PORTFOLIO
OF
INVESTMENTS
as
of
June
30,
2023
(Unaudited)
1
Voya
GNMA
Income
Fund
Principal
Amount
†
RA
Value
Percentage
of
Net
Assets
U.S.
GOVERNMENT
AGENCY
OBLIGATIONS
:
73
.5
%
Federal
Home
Loan
Mortgage
Corporation
:
1
.1
%
(1)
692,064
3.500
%,
07/01/2047
$
640,284
0.1
1,542,012
3.500
%,
12/01/2047
1,428,100
0.1
2,955,986
3.500
%,
03/01/2048
2,740,420
0.2
3,348,156
3.500
%,
11/01/2048
3,100,814
0.2
963,154
4.000
%,
07/01/2047
920,224
0.1
383,794
4.500
%,
08/01/2047
377,302
0.0
426,820
5.000
%,
11/01/2035
425,830
0.1
21,392
5.000
%,
12/01/2035
21,583
0.0
10,016
5.000
%,
01/01/2038
10,106
0.0
10,480
5.000
%,
03/01/2038
10,573
0.0
37,241
5.000
%,
03/01/2038
37,573
0.0
98,567
5.000
%,
02/01/2039
97,910
0.0
400,928
5.000
%,
07/01/2039
403,429
0.0
130,431
5.000
%,
01/01/2040
131,600
0.0
436,320
5.000
%,
04/01/2040
434,537
0.1
1,450,074
5.000
%,
10/01/2040
1,463,059
0.1
150,328
5.000
%,
05/01/2041
149,364
0.0
127,997
5.290
%,
10/01/2037
128,515
0.0
23,602
5.410
%,
07/01/2037
23,727
0.0
10,022
5.410
%,
08/01/2037
10,009
0.0
34,130
5.440
%,
01/01/2037
34,449
0.0
44,486
5.440
%,
04/01/2037
44,948
0.0
27,897
5.440
%,
09/01/2037
28,109
0.0
26,427
5.440
%,
02/01/2038
26,671
0.0
95,001
5.450
%,
12/01/2037
95,026
0.0
122,713
5.450
%,
12/01/2037
122,690
0.0
31,547
5.460
%,
08/01/2037
31,841
0.0
34,880
5.460
%,
01/01/2038
34,944
0.0
51,274
5.500
%,
08/01/2037
51,410
0.0
83,439
5.500
%,
11/01/2037
83,599
0.0
16,097
5.520
%,
10/01/2037
16,074
0.0
34,700
5.620
%,
12/01/2036
34,760
0.0
56,275
5.620
%,
03/01/2037
56,361
0.0
59,524
5.620
%,
08/01/2037
59,620
0.0
68,965
5.625
%,
12/01/2036
69,063
0.0
97,691
5.625
%,
01/01/2037
97,830
0.0
89,554
5.625
%,
03/01/2037
89,682
0.0
83,912
5.625
%,
06/01/2037
83,954
0.0
73,525
5.625
%,
07/01/2037
73,630
0.0
40,566
5.625
%,
02/01/2038
40,624
0.0
429,407
5.750
%,
09/01/2037
437,297
0.1
72,080
5.750
%,
10/01/2037
72,429
0.0
87,797
6.090
%,
12/01/2037
88,930
0.0
3,734
7.500
%,
01/01/2030
3,846
0.0
4,210
8.000
%,
01/01/2030
4,198
0.0
14,336,944
1.1
Federal
National
Mortgage
Association
:
0
.5
%
(1)
61,769
3.125
%,
11/01/2041
58,049
0.0
26,075
3.250
%,
04/01/2041
24,810
0.0
93,233
3.475
%,
10/01/2041
88,770
0.0
83,667
3.750
%,
09/01/2041
80,506
0.0
60,070
3.750
%,
10/01/2041
57,800
0.0
4,530,649
4.000
%,
07/01/2056
4,266,132
0.3
698,334
4.500
%,
09/01/2047
707,313
0.1
85,365
5.290
%,
09/01/2037
84,019
0.0
256,171
5.290
%,
11/01/2037
252,760
0.0
74,629
5.290
%,
12/01/2037
72,915
0.0
115,416
5.290
%,
04/01/2038
113,568
0.0
39,058
5.350
%,
04/01/2029
38,792
0.0
Principal
Amount†
Value
Percentage
of
Net
Assets
U.S.
GOVERNMENT
AGENCY
OBLIGATIONS:
(continued)
Federal
National
Mortgage
Association
(continued)
62,146
5.390
%,
05/01/2038
$
61,262
0.0
111,662
5.440
%,
08/01/2047
110,097
0.0
159,148
5.440
%,
08/01/2047
157,137
0.0
169,103
5.440
%,
08/01/2047
167,014
0.0
170,161
5.440
%,
09/01/2047
168,065
0.0
266,443
5.440
%,
10/01/2047
263,819
0.1
59,410
5.620
%,
12/01/2036
58,845
0.0
99,483
5.890
%,
08/01/2047
98,255
0.0
107,238
5.890
%,
10/01/2047
106,152
0.0
5,118
5.900
%,
09/01/2028
5,096
0.0
7,035
6.600
%,
07/01/2027
7,008
0.0
13,371
6.600
%,
09/01/2027
13,299
0.0
19,409
6.600
%,
11/01/2027
19,335
0.0
17,529
6.600
%,
06/01/2028
17,462
0.0
7,098,280
0.5
Government
National
Mortgage
Association
:
66
.8
%
4,991,794
2.000
%,
08/20/2050
4,221,527
0.3
35,105,552
2.000
%,
12/20/2050
29,631,015
2.2
19,547,668
2.000
%,
01/20/2051
16,493,405
1.2
14,136,910
2.000
%,
02/20/2051
11,929,194
0.9
7,570,705
2.000
%,
06/20/2051
6,383,413
0.5
3,822,371
2.000
%,
10/20/2051
3,220,990
0.3
2,666,373
2.000
%,
11/20/2051
2,245,673
0.2
72,929,000
(2)
2.000
%,
08/15/2053
61,348,673
4.6
10,096,985
2.500
%,
12/20/2050
8,703,013
0.7
36,265,545
2.500
%,
03/20/2051
31,555,047
2.4
18,306,670
2.500
%,
04/20/2051
15,925,409
1.2
18,142,570
2.500
%,
05/20/2051
15,777,262
1.2
4,176,226
2.500
%,
08/20/2051
3,624,483
0.3
30,630,755
2.500
%,
09/20/2051
26,575,153
2.0
43,165,336
2.500
%,
10/20/2051
37,437,800
2.8
28,872,832
2.500
%,
11/20/2051
25,020,906
1.9
4,154,824
2.500
%,
12/20/2051
3,602,171
0.3
18,348,732
2.500
%,
03/20/2052
15,902,884
1.2
10,000,000
(2)
2.500
%,
07/15/2053
8,660,938
0.7
26,170,000
(2)
2.500
%,
08/15/2053
22,682,030
1.7
161,429
3.000
%,
12/15/2041
148,855
0.0
121,867
3.000
%,
01/15/2042
112,650
0.0
167,672
3.000
%,
01/15/2042
155,001
0.0
168,039
3.000
%,
01/15/2042
155,163
0.0
531,085
3.000
%,
02/15/2042
483,986
0.0
164,939
3.000
%,
03/15/2042
150,312
0.0
136,896
3.000
%,
04/15/2042
126,551
0.0
56,599
3.000
%,
05/15/2042
52,320
0.0
44,305
3.000
%,
06/15/2042
40,984
0.0
25,798,626
3.000
%,
04/20/2045
23,535,627
1.8
332,715
3.000
%,
11/20/2045
299,066
0.0
58,297
3.000
%,
12/20/2045
52,369
0.0
90,838
3.000
%,
12/20/2045
81,818
0.0
101,387
3.000
%,
12/20/2045
91,231
0.0
58,968
3.000
%,
01/20/2046
52,998
0.0
2,217,867
3.000
%,
02/20/2050
1,939,276
0.2
2,912,130
3.000
%,
10/20/2051
2,613,259
0.2
22,889,907
3.000
%,
10/20/2051
20,741,405
1.6
18,335,587
3.000
%,
11/20/2051
16,614,564
1.3
1,573,057
3.000
%,
01/20/2052
1,409,360
0.1
8,751,269
3.000
%,
03/20/2052
7,798,144
0.6
4,048,240
3.000
%,
04/20/2052
3,619,640
0.3
84,640,000
(2)
3.000
%,
08/15/2053
75,709,818
5.7
PORTFOLIO
OF
INVESTMENTS
as
of
June
30,
2023
(Unaudited)
(continued)
2
Voya
GNMA
Income
Fund
Principal
Amount†
Value
Percentage
of
Net
Assets
U.S.
GOVERNMENT
AGENCY
OBLIGATIONS:
(continued)
Government
National
Mortgage
Association
(continued)
48,806
3.250
%,
03/15/2041
$
45,273
0.0
339,156
3.250
%,
04/15/2041
314,613
0.0
74,387
3.250
%,
05/15/2041
68,992
0.0
343,811
3.250
%,
06/15/2041
318,928
0.0
57,904
3.250
%,
07/15/2041
53,712
0.0
409,205
3.250
%,
07/15/2041
379,581
0.0
612,750
3.250
%,
08/15/2041
568,395
0.1
195,996
3.250
%,
09/15/2041
181,816
0.0
259,707
3.250
%,
09/15/2041
240,919
0.0
40,493
3.250
%,
11/15/2041
37,562
0.0
171,741
3.250
%,
11/15/2041
159,311
0.0
64,747
3.250
%,
12/15/2041
60,060
0.0
37,613
3.250
%,
04/15/2042
34,890
0.0
29,069
3.250
%,
06/15/2042
26,963
0.0
77,103
3.250
%,
06/15/2042
71,519
0.0
892,851
3.500
%,
04/20/2043
831,470
0.1
1,027,775
3.500
%,
06/20/2045
963,763
0.1
2,591,781
3.500
%,
04/20/2046
2,429,017
0.2
4,118,180
3.500
%,
03/20/2047
3,924,103
0.3
497,062
3.500
%,
07/20/2047
465,915
0.0
838,284
3.500
%,
07/20/2047
784,768
0.1
20,638,122
3.500
%,
12/20/2047
19,336,454
1.5
7,473,926
3.500
%,
01/20/2048
6,995,236
0.5
2,843,587
3.500
%,
02/20/2048
2,661,405
0.2
5,635,930
3.500
%,
02/20/2048
5,274,572
0.4
10,722,952
3.500
%,
03/20/2048
10,036,255
0.8
28,965,078
3.500
%,
03/20/2052
26,748,276
2.0
1,250,000
(2)
3.500
%,
07/15/2053
1,153,857
0.1
17,500,000
(2)
3.500
%,
08/15/2053
16,172,461
1.2
50,935
3.650
%,
12/15/2040
48,527
0.0
15,204
3.750
%,
09/15/2041
14,390
0.0
295,058
3.750
%,
09/15/2041
282,157
0.0
110,920
3.750
%,
10/15/2041
106,332
0.0
127,465
3.750
%,
10/15/2041
122,192
0.0
1,915,155
3.750
%,
05/20/2042
1,798,203
0.1
2,538,039
3.750
%,
05/20/2042
2,373,723
0.2
126,394
3.900
%,
10/15/2041
122,285
0.0
58,577
4.000
%,
05/20/2033
55,973
0.0
28,695
4.000
%,
01/15/2034
27,676
0.0
374,311
4.000
%,
05/20/2034
357,249
0.0
338,186
4.000
%,
07/20/2034
322,767
0.0
477,586
4.000
%,
07/20/2034
456,100
0.0
73,369
4.000
%,
08/20/2035
71,144
0.0
617,558
4.000
%,
09/20/2040
588,185
0.1
1,092,239
4.000
%,
07/20/2041
1,036,750
0.1
4,445,262
4.000
%,
08/20/2042
4,318,948
0.3
134,139
4.000
%,
09/15/2042
130,628
0.0
770,165
4.000
%,
10/20/2043
754,577
0.1
1,257,443
4.000
%,
12/20/2044
1,203,656
0.1
1,212,699
4.000
%,
01/20/2045
1,160,289
0.1
307,448
4.000
%,
06/20/2045
296,329
0.0
1,267,179
4.000
%,
07/20/2045
1,219,435
0.1
1,395,831
4.000
%,
09/20/2045
1,345,268
0.1
101,874
4.000
%,
12/20/2045
98,627
0.0
364,032
4.000
%,
01/20/2046
351,420
0.0
2,958,274
4.000
%,
01/20/2046
2,860,042
0.2
65,037
4.000
%,
02/20/2046
62,585
0.0
1,567,548
4.000
%,
03/20/2046
1,508,135
0.1
Principal
Amount†
Value
Percentage
of
Net
Assets
U.S.
