NPORT-EX 2 NPORT_11203940633122306.htm

 

Voya Prime Rate Trust PORTFOLIO OF INVESTMENTS
as of May 31, 2020 (Unaudited)

 

Principal
Amount†
  Borrower/Tranche
Description
  Fair Value Percentage
of Net
Assets
SENIOR LOANS*: 137.4%  
    Aerospace & Defense: 3.1%
 1,055,000   AI Convoy (Luxembourg) S.A.R.L USD Term Loan B, 4.650%, (US0006M + 3.500%), 01/17/27 $   1,010,162   0.2 
 1,295,000   Amentum Government Services Holdings LLC Term Loan B, 4.174%, (US0001M + 4.000%), 02/01/27 1,262,625   0.2 
 6,311,455   American Airlines, Inc. 2018 Term Loan B, 1.924%, (US0001M + 1.750%), 06/27/25 4,183,308   0.6 
 430,000   Delta Air Lines, Inc. 2020 Term Loan B, 5.750%, (US0003M + 4.750%), 04/29/23 425,109   0.1 
 2,650,000   KBR, Inc. 2020 Term Loan B, 2.924%, (US0001M + 2.750%), 02/05/27 2,610,250   0.4 
 4,559,791   Maxar Technologies Ltd. Term Loan B, 2.930%, (US0001M + 2.750%), 10/04/24 4,383,099   0.6 
 2,909,375   Science Applications International Corporation 2020 Incremental Term Loan B, 2.424%, (US0001M + 2.250%), 03/12/27 2,846,337   0.4 
 4,393,167   TransDigm, Inc. 2020 Term Loan E, 2.424%, (US0001M + 2.250%), 05/30/25 4,039,882   0.6 
      20,760,772   3.1 
         
    Auto Components: 0.6%
 4,062,685   Broadstreet Partners, Inc. 2020 Term Loan B, 3.424%, (US0001M + 3.250%), 01/27/27 3,910,334   0.6 
         
    Automotive: 4.8%
 3,594,435   American Axle and Manufacturing, Inc. Term Loan B, 3.000%, (US0001M + 2.250%), 04/06/24 3,462,638   0.5 
 1,083,188   Autokiniton US Holdings, Inc. Term Loan, 5.924%, (US0001M + 5.750%), 05/22/25 923,418   0.1 
 784,853   Belron Finance US LLC 2018 Term Loan B, 2.934%, (US0003M + 2.500%), 11/13/25 763,270   0.1 
 272,045   Belron Finance US LLC 2019 USD Term Loan B, 3.260%, (US0003M + 2.500%), 10/30/26 265,244   0.0 
 5,130,875   Belron Finance US LLC USD Term Loan B, 2.974%, (US0003M + 2.500%), 11/07/24 5,002,603   0.7 
 1,300,988   Bright Bidco B.V. 2018 Term Loan B, 4.573%, (US0003M + 3.500%), 06/30/24   419,790   0.1 
 588,525   Dealer Tire, LLC 2020 Term Loan B, 4.424%, (US0001M + 4.250%), 12/12/25 549,535   0.1 
EUR  1,164,150   Gates Global LLC 2017 EUR Repriced Term Loan B, 3.000%, (EUR003M + 3.000%), 04/01/24 1,233,575   0.2 
 5,148,997   Gates Global LLC 2017 USD Repriced Term Loan B, 3.750%, (US0001M + 2.750%), 04/01/24 4,946,899   0.7 
 1,259,063   Holley Purchaser, Inc. Term Loan B, 5.760%, (US0003M + 5.000%), 10/24/25 1,004,102   0.2 
 610,000   Innovative Xcessories & Services LLC 2020 Term Loan B, 6.298%, (US0003M + 5.000%), 03/05/27 555,100   0.1 
 5,472,195   KAR Auction Services, Inc. 2019 Term Loan B6, 2.438%, (US0001M + 2.250%), 09/19/26 5,273,828   0.8 
 5,452,600   Panther BF Aggregator 2 LP USD Term Loan B, 3.674%, (US0001M + 3.500%), 04/30/26 5,195,875   0.8 
 2,797   Truck Hero, Inc. 1st Lien Term Loan, 3.924%, (US0001M + 3.750%), 04/22/24 2,464   0.0 
 2,995,000   Wand NewCo 3, Inc. 2020 Term Loan, 4.072%, (US0006M + 3.000%), 02/05/26 2,878,944   0.4 
      32,477,285   4.8 
         
    Basic Materials: 0.2%
 1,215,546   HB Fuller - TL B 1L, 2.171%, (US0001M + 2.000%), 10/20/24 1,185,347   0.2 
         
    Beverage & Tobacco: 0.5%
 3,352,884   Sunshine Investments B.V. USD Term Loan B3, 3.674%, (US0003M + 3.250%), 03/28/25 3,269,061   0.5 
         
    Brokers, Dealers & Investment Houses: 0.9%
 5,964,685   Brookfield Property REIT Inc. 1st Lien Term Loan B, 2.674%, (US0001M + 2.500%), 08/27/25 4,572,927   0.7 
 1,930,563   Forest City Enterprises, L.P. 2019 Term Loan B, 3.674%, (US0001M + 3.500%), 12/08/25 1,822,370   0.2 
      6,395,297   0.9 

 

 

 

 

Voya Prime Rate Trust PORTFOLIO OF INVESTMENTS
as of May 31, 2020 (Unaudited) (Continued)

 

         
Principal
Amount†
  Borrower/Tranche
Description
(continued)
  Fair Value Percentage
of Net
Assets
SENIOR LOANS*: (continued)  
    Building & Development: 3.9%
 1,278,791   Advanced Drainage Systems Inc Term Loan B, 2.625%, (US0001M + 2.250%), 07/31/26 $   1,254,814   0.2 
 4,293,200   Core & Main LP 2017 Term Loan B, 3.978%, (US0006M + 2.750%), 08/01/24 4,142,938   0.6 
 4,282,141   GYP Holdings III Corp. 2018 Term Loan B, 2.924%, (US0001M + 2.750%), 06/01/25 4,110,855   0.6 
 1,862,438   Henry Company LLC Term Loan B, 5.000%, (US0001M + 4.000%), 10/05/23 1,792,596   0.3 
 1,605,035   Interior Logic Group Holdings IV LLC 2018 Term Loan B, 4.174%, (US0001M + 4.000%), 05/30/25 1,448,544   0.2 
EUR  1,000,000   LSF10 Edilians Investments S.a r.l. EUR Term Loan B2, 4.250%, (EUR003M + 4.250%), 10/10/25 1,011,996   0.1 
EUR  1,599,655   LSF10 XL Bidco S.C.A. EUR Term Loan B3, 4.000%, (EUR003M + 4.000%), 10/12/26 1,580,371   0.2 
 2,694,031   MX Holdings US, Inc. Term Loan B1B, 3.500%, (US0001M + 2.750%), 07/31/25 2,653,620   0.4 
 4,299,285   Quikrete Holdings Inc Term Loan, 2.674%, (US0001M + 2.500%), 02/01/27 4,104,742   0.6 
 1,990,833   Werner FinCo LP 2017 Term Loan, 5.000%, (US0001M + 4.000%), 07/24/24 1,881,337   0.3 
 2,470,000   Zekelman Industries, Inc. 2020 Term Loan, 2.423%, (US0001M + 2.250%), 01/24/27 2,402,075   0.4 
      26,383,888   3.9 
         
