Voya Senior Income Fund | PORTFOLIO OF INVESTMENTS |
as of November 30, 2019 (Unaudited) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||
SENIOR LOANS*: 140.2% | ||||||||||
Aerospace & Defense: 1.3% | ||||||||||
85,664 | 1199169 B.C. Unlimited Liability Company 2019 Term Loan B2, 6.104%, (US0003M + 4.000%), 04/06/26 | $ | 86,155 | 0.0 | ||||||
159,336 | Dynasty Acquisition Co., Inc. 2019 Term Loan B1, 6.104%, (US0003M + 4.000%), 04/06/26 | 160,165 | 0.1 | |||||||
473,750 | KBR, Inc. Term Loan B, 5.452%, (US0001M + 3.750%), 04/25/25 | 476,415 | 0.2 | |||||||
3,116,375 | Maxar Technologies Ltd. Term Loan B, 4.854%, (US0003M + 2.750%), 10/04/24 | 2,771,904 | 1.0 | |||||||
3,494,639 | 1.3 | |||||||||
Auto Components: 0.5% | ||||||||||
1,313,880 | Broadstreet Partners, Inc. 2018 Term Loan B, 4.952%, (US0001M + 3.250%), 11/08/23 | 1,315,522 | 0.5 | |||||||
Automotive: 5.7% | ||||||||||
375,000 | Autokiniton US Holdings, Inc. Term Loan, 7.452%, (US0001M + 5.750%), 05/22/25 | 358,125 | 0.1 | |||||||
272,727 | Belron Finance US LLC 2018 Term Loan B, 4.151%, (US0003M + 2.250%), 11/13/25 | 273,494 | 0.1 | |||||||
437,947 | Belron Finance US LLC USD Term Loan B, 4.144%, (US0003M + 2.250%), 11/07/24 | 440,046 | 0.2 | |||||||
1,032,727 | Belron Finance US LLC 2019 USD Term Loan B, 4.436%, (US0003M + 2.500%), 10/30/26 | 1,037,504 | 0.4 | |||||||
1,004,725 | Bright Bidco B.V. 2018 Term Loan B, 5.473%, (US0003M + 3.500%), 06/30/24 | 481,012 | 0.2 | |||||||
1,444,947 | Dynacast International LLC Term Loan B2, 5.354%, (US0003M + 3.250%), 01/28/22 | 1,354,638 | 0.5 | |||||||
EUR 975,100 | Gates Global LLC 2017 EUR Repriced Term Loan B, 3.000%, (EUR003M + 3.000%), 04/01/24 | 1,062,726 | 0.4 | |||||||
2,946,021 | Gates Global LLC 2017 USD Repriced Term Loan B, 4.452%, (US0001M + 2.750%), 04/01/24 | 2,942,338 | 1.1 | |||||||
555,800 | Holley Purchaser, Inc. Term Loan B, 6.927%, (US0003M + 5.000%), 10/24/25 | 530,789 | 0.2 | |||||||
190,000 | KAR Auction Services, Inc. 2019 Term Loan B6, 4.000%, (US0001M + 2.250%), 09/19/26 | 191,306 | 0.1 | |||||||
336,987 | Mavis Tire Express Services Corp. 2018 1st Lien Term Loan, 4.952%, (US0001M + 3.250%), 03/20/25 | 321,823 | 0.1 | |||||||
42,864 (1) | Mavis Tire Express Services Corp. 2018 Delayed Draw Term Loan, 4.952%, (US0001M + 3.250%), 03/20/25 | 40,935 | 0.0 | |||||||
1,420,000 | Panther BF Aggregator 2 LP USD Term Loan B, 5.202%, (US0001M + 3.500%), 04/30/26 | 1,418,668 | 0.6 | |||||||
826,412 | Superior Industries International, Inc. 2018 1st Lien Term Loan B, 5.702%, (US0001M + 4.000%), 05/22/24 | 777,860 | 0.3 | |||||||
1,906,844 | Tenneco, Inc. 2018 Term Loan B, 4.702%, (US0001M + 3.000%), 10/01/25 | 1,828,187 | 0.7 | |||||||
1,661,750 | Truck Hero, Inc. 1st Lien Term Loan, 5.452%, (US0001M + 3.750%), 04/21/24 | 1,562,564 | 0.6 | |||||||
345,877 | Truck Hero, Inc. 2nd Lien Term Loan, 9.952%, (US0001M + 8.250%), 04/21/25 | 321,665 | 0.1 | |||||||
14,943,680 | 5.7 | |||||||||
Beverage & Tobacco: 0.4% | ||||||||||
920,700 | Sunshine Investments B.V. USD Term Loan B3, 5.160%, (US0003M + 3.250%), 03/28/25 | 922,415 | 0.4 | |||||||
Brokers, Dealers & Investment Houses: 1.1% | ||||||||||
2,000,000 | Brookfield Property REIT Inc. 1st Lien Term Loan B, 4.200%, (US0003M + 2.500%), 08/27/25 | 1,976,608 | 0.8 | |||||||
853,550 | Forest City Enterprises, L.P. 2019 Term Loan B, 5.202%, (US0001M + 3.500%), 12/08/25 | 857,017 | 0.3 | |||||||
2,833,625 | 1.1 | |||||||||
Building & Development: 3.6% | ||||||||||
1,000,000 | Capital Automotive L.P. 2017 1st Lien Term Loan, 4.210%, (US0001M + 2.500%), 03/24/24 | 1,002,344 | 0.4 | |||||||
1,717,755 | Core & Main LP 2017 Term Loan B, 4.671%, (US0001M + 2.750%), 08/01/24 | 1,700,578 | 0.6 | |||||||
1,300,601 | GYP Holdings III Corp. 2018 Term Loan B, 4.452%, (US0001M + 2.750%), 06/01/25 | 1,299,178 | 0.5 |
Voya Senior Income Fund | PORTFOLIO OF INVESTMENTS |
as of November 30, 2019 (Unaudited) (Continued) |
753,688 | Henry Company LLC Term Loan B, 5.702%, (US0001M + 4.000%), 10/05/23 | 754,159 | 0.3 | |||||||
766,991 | Interior Logic Group Holdings IV LLC 2018 Term Loan B, 6.104%, (US0003M + 4.000%), 05/30/25 | 712,023 | 0.3 | |||||||
EUR 959,793 | LSF10 XL Bidco S.C.A. EUR Term Loan B3, 4.000%, (EUR003M + 4.000%), 10/31/26 | 1,031,892 | 0.4 | |||||||
577,757 | MX Holdings US, Inc. 2018 USD Term Loan B1C, 4.452%, (US0001M + 2.750%), 07/31/25 | 581,488 | 0.2 | |||||||
1,028,798 | Quikrete Holdings Inc Term Loan, 4.452%, (US0001M + 2.750%), 11/15/23 | 1,029,655 | 0.4 | |||||||
270,875 | SMG US Midco 2, Inc. 2017 1st Lien Term Loan, 4.702%, (US0001M + 3.000%), 01/23/25 | 271,298 | 0.1 | |||||||
1,029,860 | Werner FinCo LP 2017 Term Loan, 5.702%, (US0001M + 4.000%), 07/24/24 | 1,006,688 | 0.4 | |||||||
9,389,303 | 3.6 | |||||||||
Building Materials: 0.8% | ||||||||||
2,004,625 | NCI Building Systems, Inc. 2018 Term Loan, 5.509%, (US0001M + 3.750%), 04/12/25 | 1,985,808 | 0.8 | |||||||
Business Equipment & Services: 17.8% | ||||||||||
423,373 | 24-7 Intouch Inc 2018 Term Loan, 5.952%, (US0001M + 4.250%), 08/25/25 | 410,672 | 0.2 | |||||||
854,023(2) | Acosta Holdco, Inc. 2015 Term Loan, 4.947%, (US0001M + 3.250%), 09/26/21 | 159,596 | 0.1 | |||||||
1,047,273 | Advantage Sales & Marketing, Inc. 2014 1st Lien Term Loan, 4.952%, (US0001M + 3.250%), 07/23/21 | 986,793 | 0.4 | |||||||
1,529,351 | AlixPartners, LLP 2017 Term Loan B, 4.452%, (US0001M + 2.750%), 04/04/24 | 1,537,953 | 0.6 | |||||||
970,200 | Ascend Learning, LLC 2017 Term Loan B, 4.702%, (US0001M + 3.000%), 07/12/24 | 973,636 | 0.4 | |||||||
641,397 | Big Ass Fans, LLC 2018 Term Loan, 5.854%, (US0003M + 3.750%), 05/21/24 | 643,200 | 0.3 | |||||||
EUR 980,000 | Canyon Valor Companies, Inc. EUR 2017 Term Loan B1, 3.000%, (EUR003M + 3.000%), 06/16/23 | 1,084,263 | 0.4 | |||||||
1,698,711 | Colorado Buyer Inc Term Loan B, 4.770%, (US0001M + 3.000%), 05/01/24 | 1,426,311 | 0.5 | |||||||
438,508 | Convergint Technologies LLC 2018 1st Lien Term Loan, 4.702%, (US0001M + 3.000%), 02/03/25 | 432,844 | 0.2 | |||||||
1,822,919 | EIG Investors Corp. 2018 1st Lien Term Loan, 5.667%, (US0003M + 3.750%), 02/09/23 | 1,720,380 | 0.7 | |||||||
857,483 | Ellie Mae, Inc. Term Loan, 5.863%, (US0002M + 4.000%), 04/17/26 | 856,233 | 0.3 | |||||||