GOVERNMENT
AGENCY
OBLIGATIONS:
(continued)
Government
National
Mortgage
Association
(continued)
778,844
4.000
%,
04/20/2046
$
749,477
0.1
336,133
4.000
%,
08/20/2046
322,422
0.0
1,283,046
4.000
%,
09/20/2047
1,215,601
0.1
12,646,403
4.000
%,
02/20/2050
12,126,679
0.9
150,000
(2)
4.000
%,
07/15/2053
141,955
0.0
5,313
4.326
%,
09/20/2062
5,076
0.0
705,375
4.329
%,
10/20/2064
697,062
0.1
7,514
4.433
%,
04/20/2065
7,316
0.0
17,057
4.438
%,
02/20/2068
16,563
0.0
108,950
4.450
%,
07/15/2040
104,287
0.0
60,946
4.450
%,
09/15/2040
59,444
0.0
59,390
4.450
%,
10/15/2040
57,927
0.0
9,432
4.450
%,
10/20/2067
9,150
0.0
582,847
4.467
%,
01/20/2065
568,365
0.1
12,855
4.491
%,
04/20/2066
12,562
0.0
1,230,282
4.497
%,
01/20/2065
1,201,387
0.1
4,853
4.500
%,
07/20/2036
4,773
0.0
384,829
4.500
%,
10/15/2039
380,014
0.0
279,108
4.500
%,
11/15/2039
275,874
0.0
288,886
4.500
%,
11/15/2039
285,538
0.0
91,670
4.500
%,
12/15/2039
90,523
0.0
221,757
4.500
%,
01/15/2040
218,641
0.0
23,870
4.500
%,
01/20/2040
23,217
0.0
1,028,575
4.500
%,
02/15/2040
1,007,140
0.1
50,108
4.500
%,
06/15/2040
48,873
0.0
22,414
4.500
%,
07/20/2040
21,801
0.0
79,137
4.500
%,
08/20/2040
77,020
0.0
577,724
4.500
%,
09/20/2041
574,051
0.1
207,816
4.500
%,
10/20/2048
203,204
0.0
96,711
4.500
%,
11/20/2048
94,545
0.0
2,960,461
4.500
%,
12/20/2048
2,893,670
0.2
72,290
4.500
%,
01/20/2049
70,649
0.0
5,157,219
4.500
%,
02/20/2049
5,038,646
0.4
252,784
4.500
%,
03/20/2049
246,972
0.0
41,536
4.500
%,
05/20/2049
40,512
0.0
4,609,953
4.500
%,
11/20/2049
4,455,439
0.3
5,690,681
4.500
%,
12/20/2049
5,527,769
0.4
131,800,000
(2)
4.500
%,
07/15/2053
127,217,891
9.5
1,310,651
4.509
%,
02/20/2065
1,278,568
0.1
25,955
4.580
%,
01/20/2034
25,312
0.0
40,003
4.580
%,
03/20/2034
39,013
0.0
31,303
4.580
%,
04/20/2034
30,528
0.0
40,619
4.580
%,
04/20/2034
39,613
0.0
39,658
4.580
%,
06/20/2034
38,675
0.0
106,668
4.653
%,
09/20/2064
104,193
0.0
244,558
4.677
%,
10/20/2064
239,785
0.0
148,646
4.694
%,
09/20/2064
146,223
0.0
430
4.700
%,
06/20/2061
419
0.0
4,100
4.700
%,
08/20/2061
4,077
0.0
387,641
4.750
%,
06/15/2029
379,872
0.0
96,737
4.750
%,
01/15/2030
94,485
0.0
48,204
4.750
%,
06/20/2033
46,889
0.0
20,308
4.750
%,
07/20/2033
19,942
0.0
34,407
4.750
%,
07/20/2033
33,769
0.0
43,552
4.750
%,
07/20/2033
42,365
0.0
24,087
4.750
%,
08/20/2033
23,383
0.0
55,001
4.750
%,
08/20/2033
53,967
0.0
20,197
4.750
%,
09/20/2033
19,608
0.0
PORTFOLIO
OF
INVESTMENTS
as
of
June
30,
2023
(Unaudited)
(continued)
3
Voya
GNMA
Income
Fund
Principal
Amount†
Value
Percentage
of
Net
Assets
U.S.
GOVERNMENT
AGENCY
OBLIGATIONS:
(continued)
Government
National
Mortgage
Association
(continued)
27,912
4.750
%,
10/20/2033
$
27,386
0.0
22,446
4.750
%,
11/20/2033
21,791
0.0
20,035
4.750
%,
12/20/2033
19,440
0.0
179,771
4.750
%,
09/15/2034
179,960
0.0
20,768
4.920
%,
04/20/2033
20,259
0.0
41,536
4.920
%,
04/20/2033
40,559
0.0
24,787
4.920
%,
05/20/2033
24,173
0.0
26,327
4.920
%,
05/20/2033
25,757
0.0
27,341
4.920
%,
05/20/2033
26,663
0.0
1,988
5.000
%,
03/20/2024
1,975
0.0
388,765
5.000
%,
04/20/2030
389,130
0.0
141,302
5.000
%,
07/15/2033
140,432
0.0
39,144
5.000
%,
03/15/2034
39,118
0.0
58,668
5.000
%,
01/15/2035
58,429
0.0
7,577
5.000
%,
03/15/2035
7,574
0.0
42,051
5.000
%,
03/15/2035
41,796
0.0
26,903
5.000
%,
04/15/2035
26,783
0.0
171,974
5.000
%,
04/15/2035
172,444
0.0
13,984
5.000
%,
05/15/2035
14,028
0.0
38,667
5.000
%,
05/20/2035
39,217
0.0
208,210
5.000
%,
11/20/2035
211,688
0.0
95,754
5.000
%,
04/20/2036
97,333
0.0
39,416
5.000
%,
06/20/2038
38,316
0.0
14,051
5.000
%,
08/20/2038
13,974
0.0
160,592
5.000
%,
10/20/2038
158,771
0.0
28,501
5.000
%,
11/20/2038
27,650
0.0
107,408
5.000
%,
01/20/2039
106,800
0.0
34,924
5.000
%,
02/15/2039
34,778
0.0
149,284
5.000
%,
03/15/2039
148,806
0.0
56,855
5.000
%,
11/15/2039
56,437
0.0
511,592
5.000
%,
11/15/2039
508,756
0.1
555,057
5.000
%,
11/15/2039
554,117
0.1
69,350
5.000
%,
04/15/2040
69,181
0.0
587,822
5.000
%,
09/15/2040
584,301
0.1
433,289
5.000
%,
07/20/2041
440,538
0.0
19,600,431
5.000
%,
11/20/2052
19,287,011
1.5
29,861,774
5.000
%,
04/20/2053
29,365,707
2.2
33,900,000
(2)
5.000
%,
07/15/2053
33,314,695
2.5
1,863
5.250
%,
01/15/2024
1,843
0.0
30,452
5.250
%,
06/15/2028
30,322
0.0
49,059
5.250
%,
06/15/2029
49,087
0.0
786,421
5.250
%,
01/20/2036
791,880
0.1
106,371
5.290
%,
07/20/2037
107,292
0.0
74,323
5.290
%,
08/20/2037
74,700
0.0
92,228
5.290
%,
09/20/2037
92,697
0.0
114,728
5.290
%,
09/20/2037
115,721
0.0
106,949
5.290
%,
01/20/2038
107,874
0.0
1,596
5.350
%,
01/15/2029
1,598
0.0
24,465
5.350
%,
04/20/2029
24,407
0.0
23,253
5.350
%,
06/20/2029
23,199
0.0
27,319
5.350
%,
10/20/2029
27,234
0.0
69,135
5.350
%,
07/20/2033
69,551
0.0
12,019
5.350
%,
08/20/2033
11,990
0.0
136,846
5.390
%,
08/20/2038
133,256
0.0
68,783
5.390
%,
09/15/2038
69,441
0.0
23,288
5.490
%,
08/20/2033
23,317
0.0
39,792
5.490
%,
09/20/2033
39,769
0.0
41,587
5.490
%,
09/20/2033
41,637
0.0
Principal
Amount†
Value
Percentage
of
Net
Assets
U.S.
GOVERNMENT
AGENCY
OBLIGATIONS:
(continued)
Government
National
Mortgage
Association
(continued)
171,796
5.490
%,
09/20/2033
$
172,114
0.0
171,682
5.490
%,
10/20/2033
171,999
0.0
255,828
5.490
%,
10/20/2033
256,628
0.0
128,997
5.490
%,
11/20/2033
129,330
0.0
242,309
5.490
%,
11/20/2033
243,419
0.0
122,005
5.490
%,
12/20/2033
122,321
0.0
153,047
5.490
%,
12/20/2033
153,613
0.0
204,268
5.490
%,
12/20/2033
204,280
0.0
41,770
5.490
%,
01/20/2034
41,821
0.0
35,542
5.490
%,
03/20/2034
35,585
0.0
87,751
5.490
%,
03/20/2034
87,515
0.0
35,894
5.490
%,
06/20/2034
35,938
0.0
6,953
5.500
%,
08/15/2024
6,858
0.0
5,459
5.500
%,
08/20/2024
5,439
0.0
145
5.500
%,
04/20/2029
145
0.0
105,977
5.500
%,
09/15/2029
107,603
0.0
74,069
5.500
%,
10/15/2029
74,935
0.0
22,085
5.500
%,
12/20/2032
22,434
0.0
68,131
5.500
%,
08/20/2033
69,210
0.0
53,045
5.500
%,
11/20/2033
52,514
0.0
19,519
5.500
%,
12/20/2033
19,946
0.0
57,343
5.500
%,
03/20/2034
56,761
0.0
102,907
5.500
%,
04/20/2034
101,398
0.0
114,006
5.500
%,
04/20/2034
116,930
0.0
75,086
5.500
%,
06/20/2034
74,149
0.0
88,101
5.500
%,
06/20/2034
87,768
0.0
65,194
5.500
%,
07/20/2034
64,946
0.0
94,937
5.500
%,
01/20/2035
93,749
0.0
64,970
5.500
%,
05/15/2035
65,259
0.0
11,483
5.500
%,
06/20/2035
11,439
0.0
149,386
5.500
%,
07/15/2035
150,140
0.0
78,268
5.500
%,
08/15/2035
78,616
0.0
76,768
5.500
%,
09/20/2035
76,476
0.0
138,120
5.500
%,
04/15/2036
138,778
0.0
26,021
5.500
%,
06/20/2036
26,818
0.0
2,341
5.500
%,
06/20/2038
2,342
0.0
11,173
5.500
%,
08/20/2038
11,193
0.0
7,232
5.500
%,
09/20/2038
7,222
0.0
1,428
5.500
%,
10/20/2038
1,405
0.0
14,579
5.500
%,
11/20/2038
14,582
0.0
727
5.500
%,
12/20/2038
726
0.0
45,500
5.500
%,
01/15/2039
45,702
0.0
5,511
5.500
%,
01/20/2039
5,390
0.0
24,581
5.500
%,
06/15/2039
24,690
0.0
15,535
5.500
%,
06/20/2039
15,275
0.0
19,914
5.500
%,
10/20/2039
20,616
0.0
160,580
5.500
%,
09/15/2040
161,519
0.0
35,319
5.580
%,
12/20/2033
35,578
0.0
65,508
5.580
%,
12/20/2033
65,308
0.0
122,877
5.580
%,
01/20/2034
122,806
0.0
44,833
5.580
%,
02/20/2034
44,744
0.0
36,706
5.580
%,
03/20/2034
36,633
0.0
42,932
5.580
%,
04/20/2034
43,265
0.0
58,010
5.580
%,
04/20/2034
58,603
0.0
116,678
5.580
%,
04/20/2034
116,611
0.0
32,207
5.580
%,
06/20/2034
32,537
0.0
50,488
5.580
%,
09/20/2034
50,880
0.0
185,656
5.590
%,
06/20/2033
185,658
0.0
PORTFOLIO
OF
INVESTMENTS
as
of
June
30,
2023
(Unaudited)
(continued)
4
Voya
GNMA
Income
Fund
Principal
Amount†
Value
Percentage
of
Net
Assets
U.S.
