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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT OF
REGISTERED MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number: 811-08895
Voya Funds Trust (Formerly
known as, ING Funds Trust)
(Exact name of registrant as specified in charter)
7337 E. Doubletree Ranch Rd. Suite 100, Scottsdale, AZ | 85258 |
(Address of principal executive offices) | (Zip code) |
The Corporation Trust Company, 1209 Orange Street, Wilmington, DE 19801
(Name and address of agent for service)
Registrant’s telephone number, including area code: 1-800-992-0180
Date of fiscal year end: March 31
Date of reporting period: March 31, 2014
Item 1. Reports to Stockholders.
The following is a copy of the report transmitted to stockholders pursuant to Rule 30e-1 under the Act (17 CFR 270.30e-1):
n | Voya GNMA Income Fund (formerly, ING GNMA Income Fund) | |
n | Voya High Yield Bond Fund (formerly, ING High Yield Bond Fund) | |
n | Voya Intermediate Bond Fund (formerly, ING Intermediate Bond Fund) | |
n | Voya Short Term Bond Fund (formerly, ING Short Term Bond Fund) | |
n | Voya Strategic Income Fund (formerly, ING Strategic Income Fund) |
* | Patent Pending |
This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. |
INVESTMENT MANAGEMENT voyainvestments.com | VoyaTM Investment Management was formerly ING U.S. Investment Management |
President’s Letter | 1 | |||||
Market Perspective | 2 | |||||
Portfolio Managers’ Reports | 4 | |||||
Shareholder Expense Examples | 14 | |||||
Report of Independent Registered Public Accounting Firm | 16 | |||||
Statements of Assets and Liabilities | 17 | |||||
Statements of Operations | 21 | |||||
Statements of Changes in Net Assets | 23 | |||||
Financial Highlights | 26 | |||||
Notes to Financial Statements | 30 | |||||
Summary Portfolios of Investments | 47 | |||||
Tax Information | 83 | |||||
Shareholder Meeting Information | 84 | |||||
Trustee and Officer Information | 86 |
Go Paperless with E-Delivery! | |||||||||||
Sign up now for on-line prospectuses, fund reports, and proxy statements. In less than five minutes, you can help reduce paper mail and lower fund costs. | |||||||||||
Just go to www.voyainvestments.com, click on the E-Delivery icon from the home page, follow the directions and complete the quick 5 Steps to Enroll. | |||||||||||
You will be notified by e-mail when these communications become available on the internet. Documents that are not available on the internet will continue to be sent by mail. |
Executive Vice President
Voya Family of Funds
May 1, 2014
The views expressed in the President’s Letter reflect those of the President as of the date of the letter. Any such views are subject to change at any time based upon market or other conditions and the Voya mutual funds disclaim any responsibility to update such views. These views may not be relied on as investment advice and, because investment decisions for a Voya mutual fund are based on numerous factors, may not be relied on as an indication of investment intent on behalf of any Voya mutual fund. Reference to specific company securities should not be construed as recommendations or investment advice.
Index | Description | |||||
---|---|---|---|---|---|---|
Barclays GNMA Index | An unmanaged index comprised of all fixed security mortgage pools sponsored by GNMA, including GNMA Graduated Payment Mortgages. | |||||
Barclays High Yield Bond — 2% Issuer Constrained Composite Index | An unmanaged index that includes all fixed income securities having a maximum quality rating of Ba1, a minimum amount outstanding of $150 million, and at least one year to maturity. | |||||
Barclays Long Term U.S. Treasury Index | The Index includes all publicly issued, U.S. Treasury securities that have a remaining maturity of 10 or more years, are rated investment grade, and have $250 million or more of outstanding face value. | |||||
Barclays U.S. 1-3 Year Government / Credit Bond Index | A widely recognized index of publicly issued fixed rate, investment grade debt securities, including Treasuries, Agencies and credit securities with a maturity of one to three years. | |||||
Barclays U.S. Aggregate Bond Index | An unmanaged index of publicly issued investment grade U.S. Government, mortgage-backed, asset-backed and corporate debt securities. | |||||
Barclays U.S. Corporate Investment Grade Bond Index | An unmanaged index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | |||||
Barclays U.S. Universal Bond Index | The Index represents the union of the U.S. Aggregate Index, U.S. Corporate High Yield Index, Investment Grade 144A Index, Eurodollar Index, U.S. Emerging Markets Index, and the non-ERISA eligible portion of the CMBS Index. The index covers USD-denominated, taxable bonds that are rated either investment grade or high-yield. Some U.S. Universal Index constituents may be eligible for one or more of its contributing subcomponents that are not mutually exclusive. These securities are not double-counted in the index. The U.S. Universal index was created on January 1, 1999, with index history backfilled to January 1, 1990. | |||||
MSCI Europe ex UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. | |||||
MSCI Japan® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. | |||||
MSCI UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. | |||||
MSCI World IndexSM | An unmanaged index that measures the performance of over 1,400 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | |||||
S&P 500® Index | An unmanaged index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. |
VOYA GNMA INCOME FUND | PORTFOLIO MANAGERS’ REPORT |
Investment Type Allocation as of March 31, 2014 (as a percentage of net assets) | ||||||||
U.S. Government Agency Obligations | 108.2 | % | ||||||
U.S. Treasury Obligations | 0.7 | % | ||||||
Collateralized Mortgage Obligations | 0.1 | % | ||||||
Liabilities in Excess of Other Assets | (9.0 | )% | ||||||
Net Assets | 100.0 | % | ||||||
Portfolio holdings are subject to change daily. |
* | The Fund was formerly known as “ING GNMA Income Fund.” Additionally, the Sub-Adviser was formerly known as “ING Investment Management Co. LLC.” |
PORTFOLIO MANAGERS’ REPORT | VOYA GNMA INCOME FUND |
Average Annual Total Returns for the Periods Ended March 31, 2014 | ||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 Year | 5 Year | 10 Year | Since Inception of Class W December 17, 2007 | |||||||||||||||||
Including Sales Charge: | ||||||||||||||||||||
Class A(1) | –2.84 | % | 3.25 | % | 3.62 | % | — | |||||||||||||
Class B(2) | –5.93 | % | 2.63 | % | 3.35 | % | — | |||||||||||||
Class C(3) | –2.08 | % | 2.98 | % | 3.34 | % | — | |||||||||||||
Class I | –0.09 | % | 4.06 | % | 4.43 | % | — | |||||||||||||
Class W | –0.09 | % | 4.02 | % | — | 4.83 | % | |||||||||||||
Excluding Sales Charge: | ||||||||||||||||||||
Class A | –0.35 | % | 3.76 | % | 4.13 | % | — | |||||||||||||
Class B | –1.11 | % | 2.99 | % | 3.35 | % | — | |||||||||||||
Class C | –1.12 | % | 2.98 | % | 3.34 | % | — | |||||||||||||
Class I | –0.09 | % | 4.06 | % | 4.43 | % | — | |||||||||||||
Class W | –0.09 | % | 4.02 | % | — | 4.83 | % | |||||||||||||
Barclays GNMA Index | –0.18 | % | 3.91 | % | 4.70 | % | 4.85 | % |
(1) | Reflects deduction of the maximum Class A sales charge of 4.75%. Effective July 31, 2006, the maximum Class A sales charge was lowered to 2.50%. |
(2) | Reflects deduction of the Class B deferred sales charge of 5% and 2% for the 1 year and 5 year returns, respectively. |
(3) | Reflects deduction of the Class C deferred sales charge of 1% for the 1 year return. |
VOYA HIGH YIELD BOND FUND | PORTFOLIO MANAGERS’ REPORT |
Sector Diversification as of March 31, 2014 (as a percentage of net assets) | ||||||||
Consumer, Non-cyclical | 19.2 | % | ||||||
Communications | 16.7 | % | ||||||
Energy | 14.8 | % | ||||||
Consumer, Cyclical | 14.2 | % | ||||||
Industrial | 9.7 | % | ||||||
Basic Materials | 6.7 | % | ||||||
Technology | 6.4 | % | ||||||
Financial | 4.8 | % | ||||||
Utilities | 2.1 | % | ||||||
Diversified | 0.3 | % | ||||||
Other Asset-Backed Securities | 0.3 | % | ||||||
Consumer Discretionary | 0.0 | % | ||||||
Assets in Excess of Other Liabilities* | 4.8 | % | ||||||
Net Assets | 100.0 | % | ||||||
* Includes short-term investments. | ||||||||
Portfolio holdings are subject to change daily. |
Top Ten Holdings as of March 31, 2014* (as a percentage of net assets) | |||||||
HCA Holdings, Inc., 6.250%, 02/15/21 | 0.9 | % | |||||
Sirius XM Radio, Inc., 5.750%, 08/01/21 | 0.8 | % | |||||
ArcelorMittal, 6.000%, 03/01/21 | 0.6 | % | |||||
FMG Resources August 2006 Pty Ltd., 6.875%, 04/01/22 | 0.6 | % | |||||
Sprint Corp., 7.250%, 09/15/21 | 0.5 | % | |||||
Momentive Performance Materials, Inc., 8.875%, 10/15/20 | 0.5 | % | |||||
CenturyLink, Inc., 5.625%, 04/01/20 | 0.5 | % | |||||
TransDigm, Inc., 7.750%, 12/15/18 | 0.5 | % | |||||
US Coatings Acquisition, Inc. / Axalta Coating Systems Dutch Holding B BV, 7.375%, 05/01/21 | 0.5 | % | |||||
Intelsat Luxembourg SA, 7.750%, 06/01/21 | 0.5 | % | |||||
* Excludes short-term investments. | |||||||
Portfolio holdings are subject to change daily. |
* | The Fund was formerly known as “ING High Yield Bond Fund.” Additionally, the Sub-Adviser was formerly known as “ING Investment Management Co. LLC.” |
PORTFOLIO MANAGERS’ REPORT | VOYA HIGH YIELD BOND FUND |
Average Annual Total Returns for the Periods Ended March 31, 2014 | ||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 Year | 5 Year | 10 Year | Since Inception of Class I July 31, 2008 | Since Inception of Class P June 14, 2013 | Since Inception of Class R January 30, 2014 | Since Inception of Class W July 29, 2011 | ||||||||||||||||||||||||||
Including Sales Charge: | ||||||||||||||||||||||||||||||||
Class A(1) | 4.85 | % | 16.37 | % | 6.54 | % | — | — | — | — | ||||||||||||||||||||||
Class B(2) | 1.69 | % | �� | 15.82 | % | 6.24 | % | — | — | — | — | |||||||||||||||||||||
Class C(3) | 5.69 | % | 16.08 | % | 6.26 | % | — | — | — | — | ||||||||||||||||||||||
Class I | 7.89 | % | 17.46 | % | — | 10.72 | % | — | — | — | ||||||||||||||||||||||
Class P | — | — | — | — | 8.40 | % | — | — | ||||||||||||||||||||||||
Class R | — | — | — | — | — | 2.17 | % | — | ||||||||||||||||||||||||
Class W | 7.78 | % | — | — | — | — | — | 10.34 | % | |||||||||||||||||||||||
Excluding Sales Charge: | ||||||||||||||||||||||||||||||||
Class A | 7.49 | % | 16.95 | % | 7.06 | % | — | — | — | — | ||||||||||||||||||||||
Class B | 6.69 | % | 16.04 | % | 6.24 | % | — | — | — | — | ||||||||||||||||||||||
Class C | 6.69 | % | 16.08 | % | 6.26 | % | — | — | — | — | ||||||||||||||||||||||
Class I | 7.89 | % | 17.46 | % | — | 10.72 | % | — | — | |||||||||||||||||||||||
Class P | — | — | — | — | 8.40 | % | — | — | ||||||||||||||||||||||||
Class R | — | — | — | — | — | 2.17 | % | — | ||||||||||||||||||||||||
Class W | 7.78 | % | — | — | — | — | — | 10.34 | % | |||||||||||||||||||||||
Barclays High Yield Bond — 2% Issuer Constrained Composite | 7.53 | % | 18.14 | % | 8.67 | % | 11.59 | % | 7.59 | % | 2.22 | % | 9.25 | % |
(1) | Reflects deduction of the maximum Class A sales charge of 4.75%. Effective July 31, 2006, the maximum Class A sales charge was lowered to 2.50%. |
(2) | Reflects deduction of the Class B deferred sales charge of 5% and 2% for the 1 year and 5 year returns, respectively. |
(3) | Reflects deduction of the Class C deferred sales charge of 1% for the 1 year return. |
VOYA INTERMEDIATE BOND FUND | PORTFOLIO MANAGERS’ REPORT |
Investment Type Allocation as of March 31, 2014 (as a percentage of net assets) | ||||||||
Corporate Bonds/Notes | 28.5 | % | ||||||
U.S. Treasury Obligations | 22.7 | % | ||||||
U.S. Government Agency Obligations | 22.6 | % | ||||||
Collateralized Mortgage Obligations | 15.2 | % | ||||||
Asset-Backed Securities | 9.0 | % | ||||||
Foreign Government Bonds | 3.9 | % | ||||||
Liabilities in Excess of Other Assets* | (1.9 | )% | ||||||
Net Assets | 100.0 | % | ||||||
* Includes short-term investments. | ||||||||
Portfolio holdings are subject to change daily. |
Top Ten Holdings as of March 31, 2014* (as a percentage of net assets) | |||||||
United States Treasury Note, 0.750%, 03/15/17 | 8.1 | % | |||||
United States Treasury Note, 1.625%, 03/31/19 | 4.2 | % | |||||
United States Treasury Note, 0.375%, 03/31/16 | 3.8 | % | |||||
United States Treasury Bond, 3.750%, 11/15/43 | 2.9 | % | |||||
Freddie Mac, 3.500%, 08/15/41 | 2.6 | % | |||||
United States Treasury Note, 2.750%, 02/15/24 | 2.1 | % | |||||
Fannie Mae, 2.500%, 11/25/26 | 2.1 | % | |||||
United States Treasury Note/Bond, 2.250%, 03/31/21 | 1.6 | % | |||||
Fannie Mae, 3.000%, 05/01/43 | 1.2 | % | |||||
Freddie Mac, 3.000%, 05/01/43 | 0.9 | % | |||||
*Excludes short-term investments. | |||||||
Portfolio holdings are subject to change daily. |
* | The Fund was formerly known as “ING Intermediate Bond Fund.” Additionally, the Sub-Adviser was formerly known as “ING Investment Management Co. LLC.” |
PORTFOLIO MANAGERS’ REPORT | VOYA INTERMEDIATE BOND FUND |
Average Annual Total Returns for the Periods Ended March 31, 2014 | ||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 Year | 5 Year | 10 Year | Since Inception of Class O August 13, 2004 | Since Inception of Class R6 May 31, 2013 | Since Inception of Class W December 17, 2007 | |||||||||||||||||||||||
Including Sales Charge: | ||||||||||||||||||||||||||||
Class A(1) | –1.43 | % | 8.01 | % | 3.79 | % | — | — | — | |||||||||||||||||||
Class B(2) | –4.48 | % | 7.43 | % | 3.52 | % | — | — | — | |||||||||||||||||||
Class C(3) | –0.54 | % | 7.74 | % | 3.52 | % | — | — | — | |||||||||||||||||||
Class I | 1.56 | % | 8.89 | % | 4.63 | % | — | — | — | |||||||||||||||||||
Class O | 1.21 | % | 8.54 | % | — | 4.47 | % | — | — | |||||||||||||||||||
Class R | 0.96 | % | 8.29 | % | 4.07 | % | — | — | — | |||||||||||||||||||
Class R6 | — | — | — | — | 1.67 | % | — | |||||||||||||||||||||
Class W | 1.46 | % | 9.05 | % | — | — | — | 5.33 | % | |||||||||||||||||||
Excluding Sales Charge: | ||||||||||||||||||||||||||||
Class A | 1.11 | % | 8.55 | % | 4.29 | % | — | — | — | |||||||||||||||||||
Class B | 0.43 | % | 7.73 | % | 3.52 | % | — | — | — | |||||||||||||||||||
Class C | 0.44 | % | 7.74 | % | 3.52 | % | — | — | — | |||||||||||||||||||
Class I | 1.56 | % | 8.89 | % | 4.63 | % | — | — | — | |||||||||||||||||||
Class O | 1.21 | % | 8.54 | % | — | 4.47 | % | — | — | |||||||||||||||||||
Class R | 0.96 | % | 8.29 | % | 4.07 | % | — | — | — | |||||||||||||||||||
Class R6 | — | — | — | — | 1.67 | % | — | |||||||||||||||||||||
Class W | 1.46 | % | 9.05 | % | — | — | — | 5.33 | % | |||||||||||||||||||
Barclays U.S. Aggregate Bond Index | –0.10 | % | 4.80 | % | 4.46 | % | 4.66 | % | 0.70 | % | 4.84 | % |
(1) | Reflects deduction of the maximum Class A sales charge of 4.75%. Effective July 31, 2006, the maximum Class A sales charge was lowered to 2.50%. |
(2) | Reflects deduction of the Class B deferred sales charge of 5% and 2% for the 1 year and 5 year returns, respectively. |
(3) | Reflects deduction of the Class C deferred sales charge of 1% for the 1 year return. |
VOYA SHORT TERM BOND FUND | PORTFOLIO MANAGERS’ REPORT |
Investment Type Allocation as of March 31, 2014 (as a percentage of net assets) | ||||||||
Corporate Bonds/Notes | 60.0 | % | ||||||
Asset-Backed Securities | 15.1 | % | ||||||
Collateralized Mortgage Obligations | 12.8 | % | ||||||
U.S. Government Agency Obligations | 8.8 | % | ||||||
U.S. Treasury Obligations | 1.8 | % | ||||||
Foreign Government Bonds | 1.1 | % | ||||||
Assets in Excess of Other Liabilities* | 0.4 | % | ||||||
Net Assets | 100.0 | % | ||||||
* Includes short-term investments. | ||||||||
Portfolio holdings are subject to change daily. | ||||||||
Top Ten Holdings as of March 31, 2014* (as a percentage of net assets) | ||||||||
Ginnie Mae, 7.115%, 12/20/38 | 1.2 | % | ||||||
Ireland Government Bond, 5.500%, 10/18/17 | 1.1 | % | ||||||
Freddie Mac, 5.500%, 07/01/38 | 1.0 | % | ||||||
Verizon Communications, Inc., 3.000%, 04/01/16 | 0.9 | % | ||||||
United States Treasury Note, 0.375%, 03/31/16 | 0.9 | % | ||||||
Freddie Mac, 6.000%, 12/15/28 | 0.9 | % | ||||||
Freddie Mac, 5.000%, 07/15/39 | 0.8 | % | ||||||
JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP4, 5.040%, 10/15/42 | 0.8 | % | ||||||
United States Treasury Note, 0.750%, 03/15/17 | 0.7 | % | ||||||
LB-UBS Commercial Mortgage Trust 2005-C5, 5.127%, 09/15/40 | 0.7 | % | ||||||
* Excludes short-term investments. | ||||||||
Portfolio holdings are subject to change daily. |
* | The Fund was formerly known as “ING Short Term Bond Fund.” Additionally, the Sub-Adviser was formerly known as “ING Investment Management Co. LLC.” |
PORTFOLIO MANAGERS’ REPORT | VOYA SHORT TERM BOND FUND |
Average Annual Total Returns for the Period Ended March 31, 2014 | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 Year | Since Inception of Classes A, C, I, and W December 19, 2012 | Since Inception of Class R6 July 31, 2013 | ||||||||||||||
Including Sales Charge: | ||||||||||||||||
Class A(1) | –1.14 | % | –0.79 | % | — | |||||||||||
Class C(2) | –0.27 | % | 0.49 | % | — | |||||||||||
Class I | 1.74 | % | 1.52 | % | — | |||||||||||
Class R6 | — | — | 1.49 | % | ||||||||||||
Class W | 1.70 | % | 1.45 | % | — | |||||||||||
Excluding Sales Charge: | ||||||||||||||||
Class A | 1.43 | % | 1.21 | % | — | |||||||||||
Class C | 0.73 | % | 0.49 | % | — | |||||||||||
Class I | 1.74 | % | 1.52 | % | — | |||||||||||
Class R6 | — | — | 1.49 | % | ||||||||||||
Class W | 1.70 | % | 1.45 | % | — | |||||||||||
Barclays U.S. 1-3 Year Government/Credit Bond | 0.68 | % | 0.73 | % | 0.59 | % |
(1) | Reflects deduction of the maximum Class A sales charge of 2.50%. |
(2) | Reflects deduction of the Class C deferred sales charge of 1% for the 1 year return. |
VOYA STRATEGIC INCOME FUND | PORTFOLIO MANAGERS’ REPORT |
Investment Type Allocation as of March 31, 2014 (as a percentage of net assets) | ||||||||
Affiliated Investment Companies | 66.1 | % | ||||||
U.S. Treasury Obligations | 13.4 | % | ||||||
U.S. Government Agency Obligations | 9.9 | % | ||||||
Collateralized Mortgage Obligations | 6.3 | % | ||||||
Assets in Excess of Other Liabilities* | 4.3 | % | ||||||
Net Assets | 100.0 | % | ||||||
*Includes short-term investments. | ||||||||
Portfolio holdings are subject to change daily. | ||||||||
Top Ten Holdings as of March 31, 2014* (as a percentage of net assets) | |||||||
Voya Floating Rate Fund — Class P | 35.1 | % | |||||
Voya High Yield Bond Fund — Class P | 31.0 | % | |||||
United States Treasury Note, 2.750%, 02/15/24 | 8.0 | % | |||||
Freddie Mac, 6.500%, 06/15/32 | 4.9 | % | |||||
Fannie Mae, 4.500%, 10/25/41 | 3.8 | % | |||||
United States Treasury Note, 0.125%, 04/30/15 | 2.7 | % | |||||
United States Treasury Note/Bond, 2.250%, 03/31/21 | 1.6 | % | |||||
United States Treasury Bond, 3.750%, 11/15/43 | 1.1 | % | |||||
Credit Suisse First Boston Mortgage Securities Corp., 4.877%, 04/15/37 | 0.7 | % | |||||
Fannie Mae, 5.500%, 10/01/39 | 0.6 | % | |||||
* Excludes short-term investments. | |||||||
Portfolio holdings are subject to change daily. |
* | The Fund was formerly known as “ING Strategic Income Fund.” Additionally, the Sub-Adviser was formerly known as “ING Investment Management Co. LLC.” |
** | Effective December 31, 2013, Michael Mata was removed as a portfolio manager of the Fund. |
PORTFOLIO MANAGERS’ REPORT | VOYA STRATEGIC INCOME FUND |
Average Annual Total Returns for the Period Ended March 31, 2014 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
1 Year | Since Inception of Classes A, C, I, R, and W November 2, 2012 | |||||||||||
Including Sales Charge: | ||||||||||||
Class A(1) | –0.34% | 1.29% | ||||||||||
Class C(2) | 0.21% | 2.19% | ||||||||||
Class I | 2.26% | 3.29% | ||||||||||
Class R | 1.57% | 2.60% | ||||||||||
Class W | 1.72% | 2.90% | ||||||||||
Excluding Sales Charge: | ||||||||||||
Class A | 2.21% | 3.15% | ||||||||||
Class C | 1.18% | 2.19% | ||||||||||
Class I | 2.26% | 3.29% | ||||||||||
Class R | 1.57% | 2.60% | ||||||||||
Class W | 1.72% | 2.90% | ||||||||||
Barclays U.S. Universal Bond | 0.51% | 0.69% |
(1) | Reflects deduction of the maximum Class A sales charge of 2.50%. |
(2) | Reflects deduction of the Class C deferred sales charge of 1% for the 1 year return. |
Actual Fund Return | Hypothetical (5% return before expenses) | ||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value October 1, 2013 | Ending Account Value March 31, 2014 | Annualized Expense Ratio | Expenses Paid During the Period Ended March 31, 2014* | Beginning Account Value October 1, 2013 | Ending Account Value March 31, 2014 | Annualized Expense Ratio | Expenses Paid During the Period Ended March 31, 2014* | ||||||||||||||||||||||||||||
Voya GNMA Income Fund | |||||||||||||||||||||||||||||||||||
Class A | $ | 1,000.00 | $ | 1,011.40 | 0.94 | % | $ | 4.71 | $ | 1,000.00 | $ | 1,020.24 | 0.94 | % | $ | 4.73 | |||||||||||||||||||
Class B | 1,000.00 | 1,007.70 | 1.69 | 8.46 | 1,000.00 | 1,016.50 | 1.69 | 8.50 | |||||||||||||||||||||||||||
Class C | 1,000.00 | 1,007.60 | 1.69 | 8.46 | 1,000.00 | 1,016.50 | 1.69 | 8.50 | |||||||||||||||||||||||||||
Class I | 1,000.00 | 1,012.70 | 0.66 | 3.31 | 1,000.00 | 1,021.64 | 0.66 | 3.33 | |||||||||||||||||||||||||||
Class W | 1,000.00 | 1,012.70 | 0.69 | 3.46 | 1,000.00 | 1,021.49 | 0.69 | 3.48 | |||||||||||||||||||||||||||
Voya High Yield Bond Fund | |||||||||||||||||||||||||||||||||||
Class A | 1,000.00 | 1,067.90 | 1.10 | 5.67 | 1,000.00 | 1,019.45 | 1.10 | 5.54 | |||||||||||||||||||||||||||
Class B | 1,000.00 | 1,064.10 | 1.85 | 9.52 | 1,000.00 | 1,015.71 | 1.85 | 9.30 | |||||||||||||||||||||||||||
Class C | 1,000.00 | 1,064.00 | 1.85 | 9.52 | 1,000.00 | 1,015.71 | 1.85 | 9.30 | |||||||||||||||||||||||||||
Class I | 1,000.00 | 1,071.40 | 0.70 | 3.62 | 1,000.00 | 1,021.44 | 0.70 | 3.53 | |||||||||||||||||||||||||||
Class P | 1,000.00 | 1,073.30 | 0.07 | 0.36 | 1,000.00 | 1,024.58 | 0.07 | 0.35 | |||||||||||||||||||||||||||
Class R(1) | 1,000.00 | 1,021.70 | 1.33 | 6.70 | 1,000.00 | 1,018.30 | 1.33 | 6.69 | |||||||||||||||||||||||||||
Class W | 1,000.00 | 1,070.70 | 0.85 | 4.39 | 1,000.00 | 1,020.69 | 0.85 | 4.28 |
* | Expenses are equal to each Fund’s respective annualized expense ratios multiplied by the average account value over the period, multiplied by 182/365 to reflect the most recent fiscal half-year. |
(1) | Commencement of operations was January 30, 2014. Expenses paid for the actual Fund’s return reflect the 61-day period ended March 31, 2014. |
Actual Fund Return | Hypothetical (5% return before expenses) | ||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value October 1, 2013 | Ending Account Value March 31, 2014 | Annualized Expense Ratio | Expenses Paid During the Period Ended March 31, 2014* | Beginning Account Value October 1, 2013 | Ending Account Value March 31, 2014 | Annualized Expense Ratio | Expenses Paid During the Period Ended March 31, 2014* | ||||||||||||||||||||||||||||
Voya Intermediate Bond Fund | |||||||||||||||||||||||||||||||||||
Class A | $ | 1,000.00 | $ | 1,030.50 | 0.70 | % | $ | 3.54 | $ | 1,000.00 | $ | 1,021.44 | 0.70 | % | $ | 3.53 | |||||||||||||||||||
Class B | 1,000.00 | 1,027.70 | 1.45 | 7.33 | 1,000.00 | 1,017.70 | 1.45 | 7.29 | |||||||||||||||||||||||||||
Class C | 1,000.00 | 1,026.70 | 1.45 | 7.33 | 1,000.00 | 1,017.70 | 1.45 | 7.29 | |||||||||||||||||||||||||||
Class I | 1,000.00 | 1,032.70 | 0.33 | 1.67 | 1,000.00 | 1,023.29 | 0.33 | 1.66 | |||||||||||||||||||||||||||
Class O | 1,000.00 | 1,031.50 | 0.70 | 3.55 | 1,000.00 | 1,021.44 | 0.70 | 3.53 | |||||||||||||||||||||||||||
Class R | 1,000.00 | 1,030.30 | 0.95 | 4.81 | 1,000.00 | 1,020.19 | 0.95 | 4.78 | |||||||||||||||||||||||||||
Class R6 | 1,000.00 | 1,033.50 | 0.33 | 1.67 | 1,000.00 | 1,023.29 | 0.33 | 1.66 | |||||||||||||||||||||||||||
Class W | 1,000.00 | 1,031.80 | 0.45 | 2.28 | 1,000.00 | 1,022.69 | 0.45 | 2.27 | |||||||||||||||||||||||||||
Voya Short Term Bond Fund | |||||||||||||||||||||||||||||||||||
Class A | 1,000.00 | 1,011.60 | 0.80 | 4.01 | 1,000.00 | 1,020.94 | 0.80 | 4.03 | |||||||||||||||||||||||||||
Class C | 1,000.00 | 1,007.80 | 1.55 | 7.76 | 1,000.00 | 1,017.20 | 1.55 | 7.80 | |||||||||||||||||||||||||||
Class I | 1,000.00 | 1,013.00 | 0.50 | 2.51 | 1,000.00 | 1,022.44 | 0.50 | 2.52 | |||||||||||||||||||||||||||
Class R6 | 1,000.00 | 1,012.30 | 0.47 | 2.36 | 1,000.00 | 1,022.59 | 0.47 | 2.37 | |||||||||||||||||||||||||||
Class W | 1,000.00 | 1,011.70 | 0.55 | 2.76 | 1,000.00 | 1,022.19 | 0.55 | 2.77 | |||||||||||||||||||||||||||
Voya Strategic Income Fund** | |||||||||||||||||||||||||||||||||||
Class A | 1,000.00 | 1,046.80 | 0.87 | 4.44 | 1,000.00 | 1,020.59 | 0.87 | 4.38 | |||||||||||||||||||||||||||
Class C | 1,000.00 | 1,040.50 | 1.62 | 8.24 | 1,000.00 | 1,016.85 | 1.62 | 8.15 | |||||||||||||||||||||||||||
Class I | 1,000.00 | 1,045.20 | 0.48 | 2.45 | 1,000.00 | 1,022.54 | 0.48 | 2.42 | |||||||||||||||||||||||||||
Class R | 1,000.00 | 1,041.40 | 1.12 | 5.70 | 1,000.00 | 1,019.35 | 1.12 | 5.64 | |||||||||||||||||||||||||||
Class W | 1,000.00 | 1,040.70 | 0.62 | 3.15 | 1,000.00 | 1,021.84 | 0.62 | 3.13 |
* | Expenses are equal to each Fund’s respective annualized expense ratios multiplied by the average account value over the period, multiplied by 182/365 to reflect the most recent fiscal half-year. |
** | The annualized expense ratios do not include expenses of the underlying funds. |
Voya Funds Trust
May 23, 2014
Voya GNMA Income Fund | Voya High Yield Bond Fund | Voya Intermediate Bond Fund | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSETS: | ||||||||||||||
Investments in securities at fair value+* | $ | 892,564,407 | $ | 400,226,806 | $ | 1,645,509,222 | ||||||||
Short-term investments at fair value** | — | 4,072,756 | 177,675,092 | |||||||||||
Total investments at fair value | $ | 892,564,407 | $ | 404,299,562 | $ | 1,823,184,314 | ||||||||
Short-term investments at amortized cost | — | 7,099,302 | — | |||||||||||
Cash | 100,607,640 | 1,385,003 | 4,896,840 | |||||||||||
Cash collateral for futures | 2,444,619 | — | 2,019,343 | |||||||||||
Cash pledged as collateral for OTC derivatives (Note 2) | — | — | 2,210,000 | |||||||||||
Cash pledged as collateral for delayed-delivery or when-issued securities (Note 2) | — | — | 33,432 | |||||||||||
Receivables: | ||||||||||||||
Investment securities sold | 2,793,852 | 4,829,709 | 91,016,571 | |||||||||||
Investment securities sold on a delayed-delivery or when-issued basis | 66,665,416 | — | 166,243,495 | |||||||||||
Fund shares sold | 470,234 | 772,697 | 5,507,545 | |||||||||||
Dividends | — | 81 | 3,010 | |||||||||||
Interest | 3,227,513 | 7,640,075 | 10,087,165 | |||||||||||
Unrealized appreciation on forward foreign currency contracts | — | — | 243,833 | |||||||||||
Upfront payments paid on OTC swap agreements | — | — | 226,663 | |||||||||||
Unrealized appreciation on OTC swap agreements | — | — | 167,007 | |||||||||||
Prepaid expenses | 43,578 | 33,138 | 68,913 | |||||||||||
Reimbursement due from manager | — | 34,268 | — | |||||||||||
Total assets | 1,068,817,259 | 426,093,835 | 2,105,908,131 | |||||||||||
LIABILITIES: | ||||||||||||||
Income distribution payable | — | 111,824 | 204,539 | |||||||||||
Payable for investment securities purchased | — | 4,977,602 | 131,442,275 | |||||||||||
Payable for investment securities purchased on a delayed-delivery or when-issued basis | 245,919,950 | — | 331,119,608 | |||||||||||
Payable for fund shares redeemed | 2,992,633 | 406,285 | 1,131,976 | |||||||||||
Payable for foreign cash collateral for futures*** | — | — | 230,305 | |||||||||||
Payable upon receipt of securities loaned | — | — | 13,023,678 | |||||||||||
Unrealized depreciation on forward foreign currency contracts | — | — | 88,043 | |||||||||||
Upfront payments received on OTC swap agreements | — | — | 2,187,078 | |||||||||||
Unrealized depreciation on OTC swap agreements | — | — | 67,842 | |||||||||||
Cash received as collateral for delayed-delivery or when-issued securities (Note 2) | 274,000 | — | — | |||||||||||
Payable for investment management fees | 327,631 | 140,878 | 229,171 | |||||||||||
Payable for administrative fees | 69,708 | 35,439 | 134,806 | |||||||||||
Payable for distribution and shareholder service fees | 203,790 | 30,564 | 145,309 | |||||||||||
Payable to custodian due to foreign currency overdraft**** | — | — | 10,128,944 | |||||||||||
Payable for trustee fees | 4,804 | 1,653 | 6,737 | |||||||||||
Other accrued expenses and liabilities | 222,687 | 18,813 | 422,251 | |||||||||||
Total liabilities | 250,015,203 | 5,723,058 | 490,562,562 | |||||||||||
NET ASSETS | $ | 818,802,056 | $ | 420,370,777 | $ | 1,615,345,569 | ||||||||
NET ASSETS WERE COMPRISED OF: | ||||||||||||||
Paid-in capital | $ | 829,540,408 | $ | 438,830,396 | $ | 1,729,719,663 | ||||||||
Undistributed (distributions in excess of) net investment income | 1,727,020 | (115,004 | ) | 4,697,169 | ||||||||||
Accumulated net realized loss | (19,141,764 | ) | (35,624,098 | ) | (139,973,230 | ) | ||||||||
Net unrealized appreciation | 6,676,392 | 17,279,483 | 20,901,967 | |||||||||||
NET ASSETS | $ | 818,802,056 | $ | 420,370,777 | $ | 1,615,345,569 | ||||||||
_______________ | ||||||||||||||
+ Including securities loaned at value | $ | — | $ | — | $ | 12,713,353 | ||||||||
* Cost of investments in securities | $ | 886,107,658 | $ | 382,947,323 | $ | 1,624,714,740 | ||||||||
** Cost of short-term investments | $ | — | $ | 4,072,756 | $ | 177,675,092 | ||||||||
*** Cost of payable for foreign cash collateral for futures | $ | — | $ | — | $ | 230,305 | ||||||||
**** Cost of foreign currency overdraft | $ | — | $ | — | $ | 10,128,944 |
Voya GNMA Income Fund | Voya High Yield Bond Fund | Voya Intermediate Bond Fund | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Class A | |||||||||||||||
Net assets | $ | 558,519,725 | $ | 79,308,758 | $ | 535,194,140 | |||||||||
Shares authorized | unlimited | unlimited | unlimited | ||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | |||||||||
Shares outstanding | 64,802,412 | 9,339,994 | 53,979,238 | ||||||||||||
Net asset value and redemption price per share† | $ | 8.62 | $ | 8.49 | $ | 9.91 | |||||||||
Maximum offering price per share (2.50%)(1) | $ | 8.84 | $ | 8.71 | $ | 10.16 | |||||||||
Class B | |||||||||||||||
Net assets | $ | 622,062 | $ | 1,085,729 | $ | 726,637 | |||||||||
Shares authorized | unlimited | unlimited | unlimited | ||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | |||||||||
Shares outstanding | 72,585 | 128,049 | 73,390 | ||||||||||||
Net asset value and redemption price per share† | $ | 8.57 | $ | 8.48 | $ | 9.90 | |||||||||
Class C | |||||||||||||||
Net assets | $ | 95,601,939 | $ | 15,051,428 | $ | 26,603,772 | |||||||||
Shares authorized | unlimited | unlimited | unlimited | ||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | |||||||||
Shares outstanding | 11,153,357 | 1,773,311 | 2,686,549 | ||||||||||||
Net asset value and redemption price per share† | $ | 8.57 | $ | 8.49 | $ | 9.90 | |||||||||
Class I | |||||||||||||||
Net assets | $ | 130,877,841 | $ | 223,685,774 | $ | 408,114,056 | |||||||||
Shares authorized | unlimited | unlimited | unlimited | ||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | |||||||||
Shares outstanding | 15,160,277 | 26,380,880 | 41,165,052 | ||||||||||||
Net asset value and redemption price per share | $ | 8.63 | $ | 8.48 | $ | 9.91 | |||||||||
Class O | |||||||||||||||
Net assets | n/a | n/a | $ | 37,673,101 | |||||||||||
Shares authorized | n/a | n/a | unlimited | ||||||||||||
Par value | n/a | n/a | $ | 0.001 | |||||||||||
Shares outstanding | n/a | n/a | 3,797,949 | ||||||||||||
Net asset value and redemption price per share | n/a | n/a | $ | 9.92 | |||||||||||
Class P | |||||||||||||||
Net assets | n/a | $ | 81,146,010 | n/a | |||||||||||
Shares authorized | n/a | unlimited | n/a | ||||||||||||
Par value | n/a | $ | 0.001 | n/a | |||||||||||
Shares outstanding | n/a | 9,567,846 | n/a | ||||||||||||
Net asset value and redemption price per share | n/a | $ | 8.48 | n/a | |||||||||||
Class R | |||||||||||||||
Net assets | n/a | $ | 3,076 | $ | 11,138,517 | ||||||||||
Shares authorized | n/a | unlimited | unlimited | ||||||||||||
Par value | n/a | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | n/a | 362 | 1,121,841 | ||||||||||||
Net asset value and redemption price per share | n/a | $ | 8.49 | $ | 9.93 | ||||||||||
Class R6 | |||||||||||||||
Net assets | n/a | n/a | $ | 241,001,432 | |||||||||||
Shares authorized | n/a | n/a | unlimited | ||||||||||||
Par value | n/a | n/a | $ | 0.001 | |||||||||||
Shares outstanding | n/a | n/a | 24,319,890 | ||||||||||||
Net asset value and redemption price per share | n/a | n/a | $ | 9.91 | |||||||||||
Class W | |||||||||||||||
Net assets | $ | 33,180,489 | $ | 20,090,002 | $ | 354,893,914 | |||||||||
Shares authorized | unlimited | unlimited | unlimited | ||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | |||||||||
Shares outstanding | 3,840,386 | 2,364,768 | 35,835,016 | ||||||||||||
Net asset value and redemption price per share | $ | 8.64 | $ | 8.50 | $ | 9.90 | |||||||||
_______________ | |||||||||||||||
(1) Maximum offering price is computed at 100/97.50 of net asset value. On purchases of $100,000 or more, the offering price is reduced. | |||||||||||||||
† Redemption price per share may be reduced for any applicable contingent deferred sales charges. |
Voya Short Term Bond Fund | Voya Strategic Income Fund | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
ASSETS: | ||||||||||
Investments in securities at fair value+* | $ | 173,742,744 | $ | 1,662,668 | ||||||
Investments in affiliates at fair value** | — | 3,720,242 | ||||||||
Short-term investments at fair value*** | 2,744,742 | 339,000 | ||||||||
Total investments at fair value | $ | 176,487,486 | $ | 5,721,910 | ||||||
Cash | 521,891 | 58 | ||||||||
Cash collateral for futures | 296,926 | 20,000 | ||||||||
Receivables: | ||||||||||
Investment securities sold | 305,480 | 128,651 | ||||||||
Fund shares sold | 84,810 | — | ||||||||
Interest | 898,366 | 18,212 | ||||||||
Unrealized appreciation on forward foreign currency contracts | 30,452 | 9 | ||||||||
Prepaid expenses | 30,940 | 24,721 | ||||||||
Reimbursement due from manager | 7,497 | — | ||||||||
Total assets | 178,663,848 | 5,913,561 | ||||||||
LIABILITIES: | ||||||||||
Payable for investment securities purchased | 1,029,449 | 258,678 | ||||||||
Payable for investment securities purchased on a delayed-delivery or when-issued basis | 2,088,000 | — | ||||||||
Payable for fund shares redeemed | 127,063 | — | ||||||||
Payable upon receipt of securities loaned | 832,742 | — | ||||||||
Unrealized depreciation on forward foreign currency contracts | 24,557 | 3,371 | ||||||||
Payable for investment management fees | 59,286 | 6,051 | ||||||||
Payable for administrative fees | 14,857 | 472 | ||||||||
Payable for distribution and shareholder service fees | 290 | 93 | ||||||||
Payable to custodian due to foreign currency overdraft**** | 6,068 | — | ||||||||
Payable for trustee fees | 1,149 | 26 | ||||||||
Other accrued expenses and liabilities | 36,930 | 17,669 | ||||||||
Total liabilities | 4,220,391 | 286,360 | ||||||||
NET ASSETS | $ | 174,443,457 | $ | 5,627,201 | ||||||
NET ASSETS WERE COMPRISED OF: | ||||||||||
Paid-in capital | $ | 174,114,843 | $ | 5,653,709 | ||||||
Undistributed net investment income | 37,672 | 61,090 | ||||||||
Accumulated net realized loss | (319,363 | ) | (150,195 | ) | ||||||
Net unrealized appreciation | 610,305 | 62,597 | ||||||||
NET ASSETS | $ | 174,443,457 | $ | 5,627,201 | ||||||
_______________ | ||||||||||
+ Including securities loaned at value | $ | 809,709 | $ | — | ||||||
* Cost of investments in securities | $ | 173,245,088 | $ | 1,634,763 | ||||||
** Cost of investments in affiliates | $ | — | $ | 3,678,997 | ||||||
*** Cost of short-term investments | $ | 2,744,742 | $ | 339,000 | ||||||
**** Cost of foreign currency overdraft | $ | 6,071 | $ | — |
Voya Short Term Bond Fund | Voya Strategic Income Fund | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Class A | |||||||||||
Net assets | $ | 172,505 | $ | 308,744 | |||||||
Shares authorized | unlimited | unlimited | |||||||||
Par value | $ | 0.001 | $ | 0.001 | |||||||
Shares outstanding | 17,235 | 31,088 | |||||||||
Net asset value and redemption price per share† | $ | 10.01 | $ | 9.93 | |||||||
Maximum offering price per share (2.50%)(1) | $ | 10.27 | $ | 10.18 | |||||||
Class C | |||||||||||
Net assets | $ | 351,565 | $ | 48,365 | |||||||
Shares authorized | unlimited | unlimited | |||||||||
Par value | $ | 0.001 | $ | 0.001 | |||||||
Shares outstanding | 35,091 | 4,905 | |||||||||
Net asset value and redemption price per share† | $ | 10.02 | $ | 9.86 | |||||||
Class I | |||||||||||
Net assets | $ | 4,419,067 | $ | 5,263,857 | |||||||
Shares authorized | unlimited | unlimited | |||||||||
Par value | $ | 0.001 | $ | 0.001 | |||||||
Shares outstanding | 441,097 | 529,820 | |||||||||
Net asset value and redemption price per share | $ | 10.02 | $ | 9.94 | |||||||
Class R | |||||||||||
Net assets | n/a | $ | 3,111 | ||||||||
Shares authorized | n/a | unlimited | |||||||||
Par value | n/a | $ | 0.001 | ||||||||
Shares outstanding | n/a | 314 | |||||||||
Net asset value and redemption price per share | n/a | $ | 9.91 | ||||||||
Class R6 | |||||||||||
Net assets | $ | 169,497,264 | n/a | ||||||||
Shares authorized | unlimited | n/a | |||||||||
Par value | $ | 0.001 | n/a | ||||||||
Shares outstanding | 16,913,197 | n/a | |||||||||
Net asset value and redemption price per share | $ | 10.02 | n/a | ||||||||
Class W | |||||||||||
Net assets | $ | 3,056 | $ | 3,124 | |||||||
Shares authorized | unlimited | unlimited | |||||||||
Par value | $ | 0.001 | $ | 0.001 | |||||||
Shares outstanding | 305 | 316 | |||||||||
Net asset value and redemption price per share | $ | 10.02 | $ | 9.89 | |||||||
_______________ | |||||||||||
(1) Maximum offering price is computed at 100/97.50 of net asset value. On purchases of $100,000 or more, the offering price is reduced. | |||||||||||
† Redemption price per share may be reduced for any applicable contingent deferred sales charges. |
Voya GNMA Income Fund | Voya High Yield Bond Fund | Voya Intermediate Bond Fund | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
INVESTMENT INCOME: | ||||||||||||||
Dividends | $ | 310 | $ | 5,822 | $ | 381,660 | ||||||||
Interest, net of foreign taxes withheld* | 35,269,559 | 20,704,469 | 49,874,419 | |||||||||||
Securities lending income, net | — | — | 119,030 | |||||||||||
Total investment income | 35,269,869 | 20,710,291 | 50,375,109 | |||||||||||
EXPENSES: | ||||||||||||||
Investment management fees | 4,493,930 | 1,639,462 | 2,234,347 | |||||||||||
Distribution and shareholder service fees: | ||||||||||||||
Class A | 1,618,128 | 199,313 | 994,286 | |||||||||||
Class B | 9,411 | 13,114 | 12,477 | |||||||||||
Class C | 1,312,859 | 141,357 | 299,242 | |||||||||||
Class O | — | — | 97,391 | |||||||||||
Class R | — | 2 | 63,775 | |||||||||||
Transfer agent fees: | ||||||||||||||
Class A | 422,857 | 124,754 | 486,891 | |||||||||||
Class B | 617 | 2,051 | 1,528 | |||||||||||
Class C | 86,050 | 22,119 | 36,650 | |||||||||||
Class I | 55,444 | 9,844 | 22,172 | |||||||||||
Class O | — | — | 47,705 | |||||||||||
Class P | — | 1,106 | — | |||||||||||
Class R | — | 1 | 15,616 | |||||||||||
Class R6 | — | — | 8,400 | |||||||||||
Class W | 21,045 | 21,499 | 350,347 | |||||||||||
Administrative service fees | 960,887 | 321,460 | 1,314,319 | |||||||||||
Shareholder reporting expense | 46,874 | 17,155 | 106,950 | |||||||||||
Registration fees | 129,085 | 81,031 | 160,857 | |||||||||||
Professional fees | 121,902 | 40,965 | 129,513 | |||||||||||
Custody and accounting expense | 126,048 | 33,478 | 208,940 | |||||||||||
Trustee fees | 28,827 | 9,917 | 40,424 | |||||||||||
Miscellaneous expense | 54,905 | 11,869 | 48,719 | |||||||||||
Interest expense | — | 1,285 | 481 | |||||||||||
Total expenses | 9,488,869 | 2,691,782 | 6,681,030 | |||||||||||
Net waived and reimbursed fees | — | (149,150 | ) | — | ||||||||||
Net expenses | 9,488,869 | 2,542,632 | 6,681,030 | |||||||||||
Net investment income | 25,781,000 | 18,167,659 | 43,694,079 | |||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||||||||
Net realized gain (loss) on: | ||||||||||||||
Investments | (13,013,368 | ) | 1,557,595 | (8,516,142 | ) | |||||||||
Foreign currency related transactions | — | (91 | ) | 1,627,038 | ||||||||||
Futures | 5,386,486 | — | (804,747 | ) | ||||||||||
Swaps | — | — | (2,889,837 | ) | ||||||||||
Written options | — | — | (1,203,468 | ) | ||||||||||
Net realized gain (loss) | (7,626,882 | ) | 1,557,504 | (11,787,156 | ) | |||||||||
Net change in unrealized appreciation (depreciation) on: | ||||||||||||||
Investments | (27,949,065 | ) | 4,810,387 | (10,635,985 | ) | |||||||||
Foreign currency related transactions | — | 765 | 98,193 | |||||||||||
Futures | 811,557 | — | 437,663 | |||||||||||
Swaps | — | — | 2,702,521 | |||||||||||
Net change in unrealized appreciation (depreciation) | (27,137,508 | ) | 4,811,152 | (7,397,608 | ) | |||||||||
Net realized and unrealized gain (loss) | (34,764,390 | ) | 6,368,656 | (19,184,764 | ) | |||||||||
Increase (decrease) in net assets resulting from operations | $ | (8,983,390 | ) | $ | 24,536,315 | $ | 24,509,315 | |||||||
_______________ | ||||||||||||||
* Foreign taxes withheld | $ | — | $ | — | $ | 8,904 |
Voya Short Term Bond Fund | Voya Strategic Income Fund | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
INVESTMENT INCOME: | ||||||||||
Dividends | $ | 628 | $ | 71 | ||||||
Interest | 3,000,078 | 31,220 | ||||||||
Dividends from affiliated funds | — | 222,209 | ||||||||
Securities lending income, net | 8,559 | 62 | ||||||||
Total investment income | 3,009,265 | 253,562 | ||||||||
EXPENSES: | ||||||||||
Investment management fees | 607,953 | 28,389 | ||||||||
Distribution and shareholder service fees: | ||||||||||
Class A | 251 | 118 | ||||||||
Class C | 1,620 | 209 | ||||||||
Class R | — | 14 | ||||||||
Transfer agent fees: | ||||||||||
Class A | 114 | 63 | ||||||||
Class C | 184 | 27 | ||||||||
Class I | 157 | 32 | ||||||||
Class R | — | 5 | ||||||||
Class R6 | 2,319 | — | ||||||||
Class W | 4 | 7 | ||||||||
Administrative service fees | 173,700 | 5,162 | ||||||||
Shareholder reporting expense | 6,375 | 8,820 | ||||||||
Registration fees | 66,269 | 52,747 | ||||||||
Professional fees | 28,476 | 12,827 | ||||||||
Custody and accounting expense | 19,456 | 23,346 | ||||||||
Trustee fees | 6,891 | 155 | ||||||||
Offering expense | 68,192 | 55,994 | ||||||||
Miscellaneous expense | 9,695 | 10,956 | ||||||||
Interest expense | 1,938 | — | ||||||||
Total expenses | 993,594 | 198,871 | ||||||||
Net waived and reimbursed fees | (154,565 | ) | (173,603 | ) | ||||||
Net expenses | 839,029 | 25,268 | ||||||||
Net investment income | 2,170,236 | 228,294 | ||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||||
Net realized gain (loss) on: | ||||||||||
Investments | (337,259 | ) | (51,315 | ) | ||||||
Capital gain distributions from affiliated underlying funds | — | 10,352 | ||||||||
Sale of investments in affiliates | — | (75,665 | ) | |||||||
Foreign currency related transactions | (25,603 | ) | 3,677 | |||||||
Futures | 738,097 | 3,631 | ||||||||
Swaps | (575 | ) | (7,232 | ) | ||||||
Net realized gain (loss) | 374,660 | (116,552 | ) | |||||||
Net change in unrealized appreciation (depreciation) on: | ||||||||||
Investments | 184,688 | 17,126 | ||||||||
Affiliated underlying funds | — | (13,131 | ) | |||||||
Foreign currency related transactions | 6,217 | (3,383 | ) | |||||||
Futures | 234,302 | 3,486 | ||||||||
Net change in unrealized appreciation (depreciation) | 425,207 | 4,098 | ||||||||
Net realized and unrealized gain (loss) | 799,867 | (112,454 | ) | |||||||
Increase in net assets resulting from operations | $ | 2,970,103 | $ | 115,840 |
Voya GNMA Income Fund | Voya High Yield Bond Fund | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year Ended March 31, 2014 | Year Ended March 31, 2013 | Year Ended March 31, 2014 | Year Ended March 31, 2013 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 25,781,000 | $ | 25,914,709 | $ | 18,167,659 | $ | 10,586,202 | |||||||||||
Net realized gain (loss) | (7,626,882 | ) | 12,237,025 | 1,557,504 | 3,904,262 | ||||||||||||||
Net change in unrealized appreciation (depreciation) | (27,137,508 | ) | (12,156,520 | ) | 4,811,152 | 7,731,407 | |||||||||||||
Increase (decrease) in net assets resulting from operations | (8,983,390 | ) | 25,995,214 | 24,536,315 | 22,221,871 | ||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Net investment income: | |||||||||||||||||||
Class A | (22,236,511 | ) | (23,010,585 | ) | (4,346,379 | ) | (5,326,187 | ) | |||||||||||
Class B | (26,141 | ) | (65,579 | ) | (61,595 | ) | (105,864 | ) | |||||||||||
Class C | (3,539,296 | ) | (4,115,191 | ) | (665,143 | ) | (734,434 | ) | |||||||||||
Class I | (5,526,422 | ) | (6,847,734 | ) | (10,330,073 | ) | (3,998,299 | ) | |||||||||||
Class P | — | — | (2,287,149 | ) | — | ||||||||||||||
Class R | — | — | (26 | ) | — | ||||||||||||||
Class W | (1,195,033 | ) | (738,038 | ) | (784,589 | ) | (367,493 | ) | |||||||||||
Net realized gains: | |||||||||||||||||||
Class A | — | (4,310,906 | ) | — | — | ||||||||||||||
Class B | — | (11,887 | ) | — | — | ||||||||||||||
Class C | — | (1,082,266 | ) | — | — | ||||||||||||||
Class I | — | (1,334,154 | ) | — | — | ||||||||||||||
Class W | — | (166,281 | ) | — | — | ||||||||||||||
Return of capital: | |||||||||||||||||||
Class A | — | (1,805,731 | ) | — | — | ||||||||||||||
Class B | — | (3,973 | ) | — | — | ||||||||||||||
Class C | — | (452,559 | ) | — | — | ||||||||||||||
Class I | — | (538,978 | ) | — | — | ||||||||||||||
Class W | — | (92,836 | ) | — | — | ||||||||||||||
Total distributions | (32,523,403 | ) | (44,576,698 | ) | (18,474,954 | ) | (10,532,277 | ) | |||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 173,728,495 | 510,416,007 | 282,439,993 | 127,579,519 | |||||||||||||||
Reinvestment of distributions | 28,313,396 | 37,842,756 | 17,075,745 | 8,839,518 | |||||||||||||||
202,041,891 | 548,258,763 | 299,515,738 | 136,419,037 | ||||||||||||||||
Cost of shares redeemed | (491,825,335 | ) | (360,081,641 | ) | (102,708,636 | ) | (70,226,450 | ) | |||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (289,783,444 | ) | 188,177,122 | 196,807,102 | 66,192,587 | ||||||||||||||
Net increase (decrease) in net assets | (331,290,237 | ) | 169,595,638 | 202,868,463 | 77,882,181 | ||||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 1,150,092,293 | 980,496,655 | 217,502,314 | 139,620,133 | |||||||||||||||
End of year or period | $ | 818,802,056 | $ | 1,150,092,293 | $ | 420,370,777 | $ | 217,502,314 | |||||||||||
Undistributed (distributions in excess of) net investment income at end of year or period | $ | 1,727,020 | $ | (600,860 | ) | $ | (115,004 | ) | $ | 2,187 |
Voya Intermediate Bond Fund | Voya Short Term Bond Fund | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year Ended March 31, 2014 | Year Ended March 31, 2013 | Year Ended March 31, 2014 | December 19, 2012(1) to March 31, 2013 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 43,694,079 | $ | 37,495,327 | $ | 2,170,236 | $ | 362,375 | |||||||||||
Net realized gain (loss) | (11,787,156 | ) | 18,070,945 | 374,660 | (145,250 | ) | |||||||||||||
Net change in unrealized appreciation (depreciation) | (7,397,608 | ) | 14,884,454 | 425,207 | 185,098 | ||||||||||||||
Increase in net assets resulting from operations | 24,509,315 | 70,450,726 | 2,970,103 | 402,223 | |||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Net investment income: | |||||||||||||||||||
Class A | (11,614,335 | ) | (14,378,185 | ) | (1,336 | ) | (1 | ) | |||||||||||
Class B | (26,384 | ) | (101,943 | ) | — | — | |||||||||||||
Class C | (638,683 | ) | (1,407,172 | ) | (894 | ) | — | ||||||||||||
Class I | (12,335,637 | ) | (26,359,801 | ) | (840,121 | ) | (373,394 | ) | |||||||||||
Class O | (1,127,902 | ) | (2,009,481 | ) | — | — | |||||||||||||
Class R | (337,705 | ) | (592,357 | ) | — | — | |||||||||||||
Class R6 | (5,547,624 | ) | — | (1,831,525 | ) | — | |||||||||||||
Class W | (9,067,721 | ) | (8,735,877 | ) | (48 | ) | (2 | ) | |||||||||||
Total distributions | (40,695,991 | ) | (53,584,816 | ) | (2,673,924 | ) | (373,397 | ) | |||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 940,990,797 | 769,235,698 | 204,441,076 | 184,190,149 | |||||||||||||||
Reinvestment of distributions | 38,149,447 | 48,994,629 | 2,666,991 | 373,397 | |||||||||||||||
979,140,244 | 818,230,327 | 207,108,067 | 184,563,546 | ||||||||||||||||
Cost of shares redeemed | (499,804,359 | ) | (509,838,878 | ) | (210,624,030 | ) | (6,929,131 | ) | |||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | 479,335,885 | 308,391,449 | (3,515,963 | ) | 177,634,415 | ||||||||||||||
Net increase (decrease) in net assets | 463,149,209 | 325,257,359 | (3,219,784 | ) | 177,663,241 | ||||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 1,152,196,360 | 826,939,001 | 177,663,241 | — | |||||||||||||||
End of year or period | $ | 1,615,345,569 | $ | 1,152,196,360 | $ | 174,443,457 | $ | 177,663,241 | |||||||||||
Undistributed net investment income at end of year or period | $ | 4,697,169 | $ | 2,922,211 | $ | 37,672 | $ | 8,610 | |||||||||||
_______________ | |||||||||||||||||||
(1) Commencement of operations. |
Voya Strategic Income Fund | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Year Ended March 31, 2014 | November 2, 2012(1) to March 31, 2013 | ||||||||||
FROM OPERATIONS: | |||||||||||
Net investment income | $ | 228,294 | $ | 78,821 | |||||||
Net realized loss | (116,552 | ) | (17,569 | ) | |||||||
Net change in unrealized appreciation | 4,098 | 58,499 | |||||||||
Increase in net assets resulting from operations | 115,840 | 119,751 | |||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||
Net investment income: | |||||||||||
Class A | (2,005 | ) | (71 | ) | |||||||
Class C | (938 | ) | (15 | ) | |||||||
Class I | (226,223 | ) | (32,871 | ) | |||||||
Class R | (118 | ) | (17 | ) | |||||||
Class W | (272 | ) | (20 | ) | |||||||
Total distributions | (229,556 | ) | (32,994 | ) | |||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||
Net proceeds from sale of shares | 457,861 | 5,008,603 | |||||||||
Reinvestment of distributions | 228,932 | 32,994 | |||||||||
686,793 | 5,041,597 | ||||||||||
Cost of shares redeemed | (66,730 | ) | (7,500 | ) | |||||||
Net increase in net assets resulting from capital share transactions | 620,063 | 5,034,097 | |||||||||
Net increase in net assets | 506,347 | 5,120,854 | |||||||||
NET ASSETS: | |||||||||||
Beginning of year or period | 5,120,854 | — | |||||||||
End of year or period | $ | 5,627,201 | $ | 5,120,854 | |||||||
Undistributed net investment income at end of year or period | $ | 61,090 | $ | 46,124 | |||||||
_______________ | |||||||||||
(1) Commencement of operations. |
Income (loss) from investment operations | Less distributions | Ratios to average net assets | Supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net asset value, beginning of year or period | | Net investment income (loss) | | Net realized and unrealized gain (loss) | | Total from investment operations | | From net investment income | | From net realized gains | | From return of capital | | Total distributions | | Payment by affiliate | | Net asset value, end of year or period | | Total Return (1) | | Expenses before reductions/ additions (2)(3) | | Expenses net of fee waivers and/or recoupments if any (2)(3) | | Expense net of all reductions/ additions (2)(3) | | Net investment income (loss) (2)(3) | | Net assets, end of year or period | | Portfolio turnover rate | |||||||||||||||||||||||||||||||||||||
Year or period ended | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | (%) | | (%) | | (%) | | (%) | | (%) | | ($000’s) | | (%) | ||||||||||||||||||||||||||||||||||||
Voya GNMA Income Fund | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 8.95 | 0.24 | • | (0.27 | ) | (0.03 | ) | 0.30 | — | — | 0.30 | — | 8.62 | (0.35 | ) | 0.94 | 0.94 | 0.94 | 2.74 | 558,520 | 302 | ||||||||||||||||||||||||||||||||||||||||||||||||
03-31-13 | 9.09 | 0.22 | 0.00 | * | 0.22 | 0.29 | 0.05 | 0.02 | 0.36 | — | 8.95 | 2.51 | 0.90 | 0.90 | 0.90 | 2.38 | 727,058 | 352 | |||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-12 | 8.84 | 0.23 | • | 0.37 | 0.60 | 0.34 | 0.01 | — | 0.35 | — | 9.09 | 6.87 | 0.93 | 0.93 | 0.93 | 2.58 | 681,900 | 335 | |||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-11 | 8.75 | 0.32 | 0.13 | 0.45 | 0.36 | — | — | 0.36 | — | 8.84 | 5.26 | 0.93 | 0.93 | 0.93 | 3.63 | 593,080 | 193 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-10 | 8.71 | 0.33 | • | 0.07 | 0.40 | 0.36 | — | — | 0.36 | — | 8.75 | 4.68 | 0.94 | 0.94 | 0.94 | 3.83 | 589,813 | 114 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class B | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 8.90 | 0.17 | • | (0.27 | ) | (0.10 | ) | 0.23 | — | — | 0.23 | — | 8.57 | (1.11 | ) | 1.69 | 1.69 | 1.69 | 1.97 | 622 | 302 | ||||||||||||||||||||||||||||||||||||||||||||||||
03-31-13 | 9.04 | 0.14 | • | 0.01 | 0.15 | 0.22 | 0.05 | 0.02 | 0.29 | — | 8.90 | 1.74 | 1.65 | 1.65 | 1.65 | 1.59 | 1,430 | 352 | |||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-12 | 8.79 | 0.17 | • | 0.36 | 0.53 | 0.27 | 0.01 | — | 0.28 | — | 9.04 | 6.08 | 1.68 | 1.68 | 1.68 | 1.87 | 3,676 | 335 | |||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-11 | 8.70 | 0.26 | • | 0.13 | 0.39 | 0.30 | — | — | 0.30 | — | 8.79 | 4.48 | 1.68 | 1.68 | 1.68 | 2.90 | 11,262 | 193 | |||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-10 | 8.66 | 0.27 | • | 0.06 | 0.33 | 0.29 | — | — | 0.29 | — | 8.70 | 3.89 | 1.69 | 1.69 | 1.69 | 3.08 | 25,704 | 114 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class C | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 8.90 | 0.17 | • | (0.27 | ) | (0.10 | ) | 0.23 | — | — | 0.23 | — | 8.57 | (1.12 | ) | 1.69 | 1.69 | 1.69 | 1.97 | 95,602 | 302 | ||||||||||||||||||||||||||||||||||||||||||||||||
03-31-13 | 9.04 | 0.16 | 0.00 | * | 0.16 | 0.23 | 0.05 | 0.02 | 0.30 | — | 8.90 | 1.78 | 1.65 | 1.65 | 1.65 | 1.63 | 177,823 | 352 | |||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-12 | 8.79 | 0.16 | • | 0.37 | 0.53 | 0.27 | 0.01 | — | 0.28 | — | 9.04 | 6.12 | 1.68 | 1.68 | 1.68 | 1.82 | 138,543 | 335 | |||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-11 | 8.71 | 0.25 | 0.13 | 0.38 | 0.30 | — | — | 0.30 | — | 8.79 | 4.38 | 1.68 | 1.68 | 1.68 | 2.88 | 104,196 | 193 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-10 | 8.67 | 0.27 | • | 0.06 | 0.33 | 0.29 | — | — | 0.29 | — | 8.71 | 3.92 | 1.69 | 1.69 | 1.69 | 3.09 | 103,103 | 114 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 8.96 | 0.26 | • | (0.27 | ) | (0.01 | ) | 0.32 | — | — | 0.32 | — | 8.63 | (0.09 | ) | 0.66 | 0.66 | 0.66 | 3.00 | 130,878 | 302 | ||||||||||||||||||||||||||||||||||||||||||||||||
03-31-13 | 9.10 | 0.25 | 0.00 | * | 0.25 | 0.32 | 0.05 | 0.02 | 0.39 | — | 8.96 | 2.79 | 0.63 | 0.63 | 0.63 | 2.64 | 206,100 | 352 | |||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-12 | 8.85 | 0.26 | • | 0.36 | 0.62 | 0.36 | 0.01 | — | 0.37 | — | 9.10 | 7.16 | 0.65 | 0.65 | 0.65 | 2.83 | 144,678 | 335 | |||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-11 | 8.76 | 0.34 | 0.14 | 0.48 | 0.39 | — | — | 0.39 | — | 8.85 | 5.57 | 0.63 | 0.63 | 0.63 | 3.92 | 68,996 | 193 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-10 | 8.72 | 0.36 | • | 0.07 | 0.43 | 0.39 | — | — | 0.39 | — | 8.76 | 5.00 | 0.64 | 0.64 | 0.64 | 4.15 | 52,880 | 114 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class W | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 8.97 | 0.26 | (0.27 | ) | (0.01 | ) | 0.32 | — | — | 0.32 | — | 8.64 | (0.09 | ) | 0.69 | 0.69 | 0.69 | 3.00 | 33,180 | 302 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-13 | 9.11 | 0.25 | • | (0.01 | ) | 0.24 | 0.31 | 0.05 | 0.02 | 0.38 | — | 8.97 | 2.76 | 0.65 | 0.65 | 0.65 | 2.72 | 37,682 | 352 | ||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-12 | 8.86 | 0.26 | • | 0.36 | 0.62 | 0.36 | 0.01 | — | 0.37 | — | 9.11 | 7.12 | 0.68 | 0.68 | 0.68 | 2.83 | 11,700 | 335 | |||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-11 | 8.77 | 0.35 | 0.13 | 0.48 | 0.39 | — | — | 0.39 | — | 8.86 | 5.51 | 0.68 | 0.68 | 0.68 | 3.88 | 7,221 | 193 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-10 | 8.73 | 0.36 | • | 0.06 | 0.42 | 0.38 | — | — | 0.38 | — | 8.77 | 4.97 | 0.66 | 0.66 | 0.66 | 4.15 | 8,204 | 114 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya High Yield Bond Fund | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 8.34 | 0.44 | 0.16 | 0.60 | 0.45 | — | — | 0.45 | — | 8.49 | 7.49 | 1.08 | 1.10 | 1.10 | 5.34 | 79,309 | 47 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-13 | 7.80 | 0.49 | 0.54 | 1.03 | 0.49 | — | — | 0.49 | — | 8.34 | 13.69 | 1.06 | 1.10 | 1.10 | 6.20 | 85,429 | 109 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-12 | 7.82 | 0.52 | (0.02 | ) | 0.50 | 0.52 | — | — | 0.52 | — | 7.80 | 6.72 | 1.14 | 1.10 | 1.10 | 6.73 | 98,123 | 100 | |||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-11 | 7.38 | 0.56 | 0.45 | 1.01 | 0.55 | — | 0.02 | 0.57 | — | 7.82 | 14.22 | 1.13 | 1.10 | † | 1.10 | † | 7.43 | † | 86,017 | 87 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-10 | 5.52 | 0.62 | 1.89 | 2.51 | 0.63 | — | 0.02 | 0.65 | — | 7.38 | 46.88 | 1.24 | 1.10 | † | 1.10 | † | 9.17 | † | 83,034 | 103 | |||||||||||||||||||||||||||||||||||||||||||||||||
Class B | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 8.33 | 0.38 | 0.16 | 0.54 | 0.39 | — | — | 0.39 | — | 8.48 | 6.69 | 1.83 | 1.85 | 1.85 | 4.58 | 1,086 | 47 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-13 | 7.79 | 0.43 | 0.54 | 0.97 | 0.43 | — | — | 0.43 | — | 8.33 | 12.85 | 1.81 | 1.85 | 1.85 | 5.47 | 1,629 | 109 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-12 | 7.81 | 0.46 | (0.02 | ) | 0.44 | 0.46 | — | — | 0.46 | — | 7.79 | 5.89 | 1.89 | 1.85 | 1.85 | 6.00 | 2,370 | 100 | |||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-11 | 7.37 | 0.51 | • | 0.44 | 0.95 | 0.49 | — | 0.02 | 0.51 | — | 7.81 | 13.35 | 1.88 | 1.85 | † | 1.85 | † | 6.74 | † | 6,864 | 87 | ||||||||||||||||||||||||||||||||||||||||||||||||
03-31-10 | 5.52 | 0.57 | 1.87 | 2.44 | 0.57 | — | 0.02 | 0.59 | — | 7.37 | 45.58 | 1.99 | 1.85 | † | 1.85 | † | 8.46 | † | 12,099 | 103 | |||||||||||||||||||||||||||||||||||||||||||||||||
Class C | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 8.34 | 0.38 | 0.16 | 0.54 | 0.39 | — | — | 0.39 | — | 8.49 | 6.69 | 1.83 | 1.85 | 1.85 | 4.59 | 15,051 | 47 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-13 | 7.80 | 0.44 | 0.53 | 0.97 | 0.43 | — | — | 0.43 | — | 8.34 | 12.85 | 1.81 | 1.85 | 1.85 | 5.43 | 14,354 | 109 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-12 | 7.81 | 0.46 | (0.01 | ) | 0.45 | 0.46 | — | — | 0.46 | — | 7.80 | 6.05 | 1.89 | 1.85 | 1.85 | 6.00 | 12,727 | 100 | |||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-11 | 7.38 | 0.50 | 0.44 | 0.94 | 0.49 | — | 0.02 | 0.51 | — | 7.81 | 13.22 | 1.88 | 1.85 | † | 1.85 | † | 6.66 | † | 11,938 | 87 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-10 | 5.52 | 0.57 | 1.89 | 2.46 | 0.58 | — | 0.02 | 0.60 | — | 7.38 | 45.82 | 1.99 | 1.85 | † | 1.85 | † | 8.40 | † | 11,038 | 103 |
Income (loss) from investment operations | Less distributions | Ratios to average net assets | Supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net asset value, beginning of year or period | | Net investment income (loss) | | Net realized and unrealized gain (loss) | | Total from investment operations | | From net investment income | | From net realized gains | | From return of capital | | Total distributions | | Payment by affiliate | | Net asset value, end of year or period | | Total Return (1) | | Expenses before reductions/ additions (2)(3) | | Expenses net of fee waivers and/or recoupments if any (2)(3) | | Expense net of all reductions/ additions (2)(3) | | Net investment income (loss) (2)(3) | | Net assets, end of year or period | | Portfolio turnover rate | |||||||||||||||||||||||||||||||||||||
Year or period ended | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | (%) | | (%) | | (%) | | (%) | | (%) | | ($000’s) | | (%) | ||||||||||||||||||||||||||||||||||||
Voya High Yield Bond Fund (continued) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 8.33 | 0.48 | 0.15 | 0.63 | 0.48 | — | — | 0.48 | — | 8.48 | 7.89 | 0.68 | 0.70 | 0.70 | 5.74 | 223,686 | 47 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-13 | 7.80 | 0.52 | • | 0.53 | 1.05 | 0.52 | — | — | 0.52 | — | 8.33 | 13.98 | 0.71 | 0.75 | 0.75 | 6.40 | 101,387 | 109 | |||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-12 | 7.81 | 0.55 | (0.01 | ) | 0.54 | 0.55 | — | — | 0.55 | — | 7.80 | 7.30 | 0.71 | 0.67 | 0.67 | 7.09 | 24,849 | 100 | |||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-11 | 7.37 | 0.57 | • | 0.48 | 1.05 | 0.59 | — | 0.02 | 0.61 | — | 7.81 | 14.86 | 0.76 | 0.73 | † | 0.73 | † | 7.53 | † | 21,590 | 87 | ||||||||||||||||||||||||||||||||||||||||||||||||
03-31-10 | 5.51 | 0.64 | • | 1.90 | 2.54 | 0.66 | — | 0.02 | 0.68 | — | 7.37 | 47.55 | 0.92 | 0.78 | † | 0.78 | † | 8.99 | † | 1,582 | 103 | ||||||||||||||||||||||||||||||||||||||||||||||||
Class P | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-14-13(4)–03-31-14 | 8.23 | 0.42 | • | 0.25 | 0.67 | 0.42 | — | — | 0.42 | — | 8.48 | 8.40 | 0.68 | 0.07 | 0.07 | 6.35 | 81,146 | 47 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class R | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
01-30-14(4)–03-31-14 | 8.38 | 0.08 | • | 0.10 | 0.18 | 0.07 | — | — | 0.07 | — | 8.49 | 2.17 | 1.33 | 1.33 | 1.33 | 5.50 | 3 | 94 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class W | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 8.35 | 0.47 | 0.16 | 0.63 | 0.48 | — | — | 0.48 | — | 8.50 | 7.78 | 0.83 | 0.85 | 0.85 | 5.60 | 20,090 | 47 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-13 | 7.81 | 0.51 | • | 0.55 | 1.06 | 0.52 | — | — | 0.52 | — | 8.35 | 14.11 | 0.81 | 0.85 | 0.85 | 6.30 | 14,703 | 109 | |||||||||||||||||||||||||||||||||||||||||||||||||||
07-29-11(4)–03-31-12 | 7.82 | 0.36 | • | 0.07 | 0.43 | 0.44 | — | — | 0.44 | — | 7.81 | 5.77 | 0.89 | 0.85 | 0.85 | 6.93 | 1,552 | 100 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Intermediate Bond Fund | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 10.09 | 0.31 | • | (0.20 | ) | 0.11 | 0.29 | — | — | 0.29 | — | 9.91 | 1.11 | 0.70 | 0.70 | 0.70 | 3.16 | 535,194 | 525 | ||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-13 | 9.90 | 0.34 | 0.33 | 0.67 | 0.48 | — | — | 0.48 | — | 10.09 | 6.83 | 0.70 | 0.70 | 0.70 | 3.38 | 301,544 | 490 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-12 | 9.53 | 0.38 | 0.42 | 0.80 | 0.43 | — | — | 0.43 | — | 9.90 | 8.61 | 0.68 | 0.68 | 0.68 | 3.99 | 293,277 | 500 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-11 | 9.23 | 0.47 | • | 0.26 | 0.73 | 0.43 | — | — | 0.43 | — | 9.53 | 8.00 | 0.68 | 0.68 | † | 0.68 | † | 4.97 | † | 316,000 | 384 | ||||||||||||||||||||||||||||||||||||||||||||||||
03-31-10 | 8.31 | 0.45 | • | 1.09 | 1.54 | 0.62 | — | — | 0.62 | — | 9.23 | 18.95 | 0.71 | 0.69 | † | 0.69 | † | 5.04 | † | 348,871 | 540 | ||||||||||||||||||||||||||||||||||||||||||||||||
Class B | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 10.07 | 0.22 | • | (0.18 | ) | 0.04 | 0.21 | — | — | 0.21 | — | 9.90 | 0.43 | 1.45 | 1.45 | 1.45 | 2.27 | 727 | 525 | ||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-13 | 9.88 | 0.27 | • | 0.32 | 0.59 | 0.40 | — | — | 0.40 | — | 10.07 | 6.02 | 1.45 | 1.45 | 1.45 | 2.63 | 1,928 | 490 | |||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-12 | 9.51 | 0.32 | • | 0.41 | 0.73 | 0.36 | — | — | 0.36 | — | 9.88 | 7.77 | 1.43 | 1.43 | 1.43 | 3.30 | 4,144 | 500 | |||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-11 | 9.21 | 0.40 | • | 0.26 | 0.66 | 0.36 | — | — | 0.36 | — | 9.51 | 7.21 | 1.43 | 1.43 | † | 1.43 | † | 4.24 | † | 9,379 | 384 | ||||||||||||||||||||||||||||||||||||||||||||||||
03-31-10 | 8.30 | 0.38 | • | 1.08 | 1.46 | 0.55 | — | — | 0.55 | — | 9.21 | 17.96 | 1.46 | 1.44 | † | 1.44 | † | 4.31 | † | 18,605 | 540 | ||||||||||||||||||||||||||||||||||||||||||||||||
Class C | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 10.07 | 0.24 | (0.20 | ) | 0.04 | 0.21 | — | — | 0.21 | — | 9.90 | 0.44 | 1.45 | 1.45 | 1.45 | 2.32 | 26,604 | 525 | |||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-13 | 9.89 | 0.27 | 0.31 | 0.58 | 0.40 | — | — | 0.40 | — | 10.07 | 5.93 | 1.45 | 1.45 | 1.45 | 2.63 | 35,308 | 490 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-12 | 9.52 | 0.32 | 0.41 | 0.73 | 0.36 | — | — | 0.36 | — | 9.89 | 7.78 | 1.43 | 1.43 | 1.43 | 3.22 | 35,256 | 500 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-11 | 9.22 | 0.40 | • | 0.26 | 0.66 | 0.36 | — | — | 0.36 | — | 9.52 | 7.21 | 1.43 | 1.43 | † | 1.43 | † | 4.22 | † | 33,994 | 384 | ||||||||||||||||||||||||||||||||||||||||||||||||
03-31-10 | 8.30 | 0.38 | • | 1.09 | 1.47 | 0.55 | — | — | 0.55 | — | 9.22 | 18.08 | 1.46 | 1.44 | † | 1.44 | † | 4.31 | † | 45,016 | 540 | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 10.08 | 0.35 | (0.20 | ) | 0.15 | 0.32 | — | — | 0.32 | — | 9.91 | 1.56 | 0.33 | 0.33 | 0.33 | 3.48 | 408,114 | 525 | |||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-13 | 9.90 | 0.37 | • | 0.32 | 0.69 | 0.51 | — | — | 0.51 | — | 10.08 | 7.04 | 0.42 | 0.42 | 0.42 | 3.64 | 531,681 | 490 | |||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-12 | 9.53 | 0.41 | 0.42 | 0.83 | 0.46 | — | — | 0.46 | — | 9.90 | 8.90 | 0.40 | 0.40 | 0.40 | 4.26 | 331,423 | 500 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-11 | 9.23 | 0.50 | 0.26 | 0.76 | 0.46 | — | — | 0.46 | — | 9.53 | 8.35 | 0.38 | 0.38 | † | 0.38 | † | 5.25 | † | 332,193 | 384 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-10 | 8.31 | 0.48 | • | 1.09 | 1.57 | 0.65 | — | — | 0.65 | — | 9.23 | 19.33 | 0.39 | 0.37 | † | 0.37 | † | 5.37 | † | 316,209 | 540 | ||||||||||||||||||||||||||||||||||||||||||||||||
Class O | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 10.09 | 0.31 | (0.19 | ) | 0.12 | 0.29 | — | — | 0.29 | — | 9.92 | 1.21 | 0.70 | 0.70 | 0.70 | 3.09 | 37,673 | 525 | |||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-13 | 9.90 | 0.34 | • | 0.33 | 0.67 | 0.48 | — | — | 0.48 | — | 10.09 | 6.83 | 0.70 | 0.70 | 0.70 | 3.38 | 41,596 | 490 | |||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-12 | 9.54 | 0.39 | 0.40 | 0.79 | 0.43 | — | — | 0.43 | — | 9.90 | 8.49 | 0.68 | 0.68 | 0.68 | 3.98 | 42,500 | 500 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-11 | 9.24 | 0.47 | • | 0.26 | 0.73 | 0.43 | — | — | 0.43 | — | 9.54 | 8.00 | 0.68 | 0.68 | † | 0.68 | † | 4.96 | † | 41,335 | 384 | ||||||||||||||||||||||||||||||||||||||||||||||||
03-31-10 | 8.32 | 0.46 | • | 1.08 | 1.54 | 0.62 | — | — | 0.62 | — | 9.24 | 18.94 | 0.71 | 0.69 | † | 0.69 | † | 5.09 | † | 41,860 | 540 |
Income (loss) from investment operations | Less distributions | Ratios to average net assets | Supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net asset value, beginning of year or period | | Net investment income (loss) | | Net realized and unrealized gain (loss) | | Total from investment operations | | From net investment income | | From net realized gains | | From return of capital | | Total distributions | | Payment by affiliate | | Net asset value, end of year or period | | Total Return (1) | | Expenses before reductions/ additions (2)(3) | | Expenses net of fee waivers and/or recoupments if any (2)(3) | | Expense net of all reductions/ additions (2)(3) | | Net investment income (loss) (2)(3) | | Net assets, end of year or period | | Portfolio turnover rate | |||||||||||||||||||||||||||||||||||||
Year or period ended | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | (%) | | (%) | | (%) | | (%) | | (%) | | ($000’s) | | (%) | ||||||||||||||||||||||||||||||||||||
Voya Intermediate Bond Fund (continued) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class R | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 10.10 | 0.30 | (0.20 | ) | 0.10 | 0.27 | — | — | 0.27 | — | 9.93 | 0.96 | 0.95 | 0.95 | 0.95 | 2.82 | 11,139 | 525 | |||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-13 | 9.91 | 0.30 | 0.35 | 0.65 | 0.46 | — | — | 0.46 | — | 10.10 | 6.57 | 0.95 | 0.95 | 0.95 | 3.14 | 14,401 | 490 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-12 | 9.54 | 0.35 | 0.43 | 0.78 | 0.41 | — | — | 0.41 | — | 9.91 | 8.33 | 0.93 | 0.93 | 0.93 | 3.73 | 12,323 | 500 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-11 | 9.24 | 0.45 | • | 0.25 | 0.70 | 0.40 | — | — | 0.40 | — | 9.54 | 7.72 | 0.93 | 0.93 | † | 0.93 | † | 4.72 | † | 14,339 | 384 | ||||||||||||||||||||||||||||||||||||||||||||||||
03-31-10 | 8.32 | 0.43 | • | 1.09 | 1.52 | 0.60 | — | — | 0.60 | — | 9.24 | 18.64 | 0.96 | 0.94 | † | 0.94 | † | 4.83 | † | 18,417 | 540 | ||||||||||||||||||||||||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
05-31-13(4)–03-31-14 | 10.02 | 0.29 | • | (0.13 | ) | 0.16 | 0.27 | — | — | 0.27 | — | 9.91 | 1.67 | 0.33 | 0.33 | 0.33 | 3.52 | 241,001 | 525 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class W | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 10.07 | 0.33 | • | (0.19 | ) | 0.14 | 0.31 | — | — | 0.31 | — | 9.90 | 1.46 | 0.45 | 0.45 | 0.45 | 3.39 | 354,894 | 525 | ||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-13 | 9.89 | 0.37 | • | 0.32 | 0.69 | 0.51 | — | — | 0.51 | — | 10.07 | 7.04 | 0.45 | 0.45 | 0.45 | 3.64 | 225,738 | 490 | |||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-12 | 9.52 | 0.40 | • | 0.53 | 0.93 | 0.56 | — | — | 0.56 | — | 9.89 | 10.09 | 0.43 | 0.43 | 0.43 | 4.17 | 108,016 | 500 | |||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-11 | 9.22 | 0.48 | 0.27 | 0.75 | 0.45 | — | — | 0.45 | — | 9.52 | 8.29 | 0.43 | 0.43 | † | 0.43 | † | 5.21 | † | 2,276 | 384 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-10 | 8.31 | 0.48 | • | 1.08 | 1.56 | 0.65 | — | — | 0.65 | — | 9.22 | 19.15 | 0.42 | 0.40 | † | 0.40 | † | 5.42 | † | 2,087 | 540 | ||||||||||||||||||||||||||||||||||||||||||||||||
Voya Short Term Bond Fund | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 10.01 | 0.11 | • | 0.03 | 0.14 | 0.14 | — | — | 0.14 | — | 10.01 | 1.43 | 0.91 | 0.80 | 0.80 | 1.12 | 173 | 116 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-19-12(4)–03-31-13 | 10.00 | 0.02 | (0.01 | ) | 0.01 | 0.00 | * | — | — | 0.00 | * | — | 10.01 | 0.13 | 2.39 | 0.80 | 0.80 | 0.63 | 4 | 85 | |||||||||||||||||||||||||||||||||||||||||||||||||
Class C | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 9.99 | 0.03 | 0.04 | 0.07 | 0.04 | — | — | 0.04 | — | 10.02 | 0.73 | 1.66 | 1.55 | 1.55 | 0.35 | 352 | 116 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-19-12(4)–03-31-13 | 10.00 | (0.01 | ) | 0.00 | * | (0.01 | ) | — | — | — | — | — | 9.99 | (0.10 | ) | 3.14 | 1.55 | 1.55 | (0.39 | ) | 3 | 85 | |||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 10.00 | 0.11 | • | 0.06 | 0.17 | 0.15 | — | — | 0.15 | — | 10.02 | 1.74 | 0.61 | 0.50 | 0.50 | 1.13 | 4,419 | 116 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-19-12(4)–03-31-13 | 10.00 | 0.02 | 0.00 | * | 0.02 | 0.02 | — | — | 0.02 | — | 10.00 | 0.22 | 0.61 | 0.50 | 0.50 | 0.84 | 177,653 | 85 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
