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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 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: April l, 2014 to September 30, 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 | 9 | |||||
Statements of Assets and Liabilities | 11 | |||||
Statements of Operations | 15 | |||||
Statements of Changes in Net Assets | 17 | |||||
Financial Highlights | 20 | |||||
Notes to Financial Statements | 24 | |||||
Summary Portfolios of Investments | 41 | |||||
Advisory Contract Approval Discussion | 76 |
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
October 29, 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 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. Treasury Bond Index | A market capitalization-weighted index that measures the performance of public obligations of the U.S. Treasury that have a remaining maturity of one year or more. | |||||
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. | |||||
Russell 2000® Index | An unmanaged index that measures the performance of securities of small U.S. companies. | |||||
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. | |||||
S&P/Case-Shiller 20-City Composite Home Price Index | A composite index of the home price index for the top 20 Metropolitan Statistical Areas in the United States. The index is published monthly by Standard & Poor’s. |
VOYA GNMA INCOME FUND | PORTFOLIO MANAGERS’ REPORT |
Investment Type Allocation as of September 30, 2014 (as a percentage of net assets) | ||||||||
U.S. Government Agency Obligations | 110.7 | % | ||||||
Collateralized Mortgage Obligations | 0.3 | % | ||||||
Liabilities in Excess of Other Assets | (11.0 | )% | ||||||
Net Assets | 100.0 | % | ||||||
Portfolio holdings are subject to change daily. | ||||||||
PORTFOLIO MANAGERS’ REPORT | VOYA HIGH YIELD BOND FUND |
Sector Diversification as of September 30, 2014 (as a percentage of net assets) | ||||||||
Consumer, Non-cyclical | 19.3 | % | ||||||
Communications | 17.0 | % | ||||||
Energy | 16.6 | % | ||||||
Consumer, Cyclical | 13.2 | % | ||||||
Industrial | 8.3 | % | ||||||
Basic Materials | 6.6 | % | ||||||
Technology | 5.5 | % | ||||||
Financial | 5.4 | % | ||||||
Utilities | 2.1 | % | ||||||
Diversified | 0.5 | % | ||||||
Materials | 0.4 | % | ||||||
Telecommunication Services | 0.3 | % | ||||||
Other Asset-Backed Securities | 0.2 | % | ||||||
Consumer Discretionary | 0.0 | % | ||||||
Assets in Excess of Other Liabilities* | 4.6 | % | ||||||
Net Assets | 100.0 | % | ||||||
* Includes short-term investments. | ||||||||
Portfolio holdings are subject to change daily. | ||||||||
Top Ten Holdings as of September 30, 2014* (as a percentage of net assets) | ||||||||
HCA Holdings, Inc., 6.250%, 02/15/21 | 0.7 | % | ||||||
ArcelorMittal, 6.000%, 03/01/21 | 0.6 | % | ||||||
Sirius XM Radio, Inc., 5.750%, 08/01/21 | 0.6 | % | ||||||
Sprint Corp., 7.125%, 06/15/24 | 0.6 | % | ||||||
AerCap Ireland Capital Ltd. / AerCap Global Aviation Trust, 4.500%, 05/15/21 | 0.6 | % | ||||||
Ashtead Capital, Inc., 6.500%, 07/15/22 | 0.5 | % | ||||||
CenturyLink, Inc., 5.625%, 04/01/20 | 0.5 | % | ||||||
Chesapeake Energy Corp., 6.125%, 02/15/21 | 0.5 | % | ||||||
Caesars Entertainment Resort Properties LLC, 8.000%, 10/01/20 | 0.5 | % | ||||||
Halcon Resources Corp., 8.875%, 05/15/21 | 0.5 | % | ||||||
* Excludes short-term investments. | ||||||||
Portfolio holdings are subject to change daily. |
VOYA INTERMEDIATE BOND FUND | PORTFOLIO MANAGERS’ REPORT |
Investment Type Allocation as of September 30, 2014 (as a percentage of net assets) | ||||||||
U.S. Government Agency Obligations | 30.3 | % | ||||||
Corporate Bonds/Notes | 27.0 | % | ||||||
U.S. Treasury Obligations | 23.9 | % | ||||||
Collateralized Mortgage Obligations | 11.1 | % | ||||||
Asset-Backed Securities | 8.9 | % | ||||||
Foreign Government Bonds | 3.1 | % | ||||||
Purchased Options | 0.1 | % | ||||||
Liabilities in Excess of Other Assets* | (4.4 | )% | ||||||
Net Assets | 100.0 | % | ||||||
* Includes short-term investments. | ||||||||
Portfolio holdings are subject to change daily. |
Top Ten Holdings as of September 30, 2014* (as a percentage of net assets) | ||||||||
United States Treasury Note/Bond, 1.000%, 09/15/17 | 9.0 | % | ||||||
United States Treasury Note/Bond, 0.500%, 09/30/16 | 4.8 | % | ||||||
Fannie Mae, 3.500%, 04/25/42 | 4.2 | % | ||||||
United States Treasury Note/Bond, 2.125%, 09/30/21 | 4.2 | % | ||||||
Fannie Mae, 4.000%, 08/25/40 | 4.2 | % | ||||||
United States Treasury Note/Bond, 3.375%, 05/15/44 | 3.7 | % | ||||||
Fannie Mae, 3.000%, 07/25/42 | 2.4 | % | ||||||
Fannie Mae, 4.500%, 11/15/35 | 2.2 | % | ||||||
Ginnie Mae, 4.500%, 03/20/39 | 1.5 | % | ||||||
Freddie Mac, 3.500%, 02/15/41 | 1.4 | % | ||||||
* Excludes short-term investments. | ||||||||
Portfolio holdings are subject to change daily. |
PORTFOLIO MANAGERS’ REPORT | VOYA SHORT TERM BOND FUND |
Investment Type Allocation as of September 30, 2014 (as a percentage of net assets) | ||||||||
Corporate Bonds/Notes | 56.6 | % | ||||||
Asset-Backed Securities | 15.4 | % | ||||||
Collateralized Mortgage Obligations | 13.3 | % | ||||||
U.S. Government Agency Obligations | 8.4 | % | ||||||
U.S. Treasury Obligations | 7.5 | % | ||||||
Foreign Government Bonds | 0.4 | % | ||||||
Purchased Options | 0.0 | % | ||||||
Liabilities in Excess of Other Assets* | (1.6 | )% | ||||||
Net Assets | 100.0 | % | ||||||
* Includes short-term investments. | ||||||||
Portfolio holdings are subject to change daily. |
Top Ten Holdings as of September 30, 2014* (as a percentage of net assets) | ||||||||
United States Treasury Note/Bond, 0.500%, 09/30/16 | 2.6 | % | ||||||
United States Treasury Note/Bond, 1.000%, 09/15/17 | 1.9 | % | ||||||
United States Treasury Note/Bond, 1.375%, 11/30/15 | 1.8 | % | ||||||
Ginnie Mae, 7.116%, 04/20/39 | 1.1 | % | ||||||
Freddie Mac, 5.500%, 07/01/38 | 1.0 | % | ||||||
United States Treasury Note/Bond, 1.750%, 09/30/19 | 1.0 | % | ||||||
Verizon Communications, Inc., 3.000%, 04/01/16 | 0.9 | % | ||||||
Freddie Mac, 6.000%, 12/15/28 | 0.8 | % | ||||||
Freddie Mac, 5.000%, 07/15/39 | 0.7 | % | ||||||
LB-UBS Commercial Mortgage Trust, 5.127%, 09/15/40 | 0.7 | % | ||||||
* Excludes short-term investments. | ||||||||
Portfolio holdings are subject to change daily. |
VOYA STRATEGIC INCOME FUND | PORTFOLIO MANAGERS’ REPORT |
Investment Type Allocation as of September 30, 2014 (as a percentage of net assets) | ||||||||
Affiliated Investment Companies | 72.2 | % | ||||||
U.S. Government Agency Obligations | 8.0 | % | ||||||
Collateralized Mortgage Obligations | 7.0 | % | ||||||
U.S. Treasury Obligations | 5.4 | % | ||||||
Corporate Bonds/Notes | 1.5 | % | ||||||
Assets in Excess of Other Liabilities* | 5.9 | % | ||||||
Net Assets | 100.0 | % | ||||||
* Includes short-term investments. | ||||||||
Portfolio holdings are subject to change daily. |
Top Ten Holdings as of September 30, 2014* (as a percentage of net assets) | ||||||||
Voya Floating Rate Fund — Class P | 33.7 | % | ||||||
Voya High Yield Bond Fund — Class P | 23.7 | % | ||||||
Voya Securitized Credit Fund — Class P | 9.9 | % | ||||||
Voya Emerging Markets Corporate Debt Fund — Class P | 4.9 | % | ||||||
Freddie Mac, 6.500%, 06/15/32 | 3.9 | % | ||||||
United States Treasury Note/Bond, 3.375%, 05/15/44 | 3.8 | % | ||||||
Fannie Mae, 4.500%, 10/25/41 | 3.1 | % | ||||||
United States Treasury Note/Bond, 2.375%, 08/15/24 | 0.7 | % | ||||||
United States Treasury Note/Bond, 2.125%, 09/30/21 | 0.6 | % | ||||||
M&T Bank Corp., 6.450%, 12/29/49 | 0.5 | % | ||||||
* Excludes short-term investments. | ||||||||
Portfolio holdings are subject to change daily. |
Actual Fund Return | Hypothetical (5% return before expenses) | ||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value April 1, 2014 | Ending Account Value September 30, 2014 | Annualized Expense Ratio | Expenses Paid During the Period Ended September 30, 2014* | Beginning Account Value April 1, 2014 | Ending Account Value September 30, 2014 | Annualized Expense Ratio | Expenses Paid During the Period Ended September 30, 2014* | ||||||||||||||||||||||||||||
Voya GNMA Income Fund | |||||||||||||||||||||||||||||||||||
Class A | $ | 1,000.00 | $ | 1,020.80 | 0.91 | % | $ | 4.61 | $ | 1,000.00 | $ | 1,020.51 | 0.91 | % | $ | 4.61 | |||||||||||||||||||
Class B | 1,000.00 | 1,016.90 | 1.66 | 8.39 | 1,000.00 | 1,016.75 | 1.66 | 8.39 | |||||||||||||||||||||||||||
Class C | 1,000.00 | 1,016.90 | 1.66 | 8.39 | 1,000.00 | 1,016.75 | 1.66 | 8.39 | |||||||||||||||||||||||||||
Class I | 1,000.00 | 1,022.30 | 0.65 | 3.30 | 1,000.00 | 1,021.81 | 0.65 | 3.29 | |||||||||||||||||||||||||||
Class W | 1,000.00 | 1,022.10 | 0.66 | 3.35 | 1,000.00 | 1,021.76 | 0.66 | 3.35 | |||||||||||||||||||||||||||
Voya High Yield Bond Fund | |||||||||||||||||||||||||||||||||||
Class A | 1,000.00 | 998.60 | 1.09 | 5.46 | 1,000.00 | 1,019.60 | 1.09 | 5.52 | |||||||||||||||||||||||||||
Class B | 1,000.00 | 994.50 | 1.84 | 9.20 | 1,000.00 | 1,015.84 | 1.84 | 9.30 | |||||||||||||||||||||||||||
Class C | 1,000.00 | 993.60 | 1.84 | 9.20 | 1,000.00 | 1,015.84 | 1.84 | 9.30 | |||||||||||||||||||||||||||
Class I | 1,000.00 | 999.40 | 0.70 | 3.51 | 1,000.00 | 1,021.56 | 0.70 | 3.55 | |||||||||||||||||||||||||||
Class P | 1,000.00 | 1,002.40 | 0.06 | 0.30 | 1,000.00 | 1,024.77 | 0.06 | 0.30 | |||||||||||||||||||||||||||
Class R | 1,000.00 | 996.60 | 1.32 | 6.61 | 1,000.00 | 1,018.45 | 1.32 | 6.68 | |||||||||||||||||||||||||||
Class W | 1,000.00 | 998.80 | 0.84 | 4.21 | 1,000.00 | 1,020.86 | 0.84 | 4.26 |
* | Expenses are equal to each Fund’s respective annualized expense ratios multiplied by the average account value over the period, multiplied by 183/365 to reflect the most recent fiscal half-year. |
Actual Fund Return | Hypothetical (5% return before expenses) | ||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value April 1, 2014 | Ending Account Value September 30, 2014 | Annualized Expense Ratio | Expenses Paid During the Period Ended September 30, 2014* | Beginning Account Value April 1, 2014 | Ending Account Value September 30, 2014 | Annualized Expense Ratio | Expenses Paid During the Period Ended September 30, 2014* | ||||||||||||||||||||||||||||
Voya Intermediate Bond Fund | |||||||||||||||||||||||||||||||||||
Class A | $ | 1,000.00 | $ | 1,026.50 | 0.68 | % | $ | 3.45 | $ | 1,000.00 | $ | 1,021.66 | 0.68 | % | $ | 3.45 | |||||||||||||||||||
Class B | 1,000.00 | 1,022.00 | 1.43 | 7.25 | 1,000.00 | 1,017.90 | 1.43 | 7.23 | |||||||||||||||||||||||||||
Class C | 1,000.00 | 1,021.70 | 1.43 | 7.25 | 1,000.00 | 1,017.90 | 1.43 | 7.23 | |||||||||||||||||||||||||||
Class I | 1,000.00 | 1,027.40 | 0.32 | 1.63 | 1,000.00 | 1,023.46 | 0.32 | 1.62 | |||||||||||||||||||||||||||
Class O | 1,000.00 | 1,025.60 | 0.68 | 3.45 | 1,000.00 | 1,021.66 | 0.68 | 3.45 | |||||||||||||||||||||||||||
Class R | 1,000.00 | 1,024.20 | 0.93 | 4.72 | 1,000.00 | 1,020.41 | 0.93 | 4.71 | |||||||||||||||||||||||||||
Class R6 | 1,000.00 | 1,027.50 | 0.31 | 1.58 | 1,000.00 | 1,023.51 | 0.31 | 1.57 | |||||||||||||||||||||||||||
Class W | 1,000.00 | 1,026.80 | 0.43 | 2.18 | 1,000.00 | 1,022.91 | 0.43 | 2.18 | |||||||||||||||||||||||||||
Voya Short Term Bond Fund | |||||||||||||||||||||||||||||||||||
Class A | 1,000.00 | 1,003.50 | 0.80 | 4.02 | 1,000.00 | 1,021.06 | 0.80 | 4.05 | |||||||||||||||||||||||||||
Class C | 1,000.00 | 999.70 | 1.55 | 7.77 | 1,000.00 | 1,017.30 | 1.55 | 7.84 | |||||||||||||||||||||||||||
Class I | 1,000.00 | 1,005.00 | 0.50 | 2.51 | 1,000.00 | 1,022.56 | 0.50 | 2.54 | |||||||||||||||||||||||||||
Class R(1) | 1,000.00 | 1,000.00 | 1.05 | 1.75 | 1,000.00 | 1,006.60 | 1.05 | 1.76 | |||||||||||||||||||||||||||
Class R6 | 1,000.00 | 1,005.10 | 0.47 | 2.36 | 1,000.00 | 1,022.71 | 0.47 | 2.38 | |||||||||||||||||||||||||||
Class W | 1,000.00 | 1,004.30 | 0.55 | 2.76 | 1,000.00 | 1,022.31 | 0.55 | 2.79 | |||||||||||||||||||||||||||
Voya Strategic Income Fund** | |||||||||||||||||||||||||||||||||||
Class A | 1,000.00 | 1,011.10 | 1.03 | 5.19 | 1,000.00 | 1,019.90 | 1.03 | 5.22 | |||||||||||||||||||||||||||
Class C | 1,000.00 | 1,007.10 | 1.78 | 8.96 | 1,000.00 | 1,016.14 | 1.78 | 9.00 | |||||||||||||||||||||||||||
Class I | 1,000.00 | 1,013.10 | 0.64 | 3.23 | 1,000.00 | 1,021.86 | 0.64 | 3.24 | |||||||||||||||||||||||||||
Class R | 1,000.00 | 1,010.10 | 1.28 | 6.45 | 1,000.00 | 1,018.65 | 1.28 | 6.48 | |||||||||||||||||||||||||||
Class W | 1,000.00 | 1,013.10 | 0.78 | 3.94 | 1,000.00 | 1,021.16 | 0.78 | 3.95 |
* | Expenses are equal to each Fund’s respective annualized expense ratios multiplied by the average account value over the period, multiplied by 183/365 to reflect the most recent fiscal half-year. |
(1) | Commencement of operations was July 31, 2014. Expenses paid for the actual Fund’s return reflect the 61-day period ended September 30, 2014. |
Voya GNMA Income Fund | Voya High Yield Bond Fund | Voya Intermediate Bond Fund | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSETS: | ||||||||||||||
Investments in securities at fair value+* | $ | 908,944,018 | $ | 482,352,292 | $ | 1,956,759,791 | ||||||||
Short-term investments at fair value** | — | 2,648,756 | 288,878,679 | |||||||||||
Total investments at fair value | $ | 908,944,018 | $ | 485,001,048 | $ | 2,245,638,470 | ||||||||
Short-term investments at amortized cost | — | 6,241,859 | — | |||||||||||
Cash | 177,573,236 | 370,318 | 1,062,428 | |||||||||||
Cash collateral for futures | 2,491,527 | — | 2,407,932 | |||||||||||
Cash pledged as collateral for OTC derivatives (Note 2) | — | — | 3,260,000 | |||||||||||
Cash pledged as collateral for delayed-delivery or when-issued securities (Note 2) | — | — | 599,658 | |||||||||||
Receivables: | ||||||||||||||
Investment securities sold | 243 | — | 20,001,862 | |||||||||||
Investment securities sold on a delayed-delivery or when-issued basis | 77,273,465 | — | 358,468,909 | |||||||||||
Fund shares sold | 1,461,481 | 6,822,243 | 42,783,888 | |||||||||||
Dividends | — | 52 | 5,064 | |||||||||||
Interest | 2,599,710 | 9,042,168 | 10,047,182 | |||||||||||
Unrealized appreciation on forward foreign currency contracts | — | — | 36,785 | |||||||||||
Prepaid expenses | 43,132 | 35,885 | 62,985 | |||||||||||
Other assets | 15,422 | 3,504 | 21,923 | |||||||||||
Total assets | 1,170,402,234 | 507,517,077 | 2,684,397,086 | |||||||||||
LIABILITIES: | �� | |||||||||||||
Income distribution payable | — | 100,081 | 293,373 | |||||||||||
Payable for investment securities purchased | 4,630,222 | 1,068,656 | 54,610,383 | |||||||||||
Payable for investment securities purchased on a delayed-delivery or when-issued basis | 343,486,866 | — | 724,780,115 | |||||||||||
Payable for fund shares redeemed | 2,036,017 | 506,589 | 5,505,077 | |||||||||||
Payable upon receipt of securities loaned | — | — | 18,361,265 | |||||||||||
Unrealized depreciation on forward foreign currency contracts | — | — | 66,459 | |||||||||||
Upfront payments received on OTC swap agreements | — | — | 1,811,712 | |||||||||||
Unrealized depreciation on OTC swap agreements | — | — | 558,437 | |||||||||||
Cash received as collateral for delayed-delivery or when-issued securities (Note 2) | 781,738 | — | 381,000 | |||||||||||
Payable for investment management fees | 314,140 | 160,697 | 253,580 | |||||||||||
Payable for administrative fees | 66,838 | 41,594 | 149,164 | |||||||||||
Payable for distribution and shareholder service fees | 178,118 | 29,666 | 162,134 | |||||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 15,422 | 3,504 | 21,923 | |||||||||||
Payable for trustee fees | 4,070 | 2,374 | 8,621 | |||||||||||
Other accrued expenses and liabilities | 171,705 | 22,277 | 386,087 | |||||||||||
Written options, at fair valueˆ | — | — | 2,030,092 | |||||||||||
Total liabilities | 351,685,136 | 1,935,438 | 809,379,422 | |||||||||||
NET ASSETS | $ | 818,717,098 | $ | 505,581,639 | $ | 1,875,017,664 | ||||||||
NET ASSETS WERE COMPRISED OF: | ||||||||||||||
Paid-in capital | $ | 826,689,771 | $ | 538,385,795 | $ | 1,973,363,893 | ||||||||
Undistributed (distributions in excess of) net investment income | (2,309,150 | ) | (389,430 | ) | 589,813 | |||||||||
Accumulated net realized loss | (16,155,496 | ) | (33,667,945 | ) | (119,527,804 | ) | ||||||||
Net unrealized appreciation | 10,491,973 | 1,253,219 | 20,591,762 | |||||||||||
NET ASSETS | $ | 818,717,098 | $ | 505,581,639 | $ | 1,875,017,664 | ||||||||
____________________ | ||||||||||||||
+ Including securities loaned at value | $ | — | $ | — | $ | 17,932,972 | ||||||||
* Cost of investments in securities | $ | 899,109,923 | $ | 481,099,073 | $ | 1,936,880,664 | ||||||||
** Cost of short-term investments | $ | — | $ | 2,648,756 | $ | 288,878,679 | ||||||||
ˆ Premiums received on written options | $ | — | $ | — | $ | 2,331,639 |
Voya GNMA Income Fund | Voya High Yield Bond Fund | Voya Intermediate Bond Fund | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Class A | ||||||||||||||
Net assets | $ | 522,859,266 | $ | 80,321,267 | $ | 641,958,359 | ||||||||
Shares authorized | unlimited | unlimited | unlimited | |||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||
Shares outstanding | 60,459,401 | 9,729,933 | 64,094,163 | |||||||||||
Net asset value and redemption price per share† | $ | 8.65 | $ | 8.26 | $ | 10.02 | ||||||||
Maximum offering price per share (2.50%)(1) | $ | 8.87 | $ | 8.47 | $ | 10.28 | ||||||||
Class B | ||||||||||||||
Net assets | $ | 412,036 | $ | 567,298 | $ | 528,527 | ||||||||
Shares authorized | unlimited | unlimited | unlimited | |||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||
Shares outstanding | 47,905 | 68,799 | 52,867 | |||||||||||
Net asset value and redemption price per share† | $ | 8.60 | $ | 8.25 | $ | 10.00 | ||||||||
Class C | ||||||||||||||
Net assets | $ | 85,010,961 | $ | 14,505,813 | $ | 27,828,430 | ||||||||
Shares authorized | unlimited | unlimited | unlimited | |||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||
Shares outstanding | 9,883,519 | 1,757,741 | 2,781,871 | |||||||||||
Net asset value and redemption price per share† | $ | 8.60 | $ | 8.25 | $ | 10.00 | ||||||||
Class I | ||||||||||||||
Net assets | $ | 167,679,800 | $ | 281,584,206 | $ | 458,843,081 | ||||||||
Shares authorized | unlimited | unlimited | unlimited | |||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||
Shares outstanding | 19,362,689 | 34,159,784 | 45,816,707 | |||||||||||
Net asset value and redemption price per share | $ | 8.66 | $ | 8.24 | $ | 10.01 | ||||||||
Class O | ||||||||||||||
Net assets | n/a | n/a | $ | 36,437,375 | ||||||||||
Shares authorized | n/a | n/a | unlimited | |||||||||||
Par value | n/a | n/a | $ | 0.001 | ||||||||||
Shares outstanding | n/a | n/a | 3,636,827 | |||||||||||
Net asset value and redemption price per share | n/a | n/a | $ | 10.02 | ||||||||||
Class P | ||||||||||||||
Net assets | n/a | $ | 100,834,854 | n/a | ||||||||||
Shares authorized | n/a | unlimited | n/a | |||||||||||
Par value | n/a | $ | 0.001 | n/a | ||||||||||
Shares outstanding | n/a | 12,229,986 | n/a | |||||||||||
Net asset value and redemption price per share | n/a | $ | 8.24 | n/a | ||||||||||
Class R | ||||||||||||||
Net assets | n/a | $ | 34,378 | $ | 13,768,979 | |||||||||
Shares authorized | n/a | unlimited | unlimited | |||||||||||
Par value | n/a | $ | 0.001 | $ | 0.001 | |||||||||
Shares outstanding | n/a | 4,166 | 1,372,932 | |||||||||||
Net asset value and redemption price per share | n/a | $ | 8.25 | $ | 10.03 | |||||||||
Class R6 | ||||||||||||||
Net assets | n/a | n/a | $ | 281,918,232 | ||||||||||
Shares authorized | n/a | n/a | unlimited | |||||||||||
Par value | n/a | n/a | $ | 0.001 | ||||||||||
Shares outstanding | n/a | n/a | 28,164,796 | |||||||||||
Net asset value and redemption price per share | n/a | n/a | $ | 10.01 | ||||||||||
Class W | ||||||||||||||
Net assets | $ | 42,755,035 | $ | 27,733,823 | $ | 413,734,681 | ||||||||
Shares authorized | unlimited | unlimited | unlimited | |||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||
Shares outstanding | 4,931,887 | 3,357,956 | 41,355,217 | |||||||||||
Net asset value and redemption price per share | $ | 8.67 | $ | 8.26 | $ | 10.00 |
____________________ | |
(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+* | $ | 173,767,740 | $ | 1,323,343 | ||||||
Investments in affiliates at fair value** | — | 4,360,291 | ||||||||
Short-term investments at fair value*** | 4,356,875 | 280,000 | ||||||||
Total investments at fair value | $ | 178,124,615 | $ | 5,963,634 | ||||||
Cash | 119,012 | 1,766 | ||||||||
Cash collateral for futures | 264,286 | 20,172 | ||||||||
Foreign currencies at value**** | 58,138 | — | ||||||||
Receivables: | ||||||||||
Investment securities sold | 269,536 | — | ||||||||
Investment securities sold on a delayed-delivery or when-issued basis | — | 775,401 | ||||||||
Fund shares sold | 41,571 | — | ||||||||
Dividends | 71 | — | ||||||||
Interest | 846,664 | 19,805 | ||||||||
Unrealized appreciation on forward foreign currency contracts | — | 4,626 | ||||||||
Prepaid expenses | 23,031 | 45,873 | ||||||||
Reimbursement due from manager | 8,227 | 8,777 | ||||||||
Other assets | 765 | — | ||||||||
Total assets | 179,755,916 | 6,840,054 | ||||||||
LIABILITIES: | ||||||||||
Payable for investment securities purchased | 6,037,178 | — | ||||||||
Payable for investment securities purchased on a delayed-delivery or when-issued basis | — | 774,844 | ||||||||
Payable for fund shares redeemed | 1,488,953 | 26 | ||||||||
Payable upon receipt of securities loaned | 959,875 | — | ||||||||
Payable for investment management fees | 49,549 | 2,717 | ||||||||
Payable for administrative fees | 14,157 | 494 | ||||||||
Payable for distribution and shareholder service fees | 381 | 207 | ||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 765 | — | ||||||||
Payable for trustee fees | 866 | 29 | ||||||||
Other accrued expenses and liabilities | 35,915 | 17,679 | ||||||||
Total liabilities | 8,587,639 | 795,996 | ||||||||
NET ASSETS | $ | 171,168,277 | $ | 6,044,058 | ||||||
NET ASSETS WERE COMPRISED OF: | ||||||||||
Paid-in capital | $ | 171,510,631 | $ | 5,996,399 | ||||||
Undistributed (distributions in excess of) net investment income | (162,196 | ) | 173,865 | |||||||
Accumulated net realized loss | (148,576 | ) | (129,390 | ) | ||||||
Net unrealized appreciation (depreciation) | (31,582 | ) | 3,184 | |||||||
NET ASSETS | $ | 171,168,277 | $ | 6,044,058 | ||||||
____________________ | ||||||||||
+ Including securities loaned at value | $ | 937,957 | $ | — | ||||||
* Cost of investments in securities | $ | 173,860,184 | $ | 1,289,026 | ||||||
** Cost of investments in affiliates | $ | — | $ | 4,396,563 | ||||||
*** Cost of short-term investments | $ | 4,356,875 | $ | 280,000 | ||||||
**** Cost of foreign currencies | $ | 63,321 | $ | — |
Voya Short Term Bond Fund | Voya Strategic Income Fund | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Class A | ||||||||||
Net assets | $ | 319,235 | $ | 575,003 | ||||||
Shares authorized | unlimited | unlimited | ||||||||
Par value | $ | 0.001 | $ | 0.001 | ||||||
Shares outstanding | 32,005 | 57,250 | ||||||||
Net asset value and redemption price per share† | $ | 9.97 | $ | 10.04 | ||||||
Maximum offering price per share (2.50%)(1) | $ | 10.23(2 | ) | $ | 10.30 | |||||
Class C | ||||||||||
Net assets | $ | 381,925 | $ | 98,351 | ||||||
Shares authorized | unlimited | unlimited | ||||||||
Par value | $ | 0.001 | $ | 0.001 | ||||||
Shares outstanding | 38,269 | 9,901 | ||||||||
Net asset value and redemption price per share† | $ | 9.98 | $ | 9.93 | ||||||
Class I | ||||||||||
Net assets | $ | 5,927,249 | $ | 5,294,559 | ||||||
Shares authorized | unlimited | unlimited | ||||||||
Par value | $ | 0.001 | $ | 0.001 | ||||||
Shares outstanding | 593,984 | 525,918 | ||||||||
Net asset value and redemption price per share | $ | 9.98 | $ | 10.07 | ||||||
Class R | ||||||||||
Net assets | $ | 3,012 | $ | 72,982 | ||||||
Shares authorized | unlimited | unlimited | ||||||||
Par value | $ | 0.001 | $ | 0.001 | ||||||
Shares outstanding | 302 | 7,292 | ||||||||
Net asset value and redemption price per share | $ | 9.97 | $ | 10.01 | ||||||
Class R6 | ||||||||||
Net assets | $ | 164,533,786 | n/a | |||||||
Shares authorized | unlimited | n/a | ||||||||
Par value | $ | 0.001 | n/a | |||||||
Shares outstanding | 16,481,533 | n/a | ||||||||
Net asset value and redemption price per share | $ | 9.98 | n/a | |||||||
Class W | ||||||||||
Net assets | $ | 3,070 | $ | 3,163 | ||||||
Shares authorized | unlimited | unlimited | ||||||||
Par value | $ | 0.001 | $ | 0.001 | ||||||
Shares outstanding | 308 | 316 | ||||||||
Net asset value and redemption price per share | $ | 9.98 | $ | 10.02 |
____________________ | |
(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) | Maximum offering price is computed at 100/97.50 of net asset value. On purchases of $500,000 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 | $ | — | $ | 476 | $ | 27,890 | ||||||||
Interest | 13,633,462 | 14,678,679 | 27,834,756 | |||||||||||
Securities lending income, net | — | — | 180,538 | |||||||||||
Total investment income | 13,633,462 | 14,679,155 | 28,043,184 | |||||||||||
EXPENSES: | ||||||||||||||
Investment management fees | 1,918,327 | 1,213,342 | 1,469,493 | |||||||||||
Distribution and shareholder service fees: | ||||||||||||||
Class A | 680,669 | 104,928 | 736,169 | |||||||||||
Class B | 2,391 | 3,483 | 3,034 | |||||||||||
Class C | 450,084 | 74,601 | 140,199 | |||||||||||
Class O | — | — | 46,420 | |||||||||||
Class R | — | 12 | 28,874 | |||||||||||
Transfer agent fees: | ||||||||||||||
Class A | 124,428 | 64,893 | 362,741 | |||||||||||
Class B | 109 | 539 | 373 | |||||||||||
Class C | 20,569 | 11,534 | 17,271 | |||||||||||
Class I | 28,577 | 14,057 | 13,533 | |||||||||||
Class O | — | — | 22,873 | |||||||||||
Class P | — | 1,467 | — | |||||||||||
Class R | — | 5 | 7,114 | |||||||||||
Class R6 | — | — | 435 | |||||||||||
Class W | 8,973 | 18,641 | 236,876 | |||||||||||
Administrative service fees | 408,151 | 238,079 | 864,406 | |||||||||||
Shareholder reporting expense | 23,100 | 16,695 | 50,325 | |||||||||||
Registration fees | 46,380 | 56,086 | 114,628 | |||||||||||
Professional fees | 35,253 | 23,817 | 71,889 | |||||||||||
Custody and accounting expense | 49,560 | 30,649 | 73,200 | |||||||||||
Trustee fees | 12,211 | 7,123 | 25,862 | |||||||||||
Miscellaneous expense | 15,481 | 7,219 | 20,289 | |||||||||||
Interest expense | — | 254 | 252 | |||||||||||
Total expenses | 3,824,263 | 1,887,424 | 4,306,256 | |||||||||||
Net waived and reimbursed fees | — | (257,893 | ) | — | ||||||||||
Net expenses | 3,824,263 | 1,629,531 | 4,306,256 | |||||||||||
Net investment income | 9,809,199 | 13,049,624 | 23,736,928 | |||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||||||||
Net realized gain (loss) on: | ||||||||||||||
Investments | 7,277,180 | 1,956,153 | 23,567,281 | |||||||||||
Foreign currency related transactions | — | — | 99,335 | |||||||||||
Futures | (4,290,912 | ) | — | (3,501,016 | ) | |||||||||
Swaps | — | — | 820,471 | |||||||||||
Written options | — | — | (540,645 | ) | ||||||||||
Net realized gain | 2,986,268 | 1,956,153 | 20,445,426 | |||||||||||
Net change in unrealized appreciation (depreciation) on: | ||||||||||||||
Investments | 3,377,346 | (16,026,264 | ) | (915,354 | ) | |||||||||
Foreign currency related transactions | — | — | (185,658 | ) | ||||||||||
Futures | 438,235 | — | 1,146,862 | |||||||||||
Swaps | — | — | (657,602 | ) | ||||||||||
Written options | — | — | 301,547 | |||||||||||
Net change in unrealized appreciation (depreciation) | 3,815,581 | (16,026,264 | ) | (310,205 | ) | |||||||||
Net realized and unrealized gain (loss) | 6,801,849 | (14,070,111 | ) | 20,135,221 | ||||||||||
Increase (decrease) in net assets resulting from operations | $ | 16,611,048 | $ | (1,020,487 | ) | $ | 43,872,149 |
Voya Short Term Bond Fund | Voya Strategic Income Fund | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
INVESTMENT INCOME: | ||||||||||
Dividends | $ | 322 | $ | 37 | ||||||
Interest | 1,776,957 | 24,998 | ||||||||
Dividends from affiliated funds | — | 107,552 | ||||||||
Securities lending income, net | 2,089 | — | ||||||||
Total investment income | 1,779,368 | 132,587 | ||||||||
EXPENSES: | ||||||||||
Investment management fees | 303,665 | 16,045 | ||||||||
Distribution and shareholder service fees: | ||||||||||
Class A | 370 | 583 | ||||||||
Class C | 1,837 | 266 | ||||||||
Class R | 2 | 18 | ||||||||
Transfer agent fees: | ||||||||||
Class A | 153 | 321 | ||||||||
Class C | 189 | 39 | ||||||||
Class I | 1,081 | 22 | ||||||||
Class R | 1 | 5 | ||||||||
Class R6 | 218 | — | ||||||||
Class W | 129 | 3 | ||||||||
Administrative service fees | 86,761 | 2,917 | ||||||||
Shareholder reporting expense | 2,562 | 2,562 | ||||||||
Registration fees | 32,315 | 35,150 | ||||||||
Professional fees | 11,621 | 5,891 | ||||||||
Custody and accounting expense | 13,239 | 5,856 | ||||||||
Trustee fees | 2,596 | 87 | ||||||||
Miscellaneous expense | 7,119 | 2,708 | ||||||||
Interest expense | 130 | 156 | ||||||||
Total expenses | 463,988 | 72,629 | ||||||||
Net waived and reimbursed fees | (51,810 | ) | (52,817 | ) | ||||||
Net expenses | 412,178 | 19,812 | ||||||||
Net investment income | 1,367,190 | 112,775 | ||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||||
Net realized gain (loss) on: | ||||||||||
Investments | 338,279 | 16,468 | ||||||||
Sale of investments in affiliates | — | 3,403 | ||||||||
Foreign currency related transactions | 171 | (4,042 | ) | |||||||
Futures | (167,663 | ) | 4,976 | |||||||
Net realized gain | 170,787 | 20,805 | ||||||||
Net change in unrealized appreciation (depreciation) on: | ||||||||||
Investments | (590,099 | ) | 6,412 | |||||||
Affiliated underlying funds | — | (77,517 | ) | |||||||
Foreign currency related transactions | (11,400 | ) | 7,988 | |||||||
Futures | (40,388 | ) | 3,704 | |||||||
Net change in unrealized appreciation (depreciation) | (641,887 | ) | (59,413 | ) | ||||||
Net realized and unrealized loss | (471,100 | ) | (38,608 | ) | ||||||
Increase in net assets resulting from operations | $ | 896,090 | $ | 74,167 |
Voya GNMA Income Fund | Voya High Yield Bond Fund | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended September 30, 2014 | Year Ended March 31, 2014 | Six Months Ended September 30, 2014 | Year Ended March 31, 2014 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 9,809,199 | $ | 25,781,000 | $ | 13,049,624 | $ | 18,167,659 | |||||||||||
Net realized gain (loss) | 2,986,268 | (7,626,882 | ) | 1,956,153 | 1,557,504 | ||||||||||||||
Net change in unrealized appreciation (depreciation) | 3,815,581 | (27,137,508 | ) | (16,026,264 | ) | 4,811,152 | |||||||||||||
Increase (decrease) in net assets resulting from operations | 16,611,048 | (8,983,390 | ) | (1,020,487 | ) | 24,536,315 | |||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Net investment income: | |||||||||||||||||||
Class A | (9,333,868 | ) | (22,236,511 | ) | (2,178,608 | ) | (4,346,379 | ) | |||||||||||
Class B | (6,683 | ) | (26,141 | ) | (15,064 | ) | (61,595 | ) | |||||||||||
Class C | (1,202,251 | ) | (3,539,296 | ) | (329,846 | ) | (665,143 | ) | |||||||||||
Class I | (2,597,914 | ) | (5,526,422 | ) | (7,192,248 | ) | (10,330,073 | ) | |||||||||||
Class P | — | — | (2,949,281 | ) | (2,287,149 | ) | |||||||||||||
Class R | — | — | (134 | ) | (26 | ) | |||||||||||||
Class W | (704,653 | ) | (1,195,033 | ) | (658,869 | ) | (784,589 | ) | |||||||||||
Total distributions | (13,845,369 | ) | (32,523,403 | ) | (13,324,050 | ) | (18,474,954 | ) | |||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 110,730,182 | 173,728,495 | 146,661,769 | 282,439,993 | |||||||||||||||
Reinvestment of distributions | 12,174,173 | 28,313,396 | 12,664,738 | 17,075,745 | |||||||||||||||
122,904,355 | 202,041,891 | 159,326,507 | 299,515,738 | ||||||||||||||||
Cost of shares redeemed | (125,754,992 | ) | (491,825,335 | ) | (59,771,108 | ) | (102,708,636 | ) | |||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (2,850,637 | ) | (289,783,444 | ) | 99,555,399 | 196,807,102 | |||||||||||||
Net increase (decrease) in net assets | (84,958 | ) | (331,290,237 | ) | 85,210,862 | 202,868,463 | |||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 818,802,056 | 1,150,092,293 | 420,370,777 | 217,502,314 | |||||||||||||||
End of year or period | $ | 818,717,098 | $ | 818,802,056 | $ | 505,581,639 | $ | 420,370,777 | |||||||||||
Undistributed (distributions in excess of) net investment income at end of year or period | $ | (2,309,150 | ) | $ | 1,727,020 | $ | (389,430 | ) | $ | (115,004 | ) |
Voya Intermediate Bond Fund | Voya Short Term Bond Fund | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended September 30, 2014 | Year Ended March 31, 2014 | Six Months Ended September 30, 2014 | Year Ended March 31, 2014 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 23,736,928 | $ | 43,694,079 | $ | 1,367,190 | $ | 2,170,236 | |||||||||||
Net realized gain (loss) | 20,445,426 | (11,787,156 | ) | 170,787 | 374,660 | ||||||||||||||
Net change in unrealized appreciation (depreciation) | (310,205 | ) | (7,397,608 | ) | (641,887 | ) | 425,207 | ||||||||||||
Increase in net assets resulting from operations | 43,872,149 | 24,509,315 | 896,090 | 2,970,103 | |||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Net investment income: | |||||||||||||||||||
Class A | (8,917,260 | ) | (11,614,335 | ) | (2,226 | ) | (1,336 | ) | |||||||||||
Class B | (7,027 | ) | (26,384 | ) | — | — | |||||||||||||
Class C | (319,561 | ) | (638,683 | ) | (1,346 | ) | (894 | ) | |||||||||||
Class I | (7,356,726 | ) | (12,335,637 | ) | (46,734 | ) | (840,121 | ) | |||||||||||
Class O | (565,773 | ) | (1,127,902 | ) | — | — | |||||||||||||
Class R | (161,814 | ) | (337,705 | ) | (6 | ) | — | ||||||||||||
Class R6 | (4,203,248 | ) | (5,547,624 | ) | (1,514,472 | ) | (1,831,525 | ) | |||||||||||
Class W | (6,312,875 | ) | (9,067,721 | ) | (2,274 | ) | (48 | ) | |||||||||||
Total distributions | (27,844,284 | ) | (40,695,991 | ) | (1,567,058 | ) | (2,673,924 | ) | |||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 373,688,404 | 940,990,797 | 15,531,056 | 204,441,076 | |||||||||||||||
Reinvestment of distributions | 26,298,780 | 38,149,447 | 1,566,184 | 2,666,991 | |||||||||||||||
399,987,184 | 979,140,244 | 17,097,240 | 207,108,067 | ||||||||||||||||
Cost of shares redeemed | (156,342,954 | ) | (499,804,359 | ) | (19,701,452 | ) | (210,624,030 | ) | |||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | 243,644,230 | 479,335,885 | (2,604,212 | ) | (3,515,963 | ) | |||||||||||||
Net increase (decrease) in net assets | 259,672,095 | 463,149,209 | (3,275,180 | ) | (3,219,784 | ) | |||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 1,615,345,569 | 1,152,196,360 | 174,443,457 | 177,663,241 | |||||||||||||||
End of year or period | $ | 1,875,017,664 | $ | 1,615,345,569 | $ | 171,168,277 | $ | 174,443,457 | |||||||||||
Undistributed (distributions in excess of) net investment income at end of year or period | $ | 589,813 | $ | 4,697,169 | $ | (162,196 | ) | $ | 37,672 |
Voya Strategic Income Fund | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended September 30, 2014 | Year Ended March 31, 2014 | ||||||||||
FROM OPERATIONS: | |||||||||||
Net investment income | $ | 112,775 | $ | 228,294 | |||||||
Net realized gain (loss) | 20,805 | (116,552 | ) | ||||||||
Net change in unrealized appreciation (depreciation) | (59,413 | ) | 4,098 | ||||||||