    Business Equipment & Services: 12.4%
 1,378,756   24-7 Intouch Inc 2018 Term Loan, 4.924%, (US0001M + 4.750%), 08/25/25 1,275,349   0.2 
 6,508,749   AlixPartners, LLP 2017 Term Loan B, 3.500%, (US0001M + 2.500%), 04/04/24 6,341,962   0.9 
 1,857,375   Ascend Learning, LLC 2017 Term Loan B, 4.000%, (US0001M + 3.000%), 07/12/24 1,783,080   0.3 
 1,252,212   Big Ass Fans, LLC 2018 Term Loan, 5.200%, (US0003M + 3.750%), 05/21/24 1,033,075   0.2 
 2,415,000   Castle US Holding Corporation USD Term Loan B, 5.200%, (US0001M + 3.750%), 01/29/27   2,248,969   0.3 
 1,265,539   Convergint Technologies LLC 2018 1st Lien Term Loan, 3.750%, (US0001M + 3.000%), 02/03/25 1,191,188   0.2 
 4,137,167   EIG Investors Corp. 2018 1st Lien Term Loan, 4.750%, (US0003M + 3.750%), 02/09/23 4,047,527   0.6 
 2,144,191   Ellie Mae, Inc. Term Loan, 5.200%, (US0003M + 3.750%), 04/17/26 2,063,784   0.3 
 2,612,392   EVO Payments International LLC 2018 1st Lien Term Loan, 3.420%, (US0001M + 3.250%), 12/22/23 2,522,591   0.4 
 473,460   Flexential Intermediate Corporation 2nd Lien Term Loan, 8.713%, (US0003M + 7.250%), 08/01/25 213,057   0.0 
 2,262,388   GreenSky Holdings, LLC 2018 Term Loan B, 3.438%, (US0001M + 3.250%), 03/31/25 2,171,893   0.3 
EUR  1,249,635   ION Trading Technologies S.a.r.l. EUR Incremental Term Loan B, 4.250%, (EUR003M + 3.250%), 11/21/24 1,309,997   0.2 
 1,011,842   ION Trading Technologies S.a.r.l. USD Incremental Term Loan B, 5.072%, (US0003M + 4.000%), 11/21/24 962,093   0.2 
 1,976,440   IQOR US Inc. 2nd Lien Term Loan, 9.094%, (US0003M + 8.750%), 04/01/22 372,229   0.1 
 2,954,042   IQOR US Inc. Term Loan B, 5.344%, (US0003M + 5.000%), 04/01/21 1,587,798   0.2 
 1,896,675   KUEHG Corp. 2018 Incremental Term Loan, 5.200%, (US0003M + 3.750%), 02/21/25 1,639,833   0.2 
 1,250,000   Learning Care Group, Inc. 2018 2nd Lien Term Loan, 8.500%, (US0003M + 7.500%), 03/13/26 781,250   0.1 
 1,050,000   Misys (Finastra) USD 2nd Lien Term Loan, 8.250%, (US0006M + 7.250%), 06/13/25 930,300   0.1 
 1,032,680   NeuStar, Inc. 2018 Term Loan B4, 4.573%, (US0003M + 3.500%), 08/08/24 900,368   0.1 
 2,500,000   Nielsen Finance LLC USD Term Loan B4, 2.222%, (US0001M + 2.000%), 10/04/23 2,442,500   0.4 

 

 

 

 

Voya Prime Rate Trust PORTFOLIO OF INVESTMENTS
as of May 31, 2020 (Unaudited) (Continued)

 

Principal
Amount†
  Borrower/Tranche
Description
(continued)
  Fair Value Percentage
of Net
Assets
SENIOR LOANS*: (continued)  
    Business Equipment & Services: (continued)
 2,483,689   PI US MergerCo, Inc. USD 2017 1st Lien Term Loan, 4.700%, (US0003M + 3.250%), 01/03/25 $   2,322,249   0.4 
 4,201,642   Pre-Paid Legal Services, Inc. 2018 1st Lien Term Loan, 3.424%, (US0001M + 3.250%), 05/01/25 4,023,072   0.6 
 1,475,000   Presidio, Inc. 2020 Term Loan B, 4.270%, (US0003M + 3.500%), 01/22/27 1,441,812   0.2 
 6,251,052   Red Ventures, LLC 2020 Term Loan B, 2.674%, (US0001M + 2.500%), 11/08/24 5,979,519   0.9 
 250,000   Renaissance Holding Corp. 2018 2nd Lien Term Loan, 7.760%, (US0003M + 7.000%), 05/29/26 233,750   0.0 
 1,395,150   Renaissance Learning, Inc. 2018 Add On Term Loan, 4.010%, (US0003M + 3.250%), 05/30/25 1,326,555   0.2 
 1,676,413   Research Now Group, Inc. 2017 1st Lien Term Loan, 6.500%, (US0003M + 5.500%), 12/20/24 1,550,682   0.2 
 845,000   Rockwood Service Corporation 2020 Term Loan, 5.700%, (US0003M + 4.250%), 01/23/27 789,547   0.1 
 4,409,566   Solera Holdings, Inc. USD Term Loan B, 2.924%, (US0001M + 2.750%), 03/03/23 4,252,475   0.6 
 4,665,431   Staples, Inc. 7 Year Term Loan, 5.687%, (US0003M + 5.000%), 04/16/26 4,175,561   0.6 
 520,000   STG-Fairway Holdings, LLC Term Loan B, 4.572%, (US0003M + 3.500%), 01/31/27 477,100   0.1 
 1,415,773   SurveyMonkey Inc. 2018 Term Loan B, 3.850%, (US0001W + 3.750%), 10/10/25 1,380,379   0.2 
EUR  875,000   Techem Verwaltungsgesellschaft 675 mbH EUR Term Loan B4, 2.875%, (EUR002M + 2.875%), 07/15/25 949,137   0.1 
 4,412,132   Verifone Systems, Inc. 2018 1st Lien Term Loan, 4.377%, (US0003M + 4.000%), 08/20/25 3,636,333   0.5 
EUR  2,255,000   Verisure Holding AB EUR Term Loan B1E, 3.000%, (EUR006M + 3.000%), 10/20/22 2,436,412   0.4 
 2,982,042   Verra Mobility Corporation 2020 Term Loan B, 3.424%, (US0001M + 3.250%), 02/28/25 2,862,760   0.4 
 3,245,528   Verscend Holding Corp. 2018 Term Loan B, 4.674%, (US0001M + 4.500%), 08/27/25   3,142,077   0.5 
 2,575,000   VS Buyer, LLC Term Loan B, 3.420%, (US0001M + 3.250%), 02/28/27 2,517,062   0.4 
 1,027,063   West Corporation 2017 Term Loan, 5.450%, (US0003M + 4.000%), 10/10/24 840,137   0.1 
 1,832,363   West Corporation 2018 Term Loan B1, 4.950%, (US0003M + 3.500%), 10/10/24 1,482,687   0.2 
 2,218,250   Yak Access, LLC 2018 1st Lien Term Loan B, 6.450%, (US0003M + 5.000%), 07/11/25 1,863,330   0.3 
 525,000   Yak Access, LLC 2018 2nd Lien Term Loan B, 11.204%, (US0003M + 10.000%), 07/10/26 349,125   0.1 
      83,850,604   12.4 
         
    Cable & Satellite Television: 4.3%
 7,692,308   Charter Communications Operating, LLC 2019 Term Loan B2, 1.930%, (US0001M + 1.750%), 02/01/27 7,537,585   1.1 
 6,674,167   CSC Holdings, LLC 2019 Term Loan B5, 2.684%, (US0001M + 2.500%), 04/15/27 6,468,382   1.0 
 4,110,188   Radiate Holdco, LLC 1st Lien Term Loan, 3.750%, (US0001M + 3.000%), 02/01/24 4,008,974   0.6 
 3,867,825   Telesat Canada Term Loan B5, 2.930%, (US0001M + 2.750%), 12/07/26 3,745,343   0.5 
 1,930,000   UPC Broadband Holding B.V. 2020 USD Term Loan B, 2.434%, (US0001M + 2.250%), 04/30/28 1,864,862   0.3 
 3,124,231   Virgin Media Bristol LLC USD Term Loan N, 2.684%, (US0001M + 2.500%), 01/31/28 3,030,938   0.4 
 2,829,993   WideOpenWest Finance LLC 2017 Term Loan B, 4.250%, (US0001M + 3.250%), 08/18/23 2,736,691   0.4 
      29,392,775   4.3 
         
    Chemicals & Plastics: 4.0%
 2,315,214   Alpha 3 B.V. 2017 Term Loan B1, 4.450%, (US0003M + 3.000%), 01/31/24 2,238,522   0.3 

 

 

 

 

Voya Prime Rate Trust PORTFOLIO OF INVESTMENTS
as of May 31, 2020 (Unaudited) (Continued)

 

Principal
Amount†
  Borrower/Tranche
Description
(continued)
  Fair Value Percentage
of Net
Assets
SENIOR LOANS*: (continued)  
    Chemicals & Plastics: (continued)
 865,650   Ascend Performance Materials Operations LLC 2019 Term Loan B, 6.700%, (US0003M + 5.250%), 08/27/26 $   827,778   0.1 
 3,961,989   Axalta Coating Systems US Holdings Inc. USD Term Loan B3, 3.200%, (US0003M + 1.750%), 06/01/24 3,873,906   0.6 
 2,063,250   Composite Resins Holding B.V. 2018 Term Loan B, 5.475%, (US0006M + 4.250%), 08/01/25 2,006,510   0.3 
EUR  977,500   Diamond (BC) B.V. EUR Term Loan, 3.250%, (EUR003M + 3.250%), 09/06/24 1,009,119   0.2 
 1,316,253   Diamond (BC) B.V. USD Term Loan, 3.759%, (US0003M + 3.000%), 09/06/24 1,227,955   0.2 
 2,377,752   Encapsys, LLC 2020 Term Loan B2, 4.250%, (US0001M + 3.250%), 11/07/24 2,281,156   0.3 
 1,663,938   Polar US Borrower, LLC 2018 1st Lien Term Loan, 4.996%, (US0001M + 4.750%), 10/15/25 1,572,421   0.2 
EUR  1,000,000   Specialty Chemicals Holding BV EUR Term Loan B, 4.500%, (EUR006M + 4.500%), 03/15/27 1,060,098   0.2 
 4,822,457   Starfruit Finco B.V 2018 USD Term Loan B, 3.222%, (US0001M + 3.000%), 10/01/25 4,620,517   0.7 
 3,105,879   Tronox Finance LLC Term Loan B, 3.452%, (US0001M + 2.750%), 09/23/24 2,988,632   0.4 
 3,000,000   Univar Inc. 2017 USD Term Loan B, 3.700%, (US0003M + 2.250%), 07/01/24 2,928,000   0.4 
 563,588   Univar Inc. 2019 USD Term Loan B5, 3.450%, (US0003M + 2.000%), 07/01/26 542,511   0.1 
      27,177,125   4.0 
         