GOVERNMENT
AGENCY
OBLIGATIONS:
(continued)
Government
National
Mortgage
Association
(continued)
12,779
5.590
%,
07/20/2033
$
12,757
0.0
28,387
5.590
%,
07/20/2033
28,672
0.0
85,033
5.590
%,
07/20/2033
84,885
0.0
142,997
5.590
%,
07/20/2033
142,998
0.0
76,139
5.590
%,
08/20/2033
76,005
0.0
21,478
5.590
%,
09/20/2033
21,652
0.0
37,793
5.590
%,
09/20/2033
38,172
0.0
148,807
5.590
%,
09/20/2033
148,808
0.0
57,431
5.590
%,
10/20/2033
58,007
0.0
24,103
5.590
%,
11/20/2033
24,285
0.0
41,799
5.590
%,
11/20/2033
42,217
0.0
44,034
5.590
%,
11/20/2033
44,480
0.0
69,600
5.590
%,
12/20/2033
70,132
0.0
75,661
5.740
%,
09/20/2037
75,789
0.0
231,492
5.740
%,
09/20/2037
232,209
0.0
79,335
5.740
%,
10/20/2037
79,469
0.0
82,180
5.740
%,
04/20/2038
82,318
0.0
4,411
5.750
%,
11/15/2024
4,359
0.0
332,820
5.750
%,
07/15/2029
331,635
0.0
248,968
5.750
%,
08/15/2029
247,771
0.0
35,732
5.750
%,
11/15/2029
35,559
0.0
309,624
5.750
%,
11/15/2029
308,491
0.0
35,837
5.770
%,
03/20/2033
35,922
0.0
130,440
5.770
%,
03/20/2033
130,932
0.0
31,961
5.770
%,
04/20/2033
32,036
0.0
65,513
5.770
%,
04/20/2033
65,668
0.0
73,545
5.770
%,
05/20/2033
73,719
0.0
81,236
5.770
%,
05/20/2033
81,428
0.0
55,809
5.770
%,
07/20/2033
55,941
0.0
57,007
5.770
%,
07/20/2033
57,140
0.0
23,930
5.900
%,
05/20/2028
24,056
0.0
1,048,405
5.970
%,
11/15/2031
1,045,877
0.1
10,140
6.000
%,
10/15/2025
10,276
0.0
47,409
6.000
%,
04/15/2026
47,009
0.0
23,807
6.000
%,
10/20/2027
23,985
0.0
66,424
6.000
%,
05/15/2029
66,064
0.0
49,806
6.000
%,
07/15/2029
49,252
0.0
39,145
6.000
%,
10/20/2034
40,982
0.0
100,958
6.000
%,
03/15/2037
105,588
0.0
56,649
6.000
%,
08/20/2038
58,240
0.0
11,437
6.000
%,
09/20/2038
11,407
0.0
16,397
6.000
%,
10/20/2038
16,672
0.0
66,575
6.000
%,
11/15/2038
67,350
0.0
71,274
6.000
%,
12/15/2038
72,104
0.0
158,613
6.000
%,
08/15/2039
160,599
0.0
215,965
6.000
%,
08/15/2039
219,050
0.0
13,229
6.500
%,
07/20/2029
13,603
0.0
38,416
6.500
%,
07/20/2032
38,383
0.0
63,119
6.500
%,
02/15/2034
62,504
0.0
166
6.500
%,
09/20/2034
165
0.0
3,336
7.500
%,
08/20/2027
3,379
0.0
896,404,530
66.8
Uniform
Mortgage-Backed
Securities
:
5
.1
%
2,749,486
2.000
%,
12/01/2051
2,246,518
0.2
2,691,312
2.500
%,
12/01/2051
2,287,772
0.2
1,774,423
2.500
%,
02/01/2052
1,527,920
0.1
2,530,048
3.000
%,
11/01/2051
2,232,921
0.2
1,777,827
3.000
%,
01/01/2052
1,585,288
0.1
Principal
Amount†
Value
Percentage
of
Net
Assets
U.S.
GOVERNMENT
AGENCY
OBLIGATIONS:
(continued)
Uniform
Mortgage-Backed
Securities
(continued)
1,726,381
3.500
%,
02/01/2052
$
1,584,795
0.1
5,303,292
3.500
%,
03/01/2052
4,882,830
0.4
11,840,000
(2)
3.500
%,
07/01/2053
10,790,588
0.8
5,508,048
4.000
%,
05/01/2042
5,299,291
0.4
311,341
4.000
%,
05/01/2045
297,872
0.0
355,427
4.000
%,
08/01/2046
339,453
0.0
300,521
4.250
%,
08/01/2035
292,851
0.0
4,415,242
4.500
%,
07/01/2052
4,248,497
0.3
6,150,000
(2)
4.500
%,
08/15/2053
5,916,012
0.5
47,441
4.750
%,
11/01/2034
46,998
0.0
277,532
4.750
%,
11/01/2034
274,874
0.0
237,381
4.750
%,
02/01/2035
235,106
0.0
326,343
4.750
%,
04/01/2035
323,366
0.0
371,939
4.750
%,
05/01/2035
368,576
0.0
66,460
4.750
%,
07/01/2035
65,055
0.0
449,816
4.750
%,
07/01/2035
447,954
0.1
5,594,935
5.000
%,
08/01/2052
5,491,461
0.4
5,000,000
(2)
5.000
%,
07/15/2053
4,899,609
0.4
33,313
5.030
%,
05/01/2037
33,033
0.0
90,751
5.030
%,
09/01/2037
89,968
0.0
141,937
5.155
%,
01/01/2037
141,687
0.0
33,672
5.250
%,
04/01/2032
33,621
0.0
54,944
5.250
%,
04/01/2032
54,738
0.0
24,347
5.280
%,
11/01/2036
24,328
0.0
87,965
5.280
%,
11/01/2036
87,898
0.0
41,161
5.280
%,
01/01/2037
41,126
0.0
83,724
5.290
%,
08/01/2037
83,796
0.0
59,442
5.290
%,
09/01/2037
59,494
0.0
65,270
5.290
%,
09/01/2037
65,236
0.0
14,497
5.300
%,
10/01/2036
14,447
0.0
68,586
5.300
%,
12/01/2036
68,452
0.0
46,524
5.300
%,
05/01/2037
46,580
0.0
196,650
5.300
%,
08/01/2037
195,893
0.0
106,449
5.390
%,
12/01/2037
107,058
0.0
154,066
5.405
%,
11/01/2036
155,143
0.0
197,934
5.405
%,
02/01/2037
199,509
0.0
6,323,147
5.500
%,
12/01/2052
6,314,223
0.5
65,363
5.740
%,
07/01/2037
65,522
0.0
4,400,000
(2)
6.000
%,
07/15/2053
4,439,188
0.4
68,006,547
5.1
Total
U.S.
Government
Agency
Obligations
(Cost
$1,034,428,728)
985,846,301
73.5
COLLATERALIZED
MORTGAGE
OBLIGATIONS
:
45
.8
%
137,273
(3)
Fannie
Mae
REMIC
Trust
2002-W1
3A,
3.608%,
04/25/2042
126,602
0.0
678,448
(3)
Fannie
Mae
REMIC
Trust
2002-W6
3A,
4.638%,
01/25/2042
627,042
0.0
3,829,398
Fannie
Mae
REMIC
Trust
2002-W9
A4,
6.000%,
08/25/2042
3,826,822
0.3
717,554
Fannie
Mae
REMIC
Trust
2003-16
CX,
6.500%,
03/25/2033
736,263
0.1
PORTFOLIO
OF
INVESTMENTS
as
of
June
30,
2023
(Unaudited)
(continued)
5
Voya
GNMA
Income
Fund
Principal
Amount†
Value
Percentage
of
Net
Assets
COLLATERALIZED
MORTGAGE
OBLIGATIONS:
(continued)
1,828,287
Fannie
Mae
REMIC
Trust
2003-34
LN,
5.000%,
05/25/2033
$
1,813,943
0.1
2,947,125
Fannie
Mae
REMIC
Trust
2003-W15
2A7,
5.550%,
08/25/2043
2,914,442
0.2
2,009,161
Fannie
Mae
REMIC
Trust
2004-28
PZ,
6.000%,
05/25/2034
2,062,279
0.2
75,625
(3)
Fannie
Mae
REMIC
Trust
2004-
61
SH,
3.397%,
(-1.000*US0001M
+
23.988%),
11/25/2032
75,875
0.0
1,758,405
Fannie
Mae
REMIC
Trust
2004-88
ZC,
6.500%,
12/25/2034
1,851,204
0.1
2,119,847
(3)
Fannie
Mae
REMIC
Trust
2004-W11
2A,
3.987%,
03/25/2043
1,982,776
0.2
1,906,314
Fannie
Mae
REMIC
Trust
2004-W3
A8,
5.500%,
05/25/2034
1,875,700
0.1
282,014
(3)
Fannie
Mae
REMIC
Trust
2005-
122
SE,
5.073%,
(-1.000*US0001M
+
23.100%),
11/25/2035
281,183
0.0
4,721,052
(3)
Fannie
Mae
REMIC
Trust
2005-17
B,
6.500%,
03/25/2035
4,652,061
0.3
223,361
(3)(4)
Fannie
Mae
REMIC
Trust
2005-
17
ES,
1.600%,
(-1.000*US0001M
+
6.750%),
03/25/2035
4,786
0.0
2,077,241
(3)(4)
Fannie
Mae
REMIC
Trust
2005-
17
SA,
1.550%,
(-1.000*US0001M
+
6.700%),
03/25/2035
178,628
0.0
1,248,598
Fannie
Mae
REMIC
Trust
2005-43
PZ,
6.000%,
05/25/2035
1,288,457
0.1
229,975
(3)
Fannie
Mae
REMIC
Trust
2005-
59
NQ,
3.999%,
(-1.000*US0001M
+
16.875%),
05/25/2035
227,293
0.0
286,047
(3)
Fannie
Mae
REMIC
Trust
2005-
75
GS,
4.799%,
(-1.000*US0001M
+
20.250%),
08/25/2035
307,039
0.0
386,947
Fannie
Mae
REMIC
Trust
2005-88
ZC,
5.000%,
10/25/2035
379,708
0.0
1,861,549
Fannie
Mae
REMIC
Trust
2005-99
XA,
5.500%,
12/25/2035
1,902,706
0.1
Principal
Amount†
Value
Percentage
of
Net
Assets
COLLATERALIZED
MORTGAGE
OBLIGATIONS:
(continued)
71,790
(3)
Fannie
Mae
REMIC
Trust
2006-
115
ES,
5.958%,
(-1.000*US0001M
+
26.560%),
12/25/2036
$
79,924
0.0
495,606
(3)(4)
Fannie
Mae
REMIC
Trust
2006-
36
SP,
1.550%,
(-1.000*US0001M
+
6.700%),
05/25/2036
26,827
0.0
2,725
(5)
Fannie
Mae
REMIC
Trust
2006-44
P,
0.000%,
12/25/2033
2,234
0.0
2,079,974
(3)(4)
Fannie
Mae
REMIC
Trust
2006-
79
SH,
1.300%,
(-1.000*US0001M
+
6.450%),
08/25/2036
179,679
0.0
4,227,246
(3)(4)
Fannie
Mae
REMIC
Trust
2006-
8
HL,
1.550%,
(-1.000*US0001M
+
6.700%),
03/25/2036
333,205
0.0
580,446
(3)
Fannie
Mae
REMIC
Trust
2007-
1
NR,
8.357%,
(-1.000*US0001M
+
47.500%),
02/25/2037
870,027
0.1
662,697
Fannie
Mae
REMIC
Trust
2007-60
ZB,
4.750%,
05/25/2037
646,440
0.1
114,993
(3)
Fannie
Mae
REMIC
Trust
2009-12
LK,
13.683%,
03/25/2039
126,728
0.0
5,943,408
(3)(4)
Fannie
Mae
REMIC
Trust
2010-
147
LS,
1.300%,
(-1.000*US0001M
+
6.450%),
01/25/2041
635,567
0.1
5,892,280
Fannie
Mae
REMIC
Trust
2010-2
LC,
5.000%,
02/25/2040
5,858,814
0.4
946,083
(3)
Fannie
Mae
REMIC
Trust
2010-26
F,
5.920%,
(US0001M
+
0.770%),
11/25/2036
945,576
0.1
910,686
(3)
Fannie
Mae
REMIC
Trust
2010-39
FN,
5.980%,
(US0001M
+
0.830%),
05/25/2040
907,321
0.1
763,542
Fannie
Mae
REMIC
Trust
2010-80
PZ,
5.000%,
07/25/2040
752,164
0.1
1,000,000
Fannie
Mae
REMIC
Trust
2010-87
PL,
4.000%,
06/25/2040
952,633
0.1
2,243,605
(3)(4)
Fannie
Mae
REMIC
Trust
2010-
95
SB,
1.450%,
(-1.000*US0001M
+
6.600%),
09/25/2040
136,351
0.0
PORTFOLIO
OF
INVESTMENTS
as
of
June
30,
2023
(Unaudited)
(continued)
6
Voya
GNMA
Income
Fund