Increase in net assets resulting from operations | 74,167 | 115,840 | |||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||
Net investment income: | |||||||||||
Class A | — | (2,005 | ) | ||||||||
Class C | — | (938 | ) | ||||||||
Class I | — | (226,223 | ) | ||||||||
Class R | — | (118 | ) | ||||||||
Class W | — | (272 | ) | ||||||||
Total distributions | — | (229,556 | ) | ||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||
Net proceeds from sale of shares | 448,014 | 457,861 | |||||||||
Reinvestment of distributions | — | 228,932 | |||||||||
448,014 | 686,793 | ||||||||||
Cost of shares redeemed | (105,324 | ) | (66,730 | ) | |||||||
Net increase in net assets resulting from capital share transactions | 342,690 | 620,063 | |||||||||
Net increase in net assets | 416,857 | 506,347 | |||||||||
NET ASSETS: | |||||||||||
Beginning of year or period | 5,627,201 | 5,120,854 | |||||||||
End of year or period | $ | 6,044,058 | $ | 5,627,201 | |||||||
Undistributed net investment income at end of year or period | $ | 173,865 | $ | 61,090 |
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 8.62 | 0.11 | • | 0.07 | 0.18 | 0.15 | — | — | 0.15 | — | 8.65 | 2.08 | 0.91 | 0.91 | 0.91 | 2.43 | 522,859 | 207 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 8.57 | 0.07 | • | 0.07 | 0.14 | 0.11 | — | — | 0.11 | — | 8.60 | 1.69 | 1.66 | 1.66 | 1.66 | 1.68 | 412 | 207 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 8.57 | 0.07 | • | 0.07 | 0.14 | 0.11 | — | — | 0.11 | — | 8.60 | 1.69 | 1.66 | 1.66 | 1.66 | 1.68 | 85,011 | 207 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 8.63 | 0.12 | • | 0.07 | 0.19 | 0.16 | — | — | 0.16 | — | 8.66 | 2.23 | 0.65 | 0.65 | 0.65 | 2.67 | 167,680 | 207 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 8.64 | 0.12 | • | 0.07 | 0.19 | 0.16 | — | — | 0.16 | — | 8.67 | 2.21 | 0.66 | 0.66 | 0.66 | 2.68 | 42,755 | 207 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 8.49 | 0.22 | • | (0.23 | ) | (0.01 | ) | 0.22 | — | — | 0.22 | — | 8.26 | (0.14 | ) | 1.07 | 1.09 | 1.09 | 5.10 | 80,321 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 8.48 | 0.19 | • | (0.23 | ) | (0.04 | ) | 0.19 | — | — | 0.19 | — | 8.25 | (0.55 | ) | 1.82 | 1.84 | 1.84 | 4.42 | 567 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||
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 |
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 C | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 8.49 | 0.18 | • | (0.23 | ) | (0.05 | ) | 0.19 | — | — | 0.19 | — | 8.25 | (0.64 | ) | 1.82 | 1.84 | 1.84 | 4.35 | 14,506 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 8.48 | 0.23 | • | (0.23 | ) | 0.00 | * | 0.24 | — | — | 0.24 | — | 8.24 | (0.06 | ) | 0.68 | 0.70 | 0.70 | 5.47 | 281,584 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 8.48 | 0.26 | • | (0.24 | ) | 0.02 | 0.26 | — | — | 0.26 | — | 8.24 | 0.24 | 0.67 | 0.06 | 0.06 | 6.08 | 100,835 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 8.49 | 0.21 | • | (0.24 | ) | (0.03 | ) | 0.21 | — | — | 0.21 | — | 8.25 | (0.34 | ) | 1.32 | 1.32 | 1.32 | 5.03 | 34 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||
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 | 47 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class W | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 8.50 | 0.23 | • | (0.24 | ) | (0.01 | ) | 0.23 | — | — | 0.23 | — | 8.26 | (0.12 | ) | 0.82 | 0.84 | 0.84 | 5.32 | 27,734 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 9.91 | 0.13 | • | 0.13 | 0.26 | 0.15 | — | — | 0.15 | — | 10.02 | 2.65 | 0.68 | 0.68 | 0.68 | 2.56 | 641,958 | 294 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 9.90 | 0.09 | • | 0.13 | 0.22 | 0.12 | — | — | 0.12 | — | 10.00 | 2.20 | 1.43 | 1.43 | 1.43 | 1.77 | 529 | 294 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 9.90 | 0.09 | • | 0.12 | 0.21 | 0.11 | — | — | 0.11 | — | 10.00 | 2.17 | 1.43 | 1.43 | 1.43 | 1.80 | 27,828 | 294 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 |
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 I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 9.91 | 0.15 | • | 0.12 | 0.27 | 0.17 | — | — | 0.17 | — | 10.01 | 2.74 | 0.32 | 0.32 | 0.32 | 2.92 | 458,843 | 294 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 9.92 | 0.13 | • | 0.12 | 0.25 | 0.15 | — | — | 0.15 | — | 10.02 | 2.56 | 0.68 | 0.68 | 0.68 | 2.55 | 36,437 | 294 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||
Class R | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 9.93 | 0.12 | • | 0.12 | 0.24 | 0.14 | — | — | 0.14 | — | 10.03 | 2.42 | 0.93 | 0.93 | 0.93 | 2.33 | 13,769 | 294 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 9.91 | 0.15 | • | 0.12 | 0.27 | 0.17 | — | — | 0.17 | — | 10.01 | 2.75 | 0.31 | 0.31 | 0.31 | 2.93 | 281,918 | 294 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 9.90 | 0.14 | • | 0.12 | 0.26 | 0.16 | — | — | 0.16 | — | 10.00 | 2.68 | 0.43 | 0.43 | 0.43 | 2.81 | 413,735 | 294 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 10.01 | 0.06 | • | (0.03 | ) | 0.03 | 0.07 | — | — | 0.07 | — | 9.97 | 0.35 | 0.88 | 0.80 | 0.80 | 1.26 | 319 | 53 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 10.02 | 0.03 | • | (0.03 | ) | 0.00 | * | 0.04 | — | — | 0.04 | — | 9.98 | (0.03 | ) | 1.63 | 1.55 | 1.55 | 0.50 | 382 | 53 | ||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 10.02 | 0.08 | • | (0.03 | ) | 0.05 | 0.09 | — | — | 0.09 | — | 9.98 | 0.50 | 0.57 | 0.50 | 0.50 | 1.56 | 5,927 | 53 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 R | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
07-31-14(4)–09-30-14 | 9.99 | 0.01 | • | (0.01 | ) | 0.00 | * | 0.02 | — | — | 0.02 | — | 9.97 | 0.00 | 1.13 | 1.05 | 1.05 | 0.65 | 3 | 53 | |||||||||||||||||||||||||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 10.02 | 0.08 | • | (0.03 | ) | 0.05 | 0.09 | — | — | 0.09 | — | 9.98 | 0.51 | 0.53 | 0.47 | 0.47 | 1.58 | 164,534 | 53 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 |
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 Short Term Bond Fund (continued) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class W | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 10.02 | 0.07 | • | (0.03 | ) | 0.04 | 0.08 | — | — | 0.08 | — | 9.98 | 0.43 | 0.63 | 0.55 | 0.55 | 1.48 | 3 | 53 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 9.93 | 0.18 | • | (0.07 | ) | 0.11 | — | — | — | — | — | 10.04 | 1.11 | 2.84 | 1.03 | 1.03 | 3.51 | 575 | 118 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 9.86 | 0.13 | • | (0.06 | ) | 0.07 | — | — | — | — | — | 9.93 | 0.71 | 3.59 | 1.78 | 1.78 | 2.71 | 98 | 118 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 9.94 | 0.20 | • | (0.07 | ) | 0.13 | — | — | — | — | — | 10.07 | 1.31 | 2.45 | 0.64 | 0.64 | 3.91 | 5,295 | 118 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 9.91 | 0.14 | • | (0.04 | ) | 0.10 | — | — | — | — | — | 10.01 | 1.01 | 3.09 | 1.28 | 1.28 | 2.92 | 73 | 118 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 9.89 | 0.19 | • | (0.06 | ) | 0.13 | — | — | — | — | — | 10.02 | 1.31 | 2.59 | 0.78 | 0.78 | 3.77 | 3 | 118 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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. |
(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 | $ | 11,324,433 | $ | 10,678,308 | ||||||
Short Term Bond | 1,894,936 | 3,814,632 | ||||||||
Strategic Income | — | 115,052 |
Purchased | Sold | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
GNMA Income | $ | — | $ | 156,376,430 | ||||||
Intermediate Bond | 124,743,130 | 211,802,391 | ||||||||
Short Term Bond | 49,800,486 | 19,146,210 | ||||||||
Strategic Income | 557,370 | 1,117,758 |
Purchases | Sales | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
GNMA Income | $ | 21,312,289 | $ | 23,242,863 | ||||||
High Yield Bond | 166,747,145 | 69,658,203 | ||||||||
Intermediate Bond | 384,215,403 | 360,704,118 | ||||||||
Short Term Bond | 39,271,125 | 47,140,580 | ||||||||
Strategic Income | 2,798,473 | 1,923,426 |
Purchases | Sales | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
GNMA Income | $ | 2,005,472,544 | $ | 1,990,119,860 | ||||||
Intermediate Bond | 5,456,788,520 | 5,183,839,578 | ||||||||
Short Term Bond | 51,861,783 | 43,096,010 | ||||||||
Strategic Income | 4,547,989 | 4,992,306 |
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 | 0.50% | |||||||||||||||||
Strategic Income | 0.25% | N/A | 1.00% | N/A | 0.50% |
Class A | Class C | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Initial Sales Charges: | ||||||||||
GNMA Income | $ | 13,110 | $ | — | ||||||
High Yield Bond | 2,421 | — | ||||||||
Intermediate Bond | 5,475 | — | ||||||||
Short Term Bond | 1,009 | — | ||||||||
Strategic Income | 401 | — | ||||||||
Contingent Deferred Sales Charges: | ||||||||||
GNMA Income | $ | 493 | $ | 435 | ||||||
High Yield Bond | — | 10 | ||||||||
Intermediate Bond | — | 72 |
Subsidiary/Affiliated Investment Company | Fund | Percentage | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Voya Global Target Payment Fund | High Yield Bond | 6.84 | % | |||||||
Voya Institutional Trust Company | GNMA Income | 23.68 | ||||||||
Voya Intermediate Bond Portfolio | High Yield Bond | 16.45 | ||||||||
Voya Investment Management Company LLC | Strategic Income | 87.66 | ||||||||
Voya Retirement Insurance and | GNMA Income | 13.32 | ||||||||
Annuity Company | Intermediate Bond | 6.85 | ||||||||
Voya Solution 2015 Portfolio | Short Term Bond | 28.09 | ||||||||
Voya Solution 2025 Portfolio | High Yield Bond | 9.62 | ||||||||
Short Term Bond | 42.32 | |||||||||
Voya Solution 2035 Portfolio | High Yield Bond | 8.63 | ||||||||
Short Term Bond | 12.65 | |||||||||
Voya Solution Income Portfolio | Short Term Bond | 8.12 |
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 | % | ||||||||||||||||||||||
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 | 1.05 | % | 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. |
September 30, | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2015 | 2016 | 2017 | Total | ||||||||||||||||
Short Term Bond | $ | — | $ | 162,082 | $ | 91,485 | $ | 253,567 | |||||||||||
Strategic Income | — | 171,721 | 114,658 | 286,379 |
September 30, | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2015 | 2016 | 2017 | Total | ||||||||||||||||
Short Term Bond | |||||||||||||||||||
Class A | $ | — | $ | 31 | $ | 47 | $ | 78 | |||||||||||
Class C | — | 34 | 69 | 103 | |||||||||||||||
Class I | — | — | 315 | 315 | |||||||||||||||
Class R | — | — | 1 | 1 | |||||||||||||||
Class W | — | 13 | 27 | 40 |
Fund | | Days Utilized | | Approximate Average Daily Balance For Days Utilized | | Approximate Weighted Average Interest Rate For Days Utilized | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
High Yield Bond | 1 | $ | 2,293,000 | 1.08 | % | |||||||||
Intermediate Bond | 4 | 695,750 | 1.09 | |||||||||||
Short Term Bond | 1 | 864,000 | 1.09 |
Number of Contracts | Cost | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Balance at 03/31/14 | — | $ | — | |||||||
Options Purchased | 2,053,466,087 | 9,945,467 | ||||||||
Options Terminated in Closing Sell Transactions | (1,378,640,000 | ) | (5,711,123 | ) | ||||||
Options Exercised | — | — | ||||||||
Options Expired | — | — | ||||||||
Balance at 09/30/14 | 674,826,087 | $ | 4,234,344 |
Number of Contracts | Premiums Received | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Balance at 03/31/14 | — | $ | — | |||||||
Options Written | 1,554,240,000 | 5,302,335 | ||||||||
Options Terminated in Closing Purchase Transactions | (1,378,640,000 | ) | (2,970,696 | ) | ||||||
Options Exercised | — | — | ||||||||
Options Expired | — | — | ||||||||
Balance at 09/30/14 | 175,600,000 | $ | 2,331,639 |
Number of Contracts | Cost | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Balance at 03/31/14 | — | $ | — | |||||||
Options Purchased | 17,296,000 | 79,562 | ||||||||
Options Terminated in Closing Sell Transactions | — | — | ||||||||
Options Exercised | — | — | ||||||||
Options Expired | — | — | ||||||||
Balance at 09/30/14 | 17,296,000 | $ | 79,562 |
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 | ||||||||||||||||||||||||||||||||||||||||||
9/30/2014 | 3,661,530 | — | 953,984 | (8,958,525 | ) | (4,343,011 | ) | 31,701,261 | — | 8,250,137 | (77,554,644 | ) | (37,603,246 | ) | ||||||||||||||||||||||||||||
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 | ) | ||||||||||||||||||||||||||||
Class B | ||||||||||||||||||||||||||||||||||||||||||
9/30/2014 | 191 | — | 725 | (25,596 | ) | (24,680 | ) | 1,643 | — | 6,239 | (220,112 | ) | (212,230 | ) | ||||||||||||||||||||||||||||
3/31/2014 | 308 | — | 2,629 | (91,014 | ) | (88,077 | ) | 2,659 | — | 22,760 | (791,193 | ) | (765,774 | ) | ||||||||||||||||||||||||||||
Class C | ||||||||||||||||||||||||||||||||||||||||||
9/30/2014 | 544,198 | — | 111,391 | (1,925,427 | ) | (1,269,838 | ) | 4,687,987 | — | 958,467 | (16,587,140 | ) | (10,940,686 | ) | ||||||||||||||||||||||||||||
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 | ) | ||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||
9/30/2014 | 6,911,187 | — | 260,450 | (2,969,224 | ) | 4,202,413 | 59,893,885 | — | 2,254,774 | (25,715,720 | ) | 36,432,939 | ||||||||||||||||||||||||||||||
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 | ) | ||||||||||||||||||||||||||||
Class W | ||||||||||||||||||||||||||||||||||||||||||
9/30/2014 | 1,664,531 | — | 81,270 | (654,301 | ) | 1,091,500 | 14,445,406 | — | 704,556 | (5,677,376 | ) | 9,472,586 | ||||||||||||||||||||||||||||||
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 | ) | ||||||||||||||||||||||||||||
High Yield Bond | ||||||||||||||||||||||||||||||||||||||||||
Class A | ||||||||||||||||||||||||||||||||||||||||||
9/30/2014 | 1,373,144 | — | 213,036 | (1,196,241 | ) | 389,939 | 11,656,892 | — | 1,797,841 | (10,107,574 | ) | 3,347,159 | ||||||||||||||||||||||||||||||
3/31/2014 | 989,822 | — | 415,756 | (2,304,023 | ) | (898,445 | ) | 8,242,849 | — | 3,460,327 | (19,176,452 | ) | (7,473,276 | ) | ||||||||||||||||||||||||||||
Class B | ||||||||||||||||||||||||||||||||||||||||||
9/30/2014 | 124 | — | 1,511 | (60,886 | ) | (59,251 | ) | 1,047 | — | 12,746 | (516,095 | ) | (502,302 | ) | ||||||||||||||||||||||||||||
3/31/2014 | 1,215 | — | 6,027 | (74,717 | ) | (67,475 | ) | 10,099 | — | 50,088 | (621,179 | ) | (560,992 | ) | ||||||||||||||||||||||||||||
Class C | ||||||||||||||||||||||||||||||||||||||||||
9/30/2014 | 149,317 | — | 27,250 | (192,137 | ) | (15,570 | ) | 1,266,985 | — | 229,917 | (1,627,934 | ) | (131,032 | ) | ||||||||||||||||||||||||||||
3/31/2014 | 377,083 | — | 53,081 | (377,668 | ) | 52,496 | 3,140,930 | — | 441,849 | (3,128,825 | ) | 453,954 | ||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||
9/30/2014 | 12,214,279 | — | 833,222 | (5,268,597 | ) | 7,778,904 | 103,519,391 | — | 7,016,076 | (44,570,271 | ) | 65,965,196 | ||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||
Class P | ||||||||||||||||||||||||||||||||||||||||||
9/30/2014 | 2,411,335 | — | 350,059 | (99,254 | ) | 2,662,140 | 20,310,000 | — | 2,949,281 | (835,000 | ) | 22,424,281 | ||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||
9/30/2014 | 3,789 | — | 16 | (1 | ) | 3,804 | 31,672 | — | 134 | (8 | ) | 31,798 | ||||||||||||||||||||||||||||||
1/30/2014(1)–3/31/2014 | 359 | — | 3 | — | 362 | 3,010 | — | 26 | — | 3,036 | ||||||||||||||||||||||||||||||||
Class W | ||||||||||||||||||||||||||||||||||||||||||
9/30/2014 | 1,164,909 | — | 78,071 | (249,792 | ) | 993,188 | 9,875,782 | — | 658,743 | (2,114,226 | ) | 8,420,299 | ||||||||||||||||||||||||||||||
3/31/2014 | 1,725,371 | — | 90,774 | (1,212,751 | ) | 603,394 | 14,360,057 | — | 757,456 | (10,105,878 | ) | 5,011,635 | ||||||||||||||||||||||||||||||
Intermediate Bond | ||||||||||||||||||||||||||||||||||||||||||
Class A | ||||||||||||||||||||||||||||||||||||||||||
9/30/2014 | 13,716,245 | — | 853,471 | (4,454,791 | ) | 10,114,925 | 137,492,012 | — | 8,574,326 | (44,697,241 | ) | 101,369,097 | ||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||
Class B | ||||||||||||||||||||||||||||||||||||||||||
9/30/2014 | 79 | — | 558 | (21,161 | ) | (20,524 | ) | 790 | — | 5,599 | (211,644 | ) | (205,255 | ) | ||||||||||||||||||||||||||||
3/31/2014 | 5,764 | — | 2,083 | (125,927 | ) | (118,080 | ) | 57,018 | — | 20,527 | (1,241,880 | ) | (1,164,335 | ) | ||||||||||||||||||||||||||||
Class C | ||||||||||||||||||||||||||||||||||||||||||
9/30/2014 | 511,603 | — | 24,377 | (440,658 | ) | 95,322 | 5,099,165 | — | 244,522 | (4,407,243 | ) | 936,444 | ||||||||||||||||||||||||||||||
3/31/2014 | 482,564 | — | 49,205 | (1,350,467 | ) | (818,698 | ) | 4,785,474 | — | 484,843 | (13,281,478 | ) | (8,011,161 | ) | ||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||
9/30/2014 | 7,831,723 | — | 681,176 | (3,861,244 | ) | 4,651,655 | 78,708,992 | — | 6,842,093 | (38,762,956 | ) | 46,788,129 | ||||||||||||||||||||||||||||||
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 | ) | ||||||||||||||||||||||||||||
Class O | ||||||||||||||||||||||||||||||||||||||||||
9/30/2014 | 129,415 | — | 5,079 | (295,616 | ) | (161,122 | ) | 1,298,713 | — | 51,030 | (2,962,673 | ) | (1,612,930 | ) | ||||||||||||||||||||||||||||
3/31/2014 | 298,462 | — | 9,986 | (632,953 | ) | (324,505 | ) | 2,952,729 | — | 98,559 | (6,252,929 | ) | (3,201,641 | ) |
(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 | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | ||||||||||||||||||||||||||||||||
Intermediate Bond (continued) | ||||||||||||||||||||||||||||||||||||||||||
Class R | ||||||||||||||||||||||||||||||||||||||||||
9/30/2014 | 474,699 | — | 15,899 | (239,507 | ) | 251,091 | 4,771,596 | — | 159,900 | (2,395,613 | ) | 2,535,883 | ||||||||||||||||||||||||||||||
3/31/2014 | 364,547 | — | 34,187 | (702,865 | ) | (304,131 | ) | 3,618,524 | — | 337,645 | (6,908,808 | ) | (2,952,639 | ) | ||||||||||||||||||||||||||||
Class R6 | ||||||||||||||||||||||||||||||||||||||||||
9/30/2014 | 7,172,231 | — | 415,949 | (3,743,275 | ) | 3,844,905 | 71,920,658 | — | 4,175,140 | (37,599,356 | ) | 38,496,442 | ||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||
9/30/2014 | 7,423,067 | — | 622,457 | (2,525,323 | ) | 5,520,201 | 74,396,478 | — | 6,246,170 | (25,306,228 | ) | 55,336,420 | ||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||
Short Term Bond | ||||||||||||||||||||||||||||||||||||||||||
Class A | ||||||||||||||||||||||||||||||||||||||||||
9/30/2014 | 61,149 | — | 219 | (46,598 | ) | 14,770 | 612,453 | — | 2,189 | (466,872 | ) | 147,770 | ||||||||||||||||||||||||||||||
3/31/2014 | 23,505 | — | 133 | (6,784 | ) | 16,854 | 234,529 | — | 1,328 | (67,837 | ) | 168,020 | ||||||||||||||||||||||||||||||
Class C | ||||||||||||||||||||||||||||||||||||||||||
9/30/2014 | 4,115 | — | 134 | (1,071 | ) | 3,178 | 41,222 | — | 1,343 | (10,705 | ) | 31,860 | ||||||||||||||||||||||||||||||
3/31/2014 | 37,229 | — | 88 | (2,527 | ) | 34,790 | 371,661 | — | 881 | (25,332 | ) | 347,210 | ||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||
9/30/2014 | 175,988 | — | 4,664 | (27,765 | ) | 152,887 | 1,763,087 | — | 46,699 | (277,778 | ) | 1,532,008 | ||||||||||||||||||||||||||||||
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 | ) | ||||||||||||||||||||||||||||
Class R | ||||||||||||||||||||||||||||||||||||||||||
7/31/2014(1)–9/30/2014 | 301 | — | 1 | — | 302 | 3,015 | — | 6 | — | 3,021 | ||||||||||||||||||||||||||||||||
Class R6 | ||||||||||||||||||||||||||||||||||||||||||
9/30/2014 | 1,194,781 | — | 151,221 | (1,777,665 | ) | (431,663 | ) | 11,976,509 | — | 1,514,471 | (17,808,957 | ) | (4,317,977 | ) | ||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||
9/30/2014 | 113,138 | — | 147 | (113,282 | ) | 3 | 1,134,770 | — | 1,476 | (1,137,140 | ) | (894 | ) | |||||||||||||||||||||||||||||
3/31/2014 | — | — | 5 | (1 | ) | 4 | — | — | 48 | (10 | ) | 38 | ||||||||||||||||||||||||||||||
Strategic Income | ||||||||||||||||||||||||||||||||||||||||||
Class A | ||||||||||||||||||||||||||||||||||||||||||
9/30/2014 | 31,048 | — | — | (4,885 | ) | 26,163 | 310,812 | — | — | (48,978 | ) | 261,834 | ||||||||||||||||||||||||||||||
3/31/2014 | 33,351 | — | 142 | (2,828 | ) | 30,665 | 329,670 | — | 1,381 | (27,998 | ) | 303,053 | ||||||||||||||||||||||||||||||
Class C | ||||||||||||||||||||||||||||||||||||||||||
9/30/2014 | 6,081 | — | — | (1,086 | ) | 4,995 | 60,736 | — | — | (10,729 | ) | 50,007 | ||||||||||||||||||||||||||||||
3/31/2014 | 4,822 | — | 97 | (316 | ) | 4,603 | 47,954 | — | 938 | (3,136 | ) | 45,756 | ||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||
9/30/2014 | 644 | — | — | (4,546 | ) | (3,902 | ) | 6,465 | — | — | (45,591 | ) | (39,126 | ) | ||||||||||||||||||||||||||||
3/31/2014 | 4,546 | — | 23,226 | (1 | ) | 27,771 | 45,000 | — | 226,223 | (1 | ) | 271,222 | ||||||||||||||||||||||||||||||
Class R | ||||||||||||||||||||||||||||||||||||||||||
9/30/2014 | 6,981 | — | — | (3 | ) | 6,978 | 70,001 | — | — | (26 | ) | 69,975 | ||||||||||||||||||||||||||||||
3/31/2014 | — | — | 12 | (1 | ) | 11 | — | — | 118 | (10 | ) | 108 | ||||||||||||||||||||||||||||||
Class W | ||||||||||||||||||||||||||||||||||||||||||
9/30/2014 | — | — | — | — | — | — | — | — | — | — | ||||||||||||||||||||||||||||||||
3/31/2014 | 3,521 | — | 28 | (3,536 | ) | 13 | 35,237 | — | 272 | (35,585 | ) | (76 | ) |
(1) | Commencement of operations. |
Fund | Security | Fair Value | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Intermediate Bond | Greater Ohio Ethanol, LLC, 6.301%, due 12/31/13 | $ | — |
Six Months Ended September 30, 2014 | Year Ended March 31, 2014 | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Ordinary Income | Ordinary Income | |||||||||
GNMA Income | $ | 13,845,369 | $ | 32,523,403 | ||||||
High Yield Bond | 13,324,050 | 18,474,954 | ||||||||
Intermediate Bond | 27,844,284 | 40,695,991 | ||||||||
Short Term Bond | 1,567,058 | 2,673,924 | ||||||||
Strategic Income | — | 229,556 |
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 | ) | Short-term | None | ||||||||||||||
High Yield Bond | — | — | 17,277,268 | (11,635,451 | ) | Short-term | 2015 | |||||||||||||||||||
(9,006,267 | ) | Short-term | 2017 | |||||||||||||||||||||||
(14,980,165 | ) | Short-term | 2018 | |||||||||||||||||||||||
$ | (35,621,883 | ) | ||||||||||||||||||||||||
Intermediate Bond | 5,943,353 | (789,710 | ) | 19,775,585 | (129,620,820 | ) | Short-term | 2018 | ||||||||||||||||||
(9,457,190 | ) | Short-term | None | |||||||||||||||||||||||
$ | (139,078,010 | ) | ||||||||||||||||||||||||
Short Term Bond | 44,172 | — | 496,872 | (211,832 | ) | Short-term | None | |||||||||||||||||||
Strategic Income | 59,345 | (38,792 | ) | 67,441 | (78,634 | ) | Short-term | None | ||||||||||||||||||
(35,848 | ) | Long-term | None | |||||||||||||||||||||||
$ | (114,482 | ) |
Intermediate Bond | | | | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Counterparty | | Securities Loaned at Value | | Cash Collateral Received(1) | | Net Amount | ||||||||
BNP Paribas Securities Corp. | $ | 1,002,627 | $ | (1,002,627 | ) | $ | — | |||||||
Barclays Capital Inc. | 3,694,549 | (3,694,549 | ) | — | ||||||||||
Citigroup Global Markets | 3,891,777 | (3,891,777 | ) | — | ||||||||||
Credit Suisse Securities USA LLC | 3,787,052 | (3,787,052 | ) | — | ||||||||||
JPMorgan Clearing Corp. | 2,071,973 | (2,071,973 | ) | — | ||||||||||
JPMorgan Securities PLC | 185,763 | (185,763 | ) | — | ||||||||||
Janney Montgomery Scott LLC | 356,548 | (356,548 | ) | — | ||||||||||
Morgan Stanley & Co. LLC | 303,858 | (303,858 | ) | — | ||||||||||
NewEdge USA, LLC | 2,638,825 | (2,638,825 | ) | — | ||||||||||
Total | $ | 17,932,972 | $ | (17,932,972 | ) | $ | — |
(1) | Collateral with a fair value of $18,361,265 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 | ||||||||
Credit Suisse Securities USA | $ | 509,917 | $ | (509,917 | ) | $ | — | |||||||
Mizuho Securities USA | 428,040 | (428,040 | ) | — | ||||||||||
Total | $ | 937,957 | $ | (937,957 | ) | $ | — |
(1) | Collateral with a fair value of $959,875 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 | October 2, 2014 | September 30, 2014 | |||||||||||
Class B | $0.0188 | October 2, 2014 | September 30, 2014 | |||||||||||
Class C | $0.0188 | October 2, 2014 | September 30, 2014 | |||||||||||
Class I | $0.0267 | October 2, 2014 | September 30, 2014 | |||||||||||
Class W | $0.0267 | October 2, 2014 | September 30, 2014 | |||||||||||
Class A | $0.0247 | November 4, 2014 | October 31, 2014 | |||||||||||
Class B | $0.0191 | November 4, 2014 | October 31, 2014 | |||||||||||
Class C | $0.0192 | November 4, 2014 | October 31, 2014 | |||||||||||
Class I | $0.0266 | November 4, 2014 | October 31, 2014 | |||||||||||
Class W | $0.0265 | November 4, 2014 | October 31, 2014 | |||||||||||
High Yield Bond | ||||||||||||||
Class A | $0.0353 | November 3, 2014 | Daily | |||||||||||
Class B | $0.0299 | November 3, 2014 | Daily | |||||||||||
Class C | $0.0300 | November 3, 2014 | Daily | |||||||||||
Class I | $0.0379 | November 3, 2014 | Daily | |||||||||||
Class P | $0.0419 | November 3, 2014 | Daily | |||||||||||
Class R | $0.0335 | November 3, 2014 | Daily | |||||||||||
Class W | $0.0372 | November 3, 2014 | Daily | |||||||||||
Intermediate Bond | ||||||||||||||
Class A | $0.0201 | November 3, 2014 | Daily | |||||||||||
Class B | $0.0149 | November 3, 2014 | Daily | |||||||||||
Class C | $0.0139 | November 3, 2014 | Daily | |||||||||||
Class I | $0.0233 | November 3, 2014 | Daily | |||||||||||
Class O | $0.0205 | November 3, 2014 | Daily | |||||||||||
Class R | $0.0178 | November 3, 2014 | Daily | |||||||||||
Class R6 | $0.0234 | November 3, 2014 | Daily | |||||||||||
Class W | $0.0223 | November 3, 2014 | Daily | |||||||||||
Short Term Bond | ||||||||||||||
Class A | $0.0119 | November 3, 2014 | Daily | |||||||||||
Class C | $0.0056 | November 3, 2014 | Daily | |||||||||||
Class I | $0.0141 | November 3, 2014 | Daily | |||||||||||
Class R | $0.0100 | November 3, 2014 | Daily | |||||||||||
Class R6 | $0.0147 | November 3, 2014 | Daily | |||||||||||
Class W | $0.0143 | November 3, 2014 | Daily |
VOYA GNMA INCOME FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COLLATERALIZED MORTGAGE OBLIGATIONS: 0.3% | |||||||||||||||||||
31,196,773 | ˆ | Ginnie Mae, 0.738%, 02/16/44 | $ | 1,236,054 | 0.2 | ||||||||||||||
1,026,159 | Vendee Mortgage Trust, 3.750%, 10/15/41 | 1,016,211 | 0.1 | ||||||||||||||||
Total Collateralized Mortgage Obligations (Cost $3,288,380) | 2,252,265 | 0.3 | |||||||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 110.7% | |||||||||||||||||||
Federal Home Loan Mortgage Corporation: 1.7%## | |||||||||||||||||||
32,203,224 | ˆ | 0.500%–27.986%, due 12/01/14–12/15/40 | 13,978,884 | 1.7 | |||||||||||||||
Federal National Mortgage Association: 15.3%## | |||||||||||||||||||
7,546,391 | ˆ | 3.000%, due 01/25/33 | 1,143,637 | 0.1 | |||||||||||||||
48,676,000 | W | 3.000%, due 07/25/42 | 47,852,688 | 5.8 | |||||||||||||||
9,148,785 | 3.000%, due 05/01/43 | 9,037,592 | 1.1 | ||||||||||||||||
6,461,608 | 3.000%, due 07/01/43 | 6,381,718 | 0.8 | ||||||||||||||||
8,031,088 | ˆ | 4.000%, due 05/25/42 | 1,502,957 | 0.2 | |||||||||||||||
5,217,858 | 4.500%, due 09/01/41 | 5,645,089 | 0.7 | ||||||||||||||||
10,070,419 | 4.500%, due 09/01/41 | 10,896,276 | 1.3 | ||||||||||||||||
11,829,307 | W | 4.598%, due 11/25/33 | 12,029,506 | 1.5 | |||||||||||||||
7,654,162 | ˆ | 6.096%, due 06/25/42 | 1,376,579 | 0.2 | |||||||||||||||
2,941,452 | 16.489%, due 05/25/35 | 3,850,064 | 0.5 | ||||||||||||||||
23,793,550 | 3.500%–8.500%, due 03/01/15–01/25/44 | 25,860,961 | 3.1 | ||||||||||||||||
125,577,067 | 15.3 | ||||||||||||||||||
Government National Mortgage Association: 93.7% | |||||||||||||||||||
26,720,311 | ˆ | 0.116%, due 01/16/50 | 546,628 | 0.1 | |||||||||||||||
30,113,051 | ˆ | 0.250%, due 06/20/36 | 275,546 | 0.0 | |||||||||||||||
1,739,382 | ˆ | 0.345%, due 02/16/48 | 19,366 | 0.0 | |||||||||||||||
24,901,680 | ˆ | 0.455%, due 11/16/46 | 415,781 | 0.1 | |||||||||||||||
61,207,064 | ˆ | 0.456%, due 01/16/51 | 1,506,783 | 0.2 | |||||||||||||||
9,666,748 | 0.556%, due 02/20/62 | 9,692,239 | 1.2 | ||||||||||||||||
8,790,188 | 0.570%, due 04/20/63 | 8,787,832 | 1.1 | ||||||||||||||||
4,206,375 | 0.626%, due 06/20/63 | 4,226,404 | 0.5 | ||||||||||||||||
14,984,088 | 0.756%, due 12/20/63 | 15,096,701 | 1.8 | ||||||||||||||||
3,597,163 | 0.806%, due 05/20/62 | 3,639,800 | 0.5 | ||||||||||||||||
5,792,745 | 0.806%, due 05/20/63 | 5,866,556 | 0.7 | ||||||||||||||||
4,398,179 | 0.876%, due 09/20/63 | 4,472,007 | 0.6 | ||||||||||||||||
1,007,686 | ˆ | 1.000%, due 06/16/37 | 32,715 | 0.0 | |||||||||||||||
4,805,628 | 1.155%, due 05/20/60 | 4,932,408 | 0.6 | ||||||||||||||||
12,206,760 | 1.206%, due 02/20/62 | 12,528,982 | 1.5 | ||||||||||||||||
4,244,767 | ˆ | 1.397%, due 10/16/52 | 326,078 | 0.0 | |||||||||||||||
6,420,510 | 2.302%, due 10/20/63 | 7,109,562 | 0.9 | ||||||||||||||||
1,900,000 | ˆ | 2.500%, due 11/20/43 | 639,087 | 0.1 | |||||||||||||||
4,691,336 | 3.485%, due 05/20/41 | 5,081,944 | 0.6 | ||||||||||||||||
153,300,000 | 3.500%, due 07/20/42 | 158,413,985 | 19.4 | ||||||||||||||||
11,684,237 | 3.500%, due 05/20/43 | 12,101,675 | 1.5 | ||||||||||||||||
4,000,000 | 3.526%, due 01/16/40 | 4,125,096 | 0.5 | ||||||||||||||||
14,729,112 | 3.750%, due 05/20/42 | 15,251,113 | 1.9 | ||||||||||||||||
14,439,456 | 3.750%, due 05/20/42 | 14,951,196 | 1.8 | ||||||||||||||||
4,611,146 | ˆ | 4.000%, due 04/20/38 | 572,400 | 0.1 | |||||||||||||||
3,038,615 | ˆ | 4.000%, due 08/20/39 | 926,550 | 0.1 | |||||||||||||||
8,256,332 | 4.000%, due 09/20/40 | 8,688,961 | 1.1 | ||||||||||||||||
4,315,475 | ˆ | 4.000%, due 04/20/41 | 788,382 | 0.1 | |||||||||||||||
51,200,000 | 4.000%, due 06/20/41 | 54,263,993 | 6.6 | ||||||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | |||||||||||||||||||
Government National Mortgage Association: (continued) | |||||||||||||||||||
10,961,331 | 4.000%, due 07/20/41 | $ | 11,643,113 | 1.4 | |||||||||||||||
2,194,221 | ˆ | 4.000%, due 03/20/42 | 354,555 | 0.0 | |||||||||||||||
4,103,237 | 4.000%, due 04/20/42 | 4,368,117 | 0.5 | ||||||||||||||||
3,590,339 | 4.000%, due 10/20/42 | 3,813,994 | 0.5 | ||||||||||||||||
3,361,367 | ˆ | 4.000%, due 12/20/42 | 577,927 | 0.1 | |||||||||||||||
17,340,543 | 4.000%, due 03/15/43 | 18,434,227 | 2.3 | ||||||||||||||||
8,332,000 | 4.000%, due 09/20/44 | 8,851,030 | 1.1 | ||||||||||||||||
2,248,703 | ˆ | 4.500%, due 08/20/33 | 20,449 | 0.0 | |||||||||||||||
837,331 | ˆ | 4.500%, due 02/20/35 | 25,902 | 0.0 | |||||||||||||||
902,362 | ˆ | 4.500%, due 02/20/36 | 45,436 | 0.0 | |||||||||||||||
426,738 | ˆ | 4.500%, due 12/20/37 | 44,247 | 0.0 | |||||||||||||||
739,828 | ˆ | 4.500%, due 02/20/38 | 20,354 | 0.0 | |||||||||||||||
6,319,301 | ˆ | 4.500%, due 04/20/39 | 1,039,198 | 0.1 | |||||||||||||||
10,127,914 | 4.500%, due 05/16/39 | 10,974,744 | 1.3 | ||||||||||||||||
9,148,886 | 4.500%, due 05/20/39 | 9,962,442 | 1.2 | ||||||||||||||||
4,761,000 | 4.500%, due 05/20/39 | 5,132,460 | 0.6 | ||||||||||||||||
6,675,422 | 4.500%, due 02/15/40 | 7,267,953 | 0.9 | ||||||||||||||||
4,497,218 | 4.500%, due 09/20/41 | 4,895,528 | 0.6 | ||||||||||||||||
17,659,839 | ˆ | 4.500%, due 12/16/42 | 3,538,366 | 0.4 | |||||||||||||||
5,767,062 | 4.500%, due 02/20/44 | 6,269,514 | 0.8 | ||||||||||||||||
11,361,717 | 4.660%, due 09/20/61 | 12,608,949 | 1.5 | ||||||||||||||||
4,575,429 | 4.861%, due 06/20/61 | 4,962,328 | 0.6 | ||||||||||||||||
3,348,984 | 5.000%, due 04/20/30 | 3,640,797 | 0.5 | ||||||||||||||||
5,412,578 | 5.000%, due 10/20/34 | 5,999,621 | 0.7 | ||||||||||||||||
2,237,424 | ˆ | 5.000%, due 05/20/35 | 29,031 | 0.0 | |||||||||||||||
424,814 | ˆ | 5.000%, due 09/16/35 | 18,307 | 0.0 | |||||||||||||||
4,378,534 | ˆ | 5.000%, due 01/20/38 | 584,824 | 0.1 | |||||||||||||||
2,184,786 | ˆ | 5.000%, due 07/16/39 | 390,119 | 0.1 | |||||||||||||||
8,600,628 | ˆ | 5.000%, due 03/20/40 | 1,562,517 | 0.2 | |||||||||||||||
40,109,943 | 5.000%, due 05/20/40 | 44,281,337 | 5.4 | ||||||||||||||||
1,254,682 | ˆ | 5.000%, due 05/20/41 | 282,551 | 0.0 | |||||||||||||||
8,100,000 | 5.250%, due 01/20/38 | 8,825,930 | 1.1 | ||||||||||||||||
3,746,233 | 5.500%, due 02/20/33 | 4,061,901 | 0.5 | ||||||||||||||||
4,661,582 | 5.500%, due 03/16/34 | 5,322,681 | 0.7 | ||||||||||||||||
10,544,612 | 5.500%, due 12/16/35 | 11,825,645 | 1.4 | ||||||||||||||||
3,761,332 | 5.500%, due 10/20/37 | 4,187,910 | 0.5 | ||||||||||||||||
10,087,726 | 5.500%, due 01/15/39 | 11,565,164 | 1.4 | ||||||||||||||||
791,420 | ˆ | 5.500%, due 09/16/40 | 124,760 | 0.0 | |||||||||||||||
6,189,534 | 5.750%, due 07/20/38 | 6,783,132 | 0.8 | ||||||||||||||||
8,894,099 | ˆ | 5.847%, due 09/20/38 | 1,256,243 | 0.2 | |||||||||||||||
10,916,020 | ˆ | 5.847%, due 12/20/40 | 1,874,246 | 0.2 | |||||||||||||||
4,985,544 | ˆ | 5.897%, due 12/20/40 | 899,510 | 0.1 | |||||||||||||||
4,165,601 | ˆ | 5.947%, due 05/20/32 | 548,337 | 0.1 | |||||||||||||||
3,470,161 | ˆ | 5.996%, due 09/16/39 | 549,285 | 0.1 | |||||||||||||||
1,043,842 | ˆ | 6.000%, due 01/20/34 | 210,756 | 0.0 | |||||||||||||||
7,610,000 | 6.000%, due 07/20/37 | 8,500,952 | 1.0 | ||||||||||||||||
3,915,865 | 6.000%, due 10/20/37 | 4,449,994 | 0.5 | ||||||||||||||||
2,123,551 | ˆ | 6.000%, due 01/16/40 | 856,632 | 0.1 | |||||||||||||||
17,817,587 | ˆ | 6.196%, due 04/16/39 | 2,419,365 | 0.3 | |||||||||||||||
3,841,228 | ˆ | 6.346%, due 05/16/38 | 653,265 | 0.1 | |||||||||||||||
7,196,269 | ˆ | 6.347%, due 09/20/37 | 1,183,434 | 0.1 | |||||||||||||||
7,917,009 | ˆ | 6.347%, due 09/20/38 | 1,002,665 | 0.1 | |||||||||||||||
6,443,467 | ˆ | 6.496%, due 09/16/40 | 1,167,905 | 0.1 | |||||||||||||||
12,151,843 | ˆ | 6.496%, due 04/16/42 | 2,819,659 | 0.3 | |||||||||||||||
3,053,704 | ˆ | 6.616%, due 02/16/35 | 537,386 | 0.1 | |||||||||||||||
2,845,438 | ˆ | 7.346%, due 05/16/31 | 532,170 | 0.1 | |||||||||||||||
1,513,696 | ˆ | 7.446%, due 10/16/29 | 328,218 | 0.0 | |||||||||||||||
4,575,698 | ˆ | 7.500%, due 04/16/37 | 1,435,660 | 0.2 |
VOYA GNMA INCOME FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | |||||||||||||||||||
Government National Mortgage Association: (continued) | |||||||||||||||||||
141,147,314 | 0.374%–24.737%, due 05/15/16–07/20/63 | $ | 156,293,290 | 19.1 | |||||||||||||||
767,135,802 | 93.7 | ||||||||||||||||||
Total U.S. Government Agency Obligations (Cost $895,821,543) | 906,691,753 | 110.7 | |||||||||||||||||
Total Investments in Securities (Cost $899,109,923) | $ | 908,944,018 | 111.0 | ||||||||||||||||
Liabilities in Excess of Other Assets | (90,226,920 | ) | (11.0 | ) | |||||||||||||||
Net Assets | $ | 818,717,098 | 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 $900,342,302. |
Net unrealized appreciation consists of: |
Gross Unrealized Appreciation | $ | 15,058,443 | ||||
Gross Unrealized Depreciation | (6,456,727 | ) | ||||
Net Unrealized Appreciation | $ | 8,601,716 |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at September 30, 2014 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Collateralized Mortgage Obligations | $ | — | $ | 2,252,265 | $ | — | $ | 2,252,265 | ||||||||||
U.S. Government Agency Obligations | — | 906,691,753 | — | 906,691,753 | ||||||||||||||
Total Investments, at fair value | $ | — | $ | 908,944,018 | $ | — | $ | 908,944,018 | ||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Futures | 657,878 | — | — | 657,878 | ||||||||||||||
Total Assets | $ | 657,878 | $ | 908,944,018 | $ | — | $ | 909,601,896 |
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. |
Contract Description | Number of Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Short Contracts | ||||||||||||||||||