07-31-13(4)–03-31-14 | 9.98 | 0.09 | • | 0.06 | 0.15 | 0.11 | — | — | 0.11 | — | 10.02 | 1.49 | 0.55 | 0.47 | 0.47 | 1.31 | 169,497 | 116 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class W | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 10.01 | 0.12 | 0.05 | 0.17 | 0.16 | — | — | 0.16 | — | 10.02 | 1.70 | 0.66 | 0.55 | 0.55 | 1.24 | 3 | 116 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-19-12(4)–03-31-13 | 10.00 | 0.02 | 0.00 | * | 0.02 | 0.01 | — | — | 0.01 | — | 10.01 | 0.17 | 2.14 | 0.55 | 0.55 | 0.59 | 3 | 85 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Strategic Income Fund(5) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 10.16 | 0.50 | • | (0.29 | ) | 0.21 | 0.44 | — | — | 0.44 | — | 9.93 | 2.21 | 4.23 | 0.87 | 0.87 | 5.11 | 309 | 338 | ||||||||||||||||||||||||||||||||||||||||||||||||||
11-02-12(4)–03-31-13 | 10.00 | 0.12 | 0.10 | 0.22 | 0.06 | — | — | 0.06 | — | 10.16 | 2.21 | 3.78 | 0.83 | 0.83 | 3.26 | 4 | 193 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class C | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 10.14 | 0.36 | • | (0.25 | ) | 0.11 | 0.39 | — | — | 0.39 | — | 9.86 | 1.18 | 4.98 | 1.62 | 1.62 | 3.63 | 48 | 338 | ||||||||||||||||||||||||||||||||||||||||||||||||||
11-02-12(4)–03-31-13 | 10.00 | 0.11 | 0.08 | 0.19 | 0.05 | — | — | 0.05 | — | 10.14 | 1.91 | 4.53 | 1.58 | 1.58 | 2.69 | 3 | 193 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 10.17 | 0.44 | (0.22 | ) | 0.22 | 0.45 | — | — | 0.45 | — | 9.94 | 2.26 | 3.84 | 0.48 | 0.48 | 4.42 | 5,264 | 338 | |||||||||||||||||||||||||||||||||||||||||||||||||||
11-02-12(4)–03-31-13 | 10.00 | 0.16 | 0.08 | 0.24 | 0.07 | — | — | 0.07 | — | 10.17 | 2.36 | 3.33 | 0.38 | 0.38 | 3.87 | 5,107 | 193 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class R | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 10.15 | 0.38 | (0.23 | ) | 0.15 | 0.39 | — | — | 0.39 | — | 9.91 | 1.57 | 4.48 | 1.12 | 1.12 | 3.77 | 3 | 338 | |||||||||||||||||||||||||||||||||||||||||||||||||||
11-02-12(4)–03-31-13 | 10.00 | 0.13 | 0.08 | 0.21 | 0.06 | — | — | 0.06 | — | 10.15 | 2.08 | 4.03 | 1.08 | 1.08 | 3.20 | 3 | 193 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class W | �� | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 10.17 | 0.43 | • | (0.26 | ) | 0.17 | 0.45 | — | — | 0.45 | — | 9.89 | 1.72 | 3.98 | 0.62 | 0.62 | 4.29 | 3 | 338 | ||||||||||||||||||||||||||||||||||||||||||||||||||
11-02-12(4)–03-31-13 | 10.00 | 0.15 | 0.09 | 0.24 | 0.07 | — | — | 0.07 | — | 10.17 | 2.36 | 3.53 | 0.58 | 0.58 | 3.68 | 3 | 193 |
(1) | Total return is calculated assuming reinvestment of all dividends, capital gain distributions and return of capital distributions, if any, at net asset value and excluding the deduction of sales charges or contingent deferred sales charges, if applicable. Total return for periods less than one year is not annualized. |
(2) | Annualized for periods less than one year. |
(3) | Expense ratios reflect operating expenses of a Fund. Expenses before reductions/additions do not reflect amounts reimbursed by the Investment Adviser and/or Distributor or reductions from brokerage service arrangements or other expense offset arrangements and do not represent the amount paid by a Fund during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by an Investment Adviser and/or Distributor but prior to reductions from brokerage service arrangements or other expense offset arrangements. Expenses net of all reductions/additions represent the net expenses paid by a Fund. Net investment income (loss) is net of all such additions or reductions. |
(4) | Commencement of operations. |
(5) | Ratios do not include expenses of underlying funds. |
• | Calculated using average number of shares outstanding throughout the period. |
* | Amount is less than $0.005 or 0.005% or more than $(0.005) or (0.005)%. |
† | Impact of waiving the advisory fee for the ING Institutional Prime Money Market Fund holding has less than 0.005% impact on the expense ratio and net investment income or loss ratio. |
* | Patent Pending |
(1) | Market value of investment securities, other assets and liabilities — at the exchange rates prevailing at the end of the day. |
(2) | Purchases and sales of investment securities, income and expenses — at the rates of exchange prevailing on the respective dates of such transactions. |
Buy | Sell | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Intermediate Bond | $ | 58,115,423 | $ | 83,483,943 | ||||||
Short Term Bond | 1,894,936 | 3,814,632 | ||||||||
Strategic Income | 80,975 | 155,107 |
Purchased | Sold | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
GNMA Income | $ | 1,968,750 | $ | 138,633,164 | ||||||
Intermediate Bond | 134,117,917 | 80,616,267 | ||||||||
Short Term Bond | 50,929,162 | 32,073,602 | ||||||||
Strategic Income | 1,195,324 | 1,251,409 |
Purchases | Sales | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
GNMA Income | $ | 15,153,496 | $ | 42,490,185 | ||||||
High Yield Bond | 332,952,685 | 144,882,558 | ||||||||
Intermediate Bond | 1,071,668,191 | 850,302,606 | ||||||||
Short Term Bond | 83,195,939 | 69,133,705 | ||||||||
Strategic Income | 5,728,234 | 5,380,816 |
Purchases | Sales | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
GNMA Income | $ | 3,145,562,659 | $ | 3,406,937,553 | ||||||
Intermediate Bond | 6,791,771,336 | 6,562,273,333 | ||||||||
Short Term Bond | 119,757,560 | 130,081,789 | ||||||||
Strategic Income | 12,266,342 | 12,817,688 |
Fund | Fee | ||
---|---|---|---|
GNMA Income | 0.47% on first $1 billion, 0.40% on next $4 billion and 0.35% on assets thereafter | ||
High Yield Bond | 0.51% on first $500 million, 0.45% on next $4.5 billion and 0.40% on assets thereafter | ||
Intermediate Bond | 0.17% on all assets | ||
Short Term Bond | 0.35% on all assets | ||
Strategic Income | 0.55% on all assets |
Class A | Class B | Class C | Class O | Class R | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
GNMA Income | 0.25% | 1.00% | 1.00% | N/A | N/A | |||||||||||||||||
High Yield Bond | 0.25% | 1.00% | 1.00% | N/A | 0.50% | |||||||||||||||||
Intermediate Bond | 0.25% | 1.00% | 1.00% | 0.25% | 0.50% | |||||||||||||||||
Short Term Bond | 0.25% | N/A | 1.00% | N/A | N/A | |||||||||||||||||
Strategic Income | 0.25% | N/A | 1.00% | N/A | 0.50% |
Class A | Class C | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Initial Sales Charges: | ||||||||||
GNMA Income | $ | 21,291 | $ | — | ||||||
High Yield Bond | 5,030 | — | ||||||||
Intermediate Bond | 2,997 | — | ||||||||
Short Term Bond | 408 | — | ||||||||
Strategic Income | — | — | ||||||||
Contingent Deferred Sales Charges: | ||||||||||
GNMA Income | 33,995 | 9,888 | ||||||||
High Yield Bond | — | 660 | ||||||||
Intermediate Bond | 14 | 581 |
Subsidiary | Fund | Percentage | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
ING Life Insurance and Annuity Company | GNMA Income | 14.04 | % | |||||||
Intermediate Bond | 7.43 | |||||||||
ING National Trust | GNMA Income | 22.68 | ||||||||
Voya Global Target Payment Fund | High Yield Bond | 5.39 | ||||||||
Voya Intermediate Bond Portfolio | High Yield Bond | 17.36 | ||||||||
Voya Investment Management Co. LLC | Strategic Income | 92.95 | ||||||||
Voya Solution 2015 Portfolio | Short Term Bond | 28.87 | ||||||||
Voya Solution 2025 Portfolio | High Yield Bond | 7.23 | ||||||||
Short Term Bond | 42.62 | |||||||||
Voya Solution 2035 Portfolio | High Yield Bond | 6.46 | ||||||||
Short Term Bond | 12.56 | |||||||||
Voya Solution Income Portfolio | Short Term Bond | 8.29 |
Fund | Class A | Class B | Class C | Class I | Class O | Class P | Class R | Class R6 | Class W | |||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
GNMA Income | 0.97 | % | 1.72 | % | 1.72 | % | 0.67 | % | N/A | N/A | N/A | N/A | 0.72 | % | ||||||||||||||||||||||||
High Yield Bond | 1.10 | % | 1.85 | % | 1.85 | % | 0.85 | % | N/A | 0.15 | % | 1.35 | % | N/A | 0.85 | % |
Fund | Class A | Class B | Class C | Class I | Class O | Class P | Class R | Class R6 | Class W | |||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Intermediate Bond | 0.75 | % | 1.50 | % | 1.50 | % | 0.50 | % | 0.75 | % | N/A | 1.00 | % | 0.50 | % | 0.50 | % | |||||||||||||||||||||
Short Term Bond | 0.80 | % | N/A | 1.55 | % | 0.50 | % | N/A | N/A | N/A | 0.47 | % | 0.55 | % | ||||||||||||||||||||||||
Strategic Income(1) | 1.15 | % | N/A | 1.90 | % | 0.70 | % | N/A | N/A | 1.40 | % | N/A | 0.90 | % |
(1) | For Strategic Income, the total expense limits include the expenses of the underlying investment companies. |
March 31, | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2015 | 2016 | 2017 | Total | ||||||||||||||||
High Yield Bond | $ | 32,202 | $ | — | $ | — | $ | 32,202 | |||||||||||
Short Term Bond | — | 47,690 | 154,487 | 202,177 | |||||||||||||||
Strategic Income | — | 59,959 | 173,603 | 233,562 |
March 31, | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2015 | 2016 | 2017 | Total | ||||||||||||||||
Short Term Bond | |||||||||||||||||||
Class A | $ | — | $ | 15 | $ | 28 | $ | 43 | |||||||||||
Class C | — | 12 | 49 | 61 | |||||||||||||||
Class I | — | — | — | — | |||||||||||||||
Class W | — | 12 | 1 | 13 |
Fund | | Days Utilized | | Approximate Average Daily Balance For Days Utilized | | Approximate Weighted Average Interest Rate For Days Utilized | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
High Yield Bond | 6 | $ | 5,674,000 | 1.06 | % | |||||||||
Intermediate Bond | 4 | 1,543,500 | 1.10 | |||||||||||
Short Term Bond | 14 | 904,000 | 1.09 |
Number of Contracts | Cost | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Balance at 03/31/13 | — | $ | — | |||||||
Options Purchased | 269,319,000 | 2,564,498 | ||||||||
Options Terminated in Closing Sell Transactions | (269,319,000 | ) | (2,564,498 | ) | ||||||
Options Exercised | — | — | ||||||||
Options Expired | — | — | ||||||||
Balance at 03/31/14 | — | $ | — |
Number of Contracts | Premiums Received | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Balance at 03/31/13 | — | $ | — | |||||||
Options Written | 203,217,000 | 2,587,726 | ||||||||
Options Terminated in Closing Purchase Transactions | (203,217,000 | ) | (2,587,726 | ) | ||||||
Options Exercised | — | — | ||||||||
Options Expired | — | — | ||||||||
Balance at 03/31/14 | — | $ | — |
Shares sold | Shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) in shares outstanding | Shares sold | Proceeds from shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) | |||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year or period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | ||||||||||||||||||||||||||||||||
GNMA Income | ||||||||||||||||||||||||||||||||||||||||||
Class A | ||||||||||||||||||||||||||||||||||||||||||
3/31/2014 | 8,800,223 | — | 2,264,762 | (27,506,996 | ) | (16,442,011 | ) | 77,019,414 | — | 19,672,584 | (238,448,450 | ) | (141,756,452 | ) | ||||||||||||||||||||||||||||
3/31/2013 | 22,959,772 | — | 2,837,748 | (19,599,235 | ) | 6,198,285 | 208,072,027 | — | 25,671,309 | (177,126,083 | ) | 56,617,253 | ||||||||||||||||||||||||||||||
Class B | ||||||||||||||||||||||||||||||||||||||||||
3/31/2014 | 308 | — | 2,629 | (91,014 | ) | (88,077 | ) | 2,659 | — | 22,760 | (791,193 | ) | (765,774 | ) | ||||||||||||||||||||||||||||
3/31/2013 | 25,425 | — | 6,944 | (278,591 | ) | (246,222 | ) | 229,886 | — | 62,571 | (2,508,867 | ) | (2,216,410 | ) | ||||||||||||||||||||||||||||
Class C | ||||||||||||||||||||||||||||||||||||||||||
3/31/2014 | 1,250,237 | — | 326,912 | (10,405,348 | ) | (8,828,199 | ) | 10,938,740 | — | 2,829,014 | (89,903,799 | ) | (76,136,045 | ) | ||||||||||||||||||||||||||||
3/31/2013 | 9,382,483 | — | 494,973 | (5,222,493 | ) | 4,654,963 | 84,658,284 | — | 4,454,436 | (46,855,597 | ) | 42,257,123 | ||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||
3/31/2014 | 7,492,601 | — | 527,743 | (15,859,224 | ) | (7,838,880 | ) | 65,560,856 | — | 4,594,743 | (138,050,342 | ) | (67,894,743 | ) | ||||||||||||||||||||||||||||
3/31/2013 | 19,790,108 | — | 744,668 | (13,437,362 | ) | 7,097,414 | 179,723,273 | — | 6,742,644 | (121,416,870 | ) | 65,049,047 | ||||||||||||||||||||||||||||||
Class W | ||||||||||||||||||||||||||||||||||||||||||
3/31/2014 | 2,317,507 | — | 137,229 | (2,815,932 | ) | (361,196 | ) | 20,206,826 | — | 1,194,295 | (24,631,551 | ) | (3,230,430 | ) | ||||||||||||||||||||||||||||
3/31/2013 | 4,163,234 | — | 100,761 | (1,347,304 | ) | 2,916,691 | 37,732,537 | — | 911,796 | (12,174,224 | ) | 26,470,109 | ||||||||||||||||||||||||||||||
High Yield Bond | ||||||||||||||||||||||||||||||||||||||||||
Class A | ||||||||||||||||||||||||||||||||||||||||||
3/31/2014 | 989,822 | — | 415,756 | (2,304,023 | ) | (898,445 | ) | 8,242,849 | — | 3,460,327 | (19,176,452 | ) | (7,473,276 | ) | ||||||||||||||||||||||||||||
3/31/2013 | 1,426,177 | — | 496,119 | (4,257,912 | ) | (2,335,616 | ) | 11,372,823 | — | 3,976,452 | (33,552,864 | ) | (18,203,589 | ) | ||||||||||||||||||||||||||||
Class B | ||||||||||||||||||||||||||||||||||||||||||
3/31/2014 | 1,215 | — | 6,027 | (74,717 | ) | (67,475 | ) | 10,099 | — | 50,088 | (621,179 | ) | (560,992 | ) | ||||||||||||||||||||||||||||
3/31/2013 | 5,451 | — | 10,383 | (124,353 | ) | (108,519 | ) | 43,302 | — | 82,909 | (992,362 | ) | (866,151 | ) | ||||||||||||||||||||||||||||
Class C | ||||||||||||||||||||||||||||||||||||||||||
3/31/2014 | 377,083 | — | 53,081 | (377,668 | ) | 52,496 | 3,140,930 | — | 441,849 | (3,128,825 | ) | 453,954 | ||||||||||||||||||||||||||||||
3/31/2013 | 403,184 | — | 60,098 | (373,763 | ) | 89,519 | 3,216,529 | — | 482,121 | (2,997,927 | ) | 700,723 | ||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||
3/31/2014 | 21,384,279 | — | 1,213,112 | (8,387,192 | ) | 14,210,199 | 179,258,136 | — | 10,078,850 | (69,476,302 | ) | 119,860,684 | ||||||||||||||||||||||||||||||
3/31/2013 | 12,418,089 | — | 485,962 | (3,920,879 | ) | 8,983,172 | 99,058,217 | — | 3,932,628 | (31,146,456 | ) | 71,844,389 | ||||||||||||||||||||||||||||||
Class P | ||||||||||||||||||||||||||||||||||||||||||
6/14/2013(1)–3/31/2014 | 9,317,725 | — | 274,102 | (23,981 | ) | 9,567,846 | 77,424,912 | — | 2,287,149 | (200,000 | ) | 79,512,061 | ||||||||||||||||||||||||||||||
Class R | ||||||||||||||||||||||||||||||||||||||||||
1/30/2014(1)–3/31/2014 | 359 | — | 3 | — | 362 | 3,010 | — | 26 | — | 3,036 | ||||||||||||||||||||||||||||||||
Class W | ||||||||||||||||||||||||||||||||||||||||||
3/31/2014 | 1,725,371 | — | 90,774 | (1,212,751 | ) | 603,394 | 14,360,057 | — | 757,456 | (10,105,878 | ) | 5,011,635 | ||||||||||||||||||||||||||||||
3/31/2013 | 1,707,521 | — | 44,886 | (189,755 | ) | 1,562,652 | 13,888,648 | — | 365,408 | (1,536,841 | ) | 12,717,215 | ||||||||||||||||||||||||||||||
Intermediate Bond | ||||||||||||||||||||||||||||||||||||||||||
Class A | ||||||||||||||||||||||||||||||||||||||||||
3/31/2014 | 31,081,015 | — | 1,115,768 | (8,115,179 | ) | 24,081,604 | 305,616,550 | — | 11,001,050 | (79,923,732 | ) | 236,693,868 | ||||||||||||||||||||||||||||||
3/31/2013 | 7,409,016 | — | 1,303,815 | (8,442,786 | ) | 270,045 | 75,028,898 | — | 13,205,170 | (85,475,570 | ) | 2,758,498 | ||||||||||||||||||||||||||||||
Class B | ||||||||||||||||||||||||||||||||||||||||||
3/31/2014 | 5,764 | — | 2,083 | (125,927 | ) | (118,080 | ) | 57,018 | — | 20,527 | (1,241,880 | ) | (1,164,335 | ) | ||||||||||||||||||||||||||||
3/31/2013 | 23,765 | — | 7,646 | (259,286 | ) | (227,875 | ) | 238,948 | — | 77,277 | (2,617,099 | ) | (2,300,874 | ) | ||||||||||||||||||||||||||||
Class C | ||||||||||||||||||||||||||||||||||||||||||
3/31/2014 | 482,564 | — | 49,205 | (1,350,467 | ) | (818,698 | ) | 4,785,474 | — | 484,843 | (13,281,478 | ) | (8,011,161 | ) | ||||||||||||||||||||||||||||
3/31/2013 | 696,411 | — | 101,527 | (859,123 | ) | (61,185 | ) | 7,030,444 | — | 1,027,082 | (8,669,714 | ) | (612,188 | ) | ||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||
3/31/2014 | 15,039,271 | — | 1,184,159 | (27,790,996 | ) | (11,567,566 | ) | 148,868,623 | — | 11,707,860 | (277,758,535 | ) | (117,182,052 | ) | ||||||||||||||||||||||||||||
3/31/2013 | 52,410,027 | — | 2,495,937 | (35,658,823 | ) | 19,247,141 | 530,735,888 | — | 25,284,291 | (363,409,365 | ) | 192,610,814 | ||||||||||||||||||||||||||||||
Class O | ||||||||||||||||||||||||||||||||||||||||||
3/31/2014 | 298,462 | — | 9,986 | (632,953 | ) | (324,505 | ) | 2,952,729 | — | 98,559 | (6,252,929 | ) | (3,201,641 | ) | ||||||||||||||||||||||||||||
3/31/2013 | 418,771 | — | 17,369 | (605,495 | ) | (169,355 | ) | 4,237,328 | — | 175,920 | (6,116,470 | ) | (1,703,222 | ) | ||||||||||||||||||||||||||||
Class R | ||||||||||||||||||||||||||||||||||||||||||
3/31/2014 | 364,547 | — | 34,187 | (702,865 | ) | (304,131 | ) | 3,618,524 | — | 337,645 | (6,908,808 | ) | (2,952,639 | ) | ||||||||||||||||||||||||||||
3/31/2013 | 608,527 | — | 58,426 | (484,072 | ) | 182,881 | 6,171,243 | — | 592,356 | (4,919,449 | ) | 1,844,150 | ||||||||||||||||||||||||||||||
Class R6 | ||||||||||||||||||||||||||||||||||||||||||
5/31/2013(1)–3/31/2014 | 29,671,565 | — | 565,001 | (5,916,676 | ) | 24,319,890 | 295,403,008 | — | 5,547,628 | (57,849,103 | ) | 243,101,533 | ||||||||||||||||||||||||||||||
Class W | ||||||||||||||||||||||||||||||||||||||||||
3/31/2014 | 18,258,042 | — | 908,752 | (5,739,760 | ) | 13,427,034 | 179,688,871 | — | 8,951,335 | (56,587,894 | ) | 132,052,312 | ||||||||||||||||||||||||||||||
3/31/2013 | 14,469,111 | — | 853,287 | (3,837,998 | ) | 11,484,400 | 145,792,949 | — | 8,632,533 | (38,631,211 | ) | 115,794,271 |
(1) | Commencement of operations. |
Shares sold | Shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) in shares outstanding | Shares sold | Proceeds from shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) | |||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year or period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | ||||||||||||||||||||||||||||||||
Short Term Bond | ||||||||||||||||||||||||||||||||||||||||||
Class A | ||||||||||||||||||||||||||||||||||||||||||
3/31/2014 | 23,505 | — | 133 | (6,784 | ) | 16,854 | 234,529 | — | 1,328 | (67,837 | ) | 168,020 | ||||||||||||||||||||||||||||||
12/19/2012(1)–3/31/2013 | 689 | — | —* | (308 | ) | 381 | 6,888 | — | 1 | (3,083 | ) | 3,806 | ||||||||||||||||||||||||||||||
Class C | ||||||||||||||||||||||||||||||||||||||||||
3/31/2014 | 37,229 | — | 88 | (2,527 | ) | 34,790 | 371,661 | — | 881 | (25,332 | ) | 347,210 | ||||||||||||||||||||||||||||||
12/19/2012(1)–3/31/2013 | 301 | — | — | — | 301 | 3,010 | — | — | — | 3,010 | ||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||
3/31/2014 | 1,119,082 | — | 83,488 | (18,523,291 | ) | (17,320,721 | ) | 11,187,752 | — | 833,208 | (184,826,979 | ) | (172,806,019 | ) | ||||||||||||||||||||||||||||
12/19/2012(1)–3/31/2013 | 18,416,606 | — | 37,320 | (692,108 | ) | 17,761,818 | 184,177,241 | — | 373,394 | (6,926,048 | ) | 177,624,587 | ||||||||||||||||||||||||||||||
Class R6 | ||||||||||||||||||||||||||||||||||||||||||
7/31/2013(1)–3/31/2014 | 19,297,821 | — | 183,050 | (2,567,674 | ) | 16,913,197 | 192,647,134 | — | 1,831,526 | (25,703,872 | ) | 168,774,788 | ||||||||||||||||||||||||||||||
Class W | ||||||||||||||||||||||||||||||||||||||||||
3/31/2014 | — | — | 5 | (1 | ) | 4 | — | — | 48 | (10 | ) | 38 | ||||||||||||||||||||||||||||||
12/19/2012(1)–3/31/2013 | 301 | — | —* | — | 301 | 3,010 | — | 2 | — | 3,012 | ||||||||||||||||||||||||||||||||
Strategic Income | ||||||||||||||||||||||||||||||||||||||||||
Class A | ||||||||||||||||||||||||||||||||||||||||||
3/31/2014 | 33,351 | — | 142 | (2,828 | ) | 30,665 | 329,670 | — | 1,381 | (27,998 | ) | 303,053 | ||||||||||||||||||||||||||||||
11/2/2012(1)–3/31/2013 | 1,154 | — | 7 | (738 | ) | 423 | 11,544 | — | 71 | (7,500 | ) | 4,115 | ||||||||||||||||||||||||||||||
Class C | ||||||||||||||||||||||||||||||||||||||||||
3/31/2014 | 4,822 | — | 97 | (316 | ) | 4,603 | 47,954 | — | 938 | (3,136 | ) | 45,756 | ||||||||||||||||||||||||||||||
11/2/2012(1)–3/31/2013 | 301 | — | 2 | — | 303 | 3,010 | — | 15 | — | 3,025 | ||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||
3/31/2014 | 4,546 | — | 23,226 | (1 | ) | 27,771 | 45,000 | — | 226,223 | (1 | ) | 271,222 | ||||||||||||||||||||||||||||||
11/2/2012(1)–3/31/2013 | 498,801 | — | 3,248 | — | 502,049 | 4,988,029 | — | 32,871 | — | 5,020,900 | ||||||||||||||||||||||||||||||||
Class R | ||||||||||||||||||||||||||||||||||||||||||
3/31/2014 | — | — | 12 | (1 | ) | 11 | — | — | 118 | (10 | ) | 108 | ||||||||||||||||||||||||||||||
11/2/2012(1)–3/31/2013 | 301 | — | 2 | — | 303 | 3,010 | — | 17 | — | 3,027 | ||||||||||||||||||||||||||||||||
Class W | ||||||||||||||||||||||||||||||||||||||||||
3/31/2014 | 3,521 | — | 28 | (3,536 | ) | 13 | 35,237 | — | 272 | (35,585 | ) | (76 | ) | |||||||||||||||||||||||||||||
11/2/2012(1)–3/31/2013 | 301 | — | 2 | — | 303 | 3,010 | — | 20 | — | 3,030 |
(1) | Commencement of operations. |
* | Share amount is less than 0.500 |
Fund | Security | Fair Value | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Intermediate Bond | Greater Ohio Ethanol, LLC, 6.301%, due 12/31/13 | $ | — |
Paid-in Capital | Undistributed Net Investment Income | Accumulated Net Realized Gains/(Losses) | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
GNMA Income | $ | (187,182 | ) | $ | 9,070,283 | $ | (8,883,101 | ) | ||||||
High Yield Bond | (190,189 | ) | 190,104 | 85 |
Paid-in Capital | Undistributed Net Investment Income | Accumulated Net Realized Gains/(Losses) | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Intermediate Bond | $ | — | $ | (1,223,130 | ) | $ | 1,223,130 | |||||||
Short Term Bond | — | 532,750 | (532,750 | ) | ||||||||||
Strategic Income | — | 16,228 | (16,228 | ) |
Year Ended March 31, 2014 | Year Ended March 31, 2013 | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Ordinary Income | Ordinary Income | Long-term Capital Gains | Return of Capital | ||||||||||||||||
GNMA Income | $ | 32,523,403 | $ | 39,541,176 | $ | 2,141,445 | $ | 2,894,077 | |||||||||||
High Yield Bond | 18,474,954 | 10,532,277 | — | — | |||||||||||||||
Intermediate Bond | 40,695,991 | 53,584,816 | — | — | |||||||||||||||
Short Term Bond | 2,673,924 | 373,397 | — | — | |||||||||||||||
Strategic Income | 229,556 | 32,994 | — | — |
Capital Loss Carryforwards | |||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Undistributed Ordinary Income | Post-October Capital Losses Deferred | Unrealized Appreciation/ (Depreciation) | Amount | Character | Expiration | ||||||||||||||||||||||
GNMA Income | $ | 3,461,438 | $ | (125,061 | ) | $ | 4,608,234 | $ | (18,668,461 | ) | ST | None | |||||||||||||||
High Yield Bond | — | — | 17,277,268 | (11,635,451 | ) | ST | 2015 | ||||||||||||||||||||
(9,006,267 | ) | ST | 2017 | ||||||||||||||||||||||||
(14,980,165 | ) | ST | 2018 | ||||||||||||||||||||||||
$ | (35,621,883 | ) | |||||||||||||||||||||||||
Intermediate Bond | 5,943,353 | (789,710 | ) | 19,775,585 | (129,620,820 | ) | ST | 2018 | |||||||||||||||||||
(9,457,190 | ) | ST | None | ||||||||||||||||||||||||
$ | (139,078,010 | ) | |||||||||||||||||||||||||
Short Term Bond | 44,172 | — | 496,872 | (211,832 | ) | ST | None | ||||||||||||||||||||
Strategic Income | 59,345 | (38,792 | ) | 67,441 | (78,634 | ) | ST | None | |||||||||||||||||||
(35,848 | ) | LT | None | ||||||||||||||||||||||||
$ | (114,482 | ) |
Intermediate Bond | | | | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Counterparty | | Securities Loaned at Value | | Cash Collateral Received(1) | | Net Amount | ||||||||
Citigroup Global Markets | $ | 3,852,789 | $ | (3,852,789 | ) | $ | — | |||||||
Credit Suisse Securities USA LLC | 332,812 | (332,812 | ) | — | ||||||||||
First Clearing | 423,750 | (423,750 | ) | — | ||||||||||
Goldman Sachs International | 542,380 | (542,380 | ) | — | ||||||||||
JPMorgan Clearing Corp. | 2,353,671 | (2,353,671 | ) | — | ||||||||||
JPMorgan Securities LLC | 2,233,934 | (2,233,934 | ) | — | ||||||||||
RBC Capital Markets LLC | 2,476,121 | (2,476,121 | ) | — | ||||||||||
UBS AG | 497,896 | (497,896 | ) | — | ||||||||||
Total | $ | 12,713,353 | $ | (12,713,353 | ) | $ | — |
(1) | Collateral with a fair value of $13,023,678 has been received in connection with the above securities lending transactions. Excess collateral received from the individual counterparty is not shown for financial reporting purposes. |
Short Term Bond | | | | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Counterparty | | Securities Loaned at Value | | Cash Collateral Received(1) | | Net Amount | ||||||||
JPMorgan Clearing Corp. | $ | 319,196 | $ | (319,196 | ) | $ | — | |||||||
RBC Capital Markets LLC | 490,513 | (490,513 | ) | — | ||||||||||
Total | $ | 809,709 | $ | (809,709 | ) | $ | — |
(1) | Collateral with a fair value of $832,742 has been received in connection with the above securities lending transactions. Excess collateral received from the individual counterparty is not shown for financial reporting purposes. |
Per Share Amount | Payable Date | Record Date | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
GNMA Income | ||||||||||||||
Class A | $ | 0.0247 | April 2, 2014 | March 31, 2014 | ||||||||||
Class B | $ | 0.0182 | April 2, 2014 | March 31, 2014 | ||||||||||
Class C | $ | 0.0185 | April 2, 2014 | March 31, 2014 | ||||||||||
Class I | $ | 0.0288 | April 2, 2014 | March 31, 2014 | ||||||||||
Class W | $ | 0.0270 | April 2, 2014 | March 31, 2014 | ||||||||||
Class A | $ | 0.0247 | May 2, 2014 | April 30, 2014 | ||||||||||
Class B | $ | 0.0194 | May 2, 2014 | April 30, 2014 | ||||||||||
Class C | $ | 0.0193 | May 2, 2014 | April 30, 2014 | ||||||||||
Class I | $ | 0.0265 | May 2, 2014 | April 30, 2014 | ||||||||||
Class W | $ | 0.0265 | May 2, 2014 | April 30, 2014 | ||||||||||
High Yield Bond | ||||||||||||||
Class A | $ | 0.0346 | May 1, 2014 | Daily | ||||||||||
Class B | $ | 0.0270 | May 1, 2014 | Daily | ||||||||||
Class C | $ | 0.0287 | May 1, 2014 | Daily | ||||||||||
Class I | $ | 0.0390 | May 1, 2014 | Daily | ||||||||||
Class P | $ | 0.0432 | May 1, 2014 | Daily | ||||||||||
Class R | $ | 0.0350 | May 1, 2014 | Daily | ||||||||||
Class W | $ | 0.0371 | May 1, 2014 | Daily | ||||||||||
Intermediate Bond | ||||||||||||||
Class A | $ | 0.0241 | May 1, 2014 | Daily | ||||||||||
Class B | $ | 0.0180 | May 1, 2014 | Daily | ||||||||||
Class C | $ | 0.0180 | May 1, 2014 | Daily | ||||||||||
Class I | $ | 0.0271 | May 1, 2014 | Daily | ||||||||||
Class O | $ | 0.0241 | May 1, 2014 | Daily | ||||||||||
Class R | $ | 0.0222 | May 1, 2014 | Daily | ||||||||||
Class R6 | $ | 0.0271 | May 1, 2014 | Daily | ||||||||||
Class W | $ | 0.0261 | May 1, 2014 | Daily | ||||||||||
Short Term Bond | ||||||||||||||
Class A | $ | 0.0135 | May 1, 2014 | Daily | ||||||||||
Class C | $ | 0.0072 | May 1, 2014 | Daily | ||||||||||
Class I | $ | 0.0161 | May 1, 2014 | Daily | ||||||||||
Class R6 | $ | 0.0161 | May 1, 2014 | Daily | ||||||||||
Class W | $ | 0.0157 | May 1, 2014 | Daily |
VOYA GNMA INCOME FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COLLATERALIZED MORTGAGE OBLIGATIONS: 0.1% | |||||||||||||||||||
1,007,127 | Vendee Mortgage Trust, 3.750%, 10/15/41 | $ | 944,317 | 0.1 | |||||||||||||||
Total Collateralized Mortgage Obligations (Cost $1,073,587) | 944,317 | 0.1 | |||||||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 108.2% | |||||||||||||||||||
Federal Home Loan Mortgage Corporation: 3.0%## | |||||||||||||||||||
13,987,350 | ˆ | 0.500%, due 07/15/36 | 246,793 | 0.0 | |||||||||||||||
4,836,204 | ˆ | 4.500%, due 12/15/40 | 908,830 | 0.1 | |||||||||||||||
1,585,278 | ˆ | 5.500%, due 09/15/35 | 300,683 | 0.1 | |||||||||||||||
2,651,965 | ˆ | 5.945%, due 06/15/40 | 251,198 | 0.0 | |||||||||||||||
8,763,863 | 6.000%, due 04/15/36 | 9,800,733 | 1.2 | ||||||||||||||||
723,600 | ˆ | 7.846%, due 10/25/23 | 143,804 | 0.0 | |||||||||||||||
3,194,900 | 27.980%, due 04/15/32 | 4,229,399 | 0.5 | ||||||||||||||||
7,830,351 | 5.000%–21.402%, due 12/01/14–05/01/38 | 8,994,761 | 1.1 | ||||||||||||||||
24,876,201 | 3.0 | ||||||||||||||||||
Federal National Mortgage Association: 17.8%## | |||||||||||||||||||
7,915,942 | ˆ | 3.000%, due 01/25/33 | 1,208,755 | 0.2 | |||||||||||||||
46,140,000 | W | 3.000%, due 05/01/43 | 44,416,957 | 5.4 | |||||||||||||||
9,525,752 | 3.000%, due 05/01/43 | 9,223,930 | 1.1 | ||||||||||||||||
5,224,558 | 3.500%, due 06/25/41 | 5,101,225 | 0.6 | ||||||||||||||||
8,483,771 | ˆ | 4.000%, due 05/25/42 | 1,744,597 | 0.2 | |||||||||||||||
19,029,363 | 4.000%, due 03/15/43 | 20,048,073 | 2.5 | ||||||||||||||||
10,726,870 | 4.500%, due 09/01/41 | 11,464,136 | 1.4 | ||||||||||||||||
5,883,655 | 4.500%, due 09/01/41 | 6,288,046 | 0.8 | ||||||||||||||||
12,945,283 | W | 4.604%, due 11/25/33 | 13,163,871 | 1.6 | |||||||||||||||
8,132,125 | ˆ | 6.096%, due 06/25/42 | 1,507,671 | 0.2 | |||||||||||||||
3,348,291 | 16.489%, due 05/25/35 | 4,268,985 | 0.5 | ||||||||||||||||
25,275,658 | 3.500%–8.574%, due 06/01/14–01/25/44 | 27,227,420 | 3.3 | ||||||||||||||||
145,663,666 | 17.8 | ||||||||||||||||||
Government National Mortgage Association: 87.4% | |||||||||||||||||||
26,936,915 | ˆ | 0.222%, due 01/16/50 | 611,880 | 0.1 | |||||||||||||||
34,627,208 | ˆ | 0.250%, due 06/20/36 | 309,006 | 0.0 | |||||||||||||||
2,225,650 | ˆ | 0.341%, due 02/16/48 | 28,438 | 0.0 | |||||||||||||||
27,279,001 | ˆ | 0.467%, due 11/16/46 | 553,745 | 0.1 | |||||||||||||||
9,771,142 | 0.559%, due 02/20/62 | 9,748,903 | 1.2 | ||||||||||||||||
9,061,424 | 0.560%, due 04/20/63 | 9,013,027 | 1.1 | ||||||||||||||||
64,280,063 | ˆ | 0.575%, due 01/16/51 | 1,946,002 | 0.2 | |||||||||||||||
1,222,587 | ˆ | 1.000%, due 06/16/37 | 37,169 | 0.0 | |||||||||||||||
46,948,838 | ˆ | 1.029%, due 02/16/44 | 2,297,371 | 0.3 | |||||||||||||||
40,413,145 | ˆ | 1.060%, due 06/16/52 | 2,779,608 | 0.3 | |||||||||||||||
8,395,425 | 1.197%, due 03/20/39 | 8,558,392 | 1.0 | ||||||||||||||||
9,260,369 | ˆ | 1.260%, due 10/16/52 | 671,566 | 0.1 | |||||||||||||||
36,865,662 | ˆ | 1.506%, due 10/16/53 | 2,944,855 | 0.4 | |||||||||||||||
1,900,000 | ˆ | 2.500%, due 11/20/43 | 601,544 | 0.1 | |||||||||||||||
28,900,000 | 3.000%, due 04/01/43 | 28,425,858 | 3.5 | ||||||||||||||||
5,785,506 | 3.201%, due 05/20/41 | 6,178,666 | 0.8 | ||||||||||||||||
119,400,000 | 3.500%, due 12/20/41 | 121,881,275 | 14.9 | ||||||||||||||||
12,414,884 | 3.500%, due 05/20/43 | 12,691,382 | 1.5 | ||||||||||||||||
18,053,618 | 3.750%, due 05/20/42 | 18,460,884 | 2.3 | ||||||||||||||||
17,114,260 | 3.750%, due 05/20/42 | 17,498,722 | 2.1 | ||||||||||||||||
5,089,018 | ˆ | 4.000%, due 04/20/38 | 676,493 | 0.1 | |||||||||||||||
3,038,615 | ˆ | 4.000%, due 08/20/39 | 967,339 | 0.1 | |||||||||||||||
10,163,698 | 4.000%, due 09/20/40 | 10,616,969 | 1.3 | ||||||||||||||||
4,628,246 | ˆ | 4.000%, due 04/20/41 | 839,919 | 0.1 | |||||||||||||||
12,082,022 | 4.000%, due 07/20/41 | 12,761,997 | 1.6 | ||||||||||||||||
2,367,245 | ˆ | 4.000%, due 03/20/42 | 393,144 | 0.0 | |||||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | |||||||||||||||||||
Government National Mortgage Association: (continued) | |||||||||||||||||||
3,913,337 | 4.000%, due 10/20/42 | $ | 4,119,110 | 0.5 | |||||||||||||||
8,880,963 | 4.000%, due 07/20/43 | 9,349,246 | 1.1 | ||||||||||||||||
5,602,448 | ˆ | 4.500%, due 08/20/33 | 119,984 | 0.0 | |||||||||||||||
1,198,316 | ˆ | 4.500%, due 02/20/35 | 49,412 | 0.0 | |||||||||||||||
1,174,649 | ˆ | 4.500%, due 02/20/36 | 78,327 | 0.0 | |||||||||||||||
505,628 | ˆ | 4.500%, due 12/20/37 | 59,465 | 0.0 | |||||||||||||||
2,023,041 | ˆ | 4.500%, due 02/20/38 | 45,188 | 0.0 | |||||||||||||||
3,091,603 | ˆ | 4.500%, due 04/20/39 | 501,515 | 0.1 | |||||||||||||||
11,182,139 | 4.500%, due 05/16/39 | 12,157,238 | 1.5 | ||||||||||||||||
4,761,000 | 4.500%, due 05/20/39 | 5,111,721 | 0.6 | ||||||||||||||||
8,945,711 | 4.500%, due 05/20/39 | 9,668,650 | 1.2 | ||||||||||||||||
7,335,667 | 4.500%, due 02/15/40 | 7,945,734 | 1.0 | ||||||||||||||||
6,200,000 | 4.500%, due 04/01/40 | 6,685,344 | 0.8 | ||||||||||||||||
4,989,359 | 4.500%, due 09/20/41 | 5,380,978 | 0.7 | ||||||||||||||||
19,044,650 | ˆ | 4.500%, due 12/16/42 | 3,890,696 | 0.5 | |||||||||||||||
11,595,342 | 4.660%, due 09/20/61 | 12,930,412 | 1.6 | ||||||||||||||||
4,465,756 | 4.861%, due 06/20/61 | 4,901,194 | 0.6 | ||||||||||||||||
4,701,374 | 4.875%, due 01/20/35 | 5,101,083 | 0.6 | ||||||||||||||||
3,933,778 | 4.875%, due 06/20/35 | 4,268,690 | 0.5 | ||||||||||||||||
3,786,907 | 5.000%, due 04/20/30 | 4,079,407 | 0.5 | ||||||||||||||||
5,279,215 | 5.000%, due 10/20/34 | 5,817,954 | 0.7 | ||||||||||||||||
4,970,973 | ˆ | 5.000%, due 05/20/35 | 132,672 | 0.0 | |||||||||||||||
569,312 | ˆ | 5.000%, due 09/16/35 | 30,263 | 0.0 | |||||||||||||||
4,845,316 | ˆ | 5.000%, due 01/20/38 | 674,647 | 0.1 | |||||||||||||||
2,423,534 | ˆ | 5.000%, due 07/16/39 | 436,706 | 0.1 | |||||||||||||||
3,741,011 | 5.000%, due 11/15/39 | 4,126,122 | 0.5 | ||||||||||||||||
9,569,703 | ˆ | 5.000%, due 03/20/40 | 1,787,746 | 0.2 | |||||||||||||||
39,121,657 | 5.000%, due 05/20/40 | 43,069,853 | 5.3 | ||||||||||||||||
1,371,999 | ˆ | 5.000%, due 05/20/41 | 307,102 | 0.0 | |||||||||||||||
3,774,860 | 5.125%, due 10/20/35 | 4,076,672 | 0.5 | ||||||||||||||||
8,100,000 | 5.250%, due 01/20/38 | 8,880,771 | 1.1 | ||||||||||||||||
3,710,951 | 5.500%, due 02/20/33 | 4,034,924 | 0.5 | ||||||||||||||||
140,977 | ˆ | 5.500%, due 11/20/33 | 394 | 0.0 | |||||||||||||||
4,535,420 | 5.500%, due 03/16/34 | 5,144,380 | 0.6 | ||||||||||||||||
10,259,231 | 5.500%, due 12/16/35 | 11,546,164 | 1.4 | ||||||||||||||||
4,266,196 | 5.500%, due 10/20/37 | 4,773,737 | 0.6 | ||||||||||||||||
4,865,179 | 5.500%, due 11/20/37 | 5,375,016 | 0.7 | ||||||||||||||||
10,937,721 | 5.500%, due 01/15/39 | 12,498,872 | 1.5 | ||||||||||||||||
938,050 | ˆ | 5.500%, due 09/16/40 | 149,739 | 0.0 | |||||||||||||||
7,494,528 | 5.750%, due 07/20/38 | 8,148,789 | 1.0 | ||||||||||||||||
10,491,691 | ˆ | 5.843%, due 09/20/38 | 1,423,367 | 0.2 | |||||||||||||||
11,903,299 | ˆ | 5.843%, due 12/20/40 | 2,021,234 | 0.2 | |||||||||||||||
5,516,293 | ˆ | 5.893%, due 12/20/40 | 1,031,148 | 0.1 | |||||||||||||||
5,056,794 | ˆ | 5.943%, due 05/20/32 | 639,289 | 0.1 | |||||||||||||||
5,365,493 | 5.950%, due 02/15/44 | 5,621,342 | 0.7 | ||||||||||||||||
3,990,785 | ˆ | 5.995%, due 09/16/39 | 624,350 | 0.1 | |||||||||||||||
1,181,401 | ˆ | 6.000%, due 01/20/34 | 246,879 | 0.0 | |||||||||||||||
7,610,000 | 6.000%, due 07/20/37 | 8,543,009 | 1.0 | ||||||||||||||||
3,800,417 | 6.000%, due 10/20/37 | 4,350,744 | 0.5 | ||||||||||||||||
2,123,551 | ˆ | 6.000%, due 01/16/40 | 885,909 | 0.1 | |||||||||||||||
20,742,640 | ˆ | 6.195%, due 04/16/39 | 2,834,737 | 0.3 | |||||||||||||||
8,433,718 | ˆ | 6.343%, due 09/20/37 | 1,474,555 | 0.2 | |||||||||||||||
9,137,516 | ˆ | 6.343%, due 09/20/38 | 1,282,592 | 0.2 | |||||||||||||||
4,258,628 | ˆ | 6.345%, due 05/16/38 | 728,396 | 0.1 | |||||||||||||||
4,051,605 | ˆ | 6.495%, due 09/16/40 | 743,297 | 0.1 | |||||||||||||||
3,395,882 | ˆ | 6.615%, due 02/16/35 | 590,530 | 0.1 | |||||||||||||||
3,079,152 | ˆ | 7.345%, due 05/16/31 | 597,511 | 0.1 | |||||||||||||||
1,654,805 | ˆ | 7.445%, due 10/16/29 | 361,328 | 0.0 | |||||||||||||||
4,947,236 | ˆ | 7.500%, due 04/16/37 | 1,504,918 | 0.2 |
VOYA GNMA INCOME FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | |||||||||||||||||||
Government National Mortgage Association: (continued) | |||||||||||||||||||
174,916,525 | 0.377%–24.732%, due 05/15/16–07/20/62 | $ | 190,800,504 | 23.3 | |||||||||||||||
715,255,710 | 87.4 | ||||||||||||||||||
Total U.S. Government Agency Obligations (Cost $879,337,417) | 885,795,577 | 108.2 | |||||||||||||||||
U.S. TREASURY OBLIGATIONS: 0.7% | |||||||||||||||||||
U.S. Treasury Bonds: 0.7% | |||||||||||||||||||
5,625,000 | 3.750%, due 11/15/43 | 5,824,513 | 0.7 | ||||||||||||||||
Total U.S. Treasury Obligations (Cost $5,696,654) | 5,824,513 | 0.7 | |||||||||||||||||
Total Investments in Securities (Cost $886,107,658) | $ | 892,564,407 | 109.0 | ||||||||||||||||
Liabilities in Excess of Other Assets | (73,762,351 | ) | (9.0 | ) | |||||||||||||||
Net Assets | $ | 818,802,056 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
## | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
W | Settlement is on a when-issued or delayed-delivery basis. |
ˆ | Interest only securities represent the right to receive the monthly interest payments on an underlying pool of mortgage loans. Principal amount shown represents the notional amount on which current interest is calculated. Payments of principal on the pool reduce the value of the interest only security. |
Cost for federal income tax purposes is $887,828,315. |
Net unrealized appreciation consists of: |
Gross Unrealized Appreciation | $ | 12,171,800 | ||||
Gross Unrealized Depreciation | (7,435,708 | ) | ||||
Net Unrealized Appreciation | $ | 4,736,092 |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at March 31, 2014 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Collateralized Mortgage Obligations | $ | — | $ | 944,317 | $ | — | $ | 944,317 | ||||||||||
U.S. Government Agency Obligations | — | 885,795,577 | — | 885,795,577 | ||||||||||||||
U.S. Treasury Obligations | — | 5,824,513 | — | 5,824,513 | ||||||||||||||
Total Investments, at fair value | $ | — | $ | 892,564,407 | $ | — | $ | 892,564,407 | ||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Futures | 470,119 | — | — | 470,119 | ||||||||||||||
Total Assets | $ | 470,119 | $ | 892,564,407 | $ | — | $ | 893,034,526 | ||||||||||
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Futures | $ | (250,476 | ) | $ | — | $ | — | $ | (250,476 | ) | ||||||||
Total Liabilities | $ | (250,476 | ) | $ | — | $ | — | $ | (250,476 | ) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
+ | Other Financial Instruments are derivatives not reflected in the Portfolio of Investments and may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are valued at the unrealized gain (loss) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. |
VOYA GNMA INCOME FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Contract Description | Number of Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Short Contracts | ||||||||||||||||||
U.S. Treasury 10-Year Note | (463 | ) | 06/30/14 | $ | (57,180,500 | ) | $ | 400,576 | ||||||||||
U.S. Treasury 5-Year Note | (94 | ) | 06/30/14 | (11,181,594 | ) | 69,543 | ||||||||||||
U.S. Treasury Long Bond | (271 | ) | 06/19/14 | (36,102,281 | ) | (241,814 | ) | |||||||||||
U.S. Treasury Ultra Long Bond | (90 | ) | 06/19/14 | (13,002,188 | ) | (8,662 | ) | |||||||||||
$ | (117,466,563 | ) | $ | 219,643 |
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Asset Derivatives | ||||||||||
Interest rate contracts | Net Assets — Unrealized appreciation* | $ | 470,119 | |||||||
Total Asset Derivatives | $ | 470,119 | ||||||||
Liability Derivatives | ||||||||||
Interest rate contracts | Net Assets — Unrealized depreciation* | $ | 250,476 | |||||||
Total Liability Derivatives | $ | 250,476 |
* | Includes cumulative appreciation/depreciation of futures contracts as reported in the table following the Summary Portfolio of Investments. |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Futures | |||||||||
Interest rate contracts | $ | 5,386,486 | ||||||||
Total | $ | 5,386,486 |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Futures | |||||||||
Interest rate contracts | $ | 811,557 | ||||||||
Total | $ | 811,557 |
VOYA HIGH YIELD BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: 94.9% | |||||||||||||||||||
Basic Materials: 6.7% | |||||||||||||||||||
2,500,000 | ArcelorMittal, 6.000%, 03/01/21 | $ | 2,678,125 | 0.6 | |||||||||||||||
942,000 | ArcelorMittal, 6.125%, 06/01/18 | 1,036,200 | 0.3 | ||||||||||||||||
250,000 | # | FMG Resources August 2006 Pty Ltd., 6.000%, 04/01/17 | 263,906 | 0.0 | |||||||||||||||
2,250,000 | # | FMG Resources August 2006 Pty Ltd., 6.875%, 04/01/22 | 2,432,813 | 0.6 | |||||||||||||||
750,000 | # | FMG Resources August 2006 Pty Ltd., 8.250%, 11/01/19 | 827,812 | 0.2 | |||||||||||||||
2,050,000 | Huntsman International LLC, 4.875%, 11/15/20 | 2,073,063 | 0.5 | ||||||||||||||||
1,750,000 | # | INEOS Group Holdings SA, 6.125%, 08/15/18 | 1,822,188 | 0.4 | |||||||||||||||
2,000,000 | Momentive Performance Materials, Inc., 8.875%, 10/15/20 | 2,177,500 | 0.5 | ||||||||||||||||
1,000,000 | # | Neenah Paper, Inc., 5.250%, 05/15/21 | 1,000,000 | 0.2 | |||||||||||||||
1,000,000 | #, & | Orion Engineered Carbons Finance & Co. SCA, 9.250%, 08/01/19 | 1,042,500 | 0.3 | |||||||||||||||
1,250,000 | # | PQ Corp., 8.750%, 05/01/18 | 1,368,750 | 0.3 | |||||||||||||||
1,500,000 | # | Prince Mineral Holding Corp., 11.500%, 12/15/19 | 1,691,250 | 0.4 | |||||||||||||||
307,000 | # | Rain CII Carbon, LLC / CII Carbon Corp., 8.000%, 12/01/18 | 322,350 | 0.1 | |||||||||||||||
500,000 | # | Rain CII Carbon, LLC / CII Carbon Corp., 8.250%, 01/15/21 | 517,500 | 0.1 | |||||||||||||||
1,110,000 | # | SPCM SA, 6.000%, 01/15/22 | 1,182,150 | 0.3 | |||||||||||||||
1,500,000 | # | Unifrax I LLC / Unifrax Holding Co., 7.500%, 02/15/19 | 1,597,500 | 0.4 | |||||||||||||||
1,940,000 | # | US Coatings Acquisition, Inc. / Axalta Coating Systems Dutch Holding B BV, 7.375%, 05/01/21 | 2,119,450 | 0.5 | |||||||||||||||
3,865,000 | Other Securities | 4,021,831 | 1.0 | ||||||||||||||||
28,174,888 | 6.7 | ||||||||||||||||||
Communications: 16.7% | |||||||||||||||||||
500,000 | # | Alcatel-Lucent USA, Inc., 4.625%, 07/01/17 | 516,250 | 0.1 | |||||||||||||||
1,000,000 | # | Alcatel-Lucent USA, Inc., 6.750%, 11/15/20 | 1,062,500 | 0.3 | |||||||||||||||
1,000,000 | # | Altice Financing SA, 6.500%, 01/15/22 | 1,057,500 | 0.2 | |||||||||||||||
1,000,000 | # | Altice Finco SA, 8.125%, 01/15/24 | 1,082,500 | 0.3 | |||||||||||||||
34,781 | # | American Media, Inc., 13.500%, 06/15/18 | 37,737 | 0.0 | |||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Communications: (continued) | |||||||||||||||||||
665,000 | # | Block Communications, Inc., 7.250%, 02/01/20 | $ | 711,550 | 0.2 | ||||||||||||||
200,000 | # | CBS Outdoor Americas Capital LLC / CBS Outdoor Americas Capital Corp., 5.250%, 02/15/22 | 205,500 | 0.1 | |||||||||||||||
200,000 | # | CBS Outdoor Americas Capital LLC / CBS Outdoor Americas Capital Corp., 5.625%, 02/15/24 | 205,500 | 0.0 | |||||||||||||||
2,000,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 09/01/23 | 1,995,000 | 0.5 | ||||||||||||||||
460,000 | CCO Holdings, LLC / CCO Holdings Capital Corp., 7.250%, 10/30/17 | 488,175 | 0.1 | ||||||||||||||||
1,400,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.250%–6.500%, 03/15/21–04/30/21 | 1,450,812 | 0.3 | ||||||||||||||||
2,050,000 | CenturyLink, Inc., 5.625%, 04/01/20 | 2,165,312 | 0.5 | ||||||||||||||||
1,750,000 | # | Cequel Communications Holdings I LLC / Cequel Capital Corp., 5.125%, 12/15/21 | 1,741,250 | 0.4 | |||||||||||||||
500,000 | # | Cequel Communications Holdings I, LLC / Cequel Capital Corp., 6.375%, 09/15/20 | 525,000 | 0.1 | |||||||||||||||
1,530,000 | Clear Channel Worldwide Holdings, Inc., 7.625%, 03/15/20 | 1,660,050 | 0.4 | ||||||||||||||||
1,105,000 | Clear Channel Worldwide Holdings, Inc., 6.500%–7.625%, 03/15/20–11/15/22 | 1,184,863 | 0.3 | ||||||||||||||||
1,500,000 | #, & | CommScope Holding Co., Inc., 6.625%, 06/01/20 | 1,593,750 | 0.4 | |||||||||||||||
4,920,000 | DISH DBS Corp., 5.000%–7.875%, 09/01/19–03/15/23 | 5,274,075 | 1.2 | ||||||||||||||||
1,750,000 | # | Gannett Co., Inc., 6.375%, 10/15/23 | 1,861,563 | 0.4 | |||||||||||||||
825,000 | # | Harron Communications L.P./Harron Finance Corp., 9.125%, 04/01/20 | 936,375 | 0.2 | |||||||||||||||
500,000 | # | Intelsat Jackson Holdings SA, 5.500%, 08/01/23 | 491,875 | 0.1 | |||||||||||||||
2,000,000 | # | Intelsat Luxembourg SA, 7.750%, 06/01/21 | 2,112,500 | 0.5 | |||||||||||||||
1,607,000 | LIN Television Corp., 6.375%, 01/15/21 | 1,711,455 | 0.4 | ||||||||||||||||
1,250,000 | # | Midcontinent Communications & Midcontinent Finance Corp., 6.250%, 08/01/21 | 1,306,250 | 0.3 | |||||||||||||||
1,000,000 | # | Netflix, Inc., 5.750%, 03/01/24 | 1,040,000 | 0.2 |
VOYA HIGH YIELD BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Communications: (continued) | |||||||||||||||||||
1,000,000 | # | Sable International Finance Ltd., 8.750%, 02/01/20 | $ | 1,132,500 | 0.3 | ||||||||||||||
1,650,000 | Sinclair Television Group, Inc., 6.125%, 10/01/22 | 1,678,875 | 0.4 | ||||||||||||||||
3,060,000 | # | Sirius XM Radio, Inc., 5.750%, 08/01/21 | 3,197,700 | 0.8 | |||||||||||||||
1,500,000 | # | Softbank Corp., 4.500%, 04/15/20 | 1,500,000 | 0.4 | |||||||||||||||
1,400,000 | Sprint Capital Corp., 6.875%, 11/15/28 | 1,365,000 | 0.3 | ||||||||||||||||
1,000,000 | # | Sprint Corp., 7.125%, 06/15/24 | 1,052,500 | 0.3 | |||||||||||||||
2,000,000 | # | Sprint Corp., 7.250%, 09/15/21 | 2,187,500 | 0.5 | |||||||||||||||
1,000,000 | # | Sprint Corp., 7.875%, 09/15/23 | 1,102,500 | 0.3 | |||||||||||||||
500,000 | Sprint Nextel Corp., 6.000%, 11/15/22 | 511,875 | 0.1 | ||||||||||||||||
665,000 | # | Sprint Nextel Corp., 9.000%, 11/15/18 | 814,625 | 0.2 | |||||||||||||||
750,000 | # | Telesat Canada, 6.000%, 05/15/17 | 778,125 | 0.2 | |||||||||||||||
4,230,000 | T-Mobile USA, Inc., 5.250%–6.836%, 09/01/18–04/28/23 | 4,511,338 | 1.1 | ||||||||||||||||
500,000 | # | Wind Acquisition Finance S.A., 7.250%, 02/15/18 | 528,750 | 0.1 | |||||||||||||||
200,000 | # | Wind Acquisition Finance S.A., 7.250%, 02/15/18 | 212,000 | 0.1 | |||||||||||||||
500,000 | # | Wind Acquisition Finance S.A., 11.750%, 07/15/17 | 527,500 | 0.1 | |||||||||||||||
1,093,750 | #, & | Wind Acquisition Holdings Finance SA, 12.250%, 07/15/17 | 1,151,172 | 0.3 | |||||||||||||||
14,548,024 | Other Securities | 15,722,923 | 3.7 | ||||||||||||||||
70,392,225 | 16.7 | ||||||||||||||||||
Consumer, Cyclical: 14.2% | |||||||||||||||||||
400,000 | # | Allegion US Holding Co., Inc., 5.750%, 10/01/21 | 423,000 | 0.1 | |||||||||||||||
500,000 | # | AMC Entertainment, Inc., 5.875%, 02/15/22 | 510,000 | 0.1 | |||||||||||||||
1,000,000 | # | Ashton Woods USA LLC, 6.875%, 02/15/21 | 1,002,500 | 0.2 | |||||||||||||||
1,500,000 | # | Building Materials Holding Corp., 9.000%, 09/15/18 | 1,661,250 | 0.4 | |||||||||||||||
144,000 | #, & | Burlington Holdings LLC / Burlington Holding Finance, Inc., 9.000%, 02/15/18 | 147,960 | 0.0 | |||||||||||||||
1,500,000 | # | Caesars Entertainment Resort Properties LLC, 11.000%, 10/01/21 | 1,582,500 | 0.4 | |||||||||||||||
1,535,000 | # | Carlson Wagonlit BV, 6.875%, 06/15/19 | 1,646,287 | 0.4 | |||||||||||||||
1,400,000 | # | CDR DB Sub, Inc., 7.750%, 10/15/20 | 1,351,000 | 0.3 | |||||||||||||||
1,000,000 | # | Chrysler Group LLC / CG Co-Issuer, Inc., 8.250%, 06/15/21 | 1,136,250 | 0.3 | |||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Consumer, Cyclical: (continued) | |||||||||||||||||||
1,500,000 | # | DreamWorks Animation SKG, Inc., 6.875%, 08/15/20 | $ | 1,631,250 | 0.4 | ||||||||||||||
830,000 | # | General Motors Co., 3.500%, 10/02/18 | 849,712 | 0.2 | |||||||||||||||
120,000 | # | GLP Capital L.P. / GLP Financing II, Inc., 4.375%, 11/01/18 | 123,450 | 0.0 | |||||||||||||||
460,000 | # | GLP Capital L.P. / GLP Financing II, Inc., 4.875%, 11/01/20 | 473,225 | 0.1 | |||||||||||||||
290,000 | # | GLP Capital L.P. / GLP Financing II, Inc., 5.375%, 11/01/23 | 299,425 | 0.1 | |||||||||||||||
1,440,000 | # | Hot Topic, Inc., 9.250%, 06/15/21 | 1,562,400 | 0.4 | |||||||||||||||
500,000 | # | K Hovnanian Enterprises, Inc., 7.000%, 01/15/19 | 514,062 | 0.1 | |||||||||||||||
400,000 | # | K Hovnanian Enterprises, Inc., 7.250%, 10/15/20 | 436,000 | 0.1 | |||||||||||||||
400,000 | # | K Hovnanian Enterprises, Inc., 9.125%, 11/15/20 | 451,000 | 0.1 | |||||||||||||||
1,665,000 | Meritor, Inc., 6.250%, 02/15/24 | 1,677,488 | 0.4 | ||||||||||||||||
500,000 | MGM Mirage, 7.500%, 06/01/16 | 559,375 | 0.1 | ||||||||||||||||
1,500,000 | MGM Resorts International, 7.750%, 03/15/22 | 1,747,500 | 0.4 | ||||||||||||||||
500,000 | MGM Resorts International, 8.625%, 02/01/19 | 601,250 | 0.2 | ||||||||||||||||
1,000,000 | #, & | Michaels FinCo Holdings LLC / Michaels FinCo, Inc., 7.500%, 08/01/18 | 1,035,000 | 0.2 | |||||||||||||||
1,000,000 | #, & | MISA Investments Ltd., 8.625%, 08/15/18 | 1,032,500 | 0.2 | |||||||||||||||
1,000,000 | # | NAI Entertainment Holdings / NAI Entertainment Holdings Finance Corp., 5.000%, 08/01/18 | 1,042,500 | 0.3 | |||||||||||||||
250,000 | # | Neiman Marcus Group LLC/The, 8.000%, 10/15/21 | 275,938 | 0.1 | |||||||||||||||
1,250,000 | #, & | Neiman Marcus Group LLC/The, 8.750%, 10/15/21 | 1,387,500 | 0.3 | |||||||||||||||
1,150,000 | #, & | New Academy Finance Co., LLC / New Academy Finance Corp., 8.000%, 06/15/18 | 1,183,063 | 0.3 | |||||||||||||||
1,000,000 | # | Oshkosh Corp., 5.375%, 03/01/22 | 1,022,500 | 0.2 | |||||||||||||||
1,500,000 | # | Paris Las Vegas Holding LLC / Harrahs Las Vegas LLC / Flamingo Las Vegas Holdings, 8.000%, 10/01/20 | 1,586,250 | 0.4 | |||||||||||||||
1,000,000 | #, & | PC Nextco Holdings LLC / PC Nextco Finance, Inc., 8.750%, 08/15/19 | 1,038,750 | 0.2 | |||||||||||||||
1,020,000 | # | PNK Finance Corp., 6.375%, 08/01/21 | 1,065,900 | 0.3 |
VOYA HIGH YIELD BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Consumer, Cyclical: (continued) | |||||||||||||||||||
240,000 | # | Rite Aid Corp., 6.875%, 12/15/28 | $ | 236,400 | 0.1 | ||||||||||||||
750,000 | # | RSI Home Products, Inc., 6.875%, 03/01/18 | 808,125 | 0.2 | |||||||||||||||
1,351,000 | #, & | Schaeffler Holding Finance BV, 6.875%, 08/15/18 | 1,443,881 | 0.3 | |||||||||||||||
1,000,000 | # | SIWF Merger Sub, Inc. / Springs Industries, Inc., 6.250%, 06/01/21 | 1,042,500 | 0.3 | |||||||||||||||
2,000,000 | Sonic Automotive, Inc., 5.000%, 05/15/23 | 1,972,500 | 0.5 | ||||||||||||||||
1,800,000 | United Continental Holdings, Inc., 6.000%–6.375%, 06/01/18–07/15/28 | 1,787,500 | 0.4 | ||||||||||||||||
750,000 | # | Viking Cruises Ltd., 8.500%, 10/15/22 | 855,000 | 0.2 | |||||||||||||||
245,000 | # | WMG Acquisition Corp., 5.625%, 04/15/22 | 249,288 | 0.1 | |||||||||||||||
80,000 | # | WMG Acquisition Corp., 6.750%, 04/15/22 | 80,900 | 0.0 | |||||||||||||||
18,520,000 | Other Securities | 20,058,660 | 4.8 | ||||||||||||||||
59,591,539 | 14.2 | ||||||||||||||||||
Consumer, Non-cyclical: 19.2% | |||||||||||||||||||
1,250,000 | # | Albea Beauty Holdings SA, 8.375%, 11/01/19 | 1,362,500 | 0.3 | |||||||||||||||
1,665,000 | # | American Rock Salt Co., LLC/American Rock Capital Corp., 8.250%, 05/01/18 | 1,742,006 | 0.4 | |||||||||||||||
1,750,000 | # | Ashtead Capital, Inc., 6.500%, 07/15/22 | 1,911,875 | 0.5 | |||||||||||||||
1,250,000 | # | Brand Energy & Infrastructure Services, Inc., 8.500%, 12/01/21 | 1,328,125 | 0.3 | |||||||||||||||
1,000,000 | #, & | Capsugel SA, 7.000%, 05/15/19 | 1,031,875 | 0.3 | |||||||||||||||
1,500,000 | # | Ceridian HCM Holding, Inc., 11.000%, 03/15/21 | 1,736,250 | 0.4 | |||||||||||||||
500,000 | # | CHS/Community Health Systems, Inc., 5.125%, 08/01/21 | 515,000 | 0.1 | |||||||||||||||
1,000,000 | # | CHS/Community Health Systems, Inc., 6.875%, 02/01/22 | 1,050,000 | 0.3 | |||||||||||||||
1,040,000 | CHS/Community Health Systems, Inc., 5.125%–8.000%, 08/15/18–07/15/20 | 1,113,825 | 0.2 | ||||||||||||||||
970,000 | # | Diamond Foods, Inc., 7.000%, 03/15/19 | 1,006,375 | 0.2 | |||||||||||||||
1,000,000 | # | Dole Food Co., Inc., 7.250%, 05/01/19 | 1,006,250 | 0.2 | |||||||||||||||
1,465,000 | # | First Quality Finance Co., Inc., 4.625%, 05/15/21 | 1,432,037 | 0.3 | |||||||||||||||
1,610,000 | # | Grifols Worldwide Operations Ltd., 5.250%, 04/01/22 | 1,650,250 | 0.4 | |||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Consumer, Non-cyclical: (continued) | |||||||||||||||||||
3,620,000 | HCA Holdings, Inc., 6.250%, 02/15/21 | $ | 3,884,260 | 0.9 | |||||||||||||||
1,405,000 | HCA Holdings, Inc., 7.750%, 05/15/21 | 1,552,525 | 0.4 | ||||||||||||||||
1,800,000 | HCA, Inc., 7.500%, 02/15/22 | 2,061,000 | 0.5 | ||||||||||||||||
1,795,000 | HCA, Inc., 3.750%–7.875%, 03/15/19–09/15/20 | 1,840,497 | 0.4 | ||||||||||||||||
1,480,000 | Immucor, Inc., 11.125%, 08/15/19 | 1,679,800 | 0.4 | ||||||||||||||||
500,000 | #, & | Jaguar Holding Co. I, 9.375%, 10/15/17 | 528,125 | 0.1 | |||||||||||||||
500,000 | # | Jaguar Holding Co., 9.500%, 12/01/19 | 558,750 | 0.2 | |||||||||||||||
420,000 | # | JBS USA LLC / JBS USA Finance, Inc., 7.250%, 06/01/21 | 448,350 | 0.1 | |||||||||||||||
1,150,000 | # | JBS USA, LLC/JBS USA Finance, Inc., 7.250%, 06/01/21 | 1,230,500 | 0.3 | |||||||||||||||
1,000,000 | # | KeHE Distributors LLC / KeHE Finance Corp., 7.625%, 08/15/21 | 1,076,875 | 0.3 | |||||||||||||||
1,000,000 | # | Logo Merger Sub Corp., 8.375%, 10/15/20 | 1,067,500 | 0.3 | |||||||||||||||
750,000 | #, & | Michael Foods Holding, Inc., 8.500%, 07/15/18 | 785,625 | 0.2 | |||||||||||||||
1,290,000 | # | MPH Acquisition Holdings LLC, 6.625%, 04/01/22 | 1,327,088 | 0.3 | |||||||||||||||
1,000,000 | # | Mustang Merger Corp., 8.500%, 08/15/21 | 1,100,000 | 0.3 | |||||||||||||||
545,000 | # | Neff Rental, LLC/Neff Finance Corp., 9.625%, 05/15/16 | 569,525 | 0.1 | |||||||||||||||
750,000 | # | Nord Anglia Education UK Holdings PLC, 10.250%, 04/01/17 | 840,000 | 0.2 | |||||||||||||||
800,000 | #, & | Nord Anglia Education, Inc., 8.500%, 02/15/18 | 860,000 | 0.2 | |||||||||||||||
1,224,000 | # | Physio-Control International, Inc., 9.875%, 01/15/19 | 1,380,060 | 0.3 | |||||||||||||||
2,500,000 | Reynolds Group Issuer, Inc., 8.250%–9.875%, 04/15/19–02/15/21 | 2,749,688 | 0.7 | ||||||||||||||||
1,750,000 | RR Donnelley & Sons Co., 6.500%–7.875%, 03/15/21–11/15/23 | 1,945,625 | 0.5 | ||||||||||||||||
1,495,000 | # | Safway Group Holding LLC / Safway Finance Corp., 7.000%, 05/15/18 | 1,599,650 | 0.4 | |||||||||||||||
1,500,000 | # | Salix Pharmaceuticals Ltd, 6.000%, 01/15/21 | 1,605,000 | 0.4 | |||||||||||||||
500,000 | # | Select Medical Corp., 6.375%, 06/01/21 | 510,000 | 0.1 | |||||||||||||||
1,050,000 | # | Shearer’s Foods, LLC / Chip Fin Corp., 9.000%, 11/01/19 | 1,152,375 | 0.3 | |||||||||||||||
1,280,000 | # | STHI Holding Corp., 8.000%, 03/15/18 | 1,358,400 | 0.3 |
VOYA HIGH YIELD BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Consumer, Non-cyclical: (continued) | |||||||||||||||||||
1,000,000 | # | Tenet Healthcare Corp., 6.000%, 10/01/20 | $ | 1,071,875 | 0.3 | ||||||||||||||
2,095,000 | Tenet Healthcare Corp., 6.250%–8.125%, 11/01/18–04/01/22 | 2,332,028 | 0.5 | ||||||||||||||||
1,000,000 | # | Valeant Pharmaceuticals International, Inc., 7.500%, 07/15/21 | 1,130,000 | 0.3 | |||||||||||||||
1,500,000 | # | Valeant Pharmaceuticals International, 6.750%, 08/15/18 | 1,657,500 | 0.4 | |||||||||||||||
1,025,000 | # | Valeant Pharmaceuticals International, 6.750%, 08/15/21 | 1,109,563 | 0.2 | |||||||||||||||
490,000 | # | VPI Escrow Corp., 6.375%, 10/15/20 | 531,650 | 0.1 | |||||||||||||||
20,823,000 | Other Securities | 22,421,469 | 5.3 | ||||||||||||||||
80,851,671 | 19.2 | ||||||||||||||||||
Diversified: 0.3% | |||||||||||||||||||
1,150,000 | Other Securities | 1,190,250 | 0.3 | ||||||||||||||||
Energy: 14.8% | |||||||||||||||||||
1,035,000 | Arch Coal, Inc., 7.250%, 06/15/21 | 786,600 | 0.2 | ||||||||||||||||
1,000,000 | �� | # | Arch Coal, Inc., 8.000%, 01/15/19 | 1,002,500 | 0.2 | ||||||||||||||
1,600,000 | Bonanza Creek Energy, Inc., 6.750%, 04/15/21 | 1,716,000 | 0.4 | ||||||||||||||||
1,290,000 | # | Calumet Specialty Products Partners L.P./Calumet Finance Corp., 6.500%, 04/15/21 | 1,302,900 | 0.3 | |||||||||||||||
1,750,000 | Calumet Specialty Products Partners L.P./Calumet Finance Corp., 7.625%–9.625%, 05/01/19–01/15/22 | 1,992,375 | 0.5 | ||||||||||||||||
1,645,000 | Chaparral Energy, Inc., 7.625%–8.250%, 09/01/21–11/15/22 | 1,804,600 | 0.4 | ||||||||||||||||
1,525,000 | Chesapeake Energy Corp., 6.125%, 02/15/21 | 1,669,875 | 0.4 | ||||||||||||||||
1,200,000 | Chesapeake Energy Corp., 6.625%, 08/15/20 | 1,353,000 | 0.3 | ||||||||||||||||
1,500,000 | # | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 6.125%, 03/01/22 | 1,575,000 | 0.4 | |||||||||||||||
1,800,000 | # | CrownRock L.P. / CrownRock Finance, Inc., 7.125%, 04/15/21 | 1,917,000 | 0.5 | |||||||||||||||
1,500,000 | # | Energy XXI Gulf Coast, Inc., 7.500%, 12/15/21 | 1,578,750 | 0.4 | |||||||||||||||
875,000 | # | Hilcorp Energy I L.P./Hilcorp Finance Co., 8.000%, 02/15/20 | 951,562 | 0.2 | |||||||||||||||
325,000 | # | Jones Energy Holdings LLC / Jones Energy Finance Corp., 6.750%, 04/01/22 | 331,500 | 0.1 | |||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Energy: (continued) | |||||||||||||||||||
500,000 | # | Laredo Petroleum, Inc., 5.625%, 01/15/22 | $ | 506,875 | 0.1 | ||||||||||||||
525,000 | Linn Energy, LLC/Linn Energy Finance Corp., 7.750%, 02/01/21 | 567,000 | 0.1 | ||||||||||||||||
1,345,000 | # | Linn Energy, LLC/Linn Energy Finance Corp., 7.250%, 11/01/19 | 1,408,887 | 0.4 | |||||||||||||||
1,000,000 | # | Murray Energy Corp., 8.625%, 06/15/21 | 1,057,500 | 0.3 | |||||||||||||||
500,000 | # | Oasis Petroleum, Inc., 6.875%, 03/15/22 | 543,750 | 0.1 | |||||||||||||||
925,000 | # | PetroBakken Energy Ltd., 8.625%, 02/01/20 | 929,625 | 0.2 | |||||||||||||||
1,750,000 | # | RKI Exploration & Production LLC / RKI Finance Corp., 8.500%, 08/01/21 | 1,898,750 | 0.5 | |||||||||||||||
1,815,000 | Rosetta Resources, Inc., 5.625%, 05/01/21 | 1,864,912 | 0.4 | ||||||||||||||||
1,595,000 | # | Sanchez Energy Corp., 7.750%, 06/15/21 | 1,710,638 | 0.4 | |||||||||||||||
2,050,000 | SandRidge Energy, Inc., 7.500%–8.125%, 03/15/21–02/15/23 | 2,200,500 | 0.5 | ||||||||||||||||
500,000 | # | SM Energy Co., 5.000%, 01/15/24 | 488,750 | 0.1 | |||||||||||||||
1,000,000 | # | Summit Midstream Holdings LLC / Summit Midstream Finance Corp., 7.500%, 07/01/21 | 1,075,000 | 0.3 | |||||||||||||||
500,000 | # | SunCoke Energy Partners L.P. / SunCoke Energy Partners Finance Corp., 7.375%, 02/01/20 | 538,750 | 0.1 | |||||||||||||||
1,645,000 | # | Talos Production LLC, 9.750%, 02/15/18 | 1,731,363 | 0.4 | |||||||||||||||
2,000,000 | Tesoro Corp., 4.250%, 10/01/17 | 2,110,000 | 0.5 | ||||||||||||||||
1,250,000 | Tesoro Logistics L.P. / Tesoro Logistics Finance Corp., 6.125%, 10/15/21 | 1,331,250 | 0.3 | ||||||||||||||||
1,000,000 | # | Westmoreland Escrow Corp., 10.750%, 02/01/18 | 1,095,000 | 0.3 | |||||||||||||||
21,661,000 | Other Securities | 23,027,401 | 5.5 | ||||||||||||||||
62,067,613 | 14.8 | ||||||||||||||||||
Financial: 4.8% | |||||||||||||||||||
1,500,000 | Ally Financial, Inc., 7.500%, 09/15/20 | 1,788,750 | 0.4 | ||||||||||||||||
2,690,000 | Ally Financial, Inc., 3.125%–8.300%, 02/12/15–03/15/20 | 2,884,365 | 0.7 | ||||||||||||||||
200,000 | # | Boyd Acquisition Sub, LLC/Boyd Acquisition Finance Corp., 8.375%, 02/15/18 | 217,000 | 0.1 | |||||||||||||||
500,000 | # | C-B Stage I, Inc., 8.750%, 12/15/19 | 555,000 | 0.1 |
VOYA HIGH YIELD BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Financial: (continued) | |||||||||||||||||||
290,000 | # | CIT Group, Inc., 6.625%, 04/01/18 | $ | 325,888 | 0.1 | ||||||||||||||
2,830,000 | CIT Group, Inc., 4.250%–5.375%, 05/15/17–08/15/22 | 3,006,484 | 0.7 | ||||||||||||||||
1,150,000 | # | CNG Holdings, Inc./OH, 9.375%, 05/15/20 | 1,063,750 | 0.3 | |||||||||||||||
1,000,000 | # | Icahn Enterprises L.P. / Icahn Enterprises Finance Corp., 4.875%, 03/15/19 | 1,020,000 | 0.2 | |||||||||||||||
1,000,000 | # | Icahn Enterprises L.P. / Icahn Enterprises Finance Corp., 6.000%, 08/01/20 | 1,065,000 | 0.3 | |||||||||||||||
2,095,000 | International Lease Finance Corp., 5.875%–8.250%, 05/15/19–08/15/22 | 2,317,952 | 0.5 | ||||||||||||||||
500,000 | # | Realogy Corp., 7.625%, 01/15/20 | 558,750 | 0.1 | |||||||||||||||
770,000 | # | Realogy Corp., 7.875%, 02/15/19 | 834,488 | 0.2 | |||||||||||||||
1,000,000 | #, & | Sophia Holding Finance L.P. / Sophia Holding Finance, Inc., 9.625%, 12/01/18 | 1,052,500 | 0.2 | |||||||||||||||
3,485,000 | Other Securities | 3,660,425 | 0.9 | ||||||||||||||||
20,350,352 | 4.8 | ||||||||||||||||||
Industrial: 9.7% | |||||||||||||||||||
1,100,000 | # | Accudyne Industries Borrower / Accudyne Industries LLC, 7.750%, 12/15/20 | 1,190,750 | 0.3 | |||||||||||||||
1,509,000 | ADS Waste Holdings, Inc., 8.250%, 10/01/20 | 1,648,582 | 0.4 | ||||||||||||||||
444,000 | # | Ainsworth Lumber Co. Ltd., 7.500%, 12/15/17 | 476,190 | 0.1 | |||||||||||||||
745,000 | # | Ardagh Packaging Finance Plc, 9.125%, 10/15/20 | 834,400 | 0.2 | |||||||||||||||
88,235 | # | Ardagh Packaging Finance PLC, 7.000%, 11/15/20 | 93,309 | 0.0 | |||||||||||||||
1,000,000 | # | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 6.750%, 01/31/21 | 1,047,500 | 0.2 | |||||||||||||||
1,480,000 | # | BC Mountain LLC / BC Mountain Finance, Inc., 7.000%, 02/01/21 | 1,472,600 | 0.4 | |||||||||||||||
250,000 | # | Beverage Packaging Holdings Luxembourg II SA / Beverage Packaging Holdings II Is, 6.000%, 06/15/17 | 259,375 | 0.1 | |||||||||||||||
1,045,500 | #, & | BOE Intermediate Holding Corp., 9.000%, 11/01/17 | 1,140,248 | 0.3 | |||||||||||||||
750,000 | #, & | BOE Merger Corp., 9.500%, 11/01/17 | 798,750 | 0.2 | |||||||||||||||
700,000 | # | Bombardier, Inc., 4.250%, 01/15/16 | 731,500 | 0.2 | |||||||||||||||
165,000 | # | Building Materials Corp. of America, 6.750%, 05/01/21 | 179,438 | 0.0 | |||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
industrial: (continued) | |||||||||||||||||||
335,000 | # | Building Materials Corp. of America, 7.500%, 03/15/20 | $ | 362,637 | 0.1 | ||||||||||||||
1,000,000 | # | Cleaver-Brooks, Inc., 8.750%, 12/15/19 | 1,110,000 | 0.3 | |||||||||||||||
1,700,000 | # | Consolidated Container Co., LLC/Consolidated Container Capital, Inc., 10.125%, 07/15/20 | 1,814,750 | 0.4 | |||||||||||||||
1,000,000 | # | CTP Transportation Products LLC / CTP Finance, Inc., 8.250%, 12/15/19 | 1,082,500 | 0.3 | |||||||||||||||
1,000,000 | # | Darling Escrow Corp., 5.375%, 01/15/22 | 1,028,750 | 0.2 | |||||||||||||||
1,250,000 | # | Dematic SA / DH Services Luxembourg Sarl, 7.750%, 12/15/20 | 1,340,625 | 0.3 | |||||||||||||||
200,000 | # | Emeco Pty Ltd., 9.875%, 03/15/19 | 206,500 | 0.0 | |||||||||||||||
1,250,000 | # | Gardner Denver, Inc., 6.875%, 08/15/21 | 1,293,750 | 0.3 | |||||||||||||||
500,000 | # | Headwaters, Inc., 7.250%, 01/15/19 | 523,750 | 0.1 | |||||||||||||||
880,000 | # | JM Huber Corp., 9.875%, 11/01/19 | 1,016,400 | 0.2 | |||||||||||||||
285,000 | # | Mcron Finance Sub, LLC / Mcron Finance Corp., 8.375%, 05/15/19 | 316,350 | 0.1 | |||||||||||||||
500,000 | # | Milacron LLC / Mcron Finance Corp., 7.750%, 02/15/21 | 542,500 | 0.1 | |||||||||||||||
1,500,000 | # | Plastipak Holdings, Inc., 6.500%, 10/01/21 | 1,580,625 | 0.4 | |||||||||||||||
1,750,000 | # | Roofing Supply Group, LLC / Roofing Supply Finance, Inc., 10.000%, 06/01/20 | 1,973,125 | 0.5 | |||||||||||||||
1,470,000 | # | Syncreon Group BV / Syncreon Global Finance US, Inc., 8.625%, 11/01/21 | 1,539,825 | 0.4 | |||||||||||||||
2,000,000 | TransDigm, Inc., 7.750%, 12/15/18 | 2,155,000 | 0.5 | ||||||||||||||||
1,250,000 | # | Waterjet Holdings, Inc., 7.625%, 02/01/20 | 1,328,125 | 0.3 | |||||||||||||||
1,500,000 | # | Wise Metals Group LLC / Wise Alloys Finance Corp., 8.750%, 12/15/18 | 1,616,250 | 0.4 | |||||||||||||||
9,329,000 | Other Securities | 10,094,572 | 2.4 | ||||||||||||||||
40,798,676 | 9.7 | ||||||||||||||||||
Technology: 6.4% | |||||||||||||||||||
1,000,000 | # | ACI Worldwide, Inc., 6.375%, 08/15/20 | 1,056,250 | 0.2 | |||||||||||||||
1,545,000 | # | Activision Blizzard, Inc., 6.125%, 09/15/23 | 1,685,981 | 0.4 | |||||||||||||||
1,555,000 | Aspect Software, Inc., 10.625%, 05/15/17 | 1,652,187 | 0.4 | ||||||||||||||||
335,000 | # | Audatex North America, Inc., 6.000%, 06/15/21 | 359,287 | 0.1 |
VOYA HIGH YIELD BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Technology: (continued) | |||||||||||||||||||
750,000 | # | Audatex North America, Inc., 6.125%, 11/01/23 | $ | 801,563 | 0.2 | ||||||||||||||
1,290,000 | # | BCP Singapore VI Cayman Financing Co. Ltd., 8.000%, 04/15/21 | 1,315,800 | 0.3 | |||||||||||||||
1,750,000 | # | BMC Software Finance, Inc., 8.125%, 07/15/21 | 1,850,625 | 0.4 | |||||||||||||||
1,575,000 | CDW, LLC / CDW Finance Corp., 8.500%, 04/01/19 | 1,732,500 | 0.4 | ||||||||||||||||
1,000,000 | #, & | Eagle Midco, Inc., 9.000%, 06/15/18 | 1,055,000 | 0.2 | |||||||||||||||
1,795,000 | Emdeon, Inc., 11.000%, 12/31/19 | 2,093,419 | 0.5 | ||||||||||||||||
645,000 | # | Entegris, Inc., 6.000%, 04/01/22 | 661,125 | 0.2 | |||||||||||||||
1,850,000 | First Data Corp., 10.625%, 06/15/21 | 2,090,500 | 0.5 | ||||||||||||||||
750,000 | First Data Corp., 11.750%, 08/15/21 | 791,250 | 0.2 | ||||||||||||||||
1,200,000 | # | First Data Corp., 6.750%, 11/01/20 | 1,296,000 | 0.3 | |||||||||||||||
145,000 | # | First Data Corp., 8.250%, 01/15/21 | 158,050 | 0.0 | |||||||||||||||
646,000 | #, & | First Data Corp., 8.750%, 01/15/22 | 708,985 | 0.2 | |||||||||||||||
1,000,000 | #, & | Healthcare Technology Intermediate, Inc., 7.375%, 09/01/18 | 1,020,000 | 0.2 | |||||||||||||||
665,000 | # | iGATE Corp., 4.750%, 04/15/19 | 670,819 | 0.2 | |||||||||||||||
750,000 | # | IMS Health, Inc., 6.000%, 11/01/20 | 791,250 | 0.2 | |||||||||||||||
200,000 | # | NCR Escrow Corp., 5.875%, 12/15/21 | 211,500 | 0.1 | |||||||||||||||
1,300,000 | # | NCR Escrow Corp., 6.375%, 12/15/23 | 1,387,750 | 0.3 | |||||||||||||||
3,372,000 | Other Securities | 3,717,413 | 0.9 | ||||||||||||||||
27,107,254 | 6.4 | ||||||||||||||||||
Utilities: 2.1% | |||||||||||||||||||
1,271,000 | # | Calpine Corp., 7.500%, 02/15/21 | 1,394,922 | 0.3 | |||||||||||||||
366,000 | # | Calpine Corp., 7.875%, 07/31/20 | 404,430 | 0.1 | |||||||||||||||
1,500,000 | # | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/23 | 1,608,750 | 0.4 | |||||||||||||||
1,000,000 | # | NRG Energy, Inc., 6.250%, 07/15/22 | 1,032,500 | 0.3 | |||||||||||||||
1,660,000 | NRG Energy, Inc., 7.625%–7.875%, 05/15/19–05/15/21 | 1,784,500 | 0.4 | ||||||||||||||||
2,210,000 | Other Securities | 2,392,950 | 0.6 | ||||||||||||||||
8,618,052 | 2.1 | ||||||||||||||||||
Total Corporate Bonds/Notes (Cost $381,813,167) | 399,142,520 | 94.9 | |||||||||||||||||
ASSET-BACKED SECURITIES: 0.3% | |||||||||||||||||||
Other Asset-Backed Securities: 0.3% | |||||||||||||||||||
1,000,000 | # | Castle Garden Funding, 6.560%, 10/27/20 | $ | 1,084,188 | 0.3 | ||||||||||||||
Total Asset-Backed Securities (Cost $997,500) | 1,084,188 | 0.3 | |||||||||||||||||
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
COMMON STOCK: 0.0% | |||||||||||||||||||
Consumer Discretionary: 0.0% | |||||||||||||||||||
5,810 | @, X | American Media, Inc., Stock Certificates | 1 | 0.0 | |||||||||||||||
195 | Other Securities | 97 | 0.0 | ||||||||||||||||
Total Common Stock (Cost $136,656) | 98 | 0.0 | |||||||||||||||||
Total Long-Term Investments (Cost $382,947,323) | 400,226,806 | 95.2 | |||||||||||||||||
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
SHORT-TERM INVESTMENTS: 2.7% | |||||||||||||||||||
Commercial Paper: 1.7% | |||||||||||||||||||
3,100,000 | American Electric Power Company, Inc., 0.220%, 04/04/14 | 3,099,924 | 0.7 | ||||||||||||||||
4,000,000 | Virgin Electric & Power Co., 0.200%, 04/28/14 | 3,999,378 | 1.0 | ||||||||||||||||
7,099,302 | 1.7 | ||||||||||||||||||
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
Mutual Funds: 1.0% | |||||||||||||||||||
4,072,756 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.030%†† (Cost $4,072,756) | 4,072,756 | 1.0 | ||||||||||||||||
Total Short-Term Investments (Cost $11,172,058) | 11,172,058 | 2.7 | |||||||||||||||||
Total Investments in Securities (Cost $394,119,381) | $ | 411,398,864 | 97.9 | ||||||||||||||||
Assets in Excess of Other Liabilities | 8,971,913 | 2.1 | |||||||||||||||||
Net Assets | $ | 420,370,777 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of March 31, 2014. |
VOYA HIGH YIELD BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
@ | Non-income producing security |
& | Payment-in-kind |
X | Fair value determined by Voya funds Valuation Committee appointed by the Funds’ Board of Directors/Trustees. |
Net unrealized appreciation consists of: |
Gross Unrealized Appreciation | $ | 18,060,833 | ||||
Gross Unrealized Depreciation | (783,565 | ) | ||||
Net Unrealized Appreciation | $ | 17,277,268 |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at March 31, 2014 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock | ||||||||||||||||||
Consumer Discretionary | $ | — | $ | — | $ | 98 | $ | 98 | ||||||||||
Total Common Stock | — | — | 98 | 98 | ||||||||||||||
Corporate Bonds/Notes | — | 399,142,520 | — | 399,142,520 | ||||||||||||||
Short-Term Investments | 4,072,756 | 7,099,302 | — | 11,172,058 | ||||||||||||||
Asset-Backed Securities | — | 1,084,188 | — | 1,084,188 | ||||||||||||||
Total Investments, at fair value | $ | 4,072,756 | $ | 407,326,010 | $ | 98 | $ | 411,398,864 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
VOYA INTERMEDIATE BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: 28.5% | |||||||||||||||||||
Basic Materials: 2.4% | |||||||||||||||||||
2,564,000 | # | Anglo American Capital PLC, 2.625%, 09/27/17 | $ | 2,605,942 | 0.2 | ||||||||||||||
1,500,000 | # | EuroChem Mineral & Chemical Co. OJSC via EuroChem GI Ltd., 5.125%, 12/12/17 | 1,466,250 | 0.1 | |||||||||||||||
2,110,000 | #, L | FMG Resources August 2006 Pty Ltd., 6.875%, 04/01/22 | 2,281,437 | 0.1 | |||||||||||||||
1,334,000 | # | Georgia-Pacific LLC, 3.734%, 07/15/23 | 1,327,361 | 0.1 | |||||||||||||||
2,921,000 | # | Kinross Gold Corp., 5.950%, 03/15/24 | 2,932,179 | 0.2 | |||||||||||||||
1,770,000 | # | Mexichem SAB de CV, 4.875%, 09/19/22 | 1,774,425 | 0.1 | |||||||||||||||
1,655,000 | # | NOVA Chemicals Corp., 5.250%, 08/01/23 | 1,777,056 | 0.1 | |||||||||||||||
880,000 | # | Samarco Mineracao SA, 5.750%, 10/24/23 | 887,700 | 0.0 | |||||||||||||||
2,017,000 | # | Xstrata Finance Canada Ltd., 4.250%, 10/25/22 | 1,970,583 | 0.1 | |||||||||||||||
778,000 | # | Xstrata Finance Canada Ltd., 4.950%, 11/15/21 | 805,525 | 0.1 | |||||||||||||||
20,671,000 | Other Securities(a) | 20,973,052 | 1.3 | ||||||||||||||||
38,801,510 | 2.4 | ||||||||||||||||||
Communications: 4.0% | |||||||||||||||||||
772,000 | # | COX Communications, Inc., 4.500%, 06/30/43 | 675,373 | 0.0 | |||||||||||||||
1,740,000 | # | Gannett Co., Inc., 6.375%, 10/15/23 | 1,850,925 | 0.1 | |||||||||||||||
770,000 | # | Sable International Finance Ltd., 8.750%, 02/01/20 | 872,025 | 0.1 | |||||||||||||||
2,640,000 | # | Sirius XM Radio, Inc., 5.875%, 10/01/20 | 2,785,200 | 0.2 | |||||||||||||||
2,110,000 | # | Softbank Corp., 4.500%, 04/15/20 | 2,110,000 | 0.1 | |||||||||||||||
2,600,000 | # | Telefonica Chile SA, 3.875%, 10/12/22 | 2,477,301 | 0.2 | |||||||||||||||
2,833,000 | Time Warner Cable, Inc., 5.875%, 11/15/40 | 3,080,420 | 0.2 | ||||||||||||||||
5,944,000 | L | Time Warner, Inc., 4.050%–6.500%, 12/15/23–12/15/43 | 6,392,256 | 0.4 | |||||||||||||||
4,814,000 | Verizon Communications, Inc., 5.150%, 09/15/23 | 5,278,724 | 0.3 | ||||||||||||||||
5,908,000 | Verizon Communications, Inc., 4.150%–6.550%, 03/15/24–09/15/43 | 6,471,355 | 0.4 | ||||||||||||||||
32,147,000 | Other Securities(a) | 32,474,989 | 2.0 | ||||||||||||||||
64,468,568 | 4.0 | ||||||||||||||||||
Consumer, Cyclical: 1.8% | |||||||||||||||||||
1,375,000 | # | Carlson Wagonlit BV, 6.875%, 06/15/19 | 1,474,688 | 0.1 | |||||||||||||||
2,050,000 | # | DreamWorks Animation SKG, Inc., 6.875%, 08/15/20 | 2,229,375 | 0.2 | |||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Consumer, Cyclical: (continued) | |||||||||||||||||||
1,945,000 | # | PNK Finance Corp., 6.375%, 08/01/21 | $ | 2,032,525 | 0.1 | ||||||||||||||
1,680,000 | #, & | Schaeffler Holding Finance BV, 6.875%, 08/15/18 | 1,795,500 | 0.1 | |||||||||||||||
1,210,000 | # | TRW Automotive, Inc., 4.450%, 12/01/23 | 1,219,075 | 0.1 | |||||||||||||||
4,950,000 | Yum! Brands, Inc., 3.875%–5.350%, 11/01/23–11/01/43 | 5,095,222 | 0.3 | ||||||||||||||||
14,362,000 | Other Securities | 14,593,531 | 0.9 | ||||||||||||||||
28,439,916 | 1.8 | ||||||||||||||||||
Consumer, Non-cyclical: 2.7% | |||||||||||||||||||