1,371,369 | EVO Payments International LLC 2018 1st Lien Term Loan, 4.950%, (US0003M + 3.250%), 12/22/23 | 1,376,084 | 0.5 | |||||||
465,000 | Flexential Intermediate Corporation 2nd Lien Term Loan, 9.382%, (US0003M + 7.250%), 08/01/25 | 298,375 | 0.1 | |||||||
620,550 | GreenSky Holdings, LLC 2018 Term Loan B, 5.000%, (US0001M + 3.250%), 03/31/25 | 614,344 | 0.2 | |||||||
EUR 676,326 | ION Trading Technologies S.a.r.l. EUR Incremental Term Loan B, 4.250%, (EUR003M + 3.250%), 11/21/24 | 714,670 | 0.3 | |||||||
128,367 | ION Trading Technologies S.a.r.l. USD Incremental Term Loan B, 6.064%, (US0003M + 4.000%), 11/21/24 | 122,430 | 0.1 | |||||||
1,976,440 | iQor US Inc. 2nd Lien Term Loan, 10.849%, (US0003M + 8.750%), 04/01/22 | 1,330,802 | 0.5 | |||||||
2,969,672 | iQor US Inc. Term Loan B, 7.099%, (US0003M + 5.000%), 04/01/21 | 2,599,701 | 1.0 | |||||||
1,231,194 | KUEHG Corp. 2018 Incremental Term Loan, 5.854%, (US0003M + 3.750%), 02/21/25 | 1,223,191 | 0.5 | |||||||
807,700 | Learning Care Group, Inc. 2018 1st Lien Term Loan, 5.336%, (US0003M + 3.250%), 03/13/25 | 805,513 | 0.3 | |||||||
605,000 | Learning Care Group, Inc. 2018 2nd Lien Term Loan, 9.685%, (US0003M + 7.500%), 03/13/26 | 601,975 | 0.2 | |||||||
EUR 555,556 | Markermeer Finance B.V. 2019 EUR 1st Lien Term Loan B, 4.250%, (EUR006M + 4.250%), 12/23/24 | 613,387 | 0.2 | |||||||
550,000 | Misys (Finastra) USD 2nd Lien Term Loan, 9.446%, (US0006M + 7.250%), 06/13/25 | 531,437 | 0.2 | |||||||
672,903 | NeuStar, Inc. 2018 Term Loan B4, 5.202%, (US0001M + 3.500%), 08/08/24 | 633,790 | 0.2 | |||||||
1,571,512 | NVA Holdings, Inc. Term Loan B3, 6.500%, (PRIME + 1.750%), 02/02/25 | 1,571,512 | 0.6 |
Voya Senior Income Fund | PORTFOLIO OF INVESTMENTS |
as of November 30, 2019 (Unaudited) (Continued) |
2,101,005 | PI US MergerCo, Inc. USD 2017 1st Lien Term Loan, 4.952%, (US0001M + 3.250%), 01/03/25 | 2,095,425 | 0.8 | |||||||
1,460,769 | Pre-Paid Legal Services, Inc. 2018 1st Lien Term Loan, 4.952%, (US0001M + 3.250%), 05/01/25 | 1,454,987 | 0.6 | |||||||
370,289 | Prometric Holdings, Inc. 1st Lien Term Loan, 4.710%, (US0001M + 3.000%), 01/29/25 | 365,198 | 0.1 | |||||||
2,682,902 | Red Ventures, LLC 2018 Term Loan B, 4.702%, (US0001M + 3.000%), 11/08/24 | 2,685,250 | 1.0 | |||||||
115,000 | Renaissance Holding Corp. 2018 2nd Lien Term Loan, 8.702%, (US0001M + 7.000%), 05/29/26 | 106,663 | 0.0 | |||||||
646,813 | Renaissance Learning, Inc. 2018 Add On Term Loan, 4.952%, (US0001M + 3.250%), 05/30/25 | 636,032 | 0.2 | |||||||
869,513 | Research Now Group, Inc. 2017 1st Lien Term Loan, 7.409%, (US0003M + 5.500%), 12/20/24 | 873,044 | 0.3 | |||||||
303,330 | Sandvine Corporation 2018 1st Lien Term Loan, 6.202%, (US0001M + 4.500%), 11/02/25 | 298,780 | 0.1 | |||||||
780,282 | Solera Holdings, Inc. USD Term Loan B, 4.452%, (US0001M + 2.750%), 03/03/23 | 770,040 | 0.3 | |||||||
1,460,250 | SSH Group Holdings, Inc. 2018 1st Lien Term Loan, 5.702%, (US0001M + 4.250%), 07/30/25 | 1,450,515 | 0.6 | |||||||
1,120,622 | Staples, Inc. 7 Year Term Loan, 6.781%, (US0001M + 5.000%), 04/16/26 | 1,108,115 | 0.4 | |||||||
769,560 | SurveyMonkey Inc. 2018 Term Loan B, 5.340%, (US0001W + 3.750%), 10/10/25 | 771,484 | 0.3 | |||||||
EUR 920,840 | Techem Verwaltungsgesellschaft 675 mbH EUR Term Loan B3, 3.500%, (EUR003M + 3.500%), 07/31/25 | 1,021,081 | 0.4 | |||||||
1,588,950 | Verifone Systems, Inc. 2018 1st Lien Term Loan, 5.899%, (US0003M + 4.000%), 08/20/25 | 1,537,805 | 0.6 | |||||||
EUR 2,195,000 | Verisure Holding AB EUR Term Loan B1E, 3.000%, (EUR003M + 3.000%), 10/20/22 | 2,420,907 | 0.9 | |||||||
1,342,069 | Verra Mobility Corporation 2018 1st Lien Term Loan, 5.452%, (US0001M + 3.750%), 02/28/25 | 1,349,618 | 0.5 | |||||||
1,460,250 | Verscend Holding Corp. 2018 Term Loan B, 6.202%, (US0001M + 4.500%), 08/27/25 | 1,464,805 | 0.6 | |||||||
1,407,095 | West Corporation 2017 Term Loan, 5.927%, (US0003M + 4.000%), 10/10/24 | 1,151,472 | 0.4 | |||||||
627,063 | West Corporation 2018 Term Loan B1, 5.427%, (US0003M + 3.500%), 10/10/24 | 496,320 | 0.2 | |||||||
1,043,250 | Yak Access, LLC 2018 1st Lien Term Loan B, 6.702%, (US0001M + 5.000%), 07/11/25 | 983,263 | 0.4 | |||||||
240,000 | Yak Access, LLC 2018 2nd Lien Term Loan B, 11.722%, (US0001M + 10.000%), 07/10/26 | 210,000 | 0.1 | |||||||
46,519,896 | 17.8 | |||||||||
Cable & Satellite Television: 2.6% | ||||||||||
1,500,000 | CSC Holdings, LLC 2019 Term Loan B5, 4.327%, (US0002M + 2.500%), 04/15/27 | 1,504,988 | 0.6 | |||||||
828,750 | Numericable Group SA USD Term Loan B11, 4.452%, (US0001M + 2.750%), 07/31/25 | 809,378 | 0.3 | |||||||
1,736,639 | Radiate Holdco, LLC 1st Lien Term Loan, 4.702%, (US0001M + 3.000%), 02/01/24 | 1,727,304 | 0.7 | |||||||
615,000 | Telesat Canada 2019 Term Loan, 4.656%, (US0003M + 2.750%), 11/22/26 | 616,307 | 0.2 | |||||||
1,195,000 | Virgin Media Bristol LLC USD Term Loan N, 4.265%, (US0001M + 2.500%), 01/31/28 | 1,196,411 | 0.5 | |||||||
924,424 | WideOpenWest Finance LLC 2017 Term Loan B, 4.953%, (US0001M + 3.250%), 08/18/23 | 899,869 | 0.3 | |||||||
6,754,257 | 2.6 | |||||||||
Chemicals & Plastics: 3.6% | ||||||||||
1,076,184 | Alpha 3 B.V. 2017 Term Loan B1, 5.104%, (US0003M + 3.000%), 01/31/24 | 1,063,180 | 0.4 | |||||||
305,000 | Ascend Performance Materials Operations LLC 2019 Term Loan B, 7.354%, (US0003M + 5.250%), 08/27/26 | 306,525 | 0.1 | |||||||
943,063 | Composite Resins Holding B.V. 2018 Term Loan B, 6.144%, (US0003M + 4.250%), 08/01/25 | 943,652 | 0.4 | |||||||
EUR 982,500 | Diamond (BC) B.V. EUR Term Loan, 3.250%, (EUR003M + 3.250%), 09/06/24 | 1,055,455 | 0.4 | |||||||
236,750 | Diamond (BC) B.V. USD Term Loan, 4.927%, (US0003M + 3.000%), 09/06/24 | 225,622 | 0.1 |
Voya Senior Income Fund | PORTFOLIO OF INVESTMENTS |
as of November 30, 2019 (Unaudited) (Continued) |
1,074,965 | Encapsys, LLC 1st Lien Term Loan, 5.202%, (US0001M + 3.500%), 11/07/24 | 1,078,996 | 0.4 | |||||||
EUR 1,000,000 | Klockner-Pentaplast of America, Inc. EUR 2017 Term Loan B1, 4.750%, (EUR003M + 4.750%), 06/30/22 | 908,985 | 0.3 | |||||||
754,300 | Polar US Borrower, LLC 2018 1st Lien Term Loan, 6.795%, (US0003M + 4.750%), 10/15/25 | 735,443 | 0.3 | |||||||