U.S. Treasury 10-Year Note | (465 | ) | 12/19/14 | $ | (57,957,893 | ) | $ | 369,415 | ||||||||||
U.S. Treasury 5-Year Note | (588 | ) | 12/31/14 | (69,535,592 | ) | 164,016 | ||||||||||||
U.S. Treasury Long Bond | (78 | ) | 12/19/14 | (10,756,688 | ) | 84,738 | ||||||||||||
U.S. Treasury Ultra Long Bond | (39 | ) | 12/19/14 | (5,947,500 | ) | 39,709 | ||||||||||||
$ | (144,197,673 | ) | $ | 657,878 |
VOYA GNMA INCOME FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (CONTINUED) |
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Asset Derivatives | ||||||||||
Interest rate contracts | Net Assets — Unrealized appreciation* | $ | 657,878 | |||||||
Total Asset Derivatives | $ | 657,878 |
* | 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 | $ | (4,290,912 | ) | |||||||
Total | $ | (4,290,912 | ) |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Futures | |||||||||
Interest rate contracts | $ | 438,235 | ||||||||
Total | $ | 438,235 |
VOYA HIGH YIELD BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: 95.2% | |||||||||||||||||||
Basic Materials: 6.6% | |||||||||||||||||||
3,000,000 | ArcelorMittal, 6.000%, 03/01/21 | $ | 3,165,000 | 0.6 | |||||||||||||||
942,000 | ArcelorMittal, 6.125%, 06/01/18 | 1,000,875 | 0.2 | ||||||||||||||||
1,470,000 | # | Cascades, Inc., 5.500%, 07/15/22 | 1,431,412 | 0.3 | |||||||||||||||
920,000 | # | Constellium NV, 5.750%, 05/15/24 | 924,600 | 0.2 | |||||||||||||||
250,000 | # | FMG Resources August 2006 Pty Ltd., 6.000%, 04/01/17 | 252,656 | 0.0 | |||||||||||||||
2,250,000 | # | FMG Resources August 2006 Pty Ltd., 6.875%, 04/01/22 | 2,297,813 | 0.5 | |||||||||||||||
750,000 | # | FMG Resources August 2006 Pty Ltd., 8.250%, 11/01/19 | 778,125 | 0.2 | |||||||||||||||
2,050,000 | Huntsman International LLC, 4.875%, 11/15/20 | 2,029,500 | 0.4 | ||||||||||||||||
1,750,000 | # | INEOS Group Holdings SA, 6.125%, 08/15/18 | 1,752,187 | 0.3 | |||||||||||||||
1,250,000 | # | PQ Corp., 8.750%, 05/01/18 | 1,331,250 | 0.3 | |||||||||||||||
1,500,000 | # | Prince Mineral Holding Corp., 12.000%, 12/15/19 | 1,687,500 | 0.3 | |||||||||||||||
307,000 | # | Rain CII Carbon, LLC / CII Carbon Corp., 8.000%, 12/01/18 | 316,210 | 0.1 | |||||||||||||||
500,000 | # | Rain CII Carbon, LLC / CII Carbon Corp., 8.250%, 01/15/21 | 522,500 | 0.1 | |||||||||||||||
1,110,000 | # | SPCM SA, 6.000%, 01/15/22 | 1,193,250 | 0.2 | |||||||||||||||
925,000 | # | Steel Dynamics, Inc., 5.125%, 10/01/21 | 938,875 | 0.2 | |||||||||||||||
925,000 | # | Steel Dynamics, Inc., 5.500%, 10/01/24 | 931,938 | 0.2 | |||||||||||||||
1,500,000 | # | Unifrax I LLC / Unifrax Holding Co., 7.500%, 02/15/19 | 1,522,500 | 0.3 | |||||||||||||||
1,940,000 | # | US Coatings Acquisition, Inc. / Axalta Coating Systems Dutch Holding B BV, 7.375%, 05/01/21 | 2,090,350 | 0.4 | |||||||||||||||
555,000 | # | WR Grace & Co-Conn, 5.125%, 10/01/21 | 566,100 | 0.1 | |||||||||||||||
555,000 | # | WR Grace & Co-Conn, 5.625%, 10/01/24 | 572,344 | 0.1 | |||||||||||||||
8,359,000 | Other Securities | 8,201,531 | 1.6 | ||||||||||||||||
33,506,516 | 6.6 | ||||||||||||||||||
Communications: 17.0% | |||||||||||||||||||
1,000,000 | # | Alcatel-Lucent USA, Inc., 6.750%, 11/15/20 | 1,022,500 | 0.2 | |||||||||||||||
1,000,000 | # | Altice Financing SA, 6.500%, 01/15/22 | 1,027,500 | 0.2 | |||||||||||||||
1,000,000 | # | Altice Finco SA, 8.125%, 01/15/24 | 1,075,000 | 0.2 | |||||||||||||||
1,640,000 | # | Altice SA, 7.750%, 05/15/22 | 1,697,400 | 0.4 | |||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Communications: (continued) | |||||||||||||||||||
34,781 | # | American Media, Inc., 13.500%, 06/15/18 | $ | 34,781 | 0.0 | ||||||||||||||
665,000 | # | Block Communications, Inc., 7.250%, 02/01/20 | 693,262 | 0.1 | |||||||||||||||
200,000 | # | CBS Outdoor Americas Capital LLC / CBS Outdoor Americas Capital Corp., 5.250%, 02/15/22 | 200,250 | 0.1 | |||||||||||||||
700,000 | # | CBS Outdoor Americas Capital LLC / CBS Outdoor Americas Capital Corp., 5.625%, 02/15/24 | 703,500 | 0.1 | |||||||||||||||
2,000,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 09/01/23 | 1,997,500 | 0.4 | ||||||||||||||||
1,860,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.250%–7.250%, 10/30/17–04/30/21 | 1,895,700 | 0.4 | ||||||||||||||||
2,550,000 | CenturyLink, Inc., 5.625%, 04/01/20 | 2,639,887 | 0.5 | ||||||||||||||||
1,750,000 | # | Cequel Communications Holdings I LLC / Cequel Capital Corp., 5.125%, 12/15/21 | 1,682,188 | 0.3 | |||||||||||||||
500,000 | # | Cequel Communications Holdings I, LLC / Cequel Capital Corp., 6.375%, 09/15/20 | 516,875 | 0.1 | |||||||||||||||
2,635,000 | Clear Channel Worldwide Holdings, Inc., 6.500%–7.625%, 03/15/20–11/15/22 | 2,728,500 | 0.5 | ||||||||||||||||
1,500,000 | #, & | CommScope Holding Co., Inc., 6.625%, 06/01/20 | 1,552,500 | 0.3 | |||||||||||||||
1,650,000 | # | CSC Holdings, LLC, 5.250%, 06/01/24 | 1,588,125 | 0.3 | |||||||||||||||
4,920,000 | DISH DBS Corp., 5.000%–7.875%, 09/01/19–03/15/23 | 5,051,231 | 1.0 | ||||||||||||||||
600,000 | # | Gannett Co., Inc., 5.500%, 09/15/24 | 592,500 | 0.1 | |||||||||||||||
1,750,000 | # | Gannett Co., Inc., 6.375%, 10/15/23 | 1,824,375 | 0.4 | |||||||||||||||
1,950,000 | Gray Television, Inc., 7.500%, 10/01/20 | 2,003,625 | 0.4 | ||||||||||||||||
825,000 | # | Harron Communications L.P./Harron Finance Corp., 9.125%, 04/01/20 | 903,375 | 0.2 | |||||||||||||||
2,000,000 | Intelsat Luxembourg SA, 7.750%, 06/01/21 | 2,047,500 | 0.4 | ||||||||||||||||
1,000,000 | Intelsat Luxembourg SA, 8.125%, 06/01/23 | 1,047,500 | 0.2 | ||||||||||||||||
2,000,000 | Lamar Media Corp., 5.875%, 02/01/22 | 2,070,000 | 0.4 | ||||||||||||||||
1,250,000 | # | Midcontinent Communications & Midcontinent Finance Corp., 6.250%, 08/01/21 | 1,268,750 | 0.3 |
VOYA HIGH YIELD BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Communications: (continued) | |||||||||||||||||||
1,500,000 | # | Netflix, Inc., 5.750%, 03/01/24 | $ | 1,552,500 | 0.3 | ||||||||||||||
575,000 | # | Nielsen Finance LLC / Nielsen Finance Co., 5.000%, 04/15/22 | 569,250 | 0.1 | |||||||||||||||
2,295,000 | # | Numericable Group SA, 6.000%, 05/15/22 | 2,315,081 | 0.5 | |||||||||||||||
985,000 | # | Numericable Group SA, 6.250%, 05/15/24 | 983,769 | 0.2 | |||||||||||||||
1,000,000 | # | Sable International Finance Ltd., 8.750%, 02/01/20 | 1,095,000 | 0.2 | |||||||||||||||
1,030,000 | # | SBA Communications Corp., 4.875%, 07/15/22 | 991,375 | 0.2 | |||||||||||||||
3,060,000 | # | Sirius XM Radio, Inc., 5.750%, 08/01/21 | 3,090,600 | 0.6 | |||||||||||||||
660,000 | # | Sirius XM Radio, Inc., 6.000%, 07/15/24 | 671,550 | 0.1 | |||||||||||||||
1,500,000 | # | Softbank Corp., 4.500%, 04/15/20 | 1,501,875 | 0.3 | |||||||||||||||
1,400,000 | Sprint Capital Corp., 6.875%, 11/15/28 | 1,344,000 | 0.3 | ||||||||||||||||
2,845,000 | # | Sprint Corp., 7.125%, 06/15/24 | 2,877,006 | 0.6 | |||||||||||||||
2,000,000 | # | Sprint Corp., 7.250%, 09/15/21 | 2,087,500 | 0.4 | |||||||||||||||
1,845,000 | # | Sprint Corp., 7.875%, 09/15/23 | 1,964,925 | 0.4 | |||||||||||||||
500,000 | Sprint Nextel Corp., 6.000%, 11/15/22 | 486,875 | 0.1 | ||||||||||||||||
665,000 | # | Sprint Nextel Corp., 9.000%, 11/15/18 | 770,569 | 0.1 | |||||||||||||||
750,000 | # | Telesat Canada, 6.000%, 05/15/17 | 768,188 | 0.2 | |||||||||||||||
4,230,000 | T-Mobile USA, Inc., 5.250%–6.836%, 09/01/18–04/28/23 | 4,320,538 | 0.9 | ||||||||||||||||
1,860,000 | # | West Corp., 5.375%, 07/15/22 | 1,720,500 | 0.3 | |||||||||||||||
1,400,000 | # | Wind Acquisition Finance SA, 4.750%, 07/15/20 | 1,352,750 | 0.3 | |||||||||||||||
1,310,000 | # | Wind Acquisition Finance SA, 7.375%, 04/23/21 | 1,319,825 | 0.2 | |||||||||||||||
15,597,000 | Other Securities | 16,071,900 | 3.2 | ||||||||||||||||
85,719,900 | 17.0 | ||||||||||||||||||
Consumer, Cyclical: 13.2% | |||||||||||||||||||
2,070,000 | # | Ashton Woods USA LLC, 6.875%, 02/15/21 | 1,982,025 | 0.4 | |||||||||||||||
1,500,000 | # | Building Materials Holding Corp., 9.000%, 09/15/18 | 1,635,000 | 0.3 | |||||||||||||||
2,420,000 | # | Caesars Entertainment Resort Properties LLC, 8.000%, 10/01/20 | 2,400,337 | 0.5 | |||||||||||||||
765,000 | # | Caesars Entertainment Resort Properties LLC, 11.000%, 10/01/21 | 721,013 | 0.1 | |||||||||||||||
1,535,000 | # | Carlson Wagonlit BV, 6.875%, 06/15/19 | 1,615,587 | 0.3 | |||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Consumer, Cyclical: (continued) | |||||||||||||||||||
1,080,000 | # | CDR DB Sub, Inc., 7.750%, 10/15/20 | $ | 950,400 | 0.2 | ||||||||||||||
1,365,000 | # | Cedar Fair L.P. / Canada’s Wonderland Co. / Magnum Management Corp., 5.375%, 06/01/24 | 1,325,756 | 0.3 | |||||||||||||||
1,315,000 | # | Century Communities, Inc., 6.875%, 05/15/22 | 1,331,437 | 0.3 | |||||||||||||||
1,800,000 | Chrysler Group LLC/CG Co-Issuer, Inc., 8.250%, 06/15/21 | 1,971,000 | 0.4 | ||||||||||||||||
450,000 | Chrysler Group, LLC/CG Co-Issuer, Inc., 8.000%, 06/15/19 | 479,812 | 0.1 | ||||||||||||||||
1,500,000 | # | DreamWorks Animation SKG, Inc., 6.875%, 08/15/20 | 1,571,550 | 0.3 | |||||||||||||||
2,190,000 | # | Hot Topic, Inc., 9.250%, 06/15/21 | 2,354,250 | 0.5 | |||||||||||||||
500,000 | # | K Hovnanian Enterprises, Inc., 7.000%, 01/15/19 | 491,563 | 0.1 | |||||||||||||||
400,000 | # | K Hovnanian Enterprises, Inc., 7.250%, 10/15/20 | 421,000 | 0.1 | |||||||||||||||
400,000 | # | K Hovnanian Enterprises, Inc., 9.125%, 11/15/20 | 435,000 | 0.1 | |||||||||||||||
2,000,000 | # | MCE Finance Ltd., 5.000%, 02/15/21 | 1,930,000 | 0.4 | |||||||||||||||
2,065,000 | Meritage Homes Corp., 7.000%–7.150%, 04/15/20–04/01/22 | 2,250,525 | 0.4 | ||||||||||||||||
500,000 | MGM Mirage, 7.500%, 06/01/16 | 535,000 | 0.1 | ||||||||||||||||
3,000,000 | MGM Resorts International, 5.250%–8.625%, 02/01/19–03/15/22 | 3,241,300 | 0.6 | ||||||||||||||||
434,000 | #, & | Michaels FinCo Holdings LLC / Michaels FinCo, Inc., 7.500%, 08/01/18 | 443,765 | 0.1 | |||||||||||||||
335,000 | # | Michaels Stores, Inc., 5.875%, 12/15/20 | 334,163 | 0.1 | |||||||||||||||
250,000 | # | Neiman Marcus Group LLC/The, 8.000%, 10/15/21 | 261,250 | 0.0 | |||||||||||||||
1,250,000 | #, & | Neiman Marcus Group LLC/The, 8.750%, 10/15/21 | 1,321,875 | 0.3 | |||||||||||||||
240,000 | # | Rite Aid Corp., 6.875%, 12/15/28 | 241,200 | 0.0 | |||||||||||||||
750,000 | # | RSI Home Products, Inc., 6.875%, 03/01/18 | 785,625 | 0.1 | |||||||||||||||
2,000,000 | # | Schaeffler Finance BV, 4.250%, 05/15/21 | 1,930,000 | 0.4 | |||||||||||||||
1,351,000 | #, & | Schaeffler Holding Finance BV, 6.875%, 08/15/18 | 1,411,795 | 0.3 | |||||||||||||||
2,000,000 | Sonic Automotive, Inc., 5.000%, 05/15/23 | 1,920,000 | 0.4 | ||||||||||||||||
1,910,000 | Springs Industries, Inc., 6.250%, 06/01/21 | 1,881,350 | 0.4 | ||||||||||||||||
1,830,000 | # | Viking Cruises Ltd., 8.500%, 10/15/22 | 1,999,275 | 0.4 |
VOYA HIGH YIELD BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Consumer, Cyclical: (continued) | |||||||||||||||||||
245,000 | # | WMG Acquisition Corp., 5.625%, 04/15/22 | $ | 245,613 | 0.0 | ||||||||||||||
1,460,000 | # | WMG Acquisition Corp., 6.750%, 04/15/22 | 1,405,250 | 0.3 | |||||||||||||||
24,105,000 | Other Securities | 24,791,775 | 4.9 | ||||||||||||||||
66,615,491 | 13.2 | ||||||||||||||||||
Consumer, Non-cyclical: 19.3% | |||||||||||||||||||
2,000,000 | Acadia Healthcare Co., Inc., 5.125%, 07/01/22 | 1,960,000 | 0.4 | ||||||||||||||||
1,250,000 | # | Albea Beauty Holdings SA, 8.375%, 11/01/19 | 1,339,062 | 0.3 | |||||||||||||||
1,800,000 | # | Alliance Data Systems Corp., 5.375%, 08/01/22 | 1,750,500 | 0.3 | |||||||||||||||
655,000 | Amsurg Corp., 5.625%, 11/30/20 | 664,825 | 0.1 | ||||||||||||||||
1,805,000 | # | Amsurg Corp., 5.625%, 07/15/22 | 1,795,975 | 0.4 | |||||||||||||||
1,110,000 | # | Anna Merger Sub, Inc., 7.750%, 10/01/22 | 1,118,325 | 0.2 | |||||||||||||||
2,500,000 | # | Ashtead Capital, Inc., 6.500%, 07/15/22 | 2,662,500 | 0.5 | |||||||||||||||
1,250,000 | # | Brand Energy & Infrastructure Services, Inc., 8.500%, 12/01/21 | 1,262,500 | 0.3 | |||||||||||||||
2,000,000 | # | Bumble Bee Acquisition Corp., 9.000%, 12/15/17 | 2,100,000 | 0.4 | |||||||||||||||
1,430,000 | # | C&S Group Enterprises LLC, 5.375%, 07/15/22 | 1,362,075 | 0.3 | |||||||||||||||
1,913,000 | #, & | Capsugel SA, 7.000%, 05/15/19 | 1,911,804 | 0.4 | |||||||||||||||
1,500,000 | # | Ceridian HCM Holding, Inc., 11.000%, 03/15/21 | 1,708,125 | 0.3 | |||||||||||||||
330,000 | # | Ceridian LLC / Comdata, Inc., 8.125%, 11/15/17 | 331,237 | 0.1 | |||||||||||||||
500,000 | # | CHS/Community Health Systems, Inc., 5.125%, 08/01/21 | 501,250 | 0.1 | |||||||||||||||
1,000,000 | # | CHS/Community Health Systems, Inc., 6.875%, 02/01/22 | 1,047,500 | 0.2 | |||||||||||||||
1,040,000 | CHS/Community Health Systems, Inc., 5.125%–8.000%, 08/15/18–07/15/20 | 1,086,950 | 0.2 | ||||||||||||||||
2,085,000 | DaVita HealthCare Partners, Inc., 5.125%–6.625%, 11/01/20–07/15/24 | 2,102,709 | 0.4 | ||||||||||||||||
1,820,000 | # | Diamond Foods, Inc., 7.000%, 03/15/19 | 1,824,550 | 0.4 | |||||||||||||||
1,915,000 | # | Envision Healthcare Corp., 5.125%, 07/01/22 | 1,891,062 | 0.4 | |||||||||||||||
1,610,000 | # | Grifols Worldwide Operations Ltd., 5.250%, 04/01/22 | 1,593,900 | 0.3 | |||||||||||||||
3,620,000 | HCA Holdings, Inc., 6.250%, 02/15/21 | 3,801,000 | 0.7 | ||||||||||||||||
1,405,000 | HCA Holdings, Inc., 7.750%, 05/15/21 | 1,505,106 | 0.3 | ||||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Consumer, Non-cyclical: (continued) | |||||||||||||||||||
360,000 | HCA, Inc., 7.250%, 09/15/20 | $ | 378,900 | 0.1 | |||||||||||||||
1,800,000 | HCA, Inc., 7.500%, 02/15/22 | 2,029,500 | 0.4 | ||||||||||||||||
865,000 | #, & | Jaguar Holding Co. I, 9.375%, 10/15/17 | 875,812 | 0.2 | |||||||||||||||
500,000 | # | Jaguar Holding Co., 9.500%, 12/01/19 | 538,125 | 0.1 | |||||||||||||||
750,000 | # | JBS USA LLC / JBS USA Finance, Inc., 5.875%, 07/15/24 | 723,750 | 0.2 | |||||||||||||||
1,150,000 | # | JBS USA LLC / JBS USA Finance, Inc., 7.250%, 06/01/21 | 1,213,250 | 0.2 | |||||||||||||||
420,000 | # | JBS USA LLC / JBS USA Finance, Inc., 7.250%, 06/01/21 | 443,100 | 0.1 | |||||||||||||||
1,000,000 | # | KeHE Distributors LLC / KeHE Finance Corp., 7.625%, 08/15/21 | 1,061,875 | 0.2 | |||||||||||||||
1,220,000 | # | Light Tower Rentals, Inc., 8.125%, 08/01/19 | 1,238,300 | 0.2 | |||||||||||||||
1,460,000 | # | Live Nation Entertainment, Inc., 5.375%, 06/15/22 | 1,460,000 | 0.3 | |||||||||||||||
1,975,000 | # | Logo Merger Sub Corp., 8.375%, 10/15/20 | 2,063,875 | 0.4 | |||||||||||||||
1,485,000 | # | Midas Intermediate Holdco II LLC / Midas Intermediate Holdco II Finance, Inc., 7.875%, 10/01/22 | 1,488,713 | 0.3 | |||||||||||||||
1,790,000 | # | MPH Acquisition Holdings LLC, 6.625%, 04/01/22 | 1,812,375 | 0.4 | |||||||||||||||
1,000,000 | # | Mustang Merger Corp., 8.500%, 08/15/21 | 1,040,000 | 0.2 | |||||||||||||||
1,224,000 | # | Physio-Control International, Inc., 9.875%, 01/15/19 | 1,315,800 | 0.3 | |||||||||||||||
1,635,000 | # | Quad/Graphics, Inc., 7.000%, 05/01/22 | 1,587,994 | 0.3 | |||||||||||||||
3,750,000 | Reynolds Group Issuer, Inc., 7.875%–9.875%, 04/15/19–02/15/21 | 3,993,438 | 0.8 | ||||||||||||||||
1,495,000 | # | Safway Group Holding LLC / Safway Finance Corp., 7.000%, 05/15/18 | 1,528,638 | 0.3 | |||||||||||||||
1,500,000 | # | Salix Pharmaceuticals Ltd, 6.000%, 01/15/21 | 1,627,500 | 0.3 | |||||||||||||||
1,050,000 | # | Shearer’s Foods, LLC / Chip Fin Corp., 9.000%, 11/01/19 | 1,147,125 | 0.2 | |||||||||||||||
1,280,000 | # | STHI Holding Corp., 8.000%, 03/15/18 | 1,326,400 | 0.3 | |||||||||||||||
1,975,000 | Tenet Healthcare Corp., 6.750%, 02/01/20 | 2,066,344 | 0.4 | ||||||||||||||||
3,095,000 | Tenet Healthcare Corp., 6.000%–8.125%, 11/01/18–04/01/22 | 3,327,544 | 0.7 | ||||||||||||||||
1,785,000 | United Rentals North America, Inc., 7.625%, 04/15/22 | 1,959,038 | 0.4 |
VOYA HIGH YIELD BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Consumer, Non-cyclical: (continued) | |||||||||||||||||||
1,240,000 | United Rentals North America, Inc., 5.750%–8.250%, 07/15/18–06/15/23 | $ | 1,306,700 | 0.2 | |||||||||||||||
1,000,000 | # | Valeant Pharmaceuticals International, Inc., 7.500%, 07/15/21 | 1,073,750 | 0.2 | |||||||||||||||
1,500,000 | # | Valeant Pharmaceuticals International, 6.750%, 08/15/18 | 1,586,250 | 0.3 | |||||||||||||||
1,025,000 | # | Valeant Pharmaceuticals International, 6.750%, 08/15/21 | 1,067,281 | 0.2 | |||||||||||||||
490,000 | # | VPI Escrow Corp., 6.375%, 10/15/20 | 505,313 | 0.1 | |||||||||||||||
19,642,000 | Other Securities | 20,451,524 | 4.0 | ||||||||||||||||
97,559,169 | 19.3 | ||||||||||||||||||
Diversified: 0.5% | |||||||||||||||||||
715,000 | #, & | Carlson Travel Holdings, Inc., 7.500%, 08/15/19 | 723,937 | 0.1 | |||||||||||||||
779,000 | # | Nielsen Co. Luxembourg SARL/The, 5.500%, 10/01/21 | 786,790 | 0.2 | |||||||||||||||
1,150,000 | Other Securities | 1,128,438 | 0.2 | ||||||||||||||||
2,639,165 | 0.5 | ||||||||||||||||||
Energy: 16.6% | |||||||||||||||||||
925,000 | # | American Energy — Woodford LLC/AEW Finance Corp., 9.000%, 09/15/22 | 862,562 | 0.2 | |||||||||||||||
360,000 | # | American Energy-Permian Basin LLC / AEPB Finance Corp., 7.125%, 11/01/20 | 331,200 | 0.1 | |||||||||||||||
1,890,000 | # | Antero Resources Corp., 5.125%, 12/01/22 | 1,840,387 | 0.4 | |||||||||||||||
1,000,000 | # | Arch Coal, Inc., 8.000%, 01/15/19 | 862,500 | 0.2 | |||||||||||||||
1,310,000 | # | Athlon Holdings L.P. / Athlon Finance Corp., 6.000%, 05/01/22 | 1,408,250 | 0.3 | |||||||||||||||
670,000 | # | Baytex Energy Corp., 5.125%, 06/01/21 | 656,600 | 0.2 | |||||||||||||||
670,000 | # | Baytex Energy Corp., 5.625%, 06/01/24 | 645,712 | 0.1 | |||||||||||||||
1,290,000 | # | Calumet Specialty Products Partners L.P./Calumet Finance Corp., 6.500%, 04/15/21 | 1,231,950 | 0.2 | |||||||||||||||
2,275,000 | Chesapeake Energy Corp., 6.125%, 02/15/21 | 2,485,437 | 0.5 | ||||||||||||||||
1,200,000 | Chesapeake Energy Corp., 6.625%, 08/15/20 | 1,329,600 | 0.2 | ||||||||||||||||
1,800,000 | # | CrownRock L.P. / CrownRock Finance, Inc., 7.125%, 04/15/21 | 1,881,000 | 0.4 | |||||||||||||||
250,000 | # | Energy XXI Gulf Coast, Inc., 6.875%, 03/15/24 | 235,625 | 0.0 | |||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Energy: (continued) | |||||||||||||||||||
1,000,000 | # | Gibson Energy, Inc., 6.750%, 07/15/21 | $ | 1,065,000 | 0.2 | ||||||||||||||
275,000 | # | Gulfport Energy Corp., 7.750%, 11/01/20 | 288,062 | 0.1 | |||||||||||||||
2,420,000 | Halcon Resources Corp., 8.875%, 05/15/21 | 2,395,800 | 0.5 | ||||||||||||||||
1,750,000 | # | Hilcorp Energy I L.P./Hilcorp Finance Co., 5.000%, 12/01/24 | 1,686,563 | 0.3 | |||||||||||||||
875,000 | # | Hilcorp Energy I L.P./Hilcorp Finance Co., 8.000%, 02/15/20 | 917,656 | 0.2 | |||||||||||||||
500,000 | # | Legacy Reserves L.P. / Legacy Reserves Finance Corp., 6.625%, 12/01/21 | 492,500 | 0.1 | |||||||||||||||
1,135,000 | # | Lonestar Resources America, Inc., 8.750%, 04/15/19 | 1,130,744 | 0.2 | |||||||||||||||
1,050,000 | # | Memorial Resource Development Corp., 5.875%, 07/01/22 | 1,029,000 | 0.2 | |||||||||||||||
1,910,000 | Murphy Oil USA, Inc., 6.000%, 08/15/23 | 2,000,725 | 0.4 | ||||||||||||||||
1,000,000 | # | Murray Energy Corp., 8.625%, 06/15/21 | 1,040,000 | 0.2 | |||||||||||||||
360,000 | # | Paragon Offshore PLC, 6.750%, 07/15/22 | 305,100 | 0.1 | |||||||||||||||
720,000 | # | Paragon Offshore PLC, 7.250%, 08/15/24 | 612,000 | 0.1 | |||||||||||||||
1,650,000 | # | Parsley Energy LLC / Parsley Finance Corp., 7.500%, 02/15/22 | 1,711,875 | 0.3 | |||||||||||||||
1,230,000 | # | PetroBakken Energy Ltd., 8.625%, 02/01/20 | 1,223,850 | 0.2 | |||||||||||||||
2,670,000 | Regency Energy Partners L.P. / Regency Energy Finance Corp., 4.500%–5.500%, 10/01/22–11/01/23 | 2,633,538 | 0.5 | ||||||||||||||||
780,000 | # | Rex Energy Corp., 6.250%, 08/01/22 | 755,625 | 0.1 | |||||||||||||||
1,750,000 | # | RKI Exploration & Production LLC / RKI Finance Corp., 8.500%, 08/01/21 | 1,815,625 | 0.4 | |||||||||||||||
360,000 | # | Rose Rock Midstream L.P. / Rose Rock Finance Corp., 5.625%, 07/15/22 | 357,300 | 0.1 | |||||||||||||||
1,450,000 | Sanchez Energy Corp., 7.750%, 06/15/21 | 1,558,750 | 0.3 | ||||||||||||||||
940,000 | # | Sanchez Energy Corp., 6.125%, 01/15/23 | 934,266 | 0.2 | |||||||||||||||
1,995,000 | SemGroup Corp., 7.500%, 06/15/21 | 2,104,725 | 0.4 | ||||||||||||||||
1,835,000 | # | Seventy Seven Energy, Inc., 6.500%, 07/15/22 | 1,812,063 | 0.4 | |||||||||||||||
520,000 | # | SunCoke Energy Partners L.P. / SunCoke Energy Partners Finance Corp., 7.375%, 02/01/20 | 548,600 | 0.1 |
VOYA HIGH YIELD BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Energy: (continued) | |||||||||||||||||||
500,000 | # | SunCoke Energy Partners L.P. / SunCoke Energy Partners Finance Corp., 7.375%, 02/01/20 | $ | 527,500 | 0.1 | ||||||||||||||
1,645,000 | # | Talos Production LLC, 9.750%, 02/15/18 | 1,702,575 | 0.3 | |||||||||||||||
2,000,000 | Tesoro Logistics L.P. / Tesoro Logistics Finance Corp., 6.125%, 10/15/21 | 2,075,000 | 0.4 | ||||||||||||||||
720,000 | # | Triangle USA Petroleum Corp., 6.750%, 07/15/22 | 706,500 | 0.1 | |||||||||||||||
1,780,000 | Westmoreland Coal Co. / Westmoreland Partners, 10.750%, 02/01/18 | 1,873,450 | 0.4 | ||||||||||||||||
1,865,000 | WPX Energy, Inc., 6.000%, 01/15/22 | 1,925,613 | 0.4 | ||||||||||||||||
32,525,000 | Other Securities | 32,923,443 | 6.5 | ||||||||||||||||
83,924,271 | 16.6 | ||||||||||||||||||
Financial: 5.4% | |||||||||||||||||||
2,935,000 | # | AerCap Ireland Capital Ltd. / AerCap Global Aviation Trust, 4.500%, 05/15/21 | 2,850,619 | 0.6 | |||||||||||||||
4,190,000 | Ally Financial, Inc., 3.125%–8.300%, 02/12/15–09/15/20 | 4,533,350 | 0.9 | ||||||||||||||||
1,850,000 | CBRE Services, Inc., 5.250%, 03/15/25 | 1,843,062 | 0.4 | ||||||||||||||||
290,000 | # | CIT Group, Inc., 6.625%, 04/01/18 | 312,112 | 0.0 | |||||||||||||||
2,830,000 | CIT Group, Inc., 4.250%–5.375%, 05/15/17–08/15/22 | 2,890,000 | 0.6 | ||||||||||||||||
1,150,000 | # | CNG Holdings, Inc./OH, 9.375%, 05/15/20 | 914,250 | 0.2 | |||||||||||||||
2,095,000 | International Lease Finance Corp., 5.875%–8.250%, 05/15/19–08/15/22 | 2,273,163 | 0.4 | ||||||||||||||||
1,675,000 | # | Outerwall, Inc., 5.875%, 06/15/21 | 1,587,063 | 0.3 | |||||||||||||||
1,320,000 | # | Rayonier AM Products, Inc., 5.500%, 06/01/24 | 1,260,600 | 0.2 | |||||||||||||||
500,000 | # | Realogy Corp., 7.625%, 01/15/20 | 537,500 | 0.1 | |||||||||||||||
770,000 | # | Realogy Corp., 7.875%, 02/15/19 | 808,500 | 0.2 | |||||||||||||||
1,000,000 | #, & | Sophia Holding Finance L.P. / Sophia Holding Finance, Inc., 9.625%, 12/01/18 | 1,015,000 | 0.2 | |||||||||||||||
6,490,000 | Other Securities | 6,564,275 | 1.3 | ||||||||||||||||
27,389,494 | 5.4 | ||||||||||||||||||
Industrial: 8.3% | |||||||||||||||||||
1,100,000 | # | Accudyne Industries Borrower / Accudyne Industries LLC, 7.750%, 12/15/20 | 1,146,750 | 0.2 | |||||||||||||||
370,000 | # | AECOM Technology Corp., 5.750%, 10/15/22 | 374,625 | 0.0 | |||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Industrial: (continued) | |||||||||||||||||||
370,000 | # | AECOM Technology Corp., 5.875%, 10/15/24 | $ | 377,400 | 0.1 | ||||||||||||||
1,470,000 | #, & | Ardagh Finance Holdings SA, 8.625%, 06/15/19 | 1,484,700 | 0.3 | |||||||||||||||
1,000,000 | # | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 6.750%, 01/31/21 | 1,002,500 | 0.2 | |||||||||||||||
745,000 | # | Ardagh Packaging Finance Plc, 9.125%, 10/15/20 | 810,187 | 0.2 | |||||||||||||||
88,235 | # | Ardagh Packaging Finance PLC, 7.000%, 11/15/20 | 89,559 | 0.0 | |||||||||||||||
1,480,000 | # | BC Mountain LLC / BC Mountain Finance, Inc., 7.000%, 02/01/21 | 1,369,000 | 0.3 | |||||||||||||||
250,000 | # | Beverage Packaging Holdings Luxembourg II SA / Beverage Packaging Holdings II Is, 6.000%, 06/15/17 | 246,875 | 0.0 | |||||||||||||||
165,000 | # | Building Materials Corp. of America, 6.750%, 05/01/21 | 173,250 | 0.0 | |||||||||||||||
335,000 | # | Building Materials Corp. of America, 7.500%, 03/15/20 | 351,750 | 0.1 | |||||||||||||||
1,500,000 | # | Cleaver-Brooks, Inc., 8.750%, 12/15/19 | 1,631,250 | 0.3 | |||||||||||||||
2,000,000 | # | CNH Industrial Capital LLC, 3.375%, 07/15/19 | 1,895,000 | 0.4 | |||||||||||||||
1,700,000 | # | Consolidated Container Co., LLC/Consolidated Container Capital, Inc., 10.125%, 07/15/20 | 1,606,500 | 0.3 | |||||||||||||||
1,320,000 | # | CTP Transportation Products LLC / CTP Finance, Inc., 8.250%, 12/15/19 | 1,412,400 | 0.3 | |||||||||||||||
1,250,000 | # | Dematic SA / DH Services Luxembourg Sarl, 7.750%, 12/15/20 | 1,318,750 | 0.3 | |||||||||||||||
1,250,000 | # | Gardner Denver, Inc., 6.875%, 08/15/21 | 1,259,375 | 0.2 | |||||||||||||||
1,720,000 | # | Gates Global LLC / Gates Global Co., 6.000%, 07/15/22 | 1,625,400 | 0.3 | |||||||||||||||
880,000 | # | JM Huber Corp., 9.875%, 11/01/19 | 990,000 | 0.2 | |||||||||||||||
233,000 | # | Mcron Finance Sub, LLC / Mcron Finance Corp., 8.375%, 05/15/19 | 251,640 | 0.1 | |||||||||||||||
500,000 | # | Milacron LLC / Mcron Finance Corp., 7.750%, 02/15/21 | 528,750 | 0.1 | |||||||||||||||
1,620,000 | # | PaperWorks Industries, Inc., 9.500%, 08/15/19 | 1,654,425 | 0.3 | |||||||||||||||
2,000,000 | # | Plastipak Holdings, Inc., 6.500%, 10/01/21 | 2,040,000 | 0.4 | |||||||||||||||
1,425,000 | # | Sanmina Corp., 4.375%, 06/01/19 | 1,400,062 | 0.3 |
VOYA HIGH YIELD BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Industrial: (continued) | |||||||||||||||||||
1,470,000 | # | Syncreon Group BV / Syncreon Global Finance US, Inc., 8.625%, 11/01/21 | $ | 1,462,650 | 0.3 | ||||||||||||||
660,000 | # | TransDigm, Inc., 6.000%, 07/15/22 | 652,575 | 0.1 | |||||||||||||||
660,000 | # | TransDigm, Inc., 6.500%, 07/15/24 | 658,350 | 0.2 | |||||||||||||||
1,485,000 | # | Waterjet Holdings, Inc., 7.625%, 02/01/20 | 1,540,688 | 0.3 | |||||||||||||||
1,500,000 | # | Wise Metals Group LLC, 8.750%, 12/15/18 | 1,608,750 | 0.3 | |||||||||||||||
325,000 | # | Wise Metals Intermediate Holdings LLC/Wise Holdings Finance Corp., 9.750%, 06/15/19 | 345,719 | 0.1 | |||||||||||||||
10,054,000 | Other Securities | 10,590,971 | 2.1 | ||||||||||||||||
41,899,851 | 8.3 | ||||||||||||||||||
Materials: 0.4% | |||||||||||||||||||
2,000,000 | Louisiana-Pacific Corp., 7.500%, 06/01/20 | 2,140,000 | 0.4 | ||||||||||||||||
Technology: 5.5% | |||||||||||||||||||
1,000,000 | # | ACI Worldwide, Inc., 6.375%, 08/15/20 | 1,040,000 | 0.2 | |||||||||||||||
1,545,000 | # | Activision Blizzard, Inc., 6.125%, 09/15/23 | 1,645,425 | 0.3 | |||||||||||||||
770,000 | # | Audatex North America, Inc., 6.000%, 06/15/21 | 793,100 | 0.2 | |||||||||||||||
750,000 | # | Audatex North America, Inc., 6.125%, 11/01/23 | 772,500 | 0.1 | |||||||||||||||
1,290,000 | # | BCP Singapore VI Cayman Financing Co. Ltd., 8.000%, 04/15/21 | 1,328,700 | 0.3 | |||||||||||||||
1,750,000 | # | BMC Software Finance, Inc., 8.125%, 07/15/21 | 1,688,750 | 0.3 | |||||||||||||||
900,000 | #, & | Boxer Parent Co., Inc., 9.000%, 10/15/19 | 832,500 | 0.2 | |||||||||||||||
800,000 | CDW LLC / CDW Finance Corp., 6.000%, 08/15/22 | 834,000 | 0.1 | ||||||||||||||||
1,283,000 | CDW, LLC / CDW Finance Corp., 8.500%, 04/01/19 | 1,366,395 | 0.3 | ||||||||||||||||
1,000,000 | #, & | Eagle Midco, Inc., 9.000%, 06/15/18 | 1,026,250 | 0.2 | |||||||||||||||
1,795,000 | Emdeon, Inc., 11.000%, 12/31/19 | 2,003,669 | 0.4 | ||||||||||||||||
1,395,000 | # | Entegris, Inc., 6.000%, 04/01/22 | 1,422,900 | 0.3 | |||||||||||||||
742,000 | # | First Data Corp., 6.750%, 11/01/20 | 788,375 | 0.2 | |||||||||||||||
145,000 | # | First Data Corp., 8.250%, 01/15/21 | 154,425 | 0.0 | |||||||||||||||
646,000 | #, & | First Data Corp., 8.750%, 01/15/22 | 687,990 | 0.1 | |||||||||||||||
2,148,000 | First Data Corp., 10.625%–11.750%, 06/15/21–08/15/21 | 2,472,450 | 0.5 | ||||||||||||||||
665,000 | # | iGATE Corp., 4.750%, 04/15/19 | 648,375 | 0.1 | |||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Technology: (continued) | |||||||||||||||||||
750,000 | # | IMS Health, Inc., 6.000%, 11/01/20 | $ | 770,625 | 0.2 | ||||||||||||||
1,140,000 | #, & | Infor Software Parent LLC / Infor Software Parent, Inc., 7.125%, 05/01/21 | 1,134,300 | 0.2 | |||||||||||||||
2,050,000 | NCR Corp., 5.000%–6.375%, 07/15/22–12/15/23 | 2,105,125 | 0.4 | ||||||||||||||||
4,280,000 | Other Securities | 4,460,819 | 0.9 | ||||||||||||||||
27,976,673 | 5.5 | ||||||||||||||||||
Telecommunication Services: 0.3% | |||||||||||||||||||
1,495,000 | CenturyLink, Inc., 5.800%, 03/15/22 | 1,539,850 | 0.3 | ||||||||||||||||
Utilities: 2.1% | |||||||||||||||||||
1,500,000 | # | Calpine Corp., 6.000%, 01/15/22 | 1,586,250 | 0.3 | |||||||||||||||
1,450,000 | Calpine Corp., 5.375%–5.750%, 01/15/23–01/15/25 | 1,408,312 | 0.3 | ||||||||||||||||
1,500,000 | # | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/23 | 1,605,000 | 0.3 | |||||||||||||||
1,490,000 | # | NGL Energy Partners L.P. / NGL Energy Finance Corp., 5.125%, 07/15/19 | 1,465,788 | 0.3 | |||||||||||||||
1,000,000 | # | NRG Energy, Inc., 6.250%, 07/15/22 | 1,030,625 | 0.2 | |||||||||||||||
3,040,000 | Other Securities | 3,263,900 | 0.7 | ||||||||||||||||
10,359,875 | 2.1 | ||||||||||||||||||
Total Corporate Bonds/Notes (Cost $479,964,917) | 481,270,255 | 95.2 | |||||||||||||||||
ASSET-BACKED SECURITIES: 0.2% | |||||||||||||||||||
Other Asset-Backed Securities: 0.2% | |||||||||||||||||||
1,000,000 | # | Castle Garden Funding, 6.560%, 10/27/20 | 1,081,939 | 0.2 | |||||||||||||||
Total Asset-Backed Securities (Cost $997,500) | 1,081,939 | 0.2 |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 0.0% | |||||||||||||||||||
Consumer Discretionary: 0.0% | |||||||||||||||||||
5,810 | @ | American Media, Inc., Stock Certificates | — | — | |||||||||||||||
195 | Other Securities | 98 | 0.0 | ||||||||||||||||
Total Common Stock (Cost $136,656) | 98 | 0.0 | |||||||||||||||||
Total Long-Term Investments (Cost $481,099,073) | 482,352,292 | 95.4 |
VOYA HIGH YIELD BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 1.8% | |||||||||||||||||||
Commercial Paper: 1.3% | |||||||||||||||||||
4,000,000 | Apache Corp., 0.270%, 10/02/14 | $ | 3,999,939 | 0.8 | |||||||||||||||
1,099,000 | Autozone Inc., 0.230%, 10/03/14 | 1,098,979 | 0.2 | ||||||||||||||||
1,143,000 | Autozone Inc., 0.230%, 10/08/14 | 1,142,941 | 0.3 | ||||||||||||||||
6,241,859 | 1.3 |
Shares | | | | Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Funds: 0.5% | ||||||||||||||||||
2,648,756 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.030%†† (Cost $2,648,756) | 2,648,756 | 0.5 | |||||||||||||||
Total Short-Term Investments (Cost $8,890,615) | 8,890,615 | 1.8 | ||||||||||||||||
Total Investments in Securities (Cost $489,989,688) | $ | 491,242,907 | 97.2 | |||||||||||||||
Assets in Excess of Other Liabilities | 14,338,732 | 2.8 | ||||||||||||||||
Net Assets | $ | 505,581,639 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of September 30, 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 |
Cost for federal income tax purposes is $489,994,436. |
Net unrealized appreciation consists of: |
Gross Unrealized Appreciation | $ | 8,200,154 | ||||
Gross Unrealized Depreciation | (6,951,683 | ) | ||||
Net Unrealized Appreciation | $ | 1,248,471 |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at September 30, 2014 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock | ||||||||||||||||||
Consumer Discretionary | $ | — | $ | — | $ | 98 | $ | 98 | ||||||||||
Total Common Stock | — | — | 98 | 98 | ||||||||||||||
Corporate Bonds/Notes | — | 481,270,255 | — | 481,270,255 | ||||||||||||||
Short-Term Investments | 2,648,756 | 6,241,859 | — | 8,890,615 | ||||||||||||||
Asset-Backed Securities | — | 1,081,939 | — | 1,081,939 | ||||||||||||||
Total Investments, at fair value | $ | 2,648,756 | $ | 488,594,053 | $ | 98 | $ | 491,242,907 |
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 SEPTEMBER 30, 2014 (UNAUDITED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: 27.0% | |||||||||||||||||||
Basic Materials: 1.5% | |||||||||||||||||||
2,564,000 | # | Anglo American Capital PLC, 2.625%, 09/27/17 | $ | 2,610,639 | 0.1 | ||||||||||||||
2,110,000 | #, L | FMG Resources August 2006 Pty Ltd., 6.875%, 04/01/22 | 2,154,837 | 0.1 | |||||||||||||||
1,334,000 | # | Georgia-Pacific LLC, 3.734%, 07/15/23 | 1,371,710 | 0.1 | |||||||||||||||
1,770,000 | # | Mexichem SAB de CV, 4.875%, 09/19/22 | 1,809,825 | 0.1 | |||||||||||||||
880,000 | # | Samarco Mineracao SA, 5.750%, 10/24/23 | 906,840 | 0.0 | |||||||||||||||
2,017,000 | # | Xstrata Finance Canada Ltd., 4.250%, 10/25/22 | 2,025,274 | 0.1 | |||||||||||||||
778,000 | # | Xstrata Finance Canada Ltd., 4.950%, 11/15/21 | 829,345 | 0.1 | |||||||||||||||
16,518,000 | Other Securities | 16,748,391 | 0.9 | ||||||||||||||||
28,456,861 | 1.5 | ||||||||||||||||||
Communications: 4.3% | |||||||||||||||||||
4,780,000 | L | AT&T, Inc., 3.900%–5.350%, 03/11/24–06/15/44 | 4,873,387 | 0.3 | |||||||||||||||
713,000 | # | CommScope, Inc., 5.000%, 06/15/21 | 702,305 | 0.0 | |||||||||||||||
884,000 | # | CommScope, Inc., 5.500%, 06/15/24 | 872,950 | 0.1 | |||||||||||||||
772,000 | # | COX Communications, Inc., 4.500%, 06/30/43 | 730,386 | 0.0 | |||||||||||||||
2,035,000 | # | Gannett Co., Inc., 6.375%, 10/15/23 | 2,121,487 | 0.1 | |||||||||||||||
2,575,000 | # | Netflix, Inc., 5.750%, 03/01/24 | 2,665,125 | 0.1 | |||||||||||||||
770,000 | # | Sable International Finance Ltd., 8.750%, 02/01/20 | 843,150 | 0.1 | |||||||||||||||
500,000 | # | Sinclair Television Group, Inc., 5.625%, 08/01/24 | 483,750 | 0.0 | |||||||||||||||
2,640,000 | # | Sirius XM Radio, Inc., 5.875%, 10/01/20 | 2,679,600 | 0.2 | |||||||||||||||
2,110,000 | # | Softbank Corp., 4.500%, 04/15/20 | 2,112,637 | 0.1 | |||||||||||||||
1,105,000 | # | Sprint Corp., 7.125%, 06/15/24 | 1,117,431 | 0.0 | |||||||||||||||
1,105,000 | # | Sprint Corp., 7.875%, 09/15/23 | 1,176,825 | 0.1 | |||||||||||||||
2,600,000 | # | Telefonica Chile SA, 3.875%, 10/12/22 | 2,566,632 | 0.2 | |||||||||||||||
2,053,000 | Telefonica Emisiones SAU, 3.192%–3.992%, 02/16/16–04/27/18 | 2,131,636 | 0.1 | ||||||||||||||||
2,833,000 | Time Warner Cable, Inc., 5.875%, 11/15/40 | 3,345,292 | 0.2 | ||||||||||||||||
5,944,000 | Time Warner, Inc., 4.050%–6.500%, 12/15/23–12/15/43 | 6,431,542 | 0.3 | ||||||||||||||||
4,814,000 | Verizon Communications, Inc., 5.150%, 09/15/23 | 5,328,410 | 0.3 | ||||||||||||||||
1,042,000 | # | Verizon Communications, Inc., 4.862%, 08/21/46 | 1,047,485 | 0.0 | |||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Communications: (continued) | |||||||||||||||||||
1,206,000 | # | Verizon Communications, Inc., 5.012%, 08/21/54 | $ | 1,216,963 | 0.1 | ||||||||||||||
4,958,000 | Verizon Communications, Inc., 4.150%–6.550%, 03/15/24–09/15/43 | 5,431,646 | 0.3 | ||||||||||||||||
32,412,000 | Other Securities(a) | 32,390,651 | 1.7 | ||||||||||||||||
80,269,290 | 4.3 | ||||||||||||||||||
Consumer, Cyclical: 1.8% | |||||||||||||||||||
1,375,000 | # | Carlson Wagonlit BV, 6.875%, 06/15/19 | 1,447,187 | 0.1 | |||||||||||||||
500,000 | # | Cedar Fair L.P. / Canada’s Wonderland Co. / Magnum Management Corp., 5.375%, 06/01/24 | 485,625 | 0.0 | |||||||||||||||
2,050,000 | # | DreamWorks Animation SKG, Inc., 6.875%, 08/15/20 | 2,147,785 | 0.1 | |||||||||||||||
1,680,000 | #, & | Schaeffler Holding Finance BV, 6.875%, 08/15/18 | 1,755,600 | 0.1 | |||||||||||||||
4,950,000 | Yum! Brands, Inc., 3.875%–5.350%, 11/01/23–11/01/43 | 5,255,851 | 0.3 | ||||||||||||||||
22,080,000 | Other Securities | 22,674,292 | 1.2 | ||||||||||||||||