1,140,000 | # | ERAC USA Finance LLC, 2.800%, 11/01/18 | 1,162,133 | 0.1 | |||||||||||||||
1,420,000 | # | Hawk Acquisition Sub, Inc., 4.250%, 10/15/20 | 1,400,475 | 0.1 | |||||||||||||||
600,000 | # | KazAgro National Management Holding JSC, 4.625%, 05/24/23 | 558,000 | 0.0 | |||||||||||||||
1,960,000 | # | Tenet Healthcare Corp., 6.000%, 10/01/20 | 2,100,875 | 0.1 | |||||||||||||||
915,000 | # | Valeant Pharmaceuticals International, 7.250%, 07/15/22 | 1,015,650 | 0.1 | |||||||||||||||
1,000,000 | # | VPI Escrow Corp., 6.375%, 10/15/20 | 1,085,000 | 0.1 | |||||||||||||||
1,753,000 | # | WM Wrigley Jr Co., 2.400%, 10/21/18 | 1,760,410 | 0.1 | |||||||||||||||
2,464,000 | # | WM Wrigley Jr Co., 2.900%, 10/21/19 | 2,490,158 | 0.1 | |||||||||||||||
1,146,000 | # | WM Wrigley Jr Co., 3.375%, 10/21/20 | 1,159,110 | 0.1 | |||||||||||||||
31,020,000 | Other Securities | 31,373,561 | 1.9 | ||||||||||||||||
44,105,372 | 2.7 | ||||||||||||||||||
Diversified: 0.1% | |||||||||||||||||||
1,700,000 | # | Hutchison Whampoa International 12 Ltd., 6.000%, 05/29/49 | 1,836,000 | 0.1 | |||||||||||||||
Energy: 3.9% | |||||||||||||||||||
870,000 | # | Antero Resources Finance Corp., 5.375%, 11/01/21 | 883,594 | 0.1 | |||||||||||||||
1,467,000 | # | Dolphin Energy Ltd., 5.500%, 12/15/21 | 1,659,544 | 0.1 | |||||||||||||||
1,070,000 | Energy Transfer Equity L.P., 7.500%, 10/15/20 | 1,229,162 | 0.1 | ||||||||||||||||
4,535,000 | Energy Transfer Partners L.P., 4.650%–9.700%, 03/15/19–06/01/41 | 5,145,931 | 0.3 | ||||||||||||||||
7,050,000 | L | Gazprom OAO Via Gaz Capital SA, 4.950%–7.288%, 11/22/16–08/16/37 | 7,230,750 | 0.4 | |||||||||||||||
1,800,000 | ±, X | Greater Ohio Ethanol, LLC, 6.301%, 12/31/13 | — | — | |||||||||||||||
600,000 | # | KazMunayGas National Co. JSC, 4.400%, 04/30/23 | 567,000 | 0.0 |
VOYA INTERMEDIATE BOND FUND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Energy: (continued | |||||||||||||||||||
3,200,000 | # | Lukoil International Finance BV, 3.416%, 04/24/18 | $ | 3,120,800 | 0.2 | ||||||||||||||
1,200,000 | Lukoil International Finance BV, 4.563%–6.125%, 11/09/20–04/24/23 | 1,150,000 | 0.1 | ||||||||||||||||
40,460,000 | Other Securities(a) | 41,785,774 | 2.6 | ||||||||||||||||
62,772,555 | 3.9 | ||||||||||||||||||
Financial: 10.1% | |||||||||||||||||||
3,943,000 | American International Group, Inc., 3.375%–8.175%, 01/16/18–05/15/68 | 4,532,064 | 0.3 | ||||||||||||||||
4,304,000 | American Tower Corp., 3.400%–4.500%, 01/15/18–02/15/19 | 4,492,048 | 0.3 | ||||||||||||||||
2,425,000 | #, L | Australia & New Zealand Banking Group Ltd., 4.500%, 03/19/24 | 2,423,496 | 0.2 | |||||||||||||||
400,000 | # | Banco de Reservas de LA Republica Dominicana, 7.000%, 02/01/23 | 378,500 | 0.0 | |||||||||||||||
3,551,000 | Bank of America Corp., 5.000%, 01/21/44 | 3,639,310 | 0.3 | ||||||||||||||||
6,588,000 | Bank of America Corp., 4.000%–8.000%, 07/24/23–12/29/49 | 6,823,494 | 0.4 | ||||||||||||||||
1,333,000 | BPCE SA, 2.500%, 12/10/18 | 1,341,214 | 0.1 | ||||||||||||||||
1,034,000 | # | BPCE SA, 5.150%, 07/21/24 | 1,030,848 | 0.1 | |||||||||||||||
2,388,000 | # | BPCE SA, 5.700%, 10/22/23 | 2,487,078 | 0.1 | |||||||||||||||
700,000 | # | Caixa Economica Federal, 4.500%, 10/03/18 | 714,000 | 0.1 | |||||||||||||||
6,297,000 | Citigroup, Inc., 3.500%–6.675%, 05/15/23–12/29/49 | 6,507,868 | 0.4 | ||||||||||||||||
2,961,000 | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 5.750%, 12/01/43 | 3,243,260 | 0.2 | ||||||||||||||||
1,660,000 | # | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 11.000%, 12/29/49 | 2,207,800 | 0.1 | |||||||||||||||
1,455,000 | #, L | Credit Agricole SA, 7.875%, 01/29/49 | 1,538,663 | 0.1 | |||||||||||||||
4,386,000 | # | Credit Suisse AG, 6.500%, 08/08/23 | 4,824,600 | 0.3 | |||||||||||||||
1,730,000 | # | Credit Suisse Group AG, 7.500%, 12/29/49 | 1,881,392 | 0.1 | |||||||||||||||
2,881,000 | Deutsche Bank AG, 4.296%, 05/24/28 | 2,720,018 | 0.2 | ||||||||||||||||
1,995,000 | # | Five Corners Funding Trust, 4.419%, 11/15/23 | 2,048,673 | 0.1 | |||||||||||||||
4,728,000 | General Electric Capital Corp., 5.300%–7.125%, 02/11/21–12/15/49 | 5,289,805 | 0.3 | ||||||||||||||||
8,570,000 | Goldman Sachs Group, Inc., 2.900%–6.750%, 07/19/18–10/01/37 | 8,714,542 | 0.6 | ||||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Financial: (continued | |||||||||||||||||||
1,763,000 | # | HBOS PLC, 6.750%, 05/21/18 | $ | 2,001,504 | 0.1 | ||||||||||||||
2,100,000 | # | ICICI Bank Ltd./Dubai, 4.700%, 02/21/18 | 2,186,268 | 0.1 | |||||||||||||||
1,037,000 | # | International Lease Finance Corp., 7.125%, 09/01/18 | 1,210,698 | 0.1 | |||||||||||||||
5,983,000 | Intesa Sanpaolo SpA, 2.375%–5.250%, 01/13/17–01/12/24 | 6,091,177 | 0.4 | ||||||||||||||||
559,000 | # | IPIC GMTN Ltd., 3.750%, 03/01/17 | 598,130 | 0.0 | |||||||||||||||
800,000 | # | IPIC GMTN Ltd., 5.500%, 03/01/22 | 907,000 | 0.1 | |||||||||||||||
5,625,000 | JPMorgan Chase & Co., 3.375%–6.125%, 05/01/23–12/29/49 | 5,451,785 | 0.3 | ||||||||||||||||
1,921,000 | # | Mizuho Financial Group Cayman 3 Ltd., 4.600%, 03/27/24 | 1,933,596 | 0.1 | |||||||||||||||
6,184,000 | Morgan Stanley, 2.125%–5.000%, 04/25/18–11/24/25 | 6,231,373 | 0.4 | ||||||||||||||||
DKK 10 | X | Nordea Kredit Realkreditaktieselskab, 6.000%, 07/01/29 | — | — | |||||||||||||||
1,147,000 | # | RBS Citizens Financial Group, Inc., 4.150%, 09/28/22 | 1,135,063 | 0.1 | |||||||||||||||
4,545,000 | SLM Corp., 4.625%–6.000%, 01/25/17–06/17/19 | 4,775,933 | 0.3 | ||||||||||||||||
2,468,000 | # | Societe Generale SA, 5.000%, 01/17/24 | 2,464,493 | 0.1 | |||||||||||||||
2,690,000 | #, L | Societe Generale SA, 7.875%, 12/29/49 | 2,798,272 | 0.2 | |||||||||||||||
2,212,000 | # | Standard Chartered PLC, 5.700%, 03/26/44 | 2,195,410 | 0.1 | |||||||||||||||
4,638,000 | Wells Fargo & Co., 5.375%, 11/02/43 | 4,904,138 | 0.3 | ||||||||||||||||
49,578,600 | Other Securities(a) | 50,903,587 | 3.1 | ||||||||||||||||
162,627,100 | 10.1 | ||||||||||||||||||
Industrial: 0.6% | |||||||||||||||||||
250,000 | # | Ardagh Packaging Finance PLC / Ardagh MP Holdings USA, Inc., 7.375%, 10/15/17 | 266,875 | 0.0 | |||||||||||||||
1,879,000 | # | Ingersoll-Rand Global Holding Co. Ltd., 4.250%, 06/15/23 | 1,922,390 | 0.1 | |||||||||||||||
7,587,000 | Other Securities | 8,083,239 | 0.5 | ||||||||||||||||
10,272,504 | 0.6 | ||||||||||||||||||
Technology: 1.2% | |||||||||||||||||||
5,541,000 | Hewlett-Packard Co., 2.600%–5.400%, 09/15/16–01/14/19 | 5,767,791 | 0.4 | ||||||||||||||||
13,286,000 | Other Securities | 13,247,731 | 0.8 | ||||||||||||||||
19,015,522 | 1.2 |
VOYA INTERMEDIATE BOND FUND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Utilities: 1.7% | |||||||||||||||||||
2,000,000 | # | Calpine Corp., 6.000%, 01/15/22 | $ | 2,110,000 | 0.1 | ||||||||||||||
612,000 | # | Duquesne Light Holdings, Inc., 5.900%, 12/01/21 | 696,801 | 0.0 | |||||||||||||||
1,249,000 | # | Duquesne Light Holdings, Inc., 6.400%, 09/15/20 | 1,456,491 | 0.1 | |||||||||||||||
873,000 | # | Empresa de Energia de Bogota SA, 6.125%, 11/10/21 | 938,475 | 0.1 | |||||||||||||||
48,786 | # | Juniper Generation, LLC, 6.790%, 12/31/14 | 47,565 | 0.0 | |||||||||||||||
21,122,000 | Other Securities | 21,909,816 | 1.4 | ||||||||||||||||
27,159,148 | 1.7 | ||||||||||||||||||
Total Corporate Bonds/Notes (Cost $448,406,640) | 459,498,195 | 28.5 | |||||||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 15.2% | |||||||||||||||||||
1,039,000 | # | American General Mortgage Loan Trust, 5.650%, 03/25/58 | 1,075,385 | 0.1 | |||||||||||||||
900,000 | # | Arkle Master Issuer PLC, 1.936%, 05/17/60 | 912,299 | 0.1 | |||||||||||||||
2,220,000 | Banc of America Commercial Mortgage Trust 2007-3, 5.598%, 06/10/49 | 2,272,803 | 0.1 | ||||||||||||||||
1,018,198 | # | Banc of America Funding Corp., 5.250%, 08/26/35 | 1,057,859 | 0.1 | |||||||||||||||
4,557,000 | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.147%, 07/10/45 | 4,404,227 | 0.3 | ||||||||||||||||
1,900,000 | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.182%, 09/10/47 | 2,003,090 | 0.1 | ||||||||||||||||
1,100,000 | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.182%, 09/10/47 | 1,113,547 | 0.1 | ||||||||||||||||
1,030,000 | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.182%, 09/10/47 | 1,069,612 | 0.1 | ||||||||||||||||
860,000 | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.182%, 09/10/47 | 903,509 | 0.0 | ||||||||||||||||
860,000 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.339%, 07/10/43 | 887,763 | 0.1 | |||||||||||||||
1,271,000 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.390%, 03/11/41 | 1,265,300 | 0.1 | |||||||||||||||
480,000 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.390%, 03/11/41 | 488,457 | 0.0 | |||||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |||||||||||||||||||
1,710,000 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc., 6.038%, 11/10/38 | $ | 1,797,319 | 0.1 | ||||||||||||||
1,007,309 | Banc of America Mortgage 2005-J Trust, 2.756%, 11/25/35 | 947,640 | 0.0 | ||||||||||||||||
413,277 | Bear Stearns Alternative-A Trust, 0.794%, 07/25/34 | 395,348 | 0.0 | ||||||||||||||||
1,623,803 | Bear Stearns ARM Trust 2006-2, 2.709%, 07/25/36 | 1,340,667 | 0.1 | ||||||||||||||||
2,180,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR4, 5.859%, 06/11/41 | 2,211,113 | 0.1 | |||||||||||||||
2,050,000 | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP20, 5.138%, 10/12/42 | 2,094,774 | 0.2 | ||||||||||||||||
2,080,000 | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP20, 5.138%, 10/12/42 | 2,030,716 | 0.1 | ||||||||||||||||
1,200,000 | Bear Stearns Commercial Mortgage Securities Trust 2006-PWR14, 5.273%, 12/11/38 | 1,197,818 | 0.1 | ||||||||||||||||
1,013,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22, 5.576%, 04/12/38 | 1,075,655 | 0.1 | |||||||||||||||
1,150,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22, 5.576%, 04/12/38 | 1,009,858 | 0.0 | |||||||||||||||
256,649 | Bear Stearns Commercial Mortgage Securities, 6.500%, 02/15/32 | 250,519 | 0.0 | ||||||||||||||||
2,804,313 | # | Beckman Coulter, Inc., 7.498%, 12/15/18 | 3,012,113 | 0.2 | |||||||||||||||
1,540,000 | # | Citigroup Commercial Mortgage Trust 2004-C1, 5.406%, 04/15/40 | 1,558,449 | 0.1 | |||||||||||||||
7,601,152 | #, ˆ | Citigroup Commercial Mortgage Trust, 2.234%, 09/10/45 | 853,673 | 0.0 | |||||||||||||||
5,519,593 | Citigroup Mortgage Loan Trust 2006-AR9, 5.607%, 11/25/36 | 4,818,152 | 0.3 | ||||||||||||||||
2,811,000 | # | Citigroup Mortgage Loan Trust 2010-7, 6.253%, 12/25/35 | 2,742,865 | 0.2 | |||||||||||||||
1,894,199 | Citigroup Mortgage Loan Trust, Inc., 2.895%, 09/25/37 | 1,584,496 | 0.1 | ||||||||||||||||
1,140,000 | COMM 2007-C9 Mortgage Trust, 5.799%, 12/10/49 | 1,191,010 | 0.1 | ||||||||||||||||
5,136,000 | # | COMM 2007-C9 Mortgage Trust, 0.840%, 12/10/49 | 4,662,451 | 0.3 | |||||||||||||||
29,389,750 | ˆ | COMM 2013-CCRE12 Mortgage Trust, 1.437%, 10/10/46 | 2,663,631 | 0.1 | |||||||||||||||
2,760,000 | COMM Mortgage Trust, 5.316%, 06/10/44 | 2,768,720 | 0.2 |
VOYA INTERMEDIATE BOND FUND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |||||||||||||||||||
32,169,197 | ˆ | Commercial Mortgage Trust, 1.466%, 08/10/46 | $ | 2,566,179 | 0.2 | ||||||||||||||
8,485,971 | ˆ | Commercial Mortgage Trust, 1.794%, 01/10/46 | 793,320 | 0.0 | |||||||||||||||
3,559,093 | ˆ | Commercial Mortgage Trust, 1.922%, 12/10/45 | 367,451 | 0.0 | |||||||||||||||
4,981,178 | ˆ | Commercial Mortgage Trust, 1.934%, 08/15/45 | 536,967 | 0.0 | |||||||||||||||
6,819,224 | ˆ | Commercial Mortgage Trust, 2.224%, 05/15/45 | 794,922 | 0.1 | |||||||||||||||
27,260,000 | #, ˆ | Commercial Mortgage Trust, 0.598%, 10/15/45 | 1,252,834 | 0.1 | |||||||||||||||
159,854 | # | Commercial Mortgage Trust, 5.234%, 01/05/36 | 159,731 | 0.0 | |||||||||||||||
4,080,000 | Commercial Mortgage Trust, 5.216%–6.116%, 07/15/44–12/10/49 | 4,174,038 | 0.3 | ||||||||||||||||
4,932,125 | Countrywide Alternative Loan Trust, 0.274%–5.500%, 12/25/35–06/25/36 | 4,265,743 | 0.3 | ||||||||||||||||
2,220,000 | # | Credit Suisse Commercial Mortgage Trust Series 2008-C1, 5.978%, 02/15/41 | 2,298,302 | 0.2 | |||||||||||||||
3,830,000 | Credit Suisse First Boston Mortgage Securities Corp., 4.877%, 04/15/37 | 3,868,560 | 0.2 | ||||||||||||||||
442,500 | Credit Suisse First Boston Mortgage Securities Corp., 5.736%, 05/15/36 | 484,068 | 0.0 | ||||||||||||||||
198,763 | # | Credit Suisse First Boston Mortgage Securities Corp., 5.322%, 08/15/36 | 199,310 | 0.0 | |||||||||||||||
1,920,609 | # | Credit Suisse First Boston Mortgage Securities Corp., 5.577%, 04/12/49 | 1,952,589 | 0.1 | |||||||||||||||
900,000 | # | Credit Suisse First Boston Mortgage Securities Corp., 6.135%, 05/15/36 | 979,069 | 0.1 | |||||||||||||||
4,344,132 | ˆ | Fannie Mae, 3.000%, 08/25/28 | 449,365 | 0.0 | |||||||||||||||
886,648 | ˆ | Fannie Mae, 3.000%, 05/25/43 | 123,433 | 0.0 | |||||||||||||||
15,506,545 | ˆ | Fannie Mae, 5.796%, 10/25/39 | 2,233,980 | 0.2 | |||||||||||||||
1,712,495 | ˆ | First Horizon Alternative Mortgage Securities, 6.546%, 12/25/36 | 350,866 | 0.0 | |||||||||||||||
500,000 | # | Fosse Master Issuer PLC, 1.736%, 10/18/54 | 516,357 | 0.0 | |||||||||||||||
1,045,525 | # | Fosse Master PLC, 1.636%, 10/18/54 | 1,058,066 | 0.1 | |||||||||||||||
5,570,000 | GCCFC Commercial Mortgage Trust, 5.221%–6.025%, 04/10/37–12/10/49 | 5,620,068 | 0.3 | ||||||||||||||||
1,050,000 | # | GE Capital Commercial Mortgage Series 2005-C2, 5.288%, 05/10/43 | 692,537 | 0.0 | |||||||||||||||
760,000 | # | GMAC Commercial Mortgage Securities, Inc. Series 2003-C1 Trust, 5.000%, 05/10/36 | 760,919 | 0.0 | |||||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |||||||||||||||||||
930,822 | # | Gracechurch Mortgage Financing PLC, 1.785%, 11/20/56 | $ | 940,773 | 0.1 | ||||||||||||||
771,000 | GS Mortgage Securities Corp. II Commercial Mort Ps Thr Cert Ser 2004-GG2, 5.987%, 08/10/38 | 770,877 | 0.0 | ||||||||||||||||
46,651,116 | ˆ | GS Mortgage Securities Corp. II, 1.565%, 11/10/46 | 4,017,911 | 0.2 | |||||||||||||||
8,709,201 | ˆ | GS Mortgage Securities Corp. II, 2.383%, 11/10/45 | 1,126,323 | 0.1 | |||||||||||||||
10,236,092 | ˆ | GS Mortgage Securities Corp. II, 2.588%, 05/10/45 | 1,277,609 | 0.1 | |||||||||||||||
1,300,000 | # | GS Mortgage Securities Trust 2011-GC3, 5.544%, 03/10/44 | 1,340,026 | 0.1 | |||||||||||||||
2,146,266 | # | Holmes Master Issuer PLC, 1.789%, 10/15/54 | 2,163,438 | 0.1 | |||||||||||||||
824,543 | JP Morgan Alternative Loan Trust, 5.500%, 12/25/35 | 710,138 | 0.0 | ||||||||||||||||
1,540,000 | # | JP Morgan Chase Commercial Mortgage Securities Corp. Ps Thr Certs Ser 2003-LN1, 5.458%, 10/15/37 | 1,535,342 | 0.1 | |||||||||||||||
630,000 | # | JP Morgan Chase Commercial Mortgage Securities Corp. Commercial Mortgage Pass-Thr, 5.603%, 05/15/41 | 605,019 | 0.0 | |||||||||||||||
43,497,827 | ˆ | JP Morgan Chase Commercial Mortgage Securities Corp., 0.675%, 01/15/46 | 1,204,081 | 0.1 | |||||||||||||||
13,102,589 | ˆ | JP Morgan Chase Commercial Mortgage Securities Corp., 1.941%, 12/15/47 | 1,335,653 | 0.1 | |||||||||||||||
50,410,476 | ˆ | JP Morgan Chase Commercial Mortgage Securities Corp., 2.003%, 06/16/45 | 4,809,946 | 0.3 | |||||||||||||||
15,265,000 | #, ˆ | JP Morgan Chase Commercial Mortgage Securities Corp., 0.360%, 12/15/47 | 404,881 | 0.0 | |||||||||||||||
2,560,000 | # | JP Morgan Chase Commercial Mortgage Securities Corp., 0.935%, 04/15/30 | 2,543,996 | 0.2 | |||||||||||||||
1,610,000 | # | JP Morgan Chase Commercial Mortgage Securities Corp., 1.555%, 10/15/30 | 1,612,411 | 0.1 | |||||||||||||||
1,430,000 | # | JP Morgan Chase Commercial Mortgage Securities Trust 2003-PM1, 5.549%, 08/12/40 | 1,476,218 | 0.1 | |||||||||||||||
1,300,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9, 5.723%, 06/12/41 | 1,112,127 | 0.1 | ||||||||||||||||
1,940,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP1, 0.355%, 03/15/46 | 1,923,979 | 0.1 |
VOYA INTERMEDIATE BOND FUND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |||||||||||||||||||
2,880,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP4, 5.129%, 10/15/42 | $ | 2,679,826 | 0.2 | |||||||||||||||
68,721 | JP Morgan Commercial Mortgage Finance Corp., 8.447%, 08/15/32 | 69,688 | 0.0 | ||||||||||||||||
4,523,864 | # | Lanark Master Issuer PLC, 1.636%, 12/22/54 | 4,595,749 | 0.3 | |||||||||||||||
830,000 | LB-UBS Commercial Mortgage Trust 2000-C4, 8.150%, 07/15/32 | 859,027 | 0.0 | ||||||||||||||||
2,140,000 | # | LB-UBS Commercial Mortgage Trust 2002-C4, 5.914%, 10/15/35 | 2,169,006 | 0.1 | |||||||||||||||
19,572,754 | #, ˆ | LB-UBS Commercial Mortgage Trust 2004-C1, 1.000%, 01/15/36 | 455,382 | 0.0 | |||||||||||||||
700,000 | # | LB-UBS Commercial Mortgage Trust 2005-C1, 5.347%, 02/15/40 | 682,710 | 0.0 | |||||||||||||||
1,190,000 | LB-UBS Commercial Mortgage Trust 2005-C2, 5.205%, 04/15/30 | 1,231,630 | 0.1 | ||||||||||||||||
1,150,000 | LB-UBS Commercial Mortgage Trust 2006-C4, 5.853%, 06/15/38 | 1,177,933 | 0.1 | ||||||||||||||||
75,010,505 | #, ˆ | LB-UBS Commercial Mortgage Trust, 0.635%, 11/15/38 | 1,173,202 | 0.1 | |||||||||||||||
1,100,000 | # | LB-UBS Commercial Mortgage Trust, 5.561%, 10/15/36 | 1,025,162 | 0.1 | |||||||||||||||
1,830,000 | # | LB-UBS Commercial Mortgage Trust, 6.007%, 09/15/39 | 1,940,157 | 0.1 | |||||||||||||||
1,760,000 | # | LB-UBS Commercial Mortgage Trust, 6.007%, 09/15/39 | 1,891,794 | 0.1 | |||||||||||||||
2,070,000 | # | LB-UBS Commercial Mortgage Trust, 6.890%, 07/15/32 | 1,982,600 | 0.1 | |||||||||||||||
2,500,000 | LB-UBS Commercial Mortgage Trust 2005-C3, 4.954%–4.983%, 07/15/40 | 2,494,177 | 0.2 | ||||||||||||||||
4,320,000 | LB-UBS Commercial Mortgage Trust, 5.323%–6.000%, 06/15/36–11/15/40 | 4,443,992 | 0.3 | ||||||||||||||||
31,291,497 | ˆ | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7, 1.740%, 02/15/46 | 3,023,084 | 0.2 | |||||||||||||||
11,347,822 | ˆ | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8, 1.504%, 12/15/48 | 778,827 | 0.0 | |||||||||||||||
20,264,192 | #, ˆ | Morgan Stanley Bank of America Merrill Lynch Trust, 1.883%, 08/15/45 | 1,883,143 | 0.1 | |||||||||||||||
19,582,155 | #, ˆ | Morgan Stanley Bank of America Merrill Lynch Trust, 2.163%, 11/15/45 | 2,074,878 | 0.1 | |||||||||||||||
1,570,000 | # | Morgan Stanley Capital I Trust 2004-HQ4, 5.377%, 04/14/40 | 1,346,014 | 0.1 | |||||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |||||||||||||||||||
1,460,000 | Morgan Stanley Capital I Trust 2004-IQ7, 5.427%, 06/15/38 | $ | 1,466,764 | 0.1 | |||||||||||||||
2,270,000 | Morgan Stanley Capital I Trust 2005-HQ6, 5.271%, 07/13/15 | 2,215,055 | 0.1 | ||||||||||||||||
1,310,000 | # | Morgan Stanley Capital I Trust 2005-HQ6, 5.379%, 08/13/42 | 1,221,848 | 0.1 | |||||||||||||||
2,580,000 | Morgan Stanley Capital I Trust 2006-HQ10, 5.389%, 11/12/41 | 2,616,370 | 0.2 | ||||||||||||||||
1,720,000 | # | Morgan Stanley Capital I Trust 2008-TOP29, 6.281%, 01/11/43 | 1,790,253 | 0.1 | |||||||||||||||
1,120,000 | # | Morgan Stanley Capital I Trust 2008-TOP29, 6.281%, 01/11/43 | 1,128,641 | 0.1 | |||||||||||||||
3,090,000 | # | Morgan Stanley Capital I Trust 2011-C1, 5.252%, 09/15/47 | 3,256,940 | 0.2 | |||||||||||||||
1,300,000 | # | Morgan Stanley Capital I Trust 2011-C1, 5.252%, 09/15/47 | 1,358,013 | 0.1 | |||||||||||||||
250,000 | # | Morgan Stanley Capital I, Inc., 5.910%, 11/15/31 | 256,591 | 0.0 | |||||||||||||||
81,627 | # | Morgan Stanley Capital I, 7.350%, 07/15/32 | 84,669 | 0.0 | |||||||||||||||
980,000 | # | Morgan Stanley Dean Witter Capital I Trust 2002-IQ3, 6.833%, 09/15/37 | 977,882 | 0.1 | |||||||||||||||
600,000 | # | Morgan Stanley Dean Witter Capital I, 7.423%, 07/15/33 | 611,624 | 0.0 | |||||||||||||||
1,626,381 | Morgan Stanley Mortgage Loan Trust 2006-3AR, 2.801%, 03/25/36 | 1,307,434 | 0.1 | ||||||||||||||||
998,809 | # | Morgan Stanley Re-REMIC Trust 2010-C30, 5.246%, 12/17/43 | 1,002,779 | 0.1 | |||||||||||||||
1,930,000 | Morgan Stanley Capital I, 5.202%-5.336%, 01/14/42-08/13/42 | 1,953,296 | 0.1 | ||||||||||||||||
2,579,981 | # | N-Star Real Estate CDO Ltd., 2.004%, 08/25/29 | 2,581,594 | 0.2 | |||||||||||||||
14,124,072 | #, ˆ | RBSCF Trust, 0.952%, 04/15/24 | 91,435 | 0.0 | |||||||||||||||
2,304,000 | # | Silverstone Master Issuer PLC, 1.787%, 01/21/55 | 2,335,095 | 0.1 | |||||||||||||||
7,907,273 | #, ˆ | UBS-Barclays Commercial Mortgage Trust, 1.787%, 05/10/63 | 680,952 | 0.0 | |||||||||||||||
3,527,000 | Wachovia Bank Commercial Mortgage Trust Series 2007-C33, 5.953%, 02/15/51 | 3,670,136 | 0.2 | ||||||||||||||||
3,390,000 | Wachovia Bank Commercial Mortgage Trust Series 2007-C33, 5.953%, 02/15/51 | 3,392,172 | 0.2 | ||||||||||||||||
3,080,000 | Wachovia Bank Commercial Mortgage Trust Series 2007-C33, 5.953%, 02/15/51 | 2,930,318 | 0.2 |
VOYA INTERMEDIATE BOND FUND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |||||||||||||||||||
2,862,431 | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust, 2.034%, 12/25/36 | $ | 2,442,329 | 0.2 | |||||||||||||||
5,148,574 | WaMu Mortgage Pass-Through Certificates, 2.255%, 07/25/37 | 4,350,123 | 0.3 | ||||||||||||||||
880,627 | Washington Mutual Alternative Mortgage Pass-Through Certificates, 5.500%, 10/25/35 | 816,288 | 0.0 | ||||||||||||||||
865,429 | Washington Mutual Mortgage Pass-through Certificates, 6.000%, 06/25/34 | 916,545 | 0.1 | ||||||||||||||||
4,156,571 | WaMu Mortgage Pass Through Certificates, 1.830%–2.324%, 10/25/36–12/25/36 | 3,627,846 | 0.2 | ||||||||||||||||
3,626,914 | Wells Fargo Alternative Loan Trust, 6.250%, 07/25/37 | 3,325,989 | 0.2 | ||||||||||||||||
10,413,693 | #, ˆ | Wells Fargo Commercial Mortgage Trust 2012-C8, 2.225%, 08/15/45 | 1,177,452 | 0.1 | |||||||||||||||
1,806,571 | Wells Fargo Mortgage Backed Securities 2005-AR15 Trust, 2.613%, 09/25/35 | 1,693,998 | 0.1 | ||||||||||||||||
33,871,132 | #, ˆ | Wells Fargo Mortgage Backed Securities Trust, 1.588%, 06/15/45 | 3,142,205 | 0.2 | |||||||||||||||
4,160,469 | Wells Fargo Mortgage Backed Securities Trust, 2.613%–5.568%, 03/25/36–04/25/36 | 4,123,407 | 0.2 | ||||||||||||||||
23,823,331 | Other Securities | 20,270,004 | 1.3 | ||||||||||||||||
Total Collateralized Mortgage Obligations (Cost $240,182,992) | 245,864,288 | 15.2 | |||||||||||||||||
ASSET-BACKED SECURITIES: 9.0% | |||||||||||||||||||
Automobile Asset-Backed Securities: 1.1% | |||||||||||||||||||
1,680,000 | AmeriCredit Automobile Receivables Trust 2012-4, 1.930%, 08/08/18 | 1,698,363 | 0.1 | ||||||||||||||||
3,050,000 | # | AmeriCredit Automobile Receivables Trust, 3.290%, 05/08/20 | 3,080,160 | 0.2 | |||||||||||||||
1,800,000 | Santander Drive Auto Receivables Trust 2012-4, 3.500%, 06/15/18 | 1,872,445 | 0.1 | ||||||||||||||||
1,200,000 | Santander Drive Auto Receivables Trust 2012-5, 3.300%, 09/17/18 | 1,239,530 | 0.1 | ||||||||||||||||
2,100,000 | Santander Drive Auto Receivables Trust 2013-1, 2.270%, 01/15/19 | 2,111,143 | 0.1 | ||||||||||||||||
2,200,000 | # | Santander Drive Auto Receivables Trust 2013-A, 4.710%, 01/15/21 | 2,328,679 | 0.2 | |||||||||||||||
ASSET-BACKED SECURITIES: (continued) | |||||||||||||||||||
Automobile Asset-Backed Securities: (continued) | |||||||||||||||||||
2,270,000 | Santander Drive Auto Receivables Trust 2014-1, 1.590%, 10/15/18 | $ | 2,274,073 | 0.1 | |||||||||||||||
2,510,000 | Other Securities | 2,512,304 | 0.2 | ||||||||||||||||
17,116,697 | 1.1 | ||||||||||||||||||
Credit Card Asset-Backed Securities: 0.1% | |||||||||||||||||||
1,680,000 | Other Securities | 1,666,249 | 0.1 | ||||||||||||||||
Home Equity Asset-Backed Securities: 0.1% | |||||||||||||||||||
1,032,839 | Other Securities | 1,007,109 | 0.1 | ||||||||||||||||
Other Asset-Backed Securities: 7.7% | |||||||||||||||||||
407,601 | # | Aimco CDO, 0.487%, 10/20/19 | 403,156 | 0.0 | |||||||||||||||
1,500,000 | # | AMMC CLO IV Ltd., 1.033%, 03/25/17 | 1,490,757 | 0.1 | |||||||||||||||
500,000 | # | Apidos CDO I Ltd., 0.989%, 07/27/17 | 497,184 | 0.0 | |||||||||||||||
940,000 | # | Apidos CDO II, 1.039%, 12/21/18 | 918,018 | 0.1 | |||||||||||||||
2,200,000 | # | Ares VIR CLO Ltd., 2.134%, 03/12/18 | 2,191,642 | 0.1 | |||||||||||||||
3,718,391 | # | Ares VR CLO Ltd., 2.136%, 02/24/18 | 3,687,994 | 0.2 | |||||||||||||||
3,910,000 | # | Ares XII CLO Ltd., 2.235%, 11/25/20 | 3,894,086 | 0.3 | |||||||||||||||
38,264 | # | Atrium CDO Corp., 0.564%, 10/27/16 | 38,229 | 0.0 | |||||||||||||||
1,725,000 | # | Atrium III, 2.234%, 10/27/16 | 1,703,858 | 0.1 | |||||||||||||||
1,750,000 | # | Atrium IV, 0.985%, 06/08/19 | 1,708,471 | 0.1 | |||||||||||||||
750,000 | # | Atrium IV, 2.085%, 06/08/19 | 745,854 | 0.1 | |||||||||||||||
2,000,000 | # | Atrium V, 0.925%, 07/20/20 | 1,903,512 | 0.1 | |||||||||||||||
1,625,000 | # | Babson CLO, Inc. 2005-III, 0.637%, 11/10/19 | 1,585,634 | 0.1 | |||||||||||||||
1,000,000 | # | Babson Mid-Market CLO, Inc. 2007-II, 1.089%, 04/15/21 | 948,464 | 0.0 | |||||||||||||||
4,300,000 | # | Ballyrock CLO 2006-1 Ltd., 1.733%, 08/28/19 | 4,267,281 | 0.2 | |||||||||||||||
1,500,000 | # | Ballyrock CLO 2006-2 Ltd., 1.642%, 01/14/20 | 1,472,534 | 0.1 | |||||||||||||||
2,000,000 | # | Blackrock Senior Income Series II, 2.085%, 05/25/17 | 1,964,748 | 0.1 | |||||||||||||||
750,000 | # | Callidus Debt Partners CLO Fund IV Ltd., 2.038%, 04/17/20 | 744,065 | 0.1 | |||||||||||||||
1,297,614 | # | Callidus Debt Partners CLO Fund VII Ltd., 0.987%, 01/21/21 | 1,295,407 | 0.1 | |||||||||||||||
1,750,000 | # | Callidus Debt Partners CLO Fund VII Ltd., 1.737%, 01/21/21 | 1,762,801 | 0.1 | |||||||||||||||
4,250,000 | # | Callidus Debt Partners CLO Fund VII Ltd., 2.487%, 01/21/21 | 4,251,407 | 0.2 | |||||||||||||||
1,400,000 | # | Callidus Debt Partners CLO Fund VII Ltd., 3.687%, 01/21/21 | 1,404,910 | 0.1 |
VOYA INTERMEDIATE BOND FUND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSET-BACKED SECURITIES: (continued) | |||||||||||||||||||
Other Asset-Backed Securities: (continued) | |||||||||||||||||||
1,050,000 | # | Carlyle Arnage CLO Ltd., 1.734%, 08/27/21 | $ | 1,059,888 | 0.1 | ||||||||||||||
1,850,000 | # | Castle Garden Funding, 0.986%, 10/27/20 | 1,826,122 | 0.1 | |||||||||||||||
600,000 | # | Castle Garden Funding, 4.986%, 10/27/20 | 601,075 | 0.0 | |||||||||||||||
1,000,000 | # | Castle Garden Funding, 6.560%, 10/27/20 | 1,084,188 | 0.1 | |||||||||||||||
2,475,000 | # | CIFC Funding 2006-I Ltd., 0.637%, 10/20/20 | 2,412,841 | 0.1 | |||||||||||||||
3,200,000 | # | CIFC Funding 2006-II Ltd., 1.836%, 03/01/21 | 3,060,451 | 0.2 | |||||||||||||||
1,000,000 | # | ColumbusNova CLO Ltd. 2006-II, 1.737%, 04/04/18 | 961,628 | 0.1 | |||||||||||||||
1,000,000 | # | CP Uniq Aps, 2.039%, 04/15/18 | 974,874 | 0.1 | |||||||||||||||
372,531 | # | Credit-Based Asset Servicing and Securitization, LLC, 5.746%, 12/25/37 | 373,535 | 0.0 | |||||||||||||||
3,500,000 | # | Dryden VIII Leveraged Loan CDO 2005, 1.986%, 05/22/17 | 3,448,907 | 0.2 | |||||||||||||||
3,000,000 | # | Eaton Vance CDO IX Ltd., 0.887%, 04/20/19 | 2,911,182 | 0.2 | |||||||||||||||
3,000,000 | # | Emporia Preferred Funding I Corp., 2.392%, 10/12/18 | 2,997,843 | 0.2 | |||||||||||||||
641,451 | # | Emporia Preferred Funding II Corp., 0.517%, 10/18/18 | 640,417 | 0.1 | |||||||||||||||
2,000,000 | # | Emporia Preferred Funding II Ltd., 1.187%, 10/18/18 | 1,930,260 | 0.1 | |||||||||||||||
2,100,000 | # | Emporia Preferred Funding, 0.737%, 10/18/18 | 2,082,830 | 0.1 | |||||||||||||||
1,500,000 | # | Flagship CLO IV Corp., 2.036%, 06/01/17 | 1,479,732 | 0.1 | |||||||||||||||
1,450,000 | # | Fraser Sullivan CLO II Ltd., 0.635%, 12/20/20 | 1,409,960 | 0.1 | |||||||||||||||
1,500,000 | # | Fraser Sullivan CLO II Ltd., 0.955%, 12/20/20 | 1,448,674 | 0.1 | |||||||||||||||
1,825,000 | # | Gulf Stream — Compass CLO 2007-I Ltd., 2.235%, 10/28/19 | 1,810,897 | 0.1 | |||||||||||||||
3,100,000 | # | Gulf Stream — Compass CLO 2007-I Ltd., 3.685%, 10/28/19 | 3,101,407 | 0.2 | |||||||||||||||
2,250,000 | # | Gulf Stream — Sextant CLO 2006-1 Ltd., 0.574%, 08/21/20 | 2,231,719 | 0.1 | |||||||||||||||
3,040,000 | # | Gulf Stream — Sextant CLO 2006-1 Ltd., 1.834%, 08/21/20 | 2,881,819 | 0.2 | |||||||||||||||
650,000 | # | Gulf Stream-Rashinban CLO 2006-1 Ltd., 0.914%, 11/26/20 | 615,340 | 0.1 | |||||||||||||||
1,150,000 | # | Halcyon Structured Asset Management Long Secured/Short Unsecured 2007-1 Ltd., 0.686%, 08/07/21 | 1,115,506 | 0.0 | |||||||||||||||
1,350,000 | # | Halcyon Structured Asset Management Long Secured/Short Unsecured 2007-1 Ltd., 2.536%, 08/07/21 | 1,331,439 | 0.1 | |||||||||||||||
ASSET-BACKED SECURITIES: (continued) | |||||||||||||||||||
Other Asset-Backed Securities: (continued) | |||||||||||||||||||
1,000,000 | # | Hewett’s Island Clo IV Ltd., 0.987%, 05/09/18 | $ | 996,469 | 0.1 | ||||||||||||||
1,000,000 | # | Hewett’s Island Clo V Ltd., 0.936%, 12/05/18 | 969,392 | 0.0 | |||||||||||||||
1,260,000 | # | Invitation Homes 2013-SFR1 Trust, 2.100%, 12/17/30 | 1,259,247 | 0.1 | |||||||||||||||
1,250,000 | # | Kingsland III Ltd., 0.886%, 08/24/21 | 1,185,502 | 0.1 | |||||||||||||||
1,225,000 | # | Landmark VI CDO Ltd, 0.742%, 01/14/18 | 1,204,438 | 0.1 | |||||||||||||||
750,000 | # | Madison Park Funding Ltd., 2.033%, 03/25/20 | 729,205 | 0.0 | |||||||||||||||
1,780,000 | # | Madison Park Funding Ltd., 2.137%, 05/10/19 | 1,780,431 | 0.1 | |||||||||||||||
1,550,000 | # | Morgan Stanley Investment Management Croton Ltd, 0.689%, 01/15/18 | 1,525,313 | 0.1 | |||||||||||||||
1,500,000 | # | MSIM Peconic Bay Ltd., 2.237%, 07/20/19 | 1,497,665 | 0.1 | |||||||||||||||
2,000,000 | # | Northwoods Capital V Ltd., 2.134%, 12/07/20 | 1,962,898 | 0.1 | |||||||||||||||
1,000,000 | # | Oak Hill Credit Partners IV Ltd, 1.936%, 05/17/21 | 989,725 | 0.1 | |||||||||||||||
1,000,000 | # | Sargas CLO I Ltd., 1.784%, 08/27/20 | 991,450 | 0.1 | |||||||||||||||
4,866,945 | Securitized Asset Backed Receivables LLC Trust 2006-NC2, 0.394%, 03/25/36 | 4,128,970 | 0.2 | ||||||||||||||||
1,000,000 | # | Silverado CLO 2006-I Ltd., 1.987%, 04/11/20 | 976,709 | 0.1 | |||||||||||||||
2,200,000 | # | Stanfield Arnage CLO Ltd., 2.434%, 08/27/21 | 2,181,111 | 0.1 | |||||||||||||||
3,600,000 | # | Stanfield Veyron CLO Ltd., 0.919%, 07/15/18 | 3,559,896 | 0.2 | |||||||||||||||
2,000,000 | # | Stone Tower CLO IV Ltd., 2.107%, 03/16/18 | 1,967,710 | 0.1 | |||||||||||||||
2,000,000 | # | Trade MAPS 1 Ltd., 2.400%, 12/10/18 | 2,014,365 | 0.1 | |||||||||||||||
1,550,000 | # | WhiteHorse III Ltd./Corp, 0.988%, 05/01/18 | 1,537,727 | 0.1 | |||||||||||||||
1,250,000 | # | WhiteHorse III Ltd/Corp, 2.088%, 05/01/18 | 1,231,071 | 0.1 | |||||||||||||||
10,685,108 | Other Securities | 9,910,394 | 0.6 | ||||||||||||||||
125,272,234 | 7.7 | ||||||||||||||||||
Total Asset-Backed Securities (Cost $144,335,581) | 145,062,289 | 9.0 | |||||||||||||||||
U.S. TREASURY OBLIGATIONS: 22.7% | |||||||||||||||||||
U.S. Treasury Bonds: 2.9% | |||||||||||||||||||
46,184,000 | 3.750%, due 11/15/43 | 47,822,100 | 2.9 | ||||||||||||||||
U.S. Treasury Notes: 19.8% | |||||||||||||||||||
61,158,000 | 0.375%, due 03/31/16 | 61,098,249 | 3.8 | ||||||||||||||||
130,861,000 | 0.750%, due 03/15/17 | 130,395,789 | 8.1 | ||||||||||||||||
68,971,000 | 1.625%, due 03/31/19 | 68,644,974 | 4.2 |
VOYA INTERMEDIATE BOND FUND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. TREASURY OBLIGATIONS: (continued) | |||||||||||||||||||
U.S. Treasury Notes: (continued) | |||||||||||||||||||
25,326,000 | 2.250%, due 03/31/21 | $ | 25,240,930 | 1.6 | |||||||||||||||
34,082,000 | 2.750%, due 02/15/24 | 34,164,547 | 2.1 | ||||||||||||||||
319,544,489 | 19.8 | ||||||||||||||||||
Total U.S. Treasury Obligations (Cost $366,940,188) | 367,366,589 | 22.7 | |||||||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 22.6% | |||||||||||||||||||
Federal Home Loan Mortgage Corporation: 9.0%## | |||||||||||||||||||
15,793,000 | W | 3.000%, due 05/01/43 | 15,181,639 | 0.9 | |||||||||||||||
41,464,000 | W | 3.500%, due 08/15/41 | 41,535,268 | 2.6 | |||||||||||||||
2,413,273 | ˆˆ | 4.000%, due 01/15/36 | 2,280,005 | 0.1 | |||||||||||||||
14,650,000 | W | 4.000%, due 12/15/40 | 15,149,588 | 0.9 | |||||||||||||||
3,463,086 | 4.000%, due 10/01/41 | 3,600,863 | 0.2 | ||||||||||||||||
4,968,707 | 4.000%, due 12/01/41 | 5,166,921 | 0.3 | ||||||||||||||||
9,703,416 | ˆ | 4.000%, due 04/15/43 | 1,889,913 | 0.1 | |||||||||||||||
7,254,306 | ˆ | 4.500%, due 12/15/40 | 1,363,244 | 0.1 | |||||||||||||||
1,181,147 | ˆ | 4.975%, due 03/15/33 | 1,247,780 | 0.1 | |||||||||||||||
4,590,745 | 5.500%, due 02/15/36 | 4,977,906 | 0.3 | ||||||||||||||||
6,839,910 | 5.500%, due 11/01/38 | 7,557,505 | 0.5 | ||||||||||||||||
11,804,730 | ˆ | 5.845%, due 05/15/36 | 1,446,174 | �� | 0.1 | ||||||||||||||
4,543,347 | ˆ | 5.895%, due 07/15/40 | 730,149 | 0.1 | |||||||||||||||
411,206 | ˆ | 6.000%, due 04/15/33 | 93,050 | 0.0 | |||||||||||||||
3,544,142 | 6.000%, due 10/15/37 | 3,878,571 | 0.2 | ||||||||||||||||
6,679,196 | ˆ | 6.330%, due 06/15/36 | 1,064,005 | 0.1 | |||||||||||||||
4,260,491 | ˆ | 6.395%, due 05/15/41 | 879,693 | 0.1 | |||||||||||||||
11,313,164 | ˆ | 6.445%, due 09/15/34 | 1,404,146 | 0.1 | |||||||||||||||
33,532,430 | W | 0.505%–7.000%, due 04/01/14–01/15/42 | 35,992,689 | 2.2 | |||||||||||||||
145,439,109 | 9.0 | ||||||||||||||||||
Federal National Mortgage Association: 10.2%## | |||||||||||||||||||
33,305,000 | W | 2.500%, due 11/25/26 | 33,200,924 | 2.1 | |||||||||||||||
20,070,000 | W | 3.000%, due 05/01/43 | 19,320,510 | 1.2 | |||||||||||||||
12,672,224 | 3.000%, due 05/01/43 | 12,270,707 | 0.8 | ||||||||||||||||
5,520,000 | W | 3.500%, due 01/25/26 | 5,774,437 | 0.4 | |||||||||||||||
12,723,209 | ˆ | 3.500%, due 06/25/42 | 1,885,652 | 0.1 | |||||||||||||||
589,587 | ˆ | 4.000%, due 11/01/18 | 37,408 | 0.0 | |||||||||||||||
10,128,000 | W | 4.000%, due 02/25/39 | 10,493,557 | 0.6 | |||||||||||||||
7,888,750 | ˆ | 4.000%, due 04/25/41 | 1,493,149 | 0.1 | |||||||||||||||
4,901,240 | 4.000%, due 07/01/42 | 5,103,111 | 0.3 | ||||||||||||||||
4,704,500 | 4.000%, due 07/01/42 | 4,896,843 | 0.3 | ||||||||||||||||
4,737,526 | 4.500%, due 10/25/34 | 5,147,296 | 0.3 | ||||||||||||||||
7,299,000 | W | 4.500%, due 05/15/35 | 7,762,031 | 0.5 | |||||||||||||||
6,524,785 | 5.500%, due 10/01/39 | 7,212,723 | 0.4 | ||||||||||||||||
10,525,545 | ˆ | 5.996%, due 11/25/39 | 1,336,202 | 0.1 | |||||||||||||||
653,010 | ˆ | 6.000%, due 08/25/33 | 136,530 | 0.0 | |||||||||||||||
6,521,981 | 6.000%, due 01/01/38 | 7,360,330 | 0.5 | ||||||||||||||||
8,543,857 | ˆ | 6.396%, due 09/25/40 | 1,583,288 | 0.1 | |||||||||||||||
22,784,828 | ˆ | 6.446%, due 04/25/31 | 4,242,289 | 0.3 | |||||||||||||||
929,195 | ˆ | 6.546%, due 08/25/26 | 133,229 | 0.0 | |||||||||||||||
3,093,249 | ˆ | 6.586%, due 01/25/37 | 509,776 | 0.0 | |||||||||||||||
11,354,099 | ˆ | 6.596%, due 10/25/35 | 1,994,654 | 0.1 | |||||||||||||||
823,824 | ˆ | 7.530%, due 02/17/29 | 146,780 | 0.0 | |||||||||||||||
30,543,200 | W | 0.556%–32.679%, due 08/01/16–07/01/42 | 33,425,337 | 2.0 | |||||||||||||||
165,466,763 | 10.2 | ||||||||||||||||||
Government National Mortgage Association: 3.4% | |||||||||||||||||||
8,251,000 | 3.000%, due 04/01/43 | 8,115,632 | 0.5 | ||||||||||||||||
7,454,759 | 4.500%, due 05/16/39 | 8,104,826 | 0.5 | ||||||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | |||||||||||||||||||
Government National Mortgage Association: (continued) | |||||||||||||||||||
3,622,751 | ˆ | 4.500%, due 09/20/41 | $ | 671,403 | 0.1 | ||||||||||||||
2,884,643 | ˆ | 5.000%, due 06/16/39 | 50,490 | 0.0 | |||||||||||||||
2,446,263 | ˆ | 5.000%, due 04/20/40 | 904,605 | 0.1 | |||||||||||||||
15,028,524 | ˆ | 5.195%, due 05/16/41 | 2,404,825 | 0.2 | |||||||||||||||
7,029,850 | ˆ | 5.693%, due 06/20/40 | 1,139,069 | 0.1 | |||||||||||||||
2,748,094 | ˆ | 6.043%, due 06/20/38 | 287,604 | 0.0 | |||||||||||||||
4,516,704 | ˆ | 6.043%, due 04/20/39 | 642,333 | 0.0 | |||||||||||||||
19,293,849 | ˆ | 6.143%, due 05/20/39 | 2,073,238 | 0.1 | |||||||||||||||
3,325,138 | ˆ | 6.243%, due 04/20/38 | 464,433 | 0.0 | |||||||||||||||
1,471,029 | ˆ | 6.345%, due 05/16/38 | 251,605 | 0.0 | |||||||||||||||
4,063,843 | ˆ | 6.393%, due 01/20/38 | 627,053 | 0.0 | |||||||||||||||
17,542,397 | ˆ | 6.463%, due 08/20/40 | 3,582,598 | 0.2 | |||||||||||||||
8,103,210 | ˆ | 6.495%, due 09/16/40 | 1,486,593 | 0.1 | |||||||||||||||
2,542,502 | ˆ | 6.615%, due 02/16/35 | 442,131 | 0.0 | |||||||||||||||
142,948 | ˆ | 8.095%, due 06/16/31 | 15,350 | 0.0 | |||||||||||||||
5,975,000 | 4.000%, due 11/20/41 | 6,261,613 | 0.4 | ||||||||||||||||
15,420,762 | 1.625%–6.500%, due 04/20/28–10/20/60 | 16,571,460 | 1.1 | ||||||||||||||||
54,096,861 | 3.4 | ||||||||||||||||||
Total U.S. Government Agency Obligations (Cost $361,003,919) | 365,002,733 | 22.6 | |||||||||||||||||
FOREIGN GOVERNMENT BONDS: 3.9% | |||||||||||||||||||
1,200,000 | # | Aruba Government Bond, 4.625%, 09/14/23 | 1,146,000 | 0.1 | |||||||||||||||
277,600 | # | Belize Government International Bond, 5.000%, 02/20/38 | 196,055 | 0.0 | |||||||||||||||
700,000 | # | Bolivian Government International Bond, 5.950%, 08/22/23 | 736,750 | 0.1 | |||||||||||||||
350,000 | # | Costa Rica Government International Bond, 4.250%, 01/26/23 | 325,500 | 0.0 | |||||||||||||||
300,000 | # | Dominican Republic International Bond, 6.600%, 01/28/24 | 308,250 | 0.0 | |||||||||||||||
232,000 | # | El Salvador Government International Bond, 5.875%, 01/30/25 | 219,240 | 0.0 | |||||||||||||||
290,380 | # | Gabonese Republic, 6.375%, 12/12/24 | 308,529 | 0.0 | |||||||||||||||
300,000 | # | Guatemala Government Bond, 4.875%, 02/13/28 | 292,500 | 0.0 | |||||||||||||||
1,000,000 | # | Hrvatska Elektroprivreda, 6.000%, 11/09/17 | 1,045,000 | 0.1 | |||||||||||||||
1,320,000 | # | Indonesia Government International Bond, 3.750%, 04/25/22 | 1,252,350 | 0.1 | |||||||||||||||
600,000 | # | Kazakhstan Temir Zholy Finance BV, 6.950%, 07/10/42 | 613,500 | 0.0 | |||||||||||||||
264,000 | # | Lithuania Government International Bond, 6.625%, 02/01/22 | 312,708 | 0.0 |
VOYA INTERMEDIATE BOND FUND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
FOREIGN GOVERNMENT BONDS: (continued) | |||||||||||||||||||
600,000 | # | Morocco Government International Bond, 4.250%, 12/11/22 | $ | 585,000 | 0.0 | ||||||||||||||
330,000 | # | Petroleos Mexicanos, 4.875%, 01/18/24 | 341,550 | 0.0 | |||||||||||||||
1,000,000 | # | Republic of Latvia, 2.750%, 01/12/20 | 965,250 | 0.1 | |||||||||||||||
600,000 | # | Republic of Paraguay, 4.625%, 01/25/23 | 600,000 | 0.0 | |||||||||||||||
136,000 | # | Romanian Government International Bond, 4.375%, 08/22/23 | 134,130 | 0.0 | |||||||||||||||
2,800,000 | Russian Agricultural Bank OJSC Via RSHB Capital SA, 5.298%, 12/27/17 | 2,793,000 | 0.2 | ||||||||||||||||
600,000 | # | Russian Agricultural Bank OJSC Via RSHB Capital SA, 5.298%, 12/27/17 | 598,500 | 0.0 | |||||||||||||||
1,400,000 | Russian Foreign Bond — Eurobond, 4.875%, 09/16/23 | 1,391,250 | 0.1 | ||||||||||||||||
5,942,530 | Russian Foreign Bond — Eurobond, 7.500%, 03/31/30 | 6,771,513 | 0.4 | ||||||||||||||||
800,000 | # | Russian Foreign Bond — Eurobond, 4.875%, 09/16/23 | 795,000 | 0.1 | |||||||||||||||
630,000 | #, L | Republic of Serbia, 5.250%, 11/21/17 | 656,775 | 0.1 | |||||||||||||||
1,000,000 | # | Transnet SOC Ltd., 4.000%, 07/26/22 | 924,510 | 0.1 | |||||||||||||||
300,000 | # | Zambia Government International Bond, 5.375%, 09/20/22 | 257,625 | 0.0 | |||||||||||||||
38,915,647 | Other Securities(a) | 39,144,643 | 2.4 | ||||||||||||||||
Total Foreign Government Bonds (Cost $63,845,420) | 62,715,128 | 3.9 | |||||||||||||||||
Total Long-Term Investments (Cost $1,624,714,740) | 1,645,509,222 | 101.9 | |||||||||||||||||
SHORT-TERM INVESTMENTS: 11.0% | |||||||||||||||||||
Securities Lending Collateralcc(1): 0.8% | |||||||||||||||||||
1,743,997 | Bank of Nova Scotia, Repurchase Agreement dated 03/31/14, 0.07%, due 04/01/14 (Repurchase Amount $1,744,000, collateralized by various U.S. Government/U.S. Government Agency Obligations, 1.000%–6.500%, Market Value plus accrued interest $1,778,881, due 01/31/16–11/01/43) | 1,743,997 | 0.1 | ||||||||||||||||
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||||||
Securities Lending Collateralcc(1): (continued) | |||||||||||||||||||
3,093,227 | Citigroup, Inc., Repurchase Agreement dated 03/31/14, 0.09%, due 04/01/14 (Repurchase Amount $3,093,235, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–10.625%, Market Value plus accrued interest $3,155,092, due 04/03/14–02/15/41) | $ | 3,093,227 | 0.2 | |||||||||||||||
3,093,227 | Daiwa Capital Markets, Repurchase Agreement dated 03/31/14, 0.12%, due 04/01/14 (Repurchase Amount $3,093,237, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–6.500%, Market Value plus accrued interest $3,155,092, due 03/27/17–03/01/48) | 3,093,227 | 0.2 | ||||||||||||||||
2,000,000 | Millenium Fixed Income Ltd., Repurchase Agreement dated 03/31/14, 0.07%, due 04/01/14 (Repurchase Amount $2,000,004, collateralized by various U.S. Government Securities, 0.750%, Market Value plus accrued interest $2,040,000, due 06/30/17) | 2,000,000 | 0.1 | ||||||||||||||||
3,093,227 | Nomura Securities, Repurchase Agreement dated 03/31/14, 0.10%, due 04/01/14 (Repurchase Amount $3,093,235, collateralized by various U.S. Government Agency Obligations, 0.000%–6.036%, Market Value plus accrued interest $3,155,092, due 04/01/14–05/01/47) | 3,093,227 | 0.2 | ||||||||||||||||
13,023,678 | 0.8 | ||||||||||||||||||
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
Mutual Funds: 10.2% | |||||||||||||||||||
164,651,414 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.030%†† (Cost $164,651,414) | 164,651,414 | 10.2 | ||||||||||||||||
Total Short-Term Investments (Cost $177,675,092) | 177,675,092 | 11.0 |
VOYA INTERMEDIATE BOND FUND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Total Investments in Securities (Cost $1,802,389,832) | $ | 1,823,184,314 | 112.9 | |||||||||||||||
Liabilities in Excess of Other Assets | (207,838,745 | ) | (12.9 | ) | ||||||||||||||
Net Assets | $ | 1,615,345,569 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of March 31, 2014. |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
## | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
& | Payment-in-kind |
cc | Securities purchased with cash collateral for securities loaned. |
W | Settlement is on a when-issued or delayed-delivery basis. |
L | Loaned security, a portion or all of the security is on loan at March 31, 2014. |
± | Defaulted security |
X | Fair value determined by Voya funds Valuation Committee appointed by the Funds’ Board of Directors/Trustees. |
ˆ | Interest only securities represent the right to receive the monthly interest payments on an underlying pool of mortgage loans. Principal amount shown represents the notional amount on which current interest is calculated. Payments of principal on the pool reduce the value of the interest only security. |
ˆˆ | Principal only securities represent the right to receive the monthly principal payments on an underlying pool of mortgage loans. No payments of interest on the pool are passed through the principal only security. |
(1) | Collateral received from brokers for securities lending was invested into these short-term investments. |
(a) | This grouping contains securities on loan. |
DKK | Danish Krone |
Net unrealized appreciation consists of: |
Gross Unrealized Appreciation | $ | 30,434,323 | ||||
Gross Unrealized Depreciation | (10,658,738 | ) | ||||
Net Unrealized Appreciation | $ | 19,775,585 |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at March 31, 2014 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Corporate Bonds/Notes | $ | — | $ | 459,498,195 | $ | — | $ | 459,498,195 | ||||||||||
Collateralized Mortgage Obligations | — | 242,852,175 | 3,012,113 | 245,864,288 | ||||||||||||||
Short-Term Investments | 164,651,414 | 13,023,678 | — | 177,675,092 | ||||||||||||||
U.S. Treasury Obligations | — | 367,366,589 | — | 367,366,589 | ||||||||||||||
Foreign Government Bonds | — | 62,715,128 | — | 62,715,128 | ||||||||||||||
U.S. Government Agency Obligations | — | 365,002,733 | — | 365,002,733 | ||||||||||||||
Asset-Backed Securities | — | 143,047,924 | 2,014,365 | 145,062,289 | ||||||||||||||
Total Investments, at fair value | $ | 164,651,414 | $ | 1,653,506,422 | $ | 5,026,478 | $ | 1,823,184,314 | ||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Forward Foreign Currency Contracts | — | 243,833 | — | 243,833 | ||||||||||||||
Futures | 921,144 | — | — | 921,144 | ||||||||||||||
OTC Swaps | — | 393,670 | — | 393,670 | ||||||||||||||
Total Assets | $ | 165,572,558 | $ | 1,654,143,925 | $ | 5,026,478 | $ | 1,824,742,961 | ||||||||||
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | (88,043 | ) | $ | — | $ | (88,043 | ) | ||||||||
Futures | (1,068,807 | ) | — | — | (1,068,807 | ) | ||||||||||||
OTC Swaps | — | (2,254,920 | ) | — | (2,254,920 | ) | ||||||||||||
Total Liabilities | $ | (1,068,807 | ) | $ | (2,342,963 | ) | $ | — | $ | (3,411,770 | ) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
+ | Other Financial Instruments are derivatives not reflected in the Portfolio of Investments and may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are valued at the unrealized gain (loss) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. |
VOYA INTERMEDIATE BOND FUND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Counterparty | Currency | Contract Amount | Buy/Sell | Settlement Date | In Exchange For | Fair Value | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Barclays Bank PLC | Brazilian Real | 3,332,470 | Buy | 06/06/14 | $ | 1,392,067 | $ | 1,443,515 | $ | 51,448 | ||||||||||||||||||||
Barclays Bank PLC | Russian Ruble | 10,633,913 | Buy | 06/06/14 | 291,260 | 297,869 | 6,609 | |||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 20,704,792 | Buy | 05/09/14 | 28,535,862 | 28,521,865 | (13,997 | ) | ||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 726,036 | Buy | 05/09/14 | 981,292 | 1,000,150 | 18,858 | |||||||||||||||||||||||
$ | 62,918 | |||||||||||||||||||||||||||||
Barclays Bank PLC | South African Rand | 6,920,236 | Sell | 06/06/14 | $ | 630,459 | $ | 650,648 | $ | (20,189 | ) | |||||||||||||||||||
Citigroup, Inc. | EU Euro | 20,453,040 | Sell | 05/09/14 | 28,341,982 | 28,175,064 | 166,918 | |||||||||||||||||||||||
Deutsche Bank AG | Brazilian Real | 3,628,124 | Sell | 06/06/14 | 1,517,726 | 1,571,583 | (53,857 | ) | ||||||||||||||||||||||
$ | 92,872 |
Contract Description | Number of Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Long Contracts | ||||||||||||||||||
U.S. Treasury 2-Year Note | 307 | 06/30/14 | $ | 67,405,688 | $ | (106,170 | ) | |||||||||||
U.S. Treasury 5-Year Note | 1,306 | 06/30/14 | 155,352,788 | (962,637 | ) | |||||||||||||
U.S. Treasury Ultra Long Bond | 40 | 06/19/14 | 5,778,750 | 40,395 | ||||||||||||||
$ | 228,537,226 | $ | (1,028,412 | ) | ||||||||||||||
Short Contracts | ||||||||||||||||||
U.S. Treasury 10-Year Note | (1,018 | ) | 06/30/14 | (125,723,000 | ) | 880,749 | ||||||||||||
$ | (125,723,000 | ) | $ | 880,749 |
Counterparty | | Reference Entity/Obligation | | Buy/Sell Protection | | (Pay)/ Receive Fixed Rate (%) | | Termination Date | | Notional Amount(2) | | Fair Value(3) | | Upfront Payments Paid/ (Received) | | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Deutsche Bank AG | CDX.EM.19 Index | Buy | (5.000 | ) | 06/20/18 | USD 18,276,000 | $ | (1,354,019 | ) | $ | (1,324,591 | ) | $ | (29,428 | ) | |||||||||||||||||||
Deutsche Bank AG | CDX.EM.19 Index | Buy | (5.000 | ) | 06/20/18 | USD 5,009,000 | (371,103 | ) | (354,509 | ) | (16,594 | ) | ||||||||||||||||||||||
HSBC | CDX.EM.19 Index | Buy | (5.000 | ) | 06/20/18 | USD 7,151,000 | (529,798 | ) | (507,978 | ) | (21,820 | ) | ||||||||||||||||||||||
$ | (2,254,920 | ) | $ | (2,187,078 | ) | $ | (67,842 | ) |
Counterparty | | Reference Entity/Obligation | | Buy/Sell Protection | | (Pay)/ Receive Fixed Rate (%) | | Termination Date | | Notional Amount(2) | | Fair Value(3) | | Upfront Payments Paid/ (Received) | | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Deutsche Bank AG | Bolivarian Republic of Venezuela | Buy | (5.000 | ) | 12/20/18 | USD 1,386,000 | $ | 349,777 | $ | 206,288 | $ | 143,489 | ||||||||||||||||||||||
Deutsche Bank AG | Republic of Turkey | Buy | (1.000 | ) | 06/20/18 | USD 1,244,000 | 43,893 | 20,375 | 23,518 | |||||||||||||||||||||||||
$ | 393,670 | $ | 226,663 | $ | 167,007 |
(1) | If a Fund is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, a Fund will either i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation, other deliverable obligations or underlying securities comprising the referenced index or ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. |
(2) | The maximum amount of future payments (undiscounted) that a Fund as seller of protection could be required to make or receive as a buyer of credit protection under a credit default swap agreement would be an amount equal to the notional amount of the agreement. |
(3) | The fair values for credit default swap agreements serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. Increasing fair values, in absolute terms, when compared to the notional amount of the agreement, represent a deterioration of the referenced obligation’s credit soundness and a greater likelihood or risk of default or other credit event occurring. |
VOYA INTERMEDIATE BOND FUND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Asset Derivatives | ||||||||||
Foreign exchange contracts | Unrealized appreciation on forward foreign currency contracts | $ | 243,833 | |||||||
Credit contracts | Upfront payments paid on OTC swap agreements | 226,663 | ||||||||
Credit contracts | Unrealized appreciation on OTC swap agreements | 167,007 | ||||||||
Interest rate contracts | Net Assets — Unrealized appreciation* | 921,144 | ||||||||
Total Asset Derivatives | $ | 1,558,647 | ||||||||
Liability Derivatives | ||||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 88,043 | |||||||
Credit contracts | Upfront payments received on OTC swap agreements | 2,187,078 | ||||||||
Credit contracts | Unrealized depreciation on OTC swap agreements | 67,842 | ||||||||
Interest rate contracts | Net Assets — Unrealized depreciation* | 1,068,807 | ||||||||
Total Liability Derivatives | $ | 3,411,770 |
* | Includes cumulative appreciation/depreciation of futures contracts as reported in the table following the Summary Portfolio of Investments. |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | |||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Investments* | Foreign currency related transactions** | Futures | Swaps | Written options | Total | |||||||||||||||||||||
Credit contracts | $ | — | $ | — | $ | — | $ | (1,140,502 | ) | $ | — | $ | (1,140,502 | ) | |||||||||||||
Foreign exchange contracts | — | 1,917,647 | — | — | — | 1,917,647 | |||||||||||||||||||||
Interest rate contracts | 852,434 | — | (804,747 | ) | (1,749,335 | ) | (1,203,468 | ) | (2,905,116 | ) | |||||||||||||||||
Total | $ | 852,434 | $ | 1,917,647 | $ | (804,747 | ) | $ | (2,889,837 | ) | $ | (1,203,468 | ) | $ | (2,127,971 | ) |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Foreign currency related transactions** | Futures | Swaps | Total | ||||||||||||||
Credit contracts | $ | — | $ | — | $ | 1,579,520 | $1,579,520 | |||||||||||
Foreign exchange contracts | 106,661 | — | — | 106,661 | ||||||||||||||
Interest rate contracts | — | 437,663 | 1,123,001 | 1,560,664 | ||||||||||||||
Total | $ | 106,661 | $ | 437,663 | $ | 2,702,521 | $3,246,845 |
* | Amounts recognized for purchased options are included in net realized gain (loss) on investments. |
** | Amounts recognized for forward foreign currency contracts are included in net realized gain (loss) on foreign currency related transactions and net change in unrealized appreciation or depreciation on foreign currency related transactions. |
VOYA INTERMEDIATE BOND FUND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Barclays Bank PLC | Citigroup, Inc. | Deutsche Bank AG | HSBC | Totals | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Assets: | ||||||||||||||||||||||
Forward foreign currency contracts | $ | 58,057 | $ | 166,918 | $ | 18,858 | $ | — | $ | 243,833 | ||||||||||||
Credit default swaps | — | — | 393,670 | — | 393,670 | |||||||||||||||||
Total Assets | $ | 58,057 | $ | 166,918 | $ | 412,528 | $ | — | $ | 637,503 | ||||||||||||
Liabilities: | ||||||||||||||||||||||
Forward foreign currency contracts | $ | 20,189 | $ | — | $ | 67,854 | $ | — | $ | 88,043 | ||||||||||||
Credit default swaps | — | — | 1,725,122 | 529,798 | 2,254,920 | |||||||||||||||||
Total Liabilities | $ | 20,189 | $ | — | $ | 1,792,976 | $ | 529,798 | $ | 2,342,963 | ||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | 37,868 | $ | 166,918 | $ | (1,380,448 | ) | $ | (529,798 | ) | $ | (1,705,460 | ) | |||||||||
Total collateral pledged by the Fund/(Received from counterparty) | $ | — | $ | — | $ | 1,650,000 | $ | 560,000 | $ | 2,210,000 | ||||||||||||
Net Exposure(1) | $ | 37,868 | $ | 166,918 | $ | 269,552 | $ | 30,202 | $ | 504,540 |
(1) | Positive net exposure represents amounts due from each respective counterparty. Negative exposure represents amounts due from the Fund. Please refer to Note 2 for additional details regarding counterparty credit risk and credit related contingent features. |
VOYA SHORT TERM BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: 60.0% | |||||||||||||||||||
Basic Materials: 1.5% | |||||||||||||||||||
500,000 | #, L | FMG Resources August 2006 Pty Ltd., 6.000%, 04/01/17 | $ | 527,813 | 0.3 | ||||||||||||||
330,000 | # | Xstrata Finance Canada Ltd., 2.050%, 10/23/15 | 333,941 | 0.2 | |||||||||||||||
1,703,000 | Other Securities | 1,723,037 | 1.0 | ||||||||||||||||
2,584,791 | 1.5 | ||||||||||||||||||
Communications: 6.5% | |||||||||||||||||||
862,000 | AT&T, Inc., 0.800%–1.400%, 12/01/15–12/01/17 | 859,393 | 0.5 | ||||||||||||||||
850,000 | Cisco Systems, Inc., 1.100%, 03/03/17 | 852,473 | 0.5 | ||||||||||||||||
662,000 | NBCUniversal Media, LLC, 3.650%, 04/30/15 | 683,738 | 0.4 | ||||||||||||||||
396,000 | Verizon Communications, Inc., 2.500%, 09/15/16 | 410,329 | 0.2 | ||||||||||||||||
1,500,000 | Verizon Communications, Inc., 3.000%, 04/01/16 | 1,565,130 | 0.9 | ||||||||||||||||
6,604,000 | Other Securities | 6,931,318 | 4.0 | ||||||||||||||||
11,302,381 | 6.5 | ||||||||||||||||||
Consumer, Cyclical: 2.9% | |||||||||||||||||||
700,000 | # | Daimler Finance North America LLC, 1.250%, 01/11/16 | 704,282 | 0.4 | |||||||||||||||
277,000 | # | Glencore Funding LLC, 1.700%, 05/27/16 | 278,101 | 0.1 | |||||||||||||||
180,000 | # | Hyundai Capital America, 1.625%, 10/02/15 | 181,719 | 0.1 | |||||||||||||||
300,000 | # | Hyundai Capital America, 1.875%, 08/09/16 | 303,591 | 0.2 | |||||||||||||||
200,000 | # | Volkswagen International Finance NV, 1.125%, 11/18/16 | 200,122 | 0.1 | |||||||||||||||
3,331,000 | Other Securities | 3,497,585 | 2.0 | ||||||||||||||||
5,165,400 | 2.9 | ||||||||||||||||||
Consumer, Non-cyclical: 12.7% | |||||||||||||||||||
677,000 | Cigna Corp., 2.750%, 11/15/16 | 705,889 | 0.4 | ||||||||||||||||
837,000 | Diageo Capital PLC, 0.625%–1.500%, 04/29/16–05/11/17 | 838,494 | 0.5 | ||||||||||||||||
664,000 | McKesson Corp., 0.950%, 12/04/15 | 666,185 | 0.4 | ||||||||||||||||
303,000 | McKesson Corp., 1.292%, 03/10/17 | 302,508 | 0.2 | ||||||||||||||||
386,000 | # | Mylan, Inc., 6.000%, 11/15/18 | 407,590 | 0.2 | |||||||||||||||
747,000 | PepsiCo, Inc., 0.700%, 08/13/15 | 749,012 | 0.4 | ||||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Consumer, Non-cyclical: (continued) | |||||||||||||||||||
620,000 | PepsiCo, Inc., 0.700%–1.250%, 02/26/16–08/13/17 | $ | 619,139 | 0.4 | |||||||||||||||
323,000 | # | Perrigo Co. Plc, 1.300%, 11/08/16 | 322,579 | 0.2 | |||||||||||||||
671,000 | Philip Morris International, Inc., 2.500%, 05/16/16 | 696,636 | 0.4 | ||||||||||||||||
671,000 | UnitedHealth Group, Inc., 0.850%, 10/15/15 | 674,160 | 0.4 | ||||||||||||||||
500,000 | # | Valeant Pharmaceuticals International, 6.750%, 10/01/17 | 531,250 | 0.3 | |||||||||||||||
359,000 | # | WM Wrigley Jr Co., 1.400%, 10/21/16 | 360,787 | 0.2 | |||||||||||||||
14,613,000 | Other Securities | 15,213,851 | 8.7 | ||||||||||||||||
22,088,080 | 12.7 | ||||||||||||||||||
Energy: 4.0% | |||||||||||||||||||
741,000 | BP Capital Markets PLC, 0.700%–2.248%, 11/06/15–11/01/16 | 748,554 | 0.4 | ||||||||||||||||
6,101,000 | Other Securities | 6,240,326 | 3.6 | ||||||||||||||||
6,988,880 | 4.0 | ||||||||||||||||||
Financial: 25.9% | |||||||||||||||||||
450,000 | # | ABN AMRO Bank NV, 1.375%, 01/22/16 | 454,055 | 0.3 | |||||||||||||||
417,000 | # | American Honda Finance Corp., 1.000%, 08/11/15 | 419,580 | 0.2 | |||||||||||||||
740,000 | American International Group, Inc., 5.600%, 10/18/16 | 820,112 | 0.5 | ||||||||||||||||
600,000 | Bank of America Corp., 1.250%, 01/11/16 | 603,459 | 0.4 | ||||||||||||||||
1,100,000 | Bank of America Corp., 2.600%, 01/15/19 | 1,105,900 | 0.6 | ||||||||||||||||
660,000 | Bank of America Corp., 3.750%, 07/12/16 | 698,398 | 0.4 | ||||||||||||||||
675,000 | Bank of Montreal, 0.800%, 11/06/15 | 677,658 | 0.4 | ||||||||||||||||
675,000 | Bank of Nova Scotia, 0.750%, 10/09/15 | 677,127 | 0.4 | ||||||||||||||||
320,000 | Bank of Nova Scotia, 2.550%, 01/12/17 | 332,212 | 0.2 | ||||||||||||||||
425,000 | # | Bank of Tokyo-Mitsubishi UFJ Ltd/The, 1.550%, 09/09/16 | 429,483 | 0.2 | |||||||||||||||
339,000 | # | Banque Federative du Credit Mutuel SA, 1.700%, 01/20/17 | 339,935 | 0.2 | |||||||||||||||
870,000 | Barclays Bank PLC, 5.000%, 09/22/16 | 953,303 | 0.5 | ||||||||||||||||
900,000 | BB&T Corp., 1.600%, 08/15/17 | 903,489 | 0.5 | ||||||||||||||||
210,000 | BB&T Corp., 5.200%, 12/23/15 | 225,165 | 0.2 |
VOYA SHORT TERM BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Financial: (continued) | |||||||||||||||||||
500,000 | # | BBVA Banco Continental SA, 2.250%, 07/29/16 | $ | 502,500 | 0.3 | ||||||||||||||
819,000 | Berkshire Hathaway Finance Corp., 2.450%, 12/15/15 | 845,417 | 0.5 | ||||||||||||||||
698,000 | Citigroup, Inc., 2.650%, 03/02/15 | 710,854 | 0.4 | ||||||||||||||||
1,668,000 | Citigroup, Inc., 1.250%–5.500%, 01/15/16–02/15/17 | 1,735,288 | 1.0 | ||||||||||||||||
781,000 | Fifth Third Bancorp., 3.625%, 01/25/16 | 819,846 | 0.5 | ||||||||||||||||
200,000 | Ford Motor Credit Co. LLC, 1.700%, 05/09/16 | 202,354 | 0.1 | ||||||||||||||||
600,000 | Ford Motor Credit Co., LLC, 2.750%, 05/15/15 | 612,429 | 0.4 | ||||||||||||||||
605,000 | General Electric Capital Corp., 1.000%, 12/11/15 | 609,558 | 0.3 | ||||||||||||||||
920,000 | General Electric Capital Corp., 4.875%, 03/04/15 | 958,631 | 0.6 | ||||||||||||||||
499,000 | Goldman Sachs Group, Inc./The, 1.600%, 11/23/15 | 504,414 | 0.3 | ||||||||||||||||
762,000 | Goldman Sachs Group, Inc., 0.742%, 01/12/15 | 763,037 | 0.4 | ||||||||||||||||
641,000 | Goldman Sachs Group, Inc., 0.637%–3.625%, 07/22/15–02/07/16 | 659,656 | 0.4 | ||||||||||||||||
426,000 | # | HSBC Bank PLC, 1.500%, 05/15/18 | 417,787 | 0.2 | |||||||||||||||
541,000 | # | International Lease Finance Corp., 6.500%, 09/01/14 | 554,525 | 0.3 | |||||||||||||||
975,000 | JPMorgan Chase & Co., 3.150%, 07/05/16 | 1,020,933 | 0.6 | ||||||||||||||||
926,000 | JPMorgan Chase & Co., 1.625%–3.700%, 01/20/15–05/15/18 | 930,915 | 0.5 | ||||||||||||||||
312,000 | # | MassMutual Global Funding II, 3.125%, 04/14/16 | 327,156 | 0.2 | |||||||||||||||
470,000 | # | MetLife Institutional Funding II, 1.625%, 04/02/15 | 475,724 | 0.3 | |||||||||||||||
419,000 | MetLife, Inc., 1.756%, 12/15/17 | 423,028 | 0.2 | ||||||||||||||||
245,000 | # | Metropolitan Life Global Funding I, 1.700%, 06/29/15 | 248,317 | 0.1 | |||||||||||||||
1,212,000 | Morgan Stanley, 1.750%–6.000%, 04/28/15–04/25/18 | 1,255,353 | 0.7 | ||||||||||||||||
535,000 | National Australia Bank Ltd./New York, 1.600%, 08/07/15 | 542,577 | 0.3 | ||||||||||||||||
300,000 | # | National Australia Bank Ltd., 1.250%, 03/08/18 | 294,784 | 0.2 | |||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Financial: (continued) | |||||||||||||||||||
500,000 | # | Nordea Bank AB, 0.875%, 05/13/16 | $ | 499,592 | 0.3 | ||||||||||||||
865,000 | PNC Funding Corp., 2.700%–5.625%, 09/19/16–02/01/17 | 936,984 | 0.5 | ||||||||||||||||
1,225,000 | Royal Bank of Canada, 0.850%–1.500%, 03/08/16–01/16/18 | 1,222,395 | 0.7 | ||||||||||||||||
848,000 | State Street Corp., 1.350%–2.875%, 03/07/16–05/15/18 | 865,494 | 0.5 | ||||||||||||||||
680,000 | Sumitomo Mitsui Banking Corp., 1.500%, 01/18/18 | 670,557 | 0.4 | ||||||||||||||||
830,000 | SunTrust Bank/Atlanta GA, 0.526%–0.533%, 04/01/15–08/24/15 | 828,144 | 0.5 | ||||||||||||||||
1,066,000 | Wells Fargo & Co., 1.500%–2.100%, 05/08/17–01/16/18 | 1,078,468 | 0.6 | ||||||||||||||||
14,573,000 | Other Securities | 14,958,651 | 8.6 | ||||||||||||||||
45,115,244 | 25.9 | ||||||||||||||||||
Industrial: 2.0% | |||||||||||||||||||
500,000 | # | Aviation Capital Group Corp., 3.875%, 09/27/16 | 518,298 | 0.3 | |||||||||||||||
440,000 | General Electric Co., 0.850%, 10/09/15 | 442,183 | 0.3 | ||||||||||||||||
2,431,000 | Other Securities | 2,521,753 | 1.4 | ||||||||||||||||
3,482,234 | 2.0 | ||||||||||||||||||
Technology: 2.3% | |||||||||||||||||||
4,000,000 | Other Securities(a) | 4,014,694 | 2.3 | ||||||||||||||||
Utilities: 2.2% | |||||||||||||||||||
600,000 | Dominion Resources, Inc./VA, 1.400%, 09/15/17 | 592,035 | 0.4 | ||||||||||||||||
200,000 | Dominion Resources, Inc., 2.250%, 09/01/15 | 204,058 | 0.1 | ||||||||||||||||
690,000 | Georgia Power Co., 0.625%, 11/15/15 | 689,932 | 0.4 | ||||||||||||||||
762,000 | Georgia Power Co., 0.750%–3.000%, 08/10/15–04/15/16 | 780,691 | 0.4 | ||||||||||||||||
1,556,000 | Other Securities | 1,594,438 | 0.9 | ||||||||||||||||
3,861,154 | 2.2 | ||||||||||||||||||
Total Corporate Bonds/Notes (Cost $104,205,612) | 104,602,858 | 60.0 | |||||||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 12.8% | |||||||||||||||||||
468,000 | # | American General Mortgage Loan Trust 2010-1, 5.650%, 03/25/58 | 477,937 | 0.3 |
VOYA SHORT TERM BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |||||||||||||||||||
430,000 | Banc of America Commercial Mortgage Trust 2007-3, 5.598%, 06/10/49 | $ | 440,228 | 0.2 | |||||||||||||||
580,000 | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.317%, 06/10/49 | 631,453 | 0.4 | ||||||||||||||||
520,000 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.339%, 07/10/43 | 536,787 | 0.3 | |||||||||||||||
640,000 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc., 6.038%, 11/10/38 | 672,681 | 0.4 | |||||||||||||||
617,000 | Bank of America Merrill Lynch Commercial Mortgage, Inc., 4.621%, 07/10/43 | 626,603 | 0.4 | ||||||||||||||||
512,709 | Bear Stearns Commercial Mortgage Securities Trust 2003-TOP12, 4.727%, 08/13/39 | 516,470 | 0.3 | ||||||||||||||||
590,000 | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP18, 5.074%, 02/13/42 | 609,002 | 0.4 | ||||||||||||||||
192,344 | Bear Stearns Commercial Mortgage Securities Trust 2007-PWR18, 5.957%, 06/11/50 | 196,506 | 0.1 | ||||||||||||||||
640,264 | CD 2007-CD4 Commercial Mortgage Trust, 5.289%, 12/11/49 | 697,395 | 0.4 | ||||||||||||||||
29,230 | # | Credit Suisse First Boston Mortgage Securities Corp., 5.322%, 08/15/36 | 29,310 | 0.0 | |||||||||||||||
1,157,000 | Credit Suisse First Boston Mortgage Securities Corp., 4.877%–5.290%, 04/15/37–08/15/38 | 1,181,171 | 0.7 | ||||||||||||||||
860,000 | # | Credit Suisse Mortgage Capital Certificates, 2.405%, 02/10/29 | 858,870 | 0.5 | |||||||||||||||
45,000 | # | CSMC Series 2009-RR3, 5.342%, 12/15/43 | 48,740 | 0.0 | |||||||||||||||
100,000 | # | Del Coronado Trust, 4.000%, 03/15/26 | 100,044 | 0.0 | |||||||||||||||
250,000 | # | GCCFC Commercial Mortgage Trust, 6.109%, 06/10/36 | 251,312 | 0.1 | |||||||||||||||
282,542 | Greenwich Capital Commercial Funding Corp., 5.381%, 03/10/39 | 287,151 | 0.2 | ||||||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |||||||||||||||||||
810,000 | Greenwich Capital Commercial Funding Corp., 5.475%, 03/10/39 | $ | 872,945 | 0.5 | |||||||||||||||
270,000 | # | Hilton USA Trust 2013-HLT, 2.662%, 11/05/30 | 271,185 | 0.1 | |||||||||||||||
250,000 | # | JP Morgan Chase Commercial Mortgage Securities Corp., 1.555%, 10/15/30 | 250,374 | 0.2 | |||||||||||||||
30,214 | # | JP Morgan Chase Commercial Mortgage Securities Corp., 4.158%, 01/12/39 | 30,195 | 0.0 | |||||||||||||||
210,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP1, 0.355%, 03/15/46 | 208,266 | 0.1 | ||||||||||||||||
1,280,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP4, 5.040%, 10/15/42 | 1,319,761 | 0.8 | ||||||||||||||||
85,982 | JPMorgan Chase Commercial Mortgage Securities Corp. Series 2005-CIBC13, 5.240%, 01/12/43 | 87,302 | 0.0 | ||||||||||||||||
774,244 | JP Morgan Chase Commercial Mortgage Securities Corp., 4.878%–5.800%, 01/15/42–02/15/51 | 786,962 | 0.4 | ||||||||||||||||
310,000 | # | LB-UBS Commercial Mortgage Trust 2002-C4, 5.914%, 10/15/35 | 314,202 | 0.2 | |||||||||||||||
280,000 | LB-UBS Commercial Mortgage Trust 2004-C4, 6.000%, 06/15/36 | 281,554 | 0.2 | ||||||||||||||||
1,210,000 | LB-UBS Commercial Mortgage Trust 2005-C5, 5.127%, 09/15/40 | 1,261,434 | 0.7 | ||||||||||||||||
299,878 | LB-UBS Commercial Mortgage Trust 2006-C7, 5.300%, 11/15/38 | 310,787 | 0.2 | ||||||||||||||||
420,000 | # | LB-UBS Commercial Mortgage Trust, 5.261%, 10/15/36 | 430,601 | 0.2 | |||||||||||||||
233,965 | Morgan Stanley Capital I Trust 2005-HQ6, 4.973%, 08/13/42 | 236,713 | 0.1 | ||||||||||||||||
221,389 | Morgan Stanley Capital I Trust 2006-TOP21, 5.185%, 10/12/52 | 223,902 | 0.1 | ||||||||||||||||
570,000 | Morgan Stanley Capital I Trust 2007-TOP27, 5.648%, 06/11/42 | 620,684 | 0.4 | ||||||||||||||||
580,000 | Morgan Stanley Capital I, 5.073%, 08/13/42 | 601,985 | 0.4 | ||||||||||||||||
76,537 | # | Morgan Stanley Re-REMIC Trust 2010-C30, 5.246%, 12/17/43 | 76,841 | 0.0 |
VOYA SHORT TERM BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |||||||||||||||||||
108,115 | # | NorthStar 2012-1 Mortgage Trust, 1.357%, 08/25/29 | $ | 108,243 | 0.1 | ||||||||||||||
800,000 | # | TIAA CMBS I Trust, 5.770%, 06/19/33 | 859,563 | 0.5 | |||||||||||||||
686,997 | TIAA Seasoned Commercial Mortgage Trust, 5.551%, 08/15/39 | 720,170 | 0.4 | ||||||||||||||||
430,000 | # | Wachovia Bank Commercial Mortgage Trust Series 2004-C14, 5.719%, 08/15/41 | 433,467 | 0.3 | |||||||||||||||
360,000 | Wachovia Bank Commercial Mortgage Trust Series 2005-C17, 5.396%, 03/15/42 | 368,182 | 0.2 | ||||||||||||||||
220,000 | Wachovia Bank Commercial Mortgage Trust Series 2006-C25, 5.722%, 05/15/43 | 239,908 | 0.1 | ||||||||||||||||
114,806 | Wachovia Bank Commercial Mortgage Trust, 5.246%, 12/15/43 | 115,171 | 0.1 | ||||||||||||||||
960,000 | Wachovia Bank Commercial Mortgage Trust, 5.603%, 10/15/48 | 1,043,811 | 0.6 | ||||||||||||||||
2,145,496 | Other Securities | 2,181,758 | 1.2 | ||||||||||||||||
Total Collateralized Mortgage Obligations (Cost $22,535,068) | 22,417,626 | 12.8 | |||||||||||||||||
ASSET-BACKED SECURITIES: 15.1% | |||||||||||||||||||
Automobile Asset-Backed Securities: 2.8% | |||||||||||||||||||
481,000 | # | Hyundai Auto Lease Securitization Trust, 0.660%, 06/15/16 | 481,866 | 0.3 | |||||||||||||||
768,000 | Hyundai Auto Receivables Trust, 0.750%, 09/17/18 | 765,425 | 0.4 | ||||||||||||||||
700,000 | Smart Trust, 1.050%, 10/14/18 | 696,356 | 0.4 | ||||||||||||||||
3,046,874 | Other Securities | 3,053,953 | 1.7 | ||||||||||||||||
4,997,600 | 2.8 | ||||||||||||||||||
Credit Card Asset-Backed Securities: 1.8% | |||||||||||||||||||
800,000 | Chase Issuance Trust, 1.150%, 01/15/19 | 800,484 | 0.5 | ||||||||||||||||
786,000 | Citibank Credit Card Issuance Trust, 5.350%, 02/07/20 | 891,848 | 0.5 | ||||||||||||||||
582,000 | Citibank Credit Card Issuance Trust, 5.650%, 09/20/19 | 663,675 | 0.4 | ||||||||||||||||
788,000 | Other Securities | 788,681 | 0.4 | ||||||||||||||||
3,144,688 | 1.8 | ||||||||||||||||||
Home Equity Asset-Backed Securities: 0.2% | |||||||||||||||||||
294,457 | Other Securities | 303,443 | 0.2 | ||||||||||||||||
ASSET-BACKED SECURITIES: (continued) | |||||||||||||||||||
Other Asset-Backed Securities: 10.3% | |||||||||||||||||||
203,800 | # | Aimco CDO, 0.487%, 10/20/19 | $ | 201,578 | 0.1 | ||||||||||||||
500,000 | # | Apidos CDO II, 1.039%, 12/21/18 | 488,307 | 0.3 | |||||||||||||||
250,000 | # | Ares VIR CLO Ltd., 2.134%, 03/12/18 | 249,050 | 0.1 | |||||||||||||||
176,019 | # | Ares VR CLO Ltd., 2.136%, 02/24/18 | 174,580 | 0.1 | |||||||||||||||
325,000 | # | Ares XII CLO Ltd., 2.235%, 11/25/20 | 323,677 | 0.2 | |||||||||||||||
625,000 | # | Atrium III, 2.234%, 10/27/16 | 617,340 | 0.4 | |||||||||||||||
250,000 | # | Atrium III, 6.334%, 10/27/16 | 250,330 | 0.1 | |||||||||||||||
500,000 | # | Atrium IV, 0.985%, 06/08/19 | 488,135 | 0.3 | |||||||||||||||
500,000 | # | Ballyrock CLO 2006-1 Ltd., 1.733%, 08/28/19 | 496,195 | 0.3 | |||||||||||||||
500,000 | # | Ballyrock CLO 2006-2 Ltd., 1.642%, 01/14/20 | 490,845 | 0.3 | |||||||||||||||
523,507 | # | Ballyrock CLO 2006-1 Ltd., 3.683%, 08/28/19 | 521,189 | 0.3 | |||||||||||||||
500,000 | # | Callidus Debt Partners CLO Fund IV Ltd., 2.038%, 04/17/20 | 496,043 | 0.3 | |||||||||||||||
250,000 | # | Callidus Debt Partners CLO Fund VII Ltd., 1.737%, 01/21/21 | 251,829 | 0.2 | |||||||||||||||
250,000 | # | Callidus Debt Partners CLO Fund VII Ltd., 2.487%, 01/21/21 | 250,083 | 0.1 | |||||||||||||||
500,000 | # | Callidus Debt Partners CLO Fund VII Ltd., 3.687%, 01/21/21 | 501,753 | 0.3 | |||||||||||||||
400,000 | # | Carlyle Arnage CLO Ltd., 3.484%, 08/27/21 | 402,203 | 0.2 | |||||||||||||||
250,000 | # | Castle Garden Funding, 0.986%, 10/27/20 | 246,773 | 0.1 | |||||||||||||||
300,000 | # | Castle Garden Funding, 4.986%, 10/27/20 | 300,538 | 0.2 | |||||||||||||||
375,000 | # | CIFC Funding 2006-I Ltd., 0.637%, 10/20/20 | 365,582 | 0.2 | |||||||||||||||
400,000 | # | CIFC Funding 2006-II Ltd., 1.836%, 03/01/21 | 382,556 | 0.2 | |||||||||||||||
500,000 | # | CP Uniq Aps, 2.039%, 04/15/18 | 487,437 | 0.3 | |||||||||||||||
500,000 | # | Dryden VIII Leveraged Loan CDO 2005, 0.956%, 05/22/17 | 495,907 | 0.3 | |||||||||||||||
130,150 | # | Emporia Preferred Funding II Corp., 0.517%, 10/18/18 | 129,939 | 0.1 | |||||||||||||||
575,000 | # | Emporia Preferred Funding, 0.737%, 10/18/18 | 570,299 | 0.3 | |||||||||||||||
171,217 | # | GSAMP Trust 2005-SEA2, 0.504%, 01/25/45 | 167,424 | 0.1 |
VOYA SHORT TERM BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSET-BACKED SECURITIES: (continued) | |||||||||||||||||||
Other Asset-Backed Securities: (continued) | |||||||||||||||||||
500,000 | # | Gulf Stream — Compass CLO 2005-II Ltd., 1.037%, 01/24/20 | $ | 493,596 | 0.3 | ||||||||||||||
500,000 | # | Gulf Stream — Compass CLO 2007-I Ltd., 2.235%, 10/28/19 | 496,136 | 0.2 | |||||||||||||||
500,000 | # | Gulf Stream — Compass CLO 2007-I Ltd., 3.685%, 10/28/19 | 500,227 | 0.3 | |||||||||||||||
500,000 | # | Gulf Stream — Sextant CLO 2006-1 Ltd., 0.574%, 08/21/20 | 495,937 | 0.3 | |||||||||||||||
300,000 | # | Gulf Stream — Sextant CLO 2006-1 Ltd., 0.934%, 08/21/20 | 289,141 | 0.2 | |||||||||||||||
225,000 | # | Gulf Stream — Sextant CLO 2006-1 Ltd., 1.834%, 08/21/20 | 213,293 | 0.1 | |||||||||||||||
400,000 | # | Halcyon Structured Asset Management Long Secured/Short Unsecured 2007-1 Ltd., 0.686%, 08/07/21 | 388,002 | 0.2 | |||||||||||||||
250,000 | # | Halcyon Structured Asset Management Long Secured/Short Unsecured 2007-1 Ltd., 2.536%, 08/07/21 | 246,563 | 0.2 | |||||||||||||||
250,000 | # | Hewett’s Island Clo IV Ltd., 0.987%, 05/09/18 | 249,117 | 0.2 | |||||||||||||||
400,000 | # | Hewett’s Island Clo IV Ltd., 1.887%, 05/09/18 | 396,595 | 0.2 | |||||||||||||||
250,000 | # | Kingsland III Ltd., 0.886%, 08/24/21 | 237,101 | 0.1 | |||||||||||||||
500,000 | # | Landmark VI CDO Ltd, 0.742%, 01/14/18 | 491,608 | 0.3 | |||||||||||||||
1,050,000 | Madison Park Funding Ltd., 4.987%, 05/10/19 | 1,051,212 | 0.6 | ||||||||||||||||
