student Loan Trust 2015-D A2, 3.200%, 01/25/2040 | | | | | 1,218,046 | | | | | | 0.0 | | | |
| | | 2,828,071 | (1) | | DRB Prime Student Loan Trust 2017-A A2B, 2.850%, 05/27/2042 | | | | | 2,794,623 | | | | | | 0.1 | | | |
| | | 467,324 | (1) | | Earnest Student Loan Program, LLC 2016-A B, 2.500%, 01/25/2039 | | | | | 453,842 | | | | | | 0.0 | | | |
| | | 546,161 | (1)(3) | | Earnest Student Loan Program, LLC 2016-B B, 4.810%, 09/25/2036 | | | | | 555,681 | | | | | | 0.0 | | | |
| | | 430,626 | (1) | | Earnest Student Loan Program, LLC 2016-C B, 4.460%, 01/26/2037 | | | | | 434,887 | | | | | | 0.0 | | | |
| | | 744,815 | (1) | | Laurel Road Prime Student Loan Trust 2017-B A4, 3.020%, 08/25/2042 | | | | | 739,021 | | | | | | 0.0 | | | |
| | | 4,400,000 | (1) | | Navient Private Education Loan Trust 2014-AA A3, 4.084%, (US0001M + 1.600%), 10/15/2031 | | | | | 4,532,715 | | | | | | 0.1 | | | |
| | | 3,000,000 | (1) | | Navient Private Education Refi Loan Trust 2018-A B, 3.680%, 02/18/2042 | | | | | 3,059,883 | | | | | | 0.0 | | | |
| | | 2,700,000 | (1) | | SMB Private Education Loan Trust 2014-A C, 4.500%, 09/15/2045 | | | | | 2,563,524 | | | | | | 0.0 | | | |
| | | 1,450,000 | (1) | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | | | 1,405,642 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Student Loan Asset-Backed Securities (continued) | | ||||||||||||
| | | 1,009,461 | (1) | | SoFi Professional Loan Program 2015-C A2, 2.510%, 08/25/2033 | | | | $ | 994,735 | | | | | | 0.0 | | | |
| | | 4,100,000 | (1)(3) | | SoFi Professional Loan Program 2016-E C, 4.430%, 10/25/2041 | | | | | 4,217,449 | | | | | | 0.1 | | | |
| | | 3,000,000 | (1)(3) | | SoFi Professional Loan Program 2017-C B, 3.560%, 07/25/2040 | | | | | 2,983,721 | | | | | | 0.0 | | | |
| | | 3,900,000 | (1) | | SoFi Professional Loan Program 2017-F BFX LLC, 3.620%, 01/25/2041 | | | | | 3,913,116 | | | | | | 0.1 | | | |
| | | 3,250,000 | (1) | | Sofi Professional Loan Program 2018-A B LLC, 3.610%, 02/25/2042 | | | | | 3,279,712 | | | | | | 0.1 | | | |
| | | 8,000,000 | (1) | | Sofi Professional Loan Program 2018-B BFX Trust, 3.830%, 08/25/2047 | | | | | 8,155,157 | | | | | | 0.1 | | | |
| | | 5,800,000 | (1) | | Sofi Professional Loan Program 2018-C BFX Trust, 4.130%, 01/25/2048 | | | | | 5,929,600 | | | | | | 0.1 | | | |
| | | 6,000,000 | (1) | | Sofi Professional Loan Program 2018-D BFX Trust, 4.140%, 02/25/2048 | | | | | 6,139,109 | | | | | | 0.1 | | | |
| | | 3,000,000 | (1) | | Sofi Professional Loan Program 2019-B BFX LLC, 3.730%, 08/17/2048 | | | | | 2,996,704 | | | | | | 0.0 | | | |
| | | | | | | | | | | | 71,453,120 | | | | | | 1.0 | | |
| | | | | | | Total Asset-Backed Securities (Cost $737,302,460) | | | | | 737,430,946 | | | | | | 10.8 | | |
| CONVERTIBLE BONDS/NOTES: 0.0% | | ||||||||||||||||||
| | | | | | | Financial: 0.0% | | ||||||||||||
| | | 1,690,000 | | | | Other Securities | | | | | 1,703,536 | | | | | | 0.0 | | |
| | | | | | | Total Convertible Bonds/Notes (Cost $1,679,961) | | | | | 1,703,536 | | | | | | 0.0 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS(12):21.3% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 6.4%(12) | | ||||||||||||
| | | 23,753,568 | | | | 3.000%, 10/01/2046 | | | | | 23,695,994 | | | | | | 0.3 | | |
| | | 29,362,893 | | | | 3.000%, 08/01/2048 | | | | | 29,263,867 | | | | | | 0.4 | | |
| | | 26,042,682 | | | | 3.500%, 12/01/2046 | | | | | 26,552,767 | | | | | | 0.4 | | |
| | | 12,826,014 | | | | 3.500%, 12/01/2046 | | | | | 13,124,846 | | | | | | 0.2 | | |
| | | 16,513,303 | | | | 3.500%, 07/01/2047 | | | | | 16,792,024 | | | | | | 0.2 | | |
| | | 14,744,657 | | | | 3.500%, 01/01/2048 | | | | | 14,989,686 | | | | | | 0.2 | | |
| | | 66,781,222 | | | | 3.500%, 03/01/2048 | | | | | 68,242,223 | | | | | | 1.0 | | |
| | | 31,573,000 | (11) | | 3.500%, 04/01/2048 | | | | | 32,031,795 | | | | | | 0.5 | | | |
| | | 44,961,671 | | | | 3.500%, 11/01/2048 | | | | | 45,945,357 | | | | | | 0.7 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS(12): (continued) | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation (continued) | | ||||||||||||
| | | 24,729,673 | | | | 4.000%, 11/01/2047 | | | | $ | 25,537,188 | | | | | | 0.4 | | |
| | | 4,836 | | | | 4.415%, 05/01/2037 | | | | | 5,060 | | | | | | 0.0 | | |
| | | 137,410,748 | (11) | | 2.500%-7.000%, 01/01/2024-06/01/2048 | | | | | 140,580,825 | | | | | | 2.1 | | | |
| | | | | | | | | | | | 436,761,632 | | | | | | 6.4 | | |
| | | | | | | Federal National Mortgage Association: 11.4%(12) | | ||||||||||||
| | | 18,700,000 | (11) | | 2.500%, 12/25/2026 | | | | | 18,592,010 | | | | | | 0.3 | | | |
| | | 94,283,000 | (11) | | 3.000%, 05/01/2043 | | | | | 93,793,170 | | | | | | 1.4 | | | |
| | | 15,928,250 | | | | 3.000%, 12/01/2046 | | | | | 15,892,208 | | | | | | 0.2 | | |
| | | 39,171,767 | | | | 3.000%, 01/01/2047 | | | | | 39,071,001 | | | | | | 0.6 | | |
| | | 29,046,376 | | | | 3.500%, 08/01/2046 | | | | | 29,705,971 | | | | | | 0.4 | | |
| | | 19,887,199 | | | | 3.500%, 07/01/2048 | | | | | 20,310,572 | | | | | | 0.3 | | |
| | | 18,973,343 | | | | 4.000%, 01/01/2045 | | | | | 19,929,765 | | | | | | 0.3 | | |
| | | 17,273,874 | | | | 4.000%, 05/01/2045 | | | | | 17,872,530 | | | | | | 0.2 | | |
| | | 17,534,891 | | | | 4.000%, 07/01/2047 | | | | | 18,217,863 | | | | | | 0.3 | | |
| | | 102,724,000 | (11) | | 4.000%, 04/01/2048 | | | | | 105,677,314 | | | | | | 1.5 | | | |
| | | 17,287,820 | | | | 4.000%, 09/01/2048 | | | | | 17,900,523 | | | | | | 0.3 | | |
| | | 137,739 | | | | 4.187%, 07/01/2035 | | | | | 142,860 | | | | | | 0.0 | | |
| | | 101,653,000 | (11) | | 5.000%, 05/01/2037 | | | | | 107,361,054 | | | | | | 1.6 | | | |
| | | 18,535,201 | | | | 5.000%, 08/01/2056 | | | | | 20,061,238 | | | | | | 0.3 | | |
| | | 243,791,028 | (11) | | 2.500%-7.500%, 12/01/2027-03/01/2048 | | | | | 250,723,489 | | | | | | 3.7 | | | |
| | | | | | | | | | | | 775,251,568 | | | | | | 11.4 | | |
| | | | | | | Government National Mortgage Association: 3.5% | | ||||||||||||
| | | 16,005,904 | | | | 3.500%, 08/20/2047 | | | | | 16,384,135 | | | | | | 0.3 | | |
| | | 51,542,000 | (11) | | 4.000%, 04/01/2044 | | | | | 53,239,262 | | | | | | 0.8 | | | |
| | | 27,852,000 | (11) | | 4.500%, 04/01/2044 | | | | | 28,927,321 | | | | | | 0.4 | | | |
| | | 134,186,567 | (3)(11) | | 3.000%-5.500%, 10/15/2039-10/20/2060 | | | | | 137,401,488 | | | | | | 2.0 | | | |
| | | | | | | | | | | | 235,952,206 | | | | | | 3.5 | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $1,431,878,421) | | | | | 1,447,965,406 | | | | | | 21.3 | | |
| U.S. TREASURY OBLIGATIONS: 15.7% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Bonds: 4.1% | | ||||||||||||
| | | 209,364,400 | | | | 3.375%, 11/15/2048 | | | | | 233,592,605 | | | | | | 3.4 | | |
| | | 43,370,000 | | | | 3.500%, 02/15/2039 | | | | | 49,246,974 | | | | | | 0.7 | | |
| | | | | | | | | | | | 282,839,579 | | | | | | 4.1 | | |
| | | | | | | U.S. Treasury Notes: 11.6% | | ||||||||||||
| | | 4,924,000 | | | | 1.125%, 03/31/2020 | | | | | 4,863,892 | | | | | | 0.1 | | |
| | | 252,330,000 | | | | 2.125%, 03/31/2024 | | | | | 251,073,278 | | | | | | 3.7 | | |
| | | 31,108,200 | | | | 2.250%, 03/31/2021 | | | | | 31,100,909 | | | | | | 0.4 | | |
| | | 107,868,000 | | | | 2.375%, 03/15/2022 | | | | | 108,384,166 | | | | | | 1.6 | | |
| | | 25,122,000 | | | | 2.500%, 02/28/2026 | | | | | 25,424,249 | | | | | | 0.4 | | |
| | | 361,074,000 | (2) | | 2.625%, 02/15/2029 | | | | | 368,147,382 | | | | | | 5.4 | | | |
| | | | | | | | | | | | 788,993,876 | | | | | | 11.6 | | |
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. TREASURY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | Total U.S. Treasury Obligations (Cost $1,054,783,998) | | | | $ | 1,071,833,455 | | | | | | 15.7 | | |
| SOVEREIGN BONDS: 1.7% | | ||||||||||||||||||
| CLP 10,460,000,000 | | | Bonos de la Tesoreria de la Republica en pesos, 4.500%, 03/01/2026 | | | | | 15,957,339 | | | | | | 0.2 | | | |||
| CLP 6,450,000,000 | | | Bonos de la Tesoreria de la Republica en pesos, 5.000%, 03/01/2035 | | | | | 10,278,694 | | | | | | 0.2 | | | |||
| | | 300,000 | (1) | | Dominican Republic International Bond, 5.500%, 01/27/2025 | | | | | 309,375 | | | | | | 0.0 | | | |
| | | 300,000 | (1) | | Dominican Republic International Bond, 6.600%, 01/28/2024 | | | | | 324,375 | | | | | | 0.0 | | | |
| | | 250,000 | (1)(2) | | Egypt Government International Bond, 5.875%, 06/11/2025 | | | | | 248,598 | | | | | | 0.0 | | | |
| | | 290,380 | (1) | | Gabonese Republic, 6.375%, 12/12/2024 | | | | | 278,988 | | | | | | 0.0 | | | |
| | | 600,000 | (1) | | Morocco Government International Bond, 4.250%, 12/11/2022 | | | | | 613,229 | | | | | | 0.0 | | | |
| | | 4,000,000 | (1) | | Perusahaan Penerbit SBSN Indonesia III, 4.400%, 03/01/2028 | | | | | 4,114,000 | | | | | | 0.1 | | | |
| | | 600,000 | (1) | | Paraguay Government International Bond, 4.625%, 01/25/2023 | | | | | 620,517 | | | | | | 0.0 | | | |
| | | 2,925,000 | (1) | | Saudi Government International Bond, 4.500%, 04/17/2030 | | | | | 3,077,755 | | | | | | 0.0 | | | |
| | | 105,054,880 | (5) | | Other Securities | | | | | 78,704,492 | | | | | | 1.2 | | | |
| | | | | | | Total Sovereign Bonds (Cost $115,766,890) | | | | | 114,527,362 | | | | | | 1.7 | | |
|
| | | Value | | | Percentage of Net Assets | | |||||||||
PURCHASED OPTIONS(13): 0.0% | | |||||||||||||||
| | | Total Purchased Options (Cost $2,106,324) | | | | | 131,190 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $6,912,070,085) | | | | | 7,007,548,959 | | | | | | 102.8 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 10.3% | | ||||||||||||||||||
| | | | | | | Commercial Paper: 4.6% | | ||||||||||||
| | | 18,227,000 | | | | Autozone, Inc., 5.360%, 04/02/2019 | | | | $ | 18,221,647 | | | | | | 0.3 | | |
| | | 38,000,000 | | | | Berkshire Hathaway, Inc., 4.450%, 04/03/2019 | | | | | 37,986,093 | | | | | | 0.5 | | |
| | | 50,000,000 | | | | CVS Health Corp., 7.850%, 04/01/2019 | | | | | 49,989,250 | | | | | | 0.7 | | |
| | | 22,900,000 | | | | Dominion Energy, Inc., 4.470%, 04/03/2019 | | | | | 22,891,588 | | | | | | 0.3 | | |
| | | 2,000,000 | | | | Duke Energy Co., 4.470%, 04/03/2019 | | | | | 1,999,265 | | | | | | 0.0 | | |
| | | 25,000,000 | | | | DuPont Energy, 4.400%, 04/03/2019 | | | | | 24,990,955 | | | | | | 0.4 | | |
| | | 40,000,000 | | | | General Electric Co., 3.240%, 04/10/2019 | | | | | 39,964,493 | | | | | | 0.6 | | |
| | | 50,000,000 | | | | Kroger Co., 7.770%, 04/01/2019 | | | | | 49,989,354 | | | | | | 0.7 | | |
| | | 24,747,000 | | | | LyondellBasell Industries, 8.000%, 04/01/2019 | | | | | 24,741,576 | | | | | | 0.4 | | |
| | | 27,000,000 | | | | Mondelez International, Inc., 2.940%, 05/10/2019 | | | | | 26,913,186 | | | | | | 0.4 | | |
| | | 900,000 | | | | Waste Management, Inc., 3.150%, 04/12/2019 | | | | | 899,070 | | | | | | 0.0 | | |
| | | 19,250,000 | | | | Waste Management, Inc., 4.010%, 04/04/2019 | | | | | 19,241,540 | | | | | | 0.3 | | |
| | | | | | | | | | | | 317,828,017 | | | | | | 4.6 | | |
| | | | | | | Securities Lending Collateral(14): 5.6% | | ||||||||||||
| | | 90,453,636 | | | | Bank of Nova Scotia, Repurchase Agreement dated 03/29/19, 2.67%, due 04/01/19 (Repurchase Amount $90,473,486, collateralized by various U.S. Government Agency Obligations, 3.500%-4.571%, Market Value plus accrued interest $92,283,237, due 12/01/33-02/01/49) | | | | | 90,453,636 | | | | | | 1.3 | | |
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(14) (continued) | | ||||||||||||
| | | 90,453,636 | | | | Citigroup, Inc., Repurchase Agreement dated 03/29/19, 2.65%, due 04/01/19 (Repurchase Amount $90,473,338, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $92,262,709, due 04/02/19-10/20/68) | | | | $ | 90,453,636 | | | | | | 1.3 | | |
| | | 87,252,209 | | | | Morgan Stanley, Repurchase Agreement dated 03/29/19, 2.65%, due 04/01/19 (Repurchase Amount $87,271,213, collateralized by various U.S. Government Agency Obligations, 3.000%-4.000%, Market Value plus accrued interest $88,997,253, due 02/01/46-07/01/47) | | | | | 87,252,209 | | | | | | 1.3 | | |
| | | 47,550,004 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 03/29/19, 2.80%, due 04/01/19 (Repurchase Amount $47,560,947, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $48,581,257, due 07/15/20-02/15/47) | | | | | 47,550,004 | | | | | | 0.7 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(14) (continued) | | ||||||||||||
| | | 64,846,698 | | | | TD Securities (USA) LLC, Repurchase Agreement dated 03/29/19, 2.62%, due 04/01/19 (Repurchase Amount $64,860,662, collateralized by various U.S. Government Agency Obligations, 3.500%-4.500%, Market Value plus accrued interest $66,143,632, due 06/01/47-08/01/48) | | | | $ | 64,846,698 | | | | | | 1.0 | | |
| | | | | | | | | | | | 380,556,183 | | | | | | 5.6 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.1% | | ||||||||||||
| | | 6,107,000 | (15) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.350% (Cost $6,107,000) | | | | | 6,107,000 | | | | | | 0.1 | | | |
| | | | | | | Total Short-Term Investments (Cost $704,560,396) | | | | | 704,491,200 | | | | | | 10.3 | | |
| | | | | | | Total Investments in Securities (Cost $7,616,630,481) | | | | $ | 7,712,040,159 | | | | | | 113.1 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (894,362,686) | | | | | | (13.1) | | |
| | | | | | | Net Assets | | | | $ | 6,817,677,473 | | | | | | 100.0 | | |
|
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at March 31, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Purchased Options | | | | $ | — | | | | | $ | 131,190 | | | | | $ | — | | | | | $ | 131,190 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 2,085,175,294 | | | | | | — | | | | | | 2,085,175,294 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 1,167,258,222 | | | | | | — | | | | | | 1,167,258,222 | | |
Convertible Bonds/Notes | | | | | — | | | | | | 1,703,536 | | | | | | — | | | | | | 1,703,536 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 1,071,833,455 | | | | | | — | | | | | | 1,071,833,455 | | |
Sovereign Bonds | | | | | — | | | | | | 114,527,362 | | | | | | — | | | | | | 114,527,362 | | |
Asset-Backed Securities | | | | | — | | | | | | 735,931,546 | | | | | | 1,499,400 | | | | | | 737,430,946 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 1,447,965,406 | | | | | | — | | | | | | 1,447,965,406 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 381,523,548 | | | | | | — | | | | | | 381,523,548 | | |
Short-Term Investments | | | | | 6,107,000 | | | | | | 698,384,200 | | | | | | — | | | | | | 704,491,200 | | |
Total Investments, at fair value | | | | $ | 6,107,000 | | | | | $ | 7,704,433,759 | | | | | $ | 1,499,400 | | | | | $ | 7,712,040,159 | | |
|
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at March 31, 2019 | | ||||||||||||
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | | — | | | | | | 3,328,718 | | | | | | — | | | | | | 3,328,718 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 352,824 | | | | | | — | | | | | | 352,824 | | |
Forward Premium Swaptions | | | | | — | | | | | | 84,093 | | | | | | — | | | | | | 84,093 | | |
Futures | | | | | 15,062,820 | | | | | | — | | | | | | — | | | | | | 15,062,820 | | |
Total Assets | | | | $ | 21,169,820 | | | | | $ | 7,708,199,394 | | | | | $ | 1,499,400 | | | | | $ | 7,730,868,614 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (4,315,359) | | | | | $ | — | | | | | $ | (4,315,359) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (242,487) | | | | | | — | | | | | | (242,487) | | |
Forward Premium Swaptions | | | | | — | | | | | | (891,548) | | | | | | — | | | | | | (891,548) | | |
Futures | | | | | (9,700,979) | | | | | | — | | | | | | — | | | | | | (9,700,979) | | |
Written Options | | | | | — | | | | | | (12,959,595) | | | | | | — | | | | | | (12,959,595) | | |
Total Liabilities | | | | $ | (9,700,979) | | | | | $ | (18,408,989) | | | | | $ | — | | | | | $ | (28,109,968) | | |
|
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
USD 24,998,099 | | | CLP 17,132,447,038 | | | Barclays Bank PLC | | | | | 04/05/19 | | | | | $ | (178,101) | | |
USD 9,177 | | | MYR 38,391 | | | Barclays Bank PLC | | | | | 04/05/19 | | | | | | (227) | | |
USD 53,143 | | | ILS 198,126 | | | Barclays Bank PLC | | | | | 04/05/19 | | | | | | (1,408) | | |
CLP 253,404,000 | | | USD 385,163 | | | BNP Paribas | | | | | 04/05/19 | | | | | | (12,785) | | |
CZK 16,051 | | | USD 716 | | | Citibank N.A. | | | | | 04/05/19 | | | | | | (19) | | |
RON 748,000 | | | USD 178,419 | | | Citibank N.A. | | | | | 04/05/19 | | | | | | (2,688) | | |
USD 476,396 | | | PEN 1,594,688 | | | Citibank N.A. | | | | | 04/05/19 | | | | | | (4,185) | | |
USD 65,068 | | | COP 211,281,189 | | | Citibank N.A. | | | | | 04/05/19 | | | | | | (1,193) | | |
USD 3,706,839 | | | PLN 13,842,752 | | | Citibank N.A. | | | | | 04/05/19 | | | | | | 101,051 | | |
ZAR 7,288,516 | | | USD 506,790 | | | Citibank N.A. | | | | | 04/05/19 | | | | | | (1,832) | | |
USD 438,460 | | | TRY 2,441,206 | | | Citibank N.A. | | | | | 04/05/19 | | | | | | 2,106 | | |
USD 5,430,037 | | | RON 22,130,116 | | | Citibank N.A. | | | | | 04/05/19 | | | | | | 230,905 | | |
USD 532,108 | | | BRL 2,056,971 | | | Goldman Sachs International | | | | | 04/05/19 | | | | | | 6,848 | | |
MXN 2,057,068 | | | USD 101,868 | | | Goldman Sachs International | | | | | 04/05/19 | | | | | | 4,060 | | |
USD 561,934 | | | RUB 38,532,828 | | | Goldman Sachs International | | | | | 04/05/19 | | | | | | (25,032) | | |
USD 527,812 | | | PHP 28,201,524 | | | Goldman Sachs International | | | | | 04/05/19 | | | | | | (8,912) | | |
USD 298,574 | | | HUF 83,233,021 | | | Goldman Sachs International | | | | | 04/05/19 | | | | | | 7,854 | | |
USD 604,000 | | | CLP 415,044,640 | | | JPMorgan Chase Bank N.A. | | | | | 04/05/19 | | | | | | (5,910) | | |
USD 621,094 | | | IDR 8,969,214,103 | | | JPMorgan Chase Bank N.A. | | | | | 06/28/19 | | | | | | (195) | | |
| | | | | | | | | | | | | | | | $ | 110,337 | | |
|
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
U.S. Treasury 10-Year Note | | | | | 2,554 | | | | | | 06/19/19 | | | | | $ | 317,254,687 | | | | | $ | 4,743,685 | | |
U.S. Treasury 2-Year Note | | | | | 159 | | | | | | 06/28/19 | | | | | | 33,881,906 | | | | | | (10,985) | | |
U.S. Treasury Long Bond | | | | | 1,046 | | | | | | 06/19/19 | | | | | | 156,540,437 | | | | | | 4,348,272 | | |
U.S. Treasury Ultra Long Bond | | | | | 920 | | | | | | 06/19/19 | | | | | | 154,560,000 | | | | | | 5,970,863 | | |
| | | | | | | | | | | | | | | | $ | 662,237,030 | | | | | $ | 15,051,835 | | |
Short Contracts | | | | | | ||||||||||||||||||||
U.S. Treasury 5-Year Note | | | | | (3,010) | | | | | | 06/28/19 | | | | | | (348,642,656) | | | | | | (3,297,967) | | |
U.S. Treasury Ultra 10-Year Note | | | | | (2,240) | | | | | | 06/19/19 | | | | | | (297,430,000) | | | | | | (6,392,027) | | |
| | | | | | | | | | | | | | | | $ | (646,072,656) | | | | | $ | (9,689,994) | | |
|
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/ Receive Financing Rate (%)(2) | | | Termination Date | | | Implied Credit Spread at 03/31/19 (%)(3) | | | Notional Amount(4) | | | Fair Value(5) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
Berkshire Hathaway Inc., 2.750%, due 3/15/2023 | | | Sell | | | | | 1.000 | | | | | | 06/20/24 | | | | | | 0.577 | | | | USD 11,540,000 | | | | $ | 237,355 | | | | | $ | 1,283 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 237,355 | | | | | $ | 1,283 | | |
|
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 | | | | | | 1.460% | | | | Semi-Annual | | | | | 10/13/20 | | | | | | USD151,804,000 | | | | | $ | (2,305,599) | | | | | $ | (2,305,599) | | |
Pay | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 2.431 | | | | Semi-Annual | | | | | 03/26/29 | | | | | | USD44,435,000 | | | | | | 64,637 | | | | | | 64,637 | | |
Pay | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 2.432 | | | | Semi-Annual | | | | | 03/26/29 | | | | | | USD266,601,000 | | | | | | 411,717 | | | | | | 411,717 | | |
Pay | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 2.462 | | | | Semi-Annual | | | | | 03/26/29 | | | | | | USD266,603,000 | | | | | | 1,128,928 | | | | | | 1,128,928 | | |
Pay | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 2.381 | | | | Semi-Annual | | | | | 03/27/29 | | | | | | USD428,160,000 | | | | | | (1,288,937) | | | | | | (1,288,937) | | |
Pay | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 2.372 | | | | Semi-Annual | | | | | 10/13/30 | | | | | | USD38,344,000 | | | | | | (407,608) | | | | | | (407,608) | | |
Pay | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 2.510 | | | | Semi-Annual | | | | | 10/13/35 | | | | | | USD31,365,000 | | | | | | (254,344) | | | | | | (254,344) | | |
Pay | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 2.593 | | | | Semi-Annual | | | | | 10/13/40 | | | | | | USD24,606,000 | | | | | | (57,586) | | | | | | (57,586) | | |
Receive | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 1.668 | | | | Semi-Annual | | | | | 10/30/19 | | | | | | USD 162,439,000 | | | | | | 907,160 | | | | | | 907,160 | | |
Voya Intermediate Bond Fund | as of March 31, 2019 (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) | | ||||||||||||||||||
Receive | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 1.780 | | | | Semi-Annual | | | | | 10/13/22 | | | | | | USD45,684,000 | | | | | | 814,993 | | | | | | 814,993 | | |
Receive | | | 3-month USD-LIBOR | | | | | Quarterly | | | | | | 2.619 | | | | Semi-Annual | | | | | 10/13/45 | | | | | | USD45,865,000 | | | | | | (1,285) | | | | | | (1,285) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (987,924) | | | | | $ | (987,924) | | |
|
Description | | | Counterparty | | | Pay/ Receive Exercise Rate | | | Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Cost | | | Fair Value | | ||||||||||||
Put on 10-Year Interest Rate Swap(1) | | | Citibank N.A. | | | | | Pay | | | | 3.000% | | | 3-month USD-LIBOR | | | | | 05/28/19 | | | | USD 444,337,000 | | | | $ | 933,108 | | | | | $ | 59,658 | | |
Put on 10-Year Interest Rate Swap(1) | | | Citibank N.A. | | | | | Pay | | | | 3.050% | | | 3-month USD-LIBOR | | | | | 06/03/19 | | | | USD 222,167,000 | | | | | 477,659 | | | | | | 28,305 | | |
Put on 10-Year Interest Rate Swap(1) | | | Citibank N.A. | | | | | Pay | | | | 3.050% | | | 3-month USD-LIBOR | | | | | 06/03/19 | | | | USD 339,296,000 | | | | | 695,557 | | | | | | 43,227 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 2,106,324 | | | | | $ | 131,190 | | |
|
Description | | | Counterparty | | | Pay/ Receive Exercise Rate | | | Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Premiums Received | | | Fair Value | | ||||||||||||
Call on 10-Year Interest Rate Swap(1) | | | Citibank N.A. | | | | | Pay | | | | 2.500% | | | 3-month USD-LIBOR | | | | | 05/28/19 | | | | USD 444,337,000 | | | | $ | 1,199,710 | | | | | $ | (5,638,104) | | |
Call on 10-Year Interest Rate Swap(1) | | | Citibank N.A. | | | | | Pay | | | | 2.500% | | | 3-month USD-LIBOR | | | | | 06/03/19 | | | | USD 339,296,000 | | | | | 933,064 | | | | | | (4,424,428) | | |
Call on 10-Year Interest Rate Swap(1) | | | Citibank N.A. | | | | | Pay | | | | 2.500% | | | 3-month USD-LIBOR | | | | | 06/03/19 | | | | USD 222,167,000 | | | | | 599,851 | | | | | | (2,897,063) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 2,732,625 | | | | | $ | (12,959,595) | | |
|
Description | | | Counterparty | | | Exercise Rate(2) | | | Pay/ Receive Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Premium receivable/ (payable) at expiration(3) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
Call on 5-Year Interest Rate Swap (Purchased) | | | Bank of America N.A. | | | | | 5.250% | | | | Receive | | | 3-month USD-LIBOR | | | | | 02/21/20 | | | | | | USD93,278,000 | | | | | $ | (48,970,950) | | | | | $ | (24,361) | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Barclays Bank PLC | | | | | 5.288% | | | | Receive | | | 3-month USD-LIBOR | | | | | 04/25/19 | | | | | | USD170,202,000 | | | | | | (8,999,431) | | | | | | (307,616) | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Goldman Sachs International | | | | | 5.130% | | | | Receive | | | 3-month USD-LIBOR | | | | | 03/16/20 | | | | | | USD90,362,000 | | | | | | (4,635,571) | | | | | | 84,093 | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 5.280% | | | | Receive | | | 3-month USD-LIBOR | | | | | 02/24/20 | | | | | | USD78,353,000 | | | | | | (4,135,079) | | | | | | (38,837) | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 5.290% | | | | Receive | | | 3-month USD-LIBOR | | | | | 02/27/20 | | | | | | USD174,548,000 | | | | | | (9,242,317) | | | | | | (117,406) | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 5.320% | | | | Receive | | | 3-month USD-LIBOR | | | | | 04/25/19 | | | | | | USD 189,198,000 | | | | | | (10,065,334) | | | | | | (403,328) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (86,048,682) | | | | | $ | (807,455) | | |
|
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Interest rate contracts | | | Investments in securities at value* | | | | $ | 131,190 | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | | 352,824 | | |
Interest rate contracts | | | Unrealized appreciation on forward premium swaptions | | | | | 84,093 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 15,062,820 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation*** | | | | | 3,327,435 | | |
Credit contracts | | | Net Assets — Unrealized depreication*** | | | | | 1,283 | | |
Total Asset Derivatives | | | | | | | $ | 18,959,645 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 242,487 | | |
Interest rate contracts | | | Unrealized depreciation on forward premium swaptions | | | | | 891,548 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 9,700,979 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation*** | | | | | 4,315,359 | | |
Interest rate contracts | | | Written options, at fair value | | | | | 12,959,595 | | |
Total Liability Derivatives | | | | | | | $ | 28,109,968 | | |
|
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Total | | |||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 5,099,928 | | | | | $ | 5,099,928 | | |
Equity contracts | | | | | — | | | | | | — | | | | | | (2,884,845) | | | | | | — | | | | | | (2,884,845) | | |
Foreign exchange contracts | | | | | — | | | | | | 13,583,976 | | | | | | — | | | | | | — | | | | | | 13,583,976 | | |
Interest rate contracts | | | | | (913,474) | | | | | | — | | | | | | (4,809,430) | | | | | | (305,319) | | | | | | (6,028,223) | | |
Total | | | | $ | (913,474) | | | | | $ | 13,583,976 | | | | | $ | (7,694,275) | | | | | $ | 4,794,609 | | | | | $ | 9,770,836 | | |
|
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (467,454) | | | | | $ | — | | | | | $ | (467,454) | | |
Foreign exchange contracts | | | | | — | | | | | | 1,138,261 | | | | | | — | | | | | | — | | | | | | — | | | | | | 1,138,261 | | |
Interest rate contracts | | | | | (3,183,900) | | | | | | — | | | | | | 4,380,536 | | | | | | 2,884,863 | | | | | | (10,226,970) | | | | | | (6,145,471) | | |
Total | | | | $ | (3,183,900) | | | | | $ | 1,138,261 | | | | | $ | 4,380,536 | | | | | $ | 2,417,409 | | | | | $ | (10,226,970) | | | | | $ | (5,474,664) | | |
|
| | | Bank of America N.A. | | | Barclays Bank PLC | | | BNP Paribas | | | Citibank N.A. | | | Goldman Sachs International | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley Capital Services LLC | | | Totals | | ||||||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Purchased options | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 131,190 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 131,190 | | |
Forward foreign currency contracts | | | | | — | | | | | | — | | | | | | — | | | | | | 334,062 | | | | | | 18,762 | | | | | | — | | | | | | — | | | | | | 352,824 | | |
Forward premium swaptions | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 84,093 | | | | | | — | | | | | | — | | | | | | 84,093 | | |
Total Assets | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 465,252 | | | | | $ | 102,855 | | | | | $ | — | | | | | $ | — | | | | | $ | 568,107 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | — | | | | | $ | 179,736 | | | | | $ | 12,785 | | | | | $ | 9,917 | | | | | $ | 33,944 | | | | | $ | 6,105 | | | | | $ | — | | | | | $ | 242,487 | | |
Forward premium swaptions | | | | | 24,361 | | | | | | 307,616 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 559,571 | | | | | | 891,548 | | |
Written options | | | | | — | | | | | | — | | | | | | — | | | | | | 12,959,595 | | | | | | — | | | | | | — | | | | | | — | | | | | | 12,959,595 | | |
Total Liabilities | | | | $ | 24,361 | | | | | $ | 487,352 | | | | | $ | 12,785 | | | | | $ | 12,969,512 | | | | | $ | 33,944 | | | | | $ | 6,105 | | | | | $ | 559,571 | | | | | $ | 14,093,630 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (24,361) | | | | | $ | (487,352) | | | | | $ | (12,785) | | | | | $ | (12,504,260) | | | | | $ | 68,911 | | | | | $ | (6,105) | | | | | $ | (559,571) | | | | | $ | (13,525,523) | | |
Total collateral pledged by the Fund/(Received from counterparty) | | | | $ | — | | | | | $ | 487,352 | | | | | $ | — | | | | | $ | 12,504,260 | | | | | $ | — | | | | | $ | — | | | | | $ | 559,571 | | | | | $ | 13,551,183 | | |
Net Exposure(1)(2)(3) | | | | $ | (24,361) | | | | | $ | — | | | | | $ | (12,785) | | | | | $ | — | | | | | $ | 68,911 | | | | | $ | (6,105) | | | | | $ | — | | | | | $ | 25,660 | | |
|
Voya Intermediate Bond Fund | as of March 31, 2019 (continued) |
| Cost for federal income tax purposes was $7,631,251,962. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 142,405,999 | | |
| Gross Unrealized Depreciation | | | | | (70,425,349) | | |
| Net Unrealized Appreciation | | | | $ | 71,980,650 | | |
|
Voya Short Term Bond Fund | as of March 31, 2019 |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 59.4% | | ||||||||||||||||||
| | | | | | | Basic Materials: 1.9% | | ||||||||||||
| | | 400,000 | (1) | | Anglo American Capital PLC, 4.125%, 04/15/2021 | | | | $ | 403,996 | | | | | | 0.3 | | | |
| | | 192,000 | | | | DowDuPont, Inc., 3.794%, (US0003M + 1.110%), 11/15/2023 | | | | | 192,709 | | | | | | 0.2 | | |
| | | 160,000 | (1) | | Georgia-Pacific LLC, 5.400%, 11/01/2020 | | | | | 166,402 | | | | | | 0.1 | | | |
| | | 300,000 | (1) | | OCI NV, 6.625%, 04/15/2023 | | | | | 312,600 | | | | | | 0.3 | | | |
| | | 300,000 | (1) | | WR Grace & Co-Conn, 5.125%, 10/01/2021 | | | | | 311,310 | | | | | | 0.3 | | | |
| | | 841,000 | | | | Other Securities | | | | | 840,998 | | | | | | 0.7 | | |
| | | | | | | | | | | | 2,228,015 | | | | | | 1.9 | | |
| | | | | | | Communications: 4.6% | | ||||||||||||
| | | 300,000 | (1) | | CommScope, Inc., 5.000%, 06/15/2021 | | | | | 300,900 | | | | | | 0.3 | | | |
| | | 130,000 | (1) | | Fox Corp., 4.030%, 01/25/2024 | | | | | 134,974 | | | | | | 0.1 | | | |
| | | 400,000 | (1) | | Sky Ltd., 2.625%, 09/16/2019 | | | | | 399,347 | | | | | | 0.4 | | | |
| | | 240,000 | (1) | | Sky Ltd., 3.125%, 11/26/2022 | | | | | 242,741 | | | | | | 0.2 | | | |
| | | 250,000 | (1) | | Walt Disney Co/The, 3.000%, 09/15/2022 | | | | | 252,683 | | | | | | 0.2 | | | |
| | | 3,893,000 | | | | Other Securities | | | | | 3,919,634 | | | | | | 3.4 | | |
| | | | | | | | | | | | 5,250,279 | | | | | | 4.6 | | |
| | | | | | | Consumer, Cyclical: 4.4% | | ||||||||||||
| | | 214,000 | (1) | | BMW US Capital LLC, 1.450%, 09/13/2019 | | | | | 212,950 | | | | | | 0.2 | | | |
| | | 150,000 | (1) | | BMW US Capital LLC, 3.400%, 08/13/2021 | | | | | 152,017 | | | | | | 0.1 | | | |
| | | 200,000 | (1) | | Daimler Finance North America LLC, 2.300%, 01/06/2020 | | | | | 199,161 | | | | | | 0.1 | | | |
| | | 200,000 | (1) | | Daimler Finance North America LLC, 3.400%, 02/22/2022 | | | | | 202,010 | | | | | | 0.2 | | | |
| | | 110,000 | | | | Delta Air Lines 2019-1 Class A Pass Through Trust, 3.404%, 10/25/2025 | | | | | 110,528 | | | | | | 0.1 | | |
| | | 460,000 | | | | Delta Air Lines, Inc., 2.875%-3.800%, 03/13/2020-04/19/2023 | | | | | 462,094 | | | | | | 0.4 | | |
| | | 550,000 | | | | Ford Motor Credit Co. LLC, 3.157%, 08/04/2020 | | | | | 546,270 | | | | | | 0.5 | | |
| | | 190,000 | (1) | | Nissan Motor Acceptance Corp., 2.150%, 09/28/2020 | | | | | 186,812 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | | 70,000 | (1) | | Nissan Motor Acceptance Corp., 3.650%, 09/21/2021 | | | | $ | 70,410 | | | | | | 0.0 | | | |
| | | 200,000 | (1) | | Toyota Industries Corp., 3.110%, 03/12/2022 | | | | | 201,947 | | | | | | 0.2 | | | |
| | | 320,000 | | | | Toyota Motor Credit Corp., 2.950%-3.050%, 01/08/2021-04/13/2021 | | | | | 322,679 | | | | | | 0.3 | | |
| | | 2,374,401 | | | | Other Securities | | | | | 2,420,639 | | | | | | 2.1 | | |
| | | | | | | | | | | | 5,087,517 | | | | | | 4.4 | | |
| | | | | | | Consumer, Non-cyclical: 7.6% | | ||||||||||||
| | | 380,000 | (1) | | BAT International Finance PLC, 2.750%, 06/15/2020 | | | | | 378,651 | | | | | | 0.3 | | | |
| | | 285,000 | (1) | | Cigna Corp., 3.200%, 09/17/2020 | | | | | 286,473 | | | | | | 0.3 | | | |
| | | 580,000 | | | | CVS Health Corp., 3.350%, 03/09/2021 | | | | | 584,943 | | | | | | 0.5 | | |
| | | 240,000 | (1) | | Danone SA, 1.691%, 10/30/2019 | | | | | 238,474 | | | | | | 0.2 | | | |
| | | 210,000 | (1) | | Imperial Brands Finance PLC, 2.950%, 07/21/2020 | | | | | 209,422 | | | | | | 0.2 | | | |
| | | 200,000 | (1) | | Seven & i Holdings Co. Ltd., 3.350%, 09/17/2021 | | | | | 202,532 | | | | | | 0.2 | | | |
| | | 200,000 | (1) | | Takeda Pharmaceutical Co. Ltd., 4.000%, 11/26/2021 | | | | | 205,216 | | | | | | 0.2 | | | |
| | | 6,548,000 | | | | Other Securities | | | | | 6,577,386 | | | | | | 5.7 | | |
| | | | | | | | | | | | 8,683,097 | | | | | | 7.6 | | |
| | | | | | | Energy: 4.8% | | ||||||||||||
| | | 184,000 | | | | BP Capital Markets America, Inc., 3.216%-4.742%, 03/11/2021-11/28/2023 | | | | | 189,799 | | | | | | 0.2 | | |
| | | 529,000 | | | | BP Capital Markets PLC, 2.315%-2.521%, 01/15/2020-02/13/2020 | | | | | 527,756 | | | | | | 0.4 | | |
| | | 250,000 | (1) | | NGPL PipeCo LLC, 4.375%, 08/15/2022 | | | | | 254,375 | | | | | | 0.2 | | | |
| | | 170,000 | (1) | | Schlumberger Finance Canada Ltd, 2.200%, 11/20/2020 | | | | | 168,723 | | | | | | 0.1 | | | |
| | | 170,000 | (1) | | Schlumberger Holdings Corp., 3.000%, 12/21/2020 | | | | | 170,756 | | | | | | 0.2 | | | |
| | | 130,000 | (1) | | Schlumberger Norge AS, 4.200%, 01/15/2021 | | | | | 132,717 | | | | | | 0.1 | | | |
| | | 416,000 | | | | Shell International Finance BV, 1.750%, 09/12/2021 | | | | | 408,158 | | | | | | 0.4 | | |
Voya Short Term Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Energy (continued) | | ||||||||||||
| | | 378,000 | | | | Shell International Finance BV, 1.375%-2.125%, 09/12/2019-05/11/2020 | | | | $ | 376,095 | | | | | | 0.3 | | |
| | | 3,299,000 | | | | Other Securities | | | | | 3,346,288 | | | | | | 2.9 | | |
| | | | | | | | | | | | 5,574,667 | | | | | | 4.8 | | |
| | | | | | | Financial: 22.8% | | ||||||||||||
| | | 210,000 | (1) | | ABN AMRO Bank NV, 2.450%, 06/04/2020 | | | | | 209,331 | | | | | | 0.2 | | | |
| | | 200,000 | (1) | | ABN AMRO Bank NV, 3.400%, 08/27/2021 | | | | | 202,598 | | | | | | 0.1 | | | |
| | | 195,000 | | | | American Express Credit Corp., 1.875%, 05/03/2019 | | | | | 195,000 | | | | | | 0.2 | | |
| | | 245,000 | | | | American Express Co., 3.700%, 11/05/2021- 08/03/2023 | | | | | 250,996 | | | | | | 0.2 | | |
| | | 200,000 | (1) | | ANZ New Zealand Int’l Ltd./London, 2.200%, 07/17/2020 | | | | | 198,519 | | | | | | 0.2 | | | |
| | | 285,000 | (1) | | Athene Global Funding, 2.750%, 04/20/2020 | | | | | 284,255 | | | | | | 0.2 | | | |
| | | 550,000 | | | | Bank of America Corp., 2.151%, 11/09/2020 | | | | | 544,661 | | | | | | 0.5 | | |
| | | 536,000 | (2) | | Bank of America Corp., 2.369%-3.004%, 07/21/2021-12/20/2023 | | | | | 533,414 | | | | | | 0.4 | | | |
| | | 252,000 | | | | Bank of Nova Scotia, 1.650%, 06/14/2019 | | | | | 251,483 | | | | | | 0.2 | | |
| | | 300,000 | | | | Bank of Nova Scotia/The, 2.450%-3.125%, 03/22/2021-04/20/2021 | | | | | 300,401 | | | | | | 0.3 | | |
| | | 200,000 | (1) | | Banque Federative du Credit Mutuel SA, 2.200%, 07/20/2020 | | | | | 198,468 | | | | | | 0.2 | | | |
| | | 400,000 | (1) | | BPCE SA, 2.750%, 01/11/2023 | | | | | 395,377 | | | | | | 0.3 | | | |
| | | 326,000 | | | | Citigroup, Inc., 2.900%, 12/08/2021 | | | | | 325,939 | | | | | | 0.3 | | |
| | | 207,000 | (1) | | Commonwealth Bank of Australia, 2.250%, 03/10/2020 | | | | | 206,147 | | | | | | 0.2 | | | |
| | | 200,000 | | | | Credit Suisse AG, 5.300%, 08/13/2019 | | | | | 201,808 | | | | | | 0.2 | | |
| | | 360,000 | | | | Credit Suisse Group Funding Guernsey Ltd., 3.125%, 12/10/2020 | | | | | 361,327 | | | | | | 0.3 | | |
| | | 200,000 | (1) | | Danske Bank A/S, 2.800%, 03/10/2021 | | | | | 197,902 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 300,000 | (1) | | Federation des Caisses Desjardins du Quebec, 2.250%, 10/30/2020 | | | | $ | 297,701 | | | | | | 0.3 | | | |
| | | 127,000 | | | | Goldman Sachs Group, Inc./The, 2.300%, 12/13/2019 | | | | | 126,602 | | | | | | 0.1 | | |
| | | 425,000 | | | | Goldman Sachs Group, Inc., 2.550%, 10/23/2019 | | | | | 424,424 | | | | | | 0.4 | | |
| | | 470,000 | | | | HSBC Holdings PLC, 3.400%, 03/08/2021 | | | | | 474,401 | | | | | | 0.4 | | |
| | | 200,000 | | | | HSBC Holdings PLC, 5.100%, 04/05/2021 | | | | | 208,552 | | | | | | 0.2 | | |
| | | 200,000 | | | | HSBC USA, Inc., 5.000%, 09/27/2020 | | | | | 205,857 | | | | | | 0.2 | | |
| | | 260,000 | (1) | | ING Bank NV, 1.650%, 08/15/2019 | | | | | 258,971 | | | | | | 0.2 | | | |
| | | 835,000 | (2) | | JPMorgan Chase Bank NA, 2.604%, 02/01/2021 | | | | | 833,474 | | | | | | 0.7 | | | |
| | | 503,000 | | | | JPMorgan Chase & Co., 2.550%-4.500%, 03/01/2021-01/25/2023 | | | | | 508,826 | | | | | | 0.5 | | |
| | | 512,000 | | | | Kreditanstalt fuer Wiederaufbau, 4.000%, 01/27/2020 | | | | | 518,414 | | | | | | 0.4 | | |
| | | 175,000 | (1) | | Lloyds Bank PLC, 6.500%, 09/14/2020 | | | | | 182,596 | | | | | | 0.2 | | | |
| | | 250,000 | (1) | | Metropolitan Life Global Funding I, 3.375%, 01/11/2022 | | | | | 253,873 | | | | | | 0.2 | | | |
| | | 427,000 | (1) | | Mizuho Financial Group, Inc., 2.632%, 04/12/2021 | | | | | 424,682 | | | | | | 0.4 | | | |
| | | 556,000 | | | | Morgan Stanley, 5.500%, 07/28/2021 | | | | | 588,974 | | | | | | 0.5 | | |
| | | 270,000 | | | | Morgan Stanley, 5.625%, 09/23/2019 | | | | | 273,525 | | | | | | 0.2 | | |
| | | 550,000 | | | | National Australia Bank Ltd./New York, 2.500%-3.700%, 11/04/2021-05/22/2022 | | | | | 552,614 | | | | | | 0.5 | | |
| | | 802,000 | | | | National Rural Utilities Cooperative Finance Corp., 1.500%-2.350%, 11/01/2019-09/15/2022 | | | | | 796,229 | | | | | | 0.7 | | |
| | | 200,000 | (1) | | Nationwide Building Society, 2.350%, 01/21/2020 | | | | | 199,190 | | | | | | 0.2 | | |
Voya Short Term Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 150,000 | (1) | | Nationwide Financial Services, Inc., 5.375%, 03/25/2021 | | | | $ | 156,078 | | | | | | 0.1 | | | |
| | | 130,000 | (1) | | New York Life Global Funding, 2.950%, 01/28/2021 | | | | | 130,800 | | | | | | 0.1 | | | |
| | | 280,000 | (1) | | Nordea Bank ABP, 4.875%, 01/27/2020 | | | | | 284,736 | | | | | | 0.2 | | | |
| | | 200,000 | (1) | | Nordea Bank ABP, 4.875%, 05/13/2021 | | | | | 205,304 | | | | | | 0.2 | | | |
| | | 190,000 | | | | PNC Financial Services Group, Inc./The, 3.500%, 01/23/2024 | | | | | 195,311 | | | | | | 0.1 | | |
| | | 560,000 | | | | PNC Bank NA, 2.600%-2.700%, 07/21/2020-11/01/2022 | | | | | 558,853 | | | | | | 0.5 | | |
| | | 190,000 | (1) | | Protective Life Global Funding, 2.161%, 09/25/2020 | | | | | 188,448 | | | | | | 0.2 | | | |
| | | 175,000 | (1) | | Realogy Group LLC/Realogy Co-Issuer Corp., 5.250%, 12/01/2021 | | | | | 176,531 | | | | | | 0.1 | | | |
| | | 456,000 | | | | Royal Bank of Canada, 2.125%, 03/02/2020 | | | | | 453,842 | | | | | | 0.4 | | |
| | | 85,000 | | | | Royal Bank of Canada, 3.455%, (US0003M + 0.660%), 10/05/2023 | | | | | 84,644 | | | | | | 0.1 | | |
| | | 465,000 | | | | Royal Bank of Scotland Group PLC, 6.400%, 10/21/2019 | | | | | 473,379 | | | | | | 0.4 | | |
| | | 363,000 | (1) | | Scentre Group Trust 1/Scentre Group Trust 2, 2.375%, 11/05/2019 | | | | | 361,953 | | | | | | 0.3 | | | |
| | | 265,000 | (1) | | Standard Chartered PLC, 2.100%, 08/19/2019 | | | | | 264,165 | | | | | | 0.2 | | | |
| | | 560,000 | (1) | | Standard Chartered PLC, 2.250%, 04/17/2020 | | | | | 556,609 | | | | | | 0.5 | | | |
| | | 200,000 | (1) | | Swiss Re Treasury US Corp., 2.875%, 12/06/2022 | | | | | 199,637 | | | | | | 0.2 | | | |
| | | 200,000 | (1) | | UBS AG/London, 2.200%, 06/08/2020 | | | | | 198,864 | | | | | | 0.2 | | | |
| | | 250,000 | | | | UBS AG/Stamford CT, 2.350%, 03/26/2020 | | | | | 249,269 | | | | | | 0.2 | | |
| | | 200,000 | (1) | | UBS Group Funding Switzerland AG, 2.650%, 02/01/2022 | | | | | 198,357 | | | | | | 0.2 | | | |
| | | 91,000 | | | | Wells Fargo & Co., 4.125%, 08/15/2023 | | | | | 94,391 | | | | | | 0.1 | | |
| | | 460,000 | | | | Wells Fargo Bank NA, 2.150%, 12/06/2019 | | | | | 458,451 | | | | | | 0.4 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 580,000 | (2) | | Wells Fargo Bank NA, 3.325%-3.625%, 07/23/2021-10/22/2021 | | | | $ | 588,125 | | | | | | 0.5 | | | |
| | | 542,000 | (3) | | Westpac Banking Corp., 1.600%-2.300%, 08/19/2019-05/26/2020 | | | | | 539,880 | | | | | | 0.5 | | | |
| | | 7,519,000 | (4) | | Other Securities | | | | | 7,583,849 | | | | | | 6.6 | | | |
| | | | | | | | | | | | 26,188,007 | | | | | | 22.8 | | |
| | | | | | | Industrial: 3.6% | | ||||||||||||
| | | 300,000 | (1) | | Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc., 4.625%, 05/15/2023 | | | | | 302,625 | | | | | | 0.3 | | | |
| | | 460,000 | | | | Caterpillar Financial Services Corp., 2.250%, 12/01/2019 | | | | | 458,915 | | | | | | 0.4 | | |
| | | 450,000 | | | | Caterpillar Financial Services Corp., 2.950%-3.650%, 09/07/2021-12/07/2023 | | | | | 459,477 | | | | | | 0.4 | | |
| | | 300,000 | (1) | | Owens-Brockway Glass Container, Inc., 5.000%, 01/15/2022 | | | | | 308,625 | | | | | | 0.3 | | | |
| | | 140,000 | (1) | | Penske Truck Leasing Co. Lp/PTL Finance Corp., 3.650%, 07/29/2021 | | | | | 141,969 | | | | | | 0.1 | | | |
| | | 200,000 | (1) | | Rolls-Royce PLC, 2.375%, 10/14/2020 | | | | | 198,281 | | | | | | 0.2 | | | |
| | | 275,000 | (1) | | SMBC Aviation Capital Finance DAC, 4.125%, 07/15/2023 | | | | | 281,200 | | | | | | 0.2 | | | |
| | | 1,997,000 | | | | Other Securities | | | | | 2,000,786 | | | | | | 1.7 | | |
| | | | | | | | | | | | 4,151,878 | | | | | | 3.6 | | |
| | | | | | | Technology: 5.2% | | ||||||||||||
| | | 930,000 | | | | Apple, Inc., 1.800%-2.000%, 02/07/2020-11/13/2020 | | | | | 924,156 | | | | | | 0.8 | | |
| | | 740,000 | (1) | | Dell International LLC/EMC Corp., 4.420%, 06/15/2021 | | | | | 759,594 | | | | | | 0.6 | | | |
| | | 300,000 | (1) | | First Data Corp., 5.375%, 08/15/2023 | | | | | 307,314 | | | | | | 0.3 | | | |
| | | 170,000 | | | | Intel Corp., 1.850%, 05/11/ 2020 | | | | | 168,724 | | | | | | 0.1 | | |
| | | 637,000 | | | | Intel Corp., 2.450%, 07/29/ 2020 | | | | | 636,379 | | | | | | 0.6 | | |
| | | 300,000 | (1) | | IQVIA, Inc., 4.875%, 05/15/2023 | | | | | 306,780 | | | | | | 0.3 | | | |
| | | 462,000 | | | | NVIDIA Corp., 2.200%, 09/16/2021 | | | | | 456,065 | | | | | | 0.4 | | |
| | | 2,442,000 | (4) | | Other Securities | | | | | 2,447,475 | | | | | | 2.1 | | | |
| | | | | | | | | | | | 6,006,487 | | | | | | 5.2 | | |
Voya Short Term Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Utilities: 4.5% | | ||||||||||||
| | | 525,000 | | | | Duke Energy Corp., 1.800%, 09/01/2021 | | | | $ | 512,662 | | | | | | 0.4 | | |
| | | 120,000 | | | | Duke Energy Progress LLC, 3.375%, 09/01/2023 | | | | | 123,456 | | | | | | 0.1 | | |
| | | 4,595,000 | | | | Other Securities | | | | | 4,590,498 | | | | | | 4.0 | | |
| | | | | | | | | | | | 5,226,616 | | | | | | 4.5 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $68,209,455) | | | | | 68,396,563 | | | | | | 59.4 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 6.7% | | ||||||||||||||||||
| | | 235,731 | | | | Fannie Mae Interest Strip Series 404 8, 3.000%, 05/25/2040 | | | | | 230,250 | | | | | | 0.2 | | |
| | | 64,394 | | | | Fannie Mae REMIC Trust 2009-49 KB, 5.000%, 07/25/2024 | | | | | 64,567 | | | | | | 0.1 | | |
| | | 129,020 | | | | Fannie Mae REMIC Trust 2010-137 XP, 4.500%, 10/25/2040 | | | | | 136,272 | | | | | | 0.1 | | |
| | | 42,418 | | | | Fannie Mae REMIC Trust 2010-19 PB, 3.000%, 12/25/2039 | | | | | 42,092 | | | | | | 0.0 | | |
| | | 202,326 | | | | Fannie Mae REMIC Trust 2010-54 LC, 3.000%, 04/25/2040 | | | | | 204,564 | | | | | | 0.2 | | |
| | | 2,259,274 | | | | Fannie Mae REMICS 2010-123 FL, 2.916%, (US0001M + 0.430%), 11/25/2040 | | | | | 2,260,341 | | | | | | 2.0 | | |
| | | 1,084,250 | | | | Fannie Mae REMICS 2011-51 FM, 3.136%, (US0001M + 0.650%), 06/25/2041 | | | | | 1,096,370 | | | | | | 0.9 | | |
| | | 2,257,642 | | | | Fannie Mae REMICS 2011-96 FN, 2.986%, (US0001M + 0.500%), 10/25/2041 | | | | | 2,265,040 | | | | | | 2.0 | | |
| | | 417,116 | | | | Freddie Mac REMIC Trust 2103 TE, 6.000%, 12/15/ 2028 | | | | | 460,928 | | | | | | 0.4 | | |
| | | 222,992 | | | | Ginnie Mae Series 2012-52 PV, 2.500%, 12/20/2039 | | | | | 222,009 | | | | | | 0.2 | | |
| | | 569,144 | (2) | | Ginnie Mae Series 2014-53 JM, 7.127%, 04/20/2039 | | | | | 638,240 | | | | | | 0.5 | | | |
| | | 129,547 | (2) | | Wells Fargo Mortgage Backed Securities 2005-AR16 2A1, 5.017%, 02/25/2034 | | | | | 133,580 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | Total Collateralized Mortgage Obligations (Cost $7,772,779) | | | | $ | 7,754,253 | | | | | | 6.7 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS(5): 0.8% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 0.5%(5) | | ||||||||||||
| | | 562,474 | | | | 5.500%, 01/01/2037-02/01/ 2039 | | | | | 609,008 | | | | | | 0.5 | | |
| | | | | | | Federal National Mortgage Association: 0.3%(5) | | ||||||||||||
| | | 329,142 | | | | 5.000%, 03/01/2027- 07/01/2034 | | | | | 345,910 | | | | | | 0.3 | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $954,751) | | | | | 954,918 | | | | | | 0.8 | | |
| ASSET-BACKED SECURITIES: 15.9% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 6.7% | | ||||||||||||
| | | 250,000 | | | | CarMax Auto Owner Trust 2017-1 A4, 2.270%, 09/15/ 2022 | | | | | 248,436 | | | | | | 0.2 | | |
| | | 450,000 | | | | CarMax Auto Owner Trust 2017-3 A4, 2.220%, 11/15/ 2022 | | | | | 446,817 | | | | | | 0.4 | | |
| | | 250,000 | | | | Carmax Auto Owner Trust 2019-1 A2A, 3.020%, 07/15/2022 | | | | | 250,693 | | | | | | 0.2 | | |
| | | 250,000 | | | | Ford Credit Auto Lease Trust 2018-B A4, 3.300%, 02/15/ 2022 | | | | | 252,124 | | | | | | 0.2 | | |
| | | 400,000 | | | | Ford Credit Auto Owner Trust 2018-A A4, 3.160%, 10/15/2023 | | | | | 406,703 | | | | | | 0.4 | | |
| | | 350,000 | | | | GM Financial Automobile Leasing Trust 2018-1 A4, 2.680%, 12/20/2021 | | | | | 349,282 | | | | | | 0.3 | | |
| | | 500,000 | | | | GM Financial Automobile Leasing Trust 2018-1 B, 2.870%, 12/20/2021 | | | | | 499,115 | | | | | | 0.5 | | |
| | | 150,000 | | | | GM Financial Automobile Leasing Trust 2018-3 A4, 3.300%, 07/20/2022 | | | | | 151,053 | | | | | | 0.1 | | |
| | | 350,000 | | | | Mercedes-Benz Auto Lease Trust 2019-A A2, 3.010%, 02/16/2021 | | | | | 350,803 | | | | | | 0.3 | | |
| | | 150,000 | | | | Mercedes-Benz Auto Lease Trust 2019-A A4, 3.250%, 10/15/2024 | | | | | 151,294 | | | | | | 0.1 | | |
Voya Short Term Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
| | | 200,000 | | | | Mercedes-Benz Auto Receivables Trust 2018-1 A4, 3.150%, 10/15/2024 | | | | $ | 202,516 | | | | | | 0.2 | | |
| | | 350,000 | | | | Nissan Auto Receivables 2018-C A4 Owner Trust, 3.270%, 06/16/2025 | | | | | 358,488 | | | | | | 0.3 | | |
| | | 200,000 | | | | Nissan Auto Receivables 2019-A A2A Owner Trust, 2.820%, 01/18/2022 | | | | | 200,291 | | | | | | 0.2 | | |
| | | 200,000 | (1) | | OSCAR US Funding Trust VI LLC 2017-1A A3, 2.820%, 06/10/2021 | | | | | 199,705 | | | | | | 0.2 | | | |
| | | 500,000 | (1) | | OSCAR US Funding Trust VII LLC 2017-2A A3, 2.450%, 12/10/2021 | | | | | 497,501 | | | | | | 0.4 | | | |
| | | 400,000 | | | | Santander Drive Auto Receivables Trust 2019-1 B, 3.210%, 09/15/2023 | | | | | 401,934 | | | | | | 0.4 | | |
| | | 200,000 | (1) | | Santander Retail Auto Lease Trust 2017-A A3, 2.220%, 01/20/2021 | | | | | 199,255 | | | | | | 0.2 | | | |
| | | 150,000 | (1) | | Santander Retail Auto Lease Trust 2017-A A4, 2.370%, 01/20/2022 | | | | | 149,215 | | | | | | 0.1 | | | |
| | | 231,901 | (1) | | Tesla Auto Lease Trust 2018-B A, 3.710%, 08/20/ 2021 | | | | | 234,622 | | | | | | 0.2 | | | |
| | | 450,000 | | | | Toyota Auto Receivables 2017-B Owner Trust A4, 2.050%, 09/15/2022 | | | | | 445,842 | | | | | | 0.4 | | |
| | | 250,000 | | | | Toyota Auto Receivables 2017-C A4 Owner Trust, 1.980%, 12/15/2022 | | | | | 246,769 | | | | | | 0.2 | | |
| | | 1,400,000 | | | | Other Securities | | | | | 1,407,078 | | | | | | 1.2 | | |
| | | | | | | | | | | | 7,649,536 | | | | | | 6.7 | | |
| | | | | | | Credit Card Asset-Backed Securities: 1.8% | | ||||||||||||
| | | 450,000 | | | | American Express Credit Account Master Trust 2017-1 B, 2.100%, 09/15/2022 | | | | | 447,053 | | | | | | 0.4 | | |
| | | 450,000 | | | | Discover Card Execution Note Trust 2017-A2 A2, 2.390%, 07/15/2024 | | | | | 448,164 | | | | | | 0.4 | | |
| | | 600,000 | (1) | | Evergreen Credit Card Trust Series 2018-1 A, 2.950%, 03/15/2023 | | | | | 603,848 | | | | | | 0.5 | | | |
| | | 550,000 | | | | Other Securities | | | | | 544,955 | | | | | | 0.5 | | |
| | | | | | | | | | | | 2,044,020 | | | | | | 1.8 | | |
| | | | | | | Home Equity Asset-Backed Securities: 0.0% | | ||||||||||||
| | | 4,791 | | | | Other Securities | | | | | 4,786 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities: 6.5% | | ||||||||||||
| | | 400,000 | (1) | | ARES XLVI CLO Ltd. 2017-46A A2, 4.017%, (US0003M + 1.230%), 01/15/2030 | | | | $ | 390,089 | | | | | | 0.3 | | | |
| | | 250,000 | (1) | | Babson CLO Ltd. 2017-1A A2, 4.130%, (US0003M + 1.350%), 07/18/2029 | | | | �� | 246,227 | | | | | | 0.2 | | | |
| | | 250,000 | (1) | | Benefit Street Partners CLO VIII Ltd. 2015-8A A1BR, 3.961%, (US0003M + 1.200%), 01/20/2031 | | | | | 243,221 | | | | | | 0.2 | | | |
| | | 560,000 | (1) | | Benefit Street Partners CLO X Ltd. 2016-10A A1, 4.277%, (US0003M + 1.490%), 01/15/2029 | | | | | 560,061 | | | | | | 0.5 | | | |
| | | 410,000 | (1) | | Carlyle Global Market Strategies CLO Ltd. 2017-1A A1A, 4.061%, (US0003M + 1.300%), 04/20/2031 | | | | | 409,997 | | | | | | 0.4 | | | |
| | | 250,000 | (1) | | Cedar Funding VIII Clo Ltd. 2017-8A A1, 4.023%, (US0003M + 1.250%), 10/17/2030 | | | | | 249,538 | | | | | | 0.2 | | | |
| | | 250,000 | (1) | | CIFC Funding 2013-2A A1LR, 3.990%, (US0003M + 1.210%), 10/18/2030 | | | | | 248,955 | | | | | | 0.2 | | | |
| | | 250,000 | (1) | | CIFC Funding 2015-IA ARR Ltd., 3.871%, (US0003M + 1.110%), 01/22/2031 | | | | | 247,500 | | | | | | 0.2 | | | |
| | | 250,000 | (1) | | CIFC Funding 2016-1A A, 4.241%, (US0003M + 1.480%), 10/21/2028 | | | | | 250,038 | | | | | | 0.3 | | | |
| | | 250,000 | (1) | | Deer Creek Clo Ltd. 2017-1A A, 3.941%, (US0003M + 1.180%), 10/20/2030 | | | | | 248,836 | | | | | | 0.2 | | | |
| | | 250,000 | (1) | | Dryden Senior Loan Fund 2017-47A A2, 4.137%, (US0003M + 1.350%), 04/15/2028 | | | | | 247,967 | | | | | | 0.2 | | | |
| | | 360,000 | (1) | | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 3.884%, (US0003M + 1.200%), 08/15/2030 | | | | | 360,019 | | | | | | 0.3 | | | |
| | | 250,000 | (1) | | Eaton Vance Clo 2015-1A A2R Ltd., 4.011%, (US0003M + 1.250%), 01/20/2030 | | | | | 244,024 | | | | | | 0.2 | | | |
| | | 250,000 | (1) | | Galaxy XIX CLO Ltd. 2015-19A A1R, 3.999%, (US0003M + 1.220%), 07/24/2030 | | | | | 249,324 | | | | | | 0.2 | | |
Voya Short Term Bond Fund | as of March 31, 2019 (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, 4.161%, (US0003M + 1.400%), 10/20/2029 | | | | $ | 330,479 | | | | | | 0.3 | | | |
| | | 250,000 | (1) | | Magnetite XII Ltd. 2015-12A ARR, 3.887%, (US0003M + 1.100%), 10/15/2031 | | | | | 248,371 | | | | | | 0.2 | | | |
| | | 250,000 | (1) | | Octagon Investment Partners 30 Ltd. 2017-1A A1, 4.081%, (US0003M + 1.320%), 03/17/2030 | | | | | 250,075 | | | | | | 0.2 | | | |
| | | 250,000 | (1) | | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 4.162%, (US0003M + 1.375%), 07/15/2029 | | | | | 245,373 | | | | | | 0.2 | | | |
| | | 250,000 | (1) | | Octagon Investment Partners XV Ltd. 2013-1A A2R, 4.111%, (US0003M + 1.350%), 07/19/2030 | | | | | 245,029 | | | | | | 0.2 | | | |
| | | 260,000 | (1) | | OHA Loan Funding Ltd. 2015-1A AR, 4.094%, (US0003M + 1.410%), 08/15/2029 | | | | | 260,507 | | | | | | 0.2 | | | |
| | | 250,000 | (1) | | Palmer Square CLO 2013-2A AARR Ltd., 3.973%, (US0003M + 1.200%), 10/17/2031 | | | | | 248,925 | | | | | | 0.2 | | | |
| | | 250,000 | (1) | | Palmer Square CLO 2015-2A A1AR Ltd., 4.046%, (US0003M + 1.270%), 07/20/2030 | | | | | 249,750 | | | | | | 0.3 | | | |
| | | 250,000 | (1) | | Palmer Square CLO 2015-2A A1BR Ltd., 4.126%, (US0003M + 1.350%), 07/20/2030 | | | | | 248,602 | | | | | | 0.2 | | | |
| | | 250,000 | (1) | | THL Credit Wind River 2017-2A A CLO Ltd., 3.991%, (US0003M + 1.230%), 07/20/2030 | | | | | 248,055 | | | | | | 0.2 | | | |
| | | 300,000 | (1) | | Trafigura Securitisation Finance PLC 2018-1A A2, 3.730%, 03/15/2022 | | | | | 303,052 | | | | | | 0.3 | | | |
| | | 100,000 | (1) | | Volvo Financial Equipment LLC Series 2017-1A A4, 2.210%, 11/15/2021 | | | | | 99,285 | | | | | | 0.1 | | | |
| | | 350,000 | | | | Other Securities | | | | | 351,064 | | | | | | 0.3 | | |
| | | | | | | | | | | | 7,524,363 | | | | | | 6.5 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Student Loan Asset-Backed Securities: 0.9% | | ||||||||||||
| | | 243,799 | (1) | | DRB Prime Student Loan Trust 2017-A A2B, 2.850%, 05/27/2042 | | | | $ | 240,916 | | | | | | 0.2 | | | |
| | | 450,000 | (1) | | Laurel Road Prime Student Loan Trust 2018-B A2FX, 3.540%, 05/26/2043 | | | | | 457,996 | | | | | | 0.4 | | | |
| | | 300,000 | (1) | | Navient Private Education Loan Trust 2014-AA A3, 4.084%, (US0001M + 1.600%), 10/15/2031 | | | | | 309,049 | | | | | | 0.3 | | | |
| | | | | | | | | | | | 1,007,961 | | | | | | 0.9 | | |
| | | | | | | Total Asset-Backed Securities (Cost $18,249,375) | | | | | 18,230,666 | | | | | | 15.9 | | |
| SUPRANATIONAL BONDS: 0.1% | | ||||||||||||||||||
| | | 58,000 | | | | Other Securities | | | | | 57,564 | | | | | | 0.1 | | |
| | | | | | | Total Supranational Bonds (Cost $57,830) | | | | | 57,564 | | | | | | 0.1 | | |
| SOVEREIGN BONDS: 2.1% | | ||||||||||||||||||
| | | 2,165,000 | | | | FMS Wertmanagement, 1.750%, 01/24/2020 | | | | | 2,152,606 | | | | | | 1.9 | | |
| | | 275,000 | (1) | | Kommunalbanken AS, 3.125%, 10/18/2021 | | | | | 280,348 | | | | | | 0.2 | | | |
| | | | | | | Total Sovereign Bonds (Cost $2,423,352) | | | | | 2,432,954 | | | | | | 2.1 | | |
| U.S. TREASURY OBLIGATIONS: 5.2% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Notes: 5.2% | | ||||||||||||
| | | 498,000 | | | | 2.125%, 03/31/2024 | | | | | 495,520 | | | | | | 0.4 | | |
| | | 1,810,100 | | | | 2.250%, 03/31/2021 | | | | | 1,809,676 | | | | | | 1.6 | | |
| | | 1,566,000 | | | | 2.375%, 03/15/2022 | | | | | 1,573,493 | | | | | | 1.4 | | |
| | | 2,050,000 | | | | 2.500%, 02/28/2026 | | | | | 2,074,664 | | | | | | 1.8 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $5,946,176) | | | | | 5,953,353 | | | | | | 5.2 | | |
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 9.7% | | ||||||||||||||||||
| | | 382,146 | (1)(2) | | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 D, 5.740%, 04/12/2038 | | | | | 392,463 | | | | | | 0.3 | | | |
| | | 540,000 | (1) | | BXMT 2017-FL1 A Ltd., 3.354%, (US0001M + 0.870%), 06/15/2035 | | | | | 539,835 | | | | | | 0.5 | | |
Voya Short Term Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 90,000 | (2) | | Citigroup Commercial Mortgage Trust 2013-GC17 C, 5.112%, 11/10/2046 | | | | $ | 95,777 | | | | | | 0.1 | | | |
| | | 411,228 | | | | Citigroup/Deutsche Bank Commercial Mortgage Trust 2006-CD3 AM, 5.648%, 10/15/2048 | | | | | 425,082 | | | | | | 0.4 | | |
| | | 178,111 | | | | COMM 2012-CCRE1 A3 Mortgage Trust, 3.391%, 05/15/2045 | | | | | 179,974 | | | | | | 0.1 | | |
| | | 430,000 | | | | COMM 2013-LC6 B Mortgage Trust, 3.739%, 01/10/2046 | | | | | 435,505 | | | | | | 0.4 | | |
| | | 90,774 | | | | COMM 2014-CR17 A2, 3.012%, 05/10/2047 | | | | | 90,707 | | | | | | 0.1 | | |
| | | 793,000 | (1)(2) | | DBUBS 2011-LC1A E, 5.699%, 11/10/2046 | | | | | 821,853 | | | | | | 0.7 | | | |
| | | 109,796 | (1)(2) | | GCCFC Commercial Mortgage Trust 2004-GG1 F, 6.307%, 06/10/2036 | | | | | 109,673 | | | | | | 0.1 | | | |
| | | 124,955 | (2) | | Ginnie Mae 2011-53 B, 4.397%, 05/16/2051 | | | | | 128,091 | | | | | | 0.1 | | | |
| | | 263,190 | | | | Ginnie Mae 2014-168 DA, 2.400%, 06/16/2046 | | | | | 256,150 | | | | | | 0.2 | | |
| | | 265,582 | | | | Ginnie Mae 2015-183 AC, 2.350%, 07/16/2056 | | | | | 257,241 | | | | | | 0.2 | | |
| | | 63,043 | (2) | | Ginnie Mae 2015-21 AF, 2.074%, 07/16/2048 | | | | | 60,858 | | | | | | 0.0 | | | |
| | | 134,122 | | | | Ginnie Mae 2015-81 AC, 2.400%, 01/16/2056 | | | | | 130,130 | | | | | | 0.1 | | |
| | | 198,330 | | | | Ginnie Mae 2016-110 AB, 2.000%, 05/16/2049 | | | | | 189,821 | | | | | | 0.2 | | |
| | | 86,654 | | | | Ginnie Mae 2016-86 AB, 2.500%, 09/16/2056 | | | | | 85,346 | | | | | | 0.1 | | |
| | | 396,977 | | | | Ginnie Mae 2017-100 AB, 2.300%, 04/16/2052 | | | | | 384,553 | | | | | | 0.3 | | |
| | | 202,746 | | | | Ginnie Mae 2017-51 AB, 2.350%, 04/16/2057 | | | | | 196,851 | | | | | | 0.2 | | |
| | | 86,280 | | | | Ginnie Mae 2017-69 AB, 2.350%, 05/16/2053 | | | | | 84,373 | | | | | | 0.1 | | |
| | | 145,349 | | | | Ginnie Mae 2017-70 A, 2.500%, 10/16/2057 | | | | | 142,019 | | | | | | 0.1 | | |
| | | 541,831 | | | | Ginnie Mae 2017-86 AB, 2.300%, 11/16/2051 | | | | | 525,870 | | | | | | 0.5 | | |
| | | 339,585 | | | | Ginnie Mae 2017-89 A, 2.500%, 08/16/2057 | | | | | 333,213 | | | | | | 0.3 | | |
| | | 148,645 | | | | Ginnie Mae 2018-41 A, 2.400%, 09/16/2058 | | | | | 144,752 | | | | | | 0.1 | | |
| | | 250,000 | (1)(2) | | GRACE 2014-GRCE F Mortgage Trust, 3.590%, 06/10/2028 | | | | | 247,602 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 290,000 | (1)(2) | | GS Mortgage Securities Trust 2012-GC6 C, 5.653%, 01/10/2045 | | | | $ | 305,276 | | | | | | 0.3 | | | |
| | | 288,302 | (1) | | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-HSBC A, 3.093%, 07/05/2032 | | | | | 291,116 | | | | | | 0.3 | | | |
| | | 1,040,000 | (1)(2) | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 B, 5.383%, 08/15/2046 | | | | | 1,087,194 | | | | | | 0.9 | | | |
| | | 340,000 | (2) | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 B, 3.674%, 12/15/2047 | | | | | 344,016 | | | | | | 0.3 | | | |
| | | 64,795 | | | | JPMBB Commercial Mortgage Securities Trust 2 2014-C19 A2, 3.046%, 04/15/2047 | | | | | 64,718 | | | | | | 0.1 | | |
| | | 303,926 | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 ASB, 2.699%, 12/15/2048 | | | | | 302,574 | | | | | | 0.3 | | |
| | | 195,162 | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 A3, 3.669%, 02/15/2047 | | | | | 197,575 | | | | | | 0.2 | | |
| | | 240,000 | | | | Morgan Stanley Capital I 2011-C3 A4, 4.118%, 07/15/2049 | | | | | 244,683 | | | | | | 0.2 | | |
| | | 600,000 | (1)(2) | | Morgan Stanley Capital I Trust 2011-C1 D, 5.376%, 09/15/2047 | | | | | 623,041 | | | | | | 0.5 | | | |
| | | 290,000 | (1) | | Morgan Stanley Capital I Trust 2011-C1 J, 4.193%, 09/15/2047 | | | | | 290,474 | | | | | | 0.2 | | | |
| | | 460,000 | (1) | | TPG Real Estate Finance 2018-FL-1 D Issuer LTD., 5.184%, (US0001M + 2.700%), 02/15/2035 | | | | | 460,860 | | | | | | 0.4 | | | |
| | | 224,000 | | | | Wells Fargo Commercial Mortgage Trust 2017-RC1 A2, 3.118%, 01/15/2060 | | | | | 225,219 | | | | | | 0.2 | | |
| | | 501,175 | | | | Other Securities | | | | | 501,525 | | | | | | 0.4 | | |
| | | | | | | Total Commercial Mortgage-Backed Securities (Cost $11,309,803) | | | | | 11,196,010 | | | | | | 9.7 | | |
| | | | | | | Total Long-Term Investments (Cost $114,923,521) | | | | | 114,976,281 | | | | | | 99.9 | | |
Voya Short Term Bond Fund | as of March 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 4.9% | | ||||||||||||||||||
| | | | | | | Commercial Paper: 2.6% | | ||||||||||||
| | | 2,000,000 | | | | Kroger Co., 7.770%, 04/01/2019 | | | | $ | 1,999,574 | | | | | | 1.7 | | |
| | | 1,000,000 | | | | Sysco Corp., 7.700%, 04/01/2019 | | | | | 999,789 | | | | | | 0.9 | | |
| | | | | | | | | | | | 2,999,363 | | | | | | 2.6 | | |
| | | | | | | Securities Lending Collateral(6): 0.6% | | ||||||||||||
| | | 721,257 | | | | Citibank N.A., Repurchase Agreement dated 03/29/19, 2.65%, due 04/01/19 (Repurchase Amount $721,414, collateralized by various U.S. Government and U.S. Government Agency Obligations, 2.960%-4.500%, Market Value plus accrued interest $736,819, due 01/01/28-07/01/48) (Cost $721,257) | | | | | 721,257 | | | | | | 0.6 | | |
| | | | | | | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 1.7% | | ||||||||||||
| | | 1,945,000 | (7) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.350% (Cost $1,945,000) | | | | | 1,945,000 | | | | | | 1.7 | | | |
| | | | | | | Total Short-Term Investments (Cost $5,666,257) | | | | | 5,665,620 | | | | | | 4.9 | | |
| | | | | | | Total Investments in Securities (Cost $120,589,778) | | | | $ | 120,641,901 | | | | | | 104.8 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (5,579,064) | | | | | | (4.8) | | |
| | | | | | | Net Assets | | | | $ | 115,062,837 | | | | | | 100.0 | | |
|
Voya Short Term Bond Fund | as of March 31, 2019 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at March 31, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Corporate Bonds/Notes | | | | $ | — | | | | | $ | 68,396,563 | | | | | $ | — | | | | | $ | 68,396,563 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 7,754,253 | | | | | | — | | | | | | 7,754,253 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 954,918 | | | | | | — | | | | | | 954,918 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 5,953,353 | | | | | | — | | | | | | 5,953,353 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 11,196,010 | | | | | | — | | | | | | 11,196,010 | | |
Asset-Backed Securities | | | | | — | | | | | | 18,230,666 | | | | | | — | | | | | | 18,230,666 | | |
Sovereign Bonds | | | | | — | | | | | | 2,432,954 | | | | | | — | | | | | | 2,432,954 | | |
Supranational Bonds | | | | | — | | | | | | 57,564 | | | | | | — | | | | | | 57,564 | | |
Short-Term Investments | | | | | 1,945,000 | | | | | | 3,720,620 | | | | | | — | | | | | | 5,665,620 | | |
Total Investments, at fair value | | | | $ | 1,945,000 | | | | | $ | 118,696,901 | | | | | $ | — | | | | | $ | 120,641,901 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Premium Swaptions | | | | | — | | | | | | 753 | | | | | | — | | | | | | 753 | | |
Futures | | | | | 109,174 | | | | | | — | | | | | | — | | | | | | 109,174 | | |
Total Assets | | | | $ | 2,054,174 | | | | | $ | 118,697,654 | | | | | $ | — | | | | | $ | 120,751,828 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Premium Swaptions | | | | $ | — | | | | | $ | (8,560) | | | | | $ | — | | | | | $ | (8,560) | | |
Futures | | | | | (87,309) | | | | | | — | | | | | | — | | | | | | (87,309) | | |
Total Liabilities | | | | $ | (87,309) | | | | | $ | (8,560) | | | | | $ | — | | | | | $ | (95,869) | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||
Long Contracts | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 2-Year Note | | | 141 | | | 06/28/19 | | | | $ | 30,046,219 | | | | | $ | 109,174 | | |
| | | | | | | | | | $ | 30,046,219 | | | | | $ | 109,174 | | |
Short Contracts | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | (11) | | | 06/19/19 | | | | | (1,366,406) | | | | | | (20,473) | | |
U.S. Treasury 5-Year Note | | | (61) | | | 06/28/19 | | | | | (7,065,516) | | | | | | (66,836) | | |
| | | | | | | | | | $ | (8,431,922) | | | | | $ | (87,309) | | |
|
Voya Short Term Bond Fund | as of March 31, 2019 (continued) |
Description | | | Counterparty | | | Exercise Rate(1) | | | Pay/ Receive Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Premium receivable/ (payable) at expiration(2) | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Call on 5-Year Interest Rate Swap (Purchased) | | | Bank of America N.A. | | | | | 5.250% | | | | Receive | | | 3-month USD-LIBOR | | | | | 02/21/20 | | | | USD 605,000 | | | | $ | (317,625) | | | | | $ | (158) | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Barclays Bank PLC | | | | | 5.288% | | | | Receive | | | 3-month USD-LIBOR | | | | | 04/25/19 | | | | USD1,719,000 | | | | | (90,892) | | | | | | (3,107) | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Goldman Sachs International | | | | | 5.130% | | | | Receive | | | 3-month USD-LIBOR | | | | | 03/16/20 | | | | USD809,000 | | | | | (41,502) | | | | | | 753 | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 5.280% | | | | Receive | | | 3-month USD-LIBOR | | | | | 02/24/20 | | | | USD508,000 | | | | | (26,810) | | | | | | (252) | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 5.290% | | | | Receive | | | 3-month USD-LIBOR | | | | | 02/27/20 | | | | USD1,441,000 | | | | | (76,301) | | | | | | (969) | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 5.320% | | | | Receive | | | 3-month USD-LIBOR | | | | | 04/25/19 | | | | USD1,911,000 | | | | | (101,665) | | | | | | (4,074) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (654,795) | | | | | $ | (7,807) | | |
|
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* | | | | $ | 109,174 | | |
Interest rate contracts | | | Unrealized appreciation on forward premium swaptions | | | | | 753 | | |
Total Asset Derivatives | | | | | | | $ | 109,927 | | |
Liability Derivatives | | | | | | | | | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 87,309 | | |
Interest rate contracts | | | Unrealized depreciation on forward premium swaptions | | | | | 8,560 | | |
Total Liability Derivatives | | | | | | | $ | 95,869 | | |
|
Voya Short Term Bond Fund | as of March 31, 2019 (continued) |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Futures | | | Swaps | | | Total | | ||||||||||||
Equity contracts | | | | $ | — | | | | | $ | (20,413) | | | | | $ | — | | | | | $ | (20,413) | | |
Interest rate contracts | | | | | (9,226) | | | | | | (101,606) | | | | | | (189) | | | | | | (111,021) | | |
Total | | | | $ | (9,226) | | | | | $ | (122,019) | | | | | $ | (189) | | | | | $ | (131,434) | | |
|
Derivatives not accounted for as hedging instruments | | | Investments* | | | Futures | | | Total | | |||||||||
Interest rate contracts | | | | $ | (12,613) | | | | | $ | 52,977 | | | | | $ | 40,364 | | |
Total | | | | $ | (12,613) | | | | | $ | 52,977 | | | | | $ | 40,364 | | |
|
| | | Bank of America N.A. | | | Goldman Sachs International | | | Morgan Stanley Capital Services LLC | | | Totals | | ||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward premium swaptions | | | | $ | — | | | | | $ | 753 | | | | | $ | — | | | | | $ | 753 | | |
Total Assets | | | | $ | — | | | | | $ | 753 | | | | | $ | — | | | | | $ | 753 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward premium swaptions | | | | $ | 3,265 | | | | | $ | — | | | | | $ | 5,295 | | | | | $ | 8,560 | | |
Total Liabilities | | | | $ | 3,265 | | | | | $ | — | | | | | $ | 5,295 | | | | | $ | 8,560 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (3,265) | | | | | $ | 753 | | | | | $ | (5,295) | | | | | $ | (7,807) | | |
Total collateral pledged by the Fund/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | (3,265) | | | | | $ | 753 | | | | | $ | (5,295) | | | | | $ | (7,807) | | |
|
| Cost for federal income tax purposes was $120,611,706. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 595,050 | | |
| Gross Unrealized Depreciation | | | | | (550,796) | | |
| Net Unrealized Appreciation | | | | $ | 44,254 | | |
|
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
CORPORATE BONDS/NOTES: 14.1% | | ||||||||||||||||||
| | | | | | Basic Materials: 1.0% | | ||||||||||||
| | 1,925,000 | (1) | | Anglo American Capital PLC, 3.625%, 09/11/2024 | | | | $ | 1,909,753 | | | | | | 0.1 | | | |
| | 440,000 | (1) | | Aruba Investments, Inc., 8.750%, 02/15/2023 | | | | | 442,200 | | | | | | 0.0 | | | |
| | 565,000 | (1) | | Cascades, Inc., 5.500%, 07/15/2022 | | | | | 570,650 | | | | | | 0.1 | | | |
| | 550,000 | (1)(2) | | Constellium NV, 6.625%, 03/01/2025 | | | | | 562,375 | | | | | | 0.1 | | | |
| | 440,000 | (1) | | Cornerstone Chemical Co., 6.750%, 08/15/2024 | | | | | 415,800 | | | | | | 0.0 | | | |
�� | | 1,250,000 | (1) | | Evraz PLC, 5.250%, 04/02/2024 | | | | | 1,252,662 | | | | | | 0.1 | | | |
| | 200,000 | (1) | | First Quantum Minerals Ltd., 6.500%, 03/01/2024 | | | | | 188,750 | | | | | | 0.0 | | | |
| | 230,000 | (1) | | Kraton Polymers LLC/Kraton Polymers Capital Corp., 7.000%, 04/15/2025 | | | | | 233,450 | | | | | | 0.0 | | | |
| | 600,000 | (1) | | OCI NV, 6.625%, 04/15/2023 | | | | | 625,200 | | | | | | 0.1 | | | |
| | 365,000 | (1)(2) | | Rayonier AM Products, Inc., 5.500%, 06/01/2024 | | | | | 344,013 | | | | | | 0.0 | | | |
| | 500,000 | (1) | | Schweitzer-Mauduit International, Inc., 6.875%, 10/01/2026 | | | | | 506,250 | | | | | | 0.0 | | | |
| | 85,000 | (1)(2) | | Tronox Finance PLC, 5.750%, 10/01/2025 | | | | | 79,156 | | | | | | 0.0 | | | |
| | 320,000 | (1) | | Tronox, Inc., 6.500%, 04/15/2026 | | | | | 306,608 | | | | | | 0.0 | | | |
| | 6,505,000 | | | | Other Securities | | | | | 6,447,475 | | | | | | 0.5 | | |
| | | | | | | | | | | 13,884,342 | | | | | | 1.0 | | |
| | | | | | Communications: 2.4% | | ||||||||||||
| | 775,000 | (1) | | Altice France SA/France, 6.250%, 05/15/2024 | | | | | 783,719 | | | | | | 0.0 | | | |
| | 200,000 | (1) | | Altice Luxembourg SA, 7.625%, 02/15/2025 | | | | | 176,000 | | | | | | 0.0 | | | |
| | 750,000 | (1) | | Altice Luxembourg SA, 7.750%, 05/15/2022 | | | | | 751,875 | | | | | | 0.1 | | | |
| | 410,000 | (1) | | Block Communications, Inc., 6.875%, 02/15/2025 | | | | | 426,913 | | | | | | 0.0 | | | |
| | 400,000 | (1) | | C&W Senior Financing DAC, 7.500%, 10/15/2026 | | | | | 413,000 | | | | | | 0.0 | | | |
| | 325,000 | (1)(2) | | CBS Radio, Inc., 7.250%, 11/01/2024 | | | | | 325,000 | | | | | | 0.0 | | | |
| | 280,000 | (1) | | CCO Holdings LLC/CCO Holdings Capital Corp., 5.125%, 05/01/2027 | | | | | 282,450 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | Communications (continued) | | ||||||||||||
| | 155,000 | (1) | | CCO Holdings LLC/CCO Holdings Capital Corp., 5.000%, 02/01/2028 | | | | $ | 153,644 | | | | | | 0.0 | | | |
| | 1,455,000 | (1) | | CCO Holdings LLC/CCO Holdings Capital Corp., 5.750%, 02/15/2026 | | | | | 1,527,750 | | | | | | 0.1 | | | |
| | 380,000 | (1) | | Clear Channel Worldwide Holdings, Inc., 9.250%, 02/15/2024 | | | | | 403,750 | | | | | | 0.0 | | | |
| | 195,000 | (1) | | CommScope Finance LLC, 8.250%, 03/01/2027 | | | | | 202,800 | | | | | | 0.0 | | | |
| | 390,000 | (1) | | CommScope Tech Finance LLC, 6.000%, 06/15/2025 | | | | | 380,620 | | | | | | 0.1 | | | |
| | 320,000 | (1) | | CommScope Technologies LLC, 5.000%, 03/15/2027 | | | | | 284,538 | | | | | | 0.0 | | | |
| | 700,000 | (1) | | CSC Holdings LLC, 5.500%, 05/15/2026 | | | | | 721,210 | | | | | | 0.1 | | | |
| | 300,000 | (1) | | Frontier Communications Corp., 8.000%, 04/01/2027 | | | | | 310,500 | | | | | | 0.0 | | | |
| | 520,000 | (1) | | Gray Television, Inc., 5.125%, 10/15/2024 | | | | | 522,600 | | | | | | 0.1 | | | |
| | 275,000 | (1) | | Gray Television, Inc., 7.000%, 05/15/2027 | | | | | 292,875 | | | | | | 0.0 | | | |
| | 300,000 | (1) | | Intelsat Connect Finance SA, 9.500%, 02/15/2023 | | | | | 267,090 | | | | | | 0.0 | | | |
| | 365,000 | (1) | | Intelsat Jackson Holdings SA, 8.500%, 10/15/2024 | | | | | 356,788 | | | | | | 0.1 | | | |
| | 695,000 | (1) | | Netflix, Inc., 5.875%, 11/15/2028 | | | | | 735,831 | | | | | | 0.1 | | | |
| | 730,000 | (1) | | Nexstar Broadcasting, Inc., 5.625%, 08/01/2024 | | | | | 742,775 | | | | | | 0.1 | | | |
| | 500,000 | (1) | | Plantronics, Inc., 5.500%, 05/31/2023 | | | | | 502,500 | | | | | | 0.0 | | | |
| | 320,000 | (1) | | Salem Media Group, Inc., 6.750%, 06/01/2024 | | | | | 291,200 | | | | | | 0.0 | | | |
| | 455,000 | (1) | | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | | | | | 437,938 | | | | | | 0.0 | | | |
| | 90,000 | (1) | | Sinclair Television Group, Inc., 5.625%, 08/01/2024 | | | | | 91,012 | | | | | | 0.0 | | | |
| | 520,000 | (1) | | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | | | | | 522,262 | | | | | | 0.1 | | | |
| | 375,000 | (1) | | Sirius XM Radio, Inc., 6.000%, 07/15/2024 | | | | | 390,000 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | Communications (continued) | | ||||||||||||
| | 430,000 | (1) | | Telesat Canada/Telesat LLC, 8.875%, 11/15/2024 | | | | $ | 464,400 | | | | | | 0.0 | | | |
| | 95,000 | (1) | | ViaSat, Inc., 5.625%, 04/15/2027 | | | | | 96,910 | | | | | | 0.0 | | | |
| | 21,871,000 | (3) | | Other Securities | | | | | 21,796,434 | | | | | | 1.5 | | | |
| | | | | | | | | | | 34,654,384 | | | | | | 2.4 | | |
| | | | | | Consumer, Cyclical: 1.3% | | ||||||||||||
| | 705,000 | (1) | | 1011778 BC ULC/New Red Finance, Inc., 5.000%, 10/15/2025 | | | | | 698,161 | | | | | | 0.1 | | | |
| | 285,000 | (1) | | Allison Transmission, Inc., 5.875%, 06/01/2029 | | | | | 288,919 | | | | | | 0.0 | | | |
| | 255,000 | (1) | | Ashton Woods USA LLC/Ashton Woods Finance Co., 6.750%, 08/01/2025 | | | | | 233,325 | | | | | | 0.0 | | | |
| | 200,000 | (1) | | Ashton Woods USA LLC/Ashton Woods Finance Co., 9.875%, 04/01/2027 | | | | | 205,000 | | | | | | 0.0 | | | |
| | 570,000 | (1) | | Caesars Resort Collection LLC/CRC Finco, Inc., 5.250%, 10/15/2025 | | | | | 551,475 | | | | | | 0.1 | | | |
| | 230,000 | (1) | | Carmike Cinemas, Inc., 6.000%, 06/15/2023 | | | | | 241,799 | | | | | | 0.0 | | | |
| | 385,000 | (1)(2) | | CCM Merger, Inc., 6.000%, 03/15/2022 | | | | | 396,069 | | | | | | 0.0 | | | |
| | 340,000 | (1) | | EMI Music Publishing Group North America Holdings, Inc., 7.625%, 06/15/2024 | | | | | 361,250 | | | | | | 0.0 | | | |
| | 565,000 | (1) | | Golden Nugget, Inc., 6.750%, 10/15/2024 | | | | | 569,237 | | | | | | 0.1 | | | |
| | 200,000 | (1) | | International Game Technology PLC, 6.250%, 02/15/2022 | | | | | 208,750 | | | | | | 0.0 | | | |
| | 400,000 | (1) | | International Game Technology PLC, 6.500%, 02/15/2025 | | | | | 418,000 | | | | | | 0.1 | | | |
| | 540,000 | (1) | | Live Nation Entertainment, Inc., 5.375%, 06/15/2022 | | | | | 548,100 | | | | | | 0.0 | | | |
| | 545,000 | (1) | | Navistar International Corp., 6.625%, 11/01/2025 | | | | | 556,581 | | | | | | 0.1 | | | |
| | 95,000 | (1) | | Panther BF Aggregator 2 L.P./Panther Finance Co., Inc., 6.250%, 05/15/2026 | | | | | 97,137 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | 145,000 | (1) | | Panther BF Aggregator 2 L.P./Panther Finance Co., Inc., 8.500%, 05/15/2027 | | | | $ | 145,725 | | | | | | 0.0 | | | |
| | 380,000 | (1) | | Penn National Gaming, Inc., 5.625%, 01/15/2027 | | | | | 370,500 | | | | | | 0.0 | | | |
| | 865,000 | (1) | | PetSmart, Inc., 7.125%, 03/15/2023 | | | | | 648,750 | | | | | | 0.1 | | | |
| | 300,000 | (1) | | Scientific Games International, Inc., 5.000%, 10/15/2025 | | | | | 294,750 | | | | | | 0.0 | | | |
| | 635,000 | (1) | | Scientific Games International, Inc., 8.250%, 03/15/2026 | | | | | 649,288 | | | | | | 0.1 | | | |
| | 375,000 | (1) | | Silversea Cruise Finance Ltd., 7.250%, 02/01/2025 | | | | | 407,438 | | | | | | 0.0 | | | |
| | 55,000 | (1) | | Six Flags Entertainment Corp., 4.875%, 07/31/2024 | | | | | 54,278 | | | | | | 0.0 | | | |
| | 410,000 | (1) | | Six Flags Entertainment Corp., 5.500%, 04/15/2027 | | | | | 406,433 | | | | | | 0.0 | | | |
| | 365,000 | (1) | | Station Casinos LLC, 5.000%, 10/01/2025 | | | | | 360,438 | | | | | | 0.0 | | | |
| | 545,000 | (1) | | Viking Cruises Ltd., 5.875%, 09/15/2027 | | | | | 531,375 | | | | | | 0.0 | | | |
| | 110,000 | (1) | | William Carter Co/The, 5.625%, 03/15/2027 | | | | | 114,125 | | | | | | 0.0 | | | |
| | 250,000 | (1) | | WMG Acquisition Corp., 5.000%, 08/01/2023 | | | | | 255,313 | | | | | | 0.0 | | | |
| | 470,000 | (1) | | Wolverine World Wide, Inc., 5.000%, 09/01/2026 | | | | | 458,250 | | | | | | 0.0 | | | |
| | 8,300,000 | (3) | | Other Securities | | | | | 8,276,421 | | | | | | 0.6 | | | |
| | | | | | | | | | | 18,346,887 | | | | | | 1.3 | | |
| | | | | | Consumer, Non-cyclical: 2.8% | | ||||||||||||
| | 175,000 | (1) | | Albertsons Cos LLC/ Safeway, Inc./New Albertsons L.P./ Albertson’s LLC, 7.500%, 03/15/2026 | | | | | 180,906 | | | | | | 0.0 | | | |
| | 230,000 | (1)(2) | | Aptim Corp., 7.750%, 06/15/2025 | | | | | 178,825 | | | | | | 0.0 | | | |
| | 815,000 | (1) | | Bausch Health Americas, Inc., 8.500%, 01/31/2027 | | | | | 865,937 | | | | | | 0.1 | | | |
| | 615,000 | (1) | | Bausch Health Cos, Inc., 5.500%, 03/01/2023 | | | | | 620,277 | | | | | | 0.0 | | | |
| | 730,000 | (1) | | Bausch Health Cos, Inc., 5.500%, 11/01/2025 | | | | | 748,250 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | 365,000 | (1) | | Cardtronics, Inc./ Cardtronics USA, Inc., 5.500%, 05/01/2025 | | | | $ | 358,612 | | | | | | 0.0 | | | |
| | 1,220,000 | (1) | | Cigna Corp., 3.750%, 07/15/2023 | | | | | 1,252,143 | | | | | | 0.1 | | | |
| | 1,990,000 | (1) | | Cigna Corp., 4.900%, 12/15/2048 | | | | | 2,062,518 | | | | | | 0.2 | | | |
| | 410,000 | (1) | | Cott Holdings, Inc., 5.500%, 04/01/2025 | | | | | 415,125 | | | | | | 0.0 | | | |
| | 295,000 | (1)(4) | | Eagle Holding CO II LLC, 7.625% (PIK Rate 8.375%, Cash Rate 7.625%), 05/15/2022 | | | | | 298,319 | | | | | | 0.0 | | | |
| | 250,000 | (1)(2) | | Endo Dac/Endo Finance LLC/Endo Finco, Inc., 5.875%, 10/15/2024 | | | | | 246,562 | | | | | | 0.0 | | | |
| | 365,000 | (1) | | Garda World Security Corp., 8.750%, 05/15/2025 | | | | | 349,487 | | | | | | 0.0 | | | |
| | 465,000 | (1) | | Graham Holdings Co., 5.750%, 06/01/2026 | | | | | 489,413 | | | | | | 0.0 | | | |
| | 90,000 | (1) | | Hertz Corp., 5.500%, 10/15/2024 | | | | | 75,938 | | | | | | 0.0 | | | |
| | 590,000 | (1) | | Hill-Rom Holdings, Inc., 5.750%, 09/01/2023 | | | | | 610,650 | | | | | | 0.1 | | | |
| | 415,000 | (1) | | Jaguar Holding Co. II/Pharmaceutical Product Development LLC, 6.375%, 08/01/2023 | | | | | 423,819 | | | | | | 0.0 | | | |
| | 275,000 | (1) | | JBS USA LUX SA/JBS USA Finance, Inc., 5.875%, 07/15/2024 | | | | | 283,594 | | | | | | 0.0 | | | |
| | 275,000 | (1) | | JBS USA LUX SA/JBS USA Finance, Inc., 6.750%, 02/15/2028 | | | | | 285,656 | | | | | | 0.1 | | | |
| | 515,000 | (1) | | MPH Acquisition Holdings LLC, 7.125%, 06/01/2024 | | | | | 515,000 | | | | | | 0.0 | | | |
| | 525,000 | (1) | | Par Pharmaceutical, Inc., 7.500%, 04/01/2027 | | | | | 533,531 | | | | | | 0.1 | | | |
| | 250,000 | (1) | | Pilgrim’s Pride Corp., 5.750%, 03/15/2025 | | | | | 253,750 | | | | | | 0.0 | | | |
| | 250,000 | (1) | | Pilgrim’s Pride Corp., 5.875%, 09/30/2027 | | | | | 252,500 | | | | | | 0.0 | | | |
| | 320,000 | (1)(4) | | Polaris Intermediate Corp., 8.500% (PIK Rate 8.500%, Cash Rate 0.000%), 12/01/2022 | | | | | 316,880 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | 590,000 | (1) | | Post Holdings, Inc., 5.000%, 08/15/2026 | | | | $ | 575,988 | | | | | | 0.1 | | | |
| | 140,000 | (1) | | Post Holdings, Inc., 8.000%, 07/15/2025 | | | | | 150,150 | | | | | | 0.0 | | | |
| | 325,000 | (1) | | Simmons Foods, Inc., 5.750%, 11/01/2024 | | | | | 286,813 | | | | | | 0.0 | | | |
| | 420,000 | (1) | | Vizient, Inc., 10.375%, 03/01/2024 | | | | | 456,981 | | | | | | 0.0 | | | |
| | 220,000 | (1) | | West Street Merger Sub, Inc., 6.375%, 09/01/2025 | | | | | 215,050 | | | | | | 0.0 | | | |
| | 26,093,000 | (3) | | Other Securities | | | | | 26,115,688 | | | | | | 1.9 | | | |
| | | | | | | | | | | 39,418,362 | | | | | | 2.8 | | |
| | | | | | Energy: 2.5% | | ||||||||||||
| | 210,000 | (1) | | Archrock Partners L.P./Archrock Partners Finance Corp., 6.875%, 04/01/2027 | | | | | 214,662 | | | | | | 0.0 | | | |
| | 365,000 | (1) | | Calfrac Holdings L.P., 8.500%, 06/15/2026 | | | | | 284,700 | | | | | | 0.0 | | | |
| | 845,000 | (1)(2) | | California Resources Corp., 8.000%, 12/15/2022 | | | | | 665,691 | | | | | | 0.1 | | | |
| | 410,000 | (1) | | Covey Park Energy LLC/Covey Park Finance Corp., 7.500%, 05/15/2025 | | | | | 382,202 | | | | | | 0.0 | | | |
| | 340,000 | (1) | | Empresa Nacional del Petroleo, 5.250%, 11/06/2029 | | | | | 366,244 | | | | | | 0.0 | | | |
| | 185,000 | (1) | | Endeavor Energy Resources L.P./EER Finance, Inc., 5.500%, 01/30/2026 | | | | | 191,012 | | | | | | 0.0 | | | |
| | 230,000 | (1) | | Endeavor Energy Resources L.P./EER Finance, Inc., 5.750%, 01/30/2028 | | | | | 242,650 | | | | | | 0.1 | | | |
| | 765,000 | (1) | | Hess Infrastructure Partners L.P./Hess Infrastructure Partners Finance Corp., 5.625%, 02/15/2026 | | | | | 782,212 | | | | | | 0.1 | | | |
| | 430,000 | (1) | | Indigo Natural Resources LLC, 6.875%, 02/15/2026 | | | | | 382,700 | | | | | | 0.0 | | | |
| | 585,000 | (1)(2) | | Jonah Energy LLC/Jonah Energy Finance Corp., 7.250%, 10/15/2025 | | | | | 312,975 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | Energy (continued) | | ||||||||||||
| | 520,000 | (1) | | Lonestar Resources America, Inc., 11.250%, 01/01/2023 | | | | $ | 507,000 | | | | | | 0.1 | | | |
| | 405,000 | (1) | | Magnolia Oil & Gas Operating LLC/Magnolia Oil & Gas Finance Corp., 6.000%, 08/01/2026 | | | | | 411,075 | | | | | | 0.0 | | | |
| | 345,000 | (1) | | Moss Creek Resources Holdings, Inc., 7.500%, 01/15/2026 | | | | | 319,987 | | | | | | 0.0 | | | |
| | 500,000 | (1) | | Murray Energy Corp., 11.250%, 04/15/2021 | | | | | 267,500 | | | | | | 0.0 | | | |
| | 385,000 | (1) | | NGPL PipeCo LLC, 4.875%, 08/15/2027 | | | | | 390,294 | | | | | | 0.0 | | | |
| | 320,000 | (1) | | Noble Holding International Ltd., 7.875%, 02/01/2026 | | | | | 298,000 | | | | | | 0.0 | | | |
| | 140,000 | (1)(2) | | Sanchez Energy Corp., 7.250%, 02/15/2023 | | | | | 113,400 | | | | | | 0.0 | | | |
| | 345,000 | (1) | | Tallgrass Energy Partners L.P./Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | | | | | 347,156 | | | | | | 0.0 | | | |
| | 90,000 | (1) | | Targa Resources Partners L.P./Targa Resources Partners Finance Corp., 6.500%, 07/15/2027 | | | | | 97,313 | | | | | | 0.0 | | | |
| | 270,000 | (1) | | Targa Resources Partners L.P./Targa Resources Partners Finance Corp., 6.875%, 01/15/2029 | | | | | 294,638 | | | | | | 0.0 | | | |
| | 470,000 | (1) | | Vermilion Energy, Inc., 5.625%, 03/15/2025 | | | | | 458,250 | | | | | | 0.1 | | | |
| | 27,608,000 | (3) | | Other Securities | | | | | 28,126,169 | | | | | | 2.0 | | | |
| | | | | | | | | | | 35,455,830 | | | | | | 2.5 | | |
| | | | | | Financial: 1.6% | | ||||||||||||
| | 327,000 | | | | Bank of America Corp., 2.625%, 10/19/2020 | | | | | 326,347 | | | | | | 0.0 | | |
| | 409,000 | (1) | | BPCE SA, 4.500%, 03/15/2025 | | | | | 411,900 | | | | | | 0.0 | | | |
| | 1,980,000 | | | | Citigroup, Inc., 2.900%-4.750%, 12/08/2021-05/18/2046 | | | | | 2,043,965 | | | | | | 0.2 | | |
| | 510,000 | (1) | | ESH Hospitality, Inc., 5.250%, 05/01/2025 | | | | | 508,087 | | | | | | 0.1 | | | |
| | 445,000 | (1) | | HUB International Ltd., 7.000%, 05/01/2026 | | | | | 441,663 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | Financial (continued) | | ||||||||||||
| | 461,000 | (5) | | JPMorgan Chase & Co., 4.250%-6.125%, 10/01/2027-12/31/2199 | | | | $ | 481,280 | | | | | | 0.0 | | | |
| | 455,000 | (1) | | Lions Gate Capital Holdings LLC, 5.875%, 11/01/2024 | | | | | 470,925 | | | | | | 0.0 | | | |
| | 268,000 | | | | Morgan Stanley, 4.000%, 07/23/2025 | | | | | 276,264 | | | | | | 0.0 | | |
| | 950,000 | (1) | | QNB Finansbank AS, 6.875%, 09/07/2024 | | | | | 916,630 | | | | | | 0.1 | | | |
| | 410,000 | (1) | | Quicken Loans, Inc., 5.250%, 01/15/2028 | | | | | 385,400 | | | | | | 0.0 | | | |
| | 590,000 | (1) | | Realogy Group LLC/ Realogy Co-Issuer Corp., 5.250%, 12/01/2021 | | | | | 595,163 | | | | | | 0.1 | | | |
| | 455,000 | (1) | | Tempo Acquisition LLC/Tempo Acquisition Finance Corp., 6.750%, 06/01/2025 | | | | | 460,688 | | | | | | 0.0 | | | |
| | 550,000 | (1) | | Turkiye Vakiflar Bankasi TAO, 8.125%, 03/28/2024 | | | | | 519,728 | | | | | | 0.1 | | | |
| | 200,000 | (1) | | UBS Group Funding Switzerland AG, 2.950%, 09/24/2020 | | | | | 200,031 | | | | | | 0.0 | | | |
| | 2,348,000 | (5) | | Wells Fargo & Co., 4.300%-5.900%, 07/22/2027-12/31/2199 | | | | | 2,458,826 | | | | | | 0.2 | | | |
| | 11,339,000 | | | | Other Securities | | | | | 11,659,056 | | | | | | 0.8 | | |
| | | | | | | | | | | 22,155,953 | | | | | | 1.6 | | |
| | | | | | Industrial: 1.2% | | ||||||||||||
| | 520,000 | (1) | | Advanced Disposal Services, Inc., 5.625%, 11/15/2024 | | | | | 533,000 | | | | | | 0.0 | | | |
| | 410,000 | (1) | | ATS Automation Tooling Systems, Inc., 6.500%, 06/15/2023 | | | | | 425,888 | | | | | | 0.0 | | | |
| | 235,000 | (1) | | Avolon Holdings Funding Ltd., 5.250%, 05/15/2024 | | | | | 242,638 | | | | | | 0.0 | | | |
| | 480,000 | (1) | | BMC East LLC, 5.500%, 10/01/2024 | | | | | 473,400 | | | | | | 0.0 | | | |
| | 160,000 | (1)(2) | | Bombardier, Inc., 6.000%, 10/15/2022 | | | | | 162,200 | | | | | | 0.0 | | | |
| | 475,000 | (1) | | Bombardier, Inc., 8.750%, 12/01/2021 | | | | | 526,656 | | | | | | 0.1 | | | |
| | 685,000 | (1) | | BWAY Holding Co., 7.250%, 04/15/2025 | | | | | 663,162 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | Industrial (continued) | | ||||||||||||
| | 470,000 | (1) | | FXI Holdings, Inc., 7.875%, 11/01/2024 | | | | $ | 438,275 | | | | | | 0.0 | | | |
| | 500,000 | (1) | | Itron, Inc., 5.000%, 01/15/2026 | | | | | 493,125 | | | | | | 0.0 | | | |
| | 600,000 | (1) | | James Hardie International Finance DAC, 4.750%, 01/15/2025 | | | | | 594,000 | | | | | | 0.1 | | | |
| | 300,000 | (1) | | Koppers, Inc., 6.000%, 02/15/2025 | | | | | 294,750 | | | | | | 0.0 | | | |
| | 140,000 | (1) | | Masonite International Corp., 5.625%, 03/15/2023 | | | | | 143,675 | | | | | | 0.0 | | | |
| | 365,000 | (1) | | Masonite International Corp., 5.750%, 09/15/2026 | | | | | 374,125 | | | | | | 0.0 | | | |
| | 300,000 | (1) | | Multi-Color Corp., 4.875%, 11/01/2025 | | | | | 310,500 | | | | | | 0.1 | | | |
| | 275,000 | (1) | | Multi-Color Corp., 6.125%, 12/01/2022 | | | | | 283,938 | | | | | | 0.0 | | | |
| | 590,000 | (1) | | Novelis Corp., 5.875%, 09/30/2026 | | | | | 588,525 | | | | | | 0.1 | | | |
| | 520,000 | (1) | | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/2023 | | | | | 546,598 | | | | | | 0.0 | | | |
| | 235,000 | (1) | | Park Aerospace Holdings Ltd., 5.250%, 08/15/2022 | | | | | 241,439 | | | | | | 0.0 | | | |
| | 410,000 | (1) | | PGT Escrow Issuer, Inc., 6.750%, 08/01/2026 | | | | | 427,425 | | | | | | 0.0 | | | |
| | 455,000 | (1) | | Resideo Funding, Inc., 6.125%, 11/01/2026 | | | | | 470,925 | | | | | | 0.0 | | | |
| | 230,000 | (1) | | Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer Lu, 5.125%, 07/15/2023 | | | | | 234,025 | | | | | | 0.0 | | | |
| | 250,000 | (1) | | Sealed Air Corp., 5.500%, 09/15/2025 | | | | | 263,800 | | | | | | 0.0 | | | |
| | 185,000 | (1) | | Standard Industries, Inc./NJ, 5.000%, 02/15/2027 | | | | | 179,505 | | | | | | 0.0 | | | |
| | 455,000 | (1) | | Standard Industries, Inc./NJ, 6.000%, 10/15/2025 | | | | | 478,701 | | | | | | 0.1 | | | |
| | 405,000 | (1) | | Stevens Holding Co., Inc., 6.125%, 10/01/2026 | | | | | 419,175 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | Industrial (continued) | | ||||||||||||
| | 350,000 | (1) | | Summit Materials LLC/Summit Materials Finance Corp., 5.125%, 06/01/2025 | | | | $ | 338,625 | | | | | | 0.0 | | | |
| | 375,000 | (1) | | Summit Materials LLC/Summit Materials Finance Corp., 6.500%, 03/15/2027 | | | | | 378,750 | | | | | | 0.1 | | | |
| | 455,000 | (1) | | Zekelman Industries, Inc., 9.875%, 06/15/2023 | | | | | 484,859 | | | | | | 0.0 | | | |
| | 11,199,000 | (3)(6) | | Other Securities | | | | | 6,378,070 | | | | | | 0.5 | | | |
| | | | | | | | | | | 17,389,754 | | | | | | 1.2 | | |
| | | | | | Technology: 0.6% | | ||||||||||||
| | 455,000 | (1) | | Ascend Learning LLC, 6.875%, 08/01/2025 | | | | | 453,862 | | | | | | 0.0 | | | |
| | 475,000 | (1) | | Change Healthcare Holdings LLC/Change Healthcare Finance, Inc., 5.750%, 03/01/2025 | | | | | 471,770 | | | | | | 0.1 | | | |
| | 345,000 | (1) | | Dell International LLC/EMC Corp., 7.125%, 06/15/2024 | | | | | 365,840 | | | | | | 0.0 | | | |
| | 1,620,000 | (1) | | Dell International LLC/EMC Corp., 8.350%, 07/15/2046 | | | | | 1,960,653 | | | | | | 0.2 | | | |
| | 530,000 | (1) | | First Data Corp., 5.750%, 01/15/2024 | | | | | 546,960 | | | | | | 0.1 | | | |
| | 410,000 | (1) | | MSCI, Inc., 5.750%, 08/15/2025 | | | | | 432,550 | | | | | | 0.0 | | | |
| | 430,000 | (1) | | Open Text Corp., 5.875%, 06/01/2026 | | | | | 450,425 | | | | | | 0.0 | | | |
| | 365,000 | (1) | | RP Crown Parent LLC, 7.375%, 10/15/2024 | | | | | 375,037 | | | | | | 0.0 | | | |
| | 240,000 | (1) | | SS&C Technologies, Inc., 5.500%, 09/30/2027 | | | | | 242,850 | | | | | | 0.0 | | | |
| | 250,000 | (1)(2) | | Veritas US, Inc./Veritas Bermuda Ltd.., 10.500%, 02/01/2024 | | | | | 225,000 | | | | | | 0.0 | | | |
| | 2,444,000 | | | | Other Securities | | | | | 2,475,003 | | | | | | 0.2 | | |
| | | | | | | | | | | 7,999,950 | | | | | | 0.6 | | |
| | | | | | Utilities: 0.7% | | ||||||||||||
| | 390,000 | (1) | | Drax Finco PLC, 6.625%, 11/01/2025 | | | | | 396,825 | | | | | | 0.0 | | | |
| | 500,000 | (1) | | Israel Electric Corp. Ltd., 4.250%, 08/14/2028 | | | | | 504,203 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | Utilities (continued) | | ||||||||||||
| | 450,000 | (1) | | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/2023 | | | | $ | 428,625 | | | | | | 0.0 | | | |
| | 230,000 | (1) | | Vistra Operations Co. LLC, 5.500%, 09/01/2026 | | | | | 239,775 | | | | | | 0.0 | | | |
| | 430,000 | (1) | | Vistra Operations Co. LLC, 5.625%, 02/15/2027 | | | | | 448,275 | | | | | | 0.1 | | | |
| | 7,925,000 | | | | Other Securities | | | | | 8,141,963 | | | | | | 0.6 | | |
| | | | | | | | | | | 10,159,666 | | | | | | 0.7 | | |
| | | | | | Total Corporate Bonds/Notes (Cost $193,189,626) | | | | | 199,465,128 | | | | | | 14.1 | | |
COLLATERALIZED MORTGAGE OBLIGATIONS: 22.3% | | ||||||||||||||||||
| | 354,354 | | | | Adjustable Rate Mortgage Trust 2005-7 7A21, 2.986%, (US0001M + 0.500%), 10/25/2035 | | | | | 352,407 | | | | | | 0.0 | | |
| | 1,310,885 | (1)(5) | | Agate Bay Mortgage Trust 2014-1 B4, 3.877%, 07/25/2044 | | | | | 1,304,812 | | | | | | 0.1 | | | |
| | 2,010,461 | (1)(5) | | Agate Bay Mortgage Trust 2014-2 B4, 3.887%, 09/25/2044 | | | | | 2,036,089 | | | | | | 0.1 | | | |
| | 2,674,099 | (1)(5) | | Agate Bay Mortgage Trust 2016-1 B3, 3.781%, 12/25/2045 | | | | | 2,615,402 | | | | | | 0.2 | | | |
| | 724,807 | | | | Alternative Loan Trust 2004-J7 MI, 3.506%, (US0001M + 1.020%), 10/25/2034 | | | | | 709,714 | | | | | | 0.1 | | |
| | 157,312 | | | | Alternative Loan Trust 2005-10CB 1A1, 2.986%, (US0001M + 0.500%), 05/25/2035 | | | | | 136,855 | | | | | | 0.0 | | |
| | 627,572 | | | | Alternative Loan Trust 2005-10CB 1A2, 2.936%, (US0001M + 0.450%), 05/25/2035 | | | | | 544,772 | | | | | | 0.0 | | |
| | 668,353 | | | | Alternative Loan Trust 2005-23CB A15, 5.500%, 07/25/2035 | | | | | 662,240 | | | | | | 0.1 | | |
| | 225,398 | | | | Alternative Loan Trust 2005-51 3A2A, 3.687%, (12MTA + 1.290%), 11/20/2035 | | | | | 220,332 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | 72,441 | | | | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035 | | | | $ | 70,193 | | | | | | 0.0 | | |
| | 326,791 | | | | Alternative Loan Trust 2005-J2 1A12, 2.886%, (US0001M + 0.400%), 04/25/2035 | | | | | 283,588 | | | | | | 0.0 | | |
| | 45,364 | | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | | | | | 34,689 | | | | | | 0.0 | | |
| | 802,252 | | | | Alternative Loan Trust 2006-18CB A10, 2.886%, (US0001M + 0.400%), 07/25/2036 | | | | | 527,276 | | | | | | 0.0 | | |
| | 192,159 | | | | Alternative Loan Trust 2006-19CB A12, 2.886%, (US0001M + 0.400%), 08/25/2036 | | | | | 132,048 | | | | | | 0.0 | | |
| | 813,752 | | | | Alternative Loan Trust 2006-19CB A28, 3.086%, (US0001M + 0.600%), 08/25/2036 | | | | | 569,401 | | | | | | 0.1 | | |
| | 1,345,144 | | | | Alternative Loan Trust 2006-27CB A5, 6.000%, 11/25/2036 | | | | | 1,151,353 | | | | �� | | 0.1 | | |
| | 552,398 | | | | Alternative Loan Trust 2006-HY11 A1, 2.606%, (US0001M + 0.120%), 06/25/2036 | | | | | 517,220 | | | | | | 0.0 | | |
| | 1,384,246 | | | | Alternative Loan Trust 2007-15CB A5, 5.750%, 07/25/2037 | | | | | 1,172,514 | | | | | | 0.1 | | |
| | 207,322 | | | | Alternative Loan Trust 2007-2CB 2A1, 3.086%, (US0001M + 0.600%), 03/25/2037 | | | | | 135,608 | | | | | | 0.0 | | |
| | 383,666 | | | | Alternative Loan Trust 2007-HY8C A1, 2.646%, (US0001M + 0.160%), 09/25/2047 | | | | | 372,400 | | | | | | 0.0 | | |
| | 1,073,382 | | | | Alternative Loan Trust 2007-OA4 A1, 2.656%, (US0001M + 0.170%), 05/25/2047 | | | | | 1,010,178 | | | | | | 0.1 | | |
| | 627,349 | | | | Banc of America Funding 2007-2 1A16 Trust, 3.086%, (US0001M + 0.600%), 03/25/2037 | | | | | 497,743 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | 3,173,416 | | | | Banc of America Funding 2007-C 7A1 Trust, 2.698%, (US0001M + 0.210%), 05/20/2047 | | | | $ | 2,979,529 | | | | | | 0.2 | | |
| | 9,580 | (1) | | Bellemeade Re Ltd. 2015-1A M2, 6.786%, (US0001M + 4.300%), 07/25/2025 | | | | | 9,612 | | | | | | 0.0 | | | |
| | 715,604 | | | | CHL Mortgage Pass-Through Trust 2005-HYB9 2A1, 4.571%, (US0012M + 1.750%), 02/20/2036 | | | | | 673,509 | | | | | | 0.1 | | |
| | 3,000,000 | (1)(5) | | CIM Trust 2019-INV1 A1, 4.000%, 02/25/2049 | | | | | 3,061,773 | | | | | | 0.2 | | | |
| | 841,123 | | | | Citicorp Mortgage Securities Trust Series 2006-3 1A4, 6.000%, 06/25/2036 | | | | | 856,267 | | | | | | 0.1 | | |
| | 165,441 | (5) | | Citigroup Mortgage Loan Trust 2006-AR2 1A1, 4.824%, 03/25/2036 | | | | | 157,744 | | | | | | 0.0 | | | |
| | 92,718 | (5) | | Citigroup Mortgage Loan Trust 2006-AR9 2A, 4.611%, 11/25/2036 | | | | | 81,376 | | | | | | 0.0 | | | |
| | 362,379 | (1)(5) | | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058 | | | | | 383,421 | | | | | | 0.0 | | | |
| | 366,156 | (5) | | Citigroup Mortgage Loan Trust, Inc. 2005-4 A, 4.483%, 08/25/2035 | | | | | 371,679 | | | | | | 0.0 | | | |
| | 807,269 | | | | Citigroup Mortgage Loan Trust, Inc. 2005-9 22A2, 6.000%, 11/25/2035 | | | | | 823,376 | | | | | | 0.1 | | |
| | 1,000,000 | (1)(5) | | COLT 2019-1 M1 Mortgage Loan Trust, 4.518%, 03/25/2049 | | | | | 1,024,711 | | | | | | 0.1 | | | |
| | 28,883 | | | | Countrywide Alternative Loan Trust 2005-53T2 2A6, 2.986%, (US0001M + 0.500%), 11/25/2035 | | | | | 18,860 | | | | | | 0.0 | | |
| | 1,132,439 | | | | Countrywide Asset-Backed Certificates 2005-IM1 M1, 3.206%, (US0001M + 0.720%), 11/25/2035 | | | | | 1,131,362 | | | | | | 0.1 | | |
| | 1,400,000 | (1)(5) | | Deephaven Residential Mortgage Trust 2018-2A M1, 4.375%, 04/25/2058 | | | | | 1,430,378 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | 2,126,000 | (1)(5) | | Deephaven Residential Mortgage Trust 2018-3 M1, 4.357%, 08/25/2058 | | | | $ | 2,182,748 | | | | | | 0.2 | | | |
| | 2,000,000 | (1)(5) | | Deephaven Residential Mortgage Trust 2019-1A M1, 4.402%, 08/25/2058 | | | | | 2,023,903 | | | | | | 0.1 | | | |
| | 734,824 | | | | Deutsche ALT-A Securities, Inc. ALT 2007-AB1 A1, 2.786%, (US0001M + 0.300%), 04/25/2037 | | | | | 471,025 | | | | | | 0.0 | | |
| | 171,852 | (1)(5) | | Deutsche Mortgage Securities, Inc. Re-REMIC Trust Certificates Series 2007-WM1 A1, 3.686%, 06/27/2037 | | | | | 173,946 | | | | | | 0.0 | | | |
| | 899,072 | (7) | | Fannie Mae 2007-18 BS, 4.115%, (-1.000*US0001M + 6.600%), 06/25/2035 | | | | | 147,786 | | | | | | 0.0 | | | |
| | 2,322,454 | (7) | | Fannie Mae 2008-94 SI, 3.015%, (-1.000*US0001M + 5.500%), 04/25/2036 | | | | | 437,700 | | | | | | 0.0 | | | |
| | 1,250,973 | (7) | | Fannie Mae 2009-95 HI, 6.000%, 12/25/2038 | | | | | 61,407 | | | | | | 0.0 | | | |
| | 360,443 | | | | Fannie Mae 2010-15 FD, 3.226%, (US0001M + 0.740%), 03/25/2040 | | | | | 366,407 | | | | | | 0.0 | | |
| | 892,590 | | | | Fannie Mae 2011-47 GF, 3.056%, (US0001M + 0.570%), 06/25/2041 | | | | | 899,529 | | | | | | 0.1 | | |
| | 338,168 | | | | Fannie Mae 2012-10 UF, 3.036%, (US0001M + 0.550%), 02/25/2042 | | | | | 340,746 | | | | | | 0.0 | | |
| | 361,777 | (7) | | Fannie Mae 2012-84 KI, 6.000%, (US0001M + 6.000%), 08/25/2042 | | | | | 78,738 | | | | | | 0.0 | | | |
| | 1,429,581 | (7) | | Fannie Mae 2012-93 IL, 3.000%, 09/25/2027 | | | | | 113,819 | | | | | | 0.0 | | | |
| | 8,607,482 | (7) | | Fannie Mae 2013-67 AI, 3.000%, 07/25/2028 | | | | | 684,289 | | | | | | 0.0 | | | |
| | 2,184,716 | (7) | | Fannie Mae 2015-56 DI, 3.000%, 12/25/2032 | | | | | 165,339 | | | | | | 0.0 | | | |
| | 44,196,473 | (7) | | Fannie Mae 2018-86 US, 3.715%, (-1.000*US0001M + 6.200%), 12/25/2048 | | | | | 6,400,829 | | | | | | 0.5 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | 1,050,000 | | | | Fannie Mae Connecticut Avenue Securities 16-C06 1M2, 6.736%, (US0001M + 4.250%), 04/25/2029 | | | | $ | 1,164,243 | | | | | | 0.1 | | |
| | 144,726 | | | | Fannie Mae Connecticut Avenue Securities 2014-CO4 1M2, 7.386%, (US0001M + 4.900%), 11/25/2024 | | | | | 162,573 | | | | | | 0.0 | | |
| | 2,569,161 | | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 6.486%, (US0001M + 4.000%), 05/25/2025 | | | | | 2,776,137 | | | | | | 0.2 | | |
| | 2,913,699 | | | | Fannie Mae Connecticut Avenue Securities 2015-C04 2M2, 8.036%, (US0001M + 5.550%), 04/25/2028 | | | | | 3,263,865 | | | | | | 0.2 | | |
| | 3,200,000 | | | | Fannie Mae Connecticut Avenue Securities 2016-C04 1M2, 6.736%, (US0001M + 4.250%), 01/25/2029 | | | | | 3,523,528 | | | | | | 0.2 | | |
| | 50,000 | | | | Fannie Mae Connecticut Avenue Securities 2016-C05 2M2, 6.936%, (US0001M + 4.450%), 01/25/2029 | | | | | 54,767 | | | | | | 0.0 | | |
| | 500,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C01 1M2, 6.036%, (US0001M + 3.550%), 07/25/2029 | | | | | 537,616 | | | | | | 0.0 | | |
| | 2,500,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 6.136%, (US0001M + 3.650%), 09/25/2029 | | | | | 2,694,553 | | | | | | 0.2 | | |
| | 1,400,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 5.336%, (US0001M + 2.850%), 11/25/2029 | | | | | 1,452,975 | | | | | | 0.1 | | |
| | 1,460,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C05 1M2, 4.686%, (US0001M + 2.200%), 01/25/2030 | | | | | 1,479,216 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | 150,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C06 1M2, 5.136%, (US0001M + 2.650%), 02/25/2030 | | | | $ | 154,940 | | | | | | 0.0 | | |
| | 450,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 4.886%, (US0001M + 2.400%), 05/25/2030 | | | | | 460,038 | | | | | | 0.0 | | |
| | 4,000,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 4.986%, (US0001M + 2.500%), 05/25/2030 | | | | | 4,067,496 | | | | | | 0.3 | | |
| | 2,550,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-C02 2M2, 4.686%, (US0001M + 2.200%), 08/25/2030 | | | | | 2,545,815 | | | | | | 0.2 | | |
| | 1,500,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-C03 1M2, 4.636%, (US0001M + 2.150%), 10/25/2030 | | | | | 1,499,944 | | | | | | 0.1 | | |
| | 1,000,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-C04 2M2, 5.036%, (US0001M + 2.550%), 12/25/2030 | | | | | 1,007,745 | | | | | | 0.1 | | |
| | 1,000,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-C06 1B1, 6.236%, (US0001M + 3.750%), 03/25/2031 | | | | | 982,042 | | | | | | 0.1 | | |
| | 5,000,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 4.486%, (US0001M + 2.000%), 03/25/2031 | | | | | 4,964,062 | | | | | | 0.4 | | |
| | 1,100,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-C06 2B1, 6.586%, (US0001M + 4.100%), 03/25/2031 | | | | | 1,089,352 | | | | | | 0.1 | | |
| | 1,500,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-C06 2M2, 4.586%, (US0001M + 2.100%), 03/25/2031 | | | | | 1,482,938 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | 5,200,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2, 4.736%, (US0001M + 2.250%), 07/25/2030 | | | | $ | 5,236,400 | | | | | | 0.4 | | |
| | 3,000,000 | (1) | | Fannie Mae Connecticut Avenue Securities Trust 2018-R07 1M2, 4.886%, (US0001M + 2.400%), 04/25/2031 | | | | | 3,030,763 | | | | | | 0.2 | | | |
| | 1,743,342 | | | | Fannie Mae Connecticut Avenue Securities, 8.186%, (US0001M + 5.700%), 04/25/2028 | | | | | 1,996,433 | | | | | | 0.1 | | |
| | 209,385 | (7) | | Fannie Mae REMIC Trust 2000-26 SP, 6.015%, (-1.000*US0001M + 8.500%), 08/25/2030 | | | | | 44,178 | | | | | | 0.0 | | | |
| | 271,775 | (7) | | Fannie Mae REMIC Trust 2002-13 SR, 4.115%, (-1.000*US0001M + 6.600%), 03/25/2032 | | | | | 37,133 | | | | | | 0.0 | | | |
| | 146,408 | (7) | | Fannie Mae REMIC Trust 2004-64 SW, 4.565%, (-1.000*US0001M + 7.050%), 08/25/2034 | | | | | 25,543 | | | | | | 0.0 | | | |
| | 107,386 | (7) | | Fannie Mae REMIC Trust 2004-66 SE, 4.015%, (-1.000*US0001M + 6.500%), 09/25/2034 | | | | | 16,510 | | | | | | 0.0 | | | |
| | 8,953 | (7) | | Fannie Mae REMIC Trust 2008-47 PS, 4.015%, (-1.000*US0001M + 6.500%), 06/25/2038 | | | | | 26 | | | | | | 0.0 | | | |
| | 507,599 | (7) | | Fannie Mae REMIC Trust 2009-25 SN, 4.065%, (-1.000*US0001M + 6.550%), 04/25/2039 | | | | | 90,607 | | | | | | 0.0 | | | |
| | 272,601 | (7) | | Fannie Mae REMIC Trust 2012-146 LI, 4.500%, 10/25/2041 | | | | | 24,026 | | | | | | 0.0 | | | |
| | 24,090,203 | (7) | | Fannie Mae REMIC Trust 2012-66 IB, 0.050%, (-1.000*US0001M + 6.050%), 06/25/2042 | | | | | 50,392 | | | | | | 0.0 | | | |
| | 1,138,521 | (7) | | Fannie Mae REMIC Trust 2013-116 SC, 3.715%, (-1.000*US0001M + 6.200%), 04/25/2033 | | | | | 135,701 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | 2,220,982 | (7) | | Fannie Mae REMICS 2004-53 UC, 5.065%, (-1.000*US0001M + 7.550%), 07/25/2034 | | | | $ | 426,116 | | | | | | 0.0 | | | |
| | 2,813,462 | (7) | | Fannie Mae REMICS 2005-59 NS, 4.265%, (-1.000*US0001M + 6.750%), 05/25/2035 | | | | | 335,950 | | | | | | 0.0 | | | |
| | 8,363,951 | (7) | | Fannie Mae REMICS 2007-22 SD, 3.915%, (-1.000*US0001M + 6.400%), 03/25/2037 | | | | | 1,399,679 | | | | | | 0.1 | | | |
| | 5,751,459 | (7) | | Fannie Mae REMICS 2007-30 IE, 4.255%, (-1.000*US0001M + 6.740%), 04/25/2037 | | | | | 1,218,980 | | | | | | 0.1 | | | |
| | 4,530,133 | (7) | | Fannie Mae REMICS 2007-55 S, 4.275%, (-1.000*US0001M + 6.760%), 06/25/2037 | | | | | 787,458 | | | | | | 0.1 | | | |
| | 10,357,839 | (7) | | Fannie Mae REMICS 2011-123 SD, 4.115%, (-1.000*US0001M + 6.600%), 08/25/2039 | | | | | 1,032,892 | | | | | | 0.1 | | | |
| | 33,001,505 | (7) | | Fannie Mae REMICS 2012-111 UI, 3.000%, 10/25/2027 | | | | | 2,605,924 | | | | | | 0.2 | | | |
| | 26,517,501 | (7) | | Fannie Mae REMICS 2012-128 KI, 3.000%, 11/25/2027 | | | | | 2,071,030 | | | | | | 0.1 | | | |
| | 26,583,426 | (7) | | Fannie Mae REMICS 2013-1 LI, 2.500%, 02/25/2028 | | | | | 1,810,977 | | | | | | 0.1 | | | |
| | 10,209,588 | (7) | | Fannie Mae REMICS 2013-21 KI, 3.000%, 03/25/2028 | | | | | 756,616 | | | | | | 0.1 | | | |
| | 10,360,570 | (7) | | Fannie Mae REMICS 2013-32 EI, 2.500%, 04/25/2033 | | | | | 984,292 | | | | | | 0.1 | | | |
| | 7,374,497 | (7) | | Fannie Mae REMICS 2013-97 JS, 3.665%, (-1.000*US0001M + 6.150%), 04/25/2038 | | | | | 962,269 | | | | | | 0.1 | | | |
| | 15,809,933 | (7) | | Fannie Mae REMICS 2019-15 AI, 4.000%, 04/25/2059 | | | | | 3,460,546 | | | | | | 0.2 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | 36,088,364 | (7)(8) | | Fannie Mae REMICS 2019-17 SA, 3.607%, (-1.000*US0001M + 6.100%), 04/25/2049 | | | | $ | 5,390,699 | | | | | | 0.4 | | | |
| | 35,001,087 | (7) | | Fannie Mae REMICS 2019-8 SB, 3.615%, (-1.000*US0001M + 6.100%), 03/25/2049 | | | | | 5,240,699 | | | | | | 0.4 | | | |
| | 769,399 | | | | Fannie Mae Series 2006-11 FA, 2.786%, (US0001M + 0.300%), 03/25/2036 | | | | | 768,475 | | | | | | 0.1 | | |
| | 684,008 | (1)(5) | | Flagstar Mortgage Trust 2018-1 B3, 4.056%, 03/25/2048 | | | | | 673,562 | | | | | | 0.0 | | | |
| | 675,000 | (1)(5) | | Flagstar Mortgage Trust 2018-6RR 1A7, 4.000%, 10/25/2048 | | | | | 693,613 | | | | | | 0.1 | | | |
| | 3,746,117 | (1)(5) | | Flagstar Mortgage Trust 2018-6RR B1, 5.061%, 10/25/2048 | | | | | 3,958,934 | | | | | | 0.3 | | | |
| | 2,000,033 | (7) | | Freddie Mac 2009-70 PS, 4.265%, (-1.000*US0001M + 6.750%), 01/25/2037 | | | | | 381,663 | | | | | | 0.0 | | | |
| | 303,943 | (7) | | Freddie Mac 2524 SH, 5.016%, (-1.000*US0001M + 7.500%), 11/15/2032 | | | | | 29,127 | | | | | | 0.0 | | | |
| | 528,548 | (7) | | Freddie Mac 2525 SM, 5.516%, (-1.000*US0001M + 8.000%), 02/15/2032 | | | | | 104,186 | | | | | | 0.0 | | | |
| | 507,155 | (7) | | Freddie Mac 2981 CS, 4.236%, (-1.000*US0001M + 6.720%), 05/15/2035 | | | | | 73,492 | | | | | | 0.0 | | | |
| | 236,955 | (7) | | Freddie Mac 2989 HS, 4.666%, (-1.000*US0001M + 7.150%), 08/15/2034 | | | | | 93,024 | | | | | | 0.0 | | | |
| | 276,266 | (7) | | Freddie Mac 3018 SM, 4.716%, (-1.000*US0001M + 7.200%), 08/15/2035 | | | | | 56,019 | | | | | | 0.0 | | | |
| | 2,678,653 | (7) | | Freddie Mac 3222 SN, 4.116%, (-1.000*US0001M + 6.600%), 09/15/2036 | | | | | 379,143 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | 478,100 | (5)(7) | | Freddie Mac 324 144, 6.000%, 06/15/2039 | | | | $ | 101,979 | | | | | | 0.0 | | | |
| | 993,036 | (7) | | Freddie Mac 3523 SA, 3.516%, (-1.000*US0001M + 6.000%), 09/15/2036 | | | | | 146,707 | | | | | | 0.0 | | | |
| | 824,326 | (7) | | Freddie Mac 3582 MS, 3.666%, (-1.000*US0001M + 6.150%), 10/15/2039 | | | | | 128,772 | | | | | | 0.0 | | | |
| | 1,338,031 | (7) | | Freddie Mac 3688 BI, 5.000%, 07/15/2040 | | | | | 261,354 | | | | | | 0.0 | | | |
| | 5,462,510 | (7) | | Freddie Mac 4186 IA, 3.000%, 03/15/2033 | | | | | 659,634 | | | | | | 0.1 | | | |
| | 209,459 | (7) | | Freddie Mac 4333 AI, 5.500%, 02/15/2044 | | | | | 39,881 | | | | | | 0.0 | | | |
| | 9,884,417 | (7) | | Freddie Mac 4813 IO, 5.500%, 08/15/2048 | | | | | 2,104,526 | | | | | | 0.2 | | | |
| | 154,728 | (7) | | Freddie Mac REMIC Trust 2266 S, 6.066%, (-1.000*US0001M + 8.550%), 11/15/2030 | | | | | 25,007 | | | | | | 0.0 | | | |
| | 247,211 | (7) | | Freddie Mac REMIC Trust 2374 S, 5.616%, (-1.000*US0001M + 8.100%), 06/15/2031 | | | | | 48,646 | | | | | | 0.0 | | | |
| | 132,321 | (7) | | Freddie Mac REMIC Trust 2417 SY, 5.916%, (-1.000*US0001M + 8.400%), 12/15/2031 | | | | | 28,575 | | | | | | 0.0 | | | |
| | 280,279 | (7) | | Freddie Mac REMIC Trust 2577 SA, 4.966%, (-1.000*US0001M + 7.450%), 02/15/2033 | | | | | 54,095 | | | | | | 0.0 | | | |
| | 10,417 | | | | Freddie Mac REMIC Trust 2973 SB, 9.226%, (-3.667*US0001M + 18.333%), 05/15/2035 | | | | | 10,713 | | | | | | 0.0 | | |
| | 127,943 | (7) | | Freddie Mac REMIC Trust 2981 SU, 5.316%, (-1.000*US0001M + 7.800%), 05/15/2030 | | | | | 20,638 | | | | | | 0.0 | | | |
| | 44,025 | | | | Freddie Mac REMIC Trust 3031 BP, 8.000%, (-6.723*US0001M + 44.975%), 08/15/2035 | | | | | 54,331 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | 825,684 | (7) | | Freddie Mac REMIC Trust 3049 PI, 4.166%, (-1.000*US0001M + 6.650%), 10/15/2035 | | | | $ | 139,899 | | | | | | 0.0 | | | |
| | 62,177 | | | | Freddie Mac REMIC Trust 3085 SK, 36.195%, (-12.000*US0001M + 66.000%), 12/15/2035 | | | | | 168,033 | | | | | | 0.0 | | |
| | 97,835 | (9)(10) | | Freddie Mac REMIC Trust 3151 PO, 0.000%, 05/15/2036 | | | | | 85,243 | | | | | | 0.0 | | | |
| | 209,041 | (7) | | Freddie Mac REMIC Trust 3590 PI, 6.000%, 07/15/2039 | | | | | 11,799 | | | | | | 0.0 | | | |
| | 254,612 | (7) | | Freddie Mac REMIC Trust 3624 TS, 2.316%, (-1.000*US0001M + 4.800%), 01/15/2040 | | | | | 28,313 | | | | | | 0.0 | | | |
| | 423,850 | (7) | | Freddie Mac REMIC Trust 4261 ID, 6.500%, 06/15/2032 | | | | | 69,293 | | | | | | 0.0 | | | |
| | 1,425,123 | (7) | | Freddie Mac REMIC Trust 4287 CI, 4.500%, 07/15/2041 | | | | | 231,872 | | | | | | 0.0 | | | |
| | 2,357,271 | (7) | | Freddie Mac REMICS 2781 SB, 4.666%, (-1.000*US0001M + 7.150%), 04/15/2034 | | | | | 411,660 | | | | | | 0.0 | | | |
| | 885,388 | | | | Freddie Mac REMICS 2921 PF, 2.834%, (US0001M + 0.350%), 01/15/2035 | | | | | 885,767 | | | | | | 0.1 | | |
| | 5,670,330 | (7) | | Freddie Mac REMICS 3128 JI, 4.146%, (-1.000*US0001M + 6.630%), 03/15/2036 | | | | | 974,099 | | | | | | 0.1 | | | |
| | 26,394,842 | (7) | | Freddie Mac REMICS 4120 TI, 2.500%, 10/15/2027 | | | | | 1,752,852 | | | | | | 0.1 | | | |
| | 13,063,079 | (7) | | Freddie Mac REMICS 4182 IL, 3.000%, 03/15/2028 | | | | | 1,057,597 | | | | | | 0.1 | | | |
| | 58,149,386 | (7) | | Freddie Mac REMICS 4273 PS, 3.616%, (-1.000*US0001M + 6.100%), 11/15/2043 | | | | | 8,235,244 | | | | | | 0.6 | | | |
| | 4,990,351 | (7) | | Freddie Mac REMICS 4290 EI, 5.000%, 12/15/2043 | | | | | 980,919 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | 1,643,627 | | | | Freddie Mac REMICS Trust 3740 FB, 2.984%, (US0001M + 0.500%), 10/15/2040 | | | | $ | 1,649,910 | | | | | | 0.1 | | |
| | 1,796,432 | (7) | | Freddie Mac Strips Series 224 IO, 6.000%, 03/01/2033 | | | | | 417,564 | | | | | | 0.0 | | | |
| | 929,780 | (7) | | Freddie Mac Strips Series 237 S23, 4.616%, (-1.000*US0001M + 7.100%), 05/15/2036 | | | | | 178,316 | | | | | | 0.0 | | | |
| | 1,316,069 | (7) | | Freddie Mac Strips Series 260 33, 4.000%, 05/15/2039 | | | | | 185,484 | | | | | | 0.0 | | | |
| | 1,200,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 7.186%, (US0001M + 4.700%), 04/25/2028 | | | | | 1,384,228 | | | | | | 0.1 | | |
| | 500,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQA1 M3, 7.186%, (US0001M + 4.700%), 03/25/2028 | | | | | 563,944 | | | | | | 0.1 | | |
| | 500,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA3 M3, 6.336%, (US0001M + 3.850%), 03/25/2029 | | | | | 552,350 | | | | | | 0.0 | | |
| | 910,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA2 M2, 5.936%, (US0001M + 3.450%), 10/25/2029 | | | | | 984,553 | | | | | | 0.1 | | |
| | 2,750,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA3 M2, 4.986%, (US0001M + 2.500%), 03/25/2030 | | | | | 2,819,448 | | | | | | 0.2 | | |
| | 1,750,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 5.136%, (US0001M + 2.650%), 12/25/2029 | | | | | 1,799,402 | | | | | | 0.1 | | |
| | 4,100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 4.836%, (US0001M + 2.350%), 04/25/2030 | | | | | 4,163,251 | | | | | | 0.3 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | 1,000,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-DNA1 M2, 4.286%, (US0001M + 1.800%), 07/25/2030 | | | | $ | 977,737 | | | | | | 0.1 | | |
| | 3,300,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 4.786%, (US0001M + 2.300%), 09/25/2030 | | | | | 3,307,914 | | | | | | 0.2 | | |
| | 2,500,000 | (1)(5)(8) | | Galton Funding Mortgage Trust 2019-1 B1, 4.250%, 02/25/2059 | | | | | 2,591,626 | | | | | | 0.2 | | | |
| | 2,000,000 | (1)(5)(8) | | Galton Funding Mortgage Trust 2019-1 B2, 4.500%, 02/25/2059 | | | | | 2,031,866 | | | | | | 0.1 | | | |
| | 7,149,814 | (7) | | Ginnie Mae 2007-59 SC, 4.012%, (-1.000*US0001M + 6.500%), 07/20/2037 | | | | | 1,146,664 | | | | | | 0.1 | | | |
| | 277,699 | (7) | | Ginnie Mae 2011-101 EI, 6.000%, (-19.355*US0001M + 109.161%), 10/16/2039 | | | | | 66,255 | | | | | | 0.0 | | | |
| | 44,915,249 | (7) | | Ginnie Mae 2013-130 SB, 2.561%, (-1.000*US0001M + 5.050%), 09/16/2043 | | | | | 4,949,594 | | | | | | 0.4 | | | |
| | 642,299 | (7) | | Ginnie Mae Series 2008-40 SA, 3.918%, (-1.000*US0001M + 6.400%), 05/16/2038 | | | | | 107,295 | | | | | | 0.0 | | | |
| | 1,122,946 | (7) | | Ginnie Mae Series 2009-116 SJ, 3.998%, (-1.000*US0001M + 6.480%), 12/16/2039 | | | | | 192,050 | | | | | | 0.0 | | | |
| | 1,077,988 | (7) | | Ginnie Mae Series 2010-4 SL, 3.918%, (-1.000*US0001M + 6.400%), 01/16/2040 | | | | | 170,761 | | | | | | 0.0 | | | |
| | 334,895 | (7) | | Ginnie Mae Series 2010-98 QS, 4.112%, (-1.000*US0001M + 6.600%), 01/20/2040 | | | | | 30,572 | | | | | | 0.0 | | | |
| | 2,926,036 | (7) | | Ginnie Mae Series 2011-101 BI, 0.650%, (-1.000*US0001M + 6.650%), 11/20/2037 | | | | | 68,842 | | | | | | 0.0 | | | |
| | 9,291,831 | (7) | | Ginnie Mae Series 2011-25 AS, 3.572%, (-1.000*US0001M + 6.060%), 02/20/2041 | | | | | 1,381,390 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | 59,517 | (7) | | Ginnie Mae Series 2012-149 BI, 3.500%, 10/20/2041 | | | | $ | 7,961 | | | | | | 0.0 | | | |
| | 504,668 | (7) | | Ginnie Mae Series 2013-103 DS, 3.662%, (-1.000*US0001M + 6.150%), 07/20/2043 | | | | | 80,327 | | | | | | 0.0 | | | |
| | 187,554 | (7) | | Ginnie Mae Series 2013-134 DS, 3.612%, (-1.000*US0001M + 6.100%), 09/20/2043 | | | | | 29,533 | | | | | | 0.0 | | | |
| | 421,460 | (7) | | Ginnie Mae Series 2013-44 LI, 4.500%, 01/16/2043 | | | | | 66,631 | | | | | | 0.0 | | | |
| | 36,800,204 | (7) | | Ginnie Mae Series 2015-144 SA, 3.712%, (-1.000*US0001M + 6.200%), 10/20/2045 | | | | | 7,248,275 | | | | | | 0.5 | | | |
| | 6,737,184 | (7) | | Ginnie Mae Series 2015-69 IL, 0.200%, (-1.000*US0001M + 6.700%), 07/20/2034 | | | | | 53,233 | | | | | | 0.0 | | | |
| | 365,309 | (7) | | Ginnie Mae Series 2015-98 IU, 4.000%, 08/20/2044 | | | | | 57,456 | | | | | | 0.0 | | | |
| | 1,127,099 | (7) | | Ginnie Mae Series 2016-8 PI, 4.000%, 10/20/2044 | | | | | 174,114 | | | | | | 0.0 | | | |
| | 14,162,198 | (7) | | Ginnie Mae Series 2018-153 SQ, 3.712%, (-1.000*US0001M + 6.200%), 11/20/2048 | | | | | 2,083,931 | | | | | | 0.2 | | | |
| | 1,700,000 | (1)(5) | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ1 A1, 4.000%, 08/25/2049 | | | | | 1,719,656 | | | | | | 0.1 | | | |
| | 1,843,000 | (1)(5) | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ1 B3, 4.290%, 08/25/2049 | | | | | 1,746,675 | | | | | | 0.1 | | | |