33,766,340 | 1.8 | ||||||||||||||||||
Consumer, Non-cyclical: 4.0% | |||||||||||||||||||
2,108,000 | # | Actavis Funding SCS, 3.850%, 06/15/24 | 2,048,118 | 0.1 | |||||||||||||||
3,111,000 | # | Actavis Funding SCS, 4.850%, 06/15/44 | 2,933,903 | 0.2 | |||||||||||||||
2,901,000 | # | Amsurg Corp., 5.625%, 07/15/22 | 2,886,495 | 0.1 | |||||||||||||||
1,140,000 | # | ERAC USA Finance LLC, 2.800%, 11/01/18 | 1,168,414 | 0.1 | |||||||||||||||
5,107,000 | Synchrony Financial, 3.000%–4.250%, 08/15/19–08/15/24 | 5,128,691 | 0.3 | ||||||||||||||||
915,000 | # | Valeant Pharmaceuticals International, 7.250%, 07/15/22 | 968,756 | 0.0 | |||||||||||||||
1,000,000 | # | VPI Escrow Corp., 6.375%, 10/15/20 | 1,031,250 | 0.0 | |||||||||||||||
7,229,000 | WellPoint, Inc., 3.500%–4.650%, 08/15/24–08/15/44 | 7,063,471 | 0.4 | ||||||||||||||||
1,753,000 | # | WM Wrigley Jr Co., 2.400%, 10/21/18 | 1,767,466 | 0.1 | |||||||||||||||
2,464,000 | # | WM Wrigley Jr Co., 2.900%, 10/21/19 | 2,502,069 | 0.1 | |||||||||||||||
1,146,000 | # | WM Wrigley Jr Co., 3.375%, 10/21/20 | 1,164,964 | 0.1 | |||||||||||||||
45,481,000 | Other Securities | 46,413,819 | 2.5 | ||||||||||||||||
75,077,416 | 4.0 | ||||||||||||||||||
Diversified: 0.1% | |||||||||||||||||||
1,700,000 | # | Hutchison Whampoa International 12 Ltd., 6.000%, 05/29/49 | 1,829,455 | 0.1 |
VOYA INTERMEDIATE BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Energy: 3.6% | |||||||||||||||||||
1,467,000 | # | Dolphin Energy Ltd., 5.500%, 12/15/21 | $ | 1,643,040 | 0.1 | ||||||||||||||
1,652,000 | # | Enable Midstream Partners L.P., 3.900%, 05/15/24 | 1,646,816 | 0.1 | |||||||||||||||
1,402,000 | # | Enable Midstream Partners L.P., 5.000%, 05/15/44 | 1,412,954 | 0.1 | |||||||||||||||
1,523,000 | Enbridge Energy Partners, 9.875%, 03/01/19 | 1,975,377 | 0.1 | ||||||||||||||||
3,165,000 | Enbridge, Inc., 3.500%–4.500%, 10/01/23–06/10/44 | 3,208,004 | 0.2 | ||||||||||||||||
1,070,000 | Energy Transfer Equity L.P., 7.500%, 10/15/20 | 1,201,075 | 0.0 | ||||||||||||||||
4,535,000 | Energy Transfer Partners L.P., 4.650%–9.700%, 03/15/19–06/01/41 | 5,154,512 | 0.3 | ||||||||||||||||
1,800,000 | ± | Greater Ohio Ethanol, LLC, 6.301%, 12/31/13 | — | — | |||||||||||||||
285,000 | # | Hilcorp Energy I L.P./Hilcorp Finance Co., 5.000%, 12/01/24 | 274,669 | 0.0 | |||||||||||||||
600,000 | # | KazMunayGas National Co. JSC, 4.400%, 04/30/23 | 578,220 | 0.0 | |||||||||||||||
905,000 | # | Sanchez Energy Corp., 6.125%, 01/15/23 | 899,479 | 0.1 | |||||||||||||||
49,128,000 | Other Securities(a) | 49,625,968 | 2.6 | ||||||||||||||||
67,620,114 | 3.6 | ||||||||||||||||||
Financial: 8.8% | |||||||||||||||||||
7,265,000 | American Tower Corp., 3.400%–4.500%, 01/15/18–09/15/21 | 7,371,603 | 0.4 | ||||||||||||||||
400,000 | # | Banco de Reservas de LA Republica Dominicana, 7.000%, 02/01/23 | 411,000 | 0.0 | |||||||||||||||
3,564,000 | Bank of America Corp., 4.200%, 08/26/24 | 3,532,790 | 0.2 | ||||||||||||||||
3,453,000 | Bank of America Corp., 5.000%, 01/21/44 | 3,657,017 | 0.2 | ||||||||||||||||
3,698,000 | Bank of America Corp., 4.000%–4.125%, 01/22/24–04/01/24 | 3,759,103 | 0.2 | ||||||||||||||||
1,333,000 | BPCE SA, 2.500%, 12/10/18 | 1,337,835 | 0.1 | ||||||||||||||||
1,034,000 | # | BPCE SA, 5.150%, 07/21/24 | 1,067,891 | 0.1 | |||||||||||||||
2,111,000 | # | BPCE SA, 5.700%, 10/22/23 | 2,252,332 | 0.1 | |||||||||||||||
700,000 | # | Caixa Economica Federal, 4.500%, 10/03/18 | 716,100 | 0.0 | |||||||||||||||
6,282,000 | L | Citigroup, Inc., 3.500%–6.675%, 05/15/23–09/13/43 | 6,517,676 | 0.3 | |||||||||||||||
1,660,000 | # | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 11.000%, 12/29/49 | 2,199,500 | 0.1 | |||||||||||||||
1,791,000 | # | Credit Agricole SA/London, 3.875%, 04/15/24 | 1,803,707 | 0.1 | |||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Financial: (continued) | |||||||||||||||||||
4,386,000 | # | Credit Suisse AG, 6.500%, 08/08/23 | $ | 4,780,959 | 0.3 | ||||||||||||||
1,995,000 | # | Five Corners Funding Trust, 4.419%, 11/15/23 | 2,092,597 | 0.1 | |||||||||||||||
4,728,000 | General Electric Capital Corp., 5.300%–7.125%, 02/11/21–12/15/49 | 5,331,646 | 0.3 | ||||||||||||||||
7,844,000 | Goldman Sachs Group, Inc., 2.900%–6.750%, 07/19/18–10/01/37 | 8,100,423 | 0.4 | ||||||||||||||||
1,763,000 | # | HBOS PLC, 6.750%, 05/21/18 | 1,997,800 | 0.1 | |||||||||||||||
4,246,000 | L | HSBC Holdings PLC, 5.625%–6.375%, 12/29/49 | 4,230,596 | 0.2 | |||||||||||||||
2,100,000 | # | ICICI Bank Ltd./Dubai, 4.700%, 02/21/18 | 2,222,581 | 0.1 | |||||||||||||||
1,037,000 | # | International Lease Finance Corp., 7.125%, 09/01/18 | 1,169,218 | 0.1 | |||||||||||||||
2,072,000 | # | Intesa Sanpaolo SpA, 5.017%, 06/26/24 | 2,017,082 | 0.1 | |||||||||||||||
4,144,000 | Intesa Sanpaolo SpA, 3.875%–5.250%, 01/15/19–01/12/24 | 4,360,628 | 0.2 | ||||||||||||||||
559,000 | # | IPIC GMTN Ltd., 3.750%, 03/01/17 | 585,552 | 0.0 | |||||||||||||||
800,000 | # | IPIC GMTN Ltd., 5.500%, 03/01/22 | 918,000 | 0.1 | |||||||||||||||
10,937,000 | JPMorgan Chase & Co., 3.375%–6.125%, 05/01/23–12/29/49 | 10,712,936 | 0.6 | ||||||||||||||||
1,838,000 | # | Mizuho Bank Ltd., 3.750%, 04/16/24 | 1,890,128 | 0.1 | |||||||||||||||
4,020,000 | Morgan Stanley, 3.875%, 04/29/24 | 4,024,961 | 0.2 | ||||||||||||||||
3,581,000 | Morgan Stanley, 2.125%–5.000%, 04/25/18–11/24/25 | 3,688,017 | 0.2 | ||||||||||||||||
1,345,000 | # | Nordea Bank AB, 6.125%, 12/29/49 | 1,323,160 | 0.1 | |||||||||||||||
DKK 10 | Nordea Kredit Realkreditaktieselskab, 6.000%, 07/01/29 | — | — | ||||||||||||||||
1,147,000 | # | RBS Citizens Financial Group, Inc., 4.150%, 09/28/22 | 1,150,931 | 0.1 | |||||||||||||||
2,925,000 | Simon Property Group L.P., 3.375%, 10/01/24 | 2,892,056 | 0.2 | ||||||||||||||||
4,208,000 | Simon Property Group L.P., 4.250%, 10/01/44 | 4,042,777 | 0.2 | ||||||||||||||||
2,181,000 | # | WEA Finance LLC / Westfield UK & Europe Finance PLC, 3.750%, 09/17/24 | 2,180,219 | 0.1 | |||||||||||||||
8,601,000 | Wells Fargo & Co., 4.100%–5.900%, 06/03/26–12/29/49 | 8,950,252 | 0.5 | ||||||||||||||||
49,943,600 | Other Securities | 51,151,600 | 2.7 | ||||||||||||||||
164,440,673 | 8.8 |
VOYA INTERMEDIATE BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Industrial: 0.7% | |||||||||||||||||||
1,872,000 | # | AP Moeller — Maersk A/S, 2.550%, 09/22/19 | $ | 1,879,132 | 0.1 | ||||||||||||||
10,425,000 | Other Securities | 10,855,114 | 0.6 | ||||||||||||||||
12,734,246 | 0.7 | ||||||||||||||||||
Technology: 0.7% | |||||||||||||||||||
4,123,000 | Hewlett-Packard Co., 2.600%–5.400%, 09/15/16–09/15/17 | 4,301,038 | 0.2 | ||||||||||||||||
8,757,000 | Other Securities | 8,831,448 | 0.5 | ||||||||||||||||
13,132,486 | 0.7 | ||||||||||||||||||
Utilities: 1.5% | |||||||||||||||||||
2,865,000 | # | Calpine Corp., 6.000%, 01/15/22 | 3,029,737 | 0.2 | |||||||||||||||
612,000 | # | Duquesne Light Holdings, Inc., 5.900%, 12/01/21 | 708,104 | 0.0 | |||||||||||||||
1,249,000 | # | Duquesne Light Holdings, Inc., 6.400%, 09/15/20 | 1,462,432 | 0.1 | |||||||||||||||
873,000 | # | Empresa de Energia de Bogota SA, 6.125%, 11/10/21 | 936,729 | 0.0 | |||||||||||||||
24,393 | # | Juniper Generation, LLC, 6.790%, 12/31/14 | 24,176 | 0.0 | |||||||||||||||
21,168,000 | Other Securities | 22,198,682 | 1.2 | ||||||||||||||||
28,359,860 | 1.5 | ||||||||||||||||||
Total Corporate Bonds/Notes (Cost $496,397,763) | 505,686,741 | 27.0 | |||||||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 11.1% | |||||||||||||||||||
1,039,000 | # | American General Mortgage Loan Trust, 5.650%, 03/25/58 | 1,070,066 | 0.1 | |||||||||||||||
1,630,000 | Banc of America Commercial Mortgage Trust 2006-6, 5.421%, 10/10/45 | 1,680,325 | 0.1 | ||||||||||||||||
3,620,000 | Banc of America Commercial Mortgage Trust, 6.015%, 02/10/51 | 3,761,719 | 0.2 | ||||||||||||||||
850,787 | # | Banc of America Funding Corp., 5.250%, 08/26/35 | 885,909 | 0.1 | |||||||||||||||
2,220,000 | Banc of America Merrill Lynch Commercial Mortgage Trust, 5.790%, 06/10/49 | 2,298,359 | 0.1 | ||||||||||||||||
4,557,000 | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.147%, 07/10/45 | 4,533,222 | 0.2 | ||||||||||||||||
1,900,000 | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.349%, 09/10/47 | 1,978,552 | 0.1 | ||||||||||||||||
1,100,000 | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.349%, 09/10/47 | 1,105,099 | 0.1 | ||||||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |||||||||||||||||||
1,030,000 | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.349%, 09/10/47 | $ | 1,058,089 | 0.1 | |||||||||||||||
860,000 | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.349%, 09/10/47 | 892,928 | 0.0 | ||||||||||||||||
2,960,000 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.523%, 07/10/43 | 2,982,170 | 0.1 | |||||||||||||||
1,300,000 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.859%, 07/10/42 | 1,234,760 | 0.1 | |||||||||||||||
1,271,000 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.915%, 03/11/41 | 1,270,909 | 0.1 | |||||||||||||||
480,000 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.915%, 03/11/41 | 480,753 | 0.0 | |||||||||||||||
907,529 | Banc of America Mortgage 2005-J Trust, 2.798%, 11/25/35 | 843,963 | 0.1 | ||||||||||||||||
860,000 | # | Bank of America Merrill Lynch Commercial Mortgage, Inc., 5.523%, 07/10/43 | 877,908 | 0.0 | |||||||||||||||
1,710,000 | # | Bank of America Merrill Lynch Commercial Mortgage, Inc., 6.230%, 11/10/38 | 1,779,199 | 0.1 | |||||||||||||||
1,511,423 | Bear Stearns Adjustable Rate Mortgage Trust, 2.521%, 07/25/36 | 1,267,272 | 0.1 | ||||||||||||||||
2,180,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR4, 6.054%, 06/11/41 | 2,223,902 | 0.1 | |||||||||||||||
3,520,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP18, 5.500%, 02/13/42 | 3,390,777 | 0.2 | |||||||||||||||
2,050,000 | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP20, 5.288%, 10/12/42 | 2,082,811 | 0.1 | ||||||||||||||||
1,013,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22, 5.757%, 04/12/38 | 1,073,264 | 0.0 | |||||||||||||||
127,598 | Bear Stearns Commercial Mortgage Securities, 6.500%, 02/15/32 | 123,579 | 0.0 | ||||||||||||||||
2,701,877 | # | Beckman Coulter, Inc., 7.498%, 12/15/18 | 2,918,298 | 0.2 | |||||||||||||||
1,540,000 | # | Citigroup Commercial Mortgage Trust 2004-C1, 6.006%, 04/15/40 | 1,560,653 | 0.1 | |||||||||||||||
1,700,000 | # | Citigroup Commercial Mortgage Trust 2012-GC8, 5.040%, 09/10/45 | 1,703,178 | 0.1 |
VOYA INTERMEDIATE BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |||||||||||||||||||
7,545,904 | #, ˆ | Citigroup Commercial Mortgage Trust, 2.381%, 09/10/45 | $ | 788,872 | 0.0 | ||||||||||||||
2,811,000 | # | Citigroup Mortgage Loan Trust 2010-7, 6.084%, 12/25/35 | 2,731,776 | 0.2 | |||||||||||||||
1,813,583 | Citigroup Mortgage Loan Trust, Inc., 2.773%, 09/25/37 | 1,543,230 | 0.1 | ||||||||||||||||
4,885,554 | Citigroup Mortgage Loan Trust, 5.592%, 11/25/36 | 4,372,522 | 0.2 | ||||||||||||||||
29,260,840 | ˆ | Commercial Mortgage Trust, 1.595%, 10/10/46 | 2,554,035 | 0.1 | |||||||||||||||
26,200,177 | ˆ | Commercial Mortgage Trust, 1.616%, 08/10/46 | 1,986,393 | 0.1 | |||||||||||||||
8,427,320 | ˆ | Commercial Mortgage Trust, 1.922%, 01/10/46 | 742,745 | 0.1 | |||||||||||||||
4,941,600 | ˆ | Commercial Mortgage Trust, 2.078%, 08/15/45 | 507,560 | 0.0 | |||||||||||||||
6,551,388 | ˆ | Commercial Mortgage Trust, 2.310%, 05/15/45 | 709,004 | 0.0 | |||||||||||||||
27,260,000 | #, ˆ | Commercial Mortgage Trust, 0.749%, 10/15/45 | 1,196,360 | 0.1 | |||||||||||||||
1,140,000 | Commerical 2007-C9 Mortgage Trust, 5.989%, 12/10/49 | 1,180,623 | 0.0 | ||||||||||||||||
6,840,000 | Commercial Mortgage Trust, 5.400%–6.316%, 06/10/44–12/10/49 | 6,960,452 | 0.4 | ||||||||||||||||
4,674,917 | Countrywide Alternative Loan Trust, 0.275%–5.500%, 12/25/35–06/25/36 | 4,098,629 | 0.2 | ||||||||||||||||
1,850,000 | Credit Suisse Commercial Mortgage Trust Series 2007-C4, 6.097%, 09/15/39 | 1,938,213 | 0.1 | ||||||||||||||||
442,500 | Credit Suisse First Boston Mortgage Securities Corp., 5.736%, 05/15/36 | 490,885 | 0.0 | ||||||||||||||||
133,940 | # | Credit Suisse First Boston Mortgage Securities Corp., 5.322%, 08/15/36 | 134,221 | 0.0 | |||||||||||||||
1,920,609 | # | Credit Suisse First Boston Mortgage Securities Corp., 5.773%, 04/12/49 | 1,937,488 | 0.1 | |||||||||||||||
900,000 | # | Credit Suisse First Boston Mortgage Securities Corp., 6.462%, 05/15/36 | 1,050,418 | 0.1 | |||||||||||||||
1,050,000 | # | DBUBS 2011-LC2 Mortgage Trust, 5.625%, 07/10/44 | 1,112,085 | 0.1 | |||||||||||||||
4,300,000 | Fannie Mae Connecticut Avenue Securities, 3.055%, 07/25/24 | 4,047,700 | 0.2 | ||||||||||||||||
4,059,056 | ˆ | Fannie Mae, 3.000%, 08/25/28 | 411,143 | 0.0 | |||||||||||||||
843,684 | ˆ | Fannie Mae, 3.000%, 05/25/43 | 116,974 | 0.0 | |||||||||||||||
13,893,369 | ˆ | Fannie Mae, 5.796%, 10/25/39 | 1,935,448 | 0.1 | |||||||||||||||
3,098,000 | Fannie Mae Connecticut Avenue Securities, 2.755%–4.555%, 01/25/24–05/25/24 | 3,071,723 | 0.2 | ||||||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |||||||||||||||||||
1,598,860 | ˆ | First Horizon Alternative Mortgage Securities, 6.546%, 12/25/36 | $ | 357,428 | 0.0 | ||||||||||||||
232,530,555 | #, ˆ | FREMF Mortgage Trust, 0.100%, 12/25/44 | 1,316,123 | 0.1 | |||||||||||||||
1,050,000 | # | GE Capital Commercial Mortgage Series 2005-C2, 5.466%, 05/10/43 | 864,655 | 0.0 | |||||||||||||||
760,000 | # | GMAC Commercial Mortgage Securities, Inc. Series 2003-C1 Trust, 5.000%, 05/10/36 | 772,518 | 0.0 | |||||||||||||||
46,451,152 | ˆ | GS Mortgage Securities Corp. II, 1.731%, 11/10/46 | 3,795,319 | 0.2 | |||||||||||||||
8,649,426 | ˆ | GS Mortgage Securities Corp. II, 2.530%, 11/10/45 | 1,065,844 | 0.0 | |||||||||||||||
10,145,684 | ˆ | GS Mortgage Securities Corp. II, 2.753%, 05/10/45 | 1,191,407 | 0.1 | |||||||||||||||
2,300,000 | GS Mortgage Securities Trust 2006-GG6, 5.757%, 04/10/38 | 2,310,186 | 0.1 | ||||||||||||||||
1,600,000 | GS Mortgage Securities Trust, 5.757%, 04/10/38 | 1,573,829 | 0.1 | ||||||||||||||||
955,043 | # | Jefferies Resecuritization Trust 2009-R6, 5.016%, 03/26/36 | 948,662 | 0.1 | |||||||||||||||
784,992 | JP Morgan Alternative Loan Trust, 5.500%, 12/25/35 | 668,473 | 0.0 | ||||||||||||||||
630,000 | # | JP Morgan Chase Commercial Mortgage Securities Corp. Commercial Mortgage Pass-Thr, 5.751%, 05/15/41 | 658,610 | 0.0 | |||||||||||||||
1,540,000 | # | JP Morgan Chase Commercial Mortgage Securities Corp. Ps Thr Certs Ser 2003-LN1, 5.557%, 10/15/37 | 1,534,963 | 0.1 | |||||||||||||||
43,228,022 | ˆ | JP Morgan Chase Commercial Mortgage Securities Corp., 0.784%, 01/15/46 | 1,085,866 | 0.0 | |||||||||||||||
42,055,798 | ˆ | JP Morgan Chase Commercial Mortgage Securities Corp., 1.934%, 06/15/45 | 3,442,743 | 0.2 | |||||||||||||||
13,046,302 | ˆ | JP Morgan Chase Commercial Mortgage Securities Corp., 2.080%, 12/15/47 | 1,256,964 | 0.1 | |||||||||||||||
1,430,000 | # | JP Morgan Chase Commercial Mortgage Securities Trust 2003-PM1, 6.161%, 08/12/40 | 1,502,524 | 0.1 | |||||||||||||||
1,300,000 | JP Morgan Chase Commercial Mortgage Securities Trust, 5.834%, 06/12/41 | 1,251,297 | 0.1 | ||||||||||||||||
15,265,000 | #, ˆ | JP Morgan Chase Commercial Mortgage Securities Trust, 0.446%, 12/15/47 | 385,118 | 0.0 |
VOYA INTERMEDIATE BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |||||||||||||||||||
19,127,894 | #, ˆ | LB-UBS Commercial Mortgage Trust 2004-C1, 1.000%, 01/15/36 | $ | 361,558 | 0.0 | ||||||||||||||
700,000 | # | LB-UBS Commercial Mortgage Trust 2005-C1, 5.362%, 02/15/40 | 687,614 | 0.0 | |||||||||||||||
1,730,000 | LB-UBS Commercial Mortgage Trust 2005-C3, 4.983%, 07/15/40 | 1,742,891 | 0.1 | ||||||||||||||||
1,150,000 | LB-UBS Commercial Mortgage Trust 2006-C4, 6.049%, 06/15/38 | 1,199,572 | 0.1 | ||||||||||||||||
830,000 | # | LB-UBS Commercial Mortgage Trust 2006-C6, 6.096%, 09/15/39 | 846,989 | 0.1 | |||||||||||||||
820,000 | # | LB-UBS Commercial Mortgage Trust 2006-C6, 6.096%, 09/15/39 | 814,106 | 0.0 | |||||||||||||||
74,567,585 | #, ˆ | LB-UBS Commercial Mortgage Trust, 0.849%, 11/15/38 | 950,282 | 0.1 | |||||||||||||||
1,100,000 | # | LB-UBS Commercial Mortgage Trust, 5.644%, 10/15/36 | 1,072,848 | 0.1 | |||||||||||||||
682,459 | # | LB-UBS Commercial Mortgage Trust, 5.914%, 10/15/35 | 683,241 | 0.0 | |||||||||||||||
1,760,000 | # | LB-UBS Commercial Mortgage Trust, 6.096%, 09/15/39 | 1,862,437 | 0.1 | |||||||||||||||
1,830,000 | # | LB-UBS Commercial Mortgage Trust, 6.096%, 09/15/39 | 1,916,639 | 0.1 | |||||||||||||||
2,070,000 | # | LB-UBS Commercial Mortgage Trust, 6.890%, 07/15/32 | 2,077,206 | 0.1 | |||||||||||||||
4,410,000 | LB-UBS Commercial Mortgage Trust, 4.954%-8.150%, 07/15/32-07/15/40 | 4,402,728 | 0.2 | ||||||||||||||||
1,500,000 | # | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5, 4.835%, 08/15/45 | 1,538,763 | 0.1 | |||||||||||||||
31,020,994 | ˆ | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7, 1.861%, 02/15/46 | 2,858,383 | 0.1 | |||||||||||||||
19,427,502 | #, ˆ | Morgan Stanley Bank of America Merrill Lynch Trust, 2.302%, 11/15/45 | 1,912,719 | 0.1 | |||||||||||||||
274,434 | Morgan Stanley Capital I Trust 2004-IQ7, 5.255%, 06/15/38 | 274,409 | 0.0 | ||||||||||||||||
1,310,000 | # | Morgan Stanley Capital I Trust 2005-HQ6, 5.379%, 08/13/42 | 1,286,268 | 0.1 | |||||||||||||||
1,720,000 | # | Morgan Stanley Capital I Trust 2008-TOP29, 6.455%, 01/11/43 | 1,775,263 | 0.1 | |||||||||||||||
3,090,000 | # | Morgan Stanley Capital I Trust 2011-C1, 5.419%, 09/15/47 | 3,356,044 | 0.2 | |||||||||||||||
1,300,000 | # | Morgan Stanley Capital I Trust 2011-C1, 5.419%, 09/15/47 | 1,390,170 | 0.1 | |||||||||||||||
2,580,000 | Morgan Stanley Capital I Trust, 5.389%, 11/12/41 | 2,646,695 | 0.1 | ||||||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |||||||||||||||||||
250,000 | # | Morgan Stanley Capital I, Inc., 5.910%, 11/15/31 | $ | 255,622 | 0.0 | ||||||||||||||
1,080,000 | Morgan Stanley Capital I, 5.336%, 01/14/42 | 1,087,414 | 0.1 | ||||||||||||||||
43,556 | # | Morgan Stanley Capital I, 7.350%, 07/15/32 | 44,731 | 0.0 | |||||||||||||||
980,000 | # | Morgan Stanley Dean Witter Capital I Trust 2002-IQ3, 6.986%, 09/15/37 | 977,873 | 0.0 | |||||||||||||||
600,000 | # | Morgan Stanley Dean Witter Capital I, 7.759%, 07/15/33 | 687,409 | 0.0 | |||||||||||||||
1,603,213 | Morgan Stanley Mortgage Loan Trust 2006-3AR, 2.836%, 03/25/36 | 1,380,780 | 0.1 | ||||||||||||||||
2,590,000 | # | Morgan Stanley Reremic Trust, 0.250%, 07/27/49 | 2,266,250 | 0.1 | |||||||||||||||
995,403 | # | Morgan Stanley Reremic Trust, 5.246%, 12/17/43 | 1,008,835 | 0.1 | |||||||||||||||
2,445,884 | # | N-Star Real Estate CDO Ltd., 2.006%, 08/25/29 | 2,447,449 | 0.1 | |||||||||||||||
13,411,908 | #, ˆ | RBSCF Trust, 1.184%, 04/15/24 | 14,305 | 0.0 | |||||||||||||||
7,841,891 | #, ˆ | UBS-Barclays Commercial Mortgage Trust, 1.926%, 05/10/63 | 638,066 | 0.0 | |||||||||||||||
6,797,000 | Wachovia Bank Commercial Mortgage Trust Series, 5.896%–6.140%, 05/15/43–02/15/51 | 6,913,050 | 0.4 | ||||||||||||||||
2,669,769 | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust, 2.041%, 12/25/36 | 2,337,105 | 0.1 | ||||||||||||||||
1,895,137 | WaMu Mortgage Pass-Through Certificates Series 2006-AR6 Trust, 4.607%, 08/25/36 | 1,757,950 | 0.1 | ||||||||||||||||
1,007,833 | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 Trust, 1.941%, 04/25/37 | 883,264 | 0.1 | ||||||||||||||||
4,790,430 | WaMu Mortgage Pass-Through Certificates, 2.120%, 07/25/37 | 4,074,280 | 0.2 | ||||||||||||||||
800,211 | Washington Mutual Alternative Mortgage Pass-Through Certificates, 5.500%, 10/25/35 | 758,535 | 0.0 | ||||||||||||||||
3,892,413 | WaMu Mortgage Pass Through Certificates, 1.794%–2.203%, 10/25/36–12/25/36 | 3,479,360 | 0.2 | ||||||||||||||||
3,377,582 | Wells Fargo Alternative Loan Trust, 6.250%, 07/25/37 | 3,103,933 | 0.2 | ||||||||||||||||
10,335,683 | #, ˆ | Wells Fargo Commercial Mortgage Trust 2012-C8, 2.372%, 08/15/45 | 1,104,259 | 0.0 | |||||||||||||||
1,614,463 | Wells Fargo Mortgage Backed Securities 2005-AR15 Trust, 2.611%, 09/25/35 | 1,532,401 | 0.1 |
VOYA INTERMEDIATE BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |||||||||||||||||||
14,342,366 | #, ˆ | Wells Fargo Mortgage Backed Securities Trust, 1.733%, 06/15/45 | $ | 1,265,968 | 0.1 | ||||||||||||||
3,785,921 | Wells Fargo Mortgage Backed Securities Trust, 2.603%–5.594%, 03/25/36–04/25/36 | 3,732,354 | 0.2 | ||||||||||||||||
17,948,201 | Other Securities | 14,819,106 | 0.8 | ||||||||||||||||
Total Collateralized Mortgage Obligations (Cost $203,816,423) | 208,905,816 | 11.1 | |||||||||||||||||
U.S. TREASURY OBLIGATIONS: 23.9% | |||||||||||||||||||
U.S. Treasury Bonds: 5.1% | |||||||||||||||||||
26,169,000 | 2.375%, due 08/15/24 | 25,876,640 | 1.4 | ||||||||||||||||
67,996,000 | 3.375%, due 05/15/44 | 70,216,477 | 3.7 | ||||||||||||||||
96,093,117 | 5.1 | ||||||||||||||||||
U.S. Treasury Notes: 18.8% | |||||||||||||||||||
89,467,000 | 0.500%, due 09/30/16 | 89,316,695 | 4.8 | ||||||||||||||||
168,149,000 | 1.000%, due 09/15/17 | 167,906,025 | 9.0 | ||||||||||||||||
15,384,000 | 1.750%, due 09/30/19 | 15,367,770 | 0.8 | ||||||||||||||||
79,346,000 | 2.125%, due 09/30/21 | 78,868,655 | 4.2 | ||||||||||||||||
351,459,145 | 18.8 | ||||||||||||||||||
Total U.S. Treasury Obligations (Cost $447,923,883) | 447,552,262 | 23.9 | |||||||||||||||||
ASSET-BACKED SECURITIES: 8.9% | |||||||||||||||||||
Automobile Asset-Backed Securities: 1.6% | |||||||||||||||||||
840,000 | # | AmeriCredit Automobile Receivables Trust 2011-3, 5.760%, 12/10/18 | 874,567 | 0.0 | |||||||||||||||
1,680,000 | AmeriCredit Automobile Receivables Trust 2012-4, 1.930%, 08/08/18 | 1,693,254 | 0.1 | ||||||||||||||||
1,500,000 | AmeriCredit Automobile Receivables Trust 2013-4, 3.310%, 10/08/19 | 1,532,764 | 0.1 | ||||||||||||||||
1,890,000 | AmeriCredit Automobile Receivables Trust 2013-5, 2.860%, 12/08/19 | 1,905,732 | 0.1 | ||||||||||||||||
3,050,000 | # | AmeriCredit Automobile Receivables Trust, 3.290%, 05/08/20 | 3,071,853 | 0.2 | |||||||||||||||
800,000 | # | MMCA Automobile Trust, 2.260%, 10/15/20 | 802,144 | 0.0 | |||||||||||||||
2,900,000 | # | Oscar US Funding Trust 2014-1, 2.550%, 12/15/21 | 2,904,758 | 0.2 | |||||||||||||||
1,800,000 | Santander Drive Auto Receivables Trust 2012-4, 3.500%, 06/15/18 | 1,848,481 | 0.1 | ||||||||||||||||
1,200,000 | Santander Drive Auto Receivables Trust 2012-5, 3.300%, 09/17/18 | 1,238,853 | 0.1 | ||||||||||||||||
2,100,000 | Santander Drive Auto Receivables Trust 2013-1, 2.270%, 01/15/19 | 2,105,885 | 0.1 | ||||||||||||||||
940,000 | Santander Drive Auto Receivables Trust 2013-4, 3.920%, 01/15/20 | 975,623 | 0.1 | ||||||||||||||||
ASSET-BACKED SECURITIES: (continued) | |||||||||||||||||||
Automobile Asset-Backed Securities: (continued) | |||||||||||||||||||
3,380,000 | # | Santander Drive Auto Receivables Trust 2013-A, 3.780%, 10/15/19 | $ | 3,527,610 | 0.2 | ||||||||||||||
2,200,000 | # | Santander Drive Auto Receivables Trust 2013-A, 4.710%, 01/15/21 | 2,309,199 | 0.1 | |||||||||||||||
2,270,000 | Santander Drive Auto Receivables Trust 2014-1, 1.590%, 10/15/18 | 2,275,548 | 0.1 | ||||||||||||||||
2,510,000 | Other Securities | 2,514,673 | 0.1 | ||||||||||||||||
29,580,944 | 1.6 | ||||||||||||||||||
Credit Card Asset-Backed Securities: 0.1% | |||||||||||||||||||
1,680,000 | Other Securities | 1,670,186 | 0.1 | ||||||||||||||||
Home Equity Asset-Backed Securities: 0.0% | |||||||||||||||||||
959,714 | Other Securities | 936,768 | 0.0 | ||||||||||||||||
Other Asset-Backed Securities: 7.2% | |||||||||||||||||||
290,643 | # | Aimco CDO, 0.484%, 10/20/19 | 288,901 | 0.0 | |||||||||||||||
575,981 | # | AMMC CLO IV Ltd., 1.034%, 03/25/17 | 575,785 | 0.0 | |||||||||||||||
500,000 | # | Apidos CDO I Ltd., 0.985%, 07/27/17 | 499,774 | 0.0 | |||||||||||||||
3,910,000 | # | Ares XII CLO Ltd., 2.235%, 11/25/20 | 3,961,029 | 0.2 | |||||||||||||||
1,000,000 | # | Ares XII CLO Ltd., 3.485%, 11/25/20 | 999,097 | 0.1 | |||||||||||||||
2,750,000 | # | Atrium V, 0.922%, 07/20/20 | 2,671,141 | 0.2 | |||||||||||||||
650,000 | # | Atrium V, 3.932%, 07/20/20 | 644,713 | 0.0 | |||||||||||||||
1,500,000 | # | Babson CLO Ltd. 2006-I, 0.924%, 07/15/18 | 1,499,813 | 0.1 | |||||||||||||||
1,625,000 | # | Babson CLO, Inc. 2005-III, 0.633%, 11/10/19 | 1,605,880 | 0.1 | |||||||||||||||
3,000,000 | # | Babson CLO, Inc. 2005-III, 1.933%, 11/10/19 | 2,946,189 | 0.1 | |||||||||||||||
1,000,000 | # | Babson Mid-Market CLO, Inc. 2007-II, 1.084%, 04/15/21 | 955,783 | 0.1 | |||||||||||||||
2,000,000 | # | Babson Mid-Market CLO, Inc. 2007-II, 1.934%, 04/15/21 | 1,923,692 | 0.1 | |||||||||||||||
1,000,000 | # | Belhurst CLO Ltd., 0.934%, 01/15/20 | 971,926 | 0.1 | |||||||||||||||
800,000 | # | Callidus Debt Partners Clo Fund VI Ltd., 3.233%, 10/23/21 | 772,066 | 0.0 | |||||||||||||||
1,500,000 | # | Carlyle High Yield Partners IX Ltd., 0.565%, 08/01/21 | 1,461,173 | 0.1 | |||||||||||||||
1,250,000 | # | Carlyle High Yield Partners IX Ltd., 0.635%, 08/01/21 | 1,201,060 | 0.0 | |||||||||||||||
1,500,000 | # | Carlyle High Yield Partners IX Ltd., 1.835%, 08/01/21 | 1,450,309 | 0.1 | |||||||||||||||
1,050,000 | # | Carlyle Arnage CLO Ltd., 1.738%, 08/27/21 | 1,063,097 | 0.1 | |||||||||||||||
2,100,000 | # | Carlyle Veyron CLO Ltd., 0.914%, 07/15/18 | 2,085,138 | 0.1 | |||||||||||||||
1,850,000 | # | Castle Garden Funding, 0.984%, 10/27/20 | 1,825,944 | 0.1 |
VOYA INTERMEDIATE BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSET-BACKED SECURITIES: (continued) | |||||||||||||||||||
Other Asset-Backed Securities: (continued) | |||||||||||||||||||
600,000 | # | Castle Garden Funding, 4.984%, 10/27/20 | $ | 600,538 | 0.0 | ||||||||||||||
1,000,000 | # | Castle Garden Funding, 6.560%, 10/27/20 | 1,081,939 | 0.1 | |||||||||||||||
5,500,000 | # | CIFC Funding 2006-I Ltd., 1.834%, 10/20/20 | 5,329,758 | 0.3 | |||||||||||||||
3,200,000 | # | CIFC Funding 2006-II Ltd., 1.834%, 03/01/21 | 3,084,080 | 0.1 | |||||||||||||||
1,300,010 | # | CIFC Funding 2006-II Ltd., 4.234%, 03/01/21 | 1,278,131 | 0.1 | |||||||||||||||
1,750,000 | # | ColumbusNova CLO IV Ltd 2007-II, 2.484%, 10/15/21 | 1,763,885 | 0.1 | |||||||||||||||
750,000 | # | ColumbusNova CLO Ltd 2006-II, 0.983%, 04/04/18 | 735,692 | 0.0 | |||||||||||||||
2,000,000 | # | ColumbusNova CLO Ltd 2006-II, 1.733%, 04/04/18 | 1,946,142 | 0.1 | |||||||||||||||
1,000,000 | # | ColumbusNova CLO Ltd 2006-II, 3.983%, 04/04/18 | 1,000,735 | 0.1 | |||||||||||||||
1,000,000 | # | CP Uniq Aps, 2.034%, 04/15/18 | 981,886 | 0.1 | |||||||||||||||
87,565 | # | Credit-Based Asset Servicing and Securitization, LLC, 5.746%, 12/25/37 | 87,530 | 0.0 | |||||||||||||||
1,970,000 | # | Diamond Lake CLO Ltd., 1.834%, 12/01/19 | 1,911,783 | 0.1 | |||||||||||||||
3,500,000 | # | Eaton Vance CDO IX Ltd., 0.884%, 04/20/19 | 3,441,994 | 0.2 | |||||||||||||||
2,000,000 | # | Emporia Preferred Funding II Ltd., 1.184%, 10/18/18 | 1,978,716 | 0.1 | |||||||||||||||
1,912,668 | # | Emporia Preferred Funding, 0.734%, 10/18/18 | 1,911,809 | 0.1 | |||||||||||||||
1,950,000 | # | Fraser Sullivan CLO I Ltd., 2.034%, 03/15/20 | 1,896,162 | 0.1 | |||||||||||||||
1,450,000 | # | Fraser Sullivan CLO II Ltd., 0.633%, 12/20/20 | 1,428,253 | 0.0 | |||||||||||||||
1,500,000 | # | Fraser Sullivan CLO II Ltd., 0.953%, 12/20/20 | 1,473,279 | 0.1 | |||||||||||||||
1,500,000 | # | Fraser Sullivan CLO II Ltd., 1.733%, 12/20/20 | 1,448,796 | 0.1 | |||||||||||||||
1,665,927 | # | Galaxy VI CLO Ltd., 1.814%, 06/13/18 | 1,650,053 | 0.1 | |||||||||||||||
2,000,000 | # | Gallatin CLO III 2007-1 Ltd., 1.484%, 05/15/21 | 1,929,406 | 0.1 | |||||||||||||||
1,125,000 | # | GoldenTree Loan Opportunities III Ltd., 1.490%, 05/01/22 | 1,068,658 | 0.0 | |||||||||||||||
1,500,000 | # | Goldentree Loan Opportunities V Ltd., 3.484%, 10/18/21 | 1,496,043 | 0.1 | |||||||||||||||
1,825,000 | # | Gulf Stream — Compass CLO, 2.235%, 10/28/19 | 1,841,564 | 0.1 | |||||||||||||||
3,100,000 | # | Gulf Stream — Compass CLO, 3.685%, 10/28/19 | 3,101,723 | 0.2 | |||||||||||||||
1,500,000 | # | Gulf Stream — Sextant CLO 2007-1 Ltd., 2.635%, 06/17/21 | 1,434,615 | 0.1 | |||||||||||||||
3,040,000 | # | Gulf Stream — Sextant CLO, 1.834%, 08/21/20 | 2,979,109 | 0.1 | |||||||||||||||
ASSET-BACKED SECURITIES: (continued) | |||||||||||||||||||
Other Asset-Backed Securities: (continued) | |||||||||||||||||||
650,000 | # | Gulf Stream-Rashinban CLO 2006-1 Ltd., 0.915%, 11/26/20 | $ | 631,072 | 0.0 | ||||||||||||||
1,150,000 | # | Halcyon Structured Asset Management Long Secured/Short Unsecured, 0.687%, 08/07/21 | 1,130,956 | 0.0 | |||||||||||||||
1,350,000 | # | Halcyon Structured Asset Management Long Secured/Short Unsecured, 2.537%, 08/07/21 | 1,335,867 | 0.1 | |||||||||||||||
1,000,000 | # | Hewett’s Island Clo V Ltd., 0.934%, 12/05/18 | 994,571 | 0.1 | |||||||||||||||
900,000 | # | Invitation Homes 2013-SFR1 Trust, 2.900%, 12/17/30 | 852,223 | 0.0 | |||||||||||||||
1,380,000 | # | Invitation Homes Trust, 2.254%, 06/17/31 | 1,376,827 | 0.1 | |||||||||||||||
1,000,000 | # | Jersey Street CLO Ltd., 0.984%, 10/20/18 | 985,641 | 0.1 | |||||||||||||||
2,200,000 | # | Kennecott Funding Ltd., 2.034%, 01/13/18 | 2,176,671 | 0.1 | |||||||||||||||
750,000 | # | Kingsland I Ltd., 2.034%, 06/13/19 | 748,829 | 0.0 | |||||||||||||||
1,250,000 | # | Kingsland III Ltd., 0.885%, 08/24/21 | 1,198,893 | 0.1 | |||||||||||||||
1,500,000 | # | LCM V Ltd, 1.583%, 03/21/19 | 1,423,786 | 0.1 | |||||||||||||||
1,000,000 | # | LightPoint CLO V, 0.943%, 08/05/19 | 981,826 | 0.1 | |||||||||||||||
1,281,728 | # | Madison Park Funding IV Ltd., 3.833%, 03/22/21 | 1,243,721 | 0.0 | |||||||||||||||
1,480,000 | Madison Park Funding Ltd., 4.983%, 05/10/19 | 1,482,401 | 0.1 | ||||||||||||||||
1,750,000 | # | Madison Park Funding Ltd., 2.034%, 03/25/20 | 1,711,773 | 0.1 | |||||||||||||||
1,780,000 | # | Madison Park Funding Ltd., 2.133%, 05/10/19 | 1,780,569 | 0.1 | |||||||||||||||
1,000,000 | # | Madison Park Funding Ltd., 3.485%, 07/26/21 | 995,229 | 0.0 | |||||||||||||||
1,250,000 | # | Madison Park Funding Ltd., 5.485%, 07/26/21 | 1,252,809 | 0.1 | |||||||||||||||
1,100,000 | # | Momentum Capital Fund Ltd., 1.634%, 09/18/21 | 1,086,642 | 0.1 | |||||||||||||||
1,550,000 | # | Morgan Stanley Investment Management Croton Ltd, 0.684%, 01/15/18 | 1,540,046 | 0.1 | |||||||||||||||
4,000,000 | # | MSIM Peconic Bay Ltd., 2.234%, 07/20/19 | 4,024,928 | 0.2 | |||||||||||||||
4,000,000 | # | Muir Grove CLO Ltd., 2.234%, 03/25/20 | 4,000,436 | 0.2 | |||||||||||||||
1,500,000 | # | Muir Grove CLO Ltd., 3.234%, 03/25/20 | 1,497,664 | 0.1 | |||||||||||||||
850,000 | # | Northwoods Capital VII Ltd., 3.732%, 10/22/21 | 850,213 | 0.0 | |||||||||||||||
1,000,000 | # | Oak Hill Credit Partners IV Ltd., 1.931%, 05/17/21 | 992,792 | 0.1 | |||||||||||||||
1,500,000 | # | Ocean Trails CLO I, 0.984%, 10/12/20 | 1,441,445 | 0.1 |
VOYA INTERMEDIATE BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSET-BACKED SECURITIES: (continued) | |||||||||||||||||||
Other Asset-Backed Securities: (continued) | |||||||||||||||||||
4,517,210 | Securitized Asset Backed Receivables LLC Trust 2006-NC2, 0.395%, 03/25/36 | $ | 3,984,188 | 0.2 | |||||||||||||||
1,000,000 | # | Silverado CLO 2006-I Ltd., 1.984%, 04/11/20 | 999,671 | 0.1 | |||||||||||||||
2,200,000 | # | Stanfield Arnage CLO Ltd., 2.438%, 08/27/21 | 2,215,796 | 0.1 | |||||||||||||||
2,000,000 | # | Trade MAPS 1 Ltd., 2.402%, 12/10/18 | 2,020,000 | 0.1 | |||||||||||||||
1,550,000 | # | WhiteHorse III Ltd./Corp, 0.990%, 05/01/18 | 1,548,412 | 0.1 | |||||||||||||||
1,250,000 | # | WhiteHorse III Ltd/Corp, 2.090%, 05/01/18 | 1,238,416 | 0.0 | |||||||||||||||
6,617,916 | Other Securities | 6,131,859 | 0.3 | ||||||||||||||||
134,160,961 | 7.2 | ||||||||||||||||||
Total Asset-Backed Securities (Cost $165,022,592) | 166,348,859 | 8.9 | |||||||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 30.3% | |||||||||||||||||||
Federal Home Loan Mortgage Corporation: 6.7%## | |||||||||||||||||||
15,793,000 | W | 3.000%, due 06/15/42 | 15,547,468 | 0.8 | |||||||||||||||
25,570,000 | W | 3.500%, due 02/15/41 | 26,100,376 | 1.4 | |||||||||||||||
2,088,982 | ˆˆ | 4.000%, due 01/15/36 | 2,010,085 | 0.1 | |||||||||||||||
10,916,000 | W | 4.000%, due 06/15/40 | 11,459,236 | 0.6 | |||||||||||||||
4,568,207 | 4.000%, due 12/01/41 | 4,817,432 | 0.3 | ||||||||||||||||
9,081,349 | ˆ | 4.000%, due 04/15/43 | 1,774,951 | 0.1 | |||||||||||||||
3,735,404 | 4.000%, due 09/01/44 | 3,939,194 | 0.2 | ||||||||||||||||
6,738,694 | ˆ | 4.500%, due 12/15/40 | 1,236,694 | 0.1 | |||||||||||||||
1,040,703 | ˆ | 4.946%, due 03/15/33 | 1,095,068 | 0.1 | |||||||||||||||
4,037,444 | 5.500%, due 02/15/36 | 4,483,579 | 0.2 | ||||||||||||||||
5,931,991 | 5.500%, due 11/01/38 | 6,663,141 | 0.3 | ||||||||||||||||
10,479,492 | ˆ | 5.846%, due 05/15/36 | 1,154,905 | 0.1 | |||||||||||||||
4,104,370 | ˆ | 5.896%, due 07/15/40 | 637,814 | 0.0 | |||||||||||||||
375,210 | ˆ | 6.000%, due 04/15/33 | 88,423 | 0.0 | |||||||||||||||
5,963,976 | ˆ | 6.331%, due 06/15/36 | 960,031 | 0.0 | |||||||||||||||
3,972,158 | ˆ | 6.396%, due 05/15/41 | 814,133 | 0.0 | |||||||||||||||
9,538,982 | ˆ | 6.446%, due 09/15/34 | 1,105,503 | 0.1 | |||||||||||||||
39,574,796 | W | 0.504%–7.000%, due 12/15/17–03/01/44 | 42,653,028 | 2.3 | |||||||||||||||
126,541,061 | 6.7 | ||||||||||||||||||
Federal National Mortgage Association: 18.5%## | |||||||||||||||||||
45,951,000 | W | 3.000%, due 07/25/42 | 45,173,779 | 2.4 | |||||||||||||||
12,170,741 | 3.000%, due 05/01/43 | 12,022,819 | 0.6 | ||||||||||||||||
6,099,736 | 3.000%, due 07/01/43 | 6,024,320 | 0.3 | ||||||||||||||||
5,520,000 | W | 3.500%, due 07/25/26 | 5,802,900 | 0.3 | |||||||||||||||
77,656,000 | W | 3.500%, due 04/25/42 | 79,148,454 | 4.2 | |||||||||||||||
11,903,110 | ˆ | 3.500%, due 06/25/42 | 1,730,368 | 0.1 | |||||||||||||||
469,999 | ˆ | 4.000%, due 11/01/18 | 27,080 | 0.0 | |||||||||||||||
74,861,000 | W | 4.000%, due 08/25/40 | 78,661,366 | 4.2 | |||||||||||||||
7,389,581 | ˆ | 4.000%, due 04/25/41 | 1,264,767 | 0.1 | |||||||||||||||
4,547,822 | 4.000%, due 07/01/42 | 4,802,268 | 0.3 | ||||||||||||||||
4,655,561 | 4.000%, due 07/01/42 | 4,919,388 | 0.3 | ||||||||||||||||
4,163,769 | 4.250%, due 11/01/43 | 4,451,129 | 0.2 | ||||||||||||||||
4,262,761 | 4.500%, due 10/25/34 | 4,611,806 | 0.2 | ||||||||||||||||
38,855,000 | W | 4.500%, due 11/15/35 | 41,819,210 | 2.2 | |||||||||||||||
5,673,120 | 5.500%, due 10/01/39 | 6,359,564 | 0.3 | ||||||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | |||||||||||||||||||
Federal National Mortgage Association: (continued) | |||||||||||||||||||
8,851,190 | ˆ | 5.996%, due 11/25/39 | $ | 1,196,179 | 0.1 | ||||||||||||||
608,714 | ˆ | 6.000%, due 08/25/33 | 136,277 | 0.0 | |||||||||||||||
5,686,739 | 6.000%, due 01/01/38 | 6,550,878 | 0.4 | ||||||||||||||||
7,841,102 | ˆ | 6.396%, due 09/25/40 | 1,468,245 | 0.1 | |||||||||||||||
21,092,382 | ˆ | 6.446%, due 04/25/31 | 3,888,741 | 0.2 | |||||||||||||||
16,736,741 | ˆ | 6.466%, due 06/25/40 | 2,939,499 | 0.2 | |||||||||||||||
843,966 | ˆ | 6.546%, due 08/25/26 | 115,562 | 0.0 | |||||||||||||||
4,911,381 | ˆ | 6.546%, due 07/25/42 | 937,946 | 0.1 | |||||||||||||||
2,780,007 | ˆ | 6.586%, due 01/25/37 | 516,431 | 0.0 | |||||||||||||||
10,117,739 | ˆ | 6.596%, due 10/25/35 | 1,821,901 | 0.1 | |||||||||||||||
723,164 | ˆ | 7.532%, due 02/17/29 | 127,869 | 0.0 | |||||||||||||||
26,947,142 | 0.554%–32.678%, due 08/01/16–07/01/42 | 29,703,123 | 1.6 | ||||||||||||||||
346,221,869 | 18.5 | ||||||||||||||||||