1,890,826 | Starfruit Finco B.V 2018 USD Term Loan B, 5.005%, (US0001M + 3.250%), 10/01/25 | 1,876,635 | 0.7 | |||||||
954,509 | Tronox Finance LLC Term Loan B, 4.609%, (US0001M + 2.750%), 09/23/24 | 952,918 | 0.4 | |||||||
185,000 | Univar Inc. 2019 USD Term Loan B5, 3.906%, (US0003M + 2.000%), 07/01/26 | 185,434 | 0.1 | |||||||
9,332,845 | 3.6 | |||||||||
Clothing/Textiles: 0.5% | ||||||||||
1,439,381 | Varsity Brands, Inc. 2017 Term Loan B, 5.202%, (US0001M + 3.500%), 12/15/24 | 1,368,491 | 0.5 | |||||||
Containers & Glass Products: 5.0% | ||||||||||
78,800 | Albea Beauty Holdings S.A 2018 USD Term Loan B2, 4.906%, (US0006M + 3.000%), 04/22/24 | 75,747 | 0.0 | |||||||
2,558,588 | Berry Global, Inc. USD Term Loan U, 4.258%, (US0001M + 2.500%), 07/01/26 | 2,573,156 | 1.0 | |||||||
1,582,859 | BWAY Holding Company 2017 Term Loan B, 5.234%, (US0003M + 3.250%), 04/03/24 | 1,553,923 | 0.6 | |||||||
239,400 | Charter NEX US, Inc. Incremental Term Loan, 5.202%, (US0001M + 3.500%), 05/16/24 | 240,058 | 0.1 | |||||||
1,271,820 | Flex Acquisition Company, Inc. 1st Lien Term Loan, 5.093%, (US0003M + 3.000%), 12/29/23 | 1,235,255 | 0.5 | |||||||
1,942,359 | Flex Acquisition Company, Inc. 2018 Incremental Term Loan, 5.349%, (US0003M + 3.250%), 06/29/25 | 1,890,158 | 0.7 | |||||||
898,625 | Pelican Products, Inc. 2018 1st Lien Term Loan, 5.265%, (US0001M + 3.500%), 05/01/25 | 824,488 | 0.3 | |||||||
105,000 | Pelican Products, Inc. 2018 2nd Lien Term Loan, 9.515%, (US0001M + 7.750%), 05/01/26 | 100,406 | 0.0 | |||||||
245,000 | Proampac AC Borrower LLC Second Lien Term Loan, 10.404%, (US0003M + 8.500%), 11/18/24 | 232,750 | 0.1 | |||||||
2,430,009 | Reynolds Group Holdings Inc. USD 2017 Term Loan, 4.452%, (US0001M + 2.750%), 02/05/23 | 2,437,856 | 0.9 | |||||||
1,389,005 | Ring Container Technologies Group, LLC 1st Lien Term Loan, 4.452%, (US0001M + 2.750%), 10/31/24 | 1,388,137 | 0.5 | |||||||
413,175 | Tricorbraun Holdings Inc First Lien Term Loan, 5.859%, (US0003M + 3.750%), 11/30/23 | 406,461 | 0.2 | |||||||
243,807 | Trident TPI Holdings, Inc. 2017 USD Term Loan B1, 4.702%, (US0001M + 3.000%), 10/17/24 | 231,414 | 0.1 | |||||||
13,189,809 | 5.0 | |||||||||
Cosmetics/Toiletries: 0.6% | ||||||||||
1,054,350 | Anastasia Parent, LLC 2018 Term Loan B, 5.677%, (US0003M + 3.750%), 08/11/25 | 859,295 | 0.3 | |||||||
833,383 | Wellness Merger Sub, Inc. 1st Lien Term Loan, 6.159%, (US0003M + 4.250%), 06/30/24 | 824,841 | 0.3 | |||||||
1,684,136 | 0.6 | |||||||||
Diversified Financial Services: 0.2% | ||||||||||
459,333 | Blucora, Inc. 2017 Term Loan B, 4.702%, (US0001M + 3.000%), 05/22/24 | 459,908 | 0.2 | |||||||
Drugs: 1.7% | ||||||||||
1,388,287 | Alvogen Pharma US, Inc. 2018 Term Loan B, 6.450%, (US0001M + 4.750%), 04/02/22 | 1,184,383 | 0.5 | |||||||
1,757,339 | Amneal Pharmaceuticals LLC 2018 Term Loan B, 5.250%, (US0001M + 3.500%), 05/04/25 | 1,367,794 | 0.5 | |||||||
1,805,925 | Endo Luxembourg Finance Company I S.a r.l. 2017 Term Loan B, 6.000%, (US0001M + 4.250%), 04/29/24 | 1,658,065 | 0.6 | |||||||
295,077 | Horizon Pharma, Inc. 2019 Term Loan B, 4.313%, (US0001M + 2.500%), 05/22/26 | 296,691 | 0.1 | |||||||
4,506,933 | 1.7 | |||||||||
Ecological Services & Equipment: 0.6% | ||||||||||
1,623,559 | GFL Environmental Inc. 2018 USD Term Loan B, 4.702%, (US0001M + 3.000%), 05/30/25 | 1,608,541 | 0.6 | |||||||
Electronics/Electrical: 18.7% | ||||||||||
637,315 | ABC Financial Services, Inc. 1st Lien Term Loan, 6.013%, (US0001M + 4.250%), 01/02/25 | 633,332 | 0.2 | |||||||
916,341 | ASG Technologies Group, Inc. 2018 Term Loan, 5.202%, (US0001M + 3.500%), 07/31/24 | 906,605 | 0.4 |
Voya Senior Income Fund | PORTFOLIO OF INVESTMENTS |
as of November 30, 2019 (Unaudited) (Continued) |
1,068,676 | Barracuda Networks, Inc. 1st Lien Term Loan, 5.160%, (US0003M + 3.250%), 02/12/25 | 1,072,517 | 0.4 | |||||||
1,262,875 | BMC Software Finance, Inc. 2018 USD Term Loan B, 5.952%, (US0001M + 4.250%), 10/02/25 | 1,216,307 | 0.5 | |||||||
282,143 | Brave Parent Holdings, Inc. 1st Lien Term Loan, 5.927%, (US0003M + 4.000%), 04/18/25 | 273,091 | 0.1 | |||||||
228,684 | Carbonite, Inc Term Loan B, 5.677%, (US0003M + 3.750%), 03/26/26 | 229,292 | 0.1 | |||||||
806,850 | Cohu, Inc. 2018 Term Loan B, 5.200%, (US0006M + 3.000%), 10/01/25 | 784,662 | 0.3 | |||||||
511,138 | Compuware Corporation 2018 Term Loan B, 5.702%, (US0001M + 4.000%), 08/22/25 | 514,758 | 0.2 | |||||||
440,900 | Dynatrace LLC 2018 1st Lien Term Loan, 4.452%, (US0001M + 2.750%), 08/22/25 | 443,518 | 0.2 | |||||||
779,113 | EagleView Technology Corporation 2018 Add On Term Loan B, 5.409%, (US0003M + 3.500%), 08/14/25 | 736,261 | 0.3 | |||||||
261,688 | Electrical Components International, Inc. 2018 1st Lien Term Loan, 6.355%, (US0003M + 4.250%), 06/26/25 | 228,322 | 0.1 | |||||||
651,700 | Exact Merger Sub LLC 1st Lien Term Loan, 6.354%, (US0003M + 4.250%), 09/27/24 | 649,154 | 0.3 | |||||||
EUR 997,500 | GlobalFoundries Inc EUR Term Loan B, 5.000%, (EUR002M + 5.000%), 06/05/26 | 1,082,559 | 0.4 | |||||||
618,450 | GlobalFoundries Inc USD Term Loan B, 6.625%, (US0002M + 4.750%), 06/05/26 | 599,896 | 0.2 | |||||||
992,236 | Greeneden U.S. Holdings II, LLC 2018 USD Term Loan B, 4.952%, (US0001M + 3.250%), 12/01/23 | 993,476 | 0.4 | |||||||
375,000 | Helios Software Holdings, Inc. USD Term Loan, 6.183%, (US0003M + 4.250%), 10/24/25 | 371,250 | 0.1 | |||||||
100,000 | Hyland Software, Inc. 2017 2nd Lien Term Loan, 8.702%, (US0001M + 7.000%), 07/07/25 | 101,500 | 0.0 | |||||||
2,257,386 | Hyland Software, Inc. 2018 1st Lien Term Loan, 5.202%, (US0001M + 3.500%), 07/01/24 | 2,266,698 | 0.9 | |||||||
917,700 | Imperva, Inc. 1st Lien Term Loan, 5.986%, (US0003M + 4.000%), 01/12/26 | 886,345 | 0.3 | |||||||
455,000 | Imperva, Inc. 2nd Lien Term Loan, 9.736%, (US0003M + 7.750%), 01/10/27 | 409,500 | 0.2 | |||||||
1,842,885 | Informatica Corporation 2018 USD Term Loan, 4.952%, (US0001M + 3.250%), 08/05/22 | 1,847,875 | 0.7 | |||||||
730,367 | Kronos Incorporated 2017 Term Loan B, 4.909%, (US0003M + 3.000%), 11/01/23 | 731,020 | 0.3 | |||||||
1,653,313 | McAfee, LLC 2018 USD Term Loan B, 5.452%, (US0001M + 3.750%), 09/30/24 | 1,656,413 | 0.6 | |||||||