| | 584,401 | | | | HarborView Mortgage Loan Trust 2006-14 2A1A, 2.632%, (US0001M + 0.150%), 01/25/2047 | | | | | 566,114 | | | | | | 0.0 | | |
| | 662,111 | | | | HarborView Mortgage Loan Trust 2007-5 A1A, 2.672%, (US0001M + 0.190%), 09/19/2037 | | | | | 633,844 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | 3,579 | | | | HomeBanc Mortgage Trust 2004-1 2A, 3.346%, (US0001M + 0.860%), 08/25/2029 | | | | $ | 3,441 | | | | | | 0.0 | | |
| | 37,720 | | | | HomeBanc Mortgage Trust 2005-3 A2, 2.796%, (US0001M + 0.310%), 07/25/2035 | | | | | 37,569 | | | | | | 0.0 | | |
| | 98,797 | | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 2.696%, (US0001M + 0.210%), 04/25/2046 | | | | | 91,889 | | | | | | 0.0 | | |
| | 3,000,000 | (1)(5) | | J.P. Morgan Mortgage Trust 2019-2 A3, 4.000%, 08/25/2049 | | | | | 3,036,528 | | | | | | 0.2 | | | |
| | 1,135,000 | (1)(5)(8) | | J.P. Morgan Mortgage Trust 2019-2 B1, 4.690%, 08/25/2049 | | | | | 1,208,336 | | | | | | 0.1 | | | |
| | 2,750,000 | (1)(5)(8) | | J.P. Morgan Mortgage Trust 2019-2 B2, 4.690%, 08/25/2049 | | | | | 2,893,853 | | | | | | 0.2 | | | |
| | 2,795,741 | (1)(5) | | J.P. Morgan Mortgage Trust 2019-LTV1 A3, 4.000%, 06/25/2049 | | | | | 2,834,129 | | | | | | 0.2 | | | |
| | 2,400,000 | (1)(5) | | J.P. Morgan Mortgage Trust 2019-LTV1 B1, 4.914%, 06/25/2049 | | | | | 2,585,980 | | | | | | 0.2 | | | |
| | 1,900,000 | (1)(5) | | J.P. Morgan Mortgage Trust 2019-LTV1 B2, 4.914%, 06/25/2049 | | | | | 2,023,881 | | | | | | 0.1 | | | |
| | 2,283,657 | (5) | | JP Morgan Mortgage Trust 2005-A4 B1, 4.334%, 07/25/2035 | | | | | 2,272,718 | | | | | | 0.2 | | | |
| | 104,302 | | | | JP Morgan Mortgage Trust 2005-S3 1A10, 6.000%, 01/25/2036 | | | | | 82,686 | | | | | | 0.0 | | |
| | 272,732 | | | | JP Morgan Mortgage Trust 2006-S2 1A18, 6.000%, 07/25/2036 | | | | | 235,603 | | | | | | 0.0 | | |
| | 589,813 | | | | JP Morgan Mortgage Trust 2006-S3 1A30, 6.500%, 08/25/2036 | | | | | 439,896 | | | | | | 0.0 | | |
| | 651,230 | (1)(5) | | JP Morgan Mortgage Trust 2016-1 B3, 3.874%, 05/25/2046 | | | | | 648,699 | | | | | | 0.1 | | | |
| | 1,558,559 | (1)(5) | | JP Morgan Mortgage Trust 2017-3 B1, 3.863%, 08/25/2047 | | | | | 1,568,747 | | | | | | 0.1 | | | |
| | 1,154,488 | (1)(5) | | JP Morgan Mortgage Trust 2017-3 B2, 3.863%, 08/25/2047 | | | | | 1,156,484 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | 585,344 | (1)(5) | | JP Morgan Mortgage Trust 2017-6 B3, 3.845%, 12/25/2048 | | | | $ | 548,339 | | | | | | 0.0 | | | |
| | 2,408,140 | (1)(5) | | JP Morgan Mortgage Trust 2018-1 B2, 3.768%, 06/25/2048 | | | | | 2,371,228 | | | | | | 0.2 | | | |
| | 3,919,314 | (1)(5) | | JP Morgan Mortgage Trust 2018-3 B1, 3.781%, 09/25/2048 | | | | | 3,912,795 | | | | | | 0.3 | | | |
| | 2,449,571 | (1)(5) | | JP Morgan Mortgage Trust 2018-3 B3, 3.781%, 09/25/2048 | | | | | 2,302,739 | | | | | | 0.2 | | | |
| | 490,946 | (1)(5) | | JP Morgan Mortgage Trust 2018-4 B1, 3.795%, 10/25/2048 | | | | | 494,040 | | | | | | 0.0 | | | |
| | 490,946 | (1)(5) | | JP Morgan Mortgage Trust 2018-4 B2, 3.795%, 10/25/2048 | | | | | 471,524 | | | | | | 0.0 | | | |
| | 1,967,272 | (1)(5) | | JP Morgan Mortgage Trust 2018-6C B2, 4.005%, 12/25/2048 | | | | | 1,963,754 | | | | | | 0.1 | | | |
| | 4,020,122 | (1)(5) | | JP Morgan Mortgage Trust 2018-8 A3, 4.000%, 01/25/2049 | | | | | 4,078,036 | | | | | | 0.3 | | | |
| | 3,760,125 | (1)(5) | | JP Morgan Mortgage Trust 2018-8 B1, 4.233%, 01/25/2049 | | | | | 3,894,866 | | | | | | 0.3 | | | |
| | 1,004,565 | (1)(5) | | JP Morgan Mortgage Trust 2018-9 B2, 4.501%, 02/25/2049 | | | | | 1,040,362 | | | | | | 0.1 | | | |
| | 1,981,391 | (1)(5) | | JP Morgan Mortgage Trust 2018-9 B3, 4.501%, 02/25/2049 | | | | | 1,958,401 | | | | | | 0.1 | | | |
| | 4,781,564 | (1)(5) | | JP Morgan Mortgage Trust 2019-1 A3, 4.000%, 05/25/2049 | | | | | 4,850,446 | | | | | | 0.4 | | | |
| | 6,366,740,439 | (1)(7) | | L Street Securities 2017-PM1 XIO, 0.000%, 10/25/2048 | | | | | 8,962,461 | | | | | | 0.6 | | | |
| | 74,310 | | | | Lehman XS Trust Series 2005-5N 1A2, 2.846%, (US0001M + 0.360%), 11/25/2035 | | | | | 70,142 | | | | | | 0.0 | | |
| | 1,669,603 | (1)(5) | | Mello Mortgage Capital Acceptance 2018-MTG2 A1, 4.498%, 10/25/2048 | | | | | 1,746,516 | | | | | | 0.1 | | | |
| | 655,000 | | | | Morgan Stanley Mortgage Loan Trust 2005-5AR 1B1, 4.286%, (US0001M + 1.800%), 09/25/2035 | | | | | 646,902 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | 1,384,330 | | | | Morgan Stanley Mortgage Loan Trust 2006-9AR A2, 2.636%, (US0001M + 0.150%), 08/25/2036 | | | | $ | 657,165 | | | | | | 0.1 | | |
| | 449,229 | (1)(5) | | New Residential Mortgage Loan Trust 2017-3A B2, 4.750%, 04/25/2057 | | | | | 474,711 | | | | | | 0.0 | | | |
| | 1,400,000 | (1)(5) | | New Residential Mortgage Loan Trust 2019-NQM2 M1, 4.267%, 04/25/2049 | | | | | 1,417,125 | | | | | | 0.1 | | | |
| | 527,860 | (1) | | Sequoia Mortgage Trust 2013-9 B1, 3.500%, 07/25/2043 | | | | | 528,736 | | | | | | 0.0 | | | |
| | 1,617,849 | (1)(5) | | Sequoia Mortgage Trust 2015-1 B1, 3.876%, 01/25/2045 | | | | | 1,647,017 | | | | | | 0.1 | | | |
| | 1,232,504 | (1)(5) | | Sequoia Mortgage Trust 2018-6 B1, 4.211%, 07/25/2048 | | | | | 1,279,281 | | | | | | 0.1 | | | |
| | 783,680 | (1)(5) | | Sequoia Mortgage Trust 2018-CH1 B1B, 4.501%, 02/25/2048 | | | | | 836,700 | | | | | | 0.1 | | | |
| | 587,760 | (1)(5) | | Sequoia Mortgage Trust 2018-CH1 B2B, 4.501%, 02/25/2048 | | | | | 617,777 | | | | | | 0.0 | | | |
| | 3,400,000 | (1)(5) | | Sequoia Mortgage Trust 2018-CH4 A13, 4.500%, 10/25/2048 | | | | | 3,611,826 | | | | | | 0.3 | | | |
| | 2,911,237 | (1)(5) | | Sequoia Mortgage Trust 2019-1 A1, 4.000%, 02/25/2049 | | | | | 2,958,431 | | | | | | 0.2 | | | |
| | 3,020,790 | (1)(5) | | Sequoia Mortgage Trust 2019-CH1 A1, 4.000%, 03/25/2049 | | | | | 3,088,232 | | | | | | 0.2 | | | |
| | 2,699,452 | (1)(5) | | Sequoia Mortgage Trust 2019-CH1 B1B, 5.084%, 03/25/2049 | | | | | 2,952,879 | | | | | | 0.2 | | | |
| | 998,687 | (1)(5) | | Sequoia Mortgage Trust 2019-CH1 B2B, 5.084%, 03/25/2049 | | | | | 1,061,991 | | | | | | 0.1 | | | |
| | 2,447,890 | (1)(5) | | Shellpoint Co-Originator Trust 2017-2 B2, 3.734%, 10/25/2047 | | | | | 2,365,385 | | | | | | 0.2 | | | |
| | 3,245,126 | (1)(5) | | Shellpoint Co-Originator Trust 2017-2 B3, 3.734%, 10/25/2047 | | | | | 3,030,562 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | 600,000 | (1)(5) | | Verus Securitization Trust 2017-SG1A B1, 3.615%, 11/25/2047 | | | | $ | 597,990 | | | | | | 0.0 | | | |
| | 4,000,000 | (1)(5) | | Verus Securitization Trust 2018-1 B1, 3.801%, 01/25/2058 | | | | | 4,014,196 | | | | | | 0.3 | | | |
| | 2,100,000 | (1)(5) | | Verus Securitization Trust 2018-2 B1, 4.426%, 06/01/2058 | | | | | 2,177,771 | | | | | | 0.2 | | | |
| | 3,000,000 | (1)(5) | | Verus Securitization Trust 2018-3 M1, 4.595%, 10/25/2058 | | | | | 3,177,047 | | | | | | 0.2 | | | |
| | 3,955,260 | (1)(5) | | Verus Securitization Trust 2019-1 A2, 3.938%, 02/25/2059 | | | | | 3,989,316 | | | | | | 0.3 | | | |
| | 146,472 | (5) | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 3.325%, 10/25/2036 | | | | | 134,666 | | | | | | 0.0 | | | |
| | 394,699 | (5) | | WaMu Mortgage Pass-Through Certificates Series 2004-AR4 A6 Trust, 4.096%, 06/25/2034 | | | | | 405,003 | | | | | | 0.0 | | | |
| | 2,459,920 | (5) | | WaMu Mortgage Pass-Through Certificates Series 2004-AR7 A6, 4.202%, 07/25/2034 | | | | | 2,513,901 | | | | | | 0.2 | | | |
| | 370,478 | (5) | | WaMu Mortgage Pass-Through Certificates Series 2005-AR10 1A3, 4.117%, 09/25/2035 | | | | | 372,255 | | | | | | 0.0 | | | |
| | 24,088 | (5) | | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.905%, 10/25/2036 | | | | | 23,407 | | | | | | 0.0 | | | |
| | 162,511 | (5) | | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A3, 3.644%, 11/25/2036 | | | | | 154,352 | | | | | | 0.0 | | | |
| | 624,546 | (5) | | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A4, 3.644%, 11/25/2036 | | | | | 593,190 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | 84,184 | (5) | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 3A1, 3.674%, 12/25/2036 | | | | $ | 81,410 | | | | | | 0.0 | | | |
| | 87,442 | (5) | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.899%, 08/25/2046 | | | | | 83,322 | | | | | | 0.0 | | | |
| | 149,402 | (5) | | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.710%, 12/25/2036 | | | | | 147,038 | | | | | | 0.0 | | | |
| | 665,036 | (5) | | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 1A1, 3.585%, 03/25/2037 | | | | | 618,551 | | | | | | 0.1 | | | |
| | 15,744 | (5) | | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 3.297%, 04/25/2037 | | | | | 14,325 | | | | | | 0.0 | | | |
| | 83,164 | (5) | | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 3.575%, 07/25/2037 | | | | | 74,756 | | | | | | 0.0 | | | |
| | 884,594 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 2A3, 3.386%, (US0001M + 0.900%), 11/25/2035 | | | | | 727,737 | | | | | | 0.1 | | |
| | 938,123 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 2A9, 6.000%, 11/25/2035 | | | | | 906,775 | | | | | | 0.1 | | |
| | 858,172 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | | | | | 785,165 | | | | | | 0.1 | | |
| | 1,131,381 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 CB3, 5.500%, 07/25/2035 | | | | | 1,088,686 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | 208,488 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/2035 | | | | $ | 201,757 | | | | | | 0.0 | | |
| | 997,867 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 2CB2, 3.086%, (US0001M + 0.600%), 07/25/2036 | | | | | 567,757 | | | | | | 0.0 | | |
| | 2,437,950 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR5 3A Trust, 3.337%, (12MTA + 0.940%), 07/25/2046 | | | | | 1,789,672 | | | | | | 0.1 | | |
| | 1,081,446 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 3.357%, (12MTA + 0.960%), 08/25/2046 | | | | | 805,005 | | | | | | 0.1 | | |
| | 61,784 | | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 2.916%, (US0001M + 0.430%), 06/25/2037 | | | | | 51,012 | | | | | | 0.0 | | |
| | 828,295 | | | | Wells Fargo Mortgage Backed Securities 2006-8 A15, 6.000%, 07/25/2036 | | | | | 829,829 | | | | | | 0.1 | | |
| | 1,383,658 | | | | Wells Fargo Mortgage Backed Securities 2006-8 A18, 6.000%, 07/25/2036 | | | | | 1,386,220 | | | | | | 0.1 | | |
| | 1,574,026 | (5) | | Wells Fargo Mortgage Backed Securities 2006-AR12 1A1, 4.712%, 09/25/2036 | | | | | 1,589,259 | | | | | | 0.1 | | | |
| | 407,000 | (5) | | Wells Fargo Mortgage Backed Securities 2006-AR17 A1, 4.750%, 10/25/2036 | | | | | 406,954 | | | | | | 0.0 | | | |
| | 28,768 | (5) | | Wells Fargo Mortgage Backed Securities 2006-AR6 3A1, 4.961%, 03/25/2036 | | | | | 28,052 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | 84,152 | (5) | | Wells Fargo Mortgage Backed Securities 2006-AR7 2A1, 4.420%, 05/25/2036 | | | | $ | 86,575 | | | | | | 0.0 | | | |
| | 89,435 | (5) | | Wells Fargo Mortgage Backed Securities 2006-AR7 2A4, 4.420%, 05/25/2036 | | | | | 92,010 | | | | | | 0.0 | | | |
| | 487,604 | (5) | | Wells Fargo Mortgage Backed Securities 2007-3 AE, 2.683%, 04/25/2037 | | | | | 445,758 | | | | | | 0.0 | | | |
| | 262,220 | (5) | | Wells Fargo Mortgage Backed Securities 2007-AR7 A1, 4.772%, 12/28/2037 | | | | | 258,116 | | | | | | 0.0 | | | |
| | 3,345,837 | (1)(5) | | Wells Fargo Mortgage Backed Securities 2018-1 B1, 3.703%, 07/25/2047 | | | | | 3,351,343 | | | | | | 0.3 | | | |
| | 741,245 | (1)(5) | | WinWater Mortgage Loan Trust 2015-5 B4, 3.791%, 08/20/2045 | | | | | 727,259 | | | | | | 0.1 | | | |
| | 3,992,382 | | | | Other Securities | | | | | 3,666,194 | | | | | | 0.3 | | |
| | | | | | Total Collateralized Mortgage Obligations (Cost $304,052,982) | | | | | 315,186,217 | | | | | | 22.3 | | |
ASSET-BACKED SECURITIES: 15.8% | | ||||||||||||||||||
| | | | | | Automobile Asset-Backed Securities: 0.4% | | ||||||||||||
| | 2,500,000 | (1) | | Santander Drive Auto Receivables Trust 2018-1 E, 4.370%, 05/15/2025 | | | | | 2,499,646 | | | | | | 0.2 | | | |
| | 850,000 | (1) | | Tesla Auto Lease Trust 2018-B C, 4.360%, 10/20/2021 | | | | | 859,600 | | | | | | 0.1 | | | |
| | 2,133,869 | | | | Other Securities | | | | | 2,160,325 | | | | | | 0.1 | | |
| | | | | | | | | | | 5,519,571 | | | | | | 0.4 | | |
| | | | | | Home Equity Asset-Backed Securities: 0.4% | | ||||||||||||
| | 539,151 | | | | GSAA Home Equity Trust 2006-3 A3, 2.786%, (US0001M + 0.300%), 03/25/2036 | | | | | 389,641 | | | | | | 0.0 | | |
| | 1,149,833 | | | | GSAA Home Equity Trust 2007-1 1A1, 2.566%, (US0001M + 0.080%), 02/25/2037 | | | | | 586,845 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | Home Equity Asset-Backed Securities (continued) | | ||||||||||||
| | 1,224,985 | (5) | | Morgan Stanley Mortgage Loan Trust 2007-10XS A2, 6.250%, 02/25/2037 | | | | $ | 825,393 | | | | | | 0.1 | | | |
| | 818,789 | | | | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1 2A4A, 2.716%, (US0001M + 0.230%), 02/25/2037 | | | | | 740,371 | | | | | | 0.0 | | |
| | 4,600,452 | | | | Other Securities | | | | | 3,554,411 | | | | | | 0.2 | | |
| | | | | | | | | | | 6,096,661 | | | | | | 0.4 | | |
| | | | | | Other Asset-Backed Securities: 13.7% | | ||||||||||||
| | 406,831 | (1)(11) | | AJAX Mortgage Loan Trust 2017-A A, 3.470% (Step Rate @ 6.470% on 05/25/2020), 04/25/2057 | | | | | 406,000 | | | | | | 0.0 | | | |
| | 3,186,375 | (1) | | Ajax Mortgage Loan Trust 2018-A A, 3.850%, 04/25/2058 | | | | | 3,191,095 | | | | | | 0.2 | | | |
| | 3,851,253 | (1)(5) | | Ajax Mortgage Loan Trust 2018-C A, 4.360%, 09/25/2065 | | | | | 3,919,941 | | | | | | 0.3 | ��� | | |
| | 2,500,000 | (1) | | AMMC CLO 16 Ltd. 2015-16A CR, 5.147%, (US0003M + 2.350%), 04/14/2029 | | | | | 2,479,410 | | | | | | 0.2 | | | |
| | 2,000,000 | (1) | | AMMC CLO XI Ltd. 2012-11A CR2, 4.651%, (US0003M + 1.900%), 04/30/2031 | | | | | 1,909,660 | | | | | | 0.1 | | | |
| | 2,250,000 | (1) | | Apidos CLO XVIII 2018-18A C, 4.961%, (US0003M + 2.200%), 10/22/2030 | | | | | 2,215,528 | | | | | | 0.2 | | | |
| | 2,250,000 | (1) | | Apidos CLO XXIX 2018-29A B, 4.671%, (US0003M + 1.900%), 07/25/2030 | | | | | 2,173,731 | | | | | | 0.1 | | | |
| | 1,100,000 | (1) | | Ares XLII Clo Ltd. 2017-42A C, 4.961%, (US0003M + 2.200%), 01/22/2028 | | | | | 1,095,437 | | | | | | 0.1 | | | |
| | 1,250,000 | (1) | | Ares XXVIIIR CLO Ltd. 2018-28RA C, 4.923%, (US0003M + 2.150%), 10/17/2030 | | | | | 1,226,398 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | 750,000 | (1) | | Atrium CDO Corp. 12A CR, 4.411%, (US0003M + 1.650%), 04/22/2027 | | | | $ | 735,034 | | | | | | 0.0 | | | |
| | 1,250,000 | (1) | | Atrium CDO Corp. 12A DR, 5.561%, (US0003M + 2.800%), 04/22/2027 | | | | | 1,221,703 | | | | | | 0.1 | | | |
| | 250,000 | (1) | | Babson CLO Ltd. 2014-IA BR, 4.961%, (US0003M + 2.200%), 07/20/2025 | | | | | 249,992 | | | | | | 0.0 | | | |
| | 2,500,000 | (1) | | Babson CLO Ltd. 2016-IA CR, 4.872%, (US0003M + 2.100%), 07/23/2030 | | | | | 2,454,583 | | | | | | 0.2 | | | |
| | 2,000,000 | (1) | | Babson CLO Ltd. 2018-3A C, 4.661%, (US0003M + 1.900%), 07/20/2029 | | | | | 1,966,068 | | | | | | 0.1 | | | |
| | 2,000,000 | (1) | | Benefit Street Partners CLO V-B Ltd. 2018-5BA B, 4.911%, (US0003M + 2.150%), 04/20/2031 | | | | | 1,936,022 | | | | | | 0.2 | | | |
| | 500,000 | (1) | | Benefit Street Partners CLO VII Ltd. 2015-VIIA CR, 5.180%, (US0003M + 2.400%), 07/18/2027 | | | | | 487,053 | | | | | | 0.0 | | | |
| | 2,750,000 | (1) | | BlueMountain CLO 2012-2A DR2 Ltd., 5.544%, (US0003M + 2.900%), 11/20/2028 | | | | | 2,692,440 | | | | | | 0.2 | | | |
| | 1,000,000 | (1) | | BlueMountain CLO 2013-2A CR, 4.711%, (US0003M + 1.950%), 10/22/2030 | | | | | 975,246 | | | | | | 0.1 | | | |
| | 1,200,000 | (1) | | BlueMountain CLO 2014-2A CR2 Ltd., 4.961%, (US0003M + 2.200%), 10/20/2030 | | | | | 1,179,888 | | | | | | 0.1 | | | |
| | 1,000,000 | (1) | | BlueMountain CLO 2015-4 CR Ltd., 4.661%, (US0003M + 1.900%), 04/20/2030 | | | | | 970,191 | | | | | | 0.1 | | | |
| | 2,250,000 | (1) | | BlueMountain CLO 2016-1 Ltd. 2016-1A DR, 5.411%, (US0003M + 2.650%), 04/20/2027 | | | | | 2,196,331 | | | | | | 0.1 | | | |
| | 850,000 | (1) | | BlueMountain CLO 2016-3A CR Ltd., 4.884%, (US0003M + 2.200%), 11/15/2030 | | | | | 835,631 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | 2,000,000 | (1) | | BlueMountain CLO 2018-3A C Ltd., 4.971%, (US0003M + 2.200%), 10/25/2030 | | | | $ | 1,995,522 | | | | | | 0.1 | | | |
| | 2,000,000 | (1) | | BlueMountain CLO XXII Ltd. 2018-1A C, 4.801%, (US0003M + 2.050%), 07/30/2030 | | | | | 1,937,576 | | | | | | 0.1 | | | |
| | 250,000 | (1) | | Bowman Park CLO Ltd. 2014-1A E, 8.051%, (US0003M + 5.400%), 11/23/2025 | | | | | 247,041 | | | | | | 0.0 | | | |
| | 750,000 | (1) | | Buttermilk Park CLO Ltd. 2018-1A C, 4.887%, (US0003M + 2.100%), 10/15/2031 | | | | | 735,793 | | | | | | 0.1 | | | |
| | 1,000,000 | (1) | | Carlyle Global Market Strategies CLO 2012-3A BR2 Ltd., 4.997%, (US0003M + 2.200%), 01/14/2032 | | | | | 979,247 | | | | | | 0.1 | | | |
| | 2,000,000 | (1) | | Carlyle Global Market Strategies CLO 2015-2A CR Ltd., 5.015%, (US0003M + 2.250%), 04/27/2027 | | | | | 1,927,880 | | | | | | 0.1 | | | |
| | 250,000 | (1) | | Carlyle Global Market Strategies CLO 2015-2A DR Ltd., 7.115%, (US0003M + 4.350%), 04/27/2027 | | | | | 240,244 | | | | | | 0.0 | | | |
| | 1,500,000 | (1) | | Carlyle Global Market Strategies CLO 2015-3A CR Ltd., 5.615%, (US0003M + 2.850%), 07/28/2028 | | | | | 1,472,103 | | | | | | 0.1 | | | |
| | 1,500,000 | (1) | | Carlyle US CLO 2016-4A BR Ltd., 4.861%, (US0003M + 2.100%), 10/20/2027 | | | | | 1,480,443 | | | | | | 0.1 | | | |
| | 250,000 | (1) | | Cedar Funding II CLO Ltd. 2013-1A CR, 4.951%, (US0003M + 2.350%), 06/09/2030 | | | | | 246,509 | | | | | | 0.0 | | | |
| | 500,000 | (1) | | Cedar Funding IV CLO Ltd. 2014-4A CR, 5.022%, (US0003M + 2.250%), 07/23/2030 | | | | | 487,252 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | 1,000,000 | (1) | | Cent CLO C17A BR Ltd., 4.601%, (US0003M + 1.850%), 04/30/2031 | | | | $ | 968,563 | | | | | | 0.1 | | | |
| | 1,000,000 | (1) | | Chenango Park CLO Ltd. 2018-1AB, 4.637%, (US0003M + 1.850%), 04/15/2030 | | | | | 966,819 | | | | | | 0.1 | | | |
| | 1,500,000 | (1) | | CIFC Funding 2013-IA BR Ltd., 5.179%, (US0003M + 2.400%), 07/16/2030 | | | | | 1,483,974 | | | | | | 0.1 | | | |
| | 2,000,000 | (1) | | CIFC Funding 2014-3A CR2 Ltd., 4.819%, (US0003M + 2.350%), 10/22/2031 | | | | | 1,965,480 | | | | | | 0.1 | | | |
| | 2,000,000 | (1) | | Cifc Funding 2014-4RA B Ltd., 4.973%, (US0003M + 2.200%), 10/17/2030 | | | | | 1,968,302 | | | | | | 0.2 | | | |
| | 250,000 | (1) | | CIFC Funding 2017-2A C, 5.111%, (US0003M + 2.350%), 04/20/2030 | | | | | 248,327 | | | | | | 0.0 | | | |
| | 1,100,000 | | | | Countrywide Asset-Backed Certificates 2005-AB2 M1, 3.191%, (US0001M + 0.705%), 09/25/2035 | | | | | 1,066,313 | | | | | | 0.1 | | |
| | 1,750,000 | (1) | | Cumberland Park CLO Ltd. 2015-2A CR, 4.561%, (US0003M + 1.800%), 07/20/2028 | | | | | 1,725,943 | | | | | | 0.1 | | | |
| | 500,000 | (1) | | Cumberland Park CLO Ltd. 2015-2A DR, 5.461%, (US0003M + 2.700%), 07/20/2028 | | | | | 493,438 | | | | | | 0.1 | | | |
| | 850,000 | (1) | | DB Master Finance LLC 2019-1A A23, 4.352%, 05/20/2049 | | | | | 855,317 | | | | | | 0.1 | | | |
| | 450,000 | (1) | | DB Master Finance LLC 2019-1A A2II, 4.021%, 05/20/2049 | | | | | 452,025 | | | | | | 0.0 | | | |
| | 583,500 | (1) | | Domino’s Pizza Master Issuer LLC 2015-1A A1II, 4.474%, 10/25/2045 | | | | | 602,913 | | | | | | 0.0 | | | |
| | 1,083,500 | (1) | | Domino’s Pizza Master Issuer LLC 2017-1A A23, 4.118%, 07/25/2047 | | | | | 1,101,738 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | 645,125 | (1) | | Domino’s Pizza Master Issuer LLC 2018-1A A2I, 4.116%, 07/25/2048 | | | | $ | 656,485 | | | | | | 0.1 | | | |
| | 1,600,000 | (1) | | Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 | | | | | 1,602,000 | | | | | | 0.1 | | | |
| | 1,240,625 | (1) | | Driven Brands Funding, LLC 2018-1A A2, 4.739%, 04/20/2048 | | | | | 1,267,014 | | | | | | 0.1 | | | |
| | 2,750,000 | (1) | | Dryden 30 Senior Loan Fund 2013-30A DR, 5.284%, (US0003M + 2.600%), 11/15/2028 | | | | | 2,675,376 | | | | | | 0.2 | | | |
| | 2,000,000 | (1) | | Dryden 45 Senior Loan Fund 2016-45A CR, 4.987%, (US0003M + 2.200%), 10/15/2030 | | | | | 1,974,020 | | | | | | 0.1 | | | |
| | 1,750,000 | (1) | | Dryden 55 CLO Ltd. 2018-55A C, 4.687%, (US0003M + 1.900%), 04/15/2031 | | | | | 1,697,789 | | | | | | 0.1 | | | |
| | 1,000,000 | (1) | | Dryden 60 CLO Ltd. 2018-60A C, 4.837%, (US0003M + 2.050%), 07/15/2031 | | | | | 974,993 | | | | | | 0.1 | | | |
| | 2,000,000 | (1) | | Dryden 65 CLO Ltd. 2018-65A C, 4.880%, (US0003M + 2.100%), 07/18/2030 | | | | | 1,960,688 | | | | | | 0.1 | | | |
| | 250,000 | (1) | | Dryden Senior Loan Fund 2017-47A C, 4.987%, (US0003M + 2.200%), 04/15/2028 | | | | | 248,084 | | | | | | 0.0 | | | |
| | 1,150,000 | (1) | | Dryden XXV Senior Loan Fund 2012-25A DRR, 5.787%, (US0003M + 3.000%), 10/15/2027 | | | | | 1,136,182 | | | | | | 0.1 | | | |
| | 750,000 | (1) | | Dryden XXVI Senior Loan Fund 2013-26A CR, 4.637%, (US0003M + 1.850%), 04/15/2029 | | | | | 731,859 | | | | | | 0.1 | | | |
| | 992,500 | (1) | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | | | | | 1,028,711 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | 750,000 | (1) | | Galaxy XXII CLO Ltd. 2016-22A DR, 5.879%, (US0003M + 3.100%), 07/16/2028 | | | | $ | 741,469 | | | | | | 0.1 | | | |
| | 990,817 | (1) | | Helios Issuer, LLC 2018-1A A, 4.870%, 07/20/2048 | | | | | 1,034,595 | | | | | | 0.1 | | | |
| | 3,910,371 | (1) | | Helios Issuer, LLC 2018-1A B, 7.710%, 07/20/2048 | | | | | 4,024,433 | | | | | | 0.3 | | | |
| | 1,000,000 | (1) | | Invitation Homes 2018-SFR1 D Trust, 3.932%, (US0001M + 1.450%), 03/17/2037 | | | | | 998,440 | | | | | | 0.1 | | | |
| | 5,000,000 | (1) | | Invitation Homes 2018-SFR3 D Trust, 4.132%, (US0001M + 1.650%), 07/17/2037 | | | | | 5,014,760 | | | | | | 0.3 | | | |
| | 1,000,000 | (1) | | JG Wentworth XLII LLC 2018-2A B, 4.700%, 10/15/2077 | | | | | 1,052,430 | | | | | | 0.1 | | | |
| | 2,000,000 | (1) | | LCM XIV L.P. 14A CR, 4.611%, (US0003M + 1.850%), 07/20/2031 | | | | | 1,924,254 | | | | | | 0.1 | | | |
| | 1,850,000 | (1) | | LCM XVI L.P. 16A CR2, 4.937%, (US0003M + 2.150%), 10/15/2031 | | | | | 1,845,852 | | | | | | 0.1 | | | |
| | 1,350,000 | (1) | | LCM XVIII L.P. 18A CR, 4.611%, (US0003M + 1.850%), 04/20/2031 | | | | | 1,305,188 | | | | | | 0.1 | | | |
| | 1,000,000 | (1) | | LCM XX L.P. 20A-CR, 4.711%, (US0003M + 1.950%), 10/20/2027 | | | | | 990,533 | | | | | | 0.1 | | | |
| | 1,500,000 | (1) | | LCM XX L.P. 20A-DR, 5.561%, (US0003M + 2.800%), 10/20/2027 | | | | | 1,477,032 | | | | | | 0.1 | | | |
| | 2,800,000 | (1) | | LCM XXII Ltd. 22A CR, 5.561%, (US0003M + 2.800%), 10/20/2028 | | | | | 2,733,397 | | | | | | 0.2 | | | |
| | 979,030 | (1) | | LCSS Financing 2018-A A LLC, 4.700%, 12/15/2062 | | | | | 1,047,798 | | | | | | 0.1 | | | |
| | 1,000,000 | (1) | | Madison Park Funding XIII Ltd. 2014-13A CR2, 4.661%, (US0003M + 1.900%), 04/19/2030 | | | | | 975,913 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | 2,000,000 | (1) | | Madison Park Funding XIV Ltd. 2014-14A CRR, 4.961%, (US0003M + 2.200%), 10/22/2030 | | | | $ | 1,967,250 | | | | | | 0.1 | | | |
| | 2,000,000 | (1) | | Madison Park Funding XXXII Ltd. 2018-32A C, 5.617%, (US0003M + 2.900%), 01/22/2031 | | | | | 2,000,282 | | | | | | 0.1 | | | |
| | 1,000,000 | (1) | | Magnetite VIII Ltd. 2014-8A CR2, 4.637%, (US0003M + 1.850%), 04/15/2031 | | | | | 973,975 | | | | | | 0.1 | | | |
| | 2,000,000 | (1) | | Magnetite XV Ltd. 2015-15A CR, 4.571%, (US0003M + 1.800%), 07/25/2031 | | | | | 1,925,042 | | | | | | 0.1 | | | |
| | 4,000,000 | (1) | | Mariner CLO 2015-1A DR LLC, 6.411%, (US0003M + 3.650%), 04/20/2029 | | | | | 3,977,428 | | | | | | 0.3 | | | |
| | 1,000,000 | (1) | | Marlette Funding Trust 2018-4A C, 4.910%, 12/15/2028 | | | | | 1,025,058 | | | | | | 0.1 | | | |
| | 1,245,278 | (1) | | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | | | | | 1,252,216 | | | | | | 0.1 | | | |
| | 2,500,000 | (1) | | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | | | | | 2,481,532 | | | | | | 0.2 | | | |
| | 3,000,000 | (1) | | Mosaic Solar Loan Trust 2019-1A A, 4.370%, 12/21/2043 | | | | | 3,060,330 | | | | | | 0.2 | | | |
| | 2,050,000 | (1) | | Neuberger Berman CLO XXII Ltd. 2016-22A CR, 4.973%, (US0003M + 2.200%), 10/17/2030 | | | | | 2,010,255 | | | | | | 0.1 | | | |
| | 700,000 | (1) | | Ocean Trails CLO IV 2013-4A DR, 5.688%, (US0003M + 3.000%), 08/13/2025 | | | | | 694,259 | | | | | | 0.0 | | | |
| | 1,500,000 | (1) | | Octagon Investment Partners 28 Ltd. 2016-1A C1R, 5.029%, (US0003M + 2.250%), 10/24/2030 | | | | | 1,459,944 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | 2,000,000 | (1) | | Octagon Investment Partners 31 Ltd. 2017-1A C, 5.161%, (US0003M + 2.400%), 07/20/2030 | | | | $ | 1,980,648 | | | | | | 0.1 | | | |
| | 2,250,000 | (1) | | Octagon Investment Partners 32 Ltd. 2017-1A C, 5.037%, (US0003M + 2.250%), 07/15/2029 | | | | | 2,205,455 | | | | | | 0.2 | | | |
| | 600,000 | (1) | | Octagon Investment Partners 33 Ltd. 2017-1A B, 4.611%, (US0003M + 1.850%), 01/20/2031 | | | | | 581,251 | | | | | | 0.0 | | | |
| | 250,000 | (1) | | Octagon Investment Partners XIX Ltd. 2014-1A CR, 4.887%, (US0003M + 2.100%), 04/15/2026 | | | | | 249,992 | | | | | | 0.0 | | | |
| | 1,000,000 | (1) | | Octagon Investment Partners XXIII Ltd. 2015-1A CR, 4.637%, (US0003M + 1.850%), 07/15/2027 | | | | | 986,610 | | | | | | 0.1 | | | |
| | 2,250,000 | (1) | | Octagon Loan Funding Ltd. 2014-1A CRR, 4.883%, (US0003M + 2.200%), 11/18/2031 | | | | | 2,200,520 | | | | | | 0.2 | | | |
| | 1,545,000 | (1) | | OHA Credit Partners IX Ltd 2013-9A DR, 6.061%, (US0003M + 3.300%), 10/20/2025 | | | | | 1,546,477 | | | | | | 0.1 | | | |
| | 1,250,000 | (1) | | Palmer Square CLO 2013-2A BRR Ltd., 4.973%, (US0003M + 2.200%), 10/17/2031 | | | | | 1,222,814 | | | | | | 0.1 | | | |
| | 1,685,000 | (1) | | Palmer Square Loan Funding 2017-1A D Ltd., 7.637%, (US0003M + 4.850%), 10/15/2025 | | | | | 1,662,006 | | | | | | 0.1 | | | |
| | 1,500,000 | (1) | | Palmer Square Loan Funding 2018-1A D Ltd., 6.737%, (US0003M + 3.950%), 04/15/2026 | | | | | 1,415,367 | | | | | | 0.1 | | | |
| | 1,000,000 | (1) | | Palmer Square Loan Funding 2018-1A E Ltd., 8.687%, (US0003M + 5.900%), 04/15/2026 | | | | | 880,430 | | | | | | 0.1 | | | |
| | 1,500,000 | (1)(12) | | Palmer Square Loan Funding 2018-2A C Ltd., 4.737%, (US0003M + 1.950%), 07/15/2026 | | | | | 1,443,288 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | 3,000,000 | (1) | | Palmer Square Loan Funding 2018-4 D Ltd., 6.934%, (US0003M + 4.250%), 11/15/2026 | | | | $ | 2,900,316 | | | | | | 0.2 | | | |
| | 1,592,000 | (1) | | Planet Fitness Master Issuer LLC 2018-1A A2I, 4.262%, 09/05/2048 | | | | | 1,621,441 | | | | | | 0.1 | | | |
| | 400,000 | (1) | | Progress Residential 2015-SFR2 E, 4.427%, 06/12/2032 | | | | | 400,066 | | | | | | 0.0 | | | |
| | 670,000 | (1) | | Recette CLO Ltd. 2015-1A DR, 5.511%, (US0003M + 2.750%), 10/20/2027 | | | | | 661,303 | | | | | | 0.0 | | | |
| | 2,050,000 | (1) | | Sofi Consumer Loan Program 2018-2 C Trust, 4.250%, 04/26/2027 | | | | | 2,081,647 | | | | | | 0.2 | | | |
| | 3,000,000 | (1) | | SoFi Consumer Loan Program 2018-4 D Trust, 4.760%, 11/26/2027 | | | | | 3,091,192 | | | | | | 0.2 | | | |
| | 2,750,000 | (1) | | SoFi Consumer Loan Program 2019-1 D Trust, 4.420%, 02/25/2028 | | | | | 2,788,048 | | | | | | 0.2 | | | |
| | 1,959,743 | (1) | | Sunrun Athena Issuer 2018-1 A LLC, 5.310%, 04/30/2049 | | | | | 2,027,290 | | | | | | 0.1 | | | |
| | 1,200,000 | (1) | | Symphony Credit Opportunities Fund Ltd. 2015-2A CR, 5.047%, (US0003M + 2.260%), 07/15/2028 | | | | | 1,200,042 | | | | | | 0.1 | | | |
| | 1,097,250 | (1) | | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | | | | | 1,148,773 | | | | | | 0.1 | | | |
| | 1,000,000 | (1) | | TCI-Flatiron Clo 2017-1A C Ltd., 4.533%, (US0003M + 1.850%), 11/17/2030 | | | | | 953,541 | | | | | | 0.1 | | | |
| | 4,000,000 | (1) | | TES 2017-2A B LLC, 6.990%, 02/20/2048 | | | | | 4,175,798 | | | | | | 0.3 | | | |
| | 3,450,000 | (1) | | TES LLC 2017-1A B, 7.740%, 10/20/2047 | | | | | 3,584,802 | | | | | | 0.2 | | | |
| | 2,000,000 | (1) | | THL Credit Wind River 2014-1 CRR CLO Ltd., 4.730%, (US0003M + 1.950%), 07/18/2031 | | | | | 1,928,536 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | 2,250,000 | (1) | | THL Credit Wind River 2014-3A CR2 CLO Ltd., 5.061%, (US0003M + 2.300%), 10/22/2031 | | | | $ | 2,199,330 | | | | | | 0.2 | | | |
| | 1,000,000 | | | | THL Credit Wind River 2016-1A CR CLO Ltd., 4.887%, (US0003M + 2.100%), 07/15/2028 | | | | | 987,093 | | | | | | 0.1 | | |
| | 300,000 | (1) | | THL Credit Wind River 2017-2A A CLO Ltd., 3.991%, (US0003M + 1.230%), 07/20/2030 | | | | | 297,666 | | | | | | 0.0 | | | |
| | 1,250,000 | (1) | | THL Credit Wind River 2018-2A C Clo Ltd., 4.987%, (US0003M + 2.200%), 07/15/2030 | | | | | 1,213,034 | | | | | | 0.1 | | | |
| | 2,000,000 | (1)(5) | | Towd Point Mortgage Trust 2015-6 M2, 3.750%, 04/25/2055 | | | | | 2,019,653 | | | | | | 0.1 | | | |
| | 2,500,000 | (1)(5) | | Towd Point Mortgage Trust 2017-6 A2, 3.000%, 10/25/2057 | | | | | 2,414,657 | | | | | | 0.2 | | | |
| | 600,000 | (1)(5) | | Towd Point Mortgage Trust 2017-6 M2, 3.250%, 10/25/2057 | | | | | 555,593 | | | �� | | | 0.0 | | | |
| | 5,411,000 | (1)(5) | | Towd Point Mortgage Trust 2018-1 B1, 3.969%, 01/25/2058 | | | | | 5,315,229 | | | | | | 0.4 | | | |
| | 1,500,000 | (1) | | Upland CLO Ltd. 2016-1A BR, 4.611%, (US0003M + 1.850%), 04/20/2031 | | | | | 1,436,100 | | | | | | 0.1 | | | |
| | 1,795,000 | (1) | | Venture XX CLO Ltd. 2015-20A CR, 4.687%, (US0003M + 1.900%), 04/15/2027 | | | | | 1,767,319 | | | | | | 0.1 | | | |
| | 987,500 | (1) | | Wendy’s Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | | | | | 74,781 | | | | | | 0.1 | | | |
| | 2,000,000 | (1) | | West CLO 2014-2A BR Ltd., 4.529%, (US0003M + 1.750%), 01/16/2027 | | | | | 1,971,688 | | | | | | 0.1 | | | |
| | 683,583 | | | | Other Securities | | | | | 679,383 | | | | | | 0.0 | | |
| | | | | | | | | | | 192,882,189 | | | | | | 13.7 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | Student Loan Asset-Backed Securities: 1.3% | | ||||||||||||
| | 1,526,000 | (1) | | Commonbond Student Loan Trust 2018-CGS C, 4.350%, 02/25/2046 | | | | $ | 1,533,976 | | | | | | 0.1 | | | |
| | 445,123 | (1) | | Earnest Student Loan Program, LLC 2017-A C, 4.130%, 01/25/2041 | | | | | 437,315 | | | | | | 0.0 | | | |
| | 1,086,000 | (1) | | ELFI Graduate Loan Program 2018-A B LLC, 4.000%, 08/25/2042 | | | | | 1,082,864 | | | | | | 0.1 | | | |
| | 2,000,000 | (1) | | Laurel Road Prime Student Loan Trust 2018-B BFX, 3.720%, 05/26/2043 | | | | | 2,027,024 | | | | | | 0.2 | | | |
| | 4,000,000 | (1) | | SMB Private Education Loan Trust 2014-A C, 4.500%, 09/15/2045 | | | | | 3,797,813 | | | | | | 0.3 | | | |
| | 1,000,000 | (1) | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | | | 969,409 | | | | | | 0.0 | | | |
| | 2,250,000 | (1)(5) | | SoFi Professional Loan Program 2017-A B LLC, 3.440%, 03/26/2040 | | | | | 2,258,398 | | | | | | 0.1 | | | |
| | 1,000,000 | (1)(5) | | SoFi Professional Loan Program 2017-A C, 4.430%, 03/26/2040 | | | | | 1,028,277 | | | | | | 0.1 | | | |
| | 1,000,000 | (1)(5) | | SoFi Professional Loan Program 2017-C C, 4.210%, 07/25/2040 | | | | | 1,017,757 | | | | | | 0.1 | | | |
| | 1,000,000 | (1) | | SoFi Professional Loan Program 2017-E C LLC, 4.160%, 11/26/2040 | | | | | 1,018,031 | | | | | | 0.1 | | | |
| | 1,000,000 | (1) | | Sofi Professional Loan Program 2018-D BFX Trust, 4.140%, 02/25/2048 | | | | | 1,023,185 | | | | | | 0.1 | | | |
| | 2,000,000 | (1) | | Sofi Professional Loan Program 2019-B BFX LLC, 3.730%, 08/17/2048 | | | | | 1,997,803 | | | | | | 0.1 | | | |
| | | | | | | | | | | 18,191,852 | | | | | | 1.3 | | |
| | | | | | Total Asset-Backed Securities (Cost $223,444,696) | | | | | 222,690,273 | | | | | | 15.8 | | |
|
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: 14.2% | | ||||||||||||||||||
| | | | | | Aerospace & Defense: 0.2% | | ||||||||||||
| | 260,140 | | | | DAE Aviation Holdings, Inc. 2019 Term Loan B, 6.615%, (US0003M + 4.000%), 04/06/2026 | | | | $ | 260,535 | | | | | | 0.0 | | |
| | 139,860 | | | | DAE Aviation Holdings, Inc. CAD Term Loan, 6.615%, (US0003M + 4.000%), 01/23/2026 | | | | | 140,072 | | | | | | 0.0 | | |
| | 498,731 | | | | Geo Group, Inc. (The) 2018 Term Loan B, 4.800%, (US0003M + 2.000%), 03/22/2024 | | | | | 477,431 | | | | | | 0.0 | | |
| | 399,250 | | | | KBR, Inc. Term Loan B, 6.249%, (US0001M + 3.750%), 04/25/2025 | | | | | 400,248 | | | | | | 0.0 | | |
| | 694,367 | | | | Maxar Technologies Ltd. Term Loan B, 5.250%, (US0001M + 2.750%), 10/04/2024 | | | | | 543,631 | | | | | | 0.1 | | |
| | 297,004 | | | | TransDigm, Inc. 2018 Term Loan F, 4.999%, (US0001M + 2.500%), 06/09/2023 | | | | | 290,461 | | | | | | 0.0 | | |
| | 743,497 | | | | TransDigm, Inc. 2018 Term Loan G, 4.999%, (US0001M + 2.500%), 08/22/2024 | | | | | 725,632 | | | | | | 0.1 | | |
| | | | | | | | | | | 2,838,010 | | | | | | 0.2 | | |
| | | | | | Auto Components: 0.0% | | ||||||||||||
| | 671,300 | | | | Broadstreet Partners, Inc. 2018 Term Loan B, 5.749%, (US0001M + 3.250%), 11/08/2023 | | | | | 667,105 | | | | | | 0.0 | | |
| | | | | | Automotive: 0.6% | | ||||||||||||
| | 397,244 | | | | Belron Finance US LLC USD Term Loan B, 4.989%, (US0003M + 2.250%), 11/07/2024 | | | | | 392,765 | | | | | | 0.0 | | |
| | 445,861 | | | | Bright Bidco B.V. 2018 Term Loan B, 6.068%, (US0003M + 3.500%), 06/30/2024 | | | | | 351,673 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | Automotive (continued) | | ||||||||||||
| | 891,059 | | | | Dynacast International LLC Term Loan B2, 5.772%, (US0003M + 3.250%), 01/28/2022 | | | | $ | 878,807 | | | | | | 0.1 | | |
| | 2,139,325 | | | | Gates Global LLC 2017 USD Repriced Term Loan B, 5.249%, (US0001M + 2.750%), 04/01/2024 | | | | | 2,120,032 | | | | | | 0.2 | | |
| | 150,000 | | | | Holley Purchaser, Inc. Term Loan B, 7.744%, (US0003M + 5.000%), 10/24/2025 | | | | | 147,375 | | | | | | 0.0 | | |
| | 1,040,964 | | | | KAR Auction Services, Inc. Term Loan B5, 5.125%, (US0003M + 2.500%), 03/09/2023 | | | | | 1,036,626 | | | | | | 0.1 | | |
| | 519,202 | | | | Mavis Tire Express Services Corp. 2018 1st Lien Term Loan, 5.736%, (US0001M + 3.250%), 03/20/2025 | | | | | 509,467 | | | | | | 0.0 | | |
| | 68,569 | | | | Mavis Tire Express Services Corp. 2018 Delayed Draw Term Loan, 5.736%, (US0001M + 3.250%), 03/20/2025 | | | | | 67,284 | | | | | | 0.0 | | |
| | 1,015,000 | | | | Panther BF Aggregator 2 L P Term Loan B, 6.100%, (US0003M + 3.500%), 03/18/2026 | | | | | 1,004,825 | | | | | | 0.1 | | |
| | 147,299 | | | | Superior Industries International, Inc. 2018 1st Lien Term Loan B, 6.499%, (US0001M + 4.000%), 05/22/2024 | | | | | 144,353 | | | | | | 0.0 | | |
| | 1,515,000 | | | | Tenneco, Inc. 2018 Term Loan B, 5.240%, (US0001M + 2.750%), 10/01/2025 | | | | | 1,451,559 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | Automotive (continued) | | ||||||||||||
| | 647,750 | | | | Truck Hero, Inc. 1st Lien Term Loan, 6.249%, (US0001M + 3.750%), 04/21/2024 | | | | $ | 624,674 | | | | | | 0.0 | | |
| | | | | | | | | | | 8,729,440 | | | | | | 0.6 | | |
| | | | | | Beverage & Tobacco: 0.1% | | ||||||||||||
| | 896,000 | | | | Refresco Group BV USD Term Loan B3, 5.934%, (US0003M + 3.250%), 03/28/2025 | | | | | 889,280 | | | | | | 0.1 | | |
| | | | | | Brokers, Dealers & Investment Houses: 0.0% | | ||||||||||||
| | 200,000 | | | | Forest City Enterprises, L.P. Term Loan B, 6.481%, (US0001M + 4.000%), 12/07/2025 | | | | | 201,250 | | | | | | 0.0 | | |
| | | | | | Building & Development: 0.3% | | ||||||||||||
| | 544,415 | | | | Capital Automotive L.P. 2017 1st Lien Term Loan, 5.000%, (US0001M + 2.500%), 03/24/2024 | | | | | 538,518 | | | | | | 0.0 | | |
| | 896,241 | | | | Core & Main LP 2017 Term Loan B, 5.626%, (US0003M + 3.000%), 08/01/2024 | | | | | 890,617 | | | | | | 0.1 | | |
| | 150,000 | | | | Foundation Building Materials Holding Company LLC 2018 Term Loan B, 5.499%, (US0001M + 3.000%), 08/13/2025 | | | | | 146,719 | | | | | | 0.0 | | |
| | 1,048,123 | | | | GYP Holdings III Corp. 2018 Term Loan B, 5.249%, (US0001M + 2.750%), 06/01/2025 | | | | | 1,019,955 | | | | | | 0.1 | | |
| | 248,731 | | | | Henry Company LLC Term Loan B, 6.499%, (US0001M + 4.000%), 10/05/2023 | | | | | 248,264 | | | | | | 0.0 | | |
| | 149,625 | | | | Interior Logic Group, Inc. 2018 Term Loan B, 6.601%, (US0003M + 4.000%), 05/30/2025 | | | | | 147,287 | | | | | | 0.0 | | |
| | 398,000 | | | | MX Holdings US, Inc. 2018 USD Term Loan B1C, 5.499%, (US0001M + 3.000%), 07/31/2025 | | | | | 397,336 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | Building & Development (continued) | | ||||||||||||
| | 900,000 | | | | Quikrete Hldgs Inc Term Loan, 5.249%, (US0001M + 2.750%), 11/15/2023 | | | | $ | 877,500 | | | | | | 0.1 | | |
| | 148,125 | | | | Werner FinCo LP 2017 Term Loan, 6.601%, (US0003M + 4.000%), 07/24/2024 | | | | | 142,941 | | | | | | 0.0 | | |
| | 397,011 | | | | Wilsonart LLC 2017 Term Loan B, 5.860%, (US0003M + 3.250%), 12/19/2023 | | | | | 386,217 | | | | | | 0.0 | | |
| | | | | | | | | | | 4,795,354 | | | | | | 0.3 | | |
| | | | | | Building Materials: 0.1% | | ||||||||||||
| | 1,153,162 | | | | NCI Building Systems, Inc. 2018 Term Loan, 6.547%, (US0003M + 3.750%), 04/12/2025 | | | | | 1,101,270 | | | | | | 0.1 | | |
| | | | | | Business Equipment & Services: 1.7% | | ||||||||||||
| | 80,487 | | | | 24-7 Intouch Inc 2018 Term Loan, 6.749%, (US0001M + 4.250%), 08/20/2025 | | | | | 77,418 | | | | | | 0.0 | | |
| | 1,043,597 | | | | AlixPartners, LLP 2017 Term Loan B, 5.249%, (US0001M + 2.750%), 04/04/2024 | | | | | 1,039,031 | | | | | | 0.1 | | |
| | 397,121 | | | | Allflex Holdings III, Inc. New 1st Lien Term Loan, 5.732%, (US0001M + 3.250%), 07/18/2020 | | | | | 396,873 | | | | | | 0.0 | | |
| | 249,357 | | | | Allied Universal Holdco LLC 2015 Term Loan, 6.350%, (US0003M + 3.750%), 07/28/2022 | | | | | 241,461 | | | | | | 0.0 | | |
| | 150,000 | | | | Allied Universal Holdco LLC Incremental Term Loan, 6.749%, (US0001M + 4.250%), 07/28/2022 | | | | | 145,250 | | | | | | 0.0 | | |
| | 398,125 | | | | Ascend Learning, LLC 2017 Term Loan B, 5.499%, (US0001M + 3.000%), 07/12/2024 | | | | | 391,158 | | | | | | 0.0 | | |
| | 145,791 | | | | Big Ass Fans, LLC 2018 Term Loan, 6.351%, (US0003M + 3.750%), 05/21/2024 | | | | | 145,882 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | �� | | | | Business Equipment & Services (continued) | | ||||||||||||
| | 539,768 | | | | Camelot UK Holdco Limited 2017 Repriced Term Loan, 5.746%, (US0001M + 3.250%), 10/03/2023 | | | | $ | 537,069 | | | | | | 0.0 | | |
| | 782,465 | | | | Canyon Valor Companies, Inc. USD 2017 Term Loan B1, 5.351%, (US0003M + 2.750%), 06/16/2023 | | | | | 775,619 | | | | | | 0.1 | | |
| | 396,487 | | | | Colorado Buyer Inc Term Loan B, 5.600%, (US0003M + 3.000%), 05/01/2024 | | | | | 384,923 | | | | | | 0.0 | | |
| | 398,937 | | | | Convergint Technologies LLC 2018 1st Lien Term Loan, 5.499%, (US0001M + 3.000%), 02/03/2025 | | | | | 387,966 | | | | | | 0.0 | | |
| | 40,096 | | | | DTI Holdco, Inc. 2018 Term Loan B, 7.494%, (US0003M + 4.750%), 09/30/2023 | | | | | 37,724 | | | | | | 0.0 | | |
| | 666,848 | | | | EIG Investors Corp. 2018 1st Lien Term Loan, 6.389%, (US0003M + 3.750%), 02/09/2023 | | | | | 664,903 | | | | | | 0.1 | | |
| | 70 | | | | Engineered Machinery Holdings, Inc. USD 1st Lien Term Loan, 5.851%, (US0003M + 3.250%), 07/19/2024 | | | | | 67 | | | | | | 0.0 | | |
| | 295,515 | | | | EVO Payments International LLC 2018 1st Lien Term Loan, 5.750%, (US0001M + 3.250%), 12/22/2023 | | | | | 295,330 | | | | | | 0.0 | | |
| | 2,903,125 | | | | Financial & Risk US Holdings, Inc. 2018 USD Term Loan, 6.249%, (US0001M + 3.750%), 10/01/2025 | | | | | 2,821,173 | | | | | | 0.2 | | |
| | 149,625 | | | | FrontDoor Inc 2018 Term Loan B, 5.000%, (US0001M + 2.500%), 08/14/2025 | | | | | 149,251 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | Business Equipment & Services (continued) | | ||||||||||||
| | 126,221 | | | | Garda World Security Corporation 2017 Term Loan, 6.120%, (US0003M + 3.500%), 05/24/2024 | | | | $ | 125,380 | | | | | | 0.0 | | |
| | 297,750 | | | | GreenSky Holdings, LLC 2018 Term Loan B, 5.746%, (US0001M + 3.250%), 03/31/2025 | | | | | 296,633 | | | | | | 0.0 | | |
| | 153,133 | | | | ION Trading Technologies S.a.r.l. USD Incremental Term Loan B, 6.651%, (US0003M + 4.000%), 11/21/2024 | | | | | 148,922 | | | | | | 0.0 | | |
| | 148,450 | | | | IQOR US Inc. Term Loan B, 7.797%, (US0003M + 5.000%), 04/01/2021 | | | | | 139,580 | | | | | | 0.0 | | |
| | 1,000,274 | | | | KUEHG Corp. 2018 Incremental Term Loan, 6.351%, (US0003M + 3.750%), 02/21/2025 | | | | | 987,459 | | | | | | 0.1 | | |
| | 547,122 | | | | Learning Care Group, Inc. 2018 1st Lien Term Loan, 5.816%, (US0002M + 3.250%), 03/13/2025 | | | | | 537,091 | | | | | | 0.1 | | |
| | 100,000 | | | | Learning Care Group, Inc. 2018 2nd Lien Term Loan, 10.071%, (US0002M + 7.500%), 03/13/2026 | | | | | 99,500 | | | | | | 0.0 | | |
| | 396,866 | | | | NeuStar, Inc. 2018 Term Loan B4, 5.999%, (US0001M + 3.500%), 08/08/2024 | | | | | 383,306 | | | | | | 0.0 | | |
| | 99,972 | | | | NeuStar, Inc. 2nd Lien Term Loan, 10.499%, (US0001M + 8.000%), 08/08/2025 | | | | | 98,144 | | | | | | 0.0 | | |
| | 995,302 | | | | NVA Holdings, Inc. Term Loan B3, 5.249%, (US0001M + 2.750%), 02/02/2025 | | | | | 965,028 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | Business Equipment & Services (continued) | | ||||||||||||
| | 647,000 | | | | PI US MergerCo, Inc. USD 2017 1st Lien Term Loan, 5.999%, (US0001M + 3.500%), 12/20/2024 | | | | $ | 636,587 | | | | | | 0.1 | | |
| | 421,660 | | | | Pre-Paid Legal Services, Inc. 2018 1st Lien Term Loan, 5.499%, (US0001M + 3.000%), 05/01/2025 | | | | | 416,652 | | | | | | 0.0 | | |
| | 149,250 | | | | PricewaterhouseCoopers LLP 2018 Term Loan, 5.499%, (US0001M + 3.000%), 05/01/2025 | | | | | 146,265 | | | | | | 0.0 | | |
| | 498,125 | | | | Prometric Holdings, Inc. 1st Lien Term Loan, 5.500%, (US0001M + 3.000%), 01/29/2025 | | | | | 492,521 | | | | | | 0.0 | | |
| | 1,530,217 | | | | Red Ventures, LLC 2018 Term Loan B, 5.499%, (US0001M + 3.000%), 11/08/2024 | | | | | 1,521,292 | | | | | | 0.1 | | |
| | 399,250 | | | | Renaissance Learning, Inc. 2018 Add On Term Loan, 5.749%, (US0001M + 3.250%), 05/30/2025 | | | | | 383,779 | | | | | | 0.0 | | |
| | 148,500 | | | | Research Now Group, Inc. 2017 1st Lien Term Loan, 7.999%, (US0001M + 5.500%), 12/20/2024 | | | | | 147,572 | | | | | | 0.0 | | |
| | 165,000 | | | | Sandvine Corporation 2018 1st Lien Term Loan, 6.999%, (US0001M + 4.500%), 11/02/2025 | | | | | 162,525 | | | | | | 0.0 | | |
| | 890,692 | | | | Solera Holdings, Inc. USD Term Loan B, 5.249%, (US0001M + 2.750%), 03/03/2023 | | | | | 885,348 | | | | | | 0.1 | | |
| | 1,146,603 | | | | Spin Holdco Inc. 2017 Term Loan B, 6.029%, (US0003M + 3.250%), 11/14/2022 | | | | | 1,117,222 | | | | | | 0.1 | | |
| | 149,625 | | | | SSH Group Holdings, Inc. 2018 1st Lien Term Loan, 6.749%, (US0001M + 4.250%), 07/30/2025 | | | | | 148,596 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | Business Equipment & Services (continued) | | ||||||||||||
| | 898,125 | | | | Staples, Inc. 2017 Term Loan B, 6.489%, (US0001M + 4.000%), 09/12/2024 | | | | $ | 893,554 | | | | | | 0.1 | | |
| | 153,814 | | | | Stiphout Finance LLC USD 1st Lien Term Loan, 5.499%, (US0001M + 3.000%), 10/26/2022 | | | | | 151,891 | | | | | | 0.0 | | |
| | 109,725 | | | | SurveyMonkey Inc. 2018 Term Loan B, 6.162%, (US0001W + 3.750%), 10/10/2025 | | | | | 107,805 | | | | | | 0.0 | | |
| | 399,244 | | | | USS Ultimate Holdings, Inc. 1st Lien Term Loan, 6.249%, (US0001M + 3.750%), 08/25/2024 | | | | | 396,083 | | | | | | 0.0 | | |
| | 804,238 | | | | Verifone Systems, Inc. 2018 1st Lien Term Loan, 6.683%, (US0003M + 4.000%), 08/20/2025 | | | | | 792,777 | | | | | | 0.1 | | |
| | 100,000 | | | | Verifone Systems, Inc. 2018 2nd Lien Term Loan, 10.683%, (US0003M + 8.000%), 08/20/2026 | | | | | 98,000 | | | | | | 0.0 | | |
| | 648,875 | | | | Verra Mobility Corporation 2018 1st Lien Term Loan, 6.249%, (US0001M + 3.750%), 02/28/2025 | | | | | 649,484 | | | | | | 0.1 | | |
| | 1,027,422 | | | | Verscend Holding Corp. 2018 Term Loan B, 6.999%, (US0001M + 4.500%), 08/27/2025 | | | | | 1,020,346 | | | | | | 0.1 | | |
| | 1,408,947 | | | | West Corporation 2017 Term Loan, 6.629%, (US0003M + 4.000%), 10/10/2024 | | | | | 1,324,410 | | | | | | 0.1 | | |
| | 194,025 | | | | West Corporation 2018 Term Loan B1, 6.129%, (US0003M + 3.500%), 10/10/2024 | | | | | 180,504 | | | | | | 0.0 | | |
| | 144,094 | | | | Yak Access, LLC 2018 1st Lien Term Loan B, 7.499%, (US0001M + 5.000%), 07/02/2025 | | | | | 123,200 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | Business Equipment & Services (continued) | | ||||||||||||
| | 100,000 | | | | Yak Access, LLC 2018 2nd Lien Term Loan B, 12.489%, (US0001M + 10.000%), 06/13/2026 | | | | $ | 80,000 | | | | | | 0.0 | | |
| | | | | | | | | | | 24,148,554 | | | | | | 1.7 | | |
| | | | | | Cable & Satellite Television: 0.2% | | ||||||||||||
| | 1,043,369 | | | | CSC Holdings, LLC 2018 Term Loan B, 4.984%, (US0001M + 2.500%), 01/25/2026 | | | | | 1,022,339 | | | | | | 0.1 | | |
| | 993,829 | | | | Radiate Holdco, LLC 1st Lien Term Loan, 5.499%, (US0001M + 3.000%), 02/01/2024 | | | | | 972,607 | | | | | | 0.1 | | |
| | 143,583 | | | | Telesat Canada Term Loan B4, 5.110%, (US0003M + 2.500%), 11/17/2023 | | | | | 141,908 | | | | | | 0.0 | | |
| | 499,873 | | | | UPC Financing Partnership USD Term Loan AR, 4.984%, (US0001M + 2.500%), 01/15/2026 | | | | | 498,652 | | | | | | 0.0 | | |
| | 150,000 | | | | Virgin Media Bristol LLC USD Term Loan K, 4.984%, (US0001M + 2.500%), 01/15/2026 | | | | | 148,513 | | | | | | 0.0 | | |
| | | | | | | | | | | 2,784,019 | | | | | | 0.2 | | |
| | | | | | Chemicals & Plastics: 0.5% | | ||||||||||||
| | 83,621 | | | | Allnex (Luxembourg) & Cy S.C.A. 2016 USD Term Loan B2, 5.879%, (US0003M + 3.250%), 09/13/2023 | | | | | 83,046 | | | | | | 0.0 | | |
| | 62,999 | | | | Allnex USA, Inc. USD Term Loan B3, 5.879%, (US0003M + 3.250%), 09/13/2023 | | | | | 62,566 | | | | | | 0.0 | | |
| | 391,371 | | | | Alpha 3 B.V. 2017 Term Loan B1, 5.601%, (US0003M + 3.000%), 01/31/2024 | | | | | 383,788 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | Chemicals & Plastics (continued) | | ||||||||||||
| | 1,503,115 | | | | Avantor, Inc. 2017 1st Lien Term Loan, 6.249%, (US0003M + 3.750%), 11/21/2024 | | | | $ | 1,508,439 | | | | | | 0.1 | | |
| | 174,125 | | | | Composite Resins Holding B.V. 2018 Term Loan B, 6.983%, (US0003M + 4.250%), 08/01/2025 | | | | | 173,254 | | | | | | 0.0 | | |
| | 895,981 | | | | Diamond (BC) B.V. USD Term Loan, 5.744%, (US0003M + 3.000%), 09/06/2024 | | | | | 859,022 | | | | | | 0.1 | | |
| | 238,975 | | | | Emerald Performance Materials, LLC New 1st Lien Term Loan, 5.999%, (US0001M + 3.500%), 08/01/2021 | | | | | 236,735 | | | | | | 0.0 | | |
| | 148,875 | | | | Encapsys, LLC 1st Lien Term Loan, 5.749%, (US0001M + 3.250%), 11/07/2024 | | | | | 146,084 | | | | | | 0.0 | | |
| | 240,000 | | | | Platform Specialty Products Corporation Term Loan, 4.749%, (US0001M + 2.250%), 01/30/2026 | | | | | 238,400 | | | | | | 0.0 | | |
| | 400,000 | | | | Polar US Borrower, LLC 2018 1st Lien Term Loan, 8.297%, (PRIME + 3.750%), 10/15/2025 | | | | | 398,500 | | | | | | 0.0 | | |
| | 503,613 | | | | PQ Corporation 2018 Term Loan B, 5.244%, (US0003M + 2.500%), 02/08/2025 | | | | | 498,577 | | | | | | 0.0 | | |
| | 1,680,000 | | | | Starfruit Finco B.V 2018 USD Term Loan B, 5.740%, (US0001M + 3.250%), 10/01/2025 | | | | | 1,658,464 | | | | | | 0.1 | | |
| | 195,299 | | | | Tronox Blocked Borrower LLC Term Loan B, 5.499%, (US0001M + 3.000%), 09/23/2024 | | | | | 194,794 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | Chemicals & Plastics (continued) | | ||||||||||||
| | 428,375 | | | | Tronox Finance LLC Term Loan B, 5.499%, (US0001M + 3.000%), 09/23/2024 | | | | $ | 427,266 | | | | | | 0.1 | | |
| | 533,254 | | | | Univar Inc. 2017 USD Term Loan B, 4.749%, (US0001M + 2.250%), 07/01/2024 | | | | | 528,172 | | | | | | 0.1 | | |
| | | | | | | | | | | 7,397,107 | | | | | | 0.5 | | |
| | | | | | Clothing/Textiles: 0.1% | | ||||||||||||
| | 1,248,745 | | | | Varsity Brands, Inc. 2017 Term Loan B, 5.999%, (US0001M + 3.500%), 12/15/2024 | | | | | 1,230,014 | | | | | | 0.1 | | |
| | | | | | Containers & Glass Products: 0.6% | | ||||||||||||
| | 148,875 | | | | Albea Beauty Holdings S.A 2018 USD Term Loan B2, 5.887%, (US0006M + 3.000%), 04/22/2024 | | | | | 146,084 | | | | | | 0.0 | | |
| | 149,250 | | | | Ball Metalpack, LLC 2018 1st Lien Term Loan B, 6.999%, (US0001M + 4.500%), 07/24/2025 | | | | | 147,951 | | | | | | 0.0 | | |
| | 542,018 | | | | BWAY Holding Company 2017 Term Loan B, 6.033%, (US0003M + 3.250%), 04/03/2024 | | | | | 530,093 | | | | | | 0.1 | | |
| | 542,751 | | | | Consolidated Container Company LLC 2017 1st Lien Term Loan, 5.249%, (US0001M + 2.750%), 05/22/2024 | | | | | 535,628 | | | | | | 0.1 | | |
| | 647,375 | | | | Flex Acquisition Company, Inc. 1st Lien Term Loan, 5.626%, (US0003M + 3.000%), 12/29/2023 | | | | | 628,965 | | | | | | 0.0 | | |
| | 1,036,050 | | | | Flex Acquisition Company, Inc. 2018 Incremental Term Loan, 5.876%, (US0003M + 3.250%), 06/29/2025 | | | | | 1,007,189 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | Containers & Glass Products (continued) | | ||||||||||||
| | 373,173 | | | | Milacron LLC Amended Term Loan B, 4.999%, (US0001M + 2.500%), 09/28/2023 | | | | $ | 364,777 | | | | | | 0.0 | | |
| | 399,250 | | | | Pelican Products, Inc. 2018 1st Lien Term Loan, 5.981%, (US0001M + 3.500%), 05/01/2025 | | | | | 393,261 | | | | | | 0.0 | | |
| | 397,237 | | | | Plastipak Packaging, Inc. 2018 Term Loan B, 5.030%, (US0001M + 2.500%), 10/14/2024 | | | | | 391,973 | | | | | | 0.0 | | |
| | 897,000 | | | | Proampac PG Borrower LLC First Lien Term Loan, 6.141%, (US0001M + 3.500%), 11/18/2023 | | | | | 867,287 | | | | | | 0.1 | | |
| | 1,736,789 | | | | Reynolds Group Holdings Inc. USD 2017 Term Loan, 5.249%, (US0001M + 2.750%), 02/05/2023 | | | | | 1,718,647 | | | | | | 0.1 | | |
| | 398,500 | | | | Ring Container Technologies Group, LLC 1st Lien Term Loan, 5.249%, (US0001M + 2.750%), 10/31/2024 | | | | | 391,692 | | | | | | 0.0 | | |
| | 500,000 | | | | Titan Acquisition Limited 2018 Term Loan B, 5.499%, (US0003M + 3.000%), 03/28/2025 | | | | | 465,625 | | | | | | 0.0 | | |
| | 796,079 | | | | Tricorbraun Hldgs Inc First Lien Term Loan, 6.357%, (US0003M + 3.750%), 11/30/2023 | | | | | 795,416 | | | | | | 0.1 | | |
| | 545,120 | | | | Trident TPI Holdings, Inc. 2017 USD Term Loan B1, 5.749%, (US0001M + 3.250%), 10/17/2024 | | | | | 527,404 | | | | | | 0.0 | | |
| | | | | | | | | | | 8,911,992 | | | | | | 0.6 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | Cosmetics/Toiletries: 0.0% | | ||||||||||||
| | 149,625 | | | | Anastasia Parent, LLC 2018 Term Loan B, 6.249%, (US0001M + 3.750%), 08/11/2025 | | | | $ | 139,525 | | | | | | 0.0 | | |
| | 547,000 | | | | Wellness Merger Sub, Inc. 1st Lien Term Loan, 6.879%, (US0003M + 4.250%), 06/30/2024 | | | | | 539,479 | | | | | | 0.0 | | |
| | | | | | | | | | | 679,004 | | | | | | 0.0 | | |
| | | | | | Diversified Financial Services: 0.0% | | ||||||||||||
| | 106,000 | | | | Blucora, Inc. 2017 Term Loan B, 5.499%, (US0001M + 3.000%), 05/22/2024 | | | | | 104,410 | | | | | | 0.0 | | |
| | | | | | Drugs: 0.2% | | ||||||||||||
| | 491,930 | | | | Alvogen Pharma US, Inc. 2018 Term Loan B, 7.250%, (US0001M + 4.750%), 04/02/2022 | | | | | 480,247 | | | | | | 0.0 | | |
| | 1,071,423 | | | | Amneal Pharmaceuticals LLC 2018 Term Loan B, 6.000%, (US0001M + 3.500%), 05/04/2025 | | | | | 1,070,075 | | | | | | 0.1 | | |
| | 896,856 | | | | Endo Luxembourg Finance Company I S.a r.l. 2017 Term Loan B, 6.749%, (US0001M + 4.250%), 04/29/2024 | | | | | 883,683 | | | | | | 0.0 | | |
| | 1,036,758 | | | | Horizon Pharma, Inc. 2018 Term Loan B, 5.500%, (US0001M + 3.000%), 03/29/2024 | | | | | 1,038,503 | | | | | | 0.1 | | |
| | | | | | | | | | | 3,472,508 | | | | | | 0.2 | | |
| | | | | | Ecological Services & Equipment: 0.1% | | ||||||||||||
| | 877,791 | | | | GFL Environmental Inc. 2018 USD Term Loan B, 5.499%, (US0001M + 3.000%), 05/30/2025 | | | | | 852,555 | | | | | | 0.1 | | |
| | 248,125 | | | | Gopher Resource, LLC 1st Lien Term Loan, 5.749%, (US0001M + 3.250%), 03/06/2025 | | | | | 247,505 | | | | | | 0.0 | | |
| | | | | | | | | | | 1,100,060 | | | | | | 0.1 | | |
| | | | | | Electronics/Electrical: 2.0% | | ||||||||||||
| | 250,000 | | | | ABC Financial Services, Inc. 1st Lien Term Loan, 6.743%, (US0003M + 4.250%), 01/02/2025 | | | | | 250,625 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | Electronics/Electrical (continued) | | ||||||||||||
| | 68,916 | | | | Aptean, Inc. 2017 1st Lien Term Loan, 6.860%, (US0003M + 4.250%), 12/20/2022 | | | | $ | 68,959 | | | | | | 0.0 | | |
| | 345,274 | | | | Avast Software B.V. 2018 USD Term Loan B, 5.109%, (US0003M + 2.500%), 09/30/2023 | | | | | 345,252 | | | | | | 0.0 | | |
| | 797,750 | | | | Barracuda Networks, Inc. 1st Lien Term Loan, 5.741%, (US0001M + 3.250%), 02/12/2025 | | | | | 793,097 | | | | | | 0.1 | | |
| | 1,459,375 | | | | BMC Software Finance, Inc. 2018 USD Term Loan B, 6.851%, (US0003M + 4.250%), 10/02/2025 | | | | | 1,432,194 | | | | | | 0.1 | | |
| | 399,624 | | | | Brave Parent Holdings, Inc. 1st Lien Term Loan, 6.499%, (US0001M + 4.000%), 04/18/2025 | | | | | 395,461 | | | | | | 0.0 | | |
| | 150,000 | | | | Carbonite, Inc Term Loan B, 6.350%, (US0003M + 3.750%), 03/26/2026 | | | | | 149,109 | | | | | | 0.0 | | |
| | 184,538 | | | | Cohu, Inc. 2018 Term Loan B, 5.601%, (US0003M + 3.000%), 09/20/2025 | | | | | 179,001 | | | | | | 0.0 | | |
| | 150,000 | | | | Compuware Corporation 2018 Term Loan B, 5.999%, (US0001M + 3.500%), 08/22/2025 | | | | | 150,281 | | | | | | 0.0 | | |
| | 650,000 | | | | Dynatrace LLC 2018 1st Lien Term Loan, 5.749%, (US0001M + 3.250%), 08/22/2025 | | | | | 648,476 | | | | | | 0.1 | | |
| | 91,176 | | | | Dynatrace LLC 2018 2nd Lien Term Loan, 9.499%, (US0001M + 7.000%), 08/21/2026 | | | | | 91,177 | | | | | | 0.0 | | |
| | 150,000 | | | | EagleView Technology Corporation 2018 Add On Term Loan B, 5.982%, (US0003M + 3.500%), 08/14/2025 | | | | | 146,062 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | Electronics/Electrical (continued) | | ||||||||||||
| | 149,250 | | | | Electrical Components International, Inc. 2018 1st Lien Term Loan, 6.851%, (US0003M + 4.250%), 06/26/2025 | | | | $ | 145,519 | | | | | | 0.0 | | |
| | 887,325 | | | | Epicor Software Corporation 1st Lien Term Loan, 5.750%, (US0001M + 3.250%), 06/01/2022 | | | | | 878,267 | | | | | | 0.1 | | |
| | 149,620 | | | | Exact Merger Sub LLC 1st Lien Term Loan, 6.851%, (US0003M + 4.250%), 09/27/2024 | | | | | 148,935 | | | | | | 0.0 | | |
| | 567,491 | | | | Greeneden U.S. Holdings II, LLC 2018 USD Term Loan B, 5.749%, (US0001M + 3.250%), 12/01/2023 | | | | | 560,752 | | | | | | 0.0 | | |
| | 250,000 | | | | Hyland Software, Inc. 2017 2nd Lien Term Loan, 9.499%, (US0003M + 7.000%), 07/07/2025 | | | | | 250,547 | | | | | | 0.0 | | |
| | 684,937 | | | | Hyland Software, Inc. 2018 Term Loan 3, 5.999%, (US0001M + 3.500%), 07/01/2024 | | | | | 685,044 | | | | | | 0.1 | | |
| | 470,000 | | | | Imperva, Inc. 1st Lien Term Loan, 6.493%, (US0001M + 4.000%), 01/12/2026 | | | | | 467,258 | | | | | | 0.1 | | |
| | 110,000 | | | | Imperva, Inc. 2nd Lien Term Loan, 10.243%, (US0001M + 7.750%), 01/11/2027 | | | | | 108,488 | | | | | | 0.0 | | |
| | 897,315 | | | | Infor (US), Inc. Term Loan B6, 5.272%, (US0001M + 2.750%), 02/01/2022 | | | | | 894,230 | | | | | | 0.1 | | |
| | 1,189,138 | | | | Informatica Corporation 2018 USD Term Loan, 5.749%, (US0001M + 3.250%), 08/05/2022 | | | | | 1,187,801 | | | | | | 0.1 | | |
| | 1,804,853 | | | | Kronos Incorporated 2017 Term Loan B, 5.736%, (US0003M + 3.000%), 11/01/2023 | | | | | 1,787,510 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | Electronics/Electrical (continued) | | ||||||||||||
| | 150,000 | | | | Lumentum Holdings 2018 1st Lien Term Loan, 4.999%, (US0001M + 2.500%), 12/10/2025 | | | | $ | 150,000 | | | | | | 0.0 | | |
| | 116,517 | | | | MA FinanceCo., LLC USD Term Loan B3, 4.999%, (US0001M + 2.500%), 06/21/2024 | | | | | 113,410 | | | | | | 0.0 | | |
| | 112,273 | | | | MaxLinear, Inc. Term Loan B, 4.984%, (US0001M + 2.500%), 05/12/2024 | | | | | 112,130 | | | | | | 0.0 | | |
| | 250,000 | | | | McAfee, LLC 2017 2nd Lien Term Loan, 10.999%, (US0003M + 8.500%), 09/29/2025 | | | | | 252,812 | | | | | | 0.0 | | |
| | 1,411,373 | | | | McAfee, LLC 2018 USD Term Loan B, 6.249%, (US0001M + 3.750%), 09/30/2024 | | | | | 1,409,433 | | | | | | 0.1 | | |
| | 894,356 | | | | MH Sub I, LLC 2017 1st Lien Term Loan, 6.236%, (US0001M + 3.750%), 09/13/2024 | | | | | 883,829 | | | | | | 0.1 | | |
| | 400,000 | | | | MH Sub I, LLC 2017 2nd Lien Term Loan, 9.986%, (US0001M + 7.500%), 09/15/2025 | | | | | 395,000 | | | | | | 0.0 | | |
| | 149,625 | | | | NAVEX TopCo, Inc. 2018 1st Lien Term Loan, 5.750%, (US0001M + 3.250%), 09/05/2025 | | | | | 146,819 | | | | | | 0.0 | | |
| | 100,000 | | | | NAVEX TopCo, Inc. 2018 2nd Lien Term Loan, 9.500%, (US0001M + 7.000%), 09/05/2026 | | | | | 98,417 | | | | | | 0.0 | | |
| | 399,216 | | | | Optiv Security, Inc. 1st Lien Term Loan, 5.740%, (US0001M + 3.250%), 02/01/2024 | | | | | 383,247 | | | | | | 0.0 | | |
| | 175,000 | | | | Project Leopard Holdings, Inc. 2019 Term Loan, 6.749%, (US0001M + 4.250%), 07/07/2023 | | | | | 173,469 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | Electronics/Electrical (continued) | | ||||||||||||
| | 1,068,575 | | | | Quest Software US Holdings Inc. 2018 1st Lien Term Loan, 6.994%, (US0003M + 4.250%), 05/16/2025 | | | | $ | 1,056,887 | | | | | | 0.1 | | |
| | 115,000 | | | | Quest Software US Holdings Inc. 2018 2nd Lien Term Loan, 10.994%, (US0003M + 8.250%), 05/16/2026 | | | | | 113,850 | | | | | | 0.0 | | |
| | 1,291,710 | | | | Rackspace Hosting, Inc. 2017 Incremental 1st Lien Term Loan, 5.738%, (US0003M + 3.000%), 11/03/2023 | | | | | 1,212,593 | | | | | | 0.1 | | |
| | 745,995 | | | | Riverbed Technology, Inc. 2016 Term Loan, 5.750%, (US0001M + 3.250%), 04/24/2022 | | | | | 679,228 | | | | | | 0.1 | | |
| | 90,000 | | | | Rocket Software, Inc. 2018 2nd Lien Term Loan, 10.749%, (US0001M + 8.250%), 11/20/2026 | | | | | 88,875 | | | | | | 0.0 | | |
| | 580,000 | | | | Rocket Software, Inc. 2018 Term Loan, 6.749%, (US0001M + 4.250%), 11/28/2025 | | | | | 579,347 | | | | | | 0.1 | | |
| | 369,466 | | | | Rovi Solutions Corporation Term Loan B, 5.000%, (US0001M + 2.500%), 07/02/2021 | | | | | 362,231 | | | | | | 0.0 | | |
| | 395,731 | | | | RP Crown Parent LLC Term Loan B, 5.240%, (US0001M + 2.750%), 10/12/2023 | | | | | 391,279 | | | | | | 0.0 | | |
| | 786,867 | | | | Seattle Spinco, Inc. USD Term Loan B3, 4.999%, (US0001M + 2.500%), 06/21/2024 | | | | | 765,884 | | | | | | 0.1 | | |
| | 549,375 | | | | Severin Acquisition, LLC 2018 Term Loan B, 5.989%, (US0001M + 3.250%), 08/01/2025 | | | | | 536,671 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | Electronics/Electrical (continued) | | ||||||||||||
| | 396,891 | | | | SkillSoft Corporation 1st Lien Term Loan, 7.240%, (US0001M + 4.750%), 04/28/2021 | | | | $ | 334,381 | | | | | | 0.0 | | |
| | 1,267,228 | | | | SolarWinds Holdings, Inc. 2018 Term Loan B, 5.249%, (US0001M + 2.750%), 02/05/2024 | | | | | 1,255,913 | | | | | | 0.1 | | |
| | 139,650 | | | | SonicWALL, Inc. 1st Lien Term Loan, 6.183%, (US0003M + 3.500%), 05/16/2025 | | | | | 136,159 | | | | | | 0.0 | | |
| | 100,000 | | | | SonicWALL, Inc. 2nd Lien Term Loan, 10.183%, (US0003M + 7.500%), 05/18/2026 | | | | | 95,812 | | | | | | 0.0 | | |
| | 139,233 | | | | SS&C Technologies Holdings Europe S.A.R.L. 2018 Term Loan B4, 4.749%, (US0001M + 2.250%), 04/16/2025 | | | | | 138,261 | | | | | | 0.0 | | |
| | 191,844 | | | | SS&C Technologies Inc. 2018 Term Loan B3, 4.749%, (US0001M + 2.250%), 04/16/2025 | | | | | 190,506 | | | | | | 0.0 | | |
| | 455,000 | | | | Travelport Finance (Luxembourg) S.a.r.l. 2019 Term Loan, 7.350%, (US0003M + 4.750%), 03/13/2026 | | | | | 444,478 | | | | | | 0.0 | | |
| | 650,000 | | | | TriTech Software Systems 2018 Term Loan B, 6.249%, (US0001M + 3.750%), 08/29/2025 | | | | | 641,469 | | | | | | 0.1 | | |
| | 424,292 | | | | TTM Technologies, Inc. 2017 Term Loan, 4.989%, (US0001M + 2.500%), 09/28/2024 | | | | | 419,519 | | | | | | 0.0 | | |
| | 1,168,358 | | | | Veritas Bermuda Ltd. USD Repriced Term Loan B, 7.021%, (US0001M + 4.500%), 01/27/2023 | | | | | 1,084,382 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | Electronics/Electrical (continued) | | ||||||||||||
| | 579,375 | | | | Vertafore, Inc. 2018 1st Lien Term Loan, 5.749%, (US0003M + 3.250%), 07/02/2025 | | | | $ | 570,250 | | | | | | 0.1 | | |
| | 350,000 | | | | Vertafore, Inc. 2018 2nd Lien Term Loan, 9.749%, (US0001M + 7.250%), 07/02/2026 | | | | | 346,828 | | | | | | 0.0 | | |
| | 78,571 | | | | Web.com Group, Inc. 2018 2nd Lien Term Loan, 10.243%, (US0001M + 7.750%), 10/09/2026 | | | | | 77,589 | | | | | | 0.0 | | |
| | 140,845 | | | | Web.com Group, Inc. 2018 Term Loan B, 6.243%, (US0001M + 3.750%), 10/10/2025 | | | | | 139,114 | | | | | | 0.0 | | |
| | 222,700 | | | | Xperi Corporation 2018 Term Loan B1, 4.999%, (US0001M + 2.500%), 12/01/2023 | | | | | 218,524 | | | | | | 0.0 | | |
| | | | | | | | | | | 27,762,641 | | | | | | 2.0 | | |
| | | | | | Financial Intermediaries: 0.3% | | ||||||||||||
| | 149,625 | | | | Advisor Group, Inc. 2018 Term Loan, 6.249%, (US0001M + 3.750%), 08/15/2025 | | | | | 150,093 | | | | | | 0.0 | | |
| | 897,372 | | | | Blackhawk Network Holdings, Inc 2018 1st Lien Term Loan, 5.499%, (US0001M + 3.000%), 06/15/2025 | | | | | 883,014 | | | | | | 0.1 | | |
| | 699,500 | | | | DTZ U.S. Borrower LLC 2018 Add On Term Loan B, 5.749%, (US0001M + 3.250%), 08/21/2025 | | | | | 695,237 | | | | | | 0.1 | | |
| | 297,750 | | | | Duff & Phelps Corporation 2017 Term Loan B, 5.749%, (US0001M + 3.250%), 02/13/2025 | | | | | 291,702 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | Financial Intermediaries (continued) | | ||||||||||||
| | 1,170,000 | | | | Edelman Financial Center, LLC 2018 1st Lien Term Loan, 6.037%, (US0003M + 3.250%), 07/21/2025 | | | | $ | 1,164,881 | | | | | | 0.1 | | |
| | 100,000 | | | | Edelman Financial Center, LLC 2018 2nd Lien Term Loan, 9.537%, (US0003M + 6.750%), 07/20/2026 | | | | | 100,500 | | | | | | 0.0 | | |
| | 183 | | | | First Eagle Investment Management, LLC 2018 Term Loan B, 5.351%, (US0003M + 2.750%), 12/26/2024 | | | | | 183 | | | | | | 0.0 | | |
| | 133,177 | | | | Focus Financial Partners, LLC 2018 Incremental Term Loan, 4.999%, (US0001M + 2.500%), 07/03/2024 | | | | | 132,789 | | | | | | 0.0 | | |
| | 250,000 | | | | Priority Payment Systems LLC Term Loan, 7.500%, (US0003M + 5.000%), 01/03/2023 | | | | | 250,312 | | | | | | 0.0 | | |
| | | | | | | | | | | 3,668,711 | | | | | | 0.3 | | |
| | | | | | Food Products: 0.2% | | ||||||||||||
| | 400,000 | | | | 8th Avenue Food & Provisions, Inc. 2018 1st Lien Term Loan, 6.240%, (US0001M + 3.750%), 10/01/2025 | | | | | 401,250 | | | | | | 0.0 | | |
| | 100,000 | | | | 8th Avenue Food & Provisions, Inc. 2018 2nd Lien Term Loan, 10.240%, (US0001M + 7.750%), 10/01/2026 | | | | | 100,125 | | | | | | 0.0 | | |
| | 148,125 | | | | Atkins Nutritionals Holdings II, Inc. 2017 Term Loan B, 5.993%, (US0003M + 3.500%), 07/07/2024 | | | | | 145,903 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | Food Products (continued) | | ||||||||||||
| | 149,250 | | | | CH Guenther & Son, Incorporated 2018 Term Loan B, 5.249%, (US0001M + 2.750%), 03/31/2025 | | | | $ | 147,011 | | | | | | 0.0 | | |
| | 1,224,662 | | | | IRB Holding Corp 1st Lien Term Loan, 5.739%, (US0001M + 3.250%), 02/05/2025 | | | | | 1,196,725 | | | | | | 0.1 | | |
| | 621,050 | | | | NPC International, Inc. 1st Lien Term Loan, 6.051%, (US0001M + 3.500%), 04/19/2024 | | | | | 563,086 | | | | | | 0.1 | | |
| | 298,500 | | | | Sigma Bidco B.V. 2018 USD Term Loan B, 5.603%, (US0003M + 3.000%), 07/02/2025 | | | | | 290,913 | | | | | | 0.0 | | |
| | | | | | | | | | | 2,845,013 | | | | | | 0.2 | | |
| | | | | | Food Service: 0.3% | | ||||||||||||
| | 149,250 | | | | Del Friscos Restaurant Group, Inc. 2018 Incremental Term Loan, 8.500%, (US0001M + 6.000%), 06/27/2025 | | | | | 144,772 | | | | | | 0.0 | | |
| | 149,250 | | | | Dhanani Group Inc. 2018 Term Loan B, 6.249%, (US0001M + 3.750%), 07/20/2025 | | | | | 146,265 | | | | | | 0.0 | | |
| | 399,250 | | | | Flynn Restaurant Group LP 1st Lien Term Loan, 5.990%, (US0001M + 3.500%), 06/27/2025 | | | | | 389,269 | | | | | | 0.0 | | |
| | 147,779 | | | | Fogo de Chao Churrascaria Holdings LLC 2018 Add On Term Loan, 6.749%, (US0001M + 4.250%), 04/05/2025 | | | | | 147,409 | | | | | | 0.0 | | |
| | 1,258,354 | | | | Golden Nugget, Inc. 2017 Incremental Term Loan B, 5.242%, (US0001M + 2.750%), 10/04/2023 | | | | | 1,247,344 | | | | | | 0.1 | | |
| | 916,644 | | | | Hearthside Food Solutions, LLC 2018 Term Loan B, 6.186%, (US0001M + 3.688%), 05/23/2025 | | | | | 893,728 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | Food Service (continued) | | ||||||||||||
| | 100,000 | | | | K-Mac Holdings Corp 2018 2nd Lien Term Loan, 9.236%, (US0001M + 6.750%), 03/16/2026 | | | | $ | 99,436 | | | | | | 0.0 | | |
| | 100,000 | | | | Tacala, LLC 2nd Lien Term Loan, 9.499%, (US0001M + 7.000%), 01/30/2026 | | | | | 99,250 | | | | | | 0.0 | | |
| | 436,026 | | | | Welbilt, Inc. 2018 Term Loan B, 4.999%, (US0001M + 2.500%), 10/23/2025 | | | | | 427,305 | | | | | | 0.1 | | |
| | | | | | | | | | | 3,594,778 | | | | | | 0.3 | | |
| | | | | | Food/Drug Retailers: 0.3% | | ||||||||||||
| | 1,515,090 | | | | Albertsons, LLC Term Loan B7, 5.499%, (US0001M + 3.000%), 11/17/2025 | | | | | 1,498,518 | | | | | | 0.1 | | |
| | 545,474 | | | | Albertsons, LLC USD 2017 Term Loan B6, 5.479%, (US0001M + 3.000%), 06/22/2023 | | | | | 541,496 | | | | | | 0.0 | | |
| | 648,875 | | | | EG Finco Limited 2018 USD Term Loan, 6.601%, (US0003M + 4.000%), 02/07/2025 | | | | | 634,816 | | | | | | 0.1 | | |
| | 148,875 | | | | EG Group Limited 2018 USD Term Loan B, 6.601%, (US0003M + 4.000%), 02/07/2025 | | | | | 145,649 | | | | | | 0.0 | | |
| | 147,000 | | | | Moran Foods LLC Term Loan, 8.601%, (US0003M + 6.000%), 12/05/2023 | | | | | 83,790 | | | | | | 0.0 | | |
| | 150,000 | | | | Smart & Final Stores LLC 1st Lien Term Loan, 6.129%, (US0003M + 3.500%), 11/15/2022 | | | | | 143,750 | | | | | | 0.0 | | |
| | 740,000 | | | | United Natural Foods, Inc. Term Loan B, 6.749%, (US0001M + 4.250%), 10/22/2025 | | | | | 641,025 | | | | | | 0.1 | | |
| | | | | | | | | | | 3,689,044 | | | | | | 0.3 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | Health Care: 1.7% | | ||||||||||||
| | 248,105 | | | | Acadia Healthcare Company, Inc. 2018 Term Loan B3, 5.022%, (US0001M + 2.500%), 02/11/2022 | | | | $ | 246,554 | | | | | | 0.0 | | |
| | 150,000 | | | | Accelerated Health Systems, LLC Term Loan B, 5.990%, (US0001M + 3.500%), 10/31/2025 | | | | | 150,000 | | | | | | 0.0 | | |
| | 927,850 | | | | ADMI Corp. 2018 Term Loan B, 5.499%, (US0001M + 3.000%), 04/30/2025 | | | | | 914,512 | | | | | | 0.1 | | |
| | 150,000 | | | | Agiliti Health, Inc Term Loan, 5.500%, (US0001M + 3.000%), 01/04/2026 | | | | | 149,809 | | | | | | 0.0 | | |
| | 147,516 | | | | Air Methods Corporation 2017 Term Loan B, 6.101%, (US0003M + 3.500%), 04/21/2024 | | | | | 111,448 | | | | | | 0.0 | | |
| | 893,692 | | | | ATI Holdings Acquisition, Inc. 2016 Term Loan, 5.992%, (US0003M + 3.500%), 05/10/2023 | | | | | 869,116 | | | | | | 0.1 | | |
| | 970,000 | | | | Auris Luxembourg III S.a.r.l. 2019 USD Term Loan B, 6.249%, (US0001M + 3.750%), 02/27/2026 | | | | | 968,181 | | | | | | 0.1 | | |
| | 25,000 | | | | Brightspring Health Services Delayed Draw Term Loan, 7.115%, (US0003M + 4.500%), 02/12/2026 | | | | | 24,667 | | | | | | 0.0 | | |
| | 775,000 | | | | Brightspring Health Services Term Loan B, 6.982%, (US0001M + 4.500%), 02/08/2026 | | | | | 764,667 | | | | | | 0.1 | | |
| | 2,073,627 | | | | Change Healthcare Holdings LLC 2017 Term Loan B, 5.249%, (US0001M + 2.750%), 03/01/2024 | | | | | 2,047,707 | | | | | | 0.1 | | |
| | 561,240 | | | | CHG Healthcare Services Inc. 2017 1st Lien Term Loan B, 5.656%, (US0003M + 3.000%), 06/07/2023 | | | | | 558,200 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | Health Care (continued) | | ||||||||||||
| | 864,046 | | | | Concentra Inc. 2018 1st Lien Term Loan, 5.240%, (US0001M + 2.750%), 06/01/2022 | | | | $ | 860,785 | | | | | | 0.1 | | |
| | 29,939 | | | | DentalCorp Perfect Smile ULC 1st Lien Delayed Draw Term Loan, 6.249%, (US0001M + 3.750%), 06/06/2025 | | | | | 29,265 | | | | | | 0.0 | | |
| | 119,400 | | | | DentalCorp Perfect Smile ULC 1st Lien Term Loan, 6.249%, (US0001M + 3.750%), 06/06/2025 | | | | | 116,714 | | | | | | 0.0 | | |
| | 250,000 | | | | Diplomat Pharmacy, Inc. 2017 Term Loan B, 7.000%, (US0003M + 4.500%), 12/20/2024 | | | | | 238,750 | | | | | | 0.0 | | |
| | 1,752,500 | | | | Envision Healthcare Corporation 2018 1st Lien Term Loan, 6.249%, (US0001M + 3.750%), 10/10/2025 | | | | | 1,642,604 | | | | | | 0.1 | | |
| | 894,746 | | | | ExamWorks Group, Inc. 2017 Term Loan, 5.749%, (US0001M + 3.250%), 07/27/2023 | | | | | 890,273 | | | | | | 0.1 | | |
| | 297,000 | | | | Global Medical Response, Inc. 2017 Term Loan B2, 6.736%, (US0001M + 4.250%), 03/14/2025 | | | | | 280,201 | | | | | | 0.0 | | |
| | 795,146 | | | | Global Medical Response, Inc. 2018 Term Loan B1, 5.739%, (US0001M + 3.250%), 04/28/2022 | | | | | 749,227 | | | | | | 0.1 | | |
| | 650,000 | | | | GoodRx, Inc. 1st Lien Term Loan, 5.489%, (US0001M + 3.000%), 10/10/2025 | | | | | 643,906 | | | | | | 0.0 | | |
| | 1,387 | | | | Grifols Worldwide Operations USA, Inc. 2017 Acquisition Term Loan, 4.660%, (US0001W + 2.250%), 01/31/2025 | | | | | 1,379 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | Health Care (continued) | | ||||||||||||
| | 149,250 | | | | Inovalon Holdings, Inc. 2018 Term Loan B, 6.000%, (US0001M + 3.500%), 04/02/2025 | | | | $ | 148,877 | | | | | | 0.0 | | |
| | 892,937 | | | | Jaguar Holding Company II 2018 Term Loan, 4.999%, (US0001M + 2.500%), 08/18/2022 | | | | | 884,760 | | | | | | 0.1 | | |
| | 994,313 | | | | Kinetic Concepts, Inc. 2017 USD Term Loan B, 5.851%, (US0003M + 3.250%), 02/02/2024 | | | | | 988,927 | | | | | | 0.1 | | |
| | 150,000 | | | | Lifescan Global Corporation 2018 1st Lien Term Loan, 8.797%, (US0003M + 6.000%), 09/27/2024 | | | | | 144,437 | | | | | | 0.0 | | |
| | 362,052 | | | | MPH Acquisition Holdings LLC 2016 Term Loan B, 5.351%, (US0003M + 2.750%), 06/07/2023 | | | | | 350,873 | | | | | | 0.0 | | |
| | 146,250 | | | | nThrive, Inc. 2016 1st Lien Term Loan, 6.996%, (US0001M + 4.500%), 10/20/2022 | | | | | 140,766 | | | | | | 0.0 | | |
| | 1,137,712 | | | | Ortho-Clinical Diagnostics SA 2018 Term Loan B, 5.749%, (US0001M + 3.250%), 06/30/2025 | | | | | 1,097,418 | | | | | | 0.1 | | |
| | 234,418 | | | | Parexel International Corporation Term Loan B, 5.249%, (US0001M + 2.750%), 09/27/2024 | | | | | 226,272 | | | | | | 0.0 | | |
| | 615,040 | | | | Pearl Intermediate Parent LLC 2018 1st Lien Term Loan, 5.236%, (US0001M + 2.750%), 02/14/2025 | | | | | 582,750 | | | | | | 0.0 | | |
| | 34,002 | | | | Pearl Intermediate Parent LLC 2018 Delayed Draw Term Loan, 5.236%, (US0001M + 2.750%), 02/14/2025 | | | | | 32,217 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | Health Care (continued) | | ||||||||||||
| | 296,972 | | | | Press Ganey Holdings, Inc. 2018 1st Lien Term Loan, 5.249%, (US0001M + 2.750%), 10/23/2023 | | | | $ | 291,589 | | | | | | 0.0 | | |
| | 370,328 | | | | Prospect Medical Holdings, Inc. 2018 Term Loan B, 8.000%, (US0001M + 5.500%), 02/22/2024 | | | | | 338,850 | | | | | | 0.0 | | |
| | 738,750 | | | | RegionalCare Hospital Partners Holdings, Inc. 2018 Term Loan B, 6.982%, (US0003M + 4.500%), 11/16/2025 | | | | | 732,748 | | | | | | 0.1 | | |
| | 642,261 | | | | Select Medical Corporation 2017 Term Loan B, 4.990%, (US0003M + 2.500%), 03/06/2025 | | | | | 639,836 | | | | | | 0.0 | | |
| | 162,113 | | | | Sotera Health Holdings, LLC 2017 Term Loan, 5.499%, (US0001M + 3.000%), 05/15/2022 | | | | | 159,174 | | | | | | 0.0 | | |
| | 895,600 | | | | Surgery Center Holdings, Inc. 2017 Term Loan B, 5.750%, (US0001M + 3.250%), 09/02/2024 | | | | | 881,886 | | | | | | 0.1 | | |
| | 147,375 | | | | Team Health Holdings, Inc. 1st Lien Term Loan, 5.249%, (US0001M + 2.750%), 02/06/2024 | | | | | 131,409 | | | | | | 0.0 | | |
| | 147,750 | | | | Tecomet Inc. 2017 Repriced Term Loan, 5.993%, (US0001M + 3.500%), 05/01/2024 | | | | | 147,381 | | | | | | 0.0 | | |
| | 396,487 | | | | U.S. Anesthesia Partners, Inc. 2017 Term Loan, 5.499%, (US0001M + 3.000%), 06/23/2024 | | | | | 392,440 | | | | | | 0.0 | | |
| | 1,434,010 | | | | Valeant Pharmaceuticals International, Inc. 2018 Term Loan B, 5.481%, (US0001M + 3.000%), 06/02/2025 | | | | | 1,425,308 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | Health Care (continued) | | ||||||||||||
| | 399,203 | | | | Vizient, Inc. 1st Lien Term Loan B, 5.249%, (US0001M + 2.750%), 02/13/2023 | | | | $ | 397,831 | | | | | | 0.0 | | |
| | 1,110,000 | | | | VVC Holding Corp. 2019 Term Loan B, 7.197%, (US0003M + 4.500%), 02/11/2026 | | | | | 1,095,200 | | | | | | 0.1 | | |
| | 797,372 | | | | Wink Holdco, Inc 1st Lien Term Loan B, 5.499%, (US0001M + 3.000%), 12/02/2024 | | | | | 772,953 | | | | | | 0.1 | | |
| | | | | | | | | | | 24,261,867 | | | | | | 1.7 | | |
| | | | | | Home Furnishings: 0.0% | | ||||||||||||
| | 642,865 | | | | Prime Security Services Borrower, LLC 2016 1st Lien Term Loan, 5.249%, (US0001M + 2.750%), 05/02/2022 | | | | | 637,355 | | | | | | 0.0 | | |
| | | | | | Industrial Equipment: 0.4% | | ||||||||||||
| | 150,000 | | | | AI Alpine AT Bidco GmbH 2018 USD Term Loan B, 5.988%, (US0003M + 3.250%), 10/31/2025 | | | | | 147,375 | | | | | | 0.0 | | |
| | 419,019 | | | | Cortes NP Acquisition Corporation 2017 Term Loan B, 6.629%, (US0003M + 4.000%), 11/30/2023 | | | | | 394,926 | | | | | | 0.0 | | |
| | 150,000 | | | | CPM Holdings, Inc. 2018 1st Lien Term Loan, 6.249%, (US0001M + 3.750%), 11/15/2025 | | | | | 149,062 | | | | | | 0.0 | | |
| | 464,886 | | | | EWT Holdings III Corp. 2017 Repriced Term Loan, 5.499%, (US0001M + 3.000%), 12/20/2024 | | | | | 460,237 | | | | | | 0.0 | | |
| | 647,105 | | | | ExGen Renewables IV, LLC Term Loan B, 5.630%, (US0003M + 3.000%), 11/28/2024 | | | | | 608,009 | | | | | | 0.1 | | |
| | 795,875 | | | | Filtration Group Corporation 2018 1st Lien Term Loan, 5.499%, (US0001M + 3.000%), 03/29/2025 | | | | | 791,066 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | Industrial Equipment (continued) | | ||||||||||||
| | 1,023,986 | | | | Gardner Denver, Inc. 2017 USD Term Loan B, 5.249%, (US0001M + 2.750%), 07/30/2024 | | | | $ | 1,024,146 | | | | | | 0.1 | | |
| | 701,696 | | | | Kenan Advantage Group, Inc. 2015 Term Loan, 5.499%, (US0001M + 3.000%), 07/31/2022 | | | | | 692,925 | | | | | | 0.1 | | |
| | 178,634 | | | | Kenan Advantage Group, Inc. CAD Term Loan B, 5.499%, (US0001M + 3.000%), 07/31/2022 | | | | | 176,401 | | | | | | 0.0 | | |
| | 398,875 | | | | Safe Fleet Holdings LLC 2018 1st Lien Term Loan, 5.490%, (US0001M + 3.000%), 02/01/2025 | | | | | 387,906 | | | | | | 0.0 | | |
| | 149,250 | | | | Shape Technologies Group, Inc. Term Loan, 5.776%, (US0003M + 3.000%), 04/21/2025 | | | | | 147,571 | | | | | | 0.0 | | |
| | | | | | | | | | | 4,979,624 | | | | | | 0.4 | | |
| | | | | | Insurance: 0.9% | | ||||||||||||
| | 150,000 | | | | Achilles Acquisition LLC 2018 Term Loan, 6.500%, (US0001M + 4.000%), 10/03/2025 | | | | | 149,063 | | | | | | 0.0 | | |
| | 1,738,973 | | | | Acrisure, LLC 2017 Term Loan B, 6.879%, (US0003M + 4.250%), 11/22/2023 | | | | | 1,728,636 | | | | | | 0.1 | | |
| | 149,625 | | | | Alera Group Holdings, Inc. 2018 Term Loan B, 6.999%, (US0001M + 4.500%), 07/25/2025 | | | | | 150,934 | | | | | | 0.0 | | |
| | 1,065,896 | | | | Alliant Holdings I, Inc. 2018 Term Loan B, 5.232%, (US0001M + 2.750%), 05/09/2025 | | | | | 1,028,590 | | | | | | 0.1 | | |
| | 896,212 | | | | AmWINS Group, Inc. 2017 Term Loan B, 5.247%, (US0001M + 2.750%), 01/25/2024 | | | | | 886,018 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | Insurance (continued) | | ||||||||||||
| | 1,045,110 | | | | Applied Systems, Inc. 2017 1st Lien Term Loan, 5.499%, (US0001M + 3.000%), 09/19/2024 | | | | $ | 1,033,570 | | | | | | 0.1 | | |
| | 150,000 | | | | Applied Systems, Inc. 2017 2nd Lien Term Loan, 9.499%, (US0001M + 7.000%), 09/19/2025 | | | | | 151,828 | | | | | | 0.0 | | |
| | 150,000 | | | | Aretec Group, Inc. 2018 Term Loan, 6.749%, (US0001M + 4.250%), 10/01/2025 | | | | | 148,313 | | | | | | 0.0 | | |
| | 1,104,499 | | | | AssuredPartners, Inc. 2017 1st Lien Add-On Term Loan, 5.749%, (US0001M + 3.250%), 10/22/2024 | | | | | 1,071,364 | | | | | | 0.1 | | |
| | 896,487 | | | | CCC Information Services, Inc. 2017 1st Lien Term Loan, 5.500%, (US0001M + 3.000%), 04/26/2024 | | | | | 882,900 | | | | | | 0.1 | | |
| | 150,000 | | | | CCC Information Services, Inc. 2017 2nd Lien Term Loan, 9.249%, (US0001M + 6.750%), 04/27/2025 | | | | | 149,250 | | | | | | 0.0 | | |
| | 1,456,450 | | | | Hub International Limited 2018 Term Loan B, 5.515%, (US0003M + 2.750%), 04/25/2025 | | | | | 1,410,784 | | | | | | 0.1 | | |
| | 1,104,567 | | | | NFP Corp. Term Loan B, 5.499%, (US0001M + 3.000%), 01/08/2024 | | | | | 1,066,321 | | | | | | 0.1 | | |
| | 1,345,000 | | | | Sedgwick Claims Management Services, Inc. 2018 Term Loan B, 5.749%, (US0001M + 3.250%), 12/31/2025 | | | | | 1,319,571 | | | | | | 0.1 | | |
| | 1,396,234 | | | | USI, Inc. 2017 Repriced Term Loan, 5.601%, (US0003M + 3.000%), 05/16/2024 | | | | | 1,352,602 | | | | | | 0.1 | | |
| | | | | | | | | | | 12,529,744 | | | | | | 0.9 | | |
| | | | | | Internet: 0.0% | | ||||||||||||
| | 225,775 | | | | Shutterfly, Inc., 5.250%, (US0001M + 2.750%), 08/17/2024 | | | | | 222,482 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | Leisure Good/Activities/Movies: 0.7% | | ||||||||||||
| | 149,250 | | | | Airxcel, Inc. 2018 1st Lien Term Loan, 6.999%, (US0001M + 4.500%), 04/28/2025 | | | | $ | 138,429 | | | | | | 0.0 | | |
| | 955,000 | | | | AMC Entertainment Holdings Inc. 2019 Term Loan B, 5.600%, (US0003M + 3.000%), 03/14/2026 | | | | | 949,777 | | | | | | 0.1 | | |
| | 796,890 | | | | ClubCorp Club Operations, Inc. 2017 Incremental Term Loan, 5.351%, (US0003M + 2.750%), 09/18/2024 | | | | | 756,249 | | | | | | 0.1 | | |
| | 829,557 | | | | Crown Finance US, Inc. 2018 USD Term Loan, 4.999%, (US0001M + 2.500%), 02/28/2025 | | | | | 811,515 | | | | | | 0.1 | | |
| | 250,000 | | | | Delta 2 (LUX) S.a.r.l. 2018 USD Term Loan, 4.999%, (US0001M + 2.500%), 02/01/2024 | | | | | 240,625 | | | | | | 0.0 | | |
| | 1,144,240 | | | | Equinox Holdings, Inc. 2017 1st Lien Term Loan, 5.499%, (US0001M + 3.000%), 03/08/2024 | | | | | 1,137,089 | | | | | | 0.1 | | |
| | 1,283,389 | | | | Fitness International, LLC 2018 Term Loan B, 5.749%, (US0001M + 3.250%), 04/18/2025 | | | | | 1,273,764 | | | | | | 0.1 | | |
| | 546,248 | | | | GVC Holdings PLC 2018 USD Term Loan B2, 4.999%, (US0001M + 2.500%), 03/29/2024 | | | | | 544,541 | | | | | | 0.0 | | |
| | 750,000 | | | | Intrawest Resorts Holdings, Inc. Term Loan B1, 5.499%, (US0001M + 3.000%), 07/31/2024 | | | | | 747,343 | | | | | | 0.1 | | |
| | 648,372 | | | | Kingpin Intermediate Holdings LLC 2018 Term Loan B, 6.000%, (US0001M + 3.500%), 07/03/2024 | | | | | 648,356 | | | | | | 0.0 | | |
| | 740,061 | | | | Life Time, Inc. 2017 Term Loan B, 5.379%, (US0003M + 2.750%), 06/10/2022 | | | | | 732,044 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | Leisure Good/Activities/ Movies (continued) | | ||||||||||||
| | 160,000 | | | | NEP/NCP Holdco, Inc. 2018 1st Lien Term Loan, 5.749%, (US0001M + 3.250%), 10/20/2025 | | | | $ | 158,933 | | | | | | 0.0 | | |
| | 120,000 | | | | NEP/NCP Holdco, Inc. 2018 2nd Lien Term Loan, 9.496%, (US0001M + 7.000%), 10/19/2026 | | | | | 119,100 | | | | | | 0.0 | | |
| | 604,921 | | | | SRAM, LLC 2018 Term Loan B, 5.361%, (US0002M + 2.750%), 03/15/2024 | | | | | 602,637 | | | | | | 0.0 | | |
| | 672,626 | | | | Thor Industries, Inc. USD Term Loan B, 6.250%, (US0001M + 3.750%), 02/01/2026 | | | | | 644,452 | | | | | | 0.0 | | |
| | 150,000 | | | | WeddingWire, Inc. 1st Lien Term Loan, 6.987%, (US0003M + 4.500%), 12/19/2025 | | | | | 149,625 | | | | | | 0.0 | | |
| | 100,000 | | | | WeddingWire, Inc. 2nd Lien Term Loan, 10.737%, (US0001M + 8.250%), 12/21/2026 | | | | | 99,750 | | | | | | 0.0 | | |
| | 130,000 | | | | Winnebago Industries, Inc. 2017 Term Loan, 6.101%, (US0003M + 3.500%), 11/08/2023 | | | | | 127,400 | | | | | | 0.0 | | |
| | 248,750 | | | | Zodiac Pool Solutions LLC 2018 Term Loan B, 4.749%, (US0001M + 2.250%), 07/02/2025 | | | | | 245,330 | | | | | | 0.0 | | |
| | | | | | | | | | | 10,126,959 | | | | | | 0.7 | | |
| | | | | | Leisure Time: 0.1% | | ||||||||||||
| | 987,550 | | | | 24 Hour Fitness Worldwide, Inc. 2018 Term Loan B, 5.999%, (US0001M + 3.500%), 05/30/2025 | | | | | 987,180 | | | | | | 0.1 | | |
| | | | | | Lodging & Casinos: 0.6% | | ||||||||||||
| | 150,000 | | | | Aimbridge Acquisition Co., Inc., 2019 1st Lien Term Loan, 6.259%, (US0001M + 3.750%), 02/01/2026 | | | | | 149,809 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | Lodging & Casinos (continued) | | ||||||||||||
| | 147,750 | | | | Belmond Interfin Ltd. Dollar Term Loan, 5.249%, (US0001M + 2.750%), 07/03/2024 | | | | $ | 147,658 | | | | | | 0.0 | | |
| | 1,714,597 | | | | Caesars Resort Collection, LLC 2017 1st Lien Term Loan B, 5.249%, (US0001M + 2.750%), 12/22/2024 | | | | | 1,697,757 | | | | | | 0.1 | | |
| | 754 | | | | CityCenter Holdings, LLC 2017 Term Loan B, 4.749%, (US0001M + 2.250%), 04/18/2024 | | | | | 740 | | | | | | 0.0 | | |
| | 796,617 | | | | Everi Payments Inc. Term Loan B, 5.499%, (US0001M + 3.000%), 05/09/2024 | | | | | 792,633 | | | | | | 0.1 | | |
| | 647,244 | | | | Golden Entertainment, Inc. 2017 1st Lien Term Loan, 5.500%, (US0001M + 3.000%), 10/21/2024 | | | | | 642,389 | | | | | | 0.1 | | |
| | 1,602,559 | | | | Scientific Games International, Inc. 2018 Term Loan B5, 5.314%, (US0002M + 2.750%), 08/14/2024 | | | | | 1,561,064 | | | | | | 0.1 | | |
| | 1,984,176 | | | | Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan, 6.101%, (US0003M + 3.500%), 07/10/2025 | | | | | 1,983,400 | | | | | | 0.1 | | |
| | 794,478 | | | | Station Casinos LLC 2016 Term Loan B, 5.000%, (US0001M + 2.500%), 06/08/2023 | | | | | 787,648 | | | | | | 0.1 | | |
| | | | | | | | | | | 7,763,098 | | | | | | 0.6 | | |
| | | | | | Nonferrous Metals/Minerals: 0.1% | | ||||||||||||
| | 960,676 | | | | Covia Holdings Corporation Term Loan, 6.160%, (US0003M + 3.750%), 06/01/2025 | | | | | 824,580 | | | | | | 0.1 | | |
| | 249,370 | | | | U.S. Silica Company 2018 Term Loan B, 6.500%, (US0003M + 4.000%), 05/01/2025 | | | | | 236,278 | | | | | | 0.0 | | |
| | | | | | | | | | | 1,060,858 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | Oil & Gas: 0.1% | | ||||||||||||
| | 149,250 | | | | Brazos Delaware II, LLC Term Loan B, 6.487%, (US0001M + 4.000%), 05/21/2025 | | | | $ | 141,414 | | | | | | 0.0 | | |
| | 140,000 | | | | Encino Acquisition Partners Holdings, LLC 2018 2nd Lien Term Loan, 9.249%, (US0001M + 6.750%), 10/29/2025 | | | | | 135,800 | | | | | | 0.0 | | |
| | 234,413 | | | | Grizzly Acquisitions Inc. 2018 Term Loan B, 6.047%, (US0003M + 3.250%), 10/01/2025 | | | | | 234,120 | | | | | | 0.0 | | |
| | 398,875 | | | | McDermott Technology Americas Inc 2018 1st Lien Term Loan, 7.499%, (US0001M + 5.000%), 05/10/2025 | | | | | 383,119 | | | | | | 0.0 | | |
| | 547,000 | | | | Medallion Midland Acquisition, LLC 1st Lien Term Loan, 5.749%, (US0001M + 3.250%), 10/30/2024 | | | | | 534,693 | | | | | | 0.1 | | |
| | 27,513 | | | | MEG Energy Corp. 2017 Term Loan B, 5.990%, (US0001M + 3.500%), 12/31/2023 | | | | | 27,409 | | | | | | 0.0 | | |
| | 150,000 | | | | Moda Ingleside Energy Center, LLC 2018 Term Loan B, 5.740%, (US0001M + 3.250%), 09/29/2025 | | | | | 149,625 | | | | | | 0.0 | | |
| | | | | | | | | | | 1,606,180 | | | | | | 0.1 | | |
| | | | | | Publishing: 0.1% | | ||||||||||||
| | 1,628 | | | | McGraw-Hill Global Education Holdings, LLC 2016 Term Loan B, 6.522%, (US0001M + 4.000%), 05/04/2022 | | | | | 1,500 | | | | | | 0.0 | | |
| | 1,021,966 | | | | Meredith Corporation 2018 Term Loan B, 5.249%, (US0001M + 2.750%), 01/31/2025 | | | | | 1,020,689 | | | | | | 0.1 | | |
| | | | | | | | | | | 1,022,189 | | | | | | 0.1 | | |
| | | | | | Radio & Television: 0.1% | | ||||||||||||
| | 803,972 | | | | A-L Parent LLC 2016 1st Lien Term Loan, 5.750%, (US0001M + 3.250%), 12/01/2023 | | | | | 802,213 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | Radio & Television (continued) | | ||||||||||||
| | 598,525 | | | | CBS Radio Inc. 2017 Term Loan B, 5.249%, (US0001M + 2.750%), 11/18/2024 | | | | $ | 583,562 | | | | | | 0.0 | | |
| | 249,348 | | | | Cumulus Media New Holdings Inc. Exit Term Loan, 7.000%, (US0001M + 4.500%), 05/15/2022 | | | | | 245,569 | | | | | | 0.0 | | |
| | 499,451 | | | | Univision Communications Inc. Term Loan C5, 5.249%, (US0001M + 2.750%), 03/15/2024 | | | | | 471,803 | | | | | | 0.0 | | |
| | | | | | | | | | | 2,103,147 | | | | | | 0.1 | | |
| | | | | | Retailers (Except Food & Drug): 0.4% | | ||||||||||||
| | 248,612 | | | | Academy, Ltd. 2015 Term Loan B, 6.490%, (US0001M + 4.000%), 07/01/2022 | | | | | 179,778 | | | | | | 0.0 | | |
| | 795,729 | | | | Bass Pro Group, LLC Term Loan B, 7.499%, (US0001M + 5.000%), 09/25/2024 | | | | | 779,809 | | | | | | 0.0 | | |
| | 246,847 | | | | Belk, Inc. TL B 1L, 7.447%, (US0003M + 4.750%), 12/12/2022 | | | | | 200,008 | | | | | | 0.0 | | |
| | 893,071 | | | | BJs Wholesale Club, Inc. 2017 1st Lien Term Loan, 5.499%, (US0001M + 3.000%), 02/03/2024 | | | | | 892,034 | | | | | | 0.1 | | |
| | 889,090 | | | | Harbor Freight Tools USA, Inc. 2018 Term Loan B, 4.999%, (US0001M + 2.500%), 08/18/2023 | | | | | 870,568 | | | | | | 0.1 | | |
| | 361,368 | | | | Jo-Ann Stores, Inc. 2016 Term Loan, 7.761%, (US0003M + 5.000%), 10/20/2023 | | | | | 359,335 | | | | | | 0.0 | | |
| | 100,000 | | | | Jo-Ann Stores, Inc. 2018 2nd Lien Term Loan, 12.011%, (US0003M + 9.250%), 05/21/2024 | | | | | 95,750 | | | | | | 0.0 | | |
| | 842,467 | | | | Leslies Poolmart, Inc. 2016 Term Loan, 6.079%, (US0002M + 3.500%), 08/16/2023 | | | | | 816,140 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | Retailers (Except Food & Drug) (continued) | | ||||||||||||
| | 1,135,421 | | | | Mens Wearhouse, Inc. (The) 2018 Term Loan, 5.739%, (US0001M + 3.250%), 04/09/2025 | | | | $ | 1,093,552 | | | | | | 0.1 | | |
| | 389,243 | | | | National Vision, Inc. 2017 Repriced Term Loan, 4.999%, (US0001M + 2.500%), 11/20/2024 | | | | | 387,622 | | | | | | 0.0 | | |
| | 242,500 | | | | Petco Animal Supplies, Inc. 2017 Term Loan B, 5.994%, (US0003M + 3.250%), 01/26/2023 | | | | | 186,483 | | | | | | 0.0 | | |
| | | | | | | | | | | 5,861,079 | | | | | | 0.4 | | |
| | | | | | Software: 0.1% | | ||||||||||||
| | 872,670 | | | | Almonde, Inc. - TL B 1L, 6.101%, (US0003M + 3.500%), 06/13/2024 | | | | | 842,604 | | | | | | 0.1 | | |
| | | | | | Steel: 0.0% | | ||||||||||||
| | 275,833 | | | | GrafTech Finance, Inc. 2018 Term Loan B, 5.999%, (US0001M + 3.500%), 02/12/2025 | | | | | 274,454 | | | | | | 0.0 | | |
| | | | | | Surface Transport: 0.1% | | ||||||||||||
| | 902,194 | | | | Navistar International Corporation 2017 1st Lien Term Loan B, 6.000%, (US0001M + 3.500%), 11/06/2024 | | | | | 900,683 | | | | | | 0.1 | | |
| | 547,366 | | | | PODS, LLC 2018 1st Lien Term Loan, 5.243%, (US0001M + 2.750%), 12/06/2024 | | | | | 538,266 | | | | | | 0.0 | | |
| | 587,892 | | | | Savage Enterprises LLC 2018 1st Lien Term Loan B, 6.990%, (US0001M + 4.500%), 08/01/2025 | | | | | 589,913 | | | | | | 0.0 | | |
| | | | | | | | | | | 2,028,862 | | | | | | 0.1 | | |
| | | | | | Telecommunications: 0.9% | | ||||||||||||
| | 544,991 | | | | Altice Financing SA USD 2017 1st Lien Term Loan, 5.241%, (US0001M + 2.750%), 01/31/2026 | | | | | 522,510 | | | | | | 0.0 | | |
| | 185,000 | | | | Asurion LLC 2017 2nd Lien Term Loan, 8.999%, (US0001M + 6.500%), 08/04/2025 | | | | | 187,919 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | Telecommunications (continued) | | ||||||||||||
| | 208,949 | | | | Asurion LLC 2017 Term Loan B4, 5.499%, (US0001M + 3.000%), 08/04/2022 | | | | $ | 208,166 | | | | | | 0.0 | | |
| | 992,255 | | | | Asurion LLC 2018 Term Loan B6, 5.499%, (US0001M + 3.000%), 11/03/2023 | | | | | 987,759 | | | | | | 0.1 | | |
| | 1,497,500 | | | | Asurion LLC 2018 Term Loan B7, 5.499%, (US0001M + 3.000%), 11/03/2024 | | | | | 1,489,779 | | | | | | 0.1 | | |
| | 938,100 | | | | Avaya, Inc. 2018 Term Loan B, 6.777%, (US0001M + 4.250%), 12/15/2024 | | | | | 935,286 | | | | | | 0.1 | | |
| | 1,901,505 | | | | CenturyLink, Inc. 2017 Term Loan B, 5.249%, (US0001M + 2.750%), 01/31/2025 | | | | | 1,863,474 | | | | | | 0.1 | | |
| | 810,000 | | | | CommScope, Inc. 2019 Term Loan B, 5.865%, (US0003M + 3.250%), 02/06/2026 | | | | | 811,717 | | | | | | 0.1 | | |
| | 748,092 | | | | Consolidated Communications, Inc. 2016 Term Loan B, 5.500%, (US0003M + 3.000%), 10/04/2023 | | | | | 713,804 | | | | | | 0.0 | | |
| | 1,045,735 | | | | Flexential Intermediate Corporation 2017 1st Lien Term Loan, 6.101%, (US0003M + 3.500%), 08/01/2024 | | | | | 959,788 | | | | | | 0.1 | | |
| | 681,956 | | | | Global Tel*Link Corporation 2018 1st Lien Term Loan, 6.749%, (US0001M + 4.250%), 11/29/2025 | | | | | 679,399 | | | | | | 0.1 | | |
| | 120,000 | | | | Global Tel*Link Corporation 2018 2nd Lien Term Loan, 10.749%, (US0001M + 8.250%), 11/29/2026 | | | | | 117,675 | | | | | | 0.0 | | |
| | 998,744 | | | | GTT Communications, Inc. 2018 USD Term Loan B, 5.250%, (US0003M + 2.750%), 05/31/2025 | | | | | 943,992 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | Telecommunications (continued) | | ||||||||||||
| | 498,125 | | | | MTN Infrastructure TopCo Inc 1st Lien Term Loan B, 5.499%, (US0001M + 3.000%), 11/15/2024 | | | | $ | 494,597 | | | | | | 0.0 | | |
| | 398,500 | | | | Securus Technologies Holdings, Inc. 2017 1st Lien Term Loan, 6.999%, (US0001M + 4.500%), 11/01/2024 | | | | | 396,632 | | | | | | 0.0 | | |
| | 149,250 | | | | Speedcast International Limited Term Loan B, 5.351%, (US0003M + 2.750%), 05/15/2025 | | | | | 145,239 | | | | | | 0.0 | | |
| | 546,977 | | | | Sprint Communications, Inc. 1st Lien Term Loan B, 5.000%, (US0001M + 2.500%), 02/02/2024 | | | | | 531,594 | | | | | | 0.1 | | |
| | 500,000 | | | | Sprint Communications, Inc. 2018 Term Loan B, 5.500%, (US0003M + 3.000%), 02/02/2024 | | | | | 490,937 | | | | | | 0.0 | | |
| | 346 | | | | Syniverse Holdings, Inc. 2018 1st Lien Term Loan, 7.484%, (US0001M + 5.000%), 03/09/2023 | | | | | 318 | | | | | | 0.0 | | |
| | | | | | | | | | | 12,480,585 | | | | | | 0.9 | | |
| | | | | | Utilities: 0.1% | | ||||||||||||
| | 868,114 | | | | Calpine Construction Finance Company, L.P. 2017 Term Loan B, 4.999%, (US0001M + 2.500%), 01/15/2025 | | | | | 858,755 | | | | | | 0.1 | | |
| | 225,000 | | | | Edgewater Generation, L.L.C. Term Loan, 6.249%, (US0001M + 3.750%), 12/13/2025 | | | | | 224,894 | | | | | | 0.0 | | |
| | 399,375 | | | | LMBE-MC Holdco II LLC Term Loan B, 6.610%, (US0003M + 4.000%), 11/14/2025 | | | | | 397,378 | | | | | | 0.0 | | |
| | 136,638 | | | | Nautilus Power, LLC Term Loan B, 6.749%, (US0001M + 4.250%), 05/16/2024 | | | | | 137,150 | | | | | | 0.0 | | |
| | | | | | | | | | | 1,618,177 | | | | | | 0.1 | | |
| | | | | | Total Bank Loans (Cost $203,481,338) | | | | | 201,016,008 | | | | | | 14.2 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 19.1% | | ||||||||||||||||||
| | 1,600,000 | (1)(5) | | BANK 2017-BNK6 E, 2.654%, 07/15/2060 | | | | $ | 1,047,712 | | | | | | 0.1 | | | |
| | 16,600,000 | (1)(5)(7) | | BANK 2017-BNK6 XE, 1.500%, 07/15/2060 | | | | | 1,672,565 | | | | | | 0.1 | | | |
| | 51,330,000 | (5)(7)(8) | | BANK 2019-BN17 XA, 1.038%, 04/15/2052 | | | | | 4,317,731 | | | | | | 0.3 | | | |
| | 6,700,000 | (1) | | BANK 2017-BNK4 E, 3.357%, 05/15/2050 | | | | | 4,976,135 | | | | | | 0.4 | | | |
| | 5,320,000 | (1)(5)(7) | | BANK 2017-BNK4 XE, 1.471%, 05/15/2050 | | | | | 528,875 | | | | | | 0.0 | | | |
| | 1,000,000 | (1)(5) | | BAMLL RE-Remic Trust 2014-FRR8 A, 2.186%, 11/26/2047 | | | | | 868,452 | | | | | | 0.1 | | | |
| | 104,766,288 | (5)(7) | | Benchmark 2018-B7 XA Mortgage Trust, 0.450%, 05/15/2053 | | | | | 3,489,618 | | | | | | 0.2 | | | |
| | 53,370,000 | (5)(7) | | BENCHMARK 2019-B10 XA Mortgage Trust, 1.233%, 03/15/2062 | | | | | 5,013,231 | | | | | | 0.4 | | | |
| | 42,285,000 | (1)(5)(7)(8) | | BENCHMARK 2019-B10 XB Mortgage Trust, 0.900%, 03/15/2062 | | | | | 3,345,935 | | | | | | 0.2 | | | |
| | 3,090,000 | (1) | | Benchmark 2019-B9 D Mortgage Trust, 3.000%, 03/15/2052 | | | | | 2,624,707 | | | | | | 0.2 | | | |
| | 7,330,000 | (1)(5)(7) | | Benchmark 2019-B9 XD Mortgage Trust, 2.003%, 03/15/2052 | | | | | 1,177,621 | | | | | | 0.1 | | | |
| | 77,617,514 | (5)(7) | | BMARK 2018-B4 XA, 0.543%, 07/15/2051 | | | | | 2,860,764 | | | | | | 0.2 | | | |
| | 1,440,000 | (1) | | BX Commercial Mortgage Trust 2018-BIOA D, 3.805%, (US0001M + 1.321%), 03/15/2037 | | | | | 1,438,795 | | | | | | 0.1 | | | |
| | 3,442,804 | (1) | | BX Commercial Mortgage Trust 2018-IND F, 4.284%, (US0001M + 1.800%), 11/15/2035 | | | | | 3,453,426 | | | | | | 0.3 | | | |
| | 4,366,882 | (1) | | BX Commercial Mortgage Trust 2018-IND G, 4.534%, (US0001M + 2.050%), 11/15/2035 | | | | | 4,385,978 | | | | | | 0.3 | | | |
| | 2,580,000 | (1) | | BXMT 2017-FL1 C Ltd., 4.434%, (US0001M + 1.950%), 06/15/2035 | | | | | 2,579,226 | | | | | | 0.2 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | 1,500,000 | (1) | | BXMT 2017-FL1 D Ltd., 5.184%, (US0001M + 2.700%), 06/15/2035 | | | | $ | 1,499,528 | | | | | | 0.1 | | | |
| | 4,990,000 | (1)(5) | | CALI Mortgage Trust 2019-101C E, 4.469%, 03/10/2039 | | | | | 5,066,768 | | | | | | 0.4 | | | |
| | 1,010,000 | (1) | | CAMB Commercial Mortgage Trust 2019-LIFE F, 5.034%, (US0001M + 2.550%), 12/15/2037 | | | | | 1,018,777 | | | | | | 0.1 | | | |
| | 8,228,255 | (5)(7) | | CD 2016-CD1 Mortgage Trust XA, 1.422%, 08/10/2049 | | | | | 640,915 | | | | | | 0.0 | | | |
| | 14,660,000 | (1)(5)(7) | | CD 2016-CD1 Mortgage Trust XB, 0.681%, 08/10/2049 | | | | | 674,073 | | | | | | 0.1 | | | |
| | 1,000,000 | (1)(5) | | Citigroup Commercial Mortgage Trust 2013-GC17 D, 5.112%, 11/10/2046 | | | | | 1,007,189 | | | | | | 0.1 | | | |
| | 4,826,000 | (1)(5) | | Citigroup Commercial Mortgage Trust 2014-GC19 E, 4.597%, 03/10/2047 | | | | | 4,625,995 | | | | | | 0.3 | | | |
| | 6,030,000 | (1)(5) | | Citigroup Commercial Mortgage Trust 2014-GC19 F, 3.665%, 03/10/2047 | | | | | 5,155,718 | | | | | | 0.4 | | | |
| | 3,425,000 | (1)(5) | | Citigroup Commercial Mortgage Trust 2014-GC19, 5.097%, 03/10/2047 | | | | | 3,585,705 | | | | | | 0.2 | | | |
| | 3,550,000 | (1)(5) | | Citigroup Commercial Mortgage Trust 2016-P3 D, 2.804%, 04/15/2049 | | | | | 2,959,092 | | | | | | 0.2 | | | |
| | 1,270,000 | (1) | | Citigroup Commercial Mortgage Trust 2016-P5 D, 3.000%, 10/10/2049 | | | | | 1,084,420 | | | | | | 0.1 | | | |
| | 27,780,784 | (5)(7) | | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.117%, 10/12/2050 | | | | | 1,898,642 | | | | | | 0.1 | | | |
| | 3,000,000 | (5) | | COMM 2012-CCRE2 C Mortgage Trust, 4.832%, 08/15/2045 | | | | | 3,065,391 | | | | | | 0.2 | | | |
| | 3,993,211 | (5)(7) | | COMM 2012-CR1 XA, 1.866%, 05/15/2045 | | | | | 188,244 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | 11,238,088 | (5)(7) | | COMM 2012-CR3 XA, 1.869%, 10/15/2045 | | | | $ | 591,650 | | | | | | 0.0 | | | |
| | 960,147 | (5)(7) | | COMM 2012-CR4 XA, 1.769%, 10/15/2045 | | | | | 47,898 | | | | | | 0.0 | | | |
| | 7,189,482 | (1)(5)(7) | | COMM 2012-LTRT XA, 0.960%, 10/05/2030 | | | | | 184,877 | | | | | | 0.0 | | | |
| | 2,200,000 | (1)(5) | | COMM 2013-LC6 D Mortgage Trust, 4.264%, 01/10/2046 | | | | | 2,209,862 | | | | | | 0.2 | | | |
| | 11,197,284 | (5)(7) | | COMM 2016-COR1 XA, 1.452%, 10/10/2049 | | | | | 862,490 | | | | | | 0.1 | | | |
| | 2,833,376 | (5)(7) | | COMM 2016-CR28 XA, 0.663%, 02/10/2049 | | | | | 98,997 | | | | | | 0.0 | | | |
| | 1,000,000 | (5) | | COMM 2017-COR2 C, 4.562%, 09/10/2050 | | | | | 1,029,687 | | | | | | 0.1 | | | |
| | 21,536,949 | (5)(7) | | COMM 2017-COR2 XA, 1.178%, 09/10/2050 | | | | | 1,696,562 | | | | | | 0.1 | | | |
| | 3,962,000 | (1)(5) | | Core Industrial Trust 2015-TEXW E, 3.849%, 02/10/2034 | | | | | 3,966,658 | | | | | | 0.3 | | | |
| | 80,320,103 | (5)(7) | | CSAIL 2018-CX12 XA Commercial Mortgage Trust, 0.623%, 08/15/2051 | | | | | 3,690,355 | | | | | | 0.3 | | | |
| | 3,450,000 | (1) | | CSWF 2018-TOP F, 5.234%, (US0001M + 2.750%), 08/15/2035 | | | | | 3,458,563 | | | | | | 0.2 | | | |
| | 2,314,968 | (1)(5) | | DBUBS 2011-LC1A F Mortgage Trust, 5.699%, 11/10/2046 | | | | | 2,352,145 | | | | | | 0.1 | | | |
| | 5,000,000 | (1)(5) | | DBUBS 2011-LC2A D, 5.532%, 07/10/2044 | | | | | 5,185,399 | | | | | | 0.4 | | | |
| | 2,450,000 | (1)(5) | | DBUBS 2011-LC2 E Mortgage Trust, 5.532%, 07/10/2044 | | | | | 2,434,282 | | | | | | 0.2 | | | |
| | 5,000,000 | (1) | | DBWF 2018-GLKS D Mortgage Trust, 4.882%, (US0001M + 2.400%), 11/19/2035 | | | | | 5,012,434 | | | | | | 0.4 | | | |
| | 4,800,000 | (1)(5) | | DBJPM 16-C3 F Mortgage Trust, 4.243%, 08/10/2049 | | | | | 3,613,238 | | | | | | 0.3 | | | |
| | 5,390,000 | (1)(5) | | DBJPM 16-C3 G Mortgage Trust, 4.243%, 08/10/2049 | | | | | 3,535,258 | | | | | | 0.2 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | 6,666,868 | (5)(7) | | Freddie Mac Multifamily Structured Pass Through Certificates K006 BX1, 5.375%, 02/25/2020 | | | | $ | 281,769 | | | | | | 0.0 | | | |
| | 16,928,081 | (5)(7) | | Freddie Mac Multifamily Structured Pass Through Certificates K014 X3, 3.200%, 02/25/2042 | | | | | 1,083,991 | | | | | | 0.1 | | | |
| | 19,240,000 | (5)(7) | | Freddie Mac Multifamily Structured Pass Through Certificates K016 X3, 2.583%, 11/25/2041 | | | | | 1,193,221 | | | | | | 0.1 | | | |
| | 7,470,000 | (5)(7) | | Freddie Mac Multifamily Structured Pass Through Certificates K035 X3, 1.791%, 12/25/2041 | | | | | 547,632 | | | | | | 0.0 | | | |
| | 6,597,908 | (5)(7) | | Freddie Mac Multifamily Structured Pass Through Certificates K709 X3, 2.004%, 04/25/2045 | | | | | 2,759 | | | | | | 0.0 | | | |
| | 8,937,711 | (5)(7) | | Freddie Mac Multifamily Structured Pass Through Certificates K715 X3, 2.016%, 02/25/2041 | | | | | 344,414 | | | | | | 0.0 | | | |
| | 20,330,706 | (5)(7) | | Freddie Mac Multifamily Structured Pass Through Certificates KC01 X3, 3.837%, 01/25/2026 | | | | | 2,507,545 | | | | | | 0.2 | | | |
| | 673,367 | (1)(7) | | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/2044 | | | | | 1,412 | | | | | | 0.0 | | | |
| | 203,197,429 | (1)(7) | | FREMF Mortgage Trust 2014-K714 X2B, 0.100%, 01/25/2047 | | | | | 280,209 | | | | | | 0.0 | | | |
| | 1,396,699 | (1) | | GPT 2018-GPP E Mortgage Trust, 4.954%, (US0001M + 2.470%), 06/15/2035 | | | | | 1,394,204 | | | | | | 0.1 | | | |
| | 3,500,000 | (1) | | GS Mortgage Securities Corp. II 2018-RIVR G, 5.084%, (US0001M + 2.600%), 07/15/2035 | | | | | 3,470,506 | | | | | | 0.3 | | | |
| | 3,080,000 | (5) | | GS Mortgage Securities Trust 2012-GCJ7 C, 5.700%, 05/10/2045 | | | | | 3,217,603 | | | | | | 0.2 | | | |
| | 4,480,000 | (1)(5) | | GS Mortgage Securities Trust 2012-GCJ7 E, 5.000%, 05/10/2045 | | | | | 3,182,060 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | 2,860,000 | (1)(5) | | GS Mortgage Securities Trust 2016-GS4 D, 3.233%, 11/10/2049 | | | | $ | 2,463,986 | | | | | | 0.2 | | | |
| | 2,000,000 | (1) | | GS Mortgage Securities Corp. II 2018-RIVR F, 4.584%, (US0001M + 2.100%), 07/15/2035 | | | | | 1,982,136 | | | | | | 0.1 | | | |
| | 1,010,000 | (1)(5) | | GS Mortgage Securities Trust 2010-C2 E, 4.548%, 12/10/2043 | | | | | 1,003,567 | | | | | | 0.1 | | | |
| | 15,461,571 | (5)(7) | | GS Mortgage Securities Trust 2019-GC38 XA, 0.967%, 02/10/2052 | | | | | 1,192,622 | | | | | | 0.1 | | | |
| | 180,000 | (1)(5) | | IMT Trust 2017-APTS EFX, 3.497%, 06/15/2034 | | | | | 174,566 | | | | | | 0.0 | | | |
| | 8,160,000 | (1) | | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-WPT FFX, 5.542%, 07/05/2033 | | | | | 8,240,183 | | | | | | 0.6 | | | |
| | 12,680,000 | (1)(5)(7) | | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.335%, 12/15/2047 | | | | | 148,976 | | | | | | 0.0 | | | |
| | 107,148 | (5) | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9 E, 5.362%, 06/12/2041 | | | | | 107,518 | | | | | | 0.0 | | | |
| | 500,000 | (1)(5) | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 C, 5.399%, 07/15/2046 | | | | | 522,249 | | | | | | 0.0 | | | |
| | 6,150,000 | (1)(5) | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 F, 3.873%, 07/15/2046 | | | | | 6,097,803 | | | | | | 0.4 | | | |
| | 5,000,000 | (1)(5) | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 G, 3.873%, 07/15/2046 | | | | | 4,929,089 | | | | | | 0.3 | | | |
| | 5,541,334 | (5)(7) | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 2.066%, 06/15/2045 | | | | | 178,315 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | 2,000,000 | (5) | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 D, 4.117%, 12/15/2047 | | | | $ | 1,917,569 | | | | | | 0.1 | | | |
| | 5,500,000 | (1)(5) | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 E, 3.500%, 12/15/2047 | | | | | 4,940,896 | | | | | | 0.4 | | | |
| | 1,000,000 | (1)(5) | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 D, 4.003%, 01/15/2046 | | | | | 991,654 | | | | | | 0.1 | | | |
| | 2,660,000 | (1)(5) | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 F, 3.986%, 01/15/2046 | | | | | 2,225,790 | | | | | | 0.2 | | | |
| | 29,608,294 | (5)(7) | | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 XA, 1.061%, 07/15/2047 | | | | | 894,887 | | | | | | 0.1 | | | |
| | 1,000,000 | (1)(5) | | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.207%, 11/15/2045 | | | | | 1,028,699 | | | | | | 0.1 | | | |
| | 1,405,000 | (5) | | JPMBB Commercial Mortgage Securities Trust 2014-C21 C, 4.651%, 08/15/2047 | | | | | 1,423,723 | | | | | | 0.1 | | | |
| | 2,440,000 | (1) | | JPMBB Commercial Mortgage Securities Trust 2014-C26 E, 4.000%, 01/15/2048 | | | | | 1,987,445 | | | | | | 0.1 | | | |
| | 4,059,000 | (1) | | JPMBB Commercial Mortgage Securities Trust 2014-C26 F, 4.000%, 01/15/2048 | | | | | 2,666,642 | | | | | | 0.2 | | | |
| | 66,465,917 | (5)(7) | | JPMBB Commercial Mortgage Securities Trust 2015-C27 XA, 1.314%, 02/15/2048 | | | | | 3,104,357 | | | | | | 0.2 | | | |
| | 62,467,649 | (5)(7) | | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 1.116%, 10/15/2048 | | | | | 2,543,489 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | 21,558,698 | (5)(7) | | JPMDB Commercial Mortgage Securities Trust 2017-C7 XA, 0.910%, 10/15/2050 | | | | $ | 1,238,373 | | | | | | 0.1 | | | |
| | 522,510 | (1)(5) | | LB-UBS Commercial Mortgage Trust 2005-C5 G, 5.350%, 09/15/2040 | | | | | 530,709 | | | | | | 0.0 | | | |
| | 13,948,653 | (1)(5)(7) | | LSTAR Commercial Mortgage Trust 2017-5 X, 1.110%, 03/10/2050 | | | | | 611,635 | | | | | | 0.0 | | | |
| | 12,405,622 | (5)(7) | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 XA, 1.004%, 11/15/2046 | | | | | 467,172 | | | | | | 0.0 | | | |
| | 20,055,408 | (5)(7) | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.095%, 12/15/2047 | | | | | 695,552 | | | | | | 0.0 | | | |
| | 2,980,000 | (1)(5) | | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 D, 4.913%, 04/15/2047 | | | | | 3,051,546 | | | | | | 0.2 | | | |
| | 1,000,000 | (5) | | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 C, 4.463%, 02/15/2048 | | | | | 1,020,694 | | | | | | 0.1 | | | |
| | 15,811,255 | (5)(7) | | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 XA, 0.823%, 11/15/2052 | | | | | 843,423 | | | | | | 0.1 | | | |
| | 270,000 | (1)(5) | | Morgan Stanley Capital I Trust 2011-C1 D, 5.376%, 09/15/2047 | | | | | 280,368 | | | | | | 0.0 | | | |
| | 5,970,000 | (1) | | Morgan Stanley Capital I Trust 2011-C1 K, 4.193%, 09/15/2047 | | | | | 5,824,243 | | | | | | 0.4 | | | |
| | 4,268,000 | (1) | | Morgan Stanley Capital I Trust 2011-C1 L, 4.193%, 09/15/2047 | | | | | 4,070,456 | | | | | | 0.3 | | | |
| | 75,422,790 | (5)(7) | | Morgan Stanley Capital I Trust 2018-L1 XA, 0.531%, 10/15/2051 | | | | | 3,070,386 | | | | | | 0.2 | | | |
| | 25,660,000 | (1)(5)(7) | | Morgan Stanley Capital I Trust 2018-L1 XD, 1.797%, 10/15/2051 | | | | | 3,708,176 | | | | | | 0.3 | | | |
| | 910,000 | | | | Morgan Stanley Capital I, Inc. 2017-HR2 D, 2.730%, 12/15/2050 | | | | | 763,386 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | 38,572,776 | (5)(7) | | Morgan Stanley Capital I, Inc. 2017-HR2 XA, 0.798%, 12/15/2050 | | | | $ | 2,136,812 | | | | | | 0.1 | | | |
| | 3,519,000 | (1) | | PFP 2017-4 E Ltd., 7.334%, (US0001M + 4.850%), 07/14/2035 | | | | | 3,595,415 | | | | | | 0.2 | | | |
| | 4,470,000 | (1)(5) | | Ready Capital Mortgage Trust 2019-5 D, 5.551%, 02/25/2052 | | | | | 4,237,431 | | | | | | 0.3 | | | |
| | 3,768,725 | (1) | | SLIDE 2018-FUN E, 4.784%, (US0001M + 2.300%), 06/15/2031 | | | | | 3,781,411 | | | | | | 0.3 | | | |
| | 3,655,268 | (1) | | SLIDE 2018-FUN F, 5.484%, (US0001M + 3.000%), 06/15/2031 | | | | | 3,672,496 | | | | | | 0.2 | | | |
| | 480,000 | (1) | | STWD 2018-URB D Mortgage Trust, 4.534%, (US0001M + 2.050%), 05/15/2035 | | | | | 472,280 | | | | | | 0.0 | | | |
| | 1,000,000 | (1)(5) | | UBS Commercial Mortgage Trust 2017-C5, 4.319%, 11/15/2050 | | | | | 923,225 | | | | | | 0.0 | | | |
| | 46,070,000 | (5)(7) | | UBS Commercial Mortgage Trust 2019-C16 XA, 1.564%, 04/15/2052 | | | | | 5,233,566 | | | | | | 0.4 | | | |
| | 2,500,000 | (1)(5) | | UBS-Barclays Commercial Mortgage Trust 2013-C6 D, 4.313%, 04/10/2046 | | | | | 2,352,635 | | | | | | 0.2 | | | |
| | 3,829,649 | (1) | | Wells Fargo Commercial Mortgage Trust 2015-C30 E, 3.250%, 09/15/2058 | | | | | 2,978,744 | | | | | | 0.2 | | | |
| | 30,000,000 | (5)(7) | | Wells Fargo Commercial Mortgage Trust 2016-C36 XB, 0.679%, 11/15/2059 | | | | | 1,402,413 | | | | | | 0.1 | | | |
| | 78,780,000 | (5)(7) | | Wells Fargo Commercial Mortgage Trust 2016-NXS6 XB, 0.526%, 11/15/2049 | | | | | 3,012,185 | | | | | | 0.2 | | | |
| | 2,720,000 | (1) | | Wells Fargo Commercial Mortgage Trust 2017-C40 D, 2.700%, 10/15/2050 | | | | | 2,210,410 | | | | | | 0.2 | | | |
| | 20,942,671 | (5)(7) | | Wells Fargo Commercial Mortgage Trust 2017-C40 XA, 0.986%, 10/15/2050 | | | | | 1,266,294 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | 2,500,000 | (1) | | Wells Fargo Commercial Mortgage Trust 2018-BXI E, 4.641%, (US0001M + 2.157%), 12/15/2036 | | | | $ | 2,507,037 | | | | | | 0.2 | | | |
| | 5,210,000 | (1) | | Wells Fargo Commercial Mortgage Trust 2019-C49 D, 3.000%, 03/15/2052 | | | | | 4,361,395 | | | | | | 0.3 | | | |
| | 395,907 | (1)(5)(7) | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.833%, 08/15/2045 | | | | | 19,108 | | | | | | 0.0 | | | |
| | 3,293,448 | (1)(5)(7) | | WFRBS Commercial Mortgage Trust 2012-C9 XA, 1.882%, 11/15/2045 | | | | | 180,054 | | | | | | 0.0 | | | |
| | 960,000 | (1)(5) | | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.266%, 03/15/2045 | | | | | 799,533 | | | | | | 0.1 | | | |
| | 1,136,578 | (1)(5) | | WFRBS Commercial Mortgage Trust 2013-C11 G, 4.266%, 03/15/2045 | | | | | 573,775 | | | | | | 0.0 | | | |
| | 5,789,429 | (1)(5)(7) | | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.273%, 03/15/2048 | | | | | 227,486 | | | | | | 0.0 | | | |
| | 7,110,000 | (1)(5) | | WFRBS Commercial Mortgage Trust 2013-C17 D, 5.063%, 12/15/2046 | | | | | 7,276,479 | | | | | | 0.5 | | | |
| | 760,000 | (1) | | WFRBS Commercial Mortgage Trust 2013-C17 E, 3.500%, 12/15/2046 | | | | | 668,279 | | | | | | 0.0 | | | |
| | 3,000,000 | (1) | | WFRBS Commercial Mortgage Trust 2013-C17 F, 3.500%, 12/15/2046 | | | | | 2,426,361 | | | | | | 0.2 | | | |
| | 43,074,750 | (5)(7) | | WFRBS Commercial Mortgage Trust 2013-UBS1 XA, 0.863%, 03/15/2046 | | | | | 1,181,614 | | | | | | 0.1 | | | |
| | 1,500,000 | (1)(5) | | WFLD 2014-MONT D Mortgage Trust, 3.755%, 08/10/2031 | | | | | 1,441,455 | | | | | | 0.1 | | | |
| | 1,075,782 | | | | Other Securities | | | | | 1,066,638 | | | | | | 0.1 | | |
| | | | | | Total Commercial Mortgage-Backed Securities (Cost $264,397,365) | | | | | 270,675,719 | | | | | | 19.1 | | |
|
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS(13): 5.2% | | ||||||||||||||||||
| | | | | | Federal Home Loan Mortgage Corporation: 1.7% | | ||||||||||||
| | 24,300,000 | (12) | | 3.500%, 04/01/2048 | | | | $ | 24,653,109 | | | | | | 1.7 | | | |
| | | | | | Federal National Mortgage Association: 2.5%(13) | | ||||||||||||
| | 13,200,000 | (12) | | 3.000%, 05/01/2043 | | | | | 13,131,422 | | | | | | 0.9 | | | |
| | 15,282,000 | (12) | | 4.000%, 04/01/2048 | | | | | 15,721,357 | | | | | | 1.1 | | | |
| | 5,975,000 | (12) | | 4.500%, 04/25/2039 | | | | | 6,226,458 | | | | | | 0.5 | | | |
| | 7,439 | | | | 5.500%, 10/01/2039 | | | | | 8,096 | | | | | | 0.0 | | |
| | | | | | | | | | | 35,087,333 | | | | | | 2.5 | | |
| | | | | | Government National Mortgage Association: 1.0% | | ||||||||||||
| | 13,700,000 | (12) | | 4.500%, 04/01/2044 | | | | | 14,228,935 | | | | | | 1.0 | | | |
| | | | | | Total U.S. Government Agency Obligations (Cost $73,427,783) | | | | | 73,969,377 | | | | | | 5.2 | | |
SOVEREIGN BONDS: 3.1% | | ||||||||||||||||||
CLP3,990,000,000 | | | Bonos de la Tesoreria de la Republica en pesos, 4.500%-5.000%, 03/01/2026-03/01/2035 | | | | | 6,188,353 | | | | | | 0.5 | | | |||
| | EUR13,592,000 | (1) | | Hellenic Republic Government Bond, 3.875%, 03/12/2029 | | | | | 15,430,090 | | | | | | 1.1 | | | |
| | 500,000 | (1) | | KSA Sukuk Ltd., 3.628%, 04/20/2027 | | | | | 498,935 | | | | | | 0.0 | | | |
| | 750,000 | (1) | | Perusahaan Penerbit SBSN Indonesia III, 4.150%, 03/29/2027 | | | | | 759,000 | | | | | | 0.1 | | | |
| | 1,800,000 | (1)(2) | | Perusahaan Penerbit SBSN Indonesia III, 4.450%, 02/20/2029 | | | | | 1,854,144 | | | | | | 0.1 | | | |
| | 17,980,125 | | | | Other Securities | | | | | 18,485,178 | | | | | | 1.3 | | |
| | | | | | Total Sovereign Bonds (Cost $43,595,601) | | | | | 43,215,700 | | | | | | 3.1 | | |
U.S. TREASURY OBLIGATIONS: 2.2% | | ||||||||||||||||||
| | | | | | Treasury Inflation Indexed Protected Securities: 2.0% | | ||||||||||||
| | 27,055,052 | | | | 0.875%, 01/15/2029 | | | | | 27,951,533 | | | | | | 2.0 | | |
| | | | | | U.S. Treasury Bonds: 0.1% | | ||||||||||||
| | 1,200,000 | | | | Other Securities | | | | | 1,338,867 | | | | | | 0.1 | | |
| | | | | | U.S. Treasury Notes: 0.1% | | ||||||||||||
| | 1,267,000 | | | | Other Securities | | | | | 1,287,587 | | | | | | 0.1 | | |
| | | | | | Total U.S. Treasury Obligations (Cost $30,439,595) | | | | | 30,577,987 | | | | | | 2.2 | | |
|
| | | Value | | | Percentage of Net Assets | | |||||||||
PURCHASED OPTIONS(14): 0.0% | | |||||||||||||||
| | | Total Purchased Options (Cost $855,890) | | | | $ | 53,308 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $1,336,884,876) | | | | | 1,356,849,717 | | | | | | 96.0 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: 8.2% | | ||||||||||||||||||
| | | | | | Securities Lending Collateral(15): 0.6% | | ||||||||||||
| | 2,010,153 | | | | Citigroup, Inc., Repurchase Agreement dated 03/29/19, 2.65%, due 04/01/19 (Repurchase Amount $2,010,591, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $2,050,356, due 04/02/19-10/20/68) | | | | | 2,010,153 | | | | | | 0.1 | | |
| | 2,010,153 | | | | Daiwa Capital Markets, Repurchase Agreement dated 03/29/19, 2.65%, due 04/01/19 (Repurchase Amount $2,010,591, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $2,050,356, due 04/11/19-03/20/49) | | | | | 2,010,153 | | | | | | 0.2 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | Securities Lending Collateral(15) (continued) | | ||||||||||||
| | 2,010,153 | | | | Guggenheim Securities LLC, Repurchase Agreement dated 03/29/19, 2.65%, due 04/01/19 (Repurchase Amount $2,010,591, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.302%-5.458%, Market Value plus accrued interest $2,050,356, due 01/01/27-05/20/68) | | | | $ | 2,010,153 | | | | | | 0.1 | | |
| | 2,010,153 | | | | Jefferies LLC, Repurchase Agreement dated 03/29/19, 2.67%, due 04/01/19 (Repurchase Amount $2,010,594, collateralized by various U.S. Government Agency Obligations, 0.000%-6.625%, Market Value plus accrued interest $2,050,371, due 04/03/19-07/15/36) | | | | | 2,010,153 | | | | | | 0.2 | | |
| | 421,481 | | | | Mizuho Securities USA LLC, Repurchase Agreement dated 03/29/19, 2.57%, due 04/01/19 (Repurchase Amount $421,570, collateralized by various U.S. Government Securities, 0.875%-2.875%, Market Value plus accrued interest $429,911, due 12/31/20-05/15/43) | | | | | 421,481 | | | | | | 0.0 | | |
| | | | | | | | | | | 8,462,093 | | | | | | 0.6 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | Mutual Funds: 7.6% | | ||||||||||||
| | 86,704,498 | (16) | | BlackRock Liquidity Funds, FedFund, Institutional Class, 2.360% | | | | | 86,704,498 | | | | | | 6.1 | | | |
| | 20,910,000 | (16) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.350% | | | | $ | 20,910,000 | | | | | | 1.5 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds (continued) | | ||||||||||||
| | | Total Mutual Funds (Cost $107,614,498) | | | | | 107,614,498 | | | | | | 7.6 | | |
| | | Total Short-Term Investments (Cost $116,076,591) | | | | | 116,076,591 | | | | | | 8.2 | | |
| | | Total Investments in Securities (Cost $1,452,961,467) | | | | $ | 1,472,926,308 | | | | | | 104.2 | | |
| | | Liabilities in Excess of Other Assets | | | | | (59,784,444) | | | | | | (4.2) | | |
| | | Net Assets | | | | $ | 1,413,141,864 | | | | | | 100.0 | | |
|
payment rates.