Government National Mortgage Association: 5.1% | |||||||||||||||||||
20,018,000 | 3.500%, due 07/20/42 | 20,685,787 | 1.1 | ||||||||||||||||
5,975,000 | 4.000%, due 06/20/41 | 6,332,566 | 0.3 | ||||||||||||||||
26,124,000 | 4.500%, due 03/20/39 | 28,336,375 | 1.5 | ||||||||||||||||
6,751,943 | 4.500%, due 05/16/39 | 7,316,496 | 0.4 | ||||||||||||||||
3,229,498 | ˆ | 4.500%, due 09/20/41 | 633,849 | 0.0 | |||||||||||||||
860,921 | ˆ | 5.000%, due 06/16/39 | 5,039 | 0.0 | |||||||||||||||
2,212,452 | ˆ | 5.000%, due 04/20/40 | 924,257 | 0.1 | |||||||||||||||
13,643,760 | ˆ | 5.196%, due 05/16/41 | 2,120,615 | 0.1 | |||||||||||||||
6,297,391 | ˆ | 5.697%, due 06/20/40 | 991,197 | 0.1 | |||||||||||||||
35,892,406 | ˆ | 5.946%, due 05/16/40 | 5,259,483 | 0.3 | |||||||||||||||
2,209,669 | ˆ | 6.047%, due 06/20/38 | 242,831 | 0.0 | |||||||||||||||
3,829,032 | ˆ | 6.047%, due 04/20/39 | 552,390 | 0.0 | |||||||||||||||
15,427,416 | ˆ | 6.147%, due 05/20/39 | 1,577,408 | 0.1 | |||||||||||||||
2,804,303 | ˆ | 6.247%, due 04/20/38 | 411,750 | 0.0 | |||||||||||||||
1,326,849 | ˆ | 6.346%, due 05/16/38 | 225,653 | 0.0 | |||||||||||||||
3,478,590 | ˆ | 6.397%, due 01/20/38 | 502,995 | 0.0 | |||||||||||||||
15,894,646 | ˆ | 6.467%, due 08/20/40 | 3,307,873 | 0.2 | |||||||||||||||
7,283,920 | ˆ | 6.496%, due 09/16/40 | 1,320,240 | 0.1 | |||||||||||||||
2,286,312 | ˆ | 6.616%, due 02/16/35 | 402,342 | 0.0 | |||||||||||||||
113,887 | ˆ | 8.096%, due 06/16/31 | 11,114 | 0.0 | |||||||||||||||
13,933,528 | 4.000%–5.500%, due 05/20/39–10/20/60 | 15,166,357 | 0.8 | ||||||||||||||||
96,326,617 | 5.1 | ||||||||||||||||||
Total U.S. Government Agency Obligations (Cost $561,571,506) | 569,089,547 | 30.3 | |||||||||||||||||
FOREIGN GOVERNMENT BONDS: 3.1% | |||||||||||||||||||
1,200,000 | # | Aruba Government Bond, 4.625%, 09/14/23 | 1,212,000 | 0.1 | |||||||||||||||
277,600 | #, L | Belize Government International Bond, 5.000%, 02/20/38 | 207,506 | 0.0 | |||||||||||||||
700,000 | # | Bolivian Government International Bond, 5.950%, 08/22/23 | 754,250 | 0.1 | |||||||||||||||
350,000 | # | Costa Rica Government International Bond, 4.250%, 01/26/23 | 324,625 | 0.0 | |||||||||||||||
300,000 | # | Dominican Republic International Bond, 6.600%, 01/28/24 | 322,500 | 0.0 |
VOYA INTERMEDIATE BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
FOREIGN GOVERNMENT BONDS: (continued) | |||||||||||||||||||
232,000 | # | El Salvador Government International Bond, 5.875%, 01/30/25 | $ | 229,100 | 0.0 | ||||||||||||||
290,380 | # | Gabonese Republic, 6.375%, 12/12/24 | 310,707 | 0.0 | |||||||||||||||
300,000 | # | Guatemala Government Bond, 4.875%, 02/13/28 | 308,250 | 0.0 | |||||||||||||||
1,000,000 | # | Hrvatska Elektroprivreda, 6.000%, 11/09/17 | 1,053,720 | 0.1 | |||||||||||||||
1,320,000 | # | Indonesia Government International Bond, 3.750%, 04/25/22 | 1,280,400 | 0.1 | |||||||||||||||
600,000 | # | KazAgro National Management Holding JSC, 4.625%, 05/24/23 | 571,620 | 0.0 | |||||||||||||||
600,000 | # | Kazakhstan Temir Zholy Finance BV, 6.950%, 07/10/42 | 651,324 | 0.1 | |||||||||||||||
264,000 | # | Lithuania Government International Bond, 6.625%, 02/01/22 | 315,150 | 0.0 | |||||||||||||||
600,000 | # | Morocco Government International Bond, 4.250%, 12/11/22 | 598,620 | 0.0 | |||||||||||||||
330,000 | # | Petroleos Mexicanos, 4.875%, 01/18/24 | 346,995 | 0.0 | |||||||||||||||
1,000,000 | # | Republic of Latvia, 2.750%, 01/12/20 | 986,250 | 0.1 | |||||||||||||||
600,000 | # | Republic of Paraguay, 4.625%, 01/25/23 | 614,100 | 0.0 | |||||||||||||||
136,000 | # | Romanian Government International Bond, 4.375%, 08/22/23 | 139,774 | 0.0 | |||||||||||||||
630,000 | # | Republic of Serbia, 5.250%, 11/21/17 | 650,475 | 0.0 | |||||||||||||||
1,000,000 | # | Transnet SOC Ltd., 4.000%, 07/26/22 | 946,450 | 0.1 | |||||||||||||||
3,631,000 | Turkey Government International Bond, 5.125%-7.375%, 03/25/22-01/14/41 | 4,111,382 | 0.2 | ||||||||||||||||
7,212,000 | Ukraine Government AID Bonds, 1.844%, 05/16/19 | 7,204,788 | 0.4 | ||||||||||||||||
300,000 | #, L | Zambia Government International Bond, 5.375%, 09/20/22 | 286,500 | 0.0 | |||||||||||||||
33,147,526 | Other Securities(a) | 34,183,543 | 1.8 | ||||||||||||||||
Total Foreign Government Bonds (Cost $57,914,153) | 57,610,029 | 3.1 | |||||||||||||||||
# of Contracts | | | | Value | | Percentage of Net Assets | |||||||||||||
PURCHASED OPTIONS: 0.1% | |||||||||||||||||||
Interest Rate Swaptions: 0.1% | |||||||||||||||||||
331,320,000 | @ | Receive a fixed rate equal to 2.000% and pay a floating rate equal to the 3-month USD-LIBOR-BBA, Exp. 11/03/14 Counterparty: Deutsche Bank AG | $ | 1,283,783 | 0.1 | ||||||||||||||
343,506,087 | @ | Receive a floating rate equal to the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 5.008%, Exp. 05/29/15 Counterparty: Goldman Sachs & Co. | 282,754 | 0.0 | |||||||||||||||
1,566,537 | 0.1 | ||||||||||||||||||
Total Purchased Options (Cost $4,234,344) | 1,566,537 | 0.1 | |||||||||||||||||
Total Long-Term Investments (Cost $1,936,880,664) | 1,956,759,791 | 104.4 | |||||||||||||||||
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
SHORT-TERM INVESTMENTS: 15.4% | |||||||||||||||||||
Securities Lending Collateralcc(1): 1.0% | |||||||||||||||||||
4,360,809 | Bank of Nova Scotia, Repurchase Agreement dated 09/30/14, 0.00%, due 10/01/14 (Repurchase Amount $4,360,809, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.180%–8.500%, Market Value plus accrued interest $4,451,613, due 11/17/14–11/15/42) | 4,360,809 | 0.3 | ||||||||||||||||
4,360,809 | Daiwa Capital Markets, Repurchase Agreement dated 09/30/14, 0.01%, due 10/01/14 (Repurchase Amount $4,360,810, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–11.250%, Market Value plus accrued interest $4,448,025, due 10/23/14–03/01/48) | 4,360,809 | 0.2 | ||||||||||||||||
1,281,839 | Millenium Fixed Income Ltd., Repurchase Agreement dated 09/30/14, 0.02%, due 10/01/14 (Repurchase Amount $1,281,840, collateralized by various U.S. Government Securities, 0.750%–2.125%, Market Value plus accrued interest $1,307,476, due 12/31/15–06/30/18) | 1,281,839 | 0.1 |
VOYA INTERMEDIATE BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||||||
Securities Lending Collateralcc(1): (continued) | |||||||||||||||||||
4,360,809 | Nomura Securities, Repurchase Agreement dated 09/30/14, 0.00%, due 10/01/14 (Repurchase Amount $4,360,809, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–7.500%, Market Value plus accrued interest $4,448,025, due 10/02/14–10/01/44) | $ | 4,360,809 | 0.2 | |||||||||||||||
3,996,999 | State of Wisconsin Investment Board, Repurchase Agreement dated 09/30/14, 0.05%, due 10/01/14 (Repurchase Amount $3,997,004, collateralized by various U.S. Government Securities, 0.125%–2.500%, Market Value plus accrued interest $4,076,675, due 04/15/16–01/15/29) | 3,996,999 | 0.2 | ||||||||||||||||
18,361,265 | 1.0 | ||||||||||||||||||
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
Mutual Funds: 14.4% | |||||||||||||||||||
270,517,414 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.030%†† (Cost $270,517,414) | 270,517,414 | 14.4 | ||||||||||||||||
Total Short-Term Investments (Cost $288,878,679) | 288,878,679 | 15.4 | |||||||||||||||||
Total Investments in Securities (Cost $2,225,759,343) | $ | 2,245,638,470 | 119.8 | ||||||||||||||||
Liabilities in Excess of Other Assets | (370,620,806 | ) | (19.8 | ) | |||||||||||||||
Net Assets | $ | 1,875,017,664 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of September 30, 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. |
@ | Non-income producing security |
& | 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 September 30, 2014. |
± | Defaulted security |
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 |
Cost for federal income tax purposes is $2,226,638,982. |
Net unrealized appreciation consists of: |
Gross Unrealized Appreciation | $ | 32,851,637 | ||||
Gross Unrealized Depreciation | (13,852,149 | ) | ||||
Net Unrealized Appreciation | $ | 18,999,488 |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at September 30, 2014 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Purchased Options | $ | — | $ | 1,566,537 | $ | — | $ | 1,566,537 | ||||||||||
Corporate Bonds/Notes | — | 505,686,741 | — | 505,686,741 | ||||||||||||||
Collateralized Mortgage Obligations | — | 203,721,268 | 5,184,548 | 208,905,816 | ||||||||||||||
Short-Term Investments | 270,517,414 | 18,361,265 | — | 288,878,679 | ||||||||||||||
U.S. Government Agency Obligations | — | 569,089,547 | — | 569,089,547 | ||||||||||||||
U.S. Treasury Obligations | — | 447,552,262 | — | 447,552,262 |
VOYA INTERMEDIATE BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (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 September 30, 2014 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments, at fair value (continued) | ||||||||||||||||||
Asset-Backed Securities | $ | — | $ | 161,424,101 | $ | 4,924,758 | $ | 166,348,859 | ||||||||||
Foreign Government Bonds | — | 57,610,029 | — | 57,610,029 | ||||||||||||||
Total Investments, at fair value | $ | 270,517,414 | $ | 1,965,011,750 | $ | 10,109,306 | $ | 2,245,638,470 | ||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Forward Foreign Currency Contracts | — | 36,785 | — | 36,785 | ||||||||||||||
Futures | 1,117,681 | — | — | 1,117,681 | ||||||||||||||
Total Assets | $ | 271,635,095 | $ | 1,965,048,535 | $ | 10,109,306 | $ | 2,246,792,936 | ||||||||||
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | (66,459 | ) | $ | — | $ | (66,459 | ) | ||||||||
Futures | (118,482 | ) | — | — | (118,482 | ) | ||||||||||||
OTC Swaps | — | (2,370,149 | ) | — | (2,370,149 | ) | ||||||||||||
Written Options | — | (2,030,092 | ) | — | (2,030,092 | ) | ||||||||||||
Total Liabilities | $ | (118,482 | ) | $ | (4,466,700 | ) | $ | — | $ | (4,585,182 | ) |
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) | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Barclays Bank PLC | EU Euro | 908,756 | Buy | 11/21/14 | $ | 1,214,666 | $ | 1,148,207 | $ | (66,459 | ) | |||||||||||||||||||
$ | (66,459 | ) | ||||||||||||||||||||||||||||
BNP Paribas Bank | Brazilian Real | 295,654 | Sell | 12/19/14 | $ | 127,933 | $ | 118,223 | $ | 9,711 | ||||||||||||||||||||
Deutsche Bank AG | South African Rand | 6,920,236 | Sell | 12/19/14 | 632,117 | 605,043 | 27,074 | |||||||||||||||||||||||
$ | 36,785 |
Contract Description | Number of Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Long Contracts | ||||||||||||||||||
U.S. Treasury 2-Year Note | 268 | 12/31/14 | $ | 58,650,128 | $ | (13,230 | ) | |||||||||||
U.S. Treasury Ultra Long Bond | 107 | 12/19/14 | 16,317,500 | (105,252 | ) | |||||||||||||
$ | 74,967,628 | $ | (118,482 | ) | ||||||||||||||
Short Contracts | ||||||||||||||||||
U.S. Treasury 10-Year Note | (821 | ) | 12/19/14 | (102,329,957 | ) | 652,236 | ||||||||||||
U.S. Treasury 5-Year Note | (508 | ) | 12/31/14 | (60,074,967 | ) | 141,701 | ||||||||||||
U.S. Treasury Long Bond | (298 | ) | 12/19/14 | (41,096,063 | ) | 323,744 | ||||||||||||
$ | (203,500,987 | ) | $ | 1,117,681 |
VOYA INTERMEDIATE BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (CONTINUED) |
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 17,179,440 | $ | (1,423,211 | ) | $ | (1,097,253 | ) | $ | (325,958 | ) | |||||||||||||||||||
Deutsche Bank AG | CDX.EM.19 Index | Buy | (5.000 | ) | 06/20/18 | USD 4,708,460 | (390,067 | ) | (293,665 | ) | (96,402 | ) | ||||||||||||||||||||||
HSBC | CDX.EM.19 Index | Buy | (5.000 | ) | 06/20/18 | USD 6,721,940 | (556,871 | ) | (420,794 | ) | (136,077 | ) | ||||||||||||||||||||||
$ | (2,370,149 | ) | $ | (1,811,712 | ) | $ | (558,437 | ) |
(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. |
Description | | Counterparty | | Floating Rate Index/Underlying Reference Entity | | Pay/Receive Floating | | Exercise Rate | | Expiration Date | | Notional Amount | | Premiums Received | | Fair Value | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Call OTC Swaption | Deutsche Bank AG | 3-month USB-LIBOR-BBA | Receive | 2.760% | 11/03/14 | USD 175,600,000 | $ | 2,331,639 | $ | (2,030,092 | ) | |||||||||||||||||||||||
Total Written Swaptions | $ | 2,331,639 | $ | (2,030,092 | ) |
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Asset Derivatives | ||||||||||
Interest rate contracts | Investments in securities at value* | $ | 1,566,537 | |||||||
Foreign exchange contracts | Unrealized appreciation on forward foreign currency contracts | 36,785 | ||||||||
Interest rate contracts | Net Assets — Unrealized appreciation** | 1,117,681 | ||||||||
Total Asset Derivatives | $ | 2,721,003 | ||||||||
Liability Derivatives | ||||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 66,459 | |||||||
Credit contracts | Upfront payments received on OTC swap agreements | 1,811,712 | ||||||||
Credit contracts | Unrealized depreciation on OTC swap agreements | 558,437 | ||||||||
Interest rate contracts | Net Assets — Unrealized depreciation** | 118,482 | ||||||||
Interest rate contracts | Written options, at fair value | 2,030,092 | ||||||||
Total Liability Derivatives | $ | 4,585,182 |
* | Includes purchased options. |
** | Includes cumulative appreciation/depreciation of futures contracts as reported in the table following the Summary Portfolio of Investments. |
VOYA INTERMEDIATE BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (CONTINUED) |
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 | $ | — | $ | — | $ | — | $ | 620,941 | $ | — | $ | 620,941 | |||||||||||||||
Foreign exchange contracts | — | 99,795 | — | — | — | 99,795 | |||||||||||||||||||||
Interest rate contracts | 1,641,508 | — | (3,501,016 | ) | 199,530 | (540,645 | ) | (2,200,623 | ) | ||||||||||||||||||
Total | $ | 1,641,508 | $ | 99,795 | $ | (3,501,016 | ) | $ | 820,471 | $ | (540,645 | ) | $ | (1,479,887 | ) | ||||||||||||
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | |||||||||||||||||||||||||||
Derivatives not accounted for as hedging instruments | Investments* | Foreign currency related transactions** | Futures | Swaps | Written Options | Total | |||||||||||||||||||||
Credit contracts | $ | — | $ | — | $ | — | $ | (657,602 | ) | $ | — | $ | (657,602 | ) | |||||||||||||
Foreign exchange contracts | — | (185,464 | ) | — | — | — | (185,464 | ) | |||||||||||||||||||
Interest rate contracts | (2,667,807 | ) | — | 1,146,862 | — | 301,547 | (1,219,398 | ) | |||||||||||||||||||
Total | $ | (2,667,807 | ) | $ | (185,464 | ) | $ | 1,146,862 | $ | (657,602 | ) | $ | 301,547 | $ | (2,062,464 | ) |
* | 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. |
Barclays Bank PLC | BNP Paribas Bank | Deutsche Bank AG | Goldman Sachs & Co. | HSBC | Totals | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Assets: | ||||||||||||||||||||||||||
Purchased options | $ | — | $ | — | $ | 1,283,783 | $ | 282,754 | $ | — | $ | 1,566,537 | ||||||||||||||
Forward foreign currency contracts | — | 9,711 | 27,074 | — | — | 36,785 | ||||||||||||||||||||
Total Assets | $ | — | $ | 9,711 | $ | 1,310,857 | $ | 282,754 | $ | — | $ | 1,603,322 | ||||||||||||||
Liabilities: | ||||||||||||||||||||||||||
Credit default swaps | $ | — | $ | — | $ | 1,813,278 | $ | — | $ | 556,871 | $ | 2,370,149 | ||||||||||||||
Forward foreign currency contracts | 66,459 | — | — | — | — | 66,459 | ||||||||||||||||||||
Written options | — | — | 2,030,092 | — | — | 2,030,092 | ||||||||||||||||||||
Total Liabilities | $ | 66,459 | $ | — | $ | 3,843,370 | $ | — | $ | 556,871 | $ | 4,466,700 | ||||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | (66,459 | ) | $ | 9,711 | $ | (2,532,513 | ) | $ | 282,754 | $ | (556,871 | ) | $ | (2,863,378 | ) | ||||||||||
Total collateral pledged by the Fund/(Received from counterparty) | $ | — | $ | — | $ | 2,700,000 | $ | — | $ | 560,000 | $ | 3,260,000 | ||||||||||||||
Net Exposure(1) | $ | (66,459 | ) | $ | 9,711 | $ | 167,487 | $ | 282,754 | $ | 3,129 | $ | 396,622 |
(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 SEPTEMBER 30, 2014 (UNAUDITED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: 56.6% | |||||||||||||||||||
Basic Materials: 1.5% | |||||||||||||||||||
500,000 | #, L | FMG Resources August 2006 Pty Ltd., 6.000%, 04/01/17 | $ | 505,312 | 0.3 | ||||||||||||||
330,000 | # | Xstrata Finance Canada Ltd., 2.050%, 10/23/15 | 333,762 | 0.2 | |||||||||||||||
1,695,000 | Other Securities | 1,708,117 | 1.0 | ||||||||||||||||
2,547,191 | 1.5 | ||||||||||||||||||
Communications: 5.5% | |||||||||||||||||||
862,000 | AT&T, Inc., 0.800%–1.400%, 12/01/15–12/01/17 | 861,158 | 0.5 | ||||||||||||||||
850,000 | Cisco Systems, Inc., 1.100%, 03/03/17 | 849,857 | 0.5 | ||||||||||||||||
822,000 | Thomson Reuters Corp., 0.875%–1.650%, 05/23/16–09/29/17 | 821,111 | 0.5 | ||||||||||||||||
1,500,000 | Verizon Communications, Inc., 3.000%, 04/01/16 | 1,546,642 | 0.9 | ||||||||||||||||
409,000 | # | Verizon Communications, Inc., 2.625%, 02/21/20 | 404,472 | 0.2 | |||||||||||||||
4,707,000 | Other Securities | 4,945,498 | 2.9 | ||||||||||||||||
9,428,738 | 5.5 | ||||||||||||||||||
Consumer, Cyclical: 3.5% | |||||||||||||||||||
700,000 | # | Daimler Finance North America LLC, 1.250%, 01/11/16 | 704,927 | 0.4 | |||||||||||||||
277,000 | # | Glencore Funding LLC, 1.700%, 05/27/16 | 278,975 | 0.2 | |||||||||||||||
180,000 | # | Hyundai Capital America, 1.625%, 10/02/15 | 181,275 | 0.1 | |||||||||||||||
300,000 | # | Hyundai Capital America, 1.875%, 08/09/16 | 303,839 | 0.2 | |||||||||||||||
200,000 | # | Volkswagen International Finance NV, 1.125%, 11/18/16 | 200,296 | 0.1 | |||||||||||||||
4,199,000 | Other Securities | 4,304,726 | 2.5 | ||||||||||||||||
5,974,038 | 3.5 | ||||||||||||||||||
Consumer, Non-cyclical: 12.0% | |||||||||||||||||||
582,000 | # | Actavis Funding SCS, 1.300%, 06/15/17 | 571,549 | 0.4 | |||||||||||||||
677,000 | Cigna Corp., 2.750%, 11/15/16 | 700,063 | 0.4 | ||||||||||||||||
837,000 | Diageo Capital PLC, 0.625%–1.500%, 04/29/16–05/11/17 | 838,796 | 0.5 | ||||||||||||||||
664,000 | McKesson Corp., 0.950%, 12/04/15 | 664,969 | 0.4 | ||||||||||||||||
303,000 | McKesson Corp., 1.292%, 03/10/17 | 302,102 | 0.2 | ||||||||||||||||
386,000 | # | Mylan, Inc., 6.000%, 11/15/18 | 399,987 | 0.2 | |||||||||||||||
911,000 | PepsiCo, Inc., 0.700%–1.250%, 08/13/15–08/13/17 | 911,607 | 0.5 | ||||||||||||||||
323,000 | # | Perrigo Co. Plc, 1.300%, 11/08/16 | 323,437 | 0.2 | |||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Consumer, Non-cyclical: (continued) | |||||||||||||||||||
671,000 | Philip Morris International, Inc., 2.500%, 05/16/16 | $ | 690,230 | 0.4 | |||||||||||||||
671,000 | UnitedHealth Group, Inc., 0.850%, 10/15/15 | 673,159 | 0.4 | ||||||||||||||||
500,000 | # | Valeant Pharmaceuticals International, 6.750%, 10/01/17 | 517,600 | 0.3 | |||||||||||||||
359,000 | # | WM Wrigley Jr Co., 1.400%, 10/21/16 | 360,946 | 0.2 | |||||||||||||||
13,257,000 | Other Securities(a) | 13,570,243 | 7.9 | ||||||||||||||||
20,524,688 | 12.0 | ||||||||||||||||||
Energy: 3.3% | |||||||||||||||||||
741,000 | BP Capital Markets PLC, 0.700%–2.248%, 11/06/15–11/01/16 | 746,767 | 0.4 | ||||||||||||||||
4,793,000 | Other Securities | 4,876,575 | 2.9 | ||||||||||||||||
5,623,342 | 3.3 | ||||||||||||||||||
Financial: 25.0% | |||||||||||||||||||
450,000 | # | ABN AMRO Bank NV, 1.375%, 01/22/16 | 453,286 | 0.3 | |||||||||||||||
740,000 | American International Group, Inc., 5.600%, 10/18/16 | 805,961 | 0.5 | ||||||||||||||||
276,000 | # | ARC Properties Operating Partnership L.P./Clark Acquisition LLC, 2.000%, 02/06/17 | 276,022 | 0.2 | |||||||||||||||
600,000 | Bank of America Corp., 1.250%, 01/11/16 | 602,712 | 0.4 | ||||||||||||||||
1,100,000 | Bank of America Corp., 2.600%, 01/15/19 | 1,098,738 | 0.6 | ||||||||||||||||
660,000 | Bank of America Corp., 3.750%, 07/12/16 | 689,216 | 0.4 | ||||||||||||||||
320,000 | Bank of Nova Scotia AM8, 2.550%, 01/12/17 | 330,057 | 0.2 | ||||||||||||||||
675,000 | Bank of Nova Scotia, 0.750%, 10/09/15 | 677,189 | 0.4 | ||||||||||||||||
506,000 | Bank of Nova Scotia, 1.300%, 07/21/17 | 503,838 | 0.3 | ||||||||||||||||
425,000 | # | Bank of Tokyo-Mitsubishi UFJ Ltd/The, 1.550%, 09/09/16 | 429,351 | 0.2 | |||||||||||||||
339,000 | # | Banque Federative du Credit Mutuel SA, 1.700%, 01/20/17 | 340,639 | 0.2 | |||||||||||||||
870,000 | Barclays Bank PLC, 5.000%, 09/22/16 | 934,300 | 0.5 | ||||||||||||||||
900,000 | BB&T Corp., 1.600%, 08/15/17 | 903,148 | 0.5 | ||||||||||||||||
210,000 | BB&T Corp., 5.200%, 12/23/15 | 220,962 | 0.2 | ||||||||||||||||
500,000 | # | BBVA Banco Continental SA, 2.250%, 07/29/16 | 506,250 | 0.3 | |||||||||||||||
330,000 | Berkshire Hathaway Finance Corp., 1.600%, 05/15/17 | 333,849 | 0.2 |
VOYA SHORT TERM BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Financial: (continued) | |||||||||||||||||||
819,000 | Berkshire Hathaway Finance Corp., 2.450%, 12/15/15 | $ | 838,263 | 0.5 | |||||||||||||||
781,000 | Fifth Third Bancorp., 3.625%, 01/25/16 | 808,704 | 0.5 | ||||||||||||||||
1,531,000 | Goldman Sachs Group, Inc., 1.600%–3.625%, 11/23/15–01/22/18 | 1,554,787 | 0.9 | ||||||||||||||||
426,000 | # | HSBC Bank PLC, 1.500%, 05/15/18 | 420,551 | 0.2 | |||||||||||||||
442,000 | JPMorgan Chase & Co., 1.625%, 05/15/18 | 436,273 | 0.2 | ||||||||||||||||
975,000 | JPMorgan Chase & Co., 3.150%, 07/05/16 | 1,009,272 | 0.6 | ||||||||||||||||
1,078,000 | Manufacturers & Traders Trust Co., 1.400%–1.450%, 07/25/17–03/07/18 | 1,071,794 | 0.6 | ||||||||||||||||
312,000 | # | MassMutual Global Funding II, 3.125%, 04/14/16 | 322,762 | 0.2 | |||||||||||||||
289,000 | # | Mizuho Bank Ltd., 1.300%, 04/16/17 | 287,523 | 0.2 | |||||||||||||||
937,000 | Morgan Stanley, 1.750%–5.450%, 02/25/16–04/25/18 | 960,765 | 0.6 | ||||||||||||||||
300,000 | # | National Australia Bank Ltd., 1.250%, 03/08/18 | 295,977 | 0.2 | |||||||||||||||
500,000 | # | Nordea Bank AB, 0.875%, 05/13/16 | 500,155 | 0.3 | |||||||||||||||
865,000 | PNC Funding Corp., 2.700%–5.625%, 09/19/16–02/01/17 | 925,104 | 0.5 | ||||||||||||||||
861,000 | Regions Financial Corp., 2.000%–7.750%, 11/10/14–05/15/18 | 872,204 | 0.5 | ||||||||||||||||
1,225,000 | Royal Bank of Canada, 0.850%–1.500%, 03/08/16–01/16/18 | 1,224,378 | 0.7 | ||||||||||||||||
848,000 | State Street Corp., 1.350%–2.875%, 03/07/16–05/15/18 | 860,677 | 0.5 | ||||||||||||||||
680,000 | Sumitomo Mitsui Banking Corp., 1.500%, 01/18/18 | �� | 671,736 | 0.4 | |||||||||||||||
286,000 | # | WEA Finance LLC / Westfield UK & Europe Finance PLC, 1.750%, 09/15/17 | 286,646 | 0.2 | |||||||||||||||
422,000 | Wells Fargo & Co., 1.500%, 01/16/18 | 419,953 | 0.2 | ||||||||||||||||
644,000 | Wells Fargo & Co., 2.100%, 05/08/17 | 657,260 | 0.4 | ||||||||||||||||
18,975,000 | Other Securities | 19,205,682 | 11.2 | ||||||||||||||||
42,735,984 | 25.0 | ||||||||||||||||||
Industrial: 1.7% | |||||||||||||||||||
500,000 | # | Aviation Capital Group Corp., 3.875%, 09/27/16 | 514,477 | 0.3 | |||||||||||||||
2,445,000 | Other Securities | 2,509,121 | 1.4 | ||||||||||||||||
3,023,598 | 1.7 | ||||||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Technology: 2.0% | |||||||||||||||||||
3,448,000 | Other Securities | $ | 3,444,598 | 2.0 | |||||||||||||||
Utilities: 2.1% | |||||||||||||||||||
690,000 | Georgia Power Co., 0.625%, 11/15/15 | 690,504 | 0.4 | ||||||||||||||||
400,000 | Georgia Power Co., 3.000%, 04/15/16 | 413,781 | 0.2 | ||||||||||||||||
2,435,000 | Other Securities | 2,496,484 | 1.5 | ||||||||||||||||
3,600,769 | 2.1 | ||||||||||||||||||
Total Corporate Bonds/Notes (Cost $96,901,094) | 96,902,946 | 56.6 | |||||||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 13.3% | |||||||||||||||||||
468,000 | # | American General Mortgage Loan Trust 2010-1, 5.650%, 03/25/58 | 472,232 | 0.3 | |||||||||||||||
430,000 | Banc of America Merrill Lynch Commercial Mortgage Trust, 5.790%, 06/10/49 | 445,178 | 0.3 | ||||||||||||||||
290,000 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.523%, 07/10/43 | 292,172 | 0.2 | |||||||||||||||
100,000 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.523%, 07/10/43 | 101,761 | 0.0 | |||||||||||||||
630,000 | # | Bank of America Merrill Lynch Commercial Mortgage, Inc., 5.523%, 07/10/43 | 643,118 | 0.4 | |||||||||||||||
640,000 | # | Bank of America Merrill Lynch Commercial Mortgage, Inc., 6.230%, 11/10/38 | 665,899 | 0.4 | |||||||||||||||
1,020,558 | Bank of America Merrill Lynch Commercial Mortgage, Inc., 4.621%–5.317%, 07/10/43–06/10/49 | 1,069,874 | 0.6 | ||||||||||||||||
1,148,334 | Bear Stearns Commercial Mortgage Securities Trust, 4.750%–5.957%, 08/13/39–06/11/50 | 1,164,407 | 0.7 | ||||||||||||||||
970,000 | Commercial Mortgage Pass-through Certificates, 5.306%, 12/10/46 | 1,033,705 | 0.6 | ||||||||||||||||
638,717 | Commercial Mortgage Trust, 5.289%, 12/11/49 | 679,307 | 0.4 | ||||||||||||||||
899,850 | Commercial Mortgage Trust, 0.716%–5.484%, 06/10/44–03/10/46 | 909,310 | 0.5 | ||||||||||||||||
19,697 | # | Credit Suisse First Boston Mortgage Securities Corp., 5.322%, 08/15/36 | 19,738 | 0.0 | |||||||||||||||
335,000 | # | Credit Suisse Mortgage Capital Certificates, 5.342%, 12/15/43 | 357,249 | 0.2 |
VOYA SHORT TERM BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |||||||||||||||||||
620,000 | # | Credit Suisse Mortgage Capital Certificates, 5.342%, 12/16/43 | $ | 660,670 | 0.4 | ||||||||||||||
1,157,000 | Credit Suisse First Boston Mortgage Securities Corp., 4.877%–5.290%, 04/15/37–08/15/38 | 1,175,121 | 0.7 | ||||||||||||||||
100,000 | # | Del Coronado Trust, 4.000%, 03/15/26 | 99,907 | 0.1 | |||||||||||||||
699,952 | GE Capital Commercial Mortgage Corp., 5.133%–5.490%, 05/10/43–11/10/45 | 710,862 | 0.4 | ||||||||||||||||
920,000 | GMAC Commercial Mortgage Securities, Inc. Series 2005-C1 Trust, 4.754%, 05/10/43 | 931,765 | 0.5 | ||||||||||||||||
860,000 | Greenwich Capital Commercial Funding Corp., 4.894%, 08/10/42 | 864,688 | 0.5 | ||||||||||||||||
250,000 | # | Greenwich Capital Commercial Funding Corp., 6.192%, 06/10/36 | 250,064 | 0.1 | |||||||||||||||
806,980 | Greenwich Capital Commercial Funding Corp., 5.381%–5.475%, 03/10/39 | 836,919 | 0.5 | ||||||||||||||||
270,000 | # | Hilton USA Trust 2013-HLT, 2.662%, 11/05/30 | 271,388 | 0.2 | |||||||||||||||
260,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2005-CIBC12, 4.987%, 09/12/37 | 266,378 | 0.2 | ||||||||||||||||
670,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP4, 5.040%, 10/15/42 | 683,432 | 0.4 | ||||||||||||||||
160,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP5, 5.560%, 12/15/44 | 166,721 | 0.1 | ||||||||||||||||
380,000 | # | JP Morgan Chase Commercial Mortgage Securities Trust 2014-BXH, 2.404%, 04/15/27 | 380,236 | 0.2 | |||||||||||||||
599,759 | JP Morgan Chase Commercial Mortgage Securities Corp., 4.878%–5.966%, 01/15/42–02/15/51 | 601,014 | 0.3 | ||||||||||||||||
1,210,000 | LB-UBS Commercial Mortgage Trust, 5.127%, 09/15/40 | 1,244,660 | 0.7 | ||||||||||||||||
98,861 | # | LB-UBS Commercial Mortgage Trust, 5.914%, 10/15/35 | 98,974 | 0.1 | |||||||||||||||
830,000 | LB-UBS Commercial Mortgage Trust 2005-C2, 5.205%–5.366%, 04/15/30–04/15/40 | 848,060 | 0.5 | ||||||||||||||||
799,878 | LB-UBS Commercial Mortgage Trust, 5.300%–5.323%, 11/15/38–11/15/40 | 826,643 | 0.5 | ||||||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |||||||||||||||||||
640,000 | Morgan Stanley Capital I Trust, 5.073%, 08/13/42 | $ | 654,955 | 0.4 | |||||||||||||||
76,276 | # | Morgan Stanley Reremic Trust, 5.246%, 12/17/43 | 77,305 | 0.1 | |||||||||||||||
247,809 | Morgan Stanley Capital I Trust, 4.973%–5.185%, 08/13/42–10/12/52 | 248,051 | 0.1 | ||||||||||||||||
68,365 | # | NorthStar 2012-1 Mortgage Trust, 1.355%, 08/25/29 | 68,433 | 0.1 | |||||||||||||||
540,000 | # | NorthStar 2012-1 Mortgage Trust, 4.400%, 08/25/29 | 545,668 | 0.3 | |||||||||||||||
800,000 | # | TIAA CMBS I Trust, 5.770%, 06/19/33 | 846,916 | 0.5 | |||||||||||||||
567,752 | TIAA Seasoned Commercial Mortgage Trust, 5.573%, 08/15/39 | 581,064 | 0.3 | ||||||||||||||||
694,414 | Wachovia Bank Commercial Mortgage Trust, 5.246%–5.896%, 03/15/42–12/15/43 | 714,123 | 0.4 | ||||||||||||||||
152,059 | Other Securities | 152,204 | 0.1 | ||||||||||||||||
Total Collateralized Mortgage Obligations (Cost $22,937,778) | 22,660,171 | 13.3 | |||||||||||||||||
FOREIGN GOVERNMENT BONDS: 0.4% | |||||||||||||||||||
Energy: 0.1% | |||||||||||||||||||
123,000 | Other Securities | 123,812 | 0.1 | ||||||||||||||||
500,000 | Other Securities | 509,940 | 0.3 | ||||||||||||||||
Total Foreign Government Bonds (Cost $635,999) | 633,752 | 0.4 | |||||||||||||||||
ASSET-BACKED SECURITIES: 15.4% | |||||||||||||||||||
Automobile Asset-Backed Securities: 2.6% | |||||||||||||||||||
768,000 | Hyundai Auto Receivables Trust, 0.750%, 09/17/18 | 766,013 | 0.4 | ||||||||||||||||
650,000 | Nissan Auto Receivables 2013-B Owner Trust, 1.310%, 10/15/19 | 652,514 | 0.4 | ||||||||||||||||
140,000 | Nissan Auto Receivables 2013-C Owner Trust, 1.300%, 06/15/20 | 139,259 | 0.1 | ||||||||||||||||
700,000 | Smart Trust, 1.050%, 10/14/18 | 699,058 | 0.4 | ||||||||||||||||
2,182,041 | Other Securities | 2,181,205 | 1.3 | ||||||||||||||||
4,438,049 | 2.6 | ||||||||||||||||||
Credit Card Asset-Backed Securities: 2.2% | |||||||||||||||||||
300,000 | BA Credit Card Trust, 0.424%, 09/16/16 | 300,466 | 0.2 | ||||||||||||||||
800,000 | Chase Issuance Trust, 1.150%, 01/15/19 | 799,732 | 0.5 | ||||||||||||||||
786,000 | Citibank Credit Card Issuance Trust, 5.350%, 02/07/20 | 880,833 | 0.5 | ||||||||||||||||
1,710,000 | Other Securities | 1,771,496 | 1.0 | ||||||||||||||||
3,752,527 | 2.2 |
VOYA SHORT TERM BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSET-BACKED SECURITIES: (continued) | |||||||||||||||||||
Home Equity Asset-Backed Securities: 0.1% | |||||||||||||||||||
251,903 | Other Securities | $ | 258,904 | 0.1 | |||||||||||||||
Other Asset-Backed Securities: 10.5% | |||||||||||||||||||
145,322 | # | Aimco CDO, 0.484%, 10/20/19 | 144,451 | 0.1 | |||||||||||||||
430,000 | # | American Residential Properties 2014-SFR1 Trust, 2.504%, 09/17/31 | 433,572 | 0.3 | |||||||||||||||
325,000 | # | Ares XII CLO Ltd., 2.235%, 11/25/20 | 329,242 | 0.2 | |||||||||||||||
250,000 | # | Ares XII CLO Ltd., 3.485%, 11/25/20 | 249,774 | 0.1 | |||||||||||||||
250,000 | # | Atrium V, 3.932%, 07/20/20 | 247,966 | 0.1 | |||||||||||||||
500,000 | # | Babson CLO Ltd. 2006-I, 0.924%, 07/15/18 | 499,938 | 0.3 | |||||||||||||||
750,000 | # | Babson CLO Ltd. 2006-I, 1.734%, 07/15/18 | 749,558 | 0.4 | |||||||||||||||
500,000 | # | Babson CLO, Inc. 2005-III, 1.933%, 11/10/19 | 491,031 | 0.3 | |||||||||||||||
400,000 | # | Carlyle Arnage CLO Ltd., 3.488%, 08/27/21 | 404,024 | 0.2 | |||||||||||||||
250,000 | # | Castle Garden Funding, 0.984%, 10/27/20 | 246,749 | 0.1 | |||||||||||||||
300,000 | # | Castle Garden Funding, 4.984%, 10/27/20 | 300,269 | 0.2 | |||||||||||||||
500,000 | # | CIFC Funding 2006-I Ltd., 1.834%, 10/20/20 | 484,524 | 0.3 | |||||||||||||||
400,000 | # | CIFC Funding 2006-II Ltd., 1.834%, 03/01/21 | 385,510 | 0.2 | |||||||||||||||
120,371 | # | CIFC Funding 2006-II Ltd., 4.234%, 03/01/21 | 118,345 | 0.1 | |||||||||||||||
250,000 | # | ColumbusNova CLO Ltd 2006-II, 0.983%, 04/04/18 | 245,230 | 0.1 | |||||||||||||||
250,000 | # | ColumbusNova CLO Ltd 2006-II, 3.983%, 04/04/18 | 250,184 | 0.2 | |||||||||||||||
500,000 | # | CP Uniq Aps, 2.034%, 04/15/18 | 490,943 | 0.3 | |||||||||||||||
400,000 | # | Diamond Lake CLO Ltd., 1.834%, 12/01/19 | 388,179 | 0.2 | |||||||||||||||
979,104 | # | Emporia Preferred Funding, 0.734%, 10/18/18 | 978,664 | 0.6 | |||||||||||||||
500,000 | # | Fraser Sullivan CLO I Ltd., 2.034%, 03/15/20 | 486,195 | 0.3 | |||||||||||||||
48,388 | # | Galaxy VI CLO Ltd., 0.484%, 06/13/18 | 48,336 | 0.0 | |||||||||||||||
500,000 | # | Goldentree Loan Opportunities V Ltd., 3.484%, 10/18/21 | 498,681 | 0.3 | |||||||||||||||
500,000 | # | Greens Creek Funding Ltd., 2.484%, 04/18/21 | 489,732 | 0.3 | |||||||||||||||
148,407 | # | GSAMP Trust 2005-SEA2, 0.505%, 01/25/45 | 145,202 | 0.1 | |||||||||||||||
500,000 | # | Gulf Stream — Compass CLO, 2.235%, 10/28/19 | 504,538 | 0.3 | |||||||||||||||
500,000 | # | Gulf Stream — Compass CLO, 3.685%, 10/28/19 | 500,278 | 0.3 | |||||||||||||||
500,000 | # | Gulf Stream — Sextant CLO 2007-1 Ltd., 2.635%, 06/17/21 | 478,205 | 0.3 | |||||||||||||||
ASSET-BACKED SECURITIES: (continued) | |||||||||||||||||||
Other Asset-Backed Securities: (continued) | |||||||||||||||||||
75,323 | # | Gulf Stream — Sextant CLO, 0.484%, 08/21/20 | $ | 75,029 | 0.0 | ||||||||||||||
300,000 | # | Gulf Stream — Sextant CLO, 0.934%, 08/21/20 | 296,423 | 0.2 | |||||||||||||||
225,000 | # | Gulf Stream — Sextant CLO, 1.834%, 08/21/20 | 220,493 | 0.1 | |||||||||||||||
400,000 | # | Halcyon Structured Asset Management Long Secured/Short Unsecured, 0.687%, 08/07/21 | 393,376 | 0.2 | |||||||||||||||
250,000 | # | Halcyon Structured Asset Management Long Secured/Short Unsecured, 2.537%, 08/07/21 | 247,383 | 0.2 | |||||||||||||||
500,000 | # | Kennecott Funding Ltd., 2.034%, 01/13/18 | 494,698 | 0.3 | |||||||||||||||
500,000 | # | Kingsland I Ltd., 2.034%, 06/13/19 | 499,219 | 0.3 | |||||||||||||||
250,000 | # | Kingsland III Ltd., 0.885%, 08/24/21 | 239,779 | 0.1 | |||||||||||||||
1,050,000 | Madison Park Funding Ltd., 4.983%, 05/10/19 | 1,051,703 | 0.6 | ||||||||||||||||
250,000 | # | Madison Park Funding Ltd., 2.133%, 05/10/19 | 250,080 | 0.1 | |||||||||||||||
250,000 | # | Madison Park Funding Ltd., 5.485%, 07/26/21 | 250,562 | 0.2 | |||||||||||||||
330,000 | # | MSIM Peconic Bay Ltd., 2.234%, 07/20/19 | 332,057 | 0.2 | |||||||||||||||
1,000,000 | # | Muir Grove CLO Ltd., 3.234%, 03/25/20 | 998,443 | 0.6 | |||||||||||||||
500,000 | # | Northwoods Capital VII Ltd., 3.732%, 10/22/21 | 500,126 | 0.3 | |||||||||||||||
300,000 | # | Silverado CLO 2006-I Ltd., 0.664%, 04/11/20 | 299,934 | 0.2 | |||||||||||||||
425,000 | # | WhiteHorse III Ltd./Corp, 0.990%, 05/01/18 | 424,564 | 0.2 | |||||||||||||||
787,724 | Other Securities | 788,619 | 0.5 | ||||||||||||||||
17,951,808 | 10.5 | ||||||||||||||||||
Total Asset-Backed Securities (Cost $26,292,952) | 26,401,288 | 15.4 | |||||||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 8.4% | |||||||||||||||||||
Federal Home Loan Mortgage Corporation: 4.2%## | |||||||||||||||||||
1,184,131 | 5.000%, due 07/15/39 | 1,260,882 | 0.7 | ||||||||||||||||
1,547,861 | 5.500%, due 07/01/38 | 1,745,394 | 1.0 | ||||||||||||||||
879,399 | 5.500%, due 11/01/38 | 987,790 | 0.6 | ||||||||||||||||
674,068 | 5.500%, due 02/01/39 | 757,582 | 0.4 | ||||||||||||||||
1,212,768 | 6.000%, due 12/15/28 | 1,325,896 | 0.8 | ||||||||||||||||
1,027,612 | 5.500%, due 01/01/37–10/01/38 | 1,155,688 | 0.7 | ||||||||||||||||
7,233,232 | 4.2 | ||||||||||||||||||
Federal National Mortgage Association: 2.7%## | |||||||||||||||||||
842,195 | 5.000%, due 01/01/23 | 908,210 | 0.6 | ||||||||||||||||
631,878 | 6.000%, due 01/01/38 | 727,896 | 0.4 | ||||||||||||||||
2,865,153 | 3.000%–5.000%, due 07/01/34–10/25/50 | 2,950,384 | 1.7 | ||||||||||||||||
4,586,490 | 2.7 |
VOYA SHORT TERM BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | |||||||||||||||||||
Government National Mortgage Association: 1.5% | |||||||||||||||||||
660,000 | 4.397%, due 05/16/51 | $ | 708,676 | 0.4 | |||||||||||||||
1,563,197 | 7.116%, due 04/20/39 | 1,826,710 | 1.1 | ||||||||||||||||
2,535,386 | 1.5 | ||||||||||||||||||
Total U.S. Government Agency Obligations (Cost $14,211,616) | 14,355,108 | 8.4 | |||||||||||||||||
U.S. TREASURY OBLIGATIONS: 7.5% | |||||||||||||||||||
U.S. Treasury Notes: 7.5% | |||||||||||||||||||