    Clothing/Textiles: 0.2%
 1,723,990   Varsity Brands, Inc. 2017 Term Loan B, 4.500%, (US0001M + 3.500%), 12/15/24 1,398,156   0.2 
         
    Consumer, Cyclical: 0.1%
 2,099,938   24 Hour Fitness Worldwide, Inc. 2018 Term Loan B, 4.950%, (US0003M + 3.500%), 05/30/25 685,981   0.1 
         
    Containers & Glass Products: 5.6%
 1,445,500   Albea Beauty Holdings S.A 2018 USD Term Loan B2, 4.000%, (US0001M + 3.000%), 04/22/24 1,300,950   0.2 
 6,077,640   Berry Global, Inc. 2019 Term Loan Y, 2.222%, (US0001M + 2.000%), 07/01/26 5,955,455   0.9 
 3,570,010   Bway Holding Company 2017 Term Loan B, 4.561%, (US0003M + 3.250%), 04/03/24 3,291,549   0.5 
 3,842,581   Charter NEX US, Inc. Incremental Term Loan, 3.424%, (US0001M + 3.250%), 05/16/24 3,741,713   0.5 
 2,409,485   Flex Acquisition Company, Inc. 1st Lien Term Loan, 4.433%, (US0003M + 3.000%), 12/29/23 2,326,659   0.3 
 5,538,438   Flex Acquisition Company, Inc. 2018 Incremental Term Loan, 4.683%, (US0003M + 3.250%), 06/29/25 5,226,209   0.8 
 1,765,000   Plastipak Packaging, Inc. 2018 Term Loan B, 2.680%, (US0001M + 2.500%), 10/14/24 1,716,462   0.2 
 460,000   Proampac AC Borrower LLC Second Lien Term Loan, 9.500%, (US0003M + 8.500%), 11/18/24 396,750   0.1 
 4,210,000   Reynolds Consumer Products LLC Term Loan, 1.924%, (US0001M + 1.750%), 02/04/27 4,138,080   0.6 
 6,448,949   Reynolds Group Holdings Inc. USD 2017 Term Loan, 2.924%, (US0001M + 2.750%), 02/05/23 6,263,542   0.9 
 2,761,778   Ring Container Technologies Group, LLC 1st Lien Term Loan, 2.924%, (US0001M + 2.750%), 10/31/24 2,658,212   0.4 
 1,180,620   TricorBraun Hldgs Inc First Lien Term Loan, 5.200%, (US0003M + 3.750%), 11/30/23 1,114,210   0.2 
      38,129,791   5.6 
         
    Cosmetics/Toiletries: 0.4%
 2,383,700   Anastasia Parent, LLC 2018 Term Loan B, 5.200%, (US0003M + 3.750%), 08/11/25 834,047   0.1 
 2,436,470   Wellness Merger Sub, Inc. 1st Lien Term Loan, 5.863%, (US0003M + 4.250%), 06/30/24 2,243,075   0.3 
      3,077,122   0.4 

 

 

 

 

Voya Prime Rate Trust PORTFOLIO OF INVESTMENTS
as of May 31, 2020 (Unaudited) (Continued)

 

Principal Amount†   Borrower/Tranche
Description
(continued)
  Fair Value Percentage
of Net
Assets
SENIOR LOANS*: (continued)  
    Drugs: 0.5%
 1,897,603   Endo Luxembourg Finance Company I S.a r.l. 2017 Term Loan B, 5.000%, (US0001M + 4.250%), 04/29/24 $   1,784,932   0.3 
 1,639,859   Horizon Therapeutics USA Inc Term Loan B, 2.563%, (US0001M + 2.250%), 05/22/26 1,607,062   0.2 
      3,391,994   0.5 
         
    Ecological Services & Equipment: 1.3%
 5,668,483   ADS Waste Holdings Inc. Term Loan, 3.000%, (US0001W + 2.250%), 11/10/23 5,630,930   0.9 
 2,936,684   GFL Environmental Inc. 2018 USD Term Loan B, 4.000%, (US0003M + 3.000%), 05/30/25 2,904,694   0.4 
      8,535,624   1.3 
         
    Electronics/Electrical: 21.5%
 2,144,283   ASG Technologies Group, Inc. 2018 Term Loan, 4.500%, (US0001M + 3.500%), 07/31/24 1,886,969   0.3 
 1,138,847   Barracuda Networks, Inc. 1st Lien Term Loan, 4.517%, (US0003M + 3.250%), 02/12/25 1,113,223   0.2 
 3,806,651   BMC Software Finance, Inc. 2018 USD Term Loan B, 4.424%, (US0001M + 4.250%), 10/02/25 3,602,725   0.5 
 635,301   Brave Parent Holdings, Inc. 1st Lien Term Loan, 4.174%, (US0001M + 4.000%), 04/18/25 609,095   0.1 
 1,802,550   Cohu, Inc. 2018 Term Loan B, 3.174%, (US0001M + 3.000%), 10/01/25 1,550,193   0.2 
 1,108,189   Compuware Corporation 2018 Term Loan B, 6.250%, (PRIME + 4.000%), 08/22/25 1,105,418   0.2 
 1,700,000   Cornerstone OnDemand, Inc. Term Loan B, 5.348%, (US0002M + 4.250%), 04/22/27 1,680,875   0.2 
 4,992,481   Dell International LLC 2019 Term Loan B, 2.750%, (US0001M + 2.000%), 09/19/25 4,913,435   0.7 
 2,988,629   Dynatrace LLC 2018 1st Lien Term Loan, 2.424%, (US0001M + 2.250%), 08/22/25 2,926,367   0.4 
 1,668,875   EagleView Technology Corporation 2018 Add On Term Loan B, 3.863%, (US0003M + 3.500%), 08/14/25 1,540,927   0.2 
 564,938   Electrical Components International, Inc. 2018 1st Lien Term Loan, 4.424%, (US0003M + 4.250%), 06/26/25 451,950   0.1 
 5,141,447   Epicor Software Corporation 1st Lien Term Loan, 3.430%, (US0001M + 3.250%), 06/01/22 5,049,328   0.7 
 1,238,250   Exact Merger Sub LLC 1st Lien Term Loan, 5.700%, (US0003M + 4.250%), 09/27/24 1,167,051   0.2 
EUR  992,500   GlobalFoundries Inc EUR Term Loan B, 5.000%, (EUR003M + 5.000%), 06/05/26 1,002,570   0.2 
 1,702,138   GlobalFoundries Inc USD Term Loan B, 6.250%, (US0003M + 4.750%), 06/05/26 1,600,009   0.2 
 5,000,000   Go Daddy Operating Company, LLC 2017 Repriced Term Loan, 3.452%, (US0001M + 1.750%), 02/15/24 4,906,695   0.7 
EUR  1,915,924   Greeneden U.S. Holdings II, LLC 2018 EUR Term Loan B, 3.500%, (EUR002M + 3.500%), 12/01/23 2,065,628   0.3 
 1,835,400   Helios Software Holdings, Inc. USD Term Loan, 5.322%, (US0006M + 4.250%), 10/24/25 1,739,042   0.3 
 5,068,815   Hyland Software, Inc. 2018 1st Lien Term Loan, 4.000%, (US0001M + 3.250%), 07/01/24 4,948,431   0.7 
 1,086,738   Imperva, Inc. 1st Lien Term Loan, 5.000%, (US0003M + 4.000%), 01/12/26 1,017,005   0.2 
 1,040,000   Imperva, Inc. 2nd Lien Term Loan, 8.750%, (US0003M + 7.750%), 01/10/27 902,200   0.1 
 4,020,000   Informatica LLC 2020 USD Term Loan B, 3.424%, (US0001M + 3.250%), 02/25/27 3,852,499   0.6 
 4,525,368   Kronos Incorporated 2017 Term Loan B, 3.330%, (US0003M + 3.000%), 11/01/23 4,459,374   0.7 
 597,380   MA FinanceCo., LLC USD Term Loan B3, 2.674%, (US0001M + 2.500%), 06/21/24 567,511   0.1 
 6,163,306   McAfee, LLC 2018 USD Term Loan B, 3.924%, (US0001M + 3.750%), 09/30/24 6,058,530   0.9 