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at March 31, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Purchased Options | | | | $ | — | | | | | $ | 53,308 | | | | | $ | — | | | | | $ | 53,308 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 199,465,128 | | | | | | — | | | | | | 199,465,128 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 301,069,837 | | | | | | 14,116,380 | | | | | | 315,186,217 | | |
U.S. Government Agency Obligations | | | | | 6,226,458 | | | | | | 67,742,919 | | | | | | — | | | | | | 73,969,377 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 30,577,987 | | | | | | — | | | | | | 30,577,987 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 263,012,053 | | | | | | 7,663,666 | | | | | | 270,675,719 | | |
Asset-Backed Securities | | | | | — | | | | | | 222,690,273 | | | | | | — | | | | | | 222,690,273 | | |
Bank Loans | | | | | — | | | | | | 201,016,008 | | | | | | — | | | | | | 201,016,008 | | |
Sovereign Bonds | | | | | — | | | | | | 43,215,700 | | | | | | — | | | | | | 43,215,700 | | |
Short-Term Investments | | | | | 107,614,498 | | | | | | 8,462,093 | | | | | | — | | | | | | 116,076,591 | | |
Total Investments, at fair value | | | | $ | 113,840,956 | | | | | $ | 1,337,305,306 | | | | | $ | 21,780,046 | | | | | $ | 1,472,926,308 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | | — | | | | | | 766,646 | | | | | | — | | | | | | 766,646 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 1,795,645 | | | | | | — | | | | | | 1,795,645 | | |
Forward Premium Swaptions | | | | | — | | | | | | 83,673 | | | | | | — | | | | | | 83,673 | | |
Futures | | | | | 530,048 | | | | | | — | | | | | | — | | | | | | 530,048 | | |
Total Assets | | | | $ | 114,371,004 | | | | | $ | 1,339,951,270 | | | | | $ | 21,780,046 | | | | | $ | 1,476,102,320 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (1,088,803) | | | | | $ | — | | | | | $ | (1,088,803) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (1,345,688) | | | | | | — | | | | | | (1,345,688) | | |
Forward Premium Swaptions | | | | | — | | | | | | (177,469) | | | | | | — | | | | | | (177,469) | | |
Futures | | | | | (2,802,363) | | | | | | — | | | | | | — | | | | | | (2,802,363) | | |
Written Options | | | | | — | | | | | | (5,266,044) | | | | | | — | | | | | | (5,266,044) | | |
Total Liabilities | | | | $ | (2,802,363) | | | | | $ | (7,878,004) | | | | | $ | — | | | | | $ | (10,680,367) | | |
|
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
| | | Beginning Balance 3/31/2018 | | | Purchases | | | Sales | | | Accrued Discounts/ (Premiums) | | | Total Realized Gain/(Loss) | | | *Net Change in Unrealized Appreciation/ (Depreciation) | | | Transfers Into Level 3 | | | Transfers Out of Level 3 | | | **Ending Balance 3/31/2019 | | |||||||||||||||||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Collateralized Mortgage Obligations | | | | $ | — | | | | | $ | 7,663,666 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 7,663,666 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 14,116,380 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14,116,380 | | |
Total Investments, at value | | | | $ | — | | | | | $ | 21,780,046 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 21,780,046 | | |
|
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
USD 5,887,581 | | | CLP 4,035,053,416 | | | Barclays Bank PLC | | | | | 04/05/19 | | | | | $ | (41,947) | | |
USD 32,234 | | | ILS 120,172 | | | Barclays Bank PLC | | | | | 04/05/19 | | | | | | (854) | | |
MYR 131,109 | | | USD 31,340 | | | Barclays Bank PLC | | | | | 04/05/19 | | | | | | 776 | | |
USD 24,775 | | | SEK 227,748 | | | Barclays Bank PLC | | | | | 05/10/19 | | | | | | 208 | | |
USD 1,752,000 | | | SEK 16,133,730 | | | Barclays Bank PLC | | | | | 05/10/19 | | | | | | 11,700 | | |
USD 13,324,585 | | | GBP 10,046,868 | | | Barclays Bank PLC | | | | | 05/10/19 | | | | | | 213,743 | | |
EUR 17,742,876 | | | USD 20,032,000 | | | Barclays Bank PLC | | | | | 05/10/19 | | | | | | (64,253) | | |
USD 10,070,000 | | | NOK 86,729,265 | | | Barclays Bank PLC | | | | | 05/10/19 | | | | | | (736) | | |
NOK 482,029,956 | | | USD 56,614,035 | | | Barclays Bank PLC | | | | | 05/10/19 | | | | | | (642,194) | | |
CLP 89,760,000 | | | USD 136,431 | | | BNP Paribas | | | | | 04/05/19 | | | | | | (4,529) | | |
NOK 43,890,274 | | | USD 5,192,000 | | | BNP Paribas | | | | | 05/10/19 | | | | | | (95,596) | | |
USD 62,516 | | | PLN 233,459 | | | Citibank N.A. | | | | | 04/05/19 | | | | | | 1,704 | | |
ZAR 180,127 | | | USD 12,525 | | | Citibank N.A. | | | | | 04/05/19 | | | | | | (45) | | |
CZK 943,369 | | | USD 42,105 | | | Citibank N.A. | | | | | 04/05/19 | | | | | | (1,106) | | |
TRY 74,344 | | | USD 13,353 | | | Citibank N.A. | | | | | 04/05/19 | | | | | | (64) | | |
USD 8,760 | | | COP 28,445,128 | | | Citibank N.A. | | | | | 04/05/19 | | | | | | (161) | | |
USD 30,493 | | | PEN 102,073 | | | Citibank N.A. | | | | | 04/05/19 | | | | | | (268) | | |
CAD 30,939,832 | | | USD 23,049,000 | | | Citibank N.A. | | | | | 05/10/19 | | | | | | 125,854 | | |
JPY 580,653,221 | | | USD 5,240,212 | | | Citibank N.A. | | | | | 05/10/19 | | | | | | 16,001 | | |
CHF 1,655,005 | | | USD 1,669,000 | | | Citibank N.A. | | | | | 05/10/19 | | | | | | (819) | | |
EUR 12,609,604 | | | USD 14,202,000 | | | Citibank N.A. | | | | | 05/10/19 | | | | | | (20,435) | | |
USD 11,264,000 | | | CAD 15,086,231 | | | Citibank N.A. | | | | | 05/10/19 | | | | | | (36,035) | | |
USD 4,579,000 | | | AUD 6,445,368 | | | Citibank N.A. | | | | | 05/10/19 | | | | | | (10,407) | | |
USD 1,535,000 | | | SEK 14,211,076 | | | Citibank N.A. | | | | | 05/10/19 | | | | | | 2,091 | | |
USD 186,000 | | | JPY 20,501,201 | | | Citibank N.A. | | | | | 05/10/19 | | | | | | 418 | | |
USD 15,717,684 | | | EUR 13,781,967 | | | Citibank N.A. | | | | | 05/10/19 | | | | | | 207,525 | | |
AUD 7,712,072 | | | USD 5,499,000 | | | Citibank N.A. | | | | | 05/10/19 | | | | | | (18,967) | | |
USD 9,555,000 | | | EUR 8,379,382 | | | Citibank N.A. | | | | | 05/10/19 | | | | | | 124,884 | | |
AUD 6,682,542 | | | USD 4,778,000 | | | Citibank N.A. | | | | | 05/10/19 | | | | | | (29,529) | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
SEK 40,875,980 | | | USD 4,467,000 | | | Citibank N.A. | | | | | 05/10/19 | | | | | | (57,824) | | |
USD 4,697,000 | | | EUR 4,149,232 | | | Citibank N.A. | | | | | 05/10/19 | | | | | | 27,474 | | |
USD 2,933,000 | | | GBP 2,242,383 | | | Citibank N.A. | | | | | 05/10/19 | | | | | | 6,761 | | |
USD 9,688,000 | | | AUD 13,660,996 | | | Citibank N.A. | | | | | 05/10/19 | | | | | | (19,211) | | |
USD 1,616,000 | | | SEK 14,876,624 | | | Citibank N.A. | | | | | 05/10/19 | | | | | | 11,301 | | |
USD 6,465,000 | | | CAD 8,659,738 | | | Citibank N.A. | | | | | 05/10/19 | | | | | | (21,401) | | |
USD 28,057 | | | PHP 1,499,125 | | | Goldman Sachs International | | | | | 04/05/19 | | | | | | (474) | | |
USD 74,725 | | | HUF 20,830,886 | | | Goldman Sachs International | | | | | 04/05/19 | | | | | | 1,966 | | |
USD 62,149 | | | RUB 4,261,681 | | | Goldman Sachs International | | | | | 04/05/19 | | | | | | (2,769) | | |
USD 47,242 | | | BRL 182,623 | | | Goldman Sachs International | | | | | 04/05/19 | | | | | | 608 | | |
MXN 164,119 | | | USD 8,128 | | | Goldman Sachs International | | | | | 04/05/19 | | | | | | 324 | | |
USD 12,412,000 | | | CHF 12,311,025 | | | Goldman Sachs International | | | | | 05/10/19 | | | | | | 46,677 | | |
EUR 12,152,830 | | | USD 13,697,000 | | | Goldman Sachs International | | | | | 05/10/19 | | | | | | (20,264) | | |
USD 10,094,000 | | | NOK 87,039,812 | | | Goldman Sachs International | | | | | 05/10/19 | | | | | | (12,796) | | |
USD 146,000 | | | EUR 128,457 | | | HSBC Bank USA N.A. | | | | | 05/10/19 | | | | | | 1,435 | | |
USD 203,000 | | | CLP 139,493,480 | | | JPMorgan Chase Bank N.A. | | | | | 04/05/19 | | | | | | (1,986) | | |
USD 49,498,892 | | | EUR 43,438,123 | | | JPMorgan Chase Bank N.A. | | | | | 05/10/19 | | | | | | 613,838 | | |
GBP 5,561,141 | | | USD 7,286,000 | | | JPMorgan Chase Bank N.A. | | | | | 05/10/19 | | | | | | (28,890) | | |
USD 3,600,704 | | | JPY 399,908,900 | | | JPMorgan Chase Bank N.A. | | | | | 05/10/19 | | | | | | (19,368) | | |
AUD 23,644,922 | | | USD 16,821,000 | | | JPMorgan Chase Bank N.A. | | | | | 05/10/19 | | | | | | (19,425) | | |
USD 7,502,907 | | | NZD 10,924,314 | | | JPMorgan Chase Bank N.A. | | | | | 05/10/19 | | | | | | 58,114 | | |
USD 5,232,117 | | | AUD 7,359,842 | | | JPMorgan Chase Bank N.A. | | | | | 05/10/19 | | | | | | 2,371 | | |
USD 5,226,000 | | | JPY 576,269,400 | | | JPMorgan Chase Bank N.A. | | | | | 05/10/19 | | | | | | 9,470 | | |
CHF 27,651,334 | | | USD 27,742,148 | | | JPMorgan Chase Bank N.A. | | | | | 05/10/19 | | | | | | 129,326 | | |
AUD 15,985,520 | | | USD 11,358,830 | | | JPMorgan Chase Bank N.A. | | | | | 05/10/19 | | | | | | 138 | | |
EUR 1,969,659 | | | USD 2,234,000 | | | JPMorgan Chase Bank N.A. | | | | | 05/10/19 | | | | | | (17,355) | | |
CHF 1,589,146 | | | USD 1,610,000 | | | JPMorgan Chase Bank N.A. | | | | | 05/10/19 | | | | | | (8,202) | | |
CAD 387,529 | | | USD 291,989 | | | JPMorgan Chase Bank N.A. | | | | | 05/10/19 | | | | | | (1,718) | | |
USD 44,749 | | | IDR 646,222,949 | | | JPMorgan Chase Bank N.A. | | | | | 06/28/19 | | | | | | (14) | | |
USD 10,434,000 | | | CAD 13,844,962 | | | Morgan Stanley | | | | | 05/10/19 | | | | | | 63,712 | | |
USD 13,008,000 | | | CHF 12,865,979 | | | Morgan Stanley | | | | | 05/10/19 | | | | | | 39,592 | | |
CHF 1,727,745 | | | USD 1,746,000 | | | Morgan Stanley | | | | | 05/10/19 | | | | | | (4,500) | | |
USD 1,348,000 | | | NOK 11,511,184 | | | Morgan Stanley | | | | | 05/10/19 | | | | | | 11,357 | | |
GBP 2,316,311 | | | USD 3,066,000 | | | Morgan Stanley | | | | | 05/10/19 | | | | | | (43,288) | | |
CAD 24,282,451 | | | USD 18,122,000 | | | Morgan Stanley | | | | | 05/10/19 | | | | | | 66,277 | | |
USD 6,466,000 | | | NOK 55,607,692 | | | Morgan Stanley | | | | | 05/10/19 | | | | | | (21,239) | | |
CAD 20,724,156 | | | USD 15,564,856 | | | Morgan Stanley | | | | | 05/10/19 | | | | | | (41,847) | | |
USD 4,673,000 | | | AUD 6,589,418 | | | Morgan Stanley | | | | | 05/10/19 | | | | | | (9,299) | | |
USD 2,896,000 | | | GBP 2,223,579 | | | Morgan Stanley | | | | | 05/10/19 | | | | | | (25,873) | | |
| | | | | | | | | | | | | | | | $ | 449,957 | | |
|
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 2-Year Note | | | | | 694 | | | | | | 06/28/19 | | | | | $ | 147,887,062 | | | | | $ | 530,048 | | |
| | | | | | | | | | | | | | | | $ | 147,887,062 | | | | | $ | 530,048 | | |
Short Contracts | | | | | | | | | | | | | | | | | | | | | | | | | |
Euro-Bund | | | | | (85) | | | | | | 06/06/19 | | | | | | (15,860,386) | | | | | | (152,637) | | |
U.S. Treasury 10-Year Note | | | | | (404) | | | | | | 06/19/19 | | | | | | (50,184,375) | | | | | | (619,441) | | |
U.S. Treasury 5-Year Note | | | | | (996) | | | | | | 06/28/19 | | | | | | (115,364,813) | | | | | | (919,022) | | |
U.S. Treasury Long Bond | | | | | (16) | | | | | | 06/19/19 | | | | | | (2,394,500) | | | | | | (66,711) | | |
U.S. Treasury Ultra 10-Year Note | | | | | (192) | | | | | | 06/19/19 | | | | | | (25,494,000) | | | | | | (423,200) | | |
U.S. Treasury Ultra Long Bond | | | | | (97) | | | | | | 06/19/19 | | | | | | (16,296,000) | | | | | | (621,352) | | |
| | | | | | | | | | | | | | | | $ | (225,594,074) | | | | | $ | (2,802,363) | | |
|
Pay/Receive Floating Rate | | | Floating Rate Index | | | Floating Rate Index Payment Frequency | | | Fixed Rate | | | Fixed Rate Payment Frequency | | | Maturity Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
Pay | | | 6-month PLZ-WIBOR | | | Semi-Annual | | | | | 2.765% | | | | Annual | | | | | 06/01/27 | | | | | | PLN6,000,000 | | | | | $ | 71,995 | | | | | $ | 72,962 | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.596 | | | | Semi-Annual | | | | | 04/11/20 | | | | | | USD90,000,000 | | | | | | 34,765 | | | | | | 34,765 | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.026 | | | | Semi-Annual | | | | | 03/12/22 | | | | | | USD258,000 | | | | | | (2,184) | | | | | | (2,184) | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.246 | | | | Semi-Annual | | | | | 03/12/25 | | | | | | USD49,000 | | | | | | (184) | | | | | | (184) | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.238 | | | | Semi-Annual | | | | | 03/09/26 | | | | | | USD20,892,000 | | | | | | (70,117) | | | | | | (70,117) | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.431 | | | | Semi-Annual | | | | | 03/26/29 | | | | | | USD18,055,000 | | | | | | 26,264 | | | | | | 26,264 | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.432 | | | | Semi-Annual | | | | | 03/26/29 | | | | | | USD108,332,000 | | | | | | 167,299 | | | | | | 167,299 | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.462 | | | | Semi-Annual | | | | | 03/26/29 | | | | | | USD108,332,000 | | | | | | 458,731 | | | | | | 458,731 | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.381 | | | | Semi-Annual | | | | | 03/27/29 | | | | | | USD173,980,000 | | | | | | (523,751) | | | | | | (523,751) | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.620 | | | | Semi-Annual | | | | | 04/13/20 | | | | | | USD23,800,000 | | | | | | (14,315) | | | | | | (14,316) | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.923 | | | | Semi-Annual | | | | | 03/20/22 | | | | | | USD575,000 | | | | | | 6,625 | | | | | | 6,625 | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.839 | | | | Semi-Annual | | | | | 04/11/28 | | | | | | USD12,000,000 | | | | | | (428,793) | | | | | | (428,793) | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.435 | | | | Semi-Annual | | | | | 03/26/29 | | | | | | USD27,140,000 | | | | | | (49,457) | | | | | | (49,458) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (323,122) | | | | | $ | (322,157) | | |
|
Description | | | Counterparty | | | Pay/ Receive Exercise Rate | | | Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Cost | | | Fair Value | | |||||||||||||||
Put on 10-Year Interest Rate Swap(1) | | | Citibank N.A. | | | | | Pay | | | | 3.000% | | | 3-month USD-LIBOR | | | | | 05/28/19 | | | | | | USD180,553,000 | | | | | $ | 379,161 | | | | | $ | 24,242 | | |
Put on 10-Year Interest Rate Swap(1) | | | Citibank N.A. | | | | | Pay | | | | 3.050% | | | 3-month USD-LIBOR | | | | | 06/03/19 | | | | | | USD90,277,000 | | | | | | 194,096 | | | | | | 11,501 | | |
Put on 10-Year Interest Rate Swap(1) | | | Citibank N.A. | | | | | Pay | | | | 3.050% | | | 3-month USD-LIBOR | | | | | 06/03/19 | | | | | | USD137,870,000 | | | | | | 282,633 | | | | | | 17,565 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 855,890 | | | | | $ | 53,308 | | |
|
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Description | | | Counterparty | | | Pay/ Receive Exercise Rate | | | Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Premiums Received | | | Fair Value | | |||||||||||||||
Call on 10-Year Interest Rate Swap(1) | | | Citibank N.A. | | | | | Pay | | | | 2.500% | | | 3-month USD-LIBOR | | | | | 05/28/19 | | | | | | USD180,553,000 | | | | | $ | 487,493 | | | | | $ | (2,291,002) | | |
Call on 10-Year Interest Rate Swap(1) | | | Citibank N.A. | | | | | Pay | | | | 2.500% | | | 3-month USD-LIBOR | | | | | 06/03/19 | | | | | | USD137,870,000 | | | | | | 379,143 | | | | | | (1,797,828) | | |
Call on 10-Year Interest Rate Swap(1) | | | Citibank N.A. | | | | | Pay | | | | 2.500% | | | 3-month USD-LIBOR | | | | | 06/03/19 | | | | | | USD90,277,000 | | | | | | 243,748 | | | | | | (1,177,214) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 1,110,384 | | | | | $ | (5,266,044) | | |
|
Description | | | Counterparty | | | Exercise Rate(2) | | | Pay/ Receive Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Premium receivable/ (payable) at expiration(3) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
Call on 5-Year Interest Rate Swap (Purchased) | | | Bank of America N.A. | | | | | 5.250% | | | | Receive | | | 3-month USD-LIBOR | | | | | 02/21/20 | | | | | | USD 70,377,000 | | | | | $ | (36,947,925) | | | | | $ | (18,380) | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Barclays Bank PLC | | | | | 5.288% | | | | Receive | | | 3-month USD-LIBOR | | | | | 04/25/19 | | | | | | USD20,046,000 | | | | | | (1,059,932) | | | | | | (36,230) | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Goldman Sachs International | | | | | 5.070% | | | | Receive | | | 3-month USD-LIBOR | | | | | 03/16/20 | | | | | | USD31,026,000 | | | | | | (1,573,018) | | | | | | 47,077 | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Goldman Sachs International | | | | | 5.130% | | | | Receive | | | 3-month USD-LIBOR | | | | | 03/16/20 | | | | | | USD39,324,000 | | | | | | (2,017,321) | | | | | | 36,596 | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 5.280% | | | | Receive | | | 3-month USD-LIBOR | | | | | 02/24/20 | | | | | | USD59,117,000 | | | | | | (3,119,900) | | | | | | (29,303) | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 5.290% | | | | Receive | | | 3-month USD-LIBOR | | | | | 02/27/20 | | | | | | USD68,465,000 | | | | | | (3,625,222) | | | | | | (46,051) | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 5.320% | | | | Receive | | | 3-month USD-LIBOR | | | | | 04/25/19 | | | | | | USD22,284,000 | | | | | | (1,185,509) | | | | | | (47,505) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (49,528,827) | | | | | $ | (93,796) | | |
|
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Interest rate contracts | | | Investments in securities at value* | | | | $ | 53,308 | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | | 1,795,645 | | |
Interest rate contracts | | | Unrealized appreciation on forward premium swaptions | | | | | 83,673 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | | 530,048 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 766,646 | | |
Total Asset Derivatives | | | | | | | $ | 3,229,320 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 1,345,688 | | |
Interest rate contracts | | | Unrealized depreciation on forward premium swaptions | | | | | 177,469 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | | 2,802,363 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 1,088,803 | | |
Interest rate contracts | | | Written options, at fair value | | | | | 5,266,044 | | |
Total Liability Derivatives | | | | | | | $ | 10,680,367 | | |
|
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 460,154 | | | | | $ | — | | | | | $ | 460,154 | | |
Equity contracts | | | | | — | | | | | | — | | | | | | (1,175,327) | | | | | | — | | | | | | — | | | | | | (1,175,327) | | |
Foreign exchange contracts | | | | | — | | | | | | 4,739,203 | | | | | | — | | | | | | — | | | | | | — | | | | | | 4,739,203 | | |
Interest rate contracts | | | | | 410,438 | | | | | | — | | | | | | (5,867,369) | | | | | | (2,261) | | | | | | 440,750 | | | | | | (5,018,442) | | |
Total | | | | $ | 410,438 | | | | | $ | 4,739,203 | | | | | $ | (7,042,696) | | | | | $ | 457,893 | | | | | $ | 440,750 | | | | | $ | (994,412) | | |
|
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2019 (continued) |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (139,916) | | | | | $ | — | | | | | $ | (139,916) | | |
Foreign exchange contracts | | | | | — | | | | | | 364,034 | | | | | | — | | | | | | — | | | | | | — | | | | | | 364,034 | | |
Interest rate contracts | | | | | (940,178) | | | | | | — | | | | | | (1,456,776) | | | | | | 235,753 | | | | | | (4,155,660) | | | | | | (6,316,861) | | |
Total | | | | $ | (940,178) | | | | | $ | 364,034 | | | | | $ | (1,456,776) | | | | | $ | 95,837 | | | | | $ | (4,155,660) | | | | | $ | (6,092,743) | | |
|
| | | 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 | | | Morgan Stanley | | | Totals | | ||||||||||||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Purchased options | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 53,308 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 53,308 | | |
Forward premium swaptions | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 83,673 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 83,673 | | |
Forward foreign currency contracts | | | | | — | | | | | | 226,427 | | | | | | — | | | | | | 524,013 | | | | | | 49,575 | | | | | | 1,435 | | | | | | 813,257 | | | | | | — | | | | | | 180,938 | | | | | | 1,795,645 | | |
Total Assets | | | | $ | — | | | | | $ | 226,427 | | | | | $ | — | | | | | $ | 577,321 | | | | | $ | 133,248 | | | | | $ | 1,435 | | | | | $ | 813,257 | | | | | $ | — | | | | | $ | 180,938 | | | | | $ | 1,932,626 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | — | | | | | $ | 749,984 | | | | | $ | 100,125 | | | | | $ | 216,272 | | | | | $ | 36,303 | | | | | $ | — | | | | | $ | 96,958 | | | | | $ | — | | | | | $ | 146,046 | | | | | $ | 1,345,688 | | |
Forward premium swaptions | | | | | 18,380 | | | | | | 36,230 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 122,859 | | | | | | — | | | | | | 177,469 | | |
Written options | | | | | — | | | | | | — | | | | | | — | | | | | | 5,266,044 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 5,266,044 | | |
Total Liabilities | | | | $ | 18,380 | | | | | $ | 786,214 | | | | | $ | 100,125 | | | | | $ | 5,482,316 | | | | | $ | 36,303 | | | | | $ | — | | | | | $ | 96,958 | | | | | $ | 122,859 | | | | | $ | 146,046 | | | | | $ | 6,789,201 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (18,380) | | | | | $ | (559,787) | | | | | $ | (100,125) | | | | | $ | (4,904,995) | | | | | $ | 96,945 | | | | | $ | 1,435 | | | | | $ | 716,299 | | | | | $ | (122,859) | | | | | $ | 34,892 | | | | | $ | (4,856,575) | | |
Total collateral pledged by the Fund/(Received from counterparty) | | | | $ | — | | | | | $ | 559,787 | | | | | $ | 80,000 | | | | | $ | 4,904,995 | | | | | $ | — | | | | | $ | — | | | | | $ | (600,000) | | | | | $ | 122,858 | | | | | $ | — | | | | | $ | 5,067,640 | | |
Net Exposure(1)(2) | | | | $ | (18,380) | | | | | $ | — | | | | | $ | (20,125) | | | | | $ | — | | | | | $ | 96,945 | | | | | $ | 1,435 | | | | | $ | 116,299 | | | | | $ | (1) | | | | | $ | 34,892 | | | | | $ | 211,065 | | |
|
| Cost for federal income tax purposes was $1,450,394,342. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 32,130,479 | | |
| Gross Unrealized Depreciation | | | | | (16,978,310) | | |
| Net Unrealized Appreciation | | | | $ | 15,152,169 | | |
|
Fund Name | | | Type | | | Per Share Amount | | |||
Voya GNMA Income Fund | | |||||||||
Class A | | | NII | | | | $ | 0.2021 | | |
Class C | | | NII | | | | $ | 0.1399 | | |
Class I | | | NII | | | | $ | 0.2266 | | |
Class W | | | NII | | | | $ | 0.2234 | | |
Voya High Yield Bond Fund | | |||||||||
Class A | | | NII | | | | $ | 0.4123 | | |
Class C | | | NII | | | | $ | 0.3538 | | |
Class I | | | NII | | | | $ | 0.4389 | | |
Class P | | | NII | | | | $ | 0.4886 | | |
Class P3 | | | NII | | | | $ | 0.3967 | | |
Class R | | | NII | | | | $ | 0.3932 | | |
Class R6 | | | NII | | | | $ | 0.4396 | | |
Class W | | | NII | | | | $ | 0.4323 | | |
Voya Intermediate Bond Fund | | |||||||||
Class A | | | NII | | | | $ | 0.2935 | | |
Class C | | | NII | | | | $ | 0.2197 | | |
Class I | | | NII | | | | $ | 0.3259 | | |
Class O | | | NII | | | | $ | 0.2935 | | |
Fund Name | | | Type | | | Per Share Amount | | |||
Class P3 | | | NII | | | | $ | 0.2979 | | |
Class R | | | NII | | | | $ | 0.2693 | | |
Class R6 | | | NII | | | | $ | 0.3278 | | |
Class W | | | NII | | | | $ | 0.3177 | | |
Voya Short Term Bond Fund | | |||||||||
Class A | | | NII | | | | $ | 0.2224 | | |
Class C | | | NII | | | | $ | 0.1496 | | |
Class I | | | NII | | | | $ | 0.2513 | | |
Class P3 | | | NII | | | | $ | 0.2577 | | |
Class R | | | NII | | | | $ | 0.1991 | | |
Class R6 | | | NII | | | | $ | 0.2542 | | |
Class W | | | NII | | | | $ | 0.2470 | | |
Voya Strategic Income Opportunities Fund | | |||||||||
Class A | | | NII | | | | $ | 0.4062 | | |
Class C | | | NII | | | | $ | 0.3253 | | |
Class I | | | NII | | | | $ | 0.4506 | | |
Class P | | | NII | | | | $ | 0.0842 | | |
Class R | | | NII | | | | $ | 0.3778 | | |
Class R6 | | | NII | | | | $ | 0.4535 | | |
Class W | | | NII | | | | $ | 0.4303 | | |
| Voya GNMA Income Fund | | | | | 99.04% | | |
| Voya High Yield Bond Fund | | | | | 98.13% | | |
| Voya Intermediate Bond Fund | | | | | 98.05% | | |
| Voya Short Term Bond Fund | | | | | 98.34% | | |
| Voya Strategic Income Opportunities Fund | | | | | 83.79% | | |
Name, Address and Age | | | Position(s) Held with the Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | | | Number of funds in Fund Complex Overseen by Trustee(2) | | | Other Board Positions Held by Trustee | |
Independent Trustees: | | | | | | | | | | | | | | | | |
Colleen D. Baldwin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 58 | | | Trustee | | | November 2007 – Present | | | President, Glantuam Partners, LLC, a business consulting firm (January 2009 – Present). | | | 150 | | | Dentaquest, (February 2014 – Present); RSR Partners, Inc. (2016 – Present). | |
John V. Boyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 65 | | | Chairperson Trustee | | | January 2014 – Present January 2005 – Present | | | President and Chief Executive Officer, Bechtler Arts Foundation, an arts and education foundation (January 2008 – Present). | | | 150 | | | None. | |
Patricia W. Chadwick 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 70 | | | Trustee | | | January 2006 – Present | | | Consultant and President, Ravengate Partners LLC, a consulting firm that provides advice regarding financial markets and the global economy (January 2000 – Present). | | | 150 | | | Wisconsin Energy Corporation (June 2006 – Present); The Royce Fund (22 funds) (December 2009 – Present); and AMICA Mutual Insurance Company (1992 – Present). | |
Martin J. Gavin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, AZ 85258 Age: 69 | | | Trustee | | | August 2015 – Present | | | Retired. Formerly, President and Chief Executive Officer, Connecticut Children’s Medical Center (May 2006 – November 2015). | | | 150 | | | None. | |
Russell H. Jones 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 75 | | | Trustee | | | May 2013 – Present | | | Retired. | | | 150 | | | None. | |
Joseph E. Obermeyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 61 | | | Trustee | | | May 2013 – Present | | | President, Obermeyer & Associates, Inc., a provider of financial and economic consulting services (November 1999 – Present). | | | 150 | | | None. | |
Sheryl K. Pressler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 68 | | | Trustee | | | January 2006 – Present | | | Consultant (May 2001 – Present). | | | 150 | | | None. | |
Christopher P. Sullivan 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 65 | | | Trustee | | | October 2015 – Present | | | Retired. | | | 150 | | | None. | |
Name, Address and Age | | | Position(s) Held with the Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | | | Number of funds in Fund Complex Overseen by Trustee(2) | | | Other Board Positions Held by Trustee | |
Roger B. Vincent 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 73 | | | Trustee | | | February 2002 – Present | | | Retired. | | | 150 | | | None. | |
Trustee who is an “interested person”: | | |||||||||||||||
Dina Santoro(3) 230 Park Avenue New York, New York 10169 Age: 46 | | | Trustee | | | July 2018 – Present | | | President, Voya Investments, LLC and Voya Capital, LLC (March 2018 – Present); Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Managing Director, Head of Product and Marketing Strategy, Voya Investment Management (September 2017 – Present). Formerly, Managing Director, Quantitative Management Associates, LLC (January 2004 – August 2017). | | | 150 | | | Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018 – Present); Voya Investments Distributor, LLC (April 2018 – Present). | |
Name, Address and Age | | | Position(s) Held With the Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
Michael Bell One Orange Way Windsor, Connecticut 06095 Age: 50 | | | Chief Executive Officer | | | March 2018 – Present | | | Chief Executive Officer and Director, Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018 – Present); Senior Vice President and Treasurer, Voya Investments Distributor, LLC (November 2015 – Present); Chief Financial Officer, Voya Investment Management (September 2014 – Present). Formerly, Senior Vice President, Chief Financial Officer and Treasurer, Voya Investments, LLC (November 2015 – March 2018); Chief Financial Officer and Chief Accounting Officer, Hartford Investment Management (September 2003 – September 2014). | |
Dina Santoro 230 Park Avenue New York, New York 10169 Age: 46 | | | President | | | March 2018 – Present | | | President and Director, Voya Investments, LLC and Voya Capital, LLC (March 2018 – Present); Director, Voya Funds Services, LLC (March 2018 – Present); Director and Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Managing Director, Head of Product and Marketing Strategy, Voya Investment Management (September 2017 – Present). Formerly, Managing Director, Quantitative Management Associates, LLC (January 2004 – August 2017). | |
Stanley D. Vyner 230 Park Avenue New York, New York 10169 Age: 69 | | | Executive Vice President Chief Investment Risk Officer | | | October 2000 – Present September 2009 – Present | | | Executive Vice President, Voya Investments, LLC (July 2000 – Present) and Chief Investment Risk Officer, Voya Investments, LLC (January 2003 – Present). | |
James M. Fink 5780 Powers Ferry Road NW Atlanta, Georgia 30327 Age: 61 | | | Executive Vice President | | | March 2018 – Present | | | Managing Director, Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018 – Present); Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Chief Administrative Officer, Voya Investment Management (September 2017 – Present). Formerly, Managing Director, Operations, Voya Investment Management (March 1999 – September 2017). | |
Kevin M. Gleason 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 52 | | | Chief Compliance Officer | | | February 2012 – Present | | | Senior Vice President, Voya Investment Management and Chief Compliance Officer, Voya Family of Funds (February 2012 – Present). | |
Todd Modic 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 51 | | | Senior Vice President, Chief/Principal Financial Officer and Assistant Secretary | | | March 2005 – Present | | | President, Voya Funds Services, LLC (March 2018 – Present) and Senior Vice President, Voya Investments, LLC (April 2005 – Present). | |
Kimberly A. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 54 | | | Senior Vice President | | | November 2003 – Present | | | Senior Vice President, Voya Investments, LLC (September 2003 – Present). | |
Robert Terris 5780 Powers Ferry Road NW Atlanta, Georgia 30327 Age: 48 | | | Senior Vice President | | | May 2006 – Present | | | Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Senior Vice President, Head of Division Operations, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (March 2006 Present). | |
Fred Bedoya 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 46 | | | Vice President and Treasurer | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2012 – Present). | |
Name, Address and Age | | | Position(s) Held With the Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
Maria M. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 61 | | | Vice President | | | September 2004 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (September 2004 Present). | |
Sara M. Donaldson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 59 | | | Vice President | | | September 2014 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present). Formerly, Vice President, Voya Funds Services, LLC (April 2014 – October 2015). Formerly, Director, Compliance, AXA Rosenberg Global Services, LLC (September 1997 – March 2014). | |
Micheline S. Faver 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 41 | | | Vice President | | | September 2016 – Present | | | Vice President, Head of Fund Compliance and Chief Compliance Officer, Voya Investments, LLC (June 2016 – Present). Formerly, Vice President, Mutual Fund Compliance (March 2014 – June 2016); Assistant Vice President, Mutual Fund Compliance (May 2013 – March 2014). | |
Robyn L. Ichilov 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 51 | | | Vice President | | | October 2000 – Present | | | Vice President, Voya Funds Services, LLC (November 1995 Present) and Voya Investments, LLC (August 1997 – Present). | |
Jason Kadavy 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 43 | | | Vice President | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2007 – Present). | |
Andrew K. Schlueter 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 43 | | | Vice President | | | March 2018 – Present | | | Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Vice President, Voya Investments, LLC and Voya Funds Services, LLC (March 2018 – Present); Vice President, Head of Mutual Fund Operations, Voya Investment Management (February 2018 – Present). Formerly, Vice President, Voya Investment Management (March 2014 – February 2018); Assistant Vice President, Voya Investment Management (March 2011 – March 2014). | |
Craig Wheeler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 50 | | | Vice President | | | May 2013 – Present | | | Vice President – Director of Tax, Voya Investments, LLC (October 2015 – Present). Formerly, Vice President – Director of Tax, Voya Funds Services, LLC (March 2013 – October 2015). | |
Monia Piacenti One Orange Way Windsor, Connecticut 06095 Age: 42 | | | Anti-Money Laundering Officer | | | June 2018 – Present | | | Anti-Money Laundering Officer, Voya Investments Distributor, LLC, Voya Investment Management and Voya Investment Management Trust Co. (June 2018 – Present); Compliance Consultant, Voya Financial, Inc. (January 2019 – Present). Formerly, Senior Compliance Officer, Voya Investment Management (December 2009 – December 2018). | |
Huey P. Falgout, Jr. 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 55 | | | Secretary | | | August 2003 – Present | | | Senior Vice President and Secretary of Voya Investments, LLC (December 2018 – Present) and Voya Funds Services, LLC (March 2010 – Present); Managing Director and Chief Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2019 – Present). Formerly, Senior Vice President and Chief Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – February 2019). | |
Name, Address and Age | | | Position(s) Held With the Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
Paul A. Caldarelli 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 67 | | | Assistant Secretary | | | June 2010 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
Theresa K. Kelety 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 56 | | | Assistant Secretary | | | August 2003 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
KPMG LLP
Two Financial Center
60 South Street
Boston, Massachusetts 02111
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
![[MISSING IMAGE: lg_voya-r.jpg]](https://capedge.com/proxy/N-CSR/0001144204-19-030207/lg_voya-r.jpg)
Voya Floating Rate Fund
Classes A, C, I, P, P3, R and W
Beginning on January 1, 2021, as permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of the Fund’s annual and semi-annual shareholder reports, like this annual report, will no longer be sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on the Voya funds’website (www.voyainvestments.com/literature), and you will be notified by mail each time a report is posted and provided with a website link to access the report. |
This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the fund’s investment objectives, risks, charges, expenses and other information. This information should be read carefully. |
E-Delivery Sign-up – details inside
INVESTMENT MANAGEMENT |
TABLE OF CONTENTS
President’s Letter | 1 | |
Market Perspective | 2 | |
Portfolio Managers’ Report | 4 | |
Shareholder Expense Example | 7 | |
Report of Independent Registered Public Accounting Firm | 8 | |
Statement of Assets and Liabilities | 9 | |
Statement of Operations | 11 | |
Statements of Changes in Net Assets | 12 | |
Financial Highlights | 13 | |
Notes to Financial Statements | 14 | |
Portfolio of Investments | 22 | |
Tax Information | 38 | |
Trustee and Officer Information | 39 | |
Advisory and Sub-Advisory Contract Approval Discussion | 43 |
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Sign up now for on-line prospectuses, fund reports, and proxy statements. In less than five minutes, you can help reduce paper mail and lower fund costs. | ||
Just go to www.individuals.voya.com/page/e-delivery, click on the E-Delivery icon from the home page, follow the directions and complete the quick 5 Steps to Enroll. | ||
You will be notified by e-mail when these communications become available on the internet. Documents that are not available on the internet will continue to be sent by mail. |
PROXY VOTING INFORMATION
QUARTERLY PORTFOLIO HOLDINGS
PRESIDENT’S LETTER
Markets Stake Out a New Path in 2019
Sincerely,
![](https://capedge.com/proxy/N-CSR/0001144204-19-030207/santoro_dina-signature.jpg)
President
Voya Family of Funds
April 24, 2019
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 Global Aggregate Index | Provides a broad-based measure of the global investment-grade fixed-rate debt markets. | |
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 March 31, 2019 | |||
---|---|---|---|
Ba | 13.95 | % | |
B | 80.82 | % | |
Caa and below | 5.23 | % | |
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 MARCH 31, 2019 AS A PERCENTAGE OF: | ||
---|---|---|
NET ASSETS | ||
Asurion, LLC | 1.3% | |
McAfee, LLC | 0.8% | |
Maxar Technologies Ltd. | 0.8% | |
Financial & Risk US Holdings, Inc. | 0.7% | |
Equinox Holdings, Inc. | 0.7% | |
BMC Software, Inc. | 0.7% | |
Avantor Inc. | 0.7% | |
Flex Acquisition Company, Inc. | 0.7% | |
Acrisure, LLC | 0.7% | |
Endo LLC | 0.7% |
VOYA FLOATING RATE FUND | PORTFOLIO MANAGERS’ REPORT |
The views expressed in this commentary are informed opinions. They should not be considered promises or advice. The views expressed reflect those of the portfolio managers, only through the end of the period as stated on the cover. The portfolio managers’ views are subject to change at any time based on market and other conditions.
Portfolio holdings and characteristics are subject to change and may not be representative of current holdings and characteristics. Fund holdings are subject to change daily. The outlook for this Fund may differ from that presented for other Voya mutual funds. The Fund’s performance returns shown reflect applicable fee waivers and/or expense limits in effect during this period. Absent such fee waivers/expense limitations, if any, performance would have been lower. Performance for the different classes of shares will vary based on differences in fees associated with each class.
![]() | ![]() | |||||
Jeffrey A. Bakalar Senior Managing Director Voya Investment Management Co. LLC | Daniel A. Norman Senior Managing Director Voya Investment Management Co. LLC | |||||
![]() | ![]() | |||||
Voya Floating Rate Fund April 24, 2019 |
VOYA FLOATING RATE FUND | PORTFOLIO MANAGERS’ REPORT |
Average Annual Total Returns for the Periods Ended March 31, 2019 | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 Year | 5 Year | Since Inception of Classes A, C, I, R and W August 17, 2010 | Since Inception of Class P June 14, 2013 | Since Inception of Class P3 June 1, 2018 | |||||||||||||||||||
Including Sales Charge: | |||||||||||||||||||||||
Class A(1) | –0.62 | % | 2.21 | % | 3.48 | % | — | — | |||||||||||||||
Class C(2) | 0.07 | % | 1.95 | % | 3.02 | % | — | — | |||||||||||||||
Class I | 2.07 | % | 3.01 | % | 4.05 | % | — | — | |||||||||||||||
Class P | 2.75 | % | 3.67 | % | — | 3.81 | % | — | |||||||||||||||
Class P3 | — | — | — | — | 2.26 | % | |||||||||||||||||
Class R | 1.65 | % | 2.49 | % | 3.52 | % | — | — | |||||||||||||||
Class W | 1.96 | % | 2.96 | % | 4.06 | % | — | — | |||||||||||||||
Excluding Sales Charge: | |||||||||||||||||||||||
Class A | 1.90 | % | 2.72 | % | 3.79 | % | — | — | |||||||||||||||
Class C | 1.04 | % | 1.95 | % | 3.02 | % | — | — | |||||||||||||||
Class I | 2.07 | % | 3.01 | % | 4.05 | % | — | — | |||||||||||||||
Class P | 2.75 | % | 3.67 | % | — | 3.81 | % | — | |||||||||||||||
Class P3 | — | — | — | — | 2.26 | % | |||||||||||||||||
Class R | 1.65 | % | 2.49 | % | 3.52 | % | — | — | |||||||||||||||
Class W | 1.96 | % | 2.96 | % | 4.06 | % | — | — | |||||||||||||||
S&P/LSTA Leveraged Loan | 2.97 | % | 3.62 | % | 4.68 | % | 3.77 | % | 2.35 | % |
(1) | Reflects deduction of the maximum Class A sales charge of 2.50%. |
(2) | Reflects deduction of the Class C deferred sales charge of 1% for the 1 year return. |
Actual Fund Return | Hypothetical (5% return before expenses) | |||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value October 1, 2018 | Ending Account Value March 31, 2019 | Annualized Expense Ratio | Expenses Paid During the Period Ended March 31, 2019* | Beginning Account Value October 1, 2018 | Ending Account Value March 31, 2019 | Annualized Expense Ratio | Expenses Paid During the Period Ended March 31, 2019* | |||||||||||||||||||||||||
Class A | $ | 1,000.00 | $ | 997.60 | 1.05 | % | $ | 5.23 | $ | 1,000.00 | $ | 1,019.70 | 1.05 | % | $ | 5.29 | ||||||||||||||||
Class C | 1,000.00 | 993.80 | 1.80 | 8.95 | 1,000.00 | 1,015.96 | 1.80 | 9.05 | ||||||||||||||||||||||||
Class I | 1,000.00 | 998.90 | 0.80 | 3.99 | 1,000.00 | 1,020.94 | 0.80 | 4.03 | ||||||||||||||||||||||||
Class P | 1,000.00 | 1,002.20 | 0.12 | 0.60 | 1,000.00 | 1,024.33 | 0.12 | 0.61 | ||||||||||||||||||||||||
Class P3 | 1,000.00 | 1,002.60 | 0.05 | 0.25 | 1,000.00 | 1,024.68 | 0.05 | 0.25 | ||||||||||||||||||||||||
Class R | 1,000.00 | 997.30 | 1.30 | 6.47 | 1,000.00 | 1,018.45 | 1.30 | 6.54 | ||||||||||||||||||||||||
Class W | 1,000.00 | 998.90 | 0.80 | 3.99 | 1,000.00 | 1,020.94 | 0.80 | 4.03 |
* | Expenses are equal to the Fund’s annualized expense ratios multiplied by the average account value over the period, multiplied by 182/365 to reflect the most recent fiscal half-year. |
Voya Funds Trust:
![[MISSING IMAGE: sg_kpmgllp.jpg]](https://capedge.com/proxy/N-CSR/0001144204-19-030207/sg_kpmgllp.jpg)
May 23, 2019
ASSETS: | ||||
Investments in securities at fair value (Cost $1,467,114,720) | $ | 1,420,933,455 | ||
Short-term investments at fair value (Cost $73,495,699) | 73,491,850 | |||
Cash | 1,733,940 | |||
Receivables: | ||||
Investment securities sold | 26,724,639 | |||
Fund shares sold | 6,024,486 | |||
Dividend | 136,368 | |||
Interest | 4,121,494 | |||
Prepaid structuring fee (Note 7) | 86,956 | |||
Prepaid expenses | 80,462 | |||
Reimbursement due from manager | 42,560 | |||
Other assets | 41,885 | |||
Total assets | 1,533,418,095 | |||
LIABILITIES: | ||||
Payable for investment securities purchased | 17,083,961 | |||
Payable for fund shares redeemed | 5,807,275 | |||
Income distribution payable | 340,085 | |||
Payable for investment management fees | 815,228 | |||
Payable for distribution and shareholder service fees | 105,878 | |||
Accrued trustees fees | 17,156 | |||
Payable for unamortized fees on line of credit (Note 7) | 131,249 | |||
Payable to trustees under the deferred compensation plan (Note 8) | 41,885 | |||
Unfunded loan commitments (Note 9) | 1,624,348 | |||
Other accrued expenses and liabilities | 674,825 | |||
Total liabilities | 26,641,890 | |||
NET ASSETS | $ | 1,506,776,205 | ||
NET ASSETS WERE COMPRISED OF: | ||||
Paid-in capital | 1,596,742,323 | |||
Total distributable loss | (89,966,118 | ) | ||
NET ASSETS | $ | 1,506,776,205 |
Class A: | ||||
Net assets | $ | 59,614,259 | ||
Shares authorized | unlimited | |||
Par value | $ | 0.001 | ||
Shares outstanding | 6,214,576 | |||
Net asset value and redemption price per share(2) | $ | 9.59 | ||
Maximum offering price per share (2.50%)(1) | $ | 9.84 | ||
Class C: | ||||
Net assets | $ | 39,455,274 | ||
Shares authorized | unlimited | |||
Par value | $ | 0.001 | ||
Shares outstanding | 4,113,088 | |||
Net asset value and redemption price per share(2) | $ | 9.59 | ||
Class I: | ||||
Net assets | $ | 1,160,463,986 | ||
Shares authorized | unlimited | |||
Par value | $ | 0.001 | ||
Shares outstanding | 120,974,444 | |||
Net asset value and redemption price per share | $ | 9.59 | ||
Class P: | ||||
Net assets | $ | 53,416,250 | ||
Shares authorized | unlimited | |||
Par value | $ | 0.001 | ||
Shares outstanding | 5,573,588 | |||
Net asset value and redemption price per share | $ | 9.58 | ||
Class P3: | ||||
Net assets | $ | 2,158,227 | ||
Shares authorized | unlimited | |||
Par value | $ | 0.001 | ||
Shares outstanding | 224,983 | |||
Net asset value and redemption price per share | $ | 9.59 | ||
Class R: | ||||
Net assets | $ | 139,026,477 | ||
Shares authorized | unlimited | |||
Par value | $ | 0.001 | ||
Shares outstanding | 14,515,595 | |||
Net asset value and redemption price per share | $ | 9.58 | ||
Class W: | ||||
Net assets | $ | 52,641,732 | ||
Shares authorized | unlimited | |||
Par value | $ | 0.001 | ||
Shares outstanding | 5,481,086 | |||
Net asset value and redemption price per share | $ | 9.60 |
(1) | Maximum offering price is computed at 100/97.50 of net asset value. On purchases of $100,000 or more, the offering price is reduced. |
(2) | Redemption price per share may be reduced for any applicable contingent deferred sales charge. |
INVESTMENT INCOME: | ||||
Interest | $ | 113,104,467 | ||
Dividend | 2,963,079 | |||
Other | 1,195,338 | |||
Total investment income | 117,262,884 | |||
EXPENSES: | ||||
Investment management fees | 13,375,522 | |||
Distribution and service fees: | ||||
Class A | 125,306 | |||
Class C | 443,760 | |||
Class R | 667,844 | |||
Transfer agent fees: | ||||
Class A | 60,259 | |||
Class C | 53,347 | |||
Class I | 425,341 | |||
Class P | 210 | |||
Class P3 | 144 | |||
Class R | 160,569 | |||
Class W | 272,145 | |||
Shareholder reporting expense | 77,290 | |||
Custody and accounting expense | 913,250 | |||
Registration fees | 210,534 | |||
Professional fees | 163,414 | |||
Trustees fees | 76,850 | |||
Structuring fee (Note 7) | 438,049 | |||
Commitment fee | 511,805 | |||
Miscellaneous expense | 114,178 | |||
Total expenses | 18,089,817 | |||
Waived and reimbursed fees | (793,849 | ) | ||
Net expenses | 17,295,968 | |||
Net investment income | 99,966,916 | |||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||
Net realized loss on investments | (24,505,646 | ) | ||
Net change in unrealized appreciation (depreciation) on investments | (42,113,615 | ) | ||
Net realized and unrealized loss | (66,619,261 | ) | ||
Increase in net assets resulting from operations | $ | 33,347,655 |
Year Ended March 31, 2019 | Year Ended March 31, 2018 | |||||||
---|---|---|---|---|---|---|---|---|
FROM OPERATIONS: | ||||||||
Net investment income | $ | 99,966,916 | $ | 78,231,086 | ||||
Net realized loss | (24,505,646 | ) | (5,785,713 | ) | ||||
Net change in unrealized appreciation (depreciation) | (42,113,615 | ) | (3,146,774 | ) | ||||
Net increase in net assets resulting from operations | 33,347,655 | 69,298,599 | ||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||
Total distributions (excluding return of capital)(1) | ||||||||
Class A | (2,351,716 | ) | (1,603,739 | ) | ||||
Class C | (1,726,650 | ) | (1,450,844 | ) | ||||
Class I | (75,863,503 | ) | (49,463,439 | ) | ||||
Class P | (2,880,917 | ) | (1,672,662 | ) | ||||
Class P3 | (123,564 | ) | — | |||||
Class R | (5,934,498 | ) | (3,934,204 | ) | ||||
Class W | (10,249,420 | ) | (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 | (99,130,268 | ) | (80,729,792 | ) | ||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||
Net proceeds from sale of shares | 1,188,162,603 | 843,933,912 | ||||||
Reinvestment of distributions | 95,062,572 | 70,754,872 | ||||||
1,283,225,175 | 914,688,784 | |||||||
Cost of shares redeemed | (1,856,840,747 | ) | (651,892,995 | ) | ||||
Net increase (decrease) in net assets resulting from capital share transactions | (573,615,572 | ) | 262,795,789 | |||||
Net increase (decrease) in net assets | (639,398,185 | ) | 251,364,596 | |||||
NET ASSETS: | ||||||||
Beginning of year or period | 2,146,174,390 | 1,894,809,794 | ||||||
End of year or period | $ | 1,506,776,205 | $ | 2,146,174,390 |
(1) | Certain prior period amounts have been reclassified to conform to the current year presentation (Note 11). |
Income (loss) from investment operations | Less distributions | Ratios to average net assets | Supplemental data | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net asset value, beginning of year or period | Net investment income (loss) | Net realized and unrealized gain (loss) | Total from investment operations | From net investment income | From net realized gains | From return of capital | Total distributions | Net asset value, end of year or period | Total Return(1) | Expenses before reductions/ additions(2)(3) | Expenses, net of fee waivers and/or recoupments, if any(2)(3) | Expenses, net of all reductions/ additions(2)(3) | Net investment income (loss)(2)(3) | Net assets, end of year or period | Portfolio Turnover rate | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | (%) | (%) | (%) | (%) | (%) | ($000’s) | (%) | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-19 | 9.86 | 0.46 | (0.28 | ) | 0.18 | 0.45 | — | — | 0.45 | 9.59 | 1.90 | 1.14 | 1.05 | 1.05 | 4.75 | 59,614 | 58 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-18 | 9.93 | 0.35 | (0.05 | ) | 0.30 | 0.35 | — | 0.02 | 0.37 | 9.86 | 3.09 | 1.13 | 1.02 | 1.02 | 3.58 | 43,839 | 82 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-17 | 9.70 | 0.37 | * | 0.25 | 0.62 | 0.39 | — | — | 0.39 | 9.93 | 6.49 | 1.11 | 1.03 | 1.03 | 3.79 | 93,318 | 69 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-16 | 10.11 | 0.38 | (0.41 | ) | (0.03 | ) | 0.38 | — | — | 0.38 | 9.70 | (0.25 | ) | 1.08 | 1.04 | 1.04 | 3.84 | 39,820 | 46 | |||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||
Class C | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-19 | 9.87 | 0.38 | * | (0.28 | ) | 0.10 | 0.38 | — | — | 0.38 | 9.59 | 1.04 | 1.89 | 1.80 | 1.80 | 3.93 | 39,455 | 58 | ||||||||||||||||||||||||||||||||||||||||||||||||
03-31-18 | 9.93 | 0.28 | (0.04 | ) | 0.24 | 0.28 | — | 0.02 | 0.30 | 9.87 | 2.42 | 1.88 | 1.77 | 1.77 | 2.85 | 45,848 | 82 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-17 | 9.70 | 0.30 | * | 0.25 | 0.55 | 0.32 | — | — | 0.32 | 9.93 | 5.70 | 1.86 | 1.78 | 1.78 | 3.08 | 55,583 | 69 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-16 | 10.11 | 0.31 | (0.41 | ) | (0.10 | ) | 0.31 | — | — | 0.31 | 9.70 | (1.00 | ) | 1.83 | 1.79 | 1.79 | 3.10 | 50,751 | 46 | |||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-19 | 9.87 | 0.48 | (0.28 | ) | 0.20 | 0.48 | — | — | 0.48 | 9.59 | 2.07 | 0.80 | 0.80 | 0.80 | 4.93 | 1,160,464 | 58 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-18 | 9.93 | 0.38 | * | (0.04 | ) | 0.34 | 0.38 | — | 0.02 | 0.40 | 9.87 | 3.46 | 0.75 | 0.75 | 0.75 | 3.89 | 1,338,826 | 82 | ||||||||||||||||||||||||||||||||||||||||||||||||
03-31-17 | 9.70 | 0.40 | * | 0.25 | 0.65 | 0.42 | — | — | 0.42 | 9.93 | 6.76 | 0.76 | 0.76 | 0.76 | 4.09 | 1,156,695 | 69 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-16 | 10.11 | 0.41 | (0.41 | ) | — | 0.41 | — | — | 0.41 | 9.70 | 0.01 | 0.79 | 0.79 | 0.79 | 4.12 | 900,493 | 46 | |||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||
Class P | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-19 | 9.86 | 0.55 | (0.29 | ) | 0.26 | 0.54 | — | — | 0.54 | 9.58 | 2.75 | 0.77 | 0.12 | 0.12 | 5.65 | 53,416 | 58 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-18 | 9.92 | 0.45 | (0.05 | ) | 0.40 | 0.44 | — | 0.02 | 0.46 | 9.86 | 4.15 | 0.74 | 0.09 | 0.09 | 4.56 | 42,522 | 82 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-17 | 9.69 | 0.47 | 0.24 | 0.71 | 0.48 | — | — | 0.48 | 9.92 | 7.47 | 0.75 | 0.10 | 0.10 | 4.76 | 36,072 | 69 | ||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-16 | 10.11 | 0.47 | (0.41 | ) | 0.06 | 0.48 | — | — | 0.48 | 9.69 | 0.58 | 0.77 | 0.12 | 0.12 | 4.76 | 21,608 | 46 | |||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||
Class P3 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/1/2018(4)–03-31-19 | 9.84 | 0.47 | * | (0.25 | ) | 0.22 | 0.47 | — | — | 0.47 | 9.59 | 2.26 | 0.77 | 0.05 | 0.05 | 5.87 | 2,158 | 58 | ||||||||||||||||||||||||||||||||||||||||||||||||
Class R | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-19 | 9.85 | 0.44 | * | (0.28 | ) | 0.16 | 0.43 | — | — | 0.43 | 9.58 | 1.65 | 1.39 | 1.30 | 1.30 | 4.48 | 139,026 | 58 | ||||||||||||||||||||||||||||||||||||||||||||||||
03-31-18 | 9.91 | 0.33 | (0.04 | ) | 0.29 | 0.33 | — | 0.02 | 0.35 | 9.85 | 2.94 | 1.38 | 1.27 | 1.27 | 3.36 | 118,071 | 82 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-17 | 9.69 | 0.35 | 0.24 | 0.59 | 0.37 | — | — | 0.37 | 9.91 | 6.12 | 1.36 | 1.28 | 1.28 | 3.58 | 119,041 | 69 | ||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-16 | 10.10 | 0.35 | (0.40 | ) | (0.05 | ) | 0.36 | — | — | 0.36 | 9.69 | (0.50 | ) | 1.33 | 1.29 | 1.29 | 3.60 | 107,927 | 46 | |||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||
Class W | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-19 | 9.89 | 0.46 | * | (0.27 | ) | 0.19 | 0.48 | — | — | 0.48 | 9.60 | 1.96 | 0.89 | 0.80 | 0.80 | 4.60 | 52,642 | 58 | ||||||||||||||||||||||||||||||||||||||||||||||||
03-31-18 | 9.95 | 0.38 | * | (0.04 | ) | 0.34 | 0.38 | — | 0.02 | 0.40 | 9.89 | 3.46 | 0.88 | 0.77 | 0.77 | 3.88 | 557,067 | 82 | ||||||||||||||||||||||||||||||||||||||||||||||||
03-31-17 | 9.72 | 0.39 | * | 0.26 | 0.65 | 0.42 | — | — | 0.42 | 9.95 | 6.75 | 0.86 | 0.78 | 0.78 | 3.96 | 434,100 | 69 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-16 | 10.13 | 0.41 | (0.41 | ) | — | 0.41 | — | — | 0.41 | 9.72 | 0.01 | 0.83 | 0.79 | 0.79 | 4.10 | 98,241 | 46 | |||||||||||||||||||||||||||||||||||||||||||||||||
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 |
(1) | Total return is calculated assuming reinvestment of all dividends, capital gain distributions and return of capital distributions, if any, at net asset value and excluding the deduction of sales charges or contingent deferred sales charges, if applicable. Total return for periods less than one year is not annualized. |
(2) | Annualized for periods less than one year. |
(3) | Ratios reflect operating expenses of a Fund. Expenses before reductions/additions do not reflect amounts reimbursed by the Investment Adviser and/or Distributor or reductions from brokerage service arrangements or other expense offset arrangements and do not represent the amount paid by a Fund during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by an Investment Adviser and/or Distributor but prior to reductions from brokerage service arrangements or other expense offset arrangements. Expenses net of all reductions/additions represent the net expenses paid by a Fund. Net investment income (loss) is net of all such additions or reductions. |
(4) | Commencement of operations. |
* | Calculated using average number of shares outstanding throughout the period. |
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)
(1) | Market value of investment securities, other assets and liabilities — at the exchange rates prevailing at Market Close. |
(2) | Purchases and sales of investment securities, income and expenses — at the rates of exchange prevailing on the respective dates of such transactions. |
Class A | Class C | Class R | ||
---|---|---|---|---|
0.25% | 1.00% | 0.50% |
Class A | Class C | |||||||
---|---|---|---|---|---|---|---|---|
Initial Sales Charges | $ | 9,766 | $ | — | ||||
Contingent Deferred Sales Charges | 3,000 | 6,222 |
(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%
March 31, | ||||||||
---|---|---|---|---|---|---|---|---|
2020 | 2021 | 2022 | Total | |||||
$— | $— | $40,723 | $40,723 |
March 31, | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2020 | 2021 | 2022 | Total | |||||||||||||
Class A | $ | 45,576 | $ | 48,160 | $ | 43,691 | $ | 137,427 | ||||||||
Class C | 39,339 | 54,440 | 38,985 | 132,764 | ||||||||||||
Class R | 84,746 | 125,960 | 117,207 | 327,913 | ||||||||||||
Class W | 181,571 | 534,174 | 215,463 | 931,208 |
Subsidiary | Percentage | |||
---|---|---|---|---|
Voya Institutional Trust Company | 9.13 | % |
Unfunded Loan Commitment | ||||||
---|---|---|---|---|---|---|
Brightspring Health Services Delayed Draw Term Loan | $ | 324,167 | ||||
DentalCorp Perfect Smile ULC 1st Lien Delayed Draw Term Loan | 182,447 | |||||
Mavis Tire Express Services Corp. 2018 Delayed Draw Term Loan | 836,139 | |||||
Pearl Intermediate Parent LLC 2018 Delayed Draw Term Loan | 281,595 | |||||
$ | 1,624,348 |
Shares sold | Reinvestment of distributions | Shares redeemed | Net increase (decrease) in shares outstanding | Shares sold | Reinvestment of distributions | Shares redeemed | Net increase (decrease) | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year or period ended | # | # | # | # | ($) | ($) | ($) | ($) | ||||||||||||||||||||||||
Class A | ||||||||||||||||||||||||||||||||
03-31-19 | 4,900,915 | 216,844 | (3,347,666 | ) | 1,770,093 | 47,678,722 | 2,103,779 | (32,387,511 | ) | 17,394,990 | ||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||
03-31-19 | 859,655 | 160,854 | (1,553,952 | ) | (533,443 | ) | 8,395,213 | 1,563,108 | (15,057,239 | ) | (5,098,918 | ) | ||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||
03-31-19 | 103,785,552 | 7,433,338 | (125,923,823 | ) | (14,704,933 | ) | 1,015,694,395 | 72,280,256 | (1,212,479,474 | ) | (124,504,823 | ) | ||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||
03-31-19 | 2,060,011 | 296,668 | (1,095,999 | ) | 1,260,680 | 20,100,297 | 2,880,910 | (10,621,849 | ) | 12,359,358 | ||||||||||||||||||||||
03-31-18 | 641,558 | 176,465 | (142,190 | ) | 675,833 | 6,330,480 | 1,740,004 | (1,402,095 | ) | 6,668,389 | ||||||||||||||||||||||
Class P | ||||||||||||||||||||||||||||||||
06-01-18(1)–03-31-19 | 484,611 | 12,748 | (272,376 | ) | 224,983 | 4,723,442 | 123,525 | (2,622,223 | ) | 2,224,744 | ||||||||||||||||||||||
Class R | ||||||||||||||||||||||||||||||||
03-31-19 | 4,251,727 | 611,023 | (2,331,421 | ) | 2,531,329 | 41,570,411 | 5,923,293 | (22,534,031 | ) | 24,959,673 | ||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||
03-31-19 | 5,078,081 | 1,037,432 | (56,963,913 | ) | (50,848,400 | ) | 50,000,123 | 10,187,701 | (561,138,420 | ) | (500,950,596 | ) | ||||||||||||||||||||
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. |
Year Ended March 31, 2019 | Year Ended March 31, 2018 | ||||
---|---|---|---|---|---|
Ordinary Income | Ordinary Income | Return of Capital | |||
$99,130,268 | $77,218,348 | $3,511,444 |
Undistributed Ordinary | Unrealized Appreciation/ | Capital Loss Carryforwards | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Income | (Depreciation) | Amount | Character | Expiration | ||||||
$761,106 | $(46,137,203) | $ | (10,590,505 | ) | Short-term | None | ||||
(33,629,392 | ) | Long-term | None | |||||||
$ | (44,219,897 | ) |
Distributions from net investment income: | ||||
Class A | $ | (1,603,739 | ) | |
Class C | (1,450,844 | ) | ||
Class I | (49,463,439 | ) | ||
Class P | (1,672,662 | ) | ||
Class R | (3,934,204 | ) | ||
Class W | (19,093,460 | ) | ||
$ | (77,218,348 | ) | ||
Undistributed (distributions in excess of) net investment income or accumulated net investment loss at end of year | $ | (266,805 | ) |
Per Share Amount | Payable Date | Record Date | ||||
---|---|---|---|---|---|---|
Class A | $0.0425 | May 1, 2019 | Daily | |||
Class C | $0.0367 | May 1, 2019 | Daily | |||
Class I | $0.0446 | May 1, 2019 | Daily | |||
Class P | $0.0498 | May 1, 2019 | Daily | |||
Class P3 | $0.0504 | May 1, 2019 | Daily | |||
Class R | $0.0406 | May 1, 2019 | Daily | |||
Class W | $0.0446 | May 1, 2019 | Daily |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2019 |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: 94.2% | ||||||||||||||
Aerospace & Defense: 1.0% | ||||||||||||||
608,077 | DAE Aviation Holdings, Inc. 2019 Term Loan B, 6.615%, (US0003M + 4.000%), 04/06/26 | $ | 609,000 | 0.1 | ||||||||||
326,923 | DAE Aviation Holdings, Inc. CAD Term Loan, 6.615%, (US0003M + 4.000%), 01/23/26 | 327,419 | 0.0 | |||||||||||
1,985,000 | KBR, Inc. Term Loan B, 6.249%, (US0001M + 3.750%), 04/25/25 | 1,989,963 | 0.1 | |||||||||||
14,847,461 | Maxar Technologies Ltd. Term Loan B, 5.250%, (US0001M + 2.750%), 10/04/24 | 11,624,330 | 0.8 | |||||||||||
14,550,712 | 1.0 | |||||||||||||
Auto Components: 0.5% | ||||||||||||||
7,953,632 | Broadstreet Partners, Inc. 2018 Term Loan B, 5.749%, (US0001M + 3.250%), 11/08/23 | 7,903,922 | 0.5 | |||||||||||
Automotive: 3.4% | ||||||||||||||
10,201,440 | Bright Bidco B.V. 2018 Term Loan B, 6.068%, (US0003M + 3.500%), 06/30/24 | 8,046,386 | 0.5 | |||||||||||
8,496,142 | Dynacast International LLC Term Loan B2, 5.772%, (US0003M + 3.250%), 01/28/22 | 8,379,320 | 0.5 | |||||||||||
8,610,627 | Gates Global LLC 2017 USD Repriced Term Loan B, 5.249%, (US0001M + 2.750%), 04/01/24 | 8,532,977 | 0.6 | |||||||||||
2,458,838 | Holley Purchaser, Inc. Term Loan B, 7.744%, (US0003M + 5.000%), 10/24/25 | 2,415,808 | 0.2 | |||||||||||
6,569,346 | Mavis Tire Express Services Corp. 2018 1st Lien Term Loan, 5.736%, (US0001M + 3.250%), 03/20/25 | 6,446,171 | 0.4 | |||||||||||
869,791 | (1) | Mavis Tire Express Services Corp. 2018 Delayed Draw Term Loan, 5.736%, (US0001M + 3.250%), 03/20/25 | 853,482 | 0.1 | ||||||||||
3,285,000 | Panther BF Aggregator 2 L P Term Loan B, 6.100%, (US0003M + 3.500%), 03/18/26 | 3,252,068 | 0.2 | |||||||||||
2,135,954 | Superior Industries International, Inc. 2018 1st Lien Term Loan B, 6.499%, (US0001M + 4.000%), 05/22/24 | 2,093,234 | 0.1 | |||||||||||
LOANS*: (continued) | ||||||||||||||
Automotive: (continued) | ||||||||||||||
5,755,575 | Tenneco, Inc. 2018 Term Loan B, 5.240%, (US0001M + 2.750%), 10/01/25 | $ | 5,514,560 | 0.4 | ||||||||||
4,951,800 | Truck Hero, Inc. 1st Lien Term Loan, 6.249%, (US0001M + 3.750%), 04/21/24 | 4,775,392 | 0.3 | |||||||||||
1,680,000 | Truck Hero, Inc. 2nd Lien Term Loan, 10.749%, (US0001M + 8.250%), 04/21/25 | 1,638,000 | 0.1 | |||||||||||
51,947,398 | 3.4 | |||||||||||||
Beverage & Tobacco: 0.4% | ||||||||||||||
6,384,309 | Refresco Group BV USD Term Loan B3, 5.934%, (US0003M + 3.250%), 03/28/25 | 6,336,426 | 0.4 | |||||||||||
Brokers, Dealers & Investment Houses: 0.2% | ||||||||||||||
3,086,168 | Capital Automotive L.P. 2017 2nd Lien Term Loan, 8.500%, (US0001M + 6.000%), 03/24/25 | 3,078,453 | 0.2 | |||||||||||
Building & Development: 1.7% | ||||||||||||||
3,174,813 | Core & Main LP 2017 Term Loan B, 5.626%, (US0003M + 3.000%), 08/01/24 | 3,154,891 | 0.2 | |||||||||||
4,785,084 | GYP Holdings III Corp. 2018 Term Loan B, 5.249%, (US0001M + 2.750%), 06/01/25 | 4,656,485 | 0.3 | |||||||||||
1,881,688 | Henry Company LLC Term Loan B, 6.499%, (US0001M + 4.000%), 10/05/23 | 1,878,159 | 0.1 | |||||||||||
2,505,627 | Interior Logic Group, Inc. 2018 Term Loan B, 6.601%, (US0003M + 4.000%), 05/30/25 | 2,466,477 | 0.2 | |||||||||||
2,355,466 | MX Holdings US, Inc. 2018 USD Term Loan B1C, 5.499%, (US0001M + 3.000%), 07/31/25 | 2,351,539 | 0.2 | |||||||||||
3,285,997 | Quikrete Hldgs Inc Term Loan, 5.249%, (US0001M + 2.750%), 11/15/23 | 3,203,847 | 0.2 | |||||||||||
990,000 | SMG Holdings Inc. 2017 1st Lien Term Loan, 5.499%, (US0001M + 3.000%), 01/23/25 | 980,513 | 0.1 | |||||||||||
3,549,703 | Werner FinCo LP 2017 Term Loan, 6.601%, (US0003M + 4.000%), 07/24/24 | 3,425,463 | 0.2 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2019 (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Building & Development: (continued) | ||||||||||||||
3,041,949 | Wilsonart LLC 2017 Term Loan B, 5.860%, (US0003M + 3.250%), 12/19/23 | $ | 2,959,245 | 0.2 | ||||||||||
25,076,619 | 1.7 | |||||||||||||
Building Materials: 0.6% | ||||||||||||||
8,932,500 | NCI Building Systems, Inc. 2018 Term Loan, 6.547%, (US0003M + 3.750%), 04/12/25 | 8,530,537 | 0.6 | |||||||||||
Business Equipment & Services: 13.5% | ||||||||||||||
1,814,443 | 24-7 Intouch Inc 2018 Term Loan, 6.749%, (US0001M + 4.250%), 08/20/25 | 1,745,268 | 0.1 | |||||||||||
3,111,944 | Acosta Holdco, Inc. 2015 Term Loan, 5.749%, (US0001M + 3.250%), 09/26/21 | 1,428,902 | 0.1 | |||||||||||
2,857,671 | Advantage Sales & Marketing, Inc. 2014 1st Lien Term Loan, 5.749%, (US0001M + 3.250%), 07/23/21 | 2,439,736 | 0.2 | |||||||||||
1,000,000 | Advantage Sales & Marketing, Inc. 2014 2nd Lien Term Loan, 8.999%, (US0001M + 6.500%), 07/25/22 | 736,667 | 0.0 | |||||||||||
5,743,711 | AlixPartners, LLP 2017 Term Loan B, 5.249%, (US0001M + 2.750%), 04/04/24 | 5,718,582 | 0.4 | |||||||||||
2,464,120 | Allflex Holdings III, Inc. New 1st Lien Term Loan, 5.732%, (US0001M + 3.250%), 07/18/20 | 2,462,580 | 0.2 | |||||||||||
857,850 | Allied Universal Holdco LLC Incremental Term Loan, 6.749%, (US0001M + 4.250%), 07/28/22 | 839,799 | 0.0 | |||||||||||
1,370,000 | Almonde, Inc. USD 2nd Lien Term Loan, 9.851%, (US0003M + 7.250%), 06/13/25 | 1,322,392 | 0.1 | |||||||||||
2,925,450 | Ascend Learning, LLC 2017 Term Loan B, 5.499%, (US0001M + 3.000%), 07/12/24 | 2,874,255 | 0.2 | |||||||||||
2,331,558 | Big Ass Fans, LLC 2018 Term Loan, 6.351%, (US0003M + 3.750%), 05/21/24 | 2,333,016 | 0.1 | |||||||||||
4,798,333 | Camelot UK Holdco Limited 2017 Repriced Term Loan, 5.746%, (US0001M + 3.250%), 10/03/23 | 4,774,341 | 0.3 | |||||||||||
LOANS*: (continued) | ||||||||||||||
Business Equipment & Services: (continued) | ||||||||||||||
3,356,802 | Canyon Valor Companies, Inc. USD 2017 Term Loan B1, 5.351%, (US0003M + 2.750%), 06/16/23 | $ | 3,327,430 | 0.2 | ||||||||||
4,912,500 | Colorado Buyer Inc Term Loan B, 5.600%, (US0003M + 3.000%), 05/01/24 | 4,769,217 | 0.3 | |||||||||||
2,423,272 | Convergint Technologies LLC 2018 1st Lien Term Loan, 5.499%, (US0001M + 3.000%), 02/03/25 | 2,356,632 | 0.2 | |||||||||||
793,200 | DTI Holdco, Inc. 2018 Term Loan B, 7.494%, (US0003M + 4.750%), 09/30/23 | 746,269 | 0.0 | |||||||||||
5,475,753 | EIG Investors Corp. 2018 1st Lien Term Loan, 6.389%, (US0003M + 3.750%), 02/09/23 | 5,459,780 | 0.4 | |||||||||||
5,817,411 | EVO Payments International LLC 2018 1st Lien Term Loan, 5.750%, (US0001M + 3.250%), 12/22/23 | 5,813,775 | 0.4 | |||||||||||
11,291,700 | Financial & Risk US Holdings, Inc. 2018 USD Term Loan, 6.249%, (US0001M + 3.750%), 10/01/25 | 10,972,947 | 0.7 | |||||||||||
1,632,462 | Garda World Security Corporation 2017 Term Loan, 6.120%, (US0003M + 3.500%), 05/24/24 | 1,621,578 | 0.1 | |||||||||||
2,430,450 | GreenSky Holdings, LLC 2018 Term Loan B, 5.746%, (US0001M + 3.250%), 03/31/25 | 2,421,336 | 0.2 | |||||||||||
4,253,150 | ION Trading Technologies S.a.r.l. USD Incremental Term Loan B, 6.651%, (US0003M + 4.000%), 11/21/24 | 4,136,189 | 0.3 | |||||||||||
2,988,454 | IQOR US Inc. 2nd Lien Term Loan, 11.547%, (US0003M + 8.750%), 04/01/22 | 2,415,666 | 0.2 | |||||||||||
4,738,058 | IQOR US Inc. Term Loan B, 7.797%, (US0003M + 5.000%), 04/01/21 | 4,454,959 | 0.3 | |||||||||||
7,249,628 | KUEHG Corp. 2018 Incremental Term Loan, 6.351%, (US0003M + 3.750%), 02/21/25 | 7,156,746 | 0.5 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2019 (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Business Equipment & Services: (continued) | ||||||||||||||
4,340,489 | Learning Care Group, Inc. 2018 1st Lien Term Loan, 5.816%, (US0002M + 3.250%), 03/13/25 | $ | 4,260,915 | 0.3 | ||||||||||
2,305,000 | Learning Care Group, Inc. 2018 2nd Lien Term Loan, 10.071%, (US0002M + 7.500%), 03/13/26 | 2,293,475 | 0.1 | |||||||||||
7,372,270 | NeuStar, Inc. 2018 Term Loan B4, 5.999%, (US0001M + 3.500%), 08/08/24 | 7,120,381 | 0.5 | |||||||||||
1,849,487 | NeuStar, Inc. 2nd Lien Term Loan, 10.499%, (US0001M + 8.000%), 08/08/25 | 1,815,676 | 0.1 | |||||||||||
4,002,492 | NVA Holdings, Inc. Term Loan B3, 5.249%, (US0001M + 2.750%), 02/02/25 | 3,880,748 | 0.3 | |||||||||||
2,650,000 | Peak 10, Inc. 2017 2nd Lien Term Loan, 9.986%, (US0003M + 7.250%), 08/01/25 | 2,325,375 | 0.1 | |||||||||||
8,550,630 | PI US MergerCo, Inc. USD 2017 1st Lien Term Loan, 5.999%, (US0001M + 3.500%), 12/20/24 | 8,413,016 | 0.6 | |||||||||||
8,032,045 | Pre-Paid Legal Services, Inc. 2018 1st Lien Term Loan, 5.499%, (US0001M + 3.000%), 05/01/25 | 7,936,665 | 0.5 | |||||||||||
390,000 | Pre-Paid Legal Services, Inc. 2018 2nd Lien Term Loan, 9.999%, (US0001M + 7.500%), 05/01/26 | 387,562 | 0.0 | |||||||||||
908,138 | PricewaterhouseCoopers LLP 2018 Term Loan, 5.499%, (US0001M + 3.000%), 05/01/25 | 889,975 | 0.1 | |||||||||||
1,029,600 | Prometric Holdings, Inc. 1st Lien Term Loan, 5.500%, (US0001M + 3.000%), 01/29/25 | 1,018,017 | 0.1 | |||||||||||
7,270,434 | Red Ventures, LLC 2018 Term Loan B, 5.499%, (US0001M + 3.000%), 11/08/24 | 7,228,025 | 0.5 | |||||||||||
465,000 | Renaissance Holding Corp. 2018 2nd Lien Term Loan, 9.499%, (US0001M + 7.000%), 05/29/26 | 429,350 | 0.0 | |||||||||||
LOANS*: (continued) | ||||||||||||||
Business Equipment & Services: (continued) | ||||||||||||||
1,637,600 | Renaissance Learning, Inc. 2018 Add On Term Loan, 5.749%, (US0001M + 3.250%), 05/30/25 | $ | 1,574,143 | 0.1 | ||||||||||
3,011,875 | Research Now Group, Inc. 2017 1st Lien Term Loan, 7.999%, (US0001M + 5.500%), 12/20/24 | 2,993,051 | 0.2 | |||||||||||
3,082,275 | Sandvine Corporation 2018 1st Lien Term Loan, 6.999%, (US0001M + 4.500%), 11/02/25 | 3,036,041 | 0.2 | |||||||||||
3,325,561 | Solera Holdings, Inc. USD Term Loan B, 5.249%, (US0001M + 2.750%), 03/03/23 | 3,305,608 | 0.2 | |||||||||||
7,672,908 | Spin Holdco Inc. 2017 Term Loan B, 6.029%, (US0003M + 3.250%), 11/14/22 | 7,476,290 | 0.5 | |||||||||||
3,601,900 | SSH Group Holdings, Inc. 2018 1st Lien Term Loan, 6.749%, (US0001M + 4.250%), 07/30/25 | 3,577,137 | 0.2 | |||||||||||
10,230,724 | Staples, Inc. 2017 Term Loan B, 6.489%, (US0001M + 4.000%), 09/12/24 | 10,178,660 | 0.7 | |||||||||||
4,152,194 | Stiphout Finance LLC USD 1st Lien Term Loan, 5.499%, (US0001M + 3.000%), 10/26/22 | 4,100,291 | 0.3 | |||||||||||
2,207,242 | SurveyMonkey Inc. 2018 Term Loan B, 6.162%, (US0001W + 3.750%), 10/10/25 | 2,168,615 | 0.1 | |||||||||||
669,800 | USS Ultimate Holdings, Inc. 1st Lien Term Loan, 6.249%, (US0001M + 3.750%), 08/25/24 | 664,497 | 0.0 | |||||||||||
6,812,925 | Verifone Systems, Inc. 2018 1st Lien Term Loan, 6.683%, (US0003M + 4.000%), 08/20/25 | 6,715,841 | 0.4 | |||||||||||
915,000 | Verifone Systems, Inc. 2018 2nd Lien Term Loan, 10.683%, (US0003M + 8.000%), 08/20/26 | 896,700 | 0.1 | |||||||||||
5,633,112 | Verra Mobility Corporation 2018 1st Lien Term Loan, 6.249%, (US0001M + 3.750%), 02/28/25 | 5,638,396 | 0.4 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2019 (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Business Equipment & Services: (continued) | ||||||||||||||
8,248,550 | Verscend Holding Corp. 2018 Term Loan B, 6.999%, (US0001M + 4.500%), 08/27/25 | $ | 8,191,742 | 0.5 | ||||||||||
9,368,744 | West Corporation 2017 Term Loan, 6.629%, (US0003M + 4.000%), 10/10/24 | 8,806,619 | 0.6 | |||||||||||
4,290,688 | Yak Access, LLC 2018 1st Lien Term Loan B, 7.499%, (US0001M + 5.000%), 07/02/25 | 3,668,538 | 0.2 | |||||||||||
970,000 | Yak Access, LLC 2018 2nd Lien Term Loan B, 12.489%, (US0001M + 10.000%), 06/13/26 | 776,000 | 0.1 | |||||||||||
204,095,411 | 13.5 | |||||||||||||
Cable & Satellite Television: 0.9% | ||||||||||||||
1,670,250 | Numericable Group SA USD Term Loan B11, 5.249%, (US0001M + 2.750%), 07/31/25 | 1,561,163 | 0.1 | |||||||||||
6,717,959 | Radiate Holdco, LLC 1st Lien Term Loan, 5.499%, (US0001M + 3.000%), 02/01/24 | 6,574,503 | 0.4 | |||||||||||
5,771,180 | WideOpenWest Finance LLC 2017 Term Loan B, 5.741%, (US0001M + 3.250%), 08/18/23 | 5,560,175 | 0.4 | |||||||||||
13,695,841 | 0.9 | |||||||||||||
Chemicals & Plastics: 3.7% | ||||||||||||||
4,655,126 | Allnex (Luxembourg) & Cy S.C.A. 2016 USD Term Loan B2, 5.879%, (US0003M + 3.250%), 09/13/23 | 4,623,122 | 0.3 | |||||||||||
3,507,145 | Allnex USA, Inc. USD Term Loan B3, 5.879%, (US0003M + 3.250%), 09/13/23 | 3,483,033 | 0.2 | |||||||||||
4,571,152 | Alpha 3 B.V. 2017 Term Loan B1, 5.601%, (US0003M + 3.000%), 01/31/24 | 4,482,586 | 0.3 | |||||||||||
10,382,715 | Avantor, Inc. 2017 1st Lien Term Loan, 6.249%, (US0003M + 3.750%), 11/21/24 | 10,419,491 | 0.7 | |||||||||||
3,497,630 | Composite Resins Holding B.V. 2018 Term Loan B, 6.983%, (US0003M + 4.250%), 08/01/25 | 3,480,142 | 0.2 | |||||||||||
10,181,287 | Diamond (BC) B.V. USD Term Loan, 5.744%, (US0003M + 3.000%), 09/06/24 | 9,761,309 | 0.6 | |||||||||||
LOANS*: (continued) | ||||||||||||||
Chemicals & Plastics: (continued) | ||||||||||||||
1,964,410 | Emerald Performance Materials, LLC New 1st Lien Term Loan, 5.999%, (US0001M + 3.500%), 08/01/21 | $ | 1,945,993 | 0.1 | ||||||||||
4,164,021 | Encapsys, LLC 1st Lien Term Loan, 5.749%, (US0001M + 3.250%), 11/07/24 | 4,085,946 | 0.3 | |||||||||||
2,801,633 | Klockner-Pentaplast of America, Inc. USD 2017 Term Loan B2, 6.749%, (US0001M + 4.250%), 06/30/22 | 2,475,943 | 0.2 | |||||||||||
3,246,835 | Polar US Borrower, LLC 2018 1st Lien Term Loan, 8.297%, (PRIME + 3.750%), 10/15/25 | 3,234,659 | 0.2 | |||||||||||
4,085,000 | Starfruit Finco B.V 2018 USD Term Loan B, 5.740%, (US0001M + 3.250%), 10/01/25 | 4,032,634 | 0.3 | |||||||||||
1,230,636 | Tronox Blocked Borrower LLC Term Loan B, 5.499%, (US0001M + 3.000%), 09/23/24 | 1,227,450 | 0.1 | |||||||||||
2,657,790 | Tronox Finance LLC Term Loan B, 5.499%, (US0001M + 3.000%), 09/23/24 | 2,650,908 | 0.2 | |||||||||||
55,903,216 | 3.7 | |||||||||||||
Clothing/Textiles: 0.6% | ||||||||||||||
9,666,742 | Varsity Brands, Inc. 2017 Term Loan B, 5.999%, (US0001M + 3.500%), 12/15/24 | 9,521,741 | 0.6 | |||||||||||
Containers & Glass Products: 3.2% | ||||||||||||||
2,016,957 | Albea Beauty Holdings S.A 2018 USD Term Loan B2, 5.887%, (US0006M + 3.000%), 04/22/24 | 1,979,139 | 0.1 | |||||||||||
2,327,413 | Ball Metalpack, LLC 2018 1st Lien Term Loan B, 6.999%, (US0001M + 4.500%), 07/24/25 | 2,307,164 | 0.1 | |||||||||||
6,480,778 | BWAY Holding Company 2017 Term Loan B, 6.033%, (US0003M + 3.250%), 04/03/24 | 6,338,201 | 0.4 | |||||||||||
1,467,697 | Consolidated Container Company LLC 2017 1st Lien Term Loan, 5.249%, (US0001M + 2.750%), 05/22/24 | 1,448,433 | 0.1 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2019 (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Containers & Glass Products: (continued) | ||||||||||||||
1,864,428 | Flex Acquisition Company, Inc. 1st Lien Term Loan, 5.626%, (US0003M + 3.000%), 12/29/23 | $ | 1,811,408 | 0.1 | ||||||||||
8,815,700 | Flex Acquisition Company, Inc. 2018 Incremental Term Loan, 5.876%, (US0003M + 3.250%), 06/29/25 | 8,570,121 | 0.6 | |||||||||||
3,647,438 | Pelican Products, Inc. 2018 1st Lien Term Loan, 5.981%, (US0001M + 3.500%), 05/01/25 | 3,592,726 | 0.3 | |||||||||||
425,000 | Pelican Products, Inc. 2018 2nd Lien Term Loan, 10.231%, (US0001M + 7.750%), 05/01/26 | 410,125 | 0.0 | |||||||||||
1,832,437 | Proampac PG Borrower LLC First Lien Term Loan, 6.141%, (US0001M + 3.500%), 11/18/23 | 1,771,737 | 0.1 | |||||||||||
660,000 | Proampac PG Borrower LLC Second Lien Term Loan, 11.194%, (US0003M + 8.500%), 11/18/24 | 645,150 | 0.1 | |||||||||||
10,230,598 | Reynolds Group Holdings Inc. USD 2017 Term Loan, 5.249%, (US0001M + 2.750%), 02/05/23 | 10,123,729 | 0.7 | |||||||||||
2,299,057 | Titan Acquisition Limited 2018 Term Loan B, 5.499%, (US0003M + 3.000%), 03/28/25 | 2,140,997 | 0.1 | |||||||||||
5,174,265 | Tricorbraun Hldgs Inc First Lien Term Loan, 6.357%, (US0003M + 3.750%), 11/30/23 | 5,169,955 | 0.3 | |||||||||||
2,643,938 | Trident TPI Holdings, Inc. 2017 USD Term Loan B1, 5.749%, (US0001M + 3.250%), 10/17/24 | 2,558,010 | 0.2 | |||||||||||
48,866,895 | 3.2 | |||||||||||||
Cosmetics/Toiletries: 0.6% | ||||||||||||||
4,223,775 | Anastasia Parent, LLC 2018 Term Loan B, 6.249%, (US0001M + 3.750%), 08/11/25 | 3,938,670 | 0.3 | |||||||||||
4,450,154 | Wellness Merger Sub, Inc. 1st Lien Term Loan, 6.879%, (US0003M + 4.250%), 06/30/24 | 4,388,965 | 0.3 | |||||||||||
8,327,635 | 0.6 | |||||||||||||
LOANS*: (continued) | ||||||||||||||
Diversified Financial Services: 0.1% | ||||||||||||||
1,317,933 | Blucora, Inc. 2017 Term Loan B, 5.499%, (US0001M + 3.000%), 05/22/24 | $ | 1,298,164 | 0.1 | ||||||||||
Drugs: 1.4% | ||||||||||||||
4,850,505 | Alvogen Pharma US, Inc. 2018 Term Loan B, 7.250%, (US0001M + 4.750%), 04/02/22 | 4,735,305 | 0.3 | |||||||||||
5,898,673 | Amneal Pharmaceuticals LLC 2018 Term Loan B, 6.000%, (US0001M + 3.500%), 05/04/25 | 5,891,252 | 0.4 | |||||||||||
10,356,047 | Endo Luxembourg Finance Company I S.a r.l. 2017 Term Loan B, 6.749%, (US0001M + 4.250%), 04/29/24 | 10,203,938 | 0.7 | |||||||||||
877,597 | Horizon Pharma, Inc. 2018 Term Loan B, 5.500%, (US0001M + 3.000%), 03/29/24 | 879,074 | 0.0 | |||||||||||
21,709,569 | 1.4 | |||||||||||||
Ecological Services & Equipment: 0.5% | ||||||||||||||
7,153,960 | GFL Environmental Inc. 2018 USD Term Loan B, 5.499%, (US0001M + 3.000%), 05/30/25 | 6,948,284 | 0.5 | |||||||||||
841,500 | Gopher Resource, LLC 1st Lien Term Loan, 5.749%, (US0001M + 3.250%), 03/06/25 | 839,396 | 0.0 | |||||||||||
7,787,680 | 0.5 | |||||||||||||
Electronics/Electrical: 14.0% | ||||||||||||||
1,544,400 | ABC Financial Services, Inc. 1st Lien Term Loan, 6.743%, (US0003M + 4.250%), 01/02/25 | 1,548,261 | 0.1 | |||||||||||
2,339,041 | Aptean, Inc. 2017 1st Lien Term Loan, 6.860%, (US0003M + 4.250%), 12/20/22 | 2,340,503 | 0.2 | |||||||||||
3,265,379 | ASG Technologies Group, Inc. 2018 Term Loan, 5.999%, (US0001M + 3.500%), 07/31/24 | 3,210,275 | 0.2 | |||||||||||
5,708,336 | Barracuda Networks, Inc. 1st Lien Term Loan, 5.741%, (US0001M + 3.250%), 02/12/25 | 5,675,039 | 0.4 | |||||||||||
520,000 | Barracuda Networks, Inc. 2nd Lien Term Loan, 9.741%, (US0001M + 7.250%), 02/12/26 | 516,100 | 0.0 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2019 (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Electronics/Electrical: (continued) | ||||||||||||||
10,703,175 | BMC Software Finance, Inc. 2018 USD Term Loan B, 6.851%, (US0003M + 4.250%), 10/02/25 | $ | 10,503,828 | 0.7 | ||||||||||
1,228,810 | Brave Parent Holdings, Inc. 1st Lien Term Loan, 6.499%, (US0001M + 4.000%), 04/18/25 | 1,216,009 | 0.1 | |||||||||||
960,000 | Carbonite, Inc Term Loan B, 6.350%, (US0003M + 3.750%), 03/26/26 | 954,300 | 0.1 | |||||||||||
3,492,450 | Cohu, Inc. 2018 Term Loan B, 5.601%, (US0003M + 3.000%), 09/20/25 | 3,387,677 | 0.2 | |||||||||||
2,194,500 | Compuware Corporation 2018 Term Loan B, 5.999%, (US0001M + 3.500%), 08/22/25 | 2,198,615 | 0.2 | |||||||||||
4,483,763 | Dynatrace LLC 2018 1st Lien Term Loan, 5.749%, (US0001M + 3.250%), 08/22/25 | 4,473,253 | 0.3 | |||||||||||
2,992,500 | EagleView Technology Corporation 2018 Add On Term Loan B, 5.982%, (US0003M + 3.500%), 08/14/25 | 2,913,947 | 0.2 | |||||||||||
1,066,938 | Electrical Components International, Inc. 2018 1st Lien Term Loan, 6.851%, (US0003M + 4.250%), 06/26/25 | 1,040,264 | 0.1 | |||||||||||
5,807,778 | Epicor Software Corporation 1st Lien Term Loan, 5.750%, (US0001M + 3.250%), 06/01/22 | 5,748,492 | 0.4 | |||||||||||
2,137,450 | Exact Merger Sub LLC 1st Lien Term Loan, 6.851%, (US0003M + 4.250%), 09/27/24 | 2,127,654 | 0.1 | |||||||||||
6,723,648 | Greeneden U.S. Holdings II, LLC 2018 USD Term Loan B, 5.749%, (US0001M + 3.250%), 12/01/23 | 6,643,805 | 0.4 | |||||||||||
9,291,581 | Hyland Software, Inc. 2018 Term Loan 3, 5.999%, (US0001M + 3.500%), 07/01/24 | 9,293,030 | 0.6 | |||||||||||
4,035,000 | Imperva, Inc. 1st Lien Term Loan, 6.493%, (US0001M + 4.000%), 01/12/26 | 4,011,464 | 0.3 | |||||||||||
LOANS*: (continued) | ||||||||||||||
Electronics/Electrical: (continued) | ||||||||||||||
1,368,871 | Imperva, Inc. 2nd Lien Term Loan, 10.243%, (US0001M + 7.750%), 01/11/27 | $ | 1,350,049 | 0.1 | ||||||||||
6,660,030 | Informatica Corporation 2018 USD Term Loan, 5.749%, (US0001M + 3.250%), 08/05/22 | 6,652,537 | 0.4 | |||||||||||
8,790,276 | Kronos Incorporated 2017 Term Loan B, 5.736%, (US0003M + 3.000%), 11/01/23 | 8,705,810 | 0.6 | |||||||||||
1,338,333 | McAfee, LLC 2017 2nd Lien Term Loan, 10.999%, (US0003M + 8.500%), 09/29/25 | 1,353,390 | 0.1 | |||||||||||
11,021,851 | McAfee, LLC 2018 USD Term Loan B, 6.249%, (US0001M + 3.750%), 09/30/24 | 11,006,696 | 0.7 | |||||||||||
7,292,997 | MH Sub I, LLC 2017 1st Lien Term Loan, 6.236%, (US0001M + 3.750%), 09/13/24 | 7,202,746 | 0.5 | |||||||||||
2,540,000 | MH Sub I, LLC 2017 2nd Lien Term Loan, 9.986%, (US0001M + 7.500%), 09/15/25 | 2,508,250 | 0.1 | |||||||||||
1,162,654 | NAVEX TopCo, Inc. 2018 1st Lien Term Loan, 5.750%, (US0001M + 3.250%), 09/05/25 | 1,140,854 | 0.1 | |||||||||||
410,000 | NAVEX TopCo, Inc. 2018 2nd Lien Term Loan, 9.500%, (US0001M + 7.000%), 09/05/26 | 403,508 | 0.0 | |||||||||||
3,350,978 | Optiv Security, Inc. 1st Lien Term Loan, 5.740%, (US0001M + 3.250%), 02/01/24 | 3,216,939 | 0.2 | |||||||||||
2,329,163 | Project Leopard Holdings, Inc. 2019 Term Loan, 6.749%, (US0001M + 4.250%), 07/07/23 | 2,308,782 | 0.2 | |||||||||||
6,815,400 | Quest Software US Holdings Inc. 2018 1st Lien Term Loan, 6.994%, (US0003M + 4.250%), 05/16/25 | 6,740,853 | 0.4 | |||||||||||
3,000,000 | Quest Software US Holdings Inc. 2018 2nd Lien Term Loan, 10.994%, (US0003M + 8.250%), 05/16/26 | 2,970,000 | 0.2 | |||||||||||
8,292,873 | Rackspace Hosting, Inc. 2017 Incremental 1st Lien Term Loan, 5.738%, (US0003M + 3.000%), 11/03/23 | 7,784,935 | 0.5 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2019 (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Electronics/Electrical: (continued) | ||||||||||||||
8,947,739 | Riverbed Technology, Inc. 2016 Term Loan, 5.750%, (US0001M + 3.250%), 04/24/22 | $ | 8,146,916 | 0.5 | ||||||||||
1,685,000 | Rocket Software, Inc. 2018 2nd Lien Term Loan, 10.749%, (US0001M + 8.250%), 11/20/26 | 1,663,937 | 0.1 | |||||||||||
6,130,000 | Rocket Software, Inc. 2018 Term Loan, 6.749%, (US0001M + 4.250%), 11/28/25 | 6,123,104 | 0.4 | |||||||||||
8,702,200 | RP Crown Parent LLC Term Loan B, 5.240%, (US0001M + 2.750%), 10/12/23 | 8,604,300 | 0.6 | |||||||||||
5,306,700 | Severin Acquisition, LLC 2018 Term Loan B, 5.989%, (US0001M + 3.250%), 08/01/25 | 5,183,983 | 0.3 | |||||||||||
7,758,834 | SkillSoft Corporation 1st Lien Term Loan, 7.240%, (US0001M + 4.750%), 04/28/21 | 6,536,818 | 0.4 | |||||||||||
8,194,458 | SolarWinds Holdings, Inc. 2018 Term Loan B, 5.249%, (US0001M + 2.750%), 02/05/24 | 8,121,289 | 0.5 | |||||||||||
4,548,600 | SonicWALL, Inc. 1st Lien Term Loan, 6.183%, (US0003M + 3.500%), 05/16/25 | 4,434,885 | 0.3 | |||||||||||
1,060,000 | SonicWALL, Inc. 2nd Lien Term Loan, 10.183%, (US0003M + 7.500%), 05/18/26 | 1,015,612 | 0.1 | |||||||||||
2,540,000 | Travelport Finance (Luxembourg) S.a.r.l. 2019 Term Loan, 7.350%, (US0003M + 4.750%), 03/13/26 | 2,481,262 | 0.2 | |||||||||||
3,975,038 | TriTech Software Systems 2018 Term Loan B, 6.249%, (US0001M + 3.750%), 08/29/25 | 3,922,865 | 0.3 | |||||||||||
10,070,374 | Veritas Bermuda Ltd. USD Repriced Term Loan B, 7.021%, (US0001M + 4.500%), 01/27/23 | 9,346,566 | 0.6 | |||||||||||
8,139,600 | Vertafore, Inc. 2018 1st Lien Term Loan, 5.749%, (US0003M + 3.250%), 07/02/25 | 8,011,401 | 0.5 | |||||||||||
2,015,000 | Vertafore, Inc. 2018 2nd Lien Term Loan, 9.749%, (US0001M + 7.250%), 07/02/26 | 1,996,740 | 0.2 | |||||||||||
LOANS*: (continued) | ||||||||||||||
Electronics/Electrical: (continued) | ||||||||||||||
1,363,999 | Web.com Group, Inc. 2018 2nd Lien Term Loan, 10.243%, (US0001M + 7.750%), 10/09/26 | $ | 1,346,949 | 0.1 | ||||||||||
3,134,931 | Web.com Group, Inc. 2018 Term Loan B, 6.243%, (US0001M + 3.750%), 10/10/25 | 3,096,397 | 0.2 | |||||||||||
211,180,889 | 14.0 | |||||||||||||
Entertainment: 0.2% | ||||||||||||||
3,489,662 | Twin River Management Group, Inc. Term Loan, 5.999%, (US0001M + 3.500%), 07/10/20 | 3,489,662 | 0.2 | |||||||||||
Financial Intermediaries: 1.8% | ||||||||||||||
3,457,625 | Advisor Group, Inc. 2018 Term Loan, 6.249%, (US0001M + 3.750%), 08/15/25 | 3,468,430 | 0.2 | |||||||||||
4,408,382 | Blackhawk Network Holdings, Inc 2018 1st Lien Term Loan, 5.499%, (US0001M + 3.000%), 06/15/25 | 4,337,848 | 0.3 | |||||||||||
6,482,425 | DTZ U.S. Borrower LLC 2018 Add On Term Loan B, 5.749%, (US0001M + 3.250%), 08/21/25 | 6,442,921 | 0.4 | |||||||||||
1,093,598 | Duff & Phelps Corporation 2017 Term Loan B, 5.749%, (US0001M + 3.250%), 02/13/25 | 1,071,385 | 0.1 | |||||||||||
8,484,813 | Edelman Financial Center, LLC 2018 1st Lien Term Loan, 6.037%, (US0003M + 3.250%), 07/21/25 | 8,447,692 | 0.6 | |||||||||||
1,045,000 | Edelman Financial Center, LLC 2018 2nd Lien Term Loan, 9.537%, (US0003M + 6.750%), 07/20/26 | 1,050,225 | 0.1 | |||||||||||
1,565,701 | Priority Payment Systems LLC Term Loan, 7.500%, (US0003M + 5.000%), 01/03/23 | 1,567,658 | 0.1 | |||||||||||
26,386,159 | 1.8 | |||||||||||||
Food Products: 1.7% | ||||||||||||||
3,999,975 | 8th Avenue Food & Provisions, Inc. 2018 1st Lien Term Loan, 6.240%, (US0001M + 3.750%), 10/01/25 | 4,012,475 | 0.3 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2019 (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Food Products: (continued) | ||||||||||||||
400,000 | 8th Avenue Food & Provisions, Inc. 2018 2nd Lien Term Loan, 10.240%, (US0001M + 7.750%), 10/01/26 | $ | 400,500 | 0.0 | ||||||||||
2,216,250 | Atkins Nutritionals Holdings II, Inc. 2017 Term Loan B, 5.993%, (US0003M + 3.500%), 07/07/24 | 2,183,006 | 0.2 | |||||||||||
2,413,249 | Del Monte Foods, Inc. 1st Lien Term Loan, 5.906%, (US0003M + 3.250%), 02/18/21 | 1,912,500 | 0.1 | |||||||||||
8,701,180 | IRB Holding Corp 1st Lien Term Loan, 5.739%, (US0001M + 3.250%), 02/05/25 | 8,502,688 | 0.6 | |||||||||||
2,748,150 | NPC International, Inc. 1st Lien Term Loan, 6.051%, (US0001M + 3.500%), 04/19/24 | 2,491,657 | 0.2 | |||||||||||
970,000 | NPC International, Inc. 2nd Lien Term Loan, 10.134%, (US0001M + 7.500%), 04/18/25 | 846,325 | 0.0 | |||||||||||
5,165,963 | Sigma Bidco B.V. 2018 USD Term Loan B, 5.603%, (US0003M + 3.000%), 07/02/25 | 5,034,659 | 0.3 | |||||||||||
25,383,810 | 1.7 | |||||||||||||
Food Service: 1.6% | ||||||||||||||
2,238,088 | Del Friscos Restaurant Group, Inc. 2018 Incremental Term Loan, 8.500%, (US0001M + 6.000%), 06/27/25 | 2,170,945 | 0.1 | |||||||||||
3,945,188 | Dhanani Group Inc. 2018 Term Loan B, 6.249%, (US0001M + 3.750%), 07/20/25 | 3,866,284 | 0.3 | |||||||||||
2,247,391 | Flynn Restaurant Group LP 1st Lien Term Loan, 5.990%, (US0001M + 3.500%), 06/27/25 | 2,191,206 | 0.1 | |||||||||||
1,036,743 | Fogo de Chao Churrascaria Holdings LLC 2018 Add On Term Loan, 6.749%, (US0001M + 4.250%), 04/05/25 | 1,034,151 | 0.1 | |||||||||||
6,882,288 | Golden Nugget, Inc. 2017 Incremental Term Loan B, 5.242%, (US0001M + 2.750%), 10/04/23 | 6,822,068 | 0.5 | |||||||||||
6,113,800 | Hearthside Food Solutions, LLC 2018 Term Loan B, 6.186%, (US0001M + 3.688%), 05/23/25 | 5,960,955 | 0.4 | |||||||||||
LOANS*: (continued) | ||||||||||||||
Food Service: (continued) | ||||||||||||||
725,000 | K-Mac Holdings Corp 2018 2nd Lien Term Loan, 9.236%, (US0001M + 6.750%), 03/16/26 | $ | 720,913 | 0.1 | ||||||||||
640,000 | Tacala, LLC 2nd Lien Term Loan, 9.499%, (US0001M + 7.000%), 01/30/26 | 635,200 | 0.0 | |||||||||||
23,401,722 | 1.6 | |||||||||||||
Food/Drug Retailers: 2.2% | ||||||||||||||
8,907,659 | Albertsons, LLC Term Loan B7, 5.499%, (US0001M + 3.000%), 11/17/25 | 8,810,227 | 0.6 | |||||||||||
3,147,050 | Alphabet Holding Company, Inc. 2017 1st Lien Term Loan, 5.999%, (US0001M + 3.500%), 09/26/24 | 2,924,790 | 0.2 | |||||||||||
1,955,000 | Alphabet Holding Company, Inc. 2017 2nd Lien Term Loan, 10.249%, (US0001M + 7.750%), 09/26/25 | 1,617,762 | 0.1 | |||||||||||
5,232,166 | EG Finco Limited 2018 USD Term Loan, 6.601%, (US0003M + 4.000%), 02/07/25 | 5,118,800 | 0.3 | |||||||||||
935,550 | EG Group Limited 2018 USD Term Loan B, 6.601%, (US0003M + 4.000%), 02/07/25 | 915,280 | 0.1 | |||||||||||
6,383,186 | Moran Foods LLC Term Loan, 8.601%, (US0003M + 6.000%), 12/05/23 | 3,638,416 | 0.2 | |||||||||||
7,100,000 | Smart & Final Stores LLC 1st Lien Term Loan, 6.129%, (US0003M + 3.500%), 11/15/22 | 6,804,164 | 0.4 | |||||||||||
4,570,000 | United Natural Foods, Inc. Term Loan B, 6.749%, (US0001M + 4.250%), 10/22/25 | 3,958,763 | 0.3 | |||||||||||
33,788,202 | 2.2 | |||||||||||||
Forest Products: 0.4% | ||||||||||||||
5,285,179 | Blount International Inc. 2018 Term Loan B, 6.249%, (US0001M + 3.750%), 04/12/23 | 5,286,828 | 0.4 | |||||||||||
Health Care: 9.9% | ||||||||||||||
1,531,163 | Accelerated Health Systems, LLC Term Loan B, 5.990%, (US0001M + 3.500%), 10/31/25 | 1,531,162 | 0.1 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2019 (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Health Care: (continued) | ||||||||||||||
5,351,630 | ADMI Corp. 2018 Term Loan B, 5.499%, (US0001M + 3.000%), 04/30/25 | $ | 5,274,700 | 0.4 | ||||||||||
1,555,000 | Agiliti Health, Inc Term Loan, 5.500%, (US0001M + 3.000%), 01/04/26 | 1,553,017 | 0.1 | |||||||||||
3,233,978 | Air Methods Corporation 2017 Term Loan B, 6.101%, (US0003M + 3.500%), 04/21/24 | 2,443,270 | �� | 0.2 | ||||||||||
7,050,087 | ATI Holdings Acquisition, Inc. 2016 Term Loan, 5.992%, (US0003M + 3.500%), 05/10/23 | 6,856,210 | 0.5 | |||||||||||
7,155,000 | Auris Luxembourg III S.a.r.l. 2019 USD Term Loan B, 6.249%, (US0001M + 3.750%), 02/27/26 | 7,141,584 | 0.5 | |||||||||||
324,167 | (1) | Brightspring Health Services Delayed Draw Term Loan, 7.115%, (US0003M + 4.500%), 02/12/26 | 319,845 | 0.0 | ||||||||||
3,565,833 | Brightspring Health Services Term Loan B, 6.982%, (US0001M + 4.500%), 02/08/26 | 3,518,290 | 0.3 | |||||||||||
2,548,688 | Carestream Dental Equiment, Inc 2017 1st Lien Term Loan B, 5.749%, (US0001M + 3.250%), 09/01/24 | 2,446,740 | 0.2 | |||||||||||
5,462,843 | Change Healthcare Holdings LLC 2017 Term Loan B, 5.249%, (US0001M + 2.750%), 03/01/24 | 5,394,557 | 0.4 | |||||||||||
8,856,266 | CHG Healthcare Services Inc. 2017 1st Lien Term Loan B, 5.656%, (US0003M + 3.000%), 06/07/23 | 8,808,292 | 0.6 | |||||||||||
1,988,425 | Concentra Inc. 2018 1st Lien Term Loan, 5.240%, (US0001M + 2.750%), 06/01/22 | 1,980,919 | 0.1 | |||||||||||
686,328 | (1) | DentalCorp Perfect Smile ULC 1st Lien Delayed Draw Term Loan, 6.249%, (US0001M + 3.750%), 06/06/25 | 670,886 | 0.0 | ||||||||||
2,735,330 | DentalCorp Perfect Smile ULC 1st Lien Term Loan, 6.249%, (US0001M + 3.750%), 06/06/25 | 2,673,785 | 0.2 | |||||||||||
LOANS*: (continued) | ||||||||||||||
Health Care: (continued) | ||||||||||||||
1,340,175 | Diplomat Pharmacy, Inc. 2017 Term Loan B, 7.000%, (US0003M + 4.500%), 12/20/24 | $ | 1,279,867 | 0.1 | ||||||||||
9,566,025 | Envision Healthcare Corporation 2018 1st Lien Term Loan, 6.249%, (US0001M + 3.750%), 10/10/25 | 8,966,159 | 0.6 | |||||||||||
5,152,235 | ExamWorks Group, Inc. 2017 Term Loan, 5.749%, (US0001M + 3.250%), 07/27/23 | 5,126,473 | 0.3 | |||||||||||
2,962,500 | Global Medical Response, Inc. 2017 Term Loan B2, 6.736%, (US0001M + 4.250%), 03/14/25 | 2,794,935 | 0.2 | |||||||||||
4,151,752 | Global Medical Response, Inc. 2018 Term Loan B1, 5.739%, (US0001M + 3.250%), 04/28/22 | 3,911,989 | 0.2 | |||||||||||
2,058,774 | GoodRx, Inc. 1st Lien Term Loan, 5.489%, (US0001M + 3.000%), 10/10/25 | 2,039,473 | 0.1 | |||||||||||
5,059,575 | Inovalon Holdings, Inc. 2018 Term Loan B, 6.000%, (US0001M + 3.500%), 04/02/25 | 5,046,926 | 0.3 | |||||||||||
4,422,617 | Kinetic Concepts, Inc. 2017 USD Term Loan B, 5.851%, (US0003M + 3.250%), 02/02/24 | 4,398,660 | 0.3 | |||||||||||
2,068,163 | Lifescan Global Corporation 2018 1st Lien Term Loan, 8.797%, (US0003M + 6.000%), 09/27/24 | 1,991,469 | 0.1 | |||||||||||
5,372,929 | MPH Acquisition Holdings LLC 2016 Term Loan B, 5.351%, (US0003M + 2.750%), 06/07/23 | 5,207,040 | 0.3 | |||||||||||
3,732,753 | nThrive, Inc. 2016 1st Lien Term Loan, 6.996%, (US0001M + 4.500%), 10/20/22 | 3,592,775 | 0.2 | |||||||||||
2,690,100 | Ortho-Clinical Diagnostics SA 2018 Term Loan B, 5.749%, (US0001M + 3.250%), 06/30/25 | 2,594,825 | 0.2 | |||||||||||
3,995,404 | Pearl Intermediate Parent LLC 2018 1st Lien Term Loan, 5.236%, (US0001M + 2.750%), 02/14/25 | 3,785,645 | 0.2 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2019 (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Health Care: (continued) | ||||||||||||||
100,000 | Pearl Intermediate Parent LLC 2018 2nd Lien Term Loan, 8.736%, (US0001M + 6.250%), 02/13/26 | $ | 97,500 | 0.0 | ||||||||||
1,181,626 | (1) | Pearl Intermediate Parent LLC 2018 Delayed Draw Term Loan, 5.236%, (US0001M + 2.750%), 02/14/25 | 1,119,591 | 0.1 | ||||||||||
5,706,957 | Prospect Medical Holdings, Inc. 2018 Term Loan B, 8.000%, (US0001M + 5.500%), 02/22/24 | 5,221,865 | 0.3 | |||||||||||
4,483,763 | RegionalCare Hospital Partners Holdings, Inc. 2018 Term Loan B, 6.982%, (US0003M + 4.500%), 11/16/25 | 4,447,332 | 0.3 | |||||||||||
5,199,013 | Sotera Health Holdings, LLC 2017 Term Loan, 5.499%, (US0001M + 3.000%), 05/15/22 | 5,104,781 | 0.3 | |||||||||||
6,506,037 | Surgery Center Holdings, Inc. 2017 Term Loan B, 5.750%, (US0001M + 3.250%), 09/02/24 | 6,406,416 | 0.4 | |||||||||||
2,709,089 | Team Health Holdings, Inc. 1st Lien Term Loan, 5.249%, (US0001M + 2.750%), 02/06/24 | 2,415,605 | 0.2 | |||||||||||
1,234,841 | Tecomet Inc. 2017 Repriced Term Loan, 5.993%, (US0001M + 3.500%), 05/01/24 | 1,231,754 | 0.1 | |||||||||||
4,164,185 | U.S. Anesthesia Partners, Inc. 2017 Term Loan, 5.499%, (US0001M + 3.000%), 06/23/24 | 4,121,677 | 0.3 | |||||||||||
1,769,194 | U.S. Renal Care, Inc. 2015 1st Lien Term Loan, 6.851%, (US0003M + 4.250%), 12/30/22 | 1,767,646 | 0.1 | |||||||||||
8,322,619 | Valeant Pharmaceuticals International, Inc. 2018 Term Loan B, 5.481%, (US0001M + 3.000%), 06/02/25 | 8,272,117 | 0.6 | |||||||||||
1,369,234 | Vizient, Inc. 1st Lien Term Loan B, 5.249%, (US0001M + 2.750%), 02/13/23 | 1,364,526 | 0.1 | |||||||||||
4,885,000 | VVC Holding Corp. 2019 Term Loan B, 7.197%, (US0003M + 4.500%), 02/11/26 | 4,819,868 | 0.3 | |||||||||||
LOANS*: (continued) | ||||||||||||||
Health Care: (continued) | ||||||||||||||
661,326 | Wink Holdco, Inc 1st Lien Term Loan B, 5.499%, (US0001M + 3.000%), 12/02/24 | $ | 641,073 | 0.0 | ||||||||||
1,010,000 | Wink Holdco, Inc 2nd Lien Term Loan B, 9.250%, (US0001M + 6.750%), 11/03/25 | 992,325 | 0.1 | |||||||||||
149,373,569 | 9.9 | |||||||||||||
Home Furnishings: 0.5% | ||||||||||||||
7,077,379 | Prime Security Services Borrower, LLC 2016 1st Lien Term Loan, 5.249%, (US0001M + 2.750%), 05/02/22 | 7,016,718 | 0.5 | |||||||||||
Industrial Equipment: 1.0% | ||||||||||||||
5,536,315 | Cortes NP Acquisition Corporation 2017 Term Loan B, 6.629%, (US0003M + 4.000%), 11/30/23 | 5,217,977 | 0.3 | |||||||||||
1,620,938 | CPM Holdings, Inc. 2018 1st Lien Term Loan, 6.249%, (US0001M + 3.750%), 11/15/25 | 1,610,807 | 0.1 | |||||||||||
2,495,237 | EWT Holdings III Corp. 2017 Repriced Term Loan, 5.499%, (US0001M + 3.000%), 12/20/24 | 2,470,284 | 0.2 | |||||||||||
1,922,171 | ExGen Renewables IV, LLC Term Loan B, 5.630%, (US0003M + 3.000%), 11/28/24 | 1,806,039 | 0.1 | |||||||||||
2,416,018 | Kenan Advantage Group, Inc. 2015 Term Loan, 5.499%, (US0001M + 3.000%), 07/31/22 | 2,385,818 | 0.2 | |||||||||||
734,657 | Kenan Advantage Group, Inc. CAD Term Loan B, 5.499%, (US0001M + 3.000%), 07/31/22 | 725,474 | 0.0 | |||||||||||
243,322 | Safe Fleet Holdings LLC 2018 1st Lien Term Loan, 5.490%, (US0001M + 3.000%), 02/01/25 | 236,631 | 0.0 | |||||||||||
475,000 | Safe Fleet Holdings LLC 2018 2nd Lien Term Loan, 9.240%, (US0001M + 6.750%), 02/01/26 | 457,781 | 0.0 | |||||||||||
848,588 | Shape Technologies Group, Inc. Term Loan, 5.776%, (US0003M + 3.000%), 04/21/25 | 839,041 | 0.1 | |||||||||||
15,749,852 | 1.0 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2019 (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||||||||
Insurance: 5.0% | ||||||||||||||||||||
1,980,000 | Achilles Acquisition LLC 2018 Term Loan, 6.500%, (US0001M + 4.000%), 10/03/25 | $ | 1,967,625 | 0.1 | ||||||||||||||||
9,596,373 | Acrisure, LLC 2017 Term Loan B, 6.879%, (US0003M + 4.250%), 11/22/23 | 9,539,332 | 0.6 | |||||||||||||||||
734,450 | Acrisure, LLC 2018 Term Loan B, 6.379%, (US0003M + 3.750%), 11/22/23 | 727,711 | 0.1 | |||||||||||||||||
2,844,528 | Alera Group Holdings, Inc. 2018 Term Loan B, 6.999%, (US0001M + 4.500%), 07/25/25 | 2,869,418 | 0.2 | |||||||||||||||||
6,681,512 | Alliant Holdings I, Inc. 2018 Term Loan B, 5.232%, (US0001M + 2.750%), 05/09/25 | 6,447,659 | 0.4 | |||||||||||||||||
5,669,500 | AmWINS Group, Inc. 2017 Term Loan B, 5.247%, (US0001M + 2.750%), 01/25/24 | 5,605,009 | 0.4 | |||||||||||||||||
5,634,075 | Applied Systems, Inc. 2017 1st Lien Term Loan, 5.499%, (US0001M + 3.000%), 09/19/24 | 5,571,864 | 0.4 | |||||||||||||||||
1,120,000 | Applied Systems, Inc. 2017 2nd Lien Term Loan, 9.499%, (US0001M + 7.000%), 09/19/25 | 1,133,650 | 0.1 | |||||||||||||||||
1,820,438 | Aretec Group, Inc. 2018 Term Loan, 6.749%, (US0001M + 4.250%), 10/01/25 | 1,799,958 | 0.1 | |||||||||||||||||
6,402,037 | AssuredPartners, Inc. 2017 1st Lien Add-On Term Loan, 5.749%, (US0001M + 3.250%), 10/22/24 | 6,209,976 | 0.4 | |||||||||||||||||
7,584,900 | CCC Information Services, Inc. 2017 1st Lien Term Loan, 5.500%, (US0001M + 3.000%), 04/26/24 | 7,469,943 | 0.5 | |||||||||||||||||
300,000 | CCC Information Services, Inc. 2017 2nd Lien Term Loan, 9.249%, (US0001M + 6.750%), 04/27/25 | 298,500 | 0.0 | |||||||||||||||||
5,235,213 | Hub International Limited 2018 Term Loan B, 5.515%, (US0003M + 2.750%), 04/25/25 | 5,071,068 | 0.3 | |||||||||||||||||
10,355,316 | NFP Corp. Term Loan B, 5.499%, (US0001M + 3.000%), 01/08/24 | 9,996,764 | 0.7 | |||||||||||||||||
LOANS*: (continued) | ||||||||||||||||||||
Insurance: (continued) | ||||||||||||||||||||
6,334,125 | Sedgwick Claims Management Services, Inc. 2018 Term Loan B, 5.749%, (US0001M + 3.250%), 12/31/25 | $ | 6,214,372 | 0.4 | ||||||||||||||||
5,319,000 | USI, Inc. 2017 Repriced Term Loan, 5.601%, (US0003M + 3.000%), 05/16/24 | 5,152,781 | 0.3 | |||||||||||||||||
76,075,630 | 5.0 | |||||||||||||||||||
Internet: 0.3% | ||||||||||||||||||||
3,866,108 | Shutterfly, Inc., 5.250%, (US0001M + 2.750%), 08/17/24 | 3,809,728 | 0.3 | |||||||||||||||||
Leisure Good/Activities/Movies: 4.6% | ||||||||||||||||||||
2,514,744 | Airxcel, Inc. 2018 1st Lien Term Loan, 6.999%, (US0001M + 4.500%), 04/28/25 | 2,332,425 | 0.2 | |||||||||||||||||
865,000 | Airxcel, Inc. 2018 2nd Lien Term Loan, 11.249%, (US0001M + 8.750%), 04/27/26 | 769,850 | 0.0 | |||||||||||||||||
2,525,000 | AMC Entertainment Holdings Inc. 2019 Term Loan B, 5.600%, (US0003M + 3.000%), 03/14/26 | 2,511,191 | 0.2 | |||||||||||||||||
6,783,725 | ClubCorp Club Operations, Inc. 2017 Incremental Term Loan, 5.351%, (US0003M + 2.750%), 09/18/24 | 6,437,755 | 0.4 | |||||||||||||||||
9,222,580 | Equinox Holdings, Inc. 2017 1st Lien Term Loan, 5.499%, (US0001M + 3.000%), 03/08/24 | 9,164,939 | 0.6 | |||||||||||||||||
1,794,192 | Equinox Holdings, Inc. 2017 2nd Lien Term Loan, 9.499%, (US0001M + 7.000%), 09/06/24 | 1,804,284 | 0.1 | |||||||||||||||||
9,780,232 | Fitness International, LLC 2018 Term Loan B, 5.749%, (US0001M + 3.250%), 04/18/25 | 9,706,880 | 0.6 | |||||||||||||||||
2,992,424 | Intrawest Resorts Holdings, Inc. Term Loan B1, 5.499%, (US0001M + 3.000%), 07/31/24 | 2,981,825 | 0.2 | |||||||||||||||||
7,099,916 | Kingpin Intermediate Holdings LLC 2018 Term Loan B, 6.000%, (US0001M + 3.500%), 07/03/24 | 7,099,738 | 0.5 | |||||||||||||||||
6,414,314 | Life Time, Inc. 2017 Term Loan B, 5.379%, (US0003M + 2.750%), 06/10/22 | 6,344,827 | 0.4 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2019 (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Leisure Good/Activities/Movies: (continued) | ||||||||||||||
2,952,600 | NEP/NCP Holdco, Inc. 2018 1st Lien Term Loan, 5.749%, (US0001M + 3.250%), 10/20/25 | $ | 2,932,915 | 0.2 | ||||||||||
2,280,000 | NEP/NCP Holdco, Inc. 2018 2nd Lien Term Loan, 9.496%, (US0001M + 7.000%), 10/19/26 | 2,262,900 | 0.2 | |||||||||||
2,144,466 | SRAM, LLC 2018 Term Loan B, 5.361%, (US0002M + 2.750%), 03/15/24 | 2,136,370 | 0.1 | |||||||||||
9,169,257 | Thor Industries, Inc. USD Term Loan B, 6.250%, (US0001M + 3.750%), 02/01/26 | 8,785,185 | 0.6 | |||||||||||
1,645,875 | WeddingWire, Inc. 1st Lien Term Loan, 6.987%, (US0003M + 4.500%), 12/19/25 | 1,641,760 | 0.1 | |||||||||||
600,000 | WeddingWire, Inc. 2nd Lien Term Loan, 10.737%, (US0001M + 8.250%), 12/21/26 | 598,500 | 0.1 | |||||||||||
1,560,000 | Winnebago Industries, Inc. 2017 Term Loan, 6.101%, (US0003M + 3.500%), 11/08/23 | 1,528,800 | 0.1 | |||||||||||
69,040,144 | 4.6 | |||||||||||||
Leisure Time: 0.4% | ||||||||||||||
5,845,825 | 24 Hour Fitness Worldwide, Inc. 2018 Term Loan B, 5.999%, (US0001M + 3.500%), 05/30/25 | 5,843,633 | 0.4 | |||||||||||
Lodging & Casinos: 2.7% | ||||||||||||||
874,425 | Belmond Interfin Ltd. Dollar Term Loan, 5.249%, (US0001M + 2.750%), 07/03/24 | 873,879 | 0.1 | |||||||||||
10,268,570 | Caesars Resort Collection, LLC 2017 1st Lien Term Loan B, 5.249%, (US0001M + 2.750%), 12/22/24 | 10,167,722 | 0.7 | |||||||||||
8,113,071 | Everi Payments Inc. Term Loan B, 5.499%, (US0001M + 3.000%), 05/09/24 | 8,072,505 | 0.5 | |||||||||||
6,171,875 | Golden Entertainment, Inc. 2017 1st Lien Term Loan, 5.500%, (US0001M + 3.000%), 10/21/24 | 6,125,586 | 0.4 | |||||||||||
1,460,000 | Golden Entertainment, Inc. 2017 2nd Lien Term Loan, 9.500%, (US0001M + 7.000%), 10/20/25 | 1,441,750 | 0.1 | |||||||||||
LOANS*: (continued) | ||||||||||||||
Lodging & Casinos: (continued) | ||||||||||||||
6,985,560 | Scientific Games International, Inc. 2018 Term Loan B5, 5.314%, (US0002M + 2.750%), 08/14/24 | $ | 6,804,683 | 0.4 | ||||||||||
7,130,726 | Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan, 6.101%, (US0003M + 3.500%), 07/10/25 | 7,127,938 | 0.5 | |||||||||||
40,614,063 | 2.7 | |||||||||||||
Nonferrous Metals/Minerals: 0.8% | ||||||||||||||
11,388,999 | Covia Holdings Corporation Term Loan, 6.160%, (US0003M + 3.750%), 06/01/25 | 9,775,554 | 0.6 | |||||||||||
3,150,656 | U.S. Silica Company 2018 Term Loan B, 6.500%, (US0003M + 4.000%), 05/01/25 | 2,985,247 | 0.2 | |||||||||||
12,760,801 | 0.8 | |||||||||||||
Oil & Gas: 1.8% | ||||||||||||||
2,054,475 | Brazos Delaware II, LLC Term Loan B, 6.487%, (US0001M + 4.000%), 05/21/25 | 1,946,615 | 0.1 | |||||||||||
2,670,000 | Encino Acquisition Partners Holdings, LLC 2018 2nd Lien Term Loan, 9.249%, (US0001M + 6.750%), 10/29/25 | 2,589,900 | 0.2 | |||||||||||
2,270,180 | Glass Mountain Pipeline Holdings, LLC Term Loan B, 7.000%, (US0001M + 4.500%), 12/23/24 | 2,216,263 | 0.1 | |||||||||||
4,363,075 | Grizzly Acquisitions Inc. 2018 Term Loan B, 6.047%, (US0003M + 3.250%), 10/01/25 | 4,357,621 | 0.3 | |||||||||||
958,306 | HGIM Corp. 2018 Exit Term Loan, 8.743%, (US0003M + 6.000%), 07/03/23 | 952,316 | 0.1 | |||||||||||
3,791,700 | McDermott Technology Americas Inc 2018 1st Lien Term Loan, 7.499%, (US0001M + 5.000%), 05/10/25 | 3,641,928 | 0.2 | |||||||||||
6,157,063 | Medallion Midland Acquisition, LLC 1st Lien Term Loan, 5.749%, (US0001M + 3.250%), 10/30/24 | 6,018,529 | 0.4 | |||||||||||
935,516 | MEG Energy Corp. 2017 Term Loan B, 5.990%, (US0001M + 3.500%), 12/31/23 | 932,008 | 0.1 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2019 (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Oil & Gas: (continued) | ||||||||||||||
842,888 | Moda Ingleside Energy Center, LLC 2018 Term Loan B, 5.740%, (US0001M + 3.250%), 09/29/25 | $ | 840,780 | 0.1 | ||||||||||
3,011,875 | Navitas Midstream Midland Basin, LLC Term Loan B, 6.986%, (US0001M + 4.500%), 12/13/24 | 2,898,929 | 0.2 | |||||||||||
26,394,889 | 1.8 | |||||||||||||
Publishing: 0.3% | ||||||||||||||
1,068,438 | Merrill Communications, LLC 2015 Term Loan, 7.994%, (US0003M + 5.250%), 06/01/22 | 1,073,112 | 0.1 | |||||||||||
2,885,920 | Tribune Media Company Term Loan C, 5.499%, (US0001M + 3.000%), 01/27/24 | 2,887,724 | 0.2 | |||||||||||
231,545 | Tribune Media Company Term Loan, 5.499%, (US0001M + 3.000%), 12/27/20 | 231,401 | 0.0 | |||||||||||
4,192,237 | 0.3 | |||||||||||||
Radio & Television: 1.3% | ||||||||||||||
5,215,438 | A-L Parent LLC 2016 1st Lien Term Loan, 5.750%, (US0001M + 3.250%), 12/01/23 | 5,204,027 | 0.3 | |||||||||||
4,600,430 | CBS Radio Inc. 2017 Term Loan B, 5.249%, (US0001M + 2.750%), 11/18/24 | 4,485,419 | 0.3 | |||||||||||
5,359,028 | Cumulus Media New Holdings Inc. Exit Term Loan, 7.000%, (US0001M + 4.500%), 05/15/22 | 5,277,807 | 0.4 | |||||||||||
4,086,518 | Univision Communications Inc. Term Loan C5, 5.249%, (US0001M + 2.750%), 03/15/24 | 3,860,300 | 0.3 | |||||||||||
18,827,553 | 1.3 | |||||||||||||
Retailers (Except Food & Drug): 3.4% | ||||||||||||||
2,458,380 | Academy, Ltd. 2015 Term Loan B, 6.490%, (US0001M + 4.000%), 07/01/22 | 1,777,716 | 0.1 | |||||||||||
3,994,722 | Bass Pro Group, LLC Term Loan B, 7.499%, (US0001M + 5.000%), 09/25/24 | 3,914,804 | 0.3 | |||||||||||
5,809,765 | Belk, Inc. TL B 1L, 7.447%, (US0003M + 4.750%), 12/12/22 | 4,707,362 | 0.3 | |||||||||||
LOANS*: (continued) | ||||||||||||||
Retailers (Except Food & Drug): (continued) | ||||||||||||||
3,599,850 | BJs Wholesale Club, Inc. 2017 1st Lien Term Loan, 5.499%, (US0001M + 3.000%), 02/03/24 | $ | 3,595,671 | 0.2 | ||||||||||
7,476,291 | Jo-Ann Stores, Inc. 2016 Term Loan, 7.761%, (US0003M + 5.000%), 10/20/23 | 7,434,236 | 0.5 | |||||||||||
1,000,000 | Jo-Ann Stores, Inc. 2018 2nd Lien Term Loan, 12.011%, (US0003M + 9.250%), 05/21/24 | 957,500 | 0.1 | |||||||||||
9,735,414 | Leslies Poolmart, Inc. 2016 Term Loan, 6.079%, (US0002M + 3.500%), 08/16/23 | 9,431,183 | 0.6 | |||||||||||
9,092,046 | Mens Wearhouse, Inc. (The) 2018 Term Loan, 5.739%, (US0001M + 3.250%), 04/09/25 | 8,756,777 | 0.6 | |||||||||||
7,675,180 | Petco Animal Supplies, Inc. 2017 Term Loan B, 5.994%, (US0003M + 3.250%), 01/26/23 | 5,902,213 | 0.4 | |||||||||||
5,363,528 | PetSmart, Inc., 5.490%, (US0001M + 3.000%), 03/11/22 | 4,823,823 | 0.3 | |||||||||||
51,301,285 | 3.4 | |||||||||||||
Software: 0.5% | ||||||||||||||
7,338,485 | Almonde, Inc.—TL B 1L, 6.101%, (US0003M + 3.500%), 06/13/24 | 7,085,653 | 0.5 | |||||||||||
Steel: 0.3% | ||||||||||||||
4,273,649 | GrafTech Finance, Inc. 2018 Term Loan B, 5.999%, (US0001M + 3.500%), 02/12/25 | 4,252,280 | 0.3 | |||||||||||
Surface Transport: 0.7% | ||||||||||||||
5,278,944 | Navistar International Corporation 2017 1st Lien Term Loan B, 6.000%, (US0001M + 3.500%), 11/06/24 | 5,270,102 | 0.4 | |||||||||||
5,123,622 | Savage Enterprises LLC 2018 1st Lien Term Loan B, 6.990%, (US0001M + 4.500%), 08/01/25 | 5,141,237 | 0.3 | |||||||||||
10,411,339 | 0.7 | |||||||||||||
Telecommunications: 5.5% | ||||||||||||||
2,947,500 | Altice Financing SA 2017 USD Term Loan B, 5.234%, (US0001M + 2.750%), 07/15/25 | 2,820,389 | 0.2 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2019 (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Telecommunications: (continued) | ||||||||||||||
1,945,375 | Altice Financing SA USD 2017 1st Lien Term Loan, 5.241%, (US0001M + 2.750%), 01/31/26 | $ | 1,865,128 | 0.1 | ||||||||||
3,600,000 | Asurion LLC 2017 2nd Lien Term Loan, 8.999%, (US0001M + 6.500%), 08/04/25 | 3,656,812 | 0.3 | |||||||||||
4,772,525 | Asurion LLC 2017 Term Loan B4, 5.499%, (US0001M + 3.000%), 08/04/22 | 4,754,628 | 0.3 | |||||||||||
11,063,888 | Asurion LLC 2018 Term Loan B7, 5.499%, (US0001M + 3.000%), 11/03/24 | 11,006,842 | 0.7 | |||||||||||
7,178,975 | Avaya, Inc. 2018 Term Loan B, 6.777%, (US0001M + 4.250%), 12/15/24 | 7,157,438 | 0.5 | |||||||||||
8,472,500 | CenturyLink, Inc. 2017 Term Loan B, 5.249%, (US0001M + 2.750%), 01/31/25 | 8,303,050 | 0.5 | |||||||||||
4,105,000 | CommScope, Inc. 2019 Term Loan B, 5.865%, (US0003M + 3.250%), 02/06/26 | 4,113,703 | 0.3 | |||||||||||
3,707,382 | Consolidated Communications, Inc. 2016 Term Loan B, 5.500%, (US0003M + 3.000%), 10/04/23 | 3,537,462 | 0.2 | |||||||||||
7,305,087 | Flexential Intermediate Corporation 2017 1st Lien Term Loan, 6.101%, (US0003M + 3.500%), 08/01/24 | 6,704,697 | 0.4 | |||||||||||
7,092,299 | Global Tel*Link Corporation 2018 1st Lien Term Loan, 6.749%, (US0001M + 4.250%), 11/29/25 | 7,065,703 | 0.5 | |||||||||||
2,225,000 | Global Tel*Link Corporation 2018 2nd Lien Term Loan, 10.749%, (US0001M + 8.250%), 11/29/26 | 2,181,890 | 0.1 | |||||||||||
3,955,050 | MTN Infrastructure TopCo Inc 1st Lien Term Loan B, 5.499%, (US0001M + 3.000%), 11/15/24 | 3,927,036 | 0.3 | |||||||||||
6,897,613 | Numericable Group SA USD Term Loan B12, 6.171%, (US0001M + 3.688%), 01/31/26 | 6,525,142 | 0.4 | |||||||||||
LOANS*: (continued) | ||||||||||||||
Telecommunications: (continued) | ||||||||||||||
3,799,870 | Securus Technologies Holdings, Inc. 2017 1st Lien Term Loan, 6.999%, (US0001M + 4.500%), 11/01/24 | $ | 3,782,056 | 0.3 | ||||||||||
1,548,000 | Securus Technologies Holdings, Inc. 2018 Delayed Draw Term Loan, 7.236%, (US0003M + 4.500%), 11/01/24 | 1,540,743 | 0.1 | |||||||||||
3,458,863 | Speedcast International Limited Term Loan B, 5.351%, (US0003M + 2.750%), 05/15/25 | 3,365,906 | 0.2 | |||||||||||
1,690,000 | Syniverse Holdings, Inc. 2018 2nd Lien Term Loan, 11.484%, (US0001M + 9.000%), 03/11/24 | 1,301,300 | 0.1 | |||||||||||
83,609,925 | 5.5 | |||||||||||||
Utilities: 1.0% | ||||||||||||||
2,857,838 | Edgewater Generation, L.L.C. Term Loan, 6.249%, (US0001M + 3.750%), 12/13/25 | 2,856,497 | 0.2 | |||||||||||
2,359,088 | LMBE-MC Holdco II LLC Term Loan B, 6.610%, (US0003M + 4.000%), 11/14/25 | 2,347,292 | 0.2 | |||||||||||
3,909,536 | Longview Power LLC Term Loan B, 8.751%, (US0003M + 6.000%), 04/13/21 | 3,420,844 | 0.2 | |||||||||||
1,508,658 | MRP Generation Holdings, LLC Term Loan B, 9.609%, (US0003M + 7.000%), 10/18/22 | 1,444,616 | 0.1 | |||||||||||
3,442,270 | Nautilus Power, LLC Term Loan B, 6.749%, (US0001M + 4.250%), 05/16/24 | 3,455,179 | 0.2 | |||||||||||
1,720,373 | Southeast PowerGen, LLC Term Loan B, 6.000%, (US0001M + 3.500%), 12/02/21 | 1,647,257 | 0.1 | |||||||||||
15,171,685 | 1.0 | |||||||||||||
Total Loans (Cost $1,464,761,521) | 1,419,078,475 | 94.2 |
Shares | | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQUITIES AND OTHER ASSETS: 0.1% | ||||||||||||||
69,381 | (2) | Cumulus Media, Inc. Class-A | 1,249,552 | 0.1 | ||||||||||
42,856 | (2) | Everyware Global, Inc. | 42,856 | 0.0 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2019 (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQUITIES AND OTHER ASSETS: (continued) | ||||||||||||||
2,254 | (2) | Harvey Gulf International Marine LLC | $ | 81,144 | 0.0 | |||||||||
10,072 | (2) | Harvey Gulf International Marine LLC — Warrants | 362,592 | 0.0 | ||||||||||
57,165 | (2) | Millennium Health, LLC | 2,286 | 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 | 116,550 | 0.0 | ||||||||||
Total Equities and Other Assets (Cost $2,353,199) | 1,854,980 | 0.1 | ||||||||||||
Total Long-Term Investments (Cost $1,467,114,720) | 1,420,933,455 | 94.3 | ||||||||||||
SHORT-TERM INVESTMENTS: 4.9% | ||||||||||||||
Mutual Funds: 4.9% | ||||||||||||||
73,484,502 | (4) | State Street Institutional Liquid Reserves Fund — Premier Class, 2.560% (Cost $73,495,699) | 73,491,850 | 4.9 | ||||||||||
Total Short-Term Investments (Cost $73,495,699) | 73,491,850 | 4.9 | ||||||||||||
Total Investments (Cost $1,540,610,419) | $ | 1,494,425,305 | 99.2 | |||||||||||
Assets in Excess of Other Liabilities | 12,350,900 | 0.8 | ||||||||||||
Net Assets | $ | 1,506,776,205 | 100.0 |
* | Loans, while exempt from registration under the Securities Act of 1933, as amended, contain certain restrictions on resale and cannot be sold publicly. These loans bear interest (unless otherwise noted) at rates that float periodically at a margin above the London Inter-Bank Offered Rate (“LIBOR”) and other short-term rates. | |
† | Unless otherwise indicated, principal amount is shown in USD. | |
(1) | All or a portion of this holding is subject to unfunded loan commitments. Please refer to Note 9 for additional details. | |
(2) | 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 March 31, 2019. |
Reference Rate Abbreviations:
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 |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at March 31, 2019 | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | |||||||||||||||||||||
Investments, at fair value | |||||||||||||||||||||
Loans | $ | — | $ | 1,419,078,475 | $ | — | $ | 1,419,078,475 | |||||||||||||
Equities and Other Assets | 1,249,552 | 605,428 | — | 1,854,980 | |||||||||||||||||
Short-Term Investments | 73,491,850 | — | — | 73,491,850 | |||||||||||||||||
Total Investments, at fair value | $ | 74,741,402 | $ | 1,419,683,903 | $ | — | $ | 1,494,425,305 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2019 (CONTINUED) |
Cost for federal income tax purposes was $1,540,562,508. |
Net unrealized depreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 1,388,750 | ||||
Gross Unrealized Depreciation | (47,525,953) | |||||
Net Unrealized Depreciation | $ | (46,137,203 | ) |
TAX INFORMATION (UNAUDITED)
Fund Name | Type | Per Share Amount | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Voya Floating Rate Fund | ||||||||||
Class A | NII | $ | 0.4536 | |||||||
Class C | NII | $ | 0.3807 | |||||||
Class I | NII | $ | 0.4795 | |||||||
Class P | NII | $ | 0.5446 | |||||||
Class P3 | NII | $ | 0.4677 | |||||||
Class R | NII | $ | 0.4294 | |||||||
Class W | NII | $ | 0.4795 |
Name, Address and Age | Position(s) Held with the Trust | Term of Office and Length of Time Served(1) | Principal Occupation(s) — During the Past 5 Years | Number of Funds in Fund Complex Overseen by Trustee(2) | Other Board Positions Held by Trustee | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Independent Trustees: | ||||||||||||
Colleen D. Baldwin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 58 | Trustee | November 2007–Present | President, Glantuam Partners, LLC, a business consulting firm (January 2009–Present). | 150 | Dentaquest, (February 2014– Present); RSR Partners, Inc. (2016–Present). | |||||||
John V. Boyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 65 | Chairperson Trustee | January 2014–Present January 2005–Present | President and Chief Executive Officer, Bechtler Arts Foundation, an arts and education foundation (January 2008–Present). | 150 | None. | |||||||
Patricia W. Chadwick 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 70 | Trustee | January 2006–Present | Consultant and President, Ravengate Partners LLC, a consulting firm that provides advice regarding financial markets and the global economy (January 2000–Present). | 150 | Wisconsin Energy Corporation (June 2006–Present); The Royce Fund (22 funds) (December 2009–Present); and AMICA Mutual Insurance Company (1992–Present). | |||||||
Martin J. Gavin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, AZ 85258 Age: 69 | Trustee | August 2015–Present | Retired. Formerly, President and Chief Executive Officer, Connecticut Children’s Medical Center (May 2006–November 2015). | 150 | None. | |||||||
Russell H. Jones 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 75 | Trustee | May 2013–Present | Retired. | 150 | None. | |||||||
Joseph E. Obermeyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 61 | Trustee | May 2013–Present | President, Obermeyer & Associates, Inc., a provider of financial and economic consulting services (November 1999–Present). | 150 | None. | |||||||
Sheryl K. Pressler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 68 | Trustee | January 2006–Present | Consultant (May 2001–Present). | 150 | None. | |||||||
Christopher P. Sullivan 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 65 | Trustee | October 2015–Present | Retired. | 150 | None. | |||||||
Roger B. Vincent 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 73 | Trustee | February 2002–Present | Retired. | 150 | None. |
Name, Address and Age | Position(s) Held with the Trust | Term of Office and Length of Time Served(1) | Principal Occupation(s) — During the Past 5 Years | Number of Funds in Fund Complex Overseen by Trustee(2) | Other Board Positions Held by Trustee | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Trustee who is an “interested person”: | ||||||||||||
Dina Santoro(3) 230 Park Avenue New York, New York 10169 Age: 46 | Trustee | July 2018–Present | President, Voya Investments, LLC and Voya Capital, LLC (March 2018–Present); Senior Vice President, Voya Investments Distributor, LLC (April 2018–Present); Managing Director, Head of Product and Marketing Strategy, Voya Investment Management (September 2017–Present). Formerly, Managing Director, Quantitative Management Associates, LLC (January 2004–August 2017). | 150 | Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018– Present); Voya Investments Distributor, LLC (April 2018–Present). |
(1) | Trustees serve until their successors are duly elected and qualified. The tenure of each Trustee who is not an “interested person” as defined in the 1940 Act, of each Fund (“Independent Trustee”) is subject to the Board’s retirement policy which states that each duly elected or appointed Independent Trustee shall retire from and cease to be a member of the Board of Trustees at the close of business on December 31 of the calendar year in which the Independent Trustee attains the age of 75. A majority vote of the Board’s other Independent Trustees may extend the retirement date of an Independent Trustee if the retirement would trigger a requirement to hold a meeting of shareholders of the Trust under applicable law, whether for the purposes of appointing a successor to the Independent Trustee or otherwise comply under applicable law, in which case the extension would apply until such time as the shareholder meeting can be held or is no longer required (as determined by a vote of a majority of the other Independent Trustees). | |
(2) | For the purposes of this table, “Fund Complex” means the Voya family of funds including the following investment companies: Voya Asia Pacific High Dividend Equity Income Fund; Voya Balanced Portfolio, Inc.; Voya Emerging Markets High Dividend Equity Fund; Voya Equity Trust; Voya Funds Trust; Voya Global Advantage and Premium Opportunity Fund; Voya Global Equity Dividend and Premium Opportunity Fund; Voya Government Money Market Portfolio; Voya Infrastructure, Industrials and Materials Fund; Voya Intermediate Bond Portfolio; Voya International High Dividend Equity Income Fund; Voya Investors Trust; Voya Mutual Funds; Voya Natural Resources Equity Income Fund; Voya Partners, Inc.; Voya Prime Rate Trust; Voya Senior Income Fund; Voya Separate Portfolios Trust; Voya Series Fund, Inc.; Voya Strategic Allocation Portfolios, Inc.; Voya Variable Funds; Voya Variable Insurance Trust; Voya Variable Portfolios, Inc.; and Voya Variable Products Trust. The number of funds in the Fund Complex is as of April 30, 2019. | |
(3) | Effective July 10, 2018, Ms. Santoro was appointed to the Board of Trustees and is deemed to be an “interested person” of the Trust as defined in the 1940 Act, because of her current affiliation with the Voya funds, Voya Financial, Inc. or Voya Financial, Inc.’s affiliates. |
Name, Address and Age | Position(s) Held With the Trust | Term of Office and Length of Time Served(1) | Principal Occupation(s) — During the Past 5 Years | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Michael Bell One Orange Way Windsor, Connecticut 06095 Age: 50 | Chief Executive Officer | March 2018–Present | Chief Executive Officer and Director, Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018–Present); Senior Vice President and Treasurer, Voya Investments Distributor, LLC (November 2015–Present); Chief Financial Officer, Voya Investment Management (September 2014– Present). Formerly, Senior Vice President, Chief Financial Officer and Treasurer, Voya Investments, LLC (November 2015–March 2018); Chief Financial Officer and Chief Accounting Officer, Hartford Investment Management (September 2003–September 2014). | |||||||||||
Dina Santoro 230 Park Avenue New York, New York 10169 Age: 46 | President | March 2018–Present | President and Director, Voya Investments, LLC and Voya Capital, LLC (March 2018–Present); Director, Voya Funds Services, LLC (March 2018–Present); Director and Senior Vice President, Voya Investments Distributor, LLC (April 2018–Present); Managing Director, Head of Product and Marketing Strategy, Voya Investment Management (September 2017–Present). Formerly, Managing Director, Quantitative Management Associates, LLC (January 2004–August 2017). | |||||||||||
Stanley D. Vyner 230 Park Avenue New York, New York 10169 Age: 69 | Executive Vice President Chief Investment Risk Officer | October 2000–Present September 2009–Present | Executive Vice President, Voya Investments, LLC (July 2000–Present) and Chief Investment Risk Officer, Voya Investments, LLC (January 2003–Present). | |||||||||||
James M. Fink 5780 Powers Ferry Road NW Atlanta, Georgia 30327 Age: 61 | Executive Vice President | March 2018–Present | Managing Director, Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018–Present); Senior Vice President, Voya Investments Distributor, LLC (April 2018–Present); Chief Administrative Officer, Voya Investment Management (September 2017–Present). Formerly, Managing Director, Operations, Voya Investment Management (March 1999–September 2017). | |||||||||||
Kevin M. Gleason 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 52 | Chief Compliance Officer | February 2012–Present | Senior Vice President, Voya Investment Management and Chief Compliance Officer, Voya Family of Funds (February 2012–Present). | |||||||||||
Todd Modic 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 51 | Senior Vice President, Chief/Principal Financial Officer and Assistant Secretary | March 2005–Present | President, Voya Funds Services, LLC (March 2018–Present) and Senior Vice President, Voya Investments, LLC (April 2005–Present). | |||||||||||
Kimberly A. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 54 | Senior Vice President | November 2003–Present | Senior Vice President, Voya Investments, LLC (September 2003–Present). | |||||||||||
Robert Terris 5780 Powers Ferry Road NW Atlanta, Georgia 30327 Age: 48 | Senior Vice President | May 2006–Present | Senior Vice President, Voya Investments Distributor, LLC (April 2018–Present); Senior Vice President, Head of Division Operations, Voya Investments, LLC (October 2015–Present) and Voya Funds Services, LLC (March 2006–Present). | |||||||||||
Fred Bedoya 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 46 | Vice President and Treasurer | September 2012–Present | Vice President, Voya Investments, LLC (October 2015–Present) and Voya Funds Services, LLC (July 2012–Present). | |||||||||||
Maria M. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 61 | Vice President | September 2004–Present | Vice President, Voya Investments, LLC (October 2015–Present) and Voya Funds Services, LLC (September 2004–Present). |
Name, Address and Age | Position(s) Held With the Trust | Term of Office and Length of Time Served(1) | Principal Occupation(s) — During the Past 5 Years | |||||
---|---|---|---|---|---|---|---|---|
Sara M. Donaldson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 59 | Vice President | September 2014–Present | Vice President, Voya Investments, LLC (October 2015–Present). Formerly, Vice President, Voya Funds Services, LLC (April 2014–October 2015). Formerly, Director, Compliance, AXA Rosenberg Global Services, LLC (September 1997–March 2014). | |||||
Micheline S. Faver 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 41 | Vice President | September 2016–Present | Vice President, Head of Fund Compliance and Chief Compliance Officer, Voya Investments, LLC (June 2016–Present). Formerly, Vice President, Mutual Fund Compliance (March 2014–June 2016); Assistant Vice President, Mutual Fund Compliance (May 2013–March 2014). | |||||
Robyn L. Ichilov 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 51 | Vice President | October 2000–Present | Vice President, Voya Funds Services, LLC (November 1995–Present) and Voya Investments, LLC (August 1997–Present). | |||||
Jason Kadavy 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 43 | Vice President | September 2012–Present | Vice President, Voya Investments, LLC (October 2015–Present) and Voya Funds Services, LLC (July 2007–Present). | |||||
Andrew K. Schlueter 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 43 | Vice President | March 2018–Present | Vice President, Voya Investments Distributor, LLC (April 2018–Present); Vice President, Voya Investments, LLC and Voya Funds Services, LLC (March 2018–Present); Vice President, Head of Mutual Fund Operations, Voya Investment Management (February 2018-Present). Formerly, Vice President, Voya Investment Management (March 2014–February 2018); Assistant Vice President, Voya Investment Management (March 2011–March 2014). | |||||
Craig Wheeler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 50 | Vice President | May 2013–Present | Vice President — Director of Tax, Voya Investments, LLC (October 2015–Present). Formerly, Vice President — Director of Tax, Voya Funds Services, LLC (March 2013–October 2015). | |||||
Monia Piacenti One Orange Way Windsor, Connecticut 06095 Age: 42 | Anti-Money Laundering Officer | June 2018–Present | Anti-Money Laundering Officer, Voya Investments Distributor, LLC, Voya Investment Management and Voya Investment Management Trust Co. (June 2018–Present); Compliance Consultant, Voya Financial, Inc. (January 2019–Present). Formerly, Senior Compliance Officer, Voya Investment Management (December 2009–December 2018). | |||||
Huey P. Falgout, Jr. 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 55 | Secretary | August 2003–Present | Senior Vice President and Secretary of Voya Investments, LLC (December 2018–Present) and Voya Funds Services, LLC (March 2010– Present); Managing Director and Chief Counsel, Voya Investment Management — Mutual Fund Legal Department (March 2019–Present). Formerly, Senior Vice President and Chief Counsel, Voya Investment Management — Mutual Fund Legal Department (March 2010–February 2019). | |||||
Paul A. Caldarelli 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 67 | Assistant Secretary | June 2010–Present | Vice President and Senior Counsel, Voya Investment Management — Mutual Fund Legal Department (March 2010–Present). | |||||
Theresa K. Kelety 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 56 | Assistant Secretary | August 2003–Present | Vice President and Senior Counsel, Voya Investment Management — Mutual Fund Legal Department (March 2010–Present). |
(1) | The Officers hold office until the next annual meeting of the Board of Trustees and until their successors shall have been elected and qualified. |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
KPMG LLP
Two Financial Center
60 South Street
Boston, Massachusetts 02111
State Street Bank and Trust Company
801 Pennsylvania Avenue
Kansas City, Missouri 64105
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
RETIREMENT | INVESTMENTS | INSURANCE voyainvestments.com | ![]() 163061 (0319-052319) |
Item 2. Code of Ethics.