4,459,000 | 0.500%, due 09/30/16 | 4,451,509 | 2.6 | ||||||||||||||||
3,320,000 | 1.000%, due 09/15/17 | 3,315,203 | 1.9 | ||||||||||||||||
3,033,000 | 1.375%, due 11/30/15 | 3,074,406 | 1.8 | ||||||||||||||||
1,634,000 | 1.750%, due 09/30/19 | 1,632,276 | 1.0 | ||||||||||||||||
331,000 | 2.125%, due 09/30/21 | 329,009 | 0.2 | ||||||||||||||||
Total U.S. Treasury Obligations (Cost $12,801,183) | 12,802,403 | 7.5 | |||||||||||||||||
# of Contracts | | | | Value | | Percentage of Net Assets | |||||||||||||
PURCHASED OPTIONS: 0.0% | |||||||||||||||||||
OTC Interest Rate Swaptions: 0.0% | |||||||||||||||||||
17,296,000 | @ | Pay a fixed rate equal to 5.070% and receive a floating rate equal to the 3-month USD-LIBOR-BBA, Exp. 05/29/15 Counterparty: Credit Suisse Group AG | 12,072 | 0.0 | |||||||||||||||
Total Purchased Options (Cost $79,562) | 12,072 | 0.0 | |||||||||||||||||
Total Long-Term Investments (Cost $173,860,184) | 173,767,740 | 101.6 | |||||||||||||||||
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
SHORT-TERM INVESTMENTS: 2.5% | |||||||||||||||||||
Securities Lending Collateralcc(1): 0.5% | |||||||||||||||||||
959,875 | Nomura Securities, Repurchase Agreement dated 09/30/14, 0.00%, due 10/01/14 (Repurchase Amount $959,875, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%–7.500%, Market Value plus accrued interest $979,073, due 10/02/14–10/01/44) (Cost $959,875) | 959,875 | 0.5 | ||||||||||||||||
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||||||
Mutual Funds: 2.0% | |||||||||||||||||||
3,397,000 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.030%†† (Cost $3,397,000) | $ | 3,397,000 | 2.0 | |||||||||||||||
Total Short-Term Investments (Cost $4,356,875) | 4,356,875 | 2.5 | |||||||||||||||||
Total Investments in Securities (Cost $178,217,059) | $ | 178,124,615 | 104.1 | ||||||||||||||||
Liabilities in Excess of Other Assets | (6,956,338 | ) | (4.1 | ) | |||||||||||||||
Net Assets | $ | 171,168,277 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of September 30, 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. |
@ | Non-income producing security |
cc | Securities purchased with cash collateral for securities loaned. |
L | Loaned security, a portion or all of the security is on loan at September 30, 2014. |
(1) | Collateral received from brokers for securities lending was invested into these short-term investments. |
(a) | This grouping contains securities on loan. |
Cost for federal income tax purposes is $178,218,284. |
Net unrealized depreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 698,335 | ||||
Gross Unrealized Depreciation | (792,004 | ) | ||||
Net Unrealized Depreciation | $ | (93,669 | ) |
VOYA SHORT TERM BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (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 September 30, 2014 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Purchased Options | $ | — | $ | 12,072 | $ | — | $ | 12,072 | ||||||||||
Corporate Bonds/Notes | — | 96,902,946 | — | 96,902,946 | ||||||||||||||
Collateralized Mortgage Obligations | — | 22,660,171 | — | 22,660,171 | ||||||||||||||
Short-Term Investments | 3,397,000 | 959,875 | — | 4,356,875 | ||||||||||||||
U.S. Treasury Obligations | — | 12,802,403 | — | 12,802,403 | ||||||||||||||
U.S. Government Agency Obligations | — | 14,355,108 | — | 14,355,108 | ||||||||||||||
Asset-Backed Securities | — | 26,401,288 | — | 26,401,288 | ||||||||||||||
Foreign Government Bonds | — | 633,752 | — | 633,752 | ||||||||||||||
Total Investments, at fair value | $ | 3,397,000 | $ | 174,727,615 | $ | — | $ | 178,124,615 | ||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Futures | 80,407 | — | — | 80,407 | ||||||||||||||
Total Assets | $ | 3,477,407 | $ | 174,727,615 | $ | — | $ | 178,205,022 | ||||||||||
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Futures | $ | (14,363 | ) | $ | — | $ | — | $ | (14,363 | ) | ||||||||
Total Liabilities | $ | (14,363 | ) | $ | — | $ | — | $ | (14,363 | ) |
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. |
Contract Description | Number of Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Long Contracts | ||||||||||||||||||
U.S. Treasury 2-Year Note | 213 | 12/31/14 | $ | 46,613,721 | $ | (12,639 | ) | |||||||||||
U.S. Treasury Long Bond | 2 | 12/19/14 | 275,812 | (1,724 | ) | |||||||||||||
$ | 46,889,533 | $ | (14,363 | ) | ||||||||||||||
Short Contracts | ||||||||||||||||||
U.S. Treasury 10-Year Note | (61 | ) | 12/19/14 | (7,603,078 | ) | 47,429 | ||||||||||||
U.S. Treasury 5-Year Note | (88 | ) | 12/31/14 | (10,406,687 | ) | 32,978 | ||||||||||||
$ | (18,009,765 | ) | $ | 80,407 |
VOYA SHORT TERM BOND FUND | SUMMARY PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (CONTINUED) |
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Asset Derivatives | ||||||||||
Interest rate contracts | Investments in securities at value* | $ | 12,072 | |||||||
Interest rate contracts | Net Assets — Unrealized appreciation** | 80,407 | ||||||||
Total Asset Derivatives | $ | 92,479 | ||||||||
Liability Derivatives | ||||||||||
Interest rate contracts | Net Assets — Unrealized depreciation** | $ | 14,363 | |||||||
Total Liability Derivatives | $ | 14,363 |
* | Includes purchased options. |
** | 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 | Total | ||||||||||||
Foreign exchange contracts | $ | 8,535 | $ | — | $ | 8,535 | |||||||||
Interest rate contracts | — | (167,663 | ) | (167,663 | ) | ||||||||||
Total | $ | 8,535 | $ | (167,663 | ) | $ | (159,128 | ) |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Investments* | Foreign currency related transactions** | Futures | Total | ||||||||||||||
Foreign exchange contracts | $ | — | $ | (5,895 | ) | $ | — | $(5,895) | ||||||||||
Interest rate contracts | (67,490 | ) | — | (40,388 | ) | (40,388) | ||||||||||||
Total | $ | (67,490 | ) | $ | (5,895 | ) | $ | (40,388 | ) | $(46,283) |
* | Amounts recognized for purchased options are included in net realized gain (loss) on investments and net change in unrealized appreciation or depreciation 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. |
Credit Suisse Group AG | ||||||
---|---|---|---|---|---|---|
Assets: | ||||||
Purchased options | $ | 12,072 | ||||
Total Assets | $ | 12,072 | ||||
Net OTC derivative instruments by counterparty, at fair value | $ | 12,072 | ||||
Total collateral pledged by the Fund/(Received from counterparty) | $ | — | ||||
Net Exposure(1) | $ | 12,072 |
(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 | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
INVESTMENT COMPANIES: 72.2% | |||||||||||||||||||
Affiliated Investment Companies: 72.2% | |||||||||||||||||||
29,880 | Voya Emerging Markets Corporate Debt Fund — Class P | $ | 297,610 | 4.9 | |||||||||||||||
201,677 | Voya Floating Rate Fund — Class P | 2,032,900 | 33.7 | ||||||||||||||||
173,692 | Voya High Yield Bond Fund — Class P | 1,431,222 | 23.7 | ||||||||||||||||
59,322 | Voya Securitized Credit Fund — Class P | 598,559 | 9.9 | ||||||||||||||||
Total Investment Companies (Cost $4,396,563) | 4,360,291 | 72.2 | |||||||||||||||||
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
CORPORATE BONDS/NOTES: 1.5% | |||||||||||||||||||
Financial: 1.5% | |||||||||||||||||||
30,000 | JPMorgan Chase & Co., 6.125%, 12/29/49 | 29,835 | 0.5 | ||||||||||||||||
30,000 | M&T Bank Corp., 6.450%, 12/29/49 | 31,875 | 0.5 | ||||||||||||||||
30,000 | Wells Fargo & Co., 5.900%, 12/29/49 | 30,638 | 0.5 | ||||||||||||||||
Total Corporate Bonds/Notes (Cost $93,343) | 92,348 | 1.5 | |||||||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 7.0% | |||||||||||||||||||
10,000 | Banc of America Commercial Mortgage Trust, 6.015%, 02/10/51 | 10,392 | 0.2 | ||||||||||||||||
10,000 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.523%, 07/10/43 | 10,075 | 0.2 | |||||||||||||||
10,000 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.523%, 07/10/43 | 10,176 | 0.2 | |||||||||||||||
10,000 | CD 2007-CD5 Mortgage Trust, 6.316%, 11/15/44 | 10,854 | 0.2 | ||||||||||||||||
12,508 | Citigroup Mortgage Loan Trust, 5.592%, 11/25/36 | 11,194 | 0.2 | ||||||||||||||||
99,482 | ˆ | Commercial Mortgage Pass Through Certificates, 1.592%, 04/10/47 | 8,446 | 0.1 | |||||||||||||||
99,257 | ˆ | Commercial Mortgage Trust, 1.595%, 10/10/46 | 8,664 | 0.1 | |||||||||||||||
10,000 | Commercial Mortgage Trust, 5.400%, 07/15/44 | 10,314 | 0.2 | ||||||||||||||||
20,000 | Commercial Mortgage Trust, 5.400%, 07/15/44 | 20,574 | 0.3 | ||||||||||||||||
25,000 | Commercial Mortgage Trust, 5.989%, 12/10/49 | 24,550 | 0.4 | ||||||||||||||||
25,000 | # | Commercial Mortgage Trust, 5.989%, 12/10/49 | 24,508 | 0.4 | |||||||||||||||
10,000 | Credit Suisse Commercial Mortgage Trust Series 2007-C4, 6.097%, 09/15/39 | 10,309 | 0.2 | ||||||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |||||||||||||||||||
10,000 | Credit Suisse First Boston Mortgage Securities Corp., 5.736%, 05/15/36 | $ | 11,093 | 0.2 | |||||||||||||||
786,689 | #, ˆ | FREMF Mortgage Trust, 0.100%, 12/25/44 | 4,453 | 0.1 | |||||||||||||||
25,000 | GS Mortgage Securities Trust, 5.757%, 04/10/38 | 24,591 | 0.4 | ||||||||||||||||
10,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP4, 5.040%, 10/15/42 | 10,200 | 0.2 | ||||||||||||||||
1,000,000 | #, ˆ | JP Morgan Chase Commercial Mortgage Securities Trust, 0.446%, 12/15/47 | 25,229 | 0.4 | |||||||||||||||
10,000 | JP Morgan Chase Commercial Mortgage Securities Trust, 5.834%, 06/12/41 | 9,625 | 0.1 | ||||||||||||||||
10,000 | LB Commercial Mortgage Trust, 6.101%, 07/15/44 | 10,147 | 0.2 | ||||||||||||||||
10,000 | LB-UBS Commercial Mortgage Trust, 4.954%, 07/15/40 | 10,090 | 0.2 | ||||||||||||||||
10,000 | LB-UBS Commercial Mortgage Trust, 5.206%, 08/15/36 | 10,037 | 0.2 | ||||||||||||||||
10,000 | LB-UBS Commercial Mortgage Trust, 5.406%, 04/15/40 | 9,623 | 0.1 | ||||||||||||||||
10,000 | LB-UBS Commercial Mortgage Trust, 6.049%, 06/15/38 | 9,849 | 0.1 | ||||||||||||||||
10,000 | LB-UBS Commercial Mortgage Trust, 6.049%, 06/15/38 | 10,065 | 0.2 | ||||||||||||||||
10,000 | LB-UBS Commercial Mortgage Trust, 8.150%, 07/15/32 | 10,153 | 0.2 | ||||||||||||||||
139,913 | ˆ | Morgan Stanley Bank of America Merrill Lynch Trust, 1.448%, 07/15/24 | 11,311 | 0.2 | |||||||||||||||
25,000 | Morgan Stanley Capital I Trust, 5.389%, 11/12/41 | 25,646 | 0.4 | ||||||||||||||||
14,537 | Prime Mortgage Trust, 5.500%, 03/25/37 | 13,284 | 0.2 | ||||||||||||||||
15,000 | Wachovia Bank Commercial Mortgage Trust Series 2006-C28, 5.672%, 10/15/48 | 14,550 | 0.2 | ||||||||||||||||
20,000 | Wachovia Bank Commercial Mortgage Trust Series, 5.896%, 05/15/43 | 20,198 | 0.3 | ||||||||||||||||
10,000 | Wachovia Bank Commercial Mortgage Trust Series, 6.140%, 02/15/51 | 10,115 | 0.2 | ||||||||||||||||
10,000 | Wachovia Bank Commercial Mortgage Trust Series, 6.140%, 02/15/51 | 10,461 | 0.2 | ||||||||||||||||
Total Collateralized Mortgage Obligations (Cost $417,425) | 420,776 | 7.0 |
VOYA STRATEGIC INCOME FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. GOVERNMENT AGENCY OBLIGATIONS: 8.0% | |||||||||||||||||||
Federal Home Loan Mortgage Corporation: 3.9%## | |||||||||||||||||||
1,493,462 | ˆ | 6.500%, due 06/15/32 | $ | 234,165 | 3.9 | ||||||||||||||
Federal National Mortgage Association: 3.6%## | |||||||||||||||||||
1,014,831 | ˆ | 4.500%, due 10/25/41 | 189,503 | 3.1 | |||||||||||||||
25,909 | 5.500%, due 10/01/39 | 29,044 | 0.5 | ||||||||||||||||
218,547 | 3.6 | ||||||||||||||||||
Government National Mortgage Association: 0.5% | |||||||||||||||||||
164,140 | ˆ | 3.500%, due 10/20/41 | 30,860 | 0.5 | |||||||||||||||
Total U.S. Government Agency Obligations (Cost $450,356) | 483,572 | 8.0 | |||||||||||||||||
U.S. TREASURY OBLIGATIONS: 5.4% | |||||||||||||||||||
U.S. Treasury Bonds: 4.5% | |||||||||||||||||||
40,000 | 2.375%, due 08/15/24 | 39,553 | 0.7 | ||||||||||||||||
225,000 | 3.375%, due 05/15/44 | 232,348 | 3.8 | ||||||||||||||||
271,901 | 4.5 | ||||||||||||||||||
U.S. Treasury Notes: 0.9% | |||||||||||||||||||
3,000 | 0.500%, due 09/30/16 | 2,995 | 0.1 | ||||||||||||||||
13,000 | �� | 1.750%, due 09/30/19 | 12,986 | 0.2 | |||||||||||||||
39,000 | 2.125%, due 09/30/21 | 38,765 | 0.6 | ||||||||||||||||
54,746 | 0.9 | ||||||||||||||||||
Total U.S. Treasury Obligations (Cost $327,902) | 326,647 | 5.4 | |||||||||||||||||
Total Long-Term Investments (Cost $5,685,589) | 5,683,634 | 94.1 | |||||||||||||||||
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
SHORT-TERM INVESTMENTS: 4.6% | |||||||||||||||||||
Mutual Funds: 4.6% | |||||||||||||||||||
280,000 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.030%†† (Cost $280,000) | $ | 280,000 | 4.6 | |||||||||||||||
Total Short-Term Investments (Cost $280,000) | 280,000 | 4.6 | |||||||||||||||||
Total Investments in Securities (Cost $5,965,589) | $ | 5,963,634 | 98.7 | ||||||||||||||||
Assets in Excess of Other Liabilities | 80,424 | 1.3 | |||||||||||||||||
Net Assets | $ | 6,044,058 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of September 30, 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 $5,968,275. |
Net unrealized depreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 42,227 | ||||
Gross Unrealized Depreciation | (46,868 | ) | ||||
Net Unrealized Depreciation | $ | (4,641 | ) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at September 30, 2014 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Corporate Bonds/Notes | $ | — | $ | 92,348 | $ | — | $ | 92,348 | ||||||||||
Collateralized Mortgage Obligations | — | 420,776 | — | 420,776 | ||||||||||||||
Investment Companies | 4,360,291 | — | — | 4,360,291 | ||||||||||||||
U.S. Treasury Obligations | — | 326,647 | — | 326,647 | ||||||||||||||
Short-Term Investments | 280,000 | — | — | 280,000 | ||||||||||||||
U.S. Government Agency Obligations | — | 483,572 | — | 483,572 | ||||||||||||||
Total Investments, at fair value | $ | 4,640,291 | $ | 1,323,343 | $ | — | $ | 5,963,634 | ||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Forward Foreign Currency Contracts | — | 4,626 | — | 4,626 | ||||||||||||||
Futures | 2,350 | — | — | 2,350 | ||||||||||||||
Total Assets | $ | 4,642,641 | $ | 1,327,969 | $ | — | $ | 5,970,610 |
VOYA STRATEGIC INCOME FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (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 September 30, 2014 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Futures | $ | (1,837 | ) | $ | — | $ | — | $ | (1,837 | ) | ||||||||
Total Liabilities | $ | (1,837 | ) | $ | — | $ | — | $ | (1,837 | ) |
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. |
Issuer | Beginning Market Value at 3/31/14 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Market Value at 9/30/14 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Emerging Markets Corporate Debt Fund — Class P | $ | — | $ | 300,000 | $ | — | $ | (2,390 | ) | $ | 297,610 | $ | — | $ | — | $ | — | |||||||||||||||||
Voya Emerging Markets Local Currency Debt Fund — Class P | — | 290,074 | (290,074 | ) | — | — | 5,074 | (7,066 | ) | — | ||||||||||||||||||||||||
Voya Floating Rate Fund — Class P | 1,975,053 | �� | 619,718 | (537,706 | ) | (24,165 | ) | 2,032,900 | 49,717 | (2,705 | ) | — | ||||||||||||||||||||||
Voya High Yield Bond Fund — Class P | 1,745,189 | 562,379 | (821,825 | ) | (54,521 | ) | 1,431,222 | 52,761 | 13,174 | — | ||||||||||||||||||||||||
Voya Securitized Credit Fund — Class P | — | 595,000 | — | 3,559 | 598,559 | — | — | — | ||||||||||||||||||||||||||
$ | 3,720,242 | $ | 2,367,171 | $ | (1,649,605 | ) | $ | (77,517 | ) | $ | 4,360,291 | $ | 107,552 | $ | 3,403 | $ | — |
Counterparty | Currency | Contract Amount | Buy/Sell | Settlement Date | In Exchange For | Fair Value | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Barclays Bank PLC | Russian Ruble | 396,806 | Sell | 12/19/14 | $ | 10,463 | $ | 9,865 | $ | 598 | ||||||||||||||||||||
Barclays Bank PLC | Mexican Peso | 205,717 | Sell | 12/19/14 | 15,634 | 15,235 | 399 | |||||||||||||||||||||||
BNP Paribas Bank | Brazilian Real | 30,610 | Sell | 12/19/14 | 13,245 | 12,240 | 1,005 | |||||||||||||||||||||||
Deutsche Bank AG | Malaysian Ringgit | 56,177 | Sell | 11/21/14 | 17,696 | 17,050 | 646 | |||||||||||||||||||||||
Deutsche Bank AG | Hungarian Forint | 1,755,102 | Sell | 12/19/14 | 7,220 | 7,123 | 97 | |||||||||||||||||||||||
Deutsche Bank AG | South African Rand | 129,999 | Sell | 12/19/14 | 11,875 | 11,366 | 509 | |||||||||||||||||||||||
Deutsche Bank AG | Turkish Lira | 25,686 | Sell | 12/19/14 | 11,604 | 11,059 | 545 | |||||||||||||||||||||||
Deutsche Bank AG | Polish Zloty | 31,602 | Sell | 12/19/14 | 9,737 | 9,509 | 228 | |||||||||||||||||||||||
Goldman Sachs & Co. | Indonesian Rupiah | 109,540,000 | Sell | 11/21/14 | 9,247 | 8,844 | 403 | |||||||||||||||||||||||
HSBC | Peruvian Nuevo Sol | 11,248 | Sell | 12/19/14 | 3,899 | 3,844 | 55 | |||||||||||||||||||||||
HSBC | Colombian Peso | 7,625,440 | Sell | 12/19/14 | 3,877 | 3,736 | 141 | |||||||||||||||||||||||
$ | 4,626 |
VOYA STRATEGIC INCOME FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (CONTINUED) |
Contract Description | Number of Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Long Contracts | ||||||||||||||||||
U.S. Treasury 10-Year Note | 1 | 12/19/14 | $ | 124,641 | $ | (799 | ) | |||||||||||
U.S. Treasury Ultra Long Bond | 1 | 12/19/14 | 152,500 | (984 | ) | |||||||||||||
$ | 277,141 | $ | (1,783 | ) | ||||||||||||||
Short Contracts | ||||||||||||||||||
U.S. Treasury 2-Year Note | (4 | ) | 12/31/14 | (875,375 | ) | 177 | ||||||||||||
U.S. Treasury 5-Year Note | (3 | ) | 12/31/14 | (354,774 | ) | (54 | ) | |||||||||||
U.S. Treasury Long Bond | (2 | ) | 12/19/14 | (275,813 | ) | 2,173 | ||||||||||||
$ | (1,505,962 | ) | $ | 2,296 |
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 | $ | 4,626 | |||||||
Interest rate contracts | Net Assets — Unrealized appreciation* | 2,350 | ||||||||
Total Asset Derivatives | $ | 6,976 | ||||||||
Liability Derivatives | ||||||||||
Interest rate contracts | Net Assets — Unrealized depreciation* | $ | 1,837 | |||||||
Total Liability Derivatives | $ | 1,837 |
* | 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 | Total | ||||||||||||
Foreign exchange contracts | $ | (4,042 | ) | $ | — | $ | (4,042 | ) | |||||||
Interest rate contracts | — | 4,976 | 4,976 | ||||||||||||
Total | $ | (4,042 | ) | $ | 4,976 | $ | 934 | ||||||||
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 | $ | 7,988 | $ | — | $ | 7,988 | |||||||||
Interest rate contracts | — | 3,704 | 3,704 | ||||||||||||
Total | $ | 7,988 | $ | 3,704 | $ | 11,692 |
* | 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 | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (CONTINUED) |
Barclays Bank PLC | BNP Paribas Bank | Deutsche Bank AG | Goldman Sachs & Co. | HSBC | Totals | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Assets: | ||||||||||||||||||||||||||
Forward foreign currency contracts | $ | 997 | $ | 1,005 | $ | 2,025 | $ | 403 | $ | 196 | $ | 4,626 | ||||||||||||||
Total Assets | $ | 997 | $ | 1,005 | $ | 2,025 | $ | 403 | $ | 196 | $ | 4,626 | ||||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | 997 | $ | 1,005 | $ | 2,025 | $ | 403 | $ | 196 | $ | 4,626 | ||||||||||||||
Total collateral pledged by the Fund/(Received from counterparty) | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | ||||||||||||||
Net Exposure(1) | $ | 997 | $ | 1,005 | $ | 2,025 | $ | 403 | $ | 196 | $ | 4,626 |
(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. |
initial and annual approvals of advisory and sub-advisory contracts.
and the Voya-affiliated Sub-Adviser’s names, were also changed in connection with the Rebranding. The Rebranding resulted in amended and restated forms of advisory and sub-advisory contracts being presented to and approved by the Board at its September 12, 2014 meeting. The Board was advised that the Advisory and Sub-Advisory Contracts have the same terms as the current advisory and sub-advisory contracts, except for the effective date and certain immaterial changes made to certain provisions related to the Rebranding.
IRCs with analyses that are developed to assist the IRCs in identifying trends in Fund performance and other areas over consecutive periods. The Board considered that the services provided by the IRMD are meant to provide an additional perspective for the benefit of the IRCs, which may vary from the perspective of MR&S.
expense reimbursement arrangements. In this connection, the Board considered the extent to which economies of scale could be realized through such fee waivers, expense reimbursements or other expense reductions. In evaluating fee rate breakpoint arrangements and economies of scale, the Independent Trustees also considered prior periodic management reports, industry information on this topic, fee rates at projected levels of growth versus peers and the Funds’ investment performance.
request of the Board, the Adviser has from time to time agreed to implement remedial actions regarding certain Funds. These remedial actions have included, among others: reductions in fee rates or adjustments to expense limitation and waiver arrangements; changes in Sub-Adviser or portfolio managers; and strategy modifications.
Fund is below the median and the average expense ratios of the funds in its Selected Peer Group.
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
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
For more complete information, or to obtain a prospectus on any Voya mutual fund, please call your Investment Professional or Voya Investments Distributor, LLC at (800) 992-0180 or log on to www.voyainvestments.com. The prospectus should be read carefully before investing. Consider the fund’s investment objectives, risks, charges and expenses carefully before investing. The prospectus contains this information and other information about the fund.
RETIREMENT | INVESTMENTS | INSURANCE voyainvestments.com | SAR-UFIALL (0914-112114) |
(formerly, ING Floating Rate Fund)
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 | 6 | |||||
Statement of Assets and Liabilities | 7 | |||||
Statement of Operations | 9 | |||||
Statements of Changes in Net Assets | 10 | |||||
Financial Highlights | 11 | |||||
Notes to Financial Statements | 12 | |||||
Portfolio of Investments | 19 | |||||
Advisory Contract Approval Discussion | 29 |
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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. |
Leaving safe harbor
Executive Vice President
Voya Family of Funds
October 29, 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 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. Treasury Bond Index | A market capitalization-weighted index that measures the performance of public obligations of the U.S. Treasury that have a remaining maturity of one year or more. | |||||
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. | |||||
Russell 2000® Index | An unmanaged index that measures the performance of securities of small U.S. companies. | |||||
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. | |||||
S&P/Case-Shiller 20-City Composite Home Price Index | A composite index of the home price index for the top 20 Metropolitan Statistical Areas in the United States. The index is published monthly by Standard & Poor’s. | |||||
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 September 30, 2014 | |||||||||
---|---|---|---|---|---|---|---|---|---|
Ba | 23.7 | % | |||||||
B | 71.1 | % | |||||||
Caa and below | 4.6 | % | |||||||
Not rated* | 0.6 | % | |||||||
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 SEPTEMBER 30, 2014 AS A PERCENTAGE OF: | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
NET ASSETS | ||||||||||||
Hub International Limited | 1.0% | |||||||||||
Amaya Gaming Group Inc. | 1.0% | |||||||||||
Freescale Semiconductor, Inc. | 1.0% | |||||||||||
BJs Wholesale Club | 1.0% | |||||||||||
Rexnord Corporation / RBS Global, Inc. | 0.9% | |||||||||||
Fitness International, LLC. | 0.8% | |||||||||||
AmWINS Group, Inc. | 0.8% | |||||||||||
Univision Communications, Inc. | 0.8% | |||||||||||
Gates Global LLC | 0.8% | |||||||||||
Scientific Games International, Inc. | 0.7% | |||||||||||
Subject to change daily. |
business equipment/services and lodging and casinos. Two of the five top industries healthcare and electronics outperformed the Index during the period.
Jeffrey A. Bakalar Managing Director Voya Investment Management Co. LLC | Daniel A. Norman Managing Director Voya Investment Management Co. LLC | |||||
Voya Floating Rate Fund October 17, 2014 |
Actual Fund Return | Hypothetical (5% return before expenses) | ||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value April 1, 2014 | Ending Account Value September 30, 2014 | Annualized Expense Ratio | Expenses Paid During the Period Ended September 30, 2014* | Beginning Account Value April 1, 2014 | Ending Account Value September 30, 2014 | Annualized Expense Ratio | Expenses Paid During the Period Ended September 30, 2014* | ||||||||||||||||||||||||||||
Class A | $ | 1,000.00 | $ | 1,005.00 | 1.01 | % | $ | 5.08 | $ | 1,000.00 | $ | 1,020.00 | 1.01 | % | $ | 5.11 | |||||||||||||||||||
Class C | 1,000.00 | 1,001.20 | 1.76 | 8.83 | 1,000.00 | 1,016.24 | 1.76 | 8.90 | |||||||||||||||||||||||||||
Class I | 1,000.00 | 1,007.30 | 0.76 | 3.82 | 1,000.00 | 1,021.26 | 0.76 | 3.85 | |||||||||||||||||||||||||||
Class P | 1,000.00 | 1,009.60 | 0.10 | 0.50 | 1,000.00 | 1,024.57 | 0.10 | 0.51 | |||||||||||||||||||||||||||
Class R | 1,000.00 | 1,004.70 | 1.26 | 6.33 | 1,000.00 | 1,018.75 | 1.26 | 6.38 | |||||||||||||||||||||||||||
Class W | 1,000.00 | 1,006.20 | 0.76 | 3.82 | 1,000.00 | 1,021.26 | 0.76 | 3.85 |
* | Expenses are equal to the Fund’s respective annualized expense ratios multiplied by the average account value over the period, multiplied by 183/365 to reflect the most recent fiscal half-year. |
ASSETS: | ||||||
Investments in securities at fair value (Cost $804,616,327) | $ | 797,185,900 | ||||
Short-term investments at fair value (Cost $60,500,000) | 60,500,000 | |||||
Total Investments at fair value | 857,685,900 | |||||
Cash | 5,281,012 | |||||
Receivables: | ||||||
Investment securities sold | 23,652,368 | |||||
Fund shares sold | 4,323,881 | |||||
Interest | 3,445,727 | |||||
Prepaid structuring fee (Note 7) | 79,781 | |||||
Prepaid expenses | 41,192 | |||||
Reimbursement due from manager | 17,971 | |||||
Other assets | 3,545 | |||||
Total assets | 894,531,377 | |||||
LIABILITIES: | ||||||
Payable for investment securities purchased | 32,655,475 | |||||
Payable for fund shares redeemed | 4,412,446 | |||||
Income distribution payable | 145,318 | |||||
Payable for investment management fees | 379,990 | |||||
Payable for administrative fees | 69,089 | |||||
Payable for distribution and shareholder service fees | 120,980 | |||||
Accrued trustees fees | 3,106 | |||||
Payable to trustees under the deferred compensation plan (Note 8) | 3,545 | |||||
Unrealized depreciation on unfunded commitments | 1,054 | |||||
Other accrued expenses and liabilities | 271,358 | |||||
Total liabilities | 38,062,361 | |||||
NET ASSETS | $ | 856,469,016 | ||||
NET ASSETS WERE COMPRISED OF: | ||||||
Paid-in capital | 864,807,764 | |||||
Distributions in excess of net investment income | (487,386 | ) | ||||
Accumulated net realized loss | (419,881 | ) | ||||
Net unrealized depreciation | (7,431,481 | ) | ||||
NET ASSETS | $ | 856,469,016 |
Class A: | |||||||
Net assets | $ | 60,480,944 | |||||
Shares authorized | unlimited | ||||||
Par value | $ | 0.001 | |||||
Shares outstanding | 5,993,836 | ||||||
Net asset value and redemption price per share | $ | 10.09 | |||||
Maximum offering price per share (2.50%)(1) | $ | 10.35 | |||||
Class C: | |||||||
Net assets | $ | 76,797,995 | |||||
Shares authorized | unlimited | ||||||
Par value | $ | 0.001 | |||||
Shares outstanding | 7,609,557 | ||||||
Net asset value and redemption price per share(2) | $ | 10.09 | |||||
Class I: | |||||||
Net assets | $ | 442,442,187 | |||||
Shares authorized | unlimited | ||||||
Par value | $ | 0.001 | |||||
Shares outstanding | 43,864,623 | ||||||
Net asset value and redemption price per share(2) | $ | 10.09 | |||||
Class P: | |||||||
Net assets | $ | 22,987,706 | |||||
Shares authorized | unlimited | ||||||
Par value | $ | 0.001 | |||||
Shares outstanding | 2,279,409 | ||||||
Net asset value and redemption price per share | $ | 10.08 | |||||
Class R: | |||||||
Net assets | $ | 106,298,511 | |||||
Shares authorized | unlimited | ||||||
Par value | $ | 0.001 | |||||
Shares outstanding | 10,547,374 | ||||||
Net asset value and redemption price per share | $ | 10.08 | |||||
Class W: | |||||||
Net assets | $ | 147,461,673 | |||||
Shares authorized | unlimited | ||||||
Par value | $ | 0.001 | |||||
Shares outstanding | 14,585,880 | ||||||
Net asset value and redemption price per share | $ | 10.11 | |||||
______________________ | |||||||
(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 | $ | 18,070,019 | ||||
Amendment fees | 111,353 | |||||
Other fees | 128,295 | |||||
Total investment income | 18,309,667 | |||||
EXPENSES: | ||||||
Investment management fees | 2,249,007 | |||||
Administration fees | 408,910 | |||||
Distribution and service fees: | ||||||
Class A | 100,072 | |||||
Class C | 413,687 | |||||
Class R | 260,359 | |||||
Transfer agent fees: | ||||||
Class A | 36,784 | |||||
Class C | 37,874 | |||||
Class I | 23,110 | |||||
Class P | 531 | |||||
Class R | 47,595 | |||||
Class W | 68,351 | |||||
Shareholder reporting expense | 36,340 | |||||
Custody and accounting expense | 194,100 | |||||
Registration fees | 103,572 | |||||
Professional fees | 47,433 | |||||
Trustees fees | 11,895 | |||||
Structuring fee (Note 7) | 219 | |||||
Commitment fee | 25,944 | |||||
Miscellaneous expense | 21,420 | |||||
Total expenses | 4,087,203 | |||||
Net waived and reimbursed fees | (328,404 | ) | ||||
Net expenses | 3,758,799 | |||||
Net investment income | 14,550,868 | |||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||
Net realized loss on investments | (418,271 | ) | ||||
Net change in unrealized appreciation (depreciation) on: | ||||||
Investments | (9,950,728 | ) | ||||
Unfunded commitments | (1,054 | ) | ||||
Net change in unrealized appreciation (depreciation) | (9,951,782 | ) | ||||
Net realized and unrealized loss | (10,370,053 | ) | ||||
Increase in net assets resulting from operations | $ | 4,180,815 |
Six Months Ended September 30, 2014 | Year Ended March 31, 2014 | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
FROM OPERATIONS: | ||||||||||
Net investment income | $ | 14,550,868 | $ | 23,580,425 | ||||||
Net realized gain (loss) | (418,271 | ) | 665,332 | |||||||
Net change in unrealized appreciation (depreciation) | (9,951,782 | ) | (2,033,568 | ) | ||||||
Net increase in net assets resulting from operations | 4,180,815 | 22,212,189 | ||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||
Net investment income: | ||||||||||
Class A | (1,419,946 | ) | (3,173,407 | ) | ||||||
Class C | (1,158,118 | ) | (1,966,091 | ) | ||||||
Class I | (6,969,753 | ) | (9,915,178 | ) | ||||||
Class P | (742,811 | ) | (1,108,235 | ) | ||||||
Class R | (1,720,476 | ) | (2,311,746 | ) | ||||||
Class W | (2,829,798 | ) | (5,205,552 | ) | ||||||
Net realized gains: | ||||||||||
Class A | — | (88,302 | ) | |||||||
Class C | — | (70,871 | ) | |||||||
Class I | — | (257,093 | ) | |||||||
Class P | — | (48,328 | ) | |||||||
Class R | — | (76,469 | ) | |||||||
Class W | — | (124,245 | ) | |||||||
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 | (14,840,902 | ) | (25,108,464 | ) | ||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||
Net proceeds from sale of shares | 251,802,045 | 663,037,010 | ||||||||
Reinvestment of distributions | 13,783,683 | 22,965,642 | ||||||||
265,585,728 | 686,002,652 | |||||||||
Cost of shares redeemed | (247,896,278 | ) | (181,142,287 | ) | ||||||
Net increase in net assets resulting from capital share transactions | 17,689,450 | 504,860,365 | ||||||||
Net increase in net assets | 7,029,363 | 501,964,090 | ||||||||
NET ASSETS: | ||||||||||
Beginning of year or period | 849,439,653 | 347,475,563 | ||||||||
End of year or period | $ | 856,469,016 | $ | 849,439,653 | ||||||
Distributions in excess of net investment income at end of year or period | $ | (487,386 | ) | $ | (197,352 | ) |
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 10.22 | 0.17 | (0.12 | ) | 0.05 | 0.18 | — | — | 0.18 | 10.09 | 0.50 | 1.10 | 1.01 | 1.01 | 3.44 | 60,481 | 39 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 10.22 | 0.14 | (0.13 | ) | 0.01 | 0.14 | — | — | 0.14 | 10.09 | 0.12 | 1.85 | 1.76 | 1.76 | 2.72 | 76,798 | 39 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 10.21 | 0.19 | (0.12 | ) | 0.07 | 0.19 | — | — | 0.19 | 10.09 | 0.73 | 0.77 | 0.76 | 0.76 | 3.74 | 442,442 | 39 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 10.21 | 0.22 | (0.12 | ) | 0.10 | 0.23 | — | — | 0.23 | 10.08 | 0.96 | 0.76 | 0.10 | 0.10 | 4.27 | 22,988 | 39 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 10.20 | 0.16 | (0.11 | ) | 0.05 | 0.17 | — | — | 0.17 | 10.08 | 0.47 | 1.35 | 1.26 | 1.26 | 3.22 | 106,299 | 39 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-14 | 10.24 | 0.19 | (0.13 | ) | 0.06 | 0.19 | — | — | 0.19 | 10.11 | 0.62 | 0.85 | 0.76 | 0.76 | 3.72 | 147,462 | 39 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 |
similar loans and the market environment and investor attitudes towards the loan and interests in similar loans; (v) the reputation and financial condition of the agent for the loan and any intermediate participants in the loan; (vi) the borrower’s management; and (vii) the general economic and market conditions affecting the fair value of the loan. Securities for which the primary market is a national securities exchange are valued at the official closing price when available or, for certain markets, the last reported sale price on each valuation day. Securities traded in the over-the-counter market and listed securities for which no sale was reported on a valuation date are valued at the mean between the last reported bid and ask price on such 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.
after all past due amounts have been received and the borrower has demonstrated sustained performance. Loan premiums and discounts are amortized and/or accreted for financial reporting purposes. Arrangement fees received on revolving credit facilities, which represent non-refundable fees or purchase discounts associated with the acquisition of loans, are deferred and recognized using the effective yield for financial reporting purposes. No such fees are recognized on loans which have been placed on non-accrual status. Arrangement fees associated with all other loans, except revolving credit facilities, are treated as discounts and are accreted as described above. Dividend income is recorded on the ex-dividend date. Amendment fees are earned as compensation for evaluating and accepting changes to an original 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. |
rates on investments from the fluctuations arising from changes in market prices of securities held. Such fluctuations are included with the net realized and unrealized gains or losses from investments. For securities, which are subject to foreign withholding tax upon disposition, liabilities are recorded on the Statement of Assets and Liabilities for the estimated tax withholding based on the securities current market value. Upon disposition, realized gains or losses on such securities are recorded net of foreign withholding tax.