Principal
Amount†
Value
Percentage
of
Net
Assets
COLLATERALIZED
MORTGAGE
OBLIGATIONS:
(continued)
1,027,587
Fannie
Mae
REMIC
Trust
2011-10
ZC,
5.000%,
02/25/2041
$
1,013,520
0.1
750,000
Fannie
Mae
REMIC
Trust
2011-105
MB,
4.000%,
10/25/2041
674,074
0.1
1,115,362
Fannie
Mae
REMIC
Trust
2011-30
ZA,
5.000%,
04/25/2041
1,091,821
0.1
1,271,171
(3)
Fannie
Mae
REMIC
Trust
2011-
4
CS,
2.599%,
(-1.000*US0001M
+
12.900%),
05/25/2040
1,193,451
0.1
5,769,444
Fannie
Mae
REMIC
Trust
2011-99
CZ,
4.500%,
10/25/2041
5,628,094
0.4
2,913,052
(3)(4)
Fannie
Mae
REMIC
Trust
2012-
128
VS,
1.100%,
(-1.000*US0001M
+
6.250%),
06/25/2042
124,241
0.0
1,655,461
(4)
Fannie
Mae
REMIC
Trust
2012-137
EI,
3.000%,
12/25/2027
63,038
0.0
1,429,882
(4)
Fannie
Mae
REMIC
Trust
2012-142
BI,
3.000%,
11/25/2027
43,961
0.0
4,413,990
(4)
Fannie
Mae
REMIC
Trust
2012-148
HI,
3.500%,
05/25/2042
486,638
0.0
8,249,469
(4)
Fannie
Mae
REMIC
Trust
2012-148
IM,
3.000%,
01/25/2028
354,791
0.0
1,821,751
Fannie
Mae
REMIC
Trust
2012-148
KH,
3.000%,
03/25/2042
1,683,449
0.1
1,542,105
(4)
Fannie
Mae
REMIC
Trust
2012-154
PI,
4.000%,
05/25/2042
194,307
0.0
4,093,286
Fannie
Mae
REMIC
Trust
2012-17
QZ,
4.000%,
03/25/2042
3,870,295
0.3
2,688,757
Fannie
Mae
REMIC
Trust
2012-27
EZ,
4.250%,
03/25/2042
2,562,067
0.2
2,500,000
Fannie
Mae
REMIC
Trust
2012-40
MY,
3.500%,
04/25/2042
2,239,707
0.2
1,500,000
Fannie
Mae
REMIC
Trust
2012-66
KE,
4.000%,
06/25/2042
1,414,471
0.1
1,179,457
(3)(4)
Fannie
Mae
REMIC
Trust
2012-
68
SD,
1.550%,
(-1.000*US0001M
+
6.700%),
06/25/2032
63,254
0.0
3,457,000
Fannie
Mae
REMIC
Trust
2012-97
PC,
3.500%,
09/25/2042
2,983,604
0.2
Principal
Amount†
Value
Percentage
of
Net
Assets
COLLATERALIZED
MORTGAGE
OBLIGATIONS:
(continued)
785,013
Fannie
Mae
REMIC
Trust
2013-125
AZ,
4.000%,
11/25/2039
$
670,409
0.1
509,657
(4)
Fannie
Mae
REMIC
Trust
2013-13
PI,
3.500%,
04/25/2042
39,854
0.0
1,189,565
(5)
Fannie
Mae
REMIC
Trust
2013-135
PO,
0.000%,
01/25/2044
861,625
0.1
2,184,616
(4)
Fannie
Mae
REMIC
Trust
2013-25
BI,
3.000%,
03/25/2033
156,074
0.0
1,175,945
(4)
Fannie
Mae
REMIC
Trust
2013-54
ID,
3.000%,
01/25/2033
76,006
0.0
1,320,777
Fannie
Mae
REMIC
Trust
2013-55
VZ,
3.000%,
06/25/2043
1,183,194
0.1
1,700,454
(4)
Fannie
Mae
REMIC
Trust
2013-62
AI,
3.000%,
06/25/2033
142,937
0.0
1,401,927
Fannie
Mae
REMIC
Trust
2015-22
DY,
3.000%,
04/25/2045
1,083,286
0.1
1,352,587
Fannie
Mae
REMIC
Trust
2015-26
UZ,
3.000%,
05/25/2045
1,041,247
0.1
711,932
Fannie
Mae
REMIC
Trust
2015-68
JW,
3.500%,
09/25/2030
657,171
0.1
2,630,000
Fannie
Mae
REMIC
Trust
2016-103
PB,
3.000%,
01/25/2047
2,248,659
0.2
4,373,944
(3)(4)
Fannie
Mae
REMIC
Trust
2016-
4
DS,
0.950%,
(-1.000*US0001M
+
6.100%),
02/25/2046
459,581
0.0
2,604,810
(3)
Fannie
Mae
REMIC
Trust
2016-
51
S,
0.770%,
(-1.000*US0001M
+
5.920%),
10/25/2043
2,266,465
0.2
4,283,554
Fannie
Mae
REMIC
Trust
2016-64
LD,
3.500%,
09/25/2046
3,863,695
0.3
5,517,418
Fannie
Mae
REMIC
Trust
2017-22
DZ,
4.000%,
04/25/2047
5,173,734
0.4
7,510,000
Fannie
Mae
REMIC
Trust
2018-16
TV,
3.000%,
05/25/2041
6,636,976
0.5
443,764
Fannie
Mae
REMIC
Trust
2018-25
AL,
3.500%,
04/25/2048
392,253
0.0
551,280
Fannie
Mae
REMIC
Trust
2018-37
DZ,
4.000%,
06/25/2048
518,290
0.0
5,801,984
(4)
Fannie
Mae
REMIC
Trust
2019-49
IG,
3.000%,
03/25/2033
419,934
0.0
PORTFOLIO
OF
INVESTMENTS
as
of
June
30,
2023
(Unaudited)
(continued)
7
Voya
GNMA
Income
Fund
Principal
Amount†
Value
Percentage
of
Net
Assets
COLLATERALIZED
MORTGAGE
OBLIGATIONS:
(continued)
2,193,557
Fannie
Mae
REMIC
Trust
2019-6
GZ,
4.000%,
03/25/2059
$
1,943,417
0.1
26,753,271
(4)
Fannie
Mae
REMIC
Trust
2020-34
AI,
3.500%,
06/25/2035
2,436,388
0.2
3,848,812
(4)
Fannie
Mae
REMIC
Trust
2020-44
TI,
5.500%,
12/25/2035
600,170
0.0
1,253,579
(3)
Fannie
Mae
Trust
2004-W2
3A,
3.712%,
02/25/2044
1,189,085
0.1
1,072,205
(3)
Fannie
Mae
Trust
2004-W2
4A,
3.684%,
02/25/2044
1,022,513
0.1
2,840
(3)(4)
FHLMC-GNMA
21
SA,
2.850%,
(-1.000*US0001M
+
8.000%),
10/25/2023
13
0.0
275,547
(3)
Freddie
Mac
REMIC
Trust
2653
SC,
4.215%,
(-1.000*US0001M
+
6.800%),
07/15/2033
260,686
0.0
620,573
Freddie
Mac
REMIC
Trust
2767
ZW,
6.000%,
03/15/2034
635,400
0.1
113,130
(5)
Freddie
Mac
REMIC
Trust
2974
KO,
0.000%,
05/15/2035
89,573
0.0
59,678
(3)
Freddie
Mac
REMIC
Trust
3012
ST,
3.264%,
(-1.000*US0001M
+
21.960%),
04/15/2035
58,606
0.0
189,083
(3)
Freddie
Mac
REMIC
Trust
3065
DC,
4.280%,
(-1.000*US0001M
+
19.860%),
03/15/2035
186,044
0.0
263,260
Freddie
Mac
REMIC
Trust
3158
NE,
5.500%,
05/15/2036
266,129
0.0
2,535,091
(3)(4)
Freddie
Mac
REMIC
Trust
3181
TA,
0.500%,
(-1.000*US0001M
+
5.635%),
07/15/2036
45,758
0.0
3,871,253
Freddie
Mac
REMIC
Trust
3196
ZK,
6.500%,
04/15/2032
4,098,978
0.3
158,947
(4)
Freddie
Mac
REMIC
Trust
3507
IA,
5.500%,
09/15/2035
18,972
0.0
1,139,999
Freddie
Mac
REMIC
Trust
3658
CZ,
5.000%,
04/15/2040
1,133,558
0.1
3,053,665
Freddie
Mac
REMIC
Trust
3770
GA,
4.500%,
10/15/2040
2,986,038
0.2
Principal
Amount†
Value
Percentage
of
Net
Assets
COLLATERALIZED
MORTGAGE
OBLIGATIONS:
(continued)
231,262
(3)
Freddie
Mac
REMIC
Trust
3864
NT,
5.500%,
(-1.000*US0001M
+
60.500%),
03/15/2039
$
225,716
0.0
1,114,999
Freddie
Mac
REMIC
Trust
3888
ZG,
4.000%,
07/15/2041
1,039,509
0.1
4,239,744
(3)(4)
Freddie
Mac
REMIC
Trust
3960
SG,
0.807%,
(-1.000*US0001M
+
6.000%),
11/15/2041
379,956
0.0
1,473,316
Freddie
Mac
REMIC
Trust
4040
UZ,
5.000%,
05/15/2042
1,450,323
0.1
5,075,000
Freddie
Mac
REMIC
Trust
4059
DY,
3.500%,
06/15/2042
4,720,761
0.4
1,276,058
Freddie
Mac
REMIC
Trust
4097
ZA,
3.500%,
08/15/2042
1,174,072
0.1
4,119,435
Freddie
Mac
REMIC
Trust
4136
ZG,
3.000%,
11/15/2042
3,663,103
0.3
9,725,625
Freddie
Mac
REMIC
Trust
4159
LZ,
3.500%,
01/15/2043
8,856,049
0.7
5,539,395
(4)
Freddie
Mac
REMIC
Trust
4176
IA,
2.500%,
03/15/2028
202,484
0.0
1,871,677
(3)
Freddie
Mac
REMIC
Trust
4249
CS,
0.772%,
(-1.000*US0001M
+
4.650%),
09/15/2043
1,359,917
0.1
2,770,806
(3)
Freddie
Mac
REMIC
Trust
4274
US,
0.657%,
(-1.000*US0001M
+
5.850%),
10/15/2035
2,229,802
0.2
10,735,212
Freddie
Mac
REMIC
Trust
4367
MZ,
4.000%,
07/15/2044
10,185,775
0.8
2,686,854
Freddie
Mac
REMIC
Trust
4372
Z,
3.000%,
08/15/2044
2,369,830
0.2
7,393,015
(3)(4)
Freddie
Mac
REMIC
Trust
4438
AS,
1.007%,
(-1.000*US0001M
+
6.200%),
02/15/2045
633,176
0.0
5,801,926
Freddie
Mac
REMIC
Trust
4480
ZX,
4.000%,
11/15/2044
5,473,181
0.4
4,132,768
Freddie
Mac
REMIC
Trust
4631
CZ,
3.500%,
11/15/2046
3,782,370
0.3
2,416,704
Freddie
Mac
REMIC
Trust
4818
GZ,
4.000%,
08/15/2048
2,265,748
0.2
PORTFOLIO
OF
INVESTMENTS
as
of
June
30,
2023
(Unaudited)
(continued)
8
Voya
GNMA
Income
Fund
Principal
Amount†
Value
Percentage
of
Net
Assets
COLLATERALIZED
MORTGAGE
OBLIGATIONS:
(continued)
2,597,868
Freddie
Mac
REMIC
Trust
5000
DC,
2.500%,
03/25/2040
$
2,231,390
0.2
22,557,452
(4)
Freddie
Mac
REMIC
Trust
5013
QI,
3.500%,
09/25/2050
4,055,597
0.3
1,550,793
(3)
Freddie
Mac
Securities
REMIC
Trust
2005-
S001
2A2,
5.300%,
(US0001M
+
0.150%),
09/25/2045
1,462,875
0.1
931,007
(3)
Freddie
Mac
Structured
Pass-Through
Certificates
T-48
2A,
3.950%,
07/25/2033
847,350
0.1
507,509
(3)
Freddie
Mac
Structured
Pass-Through
Certificates
T-54
4A,
4.020%,
02/25/2043
454,392
0.0
5,170,050
Freddie
Mac
Whole
Loan
Securities
Trust
2017-SC02
1A2,
3.000%,
05/25/2047
4,516,469
0.3
63,170
Ginnie
Mae
2004-16
AE,
5.500%,
02/20/2034
62,973
0.0
600,866
Ginnie
Mae
2004-
17
MZ,
5.500%,
03/16/2034
597,093
0.0
413,039
Ginnie
Mae
2004-28
CZ,
5.500%,
04/20/2034
412,725
0.0
204,119
(5)
Ginnie
Mae
2004-
37
OA,
0.000%,
04/17/2034
169,345
0.0
612,660
Ginnie
Mae
2004-
65
ZG,
5.500%,
07/20/2034
612,072
0.0
1,525,492
Ginnie
Mae
2004-81
Z,
5.000%,
10/20/2034
1,504,277
0.1
624,874
(3)(4)
Ginnie
Mae
2004-
98
SA,
1.543%,
(-1.000*US0001M
+
6.700%),
11/20/2034
60,729
0.0
526,430
Ginnie
Mae
2005-21
Z,
5.000%,
03/20/2035
521,186
0.0
106,005
(3)(4)
Ginnie
Mae