2,327,500 | MH Sub I, LLC 2017 1st Lien Term Loan, 5.452%, (US0001M + 3.750%), 09/13/24 | 2,325,317 | 0.9 | |||||||
810,000 | MH Sub I, LLC 2017 2nd Lien Term Loan, 9.202%, (US0001M + 7.500%), 09/15/25 | 810,000 | 0.3 | |||||||
EUR 1,000,000 | OVH Groupe EUR Term Loan B, 3.500%, (EUR003M + 3.500%), 11/27/26 | 1,108,686 | 0.4 | |||||||
940,000 | Project Boost Purchaser, LLC 2019 Term Loan B, 5.202%, (US0001M + 3.500%), 06/01/26 | 932,558 | 0.4 | |||||||
615,350 | Project Leopard Holdings, Inc. 2019 Term Loan, 6.450%, (US0001M + 4.250%), 07/07/23 | 616,119 | 0.2 | |||||||
2,435,400 | Quest Software US Holdings Inc. 2018 1st Lien Term Loan, 6.177%, (US0003M + 4.250%), 05/16/25 | 2,426,267 | 0.9 | |||||||
750,000 | Quest Software US Holdings Inc. 2018 2nd Lien Term Loan, 10.177%, (US0003M + 8.250%), 05/18/26 | 736,875 | 0.3 | |||||||
3,512,649 | Rackspace Hosting, Inc. 2017 Incremental 1st Lien Term Loan, 4.902%, (US0003M + 3.000%), 11/03/23 | 3,306,829 | 1.3 | |||||||
1,031,962 | Riverbed Technology, Inc. 2016 Term Loan, 4.960%, (US0001M + 3.250%), 04/24/22 | 827,596 | 0.3 | |||||||
390,000 | Rocket Software, Inc. 2018 2nd Lien Term Loan, 9.952%, (US0001M + 8.250%), 11/27/26 | 332,962 | 0.1 | |||||||
1,393,000 | Rocket Software, Inc. 2018 Term Loan, 5.952%, (US0001M + 4.250%), 11/28/25 | 1,260,665 | 0.5 | |||||||
2,382,625 | RP Crown Parent LLC Term Loan B, 4.450%, (US0001M + 2.750%), 10/12/23 | 2,385,889 | 0.9 |
Voya Senior Income Fund | PORTFOLIO OF INVESTMENTS |
as of November 30, 2019 (Unaudited) (Continued) |
607,850 | Severin Acquisition, LLC 2018 Term Loan B, 5.144%, (US0003M + 3.250%), 08/01/25 | 601,012 | 0.2 | |||||||
EUR 1,000,759 | SGB-SMIT Management GmbH EUR Term Loan B, 4.500%, (EUR006M + 4.500%), 07/18/24 | 574,749 | 0.2 | |||||||
656,264 | Sirius Computer Solutions, Inc. 2019 Term Loan B, 6.354%, (US0003M + 4.250%), 07/01/26 | 657,700 | 0.3 | |||||||
2,992,936 | SkillSoft Corporation 1st Lien Term Loan, 6.946%, (US0003M + 4.750%), 04/28/21 | 2,319,526 | 0.9 | |||||||
1,795,363 | SolarWinds Holdings, Inc. 2018 Term Loan B, 4.452%, (US0001M + 2.750%), 02/05/24 | 1,803,638 | 0.7 | |||||||
633,600 | SonicWall US Holdings Inc. 1st Lien Term Loan, 5.399%, (US0003M + 3.500%), 05/16/25 | 609,840 | 0.2 | |||||||
265,000 | SonicWall US Holdings Inc. 2nd Lien Term Loan, 9.399%, (US0003M + 7.500%), 05/18/26 | 233,642 | 0.1 | |||||||
965,000 | Travelport Finance (Luxembourg) S.a.r.l. 2019 Term Loan, 7.104%, (US0003M + 5.000%), 05/29/26 | 884,664 | 0.3 | |||||||
903,175 | TriTech Software Systems 2018 Term Loan B, 5.452%, (US0001M + 3.750%), 08/29/25 | 839,953 | 0.3 | |||||||
735,000 | Ultimate Software Group Inc(The) Term Loan B, 5.452%, (US0001M + 3.750%), 05/04/26 | 739,410 | 0.3 | |||||||
2,583,689 | Veritas Bermuda Ltd. USD Repriced Term Loan B, 6.267%, (US0001M + 4.500%), 01/27/23 | 2,421,131 | 0.9 | |||||||
495,000 | Vertafore, Inc. 2018 2nd Lien Term Loan, 8.952%, (US0001M + 7.250%), 07/02/26 | 484,481 | 0.2 | |||||||
300,042 | Web.com Group, Inc. 2018 2nd Lien Term Loan, 9.513%, (US0001M + 7.750%), 10/09/26 | 289,290 | 0.1 | |||||||
731,484 | Web.com Group, Inc. 2018 Term Loan B, 5.513%, (US0001M + 3.750%), 10/10/25 | 720,207 | 0.3 | |||||||
48,883,357 | 18.7 | |||||||||
Financial Intermediaries: 2.6% | ||||||||||
1,208,481 | Blackhawk Network Holdings, Inc 2018 1st Lien Term Loan, 4.702%, (US0001M + 3.000%), 06/15/25 | 1,206,971 | 0.5 | |||||||
329,175 | Blackstone Mortgage Trust, Inc. 2019 Term Loan B, 3.952%, (US0001M + 2.250%), 04/23/26 | 330,409 | 0.1 | |||||||
1,039,500 | Cushman & Wakefield U.S. Borrower, LLC 2018 Add On Term Loan B, 4.952%, (US0001M + 3.250%), 08/21/25 | 1,044,529 | 0.4 | |||||||
1,945,300 | Edelman Financial Center, LLC 2018 1st Lien Term Loan, 4.972%, (US0001M + 3.250%), 07/21/25 | 1,939,707 | 0.7 | |||||||
631,692 | Focus Financial Partners, LLC 2018 Incremental Term Loan, 4.202%, (US0001M + 2.500%), 07/03/24 | 635,245 | 0.3 | |||||||
277,785 | VFH Parent LLC 2019 Term Loan B, 6.044%, (US0001M + 3.500%), 03/01/26 | 277,727 | 0.1 | |||||||
1,396,145 | Victory Capital Holdings, Inc. 2019 Term Loan B, 5.349%, (US0003M + 3.250%), 07/01/26 | 1,405,454 | 0.5 | |||||||
6,840,042 | 2.6 | |||||||||
Food Products: 3.8% | ||||||||||
1,126,488 | 8th Avenue Food & Provisions, Inc. 2018 1st Lien Term Loan, 5.508%, (US0001M + 3.750%), 10/01/25 | 1,132,590 | 0.4 | |||||||
100,000 | 8th Avenue Food & Provisions, Inc. 2018 2nd Lien Term Loan, 9.508%, (US0003M + 7.750%), 10/01/26 | 99,000 | 0.0 | |||||||
894,413 | Atkins Nutritionals Holdings II, Inc. 2017 Term Loan B, 5.734%, (US0003M + 3.750%), 07/07/24 | 901,120 | 0.3 | |||||||
649,006 | B&G Foods, Inc. 2019 Term Loan B4, 4.202%, (US0001M + 2.500%), 10/10/26 | 652,386 | 0.3 | |||||||
414,750 | CHG PPC Parent LLC 2018 Term Loan B, 4.452%, (US0001M + 2.750%), 03/31/25 | 416,824 | 0.2 | |||||||
504,641 | Del Monte Foods, Inc. 1st Lien Term Loan, 5.165%, (US0003M + 3.250%), 02/18/21 | 441,381 | 0.2 | |||||||
2,884,144 | IRB Holding Corp 1st Lien Term Loan, 5.216%, (US0003M + 3.250%), 02/05/25 | 2,889,252 | 1.1 | |||||||
799,499 | JBS USA Lux S.A. 2019 Term Loan B, 4.202%, (US0001M + 2.500%), 05/01/26 | 803,662 | 0.3 | |||||||
394,989 | NPC International, Inc. 1st Lien Term Loan, 5.427%, (US0003M + 3.500%), 04/19/24 | 196,836 | 0.1 | |||||||
327,500 | NPC International, Inc. 2nd Lien Term Loan, 9.427%, (US0003M + 7.500%), 04/18/25 | 41,893 | 0.0 |
Voya Senior Income Fund | PORTFOLIO OF INVESTMENTS |
as of November 30, 2019 (Unaudited) (Continued) |
EUR 1,355,000 | Sigma Bidco B.V. 2018 EUR Term Loan B, 3.500%, (EUR003M + 3.500%), 07/02/25 | 1,483,608 | 0.6 | |||||||
834,438 | Sigma Bidco B.V. 2018 USD Term Loan B, 5.085%, (US0003M + 3.000%), 07/02/25 | 830,265 | 0.3 | |||||||
9,888,817 | 3.8 | |||||||||
Food Service: 2.0% | ||||||||||
264,471 | Fogo De Chao, Inc. 2018 Add On Term Loan, 5.952%, (US0001M + 4.250%), 04/07/25 | 265,297 | 0.1 | |||||||
2,151,578 | Golden Nugget, Inc. 2017 Incremental Term Loan B, 4.683%, (US0003M + 2.750%), 10/04/23 | 2,155,276 | 0.8 | |||||||
1,027,000 | Hearthside Food Solutions, LLC 2018 Term Loan B, 5.389%, (US0001M + 3.688%), 05/23/25 | 955,880 | 0.4 | |||||||