As of the end of the period covered by this report, Registrant had adopted a code of ethics, as defined in Item 2 of Form N-CSR, that applies to the Registrant’s principal executive officer and principal financial officer. There were no amendments to the Code during the period covered by the report. The Registrant did not grant any waivers, including implicit waivers, from any provisions of the Code during the period covered by this report. The code of ethics is filed herewith pursuant to Item 10(a)(1), Ex-99.CODE ETH.
Item 3. Audit Committee Financial Expert.
The Board of Trustees has determined that Colleen D. Baldwin, Martin J. Gavin, Joseph E. Obermeyer, and Roger B. Vincent are audit committee financial experts, as defined in Item 3 of Form N-CSR. Ms. Baldwin, Mr. Gavin, Mr. Obermeyer and Mr. Vincent are “independent” for purposes of Item 3 of Form N-CSR.
Item 4. Principal Accountant Fees and Services.
(a) | Audit Fees: The aggregate fees billed for each of the last two fiscal years for professional services rendered by KPMG LLP (“KPMG”), the principal accountant for the audit of the registrant’s annual financial statements or services that are normally provided by the accountant in connection with statutory and regulatory filings or engagements for those fiscal years were $165,325 for the year ended March 31, 2019 and $175,325 for the year ended March 31, 2018. |
(b) | Audit-Related Fees: The aggregate fees billed in each of the last two fiscal years for assurance and related services by KPMG that are reasonably related to the performance of the audit of the registrant’s financial statements and are not reported under paragraph (a) of this Item were $16,200 for the year ended March 31, 2019 and $16,200 for the year ended March 31, 2018. |
(c) | Tax Fees: The aggregate fees billed in each of the last two fiscal years for professional services rendered by KPMG for tax compliance, tax advice, and tax planning were $58,121 for the year ended March 31, 2019 and $53,696 for the year ended March 31, 2018. Such services included review of excise distribution calculations (if applicable), preparation of the Funds’ federal, state, and excise tax returns, tax services related to mergers and routine consulting. |
(d) | All Other Fees: The aggregate fees billed in each of the last two fiscal years for products and services provided by KPMG, other than the services reported in paragraphs (a) through (c) of this Item were $0 for the year ended March 31, 2019 and $0 for the year ended March 31, 2018. |
(e)(1) | Audit Committee Pre-Approval Policies and Procedures |
AUDIT AND NON-AUDIT SERVICES
PRE-APPROVAL POLICY
I. | Statement of Principles |
Under the Sarbanes-Oxley Act of 2002 (the “Act”), the Audit Committee of the Board of Directors or Trustees (the “Committee”) of the Voya funds (each a “Fund,” collectively, the “Funds”) set out onExhibit A to this Audit and Non-Audit Services Pre-Approval Policy (“Policy”) is responsible for the oversight of the work of the Funds’ independent auditors. As part of its responsibilities, the Committee must pre-approve the audit and non-audit services performed by the auditors in order to assure that the provision of these services does not impair the auditors’ independence from the Funds. The Committee has adopted, and the Board has ratified, this Policy, which sets out the procedures and conditions under which the services of the independent auditors may be pre-approved.
Under Securities and Exchange Commission (“SEC”) rules promulgated in accordance with the Act, the Funds may establish two different approaches to pre-approving audit and non-audit services. The Committee may approve services without consideration of specific case-by-case services (“general pre-approval”) or it may pre-approve specific services (“specific pre-approval”). The Committee believes that the combination of these approaches contemplated in this Policy results in an effective and efficient method for pre-approving audit and non-audit services to be performed by the Funds’ independent auditors. Under this Policy, services that are not of a type that may receive general pre-approval require specific pre-approval by the Committee. Any proposed services that exceed pre-approved cost levels or budgeted amounts will also require the Committee’s specific pre-approval.
For both types of approval, the Committee considers whether the subject services are consistent with the SEC’s rules on auditor independence and that such services are compatible with maintaining the auditors independence. The Committee also considers whether a particular audit firm is in the best position to provide effective and efficient services to the Funds. Reasons that the auditors are in the best position include the auditors’ familiarity with the Funds’ business, personnel, culture, accounting systems, risk profile, and other factors, and whether the services will enhance the Funds’ ability to manage and control risk or improve audit quality. Such factors will be considered as a whole, with no one factor being determinative.
The appendices attached to this Policy describe the audit, audit-related, tax-related, and other services that have the Committee’s general pre-approval. For any service that has been approved through general pre-approval, the general pre-approval will remain in place for a period 12 months from the date of pre-approval, unless the Committee determines that a different period is appropriate. The Committee will annually review and pre-approve the services that may be provided by the independent auditors without specific pre-approval. The Committee will revise the list of services subject to general pre-approval as appropriate. This Policy does not serve as a delegation to Fund management of the Committee’s duty to pre-approve services performed by the Funds’ independent auditors.
II. | Audit Services |
The annual audit services engagement terms and fees are subject to the Committee’s specific pre-approval. Audit services are those services that are normally provided by auditors in connection with statutory and regulatory filings or engagements or those that generally only independent auditors can reasonably provide. They include the Funds’ annual financial statement audit and procedures that the independent auditors must perform in order to form an opinion on the Funds’ financial statements (e.g., information systems and procedural reviews and testing). The Committee will monitor the audit services engagement and approve any changes in terms, conditions or fees deemed by the Committee to be necessary or appropriate.
The Committee may grant general pre-approval to other audit services, such as statutory audits and services associated with SEC registration statements, periodic reports and other documents filed with the SEC or issued in connection with securities offerings.
The Committee has pre-approved the audit services listed on Appendix A. The Committee must specifically approve all audit services not listed on Appendix A.
III. | Audit-related Services |
Audit-related services are assurance and related services that are reasonably related to the performance of the audit or the review of the Funds’ financial statements or are traditionally performed by the independent auditors. The Committee believes that the provision of audit-related services will not impair the independent auditors’ independence, and therefore may grant pre-approval to audit-related services. Audit-related services include accounting consultations related to accounting, financial reporting or disclosure matters not classified as “audit services;” assistance with understanding and implementing new accounting and financial reporting guidance from rulemaking authorities; agreed-upon or expanded audit procedures relating to accounting and/or billing records required to respond to or comply with financial, accounting or regulatory reporting matters; and assistance with internal control reporting requirements under Form N-SAR or Form N-CSR.
The Committee has pre-approved the audit-related services listed on Appendix B. The Committee must specifically approve all audit-related services not listed on Appendix B.
IV. | Tax Services |
The Committee believes the independent auditors can provide tax services to the Funds, including tax compliance, tax planning, and tax advice, without compromising the auditors’ independence. Therefore, the Committee may grant general pre-approval with respect to tax services historically provided by the Funds’ independent auditors that do not, in the Committee’s view, impair auditor independence and that are consistent with the SEC’s rules on auditor independence.
The Committee will not grant pre-approval if the independent auditors initially recommends a transaction the sole business purpose of which is tax avoidance and the tax treatment of which may not be supported in the Internal Revenue Code and related regulations. The Committee may consult
outside counsel to determine that tax planning and reporting positions are consistent with this Policy.
The Committee has pre-approved the tax-related services listed on Appendix C. The Committee must specifically approve all tax-related services not listed on Appendix C.
V. | Other Services |
The Committee believes it may grant approval of non-audit services that are permissible services for independent auditors to a Fund. The Committee has determined to grant general pre-approval to other services that it believes are routine and recurring, do not impair auditor independence, and are consistent with SEC rules on auditor independence.
The Committee has pre-approved the non-audit services listed on Appendix D. The Committee must specifically approve all non-audit services not listed on Appendix D.
A list of the SEC’s prohibited non-audit services is attached to this Policy as Appendix E. The SEC’s rules and relevant guidance should be consulted to determine the precise definitions of these impermissible services and the applicability of exceptions to certain of the SEC’s prohibitions.
VI. | Pre-approval of Fee levels and Budgeted Amounts |
The Committee will annually establish pre-approval fee levels or budgeted amounts for audit, audit-related, tax and non-audit services to be provided to the Funds by the independent auditors. Any proposed services exceeding these levels or amounts require the Committee’s specific pre-approval. The Committee considers fees for audit and non-audit services when deciding whether to pre-approve services. The Committee may determine, for a pre-approval period of 12 months, the appropriate ratio between the total amount of fees for the Fund’s audit, audit-related, and tax services (including fees for services provided to Fund affiliates that are subject to pre-approval), and the total amount of fees for certain permissible non-audit services for the Fund classified as other services (including any such services provided to Fund affiliates that are subject to pre-approval).
VII. | Procedures |
Requests or applications for services to be provided by the independent auditors will be submitted to management. If management determines that the services do not fall within those services generally pre-approved by the Committee and set out in the appendices to these procedures, management will submit the services to the Committee or its delagee. Any such submission will include a detailed description of the services to be rendered. Notwithstanding this paragraph, the Committee will, on a quarterly basis, receive from the independent auditors a list of services provided for the previous calendar quarter on a cumulative basis by the auditors during the Pre-Approval Period.
VIII. | Delegation |
The Committee may delegate pre-approval authority to one or more of the Committee’s members. Any member or members to whom such pre-approval authority is delegated must report any pre-approval decisions, including any pre-approved services, to the Committee at its next scheduled meeting. The Committee will identify any member to whom pre-approval authority is delegated in writing. The member will retain such authority for a period of 12 months from the date of pre-approval unless the Committee determines that a different period is appropriate. The period of delegated authority may be terminated by the Committee or at the option of the member.
IX. | Additional Requirements |
The Committee will take any measures the Committee deems necessary or appropriate to oversee the work of the independent auditors and to assure the auditors’ independence from the Funds. This may include reviewing a formal written statement from the independent auditors delineating all relationships between the auditors and the Funds, consistent with Independence Standards Board No. 1, and discussing with the auditors their methods and procedures for ensuring independence.
Part of KPMG’s performance of an audit in accordance with standards of the Public Company Accounting Oversight Board (US) includes their responsibility to maintain and monitor auditor independence with respect to the Voya funds. Using a proprietary system called Sentinel, the audit team is able to identify and manage potential conflicts of interest across the member firms of the KPMG International Network and prevent the provision of prohibited services to the Voya entities that would impair KPMG independence with the respect to the Voya funds. KPMG requests pre-approval from the Voya funds Audit Committee for services provided to the Voya funds and for services to affiliated entities that relate to the financial reporting or nature of operations of the Voya Funds. Additionally, KPMG provides an annual summary of the fees for services that have commenced for Voya funds and Affiliates.
Last Approved: November 16, 2018
Appendix A
Pre-Approved Audit Services for the Pre-Approval Period January 1, 2019 through December 31, 2019
Service | The Fund(s) | Fee Range |
Statutory audits or financial audits (including tax services associated with audit services) | √ | As presented to Audit Committee1 |
Services associated with SEC registration statements, periodic reports and other documents filed with the SEC or other documents issued in connection with securities offerings (e.g., consents), and assistance in responding to SEC comment letters. | √ | Not to exceed $9,750 per filing |
Consultations by Fund management with respect to accounting or disclosure treatment of transactions or events and/or the actual or potential effect of final or proposed rules, standards or interpretations by the SEC, Financial Accounting Standards Board, or other regulatory or standard setting bodies. | √ | Not to exceed $8,000 during the Pre- Approval Period |
Seed capital audit and related review and issuance of consent on the N-2 registration statement | √ | Not to exceed $14,750 per audit |
Audit of summary portfolio of investments | √ | Not to exceed $565 per fund |
1 | For new Funds launched during the Pre-Approval Period, the fee ranges pre-approved will be the same as those for existing Funds, pro-rated in accordance with inception dates as provided in the auditors’ Proposal or any Engagement Letter covering the period at issue. Fees in the Engagement Letter will be controlling. |
Appendix B
Pre-Approved Audit-Related Services for the Pre-Approval Period January 1, 2019 through December 31, 2019
Service | The Fund(s) | Fund Affiliates | Fee Range |
Services related to Fund mergers (Excludes tax services - See Appendix C for tax services associated with Fund mergers) | √ | √ | Not to exceed $10,000 per merger |
Consultations by Fund management with respect to accounting or disclosure treatment of transactions or events and/or the actual or potential effect of final or proposed rules, standards or interpretations by the SEC, Financial Accounting Standards Board, or other regulatory or standard setting bodies. [Note: Under SEC rules some consultations may be “audit” services and others may be “audit-related” services.] | √ | Not to exceed $5,000 per occurrence during the Pre-Approval Period | |
Review of the Funds’ semi-annual and quarterly financial statements | √ | Not to exceed $2,700 per set of financial statements per fund | |
Reports to regulatory or government agencies related to the annual engagement | √ | Up to $5,000 per occurrence during the Pre-Approval Period | |
Regulatory compliance assistance | √ | √ | Not to exceed $5,000 per quarter |
Training courses | √ | Not to exceed | |
$5,000 per course | |||
For Prime Rate Trust, agreed upon procedures for quarterly reports to rating agencies | √ | Not to exceed $9,450 per quarter |
Appendix C
Pre-Approved Tax Services for the Pre-Approval Period January 1, 2019 through December 31, 2019
Service | The Fund(s) | Fund Affiliates | Fee Range |
Preparation of federal and state income tax returns and federal excise tax returns for the Funds including assistance and review with excise tax distributions | √ | As presented to Audit Committee2 | |
Review of IRC Sections 851(b) and 817(h) diversification testing on a real-time basis | √ | As presented to Audit Committee2 | |
Tax assistance and advice regarding statutory, regulatory or administrative developments | √ | √ | Not to exceed $5,000 for the Funds or for the Funds’ investment adviser during the Pre- Approval Period |
2 | For new Funds launched during the Pre-Approval Period, the fee ranges pre-approved will be the same as those for existing Funds, pro-rated in accordance with inception dates as provided in the auditors’ Proposal or any Engagement Letter covering the period at issue. Fees in the Engagement Letter will be controlling. |
Appendix C,continued
Pre-Approved Tax Services for the Pre-Approval Period January 1, 2019 through December 31, 2019
Service | The Fund(s) | Fund Affiliates | Fee Range |
Tax and technology training sessions | √ | Not to exceed $5,000 per course during the Pre- Approval Period | |
Tax services associated with Fund mergers | √ | √ | Not to exceed $4,000 per fund per merger during the Pre- Approval Period |
Other tax-related assistance and consultation, including, without limitation, assistance in evaluating derivative financial instruments and international tax issues, qualification and distribution issues, year- end reporting for 1099’s and similar routine tax consultations as requested. | √ | Not to exceed $120,000 during the Pre- Approval Period |
Appendix D
Pre-Approved Other Services for the Pre-Approval Period January 1, 2019 through December 31, 2019
Service | The Fund(s) | Fund Affiliates | Fee Range |
Agreed-upon procedures for Class B share 12b-1 programs | √ | Not to exceed $60,000 during the Pre- Approval Period | |
Security counts performed pursuant to Rule 17f-2 of the 1940 Act (i.e., counts for Funds holding securities with affiliated sub-custodians) | √ | √ | Not to exceed $5,700 per Fund during the Pre- |
Approval | |||
Cost to be borne 50% by the Funds and 50% by Voya Investments, LLC. | Period | ||
Agreed upon procedures for 15 (c) FACT Books | √ | Not to exceed $50,000 during the Pre- Approval Period |
Appendix E
Prohibited Non-Audit Services
Dated: January 1, 2019 to December 31, 2019
· | Bookkeeping or other services related to the accounting records or financial statements of the Funds |
· | Financial information systems design and implementation |
· | Appraisal or valuation services, fairness opinions, or contribution-in-kind reports |
· | Actuarial services |
· | Internal audit outsourcing services |
· | Management functions |
· | Human resources |
· | Broker-dealer, investment adviser, or investment banking services |
· | Legal services |
· | Expert services unrelated to the audit |
· | Any other service that the Public Company Accounting Oversight Board determines, by regulation, is impermissible |
EXHIBIT A
VOYA ASIA PACIFIC HIGH DIVIDEND EQUITY INCOME FUND
VOYA BALANCED PORTFOLIO, INC.
VOYA EMERGING MARKETS HIGH DIVIDEND EQUITY FUND
VOYA EQUITY TRUST
VOYA FUNDS TRUST
VOYA GLOBAL ADVANTAGE AND PREMIUM OPPORTUNITY FUND
VOYA GLOBAL EQUITY DIVIDEND AND PREMIUM OPPORTUNITY FUND
VOYA INFRASTRUCTURE, INDUSTRIALS AND MATERIALS FUND
VOYA INTERMEDIATE BOND PORTFOLIO
VOYA INTERNATIONAL HIGH DIVIDEND EQUITY INCOME FUND
VOYA INVESTORS TRUST
VOYA GOVERNMENT MONEY MARKET PORTFOLIO
VOYA MUTUAL FUNDS
VOYA PARTNERS, INC.
VOYA PRIME RATE TRUST
VOYA NATURAL RESOURCES EQUITY INCOME FUND
VOYA SENIOR INCOME FUND
VOYA SEPARATE PORTFOLIOS TRUST
VOYA SERIES FUND, INC.
VOYA STRATEGIC ALLOCATIONS PORTFOLIOS, INC.
VOYA VARIABLE FUNDS
VOYA VARIABLE INSURANCE TRUST
VOYA VARIABLE PORTFOLIOS, INC.
VOYA VARIABLE PRODUCTS TRUST
(e)(2) | Percentage of services referred to in 4(b) – (4)(d) that were approved by the audit committee |
100% of the services were approved by the audit committee.
(f) | Percentage of hours expended attributable to work performed by other than full time employees of KPMG if greater than 50% |
Not applicable.
(g) | Non-Audit Fees: The following table presents (i) the aggregate non-audit fees (i.e., fees for audit-related, tax, and other services) billed to each Registrant by the independent registered public accounting firm for each Registrant’s fiscal years ended March 31, 2019 and March 31, 2018; and (ii) the aggregate non-audit fees billed to the investment adviser, or any of its affiliates that provide ongoing services to the registrant, by the independent registered public accounting firm for the same time periods. |
Registrant/Investment Adviser | 2019 | 2018 | ||||||
Voya Funds Trust | $ | 74,321 | $ | 69,896 | ||||
Voya Investments, LLC(1) | $ | 72,250 | $ | 74,750 |
(1) | Each Registrant’s investment adviser and any of its affiliates, which are subsidiaries of Voya Financial, Inc. |
(h) | Principal Accountants Independence: The Registrant’s Audit committee has considered whether the provision of non-audit services that were rendered to the registrant’s investment adviser and any entity controlling, controlled by, or under common control with the investment adviser that provides ongoing services to the registrant that were not pre-approved pursuant to Rule 2-01(c)(7)(ii) of Regulation S-X is compatible with maintaining KPMG’s independence. |
Item 5. Audit Committee of Listed Registrants.
Not applicable.
Item 6. Schedule of Investments.
Complete schedule of investments, as applicable, is included as part of the report to shareholders filed under Item 1 of this Form and filed herein, as applicable.
Report of Independent Registered Public Accounting Firm
To the Shareholders and Board of Trustees
Voya Funds Trust:
Opinion on the Financial Statements
We have audited the accompanying statements of assets and liabilities of Voya GNMA Income Fund, Voya High Yield Bond Fund, Voya Intermediate Bond Fund, Voya Short Term Bond Fund, and Voya Strategic Income Opportunities Fund (the Funds), each a series of Voya Funds Trust, including the summary portfolios of investments, as of March 31, 2019, and the related statements of operations for the year then ended, the statements of changes in net assets for each of the years in the two-year period then ended and the related notes (collectively, the financial statements), the financial highlights for each of the years or periods in the five-year period then ended (the financial statements and financial highlights are included in Item 1 of this Form N-CSR), and the portfolios of investments as of March 31, 2019 (included in Item 6 of this Form N-CSR). In our opinion, the financial statements, financial highlights, and portfolios of investments referred to above present fairly, in all material respects, the financial position of the Funds as of March 31, 2019, the results of their operations for the year then ended, the changes in their net assets for each of the years in the two-year period then ended, and the financial highlights for each of the years or periods in the five-year period then ended, in conformity with U.S. generally accepted accounting principles.
Basis for Opinion
These financial statements, financial highlights, and portfolios of investments are the responsibility of the Funds’ management. Our responsibility is to express an opinion on these financial statements, financial highlights, and portfolios of investments based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Funds in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements, financial highlights, and portfolios of investments are free of material misstatement, whether due to error or fraud. Our audits included performing procedures to assess the risks of material misstatement of the financial statements, financial highlights, and portfolios of investments, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements, financial highlights, and portfolios of investments. Such procedures also included confirmation of securities owned as of March 31, 2019, by correspondence with the custodian, transfer agent, and brokers, or by other appropriate auditing procedures when replies from brokers were not received. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall financial statement presentation. We believe that our audits provide a reasonable basis for our opinion.
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We have served as the auditor of one or more Voya investment companies since 1975.
Boston, Massachusetts
May 23, 2019
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 54.2% | ||||||||||||||
1,557,922 | Fannie Mae 2004-28 PZ, 6.000%, 05/25/2034 | 1,947,102 | 0.2 | |||||||||||
2,510,084 | Fannie Mae 2004-88 ZC, 6.500%, 12/25/2034 | 2,977,326 | 0.3 | |||||||||||
8,627,878 | Fannie Mae 2005-17 B, 6.500%, (US0001M + 6.500%), 03/25/2035 | 9,909,656 | 1.1 | |||||||||||
2,523,126 | Fannie Mae 2005-43 PZ, 6.000%, 05/25/2035 | 2,953,088 | 0.3 | |||||||||||
1,166,810 | Fannie Mae 2007-60 ZB, 4.750%, 05/25/2037 | 1,277,651 | 0.1 | |||||||||||
8,329,175 | (1) | Fannie Mae 2010-150 PS, 4.115%, (- 1.000*US0001M + 6.600%), 12/25/2039 | 566,441 | 0.1 | ||||||||||
8,289,739 | (1) | Fannie Mae 2010-95 SB, 4.115%, (- 1.000*US0001M + 6.600%), 09/25/2040 | 1,030,779 | 0.1 | ||||||||||
4,707,266 | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | 5,271,962 | 0.6 | |||||||||||
10,831,916 | (1) | Fannie Mae 2012-148 HI, 3.500%, 05/25/2042 | 1,287,297 | 0.1 | ||||||||||
34,938,230 | (1) | Fannie Mae 2012-148 IM, 3.000%, 01/25/2028 | 2,826,681 | 0.3 | ||||||||||
1,594,554 | Fannie Mae REMIC Trust 2003-16 CX, 6.500%, 03/25/2033 | 1,794,796 | 0.2 | |||||||||||
3,364,694 | Fannie Mae REMIC Trust 2003-34 LN, 5.000%, 05/25/2033 | 3,696,320 | 0.4 | |||||||||||
150,362 | Fannie Mae REMIC Trust 2004-61 SH, 14.051%, (- 3.998*US0001M + 23.988%), 11/25/2032 | 208,230 | 0.0 | |||||||||||
3,165,627 | Fannie Mae REMIC Trust 2004-W3 A8, 5.500%, 05/25/2034 | 3,536,620 | 0.4 | |||||||||||
1,120,070 | (1) | Fannie Mae REMIC Trust 2005-17 ES, 4.265%, (- 1.000*US0001M + 6.750%), 03/25/2035 | 119,195 | 0.0 | ||||||||||
955,169 | Fannie Mae REMIC Trust 2005-59 NQ, 10.661%, (- 2.500*US0001M + 16.875%), 05/25/2035 | 1,179,133 | 0.1 | |||||||||||
929,026 | Fannie Mae REMIC Trust 2005-88 ZC, 5.000%, 10/25/2035 | 1,003,436 | 0.1 | |||||||||||
272,594 | Fannie Mae REMIC Trust 2006-115 ES, 16.618%, (- 4.000*US0001M + 26.560%), 12/25/2036 | 379,738 | 0.0 |
1,993,328 | (1) | Fannie Mae REMIC Trust 2006-36 SP, 4.215%, (- 1.000*US0001M + 6.700%), 05/25/2036 | 250,763 | 0.0 | ||||||||||
4,833,975 | (1) | Fannie Mae REMIC Trust 2006-79 SH, 3.965%, (- 1.000*US0001M + 6.450%), 08/25/2036 | 898,157 | 0.1 | ||||||||||
394,930 | (2) | Fannie Mae REMIC Trust 2009-12 LK, 9.248%, 03/25/2039 | 426,992 | 0.1 | ||||||||||
1,861,549 | Fannie Mae REMIC Trust 2009-66 XA, 5.500%, 12/25/2035 | 2,203,364 | 0.2 | |||||||||||
6,000,000 | Fannie Mae REMIC Trust 2010-155 JC, 4.000%, 12/25/2039 | 6,232,063 | 0.7 | |||||||||||
5,084,839 | Fannie Mae REMIC Trust 2010-2 LC, 5.000%, 02/25/2040 | 5,695,412 | 0.6 | |||||||||||
1,993,366 | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041 | 2,195,440 | 0.2 | |||||||||||
9,806,510 | (1) | Fannie Mae REMIC Trust 2012-128 VS, 3.765%, (- 1.000*US0001M + 6.250%), 06/25/2042 | 1,113,693 | 0.1 | ||||||||||
7,690,216 | (1) | Fannie Mae REMIC Trust 2012-142 BI, 3.000%, 11/25/2027 | 596,595 | 0.1 | ||||||||||
4,050,815 | (1) | Fannie Mae REMIC Trust 2012-154 PI, 4.000%, 05/25/2042 | 597,300 | 0.1 | ||||||||||
3,496,947 | (1) | Fannie Mae REMIC Trust 2012-68 SD, 4.215%, (- 1.000*US0001M + 6.700%), 06/25/2032 | 477,719 | 0.1 | ||||||||||
3,457,000 | Fannie Mae REMIC Trust 2012-97 PC, 3.500%, 09/25/2042 | 3,510,934 | 0.4 | |||||||||||
1,328,330 | (1) | Fannie Mae REMIC Trust 2013-13 PI, 3.500%, 04/25/2042 | 148,296 | 0.0 | ||||||||||
3,857,890 | (1) | Fannie Mae REMIC Trust 2013-54 ID, 3.000%, 01/25/2033 | 428,852 | 0.1 | ||||||||||
846,650 | Fannie Mae REMICS 2004-89 ES, 8.629%, (- 1.850*US0001M + 13.227%), 08/25/2034 | 882,737 | 0.1 | |||||||||||
6,083 | (3),(4) | Fannie Mae REMICS 2006-44 P, 0.000%, 12/25/2033 | 5,305 | 0.0 | ||||||||||
2,500,000 | Fannie Mae REMICS 2012-40 MY, 3.500%, 04/25/2042 | 2,566,446 | 0.3 | |||||||||||
6,556,908 | Fannie Mae Series 2016-51 S, 3.435%, (-1.000*US0001M + 5.920%), 10/25/2043 | 6,603,119 | 0.7 | |||||||||||
2,750,462 | Freddie Mac 3770 GA, 4.500%, 10/15/2040 | 3,002,952 | 0.3 | |||||||||||
3,523,824 | Freddie Mac REMIC Trust 2005-S001 2A2, 2.660%, (US0001M + 0.150%), 09/25/2045 | 3,479,619 | 0.4 |
See Accompanying Notes to Financial Statements
1 |
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019 (continued) |
609,850 | Freddie Mac REMIC Trust 2653 SC, 5.555%, (-0.500*US0001M + 6.800%), 07/15/2033 | 658,222 | 0.1 | |||||||||||
1,531,752 | Freddie Mac REMIC Trust 2767 ZW, 6.000%, 03/15/2034 | 1,765,552 | 0.2 | |||||||||||
208,207 | Freddie Mac REMIC Trust 3012 ST, 13.019%, (- 3.600*US0001M + 21.960%), 04/15/2035 | 277,988 | 0.0 | |||||||||||
415,037 | Freddie Mac REMIC Trust 3065 DC, 12.409%, (- 3.000*US0001M + 19.860%), 03/15/2035 | 550,640 | 0.1 | |||||||||||
858,366 | Freddie Mac REMIC Trust 3158 NE, 5.500%, 05/15/2036 | 949,813 | 0.1 | |||||||||||
5,360,534 | (1) | Freddie Mac REMIC Trust 3181 TA, 0.500%, (-0.794*US0001M + 5.635%), 07/15/2036 | 120,449 | 0.0 | ||||||||||
483,495 | (1) | Freddie Mac REMIC Trust 3507 IA, 5.500%, 09/15/2035 | 86,609 | 0.0 | ||||||||||
129,554 | (1) | Freddie Mac REMIC Trust 3753 PS, 3.616%, (-1.000*US0001M + 6.100%), 06/15/2040 | 3,255 | 0.0 | ||||||||||
586,169 | Freddie Mac REMIC Trust 3864 NT, 5.500%, (-9.167*US0001M + 60.500%), 03/15/2039 | 613,310 | 0.1 | |||||||||||
3,538,810 | Freddie Mac REMIC Trust 3888 ZG, 4.000%, 07/15/2041 | 3,710,788 | 0.4 | |||||||||||
1,487,268 | (1) | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/2040 | 152,882 | 0.0 | ||||||||||
2,260,779 | Freddie Mac REMICS 3196 ZK, 6.500%, 04/15/2032 | 2,915,103 | 0.3 | |||||||||||
1,191,791 | Freddie Mac Series 4040 UZ, 5.000%, 05/15/2042 | 1,421,476 | 0.2 | |||||||||||
198,473 | (1) | Freddie Mac-Ginnie Mae Series 21 SA, 5.515%, (- 1.000*US0001M + 8.000%), 10/25/2023 | 19,434 | 0.0 | ||||||||||
1,550,914 | Ginnie Mae 2004-65 ZG, 5.500%, 07/20/2034 | 1,700,778 | 0.2 | |||||||||||
5,057,250 | Ginnie Mae 2009-110 ZA, 5.500%, 11/16/2039 | 6,045,558 | 0.6 | |||||||||||
703,280 | Ginnie Mae 2009-32 QZ, 5.500%, 05/16/2039 | 902,898 | 0.1 | |||||||||||
536,333 | Ginnie Mae 2009-32 YZ, 7.000%, 05/16/2039 | 715,719 | 0.1 | |||||||||||
3,071,595 | Ginnie Mae 2009-50 MZ, 6.000%, 07/16/2039 | 3,716,813 | 0.4 | |||||||||||
879,263 | Ginnie Mae 2009-54 HZ, 5.000%, 07/20/2039 | 961,959 | 0.1 |
2,660,320 | Ginnie Mae 2009-H01 FA, 3.638%, (US0001M + 1.150%), 11/20/2059 | 2,684,024 | 0.3 | |||||||||||
2,000,000 | Ginnie Mae 2010-116 PB, 5.000%, 06/16/2040 | 2,268,797 | 0.2 | |||||||||||
3,809,219 | Ginnie Mae 2010-125 BZ, 4.500%, 09/16/2040 | 4,170,830 | 0.4 | |||||||||||
6,030,671 | (3),(4) | Ginnie Mae 2011-70 PO, 0.000%, 05/16/2041 | 5,063,824 | 0.5 | ||||||||||
4,648,612 | (1) | Ginnie Mae 2014-107 XS, 3.118%, (- 1.000*US0001M + 5.600%), 07/16/2044 | 624,409 | 0.1 | ||||||||||
2,294,191 | (1) | Ginnie Mae 2014-96 SQ, 3.118%, (- 1.000*US0001M + 5.600%), 07/16/2044 | 298,737 | 0.0 | ||||||||||
3,559,846 | Ginnie Mae 2015-H13 FG, 2.909%, (US0001M + 0.400%), 04/20/2065 | 3,553,011 | 0.4 | |||||||||||
25,911,527 | (1) | Ginnie Mae 2016-120 IM, 3.500%, 07/20/2046 | 3,572,005 | 0.4 | ||||||||||
3,132,160 | (1) | Ginnie Mae 2016-84 IO, 5.000%, 12/20/2040 | 270,167 | 0.0 | ||||||||||
22,950,037 | Ginnie Mae 2016-H20 FB, 3.059%, (US0001M + 0.550%), 09/20/2066 | 22,998,723 | 2.5 | |||||||||||
1,704,263 | (1) | Ginnie Mae 2018-78 IC, 4.000%, 02/20/2047 | 326,392 | 0.0 | ||||||||||
1,240,873 | (1) | Ginnie Mae Series 2002-76 SG, 5.118%, (- 1.000*US0001M + 7.600%), 10/16/2029 | 208,655 | 0.0 | ||||||||||
4,339,726 | Ginnie Mae Series 2003-86 ZC, 4.500%, 10/20/2033 | 4,625,173 | 0.5 | |||||||||||
159,438 | Ginnie Mae Series 2004-16 AE, 5.500%, 02/20/2034 | 177,381 | 0.0 | |||||||||||
1,465,488 | Ginnie Mae Series 2004-17 MZ, 5.500%, 03/16/2034 | 1,590,034 | 0.2 | |||||||||||
967,665 | Ginnie Mae Series 2004-28 CZ, 5.500%, 04/20/2034 | 1,073,143 | 0.1 | |||||||||||
464,522 | Ginnie Mae Series 2004-37 OA, 0.000%, 04/17/2034 | 405,833 | 0.0 | |||||||||||
3,250,000 | Ginnie Mae Series 2004-4 MG, 5.000%, 01/16/2034 | 3,565,399 | 0.4 | |||||||||||
3,940,924 | Ginnie Mae Series 2004-81 Z, 5.000%, 10/20/2034 | 4,262,836 | 0.5 | |||||||||||
51,935 | Ginnie Mae Series 2004-87 SB, 4.810%, (- 1.154*US0001M + 7.673%), 03/17/2033 | 52,216 | 0.0 | |||||||||||
1,491,039 | (1) | Ginnie Mae Series 2004-98 SA, 4.212%, (- 1.000*US0001M + 6.700%), 11/20/2034 | 278,970 | 0.0 | ||||||||||
1,366,571 | Ginnie Mae Series 2005-21 Z, 5.000%, 03/20/2035 | 1,479,485 | 0.2 |
See Accompanying Notes to Financial Statements
2 |
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019 (continued) |
404,490 | (1) | Ginnie Mae Series 2005-25 SI, 6.000%, (- 6.000*US0001M + 43.200%), 01/20/2034 | 69,319 | 0.0 | ||||||||||
1,071,716 | (1) | Ginnie Mae Series 2005-7 AH, 4.288%, (- 1.000*US0001M + 6.770%), 02/16/2035 | 161,146 | 0.0 | ||||||||||
1,192,243 | (1) | Ginnie Mae Series 2005-73 IM, 5.500%, 09/20/2035 | 241,768 | 0.0 | ||||||||||
688,163 | Ginnie Mae Series 2005-80 Z, 5.000%, 10/20/2035 | 754,421 | 0.1 | |||||||||||
395,088 | Ginnie Mae Series 2005-91 UP, 9.337%, (- 2.000*US0001M + 14.300%), 09/16/2031 | 455,815 | 0.1 | |||||||||||
7,727,013 | Ginnie Mae Series 2006-10 ZT, 6.000%, 03/20/2036 | 9,010,131 | 1.0 | |||||||||||
1,946,430 | Ginnie Mae Series 2006-17 TW, 6.000%, 04/20/2036 | 2,206,830 | 0.2 | |||||||||||
11,052,397 | (1) | Ginnie Mae Series 2006-26 TB, 0.250%, (- 1.000*US0001M + 6.500%), 06/20/2036 | 111,726 | 0.0 | ||||||||||
3,461,829 | Ginnie Mae Series 2006-7 ZA, 5.500%, 02/20/2036 | 3,805,079 | 0.4 | |||||||||||
2,329,720 | (1) | Ginnie Mae Series 2007-17 CI, 7.500%, 04/16/2037 | 621,360 | 0.1 | ||||||||||
70,543 | Ginnie Mae Series 2007-37 S, 16.200%, (- 3.667*US0001M + 25.300%), 04/16/2037 | 77,037 | 0.0 | |||||||||||
2,387,960 | Ginnie Mae Series 2007-41 OL, 0.000%, 07/20/2037 | 2,049,834 | 0.2 | |||||||||||
141,766 | Ginnie Mae Series 2007-45 PE, 5.500%, 07/16/2037 | 153,014 | 0.0 | |||||||||||
433,424 | Ginnie Mae Series 2007-48 SY, 12.805%, (-3.000*US0001M + 20.250%), 08/16/2037 | 569,421 | 0.1 | |||||||||||
46,564 | Ginnie Mae Series 2007-5 MT, 2.708%, (US0001M + 1.900%), 02/20/2034 | 46,556 | 0.0 | |||||||||||
2,557,069 | (1) | Ginnie Mae Series 2007-53 SC, 4.012%, (- 1.000*US0001M + 6.500%), 09/20/2037 | 449,954 | 0.1 | ||||||||||
78,501 | Ginnie Mae Series 2007-53 SW, 12.742%, (-3.000*US0001M + 20.205%), 09/20/2037 | 102,218 | 0.0 | |||||||||||
1,431,891 | Ginnie Mae Series 2007-60 YZ, 5.500%, 10/20/2037 | 1,541,495 | 0.2 | |||||||||||
2,762,206 | Ginnie Mae Series 2008-20 PZ, 6.000%, 03/20/2038 | 3,246,376 | 0.4 | |||||||||||
764,786 | (1) | Ginnie Mae Series 2008-3 SA, 4.062%, (- 1.000*US0001M + 6.550%), 01/20/2038 | 132,474 | 0.0 |
1,518,462 | (1) | Ginnie Mae Series 2008-40 PS, 4.018%, (- 1.000*US0001M + 6.500%), 05/16/2038 | 241,214 | 0.0 | ||||||||||
3,390,119 | (1) | Ginnie Mae Series 2008-82 SA, 3.512%, (- 1.000*US0001M + 6.000%), 09/20/2038 | 504,172 | 0.1 | ||||||||||
7,306,094 | (1) | Ginnie Mae Series 2009-110 SA, 3.868%, (-1.000*US0001M + 6.350%), 04/16/2039 | 710,404 | 0.1 | ||||||||||
760,383 | Ginnie Mae Series 2009-110 ZC, 4.500%, 11/16/2039 | 840,773 | 0.1 | |||||||||||
1,969,906 | Ginnie Mae Series 2009-121 ZQ, 5.500%, 09/20/2039 | 2,158,977 | 0.2 | |||||||||||
1,029,000 | Ginnie Mae Series 2009-31 BP, 5.000%, 05/20/2039 | 1,178,073 | 0.1 | |||||||||||
3,657,705 | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/2039 | 3,958,022 | 0.4 | |||||||||||
3,359,940 | Ginnie Mae Series 2009-34 Z, 4.500%, 05/16/2039 | 3,588,324 | 0.4 | |||||||||||
2,911,177 | Ginnie Mae Series 2009-53 ZB, 6.000%, 07/16/2039 | 3,269,857 | 0.4 | |||||||||||
347,449 | (1) | Ginnie Mae Series 2009-55 BI, 1.000%, (- 25.000*US0001M + 162.500%), 06/16/2037 | 14,078 | 0.0 | ||||||||||
1,780,507 | Ginnie Mae Series 2009-61 EZ, 7.500%, 08/20/2039 | 2,336,050 | 0.3 | |||||||||||
5,300,655 | Ginnie Mae Series 2009-61 PZ, 7.500%, 08/20/2039 | 7,508,724 | 0.8 | |||||||||||
3,112,791 | Ginnie Mae Series 2009-61 ZQ, 6.000%, 08/16/2039 | 4,033,723 | 0.4 | |||||||||||
2,455,692 | (1) | Ginnie Mae Series 2009-66 QS, 3.612%, (- 1.000*US0001M + 6.100%), 07/20/2039 | 270,412 | 0.0 | ||||||||||
1,204,964 | (1) | Ginnie Mae Series 2009-77 SA, 3.668%, (- 1.000*US0001M + 6.150%), 09/16/2039 | 181,294 | 0.0 | ||||||||||
3,368,452 | Ginnie Mae Series 2009-77 ZB, 5.500%, 09/16/2039 | 3,859,779 | 0.4 | |||||||||||
944,589 | Ginnie Mae Series 2009-87 WZ, 6.000%, 10/20/2039 | 1,238,095 | 0.1 | |||||||||||
580,157 | Ginnie Mae Series 2009-92 DZ, 4.500%, 10/16/2039 | 636,636 | 0.1 | |||||||||||
1,359,798 | Ginnie Mae Series 2009-98 MZ, 5.000%, 10/16/2039 | 1,608,607 | 0.2 | |||||||||||
2,989,080 | (1) | Ginnie Mae Series 2010-106 IP, 5.000%, 03/20/2040 | 382,061 | 0.0 | ||||||||||
10,371,000 | Ginnie Mae Series 2010-113 BE, 4.500%, 09/20/2040 | 11,348,894 | 1.2 |
See Accompanying Notes to Financial Statements
3 |
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019 (continued) |
2,329,827 | (1) | Ginnie Mae Series 2010-116 NS, 4.168%, (-1.000*US0001M + 6.650%), 09/16/2040 | 346,332 | 0.0 | ||||||||||
243,915 | (1) | Ginnie Mae Series 2010-130 KI, 5.500%, 09/16/2040 | 26,946 | 0.0 | ||||||||||
1,500,000 | Ginnie Mae Series 2010-14 B, 4.500%, 02/16/2040 | 1,638,396 | 0.2 | |||||||||||
3,483,005 | Ginnie Mae Series 2010-146 NL, 4.000%, 10/16/2039 | 3,632,741 | 0.4 | |||||||||||
1,782,827 | (1) | Ginnie Mae Series 2010-158 SA, 3.562%, (-1.000*US0001M + 6.050%), 12/20/2040 | 275,714 | 0.0 | ||||||||||
439,053 | (1) | Ginnie Mae Series 2010-165 IP, 4.000%, 04/20/2038 | 9,180 | 0.0 | ||||||||||
24,637,727 | (1) | Ginnie Mae Series 2010-166 GS, 3.512%, (-1.000*US0001M + 6.000%), 12/20/2040 | 3,050,200 | 0.3 | ||||||||||
2,451,614 | (1) | Ginnie Mae Series 2010-166 NI, 4.500%, 04/20/2039 | 247,089 | 0.0 | ||||||||||
3,076,785 | Ginnie Mae Series 2010-169 AW, 4.500%, 12/20/2040 | 3,228,010 | 0.3 | |||||||||||
4,770,858 | Ginnie Mae Series 2010-169 JZ, 4.000%, 12/20/2040 | 4,902,122 | 0.5 | |||||||||||
706,377 | (1) | Ginnie Mae Series 2010-19 LI, 5.000%, 07/16/2039 | 76,989 | 0.0 | ||||||||||
2,100,000 | Ginnie Mae Series 2010-31 BP, 5.000%, 03/20/2040 | 2,364,046 | 0.3 | |||||||||||
2,123,551 | (1) | Ginnie Mae Series 2010-4 WI, 6.000%, 01/16/2040 | 468,058 | 0.1 | ||||||||||
5,624,947 | Ginnie Mae Series 2010-42 VZ, 5.500%, 10/20/2039 | 6,521,789 | 0.7 | |||||||||||
2,108,086 | Ginnie Mae Series 2010-59 ZA, 4.500%, 05/20/2040 | 2,265,345 | 0.2 | |||||||||||
267,329 | (1) | Ginnie Mae Series 2010-85 NI, 5.000%, 01/20/2038 | 3,560 | 0.0 | ||||||||||
810,409 | (1) | Ginnie Mae Series 2010-9 SB, 4.012%, (- 1.000*US0001M + 6.500%), 09/20/2038 | 22,769 | 0.0 | ||||||||||
5,848,113 | Ginnie Mae Series 2010-H01 FA, 3.299%, (US0001M + 0.820%), 01/20/2060 | 5,886,779 | 0.6 | |||||||||||
7,491,447 | Ginnie Mae Series 2010-H10 FB, 3.479%, (US0001M + 1.000%), 05/20/2060 | 7,592,982 | 0.8 | |||||||||||
8,035,388 | Ginnie Mae Series 2010-H10 FC, 3.479%, (US0001M + 1.000%), 05/20/2060 | 8,126,560 | 0.9 | |||||||||||
507,128 | (1) | Ginnie Mae Series 2011-123 QI, 5.000%, 05/20/2041 | 72,251 | 0.0 |
169,678 | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | 185,856 | 0.0 | |||||||||||
383,290 | (2) | Ginnie Mae Series 2011-169 BG, 5.401%, 04/16/2039 | 409,794 | 0.0 | ||||||||||
6,900,833 | Ginnie Mae Series 2011-25 Z, 4.000%, 02/20/2041 | 7,265,818 | 0.8 | |||||||||||
1,863,394 | Ginnie Mae Series 2011-59 QC, 4.000%, 12/20/2040 | 1,953,168 | 0.2 | |||||||||||
7,204,622 | (1) | Ginnie Mae Series 2011-73 LS, 4.202%, (- 1.000*US0001M + 6.690%), 08/20/2039 | 563,478 | 0.1 | ||||||||||
5,502,259 | Ginnie Mae Series 2011-89 Z, 3.500%, 06/20/2041 | 5,658,514 | 0.6 | |||||||||||
1,256,521 | Ginnie Mae Series 2011-H07 FA, 3.009%, (US0001M + 0.500%), 02/20/2061 | 1,257,017 | 0.1 | |||||||||||
2,989,395 | (1) | Ginnie Mae Series 2012-102 TI, 4.000%, 08/20/2039 | 234,335 | 0.0 | ||||||||||
3,089,739 | (1) | Ginnie Mae Series 2012-103 IC, 3.500%, 08/16/2040 | 288,407 | 0.0 | ||||||||||
799,777 | (1) | Ginnie Mae Series 2012-124 MI, 4.000%, 03/20/2042 | 94,290 | 0.0 | ||||||||||
9,642,074 | (1) | Ginnie Mae Series 2012-146 AI, 3.000%, 10/20/2037 | 863,654 | 0.1 | ||||||||||
680,804 | (1) | Ginnie Mae Series 2012-34 MS, 4.218%, (- 1.000*US0001M + 6.700%), 04/16/2041 | 93,403 | 0.0 | ||||||||||
199,421 | Ginnie Mae Series 2012-43 MA, 4.000%, 10/20/2041 | 201,696 | 0.0 | |||||||||||
5,530,477 | (1) | Ginnie Mae Series 2012-48 SA, 4.168%, (- 1.000*US0001M + 6.650%), 04/16/2042 | 1,047,748 | 0.1 | ||||||||||
7,831,288 | (1) | Ginnie Mae Series 2012-60 SG, 3.618%, (- 1.000*US0001M + 6.100%), 05/16/2042 | 1,319,441 | 0.1 | ||||||||||
2,020,605 | (1) | Ginnie Mae Series 2012-98 EI, 4.000%, 04/20/2041 | 262,268 | 0.0 | ||||||||||
2,223,736 | Ginnie Mae Series 2012-H11 VA, 3.159%, (US0001M + 0.650%), 05/20/2062 | 2,236,552 | 0.2 | |||||||||||
26,779,777 | Ginnie Mae Series 2012-H12 FB, 3.559%, (US0001M + 1.050%), 02/20/2062 | 27,109,217 | 2.9 | |||||||||||
2,137,417 | Ginnie Mae Series 2012-H20 BA, 3.069%, (US0001M + 0.560%), 09/20/2062 | 2,140,853 | 0.2 | |||||||||||
7,000,000 | Ginnie Mae Series 2013-147 BE, 4.000%, 12/20/2039 | 7,523,947 | 0.8 |
See Accompanying Notes to Financial Statements
4 |
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019 (continued) |
1,329,002 | Ginnie Mae Series 2013-167 Z, 3.000%, 10/16/2043 | 1,285,740 | 0.1 | |||||||||||
1,900,000 | (1) | Ginnie Mae Series 2013-186 UI, 2.500%, 11/20/2043 | 569,614 | 0.1 | ||||||||||
1,574,437 | (1) | Ginnie Mae Series 2013-186 VI, 4.000%, 12/20/2042 | 240,120 | 0.0 | ||||||||||
7,827,587 | (1) | Ginnie Mae Series 2013-20 LI, 4.500%, 12/16/2042 | 1,155,836 | 0.1 | ||||||||||
3,975,364 | (1) | Ginnie Mae Series 2013-41 PI, 3.500%, 04/20/2040 | 252,467 | 0.0 | ||||||||||
3,187,056 | Ginnie Mae Series 2013-H08 BF, 2.909%, (US0001M + 0.400%), 03/20/2063 | 3,178,479 | 0.3 | |||||||||||
4,421,742 | Ginnie Mae Series 2013-H10 FT, 3.040%, (H15T1Y + 0.450%), 04/20/2063 | 4,440,824 | 0.5 | |||||||||||
3,642,553 | Ginnie Mae Series 2013-H14 FC, 2.979%, (US0001M + 0.470%), 06/20/2063 | 3,641,761 | 0.4 | |||||||||||
1,213,848 | Ginnie Mae Series 2013-H18 BA, 3.109%, (US0001M + 0.600%), 07/20/2063 | 1,217,119 | 0.1 | |||||||||||
3,668,003 | Ginnie Mae Series 2013-H19 DF, 3.159%, (US0001M + 0.650%), 05/20/2063 | 3,676,852 | 0.4 | |||||||||||
3,358,886 | Ginnie Mae Series 2013-H20 FB, 3.509%, (US0001M + 1.000%), 08/20/2063 | 3,393,734 | 0.4 | |||||||||||
4,146,380 | Ginnie Mae Series 2013-H23 FA, 3.809%, (US0001M + 1.300%), 09/20/2063 | 4,219,751 | 0.5 | |||||||||||
2,793,200 | Ginnie Mae Series 2014-115 EM, 4.000%, 08/20/2044 | 3,003,065 | 0.3 | |||||||||||
9,174,483 | Ginnie Mae Series 2014-118 ZP, 4.000%, 08/20/2044 | 9,767,999 | 1.0 | |||||||||||
2,452,312 | (1) | Ginnie Mae Series 2014-183 IM, 5.000%, 06/20/2035 | 469,871 | 0.1 | ||||||||||
3,895,327 | (1) | Ginnie Mae Series 2014-30 ES, 2.512%, (- 1.000*US0001M + 5.000%), 03/20/2040 | 443,970 | 0.1 | ||||||||||
11,090,456 | (2) | Ginnie Mae Series 2015-10 Q, 2.295%, 10/20/2044 | 9,413,221 | 1.0 | ||||||||||
12,125,000 | Ginnie Mae Series 2015-143 B, 3.500%, 04/20/2045 | 12,794,239 | 1.4 | |||||||||||
3,522,862 | (1) | Ginnie Mae Series 2015-157 PI, 4.000%, 03/20/2044 | 553,352 | 0.1 | ||||||||||
9,791,729 | Ginnie Mae Series 2015-27 PB, 3.000%, 08/20/2044 | 9,845,756 | 1.1 |
15,770,447 | (1) | Ginnie Mae Series 2016-145 IU, 3.500%, 10/20/2046 | 2,642,004 | 0.3 | ||||||||||
7,231,438 | (2) | Ginnie Mae Series 2016-5 AB, 4.674%, 01/20/2046 | 7,750,159 | 0.8 | ||||||||||
10,579,552 | Ginnie Mae Series 2016-H08 FT, 3.229%, (US0001M + 0.720%), 02/20/2066 | 10,636,318 | 1.1 | |||||||||||
45,999,944 | Ginnie Mae Series 2017-H23 FC, 2.959%, (US0001M + 0.450%), 11/20/2067 | 45,962,826 | 4.9 | |||||||||||
4,274,671 | Ginnie Mae Series 2018-112 AL, 3.500%, 08/20/2048 | 4,338,975 | 0.5 | |||||||||||
1,627,921 | Vendee Mortgage Trust 2011-2 DZ, 3.750%, 10/15/2041 | 1,677,555 | 0.2 | |||||||||||
Total Collateralized Mortgage Obligations (Cost $505,828,608) | 507,833,563 | 54.2 | ||||||||||||
ASSET-BACKED SECURITIES: 0.1% | ||||||||||||||
Other Asset-Backed Securities: 0.1% | ||||||||||||||
555,936 | (2) | Fannie Mae Grantor Trust 2003-T4 2A6, 4.691%, 07/26/2033 | 576,646 | 0.1 | ||||||||||
114,015 | (2) | Fannie Mae REMIC Trust 2001-W4 AF6, 5.610%, 01/25/2032 | 118,850 | 0.0 | ||||||||||
76,334 | (2) | Fannie Mae REMIC Trust 2002-W12 AF6, 5.066%, 02/25/2033 | 76,779 | 0.0 | ||||||||||
112,752 | (2) | Fannie Mae REMIC Trust 2002-W2 AF6, 6.500%, 05/25/2032 | 114,712 | 0.0 | ||||||||||
Total Asset-Backed | 886,987 | 0.1 | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 0.4% | ||||||||||||||
546,672 | (2) | Ginnie Mae 2004-23 Z, 5.543%, 03/16/2044 | 571,100 | 0.0 | ||||||||||
6,697,982 | (1),(2) | Ginnie Mae 2006-67 IO, 0.576%, 11/16/2046 | 24,066 | 0.0 | ||||||||||
637,291 | (2) | Ginnie Mae 2007-52 Z, 4.350%, 01/16/2048 | 658,959 | 0.1 | ||||||||||
1,159,511 | Ginnie Mae 2008-39 Z, 4.500%, 02/16/2048 | 1,198,709 | 0.1 | |||||||||||
240,390 | (1),(2) | Ginnie Mae 2008-45 IO, 0.850%, 02/16/2048 | 451 | 0.0 | ||||||||||
586,651 | (2) | Ginnie Mae 2009-115 D, 4.662%, 01/16/2050 | 602,046 | 0.1 | ||||||||||
2,969,853 | (1),(2) | Ginnie Mae 2010-122 IO, 0.295%, 02/16/2044 | 42,258 | 0.0 | ||||||||||
77,840 | (1),(2) | Ginnie Mae 2010-123 IA, 2.083%, 10/16/2052 | 1,821 | 0.0 | ||||||||||
29,318,992 | (1),(2) | Ginnie Mae 2011-47 IO, 0.024%, 01/16/2051 | 217,278 | 0.0 |
See Accompanying Notes to Financial Statements
5 |
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019 (continued) |
567,975 | (2) | Ginnie Mae 2011-53 B, 4.397%, 05/16/2051 | 582,231 | 0.1 | ||||||||||
Total Commercial Mortgage- Backed Securities | 3,898,919 | 0.4 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 72.1% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 3.3%(5) | ||||||||||||||
3,972,322 | 3.500%, 07/01/2047 | 4,039,369 | 0.5 | |||||||||||
5,404,203 | 3.500%, 12/01/2047 | 5,502,196 | 0.6 | |||||||||||
7,637,462 | 3.500%, 03/01/2048 | 7,804,550 | 0.9 | |||||||||||
8,796,849 | 3.500%, 11/01/2048 | 8,989,309 | 1.0 | |||||||||||
150,640 | 5.290%, 10/01/2037 | 160,477 | 0.0 | |||||||||||
27,685 | 5.410%, 07/01/2037 | 29,576 | 0.0 | |||||||||||
26,908 | 5.410%, 08/01/2037 | 28,751 | 0.0 | |||||||||||
18,828 | 5.410%, 08/01/2037 | 20,103 | 0.0 | |||||||||||
65,446 | 5.440%, 01/01/2037 | 69,953 | 0.0 | |||||||||||
23,077 | 5.440%, 02/01/2037 | 24,665 | 0.0 | |||||||||||
53,123 | 5.440%, 04/01/2037 | 56,790 | 0.0 | |||||||||||
32,579 | 5.440%, 09/01/2037 | 34,816 | 0.0 | |||||||||||
31,228 | 5.440%, 02/01/2038 | 33,389 | 0.0 | |||||||||||
5,364 | 5.440%, 06/01/2038 | 5,729 | 0.0 | |||||||||||
143,539 | 5.450%, 12/01/2037 | 151,910 | 0.0 | |||||||||||
110,543 | 5.450%, 12/01/2037 | 117,512 | 0.0 | |||||||||||
160,391 | 5.460%, 05/01/2037 | 173,189 | 0.0 | |||||||||||
71,918 | 5.460%, 08/01/2037 | 76,883 | 0.0 | |||||||||||
40,520 | 5.460%, 01/01/2038 | 43,067 | 0.0 | |||||||||||
86,969 | 5.480%, 08/01/2037 | 93,044 | 0.0 | |||||||||||
79,132 | 5.480%, 10/01/2037 | 83,993 | 0.0 | |||||||||||
132,351 | 5.500%, 08/01/2037 | 142,324 | 0.0 | |||||||||||
97,655 | 5.500%, 11/01/2037 | 104,506 | 0.0 | |||||||||||
29,727 | 5.500%, 04/01/2038 | 31,819 | 0.0 | |||||||||||
40,176 | 5.520%, 09/01/2037 | 43,004 | 0.0 | |||||||||||
18,757 | 5.520%, 10/01/2037 | 20,084 | 0.0 | |||||||||||
67,163 | 5.620%, 12/01/2036 | 72,047 | 0.0 | |||||||||||
102,964 | 5.620%, 03/01/2037 | 110,429 | 0.0 | |||||||||||
71,317 | 5.620%, 08/01/2037 | 76,493 | 0.0 | |||||||||||
52,515 | 5.620%, 12/01/2037 | 56,326 | 0.0 | |||||||||||
296,714 | 5.625%, 12/01/2036 | 318,485 | 0.1 | |||||||||||
278,099 | 5.625%, 01/01/2037 | 298,397 | 0.1 | |||||||||||
27,523 | 5.625%, 02/01/2037 | 29,518 | 0.0 | |||||||||||
67,108 | 5.625%, 03/01/2037 | 71,986 | 0.0 | |||||||||||
182,112 | 5.625%, 03/01/2037 | 195,298 | 0.0 | |||||||||||
98,184 | 5.625%, 06/01/2037 | 105,255 | 0.0 | |||||||||||
88,097 | 5.625%, 07/01/2037 | 94,514 | 0.0 | |||||||||||
114,805 | 5.625%, 02/01/2038 | 123,223 | 0.0 | |||||||||||
768,632 | 5.750%, 09/01/2037 | 843,406 | 0.1 | |||||||||||
175,919 | 5.750%, 10/01/2037 | 189,283 | 0.0 | |||||||||||
160,003 | 5.750%, 11/01/2037 | 172,111 | 0.0 | |||||||||||
57,411 | 5.750%, 12/01/2037 | 61,750 | 0.0 | |||||||||||
101,765 | 6.090%, 12/01/2037 | 110,506 | 0.0 | |||||||||||
8,582 | 7.500%, 01/01/2030 | 9,959 | 0.0 | |||||||||||
9,203 | 8.000%, 01/01/2030 | 9,221 | 0.0 | |||||||||||
1,953 | 9.500%, 07/01/2020 | 1,951 | 0.0 | |||||||||||
30,831,166 | 3.3 | |||||||||||||
Federal National Mortgage Association: 9.9%(5) | ||||||||||||||
32,554,000 | (6) | 3.000%, 05/01/2043 | 32,384,872 | 3.5 | ||||||||||
13,060,000 | (6) | 3.500%, 04/01/2044 | 13,242,126 | 1.4 | ||||||||||
13,177,461 | 4.000%, 05/01/2042 | 13,772,847 | 1.5 | |||||||||||
1,748,730 | 4.000%, 05/01/2045 | 1,809,335 | 0.2 | |||||||||||
548,296 | 4.250%, 08/01/2035 | 569,938 | 0.1 | |||||||||||
372,725 | 4.750%, 11/01/2034 | 394,287 | 0.1 | |||||||||||
513,655 | 4.750%, 11/01/2034 | 545,530 | 0.1 | |||||||||||
383,521 | 4.750%, 02/01/2035 | 406,183 | 0.1 | |||||||||||
717,033 | 4.750%, 04/01/2035 | 764,062 | 0.1 | |||||||||||
760,651 | 4.750%, 05/01/2035 | 810,399 | 0.1 |
140,943 | 4.750%, 07/01/2035 | 147,797 | 0.0 | |||||||||||
906,456 | 4.750%, 07/01/2035 | 966,422 | 0.1 | |||||||||||
147,763 | 5.000%, 02/01/2033 | 156,208 | 0.0 | |||||||||||
140,925 | �� | 5.000%, 07/01/2033 | 148,966 | 0.0 | ||||||||||
90,658 | 5.000%, 03/01/2036 | 95,827 | 0.0 | |||||||||||
393,810 | 5.000%, 05/01/2036 | 417,507 | 0.1 | |||||||||||
16,419,000 | (6) | 5.000%, 05/01/2037 | 17,340,965 | 1.9 | ||||||||||
159,404 | 5.030%, 05/01/2037 | 168,532 | 0.0 | |||||||||||
293,526 | 5.030%, 09/01/2037 | 310,261 | 0.0 | |||||||||||
51,282 | 5.155%, 11/01/2036 | 54,371 | 0.0 | |||||||||||
188,031 | 5.155%, 01/01/2037 | 199,254 | 0.0 | |||||||||||
159,451 | 5.250%, 04/01/2032 | 169,377 | 0.0 | |||||||||||
80,900 | 5.250%, 04/01/2032 | 85,926 | 0.0 | |||||||||||
28,979 | 5.280%, 11/01/2036 | 30,772 | 0.0 | |||||||||||
195,417 | 5.280%, 11/01/2036 | 207,626 | 0.0 | |||||||||||
48,896 | 5.280%, 01/01/2037 | 51,906 | 0.0 | |||||||||||
75,185 | 5.290%, 06/01/2037 | 79,916 | 0.0 | |||||||||||
211,931 | 5.290%, 08/01/2037 | 225,322 | 0.0 | |||||||||||
346,547 | 5.290%, 09/01/2037 | 368,323 | 0.1 | |||||||||||
80,149 | 5.290%, 09/01/2037 | 85,216 | 0.0 | |||||||||||
393,491 | 5.290%, 09/01/2037 | 416,485 | 0.1 | |||||||||||
354,602 | 5.290%, 09/01/2037 | 368,729 | 0.1 | |||||||||||
315,321 | 5.290%, 11/01/2037 | 332,022 | 0.1 | |||||||||||
87,501 | 5.290%, 12/01/2037 | 95,378 | 0.0 | |||||||||||
280,787 | 5.290%, 04/01/2038 | 304,733 | 0.0 | |||||||||||
56,264 | 5.300%, 09/01/2036 | 59,752 | 0.0 | |||||||||||
24,558 | 5.300%, 10/01/2036 | 26,103 | 0.0 | |||||||||||
34,702 | 5.300%, 10/01/2036 | 36,858 | 0.0 | |||||||||||
130,794 | 5.300%, 12/01/2036 | 138,920 | 0.0 | |||||||||||
148,728 | 5.300%, 12/01/2036 | 158,041 | 0.0 | |||||||||||
71,623 | 5.300%, 02/01/2037 | 76,083 | 0.0 | |||||||||||
123,654 | 5.300%, 05/01/2037 | 131,442 | 0.0 | |||||||||||
409,789 | 5.300%, 08/01/2037 | 438,378 | 0.1 | |||||||||||
61,290 | 5.350%, 04/01/2029 | 65,897 | 0.0 | |||||||||||
44,119 | 5.350%, 09/01/2029 | 47,549 | 0.0 | |||||||||||
291,741 | 5.390%, 12/01/2037 | 310,606 | 0.0 | |||||||||||
73,417 | 5.390%, 05/01/2038 | 80,256 | 0.0 | |||||||||||
277,240 | 5.405%, 11/01/2036 | 295,251 | 0.0 | |||||||||||
249,816 | 5.405%, 02/01/2037 | 265,909 | 0.0 | |||||||||||
170,480 | 5.440%, 08/01/2047 | 176,021 | 0.0 | |||||||||||
165,630 | 5.440%, 08/01/2047 | 174,165 | 0.0 | |||||||||||
298,079 | 5.440%, 08/01/2047 | 308,166 | 0.0 | |||||||||||
287,600 | 5.440%, 08/01/2047 | 302,443 | 0.0 | |||||||||||
181,972 | 5.440%, 09/01/2047 | 187,917 | 0.0 | |||||||||||
490,848 | 5.440%, 10/01/2047 | 517,179 | 0.1 | |||||||||||
97,156 | 5.440%, 05/01/2048 | 102,022 | 0.0 | |||||||||||
112,561 | 5.620%, 12/01/2036 | 117,774 | 0.0 | |||||||||||
104,760 | 5.740%, 07/01/2037 | 112,352 | 0.0 | |||||||||||
193,708 | 5.740%, 08/01/2037 | 199,573 | 0.0 | |||||||||||
137,485 | 5.740%, 08/01/2037 | 147,461 | 0.0 | |||||||||||
50,849 | 5.875%, 06/01/2035 | 52,186 | 0.0 | |||||||||||
153,188 | 5.890%, 07/01/2047 | 159,219 | 0.0 | |||||||||||
230,357 | 5.890%, 08/01/2047 | 239,673 | 0.0 | |||||||||||
115,528 | 5.890%, 10/01/2047 | 120,634 | 0.0 | |||||||||||
29,787 | 5.900%, 09/01/2028 | 31,901 | 0.0 | |||||||||||
90,613 | 6.600%, 07/01/2027 | 95,782 | 0.0 | |||||||||||
48,624 | 6.600%, 09/01/2027 | 50,395 | 0.0 | |||||||||||
34,729 | 6.600%, 11/01/2027 | 34,944 | 0.0 | |||||||||||
29,014 | 6.600%, 06/01/2028 | 29,082 | 0.0 | |||||||||||
18,057 | 7.500%, 05/01/2028 | 18,067 | 0.0 | |||||||||||
92,835,421 | 9.9 | |||||||||||||
Government National Mortgage Association: 58.9% | ||||||||||||||
2,570,678 | 3.000%, 04/20/2045 | 2,588,557 | 0.3 | |||||||||||
438,697 | 3.000%, 11/20/2045 | 441,253 | 0.1 | |||||||||||
121,328 | 3.000%, 12/20/2045 | 121,948 | 0.0 | |||||||||||
349,634 | 3.000%, 12/20/2045 | 351,574 | 0.0 | |||||||||||
400,148 | 3.000%, 12/20/2045 | 402,195 | 0.1 |
See Accompanying Notes to Financial Statements
6 |
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019 (continued) |
417,085 | 3.000%, 01/20/2046 | 419,544 | 0.1 | |||||||||||
3,155,541 | 3.000%, 04/20/2046 | 3,177,482 | 0.3 | |||||||||||
21,347,854 | 3.000%, 07/20/2047 | 21,477,023 | 2.3 | |||||||||||
19,179,196 | 3.000%, 01/20/2048 | 19,282,871 | 2.1 | |||||||||||
2,568,900 | 3.500%, 04/20/2043 | 2,635,079 | 0.3 | |||||||||||
161,891 | 3.500%, 09/20/2045 | 165,695 | 0.0 | |||||||||||
4,921,910 | 3.500%, 09/20/2045 | 5,021,925 | 0.5 | |||||||||||
1,763,744 | 3.500%, 11/20/2045 | 1,804,915 | 0.2 | |||||||||||
1,950,226 | 3.500%, 02/20/2046 | 1,995,821 | 0.2 | |||||||||||
456,711 | 3.500%, 02/20/2046 | 467,443 | 0.1 | |||||||||||
1,352,545 | 3.500%, 03/20/2046 | 1,384,327 | 0.2 | |||||||||||
9,036,079 | 3.500%, 04/20/2046 | 9,250,938 | 1.0 | |||||||||||
7,635,186 | 3.500%, 08/20/2046 | 7,809,402 | 0.8 | |||||||||||
2,742,752 | 3.500%, 08/20/2046 | 2,803,449 | 0.3 | |||||||||||
1,163,024 | 3.500%, 09/20/2046 | 1,189,845 | 0.1 | |||||||||||
1,063,164 | 3.500%, 09/20/2046 | 1,085,906 | 0.1 | |||||||||||
9,401,861 | 3.500%, 09/20/2046 | 9,625,613 | 1.0 | |||||||||||
3,550,622 | 3.500%, 09/20/2046 | 3,635,545 | 0.4 | |||||||||||
2,649,813 | 3.500%, 09/20/2046 | 2,713,191 | 0.3 | |||||||||||
2,202,562 | 3.500%, 09/20/2046 | 2,251,305 | 0.2 | |||||||||||
1,704,376 | 3.500%, 09/20/2046 | 1,740,432 | 0.2 | |||||||||||
1,389,186 | 3.500%, 09/20/2046 | 1,419,928 | 0.2 | |||||||||||
1,330,431 | 3.500%, 09/20/2046 | 1,363,511 | 0.2 | |||||||||||
5,544,859 | 3.500%, 09/20/2046 | 5,666,946 | 0.6 | |||||||||||
2,481,657 | 3.500%, 09/20/2046 | 2,536,216 | 0.3 | |||||||||||
1,098,277 | 3.500%, 09/20/2046 | 1,122,583 | 0.1 | |||||||||||
1,077,971 | 3.500%, 10/20/2046 | 1,101,715 | 0.1 | |||||||||||
3,190,662 | 3.500%, 10/20/2046 | 3,266,552 | 0.4 | |||||||||||
1,004,757 | 3.500%, 10/20/2046 | 1,029,726 | 0.1 | |||||||||||
2,606,402 | 3.500%, 10/20/2046 | 2,663,829 | 0.3 | |||||||||||
2,953,806 | 3.500%, 10/20/2046 | 3,019,183 | 0.3 | |||||||||||
5,822,605 | 3.500%, 10/20/2046 | 5,951,392 | 0.6 | |||||||||||
6,397,311 | 3.500%, 10/20/2046 | 6,537,966 | 0.7 | |||||||||||
1,544,189 | 3.500%, 10/20/2046 | 1,578,363 | 0.2 | |||||||||||
689,242 | 3.500%, 10/20/2046 | 704,464 | 0.1 | |||||||||||
2,332,782 | 3.500%, 10/20/2046 | 2,385,249 | 0.3 | |||||||||||
1,426,867 | 3.500%, 10/20/2046 | 1,458,437 | 0.2 | |||||||||||
1,521,040 | 3.500%, 10/20/2046 | 1,557,414 | 0.2 | |||||||||||
3,384,558 | 3.500%, 11/20/2046 | 3,462,066 | 0.4 | |||||||||||
3,915,070 | 3.500%, 11/20/2046 | 4,005,554 | 0.4 | |||||||||||
4,467,096 | 3.500%, 11/20/2046 | 4,573,240 | 0.5 | |||||||||||
4,849,487 | 3.500%, 11/20/2046 | 4,962,559 | 0.5 | |||||||||||
2,145,268 | 3.500%, 11/20/2046 | 2,191,650 | 0.2 | |||||||||||
2,029,216 | 3.500%, 11/20/2046 | 2,079,860 | 0.2 | |||||||||||
1,041,947 | 3.500%, 11/20/2046 | 1,065,007 | 0.1 | |||||||||||
3,283,215 | 3.500%, 11/20/2046 | 3,356,917 | 0.4 | |||||||||||
11,323,028 | 3.500%, 03/20/2047 | 11,563,952 | 1.2 | |||||||||||
949,744 | 3.500%, 03/20/2047 | 972,459 | 0.1 | |||||||||||
817,810 | 3.500%, 04/20/2047 | 837,324 | 0.1 | |||||||||||
781,226 | 3.500%, 04/20/2047 | 798,826 | 0.1 | |||||||||||
1,400,925 | 3.500%, 04/20/2047 | 1,435,907 | 0.2 | |||||||||||
2,589,369 | 3.500%, 07/20/2047 | 2,649,914 | 0.3 | |||||||||||
2,631,670 | 3.500%, 11/20/2047 | 2,693,847 | 0.3 | |||||||||||
875,214 | 3.500%, 11/20/2047 | 895,783 | 0.1 | |||||||||||
1,169,898 | 3.500%, 11/20/2047 | 1,197,539 | 0.1 | |||||||||||
543,646 | 3.500%, 11/20/2047 | 555,646 | 0.1 | |||||||||||
1,865,357 | 3.500%, 12/20/2047 | 1,908,848 | 0.2 | |||||||||||
687,146 | 3.500%, 01/20/2048 | 703,380 | 0.1 | |||||||||||
487,795 | 3.500%, 01/20/2048 | 499,320 | 0.1 | |||||||||||
1,508,413 | 3.500%, 01/20/2048 | 1,544,054 | 0.2 | |||||||||||
905,219 | 3.500%, 01/20/2048 | 925,211 | 0.1 | |||||||||||
7,625,218 | 3.500%, 02/20/2048 | 7,760,458 | 0.8 | |||||||||||
84,859,000 | (6) | 3.500%, 04/01/2048 | 86,735,180 | 9.3 | ||||||||||
5,605,072 | 3.750%, 05/20/2042 | 5,760,569 | 0.6 | |||||||||||
5,019,963 | 3.750%, 05/20/2042 | 5,157,770 | 0.6 | |||||||||||
116,489 | 4.000%, 05/20/2033 | 121,504 | 0.0 | |||||||||||
30,261 | 4.000%, 08/15/2033 | 31,281 | 0.0 | |||||||||||
42,001 | 4.000%, 01/15/2034 | 43,417 | 0.0 | |||||||||||
63,336 | 4.000%, 03/15/2034 | 65,471 | 0.0 |
1,589,257 | 4.000%, 05/20/2034 | 1,648,750 | 0.2 | |||||||||||
1,085,651 | 4.000%, 07/20/2034 | 1,119,861 | 0.1 | |||||||||||
1,710,940 | 4.000%, 07/20/2034 | 1,764,879 | 0.2 | |||||||||||
144,883 | 4.000%, 08/20/2035 | 149,769 | 0.0 | |||||||||||
175,289 | 4.000%, 05/15/2040 | 181,198 | 0.0 | |||||||||||
2,375,001 | 4.000%, 09/20/2040 | 2,433,604 | 0.3 | |||||||||||
3,481,440 | 4.000%, 07/20/2041 | 3,585,974 | 0.4 | |||||||||||
12,266,918 | 4.000%, 08/20/2042 | 12,779,349 | 1.4 | |||||||||||
720,443 | 4.000%, 09/15/2042 | 748,599 | 0.1 | |||||||||||
2,519,478 | 4.000%, 10/20/2043 | 2,611,821 | 0.3 | |||||||||||
101,799,000 | (6) | 4.000%, 04/01/2044 | 105,151,208 | 11.2 | ||||||||||
3,528,544 | 4.000%, 12/20/2044 | 3,656,995 | 0.4 | |||||||||||
3,312,421 | 4.000%, 01/20/2045 | 3,431,653 | 0.4 | |||||||||||
1,037,436 | 4.000%, 06/20/2045 | 1,074,561 | 0.1 | |||||||||||
4,676,213 | 4.000%, 07/20/2045 | 4,854,390 | 0.5 | |||||||||||
5,787,949 | 4.000%, 09/20/2045 | 6,006,873 | 0.7 | |||||||||||
373,580 | 4.000%, 12/20/2045 | 386,595 | 0.1 | |||||||||||
1,004,279 | 4.000%, 01/20/2046 | 1,043,681 | 0.1 | |||||||||||
6,844,329 | 4.000%, 01/20/2046 | 7,116,821 | 0.8 | |||||||||||
252,187 | 4.000%, 02/20/2046 | 261,522 | 0.0 | |||||||||||
5,603,995 | 4.000%, 03/20/2046 | 5,806,758 | 0.6 | |||||||||||
3,128,399 | 4.000%, 04/20/2046 | 3,238,533 | 0.4 | |||||||||||
1,369,687 | 4.000%, 08/20/2046 | 1,417,353 | 0.2 | |||||||||||
13,781 | 4.500%, 07/20/2036 | 14,344 | 0.0 | |||||||||||
11,504 | 4.500%, 08/20/2036 | 11,971 | 0.0 | |||||||||||
1,239,461 | 4.500%, 10/15/2039 | 1,309,487 | 0.1 | |||||||||||
684,225 | 4.500%, 11/15/2039 | 721,469 | 0.1 | |||||||||||
897,191 | 4.500%, 11/15/2039 | 947,977 | 0.1 | |||||||||||
248,990 | 4.500%, 12/15/2039 | 263,076 | 0.0 | |||||||||||
650,077 | 4.500%, 01/15/2040 | 684,442 | 0.1 | |||||||||||
76,512 | 4.500%, 01/20/2040 | 78,408 | 0.0 | |||||||||||
2,520,216 | 4.500%, 02/15/2040 | 2,653,446 | 0.3 | |||||||||||
509,715 | 4.500%, 06/15/2040 | 535,221 | 0.1 | |||||||||||
96,779 | 4.500%, 07/20/2040 | 99,172 | 0.0 | |||||||||||
466,442 | 4.500%, 08/20/2040 | 477,784 | 0.1 | |||||||||||
1,564,097 | 4.500%, 09/20/2041 | 1,647,283 | 0.2 | |||||||||||
33,974,000 | (6) | 4.500%, 04/01/2044 | 35,285,682 | 3.8 | ||||||||||
879,152 | 4.750%, 06/15/2029 | 924,398 | 0.1 | |||||||||||
205,416 | 4.750%, 01/15/2030 | 215,817 | 0.0 | |||||||||||
376,915 | 4.750%, 09/15/2034 | 396,345 | 0.1 | |||||||||||
36,772 | 5.000%, 03/20/2024 | 39,996 | 0.0 | |||||||||||
1,157,165 | 5.000%, 04/20/2030 | 1,193,372 | 0.1 | |||||||||||
266,942 | 5.000%, 07/15/2033 | 278,929 | 0.0 | |||||||||||
75,589 | 5.000%, 03/15/2034 | 80,409 | 0.0 | |||||||||||
70,285 | 5.000%, 04/15/2034 | 73,405 | 0.0 | |||||||||||
73,617 | 5.000%, 01/15/2035 | 76,885 | 0.0 | |||||||||||
25,617 | 5.000%, 03/15/2035 | 27,523 | 0.0 | |||||||||||
175,526 | 5.000%, 03/15/2035 | 183,317 | 0.0 | |||||||||||
54,336 | 5.000%, 04/15/2035 | 56,748 | 0.0 | |||||||||||
346,573 | 5.000%, 04/15/2035 | 371,601 | 0.0 | |||||||||||
79,600 | 5.000%, 04/15/2035 | 85,522 | 0.0 | |||||||||||
35,503 | 5.000%, 05/15/2035 | 38,000 | 0.0 | |||||||||||
99,542 | 5.000%, 05/20/2035 | 106,545 | 0.0 | |||||||||||
504,434 | 5.000%, 11/20/2035 | 539,809 | 0.1 | |||||||||||
246,335 | 5.000%, 04/20/2036 | 263,534 | 0.0 | |||||||||||
151,866 | 5.000%, 02/15/2038 | 158,625 | 0.0 | |||||||||||
45,914 | 5.000%, 06/20/2038 | 46,608 | 0.0 | |||||||||||
42,015 | 5.000%, 08/20/2038 | 43,226 | 0.0 | |||||||||||
186,000 | 5.000%, 10/20/2038 | 191,240 | 0.0 | |||||||||||
64,929 | 5.000%, 11/20/2038 | 66,750 | 0.0 | |||||||||||
214,294 | 5.000%, 01/20/2039 | 220,155 | 0.0 | |||||||||||
177,409 | 5.000%, 02/15/2039 | 185,284 | 0.0 | |||||||||||
233,939 | 5.000%, 03/15/2039 | 244,353 | 0.0 | |||||||||||
271,674 | 5.000%, 11/15/2039 | 283,871 | 0.0 | |||||||||||
812,435 | 5.000%, 11/15/2039 | 866,883 | 0.1 | |||||||||||
1,177,790 | 5.000%, 11/15/2039 | 1,264,926 | 0.1 | |||||||||||
199,229 | 5.000%, 04/15/2040 | 210,729 | 0.0 | |||||||||||
956,347 | 5.000%, 09/15/2040 | 1,005,139 | 0.1 | |||||||||||
1,162,402 | 5.000%, 07/20/2041 | 1,243,900 | 0.1 |
See Accompanying Notes to Financial Statements
7 |
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019 (continued) |
37,100 | 5.250%, 01/15/2024 | 39,377 | 0.0 | |||||||||||
54,613 | 5.250%, 06/15/2028 | 58,171 | 0.0 | |||||||||||
88,323 | 5.250%, 06/15/2029 | 94,072 | 0.0 | |||||||||||
1,240,448 | 5.250%, 01/20/2036 | 1,340,882 | 0.2 | |||||||||||
124,810 | 5.290%, 07/20/2037 | 131,392 | 0.0 | |||||||||||
143,166 | 5.290%, 08/20/2037 | 151,451 | 0.0 | |||||||||||
332,114 | 5.290%, 08/20/2037 | 349,611 | 0.0 | |||||||||||
403,216 | 5.290%, 09/20/2037 | 424,463 | 0.1 | |||||||||||
108,078 | 5.290%, 09/20/2037 | 113,778 | 0.0 | |||||||||||
125,391 | 5.290%, 01/20/2038 | 131,998 | 0.0 | |||||||||||
11,275 | 5.350%, 01/15/2029 | 11,974 | 0.0 | |||||||||||
27,452 | 5.350%, 01/20/2029 | 28,905 | 0.0 | |||||||||||
9,071 | 5.350%, 02/20/2029 | 9,537 | 0.0 | |||||||||||
107,830 | 5.350%, 04/20/2029 | 113,643 | 0.0 | |||||||||||
38,357 | 5.350%, 06/20/2029 | 40,426 | 0.0 | |||||||||||
47,729 | 5.350%, 10/20/2029 | 50,304 | 0.0 | |||||||||||
130,500 | 5.390%, 05/15/2038 | 139,034 | 0.0 | |||||||||||
242,378 | 5.390%, 08/20/2038 | 262,848 | 0.0 | |||||||||||
168,061 | 5.390%, 09/15/2038 | 179,050 | 0.0 | |||||||||||
99,595 | 5.390%, 02/15/2040 | 108,261 | 0.0 | |||||||||||
80,642 | 5.500%, 08/15/2024 | 82,809 | 0.0 | |||||||||||
74,204 | 5.500%, 08/20/2024 | 78,436 | 0.0 | |||||||||||
1,554 | 5.500%, 04/20/2029 | 1,643 | 0.0 | |||||||||||
365,929 | 5.500%, 09/15/2029 | 390,620 | 0.1 | |||||||||||
183,981 | 5.500%, 10/15/2029 | 196,408 | 0.0 | |||||||||||
50,792 | 5.500%, 12/20/2032 | 55,724 | 0.0 | |||||||||||
175,112 | 5.500%, 08/20/2033 | 192,021 | 0.0 | |||||||||||
71,633 | 5.500%, 11/20/2033 | 72,292 | 0.0 | |||||||||||
49,357 | 5.500%, 12/20/2033 | 54,153 | 0.0 | |||||||||||
71,641 | 5.500%, 03/20/2034 | 72,307 | 0.0 | |||||||||||
208,674 | 5.500%, 04/20/2034 | 216,045 | 0.0 | |||||||||||
294,066 | 5.500%, 04/20/2034 | 322,539 | 0.0 | |||||||||||
93,005 | 5.500%, 06/20/2034 | 94,247 | 0.0 | |||||||||||
189,993 | 5.500%, 06/20/2034 | 200,963 | 0.0 | |||||||||||
101,523 | 5.500%, 07/20/2034 | 107,378 | 0.0 | |||||||||||
116,022 | 5.500%, 01/20/2035 | 118,756 | 0.0 | |||||||||||
288,064 | 5.500%, 05/15/2035 | 308,631 | 0.0 | |||||||||||
58,605 | 5.500%, 05/20/2035 | 61,982 | 0.0 | |||||||||||
74,311 | 5.500%, 06/20/2035 | 78,590 | 0.0 | |||||||||||
517,706 | 5.500%, 07/15/2035 | 563,157 | 0.1 | |||||||||||
332,089 | 5.500%, 08/15/2035 | 357,205 | 0.0 | |||||||||||
231,210 | 5.500%, 09/20/2035 | 244,565 | 0.0 | |||||||||||
164,964 | 5.500%, 04/15/2036 | 176,730 | 0.0 | |||||||||||
64,662 | 5.500%, 06/20/2036 | 70,363 | 0.0 | |||||||||||
13,613 | 5.500%, 06/20/2038 | 14,117 | 0.0 | |||||||||||
30,920 | 5.500%, 08/20/2038 | 32,066 | 0.0 | |||||||||||
39,935 | 5.500%, 09/20/2038 | 41,390 | 0.0 | |||||||||||
4,379 | 5.500%, 10/20/2038 | 4,530 | 0.0 | |||||||||||
53,873 | 5.500%, 11/20/2038 | 55,890 | 0.0 | |||||||||||
7,554 | 5.500%, 12/20/2038 | 7,819 | 0.0 | |||||||||||
93,584 | 5.500%, 01/15/2039 | 100,264 | 0.0 | |||||||||||
6,303 | 5.500%, 01/20/2039 | 6,500 | 0.0 | |||||||||||
87,642 | 5.500%, 03/20/2039 | 90,533 | 0.0 | |||||||||||
31,154 | 5.500%, 06/15/2039 | 33,372 | 0.0 | |||||||||||
17,882 | 5.500%, 06/20/2039 | 18,486 | 0.0 | |||||||||||
49,250 | 5.500%, 10/20/2039 | 53,376 | 0.0 | |||||||||||
271,365 | 5.500%, 09/15/2040 | 290,738 | 0.0 | |||||||||||
74,184 | 5.740%, 08/20/2037 | 78,745 | 0.0 | |||||||||||
136,013 | 5.740%, 08/20/2037 | 144,372 | 0.0 | |||||||||||
362,006 | 5.740%, 09/20/2037 | 384,140 | 0.0 | |||||||||||
88,633 | 5.740%, 09/20/2037 | 94,082 | 0.0 | |||||||||||
269,844 | 5.740%, 09/20/2037 | 286,434 | 0.0 | |||||||||||
427,655 | 5.740%, 10/20/2037 | 455,853 | 0.1 | |||||||||||
101,273 | 5.740%, 04/20/2038 | 107,494 | 0.0 | |||||||||||
108,583 | 5.750%, 11/15/2024 | 111,766 | 0.0 | |||||||||||
854,053 | 5.750%, 07/15/2029 | 905,373 | 0.1 | |||||||||||
672,787 | 5.750%, 08/15/2029 | 712,239 | 0.1 | |||||||||||
114,916 | 5.750%, 11/15/2029 | 121,715 | 0.0 | |||||||||||
748,534 | 5.750%, 11/15/2029 | 793,373 | 0.1 |
15,327 | 5.900%, 03/20/2028 | 16,294 | 0.0 | |||||||||||
39,357 | 5.900%, 05/20/2028 | 41,863 | 0.0 | |||||||||||
42,682 | 5.900%, 09/20/2028 | 45,393 | 0.0 | |||||||||||
1,402,787 | 5.970%, 11/15/2031 | 1,400,730 | 0.2 | |||||||||||
36,943 | 6.000%, 01/20/2024 | 37,841 | 0.0 | |||||||||||
96,290 | 6.000%, 10/15/2025 | 104,091 | 0.0 | |||||||||||
227,022 | 6.000%, 04/15/2026 | 238,932 | 0.0 | |||||||||||
45,852 | 6.000%, 10/20/2027 | 48,842 | 0.0 | |||||||||||
161,366 | 6.000%, 05/15/2029 | 171,395 | 0.0 | |||||||||||
182,254 | 6.000%, 07/15/2029 | 196,554 | 0.0 | |||||||||||
90,589 | 6.000%, 10/20/2034 | 102,411 | 0.0 | |||||||||||
210,430 | 6.000%, 03/15/2037 | 232,879 | 0.0 | |||||||||||
1,053 | 6.000%, 09/20/2037 | 1,053 | 0.0 | |||||||||||
14,960 | 6.000%, 05/20/2038 | 15,776 | 0.0 | |||||||||||
123,798 | 6.000%, 08/20/2038 | 127,768 | 0.0 | |||||||||||
23,290 | 6.000%, 09/20/2038 | 24,027 | 0.0 | |||||||||||
67,022 | 6.000%, 10/20/2038 | 73,160 | 0.0 | |||||||||||
139,591 | 6.000%, 11/15/2038 | 150,542 | 0.0 | |||||||||||
81,273 | 6.000%, 12/15/2038 | 87,649 | 0.0 | |||||||||||
167,580 | 6.000%, 12/15/2038 | 180,727 | 0.0 | |||||||||||
391,404 | 6.000%, 08/15/2039 | 425,230 | 0.1 | |||||||||||
458,619 | 6.000%, 08/15/2039 | 496,833 | 0.1 | |||||||||||
61,419 | 6.490%, 01/15/2028 | 67,339 | 0.0 | |||||||||||
33,236 | 6.500%, 07/20/2029 | 37,447 | 0.0 | |||||||||||
52,365 | 6.500%, 07/20/2032 | 53,197 | 0.0 | |||||||||||
215,390 | 6.500%, 02/15/2034 | 231,340 | 0.0 | |||||||||||
438 | 6.500%, 09/20/2034 | 448 | 0.0 | |||||||||||
11,153 | 7.500%, 08/20/2027 | 12,699 | 0.0 | |||||||||||
551,409,486 | 58.9 | |||||||||||||
Total U.S. Government Agency Obligations (Cost $673,074,507) | 675,076,073 | 72.1 | ||||||||||||
Total Long-Term Investments (Cost $1,183,828,358) | 1,187,695,542 | 126.8 | ||||||||||||
SHORT-TERM INVESTMENTS: 0.3% | ||||||||||||||
U.S. Treasury Bills: 0.3% | ||||||||||||||
2,209,000 | United States Treasury Bill, 1.200%, 04/02/2019 | |||||||||||||
(Cost $2,208,877) | 2,208,854 | 0.3 | ||||||||||||
Total Short-Term Investments (Cost $2,208,877) | 2,208,854 | 0.3 | ||||||||||||
Total Investments in Securities (Cost $1,186,037,235) | $ | 1,189,904,396 | 127.1 | |||||||||||
Liabilities in Excess of Other Assets | (253,383,274 | ) | (27.1 | ) | ||||||||||
Net Assets | $ | 936,521,122 | 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 March 31, 2019. |
(3) | Represents a zero coupon bond. Rate shown reflects the effective yield as of March 31, 2019. |
See Accompanying Notes to Financial Statements
8 |
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019 (continued) |
(4) | 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. |
(5) | 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. |
(6) | 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
9 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 95.2% | ||||||||||||||
Basic Materials: 5.4% | ||||||||||||||
1,510,000 | (1) | Aruba Investments, Inc., 8.750%, 02/15/2023 | 1,517,550 | 0.4 | ||||||||||
1,825,000 | (1) | Cascades, Inc., 5.500%, 07/15/2022 | 1,843,250 | 0.5 | ||||||||||
875,000 | Chemours Co/The, 5.375%, 05/15/2027 | 873,626 | 0.2 | |||||||||||
1,730,000 | Cleveland-Cliffs, Inc., 5.750%, 03/01/2025 | 1,660,800 | 0.4 | |||||||||||
920,000 | (1) | Constellium NV, 5.750%, 05/15/2024 | 924,600 | 0.2 | ||||||||||
250,000 | (1) | Constellium NV, 5.875%, 02/15/2026 | 246,094 | 0.1 | ||||||||||
750,000 | (1),(2) | Constellium NV, 6.625%, 03/01/2025 | 766,875 | 0.2 | ||||||||||
1,465,000 | (1) | Cornerstone Chemical Co., 6.750%, 08/15/2024 | 1,384,425 | 0.4 | ||||||||||
1,185,000 | (1) | First Quantum Minerals Ltd., 6.500%, 03/01/2024 | 1,118,344 | 0.3 | ||||||||||
775,000 | Freeport-McMoRan, Inc., 4.550%, 11/14/2024 | 761,437 | 0.2 | |||||||||||
720,000 | Hexion, Inc., 6.625%, 04/15/2020 | 603,000 | 0.2 | |||||||||||
865,000 | (1) | Hexion, Inc., 10.375%, 02/01/2022 | 728,762 | 0.2 | ||||||||||
1,295,000 | Momentive Performance Materials, Inc., 3.880%, 10/24/2021 | 1,400,219 | 0.4 | |||||||||||
1,520,000 | (1) | OCI NV, 6.625%, 04/15/2023 | 1,583,840 | 0.4 | ||||||||||
1,295,000 | Olin Corp., 5.125%, 09/15/2027 | 1,316,044 | 0.3 | |||||||||||
1,220,000 | (1) | Rayonier AM Products, Inc., 5.500%, 06/01/2024 | 1,149,850 | 0.3 | ||||||||||
1,680,000 | (1) | Schweitzer-Mauduit International, Inc., 6.875%, 10/01/2026 | 1,701,000 | 0.4 | ||||||||||
1,270,000 | (1) | Tronox, Inc., 6.500%, 04/15/2026 | 1,216,851 | 0.3 | ||||||||||
20,796,567 | 5.4 | |||||||||||||
Communications: 19.7% | ||||||||||||||
2,400,000 | (1) | Altice France SA/France, 6.250%, 05/15/2024 | 2,427,000 | 0.6 | ||||||||||
200,000 | (1) | Altice France SA/France, 8.125%, 02/01/2027 | 202,500 | 0.0 | ||||||||||
1,300,000 | (1) | Altice Luxembourg SA, 7.625%, 02/15/2025 | 1,144,000 | 0.3 | ||||||||||
1,645,000 | (1) | Altice Luxembourg SA, 7.750%, 05/15/2022 | 1,649,112 | 0.4 | ||||||||||
1,850,000 | AMC Networks, Inc., 4.750%, 08/01/2025 | 1,840,750 | 0.5 | |||||||||||
1,345,000 | (1) | Block Communications, Inc., 6.875%, 02/15/2025 | 1,400,481 | 0.4 |
1,600,000 | (1) | C&W Senior Financing DAC, 7.500%, 10/15/2026 | 1,652,000 | 0.4 | ||||||||||
865,000 | Cablevision Systems Corp., 5.875%, 09/15/2022 | 906,087 | 0.2 | |||||||||||
1,125,000 | (1),(2) | CBS Radio, Inc., 7.250%, 11/01/2024 | 1,125,000 | 0.3 | ||||||||||
1,610,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | 1,624,087 | 0.4 | ||||||||||
515,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | 510,494 | 0.1 | ||||||||||
840,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.500%, 05/01/2026 | 869,400 | 0.2 | ||||||||||
2,060,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 02/15/2026 | 2,163,000 | 0.6 | ||||||||||
1,105,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.875%, 04/01/2024 | 1,157,609 | 0.3 | ||||||||||
1,005,000 | CenturyLink, Inc., 5.625%, 04/01/2020 | 1,028,055 | 0.3 | |||||||||||
625,000 | (2) | CenturyLink, Inc., 5.625%, 04/01/2025 | 606,250 | 0.2 | ||||||||||
625,000 | CenturyLink, Inc., 5.800%, 03/15/2022 | 641,406 | 0.2 | |||||||||||
1,430,000 | (1) | Clear Channel Worldwide Holdings, Inc., 9.250%, 02/15/2024 | 1,519,375 | 0.4 | ||||||||||
600,000 | (1) | CommScope Finance LLC, 8.250%, 03/01/2027 | 624,000 | 0.2 | ||||||||||
2,130,000 | (1) | CommScope Tech Finance LLC, 6.000%, 06/15/2025 | 2,078,773 | 0.5 | ||||||||||
2,485,000 | CSC Holdings LLC, 5.250%, 06/01/2024 | 2,528,487 | 0.7 | |||||||||||
1,845,000 | (1) | CSC Holdings LLC, 5.500%, 05/15/2026 | 1,900,903 | 0.5 | ||||||||||
600,000 | (1) | CSC Holdings LLC, 7.500%, 04/01/2028 | 645,930 | 0.2 | ||||||||||
530,000 | DISH DBS Corp., 5.000%, 03/15/2023 | 478,987 | 0.1 | |||||||||||
960,000 | DISH DBS Corp., 5.875%, 07/15/2022 | 932,688 | 0.2 | |||||||||||
3,215,000 | DISH DBS Corp., 5.875%, 11/15/2024 | 2,712,656 | 0.7 | |||||||||||
1,005,000 | Embarq Corp., 7.995%, 06/01/2036 | 983,644 | 0.3 | |||||||||||
1,810,000 | Frontier Communications Corp., 6.875%, 01/15/2025 | 984,187 | 0.3 | |||||||||||
1,000,000 | (1) | Frontier Communications Corp., 8.000%, 04/01/2027 | 1,035,000 | 0.3 | ||||||||||
1,405,000 | Frontier Communications Corp., 11.000%, 09/15/2025 | 932,808 | 0.2 |
See Accompanying Notes to Financial Statements
10 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019 (continued) |
1,495,000 | (1) | Gray Television, Inc., 5.125%, 10/15/2024 | 1,502,475 | 0.4 | ||||||||||
755,000 | (1) | Gray Television, Inc., 7.000%, 05/15/2027 | 804,075 | 0.2 | ||||||||||
1,225,000 | Hughes Satellite Systems Corp., 6.625%, 08/01/2026 | 1,203,562 | 0.3 | |||||||||||
1,110,000 | (1) | Intelsat Connect Finance SA, 9.500%, 02/15/2023 | 988,233 | 0.3 | ||||||||||
1,110,000 | (1) | Intelsat Jackson Holdings SA, 8.500%, 10/15/2024 | 1,085,025 | 0.3 | ||||||||||
1,550,000 | (2) | Intelsat Luxembourg SA, 8.125%, 06/01/2023 | 1,085,000 | 0.3 | ||||||||||
955,000 | Level 3 Financing, Inc., 5.125%, 05/01/2023 | 966,938 | 0.2 | |||||||||||
960,000 | Level 3 Financing, Inc., 5.250%, 03/15/2026 | 960,000 | 0.2 | |||||||||||
960,000 | Level 3 Financing, Inc., 5.375%, 01/15/2024 | 980,256 | 0.3 | |||||||||||
2,040,000 | (1) | Netflix, Inc., 5.875%, 11/15/2028 | 2,159,850 | 0.6 | ||||||||||
1,735,000 | (1) | Nexstar Broadcasting, Inc., 5.625%, 08/01/2024 | 1,765,363 | 0.5 | ||||||||||
350,000 | Nexstar Broadcasting, Inc., 5.875%, 11/15/2022 | 360,063 | 0.1 | |||||||||||
1,590,000 | (1) | Plantronics, Inc., 5.500%, 05/31/2023 | 1,597,950 | 0.4 | ||||||||||
1,045,000 | (1) | Salem Media Group, Inc., 6.750%, 06/01/2024 | 950,950 | 0.2 | ||||||||||
580,000 | (1) | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | 558,250 | 0.1 | ||||||||||
770,000 | Sinclair Television Group, Inc., 6.125%, 10/01/2022 | 785,400 | 0.2 | |||||||||||
1,730,000 | (1) | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | 1,737,526 | 0.4 | ||||||||||
1,245,000 | (1) | Sirius XM Radio, Inc., 6.000%, 07/15/2024 | 1,294,800 | 0.3 | ||||||||||
720,000 | Sprint Communications, Inc., 6.000%, 11/15/2022 | 727,416 | 0.2 | |||||||||||
3,720,000 | Sprint Corp., 7.125%, 06/15/2024 | 3,785,100 | 1.0 | |||||||||||
2,085,000 | Sprint Corp., 7.250%, 09/15/2021 | 2,194,463 | 0.6 | |||||||||||
1,850,000 | Sprint Corp., 7.625%, 03/01/2026 | 1,882,375 | 0.5 | |||||||||||
750,000 | Telecom Italia Capital SA, 6.000%, 09/30/2034 | 697,500 | 0.2 | |||||||||||
900,000 | Telecom Italia Capital SA, 6.375%, 11/15/2033 | 873,000 | 0.2 | |||||||||||
1,415,000 | (1) | Telesat Canada / Telesat LLC, 8.875%, 11/15/2024 | 1,528,200 | 0.4 | ||||||||||
585,000 | T-Mobile USA, Inc., 4.500%, 02/01/2026 | 586,874 | 0.1 | |||||||||||
150,000 | T-Mobile USA, Inc., 5.125%, 04/15/2025 | 154,125 | 0.0 |
1,875,000 | T-Mobile USA, Inc., 5.375%, 04/15/2027 | 1,945,313 | 0.5 | |||||||||||
1,195,000 | (3) | Viacom, Inc., 6.250%, 02/28/2057 | 1,197,988 | 0.3 | ||||||||||
335,000 | (1) | ViaSat, Inc., 5.625%, 04/15/2027 | 341,737 | 0.1 | ||||||||||
1,200,000 | Zayo Group LLC / Zayo Capital, Inc., 6.000%, 04/01/2023 | 1,221,000 | 0.3 | |||||||||||
76,225,476 | 19.7 | |||||||||||||
Consumer, Cyclical: 15.9% | ||||||||||||||
2,355,000 | (1) | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | 2,332,157 | 0.6 | ||||||||||
1,020,000 | (1) | Allison Transmission, Inc., 5.875%, 06/01/2029 | 1,034,025 | 0.3 | ||||||||||
1,690,000 | AMC Entertainment Holdings, Inc., 5.875%, 11/15/2026 | 1,529,450 | 0.4 | |||||||||||
1,535,000 | Asbury Automotive Group, Inc., 6.000%, 12/15/2024 | 1,586,346 | 0.4 | |||||||||||
820,000 | (1) | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.750%, 08/01/2025 | 750,300 | 0.2 | ||||||||||
750,000 | (1) | Ashton Woods USA LLC / Ashton Woods Finance Co., 9.875%, 04/01/2027 | 768,750 | 0.2 | ||||||||||
1,535,000 | (1) | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | 1,485,112 | 0.4 | ||||||||||
1,565,000 | Caleres, Inc., 6.250%, 08/15/2023 | 1,631,512 | 0.4 | |||||||||||
1,005,000 | (1) | Carmike Cinemas, Inc., 6.000%, 06/15/2023 | 1,056,556 | 0.3 | ||||||||||
1,215,000 | (1) | CCM Merger, Inc., 6.000%, 03/15/2022 | 1,249,931 | 0.3 | ||||||||||
1,345,000 | Cedar Fair L.P. / Canada's Wonderland Co. / Magnum Management Corp., 5.375%, 06/01/2024 | 1,380,226 | 0.4 | |||||||||||
1,595,000 | Century Communities, Inc., 5.875%, 07/15/2025 | 1,523,225 | 0.4 | |||||||||||
1,845,000 | Dana, Inc., 5.500%, 12/15/2024 | 1,845,000 | 0.5 | |||||||||||
1,895,000 | (1) | EMI Music Publishing Group North America Holdings, Inc., 7.625%, 06/15/2024 | 2,013,437 | 0.5 | ||||||||||
1,880,000 | (1) | Golden Nugget, Inc., 6.750%, 10/15/2024 | 1,894,100 | 0.5 | ||||||||||
1,705,000 | H&E Equipment Services, Inc., 5.625%, 09/01/2025 | 1,707,131 | 0.4 | |||||||||||
900,000 | (1) | International Game Technology PLC, 6.250%, 02/15/2022 | 939,375 | 0.2 | ||||||||||
865,000 | (1) | International Game Technology PLC, 6.500%, 02/15/2025 | 903,925 | 0.2 |
See Accompanying Notes to Financial Statements
11 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019 (continued) |
1,995,000 | L Brands, Inc., 6.750%, 07/01/2036 | 1,685,775 | 0.4 | |||||||||||
1,205,000 | Lennar Corp., 5.250%, 06/01/2026 | 1,244,162 | 0.3 | |||||||||||
540,000 | Lennar Corp., 5.375%, 10/01/2022 | 564,975 | 0.1 | |||||||||||
580,000 | Lennar Corp., 8.375%, 01/15/2021 | 629,300 | 0.2 | |||||||||||
1,800,000 | (1) | Live Nation Entertainment, Inc., 5.375%, 06/15/2022 | 1,827,000 | 0.5 | ||||||||||
955,000 | M/I Homes, Inc., 5.625%, 08/01/2025 | 919,188 | 0.2 | |||||||||||
775,000 | M/I Homes, Inc., 6.750%, 01/15/2021 | 788,563 | 0.2 | |||||||||||
1,620,000 | (2) | Men's Wearhouse, Inc./The, 7.000%, 07/01/2022 | 1,603,800 | 0.4 | ||||||||||
820,000 | Meritage Homes Corp., 5.125%, 06/06/2027 | 797,204 | 0.2 | |||||||||||
1,036,000 | Meritage Homes Corp., 7.000%, 04/01/2022 | 1,112,405 | 0.3 | |||||||||||
1,655,000 | MGM Resorts International, 5.750%, 06/15/2025 | 1,723,269 | 0.4 | |||||||||||
1,125,000 | MGM Resorts International, 6.000%, 03/15/2023 | 1,189,687 | 0.3 | |||||||||||
960,000 | MGM Resorts International, 7.750%, 03/15/2022 | 1,063,200 | 0.3 | |||||||||||
1,680,000 | (1) | Navistar International Corp., 6.625%, 11/01/2025 | 1,715,700 | 0.4 | ||||||||||
345,000 | (1) | Panther BF Aggregator 2 L.P. / Panther Finance Co., Inc., 6.250%, 05/15/2026 | 352,763 | 0.1 | ||||||||||
520,000 | (1) | Panther BF Aggregator 2 L.P. / Panther Finance Co., Inc., 8.500%, 05/15/2027 | 522,600 | 0.1 | ||||||||||
1,175,000 | (1) | Penn National Gaming, Inc., 5.625%, 01/15/2027 | 1,145,625 | 0.3 | ||||||||||
2,790,000 | (1) | PetSmart, Inc., 7.125%, 03/15/2023 | 2,092,500 | 0.5 | ||||||||||
1,000,000 | (1) | Scientific Games International, Inc., 5.000%, 10/15/2025 | 982,500 | 0.3 | ||||||||||
870,000 | Scientific Games International, Inc., 6.625%, 05/15/2021 | 883,050 | 0.2 | |||||||||||
565,000 | (1) | Scientific Games International, Inc., 8.250%, 03/15/2026 | 577,713 | 0.2 | ||||||||||
1,105,000 | Scientific Games International, Inc., 10.000%, 12/01/2022 | 1,167,156 | 0.3 | |||||||||||
1,730,000 | (1) | Silversea Cruise Finance Ltd., 7.250%, 02/01/2025 | 1,879,645 | 0.5 | ||||||||||
1,485,000 | (1) | Six Flags Entertainment Corp., 5.500%, 04/15/2027 | 1,472,081 | 0.4 | ||||||||||
1,150,000 | (1) | Station Casinos LLC, 5.000%, 10/01/2025 | 1,135,625 | 0.3 |
1,440,000 | Taylor Morrison Communities, Inc., 6.625%, 05/15/2022 | 1,494,000 | 0.4 | |||||||||||
885,000 | Tempur Sealy International, Inc., 5.500%, 06/15/2026 | 888,867 | 0.2 | |||||||||||
1,510,000 | (1) | Viking Cruises Ltd., 5.875%, 09/15/2027 | 1,472,250 | 0.4 | ||||||||||
350,000 | (1) | William Carter Co/The, 5.625%, 03/15/2027 | 363,125 | 0.1 | ||||||||||
700,000 | (1) | WMG Acquisition Corp., 5.000%, 08/01/2023 | 714,875 | 0.2 | ||||||||||
565,000 | (1) | WMG Acquisition Corp., 5.625%, 04/15/2022 | 572,769 | 0.2 | ||||||||||
1,510,000 | (1) | Wolverine World Wide, Inc., 5.000%, 09/01/2026 | 1,472,250 | 0.4 | ||||||||||
61,684,180 | 15.9 | |||||||||||||
Consumer, Non-cyclical: 16.7% | ||||||||||||||
435,000 | Acadia Healthcare Co., Inc., 5.125%, 07/01/2022 | 438,262 | 0.1 | |||||||||||
960,000 | Acadia Healthcare Co., Inc., 5.625%, 02/15/2023 | 970,800 | 0.3 | |||||||||||
1,865,000 | Albertsons Cos LLC / Safeway, Inc. / New Albertsons L.P. / Albertson's LLC, 6.625%, 06/15/2024 | 1,892,975 | 0.5 | |||||||||||
665,000 | (1) | Albertsons Cos LLC / Safeway, Inc. / New Albertsons L.P. / Albertson's LLC, 7.500%, 03/15/2026 | 687,444 | 0.2 | ||||||||||
1,610,000 | (1),(2) | Aptim Corp., 7.750%, 06/15/2025 | 1,251,775 | 0.3 | ||||||||||
3,125,000 | (1) | Bausch Health Americas, Inc., 8.500%, 01/31/2027 | 3,320,313 | 0.9 | ||||||||||
1,610,000 | (1) | Bausch Health Cos, Inc., 5.500%, 03/01/2023 | 1,623,814 | 0.4 | ||||||||||
335,000 | (1) | Bausch Health Cos, Inc., 5.500%, 11/01/2025 | 343,375 | 0.1 | ||||||||||
780,000 | (1) | Bausch Health Cos, Inc., 6.125%, 04/15/2025 | 774,150 | 0.2 | ||||||||||
1,090,000 | (1) | Bausch Health Cos, Inc., 7.000%, 03/15/2024 | 1,155,945 | 0.3 | ||||||||||
1,120,000 | (1) | Cardtronics, Inc. / Cardtronics USA, Inc., 5.500%, 05/01/2025 | 1,100,400 | 0.3 | ||||||||||
515,000 | Centene Corp., 4.750%, 01/15/2025 | 526,587 | 0.1 | |||||||||||
935,000 | Centene Corp., 5.625%, 02/15/2021 | 950,194 | 0.2 | |||||||||||
1,180,000 | Centene Corp., 6.125%, 02/15/2024 | 1,237,879 | 0.3 | |||||||||||
1,050,000 | Central Garden & Pet Co., 5.125%, 02/01/2028 | 966,000 | 0.3 |
See Accompanying Notes to Financial Statements
12 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019 (continued) |
1,430,000 | CHS/Community Health Systems, Inc., 6.250%, 03/31/2023 | 1,347,775 | 0.4 | |||||||||||
1,200,000 | (1) | Cott Holdings, Inc., 5.500%, 04/01/2025 | 1,215,000 | 0.3 | ||||||||||
1,450,000 | DaVita, Inc., 5.125%, 07/15/2024 | 1,435,500 | 0.4 | |||||||||||
890,000 | (1),(4) | Eagle Holding CO II LLC, 7.625% (PIK Rate 8.375%, Cash Rate 7.625%), 05/15/2022 | 900,012 | 0.2 | ||||||||||
450,000 | (1) | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 5.875%, 10/15/2024 | 443,812 | 0.1 | ||||||||||
1,465,000 | (1) | Garda World Security Corp., 8.750%, 05/15/2025 | 1,402,737 | 0.4 | ||||||||||
1,535,000 | (1) | Graham Holdings Co., 5.750%, 06/01/2026 | 1,615,587 | 0.4 | ||||||||||
2,300,000 | HCA Healthcare, Inc., 6.250%, 02/15/2021 | 2,422,705 | 0.6 | |||||||||||
3,185,000 | HCA, Inc., 5.375%, 02/01/2025 | 3,384,062 | 0.9 | |||||||||||
1,345,000 | HCA, Inc., 7.500%, 02/15/2022 | 1,486,629 | 0.4 | |||||||||||
555,000 | (1) | Hertz Corp./The, 7.625%, 06/01/2022 | 569,430 | 0.1 | ||||||||||
1,090,000 | (1) | Hertz Corp., 5.500%, 10/15/2024 | 919,688 | 0.2 | ||||||||||
720,000 | Hertz Corp., 7.375%, 01/15/2021 | 720,000 | 0.2 | |||||||||||
1,875,000 | (1) | Hill-Rom Holdings, Inc., 5.750%, 09/01/2023 | 1,940,625 | 0.5 | ||||||||||
1,475,000 | (1) | Jaguar Holding Co. II / Pharmaceutical Product Development LLC, 6.375%, 08/01/2023 | 1,506,344 | 0.4 | ||||||||||
885,000 | (1) | JBS USA LUX SA / JBS USA Finance, Inc., 5.875%, 07/15/2024 | 912,656 | 0.2 | ||||||||||
885,000 | (1) | JBS USA LUX SA / JBS USA Finance, Inc., 6.750%, 02/15/2028 | 919,294 | 0.2 | ||||||||||
1,340,000 | Molina Healthcare, Inc., 5.375%, 11/15/2022 | 1,396,092 | 0.4 | |||||||||||
1,620,000 | (1) | MPH Acquisition Holdings LLC, 7.125%, 06/01/2024 | 1,620,000 | 0.4 | ||||||||||
625,000 | New Albertsons L.P., 7.450%, 08/01/2029 | 556,250 | 0.1 | |||||||||||
1,230,000 | (1) | Par Pharmaceutical, Inc., 7.500%, 04/01/2027 | 1,249,988 | 0.3 | ||||||||||
770,000 | (1) | Pilgrim's Pride Corp., 5.750%, 03/15/2025 | 781,550 | 0.2 | ||||||||||
795,000 | (1) | Pilgrim's Pride Corp., 5.875%, 09/30/2027 | 802,950 | 0.2 | ||||||||||
600,000 | (1),(4) | Polaris Intermediate Corp., 8.500% (PIK Rate 8.500%, Cash Rate 0.000%), 12/01/2022 | 594,150 | 0.2 | ||||||||||
1,825,000 | (1) | Post Holdings, Inc., 5.625%, 01/15/2028 | 1,818,156 | 0.5 | ||||||||||
865,000 | (1) | Post Holdings, Inc., 8.000%, 07/15/2025 | 927,713 | 0.2 |
1,000,000 | (1) | Simmons Foods, Inc., 5.750%, 11/01/2024 | 882,500 | 0.2 | ||||||||||
1,345,000 | Spectrum Brands, Inc., 5.750%, 07/15/2025 | 1,361,813 | 0.4 | |||||||||||
1,295,000 | Teleflex, Inc., 5.250%, 06/15/2024 | 1,331,428 | 0.3 | |||||||||||
700,000 | Tenet Healthcare Corp., 5.125%, 05/01/2025 | 705,285 | 0.2 | |||||||||||
1,675,000 | Tenet Healthcare Corp., 6.750%, 06/15/2023 | 1,731,531 | 0.5 | |||||||||||
550,000 | Tenet Healthcare Corp., 8.125%, 04/01/2022 | 593,780 | 0.2 | |||||||||||
1,350,000 | Teva Pharmaceutical Finance Netherlands III BV, 6.000%, 04/15/2024 | 1,355,946 | 0.4 | |||||||||||
530,000 | United Rentals North America, Inc., 4.625%, 10/15/2025 | 524,700 | 0.1 | |||||||||||
720,000 | United Rentals North America, Inc., 4.875%, 01/15/2028 | 702,144 | 0.2 | |||||||||||
770,000 | United Rentals North America, Inc., 5.500%, 07/15/2025 | 789,250 | 0.2 | |||||||||||
335,000 | United Rentals North America, Inc., 5.500%, 05/15/2027 | 339,188 | 0.1 | |||||||||||
1,245,000 | United Rentals North America, Inc., 6.500%, 12/15/2026 | 1,313,475 | 0.3 | |||||||||||
1,705,000 | (1) | Vizient, Inc., 10.375%, 03/01/2024 | 1,855,125 | 0.5 | ||||||||||
905,000 | (1) | West Street Merger Sub, Inc., 6.375%, 09/01/2025 | 884,638 | 0.2 | ||||||||||
64,499,421 | 16.7 | |||||||||||||
Energy: 14.2% | ||||||||||||||
1,465,000 | Antero Resources Corp., 5.125%, 12/01/2022 | 1,478,258 | 0.4 | |||||||||||
650,000 | (2) | Antero Resources Corp., 5.000%, 03/01/2025 | 642,687 | 0.2 | ||||||||||
755,000 | (1) | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.875%, 04/01/2027 | 771,761 | 0.2 | ||||||||||
1,440,000 | (1) | Calfrac Holdings L.P., 8.500%, 06/15/2026 | 1,123,200 | 0.3 | ||||||||||
2,735,000 | (1),(2) | California Resources Corp., 8.000%, 12/15/2022 | 2,154,633 | 0.6 | ||||||||||
1,570,000 | Cheniere Corpus Christi Holdings LLC, 5.125%, 06/30/2027 | 1,650,462 | 0.4 | |||||||||||
865,000 | Cheniere Corpus Christi Holdings LLC, 5.875%, 03/31/2025 | 942,850 | 0.2 | |||||||||||
1,970,000 | (2) | Chesapeake Energy Corp., 8.000%, 01/15/2025 | 2,019,250 | 0.5 | ||||||||||
1,205,000 | (1) | Covey Park Energy LLC / Covey Park Finance Corp., 7.500%, 05/15/2025 | 1,123,301 | 0.3 |
See Accompanying Notes to Financial Statements
13 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019 (continued) |
1,295,000 | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 5.750%, 04/01/2025 | 1,333,850 | 0.3 | |||||||||||
650,000 | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 6.250%, 04/01/2023 | 669,500 | 0.2 | |||||||||||
1,530,000 | Delek Logistics Partners L.P. / Delek Logistics Finance Corp., 6.750%, 05/15/2025 | 1,522,350 | 0.4 | |||||||||||