(continued)
Class A | Class C | Class R | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
0.25% | 1.00% | 0.50% |
Class A | Class C | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Initial Sales Charges | $ | 4,530 | — | |||||||
Contingent Deferred Sales Charge | — | 1,259 |
(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%
September 30, | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2015 | 2016 | 2017 | Total | |||||||||||
$247,940 | $151,364 | $53,733 | $453,037 |
September 30, | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2015 | 2016 | 2017 | Total | |||||||||||||||
Class A | $ | — | $ | 22,351 | $ | 66,588 | $ | 88,939 | ||||||||||
Class C | — | 17,239 | 61,177 | 78,416 | ||||||||||||||
Class R | — | 16,111 | 70,931 | 87,042 | ||||||||||||||
Class W | — | 39,070 | 109,210 | 148,280 |
Subsidiary/Affiliated Investment Companies | Percentage | |||||
---|---|---|---|---|---|---|
Voya Institutional Trust Company | 12.32 | % | ||||
Voya Solution 2025 Portfolio | 7.06 | |||||
Voya Solution 2035 Portfolio | 6.34 |
Principal Amount | ||||||
---|---|---|---|---|---|---|
Advantage Sales & Marketing, Inc. | $ | 66,129 |
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 | ||||||||||||||||||||||||||||||||||
09-30-14 | 925,830 | 125,061 | (4,713,749 | ) | (3,662,858 | ) | 9,425,285 | 1,272,073 | (47,999,327 | ) | (37,301,969 | ) | ||||||||||||||||||||||
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 | ||||||||||||||||||||||||
Class C | ||||||||||||||||||||||||||||||||||
09-30-14 | 1,030,068 | 92,220 | (1,793,383 | ) | (671,095 | ) | 10,491,301 | 937,700 | (18,247,186 | ) | (6,818,185 | ) | ||||||||||||||||||||||
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 | ||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||
09-30-14 | 18,500,187 | 624,980 | (7,368,076 | ) | 11,757,091 | 188,274,810 | 6,347,121 | (74,902,376 | ) | 119,719,555 | ||||||||||||||||||||||||
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 | ||||||||||||||||||||||||
Class P | ||||||||||||||||||||||||||||||||||
09-30-14 | 1,039,221 | 67,265 | (7,273,300 | ) | (6,166,814 | ) | 10,570,000 | 683,428 | (74,094,304 | ) | (62,840,876 | ) | ||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||
09-30-14 | 1,258,231 | 169,092 | (528,342 | ) | 898,981 | 12,799,770 | 1,716,860 | (5,371,638 | ) | 9,144,992 | ||||||||||||||||||||||||
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 | ||||||||||||||||||||||||
Class W | ||||||||||||||||||||||||||||||||||
09-30-14 | 1,983,648 | 277,458 | (2,674,584 | ) | (413,478 | ) | 20,240,879 | 2,826,501 | (27,281,447 | ) | (4,214,067 | ) | ||||||||||||||||||||||
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 |
(1) | Commencement of Operations. |
Six Months Ended September 30, 2014 | Year Ended March 31, 2014 | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Ordinary | Ordinary | Long-term | Return of | ||||||||||||
Income | Income | Capital Gains | Capital | ||||||||||||
$ 14,840,902 | $ 24,088,134 | $ 257,383 | $ 762,947 |
Unrealized Appreciation/ (Depreciation) |
---|
$ 2,518,691 |
Per Share Amount | Payable Date | Record Date | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Class A | $ 0.0299 | November 3, 2014 | Daily | |||||||||||
Class C | $ 0.0234 | November 3, 2014 | Daily | |||||||||||
Class I | $ 0.0320 | November 3, 2014 | Daily | |||||||||||
Class P | $ 0.0377 | November 3, 2014 | Daily | |||||||||||
Class R | $ 0.0277 | November 3, 2014 | Daily | |||||||||||
Class W | $ 0.0320 | November 3, 2014 | Daily |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: 93.0% | |||||||||||||||||||||||
Aerospace & Defense: 0.3% | |||||||||||||||||||||||
2,475,000 | (1) | Custom Sensors & Technologies, First Lien Term Loan, 06/18/21 | $ | 2,463,657 | 0.3 | ||||||||||||||||||
Automotive: 3.4% | |||||||||||||||||||||||
5,250,000 | Federal-Mogul Corporation, Term Loan C, 4.750%, 04/15/21 | 5,212,499 | 0.6 | ||||||||||||||||||||
3,573,856 | Fram Group Holdings Inc., First Lien Term Loan, 6.500%, 07/31/17 | 3,581,676 | 0.4 | ||||||||||||||||||||
234,355 | Fram Group Holdings Inc., Second Lien Term Loan, 10.500%, 01/29/18 | 227,325 | 0.0 | ||||||||||||||||||||
6,650,000 | Gates Global LLC, First Lien Secured Term Loan, 4.250%, 06/30/21 | 6,547,876 | 0.8 | ||||||||||||||||||||
1,500,000 | Goodyear Tire & Rubber Company (The), Second Lien Term Loan, 4.750%, 04/30/19 | 1,502,578 | 0.2 | ||||||||||||||||||||
2,117,261 | (1) | Key Safety Systems, Inc., First Lien Term Loan, 08/29/21 | 2,113,291 | 0.2 | |||||||||||||||||||
3,925,793 | Metaldyne, LLC, USD Term Loan B, 4.250%, 12/31/18 | 3,911,888 | 0.5 | ||||||||||||||||||||
292,860 | Schrader International, Upsized Lux Term Loan, 5.000%, 04/27/18 | 292,860 | 0.0 | ||||||||||||||||||||
225,284 | Schrader International, Upsized USD Term Loan, 5.000%, 04/27/18 | 225,284 | 0.0 | ||||||||||||||||||||
4,786,654 | (1) | TI Group Automotive Systems, L.L.C., Term Loan B, 4.250%, 07/02/21 | 4,720,838 | 0.6 | |||||||||||||||||||
724,293 | UCI International, Inc., Term Loan B, 5.500%, 07/26/17 | 725,802 | 0.1 | ||||||||||||||||||||
29,061,917 | 3.4 | ||||||||||||||||||||||
Beverage & Tobacco: 0.7% | |||||||||||||||||||||||
6,000,000 | (1) | Jacobs Douwe Egberts , Term Loan B-1 USD, 07/23/21 | 5,865,000 | 0.7 | |||||||||||||||||||
Building & Development: 1.5% | |||||||||||||||||||||||
3,491,250 | Doosan Infracore Bobcat Holdings Co., Ltd., Term Loan B, 4.500%, 05/27/21 | 3,499,978 | 0.4 | ||||||||||||||||||||
2,079,053 | Minimax Viking GmbH, Facility B1 Loan, 4.500%, 08/30/20 | 2,090,747 | 0.3 | ||||||||||||||||||||
2,775,248 | NCI Building Systems, Inc., Term Loan, 4.250%, 06/24/19 | 2,768,310 | 0.3 | ||||||||||||||||||||
275,000 | Quikrete Holdings, Second Lien Term Loan, 7.000%, 03/23/21 | 277,578 | 0.0 | ||||||||||||||||||||
2,004,698 | Quikrete Holdings, Term Loan B, 4.000%, 09/23/20 | 1,990,708 | 0.2 | ||||||||||||||||||||
994,987 | SMG, First Lien Term Facility, 4.500%, 03/03/20 | 994,366 | 0.1 | ||||||||||||||||||||
1,424,626 | Wilsonart LLC, Term Loan B, 4.000%, 10/31/19 | 1,400,585 | 0.2 | ||||||||||||||||||||
13,022,272 | 1.5 | ||||||||||||||||||||||
Business Equipment & Services: 6.8% | |||||||||||||||||||||||
4,350,000 | (1) | Acosta, Inc., Term Loan B, 08/13/21 | 4,360,823 | 0.5 | |||||||||||||||||||
66,129 | (1) | Advantage Sales & Marketing, Inc., Delayed Draw Term Loan, 07/21/21 | 65,075 | 0.0 | |||||||||||||||||||
3,967,742 | (1) | Advantage Sales & Marketing, Inc., First Lien Term Loan, 4.250%, 07/21/21 | 3,904,508 | 0.5 | |||||||||||||||||||
900,000 | Advantage Sales & Marketing, Inc., Second Lien Term Loan, 7.500%, 07/21/22 | 888,975 | 0.1 | ||||||||||||||||||||
500,000 | AlixPartners LLP, Second Lien Term Loan, 9.000%, 07/09/21 | 507,084 | 0.1 | ||||||||||||||||||||
2,940,324 | AlixPartners LLP, Term Loan B-2, 4.000%, 07/09/20 | 2,903,570 | 0.3 | ||||||||||||||||||||
2,648,250 | Allflex Holdings III, Inc., First Lien Term Loan, 4.250%, 07/17/20 | 2,630,043 | 0.3 | ||||||||||||||||||||
475,000 | Allflex Holdings III, Inc., Second Lien Term Loan, 8.000%, 07/19/21 | 474,406 | 0.1 | ||||||||||||||||||||
1,596,000 | Catalina Marketing Corporation, First Lien Term Loan, 4.500%, 04/01/21 | 1,556,100 | 0.2 | ||||||||||||||||||||
1,200,000 | Catalina Marketing Corporation, Second Lien Term Loan, 7.750%, 04/01/22 | 1,155,000 | 0.1 | ||||||||||||||||||||
2,930,505 | Coinmach Service Corp., Feb 2014 Upsized Term Loan, 4.250%, 11/15/19 | 2,888,836 | 0.3 | ||||||||||||||||||||
2,303,356 | CorpSource Finance Holdings, LLC, First Lien Term Loan, 5.250%, 04/30/18 | 2,301,437 | 0.3 | ||||||||||||||||||||
930,000 | CorpSource Finance Holdings, LLC, Second Lien, 8.750%, 04/30/19 | 939,300 | 0.1 | ||||||||||||||||||||
646,750 | CPA Global Financing, First Lien Term Loan USD, 4.500%, 11/30/20 | 649,984 | 0.1 | ||||||||||||||||||||
497,500 | CPA Global Financing, Second Lien Term Loan USD, 8.250%, 05/30/21 | 509,938 | 0.1 | ||||||||||||||||||||
1,386,656 | First American Payment Systems, First Lien Term Loan, 5.750%, 09/30/18 | 1,386,656 | 0.2 | ||||||||||||||||||||
815,631 | First American Payment Systems, Second Lien, 10.750%, 03/30/19 | 815,631 | 0.1 | ||||||||||||||||||||
1,305,377 | GCA Services, Replacement Term Loan, 4.269%, 11/01/19 | 1,295,587 | 0.2 | ||||||||||||||||||||
3,291,750 | Interactive Data Corporation, Term Loan B, 4.750%, 05/01/21 | 3,277,349 | 0.4 | ||||||||||||||||||||
346,154 | ION Trading Technologies Limited, Second Lien Term Loan, 7.250%, 06/10/22 | 345,072 | 0.0 | ||||||||||||||||||||
2,904,762 | iQor, First Lien Term Loan, 6.000%, 04/01/21 | 2,679,643 | 0.3 | ||||||||||||||||||||
1,000,000 | iQor, Second Lien Term Loan, 9.750%, 04/01/22 | 903,750 | 0.1 | ||||||||||||||||||||
721,375 | Knowledge Universe Education, LLC, Term Loan B, 5.250%, 03/20/21 | 724,080 | 0.1 | ||||||||||||||||||||
1,246,875 | Learning Care Group, Term Loan, 5.832%, 05/01/21 | 1,252,330 | 0.1 | ||||||||||||||||||||
2,370,968 | Legal Shield, First Lien Term Loan, 6.250%, 07/01/19 | 2,382,823 | 0.3 | ||||||||||||||||||||
1,000,000 | Legal Shield, Second Lien Term Loan, 9.750%, 07/01/20 | 1,020,000 | 0.1 | ||||||||||||||||||||
1,065,972 | Miller Heiman, Inc., Term Loan B, 6.758%, 09/30/19 | 1,045,985 | 0.1 | ||||||||||||||||||||
1,605,196 | Misys (Magic Newco 2 S.a.r.l.), Term Loan B add-on, 5.000%, 12/01/18 | 1,608,708 | 0.2 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Business Equipment & Services: (continued) | |||||||||||||||||||
2,000,000 | Onsite Rental Group Operations Pty Ltd., Senior Secured Term Loan, 5.500%, 07/30/21 | $ | 1,975,000 | 0.2 | |||||||||||||||
1,431,875 | RentPath, Inc., Term Loan B, 6.250%, 05/29/20 | 1,439,894 | 0.2 | ||||||||||||||||
1,500,000 | Ship US Bidco, Inc. (Worldpay), Term Loan B2A-II, 5.250%, 11/30/19 | 1,507,500 | 0.2 | ||||||||||||||||
1,040,000 | Ship US Bidco, Inc. (Worldpay), Term Loan C2, 4.750%, 11/29/19 | 1,045,460 | 0.1 | ||||||||||||||||
1,890,500 | Sophos, Term Loan B USD, 5.000%, 01/30/21 | 1,892,075 | 0.2 | ||||||||||||||||
2,724,524 | SurveyMonkey.com, LLC, Term Loan B, 5.500%, 02/07/19 | 2,738,964 | 0.3 | ||||||||||||||||
287,778 | Sutherland Global Services, Term Loan Cayman, 7.250%, 03/06/19 | 287,058 | 0.0 | ||||||||||||||||
637,222 | Sutherland Global Services, Term Loan US, 7.250%, 03/06/19 | 635,629 | 0.1 | ||||||||||||||||
1,915,228 | Transfirst Holdings, Inc., First Lien Term Loan, 4.250%, 12/27/17 | 1,907,747 | 0.2 | ||||||||||||||||
395,000 | Wash Multi-Family Services, USD Term Loan, 4.503%, 02/21/19 | 394,506 | 0.0 | ||||||||||||||||
58,296,526 | 6.8 | ||||||||||||||||||
Cable & Satellite Television: 2.5% | |||||||||||||||||||
4,500,000 | Charter Communications Operating, LLC, Term Loan G, 4.250%, 09/12/21 | 4,491,963 | 0.5 | ||||||||||||||||
1,678,119 | Liberty Cablevision of Puerto Rico LLC., First Lien Term Facility, 4.500%, 12/31/21 | 1,671,826 | 0.2 | ||||||||||||||||
250,000 | Liberty Cablevision of Puerto Rico LLC., Second Lien Facility, 7.750%, 06/30/23 | 249,375 | 0.0 | ||||||||||||||||
1,378,446 | New Wave Communications, Including Add on Term Loan B, 4.750%, 04/30/20 | 1,366,385 | 0.2 | ||||||||||||||||
4,834,578 | RCN Cable, Term Loan B, 4.500%, 02/25/20 | 4,818,464 | 0.6 | ||||||||||||||||
3,000,000 | Virgin Media Investment Holdings Limited, Term Loan B USD, 3.500%, 06/07/20 | 2,924,733 | 0.3 | ||||||||||||||||
5,811,210 | Wideopenwest Finance, LLC, Term Loan B, 4.750%, 04/01/19 | 5,795,473 | 0.7 | ||||||||||||||||
21,318,219 | 2.5 | ||||||||||||||||||
Chemicals & Plastics: 5.0% | |||||||||||||||||||
1,344,838 | Armacell, First Lien Term Loan USD, 5.500%, 06/30/20 | 1,341,475 | 0.2 | ||||||||||||||||
6,191,780 | Arysta LifeScience Corporation, First Lien Term Loan, 4.500%, 05/29/20 | 6,185,328 | 0.7 | ||||||||||||||||
5,592,062 | Axalta Coating Systems (fka DuPont Performance Coatings), 2014 Specified Refinancing Term B Loan, 3.750%, 02/02/20 | 5,485,114 | 0.6 | ||||||||||||||||
1,508,403 | AZ Chem US Inc., First Lien Senior Secured Term Loan, 4.500%, 06/13/21 | 1,508,780 | 0.2 | ||||||||||||||||
900,000 | Emerald Performance Materials LLC, First Lien Term Loan, 4.500%, 08/15/21 | 892,500 | 0.1 | ||||||||||||||||
750,000 | Emerald Performance Materials LLC, Second Lien Term Loan, 7.750%, 08/15/22 | 747,188 | 0.1 | ||||||||||||||||
497,500 | Ennis Flint (a.k.a Road Infrastructure Investment LLC), First Lien Term Facility, 4.250%, 04/01/21 | 486,306 | 0.1 | ||||||||||||||||
1,150,000 | Gemini HDPE LLC, Senior Secured Term Loan, 4.750%, 07/31/21 | 1,149,520 | 0.1 | ||||||||||||||||
325,000 | Houghton International, Inc., Second Lien Term Loan, 9.500%, 12/20/20 | 328,656 | 0.0 | ||||||||||||||||
3,209,589 | Houghton International, Inc., USD First Lien Term Loan, 4.000%, 12/20/19 | 3,189,529 | 0.4 | ||||||||||||||||
2,401,698 | Ineos US Finance LLC, Cash Dollar Term Loan, 3.750%, 05/04/18 | 2,357,228 | 0.3 | ||||||||||||||||
422,098 | Kleopatra Lux 2 S.À. R.L, New Term Loan B, 4.750%, 12/21/16 | 422,362 | 0.1 | ||||||||||||||||
796,000 | Kronos Worldwide, Inc., Term Loan B Facility, 4.750%, 02/21/20 | 796,000 | 0.1 | ||||||||||||||||
325,000 | (1) | MacDermid, Inc. (a.k.a Platform Specialty Products Corp), USD Add On, 06/07/20 | 319,516 | 0.0 | |||||||||||||||
1,876,250 | MacDermid, Inc., First Lien Term Loan, 4.000%, 06/07/20 | 1,852,797 | 0.2 | ||||||||||||||||
924,722 | Monarch (Allnex S.a.r.l.), First Lien Term Loan B-1, 4.500%, 10/03/19 | 921,833 | 0.1 | ||||||||||||||||
479,794 | Monarch (Allnex S.a.r.l.), First Lien Term Loan B-2, 4.500%, 10/03/19 | 478,295 | 0.1 | ||||||||||||||||
900,000 | Orion Engineered Carbons, Term Loan B USD, 5.000%, 07/25/21 | 902,250 | 0.1 | ||||||||||||||||
2,158,688 | Oxea S.a.r.l., First Lien Term Loan USD, 4.250%, 01/15/20 | 2,123,609 | 0.3 | ||||||||||||||||
1,746,306 | Royal Adhesives & Sealants, First Lien Term Facility, 5.500%, 08/01/18 | 1,760,132 | 0.2 | ||||||||||||||||
1,800,000 | Solenis International, L.P., USD First Lien Term Loan, 4.250%, 07/31/21 | 1,770,188 | 0.2 | ||||||||||||||||
3,720,176 | Tronox Pigments (Netherlands) BV, Term Loan, 4.000%, 03/19/20 | 3,698,993 | 0.4 | ||||||||||||||||
2,697,068 | Univar Inc., Term Loan B, 5.000%, 06/30/17 | 2,674,029 | 0.3 | ||||||||||||||||
1,131,042 | Vantage Specialties Inc., Incremental Term Loan Facility, 5.000%, 02/10/19 | 1,136,344 | 0.1 | ||||||||||||||||
42,527,972 | 5.0 | ||||||||||||||||||
Clothing/Textiles: 0.3% | |||||||||||||||||||
2,095,209 | Herff Jones, Inc., First Lien Term Loan, 5.500%, 06/25/19 | 2,097,828 | 0.2 | ||||||||||||||||
551,403 | Vince, LLC, Term Loan, 6.000%, 11/27/19 | 552,437 | 0.1 | ||||||||||||||||
2,650,265 | 0.3 | ||||||||||||||||||
Conglomerates: 0.9% | |||||||||||||||||||
319,500 | Fender Musical Instruments Corp., Term Loan B, 5.750%, 04/03/19 | 319,031 | 0.0 | ||||||||||||||||
800,000 | Jason Incorporated, First Lien Term Loan, 5.500%, 06/30/21 | 800,000 | 0.1 | ||||||||||||||||
400,000 | Jason Incorporated, Second Lien Term Loan, 9.000%, 06/30/22 | 396,000 | 0.1 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Conglomerates: (continued) | |||||||||||||||||||
2,965,000 | ServiceMaster Company, Term Loan, 4.250%, 06/30/21 | $ | 2,925,604 | 0.3 | |||||||||||||||
2,846,250 | Waterpik, First Lien, 5.750%, 07/01/20 | 2,844,471 | 0.3 | ||||||||||||||||
388,289 | WireCo WorldGroup, Inc., Term Loan B, 6.000%, 02/15/17 | 389,988 | 0.1 | ||||||||||||||||
7,675,094 | 0.9 | ||||||||||||||||||
Containers & Glass Products: 1.8% | |||||||||||||||||||
262,350 | Berlin Packaging, LLC, First Lien Term Loan, 4.750%, 04/02/19 | 262,309 | 0.0 | ||||||||||||||||
1,975,000 | EveryWare, Inc., Term Loan, 9.500%, 05/21/20 | 1,543,792 | 0.2 | ||||||||||||||||
2,402,002 | Husky Injection Molding Systems, Ltd, Incremental Term Loan, 4.250%, 06/30/21 | 2,373,778 | 0.3 | ||||||||||||||||
3,316,688 | Otter Products, Term Loan B, 5.750%, 06/03/20 | 3,295,958 | 0.4 | ||||||||||||||||
1,392,232 | Pro Mach, Inc, Term Loan, 4.500%, 07/06/17 | 1,388,752 | 0.1 | ||||||||||||||||
4,511,140 | Reynolds Group Holdings Inc, USD Term Loan, 4.000%, 12/15/18 | 4,470,058 | 0.5 | ||||||||||||||||
1,534,765 | (1) | WNA Holdings Inc (a.k.a Waddington Group), USD Term Loan (Canadian Borrower), 4.500%, 06/07/20 | 1,521,336 | 0.2 | |||||||||||||||
892,178 | (1) | WNA Holdings Inc (a.k.a Waddington Group), USD Upsized Term Loan (US Borrower), 4.500%, 05/23/20 | 884,371 | 0.1 | |||||||||||||||
15,740,354 | 1.8 | ||||||||||||||||||
Cosmetics/Toiletries: 0.1% | |||||||||||||||||||
550,783 | KIK Custom Products, Inc., First Lien with incremental, 5.500%, 04/29/19 | 551,299 | 0.1 | ||||||||||||||||
Diversified Insurance: 4.1% | |||||||||||||||||||
1,947,540 | Alliant Holdings, I, LLC, Term Loan B, 4.250%, 12/20/19 | 1,944,683 | 0.2 | ||||||||||||||||
6,869,520 | AmWINS Group, Inc., Term Loan B, 5.000%, 09/06/19 | 6,869,520 | 0.8 | ||||||||||||||||
3,324,875 | Applied Systems Inc., First Lien Term Loan, 4.250%, 01/15/21 | 3,294,951 | 0.4 | ||||||||||||||||
650,000 | Applied Systems Inc., Second Lien Term Loan, 7.500%, 01/15/22 | 650,135 | 0.1 | ||||||||||||||||
1,629,375 | Cooper Gay Swett & Crawford, Ltd., First Lien Term Loan, 5.000%, 04/16/20 | 1,507,172 | 0.2 | ||||||||||||||||
1,400,000 | Cooper Gay Swett & Crawford, Ltd., Second Lien Term Loan, 8.250%, 10/15/20 | 1,228,500 | 0.1 | ||||||||||||||||
8,821,160 | Hub International Limited, Term Loan B, 4.250%, 10/02/20 | 8,658,524 | 1.0 | ||||||||||||||||
4,135,241 | National Financial Partners Corp., Term Loan B, 4.500%, 07/01/20 | 4,109,396 | 0.5 | ||||||||||||||||
1,500,000 | Sedgwick Holdings, Inc., Second Lien Term Loan, 6.750%, 02/28/22 | 1,474,375 | 0.2 | ||||||||||||||||
5,651,533 | USI, Inc., Term Loan, 4.250%, 12/27/19 | 5,559,696 | 0.6 | ||||||||||||||||
35,296,952 | 4.1 | ||||||||||||||||||
Drugs: 0.4% | |||||||||||||||||||
2,500,000 | Akorn, Inc, Term Loan, 4.500%, 04/17/21 | 2,496,845 | 0.3 | ||||||||||||||||
1,034,383 | Salix Pharmaceuticals Ltd, Term Loan, 4.250%, 01/02/20 | 1,034,014 | 0.1 | ||||||||||||||||
3,530,859 | 0.4 | ||||||||||||||||||
Ecological Services & Equipment: 1.0% | |||||||||||||||||||
4,050,000 | 4L Holdings Inc., Term Loan B, 5.500%, 05/08/20 | 4,037,344 | 0.5 | ||||||||||||||||
4,240,441 | ADS Waste Holdings, Inc., B-2, 3.750%, 10/09/19 | 4,144,149 | 0.5 | ||||||||||||||||
359,051 | Waste Industries USA, Inc., New Term Loan B, 4.000%, 03/17/17 | 357,256 | 0.0 | ||||||||||||||||
8,538,749 | 1.0 | ||||||||||||||||||
Electronics/Electrical: 8.1% | |||||||||||||||||||
1,885,754 | Active Network, Inc., First Lien Term Loan, 5.500%, 11/18/20 | 1,881,826 | 0.2 | ||||||||||||||||
2,885,500 | Aptean Holdings, Inc., First Lien Term Loan, 5.250%, 02/26/20 | 2,874,679 | 0.3 | ||||||||||||||||
700,000 | Aptean Holdings, Inc., Second Lien Term Loan, 8.500%, 02/26/21 | 697,958 | 0.1 | ||||||||||||||||
2,374,359 | Aspect Software, Inc., Term Loan, 7.250%, 05/09/16 | 2,375,458 | 0.3 | ||||||||||||||||
1,346,909 | Attachmate Corporation, First Lien Term Loan, 7.250%, 11/22/17 | 1,351,857 | 0.2 | ||||||||||||||||
2,934,276 | Avast Software, Term Loan, 4.750%, 03/21/20 | 2,935,499 | 0.3 | ||||||||||||||||
2,445,433 | Blackboard Inc., Term Loan B-3, 4.750%, 10/04/18 | 2,434,734 | 0.3 | ||||||||||||||||
3,405,557 | Blue Coat Systems, Inc., First Lien Term Loan, 4.000%, 05/31/19 | 3,350,216 | 0.4 | ||||||||||||||||
1,000,000 | Blue Coat Systems, Inc., Second Lien Term Loan, 9.500%, 06/28/20 | 1,010,000 | 0.1 | ||||||||||||||||
3,823,910 | BMC Software, Inc., U.S. Term Loan, 5.000%, 09/10/20 | 3,768,291 | 0.4 | ||||||||||||||||
3,927,600 | Dell International LLC, Term B Loans, 4.500%, 04/30/20 | 3,904,035 | 0.5 | ||||||||||||||||
698,250 | ECI, Term Loan B, 5.750%, 05/28/21 | 703,050 | 0.1 | ||||||||||||||||
2,375,288 | Epiq Systems, Inc., Term Loan, 4.250%, 08/27/20 | 2,372,318 | 0.3 | ||||||||||||||||
450,000 | Eze Castle Software, Inc., Second Lien Term Loan, 7.250%, 04/04/21 | 447,469 | 0.0 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Electronics/Electrical: (continued) | |||||||||||||||||||
1,975,075 | Eze Castle Software, Inc., Term Loan B-1, 4.000%, 04/04/20 | $ | 1,955,324 | 0.2 | |||||||||||||||
975,000 | FCI International S.A.S., Term Loan B, 6.250%, 12/31/20 | 982,922 | 0.1 | ||||||||||||||||
5,725,869 | Freescale Semiconductor, Inc., Tranche B-4 Term Loan, 4.250%, 03/01/20 | 5,645,947 | 0.7 | ||||||||||||||||
2,482,481 | Freescale Semiconductor, Inc., Tranche B-5 Term Loan, 5.000%, 01/15/21 | 2,478,343 | 0.3 | ||||||||||||||||
6,151,852 | Go Daddy Operating Company, LLC, Term Loan, 4.750%, 05/13/21 | 6,076,880 | 0.7 | ||||||||||||||||
1,662,194 | Greeneden U.S. Holdings II, LLC, Existing Term Loan B, 4.000%, 02/08/20 | 1,631,028 | 0.2 | ||||||||||||||||
1,158,242 | Hyland Software, Inc., First Lien Term Loan, 4.750%, 02/19/21 | 1,157,699 | 0.1 | ||||||||||||||||
1,481,968 | Infor (US), Inc., Term Loan B5, 3.750%, 06/03/20 | 1,450,291 | 0.2 | ||||||||||||||||
5,511,233 | Kronos Incorporated, Upsized Term Loan, 4.500%, 10/30/19 | 5,487,843 | 0.6 | ||||||||||||||||
1,200,000 | M/A-COM Technology Solutions Holdings, Inc., Term Loan B, 4.500%, 05/07/21 | 1,211,250 | 0.1 | ||||||||||||||||
1,194,000 | Oberthur Technologies, Tranche B-2 Term Loan, 4.500%, 10/15/19 | 1,192,259 | 0.1 | ||||||||||||||||
1,220,775 | Omnitracs Inc., Upsized First Lien Term Loan, 4.750%, 11/25/20 | 1,220,775 | 0.1 | ||||||||||||||||
550,000 | Omnitracs Inc., Upsized Second Lien Term Loan, 8.750%, 05/25/21 | 551,146 | 0.1 | ||||||||||||||||
1,529,109 | Open Link Financial, Inc., Term Loan, 6.250%, 10/30/17 | 1,530,065 | 0.2 | ||||||||||||||||
3,150,469 | RedPrairie Corporation, Incremental First Lien Term Loan, 6.000%, 12/21/18 | 3,073,677 | 0.4 | ||||||||||||||||
500,000 | RedPrairie Corporation, Second Lien Term Loan, 11.250%, 12/20/19 | 474,219 | 0.1 | ||||||||||||||||
1,000,000 | (1) | Skillsoft Corp., First Lien Term Loan, 04/28/21 | 988,333 | 0.1 | |||||||||||||||
738,774 | Websense, Inc., Second Lien Term Loan, 8.250%, 12/24/20 | 738,774 | 0.1 | ||||||||||||||||
1,632,635 | Websense, Inc., Term Loan B, 4.500%, 06/25/20 | 1,631,954 | 0.2 | ||||||||||||||||
69,586,119 | 8.1 | ||||||||||||||||||
Equity REITs and REOCs: 0.3% | |||||||||||||||||||
350,000 | Capital Automotive L.P., Second Lien Term Loan, 6.000%, 04/30/20 | 355,250 | 0.0 | ||||||||||||||||
2,117,765 | Capital Automotive L.P., Term Loan, 4.000%, 04/10/19 | 2,111,588 | 0.3 | ||||||||||||||||
2,466,838 | 0.3 | ||||||||||||||||||
Financial Intermediaries: 1.8% | |||||||||||||||||||
3,764,976 | Duff & Phelps, Add-on Term Loan, 4.500%, 04/23/20 | 3,748,505 | 0.5 | ||||||||||||||||
1,967,688 | Guggenheim Partners Investment Management Holdings, LLC, Term Loan B, 4.000%, 07/22/20 | 1,962,359 | 0.2 | ||||||||||||||||
1,657,318 | MoneyGram International, Inc., Term Loan B, 4.250%, 03/27/20 | 1,630,906 | 0.2 | ||||||||||||||||
3,523,375 | Santander Asset Management, Term Loan B-1 USD, 4.250%, 11/30/20 | 3,512,364 | 0.4 | ||||||||||||||||
3,184,000 | Trans Union LLC, Term Loan B, 4.000%, 03/21/21 | 3,141,548 | 0.4 | ||||||||||||||||
1,091,750 | Walker & Dunlop, Term Loan, 5.250%, 12/15/20 | 1,098,573 | 0.1 | ||||||||||||||||
15,094,255 | 1.8 | ||||||||||||||||||
Food Products: 1.7% | |||||||||||||||||||
3,458,598 | Advance Pierre Foods, First Lien Term Loan B, 5.750%, 07/10/17 | 3,462,057 | 0.4 | ||||||||||||||||
1,500,000 | Advance Pierre Foods, Second Lien Term Loan, 9.500%, 10/10/17 | 1,492,500 | 0.2 | ||||||||||||||||
1,963,045 | Atkins Nutritionals Holdings II, Inc., First Lien Term Loan, 6.250%, 01/02/19 | 1,953,230 | 0.2 | ||||||||||||||||
248,750 | Atrium Innovations, Inc., USD First Lien Term Loan, 4.250%, 02/04/21 | 244,086 | 0.0 | ||||||||||||||||
250,000 | Atrium Innovations, Inc., USD Second Lien Term Loan, 7.750%, 08/04/21 | 244,531 | 0.0 | ||||||||||||||||
3,316,500 | CSM Bakery Supplies, First Lien Term Loan, 5.000%, 07/03/20 | 3,284,373 | 0.4 | ||||||||||||||||
2,738,731 | Del Monte Foods Consumer Products, Inc., First Lien, 4.256%, 02/18/21 | 2,565,279 | 0.3 | ||||||||||||||||
450,000 | Del Monte Foods Consumer Products, Inc., Second Lien, 8.250%, 08/18/21 | 410,625 | 0.1 | ||||||||||||||||
816,817 | NPC International, Term Loan, 4.000%, 12/28/18 | 792,313 | 0.1 | ||||||||||||||||
14,448,994 | 1.7 | ||||||||||||||||||
Food Service: 1.0% | |||||||||||||||||||
3,285,994 | CEC Entertainment, Inc., First Lien Term Loan, 4.250%, 02/14/21 | 3,195,629 | 0.4 | ||||||||||||||||
1,809,948 | Landry’s Restaurants, Term Loan, 4.000%, 04/24/18 | 1,798,071 | 0.2 | ||||||||||||||||
1,758,138 | P.F. Chang’s China Bistro, Inc., Term Loan, 4.250%, 06/30/19 | 1,720,777 | 0.2 | ||||||||||||||||
2,068,500 | Weight Watchers International, Inc., Term Loan B-2, 4.000%, 04/02/20 | 1,595,331 | 0.2 | ||||||||||||||||
8,309,808 | 1.0 | ||||||||||||||||||
Food/Drug Retailers: 2.3% | |||||||||||||||||||
1,881,053 | Albertsons LLC, Term Loan B2, 4.750%, 03/21/19 | 1,877,358 | 0.2 | ||||||||||||||||
3,000,000 | Albertsons LLC, Term Loan B4, 5.500%, 08/11/21 | 2,988,438 | 0.4 | ||||||||||||||||
2,500,000 | Dave & Buster’s, Inc., Term Loan, 4.500%, 07/31/20 | 2,490,625 | 0.3 | ||||||||||||||||
1,739,682 | Del Taco, Term Loan, 5.506%, 10/01/18 | 1,746,931 | 0.2 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Food/Drug Retailers: (continued) | |||||||||||||||||||
2,000,000 | (1) | Portillo Restaurant Group (The), First Lien Term Loan, 08/04/21 | $ | 1,982,500 | 0.2 | ||||||||||||||
650,000 | (1) | Portillo Restaurant Group (The), Second Lien Term Loan, 08/04/22 | 648,375 | 0.1 | |||||||||||||||
1,044,750 | Roundys Supermarkets, Inc., Term Loan B, 5.750%, 02/20/21 | 993,166 | 0.1 | ||||||||||||||||
2,113,024 | Sprouts Farmers Market, Term Loan, 4.000%, 04/23/20 | 2,104,660 | 0.2 | ||||||||||||||||
2,998,705 | Supervalu, Term Loan, 4.500%, 03/21/19 | 2,951,433 | 0.3 | ||||||||||||||||
748,125 | TGI Friday’s, Inc., First Lien Term Loan, 5.250%, 07/15/20 | 747,190 | �� | 0.1 | |||||||||||||||
1,279,004 | Vestcom International, Inc., Term Loan, 5.503%, 12/26/18 | 1,279,004 | 0.2 | ||||||||||||||||
19,809,680 | 2.3 | ||||||||||||||||||
Forest Products: 0.0% | |||||||||||||||||||
395,000 | Xerium Technologies, Inc., Term Loan B, 5.750%, 05/01/19 | 397,222 | 0.0 | ||||||||||||||||
Health Care: 11.1% | |||||||||||||||||||
2,992,500 | Accellent, Inc., First Lien Term Loan, 4.500%, 03/14/21 | 2,945,120 | 0.3 | ||||||||||||||||
275,000 | Accellent, Inc., Second Lien Term Loan, 7.500%, 03/01/22 | 266,750 | 0.0 | ||||||||||||||||
1,425,000 | Aegis Sciences, First Lien Term Loan, 5.500%, 02/19/21 | 1,425,000 | 0.2 | ||||||||||||||||
344,685 | Alere US Holdings, LLC, Term Loan B, 4.250%, 06/30/17 | 342,710 | 0.0 | ||||||||||||||||
987,504 | Alliance Healthcare, Term Loan B, 4.250%, 06/03/19 | 985,035 | 0.1 | ||||||||||||||||
3,089,501 | ATI Physical Therapy, Term Loan B, 5.000%, 12/20/19 | 3,110,099 | 0.4 | ||||||||||||||||
796,000 | CareCore National, LLC, Term Loan B, 5.500%, 02/20/21 | 792,020 | 0.1 | ||||||||||||||||
4,938,674 | Catalent Pharma Solutions, Inc. , USD Term Loan, 4.500%, 05/08/21 | 4,932,061 | 0.6 | ||||||||||||||||
1,989,172 | CHG Medical Staffing, Inc., New First Lien Term, 4.250%, 11/19/19 | 1,981,402 | 0.2 | ||||||||||||||||
222,826 | CHG Medical Staffing, Inc., Upsized Second Lien Term Loan, 9.000%, 11/19/20 | 226,168 | 0.0 | ||||||||||||||||
5,572,962 | (1) | CHS/Community Health Systems, Inc., Term Loan D, 4.250%, 01/27/21 | 5,563,561 | 0.7 | |||||||||||||||
3,192,000 | Connolly / iHealth Technologies, First Lien, 5.000%, 05/12/21 | 3,182,025 | 0.4 | ||||||||||||||||
1,000,000 | Connolly / iHealth Technologies, Second Lien, 8.000%, 05/12/22 | 1,005,000 | 0.1 | ||||||||||||||||
1,800,000 | Correct Care Solutions, First Lien Term Loan, 5.000%, 07/22/21 | 1,782,000 | 0.2 | ||||||||||||||||
1,430,284 | DJO Finance LLC, First Lien Term Loan, 4.250%, 09/05/17 | 1,422,239 | 0.2 | ||||||||||||||||
2,970,000 | Envision Pharmaceutical Services, First Lien Term Loan, 5.750%, 11/04/20 | 2,981,137 | 0.3 | ||||||||||||||||
1,400,000 | Healogics, Inc., First Lien Term Loan, 5.250%, 06/30/21 | 1,391,250 | 0.2 | ||||||||||||||||
1,250,000 | Healogics, Inc., Second Lien Term Loan, 9.000%, 07/01/22 | 1,218,750 | 0.1 | ||||||||||||||||
2,546,742 | Iasis Healthcare LLC, Term B-2, 4.500%, 05/03/18 | 2,541,967 | 0.3 | ||||||||||||||||
4,330,073 | Ikaria Acquisition Inc., First Lien Term Loan, 5.000%, 02/05/21 | 4,323,985 | 0.5 | ||||||||||||||||
1,300,000 | Ikaria Acquisition Inc., Second Lien Term Loan, 8.750%, 02/05/22 | 1,317,875 | 0.2 | ||||||||||||||||
970,256 | Immucor, Inc., Term B-2 Loan, 5.000%, 08/17/18 | 966,617 | 0.1 | ||||||||||||||||
4,984,662 | Kinetic Concepts, Inc., E-1, 4.000%, 05/04/18 | 4,930,663 | 0.6 | ||||||||||||||||
1,524,528 | Medpace Holdings, Inc., Term Loan B, 4.750%, 04/05/21 | 1,524,528 | 0.2 | ||||||||||||||||
3,154,688 | MedSolutions Holdings, Inc., Term Loan B, 6.500%, 07/08/19 | 3,166,517 | 0.4 | ||||||||||||||||
5,087,250 | Millennium Laboratories, LLC, Term Loan B, 5.250%, 04/15/21 | 5,087,209 | 0.6 | ||||||||||||||||
2,601,818 | Multiplan, Inc, Term Loan, 4.000%, 04/01/21 | 2,545,229 | 0.3 | ||||||||||||||||
650,000 | NVA Holdings, Inc., First Lien Term Loan, 4.750%, 08/15/21 | 648,646 | 0.1 | ||||||||||||||||
2,728,020 | Onex Carestream Finance LP, First Lien, 5.000%, 06/07/19 | 2,729,157 | 0.3 | ||||||||||||||||
739,209 | Onex Carestream Finance LP, Second Lien, 9.500%, 11/30/19 | 745,215 | 0.1 | ||||||||||||||||
4,588,500 | Ortho-Clinical Diagnostics, Inc., Term Loan B, 4.750%, 06/30/21 | 4,544,767 | 0.5 | ||||||||||||||||
4,399,508 | Par Pharmaceutical Companies, B-2, 4.000%, 09/28/19 | 4,325,266 | 0.5 | ||||||||||||||||
3,979,166 | Pharmaceutical Product Development, Inc., Term Loan B-1, 4.000%, 12/05/18 | 3,950,981 | 0.5 | ||||||||||||||||
1,246,875 | Phillips-Medisize Corporation, First Lien Term Loan, 4.750%, 06/16/21 | 1,243,758 | 0.1 | ||||||||||||||||
250,000 | Phillips-Medisize Corporation, Second Lien Term Loan, 8.250%, 06/16/22 | 248,750 | 0.0 | ||||||||||||||||
1,528,478 | Progressive Solutions, Inc., First Lien, 5.500%, 10/22/20 | 1,528,478 | 0.2 | ||||||||||||||||