2005-
25
SI,
6.000%,
(-1.000*US0001M
+
43.200%),
01/20/2034
12,783
0.0
370,828
(3)(4)
Ginnie
Mae
2005-
7
AH,
1.612%,
(-1.000*US0001M
+
6.770%),
02/16/2035
27,170
0.0
468,489
(4)
Ginnie
Mae
2005-73
IM,
5.500%,
09/20/2035
80,804
0.0
918,470
Ginnie
Mae
2005-80
Z,
5.000%,
10/20/2035
909,200
0.1
78,899
(3)
Ginnie
Mae
2005-
91
UP,
3.984%,
(-1.000*US0001M
+
14.300%),
09/16/2031
78,076
0.0
Principal
Amount†
Value
Percentage
of
Net
Assets
COLLATERALIZED
MORTGAGE
OBLIGATIONS:
(continued)
4,939,679
Ginnie
Mae
2006-10
ZT,
6.000%,
03/20/2036
$
4,979,389
0.4
1,528,171
Ginnie
Mae
2006-
17
TW,
6.000%,
04/20/2036
1,542,313
0.1
4,582,207
(3)(4)
Ginnie
Mae
2006-
26
TB,
0.250%,
(-1.000*US0001M
+
6.500%),
06/20/2036
42,400
0.0
1,369,790
Ginnie
Mae
2006-7
ZA,
5.500%,
02/20/2036
1,373,622
0.1
1,016,690
(4)
Ginnie
Mae
2007-17
CI,
7.500%,
04/16/2037
187,384
0.0
1,037,334
(5)
Ginnie
Mae
2007-41
OL,
0.000%,
07/20/2037
827,107
0.1
60,318
Ginnie
Mae
2007-45
PE,
5.500%,
07/16/2037
60,406
0.0
216,153
(3)
Ginnie
Mae
2007-
48
SY,
4.776%,
(-1.000*US0001M
+
20.250%),
08/16/2037
207,780
0.0
1,182,526
(3)(4)
Ginnie
Mae
2007-
53
SC,
1.343%,
(-1.000*US0001M
+
6.500%),
09/20/2037
114,837
0.0
36,029
(3)
Ginnie
Mae
2007-
53
SW,
4.735%,
(-1.000*US0001M
+
20.205%),
09/20/2037
36,318
0.0
613,747
Ginnie
Mae
2007-60
YZ,
5.500%,
10/20/2037
610,099
0.0
2,724,266
Ginnie
Mae
2008-20
PZ,
6.000%,
03/20/2038
2,737,210
0.2
344,769
(3)(4)
Ginnie
Mae
2008-
3
SA,
1.404%,
(-1.000*US0001M
+
6.550%),
01/20/2038
39,242
0.0
571,686
(3)(4)
Ginnie
Mae
2008-
40
PS,
1.342%,
(-1.000*US0001M
+
6.500%),
05/16/2038
39,822
0.0
781,940
(3)(4)
Ginnie
Mae
2008-
51
GS,
1.072%,
(-1.000*US0001M
+
6.230%),
06/16/2038
70,368
0.0
1,474,786
(3)(4)
Ginnie
Mae
2008-
82
SA,
0.854%,
(-1.000*US0001M
+
6.000%),
09/20/2038
136,331
0.0
1,245,160
(3)(4)
Ginnie
Mae
2009-
110
SA,
1.192%,
(-1.000*US0001M
+
6.350%),
04/16/2039
14,718
0.0
6,385,557
Ginnie
Mae
2009-110
ZA,
5.500%,
11/16/2039
6,367,796
0.5
920,314
Ginnie
Mae
2009-110
ZC,
4.500%,
11/16/2039
883,704
0.1
2,022,318
Ginnie
Mae
2009-118
XZ,
5.000%,
12/20/2039
1,996,180
0.2
PORTFOLIO
OF
INVESTMENTS
as
of
June
30,
2023
(Unaudited)
(continued)
9
Voya
GNMA
Income
Fund
Principal
Amount†
Value
Percentage
of
Net
Assets
COLLATERALIZED
MORTGAGE
OBLIGATIONS:
(continued)
901,854
Ginnie
Mae
2009-
121
ZQ,
5.500%,
09/20/2039
$
904,346
0.1
852,206
Ginnie
Mae
2009-31
BP,
5.000%,
05/20/2039
841,811
0.1
1,223,989
Ginnie
Mae
2009-31
ZL,
4.500%,
05/20/2039
1,199,201
0.1
887,999
Ginnie
Mae
2009-
32
QZ,
5.500%,
05/16/2039
891,242
0.1
721,542
Ginnie
Mae
2009-32
YZ,
7.000%,
05/16/2039
760,461
0.1
1,202,745
Ginnie
Mae
2009-34
Z,
4.500%,
05/16/2039
1,181,695
0.1
4,082,566
Ginnie
Mae
2009-
50
MZ,
6.000%,
07/16/2039
4,145,508
0.3
1,630,088
Ginnie
Mae
2009-53
ZB,
6.000%,
07/16/2039
1,647,349
0.1
322,053
Ginnie
Mae
2009-54
HZ,
5.000%,
07/20/2039
317,466
0.0
150,809
(3)(4)
Ginnie
Mae
2009-
55
BI,
1.000%,
(-1.000*US0001M
+
162.500%),
06/16/2037
5,551
0.0
2,232,334
Ginnie
Mae
2009-61
EZ,
7.500%,
08/20/2039
2,350,737
0.2
7,283,332
Ginnie
Mae
2009-61
PZ,
7.500%,
08/20/2039
7,915,767
0.6
4,014,385
Ginnie
Mae
2009-
61
ZQ,
6.000%,
08/16/2039
4,159,287
0.3
660,702
(3)(4)
Ginnie
Mae
2009-
66
QS,
0.954%,
(-1.000*US0001M
+
6.100%),
07/20/2039
21,902
0.0
3,075,482
Ginnie
Mae
2009-68
ZC,
5.500%,
08/16/2039
3,077,246
0.2
466,433
(3)(4)
Ginnie
Mae
2009-
77
SA,
0.992%,
(-1.000*US0001M
+
6.150%),
09/16/2039
41,916
0.0
3,016,270
Ginnie
Mae
2009-77
ZB,
5.500%,
09/16/2039
3,053,144
0.2
1,232,192
Ginnie
Mae
2009-79
PZ,
6.000%,
09/20/2039
1,304,023
0.1
2,447,134
Ginnie
Mae
2009-
87
WZ,
6.000%,
10/20/2039
2,555,906
0.2
702,181
Ginnie
Mae
2009-92
DZ,
4.500%,
10/16/2039
670,127
0.1
1,681,010
Ginnie
Mae
2009-
98
MZ,
5.000%,
10/16/2039
1,649,572
0.1
438,545
(3)
Ginnie
Mae
2009-H01
FA,
6.296%,
(US0001M
+
1.150%),
11/20/2059
438,685
0.0
851,265
(4)
Ginnie
Mae
2010-106
IP,
5.000%,
03/20/2040
68,689
0.0
Principal
Amount†
Value
Percentage
of
Net
Assets
COLLATERALIZED
MORTGAGE
OBLIGATIONS:
(continued)
6,777,122
Ginnie
Mae
2010-
113
BE,
4.500%,
09/20/2040
$
6,676,906
0.5
837,606
(3)(4)
Ginnie
Mae
2010-
116
NS,
1.492%,
(-1.000*US0001M
+
6.650%),
09/16/2040
57,192
0.0
2,000,000
Ginnie
Mae
2010-
116
PB,
5.000%,
06/16/2040
2,001,324
0.2
3,940,618
Ginnie
Mae
2010-
117
ZQ,
4.500%,
09/20/2040
3,864,661
0.3
918,000
Ginnie
Mae
2010-121
TB,
4.000%,
09/20/2040
868,560
0.1
2,290,831
Ginnie
Mae
2010-125
BZ,
4.500%,
09/16/2040
2,258,549
0.2
18,683
(4)
Ginnie
Mae
2010-130
KI,
5.500%,
09/16/2040
583
0.0
1,500,000
Ginnie
Mae
2010-14
B,
4.500%,
02/16/2040
1,464,505
0.1
620,675
(3)(4)
Ginnie
Mae
2010-
158
SA,
0.904%,
(-1.000*US0001M
+
6.050%),
12/20/2040
58,994
0.0
868,351
Ginnie
Mae
2010-162
ZE,
4.000%,
12/16/2040
836,671
0.1
8,172,030
(3)(4)
Ginnie
Mae
2010-
166
GS,
0.854%,
(-1.000*US0001M
+
6.000%),
12/20/2040
648,054
0.1
330,893
(4)
Ginnie
Mae
2010-166
NI,
4.500%,
04/20/2039
8,411
0.0
824,346
Ginnie
Mae
2010-
169
AW,
4.500%,
12/20/2040
802,277
0.1
898,161
Ginnie
Mae
2010-169
JZ,
4.000%,
12/20/2040
839,578
0.1
135,114
(4)
Ginnie
Mae
2010-19
LI,
5.000%,
07/16/2039
5,176
0.0
881,753
Ginnie
Mae
2010-31
BP,
5.000%,
03/20/2040
857,130
0.1
745,007
(4)
Ginnie
Mae
2010-4
WI,
6.000%,
01/16/2040
99,674
0.0
4,429,875
Ginnie
Mae
2010-42
VZ,
5.500%,
10/20/2039
4,455,650
0.3
686,761
Ginnie
Mae
2010-59
ZA,
4.500%,
05/20/2040
675,086
0.1
5,545,782
(3)
Ginnie
Mae
2010-H10
FB,
6.160%,
(US0001M
+
1.000%),
05/20/2060
5,554,357
0.4
2,808,041
(3)
Ginnie
Mae
2010-H10
FC,
6.160%,
(US0001M
+
1.000%),
05/20/2060
2,811,720
0.2
1,131,940
(3)
Ginnie
Mae
2010-H20
AF,
5.424%,
(US0001M
+
0.330%),
10/20/2060
1,123,804
0.1
150,479
(3)
Ginnie
Mae
2010-H26
LF,
5.444%,
(US0001M
+
0.350%),
08/20/2058
149,501
0.0
PORTFOLIO
OF
INVESTMENTS
as
of
June
30,
2023
(Unaudited)
(continued)
10
Voya
GNMA
Income
Fund
Principal
Amount†
Value
Percentage
of
Net
Assets
COLLATERALIZED
MORTGAGE
OBLIGATIONS:
(continued)
152,857
(4)
Ginnie
Mae
2011-123
QI,
5.000%,
05/20/2041
$
13,230
0.0
417,252
(3)
Ginnie
Mae
2011-128
TF,
5.608%,
(US0001M
+
0.450%),
05/16/2041
409,519
0.0
1,960,557
(3)(4)
Ginnie
Mae
2011-
141
PS,
1.542%,
(-1.000*US0001M
+
6.700%),
06/16/2041
110,921
0.0
1,624,478
(4)
Ginnie
Mae
2011-146
EI,
5.000%,
11/16/2041
289,112
0.0
945,000
Ginnie
Mae
2011-151
PY,
3.000%,
11/20/2041
828,507
0.1
33,343
Ginnie
Mae
2011-
169
BC,
7.000%,
05/16/2032
33,674
0.0
113,594
(3)
Ginnie
Mae
2011-
169
BG,
5.450%,
04/16/2039
112,166
0.0
5,475,387
Ginnie
Mae
2011-25
Z,
4.000%,
02/20/2041
5,241,402
0.4
1,218,723
Ginnie
Mae
2011-
59
QC,
4.000%,
12/20/2040
1,174,073
0.1
825,279
Ginnie
Mae
2011-
69
HW,
4.000%,
04/20/2040
814,185
0.1
2,141,011
(5)
Ginnie
Mae
2011-
70
PO,
0.000%,
05/16/2041
1,621,270
0.1
59,136
(3)(4)
Ginnie
Mae
2011-
73
LS,
1.544%,
(-1.000*US0001M
+
6.690%),
08/20/2039
103
0.0
1,929,324
Ginnie
Mae
2011-89
Z,
3.500%,
06/20/2041
1,800,466
0.1
1,008,704
(3)
Ginnie
Mae
2011-H01
AF,
5.544%,
(US0001M
+
0.450%),
11/20/2060
1,003,919
0.1
1,464,045
(3)
Ginnie
Mae
2011-H03
FA,
5.594%,
(US0001M
+
0.500%),
01/20/2061
1,456,451
0.1
276,934
(3)
Ginnie
Mae
2011-H07
FA,
5.594%,
(US0001M
+
0.500%),
02/20/2061
275,403
0.0
152,807
(3)
Ginnie
Mae
2011-H08
FD,
5.594%,
(US0001M
+
0.500%),
02/20/2061
152,023
0.0
345,280
(3)
Ginnie
Mae
2011-H09
AF,
5.594%,
(US0001M
+
0.500%),
03/20/2061
343,574
0.0
335,644
(3)
Ginnie
Mae
2011-H11
FB,
5.594%,
(US0001M
+
0.500%),
04/20/2061
334,029
0.0
378,908
(3)
Ginnie
Mae
2011-H19
FA,
5.564%,
(US0001M
+
0.470%),
08/20/2061
376,787
0.0
1,013,941
(3)
Ginnie
Mae
2011-H20
FA,
5.644%,
(US0001M
+
0.550%),
09/20/2061
1,009,452
0.1
Principal
Amount†
Value
Percentage
of
Net
Assets
COLLATERALIZED
MORTGAGE
OBLIGATIONS:
(continued)
201,472
(3)
Ginnie
Mae
2011-H21
FT,
5.265%,
(H15T1Y
+
0.700%),
10/20/2061
$
201,091
0.0
820,287
(4)
Ginnie
Mae
2012-103
IC,
3.500%,
08/16/2040