250,000 | # | Madison Park Funding Ltd., 2.137%, 05/10/19 | 250,060 | 0.1 | |||||||||||||||
500,000 | # | Northwoods Capital V Ltd., 2.134%, 12/07/20 | 490,725 | 0.3 | |||||||||||||||
300,000 | # | Silverado CLO 2006-I Ltd., 0.667%, 04/11/20 | 296,701 | 0.2 | |||||||||||||||
500,000 | # | Stanfield Veyron CLO Ltd., 0.919%, 07/15/18 | 494,430 | 0.3 | |||||||||||||||
425,000 | # | WhiteHorse III Ltd./Corp, 0.988%, 05/01/18 | 421,635 | 0.2 | |||||||||||||||
1,054,430 | Other Securities | 1,054,779 | 0.6 | ||||||||||||||||
17,906,450 | 10.3 | ||||||||||||||||||
Total Asset-Backed Securities (Cost $26,249,416) | 26,352,181 | 15.1 | |||||||||||||||||
U.S. TREASURY OBLIGATIONS: 1.8% | |||||||||||||||||||
U.S. Treasury Notes: 1.8% | |||||||||||||||||||
1,508,000 | 0.375%, due 03/31/16 | $ | 1,506,527 | 0.9 | |||||||||||||||
1,280,000 | 0.750%, due 03/15/17 | 1,275,449 | 0.7 | ||||||||||||||||
348,000 | 0.125%–1.625%, due 04/30/15–03/31/19 | 347,508 | 0.2 | ||||||||||||||||
Total U.S. Treasury Obligations (Cost $3,132,714) | 3,129,484 | 1.8 | |||||||||||||||||
FOREIGN GOVERNMENT BONDS: 1.1% | |||||||||||||||||||
EUR 1,204,000 | Ireland Government Bond, 5.500%, 10/18/17 | 1,916,494 | 1.1 | ||||||||||||||||
Total Foreign Government Bonds (Cost $1,860,183) | 1,916,494 | 1.1 | |||||||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 8.8% | |||||||||||||||||||
Federal Home Loan Mortgage Corporation: 4.5%## | |||||||||||||||||||
1,359,358 | 5.000%, due 07/15/39 | 1,454,837 | 0.8 | ||||||||||||||||
1,563,779 | 5.500%, due 07/01/38 | 1,739,333 | 1.0 | ||||||||||||||||
1,013,996 | 5.500%, due 11/01/38 | 1,120,377 | 0.6 | ||||||||||||||||
681,827 | 5.500%, due 02/01/39 | 750,981 | 0.4 | ||||||||||||||||
1,338,181 | 6.000%, due 12/15/28 | 1,471,205 | 0.9 | ||||||||||||||||
1,204,799 | 5.500%, due 01/01/37–10/01/38 | 1,335,747 | 0.8 | ||||||||||||||||
7,872,480 | 4.5 | ||||||||||||||||||
Federal National Mortgage Association: 3.1%## | |||||||||||||||||||
690,512 | 3.000%, due 05/25/40 | 697,518 | 0.4 | ||||||||||||||||
976,731 | 5.000%, due 01/01/23 | 1,055,077 | 0.6 | ||||||||||||||||
724,685 | 6.000%, due 01/01/38 | 817,838 | 0.5 | ||||||||||||||||
2,682,300 | 3.000%–5.000%, due 07/01/34–10/25/50 | 2,793,188 | 1.6 | ||||||||||||||||
5,363,621 | 3.1 | ||||||||||||||||||
Government National Mortgage Association: 1.2% | |||||||||||||||||||
1,800,000 | 7.115%, due 12/20/38 | 2,088,000 | 1.2 | ||||||||||||||||
Total U.S. Government Agency Obligations (Cost $15,262,095) | 15,324,101 | 8.8 | |||||||||||||||||
Total Long-Term Investments (Cost $173,245,088) | 173,742,744 | 99.6 |
VOYA SHORT TERM BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 1.6% | |||||||||||||||||||
Securities Lending Collateralcc(1): 0.5% | |||||||||||||||||||
832,742 | Morgan Stanley, Repurchase Agreement dated 03/31/14, 0.10%, due 04/01/14 (Repurchase Amount $832,744, collateralized by various U.S. Government Agency Obligations, 1.360%–8.500%, Market Value plus accrued interest $849,397, due 05/01/17–12/01/44) (Cost $832,742) | $ | 832,742 | 0.5 | |||||||||||||||
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
Mutual Funds: 1.1% | |||||||||||||||||||
1,912,000 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.030%†† (Cost $1,912,000) | 1,912,000 | 1.1 | ||||||||||||||||
Total Short-Term Investments (Cost $2,744,742) | 2,744,742 | 1.6 | |||||||||||||||||
Total Investments in Securities (Cost $175,989,830) | $ | 176,487,486 | 101.2 | ||||||||||||||||
Liabilities in Excess of Other Assets | (2,044,029 | ) | (1.2 | ) | |||||||||||||||
Net Assets | $ | 174,443,457 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of March 31, 2014. |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
## | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
cc | Securities purchased with cash collateral for securities loaned. |
L | Loaned security, a portion or all of the security is on loan at March 31, 2014. |
(1) | Collateral received from brokers for securities lending was invested into these short-term investments. |
(a) | This grouping contains securities on loan. |
EUR | EU Euro |
Cost for federal income tax purposes is $175,990,929. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 1,005,567 | ||||
Gross Unrealized Depreciation | (509,010 | ) | ||||
Net Unrealized Appreciation | $ | 496,557 |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at March 31, 2014 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Corporate Bonds/Notes | $ | — | $ | 104,602,858 | $ | — | $ | 104,602,858 | ||||||||||
Collateralized Mortgage Obligations | — | 22,417,626 | — | 22,417,626 | ||||||||||||||
Short-Term Investments | 1,912,000 | 832,742 | — | 2,744,742 | ||||||||||||||
U.S. Treasury Obligations | — | 3,129,484 | — | 3,129,484 | ||||||||||||||
Foreign Government Bonds | — | 1,916,494 | — | 1,916,494 | ||||||||||||||
Asset-Backed Securities | — | 26,352,181 | — | 26,352,181 | ||||||||||||||
U.S. Government Agency Obligations | — | 15,324,101 | — | 15,324,101 | ||||||||||||||
Total Investments, at fair value | $ | 1,912,000 | $ | 174,575,486 | $ | — | $ | 176,487,486 |
VOYA SHORT TERM BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at March 31, 2014 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Other Financial Instruments+ | ||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | 30,452 | $ | — | $ | 30,452 | ||||||||||
Futures | 220,644 | — | — | 220,644 | ||||||||||||||
Total Assets | $ | 2,132,644 | $ | 174,605,938 | $ | — | $ | 176,738,582 | ||||||||||
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | (24,557 | ) | $ | — | $ | (24,557 | ) | ||||||||
Futures | (114,212 | ) | — | — | (114,212 | ) | ||||||||||||
Total Liabilities | $ | (114,212 | ) | $ | (24,557 | ) | $ | — | $ | (138,769 | ) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
+ | Other Financial Instruments are derivatives not reflected in the Portfolio of Investments and may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are valued at the unrealized gain (loss) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. |
Counterparty | Currency | Contract Amount | Buy/Sell | Settlement Date | In Exchange For | Fair Value | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Credit Suisse Group AG | EU Euro | 1,389,280 | Buy | 05/09/14 | $ | 1,894,936 | $ | 1,913,801 | $ | 18,865 | ||||||||||||||||||||
18,865 | ||||||||||||||||||||||||||||||
Barclays Bank PLC | EU Euro | 1,389,280 | Sell | 05/09/14 | 1,925,388 | 1,913,801 | 11,587 | |||||||||||||||||||||||
Credit Suisse Group AG | EU Euro | 1,389,280 | Sell | 05/09/14 | 1,889,244 | 1,913,801 | (24,557 | ) | ||||||||||||||||||||||
$ | (12,970 | ) |
Contract Description | Number of Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Long Contracts | ||||||||||||||||||
U.S. Treasury 2-Year Note | 183 | 06/30/14 | $ | 40,179,938 | $ | (62,198 | ) | |||||||||||
U.S. Treasury 5-Year Note | 109 | 06/30/14 | 12,965,891 | (52,014 | ) | |||||||||||||
U.S. Treasury Long Bond | 31 | 06/19/14 | 4,129,781 | 22,213 | ||||||||||||||
$ | 57,275,610 | $ | (91,999 | ) | ||||||||||||||
Short Contracts | ||||||||||||||||||
Euro-Bobl 5-Year | (10 | ) | 06/06/14 | (1,727,169 | ) | 630 | ||||||||||||
U.S. Treasury 10-Year Note | (220 | ) | 06/30/14 | (27,170,000 | ) | 197,801 | ||||||||||||
$ | (28,897,169 | ) | $ | 198,431 |
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Asset Derivatives | ||||||||||
Foreign exchange contracts | Unrealized appreciation on forward foreign currency contracts | $ | 30,452 | |||||||
Interest rate contracts | Net Assets — Unrealized appreciation* | 220,644 | ||||||||
Total Asset Derivatives | $ | 251,096 | ||||||||
Liability Derivatives | ||||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 24,557 | |||||||
Interest rate contracts | Net Assets — Unrealized depreciation* | 114,212 | ||||||||
Total Liability Derivatives | $ | 138,769 |
* | Includes cumulative appreciation/depreciation of futures contracts as reported in the table following the Summary Portfolio of Investments. |
VOYA SHORT TERM BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Foreign currency related transactions* | Futures | Swaps | Total | ||||||||||||||
Foreign exchange contracts | $ | (38,988 | ) | $ | — | $ | — | $(38,988) | ||||||||||
Credit contracts | — | — | (575 | ) | (575) | |||||||||||||
Interest rate contracts | — | 738,097 | — | 738,097 | ||||||||||||||
Total | $ | (38,988 | ) | $ | 738,097 | $ | (575 | ) | $698,533 |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Foreign currency related transactions* | Futures | Total | ||||||||||||
Foreign exchange contracts | $ | 5,895 | $ | — | $ | 5,895 | |||||||||
Interest rate contracts | — | 234,302 | 234,302 | ||||||||||||
Total | $ | 5,895 | $ | 234,302 | $ | 240,197 |
* | Amounts recognized for forward foreign currency contracts are included in net realized gain (loss) on foreign currency related transactions and net change in unrealized appreciation or depreciation on foreign currency related transactions. |
Barclays Bank PLC | Credit Suisse Group AG | Totals | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Assets: | ||||||||||||||
Forward foreign currency contracts | $ | 11,587 | $ | 18,865 | $ | 30,452 | ||||||||
Total Assets | $ | 11,587 | $ | 18,865 | $ | 30,452 | ||||||||
Liabilities: | ||||||||||||||
Forward foreign currency contracts | $ | — | $ | 24,557 | $ | 24,557 | ||||||||
Total Liabilities | $ | — | $ | 24,557 | $ | 24,557 | ||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | 11,587 | $ | (5,692 | ) | $ | 5,895 | |||||||
Total collateral pledged by the Fund/(Received from counterparty) | $ | — | $ | — | $ | — | ||||||||
Net Exposure(1) | $ | 11,587 | $ | (5,692 | ) | $ | 5,895 |
(1) | Positive net exposure represents amounts due from each respective counterparty. Negative exposure represents amounts due from the Fund. Please refer to Note 2 for additional details regarding counterparty credit risk and credit related contingent features. |
VOYA STRATEGIC INCOME FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
INVESTMENT COMPANIES: 66.1% | |||||||||||||||||||
Affiliated Investment Companies: 66.1% | |||||||||||||||||||
193,443 | Voya Floating Rate Fund — Class P | $ | 1,975,053 | 35.1 | |||||||||||||||
205,801 | Voya High Yield Bond Fund — Class P | 1,745,189 | 31.0 | ||||||||||||||||
Total Investment Companies (Cost $3,678,997) | 3,720,242 | 66.1 | |||||||||||||||||
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 6.3% | |||||||||||||||||||
10,000 | Banc of America Commercial Mortgage Trust 2007-4, 5.892%, 02/10/51 | 10,299 | 0.2 | ||||||||||||||||
10,000 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.339%, 07/10/43 | 10,254 | 0.2 | |||||||||||||||
18,021 | Bear Stearns Alternative-A Trust, 0.794%, 07/25/34 | 17,239 | 0.3 | ||||||||||||||||
10,000 | CD 2007-CD5 Mortgage Trust, 6.116%, 11/15/44 | 10,918 | 0.2 | ||||||||||||||||
14,131 | Citigroup Mortgage Loan Trust 2006-AR9, 5.607%, 11/25/36 | 12,335 | 0.2 | ||||||||||||||||
99,694 | ˆ | COMM 2013-CCRE12 Mortgage Trust, 1.437%, 10/10/46 | 9,035 | 0.1 | |||||||||||||||
100,000 | ˆ | Commercial Mortgage Pass Through Certificates, 1.601%, 04/10/47 | 8,947 | 0.1 | |||||||||||||||
10,000 | Commercial Mortgage Trust, 5.216%, 07/15/44 | 10,368 | 0.2 | ||||||||||||||||
40,000 | Credit Suisse First Boston Mortgage Securities Corp., 4.877%, 04/15/37 | 40,403 | 0.7 | ||||||||||||||||
10,000 | Credit Suisse First Boston Mortgage Securities Corp., 5.736%, 05/15/36 | 10,939 | 0.2 | ||||||||||||||||
10,000 | GS Mort Sec Corp. II Commercial Mort Ps Thr Cert Ser 2004-GG2, 5.987%, 08/10/38 | 9,998 | 0.2 | ||||||||||||||||
1,000,000 | #, ˆ | JP Morgan Chase Commercial Mortgage Securities Corp., 0.360%, 12/15/47 | 26,524 | 0.5 | |||||||||||||||
10,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9, 5.723%, 06/12/41 | 8,555 | 0.1 | ||||||||||||||||
10,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP1, 0.355%, 03/15/46 | 9,917 | 0.2 | ||||||||||||||||
10,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP4, 5.129%, 10/15/42 | 9,305 | 0.2 | ||||||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |||||||||||||||||||
10,000 | LB Commercial Mortgage Trust 2007-C3, 5.868%, 07/15/44 | $ | 10,174 | 0.2 | |||||||||||||||
10,000 | LB-UBS Commercial Mortgage Trust 2000-C4, 8.150%, 07/15/32 | 10,350 | 0.2 | ||||||||||||||||
10,000 | LB-UBS Commercial Mortgage Trust 2004-C6, 5.206%, 08/15/36 | 10,123 | 0.2 | ||||||||||||||||
10,000 | LB-UBS Commercial Mortgage Trust 2005-C2, 5.205%, 04/15/30 | 10,350 | 0.2 | ||||||||||||||||
10,000 | LB-UBS Commercial Mortgage Trust 2005-C3, 4.954%, 07/15/40 | 9,988 | 0.2 | ||||||||||||||||
98,505 | ˆ | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8, 1.504%, 12/15/48 | 6,761 | 0.1 | |||||||||||||||
352,421 | #, ˆ | Morgan Stanley Bank of America Merrill Lynch Trust, 1.883%, 08/15/45 | 32,750 | 0.6 | |||||||||||||||
25,000 | Morgan Stanley Capital I Trust 2006-HQ10, 5.389%, 11/12/41 | 25,352 | 0.4 | ||||||||||||||||
15,890 | Prime Mortgage Trust 2007-1, 5.500%, 03/25/37 | 14,358 | 0.2 | ||||||||||||||||
10,000 | Wachovia Bank Commercial Mortgage Trust Series 2007-C33, 5.953%, 02/15/51 | 10,006 | 0.2 | ||||||||||||||||
10,000 | Wachovia Bank Commercial Mortgage Trust Series 2007-C33, 5.953%, 02/15/51 | 10,406 | 0.2 | ||||||||||||||||
Total Collateralized Mortgage Obligations (Cost $353,305) | 355,654 | 6.3 | |||||||||||||||||
U.S. TREASURY OBLIGATIONS: 13.4% | |||||||||||||||||||
U.S. Treasury Bonds: 1.1% | |||||||||||||||||||
60,000 | 3.750%, due 11/15/43 | 62,128 | 1.1 | ||||||||||||||||
U.S. Treasury Notes: 12.3% | |||||||||||||||||||
150,000 | 0.125%, due 04/30/15 | 149,983 | 2.7 | ||||||||||||||||
88,000 | 2.250%, due 03/31/21 | 87,704 | 1.6 | ||||||||||||||||
452,000 | 2.750%, due 02/15/24 | 453,095 | 8.0 | ||||||||||||||||
690,782 | 12.3 | ||||||||||||||||||
Total U.S. Treasury Obligations (Cost $753,980) | 752,910 | 13.4 | |||||||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 9.9% | |||||||||||||||||||
Federal Home Loan Mortgage Corporation: 4.9%## | |||||||||||||||||||
1,743,660 | ˆ | 6.500%, due 06/15/32 | 276,405 | 4.9 | |||||||||||||||
Federal National Mortgage Association: 4.4%## | |||||||||||||||||||
1,078,465 | ˆ | 4.500%, due 10/25/41 | 212,310 | 3.8 | |||||||||||||||
29,798 | 5.500%, due 10/01/39 | 32,940 | 0.6 | ||||||||||||||||
245,250 | 4.4 |
VOYA STRATEGIC INCOME FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | |||||||||||||||||||
Government National Mortgage Association: 0.6% | |||||||||||||||||||
174,268 | ˆ | 3.500%, due 10/20/41 | $ | 32,449 | 0.6 | ||||||||||||||
Total U.S. Government Agency Obligations (Cost $527,478) | 554,104 | 9.9 | |||||||||||||||||
Total Long-Term Investments (Cost $5,313,760) | 5,382,910 | 95.7 | �� | ||||||||||||||||
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
SHORT-TERM INVESTMENTS: 6.0% | |||||||||||||||||||
Mutual Funds: 6.0% | |||||||||||||||||||
339,000 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.030%†† (Cost $339,000) | 339,000 | 6.0 | ||||||||||||||||
Total Short-Term Investments (Cost $339,000) | 339,000 | 6.0 | |||||||||||||||||
Total Investments in Securities (Cost $5,652,760) | $ | 5,721,910 | 101.7 | ||||||||||||||||
Liabilities in Excess of Other Assets | (94,709 | ) | (1.7 | ) | |||||||||||||||
Net Assets | $ | 5,627,201 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of March 31, 2014. |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
## | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
ˆ | Interest only securities represent the right to receive the monthly interest payments on an underlying pool of mortgage loans. Principal amount shown represents the notional amount on which current interest is calculated. Payments of principal on the pool reduce the value of the interest only security. |
Cost for federal income tax purposes is $5,653,091. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 75,182 | ||||
Gross Unrealized Depreciation | (6,363 | ) | ||||
Net Unrealized Appreciation | $ | 68,819 |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at March 31, 2014 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Collateralized Mortgage Obligations | $ | — | $ | 355,654 | $ | — | $ | 355,654 | ||||||||||
Investment Companies | 3,720,242 | — | — | 3,720,242 | ||||||||||||||
U.S. Treasury Obligations | — | 752,910 | — | 752,910 | ||||||||||||||
Short-Term Investments | 339,000 | — | — | 339,000 | ||||||||||||||
U.S. Government Agency Obligations | — | 554,104 | — | 554,104 | ||||||||||||||
Total Investments, at fair value | $ | 4,059,242 | $ | 1,662,668 | $ | — | $ | 5,721,910 | ||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | 9 | $ | — | $ | 9 | ||||||||||
Futures | 466 | — | — | 466 | ||||||||||||||
Total Assets | $ | 4,059,708 | $ | 1,662,677 | $ | — | $ | 5,722,385 | ||||||||||
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | (3,371 | ) | $ | — | $ | (3,371 | ) | ||||||||
Futures | (3,657 | ) | — | — | (3,657 | ) | ||||||||||||
Total Liabilities | $ | (3,657 | ) | $ | (3,371 | ) | $ | — | $ | (7,028 | ) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
VOYA STRATEGIC INCOME FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
+ | Other Financial Instruments are derivatives not reflected in the Portfolio of Investments and may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are valued at the unrealized gain (loss) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. |
Issuer | Beginning Market Value at 3/31/13 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciated/ (Depreciation) | Ending Market Value at 3/31/14 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Emerging Markets Corporate Debt Fund — Class P | $ | 644,257 | $ | 13,623 | $ | (649,355 | ) | $ | (8,525 | ) | $ | — | $ | 11,147 | $ | (9,286 | ) | $ | 2,476 | |||||||||||||||
Voya Emerging Markets Hard Currency Sovereign Debt Fund — Class P | 252,438 | 265,902 | (522,636 | ) | 4,296 | — | 16,030 | (20,714 | ) | 4,872 | ||||||||||||||||||||||||
Voya Emerging Markets Local Currency Debt Fund — Class P | 903,545 | 12,381 | (908,744 | ) | (7,182 | ) | — | 9,377 | (75,885 | ) | 3,004 | |||||||||||||||||||||||
Voya Floating Rate Fund — Class I | 1,026,584 | 517,888 | (1,536,533 | ) | (7,939 | ) | — | 21,538 | (102 | ) | — | |||||||||||||||||||||||
Voya Floating Rate Fund — Class P | — | 1,978,452 | — | (3,399 | ) | 1,975,053 | 63,367 | (1 | ) | — | ||||||||||||||||||||||||
Voya High Yield Bond Fund — Class I | 1,311,371 | 268,781 | (1,545,126 | ) | (35,026 | ) | — | 24,181 | 28,883 | — | ||||||||||||||||||||||||
Voya High Yield Bond Fund — Class P | — | 1,899,106 | (198,561 | ) | 44,644 | 1,745,189 | 76,569 | 1,440 | — | |||||||||||||||||||||||||
$ | 4,138,195 | $ | 4,956,133 | $ | (5,360,955 | ) | $ | (13,131 | ) | $ | 3,720,242 | $ | 222,209 | $ | (75,665 | ) | $ | 10,352 |
Counterparty | Currency | Contract Amount | Buy/Sell | Settlement Date | In Exchange For | Fair Value | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Barclays Bank PLC | Indonesian Rupiah | 109,540,000 | Sell | 05/09/14 | $ | 8,864 | $ | 9,709 | $ | (845 | ) | |||||||||||||||||||
Barclays Bank PLC | South African Rand | 129,999 | Sell | 06/06/14 | 11,843 | 12,222 | (379 | ) | ||||||||||||||||||||||
Barclays Bank PLC | Polish Zloty | 31,602 | Sell | 06/06/14 | 10,417 | 10,408 | 9 | |||||||||||||||||||||||
Barclays Bank PLC | Russian Ruble | 396,806 | Sell | 06/06/14 | 10,868 | 11,115 | (247 | ) | ||||||||||||||||||||||
Barclays Bank PLC | Mexican Peso | 205,717 | Sell | 06/06/14 | 15,452 | 15,678 | (226 | ) | ||||||||||||||||||||||
Credit Suisse Group AG | Turkish Lira | 25,686 | Sell | 06/06/14 | 11,308 | 11,771 | (463 | ) | ||||||||||||||||||||||
Deutsche Bank AG | Malaysian Ringgit | 56,177 | Sell | 05/09/14 | 16,699 | 17,227 | (528 | ) | ||||||||||||||||||||||
Deutsche Bank AG | Brazilian Real | 30,610 | Sell | 06/06/14 | 12,805 | 13,259 | (454 | ) | ||||||||||||||||||||||
Deutsche Bank AG | Hungarian Forint | 1,755,102 | Sell | 06/06/14 | 7,757 | 7,839 | (82 | ) | ||||||||||||||||||||||
HSBC | Peruvian Nuevo Sol | 11,248 | Sell | 06/06/14 | 3,962 | 3,967 | (5 | ) | ||||||||||||||||||||||
HSBC | Colombian Peso | 7,625,440 | Sell | 06/06/14 | 3,706 | 3,848 | (142 | ) | ||||||||||||||||||||||
$ | (3,362 | ) |
VOYA STRATEGIC INCOME FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Contract Description | Number of Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Long Contracts | ||||||||||||||||||
U.S. Treasury 10-Year Note | 4 | 06/30/14 | $ | 494,000 | $ | (3,577 | ) | |||||||||||
$ | 494,000 | $ | (3,577 | ) | ||||||||||||||
Short Contracts | ||||||||||||||||||
U.S. Treasury 5-Year Note | (1 | ) | 06/30/14 | (118,953 | ) | (80 | ) | |||||||||||
U.S. Treasury Long Bond | (1 | ) | 06/19/14 | (133,219 | ) | 466 | ||||||||||||
$ | (252,172 | ) | $ | 386 |
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Asset Derivatives | ||||||||||
Foreign exchange contracts | Unrealized appreciation on forward foreign currency contracts | $ | 9 | |||||||
Interest rate contracts | Net Assets — Unrealized appreciation* | 466 | ||||||||
Total Asset Derivatives | $ | 475 | ||||||||
Liability Derivatives | ||||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 3,371 | |||||||
Interest rate contracts | Net Assets — Unrealized depreciation* | 3,657 | ||||||||
Total Liability Derivatives | $ | 7,028 |
* | Includes cumulative appreciation/depreciation of futures contracts as reported in the table following the Summary Portfolio of Investments. |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Foreign currency related transactions* | Futures | Swaps | Total | |||||||||||||||
Foreign exchange contracts | $ | 3,689 | $ | — | $ | — | $ | 3,689 | |||||||||||
Credit contracts | — | — | (7,232 | ) | (7,232 | ) | |||||||||||||
Interest rate contracts | — | 3,631 | — | 3,631 | |||||||||||||||
Total | $ | 3,689 | $ | 3,631 | $ | (7,232 | ) | $ | 88 |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Foreign currency related transactions* | Futures | Total | ||||||||||||
Foreign exchange contracts | $ | (3,362 | ) | $ | — | $ | (3,362 | ) | |||||||
Interest rate contracts | — | 3,486 | 3,486 | ||||||||||||
Total | $ | (3,362 | ) | $ | 3,486 | $ | 124 |
* | Amounts recognized for forward foreign currency contracts are included in net realized gain (loss) on foreign currency related transactions and net change in unrealized appreciation or depreciation on foreign currency related transactions. |
VOYA STRATEGIC INCOME FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Barclays Bank PLC | Credit Suisse Group AG | Deutsche Bank AG | HSBC | Totals | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Assets: | ||||||||||||||||||||||
Forward foreign currency contracts | $ | 9 | $ | — | $ | — | $ | — | $ | 9 | ||||||||||||
Total Assets | $ | 9 | $ | — | $ | — | $ | — | $ | 9 | ||||||||||||
Liabilities: | ||||||||||||||||||||||
Forward foreign currency contracts | $ | 1,697 | $ | 463 | $ | 1,064 | $ | 147 | $ | 3,371 | ||||||||||||
Total Liabilities | $ | 1,697 | $ | 463 | $ | 1,064 | $ | 147 | $ | 3,371 | ||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | (1,688 | ) | $ | (463 | ) | $ | (1,064 | ) | $ | (147 | ) | $ | (3,362 | ) | |||||||
Total collateral pledged by the Fund/(Received from counterparty) | $ | — | $ | — | $ | — | $ | — | $ | — | ||||||||||||
Net Exposure(1) | $ | (1,688 | ) | $ | (463 | ) | $ | (1,064 | ) | $ | (147 | ) | $ | (3,362 | ) |
(1) | Positive net exposure represents amounts due from each respective counterparty. Negative exposure represents amounts due from the Fund. Please refer to Note 2 for additional details regarding counterparty credit risk and credit related contingent features. |
Fund Name | Type | Per Share Amount | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Voya GNMA Income Fund | ||||||||||
Class A | NII | $ | 0.2964 | |||||||
Class B | NII | $ | 0.2299 | |||||||
Class C | NII | $ | 0.2291 | |||||||
Class I | NII | $ | 0.3189 | |||||||
Class W | NII | $ | 0.3186 | |||||||
Voya High Yield Bond Fund | ||||||||||
Class A | NII | $ | 0.4536 | |||||||
Class B | NII | $ | 0.3908 | |||||||
Class C | NII | $ | 0.3912 | |||||||
Class I | NII | $ | 0.4839 | |||||||
Class P(1) | NII | $ | 0.4223 | |||||||
Class R(2) | NII | $ | 0.0716 | |||||||
Class W | NII | $ | 0.4768 | |||||||
Voya Intermediate Bond Fund | ||||||||||
Class A | NII | $ | 0.2864 | |||||||
Class B | NII | $ | 0.2106 | |||||||
Class C | NII | $ | 0.2113 | |||||||
Class I | NII | $ | 0.3213 | |||||||
Class O | NII | $ | 0.2862 | |||||||
Class R | NII | $ | 0.2619 | |||||||
Class R6(3) | NII | $ | 0.2715 | |||||||
Class W | NII | $ | 0.3112 | |||||||
Voya Short Term Bond Fund | ||||||||||
Class A | NII | $ | 0.1416 | |||||||
Class C | NII | $ | 0.0433 | |||||||
Class I | NII | $ | 0.1522 | |||||||
Class R6(4) | NII | $ | 0.1084 | |||||||
Class W | NII | $ | 0.1584 | |||||||
Voya Strategic Income Fund | ||||||||||
Class A | NII | $ | 0.4446 | |||||||
Class C | NII | $ | 0.3924 | |||||||
Class I | NII | $ | 0.4506 | |||||||
Class R | NII | $ | 0.3930 | |||||||
Class W | NII | $ | 0.4463 |
(1) | Commenced operations June 14, 2013. |
(2) | Commenced operations January 30, 2014. |
(3) | Commenced operations May 31, 2013. |
(4) | Commenced operations July 31, 2013. |
Voya Intermediate Bond Fund | 0.77 | % |
Voya Intermediate Bond Fund | 0.77 | % |
Voya GNMA Income Fund | 100.00 | % | ||||
Voya High Yield Bond Fund | 99.96 | % | ||||
Voya Intermediate Bond Fund | 100.00 | % | ||||
Voya Short Term Bond Fund | 99.99 | % | ||||
Voya Strategic Income Fund | 11.12 | % |
1 | To approve a new investment advisory agreement for the Funds with Voya Investments prompted by the IPO, and to approve, under certain circumstances, any future advisory agreements prompted by Change of Control Events that occur as part of the Separation Plan. |
2 | To approve a new investment sub-advisory agreement between Voya Investments and Voya IM prompted by the IPO, and to approve, under certain circumstances, any future advisory agreements prompted by Change of Control Events that occur as part of the Separation Plan. |
4 | To elect 13 nominees to the Board of Trustees (the “Board”) of the Trust. |
9 | To approve a modification to the current manager-of-managers policy to permit Voya Investments, subject to prior approval by the Board, to enter into and materially amend agreements with wholly owned sub-advisers without obtaining the approval of the Fund’s shareholders. |
Proposal | Shares voted for | Shares voted against or withheld | Shares abstained | Broker non-vote | Total Shares Voted | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya GNMA Income Fund | 1* | 45,697,698.614 | 1,692,317.667 | 3,930,400.771 | 11,733,445.915 | 63,053,862.967 | ||||||||||||||||||||
2* | 45,577,171.204 | 1,868,845.951 | 3,874,400.146 | 11,733,445.666 | 63,053,862.967 | |||||||||||||||||||||
9* | 44,175,937.817 | 3,278,171.441 | 3,866,308.293 | 11,733,445.416 | 63,053,862.967 |
* Proposals deferred; adjourned to June 13, 2013
Proposal | Shares voted for | Shares voted against or withheld | Shares abstained | Broker non-vote | Total Shares Voted | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya High Yield Bond Fund | 1* | 15,965,046.331 | 318,925.585 | �� | 554,631.510 | 2,845,757.331 | 19,684,360.757 | |||||||||||||||||||
2* | 15,925,175.274 | 335,551.093 | 577,877.059 | 2,845,757.331 | 19,684,360.757 | |||||||||||||||||||||
9* | 15,748,967.303 | 533,135.568 | 556,500.554 | 2,845,757.332 | 19,684,360.757 |
* Proposals passed
Proposal | Shares voted for | Shares voted against or withheld | Shares abstained | Broker non-vote | Total Shares Voted | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Intermediate Bond Fund | 1* | 63,925,098.716 | 1,037,659.422 | 1,963,496.481 | 18,887,673.627 | 85,813,928.246 | ||||||||||||||||||||
2* | 63,805,848.796 | 1,130,143.457 | 1,990,262.116 | 18,887,673.877 | 85,813,928.246 | |||||||||||||||||||||
9* | 62,877,427.945 | 2,021,078.046 | 2,027,748.877 | 18,887,673.378 | 85,813,928.246 |
* Proposals passed
Proposal | Shares voted for | Shares voted against or withheld | Shares abstained | Broker non-vote | Total Shares Voted | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Short Term Bond Fund | 1* | 17,435,162.000 | 30,671.000 | 21,147.000 | 0.000 | 17,486,980.000 | ||||||||||||||||||||
2* | 17,422,447.334 | 33,212.333 | 31,320.333 | 0.000 | 17,486,980.000 | |||||||||||||||||||||
9* | 17,405,582.000 | 50,751.000 | 30,647.000 | 0.000 | 17,486,980.000 |
* Proposals passed
Proposal | Shares voted for | Shares voted against or withheld | Shares abstained | Broker non-vote | Total Shares Voted | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Strategic Income Fund | 1* | 503,257.031 | 0.000 | 0.000 | 0.000 | 503,257.031 | ||||||||||||||||||||
2* | 503,257.031 | 0.000 | 0.000 | 0.000 | 503,257.031 | |||||||||||||||||||||
9* | 503,257.031 | 0.000 | 0.000 | 0.000 | 503,257.031 |
* Proposals passed
Proposal | For All | Withhold All | For all Except | Broker non-vote | Total Shares Voted | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Colleen D. Baldwin | 4** | 205,076,376.327 | 6,720,516.758 | 0.000 | 0.000 | 211,796,893.085 | ||||||||||||||||||||
John V. Boyer | 4** | 205,057,423.179 | 6,739,469.906 | 0.000 | 0.000 | 211,796,893.085 | ||||||||||||||||||||
Patricia W. Chadwick | 4** | 205,058,609.419 | 6,738,283.666 | 0.000 | 0.000 | 211,796,893.085 | ||||||||||||||||||||
Albert E. DePrince, Jr. | 4** | 204,985,837.707 | 6,811,055.378 | 0.000 | 0.000 | 211,796,893.085 | ||||||||||||||||||||
Peter S. Drotch | 4** | 205,023,979.086 | 6,772,913.999 | 0.000 | 0.000 | 211,796,893.085 | ||||||||||||||||||||
J. Michael Earley | 4** | 205,033,224.761 | 6,763,668.324 | 0.000 | 0.000 | 211,796,893.085 | ||||||||||||||||||||
Martin J. Gavin*** | 4** | 205,072,671.480 | 6,724,221.605 | 0.000 | 0.000 | 211,796,893.085 | ||||||||||||||||||||
Russell H. Jones | 4** | 205,053,015.216 | 6,743,877.869 | 0.000 | 0.000 | 211,796,893.085 | ||||||||||||||||||||
Patrick W. Kenny | 4** | 205,020,119.907 | 6,776,773.178 | 0.000 | 0.000 | 211,796,893.085 | ||||||||||||||||||||
Shaun P. Mathews | 4** | 205,058,646.434 | 6,738,246.651 | 0.000 | 0.000 | 211,796,893.085 | ||||||||||||||||||||
Joseph E. Obermeyer | 4** | 205,042,902.881 | 6,753,990.204 | 0.000 | 0.000 | 211,796,893.085 | ||||||||||||||||||||
Sheryl K. Pressler | 4** | 205,082,578.456 | 6,714,314.629 | 0.000 | 0.000 | 211,796,893.085 | ||||||||||||||||||||
Roger B. Vincent | 4** | 204,995,915.624 | 6,800,977.461 | 0.000 | 0.000 | 211,796,893.085 |
** Proposal passed
Proposal | Shares voted for | Shares voted against or withheld | Shares abstained | Broker non-vote | Total Shares Voted | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya GNMA Income Fund | 1* | 50,908,307.267 | 1,989,238.987 | 4,153,323.851 | 11,094,079.348 | 68,144,949.453 | ||||||||||||||||||||
2* | 50,568,876.993 | 2,309,782.691 | 4,172,210.421 | 11,094,079.348 | 68,144,949.453 | |||||||||||||||||||||
9* | 49,053,006.883 | 3,811,921.940 | 4,185,941.281 | 11,094,079.349 | 68,144,949.453 |
* Proposals passed
Name, Address and Age | Position(s) Held with the Trust | Term of Office and Length of Time Served(1) | Principal Occupation(s)— During the Past 5 Years | Number of Funds in Fund Complex Overseen by Trustee(2) | Other Board Positions Held by Trustee | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Independent Trustees: | |||||||||||||||||||||||
Colleen D. Baldwin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 54 | Trustee | November 2007– Present | President, Glantuam Partners, LLC, a business consulting firm (January 2009–Present). | 164 | DSM/Dentaquest, Boston, MA (February 2014–Present). | ||||||||||||||||||
John V. Boyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 60 | Chairperson Trustee | January 2014– Present January 2005– Present | President and Chief Executive Officer, Bechtler Arts Foundation, an arts and education foundation (January 2008–Present). | 164 | None. | ||||||||||||||||||
Patricia W. Chadwick 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 65 | Trustee | January 2006– Present | Consultant and President, Ravengate Partners LLC, a consulting firm that provides advice regarding financial markets and the global economy (January 2000–Present). | 164 | Wisconsin Energy Corporation (June 2006–Present) and The Royce Funds (35 funds) (December 2009–Present). | ||||||||||||||||||
Albert E. DePrince, Jr. 7337 E. Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age:73 | Trustee | May 2013– Present | Professor of Economics and Finance, Middle Tennessee State University (August 1991–Present). | 164 | None. | ||||||||||||||||||
Peter S. Drotch 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 72 | Trustee | November 2007– Present | Retired. | 164 | First Marblehead Corporation (September 2003–Present). | ||||||||||||||||||
J. Michael Earley 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 69 | Trustee | February 2002– Present | Retired. | 164 | None. | ||||||||||||||||||
Russell H. Jones 7337 E. Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 70 | Trustee | May 2013– Present | Retired. | 164 | None. | ||||||||||||||||||
Patrick W. Kenny 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 71 | Trustee | January 2005– Present | Retired. | 164 | Assured Guaranty Ltd. (April 2004–Present). | ||||||||||||||||||
Joseph E. Obermeyer 7337 E. Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 56 | Trustee | May 2013– Present | President, Obermeyer & Associates, Inc., a provider of financial and economic consulting services (November 1999–Present). | 164 | None. |
Name, Address and Age | Position(s) Held with the Trust | Term of Office and Length of Time Served(1) | Principal Occupation(s)— During the Past 5 Years | Number of Funds in Fund Complex Overseen by Trustee(2) | Other Board Positions Held by Trustee | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Sheryl K. Pressler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 63 | Trustee | January 2006– Present | Consultant (May 2001–Present). | 164 | None. | ||||||||||||||||||
Roger B. Vincent 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 68 | Trustee | February 2002– Present | Retired. Formerly, President, Springwell Corporation, a corporate finance firm (March 1989–August 2011). | 164 | UGI Corporation (February 2006–Present) and UGI Utilities, Inc. (February 2006–Present). | ||||||||||||||||||
Trustee who is an “Interested Person”: | |||||||||||||||||||||||
Shaun P. Mathews(3) 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 58 | Trustee | November 2007– Present | President and Chief Executive Officer, Voya Investments, LLC (November 2006–Present). | 164 | Voya Capital Corporation, LLC (formerly, ING Capital Corporation, LLC) and Voya Investments Distributor, LLC (December 2005–Present); Voya Funds Services, LLC, Voya Investments, LLC and Voya Investment Management, LLC (March 2006–Present); and Voya Investment Trust Co. (formerly, ING Investment Trust Co.) (April 2009–Present). |
(1) | Directors serve until their successors are duly elected and qualified. The tenure of each Director (“Independent Director”) is subject to the Board’s retirement policy, which states that each duly elected or appointed Independent Director shall retire from and cease to be a member of the Board of Directors as of the close of business on December 31 of the calendar year in which the Independent Director attains the age of 73. A majority vote of the Board’s other Independent Directors may extend the retirement date of an Independent Director if the retirement would trigger a requirement to hold a meeting of shareholders of the Company under applicable law, whether for purposes of appointing a successor to the Independent Director or otherwise comply with applicable law, in which case the extension would apply until such time as the shareholder meeting can be held or is no longer required (as determined by a vote of a majority of the other Independent Directors). |
(2) | For the purpose of this table “Voya family of funds” means the following investment companies: Voya Asia Pacific High Dividend Equity Income Fund; Voya Balanced Portfolio, Inc.; Voya Emerging Markets High Dividend Equity Fund; Voya Equity Trust; Voya Funds Trust; Voya Global Advantage and Premium Opportunity Fund; Voya Global Equity Dividend and Premium Opportunity Fund; Voya Infrastructure, Industrials and Materials Fund; Voya Intermediate Bond Portfolio; Voya International High Dividend Equity Income Fund; Voya Investors Trust; Voya Money Market Portfolio; Voya Mutual Funds; Voya Partners, Inc.; Voya Prime Rate Trust; Voya Risk Managed Natural Resources Fund; Voya Senior Income Fund; Voya Separate Portfolios Trust; Voya Series Fund, Inc.; Voya Strategic Allocation Portfolios, Inc.; Voya Variable Funds; Voya Variable Insurance Trust; Voya Variable Portfolios, Inc.; and Voya Variable Products Trust. The number of funds in the Voya family of funds is as of April 30, 2014. |
(3) | Mr. Mathews is deemed to be an “Interested person,” as defined in the 1940 Act, because of his current affiliation with any of the Voya funds, Voya Financial, Inc. or any of Voya Financial, Inc.’s affiliates. |
Name, Address and Age | Position(s) Held With the Trust | Term of Office and Length of Time Served(1) | Principal Occupation(s)— During the Past 5 Years | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shaun P. Mathews 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 58 | President and Chief Executive Officer | November 2006–Present | President and Chief Executive Officer, Voya Investments, LLC (November 2006–Present). | |||||||||||
Michael J. Roland 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 56 | Executive Vice President | February 2002–Present | Managing Director and Chief Operating Officer, Voya Investments, LLC and Voya Funds Services, LLC (April 2012– Present). Formerly, Chief Compliance Officer, Directed Services LLC and Voya Investments, LLC (March 2011– December 2013); Executive Vice President and Chief Operating Officer, Voya Investments, LLC and Voya Funds Services, LLC (January 2007– April 2012) and Chief Compliance Officer, Voya Family of Funds (March 2011–February 2012). | |||||||||||
Stanley D. Vyner 230 Park Avenue New York, New York 10169 Age: 64 | Executive Vice President Chief Investment Risk Officer | October 2000–Present September 2009–Present | Executive Vice President, Voya Investments, LLC (July 2000–Present) and Chief Investment Risk Officer, Voya Investments, LLC (January 2003–Present). | |||||||||||
Kevin M. Gleason 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 47 | Chief Compliance Officer | February 2012–Present | Senior Vice President, Voya Investments, LLC (February 2012– Present). Formerly, Assistant General Counsel and Assistant Secretary, The Northwestern Mutual Life Insurance Company (June 2004–January 2012). | |||||||||||
Todd Modic 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 46 | Senior Vice President, Chief/Principal Financial Officer and Assistant Secretary | March 2005–Present | Senior Vice President, Voya Funds Services, LLC (March 2005–Present). | |||||||||||
Kimberly A. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 49 | Senior Vice President | November 2003–Present | Senior Vice President, Voya Investments, LLC (October 2003–Present). | |||||||||||
Robert Terris 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 43 | Senior Vice President | May 2006–Present | Senior Vice President, Head of Division Operations, Voya Funds Services, LLC (January 2006–Present). | |||||||||||
Julius A. Drelick, III 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 47 | Senior Vice President | July 2012–Present | Senior Vice President — Fund Compliance, Voya Funds Services, LLC (June 2012–Present); Chief Compliance Officer of Directed Services LLC and Voya Investments, LLC (January 2014– Present). Formerly, Vice President — Platform Product Management & Project Management, Voya Investments, LLC (April 2007–June 2012). | |||||||||||
Fred Bedoya 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 41 | Vice President and Treasurer | September 2012–Present | Vice President, Voya Funds Services, LLC (March 2012–Present). Formerly, Assistant Vice President — Director, Voya Funds Services, LLC (March 2003–March 2012). | |||||||||||
Robyn L. Ichilov 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 46 | Vice President | October 2000–Present | Vice President, Voya Funds Services, LLC (November 1995–Present) and Voya Investments, LLC (August 1997–Present). Formerly, Treasurer, Voya Family of Funds (November 1999–February 2012). |
Name, Address and Age | Position(s) Held With the Trust | Term of Office and Length of Time Served(1) | Principal Occupation(s)— During the Past 5 Years | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Maria M. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 56 | Vice President | September 2004–Present | Vice President, Voya Funds Services, LLC (September 2004–Present). | |||||||||||
Lauren D. Bensinger 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 60 | Vice President | February 2003–Present | Vice President, Voya Investments, LLC and Voya Funds Services, LLC (February 1996–Present); Director of Compliance, Voya Investments, LLC (October 2004–Present); and Vice President and Money Laundering Reporting Officer, Voya Investments Distributor, LLC (April 2010–Present). Formerly, Chief Compliance Officer, Voya Investments Distributor, LLC (August 1995–April 2010). | |||||||||||
Jason Kadavy 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 38 | Vice President | September 2012–Present | Vice President, Voya Funds Services, LLC (July 2007–Present). | |||||||||||
Kimberly K. Springer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 57 | Vice President | March 2006–Present | Vice President — Platform Product Management & Project Management, Voya Investments, LLC (July 2012– Present); Vice President, Voya Investment Management — Voya Family of Funds (March 2010–Present) and Vice President, Voya Funds Services, LLC (March 2006–Present). Formerly Managing Paralegal, Registration Statements (June 2003–July 2012). | |||||||||||
Craig Wheeler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 45 | Vice President | May 2013–Present | Vice President — Director of Tax, Voya Funds Services, LLC (March 2013– Present). Formerly, Assistant Vice President — Director of Tax, Voya Funds Services, LLC (March 2008–March 2013). | |||||||||||
Huey P. Falgout, Jr. 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 50 | Secretary | August 2003–Present | Senior Vice President and Chief Counsel, Voya Investment Management — Mutual Fund Legal Department (March 2010–Present). Formerly, Chief Counsel, ING Americas, U.S. Legal Services (October 2003–March 2010). | |||||||||||
Theresa K. Kelety 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 51 | Assistant Secretary | August 2003–Present | Vice President and Senior Counsel, Voya Investment Management — Mutual Fund Legal Department (March 2010–Present). Formerly, Senior Counsel, ING Americas, U.S. Legal Services (April 2008–March 2010). | |||||||||||
Paul A. Caldarelli 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 62 | Assistant Secretary | June 2010–Present | Vice President and Senior Counsel, Voya Investment Management — Mutual Fund Legal Department (March 2010–Present). Formerly, Senior Counsel, ING Americas, U.S. Legal Services (April 2008–March 2010). |
(1) | The Officers hold office until the next annual meeting of the Board of Trustees and until their successors shall have been elected and qualified. |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Funds Services, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
Accounting Firm
KPMG LLP
Two Financial Center
60 South Street
Boston, Massachusetts 02111
The Bank of New York Mellon
One Wall Street
New York, New York 10286
Dechert LLP
1900 K Street, N.W.
Washington, D.C. 20006
(formerly, ING Floating Rate Fund)
n Classes A, C, I, P*, R and W
This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the fund’s investment objectives, risks, charges, expenses and other information. This information should be read carefully. |
INVESTMENT MANAGEMENT | |
voyainvestments.com | VoyaTM Investment Management was formerly ING U.S. Investment Management |
President’s Letter | 1 | |||||
Market Perspective | 2 | |||||
Portfolio Managers’ Report | 4 | |||||
Shareholder Expense Example | 7 | |||||
Report of Independent Registered Public Accounting Firm | 8 | |||||
Statement of Assets and Liabilities | 9 | |||||
Statement of Operations | 11 | |||||
Statements of Changes in Net Assets | 12 | |||||
Financial Highlights | 13 | |||||
Notes to Financial Statements | 14 | |||||
Portfolio of Investments | 21 | |||||
Tax Information | 31 | |||||
Shareholder Meeting Information | 32 | |||||
Trustee and Officer Information | 33 |
Go Paperless with E-Delivery! | |||||||||||
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Just go to www.voyainvestments.com, click on the E-Delivery icon from the home page, follow the directions and complete the quick 5 Steps to Enroll. | |||||||||||
You will be notified by e-mail when these communications become available on the internet. Documents that are not available on the internet will continue to be sent by mail. |
Executive Vice President
Voya Family of Funds
May 1, 2014
The views expressed in the President’s Letter reflect those of the President as of the date of the letter. Any such views are subject to change at any time based upon market or other conditions and the Voya mutual funds disclaim any responsibility to update such views. These views may not be relied on as investment advice and, because investment decisions for a Voya mutual fund are based on numerous factors, may not be relied on as an indication of investment intent on behalf of any Voya mutual fund. Reference to specific company securities should not be construed as recommendations or investment advice.
Index | Description | |||||
---|---|---|---|---|---|---|
Barclays High Yield Bond — 2% Issuer Constrained Composite Index | An unmanaged index that includes all fixed income securities having a maximum quality rating of Ba1, a minimum amount outstanding of $150 million, and at least one year to maturity. | |||||
Barclays Long Term U.S. Treasury Index | The Index includes all publicly issued, U.S. Treasury securities that have a remaining maturity of 10 or more years, are rated investment grade, and have $250 million or more of outstanding face value. | |||||
Barclays U.S. Aggregate Bond Index | An unmanaged index of publicly issued investment grade U.S. Government, mortgage-backed, asset-backed and corporate debt securities. | |||||
Barclays U.S. Corporate Investment Grade Bond Index | An unmanaged index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | |||||
MSCI Europe ex UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. | |||||
MSCI Japan® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. | |||||
MSCI UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. | |||||
MSCI World IndexSM | An unmanaged index that measures the performance of over 1,400 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | |||||
S&P 500® Index | An unmanaged index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. | |||||
The S&P/LSTA Leveraged Loan Index | An unmanaged total return index that captures accrued interest, repayments, and market value changes. It represents a broad cross section of leveraged loans syndicated in the United States, including dollar-denominated loans to overseas issuers. Standard & Poor’s (“S&P”) and the Loan Syndications and Trading Association (“LSTA”) conceived the index to establish a performance benchmark for the syndicated leveraged loan industry. |
Ratings Distribution as of March 31, 2014 | ||||||||
---|---|---|---|---|---|---|---|---|
Ba | 30.2 | % | ||||||
B | 65.9 | % | ||||||
Caa and below | 3.5 | % | ||||||
Not rated* | 0.4 | % | ||||||
Ratings distribution shows the percentage of the Fund’s loan commitments (excluding cash and foreign cash) that are rated in each ratings category, based upon the categories provided by Moody’s Investors Service, Inc. Ratings distribution is based on Moody’s senior secured facility ratings. Moody’s ratings classification methodology: Aaa rating denotes the least credit risk; C rating denotes the greatest credit risk. Loans rated below Baa by Moody’s are considered to be below investment grade. Ratings can change from time to time, and current ratings may not fully reflect the actual credit condition or risks posed by a loan. | ||||||||
* Not rated includes loans to non-U.S. borrowers (which are typically unrated) and loans for which the rating has been withdrawn. |
TOP TEN LOAN ISSUERS AS OF MARCH 31, 2014 AS A PERCENTAGE OF: | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
TOTAL ASSETS | NET ASSETS | |||||||||||
BJs Wholesale Club | 1.6% | 1.7% | ||||||||||
Dell International LLC | 1.5% | 1.6% | ||||||||||
Neiman Marcus Group, Inc | 1.3% | 1.4% | ||||||||||
Tribune Company | 1.0% | 1.1% | ||||||||||
Univision Communications, Inc. | 1.0% | 1.0% | ||||||||||
Hilton Worldwide Finance, LLC | 0.9% | 1.0% | ||||||||||
Hudson’s Bay Company | 0.9% | 1.0% | ||||||||||
Rexnord Corporation / RBS Global, Inc. | 0.9% | 1.0% | ||||||||||
Hub International Limited | 0.9% | 1.0% | ||||||||||
Axalta Coating Systems (fka DuPont Performance Coatings) | 0.9% | 0.9% | ||||||||||
Subject to change daily. |
* | The Fund was formerly known as “ING Floating Rate Fund”. Additionally, the Sub-Adviser was formerly known as “ING Investment Management Co. LLC.” |
Jeffrey A. Bakalar Senior Vice President Managing Director Voya Investment Management Co. LLC | Daniel A. Norman Senior Vice President Managing Director Voya Investment Management Co. LLC | |||||
Voya Floating Rate Fund April 21, 2014 |
Average Annual Total Returns for the Periods Ended March 31, 2014 | ||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 Year | 3 Year | Since Inception of Class A, C, I, R and W August 17, 2010 | Since Inception of Class P June 14, 2013 | |||||||||||||||||
Including Sales Charge: | ||||||||||||||||||||
Class A(1) | 1.03 | % | 3.97 | % | 4.54 | % | — | |||||||||||||
Class C(2) | 1.82 | % | 4.06 | % | 4.51 | % | — | |||||||||||||
Class I | 3.74 | % | 5.04 | % | 5.52 | % | — | |||||||||||||
Class P | — | — | — | 3.71 | % | |||||||||||||||
Class R | 3.23 | % | 4.52 | % | 4.97 | % | — | |||||||||||||
Class W | 3.83 | % | 5.13 | % | 5.60 | % | — | |||||||||||||
Excluding Sales Charge: | ||||||||||||||||||||
Class A | 3.58 | % | 4.84 | % | 5.29 | % | — | |||||||||||||
Class C | 2.81 | % | 4.06 | % | 4.51 | % | — | |||||||||||||
Class I | 3.74 | % | 5.04 | % | 5.52 | % | — | |||||||||||||
Class P | — | — | — | 3.71 | % | |||||||||||||||
Class R | 3.23 | % | 4.52 | % | 4.97 | % | — | |||||||||||||
Class W | 3.83 | % | 5.13 | % | 5.60 | % | — | |||||||||||||
S&P/LSTA Leveraged Loan | 4.35 | % | 5.01 | % | 6.17 | % | 3.76 | % |
(1) | Reflects deduction of the maximum Class A sales charge of 2.50%. |
(2) | Reflects deduction of the Class C deferred sales charge of 1% for the since inception return. |
Actual Fund Return | Hypothetical (5% return before expenses) | ||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value October 1, 2013 | Ending Account Value March 31, 2014 | Annualized Expense Ratio | Expenses Paid During the Period Ended March 31, 2014* | Beginning Account Value October 1, 2013 | Ending Account Value March 31, 2014 | Annualized Expense Ratio | Expenses Paid During the Period Ended March 31, 2014* | ||||||||||||||||||||||||||||
Class A | $ | 1,000.00 | $ | 1,022.60 | 1.01 | % | $ | 5.09 | $ | 1,000.00 | $ | 1,019.90 | 1.01 | % | $ | 5.09 | |||||||||||||||||||
Class C | 1,000.00 | 1,018.80 | 1.76 | 8.86 | 1,000.00 | 1,016.16 | 1.76 | 8.85 | |||||||||||||||||||||||||||
Class I | 1,000.00 | 1,022.90 | 0.76 | 3.83 | 1,000.00 | 1,021.14 | 0.76 | 3.83 | |||||||||||||||||||||||||||
Class P | 1,000.00 | 1,026.20 | 0.10 | 0.51 | 1,000.00 | 1,024.43 | 0.10 | 0.50 | |||||||||||||||||||||||||||
Class R | 1,000.00 | 1,020.40 | 1.26 | 6.35 | 1,000.00 | 1,018.65 | 1.26 | 6.34 | |||||||||||||||||||||||||||
Class W | 1,000.00 | 1,023.80 | 0.76 | 3.83 | 1,000.00 | 1,021.14 | 0.76 | 3.83 |
* | Expenses are equal to the Fund’s respective annualized expense ratios multiplied by the average account value over the period, multiplied by 182/365 to reflect the most recent fiscal half-year. |
Voya Funds Trust
May 23, 2014
ASSETS: | ||||||
Investments in securities at fair value (Cost $785,207,512) | $ | 787,727,813 | ||||
Short-term investments at fair value (Cost $63,000,000) | 63,000,000 | |||||
Total Investments at fair value | 850,727,813 | |||||
Cash | 9,604,404 | |||||
Receivables: | ||||||
Investment securities sold | 33,025,321 | |||||
Fund shares sold | 1,834,466 | |||||
Interest | 2,219,761 | |||||
Prepaid expenses | 56,091 | |||||
Reimbursement due from manager | 43,809 | |||||
Total assets | 897,511,665 | |||||
LIABILITIES: | ||||||
Payable for investment securities purchased | 45,906,661 | |||||
Payable for fund shares redeemed | 1,217,438 | |||||
Income distribution payable | 194,523 | |||||
Payable for investment management fees | 354,763 | |||||
Payable for administrative fees | 64,502 | |||||
Payable for distribution and shareholder service fees | 134,176 | |||||
Accrued trustees fees | 3,675 | |||||
Other accrued expenses and liabilities | 196,274 | |||||
Total liabilities | 48,072,012 | |||||
NET ASSETS | $ | 849,439,653 | ||||
NET ASSETS WERE COMPRISED OF: | ||||||
Paid-in capital | 847,118,314 | |||||
Distributions in excess of net investment income | (197,352 | ) | ||||
Accumulated net realized loss | (1,610 | ) | ||||
Net unrealized appreciation | 2,520,301 | |||||
NET ASSETS | $ | 849,439,653 |
Class A: | |||||||
Net assets | $ | 98,669,490 | |||||
Shares authorized | unlimited | ||||||
Par value | $ | 0.001 | |||||
Shares outstanding | 9,656,694 | ||||||
Net asset value and redemption price per share | $ | 10.22 | |||||
Maximum offering price per share (2.50%)(1) | $ | 10.48 | |||||
Class C: | |||||||
Net assets | $ | 84,619,375 | |||||
Shares authorized | unlimited | ||||||
Par value | $ | 0.001 | |||||
Shares outstanding | 8,280,652 | ||||||
Net asset value and redemption price per share(2) | $ | 10.22 | |||||
Class I: | �� | ||||||
Net assets | $ | 327,896,377 | |||||
Shares authorized | unlimited | ||||||
Par value | $ | 0.001 | |||||
Shares outstanding | 32,107,532 | ||||||
Net asset value and redemption price per share(2) | $ | 10.21 | |||||
Class P: | |||||||
Net assets | $ | 86,265,346 | |||||
Shares authorized | unlimited | ||||||
Par value | $ | 0.001 | |||||
Shares outstanding | 8,446,223 | ||||||
Net asset value and redemption price per share | $ | 10.21 | |||||
Class R: | |||||||
Net assets | $ | 98,457,323 | |||||
Shares authorized | unlimited | ||||||
Par value | $ | 0.001 | |||||
Shares outstanding | 9,648,393 | ||||||
Net asset value and redemption price per share | $ | 10.20 | |||||
Class W: | |||||||
Net assets | $ | 153,531,742 | |||||
Shares authorized | unlimited | ||||||
Par value | $ | 0.001 | |||||
Shares outstanding | 14,999,358 | ||||||
Net asset value and redemption price per share | $ | 10.24 | |||||
____________________ | |||||||
(1) Maximum offering price is computed at 100/97.50 of net asset value. On purchases of $100,000 or more, the offering price is reduced. | |||||||
(2) Redemption price per share may be reduced for any applicable contingent deferred sales charge. |
INVESTMENT INCOME: | ||||||
Interest | $ | 27,536,314 | ||||
Amendment fees | 550,327 | |||||
Other fees | 1,211,241 | |||||
Total investment income | 29,297,882 | |||||
EXPENSES: | ||||||
Investment management fees | 3,405,014 | |||||
Administration fees | 619,093 | |||||
Distribution and service fees: | ||||||
Class A | 213,152 | |||||
Class C | 663,102 | |||||
Class R | 333,497 | |||||
Transfer agent fees: | ||||||
Class A | 66,075 | |||||
Class C | 51,410 | |||||
Class I | 16,777 | |||||
Class P | 819 | |||||
Class R | 51,744 | |||||
Class W | 99,293 | |||||
Shareholder reporting expense | 71,142 | |||||
Custody and accounting expense | 290,372 | |||||
Registration fees | 101,605 | |||||
Professional fees | 85,526 | |||||
Trustees fees | 14,222 | |||||
Commitment fee | 34,029 | |||||
Miscellaneous expense | 40,395 | |||||
Total expenses | 6,157,267 | |||||
Net waived and reimbursed fees | (439,810 | ) | ||||
Net expenses | 5,717,457 | |||||
Net investment income | 23,580,425 | |||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||
Net realized gain on investments | 665,332 | |||||
Net change in unrealized appreciation (depreciation) on : | ||||||
Investments | (2,033,438 | ) | ||||
Unfunded commitments | (130 | ) | ||||
Net change in unrealized appreciation (depreciation) | (2,033,568 | ) | ||||
Net realized and unrealized loss | (1,368,236 | ) | ||||
Increase in net assets resulting from operations | $ | 22,212,189 |
Year Ended March 31, 2014 | Year Ended March 31, 2013 | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
FROM OPERATIONS: | ||||||||||
Net investment income | $ | 23,580,425 | $ | 13,734,253 | ||||||
Net realized gain | 665,332 | 1,442,191 | ||||||||
Net change in unrealized appreciation (depreciation) | (2,033,568 | ) | 3,967,354 | |||||||
Net increase in net assets resulting from operations | 22,212,189 | 19,143,798 | ||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||
Net investment income: | ||||||||||
Class A | (3,173,407 | ) | (871,877 | ) | ||||||
Class C | (1,966,091 | ) | (508,857 | ) | ||||||
Class I | (9,915,178 | ) | (7,906,748 | ) | ||||||
Class P | (1,108,235 | ) | — | |||||||
Class R | (2,311,746 | ) | (1,105,555 | ) | ||||||
Class W | (5,205,552 | ) | (3,482,103 | ) | ||||||
Net realized gains: | ||||||||||
Class A | (88,302 | ) | (57,784 | ) | ||||||
Class C | (70,871 | ) | (45,743 | ) | ||||||
Class I | (257,093 | ) | (339,006 | ) | ||||||
Class P | (48,328 | ) | — | |||||||
Class R | (76,469 | ) | (63,420 | ) | ||||||
Class W | (124,245 | ) | (167,918 | ) | ||||||
Return of capital: | ||||||||||
Class A | (93,754 | ) | — | |||||||
Class C | (76,711 | ) | — | |||||||
Class I | (290,450 | ) | — | |||||||
Class P | (78,318 | ) | — | |||||||
Class R | (87,417 | ) | — | |||||||
Class W | (136,297 | ) | — | |||||||
Total distributions | (25,108,464 | ) | (14,549,011 | ) | ||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||
Net proceeds from sale of shares | 663,037,010 | 157,742,423 | ||||||||
Reinvestment of distributions | 22,965,642 | 13,381,586 | ||||||||
686,002,652 | 171,124,009 | |||||||||
Cost of shares redeemed | (181,142,287 | ) | (88,506,704 | ) | ||||||
Net increase in net assets resulting from capital share transactions | 504,860,365 | 82,617,305 | ||||||||
Net increase in net assets | 501,964,090 | 87,212,092 | ||||||||
NET ASSETS: | ||||||||||
Beginning of year or period | 347,475,563 | 260,263,471 | ||||||||
End of year or period | $ | 849,439,653 | $ | 347,475,563 | ||||||
Distributions in excess of net investment income at end of year or period | $ | (197,352 | ) | $ | (97,568 | ) |
Income (loss) from investment operations | Less distributions | Ratios to average net assets | Supplemental data | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net asset value, beginning of year or period | Net investment income (loss) | Net realized and unrealized gain (loss) | Total from investment operations | From net investment income | From net realized gains | From return of capital | Total distributions | Net asset value, end of year or period | Total Return(1) | Expenses before reductions/ additions(2)(3) | Expenses, net of fee waivers and/or recoupments, if any(2)(3) | Expenses, net of all reductions/ additions(2)(3) | Net investment income (loss)(2)(3) | Net assets, end of year or period | Portfolio Turnover rate | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | (%) | (%) | (%) | (%) | (%) | ($000’s) | (%) | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 10.28 | 0.38 | * | (0.02 | ) | 0.36 | 0.40 | 0.01 | 0.01 | 0.42 | 10.22 | 3.58 | 1.08 | 1.01 | 1.01 | 3.71 | 98,669 | 124 | ||||||||||||||||||||||||||||||||||||||||||||||||
03-31-13 | 10.10 | 0.52 | * | 0.21 | 0.73 | 0.53 | 0.02 | — | 0.55 | 10.28 | 7.41 | 1.11 | 1.01 | 1.01 | 5.08 | 35,918 | 101 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-12 | 10.26 | 0.43 | * | (0.08 | ) | 0.35 | 0.45 | 0.06 | — | 0.51 | 10.10 | 3.58 | 1.12 | 1.01 | 1.01 | 4.23 | 10,266 | 79 | ||||||||||||||||||||||||||||||||||||||||||||||||
08-17-10(4)–03-31-11 | 10.00 | 0.21 | * | 0.25 | 0.46 | 0.19 | 0.01 | — | 0.20 | 10.26 | 4.57 | 1.30 | 1.02 | 1.02 | 3.49 | 18,411 | 73 | |||||||||||||||||||||||||||||||||||||||||||||||||
Class C | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 10.28 | 0.30 | * | (0.02 | ) | 0.28 | 0.32 | 0.01 | 0.01 | 0.34 | 10.22 | 2.81 | 1.83 | 1.76 | 1.76 | 2.97 | 84,619 | 124 | ||||||||||||||||||||||||||||||||||||||||||||||||
03-31-13 | 10.10 | 0.44 | * | 0.21 | 0.65 | 0.45 | 0.02 | — | 0.47 | 10.28 | 6.61 | 1.86 | 1.76 | 1.76 | 4.33 | 26,367 | 101 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-12 | 10.26 | 0.36 | * | (0.09 | ) | 0.27 | 0.37 | 0.06 | — | 0.43 | 10.10 | 2.80 | 1.87 | 1.76 | 1.76 | 3.71 | 7,409 | 79 | ||||||||||||||||||||||||||||||||||||||||||||||||
08-17-10(4)–03-31-11 | 10.00 | 0.19 | * | 0.22 | 0.41 | 0.14 | 0.01 | — | 0.15 | 10.26 | 4.11 | 2.05 | 1.77 | 1.77 | 3.46 | 3,356 | 73 | |||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 10.28 | 0.41 | * | (0.03 | ) | 0.38 | 0.43 | 0.01 | 0.01 | 0.45 | 10.21 | 3.74 | 0.76 | 0.76 | 0.76 | 3.99 | 327,896 | 124 | ||||||||||||||||||||||||||||||||||||||||||||||||
03-31-13 | 10.10 | 0.54 | * | 0.21 | 0.75 | 0.55 | 0.02 | — | 0.57 | 10.28 | 7.67 | 0.86 | 0.76 | 0.76 | 5.33 | 165,936 | 101 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-12 | 10.27 | 0.47 | * | (0.10 | ) | 0.37 | 0.48 | 0.06 | — | 0.54 | 10.10 | 3.74 | 0.87 | 0.76 | 0.76 | 4.65 | 173,722 | 79 | ||||||||||||||||||||||||||||||||||||||||||||||||
08-17-10(4)–03-31-11 | 10.00 | 0.25 | * | 0.23 | 0.48 | 0.20 | 0.01 | — | 0.21 | 10.27 | 4.83 | 1.05 | 0.77 | 0.77 | 3.93 | 170,660 | 73 | |||||||||||||||||||||||||||||||||||||||||||||||||
Class P | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-14-13(4)–03-31-14 | 10.22 | 0.37 | * | 0.00 | • | 0.37 | 0.36 | 0.01 | 0.01 | 0.38 | 10.21 | 3.71 | 0.75 | 0.10 | 0.10 | 4.58 | 86,265 | 124 | ||||||||||||||||||||||||||||||||||||||||||||||||
Class R | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 10.27 | 0.35 | * | �� | (0.03 | ) | 0.32 | 0.37 | 0.01 | 0.01 | 0.39 | 10.20 | 3.23 | 1.33 | 1.26 | 1.26 | 3.47 | 98,457 | 124 | |||||||||||||||||||||||||||||||||||||||||||||||
03-31-13 | 10.09 | 0.49 | * | 0.21 | 0.70 | 0.50 | 0.02 | — | 0.52 | 10.27 | 7.15 | 1.36 | 1.26 | 1.26 | 4.84 | 32,371 | 101 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-12 | 10.26 | 0.41 | * | (0.09 | ) | 0.32 | 0.43 | 0.06 | — | 0.49 | 10.09 | 3.22 | 1.37 | 1.26 | 1.26 | 4.26 | 16,515 | 79 | ||||||||||||||||||||||||||||||||||||||||||||||||
08-17-10(4)–03-31-11 | 10.00 | 0.21 | * | 0.23 | 0.44 | 0.17 | 0.01 | — | 0.18 | 10.26 | 4.39 | 1.55 | 1.27 | 1.27 | 3.87 | 7,897 | 73 | |||||||||||||||||||||||||||||||||||||||||||||||||
Class W | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-14 | 10.30 | 0.41 | * | (0.02 | ) | 0.39 | 0.43 | 0.01 | 0.01 | 0.45 | 10.24 | 3.83 | 0.83 | 0.76 | 0.76 | 3.98 | 153,532 | 124 | ||||||||||||||||||||||||||||||||||||||||||||||||
03-31-13 | 10.12 | 0.54 | * | 0.21 | 0.75 | 0.55 | 0.02 | — | 0.57 | 10.30 | 7.66 | 0.86 | 0.76 | 0.76 | 5.34 | 86,844 | 101 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-12 | 10.27 | 0.45 | * | (0.06 | ) | 0.39 | 0.48 | 0.06 | — | 0.54 | 10.12 | 3.93 | 0.87 | 0.76 | 0.76 | 4.74 | 52,351 | 79 | ||||||||||||||||||||||||||||||||||||||||||||||||
08-17-10(4)–03-31-11 | 10.00 | 0.24 | 0.24 | 0.48 | 0.20 | 0.01 | — | 0.21 | 10.27 | 4.83 | 1.05 | 0.77 | 0.77 | 4.49 | 3,319 | 73 |
(1) | Total return is calculated assuming reinvestment of all dividends, capital gain distributions and return of capital distributions, if any, at net asset value and excluding the deduction of sales charges or contingent deferred sales charges, if applicable. Total return for periods less than one year is not annualized. |
(2) | Annualized for periods less than one year. |
(3) | Expense ratios reflect operating expenses of a Fund. Expenses before reductions/additions do not reflect amounts reimbursed by the Investment Adviser and/or Distributor or reductions from brokerage service arrangements or other expense offset arrangements and do not represent the amount paid by a Fund during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by an Investment Adviser and/or Distributor but prior to reductions from brokerage service arrangements or other expense offset arrangements. Expenses net of all reductions/additions represent the net expenses paid by a Fund. Net investment income (loss) is net of all such additions or reductions. |
(4) | Commencement of operations. |
* | Calculated using average number of shares outstanding throughout the period. |
• | Amount is less than $0.005 or 0.005% or more than $(0.005) or (0.005)% |
* | Patent Pending |
exchange. Securities other than loans for which reliable market value quotations are not readily available and all other assets will be valued at their respective fair values as determined in good faith by, and under procedures adopted by, the Board. Investments in securities of sufficient credit quality, maturing in 60 days or less from date of acquisition, are valued at amortized cost which approximates fair value. To the extent the Fund invests in other open-end registered investment companies, the Fund’s net asset value (“NAV”) is calculated based on the current NAV of the registered investment company in which the Fund invests. The prospectuses for those investment companies explain the circumstances under which they will use fair value pricing and the effects of using fair value pricing.
fees are earned as compensation for evaluating and accepting changes to an original senior loan agreement and are recognized when received. Amendment fees and other fees earned are reported on the Statement of Operations.
(1) | Market value of investment securities, other assets and liabilities — at the exchange rates prevailing at the end of the day. |
(2) | Purchases and sales of investment securities, income and expenses — at the rates of exchange prevailing on the respective dates of such transactions. |
or losses realized between the trade and settlement dates on securities transactions, the difference between the amounts of dividends, interest, and foreign withholding taxes recorded on the Fund’s books, and the U.S. dollar equivalent of the amounts actually received or paid. Net unrealized foreign exchange gains and losses arise from changes in the value of assets and liabilities other than investments in securities at fiscal year end, resulting from changes in the exchange rate. Foreign security and currency transactions may involve certain considerations and risks not typically associated with investing in U.S. companies and the U.S. government. These risks include, but are not limited to, revaluation of currencies and future adverse political and economic developments which could cause securities and their markets to be less liquid and prices more volatile than those of comparable U.S. companies and U.S. government securities. The foregoing risks are even greater with respect to securities in emerging markets.
Class A | Class C | Class R | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
0.25% | 1.00% | 0.50% |
Class A | Class C | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Initial Sales Charges | $ | 59,474 | — | |||||||
Contingent Deferred Sales Charge | 7,564 | 3,854 |
(as a percentage of average daily net assets)
Class C — 1.75%
Class I — 0.75%
Class P — 0.15%
Class R — 1.25%
Class W — 0.75%
March 31, | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2015 | 2016 | 2017 | Total | |||||||||||
$254,672 | $258,001 | $27,772 | $540,445 |
March 31, | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2015 | 2016 | 2017 | Total | |||||||||||||||
Class A | $ | — | $ | — | $ | 58,561 | $ | 58,561 | ||||||||||
Class C | — | — | 45,651 | 45,651 | ||||||||||||||
Class R | — | — | 45,543 | 45,543 | ||||||||||||||
Class W | — | — | 89,220 | 89,220 |
Subsidiary | Percentage | |||||
---|---|---|---|---|---|---|
ING National Trust | 11.48 | % |
Shares sold | Reinvestment of distributions | Shares redeemed | Net increase (decrease) in shares outstanding | Shares sold | Reinvestment of distributions | Shares redeemed | Net increase (decrease) | |||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year or period ended | # | # | # | # | ($) | ($) | ($) | ($) | ||||||||||||||||||||||||||
Class A | ||||||||||||||||||||||||||||||||||
03-31-14 | 10,358,888 | 300,298 | (4,496,100 | ) | 6,163,086 | 105,961,693 | 3,069,687 | (45,976,978 | ) | 63,054,402 | ||||||||||||||||||||||||
03-31-13 | 2,722,982 | 81,409 | (327,508 | ) | 2,476,883 | 27,791,758 | 829,471 | (3,333,210 | ) | 25,288,019 | ||||||||||||||||||||||||
Class C | ||||||||||||||||||||||||||||||||||
03-31-14 | 7,090,057 | 146,813 | (1,520,485 | ) | 5,716,385 | 72,569,083 | 1,500,823 | (15,551,282 | ) | 58,518,624 | ||||||||||||||||||||||||
03-31-13 | 2,059,895 | 36,736 | (266,013 | ) | 1,830,618 | 21,046,713 | 374,437 | (2,705,134 | ) | 18,716,016 | ||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||
03-31-14 | 23,772,696 | 903,969 | (8,713,189 | ) | 15,963,476 | 243,019,631 | 9,237,941 | (89,046,679 | ) | 163,210,893 | ||||||||||||||||||||||||
03-31-13 | 5,248,615 | 767,169 | (7,075,274 | ) | (1,059,490 | ) | 53,494,091 | 7,796,350 | (71,396,295 | ) | (10,105,854 | ) | ||||||||||||||||||||||
Class P | ||||||||||||||||||||||||||||||||||
06/14/13(1)-03-31-14 | 8,325,387 | 120,836 | — | 8,446,223 | 85,118,085 | 1,234,895 | — | 86,352,980 | ||||||||||||||||||||||||||
Class R | ||||||||||||||||||||||||||||||||||
03-31-14 | 6,582,358 | 241,982 | (327,028 | ) | 6,497,312 | 67,216,665 | 2,470,595 | (3,339,976 | ) | 66,347,284 | ||||||||||||||||||||||||
03-31-13 | 1,619,269 | 114,941 | (219,259 | ) | 1,514,951 | 16,483,646 | 1,168,975 | (2,222,800 | ) | 15,429,821 | ||||||||||||||||||||||||
Class W | ||||||||||||||||||||||||||||||||||
03-31-14 | 8,689,498 | 532,300 | (2,656,442 | ) | 6,565,356 | 89,151,853 | 5,451,701 | (27,227,372 | ) | 67,376,182 | ||||||||||||||||||||||||
03-31-13 | 3,813,346 | 315,035 | (868,891 | ) | 3,259,490 | 38,926,215 | 3,212,353 | (8,849,265 | ) | 33,289,303 |
(1) | Commencement of Operations. |
Year Ended March 31, 2014 | Year Ended March 31, 2013 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Ordinary Income | Long-term Capital Gain | Return of Capital | Ordinary Income | Long-term Capital Gains | ||||||||||||||
$24,088,134 | $ 257,383 | $ 762,947 | $ 14,210,876 | $ 338,135 |
Unrealized Appreciation/ (Depreciation) |
---|
$ 2,518,691 |
Netherlands in November 2008 and March 2009. To receive approval for this state aid, ING Groep was required to divest its insurance and investment management businesses, including Voya Financial, Inc., before the end of 2013. In November 2012, the Restructuring Plan was amended to permit ING Groep additional time to complete the divestment. Pursuant to the amended Restructuring Plan, ING Groep must divest at least 25% of Voya Financial, Inc. by the end of 2013, more than 50% by the end of 2014, and the remaining interest by the end of 2016 (such divestment, the “Separation Plan”).