 

 

 

 

Voya Prime Rate Trust PORTFOLIO OF INVESTMENTS
as of May 31, 2020 (Unaudited) (Continued)

 

Principal Amount†   Borrower/Tranche
Description
(continued)
  Fair Value Percentage
of Net
Assets
SENIOR LOANS*: (continued)  
    Electronics/Electrical: (continued)
 6,010,264   MH Sub I, LLC 2017 1st Lien Term Loan, 4.822%, (US0006M + 3.750%), 09/13/24 $   5,826,200   0.9 
 1,510,000   MH Sub I, LLC 2017 2nd Lien Term Loan, 8.572%, (US0006M + 7.500%), 09/15/25 1,385,425   0.2 
EUR  1,985,000   OVH Groupe SAS EUR Term Loan B, 3.250%, (EUR001M + 3.250%), 12/04/26 2,159,381   0.3 
 3,190,135   Project Boost Purchaser, LLC 2019 Term Loan B, 3.674%, (US0001M + 3.500%), 06/01/26 3,005,372   0.4 
 1,584,938   Project Leopard Holdings, Inc. 2019 Term Loan, 5.700%, (US0003M + 4.250%), 07/07/23 1,490,502   0.2 
 5,131,850   Quest Software US Holdings Inc. 2018 1st Lien Term Loan, 5.010%, (US0003M + 4.250%), 05/16/25 4,907,332   0.7 
 1,610,000   Quest Software US Holdings Inc. 2018 2nd Lien Term Loan, 9.010%, (US0003M + 8.250%), 05/18/26 1,340,325   0.2 
 6,299,746   Rackspace Hosting, Inc. 2017 Incremental 1st Lien Term Loan, 4.000%, (US0003M + 3.000%), 11/03/23 6,146,624   0.9 
 2,755,249   Riverbed Technology, Inc. 2016 Term Loan, 4.250%, (US0003M + 3.250%), 04/24/22 2,395,590   0.4 
 890,000   Rocket Software, Inc. 2018 2nd Lien Term Loan, 9.010%, (US0003M + 8.250%), 11/27/26 697,166   0.1 
 3,168,000   Rocket Software, Inc. 2018 Term Loan, 4.424%, (US0001M + 4.250%), 11/28/25 3,005,640   0.4 
 4,353,750   RP Crown Parent LLC Term Loan B, 3.750%, (US0001M + 2.750%), 10/12/23 4,266,675   0.6 
 4,034,254   Seattle Spinco, Inc. USD Term Loan B3, 2.674%, (US0001M + 2.500%), 06/21/24 3,832,541   0.6 
 1,554,093   Sirius Computer Solutions, Inc. 2020 Term Loan, 3.674%, (US0001M + 3.500%), 07/01/26 1,528,839   0.2 
 4,746,379 (1),(2) SkillSoft Corporation 1st Lien Term Loan, 5.094%, (US0003M + 4.750%), 04/28/21 2,634,734   0.4 
 5,725,638   SolarWinds Holdings, Inc. 2018 Term Loan B, 2.924%, (US0001M + 2.750%), 02/05/24   5,632,596   0.8 
 1,354,375   SonicWall US Holdings Inc. 1st Lien Term Loan, 3.877%, (US0003M + 3.500%), 05/16/25 1,234,174   0.2 
 570,000   SonicWall US Holdings Inc. 2nd Lien Term Loan, 7.877%, (US0003M + 7.500%), 05/18/26 461,700   0.1 
 3,058,144   SS&C Technologies Holdings Europe S.A.R.L. 2018 Term Loan B4, 1.924%, (US0001M + 1.750%), 04/16/25 2,972,770   0.4 
 4,366,114   SS&C Technologies Inc. 2018 Term Loan B3, 1.924%, (US0001M + 1.750%), 04/16/25 4,244,225   0.6 
 1,065,000   Surf Holdings, LLC USD Term Loan, 4.814%, (US0003M + 3.500%), 03/05/27 1,023,066   0.2 
 2,417,711   Travelport Finance (Luxembourg) S.a.r.l. 2019 Term Loan, 6.072%, (US0003M + 5.000%), 05/29/26 1,447,268   0.2 
 1,056,525   TriTech Software Systems 2018 Term Loan B, 5.200%, (US0003M + 3.750%), 08/29/25 939,427   0.1 
 3,263,057   TTM Technologies, Inc. 2017 Term Loan, 2.870%, (US0001M + 2.500%), 09/28/24 3,197,796   0.5 
 4,967,556   Ultimate Software Group Inc(The) Term Loan B, 3.924%, (US0001M + 3.750%), 05/04/26 4,830,949   0.7 
 5,132,008   Veritas Bermuda Ltd. USD Repriced Term Loan B, 5.950%, (US0003M + 4.500%), 01/27/23 4,808,050   0.7 
 4,285,750   Vertafore, Inc. 2018 1st Lien Term Loan, 3.424%, (US0001M + 3.250%), 07/02/25 4,092,891   0.6 
 1,070,000   Vertafore, Inc. 2018 2nd Lien Term Loan, 7.424%, (US0003M + 7.250%), 07/02/26 1,064,650   0.2 
 665,946   Web.com Group, Inc. 2018 2nd Lien Term Loan, 8.945%, (US0001M + 7.750%), 10/09/26 556,065   0.1 
 1,635,616   Web.com Group, Inc. 2018 Term Loan B, 4.945%, (US0003M + 3.750%), 10/10/25 1,541,568   0.2 

 

 

 

 

Voya Prime Rate Trust PORTFOLIO OF INVESTMENTS
as of May 31, 2020 (Unaudited) (Continued)

 

Principal
Amount†
  Borrower/Tranche
Description
(continued)
  Fair Value Percentage
of Net
Assets
SENIOR LOANS*: (continued)  
    Electronics/Electrical: (continued)
 2,376,000   Xperi Corporation 2018 Term Loan B1, 4.750%, (PRIME + 1.500%), 12/01/23 $   2,367,090   0.4 
      145,753,681   21.5 
         
    Financial: 0.1%
 1,058,235   Blucora, Inc. 2017 Term Loan B, 4.450%, (US0003M + 3.000%), 05/22/24 1,015,905   0.1 
         
    Financial Intermediaries: 3.7%
 3,214,062   Blackhawk Network Holdings, Inc 2018 1st Lien Term Loan, 2.924%, (US0001M + 2.750%), 06/15/25 3,014,790   0.4 
 1,042,499   Blackstone Mortgage Trust, Inc. 2019 Term Loan B, 2.424%, (US0001M + 2.250%), 04/23/26 982,555   0.2 
 2,495,906   Cushman & Wakefield U.S. Borrower, LLC 2020 Term Loan B, 2.924%, (US0001M + 2.750%), 08/21/25 2,337,416   0.3 
 1,970,000   Deerfield Dakota Holding, LLC 2020 USD Term Loan B, 4.750%, (US0001M + 3.750%), 04/09/27 1,939,629   0.3 
 4,678,200   Edelman Financial Center, LLC 2018 1st Lien Term Loan, 3.168%, (US0001M + 3.000%), 07/21/25 4,487,175   0.7 
 2,847,045   First Eagle Holdings, Inc. 2020 Term Loan B, 3.950%, (US0003M + 2.500%), 02/01/27 2,694,017   0.4 
 2,788,970   Focus Financial Partners, LLC 2020 Term Loan, 2.174%, (US0001M + 2.000%), 07/03/24 2,705,301   0.4 
 3,790,178   LPL Holdings, Inc. 2019 Term Loan B1, 1.924%, (US0001M + 1.750%), 11/12/26 3,695,423   0.5 
 715,038   VFH Parent LLC 2019 Term Loan B, 3.222%, (US0001M + 3.000%), 03/01/26 703,418   0.1 
 3,012,045   Victory Capital Holdings, Inc. 2020 Term Loan B, 3.937%, (US0003M + 2.500%), 07/01/26 2,925,449   0.4 
      25,485,173   3.7 
         