1,150,000 | Diamond Offshore Drilling, Inc., 4.875%, 11/01/2043 | 733,125 | 0.2 | |||||||||||
1,110,000 | Diamondback Energy, Inc., 4.750%, 11/01/2024 | 1,138,915 | 0.3 | |||||||||||
480,000 | Diamondback Energy, Inc., 5.375%, 05/31/2025 | 502,200 | 0.1 | |||||||||||
1,460,000 | Montage Resources Corp., 8.875%, 07/15/2023 | 1,397,950 | 0.4 | |||||||||||
810,000 | (1) | Endeavor Energy Resources L.P. / EER Finance, Inc., 5.500%, 01/30/2026 | 836,325 | 0.2 | ||||||||||
805,000 | (1) | Endeavor Energy Resources L.P. / EER Finance, Inc., 5.750%, 01/30/2028 | 849,275 | 0.2 | ||||||||||
1,075,000 | EnLink Midstream Partners L.P., 4.150%, 06/01/2025 | 1,038,719 | 0.3 | |||||||||||
1,075,000 | EnLink Midstream Partners L.P., 4.850%, 07/15/2026 | 1,070,969 | 0.3 | |||||||||||
1,150,000 | Ensco Rowan plc, 5.200%, 03/15/2025 | 897,345 | 0.2 | |||||||||||
720,000 | Ensco Rowan plc, 5.750%, 10/01/2044 | 466,200 | 0.1 | |||||||||||
1,410,000 | Enviva Partners L.P. / Enviva Partners Finance Corp., 8.500%, 11/01/2021 | 1,475,212 | 0.4 | |||||||||||
1,470,000 | Gulfport Energy Corp., 6.000%, 10/15/2024 | 1,341,581 | 0.3 | |||||||||||
385,000 | Gulfport Energy Corp., 6.375%, 01/15/2026 | 342,650 | 0.1 | |||||||||||
1,390,000 | (1) | Hess Infrastructure Partners L.P. / Hess Infrastructure Partners Finance Corp., 5.625%, 02/15/2026 | 1,421,275 | 0.4 | ||||||||||
1,245,000 | (1) | Indigo Natural Resources LLC, 6.875%, 02/15/2026 | 1,108,050 | 0.3 | ||||||||||
230,000 | Jagged Peak Energy LLC, 5.875%, 05/01/2026 | 229,207 | 0.1 | |||||||||||
1,790,000 | (1) | Jonah Energy LLC / Jonah Energy Finance Corp., 7.250%, 10/15/2025 | 957,650 | 0.2 |
1,625,000 | (1) | Lonestar Resources America, Inc., 11.250%, 01/01/2023 | 1,584,375 | 0.4 | ||||||||||
1,430,000 | (1) | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp., 6.000%, 08/01/2026 | 1,451,450 | 0.4 | ||||||||||
1,245,000 | (1) | Moss Creek Resources Holdings, Inc., 7.500%, 01/15/2026 | 1,154,738 | 0.3 | ||||||||||
1,160,000 | Murphy Oil Corp., 4.450%, 12/01/2022 | 1,175,223 | 0.3 | |||||||||||
925,000 | Murphy Oil Corp., 5.750%, 08/15/2025 | 956,041 | 0.2 | |||||||||||
215,000 | Murphy Oil USA, Inc., 5.625%, 05/01/2027 | 223,600 | 0.1 | |||||||||||
1,680,000 | Murphy Oil USA, Inc., 6.000%, 08/15/2023 | 1,728,300 | 0.4 | |||||||||||
1,470,000 | (1) | Murray Energy Corp., 11.250%, 04/15/2021 | 786,450 | 0.2 | ||||||||||
210,000 | (1) | NGPL PipeCo LLC, 4.375%, 08/15/2022 | 213,675 | 0.1 | ||||||||||
960,000 | (1) | NGPL PipeCo LLC, 4.875%, 08/15/2027 | 973,200 | 0.2 | ||||||||||
770,000 | (1) | Noble Holding International Ltd., 7.875%, 02/01/2026 | 717,063 | 0.2 | ||||||||||
1,270,000 | PBF Logistics L.P. / PBF Logistics Finance Corp., 6.875%, 05/15/2023 | 1,298,575 | 0.3 | |||||||||||
900,000 | (1),(2) | Sanchez Energy Corp., 7.250%, 02/15/2023 | 729,000 | 0.2 | ||||||||||
810,000 | Sunoco L.P. / Sunoco Finance Corp., 4.875%, 01/15/2023 | 824,904 | 0.2 | |||||||||||
80,000 | Sunoco L.P. / Sunoco Finance Corp., 5.500%, 02/15/2026 | 79,400 | 0.0 | |||||||||||
80,000 | Sunoco L.P. / Sunoco Finance Corp., 5.875%, 03/15/2028 | 79,600 | 0.0 | |||||||||||
1,535,000 | (1) | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | 1,544,594 | 0.4 | ||||||||||
355,000 | (1) | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 6.500%, 07/15/2027 | 383,844 | 0.1 | ||||||||||
1,060,000 | (1) | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 6.875%, 01/15/2029 | 1,156,725 | 0.3 | ||||||||||
2,040,000 | Transocean, Inc., 6.800%, 03/15/2038 | 1,611,600 | 0.4 | |||||||||||
1,585,000 | Unit Corp., 6.625%, 05/15/2021 | 1,529,525 | 0.4 | |||||||||||
1,545,000 | (1) | Vermilion Energy, Inc., 5.625%, 03/15/2025 | 1,506,375 | 0.4 | ||||||||||
2,078,000 | WPX Energy, Inc., 6.000%, 01/15/2022 | 2,166,315 | 0.6 | |||||||||||
55,113,322 | 14.2 |
See Accompanying Notes to Financial Statements
14 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019 (continued) |
Financial: 6.1% | ||||||||||||||
2,125,000 | Ally Financial, Inc., 5.750%, 11/20/2025 | 2,271,327 | 0.6 | |||||||||||
1,500,000 | Ally Financial, Inc., 7.500%, 09/15/2020 | 1,593,750 | 0.4 | |||||||||||
1,060,000 | CIT Group, Inc., 5.000%, 08/15/2022 | 1,106,375 | 0.3 | |||||||||||
205,000 | CIT Group, Inc., 5.250%, 03/07/2025 | 218,643 | 0.1 | |||||||||||
415,000 | CIT Group, Inc., 6.125%, 03/09/2028 | 462,725 | 0.1 | |||||||||||
1,525,000 | (1) | ESH Hospitality, Inc., 5.250%, 05/01/2025 | 1,519,281 | 0.4 | ||||||||||
1,465,000 | (1) | HUB International Ltd., 7.000%, 05/01/2026 | 1,454,012 | 0.4 | ||||||||||
1,570,000 | (1) | Lions Gate Capital Holdings LLC, 5.875%, 11/01/2024 | 1,624,950 | 0.4 | ||||||||||
1,600,000 | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 5.625%, 05/01/2024 | 1,678,000 | 0.4 | |||||||||||
770,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 5.000%, 10/15/2027 | 785,400 | 0.2 | |||||||||||
200,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 5.250%, 08/01/2026 | 206,750 | 0.0 | |||||||||||
215,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 5.500%, 05/01/2024 | 221,450 | 0.1 | |||||||||||
960,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 6.375%, 03/01/2024 | 1,005,600 | 0.3 | |||||||||||
1,585,000 | Navient Corp., 7.250%, 09/25/2023 | 1,680,100 | 0.4 | |||||||||||
1,300,000 | (1) | Quicken Loans, Inc., 5.250%, 01/15/2028 | 1,222,000 | 0.3 | ||||||||||
1,910,000 | (1) | Realogy Group LLC / Realogy Co-Issuer Corp., 5.250%, 12/01/2021 | 1,926,713 | 0.5 | ||||||||||
410,000 | Springleaf Finance Corp., 6.125%, 05/15/2022 | 426,400 | 0.1 | |||||||||||
1,025,000 | Springleaf Finance Corp., 6.125%, 03/15/2024 | 1,050,605 | 0.3 | |||||||||||
1,625,000 | Springleaf Finance Corp., 7.125%, 03/15/2026 | 1,657,492 | 0.4 | |||||||||||
1,630,000 | (1) | Tempo Acquisition LLC / Tempo Acquisition Finance Corp., 6.750%, 06/01/2025 | 1,650,375 | 0.4 | ||||||||||
23,761,948 | 6.1 | |||||||||||||
Industrial: 10.7% | ||||||||||||||
1,655,000 | (1) | Advanced Disposal Services, Inc., 5.625%, 11/15/2024 | 1,696,375 | 0.4 |
1,610,000 | AECOM, 5.875%, 10/15/2024 | 1,702,575 | 0.4 | |||||||||||
1,775,000 | (4) | ARD Finance SA, 7.125% (PIK Rate 7.875%, Cash Rate 0.000%), 09/15/2023 | 1,777,219 | 0.5 | ||||||||||
327,433 | (1),(2),(4) | ARD Securities Finance SARL, 8.750% (PIK Rate 8.750%, Cash Rate 8.750%), 01/31/2023 | 311,880 | 0.1 | ||||||||||
625,000 | (1) | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 7.250%, 05/15/2024 | 660,750 | 0.2 | ||||||||||
1,400,000 | (1) | ATS Automation Tooling Systems, Inc., 6.500%, 06/15/2023 | 1,454,250 | 0.4 | ||||||||||
700,000 | (1) | Avolon Holdings Funding Ltd., 5.250%, 05/15/2024 | 722,750 | 0.2 | ||||||||||
1,535,000 | (1) | BMC East LLC, 5.500%, 10/01/2024 | 1,513,894 | 0.4 | ||||||||||
1,920,000 | (1) | Bombardier, Inc., 8.750%, 12/01/2021 | 2,128,800 | 0.5 | ||||||||||
1,945,000 | (1) | BWAY Holding Co., 7.250%, 04/15/2025 | 1,882,993 | 0.5 | ||||||||||
1,505,000 | (1) | FXI Holdings, Inc., 7.875%, 11/01/2024 | 1,403,412 | 0.4 | ||||||||||
1,585,000 | (1) | Itron, Inc., 5.000%, 01/15/2026 | 1,563,206 | 0.4 | ||||||||||
1,475,000 | (1) | James Hardie International Finance DAC, 4.750%, 01/15/2025 | 1,460,250 | 0.4 | ||||||||||
1,295,000 | (1) | Koppers, Inc., 6.000%, 02/15/2025 | 1,272,337 | 0.3 | ||||||||||
1,055,000 | (1) | Masonite International Corp., 5.625%, 03/15/2023 | 1,082,694 | 0.3 | ||||||||||
625,000 | (1) | Masonite International Corp., 5.750%, 09/15/2026 | 640,625 | 0.2 | ||||||||||
200,000 | (1) | Multi-Color Corp., 4.875%, 11/01/2025 | 207,000 | 0.1 | ||||||||||
1,825,000 | (1) | Multi-Color Corp., 6.125%, 12/01/2022 | 1,884,312 | 0.5 | ||||||||||
1,250,000 | (1) | Novelis Corp., 5.875%, 09/30/2026 | 1,246,875 | 0.3 | ||||||||||
535,000 | (1) | Novelis Corp., 6.250%, 08/15/2024 | 548,375 | 0.1 | ||||||||||
460,000 | (1) | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/2023 | 483,529 | 0.1 | ||||||||||
1,270,000 | (1) | Owens-Brockway Glass Container, Inc., 6.375%, 08/15/2025 | 1,336,675 | 0.3 | ||||||||||
700,000 | (1) | Park Aerospace Holdings Ltd., 5.250%, 08/15/2022 | 719,180 | 0.2 | ||||||||||
1,200,000 | (1) | PGT Escrow Issuer, Inc., 6.750%, 08/01/2026 | 1,251,000 | 0.3 | ||||||||||
1,450,000 | (1) | Resideo Funding, Inc., 6.125%, 11/01/2026 | 1,500,750 | 0.4 |
See Accompanying Notes to Financial Statements
15 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019 (continued) |
985,000 | (1) | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/2023 | 1,002,238 | 0.3 | ||||||||||
135,000 | (1) | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 7.000%, 07/15/2024 | 139,320 | 0.0 | ||||||||||
795,000 | (1) | Sealed Air Corp., 5.500%, 09/15/2025 | 838,884 | 0.2 | ||||||||||
2,065,000 | (1) | Standard Industries, Inc./NJ, 6.000%, 10/15/2025 | 2,172,566 | 0.6 | ||||||||||
1,265,000 | (1) | Stevens Holding Co., Inc., 6.125%, 10/01/2026 | 1,309,275 | 0.3 | ||||||||||
580,000 | (1) | Summit Materials LLC / Summit Materials Finance Corp., 5.125%, 06/01/2025 | 561,150 | 0.1 | ||||||||||
900,000 | (1) | Summit Materials LLC / Summit Materials Finance Corp., 6.500%, 03/15/2027 | 909,000 | 0.2 | ||||||||||
1,175,000 | TransDigm, Inc., 6.375%, 06/15/2026 | 1,167,480 | 0.3 | |||||||||||
1,350,000 | TransDigm, Inc., 6.500%, 05/15/2025 | 1,375,448 | 0.4 | |||||||||||
1,440,000 | (1) | Zekelman Industries, Inc., 9.875%, 06/15/2023 | 1,534,500 | 0.4 | ||||||||||
41,461,567 | 10.7 | |||||||||||||
Technology: 4.3% | ||||||||||||||
1,575,000 | (1) | Ascend Learning LLC, 6.875%, 08/01/2025 | 1,571,062 | 0.4 | ||||||||||
450,000 | CDW LLC / CDW Finance Corp., 5.000%, 09/01/2025 | 462,938 | 0.1 | |||||||||||
1,350,000 | CDW LLC / CDW Finance Corp., 5.500%, 12/01/2024 | 1,425,937 | 0.4 | |||||||||||
1,680,000 | (1) | Change Healthcare Holdings LLC / Change Healthcare Finance, Inc., 5.750%, 03/01/2025 | 1,668,576 | 0.4 | ||||||||||
520,000 | (1) | Dell International LLC / EMC Corp., 5.875%, 06/15/2021 | 529,960 | 0.1 | ||||||||||
520,000 | (1) | Dell International LLC / EMC Corp., 7.125%, 06/15/2024 | 551,410 | 0.2 | ||||||||||
1,195,000 | Donnelley Financial Solutions, Inc., 8.250%, 10/15/2024 | 1,206,950 | 0.3 | |||||||||||
1,660,000 | (1) | First Data Corp., 5.750%, 01/15/2024 | 1,713,120 | 0.4 | ||||||||||
810,000 | (1) | MSCI, Inc., 5.250%, 11/15/2024 | 842,238 | 0.2 | ||||||||||
380,000 | (1) | MSCI, Inc., 5.750%, 08/15/2025 | 400,900 | 0.1 | ||||||||||
975,000 | NCR Corp., 5.000%, 07/15/2022 | 977,438 | 0.3 |
1,000,000 | (1) | Open Text Corp., 5.625%, 01/15/2023 | 1,030,000 | 0.3 | ||||||||||
460,000 | (1) | Open Text Corp., 5.875%, 06/01/2026 | 481,850 | 0.1 | ||||||||||
425,000 | Qorvo, Inc., 7.000%, 12/01/2025 | 459,000 | 0.1 | |||||||||||
1,370,000 | (1) | RP Crown Parent LLC, 7.375%, 10/15/2024 | 1,407,675 | 0.4 | ||||||||||
855,000 | (1) | SS&C Technologies, Inc., 5.500%, 09/30/2027 | 865,153 | 0.2 | ||||||||||
1,330,000 | (1),(2) | Veritas US, Inc. / Veritas Bermuda Ltd.., 10.500%, 02/01/2024 | 1,197,000 | 0.3 | ||||||||||
16,791,207 | 4.3 | |||||||||||||
Utilities: 2.2% | ||||||||||||||
1,465,000 | Calpine Corp., 5.750%, 01/15/2025 | 1,461,337 | 0.4 | |||||||||||
1,520,000 | (1) | Drax Finco PLC, 6.625%, 11/01/2025 | 1,546,600 | 0.4 | ||||||||||
1,300,000 | (1) | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/2023 | 1,238,250 | 0.3 | ||||||||||
495,000 | NRG Energy, Inc., 5.750%, 01/15/2028 | 526,556 | 0.1 | |||||||||||
1,630,000 | NRG Energy, Inc., 6.625%, 01/15/2027 | 1,760,400 | 0.5 | |||||||||||
825,000 | (1) | Vistra Operations Co. LLC, 5.500%, 09/01/2026 | 860,063 | 0.2 | ||||||||||
1,050,000 | (1) | Vistra Operations Co. LLC, 5.625%, 02/15/2027 | 1,094,625 | 0.3 | ||||||||||
8,487,831 | 2.2 | |||||||||||||
Total Corporate Bonds/Notes (Cost $367,788,869) | 368,821,519 | 95.2 | ||||||||||||
BANK LOANS: 0.5% | ||||||||||||||
Containers & Glass Products: 0.2% | ||||||||||||||
925,000 | Reynolds Group Holdings Inc. USD 2017 Term Loan, 5.249%, (US0001M + 2.750%), 02/05/2023 | 915,337 | 0 .2 | |||||||||||
Health Care: 0.3% | ||||||||||||||
948,125 | Valeant Pharmaceuticals International, Inc. 2018 Term Loan B, 5.481%, (US0001M + 3.000%), 06/02/2025 | 942,372 | 0 .3 | |||||||||||
Total Bank Loans (Cost $1,861,447) | 1,857,709 | 0 .5 |
See Accompanying Notes to Financial Statements
16 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 0.2% | ||||||||||||||
Consumer Staples: 0.2% | ||||||||||||||
27,789 | (5),(6) | Southeastern Grocers, Inc. | 1,000,404 | 0.2 | ||||||||||
Total Common Stock (Cost $848,084) | 1,000,404 | 0.2 | ||||||||||||
OTHER: –% | ||||||||||||||
Basic Materials: –% | ||||||||||||||
2,000,000 | (5),(7),(8) | Momentive Performance Materials, Inc. (Escrow) | – | – | ||||||||||
Total Other (Cost $–) | – | – | ||||||||||||
Total Long-Term Investments (Cost $370,498,400) | 371,679,632 | 95.9 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 7.0% | ||||||||||||||
Commercial Paper: 3.1% | ||||||||||||||
3,000,000 | CVS Health Corp., 7.850%, 04/01/2019 | 2,999,355 | 0.8 | |||||||||||
6,000,000 | Kroger Co., 7.770%, 04/01/2019 | 5,998,723 | 1.5 | |||||||||||
2,000,000 | Sysco Corp., 7.700%, 04/01/2019 | 1,999,578 | 0.5 | |||||||||||
1,000,000 | Waste Management, Inc., 3.150%, 04/12/2019 | 998,967 | 0.3 | |||||||||||
11,996,623 | 3.1 | |||||||||||||
Securities Lending Collateral(9): 3.5% | ||||||||||||||
3,204,773 | Cantor Fitzgerald Securities, Repurchase Agreement dated 03/29/19, 2.65%, due 04/01/19 (Repurchase Amount $3,205,471, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $3,268,868, due 04/15/19-10/20/68) | 3,204,773 | 0.8 |
3,204,773 | Citibank N.A., Repurchase Agreement dated 03/29/19, 2.65%, due 04/01/19 (Repurchase Amount $3,205,471, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.960%-4.500%, Market Value plus accrued interest $3,273,920, due 01/01/28-07/01/48) | 3,204,773 | 0.8 | |||||||||||
3,204,773 | Jefferies LLC, Repurchase Agreement dated 03/29/19, 2.67%, due 04/01/19 (Repurchase Amount $3,205,476, collateralized by various U.S. Government Agency Obligations, 0.000%-6.625%, Market Value plus accrued interest $3,268,893, due 04/03/19-07/15/36) | 3,204,773 | 0.9 | |||||||||||
673,759 | Mizuho Securities USA LLC, Repurchase Agreement dated 03/29/19, 2.57%, due 04/01/19 (Repurchase Amount $673,901, collateralized by various U.S. Government Securities, 0.875%-2.875%, Market Value plus accrued interest $687,235, due 12/31/20-05/15/43) | 673,759 | 0.2 | |||||||||||
3,204,773 | RBC Dominion Securities Inc., Repurchase Agreement dated 03/29/19, 2.65%, due 04/01/19 (Repurchase Amount $3,205,471, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $3,268,868, due 04/11/19-09/09/49) | 3,204,773 | 0.8 | |||||||||||
13,492,851 | 3.5 |
See Accompanying Notes to Financial Statements
17 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.4% | ||||||||||||||
1,506,000 | (10) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.350% | 0 | 0 | ||||||||||
(Cost $1,506,000) | 1,506,000 | 0.4 | ||||||||||||
Total Short-Term Investments (Cost $26,998,041) | 26,995,473 | 7.0 | ||||||||||||
Total Investments in Securities (Cost $397,496,441) | $ | 398,675,106 | 102.9 | |||||||||||
Liabilities in Excess of Other Assets | (11,370,888 | ) | (2.9 | ) | ||||||||||
Net Assets | $ | 387,304,218 | 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 March 31, 2019. |
(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) | Non-income producing security. |
(7) | Defaulted security |
(8) | Restricted security as to resale, excluding Rule 144A securities. As of March 31, 2019, 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) | Represents securities purchased with cash collateral received for securities on loan. |
(10) | Rate shown is the 7-day yield as of March 31, 2019. |
Reference Rate Abbreviations:
US0001M | 1-month LIBOR |
See Accompanying Notes to Financial Statements
18 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 30.6% | ||||||||||||||
Basic Materials: 1.2% | ||||||||||||||
3,782,000 | (1) | Air Liquide Finance SA, 2.250%, 09/27/2023 | 3,668,926 | 0.1 | ||||||||||
2,746,000 | (1) | Anglo American Capital PLC, 4.875%, 05/14/2025 | 2,860,762 | 0.0 | ||||||||||
5,510,000 | ArcelorMittal, 5.500%, 03/01/2021 | 5,759,218 | 0.1 | |||||||||||
1,945,000 | ArcelorMittal, 7.000%, 10/15/2039 | 2,221,037 | 0.0 | |||||||||||
1,795,000 | BHP Billiton Finance USA Ltd., 2.875%, 02/24/2022 | 1,814,050 | 0.0 | |||||||||||
5,485,000 | CNAC HK Finbridge Co. Ltd, 5.125%, 03/14/2028 | 5,915,540 | 0.1 | |||||||||||
200,000 | Corp Nacional del Cobre de Chile, 3.625%, 08/01/2027 | 200,804 | 0.0 | |||||||||||
3,203,000 | Dow Chemical Co/The, 4.625%, 10/01/2044 | 3,151,771 | 0.0 | |||||||||||
3,199,000 | (1) | Dow Chemical Co/The, 4.800%, 11/30/2028 | 3,445,713 | 0.1 | ||||||||||
3,745,000 | (1) | Dow Chemical Co/The, 5.550%, 11/30/2048 | 4,217,381 | 0.1 | ||||||||||
7,000,000 | DowDuPont, Inc., 5.419%, 11/15/2048 | 7,959,430 | 0.1 | |||||||||||
113,000 | Eastman Chemical Co., 2.700%, 01/15/2020 | 112,940 | 0.0 | |||||||||||
1,897,000 | (1) | Georgia-Pacific LLC, 2.539%, 11/15/2019 | 1,893,875 | 0.0 | ||||||||||
1,960,000 | (1) | Georgia-Pacific LLC, 3.163%, 11/15/2021 | 1,970,123 | 0.0 | ||||||||||
9,635,000 | (1) | Georgia-Pacific LLC, 5.400%, 11/01/2020 | 10,020,521 | 0.2 | ||||||||||
1,242,000 | Goldcorp, Inc., 3.700%, 03/15/2023 | 1,263,325 | 0.0 | |||||||||||
4,170,000 | Huntsman International LLC, 4.500%, 05/01/2029 | 4,159,441 | 0.1 | |||||||||||
1,996,000 | International Flavors & Fragrances, Inc., 3.400%, 09/25/2020 | 2,008,973 | 0.0 | |||||||||||
7,120,000 | (1) | Newcrest Finance Pty Ltd., 4.450%, 11/15/2021 | 7,305,425 | 0.1 | ||||||||||
3,440,000 | (1) | Rayonier AM Products, Inc., 5.500%, 06/01/2024 | 3,242,200 | 0.1 | ||||||||||
4,005,000 | Teck Resources Ltd., 6.125%, 10/01/2035 | 4,271,612 | 0.1 | |||||||||||
2,360,000 | Teck Resources Ltd., 6.000%, 08/15/2040 | 2,459,150 | 0.0 | |||||||||||
79,922,217 | 1.2 | |||||||||||||
Communications: 2.8% | ||||||||||||||
2,455,000 | Alibaba Group Holding Ltd., 3.600%, 11/28/2024 | 2,519,220 | 0.0 | |||||||||||
4,173,000 | Amazon.com, Inc., 4.050%, 08/22/2047 | 4,420,101 | 0.1 | |||||||||||
592,000 | AT&T, Inc., 4.125%, 02/17/2026 | 605,836 | 0.0 | |||||||||||
5,376,000 | AT&T, Inc., 4.300%, 02/15/2030 | 5,450,205 | 0.1 | |||||||||||
2,657,000 | AT&T, Inc., 4.550%, 03/09/2049 | 2,518,118 | 0.0 | |||||||||||
1,622,000 | AT&T, Inc., 5.150%, 03/15/2042 | 1,664,907 | 0.0 |
3,275,000 | AT&T, Inc., 5.150%, 11/15/2046 | 3,372,379 | 0.1 | |||||||||||
8,046,000 | AT&T, Inc., 5.150%, 02/15/2050 | 8,251,811 | 0.1 | |||||||||||
7,619,000 | AT&T, Inc., 5.650%, 02/15/2047 | 8,350,942 | 0.1 | |||||||||||
2,460,000 | Baidu, Inc., 4.375%, 05/14/2024 | 2,555,364 | 0.0 | |||||||||||
145,000 | CBS Corp., 3.700%, 06/01/2028 | 141,415 | 0.0 | |||||||||||
1,813,000 | CBS Corp., 4.600%, 01/15/2045 | 1,735,128 | 0.0 | |||||||||||
2,090,000 | CBS Corp., 5.500%, 05/15/2033 | 2,285,144 | 0.0 | |||||||||||
10,150,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.579%, 07/23/2020 | 10,226,634 | 0.2 | |||||||||||
6,225,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/2022 | 6,445,248 | 0.1 | |||||||||||
5,882,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.908%, 07/23/2025 | 6,207,950 | 0.1 | |||||||||||
3,975,000 | Comcast Corp., 3.300%, 10/01/2020 | 4,014,386 | 0.1 | |||||||||||
3,650,000 | Comcast Corp., 3.450%, 10/01/2021 | 3,724,366 | 0.1 | |||||||||||
3,288,000 | Comcast Corp., 3.900%, 03/01/2038 | 3,240,845 | 0.1 | |||||||||||
6,080,000 | Comcast Corp., 4.000%, 03/01/2048 | 5,980,482 | 0.1 | |||||||||||
5,120,000 | (1) | CommScope Technologies LLC, 5.000%, 03/15/2027 | 4,552,602 | 0.1 | ||||||||||
6,805,000 | CSC Holdings LLC, 5.250%, 06/01/2024 | 6,924,087 | 0.1 | |||||||||||
5,480,000 | Discovery Communications LLC, 2.950%, 03/20/2023 | 5,433,735 | 0.1 | |||||||||||
4,750,000 | Discovery Communications LLC, 5.200%, 09/20/2047 | 4,632,602 | 0.1 | |||||||||||
4,530,000 | DISH DBS Corp., 5.875%, 11/15/2024 | 3,822,188 | 0.1 | |||||||||||
6,825,000 | (1) | Gray Television, Inc., 7.000%, 05/15/2027 | 7,268,625 | 0.1 | ||||||||||
1,980,000 | Interpublic Group of Cos, Inc./The, 3.500%, 10/01/2020 | 1,998,033 | 0.0 | |||||||||||
2,770,000 | Interpublic Group of Cos, Inc./The, 3.750%, 10/01/2021 | 2,819,970 | 0.0 | |||||||||||
9,365,000 | (1) | NBCUniversal Enterprise, Inc., 5.250%, 12/31/2199 | 9,509,127 | 0.1 | ||||||||||
5,920,000 | NBCUniversal Media LLC, 5.150%, 04/30/2020 | 6,070,231 | 0.1 | |||||||||||
4,130,000 | (1) | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | 3,975,125 | 0.1 | ||||||||||
3,000,000 | (1) | Sinclair Television Group, Inc., 5.625%, 08/01/2024 | 3,033,750 | 0.0 |
See Accompanying Notes to Financial Statements
19 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
7,285,000 | Sprint Nextel Corp., 6.875%, 11/15/2028 | 7,020,919 | 0.1 | |||||||||||
2,490,000 | Telecom Italia Capital SA, 7.721%, 06/04/2038 | 2,589,600 | 0.0 | |||||||||||
3,420,000 | (1) | Tencent Holdings Ltd., 2.985%, 01/19/2023 | 3,408,331 | 0.1 | ||||||||||
2,350,000 | Time Warner Cable LLC, 5.500%, 09/01/2041 | 2,330,352 | 0.0 | |||||||||||
2,829,000 | Time Warner Cable LLC, 5.875%, 11/15/2040 | 2,948,756 | 0.0 | |||||||||||
4,610,000 | Verizon Communications, Inc., 3.850%, 11/01/2042 | 4,366,599 | 0.1 | |||||||||||
1,999,000 | (1) | Verizon Communications, Inc., 4.016%, 12/03/2029 | 2,070,250 | 0.0 | ||||||||||
6,432,000 | Verizon Communications, Inc., 4.812%, 03/15/2039 | 6,927,459 | 0.1 | |||||||||||
2,719,000 | Verizon Communications, Inc., 4.862%, 08/21/2046 | 2,910,293 | 0.0 | |||||||||||
3,668,000 | Viacom, Inc., 4.375%, 03/15/2043 | 3,298,073 | 0.1 | |||||||||||
1,950,000 | Viacom, Inc., 5.850%, 09/01/2043 | 2,124,287 | 0.0 | |||||||||||
2,075,000 | (1) | Walt Disney Co/The, 3.000%, 09/15/2022 | 2,097,264 | 0.0 | ||||||||||
5,230,000 | (1) | Walt Disney Co/The, 4.750%, 11/15/2046 | 6,095,541 | 0.1 | ||||||||||
191,938,280 | 2.8 | |||||||||||||
Consumer, Cyclical: 2.6% | ||||||||||||||
7,340,000 | (1) | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | 7,268,802 | 0.1 | ||||||||||
7,655,000 | AMC Entertainment Holdings, Inc., 5.875%, 11/15/2026 | 6,927,775 | 0.1 | |||||||||||
1,486,213 | American Airlines 2015-2 Class B Pass Through Trust, 4.400%, 03/22/2025 | 1,499,812 | 0.0 | |||||||||||
1,784,984 | American Airlines 2016-1 Class B Pass Through Trust, 5.250%, 07/15/2025 | 1,845,065 | 0.0 | |||||||||||
6,134,590 | American Airlines 2016-2 Class AA Pass Through Trust, 3.200%, 12/15/2029 | 6,012,512 | 0.1 | |||||||||||
1,336,500 | American Airlines 2017-1 Class AA Pass Through Trust, 3.650%, 08/15/2030 | 1,347,624 | 0.0 | |||||||||||
2,773,849 | American Airlines 2017-2 Class AA Pass Through Trust, 3.350%, 04/15/2031 | 2,715,518 | 0.0 | |||||||||||
4,205,000 | (1) | BMW US Capital LLC, 3.400%, 08/13/2021 | 4,261,546 | 0.1 | ||||||||||
5,340,000 | (1) | BMW US Capital LLC, 3.450%, 04/12/2023 | 5,437,403 | 0.1 | ||||||||||
7,195,000 | (1) | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | 6,961,163 | 0.1 | ||||||||||
1,002,783 | Continental Airlines 2012-1 Class A Pass Through Trust, 4.150%, 10/11/2025 | 1,026,098 | 0.0 |
570,316 | Continental Airlines 2012-2 Class A Pass Through Trust, 4.000%, 04/29/2026 | 581,009 | 0.0 | |||||||||||
4,225,122 | Continental Airlines 2012-2 Class B Pass Through Trust, 5.500%, 04/29/2022 | 4,305,611 | 0.1 | |||||||||||
6,659,000 | (1) | Daimler Finance North America LLC, 2.300%, 02/12/2021 | 6,581,597 | 0.1 | ||||||||||
2,465,000 | (1) | Dana Financing Luxembourg Sarl, 6.500%, 06/01/2026 | 2,526,625 | 0.0 | ||||||||||
2,791,463 | Delta Air Lines 2002-1 Class G-1 Pass Through Trust, 6.718%, 07/02/2024 | 2,974,583 | 0.0 | |||||||||||
1,508,140 | Delta Air Lines 2015-1 Class AA Pass Through Trust, 3.625%, 01/30/2029 | 1,544,339 | 0.0 | |||||||||||
10,010,000 | Delta Air Lines, Inc., 3.800%, 04/19/2023 | 10,128,783 | 0.2 | |||||||||||
4,690,000 | Delta Air Lines, Inc., 4.375%, 04/19/2028 | 4,603,765 | 0.1 | |||||||||||
3,970,000 | DR Horton, Inc., 4.750%, 02/15/2023 | 4,129,670 | 0.1 | |||||||||||
756,000 | Ford Motor Co., 5.291%, 12/08/2046 | 635,283 | 0.0 | |||||||||||
1,642,000 | Ford Motor Credit Co. LLC, 3.664%, 09/08/2024 | 1,515,022 | 0.0 | |||||||||||
3,266,000 | Ford Motor Credit Co. LLC, 4.134%, 08/04/2025 | 3,020,576 | 0.1 | |||||||||||
2,200,000 | General Motors Co., 5.400%, 04/01/2048 | 2,021,906 | 0.0 | |||||||||||
2,674,000 | General Motors Financial Co., Inc., 2.650%, 04/13/2020 | 2,663,798 | 0.0 | |||||||||||
1,645,000 | General Motors Financial Co., Inc., 3.950%, 04/13/2024 | 1,629,849 | 0.0 | |||||||||||
3,665,000 | General Motors Financial Co., Inc., 4.150%, 06/19/2023 | 3,703,103 | 0.1 | |||||||||||
1,732,000 | General Motors Financial Co., Inc., 4.350%, 01/17/2027 | 1,686,338 | 0.0 | |||||||||||
4,000,000 | Home Depot, Inc./The, 4.500%, 12/06/2048 | 4,448,142 | 0.1 | |||||||||||
3,926,000 | Lowe's Cos, Inc., 3.700%, 04/15/2046 | 3,488,479 | 0.1 | |||||||||||
2,515,000 | MGM Resorts International, 4.625%, 09/01/2026 | 2,458,413 | 0.0 | |||||||||||
5,030,000 | (1) | Nissan Motor Acceptance Corp., 2.600%, 09/28/2022 | 4,899,501 | 0.1 | ||||||||||
3,795,000 | (1) | Nissan Motor Acceptance Corp., 3.650%, 09/21/2021 | 3,817,213 | 0.1 | ||||||||||
851,000 | O'Reilly Automotive, Inc., 3.600%, 09/01/2027 | 849,134 | 0.0 | |||||||||||
7,010,000 | (1) | Six Flags Entertainment Corp., 5.500%, 04/15/2027 | 6,949,013 | 0.1 |
See Accompanying Notes to Financial Statements
20 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
2,330,000 | Southwest Airlines Co., 3.450%, 11/16/2027 | 2,327,758 | 0.0 | |||||||||||
1,867,441 | Spirit Airlines Pass Through Trust 2017-1AA, 3.375%, 08/15/2031 | 1,845,551 | 0.0 | |||||||||||
5,660,000 | Toyota Motor Credit Corp., 2.950%, 04/13/2021 | 5,701,269 | 0.1 | |||||||||||
2,781,651 | United Airlines 2013-1 Class B Pass Through Trust, 5.375%, 02/15/2023 | 2,863,197 | 0.0 | |||||||||||
2,486,291 | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/2030 | 2,438,132 | 0.0 | |||||||||||
1,005,787 | United Airlines 2016-1 Class B Pass Through Trust, 3.650%, 07/07/2027 | 994,517 | 0.0 | |||||||||||
6,665,958 | United Airlines 2016-2 Class AA Pass Through Trust, 2.875%, 04/07/2030 | 6,408,318 | 0.1 | |||||||||||
1,344,097 | United Airlines 2016-2 Class B Pass Through Trust, 3.650%, 04/07/2027 | 1,308,747 | 0.0 | |||||||||||
1,906,228 | United Airlines 2018-1 Class AA Pass Through Trust, 3.500%, 09/01/2031 | 1,884,256 | 0.0 | |||||||||||
3,666,732 | US Airways 2012-2 Class B Pass Through Trust, 6.750%, 12/03/2022 | 3,855,666 | 0.1 | |||||||||||
6,778,136 | US Airways 2013-1 Class B Pass Through Trust, 5.375%, 05/15/2023 | 7,002,054 | 0.1 | |||||||||||
4,730,000 | (1) | Volkswagen Group of America Finance LLC, 2.400%, 05/22/2020 | 4,697,977 | 0.1 | ||||||||||
4,570,000 | Walmart, Inc., 2.350%, 12/15/2022 | 4,547,664 | 0.1 | |||||||||||
3,231,000 | Walmart, Inc., 3.400%, 06/26/2023 | 3,334,228 | 0.1 | |||||||||||
175,674,404 | 2.6 | |||||||||||||
Consumer, Non-cyclical: 4.6% | ||||||||||||||
2,180,000 | Abbott Laboratories, 2.900%, 11/30/2021 | 2,190,520 | 0.0 | |||||||||||
1,020,000 | Abbott Laboratories, 3.750%, 11/30/2026 | 1,060,738 | 0.0 | |||||||||||
2,189,000 | Abbott Laboratories, 4.750%, 11/30/2036 | 2,467,011 | 0.0 | |||||||||||
1,560,000 | Abbott Laboratories, 4.900%, 11/30/2046 | 1,806,151 | 0.0 | |||||||||||
3,210,000 | AbbVie, Inc., 2.900%, 11/06/2022 | 3,204,820 | 0.1 | |||||||||||
16,000 | AbbVie, Inc., 3.200%, 05/14/2026 | 15,584 | 0.0 | |||||||||||
1,599,000 | AbbVie, Inc., 3.375%, 11/14/2021 | 1,617,708 | 0.0 | |||||||||||
5,589,000 | AbbVie, Inc., 4.450%, 05/14/2046 | 5,209,020 | 0.1 | |||||||||||
1,849,000 | Aetna, Inc., 2.800%, 06/15/2023 | 1,817,648 | 0.0 | |||||||||||
1,764,000 | Aetna, Inc., 4.500%, 05/15/2042 | 1,675,089 | 0.0 |
2,895,000 | Altria Group, Inc., 4.800%, 02/14/2029 | 2,990,062 | 0.0 | |||||||||||
1,940,000 | Altria Group, Inc., 5.800%, 02/14/2039 | 2,058,229 | 0.0 | |||||||||||
1,940,000 | Altria Group, Inc., 5.950%, 02/14/2049 | 2,084,739 | 0.0 | |||||||||||
7,850,000 | AmerisourceBergen Corp., 3.450%, 12/15/2027 | 7,688,584 | 0.1 | |||||||||||
3,470,000 | Amgen, Inc., 2.125%, 05/01/2020 | 3,457,715 | 0.1 | |||||||||||
4,589,000 | (1) | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%, 02/01/2036 | 4,597,570 | 0.1 | ||||||||||
7,940,000 | (1) | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | 7,991,353 | 0.1 | ||||||||||
1,960,000 | Anheuser-Busch InBev Worldwide, Inc., 4.439%, 10/06/2048 | 1,850,473 | 0.0 | |||||||||||
2,170,000 | Anheuser-Busch InBev Worldwide, Inc., 5.450%, 01/23/2039 | 2,354,342 | 0.0 | |||||||||||
4,159,000 | Anthem, Inc., 5.100%, 01/15/2044 | 4,556,744 | 0.1 | |||||||||||
6,220,000 | AstraZeneca PLC, 2.375%, 11/16/2020 | 6,186,708 | 0.1 | |||||||||||
3,580,000 | BAT Capital Corp., 3.222%, 08/15/2024 | 3,504,530 | 0.1 | |||||||||||
5,270,000 | (1) | BAT International Finance PLC, 2.750%, 06/15/2020 | 5,251,298 | 0.1 | ||||||||||
4,220,000 | Becton Dickinson and Co., 2.894%, 06/06/2022 | 4,199,714 | 0.1 | |||||||||||
3,032,000 | Becton Dickinson and Co., 3.700%, 06/06/2027 | 3,026,360 | 0.0 | |||||||||||
3,870,000 | Bunge Ltd. Finance Corp., 4.350%, 03/15/2024 | 3,923,306 | 0.1 | |||||||||||
1,473,000 | Campbell Soup Co., 3.650%, 03/15/2023 | 1,495,129 | 0.0 | |||||||||||
3,470,000 | Cardinal Health, Inc., 2.616%, 06/15/2022 | 3,427,548 | 0.1 | |||||||||||
5,325,000 | Celgene Corp., 3.875%, 08/15/2025 | 5,471,330 | 0.1 | |||||||||||
7,495,000 | Celgene Corp., 4.550%, 02/20/2048 | 7,644,030 | 0.1 | |||||||||||
18,370,000 | (1) | Cigna Corp., 3.200%, 09/17/2020 | 18,464,968 | 0.3 | ||||||||||
4,060,000 | (1) | Cigna Corp., 4.800%, 08/15/2038 | 4,180,289 | 0.1 | ||||||||||
7,680,000 | CVS Health Corp., 3.125%, 03/09/2020 | 7,703,332 | 0.1 | |||||||||||
5,120,000 | CVS Health Corp., 3.700%, 03/09/2023 | 5,204,694 | 0.1 | |||||||||||
5,390,000 | CVS Health Corp., 4.100%, 03/25/2025 | 5,541,958 | 0.1 | |||||||||||
2,603,000 | CVS Health Corp., 4.300%, 03/25/2028 | 2,642,341 | 0.0 | |||||||||||
5,579,000 | CVS Health Corp., 5.050%, 03/25/2048 | 5,631,749 | 0.1 | |||||||||||
4,130,000 | Ecolab, Inc., 4.350%, 12/08/2021 | 4,312,526 | 0.1 | |||||||||||
5,595,000 | Eli Lilly & Co., 3.875%, 03/15/2039 | 5,748,115 | 0.1 |
See Accompanying Notes to Financial Statements
21 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
3,460,000 | General Mills, Inc., 3.700%, 10/17/2023 | 3,550,105 | 0.1 | |||||||||||
5,340,000 | General Mills, Inc., 4.000%, 04/17/2025 | 5,533,929 | 0.1 | |||||||||||
8,000,000 | Gilead Sciences, Inc., 4.400%, 12/01/2021 | 8,318,277 | 0.1 | |||||||||||
3,410,000 | GlaxoSmithKline Capital PLC, 3.000%, 06/01/2024 | 3,432,710 | 0.1 | |||||||||||
1,449,000 | HCA, Inc., 5.250%, 04/15/2025 | 1,555,226 | 0.0 | |||||||||||
3,290,000 | HCA, Inc., 5.500%, 06/15/2047 | 3,515,956 | 0.1 | |||||||||||
1,153,000 | Humana, Inc., 3.150%, 12/01/2022 | 1,158,815 | 0.0 | |||||||||||
3,430,000 | (1) | Imperial Brands Finance PLC, 2.950%, 07/21/2020 | 3,420,555 | 0.1 | ||||||||||
2,290,000 | (1) | Imperial Brands Finance PLC, 3.750%, 07/21/2022 | 2,322,192 | 0.0 | ||||||||||
1,140,000 | Johnson & Johnson, 4.375%, 12/05/2033 | 1,282,387 | 0.0 | |||||||||||
4,200,000 | (1) | Keurig Dr Pepper, Inc., 4.057%, 05/25/2023 | 4,324,269 | 0.1 | ||||||||||
289,000 | (1) | Keurig Dr Pepper, Inc., 4.417%, 05/25/2025 | 300,058 | 0.0 | ||||||||||
2,750,000 | Kraft Heinz Foods Co., 4.375%, 06/01/2046 | 2,393,596 | 0.0 | |||||||||||
5,635,000 | (1) | Kraft Heinz Foods Co., 4.875%, 02/15/2025 | 5,767,732 | 0.1 | ||||||||||
1,309,000 | Kroger Co/The, 4.650%, 01/15/2048 | 1,217,091 | 0.0 | |||||||||||
251,000 | Kroger Co/The, 5.150%, 08/01/2043 | 249,450 | 0.0 | |||||||||||
3,070,000 | (1) | Mars, Inc., 3.200%, 04/01/2030 | 3,077,218 | 0.0 | ||||||||||
3,070,000 | (1) | Mars, Inc., 3.600%, 04/01/2034 | 3,094,586 | 0.1 | ||||||||||
1,155,000 | Medtronic, Inc., 3.625%, 03/15/2024 | 1,201,587 | 0.0 | |||||||||||
2,074,000 | Medtronic, Inc., 4.375%, 03/15/2035 | 2,269,206 | 0.0 | |||||||||||
290,000 | Medtronic, Inc., 4.625%, 03/15/2045 | 332,369 | 0.0 | |||||||||||
2,910,000 | Merck & Co., Inc., 4.000%, 03/07/2049 | 3,028,852 | 0.0 | |||||||||||
1,690,000 | Mylan NV, 3.750%, 12/15/2020 | 1,706,132 | 0.0 | |||||||||||
989,000 | Mylan NV, 3.950%, 06/15/2026 | 945,189 | 0.0 | |||||||||||
2,503,000 | Mylan, Inc., 4.550%, 04/15/2028 | 2,438,025 | 0.0 | |||||||||||
1,722,000 | PepsiCo, Inc., 4.450%, 04/14/2046 | 1,923,032 | 0.0 | |||||||||||
3,795,000 | Pfizer, Inc., 3.200%, 09/15/2023 | 3,886,291 | 0.1 | |||||||||||
2,400,000 | Pfizer, Inc., 4.000%, 03/15/2049 | 2,482,711 | 0.0 | |||||||||||
2,689,000 | Philip Morris International, Inc., 3.875%, 08/21/2042 | 2,478,331 | 0.0 | |||||||||||
1,810,000 | (1) | Pilgrim's Pride Corp., 5.875%, 09/30/2027 | 1,828,100 | 0.0 | ||||||||||
7,485,000 | (1) | Post Holdings, Inc., 5.000%, 08/15/2026 | 7,307,231 | 0.1 | ||||||||||
5,120,000 | RELX Capital, Inc., 4.000%, 03/18/2029 | 5,226,572 | 0.1 | |||||||||||
3,071,000 | Reynolds American, Inc., 5.850%, 08/15/2045 | 3,160,162 | 0.1 |
2,250,000 | (1) | SC Johnson & Son, Inc., 4.750%, 10/15/2046 | 2,515,542 | 0.0 | ||||||||||
4,825,000 | (1) | Seven & i Holdings Co. Ltd., 3.350%, 09/17/2021 | 4,886,090 | 0.1 | ||||||||||
3,698,000 | Shire Acquisitions Investments Ireland DAC, 2.400%, 09/23/2021 | 3,657,497 | 0.1 | |||||||||||
1,178,000 | Stryker Corp., 2.625%, 03/15/2021 | 1,175,039 | 0.0 | |||||||||||
7,240,000 | (1) | Takeda Pharmaceutical Co. Ltd., 4.000%, 11/26/2021 | 7,428,813 | 0.1 | ||||||||||
3,380,000 | Thermo Fisher Scientific, Inc., 3.150%, 01/15/2023 | 3,406,892 | 0.1 | |||||||||||
9,510,000 | Unilever Capital Corp., 3.000%, 03/07/2022 | 9,610,792 | 0.1 | |||||||||||
13,215,000 | Unilever Capital Corp., 3.250%, 03/07/2024 | 13,470,868 | 0.2 | |||||||||||
2,635,000 | United Rentals North America, Inc., 4.875%, 01/15/2028 | 2,569,652 | 0.0 | |||||||||||
3,310,000 | UnitedHealth Group, Inc., 4.200%, 01/15/2047 | 3,454,278 | 0.1 | |||||||||||
311,157,430 | 4.6 | |||||||||||||
Energy: 3.2% | ||||||||||||||
1,020,000 | Andeavor Logistics L.P. / Tesoro Logistics Finance Corp., 5.250%, 01/15/2025 | 1,060,167 | 0.0 | |||||||||||
1,377,000 | Apache Corp., 4.250%, 01/15/2044 | 1,224,576 | 0.0 | |||||||||||
4,713,000 | Apache Corp., 5.250%, 02/01/2042 | 4,765,889 | 0.1 | |||||||||||
5,856,000 | BP Capital Markets America, Inc., 3.224%, 04/14/2024 | 5,937,403 | 0.1 | |||||||||||
3,280,000 | BP Capital Markets PLC, 4.742%, 03/11/2021 | 3,408,738 | 0.1 | |||||||||||
4,000,000 | Cenovus Energy, Inc., 3.800%, 09/15/2023 | 3,998,890 | 0.1 | |||||||||||
1,575,000 | Cenovus Energy, Inc., 5.400%, 06/15/2047 | 1,564,670 | 0.0 | |||||||||||
3,926,000 | Cimarex Energy Co., 3.900%, 05/15/2027 | 3,922,184 | 0.1 | |||||||||||
680,000 | Cimarex Energy Co., 4.375%, 06/01/2024 | 707,230 | 0.0 | |||||||||||
3,660,000 | Continental Resources, Inc./OK, 3.800%, 06/01/2024 | 3,698,752 | 0.1 | |||||||||||
7,100,000 | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | 7,028,771 | 0.1 | |||||||||||
400,000 | (1) | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | 395,987 | 0.0 | ||||||||||
5,395,000 | (2) | Enbridge, Inc., 6.250%, 03/01/2078 | 5,365,193 | 0.1 | ||||||||||
1,217,000 | Energy Transfer Operating L.P., 4.650%, 06/01/2021 | 1,255,925 | 0.0 | |||||||||||
9,457,000 | Energy Transfer Operating L.P., 5.300%, 04/15/2047 | 9,335,959 | 0.1 |
See Accompanying Notes to Financial Statements
22 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
1,263,000 | Energy Transfer Partners L.P. / Regency Energy Finance Corp., 4.500%, 11/01/2023 | 1,317,028 | 0.0 | |||||||||||
3,140,000 | Enterprise Products Operating LLC, 3.500%, 02/01/2022 | 3,202,444 | 0.1 | |||||||||||
1,374,000 | Enterprise Products Operating LLC, 3.750%, 02/15/2025 | 1,416,651 | 0.0 | |||||||||||
3,800,000 | (2) | Enterprise Products Operating LLC, 4.875%, 08/16/2077 | 3,517,375 | 0.1 | ||||||||||
2,185,000 | Enterprise Products Operating LLC, 4.900%, 05/15/2046 | 2,350,959 | 0.0 | |||||||||||
202,000 | (2) | Enterprise Products Operating LLC, 5.375%, 02/15/2078 | 180,492 | 0.0 | ||||||||||
6,645,000 | EOG Resources, Inc., 2.625%, 03/15/2023 | 6,603,355 | 0.1 | |||||||||||
2,338,000 | Exxon Mobil Corp., 2.726%, 03/01/2023 | 2,356,250 | 0.0 | |||||||||||
8,243,000 | Halliburton Co., 3.500%, 08/01/2023 | 8,422,330 | 0.1 | |||||||||||
2,610,000 | (1) | Hess Infrastructure Partners L.P. / Hess Infrastructure Partners Finance Corp., 5.625%, 02/15/2026 | 2,668,725 | 0.0 | ||||||||||
6,550,000 | Husky Energy, Inc., 4.400%, 04/15/2029 | 6,649,637 | 0.1 | |||||||||||
2,470,000 | (1),(3) | Jonah Energy LLC / Jonah Energy Finance Corp., 7.250%, 10/15/2025 | 1,321,450 | 0.0 | ||||||||||
850,000 | KazMunayGas National Co. JSC, 4.750%, 04/19/2027 | 873,664 | 0.0 | |||||||||||
4,925,000 | KazMunayGas National Co. JSC, 4.750%, 04/19/2027 | 5,062,112 | 0.1 | |||||||||||
2,650,000 | KazMunayGas National Co. JSC, 5.375%, 04/24/2030 | 2,784,882 | 0.0 | |||||||||||
1,575,000 | (1) | KazMunayGas National Co. JSC, 5.375%, 04/24/2030 | 1,655,166 | 0.0 | ||||||||||
1,295,000 | Kinder Morgan Energy Partners L.P., 4.250%, 09/01/2024 | 1,352,466 | 0.0 | |||||||||||
638,000 | Kinder Morgan Energy Partners L.P., 4.300%, 05/01/2024 | 667,089 | 0.0 | |||||||||||
1,947,000 | Kinder Morgan Energy Partners L.P., 5.400%, 09/01/2044 | 2,068,424 | 0.0 | |||||||||||
2,235,000 | Kinder Morgan, Inc./DE, 5.550%, 06/01/2045 | 2,449,549 | 0.0 | |||||||||||
1,443,000 | Marathon Petroleum Corp., 5.000%, 09/15/2054 | 1,431,428 | 0.0 | |||||||||||
6,904,000 | MPLX L.P., 4.125%, 03/01/2027 | 6,959,450 | 0.1 | |||||||||||
555,000 | Noble Energy, Inc., 3.850%, 01/15/2028 | 547,728 | 0.0 |
3,439,000 | Occidental Petroleum Corp., 3.500%, 06/15/2025 | 3,538,602 | 0.1 | |||||||||||
3,595,000 | Occidental Petroleum Corp., 4.625%, 06/15/2045 | 3,944,168 | 0.1 | |||||||||||
3,660,000 | ONEOK Partners L.P., 3.375%, 10/01/2022 | 3,694,294 | 0.1 | |||||||||||
2,018,000 | ONEOK, Inc., 6.000%, 06/15/2035 | 2,219,827 | 0.0 | |||||||||||
750,000 | Pertamina Persero PT, 5.625%, 05/20/2043 | 781,112 | 0.0 | |||||||||||
4,750,000 | Petroleos del Peru SA, 4.750%, 06/19/2032 | 4,886,563 | 0.1 | |||||||||||
4,000,000 | (1) | Petroleos del Peru SA, 4.750%, 06/19/2032 | 4,115,000 | 0.1 | ||||||||||
8,500,000 | Petroleos Mexicanos, 6.500%, 03/13/2027 | 8,557,035 | 0.1 | |||||||||||
2,225,000 | Petroleos Mexicanos, 6.500%, 01/23/2029 | 2,208,869 | 0.0 | |||||||||||
2,225,000 | Petroleos Mexicanos, 6.875%, 08/04/2026 | 2,324,680 | 0.0 | |||||||||||
2,988,000 | Phillips 66 Partners L.P., 3.550%, 10/01/2026 | 2,938,938 | 0.1 | |||||||||||
5,190,000 | (1) | Schlumberger Investment SA, 2.400%, 08/01/2022 | 5,139,650 | 0.1 | ||||||||||
1,613,000 | (1) | Schlumberger Norge AS, 4.200%, 01/15/2021 | 1,646,717 | 0.0 | ||||||||||
1,656,000 | (1) | Schlumberger Oilfield UK PLC, 4.200%, 01/15/2021 | 1,686,097 | 0.0 | ||||||||||
4,235,000 | Shell International Finance BV, 3.250%, 05/11/2025 | 4,319,724 | 0.1 | |||||||||||
4,432,000 | Shell International Finance BV, 4.000%, 05/10/2046 | 4,630,977 | 0.1 | |||||||||||
2,253,000 | Shell International Finance BV, 4.375%, 05/11/2045 | 2,469,253 | 0.0 | |||||||||||
870,000 | Summit Midstream Holdings LLC / Summit Midstream Finance Corp., 5.750%, 04/15/2025 | 825,412 | 0.0 | |||||||||||
937,000 | Sunoco Logistics Partners Operations L.P., 4.250%, 04/01/2024 | 964,850 | 0.0 | |||||||||||
1,003,000 | Sunoco Logistics Partners Operations L.P., 5.350%, 05/15/2045 | 984,226 | 0.0 | |||||||||||
2,605,000 | (1) | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | 2,621,281 | 0.0 | ||||||||||
4,143,000 | Total Capital Canada Ltd., 2.750%, 07/15/2023 | 4,154,500 | 0.1 | |||||||||||
4,941,000 | Western Midstream Operating L.P., 4.000%, 07/01/2022 | 5,014,755 | 0.1 | |||||||||||
4,092,000 | Williams Partners L.P., 3.600%, 03/15/2022 | 4,152,362 | 0.1 | |||||||||||
419,000 | Williams Partners L.P., 3.750%, 06/15/2027 | 416,834 | 0.0 | |||||||||||
4,375,000 | Williams Partners L.P., 4.000%, 09/15/2025 | 4,500,367 | 0.1 | |||||||||||
2,180,000 | Williams Partners L.P., 4.500%, 11/15/2023 | 2,290,475 | 0.0 |
See Accompanying Notes to Financial Statements
23 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
3,324,000 | Williams Partners L.P., 5.400%, 03/04/2044 | 3,553,304 | 0.1 | |||||||||||
6,950,000 | WPX Energy, Inc., 5.750%, 06/01/2026 | 7,080,313 | 0.1 | |||||||||||
215,189,173 | 3.2 | |||||||||||||
Financial: 9.9% | ||||||||||||||
4,980,000 | American International Group, Inc., 3.375%, 08/15/2020 | 5,031,495 | 0.1 | |||||||||||
3,329,000 | American International Group, Inc., 4.500%, 07/16/2044 | 3,198,546 | 0.0 | |||||||||||
2,495,000 | American International Group, Inc., 6.400%, 12/15/2020 | 2,639,727 | 0.0 | |||||||||||
3,975,000 | Air Lease Corp., 3.500%, 01/15/2022 | 4,014,407 | 0.1 | |||||||||||
3,795,000 | American Express Co., 3.700%, 08/03/2023 | 3,892,907 | 0.1 | |||||||||||
3,420,000 | (1) | ANZ New Zealand Int'l Ltd./London, 3.400%, 03/19/2024 | 3,455,642 | 0.1 | ||||||||||
1,373,000 | Aon PLC, 4.750%, 05/15/2045 | 1,430,921 | 0.0 | |||||||||||
4,220,000 | (1) | Apollo Management Holdings L.P., 4.000%, 05/30/2024 | 4,227,709 | 0.1 | ||||||||||
2,140,000 | Arch Capital Group Ltd., 7.350%, 05/01/2034 | 2,889,406 | 0.0 | |||||||||||
5,402,000 | Assurant, Inc., 4.900%, 03/27/2028 | 5,506,280 | 0.1 | |||||||||||
764,000 | Banco Nacional de Comercio Exterior SNC/Cayman Islands, 4.375%, 10/14/2025 | 758,790 | 0.0 | |||||||||||
4,600,000 | Banco Santander SA, 3.125%, 02/23/2023 | 4,554,254 | 0.1 | |||||||||||
6,000,000 | (2) | Bank of America Corp., 3.419%, 12/20/2028 | 5,877,773 | 0.1 | ||||||||||
11,041,000 | (2) | Bank of America Corp., 3.499%, 05/17/2022 | 11,180,519 | 0.2 | ||||||||||
3,620,000 | (2) | Bank of America Corp., 3.550%, 03/05/2024 | 3,678,447 | 0.1 | ||||||||||
2,470,000 | (2) | Bank of America Corp., 3.593%, 07/21/2028 | 2,462,516 | 0.0 | ||||||||||
1,941,000 | Bank of America Corp., 3.950%, 04/21/2025 | 1,979,928 | 0.0 | |||||||||||
7,307,000 | Bank of America Corp., 4.183%, 11/25/2027 | 7,438,162 | 0.1 | |||||||||||
4,495,000 | Bank of America Corp., 4.250%, 10/22/2026 | 4,625,900 | 0.1 | |||||||||||
13,115,000 | (2) | Bank of America Corp., 4.271%, 07/23/2029 | 13,680,204 | 0.2 | ||||||||||
4,024,000 | (2) | Bank of America Corp., 4.330%, 03/15/2050 | 4,160,300 | 0.1 | ||||||||||
5,660,000 | Bank of Montreal, 3.100%, 04/13/2021 | 5,713,235 | 0.1 | |||||||||||
5,594,000 | (2) | Bank of Montreal, 3.803%, 12/15/2032 | 5,414,628 | 0.1 | ||||||||||
4,310,000 | Bank of Nova Scotia/The, 2.450%, 03/22/2021 | 4,291,084 | 0.1 | |||||||||||
7,130,000 | Bank of Nova Scotia/The, 3.125%, 04/20/2021 | 7,186,161 | 0.1 | |||||||||||
3,962,000 | Bank of Nova Scotia, 4.500%, 12/16/2025 | 4,125,774 | 0.1 |
2,980,000 | (1) | Barclays Bank PLC, 10.179%, 06/12/2021 | 3,375,030 | 0.1 | ||||||||||
4,560,000 | (2) | Barclays PLC, 4.610%, 02/15/2023 | 4,662,143 | 0.1 | ||||||||||
6,290,000 | BB&T Corp., 3.875%, 03/19/2029 | 6,373,075 | 0.1 | |||||||||||
9,740,000 | Berkshire Hathaway Finance Corp., 4.250%, 01/15/2049 | 10,218,880 | 0.2 | |||||||||||
4,110,000 | Berkshire Hathaway, Inc., 2.750%, 03/15/2023 | 4,139,598 | 0.1 | |||||||||||
8,924,000 | (1) | BNP Paribas SA, 3.500%, 03/01/2023 | 8,933,747 | 0.1 | ||||||||||
2,094,000 | (1) | BPCE SA, 5.150%, 07/21/2024 | 2,187,594 | 0.0 | ||||||||||
7,020,000 | (1) | BPCE SA, 5.700%, 10/22/2023 | 7,492,558 | 0.1 | ||||||||||
7,155,000 | Canadian Imperial Bank of Commerce, 3.100%, 04/02/2024 | 7,134,631 | 0.1 | |||||||||||
2,620,000 | Capital One Financial Corp., 3.900%, 01/29/2024 | 2,680,086 | 0.0 | |||||||||||
9,025,000 | Charles Schwab Corp./The, 3.550%, 02/01/2024 | 9,392,862 | 0.1 | |||||||||||
5,310,000 | Citibank NA, 3.400%, 07/23/2021 | 5,382,124 | 0.1 | |||||||||||
5,170,000 | (2) | Citigroup, Inc., 2.876%, 07/24/2023 | 5,141,125 | 0.1 | ||||||||||
4,915,000 | Citigroup, Inc., 5.500%, 09/13/2025 | 5,395,463 | 0.1 | |||||||||||
1,147,000 | (1) | Citizens Financial Group, Inc., 4.150%, 09/28/2022 | 1,167,399 | 0.0 | ||||||||||
202,000 | CME Group, Inc., 4.150%, 06/15/2048 | 214,665 | 0.0 | |||||||||||
1,872,000 | (1),(2) | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 11.000%, 12/31/2199 | 1,914,120 | 0.0 | ||||||||||
6,300,000 | Cooperatieve Rabobank UA, 4.375%, 08/04/2025 | 6,504,254 | 0.1 | |||||||||||
1,500,000 | Cooperatieve Rabobank UA, 4.625%, 12/01/2023 | 1,568,635 | 0.0 | |||||||||||
3,150,000 | Corp Financiera de Desarrollo SA, 4.750%, 07/15/2025 | 3,307,532 | 0.1 | |||||||||||
4,330,000 | (1) | Credit Agricole SA/London, 2.375%, 07/01/2021 | 4,284,262 | 0.1 | ||||||||||
6,068,000 | (1) | Credit Suisse AG, 6.500%, 08/08/2023 | 6,515,151 | 0.1 | ||||||||||
2,970,000 | (1),(2) | Credit Suisse Group AG, 2.997%, 12/14/2023 | 2,920,835 | 0.0 | ||||||||||
1,170,000 | (1),(2) | Credit Suisse Group AG, 3.869%, 01/12/2029 | 1,148,859 | 0.0 | ||||||||||
1,441,000 | (1) | Credit Suisse Group AG, 4.282%, 01/09/2028 | 1,459,985 | 0.0 | ||||||||||
2,470,000 | Credit Suisse Group Funding Guernsey Ltd., 3.450%, 04/16/2021 | 2,497,103 | 0.0 | |||||||||||
3,190,000 | Credit Suisse Group Funding Guernsey Ltd., 3.800%, 09/15/2022 | 3,252,631 | 0.0 | |||||||||||
8,650,000 | (1) | Danske Bank A/S, 2.800%, 03/10/2021 | 8,559,247 | 0.1 |
See Accompanying Notes to Financial Statements
24 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
805,000 | Discover Financial Services, 3.850%, 11/21/2022 | 826,264 | 0.0 | |||||||||||
1,000,000 | Duke Realty L.P., 3.750%, 12/01/2024 | 1,022,112 | 0.0 | |||||||||||
2,430,000 | (1) | ESH Hospitality, Inc., 5.250%, 05/01/2025 | 2,420,887 | 0.0 | ||||||||||
2,862,000 | Essex Portfolio L.P., 3.250%, 05/01/2023 | 2,862,319 | 0.0 | |||||||||||
5,500,000 | Fairfax Financial Holdings Ltd., 4.850%, 04/17/2028 | 5,490,838 | 0.1 | |||||||||||
13,105,000 | (1) | Federation des Caisses Desjardins du Quebec, 2.250%, 10/30/2020 | 13,004,583 | 0.2 | ||||||||||
11,234,000 | First Tennessee Bank NA, 2.950%, 12/01/2019 | 11,228,083 | 0.2 | |||||||||||
750,000 | Fondo MIVIVIENDA SA, 3.500%, 01/31/2023 | 751,500 | 0.0 | |||||||||||
1,516,000 | GE Capital International Funding Co. Unlimited Co., 2.342%, 11/15/2020 | 1,497,617 | 0.0 | |||||||||||
6,614,000 | GE Capital International Funding Co. Unlimited Co., 4.418%, 11/15/2035 | 6,138,718 | 0.1 | |||||||||||
2,426,000 | Goldman Sachs Group, Inc./The, 2.625%, 04/25/2021 | 2,416,848 | 0.0 | |||||||||||
5,493,000 | Goldman Sachs Group, Inc., 4.250%, 10/21/2025 | 5,631,774 | 0.1 | |||||||||||
1,680,000 | Goldman Sachs Group, Inc., 5.150%, 05/22/2045 | 1,783,859 | 0.0 | |||||||||||
792,000 | Goldman Sachs Group, Inc., 6.750%, 10/01/2037 | 970,671 | 0.0 | |||||||||||
5,080,000 | (1),(2) | Harborwalk Funding Trust, 5.077%, 02/15/2069 | 5,363,870 | 0.1 | ||||||||||
6,791,000 | (1) | HSBC Bank PLC, 4.125%, 08/12/2020 | 6,916,413 | 0.1 | ||||||||||
8,053,000 | HSBC Holdings PLC, 3.400%, 03/08/2021 | 8,128,399 | 0.1 | |||||||||||
8,870,000 | (2) | HSBC Holdings PLC, 3.950%, 05/18/2024 | 9,055,701 | 0.1 | ||||||||||
2,238,000 | (2) | HSBC Holdings PLC, 4.041%, 03/13/2028 | 2,258,897 | 0.0 | ||||||||||
2,320,000 | (2) | HSBC Holdings PLC, 4.583%, 06/19/2029 | 2,443,445 | 0.0 | ||||||||||
4,831,000 | (2) | HSBC Holdings PLC, 6.000%, 12/31/2199 | 4,797,062 | 0.1 | ||||||||||
4,055,000 | Jefferies Group LLC / Jefferies Group Capital Finance, Inc., 4.150%, 01/23/2030 | 3,720,328 | 0.1 | |||||||||||
3,604,000 | JPMorgan Chase & Co., 2.550%, 10/29/2020 | 3,596,198 | 0.1 | |||||||||||
8,459,000 | (2) | JPMorgan Chase & Co., 3.207%, 04/01/2023 | 8,518,236 | 0.1 | ||||||||||
11,040,000 | (2) | JPMorgan Chase & Co., 3.514%, 06/18/2022 | 11,199,469 | 0.2 | ||||||||||
7,890,000 | (2) | JPMorgan Chase & Co., 3.559%, 04/23/2024 | 8,031,937 | 0.1 | ||||||||||
4,270,000 | (2) | JPMorgan Chase & Co., 3.797%, 07/23/2024 | 4,388,520 | 0.1 | ||||||||||
3,700,000 | JPMorgan Chase & Co., 3.875%, 09/10/2024 | 3,797,660 | 0.1 | |||||||||||
6,919,000 | (2) | JPMorgan Chase & Co., 3.882%, 07/24/2038 | 6,812,731 | 0.1 |
4,099,000 | (2) | JPMorgan Chase & Co., 3.897%, 01/23/2049 | 3,976,862 | 0.1 | ||||||||||
2,400,000 | (2) | JPMorgan Chase & Co., 4.032%, 07/24/2048 | 2,377,997 | 0.0 | ||||||||||
2,990,000 | Kilroy Realty L.P., 3.450%, 12/15/2024 | 2,965,340 | 0.0 | |||||||||||
3,229,000 | Kite Realty Group L.P., 4.000%, 10/01/2026 | 3,026,103 | 0.0 | |||||||||||
3,509,000 | (1) | Liberty Mutual Group, Inc., 4.569%, 02/01/2029 | 3,656,238 | 0.1 | ||||||||||
5,810,000 | (2) | Lloyds Banking Group PLC, 2.907%, 11/07/2023 | 5,664,106 | 0.1 | ||||||||||
9,620,000 | (1),(2) | Macquarie Group Ltd, 3.189%, 11/28/2023 | 9,562,713 | 0.1 | ||||||||||
2,350,000 | Marsh & McLennan Cos, Inc., 3.875%, 03/15/2024 | 2,440,725 | 0.0 | |||||||||||
6,700,000 | Mitsubishi UFJ Financial Group, Inc., 3.218%, 03/07/2022 | 6,754,295 | 0.1 | |||||||||||
5,500,000 | Mizuho Financial Group Cayman 2 Ltd., 4.200%, 07/18/2022 | 5,604,940 | 0.1 | |||||||||||
5,080,000 | (1) | Mizuho Financial Group, Inc., 2.632%, 04/12/2021 | 5,052,423 | 0.1 | ||||||||||
6,933,000 | Morgan Stanley, 2.750%, 05/19/2022 | 6,896,525 | 0.1 | |||||||||||
3,840,000 | Morgan Stanley, 3.700%, 10/23/2024 | 3,911,392 | 0.1 | |||||||||||
3,210,000 | Morgan Stanley, 3.875%, 04/29/2024 | 3,305,257 | 0.1 | |||||||||||
1,772,000 | Morgan Stanley, 3.950%, 04/23/2027 | 1,776,934 | 0.0 | |||||||||||
5,524,000 | Morgan Stanley, 4.000%, 07/23/2025 | 5,694,341 | 0.1 | |||||||||||
2,439,000 | (2) | Morgan Stanley, 4.457%, 04/22/2039 | 2,538,187 | 0.0 | ||||||||||
4,155,000 | Morgan Stanley, 5.500%, 07/28/2021 | 4,401,415 | 0.1 | |||||||||||
5,540,000 | MUFG Union Bank NA, 3.150%, 04/01/2022 | 5,590,344 | 0.1 | |||||||||||
1,999,000 | (2) | National Rural Utilities Cooperative Finance Corp., 4.750%, 04/30/2043 | 1,928,585 | 0.0 | ||||||||||
6,990,000 | (1) | Nationwide Building Society, 2.350%, 01/21/2020 | 6,961,703 | 0.1 | ||||||||||
1,345,000 | (1),(2) | Nordea Bank ABP, 6.125%, 12/31/2199 | 1,312,162 | 0.0 | ||||||||||
DKK | 8 | (4) | Nordea Kredit Realkreditaktieselskab, 6.000%, 07/01/2029 | – | – | |||||||||
7,860,000 | ORIX Corp., 3.250%, 12/04/2024 | 7,859,391 | 0.1 | |||||||||||
1,580,000 | Piedmont Operating Partnership L.P., 4.450%, 03/15/2024 | 1,621,897 | 0.0 | |||||||||||
2,735,000 | (1) | Quicken Loans, Inc., 5.250%, 01/15/2028 | 2,570,900 | 0.0 | ||||||||||
3,968,000 | RenaissanceRe Holdings Ltd., 3.600%, 04/15/2029 | 3,909,439 | 0.1 | |||||||||||
1,250,000 | Retail Opportunity Investments Partnership L.P., 5.000%, 12/15/2023 | 1,276,866 | 0.0 | |||||||||||
5,630,000 | Royal Bank of Canada, 2.125%, 03/02/2020 | 5,603,361 | 0.1 |
See Accompanying Notes to Financial Statements
25 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
4,410,000 | Royal Bank of Canada, 3.455%, (US0003M + 0.660%), 10/05/2023 | 4,391,524 | 0.1 | |||||||||||
5,550,000 | Royal Bank of Canada, 3.700%, 10/05/2023 | 5,740,041 | 0.1 | |||||||||||
9,148,000 | Royal Bank of Scotland Group PLC, 3.875%, 09/12/2023 | 9,194,682 | 0.1 | |||||||||||
3,017,000 | (2) | Royal Bank of Scotland Group PLC, 4.519%, 06/25/2024 | 3,087,999 | 0.0 | ||||||||||
1,483,000 | Santander UK PLC, 2.375%, 03/16/2020 | 1,478,358 | 0.0 | |||||||||||
4,118,000 | Senior Housing Properties Trust, 3.250%, 05/01/2019 | 4,118,543 | 0.1 | |||||||||||
4,156,000 | (1) | Societe Generale SA, 2.625%, 09/16/2020 | 4,142,427 | 0.1 | ||||||||||
23,139,000 | (1),(2) | Standard Chartered PLC, 3.885%, 03/15/2024 | 23,237,096 | 0.3 | ||||||||||
2,217,000 | Sumitomo Mitsui Financial Group, Inc., 2.442%, 10/19/2021 | 2,192,709 | 0.0 | |||||||||||
300,000 | Sumitomo Mitsui Financial Group, Inc., 3.010%, 10/19/2026 | 294,725 | 0.0 | |||||||||||
5,910,000 | (1) | Suncorp-Metway Ltd, 2.375%, 11/09/2020 | 5,865,772 | 0.1 | ||||||||||
3,000,000 | (1),(2) | Swiss Re Finance Luxembourg SA, 5.000%, 04/02/2049 | 3,043,482 | 0.0 | ||||||||||
5,920,000 | Toronto-Dominion Bank/The, 3.150%, 09/17/2020 | 5,976,317 | 0.1 | |||||||||||
9,340,000 | Toronto-Dominion Bank/The, 3.250%, 03/11/2024 | 9,462,291 | 0.1 | |||||||||||
11,700,000 | Toronto-Dominion Bank/The, 3.500%, 07/19/2023 | 12,039,888 | 0.2 | |||||||||||
1,061,000 | (2) | Toronto-Dominion Bank, 3.625%, 09/15/2031 | 1,049,285 | 0.0 | ||||||||||
7,760,000 | (1) | UBS AG/London, 2.450%, 12/01/2020 | 7,718,787 | 0.1 | ||||||||||
3,080,000 | UBS AG/Stamford CT, 2.350%, 03/26/2020 | 3,070,999 | 0.0 | |||||||||||
1,470,000 | UBS AG/Stamford CT, 7.625%, 08/17/2022 | 1,617,757 | 0.0 | |||||||||||
3,180,000 | UBS AG, 5.125%, 05/15/2024 | 3,252,383 | 0.0 | |||||||||||
4,644,000 | US Bank NA/Cincinnati OH, 2.931%, (US0003M + 0.290%), 05/21/2021 | 4,642,930 | 0.1 | |||||||||||
7,670,000 | Wells Fargo & Co., 3.750%, 01/24/2024 | 7,900,267 | 0.1 | |||||||||||
4,723,000 | Wells Fargo & Co., 4.125%, 08/15/2023 | 4,899,037 | 0.1 | |||||||||||
3,631,000 | Wells Fargo & Co., 4.750%, 12/07/2046 | 3,808,932 | 0.1 | |||||||||||
12,450,000 | Wells Fargo Bank NA, 3.625%, 10/22/2021 | 12,691,600 | 0.2 | |||||||||||
4,470,000 | Westpac Banking Corp., 3.650%, 05/15/2023 | 4,594,890 | 0.1 | |||||||||||
2,893,000 | Willis North America, Inc., 3.600%, 05/15/2024 | 2,914,632 | 0.0 | |||||||||||
2,000,000 | XLIT Ltd., 5.250%, 12/15/2043 | 2,274,845 | 0.0 |
2,511,000 | XLIT Ltd., 5.500%, 03/31/2045 | 2,782,952 | 0.0 | |||||||||||
5,650,000 | Zions Bancorp NA, 3.500%, 08/27/2021 | 5,712,622 | 0.1 | |||||||||||
677,751,461 | 9.9 | |||||||||||||
Industrial: 1.8% | ||||||||||||||
2,460,000 | AECOM, 5.125%, 03/15/2027 | 2,389,275 | 0.0 | |||||||||||
9,620,000 | (1) | Airbus Finance BV, 2.700%, 04/17/2023 | 9,575,436 | 0.1 | ||||||||||
2,020,000 | Amphenol Corp., 3.200%, 04/01/2024 | 2,021,057 | 0.0 | |||||||||||
2,530,000 | (2) | BNSF Funding Trust I, 6.613%, 12/15/2055 | 2,736,132 | 0.0 | ||||||||||
1,460,000 | Boeing Co/The, 3.500%, 03/01/2039 | 1,402,849 | 0.0 | |||||||||||
3,728,000 | Burlington Northern Santa Fe LLC, 5.150%, 09/01/2043 | 4,403,108 | 0.1 | |||||||||||
5,615,000 | Caterpillar Financial Services Corp., 3.150%, 09/07/2021 | 5,682,601 | 0.1 | |||||||||||
2,715,000 | CSX Corp., 4.650%, 03/01/2068 | 2,710,844 | 0.0 | |||||||||||
5,000,000 | FedEx Corp., 4.050%, 02/15/2048 | 4,476,089 | 0.1 | |||||||||||
2,647,000 | FedEx Corp., 4.400%, 01/15/2047 | 2,498,260 | 0.0 | |||||||||||
3,375,000 | (1) | FXI Holdings, Inc., 7.875%, 11/01/2024 | 3,147,187 | 0.0 | ||||||||||
5,500,000 | General Electric Co., 4.500%, 03/11/2044 | 5,041,513 | 0.1 | |||||||||||
6,810,000 | Illinois Tool Works, Inc., 3.375%, 09/15/2021 | 6,921,962 | 0.1 | |||||||||||
4,717,000 | John Deere Capital Corp., 3.125%, 09/10/2021 | 4,772,893 | 0.1 | |||||||||||
4,420,000 | Norfolk Southern Corp., 3.650%, 08/01/2025 | 4,561,094 | 0.1 | |||||||||||
434,000 | Northrop Grumman Corp., 2.930%, 01/15/2025 | 428,557 | 0.0 | |||||||||||
4,635,000 | (1) | Novelis Corp., 5.875%, 09/30/2026 | 4,623,413 | 0.1 | ||||||||||
3,330,000 | (1) | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/2023 | 3,500,330 | 0.0 | ||||||||||
4,045,000 | Packaging Corp. of America, 2.450%, 12/15/2020 | 4,019,302 | 0.1 | |||||||||||
2,335,000 | Rockwell Collins, Inc., 3.200%, 03/15/2024 | 2,335,687 | 0.0 | |||||||||||
4,413,000 | Roper Technologies, Inc., 3.650%, 09/15/2023 | 4,512,460 | 0.1 | |||||||||||
3,590,000 | Ryder System, Inc., 3.500%, 06/01/2021 | 3,635,502 | 0.1 | |||||||||||
3,930,000 | (1) | Siemens Financieringsmaatschappij NV, 2.200%, 03/16/2020 | 3,911,449 | 0.1 | ||||||||||
2,570,000 | (1) | SMBC Aviation Capital Finance DAC, 2.650%, 07/15/2021 | 2,524,932 | 0.0 | ||||||||||
2,475,000 | (1) | Standard Industries, Inc./NJ, 5.000%, 02/15/2027 | 2,401,493 | 0.0 |
See Accompanying Notes to Financial Statements
26 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
7,290,000 | Stanley Black & Decker, Inc., 2.900%, 11/01/2022 | 7,353,061 | 0.1 | |||||||||||
4,090,000 | (1) | Summit Materials LLC / Summit Materials Finance Corp., 5.125%, 06/01/2025 | 3,957,075 | 0.1 | ||||||||||
3,920,000 | United Parcel Service, Inc., 2.050%, 04/01/2021 | 3,887,463 | 0.1 | |||||||||||
2,690,000 | United Parcel Service, Inc., 2.500%, 04/01/2023 | 2,684,215 | 0.0 | |||||||||||
4,800,000 | United Parcel Service, Inc., 2.800%, 11/15/2024 | 4,831,190 | 0.1 | |||||||||||
6,230,000 | United Technologies Corp., 3.650%, 08/16/2023 | 6,399,806 | 0.1 | |||||||||||
123,346,235 | 1.8 | |||||||||||||
Technology: 1.4% | ||||||||||||||
2,282,000 | Analog Devices, Inc., 3.500%, 12/05/2026 | 2,266,610 | 0.0 | |||||||||||
5,675,000 | Apple, Inc., 2.400%, 01/13/2023 | 5,638,226 | 0.1 | |||||||||||
4,490,000 | Apple, Inc., 3.750%, 09/12/2047 | 4,481,392 | 0.1 | |||||||||||
2,000,000 | Apple, Inc., 3.750%, 11/13/2047 | 2,003,098 | 0.0 | |||||||||||
963,000 | Apple, Inc., 4.450%, 05/06/2044 | 1,063,645 | 0.0 | |||||||||||
6,075,000 | Broadcom Corp. / Broadcom Cayman Finance Ltd., 2.375%, 01/15/2020 | 6,045,864 | 0.1 | |||||||||||
1,608,000 | (1) | Dell International LLC / EMC Corp., 4.420%, 06/15/2021 | 1,650,578 | 0.0 | ||||||||||
7,406,000 | (1) | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | 7,896,684 | 0.1 | ||||||||||
4,880,000 | (1) | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | 5,253,386 | 0.1 | ||||||||||
5,592,000 | Electronic Arts, Inc., 3.700%, 03/01/2021 | 5,685,503 | 0.1 | |||||||||||
2,895,000 | HP, Inc., 4.050%, 09/15/2022 | 2,991,005 | 0.0 | |||||||||||
6,885,000 | HP, Inc., 4.300%, 06/01/2021 | 7,088,289 | 0.1 | |||||||||||
2,289,000 | International Business Machines Corp., 2.875%, 11/09/2022 | 2,298,422 | 0.0 | |||||||||||
4,100,000 | IBM Credit LLC, 3.000%, 02/06/2023 | 4,134,920 | 0.1 | |||||||||||
1,241,000 | KLA-Tencor Corp., 4.125%, 11/01/2021 | 1,276,029 | 0.0 | |||||||||||
4,477,000 | Microsoft Corp., 3.700%, 08/08/2046 | 4,590,254 | 0.1 | |||||||||||
5,345,000 | Microsoft Corp., 4.250%, 02/06/2047 | 5,978,807 | 0.1 | |||||||||||
4,216,000 | Microsoft Corp., 4.450%, 11/03/2045 | 4,813,318 | 0.1 | |||||||||||
4,576,000 | (1) | NXP BV / NXP Funding LLC, 4.875%, 03/01/2024 | 4,834,407 | 0.1 | ||||||||||
370,000 | Oracle Corp., 3.850%, 07/15/2036 | 374,609 | 0.0 | |||||||||||
8,841,000 | Oracle Corp., 4.000%, 11/15/2047 | 8,913,817 | 0.1 |
895,000 | Oracle Corp., 4.300%, 07/08/2034 | 963,018 | 0.0 | |||||||||||
3,875,000 | (1) | SS&C Technologies, Inc., 5.500%, 09/30/2027 | 3,921,016 | 0.1 | ||||||||||
2,860,000 | Texas Instruments, Inc., 3.875%, 03/15/2039 | 2,972,560 | 0.0 | |||||||||||
97,135,457 | 1.4 | |||||||||||||
Utilities: 3.1% | ||||||||||||||
3,770,000 | Alabama Power Co., 3.375%, 10/01/2020 | 3,806,753 | 0.1 | |||||||||||
2,680,000 | Alabama Power Co., 5.700%, 02/15/2033 | 3,193,261 | 0.0 | |||||||||||
1,927,000 | Ameren Corp., 2.700%, 11/15/2020 | 1,919,339 | 0.0 | |||||||||||
8,500,000 | (1) | American Transmission Systems, Inc., 5.000%, 09/01/2044 | 9,307,532 | 0.1 | ||||||||||
5,385,000 | (1) | American Transmission Systems, Inc., 5.250%, 01/15/2022 | 5,704,134 | 0.1 | ||||||||||
3,095,000 | Arizona Public Service Co., 4.200%, 08/15/2048 | 3,197,471 | 0.1 | |||||||||||
1,432,000 | Baltimore Gas & Electric Co., 3.350%, 07/01/2023 | 1,455,740 | 0.0 | |||||||||||
1,720,000 | Black Hills Corp., 4.250%, 11/30/2023 | 1,784,551 | 0.0 | |||||||||||
566,000 | CenterPoint Energy Houston Electric LLC, 3.550%, 08/01/2042 | 548,931 | 0.0 | |||||||||||
2,166,000 | (1) | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | 2,130,950 | 0.0 | ||||||||||
4,990,000 | Commonwealth Edison Co., 3.750%, 08/15/2047 | 4,925,248 | 0.1 | |||||||||||
1,864,000 | Consolidated Edison Co. of New York, Inc., 4.000%, 11/15/2057 | 1,806,549 | 0.0 | |||||||||||
3,000,000 | Consolidated Edison Co. of New York, Inc., 4.625%, 12/01/2054 | 3,201,410 | 0.1 | |||||||||||
2,143,000 | Consolidated Edison Co. of New York, Inc., 5.300%, 03/01/2035 | 2,438,603 | 0.0 | |||||||||||
1,790,000 | DTE Electric Co., 3.950%, 03/01/2049 | 1,847,360 | 0.0 | |||||||||||
1,210,000 | DTE Electric Co., 4.050%, 05/15/2048 | 1,265,683 | 0.0 | |||||||||||
1,539,000 | Duke Energy Carolinas LLC, 2.950%, 12/01/2026 | 1,525,564 | 0.0 | |||||||||||
2,340,000 | Duke Energy Carolinas LLC, 3.700%, 12/01/2047 | 2,301,341 | 0.0 | |||||||||||
3,032,000 | Duke Energy Carolinas LLC, 3.875%, 03/15/2046 | 3,063,869 | 0.0 | |||||||||||
3,030,000 | Duke Energy Florida LLC, 4.200%, 07/15/2048 | 3,196,992 | 0.1 | |||||||||||
3,495,000 | Duke Energy Progress LLC, 3.450%, 03/15/2029 | 3,585,971 | 0.1 | |||||||||||
3,323,000 | Entergy Corp., 2.950%, 09/01/2026 | 3,198,686 | 0.1 | |||||||||||
4,965,000 | Entergy Gulf States Louisiana LLC, 3.950%, 10/01/2020 | 5,042,551 | 0.1 | |||||||||||
6,480,000 | Entergy Louisiana LLC, 4.050%, 09/01/2023 | 6,769,326 | 0.1 | |||||||||||
8,875,000 | Entergy Louisiana LLC, 4.200%, 04/01/2050 | 9,296,556 | 0.1 |
See Accompanying Notes to Financial Statements
27 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
2,172,000 | Entergy Texas, Inc., 4.000%, 03/30/2029 | 2,257,970 | 0.0 | |||||||||||
3,617,000 | Exelon Corp., 3.497%, 06/01/2022 | 3,656,591 | 0.1 | |||||||||||
3,475,000 | FirstEnergy Corp., 2.850%, 07/15/2022 | 3,453,383 | 0.1 | |||||||||||
1,519,000 | FirstEnergy Corp., 4.250%, 03/15/2023 | 1,586,058 | 0.0 | |||||||||||
4,400,000 | Fortis, Inc./Canada, 3.055%, 10/04/2026 | 4,216,103 | 0.1 | |||||||||||
1,750,000 | Georgia Power Co., 2.000%, 03/30/2020 | 1,736,936 | 0.0 | |||||||||||
2,124,000 | Georgia Power Co., 5.750%, 04/15/2023 | 2,305,110 | 0.0 | |||||||||||
4,400,000 | Interstate Power & Light Co., 3.250%, 12/01/2024 | 4,426,365 | 0.1 | |||||||||||
13,076,000 | IPALCO Enterprises, Inc., 3.450%, 07/15/2020 | 13,088,282 | 0.2 | |||||||||||
4,199,000 | (1) | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | 4,378,216 | 0.1 | ||||||||||
2,862,000 | LG&E & KU Energy LLC, 3.750%, 11/15/2020 | 2,894,747 | 0.0 | |||||||||||
1,950,000 | (1) | Metropolitan Edison Co., 3.500%, 03/15/2023 | 1,973,394 | 0.0 | ||||||||||
774,000 | (1) | Metropolitan Edison Co., 4.000%, 04/15/2025 | 794,178 | 0.0 | ||||||||||
3,160,000 | Mississippi Power Co., 3.950%, 03/30/2028 | 3,203,190 | 0.1 | |||||||||||
2,412,000 | Mississippi Power Co., 4.250%, 03/15/2042 | 2,331,972 | 0.0 | |||||||||||
790,000 | Mississippi Power Co., 4.750%, 10/15/2041 | 793,523 | 0.0 | |||||||||||
4,393,000 | NextEra Energy Capital Holdings, Inc., 2.900%, 04/01/2022 | 4,401,347 | 0.1 | |||||||||||
5,049,000 | NextEra Energy Capital Holdings, Inc., 3.150%, 04/01/2024 | 5,079,914 | 0.1 | |||||||||||
1,402,000 | NextEra Energy Capital Holdings, Inc., 3.625%, 06/15/2023 | 1,412,367 | 0.0 | |||||||||||
1,901,000 | NiSource, Inc., 5.950%, 06/15/2041 | 2,232,190 | 0.0 | |||||||||||
2,465,000 | (3) | NRG Energy, Inc., 5.750%, 01/15/2028 | 2,622,144 | 0.0 | ||||||||||
1,469,000 | Pennsylvania Electric Co., 5.200%, 04/01/2020 | 1,498,815 | 0.0 | |||||||||||
750,000 | (1) | Perusahaan Listrik Negara PT, 5.375%, 01/25/2029 | 797,678 | 0.0 | ||||||||||
2,675,000 | Perusahaan Listrik Negara PT, 5.450%, 05/21/2028 | 2,865,842 | 0.0 | |||||||||||
4,500,000 | (1) | Perusahaan Listrik Negara PT, 5.450%, 05/21/2028 | 4,821,042 | 0.1 | ||||||||||
4,035,000 | Pinnacle West Capital Corp., 2.250%, 11/30/2020 | 3,993,774 | 0.1 | |||||||||||
6,924,000 | Public Service Electric & Gas Co., 3.250%, 09/01/2023 | 7,100,718 | 0.1 | |||||||||||
2,758,000 | San Diego Gas & Electric Co., 3.000%, 08/15/2021 | 2,773,717 | 0.0 | |||||||||||
3,937,000 | Sempra Energy, 3.800%, 02/01/2038 | 3,619,497 | 0.1 |
5,750,000 | Sierra Pacific Power Co., 2.600%, 05/01/2026 | 5,531,947 | 0.1 | |||||||||||
435,000 | Southern California Edison Co., 2.400%, 02/01/2022 | 422,434 | 0.0 | |||||||||||
980,000 | Southern California Edison Co., 3.875%, 06/01/2021 | 988,087 | 0.0 | |||||||||||
2,311,000 | Southern Co. Gas Capital Corp., 4.400%, 05/30/2047 | 2,330,649 | 0.0 | |||||||||||
1,680,000 | Southern Co. Gas Capital Corp., 5.875%, 03/15/2041 | 2,002,081 | 0.0 | |||||||||||
3,690,000 | Tampa Electric Co., 5.400%, 05/15/2021 | 3,884,779 | 0.1 | |||||||||||
3,000,000 | Tucson Electric Power Co., 4.850%, 12/01/2048 | 3,335,450 | 0.1 | |||||||||||
5,205,000 | Union Electric Co., 3.500%, 03/15/2029 | 5,347,725 | 0.1 | |||||||||||
6,165,000 | Virginia Electric & Power Co., 3.800%, 04/01/2028 | 6,388,051 | 0.1 | |||||||||||
213,060,637 | 3.1 | |||||||||||||
Total Corporate Bonds/Notes (Cost $2,058,644,885) | 2,085,175,294 | 30.6 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 17.1% | ||||||||||||||
1,077,424 | (1),(2) | Agate Bay Mortgage Trust 2014-2 B4, 3.887%, 09/25/2044 | 1,091,159 | 0.0 | ||||||||||
2,808,625 | Alternative Loan Trust 2004-J7 MI, 3.506%, (US0001M + 1.020%), 10/25/2034 | 2,750,141 | 0.1 | |||||||||||
3,221,536 | Alternative Loan Trust 2005-10CB 1A1, 2.986%, (US0001M + 0.500%), 05/25/2035 | 2,802,621 | 0.1 | |||||||||||
2,715,950 | Alternative Loan Trust 2005-51 3A2A, 3.687%, (12MTA + 1.290%), 11/20/2035 | 2,654,914 | 0.1 | |||||||||||
844,906 | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/2035 | 779,862 | 0.0 | |||||||||||
1,047,380 | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035 | 1,014,873 | 0.0 | |||||||||||
1,871,880 | Alternative Loan Trust 2005-J2 1A12, 2.886%, (US0001M + 0.400%), 04/25/2035 | 1,624,411 | 0.0 | |||||||||||
929,961 | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | 711,128 | 0.0 | |||||||||||
200,563 | Alternative Loan Trust 2006-18CB A10, 2.886%, (US0001M + 0.400%), 07/25/2036 | 131,819 | 0.0 | |||||||||||
1,209,531 | Alternative Loan Trust 2006-19CB A28, 3.086%, (US0001M + 0.600%), 08/25/2036 | 846,337 | 0.0 | |||||||||||
1,148,852 | Alternative Loan Trust 2006-HY11 A1, 2.606%, (US0001M + 0.120%), 06/25/2036 | 1,075,692 | 0.0 |
See Accompanying Notes to Financial Statements
28 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
1,312,302 | Alternative Loan Trust 2007-23CB A3, 2.986%, (US0001M + 0.500%), 09/25/2037 | 819,115 | 0.0 | |||||||||||
3,315,345 | Alternative Loan Trust 2007-2CB 2A1, 3.086%, (US0001M + 0.600%), 03/25/2037 | 2,168,554 | 0.0 | |||||||||||
1,352,519 | Alternative Loan Trust 2007-3T1 1A11, 6.000%, 04/25/2037 | 970,581 | 0.0 | |||||||||||
1,200,859 | Alternative Loan Trust 2007-8CB A3, 2.986%, (US0001M + 0.500%), 05/25/2037 | 820,227 | 0.0 | |||||||||||
2,006,396 | American Home Mortgage Assets Trust 2007-4 A4, 2.776%, (US0001M + 0.290%), 08/25/2037 | 1,832,244 | 0.0 | |||||||||||
1,182,427 | Banc of America Funding 2007-2 1A16 Trust, 3.086%, (US0001M + 0.600%), 03/25/2037 | 938,146 | 0.0 | |||||||||||
1,246,711 | (5) | Banc of America Mortgage 2007-2 A8 Trust, 6.000%, 05/25/2037 | 123,485 | 0.0 | ||||||||||
1,779,655 | (2) | Bear Stearns ALT-A Trust 2005-4 23A1, 4.568%, 05/25/2035 | 1,794,615 | 0.0 | ||||||||||
2,346,303 | (2) | Bear Stearns ALT-A Trust 2005-7 21A1, 4.431%, 09/25/2035 | 2,211,604 | 0.0 | ||||||||||
5,011,744 | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 2.676%, (US0001M + 0.190%), 01/25/2037 | 4,841,780 | 0.1 | |||||||||||
202,548 | (1) | Bellemeade Re Ltd. 2015-1A M2, 6.786%, (US0001M + 4.300%), 07/25/2025 | 203,224 | 0.0 | ||||||||||
2,438,567 | (2) | CHL Mortgage Pass-Through Trust 2004-22 A3, 4.272%, 11/25/2034 | 2,432,712 | 0.0 | ||||||||||
798,700 | CHL Mortgage Pass-Through Trust 2007-7 A7, 5.750%, 06/25/2037 | 672,921 | 0.0 | |||||||||||
2,200,000 | (1),(2) | CIM Trust 2019-INV1 A1, 4.000%, 02/25/2049 | 2,245,300 | 0.0 | ||||||||||
1,574,540 | Citicorp Mortgage Securities Trust Series 2006-3 1A4, 6.000%, 06/25/2036 | 1,602,890 | 0.0 | |||||||||||
1,810,774 | (2) | Citigroup Mortgage Loan Trust 2006-AR9 2A, 4.611%, 11/25/2036 | 1,589,282 | 0.0 | ||||||||||
752,415 | (2) | Citigroup Mortgage Loan Trust 2007-10 22AA, 4.273%, 09/25/2037 | 726,873 | 0.0 | ||||||||||
2,375,594 | (1),(2) | Citigroup Mortgage Loan Trust 2010-7 3A5, 5.500%, 12/25/2035 | 2,509,458 | 0.1 | ||||||||||
1,630,707 | (1),(2) | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058 | 1,725,395 | 0.0 |
2,869,000 | (1),(2) | COLT 2018-1 M1 Mortgage Loan Trust, 3.661%, 02/25/2048 | 2,906,411 | 0.1 | ||||||||||
1,680,000 | (1),(2) | COLT 2018-2 M1 Mortgage Loan Trust, 4.189%, 07/27/2048 | 1,723,560 | 0.0 | ||||||||||
1,550,000 | (1),(2) | COLT 2018-3 M1 Mortgage Loan Trust, 4.283%, 10/26/2048 | 1,551,156 | 0.0 | ||||||||||
595,564 | Countrywide Alternative Loan Trust 2005-53T2 2A6, 2.986%, (US0001M + 0.500%), 11/25/2035 | 388,885 | 0.0 | |||||||||||
7,313,665 | Countrywide Asset-Backed Certificates 2005-IM1 M1, 3.206%, (US0001M + 0.720%), 11/25/2035 | 7,306,712 | 0.1 | |||||||||||
2,183,142 | (1) | CSMC Series 2008-2R 1A1, 6.000%, 07/25/2037 | 1,973,942 | 0.0 | ||||||||||
1,655,556 | (1),(2) | CSMC Trust 2015-2 B3, 3.935%, 02/25/2045 | 1,692,152 | 0.0 | ||||||||||
1,360,000 | (1),(2) | Deephaven Residential Mortgage Trust 2018-1A M1, 3.939%, 12/25/2057 | 1,376,794 | 0.0 | ||||||||||
2,300,000 | (1),(2) | Deephaven Residential Mortgage Trust 2019-1A M1, 4.402%, 08/25/2058 | 2,327,489 | 0.0 | ||||||||||
102,775,199 | (2),(5) | Deutsche ALT-A Securities, Inc. ALT 07-AB1 X, 1.063%, 04/25/2037 | 4,183,855 | 0.1 | ||||||||||
2,149,057 | DSLA Mortgage Loan Trust 2005-AR4 2A1B, 2.762%, (US0001M + 0.280%), 08/19/2045 | 1,873,499 | 0.0 | |||||||||||
5,437,719 | (5) | Fannie Mae 2008-12 SC, 3.865%, (-1.000*US0001M + 6.350%), 03/25/2038 | 872,991 | 0.0 | ||||||||||
7,991,568 | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | 8,950,257 | 0.1 | |||||||||||
1,032,976 | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | 1,030,629 | 0.0 | |||||||||||
5,919,751 | Fannie Mae 2012-66 EP, 4.000%, 06/25/2042 | 6,357,508 | 0.1 | |||||||||||
6,534,000 | Fannie Mae 2013-116 UB, 4.000%, 11/25/2043 | 6,831,407 | 0.1 | |||||||||||
5,284,772 | Fannie Mae 2013-20 DL, 4.000%, 03/25/2033 | 5,559,113 | 0.1 | |||||||||||
31,761,697 | (5) | Fannie Mae 2016-82 SD, 3.565%, (-1.000*US0001M + 6.050%), 11/25/2046 | 5,181,451 | 0.1 | ||||||||||
7,164,952 | Fannie Mae 2016-88 EA, 3.500%, 01/25/2045 | 7,321,421 | 0.1 | |||||||||||
18,797,478 | (5) | Fannie Mae 2018-86 US, 4.105%, (-1.000*US0001M + 6.590%), 09/25/2040 | 3,512,489 | 0.1 | ||||||||||
18,016,364 | Fannie Mae Connecticut Avenue Securities 16-C06 1M2, 6.736%, (US0001M + 4.250%), 04/25/2029 | 19,976,591 | 0.3 | |||||||||||
8,892,509 | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 6.486%, (US0001M + 4.000%), 05/25/2025 | 9,608,905 | 0.2 |
See Accompanying Notes to Financial Statements
29 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
289,814 | Fannie Mae Connecticut Avenue Securities 2015-C02 2M2, 6.486%, (US0001M + 4.000%), 05/25/2025 | 310,490 | 0.0 | |||||||||||
14,085,196 | Fannie Mae Connecticut Avenue Securities 2015-C04 2M2, 8.036%, (US0001M + 5.550%), 04/25/2028 | 15,777,940 | 0.2 | |||||||||||
12,710,019 | Fannie Mae Connecticut Avenue Securities 2016-C04 1M2, 6.736%, (US0001M + 4.250%), 01/25/2029 | 13,995,032 | 0.2 | |||||||||||
550,000 | Fannie Mae Connecticut Avenue Securities 2016-C05 2M2, 6.936%, (US0001M + 4.450%), 01/25/2029 | 602,434 | 0.0 | |||||||||||
5,700,000 | Fannie Mae Connecticut Avenue Securities 2017-C01 1M2, 6.036%, (US0001M + 3.550%), 07/25/2029 | 6,128,822 | 0.1 | |||||||||||
8,434,000 | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 6.136%, (US0001M + 3.650%), 09/25/2029 | 9,090,344 | 0.1 | |||||||||||
4,750,000 | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 5.486%, (US0001M + 3.000%), 10/25/2029 | 5,017,849 | 0.1 | |||||||||||
9,400,000 | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 5.336%, (US0001M + 2.850%), 11/25/2029 | 9,755,689 | 0.2 | |||||||||||
14,569,820 | Fannie Mae Connecticut Avenue Securities 2017-C05 1M2, 4.686%, (US0001M + 2.200%), 01/25/2030 | 14,761,585 | 0.2 | |||||||||||
1,495,000 | Fannie Mae Connecticut Avenue Securities 2017-C06 1M2, 5.136%, (US0001M + 2.650%), 02/25/2030 | 1,544,239 | 0.0 | |||||||||||
10,655,000 | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 4.886%, (US0001M + 2.400%), 05/25/2030 | 10,892,680 | 0.2 | |||||||||||
17,550,000 | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 4.986%, (US0001M + 2.500%), 05/25/2030 | 17,846,139 | 0.3 | |||||||||||
8,900,000 | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 5.286%, (US0001M + 2.800%), 02/25/2030 | 9,206,667 | 0.1 |
12,470,000 | Fannie Mae Connecticut Avenue Securities 2018-C02 2M2, 4.686%, (US0001M + 2.200%), 08/25/2030 | 12,449,534 | 0.2 | |||||||||||
1,550,000 | Fannie Mae Connecticut Avenue Securities 2018-C03 1M2, 4.636%, (US0001M + 2.150%), 10/25/2030 | 1,549,943 | 0.0 | |||||||||||
735,000 | Fannie Mae Connecticut Avenue Securities 2018-C04 2M2, 5.036%, (US0001M + 2.550%), 12/25/2030 | 740,692 | 0.0 | |||||||||||
8,730,000 | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 4.486%, (US0001M + 2.000%), 03/25/2031 | 8,667,252 | 0.1 | |||||||||||
3,000,000 | Fannie Mae Connecticut Avenue Securities 2018-C06 2M2, 4.586%, (US0001M + 2.100%), 03/25/2031 | 2,965,877 | 0.1 | |||||||||||
26,715,652 | Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2, 4.736%, (US0001M + 2.250%), 07/25/2030 | 26,902,662 | 0.4 | |||||||||||
5,936,842 | Fannie Mae Connecticut Avenue Securities, 8.186%, (US0001M + 5.700%), 04/25/2028 | 6,798,726 | 0.1 | |||||||||||
22,116 | Fannie Mae Grantor Trust 1998-T2 A6, 0.880%, (US0001M + 0.550%), 01/25/2032 | 22,979 | 0.0 | |||||||||||
27,890 | (5) | Fannie Mae Interest Strip 104 2, 9.500%, 10/25/2021 | 2,442 | 0.0 | ||||||||||
3,283 | (5) | Fannie Mae Interest Strip 83 2, 9.500%, 09/25/2020 | 134 | 0.0 | ||||||||||
524,320 | (5) | Fannie Mae Interest Strip Series 418 20, 3.000%, 05/25/2043 | 73,445 | 0.0 | ||||||||||
1,674,864 | (5) | Fannie Mae Interest Strip Series 418 59, 3.000%, 08/25/2028 | 136,028 | 0.0 | ||||||||||
176,795 | Fannie Mae REMIC Trust 1999-33 Z, 6.000%, 07/25/2029 | 191,184 | 0.0 | |||||||||||
228,273 | (5) | Fannie Mae REMIC Trust 1999-6 SE, 5.204%, (-1.000*US0001M + 7.685%), 02/17/2029 | 18,607 | 0.0 | ||||||||||
143,468 | Fannie Mae REMIC Trust 2001-15 Z, 6.000%, 04/25/2031 | 155,552 | 0.0 | |||||||||||
1,434,345 | Fannie Mae REMIC Trust 2003-105 AZ, 5.500%, 10/25/2033 | 1,575,226 | 0.0 | |||||||||||
474,367 | Fannie Mae REMIC Trust 2003-45 FJ, 3.989%, (US0001M + 1.500%), 06/25/2033 | 493,359 | 0.0 |
See Accompanying Notes to Financial Statements
30 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
1,797,237 | (5) | Fannie Mae REMIC Trust 2003-66 SA, 5.165%, (-1.000*US0001M + 7.650%), 07/25/2033 | 357,844 | 0.0 | ||||||||||
324,673 | (5) | Fannie Mae REMIC Trust 2003-74 IO, 6.000%, 08/25/2033 | 74,303 | 0.0 | ||||||||||
963,665 | Fannie Mae REMIC Trust 2003-84 PZ, 5.000%, 09/25/2033 | 1,045,878 | 0.0 | |||||||||||
1,580 | Fannie Mae REMIC Trust 2004-10 SC, 18.658%, (-4.000*US0001M + 28.600%), 02/25/2034 | 1,602 | 0.0 | |||||||||||
1,375,417 | Fannie Mae REMIC Trust 2004-50 VZ, 5.500%, 07/25/2034 | 1,486,349 | 0.0 | |||||||||||
29,077 | Fannie Mae REMIC Trust 2004-56 FE, 2.936%, (US0001M + 0.450%), 10/25/2033 | 29,223 | 0.0 | |||||||||||
723,029 | Fannie Mae REMIC Trust 2004-7 Z, 5.500%, 02/25/2034 | 786,458 | 0.0 | |||||||||||
1,538,285 | Fannie Mae REMIC Trust 2004-75 ZG, 4.500%, 10/25/2034 | 1,629,965 | 0.0 | |||||||||||
41,382 | Fannie Mae REMIC Trust 2004-79 S, 12.965%, (-2.750*US0001M + 19.800%), 08/25/2032 | 41,864 | 0.0 | |||||||||||
3,697,341 | Fannie Mae REMIC Trust 2005-25 Z, 5.000%, 04/25/2035 | 3,982,942 | 0.1 | |||||||||||
9,984 | Fannie Mae REMIC Trust 2005-74 NP, 13.593%, (-3.782*US0001M + 22.992%), 01/25/2035 | 10,089 | 0.0 | |||||||||||
188,546 | Fannie Mae REMIC Trust 2006-104 ES, 21.023%, (-5.000*US0001M + 33.450%), 11/25/2036 | 317,479 | 0.0 | |||||||||||
3,469,285 | (5) | Fannie Mae REMIC Trust 2006-12 SD, 4.265%, (-1.000*US0001M + 6.750%), 10/25/2035 | 505,609 | 0.0 | ||||||||||
1,044,132 | (5) | Fannie Mae REMIC Trust 2006-123 UI, 4.255%, (-1.000*US0001M + 6.740%), 01/25/2037 | 202,032 | 0.0 | ||||||||||
270,317 | (5) | Fannie Mae REMIC Trust 2006-72 HS, 4.215%, (-1.000*US0001M + 6.700%), 08/25/2026 | 30,952 | 0.0 | ||||||||||
50,444 | Fannie Mae REMIC Trust 2007-10 Z, 6.000%, 02/25/2037 | 55,504 | 0.0 | |||||||||||
5,428,939 | (5) | Fannie Mae REMIC Trust 2007-91 AS, 3.915%, (-1.000*US0001M + 6.400%), 10/25/2037 | 1,015,863 | 0.0 | ||||||||||
2,294,981 | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | 2,426,521 | 0.0 | |||||||||||
11,057,202 | (2) | Fannie Mae REMIC Trust 2009-50 HZ, 5.552%, 02/25/2049 | 11,919,476 | 0.2 |
2,696,571 | (5) | Fannie Mae REMIC Trust 2009-90 TS, 3.665%, (-1.000*US0001M + 6.150%), 11/25/2039 | 412,963 | 0.0 | ||||||||||
3,856,589 | (5) | Fannie Mae REMIC Trust 2010-118 GS, 3.465%, (-1.000*US0001M + 5.950%), 10/25/2039 | 248,550 | 0.0 | ||||||||||
7,143,948 | (5) | Fannie Mae REMIC Trust 2010-123 SL, 3.585%, (-1.000*US0001M + 6.070%), 11/25/2040 | 950,131 | 0.0 | ||||||||||
7,610,874 | (5) | Fannie Mae REMIC Trust 2010-41 SB, 3.915%, (-1.000*US0001M + 6.400%), 05/25/2040 | 1,236,635 | 0.0 | ||||||||||
2,153,825 | (5) | Fannie Mae REMIC Trust 2010-43 VS, 3.965%, (-1.000*US0001M + 6.450%), 05/25/2040 | 355,812 | 0.0 | ||||||||||
11,049,000 | Fannie Mae REMIC Trust 2010-59 PC, 5.000%, 06/25/2040 | 12,444,224 | 0.2 | |||||||||||
2,428,541 | (5) | Fannie Mae REMIC Trust 2011-102 SA, 4.115%, (-1.000*US0001M + 6.600%), 10/25/2041 | 400,039 | 0.0 | ||||||||||
3,588,060 | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041 | 3,951,792 | 0.1 | |||||||||||
3,404,436 | (5) | Fannie Mae REMIC Trust 2011-93 GS, 4.065%, (-1.000*US0001M + 6.550%), 04/25/2039 | 646,218 | 0.0 | ||||||||||
1,592,070 | (5) | Fannie Mae REMIC Trust 2012-103 IT, 4.000%, 04/25/2041 | 122,812 | 0.0 | ||||||||||
9,229,293 | (5) | Fannie Mae REMIC Trust 2012-122 SB, 3.665%, (-1.000*US0001M + 6.150%), 11/25/2042 | 1,635,157 | 0.0 | ||||||||||
5,112,218 | (5) | Fannie Mae REMIC Trust 2012-128 LI, 3.500%, 06/25/2042 | 476,811 | 0.0 | ||||||||||
8,984,801 | (5) | Fannie Mae REMIC Trust 2012-133 AS, 3.715%, (-1.000*US0001M + 6.200%), 10/25/2042 | 1,345,985 | 0.0 | ||||||||||
1,435,660 | (5) | Fannie Mae REMIC Trust 2012-149 GI, 3.500%, 06/25/2042 | 156,905 | 0.0 | ||||||||||
6,484,967 | (5) | Fannie Mae REMIC Trust 2012-15 SP, 4.135%, (-1.000*US0001M + 6.620%), 06/25/2040 | 674,555 | 0.0 | ||||||||||
3,339,082 | (5) | Fannie Mae REMIC Trust 2012-24 HS, 4.065%, (-1.000*US0001M + 6.550%), 09/25/2040 | 418,859 | 0.0 | ||||||||||
7,880,703 | (5) | Fannie Mae REMIC Trust 2012-30 QS, 4.115%, (-1.000*US0001M + 6.600%), 04/25/2031 | 888,418 | 0.0 | ||||||||||
2,026,555 | (5) | Fannie Mae REMIC Trust 2012-68 YS, 4.215%, (-1.000*US0001M + 6.700%), 07/25/2042 | 337,223 | 0.0 |
See Accompanying Notes to Financial Statements
31 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
3,236,993 | (5) | Fannie Mae REMIC Trust 2013-26 JS, 3.715%, (-1.000*US0001M + 6.200%), 10/25/2032 | 449,499 | 0.0 | ||||||||||
11,211,530 | (5) | Fannie Mae REMIC Trust 2013-60 DS, 3.715%, (-1.000*US0001M + 6.200%), 06/25/2033 | 1,797,040 | 0.0 | ||||||||||
10,137,433 | (5) | Fannie Mae REMIC Trust 2013-9 SM, 3.765%, (-1.000*US0001M + 6.250%), 02/25/2033 | 1,432,984 | 0.0 | ||||||||||
7,105,233 | (5) | Fannie Mae REMIC Trust 2014-17 DS, 3.715%, (-1.000*US0001M + 6.200%), 02/25/2043 | 805,855 | 0.0 | ||||||||||
3,591,371 | (5) | Fannie Mae REMIC Trust 2014-28 BS, 3.715%, (-1.000*US0001M + 6.200%), 08/25/2043 | 527,626 | 0.0 | ||||||||||
3,019,000 | Fannie Mae REMIC Trust 2015-17 MK, 2.500%, 12/25/2041 | 2,729,034 | 0.1 | |||||||||||
65,337,353 | (5) | Fannie Mae REMIC Trust 2015-79 SA, 3.765%, (-1.000*US0001M + 6.250%), 11/25/2045 | 10,135,705 | 0.2 | ||||||||||
26,342,940 | (5) | Fannie Mae REMIC Trust 2015-9 IO, 5.500%, 03/25/2045 | 5,795,826 | 0.1 | ||||||||||
45,630,188 | (5) | Fannie Mae REMICS 16-60 SB, 3.615%, (-1.000*US0001M + 6.100%), 09/25/2046 | 7,108,471 | 0.1 | ||||||||||
1 | Fannie Mae REMICS 1989-34 J, 985.500%, 07/25/2019 | 3 | 0.0 | |||||||||||
28 | Fannie Mae REMICS 1990-59 K, 1184.190%, 06/25/2020 | 171 | 0.0 | |||||||||||
32 | Fannie Mae REMICS 1990-97 H, 1133.313%, 08/25/2020 | 155 | 0.0 | |||||||||||
202,109 | (5) | Fannie Mae REMICS 1997-18 SG, 5.618%, (-1.000*US0001M + 8.100%), 03/17/2027 | 23,752 | 0.0 | ||||||||||
146,403 | (5),(6) | Fannie Mae REMICS 1997-91 FC, 0.000%, (US0001M + (8.500)%), 11/25/2023 | 20 | 0.0 | ||||||||||
50,568 | (5) | Fannie Mae REMICS 1999-57 SC, 7.268%, (-1.000*US0001M + 9.750%), 11/17/2029 | 3,046 | 0.0 | ||||||||||
26,250 | (5) | Fannie Mae REMICS 2000-38 SJ, 6.718%, (-1.000*US0001M + 9.200%), 11/18/2030 | 1,029 | 0.0 | ||||||||||
89,852 | (5) | Fannie Mae REMICS 2000-38 SK, 6.718%, (-1.000*US0001M + 9.200%), 10/17/2030 | 2,221 | 0.0 | ||||||||||
121,239 | (5) | Fannie Mae REMICS 2001-15 S, 5.718%, (-1.000*US0001M + 8.200%), 04/18/2021 | 1,063 | 0.0 |
383,489 | (5) | Fannie Mae REMICS 2001-72 SC, 1.000%, (-1.000*US0001M + 8.500%), 12/25/2031 | 14,647 | 0.0 | ||||||||||
130,784 | (5) | Fannie Mae REMICS 2001-8 SK, 6.268%, (-1.000*US0001M + 8.750%), 03/18/2031 | 17,909 | 0.0 | ||||||||||
8,466 | (5) | Fannie Mae REMICS 2001-8 SO, 7.312%, (-1.000*US0001M + 9.800%), 02/20/2031 | 149 | 0.0 | ||||||||||
836,381 | (5) | Fannie Mae REMICS 2003-49 SW, 4.515%, (-1.000*US0001M + 7.000%), 01/25/2033 | 132,638 | 0.0 | ||||||||||
6,595,113 | (5) | Fannie Mae REMICS 2004-54 SN, 4.565%, (-1.000*US0001M + 7.050%), 07/25/2034 | 1,149,130 | 0.0 | ||||||||||
873,776 | (5) | Fannie Mae REMICS 2004-88 JH, 4.115%, (-1.000*US0001M + 6.600%), 06/25/2033 | 26,353 | 0.0 | ||||||||||
1,744,720 | (5) | Fannie Mae REMICS 2005-75 SP, 4.265%, (-1.000*US0001M + 6.750%), 08/25/2035 | 256,703 | 0.0 | ||||||||||
3,490,957 | (5) | Fannie Mae REMICS 2006-56 SM, 4.265%, (-1.000*US0001M + 6.750%), 07/25/2036 | 570,186 | 0.0 | ||||||||||
1,280,328 | (5) | Fannie Mae REMICS 2007-21 SB, 3.915%, (-1.000*US0001M + 6.400%), 03/25/2037 | 135,444 | 0.0 | ||||||||||
1,647,510 | (5) | Fannie Mae REMICS 2007-52 NS, 3.965%, (-1.000*US0001M + 6.450%), 06/25/2037 | 260,830 | 0.0 | ||||||||||
2,150,174 | (5) | Fannie Mae REMICS 2007-85 SM, 3.975%, (-1.000*US0001M + 6.460%), 09/25/2037 | 333,257 | 0.0 | ||||||||||
492,140 | Fannie Mae REMICS 2008-16 Z, 5.500%, 03/25/2038 | 545,841 | 0.0 | |||||||||||
69,654 | (5) | Fannie Mae REMICS 2010-112 SG, 3.875%, (-1.000*US0001M + 6.360%), 06/25/2021 | 874 | 0.0 | ||||||||||
1,740,950 | (5) | Fannie Mae REMICS 2010-35 CS, 3.965%, (-1.000*US0001M + 6.450%), 04/25/2050 | 249,277 | 0.0 | ||||||||||
2,635,941 | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | 2,863,965 | 0.1 | |||||||||||
6,166,562 | Fannie Mae REMICS 2011-101 DB, 4.000%, 10/25/2041 | 6,541,932 | 0.1 | |||||||||||
647,950 | Fannie Mae REMICS 2011-116 ZA, 3.500%, 11/25/2041 | 665,216 | 0.0 | |||||||||||
132,000 | Fannie Mae REMICS 2011-127 UY, 3.500%, 12/25/2041 | 135,915 | 0.0 |
See Accompanying Notes to Financial Statements
32 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
14,504,226 | (5) | Fannie Mae REMICS 2011-47 GS, 3.445%, (-1.000*US0001M + 5.930%), 06/25/2041 | 2,063,361 | 0.0 | ||||||||||
3,970,372 | Fannie Mae REMICS 2011-8 ZA, 4.000%, 02/25/2041 | 4,122,616 | 0.1 | |||||||||||
8,145,002 | (5) | Fannie Mae REMICS 2012-111 SL, 3.615%, (-1.000*US0001M + 6.100%), 05/25/2041 | 974,892 | 0.0 | ||||||||||
5,697,890 | Fannie Mae REMICS 2012-111 ZK, 3.500%, 10/25/2042 | 5,872,320 | 0.1 | |||||||||||
3,000,000 | Fannie Mae REMICS 2012-134 KV, 3.000%, 07/25/2031 | 3,006,085 | 0.1 | |||||||||||
5,815,272 | Fannie Mae REMICS 2012-2 HE, 4.000%, 02/25/2042 | 6,255,165 | 0.1 | |||||||||||
2,649,113 | Fannie Mae REMICS 2012-33 BW, 4.000%, 04/25/2042 | 2,812,921 | 0.1 | |||||||||||
1,058,948 | Fannie Mae REMICS 2012-44 KW, 3.500%, 05/25/2032 | 1,096,428 | 0.0 | |||||||||||
6,500,000 | Fannie Mae REMICS 2012-55 PC, 3.500%, 05/25/2042 | 6,672,773 | 0.1 | |||||||||||
500,000 | Fannie Mae REMICS 2012-80 MY, 3.250%, 08/25/2042 | 501,780 | 0.0 | |||||||||||
2,700,000 | Fannie Mae REMICS 2013-111 BA, 3.000%, 11/25/2033 | 2,702,155 | 0.1 | |||||||||||
1,403,000 | Fannie Mae REMICS 2013-13 BE, 4.000%, 03/25/2043 | 1,533,977 | 0.0 | |||||||||||
1,187,998 | Fannie Mae REMICS 2013-16 GD, 3.000%, 03/25/2033 | 1,175,946 | 0.0 | |||||||||||
12,238,312 | (5) | Fannie Mae REMICS 2013-40 LS, 3.665%, (-1.000*US0001M + 6.150%), 05/25/2043 | 2,116,275 | 0.0 | ||||||||||
12,968,139 | (5) | Fannie Mae REMICS 2013-70 BI, 3.000%, 07/25/2033 | 1,522,926 | 0.0 | ||||||||||
14,355,373 | (5) | Fannie Mae REMICS 2014-15 SB, 4.165%, (-1.000*US0001M + 6.650%), 04/25/2044 | 2,867,538 | 0.1 | ||||||||||
12,416,701 | (5) | Fannie Mae REMICS 2014-20 HI, 4.000%, 01/25/2040 | 822,073 | 0.0 | ||||||||||
970,000 | Fannie Mae REMICS 2014-61 PY, 3.500%, 10/25/2044 | 1,007,972 | 0.0 | |||||||||||
11,323,161 | (5) | Fannie Mae REMICS 2015-56 IC, 6.000%, 08/25/2045 | 2,102,672 | 0.0 | ||||||||||
2,000,000 | Fannie Mae REMICS 2015-67 AV, 3.500%, 01/25/2036 | 2,073,270 | 0.0 | |||||||||||
5,000,000 | Fannie Mae REMICS 2015-67 QV, 3.000%, 12/25/2040 | 4,984,278 | 0.1 |
4,804,330 | (5) | Fannie Mae REMICS 2015-76 PI, 6.000%, 09/25/2045 | 868,599 | 0.0 | ||||||||||
10,762,389 | (5) | Fannie Mae REMICS 2016-52 MI, 4.000%, 12/25/2045 | 1,818,108 | 0.0 | ||||||||||
999,088 | Fannie Mae REMICS 2016-9 D, 3.000%, 03/25/2046 | 1,003,182 | 0.0 | |||||||||||
9,623,557 | Fannie Mae REMICS 2017-54 D, 3.000%, 07/25/2047 | 9,567,164 | 0.2 | |||||||||||
63,656,667 | (5) | Fannie Mae REMICS 2018-15 SC, 3.815%, (-1.000*US0001M + 6.300%), 03/25/2048 | 9,790,701 | 0.2 | ||||||||||
6,861,495 | Fannie Mae REMICS 2018-38 LA, 3.000%, 06/25/2048 | 6,798,236 | 0.1 | |||||||||||
32,744,711 | Fannie Mae REMICS 2018-73 AB, 3.000%, 10/25/2048 | 32,658,547 | 0.5 | |||||||||||
6,247,867 | Fannie Mae REMICS 2018-8 AB, 3.500%, 10/25/2047 | 6,333,583 | 0.1 | |||||||||||
78,617,577 | (5) | Fannie Mae REMICS 2018-86 SM, 3.715%, (-1.000*US0001M + 6.200%), 12/25/2048 | 12,088,191 | 0.2 | ||||||||||
69,542,609 | (5) | Fannie Mae REMICS 2018-91 SB, 3.615%, (-1.000*US0001M + 6.100%), 12/25/2058 | 12,134,831 | 0.2 | ||||||||||
53 | Fannie Mae REMICS G-9 G, 509.000%, 04/25/2021 | 197 | 0.0 | |||||||||||
4,376,263 | Fannie Mae REMICS Trust 2010-53 JZ, 5.000%, 07/25/2040 | 4,806,238 | 0.1 | |||||||||||
2,341,442 | (5) | Fannie Mae Series 2013-72 YS, 3.665%, (-1.000*US0001M + 6.150%), 07/25/2033 | 359,600 | 0.0 | ||||||||||
323,452 | (5) | FHLMC-GNMA 20 S, 6.415%, (-1.000*US0001M + 8.900%), 10/25/2023 | 34,375 | 0.0 | ||||||||||
699,889 | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A5, 2.786%, (US0001M + 0.300%), 12/25/2036 | 422,669 | 0.0 | |||||||||||
699,889 | (5) | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A9, 4.215%, (-1.000*US0001M + 6.700%), 12/25/2036 | 176,772 | 0.0 | ||||||||||
810,406 | First Horizon Alternative Mortgage Securities Trust 2006-FA8 1A11, 6.000%, 02/25/2037 | 618,582 | 0.0 | |||||||||||
1,954,307 | (1),(2) | Flagstar Mortgage Trust 2018-1 B1, 4.056%, 03/25/2048 | 1,996,031 | 0.0 | ||||||||||
2,291,425 | (1),(2) | Flagstar Mortgage Trust 2018-1 B2, 4.056%, 03/25/2048 | 2,302,494 | 0.0 | ||||||||||
2,548,417 | (1),(2) | Flagstar Mortgage Trust 2018-1 B3, 4.056%, 03/25/2048 | 2,509,500 | 0.1 |
See Accompanying Notes to Financial Statements
33 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
32,380,037 | Freddie Mac 326 350, 3.500%, 03/15/2044 | 33,459,629 | 0.5 | |||||||||||
12,260,140 | (5) | Freddie Mac 3510 AS, 3.926%, (-1.000*US0001M + 6.410%), 04/15/2037 | 2,133,377 | 0.0 | ||||||||||
10,584,031 | (5) | Freddie Mac 4191 SA, 3.716%, (-1.000*US0001M + 6.200%), 03/15/2043 | 1,392,531 | 0.0 | ||||||||||
3,861,790 | Freddie Mac 4316 XZ, 4.500%, 03/15/2044 | 4,331,389 | 0.1 | |||||||||||
5,000,000 | Freddie Mac 4800 KG, 3.500%, 11/15/2045 | 5,058,240 | 0.1 | |||||||||||
973,577 | Freddie Mac Reference Series R007 ZA, 6.000%, 05/15/2036 | 1,095,968 | 0.0 | |||||||||||
465,494 | Freddie Mac Reference Series R008 ZA, 6.000%, 07/15/2036 | 519,661 | 0.0 | |||||||||||
141,101 | Freddie Mac REMIC Trust 2110 PG, 6.000%, 01/15/2029 | 154,160 | 0.0 | |||||||||||
130,977 | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | 141,538 | 0.0 | |||||||||||
897,858 | Freddie Mac REMIC Trust 2143 ZB, 6.000%, 04/15/2029 | 991,068 | 0.0 | |||||||||||
182,329 | Freddie Mac REMIC Trust 2472 ZC, 6.000%, 07/15/2032 | 199,547 | 0.0 | |||||||||||
201,337 | Freddie Mac REMIC Trust 2528 KM, 5.500%, 11/15/2022 | 206,621 | 0.0 | |||||||||||
363,711 | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | 399,334 | 0.0 | |||||||||||
142,768 | (5) | Freddie Mac REMIC Trust 2594 IY, 6.000%, 04/15/2033 | 32,431 | 0.0 | ||||||||||
902,366 | Freddie Mac REMIC Trust 2845 QH, 5.000%, 08/15/2034 | 965,946 | 0.0 | |||||||||||