865,000 | US Foods, Inc. 2019 Term Loan B, 3.702%, (US0001M + 2.000%), 09/13/26 | 868,244 | 0.3 | |||||||
1,000,000 | Welbilt, Inc. 2018 Term Loan B, 4.734%, (US0001M + 2.500%), 10/23/25 | 1,003,725 | 0.4 | |||||||
5,248,422 | 2.0 | |||||||||
Food/Drug Retailers: 3.1% | ||||||||||
636,860 | Albertsons, LLC 2019 Term Loan B7, 4.452%, (US0001M + 2.750%), 11/17/25 | 642,032 | 0.3 | |||||||
2,172,830 | Albertsons, LLC 2019 Term Loan B8, 4.452%, (US0001M + 2.750%), 08/17/26 | 2,189,901 | 0.8 | |||||||
EUR 1,000,000 | CD&R Firefly Bidco Limited 2018 EUR Term Loan B2, 3.000%, (EUR003M + 3.000%), 06/23/25 | 1,106,758 | 0.4 | |||||||
1,310,058 | EG Finco Limited 2018 USD Term Loan, 6.104%, (US0003M + 4.000%), 02/07/25 | 1,277,634 | 0.5 | |||||||
256,100 | EG Group Limited 2018 USD Term Loan B, 6.104%, (US0003M + 4.000%), 02/07/25 | 249,761 | 0.1 | |||||||
2,123,724 | Moran Foods LLC Term Loan, 8.104%, (US0003M + 6.000%), 12/05/23 | 778,700 | 0.3 | |||||||
485,000 | Portillo Restaurant Group (The) Term Loan, 7.406%, (US0003M + 5.500%), 08/02/24 | 483,989 | 0.2 | |||||||
1,528,450 | United Natural Foods, Inc. Term Loan B, 5.952%, (US0001M + 4.250%), 10/22/25 | 1,261,448 | 0.5 | |||||||
7,990,223 | 3.1 | |||||||||
Forest Products: 0.7% | ||||||||||
1,465,274 | Blount International Inc. 2018 Term Loan B, 5.946%, (US0006M + 3.750%), 04/12/23 | 1,467,411 | 0.5 | |||||||
495,000 | LABL, Inc. 2019 USD Term Loan, 6.281%, (US0001M + 4.500%), 07/01/26 | 493,762 | 0.2 | |||||||
1,961,173 | 0.7 | |||||||||
Health Care: 11.7% | ||||||||||
347,375 | Accelerated Health Systems, LLC Term Loan B, 5.258%, (US0001M + 3.500%), 10/31/25 | 348,243 | 0.1 | |||||||
1,155,469 | ADMI Corp. 2018 Term Loan B, 4.452%, (US0001M + 2.750%), 04/30/25 | 1,144,877 | 0.4 | |||||||
358,200 | Agiliti Health, Inc Term Loan, 4.813%, (US0001M + 3.000%), 01/04/26 | 358,200 | 0.1 | |||||||
798,207 | Air Methods Corporation 2017 Term Loan B, 5.604%, (US0003M + 3.500%), 04/22/24 | 663,843 | 0.3 | |||||||
1,288,525 | Athenahealth, Inc. 2019 Term Loan B, 6.401%, (US0003M + 4.500%), 02/11/26 | 1,289,588 | 0.5 | |||||||
1,005,550 | ATI Holdings Acquisition, Inc. 2016 Term Loan, 5.202%, (US0001M + 3.500%), 05/10/23 | 990,048 | 0.4 | |||||||
706,450 | Auris Luxembourg III S.a.r.l. 2019 USD Term Loan B, 5.441%, (US0001M + 3.750%), 02/27/26 | 703,506 | 0.3 | |||||||
2,000,000 | Bausch Health Companies, Inc. 2018 Term Loan B, 4.765%, (US0001M + 3.000%), 06/02/25 | 2,011,388 | 0.8 | |||||||
362,307 | Carestream Dental Equiment, Inc 2017 1st Lien Term Loan B, 4.952%, (US0001M + 3.250%), 09/01/24 | 338,757 | 0.1 | |||||||
983,618 | CHG Healthcare Services Inc. 2017 1st Lien Term Loan B, 4.702%, (US0001M + 3.000%), 06/07/23 | 985,258 | 0.4 | |||||||
EUR 1,000,000 | Cidron Atrium SE 2018 EUR Term Loan B, 3.250%, (EUR003M + 3.250%), 04/16/25 | 1,105,702 | 0.4 | |||||||
1,381,754 | Concentra Inc. 2018 1st Lien Term Loan, 4.540%, (US0003M + 2.500%), 06/01/22 | 1,384,621 | 0.5 | |||||||
1,060,532 | DaVita, Inc. 2019 Term Loan B, 3.952%, (US0001M + 2.250%), 08/12/26 | 1,067,823 | 0.4 | |||||||
381,416 | Diplomat Pharmacy, Inc. 2017 Term Loan B, 6.409%, (US0003M + 4.500%), 12/20/24 | 342,321 | 0.1 | |||||||
540,000 | Emerald TopCo Inc Term Loan, 5.202%, (US0001M + 3.500%), 07/24/26 | 538,312 | 0.2 |
Voya Senior Income Fund | PORTFOLIO OF INVESTMENTS |
as of November 30, 2019 (Unaudited) (Continued) |
1,230,700 | Envision Healthcare Corporation 2018 1st Lien Term Loan, 5.416%, (US0001M + 3.750%), 10/10/25 | 982,714 | 0.4 | |||||||
1,373,214 | ExamWorks Group, Inc. 2017 Term Loan, 4.952%, (US0001M + 3.250%), 07/27/23 | 1,381,224 | 0.5 | |||||||
1,840,166 | Global Medical Response, Inc. 2018 Term Loan B1, 4.972%, (US0001M + 3.250%), 04/28/22 | 1,742,983 | 0.7 | |||||||
908,990 | GoodRx, Inc. 1st Lien Term Loan, 4.503%, (US0003M + 2.750%), 10/10/25 | 910,126 | 0.3 | |||||||
1,189,329 | Inovalon Holdings, Inc. 2018 Term Loan B, 5.313%, (US0001M + 3.500%), 04/02/25 | 1,193,603 | 0.5 | |||||||
835,436 | Jaguar Holding Company II 2018 Term Loan, 4.202%, (US0001M + 2.500%), 08/18/22 | 837,438 | 0.3 | |||||||
295,000 | Medical Solutions L.L.C. 2017 Term Loan, 6.202%, (US0001M + 4.500%), 06/14/24 | 293,894 | 0.1 | |||||||
1,441,689 | MPH Acquisition Holdings LLC 2016 Term Loan B, 4.854%, (US0003M + 2.750%), 06/07/23 | 1,380,867 | 0.5 | |||||||
850,182 | nThrive, Inc. 2016 1st Lien Term Loan, 6.202%, (US0001M + 4.500%), 10/20/22 | 701,401 | 0.3 | |||||||
1,067,325 | Phoenix Guarantor Inc Term Loan B, 6.270%, (US0001M + 4.500%), 03/05/26 | 1,074,329 | 0.4 | |||||||
1,032,200 | RegionalCare Hospital Partners Holdings, Inc. 2018 Term Loan B, 6.202%, (US0001M + 4.500%), 11/17/25 | 1,038,544 | 0.4 | |||||||
390,000 | Select Medical Corporation 2017 Term Loan B, 4.580%, (US0003M + 2.500%), 03/06/25 | 389,347 | 0.2 | |||||||
1,656,679 | Sotera Health Holdings, LLC 2017 Term Loan, 4.927%, (US0003M + 3.000%), 05/15/22 | 1,652,123 | 0.6 | |||||||
535,000 | Sotera Health Holdings, LLC 2019 Term Loan, 6.156%, (US0003M + 4.250%), 11/20/26 | 533,886 | 0.2 | |||||||
1,509,200 | Surgery Center Holdings, Inc. 2017 Term Loan B, 4.960%, (US0001M + 3.250%), 09/02/24 | 1,492,692 | 0.6 | |||||||
575,722 | Team Health Holdings, Inc. 1st Lien Term Loan, 4.452%, (US0001M + 2.750%), 02/06/24 | 410,202 | 0.2 | |||||||
513,187 | Tecomet Inc. 2017 Repriced Term Loan, 5.013%, (US0001M + 3.250%), 05/01/24 | 513,989 | 0.2 | |||||||
373,125 | Vizient, Inc. 2019 Term Loan B5, 4.452%, (US0001M + 2.750%), 05/06/26 | 374,431 | 0.1 | |||||||
491,250 | Wink Holdco, Inc 1st Lien Term Loan B, 4.702%, (US0001M + 3.000%), 12/02/24 | 486,030 | 0.2 | |||||||
30,662,310 | 11.7 | |||||||||
Home Furnishings: 0.4% | ||||||||||
950,000 | Prime Security Services Borrower, LLC 2019 Term Loan B1, 5.035%, (US0001M + 3.250%), 09/23/26 | 940,619 | 0.4 | |||||||
Industrial Equipment: 2.9% | ||||||||||
660,000 | APi Group DE, Inc. Term Loan B, 4.202%, (US0001M + 2.500%), 10/01/26 | 664,435 | 0.3 | |||||||
362,263 | CPM Holdings, Inc. 2018 1st Lien Term Loan, 5.452%, (US0001M + 3.750%), 11/17/25 | 350,036 | 0.1 | |||||||
771,041 | EWT Holdings III Corp. 2017 Repriced Term Loan, 4.702%, (US0001M + 3.000%), 12/20/24 | 774,414 | 0.3 | |||||||