    Food Products: 2.1%
 1,293,525   8th Avenue Food & Provisions, Inc. 2018 1st Lien Term Loan, 3.684%, (US0003M + 3.500%), 10/01/25 1,268,625   0.2 
 205,000   8th Avenue Food & Provisions, Inc. 2018 2nd Lien Term Loan, 7.934%, (US0001M + 7.750%), 10/01/26 198,850   0.1 
 2,245,748   Atkins Nutritionals Holdings II, Inc. 2017 Term Loan B, 4.750%, (US0001M + 3.750%), 07/07/24 2,212,062   0.3 
 3,381,021   B&G Foods, Inc. 2019 Term Loan B4, 2.674%, (US0001M + 2.500%), 10/10/26 3,355,664   0.5 
 859,688   CHG PPC Parent LLC 2018 Term Loan B, 2.924%, (US0001M + 2.750%), 03/31/25 831,748   0.1 
EUR  745,000   Froneri International PLC 2020 EUR Term Loan, 2.625%, (EUR006M + 2.625%), 01/29/27 797,836   0.1 
 2,212,711   Froneri International PLC 2020 USD Term Loan, 2.424%, (US0001M + 2.250%), 01/29/27 2,121,436   0.3 
 3,527,863   IRB Holding Corp 2020 Term Loan B, 3.751%, (US0001M + 2.750%), 02/05/25 3,319,969   0.5 
 605,000 (1),(2) NPC International, Inc. 2nd Lien Term Loan, 7.844%, (US0003M + 7.500%), 04/18/25 16,638   0.0 
      14,122,828   2.1 
         
    Food Service: 2.5%
 3,000,000   1011778 B.C. Unlimited Liability Company Term Loan B4, 1.924%, (US0003M + 1.750%), 11/19/26 2,887,500   0.4 
 545,154   Fogo De Chao, Inc. 2018 Add On Term Loan, 5.700%, (US0003M + 4.250%), 04/07/25 342,311   0.1 
 4,459,756   Golden Nugget, Inc. 2017 Incremental Term Loan B, 3.455%, (US0002M + 2.500%), 10/04/23 3,863,264   0.6 
 2,195,888   Hearthside Food Solutions, LLC 2018 Term Loan B, 3.861%, (US0001M + 3.688%), 05/23/25 2,115,189   0.3 
 3,000,000   US Foods, Inc. 2016 Term Loan B, 1.924%, (US0001M + 1.750%), 06/27/23 2,840,157   0.4 
 2,467,600   US Foods, Inc. 2019 Term Loan B, 3.072%, (US0006M + 2.000%), 09/13/26 2,341,135   0.3 
 3,000,000   Welbilt, Inc. 2018 Term Loan B, 2.674%, (US0001M + 2.500%), 10/23/25 2,587,500   0.4 
      16,977,056   2.5 

 

 

 

 

Voya Prime Rate Trust PORTFOLIO OF INVESTMENTS
as of May 31, 2020 (Unaudited) (Continued)

 

Principal
Amount†
  Borrower/Tranche
Description
(continued)
  Fair Value Percentage
of Net
Assets
SENIOR LOANS*: (continued)  
    Food/Drug Retailers: 1.6%
EUR  1,000,000   CD&R Firefly Bidco Limited 2018 EUR Term Loan B2, 3.500%, (EUR006M + 3.500%), 06/23/25 $   1,084,150   0.2 
 3,743,852   EG Finco Limited 2018 USD Term Loan, 5.072%, (US0006M + 4.000%), 02/07/25 3,562,900   0.5 
 1,007,571   Moran Foods LLC 2020 2nd Lien Term Loan, 12.183%, (US0003M + 10.750%), 10/01/24 468,521   0.1 
 801,018   Moran Foods LLC 2020 Term Loan, 8.433%, (US0003M + 7.000%), 04/01/24 764,972   0.1 
 1,472,600   Portillos Holdings, LLC 2019 1st Lien Term Loan B3, 6.950%, (US0003M + 5.500%), 09/06/24 1,286,684   0.2 
 3,811,750   United Natural Foods, Inc. Term Loan B, 4.424%, (US0001M + 4.250%), 10/22/25 3,596,744   0.5 
      10,763,971   1.6 
         
    Forest Products: 0.2%
 1,378,075   LABL, Inc. 2019 USD Term Loan, 4.674%, (US0001M + 4.500%), 07/01/26 1,324,890   0.2 
         
    Health Care: 11.3%
 780,125   Accelerated Health Systems, LLC Term Loan B, 3.684%, (US0001M + 3.500%), 10/31/25 725,516   0.1 
 3,574,508   ADMI Corp. 2018 Term Loan B, 4.200%, (US0001M + 2.750%), 04/30/25 3,316,100   0.5 
 2,062,468   Air Methods Corporation 2017 Term Loan B, 4.950%, (US0003M + 3.500%), 04/22/24 1,657,525   0.2 
 2,818,908   ATI Holdings Acquisition, Inc. 2016 Term Loan, 4.570%, (US0006M + 3.500%), 05/10/23 2,455,974   0.4 
 4,772,298   Bausch Health Companies, Inc. 2018 Term Loan B, 3.171%, (US0001M + 3.000%), 06/02/25 4,693,555   0.7 
 4,642,251   Change Healthcare Holdings LLC 2017 Term Loan B, 3.500%, (US0001M + 2.500%), 03/01/24 4,534,485   0.7 
 1,170,000   Da Vinci Purchaser Corp. 2019 Term Loan, 5.238%, (US0006M + 4.000%), 01/08/27 1,142,944   0.2 
 3,640,288   DaVita, Inc. 2020 Term Loan B, 1.924%, (US0001M + 1.750%), 08/12/26 3,562,931   0.5 
 1,709,204   DentalCorp Perfect Smile ULC 1st Lien Term Loan, 4.750%, (US0001M + 3.750%), 06/06/25   1,546,830   0.2 
 4,611,027   Envision Healthcare Corporation 2018 1st Lien Term Loan, 3.924%, (US0001M + 3.750%), 10/10/25 3,059,130   0.4 
 4,125,868   ExamWorks Group, Inc. 2017 Term Loan, 4.323%, (US0006M + 3.250%), 07/27/23 4,034,067   0.6 
 7,586,437   Global Medical Response, Inc. 2018 Term Loan B1, 4.250%, (US0003M + 3.250%), 04/28/22 7,374,647   1.1 
 2,652,638   GoodRx, Inc. 1st Lien Term Loan, 2.924%, (US0001M + 2.750%), 10/10/25 2,590,744   0.4 
 2,482,393   Inovalon Holdings, Inc. 2020 Term Loan B1, 3.188%, (US0001M + 3.000%), 04/02/25 2,430,677   0.4 
 6,278,218   Jaguar Holding Company II 2018 Term Loan, 3.500%, (US0001M + 2.500%), 08/18/22 6,262,033   0.9 
 855,700   Medical Solutions L.L.C. 2017 Term Loan, 5.500%, (US0001M + 4.500%), 06/14/24 804,358   0.1 
 5,663,141   MPH Acquisition Holdings LLC 2016 Term Loan B, 4.200%, (US0003M + 2.750%), 06/07/23 5,456,437   0.8 
 3,299,106   Ortho-Clinical Diagnostics SA 2018 Term Loan B, 3.580%, (US0001M + 3.250%), 06/30/25 3,138,275   0.5 
 2,764,147   Phoenix Guarantor Inc 2020 Term Loan B, 3.434%, (US0001M + 3.250%), 03/05/26 2,705,409   0.4 
 3,070,485   RegionalCare Hospital Partners Holdings, Inc. 2018 Term Loan B, 3.924%, (US0001M + 3.750%), 11/17/25 2,950,619   0.4 
 2,630,000   Sotera Health Holdings, LLC 2019 Term Loan, 5.500%, (US0001M + 4.500%), 12/11/26 2,565,894   0.4 
EUR  1,000,000   Sunrise Medical 2018 EUR Term Loan B, 3.000%, (EUR003M + 3.000%), 04/16/25 1,075,084   0.2 
 345,000   Surgery Center Holdings, Inc. 2020 Term Loan B, 9.000%, (US0001M + 8.000%), 09/03/24 351,900   0.0 

 

 

 

 

Voya Prime Rate Trust PORTFOLIO OF INVESTMENTS
as of May 31, 2020 (Unaudited) (Continued)

 

Principal
Amount†
  Borrower/Tranche
Description
(continued)
  Fair Value Percentage
of Net
Assets
SENIOR LOANS*: (continued)  
    Health Care: (continued)
 1,402,893   Tecomet Inc. 2017 Repriced Term Loan, 4.675%, (US0003M + 3.500%), 05/01/24 $   1,318,720   0.2 
 4,004,662   Vizient, Inc. 2020 Term Loan B6, 2.174%, (US0001M + 2.000%), 05/06/26 3,882,853   0.6 
 2,922,922   Wink Holdco, Inc 1st Lien Term Loan B, 4.450%, (US0003M + 3.000%), 12/02/24 2,813,313   0.4 
      76,450,020   11.3 
         
    Home Furnishings: 0.4%
 2,721,325   Prime Security Services Borrower, LLC 2019 Term Loan B1, 4.250%, (US0001M + 3.250%), 09/23/26 2,657,374   0.4 
         