33,054
0.0
216,770
(4)
Ginnie
Mae
2012-124
MI,
4.000%,
03/20/2042
18,071
0.0
12,423,799
(4)
Ginnie
Mae
2012-136
BI,
3.500%,
11/20/2042
1,764,711
0.1
1,786,090
(4)
Ginnie
Mae
2012-146
AI,
3.000%,
10/20/2037
43,524
0.0
233,534
(3)(4)
Ginnie
Mae
2012-
34
MS,
1.542%,
(-1.000*US0001M
+
6.700%),
04/16/2041
10,558
0.0
2,452,722
(3)(4)
Ginnie
Mae
2012-
48
SA,
1.492%,
(-1.000*US0001M
+
6.650%),
04/16/2042
277,572
0.0
3,085,916
(3)(4)
Ginnie
Mae
2012-
60
SG,
0.942%,
(-1.000*US0001M
+
6.100%),
05/16/2042
251,033
0.0
3,426,224
(3)
Ginnie
Mae
2012-77
FE,
5.548%,
(US0001M
+
0.390%),
05/16/2041
3,390,554
0.3
684,625
(3)(4)
Ginnie
Mae
2012-
93
NS,
0.954%,
(-1.000*US0001M
+
6.100%),
07/20/2042
54,669
0.0
729,118
(4)
Ginnie
Mae
2012-98
EI,
4.000%,
04/20/2041
73,270
0.0
2,087,534
(3)
Ginnie
Mae
2012-H06
FS,
5.469%,
(US0001M
+
0.700%),
03/20/2062
2,081,007
0.2
4,412,938
(3)
Ginnie
Mae
2012-H08
FA,
5.694%,
(US0001M
+
0.600%),
01/20/2062
4,393,892
0.3
1,398,091
(3)
Ginnie
Mae
2012-H08
FB,
5.694%,
(US0001M
+
0.600%),
03/20/2062
1,393,037
0.1
248,465
(3)
Ginnie
Mae
2012-H11
FA,
5.794%,
(US0001M
+
0.700%),
02/20/2062
247,723
0.0
339,787
(3)
Ginnie
Mae
2012-H11
GA,
5.674%,
(US0001M
+
0.580%),
05/20/2062
338,325
0.0
1,051,045
(3)
Ginnie
Mae
2012-H11
VA,
5.744%,
(US0001M
+
0.650%),
05/20/2062
1,046,745
0.1
1,149,003
(3)
Ginnie
Mae
2012-H12
FA,
5.644%,
(US0001M
+
0.550%),
04/20/2062
1,143,419
0.1
6,788,408
(3)
Ginnie
Mae
2012-H12
FB,
6.144%,
(US0001M
+
1.050%),
02/20/2062
6,802,353
0.5
316,048
(3)
Ginnie
Mae
2012-H14
FK,
5.674%,
(US0001M
+
0.580%),
07/20/2062
314,556
0.0
PORTFOLIO
OF
INVESTMENTS
as
of
June
30,
2023
(Unaudited)
(continued)
11
Voya
GNMA
Income
Fund
Principal
Amount†
Value
Percentage
of
Net
Assets
COLLATERALIZED
MORTGAGE
OBLIGATIONS:
(continued)
2,200,347
(3)
Ginnie
Mae
2012-H20
BA,
5.654%,
(US0001M
+
0.560%),
09/20/2062
$
2,190,175
0.2
1,487,952
(3)
Ginnie
Mae
2012-H26
BA,
5.444%,
(US0001M
+
0.350%),
10/20/2062
1,477,376
0.1
325,716
(3)
Ginnie
Mae
2012-H29
FA,
5.609%,
(US0001M
+
0.515%),
10/20/2062
324,116
0.0
756,090
(3)
Ginnie
Mae
2012-H30
GA,
5.444%,
(US0001M
+
0.350%),
12/20/2062
750,829
0.1
1,126,134
Ginnie
Mae
2013-119
TZ,
3.000%,
08/20/2043
1,004,887
0.1
7,000,000
Ginnie
Mae
2013-
147
BE,
4.000%,
12/20/2039
6,636,621
0.5
1,509,486
Ginnie
Mae
2013-167
Z,
3.000%,
10/16/2043
1,331,076
0.1
1,900,000
(4)
Ginnie
Mae
2013-186
UI,
2.500%,
11/20/2043
329,575
0.0
485,002
(4)
Ginnie
Mae
2013-186
VI,
4.000%,
12/20/2042
67,583
0.0
2,910,581
Ginnie
Mae
2013-186
ZE,
2.500%,
12/16/2043
2,502,031
0.2
2,784,878
(4)
Ginnie
Mae
2013-20
LI,
4.500%,
12/16/2042
311,350
0.0
1,639,473
(4)
Ginnie
Mae
2013-23
IO,
3.500%,
02/20/2043
260,344
0.0
128,438
(4)
Ginnie
Mae
2013-41
PI,
3.500%,
04/20/2040
586
0.0
709,900
(3)(4)
Ginnie
Mae
2013-
88
AI,
0.680%,
(-1.000*US0001M
+
5.850%),
06/20/2043
54,840
0.0
1,244,277
(3)(4)
Ginnie
Mae
2013-
99
SK,
0.730%,
(-1.000*US0001M
+
5.900%),
07/20/2043
79,758
0.0
978,886
(3)
Ginnie
Mae
2013-H02
FD,
5.434%,
(US0001M
+
0.340%),
12/20/2062
970,793
0.1
176,422
(3)
Ginnie
Mae
2013-H07
HA,
5.504%,
(US0001M
+
0.410%),
03/20/2063
175,110
0.0
1,326,148
(3)
Ginnie
Mae
2013-H08
BF,
5.494%,
(US0001M
+
0.400%),
03/20/2063
1,310,871
0.1
1,353,095
(3)
Ginnie
Mae
2013-H10
FT,
5.170%,
(H15T1Y
+
0.450%),
04/20/2063
1,347,679
0.1
1,437,406
(3)
Ginnie
Mae
2013-H13
FS,
6.094%,
(US0001M
+
1.000%),
06/20/2063
1,440,050
0.1
1,297,202
(3)
Ginnie
Mae
2013-H14
FC,
5.564%,
(US0001M
+
0.470%),
06/20/2063
1,289,718
0.1
467,954
(3)
Ginnie
Mae
2013-H14
FD,
5.564%,
(US0001M
+
0.470%),
06/20/2063
465,012
0.0
Principal
Amount†
Value
Percentage
of
Net
Assets
COLLATERALIZED
MORTGAGE
OBLIGATIONS:
(continued)
448,834
(3)
Ginnie
Mae
2013-H14
FG,
5.564%,
(US0001M
+
0.470%),
05/20/2063
$
446,099
0.0
334,045
(3)
Ginnie
Mae
2013-H15
FA,
5.634%,
(US0001M
+
0.540%),
06/20/2063
332,602
0.0
590,529
(3)
Ginnie
Mae
2013-H17
FA,
5.644%,
(US0001M
+
0.550%),
07/20/2063
588,319
0.0
359,434
(3)
Ginnie
Mae
2013-H18
BA,
5.694%,
(US0001M
+
0.600%),
07/20/2063
358,043
0.0
360,210
(3)
Ginnie
Mae
2013-H18
EA,
5.594%,
(US0001M
+
0.500%),
07/20/2063
358,851
0.0
1,205,435
(3)
Ginnie
Mae
2013-H18
FA,
5.594%,
(US0001M
+
0.500%),
06/20/2063
1,199,167
0.1
1,062,226
(3)
Ginnie
Mae
2013-H19
DF,
5.744%,
(US0001M
+
0.650%),
05/20/2063
1,054,481
0.1
332,301
(3)
Ginnie
Mae
2013-H20
FB,
6.094%,
(US0001M
+
1.000%),
08/20/2063
332,764
0.0
353,562
(3)
Ginnie
Mae
2013-H21
FB,
5.794%,
(US0001M
+
0.700%),
09/20/2063
352,860
0.0
626,213
(3)
Ginnie
Mae
2013-H22
FB,
5.794%,
(US0001M
+
0.700%),
08/20/2063
624,655
0.0
5,208,204
(3)
Ginnie
Mae
2013-H22
FT,
5.370%,
(H15T1Y
+
0.650%),
04/20/2063
5,199,625
0.4
640,370
(3)
Ginnie
Mae
2013-H23
FA,
6.394%,
(US0001M
+
1.300%),
09/20/2063
643,057
0.1
56,409
(3)
Ginnie
Mae
2013-H24
FB,
5.824%,
(US0001M
+
0.730%),
09/20/2063
56,307
0.0
1,769,178
(3)(4)
Ginnie
Mae
2014-
107
XS,
0.442%,
(-1.000*US0001M
+
5.600%),
07/16/2044
123,237
0.0
2,793,200
Ginnie
Mae
2014-
115
EM,
4.000%,
08/20/2044
2,645,902
0.2
2,682,303
Ginnie
Mae
2014-118
ZP,
4.000%,
08/20/2044
2,524,445
0.2
1,153,082
(3)(4)
Ginnie
Mae
2014-
129
WS,
0.730%,
(-1.000*US0001M
+
5.900%),
09/20/2044
83,190
0.0
1,850,316
Ginnie
Mae
2014-149
KL,
4.000%,
10/16/2044
1,703,889
0.1
1,002,760
(3)(4)
Ginnie
Mae
2014-
161
WS,
0.730%,
(-1.000*US0001M
+
5.900%),
11/20/2044
69,731
0.0
1,062,620
(4)
Ginnie
Mae
2014-183
IM,
5.000%,
06/20/2035
162,812
0.0
PORTFOLIO
OF
INVESTMENTS
as
of
June
30,
2023
(Unaudited)
(continued)
12
Voya
GNMA
Income
Fund
Principal
Amount†
Value
Percentage
of
Net
Assets
COLLATERALIZED
MORTGAGE
OBLIGATIONS:
(continued)
1,249,180
(3)(4)
Ginnie
Mae
2014-
30
ES,
0.047%,
(-1.000*US0001M
+
5.000%),
03/20/2040
$
70,030
0.0
884,670
(3)(4)
Ginnie
Mae
2014-
96
SQ,
0.442%,
(-1.000*US0001M
+
5.600%),
07/16/2044
61,723
0.0
1,940,698
(4)
Ginnie
Mae
2014-99
IO,
4.500%,
06/20/2044
376,233
0.0
7,394,133
(3)
Ginnie
Mae
2014-H03
FS,
5.744%,
(US0001M
+
0.650%),
02/20/2064
7,355,492
0.6
1,737,478
(3)
Ginnie
Mae
2014-H04
FB,
5.744%,
(US0001M
+
0.650%),
02/20/2064
1,733,401
0.1
2,885,356
(3)
Ginnie
Mae
2014-H05
FB,
5.694%,
(US0001M
+
0.600%),
12/20/2063
2,878,729
0.2
722,246
(3)
Ginnie
Mae
2014-H06
FA,
5.664%,
(US0001M
+
0.570%),
03/20/2064
719,044
0.1
340,670
(3)
Ginnie
Mae
2014-H06
HB,
5.744%,
(US0001M
+
0.650%),
03/20/2064
339,566
0.0
2,342,666
(3)
Ginnie
Mae
2014-H11
VA,
5.594%,
(US0001M
+
0.500%),
06/20/2064
2,325,095
0.2
2,950,673
(3)
Ginnie
Mae
2014-H15
FA,
5.594%,
(US0001M
+
0.500%),
07/20/2064
2,929,217
0.2
1,431,233
(3)
Ginnie
Mae
2014-H21
FA,
4.186%,
(US0001M
+
0.650%),
10/20/2064
1,414,522
0.1
8,181,758
(3)
Ginnie
Mae
2015-10
Q,
2.400%,
10/20/2044
7,005,368
0.5
130,000
Ginnie
Mae
2015-123
GY,
3.000%,
09/20/2045
103,926
0.0
2,364,266
(3)(4)
Ginnie
Mae
2015-
141
IX,
0.311%,
(-1.000*US0001M
+
2.142%),
06/20/2045
40,620
0.0
15,125,000
Ginnie
Mae
2015-143
B,
3.500%,
04/20/2045
13,773,804
1.0
1,998,025
(4)
Ginnie
Mae
2015-149
IL,
4.500%,
10/20/2045
393,573
0.0
1,164,409
(4)
Ginnie
Mae
2015-157
PI,
4.000%,
03/20/2044
116,058
0.0
2,539,116
Ginnie
Mae
2015-165
ZA,
3.500%,
07/20/2045
2,399,029
0.2
4,748,124
Ginnie
Mae
2015-64
ZH,
2.500%,
05/16/2045
4,065,448
0.3
1,228,304
(3)
Ginnie
Mae
2015-H03
FA,
5.594%,
(US0001M
+
0.500%),
12/20/2064
1,222,442
0.1
2,566,362
(3)
Ginnie
Mae
2015-H05
FC,
5.574%,
(US0001M
+
0.480%),
02/20/2065
2,539,594
0.2
1,060,381
(3)
Ginnie
Mae
2015-H06
FA,
5.574%,
(US0001M
+
0.480%),
02/20/2065
1,053,386
0.1
Principal
Amount†
Value
Percentage
of
Net
Assets
COLLATERALIZED
MORTGAGE
OBLIGATIONS:
(continued)
1,789,775
(3)
Ginnie
Mae
2015-H08
FC,
5.574%,
(US0001M
+
0.480%),
03/20/2065
$
1,778,832
0.1
1,548,428
(3)
Ginnie
Mae
2015-H10
FH,
4.977%,
(US0001M
+
0.600%),
04/20/2065
1,528,038
0.1
181,934
(3)
Ginnie
Mae
2015-H12
FA,
5.574%,
(US0001M
+
0.480%),
05/20/2065
180,782
0.0