1,551,831 | Filtration Group Corporation 2018 1st Lien Term Loan, 4.702%, (US0001M + 3.000%), 03/29/25 | 1,558,135 | 0.6 | |||||||
EUR 967,595 | Gardner Denver, Inc. 2017 EUR Term Loan B, 3.000%, (EUR001M + 3.000%), 07/30/24 | 1,072,314 | 0.4 | |||||||
1,367,422 | Gardner Denver, Inc. 2017 USD Term Loan B, 4.452%, (US0001M + 2.750%), 07/30/24 | 1,374,257 | 0.5 | |||||||
765,000 | Granite Holdings US Acquisition Co. Term Loan B, 7.354%, (US0003M + 5.250%), 09/30/26 | 747,788 | 0.3 | |||||||
774,969 | Kenan Advantage Group, Inc. 2015 Term Loan, 4.702%, (US0001M + 3.000%), 07/31/22 | 759,469 | 0.3 | |||||||
235,666 | Kenan Advantage Group, Inc. CAD Term Loan B, 4.702%, (US0001M + 3.000%), 07/31/22 | 230,952 | 0.1 | |||||||
100,000 | Safe Fleet Holdings LLC 2018 2nd Lien Term Loan, 8.520%, (US0001M + 6.750%), 02/02/26 | 97,250 | 0.0 | |||||||
7,629,050 | 2.9 | |||||||||
Insurance: 8.3% | ||||||||||
452,725 | Achilles Acquisition LLC 2018 Term Loan, 5.750%, (US0001M + 4.000%), 10/13/25 | 452,159 | 0.2 | |||||||
2,279,301 | Acrisure, LLC 2017 Term Loan B, 6.354%, (US0003M + 4.250%), 11/22/23 | 2,270,754 | 0.9 |
Voya Senior Income Fund | PORTFOLIO OF INVESTMENTS |
as of November 30, 2019 (Unaudited) (Continued) |
686,650 | Acrisure, LLC 2018 Term Loan B, 5.854%, (US0003M + 3.750%), 11/22/23 | 680,928 | 0.3 | |||||||
649,294 | Alera Group Holdings, Inc. 2018 Term Loan B, 6.202%, (US0001M + 4.500%), 08/01/25 | 653,352 | 0.2 | |||||||
2,686,616 | Alliant Holdings Intermediate, LLC 2018 Term Loan B, 4.702%, (US0001M + 3.000%), 05/09/25 | 2,665,123 | 1.0 | |||||||
2,013,066 | AmWINS Group, Inc. 2017 Term Loan B, 4.465%, (US0001M + 2.750%), 01/25/24 | 2,020,867 | 0.8 | |||||||
340,000 | Applied Systems, Inc. 2017 2nd Lien Term Loan, 9.104%, (US0003M + 7.000%), 09/19/25 | 346,233 | 0.1 | |||||||
421,813 | Aretec Group, Inc. 2018 Term Loan, 5.952%, (US0001M + 4.250%), 10/01/25 | 400,195 | 0.1 | |||||||
2,581,532 | AssuredPartners, Inc. 2017 1st Lien Add-On Term Loan, 5.202%, (US0001M + 3.500%), 10/22/24 | 2,577,982 | 1.0 | |||||||
1,749,924 | CCC Information Services, Inc. 2017 1st Lien Term Loan, 4.460%, (US0001M + 2.750%), 04/29/24 | 1,742,633 | 0.7 | |||||||
1,992,225 | Hub International Limited 2018 Term Loan B, 4.690%, (US0003M + 2.750%), 04/25/25 | 1,966,543 | 0.7 | |||||||
2,590,055 | NFP Corp. Term Loan B, 4.702%, (US0001M + 3.000%), 01/08/24 | 2,564,154 | 1.0 | |||||||
1,476,300 | Sedgwick Claims Management Services, Inc. 2019 Term Loan B, 5.702%, (US0001M + 4.000%), 09/03/26 | 1,477,223 | 0.6 | |||||||
1,862,000 | USI, Inc. 2017 Repriced Term Loan, 5.104%, (US0003M + 3.000%), 05/16/24 | 1,840,587 | 0.7 | |||||||
21,658,733 | 8.3 | |||||||||
Leisure Good/Activities/Movies: 7.8% | ||||||||||
215,000 | Airxcel, Inc. 2018 2nd Lien Term Loan, 10.452%, (US0001M + 8.750%), 04/27/26 | 197,800 | 0.1 | |||||||
1,205,197 | AMC Entertainment Holdings Inc. 2019 Term Loan B, 5.230%, (US0006M + 3.000%), 04/22/26 | 1,211,675 | 0.5 | |||||||
1,135,295 | Bombardier Recreational Products, Inc. 2019 Incremental Term Loan B2, 4.202%, (US0001M + 2.500%), 05/23/25 | 1,139,079 | 0.4 | |||||||
900,927 | ClubCorp Club Operations, Inc. 2017 Incremental Term Loan, 4.854%, (US0003M + 2.750%), 09/18/24 | 825,699 | 0.3 | |||||||
2,000,000 | Crown Finance US, Inc. 2018 USD Term Loan, 3.952%, (US0001M + 2.250%), 02/28/25 | 1,996,786 | 0.8 | |||||||
1,015,000 | Crown Finance US, Inc. 2019 Incremental Term Loan, 4.202%, (US0001M + 2.500%), 09/30/26 | 1,013,477 | 0.4 | |||||||
1,548,982 | Equinox Holdings, Inc. 2017 1st Lien Term Loan, 4.702%, (US0001M + 3.000%), 03/08/24 | 1,549,563 | 0.6 | |||||||
1,439,994 | Fitness International, LLC 2018 Term Loan B, 4.952%, (US0001M + 3.250%), 04/18/25 | 1,432,794 | 0.5 | |||||||
EUR 987,500 | Fluidra Finco SLU 2018 EUR Term Loan B, 2.750%, (EUR001M + 2.750%), 07/02/25 | 1,097,208 | 0.4 | |||||||
EUR 1,000,000 | Fugue Finance B.V. EUR Term Loan, 3.250%, (EUR003M + 3.250%), 09/01/24 | 1,098,873 | 0.4 | |||||||
EUR 1,000,000 | GVC Holdings PLC 2019 EUR Term Loan B, 2.500%, (EUR006M + 2.500%), 03/29/24 | 1,107,309 | 0.4 | |||||||
992,424 | Intrawest Resorts Holdings, Inc. Term Loan B1, 4.452%, (US0001M + 2.750%), 07/31/24 | 996,766 | 0.4 | |||||||
1,620,868 | Kingpin Intermediate Holdings LLC 2018 Term Loan B, 5.200%, (US0001M + 3.500%), 07/03/24 | 1,624,231 | 0.6 | |||||||
2,070,563 | Life Time, Inc. 2017 Term Loan B, 4.658%, (US0003M + 2.750%), 06/10/22 | 2,074,123 | 0.8 | |||||||
56,338 (1) | Motion Finco Sarl Delayed Draw Term Loan B2, 5.156%, (US0003M + 3.250%), 11/04/26 | 56,855 | 0.0 | |||||||
428,662 | Motion Finco Sarl USD Term Loan B1, 5.156%, (US0003M + 3.250%), 11/13/26 | 432,591 | 0.2 | |||||||
520,000 | NEP/NCP Holdco, Inc. 2018 2nd Lien Term Loan, 8.702%, (US0001M + 7.000%), 10/19/26 | 473,200 | 0.2 | |||||||
436,623 | SRAM, LLC 2018 Term Loan B, 4.515%, (US0001M + 2.750%), 03/15/24 | 438,806 | 0.2 | |||||||
EUR 908,274 | Thor Industries, Inc. EUR Term Loan B, 4.000%, (EUR001M + 4.000%), 02/01/26 | 996,150 | 0.4 | |||||||
5,074 | Thor Industries, Inc. USD Term Loan B, 5.563%, (US0001M + 3.750%), 02/01/26 | 5,052 | 0.0 | |||||||
382,113 | WeddingWire, Inc. 1st Lien Term Loan, 6.202%, (US0001M + 4.500%), 12/19/25 | 383,068 | 0.1 |
Voya Senior Income Fund | PORTFOLIO OF INVESTMENTS |
as of November 30, 2019 (Unaudited) (Continued) |
140,000 | WeddingWire, Inc. 2nd Lien Term Loan, 9.952%, (US0001M + 8.250%), 12/21/26 | 138,600 | 0.1 | |||||||
20,289,705 | 7.8 | |||||||||
Leisure Time: 0.4% | ||||||||||
1,436,813 | 24 Hour Fitness Worldwide, Inc. 2018 Term Loan B, 5.202%, (US0001M + 3.500%), 05/30/25 | 1,076,173 | 0.4 | |||||||
Lodging & Casinos: 4.2% | ||||||||||
3,000,000 | Caesars Resort Collection, LLC 2017 1st Lien Term Loan B, 4.452%, (US0001M + 2.750%), 12/23/24 | 2,983,125 | 1.2 | |||||||
224,568 | Eldorado Resorts LLC 2017 Term Loan B, 4.401%, (US0001M + 2.250%), 04/17/24 | 224,604 | 0.1 | |||||||
1,391,230 | Everi Payments Inc. Term Loan B, 4.702%, (US0001M + 3.000%), 05/09/24 | 1,394,179 | 0.5 | |||||||
1,645,325 | Golden Entertainment, Inc. 2017 1st Lien Term Loan, 4.700%, (US0001M + 3.000%), 10/21/24 | 1,652,008 | 0.6 | |||||||
597,427 | PCI Gaming Authority Term Loan, 4.702%, (US0001M + 3.000%), 05/29/26 | 601,472 | 0.2 | |||||||