    Industrial: 0.5%
 3,624,801   NCI Building Systems, Inc. 2018 Term Loan, 3.948%, (US0001M + 3.750%), 04/12/25 3,459,420   0.5 
         
    Industrial Equipment: 2.7%
 2,910,213   APi Group DE, Inc. Term Loan B, 2.674%, (US0001M + 2.500%), 10/01/26 2,801,080   0.4 
 824,563   CPM Holdings, Inc. 2018 1st Lien Term Loan, 3.972%, (US0003M + 3.750%), 11/17/25 696,755   0.1 
 1,435,173   EWT Holdings III Corp. 2020 Term Loan, 3.453%, (US0001M + 2.750%), 12/20/24 1,401,087   0.2 
 4,086,749   Filtration Group Corporation 2018 1st Lien Term Loan, 3.174%, (US0001M + 3.000%), 03/29/25 3,970,530   0.6 
 5,256,353   Gardner Denver, Inc. 2020 USD Term Loan, 1.924%, (US0001M + 1.750%), 03/01/27 5,024,195   0.7 
 2,193,975   Granite Holdings US Acquisition Co. Term Loan B, 6.322%, (US0006M + 5.250%), 09/30/26 1,881,334   0.3 
 1,218,125   Kenan Advantage Group, Inc. 2015 Term Loan, 4.000%, (US0001M + 3.000%), 07/31/22 1,116,615   0.2 
 370,981   Kenan Advantage Group, Inc. CAD Term Loan B, 4.000%, (US0001M + 3.000%), 07/31/22 340,066   0.1 
 1,100,000   Star US Bidco LLC Term Loan B, 5.250%, (US0001M + 4.250%), 03/17/27 987,250   0.1 
      18,218,912   2.7 
         
    Insurance: 7.5%
 2,011,127   Achilles Acquisition LLC 2018 Term Loan, 4.188%, (US0001M + 4.000%), 10/13/25   1,920,626   0.3 
 4,529,274   Acrisure, LLC 2020 Term Loan B, 3.765%, (US0003M + 3.500%), 02/15/27 4,260,820   0.6 
 1,474,513   Alera Group Holdings, Inc. 2018 Term Loan B, 5.070%, (US0006M + 4.000%), 08/01/25 1,408,160   0.2 
 4,706,011   Alliant Holdings Intermediate, LLC 2018 Term Loan B, 2.924%, (US0001M + 2.750%), 05/09/25 4,516,091   0.7 
 114,138   Alliant Holdings Intermediate, LLC Term Loan B, 3.421%, (US0001M + 3.250%), 05/09/25 110,000   0.0 
 4,827,739   AmWINS Group, Inc. 2017 Term Loan B, 3.750%, (US0001M + 2.750%), 01/25/24 4,749,288   0.7 
 650,000   Applied Systems, Inc. 2017 2nd Lien Term Loan, 8.450%, (US0003M + 7.000%), 09/19/25 643,500   0.1 
 943,063   Aretec Group, Inc. 2018 Term Loan, 4.424%, (US0003M + 4.250%), 10/01/25 877,048   0.1 
 6,262,335   AssuredPartners, Inc. 2020 Term Loan B, 3.674%, (US0001M + 3.500%), 02/12/27 5,978,294   0.9 
 3,282,345   CCC Information Services, Inc. 2017 1st Lien Term Loan, 4.000%, (US0001M + 3.000%), 04/29/24 3,175,669   0.5 
 6,372,271   Hub International Limited 2018 Term Loan B, 4.020%, (US0003M + 3.000%), 04/25/25 6,149,241   0.9 
 5,832,588   NFP Corp. 2020 Term Loan, 3.424%, (US0001M + 3.250%), 02/15/27 5,533,668   0.8 
 7,273,138   Sedgwick Claims Management Services, Inc. 2018 Term Loan B, 3.424%, (US0001M + 3.250%), 12/31/25 6,889,029   1.0 
 5,199,425   USI, Inc. 2017 Repriced Term Loan, 3.174%, (US0001M + 3.000%), 05/16/24 5,004,446   0.7 
      51,215,880   7.5 
         
    Leisure Good/Activities/Movies: 6.1%
 770,000   Alterra Mountain Company 2020 Term Loan B, 4.844%, (US0003M + 4.500%), 08/01/26 765,188   0.1 

 

 

 

 

Voya Prime Rate Trust PORTFOLIO OF INVESTMENTS
as of May 31, 2020 (Unaudited) (Continued)

 

Principal
Amount†
  Borrower/Tranche
Description
(continued)
  Fair Value Percentage
of Net
Assets
SENIOR LOANS*: (continued)  
    Leisure Good/Activities/Movies: (continued)
 1,810,279   AMC Entertainment Holdings Inc. 2019 Term Loan B, 4.080%, (US0003M + 3.000%), 04/22/26 $   1,380,337   0.2 
 3,820,000   Bombardier Recreational Products, Inc. 2020 Incremental Term Loan B2, 6.000%, (US0003M + 5.000%), 05/24/27 3,810,450   0.6 
 1,247   Bombardier Recreational Products, Inc. 2020 Term Loan, 2.174%, (US0001M + 2.000%), 05/24/27 1,163   0.0 
 1,672,125   ClubCorp Club Operations, Inc. 2017 Incremental Term Loan, 4.200%, (US0003M + 2.750%), 09/18/24 1,484,011   0.2 
 1,135,982   Crown Finance US, Inc. 2018 USD Term Loan, 3.322%, (US0003M + 2.250%), 02/28/25 850,283   0.1 
 1,741,225   Crown Finance US, Inc. 2019 Incremental Term Loan, 3.572%, (US0006M + 2.500%), 09/30/26 1,288,507   0.2 
 3,359,677   Equinox Holdings, Inc. 2017 1st Lien Term Loan, 4.072%, (US0006M + 3.000%), 03/08/24 2,548,315   0.4 
 2,759,884   Fitness International, LLC 2018 Term Loan B, 4.322%, (US0006M + 3.250%), 04/18/25 1,611,082   0.2 
EUR     758,100   Fluidra S.A. EUR Term Loan B, 2.000%, (EUR001M + 2.000%), 07/02/25 821,543   0.1 
 1,313,049   Fluidra S.A. USD Term Loan B, 2.174%, (US0001M + 2.000%), 07/02/25 1,264,630   0.2 
 1,592,500   GVC Holdings (Gibraltar) Limited 2020 USD Term Loan B3, 3.308%, (US0006M + 2.250%), 03/29/24 1,550,697   0.2 
EUR  2,000,000   GVC Holdings PLC 2019 EUR Term Loan B, 2.500%, (EUR006M + 2.500%), 03/29/24 2,186,799   0.3 
 3,164,952   Intrawest Resorts Holdings, Inc. Term Loan B1, 2.924%, (US0001M + 2.750%), 07/31/24 2,997,805   0.4 
 3,166,855   Kingpin Intermediate Holdings LLC 2018 Term Loan B, 4.500%, (US0001M + 3.500%), 07/03/24 2,565,153   0.4 
 4,236,129   Life Time, Inc. 2017 Term Loan B, 3.113%, (US0003M + 2.750%), 06/10/22 3,784,981   0.6 
 347,614   Motion Finco Sarl Delayed Draw Term Loan B2, 4.323%, (US0006M + 3.250%), 11/04/26 321,760   0.0 
 2,644,886   Motion Finco Sarl USD Term Loan B1, 4.323%, (US0006M + 3.250%), 11/13/26   2,448,173   0.4 
 2,444,063   Playtika Holding Corp Term Loan B, 7.072%, (US0006M + 6.000%), 12/10/24 2,445,781   0.4 
EUR  1,716,133   Thor Industries, Inc. EUR Term Loan B, 4.000%, (EUR001M + 4.000%), 02/01/26 1,819,269   0.3 
 3,479,667   Thor Industries, Inc. USD Term Loan B, 4.123%, (US0001M + 3.750%), 02/01/26 3,379,627   0.5 
 1,861,537   WeddingWire, Inc. 1st Lien Term Loan, 5.950%, (US0001M + 4.500%), 12/19/25 1,731,230   0.3 
 315,000   WeddingWire, Inc. 2nd Lien Term Loan, 9.700%, (US0003M + 8.250%), 12/21/26 297,675   0.0 
      41,354,459   6.1 
         