1,018,906
(3)
Ginnie
Mae
2015-H12
FL,
5.324%,
(US0001M
+
0.230%),
05/20/2065
1,010,661
0.1
4,122,363
(3)
Ginnie
Mae
2015-H13
FG,
5.494%,
(US0001M
+
0.400%),
04/20/2065
4,095,969
0.3
409,309
(3)
Ginnie
Mae
2015-H14
FB,
5.524%,
(US0001M
+
0.430%),
05/20/2065
407,119
0.0
976,354
(3)
Ginnie
Mae
2015-H18
FB,
5.129%,
(US0001M
+
0.600%),
07/20/2065
967,963
0.1
891,426
(3)
Ginnie
Mae
2015-H20
FB,
4.517%,
(US0001M
+
0.600%),
08/20/2065
882,919
0.1
1,377,152
(3)
Ginnie
Mae
2015-H22
FC,
4.575%,
(US0001M
+
0.600%),
09/20/2065
1,363,015
0.1
1,718,043
(3)
Ginnie
Mae
2015-H23
FB,
5.614%,
(US0001M
+
0.520%),
09/20/2065
1,707,095
0.1
1,176,974
(3)
Ginnie
Mae
2015-H26
FA,
5.614%,
(US0001M
+
0.520%),
10/20/2065
1,168,990
0.1
973,744
(3)
Ginnie
Mae
2015-H26
FC,
5.600%,
(US0001M
+
0.600%),
08/20/2065
971,073
0.1
996,555
(3)
Ginnie
Mae
2015-H26
FG,
5.614%,
(US0001M
+
0.520%),
10/20/2065
986,188
0.1
3,275,808
(3)
Ginnie
Mae
2015-H29
FL,
5.694%,
(US0001M
+
0.600%),
11/20/2065
3,248,751
0.2
2,676,165
(3)
Ginnie
Mae
2015-H30
FE,
5.694%,
(US0001M
+
0.600%),
11/20/2065
2,662,326
0.2
1,074,059
(3)
Ginnie
Mae
2015-H31
FT,
5.521%,
(US0001M
+
0.650%),
11/20/2065
1,071,258
0.1
12,091,972
(4)
Ginnie
Mae
2016-120
IM,
3.500%,
07/20/2046
1,417,760
0.1
5,039,905
(4)
Ginnie
Mae
2016-145
IU,
3.500%,
10/20/2046
804,034
0.1
5,180,169
(3)(4)
Ginnie
Mae
2016-
20
BS,
0.943%,
(-1.000*US0001M
+
6.100%),
02/20/2046
501,211
0.0
2,803,508
(3)
Ginnie
Mae
2016-5
AB,
4.689%,
01/20/2046
2,737,177
0.2
4,455,173
Ginnie
Mae
2016-69
B,
3.000%,
05/20/2046
3,986,686
0.3
PORTFOLIO
OF
INVESTMENTS
as
of
June
30,
2023
(Unaudited)
(continued)
13
Voya
GNMA
Income
Fund
Principal
Amount†
Value
Percentage
of
Net
Assets
COLLATERALIZED
MORTGAGE
OBLIGATIONS:
(continued)
250,014
(4)
Ginnie
Mae
2016-84
IO,
5.000%,
12/20/2040
$
4,734
0.0
267,210
(3)
Ginnie
Mae
2016-H01
FL,
5.744%,
(US0001M
+
0.650%),
12/20/2065
266,384
0.0
1,288,459
(3)
Ginnie
Mae
2016-H02
FH,
6.094%,
(US0001M
+
1.000%),
01/20/2066
1,276,859
0.1
330,730
(3)
Ginnie
Mae
2016-H03
FB,
5.744%,
(US0001M
+
0.650%),
01/20/2066
328,233
0.0
271,857
(3)
Ginnie
Mae
2016-H07
FK,
4.940%,
(US0001M
+
1.000%),
03/20/2066
269,279
0.0
945,795
(3)
Ginnie
Mae
2016-H09
FB,
5.545%,
(US0001M
+
0.900%),
04/20/2066
938,212
0.1
2,827,506
(3)
Ginnie
Mae
2016-H11
F,
5.894%,
(US0001M
+
0.800%),
05/20/2066
2,804,235
0.2
852,284
(3)
Ginnie
Mae
2016-H11
FE,
5.502%,
(US0001M
+
0.850%),
04/20/2066
844,596
0.1
1,544,902
(3)
Ginnie
Mae
2016-H13
FD,
5.170%,
(H15T1Y
+
0.450%),
05/20/2066
1,539,482
0.1
376,883
(3)
Ginnie
Mae
2016-H13
FT,
5.674%,
(US0001M
+
0.580%),
05/20/2066
375,721
0.0
9,625,687
(3)
Ginnie
Mae
2016-H20
FB,
5.644%,
(US0001M
+
0.550%),
09/20/2066
9,571,573
0.7
167,620
(3)
Ginnie
Mae
2016-H20
FG,
5.452%,
(US0001M
+
0.700%),
08/20/2066
167,186
0.0
1,707,471
(3)
Ginnie
Mae
2016-H21
FH,
4.989%,
(US0001M
+
0.850%),
09/20/2066
1,697,826
0.1
4,111,384
(3)
Ginnie
Mae
2016-H23
F,
5.844%,
(US0001M
+
0.750%),
10/20/2066
4,099,505
0.3
3,817,395
Ginnie
Mae
2017-
107
QZ,
3.000%,
08/20/2045
3,128,742
0.2
1,000,000
Ginnie
Mae
2017-
117
BE,
2.500%,
08/20/2047
826,486
0.1
1,000,000
Ginnie
Mae
2017-
117
NG,
2.500%,
08/20/2047
816,076
0.1
1,685,245
Ginnie
Mae
2017-122
CZ,
3.000%,
08/20/2047
1,342,644
0.1
2,069,131
(4)
Ginnie
Mae
2017-123
IO,
5.000%,
08/16/2047
431,634
0.0
2,890,000
Ginnie
Mae
2017-162
PL,
3.000%,
10/20/2047
2,320,602
0.2
750,000
Ginnie
Mae
2017-163
YA,
2.500%,
11/20/2047
611,694
0.0
10,000,000
Ginnie
Mae
2017-
180
QB,
2.500%,
12/20/2047
8,495,920
0.6
Principal
Amount†
Value
Percentage
of
Net
Assets
COLLATERALIZED
MORTGAGE
OBLIGATIONS:
(continued)
1,270,473
Ginnie
Mae
2017-
56
HM,
3.000%,
12/20/2046
$
1,155,676
0.1
5,083,112
Ginnie
Mae
2017-56
JZ,
3.000%,
04/20/2047
4,253,459
0.3
21,110,563
(3)
Ginnie
Mae
2017-H05
FC,
5.137%,
(US0001M
+
0.750%),
02/20/2067
20,866,971
1.6
740,812
(3)
Ginnie
Mae
2017-H07
FG,
5.554%,
(US0001M
+
0.460%),
02/20/2067
736,316
0.1
848,129
(3)
Ginnie
Mae
2017-H14
FD,
5.564%,
(US0001M
+
0.470%),
06/20/2067
839,424
0.1
1,139,944
(3)
Ginnie
Mae
2017-H14
FV,
5.594%,
(US0001M
+
0.500%),
06/20/2067
1,131,703
0.1
1,410,067
(3)
Ginnie
Mae
2017-H17
FG,
5.594%,
(US0001M
+
0.500%),
08/20/2067
1,401,981
0.1
669,296
(3)
Ginnie
Mae
2017-H19
FA,
5.544%,
(US0001M
+
0.450%),
08/20/2067
665,718
0.1
1,453,188
Ginnie
Mae
2018-112
AL,
3.500%,
08/20/2048
1,329,906
0.1
346,429
Ginnie
Mae
2018-163
DZ,
4.500%,
11/20/2048
324,760
0.0
722,154
(4)
Ginnie
Mae
2018-78
IC,
4.000%,
02/20/2047
99,780
0.0
1,000,000
Ginnie
Mae
2018-91
JN,
3.000%,
07/20/2048
859,377
0.1
1,774,025
(3)
Ginnie
Mae
2018-H04
FM,
5.394%,
(US0001M
+
0.300%),
03/20/2068
1,756,641
0.1
301,279
(3)
Ginnie
Mae
2018-H07
FE,
5.444%,
(US0001M
+
0.350%),
02/20/2068
299,632
0.0
4,006,390
(3)
Ginnie
Mae
2018-H14
FG,
5.444%,
(US0001M
+
0.350%),
09/20/2068
3,972,213
0.3
3,578,146
(3)
Ginnie
Mae
2018-H18
FC,
5.444%,
(US0001M
+
0.350%),
08/20/2065
3,557,567
0.3
9,712,008
Ginnie
Mae
2019-1
LZ,
3.500%,
01/20/2049
8,036,545
0.6
1,445,186
Ginnie
Mae
2019-1
Z,
4.000%,
01/20/2049
1,361,409
0.1
3,046,934
(3)
Ginnie
Mae
2019-100
FD,
5.557%,
(US0001M
+
0.400%),
08/20/2049
2,964,909
0.2
11,481,964
Ginnie
Mae
2019-
123
CA,
3.000%,
10/20/2049
10,238,720
0.8
847,932
(4)
Ginnie
Mae
2019-29
AI,
5.000%,
07/20/2048
167,845
0.0
12,000,000
(4)
Ginnie
Mae
2019-56
YI,
5.000%,
05/20/2049
3,013,980
0.2
109,899
Ginnie
Mae
2019-
71
EN,
4.000%,
06/20/2049
97,073
0.0
PORTFOLIO
OF
INVESTMENTS
as
of
June
30,
2023
(Unaudited)
(continued)
14
Voya
GNMA
Income
Fund
Principal
Amount†
Value
Percentage
of
Net
Assets
COLLATERALIZED
MORTGAGE
OBLIGATIONS:
(continued)
424,600
(3)
Ginnie
Mae
2019-H01
FJ,
4.534%,
(US0001M
+
0.300%),
09/20/2068
$
421,532
0.0
995,318
(3)
Ginnie
Mae
2019-H01
FL,
5.544%,
(US0001M
+
0.450%),
12/20/2068
991,691
0.1
2,453,831
(3)
Ginnie
Mae
2019-H05
FL,
5.574%,
(US0001M
+
0.480%),
03/20/2069
2,431,055
0.2
491,212
(3)
Ginnie
Mae
2019-H10
FM,
5.494%,
(US0001M
+
0.400%),
05/20/2069
485,768
0.0
1,738,510
(3)
Ginnie
Mae
2019-H19
FB,
5.544%,
(US0001M
+
0.450%),
11/20/2069
1,727,679
0.1
20,411,565
(4)
Ginnie
Mae
2020-47
LI,
3.500%,
04/20/2050
3,494,470
0.3
719,615
(3)
Ginnie
Mae
2020-H01
FT,
5.220%,
(H15T1Y
+
0.500%),
01/20/2070
716,684
0.1
4,110,623
(3)
Ginnie
Mae
2020-H10
FD,
5.426%,
(US0001M
+
0.400%),
05/20/2070
4,090,447
0.3
8,826,263
(3)(4)
Ginnie
Mae
2021-
58
SB,
1.143%,
(-1.000*US0001M
+
6.300%),
04/20/2051
898,862
0.1
6,233,520
(4)
Ginnie
Mae
2021-74
KI,
3.000%,
04/20/2051
919,116
0.1
15,424,882
(3)(4)
Ginnie
Mae
2021-
77
SK,
0.286%,
(-1.000*US0001M
+
3.300%),
05/20/2051
275,700
0.0
106,176
(3)
Ginnie
Mae
2021-H09
Z,
3.078%,
10/20/2066
97,366
0.0
10,802,417
Ginnie
Mae
2022-
205
ZG,
5.500%,
12/20/2052
10,686,878
0.8
2,346,452
Ginnie
Mae
2022-47
EB,
3.000%,
03/20/2037
1,948,609
0.1
4,146,298
Seasoned
Credit
Risk
Transfer
Trust
Series
2017-2
MA,
3.000%,
08/25/2056
3,819,640
0.3
1,533,134
(3)
Seasoned
Credit
Risk
Transfer
Trust
Series
2018-2
HA,
3.000%,
11/25/2057
1,413,131
0.1
4,256,887
Seasoned
Credit
Risk
Transfer
Trust
Series
2019-1
M55D,
4.000%,
07/25/2058
3,996,544
0.3
1,664,625
Seasoned
Credit
Risk
Transfer
Trust
Series
2019-3
M55D,
4.000%,
10/25/2058
1,563,605
0.1
7,265,000
Seasoned
Loans
Structured
Transaction
Series
2019-1
A2,
3.500%,
05/25/2029
6,718,707
0.5
Principal
Amount†
Value
Percentage
of
Net
Assets
COLLATERALIZED
MORTGAGE
OBLIGATIONS:
(continued)
3,310,180
Seasoned
Loans
Structured
Transaction
Trust
Series
2019-
2
A1C,
2.750%,
09/25/2029
$
3,028,887
0.2
5,875,000
Seasoned
Loans
Structured
Transaction
Trust
Series
2019-
3
A2C,
2.750%,
11/25/2029
5,175,403
0.4
1,016,243
Vendee
Mortgage
Trust
2011-2
DZ,
3.750%,
10/15/2041
938,163
0.1
22,668,963
(3)(4)
Vendee
Mortgage
Trust
2011-2
IO,
0.354%,
10/15/2041
324,343
0.0
Total
Collateralized
Mortgage
Obligations
(Cost
$675,773,638)
614,638,599