2,313,508 | Scientific Games International, Inc. 2018 Term Loan B5, 4.452%, (US0001M + 2.750%), 08/14/24 | 2,307,724 | 0.9 | |||||||
1,908,491 | Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan, 5.604%, (US0003M + 3.500%), 07/10/25 | 1,919,902 | 0.7 | |||||||
11,083,014 | 4.2 | |||||||||
Nonferrous Metals/Minerals: 1.0% | ||||||||||
2,809,950 | Covia Holdings Corporation Term Loan, 6.043%, (US0003M + 4.000%), 06/01/25 | 1,992,870 | 0.7 | |||||||
856,089 | U.S. Silica Company 2018 Term Loan B, 5.750%, (US0001M + 4.000%), 05/01/25 | 735,381 | 0.3 | |||||||
2,728,251 | 1.0 | |||||||||
Oil & Gas: 2.6% | ||||||||||
508,563 | Brazos Delaware II, LLC Term Loan B, 5.722%, (US0001M + 4.000%), 05/21/25 | 411,936 | 0.2 | |||||||
620,000 | Encino Acquisition Partners Holdings, LLC 2018 2nd Lien Term Loan, 8.452%, (US0001M + 6.750%), 10/29/25 | 440,200 | 0.2 | |||||||
717,225 | Glass Mountain Pipeline Holdings, LLC Term Loan B, 6.210%, (US0001M + 4.500%), 12/23/24 | 640,123 | 0.2 | |||||||
999,900 | Grizzly Acquisitions Inc. 2018 Term Loan B, 5.349%, (US0003M + 3.250%), 10/01/25 | 989,068 | 0.4 | |||||||
1,869,730 | HGIM Corp. 2018 Exit Term Loan, 8.034%, (US0003M + 6.000%), 07/02/23 | 1,465,401 | 0.6 | |||||||
693,263 | Lower Cadence Holdings LLC Term Loan B, 5.702%, (US0001M + 4.000%), 05/22/26 | 658,310 | 0.2 | |||||||
812,963 | Lucid Energy Group II LLC Incremental Term Loan B2, 4.708%, (US0001M + 3.000%), 02/19/25 | 699,148 | 0.3 | |||||||
940,675 | McDermott Technology Americas Inc 2018 1st Lien Term Loan, 7.104%, (US0003M + 5.000%), 05/09/25 | 461,224 | 0.2 | |||||||
198,500 | Moda Ingleside Energy Center, LLC 2018 Term Loan B, 4.952%, (US0001M + 3.250%), 09/29/25 | 198,996 | 0.1 | |||||||
386,644 | Navitas Midstream Midland Basin, LLC Term Loan B, 6.202%, (US0001M + 4.500%), 12/13/24 | 358,613 | 0.1 | |||||||
403,988 | UGI Energy Services, LLC Term Loan B, 5.452%, (US0001M + 3.750%), 08/13/26 | 406,176 | 0.1 | |||||||
6,729,195 | 2.6 | |||||||||
Publishing: 0.4% | ||||||||||
1,000,000 | Meredith Corporation 2018 Term Loan B, 4.452%, (US0001M + 2.750%), 01/31/25 | 1,005,781 | 0.4 | |||||||
Radio & Television: 4.5% | ||||||||||
2,124,913 | A-L Parent LLC 2016 1st Lien Term Loan, 4.960%, (US0001M + 3.250%), 12/01/23 | 2,134,209 | 0.8 | |||||||
705,000 | Clear Channel Outdoor Holdings, Inc. Term Loan B, 5.202%, (US0001M + 3.500%), 08/21/26 | 707,975 | 0.3 | |||||||
315,000 | Cumulus Media New Holdings Inc. Term Loan B, 5.452%, (US0001M + 3.750%), 03/31/26 | 317,244 | 0.1 | |||||||
1,310,000 | Diamond Sports Group, LLC Term Loan, 4.960%, (US0001M + 3.250%), 08/24/26 | 1,308,909 | 0.5 | |||||||
1,254,851 | Entercom Media Corp. 2017 Term Loan B, 4.452%, (US0001M + 2.750%), 11/18/24 | 1,261,637 | 0.5 | |||||||
301,596 | NASCAR Holdings, Inc Term Loan B, 4.513%, (US0001M + 2.750%), 10/19/26 | 303,928 | 0.1 | |||||||
2,065,000 | Nexstar Broadcasting, Inc. 2019 Term Loan B4, 4.452%, (US0001M + 2.750%), 09/18/26 | 2,075,509 | 0.8 |
Voya Senior Income Fund | PORTFOLIO OF INVESTMENTS |
as of November 30, 2019 (Unaudited) (Continued) |
1,275,000 | Sinclair Television Group Inc. Term Loan B2B, 4.270%, (US0001M + 2.500%), 09/30/26 | 1,282,157 | 0.5 | |||||||
2,451,294 | Univision Communications Inc. Term Loan C5, 4.452%, (US0001M + 2.750%), 03/15/24 | 2,404,055 | 0.9 | |||||||
11,795,623 | 4.5 | |||||||||
Rail Industries: 0.1% | ||||||||||
315,000 | Genesee & Wyoming Inc. (New) Term Loan, 3.906%, (US0003M + 2.000%), 11/06/26 | 317,559 | 0.1 | |||||||
Retailers (Except Food & Drug): 4.4% | ||||||||||
488,650 | Academy, Ltd. 2015 Term Loan B, 5.783%, (US0001M + 4.000%), 07/01/22 | 369,419 | 0.1 | |||||||
1,054,242 | Bass Pro Group, LLC Term Loan B, 6.702%, (US0001M + 5.000%), 09/25/24 | 1,038,758 | 0.4 | |||||||
1,249,827 | Belk, Inc. TL B 1L, 6.803%, (US0002M + 4.750%), 12/12/22 | 999,861 | 0.4 | |||||||
366,320 | BJs Wholesale Club, Inc. 2017 1st Lien Term Loan, 4.509%, (US0001M + 2.750%), 02/03/24 | 367,735 | 0.1 | |||||||
2,429,194 | Jo-Ann Stores, Inc. 2016 Term Loan, 6.934%, (US0003M + 5.000%), 10/20/23 | 1,812,786 | 0.7 | |||||||
1,910,525 | Leslies Poolmart, Inc. 2016 Term Loan, 5.344%, (US0001M + 3.500%), 08/16/23 | 1,791,117 | 0.7 | |||||||
2,933,932 | Mens Wearhouse, Inc. (The) 2018 Term Loan, 5.031%, (US0001M + 3.250%), 04/09/25 | 2,017,079 | 0.8 | |||||||
EUR 1,000,000 | Peer Holding III B.V. 2019 EUR Term Loan B, 3.750%, (EUR003M + 3.750%), 11/27/26 | 1,105,937 | 0.4 | |||||||
2,553,037 | Petco Animal Supplies, Inc. 2017 Term Loan B, 5.177%, (US0003M + 3.250%), 01/26/23 | 2,027,112 | 0.8 | |||||||
11,529,804 | 4.4 | |||||||||
Software: 0.8% | ||||||||||
2,197,269 | Misys (Finastra) - Term Loan B 1L, 5.696%, (US0006M + 3.500%), 06/13/24 | 2,152,408 | 0.8 | |||||||
Steel: 0.3% | ||||||||||
677,986 | GrafTech Finance, Inc. 2018 Term Loan B, 5.202%, (US0001M + 3.500%), 02/12/25 | 662,731 | 0.3 | |||||||
Surface Transport: 1.7% | ||||||||||
2,412,038 | Navistar International Corporation 2017 1st Lien Term Loan B, 5.270%, (US0001M + 3.500%), 11/06/24 | 2,403,745 | 0.9 | |||||||
976,643 | PODS, LLC 2018 1st Lien Term Loan, 4.515%, (US0001M + 2.750%), 12/06/24 | 979,085 | 0.4 | |||||||
1,152,687 | Savage Enterprises LLC 2018 1st Lien Term Loan B, 5.770%, (US0001M + 4.000%), 08/01/25 | 1,165,078 | 0.4 | |||||||
4,547,908 | 1.7 | |||||||||
Telecommunications: 9.6% | ||||||||||
1,283,800 | Altice Financing SA USD 2017 1st Lien Term Loan, 4.472%, (US0001M + 2.750%), 01/31/26 | 1,259,729 | 0.5 | |||||||
1,465,075 | Altice France S.A. USD Term Loan B12, 5.453%, (US0001M + 3.688%), 01/31/26 | 1,451,493 | 0.6 | |||||||
1,010,000 | Asurion LLC 2017 2nd Lien Term Loan, 8.202%, (US0001M + 6.500%), 08/04/25 | 1,015,997 | 0.4 | |||||||
1,508,416 | Asurion LLC 2017 Term Loan B4, 4.702%, (US0001M + 3.000%), 08/04/22 | 1,512,816 | 0.6 | |||||||
1,000,000 | Asurion LLC 2018 Term Loan B6, 4.702%, (US0001M + 3.000%), 11/03/23 | 1,001,875 | 0.4 | |||||||
1,960,175 | Asurion LLC 2018 Term Loan B7, 4.702%, (US0001M + 3.000%), 11/03/24 | 1,964,258 | 0.7 | |||||||
1,820,971 | Avaya, Inc. 2018 Term Loan B, 6.015%, (US0001M + 4.250%), 12/15/24 | 1,741,758 | 0.7 | |||||||