186,661 | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | 208,489 | 0.0 | |||||||||||
1,338,846 | (5) | Freddie Mac REMIC Trust 2866 GS, 4.116%, (-1.000*US0001M + 6.600%), 09/15/2034 | 50,583 | 0.0 | ||||||||||
555,944 | (5) | Freddie Mac REMIC Trust 2883 SD, 4.216%, (-1.000*US0001M + 6.700%), 10/15/2034 | 23,748 | 0.0 | ||||||||||
271,496 | Freddie Mac REMIC Trust 2930 ZL, 5.000%, 02/15/2035 | 292,708 | 0.0 | |||||||||||
381,597 | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | 409,537 | 0.0 | |||||||||||
7,521,552 | (5) | Freddie Mac REMIC Trust 3045 DI, 4.246%, (-1.000*US0001M + 6.730%), 10/15/2035 | 1,240,062 | 0.0 | ||||||||||
18,381 | Freddie Mac REMIC Trust 3049 NA, 5.000%, 02/15/2035 | 18,382 | 0.0 |
1,372,253 | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | 1,503,204 | 0.0 | |||||||||||
256,649 | (6),(7) | Freddie Mac REMIC Trust 3139 PO, 0.000%, 01/15/2036 | 251,859 | 0.0 | ||||||||||
1,848,227 | (5) | Freddie Mac REMIC Trust 3171 PS, 4.001%, (-1.000*US0001M + 6.485%), 06/15/2036 | 252,190 | 0.0 | ||||||||||
8,271,920 | (5) | Freddie Mac REMIC Trust 3199 S, 3.966%, (-1.000*US0001M + 6.450%), 08/15/2036 | 1,441,059 | 0.0 | ||||||||||
694,196 | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | 766,279 | 0.0 | |||||||||||
275,457 | Freddie Mac REMIC Trust 3394 ZY, 6.000%, 11/15/2037 | 297,972 | 0.0 | |||||||||||
366,507 | (2),(5) | Freddie Mac REMIC Trust 3524 LA, 5.386%, 03/15/2033 | 399,023 | 0.0 | ||||||||||
41,946 | Freddie Mac REMIC Trust 3556 NT, 5.584%, (US0001M + 3.100%), 03/15/2038 | 42,991 | 0.0 | |||||||||||
7,533,781 | Freddie Mac REMIC Trust 3639 ZN, 5.500%, 12/15/2034 | 8,297,238 | 0.1 | |||||||||||
682,142 | Freddie Mac REMIC Trust 3662 ZB, 5.500%, 08/15/2036 | 762,264 | 0.0 | |||||||||||
1,662,640 | (5) | Freddie Mac REMIC Trust 3710 SL, 3.516%, (-1.000*US0001M + 6.000%), 05/15/2036 | 42,886 | 0.0 | ||||||||||
530,814 | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | 588,444 | 0.0 | |||||||||||
20,537,046 | Freddie Mac REMIC Trust 3747 HW, 4.500%, 05/15/2038 | 20,812,175 | 0.3 | |||||||||||
1,000,000 | Freddie Mac REMIC Trust 3753 DC, 3.500%, 09/15/2039 | 1,023,647 | 0.0 | |||||||||||
356,855 | Freddie Mac REMIC Trust 3819 ZY, 6.000%, 10/15/2037 | 384,580 | 0.0 | |||||||||||
1,913,308 | (5) | Freddie Mac REMIC Trust 3856 KS, 4.066%, (-1.000*US0001M + 6.550%), 05/15/2041 | 304,512 | 0.0 | ||||||||||
1,691,157 | (5) | Freddie Mac REMIC Trust 3925 SD, 3.566%, (-1.000*US0001M + 6.050%), 07/15/2040 | 173,310 | 0.0 | ||||||||||
10,610,425 | (5) | Freddie Mac REMIC Trust 3925 SL, 3.566%, (-1.000*US0001M + 6.050%), 01/15/2041 | 1,131,393 | 0.0 | ||||||||||
448,678 | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | 480,628 | 0.0 | |||||||||||
2,230,902 | (5) | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/2040 | 229,322 | 0.0 |
See Accompanying Notes to Financial Statements
34 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
2,495,369 | (5) | Freddie Mac REMIC Trust 4088 CS, 3.516%, (-1.000*US0001M + 6.000%), 08/15/2042 | 441,064 | 0.0 | ||||||||||
9,162,173 | (5) | Freddie Mac REMIC Trust 4161 WI, 3.000%, 02/15/2033 | 1,029,909 | 0.0 | ||||||||||
4,672,198 | (5) | Freddie Mac REMIC Trust 4194 GI, 4.000%, 04/15/2043 | 695,230 | 0.0 | ||||||||||
4,145,886 | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | 4,146,751 | 0.1 | |||||||||||
1,280,226 | Freddie Mac REMIC Trust 4246 ZX, 4.500%, 04/15/2041 | 1,421,961 | 0.0 | |||||||||||
2,372,339 | (5) | Freddie Mac REMIC Trust 4293 KI, 4.500%, 08/15/2043 | 346,449 | 0.0 | ||||||||||
4,755,605 | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | 5,185,396 | 0.1 | |||||||||||
6,383,473 | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | 6,993,994 | 0.1 | |||||||||||
1,916,000 | Freddie Mac REMIC Trust 4370 AD, 3.000%, 08/15/2040 | 1,878,967 | 0.0 | |||||||||||
8,001,551 | (5) | Freddie Mac REMIC Trust 4386 LS, 3.616%, (-1.000*US0001M + 6.100%), 09/15/2044 | 1,316,081 | 0.0 | ||||||||||
23 | Freddie Mac REMICS 1006 I, 860.000%, 10/15/2020 | 110 | 0.0 | |||||||||||
87 | Freddie Mac REMICS 1022 K, 479.145%, 12/15/2020 | 136 | 0.0 | |||||||||||
58 | Freddie Mac REMICS 1023 C, 508.500%, 12/15/2020 | 218 | 0.0 | |||||||||||
56 | Freddie Mac REMICS 1074 J, 332.203%, 05/15/2021 | 82 | 0.0 | |||||||||||
93 | Freddie Mac REMICS 1094 L, 1141.844%, 06/15/2021 | 913 | 0.0 | |||||||||||
71 | Freddie Mac REMICS 1159 D, 912.785%, 11/15/2021 | 512 | 0.0 | |||||||||||
38 | Freddie Mac REMICS 121 I, 622.000%, 03/15/2021 | 100 | 0.0 | |||||||||||
25 | Freddie Mac REMICS 1278 L, 1127.368%, 05/15/2022 | 220 | 0.0 | |||||||||||
10,830 | (5) | Freddie Mac REMICS 1368 S, 7.016%, (-1.000*US0001M + 9.500%), 08/15/2022 | 335 | 0.0 | ||||||||||
9 | Freddie Mac REMICS 182 S, 1063.390%, 08/15/2021 | 35 | 0.0 | |||||||||||
96,545 | (5) | Freddie Mac REMICS 2074 S, 6.218%, (-1.000*US0001M + 8.700%), 07/17/2028 | 9,436 | 0.0 |
108,556 | (5) | Freddie Mac REMICS 2232 SA, 6.118%, (-1.000*US0001M + 8.600%), 05/17/2030 | 7,284 | 0.0 | ||||||||||
29,000 | (5) | Freddie Mac REMICS 2301 SP, 6.766%, (-1.000*US0001M + 9.250%), 04/15/2031 | 3,545 | 0.0 | ||||||||||
2,497,719 | (5) | Freddie Mac REMICS 2953 LS, 4.216%, (-1.000*US0001M + 6.700%), 12/15/2034 | 167,030 | 0.0 | ||||||||||
2,475,353 | (5) | Freddie Mac REMICS 2993 GS, 3.666%, (-1.000*US0001M + 6.150%), 06/15/2025 | 173,765 | 0.0 | ||||||||||
1,087,263 | (5) | Freddie Mac REMICS 3006 SI, 4.256%, (-1.000*US0001M + 6.740%), 07/15/2035 | 167,105 | 0.0 | ||||||||||
1,168,666 | (5) | Freddie Mac REMICS 3006 YI, 4.256%, (-1.000*US0001M + 6.740%), 07/15/2035 | 191,165 | 0.0 | ||||||||||
37,911 | (5) | Freddie Mac REMICS 3034 SE, 4.216%, (-1.000*US0001M + 6.700%), 09/15/2035 | 638 | 0.0 | ||||||||||
7,307,017 | (5) | Freddie Mac REMICS 3213 JS, 4.716%, (-1.000*US0001M + 7.200%), 09/15/2036 | 1,473,671 | 0.0 | ||||||||||
1,599,681 | (5) | Freddie Mac REMICS 3375 QI, 0.600%, (-10.000*US0001M + 64.600%), 10/15/2037 | 30,959 | 0.0 | ||||||||||
5,000,000 | Freddie Mac REMICS 3740 KE, 4.000%, 10/15/2040 | 5,280,064 | 0.1 | |||||||||||
20,355,598 | Freddie Mac REMICS 3753 KZ, 4.500%, 11/15/2040 | 22,705,218 | 0.3 | |||||||||||
6,092,905 | Freddie Mac REMICS 3775 GZ, 4.500%, 12/15/2040 | 6,813,074 | 0.1 | |||||||||||
1,900,000 | Freddie Mac REMICS 3820 NC, 4.500%, 03/15/2041 | 2,094,492 | 0.0 | |||||||||||
673,267 | Freddie Mac REMICS 3843 JZ, 5.100%, 04/15/2041 | 821,137 | 0.0 | |||||||||||
500,000 | Freddie Mac REMICS 3848 WX, 5.000%, 04/15/2041 | 566,509 | 0.0 | |||||||||||
2,350,000 | Freddie Mac REMICS 3890 ME, 5.000%, 07/15/2041 | 2,738,503 | 0.1 | |||||||||||
5,000,000 | Freddie Mac REMICS 3893 PU, 4.000%, 07/15/2041 | 5,323,841 | 0.1 | |||||||||||
8,978,321 | Freddie Mac REMICS 3919 ZB, 4.000%, 09/15/2041 | 9,692,287 | 0.2 | |||||||||||
3,790,000 | Freddie Mac REMICS 3923 GY, 4.000%, 09/15/2041 | 4,130,785 | 0.1 |
See Accompanying Notes to Financial Statements
35 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
3,000,000 | Freddie Mac REMICS 3934 CB, 4.000%, 10/15/2041 | 3,156,385 | 0.1 | |||||||||||
420,000 | Freddie Mac REMICS 3934 KB, 5.000%, 10/15/2041 | 479,907 | 0.0 | |||||||||||
1,500,000 | Freddie Mac REMICS 3997 PB, 4.000%, 02/15/2042 | 1,603,344 | 0.0 | |||||||||||
2,661,691 | Freddie Mac REMICS 4000 ZT, 3.500%, 01/15/2042 | 2,717,231 | 0.1 | |||||||||||
11,081,740 | (5) | Freddie Mac REMICS 4057 SN, 4.166%, (-1.000*US0001M + 6.650%), 12/15/2041 | 1,769,683 | 0.0 | ||||||||||
3,628,389 | (5) | Freddie Mac REMICS 4090 SN, 4.216%, (-1.000*US0001M + 6.700%), 08/15/2032 | 556,706 | 0.0 | ||||||||||
2,180,445 | Freddie Mac REMICS 4100 JA, 3.500%, 10/15/2041 | 2,229,668 | 0.0 | |||||||||||
2,128,000 | Freddie Mac REMICS 4193 BP, 4.000%, 04/15/2043 | 2,336,862 | 0.0 | |||||||||||
310,000 | Freddie Mac REMICS 4235 QD, 3.000%, 08/15/2033 | 306,535 | 0.0 | |||||||||||
36,715,622 | (5) | Freddie Mac REMICS 4301 SD, 3.616%, (-1.000*US0001M + 6.100%), 07/15/2037 | 5,418,271 | 0.1 | ||||||||||
3,124,000 | Freddie Mac REMICS 4492 VB, 3.500%, 05/15/2035 | 3,242,928 | 0.1 | |||||||||||
1,216,303 | Freddie Mac REMICS 4500 HC, 3.000%, 11/15/2042 | 1,223,936 | 0.0 | |||||||||||
2,913,000 | Freddie Mac REMICS 4505 PB, 3.000%, 08/15/2045 | 2,881,225 | 0.1 | |||||||||||
35,968,737 | (5) | Freddie Mac REMICS 4574 ST, 3.516%, (-1.000*US0001M + 6.000%), 04/15/2046 | 5,981,623 | 0.1 | ||||||||||
7,820,210 | Freddie Mac REMICS 4608 JV, 3.500%, 01/15/2055 | 8,018,400 | 0.1 | |||||||||||
1,022,019 | Freddie Mac REMICS 4673 WA, 3.500%, 09/15/2043 | 1,044,961 | 0.0 | |||||||||||
2,457,000 | Freddie Mac REMICS 4772 VG, 4.500%, 08/15/2036 | 2,714,720 | 0.1 | |||||||||||
11,124,083 | Freddie Mac Series 4348 ZX, 4.250%, 06/15/2044 | 11,949,234 | 0.2 | |||||||||||
7,364,704 | Freddie Mac Strips 277 30, 3.000%, 09/15/2042 | 7,415,023 | 0.1 | |||||||||||
5,750,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 7.186%, (US0001M + 4.700%), 04/25/2028 | 6,632,761 | 0.1 |
750,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA3 M3, 6.336%, (US0001M + 3.850%), 03/25/2029 | 828,525 | 0.0 | |||||||||||
4,800,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA2 M2, 5.936%, (US0001M + 3.450%), 10/25/2029 | 5,193,249 | 0.1 | |||||||||||
13,500,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA3 M2, 4.986%, (US0001M + 2.500%), 03/25/2030 | 13,840,926 | 0.2 | |||||||||||
10,200,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 5.136%, (US0001M + 2.650%), 12/25/2029 | 10,487,944 | 0.2 | |||||||||||
12,620,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 4.836%, (US0001M + 2.350%), 04/25/2030 | 12,814,689 | 0.2 | |||||||||||
9,200,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-DNA1 M2, 4.286%, (US0001M + 1.800%), 07/25/2030 | 8,995,181 | 0.1 | |||||||||||
1,800,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 4.786%, (US0001M + 2.300%), 09/25/2030 | 1,804,317 | 0.0 | |||||||||||
1,182,317 | (2) | Freddie Mac Structured Pass Through Certificates T-48 1A, 4.958%, 07/25/2033 | 1,252,857 | 0.0 | ||||||||||
3,656,664 | (1),(2) | Galton Funding Mortgage Trust 2018-1 B1, 3.800%, 11/25/2057 | 3,727,305 | 0.1 | ||||||||||
13,969 | (5) | Ginnie Mae 2000-22 SD, 7.318%, (-1.000*US0001M + 9.800%), 05/16/2030 | 215 | 0.0 | ||||||||||
2,391,627 | (5) | Ginnie Mae 2005-37 SI, 3.662%, (-1.000*US0001M + 6.150%), 05/20/2035 | 315,788 | 0.0 | ||||||||||
2,337,672 | (5) | Ginnie Mae 2007-23 ST, 3.712%, (-1.000*US0001M + 6.200%), 04/20/2037 | 272,190 | 0.0 | ||||||||||
2,677,469 | (5) | Ginnie Mae 2007-40 SE, 4.262%, (-1.000*US0001M + 6.750%), 07/20/2037 | 450,210 | 0.0 | ||||||||||
1,814,648 | (5) | Ginnie Mae 2007-7 EI, 3.712%, (-1.000*US0001M + 6.200%), 02/20/2037 | 271,797 | 0.0 | ||||||||||
6,474,089 | (5) | Ginnie Mae 2010-11 SA, 3.938%, (-1.000*US0001M + 6.420%), 01/16/2040 | 1,072,092 | 0.0 | ||||||||||
2,811,598 | (5) | Ginnie Mae 2010-14 SB, 4.312%, (-1.000*US0001M + 6.800%), 11/20/2035 | 468,915 | 0.0 | ||||||||||
2,400,130 | (5) | Ginnie Mae 2010-99 IT, 5.000%, 08/16/2040 | 405,465 | 0.0 | ||||||||||
1,084,149 | Ginnie Mae 2013-69 KA, 1.250%, 08/20/2042 | 996,237 | 0.0 |
See Accompanying Notes to Financial Statements
36 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
1,990,041 | Ginnie Mae 2015-3 ZD, 4.000%, 01/20/2045 | 2,204,523 | 0.0 | |||||||||||
79,870,060 | (5) | Ginnie Mae 2018-167 CS, 3.612%, (-1.000*US0001M + 6.100%), 12/20/2048 | 9,909,846 | 0.2 | ||||||||||
802,396 | (5) | Ginnie Mae Series 2005-7 AH, 4.288%, (-1.000*US0001M + 6.770%), 02/16/2035 | 120,650 | 0.0 | ||||||||||
14,327,760 | (5) | Ginnie Mae Series 2007-41 SL, 4.212%, (-1.000*US0001M + 6.700%), 07/20/2037 | 2,715,323 | 0.1 | ||||||||||
1,523,787 | (5) | Ginnie Mae Series 2008-2 SW, 4.062%, (-1.000*US0001M + 6.550%), 01/20/2038 | 281,618 | 0.0 | ||||||||||
930,702 | (5) | Ginnie Mae Series 2008-35 SN, 3.912%, (-1.000*US0001M + 6.400%), 04/20/2038 | 118,693 | 0.0 | ||||||||||
524,512 | (5) | Ginnie Mae Series 2008-40 PS, 4.018%, (-1.000*US0001M + 6.500%), 05/16/2038 | 83,321 | 0.0 | ||||||||||
1,281,704 | (5) | Ginnie Mae Series 2009-25 KS, 3.712%, (-1.000*US0001M + 6.200%), 04/20/2039 | 193,993 | 0.0 | ||||||||||
1,040,581 | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | 1,120,857 | 0.0 | |||||||||||
1,117,632 | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/2039 | 1,209,396 | 0.0 | |||||||||||
2,584,753 | (5) | Ginnie Mae Series 2009-33 SN, 3.812%, (-1.000*US0001M + 6.300%), 05/20/2039 | 106,041 | 0.0 | ||||||||||
11,381,180 | Ginnie Mae Series 2009-33 ZB, 6.000%, 05/20/2039 | 13,072,746 | 0.2 | |||||||||||
2,239,960 | Ginnie Mae Series 2009-34 Z, 4.500%, 05/16/2039 | 2,392,216 | 0.0 | |||||||||||
363,339 | (5) | Ginnie Mae Series 2009-43 HS, 3.712%, (-1.000*US0001M + 6.200%), 06/20/2038 | 13,455 | 0.0 | ||||||||||
3,197,938 | Ginnie Mae Series 2009-98 DA, 3.250%, 07/16/2039 | 3,261,420 | 0.1 | |||||||||||
2,633,718 | (5) | Ginnie Mae Series 2010-116 NS, 4.168%, (-1.000*US0001M + 6.650%), 09/16/2040 | 391,506 | 0.0 | ||||||||||
7,157,910 | (5) | Ginnie Mae Series 2010-116 SK, 4.132%, (-1.000*US0001M + 6.620%), 08/20/2040 | 1,186,464 | 0.0 | ||||||||||
11,863,391 | (5) | Ginnie Mae Series 2010-149 HS, 3.618%, (-1.000*US0001M + 6.100%), 05/16/2040 | 1,094,810 | 0.0 | ||||||||||
480,000 | Ginnie Mae Series 2010-164 MD, 4.000%, 12/20/2040 | 516,236 | 0.0 |
1,803,119 | (5) | Ginnie Mae Series 2010-168 BI, 5.000%, 04/20/2040 | 558,269 | 0.0 | ||||||||||
2,084,318 | (5) | Ginnie Mae Series 2010-68 MS, 3.362%, (-1.000*US0001M + 5.850%), 06/20/2040 | 303,166 | 0.0 | ||||||||||
5,587,682 | (5) | Ginnie Mae Series 2011-72 SA, 2.868%, (-1.000*US0001M + 5.350%), 05/16/2041 | 742,642 | 0.0 | ||||||||||
7,204,622 | (5) | Ginnie Mae Series 2011-73 LS, 4.202%, (-1.000*US0001M + 6.690%), 08/20/2039 | 563,478 | 0.0 | ||||||||||
160,671 | Ginnie Mae Series 2012-43 MA, 4.000%, 10/20/2041 | 162,504 | 0.0 | |||||||||||
1,525,294 | (5) | Ginnie Mae Series 2012-91 QI, 4.500%, 09/20/2041 | 164,136 | 0.0 | ||||||||||
1,388,000 | Ginnie Mae Series 2013-116 KB, 3.500%, 12/20/2042 | 1,430,924 | 0.0 | |||||||||||
10,377,007 | (5) | Ginnie Mae Series 2013-167 PI, 5.500%, 11/20/2043 | 1,996,982 | 0.0 | ||||||||||
851,676 | Ginnie Mae Series 2013-27 KA, 2.250%, 02/20/2043 | 834,894 | 0.0 | |||||||||||
2,601,881 | (5) | Ginnie Mae Series 2014-10 GI, 4.500%, 01/16/2029 | 236,313 | 0.0 | ||||||||||
6,281,760 | (5) | Ginnie Mae Series 2014-185 SB, 3.112%, (-1.000*US0001M + 5.600%), 12/20/2044 | 838,809 | 0.0 | ||||||||||
6,418,440 | (5) | Ginnie Mae Series 2014-3 QS, 3.662%, (-1.000*US0001M + 6.150%), 03/20/2043 | 784,068 | 0.0 | ||||||||||
10,731,948 | (5) | Ginnie Mae Series 2014-3 SU, 3.562%, (-1.000*US0001M + 6.050%), 07/20/2039 | 1,616,491 | 0.0 | ||||||||||
9,425,311 | (5) | Ginnie Mae Series 2014-56 SP, 3.718%, (-1.000*US0001M + 6.200%), 12/16/2039 | 1,305,466 | 0.0 | ||||||||||
11,145,230 | (5) | Ginnie Mae Series 2014-58 SG, 3.118%, (-1.000*US0001M + 5.600%), 04/16/2044 | 1,492,698 | 0.0 | ||||||||||
2,414,968 | Ginnie Mae Series 2015-27 PB, 3.000%, 08/20/2044 | 2,428,293 | 0.0 | |||||||||||
8,167,678 | Ginnie Mae Series 2018-120 DE, 3.500%, 09/20/2048 | 8,283,365 | 0.1 | |||||||||||
6,305,312 | Ginnie Mae Series 2018-126 A, 3.500%, 09/20/2048 | 6,451,860 | 0.1 | |||||||||||
4,419 | GSR Mortgage Loan Trust 2005-5F 8A1, 2.986%, (US0001M + 0.500%), 06/25/2035 | 4,223 | 0.0 |
See Accompanying Notes to Financial Statements
37 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
268,455 | GSR Mortgage Loan Trust 2007-1F 3A13, 6.000%, 01/25/2037 | 243,526 | 0.0 | |||||||||||
2,979,499 | HarborView Mortgage Loan Trust 2007-5 A1A, 2.672%, (US0001M + 0.190%), 09/19/2037 | 2,852,300 | 0.1 | |||||||||||
192,306 | HomeBanc Mortgage Trust 2004-1 2A, 3.346%, (US0001M + 0.860%), 08/25/2029 | 184,877 | 0.0 | |||||||||||
2,000,000 | HomeBanc Mortgage Trust 2005-4 M1, 2.956%, (US0001M + 0.470%), 10/25/2035 | 1,966,451 | 0.0 | |||||||||||
1,399,650 | Impac CMB Trust Series 2005-1 M1, 3.176%, (US0001M + 0.690%), 04/25/2035 | 1,383,401 | 0.0 | |||||||||||
2,007,045 | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 2.696%, (US0001M + 0.210%), 04/25/2046 | 1,866,712 | 0.0 | |||||||||||
2,929,773 | IndyMac INDX Mortgage Loan Trust 2006-AR2 2A1, 2.696%, (US0001M + 0.210%), 02/25/2046 | 2,511,680 | 0.1 | |||||||||||
344,657 | (1),(2) | Jefferies Resecuritization Trust 2009-R6 1A2, 4.810%, 03/26/2036 | 341,621 | 0.0 | ||||||||||
2,200,000 | (1),(2) | J.P. Morgan Mortgage Trust 2019-2 A3, 4.000%, 08/25/2049 | 2,226,787 | 0.0 | ||||||||||
431,249 | JP Morgan Alternative Loan Trust 2005-S1 1A1, 5.500%, 12/25/2035 | 342,722 | 0.0 | |||||||||||
2,699,997 | (2) | JP Morgan Mortgage Trust 2005-A4 B1, 4.334%, 07/25/2035 | 2,687,063 | 0.1 | ||||||||||
4,456,276 | (1),(2) | JP Morgan Mortgage Trust 2016-1 B3, 3.874%, 05/25/2046 | 4,438,956 | 0.1 | ||||||||||
3,577,952 | (1),(2) | JP Morgan Mortgage Trust 2017-3 B1, 3.863%, 08/25/2047 | 3,601,340 | 0.1 | ||||||||||
2,044,407 | (1),(2) | JP Morgan Mortgage Trust 2017-3 B2, 3.863%, 08/25/2047 | 2,047,941 | 0.0 | ||||||||||
1,463,361 | (1),(2) | JP Morgan Mortgage Trust 2017-6 B3, 3.845%, 12/25/2048 | 1,370,846 | 0.0 | ||||||||||
2,113,345 | (1),(2) | JP Morgan Mortgage Trust 2018-1 B1, 3.768%, 06/25/2048 | 2,107,722 | 0.0 | ||||||||||
2,034,278 | (1),(2) | JP Morgan Mortgage Trust 2018-1 B2, 3.768%, 06/25/2048 | 2,003,097 | 0.0 | ||||||||||
2,685,364 | (1),(2) | JP Morgan Mortgage Trust 2018-1 B3, 3.768%, 06/25/2048 | 2,545,890 | 0.1 | ||||||||||
2,596,545 | (1),(2) | JP Morgan Mortgage Trust 2018-3 B1, 3.781%, 09/25/2048 | 2,592,227 | 0.1 | ||||||||||
2,234,788 | (1),(2) | JP Morgan Mortgage Trust 2018-4 B2, 3.795%, 10/25/2048 | 2,146,379 | 0.0 |
1,787,266 | (1),(2) | JP Morgan Mortgage Trust 2018-6C B2, 4.005%, 12/25/2048 | 1,784,070 | 0.0 | ||||||||||
2,995,863 | (1),(2) | JP Morgan Mortgage Trust 2018-9 B3, 4.501%, 02/25/2049 | 2,961,102 | 0.1 | ||||||||||
4,437,055 | (1),(2) | JP Morgan Mortgage Trust 2019-1 A3, 4.000%, 05/25/2049 | 4,500,974 | 0.1 | ||||||||||
3,258,476 | (1),(2) | JP Morgan Mortgage Trust 2019-1 B1, 4.544%, 05/25/2049 | 3,422,491 | 0.1 | ||||||||||
8,813,120,104 | (1),(5) | L Street Securities 2017-PM1 XIO, 0.000%, 10/25/2048 | 12,406,229 | 0.2 | ||||||||||
17,127,547 | (5) | Lehman Mortgage Trust 2006-7 2A4, 4.065%, (-1.000*US0001M + 6.550%), 11/25/2036 | 4,349,261 | 0.1 | ||||||||||
12,240,500 | (5) | Lehman Mortgage Trust 2006-9 2A5, 4.135%, (-1.000*US0001M + 6.620%), 01/25/2037 | 2,844,201 | 0.1 | ||||||||||
1,506,045 | Lehman XS Trust Series 2005-5N 1A2, 2.846%, (US0001M + 0.360%), 11/25/2035 | 1,421,568 | 0.0 | |||||||||||
4,966,368 | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | 4,016,081 | 0.1 | |||||||||||
2,875,064 | (1),(2) | New Residential Mortgage Loan Trust 2017-3A B2, 4.750%, 04/25/2057 | 3,038,152 | 0.1 | ||||||||||
7,649,551 | (1),(2) | OBX 2019-INV1 A3 Trust, 4.500%, 11/25/2048 | 7,852,834 | 0.1 | ||||||||||
9,826,000 | Opteum Mortgage Acceptance Corp. Asset Backed Pass-Through Certificates 2005-4 M2, 2.986%, (US0001M + 0.500%), 11/25/2035 | 8,997,747 | 0.1 | |||||||||||
189,214 | Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/2037 | 172,266 | 0.0 | |||||||||||
9,704,475 | Seasoned Credit Risk Transfer Trust Series 2018-2 MV, 3.500%, 11/25/2057 | 9,847,748 | 0.2 | |||||||||||
1,862,030 | (1),(2) | Sequoia Mortgage Trust 2014-3 B3, 3.933%, 10/25/2044 | 1,910,713 | 0.0 | ||||||||||
1,890,563 | (1),(2) | Sequoia Mortgage Trust 2014-4 B3, 3.861%, 11/25/2044 | 1,930,228 | 0.0 | ||||||||||
1,875,630 | (1),(2) | Sequoia Mortgage Trust 2015-2 B3, 3.742%, 05/25/2045 | 1,819,329 | 0.0 | ||||||||||
1,632,792 | (1),(2) | Sequoia Mortgage Trust 2015-3 B3, 3.711%, 07/25/2045 | 1,565,665 | 0.0 | ||||||||||
3,300,000 | (1),(2) | Sequoia Mortgage Trust 2017-CH2 A13, 4.000%, 12/25/2047 | 3,355,449 | 0.1 |
See Accompanying Notes to Financial Statements
38 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
2,395,307 | (1),(2) | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 02/25/2048 | 2,436,761 | 0.1 | ||||||||||
6,443,809 | (1),(2) | Sequoia Mortgage Trust 2018-CH1 B1B, 4.501%, 02/25/2048 | 6,879,764 | 0.1 | ||||||||||
2,654,716 | (1),(2) | Sequoia Mortgage Trust 2018-CH1 B2B, 4.501%, 02/25/2048 | 2,790,293 | 0.1 | ||||||||||
5,332,000 | (1),(2) | Sequoia Mortgage Trust 2018-CH4 A13, 4.500%, 10/25/2048 | 5,664,193 | 0.1 | ||||||||||
3,105,320 | (1),(2) | Sequoia Mortgage Trust 2019-1 A1, 4.000%, 02/25/2049 | 3,155,660 | 0.1 | ||||||||||
2,923,345 | (1),(2) | Sequoia Mortgage Trust 2019-CH1 A1, 4.000%, 03/25/2049 | 2,988,612 | 0.1 | ||||||||||
1,937,388 | (1),(2) | Shellpoint Co-Originator Trust 2017-2 B2, 3.734%, 10/25/2047 | 1,872,089 | 0.0 | ||||||||||
51,998 | (2) | Structured Adjustable Rate Mortgage Loan Trust 2004-12 7A3, 4.458%, 09/25/2034 | 52,838 | 0.0 | ||||||||||
1,360,000 | (1),(2) | Verus Securitization Trust 2017-SG1A B1, 3.615%, 11/25/2047 | 1,355,444 | 0.0 | ||||||||||
1,773,000 | (1),(2) | Verus Securitization Trust 2018-1 B1, 3.801%, 01/25/2058 | 1,779,292 | 0.0 | ||||||||||
1,231,000 | (1),(2) | Verus Securitization Trust 2018-2 B1, 4.426%, 06/01/2058 | 1,276,588 | 0.0 | ||||||||||
2,966,445 | (1),(2) | Verus Securitization Trust 2019-1 A2, 3.938%, 02/25/2059 | 2,991,988 | 0.1 | ||||||||||
1,292,768 | (2) | Wachovia Mortgage Loan LLC Series 2005-B 2A1, 4.597%, 10/20/2035 | 1,300,378 | 0.0 | ||||||||||
438,174 | (2) | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 3.325%, 10/25/2036 | 402,858 | 0.0 | ||||||||||
6,996,941 | (2) | WaMu Mortgage Pass-Through Certificates Series 2004-AR4 A6 Trust, 4.096%, 06/25/2034 | 7,179,588 | 0.1 | ||||||||||
3,464,117 | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 A1C3, 2.996%, (US0001M + 0.510%), 08/25/2045 | 3,460,290 | 0.1 | |||||||||||
98,197,752 | (2),(5) | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 0.678%, 08/25/2045 | 2,607,023 | 0.0 | ||||||||||
2,651,331 | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 2.976%, (US0001M + 0.490%), 10/25/2045 | 2,634,635 | 0.1 | |||||||||||
488,633 | (2) | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.905%, 10/25/2036 | 474,832 | 0.0 |
1,095,175 | (2) | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A4, 3.644%, 11/25/2036 | 1,040,191 | 0.0 | ||||||||||
1,327,058 | (2) | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A1, 3.849%, 12/25/2036 | 1,232,952 | 0.0 | ||||||||||
3,068,015 | (2) | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A3, 3.849%, 12/25/2036 | 2,850,453 | 0.1 | ||||||||||
1,893,104 | (2) | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 3A1, 3.674%, 12/25/2036 | 1,830,722 | 0.0 | ||||||||||
1,761,881 | (2) | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.899%, 08/25/2046 | 1,678,872 | 0.0 | ||||||||||
2,429,502 | (2) | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.710%, 12/25/2036 | 2,391,061 | 0.0 | ||||||||||
576,729 | (2) | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 1A1, 3.585%, 03/25/2037 | 536,417 | 0.0 | ||||||||||
1,609,331 | (2) | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 3.297%, 04/25/2037 | 1,464,307 | 0.0 | ||||||||||
2,048,532 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 2A3, 3.386%, (US0001M + 0.900%), 11/25/2035 | 1,685,284 | 0.0 | |||||||||||
1,868,097 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | 1,709,175 | 0.0 | |||||||||||
1,284,418 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 CB3, 5.500%, 07/25/2035 | 1,235,948 | 0.0 | |||||||||||
540,308 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/2035 | 522,863 | 0.0 | |||||||||||
5,074,817 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 3.357%, (12MTA + 0.960%), 08/25/2046 | 3,777,583 | 0.1 | |||||||||||
864,996 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 A3, 2.716%, (US0001M + 0.230%), 01/25/2047 | 784,348 | 0.0 |
See Accompanying Notes to Financial Statements
39 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
1,792,009 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 A4, 2.806%, (US0001M + 0.320%), 01/25/2047 | 1,638,937 | 0.0 | |||||||||||
1,251,118 | Wells Fargo Alternative Loan 2007-PA2 2A1, 2.916%, (US0001M + 0.430%), 06/25/2037 | 1,032,995 | 0.0 | |||||||||||
1,384,938 | Wells Fargo Alternative Loan 2007-PA3 3A1, 6.250%, 07/25/2037 | 1,298,767 | 0.0 | |||||||||||
544,095 | (2) | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 5.170%, 04/25/2036 | 536,569 | 0.0 | ||||||||||
1,853,112 | (1),(2) | WinWater Mortgage Loan Trust 2015-5 B4, 3.791%, 08/20/2045 | 1,818,147 | 0.0 | ||||||||||
Total Collateralized Mortgage Obligations (Cost $1,133,641,250) | 1,167,258,222 | 17.1 | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 5.6% | ||||||||||||||
20,205,000 | (2),(5) | Banc of America Commercial Mortgage Trust 2017-BNK3 XB, 0.630%, 02/15/2050 | 886,902 | 0.0 | ||||||||||
4,390,000 | (1) | Bancorp Commercial Mortgage 2018 CRE4 D Trust, 4.584%, (US0001M + 2.100%), 09/15/2035 | 4,350,637 | 0.1 | ||||||||||
25,095,898 | (2),(5) | BANK 2017-BNK4 XA, 1.439%, 05/15/2050 | 2,061,420 | 0.0 | ||||||||||
9,830,000 | BANK 2017-BNK8 A4, 3.488%, 11/15/2050 | 10,071,488 | 0.1 | |||||||||||
4,880,000 | (2) | BANK 2017-BNK8 B, 3.931%, 11/15/2050 | 5,022,549 | 0.1 | ||||||||||
167,655,000 | (2),(5) | BANK 2017-BNK8 XB, 0.176%, 11/15/2050 | 2,318,618 | 0.0 | ||||||||||
103,400,444 | (2),(5) | BANK 2018-BNK14 XA, 0.526%, 09/15/2060 | 3,885,882 | 0.1 | ||||||||||
19,110,000 | (1),(2),(5) | BANK 2018-BNK14 XD, 1.599%, 09/15/2060 | 2,401,964 | 0.0 | ||||||||||
24,826,464 | (2),(5) | BANK 2019-BNK16 XA, 0.970%, 02/15/2052 | 1,834,971 | 0.0 | ||||||||||
92,840,000 | (1),(2),(5) | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/2033 | 3,425,025 | 0.1 | ||||||||||
2,400,000 | (1) | BDS 2018-FL2 D, 5.034%, (US0001M + 2.550%), 08/15/2035 | 2,397,003 | 0.0 | ||||||||||
153,675 | (1),(2) | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 N, 5.405%, 01/12/2041 | 153,173 | 0.0 | ||||||||||
6,814,000 | (1),(2) | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP18 G, 5.886%, 02/13/2042 | 6,921,665 | 0.1 | ||||||||||
110,298,786 | (2),(5) | Benchmark 2018-B8 XA Mortgage Trust, 0.669%, 01/15/2052 | 5,669,931 | 0.1 | ||||||||||
36,750,151 | (2),(5) | Benchmark 2019-B9 XA Mortgage Trust, 1.049%, 03/15/2052 | 3,057,260 | 0.0 |
2,680,000 | (1) | BX Trust 2018-GW D, 4.254%, (US0001M + 1.770%), 05/15/2035 | 2,684,741 | 0.0 | ||||||||||
3,580,000 | (1) | BX Trust 2018-GW E, 4.454%, (US0001M + 1.970%), 05/15/2035 | 3,591,018 | 0.1 | ||||||||||
6,050,000 | (1) | CAMB Commercial Mortgage Trust 2019-LIFE D, 4.234%, (US0001M + 1.750%), 12/15/2037 | 6,077,162 | 0.1 | ||||||||||
5,470,000 | (1) | CAMB Commercial Mortgage Trust 2019-LIFE F, 5.034%, (US0001M + 2.550%), 12/15/2037 | 5,517,533 | 0.1 | ||||||||||
3,340,000 | (2) | CCUBS Commercial Mortgage Trust 2017-C1 C, 4.394%, 11/15/2050 | 3,448,161 | 0.1 | ||||||||||
93,877,770 | (2),(5) | CCUBS Commercial Mortgage Trust 2017-C1 XA, 1.022%, 11/15/2050 | 5,918,787 | 0.1 | ||||||||||
25,159,849 | (2),(5) | CD 2016-CD1 Mortgage Trust XA, 1.422%, 08/10/2049 | 1,959,751 | 0.0 | ||||||||||
45,113,000 | (1),(2),(5) | CD 2016-CD1 Mortgage Trust XB, 0.681%, 08/10/2049 | 2,074,314 | 0.0 | ||||||||||
33,999,441 | (2),(5) | CD 2017-CD4 Mortgage Trust XA, 1.318%, 05/10/2050 | 2,597,010 | 0.0 | ||||||||||
4,280,000 | (2) | CD 2017-CD6 Mortgage Trust C, 4.269%, 11/13/2050 | 4,336,537 | 0.1 | ||||||||||
4,139,000 | (2) | Citigroup Commercial Mortgage Trust 2013-GC17 C, 5.112%, 11/10/2046 | 4,404,690 | 0.1 | ||||||||||
3,910,000 | (1),(2) | Citigroup Commercial Mortgage Trust 2014-GC19, 5.097%, 03/10/2047 | 4,093,462 | 0.1 | ||||||||||
3,040,000 | Citigroup Commercial Mortgage Trust 2016-P4 A4, 2.902%, 07/10/2049 | 3,004,762 | 0.0 | |||||||||||
41,272,071 | (2),(5) | Citigroup Commercial Mortgage Trust 2016-P4 XA, 1.992%, 07/10/2049 | 4,311,842 | 0.1 | ||||||||||
83,127,052 | (2),(5) | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.117%, 10/12/2050 | 5,681,210 | 0.1 | ||||||||||
3,940,000 | (2) | Citigroup Commercial Mortgage Trust 2017-P8 C, 4.270%, 09/15/2050 | 3,938,149 | 0.1 | ||||||||||
40,486,539 | (2),(5) | Citigroup Commercial Mortgage Trust 2017-P8 XA, 0.925%, 09/15/2050 | 2,491,311 | 0.0 | ||||||||||
89,062,271 | (2),(5) | Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.602%, 06/10/2051 | 4,492,907 | 0.1 | ||||||||||
4,903,943 | (2),(5) | COMM 2012-CR1 XA, 1.866%, 05/15/2045 | 231,177 | 0.0 | ||||||||||
29,365,125 | (2),(5) | COMM 2012-CR2 XA, 1.649%, 08/15/2045 | 1,297,759 | 0.0 | ||||||||||
34,557,233 | (2),(5) | COMM 2012-CR4 XA, 1.769%, 10/15/2045 | 1,723,923 | 0.0 | ||||||||||
27,260,000 | (1),(2),(5) | COMM 2012-CR4 XB, 0.594%, 10/15/2045 | 555,815 | 0.0 |
See Accompanying Notes to Financial Statements
40 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
49,413,108 | (1),(2),(5) | COMM 2012-LC4 XA, 2.107%, 12/10/2044 | 2,361,156 | 0.0 | ||||||||||
146,144,680 | (2),(5) | COMM 2013-CCRE13 XA, 0.800%, 11/10/2046 | 4,683,484 | 0.1 | ||||||||||
137,180,694 | (1),(2),(5) | COMM 2015-PC1 XA, 0.709%, 07/10/2050 | 3,978,569 | 0.1 | ||||||||||
920,000 | (2) | COMM 2016-COR1 C, 4.387%, 10/10/2049 | 933,327 | 0.0 | ||||||||||
69,364,069 | (2),(5) | COMM 2016-CR28 XA, 0.663%, 02/10/2049 | 2,423,546 | 0.0 | ||||||||||
36,305,710 | (2),(5) | COMM 2017-COR2 XA, 1.178%, 09/10/2050 | 2,859,964 | 0.0 | ||||||||||
4,340,000 | (1),(2) | CSAIL 2017-CX10 D Commercial Mortgage Trust, 4.112%, 11/15/2050 | 4,049,900 | 0.1 | ||||||||||
11,910,000 | (1) | CSWF 2018-TOP E, 4.734%, (US0001M + 2.250%), 08/15/2035 | 11,928,611 | 0.2 | ||||||||||
8,400,000 | (1) | CSWF 2018-TOP F, 5.234%, (US0001M + 2.750%), 08/15/2035 | 8,420,848 | 0.1 | ||||||||||
7,065,000 | (1),(6) | DBRR Re-REMIC Trust 2015-FRR1 B711, 0.000%, 08/28/2045 | 6,925,779 | 0.1 | ||||||||||
4,460,000 | (1),(2) | DBJPM 16-C3 Mortgage Trust, 3.493%, 08/10/2049 | 4,026,281 | 0.1 | ||||||||||
16,840,000 | (2),(5) | Freddie Mac Multifamily Structured Pass Through Certificates K008 X3, 5.279%, 08/25/2020 | 1,051,720 | 0.0 | ||||||||||
77,599,012 | (2),(5) | Freddie Mac Multifamily Structured Pass Through Certificates K013 X3, 2.815%, 01/25/2043 | 3,791,713 | 0.1 | ||||||||||
42,047,111 | (2),(5) | Freddie Mac Multifamily Structured Pass Through Certificates K020 X3, 1.873%, 05/25/2040 | 2,281,363 | 0.0 | ||||||||||
20,890,903 | (2),(5) | Freddie Mac Multifamily Structured Pass Through Certificates K021 X3, 1.968%, 07/25/2040 | 1,257,302 | 0.0 | ||||||||||
31,879,545 | (2),(5) | Freddie Mac Multifamily Structured Pass Through Certificates K029 X3, 1.595%, 05/25/2041 | 1,842,328 | 0.0 | ||||||||||
32,460,000 | (2),(5) | Freddie Mac Multifamily Structured Pass Through Certificates K040 X3, 2.036%, 11/25/2042 | 3,212,031 | 0.0 | ||||||||||
24,025,233 | (2),(5) | Freddie Mac Multifamily Structured Pass Through Certificates K711 X1, 1.629%, 07/25/2019 | 68,761 | 0.0 | ||||||||||
42,614,374 | (2),(5) | Freddie Mac Multifamily Structured Pass Through Certificates K712 X1, 1.330%, 11/25/2019 | 237,268 | 0.0 | ||||||||||
155,247,389 | (2),(5) | Freddie Mac Multifamily Structured Pass Through Certificates KC01 X1, 0.706%, 12/25/2022 | 2,202,945 | 0.0 | ||||||||||
201,204,541 | (1),(5) | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/2044 | 421,946 | 0.0 |
4,580,000 | (1) | GS Mortgage Securities Corp. II 2018-RIVR E, 4.034%, (US0001M + 1.550%), 07/15/2035 | 4,537,652 | 0.1 | ||||||||||
4,400,000 | (1) | GS Mortgage Securities Corp. II 2018-RIVR F, 4.584%, (US0001M + 2.100%), 07/15/2035 | 4,360,700 | 0.1 | ||||||||||
3,400,000 | (1),(2) | GS Mortgage Securities Trust 2010-C2 D, 5.182%, 12/10/2043 | 3,494,163 | 0.1 | ||||||||||
8,190,000 | (1),(2) | GS Mortgage Securities Trust 2010-C2 E, 4.548%, 12/10/2043 | 8,137,836 | 0.1 | ||||||||||
3,710,000 | (1),(2) | GS Mortgage Securities Trust 2010-C2 F, 4.548%, 12/10/2043 | 3,584,601 | 0.1 | ||||||||||
21,353,857 | (2),(5) | GS Mortgage Securities Trust 2012-GCJ7 XA, 2.195%, 05/10/2045 | 888,288 | 0.0 | ||||||||||
48,089,924 | (2),(5) | GS Mortgage Securities Trust 2013-GC16 XA, 1.043%, 11/10/2046 | 1,945,473 | 0.0 | ||||||||||
103,317,968 | (2),(5) | GS Mortgage Securities Trust 2013-GCJ14 XA, 0.608%, 08/10/2046 | 2,396,057 | 0.0 | ||||||||||
67,259,337 | (2),(5) | GS Mortgage Securities Trust 2014-GC22 XA, 0.989%, 06/10/2047 | 2,378,568 | 0.0 | ||||||||||
3,936,000 | (2) | GS Mortgage Securities Trust 2015-FRR1 K3B, 5.191%, 06/27/2041 | 3,919,274 | 0.1 | ||||||||||
82,651,067 | (2),(5) | GS Mortgage Securities Trust 2016-GS4 XA, 0.585%, 11/10/2049 | 2,540,545 | 0.0 | ||||||||||
70,181,198 | (2),(5) | GS Mortgage Securities Trust 2017-GS6 XA, 1.047%, 05/10/2050 | 4,925,899 | 0.1 | ||||||||||
78,597,483 | (2),(5) | GS Mortgage Securities Trust 2019-GC38 XA, 0.967%, 02/10/2052 | 6,062,585 | 0.1 | ||||||||||
14,589 | (1),(2) | JP Morgan Chase Commercial Mortgage Securities Corp. 2004-C2 H, 5.738%, 05/15/2041 | 14,556 | 0.0 | ||||||||||
17,385,000 | (1),(2),(5) | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.335%, 12/15/2047 | 204,255 | 0.0 | ||||||||||
1,010,254 | (2) | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9 E, 5.362%, 06/12/2041 | 1,013,742 | 0.0 | ||||||||||
2,400,000 | (1),(2) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 E, 5.536%, 07/15/2046 | 2,496,118 | 0.0 | ||||||||||
4,500,000 | (1),(2) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 G, 3.873%, 07/15/2046 | 4,436,180 | 0.1 | ||||||||||
77,764,857 | (2),(5) | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 2.066%, 06/15/2045 | 2,502,395 | 0.0 |
See Accompanying Notes to Financial Statements
41 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
94,772,088 | (2),(5) | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA, 0.749%, 12/15/2049 | 3,481,718 | 0.1 | ||||||||||
7,263,797 | (1),(2) | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.207%, 11/15/2045 | 7,472,257 | 0.1 | ||||||||||
2,670,000 | (2) | JPMBB Commercial Mortgage Securities Trust 2013-C17 C, 4.892%, 01/15/2047 | 2,808,047 | 0.0 | ||||||||||
14,602,444 | (2),(5) | JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 1.057%, 04/15/2047 | 285,370 | 0.0 | ||||||||||
38,963,831 | (2),(5) | JPMBB Commercial Mortgage Securities Trust 2014-C26 XA, 1.063%, 01/15/2048 | 1,534,388 | 0.0 | ||||||||||
1,575,677 | (2),(5) | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 1.116%, 10/15/2048 | 64,157 | 0.0 | ||||||||||
19,573,657 | (2),(5) | JPMCC Commercial Mortgage Securities Trust 2017-JP6 XA, 1.316%, 07/15/2050 | 1,214,651 | 0.0 | ||||||||||
1,153,498 | (1),(2) | LB-UBS Commercial Mortgage Trust 2005-C1 H, 5.778%, 02/15/2040 | 1,153,950 | 0.0 | ||||||||||
776,889 | (1),(2) | LB-UBS Commercial Mortgage Trust 2005-C5 G, 5.350%, 09/15/2040 | 789,081 | 0.0 | ||||||||||
4,687,837 | (1),(2),(5) | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.490%, 11/15/2038 | 21,831 | 0.0 | ||||||||||
50,740,159 | (1),(2),(5) | LSTAR Commercial Mortgage Trust 2017-5 X, 1.110%, 03/10/2050 | 2,224,907 | 0.0 | ||||||||||
4,340,000 | (1),(2) | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 D, 4.909%, 11/15/2046 | 4,434,249 | 0.1 | ||||||||||
106,977,390 | (2),(5) | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.095%, 12/15/2047 | 3,710,136 | 0.1 | ||||||||||
11,653,000 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31, 3.102%, 11/15/2049 | 11,673,822 | 0.2 | |||||||||||
3,090,000 | (1),(2) | Morgan Stanley Capital I Trust 2011-C1 D, 5.376%, 09/15/2047 | 3,208,660 | 0.0 | ||||||||||
1,300,000 | (1),(2) | Morgan Stanley Capital I Trust 2011-C1 E, 5.376%, 09/15/2047 | 1,350,959 | 0.0 | ||||||||||
14,914,000 | (1) | Morgan Stanley Capital I Trust 2011-C1 J, 4.193%, 09/15/2047 | 14,938,384 | 0.2 | ||||||||||
4,670,000 | Morgan Stanley Capital I, Inc. 2017-HR2 D, 2.730%, 12/15/2050 | 3,917,597 | 0.1 | |||||||||||
46,710,509 | (2),(5) | Morgan Stanley Capital I, Inc. 2017-HR2 XA, 0.798%, 12/15/2050 | 2,587,617 | 0.0 |
5,110,470 | (1) | SLIDE 2018-FUN D, 4.334%, (US0001M + 1.850%), 06/15/2031 | 5,122,334 | 0.1 | ||||||||||
4,320,000 | (1) | STWD 2018-URB D Mortgage Trust, 4.534%, (US0001M + 2.050%), 05/15/2035 | 4,250,517 | 0.1 | ||||||||||
4,900,000 | (1) | TPG Real Estate Finance 2018-FL-1 C Issuer Ltd., 4.384%, (US0001M + 1.900%), 02/15/2035 | 4,890,771 | 0.1 | ||||||||||
48,198,607 | (2),(5) | Wells Fargo Commercial Mortgage Trust 2016-C33 XA, 1.769%, 03/15/2059 | 4,093,127 | 0.1 | ||||||||||
4,830,000 | (2) | Wells Fargo Commercial Mortgage Trust 2017-C40 C, 4.333%, 10/15/2050 | 4,862,078 | 0.1 | ||||||||||
1,264,000 | (1) | Wells Fargo Commercial Mortgage Trust 2019-C49 D, 3.000%, 03/15/2052 | 1,058,120 | 0.0 | ||||||||||
6,000,000 | (1),(6),(7) | Wells Fargo Re-REMIC Trust 2013-FRR1 BK26, 0.000%, 01/27/2045 | 4,917,529 | 0.1 | ||||||||||
14,088,799 | (1),(2),(5) | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.833%, 08/15/2045 | 679,996 | 0.0 | ||||||||||
10,936,842 | (1),(2),(5) | WFRBS Commercial Mortgage Trust 2012-C9 XA, 1.882%, 11/15/2045 | 597,923 | 0.0 | ||||||||||
12,946,000 | (1),(2) | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.266%, 03/15/2045 | 10,782,036 | 0.2 | ||||||||||
15,262,667 | (1),(2) | WFRBS Commercial Mortgage Trust 2013-C11 G, 4.266%, 03/15/2045 | 7,704,994 | 0.1 | ||||||||||
56,668,011 | (2),(5) | WFRBS Commercial Mortgage Trust 2013-C16 XA, 0.736%, 09/15/2046 | 1,341,615 | 0.0 | ||||||||||
3,920,000 | (1) | WFRBS Commercial Mortgage Trust 2013-C17 E, 3.500%, 12/15/2046 | 3,446,914 | 0.1 | ||||||||||
88,884,759 | (2),(5) | WFRBS Commercial Mortgage Trust 2014-C25 XA, 0.886%, 11/15/2047 | 3,215,575 | 0.0 | ||||||||||
Total Commercial Mortgage-Backed Securities (Cost $376,265,896) | 381,523,548 | 5.6 | ||||||||||||
ASSET-BACKED SECURITIES: 10.8% | ||||||||||||||
Automobile Asset-Backed Securities: 0.6% | ||||||||||||||
400,000 | AmeriCredit Automobile Receivables 2015-4 D, 3.720%, 12/08/2021 | 404,040 | 0.0 | |||||||||||
5,950,000 | Americredit Automobile Receivables Trust 2018-2 D, 4.010%, 07/18/2024 | 6,120,097 | 0.1 | |||||||||||
8,440,000 | Americredit Automobile Receivables Trust 2019-1 D, 3.620%, 03/18/2025 | 8,550,983 | 0.1 | |||||||||||
750,000 | CarMax Auto Owner Trust 2017-4 D, 3.300%, 05/15/2024 | 747,388 | 0.0 | |||||||||||
1,500,000 | Carmax Auto Owner Trust 2018-4 D, 4.150%, 04/15/2025 | 1,532,968 | 0.0 |
See Accompanying Notes to Financial Statements
42 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
600,000 | GM Financial Automobile Leasing Trust 2018-1 B, 2.870%, 12/20/2021 | 598,938 | 0.0 | |||||||||||
1,450,000 | (1) | OSCAR US Funding Trust VI LLC 2017-1A A3, 2.820%, 06/10/2021 | 1,447,861 | 0.0 | ||||||||||
1,550,000 | (1) | OSCAR US Funding Trust VII LLC 2017-2A A4, 2.760%, 12/10/2024 | 1,546,731 | 0.0 | ||||||||||
298,382 | Santander Drive Auto Receivables Trust 2015-1 D, 3.240%, 04/15/2021 | 298,731 | 0.0 | |||||||||||
500,000 | Santander Drive Auto Receivables Trust 2018-1 D, 3.320%, 03/15/2024 | 501,743 | 0.0 | |||||||||||
9,100,000 | Santander Drive Auto Receivables Trust 2018-4 D, 3.980%, 12/15/2025 | 9,255,397 | 0.2 | |||||||||||
1,940,000 | (1) | SunTrust Auto Receivables Trust 2015-1A B, 2.200%, 02/15/2021 | 1,936,375 | 0.1 | ||||||||||
800,000 | (1) | Tesla Auto Lease Trust 2018-A D, 3.300%, 05/20/2020 | 799,499 | 0.0 | ||||||||||
4,150,000 | (1) | Tesla Auto Lease Trust 2018-B C, 4.360%, 10/20/2021 | 4,196,871 | 0.1 | ||||||||||
37,937,622 | 0.6 | |||||||||||||
Credit Card Asset-Backed Securities: 0.0% | ||||||||||||||
600,000 | Synchrony Credit Card Master Note Trust 2017-2 C, 3.010%, 10/15/2025 | 595,830 | 0.0 | |||||||||||
Home Equity Asset-Backed Securities: 0.3% | ||||||||||||||
7,495,790 | Freddie Mac Structured Pass Through Certificates T-31 A7, 2.611%, (US0001M + 0.250%), 05/25/2031 | 7,449,523 | 0.1 | |||||||||||
6,893,471 | (2) | GSAA Home Equity Trust 2006-4 4A3, 4.191%, 03/25/2036 | 5,655,992 | 0.1 | ||||||||||
4,110,516 | (2) | GSAA Trust 2006-7 AF2, 5.995%, 03/25/2046 | 2,660,506 | 0.0 | ||||||||||
308,375 | (2) | HSI Asset Loan Obligation Trust 2007-WF1 A6, 4.948%, 12/25/2036 | 259,067 | 0.0 | ||||||||||
1,106,806 | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1 2A3, 2.646%, (US0001M + 0.160%), 02/25/2037 | 991,896 | 0.0 | |||||||||||
1,347,591 | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1 2A4A, 2.716%, (US0001M + 0.230%), 02/25/2037 | 1,218,527 | 0.0 | |||||||||||
1,429,925 | RASC Series 2001-KS1 AI6 Trust, 6.349%, 03/25/2032 | 1,315,143 | 0.0 | |||||||||||
3,430,445 | (2) | Renaissance Home Equity Loan Trust 2005-3 AF4, 5.140%, 11/25/2035 | 3,556,994 | 0.1 | ||||||||||
23,107,648 | 0.3 |
Other Asset-Backed Securities: 8.9% | ||||||||||||||
10,000,000 | (1) | AMMC CLO 15 Ltd. 2014-15A ARR, 3.587%, (US0003M + 1.260%), 01/15/2032 | 9,962,550 | 0.1 | ||||||||||
5,000,000 | (1) | AMMC CLO 15 Ltd. 2014-15A CRR, 4.671%, (US0003M + 2.300%), 01/15/2032 | 4,920,985 | 0.1 | ||||||||||
3,941,019 | (1),(8) | Ajax Mortgage Loan Trust 2016-C A, 4.000%(Step Rate @ 7.000% on 11/25/2019), 10/25/2057 | 3,951,327 | 0.1 | ||||||||||
1,415,063 | (1),(8) | AJAX Mortgage Loan Trust 2017-A A, 3.470%(Step Rate @ 6.470% on 05/25/2020), 04/25/2057 | 1,412,176 | 0.0 | ||||||||||
3,250,059 | (1) | Ajax Mortgage Loan Trust 2018-A A, 3.850%, 04/25/2058 | 3,254,874 | 0.0 | ||||||||||
9,628,133 | (1),(2) | Ajax Mortgage Loan Trust 2018-C A, 4.360%, 09/25/2065 | 9,799,852 | 0.1 | ||||||||||
2,930,000 | (1) | ALM VIII Ltd. 2013-8A A1R, 4.277%, (US0003M + 1.490%), 10/15/2028 | 2,931,984 | 0.0 | ||||||||||
1,086,917 | (1),(2),(4),(5) | American Homes 4 Rent 2015-SFR1 XS, 0.000%, 04/17/2052 | – | – | ||||||||||
3,900,000 | (1) | Apidos CLO XII 2013-12A AR, 3.867%, (US0003M + 1.080%), 04/15/2031 | 3,859,186 | 0.1 | ||||||||||
500,000 | (1) | Apidos CLO XII 2013-12A CR, 4.587%, (US0003M + 1.800%), 04/15/2031 | 481,813 | 0.0 | ||||||||||
10,000,000 | (1) | ARES XLVI CLO Ltd. 2017-46A A2, 4.017%, (US0003M + 1.230%), 01/15/2030 | 9,752,220 | 0.1 | ||||||||||
3,620,000 | (1) | Babson CLO Ltd. 2014-IA BR, 4.961%, (US0003M + 2.200%), 07/20/2025 | 3,619,891 | 0.1 | ||||||||||
3,890,000 | (1) | Babson CLO Ltd. 2017-1A A2, 4.130%, (US0003M + 1.350%), 07/18/2029 | 3,831,300 | 0.1 | ||||||||||
6,361,000 | (1) | Babson CLO Ltd. 2018-3A A2, 4.061%, (US0003M + 1.300%), 07/20/2029 | 6,250,484 | 0.1 | ||||||||||
1,650,000 | (1) | Bain Capital Credit CLO 2017-1A A2, 4.111%, (US0003M + 1.350%), 07/20/2030 | 1,617,564 | 0.0 | ||||||||||
8,770,000 | (1) | Benefit Street Partners CLO II Ltd. 2013-IIA A1R, 4.037%, (US0003M + 1.250%), 07/15/2029 | 8,769,877 | 0.1 | ||||||||||
7,500,000 | (1) | Benefit Street Partners CLO VIII Ltd. 2015-8A A1BR, 3.961%, (US0003M + 1.200%), 01/20/2031 | 7,296,622 | 0.1 | ||||||||||
3,190,000 | (1) | Benefit Street Partners CLO X Ltd. 2016-10A A1, 4.277%, (US0003M + 1.490%), 01/15/2029 | 3,190,351 | 0.0 |
See Accompanying Notes to Financial Statements
43 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
5,000,000 | (1) | Benefit Street Partners CLO XIV Ltd. 2018-14A A2, 3.911%, (US0003M + 1.150%), 04/20/2031 | 4,831,785 | 0.1 | ||||||||||
4,070,000 | (1) | BlueMountain CLO 2015-1A BR, 5.297%, (US0003M + 2.500%), 04/13/2027 | 4,069,906 | 0.1 | ||||||||||
3,270,000 | (1) | Burnham Park Clo Ltd. 2016-1A A, 4.191%, (US0003M + 1.430%), 10/20/2029 | 3,269,928 | 0.0 | ||||||||||
4,250,000 | (1) | Burnham Park Clo Ltd. 2016-1A CR, 4.911%, (US0003M + 2.150%), 10/20/2029 | 4,218,040 | 0.1 | ||||||||||
10,000,000 | (1) | Carbone CLO Ltd 2017-1A A1, 3.916%, (US0003M + 1.140%), 01/20/2031 | 9,898,520 | 0.1 | ||||||||||
700,000 | (1) | Carlyle Global Market Strategies CLO 2014-2RA A1 Ltd., 3.734%, (US0003M + 1.050%), 05/15/2031 | 691,813 | 0.0 | ||||||||||
3,250,000 | (1) | Carlyle Global Market Strategies CLO Ltd. 2014-1A A2R2, 3.903%, (US0003M + 1.130%), 04/17/2031 | 3,145,655 | 0.0 | ||||||||||
6,250,000 | (1) | Carlyle Global Market Strategies CLO 2012-3A BR2 Ltd., 4.997%, (US0003M + 2.200%), 01/14/2032 | 6,120,294 | 0.1 | ||||||||||
4,300,000 | (1) | Cedar Funding II CLO Ltd. 2013-1A CR, 4.951%, (US0003M + 2.350%), 06/09/2030 | 4,239,946 | 0.1 | ||||||||||
3,500,000 | (1) | Cedar Funding IV CLO Ltd. 2014-4A CR, 5.022%, (US0003M + 2.250%), 07/23/2030 | 3,410,767 | 0.1 | ||||||||||
3,530,000 | (1) | Cedar Funding VIII Clo Ltd. 2017-8A A1, 4.023%, (US0003M + 1.250%), 10/17/2030 | 3,523,477 | 0.1 | ||||||||||
37,149 | Chase Funding Trust Series 2003-5 2A2, 3.086%, (US0001M + 0.600%), 07/25/2033 | 36,289 | 0.0 | |||||||||||
4,050,000 | (1) | CIFC Funding 2013-2A A1LR, 3.990%, (US0003M + 1.210%), 10/18/2030 | 4,033,071 | 0.1 | ||||||||||
3,660,000 | (1) | CIFC Funding 2016-1A A, 4.241%, (US0003M + 1.480%), 10/21/2028 | 3,660,556 | 0.1 | ||||||||||
2,150,000 | (1) | CIFC Funding 2017-2A C, 5.111%, (US0003M + 2.350%), 04/20/2030 | 2,135,612 | 0.0 | ||||||||||
7,400,000 | (1) | CIFC Funding 2017-4 A1, 4.029%, (US0003M + 1.250%), 10/24/2030 | 7,396,389 | 0.1 | ||||||||||
3,000,000 | (1) | CIFC Funding 2017-5A A1, 3.953%, (US0003M + 1.180%), 11/16/2030 | 2,985,945 | 0.0 |
4,675,000 | (1) | Cole Park CLO Ltd. 2015-1A CR, 4.761%, (US0003M + 2.000%), 10/20/2028 | 4,642,897 | 0.1 | ||||||||||
7,425,000 | Countrywide Asset-Backed Certificates 2005-AB2 M1, 3.191%, (US0001M + 0.705%), 09/25/2035 | 7,197,615 | 0.1 | |||||||||||
11,206,217 | Credit-Based Asset Servicing & Securitization LLC 2006-CB8 A2C, 2.636%, (US0001M + 0.150%), 10/25/2036 | 9,661,146 | 0.1 | |||||||||||
4,516,800 | (1) | DB Master Finance LLC 2015-1A A2II, 3.980%, 02/20/2045 | 4,521,879 | 0.1 | ||||||||||
4,750,000 | (1) | DB Master Finance LLC 2019-1A A23, 4.352%, 05/20/2049 | 4,779,711 | 0.1 | ||||||||||
2,450,000 | (1) | DB Master Finance LLC 2019-1A A2II, 4.021%, 05/20/2049 | 2,461,025 | 0.0 | ||||||||||
4,200,000 | (1) | Deer Creek Clo Ltd. 2017-1A A, 3.941%, (US0003M + 1.180%), 10/20/2030 | 4,180,441 | 0.1 | ||||||||||
7,000,000 | (1) | Dewolf Park Clo Ltd. 2017-1A A, 3.997%, (US0003M + 1.210%), 10/15/2030 | 6,979,021 | 0.1 | ||||||||||
2,917,500 | (1) | Domino's Pizza Master Issuer LLC 2015-1A A1II, 4.474%, 10/25/2045 | 3,014,565 | 0.0 | ||||||||||
640,250 | (1) | Domino's Pizza Master Issuer LLC 2017-1A A2II, 3.082%, 07/25/2047 | 634,313 | 0.0 | ||||||||||
2,382,000 | (1) | Domino's Pizza Master Issuer LLC 2018-1A A2I, 4.116%, 07/25/2048 | 2,423,947 | 0.0 | ||||||||||
2,332,375 | (1) | Driven Brands Funding, LLC 2018-1A A2, 4.739%, 04/20/2048 | 2,381,986 | 0.0 | ||||||||||
6,660,000 | (1) | Dryden Senior Loan Fund 2017-47A A2, 4.137%, (US0003M + 1.350%), 04/15/2028 | 6,605,841 | 0.1 | ||||||||||
6,410,000 | (1) | Dryden Senior Loan Fund 2017-47A C, 4.987%, (US0003M + 2.200%), 04/15/2028 | 6,360,887 | 0.1 | ||||||||||
5,565,000 | (1) | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 3.884%, (US0003M + 1.200%), 08/15/2030 | 5,565,295 | 0.1 | ||||||||||
8,000,000 | (1) | Eaton Vance Clo 2015-1A A2R Ltd., 4.011%, (US0003M + 1.250%), 01/20/2030 | 7,808,760 | 0.1 | ||||||||||
4,228,050 | (1) | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | 4,382,310 | 0.1 | ||||||||||
4,250,000 | (1) | Galaxy XIX CLO Ltd. 2015-19A A1R, 3.999%, (US0003M + 1.220%), 07/24/2030 | 4,238,512 | 0.1 |
See Accompanying Notes to Financial Statements
44 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
2,500,000 | (1) | Galaxy XV CLO Ltd. 2013-15A AR, 3.987%, (US0003M + 1.200%), 10/15/2030 | 2,485,982 | 0.0 | ||||||||||
11,150,000 | (1) | Galaxy XXI CLO Ltd. 2015-21A AR, 3.781%, (US0003M + 1.020%), 04/20/2031 | 10,980,899 | 0.2 | ||||||||||
2,300,000 | (1) | Gilbert Park CLO Ltd. 2017-1A A, 3.977%, (US0003M + 1.190%), 10/15/2030 | 2,285,043 | 0.0 | ||||||||||
7,000,000 | (1) | Goldentree Loan Management US Clo 2 Ltd. 2017-2A A, 3.911%, (US0003M + 1.150%), 11/28/2030 | 6,972,455 | 0.1 | ||||||||||
4,954,085 | (1) | Helios Issuer, LLC 2018-1A A, 4.870%, 07/20/2048 | 5,172,977 | 0.1 | ||||||||||
1,822,721 | (1) | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | 1,870,152 | 0.0 | ||||||||||
1,727,984 | (1) | HERO Funding Trust 2016-2A A, 3.750%, 09/20/2041 | 1,755,433 | 0.0 | ||||||||||
4,226,538 | (1) | HERO Funding Trust 2016-4A A2, 4.290%, 09/20/2047 | 4,318,766 | 0.1 | ||||||||||
1,250,000 | (1) | Home Partners of America 2018-1 E Trust, 4.332%, (US0001M + 1.850%), 07/17/2037 | 1,245,252 | 0.0 | ||||||||||
4,595,562 | (1) | JG Wentworth XLII LLC 2018-2A A, 3.960%, 10/15/2075 | 4,771,152 | 0.1 | ||||||||||
3,342,388 | (1) | JGWPT XXXIII LLC 2014-3A A, 3.500%, 06/15/2077 | 3,372,087 | 0.0 | ||||||||||
6,000,000 | (1),(9) | KKR CLO 21 A Ltd., 3.787%, (US0003M + 1.000%), 04/15/2031 | 5,900,982 | 0.1 | ||||||||||
6,000,000 | (1) | LCM 26A A2 Ltd., 4.011%, (US0003M + 1.250%), 01/20/2031 | 5,928,636 | 0.1 | ||||||||||
1,867,000 | (1) | LCM XIV L.P. 14A AR, 3.816%, (US0003M + 1.040%), 07/20/2031 | 1,851,592 | 0.0 | ||||||||||
4,250,000 | (1) | LCM XVI L.P. 16A CR2, 4.937%, (US0003M + 2.150%), 10/15/2031 | 4,240,471 | 0.1 | ||||||||||
5,000,000 | (1) | LCM XVIII L.P. 18A A2R, 3.981%, (US0003M + 1.220%), 04/20/2031 | 4,884,670 | 0.1 | ||||||||||
5,400,000 | (1) | LCM XXIII Ltd. 23A A1, 4.161%, (US0003M + 1.400%), 10/20/2029 | 5,407,835 | 0.1 | ||||||||||
4,500,000 | (1) | Madison Park Funding XI Ltd. 2013-11A CR, 4.972%, (US0003M + 2.200%), 07/23/2029 | 4,446,441 | 0.1 | ||||||||||
5,400,000 | (1) | Madison Park Funding XV Ltd. 2014-15A B1R, 4.965%, (US0003M + 2.200%), 01/27/2026 | 5,399,806 | 0.1 |
1,400,000 | (1) | Madison Park Funding XXVII Ltd. 2018-27A B, 4.561%, (US0003M + 1.800%), 04/20/2030 | 1,356,215 | 0.0 | ||||||||||
1,100,000 | (1),(2) | Mill City Mortgage Loan Trust 2017-1 M2, 3.250%, 11/25/2058 | 1,091,144 | 0.0 | ||||||||||
3,200,000 | (1),(2) | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | 3,108,055 | 0.0 | ||||||||||
2,482,000 | (1),(2) | Mill City Mortgage Trust 2015-2 B2, 3.872%, 09/25/2057 | 2,461,528 | 0.0 | ||||||||||
1,500,000 | (1),(4) | Mill City Solar Loan 2019-1A A Ltd., 4.340%, 03/20/2043 | 1,499,400 | 0.0 | ||||||||||
6,076,125 | (1) | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | 6,109,981 | 0.1 | ||||||||||
9,958,641 | (1) | Mosaic Solar Loan Trust 2018-2-GS A, 4.200%, 02/22/2044 | 10,105,327 | 0.1 | ||||||||||
2,086,000 | (1) | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | 2,070,590 | 0.0 | ||||||||||
3,541,122 | (1) | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 06/22/2043 | 3,533,200 | 0.1 | ||||||||||
2,500,000 | (1) | OCP CLO 2015-8 Ltd. 2015-8A BR, 4.623%, (US0003M + 1.850%), 04/17/2027 | 2,466,895 | 0.0 | ||||||||||
11,500,000 | (1) | Octagon Investment Partners 28 Ltd. 2016-1A C1R, 5.029%, (US0003M + 2.250%), 10/24/2030 | 11,192,904 | 0.2 | ||||||||||
9,470,000 | (1) | Octagon Investment Partners 30 Ltd. 2017-1A A1, 4.081%, (US0003M + 1.320%), 03/17/2030 | 9,472,841 | 0.1 | ||||||||||
3,000,000 | (1) | Octagon Investment Partners Ltd. 2017-1A A2, 4.137%, (US0003M + 1.350%), 07/15/2029 | 2,966,040 | 0.0 | ||||||||||
5,520,000 | (1) | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 4.162%, (US0003M + 1.375%), 07/15/2029 | 5,417,836 | 0.1 | ||||||||||
4,060,000 | (1) | Octagon Investment Partners XV Ltd. 2013-1A A2R, 4.111%, (US0003M + 1.350%), 07/19/2030 | 3,979,267 | 0.1 | ||||||||||
5,660,000 | (1) | OHA Loan Funding Ltd. 2015-1A AR, 4.094%, (US0003M + 1.410%), 08/15/2029 | 5,671,048 | 0.1 | ||||||||||
3,550,000 | (1) | Palmer Square CLO 2014-1A A1R2 Ltd., 3.903%, (US0003M + 1.130%), 01/17/2031 | 3,519,651 | 0.1 | ||||||||||
2,190,000 | (1) | Palmer Square CLO 2015-2A A1AR Ltd., 4.046%, (US0003M + 1.270%), 07/20/2030 | 2,187,810 | 0.0 |
See Accompanying Notes to Financial Statements
45 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
4,340,000 | (1) | Palmer Square CLO 2015-2A A1BR Ltd., 4.126%, (US0003M + 1.350%), 07/20/2030 | 4,315,731 | 0.1 | ||||||||||
10,000,000 | (1) | Palmer Square CLO 2018-1A A1 Ltd., 3.810%, (US0003M + 1.030%), 04/18/2031 | 9,851,060 | 0.1 | ||||||||||
5,950,000 | (1) | Palmer Square Loan Funding 2017-1A C Ltd., 5.587%, (US0003M + 2.800%), 10/15/2025 | 5,904,066 | 0.1 | ||||||||||
6,700,000 | (1) | Palmer Square Loan Funding 2018-1A B Ltd., 4.187%, (US0003M + 1.400%), 04/15/2026 | 6,460,274 | 0.1 | ||||||||||
4,000,000 | (1) | Palmer Square Loan Funding 2018-1A C Ltd., 4.637%, (US0003M + 1.850%), 04/15/2026 | 3,836,948 | 0.1 | ||||||||||
1,000,000 | (1),(9) | Palmer Square Loan Funding 2018-2A C Ltd., 4.737%, (US0003M + 1.950%), 07/15/2026 | 962,192 | 0.0 | ||||||||||
6,169,000 | (1) | Planet Fitness Master Issuer LLC 2018-1A A2I, 4.262%, 09/05/2048 | 6,283,086 | 0.1 | ||||||||||
710,926 | (2) | Popular ABS Mortgage Pass-Through Trust 2005-D A5, 3.883%, 01/25/2036 | 706,558 | 0.0 | ||||||||||
4,000,000 | (1) | Progress Residential 2015-SFR2 E, 4.427%, 06/12/2032 | 4,000,663 | 0.1 | ||||||||||
4,300,000 | (1),(2) | SoFi Consumer Loan Program 2016-3 B, 4.490%, 12/26/2025 | 4,396,099 | 0.1 | ||||||||||
2,000,000 | (1),(2) | Sofi Consumer Loan Program 2016-4 C LLC, 5.920%, 11/25/2025 | 2,109,848 | 0.0 | ||||||||||
3,400,000 | (1),(2) | Sofi Consumer Loan Program 2016-5 B LLC, 4.550%, 09/25/2028 | 3,487,904 | 0.1 | ||||||||||
5,101,000 | (1) | SoFi Consumer Loan Program 2017-3 B, 3.850%, 05/25/2026 | 5,167,452 | 0.1 | ||||||||||
1,585,000 | (1) | Sofi Consumer Loan Program 2017-6 B LLC, 3.520%, 11/25/2026 | 1,593,252 | 0.0 | ||||||||||
7,000,000 | (1) | Sofi Consumer Loan Program 2018-1 C Trust, 3.970%, 02/25/2027 | 7,010,888 | 0.1 | ||||||||||
4,000,000 | (1) | Sofi Consumer Loan Program 2018-2 B Trust, 3.790%, 04/26/2027 | 4,058,205 | 0.1 | ||||||||||
3,700,000 | (1) | Sofi Consumer Loan Program 2018-2 C Trust, 4.250%, 04/26/2027 | 3,757,120 | 0.1 | ||||||||||
9,950,000 | (1) | Sofi Consumer Loan Program 2018-3 C Trust, 4.670%, 08/25/2027 | 10,219,906 | 0.2 | ||||||||||
348,833 | (1) | Sonic Capital LLC 2018-1A A2, 4.026%, 02/20/2048 | 347,415 | 0.0 | ||||||||||
670,689 | (1) | Springleaf Funding Trust 2015-A A, 3.160%, 11/15/2024 | 670,758 | 0.0 |
4,899,358 | (1) | Sunrun Athena Issuer 2018-1 A LLC, 5.310%, 04/30/2049 | 5,068,225 | 0.1 | ||||||||||
7,320,000 | (1) | Symphony CLO Ltd. 2012-9A AR, 4.229%, (US0003M + 1.450%), 10/16/2028 | 7,321,523 | 0.1 | ||||||||||
3,080,000 | (1) | Symphony CLO XIV Ltd. 2014-14A C1R, 5.297%, (US0003M + 2.500%), 07/14/2026 | 3,079,914 | 0.0 | ||||||||||
5,952,968 | (1) | Taco Bell Funding LLC 2016-1A A2II, 4.377%, 05/25/2046 | 6,088,605 | 0.1 | ||||||||||
6,134,625 | (1) | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | 6,422,687 | 0.1 | ||||||||||
7,200,000 | (1) | TES LLC 2017-1A B, 7.740%, 10/20/2047 | 7,481,327 | 0.1 | ||||||||||
7,000,000 | (1) | THL Credit Wind River 2013-2A AR CLO Ltd., 4.010%, (US0003M + 1.230%), 10/18/2030 | 6,950,902 | 0.1 | ||||||||||
12,000,000 | (1) | THL Credit Wind River 2015-1A C1 CLO Ltd., 4.608%, (US0003M + 2.150%), 10/20/2030 | 11,599,608 | 0.2 | ||||||||||
12,250,000 | (1) | THL Credit Wind River 2016-2A A1R CLO Ltd., 3.926%, (US0003M + 1.190%), 11/01/2031 | 12,236,451 | 0.2 | ||||||||||
7,080,000 | (1) | THL Credit Wind River 2017-2A A CLO Ltd., 3.991%, (US0003M + 1.230%), 07/20/2030 | 7,024,918 | 0.1 | ||||||||||
7,500,000 | (1) | Tiaa Clo III Ltd 2017-2A A, 3.929%, (US0003M + 1.150%), 01/16/2031 | 7,427,527 | 0.1 | ||||||||||
1,400,000 | (1),(2) | Towd Point Mortgage Trust 2015-2 1B1, 3.776%, 11/25/2060 | 1,415,795 | 0.0 | ||||||||||
2,640,000 | (1),(2) | Towd Point Mortgage Trust 2015-2 2B2, 4.538%, 11/25/2057 | 2,803,234 | 0.0 | ||||||||||
4,346,000 | (1),(2) | Towd Point Mortgage Trust 2016-2 M1, 3.000%, 08/25/2055 | 4,157,529 | 0.1 | ||||||||||
3,200,000 | (1),(2) | Towd Point Mortgage Trust 2017-1 M1, 3.750%, 10/25/2056 | 3,214,280 | 0.0 | ||||||||||
2,200,000 | (1),(2) | Towd Point Mortgage Trust 2017-3 M1, 3.500%, 07/25/2057 | 2,170,731 | 0.0 | ||||||||||
9,525,000 | (1),(2) | Towd Point Mortgage Trust 2017-6 M2, 3.250%, 10/25/2057 | 8,820,043 | 0.1 | ||||||||||
4,000,000 | (1),(2) | Towd Point Mortgage Trust 2018-1 B1, 3.969%, 01/25/2058 | 3,929,202 | 0.1 | ||||||||||
3,000,000 | (1) | Trafigura Securitisation Finance PLC 2018-1A B, 4.290%, 03/15/2022 | 3,049,884 | 0.0 | ||||||||||
1,500,000 | (1) | Venture XX CLO Ltd. 2015-20A CR, 4.687%, (US0003M + 1.900%), 04/15/2027 | 1,476,869 | 0.0 |
See Accompanying Notes to Financial Statements
46 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
1,975,000 | (1) | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/2048 | 1,949,542 | 0.0 | ||||||||||
3,643,875 | (1) | Wendy's Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | 3,596,942 | 0.1 | ||||||||||
604,336,726 | 8.9 | |||||||||||||
Student Loan Asset-Backed Securities: 1.0% | ||||||||||||||
1,248,238 | (1) | Commonbond Student Loan Trust 2016-B, 4.000%, 10/25/2040 | 1,269,438 | 0.0 | ||||||||||
2,300,000 | (1) | Commonbond Student Loan Trust 2017-BGS B, 3.260%, 09/25/2042 | 2,242,007 | 0.0 | ||||||||||
1,000,000 | (1) | Commonbond Student Loan Trust 2018-A-GS C, 3.820%, 02/25/2044 | 1,003,041 | 0.0 | ||||||||||
9,502,000 | (1) | Commonbond Student Loan Trust 2018-BGS B, 3.990%, 09/25/2045 | 9,715,502 | 0.1 | ||||||||||
854,726 | (1) | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/2031 | 855,966 | 0.0 | ||||||||||
1,222,051 | (1) | DRB Prime Student Loan Trust 2015-D A2, 3.200%, 01/25/2040 | 1,218,046 | 0.0 | ||||||||||
2,828,071 | (1) | DRB Prime Student Loan Trust 2017-A A2B, 2.850%, 05/27/2042 | 2,794,622 | 0.0 | ||||||||||
467,324 | (1) | Earnest Student Loan Program, LLC 2016-A B, 2.500%, 01/25/2039 | 453,842 | 0.0 | ||||||||||
546,161 | (1),(2) | Earnest Student Loan Program, LLC 2016-B B, 4.810%, 09/25/2036 | 555,681 | 0.0 | ||||||||||
430,626 | (1) | Earnest Student Loan Program, LLC 2016-C B, 4.460%, 01/26/2037 | 434,887 | 0.0 | ||||||||||
744,815 | (1) | Laurel Road Prime Student Loan Trust 2017-B A4, 3.020%, 08/25/2042 | 739,021 | 0.0 | ||||||||||
4,400,000 | (1) | Navient Private Education Loan Trust 2014-AA A3, 4.084%, (US0001M + 1.600%), 10/15/2031 | 4,532,715 | 0.1 | ||||||||||
3,000,000 | (1) | Navient Private Education Refi Loan Trust 2018-A B, 3.680%, 02/18/2042 | 3,059,883 | 0.1 | ||||||||||
2,700,000 | (1) | SMB Private Education Loan Trust 2014-A C, 4.500%, 09/15/2045 | 2,563,524 | 0.0 | ||||||||||
1,450,000 | (1) | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | 1,405,643 | 0.0 | ||||||||||
1,009,461 | (1) | SoFi Professional Loan Program 2015-C A2, 2.510%, 08/25/2033 | 994,735 | 0.0 | ||||||||||
4,100,000 | (1),(2) | SoFi Professional Loan Program 2016-E C, 4.430%, 10/25/2041 | 4,217,449 | 0.1 | ||||||||||
3,000,000 | (1),(2) | SoFi Professional Loan Program 2017-C B, 3.560%, 07/25/2040 | 2,983,721 | 0.0 |
3,900,000 | (1) | SoFi Professional Loan Program 2017-F BFX LLC, 3.620%, 01/25/2041 | 3,913,116 | 0.1 | ||||||||||
3,250,000 | (1) | Sofi Professional Loan Program 2018-A B LLC, 3.610%, 02/25/2042 | 3,279,711 | 0.1 | ||||||||||
8,000,000 | (1) | Sofi Professional Loan Program 2018-B BFX Trust, 3.830%, 08/25/2047 | 8,155,157 | 0.1 | ||||||||||
5,800,000 | (1) | Sofi Professional Loan Program 2018-C BFX Trust, 4.130%, 01/25/2048 | 5,929,600 | 0.1 | ||||||||||
6,000,000 | (1) | Sofi Professional Loan Program 2018-D BFX Trust, 4.140%, 02/25/2048 | 6,139,109 | 0.1 | ||||||||||
3,000,000 | (1) | Sofi Professional Loan Program 2019-B BFX LLC, 3.730%, 08/17/2048 | 2,996,704 | 0.1 | ||||||||||
71,453,120 | 1.0 | |||||||||||||
Total Asset-Backed Securities (Cost $737,302,460) | 737,430,946 | 10.8 | ||||||||||||
CONVERTIBLE BONDS/NOTES: 0.0% | ||||||||||||||
Financial: 0.0% | ||||||||||||||
1,690,000 | Santander UK PLC, 3.400%, 06/01/2021 | 1,703,536 | 0.0 | |||||||||||
Total Convertible Bonds/Notes (Cost $1,679,961) | 1,703,536 | 0.0 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 21.3% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 6.4%(10) | ||||||||||||||
916,402 | 2.500%, 05/01/2030 | 916,406 | 0.0 | |||||||||||
1,203,574 | 2.500%, 05/01/2030 | 1,202,039 | 0.0 | |||||||||||
1,479,322 | 2.500%, 06/01/2030 | 1,476,828 | 0.0 | |||||||||||
11,794,000 | (9) | 3.000%, 11/15/2026 | 11,909,523 | 0.2 | ||||||||||
1,830,647 | 3.000%, 11/01/2042 | 1,833,013 | 0.0 | |||||||||||
1,853,162 | 3.000%, 02/01/2043 | 1,855,525 | 0.0 | |||||||||||
2,437,803 | 3.000%, 03/01/2045 | 2,437,180 | 0.0 | |||||||||||
2,419,519 | 3.000%, 03/01/2045 | 2,421,149 | 0.0 | |||||||||||
5,733,030 | 3.000%, 04/01/2045 | 5,728,902 | 0.1 | |||||||||||
5,823,889 | 3.000%, 04/01/2045 | 5,827,811 | 0.1 | |||||||||||
23,753,568 | 3.000%, 10/01/2046 | 23,695,994 | 0.4 | |||||||||||
2,494,380 | 3.000%, 10/01/2046 | 2,496,061 | 0.0 | |||||||||||
7,891,996 | 3.000%, 03/01/2048 | 7,872,869 | 0.1 | |||||||||||
9,264,503 | 3.000%, 03/01/2048 | 9,244,920 | 0.1 | |||||||||||
29,362,893 | 3.000%, 08/01/2048 | 29,263,867 | 0.4 | |||||||||||
9,330,803 | 3.500%, 01/01/2045 | 9,509,427 | 0.1 | |||||||||||
3,206,282 | 3.500%, 03/01/2045 | 3,274,680 | 0.1 | |||||||||||
12,826,014 | 3.500%, 12/01/2046 | 13,124,846 | 0.2 | |||||||||||
26,042,682 | 3.500%, 12/01/2046 | 26,552,767 | 0.4 | |||||||||||
10,594,992 | 3.500%, 04/01/2047 | 10,853,710 | 0.2 | |||||||||||
16,513,303 | 3.500%, 07/01/2047 | 16,792,024 | 0.3 | |||||||||||
14,744,657 | 3.500%, 01/01/2048 | 14,989,686 | 0.2 | |||||||||||
4,645,502 | 3.500%, 03/01/2048 | 4,732,023 | 0.1 | |||||||||||
66,781,222 | 3.500%, 03/01/2048 | 68,242,223 | 1.0 | |||||||||||
31,573,000 | (9) | 3.500%, 04/01/2048 | 32,031,795 | 0.5 | ||||||||||
44,961,671 | 3.500%, 11/01/2048 | 45,945,357 | 0.7 | |||||||||||
1,290,589 | 4.000%, 10/01/2041 | 1,340,430 | 0.0 | |||||||||||
2,035,355 | 4.000%, 12/01/2041 | 2,113,947 | 0.0 | |||||||||||
2,919,124 | 4.000%, 08/01/2044 | 3,018,535 | 0.1 | |||||||||||
1,687,533 | 4.000%, 07/01/2045 | 1,744,309 | 0.0 | |||||||||||
4,114,236 | 4.000%, 09/01/2045 | 4,252,655 | 0.1 |
See Accompanying Notes to Financial Statements
47 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
6,155,734 | 4.000%, 09/01/2045 | 6,362,566 | 0.1 | |||||||||||
3,052,082 | 4.000%, 09/01/2045 | 3,154,547 | 0.1 | |||||||||||
4,525,759 | 4.000%, 05/01/2046 | 4,676,869 | 0.1 | |||||||||||
24,729,673 | 4.000%, 11/01/2047 | 25,537,188 | 0.4 | |||||||||||
1,199,169 | 4.000%, 03/01/2048 | 1,238,432 | 0.0 | |||||||||||
10,094,611 | 4.000%, 06/01/2048 | 10,611,712 | 0.2 | |||||||||||
4,836 | 4.415%, 05/01/2037 | 5,061 | 0.0 | |||||||||||
897,253 | 4.500%, 08/01/2041 | 943,718 | 0.0 | |||||||||||
1,378,688 | 4.500%, 09/01/2041 | 1,458,593 | 0.0 | |||||||||||
1,281,933 | 4.500%, 10/01/2041 | 1,357,222 | 0.0 | |||||||||||
1,654,882 | 4.500%, 03/01/2044 | 1,744,953 | 0.0 | |||||||||||
8,565,421 | 4.500%, 02/01/2048 | 8,981,687 | 0.1 | |||||||||||
130,915 | 5.000%, 01/01/2041 | 141,499 | 0.0 | |||||||||||
1,064,592 | 5.000%, 04/01/2041 | 1,150,670 | 0.0 | |||||||||||
35,677 | 5.500%, 07/01/2037 | 38,858 | 0.0 | |||||||||||
1,798,286 | 5.500%, 11/01/2038 | 1,969,564 | 0.0 | |||||||||||
4,430 | 6.000%, 12/01/2028 | 4,798 | 0.0 | |||||||||||
16,731 | 6.000%, 01/01/2029 | 18,121 | 0.0 | |||||||||||
5,062 | 6.500%, 01/01/2024 | 5,607 | 0.0 | |||||||||||
5,665 | 6.500%, 12/01/2031 | 6,290 | 0.0 | |||||||||||
576,188 | 6.500%, 09/01/2034 | 652,107 | 0.0 | |||||||||||
1,028 | 7.000%, 03/01/2032 | 1,069 | 0.0 | |||||||||||
436,761,632 | 6.4 | |||||||||||||
Federal National Mortgage Association: 11.4%(10) | ||||||||||||||
18,700,000 | (9) | 2.500%, 12/25/2026 | 18,592,010 | 0.3 | ||||||||||
1,922,394 | 2.500%, 05/01/2030 | 1,913,864 | 0.0 | |||||||||||
2,980,335 | 2.500%, 06/01/2030 | 2,967,102 | 0.1 | |||||||||||
4,341,124 | 2.500%, 06/01/2030 | 4,321,849 | 0.1 | |||||||||||
1,798,149 | 2.500%, 07/01/2030 | 1,790,164 | 0.0 | |||||||||||
2,480,340 | 3.000%, 08/01/2030 | 2,508,679 | 0.0 | |||||||||||
1,449,585 | 3.000%, 09/01/2030 | 1,466,387 | 0.0 | |||||||||||
4,914,583 | 3.000%, 04/01/2043 | 4,920,206 | 0.1 | |||||||||||
94,283,000 | (9) | 3.000%, 05/01/2043 | 93,793,170 | 1.4 | ||||||||||
3,821,405 | 3.000%, 07/01/2043 | 3,825,777 | 0.1 | |||||||||||
1,012,010 | 3.000%, 08/01/2043 | 1,013,166 | 0.0 | |||||||||||
912,007 | 3.000%, 09/01/2043 | 913,049 | 0.0 | |||||||||||
12,383,059 | 3.000%, 04/01/2045 | 12,389,553 | 0.2 | |||||||||||
6,116,898 | 3.000%, 08/01/2046 | 6,103,058 | 0.1 | |||||||||||
2,500,833 | 3.000%, 08/01/2046 | 2,497,499 | 0.0 | |||||||||||
1,212,149 | 3.000%, 11/01/2046 | 1,209,970 | 0.0 | |||||||||||
4,910,240 | 3.000%, 12/01/2046 | 4,897,609 | 0.1 | |||||||||||
15,928,250 | 3.000%, 12/01/2046 | 15,892,208 | 0.2 | |||||||||||
39,171,767 | 3.000%, 01/01/2047 | 39,071,001 | 0.6 | |||||||||||
8,893,561 | 3.000%, 02/01/2047 | 8,870,681 | 0.1 | |||||||||||
9,124,560 | 3.000%, 03/01/2047 | 9,099,673 | 0.1 | |||||||||||
9,913,734 | 3.000%, 07/01/2047 | 9,885,262 | 0.2 | |||||||||||
6,594,643 | 3.500%, 10/01/2042 | 6,739,100 | 0.1 | |||||||||||
2,106,743 | 3.500%, 04/01/2043 | 2,155,328 | 0.0 | |||||||||||
6,277,907 | 3.500%, 08/01/2043 | 6,422,692 | 0.1 | |||||||||||
6,704,468 | 3.500%, 01/01/2044 | 6,836,854 | 0.1 | |||||||||||
3,930,966 | 3.500%, 03/01/2044 | 4,017,022 | 0.1 | |||||||||||
28,000 | (9) | 3.500%, 04/01/2044 | 28,390 | 0.0 | ||||||||||
475,054 | 3.500%, 01/01/2046 | 485,990 | 0.0 | |||||||||||
351,036 | 3.500%, 02/01/2046 | 359,117 | 0.0 | |||||||||||
716,044 | 3.500%, 02/01/2046 | 732,526 | 0.0 | |||||||||||
29,046,376 | 3.500%, 08/01/2046 | 29,705,971 | 0.4 | |||||||||||
3,510,661 | 3.500%, 08/01/2047 | 3,567,666 | 0.1 | |||||||||||
4,954,738 | 3.500%, 09/01/2047 | 5,034,687 | 0.1 | |||||||||||
2,812,252 | 3.500%, 02/01/2048 | 2,857,592 | 0.0 | |||||||||||
19,887,199 | 3.500%, 07/01/2048 | 20,310,572 | 0.3 | |||||||||||
525,733 | 4.000%, 03/01/2042 | 545,586 | 0.0 | |||||||||||
2,311,349 | 4.000%, 07/01/2042 | 2,398,642 | 0.0 | |||||||||||
405,390 | 4.000%, 07/01/2042 | 420,699 | 0.0 | |||||||||||
2,254,344 | 4.000%, 07/01/2042 | 2,339,484 | 0.0 | |||||||||||
1,230,920 | 4.000%, 09/01/2043 | 1,286,503 | 0.0 | |||||||||||
2,708,013 | 4.000%, 01/01/2045 | 2,801,863 | 0.0 |
18,973,343 | 4.000%, 01/01/2045 | 19,929,765 | 0.3 | |||||||||||
1,556,829 | 4.000%, 03/01/2045 | 1,610,785 | 0.0 | |||||||||||
17,273,874 | 4.000%, 05/01/2045 | 17,872,530 | 0.3 | |||||||||||
2,868,084 | 4.000%, 06/01/2045 | 2,979,892 | 0.1 | |||||||||||
8,506,055 | 4.000%, 02/01/2046 | 8,858,676 | 0.1 | |||||||||||
10,557,281 | 4.000%, 12/01/2046 | 10,930,439 | 0.2 | |||||||||||
17,534,891 | 4.000%, 07/01/2047 | 18,217,863 | 0.3 | |||||||||||
3,354,186 | 4.000%, 03/01/2048 | 3,462,913 | 0.1 | |||||||||||
1,088,498 | 4.000%, 03/01/2048 | 1,123,224 | 0.0 | |||||||||||
102,724,000 | (9) | 4.000%, 04/01/2048 | 105,677,314 | 1.6 | ||||||||||
17,287,820 | 4.000%, 09/01/2048 | 17,900,523 | 0.3 | |||||||||||
137,739 | 4.187%, 07/01/2035 | 142,860 | 0.0 | |||||||||||
2,531,164 | 4.250%, 11/01/2043 | 2,645,049 | 0.0 | |||||||||||
4,250,793 | 4.500%, 11/01/2040 | 4,496,348 | 0.1 | |||||||||||
277,650 | 4.500%, 11/01/2040 | 293,688 | 0.0 | |||||||||||
536,604 | 4.500%, 11/01/2040 | 567,601 | 0.0 | |||||||||||
8,120 | 4.500%, 12/01/2040 | 8,589 | 0.0 | |||||||||||
4,703 | 4.500%, 12/01/2040 | 4,974 | 0.0 | |||||||||||
7,923 | 4.500%, 01/01/2041 | 8,380 | 0.0 | |||||||||||
10,922 | 4.500%, 01/01/2041 | 11,550 | 0.0 | |||||||||||
667,152 | 4.500%, 10/01/2041 | 705,487 | 0.0 | |||||||||||
949,235 | 4.500%, 10/01/2044 | 999,822 | 0.0 | |||||||||||
1,438,708 | 4.500%, 12/01/2045 | 1,531,571 | 0.0 | |||||||||||
3,099,469 | 4.500%, 04/01/2047 | 3,271,526 | 0.1 | |||||||||||
2,458,456 | 4.500%, 04/01/2047 | 2,594,930 | 0.0 | |||||||||||
5,834,068 | 4.500%, 04/01/2047 | 6,108,097 | 0.1 | |||||||||||
4,762,837 | 4.500%, 04/01/2047 | 5,069,902 | 0.1 | |||||||||||
4,370,175 | 4.500%, 04/01/2047 | 4,625,067 | 0.1 | |||||||||||
1,714,946 | 4.500%, 05/01/2047 | 1,828,021 | 0.0 | |||||||||||
3,076,029 | 4.500%, 05/01/2047 | 3,278,849 | 0.1 | |||||||||||
10,476,683 | 4.500%, 05/01/2047 | 11,057,897 | 0.2 | |||||||||||
1,960,216 | 4.500%, 05/01/2047 | 2,089,459 | 0.0 | |||||||||||
2,574,214 | 4.500%, 05/01/2047 | 2,740,177 | 0.0 | |||||||||||
6,902,980 | 4.500%, 06/01/2047 | 7,227,496 | 0.1 | |||||||||||
1,330,415 | 4.500%, 06/01/2047 | 1,416,188 | 0.0 | |||||||||||
6,123,053 | 4.500%, 06/01/2047 | 6,411,424 | 0.1 | |||||||||||
8,770,621 | 4.500%, 07/01/2047 | 9,183,303 | 0.1 | |||||||||||
7,224,490 | 4.500%, 08/01/2047 | 7,564,281 | 0.1 | |||||||||||
128,801 | 5.000%, 06/01/2033 | 138,648 | 0.0 | |||||||||||
29,211 | 5.000%, 09/01/2033 | 31,449 | 0.0 | |||||||||||
85,012 | 5.000%, 11/01/2033 | 91,527 | 0.0 | |||||||||||
28,919 | 5.000%, 03/01/2034 | 31,187 | 0.0 | |||||||||||
25,701 | 5.000%, 03/01/2034 | 27,750 | 0.0 | |||||||||||
196,571 | 5.000%, 02/01/2035 | 211,582 | 0.0 | |||||||||||
7,349 | 5.000%, 06/01/2035 | 7,911 | 0.0 | |||||||||||
129,816 | 5.000%, 06/01/2035 | 139,729 | 0.0 | |||||||||||
73,835 | 5.000%, 07/01/2035 | 79,473 | 0.0 | |||||||||||
485,285 | 5.000%, 08/01/2035 | 521,463 | 0.0 | |||||||||||
625,976 | 5.000%, 10/01/2035 | 673,825 | 0.0 | |||||||||||
29,078 | 5.000%, 10/01/2035 | 31,284 | 0.0 | |||||||||||
353,513 | 5.000%, 02/01/2036 | 382,431 | 0.0 | |||||||||||
5,157 | 5.000%, 03/01/2036 | 5,553 | 0.0 | |||||||||||
65,881 | 5.000%, 03/01/2036 | 70,932 | 0.0 | |||||||||||
10,619 | 5.000%, 05/01/2036 | 11,434 | 0.0 | |||||||||||
6,852 | 5.000%, 06/01/2036 | 7,377 | 0.0 | |||||||||||
259,593 | 5.000%, 07/01/2036 | 279,492 | 0.0 | |||||||||||
101,653,000 | (9) | 5.000%, 05/01/2037 | 107,361,054 | 1.6 | ||||||||||
233,778 | 5.000%, 11/01/2040 | 252,318 | 0.0 | |||||||||||
75,205 | 5.000%, 05/01/2041 | 81,039 | 0.0 | |||||||||||
302,492 | 5.000%, 06/01/2041 | 326,479 | 0.0 | |||||||||||
462,097 | 5.000%, 06/01/2041 | 498,747 | 0.0 | |||||||||||
18,535,201 | 5.000%, 08/01/2056 | 20,061,238 | 0.3 | |||||||||||
175,825 | 5.500%, 03/01/2037 | 193,530 | 0.0 | |||||||||||
180,636 | 5.500%, 06/01/2039 | 198,813 | 0.0 | |||||||||||
1,628,790 | 5.500%, 10/01/2039 | 1,772,784 | 0.0 | |||||||||||
61,893 | 6.000%, 09/01/2036 | 66,761 | 0.0 |
See Accompanying Notes to Financial Statements
48 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
180,024 | 6.000%, 05/01/2038 | 188,838 | 0.0 | |||||||||||
371 | 6.500%, 02/01/2028 | 409 | 0.0 | |||||||||||
599 | 6.500%, 09/01/2031 | 662 | 0.0 | |||||||||||
156 | 6.500%, 09/01/2031 | 172 | 0.0 | |||||||||||
17,108 | 6.500%, 11/01/2031 | 19,163 | 0.0 | |||||||||||
7,890 | 6.500%, 04/01/2032 | 8,721 | 0.0 | |||||||||||
4,525 | 6.500%, 08/01/2032 | 5,002 | 0.0 | |||||||||||
1,401 | 6.500%, 08/01/2032 | 1,548 | 0.0 | |||||||||||
7,212 | 7.000%, 12/01/2027 | 7,297 | 0.0 | |||||||||||
947 | 7.000%, 10/01/2031 | 960 | 0.0 | |||||||||||
3,112 | 7.000%, 03/01/2032 | 3,451 | 0.0 | |||||||||||
1,333 | 7.500%, 09/01/2030 | 1,568 | 0.0 | |||||||||||
368 | 7.500%, 10/01/2030 | 368 | 0.0 | |||||||||||
4,340 | 7.500%, 09/01/2031 | 5,032 | 0.0 | |||||||||||
15,970 | 7.500%, 02/01/2032 | 17,886 | 0.0 | |||||||||||
775,251,568 | 11.4 | |||||||||||||
Government National Mortgage Association: 3.5% | ||||||||||||||
4,665,196 | 3.000%, 04/20/2046 | 4,697,633 | 0.1 | |||||||||||
800,278 | 3.000%, 01/20/2047 | 805,724 | 0.0 | |||||||||||
203,888 | 3.000%, 01/20/2048 | 204,990 | 0.0 | |||||||||||
1,278,414 | 3.500%, 07/20/2046 | 1,306,831 | 0.0 | |||||||||||
9,032,831 | 3.500%, 07/20/2046 | 9,232,508 | 0.2 | |||||||||||
968,919 | 3.500%, 09/20/2046 | 994,046 | 0.0 | |||||||||||
1,912,647 | 3.500%, 10/20/2046 | 1,955,161 | 0.0 | |||||||||||
10,768,192 | 3.500%, 11/20/2046 | 11,015,895 | 0.2 | |||||||||||
3,836,564 | 3.500%, 11/20/2046 | 3,924,465 | 0.1 | |||||||||||
1,457,171 | 3.500%, 02/20/2047 | 1,489,623 | 0.0 | |||||||||||
820,651 | 3.500%, 03/20/2047 | 839,033 | 0.0 | |||||||||||
1,304,039 | 3.500%, 04/20/2047 | 1,333,027 | 0.0 | |||||||||||
1,396,396 | 3.500%, 05/20/2047 | 1,427,275 | 0.0 | |||||||||||
1,465,281 | 3.500%, 06/20/2047 | 1,500,322 | 0.0 | |||||||||||
1,553,621 | 3.500%, 07/20/2047 | 1,589,949 | 0.0 | |||||||||||
5,198,538 | 3.500%, 07/20/2047 | 5,329,245 | 0.1 | |||||||||||
1,340,056 | 3.500%, 07/20/2047 | 1,379,039 | 0.0 | |||||||||||
1,720,387 | 3.500%, 08/20/2047 | 1,758,630 | 0.0 | |||||||||||
16,005,904 | 3.500%, 08/20/2047 | 16,384,135 | 0.3 | |||||||||||
11,025,142 | 3.500%, 08/20/2047 | 11,279,143 | 0.2 | |||||||||||
4,274,528 | 3.500%, 09/20/2047 | 4,369,550 | 0.1 | |||||||||||
4,524,762 | 3.500%, 11/20/2047 | 4,634,122 | 0.1 | |||||||||||
543,620 | 3.500%, 11/20/2047 | 556,706 | 0.0 | |||||||||||
1,697,388 | 3.500%, 11/20/2047 | 1,734,461 | 0.0 | |||||||||||
659,852 | 3.500%, 11/20/2047 | 675,850 | 0.0 | |||||||||||
1,064,508 | 3.500%, 11/20/2047 | 1,090,134 | 0.0 | |||||||||||
681,113 | 3.500%, 11/20/2047 | 697,479 | 0.0 | |||||||||||
1,424,821 | 3.500%, 11/20/2047 | 1,459,121 | 0.0 | |||||||||||
1,289,473 | 3.500%, 11/20/2047 | 1,322,520 | 0.0 | |||||||||||
1,947,722 | 3.500%, 12/20/2047 | 1,994,947 | 0.0 | |||||||||||
2,535,143 | 3.500%, 12/20/2047 | 2,594,253 | 0.1 | |||||||||||
1,408,821 | 3.500%, 12/20/2047 | 1,442,859 | 0.0 | |||||||||||
2,270,634 | 3.500%, 12/20/2047 | 2,324,280 | 0.0 | |||||||||||
1,526,870 | 3.500%, 12/20/2047 | 1,563,547 | 0.0 | |||||||||||
1,134,424 | 3.500%, 01/20/2048 | 1,161,930 | 0.0 | |||||||||||
1,515,980 | 3.500%, 01/20/2048 | 1,552,737 | 0.0 | |||||||||||
2,503,459 | 3.500%, 01/20/2048 | 2,562,234 | 0.1 | |||||||||||
9,482,643 | 3.500%, 02/20/2048 | 9,650,826 | 0.2 | |||||||||||
2,661,057 | 3.500%, 02/20/2048 | 2,723,106 | 0.1 | |||||||||||
1,705,835 | 3.500%, 03/20/2048 | 1,743,015 | 0.0 | |||||||||||
7,541,615 | 3.500%, 03/20/2048 | 7,719,205 | 0.1 | |||||||||||
10,139,000 | (9) | 3.500%, 04/01/2048 | 10,363,167 | 0.2 | ||||||||||
358,866 | 4.000%, 11/20/2040 | 373,987 | 0.0 | |||||||||||
51,542,000 | (9) | 4.000%, 04/01/2044 | 53,239,262 | 0.8 | ||||||||||
2,274,267 | 4.000%, 03/20/2046 | 2,356,554 | 0.0 | |||||||||||
470,344 | 4.500%, 10/15/2039 | 496,917 | 0.0 | |||||||||||
331,556 | 4.500%, 11/15/2039 | 350,324 | 0.0 | |||||||||||
290,316 | 4.500%, 11/15/2039 | 306,118 | 0.0 | |||||||||||
102,309 | 4.500%, 12/15/2039 | 108,097 | 0.0 |
94,578 | 4.500%, 08/20/2041 | 99,611 | 0.0 | |||||||||||
27,852,000 | (9) | 4.500%, 04/01/2044 | 28,927,321 | 0.4 | ||||||||||
6,155,537 | 4.500%, 09/15/2047 | 6,473,225 | 0.1 | |||||||||||
328,267 | (2) | 5.140%, 10/20/2060 | 331,932 | 0.0 | ||||||||||
224,375 | (2) | 5.310%, 10/20/2060 | 227,880 | 0.0 | ||||||||||
274,677 | (2) | 5.500%, 03/20/2060 | 278,255 | 0.0 | ||||||||||
235,952,206 | 3.5 | |||||||||||||
Total U.S. Government Agency Obligations (Cost $1,431,878,421) | 1,447,965,406 | 21.3 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 15.7% | ||||||||||||||
U.S. Treasury Bonds: 4.1% | ||||||||||||||
209,364,400 | 3.375%, 11/15/2048 | 233,592,605 | 3.4 | |||||||||||
43,370,000 | 3.500%, 02/15/2039 | 49,246,974 | 0.7 | |||||||||||
282,839,579 | 4.1 | |||||||||||||
U.S. Treasury Notes: 11.6% | ||||||||||||||
4,924,000 | 1.125%, 03/31/2020 | 4,863,892 | 0.1 | |||||||||||
252,330,000 | 2.125%, 03/31/2024 | 251,073,278 | 3.7 | |||||||||||
31,108,200 | 2.250%, 03/31/2021 | 31,100,909 | 0.4 | |||||||||||
107,868,000 | 2.375%, 03/15/2022 | 108,384,166 | 1.6 | |||||||||||
25,122,000 | 2.500%, 02/28/2026 | 25,424,249 | 0.4 | |||||||||||
361,074,000 | (3) | 2.625%, 02/15/2029 | 368,147,382 | 5.4 | ||||||||||
788,993,876 | 11.6 | |||||||||||||
Total U.S. Treasury Obligations (Cost $1,054,783,998) | 1,071,833,455 | 15.7 | ||||||||||||
SOVEREIGN BONDS: 1.7% | ||||||||||||||
2,750,000 | Argentine Republic Government International Bond, 5.625%, 01/26/2022 | 2,377,375 | 0.0 | |||||||||||
4,960,000 | Argentine Republic Government International Bond, 6.875%, 04/22/2021 | 4,540,880 | 0.1 | |||||||||||
2,900,000 | Argentine Republic Government International Bond, 6.875%, 01/26/2027 | 2,355,163 | 0.0 | |||||||||||
CLP | 10,460,000,000 | Bonos de la Tesoreria de la Republica en pesos, 4.500%, 03/01/2026 | 15,957,339 | 0.2 | ||||||||||
CLP | 6,450,000,000 | Bonos de la Tesoreria de la Republica en pesos, 5.000%, 03/01/2035 | 10,278,694 | 0.2 | ||||||||||
5,900,000 | (3) | Brazilian Government International Bond, 4.625%, 01/13/2028 | 5,957,584 | 0.1 | ||||||||||
2,500,000 | Brazilian Government International Bond, 6.000%, 04/07/2026 | 2,776,275 | 0.1 | |||||||||||
5,225,000 | Colombia Government International Bond, 3.875%, 04/25/2027 | 5,312,571 | 0.1 | |||||||||||
2,500,000 | Croatia Government International Bond, 5.500%, 04/04/2023 | 2,714,520 | 0.1 | |||||||||||
272,000 | Croatia Government International Bond, 6.375%, 03/24/2021 | 288,828 | 0.0 |
See Accompanying Notes to Financial Statements
49 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
300,000 | (1) | Dominican Republic International Bond, 5.500%, 01/27/2025 | 309,375 | 0.0 | ||||||||||
270,000 | Dominican Republic International Bond, 5.875%, 04/18/2024 | 283,500 | 0.0 | |||||||||||
900,000 | Dominican Republic International Bond, 5.950%, 01/25/2027 | 947,250 | 0.0 | |||||||||||
300,000 | (1) | Dominican Republic International Bond, 6.600%, 01/28/2024 | 324,375 | 0.0 | ||||||||||
4,825,000 | Dominican Republic International Bond, 6.875%, 01/29/2026 | 5,313,531 | 0.1 | |||||||||||
2,675,000 | Egypt Government International Bond, 5.875%, 06/11/2025 | 2,659,993 | 0.0 | |||||||||||
250,000 | (1),(3) | Egypt Government International Bond, 5.875%, 06/11/2025 | 248,598 | 0.0 | ||||||||||
290,380 | (1) | Gabonese Republic, 6.375%, 12/12/2024 | 278,988 | 0.0 | ||||||||||
974,488 | (2) | Ivory Coast Government International Bond, 5.750%, 12/31/2032 | 925,953 | 0.0 | ||||||||||
2,506,143 | (2) | Ivory Coast Government International Bond, 5.750%, 12/31/2032 | 2,381,324 | 0.0 | ||||||||||
1,000,000 | Jordan Government International Bond, 6.125%, 01/29/2026 | 1,010,369 | 0.0 | |||||||||||
2,250,000 | Morocco Government International Bond, 4.250%, 12/11/2022 | 2,299,610 | 0.0 | |||||||||||
600,000 | (1) | Morocco Government International Bond, 4.250%, 12/11/2022 | 613,229 | 0.0 | ||||||||||
850,000 | Namibia International Bonds, 5.500%, 11/03/2021 | 865,159 | 0.0 | |||||||||||
693,000 | Panama Government International Bond, 6.700%, 01/26/2036 | 907,830 | 0.0 | |||||||||||
1,000,000 | Panama Government International Bond, 9.375%, 04/01/2029 | 1,464,000 | 0.0 | |||||||||||
600,000 | Paraguay Government International Bond, 4.625%, 01/25/2023 | 620,517 | 0.0 | |||||||||||
2,675,000 | Perusahaan Penerbit SBSN Indonesia III, 4.150%, 03/29/2027 | 2,707,100 | 0.0 | |||||||||||
4,000,000 | (1) | Perusahaan Penerbit SBSN Indonesia III, 4.400%, 03/01/2028 | 4,114,000 | 0.1 | ||||||||||
81,250 | Republic of Angola Via Northern Lights III BV, 7.000%, 08/17/2019 | 81,773 | 0.0 | |||||||||||
600,000 | (1) | Paraguay Government International Bond, 4.625%, 01/25/2023 | 620,517 | 0.0 | ||||||||||
PLN | 13,164,000 | Republic of Poland Government Bond, 4.000%, 10/25/2023 | 3,712,588 | 0.1 |
3,450,000 | Republic of South Africa Government International Bond, 4.300%, 10/12/2028 | 3,227,303 | 0.1 | |||||||||||
RON | 22,000,000 | Romania Government Bond, 3.400%, 03/08/2022 | 5,104,214 | 0.1 | ||||||||||
2,600,000 | Russian Federal Bond - OFZ, 4.750%, 05/27/2026 | 2,680,782 | 0.0 | |||||||||||
3,600,000 | Russian Foreign Bond - Eurobond, 4.250%, 06/23/2027 | 3,593,984 | 0.1 | |||||||||||
2,925,000 | (1) | Saudi Government International Bond, 4.500%, 04/17/2030 | 3,077,755 | 0.1 | ||||||||||
800,000 | Turkey Government International Bond, 4.875%, 10/09/2026 | 692,310 | 0.0 | |||||||||||
1,000,000 | Turkey Government International Bond, 5.125%, 02/17/2028 | 858,790 | 0.0 | |||||||||||
1,000,000 | Turkey Government International Bond, 6.125%, 10/24/2028 | 911,795 | 0.0 | |||||||||||
200,000 | Turkey Government International Bond, 6.250%, 09/26/2022 | 197,792 | 0.0 | |||||||||||
2,625,000 | Turkey Government International Bond, 7.250%, 12/23/2023 | 2,649,693 | 0.0 | |||||||||||
2,083,000 | Turkey Government International Bond, 7.375%, 02/05/2025 | 2,096,029 | 0.0 | |||||||||||
2,726,000 | Ukraine Government AID Bonds, 1.847%, 05/29/2020 | 2,724,872 | 0.1 | |||||||||||
1,500,000 | Ukraine Government International Bond, 7.750%, 09/01/2023 | 1,463,235 | 0.0 | |||||||||||
Total Sovereign Bonds (Cost $115,766,890) | 114,527,362 | 1.7 | ||||||||||||
Value | Percentage of Net Assets | |||||||||||||
PURCHASED OPTIONS(11): 0.0% | ||||||||||||||
Total Purchased Options (Cost $2,106,324) | 131,190 | 0.0 | ||||||||||||
Total Long-Term Investments (Cost $6,912,070,085) | 7,007,548,959 | 102.8 | ||||||||||||
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 10.3% | ||||||||||||||
Commercial Paper: 4.6% | ||||||||||||||
18,227,000 | Autozone, Inc., 5.360%, 04/02/2019 | 18,221,647 | 0.3 | |||||||||||
38,000,000 | Berkshire Hathaway, Inc., 4.450%, 04/03/2019 | 37,986,093 | 0.5 | |||||||||||
50,000,000 | CVS Health Corp., 7.850%, 04/01/2019 | 49,989,250 | 0.7 | |||||||||||
22,900,000 | Dominion Energy, Inc., 4.470%, 04/03/2019 | 22,891,588 | 0.3 |
See Accompanying Notes to Financial Statements
50 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
2,000,000 | Duke Energy Co., 4.470%, 04/03/2019 | 1,999,265 | 0.0 | |||||||||||
25,000,000 | DuPont Energy, 4.400%, 04/03/2019 | 24,990,955 | 0.4 | |||||||||||
40,000,000 | General Electric Co., 3.240%, 04/10/2019 | 39,964,493 | 0.6 | |||||||||||
50,000,000 | Kroger Co., 7.770%, 04/01/2019 | 49,989,354 | 0.7 | |||||||||||
24,747,000 | LyondellBasell Industries, 8.000%, 04/01/2019 | 24,741,576 | 0.4 | |||||||||||
27,000,000 | Mondelez International, Inc., 2.940%, 05/10/2019 | 26,913,186 | 0.4 | |||||||||||
900,000 | Waste Management, Inc., 3.150%, 04/12/2019 | 899,070 | 0.0 | |||||||||||
19,250,000 | Waste Management, Inc., 4.010%, 04/04/2019 | 19,241,540 | 0.3 | |||||||||||
317,828,017 | 4.6 | |||||||||||||
Securities Lending Collateral(12): 5.6% | ||||||||||||||
90,453,636 | Bank of Nova Scotia, Repurchase Agreement dated 03/29/19, 2.67%, due 04/01/19 (Repurchase Amount $90,473,486, collateralized by various U.S. Government Agency Obligations, 3.500%-4.571%, Market Value plus accrued interest $92,283,237, due 12/01/33-02/01/49) | 90,453,636 | 1.3 | |||||||||||
90,453,636 | Citigroup, Inc., Repurchase Agreement dated 03/29/19, 2.65%, due 04/01/19 (Repurchase Amount $90,473,338, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $92,262,709, due 04/02/19-10/20/68) | 90,453,636 | 1.3 | |||||||||||
87,252,209 | Morgan Stanley, Repurchase Agreement dated 03/29/19, 2.65%, due 04/01/19 (Repurchase Amount $87,271,213, collateralized by various U.S. Government Agency Obligations, 3.000%-4.000%, Market Value plus accrued interest $88,997,253, due 02/01/46-07/01/47) | 87,252,209 | 1.3 |
47,550,004 | State of Wisconsin Investment Board, Repurchase Agreement dated 03/29/19, 2.80%, due 04/01/19 (Repurchase Amount $47,560,947, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $48,581,257, due 07/15/20-02/15/47) | 47,550,004 | 0.7 | |||||||||||
64,846,698 | TD Securities (USA) LLC, Repurchase Agreement dated 03/29/19, 2.62%, due 04/01/19 (Repurchase Amount $64,860,662, collateralized by various U.S. Government Agency Obligations, 3.500%-4.500%, Market Value plus accrued interest $66,143,632, due 06/01/47-08/01/48) | 64,846,698 | 1.0 | |||||||||||
380,556,183 | 5.6 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.1% | ||||||||||||||
6,107,000 | (13) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.350% | ||||||||||||
(Cost $6,107,000) | 6,107,000 | 0.1 | ||||||||||||
Total Short-Term Investments (Cost $704,560,396) | 704,491,200 | 10.3 | ||||||||||||
Total Investments in Securities (Cost $7,616,630,481) | $ | 7,712,040,159 | 113.1 | |||||||||||
Liabilities in Excess of Other Assets | (894,362,686 | ) | (13.1 | ) | ||||||||||
Net Assets | $ | 6,817,677,473 | 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) | Variable rate security. Rate shown is the rate in effect as of March 31, 2019. |
(3) | Security, or a portion of the security, is on loan. |
(4) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(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. |
See Accompanying Notes to Financial Statements
51 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
(6) | Represents a zero coupon bond. Rate shown reflects the effective yield as of March 31, 2019. |
(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 March 31, 2019. |
(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) | The tables within the Portfolio of Investments detail open purchased options which are non-income producing securities. |
(12) | Represents securities purchased with cash collateral received for securities on loan. |
(13) | Rate shown is the 7-day yield as of March 31, 2019. |
CLP | Chilean Peso |
DKK | Danish Krone |
PLN | Polish Zloty |
RON | Romanian New Leu |
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
52 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
The effect of derivative instruments on the Fund’s Statement of Operations for the year ended March 31, 2019 was as follows:
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | ||||||||||||||||||||
Derivatives not accounted for as hedging instruments | Investments* | Forward foreign currency contracts | Futures | Swaps | Total | |||||||||||||||
Credit contracts | $ | - | $ | - | $ | - | $ | 5,099,928 | $ | 5,099,928 | ||||||||||
Equity contracts | - | - | (2,884,845 | ) | - | (2,884,845 | ) | |||||||||||||
Foreign exchange contracts | - | 13,583,976 | - | - | 13,583,976 | |||||||||||||||
Interest rate contracts | (913,474 | ) | - | (4,809,430 | ) | (305,319 | ) | (6,028,223 | ) | |||||||||||
Total | $ | (913,474 | ) | $ | 13,583,976 | $ | (7,694,275 | ) | $ | 4,794,609 | $ | 9,770,836 |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | ||||||||||||||||||||||||
Derivatives not accounted for as hedging instruments | Investments* | Forward foreign currency contracts | Futures | Swaps | Written options | Total | ||||||||||||||||||
Credit contracts | $ | - | $ | - | $ | - | $ | (467,454 | ) | $ | - | $ | (467,454 | ) | ||||||||||
Foreign exchange contracts | - | 1,138,261 | - | - | - | 1,138,261 | ||||||||||||||||||
Interest rate contracts | (3,183,900 | ) | - | 4,380,536 | 2,884,863 | (10,226,970 | ) | (6,145,471 | ) | |||||||||||||||
Total | $ | (3,183,900 | ) | $ | 1,138,261 | $ | 4,380,536 | $ | 2,417,409 | $ | (10,226,970 | ) | $ | (5,474,664 | ) |
* Amounts recognized for purchased options are included in net realized gain (loss) on investments and net change in unrealized appreciation or depreciation on investments.
The following is a summary by counterparty of the fair value of OTC derivative instruments subject to Master Netting Agreements and collateral pledged (received), if any, at March 31, 2019:
Bank of America N.A. | Barclays Bank PLC | BNP Paribas | Citibank N.A | Goldman Sachs International | JPMorgan Chase Bank N.A. | Morgan Stanley Capital Services LLC | Totals | |||||||||||||||||||||||||
Assets | ||||||||||||||||||||||||||||||||
Purchased options | $ | - | $ | - | $ | - | $ | 131,190 | $ | - | $ | - | $ | - | $ | 131,190 | ||||||||||||||||
Forward foreign currency contracts | - | - | - | 334,062 | 18,762 | - | - | 352,824 | ||||||||||||||||||||||||
Forward premium swaptions | - | - | - | - | 84,093 | - | - | 84,093 | ||||||||||||||||||||||||
Total Assets | $ | - | $ | - | $ | - | $ | 465,252 | $ | 102,855 | $ | - | $ | - | $ | 568,107 | ||||||||||||||||
Liabilities: | ||||||||||||||||||||||||||||||||
Forward foreign currency contracts | $ | - | $ | 179,736 | $ | 12,785 | $ | 9,917 | $ | 33,944 | $ | 6,105 | $ | - | $ | 242,487 | ||||||||||||||||
Forward premium swaptions | 24,361 | 307,616 | - | - | - | - | 559,571 | 891,548 | ||||||||||||||||||||||||
Written options | - | - | - | 12,959,595 | - | - | - | 12,959,595 | ||||||||||||||||||||||||
Total Liabilities | $ | 24,361 | $ | 487,352 | $ | 12,785 | $ | 12,969,512 | $ | 33,944 | $ | 6,105 | $ | 559,571 | $ | 14,093,630 | ||||||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | (24,361 | ) | $ | (487,352 | ) | $ | (12,785 | ) | $ | (12,504,260 | ) | $ | 68,911 | $ | (6,105 | ) | $ | (559,571 | ) | $ | (13,525,523 | ) | |||||||||
Total collateral pledged by the Fund/(Received from counterparty) | $ | - | $ | 487,352 | $ | - | $ | 12,504,260 | $ | - | $ | - | $ | 559,571 | $ | 13,551,183 | ||||||||||||||||
Net Exposure(1)(2)(3) | $ | (24,361 | ) | $ | - | $ | (12,785 | ) | $ | - | $ | 68,911 | $ | (6,105 | ) | $ | - | $ | 25,660 |
(1)Positive net exposure represents amounts due from each respective counterparty. Negative exposure represents amounts due from the Fund. Please refer to Note 2 for additional details regarding counterparty credit risk and credit related contingent features.
(2)At March 31, 2019, the Fund had pledged $590,000, $14,935,000 and $970,000 in cash collateral to Barclays Bank PLC, Citibank N.A. and Morgan Stanley Capital Services LLC, respectively. Excess cash collateral is not shown for financial reporting purposes.