Per Share Amount | Payable Date | Record Date | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Class A | $ 0.0303 | May 1, 2014 | Daily | |||||||||||
Class C | $ 0.0240 | May 1, 2014 | Daily | |||||||||||
Class I | $ 0.0324 | May 1, 2014 | Daily | |||||||||||
Class P | $ 0.0379 | May 1, 2014 | Daily | |||||||||||
Class R | $ 0.0282 | May 1, 2014 | Daily | |||||||||||
Class W | $ 0.0324 | May 1, 2014 | Daily |
AS OF MARCH 31, 2014
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Loans*: 92.8% | |||||||||||||||||||
Aerospace & Defense: 0.8% | |||||||||||||||||||
4,463,763 | American Airlines, Inc., Term Loan, 3.750%, 06/27/19 | $ | 4,484,220 | 0.5 | |||||||||||||||
370,703 | Data Device Corp. (DDC), First Lien Term Loan, 8.000%, 07/11/18 | 372,094 | 0.0 | ||||||||||||||||
1,485,000 | Delta Airlines, Inc., Pacific Routes Term Loan B-1, 3.500%, 10/18/18 | 1,481,534 | 0.2 | ||||||||||||||||
495,000 | DigitalGlobe Inc., Term Loan, 3.750%, 01/31/20 | 495,928 | 0.1 | ||||||||||||||||
6,833,776 | 0.8 | ||||||||||||||||||
Air Transport: 0.2% | |||||||||||||||||||
1,985,000 | United Airlines, Inc., Term Loan, 3.500%, 04/01/19 | 1,990,955 | 0.2 | ||||||||||||||||
Automotive: 1.9% | |||||||||||||||||||
4,919,885 | Chrysler Group LLC, Upsized Term Loan B, 3.500%, 05/24/17 | 4,916,495 | 0.6 | ||||||||||||||||
3,584,744 | Fram Group Holdings Inc., First Lien Term Loan, 6.500%, 07/31/17 | 3,593,706 | 0.4 | ||||||||||||||||
498,690 | Fram Group Holdings Inc., Second Lien Term Loan, 10.500%, 01/29/18 | 476,249 | 0.1 | ||||||||||||||||
1,000,000 | Goodyear Tire & Rubber Company (The), Second Lien Term Loan, 4.750%, 04/30/19 | 1,005,613 | 0.1 | ||||||||||||||||
974,761 | KAR Auction Services, Inc., Term Loan B, 3.750%, 05/19/17 | 979,787 | 0.1 | ||||||||||||||||
343,125 | Key Safety Systems, Inc., Term Facility, 4.750%, 05/15/18 | 345,270 | 0.1 | ||||||||||||||||
2,969,452 | Metaldyne, LLC, USD Term Loan B, 4.250%, 12/31/18 | 2,985,229 | 0.4 | ||||||||||||||||
293,594 | Schrader International, Lux Term Loan, 5.000%, 04/27/18 | 295,613 | 0.0 | ||||||||||||||||
225,848 | Schrader International, US Term Loan, 5.000%, 04/27/18 | 227,401 | 0.0 | ||||||||||||||||
272,250 | TI Group Automotive Systems, L.L.C., Term Loan B, 5.500%, 03/31/19 | 274,547 | 0.0 | ||||||||||||||||
728,056 | UCI International, Inc., Term Loan B, 5.500%, 07/26/17 | 733,971 | 0.1 | ||||||||||||||||
15,833,881 | 1.9 | ||||||||||||||||||
Beverage & Tobacco: 0.5% | |||||||||||||||||||
4,500,000 | ARAMARK, U.S. Term Loan E, 3.250%, 09/01/19 | 4,470,471 | 0.5 | ||||||||||||||||
Building & Development: 2.1% | |||||||||||||||||||
350,000 | Capital Automotive L.P., Second Lien Term Loan, 6.000%, 04/30/20 | 361,594 | 0.0 | ||||||||||||||||
4,209,833 | Capital Automotive L.P., Term Loan, 4.000%, 04/10/19 | 4,230,882 | 0.5 | ||||||||||||||||
2,089,500 | Minimax Viking GmbH, Facility B1 Loan, 4.500%, 08/30/20 | 2,115,619 | 0.3 | ||||||||||||||||
2,789,301 | NCI Building Systems, Inc., Term Loan, 4.250%, 06/24/19 | 2,799,309 | 0.3 | ||||||||||||||||
1,500,000 | Ply Gem Industries, Inc., Term Loan, 4.000%, 01/30/21 | 1,503,750 | 0.2 | ||||||||||||||||
275,000 | Quikrete Holdings, Second Lien Term Loan, 7.000%, 03/23/21 | 282,561 | 0.0 | ||||||||||||||||
4,601,875 | Quikrete Holdings, Term Loan B, 4.000%, 09/23/20 | 4,618,557 | 0.5 | ||||||||||||||||
882,068 | Roofing Supply Group, Term Loan B, 5.000%, 05/31/19 | 885,237 | 0.1 | ||||||||||||||||
1,431,876 | Wilsonart LLC, Term Loan B, 4.000%, 10/31/19 | 1,430,086 | 0.2 | ||||||||||||||||
18,227,595 | 2.1 | ||||||||||||||||||
Business Equipment & Services: 7.2% | |||||||||||||||||||
3,978,689 | Acosta, Inc., Upsized Term Loan B, 4.250%, 03/02/18 | 4,007,908 | 0.5 | ||||||||||||||||
2,693,082 | Advantage Sales & Marketing, Inc., December 2013 Upsized First Lien Term Loan, 4.250%, 12/17/17 | 2,708,231 | 0.3 | ||||||||||||||||
428,571 | Advantage Sales & Marketing, Inc., Upsized Second Lien Term Loan, 8.250%, 06/17/18 | 440,357 | 0.0 | ||||||||||||||||
500,000 | AlixPartners LLP, Second Lien Term Loan, 9.000%, 07/09/21 | 512,031 | 0.1 | ||||||||||||||||
2,940,324 | AlixPartners LLP, Term Loan B-2, 4.000%, 07/09/20 | 2,957,170 | 0.3 | ||||||||||||||||
2,661,625 | Allflex Holdings III, Inc., First Lien Term Loan, 4.250%, 07/17/20 | 2,674,103 | 0.3 | ||||||||||||||||
475,000 | Allflex Holdings III, Inc., Second Lien Term Loan, 8.000%, 07/19/21 | 482,867 | 0.1 | ||||||||||||||||
1,942,756 | Coinmach Service Corp., Feb 2014 Upsized Term Loan, 4.250%, 11/15/19 | 1,945,427 | 0.2 | ||||||||||||||||
2,315,019 | CorpSource Finance Holdings, LLC, First Lien Term Loan, 5.250%, 04/30/18 | 2,335,275 | 0.3 | ||||||||||||||||
930,000 | CorpSource Finance Holdings, LLC, Second Lien, 8.750%, 04/30/19 | 947,825 | 0.1 | ||||||||||||||||
650,000 | CPA Global Financing, First Lien Term Loan USD, 4.500%, 11/30/20 | 657,313 | 0.1 | ||||||||||||||||
500,000 | CPA Global Financing, Second Lien Term Loan USD, 8.250%, 05/30/21 | 513,750 | 0.1 | ||||||||||||||||
865,000 | Dealertrack Technologies, Inc., Term Loan B, 3.500%, 02/28/21 | 870,046 | 0.1 | ||||||||||||||||
1,571,655 | First American Payment Systems, First Lien Term Loan, 5.750%, 09/30/18 | 1,573,620 | 0.2 | ||||||||||||||||
875,000 | First American Payment Systems, Second Lien, 10.750%, 03/30/19 | 883,750 | 0.1 | ||||||||||||||||
1,328,638 | GCA Services, Replacement Term Loan, 4.287%, 11/01/19 | 1,320,026 | 0.2 | ||||||||||||||||
746,250 | Information Resources, Inc., Term Loan B, 4.750%, 09/30/20 | 750,914 | 0.1 | ||||||||||||||||
487,890 | Interactive Data Corporation, Term Loan B, 3.750%, 02/11/18 | 488,683 | 0.1 | ||||||||||||||||
632,813 | ION Trading Technologies Limited, First Lien Term Loan, 4.500%, 05/22/20 | 636,175 | 0.1 | ||||||||||||||||
450,000 | ION Trading Technologies Limited, Second Lien Term Loan, 8.250%, 05/21/21 | 456,469 | 0.0 |
AS OF MARCH 31, 2014 (CONTINUED)
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Business Equipment & Services: (continued) | |||||||||||||||||||
3,000,000 | (1) | iQor, First Lien Term Loan, 02/15/21 | $ | 2,926,251 | 0.3 | ||||||||||||||
1,000,000 | (1) | iQor, Second Lien Term Loan, 02/15/22 | 961,875 | 0.1 | |||||||||||||||
725,000 | (1) | Knowledge Universe Education, LLC, Term Loan B, 03/20/21 | 731,344 | 0.1 | |||||||||||||||
711,425 | Learning Care Group, Term Loan, 5.750%, 05/08/19 | 715,427 | 0.1 | ||||||||||||||||
2,516,129 | Legal Shield, First Lien Term Loan, 6.250%, 07/01/19 | 2,536,573 | 0.3 | ||||||||||||||||
1,000,000 | Legal Shield, Second Lien Term Loan, 9.750%, 07/01/20 | 1,020,000 | 0.1 | ||||||||||||||||
1,465,000 | Mercury Payment Systems LLC, Term Loan B Inc, 5.500%, 07/01/17 | 1,475,072 | 0.2 | ||||||||||||||||
1,500,000 | Miller Heiman, Inc., Term Loan B, 6.758%, 09/30/19 | 1,450,625 | 0.2 | ||||||||||||||||
1,613,376 | Misys (Magic Newco 2 S.a.r.l.), Term Loan B add-on, 5.000%, 12/01/18 | 1,631,778 | 0.2 | ||||||||||||||||
1,439,125 | RentPath, Inc., Term Loan B, 6.250%, 05/29/20 | 1,414,804 | 0.2 | ||||||||||||||||
1,481,250 | SGS International, Term Loan, 4.250%, 10/17/19 | 1,487,730 | 0.2 | ||||||||||||||||
1,500,000 | Ship US Bidco, Inc. (Worldpay), Term Loan B2A-II, 5.250%, 11/30/19 | 1,517,250 | 0.2 | ||||||||||||||||
1,040,000 | Ship US Bidco, Inc. (Worldpay), Term Loan C2, 4.750%, 11/29/19 | 1,051,376 | 0.1 | ||||||||||||||||
1,900,000 | (1) | Sophos, Term Loan B USD, 5.000%, 01/30/21 | 1,914,250 | 0.2 | |||||||||||||||
1,321,360 | Spotless Group Ltd., First Lien Term Facility, 5.000%, 09/20/18 | 1,342,006 | 0.2 | ||||||||||||||||
516,000 | Spotless Group Ltd., Second Lien Term Facility, 8.750%, 04/02/19 | 529,867 | 0.1 | ||||||||||||||||
790,232 | StoneRiver Group, LP, First Lien, 4.500%, 11/30/19 | 791,878 | 0.1 | ||||||||||||||||
163,386 | StoneRiver Group, LP, Second Lien, 8.500%, 05/31/20 | 165,633 | 0.0 | ||||||||||||||||
2,950,717 | Sungard Data Systems Inc, Term Loan B, Tranche E, 4.000%, 03/09/20 | 2,961,782 | 0.3 | ||||||||||||||||
2,791,800 | SurveyMonkey.com, LLC, Term Loan B, 5.500%, 02/07/19 | 2,802,199 | 0.3 | ||||||||||||||||
295,556 | Sutherland Global Services, Term Loan Cayman, 7.250%, 03/06/19 | 297,772 | 0.0 | ||||||||||||||||
654,444 | Sutherland Global Services, Term Loan US, 7.250%, 03/06/19 | 659,353 | 0.1 | ||||||||||||||||
1,968,927 | Transfirst Holdings, Inc., First Lien Term Loan, 4.000%, 12/27/17 | 1,922,611 | 0.2 | ||||||||||||||||
142,449 | U.S. Security Associates Holdings, Inc., Delayed Draw Term Loan, 6.000%, 07/28/17 | 143,695 | 0.0 | ||||||||||||||||
821,723 | U.S. Security Associates Holdings, Inc., New Term Loan, 6.000%, 07/28/17 | 828,913 | 0.1 | ||||||||||||||||
397,000 | Wash Multi-Family Services, USD Term Loan, 4.503%, 02/21/19 | 399,481 | 0.0 | ||||||||||||||||
60,841,485 | 7.2 | ||||||||||||||||||
Cable & Satellite Television: 2.1% | |||||||||||||||||||
865,525 | Liberty Cablevision of Puerto Rico LLC., First Lien, 6.000%, 06/09/17 | 874,180 | 0.1 | ||||||||||||||||
1,388,912 | New Wave Communications, Including Add on Term Loan B, 5.000%, 04/30/20 | 1,394,988 | 0.2 | ||||||||||||||||
3,881,245 | RCN Cable, Term Loan B, 4.500%, 02/25/20 | 3,923,089 | 0.4 | ||||||||||||||||
6,000,000 | Virgin Media Investment Holdings Limited, Term Loan B USD, 3.500%, 06/08/20 | 5,993,250 | 0.7 | ||||||||||||||||
839,375 | WaveDivision Holdings LLC, New Term Loan B, 4.000%, 10/01/19 | 841,117 | 0.1 | ||||||||||||||||
4,838,177 | Wideopenwest Finance, LLC, Term Loan B, 4.750%, 04/01/19 | 4,857,186 | 0.6 | ||||||||||||||||
17,883,810 | 2.1 | ||||||||||||||||||
Chemicals & Plastics: 4.8% | |||||||||||||||||||
1,351,613 | Armacell, First Lien Term Loan USD, 5.500%, 06/30/20 | 1,356,681 | 0.2 | ||||||||||||||||
4,220,611 | Arysta LifeScience Corporation, First Lien Term Loan, 4.500%, 05/29/20 | 4,241,714 | 0.5 | ||||||||||||||||
7,884,281 | Axalta Coating Systems (fka DuPont Performance Coatings), 2014 Specified Refinancing Term B Loan, 4.000%, 02/02/20 | 7,961,484 | 0.9 | ||||||||||||||||
639,022 | AZ Chem US Inc., Term Loan B, 5.272%, 12/22/17 | 631,291 | 0.1 | ||||||||||||||||
500,000 | (1) | Ennis Flint (a.k.a Road Infrastructure Investment LLC), First Lien Term Facility, 04/01/21 | 500,521 | 0.1 | |||||||||||||||
325,000 | Houghton International, Inc., Second Lien Term Loan, 9.500%, 12/20/20 | 333,531 | 0.0 | ||||||||||||||||
3,225,922 | Houghton International, Inc., USD First Lien Term Loan, 4.000%, 12/20/19 | 3,236,003 | 0.4 | ||||||||||||||||
7,413,816 | Ineos US Finance LLC, Cash Dollar Term Loan, 3.750%, 05/04/18 | 7,387,557 | 0.9 | ||||||||||||||||
425,000 | KLEOPATRA LUX 2 S.|$$|AGA. R.L, New Term Loan B, 4.750%, 12/21/16 | 430,136 | 0.0 | ||||||||||||||||
800,000 | Kronos Worldwide, Inc., Term Loan B Facility, 4.750%, 02/21/20 | 807,750 | 0.1 | ||||||||||||||||
1,885,750 | MacDermid, Inc., First Lien Term Loan, 4.000%, 06/07/20 | 1,894,787 | 0.2 | ||||||||||||||||
980,181 | Monarch (Allnex S.a.r.l.), First Lien Term Loan B-1, 4.500%, 10/03/19 | 986,307 | 0.1 | ||||||||||||||||
508,569 | Monarch (Allnex S.a.r.l.), First Lien Term Loan B-2, 4.500%, 10/03/19 | 511,747 | 0.1 | ||||||||||||||||
250,000 | Monarch (Allnex S.a.r.l.), Second Lien Term Toan, 8.250%, 04/01/20 | 257,500 | 0.0 | ||||||||||||||||
2,169,563 | Oxea S.a.r.l., First Lien Term Loan USD, 4.250%, 01/15/20 | 2,180,410 | 0.3 | ||||||||||||||||
570,000 | Oxea S.a.r.l., Second Lien Term Loan USD, 8.250%, 07/15/20 | 584,785 | 0.1 | ||||||||||||||||
1,780,802 | Royal Adhesives & Sealants, First Lien Term Facility, 5.500%, 08/01/18 | 1,808,256 | 0.2 | ||||||||||||||||
1,736,875 | Tronox Pigments (Netherlands) BV, Term Loan, 4.500%, 03/19/20 | 1,749,782 | 0.2 |
AS OF MARCH 31, 2014 (CONTINUED)
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Chemicals & Plastics: (continued) | |||||||||||||||||||
2,711,053 | Univar Inc., Term Loan B, 5.000%, 06/30/17 | $ | 2,707,179 | 0.3 | |||||||||||||||
1,136,821 | Vantage Specialties Inc., Incremental Term Loan Facility, 5.000%, 02/10/19 | 1,140,374 | 0.1 | ||||||||||||||||
40,707,795 | 4.8 | ||||||||||||||||||
Clothing/Textiles: 0.4% | |||||||||||||||||||
2,105,818 | Herff Jones, Inc., First Lien Term Loan, 5.500%, 06/25/19 | 2,124,244 | 0.3 | ||||||||||||||||
39,383 | Totes Isotoner Corporation, Delayed Draw First Lien Term Loan, 7.250%, 07/07/17 | 39,580 | 0.0 | ||||||||||||||||
386,339 | Totes Isotoner Corporation, First Lien Add On, 7.250%, 07/07/17 | 388,270 | 0.0 | ||||||||||||||||
777,620 | Vince, LLC, Term Loan, 6.000%, 11/30/19 | 788,312 | 0.1 | ||||||||||||||||
3,340,406 | 0.4 | ||||||||||||||||||
Conglomerates: 0.9% | |||||||||||||||||||
321,300 | Fender Musical Instruments Corp., Term Loan B, 5.750%, 04/03/19 | 323,404 | 0.0 | ||||||||||||||||
660,846 | Jason Incorporated, Upsized Term Loan B, 5.003%, 02/28/19 | 660,802 | 0.1 | ||||||||||||||||
742,443 | ServiceMaster Company, Extended Term Loan, 4.410%, 01/31/17 | 745,112 | 0.1 | ||||||||||||||||
2,222,494 | ServiceMaster Company, Term Loan, 3.410%, 01/31/17 | 2,228,050 | 0.3 | ||||||||||||||||
221,565 | Spectrum Brands, Inc., Term Loan C, 3.500%, 08/31/19 | 222,257 | 0.0 | ||||||||||||||||
2,860,625 | Waterpik, First Lien, 5.750%, 07/01/20 | 2,873,140 | 0.3 | ||||||||||||||||
394,000 | WireCo WorldGroup, Inc., Term Loan B, 6.000%, 02/15/17 | 397,694 | 0.1 | ||||||||||||||||
7,450,459 | 0.9 | ||||||||||||||||||
Containers & Glass Products: 2.3% | |||||||||||||||||||
324,188 | Ardagh Group, Dollar Term Facility, 4.250%, 12/31/19 | 325,876 | 0.0 | ||||||||||||||||
600,000 | (1) | Ardagh Group, Incremental facililty, 12/31/19 | 602,063 | 0.1 | |||||||||||||||
263,675 | Berlin Packaging, LLC, First Lien Term Loan, 4.750%, 04/02/19 | 265,872 | 0.0 | ||||||||||||||||
2,000,000 | Berry Plastics Corporation, Term E Loan, 3.750%, 12/20/20 | 1,997,656 | 0.2 | ||||||||||||||||
296,250 | Bway Holding Corporation, Term Loan B, 4.500%, 08/07/17 | 298,333 | 0.0 | ||||||||||||||||
1,985,000 | EveryWare, Inc., Term Loan, 7.500%, 05/21/20 | 2,001,128 | 0.2 | ||||||||||||||||
2,161,169 | Husky Injection Molding Systems, Ltd, Incremental Term Loan, 4.250%, 06/30/18 | 2,170,625 | 0.3 | ||||||||||||||||
2,930,813 | Otter Products, Term Loan B, 5.250%, 04/29/19 | 2,933,254 | 0.3 | ||||||||||||||||
1,392,232 | (1) | Pro Mach, Inc, Term Loan, 4.500%, 07/06/17 | 1,399,193 | 0.2 | |||||||||||||||
5,533,867 | Reynolds Group Holdings Inc, USD Term Loan, 4.000%, 12/15/18 | 5,561,104 | 0.7 | ||||||||||||||||
855,938 | TricorBraun, Term Loan, 4.000%, 05/03/18 | 859,950 | 0.1 | ||||||||||||||||
966,449 | WNA Holdings Inc (a.k.a Waddington Group), USD Term Loan (Canadian Borrower), 4.503%, 06/07/20 | 968,865 | 0.1 | ||||||||||||||||
524,887 | WNA Holdings Inc (a.k.a Waddington Group), USD Upsized Term Loan (US Borrower), 4.502%, 05/23/20 | 526,199 | 0.1 | ||||||||||||||||
19,910,118 | 2.3 | ||||||||||||||||||
Cosmetics/Toiletries: 0.4% | |||||||||||||||||||
1,560,000 | KIK Custom Products, Inc., First Lien with incremental, 5.500%, 04/29/19 | 1,560,000 | 0.2 | ||||||||||||||||
1,995,000 | Revlon Consumer Products Corporation, Add-On Term Loan B, 4.000%, 08/19/19 | 2,001,234 | 0.2 | ||||||||||||||||
3,561,234 | 0.4 | ||||||||||||||||||
Diversified Insurance: 4.1% | |||||||||||||||||||
1,951,519 | Alliant Holdings, I, LLC, Term Loan B, 4.250%, 12/20/19 | 1,961,862 | 0.2 | ||||||||||||||||
4,899,358 | AmWINS Group, Inc., Term Loan B, 5.000%, 09/06/19 | 4,942,228 | 0.6 | ||||||||||||||||
3,341,625 | Applied Systems Inc., First Lien Term Loan, 4.250%, 01/15/21 | 3,362,510 | 0.4 | ||||||||||||||||
650,000 | Applied Systems Inc., Second Lien Term Loan, 7.500%, 01/15/22 | 662,025 | 0.1 | ||||||||||||||||
1,637,625 | Cooper Gay Swett & Crawford, Ltd., First Lien Term Loan, 5.000%, 04/16/20 | 1,627,390 | 0.2 | ||||||||||||||||
1,400,000 | Cooper Gay Swett & Crawford, Ltd., Second Lien Term Loan, 8.250%, 10/15/20 | 1,368,500 | 0.2 | ||||||||||||||||
7,885,250 | Hub International Limited, Term Loan B, 4.750%, 10/02/20 | 7,973,959 | 1.0 | ||||||||||||||||
2,832,401 | National Financial Partners Corp., Add-On Term Loan B, 5.250%, 07/01/20 | 2,860,725 | 0.3 | ||||||||||||||||
4,500,000 | (1) | Sedgwick Holdings, Inc., First Lien Term Loan, 02/28/21 | 4,460,625 | 0.5 | |||||||||||||||
1,500,000 | (1) | Sedgwick Holdings, Inc., Second Lien Term Loan, 02/28/22 | 1,497,187 | 0.2 | |||||||||||||||
3,675,039 | USI, Inc., Term Loan, 4.250%, 12/27/19 | 3,693,414 | 0.4 | ||||||||||||||||
34,410,425 | 4.1 |
AS OF MARCH 31, 2014 (CONTINUED)
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Drugs: 1.1% | |||||||||||||||||||
750,000 | (1) | Akorn, Inc, Term Loan, 11/01/20 | $ | 760,538 | 0.1 | ||||||||||||||
2,695,931 | Jazz Pharmaceuticals Inc., Tranche 2, 3.250%, 06/12/18 | 2,701,829 | 0.3 | ||||||||||||||||
2,350,000 | (1) | Mallinckrodt Pharmaceuticals, Term Loan B, 03/01/21 | 2,354,223 | 0.3 | |||||||||||||||
3,061,250 | Salix Pharmaceuticals Ltd, Term Loan, 4.250%, 01/02/20 | 3,092,821 | 0.4 | ||||||||||||||||
8,909,411 | 1.1 | ||||||||||||||||||
Ecological Services & Equipment: 1.2% | |||||||||||||||||||
1,383,566 | 4L Holdings Inc., Term Loan B, 6.765%, 05/07/18 | 1,386,593 | 0.2 | ||||||||||||||||
7,707,637 | ADS Waste Holdings, Inc., B-2, 3.750%, 10/09/19 | 7,707,035 | 0.9 | ||||||||||||||||
360,879 | Waste Industries USA, Inc., New Term Loan B, 4.000%, 03/17/17 | 361,928 | 0.1 | ||||||||||||||||
294,000 | WCA Waste Corporation, Term Loan B-1, 4.000%, 03/23/18 | 294,882 | 0.0 | ||||||||||||||||
9,750,438 | 1.2 | ||||||||||||||||||
Electronics/Electrical: 10.0% | |||||||||||||||||||
1,895,250 | Active Network, Inc., First Lien Term Loan, 5.500%, 11/18/20 | 1,908,873 | 0.2 | ||||||||||||||||
2,900,000 | Aptean Holdings, Inc., First Lien Term Loan, 5.250%, 02/26/20 | 2,912,687 | 0.3 | ||||||||||||||||
700,000 | Aptean Holdings, Inc., Second Lien Term Loan, 8.500%, 02/26/21 | 709,625 | 0.1 | ||||||||||||||||
2,436,842 | Aspect Software, Inc., Term Loan, 7.250%, 05/09/16 | 2,418,779 | 0.3 | ||||||||||||||||
1,346,909 | Attachmate Corporation, First Lien Term Loan, 7.250%, 11/22/17 | 1,358,695 | 0.2 | ||||||||||||||||
2,000,000 | (1) | Avast Software, Term Loan, 03/21/20 | 1,996,666 | 0.2 | |||||||||||||||
2,451,577 | Blackboard Inc., Term Loan B-3, 4.750%, 10/04/18 | 2,474,867 | 0.3 | ||||||||||||||||
4,425,269 | Blue Coat Systems, Inc., First Lien Term Loan, 4.000%, 05/31/19 | 4,447,395 | 0.5 | ||||||||||||||||
1,000,000 | Blue Coat Systems, Inc., Second Lien Term Loan, 9.500%, 06/28/20 | 1,038,750 | 0.1 | ||||||||||||||||
6,982,500 | BMC Software, Inc., U.S. Term Loan, 5.000%, 08/19/20 | 6,998,630 | 0.8 | ||||||||||||||||
13,962,500 | Dell International LLC, Term B Loans, 4.500%, 04/30/20 | 13,885,707 | 1.6 | ||||||||||||||||
1,442,029 | Epicor Software Corporation, Term Loan B-2, 4.000%, 05/16/18 | 1,448,338 | 0.2 | ||||||||||||||||
2,387,284 | Epiq Systems, Inc., Term Loan, 4.250%, 08/26/20 | 2,393,252 | 0.3 | ||||||||||||||||
1,985,000 | Eze Castle Software, Inc., First Lien Term Loan, 4.500%, 04/06/20 | 1,998,234 | 0.2 | ||||||||||||||||
500,000 | (1) | Eze Castle Software, Inc., Second Lien Term Loan, 03/18/21 | 507,917 | 0.1 | |||||||||||||||
1,000,000 | FCI International S.A.S., Term Loan B, 6.250%, 12/31/20 | 1,007,500 | 0.1 | ||||||||||||||||
1,996,067 | Freescale Semiconductor, Inc., Tranche B-4 Term Loan, 4.250%, 03/01/20 | 2,005,008 | 0.2 | ||||||||||||||||
2,764,113 | Freescale Semiconductor, Inc., Tranche B-4 Term Loan, 4.250%, 03/01/20 | 2,768,321 | 0.3 | ||||||||||||||||
1,492,500 | Freescale Semiconductor, Inc., Tranche B-5 Term Loan, 5.000%, 01/15/21 | 1,510,216 | 0.2 | ||||||||||||||||
7,167,270 | Go Daddy Operating Company, LLC, Term Loan B-3, 4.000%, 12/17/18 | 7,199,523 | 0.9 | ||||||||||||||||
1,670,631 | Greeneden U.S. Holdings II, L.L.C., Existing Term Loan B, 4.000%, 02/08/20 | 1,672,719 | 0.2 | ||||||||||||||||
1,164,062 | Hyland Software, Inc., First Lien Term Loan, 4.750%, 10/25/19 | 1,176,916 | 0.1 | ||||||||||||||||
4,514,867 | Infor (US), Inc., Term Loan B5, 3.750%, 06/03/20 | 4,508,095 | 0.5 | ||||||||||||||||
3,516,763 | (1) | Kronos Incorporated, Upsized Term Loan, 4.500%, 10/30/19 | 3,551,382 | 0.4 | |||||||||||||||
1,197,000 | Oberthur Technologies, Tranche B-2 Term Loan, 4.500%, 10/15/19 | 1,202,985 | 0.1 | ||||||||||||||||
1,230,000 | Omnitracs Inc., Upsized First Lien Term Loan, 6.000%, 10/31/20 | 1,245,375 | 0.2 | ||||||||||||||||
550,000 | Omnitracs Inc., Upsized Second Lien Term Loan, 8.750%, 04/30/21 | 559,625 | 0.1 | ||||||||||||||||
1,540,901 | Open Link Financial, Inc., Term Loan, 6.250%, 10/30/17 | 1,550,532 | 0.2 | ||||||||||||||||
3,166,341 | RedPrairie Corporation, Incremental First Lien Term Loan, 6.000%, 12/21/18 | 3,161,889 | 0.4 | ||||||||||||||||
500,000 | RedPrairie Corporation, Second Lien Term Loan, 11.250%, 12/20/19 | 509,375 | 0.1 | ||||||||||||||||
1,569,489 | Spansion LLC, Term Loan B, 3.750%, 12/18/19 | 1,575,374 | 0.2 | ||||||||||||||||
1,158,955 | Web.com Group, Inc., Term Loan, 4.500%, 10/27/17 | 1,173,442 | 0.1 | ||||||||||||||||
738,774 | Websense, Inc., Second Lien Term Loan, 8.250%, 12/27/20 | 744,776 | 0.1 | ||||||||||||||||
1,640,119 | (1) | Websense, Inc., Term Loan B, 4.500%, 06/27/20 | 1,656,520 | 0.2 | |||||||||||||||
85,277,988 | 10.0 | ||||||||||||||||||
Equipment Leasing: 0.4% | |||||||||||||||||||
250,000 | Brock Holdings, Inc., New Second Lien Term Loan, 10.000%, 03/16/18 | 254,010 | 0.0 | ||||||||||||||||
2,111,613 | Brock Holdings, Inc., New Term Loan B, 6.002%, 03/16/17 | 2,128,770 | 0.3 | ||||||||||||||||
1,150,000 | Rent-A-Center, Inc., Term Loan B, 3.750%, 02/28/21 | 1,147,125 | 0.1 | ||||||||||||||||
3,529,905 | 0.4 | ||||||||||||||||||
Financial Intermediaries: 1.9% | |||||||||||||||||||
2,781,503 | Duff & Phelps, Add-on Term Loan, 4.500%, 04/23/20 | 2,796,715 | 0.3 | ||||||||||||||||
972,563 | Guggenheim Partners Investment Management Holdings, LLC, Term Loan B, 4.253%, 07/31/20 | 979,553 | 0.1 |
AS OF MARCH 31, 2014 (CONTINUED)
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Financial Intermediaries: (continued) | |||||||||||||||||||
392,400 | Intertrust Group, Term Loan B2 USD, 4.653%, 04/02/20 | $ | 393,708 | 0.1 | |||||||||||||||
1,014,247 | MIP Delaware, LLC, Term Loan, 4.000%, 03/09/20 | 1,018,051 | 0.1 | ||||||||||||||||
1,665,731 | MoneyGram International, Inc., Term Loan B, 4.250%, 03/27/20 | 1,671,977 | 0.2 | ||||||||||||||||
3,541,125 | Santander Asset Management, Term Loan B-1 USD, 4.250%, 11/30/20 | 3,549,978 | 0.4 | ||||||||||||||||
1,354,665 | Trans Union LLC, Term Loan B, 4.250%, 02/10/19 | 1,359,322 | 0.2 | ||||||||||||||||
3,200,000 | (1) | Trans Union LLC, Term Loan B, 03/21/21 | 3,209,002 | 0.4 | |||||||||||||||
1,097,250 | Walker & Dunlop, Term Loan, 5.500%, 12/15/20 | 1,113,709 | 0.1 | ||||||||||||||||
16,092,015 | 1.9 | ||||||||||||||||||
Food Products: 2.0% | |||||||||||||||||||
3,476,199 | Advance Pierre Foods, First Lien Term Loan B, 5.750%, 07/10/17 | 3,492,472 | 0.4 | ||||||||||||||||
1,500,000 | Advance Pierre Foods, Second Lien Term Loan, 9.500%, 10/10/17 | 1,466,250 | 0.2 | ||||||||||||||||
2,963,045 | Atkins Nutritionals Holdings II, Inc., First Lien Term Loan, 6.250%, 01/02/19 | 3,000,084 | 0.4 | ||||||||||||||||
250,000 | Atrium Innovations, Inc., USD First Lien Term Loan, 4.250%, 02/04/21 | 249,609 | 0.0 | ||||||||||||||||
250,000 | Atrium Innovations, Inc., USD Second Lien Term Loan, 7.750%, 08/04/21 | 254,219 | 0.0 | ||||||||||||||||
3,333,250 | CSM Bakery Supplies, First Lien Term Loan, 4.750%, 07/03/20 | 3,357,209 | 0.4 | ||||||||||||||||
500,000 | CSM Bakery Supplies, Second Lien Term Loan, 8.500%, 06/30/21 | 512,500 | 0.1 | ||||||||||||||||
3,755,000 | Del Monte Foods Consumer Products, Inc., First Lien, 4.250%, 01/15/21 | 3,758,736 | 0.4 | ||||||||||||||||
450,000 | Del Monte Foods Consumer Products, Inc., Second Lien, 8.250%, 07/15/21 | 448,875 | 0.0 | ||||||||||||||||
821,006 | NPC International, Term Loan, 4.000%, 12/28/18 | 826,650 | 0.1 | ||||||||||||||||
17,366,604 | 2.0 | ||||||||||||||||||
Food Service: 1.0% | |||||||||||||||||||
2,300,000 | CEC Entertainment, Inc.,, First Lien Term Loan, 4.250%, 02/14/21 | 2,288,022 | 0.3 | ||||||||||||||||
487,880 | Hearthside Food Solutions, LLC, Term Loan, 6.500%, 06/07/18 | 489,100 | 0.1 | ||||||||||||||||
1,886,736 | Landry’s Restaurants, Term Loan, 4.000%, 04/24/18 | 1,901,122 | 0.2 | ||||||||||||||||
1,769,343 | P.F. Chang’s China Bistro, Inc., Term Loan, 4.250%, 06/30/19 | 1,780,380 | 0.2 | ||||||||||||||||
2,079,000 | Weight Watchers International, Inc., Term Loan B-2, 4.000%, 04/02/20 | 1,617,722 | 0.2 | ||||||||||||||||
8,076,346 | 1.0 | ||||||||||||||||||
Food/Drug Retailers: 1.3% | |||||||||||||||||||
541,922 | Albertsons LLC, Term Loan B1, 4.250%, 03/21/16 | 545,715 | 0.1 | ||||||||||||||||
1,345,207 | Albertsons LLC, Term Loan B2, 4.750%, 03/21/19 | 1,356,977 | 0.2 | ||||||||||||||||
822,245 | Del Taco, Term Loan, 6.269%, 10/01/18 | 827,041 | 0.1 | ||||||||||||||||
1,588,000 | Rite Aid Corporation, Tranche 7 Term Loan, 3.500%, 02/21/20 | 1,588,497 | 0.2 | ||||||||||||||||
500,000 | (1) | Roundys Supermarkets, Inc., Term Loan B, 5.750%, 02/13/19 | 500,416 | 0.1 | |||||||||||||||
1,050,000 | Roundys Supermarkets, Inc., Term Loan B, 5.750%, 02/20/21 | 1,054,156 | 0.1 | ||||||||||||||||
2,545,739 | Sprouts Farmers Market, Term Loan, 4.000%, 04/23/20 | 2,549,718 | 0.3 | ||||||||||||||||
1,080,110 | Supervalu, Term Loan, 4.500%, 03/21/19 | 1,083,232 | 0.1 | ||||||||||||||||
1,324,975 | Vestcom International, Inc., Term Loan, 7.008%, 12/26/18 | 1,329,944 | 0.1 | ||||||||||||||||
353,666 | WIS International, First Lien, 5.753%, 12/20/18 | 354,329 | 0.0 | ||||||||||||||||
250,000 | WIS International, Second Lien, 10.250%, 06/01/19 | 251,250 | 0.0 | ||||||||||||||||
11,441,275 | 1.3 | ||||||||||||||||||
Forest Products: 0.0% | |||||||||||||||||||
397,000 | Xerium Technologies, Inc., Term Loan B, 5.750%, 05/01/19 | 400,474 | 0.0 | ||||||||||||||||
Health Care: 7.9% | |||||||||||||||||||
2,000,000 | (1) | Accellent, Inc., First Lien Term Loan, 03/01/21 | 2,000,000 | 0.2 | |||||||||||||||
275,000 | Accellent, Inc., Second Lien Term Loan, 7.500%, 03/01/22 | 275,688 | 0.0 | ||||||||||||||||
925,000 | Aegis Sciences, First Lien Term Loan, 5.500%, 02/19/21 | 927,313 | 0.1 | ||||||||||||||||
346,456 | Alere US Holdings, LLC, Term Loan B, 4.253%, 06/30/17 | 349,054 | 0.0 | ||||||||||||||||
992,502 | Alliance Healthcare, Term Loan B, 4.250%, 06/03/19 | 993,897 | 0.1 | ||||||||||||||||
3,105,224 | ATI Physical Therapy, Term Loan B, 5.000%, 12/20/19 | 3,151,802 | 0.4 | ||||||||||||||||
1,638,698 | Bright Horizons Family Solutions Inc., Term Loan B, 4.000%, 01/30/20 | 1,645,098 | 0.2 | ||||||||||||||||
450,000 | BSN Medical, Term Loan B1B, 4.250%, 08/28/19 | 453,563 | 0.1 | ||||||||||||||||
800,000 | CareCore National, LLC, Term Loan B, 5.500%, 02/20/21 | 807,000 | 0.1 | ||||||||||||||||
1,951,051 | Catalent Pharma Solutions, Inc., Dollar Term-2 Loan, 4.250%, 09/15/17 | 1,963,723 | 0.2 | ||||||||||||||||
1,999,415 | CHG Medical Staffing, Inc., New First Lien Term, 4.250%, 11/19/19 | 2,008,162 | 0.2 |
AS OF MARCH 31, 2014 (CONTINUED)
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Health Care: (continued) | |||||||||||||||||||
222,826 | CHG Medical Staffing, Inc., Upsized Second Lien Term Loan, 9.000%, 11/19/20 | $ | 226,726 | 0.0 | |||||||||||||||
1,596,000 | CHS/Community Health Systems, Inc., Term Loan D, 4.250%, 01/27/21 | 1,611,456 | 0.2 | ||||||||||||||||
656,108 | ConvaTec, Dollar Term Loan, 4.000%, 12/22/16 | 658,158 | 0.1 | ||||||||||||||||
1,437,472 | DJO Finance LLC, Tranche B-3 Term Loan, 4.750%, 09/15/17 | 1,445,109 | 0.2 | ||||||||||||||||
1,646,227 | Envision Healthcare Corporation, Term Loan B, 4.000%, 05/25/18 | 1,650,086 | 0.2 | ||||||||||||||||
2,985,000 | Envision Pharmaceutical Services, First Lien Term Loan, 5.750%, 11/04/20 | 3,006,767 | 0.4 | ||||||||||||||||
398,000 | Genex Services, Inc., First Lien Term Loan B, 5.250%, 07/26/18 | 401,980 | 0.1 | ||||||||||||||||
4,000 | Harvard Drug Group LLC, Term Loan B-1, 5.000%, 08/15/20 | 4,042 | 0.0 | ||||||||||||||||
2,059,703 | Iasis Healthcare LLC, Term B-2, 4.500%, 05/03/18 | 2,070,323 | 0.3 | ||||||||||||||||
4,600,000 | (1) | Ikaria Acquisition Inc., First Lien Term Loan, 5.000%, 02/05/21 | 4,641,975 | 0.6 | |||||||||||||||
1,300,000 | Ikaria Acquisition Inc., Second Lien Term Loan, 8.750%, 02/05/22 | 1,320,719 | 0.2 | ||||||||||||||||
975,193 | Immucor, Inc., Term B-2 Loan, 5.000%, 08/17/18 | 981,288 | 0.1 | ||||||||||||||||
3,004,749 | Kinetic Concepts, Inc., E-1, 4.000%, 05/04/18 | 3,017,348 | 0.4 | ||||||||||||||||
3,238,813 | MedSolutions Holdings, Inc., Term Loan B, 6.500%, 07/08/19 | 3,261,079 | 0.4 | ||||||||||||||||
2,700,000 | (1) | Multiplan, Inc, Term Loan, 04/01/21 | 2,702,109 | 0.3 | |||||||||||||||
2,837,141 | Onex Carestream Finance LP, First Lien, 5.011%, 06/07/19 | 2,833,193 | 0.3 | ||||||||||||||||
739,209 | Onex Carestream Finance LP, Second Lien, 9.500%, 11/30/19 | 757,689 | 0.1 | ||||||||||||||||
500,000 | Packaging Coordinators, Inc., Delayed Draw Term Loan, 5.500%, 05/10/20 | 498,750 | 0.1 | ||||||||||||||||
348,250 | �� | Packaging Coordinators, Inc., First Lien Term Loan B, 5.503%, 05/31/20 | 347,379 | 0.0 | |||||||||||||||
5,419,930 | Par Pharmaceutical Companies, B-2, 4.000%, 09/28/19 | 5,421,747 | 0.6 | ||||||||||||||||
1,999,416 | Pharmaceutical Product Development, Inc., Term Loan B-1, 4.000%, 12/05/18 | 2,007,748 | 0.2 | ||||||||||||||||
828,558 | Press Ganey, First Lien, 4.250%, 04/20/18 | 831,659 | 0.1 | ||||||||||||||||
118,421 | Press Ganey, Second Lien, 8.250%, 10/20/18 | 119,309 | 0.0 | ||||||||||||||||
1,660,714 | Progressive Solutions, Inc., First Lien, 5.500%, 10/22/20 | 1,674,727 | 0.2 | ||||||||||||||||
1,616,230 | Surgical Care Affiliates LLC, Class C Term Loan, 4.250%, 06/29/18 | 1,623,301 | 0.2 | ||||||||||||||||
247,500 | Truven Health, Inc., Term Loan B, 4.500%, 05/23/19 | 245,644 | 0.0 | ||||||||||||||||
1,697,875 | United Surgical Partners International, Inc., Incremental Term Loan, 4.750%, 04/03/19 | 1,712,201 | 0.2 | ||||||||||||||||
5,991,001 | Valeant Pharmaceuticals International, Inc., Series E-1 Tranche B, 3.750%, 08/05/20 | 6,026,875 | 0.7 | ||||||||||||||||
1,209,504 | Valeant Pharmaceuticals International, Inc., Tranche B Series D-2, 3.750%, 02/13/19 | 1,215,552 | 0.1 | ||||||||||||||||
66,890,239 | 7.9 | ||||||||||||||||||
Home Furnishings: 0.9% | |||||||||||||||||||
4,880,827 | AOT Bedding Super Holdings, LLC, Term Loan B, 4.250%, 10/01/19 | 4,904,777 | 0.6 | ||||||||||||||||
2,321,762 | Monitronics International, Inc., Add-on Term Loan, 4.250%, 03/23/18 | 2,326,842 | 0.3 | ||||||||||||||||
7,231,619 | 0.9 | ||||||||||||||||||
Industrial Equipment: 5.2% | |||||||||||||||||||
4,070,677 | Accudyne Industries LLC, Term Loan, 4.000%, 12/13/19 | 4,075,130 | 0.5 | ||||||||||||||||
1,793,029 | Alliance Laundry Systems LLC, First Lien Term Loan, 4.250%, 12/10/18 | 1,801,247 | 0.2 | ||||||||||||||||
915,338 | Ameriforge Group Inc., Upsized First Lien Term Loan, 5.000%, 12/19/19 | 922,203 | 0.1 | ||||||||||||||||
295,000 | Ameriforge Group Inc., Upsized Second Lien Term Loan, 8.750%, 12/19/20 | 303,112 | 0.0 | ||||||||||||||||
4,808,221 | Apex Tool Group, Term Loan B, 4.500%, 01/31/20 | 4,772,159 | 0.6 | ||||||||||||||||
1,180,000 | Aquilex LLC (a.k.a Hydrochem), Term Loan, 5.000%, 12/31/20 | 1,187,375 | 0.1 | ||||||||||||||||
636,238 | CeramTec GmbH, Dollar Term B-1 Loan, 4.250%, 08/30/20 | 637,828 | 0.1 | ||||||||||||||||
63,023 | CeramTec GmbH, Dollar Term B-2 Loan, 4.250%, 08/30/20 | 63,181 | 0.0 | ||||||||||||||||
194,680 | CeramTec GmbH, Dollar Term B-3 Loan, 4.250%, 08/30/20 | 195,167 | 0.0 | ||||||||||||||||
891,000 | Doncasters Group Limited, First Lien Term Loan USD, 5.500%, 04/09/20 | 899,353 | 0.1 | ||||||||||||||||
1,521,188 | Filtration Group Corporation, First Lien Term Loan, 4.500%, 11/30/20 | 1,534,498 | 0.2 | ||||||||||||||||
6,718,744 | (1) | Gardner Denver, Inc., Term Loan B USD, 4.250%, 07/30/20 | 6,724,206 | 0.8 | |||||||||||||||
7,417 | Generac Power Systems, Inc., Term Loan B, 3.500%, 05/29/20 | 7,436 | 0.0 | ||||||||||||||||
3,466,313 | Harvey Gulf International Marine, LLC, Upsized Term Loan B, 5.503%, 06/15/20 | 3,479,311 | 0.4 | ||||||||||||||||
1,445,000 | International Equipment Solutions, LLC, Term Loan, 6.763%, 08/31/19 | 1,453,128 | 0.2 | ||||||||||||||||
7,962,494 | Rexnord Corporation / RBS Global, Inc., First Lien Term Loan, 4.000%, 08/30/20 | 7,986,110 | 1.0 | ||||||||||||||||
5,380,000 | Schaeffler AG, Term Loan C USD, 4.250%, 01/27/17 | 5,412,167 | 0.6 | ||||||||||||||||
659,534 | Sensus Metering Systems Inc., Upsized First Lien Term Loan, 4.750%, 05/09/17 | 661,732 | 0.1 | ||||||||||||||||
325,000 | SunSource, First Lien Term Loan, 4.750%, 02/15/21 | 327,641 | 0.0 | ||||||||||||||||
750,000 | VAT Holding, Term Loan B, 4.750%, 02/28/21 | 757,031 | 0.1 |
AS OF MARCH 31, 2014 (CONTINUED)
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Industrial Equipment: (continued) | |||||||||||||||||||
458,850 | WTG Holdings III Corp., First Lien Term Loan, 4.750%, 01/15/21 | $ | 462,005 | 0.1 | |||||||||||||||
250,000 | WTG Holdings III Corp., Second Lien Term Loan, 8.500%, 01/15/22 | 253,750 | 0.0 | ||||||||||||||||
43,915,770 | 5.2 | ||||||||||||||||||
Leisure Good/Activities/Movies: 2.1% | |||||||||||||||||||
1,446,207 | 24 Hour Fitness Worldwide, Inc, Term Loan B, 5.248%, 04/22/16 | 1,462,025 | 0.2 | ||||||||||||||||
980,125 | Delta2 Sarl Luxembourg (Formula One World Championship), Term Loan B, 4.500%, 04/30/19 | 990,363 | 0.1 | ||||||||||||||||
1,814,231 | Equinox Holdings, Inc., First Lien Term Loan, 4.251%, 01/31/20 | 1,825,570 | 0.2 | ||||||||||||||||
250,000 | Equinox Holdings, Inc., Second Lien Term Loan, 8.654%, 07/31/20 | 251,562 | 0.0 | ||||||||||||||||
1,751,853 | FGI Operating, Fungible Term Loan B Add On, 5.500%, 04/19/19 | 1,781,416 | 0.2 | ||||||||||||||||
496,250 | Hoyts Group Holdings, First Lien Term Loan, 4.000%, 05/29/20 | 497,026 | 0.1 | ||||||||||||||||
82,857 | NEP/NCP Holdco, Inc, Second Lien, 9.500%, 07/23/20 | 85,136 | 0.0 | ||||||||||||||||
1,747,500 | NEP/NCP Holdco, Inc, Term Loan B with Add on, 4.250%, 01/22/20 | 1,756,966 | 0.2 | ||||||||||||||||
1,916,796 | SRAM, LLC, First Lien Term Loan, 4.008%, 04/10/20 | 1,910,806 | 0.2 | ||||||||||||||||
380,000 | TWCC Holding Corporation, Second Lien Term Loan, 7.000%, 06/26/20 | 370,500 | 0.1 | ||||||||||||||||
303,475 | Warner Music Group, Incremental Term Loan, 3.750%, 07/01/20 | 302,479 | 0.0 | ||||||||||||||||
2,295,648 | Wilton Brands, Inc., Term Loan, 7.518%, 08/31/18 | 2,199,995 | 0.3 | ||||||||||||||||
3,957,443 | Zuffa, LLC, Term Loan, 3.750%, 02/25/20 | 3,984,651 | 0.5 | ||||||||||||||||
17,418,495 | 2.1 | ||||||||||||||||||
Lodging & Casinos: 5.6% | |||||||||||||||||||
1,744,375 | (1) | American Casino and Entertainment Properties LLC, First Lien Term Loan, 4.500%, 07/02/19 | 1,759,638 | 0.2 | |||||||||||||||
3,532,250 | Boyd Gaming Corporation, Term Loan B, 4.000%, 08/14/20 | 3,540,198 | 0.4 | ||||||||||||||||
472,911 | Caesars Entertainment Operating Company, Inc., Term Loan B4 (Incremental), 9.500%, 10/31/16 | 472,484 | 0.1 | ||||||||||||||||
5,318,611 | Caesars Entertainment Resort Properties, LLC, Term Loan, 7.000%, 10/15/20 | 5,393,960 | 0.6 | ||||||||||||||||
1,826,601 | Cannery Casino Resorts, LLC, First Lien Term Loan, 6.000%, 10/02/18 | 1,783,981 | 0.2 | ||||||||||||||||
592,166 | Centaur Acquisition, LLC, First Lien Term Loan, 5.250%, 02/21/19 | 594,756 | 0.1 | ||||||||||||||||
250,000 | Centaur Acquisition, LLC, Second Lien Term Loan, 8.750%, 02/21/20 | 255,937 | 0.0 | ||||||||||||||||
2,992,500 | CityCenter Holdings, LLC, Term Loan, 5.000%, 10/15/20 | 3,020,866 | 0.4 | ||||||||||||||||
897,750 | Golden Nugget, Inc., Delayed Draw Term Loan, 5.500%, 11/21/19 | 919,633 | 0.1 | ||||||||||||||||
2,094,750 | Golden Nugget, Inc., Term Loan, 5.500%, 11/21/19 | 2,145,810 | 0.2 | ||||||||||||||||
8,394,737 | Hilton Worldwide Finance, LLC, Term Loan B-2, 3.750%, 10/25/20 | 8,419,921 | 1.0 | ||||||||||||||||
350,000 | Horseshoe Baltimore, Funded Term Loan B, 8.250%, 07/02/20 | 364,875 | 0.0 | ||||||||||||||||
2,500,000 | (1) | La Quinta, First Lien Term Loan, 03/01/21 | 2,504,297 | 0.3 | |||||||||||||||
2,112,060 | Peppermill Casinos, Inc., Term Loan B, 7.250%, 11/09/18 | 2,170,142 | 0.3 | ||||||||||||||||
120,408 | Pinnacle Entertainment, Inc., Term Loan B1, 3.750%, 08/15/16 | 121,009 | 0.0 | ||||||||||||||||
1,166,188 | Pinnacle Entertainment, Inc., Term Loan B2, 3.750%, 08/13/20 | 1,171,108 | 0.1 | ||||||||||||||||
6,483,750 | Scientific Games International, Inc., Term Loan B, 4.250%, 09/30/20 | 6,500,634 | 0.8 | ||||||||||||||||
4,954,975 | Station Casinos LLC, Term Loan, 4.250%, 02/28/20 | 4,973,556 | 0.6 | ||||||||||||||||
921,622 | Tropicana Entertainment Inc., Term Loan, 4.000%, 12/01/20 | 925,942 | 0.1 | ||||||||||||||||
658,746 | (1) | Twin River Management Group, Inc., Term Loan B, 5.250%, 11/09/18 | 665,745 | 0.1 | |||||||||||||||
47,704,492 | 5.6 | ||||||||||||||||||
Nonferrous Metals/Minerals: 0.5% | |||||||||||||||||||
900,900 | Constellium Holdco BV, Term Loan B USD, 6.000%, 03/25/20 | 921,733 | 0.1 | ||||||||||||||||
2,715,184 | Fairmount Minerals, Ltd., Tranche B-2 Term Loans, 4.500%, 09/01/19 | 2,729,439 | 0.3 | ||||||||||||||||
498,750 | TMS International, Term B Loan, 4.500%, 11/01/20 | 504,049 | 0.1 | ||||||||||||||||
4,155,221 | 0.5 | ||||||||||||||||||
Oil & Gas: 1.0% | |||||||||||||||||||
3,524,398 | Bronco Midstream Funding, LLC, Term Loan, 5.000%, 08/15/20 | 3,546,425 | 0.4 | ||||||||||||||||
240,742 | Crestwood Holdings LLC, Term Loan, 7.000%, 05/30/19 | 245,407 | 0.0 | ||||||||||||||||
3,132,485 | FTS International, Inc. (fka FracTech), Term Loan (HoldCo), 8.500%, 05/06/16 | 3,187,291 | 0.4 | ||||||||||||||||
1,591,013 | Western Refining, Inc., Term Loan, 4.250%, 11/30/20 | 1,608,248 | 0.2 | ||||||||||||||||
8,587,371 | 1.0 | ||||||||||||||||||
Publishing: 2.4% | |||||||||||||||||||
2,200,000 | (1) | Cengage Learning Acquisition, Inc., First Lien Term Loan, 03/31/20 | 2,229,333 | 0.3 | |||||||||||||||
849,290 | McGraw Hill Global Education, Term Loan B, 5.753%, 03/22/19 | 853,536 | 0.1 |
AS OF MARCH 31, 2014 (CONTINUED)
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Publishing: (continued) | |||||||||||||||||||
1,990,000 | Penton Media, Inc, First Lien, 5.500%, 09/30/19 | $ | 2,013,217 | 0.2 | |||||||||||||||
925,000 | Penton Media, Inc, Second Lien, 9.000%, 09/30/20 | 935,406 | 0.1 | ||||||||||||||||
707,146 | R.H. Donnelley Corporation, Term Loan, 9.750%, 12/31/16 | 450,433 | 0.1 | ||||||||||||||||
4,477,500 | Springer Science + Business Media S.A., Initial Term B2 Loan, 5.000%, 08/01/20 | 4,488,694 | 0.5 | ||||||||||||||||
9,077,250 | Tribune Company, Term Loan B, 4.000%, 12/31/20 | 9,090,866 | 1.1 | ||||||||||||||||
20,061,485 | 2.4 | ||||||||||||||||||
Radio & Television: 2.6% | |||||||||||||||||||
2,476,399 | Clear Channel Communications, Inc., Term Loan E, 7.653%, 07/30/19 | 2,477,947 | 0.3 | ||||||||||||||||
1,810,846 | Cumulus Media Holdings Inc., Term Loan, 4.250%, 12/23/20 | 1,827,439 | 0.2 | ||||||||||||||||
357,607 | Entercom Communications Corporation, B-2, 4.009%, 11/23/18 | 360,139 | 0.0 | ||||||||||||||||
1,257,838 | Gray Television, Inc., Term Loan B, 4.500%, 10/31/19 | 1,266,643 | 0.2 | ||||||||||||||||
237,544 | Hubbard Radio LLC, Tranche 1 Term Loan, 4.500%, 04/29/19 | 238,732 | 0.0 | ||||||||||||||||
847,875 | Learfield Communications, Inc, First Lien Term Loan, 5.000%, 10/08/20 | 851,054 | 0.1 | ||||||||||||||||
2,639,289 | Media General, Inc, DD Term Loan L-B, 4.250%, 07/31/20 | 2,665,666 | 0.3 | ||||||||||||||||
1,856,250 | Nine Entertainment, Term Loan, 3.250%, 02/05/20 | 1,849,289 | 0.2 | ||||||||||||||||
1,332,722 | Raycom TV Broadcasting, LLC, Term Loan B, 4.250%, 05/31/17 | 1,338,970 | 0.2 | ||||||||||||||||
722,500 | Salem Communications Corporation, Term Loan B, 4.500%, 03/31/20 | 726,104 | 0.1 | ||||||||||||||||
2,846,250 | Univision Communications, Inc., Term Loan-C3, 4.000%, 03/01/20 | 2,847,733 | 0.3 | ||||||||||||||||
5,947,594 | Univision Communications, Inc., Term Loan-C4, 4.000%, 03/01/20 | 5,953,173 | 0.7 | ||||||||||||||||
22,402,889 | 2.6 | ||||||||||||||||||
Retailers (Except Food & Drug): 9.5% | |||||||||||||||||||
3,238,737 | 99 Cents Only Stores, Term Loan Facility, 4.500%, 01/15/19 | 3,268,680 | 0.4 | ||||||||||||||||
2,554,130 | Academy Ltd., Term Loan (2012 refi), 4.500%, 08/03/18 | 2,566,900 | 0.3 | ||||||||||||||||
2,444,221 | Bass Pro Group, LLC, Term Loan B, 3.754%, 11/20/19 | 2,450,446 | 0.3 | ||||||||||||||||
12,772,042 | BJs Wholesale Club, First Lien Term Loan, 4.500%, 09/26/19 | 12,836,668 | 1.5 | ||||||||||||||||
1,365,000 | BJs Wholesale Club, Second Lien Term Loan, 8.500%, 03/26/20 | 1,401,115 | 0.2 | ||||||||||||||||
2,883,804 | Burlington Coat Factory, Term Loan B2, 4.250%, 02/23/17 | 2,901,378 | 0.3 | ||||||||||||||||
1,730,056 | Harbor Freight Tools USA, Inc., Term Loan, 4.750%, 07/26/19 | 1,749,789 | 0.2 | ||||||||||||||||
8,149,737 | Hudson’s Bay Company, Term Loan, 4.750%, 10/15/20 | 8,275,552 | 1.0 | ||||||||||||||||
2,500,000 | J. Crew, Term Loan B, 4.000%, 03/01/21 | 2,498,047 | 0.3 | ||||||||||||||||
1,250,000 | (1) | Lands’ End, Inc., Term Loan B, 03/17/21 | 1,250,195 | 0.2 | |||||||||||||||
3,071,571 | Leslies Poolmart, Inc., Term Loan, 4.250%, 10/16/19 | 3,089,616 | 0.4 | ||||||||||||||||
2,000,000 | (1) | National Vision, Inc., First Lien Term Loan, 03/13/21 | 1,998,750 | 0.2 | |||||||||||||||
900,000 | National Vision, Inc., Second Lien Term Loan, 6.750%, 03/13/22 | 906,750 | 0.1 | ||||||||||||||||
11,970,000 | Neiman Marcus Group, Inc, Term Loan, 4.250%, 10/31/20 | 12,030,784 | 1.4 | ||||||||||||||||
1,948,485 | Ollie’s Holdings, Inc., Term Loan, 5.253%, 09/25/19 | 1,963,099 | 0.2 | ||||||||||||||||
3,015,434 | OneStopPlus, First Lien Term Loan, 4.500%, 03/15/21 | 3,045,588 | 0.4 | ||||||||||||||||
5,986,828 | Party City Holdings Inc, Term Loan B, 4.000%, 07/29/19 | 6,002,513 | 0.7 | ||||||||||||||||
1,650,000 | Payless ShoeSource, First Lien Term Loan, 5.000%, 03/05/21 | 1,651,548 | 0.2 | ||||||||||||||||
907,863 | Pep Boys, Term Loan B, 4.250%, 10/11/18 | 916,942 | 0.1 | ||||||||||||||||
522,210 | Pilot Travel Centers LLC, Incremental Term Loan B, 4.250%, 08/07/19 | 524,312 | 0.1 | ||||||||||||||||
2,891,289 | Pilot Travel Centers LLC, Term Loan B, 3.750%, 03/30/18 | 2,901,412 | 0.3 | ||||||||||||||||
2,134,391 | Savers, Term Loan B, 5.003%, 07/09/19 | 2,145,063 | 0.3 | ||||||||||||||||
248,125 | Seminole Hard Rock Entertainment, Inc., Term Loan, 3.500%, 05/14/20 | 248,319 | 0.0 | ||||||||||||||||
720,300 | Sleepy’s Holdings, LLC, Term Loan, 5.750%, 03/30/19 | 725,702 | �� | 0.1 | |||||||||||||||
850,000 | (1) | Stuart Weitzman Holdings, LLC, Term Loan, 03/05/20 | 850,531 | 0.1 | |||||||||||||||
1,125,000 | (1) | Talbots Inc. (The), First Lien Term Loan, 03/20/20 | 1,126,406 | 0.1 | |||||||||||||||
1,123,738 | Toys “R” Us, Inc., Term Loan B-1, 6.000%, 09/01/16 | 1,019,927 | 0.1 | ||||||||||||||||
327,137 | Toys “R” Us, Inc., Term Loan B-2, 5.250%, 05/25/18 | 274,591 | 0.0 | ||||||||||||||||
472,146 | Toys “R” Us, Inc., Term Loan B-3, 5.250%, 05/25/18 | 396,308 | 0.0 | ||||||||||||||||
81,016,931 | 9.5 | ||||||||||||||||||
Steel: 0.8% | |||||||||||||||||||
6,836,570 | FMG Resources (August 2006) Pty Ltd, Term Loan, 4.250%, 06/30/19 | 6,897,456 | 0.8 |
AS OF MARCH 31, 2014 (CONTINUED)
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Surface Transport: 0.7% | |||||||||||||||||||
1,492,509 | Baker Tanks, Inc., Term Loan, 4.250%, 02/15/20 | $ | 1,496,863 | 0.2 | |||||||||||||||
3,093,126 | Wabash National Corporation, Term Loan B, 4.500%, 05/15/19 | 3,110,525 | 0.3 | ||||||||||||||||
1,496,250 | YRC Worldwide Inc., First Lien Term Loan, 8.000%, 02/28/19 | 1,512,148 | 0.2 | ||||||||||||||||
6,119,536 | 0.7 | ||||||||||||||||||
Telecommunications: 5.3% | |||||||||||||||||||
1,581,241 | Alcatel-Lucent, US Term Loan, 4.500%, 01/30/19 | 1,591,406 | 0.2 | ||||||||||||||||
5,966,079 | Asurion, LLC, Incremental Tranche B-1 Term Loan, 5.000%, 05/24/19 | 5,988,040 | 0.7 | ||||||||||||||||
1,150,000 | Asurion, LLC, Second Lien Term Loan, 8.500%, 02/28/21 | 1,190,011 | 0.2 | ||||||||||||||||
2,613,699 | Avaya Inc., Term B-3 Loan, 4.734%, 10/26/17 | 2,547,874 | 0.3 | ||||||||||||||||
1,724,762 | Avaya Inc., Term B-6 Loan, 6.500%, 03/31/18 | 1,730,300 | 0.2 | ||||||||||||||||
2,015,851 | Consolidated Communications, Inc., Term Loan B, 4.250%, 12/19/20 | 2,030,957 | 0.2 | ||||||||||||||||
3,453,720 | Global Tel*Link Corporation, First Lien Term Loan, 5.000%, 05/23/20 | 3,435,011 | 0.4 | ||||||||||||||||
850,000 | Global Tel*Link Corporation, Second Lien Term Loan, 9.000%, 11/23/20 | 839,375 | 0.1 | ||||||||||||||||
2,488,000 | Hawaiian Telcom Communications, Inc., Term Loan B, 5.000%, 06/06/19 | 2,501,373 | 0.3 | ||||||||||||||||
3,610,000 | Level 3 Financing, Inc, Term Loan B-4, 4.000%, 01/15/20 | 3,621,281 | 0.4 | ||||||||||||||||
1,450,000 | Level 3 Financing, Inc, Tranche B-III 2019 Term Loan, 4.000%, 08/01/19 | 1,454,833 | 0.2 | ||||||||||||||||
2,645,013 | Lightower Fiber Networks, First Lien Term Loan, 4.000%, 04/13/20 | 2,646,666 | 0.3 | ||||||||||||||||
1,742,497 | Securus Technologies, Inc., Upsized First Lien Term Loan, 4.750%, 04/30/20 | 1,740,319 | 0.2 | ||||||||||||||||
3,376,340 | Syniverse Holdings, Inc., Initial Term Loan, 4.000%, 04/23/19 | 3,384,781 | 0.4 | ||||||||||||||||
2,275,886 | U.S. Telepacific Corp, First Lien Term Loan, 5.750%, 02/23/17 | 2,299,214 | 0.3 | ||||||||||||||||
790,000 | Windstream Corporation, Term Loan B-4, 3.500%, 01/23/20 | 790,164 | 0.1 | ||||||||||||||||
1,420,000 | (1) | XO Communications, First Lien Term Loan, 03/19/21 | 1,431,982 | 0.2 | |||||||||||||||
5,358,411 | Zayo Group, LLC, Term Loan B, 4.000%, 07/02/19 | 5,369,016 | 0.6 | ||||||||||||||||
44,592,603 | 5.3 | ||||||||||||||||||
Utilities: 1.7% | |||||||||||||||||||
2,000,000 | Atlantic Power Limited Partnership, Term Loan, 4.750%, 02/28/21 | 2,007,500 | 0.2 | ||||||||||||||||
1,994,859 | (1) | Calpine Corp, Term Loan B-1, 04/02/18 | 2,004,418 | 0.2 | |||||||||||||||
2,972,418 | Calpine Corp, Term Loan B-3, 4.000%, 10/09/19 | 2,985,422 | 0.4 | ||||||||||||||||
1,248,650 | Channelview Cogeneration, Term Loan, 4.250%, 05/08/20 | 1,260,356 | 0.2 | ||||||||||||||||
1,742,242 | EquiPower Resources Holdings, LLC, Term Loan B, 4.250%, 12/21/18 | 1,754,946 | 0.2 | ||||||||||||||||
1,116,565 | EquiPower Resources Holdings, LLC, Upsized Term Loan C, 4.250%, 12/31/19 | 1,124,707 | 0.1 | ||||||||||||||||
1,812,021 | La Frontera Generation, LLC, Term Loan, 4.500%, 09/30/20 | 1,816,325 | 0.2 | ||||||||||||||||
576,061 | Linden Power Complex, Term Loan, 3.750%, 11/30/20 | 579,842 | 0.1 | ||||||||||||||||
887,775 | Utility Services Associates, Term Loan, 6.750%, 10/18/19 | 893,324 | 0.1 | ||||||||||||||||
14,426,840 | 1.7 | ||||||||||||||||||
Total Loans (Cost $785,207,512) | 787,727,813 | 92.8 |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Short-Term Investments: 7.4% | |||||||||||||||||||
Short-Term Investments: 7.4% | |||||||||||||||||||
63,000,000 | State Street Institutional Liquid Reserves Fund — Institutional Class, 0.07%†† (Cost $63,000,000) | $ | 63,000,000 | 7.4 | |||||||||||||||
Total Short-Term Investments (Cost $63,000,000) | 63,000,000 | 7.4 | |||||||||||||||||
Total Investments (Cost $848,207,512) | $ | 850,727,813 | 100.2 | ||||||||||||||||
Liabilities in Excess of Other Assets | (1,288,160 | ) | (0.2 | ) | |||||||||||||||
Net Assets | $ | 849,439,653 | 100.0 |
AS OF MARCH 31, 2014 (CONTINUED)
Shares | | | | Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
* | Loans, while exempt from registration under the Securities Act of 1933, as amended, contain certain restrictions on resale and cannot be sold publicly. These loans bear interest (unless otherwise noted) at rates that float periodically at a margin above the London Inter-Bank Offered Rate (“LIBOR”) and other short-term rates. | |||||||||||||||||
† | Unless otherwise indicated, principal amount is shown in USD. | |||||||||||||||||
†† | Rate shown is the 7-day yield as of March 31, 2014. | |||||||||||||||||
(1) | Senior loans purchased on a when-issued or delayed-delivery basis. Contract rates that are not disclosed do not take effect until settlement date and have yet to be determined. | |||||||||||||||||
Cost for federal income tax purposes is $848,209,122. | ||||||||||||||||||
Net unrealized appreciation consists of: | ||||||||||||||||||
Gross Unrealized Appreciation | $ | 4,528,680 | ||||||||||||||||
Gross Unrealized Depreciation | (2,009,989 | ) | ||||||||||||||||
Net Unrealized Appreciation | $ | 2,518,691 |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at March 31, 2014 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Loans | $ | — | $ | 787,727,813 | $ | — | $ | 787,727,813 | ||||||||||
Short-Term Investments | 63,000,000 | — | — | 63,000,000 | ||||||||||||||
Total Investments, at fair value | $ | 63,000,000 | $ | 787,727,813 | $ | — | $ | 850,727,813 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Fund Name | Type | Per Share Amount | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Voya Floating Rate Fund | ||||||||||
Class A | NII | $ | 0.4024 | |||||||
Class C | NII | $ | 0.3257 | |||||||
Class I | NII | $ | 0.4280 | |||||||
Class P(1) | NII | $ | 0.3645 | |||||||
Class R | NII | $ | 0.3769 | |||||||
Class W | NII | $ | 0.4280 | |||||||
All Classes | STCG | $ | 0.0056 | |||||||
All Classes | LTCG | $ | 0.0032 | |||||||
All Classes | ROC | $ | 0.0093 |
(1) | Commenced operations June 14, 2013. |
1 | To approve a new investment advisory agreement for the Funds with Voya Investments prompted by the IPO, and to approve, under certain circumstances, any future advisory agreements prompted by Change of Control Events that occur as part of the Separation Plan. |
2 | To approve a new investment sub-advisory agreement between Voya Investments and Voya IM with respect to certain Funds prompted by the IPO, and to approve, under certain circumstances, any future sub-advisory agreements prompted by Change of Control Events that occur as part of the Separation Plan. |
4 | To elect 13 nominees to the Board of Trustees (the “Board”) of the Trust. |
9 | To approve a modification to the current manager-of-managers policy to permit Voya Investments, subject to prior approval by the Board, to enter into and materially amend agreements with wholly owned sub-advisers without obtaining the approval of the Fund’s shareholders. |
Proposal | Shares voted for | Shares voted against or withheld | Shares abstained | Broker non-vote | Total Shares Voted | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Floating Rate Fund | 1* | 16,424,017.641 | 334,536.315 | 481,375.22 | 8,014,574.904 | 25,254,504.083 | ||||||||||||||||||||
2* | 16,396,932.105 | 336,728.065 | 506,269.259 | 8,014,574.654 | 25,254,504.083 | |||||||||||||||||||||
9* | 15,979,781.230 | 761,637.907 | 498,510.042 | 8,014,574.904 | 25,254,504.083 |
* Proposals passed
Proposal | For All | Withhold All | For all Except | Broker non-vote | Total Shares Voted | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Colleen D. Baldwin | 4* | 205,076,376.327 | 6,720,516.758 | 0.000 | 0.000 | 211,796,893.085 | ||||||||||||||||||||
John V. Boyer | 4* | 205,057,423.179 | 6,739,469.906 | 0.000 | 0.000 | 211,796,893.085 | ||||||||||||||||||||
Patricia W. Chadwick | 4* | 205,058,609.419 | 6,738,283.666 | 0.000 | 0.000 | 211,796,893.085 | ||||||||||||||||||||
Albert E. DePrince, Jr. | 4* | 204,985,837.707 | 6,811,055.378 | 0.000 | 0.000 | 211,796,893.085 | ||||||||||||||||||||
Peter S. Drotch | 4* | 205,023,979.086 | 6,772,913.999 | 0.000 | 0.000 | 211,796,893.085 | ||||||||||||||||||||
J. Michael Earley | 4* | 205,033,224.761 | 6,763,668.324 | 0.000 | 0.000 | 211,796,893.085 | ||||||||||||||||||||
Martin J. Gavin** | 4* | 205,072,671.480 | 6,724,221.605 | 0.000 | 0.000 | 211,796,893.085 | ||||||||||||||||||||
Russell H. Jones | 4* | 205,053,015.216 | 6,743,877.869 | 0.000 | 0.000 | 211,796,893.085 | ||||||||||||||||||||
Patrick W. Kenny | 4* | 205,020,119.907 | 6,776,773.178 | 0.000 | 0.000 | 211,796,893.085 | ||||||||||||||||||||
Shaun P. Mathews | 4* | 205,058,646.434 | 6,738,246.651 | 0.000 | 0.000 | 211,796,893.085 | ||||||||||||||||||||
Joseph E. Obermeyer | 4* | 205,042,902.881 | 6,753,990.204 | 0.000 | 0.000 | 211,796,893.085 | ||||||||||||||||||||
Sheryl K. Pressler | 4* | 205,082,578.456 | 6,714,314.629 | 0.000 | 0.000 | 211,796,893.085 | ||||||||||||||||||||
Roger B. Vincent | 4* | 204,995,915.624 | 6,800,977.461 | 0.000 | 0.000 | 211,796,893.085 |
* | Proposal passed |
** | Effective close of business September 12, 2013, Mr. Gavin resigned as Trustee. |
Name, Address and Age | Position(s) Held with the Trust | Term of Office and Length of Time Served(1) | Principal Occupation(s) — During the Past 5 Years | Number of Funds in Fund Complex Overseen by Trustee(2) | Other Board Positions Held by Trustee | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Independent Trustees: | |||||||||||||||||||||||
Colleen D. Baldwin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 54 | Trustee | November 2007–Present | President, Glantuam Partners, LLC, a business consulting firm (January 2009–Present). | 164 | DSM/Dentaquest, Boston, MA (February 2014–Present). | ||||||||||||||||||
John V. Boyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 60 | Chairperson Trustee | January 2014–Present January 2005–Present | President and Chief Executive Officer, Bechtler Arts Foundation, an arts and education foundation (January 2008–Present). | 164 | None. | ||||||||||||||||||
Patricia W. Chadwick 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 65 | Trustee | January 2006–Present | Consultant and President, Ravengate Partners LLC, a consulting firm that provides advice regarding financial markets and the global economy (January 2000–Present). | 164 | Wisconsin Energy Corporation (June 2006–Present) and The Royce Funds (35 funds) (December 2009–Present). | ||||||||||||||||||
Albert E. DePrince, Jr. 7337 E. Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 73 | Trustee | May 2013–Present | Professor of Economics and Finance, Middle Tennessee State University (August 1991–Present). | 164 | None. | ||||||||||||||||||
Peter S. Drotch 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 72 | Trustee | November 2007–Present | Retired. | 164 | First Marblehead Corporation (September 2003–Present). | ||||||||||||||||||
J. Michael Earley 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 69 | Trustee | February 2002–Present | Retired. | 164 | None. | ||||||||||||||||||
Russell H. Jones 7337 E. Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 70 | Trustee | May 2013–Present | Retired. | 164 | None. | ||||||||||||||||||
Patrick W. Kenny 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 71 | Trustee | January 2005–Present | Retired. | 164 | Assured Guaranty Ltd. (April 2004–Present). | ||||||||||||||||||
Joseph E. Obermeyer 7337 E. Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 56 | Trustee | May 2013–Present | President, Obermeyer & Associates, Inc., a provider of financial and economic consulting services (November 1999–Present). | 164 | None. | ||||||||||||||||||
Sheryl K. Pressler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 63 | Trustee | January 2006–Present | Consultant (May 2001–Present). | 164 | None. |
Name, Address and Age | Position(s) Held with the Trust | Term of Office and Length of Time Served(1) | Principal Occupation(s) — During the Past 5 Years | Number of Funds in Fund Complex Overseen by Trustee(2) | Other Board Positions Held by Trustee | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Roger B. Vincent 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 68 | Trustee | February 2002–Present | Retired. Formerly, President, Springwell Corporation, a corporate finance firm (March 1989–August 2011). | 164 | UGI Corporation (February 2006–Present) and UGI Utilities, Inc. (February 2006–Present). | ||||||||||||||||||
Trustee who is an “Interested Person”: | |||||||||||||||||||||||
Shaun P. Mathews(3) 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 58 | Trustee | November 2007–Present | President and Chief Executive Officer, Voya Investments, LLC (November 2006–Present). | 164 | Voya Capital Corporation, LLC (formerly, ING Capital Corporation, LLC) and Voya Investments Distributor, LLC (December 2005–Present); Voya Funds Services, LLC, Voya Investments, LLC and Voya Investment Management, LLC (March 2006–Present); and Voya Investment Trust Co. (formerly, ING Investment Trust Co.) (April 2009–Present). |
(1) | Directors serve until their successors are duly elected and qualified. The tenure of each Director (“Independent Director”) is subject to the Board’s retirement policy, which states that each duly elected or appointed Independent Director shall retire from and cease to be a member of the Board of Directors as of the close of business on December 31 of the calendar year in which the Independent Director attains the age of 73. A majority vote of the Board’s other Independent Directors may extend the retirement date of an Independent Director if the retirement would trigger a requirement to hold a meeting of shareholders of the Company under applicable law, whether for purposes of appointing a successor to the Independent Director or otherwise comply with applicable law, in which case the extension would apply until such time as the shareholder meeting can be held or is no longer required (as determined by a vote of a majority of the other Independent Directors). |
(2) | For the purpose of this table “Voya family of funds” means the following investment companies: Voya Asia Pacific High Dividend Equity Income Fund; Voya Balanced Portfolio, Inc.; Voya Emerging Markets High Dividend Equity Fund; Voya Equity Trust; Voya Funds Trust; Voya Global Advantage and Premium Opportunity Fund; Voya Global Equity Dividend and Premium Opportunity Fund; Voya Infrastructure, Industrials and Materials Fund; Voya Intermediate Bond Portfolio; Voya International High Dividend Equity Income Fund; Voya Investors Trust; Voya Money Market Portfolio; Voya Mutual Funds; Voya Partners, Inc.; Voya Prime Rate Trust; Voya Risk Managed Natural Resources Fund; Voya Senior Income Fund; Voya Separate Portfolios Trust; Voya Series Fund, Inc.; Voya Strategic Allocation Portfolios, Inc.; Voya Variable Funds; Voya Variable Insurance Trust; Voya Variable Portfolios, Inc.; and Voya Variable Products Trust. The number of funds in the Voya family of funds is as of April 30, 2014. |
(3) | Mr. Mathews is deemed to be an “Interested person,” as defined in the 1940 Act, because of his current affiliation with any of the Voya funds, Voya Financial, Inc. or any of Voya Financial, Inc.’s affiliates. |
Name, Address and Age | Position(s) Held With the Trust | Term of Office and Length of Time Served(1) | Principal Occupation(s) — During the Past 5 Years | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shaun P. Mathews 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 58 | President and Chief Executive Officer | November 2006–Present | President and Chief Executive Officer, Voya Investments, LLC (November 2006–Present). | |||||||||||
Michael J. Roland 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 56 | Executive Vice President | February 2002–Present | Managing Director and Chief Operating Officer, Voya Investments, LLC and Voya Funds Services, LLC (April 2012–Present). Formerly, Chief Compliance Officer, Directed Services LLC and Voya Investments, LLC (March 2011–December 2013); Executive Vice President and Chief Operating Officer, Voya Investments, LLC and Voya Funds Services, LLC (January 2007–April 2012) and Chief Compliance Officer, Voya Family of Funds (March 2011–February 2012). | |||||||||||
Stanley D. Vyner 230 Park Avenue New York, New York 10169 Age: 64 | Executive Vice President Chief Investment Risk Officer | October 2000–Present September 2009–Present | Executive Vice President, Voya Investments, LLC (July 2000–Present) and Chief Investment Risk Officer, Voya Investments, LLC (January 2003–Present). | |||||||||||
Kevin M. Gleason 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 47 | Chief Compliance Officer | February 2012–Present | Senior Vice President, Voya Investments, LLC (February 2012–Present). Formerly, Assistant General Counsel and Assistant Secretary, The Northwestern Mutual Life Insurance Company (June 2004–January 2012). | |||||||||||
Todd Modic 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 46 | Senior Vice President, Chief/Principal Financial Officer and Assistant Secretary | March 2005–Present | Senior Vice President, Voya Funds Services, LLC (March 2005–Present). | |||||||||||
Kimberly A. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 49 | Senior Vice President | November 2003–Present | Senior Vice President, Voya Investments, LLC (October 2003–Present). | |||||||||||
Robert Terris 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 43 | Senior Vice President | May 2006–Present | Senior Vice President, Head of Division Operations, Voya Funds Services, LLC (January 2006–Present). | |||||||||||
Julius A. Drelick, III 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 47 | Senior Vice President | July 2012–Present | Senior Vice President — Fund Compliance, Voya Funds Services, LLC (June 2012–Present); Chief Compliance Officer of Directed Services LLC and Voya Investments, LLC (January 2014–Present). Formerly, Vice President — Platform Product Management & Project Management, Voya Investments, LLC (April 2007–June 2012). | |||||||||||
Fred Bedoya 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 41 | Vice President and Treasurer | September 2012–Present | Vice President, Voya Funds Services, LLC (March 2012–Present). Formerly, Assistant Vice President — Director, Voya Funds Services, LLC (March 2003–March 2012). | |||||||||||
Robyn L. Ichilov 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 46 | Vice President | October 2000–Present | Vice President, Voya Funds Services, LLC (November 1995–Present) and Voya Investments, LLC (August 1997–Present). Formerly, Treasurer, Voya Family of Funds (November 1999–February 2012). | |||||||||||
Maria M. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 56 | Vice President | September 2004–Present | Vice President, Voya Funds Services, LLC (September 2004–Present). |
Name, Address and Age | Position(s) Held With the Trust | Term of Office and Length of Time Served(1) | Principal Occupation(s) — During the Past 5 Years | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Lauren D. Bensinger 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 60 | Vice President | February 2003–Present | Vice President, Voya Investments, LLC and Voya Funds Services, LLC (February 1996–Present); Director of Compliance, Voya Investments, LLC (October 2004–Present); and Vice President and Money Laundering Reporting Officer, Voya Investments Distributor, LLC (April 2010–Present). Formerly, Chief Compliance Officer, Voya Investments Distributor, LLC (August 1995–April 2010). | |||||||||||
Jason Kadavy 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 38 | Vice President | September 2012–Present | Vice President, Voya Funds Services, LLC (July 2007–Present). | |||||||||||
Kimberly K. Springer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 57 | Vice President | March 2006–Present | Vice President — Platform Product Management & Project Management, Voya Investments, LLC (July 2012–Present); Vice President, Voya Investment Management — Voya Family of Funds (March 2010–Present) and Vice President, Voya Funds Services, LLC (March 2006–Present). Formerly Managing Paralegal, Registration Statements (June 2003–July 2012). | |||||||||||
Craig Wheeler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 45 | Vice President | May 2013–Present | Vice President — Director of Tax, Voya Funds Services, LLC (March 2013–Present). Formerly, Assistant Vice President — Director of Tax, Voya Funds Services, LLC (March 2008–March 2013). | |||||||||||
Huey P. Falgout, Jr. 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 50 | Secretary | August 2003–Present | Senior Vice President and Chief Counsel, Voya Investment Management — Mutual Fund Legal Department (March 2010–Present). Formerly, Chief Counsel, ING Americas, U.S. Legal Services (October 2003–March 2010). | |||||||||||
Theresa K. Kelety 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 51 | Assistant Secretary | August 2003–Present | Vice President and Senior Counsel, Mutual Fund Legal Department (March 2010–Present). Formerly, Senior Counsel, ING Americas, U.S. Legal Services (April 2008–March 2010). | |||||||||||
Paul A. Caldarelli 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 62 | Assistant Secretary | June 2010–Present | Vice President and Senior Counsel, Voya Investment Management — Mutual Fund Legal Department (March 2010–Present). Formerly, Senior Counsel, ING Americas, U.S. Legal Services (April 2008–March 2010). |
(1) | The Officers hold office until the next annual meeting of the Board of Trustees and until their successors shall have been elected and qualified. |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Funds Services, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
KPMG LLP
Two Financial Center
60 South Street
Boston, Massachusetts 02111
State Street Bank and Trust Company
801 Pennsylvania Avenue
Kansas City, Missouri 64105
Dechert LLP
1900 K Street, N.W.
Washington, D.C. 20006
Call us from 9:00 a.m. to 7:00 p.m. Eastern time on any business day for account or other information, at (800) 992-0180
RETIREMENT | INVESTMENTS | INSURANCE | |
voyainvestments.com | AR-UFR (0314-052314) |
Item 2. Code of Ethics.
As of the end of the period covered by this report, Registrant had adopted a code of ethics, as defined in Item 2 of Form N-CSR, that applies to the Registrant’s principal executive officer and principal financial officer. There were no amendments to the Code during the period covered by the report. The Registrant did not grant any waivers, including implicit waivers, from any provisions of the Code during the period covered by this report. The code of ethics is filed herewith pursuant to Item 10(a)(1), Exhibit 99.CODEETH.
Item 3. Audit Committee Financial Expert.
The Board of Trustees has determined that J. Michael Early, Peter S. Drotch and Colleen Baldwin are an audit committee financial experts, as defined in Item 3 of Form N-CSR. Mr. Early, Mr. Drotch and Ms. Baldwin are “independent” for purposes of Item 3 of Form N-CSR.
Item 4. Principal Accountant Fees and Services.
(a) | Audit Fees: The aggregate fees billed for each of the last two fiscal years for professional services rendered by KPMG LLP (“KPMG”), the principal accountant for the audit of the registrant’s annual financial statements, for services that are normally provided by the accountant in connection with statutory and regulatory filings or engagements for those fiscal years were $148,000 for year ended March 31, 2014 and $120,420 for year ended March 31, 2013. |
(b) | Audit-Related Fees: The aggregate fees billed in the last fiscal year for assurance and related services by KPMG that are reasonably related to the performance of the audit of the registrant’s financial statements and are not reported under paragraph (a) of this Item were $14,400 for the year ended March 31, 2014 and $9,600 for year ended March 31, 2013. |
(c) | Tax Fees: The aggregate fees billed in each of the last two fiscal years for professional services rendered by KPMG for tax compliance, tax advice, and tax planning were $51,881 in the year ended March 31, 2014 and $25,894 in the year ended March 31, 2013. Such services included review of excise distribution calculations (if applicable), preparation of the Funds’ federal, state and excise tax returns, tax services related to mergers and routine consulting. |
(d) | All Other Fees: The aggregate fees billed in each of the last two fiscal years for all other fees were $0 for the year ended March 31, 2014 and $2,500 for the year ended March 31, 2013. |
(e)(1) | Audit Committee Pre-Approval Policies and Procedures |
AUDIT AND NON-AUDIT SERVICES
PRE-APPROVAL POLICY
I. Statement of Principles
Under the Sarbanes-Oxley Act of 2002 (the “Act”), the Audit Committee of the Board of Directors or Trustees (the “Committee”) of the Voya funds (each a “Fund,” collectively, the “Funds”) set out on Exhibit A to this Audit and Non-Audit Services Pre-Approval Policy (“Policy”) is responsible for the oversight of the work of the Funds’ independent auditors. As part of its responsibilities, the Committee must pre-approve the audit and non-audit services performed by the auditors in order to assure that the provision of these services does not impair the auditors’ independence from the Funds. The Committee has adopted, and the Board has ratified, this Policy, which sets out the procedures and conditions under which the services of the independent auditors may be pre-approved.
Under Securities and Exchange Commission (“SEC”) rules promulgated in accordance with the Act, the Funds may establish two different approaches to pre-approving audit and non-audit services. The Committee may approve services without consideration of specific case-by-case services (“general pre-approval”) or it may pre-approve specific services (“specific pre-approval”). The Committee believes that the combination of these approaches contemplated in this Policy results in an effective and efficient method for pre-approving audit and non-audit services to be performed by the Funds’ independent auditors. Under this Policy, services that are not of a type that may receive general pre-approval require specific pre-approval by the Committee. Any proposed services that exceed pre-approved cost levels or budgeted amounts will also require the Committee’s specific pre-approval.
For both types of approval, the Committee considers whether the subject services are consistent with the SEC’s rules on auditor independence and that such services are compatible with maintaining the auditors independence. The Committee also considers whether a particular audit firm is in the best position to provide effective and efficient services to the Funds. Reasons that the auditors are in the best position include the auditors’ familiarity with the Funds’ business, personnel, culture, accounting systems, risk profile, and other factors, and whether the services will enhance the Funds’ ability to manage and control risk or improve audit quality. Such factors will be considered as a whole, with no one factor being determinative.
The appendices attached to this Policy describe the audit, audit-related, tax-related, and other services that have the Committee’s general pre-approval. For any service that has been approved through general pre-approval, the general pre-approval will remain in place for a period 12 months from the date of pre-approval, unless the Committee determines that a different period is appropriate. The Committee will annually review and pre-approve the services that may be provided by the independent auditors without specific pre-approval. The Committee will revise the list of services subject to general pre-approval as appropriate. This Policy does not serve as a delegation to Fund management of the Committee’s duty to pre-approve services performed by the Funds’ independent auditors.
II. Audit Services
The annual audit services engagement terms and fees are subject to the Committee’s specific pre-approval. Audit services are those services that are normally provided by auditors in connection with statutory and regulatory filings or engagements or those that generally only independent auditors can reasonably provide. They include the Funds’ annual financial statement audit and procedures that the independent auditors must perform in order to form an opinion on the Funds’ financial statements (e.g., information systems and procedural reviews and testing). The Committee will monitor the audit services engagement and approve any changes in terms, conditions or fees deemed by the Committee to be necessary or appropriate.
The Committee may grant general pre-approval to other audit services, such as statutory audits and services associated with SEC registration statements, periodic reports and other documents filed with the SEC or issued in connection with securities offerings.
The Committee has pre-approved the audit services listed on Appendix A. The Committee must specifically approve all audit services not listed on Appendix A.
III. Audit-related Services
Audit-related services are assurance and related services that are reasonably related to the performance of the audit or the review of the Funds’ financial statements or are traditionally performed by the independent auditors. The Committee believes that the provision of audit-related services will not impair the independent auditors’ independence, and therefore may grant pre-approval to audit-related services. Audit-related services include accounting consultations related to accounting, financial reporting or disclosure matters not classified as “audit services;” assistance with understanding and implementing new accounting and financial reporting guidance from rulemaking authorities; agreed-upon or expanded audit procedures relating to accounting and/or billing records required to respond to or comply with financial, accounting or regulatory reporting matters; and assistance with internal control reporting requirements under Form N-SAR or Form N-CSR.
The Committee has pre-approved the audit-related services listed on Appendix B. The Committee must specifically approve all audit-related services not listed on Appendix B.
IV. Tax Services
The Committee believes the independent auditors can provide tax services to the Funds, including tax compliance, tax planning, and tax advice, without compromising the auditors’ independence. Therefore, the Committee may grant general pre-approval with respect to tax services historically provided by the Funds’ independent auditors that do not, in the Committee’s view, impair auditor independence and that are consistent with the SEC’s rules on auditor independence.
The Committee will not grant pre-approval if the independent auditors initially recommends a transaction the sole business purpose of which is tax avoidance and the tax treatment of which may not be supported in the Internal Revenue Code and related regulations. The Committee may consult
outside counsel to determine that tax planning and reporting positions are consistent with this Policy.
The Committee has pre-approved the tax-related services listed on Appendix C. The Committee must specifically approve all tax-related services not listed on Appendix C.
V. Other Services
The Committee believes it may grant approval of non-audit services that are permissible services for independent auditors to a Fund. The Committee has determined to grant general pre-approval to other services that it believes are routine and recurring, do not impair auditor independence, and are consistent with SEC rules on auditor independence.
The Committee has pre-approved the non-audit services listed on Appendix D. The Committee must specifically approve all non-audit services not listed on Appendix D.
A list of the SEC’s prohibited non-audit services is attached to this Policy as Appendix E. The SEC’s rules and relevant guidance should be consulted to determine the precise definitions of these impermissible services and the applicability of exceptions to certain of the SEC’s prohibitions.
VI. Pre-approval of Fee levels and Budgeted Amounts
The Committee will annually establish pre-approval fee levels or budgeted amounts for audit, audit-related, tax and non-audit services to be provided to the Funds by the independent auditors. Any proposed services exceeding these levels or amounts require the Committee’s specific pre-approval. The Committee considers fees for audit and non-audit services when deciding whether to pre-approve services. The Committee may determine, for a pre-approval period of 12 months, the appropriate ratio between the total amount of fees for the Fund’s audit, audit-related, and tax services (including fees for services provided to Fund affiliates that are subject to pre-approval), and the total amount of fees for certain permissible non-audit services for the Fund classified as other services (including any such services provided to Fund affiliates that are subject to pre-approval).
VII. Procedures
Requests or applications for services to be provided by the independent auditors will be submitted to management. If management determines that the services do not fall within those services generally pre-approved by the Committee and set out in the appendices to these procedures, management will submit the services to the Committee or its delagee. Any such submission will include a detailed description of the services to be rendered. Notwithstanding this paragraph, the Committee will, on a quarterly basis, receive from the independent auditors a list of services provided for the previous calendar quarter on a cumulative basis by the auditors during the Pre-Approval Period.
VIII. Delegation
The Committee may delegate pre-approval authority to one or more of the Committee’s members. Any member or members to whom such pre-approval authority is delegated must report any pre-approval decisions, including any pre-approved services, to the Committee at its next scheduled meeting. The Committee will identify any member to whom pre-approval authority is delegated in writing. The member will retain such authority for a period of 12 months from the date of pre-approval unless the Committee determines that a different period is appropriate. The period of delegated authority may be terminated by the Committee or at the option of the member.
IX. Additional Requirements
The Committee will take any measures the Committee deems necessary or appropriate to oversee the work of the independent auditors and to assure the auditors’ independence from the Funds. This may include reviewing a formal written statement from the independent auditors delineating all relationships between the auditors and the Funds, consistent with Independence Standards Board No. 1, and discussing with the auditors their methods and procedures for ensuring independence.
Part of KPMG’s performance of an audit in accordance with standards of the Public Company Accounting Oversight Board (US) includes their responsibility to maintain and monitor auditor independence with respect to the Voya funds. Using a proprietary system called Sentinel, the audit team is able to identify and manage potential conflicts of interest across the member firms of the KPMG International Network and prevent the provision of prohibited services to the Voya entities that would impair KPMG independence with the respect to the Voya funds. In addition to receiving pre-approval from the Voya funds Audit Committee for services provided to the Voya funds and for services for Voya entities in the Investment Company Complex, the audit team has developed a process for periodic notification via email to the Voya funds’ Audit Committee Chairpersons regarding requests to provide services to ING Groep NV and its affiliates from KPMG offices worldwide. Additionally, KPMG provides a quarterly summary of the fees for services that have commenced for ING Groep NV and Affiliates at each Audit Committee Meeting.
Last Approved: May 22, 2014
Appendix A
Pre-Approved Audit Services for the Pre-Approval Period October 1, 2013 through December 31, 2014
Service | ||
The Fund(s) | Fee Range | |
Statutory audits or financial audits (including tax services associated with audit services) | √ | As presented to Audit Committee1 |
Services associated with SEC registration statements, periodic reports and other documents filed with the SEC or other documents issued in connection with securities offerings (e.g., consents), and assistance in responding to SEC comment letters. | √ | Not to exceed $9,750 per filing |
Consultations by Fund management with respect to accounting or disclosure treatment of transactions or events and/or the actual or potential effect of final or proposed rules, standards or interpretations by the SEC, Financial Accounting Standards Board, or other regulatory or standard setting bodies. | √ | Not to exceed $8,000 during the Pre-Approval Period |
Seed capital audit and related review and issuance of consent on the N-2 registration statement | √ | Not to exceed $13,750 per audit |
Audit of summary portfolio of investments | √ | Not to exceed $525 per fund |
1 | For new Funds launched during the Pre-Approval Period, the fee ranges pre-approved will be the same as those for existing Funds, pro-rated in accordance with inception dates as provided in the auditors’ Proposal or any Engagement Letter covering the period at issue. Fees in the Engagement Letter will be controlling. |
Appendix B
Pre-Approved Audit-Related Services for the Pre-Approval Period October 1, 2013 through December 31, 2014
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Services related to Fund mergers (Excludes tax services - See Appendix C for tax services associated with Fund mergers) | √ | √ | Not to exceed $10,000 per merger |
Consultations by Fund management with respect to accounting or disclosure treatment of transactions or events and/or the actual or potential effect of final or proposed rules, standards or interpretations by the SEC, Financial Accounting Standards Board, or other regulatory or standard setting bodies. [Note: Under SEC rules some consultations may be “audit” services and others may be “audit-related” services.] | √ | Not to exceed $5,000 per occurrence during the Pre-Approval Period | |
Review of the Funds’ semi-annual and quarterly financial statements | √ | Not to exceed $2,525 per set of financial statements per fund | |
Reports to regulatory or government agencies related to the annual engagement | √ | Up to $5,000 per occurrence during the Pre-Approval Period | |
Regulatory compliance assistance | √ | √ | Not to exceed $5,000 per quarter |
Training courses | √ | Not to exceed $5,000 per course | |
For Prime Rate Trust, agreed upon procedures for quarterly reports to rating agencies | √ | Not to exceed $9,450 per quarter |
Appendix C
Pre-Approved Tax Services for the Pre-Approval Period October 1, 2013 through December 31, 2014
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Preparation of federal and state income tax returns and federal excise tax returns for the Funds including assistance and review with excise tax distributions | √ | As presented to Audit Committee2 | |
Review of IRC Sections 851(b) and 817(h) diversification testing on a real-time basis | √ | As presented to Audit Committee2 | |
Assistance and advice regarding year-end reporting for 1099’s | √ | As presented to Audit Committee2 | |
Tax assistance and advice regarding statutory, regulatory or administrative developments | √ | √ | Not to exceed $5,000 for the Funds or for the Funds’ investment adviser during the Pre-Approval Period |
2 | For new Funds launched during the Pre-Approval Period, the fee ranges pre-approved will be the same as those for existing Funds, pro-rated in accordance with inception dates as provided in the auditors’ Proposal or any Engagement Letter covering the period at issue. Fees in the Engagement Letter will be controlling. |
Appendix C, continued
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Tax training courses | √ | Not to exceed $5,000 per course during the Pre-Approval Period | |
Tax services associated with Fund mergers | √ | √ | Not to exceed $4,000 per fund per merger during the Pre-Approval Period |
Other tax-related assistance and consultation, including, without limitation, assistance in evaluating derivative financial instruments and international tax issues, qualification and distribution issues, and similar routine tax consultations. | √ | Not to exceed $120,000 during the Pre-Approval Period |
Appendix D
Pre-Approved Other Services for the Pre-Approval Period October 1, 2013 through December 31, 2014
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Agreed-upon procedures for Class B share 12b-1 programs | √ | Not to exceed $60,000 during the Pre-Approval Period | |
Security counts performed pursuant to Rule 17f-2 of the 1940 Act (i.e., counts for Funds holding securities with affiliated sub-custodians) Cost to be borne 50% by the Funds and 50% by Voya Investments, LLC. | √
| √
| Not to exceed $5,300 per Fund during the Pre-Approval Period |
Agreed upon procedures for 15 (c) FACT Books | √ | Not to exceed $50,000 during the Pre-Approval Period |
Appendix E
Prohibited Non-Audit Services
Dated: October 1, 2013 to December 31, 2014
· | Bookkeeping or other services related to the accounting records or financial statements of the Funds |
· | Financial information systems design and implementation |
· | Appraisal or valuation services, fairness opinions, or contribution-in-kind reports |
· | Actuarial services |
· | Internal audit outsourcing services |
· | Management functions |
· | Human resources |
· | Broker-dealer, investment adviser, or investment banking services |
· | Legal services |
· | Expert services unrelated to the audit |
· | Any other service that the Public Company Accounting Oversight Board determines, by regulation, is impermissible |
EXHIBIT A
VOYA ASIA PACIFIC HIGH DIVIDEND EQUITY INCOME FUND
VOYA BALANCED PORTFOLIO, INC.
VOYA EMERGING MARKETS LOCAL BOND FUND
VOYA EMERGING MARKETS HIGH DIVIDEND EQUITY FUND
VOYA EQUITY TRUST
VOYA FUNDS TRUST
VOYA GLOBAL ADVANTAGE AND PREMIUM OPPORTUNITY FUND
VOYA GLOBAL EQUITY DIVIDEND AND PREMIUM OPPORTUNITY FUND
VOYA GLOBAL STRATEGIC INCOME FUND
VOYA INFRASTRUCTURE, INDUSTRIALS, AND MATERIALS FUND
VOYA INTERMEDIATE BOND PORTFOLIO
VOYA INTERNATIONAL HIGH DIVIDEND EQUITY INCOME FUND
VOYA INVESTORS TRUST
VOYA MONEY MARKET PORTFOLIO
VOYA MUTUAL FUNDS
VOYA PARTNERS, INC.
VOYA PRIME RATE TRUST
VOYA RISK MANAGED NATURAL RESOURCES
VOYA SENIOR INCOME FUND
VOYA SEPARATE PORTFOLIOS TRUST
VOYA SERIES FUND, INC.
VOYA SHORT DURATION HIGH INCOME FUND
VOYA STRATEGIC ALLOCATIONS PORTFOLIOS, INC.
VOYA VARIABLE FUNDS
VOYA VARIABLE INSURANCE TRUST
VOYA VARIABLE PORTFOLIOS INC,
VOYA VARIABLE PRODUCTS TRUST
(e)(2) | Percentage of services referred to in (4)(b)-(4)(d) that were approved by the audit committee |
100% of the services were approved by the audit committee.
(f) | Percentage of hours expended attributable to work performed by other than full time employees of KPMG if greater than 50% |
Not applicable
(g) | Non-Audit Fees: The following table presents (i) the aggregate non-audit fees (i.e., fees for audit-related, tax, and other services) billed to each Registrant by the independent registered public accounting firm for each Registrant's fiscal years ended March 31, 2014 and March 31, 2013; and (ii) the aggregate non-audit fees billed to the investment adviser, or any of its affiliates that provide ongoing services to the registrant, by the independent registered public accounting firm for the same time periods. |
Registrant/Investment Adviser | 2014 | 2013 | |||
Voya Funds Trust | $ | 66,281 | $ | 37,994 | |
Voya Investments, LLC(1) | $ | 103,625 | $ | 421,250 | |
___________________ | |||||
(1) Each Registrant's investment adviser and any of its affiliates, which are subsidiaries of Voya Financial, Inc. |
(h) | Principal Accountants Independence: the Registrant’s Audit committee has considered whether the provision of non-audit services that were rendered to the registrant��s investment adviser and any entity controlling, controlled by, or under common control with the investment adviser that provides ongoing services to the registrant that were not pre-approved pursuant to Rule 2.01(c)(7)(ii) of Regulation S-X is compatible with maintaining KPMG’s independence. |
ITEM 5. AUDIT COMMITTEE OF LISTED REGISTRANTS.
Not applicable.
ITEM 6. SCHEDULE OF INVESTMENTS
Summary schedule or complete schedule of investments, if applicable, is included as part of the report to shareholders filed under Item 1 of this Form.
Report of Independent Registered Public Accounting Firm
The Shareholders and Board of Trustees
Voya Funds Trust
We have audited, in accordance with the standards of the Public Company Accounting Oversight Board (United States), the statements of assets and liabilities, including the summary portfolios of investments, of Voya GNMA Income Fund (formerly ING GNMA Income Fund), Voya High Yield Bond Fund (formerly ING High Yield Bond Fund), Voya Intermediate Bond Fund (formerly ING Intermediate Bond Fund), Voya Short Term Bond Fund (formerly ING Short Term Bond Fund), and Voya Strategic Income Fund (formerly ING Strategic Income Fund), each a series of Voya Funds Trust, as of March 31, 2014, and the related statements of operations for the year then ended, the statements of changes in net assets for each of the years in the two-year period then ended, and the financial highlights for each of the years in the five-year period then ended and have issued our unqualified report thereon dated May 23, 2014 (which report and financial statements are included in Item 1 of this Certified Shareholder Report on Form N-CSR). In connection with our audits of the aforementioned financial statements and financial highlights, we also audited the related portfolios of investments included in Item 6 of this Form N-CSR. The portfolios of investments are the responsibility of management. Our responsibility is to express an opinion on the portfolios of investments based on our audits.
In our opinion, the portfolios of investments, when considered in relation to the basic financial statements taken as a whole, present fairly, in all material respects, the information set forth therein.