2,997,462 | CenturyLink, Inc. 2017 Term Loan B, 4.452%, (US0001M + 2.750%), 01/31/25 | 3,000,274 | 1.1 | |||||||
1,850,000 | CommScope, Inc. 2019 Term Loan B, 4.952%, (US0001M + 3.250%), 04/06/26 | 1,840,750 | 0.7 | |||||||
515,000 | Connect Finco Sarl Term Loan B, 6.406%, (US0003M + 4.500%), 09/23/26 | 513,391 | 0.2 | |||||||
629,876 | Consolidated Communications, Inc. 2016 Term Loan B, 4.710%, (US0001M + 3.000%), 10/04/23 | 583,029 | 0.2 | |||||||
2,244,200 | Flexential Intermediate Corporation 2017 1st Lien Term Loan, 5.604%, (US0003M + 3.500%), 08/01/24 | 1,823,412 | 0.7 | |||||||
1,473,018 | Global Tel*Link Corporation 2018 1st Lien Term Loan, 5.952%, (US0001M + 4.250%), 11/29/25 | 1,274,161 | 0.5 |
Voya Senior Income Fund | PORTFOLIO OF INVESTMENTS |
as of November 30, 2019 (Unaudited) (Continued) |
850,000 | Global Tel*Link Corporation 2018 2nd Lien Term Loan, 9.952%, (US0001M + 8.250%), 11/29/26 | 700,400 | 0.3 | |||||||
1,240,578 | GTT Communications, Inc. 2018 USD Term Loan B, 4.450%, (US0001M + 2.750%), 05/31/25 | 957,313 | 0.4 | |||||||
500,000 | Iridium Satellite LLC Term Loan, 5.452%, (US0001M + 3.750%), 11/04/26 | 505,703 | 0.2 | |||||||
1,391,768 | Level 3 Financing Inc. 2017 Term Loan B, 3.952%, (US0001M + 1.750%), 02/22/24 | 1,392,927 | 0.5 | |||||||
1,165,334 | Securus Technologies Holdings, Inc. 2017 1st Lien Term Loan, 6.202%, (US0001M + 4.500%), 11/01/24 | 842,924 | 0.3 | |||||||
1,290,250 | Sprint Communications, Inc. 2018 Term Loan B, 4.750%, (US0001M + 3.000%), 02/02/24 | 1,288,906 | 0.5 | |||||||
330,000 | Telenet Financing USD LLC USD Term Loan AN, 4.015%, (US0001M + 2.250%), 08/15/26 | 330,495 | 0.1 | |||||||
25,001,611 | 9.6 | |||||||||
Utilities: 2.2% | ||||||||||
1,810,000 | Calpine Corporation 2019 Term Loan B10, 4.202%, (US0001M + 2.500%), 08/12/26 | 1,817,636 | 0.7 | |||||||
269,711 | Edgewater Generation, L.L.C. Term Loan, 5.452%, (US0001M + 3.750%), 12/13/25 | 256,563 | 0.1 | |||||||
517,014 | Heritage Power LLC Term Loan B, 8.205%, (US0006M + 6.000%), 07/30/26 | 502,150 | 0.2 | |||||||
505,551 | LMBE-MC Holdco II LLC Term Loan B, 6.020%, (US0003M + 4.000%), 11/14/25 | 503,023 | 0.2 | |||||||
1,300,146 | Longview Power LLC Term Loan B, 7.930%, (US0003M + 6.000%), 04/13/21 | 732,415 | 0.3 | |||||||
799,724 | Nautilus Power, LLC Term Loan B, 5.952%, (US0001M + 4.250%), 05/16/24 | 782,396 | 0.3 | |||||||
313,425 | Sabre Industries, Inc. 2019 Term Loan B, 5.972%, (US0001M + 4.250%), 04/15/26 | 314,796 | 0.1 | |||||||
814,075 | Southeast PowerGen, LLC Term Loan B, 5.210%, (US0001M + 3.500%), 12/02/21 | 753,019 | 0.3 | |||||||
5,661,998 | 2.2 | |||||||||
Total Senior Loans | ||||||||||
(Cost $385,917,970) | 366,594,315 | 140.2 |
Shares | Value | Percentage of Net Assets | ||||||||
EQUITIES AND OTHER ASSETS: 0.3% | ||||||||||
23,578 (3) | Cumulus Media, Inc. Class-A | 408,843 | 0.2 | |||||||
42,798 (3) | Everyware Global, Inc. | 1,284 | 0.0 | |||||||
4,398 (3) | Harvey Gulf International Marine LLC | 30,786 | 0.0 | |||||||
19,651 (3) | Harvey Gulf International Marine LLC - Warrants | 137,557 | 0.1 | |||||||
156,376 (3) | Longview Power LLC | 22,205 | 0.0 | |||||||
57,894 (3) | Millennium Health, LLC | 347 | 0.0 | |||||||
–,(4) | Millennium Health, LLC- Corporate Claims Trust | – | 0.0 | |||||||
111 (3) | Southcross Holdings GP LLC | – | 0.0 | |||||||
111 (3) | Southcross Holdings LP- Class A | 41,292 | 0.0 | |||||||
Total Equities and Other Assets | ||||||||||
(Cost $3,943,870) | 642,314 | 0.3 | ||||||||
Total Investments (Cost $389,861,840) | $ | 367,236,629 | 140.5 | |||||||
Liabilities in Excess of Other Assets | (105,838,660 | ) | (40.5 | ) | ||||||
Net Assets | $ | 261,397,969 | 100.0 |
* | Senior loans, while exempt from registration under the Securities Act of 1933, as amended, contain certain restrictions on resale and cannot be sold publicly. These senior 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. |
(2) | Senior Loan is on non-accrual status at November 30, 2019. |
(3) | Non-income producing security. |
(4) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
Reference Rate Abbreviations:
EUR001M | 1-month EURIBOR |
EUR002M | 2-month EURIBOR |
EUR003M | 3-month EURIBOR |
PRIME | Federal Reserve Bank Prime Loan Rate |
US0001M | 1-month LIBOR |
US0001W | 1-week LIBOR |
US0002M | 2-month LIBOR |
US0003M | 3-month LIBOR |
US0006M | 6-month LIBOR |
Voya Senior Income Fund | PORTFOLIO OF INVESTMENTS |
as of November 30, 2019 (Unaudited) (Continued) |
Fair Value Measurements
The following is a summary of the fair valuations according to the inputs used as of November 30, 2019 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 November 30, 2019 | |||||||||||||
Asset Table | ||||||||||||||||
Investments, at fair value | ||||||||||||||||
Senior Loans | $ | – | $ | 366,594,315 | $ | – | $ | 366,594,315 | ||||||||
Equities and Other Assets | 408,843 | 233,471 | – | 642,314 | ||||||||||||
Total Investments, at fair value | $ | 408,843 | $ | 366,827,786 | $ | – | $ | 367,236,629 | ||||||||
Other Financial Instruments+ | ||||||||||||||||
Forward Foreign Currency Contracts | – | 135,802 | – | 135,802 | ||||||||||||
Total Assets | $ | 408,843 | $ | 366,963,588 | $ | – | $ | 367,372,431 |
+ | Other Financial Instruments are derivatives not reflected in the Portfolio of Investments and include open forward foreign currency contracts which are fair valued at the unrealized gain (loss) on the instrument. |
At November 30, 2019, the following forward foreign currency contracts were outstanding for Voya Senior Income Fund:
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||
USD 22,537,623 | EUR 20,320,000 | State Street Bank & Trust Co. | 12/12/19 | $ | 135,802 | |||||
$ | 135,802 |
Currency Abbreviations | ||
EUR | - | EU Euro |
USD | - | United States Dollar |
At November 30, 2019, the aggregate cost of securities and other investments and the composition of unrealized appreciation and depreciation of securities and other investments at period end were:
Cost for federal income tax purposes was $390,132,926.
Net unrealized depreciation consisted of:
Gross Unrealized Appreciation | $ | 820,676 | ||
Gross Unrealized Depreciation | (23,505,885 | ) | ||
Net Unrealized Depreciation | $ | (22,685,209 | ) |