See Accompanying Notes to Financial Statements
53 |
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS |
as ofMarch 31, 2019 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 59.4% | ||||||||||||||
Basic Materials: 1.9% | ||||||||||||||
400,000 | (1) | Anglo American Capital PLC, 4.125%, 04/15/2021 | 403,996 | 0.3 | ||||||||||
192,000 | DowDuPont, Inc., 3.794%, (US0003M + 1.110%), 11/15/2023 | 192,709 | 0.2 | |||||||||||
160,000 | Eastman Chemical Co., 3.500%, 12/01/2021 | 162,514 | 0.1 | |||||||||||
160,000 | (1) | Georgia-Pacific LLC, 5.400%, 11/01/2020 | 166,402 | 0.1 | ||||||||||
300,000 | (1) | OCI NV, 6.625%, 04/15/2023 | 312,600 | 0.3 | ||||||||||
361,000 | PPG Industries, Inc., 2.300%, 11/15/2019 | 360,295 | 0.3 | |||||||||||
320,000 | Sherwin-Williams Co/The, 2.250%, 05/15/2020 | 318,189 | 0.3 | |||||||||||
300,000 | (1) | WR Grace & Co-Conn, 5.125%, 10/01/2021 | 311,310 | 0.3 | ||||||||||
2,228,015 | 1.9 | |||||||||||||
Communications: 4.6% | ||||||||||||||
230,000 | Alibaba Group Holding Ltd, 2.800%, 06/06/2023 | 228,324 | 0.2 | |||||||||||
280,000 | Amazon.com, Inc., 1.900%, 08/21/2020 | 277,829 | 0.2 | |||||||||||
215,000 | AT&T, Inc., 2.800%, 02/17/2021 | 214,947 | 0.2 | |||||||||||
90,000 | AT&T, Inc., 3.600%, 02/17/2023 | 91,828 | 0.1 | |||||||||||
200,000 | Cablevision Systems Corp., 5.875%, 09/15/2022 | 209,500 | 0.2 | |||||||||||
141,000 | CBS Corp., 2.500%, 02/15/2023 | 137,738 | 0.1 | |||||||||||
150,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.250%, 09/30/2022 | 153,094 | 0.1 | |||||||||||
195,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.579%, 07/23/2020 | 196,472 | 0.2 | |||||||||||
236,000 | Cisco Systems, Inc., 2.450%, 06/15/2020 | 235,693 | 0.2 | |||||||||||
70,000 | Comcast Corp., 3.450%, 10/01/2021 | 71,426 | 0.1 | |||||||||||
300,000 | (1) | CommScope, Inc., 5.000%, 06/15/2021 | 300,900 | 0.3 | ||||||||||
300,000 | DISH DBS Corp., 5.125%, 05/01/2020 | 302,625 | 0.3 | |||||||||||
180,000 | eBay, Inc., 2.150%, 06/05/2020 | 178,844 | 0.2 | |||||||||||
130,000 | (1) | Fox Corp., 4.030%, 01/25/2024 | 134,974 | 0.1 |
40,000 | Interpublic Group of Cos, Inc./The, 3.500%, 10/01/2020 | 40,364 | 0.0 | |||||||||||
55,000 | Interpublic Group of Cos, Inc./The, 3.750%, 10/01/2021 | 55,992 | 0.1 | |||||||||||
117,000 | NBCUniversal Media LLC, 5.150%, 04/30/2020 | 119,969 | 0.1 | |||||||||||
390,000 | Orange SA, 1.625%, 11/03/2019 | 387,528 | 0.3 | |||||||||||
400,000 | (1) | Sky Ltd., 2.625%, 09/16/2019 | 399,347 | 0.3 | ||||||||||
240,000 | (1) | Sky Ltd., 3.125%, 11/26/2022 | 242,741 | 0.2 | ||||||||||
300,000 | Sprint Communications, Inc., 6.000%, 11/15/2022 | 303,090 | 0.3 | |||||||||||
250,000 | Verizon Communications, Inc., 3.125%, 03/16/2022 | 252,942 | 0.2 | |||||||||||
220,000 | Viacom, Inc., 4.250%, 09/01/2023 | 228,934 | 0.2 | |||||||||||
234,000 | TWDC Enterprises 18 Corp., 1.950%, 03/04/2020 | 232,495 | 0.2 | |||||||||||
250,000 | (1) | Walt Disney Co/The, 3.000%, 09/15/2022 | 252,683 | 0.2 | ||||||||||
5,250,279 | 4.6 | |||||||||||||
Consumer, Cyclical: 4.4% | ||||||||||||||
166,834 | American Airlines 2015-2 Class B Pass Through Trust, 4.400%, 03/22/2025 | 168,361 | 0.1 | |||||||||||
140,000 | AutoZone, Inc., 4.000%, 11/15/2020 | 141,753 | 0.1 | |||||||||||
214,000 | (1) | BMW US Capital LLC, 1.450%, 09/13/2019 | 212,950 | 0.2 | ||||||||||
150,000 | (1) | BMW US Capital LLC, 3.400%, 08/13/2021 | 152,017 | 0.1 | ||||||||||
43,614 | Continental Airlines 2012-2 Class B Pass Through Trust, 5.500%, 04/29/2022 | 44,445 | 0.0 | |||||||||||
200,000 | (1) | Daimler Finance North America LLC, 2.300%, 01/06/2020 | 199,161 | 0.2 | ||||||||||
200,000 | (1) | Daimler Finance North America LLC, 3.400%, 02/22/2022 | 202,010 | 0.2 | ||||||||||
110,000 | Delta Air Lines 2019-1 Class A Pass Through Trust, 3.404%, 10/25/2025 | 110,528 | 0.1 | |||||||||||
250,000 | Delta Air Lines, Inc., 2.875%, 03/13/2020 | 249,601 | 0.2 | |||||||||||
210,000 | Delta Air Lines, Inc., 3.800%, 04/19/2023 | 212,492 | 0.2 | |||||||||||
300,000 | Fiat Chrysler Automobiles NV, 4.500%, 04/15/2020 | 303,750 | 0.3 |
See Accompanying Notes to Financial Statements
54 |
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS |
as ofMarch 31, 2019(continued) |
550,000 | Ford Motor Credit Co. LLC, 3.157%, 08/04/2020 | 546,270 | 0.5 | |||||||||||
200,000 | M/I Homes, Inc., 6.750%, 01/15/2021 | 203,500 | 0.2 | |||||||||||
250,000 | MGM Resorts International, 6.750%, 10/01/2020 | 262,813 | 0.2 | |||||||||||
190,000 | (1) | Nissan Motor Acceptance Corp., 2.150%, 09/28/2020 | 186,812 | 0.2 | ||||||||||
70,000 | (1) | Nissan Motor Acceptance Corp., 3.650%, 09/21/2021 | 70,410 | 0.1 | ||||||||||
140,000 | Nordstrom, Inc., 4.750%, 05/01/2020 | 142,784 | 0.1 | |||||||||||
207,000 | Ralph Lauren Corp., 2.625%, 08/18/2020 | 206,691 | 0.2 | |||||||||||
200,000 | (1) | Toyota Industries Corp., 3.110%, 03/12/2022 | 201,947 | 0.2 | ||||||||||
110,000 | Toyota Motor Credit Corp., 2.950%, 04/13/2021 | 110,802 | 0.1 | |||||||||||
210,000 | Toyota Motor Credit Corp., 3.050%, 01/08/2021 | 211,877 | 0.2 | |||||||||||
29,349 | United Airlines 2013-1 Class B Pass Through Trust, 5.375%, 02/15/2023 | 30,209 | 0.0 | |||||||||||
174,860 | United Airlines 2014-2 Class B Pass Through Trust, 4.625%, 03/03/2024 | 177,736 | 0.1 | |||||||||||
198,690 | US Airways 2012-2 Class B Pass Through Trust, 6.750%, 12/03/2022 | 208,928 | 0.2 | |||||||||||
23,055 | US Airways 2013-1 Class B Pass Through Trust, 5.375%, 05/15/2023 | 23,817 | 0.0 | |||||||||||
249,000 | Walmart, Inc., 2.850%, 06/23/2020 | 250,176 | 0.2 | |||||||||||
252,000 | Walmart, Inc., 3.125%, 06/23/2021 | 255,677 | 0.2 | |||||||||||
5,087,517 | 4.4 | |||||||||||||
Consumer, Non-cyclical: 7.6% | ||||||||||||||
110,000 | Abbott Laboratories, 2.900%, 11/30/2021 | 110,531 | 0.1 | |||||||||||
220,000 | AbbVie, Inc., 2.500%, 05/14/2020 | 219,380 | 0.2 | |||||||||||
85,000 | AbbVie, Inc., 2.900%, 11/06/2022 | 84,863 | 0.1 | |||||||||||
43,000 | AbbVie, Inc., 3.375%, 11/14/2021 | 43,503 | 0.0 | |||||||||||
117,000 | Altria Group, Inc., 4.750%, 05/05/2021 | 121,660 | 0.1 | |||||||||||
190,000 | Anthem, Inc., 2.500%, 11/21/2020 | 189,127 | 0.2 | |||||||||||
180,000 | Archer-Daniels-Midland Co., 3.375%, 03/15/2022 | 184,159 | 0.2 | |||||||||||
220,000 | AstraZeneca PLC, 1.950%, 09/18/2019 | 219,334 | 0.2 | |||||||||||
152,000 | AstraZeneca PLC, 2.375%, 11/16/2020 | 151,186 | 0.1 |
380,000 | (1) | BAT International Finance PLC, 2.750%, 06/15/2020 | 378,651 | 0.3 | ||||||||||
100,000 | BAT Capital Corp., 2.297%, 08/14/2020 | 99,040 | 0.1 | |||||||||||
380,000 | Becton Dickinson and Co., 2.404%, 06/05/2020 | 377,387 | 0.3 | |||||||||||
70,000 | Campbell Soup Co., 3.650%, 03/15/2023 | 71,052 | 0.1 | |||||||||||
170,000 | Cardinal Health, Inc., 2.616%, 06/15/2022 | 167,920 | 0.1 | |||||||||||
45,000 | Cardinal Health, Inc., 4.625%, 12/15/2020 | 46,291 | 0.0 | |||||||||||
300,000 | Centene Corp., 4.750%, 05/15/2022 | 306,000 | 0.3 | |||||||||||
285,000 | (1) | Cigna Corp., 3.200%, 09/17/2020 | 286,473 | 0.3 | ||||||||||
170,000 | Constellation Brands, Inc., 2.250%, 11/06/2020 | 168,357 | 0.2 | |||||||||||
580,000 | CVS Health Corp., 3.350%, 03/09/2021 | 584,944 | 0.5 | |||||||||||
240,000 | (1) | Danone SA, 1.691%, 10/30/2019 | 238,474 | 0.2 | ||||||||||
160,000 | General Mills, Inc., 3.150%, 12/15/2021 | 161,356 | 0.1 | |||||||||||
373,000 | Gilead Sciences, Inc., 1.950%, 03/01/2022 | 365,811 | 0.3 | |||||||||||
101,000 | GlaxoSmithKline Capital PLC, 2.875%, 06/01/2022 | 101,617 | 0.1 | |||||||||||
250,000 | HCA Healthcare, Inc., 6.250%, 02/15/2021 | 263,337 | 0.2 | |||||||||||
210,000 | (1) | Imperial Brands Finance PLC, 2.950%, 07/21/2020 | 209,422 | 0.2 | ||||||||||
170,000 | Johnson & Johnson, 1.950%, 11/10/2020 | 168,797 | 0.2 | |||||||||||
200,000 | Kraft Heinz Foods Co., 2.800%, 07/02/2020 | 199,739 | 0.2 | |||||||||||
160,000 | McKesson Corp., 3.650%, 11/30/2020 | 162,016 | 0.1 | |||||||||||
220,000 | Molson Coors Brewing Co., 1.450%, 07/15/2019 | 219,124 | 0.2 | |||||||||||
259,000 | Moody's Corp., 2.750%, 12/15/2021 | 259,143 | 0.2 | |||||||||||
145,000 | Mylan NV, 2.500%, 06/07/2019 | 144,898 | 0.1 | |||||||||||
79,000 | Mylan NV, 3.150%, 06/15/2021 | 78,858 | 0.1 | |||||||||||
117,000 | PepsiCo, Inc., 1.550%, 05/02/2019 | 116,826 | 0.1 | |||||||||||
160,000 | Pfizer, Inc., 2.800%, 03/11/2022 | 161,537 | 0.1 | |||||||||||
200,000 | (1) | Seven & i Holdings Co. Ltd., 3.350%, 09/17/2021 | 202,532 | 0.2 | ||||||||||
340,000 | Shire Acquisitions Investments Ireland DAC, 1.900%, 09/23/2019 | 338,569 | 0.3 | |||||||||||
123,000 | Shire Acquisitions Investments Ireland DAC, 2.400%, 09/23/2021 | 121,653 | 0.1 | |||||||||||
110,000 | Stryker Corp., 2.625%, 03/15/2021 | 109,724 | 0.1 |
See Accompanying Notes to Financial Statements
55 |
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS |
as ofMarch 31, 2019(continued) |
200,000 | (1) | Takeda Pharmaceutical Co. Ltd., 4.000%, 11/26/2021 | 205,216 | 0.2 | ||||||||||
149,000 | Teva Pharmaceutical Finance Netherlands III BV, 1.700%, 07/19/2019 | 148,684 | 0.1 | |||||||||||
150,000 | Thermo Fisher Scientific, Inc., 4.500%, 03/01/2021 | 154,943 | 0.1 | |||||||||||
185,000 | Unilever Capital Corp., 3.000%, 03/07/2022 | 186,961 | 0.2 | |||||||||||
340,000 | UnitedHealth Group, Inc., 3.350%, 07/15/2022 | 347,590 | 0.3 | |||||||||||
205,000 | Zoetis, Inc., 3.250%, 08/20/2021 | 206,412 | 0.2 | |||||||||||
8,683,097 | 7.6 | |||||||||||||
Energy: 4.8% | ||||||||||||||
300,000 | Antero Resources Corp., 5.125%, 12/01/2022 | 302,715 | 0.3 | |||||||||||
164,000 | Apache Corp., 2.625%, 01/15/2023 | 159,997 | 0.1 | |||||||||||
54,000 | BP Capital Markets America, Inc., 3.216%, 11/28/2023 | 54,696 | 0.0 | |||||||||||
130,000 | BP Capital Markets America, Inc., 4.742%, 03/11/2021 | 135,102 | 0.1 | |||||||||||
180,000 | BP Capital Markets PLC, 2.315%, 02/13/2020 | 179,577 | 0.2 | |||||||||||
349,000 | BP Capital Markets PLC, 2.521%, 01/15/2020 | 348,180 | 0.3 | |||||||||||
220,000 | Canadian Natural Resources Ltd., 2.950%, 01/15/2023 | 218,586 | 0.2 | |||||||||||
338,000 | Chevron Corp., 2.419%, 11/17/2020 | 337,508 | 0.3 | |||||||||||
150,000 | Columbia Pipeline Group, Inc., 3.300%, 06/01/2020 | 150,668 | 0.1 | |||||||||||
200,000 | Continental Resources, Inc./OK, 5.000%, 09/15/2022 | 201,716 | 0.2 | |||||||||||
250,000 | Energy Transfer Partners L.P. / Regency Energy Finance Corp., 5.875%, 03/01/2022 | 267,415 | 0.2 | |||||||||||
110,000 | Enterprise Products Operating LLC, 2.800%, 02/15/2021 | 110,120 | 0.1 | |||||||||||
80,000 | Enterprise Products Operating LLC, 2.850%, 04/15/2021 | 80,058 | 0.1 | |||||||||||
130,000 | Enterprise Products Operating LLC, 5.200%, 09/01/2020 | 134,396 | 0.1 | |||||||||||
300,000 | Kinder Morgan Energy Partners L.P., 5.000%, 10/01/2021 | 313,206 | 0.3 | |||||||||||
250,000 | (1) | NGPL PipeCo LLC, 4.375%, 08/15/2022 | 254,375 | 0.2 | ||||||||||
250,000 | ONEOK Partners L.P., 3.375%, 10/01/2022 | 252,343 | 0.2 | |||||||||||
300,000 | Sabine Pass Liquefaction LLC, 5.625%, 02/01/2021 | 311,807 | 0.3 |
170,000 | (1) | Schlumberger Finance Canada Ltd, 2.200%, 11/20/2020 | 168,723 | 0.1 | ||||||||||
170,000 | (1) | Schlumberger Holdings Corp., 3.000%, 12/21/2020 | 170,757 | 0.1 | ||||||||||
130,000 | (1) | Schlumberger Norge AS, 4.200%, 01/15/2021 | 132,717 | 0.1 | ||||||||||
84,000 | Shell International Finance BV, 1.375%, 09/12/2019 | 83,511 | 0.1 | |||||||||||
416,000 | Shell International Finance BV, 1.750%, 09/12/2021 | 408,158 | 0.4 | |||||||||||
294,000 | Shell International Finance BV, 2.125%, 05/11/2020 | 292,584 | 0.3 | |||||||||||
337,000 | Total Capital International SA, 2.100%, 06/19/2019 | 336,453 | 0.3 | |||||||||||
170,000 | TransCanada PipeLines Ltd, 2.125%, 11/15/2019 | 169,299 | 0.1 | |||||||||||
5,574,667 | 4.8 | |||||||||||||
Financial: 22.8% | ||||||||||||||
210,000 | (1) | ABN AMRO Bank NV, 2.450%, 06/04/2020 | 209,331 | 0.2 | ||||||||||
200,000 | (1) | ABN AMRO Bank NV, 3.400%, 08/27/2021 | 202,598 | 0.2 | ||||||||||
180,000 | American International Group, Inc., 3.300%, 03/01/2021 | 181,217 | 0.2 | |||||||||||
50,000 | American International Group, Inc., 6.400%, 12/15/2020 | 52,900 | 0.0 | |||||||||||
100,000 | American Express Co., 3.700%, 11/05/2021 | 102,255 | 0.1 | |||||||||||
145,000 | American Express Co., 3.700%, 08/03/2023 | 148,741 | 0.1 | |||||||||||
195,000 | American Express Credit Corp., 1.875%, 05/03/2019 | 195,000 | 0.2 | |||||||||||
200,000 | (1) | ANZ New Zealand Int'l Ltd./London, 2.200%, 07/17/2020 | 198,519 | 0.2 | ||||||||||
260,000 | Aon Corp., 5.000%, 09/30/2020 | 268,974 | 0.2 | |||||||||||
285,000 | (1) | Athene Global Funding, 2.750%, 04/20/2020 | 284,255 | 0.2 | ||||||||||
230,000 | Australia & New Zealand Banking Group Ltd./New York NY, 2.250%, 06/13/2019 | 229,830 | 0.2 | |||||||||||
200,000 | Banco Santander SA, 3.500%, 04/11/2022 | 202,054 | 0.2 | |||||||||||
550,000 | Bank of America Corp., 2.151%, 11/09/2020 | 544,661 | 0.5 | |||||||||||
340,000 | (2) | Bank of America Corp., 2.369%, 07/21/2021 | 337,836 | 0.3 | ||||||||||
196,000 | (2) | Bank of America Corp., 3.004%, 12/20/2023 | 195,578 | 0.2 | ||||||||||
272,000 | Bank of Montreal, 2.100%, 12/12/2019 | 271,158 | 0.2 | |||||||||||
110,000 | Bank of Montreal, 3.100%, 04/13/2021 | 111,035 | 0.1 | |||||||||||
150,000 | Bank of Montreal, 3.300%, 02/05/2024 | 151,725 | 0.1 |
See Accompanying Notes to Financial Statements
56 |
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS |
as ofMarch 31, 2019(continued) |
75,000 | Bank of New York Mellon Corp./The, 2.950%, 01/29/2023 | 75,469 | 0.1 | |||||||||||
250,000 | Bank of New York Mellon Corp., 2.600%, 08/17/2020 | 250,049 | 0.2 | |||||||||||
160,000 | Bank of Nova Scotia/The, 2.450%, 03/22/2021 | 159,298 | 0.1 | |||||||||||
140,000 | Bank of Nova Scotia/The, 3.125%, 04/20/2021 | 141,103 | 0.1 | |||||||||||
252,000 | Bank of Nova Scotia, 1.650%, 06/14/2019 | 251,483 | 0.2 | |||||||||||
200,000 | (1) | Banque Federative du Credit Mutuel SA, 2.200%, 07/20/2020 | 198,468 | 0.2 | ||||||||||
400,000 | (1) | BPCE SA, 2.750%, 01/11/2023 | 395,377 | 0.3 | ||||||||||
260,000 | (3) | Canadian Imperial Bank of Commerce, 2.700%, 02/02/2021 | 260,316 | 0.2 | ||||||||||
255,000 | Canadian Imperial Bank of Commerce, 3.500%, 09/13/2023 | 261,427 | 0.2 | |||||||||||
300,000 | CIT Group, Inc., 5.000%, 08/15/2022 | 313,125 | 0.3 | |||||||||||
326,000 | Citigroup, Inc., 2.900%, 12/08/2021 | 325,939 | 0.3 | |||||||||||
250,000 | Citizens Bank NA/Providence RI, 3.700%, 03/29/2023 | 256,756 | 0.2 | |||||||||||
266,000 | Comerica, Inc., 2.125%, 05/23/2019 | 265,761 | 0.2 | |||||||||||
207,000 | (1) | Commonwealth Bank of Australia, 2.250%, 03/10/2020 | 206,147 | 0.2 | ||||||||||
250,000 | Compass Bank, 3.500%, 06/11/2021 | 252,264 | 0.2 | |||||||||||
250,000 | Cooperatieve Rabobank UA/NY, 2.500%, 01/19/2021 | 248,922 | 0.2 | |||||||||||
200,000 | Credit Suisse AG, 5.300%, 08/13/2019 | 201,808 | 0.2 | |||||||||||
360,000 | Credit Suisse Group Funding Guernsey Ltd., 3.125%, 12/10/2020 | 361,327 | 0.3 | |||||||||||
200,000 | (1) | Danske Bank A/S, 2.800%, 03/10/2021 | 197,902 | 0.2 | ||||||||||
300,000 | (1) | Federation des Caisses Desjardins du Quebec, 2.250%, 10/30/2020 | 297,701 | 0.3 | ||||||||||
220,000 | Fifth Third Bank/Cincinnati OH, 1.625%, 09/27/2019 | 218,837 | 0.2 | |||||||||||
223,000 | GE Capital International Funding Co. Unlimited Co., 2.342%, 11/15/2020 | 220,296 | 0.2 | |||||||||||
127,000 | Goldman Sachs Group, Inc./The, 2.300%, 12/13/2019 | 126,602 | 0.1 | |||||||||||
425,000 | Goldman Sachs Group, Inc., 2.550%, 10/23/2019 | 424,424 | 0.4 | |||||||||||
470,000 | HSBC Holdings PLC, 3.400%, 03/08/2021 | 474,401 | 0.4 |
200,000 | HSBC Holdings PLC, 5.100%, 04/05/2021 | 208,552 | 0.2 | |||||||||||
200,000 | HSBC USA, Inc., 5.000%, 09/27/2020 | 205,857 | 0.2 | |||||||||||
250,000 | Huntington National Bank/The, 3.250%, 05/14/2021 | 252,492 | 0.2 | |||||||||||
260,000 | (1) | ING Bank NV, 1.650%, 08/15/2019 | 258,971 | 0.2 | ||||||||||
200,000 | Intercontinental Exchange, Inc., 3.450%, 09/21/2023 | 204,878 | 0.2 | |||||||||||
293,000 | JPMorgan Chase & Co., 2.550%, 03/01/2021 | 292,263 | 0.3 | |||||||||||
100,000 | JPMorgan Chase & Co., 3.200%, 01/25/2023 | 101,475 | 0.1 | |||||||||||
110,000 | JPMorgan Chase & Co., 4.500%, 01/24/2022 | 115,087 | 0.1 | |||||||||||
835,000 | (2) | JPMorgan Chase Bank NA, 2.604%, 02/01/2021 | 833,474 | 0.7 | ||||||||||
512,000 | Kreditanstalt fuer Wiederaufbau, 4.000%, 01/27/2020 | 518,414 | 0.4 | |||||||||||
200,000 | Lloyds Bank PLC, 2.700%, 08/17/2020 | 199,779 | 0.2 | |||||||||||
175,000 | (1) | Lloyds Bank PLC, 6.500%, 09/14/2020 | 182,596 | 0.2 | ||||||||||
145,000 | M&T Bank Corp., 3.550%, 07/26/2023 | 149,935 | 0.1 | |||||||||||
130,000 | Marsh & McLennan Cos, Inc., 3.500%, 12/29/2020 | 131,781 | 0.1 | |||||||||||
250,000 | (1) | Metropolitan Life Global Funding I, 3.375%, 01/11/2022 | 253,873 | 0.2 | ||||||||||
365,000 | Mitsubishi UFJ Financial Group, Inc., 2.190%, 09/13/2021 | 358,815 | 0.3 | |||||||||||
427,000 | (1) | Mizuho Financial Group, Inc., 2.632%, 04/12/2021 | 424,682 | 0.4 | ||||||||||
556,000 | Morgan Stanley, 5.500%, 07/28/2021 | 588,974 | 0.5 | |||||||||||
270,000 | Morgan Stanley, 5.625%, 09/23/2019 | 273,525 | 0.2 | |||||||||||
300,000 | National Australia Bank Ltd./New York, 2.500%, 05/22/2022 | 297,139 | 0.3 | |||||||||||
250,000 | National Australia Bank Ltd./New York, 3.700%, 11/04/2021 | 255,475 | 0.2 | |||||||||||
312,000 | National Rural Utilities Cooperative Finance Corp., 1.500%, 11/01/2019 | 309,517 | 0.3 | |||||||||||
190,000 | National Rural Utilities Cooperative Finance Corp., 2.300%, 09/15/2022 | 187,302 | 0.2 | |||||||||||
300,000 | National Rural Utilities Cooperative Finance Corp., 2.350%, 06/15/2020 | 299,411 | 0.3 | |||||||||||
200,000 | (1) | Nationwide Building Society, 2.350%, 01/21/2020 | 199,190 | 0.2 |
See Accompanying Notes to Financial Statements
57 |
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS |
as ofMarch 31, 2019(continued) |
150,000 | (1) | Nationwide Financial Services, Inc., 5.375%, 03/25/2021 | 156,078 | 0.1 | ||||||||||
250,000 | Navient Corp., 5.000%, 10/26/2020 | 254,063 | 0.2 | |||||||||||
130,000 | (1) | New York Life Global Funding, 2.950%, 01/28/2021 | 130,800 | 0.1 | ||||||||||
280,000 | (1) | Nordea Bank ABP, 4.875%, 01/27/2020 | 284,735 | 0.2 | ||||||||||
200,000 | (1) | Nordea Bank ABP, 4.875%, 05/13/2021 | 205,304 | 0.2 | ||||||||||
310,000 | PNC Bank NA, 2.600%, 07/21/2020 | 309,829 | 0.3 | |||||||||||
250,000 | PNC Bank NA, 2.700%, 11/01/2022 | 249,024 | 0.2 | |||||||||||
190,000 | PNC Financial Services Group, Inc./The, 3.500%, 01/23/2024 | 195,311 | 0.2 | |||||||||||
190,000 | (1) | Protective Life Global Funding, 2.161%, 09/25/2020 | 188,448 | 0.2 | ||||||||||
175,000 | (1) | Realogy Group LLC / Realogy Co-Issuer Corp., 5.250%, 12/01/2021 | 176,531 | 0.2 | ||||||||||
456,000 | Royal Bank of Canada, 2.125%, 03/02/2020 | 453,842 | 0.4 | |||||||||||
85,000 | Royal Bank of Canada, 3.455%, (US0003M + 0.660%), 10/05/2023 | 84,644 | 0.1 | |||||||||||
465,000 | Royal Bank of Scotland Group PLC, 6.400%, 10/21/2019 | 473,379 | 0.4 | |||||||||||
120,000 | Santander Holdings USA, Inc., 4.450%, 12/03/2021 | 123,626 | 0.1 | |||||||||||
363,000 | (1) | Scentre Group Trust 1 / Scentre Group Trust 2, 2.375%, 11/05/2019 | 361,953 | 0.3 | ||||||||||
250,000 | Skandinaviska Enskilda Banken AB, 2.300%, 03/11/2020 | 249,067 | 0.2 | |||||||||||
265,000 | (1) | Standard Chartered PLC, 2.100%, 08/19/2019 | 264,165 | 0.2 | ||||||||||
560,000 | (1) | Standard Chartered PLC, 2.250%, 04/17/2020 | 556,609 | 0.5 | ||||||||||
270,000 | Sumitomo Mitsui Banking Corp., 2.514%, 01/17/2020 | 269,650 | 0.2 | |||||||||||
186,000 | Sumitomo Mitsui Financial Group, Inc., 2.934%, 03/09/2021 | 186,540 | 0.2 | |||||||||||
237,000 | SunTrust Bank/Atlanta GA, 2.250%, 01/31/2020 | 236,241 | 0.2 | |||||||||||
250,000 | Svenska Handelsbanken AB, 3.350%, 05/24/2021 | 252,967 | 0.2 | |||||||||||
200,000 | (1) | Swiss Re Treasury US Corp., 2.875%, 12/06/2022 | 199,637 | 0.2 | ||||||||||
115,000 | Toronto-Dominion Bank/The, 3.150%, 09/17/2020 | 116,094 | 0.1 | |||||||||||
200,000 | (1) | UBS AG/London, 2.200%, 06/08/2020 | 198,864 | 0.2 |
250,000 | UBS AG/Stamford CT, 2.350%, 03/26/2020 | 249,269 | 0.2 | |||||||||||
200,000 | (1) | UBS Group Funding Switzerland AG, 2.650%, 02/01/2022 | 198,357 | 0.2 | ||||||||||
250,000 | US Bank NA/Cincinnati OH, 2.350%, 01/23/2020 | 249,425 | 0.2 | |||||||||||
250,000 | US Bank NA/Cincinnati OH, 3.400%, 07/24/2023 | 256,380 | 0.2 | |||||||||||
91,000 | Wells Fargo & Co., 4.125%, 08/15/2023 | 94,392 | 0.1 | |||||||||||
460,000 | Wells Fargo Bank NA, 2.150%, 12/06/2019 | 458,451 | 0.4 | |||||||||||
250,000 | (2) | Wells Fargo Bank NA, 3.325%, 07/23/2021 | 251,721 | 0.2 | ||||||||||
330,000 | Wells Fargo Bank NA, 3.625%, 10/22/2021 | 336,404 | 0.3 | |||||||||||
252,000 | (3) | Westpac Banking Corp., 1.600%, 08/19/2019 | 251,030 | 0.2 | ||||||||||
290,000 | Westpac Banking Corp., 2.300%, 05/26/2020 | 288,851 | 0.2 | |||||||||||
26,188,007 | 22.8 | |||||||||||||
Industrial: 3.6% | ||||||||||||||
324,000 | Amphenol Corp., 2.200%, 04/01/2020 | 322,001 | 0.3 | |||||||||||
300,000 | (1) | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 4.625%, 05/15/2023 | 302,625 | 0.3 | ||||||||||
460,000 | Caterpillar Financial Services Corp., 2.250%, 12/01/2019 | 458,916 | 0.4 | |||||||||||
200,000 | Caterpillar Financial Services Corp., 2.950%, 02/25/2022 | 202,043 | 0.2 | |||||||||||
110,000 | Caterpillar Financial Services Corp., 3.150%, 09/07/2021 | 111,324 | 0.1 | |||||||||||
140,000 | Caterpillar Financial Services Corp., 3.650%, 12/07/2023 | 146,110 | 0.1 | |||||||||||
140,000 | FedEx Corp., 3.400%, 01/14/2022 | 141,975 | 0.1 | |||||||||||
96,000 | General Electric Co., 2.200%, 01/09/2020 | 95,400 | 0.1 | |||||||||||
200,000 | Illinois Tool Works, Inc., 3.375%, 09/15/2021 | 203,288 | 0.2 | |||||||||||
160,000 | John Deere Capital Corp., 2.950%, 04/01/2022 | 161,571 | 0.1 | |||||||||||
300,000 | (1) | Owens-Brockway Glass Container, Inc., 5.000%, 01/15/2022 | 308,625 | 0.3 | ||||||||||
140,000 | (1) | Penske Truck Leasing Co. Lp / PTL Finance Corp., 3.650%, 07/29/2021 | 141,969 | 0.1 | ||||||||||
207,000 | Rockwell Collins, Inc., 1.950%, 07/15/2019 | 206,491 | 0.2 | |||||||||||
200,000 | (1) | Rolls-Royce PLC, 2.375%, 10/14/2020 | 198,281 | 0.2 | ||||||||||
280,000 | Roper Technologies, Inc., 3.000%, 12/15/2020 | 280,692 | 0.2 | |||||||||||
70,000 | Ryder System, Inc., 3.500%, 06/01/2021 | 70,887 | 0.1 |
See Accompanying Notes to Financial Statements
58 |
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS |
as ofMarch 31, 2019(continued) |
275,000 | (1) | SMBC Aviation Capital Finance DAC, 4.125%, 07/15/2023 | 281,200 | 0.2 | ||||||||||
340,000 | United Parcel Service, Inc., 2.050%, 04/01/2021 | 337,178 | 0.3 | |||||||||||
180,000 | United Technologies Corp., 3.100%, 06/01/2022 | 181,302 | 0.1 | |||||||||||
4,151,878 | 3.6 | |||||||||||||
Technology: 5.2% | ||||||||||||||
233,000 | (3) | Activision Blizzard, Inc., 2.300%, 09/15/2021 | 229,890 | 0.2 | ||||||||||
190,000 | Activision Blizzard, Inc., 2.600%, 06/15/2022 | 188,495 | 0.2 | |||||||||||
260,000 | Analog Devices, Inc., 2.950%, 01/12/2021 | 260,876 | 0.2 | |||||||||||
320,000 | Apple, Inc., 1.800%, 05/11/2020 | 317,599 | 0.3 | |||||||||||
300,000 | Apple, Inc., 1.900%, 02/07/2020 | 298,637 | 0.3 | |||||||||||
310,000 | Apple, Inc., 2.000%, 11/13/2020 | 307,919 | 0.3 | |||||||||||
92,000 | Applied Materials, Inc., 2.625%, 10/01/2020 | 91,897 | 0.1 | |||||||||||
240,000 | Broadcom Corp. / Broadcom Cayman Finance Ltd., 2.375%, 01/15/2020 | 238,849 | 0.2 | |||||||||||
740,000 | (1) | Dell International LLC / EMC Corp., 4.420%, 06/15/2021 | 759,594 | 0.7 | ||||||||||
140,000 | Electronic Arts, Inc., 3.700%, 03/01/2021 | 142,341 | 0.1 | |||||||||||
300,000 | (1) | First Data Corp., 5.375%, 08/15/2023 | 307,314 | 0.3 | ||||||||||
100,000 | Hewlett Packard Enterprise Co., 3.600%, 10/15/2020 | 100,968 | 0.1 | |||||||||||
130,000 | HP, Inc., 4.300%, 06/01/2021 | 133,839 | 0.1 | |||||||||||
180,000 | IBM Credit LLC, 2.650%, 02/05/2021 | 179,862 | 0.1 | |||||||||||
170,000 | Intel Corp., 1.850%, 05/11/2020 | 168,724 | 0.1 | |||||||||||
637,000 | Intel Corp., 2.450%, 07/29/2020 | 636,379 | 0.5 | |||||||||||
300,000 | (1) | IQVIA, Inc., 4.875%, 05/15/2023 | 306,780 | 0.3 | ||||||||||
300,000 | NCR Corp., 5.000%, 07/15/2022 | 300,750 | 0.3 | |||||||||||
180,000 | NetApp, Inc., 2.000%, 09/27/2019 | 179,267 | 0.1 | |||||||||||
462,000 | NVIDIA Corp., 2.200%, 09/16/2021 | 456,065 | 0.4 | |||||||||||
180,000 | Oracle Corp., 2.625%, 02/15/2023 | 180,164 | 0.1 | |||||||||||
100,000 | salesforce.com, Inc., 3.250%, 04/11/2023 | 102,495 | 0.1 | |||||||||||
117,000 | Texas Instruments, Inc., 2.750%, 03/12/2021 | 117,783 | 0.1 | |||||||||||
6,006,487 | 5.2 | |||||||||||||
Utilities: 4.5% | ||||||||||||||
80,000 | Alabama Power Co., 3.375%, 10/01/2020 | 80,780 | 0.1 |
130,000 | Ameren Illinois Co., 2.700%, 09/01/2022 | 130,112 | 0.1 | |||||||||||
105,000 | Arizona Public Service Co., 3.350%, 06/15/2024 | 106,389 | 0.1 | |||||||||||
171,000 | Berkshire Hathaway Energy Co., 2.375%, 01/15/2021 | 170,349 | 0.1 | |||||||||||
330,000 | Black Hills Corp., 5.875%, 07/15/2020 | 340,645 | 0.3 | |||||||||||
99,000 | Dominion Energy, Inc., 1.600%, 08/15/2019 | 98,541 | 0.1 | |||||||||||
280,000 | Dominion Energy, Inc., 2.579%, 07/01/2020 | 278,536 | 0.2 | |||||||||||
525,000 | Duke Energy Corp., 1.800%, 09/01/2021 | 512,661 | 0.4 | |||||||||||
120,000 | Duke Energy Progress LLC, 3.375%, 09/01/2023 | 123,456 | 0.1 | |||||||||||
143,000 | Edison International, 2.125%, 04/15/2020 | 141,940 | 0.1 | |||||||||||
110,000 | Entergy Louisiana LLC, 4.050%, 09/01/2023 | 114,911 | 0.1 | |||||||||||
169,000 | Eversource Energy, 2.500%, 03/15/2021 | 168,102 | 0.1 | |||||||||||
293,000 | Exelon Generation Co. LLC, 2.950%, 01/15/2020 | 292,729 | 0.3 | |||||||||||
400,000 | Fortis, Inc./Canada, 2.100%, 10/04/2021 | 391,526 | 0.3 | |||||||||||
220,000 | Georgia Power Co., 2.000%, 03/30/2020 | 218,358 | 0.2 | |||||||||||
180,000 | Georgia Power Co., 2.000%, 09/08/2020 | 178,423 | 0.2 | |||||||||||
239,000 | NextEra Energy Capital Holdings, Inc., 2.300%, 04/01/2019 | 239,000 | 0.2 | |||||||||||
105,000 | Oncor Electric Delivery Co. LLC, 4.100%, 06/01/2022 | 109,232 | 0.1 | |||||||||||
204,000 | PNM Resources, Inc., 3.250%, 03/09/2021 | 203,985 | 0.2 | |||||||||||
324,000 | Public Service Enterprise Group, Inc., 1.600%, 11/15/2019 | 321,715 | 0.3 | |||||||||||
296,000 | Sempra Energy, 1.625%, 10/07/2019 | 293,930 | 0.3 | |||||||||||
170,000 | Sempra Energy, 2.400%, 02/01/2020 | 169,269 | 0.1 | |||||||||||
137,000 | Southern California Edison Co., 2.400%, 02/01/2022 | 133,043 | 0.1 | |||||||||||
130,000 | Southern Co. Gas Capital Corp., 2.450%, 10/01/2023 | 126,457 | 0.1 | |||||||||||
60,000 | Wisconsin Power & Light Co., 2.250%, 11/15/2022 | 58,703 | 0.1 | |||||||||||
220,000 | Wisconsin Public Service Corp., 3.350%, 11/21/2021 | 223,824 | 0.2 | |||||||||||
5,226,616 | 4.5 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $68,209,455) | 68,396,563 | 59.4 |
See Accompanying Notes to Financial Statements
59 |
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS |
as ofMarch 31, 2019(continued) |
COLLATERALIZED MORTGAGE OBLIGATIONS: 6.7% | ||||||||||||||
235,731 | Fannie Mae Interest Strip Series 404 8, 3.000%, 05/25/2040 | 230,250 | 0.2 | |||||||||||
64,394 | Fannie Mae REMIC Trust 2009-49 KB, 5.000%, 07/25/2024 | 64,567 | 0.1 | |||||||||||
129,020 | Fannie Mae REMIC Trust 2010-137 XP, 4.500%, 10/25/2040 | 136,272 | 0.1 | |||||||||||
42,418 | Fannie Mae REMIC Trust 2010-19 PB, 3.000%, 12/25/2039 | 42,092 | 0.0 | |||||||||||
202,326 | Fannie Mae REMIC Trust 2010-54 LC, 3.000%, 04/25/2040 | 204,564 | 0.2 | |||||||||||
2,259,274 | Fannie Mae REMICS 2010-123 FL, 2.916%, (US0001M + 0.430%), 11/25/2040 | 2,260,341 | 2.0 | |||||||||||
1,084,250 | Fannie Mae REMICS 2011-51 FM, 3.136%, (US0001M + 0.650%), 06/25/2041 | 1,096,370 | 0.9 | |||||||||||
2,257,642 | Fannie Mae REMICS 2011-96 FN, 2.986%, (US0001M + 0.500%), 10/25/2041 | 2,265,040 | 2.0 | |||||||||||
417,116 | Freddie Mac REMIC Trust 2103 TE, 6.000%, 12/15/2028 | 460,928 | 0.4 | |||||||||||
222,992 | Ginnie Mae Series 2012-52 PV, 2.500%, 12/20/2039 | 222,009 | 0.2 | |||||||||||
569,144 | (2) | Ginnie Mae Series 2014-53 JM, 7.127%, 04/20/2039 | 638,240 | 0.5 | ||||||||||
129,547 | (2) | Wells Fargo Mortgage Backed Securities 2005-AR16 2A1, 5.017%, 02/25/2034 | 133,580 | 0.1 | ||||||||||
Total Collateralized Mortgage Obligations | ||||||||||||||
(Cost $7,772,779) | 7,754,253 | 6.7 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 0.8% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 0.5%(4) | ||||||||||||||
47,452 | 5.500%, 01/01/2037 | 50,843 | 0.0 | |||||||||||
41,049 | 5.500%, 08/01/2038 | 43,983 | 0.0 | |||||||||||
10,080 | 5.500%, 10/01/2038 | 10,800 | 0.0 | |||||||||||
10,604 | 5.500%, 10/01/2038 | 11,362 | 0.0 | |||||||||||
266,590 | 5.500%, 11/01/2038 | 291,982 | 0.3 | |||||||||||
186,697 | 5.500%, 02/01/2039 | 200,038 | 0.2 | |||||||||||
609,008 | 0.5 | |||||||||||||
Federal National Mortgage Association: 0.3%(4) | ||||||||||||||
170,746 | 5.000%, 03/01/2027 | 175,396 | 0.2 | |||||||||||
158,395 | 5.000%, 07/01/2034 | 170,514 | 0.1 | |||||||||||
345,910 | 0.3 | |||||||||||||
Total U.S. Government Agency Obligations | ||||||||||||||
(Cost $954,751) | 954,918 | 0.8 |
ASSET-BACKED SECURITIES: 15.9% | ||||||||||||||
Automobile Asset-Backed Securities: 6.7% | ||||||||||||||
200,000 | Ally Auto Receivables Trust 2018-3 A4, 3.120%, 07/17/2023 | 202,443 | 0.2 | |||||||||||
150,000 | Ally Auto Receivables Trust 2019-1 A2, 2.850%, 03/15/2022 | 150,223 | 0.1 | |||||||||||
100,000 | Ally Auto Receivables Trust 2019-1 A4, 3.020%, 04/15/2024 | 101,125 | 0.1 | |||||||||||
350,000 | Americredit Automobile Receivables Trust 2019-1 B, 3.130%, 02/18/2025 | 353,033 | 0.3 | |||||||||||
250,000 | CarMax Auto Owner Trust 2017-1 A4, 2.270%, 09/15/2022 | 248,437 | 0.2 | |||||||||||
450,000 | CarMax Auto Owner Trust 2017-3 A4, 2.220%, 11/15/2022 | 446,817 | 0.4 | |||||||||||
250,000 | Carmax Auto Owner Trust 2019-1 A2A, 3.020%, 07/15/2022 | 250,693 | 0.2 | |||||||||||
250,000 | Ford Credit Auto Lease Trust 2018-B A4, 3.300%, 02/15/2022 | 252,124 | 0.2 | |||||||||||
400,000 | Ford Credit Auto Owner Trust 2018-A A4, 3.160%, 10/15/2023 | 406,703 | 0.4 | |||||||||||
350,000 | GM Financial Automobile Leasing Trust 2018-1 A4, 2.680%, 12/20/2021 | 349,282 | 0.3 | |||||||||||
500,000 | GM Financial Automobile Leasing Trust 2018-1 B, 2.870%, 12/20/2021 | 499,115 | 0.4 | |||||||||||
150,000 | GM Financial Automobile Leasing Trust 2018-3 A4, 3.300%, 07/20/2022 | 151,053 | 0.1 | |||||||||||
200,000 | Honda Auto Receivables 2018-4 A4 Owner Trust, 3.300%, 07/15/2025 | 203,933 | 0.2 | |||||||||||
100,000 | Hyundai Auto Receivables Trust 2017-A A4, 2.090%, 04/17/2023 | 99,180 | 0.1 | |||||||||||
200,000 | Hyundai Auto Receivables Trust 2017-B A4, 1.960%, 02/15/2023 | 197,448 | 0.2 | |||||||||||
350,000 | Mercedes-Benz Auto Lease Trust 2019-A A2, 3.010%, 02/16/2021 | 350,802 | 0.3 | |||||||||||
150,000 | Mercedes-Benz Auto Lease Trust 2019-A A4, 3.250%, 10/15/2024 | 151,294 | 0.1 | |||||||||||
200,000 | Mercedes-Benz Auto Receivables Trust 2018-1 A4, 3.150%, 10/15/2024 | 202,516 | 0.2 | |||||||||||
350,000 | Nissan Auto Receivables 2018-C A4 Owner Trust, 3.270%, 06/16/2025 | 358,488 | 0.3 |
See Accompanying Notes to Financial Statements
60 |
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS |
as ofMarch 31, 2019(continued) |
200,000 | Nissan Auto Receivables 2019-A A2A Owner Trust, 2.820%, 01/18/2022 | 200,291 | 0.2 | |||||||||||
200,000 | (1) | OSCAR US Funding Trust VI LLC 2017-1A A3, 2.820%, 06/10/2021 | 199,705 | 0.2 | ||||||||||
500,000 | (1) | OSCAR US Funding Trust VII LLC 2017-2A A3, 2.450%, 12/10/2021 | 497,501 | 0.4 | ||||||||||
400,000 | Santander Drive Auto Receivables Trust 2019-1 B, 3.210%, 09/15/2023 | 401,934 | 0.4 | |||||||||||
200,000 | (1) | Santander Retail Auto Lease Trust 2017-A A3, 2.220%, 01/20/2021 | 199,255 | 0.2 | ||||||||||
150,000 | (1) | Santander Retail Auto Lease Trust 2017-A A4, 2.370%, 01/20/2022 | 149,215 | 0.1 | ||||||||||
231,901 | (1) | Tesla Auto Lease Trust 2018-B A, 3.710%, 08/20/2021 | 234,622 | 0.2 | ||||||||||
450,000 | Toyota Auto Receivables 2017-B Owner Trust A4, 2.050%, 09/15/2022 | 445,842 | 0.4 | |||||||||||
250,000 | Toyota Auto Receivables 2017-C A4 Owner Trust, 1.980%, 12/15/2022 | 246,769 | 0.2 | |||||||||||
100,000 | World Omni Automobile Lease Securitization Trust 2017-A A4, 2.320%, 08/15/2022 | 99,693 | 0.1 | |||||||||||
7,649,536 | 6.7 | |||||||||||||
Credit Card Asset-Backed Securities: 1.8% | ||||||||||||||
450,000 | American Express Credit Account Master Trust 2017-1 B, 2.100%, 09/15/2022 | 447,053 | 0.4 | |||||||||||
300,000 | BA Credit Card Trust 2017-A1 A1, 1.950%, 08/15/2022 | 298,190 | 0.3 | |||||||||||
250,000 | Chase Issuance Trust 2016-A4 A4, 1.490%, 07/15/2022 | 246,765 | 0.2 | |||||||||||
450,000 | Discover Card Execution Note Trust 2017-A2 A2, 2.390%, 07/15/2024 | 448,164 | 0.4 | |||||||||||
600,000 | (1) | Evergreen Credit Card Trust Series 2018-1 A, 2.950%, 03/15/2023 | 603,848 | 0.5 | ||||||||||
2,044,020 | 1.8 | |||||||||||||
Home Equity Asset-Backed Securities: 0.0% | ||||||||||||||
4,791 | Chase Funding Loan Acquisition Trust Series 2003-C2 1A, 4.750%, 12/25/2019 | 4,786 | 0.0 | |||||||||||
Other Asset-Backed Securities: 6.5% | ||||||||||||||
400,000 | (1) | ARES XLVI CLO Ltd. 2017-46A A2, 4.017%, (US0003M + 1.230%), 01/15/2030 | 390,089 | 0.4 |
250,000 | (1) | Babson CLO Ltd. 2017-1A A2, 4.130%, (US0003M + 1.350%), 07/18/2029 | 246,227 | 0.2 | ||||||||||
250,000 | (1) | Benefit Street Partners CLO VIII Ltd. 2015-8A A1BR, 3.961%, (US0003M + 1.200%), 01/20/2031 | 243,221 | 0.2 | ||||||||||
560,000 | (1) | Benefit Street Partners CLO X Ltd. 2016-10A A1, 4.277%, (US0003M + 1.490%), 01/15/2029 | 560,062 | 0.5 | ||||||||||
410,000 | (1) | Carlyle Global Market Strategies CLO Ltd. 2017-1A A1A, 4.061%, (US0003M + 1.300%), 04/20/2031 | 409,997 | 0.4 | ||||||||||
250,000 | (1) | Cedar Funding VIII Clo Ltd. 2017-8A A1, 4.023%, (US0003M + 1.250%), 10/17/2030 | 249,538 | 0.2 | ||||||||||
250,000 | (1) | CIFC Funding 2013-2A A1LR, 3.990%, (US0003M + 1.210%), 10/18/2030 | 248,955 | 0.2 | ||||||||||
250,000 | (1) | CIFC Funding 2015-IA ARR Ltd., 3.871%, (US0003M + 1.110%), 01/22/2031 | 247,500 | 0.2 | ||||||||||
250,000 | (1) | CIFC Funding 2016-1A A, 4.241%, (US0003M + 1.480%), 10/21/2028 | 250,038 | 0.2 | ||||||||||
150,000 | CNH Equipment Trust 2017-B A4, 2.170%, 04/17/2023 | 148,545 | 0.2 | |||||||||||
250,000 | (1) | Deer Creek Clo Ltd. 2017-1A A, 3.941%, (US0003M + 1.180%), 10/20/2030 | 248,836 | 0.2 | ||||||||||
250,000 | (1) | Dryden Senior Loan Fund 2017-47A A2, 4.137%, (US0003M + 1.350%), 04/15/2028 | 247,967 | 0.2 | ||||||||||
360,000 | (1) | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 3.884%, (US0003M + 1.200%), 08/15/2030 | 360,019 | 0.3 | ||||||||||
250,000 | (1) | Eaton Vance Clo 2015-1A A2R Ltd., 4.011%, (US0003M + 1.250%), 01/20/2030 | 244,024 | 0.2 | ||||||||||
250,000 | (1) | Galaxy XIX CLO Ltd. 2015-19A A1R, 3.999%, (US0003M + 1.220%), 07/24/2030 | 249,324 | 0.2 | ||||||||||
330,000 | (1) | LCM XXIII Ltd. 23A A1, 4.161%, (US0003M + 1.400%), 10/20/2029 | 330,479 | 0.3 | ||||||||||
250,000 | (1) | Magnetite XII Ltd. 2015-12A ARR, 3.887%, (US0003M + 1.100%), 10/15/2031 | 248,371 | 0.2 |
See Accompanying Notes to Financial Statements
61 |
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS |
as ofMarch 31, 2019(continued) |
250,000 | (1) | Octagon Investment Partners 30 Ltd. 2017-1A A1, 4.081%, (US0003M + 1.320%), 03/17/2030 | 250,075 | 0.2 | ||||||||||
250,000 | (1) | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 4.162%, (US0003M + 1.375%), 07/15/2029 | 245,373 | 0.2 | ||||||||||
250,000 | (1) | Octagon Investment Partners XV Ltd. 2013-1A A2R, 4.111%, (US0003M + 1.350%), 07/19/2030 | 245,029 | 0.2 | ||||||||||
260,000 | (1) | OHA Loan Funding Ltd. 2015-1A AR, 4.094%, (US0003M + 1.410%), 08/15/2029 | 260,507 | 0.2 | ||||||||||
250,000 | (1) | Palmer Square CLO 2013-2A AARR Ltd., 3.973%, (US0003M + 1.200%), 10/17/2031 | 248,925 | 0.2 | ||||||||||
250,000 | (1) | Palmer Square CLO 2015-2A A1AR Ltd., 4.046%, (US0003M + 1.270%), 07/20/2030 | 249,750 | 0.2 | ||||||||||
250,000 | (1) | Palmer Square CLO 2015-2A A1BR Ltd., 4.126%, (US0003M + 1.350%), 07/20/2030 | 248,602 | 0.2 | ||||||||||
250,000 | (1) | THL Credit Wind River 2017-2A A CLO Ltd., 3.991%, (US0003M + 1.230%), 07/20/2030 | 248,055 | 0.2 | ||||||||||
300,000 | (1) | Trafigura Securitisation Finance PLC 2018-1A A2, 3.730%, 03/15/2022 | 303,052 | 0.3 | ||||||||||
200,000 | Verizon Owner Trust 2018-A A1A, 3.230%, 04/20/2023 | 202,519 | 0.2 | |||||||||||
100,000 | (1) | Volvo Financial Equipment LLC Series 2017-1A A4, 2.210%, 11/15/2021 | 99,284 | 0.1 | ||||||||||
7,524,363 | 6.5 | |||||||||||||
Student Loan Asset-Backed Securities: 0.9% | ||||||||||||||
243,799 | (1) | DRB Prime Student Loan Trust 2017-A A2B, 2.850%, 05/27/2042 | 240,916 | 0.2 | ||||||||||
450,000 | (1) | Laurel Road Prime Student Loan Trust 2018-B A2FX, 3.540%, 05/26/2043 | 457,996 | 0.4 | ||||||||||
300,000 | (1) | Navient Private Education Loan Trust 2014-AA A3, 4.084%, (US0001M + 1.600%), 10/15/2031 | 309,049 | 0.3 | ||||||||||
1,007,961 | 0.9 | |||||||||||||
Total Asset-Backed Securities | ||||||||||||||
(Cost $18,249,375) | 18,230,666 | 15.9 |
SUPRANATIONAL BONDS: 0.1% | ||||||||||||||
58,000 | European Investment Bank, 1.750%, 05/15/2020 | 57,564 | 0.1 | |||||||||||
Total Supranational Bonds | ||||||||||||||
(Cost $57,830) | 57,564 | 0.1 | ||||||||||||
SOVEREIGN BONDS: 2.1% | ||||||||||||||
2,165,000 | FMS Wertmanagement, 1.750%, 01/24/2020 | 2,152,606 | 1.9 | |||||||||||
275,000 | (1) | Kommunalbanken AS, 3.125%, 10/18/2021 | 280,348 | 0.2 | ||||||||||
Total Sovereign Bonds | ||||||||||||||
(Cost $2,423,352) | 2,432,954 | 2.1 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 5.2% | ||||||||||||||
U.S. Treasury Notes: 5.2% | ||||||||||||||
498,000 | 2.125%, 03/31/2024 | 495,520 | 0.4 | |||||||||||
1,810,100 | 2.250%, 03/31/2021 | 1,809,676 | 1.6 | |||||||||||
1,566,000 | 2.375%, 03/15/2022 | 1,573,493 | 1.4 | |||||||||||
2,050,000 | 2.500%, 02/28/2026 | 2,074,664 | 1.8 | |||||||||||
Total U.S. Treasury Obligations | ||||||||||||||
(Cost $5,946,176) | 5,953,353 | 5.2 | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 9.7% | ||||||||||||||
109,213 | (2) | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR9 C, 5.055%, 09/11/2042 | 109,339 | 0.1 | ||||||||||
382,146 | (1),(2) | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 D, 5.740%, 04/12/2038 | 392,463 | 0.3 | ||||||||||
540,000 | (1) | BXMT 2017-FL1 A Ltd., 3.354%, (US0001M + 0.870%), 06/15/2035 | 539,835 | 0.5 | ||||||||||
90,000 | (2) | Citigroup Commercial Mortgage Trust 2013-GC17 C, 5.112%, 11/10/2046 | 95,777 | 0.1 | ||||||||||
411,228 | Citigroup/Deutsche Bank Commercial Mortgage Trust 2006-CD3 AM, 5.648%, 10/15/2048 | 425,082 | 0.4 | |||||||||||
178,111 | COMM 2012-CCRE1 A3 Mortgage Trust, 3.391%, 05/15/2045 | 179,974 | 0.2 | |||||||||||
430,000 | COMM 2013-LC6 B Mortgage Trust, 3.739%, 01/10/2046 | 435,505 | 0.4 | |||||||||||
90,774 | COMM 2014-CR17 A2, 3.012%, 05/10/2047 | 90,707 | 0.1 | |||||||||||
793,000 | (1),(2) | DBUBS 2011-LC1A E, 5.699%, 11/10/2046 | 821,853 | 0.7 | ||||||||||
109,796 | (1),(2) | GCCFC Commercial Mortgage Trust 2004-GG1 F, 6.307%, 06/10/2036 | 109,673 | 0.1 | ||||||||||
124,955 | (2) | Ginnie Mae 2011-53 B, 4.397%, 05/16/2051 | 128,091 | 0.1 |
See Accompanying Notes to Financial Statements
62 |
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS |
as ofMarch 31, 2019(continued) |
263,190 | Ginnie Mae 2014-168 DA, 2.400%, 06/16/2046 | 256,150 | 0.2 | |||||||||||
265,582 | Ginnie Mae 2015-183 AC, 2.350%, 07/16/2056 | 257,241 | 0.2 | |||||||||||
63,043 | (2) | Ginnie Mae 2015-21 AF, 2.074%, 07/16/2048 | 60,858 | 0.0 | ||||||||||
134,122 | Ginnie Mae 2015-81 AC, 2.400%, 01/16/2056 | 130,130 | 0.1 | |||||||||||
198,330 | Ginnie Mae 2016-110 AB, 2.000%, 05/16/2049 | 189,821 | 0.2 | |||||||||||
86,654 | Ginnie Mae 2016-86 AB, 2.500%, 09/16/2056 | 85,346 | 0.1 | |||||||||||
396,977 | Ginnie Mae 2017-100 AB, 2.300%, 04/16/2052 | 384,553 | 0.3 | |||||||||||
202,746 | Ginnie Mae 2017-51 AB, 2.350%, 04/16/2057 | 196,851 | 0.2 | |||||||||||
86,280 | Ginnie Mae 2017-69 AB, 2.350%, 05/16/2053 | 84,373 | 0.1 | |||||||||||
145,349 | Ginnie Mae 2017-70 A, 2.500%, 10/16/2057 | 142,019 | 0.1 | |||||||||||
541,831 | Ginnie Mae 2017-86 AB, 2.300%, 11/16/2051 | 525,870 | 0.5 | |||||||||||
339,585 | Ginnie Mae 2017-89 A, 2.500%, 08/16/2057 | 333,213 | 0.3 | |||||||||||
148,645 | Ginnie Mae 2018-41 A, 2.400%, 09/16/2058 | 144,752 | 0.1 | |||||||||||
1,963 | GMAC Commercial Mortgage Securities, Inc. Series 2004-C3 Trust B, 4.965%, 12/10/2041 | 1,960 | 0.0 | |||||||||||
250,000 | (1),(2) | GRACE 2014-GRCE F Mortgage Trust, 3.590%, 06/10/2028 | 247,602 | 0.2 | ||||||||||
290,000 | (1),(2) | GS Mortgage Securities Trust 2012-GC6 C, 5.653%, 01/10/2045 | 305,276 | 0.3 | ||||||||||
288,302 | (1) | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-HSBC A, 3.093%, 07/05/2032 | 291,116 | 0.2 | ||||||||||
1,040,000 | (1),(2) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 B, 5.383%, 08/15/2046 | 1,087,194 | 0.9 | ||||||||||
340,000 | (2) | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 B, 3.674%, 12/15/2047 | 344,016 | 0.3 | ||||||||||
64,795 | JPMBB Commercial Mortgage Securities Trust 2 2014-C19 A2, 3.046%, 04/15/2047 | 64,718 | 0.1 | |||||||||||
303,926 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 ASB, 2.699%, 12/15/2048 | 302,574 | 0.3 | |||||||||||
195,162 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 A3, 3.669%, 02/15/2047 | 197,575 | 0.2 | |||||||||||
240,000 | Morgan Stanley Capital I 2011-C3 A4, 4.118%, 07/15/2049 | 244,683 | 0.2 | |||||||||||
600,000 | (1),(2) | Morgan Stanley Capital I Trust 2011-C1 D, 5.376%, 09/15/2047 | 623,041 | 0.5 |
290,000 | (1) | Morgan Stanley Capital I Trust 2011-C1 J, 4.193%, 09/15/2047 | 290,474 | 0.2 | ||||||||||
390,000 | (2) | TIAA Seasoned Commercial Mortgage Trust 2007-C4 C, 5.482%, 08/15/2039 | 390,226 | 0.3 | ||||||||||
460,000 | (1) | TPG Real Estate Finance 2018-FL-1 D Issuer LTD., 5.184%, (US0001M + 2.700%), 02/15/2035 | 460,860 | 0.4 | ||||||||||
224,000 | Wells Fargo Commercial Mortgage Trust 2017-RC1 A2, 3.118%, 01/15/2060 | 225,219 | 0.2 | |||||||||||
Total Commercial Mortgage-Backed Securities | ||||||||||||||
(Cost $11,309,803) | 11,196,010 | 9.7 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $114,923,521) | 114,976,281 | 99.9 | ||||||||||||
SHORT-TERM INVESTMENTS: 4.9% | ||||||||||||||
Commercial Paper: 2.6% | ||||||||||||||
2,000,000 | Kroger Co., 7.770%, 04/01/2019 | 1,999,574 | 1.7 | |||||||||||
1,000,000 | Sysco Corp., 7.700%, 04/01/2019 | 999,789 | 0.9 | |||||||||||
2,999,363 | 2.6 | |||||||||||||
Securities Lending Collateral(5): 0.6% | ||||||||||||||
721,257 | Citibank N.A., Repurchase Agreement dated 03/29/19, 2.65%, due 04/01/19 (Repurchase Amount $721,414, collateralized by various U.S. Government and U.S. Government Agency Obligations, 2.960%-4.500%, Market Value plus accrued interest $736,819, due 01/01/28-07/01/48) | |||||||||||||
(Cost $721,257) | 721,257 | 0.6 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.7% | ||||||||||||||
1,945,000 | (6) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.350% | ||||||||||||
(Cost $1,945,000) | 1,945,000 | 1.7 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $5,666,257) | 5,665,620 | 4.9 |
See Accompanying Notes to Financial Statements
63 |
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS |
as ofMarch 31, 2019(continued) |
Total Investments in Securities (Cost $120,589,778) | $ | 120,641,901 | 104.8 | |||||||||
Liabilities in Excess of Other Assets | (5,579,064 | ) | (4.8 | ) | ||||||||
Net Assets | $ | 115,062,837 | 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) | Variable rate security. Rate shown is the rate in effect as of March 31, 2019. | |
(3) | Security, or a portion of the security, is on loan. | |
(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) | Represents securities purchased with cash collateral received for securities on loan. | |
(6) | Rate shown is the 7-day yield as of March 31, 2019. |
Reference Rate Abbreviations: | |
US0001M | 1-month LIBOR |
US0003M | 3-month LIBOR |
See Accompanying Notes to Financial Statements
64 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 14.1% | ||||||||||||||
Basic Materials: 1.0% | ||||||||||||||
1,925,000 | (1) | Anglo American Capital PLC, 3.625%, 09/11/2024 | 1,909,753 | 0.1 | ||||||||||
440,000 | (1) | Aruba Investments, Inc., 8.750%, 02/15/2023 | 442,200 | 0.0 | ||||||||||
565,000 | (1) | Cascades, Inc., 5.500%, 07/15/2022 | 570,650 | 0.1 | ||||||||||
255,000 | Chemours Co/The, 5.375%, 05/15/2027 | 254,600 | 0.0 | |||||||||||
635,000 | Cleveland-Cliffs, Inc., 5.750%, 03/01/2025 | 609,600 | 0.1 | |||||||||||
1,500,000 | CNAC HK Finbridge Co. Ltd, 5.125%, 03/14/2028 | 1,617,741 | 0.1 | |||||||||||
550,000 | (1),(2) | Constellium NV, 6.625%, 03/01/2025 | 562,375 | 0.1 | ||||||||||
440,000 | (1) | Cornerstone Chemical Co., 6.750%, 08/15/2024 | 415,800 | 0.0 | ||||||||||
1,250,000 | (1) | Evraz PLC, 5.250%, 04/02/2024 | 1,252,662 | 0.1 | ||||||||||
200,000 | (1) | First Quantum Minerals Ltd., 6.500%, 03/01/2024 | 188,750 | 0.0 | ||||||||||
430,000 | Freeport-McMoRan, Inc., 4.550%, 11/14/2024 | 422,475 | 0.0 | |||||||||||
230,000 | Hexion, Inc., 6.625%, 04/15/2020 | 192,625 | 0.0 | |||||||||||
2,220,000 | International Paper Co., 4.350%, 08/15/2048 | 2,079,521 | 0.2 | |||||||||||
230,000 | (1) | Kraton Polymers LLC / Kraton Polymers Capital Corp., 7.000%, 04/15/2025 | 233,450 | 0.0 | ||||||||||
600,000 | (1) | OCI NV, 6.625%, 04/15/2023 | 625,200 | 0.1 | ||||||||||
385,000 | Olin Corp., 5.125%, 09/15/2027 | 391,256 | 0.0 | |||||||||||
365,000 | (1),(2) | Rayonier AM Products, Inc., 5.500%, 06/01/2024 | 344,013 | 0.0 | ||||||||||
500,000 | (1) | Schweitzer-Mauduit International, Inc., 6.875%, 10/01/2026 | 506,250 | 0.1 | ||||||||||
350,000 | Southern Copper Corp., 5.875%, 04/23/2045 | 395,414 | 0.0 | |||||||||||
500,000 | Teck Resources Ltd., 5.200%, 03/01/2042 | 484,243 | 0.0 | |||||||||||
85,000 | (1),(2) | Tronox Finance PLC, 5.750%, 10/01/2025 | 79,156 | 0.0 | ||||||||||
320,000 | (1) | Tronox, Inc., 6.500%, 04/15/2026 | 306,608 | 0.0 | ||||||||||
13,884,342 | 1.0 | |||||||||||||
Communications: 2.4% | ||||||||||||||
775,000 | (1) | Altice France SA/France, 6.250%, 05/15/2024 | 783,719 | 0.1 |
200,000 | (1) | Altice Luxembourg SA, 7.625%, 02/15/2025 | 176,000 | 0.0 | ||||||||||
750,000 | (1) | Altice Luxembourg SA, 7.750%, 05/15/2022 | 751,875 | 0.1 | ||||||||||
555,000 | AMC Networks, Inc., 4.750%, 08/01/2025 | 552,225 | 0.1 | |||||||||||
290,000 | AT&T, Inc., 3.400%, 05/15/2025 | 287,420 | 0.0 | |||||||||||
2,090,000 | AT&T, Inc., 5.150%, 02/15/2050 | 2,143,461 | 0.2 | |||||||||||
410,000 | (1) | Block Communications, Inc., 6.875%, 02/15/2025 | 426,912 | 0.0 | ||||||||||
400,000 | (1) | C&W Senior Financing DAC, 7.500%, 10/15/2026 | 413,000 | 0.0 | ||||||||||
265,000 | Cablevision Systems Corp., 5.875%, 09/15/2022 | 277,587 | 0.0 | |||||||||||
278,000 | CBS Corp., 4.000%, 01/15/2026 | 282,884 | 0.0 | |||||||||||
325,000 | (1),(2) | CBS Radio, Inc., 7.250%, 11/01/2024 | 325,000 | 0.0 | ||||||||||
280,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | 282,450 | 0.0 | ||||||||||
155,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | 153,644 | 0.0 | ||||||||||
1,455,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 02/15/2026 | 1,527,750 | 0.1 | ||||||||||
545,000 | (2) | CenturyLink, Inc., 5.625%, 04/01/2025 | 528,650 | 0.1 | ||||||||||
410,000 | CenturyLink, Inc., 5.800%, 03/15/2022 | 420,762 | 0.0 | |||||||||||
273,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/2022 | 282,659 | 0.0 | |||||||||||
380,000 | (1) | Clear Channel Worldwide Holdings, Inc., 9.250%, 02/15/2024 | 403,750 | 0.0 | ||||||||||
80,000 | Comcast Corp., 4.250%, 01/15/2033 | 84,727 | 0.0 | |||||||||||
1,940,000 | Comcast Corp., 4.700%, 10/15/2048 | 2,115,971 | 0.2 | |||||||||||
60,000 | Comcast Corp., 5.650%, 06/15/2035 | 70,686 | 0.0 | |||||||||||
195,000 | (1) | CommScope Finance LLC, 8.250%, 03/01/2027 | 202,800 | 0.0 | ||||||||||
390,000 | (1) | CommScope Tech Finance LLC, 6.000%, 06/15/2025 | 380,620 | 0.0 | ||||||||||
320,000 | (1) | CommScope Technologies LLC, 5.000%, 03/15/2027 | 284,538 | 0.0 | ||||||||||
635,000 | CSC Holdings LLC, 5.250%, 06/01/2024 | 646,112 | 0.1 |
See Accompanying Notes to Financial Statements
65 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
700,000 | (1) | CSC Holdings LLC, 5.500%, 05/15/2026 | 721,210 | 0.1 | ||||||||||
1,282,000 | Discovery Communications LLC, 2.950%, 03/20/2023 | 1,271,177 | 0.1 | |||||||||||
795,000 | (2) | DISH DBS Corp., 5.000%, 03/15/2023 | 718,481 | 0.1 | ||||||||||
730,000 | DISH DBS Corp., 5.875%, 11/15/2024 | 615,937 | 0.1 | |||||||||||
335,000 | Embarq Corp., 7.995%, 06/01/2036 | 327,881 | 0.0 | |||||||||||
230,000 | (2) | Frontier Communications Corp., 6.875%, 01/15/2025 | 125,063 | 0.0 | ||||||||||
300,000 | (1) | Frontier Communications Corp., 8.000%, 04/01/2027 | 310,500 | 0.0 | ||||||||||
230,000 | Frontier Communications Corp., 11.000%, 09/15/2025 | 152,702 | 0.0 | |||||||||||
520,000 | (1) | Gray Television, Inc., 5.125%, 10/15/2024 | 522,600 | 0.0 | ||||||||||
275,000 | (1) | Gray Television, Inc., 7.000%, 05/15/2027 | 292,875 | 0.0 | ||||||||||
350,000 | Hughes Satellite Systems Corp., 6.625%, 08/01/2026 | 343,875 | 0.0 | |||||||||||
300,000 | (1) | Intelsat Connect Finance SA, 9.500%, 02/15/2023 | 267,090 | 0.0 | ||||||||||
365,000 | (1) | Intelsat Jackson Holdings SA, 8.500%, 10/15/2024 | 356,788 | 0.0 | ||||||||||
365,000 | (2) | Intelsat Luxembourg SA, 8.125%, 06/01/2023 | 255,500 | 0.0 | ||||||||||
870,000 | Level 3 Financing, Inc., 5.250%, 03/15/2026 | 870,000 | 0.1 | |||||||||||
695,000 | (1) | Netflix, Inc., 5.875%, 11/15/2028 | 735,831 | 0.1 | ||||||||||
730,000 | (1) | Nexstar Broadcasting, Inc., 5.625%, 08/01/2024 | 742,775 | 0.1 | ||||||||||
1,966,000 | Omnicom Group, Inc. / Omnicom Capital, Inc., 3.650%, 11/01/2024 | 1,987,285 | 0.2 | |||||||||||
500,000 | (1) | Plantronics, Inc., 5.500%, 05/31/2023 | 502,500 | 0.0 | ||||||||||
320,000 | (1) | Salem Media Group, Inc., 6.750%, 06/01/2024 | 291,200 | 0.0 | ||||||||||
455,000 | (1) | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | 437,938 | 0.0 | ||||||||||
90,000 | (1) | Sinclair Television Group, Inc., 5.625%, 08/01/2024 | 91,013 | 0.0 | ||||||||||
520,000 | (1) | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | 522,262 | 0.0 | ||||||||||
375,000 | (1) | Sirius XM Radio, Inc., 6.000%, 07/15/2024 | 390,000 | 0.0 | ||||||||||
1,490,000 | Sprint Corp., 7.125%, 06/15/2024 | 1,516,075 | 0.1 | |||||||||||
1,160,000 | Sprint Corp., 7.625%, 03/01/2026 | 1,180,300 | 0.1 | |||||||||||
410,000 | Telecom Italia Capital SA, 6.375%, 11/15/2033 | 397,700 | 0.0 |
135,000 | Telecom Italia Capital SA, 7.721%, 06/04/2038 | 140,400 | 0.0 | |||||||||||
430,000 | (1) | Telesat Canada / Telesat LLC, 8.875%, 11/15/2024 | 464,400 | 0.0 | ||||||||||
259,000 | Time Warner Cable LLC, 5.000%, 02/01/2020 | 263,347 | 0.0 | |||||||||||
275,000 | T-Mobile USA, Inc., 4.500%, 02/01/2026 | 275,881 | 0.0 | |||||||||||
545,000 | (2) | T-Mobile USA, Inc., 5.375%, 04/15/2027 | 565,438 | 0.1 | ||||||||||
110,000 | Verizon Communications, Inc., 3.850%, 11/01/2042 | 104,192 | 0.0 | |||||||||||
2,070,000 | Verizon Communications, Inc., 4.522%, 09/15/2048 | 2,130,522 | 0.2 | |||||||||||
158,000 | Verizon Communications, Inc., 4.812%, 03/15/2039 | 170,171 | 0.0 | |||||||||||
375,000 | (3) | Viacom, Inc., 6.250%, 02/28/2057 | 375,938 | 0.0 | ||||||||||
95,000 | (1) | ViaSat, Inc., 5.625%, 04/15/2027 | 96,910 | 0.0 | ||||||||||
310,000 | Zayo Group LLC / Zayo Capital, Inc., 6.000%, 04/01/2023 | 315,425 | 0.0 | |||||||||||
34,654,384 | 2.4 | |||||||||||||
Consumer, Cyclical: 1.3% | ||||||||||||||
705,000 | (1) | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | 698,161 | 0.1 | ||||||||||
285,000 | (1) | Allison Transmission, Inc., 5.875%, 06/01/2029 | 288,919 | 0.0 | ||||||||||
140,000 | AMC Entertainment Holdings, Inc., 5.750%, 06/15/2025 | 131,397 | 0.0 | |||||||||||
375,000 | AMC Entertainment Holdings, Inc., 5.875%, 11/15/2026 | 339,375 | 0.0 | |||||||||||
455,000 | Asbury Automotive Group, Inc., 6.000%, 12/15/2024 | 470,220 | 0.0 | |||||||||||
255,000 | (1) | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.750%, 08/01/2025 | 233,325 | 0.0 | ||||||||||
200,000 | (1) | Ashton Woods USA LLC / Ashton Woods Finance Co., 9.875%, 04/01/2027 | 205,000 | 0.0 | ||||||||||
570,000 | (1) | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | 551,475 | 0.1 | ||||||||||
445,000 | Caleres, Inc., 6.250%, 08/15/2023 | 463,912 | 0.0 | |||||||||||
230,000 | (1) | Carmike Cinemas, Inc., 6.000%, 06/15/2023 | 241,799 | 0.0 | ||||||||||
385,000 | (1),(2) | CCM Merger, Inc., 6.000%, 03/15/2022 | 396,069 | 0.0 |
See Accompanying Notes to Financial Statements
66 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
400,000 | Cedar Fair L.P. / Canada's Wonderland Co. / Magnum Management Corp., 5.375%, 06/01/2024 | 410,476 | 0.0 | |||||||||||
495,000 | Century Communities, Inc., 5.875%, 07/15/2025 | 472,725 | 0.0 | |||||||||||
580,000 | Dana, Inc., 5.500%, 12/15/2024 | 580,000 | 0.1 | |||||||||||
340,000 | (1) | EMI Music Publishing Group North America Holdings, Inc., 7.625%, 06/15/2024 | 361,250 | 0.0 | ||||||||||
565,000 | (1) | Golden Nugget, Inc., 6.750%, 10/15/2024 | 569,237 | 0.1 | ||||||||||
535,000 | H&E Equipment Services, Inc., 5.625%, 09/01/2025 | 535,669 | 0.1 | |||||||||||
200,000 | (1) | International Game Technology PLC, 6.250%, 02/15/2022 | 208,750 | 0.0 | ||||||||||
400,000 | (1) | International Game Technology PLC, 6.500%, 02/15/2025 | 418,000 | 0.0 | ||||||||||
630,000 | L Brands, Inc., 6.750%, 07/01/2036 | 532,350 | 0.1 | |||||||||||
360,000 | Lennar Corp., 5.250%, 06/01/2026 | 371,700 | 0.0 | |||||||||||
335,000 | Lennar Corp., 5.375%, 10/01/2022 | 350,494 | 0.0 | |||||||||||
540,000 | (1) | Live Nation Entertainment, Inc., 5.375%, 06/15/2022 | 548,100 | 0.1 | ||||||||||
395,000 | M/I Homes, Inc., 5.625%, 08/01/2025 | 380,187 | 0.0 | |||||||||||
160,000 | M/I Homes, Inc., 6.750%, 01/15/2021 | 162,800 | 0.0 | |||||||||||
515,000 | (2) | Men's Wearhouse, Inc./The, 7.000%, 07/01/2022 | 509,850 | 0.0 | ||||||||||
275,000 | Meritage Homes Corp., 5.125%, 06/06/2027 | 267,355 | 0.0 | |||||||||||
320,000 | Meritage Homes Corp., 6.000%, 06/01/2025 | 337,600 | 0.0 | |||||||||||
575,000 | MGM Resorts International, 5.750%, 06/15/2025 | 598,719 | 0.1 | |||||||||||
615,000 | MGM Resorts International, 6.000%, 03/15/2023 | 650,362 | 0.1 | |||||||||||
545,000 | (1) | Navistar International Corp., 6.625%, 11/01/2025 | 556,581 | 0.1 | ||||||||||
95,000 | (1) | Panther BF Aggregator 2 L.P. / Panther Finance Co., Inc., 6.250%, 05/15/2026 | 97,137 | 0.0 | ||||||||||
145,000 | (1) | Panther BF Aggregator 2 L.P. / Panther Finance Co., Inc., 8.500%, 05/15/2027 | 145,725 | 0.0 | ||||||||||
380,000 | (1) | Penn National Gaming, Inc., 5.625%, 01/15/2027 | 370,500 | 0.0 | ||||||||||
865,000 | (1) | PetSmart, Inc., 7.125%, 03/15/2023 | 648,750 | 0.1 |
300,000 | (1) | Scientific Games International, Inc., 5.000%, 10/15/2025 | 294,750 | 0.0 | ||||||||||
85,000 | Scientific Games International, Inc., 6.625%, 05/15/2021 | 86,275 | 0.0 | |||||||||||
635,000 | (1) | Scientific Games International, Inc., 8.250%, 03/15/2026 | 649,288 | 0.1 | ||||||||||
90,000 | Scientific Games International, Inc., 10.000%, 12/01/2022 | 95,063 | 0.0 | |||||||||||
375,000 | (1) | Silversea Cruise Finance Ltd., 7.250%, 02/01/2025 | 407,438 | 0.0 | ||||||||||
55,000 | (1) | Six Flags Entertainment Corp., 4.875%, 07/31/2024 | 54,278 | 0.0 | ||||||||||
410,000 | (1) | Six Flags Entertainment Corp., 5.500%, 04/15/2027 | 406,433 | 0.0 | ||||||||||
365,000 | (1) | Station Casinos LLC, 5.000%, 10/01/2025 | 360,438 | 0.0 | ||||||||||
230,000 | Taylor Morrison Communities, Inc., 6.625%, 05/15/2022 | 238,625 | 0.0 | |||||||||||
290,000 | Tempur Sealy International, Inc., 5.500%, 06/15/2026 | 291,267 | 0.0 | |||||||||||
545,000 | (1) | Viking Cruises Ltd., 5.875%, 09/15/2027 | 531,375 | 0.1 | ||||||||||
110,000 | (1) | William Carter Co/The, 5.625%, 03/15/2027 | 114,125 | 0.0 | ||||||||||
250,000 | (1) | WMG Acquisition Corp., 5.000%, 08/01/2023 | 255,313 | 0.0 | ||||||||||
470,000 | (1) | Wolverine World Wide, Inc., 5.000%, 09/01/2026 | 458,250 | 0.0 | ||||||||||
18,346,887 | 1.3 | |||||||||||||
Consumer, Non-cyclical: 2.8% | ||||||||||||||
1,092,000 | AbbVie, Inc., 3.750%, 11/14/2023 | 1,122,152 | 0.1 | |||||||||||
2,060,000 | AbbVie, Inc., 4.875%, 11/14/2048 | 2,032,628 | 0.2 | |||||||||||
230,000 | Acadia Healthcare Co., Inc., 6.500%, 03/01/2024 | 236,900 | 0.0 | |||||||||||
277,000 | Allergan Funding SCS, 3.000%, 03/12/2020 | 276,915 | 0.0 | |||||||||||
570,000 | Albertsons Cos LLC / Safeway, Inc. / New Albertsons L.P. / Albertson's LLC, 6.625%, 06/15/2024 | 578,550 | 0.1 | |||||||||||
175,000 | (1) | Albertsons Cos LLC / Safeway, Inc. / New Albertsons L.P. / Albertson's LLC, 7.500%, 03/15/2026 | 180,906 | 0.0 | ||||||||||
140,000 | Amgen, Inc., 3.200%, 11/02/2027 | 137,494 | 0.0 | |||||||||||
2,135,000 | Anheuser-Busch InBev Worldwide, Inc., 4.600%, 04/15/2048 | 2,061,065 | 0.2 | |||||||||||
230,000 | (1),(2) | Aptim Corp., 7.750%, 06/15/2025 | 178,825 | 0.0 |
See Accompanying Notes to Financial Statements
67 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
2,180,000 | BAT Capital Corp., 4.540%, 08/15/2047 | 1,915,847 | 0.1 | |||||||||||
815,000 | (1) | Bausch Health Americas, Inc., 8.500%, 01/31/2027 | 865,938 | 0.1 | ||||||||||
615,000 | (1) | Bausch Health Cos, Inc., 5.500%, 03/01/2023 | 620,277 | 0.1 | ||||||||||
730,000 | (1) | Bausch Health Cos, Inc., 5.500%, 11/01/2025 | 748,250 | 0.1 | ||||||||||
2,030,000 | Becton Dickinson and Co., 4.669%, 06/06/2047 | 2,131,850 | 0.2 | |||||||||||
365,000 | (1) | Cardtronics, Inc. / Cardtronics USA, Inc., 5.500%, 05/01/2025 | 358,612 | 0.0 | ||||||||||
280,000 | Celgene Corp., 3.250%, 08/15/2022 | 283,122 | 0.0 | |||||||||||
2,190,000 | Celgene Corp., 4.550%, 02/20/2048 | 2,233,546 | 0.2 | |||||||||||
865,000 | Centene Corp., 4.750%, 01/15/2025 | 884,462 | 0.1 | |||||||||||
350,000 | Central Garden & Pet Co., 5.125%, 02/01/2028 | 322,000 | 0.0 | |||||||||||
95,000 | (2) | CHS/Community Health Systems, Inc., 5.125%, 08/01/2021 | 93,869 | 0.0 | ||||||||||
140,000 | CHS/Community Health Systems, Inc., 6.250%, 03/31/2023 | 131,950 | 0.0 | |||||||||||
1,220,000 | (1) | Cigna Corp., 3.750%, 07/15/2023 | 1,252,143 | 0.1 | ||||||||||
1,990,000 | (1) | Cigna Corp., 4.900%, 12/15/2048 | 2,062,518 | 0.2 | ||||||||||
410,000 | (1) | Cott Holdings, Inc., 5.500%, 04/01/2025 | 415,125 | 0.0 | ||||||||||
239,000 | CVS Health Corp., 3.875%, 07/20/2025 | 242,242 | 0.0 | |||||||||||
1,940,000 | CVS Health Corp., 5.050%, 03/25/2048 | 1,958,343 | 0.2 | |||||||||||
465,000 | DaVita, Inc., 5.125%, 07/15/2024 | 460,350 | 0.0 | |||||||||||
295,000 | (1),(4) | Eagle Holding CO II LLC, 7.625%(PIK Rate 8.375%, Cash Rate 7.625%), 05/15/2022 | 298,319 | 0.0 | ||||||||||
250,000 | (1),(2) | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 5.875%, 10/15/2024 | 246,562 | 0.0 | ||||||||||
365,000 | (1) | Garda World Security Corp., 8.750%, 05/15/2025 | 349,487 | 0.0 | ||||||||||
465,000 | (1) | Graham Holdings Co., 5.750%, 06/01/2026 | 489,412 | 0.0 | ||||||||||
1,885,000 | HCA, Inc., 5.375%, 02/01/2025 | 2,002,813 | 0.2 | |||||||||||
90,000 | (1) | Hertz Corp., 5.500%, 10/15/2024 | 75,938 | 0.0 | ||||||||||
615,000 | Hertz Corp., 7.375%, 01/15/2021 | 615,000 | 0.1 | |||||||||||
590,000 | (1) | Hill-Rom Holdings, Inc., 5.750%, 09/01/2023 | 610,650 | 0.1 |
415,000 | (1) | Jaguar Holding Co. II / Pharmaceutical Product Development LLC, 6.375%, 08/01/2023 | 423,819 | 0.0 | ||||||||||
275,000 | (1) | JBS USA LUX SA / JBS USA Finance, Inc., 5.875%, 07/15/2024 | 283,594 | 0.0 | ||||||||||
275,000 | (1) | JBS USA LUX SA / JBS USA Finance, Inc., 6.750%, 02/15/2028 | 285,656 | 0.0 | ||||||||||
275,000 | Kraft Heinz Foods Co., 2.800%, 07/02/2020 | 274,642 | 0.0 | |||||||||||
278,000 | Laboratory Corp. of America Holdings, 2.625%, 02/01/2020 | 277,462 | 0.0 | |||||||||||
405,000 | Molina Healthcare, Inc., 5.375%, 11/15/2022 | 421,953 | 0.0 | |||||||||||
515,000 | (1) | MPH Acquisition Holdings LLC, 7.125%, 06/01/2024 | 515,000 | 0.0 | ||||||||||
160,000 | New Albertsons L.P., 7.450%, 08/01/2029 | 142,400 | 0.0 | |||||||||||
525,000 | (1) | Par Pharmaceutical, Inc., 7.500%, 04/01/2027 | 533,531 | 0.0 | ||||||||||
250,000 | (1) | Pilgrim's Pride Corp., 5.750%, 03/15/2025 | 253,750 | 0.0 | ||||||||||
250,000 | (1) | Pilgrim's Pride Corp., 5.875%, 09/30/2027 | 252,500 | 0.0 | ||||||||||
320,000 | (1),(4) | Polaris Intermediate Corp., 8.500%(PIK Rate 8.500%, Cash Rate 0.000%), 12/01/2022 | 316,880 | 0.0 | ||||||||||
590,000 | (1) | Post Holdings, Inc., 5.000%, 08/15/2026 | 575,988 | 0.1 | ||||||||||
140,000 | (1) | Post Holdings, Inc., 8.000%, 07/15/2025 | 150,150 | 0.0 | ||||||||||
263,000 | Reynolds American, Inc., 4.450%, 06/12/2025 | 270,460 | 0.0 | |||||||||||
325,000 | (1) | Simmons Foods, Inc., 5.750%, 11/01/2024 | 286,813 | 0.0 | ||||||||||
500,000 | Spectrum Brands, Inc., 5.750%, 07/15/2025 | 506,250 | 0.0 | |||||||||||
225,000 | Teleflex, Inc., 4.625%, 11/15/2027 | 224,017 | 0.0 | |||||||||||
185,000 | Teleflex, Inc., 5.250%, 06/15/2024 | 190,204 | 0.0 | |||||||||||
230,000 | Tenet Healthcare Corp., 5.125%, 05/01/2025 | 231,737 | 0.0 | |||||||||||
1,095,000 | (2) | Tenet Healthcare Corp., 6.750%, 06/15/2023 | 1,131,956 | 0.1 | ||||||||||
400,000 | Teva Pharmaceutical Finance Netherlands III BV, 6.000%, 04/15/2024 | 401,762 | 0.0 | |||||||||||
1,174,000 | Thermo Fisher Scientific, Inc., 3.000%, 04/15/2023 | 1,177,772 | 0.1 | |||||||||||
660,000 | United Rentals North America, Inc., 4.625%, 10/15/2025 | 653,400 | 0.1 | |||||||||||
465,000 | United Rentals North America, Inc., 6.500%, 12/15/2026 | 490,575 | 0.0 | |||||||||||
420,000 | (1) | Vizient, Inc., 10.375%, 03/01/2024 | 456,981 | 0.0 |
See Accompanying Notes to Financial Statements
68 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
220,000 | (1) | West Street Merger Sub, Inc., 6.375%, 09/01/2025 | 215,050 | 0.0 | ||||||||||
39,418,362 | 2.8 | |||||||||||||
Energy: 2.5% | ||||||||||||||
205,000 | Antero Resources Corp., 5.125%, 12/01/2022 | 206,855 | 0.0 | |||||||||||
475,000 | (2) | Antero Resources Corp., 5.000%, 03/01/2025 | 469,656 | 0.0 | ||||||||||
210,000 | (1) | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.875%, 04/01/2027 | 214,662 | 0.0 | ||||||||||
365,000 | (1) | Calfrac Holdings L.P., 8.500%, 06/15/2026 | 284,700 | 0.0 | ||||||||||
845,000 | (1),(2) | California Resources Corp., 8.000%, 12/15/2022 | 665,691 | 0.1 | ||||||||||
2,000,000 | Cenovus Energy, Inc., 5.250%, 06/15/2037 | 1,990,118 | 0.2 | |||||||||||
630,000 | Cheniere Corpus Christi Holdings LLC, 5.125%, 06/30/2027 | 662,287 | 0.1 | |||||||||||
125,000 | Cheniere Corpus Christi Holdings LLC, 5.875%, 03/31/2025 | 136,250 | 0.0 | |||||||||||
615,000 | (2) | Chesapeake Energy Corp., 8.000%, 01/15/2025 | 630,375 | 0.1 | ||||||||||
250,000 | Continental Resources, Inc./OK, 4.500%, 04/15/2023 | 259,200 | 0.0 | |||||||||||
410,000 | (1) | Covey Park Energy LLC / Covey Park Finance Corp., 7.500%, 05/15/2025 | 382,202 | 0.0 | ||||||||||
320,000 | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 5.750%, 04/01/2025 | 329,600 | 0.0 | |||||||||||
300,000 | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 6.250%, 04/01/2023 | 309,000 | 0.0 | |||||||||||
410,000 | Delek Logistics Partners L.P. / Delek Logistics Finance Corp., 6.750%, 05/15/2025 | 407,950 | 0.0 | |||||||||||
230,000 | Diamond Offshore Drilling, Inc., 4.875%, 11/01/2043 | 146,625 | 0.0 | |||||||||||
470,000 | Diamondback Energy, Inc., 5.375%, 05/31/2025 | 491,737 | 0.0 | |||||||||||
430,000 | Montage Resources Corp., 8.875%, 07/15/2023 | 411,725 | 0.0 | |||||||||||
500,000 | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | 494,984 | 0.0 |
340,000 | (1) | Empresa Nacional del Petroleo, 5.250%, 11/06/2029 | 366,244 | 0.0 | ||||||||||
185,000 | (1) | Endeavor Energy Resources L.P. / EER Finance, Inc., 5.500%, 01/30/2026 | 191,012 | 0.0 | ||||||||||
230,000 | (1) | Endeavor Energy Resources L.P. / EER Finance, Inc., 5.750%, 01/30/2028 | 242,650 | 0.0 | ||||||||||
1,075,000 | Energy Transfer Operating L.P., 4.900%, 02/01/2024 | 1,135,986 | 0.1 | |||||||||||
1,920,000 | Energy Transfer Operating L.P., 6.000%, 06/15/2048 | 2,079,217 | 0.2 | |||||||||||
320,000 | EnLink Midstream Partners L.P., 4.150%, 06/01/2025 | 309,200 | 0.0 | |||||||||||
320,000 | EnLink Midstream Partners L.P., 4.850%, 07/15/2026 | 318,800 | 0.0 | |||||||||||
320,000 | Ensco Rowan plc, 7.750%, 02/01/2026 | 271,600 | 0.0 | |||||||||||
385,000 | Enviva Partners L.P. / Enviva Partners Finance Corp., 8.500%, 11/01/2021 | 402,806 | 0.0 | |||||||||||
2,200,000 | Gazprom OAO Via Gaz Capital SA, 4.950%, 03/23/2027 | 2,206,591 | 0.2 | |||||||||||
250,000 | Gulfport Energy Corp., 6.000%, 10/15/2024 | 228,160 | 0.0 | |||||||||||
185,000 | Gulfport Energy Corp., 6.375%, 05/15/2025 | 168,119 | 0.0 | |||||||||||
200,000 | Gulfport Energy Corp., 6.375%, 01/15/2026 | 178,000 | 0.0 | |||||||||||
765,000 | (1) | Hess Infrastructure Partners L.P. / Hess Infrastructure Partners Finance Corp., 5.625%, 02/15/2026 | 782,212 | 0.1 | ||||||||||
430,000 | (1) | Indigo Natural Resources LLC, 6.875%, 02/15/2026 | 382,700 | 0.0 | ||||||||||
75,000 | Jagged Peak Energy LLC, 5.875%, 05/01/2026 | 74,741 | 0.0 | |||||||||||
585,000 | (1),(2) | Jonah Energy LLC / Jonah Energy Finance Corp., 7.250%, 10/15/2025 | 312,975 | 0.0 | ||||||||||
500,000 | KazMunayGas National Co. JSC, 4.750%, 04/19/2027 | 513,920 | 0.1 | |||||||||||
2,125,000 | KazMunayGas National Co. JSC, 4.750%, 04/19/2027 | 2,184,160 | 0.2 | |||||||||||
1,575,000 | KazMunayGas National Co. JSC, 5.375%, 04/24/2030 | 1,655,166 | 0.1 | |||||||||||
1,960,000 | Kinder Morgan, Inc./DE, 5.200%, 03/01/2048 | 2,070,285 | 0.2 | |||||||||||
520,000 | (1) | Lonestar Resources America, Inc., 11.250%, 01/01/2023 | 507,000 | 0.1 |
See Accompanying Notes to Financial Statements
69 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
405,000 | (1) | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp., 6.000%, 08/01/2026 | 411,075 | 0.0 | ||||||||||
345,000 | (1) | Moss Creek Resources Holdings, Inc., 7.500%, 01/15/2026 | 319,988 | 0.0 | ||||||||||
1,047,000 | MPLX L.P., 3.375%, 03/15/2023 | 1,056,234 | 0.1 | |||||||||||
115,000 | Murphy Oil Corp., 4.450%, 12/01/2022 | 116,509 | 0.0 | |||||||||||
365,000 | Murphy Oil Corp., 5.750%, 08/15/2025 | 377,249 | 0.0 | |||||||||||
185,000 | Murphy Oil Corp., 6.875%, 08/15/2024 | 195,981 | 0.0 | |||||||||||
535,000 | Murphy Oil USA, Inc., 5.625%, 05/01/2027 | 556,400 | 0.1 | |||||||||||
90,000 | Murphy Oil USA, Inc., 6.000%, 08/15/2023 | 92,588 | 0.0 | |||||||||||
500,000 | (1) | Murray Energy Corp., 11.250%, 04/15/2021 | 267,500 | 0.0 | ||||||||||
385,000 | (1) | NGPL PipeCo LLC, 4.875%, 08/15/2027 | 390,294 | 0.0 | ||||||||||
320,000 | (1) | Noble Holding International Ltd., 7.875%, 02/01/2026 | 298,000 | 0.0 | ||||||||||
545,000 | PBF Logistics L.P. / PBF Logistics Finance Corp., 6.875%, 05/15/2023 | 557,263 | 0.1 | |||||||||||
750,000 | Petrobras Global Finance BV, 5.750%, 02/01/2029 | 744,750 | 0.1 | |||||||||||
775,000 | Petrobras Global Finance BV, 7.375%, 01/17/2027 | 856,956 | 0.1 | |||||||||||
1,000,000 | Petroleos del Peru SA, 4.750%, 06/19/2032 | 1,028,750 | 0.1 | |||||||||||
575,000 | Petroleos Mexicanos, 6.500%, 01/23/2029 | 570,831 | 0.1 | |||||||||||
140,000 | (1),(2) | Sanchez Energy Corp., 7.250%, 02/15/2023 | 113,400 | 0.0 | ||||||||||
230,000 | Sunoco L.P. / Sunoco Finance Corp., 4.875%, 01/15/2023 | 234,232 | 0.0 | |||||||||||
10,000 | Sunoco L.P. / Sunoco Finance Corp., 5.500%, 02/15/2026 | 9,925 | 0.0 | |||||||||||
10,000 | Sunoco L.P. / Sunoco Finance Corp., 5.875%, 03/15/2028 | 9,950 | 0.0 | |||||||||||
345,000 | (1) | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | 347,156 | 0.0 | ||||||||||
90,000 | (1) | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 6.500%, 07/15/2027 | 97,313 | 0.0 | ||||||||||
270,000 | (1) | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 6.875%, 01/15/2029 | 294,638 | 0.0 |
230,000 | Transocean, Inc., 6.800%, 03/15/2038 | 181,700 | 0.0 | |||||||||||
140,000 | Unit Corp., 6.625%, 05/15/2021 | 135,100 | 0.0 | |||||||||||
470,000 | (1) | Vermilion Energy, Inc., 5.625%, 03/15/2025 | 458,250 | 0.0 | ||||||||||
185,000 | WPX Energy, Inc., 5.750%, 06/01/2026 | 188,469 | 0.0 | |||||||||||
451,000 | WPX Energy, Inc., 6.000%, 01/15/2022 | 470,168 | 0.0 | |||||||||||
35,455,830 | 2.5 | |||||||||||||
Financial: 1.6% | ||||||||||||||
150,000 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.625%, 10/30/2020 | 153,617 | 0.0 | |||||||||||
1,180,000 | Ally Financial, Inc., 5.750%, 11/20/2025 | 1,261,255 | 0.1 | |||||||||||
994,000 | American International Group, Inc., 4.125%, 02/15/2024 | 1,026,907 | 0.1 | |||||||||||
2,070,000 | American International Group, Inc., 4.750%, 04/01/2048 | 2,065,881 | 0.2 | |||||||||||
327,000 | Bank of America Corp., 2.625%, 10/19/2020 | 326,347 | 0.0 | |||||||||||
425,000 | BBVA Bancomer SA/Texas, 6.750%, 09/30/2022 | 459,599 | 0.0 | |||||||||||
409,000 | (1) | BPCE SA, 4.500%, 03/15/2025 | 411,900 | 0.0 | ||||||||||
281,000 | Chubb INA Holdings, Inc., 3.350%, 05/03/2026 | 286,429 | 0.0 | |||||||||||
140,000 | CIT Group, Inc., 5.000%, 08/15/2022 | 146,125 | 0.0 | |||||||||||
25,000 | CIT Group, Inc., 5.250%, 03/07/2025 | 26,664 | 0.0 | |||||||||||
45,000 | CIT Group, Inc., 6.125%, 03/09/2028 | 50,175 | 0.0 | |||||||||||
200,000 | Citigroup, Inc., 2.900%, 12/08/2021 | 199,962 | 0.0 | |||||||||||
1,780,000 | Citigroup, Inc., 4.750%, 05/18/2046 | 1,844,003 | 0.1 | |||||||||||
1,000,000 | Corp Financiera de Desarrollo SA, 4.750%, 07/15/2025 | 1,050,010 | 0.1 | |||||||||||
510,000 | (1) | ESH Hospitality, Inc., 5.250%, 05/01/2025 | 508,087 | 0.1 | ||||||||||
403,000 | GE Capital International Funding Co. Unlimited Co., 3.373%, 11/15/2025 | 391,692 | 0.0 | |||||||||||
279,000 | Goldman Sachs Group, Inc., 4.250%, 10/21/2025 | 286,049 | 0.0 | |||||||||||
281,000 | HCP, Inc., 4.000%, 06/01/2025 | 289,681 | 0.0 | |||||||||||
445,000 | (1) | HUB International Ltd., 7.000%, 05/01/2026 | 441,662 | 0.0 | ||||||||||
277,000 | JPMorgan Chase & Co., 4.250%, 10/01/2027 | 288,193 | 0.0 | |||||||||||
184,000 | (3) | JPMorgan Chase & Co., 6.125%, 12/31/2199 | 193,087 | 0.0 |
See Accompanying Notes to Financial Statements
70 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
455,000 | (1) | Lions Gate Capital Holdings LLC, 5.875%, 11/01/2024 | 470,925 | 0.0 | ||||||||||
400,000 | Lloyds Banking Group PLC, 4.582%, 12/10/2025 | 405,316 | 0.0 | |||||||||||
86,000 | (3) | M&T Bank Corp., 6.450%, 12/31/2199 | 91,640 | 0.0 | ||||||||||
475,000 | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 5.625%, 05/01/2024 | 498,156 | 0.1 | |||||||||||
268,000 | Morgan Stanley, 4.000%, 07/23/2025 | 276,264 | 0.0 | |||||||||||
380,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 5.000%, 10/15/2027 | 387,600 | 0.0 | |||||||||||
250,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 5.500%, 05/01/2024 | 257,500 | 0.0 | |||||||||||
950,000 | (1) | QNB Finansbank AS, 6.875%, 09/07/2024 | 916,630 | 0.1 | ||||||||||
410,000 | (1) | Quicken Loans, Inc., 5.250%, 01/15/2028 | 385,400 | 0.0 | ||||||||||
590,000 | (1) | Realogy Group LLC / Realogy Co-Issuer Corp., 5.250%, 12/01/2021 | 595,162 | 0.1 | ||||||||||
970,000 | Simon Property Group L.P., 3.375%, 12/01/2027 | 977,280 | 0.1 | |||||||||||
185,000 | Springleaf Finance Corp., 6.125%, 05/15/2022 | 192,400 | 0.0 | |||||||||||
320,000 | Springleaf Finance Corp., 6.125%, 03/15/2024 | 327,994 | 0.0 | |||||||||||
500,000 | Springleaf Finance Corp., 7.125%, 03/15/2026 | 509,998 | 0.1 | |||||||||||
455,000 | (1) | Tempo Acquisition LLC / Tempo Acquisition Finance Corp., 6.750%, 06/01/2025 | 460,688 | 0.0 | ||||||||||
550,000 | (1) | Turkiye Vakiflar Bankasi TAO, 8.125%, 03/28/2024 | 519,728 | 0.1 | ||||||||||
200,000 | (1) | UBS Group Funding Switzerland AG, 2.950%, 09/24/2020 | 200,031 | 0.0 | ||||||||||
500,000 | Vnesheconombank Via VEB Finance PLC, 6.025%, 07/05/2022 | 517,089 | 0.1 | |||||||||||
269,000 | Wells Fargo & Co., 4.300%, 07/22/2027 | 280,215 | 0.0 | |||||||||||
1,990,000 | Wells Fargo & Co., 4.750%, 12/07/2046 | 2,087,517 | 0.2 | |||||||||||
89,000 | (3) | Wells Fargo & Co., 5.900%, 12/31/2199 | 91,095 | 0.0 | ||||||||||
22,155,953 | 1.6 |
Industrial: 1.2% | ||||||||||||||
520,000 | (1) | Advanced Disposal Services, Inc., 5.625%, 11/15/2024 | 533,000 | 0.1 | ||||||||||
455,000 | AECOM, 5.875%, 10/15/2024 | 481,163 | 0.0 | |||||||||||
750,000 | (4) | ARD Finance SA, 7.125%(PIK Rate 7.875%, Cash Rate 0.000%), 09/15/2023 | 750,937 | 0.1 | ||||||||||
410,000 | (1) | ATS Automation Tooling Systems, Inc., 6.500%, 06/15/2023 | 425,888 | 0.0 | ||||||||||
235,000 | (1) | Avolon Holdings Funding Ltd., 5.250%, 05/15/2024 | 242,638 | 0.0 | ||||||||||
480,000 | (1) | BMC East LLC, 5.500%, 10/01/2024 | 473,400 | 0.0 | ||||||||||
160,000 | (1),(2) | Bombardier, Inc., 6.000%, 10/15/2022 | 162,200 | 0.0 | ||||||||||
475,000 | (1) | Bombardier, Inc., 8.750%, 12/01/2021 | 526,656 | 0.1 | ||||||||||
685,000 | (1) | BWAY Holding Co., 7.250%, 04/15/2025 | 663,162 | 0.1 | ||||||||||
5,000,000 | (5) | Carillion PLC, 0.000%, 01/06/2020 | – | – | ||||||||||
500,000 | (2) | Cemex SAB de CV, 6.125%, 05/05/2025 | 518,750 | 0.1 | ||||||||||
603,000 | FedEx Corp., 4.000%, 01/15/2024 | 632,619 | 0.1 | |||||||||||
1,965,000 | FedEx Corp., 4.950%, 10/17/2048 | 2,028,387 | 0.2 | |||||||||||
470,000 | (1) | FXI Holdings, Inc., 7.875%, 11/01/2024 | 438,275 | 0.0 | ||||||||||
500,000 | (1) | Itron, Inc., 5.000%, 01/15/2026 | 493,125 | 0.0 | ||||||||||
600,000 | (1) | James Hardie International Finance DAC, 4.750%, 01/15/2025 | 594,000 | 0.1 | ||||||||||
300,000 | (1) | Koppers, Inc., 6.000%, 02/15/2025 | 294,750 | 0.0 | ||||||||||
200,000 | Lockheed Martin Corp., 3.550%, 01/15/2026 | 206,670 | 0.0 | |||||||||||
140,000 | (1) | Masonite International Corp., 5.625%, 03/15/2023 | 143,675 | 0.0 | ||||||||||
365,000 | (1) | Masonite International Corp., 5.750%, 09/15/2026 | 374,125 | 0.0 | ||||||||||
300,000 | (1) | Multi-Color Corp., 4.875%, 11/01/2025 | 310,500 | 0.0 | ||||||||||
275,000 | (1) | Multi-Color Corp., 6.125%, 12/01/2022 | 283,938 | 0.0 | ||||||||||
590,000 | (1) | Novelis Corp., 5.875%, 09/30/2026 | 588,525 | 0.1 | ||||||||||
520,000 | (1) | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/2023 | 546,598 | 0.1 | ||||||||||
235,000 | (1) | Park Aerospace Holdings Ltd., 5.250%, 08/15/2022 | 241,439 | 0.0 | ||||||||||
410,000 | (1) | PGT Escrow Issuer, Inc., 6.750%, 08/01/2026 | 427,425 | 0.0 | ||||||||||
455,000 | (1) | Resideo Funding, Inc., 6.125%, 11/01/2026 | 470,925 | 0.0 |
See Accompanying Notes to Financial Statements
71 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
230,000 | (1) | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/2023 | 234,025 | 0.0 | ||||||||||
250,000 | (1) | Sealed Air Corp., 5.500%, 09/15/2025 | 263,800 | 0.0 | ||||||||||
185,000 | (1) | Standard Industries, Inc./NJ, 5.000%, 02/15/2027 | 179,506 | 0.0 | ||||||||||
455,000 | (1) | Standard Industries, Inc./NJ, 6.000%, 10/15/2025 | 478,701 | 0.0 | ||||||||||
405,000 | (1) | Stevens Holding Co., Inc., 6.125%, 10/01/2026 | 419,175 | 0.0 | ||||||||||
350,000 | (1) | Summit Materials LLC / Summit Materials Finance Corp., 5.125%, 06/01/2025 | 338,625 | 0.0 | ||||||||||
375,000 | (1) | Summit Materials LLC / Summit Materials Finance Corp., 6.500%, 03/15/2027 | 378,750 | 0.0 | ||||||||||
285,000 | TransDigm, Inc., 6.375%, 06/15/2026 | 283,176 | 0.0 | |||||||||||
465,000 | TransDigm, Inc., 6.500%, 05/15/2025 | 473,765 | 0.0 | |||||||||||
976,000 | United Technologies Corp., 3.650%, 08/16/2023 | 1,002,602 | 0.1 | |||||||||||
455,000 | (1) | Zekelman Industries, Inc., 9.875%, 06/15/2023 | 484,859 | 0.0 | ||||||||||
17,389,754 | 1.2 | |||||||||||||
Technology: 0.6% | ||||||||||||||
1,269,000 | Analog Devices, Inc., 3.125%, 12/05/2023 | 1,279,431 | 0.1 | |||||||||||
455,000 | (1) | Ascend Learning LLC, 6.875%, 08/01/2025 | 453,862 | 0.0 | ||||||||||
545,000 | CDW LLC / CDW Finance Corp., 5.000%, 09/01/2025 | 560,669 | 0.1 | |||||||||||
475,000 | (1) | Change Healthcare Holdings LLC / Change Healthcare Finance, Inc., 5.750%, 03/01/2025 | 471,770 | 0.1 | ||||||||||
345,000 | (1) | Dell International LLC / EMC Corp., 7.125%, 06/15/2024 | 365,840 | 0.0 | ||||||||||
1,620,000 | (1) | Dell International LLC / EMC Corp., 8.350%, 07/15/2046 | 1,960,653 | 0.2 | ||||||||||
230,000 | Donnelley Financial Solutions, Inc., 8.250%, 10/15/2024 | 232,300 | 0.0 | |||||||||||
530,000 | (1) | First Data Corp., 5.750%, 01/15/2024 | 546,960 | 0.1 | ||||||||||
410,000 | (1) | MSCI, Inc., 5.750%, 08/15/2025 | 432,550 | 0.0 | ||||||||||
50,000 | NCR Corp., 5.000%, 07/15/2022 | 50,125 | 0.0 | |||||||||||
430,000 | (1) | Open Text Corp., 5.875%, 06/01/2026 | 450,425 | 0.0 |
350,000 | Oracle Corp., 3.250%, 11/15/2027 | 352,478 | 0.0 | |||||||||||
365,000 | (1) | RP Crown Parent LLC, 7.375%, 10/15/2024 | 375,037 | 0.0 | ||||||||||
240,000 | (1) | SS&C Technologies, Inc., 5.500%, 09/30/2027 | 242,850 | 0.0 | ||||||||||
250,000 | (1),(2) | Veritas US, Inc. / Veritas Bermuda Ltd.., 10.500%, 02/01/2024 | 225,000 | 0.0 | ||||||||||
7,999,950 | 0.6 | |||||||||||||
Utilities: 0.7% | ||||||||||||||
455,000 | Calpine Corp., 5.750%, 01/15/2025 | 453,863 | 0.0 | |||||||||||
2,260,000 | Dominion Energy, Inc., 2.750%, 01/15/2022 | 2,242,411 | 0.2 | |||||||||||
600,000 | Dominion Energy, Inc., 2.750%, 09/15/2022 | 595,381 | 0.1 | |||||||||||
390,000 | (1) | Drax Finco PLC, 6.625%, 11/01/2025 | 396,825 | 0.0 | ||||||||||
500,000 | (1) | Israel Electric Corp. Ltd., 4.250%, 08/14/2028 | 504,203 | 0.0 | ||||||||||
450,000 | (1) | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/2023 | 428,625 | 0.0 | ||||||||||
660,000 | NRG Energy, Inc., 5.750%, 01/15/2028 | 702,075 | 0.1 | |||||||||||
1,000,000 | Perusahaan Listrik Negara PT, 4.125%, 05/15/2027 | 987,772 | 0.1 | |||||||||||
2,950,000 | Perusahaan Listrik Negara PT, 5.450%, 05/21/2028 | 3,160,461 | 0.2 | |||||||||||
230,000 | (1) | Vistra Operations Co. LLC, 5.500%, 09/01/2026 | 239,775 | 0.0 | ||||||||||
430,000 | (1) | Vistra Operations Co. LLC, 5.625%, 02/15/2027 | 448,275 | 0.0 | ||||||||||
10,159,666 | 0.7 | |||||||||||||
Total Corporate Bonds/Notes (Cost $193,189,626) | 199,465,128 | 14.1 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 22.3% | ||||||||||||||
354,354 | Adjustable Rate Mortgage Trust 2005-7 7A21, 2.986%, (US0001M + 0.500%), 10/25/2035 | 352,407 | 0.0 | |||||||||||
464,088 | (3) | Adjustable Rate Mortgage Trust 2006-2 1A1, 4.581%, 05/25/2036 | 455,187 | 0.0 | ||||||||||
1,310,885 | (1),(3) | Agate Bay Mortgage Trust 2014-1 B4, 3.877%, 07/25/2044 | 1,304,812 | 0.1 | ||||||||||
2,010,461 | (1),(3) | Agate Bay Mortgage Trust 2014-2 B4, 3.887%, 09/25/2044 | 2,036,089 | 0.1 | ||||||||||
2,674,099 | (1),(3) | Agate Bay Mortgage Trust 2016-1 B3, 3.781%, 12/25/2045 | 2,615,402 | 0.2 |
See Accompanying Notes to Financial Statements
72 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
724,807 | Alternative Loan Trust 2004-J7 MI, 3.506%, (US0001M + 1.020%), 10/25/2034 | 709,714 | 0.1 | |||||||||||
157,312 | Alternative Loan Trust 2005-10CB 1A1, 2.986%, (US0001M + 0.500%), 05/25/2035 | 136,855 | 0.0 | |||||||||||
627,572 | Alternative Loan Trust 2005-10CB 1A2, 2.936%, (US0001M + 0.450%), 05/25/2035 | 544,771 | 0.0 | |||||||||||
668,353 | Alternative Loan Trust 2005-23CB A15, 5.500%, 07/25/2035 | 662,240 | 0.1 | |||||||||||
225,398 | Alternative Loan Trust 2005-51 3A2A, 3.687%, (12MTA + 1.290%), 11/20/2035 | 220,332 | 0.0 | |||||||||||
72,441 | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035 | 70,193 | 0.0 | |||||||||||
326,791 | Alternative Loan Trust 2005-J2 1A12, 2.886%, (US0001M + 0.400%), 04/25/2035 | 283,588 | 0.0 | |||||||||||
45,364 | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | 34,689 | 0.0 | |||||||||||
802,252 | Alternative Loan Trust 2006-18CB A10, 2.886%, (US0001M + 0.400%), 07/25/2036 | 527,276 | 0.0 | |||||||||||
192,159 | Alternative Loan Trust 2006-19CB A12, 2.886%, (US0001M + 0.400%), 08/25/2036 | 132,048 | 0.0 | |||||||||||
813,752 | Alternative Loan Trust 2006-19CB A28, 3.086%, (US0001M + 0.600%), 08/25/2036 | 569,401 | 0.0 | |||||||||||
1,345,144 | Alternative Loan Trust 2006-27CB A5, 6.000%, 11/25/2036 | 1,151,353 | 0.1 | |||||||||||
552,398 | Alternative Loan Trust 2006-HY11 A1, 2.606%, (US0001M + 0.120%), 06/25/2036 | 517,220 | 0.0 | |||||||||||
1,384,246 | Alternative Loan Trust 2007-15CB A5, 5.750%, 07/25/2037 | 1,172,514 | 0.1 | |||||||||||
207,322 | Alternative Loan Trust 2007-2CB 2A1, 3.086%, (US0001M + 0.600%), 03/25/2037 | 135,608 | 0.0 | |||||||||||
383,666 | Alternative Loan Trust 2007-HY8C A1, 2.646%, (US0001M + 0.160%), 09/25/2047 | 372,400 | 0.0 | |||||||||||
1,073,382 | Alternative Loan Trust 2007-OA4 A1, 2.656%, (US0001M + 0.170%), 05/25/2047 | 1,010,178 | 0.1 | |||||||||||
627,349 | Banc of America Funding 2007-2 1A16 Trust, 3.086%, (US0001M + 0.600%), 03/25/2037 | 497,743 | 0.0 |
3,173,416 | Banc of America Funding 2007-C 7A1 Trust, 2.698%, (US0001M + 0.210%), 05/20/2047 | 2,979,529 | 0.2 | |||||||||||
584,655 | (3) | Bear Stearns ALT-A Trust 2005-3 4A3, 4.332%, 04/25/2035 | 588,507 | 0.0 | ||||||||||
293,135 | (3) | Bear Stearns ALT-A Trust 2006-6 31A1, 4.096%, 11/25/2036 | 270,882 | 0.0 | ||||||||||
806,308 | (3) | Bear Stearns ALT-A Trust 2006-6 32A1, 3.960%, 11/25/2036 | 673,071 | 0.1 | ||||||||||
214,916 | (3) | Bear Stearns Structured Products, Inc. Trust 2007-R6 1A1, 4.335%, 01/26/2036 | 193,376 | 0.0 | ||||||||||
9,580 | (1) | Bellemeade Re Ltd. 2015-1A M2, 6.786%, (US0001M + 4.300%), 07/25/2025 | 9,612 | 0.0 | ||||||||||
718,298 | (3) | Chase Mortgage Finance Trust Series 2006-A1 2A3, 4.273%, 09/25/2036 | 690,473 | 0.1 | ||||||||||
101,855 | (3) | CHL Mortgage Pass-Through Trust 2004-22 A3, 4.272%, 11/25/2034 | 101,611 | 0.0 | ||||||||||
715,604 | CHL Mortgage Pass-Through Trust 2005-HYB9 2A1, 4.571%, (US0012M + 1.750%), 02/20/2036 | 673,509 | 0.1 | |||||||||||
3,000,000 | (1),(3) | CIM Trust 2019-INV1 A1, 4.000%, 02/25/2049 | 3,061,773 | 0.2 | ||||||||||
841,123 | Citicorp Mortgage Securities Trust Series 2006-3 1A4, 6.000%, 06/25/2036 | 856,267 | 0.1 | |||||||||||
165,441 | (3) | Citigroup Mortgage Loan Trust 2006-AR2 1A1, 4.824%, 03/25/2036 | 157,744 | 0.0 | ||||||||||
92,718 | (3) | Citigroup Mortgage Loan Trust 2006-AR9 2A, 4.611%, 11/25/2036 | 81,377 | 0.0 | ||||||||||
362,379 | (1),(3) | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058 | 383,421 | 0.0 | ||||||||||
366,156 | (3) | Citigroup Mortgage Loan Trust, Inc. 2005-4 A, 4.483%, 08/25/2035 | 371,679 | 0.0 | ||||||||||
807,269 | Citigroup Mortgage Loan Trust, Inc. 2005-9 22A2, 6.000%, 11/25/2035 | 823,376 | 0.1 | |||||||||||
1,000,000 | (1),(3) | COLT 2019-1 M1 Mortgage Loan Trust, 4.518%, 03/25/2049 | 1,024,711 | 0.1 | ||||||||||
28,883 | Countrywide Alternative Loan Trust 2005-53T2 2A6, 2.986%, (US0001M + 0.500%), 11/25/2035 | 18,860 | 0.0 | |||||||||||
1,132,439 | Countrywide Asset-Backed Certificates 2005-IM1 M1, 3.206%, (US0001M + 0.720%), 11/25/2035 | 1,131,362 | 0.1 |
See Accompanying Notes to Financial Statements
73 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
555,647 | CSMC Series 2007-2 3A6, 5.400%, 03/25/2037 | 466,141 | 0.0 | |||||||||||
1,400,000 | (1),(3) | Deephaven Residential Mortgage Trust 2018-2A M1, 4.375%, 04/25/2058 | 1,430,378 | 0.1 | ||||||||||
2,126,000 | (1),(3) | Deephaven Residential Mortgage Trust 2018-3 M1, 4.357%, 08/25/2058 | 2,182,747 | 0.2 | ||||||||||
2,000,000 | (1),(3) | Deephaven Residential Mortgage Trust 2019-1A M1, 4.402%, 08/25/2058 | 2,023,903 | 0.1 | ||||||||||
734,824 | Deutsche ALT-A Securities, Inc. ALT 2007-AB1 A1, 2.786%, (US0001M + 0.300%), 04/25/2037 | 471,025 | 0.0 | |||||||||||
171,852 | (1),(3) | Deutsche Mortgage Securities, Inc. Re-REMIC Trust Certificates Series 2007-WM1 A1, 3.686%, 06/27/2037 | 173,946 | 0.0 | ||||||||||
899,072 | (6) | Fannie Mae 2007-18 BS, 4.115%, (-1.000*US0001M + 6.600%), 06/25/2035 | 147,786 | 0.0 | ||||||||||
2,322,454 | (6) | Fannie Mae 2008-94 SI, 3.015%, (-1.000*US0001M + 5.500%), 04/25/2036 | 437,700 | 0.0 | ||||||||||
1,250,973 | (6) | Fannie Mae 2009-95 HI, 6.000%, 12/25/2038 | 61,407 | 0.0 | ||||||||||
360,443 | Fannie Mae 2010-15 FD, 3.226%, (US0001M + 0.740%), 03/25/2040 | 366,407 | 0.0 | |||||||||||
892,590 | Fannie Mae 2011-47 GF, 3.056%, (US0001M + 0.570%), 06/25/2041 | 899,529 | 0.1 | |||||||||||
338,168 | Fannie Mae 2012-10 UF, 3.036%, (US0001M + 0.550%), 02/25/2042 | 340,746 | 0.0 | |||||||||||
361,777 | (6) | Fannie Mae 2012-84 KI, 6.000%, (US0001M + 6.000%), 08/25/2042 | 78,738 | 0.0 | ||||||||||
1,429,581 | (6) | Fannie Mae 2012-93 IL, 3.000%, 09/25/2027 | 113,819 | 0.0 | ||||||||||
8,607,482 | (6) | Fannie Mae 2013-67 AI, 3.000%, 07/25/2028 | 684,289 | 0.1 | ||||||||||
2,184,716 | (6) | Fannie Mae 2015-56 DI, 3.000%, 12/25/2032 | 165,339 | 0.0 | ||||||||||
44,196,473 | (6) | Fannie Mae 2018-86 US, 3.715%, (-1.000*US0001M + 6.200%), 12/25/2048 | 6,400,829 | 0.5 | ||||||||||
1,050,000 | Fannie Mae Connecticut Avenue Securities 16-C06 1M2, 6.736%, (US0001M + 4.250%), 04/25/2029 | 1,164,243 | 0.1 | |||||||||||
144,726 | Fannie Mae Connecticut Avenue Securities 2014-CO4 1M2, 7.386%, (US0001M + 4.900%), 11/25/2024 | 162,573 | 0.0 |
2,569,161 | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 6.486%, (US0001M + 4.000%), 05/25/2025 | 2,776,137 | 0.2 | |||||||||||
2,913,699 | Fannie Mae Connecticut Avenue Securities 2015-C04 2M2, 8.036%, (US0001M + 5.550%), 04/25/2028 | 3,263,865 | 0.2 | |||||||||||
3,200,000 | Fannie Mae Connecticut Avenue Securities 2016-C04 1M2, 6.736%, (US0001M + 4.250%), 01/25/2029 | 3,523,528 | 0.3 | |||||||||||
50,000 | Fannie Mae Connecticut Avenue Securities 2016-C05 2M2, 6.936%, (US0001M + 4.450%), 01/25/2029 | 54,767 | 0.0 | |||||||||||
500,000 | Fannie Mae Connecticut Avenue Securities 2017-C01 1M2, 6.036%, (US0001M + 3.550%), 07/25/2029 | 537,616 | 0.0 | |||||||||||
2,500,000 | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 6.136%, (US0001M + 3.650%), 09/25/2029 | 2,694,553 | 0.2 | |||||||||||
1,400,000 | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 5.336%, (US0001M + 2.850%), 11/25/2029 | 1,452,975 | 0.1 | |||||||||||
1,460,000 | Fannie Mae Connecticut Avenue Securities 2017-C05 1M2, 4.686%, (US0001M + 2.200%), 01/25/2030 | 1,479,216 | 0.1 | |||||||||||
150,000 | Fannie Mae Connecticut Avenue Securities 2017-C06 1M2, 5.136%, (US0001M + 2.650%), 02/25/2030 | 154,940 | 0.0 | |||||||||||
450,000 | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 4.886%, (US0001M + 2.400%), 05/25/2030 | 460,038 | 0.0 | |||||||||||
4,000,000 | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 4.986%, (US0001M + 2.500%), 05/25/2030 | 4,067,496 | 0.3 | |||||||||||
2,550,000 | Fannie Mae Connecticut Avenue Securities 2018-C02 2M2, 4.686%, (US0001M + 2.200%), 08/25/2030 | 2,545,815 | 0.2 | |||||||||||
1,500,000 | Fannie Mae Connecticut Avenue Securities 2018-C03 1M2, 4.636%, (US0001M + 2.150%), 10/25/2030 | 1,499,944 | 0.1 |
See Accompanying Notes to Financial Statements
74 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
1,000,000 | Fannie Mae Connecticut Avenue Securities 2018-C04 2M2, 5.036%, (US0001M + 2.550%), 12/25/2030 | 1,007,745 | 0.1 | |||||||||||
1,000,000 | Fannie Mae Connecticut Avenue Securities 2018-C06 1B1, 6.236%, (US0001M + 3.750%), 03/25/2031 | 982,042 | 0.1 | |||||||||||
5,000,000 | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 4.486%, (US0001M + 2.000%), 03/25/2031 | 4,964,062 | 0.4 | |||||||||||
1,100,000 | Fannie Mae Connecticut Avenue Securities 2018-C06 2B1, 6.586%, (US0001M + 4.100%), 03/25/2031 | 1,089,352 | 0.1 | |||||||||||
1,500,000 | Fannie Mae Connecticut Avenue Securities 2018-C06 2M2, 4.586%, (US0001M + 2.100%), 03/25/2031 | 1,482,938 | 0.1 | |||||||||||
5,200,000 | Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2, 4.736%, (US0001M + 2.250%), 07/25/2030 | 5,236,400 | 0.4 | |||||||||||
3,000,000 | (1) | Fannie Mae Connecticut Avenue Securities Trust 2018-R07 1M2, 4.886%, (US0001M + 2.400%), 04/25/2031 | 3,030,763 | 0.2 | ||||||||||
1,743,342 | Fannie Mae Connecticut Avenue Securities, 8.186%, (US0001M + 5.700%), 04/25/2028 | 1,996,433 | 0.1 | |||||||||||
209,385 | (6) | Fannie Mae REMIC Trust 2000-26 SP, 6.015%, (-1.000*US0001M + 8.500%), 08/25/2030 | 44,178 | 0.0 | ||||||||||
271,775 | (6) | Fannie Mae REMIC Trust 2002-13 SR, 4.115%, (-1.000*US0001M + 6.600%), 03/25/2032 | 37,133 | 0.0 | ||||||||||
146,408 | (6) | Fannie Mae REMIC Trust 2004-64 SW, 4.565%, (-1.000*US0001M + 7.050%), 08/25/2034 | 25,543 | 0.0 | ||||||||||
107,386 | (6) | Fannie Mae REMIC Trust 2004-66 SE, 4.015%, (-1.000*US0001M + 6.500%), 09/25/2034 | 16,510 | 0.0 | ||||||||||
8,953 | (6) | Fannie Mae REMIC Trust 2008-47 PS, 4.015%, (-1.000*US0001M + 6.500%), 06/25/2038 | 26 | 0.0 | ||||||||||
507,599 | (6) | Fannie Mae REMIC Trust 2009-25 SN, 4.065%, (-1.000*US0001M + 6.550%), 04/25/2039 | 90,607 | 0.0 | ||||||||||
272,601 | (6) | Fannie Mae REMIC Trust 2012-146 LI, 4.500%, 10/25/2041 | 24,026 | 0.0 |
24,090,203 | (6) | Fannie Mae REMIC Trust 2012-66 IB, 0.050%, (-1.000*US0001M + 6.050%), 06/25/2042 | 50,392 | 0.0 | ||||||||||
1,138,521 | (6) | Fannie Mae REMIC Trust 2013-116 SC, 3.715%, (-1.000*US0001M + 6.200%), 04/25/2033 | 135,701 | 0.0 | ||||||||||
2,220,982 | (6) | Fannie Mae REMICS 2004-53 UC, 5.065%, (-1.000*US0001M + 7.550%), 07/25/2034 | 426,116 | 0.0 | ||||||||||
2,813,462 | (6) | Fannie Mae REMICS 2005-59 NS, 4.265%, (-1.000*US0001M + 6.750%), 05/25/2035 | 335,950 | 0.0 | ||||||||||
8,363,951 | (6) | Fannie Mae REMICS 2007-22 SD, 3.915%, (-1.000*US0001M + 6.400%), 03/25/2037 | 1,399,679 | 0.1 | ||||||||||
5,751,459 | (6) | Fannie Mae REMICS 2007-30 IE, 4.255%, (-1.000*US0001M + 6.740%), 04/25/2037 | 1,218,980 | 0.1 | ||||||||||
4,530,133 | (6) | Fannie Mae REMICS 2007-55 S, 4.275%, (-1.000*US0001M + 6.760%), 06/25/2037 | 787,458 | 0.1 | ||||||||||
10,357,839 | (6) | Fannie Mae REMICS 2011-123 SD, 4.115%, (-1.000*US0001M + 6.600%), 08/25/2039 | 1,032,892 | 0.1 | ||||||||||
33,001,505 | (6) | Fannie Mae REMICS 2012-111 UI, 3.000%, 10/25/2027 | 2,605,924 | 0.2 | ||||||||||
26,517,501 | (6) | Fannie Mae REMICS 2012-128 KI, 3.000%, 11/25/2027 | 2,071,030 | 0.2 | ||||||||||
26,583,426 | (6) | Fannie Mae REMICS 2013-1 LI, 2.500%, 02/25/2028 | 1,810,977 | 0.1 | ||||||||||
10,209,588 | (6) | Fannie Mae REMICS 2013-21 KI, 3.000%, 03/25/2028 | 756,616 | 0.1 | ||||||||||
10,360,570 | (6) | Fannie Mae REMICS 2013-32 EI, 2.500%, 04/25/2033 | 984,291 | 0.1 | ||||||||||
7,374,497 | (6) | Fannie Mae REMICS 2013-97 JS, 3.665%, (-1.000*US0001M + 6.150%), 04/25/2038 | 962,269 | 0.1 | ||||||||||
15,809,933 | (6) | Fannie Mae REMICS 2019-15 AI, 4.000%, 04/25/2059 | 3,460,546 | 0.3 | ||||||||||
36,088,364 | (5),(6) | Fannie Mae REMICS 2019-17 SA, 3.607%, (-1.000*US0001M + 6.100%), 04/25/2049 | 5,390,699 | 0.4 | ||||||||||
35,001,087 | (6) | Fannie Mae REMICS 2019-8 SB, 3.615%, (-1.000*US0001M + 6.100%), 03/25/2049 | 5,240,699 | 0.4 | ||||||||||
769,399 | Fannie Mae Series 2006-11 FA, 2.786%, (US0001M + 0.300%), 03/25/2036 | 768,475 | 0.1 |
See Accompanying Notes to Financial Statements
75 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
98,204 | First Horizon Alternative Mortgage Securities Trust 2006-FA8 1A7, 6.000%, 02/25/2037 | 74,959 | 0.0 | |||||||||||
684,008 | (1),(3) | Flagstar Mortgage Trust 2018-1 B3, 4.056%, 03/25/2048 | 673,562 | 0.1 | ||||||||||
675,000 | (1),(3) | Flagstar Mortgage Trust 2018-6RR 1A7, 4.000%, 10/25/2048 | 693,613 | 0.1 | ||||||||||
3,746,117 | (1),(3) | Flagstar Mortgage Trust 2018-6RR B1, 5.061%, 10/25/2048 | 3,958,935 | 0.3 | ||||||||||
2,000,033 | (6) | Freddie Mac 2009-70 PS, 4.265%, (-1.000*US0001M + 6.750%), 01/25/2037 | 381,663 | 0.0 | ||||||||||
303,943 | (6) | Freddie Mac 2524 SH, 5.016%, (-1.000*US0001M + 7.500%), 11/15/2032 | 29,127 | 0.0 | ||||||||||
528,548 | (6) | Freddie Mac 2525 SM, 5.516%, (-1.000*US0001M + 8.000%), 02/15/2032 | 104,186 | 0.0 | ||||||||||
507,155 | (6) | Freddie Mac 2981 CS, 4.236%, (-1.000*US0001M + 6.720%), 05/15/2035 | 73,492 | 0.0 | ||||||||||
236,955 | (6) | Freddie Mac 2989 HS, 4.666%, (-1.000*US0001M + 7.150%), 08/15/2034 | 93,024 | 0.0 | ||||||||||
276,266 | (6) | Freddie Mac 3018 SM, 4.716%, (-1.000*US0001M + 7.200%), 08/15/2035 | 56,019 | 0.0 | ||||||||||
2,678,653 | (6) | Freddie Mac 3222 SN, 4.116%, (-1.000*US0001M + 6.600%), 09/15/2036 | 379,143 | 0.0 | ||||||||||
478,100 | (3),(6) | Freddie Mac 324 144, 6.000%, 06/15/2039 | 101,979 | 0.0 | ||||||||||
993,036 | (6) | Freddie Mac 3523 SA, 3.516%, (-1.000*US0001M + 6.000%), 09/15/2036 | 146,707 | 0.0 | ||||||||||
824,326 | (6) | Freddie Mac 3582 MS, 3.666%, (-1.000*US0001M + 6.150%), 10/15/2039 | 128,772 | 0.0 | ||||||||||
1,338,031 | (6) | Freddie Mac 3688 BI, 5.000%, 07/15/2040 | 261,354 | 0.0 | ||||||||||
5,462,510 | (6) | Freddie Mac 4186 IA, 3.000%, 03/15/2033 | 659,634 | 0.1 | ||||||||||
209,459 | (6) | Freddie Mac 4333 AI, 5.500%, 02/15/2044 | 39,881 | 0.0 | ||||||||||
9,884,417 | (6) | Freddie Mac 4813 IO, 5.500%, 08/15/2048 | 2,104,526 | 0.2 | ||||||||||
154,728 | (6) | Freddie Mac REMIC Trust 2266 S, 6.066%, (-1.000*US0001M + 8.550%), 11/15/2030 | 25,007 | 0.0 | ||||||||||
247,211 | (6) | Freddie Mac REMIC Trust 2374 S, 5.616%, (-1.000*US0001M + 8.100%), 06/15/2031 | 48,646 | 0.0 | ||||||||||
132,321 | (6) | Freddie Mac REMIC Trust 2417 SY, 5.916%, (-1.000*US0001M + 8.400%), 12/15/2031 | 28,575 | 0.0 | ||||||||||
280,279 | (6) | Freddie Mac REMIC Trust 2577 SA, 4.966%, (-1.000*US0001M + 7.450%), 02/15/2033 | 54,095 | 0.0 |
10,417 | Freddie Mac REMIC Trust 2973 SB, 9.226%, (-3.667*US0001M + 18.333%), 05/15/2035 | 10,713 | 0.0 | |||||||||||
127,943 | (6) | Freddie Mac REMIC Trust 2981 SU, 5.316%, (-1.000*US0001M + 7.800%), 05/15/2030 | 20,638 | 0.0 | ||||||||||
44,025 | Freddie Mac REMIC Trust 3031 BP, 8.000%, (-6.723*US0001M + 44.975%), 08/15/2035 | 54,331 | 0.0 | |||||||||||
825,684 | (6) | Freddie Mac REMIC Trust 3049 PI, 4.166%, (-1.000*US0001M + 6.650%), 10/15/2035 | 139,899 | 0.0 | ||||||||||
62,177 | Freddie Mac REMIC Trust 3085 SK, 36.195%, (-12.000*US0001M + 66.000%), 12/15/2035 | 168,033 | 0.0 | |||||||||||
97,835 | (7),(8) | Freddie Mac REMIC Trust 3151 PO, 0.000%, 05/15/2036 | 85,243 | 0.0 | ||||||||||
209,041 | (6) | Freddie Mac REMIC Trust 3590 PI, 6.000%, 07/15/2039 | 11,799 | 0.0 | ||||||||||
254,612 | (6) | Freddie Mac REMIC Trust 3624 TS, 2.316%, (-1.000*US0001M + 4.800%), 01/15/2040 | 28,313 | 0.0 | ||||||||||
423,850 | (6) | Freddie Mac REMIC Trust 4261 ID, 6.500%, 06/15/2032 | 69,293 | 0.0 | ||||||||||
1,425,123 | (6) | Freddie Mac REMIC Trust 4287 CI, 4.500%, 07/15/2041 | 231,872 | 0.0 | ||||||||||
2,357,271 | (6) | Freddie Mac REMICS 2781 SB, 4.666%, (-1.000*US0001M + 7.150%), 04/15/2034 | 411,660 | 0.0 | ||||||||||
885,388 | Freddie Mac REMICS 2921 PF, 2.834%, (US0001M + 0.350%), 01/15/2035 | 885,767 | 0.1 | |||||||||||
5,670,330 | (6) | Freddie Mac REMICS 3128 JI, 4.146%, (-1.000*US0001M + 6.630%), 03/15/2036 | 974,099 | 0.1 | ||||||||||
26,394,842 | (6) | Freddie Mac REMICS 4120 TI, 2.500%, 10/15/2027 | 1,752,852 | 0.1 | ||||||||||
13,063,079 | (6) | Freddie Mac REMICS 4182 IL, 3.000%, 03/15/2028 | 1,057,597 | 0.1 | ||||||||||
58,149,386 | (6) | Freddie Mac REMICS 4273 PS, 3.616%, (-1.000*US0001M + 6.100%), 11/15/2043 | 8,235,244 | 0.6 | ||||||||||
4,990,351 | (6) | Freddie Mac REMICS 4290 EI, 5.000%, 12/15/2043 | 980,919 | 0.1 | ||||||||||
1,643,627 | Freddie Mac REMICS Trust 3740 FB, 2.984%, (US0001M + 0.500%), 10/15/2040 | 1,649,910 | 0.1 | |||||||||||
1,796,432 | (6) | Freddie Mac Strips Series 224 IO, 6.000%, 03/01/2033 | 417,564 | 0.0 |
See Accompanying Notes to Financial Statements
76 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
929,780 | (6) | Freddie Mac Strips Series 237 S23, 4.616%, (-1.000*US0001M + 7.100%), 05/15/2036 | 178,316 | 0.0 | ||||||||||
1,316,069 | (6) | Freddie Mac Strips Series 260 33, 4.000%, 05/15/2039 | 185,484 | 0.0 | ||||||||||
1,200,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 7.186%, (US0001M + 4.700%), 04/25/2028 | 1,384,228 | 0.1 | |||||||||||
500,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQA1 M3, 7.186%, (US0001M + 4.700%), 03/25/2028 | 563,944 | 0.0 | |||||||||||
500,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA3 M3, 6.336%, (US0001M + 3.850%), 03/25/2029 | 552,350 | 0.0 | |||||||||||
910,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA2 M2, 5.936%, (US0001M + 3.450%), 10/25/2029 | 984,553 | 0.1 | |||||||||||
2,750,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA3 M2, 4.986%, (US0001M + 2.500%), 03/25/2030 | 2,819,448 | 0.2 | |||||||||||
1,750,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 5.136%, (US0001M + 2.650%), 12/25/2029 | 1,799,402 | 0.1 | |||||||||||
4,100,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 4.836%, (US0001M + 2.350%), 04/25/2030 | 4,163,251 | 0.3 | |||||||||||
1,000,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-DNA1 M2, 4.286%, (US0001M + 1.800%), 07/25/2030 | 977,737 | 0.1 | |||||||||||
3,300,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 4.786%, (US0001M + 2.300%), 09/25/2030 | 3,307,914 | 0.2 | |||||||||||
2,500,000 | (1),(3),(5) | Galton Funding Mortgage Trust 2019-1 B1, 4.250%, 02/25/2059 | 2,591,626 | 0.2 | ||||||||||
2,000,000 | (1),(3),(5) | Galton Funding Mortgage Trust 2019-1 B2, 4.500%, 02/25/2059 | 2,031,866 | 0.1 | ||||||||||
7,149,814 | (6) | Ginnie Mae 2007-59 SC, 4.012%, (-1.000*US0001M + 6.500%), 07/20/2037 | 1,146,664 | 0.1 | ||||||||||
277,699 | (6) | Ginnie Mae 2011-101 EI, 6.000%, (-19.355*US0001M + 109.161%), 10/16/2039 | 66,255 | 0.0 |
44,915,249 | (6) | Ginnie Mae 2013-130 SB, 2.561%, (-1.000*US0001M + 5.050%), 09/16/2043 | 4,949,594 | 0.4 | ||||||||||
642,299 | (6) | Ginnie Mae Series 2008-40 SA, 3.918%, (-1.000*US0001M + 6.400%), 05/16/2038 | 107,294 | 0.0 | ||||||||||
1,122,946 | (6) | Ginnie Mae Series 2009-116 SJ, 3.998%, (-1.000*US0001M + 6.480%), 12/16/2039 | 192,050 | 0.0 | ||||||||||
1,077,988 | (6) | Ginnie Mae Series 2010-4 SL, 3.918%, (-1.000*US0001M + 6.400%), 01/16/2040 | 170,761 | 0.0 | ||||||||||
334,895 | (6) | Ginnie Mae Series 2010-98 QS, 4.112%, (-1.000*US0001M + 6.600%), 01/20/2040 | 30,572 | 0.0 | ||||||||||
2,926,036 | (6) | Ginnie Mae Series 2011-101 BI, 0.650%, (-1.000*US0001M + 6.650%), 11/20/2037 | 68,842 | 0.0 | ||||||||||
9,291,831 | (6) | Ginnie Mae Series 2011-25 AS, 3.572%, (-1.000*US0001M + 6.060%), 02/20/2041 | 1,381,390 | 0.1 | ||||||||||
59,517 | (6) | Ginnie Mae Series 2012-149 BI, 3.500%, 10/20/2041 | 7,961 | 0.0 | ||||||||||
504,668 | (6) | Ginnie Mae Series 2013-103 DS, 3.662%, (-1.000*US0001M + 6.150%), 07/20/2043 | 80,327 | 0.0 | ||||||||||
187,554 | (6) | Ginnie Mae Series 2013-134 DS, 3.612%, (-1.000*US0001M + 6.100%), 09/20/2043 | 29,533 | 0.0 | ||||||||||
421,460 | (6) | Ginnie Mae Series 2013-44 LI, 4.500%, 01/16/2043 | 66,631 | 0.0 | ||||||||||
36,800,204 | (6) | Ginnie Mae Series 2015-144 SA, 3.712%, (-1.000*US0001M + 6.200%), 10/20/2045 | 7,248,275 | 0.5 | ||||||||||
6,737,184 | (6) | Ginnie Mae Series 2015-69 IL, 0.200%, (-1.000*US0001M + 6.700%), 07/20/2034 | 53,233 | 0.0 | ||||||||||
365,309 | (6) | Ginnie Mae Series 2015-98 IU, 4.000%, 08/20/2044 | 57,455 | 0.0 | ||||||||||
1,127,099 | (6) | Ginnie Mae Series 2016-8 PI, 4.000%, 10/20/2044 | 174,114 | 0.0 | ||||||||||
14,162,198 | (6) | Ginnie Mae Series 2018-153 SQ, 3.712%, (-1.000*US0001M + 6.200%), 11/20/2048 | 2,083,931 | 0.2 | ||||||||||
1,700,000 | (1),(3) | GS Mortgage-Backed Securities Corp. Trust 2019-PJ1 A1, 4.000%, 08/25/2049 | 1,719,656 | 0.1 | ||||||||||
1,843,000 | (1),(3) | GS Mortgage-Backed Securities Corp. Trust 2019-PJ1 B3, 4.290%, 08/25/2049 | 1,746,674 | 0.1 |
See Accompanying Notes to Financial Statements
77 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
584,401 | HarborView Mortgage Loan Trust 2006-14 2A1A, 2.632%, (US0001M + 0.150%), 01/25/2047 | 566,114 | 0.0 | |||||||||||
662,111 | HarborView Mortgage Loan Trust 2007-5 A1A, 2.672%, (US0001M + 0.190%), 09/19/2037 | 633,844 | 0.1 | |||||||||||
3,579 | HomeBanc Mortgage Trust 2004-1 2A, 3.346%, (US0001M + 0.860%), 08/25/2029 | 3,441 | 0.0 | |||||||||||
37,720 | HomeBanc Mortgage Trust 2005-3 A2, 2.796%, (US0001M + 0.310%), 07/25/2035 | 37,569 | 0.0 | |||||||||||
98,797 | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 2.696%, (US0001M + 0.210%), 04/25/2046 | 91,889 | 0.0 | |||||||||||