Boston, Massachusetts
May 23, 2014
VOYA GNMA INCOME FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COLLATERALIZED MORTGAGE OBLIGATIONS: 0.1% | |||||||||||||||||||
1,007,127 | Vendee Mortgage Trust, 3.750%, 10/15/41 | $ | 944,317 | 0.1 | |||||||||||||||
Total Collateralized Mortgage Obligations (Cost $1,073,587) | 944,317 | 0.1 | |||||||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 108.2% | |||||||||||||||||||
Federal Home Loan Mortgage Corporation: 3.0%## | |||||||||||||||||||
13,987,350 | ˆ | 0.500%, due 07/15/36 | 246,793 | 0.0 | |||||||||||||||
4,836,204 | ˆ | 4.500%, due 12/15/40 | 908,830 | 0.1 | |||||||||||||||
974,112 | 5.000%, due 08/15/36 | 1,037,234 | 0.1 | ||||||||||||||||
169,146 | 5.450%, due 03/01/37 | 184,320 | 0.0 | ||||||||||||||||
142,265 | 5.450%, due 07/01/37 | 154,608 | 0.0 | ||||||||||||||||
161,776 | 5.450%, due 12/01/37 | 176,110 | 0.0 | ||||||||||||||||
124,437 | 5.450%, due 12/01/37 | 135,714 | 0.0 | ||||||||||||||||
144,475 | 5.450%, due 05/01/38 | 157,346 | 0.0 | ||||||||||||||||
1,585,278 | ˆ | 5.500%, due 09/15/35 | 300,683 | 0.1 | |||||||||||||||
500,937 | 5.625%, due 12/01/36 | 551,017 | 0.1 | ||||||||||||||||
517,978 | 5.625%, due 01/01/37 | 573,684 | 0.1 | ||||||||||||||||
44,870 | 5.625%, due 01/01/37 | 49,400 | 0.0 | ||||||||||||||||
39,487 | 5.625%, due 02/01/37 | 44,295 | 0.0 | ||||||||||||||||
80,832 | 5.625%, due 03/01/37 | 89,879 | 0.0 | ||||||||||||||||
385,139 | 5.625%, due 03/01/37 | 423,532 | 0.1 | ||||||||||||||||
185,942 | 5.625%, due 03/01/37 | 204,945 | 0.0 | ||||||||||||||||
90,778 | 5.625%, due 04/01/37 | 99,936 | 0.0 | ||||||||||||||||
110,783 | 5.625%, due 06/01/37 | 121,928 | 0.0 | ||||||||||||||||
100,922 | 5.625%, due 07/01/37 | 111,294 | 0.0 | ||||||||||||||||
241,603 | 5.625%, due 07/01/37 | 266,498 | 0.1 | ||||||||||||||||
23,413 | 5.625%, due 12/01/37 | 25,745 | 0.0 | ||||||||||||||||
407,833 | 5.625%, due 02/01/38 | 448,305 | 0.1 | ||||||||||||||||
126,776 | 5.650%, due 02/01/37 | 139,704 | 0.0 | ||||||||||||||||
216,637 | 5.700%, due 06/01/37 | 238,216 | 0.0 | ||||||||||||||||
157,105 | 5.700%, due 09/01/37 | 172,756 | 0.0 | ||||||||||||||||
160,490 | 5.700%, due 12/01/37 | 176,473 | 0.0 | ||||||||||||||||
153,995 | 5.700%, due 01/01/38 | 169,555 | 0.0 | ||||||||||||||||
2,651,965 | ˆ | 5.945%, due 06/15/40 | 251,198 | 0.1 | |||||||||||||||
909,462 | 6.000%, due 03/15/34 | 1,003,782 | 0.1 | ||||||||||||||||
8,763,863 | 6.000%, due 04/15/36 | 9,800,733 | 1.2 | ||||||||||||||||
114,373 | 6.090%, due 12/01/37 | 127,027 | 0.0 | ||||||||||||||||
7,677 | 7.500%, due 12/01/14 | 7,804 | 0.0 | ||||||||||||||||
25,644 | 7.500%, due 01/01/30 | 30,135 | 0.0 | ||||||||||||||||
723,600 | ˆ | 7.846%, due 10/25/23 | 143,804 | 0.0 | |||||||||||||||
11,295 | 8.000%, due 01/01/30 | 11,472 | 0.0 | ||||||||||||||||
20,322 | 9.500%, due 07/01/20 | 21,254 | 0.0 | ||||||||||||||||
868,113 | 19.395%, due 03/15/35 | 1,180,203 | 0.2 | ||||||||||||||||
611,735 | 21.402%, due 04/15/35 | 860,589 | 0.1 | ||||||||||||||||
3,194,900 | 27.980%, due 04/15/32 | 4,229,400 | 0.5 | ||||||||||||||||
24,876,201 | 3.0 | ||||||||||||||||||
Federal National Mortgage Association: 17.8%## | |||||||||||||||||||
7,915,942 | ˆ | 3.000%, due 01/25/33 | 1,208,755 | 0.2 | |||||||||||||||
46,140,000 | W | 3.000%, due 05/01/43 | 44,416,957 | 5.4 | |||||||||||||||
9,525,752 | 3.000%, due 05/01/43 | 9,223,930 | 1.1 | ||||||||||||||||
5,224,558 | 3.500%, due 06/25/41 | 5,101,225 | 0.6 | ||||||||||||||||
3,457,000 | 3.500%, due 09/25/42 | 3,234,405 | 0.4 | ||||||||||||||||
8,483,771 | ˆ | 4.000%, due 05/25/42 | 1,744,597 | 0.2 | |||||||||||||||
19,029,363 | 4.000%, due 03/15/43 | 20,048,073 | 2.5 | ||||||||||||||||
2,440,054 | 4.250%, due 08/01/35 | 2,629,817 | 0.3 | ||||||||||||||||
10,726,870 | 4.500%, due 09/01/41 | 11,464,136 | 1.4 | ||||||||||||||||
5,883,655 | 4.500%, due 09/01/41 | 6,288,046 | 0.8 | ||||||||||||||||
12,945,283 | W | 4.604%, due 11/25/33 | 13,163,871 | 1.6 | |||||||||||||||
706,379 | 4.750%, due 11/01/34 | 754,440 | 0.1 | ||||||||||||||||
1,500,120 | 4.750%, due 11/01/34 | 1,623,071 | 0.2 | ||||||||||||||||
1,369,595 | 4.750%, due 02/01/35 | 1,481,768 | 0.2 | ||||||||||||||||
1,818,601 | 4.750%, due 04/01/35 | 1,966,409 | 0.3 | ||||||||||||||||
1,398,062 | 4.750%, due 05/01/35 | 1,510,248 | 0.2 | ||||||||||||||||
1,706,297 | 4.750%, due 07/01/35 | 1,842,792 | 0.2 | ||||||||||||||||
239,520 | 4.750%, due 07/01/35 | 255,715 | 0.0 | ||||||||||||||||
1,787,904 | 5.000%, due 10/25/35 | 1,948,709 | 0.3 | ||||||||||||||||
263,459 | 5.300%, due 09/01/36 | 289,240 | 0.0 | ||||||||||||||||
98,962 | 5.300%, due 10/01/36 | 107,887 | 0.0 | ||||||||||||||||
130,200 | 5.300%, due 10/01/36 | 141,978 | 0.0 | ||||||||||||||||
344,817 | 5.300%, due 12/01/36 | 375,324 | 0.1 | ||||||||||||||||
272,681 | 5.300%, due 12/01/36 | 297,274 | 0.0 | ||||||||||||||||
232,471 | 5.300%, due 02/01/37 | 253,437 | 0.0 | ||||||||||||||||
154,726 | 5.300%, due 04/01/37 | 168,681 | 0.0 | ||||||||||||||||
172,607 | 5.300%, due 05/01/37 | 188,251 | 0.0 | ||||||||||||||||
576,034 | 5.300%, due 08/01/37 | 630,183 | 0.1 | ||||||||||||||||
72,395 | 5.300%, due 10/01/37 | 79,370 | 0.0 | ||||||||||||||||
517,152 | 5.500%, due 05/25/34 | 566,194 | 0.1 | ||||||||||||||||
2,847,804 | 6.000%, due 10/25/37 | 3,265,563 | 0.4 | ||||||||||||||||
538,469 | 6.000%, due 01/25/44 | 606,489 | 0.1 | ||||||||||||||||
8,132,125 | ˆ | 6.096%, due 06/25/42 | 1,507,672 | 0.2 | |||||||||||||||
121 | 6.500%, due 06/01/14 | 121 | 0.0 | ||||||||||||||||
180,903 | 6.500%, due 02/01/29 | 205,493 | 0.0 | ||||||||||||||||
231,748 | 6.600%, due 07/01/27 | 254,054 | 0.0 | ||||||||||||||||
108,595 | 6.600%, due 09/01/27 | 119,034 | 0.0 | ||||||||||||||||
47,738 | 6.600%, due 11/01/27 | 48,860 | 0.0 | ||||||||||||||||
38,864 | 6.600%, due 03/01/28 | 39,464 | 0.0 | ||||||||||||||||
96,061 | 6.600%, due 06/01/28 | 102,316 | 0.0 | ||||||||||||||||
1,156 | 7.000%, due 03/01/15 | 1,171 | 0.0 | ||||||||||||||||
52,693 | �� | 7.500%, due 05/01/28 | 56,188 | 0.0 | |||||||||||||||
4,713 | 8.500%, due 09/01/15 | 4,770 | 0.0 | ||||||||||||||||
1,867,757 | 8.574%, due 03/25/39 | 2,178,703 | 0.3 | ||||||||||||||||
3,348,291 | 16.489%, due 05/25/35 | 4,268,985 | 0.5 | ||||||||||||||||
145,663,666 | 17.8 | ||||||||||||||||||
Government National Mortgage Association: 87.4% | |||||||||||||||||||
26,936,915 | ˆ | 0.222%, due 01/16/50 | 611,880 | 0.1 | |||||||||||||||
34,627,208 | ˆ | 0.250%, due 06/20/36 | 309,006 | 0.0 | |||||||||||||||
2,225,650 | ˆ | 0.341%, due 02/16/48 | 28,438 | 0.0 | |||||||||||||||
875,685 | 0.377%, due 02/20/34 | 829,947 | 0.1 | ||||||||||||||||
27,279,001 | ˆ | 0.467%, due 11/16/46 | 553,745 | 0.1 | |||||||||||||||
9,771,142 | 0.559%, due 02/20/62 | 9,748,903 | 1.2 | ||||||||||||||||
9,061,424 | 0.560%, due 04/20/63 | 9,013,027 | 1.1 | ||||||||||||||||
64,280,063 | ˆ | 0.575%, due 01/16/51 | 1,946,002 | 0.2 | |||||||||||||||
3,588,560 | 0.807%, due 04/20/40 | 3,642,661 | 0.5 | ||||||||||||||||
1,222,587 | ˆ | 1.000%, due 06/16/37 | 37,169 | 0.0 | |||||||||||||||
46,948,838 | ˆ | 1.029%, due 02/16/44 | 2,297,371 | 0.3 | |||||||||||||||
40,413,145 | ˆ | 1.060%, due 06/16/52 | 2,779,608 | 0.3 | |||||||||||||||
2,389,146 | 1.077%, due 06/20/39 | 2,434,509 | 0.3 | ||||||||||||||||
3,022,410 | 1.107%, due 09/20/38 | 3,084,442 | 0.4 | ||||||||||||||||
8,395,425 | 1.197%, due 03/20/39 | 8,558,392 | 1.1 | ||||||||||||||||
9,260,369 | ˆ | 1.260%, due 10/16/52 | 671,566 | 0.1 | |||||||||||||||
36,865,662 | ˆ | 1.506%, due 10/16/53 | 2,944,855 | 0.4 | |||||||||||||||
121,277 | 1.625%, due 04/20/24 | 126,249 | 0.0 | ||||||||||||||||
122,437 | 1.625%, due 11/20/27 | 127,741 | 0.0 | ||||||||||||||||
91,139 | 1.625%, due 06/20/29 | 94,887 | 0.0 | ||||||||||||||||
139,554 | 1.625%, due 08/20/31 | 145,146 | 0.0 | ||||||||||||||||
154,137 | 1.625%, due 11/20/31 | 160,823 | 0.0 | ||||||||||||||||
324,165 | 1.625%, due 12/20/31 | 338,227 | 0.0 | ||||||||||||||||
73,567 | 1.625%, due 03/20/32 | 76,548 | 0.0 | ||||||||||||||||
169,689 | 1.625%, due 04/20/32 | 176,673 | 0.0 | ||||||||||||||||
176,097 | 1.625%, due 04/20/32 | 183,344 | 0.0 |
VOYA GNMA INCOME FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | |||||||||||||||||||
Government National Mortgage Association: (continued) | |||||||||||||||||||
247,611 | 1.625%, due 07/20/32 | $ | 257,534 | 0.0 | |||||||||||||||
1,009,284 | 1.625%, due 08/20/32 | 1,049,732 | 0.1 | ||||||||||||||||
118,705 | 1.625%, due 09/20/32 | 123,462 | 0.0 | ||||||||||||||||
1,041,500 | 1.625%, due 10/20/32 | 1,086,688 | 0.1 | ||||||||||||||||
587,223 | 1.625%, due 08/20/33 | 610,659 | 0.1 | ||||||||||||||||
54,737 | 1.625%, due 10/20/33 | 57,112 | 0.0 | ||||||||||||||||
722,998 | 1.625%, due 04/20/34 | 752,764 | 0.1 | ||||||||||||||||
707,083 | 1.625%, due 06/20/34 | 736,193 | 0.1 | ||||||||||||||||
770,722 | 1.625%, due 10/20/34 | 804,172 | 0.1 | ||||||||||||||||
1,658,825 | 1.625%, due 12/20/34 | 1,730,822 | 0.2 | ||||||||||||||||
220,219 | 1.625%, due 02/20/35 | 229,144 | 0.0 | ||||||||||||||||
255,591 | 1.625%, due 10/20/35 | 266,686 | 0.0 | ||||||||||||||||
342,054 | 1.625%, due 07/20/36 | 355,771 | 0.0 | ||||||||||||||||
1,900,000 | ˆ | 2.500%, due 11/20/43 | 601,544 | 0.1 | |||||||||||||||
28,900,000 | 3.000%, due 04/01/43 | 28,425,858 | 3.5 | ||||||||||||||||
5,785,506 | 3.201%, due 05/20/41 | 6,178,666 | 0.8 | ||||||||||||||||
119,400,000 | 3.500%, due 12/20/41 | 121,881,275 | 14.9 | ||||||||||||||||
12,414,884 | 3.500%, due 05/20/43 | 12,691,382 | 1.6 | ||||||||||||||||
18,053,618 | 3.750%, due 05/20/42 | 18,460,884 | 2.3 | ||||||||||||||||
17,114,260 | 3.750%, due 05/20/42 | 17,498,722 | 2.1 | ||||||||||||||||
294,434 | 4.000%, due 05/20/33 | 312,706 | 0.0 | ||||||||||||||||
396,732 | 4.000%, due 08/15/33 | 422,835 | 0.1 | ||||||||||||||||
487,904 | 4.000%, due 01/15/34 | 514,165 | 0.1 | ||||||||||||||||
208,950 | 4.000%, due 03/15/34 | 220,192 | 0.0 | ||||||||||||||||
463,063 | 4.000%, due 08/20/35 | 489,982 | 0.1 | ||||||||||||||||
5,089,018 | ˆ | 4.000%, due 04/20/38 | 676,493 | 0.1 | |||||||||||||||
3,038,615 | ˆ | 4.000%, due 08/20/39 | 967,339 | 0.1 | |||||||||||||||
762,911 | 4.000%, due 05/15/40 | 803,965 | 0.1 | ||||||||||||||||
10,163,698 | 4.000%, due 09/20/40 | 10,616,969 | 1.3 | ||||||||||||||||
2,328,472 | 4.000%, due 12/16/40 | 2,313,778 | 0.3 | ||||||||||||||||
1,707,873 | 4.000%, due 12/20/40 | 1,712,666 | 0.2 | ||||||||||||||||
4,628,246 | ˆ | 4.000%, due 04/20/41 | 839,919 | 0.1 | |||||||||||||||
12,082,022 | 4.000%, due 07/20/41 | 12,761,997 | 1.6 | ||||||||||||||||
1,620,043 | 4.000%, due 10/20/41 | 1,687,550 | 0.2 | ||||||||||||||||
2,367,245 | ˆ | 4.000%, due 03/20/42 | 393,144 | 0.1 | |||||||||||||||
4,103,237 | 4.000%, due 04/20/42 | 3,991,081 | 0.5 | ||||||||||||||||
1,485,687 | 4.000%, due 09/15/42 | 1,563,695 | 0.2 | ||||||||||||||||
3,913,337 | 4.000%, due 10/20/42 | 4,119,110 | 0.5 | ||||||||||||||||
8,880,963 | 4.000%, due 07/20/43 | 9,349,246 | 1.1 | ||||||||||||||||
5,602,448 | ˆ | 4.500%, due 08/20/33 | 119,984 | 0.0 | |||||||||||||||
636,884 | 4.500%, due 10/20/33 | 661,080 | 0.1 | ||||||||||||||||
170,595 | 4.500%, due 01/20/34 | 184,197 | 0.0 | ||||||||||||||||
317,633 | 4.500%, due 01/20/34 | 342,958 | 0.0 | ||||||||||||||||
336,057 | 4.500%, due 03/20/34 | 357,501 | 0.0 | ||||||||||||||||
160,527 | 4.500%, due 05/20/34 | 173,326 | 0.0 | ||||||||||||||||
332,112 | 4.500%, due 06/20/34 | 358,592 | 0.1 | ||||||||||||||||
1,198,316 | ˆ | 4.500%, due 02/20/35 | 49,412 | 0.0 | |||||||||||||||
763,157 | 4.500%, due 10/20/35 | 825,118 | 0.1 | ||||||||||||||||
1,174,649 | ˆ | 4.500%, due 02/20/36 | 78,327 | 0.0 | |||||||||||||||
35,524 | 4.500%, due 07/20/36 | 38,531 | 0.0 | ||||||||||||||||
97,136 | 4.500%, due 08/20/36 | 105,346 | 0.0 | ||||||||||||||||
505,628 | ˆ | 4.500%, due 12/20/37 | 59,465 | 0.0 | |||||||||||||||
2,023,041 | ˆ | 4.500%, due 02/20/38 | 45,188 | 0.0 | |||||||||||||||
1,265,461 | 4.500%, due 07/20/38 | 1,367,168 | 0.2 | ||||||||||||||||
436,260 | 4.500%, due 07/20/38 | 471,186 | 0.1 | ||||||||||||||||
3,091,603 | ˆ | 4.500%, due 04/20/39 | 501,515 | 0.1 | |||||||||||||||
11,182,139 | 4.500%, due 05/16/39 | 12,157,238 | 1.5 | ||||||||||||||||
8,945,711 | 4.500%, due 05/20/39 | 9,668,650 | 1.2 | ||||||||||||||||
4,761,000 | 4.500%, due 05/20/39 | 5,111,721 | 0.6 | ||||||||||||||||
253,491 | 4.500%, due 06/20/39 | 266,237 | 0.0 | ||||||||||||||||
2,710,768 | 4.500%, due 10/15/39 | 2,935,092 | 0.4 | ||||||||||||||||
2,617,199 | 4.500%, due 11/15/39 | 2,834,220 | 0.4 | ||||||||||||||||
2,300,340 | 4.500%, due 11/15/39 | 2,490,895 | 0.3 | ||||||||||||||||
645,205 | 4.500%, due 12/15/39 | 698,725 | 0.1 | ||||||||||||||||
2,040,683 | 4.500%, due 01/15/40 | 2,210,360 | 0.3 | ||||||||||||||||
319,865 | 4.500%, due 01/20/40 | 341,798 | 0.0 | ||||||||||||||||
7,335,667 | 4.500%, due 02/15/40 | 7,945,734 | 1.0 | ||||||||||||||||
6,200,000 | 4.500%, due 04/01/40 | 6,685,344 | 0.8 | ||||||||||||||||
878,287 | 4.500%, due 06/15/40 | 949,118 | 0.1 | ||||||||||||||||
422,298 | 4.500%, due 07/20/40 | 451,095 | 0.1 | ||||||||||||||||
2,744,707 | 4.500%, due 08/20/40 | 2,931,893 | 0.4 | ||||||||||||||||
3,064,050 | 4.500%, due 09/20/40 | 3,262,656 | 0.4 | ||||||||||||||||
413,489 | 4.500%, due 07/20/41 | 441,624 | 0.1 | ||||||||||||||||
4,989,359 | 4.500%, due 09/20/41 | 5,380,978 | 0.7 | ||||||||||||||||
19,044,650 | ˆ | 4.500%, due 12/16/42 | 3,890,696 | 0.5 | |||||||||||||||
2,042,930 | 4.546%, due 07/20/62 | 2,252,553 | 0.3 | ||||||||||||||||
2,305,100 | 4.625%, due 10/20/35 | 2,500,676 | 0.3 | ||||||||||||||||
1,387,586 | 4.639%, due 08/20/42 | 1,534,491 | 0.2 | ||||||||||||||||
11,595,342 | 4.660%, due 09/20/61 | 12,930,412 | 1.6 | ||||||||||||||||
1,942,278 | 4.750%, due 08/20/35 | 2,107,010 | 0.3 | ||||||||||||||||
1,780,561 | 4.850%, due 05/20/40 | 1,926,290 | 0.2 | ||||||||||||||||
4,465,756 | 4.861%, due 06/20/61 | 4,901,194 | 0.6 | ||||||||||||||||
4,701,374 | 4.875%, due 01/20/35 | 5,101,083 | 0.6 | ||||||||||||||||
655,460 | 4.875%, due 02/20/35 | 713,621 | 0.1 | ||||||||||||||||
2,227,868 | 4.875%, due 04/20/35 | 2,417,453 | 0.3 | ||||||||||||||||
3,933,778 | 4.875%, due 06/20/35 | 4,268,690 | 0.5 | ||||||||||||||||
134,426 | 5.000%, due 05/15/18 | 142,272 | 0.0 | ||||||||||||||||
143,759 | 5.000%, due 03/20/24 | 153,450 | 0.0 | ||||||||||||||||
410,332 | 5.000%, due 04/15/29 | 453,739 | 0.1 | ||||||||||||||||
357,016 | 5.000%, due 04/15/30 | 394,873 | 0.1 | ||||||||||||||||
3,786,907 | 5.000%, due 04/20/30 | 4,079,407 | 0.5 | ||||||||||||||||
500,033 | 5.000%, due 10/15/30 | 553,113 | 0.1 | ||||||||||||||||
424,961 | 5.000%, due 07/15/33 | 468,943 | 0.1 | ||||||||||||||||
411,557 | 5.000%, due 10/20/33 | 450,024 | 0.1 | ||||||||||||||||
508,136 | 5.000%, due 12/20/33 | 555,632 | 0.1 | ||||||||||||||||
200,881 | 5.000%, due 12/20/33 | 219,658 | 0.0 | ||||||||||||||||
101,509 | 5.000%, due 12/20/33 | 110,997 | 0.0 | ||||||||||||||||
140,192 | 5.000%, due 02/20/34 | 153,194 | 0.0 | ||||||||||||||||
189,881 | 5.000%, due 03/15/34 | 209,710 | 0.0 | ||||||||||||||||
262,462 | 5.000%, due 04/15/34 | 289,244 | 0.0 | ||||||||||||||||
519,629 | 5.000%, due 04/15/34 | 574,280 | 0.1 | ||||||||||||||||
209,533 | 5.000%, due 07/20/34 | 228,967 | 0.0 | ||||||||||||||||
5,279,215 | 5.000%, due 10/20/34 | 5,817,954 | 0.7 | ||||||||||||||||
142,191 | 5.000%, due 12/20/34 | 155,380 | 0.0 | ||||||||||||||||
520,797 | 5.000%, due 12/20/34 | 569,099 | 0.1 | ||||||||||||||||
116,289 | 5.000%, due 01/15/35 | 127,385 | 0.0 | ||||||||||||||||
94,119 | 5.000%, due 03/15/35 | 104,026 | 0.0 | ||||||||||||||||
644,737 | 5.000%, due 03/15/35 | 710,312 | 0.1 | ||||||||||||||||
2,975,441 | 5.000%, due 03/20/35 | 3,320,640 | 0.4 | ||||||||||||||||
192,579 | 5.000%, due 04/15/35 | 212,497 | 0.0 | ||||||||||||||||
930,906 | 5.000%, due 04/15/35 | 1,034,739 | 0.1 | ||||||||||||||||
185,090 | 5.000%, due 04/15/35 | 202,752 | 0.0 | ||||||||||||||||
250,385 | 5.000%, due 04/15/35 | 274,278 | 0.0 | ||||||||||||||||
67,064 | 5.000%, due 05/15/35 | 74,460 | 0.0 | ||||||||||||||||
4,970,973 | ˆ | 5.000%, due 05/20/35 | 132,672 | 0.0 | |||||||||||||||
303,475 | 5.000%, due 05/20/35 | 334,006 | 0.0 | ||||||||||||||||
94,861 | 5.000%, due 06/15/35 | 103,913 | 0.0 | ||||||||||||||||
751,045 | 5.000%, due 07/20/35 | 825,840 | 0.1 | ||||||||||||||||
229,158 | 5.000%, due 09/15/35 | 253,214 | 0.0 | ||||||||||||||||
569,312 | ˆ | 5.000%, due 09/16/35 | 30,263 | 0.0 | |||||||||||||||
1,369,709 | 5.000%, due 10/20/35 | 1,564,417 | 0.2 | ||||||||||||||||
1,577,093 | 5.000%, due 11/20/35 | 1,733,675 | 0.2 | ||||||||||||||||
109,044 | 5.000%, due 12/15/35 | 119,508 | 0.0 | ||||||||||||||||
869,610 | 5.000%, due 04/20/36 | 955,973 | 0.1 | ||||||||||||||||
238,822 | 5.000%, due 05/20/37 | 261,103 | 0.0 | ||||||||||||||||
184,011 | 5.000%, due 09/20/37 | 197,406 | 0.0 | ||||||||||||||||
128,330 | 5.000%, due 12/20/37 | 140,256 | 0.0 | ||||||||||||||||
454,297 | 5.000%, due 12/20/37 | 496,074 | 0.1 | ||||||||||||||||
340,965 | 5.000%, due 01/20/38 | 372,762 | 0.1 | ||||||||||||||||
4,845,316 | ˆ | 5.000%, due 01/20/38 | 674,647 | 0.1 | |||||||||||||||
171,925 | 5.000%, due 02/15/38 | 188,385 | 0.0 | ||||||||||||||||
371,800 | 5.000%, due 06/20/38 | 395,527 | 0.1 | ||||||||||||||||
508,198 | 5.000%, due 06/20/38 | 536,669 | 0.1 | ||||||||||||||||
149,538 | 5.000%, due 08/20/38 | 157,864 | 0.0 | ||||||||||||||||
325,918 | 5.000%, due 10/20/38 | 348,592 | 0.0 | ||||||||||||||||
375,140 | 5.000%, due 11/20/38 | 396,158 | 0.1 | ||||||||||||||||
1,314,244 | 5.000%, due 01/20/39 | 1,405,734 | 0.2 | ||||||||||||||||
582,027 | 5.000%, due 02/15/39 | 640,411 | 0.1 | ||||||||||||||||
714,074 | 5.000%, due 03/15/39 | 793,327 | 0.1 | ||||||||||||||||
1,029,000 | 5.000%, due 05/20/39 | 1,132,592 | 0.1 |
VOYA GNMA INCOME FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | |||||||||||||||||||
Government National Mortgage Association: (continued) | |||||||||||||||||||
2,423,534 | ˆ | 5.000%, due 07/16/39 | $ | 436,706 | 0.1 | ||||||||||||||
156,219 | 5.000%, due 07/20/39 | 167,039 | 0.0 | ||||||||||||||||
590,252 | 5.000%, due 10/20/39 | 643,648 | 0.1 | ||||||||||||||||
544,724 | 5.000%, due 11/15/39 | 600,937 | 0.1 | ||||||||||||||||
3,741,011 | 5.000%, due 11/15/39 | 4,126,122 | 0.5 | ||||||||||||||||
1,892,101 | 5.000%, due 11/15/39 | 2,086,583 | 0.3 | ||||||||||||||||
3,250,897 | 5.000%, due 12/20/39 | 3,602,502 | 0.4 | ||||||||||||||||
1,689,887 | 5.000%, due 12/20/39 | 1,845,418 | 0.2 | ||||||||||||||||
9,569,703 | ˆ | 5.000%, due 03/20/40 | 1,787,746 | 0.2 | |||||||||||||||
942,381 | 5.000%, due 04/15/40 | 1,034,470 | 0.1 | ||||||||||||||||
1,628,094 | 5.000%, due 05/15/40 | 1,800,457 | 0.2 | ||||||||||||||||
39,121,657 | 5.000%, due 05/20/40 | 43,069,853 | 5.3 | ||||||||||||||||
2,223,276 | 5.000%, due 09/15/40 | 2,441,912 | 0.3 | ||||||||||||||||
1,401,416 | 5.000%, due 09/15/40 | 1,538,878 | 0.2 | ||||||||||||||||
1,371,999 | ˆ | 5.000%, due 05/20/41 | 307,102 | 0.0 | |||||||||||||||
3,614,239 | 5.000%, due 07/20/41 | 3,966,857 | 0.5 | ||||||||||||||||
250,713 | 5.100%, due 04/20/32 | 276,238 | 0.0 | ||||||||||||||||
3,774,860 | 5.125%, due 10/20/35 | 4,076,672 | 0.5 | ||||||||||||||||
538,493 | 5.125%, due 08/20/40 | 590,114 | 0.1 | ||||||||||||||||
1,946,697 | 5.250%, due 03/20/35 | 2,102,012 | 0.3 | ||||||||||||||||
2,717,911 | 5.250%, due 04/20/35 | 2,935,501 | 0.4 | ||||||||||||||||
2,533,166 | 5.250%, due 08/20/35 | 2,735,862 | 0.3 | ||||||||||||||||
8,100,000 | 5.250%, due 01/20/38 | 8,880,771 | 1.1 | ||||||||||||||||
2,916,338 | 5.375%, due 06/20/35 | 3,149,473 | 0.4 | ||||||||||||||||
1,451,862 | 5.375%, due 07/20/35 | 1,568,161 | 0.2 | ||||||||||||||||
1,301,883 | 5.443%, due 04/16/39 | 1,416,812 | 0.2 | ||||||||||||||||
238,284 | 5.500%, due 08/20/24 | 263,425 | 0.0 | ||||||||||||||||
5,485 | 5.500%, due 04/20/29 | 6,109 | 0.0 | ||||||||||||||||
131,401 | 5.500%, due 12/20/32 | 146,619 | 0.0 | ||||||||||||||||
1,178,949 | 5.500%, due 01/16/33 | 1,308,295 | 0.2 | ||||||||||||||||
2,273,545 | 5.500%, due 01/17/33 | 2,545,787 | 0.3 | ||||||||||||||||
3,710,951 | 5.500%, due 02/20/33 | 4,034,924 | 0.5 | ||||||||||||||||
452,773 | 5.500%, due 08/20/33 | 505,164 | 0.1 | ||||||||||||||||
1,771,112 | 5.500%, due 10/20/33 | 1,956,200 | 0.2 | ||||||||||||||||
140,977 | ˆ | 5.500%, due 11/20/33 | 394 | 0.0 | |||||||||||||||
88,130 | 5.500%, due 11/20/33 | 97,636 | 0.0 | ||||||||||||||||
135,405 | 5.500%, due 12/20/33 | 151,620 | 0.0 | ||||||||||||||||
225,000 | 5.500%, due 02/20/34 | 250,513 | 0.0 | ||||||||||||||||
4,535,420 | 5.500%, due 03/16/34 | 5,144,380 | 0.6 | ||||||||||||||||
260,950 | 5.500%, due 03/20/34 | 289,106 | 0.0 | ||||||||||||||||
898,691 | 5.500%, due 04/20/34 | 995,633 | 0.1 | ||||||||||||||||
11,681 | 5.500%, due 04/20/34 | 12,910 | 0.0 | ||||||||||||||||
354,058 | 5.500%, due 04/20/34 | 399,306 | 0.1 | ||||||||||||||||
799,194 | 5.500%, due 04/20/34 | 893,134 | 0.1 | ||||||||||||||||
108,914 | 5.500%, due 06/20/34 | 120,667 | 0.0 | ||||||||||||||||
418,306 | 5.500%, due 06/20/34 | 466,368 | 0.1 | ||||||||||||||||
367,539 | 5.500%, due 07/20/34 | 410,199 | 0.1 | ||||||||||||||||
141,861 | 5.500%, due 07/20/34 | 158,264 | 0.0 | ||||||||||||||||
256,391 | 5.500%, due 01/20/35 | 284,010 | 0.0 | ||||||||||||||||
835,146 | 5.500%, due 05/15/35 | 925,580 | 0.1 | ||||||||||||||||
478,922 | 5.500%, due 05/20/35 | 529,550 | 0.1 | ||||||||||||||||
250,625 | 5.500%, due 06/20/35 | 278,255 | 0.0 | ||||||||||||||||
1,489,590 | 5.500%, due 07/15/35 | 1,668,288 | 0.2 | ||||||||||||||||
897,043 | 5.500%, due 08/15/35 | 994,866 | 0.1 | ||||||||||||||||
53,863 | 5.500%, due 08/20/35 | 59,837 | 0.0 | ||||||||||||||||
662,681 | 5.500%, due 09/20/35 | 739,180 | 0.1 | ||||||||||||||||
10,259,231 | 5.500%, due 12/16/35 | 11,546,164 | 1.4 | ||||||||||||||||
2,649,036 | 5.500%, due 02/20/36 | 3,046,691 | 0.4 | ||||||||||||||||
188,934 | 5.500%, due 04/15/36 | 209,620 | 0.0 | ||||||||||||||||
234,605 | 5.500%, due 06/20/36 | 260,044 | 0.0 | ||||||||||||||||
1,250,000 | 5.500%, due 08/16/36 | 1,388,474 | 0.2 | ||||||||||||||||
200,000 | 5.500%, due 07/16/37 | 220,667 | 0.0 | ||||||||||||||||
4,266,196 | 5.500%, due 10/20/37 | 4,773,737 | 0.6 | ||||||||||||||||
4,865,179 | 5.500%, due 11/20/37 | 5,375,016 | 0.7 | ||||||||||||||||
115,475 | 5.500%, due 06/20/38 | 123,405 | 0.0 | ||||||||||||||||
116,836 | 5.500%, due 08/20/38 | 124,874 | 0.0 | ||||||||||||||||
225,053 | 5.500%, due 09/20/38 | 240,518 | 0.0 | ||||||||||||||||
34,440 | 5.500%, due 10/20/38 | 36,804 | 0.0 | ||||||||||||||||
308,456 | 5.500%, due 11/20/38 | 329,582 | 0.0 | ||||||||||||||||
37,103 | 5.500%, due 12/20/38 | 39,640 | 0.0 | ||||||||||||||||
104,508 | 5.500%, due 01/15/39 | 116,007 | 0.0 | ||||||||||||||||
10,937,721 | 5.500%, due 01/15/39 | 12,498,872 | 1.5 | ||||||||||||||||
125,651 | 5.500%, due 01/20/39 | 134,260 | 0.0 | ||||||||||||||||
1,364,778 | 5.500%, due 03/20/39 | 1,458,358 | 0.2 | ||||||||||||||||
202,786 | 5.500%, due 06/15/39 | 227,645 | 0.0 | ||||||||||||||||
102,662 | 5.500%, due 06/20/39 | 109,549 | 0.0 | ||||||||||||||||
2,560,191 | 5.500%, due 09/16/39 | 2,889,485 | 0.4 | ||||||||||||||||
159,691 | 5.500%, due 10/20/39 | 178,845 | 0.0 | ||||||||||||||||
503,230 | 5.500%, due 09/15/40 | 557,222 | 0.1 | ||||||||||||||||
938,050 | ˆ | 5.500%, due 09/16/40 | 149,739 | 0.0 | |||||||||||||||
182,644 | 5.600%, due 12/20/36 | 202,363 | 0.0 | ||||||||||||||||
90,745 | 5.600%, due 12/20/36 | 100,587 | 0.0 | ||||||||||||||||
110,906 | 5.600%, due 01/20/37 | 122,905 | 0.0 | ||||||||||||||||
172,047 | 5.600%, due 01/20/37 | 190,776 | 0.0 | ||||||||||||||||
106,248 | 5.600%, due 03/20/37 | 117,499 | 0.0 | ||||||||||||||||
140,353 | 5.600%, due 04/20/37 | 155,518 | 0.0 | ||||||||||||||||
83,985 | 5.600%, due 07/20/37 | 92,864 | 0.0 | ||||||||||||||||
111,865 | 5.600%, due 07/20/37 | 124,025 | 0.0 | ||||||||||||||||
30,721 | 5.600%, due 10/20/37 | 33,969 | 0.0 | ||||||||||||||||
91,439 | 5.600%, due 01/20/38 | 101,108 | 0.0 | ||||||||||||||||
105,697 | 5.600%, due 02/20/38 | 116,895 | 0.0 | ||||||||||||||||
157,602 | 5.750%, due 12/20/27 | 175,666 | 0.0 | ||||||||||||||||
53,765 | 5.750%, due 03/20/28 | 57,854 | 0.0 | ||||||||||||||||
104,567 | 5.750%, due 03/20/28 | 116,553 | 0.0 | ||||||||||||||||
162,793 | 5.750%, due 04/20/28 | 181,552 | 0.0 | ||||||||||||||||
100,549 | 5.750%, due 07/20/28 | 112,136 | 0.0 | ||||||||||||||||
126,789 | 5.750%, due 10/20/28 | 141,213 | 0.0 | ||||||||||||||||
53,827 | 5.750%, due 01/20/29 | 59,954 | 0.0 | ||||||||||||||||
92,656 | 5.750%, due 04/20/29 | 103,282 | 0.0 | ||||||||||||||||
355,178 | 5.750%, due 07/20/29 | 395,608 | 0.1 | ||||||||||||||||
7,494,528 | 5.750%, due 07/20/38 | 8,148,789 | 1.0 | ||||||||||||||||
10,491,691 | ˆ | 5.843%, due 09/20/38 | 1,423,367 | 0.2 | |||||||||||||||
11,903,299 | ˆ | 5.843%, due 12/20/40 | 2,021,234 | 0.3 | |||||||||||||||
5,516,293 | ˆ | 5.893%, due 12/20/40 | 1,031,148 | 0.1 | |||||||||||||||
5,056,794 | ˆ | 5.943%, due 05/20/32 | 639,289 | 0.1 | |||||||||||||||
5,365,493 | 5.950%, due 02/15/44 | 5,621,342 | 0.7 | ||||||||||||||||
1,716,060 | 5.970%, due 11/15/31 | 1,782,551 | 0.2 | ||||||||||||||||
3,990,785 | ˆ | 5.995%, due 09/16/39 | 624,350 | 0.1 | |||||||||||||||
210,485 | 6.000%, due 01/20/24 | 228,603 | 0.0 | ||||||||||||||||
294,281 | 6.000%, due 10/15/25 | 334,455 | 0.0 | ||||||||||||||||
616,748 | 6.000%, due 04/15/26 | 693,794 | 0.1 | ||||||||||||||||
226,893 | 6.000%, due 10/20/27 | 254,675 | 0.0 | ||||||||||||||||
263,072 | 6.000%, due 05/15/29 | 298,793 | 0.0 | ||||||||||||||||
1,400,704 | 6.000%, due 12/16/33 | 1,555,288 | 0.2 | ||||||||||||||||
1,181,401 | ˆ | 6.000%, due 01/20/34 | 246,879 | 0.0 | |||||||||||||||
1,819,397 | 6.000%, due 03/20/34 | 2,206,677 | 0.3 | ||||||||||||||||
230,605 | 6.000%, due 10/20/34 | 259,381 | 0.0 | ||||||||||||||||
745,500 | 6.000%, due 04/20/36 | 858,492 | 0.1 | ||||||||||||||||
634,540 | 6.000%, due 03/15/37 | 709,370 | 0.1 | ||||||||||||||||
7,610,000 | 6.000%, due 07/20/37 | 8,543,009 | 1.0 | ||||||||||||||||
354,529 | 6.000%, due 09/20/37 | 396,629 | 0.1 | ||||||||||||||||
3,800,417 | 6.000%, due 10/20/37 | 4,350,744 | 0.5 | ||||||||||||||||
2,047,823 | 6.000%, due 03/20/38 | 2,330,842 | 0.3 | ||||||||||||||||
45,655 | 6.000%, due 05/20/38 | 49,758 | 0.0 | ||||||||||||||||
203,105 | 6.000%, due 08/20/38 | 218,429 | 0.0 | ||||||||||||||||
266,068 | 6.000%, due 09/20/38 | 286,064 | 0.0 | ||||||||||||||||
332,856 | 6.000%, due 10/20/38 | 357,983 | 0.0 | ||||||||||||||||
249,210 | 6.000%, due 11/15/38 | 279,698 | 0.0 | ||||||||||||||||
322,569 | 6.000%, due 12/15/38 | 362,550 | 0.1 | ||||||||||||||||
430,386 | 6.000%, due 12/15/38 | 483,026 | 0.1 | ||||||||||||||||
2,158,266 | 6.000%, due 07/16/39 | 2,478,000 | 0.3 | ||||||||||||||||
1,008,291 | 6.000%, due 08/15/39 | 1,142,368 | 0.1 | ||||||||||||||||
1,152,378 | 6.000%, due 08/15/39 | 1,305,589 | 0.2 | ||||||||||||||||
2,123,551 | ˆ | 6.000%, due 01/16/40 | 885,909 | 0.1 | |||||||||||||||
20,742,640 | ˆ | 6.195%, due 04/16/39 | 2,834,737 | 0.4 | |||||||||||||||
8,433,718 | ˆ | 6.343%, due 09/20/37 | 1,474,555 | 0.2 | |||||||||||||||
9,137,516 | ˆ | 6.343%, due 09/20/38 | 1,282,592 | 0.2 | |||||||||||||||
4,258,628 | ˆ | 6.345%, due 05/16/38 | 728,396 | 0.1 | |||||||||||||||
244,112 | 6.490%, due 01/15/28 | 273,910 | 0.0 | ||||||||||||||||
4,051,605 | ˆ | 6.495%, due 09/16/40 | 743,297 | 0.1 |
VOYA GNMA INCOME FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | |||||||||||||||||||
Government National Mortgage Association: (continued) | |||||||||||||||||||
93,106 | 6.500%, due 07/20/29 | $ | 107,782 | 0.0 | |||||||||||||||
69,231 | 6.500%, due 07/20/32 | 76,321 | 0.0 | ||||||||||||||||
3,212 | 6.500%, due 09/20/34 | 3,727 | 0.0 | ||||||||||||||||
83,973 | 6.500%, due 09/20/34 | 87,667 | 0.0 | ||||||||||||||||
77,437 | 6.500%, due 12/20/34 | 80,688 | 0.0 | ||||||||||||||||
121,211 | 6.500%, due 05/20/38 | 131,982 | 0.0 | ||||||||||||||||
3,395,882 | ˆ | 6.615%, due 02/16/35 | 590,530 | 0.1 | |||||||||||||||
3,762 | 6.750%, due 08/15/28 | 4,248 | 0.0 | ||||||||||||||||
519,245 | 7.000%, due 05/16/32 | 587,303 | 0.1 | ||||||||||||||||
19,520 | 7.250%, due 01/15/29 | 20,194 | 0.0 | ||||||||||||||||
3,079,152 | ˆ | 7.345%, due 05/16/31 | 597,511 | 0.1 | |||||||||||||||
1,654,805 | ˆ | 7.445%, due 10/16/29 | 361,328 | 0.1 | |||||||||||||||
28,195 | 7.500%, due 08/20/27 | 32,951 | 0.0 | ||||||||||||||||
1,195,329 | 7.500%, due 02/20/34 | 1,273,063 | 0.2 | ||||||||||||||||
4,947,236 | ˆ | 7.500%, due 04/16/37 | 1,504,918 | 0.2 | |||||||||||||||
1,225,152 | 7.500%, due 08/20/39 | 1,524,637 | 0.2 | ||||||||||||||||
1,217,133 | 7.500%, due 08/20/39 | 1,735,339 | 0.2 | ||||||||||||||||
13,428 | 7.800%, due 05/15/19 | 13,506 | 0.0 | ||||||||||||||||
1,797 | 8.000%, due 03/20/24 | 1,808 | 0.0 | ||||||||||||||||
20,894 | 8.000%, due 11/15/25 | 23,737 | 0.0 | ||||||||||||||||
36,200 | 8.000%, due 07/15/26 | 41,328 | 0.0 | ||||||||||||||||
10,945 | 8.000%, due 07/15/26 | 12,523 | 0.0 | ||||||||||||||||
66,482 | 8.000%, due 09/15/26 | 75,089 | 0.0 | ||||||||||||||||
23,008 | 8.000%, due 09/20/26 | 27,431 | 0.0 | ||||||||||||||||
19,393 | 8.000%, due 12/15/26 | 22,099 | 0.0 | ||||||||||||||||
9,788 | 8.000%, due 04/15/27 | 11,138 | 0.0 | ||||||||||||||||
5,184 | 8.000%, due 06/15/27 | 5,214 | 0.0 | ||||||||||||||||
40,387 | 8.000%, due 07/15/27 | 45,379 | 0.0 | ||||||||||||||||
13,004 | 8.000%, due 03/15/28 | 13,211 | 0.0 | ||||||||||||||||
19,334 | 8.050%, due 07/15/19 | 19,450 | 0.0 | ||||||||||||||||
93,276 | 8.843%, due 04/20/34 | 99,104 | 0.0 | ||||||||||||||||
13,887 | 9.000%, due 05/15/16 | 13,977 | 0.0 | ||||||||||||||||
3,287 | 9.500%, due 11/15/21 | 3,857 | 0.0 | ||||||||||||||||
1,491,957 | 13.990%, due 09/16/31 | 1,890,121 | 0.2 | ||||||||||||||||
75,531 | 15.687%, due 01/20/32 | 98,919 | 0.0 | ||||||||||||||||
179,340 | 19.735%, due 09/20/37 | 248,671 | 0.0 | ||||||||||||||||
454,601 | 20.535%, due 02/16/32 | 613,368 | 0.1 | ||||||||||||||||
427,446 | 24.732%, due 04/16/37 | 591,904 | 0.1 | ||||||||||||||||
715,255,710 | 87.4 | ||||||||||||||||||
Total U.S. Government Agency Obligations (Cost $879,337,417) | 885,795,577 | 108.2 | |||||||||||||||||
U.S. TREASURY OBLIGATIONS: 0.7% | |||||||||||||||||||
U.S. Treasury Bonds: 0.7% | |||||||||||||||||||
5,625,000 | 3.750%, due 11/15/43 | 5,824,513 | 0.7 | ||||||||||||||||
Total U.S. Treasury Obligations (Cost $5,696,654) | 5,824,513 | 0.7 | |||||||||||||||||
Total Investments in Securities (Cost $886,107,658) | $ | 892,564,407 | 109.0 | ||||||||||||||||
Liabilities in Excess of Other Assets | (73,762,351 | ) | (9.0 | ) | |||||||||||||||
Net Assets | $ | 818,802,056 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
## | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
W | Settlement is on a when-issued or delayed-delivery basis. |
ˆ | Interest only securities represent the right to receive the monthly interest payments on an underlying pool of mortgage loans. Principal amount shown represents the notional amount on which current interest is calculated. Payments of principal on the pool reduce the value of the interest only security. |
Cost for federal income tax purposes is $887,828,315. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 12,171,800 | ||||
Gross Unrealized Depreciation | (7,435,708 | ) | ||||
Net Unrealized Appreciation | $ | 4,736,092 |
VOYA HIGH YIELD BOND FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: 94.9% | |||||||||||||||||||
Basic Materials: 6.7% | |||||||||||||||||||
650,000 | Aleris International, Inc., 7.875%, 11/01/20 | $ | 672,750 | 0.2 | |||||||||||||||
942,000 | ArcelorMittal, 6.125%, 06/01/18 | 1,036,200 | 0.2 | ||||||||||||||||
2,500,000 | ArcelorMittal, 6.000%, 03/01/21 | 2,678,125 | 0.6 | ||||||||||||||||
250,000 | # | FMG Resources August 2006 Pty Ltd., 6.000%, 04/01/17 | 263,906 | 0.1 | |||||||||||||||
2,250,000 | # | FMG Resources August 2006 Pty Ltd., 6.875%, 04/01/22 | 2,432,813 | 0.6 | |||||||||||||||
750,000 | # | FMG Resources August 2006 Pty Ltd., 8.250%, 11/01/19 | 827,812 | 0.2 | |||||||||||||||
1,000,000 | Hexion US Finance Corp. / Hexion Nova Scotia Finance ULC, 8.875%, 02/01/18 | 1,045,000 | 0.3 | ||||||||||||||||
450,000 | Hexion US Finance Corp., 6.625%, 04/15/20 | 468,000 | 0.1 | ||||||||||||||||
2,050,000 | Huntsman International LLC, 4.875%, 11/15/20 | 2,073,063 | 0.5 | ||||||||||||||||
1,750,000 | # | INEOS Group Holdings SA, 6.125%, 08/15/18 | 1,822,188 | 0.4 | |||||||||||||||
2,000,000 | Momentive Performance Materials, Inc., 8.875%, 10/15/20 | 2,177,500 | 0.5 | ||||||||||||||||
1,000,000 | # | Neenah Paper, Inc., 5.250%, 05/15/21 | 1,000,000 | 0.2 | |||||||||||||||
1,000,000 | #, & | Orion Engineered Carbons Finance & Co. SCA, 9.250%, 08/01/19 | 1,042,500 | 0.2 | |||||||||||||||
200,000 | PolyOne Corp., 5.250%, 03/15/23 | 202,000 | 0.1 | ||||||||||||||||
275,000 | PolyOne Corp., 7.375%, 09/15/20 | 302,156 | 0.1 | ||||||||||||||||
1,250,000 | # | PQ Corp., 8.750%, 05/01/18 | 1,368,750 | 0.3 | |||||||||||||||
1,500,000 | # | Prince Mineral Holding Corp., 11.500%, 12/15/19 | 1,691,250 | 0.4 | |||||||||||||||
307,000 | # | Rain CII Carbon, LLC / CII Carbon Corp., 8.000%, 12/01/18 | 322,350 | 0.1 | |||||||||||||||
500,000 | # | Rain CII Carbon, LLC / CII Carbon Corp., 8.250%, 01/15/21 | 517,500 | 0.1 | |||||||||||||||
1,110,000 | # | SPCM SA, 6.000%, 01/15/22 | 1,182,150 | 0.3 | |||||||||||||||
1,290,000 | Tronox Finance LLC, 6.375%, 08/15/20 | 1,331,925 | 0.3 | ||||||||||||||||
1,500,000 | # | Unifrax I LLC / Unifrax Holding Co., 7.500%, 02/15/19 | 1,597,500 | 0.4 | |||||||||||||||
1,940,000 | # | US Coatings Acquisition, Inc. / Axalta Coating Systems Dutch Holding B BV, 7.375%, 05/01/21 | 2,119,450 | 0.5 | |||||||||||||||
28,174,888 | 6.7 | ||||||||||||||||||
Communications: 16.7% | |||||||||||||||||||
500,000 | # | Alcatel-Lucent USA, Inc., 4.625%, 07/01/17 | 516,250 | 0.1 | |||||||||||||||
1,000,000 | # | Alcatel-Lucent USA, Inc., 6.750%, 11/15/20 | 1,062,500 | 0.3 | |||||||||||||||
370,000 | Allbritton Communications Co., 8.000%, 05/15/18 | 388,500 | 0.1 | ||||||||||||||||
1,000,000 | # | Altice Financing SA, 6.500%, 01/15/22 | 1,057,500 | 0.2 | |||||||||||||||
1,000,000 | # | Altice Finco SA, 8.125%, 01/15/24 | 1,082,500 | 0.3 | |||||||||||||||
34,781 | # | American Media, Inc., 13.500%, 06/15/18 | 37,737 | 0.0 | |||||||||||||||
665,000 | # | Block Communications, Inc., 7.250%, 02/01/20 | 711,550 | 0.2 | |||||||||||||||
720,000 | Cablevision Systems Corp., 7.750%, 04/15/18 | 825,300 | 0.2 | ||||||||||||||||
200,000 | # | CBS Outdoor Americas Capital LLC / CBS Outdoor Americas Capital Corp., 5.250%, 02/15/22 | 205,500 | 0.0 | |||||||||||||||
200,000 | # | CBS Outdoor Americas Capital LLC / CBS Outdoor Americas Capital Corp., 5.625%, 02/15/24 | 205,500 | 0.0 | |||||||||||||||
750,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.250%, 03/15/21 | 759,375 | 0.2 | ||||||||||||||||
2,000,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 09/01/23 | 1,995,000 | 0.5 | ||||||||||||||||
650,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 6.500%, 04/30/21 | 691,437 | 0.2 | ||||||||||||||||
460,000 | CCO Holdings, LLC / CCO Holdings Capital Corp., 7.250%, 10/30/17 | 488,175 | 0.1 | ||||||||||||||||
2,050,000 | CenturyLink, Inc., 5.625%, 04/01/20 | 2,165,312 | 0.5 | ||||||||||||||||
1,750,000 | # | Cequel Communications Holdings I LLC / Cequel Capital Corp., 5.125%, 12/15/21 | 1,741,250 | 0.4 | |||||||||||||||
500,000 | # | Cequel Communications Holdings I, LLC / Cequel Capital Corp., 6.375%, 09/15/20 | 525,000 | 0.1 | |||||||||||||||
735,000 | Cincinnati Bell, Inc., 8.375%, 10/15/20 | 808,500 | 0.2 | ||||||||||||||||
800,000 | Cincinnati Bell, Inc., 8.750%, 03/15/18 | 838,500 | 0.2 |
VOYA HIGH YIELD BOND FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Communications: (continued) | |||||||||||||||||||
270,000 | Clear Channel Worldwide Holdings, Inc., 6.500%, 11/15/22 | $ | 287,888 | 0.1 | |||||||||||||||
730,000 | Clear Channel Worldwide Holdings, Inc., 6.500%, 11/15/22 | 783,838 | 0.2 | ||||||||||||||||
105,000 | Clear Channel Worldwide Holdings, Inc., 7.625%, 03/15/20 | 113,137 | 0.0 | ||||||||||||||||
1,530,000 | Clear Channel Worldwide Holdings, Inc., 7.625%, 03/15/20 | 1,660,050 | 0.4 | ||||||||||||||||
1,500,000 | #, & | CommScope Holding Co., Inc., 6.625%, 06/01/20 | 1,593,750 | 0.4 | |||||||||||||||
1,100,000 | Cricket Communications, Inc., 7.750%, 10/15/20 | 1,259,225 | 0.3 | ||||||||||||||||
1,130,000 | Crown Media Holdings, Inc., 10.500%, 07/15/19 | 1,285,375 | 0.3 | ||||||||||||||||
1,500,000 | DISH DBS Corp., 5.125%, 05/01/20 | 1,567,500 | 0.4 | ||||||||||||||||
1,070,000 | DISH DBS Corp., 5.000%, 03/15/23 | 1,080,700 | 0.3 | ||||||||||||||||
800,000 | DISH DBS Corp., 5.875%, 07/15/22 | 856,000 | 0.2 | ||||||||||||||||
1,070,000 | DISH DBS Corp., 6.750%, 06/01/21 | 1,201,075 | 0.3 | ||||||||||||||||
480,000 | DISH DBS Corp., 7.875%, 09/01/19 | 568,800 | 0.1 | ||||||||||||||||
1,000,000 | Frontier Communications Corp., 7.625%, 04/15/24 | 1,050,000 | 0.2 | ||||||||||||||||
200,000 | Frontier Communications Corp., 8.250%, 04/15/17 | 233,750 | 0.1 | ||||||||||||||||
1,750,000 | # | Gannett Co., Inc., 6.375%, 10/15/23 | 1,861,563 | 0.4 | |||||||||||||||
1,200,000 | Gray Television, Inc., 7.500%, 10/01/20 | 1,308,000 | 0.3 | ||||||||||||||||
825,000 | # | Harron Communications L.P./Harron Finance Corp., 9.125%, 04/01/20 | 936,375 | 0.2 | |||||||||||||||
500,000 | # | Intelsat Jackson Holdings SA, 5.500%, 08/01/23 | 491,875 | 0.1 | |||||||||||||||
500,000 | Intelsat Jackson Holdings SA, 7.250%, 10/15/20 | 544,375 | 0.1 | ||||||||||||||||
440,000 | Intelsat Jackson Holdings SA, 7.500%, 04/01/21 | 485,100 | 0.1 | ||||||||||||||||
2,000,000 | # | Intelsat Luxembourg SA, 7.750%, 06/01/21 | 2,112,500 | 0.5 | |||||||||||||||
18,024 | & | iPCS, Inc., 3.488%, 05/01/14 | 18,035 | 0.0 | |||||||||||||||
1,607,000 | LIN Television Corp., 6.375%, 01/15/21 | 1,711,455 | 0.4 | ||||||||||||||||
1,500,000 | Mediacom Broadband LLC / Mediacom Broadband Corp., 6.375%, 04/01/23 | 1,597,500 | 0.4 | ||||||||||||||||
285,000 | Mediacom, LLC / Mediacom Capital Corp., 9.125%, 08/15/19 | 306,375 | 0.1 | ||||||||||||||||
630,000 | MetroPCS Wireless, Inc., 6.625%, 11/15/20 | 674,888 | 0.2 | ||||||||||||||||
1,250,000 | # | Midcontinent Communications & Midcontinent Finance Corp., 6.250%, 08/01/21 | 1,306,250 | 0.3 | |||||||||||||||
1,000,000 | # | Netflix, Inc., 5.750%, 03/01/24 | 1,040,000 | 0.2 | |||||||||||||||
1,500,000 | Nexstar Broadcasting, Inc., 6.875%, 11/15/20 | 1,620,000 | 0.4 | ||||||||||||||||
1,250,000 | Nielsen Finance LLC / Nielsen Finance Co., 4.500%, 10/01/20 | 1,265,625 | 0.3 | ||||||||||||||||
1,000,000 | �� | # | Sable International Finance Ltd., 8.750%, 02/01/20 | 1,132,500 | 0.3 | ||||||||||||||
1,650,000 | Sinclair Television Group, Inc., 6.125%, 10/01/22 | 1,678,875 | 0.4 | ||||||||||||||||
3,060,000 | # | Sirius XM Radio, Inc., 5.750%, 08/01/21 | 3,197,700 | 0.8 | |||||||||||||||
1,500,000 | # | Softbank Corp., 4.500%, 04/15/20 | 1,500,000 | 0.4 | |||||||||||||||
1,400,000 | Sprint Capital Corp., 6.875%, 11/15/28 | 1,365,000 | 0.3 | ||||||||||||||||
1,000,000 | # | Sprint Corp., 7.125%, 06/15/24 | 1,052,500 | 0.2 | |||||||||||||||
2,000,000 | # | Sprint Corp., 7.250%, 09/15/21 | 2,187,500 | 0.5 | |||||||||||||||
1,000,000 | # | Sprint Corp., 7.875%, 09/15/23 | 1,102,500 | 0.3 | |||||||||||||||
500,000 | Sprint Nextel Corp., 6.000%, 11/15/22 | 511,875 | 0.1 | ||||||||||||||||
665,000 | # | Sprint Nextel Corp., 9.000%, 11/15/18 | 814,625 | 0.2 | |||||||||||||||
1,170,000 | Starz LLC / Starz Finance Corp., 5.000%, 09/15/19 | 1,213,875 | 0.3 | ||||||||||||||||
750,000 | # | Telesat Canada, 6.000%, 05/15/17 | 778,125 | 0.2 | |||||||||||||||
400,000 | T-Mobile USA, Inc., 5.250%, 09/01/18 | 424,500 | 0.1 | ||||||||||||||||
1,000,000 | T-Mobile USA, Inc., 6.125%, 01/15/22 | 1,051,250 | 0.2 | ||||||||||||||||
780,000 | T-Mobile USA, Inc., 6.250%, 04/01/21 | 827,775 | 0.2 | ||||||||||||||||
1,000,000 | T-Mobile USA, Inc., 6.633%, 04/28/21 | 1,078,750 | 0.3 | ||||||||||||||||
800,000 | T-Mobile USA, Inc., 6.731%, 04/28/22 | 860,000 | 0.2 | ||||||||||||||||
250,000 | T-Mobile USA, Inc., 6.836%, 04/28/23 | 269,063 | 0.1 | ||||||||||||||||
200,000 | # | Wind Acquisition Finance S.A., 7.250%, 02/15/18 | 212,000 | 0.0 | |||||||||||||||
500,000 | # | Wind Acquisition Finance S.A., 7.250%, 02/15/18 | 528,750 | 0.1 | |||||||||||||||
500,000 | # | Wind Acquisition Finance S.A., 11.750%, 07/15/17 | 527,500 | 0.1 | |||||||||||||||
1,093,750 | #, & | Wind Acquisition Holdings Finance SA, 12.250%, 07/15/17 | 1,151,172 | 0.3 | |||||||||||||||
70,392,225 | 16.7 |
VOYA HIGH YIELD BOND FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Consumer, Cyclical: 14.2% | |||||||||||||||||||
1,470,000 | Affinia Group, Inc., 7.750%, 05/01/21 | $ | 1,594,950 | 0.4 | |||||||||||||||
585,000 | Affinity Gaming LLC/Affinity Gaming Finance Corp., 9.000%, 05/15/18 | 628,875 | 0.2 | ||||||||||||||||
400,000 | # | Allegion US Holding Co., Inc., 5.750%, 10/01/21 | 423,000 | 0.1 | |||||||||||||||
500,000 | # | AMC Entertainment, Inc., 5.875%, 02/15/22 | 510,000 | 0.1 | |||||||||||||||
950,000 | AMC Entertainment, Inc., 9.750%, 12/01/20 | 1,099,625 | 0.3 | ||||||||||||||||
1,050,000 | Asbury Automotive Group, Inc., 8.375%, 11/15/20 | 1,181,250 | 0.3 | ||||||||||||||||
1,000,000 | # | Ashton Woods USA LLC, 6.875%, 02/15/21 | 1,002,500 | 0.2 | |||||||||||||||
1,500,000 | # | Building Materials Holding Corp., 9.000%, 09/15/18 | 1,661,250 | 0.4 | |||||||||||||||
431,000 | Burlington Coat Factory Warehouse Corp., 10.000%, 02/15/19 | 483,259 | 0.1 | ||||||||||||||||
144,000 | #, & | Burlington Holdings LLC / Burlington Holding Finance, Inc., 9.000%, 02/15/18 | 147,960 | 0.0 | |||||||||||||||
1,500,000 | # | Caesars Entertainment Operating Co., Inc., 8.000%, 10/01/20 | 1,586,250 | 0.4 | |||||||||||||||
1,000,000 | Caesars Entertainment Operating Co., Inc., 8.500%, 02/15/20 | 890,000 | 0.2 | ||||||||||||||||
1,500,000 | # | Caesars Entertainment Resort Properties LLC, 11.000%, 10/01/21 | 1,582,500 | 0.4 | |||||||||||||||
1,535,000 | # | Carlson Wagonlit BV, 6.875%, 06/15/19 | 1,646,287 | 0.4 | |||||||||||||||
1,400,000 | # | CDR DB Sub, Inc., 7.750%, 10/15/20 | 1,351,000 | 0.3 | |||||||||||||||
800,000 | Chrysler Group LLC/CG Co-Issuer, Inc., 8.250%, 06/15/21 | 909,000 | 0.2 | ||||||||||||||||
450,000 | Chrysler Group, LLC/CG Co-Issuer, Inc., 8.000%, 06/15/19 | 495,000 | 0.1 | ||||||||||||||||
1,000,000 | # | Chrysler Group LLC / CG Co-Issuer, Inc., 8.250%, 06/15/21 | 1,136,250 | 0.3 | |||||||||||||||
430,000 | DineEquity, Inc., 9.500%, 10/30/18 | 470,850 | 0.1 | ||||||||||||||||
1,500,000 | # | DreamWorks Animation SKG, Inc., 6.875%, 08/15/20 | 1,631,250 | 0.4 | |||||||||||||||
189,000 | Felcor Lodging L.P., 10.000%, 10/01/14 | 197,032 | 0.0 | ||||||||||||||||
830,000 | # | General Motors Co., 3.500%, 10/02/18 | 849,712 | 0.2 | |||||||||||||||
120,000 | # | GLP Capital L.P. / GLP Financing II, Inc., 4.375%, 11/01/18 | 123,450 | 0.0 | |||||||||||||||
460,000 | # | GLP Capital L.P. / GLP Financing II, Inc., 4.875%, 11/01/20 | 473,225 | 0.1 | |||||||||||||||
290,000 | # | GLP Capital L.P. / GLP Financing II, Inc., 5.375%, 11/01/23 | 299,425 | 0.1 | |||||||||||||||
1,440,000 | # | Hot Topic, Inc., 9.250%, 06/15/21 | 1,562,400 | 0.4 | |||||||||||||||
500,000 | # | K Hovnanian Enterprises, Inc., 7.000%, 01/15/19 | 514,062 | 0.1 | |||||||||||||||
400,000 | # | K Hovnanian Enterprises, Inc., 7.250%, 10/15/20 | 436,000 | 0.1 | |||||||||||||||
400,000 | # | K Hovnanian Enterprises, Inc., 9.125%, 11/15/20 | 451,000 | 0.1 | |||||||||||||||
645,000 | KB Home, 4.750%, 05/15/19 | 651,450 | 0.2 | ||||||||||||||||
750,000 | KB Home, 6.250%, 06/15/15 | 793,125 | 0.2 | ||||||||||||||||
1,000,000 | Meritage Homes Corp., 7.150%, 04/15/20 | 1,120,000 | 0.3 | ||||||||||||||||
1,665,000 | Meritor, Inc., 6.250%, 02/15/24 | 1,677,488 | 0.4 | ||||||||||||||||
500,000 | MGM Mirage, 7.500%, 06/01/16 | 559,375 | 0.1 | ||||||||||||||||
1,500,000 | MGM Resorts International, 7.750%, 03/15/22 | 1,747,500 | 0.4 | ||||||||||||||||
500,000 | MGM Resorts International, 8.625%, 02/01/19 | 601,250 | 0.1 | ||||||||||||||||
1,000,000 | #, & | Michaels FinCo Holdings LLC / Michaels FinCo, Inc., 7.500%, 08/01/18 | 1,035,000 | 0.2 | |||||||||||||||
1,000,000 | #, & | MISA Investments Ltd., 8.625%, 08/15/18 | 1,032,500 | 0.2 | |||||||||||||||
1,000,000 | # | NAI Entertainment Holdings / NAI Entertainment Holdings Finance Corp., 5.000%, 08/01/18 | 1,042,500 | 0.3 | |||||||||||||||
1,100,000 | NCL Corp. Ltd., 5.000%, 02/15/18 | 1,146,750 | 0.3 | ||||||||||||||||
250,000 | # | Neiman Marcus Group LLC/The, 8.000%, 10/15/21 | 275,938 | 0.1 | |||||||||||||||
1,250,000 | #, & | Neiman Marcus Group LLC/The, 8.750%, 10/15/21 | 1,387,500 | 0.3 | |||||||||||||||
1,150,000 | #, & | New Academy Finance Co., LLC / New Academy Finance Corp., 8.000%, 06/15/18 | 1,183,063 | 0.3 | |||||||||||||||
1,000,000 | # | Oshkosh Corp., 5.375%, 03/01/22 | 1,022,500 | 0.2 | |||||||||||||||
525,000 | Party City Holdings, Inc., 8.875%, 08/01/20 | 587,344 | 0.1 | ||||||||||||||||
1,000,000 | #, & | PC Nextco Holdings LLC / PC Nextco Finance, Inc., 8.750%, 08/15/19 | 1,038,750 | 0.2 | |||||||||||||||
1,020,000 | # | PNK Finance Corp., 6.375%, 08/01/21 | 1,065,900 | 0.3 | |||||||||||||||
320,000 | Regal Entertainment Group, 5.750%, 03/15/22 | 330,400 | 0.1 | ||||||||||||||||
240,000 | # | Rite Aid Corp., 6.875%, 12/15/28 | 236,400 | 0.1 | |||||||||||||||
500,000 | Royal Caribbean Cruises Ltd., 5.250%, 11/15/22 | 515,000 | 0.1 |
VOYA HIGH YIELD BOND FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Consumer, Cyclical: (continued) | |||||||||||||||||||
750,000 | # | RSI Home Products, Inc., 6.875%, 03/01/18 | $ | 808,125 | 0.2 | ||||||||||||||
750,000 | Ryland Group, Inc./The, 6.625%, 05/01/20 | 819,375 | 0.2 | ||||||||||||||||
1,351,000 | #, & | Schaeffler Holding Finance BV, 6.875%, 08/15/18 | 1,443,881 | 0.3 | |||||||||||||||
750,000 | Shea Homes L.P. / Shea Homes Funding Corp., 8.625%, 05/15/19 | 830,625 | �� | 0.2 | |||||||||||||||
1,000,000 | # | SIWF Merger Sub, Inc. / Springs Industries, Inc., 6.250%, 06/01/21 | 1,042,500 | 0.3 | |||||||||||||||
2,000,000 | Sonic Automotive, Inc., 5.000%, 05/15/23 | 1,972,500 | 0.5 | ||||||||||||||||
1,100,000 | Standard Pacific Corp., 8.375%, 01/15/21 | 1,306,250 | 0.3 | ||||||||||||||||
1,100,000 | Tops Holding Corp. / Tops Markets LLC, 8.875%, 12/15/17 | 1,207,250 | 0.3 | ||||||||||||||||
800,000 | United Continental Holdings, Inc., 6.375%, 06/01/18 | 865,000 | 0.2 | ||||||||||||||||
1,000,000 | United Continental Holdings, Inc., 6.000%, 07/15/28 | 922,500 | 0.2 | ||||||||||||||||
1,500,000 | US Airways Group, Inc., 6.125%, 06/01/18 | 1,580,625 | 0.4 | ||||||||||||||||
750,000 | # | Viking Cruises Ltd., 8.500%, 10/15/22 | 855,000 | 0.2 | |||||||||||||||
245,000 | # | WMG Acquisition Corp., 5.625%, 04/15/22 | 249,288 | 0.1 | |||||||||||||||
80,000 | # | WMG Acquisition Corp., 6.750%, 04/15/22 | 80,900 | 0.0 | |||||||||||||||
1,125,000 | Wolverine World Wide, Inc., 6.125%, 10/15/20 | 1,220,625 | 0.3 | ||||||||||||||||
59,591,539 | 14.2 | ||||||||||||||||||
Consumer, Non-cyclical: 19.2% | |||||||||||||||||||
1,250,000 | # | Albea Beauty Holdings SA, 8.375%, 11/01/19 | 1,362,500 | 0.3 | |||||||||||||||
1,665,000 | # | American Rock Salt Co., LLC/American Rock Capital Corp., 8.250%, 05/01/18 | 1,742,006 | 0.4 | |||||||||||||||
1,150,000 | Amsurg Corp., 5.625%, 11/30/20 | 1,201,750 | 0.3 | ||||||||||||||||
1,150,000 | ARAMARK Corp., 5.750%, 03/15/20 | 1,220,437 | 0.3 | ||||||||||||||||
1,750,000 | # | Ashtead Capital, Inc., 6.500%, 07/15/22 | 1,911,875 | 0.5 | |||||||||||||||
1,500,000 | Biomet, Inc., 6.500%, 10/01/20 | 1,601,250 | 0.4 | ||||||||||||||||
1,250,000 | # | Brand Energy & Infrastructure Services, Inc., 8.500%, 12/01/21 | 1,328,125 | 0.3 | |||||||||||||||
1,000,000 | #, & | Capsugel SA, 7.000%, 05/15/19 | 1,031,875 | 0.2 | |||||||||||||||
1,500,000 | # | Ceridian HCM Holding, Inc., 11.000%, 03/15/21 | 1,736,250 | 0.4 | |||||||||||||||
500,000 | # | CHS/Community Health Systems, Inc., 5.125%, 08/01/21 | 515,000 | 0.1 | |||||||||||||||
600,000 | CHS/Community Health Systems, Inc., 5.125%, 08/15/18 | 631,500 | 0.2 | ||||||||||||||||
1,000,000 | # | CHS/Community Health Systems, Inc., 6.875%, 02/01/22 | 1,050,000 | 0.2 | |||||||||||||||
190,000 | CHS/Community Health Systems, Inc., 7.125%, 07/15/20 | 206,387 | 0.0 | ||||||||||||||||
250,000 | CHS/Community Health Systems, Inc., 8.000%, 11/15/19 | 275,937 | 0.1 | ||||||||||||||||
145,000 | DaVita, Inc., 6.375%, 11/01/18 | 152,612 | 0.0 | ||||||||||||||||
745,000 | DaVita, Inc., 6.625%, 11/01/20 | 801,806 | 0.2 | ||||||||||||||||
970,000 | # | Diamond Foods, Inc., 7.000%, 03/15/19 | 1,006,375 | 0.2 | |||||||||||||||
1,000,000 | # | Dole Food Co., Inc., 7.250%, 05/01/19 | 1,006,250 | 0.2 | |||||||||||||||
1,045,000 | Eliz Arden, 7.375%, 03/15/21 | 1,128,600 | 0.3 | ||||||||||||||||
384,000 | Envision Healthcare Corp., 8.125%, 06/01/19 | 411,600 | 0.1 | ||||||||||||||||
1,465,000 | # | First Quality Finance Co., Inc., 4.625%, 05/15/21 | 1,432,037 | 0.3 | |||||||||||||||
1,610,000 | # | Grifols Worldwide Operations Ltd., 5.250%, 04/01/22 | 1,650,250 | 0.4 | |||||||||||||||
600,000 | H&E Equipment Services, Inc., 7.000%, 09/01/22 | 663,000 | 0.2 | ||||||||||||||||
3,620,000 | HCA Holdings, Inc., 6.250%, 02/15/21 | 3,884,260 | 0.9 | ||||||||||||||||
1,405,000 | HCA Holdings, Inc., 7.750%, 05/15/21 | 1,552,525 | 0.4 | ||||||||||||||||
1,330,000 | HCA, Inc., 3.750%, 03/15/19 | 1,338,312 | 0.3 | ||||||||||||||||
360,000 | HCA, Inc., 7.250%, 09/15/20 | 390,150 | 0.1 | ||||||||||||||||
1,800,000 | HCA, Inc., 7.500%, 02/15/22 | 2,061,000 | 0.5 | ||||||||||||||||
105,000 | HCA, Inc., 7.875%, 02/15/20 | 112,035 | 0.0 | ||||||||||||||||
375,000 | HDTFS, Inc., 6.250%, 10/15/22 | 403,125 | 0.1 | ||||||||||||||||
309,000 | Healthsouth Corp., 7.250%, 10/01/18 | 328,313 | 0.1 | ||||||||||||||||
1,500,000 | Hertz Corp., 6.750%, 04/15/19 | 1,614,375 | 0.4 | ||||||||||||||||
1,480,000 | Immucor, Inc., 11.125%, 08/15/19 | 1,679,800 | 0.4 | ||||||||||||||||
500,000 | #, & | Jaguar Holding Co. I, 9.375%, 10/15/17 | 528,125 | 0.1 | |||||||||||||||
500,000 | # | Jaguar Holding Co., 9.500%, 12/01/19 | 558,750 | 0.1 | |||||||||||||||
420,000 | # | JBS USA LLC / JBS USA Finance, Inc., 7.250%, 06/01/21 | 448,350 | 0.1 | |||||||||||||||
1,150,000 | # | JBS USA, LLC/JBS USA Finance, Inc., 7.250%, 06/01/21 | 1,230,500 | 0.3 | |||||||||||||||
1,000,000 | # | KeHE Distributors LLC / KeHE Finance Corp., 7.625%, 08/15/21 | 1,076,875 | 0.3 | |||||||||||||||
750,000 | Lender Processing Services, Inc., 5.750%, 04/15/23 | 803,438 | 0.2 | ||||||||||||||||
1,000,000 | # | Logo Merger Sub Corp., 8.375%, 10/15/20 | 1,067,500 | 0.3 |
VOYA HIGH YIELD BOND FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Consumer, Non-cyclical: (continued) | |||||||||||||||||||
750,000 | #, & | Michael Foods Holding, Inc., 8.500%, 07/15/18 | $ | 785,625 | 0.2 | ||||||||||||||
1,290,000 | # | MPH Acquisition Holdings LLC, 6.625%, 04/01/22 | 1,327,088 | 0.3 | |||||||||||||||
1,000,000 | # | Mustang Merger Corp., 8.500%, 08/15/21 | 1,100,000 | 0.3 | |||||||||||||||
545,000 | # | Neff Rental, LLC/Neff Finance Corp., 9.625%, 05/15/16 | 569,525 | 0.1 | |||||||||||||||
750,000 | # | Nord Anglia Education UK Holdings PLC, 10.250%, 04/01/17 | 840,000 | 0.2 | |||||||||||||||
800,000 | #, & | Nord Anglia Education, Inc., 8.500%, 02/15/18 | 860,000 | 0.2 | |||||||||||||||
620,000 | Omnicare, Inc., 7.750%, 06/01/20 | 685,100 | 0.2 | ||||||||||||||||
1,224,000 | # | Physio-Control International, Inc., 9.875%, 01/15/19 | 1,380,060 | 0.3 | |||||||||||||||
1,130,000 | Prestige Brands, Inc., 8.125%, 02/01/20 | 1,272,663 | 0.3 | ||||||||||||||||
1,250,000 | Reynolds Group Issuer, Inc., 8.250%, 02/15/21 | 1,370,313 | 0.3 | ||||||||||||||||
500,000 | Reynolds Group Issuer, Inc., 9.000%, 04/15/19 | 537,500 | 0.1 | ||||||||||||||||
750,000 | Reynolds Group Issuer, Inc., 9.875%, 08/15/19 | 841,875 | 0.2 | ||||||||||||||||
500,000 | RR Donnelley & Sons Co., 6.500%, 11/15/23 | 530,625 | 0.1 | ||||||||||||||||
500,000 | RR Donnelley & Sons Co., 7.000%, 02/15/22 | 552,500 | 0.1 | ||||||||||||||||
750,000 | RR Donnelley & Sons Co., 7.875%, 03/15/21 | 862,500 | 0.2 | ||||||||||||||||
190,000 | United Rentals North America, Inc., 8.250%, 02/01/21 | 213,513 | 0.1 | ||||||||||||||||
1,495,000 | # | Safway Group Holding LLC / Safway Finance Corp., 7.000%, 05/15/18 | 1,599,650 | 0.4 | |||||||||||||||
1,500,000 | # | Salix Pharmaceuticals Ltd, 6.000%, 01/15/21 | 1,605,000 | 0.4 | |||||||||||||||
1,000,000 | Select Medical Corp., 6.375%, 06/01/21 | 1,020,000 | 0.2 | ||||||||||||||||
500,000 | # | Select Medical Corp., 6.375%, 06/01/21 | 510,000 | 0.1 | |||||||||||||||
420,000 | ServiceMaster Co., 7.450%, 08/15/27 | 403,725 | 0.1 | ||||||||||||||||
1,050,000 | # | Shearer’s Foods, LLC / Chip Fin Corp., 9.000%, 11/01/19 | 1,152,375 | 0.3 | |||||||||||||||
1,100,000 | Spectrum Brands, Inc., 6.375%, 11/15/20 | 1,196,250 | 0.3 | ||||||||||||||||
1,280,000 | # | STHI Holding Corp., 8.000%, 03/15/18 | 1,358,400 | 0.3 | |||||||||||||||
1,000,000 | # | Tenet Healthcare Corp., 6.000%, 10/01/20 | 1,071,875 | 0.3 | |||||||||||||||
1,095,000 | Tenet Healthcare Corp., 6.250%, 11/01/18 | 1,212,028 | 0.3 | ||||||||||||||||
1,000,000 | Tenet Healthcare Corp., 8.125%, 04/01/22 | 1,120,000 | 0.3 | ||||||||||||||||
750,000 | Truven Health Analytics, Inc., 10.625%, 06/01/20 | 855,000 | 0.2 | ||||||||||||||||
165,000 | United Rentals North America, Inc., 5.750%, 07/15/18 | 177,375 | 0.0 | ||||||||||||||||
500,000 | United Rentals North America, Inc., 6.125%, 06/15/23 | 532,500 | 0.1 | ||||||||||||||||
385,000 | United Rentals North America, Inc., 7.375%, 05/15/20 | 426,869 | 0.1 | ||||||||||||||||
285,000 | United Rentals North America, Inc., 7.625%, 04/15/22 | 320,981 | 0.1 | ||||||||||||||||
875,000 | United Surgical Partners International, Inc., 9.000%, 04/01/20 | 975,625 | 0.2 | ||||||||||||||||
1,000,000 | Universal Hospital Services, Inc., 7.625%, 08/15/20 | 1,075,000 | 0.3 | ||||||||||||||||
1,250,000 | US Foods, Inc., 8.500%, 06/30/19 | 1,354,063 | 0.3 | ||||||||||||||||
1,000,000 | # | Valeant Pharmaceuticals International, Inc., 7.500%, 07/15/21 | 1,130,000 | 0.3 | |||||||||||||||
1,500,000 | # | Valeant Pharmaceuticals International, 6.750%, 08/15/18 | 1,657,500 | 0.4 | |||||||||||||||
1,025,000 | # | Valeant Pharmaceuticals International, 6.750%, 08/15/21 | 1,109,563 | 0.3 | |||||||||||||||
490,000 | # | VPI Escrow Corp., 6.375%, 10/15/20 | 531,650 | 0.1 | |||||||||||||||
1,500,000 | WellCare Health Plans, Inc., 5.750%, 11/15/20 | 1,582,500 | 0.4 | ||||||||||||||||
80,851,671 | 19.2 | ||||||||||||||||||
Diversified: 0.3% | |||||||||||||||||||
1,150,000 | & | Alphabet Holding Co., Inc., 7.750%, 11/01/17 | 1,190,250 | 0.3 | |||||||||||||||
Energy: 14.8% | |||||||||||||||||||
1,055,000 | Alta Mesa Holdings / Alta Mesa Finance Services Corp., 9.625%, 10/15/18 | 1,139,400 | 0.3 | ||||||||||||||||
1,500,000 | Approach Resources, Inc., 7.000%, 06/15/21 | 1,552,500 | 0.4 | ||||||||||||||||
1,035,000 | Arch Coal, Inc., 7.250%, 06/15/21 | 786,600 | 0.2 | ||||||||||||||||
1,000,000 | # | Arch Coal, Inc., 8.000%, 01/15/19 | 1,002,500 | 0.2 | |||||||||||||||
421,000 | Berry Petroleum Co., 10.250%, 06/01/14 | 426,789 | 0.1 | ||||||||||||||||
1,600,000 | Bonanza Creek Energy, Inc., 6.750%, 04/15/21 | 1,716,000 | 0.4 | ||||||||||||||||
1,290,000 | # | Calumet Specialty Products Partners L.P./Calumet Finance Corp., 6.500%, 04/15/21 | 1,302,900 | 0.3 | |||||||||||||||
100,000 | Calumet Specialty Products Partners L.P./Calumet Finance Corp., 7.625%, 01/15/22 | 106,375 | 0.0 | ||||||||||||||||
425,000 | Calumet Specialty Products Partners L.P./Calumet Finance Corp., 9.375%, 05/01/19 | 484,500 | 0.1 |
VOYA HIGH YIELD BOND FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Energy: (continued) | |||||||||||||||||||
825,000 | Calumet Specialty Products Partners L.P./Calumet Finance Corp., 9.375%, 05/01/19 | $ | 940,500 | 0.2 | |||||||||||||||
400,000 | Calumet Specialty Products Partners L.P./Calumet Finance Corp., 9.625%, 08/01/20 | 461,000 | 0.1 | ||||||||||||||||
750,000 | Chaparral Energy, Inc., 7.625%, 11/15/22 | 815,625 | 0.2 | ||||||||||||||||
895,000 | Chaparral Energy, Inc., 8.250%, 09/01/21 | 988,975 | 0.2 | ||||||||||||||||
1,525,000 | Chesapeake Energy Corp., 6.125%, 02/15/21 | 1,669,875 | 0.4 | ||||||||||||||||
1,200,000 | Chesapeake Energy Corp., 6.625%, 08/15/20 | 1,353,000 | 0.3 | ||||||||||||||||
1,000,000 | Clayton Williams Energy, Inc., 7.750%, 04/01/19 | 1,067,500 | 0.3 | ||||||||||||||||
970,000 | Cloud Peak Energy Resources LLC / Cloud Peak Energy Finance Corp., 6.375%, 03/15/24 | 999,100 | 0.2 | ||||||||||||||||
1,500,000 | # | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 6.125%, 03/01/22 | 1,575,000 | 0.4 | |||||||||||||||
1,800,000 | # | CrownRock L.P. / CrownRock Finance, Inc., 7.125%, 04/15/21 | 1,917,000 | 0.5 | |||||||||||||||
625,000 | El Paso Corp., 7.250%, 06/01/18 | 714,287 | 0.2 | ||||||||||||||||
1,200,000 | Energy Transfer Equity L.P., 7.500%, 10/15/20 | 1,378,500 | 0.3 | ||||||||||||||||
1,500,000 | # | Energy XXI Gulf Coast, Inc., 7.500%, 12/15/21 | 1,578,750 | 0.4 | |||||||||||||||
750,000 | EPL Oil & Gas, Inc., 8.250%, 02/15/18 | 815,625 | 0.2 | ||||||||||||||||
1,000,000 | Genesis Energy L.P. / Genesis Energy Finance Corp., 5.750%, 02/15/21 | 1,040,000 | 0.2 | ||||||||||||||||
1,550,000 | Halcon Resources Corp., 8.875%, 05/15/21 | 1,615,875 | 0.4 | ||||||||||||||||
875,000 | # | Hilcorp Energy I L.P./Hilcorp Finance Co., 8.000%, 02/15/20 | 951,562 | 0.2 | |||||||||||||||
325,000 | # | Jones Energy Holdings LLC / Jones Energy Finance Corp., 6.750%, 04/01/22 | 331,500 | 0.1 | |||||||||||||||
750,000 | Kodiak Oil & Gas Corp., 5.500%, 01/15/21 | 773,437 | 0.2 | ||||||||||||||||
250,000 | Kodiak Oil & Gas Corp., 5.500%, 02/01/22 | 257,187 | 0.1 | ||||||||||||||||
500,000 | # | Laredo Petroleum, Inc., 5.625%, 01/15/22 | 506,875 | 0.1 | |||||||||||||||
1,000,000 | Legacy Reserves L.P. / Legacy Reserves Finance Corp., 6.625%, 12/01/21 | 1,002,500 | 0.2 | ||||||||||||||||
500,000 | Legacy Reserves L.P. / Legacy Reserves Finance Corp., 8.000%, 12/01/20 | 537,500 | 0.1 | ||||||||||||||||
1,345,000 | # | Linn Energy, LLC/Linn Energy Finance Corp., 7.250%, 11/01/19 | 1,408,887 | 0.3 | |||||||||||||||
525,000 | Linn Energy, LLC/Linn Energy Finance Corp., 7.750%, 02/01/21 | 567,000 | 0.1 | ||||||||||||||||
1,000,000 | Memorial Production Partners L.P. / Memorial Production Finance Corp., 7.625%, 05/01/21 | 1,060,000 | 0.3 | ||||||||||||||||
1,000,000 | # | Murray Energy Corp., 8.625%, 06/15/21 | 1,057,500 | 0.3 | |||||||||||||||
215,000 | Oasis Petroleum, Inc., 6.500%, 11/01/21 | 232,200 | 0.1 | ||||||||||||||||
500,000 | Oasis Petroleum, Inc., 6.875%, 01/15/23 | 545,000 | 0.1 | ||||||||||||||||
500,000 | # | Oasis Petroleum, Inc., 6.875%, 03/15/22 | 543,750 | 0.1 | |||||||||||||||
405,000 | Oasis Petroleum, Inc., 7.250%, 02/01/19 | 435,375 | 0.1 | ||||||||||||||||
925,000 | # | PetroBakken Energy Ltd., 8.625%, 02/01/20 | 929,625 | 0.2 | |||||||||||||||
700,000 | QR Energy L.P. / QRE Finance Corp., 9.250%, 08/01/20 | 752,500 | 0.2 | ||||||||||||||||
1,000,000 | Regency Energy Partners L.P. / Regency Energy Finance Corp., 4.500%, 11/01/23 | 935,000 | 0.2 | ||||||||||||||||
1,000,000 | Rex Energy Corp., 8.875%, 12/01/20 | 1,110,000 | 0.3 | ||||||||||||||||
1,750,000 | # | RKI Exploration & Production LLC / RKI Finance Corp., 8.500%, 08/01/21 | 1,898,750 | 0.5 | |||||||||||||||
1,815,000 | Rosetta Resources, Inc., 5.625%, 05/01/21 | 1,864,913 | 0.4 | ||||||||||||||||
1,595,000 | # | Sanchez Energy Corp., 7.750%, 06/15/21 | 1,710,638 | 0.4 | |||||||||||||||
1,100,000 | SandRidge Energy, Inc., 7.500%, 02/15/23 | 1,171,500 | 0.3 | ||||||||||||||||
500,000 | SandRidge Energy, Inc., 7.500%, 03/15/21 | 536,250 | 0.1 | ||||||||||||||||
450,000 | SandRidge Energy, Inc., 8.125%, 10/15/22 | 492,750 | 0.1 | ||||||||||||||||
1,000,000 | SemGroup Corp., 7.500%, 06/15/21 | 1,090,000 | 0.3 | ||||||||||||||||
500,000 | # | SM Energy Co., 5.000%, 01/15/24 | 488,750 | 0.1 | |||||||||||||||
600,000 | SM Energy Co., 6.500%, 01/01/23 | 643,500 | 0.2 | ||||||||||||||||
1,500,000 | Stone Energy Corp., 7.500%, 11/15/22 | 1,631,250 | 0.4 | ||||||||||||||||
1,000,000 | # | Summit Midstream Holdings LLC / Summit Midstream Finance Corp., 7.500%, 07/01/21 | 1,075,000 | 0.3 | |||||||||||||||
500,000 | # | SunCoke Energy Partners L.P. / SunCoke Energy Partners Finance Corp., 7.375%, 02/01/20 | 538,750 | 0.1 |
VOYA HIGH YIELD BOND FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Energy: (continued) | |||||||||||||||||||
390,000 | SunCoke Energy, Inc., 7.625%, 08/01/19 | $ | 418,275 | 0.1 | |||||||||||||||
1,645,000 | # | Talos Production LLC, 9.750%, 02/15/18 | 1,731,363 | 0.4 | |||||||||||||||
2,000,000 | Tesoro Corp., 4.250%, 10/01/17 | 2,110,000 | 0.5 | ||||||||||||||||
1,250,000 | Tesoro Logistics L.P. / Tesoro Logistics Finance Corp., 6.125%, 10/15/21 | 1,331,250 | 0.3 | ||||||||||||||||
780,000 | Westmoreland Coal Co/Westmoreland Partners, 10.750%, 02/01/18 | 854,100 | 0.2 | ||||||||||||||||
1,000,000 | # | Westmoreland Escrow Corp., 10.750%, 02/01/18 | 1,095,000 | 0.3 | |||||||||||||||
62,067,613 | 14.8 | ||||||||||||||||||
Financial: 4.8% | |||||||||||||||||||
500,000 | Ally Financial, Inc., 3.125%, 01/15/16 | 511,749 | 0.1 | ||||||||||||||||
1,000,000 | Ally Financial, Inc., 3.500%, 01/27/19 | 1,001,250 | 0.2 | ||||||||||||||||
1,500,000 | Ally Financial, Inc., 7.500%, 09/15/20 | 1,788,750 | 0.4 | ||||||||||||||||
735,000 | Ally Financial, Inc., 8.000%, 03/15/20 | 889,350 | 0.2 | ||||||||||||||||
455,000 | Ally Financial, Inc., 8.300%, 02/12/15 | 482,016 | 0.1 | ||||||||||||||||
540,000 | American General Finance Corp., 5.400%, 12/01/15 | 567,000 | 0.1 | ||||||||||||||||
200,000 | # | Boyd Acquisition Sub, LLC/Boyd Acquisition Finance Corp., 8.375%, 02/15/18 | 217,000 | 0.1 | |||||||||||||||
500,000 | # | C-B Stage I, Inc., 8.750%, 12/15/19 | 555,000 | 0.1 | |||||||||||||||
520,000 | CIT Group, Inc., 4.250%, 08/15/17 | 546,000 | 0.1 | ||||||||||||||||
1,000,000 | CIT Group, Inc., 5.250%, 03/15/18 | 1,078,750 | 0.3 | ||||||||||||||||
250,000 | CIT Group, Inc., 5.375%, 05/15/20 | 269,375 | 0.1 | ||||||||||||||||
250,000 | CIT Group, Inc., 5.000%, 05/15/17 | 268,437 | 0.1 | ||||||||||||||||
810,000 | CIT Group, Inc., 5.000%, 08/15/22 | 843,922 | 0.2 | ||||||||||||||||
290,000 | # | CIT Group, Inc., 6.625%, 04/01/18 | 325,887 | 0.1 | |||||||||||||||
1,150,000 | # | CNG Holdings, Inc./OH, 9.375%, 05/15/20 | 1,063,750 | 0.3 | |||||||||||||||
1,150,000 | Crown Castle International Corp., 5.250%, 01/15/23 | 1,174,437 | 0.3 | ||||||||||||||||
1,000,000 | # | Icahn Enterprises L.P. / Icahn Enterprises Finance Corp., 4.875%, 03/15/19 | 1,020,000 | 0.2 | |||||||||||||||
1,000,000 | # | Icahn Enterprises L.P. / Icahn Enterprises Finance Corp., 6.000%, 08/01/20 | 1,065,000 | 0.3 | |||||||||||||||
1,115,000 | International Lease Finance Corp., 5.875%, 08/15/22 | 1,183,294 | 0.3 | ||||||||||||||||
510,000 | International Lease Finance Corp., 6.250%, 05/15/19 | 564,825 | 0.1 | ||||||||||||||||
470,000 | International Lease Finance Corp., 8.250%, 12/15/20 | 569,834 | 0.1 | ||||||||||||||||
500,000 | # | Realogy Corp., 7.625%, 01/15/20 | 558,750 | 0.1 | |||||||||||||||
770,000 | # | Realogy Corp., 7.875%, 02/15/19 | 834,488 | 0.2 | |||||||||||||||
1,000,000 | #, & | Sophia Holding Finance L.P. / Sophia Holding Finance, Inc., 9.625%, 12/01/18 | 1,052,500 | 0.2 | |||||||||||||||
595,000 | Springleaf Finance Corp., 6.900%, 12/15/17 | 655,988 | 0.2 | ||||||||||||||||
1,200,000 | Synovus Financial Corp., 5.125%, 06/15/17 | 1,263,000 | 0.3 | ||||||||||||||||
20,350,352 | 4.8 | ||||||||||||||||||
Industrial: 9.7% | |||||||||||||||||||
1,100,000 | # | Accudyne Industries Borrower / Accudyne Industries LLC, 7.750%, 12/15/20 | 1,190,750 | 0.3 | |||||||||||||||
1,509,000 | ADS Waste Holdings, Inc., 8.250%, 10/01/20 | 1,648,582 | 0.4 | ||||||||||||||||
444,000 | # | Ainsworth Lumber Co. Ltd., 7.500%, 12/15/17 | 476,190 | 0.1 | |||||||||||||||
1,165,000 | Anixter, Inc., 5.625%, 05/01/19 | 1,246,550 | 0.3 | ||||||||||||||||
88,235 | # | Ardagh Packaging Finance PLC, 7.000%, 11/15/20 | 93,309 | 0.0 | |||||||||||||||
745,000 | # | Ardagh Packaging Finance Plc, 9.125%, 10/15/20 | 834,400 | 0.2 | |||||||||||||||
1,000,000 | # | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 6.750%, 01/31/21 | 1,047,500 | 0.2 | |||||||||||||||
1,480,000 | # | BC Mountain LLC / BC Mountain Finance, Inc., 7.000%, 02/01/21 | 1,472,600 | 0.3 | |||||||||||||||
250,000 | # | Beverage Packaging Holdings Luxembourg II SA / Beverage Packaging Holdings II Is, 6.000%, 06/15/17 | 259,375 | 0.1 | |||||||||||||||
1,045,500 | #, & | BOE Intermediate Holding Corp., 9.000%, 11/01/17 | 1,140,248 | 0.3 | |||||||||||||||
750,000 | #, & | BOE Merger Corp., 9.500%, 11/01/17 | 798,750 | 0.2 | |||||||||||||||
500,000 | Boise Cascade Co., 6.375%, 11/01/20 | 538,750 | 0.1 | ||||||||||||||||
700,000 | # | Bombardier, Inc., 4.250%, 01/15/16 | 731,500 | 0.2 | |||||||||||||||
165,000 | # | Building Materials Corp. of America, 6.750%, 05/01/21 | 179,438 | 0.0 | |||||||||||||||
335,000 | # | Building Materials Corp. of America, 7.500%, 03/15/20 | 362,638 | 0.1 | |||||||||||||||
1,000,000 | # | Cleaver-Brooks, Inc., 8.750%, 12/15/19 | 1,110,000 | 0.3 |
VOYA HIGH YIELD BOND FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Industrial: (continued) | |||||||||||||||||||
1,700,000 | # | Consolidated Container Co., LLC/Consolidated Container Capital, Inc., 10.125%, 07/15/20 | $ | 1,814,750 | 0.4 | ||||||||||||||
500,000 | Covanta Holding Corp., 5.875%, 03/01/24 | 510,451 | 0.1 | ||||||||||||||||
670,000 | Covanta Holding Corp., 7.250%, 12/01/20 | 735,325 | 0.2 | ||||||||||||||||
1,000,000 | # | CTP Transportation Products LLC / CTP Finance, Inc., 8.250%, 12/15/19 | 1,082,500 | 0.3 | |||||||||||||||
1,000,000 | # | Darling Escrow Corp., 5.375%, 01/15/22 | 1,028,750 | 0.2 | |||||||||||||||
1,250,000 | # | Dematic SA / DH Services Luxembourg Sarl, 7.750%, 12/15/20 | 1,340,625 | 0.3 | |||||||||||||||
860,000 | Ducommun, Inc., 9.750%, 07/15/18 | 967,500 | 0.2 | ||||||||||||||||
200,000 | # | Emeco Pty Ltd., 9.875%, 03/15/19 | 206,500 | 0.0 | |||||||||||||||
605,000 | Florida East Coast Railway Corp., 8.125%, 02/01/17 | 632,981 | 0.2 | ||||||||||||||||
1,250,000 | # | Gardner Denver, Inc., 6.875%, 08/15/21 | 1,293,750 | 0.3 | |||||||||||||||
1,000,000 | Headwaters, Inc., 7.625%, 04/01/19 | 1,082,500 | 0.3 | ||||||||||||||||
500,000 | # | Headwaters, Inc., 7.250%, 01/15/19 | 523,750 | 0.1 | |||||||||||||||
1,000,000 | & | Interline Brands, Inc., 10.000%, 11/15/18 | 1,092,500 | 0.3 | |||||||||||||||
880,000 | # | JM Huber Corp., 9.875%, 11/01/19 | 1,016,400 | 0.2 | |||||||||||||||
1,110,000 | Kemet Corp., 10.500%, 05/01/18 | 1,168,275 | 0.3 | ||||||||||||||||
509,000 | Martin Midstream Partners L.P. / Martin Midstream Finance Corp., 8.875%, 04/01/18 | 531,589 | 0.1 | ||||||||||||||||
285,000 | # | Mcron Finance Sub, LLC / Mcron Finance Corp., 8.375%, 05/15/19 | 316,350 | 0.1 | |||||||||||||||
500,000 | # | Milacron LLC / Mcron Finance Corp., 7.750%, 02/15/21 | 542,500 | 0.1 | |||||||||||||||
1,100,000 | Nortek, Inc., 8.500%, 04/15/21 | 1,234,750 | 0.3 | ||||||||||||||||
1,500,000 | # | Plastipak Holdings, Inc., 6.500%, 10/01/21 | 1,580,625 | 0.4 | |||||||||||||||
1,750,000 | # | Roofing Supply Group, LLC / Roofing Supply Finance, Inc., 10.000%, 06/01/20 | 1,973,125 | 0.5 | |||||||||||||||
310,000 | SPX Corp., 6.875%, 09/01/17 | 353,400 | 0.1 | ||||||||||||||||
1,470,000 | # | Syncreon Group BV / Syncreon Global Finance US, Inc., 8.625%, 11/01/21 | 1,539,825 | 0.4 | |||||||||||||||
2,000,000 | TransDigm, Inc., 7.750%, 12/15/18 | 2,155,000 | 0.5 | ||||||||||||||||
1,250,000 | # | Waterjet Holdings, Inc., 7.625%, 02/01/20 | 1,328,125 | 0.3 | |||||||||||||||