45.8
COMMERCIAL
MORTGAGE-BACKED
SECURITIES
:
2
.9
%
9,250,150
(3)(4)
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
K106
X1,
1.477%,
01/25/2030
654,145
0.1
28,091,731
(3)(4)
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
K108
X1,
1.810%,
03/25/2030
2,490,460
0.2
19,403,285
(3)(4)
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
K110
X1,
1.813%,
04/25/2030
1,674,941
0.1
2,980,388
(3)(4)
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
K119
X1,
1.024%,
09/25/2030
156,219
0.0
16,473,341
(3)(4)
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
K-1516
X1,
1.629%,
05/25/2035
1,923,081
0.1
14,671,473
(3)(4)
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
K-1517
X1,
1.436%,
07/25/2035
1,443,204
0.1
34,133,189
(3)(4)
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
K-1519
X1,
0.694%,
12/25/2035
1,628,832
0.1
24,666,008
(3)(4)
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
K740
X1,
0.833%,
09/25/2027
642,399
0.0
PORTFOLIO
OF
INVESTMENTS
as
of
June
30,
2023
(Unaudited)
(continued)
15
Voya
GNMA
Income
Fund
Principal
Amount†
Value
Percentage
of
Net
Assets
COMMERCIAL
MORTGAGE-BACKED
SECURITIES:
(continued)
31,466,000
(4)
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
KL06
XFX,
1.467%,
12/25/2029
$
1,986,773
0.1
34,711,433
(3)(4)
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
KLU3
X1,
2.078%,
01/25/2031
3,591,498
0.3
255,561
(3)
Ginnie
Mae
2004-23
Z,
5.758%,
03/16/2044
248,502
0.0
3,326,368
(3)(4)
Ginnie
Mae
2006-67
IO,
0.610%,
11/16/2046
24,221
0.0
44,308
(3)
Ginnie
Mae
2007-52
Z,
4.350%,
01/16/2048
44,169
0.0
476,095
Ginnie
Mae
2008-39
Z,
4.500%,
02/16/2048
453,838
0.0
222,905
(3)(4)
Ginnie
Mae
2008-45
IO,
0.858%,
02/16/2048
315
0.0
54,263
(3)
Ginnie
Mae
2009-115
D,
4.824%,
01/16/2050
53,534
0.0
56,989
(3)(4)
Ginnie
Mae
2010-123
IA,
2.050%,
10/16/2052
797
0.0
8,173,458
(3)(4)
Ginnie
Mae
2011-47
IO,
0.198%,
01/16/2051
21,797
0.0
1,961,864
(3)
Ginnie
Mae
2018-114
Z,
3.100%,
04/16/2060
1,465,453
0.1
11,077,360
Ginnie
Mae
2018-116
Z,
3.000%,
06/16/2058
8,900,519
0.7
1,977,426
Ginnie
Mae
2018-169
Z,
3.000%,
04/16/2061
1,326,728
0.1
1,967,121
Ginnie
Mae
2019-17
Z,
3.000%,
12/16/2060
1,336,418
0.1
2,607,161
(3)
Ginnie
Mae
2019-19
Z,
3.200%,
11/16/2060
2,076,044
0.2
3,402,314
Ginnie
Mae
2019-53
Z,
3.000%,
06/16/2061
2,554,814
0.2
5,185,518
Ginnie
Mae
2021-79
Z,
1.750%,
08/16/2063
2,408,052
0.2
2,579,308
Ginnie
Mae
2021-80
Z,
1.500%,
12/16/2062
1,225,847
0.1
2,333,712
Ginnie
Mae
2021-90
B,
1.750%,
05/16/2061
1,144,428
0.1
Total
Commercial
Mortgage-Backed
Securities
(Cost
$52,082,558)
39,477,028
2.9
ASSET-BACKED
SECURITIES
:
0
.1
%
Other
Asset-Backed
Securities
:
0
.1
%
1,028,685
(3)
Fannie
Mae
Grantor
Trust
2001-T9
A1,
5.260%,
(US0001M
+
0.110%),
09/25/2031
1,016,950
0.1
96,360
(3)
Fannie
Mae
Grantor
Trust
2003-T4
2A6,
4.463%,
07/26/2033
93,218
0.0
9,160
(3)
Fannie
Mae
REMIC
Trust
2001-W4
AF6,
5.110%,
01/25/2032
9,033
0.0
Principal
Amount†
Value
Percentage
of
Net
Assets
ASSET-BACKED
SECURITIES:
(continued)
Other
Asset-Backed
Securities:
(continued)
7,416
(3)
Fannie
Mae
REMIC
Trust
2002-W12
AF6,
5.066%,
02/25/2033
$
6,913
0.0
7,399
(3)
Fannie
Mae
REMIC
Trust
2002-W2
AF6,
6.000%,
05/25/2032
7,183
0.0
1,133,297
0.1
Total
Asset-Backed
Securities
(Cost
$1,138,963)
1,133,297
0.1
Total
Long-Term
Investments
(Cost
$1,763,423,887)
1,641,095,225
122.3
Principal
Amount
†
RA
Value
Percentage
of
Net
Assets
SHORT-TERM
INVESTMENTS
:
5
.5
%
U.S.
Government
Agency
Obligations
:
0
.7
%
725,000
(6)
Federal
Home
Loan
Bank
Discount
Notes,
4.802
%,
07/03/2023
725,000
0.1
8,000,000
(3)
Federal
Home
Loan
Banks,
5.150
%,
(SOFRRATE
+
0.090%),
12/05/2023
8,003,974
0.6
Total
U.S.
Government
Agency
Obligations
(Cost
$8,724,806)
8,728,974
0.7
U.S.
Treasury
Obligations
:
4
.8
%
9,275,000
(6)
United
States
Treasury
Bill,
3.670
%,
07/11/2023
9,264,762
0.7
10,000,000
(6)
United
States
Treasury
Bill,
4.840
%,
08/10/2023
9,945,876
0.7
46,025,000
(6)
United
States
Treasury
Bill,
4.970
%,
08/22/2023
45,695,154
3.4
Total
U.S.
Treasury
Obligations
(Cost
$64,889,596)
64,905,792
4.8
Total
Short-Term
Investments
(Cost
$73,614,402)
73,634,766
5.5
Total
Investments
in
Securities
(Cost
$1,837,038,289)
$
1,714,729,991
127.8
Liabilities
in
Excess
of
Other
Assets
(
372,490,823
)
(27.8)
Net
Assets
$
1,342,239,168
100.0
PORTFOLIO
OF
INVESTMENTS
as
of
June
30,
2023
(Unaudited)
(continued)
16
Voya
GNMA
Income
Fund
†
Unless
otherwise
indicated,
principal
amount
is
shown
in
USD.
(1)
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.
(2)
Represents
or
includes
a
TBA
transaction.
(3)
Variable
rate
security.
Rate
shown
is
the
rate
in
effect
as
of
June
30,
2023.
(4)
Interest
only
securities
represent
the
right
to
receive
the
monthly
interest
payments
on
an
underlying
pool
of
mortgage
loans.
Principal
amount
shown
represents
the
notional
amount
on
which
current
interest
is
calculated.
Payments
of
principal
on
the
pool
reduce
the
value
of
the
interest
only
security.
(5)
Principal
only
securities
represent
the
right
to
receive
the
monthly
principal
payments
on
an
underlying
pool
of
mortgage
loans.
No
payments
of
interest
on
the
pool
are
passed
through
the
principal
only
security.
(6)
Represents
a
zero
coupon
bond.
Rate
shown
reflects
the
effective
yield
as
of
June
30,
2023.
Reference
Rate
Abbreviations:
H15T1Y
U.S.
Treasury
1-Year
Constant
Maturity
SOFRRATE
1-day
Secured
Overnight
Financing
Rate
US0001M
1-month
LIBOR
PORTFOLIO
OF
INVESTMENTS
as
of
June
30,
2023
(Unaudited)
(continued)
17
Voya
GNMA
Income
Fund
Fair
Value
Measurements
The
following
is
a
summary
of
the
fair
valuations
according
to
the
inputs
used
as
of
June
30,
2023
in
valuing
the
assets
and
liabilities:
Quoted
Prices
in
Active
Markets
for
Identical
Investments
(Level
1)
Significant
Other
Observable
Inputs
(Level
2)
Significant
Unobservable
Inputs
(Level
3)
Fair
Value
at
June
30,
2023
Asset
Table
Investments,
at
fair
value
U.S.
Government
Agency
Obligations
$
—
$
985,846,301
$
—
$
985,846,301
Collateralized
Mortgage
Obligations
—
614,638,599
—
614,638,599
Commercial
Mortgage-Backed
Securities
—
39,477,028
—
39,477,028
Asset-Backed
Securities
—
1,133,297
—
1,133,297
Short-Term
Investments
—
73,634,766
—
73,634,766
Total
Investments,
at
fair
value
$
—
$
1,714,729,991
$
—
$
1,714,729,991
Other
Financial
Instruments+
Futures
2,995,585
—
—
2,995,585
Total
Assets
$
2,995,585
$
1,714,729,991
$
—
$
1,717,725,576
Liabilities
Table
Other
Financial
Instruments+
Futures
$
(
14,210
)
$
—
$
—
$
(
14,210
)
Total
Liabilities
$
(
14,210
)
$
—
$
—
$
(
14,210
)
+
Other
Financial
Instruments
may
include
open
forward
foreign
currency
contracts,
futures,
centrally
cleared
swaps,
OTC
swaps
and
written
options.
Forward
foreign
currency
contracts,
futures
and
centrally
cleared
swaps
are
fair
valued
at
the
unrealized
appreciation
(depreciation)
on
the
instrument.
OTC
swaps
and
written
options
are
valued
at
the
fair
value
of
the
instrument.
At
June
30,
2023,
the
following
futures
contracts
were
outstanding
for
Voya
GNMA
Income
Fund:
Description
Number
of
Contracts
Expiration
Date
Notional
Amount
Unrealized
Appreciation/
(Depreciation)
Long
Contracts:
U.S.
Treasury
Long
Bond
48
09/20/23
$
6,091,500
$
(
14,210
)
$
6,091,500
$
(
14,210
)
Short
Contracts:
U.S.
Treasury
10-Year
Note
(530)
09/20/23
(
59,500,781
)
1,125,153
U.S.
Treasury
2-Year
Note
(73)
09/29/23
(
14,844,094
)
212,602
U.S.
Treasury
5-Year
Note
(676)
09/29/23
(
72,395,375
)
1,477,463
U.S.
Treasury
Ultra
10-Year
Note
(145)
09/20/23
(
17,173,437
)
180,088
U.S.
Treasury
Ultra
Long
Bond
(1)
09/20/23
(
136,219
)
279
$
(
164,049,906
)
$
2,995,585
Net
unrealized
depreciation
consisted
of:
Gross
Unrealized
Appreciation
$
2,587,227
Gross
Unrealized
Depreciation
(
124,895,526
)
Net
Unrealized
Depreciation
$
(
122,308,299
)