3,000,000 | (1),(3) | J.P. Morgan Mortgage Trust 2019-2 A3, 4.000%, 08/25/2049 | 3,036,528 | 0.2 | ||||||||||
1,135,000 | (1),(3),(5) | J.P. Morgan Mortgage Trust 2019-2 B1, 4.690%, 08/25/2049 | 1,208,336 | 0.1 | ||||||||||
2,750,000 | (1),(3),(5) | J.P. Morgan Mortgage Trust 2019-2 B2, 4.690%, 08/25/2049 | 2,893,853 | 0.2 | ||||||||||
2,795,741 | (1),(3) | J.P. Morgan Mortgage Trust 2019-LTV1 A3, 4.000%, 06/25/2049 | 2,834,129 | 0.2 | ||||||||||
2,400,000 | (1),(3) | J.P. Morgan Mortgage Trust 2019-LTV1 B1, 4.914%, 06/25/2049 | 2,585,980 | 0.2 | ||||||||||
1,900,000 | (1),(3) | J.P. Morgan Mortgage Trust 2019-LTV1 B2, 4.914%, 06/25/2049 | 2,023,881 | 0.1 | ||||||||||
2,283,657 | (3) | JP Morgan Mortgage Trust 2005-A4 B1, 4.334%, 07/25/2035 | 2,272,718 | 0.2 | ||||||||||
104,302 | JP Morgan Mortgage Trust 2005-S3 1A10, 6.000%, 01/25/2036 | 82,687 | 0.0 | |||||||||||
272,732 | JP Morgan Mortgage Trust 2006-S2 1A18, 6.000%, 07/25/2036 | 235,603 | 0.0 | |||||||||||
589,813 | JP Morgan Mortgage Trust 2006-S3 1A30, 6.500%, 08/25/2036 | 439,896 | 0.0 | |||||||||||
651,230 | (1),(3) | JP Morgan Mortgage Trust 2016-1 B3, 3.874%, 05/25/2046 | 648,699 | 0.1 | ||||||||||
1,558,559 | (1),(3) | JP Morgan Mortgage Trust 2017-3 B1, 3.863%, 08/25/2047 | 1,568,747 | 0.1 | ||||||||||
1,154,488 | (1),(3) | JP Morgan Mortgage Trust 2017-3 B2, 3.863%, 08/25/2047 | 1,156,485 | 0.1 | ||||||||||
585,344 | (1),(3) | JP Morgan Mortgage Trust 2017-6 B3, 3.845%, 12/25/2048 | 548,339 | 0.0 | ||||||||||
2,408,140 | (1),(3) | JP Morgan Mortgage Trust 2018-1 B2, 3.768%, 06/25/2048 | 2,371,228 | 0.2 |
3,919,314 | (1),(3) | JP Morgan Mortgage Trust 2018-3 B1, 3.781%, 09/25/2048 | 3,912,795 | 0.3 | ||||||||||
2,449,571 | (1),(3) | JP Morgan Mortgage Trust 2018-3 B3, 3.781%, 09/25/2048 | 2,302,739 | 0.2 | ||||||||||
490,946 | (1),(3) | JP Morgan Mortgage Trust 2018-4 B1, 3.795%, 10/25/2048 | 494,040 | 0.0 | ||||||||||
490,946 | (1),(3) | JP Morgan Mortgage Trust 2018-4 B2, 3.795%, 10/25/2048 | 471,524 | 0.0 | ||||||||||
1,967,272 | (1),(3) | JP Morgan Mortgage Trust 2018-6C B2, 4.005%, 12/25/2048 | 1,963,754 | 0.1 | ||||||||||
4,020,122 | (1),(3) | JP Morgan Mortgage Trust 2018-8 A3, 4.000%, 01/25/2049 | 4,078,036 | 0.3 | ||||||||||
3,760,125 | (1),(3) | JP Morgan Mortgage Trust 2018-8 B1, 4.233%, 01/25/2049 | 3,894,866 | 0.3 | ||||||||||
1,004,565 | (1),(3) | JP Morgan Mortgage Trust 2018-9 B2, 4.501%, 02/25/2049 | 1,040,362 | 0.1 | ||||||||||
1,981,391 | (1),(3) | JP Morgan Mortgage Trust 2018-9 B3, 4.501%, 02/25/2049 | 1,958,401 | 0.1 | ||||||||||
4,781,564 | (1),(3) | JP Morgan Mortgage Trust 2019-1 A3, 4.000%, 05/25/2049 | 4,850,446 | 0.3 | ||||||||||
6,366,740,439 | (1),(6) | L Street Securities 2017-PM1 XIO, 0.000%, 10/25/2048 | 8,962,461 | 0.6 | ||||||||||
74,310 | Lehman XS Trust Series 2005-5N 1A2, 2.846%, (US0001M + 0.360%), 11/25/2035 | 70,142 | 0.0 | |||||||||||
1,669,603 | (1),(3) | Mello Mortgage Capital Acceptance 2018-MTG2 A1, 4.498%, 10/25/2048 | 1,746,515 | 0.1 | ||||||||||
655,000 | Morgan Stanley Mortgage Loan Trust 2005-5AR 1B1, 4.286%, (US0001M + 1.800%), 09/25/2035 | 646,902 | 0.1 | |||||||||||
1,384,330 | Morgan Stanley Mortgage Loan Trust 2006-9AR A2, 2.636%, (US0001M + 0.150%), 08/25/2036 | 657,165 | 0.1 | |||||||||||
449,229 | (1),(3) | New Residential Mortgage Loan Trust 2017-3A B2, 4.750%, 04/25/2057 | 474,711 | 0.0 | ||||||||||
1,400,000 | (1),(3) | New Residential Mortgage Loan Trust 2019-NQM2 M1, 4.267%, 04/25/2049 | 1,417,125 | 0.1 | ||||||||||
45,952 | Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/2037 | 41,836 | 0.0 | |||||||||||
527,860 | (1) | Sequoia Mortgage Trust 2013-9 B1, 3.500%, 07/25/2043 | 528,735 | 0.0 | ||||||||||
1,617,849 | (1),(3) | Sequoia Mortgage Trust 2015-1 B1, 3.876%, 01/25/2045 | 1,647,017 | 0.1 |
See Accompanying Notes to Financial Statements
78 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
1,232,504 | (1),(3) | Sequoia Mortgage Trust 2018-6 B1, 4.211%, 07/25/2048 | 1,279,281 | 0.1 | ||||||||||
783,680 | (1),(3) | Sequoia Mortgage Trust 2018-CH1 B1B, 4.501%, 02/25/2048 | 836,700 | 0.1 | ||||||||||
587,760 | (1),(3) | Sequoia Mortgage Trust 2018-CH1 B2B, 4.501%, 02/25/2048 | 617,777 | 0.0 | ||||||||||
3,400,000 | (1),(3) | Sequoia Mortgage Trust 2018-CH4 A13, 4.500%, 10/25/2048 | 3,611,826 | 0.3 | ||||||||||
2,911,237 | (1),(3) | Sequoia Mortgage Trust 2019-1 A1, 4.000%, 02/25/2049 | 2,958,431 | 0.2 | ||||||||||
3,020,790 | (1),(3) | Sequoia Mortgage Trust 2019-CH1 A1, 4.000%, 03/25/2049 | 3,088,232 | 0.2 | ||||||||||
2,699,452 | (1),(3) | Sequoia Mortgage Trust 2019-CH1 B1B, 5.084%, 03/25/2049 | 2,952,879 | 0.2 | ||||||||||
998,687 | (1),(3) | Sequoia Mortgage Trust 2019-CH1 B2B, 5.084%, 03/25/2049 | 1,061,991 | 0.1 | ||||||||||
2,447,890 | (1),(3) | Shellpoint Co-Originator Trust 2017-2 B2, 3.734%, 10/25/2047 | 2,365,385 | 0.2 | ||||||||||
3,245,126 | (1),(3) | Shellpoint Co-Originator Trust 2017-2 B3, 3.734%, 10/25/2047 | 3,030,563 | 0.2 | ||||||||||
109,323 | (3) | Structured Adjustable Rate Mortgage Loan Trust 2005-4 3A1, 4.683%, 03/25/2035 | 110,153 | 0.0 | ||||||||||
600,000 | (1),(3) | Verus Securitization Trust 2017-SG1A B1, 3.615%, 11/25/2047 | 597,990 | 0.0 | ||||||||||
4,000,000 | (1),(3) | Verus Securitization Trust 2018-1 B1, 3.801%, 01/25/2058 | 4,014,196 | 0.3 | ||||||||||
2,100,000 | (1),(3) | Verus Securitization Trust 2018-2 B1, 4.426%, 06/01/2058 | 2,177,771 | 0.2 | ||||||||||
3,000,000 | (1),(3) | Verus Securitization Trust 2018-3 M1, 4.595%, 10/25/2058 | 3,177,047 | 0.2 | ||||||||||
3,955,260 | (1),(3) | Verus Securitization Trust 2019-1 A2, 3.938%, 02/25/2059 | 3,989,317 | 0.3 | ||||||||||
146,472 | (3) | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 3.325%, 10/25/2036 | 134,666 | 0.0 | ||||||||||
394,699 | (3) | WaMu Mortgage Pass-Through Certificates Series 2004-AR4 A6 Trust, 4.096%, 06/25/2034 | 405,002 | 0.0 | ||||||||||
2,459,920 | (3) | WaMu Mortgage Pass-Through Certificates Series 2004-AR7 A6, 4.202%, 07/25/2034 | 2,513,901 | 0.2 | ||||||||||
370,478 | (3) | WaMu Mortgage Pass-Through Certificates Series 2005-AR10 1A3, 4.117%, 09/25/2035 | 372,255 | 0.0 |
24,088 | (3) | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.905%, 10/25/2036 | 23,407 | 0.0 | ||||||||||
162,511 | (3) | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A3, 3.644%, 11/25/2036 | 154,352 | 0.0 | ||||||||||
624,546 | (3) | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A4, 3.644%, 11/25/2036 | 593,190 | 0.0 | ||||||||||
84,184 | (3) | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 3A1, 3.674%, 12/25/2036 | 81,410 | 0.0 | ||||||||||
87,442 | (3) | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.899%, 08/25/2046 | 83,322 | 0.0 | ||||||||||
149,402 | (3) | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.710%, 12/25/2036 | 147,038 | 0.0 | ||||||||||
665,036 | (3) | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 1A1, 3.585%, 03/25/2037 | 618,551 | 0.0 | ||||||||||
15,744 | (3) | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 3.297%, 04/25/2037 | 14,325 | 0.0 | ||||||||||
83,164 | (3) | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 3.575%, 07/25/2037 | 74,756 | 0.0 | ||||||||||
884,594 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 2A3, 3.386%, (US0001M + 0.900%), 11/25/2035 | 727,737 | 0.1 | |||||||||||
938,123 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 2A9, 6.000%, 11/25/2035 | 906,775 | 0.1 | |||||||||||
858,172 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | 785,165 | 0.1 | |||||||||||
1,131,381 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 CB3, 5.500%, 07/25/2035 | 1,088,686 | 0.1 | |||||||||||
208,488 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/2035 | 201,757 | 0.0 | |||||||||||
997,867 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 2CB2, 3.086%, (US0001M + 0.600%), 07/25/2036 | 567,757 | 0.0 |
See Accompanying Notes to Financial Statements
79 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
2,437,950 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR5 3A Trust, 3.337%, (12MTA + 0.940%), 07/25/2046 | 1,789,672 | 0.1 | |||||||||||
1,081,446 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 3.357%, (12MTA + 0.960%), 08/25/2046 | 805,005 | 0.1 | |||||||||||
61,784 | Wells Fargo Alternative Loan 2007-PA2 2A1, 2.916%, (US0001M + 0.430%), 06/25/2037 | 51,012 | 0.0 | |||||||||||
828,295 | Wells Fargo Mortgage Backed Securities 2006-8 A15, 6.000%, 07/25/2036 | 829,829 | 0.1 | |||||||||||
1,383,658 | Wells Fargo Mortgage Backed Securities 2006-8 A18, 6.000%, 07/25/2036 | 1,386,220 | 0.1 | |||||||||||
1,574,026 | (3) | Wells Fargo Mortgage Backed Securities 2006-AR12 1A1, 4.712%, 09/25/2036 | 1,589,260 | 0.1 | ||||||||||
407,000 | (3) | Wells Fargo Mortgage Backed Securities 2006-AR17 A1, 4.750%, 10/25/2036 | 406,954 | 0.0 | ||||||||||
28,768 | (3) | Wells Fargo Mortgage Backed Securities 2006-AR6 3A1, 4.961%, 03/25/2036 | 28,052 | 0.0 | ||||||||||
84,152 | (3) | Wells Fargo Mortgage Backed Securities 2006-AR7 2A1, 4.420%, 05/25/2036 | 86,575 | 0.0 | ||||||||||
89,435 | (3) | Wells Fargo Mortgage Backed Securities 2006-AR7 2A4, 4.420%, 05/25/2036 | 92,010 | 0.0 | ||||||||||
487,604 | (3) | Wells Fargo Mortgage Backed Securities 2007-3 AE, 2.683%, 04/25/2037 | 445,758 | 0.0 | ||||||||||
262,220 | (3) | Wells Fargo Mortgage Backed Securities 2007-AR7 A1, 4.772%, 12/28/2037 | 258,116 | 0.0 | ||||||||||
3,345,837 | (1),(3) | Wells Fargo Mortgage Backed Securities 2018-1 B1, 3.703%, 07/25/2047 | 3,351,343 | 0.2 | ||||||||||
741,245 | (1),(3) | WinWater Mortgage Loan Trust 2015-5 B4, 3.791%, 08/20/2045 | 727,259 | 0.1 | ||||||||||
Total Collateralized Mortgage Obligations (Cost $304,052,982) | 315,186,217 | 22.3 |
ASSET-BACKED SECURITIES: 15.8% | ||||||||||||||
Automobile Asset-Backed Securities: 0.4% | ||||||||||||||
2,000,000 | Americredit Automobile Receivables Trust 2019-1 D, 3.620%, 03/18/2025 | 2,026,299 | 0.1 | |||||||||||
133,869 | Santander Drive Auto Receivables Trust 2015-1 D, 3.240%, 04/15/2021 | 134,026 | 0.0 | |||||||||||
2,500,000 | (1) | Santander Drive Auto Receivables Trust 2018-1 E, 4.370%, 05/15/2025 | 2,499,646 | 0.2 | ||||||||||
850,000 | (1) | Tesla Auto Lease Trust 2018-B C, 4.360%, 10/20/2021 | 859,600 | 0.1 | ||||||||||
5,519,571 | 0.4 | |||||||||||||
Home Equity Asset-Backed Securities: 0.4% | ||||||||||||||
539,151 | GSAA Home Equity Trust 2006-3 A3, 2.786%, (US0001M + 0.300%), 03/25/2036 | 389,641 | 0.0 | |||||||||||
3,329,437 | (3) | GSAA Home Equity Trust 2006-4 4A3, 4.191%, 03/25/2036 | 2,731,754 | 0.2 | ||||||||||
1,149,833 | GSAA Home Equity Trust 2007-1 1A1, 2.566%, (US0001M + 0.080%), 02/25/2037 | 586,846 | 0.0 | |||||||||||
1,271,015 | (3) | GSAA Trust 2006-7 AF2, 5.995%, 03/25/2046 | 822,656 | 0.1 | ||||||||||
1,224,985 | (3) | Morgan Stanley Mortgage Loan Trust 2007-10XS A2, 6.250%, 02/25/2037 | 825,393 | 0.1 | ||||||||||
818,789 | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1 2A4A, 2.716%, (US0001M + 0.230%), 02/25/2037 | 740,371 | 0.0 | |||||||||||
6,096,661 | 0.4 | |||||||||||||
Other Asset-Backed Securities: 13.7% | ||||||||||||||
406,831 | (1),(9) | AJAX Mortgage Loan Trust 2017-A A, 3.470%(Step Rate @ 6.470% on 05/25/2020), 04/25/2057 | 406,001 | 0.0 | ||||||||||
3,186,375 | (1) | Ajax Mortgage Loan Trust 2018-A A, 3.850%, 04/25/2058 | 3,191,095 | 0.2 | ||||||||||
3,851,253 | (1),(3) | Ajax Mortgage Loan Trust 2018-C A, 4.360%, 09/25/2065 | 3,919,941 | 0.3 | ||||||||||
2,500,000 | (1) | AMMC CLO 16 Ltd. 2015-16A CR, 5.147%, (US0003M + 2.350%), 04/14/2029 | 2,479,410 | 0.2 | ||||||||||
2,000,000 | (1) | AMMC CLO XI Ltd. 2012-11A CR2, 4.651%, (US0003M + 1.900%), 04/30/2031 | 1,909,660 | 0.1 |
See Accompanying Notes to Financial Statements
80 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
2,250,000 | (1) | Apidos CLO XVIII 2018-18A C, 4.961%, (US0003M + 2.200%), 10/22/2030 | 2,215,528 | 0.2 | ||||||||||
2,250,000 | (1) | Apidos CLO XXIX 2018-29A B, 4.671%, (US0003M + 1.900%), 07/25/2030 | 2,173,732 | 0.2 | ||||||||||
1,100,000 | (1) | Ares XLII Clo Ltd. 2017-42A C, 4.961%, (US0003M + 2.200%), 01/22/2028 | 1,095,437 | 0.1 | ||||||||||
1,250,000 | (1) | Ares XXVIIIR CLO Ltd. 2018-28RA C, 4.923%, (US0003M + 2.150%), 10/17/2030 | 1,226,397 | 0.1 | ||||||||||
750,000 | (1) | Atrium CDO Corp. 12A CR, 4.411%, (US0003M + 1.650%), 04/22/2027 | 735,034 | 0.1 | ||||||||||
1,250,000 | (1) | Atrium CDO Corp. 12A DR, 5.561%, (US0003M + 2.800%), 04/22/2027 | 1,221,702 | 0.1 | ||||||||||
250,000 | (1) | Babson CLO Ltd. 2014-IA BR, 4.961%, (US0003M + 2.200%), 07/20/2025 | 249,992 | 0.0 | ||||||||||
2,500,000 | (1) | Babson CLO Ltd. 2016-IA CR, 4.872%, (US0003M + 2.100%), 07/23/2030 | 2,454,582 | 0.2 | ||||||||||
2,000,000 | (1) | Babson CLO Ltd. 2018-3A C, 4.661%, (US0003M + 1.900%), 07/20/2029 | 1,966,068 | 0.1 | ||||||||||
2,000,000 | (1) | Benefit Street Partners CLO V-B Ltd. 2018-5BA B, 4.911%, (US0003M + 2.150%), 04/20/2031 | 1,936,022 | 0.1 | ||||||||||
500,000 | (1) | Benefit Street Partners CLO VII Ltd. 2015-VIIA CR, 5.180%, (US0003M + 2.400%), 07/18/2027 | 487,053 | 0.0 | ||||||||||
2,750,000 | (1) | BlueMountain CLO 2012-2A DR2 Ltd., 5.544%, (US0003M + 2.900%), 11/20/2028 | 2,692,440 | 0.2 | ||||||||||
1,000,000 | (1) | BlueMountain CLO 2013-2A CR, 4.711%, (US0003M + 1.950%), 10/22/2030 | 975,246 | 0.1 | ||||||||||
1,200,000 | (1) | BlueMountain CLO 2014-2A CR2 Ltd., 4.961%, (US0003M + 2.200%), 10/20/2030 | 1,179,888 | 0.1 | ||||||||||
1,000,000 | (1) | BlueMountain CLO 2015-4 CR Ltd., 4.661%, (US0003M + 1.900%), 04/20/2030 | 970,191 | 0.1 | ||||||||||
2,250,000 | (1) | BlueMountain CLO 2016-1 Ltd. 2016-1A DR, 5.411%, (US0003M + 2.650%), 04/20/2027 | 2,196,331 | 0.2 | ||||||||||
850,000 | (1) | BlueMountain CLO 2016-3A CR Ltd., 4.884%, (US0003M + 2.200%), 11/15/2030 | 835,632 | 0.1 |
2,000,000 | (1) | BlueMountain CLO 2018-3A C Ltd., 4.971%, (US0003M + 2.200%), 10/25/2030 | 1,995,522 | 0.1 | ||||||||||
2,000,000 | (1) | BlueMountain CLO XXII Ltd. 2018-1A C, 4.801%, (US0003M + 2.050%), 07/30/2030 | 1,937,576 | 0.1 | ||||||||||
250,000 | (1) | Bowman Park CLO Ltd. 2014-1A E, 8.051%, (US0003M + 5.400%), 11/23/2025 | 247,041 | 0.0 | ||||||||||
750,000 | (1) | Buttermilk Park CLO Ltd. 2018-1A C, 4.887%, (US0003M + 2.100%), 10/15/2031 | 735,793 | 0.1 | ||||||||||
1,000,000 | (1) | Carlyle Global Market Strategies CLO 2012-3A BR2 Ltd., 4.997%, (US0003M + 2.200%), 01/14/2032 | 979,247 | 0.1 | ||||||||||
2,000,000 | (1) | Carlyle Global Market Strategies CLO 2015-2A CR Ltd., 5.015%, (US0003M + 2.250%), 04/27/2027 | 1,927,880 | 0.1 | ||||||||||
250,000 | (1) | Carlyle Global Market Strategies CLO 2015-2A DR Ltd., 7.115%, (US0003M + 4.350%), 04/27/2027 | 240,244 | 0.0 | ||||||||||
1,500,000 | (1) | Carlyle Global Market Strategies CLO 2015-3A CR Ltd., 5.615%, (US0003M + 2.850%), 07/28/2028 | 1,472,103 | 0.1 | ||||||||||
1,500,000 | (1) | Carlyle US CLO 2016-4A BR Ltd., 4.861%, (US0003M + 2.100%), 10/20/2027 | 1,480,443 | 0.1 | ||||||||||
250,000 | (1) | Cedar Funding II CLO Ltd. 2013-1A CR, 4.951%, (US0003M + 2.350%), 06/09/2030 | 246,508 | 0.0 | ||||||||||
500,000 | (1) | Cedar Funding IV CLO Ltd. 2014-4A CR, 5.022%, (US0003M + 2.250%), 07/23/2030 | 487,252 | 0.0 | ||||||||||
1,000,000 | (1) | Cent CLO C17A BR Ltd., 4.601%, (US0003M + 1.850%), 04/30/2031 | 968,563 | 0.1 | ||||||||||
1,000,000 | (1) | Chenango Park CLO Ltd. 2018-1AB, 4.637%, (US0003M + 1.850%), 04/15/2030 | 966,819 | 0.1 | ||||||||||
1,500,000 | (1) | CIFC Funding 2013-IA BR Ltd., 5.179%, (US0003M + 2.400%), 07/16/2030 | 1,483,974 | 0.1 | ||||||||||
2,000,000 | (1) | CIFC Funding 2014-3A CR2 Ltd., 4.819%, (US0003M + 2.350%), 10/22/2031 | 1,965,480 | 0.1 | ||||||||||
2,000,000 | (1) | Cifc Funding 2014-4RA B Ltd., 4.973%, (US0003M + 2.200%), 10/17/2030 | 1,968,302 | 0.1 |
See Accompanying Notes to Financial Statements
81 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
250,000 | (1) | CIFC Funding 2017-2A C, 5.111%, (US0003M + 2.350%), 04/20/2030 | 248,327 | 0.0 | ||||||||||
1,100,000 | Countrywide Asset-Backed Certificates 2005-AB2 M1, 3.191%, (US0001M + 0.705%), 09/25/2035 | 1,066,313 | 0.1 | |||||||||||
1,750,000 | (1) | Cumberland Park CLO Ltd. 2015-2A CR, 4.561%, (US0003M + 1.800%), 07/20/2028 | 1,725,943 | 0.1 | ||||||||||
500,000 | (1) | Cumberland Park CLO Ltd. 2015-2A DR, 5.461%, (US0003M + 2.700%), 07/20/2028 | 493,438 | 0.0 | ||||||||||
850,000 | (1) | DB Master Finance LLC 2019-1A A23, 4.352%, 05/20/2049 | 855,317 | 0.1 | ||||||||||
450,000 | (1) | DB Master Finance LLC 2019-1A A2II, 4.021%, 05/20/2049 | 452,025 | 0.0 | ||||||||||
583,500 | (1) | Domino's Pizza Master Issuer LLC 2015-1A A1II, 4.474%, 10/25/2045 | 602,913 | 0.0 | ||||||||||
1,083,500 | (1) | Domino's Pizza Master Issuer LLC 2017-1A A23, 4.118%, 07/25/2047 | 1,101,738 | 0.1 | ||||||||||
645,125 | (1) | Domino's Pizza Master Issuer LLC 2018-1A A2I, 4.116%, 07/25/2048 | 656,486 | 0.0 | ||||||||||
1,600,000 | (1) | Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 | 1,602,000 | 0.1 | ||||||||||
1,240,625 | (1) | Driven Brands Funding, LLC 2018-1A A2, 4.739%, 04/20/2048 | 1,267,014 | 0.1 | ||||||||||
2,750,000 | (1) | Dryden 30 Senior Loan Fund 2013-30A DR, 5.284%, (US0003M + 2.600%), 11/15/2028 | 2,675,376 | 0.2 | ||||||||||
2,000,000 | (1) | Dryden 45 Senior Loan Fund 2016-45A CR, 4.987%, (US0003M + 2.200%), 10/15/2030 | 1,974,020 | 0.1 | ||||||||||
1,750,000 | (1) | Dryden 55 CLO Ltd. 2018-55A C, 4.687%, (US0003M + 1.900%), 04/15/2031 | 1,697,789 | 0.1 | ||||||||||
1,000,000 | (1) | Dryden 60 CLO Ltd. 2018-60A C, 4.837%, (US0003M + 2.050%), 07/15/2031 | 974,993 | 0.1 | ||||||||||
2,000,000 | (1) | Dryden 65 CLO Ltd. 2018-65A C, 4.880%, (US0003M + 2.100%), 07/18/2030 | 1,960,688 | 0.1 | ||||||||||
250,000 | (1) | Dryden Senior Loan Fund 2017-47A C, 4.987%, (US0003M + 2.200%), 04/15/2028 | 248,084 | 0.0 | ||||||||||
1,150,000 | (1) | Dryden XXV Senior Loan Fund 2012-25A DRR, 5.787%, (US0003M + 3.000%), 10/15/2027 | 1,136,182 | 0.1 |
750,000 | (1) | Dryden XXVI Senior Loan Fund 2013-26A CR, 4.637%, (US0003M + 1.850%), 04/15/2029 | 731,859 | 0.1 | ||||||||||
992,500 | (1) | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | 1,028,711 | 0.1 | ||||||||||
750,000 | (1) | Galaxy XXII CLO Ltd. 2016-22A DR, 5.879%, (US0003M + 3.100%), 07/16/2028 | 741,469 | 0.1 | ||||||||||
990,817 | (1) | Helios Issuer, LLC 2018-1A A, 4.870%, 07/20/2048 | 1,034,595 | 0.1 | ||||||||||
3,910,371 | (1) | Helios Issuer, LLC 2018-1A B, 7.710%, 07/20/2048 | 4,024,433 | 0.3 | ||||||||||
1,000,000 | (1) | Invitation Homes 2018-SFR1 D Trust, 3.932%, (US0001M + 1.450%), 03/17/2037 | 998,440 | 0.1 | ||||||||||
5,000,000 | (1) | Invitation Homes 2018-SFR3 D Trust, 4.132%, (US0001M + 1.650%), 07/17/2037 | 5,014,760 | 0.4 | ||||||||||
1,000,000 | (1) | JG Wentworth XLII LLC 2018-2A B, 4.700%, 10/15/2077 | 1,052,430 | 0.1 | ||||||||||
2,000,000 | (1) | LCM XIV L.P. 14A CR, 4.611%, (US0003M + 1.850%), 07/20/2031 | 1,924,254 | 0.1 | ||||||||||
1,850,000 | (1) | LCM XVI L.P. 16A CR2, 4.937%, (US0003M + 2.150%), 10/15/2031 | 1,845,852 | 0.1 | ||||||||||
1,350,000 | (1) | LCM XVIII L.P. 18A CR, 4.611%, (US0003M + 1.850%), 04/20/2031 | 1,305,188 | 0.1 | ||||||||||
1,000,000 | (1) | LCM XX L.P. 20A-CR, 4.711%, (US0003M + 1.950%), 10/20/2027 | 990,533 | 0.1 | ||||||||||
1,500,000 | (1) | LCM XX L.P. 20A-DR, 5.561%, (US0003M + 2.800%), 10/20/2027 | 1,477,032 | 0.1 | ||||||||||
2,800,000 | (1) | LCM XXII Ltd. 22A CR, 5.561%, (US0003M + 2.800%), 10/20/2028 | 2,733,396 | 0.2 | ||||||||||
979,030 | (1) | LCSS Financing 2018-A A LLC, 4.700%, 12/15/2062 | 1,047,798 | 0.1 | ||||||||||
1,000,000 | (1) | Madison Park Funding XIII Ltd. 2014-13A CR2, 4.661%, (US0003M + 1.900%), 04/19/2030 | 975,913 | 0.1 | ||||||||||
2,000,000 | (1) | Madison Park Funding XIV Ltd. 2014-14A CRR, 4.961%, (US0003M + 2.200%), 10/22/2030 | 1,967,250 | 0.1 | ||||||||||
2,000,000 | (1) | Madison Park Funding XXXII Ltd. 2018-32A C, 5.617%, (US0003M + 2.900%), 01/22/2031 | 2,000,282 | 0.1 | ||||||||||
1,000,000 | (1) | Magnetite VIII Ltd. 2014-8A CR2, 4.637%, (US0003M + 1.850%), 04/15/2031 | 973,975 | 0.1 |
See Accompanying Notes to Financial Statements
82 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
2,000,000 | (1) | Magnetite XV Ltd. 2015-15A CR, 4.571%, (US0003M + 1.800%), 07/25/2031 | 1,925,042 | 0.1 | ||||||||||
4,000,000 | (1) | Mariner CLO 2015-1A DR LLC, 6.411%, (US0003M + 3.650%), 04/20/2029 | 3,977,428 | 0.3 | ||||||||||
1,000,000 | (1) | Marlette Funding Trust 2018-4A C, 4.910%, 12/15/2028 | 1,025,058 | 0.1 | ||||||||||
1,245,278 | (1) | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | 1,252,216 | 0.1 | ||||||||||
2,500,000 | (1) | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | 2,481,532 | 0.2 | ||||||||||
3,000,000 | (1) | Mosaic Solar Loan Trust 2019-1A A, 4.370%, 12/21/2043 | 3,060,330 | 0.2 | ||||||||||
2,050,000 | (1) | Neuberger Berman CLO XXII Ltd. 2016-22A CR, 4.973%, (US0003M + 2.200%), 10/17/2030 | 2,010,255 | 0.1 | ||||||||||
700,000 | (1) | Ocean Trails CLO IV 2013-4A DR, 5.688%, (US0003M + 3.000%), 08/13/2025 | 694,259 | 0.1 | ||||||||||
1,500,000 | (1) | Octagon Investment Partners 28 Ltd. 2016-1A C1R, 5.029%, (US0003M + 2.250%), 10/24/2030 | 1,459,944 | 0.1 | ||||||||||
2,000,000 | (1) | Octagon Investment Partners 31 Ltd. 2017-1A C, 5.161%, (US0003M + 2.400%), 07/20/2030 | 1,980,648 | 0.1 | ||||||||||
2,250,000 | (1) | Octagon Investment Partners 32 Ltd. 2017-1A C, 5.037%, (US0003M + 2.250%), 07/15/2029 | 2,205,455 | 0.2 | ||||||||||
600,000 | (1) | Octagon Investment Partners 33 Ltd. 2017-1A B, 4.611%, (US0003M + 1.850%), 01/20/2031 | 581,251 | 0.0 | ||||||||||
250,000 | (1) | Octagon Investment Partners XIX Ltd. 2014-1A CR, 4.887%, (US0003M + 2.100%), 04/15/2026 | 249,992 | 0.0 | ||||||||||
1,000,000 | (1) | Octagon Investment Partners XXIII Ltd. 2015-1A CR, 4.637%, (US0003M + 1.850%), 07/15/2027 | 986,610 | 0.1 | ||||||||||
2,250,000 | (1) | Octagon Loan Funding Ltd. 2014-1A CRR, 4.883%, (US0003M + 2.200%), 11/18/2031 | 2,200,520 | 0.2 | ||||||||||
1,545,000 | (1) | OHA Credit Partners IX Ltd 2013-9A DR, 6.061%, (US0003M + 3.300%), 10/20/2025 | 1,546,477 | 0.1 | ||||||||||
1,250,000 | (1) | Palmer Square CLO 2013-2A BRR Ltd., 4.973%, (US0003M + 2.200%), 10/17/2031 | 1,222,814 | 0.1 |
1,685,000 | (1) | Palmer Square Loan Funding 2017-1A D Ltd., 7.637%, (US0003M + 4.850%), 10/15/2025 | 1,662,006 | 0.1 | ||||||||||
1,500,000 | (1) | Palmer Square Loan Funding 2018-1A D Ltd., 6.737%, (US0003M + 3.950%), 04/15/2026 | 1,415,367 | 0.1 | ||||||||||
1,000,000 | (1) | Palmer Square Loan Funding 2018-1A E Ltd., 8.687%, (US0003M + 5.900%), 04/15/2026 | 880,430 | 0.1 | ||||||||||
1,500,000 | (1),(10) | Palmer Square Loan Funding 2018-2A C Ltd., 4.737%, (US0003M + 1.950%), 07/15/2026 | 1,443,288 | 0.1 | ||||||||||
3,000,000 | (1) | Palmer Square Loan Funding 2018-4 D Ltd., 6.934%, (US0003M + 4.250%), 11/15/2026 | 2,900,316 | 0.2 | ||||||||||
1,592,000 | (1) | Planet Fitness Master Issuer LLC 2018-1A A2I, 4.262%, 09/05/2048 | 1,621,441 | 0.1 | ||||||||||
683,583 | (3) | Popular ABS Mortgage Pass-Through Trust 2005-D A5, 3.883%, 01/25/2036 | 679,383 | 0.0 | ||||||||||
400,000 | (1) | Progress Residential 2015-SFR2 E, 4.427%, 06/12/2032 | 400,066 | 0.0 | ||||||||||
670,000 | (1) | Recette CLO Ltd. 2015-1A DR, 5.511%, (US0003M + 2.750%), 10/20/2027 | 661,303 | 0.0 | ||||||||||
2,050,000 | (1) | Sofi Consumer Loan Program 2018-2 C Trust, 4.250%, 04/26/2027 | 2,081,647 | 0.1 | ||||||||||
3,000,000 | (1) | SoFi Consumer Loan Program 2018-4 D Trust, 4.760%, 11/26/2027 | 3,091,192 | 0.2 | ||||||||||
2,750,000 | (1) | SoFi Consumer Loan Program 2019-1 D Trust, 4.420%, 02/25/2028 | 2,788,048 | 0.2 | ||||||||||
1,959,743 | (1) | Sunrun Athena Issuer 2018-1 A LLC, 5.310%, 04/30/2049 | 2,027,290 | 0.1 | ||||||||||
1,200,000 | (1) | Symphony Credit Opportunities Fund Ltd. 2015-2A CR, 5.047%, (US0003M + 2.260%), 07/15/2028 | 1,200,042 | 0.1 | ||||||||||
1,097,250 | (1) | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | 1,148,773 | 0.1 | ||||||||||
1,000,000 | (1) | TCI-Flatiron Clo 2017-1A C Ltd., 4.533%, (US0003M + 1.850%), 11/17/2030 | 953,541 | 0.1 | ||||||||||
4,000,000 | (1) | TES 2017-2A B LLC, 6.990%, 02/20/2048 | 4,175,798 | 0.3 | ||||||||||
3,450,000 | (1) | TES LLC 2017-1A B, 7.740%, 10/20/2047 | 3,584,803 | 0.3 |
See Accompanying Notes to Financial Statements
83 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
2,000,000 | (1) | THL Credit Wind River 2014-1 CRR CLO Ltd., 4.730%, (US0003M + 1.950%), 07/18/2031 | 1,928,536 | 0.1 | ||||||||||
2,250,000 | (1) | THL Credit Wind River 2014-3A CR2 CLO Ltd., 5.061%, (US0003M + 2.300%), 10/22/2031 | 2,199,330 | 0.2 | ||||||||||
1,000,000 | THL Credit Wind River 2016-1A CR CLO Ltd., 4.887%, (US0003M + 2.100%), 07/15/2028 | 987,093 | 0.1 | |||||||||||
300,000 | (1) | THL Credit Wind River 2017-2A A CLO Ltd., 3.991%, (US0003M + 1.230%), 07/20/2030 | 297,666 | 0.0 | ||||||||||
1,250,000 | (1) | THL Credit Wind River 2018-2A C Clo Ltd., 4.987%, (US0003M + 2.200%), 07/15/2030 | 1,213,034 | 0.1 | ||||||||||
2,000,000 | (1),(3) | Towd Point Mortgage Trust 2015-6 M2, 3.750%, 04/25/2055 | 2,019,653 | 0.1 | ||||||||||
2,500,000 | (1),(3) | Towd Point Mortgage Trust 2017-6 A2, 3.000%, 10/25/2057 | 2,414,657 | 0.2 | ||||||||||
600,000 | (1),(3) | Towd Point Mortgage Trust 2017-6 M2, 3.250%, 10/25/2057 | 555,593 | 0.0 | ||||||||||
5,411,000 | (1),(3) | Towd Point Mortgage Trust 2018-1 B1, 3.969%, 01/25/2058 | 5,315,229 | 0.4 | ||||||||||
1,500,000 | (1) | Upland CLO Ltd. 2016-1A BR, 4.611%, (US0003M + 1.850%), 04/20/2031 | 1,436,100 | 0.1 | ||||||||||
1,795,000 | (1) | Venture XX CLO Ltd. 2015-20A CR, 4.687%, (US0003M + 1.900%), 04/15/2027 | 1,767,319 | 0.1 | ||||||||||
987,500 | (1) | Wendy's Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | 974,781 | 0.1 | ||||||||||
2,000,000 | (1) | West CLO 2014-2A BR Ltd., 4.529%, (US0003M + 1.750%), 01/16/2027 | 1,971,688 | 0.1 | ||||||||||
192,882,189 | 13.7 | |||||||||||||
Student Loan Asset-Backed Securities: 1.3% | ||||||||||||||
1,526,000 | (1) | Commonbond Student Loan Trust 2018-CGS C, 4.350%, 02/25/2046 | 1,533,976 | 0.1 | ||||||||||
445,123 | (1) | Earnest Student Loan Program, LLC 2017-A C, 4.130%, 01/25/2041 | 437,315 | 0.0 | ||||||||||
1,086,000 | (1) | ELFI Graduate Loan Program 2018-A B LLC, 4.000%, 08/25/2042 | 1,082,864 | 0.1 | ||||||||||
2,000,000 | (1) | Laurel Road Prime Student Loan Trust 2018-B BFX, 3.720%, 05/26/2043 | 2,027,024 | 0.1 | ||||||||||
4,000,000 | (1) | SMB Private Education Loan Trust 2014-A C, 4.500%, 09/15/2045 | 3,797,813 | 0.3 | ||||||||||
1,000,000 | (1) | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | 969,409 | 0.1 |
2,250,000 | (1),(3) | SoFi Professional Loan Program 2017-A B LLC, 3.440%, 03/26/2040 | 2,258,398 | 0.1 | ||||||||||
1,000,000 | (1),(3) | SoFi Professional Loan Program 2017-A C, 4.430%, 03/26/2040 | 1,028,277 | 0.1 | ||||||||||
1,000,000 | (1),(3) | SoFi Professional Loan Program 2017-C C, 4.210%, 07/25/2040 | 1,017,757 | 0.1 | ||||||||||
1,000,000 | (1) | SoFi Professional Loan Program 2017-E C LLC, 4.160%, 11/26/2040 | 1,018,031 | 0.1 | ||||||||||
1,000,000 | (1) | Sofi Professional Loan Program 2018-D BFX Trust, 4.140%, 02/25/2048 | 1,023,185 | 0.1 | ||||||||||
2,000,000 | (1) | Sofi Professional Loan Program 2019-B BFX LLC, 3.730%, 08/17/2048 | 1,997,803 | 0.1 | ||||||||||
18,191,852 | 1.3 | |||||||||||||
Total Asset-Backed Securities (Cost $223,444,696) | 222,690,273 | 15.8 | ||||||||||||
BANK LOANS: 14.2% | ||||||||||||||
Aerospace & Defense: 0.2% | ||||||||||||||
260,140 | DAE Aviation Holdings, Inc. 2019 Term Loan B, 6.615%, (US0003M + 4.000%), 04/06/2026 | 260,535 | 0.0 | |||||||||||
139,860 | DAE Aviation Holdings, Inc. CAD Term Loan, 6.615%, (US0003M + 4.000%), 01/23/2026 | 140,072 | 0.0 | |||||||||||
498,731 | Geo Group, Inc. (The) 2018 Term Loan B, 4.800%, (US0003M + 2.000%), 03/22/2024 | 477,431 | 0.0 | |||||||||||
399,250 | KBR, Inc. Term Loan B, 6.249%, (US0001M + 3.750%), 04/25/2025 | 400,248 | 0.0 | |||||||||||
694,367 | Maxar Technologies Ltd. Term Loan B, 5.250%, (US0001M + 2.750%), 10/04/2024 | 543,631 | 0.1 | |||||||||||
297,004 | TransDigm, Inc. 2018 Term Loan F, 4.999%, (US0001M + 2.500%), 06/09/2023 | 290,461 | 0.0 | |||||||||||
743,497 | TransDigm, Inc. 2018 Term Loan G, 4.999%, (US0001M + 2.500%), 08/22/2024 | 725,632 | 0.1 | |||||||||||
2,838,010 | 0.2 | |||||||||||||
Auto Components: 0.0% | ||||||||||||||
671,300 | Broadstreet Partners, Inc. 2018 Term Loan B, 5.749%, (US0001M + 3.250%), 11/08/2023 | 667,105 | 0.0 | |||||||||||
Automotive: 0.6% | ||||||||||||||
397,244 | Belron Finance US LLC USD Term Loan B, 4.989%, (US0003M + 2.250%), 11/07/2024 | 392,765 | 0.0 |
See Accompanying Notes to Financial Statements
84 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
445,861 | Bright Bidco B.V. 2018 Term Loan B, 6.068%, (US0003M + 3.500%), 06/30/2024 | 351,673 | 0.0 | |||||||||||
891,059 | Dynacast International LLC Term Loan B2, 5.772%, (US0003M + 3.250%), 01/28/2022 | 878,807 | 0.1 | |||||||||||
2,139,325 | Gates Global LLC 2017 USD Repriced Term Loan B, 5.249%, (US0001M + 2.750%), 04/01/2024 | 2,120,032 | 0.2 | |||||||||||
150,000 | Holley Purchaser, Inc. Term Loan B, 7.744%, (US0003M + 5.000%), 10/24/2025 | 147,375 | 0.0 | |||||||||||
1,040,964 | KAR Auction Services, Inc. Term Loan B5, 5.125%, (US0003M + 2.500%), 03/09/2023 | 1,036,626 | 0.1 | |||||||||||
519,202 | Mavis Tire Express Services Corp. 2018 1st Lien Term Loan, 5.736%, (US0001M + 3.250%), 03/20/2025 | 509,467 | 0.0 | |||||||||||
68,569 | Mavis Tire Express Services Corp. 2018 Delayed Draw Term Loan, 5.736%, (US0001M + 3.250%), 03/20/2025 | 67,284 | 0.0 | |||||||||||
1,015,000 | Panther BF Aggregator 2 L P Term Loan B, 6.100%, (US0003M + 3.500%), 03/18/2026 | 1,004,825 | 0.1 | |||||||||||
147,299 | Superior Industries International, Inc. 2018 1st Lien Term Loan B, 6.499%, (US0001M + 4.000%), 05/22/2024 | 144,353 | 0.0 | |||||||||||
1,515,000 | Tenneco, Inc. 2018 Term Loan B, 5.240%, (US0001M + 2.750%), 10/01/2025 | 1,451,559 | 0.1 | |||||||||||
647,750 | Truck Hero, Inc. 1st Lien Term Loan, 6.249%, (US0001M + 3.750%), 04/21/2024 | 624,674 | 0.0 | |||||||||||
8,729,440 | 0.6 | |||||||||||||
Beverage & Tobacco: 0.1% | ||||||||||||||
896,000 | Refresco Group BV USD Term Loan B3, 5.934%, (US0003M + 3.250%), 03/28/2025 | 889,280 | 0.1 | |||||||||||
Brokers, Dealers & Investment Houses: 0.0% | ||||||||||||||
200,000 | Forest City Enterprises, L.P. Term Loan B, 6.481%, (US0001M + 4.000%), 12/07/2025 | 201,250 | 0.0 | |||||||||||
Building & Development: 0.3% | ||||||||||||||
544,415 | Capital Automotive L.P. 2017 1st Lien Term Loan, 5.000%, (US0001M + 2.500%), 03/24/2024 | 538,518 | 0.0 |
896,241 | Core & Main LP 2017 Term Loan B, 5.626%, (US0003M + 3.000%), 08/01/2024 | 890,617 | 0.1 | |||||||||||
150,000 | Foundation Building Materials Holding Company LLC 2018 Term Loan B, 5.499%, (US0001M + 3.000%), 08/13/2025 | 146,719 | 0.0 | |||||||||||
1,048,123 | GYP Holdings III Corp. 2018 Term Loan B, 5.249%, (US0001M + 2.750%), 06/01/2025 | 1,019,955 | 0.1 | |||||||||||
248,731 | Henry Company LLC Term Loan B, 6.499%, (US0001M + 4.000%), 10/05/2023 | 248,264 | 0.0 | |||||||||||
149,625 | Interior Logic Group, Inc. 2018 Term Loan B, 6.601%, (US0003M + 4.000%), 05/30/2025 | 147,287 | 0.0 | |||||||||||
398,000 | MX Holdings US, Inc. 2018 USD Term Loan B1C, 5.499%, (US0001M + 3.000%), 07/31/2025 | 397,336 | 0.0 | |||||||||||
900,000 | Quikrete Hldgs Inc Term Loan, 5.249%, (US0001M + 2.750%), 11/15/2023 | 877,500 | 0.1 | |||||||||||
148,125 | Werner FinCo LP 2017 Term Loan, 6.601%, (US0003M + 4.000%), 07/24/2024 | 142,941 | 0.0 | |||||||||||
397,011 | Wilsonart LLC 2017 Term Loan B, 5.860%, (US0003M + 3.250%), 12/19/2023 | 386,217 | 0.0 | |||||||||||
4,795,354 | 0.3 | |||||||||||||
Building Materials: 0.1% | ||||||||||||||
1,153,162 | NCI Building Systems, Inc. 2018 Term Loan, 6.547%, (US0003M + 3.750%), 04/12/2025 | 1,101,270 | 0.1 | |||||||||||
Business Equipment & Services: 1.7% | ||||||||||||||
80,487 | 24-7 Intouch Inc 2018 Term Loan, 6.749%, (US0001M + 4.250%), 08/20/2025 | 77,418 | 0.0 | |||||||||||
1,043,597 | AlixPartners, LLP 2017 Term Loan B, 5.249%, (US0001M + 2.750%), 04/04/2024 | 1,039,031 | 0.1 | |||||||||||
397,121 | Allflex Holdings III, Inc. New 1st Lien Term Loan, 5.732%, (US0001M + 3.250%), 07/18/2020 | 396,873 | 0.0 | |||||||||||
249,357 | Allied Universal Holdco LLC 2015 Term Loan, 6.350%, (US0003M + 3.750%), 07/28/2022 | 241,461 | 0.0 | |||||||||||
150,000 | Allied Universal Holdco LLC Incremental Term Loan, 6.749%, (US0001M + 4.250%), 07/28/2022 | 145,250 | 0.0 |
See Accompanying Notes to Financial Statements
85 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
398,125 | Ascend Learning, LLC 2017 Term Loan B, 5.499%, (US0001M + 3.000%), 07/12/2024 | 391,158 | 0.0 | |||||||||||
145,791 | Big Ass Fans, LLC 2018 Term Loan, 6.351%, (US0003M + 3.750%), 05/21/2024 | 145,882 | 0.0 | |||||||||||
539,768 | Camelot UK Holdco Limited 2017 Repriced Term Loan, 5.746%, (US0001M + 3.250%), 10/03/2023 | 537,069 | 0.0 | |||||||||||
782,465 | Canyon Valor Companies, Inc. USD 2017 Term Loan B1, 5.351%, (US0003M + 2.750%), 06/16/2023 | 775,619 | 0.1 | |||||||||||
396,487 | Colorado Buyer Inc Term Loan B, 5.600%, (US0003M + 3.000%), 05/01/2024 | 384,923 | 0.0 | |||||||||||
398,937 | Convergint Technologies LLC 2018 1st Lien Term Loan, 5.499%, (US0001M + 3.000%), 02/03/2025 | 387,966 | 0.0 | |||||||||||
40,096 | DTI Holdco, Inc. 2018 Term Loan B, 7.494%, (US0003M + 4.750%), 09/30/2023 | 37,724 | 0.0 | |||||||||||
666,848 | EIG Investors Corp. 2018 1st Lien Term Loan, 6.389%, (US0003M + 3.750%), 02/09/2023 | 664,903 | 0.1 | |||||||||||
70 | Engineered Machinery Holdings, Inc. USD 1st Lien Term Loan, 5.851%, (US0003M + 3.250%), 07/19/2024 | 67 | 0.0 | |||||||||||
295,515 | EVO Payments International LLC 2018 1st Lien Term Loan, 5.750%, (US0001M + 3.250%), 12/22/2023 | 295,330 | 0.0 | |||||||||||
2,903,125 | Financial & Risk US Holdings, Inc. 2018 USD Term Loan, 6.249%, (US0001M + 3.750%), 10/01/2025 | 2,821,173 | 0.2 | |||||||||||
149,625 | FrontDoor Inc 2018 Term Loan B, 5.000%, (US0001M + 2.500%), 08/14/2025 | 149,251 | 0.0 | |||||||||||
126,221 | Garda World Security Corporation 2017 Term Loan, 6.120%, (US0003M + 3.500%), 05/24/2024 | 125,380 | 0.0 | |||||||||||
297,750 | GreenSky Holdings, LLC 2018 Term Loan B, 5.746%, (US0001M + 3.250%), 03/31/2025 | 296,633 | 0.0 |
153,133 | ION Trading Technologies S.a.r.l. USD Incremental Term Loan B, 6.651%, (US0003M + 4.000%), 11/21/2024 | 148,922 | 0.0 | |||||||||||
148,450 | IQOR US Inc. Term Loan B, 7.797%, (US0003M + 5.000%), 04/01/2021 | 139,580 | 0.0 | |||||||||||
1,000,274 | KUEHG Corp. 2018 Incremental Term Loan, 6.351%, (US0003M + 3.750%), 02/21/2025 | 987,459 | 0.1 | |||||||||||
547,122 | Learning Care Group, Inc. 2018 1st Lien Term Loan, 5.816%, (US0002M + 3.250%), 03/13/2025 | 537,091 | 0.1 | |||||||||||
100,000 | Learning Care Group, Inc. 2018 2nd Lien Term Loan, 10.071%, (US0002M + 7.500%), 03/13/2026 | 99,500 | 0.0 | |||||||||||
396,866 | NeuStar, Inc. 2018 Term Loan B4, 5.999%, (US0001M + 3.500%), 08/08/2024 | 383,306 | 0.0 | |||||||||||
99,972 | NeuStar, Inc. 2nd Lien Term Loan, 10.499%, (US0001M + 8.000%), 08/08/2025 | 98,145 | 0.0 | |||||||||||
995,302 | NVA Holdings, Inc. Term Loan B3, 5.249%, (US0001M + 2.750%), 02/02/2025 | 965,027 | 0.1 | |||||||||||
647,000 | PI US MergerCo, Inc. USD 2017 1st Lien Term Loan, 5.999%, (US0001M + 3.500%), 12/20/2024 | 636,587 | 0.1 | |||||||||||
421,660 | Pre-Paid Legal Services, Inc. 2018 1st Lien Term Loan, 5.499%, (US0001M + 3.000%), 05/01/2025 | 416,652 | 0.0 | |||||||||||
149,250 | PricewaterhouseCoopers LLP 2018 Term Loan, 5.499%, (US0001M + 3.000%), 05/01/2025 | 146,265 | 0.0 | |||||||||||
498,125 | Prometric Holdings, Inc. 1st Lien Term Loan, 5.500%, (US0001M + 3.000%), 01/29/2025 | 492,521 | 0.0 | |||||||||||
1,530,217 | Red Ventures, LLC 2018 Term Loan B, 5.499%, (US0001M + 3.000%), 11/08/2024 | 1,521,292 | 0.1 | |||||||||||
399,250 | Renaissance Learning, Inc. 2018 Add On Term Loan, 5.749%, (US0001M + 3.250%), 05/30/2025 | 383,779 | 0.0 | |||||||||||
148,500 | Research Now Group, Inc. 2017 1st Lien Term Loan, 7.999%, (US0001M + 5.500%), 12/20/2024 | 147,572 | 0.0 |
See Accompanying Notes to Financial Statements
86 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
165,000 | Sandvine Corporation 2018 1st Lien Term Loan, 6.999%, (US0001M + 4.500%), 11/02/2025 | 162,525 | 0.0 | |||||||||||
890,692 | Solera Holdings, Inc. USD Term Loan B, 5.249%, (US0001M + 2.750%), 03/03/2023 | 885,348 | 0.1 | |||||||||||
1,146,603 | Spin Holdco Inc. 2017 Term Loan B, 6.029%, (US0003M + 3.250%), 11/14/2022 | 1,117,222 | 0.1 | |||||||||||
149,625 | SSH Group Holdings, Inc. 2018 1st Lien Term Loan, 6.749%, (US0001M + 4.250%), 07/30/2025 | 148,596 | 0.0 | |||||||||||
898,125 | Staples, Inc. 2017 Term Loan B, 6.489%, (US0001M + 4.000%), 09/12/2024 | 893,554 | 0.1 | |||||||||||
153,814 | Stiphout Finance LLC USD 1st Lien Term Loan, 5.499%, (US0001M + 3.000%), 10/26/2022 | 151,891 | 0.0 | |||||||||||
109,725 | SurveyMonkey Inc. 2018 Term Loan B, 6.162%, (US0001W + 3.750%), 10/10/2025 | 107,805 | 0.0 | |||||||||||
399,244 | USS Ultimate Holdings, Inc. 1st Lien Term Loan, 6.249%, (US0001M + 3.750%), 08/25/2024 | 396,083 | 0.0 | |||||||||||
804,238 | Verifone Systems, Inc. 2018 1st Lien Term Loan, 6.683%, (US0003M + 4.000%), 08/20/2025 | 792,777 | 0.1 | |||||||||||
100,000 | Verifone Systems, Inc. 2018 2nd Lien Term Loan, 10.683%, (US0003M + 8.000%), 08/20/2026 | 98,000 | 0.0 | |||||||||||
648,875 | Verra Mobility Corporation 2018 1st Lien Term Loan, 6.249%, (US0001M + 3.750%), 02/28/2025 | 649,484 | 0.1 | |||||||||||
1,027,422 | Verscend Holding Corp. 2018 Term Loan B, 6.999%, (US0001M + 4.500%), 08/27/2025 | 1,020,346 | 0.1 | |||||||||||
1,408,947 | West Corporation 2017 Term Loan, 6.629%, (US0003M + 4.000%), 10/10/2024 | 1,324,410 | 0.1 | |||||||||||
194,025 | West Corporation 2018 Term Loan B1, 6.129%, (US0003M + 3.500%), 10/10/2024 | 180,504 | 0.0 | |||||||||||
144,094 | Yak Access, LLC 2018 1st Lien Term Loan B, 7.499%, (US0001M + 5.000%), 07/02/2025 | 123,200 | 0.0 |
100,000 | Yak Access, LLC 2018 2nd Lien Term Loan B, 12.489%, (US0001M + 10.000%), 06/13/2026 | 80,000 | 0.0 | |||||||||||
24,148,554 | 1.7 | |||||||||||||
Cable & Satellite Television: 0.2% | ||||||||||||||
1,043,369 | CSC Holdings, LLC 2018 Term Loan B, 4.984%, (US0001M + 2.500%), 01/25/2026 | 1,022,339 | 0.1 | |||||||||||
993,829 | Radiate Holdco, LLC 1st Lien Term Loan, 5.499%, (US0001M + 3.000%), 02/01/2024 | 972,607 | 0.1 | |||||||||||
143,583 | Telesat Canada Term Loan B4, 5.110%, (US0003M + 2.500%), 11/17/2023 | 141,908 | 0.0 | |||||||||||
499,873 | UPC Financing Partnership USD Term Loan AR, 4.984%, (US0001M + 2.500%), 01/15/2026 | 498,652 | 0.0 | |||||||||||
150,000 | Virgin Media Bristol LLC USD Term Loan K, 4.984%, (US0001M + 2.500%), 01/15/2026 | 148,513 | 0.0 | |||||||||||
2,784,019 | 0.2 | |||||||||||||
Chemicals & Plastics: 0.5% | ||||||||||||||
83,621 | Allnex (Luxembourg) & Cy S.C.A. 2016 USD Term Loan B2, 5.879%, (US0003M + 3.250%), 09/13/2023 | 83,046 | 0.0 | |||||||||||
62,999 | Allnex USA, Inc. USD Term Loan B3, 5.879%, (US0003M + 3.250%), 09/13/2023 | 62,566 | 0.0 | |||||||||||
391,371 | Alpha 3 B.V. 2017 Term Loan B1, 5.601%, (US0003M + 3.000%), 01/31/2024 | 383,788 | 0.0 | |||||||||||
1,503,115 | Avantor, Inc. 2017 1st Lien Term Loan, 6.249%, (US0003M + 3.750%), 11/21/2024 | 1,508,439 | 0.1 | |||||||||||
174,125 | Composite Resins Holding B.V. 2018 Term Loan B, 6.983%, (US0003M + 4.250%), 08/01/2025 | 173,254 | 0.0 | |||||||||||
895,981 | Diamond (BC) B.V. USD Term Loan, 5.744%, (US0003M + 3.000%), 09/06/2024 | 859,022 | 0.1 | |||||||||||
238,975 | Emerald Performance Materials, LLC New 1st Lien Term Loan, 5.999%, (US0001M + 3.500%), 08/01/2021 | 236,735 | 0.0 | |||||||||||
148,875 | Encapsys, LLC 1st Lien Term Loan, 5.749%, (US0001M + 3.250%), 11/07/2024 | 146,084 | 0.0 |
See Accompanying Notes to Financial Statements
87 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
240,000 | Platform Specialty Products Corporation Term Loan, 4.749%, (US0001M + 2.250%), 01/30/2026 | 238,400 | 0.0 | |||||||||||
400,000 | Polar US Borrower, LLC 2018 1st Lien Term Loan, 8.297%, (PRIME + 3.750%), 10/15/2025 | 398,500 | 0.0 | |||||||||||
503,613 | PQ Corporation 2018 Term Loan B, 5.244%, (US0003M + 2.500%), 02/08/2025 | 498,577 | 0.1 | |||||||||||
1,680,000 | Starfruit Finco B.V 2018 USD Term Loan B, 5.740%, (US0001M + 3.250%), 10/01/2025 | 1,658,464 | 0.1 | |||||||||||
195,299 | Tronox Blocked Borrower LLC Term Loan B, 5.499%, (US0001M + 3.000%), 09/23/2024 | 194,794 | 0.0 | |||||||||||
428,375 | Tronox Finance LLC Term Loan B, 5.499%, (US0001M + 3.000%), 09/23/2024 | 427,266 | 0.0 | |||||||||||
533,254 | Univar Inc. 2017 USD Term Loan B, 4.749%, (US0001M + 2.250%), 07/01/2024 | 528,172 | 0.1 | |||||||||||
7,397,107 | 0.5 | |||||||||||||
Clothing/Textiles: 0.1% | ||||||||||||||
1,248,745 | Varsity Brands, Inc. 2017 Term Loan B, 5.999%, (US0001M + 3.500%), 12/15/2024 | 1,230,014 | 0.1 | |||||||||||
Containers & Glass Products: 0.6% | ||||||||||||||
148,875 | Albea Beauty Holdings S.A 2018 USD Term Loan B2, 5.887%, (US0006M + 3.000%), 04/22/2024 | 146,084 | 0.0 | |||||||||||
149,250 | Ball Metalpack, LLC 2018 1st Lien Term Loan B, 6.999%, (US0001M + 4.500%), 07/24/2025 | 147,951 | 0.0 | |||||||||||
542,018 | BWAY Holding Company 2017 Term Loan B, 6.033%, (US0003M + 3.250%), 04/03/2024 | 530,093 | 0.0 | |||||||||||
542,751 | Consolidated Container Company LLC 2017 1st Lien Term Loan, 5.249%, (US0001M + 2.750%), 05/22/2024 | 535,628 | 0.1 | |||||||||||
647,375 | Flex Acquisition Company, Inc. 1st Lien Term Loan, 5.626%, (US0003M + 3.000%), 12/29/2023 | 628,965 | 0.1 |
1,036,050 | Flex Acquisition Company, Inc. 2018 Incremental Term Loan, 5.876%, (US0003M + 3.250%), 06/29/2025 | 1,007,189 | 0.1 | |||||||||||
373,173 | Milacron LLC Amended Term Loan B, 4.999%, (US0001M + 2.500%), 09/28/2023 | 364,777 | 0.0 | |||||||||||
399,250 | Pelican Products, Inc. 2018 1st Lien Term Loan, 5.981%, (US0001M + 3.500%), 05/01/2025 | 393,261 | 0.0 | |||||||||||
397,237 | Plastipak Packaging, Inc. 2018 Term Loan B, 5.030%, (US0001M + 2.500%), 10/14/2024 | 391,973 | 0.0 | |||||||||||
897,000 | Proampac PG Borrower LLC First Lien Term Loan, 6.141%, (US0001M + 3.500%), 11/18/2023 | 867,287 | 0.1 | |||||||||||
1,736,789 | Reynolds Group Holdings Inc. USD 2017 Term Loan, 5.249%, (US0001M + 2.750%), 02/05/2023 | 1,718,647 | 0.1 | |||||||||||
398,500 | Ring Container Technologies Group, LLC 1st Lien Term Loan, 5.249%, (US0001M + 2.750%), 10/31/2024 | 391,692 | 0.0 | |||||||||||
500,000 | Titan Acquisition Limited 2018 Term Loan B, 5.499%, (US0003M + 3.000%), 03/28/2025 | 465,625 | 0.0 | |||||||||||
796,079 | Tricorbraun Hldgs Inc First Lien Term Loan, 6.357%, (US0003M + 3.750%), 11/30/2023 | 795,416 | 0.1 | |||||||||||
545,120 | Trident TPI Holdings, Inc. 2017 USD Term Loan B1, 5.749%, (US0001M + 3.250%), 10/17/2024 | 527,404 | 0.0 | |||||||||||
8,911,992 | 0.6 | |||||||||||||
Cosmetics/Toiletries: 0.0% | ||||||||||||||
149,625 | Anastasia Parent, LLC 2018 Term Loan B, 6.249%, (US0001M + 3.750%), 08/11/2025 | 139,525 | 0.0 | |||||||||||
547,000 | Wellness Merger Sub, Inc. 1st Lien Term Loan, 6.879%, (US0003M + 4.250%), 06/30/2024 | 539,479 | 0.0 | |||||||||||
679,004 | 0.0 | |||||||||||||
Diversified Financial Services: 0.0% | ||||||||||||||
106,000 | Blucora, Inc. 2017 Term Loan B, 5.499%, (US0001M + 3.000%), 05/22/2024 | 104,410 | 0.0 |
See Accompanying Notes to Financial Statements
88 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
Drugs: 0.2% | ||||||||||||||
491,930 | Alvogen Pharma US, Inc. 2018 Term Loan B, 7.250%, (US0001M + 4.750%), 04/02/2022 | 480,247 | 0.0 | |||||||||||
1,071,423 | Amneal Pharmaceuticals LLC 2018 Term Loan B, 6.000%, (US0001M + 3.500%), 05/04/2025 | 1,070,075 | 0.1 | |||||||||||
896,856 | Endo Luxembourg Finance Company I S.a r.l. 2017 Term Loan B, 6.749%, (US0001M + 4.250%), 04/29/2024 | 883,683 | 0.0 | |||||||||||
1,036,758 | Horizon Pharma, Inc. 2018 Term Loan B, 5.500%, (US0001M + 3.000%), 03/29/2024 | 1,038,503 | 0.1 | |||||||||||
3,472,508 | 0.2 | |||||||||||||
Ecological Services & Equipment: 0.1% | ||||||||||||||
877,791 | GFL Environmental Inc. 2018 USD Term Loan B, 5.499%, (US0001M + 3.000%), 05/30/2025 | 852,555 | 0.1 | |||||||||||
248,125 | Gopher Resource, LLC 1st Lien Term Loan, 5.749%, (US0001M + 3.250%), 03/06/2025 | 247,505 | 0.0 | |||||||||||
1,100,060 | 0.1 | |||||||||||||
Electronics/Electrical: 2.0% | ||||||||||||||
250,000 | ABC Financial Services, Inc. 1st Lien Term Loan, 6.743%, (US0003M + 4.250%), 01/02/2025 | 250,625 | 0.0 | |||||||||||
68,916 | Aptean, Inc. 2017 1st Lien Term Loan, 6.860%, (US0003M + 4.250%), 12/20/2022 | 68,959 | 0.0 | |||||||||||
345,274 | Avast Software B.V. 2018 USD Term Loan B, 5.109%, (US0003M + 2.500%), 09/30/2023 | 345,252 | 0.0 | |||||||||||
797,750 | Barracuda Networks, Inc. 1st Lien Term Loan, 5.741%, (US0001M + 3.250%), 02/12/2025 | 793,097 | 0.1 | |||||||||||
1,459,375 | BMC Software Finance, Inc. 2018 USD Term Loan B, 6.851%, (US0003M + 4.250%), 10/02/2025 | 1,432,194 | 0.1 | |||||||||||
399,624 | Brave Parent Holdings, Inc. 1st Lien Term Loan, 6.499%, (US0001M + 4.000%), 04/18/2025 | 395,461 | 0.0 | |||||||||||
150,000 | Carbonite, Inc Term Loan B, 6.350%, (US0003M + 3.750%), 03/26/2026 | 149,109 | 0.0 | |||||||||||
184,538 | Cohu, Inc. 2018 Term Loan B, 5.601%, (US0003M + 3.000%), 09/20/2025 | 179,001 | 0.0 |
150,000 | Compuware Corporation 2018 Term Loan B, 5.999%, (US0001M + 3.500%), 08/22/2025 | 150,281 | 0.0 | |||||||||||
650,000 | Dynatrace LLC 2018 1st Lien Term Loan, 5.749%, (US0001M + 3.250%), 08/22/2025 | 648,476 | 0.1 | |||||||||||
91,176 | Dynatrace LLC 2018 2nd Lien Term Loan, 9.499%, (US0001M + 7.000%), 08/21/2026 | 91,176 | 0.0 | |||||||||||
150,000 | EagleView Technology Corporation 2018 Add On Term Loan B, 5.982%, (US0003M + 3.500%), 08/14/2025 | 146,062 | 0.0 | |||||||||||
149,250 | Electrical Components International, Inc. 2018 1st Lien Term Loan, 6.851%, (US0003M + 4.250%), 06/26/2025 | 145,519 | 0.0 | |||||||||||
887,325 | Epicor Software Corporation 1st Lien Term Loan, 5.750%, (US0001M + 3.250%), 06/01/2022 | 878,267 | 0.1 | |||||||||||
149,620 | Exact Merger Sub LLC 1st Lien Term Loan, 6.851%, (US0003M + 4.250%), 09/27/2024 | 148,935 | 0.0 | |||||||||||
567,491 | Greeneden U.S. Holdings II, LLC 2018 USD Term Loan B, 5.749%, (US0001M + 3.250%), 12/01/2023 | 560,752 | 0.1 | |||||||||||
250,000 | Hyland Software, Inc. 2017 2nd Lien Term Loan, 9.499%, (US0003M + 7.000%), 07/07/2025 | 250,547 | 0.0 | |||||||||||
684,937 | Hyland Software, Inc. 2018 Term Loan 3, 5.999%, (US0001M + 3.500%), 07/01/2024 | 685,044 | 0.1 | |||||||||||
470,000 | Imperva, Inc. 1st Lien Term Loan, 6.493%, (US0001M + 4.000%), 01/12/2026 | 467,258 | 0.0 | |||||||||||
110,000 | Imperva, Inc. 2nd Lien Term Loan, 10.243%, (US0001M + 7.750%), 01/11/2027 | 108,488 | 0.0 | |||||||||||
897,315 | Infor (US), Inc. Term Loan B6, 5.272%, (US0001M + 2.750%), 02/01/2022 | 894,230 | 0.1 | |||||||||||
1,189,138 | Informatica Corporation 2018 USD Term Loan, 5.749%, (US0001M + 3.250%), 08/05/2022 | 1,187,801 | 0.1 | |||||||||||
1,804,853 | Kronos Incorporated 2017 Term Loan B, 5.736%, (US0003M + 3.000%), 11/01/2023 | 1,787,510 | 0.1 |
See Accompanying Notes to Financial Statements
89 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
150,000 | Lumentum Holdings 2018 1st Lien Term Loan, 4.999%, (US0001M + 2.500%), 12/10/2025 | 150,000 | 0.0 | |||||||||||
116,517 | MA FinanceCo., LLC USD Term Loan B3, 4.999%, (US0001M + 2.500%), 06/21/2024 | 113,410 | 0.0 | |||||||||||
112,273 | MaxLinear, Inc. Term Loan B, 4.984%, (US0001M + 2.500%), 05/12/2024 | 112,130 | 0.0 | |||||||||||
250,000 | McAfee, LLC 2017 2nd Lien Term Loan, 10.999%, (US0003M + 8.500%), 09/29/2025 | 252,812 | 0.0 | |||||||||||
1,411,373 | McAfee, LLC 2018 USD Term Loan B, 6.249%, (US0001M + 3.750%), 09/30/2024 | 1,409,433 | 0.1 | |||||||||||
894,356 | MH Sub I, LLC 2017 1st Lien Term Loan, 6.236%, (US0001M + 3.750%), 09/13/2024 | 883,829 | 0.1 | |||||||||||
400,000 | MH Sub I, LLC 2017 2nd Lien Term Loan, 9.986%, (US0001M + 7.500%), 09/15/2025 | 395,000 | 0.0 | |||||||||||
149,625 | NAVEX TopCo, Inc. 2018 1st Lien Term Loan, 5.750%, (US0001M + 3.250%), 09/05/2025 | 146,820 | 0.0 | |||||||||||
100,000 | NAVEX TopCo, Inc. 2018 2nd Lien Term Loan, 9.500%, (US0001M + 7.000%), 09/05/2026 | 98,417 | 0.0 | |||||||||||
399,216 | Optiv Security, Inc. 1st Lien Term Loan, 5.740%, (US0001M + 3.250%), 02/01/2024 | 383,247 | 0.0 | |||||||||||
175,000 | Project Leopard Holdings, Inc. 2019 Term Loan, 6.749%, (US0001M + 4.250%), 07/07/2023 | 173,469 | 0.0 | |||||||||||
1,068,575 | Quest Software US Holdings Inc. 2018 1st Lien Term Loan, 6.994%, (US0003M + 4.250%), 05/16/2025 | 1,056,887 | 0.1 | |||||||||||
115,000 | Quest Software US Holdings Inc. 2018 2nd Lien Term Loan, 10.994%, (US0003M + 8.250%), 05/16/2026 | 113,850 | 0.0 | |||||||||||
1,291,710 | Rackspace Hosting, Inc. 2017 Incremental 1st Lien Term Loan, 5.738%, (US0003M + 3.000%), 11/03/2023 | 1,212,593 | 0.1 | |||||||||||
745,995 | Riverbed Technology, Inc. 2016 Term Loan, 5.750%, (US0001M + 3.250%), 04/24/2022 | 679,228 | 0.1 |
90,000 | Rocket Software, Inc. 2018 2nd Lien Term Loan, 10.749%, (US0001M + 8.250%), 11/20/2026 | 88,875 | 0.0 | |||||||||||
580,000 | Rocket Software, Inc. 2018 Term Loan, 6.749%, (US0001M + 4.250%), 11/28/2025 | 579,348 | 0.1 | |||||||||||
369,466 | Rovi Solutions Corporation Term Loan B, 5.000%, (US0001M + 2.500%), 07/02/2021 | 362,231 | 0.0 | |||||||||||
395,731 | RP Crown Parent LLC Term Loan B, 5.240%, (US0001M + 2.750%), 10/12/2023 | 391,279 | 0.0 | |||||||||||
786,867 | Seattle Spinco, Inc. USD Term Loan B3, 4.999%, (US0001M + 2.500%), 06/21/2024 | 765,884 | 0.1 | |||||||||||
549,375 | Severin Acquisition, LLC 2018 Term Loan B, 5.989%, (US0001M + 3.250%), 08/01/2025 | 536,671 | 0.0 | |||||||||||
396,891 | SkillSoft Corporation 1st Lien Term Loan, 7.240%, (US0001M + 4.750%), 04/28/2021 | 334,381 | 0.0 | |||||||||||
1,267,228 | SolarWinds Holdings, Inc. 2018 Term Loan B, 5.249%, (US0001M + 2.750%), 02/05/2024 | 1,255,913 | 0.1 | |||||||||||
139,650 | SonicWALL, Inc. 1st Lien Term Loan, 6.183%, (US0003M + 3.500%), 05/16/2025 | 136,159 | 0.0 | |||||||||||
100,000 | SonicWALL, Inc. 2nd Lien Term Loan, 10.183%, (US0003M + 7.500%), 05/18/2026 | 95,813 | 0.0 | |||||||||||
139,233 | SS&C Technologies Holdings Europe S.A.R.L. 2018 Term Loan B4, 4.749%, (US0001M + 2.250%), 04/16/2025 | 138,261 | 0.0 | |||||||||||
191,844 | SS&C Technologies Inc. 2018 Term Loan B3, 4.749%, (US0001M + 2.250%), 04/16/2025 | 190,505 | 0.0 | |||||||||||
455,000 | Travelport Finance (Luxembourg) S.a.r.l. 2019 Term Loan, 7.350%, (US0003M + 4.750%), 03/13/2026 | 444,478 | 0.0 | |||||||||||
650,000 | TriTech Software Systems 2018 Term Loan B, 6.249%, (US0001M + 3.750%), 08/29/2025 | 641,469 | 0.1 | |||||||||||
424,292 | TTM Technologies, Inc. 2017 Term Loan, 4.989%, (US0001M + 2.500%), 09/28/2024 | 419,519 | 0.0 |
See Accompanying Notes to Financial Statements
90 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
1,168,358 | Veritas Bermuda Ltd. USD Repriced Term Loan B, 7.021%, (US0001M + 4.500%), 01/27/2023 | 1,084,382 | 0.1 | |||||||||||
579,375 | Vertafore, Inc. 2018 1st Lien Term Loan, 5.749%, (US0003M + 3.250%), 07/02/2025 | 570,250 | 0.1 | |||||||||||
350,000 | Vertafore, Inc. 2018 2nd Lien Term Loan, 9.749%, (US0001M + 7.250%), 07/02/2026 | 346,828 | 0.0 | |||||||||||
78,571 | Web.com Group, Inc. 2018 2nd Lien Term Loan, 10.243%, (US0001M + 7.750%), 10/09/2026 | 77,589 | 0.0 | |||||||||||
140,845 | Web.com Group, Inc. 2018 Term Loan B, 6.243%, (US0001M + 3.750%), 10/10/2025 | 139,113 | 0.0 | |||||||||||
222,700 | Xperi Corporation 2018 Term Loan B1, 4.999%, (US0001M + 2.500%), 12/01/2023 | 218,524 | 0.0 | |||||||||||
27,762,641 | 2.0 | |||||||||||||
Financial Intermediaries: 0.3% | ||||||||||||||
149,625 | Advisor Group, Inc. 2018 Term Loan, 6.249%, (US0001M + 3.750%), 08/15/2025 | 150,093 | 0.0 | |||||||||||
897,372 | Blackhawk Network Holdings, Inc 2018 1st Lien Term Loan, 5.499%, (US0001M + 3.000%), 06/15/2025 | 883,014 | 0.1 | |||||||||||
699,500 | DTZ U.S. Borrower LLC 2018 Add On Term Loan B, 5.749%, (US0001M + 3.250%), 08/21/2025 | 695,237 | 0.1 | |||||||||||
297,750 | Duff & Phelps Corporation 2017 Term Loan B, 5.749%, (US0001M + 3.250%), 02/13/2025 | 291,702 | 0.0 | |||||||||||
1,170,000 | Edelman Financial Center, LLC 2018 1st Lien Term Loan, 6.037%, (US0003M + 3.250%), 07/21/2025 | 1,164,881 | 0.1 | |||||||||||
100,000 | Edelman Financial Center, LLC 2018 2nd Lien Term Loan, 9.537%, (US0003M + 6.750%), 07/20/2026 | 100,500 | 0.0 | |||||||||||
183 | First Eagle Investment Management, LLC 2018 Term Loan B, 5.351%, (US0003M + 2.750%), 12/26/2024 | 183 | 0.0 | |||||||||||
133,177 | Focus Financial Partners, LLC 2018 Incremental Term Loan, 4.999%, (US0001M + 2.500%), 07/03/2024 | 132,789 | 0.0 |
250,000 | Priority Payment Systems LLC Term Loan, 7.500%, (US0003M + 5.000%), 01/03/2023 | 250,312 | 0.0 | |||||||||||
3,668,711 | 0.3 | |||||||||||||
Food Products: 0.2% | ||||||||||||||
400,000 | 8th Avenue Food & Provisions, Inc. 2018 1st Lien Term Loan, 6.240%, (US0001M + 3.750%), 10/01/2025 | 401,250 | 0.0 | |||||||||||
100,000 | 8th Avenue Food & Provisions, Inc. 2018 2nd Lien Term Loan, 10.240%, (US0001M + 7.750%), 10/01/2026 | 100,125 | 0.0 | |||||||||||
148,125 | Atkins Nutritionals Holdings II, Inc. 2017 Term Loan B, 5.993%, (US0003M + 3.500%), 07/07/2024 | 145,903 | 0.0 | |||||||||||
149,250 | CH Guenther & Son, Incorporated 2018 Term Loan B, 5.249%, (US0001M + 2.750%), 03/31/2025 | 147,011 | 0.0 | |||||||||||
1,224,662 | IRB Holding Corp 1st Lien Term Loan, 5.739%, (US0001M + 3.250%), 02/05/2025 | 1,196,725 | 0.1 | |||||||||||
621,050 | NPC International, Inc. 1st Lien Term Loan, 6.051%, (US0001M + 3.500%), 04/19/2024 | 563,086 | 0.1 | |||||||||||
298,500 | Sigma Bidco B.V. 2018 USD Term Loan B, 5.603%, (US0003M + 3.000%), 07/02/2025 | 290,913 | 0.0 | |||||||||||
2,845,013 | 0.2 | |||||||||||||
Food Service: 0.3% | ||||||||||||||
149,250 | Del Friscos Restaurant Group, Inc. 2018 Incremental Term Loan, 8.500%, (US0001M + 6.000%), 06/27/2025 | 144,772 | 0.0 | |||||||||||
149,250 | Dhanani Group Inc. 2018 Term Loan B, 6.249%, (US0001M + 3.750%), 07/20/2025 | 146,265 | 0.0 | |||||||||||
399,250 | Flynn Restaurant Group LP 1st Lien Term Loan, 5.990%, (US0001M + 3.500%), 06/27/2025 | 389,269 | 0.0 | |||||||||||
147,779 | Fogo de Chao Churrascaria Holdings LLC 2018 Add On Term Loan, 6.749%, (US0001M + 4.250%), 04/05/2025 | 147,409 | 0.0 | |||||||||||
1,258,354 | Golden Nugget, Inc. 2017 Incremental Term Loan B, 5.242%, (US0001M + 2.750%), 10/04/2023 | 1,247,344 | 0.1 |
See Accompanying Notes to Financial Statements
91 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
916,644 | Hearthside Food Solutions, LLC 2018 Term Loan B, 6.186%, (US0001M + 3.688%), 05/23/2025 | 893,728 | 0.1 | |||||||||||
100,000 | K-Mac Holdings Corp 2018 2nd Lien Term Loan, 9.236%, (US0001M + 6.750%), 03/16/2026 | 99,436 | 0.0 | |||||||||||
100,000 | Tacala, LLC 2nd Lien Term Loan, 9.499%, (US0001M + 7.000%), 01/30/2026 | 99,250 | 0.0 | |||||||||||
436,026 | Welbilt, Inc. 2018 Term Loan B, 4.999%, (US0001M + 2.500%), 10/23/2025 | 427,305 | 0.1 | |||||||||||
3,594,778 | 0.3 | |||||||||||||
Food/Drug Retailers: 0.3% | ||||||||||||||
1,515,090 | Albertsons, LLC Term Loan B7, 5.499%, (US0001M + 3.000%), 11/17/2025 | 1,498,518 | 0.1 | |||||||||||
545,474 | Albertsons, LLC USD 2017 Term Loan B6, 5.479%, (US0001M + 3.000%), 06/22/2023 | 541,496 | 0.0 | |||||||||||
648,875 | EG Finco Limited 2018 USD Term Loan, 6.601%, (US0003M + 4.000%), 02/07/2025 | 634,816 | 0.1 | |||||||||||
148,875 | EG Group Limited 2018 USD Term Loan B, 6.601%, (US0003M + 4.000%), 02/07/2025 | 145,649 | 0.0 | |||||||||||
147,000 | Moran Foods LLC Term Loan, 8.601%, (US0003M + 6.000%), 12/05/2023 | 83,790 | 0.0 | |||||||||||
150,000 | Smart & Final Stores LLC 1st Lien Term Loan, 6.129%, (US0003M + 3.500%), 11/15/2022 | 143,750 | 0.0 | |||||||||||
740,000 | United Natural Foods, Inc. Term Loan B, 6.749%, (US0001M + 4.250%), 10/22/2025 | 641,025 | 0.1 | |||||||||||
3,689,044 | 0.3 | |||||||||||||
Health Care: 1.7% | ||||||||||||||
248,105 | Acadia Healthcare Company, Inc. 2018 Term Loan B3, 5.022%, (US0001M + 2.500%), 02/11/2022 | 246,554 | 0.0 | |||||||||||
150,000 | Accelerated Health Systems, LLC Term Loan B, 5.990%, (US0001M + 3.500%), 10/31/2025 | 150,000 | 0.0 | |||||||||||
927,850 | ADMI Corp. 2018 Term Loan B, 5.499%, (US0001M + 3.000%), 04/30/2025 | 914,512 | 0.1 | |||||||||||
150,000 | Agiliti Health, Inc Term Loan, 5.500%, (US0001M + 3.000%), 01/04/2026 | 149,809 | 0.0 |
147,516 | Air Methods Corporation 2017 Term Loan B, 6.101%, (US0003M + 3.500%), 04/21/2024 | 111,448 | 0.0 | |||||||||||
893,692 | ATI Holdings Acquisition, Inc. 2016 Term Loan, 5.992%, (US0003M + 3.500%), 05/10/2023 | 869,116 | 0.1 | |||||||||||
970,000 | Auris Luxembourg III S.a.r.l. 2019 USD Term Loan B, 6.249%, (US0001M + 3.750%), 02/27/2026 | 968,181 | 0.1 | |||||||||||
25,000 | Brightspring Health Services Delayed Draw Term Loan, 7.115%, (US0003M + 4.500%), 02/12/2026 | 24,667 | 0.0 | |||||||||||
775,000 | Brightspring Health Services Term Loan B, 6.982%, (US0001M + 4.500%), 02/08/2026 | 764,667 | 0.1 | |||||||||||
2,073,627 | Change Healthcare Holdings LLC 2017 Term Loan B, 5.249%, (US0001M + 2.750%), 03/01/2024 | 2,047,707 | 0.1 | |||||||||||
561,240 | CHG Healthcare Services Inc. 2017 1st Lien Term Loan B, 5.656%, (US0003M + 3.000%), 06/07/2023 | 558,200 | 0.0 | |||||||||||
864,046 | Concentra Inc. 2018 1st Lien Term Loan, 5.240%, (US0001M + 2.750%), 06/01/2022 | 860,785 | 0.1 | |||||||||||
29,939 | DentalCorp Perfect Smile ULC 1st Lien Delayed Draw Term Loan, 6.249%, (US0001M + 3.750%), 06/06/2025 | 29,265 | 0.0 | |||||||||||
119,400 | DentalCorp Perfect Smile ULC 1st Lien Term Loan, 6.249%, (US0001M + 3.750%), 06/06/2025 | 116,713 | 0.0 | |||||||||||
250,000 | Diplomat Pharmacy, Inc. 2017 Term Loan B, 7.000%, (US0003M + 4.500%), 12/20/2024 | 238,750 | 0.0 | |||||||||||
1,752,500 | Envision Healthcare Corporation 2018 1st Lien Term Loan, 6.249%, (US0001M + 3.750%), 10/10/2025 | 1,642,604 | 0.1 | |||||||||||
894,746 | ExamWorks Group, Inc. 2017 Term Loan, 5.749%, (US0001M + 3.250%), 07/27/2023 | 890,273 | 0.1 | |||||||||||
297,000 | Global Medical Response, Inc. 2017 Term Loan B2, 6.736%, (US0001M + 4.250%), 03/14/2025 | 280,201 | 0.0 |
See Accompanying Notes to Financial Statements
92 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
795,146 | Global Medical Response, Inc. 2018 Term Loan B1, 5.739%, (US0001M + 3.250%), 04/28/2022 | 749,226 | 0.1 | |||||||||||
650,000 | GoodRx, Inc. 1st Lien Term Loan, 5.489%, (US0001M + 3.000%), 10/10/2025 | 643,906 | 0.0 | |||||||||||
1,387 | Grifols Worldwide Operations USA, Inc. 2017 Acquisition Term Loan, 4.660%, (US0001W + 2.250%), 01/31/2025 | 1,379 | 0.0 | |||||||||||
149,250 | Inovalon Holdings, Inc. 2018 Term Loan B, 6.000%, (US0001M + 3.500%), 04/02/2025 | 148,877 | 0.0 | |||||||||||
892,937 | Jaguar Holding Company II 2018 Term Loan, 4.999%, (US0001M + 2.500%), 08/18/2022 | 884,760 | 0.1 | |||||||||||
994,313 | Kinetic Concepts, Inc. 2017 USD Term Loan B, 5.851%, (US0003M + 3.250%), 02/02/2024 | 988,927 | 0.1 | |||||||||||
150,000 | Lifescan Global Corporation 2018 1st Lien Term Loan, 8.797%, (US0003M + 6.000%), 09/27/2024 | 144,438 | 0.0 | |||||||||||
362,052 | MPH Acquisition Holdings LLC 2016 Term Loan B, 5.351%, (US0003M + 2.750%), 06/07/2023 | 350,874 | 0.0 | |||||||||||
146,250 | nThrive, Inc. 2016 1st Lien Term Loan, 6.996%, (US0001M + 4.500%), 10/20/2022 | 140,766 | 0.0 | |||||||||||
1,137,712 | Ortho-Clinical Diagnostics SA 2018 Term Loan B, 5.749%, (US0001M + 3.250%), 06/30/2025 | 1,097,418 | 0.1 | |||||||||||
234,418 | Parexel International Corporation Term Loan B, 5.249%, (US0001M + 2.750%), 09/27/2024 | 226,272 | 0.0 | |||||||||||
615,040 | Pearl Intermediate Parent LLC 2018 1st Lien Term Loan, 5.236%, (US0001M + 2.750%), 02/14/2025 | 582,750 | 0.0 | |||||||||||
34,002 | Pearl Intermediate Parent LLC 2018 Delayed Draw Term Loan, 5.236%, (US0001M + 2.750%), 02/14/2025 | 32,217 | 0.0 | |||||||||||
296,972 | Press Ganey Holdings, Inc. 2018 1st Lien Term Loan, 5.249%, (US0001M + 2.750%), 10/23/2023 | 291,589 | 0.0 |
370,328 | Prospect Medical Holdings, Inc. 2018 Term Loan B, 8.000%, (US0001M + 5.500%), 02/22/2024 | 338,850 | 0.0 | |||||||||||
738,750 | RegionalCare Hospital Partners Holdings, Inc. 2018 Term Loan B, 6.982%, (US0003M + 4.500%), 11/16/2025 | 732,748 | 0.1 | |||||||||||
642,261 | Select Medical Corporation 2017 Term Loan B, 4.990%, (US0003M + 2.500%), 03/06/2025 | 639,836 | 0.0 | |||||||||||
162,113 | Sotera Health Holdings, LLC 2017 Term Loan, 5.499%, (US0001M + 3.000%), 05/15/2022 | 159,174 | 0.0 | |||||||||||
895,600 | Surgery Center Holdings, Inc. 2017 Term Loan B, 5.750%, (US0001M + 3.250%), 09/02/2024 | 881,886 | 0.1 | |||||||||||
147,375 | Team Health Holdings, Inc. 1st Lien Term Loan, 5.249%, (US0001M + 2.750%), 02/06/2024 | 131,409 | 0.0 | |||||||||||
147,750 | Tecomet Inc. 2017 Repriced Term Loan, 5.993%, (US0001M + 3.500%), 05/01/2024 | 147,381 | 0.0 | |||||||||||
396,487 | U.S. Anesthesia Partners, Inc. 2017 Term Loan, 5.499%, (US0001M + 3.000%), 06/23/2024 | 392,440 | 0.0 | |||||||||||
1,434,010 | Valeant Pharmaceuticals International, Inc. 2018 Term Loan B, 5.481%, (US0001M + 3.000%), 06/02/2025 | 1,425,308 | 0.1 | |||||||||||
399,203 | Vizient, Inc. 1st Lien Term Loan B, 5.249%, (US0001M + 2.750%), 02/13/2023 | 397,831 | 0.0 | |||||||||||
1,110,000 | VVC Holding Corp. 2019 Term Loan B, 7.197%, (US0003M + 4.500%), 02/11/2026 | 1,095,200 | 0.1 | |||||||||||
797,372 | Wink Holdco, Inc 1st Lien Term Loan B, 5.499%, (US0001M + 3.000%), 12/02/2024 | 772,953 | 0.1 | |||||||||||
24,261,867 | 1.7 | |||||||||||||
Home Furnishings: 0.0% | ||||||||||||||
642,865 | Prime Security Services Borrower, LLC 2016 1st Lien Term Loan, 5.249%, (US0001M + 2.750%), 05/02/2022 | 637,355 | 0.0 |
See Accompanying Notes to Financial Statements
93 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
Industrial Equipment: 0.4% | ||||||||||||||
150,000 | AI Alpine AT Bidco GmbH 2018 USD Term Loan B, 5.988%, (US0003M + 3.250%), 10/31/2025 | 147,375 | 0.0 | |||||||||||
419,019 | Cortes NP Acquisition Corporation 2017 Term Loan B, 6.629%, (US0003M + 4.000%), 11/30/2023 | 394,926 | 0.0 | |||||||||||
150,000 | CPM Holdings, Inc. 2018 1st Lien Term Loan, 6.249%, (US0001M + 3.750%), 11/15/2025 | 149,062 | 0.0 | |||||||||||
464,886 | EWT Holdings III Corp. 2017 Repriced Term Loan, 5.499%, (US0001M + 3.000%), 12/20/2024 | 460,237 | 0.0 | |||||||||||
647,105 | ExGen Renewables IV, LLC Term Loan B, 5.630%, (US0003M + 3.000%), 11/28/2024 | 608,009 | 0.1 | |||||||||||
795,875 | Filtration Group Corporation 2018 1st Lien Term Loan, 5.499%, (US0001M + 3.000%), 03/29/2025 | 791,066 | 0.1 | |||||||||||
1,023,986 | Gardner Denver, Inc. 2017 USD Term Loan B, 5.249%, (US0001M + 2.750%), 07/30/2024 | 1,024,146 | 0.1 | |||||||||||
701,696 | Kenan Advantage Group, Inc. 2015 Term Loan, 5.499%, (US0001M + 3.000%), 07/31/2022 | 692,925 | 0.1 | |||||||||||
178,634 | Kenan Advantage Group, Inc. CAD Term Loan B, 5.499%, (US0001M + 3.000%), 07/31/2022 | 176,401 | 0.0 | |||||||||||
398,875 | Safe Fleet Holdings LLC 2018 1st Lien Term Loan, 5.490%, (US0001M + 3.000%), 02/01/2025 | 387,906 | 0.0 | |||||||||||
149,250 | Shape Technologies Group, Inc. Term Loan, 5.776%, (US0003M + 3.000%), 04/21/2025 | 147,571 | 0.0 | |||||||||||
4,979,624 | 0.4 | |||||||||||||
Insurance: 0.9% | ||||||||||||||
150,000 | Achilles Acquisition LLC 2018 Term Loan, 6.500%, (US0001M + 4.000%), 10/03/2025 | 149,063 | 0.0 | |||||||||||
1,738,973 | Acrisure, LLC 2017 Term Loan B, 6.879%, (US0003M + 4.250%), 11/22/2023 | 1,728,636 | 0.1 | |||||||||||
149,625 | Alera Group Holdings, Inc. 2018 Term Loan B, 6.999%, (US0001M + 4.500%), 07/25/2025 | 150,934 | 0.0 |
1,065,896 | Alliant Holdings I, Inc. 2018 Term Loan B, 5.232%, (US0001M + 2.750%), 05/09/2025 | 1,028,590 | 0.1 | |||||||||||
896,212 | AmWINS Group, Inc. 2017 Term Loan B, 5.247%, (US0001M + 2.750%), 01/25/2024 | 886,018 | 0.1 | |||||||||||
1,045,110 | Applied Systems, Inc. 2017 1st Lien Term Loan, 5.499%, (US0001M + 3.000%), 09/19/2024 | 1,033,570 | 0.1 | |||||||||||
150,000 | Applied Systems, Inc. 2017 2nd Lien Term Loan, 9.499%, (US0001M + 7.000%), 09/19/2025 | 151,828 | 0.0 | |||||||||||
150,000 | Aretec Group, Inc. 2018 Term Loan, 6.749%, (US0001M + 4.250%), 10/01/2025 | 148,313 | 0.0 | |||||||||||
1,104,499 | AssuredPartners, Inc. 2017 1st Lien Add-On Term Loan, 5.749%, (US0001M + 3.250%), 10/22/2024 | 1,071,364 | 0.1 | |||||||||||
896,487 | CCC Information Services, Inc. 2017 1st Lien Term Loan, 5.500%, (US0001M + 3.000%), 04/26/2024 | 882,900 | 0.0 | |||||||||||
150,000 | CCC Information Services, Inc. 2017 2nd Lien Term Loan, 9.249%, (US0001M + 6.750%), 04/27/2025 | 149,250 | 0.0 | |||||||||||
1,456,450 | Hub International Limited 2018 Term Loan B, 5.515%, (US0003M + 2.750%), 04/25/2025 | 1,410,784 | 0.1 | |||||||||||
1,104,567 | NFP Corp. Term Loan B, 5.499%, (US0001M + 3.000%), 01/08/2024 | 1,066,321 | 0.1 | |||||||||||
1,345,000 | Sedgwick Claims Management Services, Inc. 2018 Term Loan B, 5.749%, (US0001M + 3.250%), 12/31/2025 | 1,319,571 | 0.1 | |||||||||||
1,396,234 | USI, Inc. 2017 Repriced Term Loan, 5.601%, (US0003M + 3.000%), 05/16/2024 | 1,352,602 | 0.1 | |||||||||||
12,529,744 | 0.9 | |||||||||||||
Internet: 0.0% | ||||||||||||||
225,775 | Shutterfly, Inc., 5.250%, (US0001M + 2.750%), 08/17/2024 | 222,482 | 0.0 | |||||||||||
Leisure Good/Activities/Movies: 0.7% | ||||||||||||||
149,250 | Airxcel, Inc. 2018 1st Lien Term Loan, 6.999%, (US0001M + 4.500%), 04/28/2025 | 138,429 | 0.0 |
See Accompanying Notes to Financial Statements
94 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
955,000 | AMC Entertainment Holdings Inc. 2019 Term Loan B, 5.600%, (US0003M + 3.000%), 03/14/2026 | 949,777 | 0.1 | |||||||||||
796,890 | ClubCorp Club Operations, Inc. 2017 Incremental Term Loan, 5.351%, (US0003M + 2.750%), 09/18/2024 | 756,249 | 0.1 | |||||||||||
829,557 | Crown Finance US, Inc. 2018 USD Term Loan, 4.999%, (US0001M + 2.500%), 02/28/2025 | 811,515 | 0.1 | |||||||||||
250,000 | Delta 2 (LUX) S.a.r.l. 2018 USD Term Loan, 4.999%, (US0001M + 2.500%), 02/01/2024 | 240,625 | 0.0 | |||||||||||
1,144,240 | Equinox Holdings, Inc. 2017 1st Lien Term Loan, 5.499%, (US0001M + 3.000%), 03/08/2024 | 1,137,089 | 0.1 | |||||||||||
1,283,389 | Fitness International, LLC 2018 Term Loan B, 5.749%, (US0001M + 3.250%), 04/18/2025 | 1,273,764 | 0.1 | |||||||||||
546,248 | GVC Holdings PLC 2018 USD Term Loan B2, 4.999%, (US0001M + 2.500%), 03/29/2024 | 544,541 | 0.0 | |||||||||||
750,000 | Intrawest Resorts Holdings, Inc. Term Loan B1, 5.499%, (US0001M + 3.000%), 07/31/2024 | 747,343 | 0.1 | |||||||||||
648,372 | Kingpin Intermediate Holdings LLC 2018 Term Loan B, 6.000%, (US0001M + 3.500%), 07/03/2024 | 648,356 | 0.0 | |||||||||||
740,061 | Life Time, Inc. 2017 Term Loan B, 5.379%, (US0003M + 2.750%), 06/10/2022 | 732,044 | 0.1 | |||||||||||
160,000 | NEP/NCP Holdco, Inc. 2018 1st Lien Term Loan, 5.749%, (US0001M + 3.250%), 10/20/2025 | 158,933 | 0.0 | |||||||||||
120,000 | NEP/NCP Holdco, Inc. 2018 2nd Lien Term Loan, 9.496%, (US0001M + 7.000%), 10/19/2026 | 119,100 | 0.0 | |||||||||||
604,921 | SRAM, LLC 2018 Term Loan B, 5.361%, (US0002M + 2.750%), 03/15/2024 | 602,637 | 0.0 | |||||||||||
672,626 | Thor Industries, Inc. USD Term Loan B, 6.250%, (US0001M + 3.750%), 02/01/2026 | 644,452 | 0.0 | |||||||||||
150,000 | WeddingWire, Inc. 1st Lien Term Loan, 6.987%, (US0003M + 4.500%), 12/19/2025 | 149,625 | 0.0 |
100,000 | WeddingWire, Inc. 2nd Lien Term Loan, 10.737%, (US0001M + 8.250%), 12/21/2026 | 99,750 | 0.0 | |||||||||||
130,000 | Winnebago Industries, Inc. 2017 Term Loan, 6.101%, (US0003M + 3.500%), 11/08/2023 | 127,400 | 0.0 | |||||||||||
248,750 | Zodiac Pool Solutions LLC 2018 Term Loan B, 4.749%, (US0001M + 2.250%), 07/02/2025 | 245,330 | 0.0 | |||||||||||
10,126,959 | 0.7 | |||||||||||||
Leisure Time: 0.1% | ||||||||||||||
987,550 | 24 Hour Fitness Worldwide, Inc. 2018 Term Loan B, 5.999%, (US0001M + 3.500%), 05/30/2025 | 987,180 | 0.1 | |||||||||||
Lodging & Casinos: 0.6% | ||||||||||||||
150,000 | Aimbridge Acquisition Co., Inc., 2019 1st Lien Term Loan, 6.259%, (US0001M + 3.750%), 02/01/2026 | 149,809 | 0.0 | |||||||||||
147,750 | Belmond Interfin Ltd. Dollar Term Loan, 5.249%, (US0001M + 2.750%), 07/03/2024 | 147,658 | 0.0 | |||||||||||
1,714,597 | Caesars Resort Collection, LLC 2017 1st Lien Term Loan B, 5.249%, (US0001M + 2.750%), 12/22/2024 | 1,697,757 | 0.1 | |||||||||||
754 | CityCenter Holdings, LLC 2017 Term Loan B, 4.749%, (US0001M + 2.250%), 04/18/2024 | 740 | 0.0 | |||||||||||
796,617 | Everi Payments Inc. Term Loan B, 5.499%, (US0001M + 3.000%), 05/09/2024 | 792,633 | 0.1 | |||||||||||
647,244 | Golden Entertainment, Inc. 2017 1st Lien Term Loan, 5.500%, (US0001M + 3.000%), 10/21/2024 | 642,389 | 0.1 | |||||||||||
1,602,559 | Scientific Games International, Inc. 2018 Term Loan B5, 5.314%, (US0002M + 2.750%), 08/14/2024 | 1,561,064 | 0.1 | |||||||||||
1,984,176 | Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan, 6.101%, (US0003M + 3.500%), 07/10/2025 | 1,983,400 | 0.1 | |||||||||||
794,478 | Station Casinos LLC 2016 Term Loan B, 5.000%, (US0001M + 2.500%), 06/08/2023 | 787,648 | 0.1 | |||||||||||
7,763,098 | 0.6 |
See Accompanying Notes to Financial Statements
95 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
Nonferrous Metals/Minerals: 0.1% | ||||||||||||||
960,676 | Covia Holdings Corporation Term Loan, 6.160%, (US0003M + 3.750%), 06/01/2025 | 824,580 | 0.1 | |||||||||||
249,370 | U.S. Silica Company 2018 Term Loan B, 6.500%, (US0003M + 4.000%), 05/01/2025 | 236,278 | 0.0 | |||||||||||
1,060,858 | 0.1 | |||||||||||||
Oil & Gas: 0.1% | ||||||||||||||
149,250 | Brazos Delaware II, LLC Term Loan B, 6.487%, (US0001M + 4.000%), 05/21/2025 | 141,414 | 0.0 | |||||||||||
140,000 | Encino Acquisition Partners Holdings, LLC 2018 2nd Lien Term Loan, 9.249%, (US0001M + 6.750%), 10/29/2025 | 135,800 | 0.0 | |||||||||||
234,413 | Grizzly Acquisitions Inc. 2018 Term Loan B, 6.047%, (US0003M + 3.250%), 10/01/2025 | 234,120 | 0.0 | |||||||||||
398,875 | McDermott Technology Americas Inc 2018 1st Lien Term Loan, 7.499%, (US0001M + 5.000%), 05/10/2025 | 383,119 | 0.0 | |||||||||||
547,000 | Medallion Midland Acquisition, LLC 1st Lien Term Loan, 5.749%, (US0001M + 3.250%), 10/30/2024 | 534,693 | 0.1 | |||||||||||
27,513 | MEG Energy Corp. 2017 Term Loan B, 5.990%, (US0001M + 3.500%), 12/31/2023 | 27,409 | 0.0 | |||||||||||
150,000 | Moda Ingleside Energy Center, LLC 2018 Term Loan B, 5.740%, (US0001M + 3.250%), 09/29/2025 | 149,625 | 0.0 | |||||||||||
1,606,180 | 0.1 | |||||||||||||
Publishing: 0.1% | ||||||||||||||
1,628 | McGraw-Hill Global Education Holdings, LLC 2016 Term Loan B, 6.522%, (US0001M + 4.000%), 05/04/2022 | 1,500 | 0.0 | |||||||||||
1,021,966 | Meredith Corporation 2018 Term Loan B, 5.249%, (US0001M + 2.750%), 01/31/2025 | 1,020,689 | 0.1 | |||||||||||
1,022,189 | 0.1 | |||||||||||||
Radio & Television: 0.1% | ||||||||||||||
803,972 | A-L Parent LLC 2016 1st Lien Term Loan, 5.750%, (US0001M + 3.250%), 12/01/2023 | 802,213 | 0.1 | |||||||||||
598,525 | CBS Radio Inc. 2017 Term Loan B, 5.249%, (US0001M + 2.750%), 11/18/2024 | 583,562 | 0.0 |
249,348 | Cumulus Media New Holdings Inc. Exit Term Loan, 7.000%, (US0001M + 4.500%), 05/15/2022 | 245,569 | 0.0 | |||||||||||
499,451 | Univision Communications Inc. Term Loan C5, 5.249%, (US0001M + 2.750%), 03/15/2024 | 471,803 | 0.0 | |||||||||||
2,103,147 | 0.1 | |||||||||||||
Retailers (Except Food & Drug): 0.4% | ||||||||||||||
248,612 | Academy, Ltd. 2015 Term Loan B, 6.490%, (US0001M + 4.000%), 07/01/2022 | 179,778 | 0.0 | |||||||||||
795,729 | Bass Pro Group, LLC Term Loan B, 7.499%, (US0001M + 5.000%), 09/25/2024 | 779,809 | 0.0 | |||||||||||
246,847 | Belk, Inc. TL B 1L, 7.447%, (US0003M + 4.750%), 12/12/2022 | 200,008 | 0.0 | |||||||||||
893,071 | BJs Wholesale Club, Inc. 2017 1st Lien Term Loan, 5.499%, (US0001M + 3.000%), 02/03/2024 | 892,034 | 0.1 | |||||||||||
889,090 | Harbor Freight Tools USA, Inc. 2018 Term Loan B, 4.999%, (US0001M + 2.500%), 08/18/2023 | 870,568 | 0.1 | |||||||||||
361,368 | Jo-Ann Stores, Inc. 2016 Term Loan, 7.761%, (US0003M + 5.000%), 10/20/2023 | 359,335 | 0.0 | |||||||||||
100,000 | Jo-Ann Stores, Inc. 2018 2nd Lien Term Loan, 12.011%, (US0003M + 9.250%), 05/21/2024 | 95,750 | 0.0 | |||||||||||
842,467 | Leslies Poolmart, Inc. 2016 Term Loan, 6.079%, (US0002M + 3.500%), 08/16/2023 | 816,140 | 0.1 | |||||||||||
1,135,421 | Mens Wearhouse, Inc. (The) 2018 Term Loan, 5.739%, (US0001M + 3.250%), 04/09/2025 | 1,093,552 | 0.1 | |||||||||||
389,243 | National Vision, Inc. 2017 Repriced Term Loan, 4.999%, (US0001M + 2.500%), 11/20/2024 | 387,622 | 0.0 | |||||||||||
242,500 | Petco Animal Supplies, Inc. 2017 Term Loan B, 5.994%, (US0003M + 3.250%), 01/26/2023 | 186,483 | 0.0 | |||||||||||
5,861,079 | 0.4 | |||||||||||||
Software: 0.1% | ||||||||||||||
872,670 | Almonde, Inc. - TL B 1L, 6.101%, (US0003M + 3.500%), 06/13/2024 | 842,604 | 0.1 |
See Accompanying Notes to Financial Statements
96 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
Steel: 0.0% | ||||||||||||||
275,833 | GrafTech Finance, Inc. 2018 Term Loan B, 5.999%, (US0001M + 3.500%), 02/12/2025 | 274,454 | 0.0 | |||||||||||
Surface Transport: 0.1% | ||||||||||||||
902,194 | Navistar International Corporation 2017 1st Lien Term Loan B, 6.000%, (US0001M + 3.500%), 11/06/2024 | 900,683 | 0.1 | |||||||||||
547,366 | PODS, LLC 2018 1st Lien Term Loan, 5.243%, (US0001M + 2.750%), 12/06/2024 | 538,266 | 0.0 | |||||||||||
587,892 | Savage Enterprises LLC 2018 1st Lien Term Loan B, 6.990%, (US0001M + 4.500%), 08/01/2025 | 589,913 | 0.0 | |||||||||||
2,028,862 | 0.1 | |||||||||||||
Telecommunications: 0.9% | ||||||||||||||
544,991 | Altice Financing SA USD 2017 1st Lien Term Loan, 5.241%, (US0001M + 2.750%), 01/31/2026 | 522,510 | 0.0 | |||||||||||
185,000 | Asurion LLC 2017 2nd Lien Term Loan, 8.999%, (US0001M + 6.500%), 08/04/2025 | 187,919 | 0.0 | |||||||||||
208,949 | Asurion LLC 2017 Term Loan B4, 5.499%, (US0001M + 3.000%), 08/04/2022 | 208,166 | 0.0 | |||||||||||
992,255 | Asurion LLC 2018 Term Loan B6, 5.499%, (US0001M + 3.000%), 11/03/2023 | 987,759 | 0.1 | |||||||||||
1,497,500 | Asurion LLC 2018 Term Loan B7, 5.499%, (US0001M + 3.000%), 11/03/2024 | 1,489,779 | 0.1 | |||||||||||
938,100 | Avaya, Inc. 2018 Term Loan B, 6.777%, (US0001M + 4.250%), 12/15/2024 | 935,286 | 0.1 | |||||||||||
1,901,505 | CenturyLink, Inc. 2017 Term Loan B, 5.249%, (US0001M + 2.750%), 01/31/2025 | 1,863,474 | 0.1 | |||||||||||
810,000 | CommScope, Inc. 2019 Term Loan B, 5.865%, (US0003M + 3.250%), 02/06/2026 | 811,717 | 0.1 | |||||||||||
748,092 | Consolidated Communications, Inc. 2016 Term Loan B, 5.500%, (US0003M + 3.000%), 10/04/2023 | 713,804 | 0.1 | |||||||||||
1,045,735 | Flexential Intermediate Corporation 2017 1st Lien Term Loan, 6.101%, (US0003M + 3.500%), 08/01/2024 | 959,788 | 0.1 |
681,956 | Global Tel*Link Corporation 2018 1st Lien Term Loan, 6.749%, (US0001M + 4.250%), 11/29/2025 | 679,399 | 0.1 | |||||||||||
120,000 | Global Tel*Link Corporation 2018 2nd Lien Term Loan, 10.749%, (US0001M + 8.250%), 11/29/2026 | 117,675 | 0.0 | |||||||||||
998,744 | GTT Communications, Inc. 2018 USD Term Loan B, 5.250%, (US0003M + 2.750%), 05/31/2025 | 943,992 | 0.1 | |||||||||||
498,125 | MTN Infrastructure TopCo Inc 1st Lien Term Loan B, 5.499%, (US0001M + 3.000%), 11/15/2024 | 494,597 | 0.0 | |||||||||||
398,500 | Securus Technologies Holdings, Inc. 2017 1st Lien Term Loan, 6.999%, (US0001M + 4.500%), 11/01/2024 | 396,632 | 0.0 | |||||||||||
149,250 | Speedcast International Limited Term Loan B, 5.351%, (US0003M + 2.750%), 05/15/2025 | 145,239 | 0.0 | |||||||||||
546,977 | Sprint Communications, Inc. 1st Lien Term Loan B, 5.000%, (US0001M + 2.500%), 02/02/2024 | 531,594 | 0.0 | |||||||||||
500,000 | Sprint Communications, Inc. 2018 Term Loan B, 5.500%, (US0003M + 3.000%), 02/02/2024 | 490,937 | 0.0 | |||||||||||
346 | Syniverse Holdings, Inc. 2018 1st Lien Term Loan, 7.484%, (US0001M + 5.000%), 03/09/2023 | 318 | 0.0 | |||||||||||
12,480,585 | 0.9 | |||||||||||||
Utilities: 0.1% | ||||||||||||||
868,114 | Calpine Construction Finance Company, L.P. 2017 Term Loan B, 4.999%, (US0001M + 2.500%), 01/15/2025 | 858,755 | 0.1 | |||||||||||
225,000 | Edgewater Generation, L.L.C. Term Loan, 6.249%, (US0001M + 3.750%), 12/13/2025 | 224,894 | 0.0 | |||||||||||
399,375 | LMBE-MC Holdco II LLC Term Loan B, 6.610%, (US0003M + 4.000%), 11/14/2025 | 397,378 | 0.0 | |||||||||||
136,638 | Nautilus Power, LLC Term Loan B, 6.749%, (US0001M + 4.250%), 05/16/2024 | 137,150 | 0.0 | |||||||||||
1,618,177 | 0.1 | |||||||||||||
Total Bank Loans (Cost $203,481,338) | 201,016,008 | 14.2 |
See Accompanying Notes to Financial Statements
97 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 19.1% | ||||||||||||||
1,600,000 | (1),(3) | BANK 2017-BNK6 E, 2.654%, 07/15/2060 | 1,047,712 | 0.1 | ||||||||||
16,600,000 | (1),(3),(6) | BANK 2017-BNK6 XE, 1.500%, 07/15/2060 | 1,672,565 | 0.1 | ||||||||||
51,330,000 | (3),(5),(6) | BANK 2019-BN17 XA, 1.038%, 04/15/2052 | 4,317,731 | 0.3 | ||||||||||
6,700,000 | (1) | BANK 2017-BNK4 E, 3.357%, 05/15/2050 | 4,976,135 | 0.3 | ||||||||||
5,320,000 | (1),(3),(6) | BANK 2017-BNK4 XE, 1.471%, 05/15/2050 | 528,875 | 0.0 | ||||||||||
1,000,000 | (1),(3) | BAMLL RE-Remic Trust 2014-FRR8 A, 2.186%, 11/26/2047 | 868,452 | 0.1 | ||||||||||
104,766,288 | (3),(6) | Benchmark 2018-B7 XA Mortgage Trust, 0.450%, 05/15/2053 | 3,489,618 | 0.2 | ||||||||||
53,370,000 | (3),(6) | BENCHMARK 2019-B10 XA Mortgage Trust, 1.233%, 03/15/2062 | 5,013,231 | 0.4 | ||||||||||
42,285,000 | (1),(3),(5),(6) | BENCHMARK 2019-B10 XB Mortgage Trust, 0.900%, 03/15/2062 | 3,345,934 | 0.2 | ||||||||||
3,090,000 | (1) | Benchmark 2019-B9 D Mortgage Trust, 3.000%, 03/15/2052 | 2,624,707 | 0.2 | ||||||||||
7,330,000 | (1),(3),(6) | Benchmark 2019-B9 XD Mortgage Trust, 2.003%, 03/15/2052 | 1,177,622 | 0.1 | ||||||||||
77,617,514 | (3),(6) | BMARK 2018-B4 XA, 0.543%, 07/15/2051 | 2,860,764 | 0.2 | ||||||||||
1,440,000 | (1) | BX Commercial Mortgage Trust 2018-BIOA D, 3.805%, (US0001M + 1.321%), 03/15/2037 | 1,438,795 | 0.1 | ||||||||||
3,442,804 | (1) | BX Commercial Mortgage Trust 2018-IND F, 4.284%, (US0001M + 1.800%), 11/15/2035 | 3,453,426 | 0.2 | ||||||||||
4,366,882 | (1) | BX Commercial Mortgage Trust 2018-IND G, 4.534%, (US0001M + 2.050%), 11/15/2035 | 4,385,977 | 0.3 | ||||||||||
2,580,000 | (1) | BXMT 2017-FL1 C Ltd., 4.434%, (US0001M + 1.950%), 06/15/2035 | 2,579,226 | 0.2 | ||||||||||
1,500,000 | (1) | BXMT 2017-FL1 D Ltd., 5.184%, (US0001M + 2.700%), 06/15/2035 | 1,499,528 | 0.1 | ||||||||||
4,990,000 | (1),(3) | CALI Mortgage Trust 2019-101C E, 4.469%, 03/10/2039 | 5,066,768 | 0.4 | ||||||||||
1,010,000 | (1) | CAMB Commercial Mortgage Trust 2019-LIFE F, 5.034%, (US0001M + 2.550%), 12/15/2037 | 1,018,777 | 0.1 | ||||||||||
8,228,255 | (3),(6) | CD 2016-CD1 Mortgage Trust XA, 1.422%, 08/10/2049 | 640,915 | 0.0 | ||||||||||
14,660,000 | (1),(3),(6) | CD 2016-CD1 Mortgage Trust XB, 0.681%, 08/10/2049 | 674,073 | 0.0 |
1,000,000 | (1),(3) | Citigroup Commercial Mortgage Trust 2013-GC17 D, 5.112%, 11/10/2046 | 1,007,189 | 0.1 | ||||||||||
4,826,000 | (1),(3) | Citigroup Commercial Mortgage Trust 2014-GC19 E, 4.597%, 03/10/2047 | 4,625,995 | 0.3 | ||||||||||
6,030,000 | (1),(3) | Citigroup Commercial Mortgage Trust 2014-GC19 F, 3.665%, 03/10/2047 | 5,155,718 | 0.4 | ||||||||||
3,425,000 | (1),(3) | Citigroup Commercial Mortgage Trust 2014-GC19, 5.097%, 03/10/2047 | 3,585,705 | 0.3 | ||||||||||
3,550,000 | (1),(3) | Citigroup Commercial Mortgage Trust 2016-P3 D, 2.804%, 04/15/2049 | 2,959,092 | 0.2 | ||||||||||
1,270,000 | (1) | Citigroup Commercial Mortgage Trust 2016-P5 D, 3.000%, 10/10/2049 | 1,084,420 | 0.1 | ||||||||||
27,780,784 | (3),(6) | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.117%, 10/12/2050 | 1,898,642 | 0.1 | ||||||||||
3,000,000 | (3) | COMM 2012-CCRE2 C Mortgage Trust, 4.832%, 08/15/2045 | 3,065,391 | 0.2 | ||||||||||
3,993,211 | (3),(6) | COMM 2012-CR1 XA, 1.866%, 05/15/2045 | 188,244 | 0.0 | ||||||||||
11,238,088 | (3),(6) | COMM 2012-CR3 XA, 1.869%, 10/15/2045 | 591,651 | 0.0 | ||||||||||
960,147 | (3),(6) | COMM 2012-CR4 XA, 1.769%, 10/15/2045 | 47,898 | 0.0 | ||||||||||
7,189,482 | (1),(3),(6) | COMM 2012-LTRT XA, 0.960%, 10/05/2030 | 184,877 | 0.0 | ||||||||||
2,200,000 | (1),(3) | COMM 2013-LC6 D Mortgage Trust, 4.264%, 01/10/2046 | 2,209,862 | 0.2 | ||||||||||
11,197,284 | (3),(6) | COMM 2016-COR1 XA, 1.452%, 10/10/2049 | 862,490 | 0.1 | ||||||||||
2,833,376 | (3),(6) | COMM 2016-CR28 XA, 0.663%, 02/10/2049 | 98,997 | 0.0 | ||||||||||
1,000,000 | (3) | COMM 2017-COR2 C, 4.562%, 09/10/2050 | 1,029,687 | 0.1 | ||||||||||
21,536,949 | (3),(6) | COMM 2017-COR2 XA, 1.178%, 09/10/2050 | 1,696,562 | 0.1 | ||||||||||
3,962,000 | (1),(3) | Core Industrial Trust 2015-TEXW E, 3.849%, 02/10/2034 | 3,966,658 | 0.3 | ||||||||||
75,782 | (3) | Credit Suisse First Boston Mortgage Securities Corp. 2005-C5 F, 5.100%, 08/15/2038 | 76,512 | 0.0 | ||||||||||
80,320,103 | (3),(6) | CSAIL 2018-CX12 XA Commercial Mortgage Trust, 0.623%, 08/15/2051 | 3,690,355 | 0.3 | ||||||||||
3,450,000 | (1) | CSWF 2018-TOP F, 5.234%, (US0001M + 2.750%), 08/15/2035 | 3,458,563 | 0.2 | ||||||||||
2,314,968 | (1),(3) | DBUBS 2011-LC1A F Mortgage Trust, 5.699%, 11/10/2046 | 2,352,145 | 0.2 | ||||||||||
5,000,000 | (1),(3) | DBUBS 2011-LC2A D, 5.532%, 07/10/2044 | 5,185,399 | 0.4 |
See Accompanying Notes to Financial Statements
98 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
2,450,000 | (1),(3) | DBUBS 2011-LC2 E Mortgage Trust, 5.532%, 07/10/2044 | 2,434,282 | 0.2 | ||||||||||
5,000,000 | (1) | DBWF 2018-GLKS D Mortgage Trust, 4.882%, (US0001M + 2.400%), 11/19/2035 | 5,012,434 | 0.4 | ||||||||||
4,800,000 | (1),(3) | DBJPM 16-C3 F Mortgage Trust, 4.243%, 08/10/2049 | 3,613,238 | 0.3 | ||||||||||
5,390,000 | (1),(3) | DBJPM 16-C3 G Mortgage Trust, 4.243%, 08/10/2049 | 3,535,258 | 0.2 | ||||||||||
6,666,868 | (3),(6) | Freddie Mac Multifamily Structured Pass Through Certificates K006 BX1, 5.375%, 02/25/2020 | 281,769 | 0.0 | ||||||||||
16,928,081 | (3),(6) | Freddie Mac Multifamily Structured Pass Through Certificates K014 X3, 3.200%, 02/25/2042 | 1,083,991 | 0.1 | ||||||||||
19,240,000 | (3),(6) | Freddie Mac Multifamily Structured Pass Through Certificates K016 X3, 2.583%, 11/25/2041 | 1,193,221 | 0.1 | ||||||||||
7,470,000 | (3),(6) | Freddie Mac Multifamily Structured Pass Through Certificates K035 X3, 1.791%, 12/25/2041 | 547,632 | 0.0 | ||||||||||
6,597,908 | (3),(6) | Freddie Mac Multifamily Structured Pass Through Certificates K709 X3, 2.004%, 04/25/2045 | 2,759 | 0.0 | ||||||||||
8,937,711 | (3),(6) | Freddie Mac Multifamily Structured Pass Through Certificates K715 X3, 2.016%, 02/25/2041 | 344,414 | 0.0 | ||||||||||
20,330,706 | (3),(6) | Freddie Mac Multifamily Structured Pass Through Certificates KC01 X3, 3.837%, 01/25/2026 | 2,507,545 | 0.2 | ||||||||||
673,367 | (1),(6) | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/2044 | 1,412 | 0.0 | ||||||||||
203,197,429 | (1),(6) | FREMF Mortgage Trust 2014-K714 X2B, 0.100%, 01/25/2047 | 280,209 | 0.0 | ||||||||||
1,396,699 | (1) | GPT 2018-GPP E Mortgage Trust, 4.954%, (US0001M + 2.470%), 06/15/2035 | 1,394,204 | 0.1 | ||||||||||
3,500,000 | (1) | GS Mortgage Securities Corp. II 2018-RIVR G, 5.084%, (US0001M + 2.600%), 07/15/2035 | 3,470,506 | 0.2 | ||||||||||
3,080,000 | (3) | GS Mortgage Securities Trust 2012-GCJ7 C, 5.700%, 05/10/2045 | 3,217,603 | 0.2 | ||||||||||
4,480,000 | (1),(3) | GS Mortgage Securities Trust 2012-GCJ7 E, 5.000%, 05/10/2045 | 3,182,060 | 0.2 |
2,860,000 | (1),(3) | GS Mortgage Securities Trust 2016-GS4 D, 3.233%, 11/10/2049 | 2,463,986 | 0.2 | ||||||||||
2,000,000 | (1) | GS Mortgage Securities Corp. II 2018-RIVR F, 4.584%, (US0001M + 2.100%), 07/15/2035 | 1,982,136 | 0.1 | ||||||||||
1,010,000 | (1),(3) | GS Mortgage Securities Trust 2010-C2 E, 4.548%, 12/10/2043 | 1,003,567 | 0.1 | ||||||||||
15,461,571 | (3),(6) | GS Mortgage Securities Trust 2019-GC38 XA, 0.967%, 02/10/2052 | 1,192,622 | 0.1 | ||||||||||
180,000 | (1),(3) | IMT Trust 2017-APTS EFX, 3.497%, 06/15/2034 | 174,566 | 0.0 | ||||||||||
8,160,000 | (1) | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-WPT FFX, 5.542%, 07/05/2033 | 8,240,183 | 0.6 | ||||||||||
12,680,000 | (1),(3),(6) | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.335%, 12/15/2047 | 148,976 | 0.0 | ||||||||||
107,148 | (3) | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9 E, 5.362%, 06/12/2041 | 107,518 | 0.0 | ||||||||||
500,000 | (1),(3) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 C, 5.399%, 07/15/2046 | 522,249 | 0.0 | ||||||||||
6,150,000 | (1),(3) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 F, 3.873%, 07/15/2046 | 6,097,803 | 0.4 | ||||||||||
5,000,000 | (1),(3) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 G, 3.873%, 07/15/2046 | 4,929,089 | 0.3 | ||||||||||
5,541,334 | (3),(6) | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 2.066%, 06/15/2045 | 178,315 | 0.0 | ||||||||||
2,000,000 | (3) | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 D, 4.117%, 12/15/2047 | 1,917,569 | 0.1 | ||||||||||
5,500,000 | (1),(3) | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 E, 3.500%, 12/15/2047 | 4,940,896 | 0.3 | ||||||||||
1,000,000 | (1),(3) | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 D, 4.003%, 01/15/2046 | 991,654 | 0.1 |
See Accompanying Notes to Financial Statements
99 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
2,660,000 | (1),(3) | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 F, 3.986%, 01/15/2046 | 2,225,790 | 0.2 | ||||||||||
29,608,294 | (3),(6) | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 XA, 1.061%, 07/15/2047 | 894,887 | 0.1 | ||||||||||
1,000,000 | (1),(3) | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.207%, 11/15/2045 | 1,028,699 | 0.1 | ||||||||||
1,405,000 | (3) | JPMBB Commercial Mortgage Securities Trust 2014-C21 C, 4.651%, 08/15/2047 | 1,423,724 | 0.1 | ||||||||||
2,440,000 | (1) | JPMBB Commercial Mortgage Securities Trust 2014-C26 E, 4.000%, 01/15/2048 | 1,987,445 | 0.1 | ||||||||||
4,059,000 | (1) | JPMBB Commercial Mortgage Securities Trust 2014-C26 F, 4.000%, 01/15/2048 | 2,666,642 | 0.2 | ||||||||||
66,465,917 | (3),(6) | JPMBB Commercial Mortgage Securities Trust 2015-C27 XA, 1.314%, 02/15/2048 | 3,104,357 | 0.2 | ||||||||||
62,467,649 | (3),(6) | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 1.116%, 10/15/2048 | 2,543,489 | 0.2 | ||||||||||
21,558,698 | (3),(6) | JPMDB Commercial Mortgage Securities Trust 2017-C7 XA, 0.910%, 10/15/2050 | 1,238,373 | 0.1 | ||||||||||
1,000,000 | (3) | LB-UBS Commercial Mortgage Trust 2005-C3 F, 5.013%, 07/15/2040 | 990,126 | 0.1 | ||||||||||
522,510 | (1),(3) | LB-UBS Commercial Mortgage Trust 2005-C5 G, 5.350%, 09/15/2040 | 530,709 | 0.0 | ||||||||||
13,948,653 | (1),(3),(6) | LSTAR Commercial Mortgage Trust 2017-5 X, 1.110%, 03/10/2050 | 611,635 | 0.0 | ||||||||||
12,405,622 | (3),(6) | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 XA, 1.004%, 11/15/2046 | 467,172 | 0.0 | ||||||||||
20,055,408 | (3),(6) | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.095%, 12/15/2047 | 695,552 | 0.0 | ||||||||||
2,980,000 | (1),(3) | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 D, 4.913%, 04/15/2047 | 3,051,546 | 0.2 | ||||||||||
1,000,000 | (3) | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 C, 4.463%, 02/15/2048 | 1,020,694 | 0.1 | ||||||||||
15,811,255 | (3),(6) | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 XA, 0.823%, 11/15/2052 | 843,423 | 0.1 |
270,000 | (1),(3) | Morgan Stanley Capital I Trust 2011-C1 D, 5.376%, 09/15/2047 | 280,368 | 0.0 | ||||||||||
5,970,000 | (1) | Morgan Stanley Capital I Trust 2011-C1 K, 4.193%, 09/15/2047 | 5,824,242 | 0.4 | ||||||||||
4,268,000 | (1) | Morgan Stanley Capital I Trust 2011-C1 L, 4.193%, 09/15/2047 | 4,070,456 | 0.3 | ||||||||||
75,422,790 | (3),(6) | Morgan Stanley Capital I Trust 2018-L1 XA, 0.531%, 10/15/2051 | 3,070,386 | 0.2 | ||||||||||
25,660,000 | (1),(3),(6) | Morgan Stanley Capital I Trust 2018-L1 XD, 1.797%, 10/15/2051 | 3,708,175 | 0.3 | ||||||||||
910,000 | Morgan Stanley Capital I, Inc. 2017-HR2 D, 2.730%, 12/15/2050 | 763,386 | 0.1 | |||||||||||
38,572,776 | (3),(6) | Morgan Stanley Capital I, Inc. 2017-HR2 XA, 0.798%, 12/15/2050 | 2,136,812 | 0.1 | ||||||||||
3,519,000 | (1) | PFP 2017-4 E Ltd., 7.334%, (US0001M + 4.850%), 07/14/2035 | 3,595,415 | 0.3 | ||||||||||
4,470,000 | (1),(3) | Ready Capital Mortgage Trust 2019-5 D, 5.551%, 02/25/2052 | 4,237,431 | 0.3 | ||||||||||
3,768,725 | (1) | SLIDE 2018-FUN E, 4.784%, (US0001M + 2.300%), 06/15/2031 | 3,781,411 | 0.3 | ||||||||||
3,655,268 | (1) | SLIDE 2018-FUN F, 5.484%, (US0001M + 3.000%), 06/15/2031 | 3,672,496 | 0.3 | ||||||||||
480,000 | (1) | STWD 2018-URB D Mortgage Trust, 4.534%, (US0001M + 2.050%), 05/15/2035 | 472,280 | 0.0 | ||||||||||
1,000,000 | (1),(3) | UBS Commercial Mortgage Trust 2017-C5, 4.319%, 11/15/2050 | 923,225 | 0.1 | ||||||||||
46,070,000 | (3),(6) | UBS Commercial Mortgage Trust 2019-C16 XA, 1.564%, 04/15/2052 | 5,233,566 | 0.4 | ||||||||||
2,500,000 | (1),(3) | UBS-Barclays Commercial Mortgage Trust 2013-C6 D, 4.313%, 04/10/2046 | 2,352,636 | 0.2 | ||||||||||
3,829,649 | (1) | Wells Fargo Commercial Mortgage Trust 2015-C30 E, 3.250%, 09/15/2058 | 2,978,744 | 0.2 | ||||||||||
30,000,000 | (3),(6) | Wells Fargo Commercial Mortgage Trust 2016-C36 XB, 0.679%, 11/15/2059 | 1,402,413 | 0.1 | ||||||||||
78,780,000 | (3),(6) | Wells Fargo Commercial Mortgage Trust 2016-NXS6 XB, 0.526%, 11/15/2049 | 3,012,185 | 0.2 | ||||||||||
2,720,000 | (1) | Wells Fargo Commercial Mortgage Trust 2017-C40 D, 2.700%, 10/15/2050 | 2,210,410 | 0.2 | ||||||||||
20,942,671 | (3),(6) | Wells Fargo Commercial Mortgage Trust 2017-C40 XA, 0.986%, 10/15/2050 | 1,266,294 | 0.1 |
See Accompanying Notes to Financial Statements
100 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
2,500,000 | (1) | Wells Fargo Commercial Mortgage Trust 2018-BXI E, 4.641%, (US0001M + 2.157%), 12/15/2036 | 2,507,037 | 0.2 | ||||||||||
5,210,000 | (1) | Wells Fargo Commercial Mortgage Trust 2019-C49 D, 3.000%, 03/15/2052 | 4,361,395 | 0.3 | ||||||||||
395,907 | (1),(3),(6) | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.833%, 08/15/2045 | 19,108 | 0.0 | ||||||||||
3,293,448 | (1),(3),(6) | WFRBS Commercial Mortgage Trust 2012-C9 XA, 1.882%, 11/15/2045 | 180,054 | 0.0 | ||||||||||
960,000 | (1),(3) | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.266%, 03/15/2045 | 799,533 | 0.1 | ||||||||||
1,136,578 | (1),(3) | WFRBS Commercial Mortgage Trust 2013-C11 G, 4.266%, 03/15/2045 | 573,775 | 0.0 | ||||||||||
5,789,429 | (1),(3),(6) | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.273%, 03/15/2048 | 227,486 | 0.0 | ||||||||||
7,110,000 | (1),(3) | WFRBS Commercial Mortgage Trust 2013-C17 D, 5.063%, 12/15/2046 | 7,276,479 | 0.5 | ||||||||||
760,000 | (1) | WFRBS Commercial Mortgage Trust 2013-C17 E, 3.500%, 12/15/2046 | 668,279 | 0.0 | ||||||||||
3,000,000 | (1) | WFRBS Commercial Mortgage Trust 2013-C17 F, 3.500%, 12/15/2046 | 2,426,361 | 0.2 | ||||||||||
43,074,750 | (3),(6) | WFRBS Commercial Mortgage Trust 2013-UBS1 XA, 0.863%, 03/15/2046 | 1,181,614 | 0.1 | ||||||||||
1,500,000 | (1),(3) | WFLD 2014-MONT D Mortgage Trust, 3.755%, 08/10/2031 | 1,441,455 | 0.1 | ||||||||||
Total Commercial Mortgage-Backed Securities (Cost $264,397,365) | 270,675,719 | 19.1 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 5.2% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 1.7%(11) | ||||||||||||||
24,300,000 | (10) | 3.500%, 04/01/2048 | 24,653,109 | 1.7 | ||||||||||
Federal National Mortgage Association: 2.5%(11) | ||||||||||||||
13,200,000 | (10) | 3.000%, 05/01/2043 | 13,131,422 | 1.0 | ||||||||||
15,282,000 | (10) | 4.000%, 04/01/2048 | 15,721,357 | 1.1 | ||||||||||
5,975,000 | (10) | 4.500%, 04/25/2039 | 6,226,458 | 0.4 | ||||||||||
7,439 | 5.500%, 10/01/2039 | 8,096 | 0.0 | |||||||||||
35,087,333 | 2.5 |
Government National Mortgage Association: 1.0% | ||||||||||||||
13,700,000 | (10) | 4.500%, 04/01/2044 | 14,228,935 | 1.0 | ||||||||||
Total U.S. Government Agency Obligations (Cost $73,427,783) | 73,969,377 | 5.2 | ||||||||||||
SOVEREIGN BONDS: 3.1% | ||||||||||||||
1,075,000 | Argentine Republic Government International Bond, 6.875%, 01/26/2027 | 873,034 | 0.1 | |||||||||||
CLP | 2,500,000,000 | Bonos de la Tesoreria de la Republica en pesos, 4.500%, 03/01/2026 | 3,813,896 | 0.3 | ||||||||||
CLP | 1,490,000,000 | Bonos de la Tesoreria de la Republica en pesos, 5.000%, 03/01/2035 | 2,374,458 | 0.2 | ||||||||||
1,500,000 | Brazilian Government International Bond, 6.000%, 04/07/2026 | 1,665,765 | 0.1 | |||||||||||
1,500,000 | Colombia Government International Bond, 3.875%, 04/25/2027 | 1,525,140 | 0.1 | |||||||||||
800,000 | Croatia Government International Bond, 5.500%, 04/04/2023 | 868,646 | 0.1 | |||||||||||
500,000 | Dominican Republic International Bond, 6.000%, 07/19/2028 | 526,250 | 0.0 | |||||||||||
1,725,000 | Dominican Republic International Bond, 6.875%, 01/29/2026 | 1,899,656 | 0.1 | |||||||||||
1,700,000 | Egypt Government International Bond, 5.875%, 06/11/2025 | 1,690,463 | 0.1 | |||||||||||
250,000 | Egypt Government International Bond, 7.500%, 01/31/2027 | 262,408 | 0.0 | |||||||||||
EUR | 13,592,000 | (1) | Hellenic Republic Government Bond, 3.875%, 03/12/2029 | 15,430,090 | 1.1 | |||||||||
1,380,125 | (3) | Ivory Coast Government International Bond, 5.750%, 12/31/2032 | 1,311,388 | 0.1 | ||||||||||
650,000 | Jordan Government International Bond, 6.125%, 01/29/2026 | 656,740 | 0.1 | |||||||||||
500,000 | (1) | KSA Sukuk Ltd., 3.628%, 04/20/2027 | 498,935 | 0.0 | ||||||||||
1,000,000 | Mexico Government International Bond, 4.500%, 04/22/2029 | 1,036,500 | 0.1 | |||||||||||
500,000 | Panama Government International Bond, 9.375%, 04/01/2029 | 732,000 | 0.1 | |||||||||||
750,000 | (1) | Perusahaan Penerbit SBSN Indonesia III, 4.150%, 03/29/2027 | 759,000 | 0.1 | ||||||||||
1,800,000 | (1),(2) | Perusahaan Penerbit SBSN Indonesia III, 4.450%, 02/20/2029 | 1,854,144 | 0.1 | ||||||||||
300,000 | Republic of Ecuador, 7.875%, 01/23/2028 | 286,425 | 0.0 |
See Accompanying Notes to Financial Statements
101 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
500,000 | Saudi Government International Bond, 3.625%, 03/04/2028 | 496,583 | 0.0 | |||||||||||
1,000,000 | Saudi Government International Bond, 4.500%, 04/17/2030 | 1,046,250 | 0.1 | |||||||||||
1,300,000 | South Africa Government International Bond, 5.875%, 09/16/2025 | 1,374,379 | 0.1 | |||||||||||
325,000 | Turkey Government International Bond, 7.250%, 12/23/2023 | 328,057 | 0.0 | |||||||||||
550,000 | Turkey Government International Bond, 7.375%, 02/05/2025 | 553,440 | 0.0 | |||||||||||
450,000 | Ukraine Government International Bond, 7.375%, 09/25/2032 | 400,950 | 0.0 | |||||||||||
975,000 | Ukraine Government International Bond, 7.750%, 09/01/2023 | 951,103 | 0.1 | |||||||||||
Total Sovereign Bonds (Cost $43,595,601) | 43,215,700 | 3.1 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 2.2% | ||||||||||||||
Treasury Inflation Indexed Protected Securities: 2.0% | ||||||||||||||
27,055,052 | 0.875%, 01/15/2029 | 27,951,533 | 2.0 | |||||||||||
U.S. Treasury Bonds: 0.1% | ||||||||||||||
1,200,000 | 3.375%, 11/15/2048 | 1,338,867 | 0.1 | |||||||||||
U.S. Treasury Notes: 0.1% | ||||||||||||||
560,000 | 2.500%, 02/28/2026 | 566,737 | 0.0 | |||||||||||
707,000 | 2.625%, 02/15/2029 | 720,850 | 0.1 | |||||||||||
1,287,587 | 0.1 | |||||||||||||
Total U.S. Treasury Obligations (Cost $30,439,595) | 30,577,987 | 2.2 | ||||||||||||
Value | Percentage of Net Assets | |||||||||||||
PURCHASED OPTIONS(12): 0.0% | ||||||||||||||
Total Purchased Options (Cost $855,890) | 53,308 | 0.0 | ||||||||||||
Total Long-Term Investments (Cost $1,336,884,876) | 1,356,849,717 | 96.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 8.2% | ||||||||||||||
Securities Lending Collateral(13): 0.6% | ||||||||||||||
2,010,153 | Citigroup, Inc., Repurchase Agreement dated 03/29/19, 2.65%, due 04/01/19 (Repurchase Amount $2,010,591, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $2,050,356, due 04/02/19-10/20/68) | 2,010,153 | 0.1 | |||||||||||
2,010,153 | Daiwa Capital Markets, Repurchase Agreement dated 03/29/19, 2.65%, due 04/01/19 (Repurchase Amount $2,010,591, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $2,050,356, due 04/11/19-03/20/49) | 2,010,153 | 0.2 | |||||||||||
2,010,153 | Guggenheim Securities LLC, Repurchase Agreement dated 03/29/19, 2.65%, due 04/01/19 (Repurchase Amount $2,010,591, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.302%-5.458%, Market Value plus accrued interest $2,050,356, due 01/01/27-05/20/68) | 2,010,153 | 0.1 | |||||||||||
2,010,153 | Jefferies LLC, Repurchase Agreement dated 03/29/19, 2.67%, due 04/01/19 (Repurchase Amount $2,010,594, collateralized by various U.S. Government Agency Obligations, 0.000%-6.625%, Market Value plus accrued interest $2,050,371, due 04/03/19-07/15/36) | 2,010,153 | 0.2 |
See Accompanying Notes to Financial Statements
102 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as ofMarch 31, 2019(continued) |
421,481 | Mizuho Securities USA LLC, Repurchase Agreement dated 03/29/19, 2.57%, due 04/01/19 (Repurchase Amount $421,570, collateralized by various U.S. Government Securities, 0.875%-2.875%, Market Value plus accrued interest $429,911, due 12/31/20-05/15/43) | 421,481 | 0.0 | |||||||||||
8,462,093 | 0.6 | |||||||||||||
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 7.6% | ||||||||||||||
86,704,498 | (14) | BlackRock Liquidity Funds, FedFund, Institutional Class, 2.360% | 86,704,498 | 6.1 | ||||||||||
20,910,000 | (14) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.350% | 20,910,000 | 1.5 | ||||||||||
Total Mutual Funds (Cost $107,614,498) | 107,614,498 | 7.6 | ||||||||||||
Total Short-Term Investments (Cost $116,076,591) | 116,076,591 | 8.2 | ||||||||||||
Total Investments in Securities (Cost $1,452,961,467) | $ | 1,472,926,308 | 104.2 | |||||||||||
Liabilities in Excess of Other Assets | (59,784,444 | ) | (4.2 | ) | ||||||||||
Net Assets | $ | 1,413,141,864 | 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 March 31, 2019. |
(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 March 31, 2019. |
(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) | 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 March 31, 2019. |
(10) | Settlement is on a when-issued or delayed-delivery basis. |
(11) | 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. |
(12) | The tables within the Portfolio of Investments detail open purchased options which are non-income producing securities. |
(13) | Represents securities purchased with cash collateral received for securities on loan. |
(14) | Rate shown is the 7-day yield as of March 31, 2019. |
CLP | Chilean Peso |
EUR | EU Euro |
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 |
US0006M | 6-month LIBOR |
US0012M | 12-month LIBOR |
See Accompanying Notes to Financial Statements
103 |
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
Not applicable.
Item 11. Controls and Procedures.
(a) | Based on our evaluation conducted within 90 days of the filing date, hereof, the design and operation of the registrant’s disclosure controls and procedures are effective to ensure that material information relating to the registrant is made known to the certifying officers by others within the appropriate entities, particularly during the period in which Forms N-CSR are being prepared, and the registrant’s disclosure controls and procedures allow timely preparation and review of the information for the registrant’s Form N-CSR and the officer certifications of such Form N-CSR. |
(b) | There were no significant changes in the registrant’s internal controls that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
Not applicable.
Item 13. Exhibits.
(a)(1) | The Code of Ethics pursuant to Item 2 of Form N-CSR is filed and attached hereto as EX-99.CODE ETH. |
(a)(2) | A separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the Act (17 CFR 270.30a-2(a)) is attached hereto as EX-99.CERT. |
(a)(3) | Not applicable. |
(b) | The officer certifications required by Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto as EX-99.906CERT. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant): Voya Funds Trust | ||
By | /s/ Michael Bell | |
Michael Bell | ||
Chief Executive Officer | ||
Date: June 7, 2019 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By | /s/ Michael Bell | |
Michael Bell | ||
Chief Executive Officer | ||
Date: June 7, 2019 | ||
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer | ||
Date: June 7, 2019 |