1,500,000 | # | Wise Metals Group LLC / Wise Alloys Finance Corp., 8.750%, 12/15/18 | 1,616,250 | 0.4 | |||||||||||||||
40,798,676 | 9.7 | ||||||||||||||||||
Technology: 6.4% | |||||||||||||||||||
1,000,000 | # | ACI Worldwide, Inc., 6.375%, 08/15/20 | 1,056,250 | 0.3 | |||||||||||||||
1,545,000 | # | Activision Blizzard, Inc., 6.125%, 09/15/23 | 1,685,981 | 0.4 | |||||||||||||||
1,555,000 | Aspect Software, Inc., 10.625%, 05/15/17 | 1,652,187 | 0.4 | ||||||||||||||||
750,000 | # | Audatex North America, Inc., 6.125%, 11/01/23 | 801,563 | 0.2 | |||||||||||||||
335,000 | # | Audatex North America, Inc., 6.000%, 06/15/21 | 359,287 | 0.1 | |||||||||||||||
1,290,000 | # | BCP Singapore VI Cayman Financing Co. Ltd., 8.000%, 04/15/21 | 1,315,800 | 0.3 | |||||||||||||||
1,750,000 | # | BMC Software Finance, Inc., 8.125%, 07/15/21 | 1,850,625 | 0.4 | |||||||||||||||
1,575,000 | CDW, LLC / CDW Finance Corp., 8.500%, 04/01/19 | 1,732,500 | 0.4 | ||||||||||||||||
22,000 | CDW, LLC / CDW Finance Corp., 12.535%, 10/12/17 | 23,100 | 0.0 | ||||||||||||||||
1,000,000 | #, & | Eagle Midco, Inc., 9.000%, 06/15/18 | 1,055,000 | 0.2 | |||||||||||||||
1,795,000 | Emdeon, Inc., 11.000%, 12/31/19 | 2,093,419 | 0.5 | ||||||||||||||||
645,000 | # | Entegris, Inc., 6.000%, 04/01/22 | 661,125 | 0.2 | |||||||||||||||
1,050,000 | Epicor Software Corp., 8.625%, 05/01/19 | 1,153,688 | 0.3 | ||||||||||||||||
1,200,000 | # | First Data Corp., 6.750%, 11/01/20 | 1,296,000 | 0.3 | |||||||||||||||
145,000 | # | First Data Corp., 8.250%, 01/15/21 | 158,050 | 0.0 | |||||||||||||||
646,000 | #, & | First Data Corp., 8.750%, 01/15/22 | 708,985 | 0.2 | |||||||||||||||
1,850,000 | First Data Corp., 10.625%, 06/15/21 | 2,090,500 | 0.5 | ||||||||||||||||
750,000 | First Data Corp., 11.750%, 08/15/21 | 791,250 | 0.2 | ||||||||||||||||
1,000,000 | #, & | Healthcare Technology Intermediate, Inc., 7.375%, 09/01/18 | 1,020,000 | 0.2 | |||||||||||||||
665,000 | # | iGATE Corp., 4.750%, 04/15/19 | 670,819 | 0.2 | |||||||||||||||
750,000 | # | IMS Health, Inc., 6.000%, 11/01/20 | 791,250 | 0.2 | |||||||||||||||
355,000 | Infor US, Inc., 9.375%, 04/01/19 | 401,594 | 0.1 | ||||||||||||||||
500,000 | Infor US, Inc., 11.500%, 07/15/18 | 581,250 | 0.1 | ||||||||||||||||
620,000 | MedAssets, Inc., 8.000%, 11/15/18 | 666,500 | 0.2 | ||||||||||||||||
1,300,000 | # | NCR Escrow Corp., 6.375%, 12/15/23 | 1,387,750 | 0.3 | |||||||||||||||
200,000 | # | NCR Escrow Corp., 5.875%, 12/15/21 | 211,500 | �� | 0.0 | ||||||||||||||
525,000 | SSI Investments II/SSI Co-Issuer, LLC, 11.125%, 06/01/18 | 562,406 | 0.1 |
VOYA HIGH YIELD BOND FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Technology: (continued) | |||||||||||||||||||
300,000 | Unisys Corp., 6.250%, 08/15/17 | $ | 328,875 | 0.1 | |||||||||||||||
27,107,254 | 6.4 | ||||||||||||||||||
Utilities: 2.1% | |||||||||||||||||||
710,000 | AES Corp., 7.375%, 07/01/21 | 812,950 | 0.2 | ||||||||||||||||
1,271,000 | # | Calpine Corp., 7.500%, 02/15/21 | 1,394,922 | 0.3 | |||||||||||||||
366,000 | # | Calpine Corp., 7.875%, 07/31/20 | 404,430 | 0.1 | |||||||||||||||
500,000 | DPL, Inc., 6.500%, 10/15/16 | 542,500 | 0.1 | ||||||||||||||||
1,000,000 | DPL, Inc., 7.250%, 10/15/21 | 1,037,500 | 0.3 | ||||||||||||||||
1,500,000 | # | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/23 | 1,608,750 | 0.4 | |||||||||||||||
1,000,000 | # | NRG Energy, Inc., 6.250%, 07/15/22 | 1,032,500 | 0.3 | |||||||||||||||
830,000 | NRG Energy, Inc., 7.625%, 05/15/19 | 867,350 | 0.2 | ||||||||||||||||
830,000 | NRG Energy, Inc., 7.875%, 05/15/21 | 917,150 | 0.2 | ||||||||||||||||
8,618,052 | 2.1 | ||||||||||||||||||
Total Corporate Bonds/Notes (Cost $381,813,167) | 399,142,520 | 94.9 | |||||||||||||||||
ASSET-BACKED SECURITIES: 0.3% | |||||||||||||||||||
Other Asset-Backed Securities: 0.3% | |||||||||||||||||||
1,000,000 | # | Castle Garden Funding, 6.560%, 10/27/20 | 1,084,188 | 0.3 | |||||||||||||||
Total Asset-Backed Securities (Cost $997,500) | 1,084,188 | 0.3 |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 0.0% | |||||||||||||||||||
Consumer Discretionary: 0.0% | |||||||||||||||||||
195 | @ | American Media, Inc. | 97 | 0.0 | |||||||||||||||
5,810 | @,X | American Media, Inc., Stock Certificates | 1 | 0.0 | |||||||||||||||
Total Common Stock (Cost $136,656) | 98 | 0.0 | |||||||||||||||||
Total Long-Term Investments (Cost $382,947,323) | 400,226,806 | 95.2 | |||||||||||||||||
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
SHORT-TERM INVESTMENTS: 2.7% | |||||||||||||||||||
Commercial Paper: 1.7% | |||||||||||||||||||
3,100,000 | American Electric Power Company, Inc., 0.220%, 04/04/14 | 3,099,924 | 0.7 | ||||||||||||||||
4,000,000 | Virgin Electric & Power Co., 0.200%, 04/28/14 | 3,999,378 | 1.0 | ||||||||||||||||
7,099,302 | 1.7 | ||||||||||||||||||
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
Mutual Funds: 1.0% | |||||||||||||||||||
4,072,756 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.030%†† (Cost $4,072,756) | 4,072,756 | 1.0 | ||||||||||||||||
Total Short-Term Investments (Cost $11,172,058) | 11,172,058 | 2.7 | |||||||||||||||||
Total Investments in Securities (Cost $394,119,381) | $ | 411,398,864 | 97.9 | ||||||||||||||||
Assets in Excess of Other Liabilities | 8,971,913 | 2.1 | |||||||||||||||||
Net Assets | $ | 420,370,777 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of March 31, 2014. |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
@ | Non-income producing security |
& | Payment-in-kind |
X | Fair value determined by Voya funds Valuation Committee appointed by the Funds’ Board of Directors/Trustees. |
Cost for federal income tax purposes is $394,121,596. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 18,060,833 | ||||
Gross Unrealized Depreciation | (783,565 | ) | ||||
Net Unrealized Appreciation | $ | 17,277,268 |
VOYA INTERMEDIATE BOND FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: 28.5% | |||||||||||||||||||
Basic Materials: 2.4% | |||||||||||||||||||
2,564,000 | # | Anglo American Capital PLC, 2.625%, 09/27/17 | $ | 2,605,942 | 0.2 | ||||||||||||||
2,000,000 | ArcelorMittal, 6.000%, 03/01/21 | 2,142,500 | 0.1 | ||||||||||||||||
982,000 | L | Barrick Gold Corp., 2.500%, 05/01/18 | 979,373 | 0.1 | |||||||||||||||
1,373,000 | Barrick Gold Corp., 4.100%, 05/01/23 | 1,305,080 | 0.1 | ||||||||||||||||
1,484,000 | BHP Billiton Finance USA Ltd, 5.000%, 09/30/43 | 1,576,539 | 0.1 | ||||||||||||||||
1,531,000 | CF Industries, Inc., 5.375%, 03/15/44 | 1,602,221 | 0.1 | ||||||||||||||||
1,660,000 | Chemtura Corp., 5.750%, 07/15/21 | 1,730,550 | 0.1 | ||||||||||||||||
1,500,000 | # | EuroChem Mineral & Chemical Co. OJSC via EuroChem GI Ltd., 5.125%, 12/12/17 | 1,466,250 | 0.1 | |||||||||||||||
2,110,000 | #, L | FMG Resources August 2006 Pty Ltd., 6.875%, 04/01/22 | 2,281,437 | 0.1 | |||||||||||||||
1,649,000 | Freeport-McMoRan Copper & Gold, Inc., 2.375%, 03/15/18 | 1,646,213 | 0.1 | ||||||||||||||||
1,334,000 | # | Georgia-Pacific LLC, 3.734%, 07/15/23 | 1,327,361 | 0.1 | |||||||||||||||
1,126,000 | Goldcorp, Inc., 3.700%, 03/15/23 | 1,063,588 | 0.1 | ||||||||||||||||
2,010,000 | Huntsman International LLC, 4.875%, 11/15/20 | 2,032,612 | 0.1 | ||||||||||||||||
2,921,000 | # | Kinross Gold Corp., 5.950%, 03/15/24 | 2,932,179 | 0.2 | |||||||||||||||
1,378,000 | LYB International Finance BV, 4.000%, 07/15/23 | 1,408,257 | 0.1 | ||||||||||||||||
1,770,000 | # | Mexichem SAB de CV, 4.875%, 09/19/22 | 1,774,425 | 0.1 | |||||||||||||||
3,150,000 | MMC Norilsk Nickel OJSC via MMC Finance Ltd., 5.550%, 10/28/20 | 3,110,625 | 0.2 | ||||||||||||||||
1,655,000 | # | NOVA Chemicals Corp., 5.250%, 08/01/23 | 1,777,056 | 0.1 | |||||||||||||||
1,300,000 | Rio Tinto Finance USA PLC, 2.250%, 12/14/18 | 1,301,715 | 0.1 | ||||||||||||||||
880,000 | # | Samarco Mineracao SA, 5.750%, 10/24/23 | 887,700 | 0.0 | |||||||||||||||
1,028,000 | Vale Overseas Ltd., 4.625%, 09/15/20 | 1,073,778 | 0.1 | ||||||||||||||||
2,017,000 | # | Xstrata Finance Canada Ltd., 4.250%, 10/25/22 | 1,970,583 | 0.1 | |||||||||||||||
778,000 | # | Xstrata Finance Canada Ltd., 4.950%, 11/15/21 | 805,526 | 0.0 | |||||||||||||||
38,801,510 | 2.4 | ||||||||||||||||||
Communications: 4.0% | |||||||||||||||||||
2,257,000 | AT&T, Inc., 3.900%, 03/11/24 | 2,255,553 | 0.1 | ||||||||||||||||
1,043,000 | AT&T, Inc., 5.350%, 09/01/40 | 1,069,670 | 0.1 | ||||||||||||||||
740,000 | Cablevision Systems Corp., 8.625%, 09/15/17 | 880,600 | 0.1 | ||||||||||||||||
1,025,000 | CC Holdings GS V LLC / Crown Castle GS III Corp., 2.381%, 12/15/17 | 1,026,157 | 0.1 | ||||||||||||||||
2,110,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.250%, 09/30/22 | 2,091,538 | 0.1 | ||||||||||||||||
920,000 | CenturyLink, Inc., 6.750%, 12/01/23 | 980,950 | 0.1 | ||||||||||||||||
1,538,000 | Comcast Corp., 4.750%, 03/01/44 | 1,567,380 | 0.1 | ||||||||||||||||
772,000 | # | COX Communications, Inc., 4.500%, 06/30/43 | 675,373 | 0.0 | |||||||||||||||
670,000 | DIRECTV Holdings LLC / DIRECTV Financing Co., Inc., 3.800%, 03/15/22 | 664,200 | 0.0 | ||||||||||||||||
1,500,000 | DIRECTV Holdings LLC / DIRECTV Financing Co., Inc., 5.150%, 03/15/42 | 1,423,187 | 0.1 | ||||||||||||||||
510,000 | DISH DBS Corp., 4.250%, 04/01/18 | 533,588 | 0.0 | ||||||||||||||||
1,500,000 | DISH DBS Corp., 5.875%, 07/15/22 | 1,605,000 | 0.1 | ||||||||||||||||
2,391,000 | eBay, Inc., 4.000%, 07/15/42 | 2,123,261 | 0.1 | ||||||||||||||||
1,740,000 | # | Gannett Co., Inc., 6.375%, 10/15/23 | 1,850,925 | 0.1 | |||||||||||||||
1,025,000 | Mediacom LLC / Mediacom Capital Corp., 7.250%, 02/15/22 | 1,122,375 | 0.1 | ||||||||||||||||
699,000 | Motorola Solutions, Inc., 3.500%, 03/01/23 | 669,575 | 0.0 | ||||||||||||||||
671,000 | Motorola Solutions, Inc., 3.750%, 05/15/22 | 663,685 | 0.0 | ||||||||||||||||
1,547,000 | 21st Century Fox America, Inc., 3.000%, 09/15/22 | 1,488,890 | 0.1 | ||||||||||||||||
770,000 | # | Sable International Finance Ltd., 8.750%, 02/01/20 | 872,025 | 0.1 | |||||||||||||||
2,640,000 | # | Sirius XM Radio, Inc., 5.875%, 10/01/20 | 2,785,200 | 0.2 | |||||||||||||||
2,110,000 | # | Softbank Corp., 4.500%, 04/15/20 | 2,110,000 | 0.1 | |||||||||||||||
2,600,000 | # | Telefonica Chile SA, 3.875%, 10/12/22 | 2,477,301 | 0.2 | |||||||||||||||
625,000 | Telefonica Emisiones SAU, 3.192%, 04/27/18 | 641,498 | 0.0 | ||||||||||||||||
1,428,000 | Telefonica Emisiones SAU, 3.992%, 02/16/16 | 1,498,859 | 0.1 | ||||||||||||||||
1,245,000 | Thomson Reuters Corp., 4.300%, 11/23/23 | 1,277,829 | 0.1 | ||||||||||||||||
1,371,000 | Thomson Reuters Corp., 5.650%, 11/23/43 | 1,454,787 | 0.1 | ||||||||||||||||
2,833,000 | Time Warner Cable, Inc., 5.875%, 11/15/40 | 3,080,420 | 0.2 | ||||||||||||||||
2,812,000 | L | Time Warner, Inc., 4.050%, 12/15/23 | 2,892,044 | 0.2 | |||||||||||||||
1,881,000 | Time Warner, Inc., 5.350%, 12/15/43 | 2,012,258 | 0.1 | ||||||||||||||||
1,251,000 | Time Warner, Inc., 6.500%, 11/15/36 | 1,487,954 | 0.1 | ||||||||||||||||
1,000,000 | L | T-Mobile USA, Inc., 5.250%, 09/01/18 | 1,061,250 | 0.1 |
VOYA INTERMEDIATE BOND FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Communications: (continued) | |||||||||||||||||||
575,000 | T-Mobile USA, Inc., 6.250%, 04/01/21 | $ | 610,219 | 0.0 | |||||||||||||||
1,435,000 | T-Mobile USA, Inc., 6.625%, 04/01/23 | 1,528,275 | 0.1 | ||||||||||||||||
2,089,000 | Verizon Communications, Inc., 4.150%, 03/15/24 | 2,126,936 | 0.1 | ||||||||||||||||
1,664,000 | Verizon Communications, Inc., 5.050%, 03/15/34 | 1,712,439 | 0.1 | ||||||||||||||||
4,814,000 | Verizon Communications, Inc., 5.150%, 09/15/23 | 5,278,724 | 0.3 | ||||||||||||||||
2,155,000 | Verizon Communications, Inc., 6.550%, 09/15/43 | 2,631,979 | 0.2 | ||||||||||||||||
2,551,000 | Viacom, Inc., 4.250%, 09/01/23 | 2,629,647 | 0.2 | ||||||||||||||||
1,200,000 | Viacom, Inc., 4.375%, 03/15/43 | 1,070,568 | 0.1 | ||||||||||||||||
571,000 | Vodafone Group PLC, 2.950%, 02/19/23 | 536,449 | 0.0 | ||||||||||||||||
64,468,568 | 4.0 | ||||||||||||||||||
Consumer, Cyclical: 1.8% | |||||||||||||||||||
1,375,000 | # | Carlson Wagonlit BV, 6.875%, 06/15/19 | 1,474,687 | 0.1 | |||||||||||||||
2,010,000 | Chrysler Group LLC/CG Co-Issuer, Inc., 8.250%, 06/15/21 | 2,283,862 | 0.2 | ||||||||||||||||
2,050,000 | # | DreamWorks Animation SKG, Inc., 6.875%, 08/15/20 | 2,229,375 | 0.1 | |||||||||||||||
1,466,000 | Ford Motor Co., 4.750%, 01/15/43 | 1,423,121 | 0.1 | ||||||||||||||||
2,623,000 | Kohl’s Corp., 4.750%, 12/15/23 | 2,726,729 | 0.2 | ||||||||||||||||
900,000 | Lennar Corp., 4.750%, 12/15/17 | 958,500 | 0.1 | ||||||||||||||||
2,292,000 | MDC Holdings, Inc., 6.000%, 01/15/43 | 2,028,420 | 0.1 | ||||||||||||||||
1,945,000 | # | PNK Finance Corp., 6.375%, 08/01/21 | 2,032,525 | 0.1 | |||||||||||||||
335,000 | Ryland Group, Inc./The, 6.625%, 05/01/20 | 365,987 | 0.0 | ||||||||||||||||
1,680,000 | #, & | Schaeffler Holding Finance BV, 6.875%, 08/15/18 | 1,795,500 | 0.1 | |||||||||||||||
269,000 | Suburban Propane Partners L.P./Suburban Energy Finance Corp., 7.375%, 08/01/21 | 297,918 | 0.0 | ||||||||||||||||
863,000 | Toll Brothers Finance Corp., 6.750%, 11/01/19 | 983,820 | 0.1 | ||||||||||||||||
1,210,000 | # | TRW Automotive, Inc., 4.450%, 12/01/23 | 1,219,075 | 0.1 | |||||||||||||||
1,516,000 | Walgreen Co., 4.400%, 09/15/42 | 1,426,644 | 0.1 | ||||||||||||||||
2,088,000 | Whirlpool Corp., 4.000%, 03/01/24 | 2,098,530 | 0.1 | ||||||||||||||||
1,768,000 | Yum! Brands, Inc., 3.875%, 11/01/23 | 1,759,201 | 0.1 | ||||||||||||||||
3,182,000 | Yum! Brands, Inc., 5.350%, 11/01/43 | 3,336,022 | 0.2 | ||||||||||||||||
28,439,916 | 1.8 | ||||||||||||||||||
Consumer, Non-cyclical: 2.7% | |||||||||||||||||||
1,165,000 | Altria Group, Inc., 4.000%, 01/31/24 | 1,169,736 | 0.1 | ||||||||||||||||
1,773,000 | Altria Group, Inc., 5.375%, 01/31/44 | 1,860,508 | 0.1 | ||||||||||||||||
785,000 | Amgen, Inc., 3.875%, 11/15/21 | 820,185 | 0.0 | ||||||||||||||||
366,000 | Amgen, Inc., 5.150%, 11/15/41 | 378,451 | 0.0 | ||||||||||||||||
3,251,000 | Celgene Corp., 3.250%, 08/15/22 | 3,174,491 | 0.2 | ||||||||||||||||
319,000 | Constellation Brands, Inc., 7.250%, 05/15/17 | 371,635 | 0.0 | ||||||||||||||||
1,140,000 | # | ERAC USA Finance LLC, 2.800%, 11/01/18 | 1,162,133 | 0.1 | |||||||||||||||
1,420,000 | # | Hawk Acquisition Sub, Inc., 4.250%, 10/15/20 | 1,400,475 | 0.1 | |||||||||||||||
600,000 | HCA Holdings, Inc., 7.750%, 05/15/21 | 663,000 | 0.0 | ||||||||||||||||
1,395,000 | HCA, Inc., 7.250%, 09/15/20 | 1,511,831 | 0.1 | ||||||||||||||||
804,000 | Healthsouth Corp., 7.250%, 10/01/18 | 854,250 | 0.1 | ||||||||||||||||
1,153,000 | Humana, Inc., 3.150%, 12/01/22 | 1,099,112 | 0.1 | ||||||||||||||||
600,000 | # | KazAgro National Management Holding JSC, 4.625%, 05/24/23 | 558,000 | 0.0 | |||||||||||||||
2,098,000 | McKesson Corp., 3.796%, 03/15/24 | 2,104,590 | 0.1 | ||||||||||||||||
464,000 | Medtronic, Inc., 2.750%, 04/01/23 | 439,841 | 0.0 | ||||||||||||||||
1,155,000 | Medtronic, Inc., 3.625%, 03/15/24 | 1,162,270 | 0.1 | ||||||||||||||||
3,433,000 | Mondelez International, Inc., 4.000%, 02/01/24 | 3,491,025 | 0.2 | ||||||||||||||||
1,657,000 | Reynolds American, Inc., 4.850%, 09/15/23 | 1,739,263 | 0.1 | ||||||||||||||||
2,000,000 | Reynolds Group Issuer, Inc., 5.750%, 10/15/20 | 2,105,000 | 0.1 | ||||||||||||||||
1,434,000 | St Jude Medical, Inc., 3.250%, 04/15/23 | 1,393,677 | 0.1 | ||||||||||||||||
1,320,000 | St Jude Medical, Inc., 4.750%, 04/15/43 | 1,325,933 | 0.1 | ||||||||||||||||
1,960,000 | # | Tenet Healthcare Corp., 6.000%, 10/01/20 | 2,100,875 | 0.1 | |||||||||||||||
915,000 | # | Valeant Pharmaceuticals International, 7.250%, 07/15/22 | 1,015,650 | 0.1 | |||||||||||||||
1,000,000 | # | VPI Escrow Corp., 6.375%, 10/15/20 | 1,085,000 | 0.1 | |||||||||||||||
2,171,000 | WellPoint, Inc., 4.625%, 05/15/42 | 2,102,490 | 0.1 | ||||||||||||||||
1,753,000 | # | WM Wrigley Jr Co., 2.400%, 10/21/18 | 1,760,410 | 0.1 | |||||||||||||||
2,464,000 | # | WM Wrigley Jr Co., 2.900%, 10/21/19 | 2,490,158 | 0.2 | |||||||||||||||
1,146,000 | # | WM Wrigley Jr Co., 3.375%, 10/21/20 | 1,159,110 | 0.1 | |||||||||||||||
1,267,000 | Zoetis, Inc., 1.875%, 02/01/18 | 1,259,792 | 0.1 | ||||||||||||||||
1,774,000 | Zoetis, Inc., 3.250%, 02/01/23 | 1,714,601 | 0.1 | ||||||||||||||||
636,000 | Zoetis, Inc., 4.700%, 02/01/43 | 631,880 | 0.0 | ||||||||||||||||
44,105,372 | 2.7 |
VOYA INTERMEDIATE BOND FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Diversified: 0.1% | |||||||||||||||||||
1,700,000 | # | Hutchison Whampoa International 12 Ltd., 6.000%, 05/29/49 | $ | 1,836,000 | 0.1 | ||||||||||||||
Energy: 3.9% | |||||||||||||||||||
825,000 | L | Alpha Natural Resources, Inc., 6.250%, 06/01/21 | 624,937 | 0.0 | |||||||||||||||
200,000 | L | Alpha Natural Resources, Inc., 6.000%, 06/01/19 | 154,500 | 0.0 | |||||||||||||||
870,000 | Anadarko Petroleum Corp., 6.375%, 09/15/17 | 996,941 | 0.1 | ||||||||||||||||
870,000 | # | Antero Resources Finance Corp., 5.375%, 11/01/21 | 883,594 | 0.1 | |||||||||||||||
2,441,000 | BP Capital Markets PLC, 2.750%, 05/10/23 | 2,294,264 | 0.1 | ||||||||||||||||
1,980,000 | Calumet Specialty Products Partners L.P./Calumet Finance Corp., 9.375%, 05/01/19 | 2,257,200 | 0.1 | ||||||||||||||||
2,551,000 | Cenovus Energy, Inc., 3.800%, 09/15/23 | 2,547,431 | 0.2 | ||||||||||||||||
1,300,000 | Chesapeake Energy Corp., 6.125%, 02/15/21 | 1,423,500 | 0.1 | ||||||||||||||||
375,000 | Chesapeake Energy Corp., 6.625%, 08/15/20 | 422,813 | 0.0 | ||||||||||||||||
2,172,000 | Diamond Offshore Drilling, Inc., 3.450%, 11/01/23 | 2,115,222 | 0.1 | ||||||||||||||||
1,467,000 | # | Dolphin Energy Ltd., 5.500%, 12/15/21 | 1,659,544 | 0.1 | |||||||||||||||
1,523,000 | Enbridge Energy Partners, 9.875%, 03/01/19 | 1,997,763 | 0.1 | ||||||||||||||||
1,770,000 | Enbridge, Inc., 4.000%, 10/01/23 | 1,777,285 | 0.1 | ||||||||||||||||
1,070,000 | Energy Transfer Equity L.P., 7.500%, 10/15/20 | 1,229,163 | 0.1 | ||||||||||||||||
1,217,000 | Energy Transfer Partners L.P., 4.650%, 06/01/21 | 1,281,456 | 0.1 | ||||||||||||||||
2,074,000 | Energy Transfer Partners L.P., 6.050%, 06/01/41 | 2,255,037 | 0.1 | ||||||||||||||||
1,244,000 | Energy Transfer Partners L.P., 9.700%, 03/15/19 | 1,609,437 | 0.1 | ||||||||||||||||
1,810,000 | FMC Technologies, Inc., 3.450%, 10/01/22 | 1,732,901 | 0.1 | ||||||||||||||||
600,000 | Gazprom OAO Via Gaz Capital SA, 4.950%, 02/06/28 | 517,500 | 0.0 | ||||||||||||||||
1,250,000 | L | Gazprom OAO Via Gaz Capital SA, 6.212%, 11/22/16 | 1,331,250 | 0.1 | |||||||||||||||
2,300,000 | Gazprom OAO Via Gaz Capital SA, 6.510%, 03/07/22 | 2,380,500 | 0.2 | ||||||||||||||||
2,900,000 | Gazprom OAO Via Gaz Capital SA, 7.288%, 08/16/37 | 3,001,500 | 0.2 | ||||||||||||||||
1,800,000 | ±, X | Greater Ohio Ethanol, LLC, 6.301%, 12/31/13 | — | — | |||||||||||||||
600,000 | # | KazMunayGas National Co. JSC, 4.400%, 04/30/23 | 567,000 | 0.0 | |||||||||||||||
3,200,000 | # | Lukoil International Finance BV, 3.416%, 04/24/18 | 3,120,800 | 0.2 | |||||||||||||||
800,000 | Lukoil International Finance BV, 4.563%, 04/24/23 | 734,000 | 0.1 | ||||||||||||||||
400,000 | Lukoil International Finance BV, 6.125%, 11/09/20 | 416,000 | 0.0 | ||||||||||||||||
2,254,000 | Marathon Petroleum Corp., 6.500%, 03/01/41 | 2,738,599 | 0.2 | ||||||||||||||||
650,000 | ONEOK Partners L.P., 2.000%, 10/01/17 | 653,537 | 0.0 | ||||||||||||||||
663,000 | ONEOK Partners L.P., 3.375%, 10/01/22 | 640,479 | 0.0 | ||||||||||||||||
1,500,000 | Pertamina Persero PT, 5.625%, 05/20/43 | 1,276,875 | 0.1 | ||||||||||||||||
2,332,000 | Petrobras Global Finance BV, 4.375%, 05/20/23 | 2,139,943 | 0.1 | ||||||||||||||||
448,000 | Petrobras International Finance Co. — Pifco, 3.500%, 02/06/17 | 454,025 | 0.0 | ||||||||||||||||
1,443,000 | Phillips 66, 2.950%, 05/01/17 | 1,506,649 | 0.1 | ||||||||||||||||
830,000 | Plains Exploration & Production Co., 8.625%, 10/15/19 | 905,738 | 0.1 | ||||||||||||||||
1,220,000 | Rowan Cos, Inc., 5.850%, 01/15/44 | 1,243,853 | 0.1 | ||||||||||||||||
2,050,000 | SandRidge Energy, Inc., 7.500%, 03/15/21 | 2,198,625 | 0.1 | ||||||||||||||||
790,000 | Transcontinental Gas Pipe Line Corp., 6.400%, 04/15/16 | 871,409 | 0.1 | ||||||||||||||||
2,600,000 | Transocean, Inc., 2.500%, 10/15/17 | 2,619,435 | 0.2 | ||||||||||||||||
1,070,000 | Transocean, Inc., 3.800%, 10/15/22 | 1,024,900 | 0.1 | ||||||||||||||||
2,042,000 | Weatherford International Ltd., 5.950%, 04/15/42 | 2,207,831 | 0.1 | ||||||||||||||||
969,000 | Weatherford International Ltd., 6.750%, 09/15/40 | 1,132,072 | 0.1 | ||||||||||||||||
1,782,000 | Williams Partners L.P., 4.500%, 11/15/23 | 1,827,047 | 0.1 | ||||||||||||||||
62,772,555 | 3.9 | ||||||||||||||||||
Financial: 10.1% | |||||||||||||||||||
3,513,600 | L | Aegon NV, 3.039%, 07/29/49 | 3,163,347 | 0.2 | |||||||||||||||
1,636,000 | American International Group, Inc., 3.375%, 08/15/20 | 1,673,190 | 0.1 | ||||||||||||||||
1,050,000 | American International Group, Inc., 5.850%, 01/16/18 | 1,201,205 | 0.1 | ||||||||||||||||
1,257,000 | American International Group, Inc., 8.175%, 05/15/68 | 1,657,669 | 0.1 | ||||||||||||||||
1,100,000 | Air Lease Corp., 3.875%, 04/01/21 | 1,105,500 | 0.1 | ||||||||||||||||
2,894,000 | American Tower Corp., 3.400%, 02/15/19 | 2,969,774 | 0.2 | ||||||||||||||||
1,410,000 | American Tower Corp., 4.500%, 01/15/18 | 1,522,274 | 0.1 | ||||||||||||||||
2,199,000 | Arch Capital Group US, Inc., 5.144%, 11/01/43 | 2,324,627 | 0.1 |
VOYA INTERMEDIATE BOND FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Financial: (continued) | |||||||||||||||||||
2,425,000 | #, L | Australia & New Zealand Banking Group Ltd., 4.500%, 03/19/24 | $ | 2,423,497 | 0.1 | ||||||||||||||
1,531,000 | AXIS Specialty Finance PLC, 2.650%, 04/01/19 | 1,530,977 | 0.1 | ||||||||||||||||
400,000 | # | Banco de Reservas de LA Republica Dominicana, 7.000%, 02/01/23 | 378,500 | 0.0 | |||||||||||||||
1,973,000 | Bank of America Corp., 4.125%, 01/22/24 | 1,999,527 | 0.1 | ||||||||||||||||
1,576,000 | Bank of America Corp., 4.100%, 07/24/23 | 1,601,865 | 0.1 | ||||||||||||||||
1,725,000 | Bank of America Corp., 4.000%, 04/01/24 | 1,726,749 | 0.1 | ||||||||||||||||
3,551,000 | Bank of America Corp., 5.000%, 01/21/44 | 3,639,310 | 0.2 | ||||||||||||||||
1,314,000 | Bank of America Corp., 8.000%, 12/29/49 | 1,495,353 | 0.1 | ||||||||||||||||
1,996,000 | Barclays Bank PLC, 7.625%, 11/21/22 | 2,205,580 | 0.1 | ||||||||||||||||
1,611,000 | BioMed Realty L.P., 4.250%, 07/15/22 | 1,600,074 | 0.1 | ||||||||||||||||
1,333,000 | BPCE SA, 2.500%, 12/10/18 | 1,341,214 | 0.1 | ||||||||||||||||
1,034,000 | # | BPCE SA, 5.150%, 07/21/24 | 1,030,848 | 0.1 | |||||||||||||||
2,388,000 | # | BPCE SA, 5.700%, 10/22/23 | 2,487,078 | 0.2 | |||||||||||||||
700,000 | # | Caixa Economica Federal, 4.500%, 10/03/18 | 714,000 | 0.0 | |||||||||||||||
1,682,000 | Citigroup, Inc., 3.500%, 05/15/23 | 1,590,154 | 0.1 | ||||||||||||||||
1,740,000 | Citigroup, Inc., 5.500%, 09/13/25 | 1,857,695 | 0.1 | ||||||||||||||||
489,000 | Citigroup, Inc., 5.875%, 01/30/42 | 563,333 | 0.0 | ||||||||||||||||
1,603,000 | Citigroup, Inc., 5.900%, 12/29/49 | 1,576,578 | 0.1 | ||||||||||||||||
783,000 | Citigroup, Inc., 6.675%, 09/13/43 | 920,108 | 0.1 | ||||||||||||||||
2,961,000 | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 5.750%, 12/01/43 | 3,243,260 | 0.2 | ||||||||||||||||
1,660,000 | # | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 11.000%, 12/29/49 | 2,207,800 | 0.1 | |||||||||||||||
1,455,000 | #, L | Credit Agricole SA, 7.875%, 01/29/49 | 1,538,663 | 0.1 | |||||||||||||||
4,386,000 | # | Credit Suisse AG, 6.500%, 08/08/23 | 4,824,600 | �� | 0.3 | ||||||||||||||
1,730,000 | # | Credit Suisse Group AG, 7.500%, 12/29/49 | 1,881,392 | 0.1 | |||||||||||||||
2,881,000 | Deutsche Bank AG, 4.296%, 05/24/28 | 2,720,018 | 0.2 | ||||||||||||||||
805,000 | Discover Financial Services, 3.850%, 11/21/22 | 791,750 | 0.0 | ||||||||||||||||
367,000 | Discover Financial Services, 6.450%, 06/12/17 | 417,563 | 0.0 | ||||||||||||||||
1,383,000 | Discover Bank/Greenwood DE, 4.250%, 03/13/26 | 1,389,727 | 0.1 | ||||||||||||||||
1,284,000 | Discover Bank/Greenwood DE, 2.000%, 02/21/18 | 1,279,702 | 0.1 | ||||||||||||||||
1,577,000 | Duke Realty L.P., 3.875%, 02/15/21 | 1,582,554 | 0.1 | ||||||||||||||||
1,260,000 | ERP Operating L.P., 3.000%, 04/15/23 | 1,192,081 | 0.1 | ||||||||||||||||
1,840,000 | Equity One, Inc., 3.750%, 11/15/22 | 1,775,736 | 0.1 | ||||||||||||||||
1,995,000 | # | Five Corners Funding Trust, 4.419%, 11/15/23 | 2,048,674 | 0.1 | |||||||||||||||
561,000 | Ford Motor Co., 3.000%, 06/12/17 | 583,227 | 0.0 | ||||||||||||||||
1,065,000 | Ford Motor Credit Co. LLC, 8.125%, 01/15/20 | 1,344,992 | 0.1 | ||||||||||||||||
1,828,000 | General Electric Capital Corp., 5.300%, 02/11/21 | 2,059,247 | 0.1 | ||||||||||||||||
1,200,000 | General Electric Capital Corp., 6.250%, 12/15/49 | 1,289,489 | 0.1 | ||||||||||||||||
1,700,000 | General Electric Capital Corp., 7.125%, 12/15/49 | 1,941,069 | 0.1 | ||||||||||||||||
1,590,000 | Genworth Holdings, Inc., 4.800%, 02/15/24 | 1,657,515 | 0.1 | ||||||||||||||||
1,964,000 | Genworth Holdings, Inc., 4.900%, 08/15/23 | 2,063,626 | 0.1 | ||||||||||||||||
2,048,000 | Goldman Sachs Group, Inc., 2.900%, 07/19/18 | 2,091,192 | 0.1 | ||||||||||||||||
2,898,000 | Goldman Sachs Group, Inc., 3.625%, 01/22/23 | 2,856,489 | 0.2 | ||||||||||||||||
2,626,000 | Goldman Sachs Group, Inc., 4.000%, 03/03/24 | 2,620,057 | 0.2 | ||||||||||||||||
998,000 | Goldman Sachs Group, Inc., 6.750%, 10/01/37 | 1,146,803 | 0.1 | ||||||||||||||||
593,000 | Hartford Financial Services Group, Inc., 6.625%, 03/30/40 | 752,637 | 0.0 | ||||||||||||||||
930,000 | Hartford Financial Services Group, Inc., 8.125%, 06/15/38 | 1,096,238 | 0.1 | ||||||||||||||||
1,763,000 | # | HBOS PLC, 6.750%, 05/21/18 | 2,001,504 | 0.1 | |||||||||||||||
1,815,000 | HSBC Holdings PLC, 4.250%, 03/14/24 | 1,821,162 | 0.1 | ||||||||||||||||
1,670,000 | HSBC Holdings PLC, 5.250%, 03/14/44 | 1,695,022 | 0.1 | ||||||||||||||||
3,121,000 | Huntington Bancshares, Inc./OH, 2.600%, 08/02/18 | 3,146,046 | 0.2 | ||||||||||||||||
2,100,000 | # | ICICI Bank Ltd./Dubai, 4.700%, 02/21/18 | 2,186,268 | 0.1 | |||||||||||||||
1,037,000 | # | International Lease Finance Corp., 7.125%, 09/01/18 | 1,210,698 | 0.1 | |||||||||||||||
1,500,000 | Intesa Sanpaolo SpA, 2.375%, 01/13/17 | 1,506,267 | 0.1 | ||||||||||||||||
2,755,000 | Intesa Sanpaolo SpA, 3.875%, 01/15/19 | 2,806,119 | 0.2 | ||||||||||||||||
1,728,000 | Intesa Sanpaolo SpA, 5.250%, 01/12/24 | 1,778,791 | 0.1 | ||||||||||||||||
559,000 | # | IPIC GMTN Ltd., 3.750%, 03/01/17 | 598,130 | 0.0 | |||||||||||||||
800,000 | # | IPIC GMTN Ltd., 5.500%, 03/01/22 | 907,000 | 0.1 | |||||||||||||||
326,000 | Itau Unibanco Holding SA/Cayman Island, 5.750%, 01/22/21 | 340,670 | 0.0 | ||||||||||||||||
2,780,000 | JPMorgan Chase & Co., 3.375%, 05/01/23 | 2,637,041 | 0.2 |
VOYA INTERMEDIATE BOND FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Financial: (continued) | |||||||||||||||||||
1,643,000 | JPMorgan Chase & Co., 6.000%, 12/29/49 | $ | 1,626,570 | 0.1 | |||||||||||||||
1,202,000 | JPMorgan Chase & Co., 6.125%, 12/29/49 | 1,188,173 | 0.1 | ||||||||||||||||
1,318,000 | Kilroy Realty L.P., 3.800%, 01/15/23 | 1,287,349 | 0.1 | ||||||||||||||||
1,705,000 | Kimco Realty Corp., 3.125%, 06/01/23 | 1,598,001 | 0.1 | ||||||||||||||||
3,294,000 | MetLife, Inc., 4.875%, 11/13/43 | 3,433,511 | 0.2 | ||||||||||||||||
1,921,000 | # | Mizuho Financial Group Cayman 3 Ltd., 4.600%, 03/27/24 | 1,933,596 | 0.1 | |||||||||||||||
1,353,000 | Morgan Stanley, 2.125%, 04/25/18 | 1,351,686 | 0.1 | ||||||||||||||||
2,603,000 | Morgan Stanley, 4.100%, 05/22/23 | 2,581,832 | 0.2 | ||||||||||||||||
2,228,000 | Morgan Stanley, 5.000%, 11/24/25 | 2,297,854 | 0.1 | ||||||||||||||||
435,000 | MPT Operating Partnership L.P./MPT Finance Corp., 6.375%, 02/15/22 | 467,625 | 0.0 | ||||||||||||||||
DKK 10 | X | Nordea Kredit Realkreditaktieselskab, 6.000%, 07/01/29 | — | — | |||||||||||||||
868,000 | PNC Bank NA, 4.200%, 11/01/25 | 892,125 | 0.1 | ||||||||||||||||
1,210,000 | ProLogis L.P., 4.250%, 08/15/23 | 1,233,140 | 0.1 | ||||||||||||||||
1,147,000 | # | RBS Citizens Financial Group, Inc., 4.150%, 09/28/22 | 1,135,063 | 0.1 | |||||||||||||||
506,000 | Regions Bank/Birmingham AL, 6.450%, 06/26/37 | 555,590 | 0.0 | ||||||||||||||||
1,415,000 | Royal Bank of Scotland Group PLC, 6.000%, 12/19/23 | 1,454,405 | 0.1 | ||||||||||||||||
1,599,000 | Royal Bank of Scotland Group PLC, 6.100%, 06/10/23 | 1,662,920 | 0.1 | ||||||||||||||||
923,000 | SLM Corp., 4.625%, 09/25/17 | 972,611 | 0.1 | ||||||||||||||||
1,594,000 | SLM Corp., 4.875%, 06/17/19 | 1,626,192 | 0.1 | ||||||||||||||||
1,273,000 | SLM Corp., 5.500%, 01/15/19 | 1,351,348 | 0.1 | ||||||||||||||||
755,000 | SLM Corp., 6.000%, 01/25/17 | 825,781 | 0.1 | ||||||||||||||||
2,468,000 | # | Societe Generale SA, 5.000%, 01/17/24 | 2,464,493 | 0.2 | |||||||||||||||
2,690,000 | #, L | Societe Generale SA, 7.875%, 12/29/49 | 2,798,273 | 0.2 | |||||||||||||||
2,212,000 | # | Standard Chartered PLC, 5.700%, 03/26/44 | 2,195,410 | 0.1 | |||||||||||||||
1,470,000 | UBS AG/Stamford CT, 7.625%, 08/17/22 | 1,727,085 | 0.1 | ||||||||||||||||
4,638,000 | Wells Fargo & Co., 5.375%, 11/02/43 | 4,904,138 | 0.3 | ||||||||||||||||
1,657,000 | Weyerhaeuser Co., 4.625%, 09/15/23 | 1,731,484 | 0.1 | ||||||||||||||||
162,627,100 | 10.1 | ||||||||||||||||||
Industrial: 0.6% | |||||||||||||||||||
250,000 | # | Ardagh Packaging Finance PLC / Ardagh MP Holdings USA, Inc., 7.375%, 10/15/17 | 266,875 | 0.0 | |||||||||||||||
1,230,000 | BE Aerospace, Inc., 6.875%, 10/01/20 | 1,356,075 | 0.1 | ||||||||||||||||
1,175,000 | Case New Holland, Inc., 7.875%, 12/01/17 | 1,383,563 | 0.1 | ||||||||||||||||
1,076,000 | Eaton Corp., 2.750%, 11/02/22 | 1,020,640 | 0.0 | ||||||||||||||||
1,438,000 | FedEx Corp., 5.100%, 01/15/44 | 1,496,289 | 0.1 | ||||||||||||||||
1,879,000 | # | Ingersoll-Rand Global Holding Co. Ltd., 4.250%, 06/15/23 | 1,922,390 | 0.1 | |||||||||||||||
1,163,000 | Jabil Circuit, Inc., 7.750%, 07/15/16 | 1,325,820 | 0.1 | ||||||||||||||||
1,505,000 | Thermo Fisher Scientific, Inc., 2.400%, 02/01/19 | 1,500,852 | 0.1 | ||||||||||||||||
10,272,504 | 0.6 | ||||||||||||||||||
Technology: 1.2% | |||||||||||||||||||
1,967,000 | EMC Corp./MA, 3.375%, 06/01/23 | 1,943,618 | 0.1 | ||||||||||||||||
2,458,000 | Fidelity National Information Services, Inc., 3.500%, 04/15/23 | 2,340,849 | 0.2 | ||||||||||||||||
825,000 | Hewlett-Packard Co., 2.600%, 09/15/17 | 850,937 | 0.1 | ||||||||||||||||
1,418,000 | Hewlett-Packard Co., 2.750%, 01/14/19 | 1,429,387 | 0.1 | ||||||||||||||||
2,673,000 | Hewlett-Packard Co., 3.000%, 09/15/16 | 2,792,702 | 0.2 | ||||||||||||||||
625,000 | Hewlett-Packard Co., 5.400%, 03/01/17 | 694,765 | 0.0 | ||||||||||||||||
3,445,000 | International Business Machines Corp., 3.625%, 02/12/24 | 3,481,231 | 0.2 | ||||||||||||||||
3,165,000 | Oracle Corp., 3.625%, 07/15/23 | 3,211,687 | 0.2 | ||||||||||||||||
111,000 | Seagate Technology HDD Holdings, 6.800%, 10/01/16 | 125,430 | 0.0 | ||||||||||||||||
2,140,000 | Xerox Corp., 2.750%, 03/15/19 | 2,144,916 | 0.1 | ||||||||||||||||
19,015,522 | 1.2 | ||||||||||||||||||
Utilities: 1.7% | |||||||||||||||||||
105,000 | AES Corp., 8.000%, 10/15/17 | 124,556 | 0.0 | ||||||||||||||||
1,191,000 | Ameren Corp., 8.875%, 05/15/14 | 1,202,229 | 0.1 | ||||||||||||||||
771,000 | American Electric Power Co., Inc., 1.650%, 12/15/17 | 766,913 | 0.0 | ||||||||||||||||
2,000,000 | # | Calpine Corp., 6.000%, 01/15/22 | 2,110,000 | 0.1 | |||||||||||||||
566,000 | CenterPoint Energy Houston Electric LLC, 3.550%, 08/01/42 | 498,437 | 0.0 | ||||||||||||||||
1,760,000 | Duke Energy Corp., 2.100%, 06/15/18 | 1,767,746 | 0.1 | ||||||||||||||||
1,406,000 | Duke Energy Corp., 3.950%, 10/15/23 | 1,444,531 | 0.1 | ||||||||||||||||
612,000 | # | Duquesne Light Holdings, Inc., 5.900%, 12/01/21 | 696,801 | 0.0 | |||||||||||||||
1,249,000 | # | Duquesne Light Holdings, Inc., 6.400%, 09/15/20 | 1,456,491 | 0.1 |
VOYA INTERMEDIATE BOND FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Utilities: (continued) | |||||||||||||||||||
873,000 | # | Empresa de Energia de Bogota SA, 6.125%, 11/10/21 | $ | 938,475 | 0.1 | ||||||||||||||
782,000 | Entergy Texas, Inc., 7.125%, 02/01/19 | 922,082 | 0.1 | ||||||||||||||||
1,019,000 | FirstEnergy Corp., 2.750%, 03/15/18 | 1,017,101 | 0.1 | ||||||||||||||||
1,519,000 | FirstEnergy Corp., 4.250%, 03/15/23 | 1,476,242 | 0.1 | ||||||||||||||||
48,786 | # | Juniper Generation, LLC, 6.790%, 12/31/14 | 47,565 | 0.0 | |||||||||||||||
618,000 | Metropolitan Edison, 7.700%, 01/15/19 | 743,436 | 0.0 | ||||||||||||||||
709,000 | Nevada Power Co., 7.125%, 03/15/19 | 868,179 | 0.1 | ||||||||||||||||
1,093,000 | NextEra Energy Capital Holdings, Inc., 2.700%, 09/15/19 | 1,090,241 | 0.1 | ||||||||||||||||
1,192,000 | NextEra Energy Capital Holdings, Inc., 3.625%, 06/15/23 | 1,155,360 | 0.1 | ||||||||||||||||
521,000 | Nisource Finance Corp., 5.950%, 06/15/41 | 580,978 | 0.0 | ||||||||||||||||
645,000 | Nisource Finance Corp., 6.125%, 03/01/22 | 744,347 | 0.0 | ||||||||||||||||
701,000 | Oncor Electric Delivery Co. LLC, 4.100%, 06/01/22 | 735,813 | 0.0 | ||||||||||||||||
980,000 | Oncor Electric Delivery Co. LLC, 6.800%, 09/01/18 | 1,157,188 | 0.1 | ||||||||||||||||
1,172,000 | PPL Capital Funding, Inc., 3.400%, 06/01/23 | 1,136,189 | 0.1 | ||||||||||||||||
2,173,000 | PSEG Power LLC, 2.450%, 11/15/18 | 2,176,751 | 0.1 | ||||||||||||||||
1,169,000 | Southwestern Electric Power, 5.550%, 01/15/17 | 1,285,829 | 0.1 | ||||||||||||||||
1,030,000 | TransAlta Corp., 4.500%, 11/15/22 | 1,015,668 | 0.1 | ||||||||||||||||
27,159,148 | 1.7 | ||||||||||||||||||
Total Corporate Bonds/Notes (Cost $448,406,640) | 459,498,195 | 28.5 | |||||||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 15.2% | |||||||||||||||||||
1,039,000 | # | American General Mortgage Loan Trust, 5.650%, 03/25/58 | 1,075,385 | 0.1 | |||||||||||||||
900,000 | # | Arkle Master Issuer PLC, 1.936%, 05/17/60 | 912,299 | 0.1 | |||||||||||||||
2,220,000 | Banc of America Commercial Mortgage Trust 2007-3, 5.598%, 06/10/49 | 2,272,803 | 0.1 | ||||||||||||||||
1,018,198 | # | Banc of America Funding Corp., 5.250%, 08/26/35 | 1,057,859 | 0.1 | |||||||||||||||
4,557,000 | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.147%, 07/10/45 | 4,404,227 | 0.3 | ||||||||||||||||
1,030,000 | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.182%, 09/10/47 | 1,069,612 | 0.1 | ||||||||||||||||
860,000 | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.182%, 09/10/47 | 903,509 | 0.1 | ||||||||||||||||
1,100,000 | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.182%, 09/10/47 | 1,113,547 | 0.1 | ||||||||||||||||
1,900,000 | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.182%, 09/10/47 | 2,003,090 | 0.1 | ||||||||||||||||
860,000 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.339%, 07/10/43 | 887,763 | 0.1 | |||||||||||||||
480,000 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.390%, 03/11/41 | 488,457 | 0.0 | |||||||||||||||
1,271,000 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.390%, 03/11/41 | 1,265,300 | 0.1 | |||||||||||||||
1,710,000 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc., 6.038%, 11/10/38 | 1,797,319 | 0.1 | |||||||||||||||
1,007,309 | Banc of America Mortgage 2005-J Trust, 2.756%, 11/25/35 | 947,640 | 0.1 | ||||||||||||||||
4,306,678 | BCAP LLC Trust 2007-AA2, 0.364%, 05/25/47 | 3,047,797 | 0.2 | ||||||||||||||||
413,277 | Bear Stearns Alternative-A Trust, 0.794%, 07/25/34 | 395,348 | 0.0 | ||||||||||||||||
1,623,803 | Bear Stearns ARM Trust 2006-2, 2.709%, 07/25/36 | 1,340,667 | 0.1 | ||||||||||||||||
2,180,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR4, 5.859%, 06/11/41 | 2,211,113 | 0.1 | |||||||||||||||
2,080,000 | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP20, 5.138%, 10/12/42 | 2,030,717 | 0.1 | ||||||||||||||||
2,050,000 | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP20, 5.138%, 10/12/42 | 2,094,774 | 0.1 | ||||||||||||||||
1,200,000 | Bear Stearns Commercial Mortgage Securities Trust 2006-PWR14, 5.273%, 12/11/38 | 1,197,818 | 0.1 | ||||||||||||||||
1,150,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22, 5.576%, 04/12/38 | 1,009,858 | 0.1 | |||||||||||||||
1,013,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22, 5.576%, 04/12/38 | 1,075,655 | 0.1 |
VOYA INTERMEDIATE BOND FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |||||||||||||||||||
256,649 | Bear Stearns Commercial Mortgage Securities, 6.500%, 02/15/32 | $ | 250,519 | 0.0 | |||||||||||||||
2,804,313 | # | Beckman Coulter, Inc., 7.498%, 12/15/18 | 3,012,113 | 0.2 | |||||||||||||||
1,540,000 | # | Citigroup Commercial Mortgage Trust 2004-C1, 5.406%, 04/15/40 | 1,558,449 | 0.1 | |||||||||||||||
7,601,152 | #, ˆ | Citigroup Commercial Mortgage Trust, 2.234%, 09/10/45 | 853,673 | 0.1 | |||||||||||||||
5,519,593 | Citigroup Mortgage Loan Trust 2006-AR9, 5.607%, 11/25/36 | 4,818,152 | 0.3 | ||||||||||||||||
2,811,000 | # | Citigroup Mortgage Loan Trust 2010-7, 6.253%, 12/25/35 | 2,742,865 | 0.2 | |||||||||||||||
1,894,199 | Citigroup Mortgage Loan Trust, Inc., 2.895%, 09/25/37 | 1,584,496 | 0.1 | ||||||||||||||||
5,136,000 | # | COMM 2007-C9 Mortgage Trust, 0.840%, 12/10/49 | 4,662,451 | 0.3 | |||||||||||||||
1,140,000 | COMM 2007-C9 Mortgage Trust, 5.799%, 12/10/49 | 1,191,010 | 0.1 | ||||||||||||||||
29,389,750 | ˆ | COMM 2013-CCRE12 Mortgage Trust, 1.437%, 10/10/46 | 2,663,631 | 0.2 | |||||||||||||||
2,760,000 | COMM Mortgage Trust, 5.316%, 06/10/44 | 2,768,720 | 0.2 | ||||||||||||||||
27,260,000 | #, ˆ | Commercial Mortgage Trust, 0.598%, 10/15/45 | 1,252,834 | 0.1 | |||||||||||||||
32,169,197 | ˆ | Commercial Mortgage Trust, 1.466%, 08/10/46 | 2,566,179 | 0.2 | |||||||||||||||
8,485,971 | ˆ | Commercial Mortgage Trust, 1.794%, 01/10/46 | 793,320 | 0.0 | |||||||||||||||
3,559,093 | ˆ | Commercial Mortgage Trust, 1.922%, 12/10/45 | 367,451 | 0.0 | |||||||||||||||
4,981,178 | ˆ | Commercial Mortgage Trust, 1.934%, 08/15/45 | 536,966 | 0.0 | |||||||||||||||
6,819,224 | ˆ | Commercial Mortgage Trust, 2.224%, 05/15/45 | 794,922 | 0.0 | |||||||||||||||
1,280,000 | Commercial Mortgage Trust, 5.216%, 07/15/44 | 1,327,047 | 0.1 | ||||||||||||||||
159,854 | # | Commercial Mortgage Trust, 5.234%, 01/05/36 | 159,731 | 0.0 | |||||||||||||||
1,470,000 | Commercial Mortgage Trust, 5.799%, 12/10/49 | 1,465,802 | 0.1 | ||||||||||||||||
1,330,000 | Commercial Mortgage Trust, 6.116%, 11/15/44 | 1,381,189 | 0.1 | ||||||||||||||||
2,900,674 | Countrywide Alternative Loan Trust, 0.274%, 06/25/36 | 2,433,276 | 0.1 | ||||||||||||||||
2,031,451 | Countrywide Alternative Loan Trust, 5.500%, 12/25/35 | 1,832,467 | 0.1 | ||||||||||||||||
2,220,000 | # | Credit Suisse Commercial Mortgage Trust Series 2008-C1, 5.978%, 02/15/41 | 2,298,302 | 0.1 | |||||||||||||||
3,830,000 | Credit Suisse First Boston Mortgage Securities Corp., 4.877%, 04/15/37 | 3,868,560 | 0.2 | ||||||||||||||||
198,763 | # | Credit Suisse First Boston Mortgage Securities Corp., 5.322%, 08/15/36 | 199,311 | 0.0 | |||||||||||||||
1,920,609 | # | Credit Suisse First Boston Mortgage Securities Corp., 5.577%, 04/12/49 | 1,952,589 | 0.1 | |||||||||||||||
442,500 | Credit Suisse First Boston Mortgage Securities Corp., 5.736%, 05/15/36 | 484,068 | 0.0 | ||||||||||||||||
900,000 | # | Credit Suisse First Boston Mortgage Securities Corp., 6.135%, 05/15/36 | 979,069 | 0.1 | |||||||||||||||
1,586,224 | Deutsche ALT-A Securities, Inc. Alternate Loan Trust, 0.274%, 08/25/36 | 1,204,276 | 0.1 | ||||||||||||||||
2,227,857 | Deutsche ALT-A Securities, Inc. Alternate Loan Trust, 0.344%, 10/25/36 | 1,298,446 | 0.1 | ||||||||||||||||
886,648 | ˆ | Fannie Mae, 3.000%, 05/25/43 | 123,433 | 0.0 | |||||||||||||||
4,344,132 | ˆ | Fannie Mae, 3.000%, 08/25/28 | 449,365 | 0.0 | |||||||||||||||
15,506,545 | ˆ | Fannie Mae, 5.796%, 10/25/39 | 2,233,980 | 0.1 | |||||||||||||||
1,744,327 | First Horizon Alternative Mortgage Securities Trust 2006-FA8, 6.000%, 02/25/37 | 1,490,477 | 0.1 | ||||||||||||||||
1,712,495 | First Horizon Alternative Mortgage Securities, 0.454%, 12/25/36 | 1,053,061 | 0.1 | ||||||||||||||||
1,437,353 | First Horizon Alternative Mortgage Securities, 6.000%, 02/25/37 | 1,228,177 | 0.1 | ||||||||||||||||
1,712,495 | ˆ | First Horizon Alternative Mortgage Securities, 6.546%, 12/25/36 | 350,866 | 0.0 | |||||||||||||||
500,000 | # | Fosse Master Issuer PLC, 1.736%, 10/18/54 | 516,357 | 0.0 | |||||||||||||||
1,045,525 | # | Fosse Master PLC, 1.636%, 10/18/54 | 1,058,066 | 0.1 | |||||||||||||||
2,965,000 | GCCFC Commercial Mortgage Trust, 5.221%, 04/10/37 | 2,983,513 | 0.2 | ||||||||||||||||
2,605,000 | GCCFC Commercial Mortgage Trust, 6.025%, 12/10/49 | 2,636,554 | 0.2 | ||||||||||||||||
1,050,000 | # | GE Capital Commercial Mortgage Series 2005-C2, 5.288%, 05/10/43 | 692,537 | 0.0 | |||||||||||||||
760,000 | # | GMAC Commercial Mortgage Securities, Inc. Series 2003-C1 Trust, 5.000%, 05/10/36 | 760,919 | 0.0 | |||||||||||||||
930,822 | # | Gracechurch Mortgage Financing PLC, 1.785%, 11/20/56 | 940,773 | 0.1 | |||||||||||||||
3,050,000 | Greenwich Capital Commercial Funding Corp., 5.475%, 03/10/39 | 3,287,016 | 0.2 | ||||||||||||||||
771,000 | GS Mort Sec Corp. II Commercial Mort Ps Thr Cert Ser 2004-GG2, 5.987%, 08/10/38 | 770,877 | 0.0 | ||||||||||||||||
46,651,116 | ˆ | GS Mortgage Securities Corp. II, 1.565%, 11/10/46 | 4,017,911 | 0.2 |
VOYA INTERMEDIATE BOND FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |||||||||||||||||||
8,709,201 | ˆ | GS Mortgage Securities Corp. II, 2.383%, 11/10/45 | $ | 1,126,323 | 0.1 | ||||||||||||||
10,236,092 | ˆ | GS Mortgage Securities Corp. II, 2.588%, 05/10/45 | 1,277,609 | 0.1 | |||||||||||||||
1,300,000 | # | GS Mortgage Securities Trust 2011-GC3, 5.544%, 03/10/44 | 1,340,026 | 0.1 | |||||||||||||||
19,227 | GSR Mortgage Loan Trust, 0.654%, 06/25/35 | 18,640 | 0.0 | ||||||||||||||||
1,433,018 | GSR Mortgage Loan Trust, 5.500%, 05/25/36 | 1,356,588 | 0.1 | ||||||||||||||||
879,577 | GSR Mortgage Loan Trust, 6.000%, 01/25/37 | 827,303 | 0.0 | ||||||||||||||||
2,146,266 | # | Holmes Master Issuer PLC, 1.789%, 10/15/54 | 2,163,438 | 0.1 | |||||||||||||||
574,497 | Homebanc Mortgage Trust, 1.014%, 08/25/29 | 543,659 | 0.0 | ||||||||||||||||
824,543 | JP Morgan Alternative Loan Trust, 5.500%, 12/25/35 | 710,138 | 0.0 | ||||||||||||||||
1,540,000 | # | JP Morgan Chase Com Mort Sec Corp. Ps Thr Certs Ser 2003-LN1, 5.458%, 10/15/37 | 1,535,342 | 0.1 | |||||||||||||||
630,000 | # | JP Morgan Chase Commercial Mortgage Securities Corp. Commercial Mortgage Pass-Thr, 5.603%, 05/15/41 | 605,019 | 0.0 | |||||||||||||||
15,265,000 | #, ˆ | JP Morgan Chase Commercial Mortgage Securities Corp., 0.360%, 12/15/47 | 404,881 | 0.0 | |||||||||||||||
43,497,827 | ˆ | JP Morgan Chase Commercial Mortgage Securities Corp., 0.675%, 01/15/46 | 1,204,081 | 0.1 | |||||||||||||||
2,560,000 | # | JP Morgan Chase Commercial Mortgage Securities Corp., 0.935%, 04/15/30 | 2,543,996 | 0.2 | |||||||||||||||
1,610,000 | # | JP Morgan Chase Commercial Mortgage Securities Corp., 1.555%, 10/15/30 | 1,612,411 | 0.1 | |||||||||||||||
13,102,589 | ˆ | JP Morgan Chase Commercial Mortgage Securities Corp., 1.941%, 12/15/47 | 1,335,653 | 0.1 | |||||||||||||||
50,410,476 | ˆ | JP Morgan Chase Commercial Mortgage Securities Corp., 2.003%, 06/16/45 | 4,809,946 | 0.3 | |||||||||||||||
1,430,000 | # | JP Morgan Chase Commercial Mortgage Securities Trust 2003-PM1, 5.549%, 08/12/40 | 1,476,218 | 0.1 | |||||||||||||||
1,300,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9, 5.723%, 06/12/41 | 1,112,127 | 0.1 | ||||||||||||||||
1,940,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP1, 0.355%, 03/15/46 | 1,923,980 | 0.1 | ||||||||||||||||
2,880,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP4, 5.129%, 10/15/42 | 2,679,826 | 0.2 | ||||||||||||||||
68,721 | JP Morgan Commercial Mortgage Finance Corp., 8.447%, 08/15/32 | 69,688 | 0.0 | ||||||||||||||||
4,523,864 | # | Lanark Master Issuer PLC, 1.636%, 12/22/54 | 4,595,749 | 0.3 | |||||||||||||||
830,000 | LB-UBS Commercial Mortgage Trust 2000-C4, 8.150%, 07/15/32 | 859,027 | 0.1 | ||||||||||||||||
2,140,000 | # | LB-UBS Commercial Mortgage Trust 2002-C4, 5.914%, 10/15/35 | 2,169,006 | 0.1 | |||||||||||||||
19,572,754 | #, ˆ | LB-UBS Commercial Mortgage Trust 2004-C1, 1.000%, 01/15/36 | 455,382 | 0.0 | |||||||||||||||
700,000 | # | LB-UBS Commercial Mortgage Trust 2005-C1, 5.347%, 02/15/40 | 682,710 | 0.0 | |||||||||||||||
1,190,000 | LB-UBS Commercial Mortgage Trust 2005-C2, 5.205%, 04/15/30 | 1,231,630 | 0.1 | ||||||||||||||||
770,000 | LB-UBS Commercial Mortgage Trust 2005-C3, 4.954%, 07/15/40 | 769,080 | 0.0 | ||||||||||||||||
1,730,000 | LB-UBS Commercial Mortgage Trust 2005-C3, 4.983%, 07/15/40 | 1,725,096 | 0.1 | ||||||||||||||||
1,150,000 | LB-UBS Commercial Mortgage Trust 2006-C4, 5.853%, 06/15/38 | 1,177,934 | 0.1 | ||||||||||||||||
75,010,505 | #,ˆ | LB-UBS Commercial Mortgage Trust, 0.635%, 11/15/38 | 1,173,202 | 0.1 | |||||||||||||||
2,120,000 | LB-UBS Commercial Mortgage Trust, 5.323%, 11/15/40 | 2,225,199 | 0.1 | ||||||||||||||||
1,180,000 | LB-UBS Commercial Mortgage Trust, 5.350%, 11/15/40 | 1,194,618 | 0.1 | ||||||||||||||||
1,100,000 | # | LB-UBS Commercial Mortgage Trust, 5.561%, 10/15/36 | 1,025,162 | 0.1 | |||||||||||||||
1,020,000 | LB-UBS Commercial Mortgage Trust, 6.000%, 06/15/36 | 1,024,176 | 0.1 | ||||||||||||||||
1,760,000 | # | LB-UBS Commercial Mortgage Trust, 6.007%, 09/15/39 | 1,891,794 | 0.1 | |||||||||||||||
1,830,000 | # | LB-UBS Commercial Mortgage Trust, 6.007%, 09/15/39 | 1,940,157 | 0.1 | |||||||||||||||
2,070,000 | # | LB-UBS Commercial Mortgage Trust, 6.890%, 07/15/32 | 1,982,600 | 0.1 | |||||||||||||||
154,725 | Merrill Lynch Mortgage Investors, Inc., 6.250%, 12/10/29 | 155,039 | 0.0 | ||||||||||||||||
2,220,000 | Merrill Lynch Mortgage Investors, Inc., 6.750%, 11/15/26 | 2,400,879 | 0.1 | ||||||||||||||||
31,291,497 | ˆ | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7, 1.740%, 02/15/46 | 3,023,084 | 0.2 |
VOYA INTERMEDIATE BOND FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |||||||||||||||||||
11,347,822 | ˆ | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8, 1.504%, 12/15/48 | $ | 778,827 | 0.0 | ||||||||||||||
20,264,192 | #, ˆ | Morgan Stanley Bank of America Merrill Lynch Trust, 1.883%, 08/15/45 | 1,883,143 | 0.1 | |||||||||||||||
19,582,155 | #, ˆ | Morgan Stanley Bank of America Merrill Lynch Trust, 2.163%, 11/15/45 | 2,074,878 | 0.1 | |||||||||||||||
1,570,000 | # | Morgan Stanley Capital I Trust 2004-HQ4, 5.377%, 04/14/40 | 1,346,014 | 0.1 | |||||||||||||||
1,460,000 | Morgan Stanley Capital I Trust 2004-IQ7, 5.427%, 06/15/38 | 1,466,763 | 0.1 | ||||||||||||||||
2,270,000 | Morgan Stanley Capital I Trust 2005-HQ6, 5.271%, 07/13/15 | 2,215,055 | 0.1 | ||||||||||||||||
1,310,000 | # | Morgan Stanley Capital I Trust 2005-HQ6, 5.379%, 08/13/42 | 1,221,848 | 0.1 | |||||||||||||||
2,580,000 | Morgan Stanley Capital I Trust 2006-HQ10, 5.389%, 11/12/41 | 2,616,370 | 0.2 | ||||||||||||||||
1,720,000 | # | Morgan Stanley Capital I Trust 2008-TOP29, 6.281%, 01/11/43 | 1,790,253 | 0.1 | |||||||||||||||
1,120,000 | # | Morgan Stanley Capital I Trust 2008-TOP29, 6.281%, 01/11/43 | 1,128,641 | 0.1 | |||||||||||||||
3,090,000 | # | Morgan Stanley Capital I Trust 2011-C1, 5.252%, 09/15/47 | 3,256,940 | 0.2 | |||||||||||||||
1,300,000 | # | Morgan Stanley Capital I Trust 2011-C1, 5.252%, 09/15/47 | 1,358,013 | 0.1 | |||||||||||||||
250,000 | # | Morgan Stanley Capital I, Inc., 5.910%, 11/15/31 | 256,591 | 0.0 | |||||||||||||||
850,000 | Morgan Stanley Capital I, 5.202%, 08/13/42 | 852,514 | 0.1 | ||||||||||||||||
1,080,000 | Morgan Stanley Capital I, 5.336%, 01/14/42 | 1,100,782 | 0.1 | ||||||||||||||||
81,627 | # | Morgan Stanley Capital I, 7.350%, 07/15/32 | 84,669 | 0.0 | |||||||||||||||
980,000 | # | Morgan Stanley Dean Witter Capital I Trust 2002-IQ3, 6.833%, 09/15/37 | 977,882 | 0.1 | |||||||||||||||
600,000 | # | Morgan Stanley Dean Witter Capital I, 7.423%, 07/15/33 | 611,624 | 0.0 | |||||||||||||||
1,626,381 | Morgan Stanley Mortgage Loan Trust 2006-3AR, 2.801%, 03/25/36 | 1,307,434 | 0.1 | ||||||||||||||||
998,809 | # | Morgan Stanley Re-REMIC Trust 2010-C30, 5.246%, 12/17/43 | 1,002,779 | 0.1 | |||||||||||||||
2,579,981 | # | N-Star Real Estate CDO Ltd., 2.004%, 08/25/29 | 2,581,594 | 0.2 | |||||||||||||||
556,149 | Prime Mortgage Trust 2007-1, 5.500%, 03/25/37 | 502,523 | 0.0 | ||||||||||||||||
1,068,091 | RALI Trust, 6.000%, 09/25/35 | 1,036,003 | 0.1 | ||||||||||||||||
14,124,072 | #, ˆ | RBSCF Trust, 0.952%, 04/15/24 | 91,435 | 0.0 | |||||||||||||||
2,304,000 | # | Silverstone Master Issuer PLC, 1.787%, 01/21/55 | 2,335,095 | 0.1 | |||||||||||||||
334,804 | Structured Adjustable Rate Mortgage Loan Trust, 2.553%, 09/25/34 | 336,793 | 0.0 | ||||||||||||||||
518,309 | Structured Asset Mortgage Investments, Inc., 0.636%, 04/19/35 | 483,327 | 0.0 | ||||||||||||||||
7,907,273 | #, ˆ | UBS-Barclays Commercial Mortgage Trust, 1.787%, 05/10/63 | 680,952 | 0.0 | |||||||||||||||
3,080,000 | Wachovia Bank Commercial Mortgage Trust Series 2007-C33, 5.953%, 02/15/51 | 2,930,318 | 0.2 | ||||||||||||||||
3,390,000 | Wachovia Bank Commercial Mortgage Trust Series 2007-C33, 5.953%, 02/15/51 | 3,392,171 | 0.2 | ||||||||||||||||
3,527,000 | Wachovia Bank Commercial Mortgage Trust Series 2007-C33, 5.953%, 02/15/51 | 3,670,136 | 0.2 | ||||||||||||||||
1,029,724 | WaMu Mortgage Pass Through Certificates, 1.830%, 10/25/36 | 838,667 | 0.0 | ||||||||||||||||
3,126,847 | WaMu Mortgage Pass Through Certificates, 2.324%, 12/25/36 | 2,789,179 | 0.2 | ||||||||||||||||
2,862,431 | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust, 2.034%, 12/25/36 | 2,442,329 | 0.1 | ||||||||||||||||
5,148,574 | WaMu Mortgage Pass-Through Certificates, 2.255%, 07/25/37 | 4,350,123 | 0.3 | ||||||||||||||||
880,627 | Washington Mutual Alternative Mortgage Pass-Through Certificates, 5.500%, 10/25/35 | 816,288 | 0.0 | ||||||||||||||||
865,429 | Washington Mutual Mortgage Pass-through Certificates, 6.000%, 06/25/34 | 916,545 | 0.1 | ||||||||||||||||
3,626,914 | Wells Fargo Alternative Loan Trust, 6.250%, 07/25/37 | 3,325,989 | 0.2 | ||||||||||||||||
10,413,693 | #, ˆ | Wells Fargo Commercial Mortgage Trust 2012-C8, 2.225%, 08/15/45 | 1,177,452 | 0.1 | |||||||||||||||
1,806,571 | Wells Fargo Mortgage Backed Securities 2005-AR15 Trust, 2.613%, 09/25/35 | 1,693,998 | 0.1 | ||||||||||||||||
33,871,132 | #, ˆ | Wells Fargo Mortgage Backed Securities Trust, 1.588%, 06/15/45 | 3,142,205 | 0.2 | |||||||||||||||
2,235,226 | Wells Fargo Mortgage Backed Securities Trust, 2.613%, 03/25/36 | 2,218,628 | 0.1 |
VOYA INTERMEDIATE BOND FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |||||||||||||||||||
1,925,243 | Wells Fargo Mortgage Backed Securities Trust, 5.568%, 04/25/36 | $ | 1,904,779 | 0.1 | |||||||||||||||
Total Collateralized Mortgage Obligations (Cost $240,182,992) | 245,864,288 | 15.2 | |||||||||||||||||
ASSET-BACKED SECURITIES: 9.0% | |||||||||||||||||||
Automobile Asset-Backed Securities: 1.1% | |||||||||||||||||||
1,680,000 | AmeriCredit Automobile Receivables Trust 2012-4, 1.930%, 08/08/18 | 1,698,363 | 0.1 | ||||||||||||||||
3,050,000 | # | AmeriCredit Automobile Receivables Trust, 3.290%, 05/08/20 | 3,080,160 | 0.2 | |||||||||||||||
1,280,000 | Capital Auto Receivables Asset Trust / Ally, 2.220%, 01/22/19 | 1,282,532 | 0.1 | ||||||||||||||||
1,230,000 | CarMax Auto Owner Trust, 1.950%, 09/16/19 | 1,229,771 | 0.1 | ||||||||||||||||
1,800,000 | Santander Drive Auto Receivables Trust 2012-4, 3.500%, 06/15/18 | 1,872,445 | 0.1 | ||||||||||||||||
1,200,000 | Santander Drive Auto Receivables Trust 2012-5, 3.300%, 09/17/18 | 1,239,530 | 0.1 | ||||||||||||||||
2,100,000 | Santander Drive Auto Receivables Trust 2013-1, 2.270%, 01/15/19 | 2,111,143 | 0.1 | ||||||||||||||||
2,200,000 | # | Santander Drive Auto Receivables Trust 2013-A, 4.710%, 01/15/21 | 2,328,679 | 0.2 | |||||||||||||||
2,270,000 | Santander Drive Auto Receivables Trust 2014-1, 1.590%, 10/15/18 | 2,274,074 | 0.1 | ||||||||||||||||
17,116,697 | 1.1 | ||||||||||||||||||
Credit Card Asset-Backed Securities: 0.1% | |||||||||||||||||||
1,680,000 | Chase Issuance Trust, 0.615%, 04/15/19 | 1,666,249 | 0.1 | ||||||||||||||||
Home Equity Asset-Backed Securities: 0.1% | |||||||||||||||||||
947,789 | Freddie Mac Structured Pass-Through Securities, 0.404%, 05/25/31 | 931,346 | 0.1 | ||||||||||||||||
39,115 | Freddie Mac Structured Pass-Through Securities, 0.454%, 01/25/32 | 37,816 | 0.0 | ||||||||||||||||
45,935 | Residential Asset Securities Corp., 0.754%, 06/25/32 | 37,947 | 0.0 | ||||||||||||||||
1,007,109 | 0.1 | ||||||||||||||||||
Other Asset-Backed Securities: 7.7% | |||||||||||||||||||
407,601 | # | Aimco CDO, 0.487%, 10/20/19 | 403,156 | 0.0 | |||||||||||||||
1,500,000 | # | AMMC CLO IV Ltd., 1.033%, 03/25/17 | 1,490,757 | 0.1 | |||||||||||||||
500,000 | # | Apidos CDO I Ltd., 0.989%, 07/27/17 | 497,184 | 0.0 | |||||||||||||||
940,000 | # | Apidos CDO II, 1.039%, 12/21/18 | 918,018 | 0.1 | |||||||||||||||
2,200,000 | # | Ares VIR CLO Ltd., 2.134%, 03/12/18 | 2,191,642 | 0.1 | |||||||||||||||
3,718,391 | # | Ares VR CLO Ltd., 2.136%, 02/24/18 | 3,687,994 | 0.2 | |||||||||||||||
3,910,000 | # | Ares XII CLO Ltd., 2.235%, 11/25/20 | 3,894,086 | 0.2 | |||||||||||||||
38,264 | # | Atrium CDO Corp., 0.564%, 10/27/16 | 38,229 | 0.0 | |||||||||||||||
1,725,000 | # | Atrium III, 2.234%, 10/27/16 | 1,703,858 | 0.1 | |||||||||||||||
1,750,000 | # | Atrium IV, 0.985%, 06/08/19 | 1,708,471 | 0.1 | |||||||||||||||
750,000 | # | Atrium IV, 2.085%, 06/08/19 | 745,854 | 0.0 | |||||||||||||||
2,000,000 | # | Atrium V, 0.925%, 07/20/20 | 1,903,512 | 0.1 | |||||||||||||||
1,625,000 | # | Babson CLO, Inc. 2005-III, 0.637%, 11/10/19 | 1,585,634 | 0.1 | |||||||||||||||
1,000,000 | # | Babson Mid-Market CLO, Inc. 2007-II, 1.089%, 04/15/21 | 948,464 | 0.1 | |||||||||||||||
4,300,000 | # | Ballyrock CLO 2006-1 Ltd., 1.733%, 08/28/19 | 4,267,281 | 0.3 | |||||||||||||||
1,500,000 | # | Ballyrock CLO 2006-2 Ltd., 1.642%, 01/14/20 | 1,472,533 | 0.1 | |||||||||||||||
2,000,000 | # | Blackrock Senior Income Series II, 2.085%, 05/25/17 | 1,964,748 | 0.1 | |||||||||||||||
750,000 | # | Callidus Debt Partners CLO Fund IV Ltd., 2.038%, 04/17/20 | 744,065 | 0.0 | |||||||||||||||
1,297,614 | # | Callidus Debt Partners CLO Fund VII Ltd., 0.987%, 01/21/21 | 1,295,407 | 0.1 | |||||||||||||||
1,750,000 | # | Callidus Debt Partners CLO Fund VII Ltd., 1.737%, 01/21/21 | 1,762,801 | 0.1 | |||||||||||||||
4,250,000 | # | Callidus Debt Partners CLO Fund VII Ltd., 2.487%, 01/21/21 | 4,251,407 | 0.3 | |||||||||||||||
1,400,000 | # | Callidus Debt Partners CLO Fund VII Ltd., 3.687%, 01/21/21 | 1,404,910 | 0.1 | |||||||||||||||
1,050,000 | # | Carlyle Arnage CLO Ltd., 1.734%, 08/27/21 | 1,059,888 | 0.1 | |||||||||||||||
1,850,000 | # | Castle Garden Funding, 0.986%, 10/27/20 | 1,826,122 | 0.1 | |||||||||||||||
600,000 | # | Castle Garden Funding, 4.986%, 10/27/20 | 601,075 | 0.0 | |||||||||||||||
1,000,000 | # | Castle Garden Funding, 6.560%, 10/27/20 | 1,084,188 | 0.1 | |||||||||||||||
72,419 | Chase Funding Trust Series 2003-5, 0.754%, 07/25/33 | 69,674 | 0.0 | ||||||||||||||||
2,475,000 | # | CIFC Funding 2006-I Ltd., 0.637%, 10/20/20 | 2,412,840 | 0.1 | |||||||||||||||
3,200,000 | # | CIFC Funding 2006-II Ltd., 1.836%, 03/01/21 | 3,060,451 | 0.2 | |||||||||||||||
1,000,000 | # | ColumbusNova CLO Ltd. 2006-II, 1.737%, 04/04/18 | 961,628 | 0.1 | |||||||||||||||
2,342,304 | Countrywide Asset-Backed Certificates, 5.530%, 04/25/47 | 2,149,033 | 0.1 | ||||||||||||||||
1,000,000 | # | CP Uniq Aps, 2.039%, 04/15/18 | 974,874 | 0.1 | |||||||||||||||
505,758 | Credit-Based Asset Servicing and Securitization, LLC, 4.831%, 08/25/35 | 514,537 | 0.0 |
VOYA INTERMEDIATE BOND FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSET-BACKED SECURITIES: (continued) | |||||||||||||||||||
Other Asset-Backed Securities: (continued) | |||||||||||||||||||
372,531 | # | Credit-Based Asset Servicing and Securitization, LLC, 5.746%, 12/25/37 | $ | 373,535 | 0.0 | ||||||||||||||
3,500,000 | # | Dryden VIII Leveraged Loan CDO 2005, 1.986%, 05/22/17 | 3,448,907 | 0.2 | |||||||||||||||
3,000,000 | # | Eaton Vance CDO IX Ltd., 0.887%, 04/20/19 | 2,911,182 | 0.2 | |||||||||||||||
3,000,000 | # | Emporia Preferred Funding I Corp., 2.392%, 10/12/18 | 2,997,843 | 0.2 | |||||||||||||||
641,451 | # | Emporia Preferred Funding II Corp., 0.517%, 10/18/18 | 640,417 | 0.0 | |||||||||||||||
2,000,000 | # | Emporia Preferred Funding II Ltd., 1.187%, 10/18/18 | 1,930,260 | 0.1 | |||||||||||||||
2,100,000 | # | Emporia Preferred Funding, 0.737%, 10/18/18 | 2,082,830 | 0.1 | |||||||||||||||
3,954,698 | FBR Securitization Trust, 0.834%, 10/25/35 | 3,373,148 | 0.2 | ||||||||||||||||
1,500,000 | # | Flagship CLO IV Corp., 2.036%, 06/01/17 | 1,479,732 | 0.1 | |||||||||||||||
1,450,000 | # | Fraser Sullivan CLO II Ltd., 0.635%, 12/20/20 | 1,409,960 | 0.1 | |||||||||||||||
1,500,000 | # | Fraser Sullivan CLO II Ltd., 0.955%, 12/20/20 | 1,448,674 | 0.1 | |||||||||||||||
2,000,000 | Gale Force 2 CLO Ltd., 3.989%, 04/15/18 | 2,001,470 | 0.1 | ||||||||||||||||
1,825,000 | # | Gulf Stream — Compass CLO 2007-I Ltd., 2.235%, 10/28/19 | 1,810,896 | 0.1 | |||||||||||||||
3,100,000 | # | Gulf Stream — Compass CLO 2007-I Ltd., 3.685%, 10/28/19 | 3,101,407 | 0.2 | |||||||||||||||
2,250,000 | # | Gulf Stream — Sextant CLO 2006-1 Ltd., 0.574%, 08/21/20 | 2,231,719 | 0.1 | |||||||||||||||
3,040,000 | # | Gulf Stream — Sextant CLO 2006-1 Ltd., 1.834%, 08/21/20 | 2,881,820 | 0.2 | |||||||||||||||
650,000 | # | Gulf Stream-Rashinban CLO 2006-1 Ltd., 0.914%, 11/26/20 | 615,340 | 0.0 | |||||||||||||||
1,150,000 | # | Halcyon Structured Asset Management Long Secured/Short Unsecured 2007-1 Ltd., 0.686%, 08/07/21 | 1,115,506 | 0.1 | |||||||||||||||
1,350,000 | # | Halcyon Structured Asset Management Long Secured/Short Unsecured 2007-1 Ltd., 2.536%, 08/07/21 | 1,331,439 | 0.1 | |||||||||||||||
1,000,000 | # | Hewett’s Island Clo IV Ltd., 0.987%, 05/09/18 | 996,469 | 0.1 | |||||||||||||||
1,000,000 | # | Hewett’s Island Clo V Ltd., 0.936%, 12/05/18 | 969,392 | 0.1 | |||||||||||||||
1,260,000 | # | Invitation Homes 2013-SFR1 Trust, 2.100%, 12/17/30 | 1,259,247 | 0.1 | |||||||||||||||
1,250,000 | # | Kingsland III Ltd., 0.886%, 08/24/21 | 1,185,503 | 0.1 | |||||||||||||||
1,225,000 | # | Landmark VI CDO Ltd, 0.742%, 01/14/18 | 1,204,438 | 0.1 | |||||||||||||||
329,929 | Lehman XS Trust, 0.434%, 08/25/35 | 320,825 | 0.0 | ||||||||||||||||
750,000 | # | Madison Park Funding Ltd., 2.033%, 03/25/20 | 729,205 | 0.0 | |||||||||||||||
1,780,000 | # | Madison Park Funding Ltd., 2.137%, 05/10/19 | 1,780,431 | 0.1 | |||||||||||||||
1,480,000 | Madison Park Funding Ltd., 4.987%, 05/10/19 | 1,481,708 | 0.1 | ||||||||||||||||
1,550,000 | # | Morgan Stanley Investment Management Croton Ltd, 0.689%, 01/15/18 | 1,525,313 | 0.1 | |||||||||||||||
1,500,000 | # | MSIM Peconic Bay Ltd., 2.237%, 07/20/19 | 1,497,665 | 0.1 | |||||||||||||||
2,000,000 | # | Northwoods Capital V Ltd., 2.134%, 12/07/20 | 1,962,898 | 0.1 | |||||||||||||||
1,000,000 | # | Oak Hill Credit Partners IV Ltd, 1.936%, 05/17/21 | 989,725 | 0.1 | |||||||||||||||
1,000,000 | # | Sargas CLO I Ltd., 1.784%, 08/27/20 | 991,450 | 0.1 | |||||||||||||||
4,866,945 | Securitized Asset Backed Receivables LLC Trust 2006-NC2, 0.394%, 03/25/36 | 4,128,970 | 0.3 | ||||||||||||||||
1,000,000 | # | Silverado CLO 2006-I Ltd., 1.987%, 04/11/20 | 976,709 | 0.1 | |||||||||||||||
2,200,000 | # | Stanfield Arnage CLO Ltd., 2.434%, 08/27/21 | 2,181,111 | 0.1 | |||||||||||||||
3,600,000 | # | Stanfield Veyron CLO Ltd., 0.919%, 07/15/18 | 3,559,896 | 0.2 | |||||||||||||||
2,000,000 | # | Stone Tower CLO IV Ltd., 2.107%, 03/16/18 | 1,967,710 | 0.1 | |||||||||||||||
2,000,000 | # | Trade MAPS 1 Ltd., 2.400%, 12/10/18 | 2,014,365 | 0.1 | |||||||||||||||
1,550,000 | # | WhiteHorse III Ltd./Corp, 0.988%, 05/01/18 | 1,537,727 | 0.1 | |||||||||||||||
1,250,000 | # | WhiteHorse III Ltd/Corp, 2.088%, 05/01/18 | 1,231,071 | 0.1 | |||||||||||||||
125,272,234 | 7.7 | ||||||||||||||||||
Total Asset-Backed Securities (Cost $144,335,581) | 145,062,289 | 9.0 | |||||||||||||||||
U.S. TREASURY OBLIGATIONS: 22.7% | |||||||||||||||||||
U.S. Treasury Bonds: 2.9% | |||||||||||||||||||
46,184,000 | 3.750%, due 11/15/43 | 47,822,100 | 2.9 | ||||||||||||||||
U.S. Treasury Notes: 19.8% | |||||||||||||||||||
61,158,000 | 0.375%, due 03/31/16 | 61,098,249 | 3.8 | ||||||||||||||||
130,861,000 | 0.750%, due 03/15/17 | 130,395,789 | 8.1 | ||||||||||||||||
68,971,000 | 1.625%, due 03/31/19 | 68,644,974 | 4.2 | ||||||||||||||||
25,326,000 | 2.250%, due 03/31/21 | 25,240,930 | 1.6 | ||||||||||||||||
34,082,000 | 2.750%, due 02/15/24 | 34,164,547 | 2.1 | ||||||||||||||||
319,544,489 | 19.8 | ||||||||||||||||||
Total U.S. Treasury Obligations (Cost $366,940,188) | 367,366,589 | 22.7 | |||||||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 22.6% | |||||||||||||||||||
Federal Home Loan Mortgage Corporation: 9.0%## | |||||||||||||||||||
120,957 | 0.505%, due 02/15/32 | 121,709 | 0.0 | ||||||||||||||||
1,244,000 | W | 3.000%, due 11/15/26 | 1,273,739 | 0.1 | |||||||||||||||
3,067,465 | 3.000%, due 02/01/27 | 3,155,148 | 0.2 | ||||||||||||||||
1,597,384 | 3.000%, due 02/01/27 | 1,643,075 | 0.1 | ||||||||||||||||
15,793,000 | W | 3.000%, due 05/01/43 | 15,181,639 | 0.9 | |||||||||||||||
361,519 | 3.255%, due 03/15/38 | 372,889 | 0.0 |
VOYA INTERMEDIATE BOND FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | |||||||||||||||||||
Federal Home Loan Mortgage Corporation: (continued) | |||||||||||||||||||
41,464,000 | W | 3.500%, due 08/15/41 | $ | 41,535,268 | 2.6 | ||||||||||||||
2,413,273 | ˆˆ | 4.000%, due 01/15/36 | 2,280,005 | 0.2 | |||||||||||||||
14,650,000 | W | 4.000%, due 12/15/40 | 15,149,588 | 0.9 | |||||||||||||||
3,463,086 | 4.000%, due 10/01/41 | 3,600,863 | 0.2 | ||||||||||||||||
4,968,707 | 4.000%, due 12/01/41 | 5,166,921 | 0.3 | ||||||||||||||||
9,703,416 | ˆ | 4.000%, due 04/15/43 | 1,889,913 | 0.1 | |||||||||||||||
7,254,306 | ˆ | 4.500%, due 12/15/40 | 1,363,244 | 0.1 | |||||||||||||||
2,228,701 | 4.500%, due 08/01/41 | 2,382,033 | 0.2 | ||||||||||||||||
680,503 | 4.500%, due 08/01/41 | 727,241 | 0.1 | ||||||||||||||||
2,882,096 | 4.500%, due 09/01/41 | 3,080,021 | 0.2 | ||||||||||||||||
3,100,210 | 4.500%, due 10/01/41 | 3,313,863 | 0.2 | ||||||||||||||||
1,443,422 | 4.500%, due 01/15/42 | 1,489,239 | 0.1 | ||||||||||||||||
1,181,147 | ˆ | 4.975%, due 03/15/33 | 1,247,780 | 0.1 | |||||||||||||||
522,576 | 5.000%, due 12/15/17 | 552,305 | 0.0 | ||||||||||||||||
377,892 | 5.000%, due 02/15/35 | 391,129 | 0.0 | ||||||||||||||||
1,202,598 | 5.000%, due 02/15/35 | 1,290,453 | 0.1 | ||||||||||||||||
1,189,638 | 5.000%, due 02/15/35 | 1,290,688 | 0.1 | ||||||||||||||||
456,419 | 5.000%, due 01/01/41 | 497,777 | 0.0 | ||||||||||||||||
1,030,486 | 5.500%, due 11/15/22 | 1,111,507 | 0.1 | ||||||||||||||||
1,314,133 | 5.500%, due 12/15/32 | 1,436,797 | 0.1 | ||||||||||||||||
483,216 | 5.500%, due 09/15/34 | 524,317 | 0.0 | ||||||||||||||||
4,590,745 | 5.500%, due 02/15/36 | 4,977,906 | 0.3 | ||||||||||||||||
1,569,546 | 5.500%, due 08/15/36 | 1,744,767 | 0.1 | ||||||||||||||||
1,736,257 | 5.500%, due 06/15/37 | 1,896,217 | 0.1 | ||||||||||||||||
137,011 | 5.500%, due 07/01/37 | 151,287 | 0.0 | ||||||||||||||||
1,741,216 | 5.500%, due 07/15/37 | 1,911,234 | 0.1 | ||||||||||||||||
6,839,910 | 5.500%, due 11/01/38 | 7,557,505 | 0.5 | ||||||||||||||||
17,829 | 5.596%, due 05/01/37 | 18,647 | 0.0 | ||||||||||||||||
11,804,730 | ˆ | 5.845%, due 05/15/36 | 1,446,174 | 0.1 | |||||||||||||||
4,543,347 | ˆ | 5.895%, due 07/15/40 | 730,149 | 0.1 | |||||||||||||||
59 | 6.000%, due 04/01/14 | 59 | 0.0 | ||||||||||||||||
8,898 | 6.000%, due 12/01/28 | 9,891 | 0.0 | ||||||||||||||||
22,005 | 6.000%, due 01/01/29 | 24,462 | 0.0 | ||||||||||||||||
443,928 | 6.000%, due 01/15/29 | 493,648 | 0.0 | ||||||||||||||||
426,822 | 6.000%, due 01/15/29 | 473,350 | 0.0 | ||||||||||||||||
489,709 | 6.000%, due 07/15/32 | 543,907 | 0.0 | ||||||||||||||||
411,206 | ˆ | 6.000%, due 04/15/33 | 93,050 | 0.0 | |||||||||||||||
1,742,908 | 6.000%, due 07/15/36 | 1,908,652 | 0.1 | ||||||||||||||||
3,544,142 | 6.000%, due 10/15/37 | 3,878,571 | 0.2 | ||||||||||||||||
6,679,196 | ˆ | 6.330%, due 06/15/36 | 1,064,005 | 0.1 | |||||||||||||||
4,260,491 | ˆ | 6.395%, due 05/15/41 | 879,693 | 0.1 | |||||||||||||||
11,313,164 | ˆ | 6.445%, due 09/15/34 | 1,404,146 | 0.1 | |||||||||||||||
17,628 | 6.500%, due 01/01/24 | 19,949 | 0.0 | ||||||||||||||||
18,251 | 6.500%, due 12/01/31 | 20,665 | 0.0 | ||||||||||||||||
1,828,458 | 6.500%, due 09/01/34 | 2,089,906 | 0.1 | ||||||||||||||||
19,444 | 7.000%, due 11/01/31 | 21,298 | 0.0 | ||||||||||||||||
9,248 | 7.000%, due 03/01/32 | 10,820 | 0.0 | ||||||||||||||||
145,439,109 | 9.0 | ||||||||||||||||||
Federal National Mortgage Association: 10.2%## | |||||||||||||||||||
176,203 | 0.556%, due 04/18/28 | 177,590 | 0.0 | ||||||||||||||||
76,658 | 0.700%, due 10/25/33 | 77,122 | 0.0 | ||||||||||||||||
106,780 | 0.704%, due 01/25/32 | 105,039 | 0.0 | ||||||||||||||||
989,363 | 1.652%, due 06/25/33 | 995,788 | 0.1 | ||||||||||||||||
33,305,000 | W | 2.500%, due 11/25/26 | 33,200,923 | 2.1 | |||||||||||||||
1,873,412 | 3.000%, due 10/01/27 | 1,929,473 | 0.1 | ||||||||||||||||
12,672,224 | 3.000%, due 05/01/43 | 12,270,707 | 0.8 | ||||||||||||||||
20,070,000 | W | 3.000%, due 05/01/43 | 19,320,510 | 1.2 | |||||||||||||||
5,520,000 | W | 3.500%, due 01/25/26 | 5,774,437 | 0.4 | |||||||||||||||
1,000 | W | 3.500%, due 12/25/40 | 1,003 | 0.0 | |||||||||||||||
12,723,209 | ˆ | 3.500%, due 06/25/42 | 1,885,652 | 0.1 | |||||||||||||||
589,587 | ˆ | 4.000%, due 11/01/18 | 37,408 | 0.0 | |||||||||||||||
10,128,000 | W | 4.000%, due 02/25/39 | 10,493,557 | 0.7 | |||||||||||||||
7,888,750 | ˆ | 4.000%, due 04/25/41 | 1,493,149 | 0.1 | |||||||||||||||
1,630,168 | 4.000%, due 03/01/42 | 1,698,006 | 0.1 | ||||||||||||||||
953,996 | 4.000%, due 07/01/42 | 993,057 | 0.1 | ||||||||||||||||
4,704,500 | 4.000%, due 07/01/42 | 4,896,842 | 0.3 | ||||||||||||||||
823,154 | 4.000%, due 07/01/42 | 856,945 | 0.1 | ||||||||||||||||
4,901,240 | 4.000%, due 07/01/42 | 5,103,111 | 0.3 | ||||||||||||||||
4,737,526 | 4.500%, due 10/25/34 | 5,147,296 | 0.3 | ||||||||||||||||
7,299,000 | W | 4.500%, due 05/15/35 | 7,762,031 | 0.5 | |||||||||||||||
772,498 | 4.500%, due 11/01/40 | 826,296 | 0.1 | ||||||||||||||||
1,325,291 | 4.500%, due 11/01/40 | 1,416,997 | 0.1 | ||||||||||||||||
12,060 | 4.500%, due 12/01/40 | 12,895 | 0.0 | ||||||||||||||||
20,630 | 4.500%, due 12/01/40 | 22,059 | 0.0 | ||||||||||||||||
25,409 | 4.500%, due 01/01/41 | 27,168 | 0.0 | ||||||||||||||||
19,264 | 4.500%, due 01/01/41 | 20,603 | 0.0 | ||||||||||||||||
1,294,404 | 4.500%, due 09/01/41 | 1,383,370 | 0.1 | ||||||||||||||||
1,985,745 | 4.500%, due 10/01/41 | 2,122,886 | 0.1 | ||||||||||||||||
370,671 | 4.996%, due 07/01/35 | 401,030 | 0.0 | ||||||||||||||||
462,005 | 5.000%, due 06/01/33 | 507,765 | 0.0 | ||||||||||||||||
1,695,652 | 5.000%, due 09/25/33 | 1,831,513 | 0.1 | ||||||||||||||||
628,423 | 5.000%, due 07/25/34 | 645,492 | 0.0 | ||||||||||||||||
571,402 | 5.000%, due 02/01/35 | 626,520 | 0.0 | ||||||||||||||||
973,026 | 5.000%, due 07/01/35 | 1,065,401 | 0.1 | ||||||||||||||||
1,062,121 | 5.000%, due 08/01/35 | 1,158,453 | 0.1 | ||||||||||||||||
119,849 | 5.000%, due 10/01/35 | 130,913 | 0.0 | ||||||||||||||||
193,061 | 5.000%, due 02/01/36 | 210,843 | 0.0 | ||||||||||||||||
801,298 | 5.000%, due 07/01/36 | 876,900 | 0.1 | ||||||||||||||||
1,042,387 | 5.000%, due 07/01/37 | 1,145,039 | 0.1 | ||||||||||||||||
600,769 | 5.000%, due 11/01/40 | 656,440 | 0.0 | ||||||||||||||||
383,038 | 5.000%, due 02/01/41 | 418,671 | 0.0 | ||||||||||||||||
260,502 | 5.000%, due 05/01/41 | 286,067 | 0.0 | ||||||||||||||||
654,920 | 5.000%, due 06/01/41 | 718,534 | 0.0 | ||||||||||||||||
1,088,137 | 5.000%, due 06/01/41 | 1,194,849 | 0.1 | ||||||||||||||||