    Lodging & Casinos: 5.4%
 1,490,000   Aristocrat Leisure Limited 2020 Incremental Term Loan B, 4.750%, (US0003M + 3.750%), 10/19/24 1,486,275   0.2 
 6,667,973   Caesars Resort Collection, LLC 2017 1st Lien Term Loan B, 2.924%, (US0001M + 2.750%), 12/23/24 6,096,435   0.9 
 4,215,020   Everi Payments Inc. Term Loan B, 3.822%, (US0003M + 2.750%), 05/09/24 3,912,942   0.6 
 4,289,559   Golden Entertainment, Inc. 2017 1st Lien Term Loan, 3.750%, (US0001M + 3.000%), 10/21/24 3,731,916   0.6 
 1,997,475   Hilton Worldwide Finance, LLC 2019 Term Loan B2, 1.918%, (US0001M + 1.750%), 06/22/26 1,909,858   0.3 
 4,698,280   PCI Gaming Authority Term Loan, 2.674%, (US0001M + 2.500%), 05/29/26 4,470,216   0.7 
 1,000,000   Penn National Gaming, Inc. 2018 1st Lien Term Loan B, 3.000%, (US0001M + 2.250%), 10/15/25 951,250   0.1 
 5,559,174   Scientific Games International, Inc. 2018 Term Loan B5, 3.477%, (US0006M + 2.750%), 08/14/24 5,007,887   0.7 
 6,322,420   Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan, 4.950%, (US0003M + 3.500%), 07/10/25 6,259,195   0.9 

 

 

 

 

Voya Prime Rate Trust PORTFOLIO OF INVESTMENTS
as of May 31, 2020 (Unaudited) (Continued)

 

Principal
Amount†
  Borrower/Tranche
Description
(continued)
  Fair Value Percentage
of Net
Assets
SENIOR LOANS*: (continued)  
    Lodging & Casinos: (continued)
 3,074,813   Station Casinos LLC 2020 Term Loan B, 2.500%, (US0001M + 2.250%), 02/08/27 $   2,905,698   0.4 
      36,731,672   5.4 
         
    Nonferrous Metals/Minerals: 0.7%
 3,874,231   Covia Holdings Corporation Term Loan, 5.387%, (US0003M + 4.000%), 06/01/25 2,398,149   0.4 
 2,806,531   U.S. Silica Company 2018 Term Loan B, 5.000%, (US0001M + 4.000%), 05/01/25 2,080,342   0.3 
      4,478,491   0.7 
         
    Oil & Gas: 0.7%
 1,395,000   Encino Acquisition Partners Holdings, LLC 2018 2nd Lien Term Loan, 7.750%, (US0003M + 6.750%), 10/29/25 903,262   0.1 
 1,373,388   Glass Mountain Pipeline Holdings, LLC Term Loan B, 5.500%, (US0003M + 4.500%), 12/23/24 596,050   0.1 
 1,869,730   HGIM Corp. 2018 Exit Term Loan, 7.713%, (US0003M + 6.000%), 07/02/23 860,076   0.1 
 1,915,525   Lower Cadence Holdings LLC Term Loan B, 4.174%, (US0001M + 4.000%), 05/22/26 1,656,929   0.2 
 767,863   Lucid Energy Group II LLC Incremental Term Loan B2, 4.000%, (US0001M + 3.000%), 02/19/25 575,897   0.1 
 439,438   Moda Ingleside Energy Center, LLC 2018 Term Loan B, 3.654%, (US0003M + 3.250%), 09/29/25 414,170   0.1 
      5,006,384   0.7 
         
    Publishing: 0.7%
 5,167,112   Meredith Corporation 2020 Term Loan B2, 3.260%, (US0003M + 2.500%), 01/31/25 5,016,403   0.7 
         
    Radio & Television: 6.2%
 3,980,000   Clear Channel Outdoor Holdings, Inc. Term Loan B, 4.260%, (US0003M + 3.500%), 08/21/26 3,717,320   0.5 
 920,375   Cumulus Media New Holdings Inc. Term Loan B, 4.822%, (US0003M + 3.750%), 03/31/26 799,576   0.1 
 3,684,006   Diamond Sports Group, LLC Term Loan, 3.420%, (US0001M + 3.250%), 08/24/26 3,198,944   0.5 
 3,620,823   Entercom Media Corp. 2019 Term Loan, 2.670%, (US0001M + 2.500%), 11/18/24 3,367,365   0.5 
 3,108,311   iHeartCommunications, Inc. 2020 Term Loan, 3.174%, (US0001M + 3.000%), 05/01/26 2,917,927   0.4 
 4,522,879   NASCAR Holdings, Inc Term Loan B, 2.918%, (US0001M + 2.750%), 10/19/26 4,426,768   0.6 
 6,834,586   Nexstar Broadcasting, Inc. 2019 Term Loan B4, 3.120%, (US0001M + 2.750%), 09/18/26 6,614,171   1.0 
 7,601,947   Sinclair Television Group Inc. Term Loan B2B, 2.690%, (US0001M + 2.500%), 09/30/26 7,430,904   1.1 
 4,659,528   Terrier Media Buyer, Inc. Term Loan B, 5.700%, (US0003M + 4.250%), 12/17/26 4,502,269   0.7 
 5,611,377   Univision Communications Inc. Term Loan C5, 3.750%, (US0001M + 2.750%), 03/15/24 5,285,917   0.8 
      42,261,161   6.2 
         
    Retailers (Except Food & Drug): 3.8%
 3,539,440   Bass Pro Group, LLC Term Loan B, 6.072%, (US0001M + 5.000%), 09/25/24 3,344,771   0.5 
 2,542,242   Belk, Inc. 2019 Term Loan B, 7.750%, (US0003M + 6.750%), 07/31/25 794,450   0.1 
 4,339,022   BJs Wholesale Club, Inc. 2017 1st Lien Term Loan, 2.441%, (US0001M + 2.250%), 02/03/24 4,275,486   0.6 
 2,992,162   Harbor Freight Tools USA, Inc. 2018 Term Loan B, 3.250%, (US0001M + 2.500%), 08/18/23 2,872,476   0.4 
 3,003,572   Jo-Ann Stores, Inc. 2016 Term Loan, 6.000%, (US0006M + 5.000%), 10/20/23 1,330,958   0.2 
 4,107,515   Leslies Poolmart, Inc. 2016 Term Loan, 3.674%, (US0001M + 3.500%), 08/16/23 3,876,894   0.6 
 4,410,363   Mens Wearhouse, Inc. (The) 2018 Term Loan, 4.335%, (US0003M + 3.250%), 04/09/25 1,168,746   0.2 
EUR  5,909,551   Peer Holding III B.V. 2018 EUR Term Loan B, 3.250%, (EUR003M + 3.250%), 03/08/25 6,271,881   0.9 

 

 

 

 

Voya Prime Rate Trust PORTFOLIO OF INVESTMENTS
as of May 31, 2020 (Unaudited) (Continued)

 

Principal
Amount†
  Borrower/Tranche
Description
(continued)
  Fair Value Percentage
of Net
Assets
SENIOR LOANS*: (continued)  
    Retailers (Except Food & Drug): (continued)
 3,060,010   Petco Animal Supplies, Inc. 2017 Term Loan B, 4.250%, (US0003M + 3.250%), 01/26/23 $   2,150,750   0.3 
      26,086,412   3.8 
         
    Surface Transport: 2.1%
 3,027,008   Navistar International Corporation 2017 1st Lien Term Loan B, 3.680%, (US0001M + 3.500%), 11/06/24 2,921,063   0.4 
 3,469,209   PODS, LLC 2018 1st Lien Term Loan, 3.750%, (US0001M + 2.750%), 12/06/24 3,409,944   0.5 
 1,822,608   Savage Enterprises LLC 2020 Term Loan B, 3.180%, (US0001M + 3.000%), 08/01/25 1,801,344   0.3 
 5,844,363   XPO Logistics, Inc. 2018 Term Loan B, 2.174%, (US0001M + 2.000%), 02/24/25 5,724,343   0.8 
 672,938   XPO Logistics, Inc. 2019 Term Loan B1, 2.682%, (US0001M + 2.500%), 02/24/25 660,110   0.1 
      14,516,804   2.1 
         
    Technology: 0.6%
 4,243,696   Misys (Finastra) - TL B 1L, 4.500%, (US0006M + 3.500%), 06/13/24 3,855,134   0.6 
         