27,728 | 5.500%, due 02/01/18 | 29,739 | 0.0 | ||||||||||||||||
541,837 | 5.500%, due 08/25/34 | 595,190 | 0.0 | ||||||||||||||||
648,522 | 5.500%, due 03/01/37 | 720,402 | 0.0 | ||||||||||||||||
670,792 | 5.500%, due 06/01/39 | 744,650 | 0.0 | ||||||||||||||||
6,524,785 | 5.500%, due 10/01/39 | 7,212,723 | 0.5 | ||||||||||||||||
10,525,545 | ˆ | 5.996%, due 11/25/39 | 1,336,202 | 0.1 | |||||||||||||||
31,941 | 6.000%, due 08/01/16 | 33,257 | 0.0 | ||||||||||||||||
304 | 6.000%, due 12/01/16 | 315 | 0.0 | ||||||||||||||||
15,868 | 6.000%, due 03/01/17 | 16,680 | 0.0 | ||||||||||||||||
146,355 | 6.000%, due 09/01/17 | 153,961 | 0.0 | ||||||||||||||||
8,883 | 6.000%, due 11/01/17 | 9,323 | 0.0 | ||||||||||||||||
10,480 | 6.000%, due 10/01/18 | 11,099 | 0.0 | ||||||||||||||||
533,080 | 6.000%, due 07/25/29 | 586,167 | 0.0 | ||||||||||||||||
226,423 | 6.000%, due 07/25/29 | 248,971 | 0.0 | ||||||||||||||||
431,517 | 6.000%, due 04/25/31 | 480,566 | 0.0 | ||||||||||||||||
653,010 | ˆ | 6.000%, due 08/25/33 | 136,530 | 0.0 | |||||||||||||||
159,052 | 6.000%, due 09/01/36 | 177,162 | 0.0 | ||||||||||||||||
292,116 | 6.000%, due 02/25/37 | 321,522 | 0.0 | ||||||||||||||||
— | 6.000%, due 12/01/37 | — | — | ||||||||||||||||
6,521,981 | 6.000%, due 01/01/38 | 7,360,330 | 0.5 | ||||||||||||||||
— | 6.000%, due 02/01/38 | — | — | ||||||||||||||||
1,692,091 | 6.000%, due 05/01/38 | 1,833,499 | 0.1 | ||||||||||||||||
8,543,857 | ˆ | 6.396%, due 09/25/40 | 1,583,288 | 0.1 | |||||||||||||||
22,784,828 | ˆ | 6.446%, due 04/25/31 | 4,242,289 | 0.3 | |||||||||||||||
4,527 | 6.500%, due 02/01/28 | 5,087 | 0.0 | ||||||||||||||||
6,274 | 6.500%, due 07/01/29 | 7,055 | 0.0 | ||||||||||||||||
155 | 6.500%, due 06/01/31 | 175 | 0.0 | ||||||||||||||||
142,829 | 6.500%, due 07/01/31 | 159,774 | 0.0 | ||||||||||||||||
740 | 6.500%, due 09/01/31 | 832 | 0.0 | ||||||||||||||||
263 | 6.500%, due 09/01/31 | 295 | 0.0 | ||||||||||||||||
31,968 | 6.500%, due 11/01/31 | 35,922 | 0.0 | ||||||||||||||||
15,970 | 6.500%, due 04/01/32 | 17,953 | 0.0 | ||||||||||||||||
2,394 | 6.500%, due 08/01/32 | 2,693 | 0.0 | ||||||||||||||||
5,506 | 6.500%, due 08/01/32 | 6,201 | 0.0 | ||||||||||||||||
27,990 | 6.500%, due 01/01/33 | 31,460 | 0.0 | ||||||||||||||||
57,739 | 6.500%, due 02/01/33 | 64,925 | 0.0 | ||||||||||||||||
134,936 | 6.500%, due 12/01/33 | 151,656 | 0.0 | ||||||||||||||||
929,195 | ˆ | 6.546%, due 08/25/26 | 133,229 | 0.0 | |||||||||||||||
3,093,249 | ˆ | 6.586%, due 01/25/37 | 509,776 | 0.0 | |||||||||||||||
11,354,099 | ˆ | 6.596%, due 10/25/35 | 1,994,654 | 0.1 | |||||||||||||||
24,761 | 7.000%, due 12/01/27 | 27,602 | 0.0 | ||||||||||||||||
6,392 | 7.000%, due 01/01/30 | 6,479 | 0.0 | ||||||||||||||||
6,788 | 7.000%, due 10/01/31 | 7,636 | 0.0 | ||||||||||||||||
4,959 | 7.000%, due 03/01/32 | 5,595 | 0.0 | ||||||||||||||||
3,667 | 7.500%, due 09/01/30 | 4,392 | 0.0 |
VOYA INTERMEDIATE BOND FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | |||||||||||||||||||
Federal National Mortgage Association: (continued) | |||||||||||||||||||
2,760 | 7.500%, due 10/01/30 | $ | 3,025 | 0.0 | |||||||||||||||
3,325 | 7.500%, due 10/01/30 | 3,381 | 0.0 | ||||||||||||||||
8,675 | 7.500%, due 09/01/31 | 10,431 | 0.0 | ||||||||||||||||
29,704 | 7.500%, due 02/01/32 | 33,956 | 0.0 | ||||||||||||||||
823,824 | ˆ | 7.530%, due 02/17/29 | 146,780 | 0.0 | |||||||||||||||
846,346 | 22.408%, due 01/25/35 | 1,131,767 | 0.1 | ||||||||||||||||
65,432 | 27.983%, due 02/25/34 | 92,999 | 0.0 | ||||||||||||||||
678,813 | 32.679%, due 11/25/36 | 1,110,818 | 0.1 | ||||||||||||||||
165,466,763 | 10.2 | ||||||||||||||||||
Government National Mortgage Association: 3.4% | |||||||||||||||||||
4,835 | 1.625%, due 04/20/28 | 5,034 | 0.0 | ||||||||||||||||
8,251,000 | 3.000%, due 04/01/43 | 8,115,632 | 0.5 | ||||||||||||||||
1,379,000 | 3.500%, due 12/20/41 | 1,407,657 | 0.1 | ||||||||||||||||
1,068,592 | 4.000%, due 11/20/40 | 1,125,309 | 0.1 | ||||||||||||||||
1,721,295 | 4.000%, due 10/20/41 | 1,793,022 | 0.1 | ||||||||||||||||
7,454,759 | 4.500%, due 05/16/39 | 8,104,826 | 0.5 | ||||||||||||||||
2,733,412 | 4.500%, due 05/20/39 | 2,954,310 | 0.2 | ||||||||||||||||
1,140,967 | 4.500%, due 10/15/39 | 1,235,386 | 0.1 | ||||||||||||||||
1,008,036 | 4.500%, due 11/15/39 | 1,091,623 | 0.1 | ||||||||||||||||
1,096,637 | 4.500%, due 11/15/39 | 1,187,480 | 0.1 | ||||||||||||||||
265,112 | 4.500%, due 12/15/39 | 287,103 | 0.0 | ||||||||||||||||
308,037 | 4.500%, due 08/20/41 | 332,976 | 0.0 | ||||||||||||||||
3,622,751 | ˆ | 4.500%, due 09/20/41 | 671,403 | 0.0 | |||||||||||||||
1,718,000 | 4.750%, due 05/20/39 | 1,844,239 | 0.1 | ||||||||||||||||
2,884,643 | ˆ | 5.000%, due 06/16/39 | 50,490 | 0.0 | |||||||||||||||
2,446,263 | ˆ | 5.000%, due 04/20/40 | 904,605 | 0.1 | |||||||||||||||
1,218,542 | 5.140%, due 10/20/60 | 1,348,810 | 0.1 | ||||||||||||||||
15,028,524 | ˆ | 5.195%, due 05/16/41 | 2,404,825 | 0.2 | |||||||||||||||
767,804 | 5.288%, due 10/20/60 | 857,374 | 0.1 | ||||||||||||||||
990,492 | 5.500%, due 03/20/60 | 1,101,136 | 0.1 | ||||||||||||||||
7,029,850 | ˆ | 5.693%, due 06/20/40 | 1,139,069 | 0.1 | |||||||||||||||
2,748,094 | ˆ | 6.043%, due 06/20/38 | 287,605 | 0.0 | |||||||||||||||
4,516,704 | ˆ | 6.043%, due 04/20/39 | 642,333 | 0.0 | |||||||||||||||
19,293,849 | ˆ | 6.143%, due 05/20/39 | 2,073,238 | 0.1 | |||||||||||||||
3,325,138 | ˆ | 6.243%, due 04/20/38 | 464,433 | 0.0 | |||||||||||||||
1,471,029 | ˆ | 6.345%, due 05/16/38 | 251,605 | 0.0 | |||||||||||||||
4,063,843 | ˆ | 6.393%, due 01/20/38 | 627,053 | 0.0 | |||||||||||||||
17,542,397 | ˆ | 6.463%, due 08/20/40 | 3,582,598 | 0.2 | |||||||||||||||
8,103,210 | ˆ | 6.495%, due 09/16/40 | 1,486,593 | 0.1 | |||||||||||||||
0 | 6.500%, due 09/16/38 | 0 | — | ||||||||||||||||
2,542,502 | ˆ | 6.615%, due 02/16/35 | 442,131 | 0.0 | |||||||||||||||
142,948 | ˆ | 8.095%, due 06/16/31 | 15,350 | 0.0 | |||||||||||||||
5,975,000 | 14.000%, due 11/20/41 | 6,261,613 | 0.4 | ||||||||||||||||
54,096,861 | 3.4 | ||||||||||||||||||
Total U.S. Government Agency Obligations (Cost $361,003,919) | 365,002,733 | 22.6 | |||||||||||||||||
FOREIGN GOVERNMENT BONDS: 3.9% | |||||||||||||||||||
953,794 | Argentina Government International Bond, 2.500%, 12/31/38 | 405,362 | 0.0 | ||||||||||||||||
957,993 | Argentina Government International Bond, 8.280%, 12/31/33 | 763,041 | 0.1 | ||||||||||||||||
600,000 | L | City of Buenos Aires Argentina, 9.950%, 03/01/17 | 603,000 | 0.0 | |||||||||||||||
1,200,000 | # | Aruba Government Bond, 4.625%, 09/14/23 | 1,146,000 | 0.1 | |||||||||||||||
1,689,000 | Republic of Belarus, 8.750%, 08/03/15 | 1,718,558 | 0.1 | ||||||||||||||||
695,000 | Belize Government International Bond, 5.000%, 02/20/38 | 490,844 | 0.0 | ||||||||||||||||
277,600 | # | Belize Government International Bond, 5.000%, 02/20/38 | 196,055 | 0.0 | |||||||||||||||
700,000 | # | Bolivian Government International Bond, 5.950%, 08/22/23 | 736,750 | 0.1 | |||||||||||||||
1,968,000 | L | Brazilian Government International Bond, 2.625%, 01/05/23 | 1,746,600 | 0.1 | |||||||||||||||
1,062,000 | L | Colombia Government International Bond, 2.625%, 03/15/23 | 958,455 | 0.1 | |||||||||||||||
400,000 | Colombia Government International Bond, 7.375%, 03/18/19 | 483,000 | 0.0 | ||||||||||||||||
760,000 | Colombia Government International Bond, 8.125%, 05/21/24 | 991,800 | 0.1 | ||||||||||||||||
350,000 | # | Costa Rica Government International Bond, 4.250%, 01/26/23 | 325,500 | 0.0 | |||||||||||||||
400,000 | Costa Rica Government International Bond, 9.995%, 08/01/20 | 506,500 | 0.0 | ||||||||||||||||
272,000 | Croatia Government International Bond, 6.375%, 03/24/21 | 294,440 | 0.0 | ||||||||||||||||
270,000 | Dominican Republic International Bond, 5.875%, 04/18/24 | 269,325 | 0.0 | ||||||||||||||||
300,000 | # | Dominican Republic International Bond, 6.600%, 01/28/24 | 308,250 | 0.0 | |||||||||||||||
232,000 | # | El Salvador Government International Bond, 5.875%, 01/30/25 | 219,240 | 0.0 | |||||||||||||||
400,000 | Financing of Infrastrucural Projects State Enterprise, 9.000%, 12/07/17 | 360,000 | 0.0 | ||||||||||||||||
290,380 | # | Gabonese Republic, 6.375%, 12/12/24 | 308,529 | 0.0 | |||||||||||||||
300,000 | # | Guatemala Government Bond, 4.875%, 02/13/28 | 292,500 | 0.0 | |||||||||||||||
559,000 | Guatemala Government Bond, 8.125%, 10/06/34 | 707,694 | 0.1 | ||||||||||||||||
1,000,000 | # | Hrvatska Elektroprivreda, 6.000%, 11/09/17 | 1,045,000 | 0.1 | |||||||||||||||
156,000 | L | Hungary Government International Bond, 5.375%, 02/21/23 | 158,948 | 0.0 | |||||||||||||||
916,000 | L | Hungary Government International Bond, 7.625%, 03/29/41 | 1,060,270 | 0.1 | |||||||||||||||
750,000 | Indonesia Government International Bond, 3.375%, 04/15/23 | 673,125 | 0.1 | ||||||||||||||||
1,320,000 | # | Indonesia Government International Bond, 3.750%, 04/25/22 | 1,252,350 | 0.1 | |||||||||||||||
1,246,000 | Ivory Coast Government International Bond, 5.750%, 12/31/32 | 1,177,470 | 0.1 | ||||||||||||||||
600,000 | # | Kazakhstan Temir Zholy Finance BV, 6.950%, 07/10/42 | 613,500 | 0.0 |
VOYA INTERMEDIATE BOND FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
FOREIGN GOVERNMENT BONDS: (continued) | |||||||||||||||||||
1,100,000 | Lithuania Government International Bond, 6.625%, 02/01/22 | $ | 1,302,950 | 0.1 | |||||||||||||||
264,000 | # | Lithuania Government International Bond, 6.625%, 02/01/22 | 312,708 | 0.0 | |||||||||||||||
534,000 | Mexico Government International Bond, 4.000%, 10/02/23 | 540,008 | 0.0 | ||||||||||||||||
160,000 | Mexico Government International Bond, 4.750%, 03/08/44 | 152,800 | 0.0 | ||||||||||||||||
500,000 | Morocco Government International Bond, 4.250%, 12/11/22 | 487,500 | 0.0 | ||||||||||||||||
600,000 | # | Morocco Government International Bond, 4.250%, 12/11/22 | 585,000 | 0.0 | |||||||||||||||
850,000 | Namibia International Bonds, 5.500%, 11/03/21 | 894,625 | 0.1 | ||||||||||||||||
350,000 | Nigeria Government International Bond, 6.750%, 01/28/21 | 375,375 | 0.0 | ||||||||||||||||
200,000 | Pakistan Government International Bond, 6.875%, 06/01/17 | 205,000 | 0.0 | ||||||||||||||||
200,000 | Pakistan Government International Bond, 7.875%, 03/31/36 | 174,750 | 0.0 | ||||||||||||||||
693,000 | Panama Government International Bond, 6.700%, 01/26/36 | 817,740 | 0.1 | ||||||||||||||||
948,000 | Petroleos de Venezuela SA, 5.250%, 04/12/17 | 713,370 | 0.1 | ||||||||||||||||
853,000 | Petroleos de Venezuela SA, 9.000%, 11/17/21 | 639,750 | 0.0 | ||||||||||||||||
1,601,400 | Petroleos de Venezuela SA, 9.750%, 05/17/35 | 1,136,994 | 0.1 | ||||||||||||||||
270,000 | Petroleos Mexicanos, 3.500%, 07/18/18 | 280,800 | 0.0 | ||||||||||||||||
1,073,000 | Petroleos Mexicanos, 5.500%, 01/21/21 | 1,177,617 | 0.1 | ||||||||||||||||
1,370,000 | Petroleos Mexicanos, 5.500%, 06/27/44 | 1,328,900 | 0.1 | ||||||||||||||||
1,246,667 | Petroleum Co. of Trinidad & Tobago Ltd., 6.000%, 05/08/22 | 1,344,842 | 0.1 | ||||||||||||||||
1,309,000 | Philippine Government International Bond, 4.000%, 01/15/21 | 1,379,359 | 0.1 | ||||||||||||||||
300,000 | Philippine Government International Bond, 7.750%, 01/14/31 | 411,375 | 0.0 | ||||||||||||||||
700,000 | Republic of the Philippines, 6.375%, 10/23/34 | 871,500 | 0.1 | ||||||||||||||||
706,000 | Poland Government International Bond, 3.000%, 03/17/23 | 661,875 | 0.1 | ||||||||||||||||
418,000 | Poland Government International Bond, 5.000%, 03/23/22 | 457,187 | 0.0 | ||||||||||||||||
1,400,000 | Republic of Angola Via Northern Lights III BV, 7.000%, 08/16/19 | 1,536,500 | 0.1 | ||||||||||||||||
332,000 | Republic of Ghana, 8.500%, 10/04/17 | 338,225 | 0.0 | ||||||||||||||||
1,000,000 | # | Republic of Latvia, 2.750%, 01/12/20 | 965,250 | 0.1 | |||||||||||||||
600,000 | Republic of Paraguay, 4.625%, 01/25/23 | 600,000 | 0.0 | ||||||||||||||||
600,000 | # | Republic of Paraguay, 4.625%, 01/25/23 | 600,000 | 0.0 | |||||||||||||||
136,000 | # | Romanian Government International Bond, 4.375%, 08/22/23 | 134,130 | 0.0 | |||||||||||||||
524,000 | Romanian Government International Bond, 6.750%, 02/07/22 | 612,425 | 0.0 | ||||||||||||||||
2,800,000 | Russian Agricultural Bank OJSC Via RSHB Capital SA, 5.298%, 12/27/17 | 2,793,000 | 0.2 | ||||||||||||||||
600,000 | # | Russian Agricultural Bank OJSC Via RSHB Capital SA, 5.298%, 12/27/17 | 598,500 | 0.0 | |||||||||||||||
1,400,000 | Russian Foreign Bond — Eurobond, 4.875%, 09/16/23 | 1,391,250 | 0.1 | ||||||||||||||||
800,000 | # | Russian Foreign Bond — Eurobond, 4.875%, 09/16/23 | 795,000 | 0.1 | |||||||||||||||
5,942,530 | Russian Foreign Bond — Eurobond, 7.500%, 03/31/30 | 6,771,513 | 0.4 | ||||||||||||||||
630,000 | #, L | Republic of Serbia, 5.250%, 11/21/17 | 656,775 | 0.0 | |||||||||||||||
500,000 | Sri Lanka Government International Bond, 5.875%, 07/25/22 | 507,500 | 0.0 | ||||||||||||||||
570,000 | Tanzania Government International Bond, 6.332%, 03/09/20 | 606,338 | 0.0 | ||||||||||||||||
1,000,000 | # | Transnet SOC Ltd., 4.000%, 07/26/22 | 924,510 | 0.1 | |||||||||||||||
448,000 | Turkey Government International Bond, 5.125%, 03/25/22 | 450,016 | 0.0 | ||||||||||||||||
800,000 | Turkey Government International Bond, 6.000%, 01/14/41 | 789,000 | 0.1 | ||||||||||||||||
200,000 | Turkey Government International Bond, 6.250%, 09/26/22 | 215,400 | 0.0 | ||||||||||||||||
2,183,000 | Turkey Government International Bond, 7.375%, 02/05/25 | 2,509,359 | 0.2 | ||||||||||||||||
337,000 | Uruguay Government International Bond, 4.500%, 08/14/24 | 346,267 | 0.0 | ||||||||||||||||
253,970 | Uruguay Government International Bond, 7.625%, 03/21/36 | 326,351 | 0.0 | ||||||||||||||||
189,180 | & | Uruguay Government International Bond, 7.875%, 01/15/33 | 248,772 | 0.0 | |||||||||||||||
341,643 | Uruguay Government International Bond, 8.000%, 11/18/22 | 434,741 | 0.0 | ||||||||||||||||
800,000 | Vietnam Government International Bond, 6.750%, 01/29/20 | 901,000 | 0.1 |
VOYA INTERMEDIATE BOND FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
FOREIGN GOVERNMENT BONDS: (continued) | |||||||||||||||||||
300,000 | # | Zambia Government International Bond, 5.375%, 09/20/22 | $ | 257,625 | 0.0 | ||||||||||||||
Oil&Gas: 0.0% | |||||||||||||||||||
330,000 | # | Petroleos Mexicanos, 4.875%, 01/18/24 | 341,550 | 0.0 | |||||||||||||||
Total Foreign Government Bonds (Cost $63,845,420) | 62,715,128 | 3.9 | |||||||||||||||||
Total Long-Term Investments (Cost $1,624,714,740) | 1,645,509,222 | 101.9 | |||||||||||||||||
SHORT-TERM INVESTMENTS: 11.0% | |||||||||||||||||||
Securities Lending Collateralcc(1): 0.8% | |||||||||||||||||||
1,743,997 | Bank of Nova Scotia, Repurchase Agreement dated 03/31/14, 0.07%, due 04/01/14 (Repurchase Amount $1,744,000, collateralized by various U.S. Government/U.S. Government Agency Obligations, 1.000%–6.500%, Market Value plus accrued interest $1,778,881, due 01/31/16–11/01/43) | 1,743,997 | 0.1 | ||||||||||||||||
3,093,227 | Citigroup, Inc., Repurchase Agreement dated 03/31/14, 0.09%, due 04/01/14 (Repurchase Amount $3,093,235, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–10.625%, Market Value plus accrued interest $3,155,092, due 04/03/14–02/15/41) | 3,093,227 | 0.2 | ||||||||||||||||
3,093,227 | Daiwa Capital Markets, Repurchase Agreement dated 03/31/14, 0.12%, due 04/01/14 (Repurchase Amount $3,093,237, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–6.500%, Market Value plus accrued interest $3,155,092, due 03/27/17–03/01/48) | 3,093,227 | 0.2 | ||||||||||||||||
2,000,000 | Millenium Fixed Income Ltd., Repurchase Agreement dated 03/31/14, 0.07%, due 04/01/14 (Repurchase Amount $2,000,004, collateralized by various U.S. Government Securities, 0.750%, Market Value plus accrued interest $2,040,000, due 06/30/17) | 2,000,000 | 0.1 | ||||||||||||||||
3,093,227 | Nomura Securities, Repurchase Agreement dated 03/31/14, 0.10%, due 04/01/14 (Repurchase Amount $3,093,235, collateralized by various U.S. Government Agency Obligations, 0.000%–6.036%, Market Value plus accrued interest $3,155,092, due 04/01/14–05/01/47) | 3,093,227 | 0.2 | ||||||||||||||||
13,023,678 | 0.8 | ||||||||||||||||||
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
Mutual Funds: 10.2% | |||||||||||||||||||
164,651,414 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.030%†† (Cost $164,651,414) | 164,651,414 | 10.2 | ||||||||||||||||
Total Short-Term Investments (Cost $177,675,092) | 177,675,092 | 11.0 | |||||||||||||||||
Total Investments in Securities (Cost $1,802,389,832) | $ | 1,823,184,314 | 112.9 | ||||||||||||||||
Liabilities in Excess of Other Assets | (207,838,745 | ) | (12.9 | ) | |||||||||||||||
Net Assets | $ | 1,615,345,569 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of March 31, 2014. |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
## | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
& | Payment-in-kind |
cc | Securities purchased with cash collateral for securities loaned. |
W | Settlement is on a when-issued or delayed-delivery basis. |
L | Loaned security, a portion or all of the security is on loan at March 31, 2014. |
± | Defaulted security |
VOYA INTERMEDIATE BOND FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
X | Fair value determined by Voya funds Valuation Committee appointed by the Funds’ Board of Directors/Trustees. |
ˆ | Interest only securities represent the right to receive the monthly interest payments on an underlying pool of mortgage loans. Principal amount shown represents the notional amount on which current interest is calculated. Payments of principal on the pool reduce the value of the interest only security. |
ˆˆ | Principal only securities represent the right to receive the monthly principal payments on an underlying pool of mortgage loans. No payments of interest on the pool are passed through the principal only security. |
(1) | Collateral received from brokers for securities lending was invested into these short-term investments. |
DKK | Danish Krone |
Cost for federal income tax purposes is $1,803,408,729. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 30,434,323 | ||||
Gross Unrealized Depreciation | (10,658,738 | ) | ||||
Net Unrealized Appreciation | $ | 19,775,585 |
VOYA SHORT TERM BOND FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: 60.0% | |||||||||||||||||||
Basic Materials: 1.5% | |||||||||||||||||||
489,000 | Eastman Chemical Co., 2.400%, 06/01/17 | $ | 498,751 | 0.3 | |||||||||||||||
588,000 | Ecolab, Inc., 1.000%, 08/09/15 | 590,040 | 0.3 | ||||||||||||||||
500,000 | #, L | FMG Resources August 2006 Pty Ltd., 6.000%, 04/01/17 | 527,812 | 0.3 | |||||||||||||||
325,000 | Rio Tinto Finance USA Ltd., 1.875%, 11/02/15 | 330,470 | 0.2 | ||||||||||||||||
301,000 | Rio Tinto Finance USA PLC, 1.375%, 06/17/16 | 303,777 | 0.2 | ||||||||||||||||
330,000 | # | Xstrata Finance Canada Ltd., 2.050%, 10/23/15 | 333,941 | 0.2 | |||||||||||||||
2,584,791 | 1.5 | ||||||||||||||||||
Communications: 6.5% | |||||||||||||||||||
200,000 | Amazon.com, Inc., 1.200%, 11/29/17 | 198,236 | 0.1 | ||||||||||||||||
525,000 | AT&T, Inc., 0.800%, 12/01/15 | 525,595 | 0.3 | ||||||||||||||||
337,000 | AT&T, Inc., 1.400%, 12/01/17 | 333,797 | 0.2 | ||||||||||||||||
500,000 | Cablevision Systems Corp., 8.625%, 09/15/17 | 595,000 | 0.4 | ||||||||||||||||
850,000 | Cisco Systems, Inc., 1.100%, 03/03/17 | 852,473 | 0.5 | ||||||||||||||||
342,000 | Comcast Corp., 6.300%, 11/15/17 | 397,885 | 0.2 | ||||||||||||||||
74,000 | Cox Communications, Inc., 5.450%, 12/15/14 | 76,502 | 0.1 | ||||||||||||||||
365,000 | Cox Communications, Inc., 5.500%, 10/01/15 | 389,353 | 0.2 | ||||||||||||||||
500,000 | DirecTV Financing Co., Inc., 1.750%, 01/15/18 | 492,766 | 0.3 | ||||||||||||||||
235,000 | Discovery Communications LLC, 3.700%, 06/01/15 | 243,217 | 0.1 | ||||||||||||||||
500,000 | DISH DBS Corp., 7.125%, 02/01/16 | 547,500 | 0.3 | ||||||||||||||||
414,000 | eBay, Inc., 1.350%, 07/15/17 | 414,283 | 0.2 | ||||||||||||||||
600,000 | Juniper Networks, Inc., 3.100%, 03/15/16 | 618,951 | 0.4 | ||||||||||||||||
662,000 | NBCUniversal Media, LLC, 3.650%, 04/30/15 | 683,738 | 0.4 | ||||||||||||||||
500,000 | Sprint Nextel Corp., 6.000%, 12/01/16 | 549,375 | 0.3 | ||||||||||||||||
425,000 | Symantec Corp., 2.750%, 09/15/15 | 436,356 | 0.3 | ||||||||||||||||
300,000 | Telefonica Emisiones SAU, 3.992%, 02/16/16 | 314,886 | 0.2 | ||||||||||||||||
567,000 | Thomson Reuters Corp., 0.875%, 05/23/16 | 565,250 | 0.3 | ||||||||||||||||
313,000 | Time Warner, Inc., 3.150%, 07/15/15 | 323,387 | 0.2 | ||||||||||||||||
396,000 | Verizon Communications, Inc., 2.500%, 09/15/16 | 410,329 | 0.2 | ||||||||||||||||
1,500,000 | Verizon Communications, Inc., 3.000%, 04/01/16 | 1,565,130 | 0.9 | ||||||||||||||||
417,000 | Viacom, Inc., 1.250%, 02/27/15 | 419,612 | 0.2 | ||||||||||||||||
352,000 | Walt Disney Co., 1.100%, 12/01/17 | 348,760 | 0.2 | ||||||||||||||||
11,302,381 | 6.5 | ||||||||||||||||||
Consumer, Cyclical: 2.9% | |||||||||||||||||||
454,000 | Costco Wholesale Corp., 1.125%, 12/15/17 | 448,240 | 0.2 | ||||||||||||||||
177,000 | CVS Caremark Corp., 1.200%, 12/05/16 | 178,159 | 0.1 | ||||||||||||||||
700,000 | # | Daimler Finance North America LLC, 1.250%, 01/11/16 | 704,282 | 0.4 | |||||||||||||||
277,000 | # | Glencore Funding LLC, 1.700%, 05/27/16 | 278,101 | 0.2 | |||||||||||||||
511,000 | Home Depot, Inc., 5.400%, 03/01/16 | 557,011 | 0.3 | ||||||||||||||||
180,000 | # | Hyundai Capital America, 1.625%, 10/02/15 | 181,718 | 0.1 | |||||||||||||||
300,000 | # | Hyundai Capital America, 1.875%, 08/09/16 | 303,591 | 0.2 | |||||||||||||||
500,000 | Lennar Corp., 4.750%, 12/15/17 | 532,500 | 0.3 | ||||||||||||||||
500,000 | MGM Mirage, 7.500%, 06/01/16 | 559,375 | 0.3 | ||||||||||||||||
495,000 | Starbucks Corp., 0.875%, 12/05/16 | 493,357 | 0.3 | ||||||||||||||||
280,000 | Target Corp., 5.875%, 07/15/16 | 311,738 | 0.2 | ||||||||||||||||
200,000 | # | Volkswagen International Finance NV, 1.125%, 11/18/16 | 200,123 | 0.1 | |||||||||||||||
414,000 | Walgreen Co., 1.800%, 09/15/17 | 417,205 | 0.2 | ||||||||||||||||
5,165,400 | 2.9 | ||||||||||||||||||
Consumer, Non-cyclical: 12.7% | |||||||||||||||||||
550,000 | AbbVie, Inc., 1.200%, 11/06/15 | 554,947 | 0.3 | ||||||||||||||||
502,000 | Aetna, Inc., 1.500%, 11/15/17 | 501,496 | 0.3 | ||||||||||||||||
455,000 | Altria Group, Inc., 4.125%, 09/11/15 | 476,994 | 0.3 | ||||||||||||||||
553,000 | Anheuser-Busch InBev Worldwide, Inc., 0.800%, 07/15/15 | 555,040 | 0.3 | ||||||||||||||||
208,000 | Archer-Daniels-Midland Co., 5.450%, 03/15/18 | 235,545 | 0.1 | ||||||||||||||||
303,000 | Baxter International, Inc., 0.950%, 06/01/16 | 304,029 | 0.2 | ||||||||||||||||
329,000 | Beam, Inc., 1.875%, 05/15/17 | 329,757 | 0.2 | ||||||||||||||||
677,000 | Cigna Corp., 2.750%, 11/15/16 | 705,889 | 0.4 | ||||||||||||||||
475,000 | Coca-Cola Co., 1.800%, 09/01/16 | 486,651 | 0.3 | ||||||||||||||||
600,000 | ConAgra Foods, Inc., 1.300%, 01/25/16 | 604,288 | 0.4 |
VOYA SHORT TERM BOND FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Consumer, Non-cyclical: (continued) | |||||||||||||||||||
575,000 | Covidien International Finance SA, 1.350%, 05/29/15 | $ | 579,817 | 0.3 | |||||||||||||||
420,000 | Diageo Capital PLC, 0.625%, 04/29/16 | 418,311 | 0.2 | ||||||||||||||||
417,000 | Diageo Capital PLC, 1.500%, 05/11/17 | 420,183 | 0.3 | ||||||||||||||||
625,000 | Genentech, Inc., 4.750%, 07/15/15 | 658,592 | 0.4 | ||||||||||||||||
500,000 | HCA, Inc., 6.500%, 02/15/16 | 543,750 | 0.3 | ||||||||||||||||
500,000 | Hertz Corp., 6.750%, 04/15/19 | 538,125 | 0.3 | ||||||||||||||||
500,000 | Jarden Corp., 7.500%, 05/01/17 | 578,125 | 0.3 | ||||||||||||||||
475,000 | Kellogg Co., 1.125%, 05/15/15 | 478,030 | 0.3 | ||||||||||||||||
202,000 | Kimberly-Clark Corp., 6.125%, 08/01/17 | 233,291 | 0.1 | ||||||||||||||||
450,000 | Kraft Foods Group, Inc., 1.625%, 06/04/15 | 455,202 | 0.3 | ||||||||||||||||
204,000 | Kroger Co/The, 6.400%, 08/15/17 | 234,383 | 0.1 | ||||||||||||||||
304,000 | Lorillard Tobacco Co., 3.500%, 08/04/16 | 320,553 | 0.2 | ||||||||||||||||
664,000 | McKesson Corp., 0.950%, 12/04/15 | 666,185 | 0.4 | ||||||||||||||||
303,000 | McKesson Corp., 1.292%, 03/10/17 | 302,508 | 0.2 | ||||||||||||||||
379,000 | Medtronic, Inc., 0.875%, 02/27/17 | 377,234 | 0.2 | ||||||||||||||||
625,000 | Merck & Co., Inc., 0.700%, 05/18/16 | 626,039 | 0.4 | ||||||||||||||||
200,000 | Molson Coors Brewing Co., 2.000%, 05/01/17 | 202,221 | 0.1 | ||||||||||||||||
386,000 | # | Mylan, Inc., 6.000%, 11/15/18 | 407,590 | 0.2 | |||||||||||||||
200,000 | PepsiCo, Inc., 0.700%, 02/26/16 | 199,808 | 0.1 | ||||||||||||||||
747,000 | PepsiCo, Inc., 0.700%, 08/13/15 | 749,012 | 0.4 | ||||||||||||||||
420,000 | PepsiCo, Inc., 1.250%, 08/13/17 | 419,331 | 0.3 | ||||||||||||||||
323,000 | # | Perrigo Co. Plc, 1.300%, 11/08/16 | 322,579 | 0.2 | |||||||||||||||
473,000 | Pfizer, Inc., 5.350%, 03/15/15 | 494,371 | 0.3 | ||||||||||||||||
671,000 | Philip Morris International, Inc., 2.500%, 05/16/16 | 696,636 | 0.4 | ||||||||||||||||
343,000 | Procter & Gamble Co., 1.450%, 08/15/16 | 348,206 | 0.2 | ||||||||||||||||
523,000 | Reynolds American, Inc., 1.050%, 10/30/15 | 522,827 | 0.3 | ||||||||||||||||
500,000 | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 7.125%, 04/15/19 | 531,250 | 0.3 | ||||||||||||||||
550,000 | Sanofi, 1.250%, 04/10/18 | 538,741 | 0.3 | ||||||||||||||||
500,000 | Smithfield Foods, Inc., 7.750%, 07/01/17 | 582,500 | 0.3 | ||||||||||||||||
575,000 | St Jude Medical, Inc., 2.500%, 01/15/16 | 590,191 | 0.3 | ||||||||||||||||
500,000 | Tenet Healthcare Corp., 6.250%, 11/01/18 | 553,438 | 0.3 | ||||||||||||||||
671,000 | UnitedHealth Group, Inc., 0.850%, 10/15/15 | 674,160 | 0.4 | ||||||||||||||||
500,000 | # | Valeant Pharmaceuticals International, 6.750%, 10/01/17 | 531,250 | 0.3 | |||||||||||||||
316,000 | Ventas Realty L.P., 1.550%, 09/26/16 | 318,996 | 0.2 | ||||||||||||||||
519,000 | WellPoint, Inc., 5.250%, 01/15/16 | 557,872 | 0.3 | ||||||||||||||||
359,000 | # | WM Wrigley Jr Co., 1.400%, 10/21/16 | 360,787 | 0.2 | |||||||||||||||
300,000 | Zoetis, Inc., 1.150%, 02/01/16 | 301,350 | 0.2 | ||||||||||||||||
22,088,080 | 12.7 | ||||||||||||||||||
Energy: 4.0% | |||||||||||||||||||
541,000 | BP Capital Markets PLC, 0.700%, 11/06/15 | 542,017 | 0.3 | ||||||||||||||||
200,000 | BP Capital Markets PLC, 2.248%, 11/01/16 | 206,537 | 0.1 | ||||||||||||||||
467,000 | Cameron International Corp., 1.600%, 04/30/15 | 471,739 | 0.3 | ||||||||||||||||
500,000 | Chesapeake Energy Corp., 3.250%, 03/15/16 | 506,250 | 0.3 | ||||||||||||||||
500,000 | CNOOC Finance 2013 Ltd., 1.125%, 05/09/16 | 500,142 | 0.3 | ||||||||||||||||
282,000 | ConocoPhillips, 5.200%, 05/15/18 | 318,199 | 0.2 | ||||||||||||||||
358,000 | Enterprise Products Operating, LLC, 1.250%, 08/13/15 | 360,510 | 0.2 | ||||||||||||||||
261,000 | Marathon Oil Corp., 0.900%, 11/01/15 | 261,608 | 0.2 | ||||||||||||||||
302,000 | Petrobras Global Finance BV, 2.000%, 05/20/16 | 300,113 | 0.2 | ||||||||||||||||
500,000 | Petrobras International Finance Co.—Pifco, 3.500%, 02/06/17 | 506,724 | 0.3 | ||||||||||||||||
123,000 | Petrobras International Finance Co., 2.875%, 02/06/15 | 124,907 | 0.1 | ||||||||||||||||
336,000 | Shell International Finance BV, 3.100%, 06/28/15 | 347,208 | 0.2 | ||||||||||||||||
201,000 | Statoil ASA, 1.950%, 11/08/18 | 201,440 | 0.1 | ||||||||||||||||
500,000 | Tesoro Corp., 4.250%, 10/01/17 | 527,500 | 0.3 | ||||||||||||||||
500,000 | TNK-BP Finance SA, 6.625%, 03/20/17 | 538,125 | 0.3 | ||||||||||||||||
421,000 | Total Capital International SA, 0.750%, 01/25/16 | 422,431 | 0.2 | ||||||||||||||||
250,000 | Total Capital International SA, 1.550%, 06/28/17 | 252,700 | 0.1 | ||||||||||||||||
600,000 | TransCanada PipeLines Ltd., 0.750%, 01/15/16 | 600,730 | 0.3 | ||||||||||||||||
6,988,880 | 4.0 | ||||||||||||||||||
Financial: 25.9% | |||||||||||||||||||
450,000 | # | ABN AMRO Bank NV, 1.375%, 01/22/16 | 454,055 | 0.3 | |||||||||||||||
280,000 | ACE INA Holdings, Inc., 5.700%, 02/15/17 | 313,891 | 0.2 | ||||||||||||||||
500,000 | Ally Financial, Inc., 5.500%, 02/15/17 | 545,000 | 0.3 |
VOYA SHORT TERM BOND FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Financial: (continued) | |||||||||||||||||||
199,000 | American Express Credit Corp., 1.750%, 06/12/15 | $ | 201,829 | 0.1 | |||||||||||||||
286,000 | American Express Credit Corp., 2.800%, 09/19/16 | 298,476 | 0.2 | ||||||||||||||||
417,000 | # | American Honda Finance Corp., 1.000%, 08/11/15 | 419,580 | 0.2 | |||||||||||||||
740,000 | American International Group, Inc., 5.600%, 10/18/16 | 820,112 | 0.5 | ||||||||||||||||
600,000 | Australia & New Zealand Banking Group Ltd., 0.900%, 02/12/16 | 602,753 | 0.3 | ||||||||||||||||
500,000 | Banco BTG Pactual SA/Cayman Islands, 4.875%, 07/08/16 | 515,000 | 0.3 | ||||||||||||||||
500,000 | Bancolombia SA, 4.250%, 01/12/16 | 523,750 | 0.3 | ||||||||||||||||
600,000 | Bank of America Corp., 1.250%, 01/11/16 | 603,458 | 0.3 | ||||||||||||||||
1,100,000 | Bank of America Corp., 2.600%, 01/15/19 | 1,105,900 | 0.6 | ||||||||||||||||
660,000 | Bank of America Corp., 3.750%, 07/12/16 | 698,398 | 0.4 | ||||||||||||||||
675,000 | Bank of Montreal, 0.800%, 11/06/15 | 677,658 | 0.4 | ||||||||||||||||
675,000 | Bank of Nova Scotia, 0.750%, 10/09/15 | 677,127 | 0.4 | ||||||||||||||||
320,000 | Bank of Nova Scotia, 2.550%, 01/12/17 | 332,212 | 0.2 | ||||||||||||||||
425,000 | # | Bank of Tokyo-Mitsubishi UFJ Ltd/The, 1.550%, 09/09/16 | 429,483 | 0.2 | |||||||||||||||
339,000 | # | Banque Federative du Credit Mutuel SA, 1.700%, 01/20/17 | 339,935 | 0.2 | |||||||||||||||
870,000 | Barclays Bank PLC, 5.000%, 09/22/16 | 953,303 | 0.5 | ||||||||||||||||
900,000 | BB&T Corp., 1.600%, 08/15/17 | 903,488 | 0.5 | ||||||||||||||||
210,000 | BB&T Corp., 5.200%, 12/23/15 | 225,165 | 0.1 | ||||||||||||||||
500,000 | # | BBVA Banco Continental SA, 2.250%, 07/29/16 | 502,500 | 0.3 | |||||||||||||||
481,000 | BBVA, 4.664%, 10/09/15 | 505,362 | 0.3 | ||||||||||||||||
819,000 | Berkshire Hathaway Finance Corp., 2.450%, 12/15/15 | 845,417 | 0.5 | ||||||||||||||||
330,000 | Berkshire Hathaway Finance Corp., 1.600%, 05/15/17 | 334,345 | 0.2 | ||||||||||||||||
336,000 | Canadian Imperial Bank of Commerce/Canada, 0.900%, 10/01/15 | 338,244 | 0.2 | ||||||||||||||||
470,000 | Charles Schwab Corp., 0.850%, 12/04/15 | 471,931 | 0.3 | ||||||||||||||||
500,000 | CIT Group, Inc., 5.000%, 05/15/17 | 536,875 | 0.3 | ||||||||||||||||
315,000 | Citigroup, Inc., 1.700%, 07/25/16 | 318,786 | 0.2 | ||||||||||||||||
524,000 | Citigroup, Inc., 1.250%, 01/15/16 | 526,112 | 0.3 | ||||||||||||||||
544,000 | Citigroup, Inc., 1.300%, 04/01/16 | 546,343 | 0.3 | ||||||||||||||||
698,000 | Citigroup, Inc., 2.650%, 03/02/15 | 710,854 | 0.4 | ||||||||||||||||
600,000 | Citigroup, Inc., 5.500%, 02/15/17 | 662,833 | 0.4 | ||||||||||||||||
303,000 | Commonwealth Bank of Australia/New York NY, 1.125%, 03/13/17 | 302,096 | 0.2 | ||||||||||||||||
250,000 | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 1.700%, 03/19/18 | 248,290 | 0.1 | ||||||||||||||||
359,000 | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 2.125%, 10/13/15 | 367,695 | 0.2 | ||||||||||||||||
324,000 | Credit Suisse/New York NY, 3.500%, 03/23/15 | 333,486 | 0.2 | ||||||||||||||||
474,000 | Deutsche Bank AG/London, 3.250%, 01/11/16 | 493,954 | 0.3 | ||||||||||||||||
500,000 | Discover Bank/Greenwood DE, 2.000%, 02/21/18 | 498,327 | 0.3 | ||||||||||||||||
781,000 | Fifth Third Bancorp., 3.625%, 01/25/16 | 819,846 | 0.5 | ||||||||||||||||
200,000 | Ford Motor Credit Co. LLC, 1.700%, 05/09/16 | 202,354 | 0.1 | ||||||||||||||||
600,000 | Ford Motor Credit Co., LLC, 2.750%, 05/15/15 | 612,430 | 0.4 | ||||||||||||||||
605,000 | General Electric Capital Corp., 1.000%, 12/11/15 | 609,558 | 0.4 | ||||||||||||||||
920,000 | General Electric Capital Corp., 4.875%, 03/04/15 | 958,631 | 0.6 | ||||||||||||||||
499,000 | Goldman Sachs Group, Inc./The, 1.600%, 11/23/15 | 504,414 | 0.3 | ||||||||||||||||
250,000 | Goldman Sachs Group, Inc., 0.637%, 07/22/15 | 249,957 | 0.1 | ||||||||||||||||
762,000 | Goldman Sachs Group, Inc., 0.742%, 01/12/15 | 763,037 | 0.4 | ||||||||||||||||
391,000 | Goldman Sachs Group, Inc., 3.625%, 02/07/16 | 409,699 | 0.2 | ||||||||||||||||
500,000 | HCP, Inc., 3.750%, 02/01/16 | 526,602 | 0.3 | ||||||||||||||||
252,000 | Health Care REIT, Inc., 2.250%, 03/15/18 | 253,044 | 0.1 | ||||||||||||||||
312,000 | Health Care REIT, Inc., 3.625%, 03/15/16 | 327,831 | 0.2 | ||||||||||||||||
426,000 | # | HSBC Bank PLC, 1.500%, 05/15/18 | 417,787 | 0.2 | |||||||||||||||
296,000 | HSBC USA, Inc., 2.375%, 02/13/15 | 301,123 | 0.2 | ||||||||||||||||
325,000 | Huntington National Bank/The, 1.350%, 08/02/16 | 326,790 | 0.2 | ||||||||||||||||
541,000 | # | International Lease Finance Corp., 6.500%, 09/01/14 | 554,525 | 0.3 | |||||||||||||||
339,000 | Intesa Sanpaolo SpA, 2.375%, 01/13/17 | 340,416 | 0.2 | ||||||||||||||||
300,000 | John Deere Capital Corp., 0.750%, 01/22/16 | 301,392 | 0.2 | ||||||||||||||||
442,000 | JPMorgan Chase & Co., 1.625%, 05/15/18 | 434,618 | 0.2 | ||||||||||||||||
975,000 | JPMorgan Chase & Co., 3.150%, 07/05/16 | 1,020,933 | 0.6 |
VOYA SHORT TERM BOND FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Financial: (continued) | |||||||||||||||||||
484,000 | JPMorgan Chase & Co., 3.700%, 01/20/15 | $ | 496,297 | 0.3 | |||||||||||||||
313,000 | KeyCorp, 2.300%, 12/13/18 | 312,301 | 0.2 | ||||||||||||||||
500,000 | Manufacturers & Traders Trust Co., 1.450%, 03/07/18 | 489,846 | 0.3 | ||||||||||||||||
312,000 | # | MassMutual Global Funding II, 3.125%, 04/14/16 | 327,156 | 0.2 | |||||||||||||||
470,000 | # | MetLife Institutional Funding II, 1.625%, 04/02/15 | 475,724 | 0.3 | |||||||||||||||
419,000 | MetLife, Inc., 1.756%, 12/15/17 | 423,027 | 0.2 | ||||||||||||||||
245,000 | # | Metropolitan Life Global Funding I, 1.700%, 06/29/15 | 248,317 | 0.1 | |||||||||||||||
142,000 | Morgan Stanley, 1.750%, 02/25/16 | 143,910 | 0.1 | ||||||||||||||||
545,000 | Morgan Stanley, 2.125%, 04/25/18 | 544,471 | 0.3 | ||||||||||||||||
250,000 | Morgan Stanley, 5.450%, 01/09/17 | 276,597 | 0.2 | ||||||||||||||||
275,000 | Morgan Stanley, 6.000%, 04/28/15 | 290,376 | 0.2 | ||||||||||||||||
535,000 | National Australia Bank Ltd./New York, 1.600%, 08/07/15 | 542,577 | 0.3 | ||||||||||||||||
300,000 | # | National Australia Bank Ltd., 1.250%, 03/08/18 | 294,784 | 0.2 | |||||||||||||||
397,000 | National Rural Utilities Cooperative Finance Corp., 1.100%, 01/27/17 | 395,919 | 0.2 | ||||||||||||||||
500,000 | # | Nordea Bank AB, 0.875%, 05/13/16 | 499,592 | 0.3 | |||||||||||||||
315,000 | PNC Funding Corp., 2.700%, 09/19/16 | 327,620 | 0.2 | ||||||||||||||||
550,000 | PNC Funding Corp., 5.625%, 02/01/17 | 609,364 | 0.4 | ||||||||||||||||
332,000 | Principal Financial Group, Inc., 1.850%, 11/15/17 | 333,290 | 0.2 | ||||||||||||||||
321,000 | Prudential Financial, Inc., 3.875%, 01/14/15 | 329,348 | 0.2 | ||||||||||||||||
418,000 | Realty Income Corp., 2.000%, 01/31/18 | 413,883 | 0.2 | ||||||||||||||||
450,000 | Regions Financial Corp., 5.750%, 06/15/15 | 474,728 | 0.3 | ||||||||||||||||
68,000 | Regions Financial Corp., 7.750%, 11/10/14 | 70,872 | 0.0 | ||||||||||||||||
625,000 | Royal Bank of Canada, 0.850%, 03/08/16 | 626,781 | 0.4 | ||||||||||||||||
600,000 | Royal Bank of Canada, 1.500%, 01/16/18 | 595,615 | 0.3 | ||||||||||||||||
613,000 | Santander Holdings USA, Inc./PA, 3.000%, 09/24/15 | 631,545 | 0.4 | ||||||||||||||||
400,000 | SLM Corp., 3.875%, 09/10/15 | 414,000 | 0.2 | ||||||||||||||||
303,000 | State Street Corp., 1.350%, 05/15/18 | 297,849 | 0.2 | ||||||||||||||||
545,000 | State Street Corp., 2.875%, 03/07/16 | 567,645 | 0.3 | ||||||||||||||||
680,000 | Sumitomo Mitsui Banking Corp., 1.500%, 01/18/18 | 670,557 | 0.4 | ||||||||||||||||
500,000 | SunTrust Bank/Atlanta GA, 0.526%, 08/24/15 | 498,749 | 0.3 | ||||||||||||||||
330,000 | SunTrust Bank/Atlanta GA, 0.533%, 04/01/15 | 329,395 | 0.2 | ||||||||||||||||
210,000 | UBS AG, 5.875%, 07/15/16 | 231,886 | 0.1 | ||||||||||||||||
250,000 | US Bancorp, 2.200%, 11/15/16 | 258,233 | 0.1 | ||||||||||||||||
422,000 | Wells Fargo & Co., 1.500%, 01/16/18 | 418,455 | 0.2 | ||||||||||||||||
644,000 | Wells Fargo & Co., 2.100%, 05/08/17 | 660,012 | 0.4 | ||||||||||||||||
270,000 | Westpac Banking Corp., 1.125%, 09/25/15 | 272,038 | 0.2 | ||||||||||||||||
200,000 | Westpac Banking Corp., 2.000%, 08/14/17 | 203,475 | 0.1 | ||||||||||||||||
45,115,244 | 25.9 | ||||||||||||||||||
Industrial: 2.0% | |||||||||||||||||||
419,000 | 3M Co., 1.000%, 06/26/17 | 417,692 | 0.2 | ||||||||||||||||
500,000 | # | Aviation Capital Group Corp., 3.875%, 09/27/16 | 518,298 | 0.3 | |||||||||||||||
261,000 | Caterpillar Financial Services Corp., 0.700%, 11/06/15 | 261,821 | 0.2 | ||||||||||||||||
250,000 | Caterpillar Financial Services Corp., 0.700%, 02/26/16 | 250,136 | 0.1 | ||||||||||||||||
440,000 | General Electric Co., 0.850%, 10/09/15 | 442,183 | 0.3 | ||||||||||||||||
500,000 | SPX Corp., 6.875%, 09/01/17 | 570,000 | 0.3 | ||||||||||||||||
322,000 | Thermo Fisher Scientific, Inc., 2.250%, 08/15/16 | 330,236 | 0.2 | ||||||||||||||||
279,000 | United Parcel Service, Inc., 1.125%, 10/01/17 | 277,352 | 0.2 | ||||||||||||||||
400,000 | Waste Management, Inc., 2.600%, 09/01/16 | 414,516 | 0.2 | ||||||||||||||||
3,482,234 | 2.0 | ||||||||||||||||||
Technology: 2.3% | |||||||||||||||||||
320,000 | Altera Corp., 1.750%, 05/15/17 | 322,440 | 0.2 | ||||||||||||||||
473,000 | Apple Inc., 1.000%, 05/03/18 | 459,078 | 0.2 | ||||||||||||||||
127,000 | Computer Sciences Corp., 2.500%, 09/15/15 | 129,678 | 0.1 | ||||||||||||||||
450,000 | International Business Machines Corp., 1.950%, 07/22/16 | 463,336 | 0.3 | ||||||||||||||||
474,000 | Intel Corp., 1.350%, 12/15/17 | 471,304 | 0.3 | ||||||||||||||||
250,000 | Intel Corp., 1.950%, 10/01/16 | 257,079 | 0.1 | ||||||||||||||||
500,000 | L | Microsoft Corp., 1.000%, 05/01/18 | 488,785 | 0.3 | |||||||||||||||
375,000 | NetApp Inc., 2.000%, 12/15/17 | 379,304 | 0.2 | ||||||||||||||||
550,000 | Oracle Corp., 1.200%, 10/15/17 | 546,248 | 0.3 | ||||||||||||||||
2,000 | Texas Instruments, Inc., 0.450%, 08/03/15 | 2,002 | 0.0 | ||||||||||||||||
179,000 | Xerox Corp., 2.950%, 03/15/17 | 186,259 | 0.1 | ||||||||||||||||
300,000 | Xerox Corp., 4.250%, 02/15/15 | 309,181 | 0.2 | ||||||||||||||||
4,014,694 | 2.3 |
VOYA SHORT TERM BOND FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Utilities: 2.2% | |||||||||||||||||||
600,000 | Dominion Resources, Inc./VA, 1.400%, 09/15/17 | $ | 592,035 | 0.3 | |||||||||||||||
200,000 | Dominion Resources, Inc., 2.250%, 09/01/15 | 204,058 | 0.1 | ||||||||||||||||
581,000 | NextEra Energy Capital Holdings, Inc., 1.200%, 06/01/15 | 583,874 | 0.3 | ||||||||||||||||
690,000 | Georgia Power Co., 0.625%, 11/15/15 | 689,932 | 0.4 | ||||||||||||||||
362,000 | Georgia Power Co., 0.750%, 08/10/15 | 362,822 | 0.2 | ||||||||||||||||
400,000 | Georgia Power Co., 3.000%, 04/15/16 | 417,869 | 0.3 | ||||||||||||||||
323,000 | Progress Energy, Inc., 5.625%, 01/15/16 | 349,327 | 0.2 | ||||||||||||||||
252,000 | PSEG Power, LLC, 2.750%, 09/15/16 | 262,078 | 0.2 | ||||||||||||||||
400,000 | Xcel Energy, Inc., 0.750%, 05/09/16 | 399,159 | 0.2 | ||||||||||||||||
3,861,154 | 2.2 | ||||||||||||||||||
Total Corporate Bonds/Notes (Cost $104,205,612) | 104,602,858 | 60.0 | |||||||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 12.8% | |||||||||||||||||||
468,000 | # | American General Mortgage Loan Trust 2010-1, 5.650%, 03/25/58 | 477,937 | 0.3 | |||||||||||||||
430,000 | Banc of America Commercial Mortgage Trust 2007-3, 5.598%, 06/10/49 | 440,228 | 0.3 | ||||||||||||||||
580,000 | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.317%, 06/10/49 | 631,454 | 0.4 | ||||||||||||||||
520,000 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.339%, 07/10/43 | 536,787 | 0.3 | |||||||||||||||
640,000 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc., 6.038%, 11/10/38 | 672,681 | 0.4 | |||||||||||||||
617,000 | Bank of America Merrill Lynch Commercial Mortgage, Inc., 4.621%, 07/10/43 | 626,603 | 0.4 | ||||||||||||||||
512,709 | Bear Stearns Commercial Mortgage Securities Trust 2003-TOP12, 4.727%, 08/13/39 | 516,470 | 0.3 | ||||||||||||||||
590,000 | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP18, 5.074%, 02/13/42 | 609,002 | 0.3 | ||||||||||||||||
192,344 | Bear Stearns Commercial Mortgage Securities Trust 2007-PWR18, 5.957%, 06/11/50 | 196,506 | 0.1 | ||||||||||||||||
300,000 | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR8, 4.750%, 06/11/41 | 309,911 | 0.2 | ||||||||||||||||
640,264 | CD 2007-CD4 Commercial Mortgage Trust, 5.289%, 12/11/49 | 697,395 | 0.4 | ||||||||||||||||
330,000 | COMM Mortgage Trust, 5.316%, 06/10/44 | 331,043 | 0.2 | ||||||||||||||||
316,319 | COMM 2013-CCRE7 Mortgage Trust, 0.716%, 03/10/46 | 314,936 | 0.2 | ||||||||||||||||
34,085 | Commercial Mortgage Trust, 4.619%, 08/10/42 | 34,089 | 0.0 | ||||||||||||||||
37,304 | Commercial Mortgage Trust, 5.308%, 12/15/39 | 37,633 | 0.0 | ||||||||||||||||
220,000 | Commercial Mortgage Trust 2007-GG9, 5.447%, 03/10/39 | 223,177 | 0.1 | ||||||||||||||||
600,000 | Credit Suisse First Boston Mortgage Securities Corp., 4.877%, 04/15/37 | 606,041 | 0.3 | ||||||||||||||||
557,000 | Credit Suisse First Boston Mortgage Securities Corp., 5.290%, 08/15/38 | 575,130 | 0.3 | ||||||||||||||||
29,230 | # | Credit Suisse First Boston Mortgage Securities Corp., 5.322%, 08/15/36 | 29,310 | 0.0 | |||||||||||||||
860,000 | # | Credit Suisse Mortgage Capital Certificates, 2.405%, 02/10/29 | 858,870 | 0.5 | |||||||||||||||
45,000 | # | CSMC Series 2009-RR3, 5.342%, 12/15/43 | 48,740 | 0.0 | |||||||||||||||
100,000 | # | Del Coronado Trust, 4.000%, 03/15/26 | 100,044 | 0.1 | |||||||||||||||
250,000 | # | GCCFC Commercial Mortgage Trust, 6.109%, 06/10/36 | 251,312 | 0.1 | |||||||||||||||
560,000 | GE Capital Commercial Mortgage Corp., 5.133%, 05/10/43 | 579,225 | 0.3 | ||||||||||||||||
151,370 | GE Capital Commercial Mortgage Corp., 5.309%, 11/10/45 | 151,887 | 0.1 | ||||||||||||||||
282,542 | Greenwich Capital Commercial Funding Corp., 5.381%, 03/10/39 | 287,151 | 0.2 | ||||||||||||||||
810,000 | Greenwich Capital Commercial Funding Corp., 5.475%, 03/10/39 | 872,945 | 0.5 | ||||||||||||||||
11,732 | GS Mortgage Securities Corp. II, 5.506%, 04/10/38 | 11,742 | 0.0 | ||||||||||||||||
270,000 | # | Hilton USA Trust 2013-HLT, 2.662%, 11/05/30 | 271,185 | 0.2 | |||||||||||||||
250,000 | # | JP Morgan Chase Commercial Mortgage Securities Corp., 1.555%, 10/15/30 | 250,374 | 0.1 | |||||||||||||||
30,214 | # | JP Morgan Chase Commercial Mortgage Securities Corp., 4.158%, 01/12/39 | 30,195 | 0.0 |
VOYA SHORT TERM BOND FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |||||||||||||||||||
610,000 | JP Morgan Chase Commercial Mortgage Securities Corp., 4.878%, 01/15/42 | $ | 621,511 | 0.4 | |||||||||||||||
120,000 | JP Morgan Chase Commercial Mortgage Securities Corp., 5.790%, 02/15/51 | 121,164 | 0.1 | �� | |||||||||||||||
44,244 | JP Morgan Chase Commercial Mortgage Securities Corp., 5.800%, 06/15/49 | 44,287 | 0.0 | ||||||||||||||||
210,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP1, 0.355%, 03/15/46 | 208,266 | 0.1 | ||||||||||||||||
1,280,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP4, 5.040%, 10/15/42 | 1,319,761 | 0.8 | ||||||||||||||||
85,982 | JPMorgan Chase Commercial Mortgage Securities Corp. Series 2005-CIBC13, 5.240%, 01/12/43 | 87,302 | 0.1 | ||||||||||||||||
310,000 | # | LB-UBS Commercial Mortgage Trust 2002-C4, 5.914%, 10/15/35 | 314,202 | 0.2 | |||||||||||||||
280,000 | LB-UBS Commercial Mortgage Trust 2004-C4, 6.000%, 06/15/36 | 281,554 | 0.2 | ||||||||||||||||
1,210,000 | LB-UBS Commercial Mortgage Trust 2005-C5, 5.127%, 09/15/40 | 1,261,434 | 0.7 | ||||||||||||||||
299,878 | LB-UBS Commercial Mortgage Trust 2006-C7, 5.300%, 11/15/38 | 310,787 | 0.2 | ||||||||||||||||
420,000 | # | LB-UBS Commercial Mortgage Trust, 5.261%, 10/15/36 | 430,601 | 0.2 | |||||||||||||||
184,687 | ML-CFC Commercial Mortgage Trust 2007-9, 5.644%, 09/12/49 | 188,115 | 0.1 | ||||||||||||||||
233,965 | Morgan Stanley Capital I Trust 2005-HQ6, 4.973%, 08/13/42 | 236,713 | 0.1 | ||||||||||||||||
221,389 | Morgan Stanley Capital I Trust 2006-TOP21, 5.185%, 10/12/52 | 223,902 | 0.1 | ||||||||||||||||
570,000 | Morgan Stanley Capital I Trust 2007-TOP27, 5.648%, 06/11/42 | 620,684 | 0.4 | ||||||||||||||||
580,000 | Morgan Stanley Capital I, 5.073%, 08/13/42 | 601,985 | 0.3 | ||||||||||||||||
76,537 | # | Morgan Stanley Re-REMIC Trust 2010-C30, 5.246%, 12/17/43 | 76,841 | 0.0 | |||||||||||||||
108,115 | # | NorthStar 2012-1 Mortgage Trust, 1.357%, 08/25/29 | 108,243 | 0.1 | |||||||||||||||
800,000 | # | TIAA CMBS I Trust, 5.770%, 06/19/33 | 859,563 | 0.5 | |||||||||||||||
686,997 | TIAA Seasoned Commercial Mortgage Trust, 5.551%, 08/15/39 | 720,170 | 0.4 | ||||||||||||||||
430,000 | # | Wachovia Bank Commercial Mortgage Trust Series 2004-C14, 5.719%, 08/15/41 | 433,466 | 0.2 | |||||||||||||||
360,000 | Wachovia Bank Commercial Mortgage Trust Series 2005-C17, 5.396%, 03/15/42 | 368,182 | 0.2 | ||||||||||||||||
220,000 | Wachovia Bank Commercial Mortgage Trust Series 2006-C25, 5.722%, 05/15/43 | 239,908 | 0.1 | ||||||||||||||||
114,806 | Wachovia Bank Commercial Mortgage Trust, 5.246%, 12/15/43 | 115,171 | 0.1 | ||||||||||||||||
960,000 | Wachovia Bank Commercial Mortgage Trust, 5.603%, 10/15/48 | 1,043,811 | 0.6 | ||||||||||||||||
Total Collateralized Mortgage Obligations (Cost $22,535,068) | 22,417,626 | 12.8 | |||||||||||||||||
ASSET-BACKED SECURITIES: 15.1% | |||||||||||||||||||
Automobile Asset-Backed Securities: 2.8% | |||||||||||||||||||
389,000 | Capital Auto Receivables Asset Trust 2013-1, 0.790%, 06/20/17 | 389,302 | 0.2 | ||||||||||||||||
340,000 | Capital Auto Receivables Asset Trust 2013-3, 1.310%, 12/20/17 | 342,790 | 0.2 | ||||||||||||||||
326,000 | CarMax Auto Owner Trust, 0.890%, 08/17/18 | 325,003 | 0.2 | ||||||||||||||||
280,000 | Fifth Third Auto 2013-1, 1.300%, 02/18/20 | 282,405 | 0.2 | ||||||||||||||||
226,000 | Harley-Davidson Motorcycle Trust 2012-1, 0.910%, 02/15/18 | 227,096 | 0.1 | ||||||||||||||||
481,000 | # | Hyundai Auto Lease Securitization Trust, 0.660%, 06/15/16 | 481,866 | 0.3 | |||||||||||||||
768,000 | Hyundai Auto Receivables Trust, 0.750%, 09/17/18 | 765,424 | 0.4 | ||||||||||||||||
140,000 | Nissan Auto Receivables 2013-C Owner Trust, 1.300%, 06/15/20 | 139,526 | 0.1 | ||||||||||||||||
650,000 | Nissan Auto Receivables 2013-B Owner Trust, 1.310%, 10/15/19 | 653,491 | 0.4 | ||||||||||||||||
700,000 | Smart Trust, 1.050%, 10/14/18 | 696,356 | 0.4 | ||||||||||||||||
68,874 | Toyota Auto Receivables Owner Trust, 0.750%, 02/16/16 | 69,014 | 0.0 | ||||||||||||||||
100,000 | Toyota Auto Receivables Owner Trust, 1.180%, 06/17/19 | 99,899 | 0.0 | ||||||||||||||||
527,000 | World Omni Auto Receivables Trust 2013-A, 0.870%, 07/15/19 | 525,428 | 0.3 | ||||||||||||||||
4,997,600 | 2.8 | ||||||||||||||||||
Credit Card Asset-Backed Securities: 1.8% | |||||||||||||||||||
800,000 | Chase Issuance Trust, 1.150%, 01/15/19 | 800,484 | 0.5 | ||||||||||||||||
786,000 | Citibank Credit Card Issuance Trust, 5.350%, 02/07/20 | 891,848 | 0.5 |
VOYA SHORT TERM BOND FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSET-BACKED SECURITIES: (continued) | |||||||||||||||||||
Credit Card Asset-Backed Securities: (continued) | |||||||||||||||||||
582,000 | Citibank Credit Card Issuance Trust, 5.650%, 09/20/19 | $ | 663,675 | 0.4 | |||||||||||||||
170,000 | Discover Card Execution Note Trust, 0.585%, 07/15/21 | 170,612 | 0.1 | ||||||||||||||||
200,000 | Discover Card Execution Note Trust, 1.040%, 04/15/19 | 200,325 | 0.1 | ||||||||||||||||
418,000 | Dryrock Issuance Trust, 0.640%, 08/15/18 | 417,744 | 0.2 | ||||||||||||||||
3,144,688 | 1.8 | ||||||||||||||||||
Home Equity Asset-Backed Securities: 0.2% | |||||||||||||||||||
294,457 | Chase Funding Loan Acquisition Trust Series 2003-C2, 4.750%, 12/25/19 | 303,443 | 0.2 | ||||||||||||||||
Other Asset-Backed Securities: 10.3% | |||||||||||||||||||
203,800 | # | Aimco CDO, 0.487%, 10/20/19 | 201,578 | 0.1 | |||||||||||||||
500,000 | # | Apidos CDO II, 1.039%, 12/21/18 | 488,307 | 0.3 | |||||||||||||||
250,000 | # | Ares VIR CLO Ltd., 2.134%, 03/12/18 | 249,050 | 0.1 | |||||||||||||||
176,019 | # | Ares VR CLO Ltd., 2.136%, 02/24/18 | 174,580 | 0.1 | |||||||||||||||
325,000 | # | Ares XII CLO Ltd., 2.235%, 11/25/20 | 323,677 | 0.2 | |||||||||||||||
625,000 | # | Atrium III, 2.234%, 10/27/16 | 617,340 | 0.4 | |||||||||||||||
250,000 | # | Atrium III, 6.334%, 10/27/16 | 250,330 | 0.2 | |||||||||||||||
500,000 | # | Atrium IV, 0.985%, 06/08/19 | 488,134 | 0.3 | |||||||||||||||
500,000 | # | Ballyrock CLO 2006-1 Ltd., 1.733%, 08/28/19 | 496,195 | 0.3 | |||||||||||||||
500,000 | # | Ballyrock CLO 2006-2 Ltd., 1.642%, 01/14/20 | 490,844 | 0.3 | |||||||||||||||
523,507 | # | Ballyrock CLO 2006-1 Ltd., 3.683%, 08/28/19 | 521,189 | 0.3 | |||||||||||||||
500,000 | # | Callidus Debt Partners CLO Fund IV Ltd., 2.038%, 04/17/20 | 496,043 | 0.3 | |||||||||||||||
250,000 | # | Callidus Debt Partners CLO Fund VII Ltd., 1.737%, 01/21/21 | 251,829 | 0.2 | |||||||||||||||
250,000 | # | Callidus Debt Partners CLO Fund VII Ltd., 2.487%, 01/21/21 | 250,083 | 0.1 | |||||||||||||||
500,000 | # | Callidus Debt Partners CLO Fund VII Ltd., 3.687%, 01/21/21 | 501,753 | 0.3 | |||||||||||||||
400,000 | # | Carlyle Arnage CLO Ltd., 3.484%, 08/27/21 | 402,203 | 0.2 | |||||||||||||||
250,000 | # | Castle Garden Funding, 0.986%, 10/27/20 | 246,773 | 0.1 | |||||||||||||||
300,000 | # | Castle Garden Funding, 4.986%, 10/27/20 | 300,537 | 0.2 | |||||||||||||||
375,000 | # | CIFC Funding 2006-I Ltd., 0.637%, 10/20/20 | 365,582 | 0.2 | |||||||||||||||
400,000 | # | CIFC Funding 2006-II Ltd., 1.836%, 03/01/21 | 382,556 | 0.2 | |||||||||||||||
589,000 | CNH Equipment Trust, 0.650%, 04/16/18 | 590,153 | 0.3 | ||||||||||||||||
500,000 | # | CP Uniq Aps, 2.039%, 04/15/18 | 487,437 | 0.3 | |||||||||||||||
500,000 | # | Dryden VIII Leveraged Loan CDO 2005, 0.956%, 05/22/17 | 495,907 | 0.3 | |||||||||||||||
130,150 | # | Emporia Preferred Funding II Corp., 0.517%, 10/18/18 | 129,940 | 0.1 | |||||||||||||||
575,000 | # | Emporia Preferred Funding, 0.737%, 10/18/18 | 570,299 | 0.3 | |||||||||||||||
171,217 | # | GSAMP Trust 2005-SEA2, 0.504%, 01/25/45 | 167,424 | 0.1 | |||||||||||||||
500,000 | # | Gulf Stream — Compass CLO 2005-II Ltd., 1.037%, 01/24/20 | 493,596 | 0.3 | |||||||||||||||
500,000 | # | Gulf Stream — Compass CLO 2007-I Ltd., 2.235%, 10/28/19 | 496,136 | 0.3 | |||||||||||||||
500,000 | # | Gulf Stream — Compass CLO 2007-I Ltd., 3.685%, 10/28/19 | 500,227 | 0.3 | |||||||||||||||
500,000 | # | Gulf Stream — Sextant CLO 2006-1 Ltd., 0.574%, 08/21/20 | 495,938 | 0.3 | |||||||||||||||
300,000 | # | Gulf Stream — Sextant CLO 2006-1 Ltd., 0.934%, 08/21/20 | 289,141 | 0.2 | |||||||||||||||
225,000 | # | Gulf Stream — Sextant CLO 2006-1 Ltd., 1.834%, 08/21/20 | 213,293 | 0.1 | |||||||||||||||
400,000 | # | Halcyon Structured Asset Management Long Secured/Short Unsecured 2007-1 Ltd., 0.686%, 08/07/21 | 388,002 | 0.2 | |||||||||||||||
250,000 | # | Halcyon Structured Asset Management Long Secured/Short Unsecured 2007-1 Ltd., 2.536%, 08/07/21 | 246,563 | 0.1 | |||||||||||||||
250,000 | # | Hewett’s Island Clo IV Ltd., 0.987%, 05/09/18 | 249,117 | 0.1 | |||||||||||||||
400,000 | # | Hewett’s Island Clo IV Ltd., 1.887%, 05/09/18 | 396,595 | 0.2 | |||||||||||||||
250,000 | # | Kingsland III Ltd., 0.886%, 08/24/21 | 237,101 | 0.1 | |||||||||||||||
500,000 | # | Landmark VI CDO Ltd, 0.742%, 01/14/18 | 491,608 | 0.3 | |||||||||||||||
250,000 | # | Madison Park Funding Ltd., 2.137%, 05/10/19 | 250,061 | 0.1 | |||||||||||||||
1,050,000 | Madison Park Funding Ltd., 4.987%, 05/10/19 | 1,051,212 | 0.6 | ||||||||||||||||
500,000 | # | Northwoods Capital V Ltd., 2.134%, 12/07/20 | 490,725 | 0.3 | |||||||||||||||
300,000 | # | Silverado CLO 2006-I Ltd., 0.667%, 04/11/20 | 296,701 | 0.2 | |||||||||||||||
500,000 | # | Stanfield Veyron CLO Ltd., 0.919%, 07/15/18 | 494,430 | 0.3 | |||||||||||||||
465,430 | Structured Asset Securities Corp. Trust 2005-AR1, 0.354%, 09/25/35 | 464,626 | 0.3 |
VOYA SHORT TERM BOND FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSET-BACKED SECURITIES: (continued) | |||||||||||||||||||
Other Asset-Backed Securities: (continued) | |||||||||||||||||||
425,000 | # | WhiteHorse III Ltd./Corp, 0.988%, 05/01/18 | $ | 421,635 | 0.2 | ||||||||||||||
17,906,450 | 10.3 | ||||||||||||||||||
Total Asset-Backed Securities (Cost $26,249,416) | 26,352,181 | 15.1 | |||||||||||||||||
U.S. TREASURY OBLIGATIONS: 1.8% | |||||||||||||||||||
U.S. Treasury Notes: 1.8% | |||||||||||||||||||
250,000 | 0.125%, due 04/30/15 | 249,971 | 0.1 | ||||||||||||||||
1,508,000 | 0.375%, due 03/31/16 | 1,506,527 | 0.9 | ||||||||||||||||
1,280,000 | 0.750%, due 03/15/17 | 1,275,449 | 0.7 | ||||||||||||||||
98,000 | 1.625%, due 03/31/19 | 97,537 | 0.1 | ||||||||||||||||
Total U.S. Treasury Obligations (Cost $3,132,714) | 3,129,484 | 1.8 | |||||||||||||||||
FOREIGN GOVERNMENT BONDS: 1.1% | |||||||||||||||||||
EUR 1,204,000 | Ireland Government Bond, 5.500%, 10/18/17 | 1,916,494 | 1.1 | ||||||||||||||||
Total Foreign Government Bonds (Cost $1,860,183) | 1,916,494 | 1.1 | |||||||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 8.8% | |||||||||||||||||||
Federal Home Loan Mortgage Corporation: 4.5%## | |||||||||||||||||||
1,359,358 | 5.000%, due 07/15/39 | 1,454,837 | 0.8 | ||||||||||||||||
182,838 | 5.500%, due 01/01/37 | 200,795 | 0.1 | ||||||||||||||||
1,563,779 | 5.500%, due 07/01/38 | 1,739,333 | 1.0 | ||||||||||||||||
521,695 | 5.500%, due 07/01/38 | 581,071 | 0.3 | ||||||||||||||||
400,534 | 5.500%, due 08/01/38 | 442,934 | 0.3 | ||||||||||||||||
51,220 | 5.500%, due 10/01/38 | 57,038 | 0.0 | ||||||||||||||||
48,512 | 5.500%, due 10/01/38 | 53,909 | 0.0 | ||||||||||||||||
1,013,996 | 5.500%, due 11/01/38 | 1,120,377 | 0.7 | ||||||||||||||||
681,827 | 5.500%, due 02/01/39 | 750,981 | 0.4 | ||||||||||||||||
1,338,181 | 6.000%, due 12/15/28 | 1,471,205 | 0.9 | ||||||||||||||||
7,872,480 | 4.5 | ||||||||||||||||||
Federal National Mortgage Association: 3.1%## | |||||||||||||||||||
463,130 | 3.000%, due 12/25/39 | 472,011 | 0.3 | ||||||||||||||||
589,647 | 3.000%, due 04/25/40 | 606,087 | 0.3 | ||||||||||||||||
690,512 | 3.000%, due 05/25/40 | 697,519 | 0.4 | ||||||||||||||||
508,280 | 4.000%, due 10/25/50 | 529,555 | 0.3 | ||||||||||||||||
620,415 | 4.500%, due 10/25/40 | 635,456 | 0.4 | ||||||||||||||||
976,731 | 5.000%, due 01/01/23 | 1,055,077 | 0.6 | ||||||||||||||||
500,827 | 5.000%, due 07/01/34 | 550,078 | 0.3 | ||||||||||||||||
724,685 | 6.000%, due 01/01/38 | 817,838 | 0.5 | ||||||||||||||||
5,363,621 | 3.1 | ||||||||||||||||||
Government National Mortgage Association: 1.2% | |||||||||||||||||||
1,800,000 | 7.115%, due 12/20/38 | 2,088,000 | 1.2 | ||||||||||||||||
Total U.S. Government Agency Obligations (Cost $15,262,095) | 15,324,101 | 8.8 | |||||||||||||||||
Total Long-Term Investments (Cost $173,245,088) | 173,742,744 | 99.6 | |||||||||||||||||
SHORT-TERM INVESTMENTS: 1.6% | |||||||||||||||||||
Securities Lending Collateralcc(1): 0.5% | |||||||||||||||||||
832,742 | Morgan Stanley, Repurchase Agreement dated 03/31/14, 0.10%, due 04/01/14 (Repurchase Amount $832,744, collateralized by various U.S. Government Agency Obligations, 1.360%–8.500%, Market Value plus accrued interest $849,397, due 05/01/17–12/01/44) (Cost $832,742) | 832,742 | 0.5 | ||||||||||||||||
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
Mutual Funds: 1.1% | |||||||||||||||||||
1,912,000 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.030%†† (Cost $1,912,000) | 1,912,000 | 1.1 | ||||||||||||||||
Total Short-Term Investments (Cost $2,744,742) | 2,744,742 | 1.6 | |||||||||||||||||
Total Investments in Securities (Cost $175,989,830) | $ | 176,487,486 | 101.2 | ||||||||||||||||
Liabilities in Excess of Other Assets | (2,044,029 | ) | (1.2 | ) | |||||||||||||||
Net Assets | $ | 174,443,457 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of March 31, 2014. |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
## | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
cc | Securities purchased with cash collateral for securities loaned. |
L | Loaned security, a portion or all of the security is on loan at March 31, 2014. |
(1) | Collateral received from brokers for securities lending was invested into these short-term investments. |
EUR | EU Euro |
Cost for federal income tax purposes is $175,990,929. |
Net unrealized appreciation consists of: | �� | |||||
Gross Unrealized Appreciation | $ | 1,005,567 | ||||
Gross Unrealized Depreciation | (509,010 | ) | ||||
Net Unrealized Appreciation | $ | 496,557 |
VOYA STRATEGIC INCOME FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
INVESTMENT COMPANIES: 66.1% | |||||||||||||||||||
Affiliated Investment Companies: 66.1% | |||||||||||||||||||
193,443 | Voya Floating Rate Fund — Class P | $ | 1,975,053 | 35.1 | |||||||||||||||
205,801 | Voya High Yield Bond Fund — Class P | 1,745,189 | 31.0 | ||||||||||||||||
Total Investment Companies (Cost $3,678,997) | 3,720,242 | 66.1 | |||||||||||||||||
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 6.3% | |||||||||||||||||||
10,000 | Banc of America Commercial Mortgage Trust 2007-4, 5.892%, 02/10/51 | 10,299 | 0.2 | ||||||||||||||||
10,000 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.339%, 07/10/43 | 10,254 | 0.2 | |||||||||||||||
18,021 | Bear Stearns Alternative-A Trust, 0.794%, 07/25/34 | 17,239 | 0.3 | ||||||||||||||||
10,000 | CD 2007-CD5 Mortgage Trust, 6.116%, 11/15/44 | 10,918 | 0.2 | ||||||||||||||||
14,131 | Citigroup Mortgage Loan Trust 2006-AR9, 5.607%, 11/25/36 | 12,335 | 0.2 | ||||||||||||||||
99,694 | ˆ | COMM 2013-CCRE12 Mortgage Trust, 1.437%, 10/10/46 | 9,035 | 0.1 | |||||||||||||||
100,000 | ˆ | Commercial Mortgage Pass Through Certificates, 1.601%, 04/10/47 | 8,947 | 0.1 | |||||||||||||||
10,000 | Commercial Mortgage Trust, 5.216%, 07/15/44 | 10,368 | 0.2 | ||||||||||||||||
40,000 | Credit Suisse First Boston Mortgage Securities Corp., 4.877%, 04/15/37 | 40,403 | 0.7 | ||||||||||||||||
10,000 | Credit Suisse First Boston Mortgage Securities Corp., 5.736%, 05/15/36 | 10,939 | 0.2 | ||||||||||||||||
10,000 | GS Mort Sec Corp. II Commercial Mort Ps Thr Cert Ser 2004-GG2, 5.987%, 08/10/38 | 9,998 | 0.2 | ||||||||||||||||
1,000,000 | #, ˆ | JP Morgan Chase Commercial Mortgage Securities Corp., 0.360%, 12/15/47 | 26,524 | 0.5 | |||||||||||||||
10,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9, 5.723%, 06/12/41 | 8,555 | 0.1 | ||||||||||||||||
10,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP1, 0.355%, 03/15/46 | 9,917 | 0.2 | ||||||||||||||||
10,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP4, 5.129%, 10/15/42 | 9,305 | 0.2 | ||||||||||||||||
10,000 | LB Commercial Mortgage Trust 2007-C3, 5.868%, 07/15/44 | 10,174 | 0.2 | ||||||||||||||||
10,000 | LB-UBS Commercial Mortgage Trust 2000-C4, 8.150%, 07/15/32 | 10,350 | 0.2 | ||||||||||||||||
10,000 | LB-UBS Commercial Mortgage Trust 2004-C6, 5.206%, 08/15/36 | 10,123 | 0.2 | ||||||||||||||||
10,000 | LB-UBS Commercial Mortgage Trust 2005-C2, 5.205%, 04/15/30 | 10,350 | 0.2 | ||||||||||||||||
10,000 | LB-UBS Commercial Mortgage Trust 2005-C3, 4.954%, 07/15/40 | 9,988 | 0.2 | ||||||||||||||||
98,505 | ˆ | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8, 1.504%, 12/15/48 | 6,761 | 0.1 | |||||||||||||||
352,421 | #, ˆ | Morgan Stanley Bank of America Merrill Lynch Trust, 1.883%, 08/15/45 | 32,750 | 0.6 | |||||||||||||||
25,000 | Morgan Stanley Capital I Trust 2006-HQ10, 5.389%, 11/12/41 | 25,352 | 0.4 | ||||||||||||||||
15,890 | Prime Mortgage Trust 2007-1, 5.500%, 03/25/37 | 14,358 | 0.2 | ||||||||||||||||
10,000 | Wachovia Bank Commercial Mortgage Trust Series 2007-C33, 5.953%, 02/15/51 | 10,006 | 0.2 | ||||||||||||||||
10,000 | Wachovia Bank Commercial Mortgage Trust Series 2007-C33, 5.953%, 02/15/51 | 10,406 | 0.2 | ||||||||||||||||
Total Collateralized Mortgage Obligations (Cost $353,305) | 355,654 | 6.3 | |||||||||||||||||
U.S. TREASURY OBLIGATIONS: 13.4% | |||||||||||||||||||
U.S. Treasury Bonds: 1.1% | |||||||||||||||||||
60,000 | 3.750%, due 11/15/43 | 62,128 | 1.1 | ||||||||||||||||
U.S. Treasury Notes: 12.3% | |||||||||||||||||||
150,000 | 0.125%, due 04/30/15 | 149,983 | 2.7 | ||||||||||||||||
88,000 | 2.250%, due 03/31/21 | 87,704 | 1.6 |
VOYA STRATEGIC INCOME FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2014 (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. TREASURY OBLIGATIONS: (continued) | |||||||||||||||||||
U.S. Treasury Notes: (continued) | |||||||||||||||||||
452,000 | 2.750%, due 02/15/24 | $ | 453,095 | 8.0 | |||||||||||||||
690,782 | 12.3 | ||||||||||||||||||
Total U.S. Treasury Obligations (Cost $753,980) | 752,910 | 13.4 | |||||||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 9.9% | |||||||||||||||||||
Federal Home Loan Mortgage Corporation: 4.9%## | |||||||||||||||||||
1,743,660 | ˆ | 6.500%, due 06/15/32 | 276,405 | 4.9 | |||||||||||||||
Federal National Mortgage Association: 4.4%## | |||||||||||||||||||
1,078,465 | ˆ | 4.500%, due 10/25/41 | 212,310 | 3.8 | |||||||||||||||
29,798 | 5.500%, due 10/01/39 | 32,940 | 0.6 | ||||||||||||||||
245,250 | 4.4 | ||||||||||||||||||
Government National Mortgage Association: 0.6% | |||||||||||||||||||
174,268 | ˆ | 3.500%, due 10/20/41 | 32,449 | 0.6 | |||||||||||||||
Total U.S. Government Agency Obligations (Cost $527,478) | 554,104 | 9.9 | |||||||||||||||||
Total Long-Term Investments (Cost $5,313,760) | 5,382,910 | 95.7 | |||||||||||||||||
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
SHORT-TERM INVESTMENTS: 6.0% | |||||||||||||||||||
Mutual Funds: 6.0% | |||||||||||||||||||
339,000 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.030%†† (Cost $339,000) | 339,000 | 6.0 | ||||||||||||||||
Total Short-Term Investments (Cost $339,000) | 339,000 | 6.0 | |||||||||||||||||
Total Investments in Securities (Cost $5,652,760) | $ | 5,721,910 | 101.7 | ||||||||||||||||
Liabilities in Excess of Other Assets | (94,709 | ) | (1.7 | ) | |||||||||||||||
Net Assets | $ | 5,627,201 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of March 31, 2014. |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
## | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
ˆ | Interest only securities represent the right to receive the monthly interest payments on an underlying pool of mortgage loans. Principal amount shown represents the notional amount on which current interest is calculated. Payments of principal on the pool reduce the value of the interest only security. |
Cost for federal income tax purposes is $5,652,872. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 75,401 | ||||
Gross Unrealized Depreciation | (6,363 | ) | ||||
Net Unrealized Appreciation | $ | 69,038 |
ITEM 7. DISCLOSURE OF PROXY VOTING POLICIES AND PROCEDURES FOR CLOSED-END MANAGEMENT INVESTMENT COMPANIES.
Not applicable.
ITEM 8. PURCHASES OF EQUITY SECURITIES BY CLOSED-END MANAGEMENT INVESTMENT COMPANY AND AFFILIATED PURCHASERS
Not applicable.
ITEM 9. SUBMISSION OF MATTERS TO A VOTE OF SECURITY HOLDERS.
Nominating Committee. The Nominating Committee operates pursuant to a Charter approved by the Board. The primary purpose of the Nominating Committee is to consider, evaluate and make recommendations to the Board with respect to the nomination and selection of Independent Trustees. In evaluating candidates, the Nominating Committee may consider a variety of factors, but specific qualifications of candidates for Board membership will be based on the needs of the Board at the time of nomination.
The Nominating Committee is willing to consider nominations received from shareholders and shall assess shareholder nominees in the same manner as it reviews nominees it identifies. A shareholder nominee for director should be submitted in writing to the Fund’s Secretary. Any such shareholder nomination should include sufficient background information concerning the candidate and should be received in a timely manner. At a minimum, the following information as to each individual proposed for nomination as director should be included: the individual’s written consent to be named in the proxy statement as a nominee (if nominated) and to serve as a director (if elected), and all information relating to such individual that is required to be disclosed in a solicitation of proxies for election of directors, or is otherwise required, in each case under applicable federal securities laws, rules and regulations.
The Secretary shall submit all nominations received in a timely manner to the Nominating Committee. To be timely, any such submission must be delivered to the Fund’s Secretary not earlier than the 90th day prior to such meeting and not later than the close of business on the later of the 60th day prior to such meeting or the 10th day following the day on which public announcement of the date of the meeting is first made, by either disclosure in a press release or in a document publicly filed by the Fund with the SEC.
In evaluating a candidate for the position of Independent Trustee, including any candidate recommended by
shareholders of the Fund, the Nominating Committee shall consider the following: (i) the candidate’s knowledge in matters relating to the mutual fund industry; (ii) any experience possessed by the candidate as a director or senior officer of other public companies; (iii) the candidate’s educational background, reputation for high ethical standards and professional integrity; (iv) any specific financial, technical or other expertise possessed by the candidate, and the extent to which such expertise would complement the Board’s existing mix of skills, core competencies and qualifications; (v) the candidate’s perceived ability to contribute to the ongoing functions of the Board, including the candidate’s ability and commitment to attend meetings regularly and work collaboratively with other members of the Board; (vi) the candidate’s ability to qualify as an Independent Trustee for purposes of the 1940 Act; and (vii) such other factors as the Committee determines to be relevant in light of the existing composition of the Board and any anticipated vacancies. Prior to making a final recommendation to the Board, the Committee shall conduct personal interviews with those candidates it concludes are the most qualified candidates.
ITEM 10. CONTROLS AND PROCEDURES.
(a) | Based on our evaluation conducted within 90 days of the filing date, hereof, the design and operation of the registrant’s disclosure controls and procedures are effective to ensure that material information relating to the registrant is made known to the certifying officers by others within the appropriate entities, particularly during the period in which Forms N-CSR are being prepared, and the registrant’s disclosure controls and procedures allow timely preparation and review of the information for the registrant’s Form N-CSR and the officer certifications of such Form N-CSR. |
(b) | There were no significant changes in the registrant’s internal controls that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
ITEM 11. EXHIBITS.
(a)(1) | Code of Ethics pursuant to Item 2 of Form N-CSR is filed and attached hereto as EX-99.CODE ETH. |
(a)(2) | A separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2 under the Act (17 CFR 270.30a-2) is attached hereto as EX-99.CERT. |
(b) | The officer certifications required by Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto as EX-99.906CERT |
(3) | Not applicable. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant): Voya Funds Trust
By | /s/ Shaun P. Mathews |
Shaun P. Mathews | |
President and Chief Executive Officer | |
Date: June 6, 2014 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By | /s/ Shaun P. Mathews |
Shaun P. Mathews | |
President and Chief Executive Officer | |
Date: June 6, 2014 | |
By | /s/ Todd Modic |
Todd Modic | |
Senior Vice President and Chief Financial Officer | |
Date: June 6, 2014 |