    Telecommunications: 12.1%
 1,683,009   Altice Financing SA 2017 USD Term Loan B, 2.934%, (US0001M + 2.750%), 07/15/25 1,598,859   0.2 
 3,915,635   Altice Financing SA USD 2017 1st Lien Term Loan, 2.918%, (US0001M + 2.750%), 01/31/26 3,713,326   0.5 
 4,656,000   Altice France S.A. USD Term Loan B11, 2.924%, (US0001M + 2.750%), 07/31/25 4,423,200   0.7 
 2,965,201   Altice France S.A. USD Term Loan B12, 3.871%, (US0001M + 3.688%), 01/31/26 2,834,237   0.4 
 2,215,000   Asurion LLC 2017 2nd Lien Term Loan, 6.674%, (US0003M + 6.500%), 08/04/25 2,213,892   0.3 
 5,981,014   Asurion LLC 2018 Term Loan B6, 3.174%, (US0001M + 3.000%), 11/03/23 5,827,129   0.9 
 6,173,024   Asurion LLC 2018 Term Loan B7, 3.174%, (US0001M + 3.000%), 11/03/24 6,018,698   0.9 
 4,843,984   Avaya, Inc. 2018 Term Loan B, 4.434%, (US0001M + 4.250%), 12/15/24   4,531,145   0.7 
 7,992,671   CenturyLink, Inc. 2020 Term Loan B, 2.424%, (US0001M + 2.250%), 03/15/27 7,698,652   1.1 
 3,855,638   CommScope, Inc. 2019 Term Loan B, 3.424%, (US0001M + 3.250%), 04/06/26 3,722,618   0.6 
 2,505,000   Connect Finco Sarl Term Loan B, 5.500%, (US0001M + 4.500%), 12/11/26 2,354,700   0.3 
 1,854,894   Flexential Intermediate Corporation 2017 1st Lien Term Loan, 4.950%, (US0003M + 3.500%), 08/01/24 1,510,434   0.2 
 2,935,230   Global Tel*Link Corporation 2018 1st Lien Term Loan, 5.700%, (US0003M + 4.250%), 11/29/25 2,486,140   0.4 
 1,700,000   Global Tel*Link Corporation 2018 2nd Lien Term Loan, 9.700%, (US0003M + 8.250%), 11/29/26 1,362,125   0.2 
 4,697,826   GTT Communications, Inc. 2018 USD Term Loan B, 2.920%, (US0001M + 2.750%), 05/31/25 3,395,485   0.5 
 2,460,000   Iridium Satellite LLC Term Loan, 4.750%, (US0001M + 3.750%), 11/04/26 2,440,012   0.4 
 8,201,940   Level 3 Financing Inc. 2019 Term Loan B, 1.924%, (US0001M + 1.750%), 03/01/27 7,996,891   1.2 
 1,050,000   Northwest Fiber, LLC Term Loan B, 5.844%, (US0003M + 5.500%), 05/21/27 1,039,500   0.2 
 2,060,083   Securus Technologies Holdings, Inc. 2017 1st Lien Term Loan, 5.500%, (US0006M + 4.500%), 11/01/24 1,670,921   0.2 
 232,284 (3) Speedcast Communications, Inc. 2020 DIP New Money Term Loan, 10.000%, (US0001M + 8.000%), 01/22/21 232,284   0.0 
 232,284   Speedcast Communications, Inc. 2020 DIP Roll-Up Delayed Draw Term Loan, 5.000%, (US0003M + 1.750%), 01/22/21 232,284   0.0 
 1,277,596 (1),(2) Speedcast International Limited Term Loan B, 3.094%, (US0003M + 2.750%), 05/15/25 153,312   0.0 

 

 

 

 

Voya Prime Rate Trust PORTFOLIO OF INVESTMENTS
as of May 31, 2020 (Unaudited) (Continued)

 

Principal
Amount†
  Borrower/Tranche
Description
(continued)
  Fair Value Percentage
of Net
Assets
SENIOR LOANS*: (continued)  
    Telecommunications: (continued)
 7,575,000   T-Mobile USA, Inc. 2020 Term Loan, 3.174%, (US0001M + 3.000%), 04/01/27 $   7,585,257   1.1 
 3,188,145   Zayo Group Holdings, Inc. USD Term Loan, 3.174%, (US0001M + 3.000%), 03/09/27 3,076,117   0.5 
 3,940,000   Ziggo Financing Partnership USD Term Loan I, 2.684%, (US0001M + 2.500%), 04/30/28 3,782,948   0.6 
      81,900,166   12.1 
         
    Utilities: 2.1%
 4,887,500   Calpine Construction Finance Company, L.P. 2017 Term Loan B, 2.174%, (US0001M + 2.000%), 01/15/25 4,771,422   0.7 
 2,487,500   Calpine Corporation 2019 Term Loan B10, 2.174%, (US0001M + 2.000%), 08/12/26 2,429,044   0.4 
 1,975,980   LMBE-MC Holdco II LLC Term Loan B, 5.460%, (US0003M + 4.000%), 12/03/25 1,887,061   0.3 
 247,253 (4) Longview Power LLC 2020 Exit Term Loan, 10.344%, (US0003M + 10.000%), 05/26/25 244,780   0.0 
 1,925,479 (1),(2) Longview Power LLC Term Loan B, 6.344%, (US0003M + 6.000%), 04/13/21 288,822   0.0 
 1,737,130   Nautilus Power, LLC Term Loan B, 5.250%, (US0001M + 4.250%), 05/16/24 1,657,512   0.3 
 1,836,475   Sabre Industries, Inc. 2019 Term Loan B, 4.494%, (US0006M + 3.500%), 04/15/26 1,798,983   0.3 
 976,890   Southeast PowerGen, LLC Term Loan B, 4.500%, (US0001M + 3.500%), 12/02/21 928,045   0.1 
      14,005,669   2.1 
         
  Total Senior Loans      
  (Cost $1,003,891,353) 932,679,021   137.4 
       

 

Shares       Value Percentage
of Net
Assets
EQUITIES AND OTHER ASSETS: 0.1%
46,262 (5) Cumulus Media, Inc. Class-A 239,175   0.1 
4,398 (5) Harvey Gulf International Marine LLC 26,388   0.0 
19,651 (5) Harvey Gulf International Marine LLC - Warrants 117,906   0.0 
205,396 (5) Longview Power LLC 2,054   0.0 
56,338 (4),(5) Save-A-Lot, Inc. / Moran Foods     –   0.0 
407 (5) Southcross Holdings GP LLC   –   0.0 
407 (4),(5) Southcross Holdings LP- Class A     –   0.0 
43,777 (5) The Oneida Group (formerly EveryWare Global, Inc.) 2,189   0.0 
  Total Equities and Other Assets      
  (Cost $4,316,675) 387,712   0.1 
       
       
  Total Investments
(Cost $1,008,208,028)
$   933,066,733   137.5 
  Liabilities in Excess of Other Assets     (254,464,273) (37.5)
  Net Assets $   678,602,460   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)Issuer filed for bankruptcy and/or is in default.
(2)Senior Loan is on non-accrual status at May 31, 2020.
(3)All or a portion of this holding is subject to unfunded loan commitments.
(4)For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs.
(5)Non-income producing security.

 

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 Prime Rate Trust PORTFOLIO OF INVESTMENTS
as of May 31, 2020 (Unaudited) (Continued)

 

Fair Value Measurements
The following is a summary of the fair valuations according to the inputs used as of May 31, 2020 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
May 31, 2020
 
Asset Table                
Investments, at fair value                
Senior Loans  $                      –   $   932,434,241   $         244,780   $   932,679,021 
Equities and Other Assets  239,175   148,537      387,712 
Total Investments, at fair value  $            239,175   $   932,582,778   $         244,780   $   933,066,733 
Other Financial Instruments+                
Forward Foreign Currency Contracts     98,800      98,800 
Total Assets  $            239,175   $   932,681,578   $         244,780   $   933,165,533 
Liabilities Table                
Other Financial Instruments+                
Forward Foreign Currency Contracts  $                       –   $       (836,924)   $                    –   $       (836,924) 
Total Liabilities  $                       –   $       (836,924)   $                    –   $       (836,924) 

 

+ 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 appreciation (depreciation) on the instrument.

 

At May 31, 2020, the following forward foreign currency contracts were outstanding for Voya Prime Rate Trust:

 

Currency Purchased  Currency Sold  Counterparty  Settlement
Date
  Unrealized
Appreciation
(Depreciation)
 
USD 37,137,438  EUR 34,200,000  State Street Bank & Trust Co.  06/11/20  $       (832,991) 
EUR 2,850,000  USD   3,083,292  State Street Bank & Trust Co.  06/11/20  80,910 
EUR 1,010,000  USD   1,103,459  State Street Bank & Trust Co.  06/11/20  17,890 
USD 207,014  EUR      190,000  State Street Bank & Trust Co.  06/11/20  (3,933) 
            $       (738,124) 

 

Currency Abbreviations
EUR - EU Euro
USD - United States Dollar
 

 

At May 31, 2020, the aggregate cost of securities and other investments and the composition of unrealized appreciation and depreciation of securities and other investments on a tax basis were:  

 

  Cost for federal income tax purposes was $1,009,445,626.  
     
  Net unrealized depreciation consisted of:  
     
  Gross Unrealized Appreciation  $             703,668   
  Gross Unrealized Depreciation  (76,940,157)   
  Net Unrealized Depreciation  $     (76,236,489)