2,200,000 | (1) | Sterigenics International LLC, Term Loan, 4.500%, 08/05/21 | 2,186,939 | 0.3 | |||||||||||||||
1,229,365 | (1) | Surgery Center Holdings, Inc., First Lien Term Loan, 07/24/20 | 1,226,292 | 0.1 | |||||||||||||||
1,608,088 | Surgical Care Affiliates LLC, Class C Term Loan, 4.000%, 06/29/18 | 1,584,932 | 0.2 | ||||||||||||||||
246,250 | Truven Health, Inc., Term Loan B, 4.500%, 05/23/19 | 241,941 | 0.0 | ||||||||||||||||
2,686,768 | United Surgical Partners International, Inc., Incremental Term Loan, 4.750%, 04/03/19 | 2,683,829 | 0.3 | ||||||||||||||||
4,589,714 | Valeant Pharmaceuticals International, Inc., Series E-1 Tranche B, 3.750%, 08/05/20 | 4,542,179 | 0.5 | ||||||||||||||||
1,047,165 | Valeant Pharmaceuticals International, Inc., Tranche B Series D-2, 3.750%, 02/13/19 | 1,037,347 | 0.1 | ||||||||||||||||
95,425,394 | 11.1 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Home Furnishings: 1.0% | |||||||||||||||||||
4,688,695 | AOT Bedding Super Holdings, LLC, Term Loan B, 4.250%, 10/01/19 | $ | 4,660,694 | 0.5 | |||||||||||||||
1,745,625 | Hillman Group (The), Inc., Term Loan B, 4.500%, 06/30/21 | 1,743,443 | 0.2 | ||||||||||||||||
2,310,006 | Monitronics International, Inc., Add-on Term Loan, 4.250%, 03/23/18 | 2,288,350 | 0.3 | ||||||||||||||||
8,692,487 | 1.0 | ||||||||||||||||||
Industrial Equipment: 4.9% | |||||||||||||||||||
4,457,755 | Accudyne Industries LLC, Term Loan, 4.000%, 12/13/19 | 4,386,712 | 0.5 | ||||||||||||||||
2,905,749 | Ameriforge Group Inc., Upsized First Lien Term Loan, 5.000%, 12/19/19 | 2,905,749 | 0.3 | ||||||||||||||||
295,000 | Ameriforge Group Inc., Upsized Second Lien Term Loan, 8.750%, 12/19/20 | 299,425 | 0.0 | ||||||||||||||||
4,783,937 | Apex Tool Group, Term Loan B, 4.500%, 01/31/20 | 4,628,459 | 0.6 | ||||||||||||||||
252,648 | Aquilex LLC (a.k.a Hydrochem), Term Loan, 5.000%, 12/31/20 | 250,437 | 0.0 | ||||||||||||||||
632,428 | CeramTec GmbH, Dollar Term B-1 Loan, 4.250%, 08/30/20 | 627,290 | 0.1 | ||||||||||||||||
62,707 | CeramTec GmbH, Dollar Term B-2 Loan, 4.250%, 08/30/20 | 62,198 | 0.0 | ||||||||||||||||
190,382 | CeramTec GmbH, Dollar Term B-3 Loan, 4.250%, 08/30/20 | 188,836 | 0.0 | ||||||||||||||||
3,175,666 | Doncasters Group Limited, First Lien Term Loan USD, 4.500%, 04/09/20 | 3,148,514 | 0.4 | ||||||||||||||||
2,511,050 | Filtration Group Corporation, First Lien Term Loan, 4.500%, 11/30/20 | 2,514,189 | 0.3 | ||||||||||||||||
5,692,513 | Gardner Denver, Inc., Term Loan B USD, 4.250%, 07/30/20 | 5,588,983 | 0.7 | ||||||||||||||||
3,448,938 | Harvey Gulf International Marine, LLC, Upsized Term Loan B, 5.500%, 06/15/20 | 3,402,594 | 0.4 | ||||||||||||||||
1,374,158 | International Equipment Solutions, LLC, Term Loan, 6.750%, 08/31/19 | 1,375,016 | 0.2 | ||||||||||||||||
7,922,481 | Rexnord Corporation / RBS Global, Inc., First Lien Term Loan, 4.000%, 08/30/20 | 7,810,243 | 0.9 | ||||||||||||||||
656,144 | Sensus Metering Systems Inc., Upsized First Lien Term Loan, 4.750%, 05/09/17 | 641,380 | 0.1 | ||||||||||||||||
323,375 | SunSource, First Lien Term Loan, 4.750%, 02/15/21 | 323,729 | 0.0 | ||||||||||||||||
746,250 | VAT Holding, Term Loan B, 4.750%, 02/28/21 | 741,275 | 0.1 | ||||||||||||||||
2,451,525 | WTG Holdings III Corp., First Lien Term Loan, 4.750%, 01/15/21 | 2,434,671 | 0.3 | ||||||||||||||||
250,000 | WTG Holdings III Corp., Second Lien Term Loan, 8.500%, 01/15/22 | 249,687 | 0.0 | ||||||||||||||||
41,579,387 | 4.9 | ||||||||||||||||||
Leisure Good/Activities/Movies: 4.2% | |||||||||||||||||||
4,987,500 | 24 Hour Fitness Worldwide, Inc, Term Loan B, 4.750%, 05/15/21 | 4,981,236 | 0.6 | ||||||||||||||||
2,528,927 | Bauer Performance Sports, Term Loan B, 4.000%, 04/10/21 | 2,496,261 | 0.3 | ||||||||||||||||
4,977,650 | Delta2 Sarl Luxembourg (Formula One World Championship), Facility B3, 4.750%, 07/31/21 | 4,915,429 | 0.5 | ||||||||||||||||
1,500,000 | Delta2 Sarl Luxembourg (Formula One World Championship), Second Lien Facility, 8.000%, 08/08/22 | 1,497,187 | 0.2 | ||||||||||||||||
3,800,009 | Equinox Holdings, Inc., First Lien Term Loan, 4.250%, 02/01/20 | 3,764,384 | 0.4 | ||||||||||||||||
250,000 | Equinox Holdings, Inc., Second Lien Term Loan, 9.750%, 07/31/20 | 253,750 | 0.0 | ||||||||||||||||
2,740,435 | FGI Operating, Fungible Term Loan B Add On, 5.500%, 04/19/19 | 2,740,434 | 0.3 | ||||||||||||||||
7,182,000 | Fitness International, LLC., Term Loan B, 5.500%, 06/20/20 | 7,134,872 | 0.8 | ||||||||||||||||
82,857 | NEP/NCP Holdco, Inc, Second Lien, 9.500%, 07/23/20 | 83,893 | 0.0 | ||||||||||||||||
3,731,280 | NEP/NCP Holdco, Inc, Term Loan B with Add on, 4.250%, 01/22/20 | 3,642,662 | 0.4 | ||||||||||||||||
1,805,531 | SRAM, LLC, First Lien Term Loan, 4.017%, 04/10/20 | 1,775,816 | 0.2 | ||||||||||||||||
380,000 | TWCC Holding Corporation, Second Lien Term Loan, 7.000%, 06/26/20 | 373,983 | 0.1 | ||||||||||||||||
301,950 | Warner Music Group, Incremental Term Loan, 3.750%, 07/01/20 | 291,948 | 0.0 | ||||||||||||||||
2,202,693 | Wilton Brands, Inc., Term Loan, 7.500%, 08/31/18 | 2,087,051 | 0.2 | ||||||||||||||||
36,038,906 | 4.2 | ||||||||||||||||||
Lodging & Casinos: 5.6% | |||||||||||||||||||
7,000,000 | Amaya Gaming Group Inc., First Lien Term Loan B, 5.000%, 07/31/21 | 6,921,250 | 0.8 | ||||||||||||||||
1,650,000 | Amaya Gaming Group Inc., Second Lien Term Loan, 8.000%, 07/31/22 | 1,673,100 | 0.2 | ||||||||||||||||
1,733,087 | American Casino and Entertainment Properties LLC, First Lien Term Loan, 4.500%, 07/02/19 | 1,724,422 | 0.2 | ||||||||||||||||
3,387,292 | Boyd Gaming Corporation, Term Loan B, 4.000%, 08/14/20 | 3,342,834 | 0.4 | ||||||||||||||||
1,768,642 | Cannery Casino Resorts, LLC, First Lien Term Loan, 6.000%, 10/02/18 | 1,757,588 | 0.2 | ||||||||||||||||
250,000 | Centaur Acquisition, LLC, Second Lien Term Loan, 8.750%, 02/21/20 | 253,750 | 0.0 | ||||||||||||||||
4,727,794 | CityCenter Holdings, LLC, Term Loan, 4.250%, 10/15/20 | 4,685,244 | 0.6 | ||||||||||||||||
893,250 | Golden Nugget, Inc., Delayed Draw Term Loan, 5.500%, 11/21/19 | 904,416 | 0.1 | ||||||||||||||||
2,084,250 | Golden Nugget, Inc., Term Loan, 5.500%, 11/21/19 | 2,110,303 | 0.2 | ||||||||||||||||
3,102,087 | Hilton Worldwide Finance, LLC, Term Loan B-2, 3.500%, 10/25/20 | 3,058,878 | 0.4 | ||||||||||||||||
350,000 | Horseshoe Baltimore, Funded Term Loan B, 8.250%, 07/02/20 | 357,875 | 0.0 | ||||||||||||||||
4,241,219 | La Quinta, First Lien Term Loan, 4.000%, 04/14/21 | 4,191,384 | 0.5 | ||||||||||||||||
2,101,291 | Peppermill Casinos, Inc., Term Loan B, 7.250%, 11/09/18 | 2,135,437 | 0.3 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Lodging & Casinos: (continued) | |||||||||||||||||||
4,469,663 | Scientific Games International, Inc., Term Loan B, 4.250%, 09/30/20 | $ | 4,457,792 | 0.5 | |||||||||||||||
2,000,000 | (1) | Scientific Games International, Inc., Term Loan B-2, 09/17/21 | 1,961,250 | 0.2 | |||||||||||||||
5,771,266 | Station Casinos LLC, Term Loan, 4.250%, 02/28/20 | 5,689,025 | 0.7 | ||||||||||||||||
2,693,250 | Twin River Management Group, Inc., Term Loan B, 5.250%, 06/30/20 | 2,690,726 | 0.3 | ||||||||||||||||
47,915,274 | 5.6 | ||||||||||||||||||
Mortgage REITs: 0.3% | |||||||||||||||||||
1,750,000 | International Market Centers, First Lien Term Loan, 5.250%, 08/11/20 | 1,755,469 | 0.2 | ||||||||||||||||
500,000 | International Market Centers, Second Lien Term Loan, 8.750%, 08/11/21 | 497,500 | 0.1 | ||||||||||||||||
2,252,969 | 0.3 | ||||||||||||||||||
Nonferrous Metals/Minerals: 1.0% | |||||||||||||||||||
3,699,021 | Fairmount Minerals, Ltd., Tranche B-2 Term Loans, 4.500%, 09/01/19 | 3,700,408 | 0.4 | ||||||||||||||||
2,668,510 | Minerals Technologies, Senior Secured Term Loan, 4.000%, 05/07/21 | 2,664,758 | 0.3 | ||||||||||||||||
2,497,500 | TMS International, Term B Loan, 4.500%, 11/01/20 | 2,496,958 | 0.3 | ||||||||||||||||
8,862,124 | 1.0 | ||||||||||||||||||
Oil & Gas: 1.1% | |||||||||||||||||||
3,400,568 | Bronco Midstream Funding, LLC, Term Loan, 5.000%, 08/15/20 | 3,404,819 | 0.4 | ||||||||||||||||
1,250,000 | CITGO, Term Loan B, 4.500%, 07/30/21 | 1,253,646 | 0.1 | ||||||||||||||||
234,708 | Crestwood Holdings LLC, Term Loan, 7.000%, 05/30/19 | 237,739 | 0.0 | ||||||||||||||||
1,261,034 | FTS International, Inc. (fka FracTech), Term Loan, 5.750%, 04/30/21 | 1,263,399 | 0.2 | ||||||||||||||||
249,375 | Southcross Energy Partners, L.P., Term Loan, 08/01/21 | 249,998 | 0.0 | ||||||||||||||||
500,000 | (1) | Southcross Holdings L.P., Term Loan B, 6.000%, 08/04/21 | 499,688 | 0.1 | |||||||||||||||
2,580,525 | Western Refining, Inc., Term Loan, 4.250%, 11/30/20 | 2,572,863 | 0.3 | ||||||||||||||||
9,482,152 | 1.1 | ||||||||||||||||||
Publishing: 2.0% | |||||||||||||||||||
2,189,000 | Cengage Learning Acquisition, Inc., First Lien Term Loan, 7.000%, 03/31/20 | 2,192,284 | 0.3 | ||||||||||||||||
1,000,000 | (1) | Flint Group Holdings S.A.R.L., Second Lien, 04/30/22 | 985,000 | 0.1 | |||||||||||||||
1,373,023 | (1) | Flint Group Holdings S.A.R.L., USD Term Loan B2, 04/30/21 | 1,364,442 | 0.2 | |||||||||||||||
226,977 | (1) | Flint Group Holdings S.A.R.L., USD Term Loan C, 04/30/21 | 225,558 | 0.0 | |||||||||||||||
842,920 | McGraw Hill Global Education, Term Loan B, 5.750%, 03/22/19 | 845,819 | 0.1 | ||||||||||||||||
1,980,000 | Penton Media, Inc, First Lien, 5.500%, 09/30/19 | 1,996,499 | 0.2 | ||||||||||||||||
925,000 | Penton Media, Inc, Second Lien, 9.000%, 09/30/20 | 930,781 | 0.1 | ||||||||||||||||
676,582 | R.H. Donnelley Corporation, Term Loan, 9.750%, 12/31/16 | 498,979 | 0.1 | ||||||||||||||||
2,462,301 | Springer Science + Business Media S.A., Term B3 Loan, 4.750%, 08/01/20 | 2,425,367 | 0.3 | ||||||||||||||||
5,617,960 | Tribune Company, Term Loan B, 4.000%, 12/31/20 | 5,552,966 | 0.6 | ||||||||||||||||
17,017,695 | 2.0 | ||||||||||||||||||
Radio & Television: 1.7% | |||||||||||||||||||
2,476,399 | Clear Channel Communications, Inc., Term Loan E, 7.657%, 07/30/19 | 2,426,871 | 0.3 | ||||||||||||||||
1,752,381 | Cumulus Media Holdings Inc., Term Loan, 4.250%, 12/23/20 | 1,726,095 | 0.2 | ||||||||||||||||
227,461 | Hubbard Radio LLC, Tranche 1 Term Loan, 4.500%, 04/29/19 | 226,893 | 0.0 | ||||||||||||||||
843,636 | Learfield Communications, Inc, First Lien Term Loan, 4.500%, 10/08/20 | 840,472 | 0.1 | ||||||||||||||||
562,500 | Learfield Communications, Inc, Second Lien Term Loan, 8.750%, 10/08/21 | 561,797 | 0.0 | ||||||||||||||||
1,514,661 | Media General, Inc, DD Term Loan L-B, 4.250%, 07/31/20 | 1,502,355 | 0.2 | ||||||||||||||||
710,000 | Salem Communications Corporation, Term Loan B, 4.500%, 03/31/20 | 706,894 | 0.1 | ||||||||||||||||
3,829,343 | Univision Communications, Inc., Term Loan-C3, 4.000%, 03/01/20 | 3,761,851 | 0.4 | ||||||||||||||||
2,932,819 | Univision Communications, Inc., Term Loan-C4, 4.000%, 03/01/20 | 2,881,189 | 0.4 | ||||||||||||||||
14,634,417 | 1.7 | ||||||||||||||||||
Retailers (Except Food & Drug): 7.4% | |||||||||||||||||||
3,222,462 | 99 Cents Only Stores, Term Loan Facility, 4.500%, 01/15/19 | 3,203,666 | 0.4 | ||||||||||||||||
1,500,000 | Abercrombie & Fitch Management Co., Term Loan B, 4.750%, 07/31/21 | 1,490,625 | 0.2 | ||||||||||||||||
2,541,165 | Academy Ltd., Term Loan (2012 refi), 4.500%, 08/03/18 | 2,526,078 | 0.3 | ||||||||||||||||
6,728,059 | BJs Wholesale Club, First Lien Term Loan, 4.500%, 09/26/19 | 6,633,146 | 0.8 | ||||||||||||||||
1,365,000 | BJs Wholesale Club, Second Lien Term Loan, 8.500%, 03/26/20 | 1,379,503 | 0.2 | ||||||||||||||||
3,370,136 | Burlington Coat Factory, Term Loan B, 4.250%, 08/13/21 | 3,347,654 | 0.4 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Retailers (Except Food & Drug): (continued) | |||||||||||||||||||
1,721,362 | Harbor Freight Tools USA, Inc., Term Loan, 4.750%, 07/26/19 | $ | 1,722,223 | 0.2 | |||||||||||||||
5,149,737 | Hudson’s Bay Company, Term Loan, 4.750%, 10/15/20 | 5,160,464 | 0.6 | ||||||||||||||||
1,243,750 | Lands’ End, Inc., Term Loan B, 4.250%, 03/17/21 | 1,232,349 | 0.1 | ||||||||||||||||
4,552,166 | Leslies Poolmart, Inc., Term Loan, 4.250%, 10/16/19 | 4,495,263 | 0.5 | ||||||||||||||||
4,000,000 | Men’s Wearhouse, Term Loan, 4.500%, 07/01/21 | 3,987,452 | 0.5 | ||||||||||||||||
1,990,000 | National Vision, Inc., First Lien Term Loan, 4.000%, 03/13/21 | 1,945,225 | 0.2 | ||||||||||||||||
900,000 | National Vision, Inc., Second Lien Term Loan, 6.750%, 03/13/22 | 877,500 | 0.1 | ||||||||||||||||
2,940,150 | Neiman Marcus Group, Inc, Term Loan, 4.250%, 10/31/20 | 2,894,210 | 0.3 | ||||||||||||||||
3,386,752 | Ollie’s Holdings, Inc., Term Loan, 4.750%, 09/28/19 | 3,374,051 | 0.4 | ||||||||||||||||
3,995,357 | OneStopPlus, First Lien Term Loan, 4.500%, 03/15/21 | 3,955,403 | 0.5 | ||||||||||||||||
5,956,818 | Party City Holdings Inc, Term Loan B, 4.000%, 07/29/19 | 5,866,227 | 0.7 | ||||||||||||||||
2,552,693 | Payless ShoeSource, First Lien Term Loan, 5.000%, 03/05/21 | 2,463,349 | 0.3 | ||||||||||||||||
519,560 | Pilot Travel Centers LLC, Incremental Term Loan B, 4.250%, 08/07/19 | 519,776 | 0.1 | ||||||||||||||||
2,123,584 | Savers, Term Loan B, 5.000%, 07/09/19 | 2,102,348 | 0.2 | ||||||||||||||||
474,275 | Sleepy’s Holdings, LLC, Term Loan, 5.000%, 03/30/19 | 469,532 | 0.0 | ||||||||||||||||
1,346,625 | Stuart Weitzman Holdings, LLC, Term Loan, 4.500%, 04/08/20 | 1,332,037 | 0.2 | ||||||||||||||||
537,500 | Talbots Inc. (The), First Lien Term Loan, 4.750%, 03/20/20 | 522,047 | 0.1 | ||||||||||||||||
1,117,680 | Toys “R” Us, Inc., Term Loan B-1, 6.000%, 09/01/16 | 1,102,522 | 0.1 | ||||||||||||||||
325,387 | Toys “R” Us, Inc., Term Loan B-2, 5.250%, 05/25/18 | 304,033 | 0.0 | ||||||||||||||||
469,646 | Toys “R” Us, Inc., Term Loan B-3, 5.250%, 05/25/18 | 438,826 | 0.0 | ||||||||||||||||
63,345,509 | 7.4 | ||||||||||||||||||
Steel: 0.4% | |||||||||||||||||||
3,817,291 | FMG Resources (August 2006) Pty Ltd, Term Loan, 3.750%, 06/30/19 | 3,744,125 | 0.4 | ||||||||||||||||
Surface Transport: 0.9% | |||||||||||||||||||
621,598 | Baker Tanks, Inc., Term Loan, 4.250%, 02/15/20 | 606,447 | 0.1 | ||||||||||||||||
3,000,000 | (1) | Goodpack Ltd., First Lien Term Loan, 08/05/21 | 2,994,999 | 0.3 | |||||||||||||||
500,000 | (1) | Goodpack Ltd., Second Lien Term Loan, 07/30/22 | 500,000 | 0.1 | |||||||||||||||
997,500 | OSG Bulk Ships, Inc., First Lien Term Loan, 5.250%, 07/30/19 | 998,747 | 0.1 | ||||||||||||||||
324,188 | V.Group, Term Loan B, 5.000%, 06/30/21 | 324,187 | 0.0 | ||||||||||||||||
2,546,617 | Wabash National Corporation, Term Loan B, 4.500%, 05/15/19 | 2,545,025 | 0.3 | ||||||||||||||||
7,969,405 | 0.9 | ||||||||||||||||||
Telecommunications: 5.5% | |||||||||||||||||||
4,399,413 | Aricent Group, First Lien Term Loan, 5.500%, 04/07/21 | 4,393,914 | 0.5 | ||||||||||||||||
4,943,073 | Asurion, LLC, Incremental Tranche B-1 Term Loan, 5.000%, 05/24/19 | 4,925,051 | 0.6 | ||||||||||||||||
1,150,000 | Asurion, LLC, Second Lien Term Loan, 8.500%, 02/28/21 | 1,167,250 | 0.1 | ||||||||||||||||
2,590,815 | Avaya Inc., Term B-3 Loan, 4.655%, 10/26/17 | 2,472,609 | 0.3 | ||||||||||||||||
1,714,667 | Avaya Inc., Term B-6 Loan, 6.500%, 03/31/18 | 1,702,611 | 0.2 | ||||||||||||||||
2,000,732 | Consolidated Communications, Inc., Term Loan B, 4.250%, 12/19/20 | 1,994,063 | 0.2 | ||||||||||||||||
698,250 | Encompass Digital Media, Inc., First Lien, 5.500%, 06/05/21 | 698,250 | 0.1 | ||||||||||||||||
525,000 | Encompass Digital Media, Inc., Second Lien, 8.750%, 06/05/22 | 532,875 | 0.0 | ||||||||||||||||
3,360,008 | Global Tel*Link Corporation, First Lien Term Loan, 5.000%, 05/23/20 | 3,341,633 | 0.4 | ||||||||||||||||
850,000 | Global Tel*Link Corporation, Second Lien Term Loan, 9.000%, 11/23/20 | 846,547 | 0.1 | ||||||||||||||||
2,475,493 | Hawaiian Telcom Communications, Inc., Term Loan B, 5.000%, 06/06/19 | 2,482,919 | 0.3 | ||||||||||||||||
3,610,000 | Level 3 Financing, Inc, Term Loan B-4, 4.000%, 01/15/20 | 3,550,774 | 0.4 | ||||||||||||||||
1,450,000 | Level 3 Financing, Inc, Tranche B-III 2019 Term Loan, 4.000%, 08/01/19 | 1,426,664 | 0.2 | ||||||||||||||||
2,631,688 | Lightower Fiber Networks, First Lien Term Loan, 4.000%, 04/13/20 | 2,591,802 | 0.3 | ||||||||||||||||
1,733,742 | Securus Technologies, Inc., Upsized First Lien Term Loan, 4.750%, 04/30/20 | 1,720,016 | 0.2 | ||||||||||||||||
3,376,340 | Syniverse Holdings, Inc., Initial Term Loan, 4.000%, 04/23/19 | 3,325,695 | 0.4 | ||||||||||||||||
3,263,088 | U.S. Telepacific Corp, First Lien Term Loan, 5.750%, 02/23/17 | 3,270,227 | 0.4 | ||||||||||||||||
1,412,900 | XO Communications, First Lien Term Loan, 4.250%, 03/19/21 | 1,396,564 | 0.2 | ||||||||||||||||
5,331,171 | Zayo Group, LLC, Term Loan B, 4.000%, 07/02/19 | 5,260,645 | 0.6 | ||||||||||||||||
47,100,109 | 5.5 | ||||||||||||||||||
Utilities: 1.9% | |||||||||||||||||||
1,870,236 | Atlantic Power Limited Partnership, Term Loan, 4.750%, 02/28/21 | 1,860,885 | 0.2 | ||||||||||||||||
2,957,330 | Calpine Corp, Term Loan B-3, 4.000%, 10/09/19 | 2,937,261 | 0.4 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Utilities: (continued) | |||||||||||||||||||
1,172,817 | Channelview Cogeneration, Term Loan, 4.250%, 05/08/20 | $ | 1,179,414 | 0.1 | |||||||||||||||
625,000 | Energy Future Intermediate Holding Company LLC, First Lien DIP, 4.250%, 06/11/16 | 623,047 | 0.1 | ||||||||||||||||
1,735,734 | EquiPower Resources Holdings, LLC, Term Loan B, 4.250%, 12/21/18 | 1,730,671 | 0.2 | ||||||||||||||||
1,110,943 | EquiPower Resources Holdings, LLC, Upsized Term Loan C, 4.250%, 12/31/19 | 1,107,702 | 0.1 | ||||||||||||||||
2,589,430 | La Frontera Generation, LLC, Term Loan, 4.500%, 09/30/20 | 2,565,154 | 0.3 | ||||||||||||||||
2,000,000 | (1) | TPF Generation Holdings, LLC, Term Loan, 12/31/17 | 1,947,500 | 0.2 | |||||||||||||||
1,750,000 | (1) | TPF II Power, LLC, Term Loan, 09/30/21 | 1,750,000 | 0.2 | |||||||||||||||
768,419 | Utility Services Associates, Term Loan, 6.750%, 10/18/19 | 772,262 | 0.1 | ||||||||||||||||
16,473,896 | 1.9 | ||||||||||||||||||
Total Loans (Cost $804,616,327) | 797,185,900 | 93.0 | |||||||||||||||||
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
EQUITIES AND OTHER ASSETS: —% | |||||||||||||||||||
23,669 | @ | EveryWare Global, Inc. | $ | — | 0.0 | ||||||||||||||
Total Equities and Other Assets (Cost $—) | — | 0.0 | |||||||||||||||||
Total Long-Term Investments (Cost $804,616,327) | 797,185,900 | 93.0 | |||||||||||||||||
SHORT-TERM INVESTMENTS: 7.1% | |||||||||||||||||||
Short-Term Investments: 7.1% | |||||||||||||||||||
60,500,000 | State Street Institutional Liquid Reserves Fund — Institutional Class, 0.09%†† | ||||||||||||||||||
(Cost $60,500,000) | 60,500,000 | 7.1 | |||||||||||||||||
Total Short-Term Investments (Cost $60,500,000) | 60,500,000 | 7.1 | |||||||||||||||||
Total Investments (Cost $865,116,327) | $ | 857,685,900 | 100.1 | ||||||||||||||||
Liabilities in Excess of Other Assets | (1,216,884 | ) | (0.1 | ) | |||||||||||||||
Net Assets | $ | 856,469,016 | 100.0 | ||||||||||||||||
* | Loans, while exempt from registration under the Securities Act of 1933, as amended, contain certain restrictions on resale and cannot be sold publicly. These loans bear interest (unless otherwise noted) at rates that float periodically at a margin above the London Inter-Bank Offered Rate (“LIBOR”) and other short-term rates. | ||||||||||||||||||
† | Unless otherwise indicated, principal amount is shown in USD. | ||||||||||||||||||
†† | Rate shown is the 7-day yield as of September 30, 2014. | ||||||||||||||||||
@ | Non-income producing security | ||||||||||||||||||
(1) | 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 $865,140,212. | |||||||||||||||||||
Net unrealized depreciation consists of: | |||||||||||||||||||
Gross Unrealized Appreciation | $ | 1,389,949 | |||||||||||||||||
Gross Unrealized Depreciation | (8,844,261 | ) | |||||||||||||||||
Net Unrealized Depreciation | $ | (7,454,312 | ) |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2014 (UNAUDITED) (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 September 30, 2014 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Equities and Other Assets | $ | — | $ | — | $ | — | $ | — | ||||||||||
Loans | — | 797,185,900 | — | 797,185,900 | ||||||||||||||
Short-Term Investments | 60,500,000 | — | — | 60,500,000 | ||||||||||||||
Total Investments, at fair value | $ | 60,500,000 | $ | 797,185,900 | $ | — | $ | 857,685,900 | ||||||||||
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Unfunded commitments | $ | — | $ | (1,054 | ) | $ | — | $ | (1,054 | ) | ||||||||
Total Liabilities | $ | — | $ | (1,054 | ) | $ | — | $ | (1,054 | ) |
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 and unfunded commitments which are fair valued at the unrealized gain (loss) on the instrument. |
and approved by the Board at its September 12, 2014 meeting. The Board was advised that the Advisory and Sub-Advisory Contracts have the same terms as the current advisory and sub-advisory contracts, except for the effective date and certain immaterial changes made to certain provisions related to the Rebranding.
considerations discussed above. In each case, the Fund’s performance was compared to its Morningstar category median and average, as well as its primary benchmark, a broad-based securities market index that appears in the Fund’s prospectus. With respect to Morningstar quintile rankings, the first quintile represents the highest (best) performance and the fifth quintile represents the lowest performance. The Fund’s management fee rates and expense ratio were compared to the fees and expense ratios of the funds in its Selected Peer Group.
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
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 | SAR-UFR (0914-112114) |
Item 2. Code of Ethics.
Not required for semi-annual filing.
Item 3. Audit Committee Financial Expert.
Not required for semi-annual filing.
Item 4. Principal Accountant Fees and Services.
Not required for semi-annual filing.
Item 5. Audit Committee Of Listed Registrants.
Not required for semi-annual filing.
Item 6. Schedule of Investments.
For the Portfolios that have a complete Schedule of Investments, the schedule is included as part of the report to shareholders filed under Item 1 of this Form.
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 0.3% | ||||||||||||||
31,196,773 | ^ | Ginnie Mae, 0.738%, 02/16/44 | 1,236,054 | 0.2 | ||||||||||
1,026,159 | Vendee Mortgage Trust, 3.750%, 10/15/41 | 1,016,211 | 0.1 | |||||||||||
Total Collateralized Mortgage Obligations | ||||||||||||||
(Cost $3,288,380) | 2,252,265 | 0.3 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 110.7% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 1.7%## | ||||||||||||||
13,026,846 | ^ | 0.500%, due 07/15/36 | 221,910 | 0.0 | ||||||||||
4,492,463 | ^ | 4.500%, due 12/15/40 | 824,463 | 0.1 | ||||||||||
848,600 | 5.000%, due 08/15/36 | 898,778 | 0.1 | |||||||||||
160,200 | 5.450%, due 12/01/37 | 176,230 | 0.0 | |||||||||||
123,226 | 5.450%, due 12/01/37 | 135,658 | 0.0 | |||||||||||
143,114 | 5.450%, due 05/01/38 | 157,308 | 0.0 | |||||||||||
1,408,222 | ^ | 5.500%, due 09/15/35 | 264,365 | 0.1 | ||||||||||
495,813 | 5.625%, due 12/01/36 | 553,787 | 0.1 | |||||||||||
499,121 | 5.625%, due 01/01/37 | 556,587 | 0.1 | |||||||||||
44,419 | 5.625%, due 01/01/37 | 49,306 | 0.0 | |||||||||||
38,439 | 5.625%, due 02/01/37 | 42,669 | 0.0 | |||||||||||
380,630 | 5.625%, due 03/01/37 | 423,185 | 0.1 | |||||||||||
79,650 | 5.625%, due 03/01/37 | 88,415 | 0.0 | |||||||||||
184,072 | 5.625%, due 03/01/37 | 204,326 | 0.0 | |||||||||||
89,879 | 5.625%, due 04/01/37 | 99,769 | 0.0 | |||||||||||
109,692 | 5.625%, due 06/01/37 | 121,762 | 0.0 | |||||||||||
99,810 | 5.625%, due 07/01/37 | 110,792 | 0.0 | |||||||||||
139,864 | 5.625%, due 07/01/37 | 155,254 | 0.0 | |||||||||||
22,633 | 5.625%, due 12/01/37 | 25,115 | 0.0 | |||||||||||
268,986 | 5.625%, due 02/01/38 | 298,584 | 0.1 | |||||||||||
214,513 | 5.700%, due 06/01/37 | 238,117 | 0.0 | |||||||||||
155,562 | 5.700%, due 09/01/37 | 172,679 | 0.0 | |||||||||||
158,952 | 5.700%, due 12/01/37 | 176,350 | 0.0 | |||||||||||
2,240,150 | ^ | 5.946%, due 06/15/40 | 181,532 | 0.0 | ||||||||||
937,089 | 6.000%, due 03/15/34 | 1,007,096 | 0.1 | |||||||||||
113,342 | 6.090%, due 12/01/37 | 127,667 | 0.0 | |||||||||||
1,137,021 | 6.724%, due 07/15/33 | 1,301,370 | 0.2 | |||||||||||
2,167 | 7.500%, due 12/01/14 | 2,175 | 0.0 | |||||||||||
21,806 | 7.500%, due 01/01/30 | 24,651 | 0.0 | |||||||||||
649,628 | ^ | 7.846%, due 10/25/23 | 124,765 | 0.0 | ||||||||||
11,123 | 8.000%, due 01/01/30 | 11,199 | 0.0 | |||||||||||
19,125 | 9.500%, due 07/01/20 | 19,944 | 0.0 | |||||||||||
826,319 | 19.399%, due 03/15/35 | 1,181,286 | 0.2 | |||||||||||
554,485 | 21.407%, due 04/15/35 | 803,133 | 0.1 | |||||||||||
2,506,264 | 27.986%, due 04/15/32 | 3,198,657 | 0.4 | |||||||||||
13,978,884 | 1.7 | |||||||||||||
Federal National Mortgage Association: 15.3%## | ||||||||||||||
7,546,391 | ^ | 3.000%, due 01/25/33 | 1,143,637 | 0.1 | ||||||||||
48,676,000 | W | 3.000%, due 07/25/42 | 47,852,688 | 5.8 | ||||||||||
9,148,785 | 3.000%, due 05/01/43 | 9,037,592 | 1.1 | |||||||||||
6,461,608 | 3.000%, due 07/01/43 | 6,381,718 | 0.8 | |||||||||||
3,457,000 | 3.500%, due 09/25/42 | 3,360,415 | 0.4 | |||||||||||
8,031,088 | ^ | 4.000%, due 05/25/42 | 1,502,957 | 0.2 | ||||||||||
1,975,311 | 4.250%, due 08/01/35 | 2,151,585 | 0.3 | |||||||||||
5,217,858 | 4.500%, due 09/01/41 | 5,645,089 | 0.7 | |||||||||||
10,070,419 | 4.500%, due 09/01/41 | 10,896,276 | 1.3 | |||||||||||
11,829,307 | W | 4.598%, due 11/25/33 | 12,029,506 | 1.5 |
1,477,638 | 4.750%, due 11/01/34 | 1,617,050 | 0.2 | |||||||||||
571,615 | 4.750%, due 11/01/34 | 618,351 | 0.1 | |||||||||||
1,349,398 | 4.750%, due 02/01/35 | 1,476,639 | 0.2 | |||||||||||
1,669,716 | 4.750%, due 04/01/35 | 1,826,985 | 0.2 | |||||||||||
1,379,667 | 4.750%, due 05/01/35 | 1,506,733 | 0.2 | |||||||||||
1,531,968 | 4.750%, due 07/01/35 | 1,672,655 | 0.2 | |||||||||||
200,738 | 4.750%, due 07/01/35 | 216,764 | 0.0 | |||||||||||
1,833,069 | 5.000%, due 10/25/35 | 2,016,765 | 0.3 | |||||||||||
188,127 | 5.300%, due 09/01/36 | 209,071 | 0.0 | |||||||||||
127,989 | 5.300%, due 10/01/36 | 141,185 | 0.0 | |||||||||||
90,495 | 5.300%, due 10/01/36 | 99,825 | 0.0 | |||||||||||
339,638 | 5.300%, due 12/01/36 | 375,878 | 0.1 | |||||||||||
194,100 | 5.300%, due 12/01/36 | 214,113 | 0.0 | |||||||||||
229,941 | 5.300%, due 02/01/37 | 253,649 | 0.0 | |||||||||||
153,071 | 5.300%, due 04/01/37 | 168,854 | 0.0 | |||||||||||
170,707 | 5.300%, due 05/01/37 | 188,308 | 0.0 | |||||||||||
569,353 | 5.300%, due 08/01/37 | 628,104 | 0.1 | |||||||||||
71,020 | 5.300%, due 10/01/37 | 78,880 | 0.0 | |||||||||||
548,869 | 5.500%, due 05/25/34 | 602,420 | 0.1 | |||||||||||
96,517 | 5.875%, due 06/01/35 | 108,618 | 0.0 | |||||||||||
2,934,313 | 6.000%, due 10/25/37 | 3,356,549 | 0.4 | |||||||||||
498,295 | 6.000%, due 01/25/44 | 560,276 | 0.1 | |||||||||||
7,654,162 | ^ | 6.096%, due 06/25/42 | 1,376,579 | 0.2 | ||||||||||
187,193 | 6.600%, due 07/01/27 | 204,308 | 0.0 | |||||||||||
104,835 | 6.600%, due 09/01/27 | 114,486 | 0.0 | |||||||||||
46,635 | 6.600%, due 11/01/27 | 47,617 | 0.0 | |||||||||||
37,991 | 6.600%, due 03/01/28 | 38,477 | 0.0 | |||||||||||
93,914 | 6.600%, due 06/01/28 | 99,524 | 0.0 | |||||||||||
106 | 7.000%, due 03/01/15 | 106 | 0.0 | |||||||||||
51,530 | 7.500%, due 05/01/28 | 54,652 | 0.0 | |||||||||||
1,609,883 | 8.463%, due 03/25/39 | 1,849,187 | 0.2 | |||||||||||
2,909 | 8.500%, due 09/01/15 | 2,932 | 0.0 | |||||||||||
2,941,452 | 16.489%, due 05/25/35 | 3,850,064 | 0.5 | |||||||||||
125,577,067 | 15.3 | |||||||||||||
Government National Mortgage Association: 93.7% | ||||||||||||||
26,720,311 | ^ | 0.116%, due 01/16/50 | 546,628 | 0.1 | ||||||||||
30,113,051 | ^ | 0.250%, due 06/20/36 | 275,546 | 0.0 | ||||||||||
1,739,382 | ^ | 0.345%, due 02/16/48 | 19,366 | 0.0 | ||||||||||
737,316 | 0.374%, due 02/20/34 | 726,359 | 0.1 | |||||||||||
24,901,680 | ^ | 0.455%, due 11/16/46 | 415,781 | 0.1 | ||||||||||
61,207,064 | ^ | 0.456%, due 01/16/51 | 1,506,783 | 0.2 | ||||||||||
9,666,748 | 0.556%, due 02/20/62 | 9,692,239 | 1.2 | |||||||||||
1,623,467 | 0.556%, due 03/20/63 | 1,625,205 | 0.2 | |||||||||||
8,790,188 | 0.570%, due 04/20/63 | 8,787,832 | 1.1 | |||||||||||
4,206,375 | 0.626%, due 06/20/63 | 4,226,404 | 0.5 | |||||||||||
2,259,861 | 0.756%, due 07/20/63 | 2,282,618 | 0.3 | |||||||||||
14,984,088 | 0.756%, due 12/20/63 | 15,096,701 | 1.9 | |||||||||||
3,597,163 | 0.806%, due 05/20/62 | 3,639,800 | 0.5 | |||||||||||
5,792,745 | 0.806%, due 05/20/63 | 5,866,556 | 0.7 | |||||||||||
4,398,179 | 0.876%, due 09/20/63 | 4,472,006 | 0.6 | |||||||||||
1,007,686 | ^ | 1.000%, due 06/16/37 | 32,715 | 0.0 | ||||||||||
4,805,628 | 1.155%, due 05/20/60 | 4,932,408 | 0.6 | |||||||||||
12,206,760 | 1.206%, due 02/20/62 | 12,528,982 | 1.5 | |||||||||||
4,244,767 | ^ | 1.397%, due 10/16/52 | 326,078 | 0.0 | ||||||||||
6,420,510 | 2.302%, due 10/20/63 | 7,109,562 | 0.9 | |||||||||||
1,900,000 | ^ | 2.500%, due 11/20/43 | 639,087 | 0.1 | ||||||||||
4,691,336 | 3.485%, due 05/20/41 | 5,081,944 | 0.6 | |||||||||||
153,300,000 | 3.500%, due 07/20/42 | 158,413,985 | 19.4 | |||||||||||
11,684,237 | 3.500%, due 05/20/43 | 12,101,675 | 1.5 | |||||||||||
4,000,000 | 3.526%, due 01/16/40 | 4,125,096 | 0.5 | |||||||||||
14,729,112 | 3.750%, due 05/20/42 | 15,251,112 | 1.9 | |||||||||||
14,439,456 | 3.750%, due 05/20/42 | 14,951,196 | 1.8 | |||||||||||
259,836 | 4.000%, due 05/20/33 | 277,963 | 0.0 | |||||||||||
387,133 | 4.000%, due 08/15/33 | 413,692 | 0.1 | |||||||||||
478,415 | 4.000%, due 01/15/34 | 509,935 | 0.1 |
See Accompanying Notes to Financial Statements
1 |
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) (continued) |
204,703 | 4.000%, due 03/15/34 | 217,614 | 0.0 | |||||||||||
289,270 | 4.000%, due 08/20/35 | 307,289 | 0.0 | |||||||||||
4,611,146 | ^ | 4.000%, due 04/20/38 | 572,400 | 0.1 | ||||||||||
3,038,615 | ^ | 4.000%, due 08/20/39 | 926,550 | 0.1 | ||||||||||
593,889 | 4.000%, due 05/15/40 | 631,346 | 0.1 | |||||||||||
8,256,332 | 4.000%, due 09/20/40 | 8,688,961 | 1.1 | |||||||||||
1,742,317 | 4.000%, due 12/20/40 | 1,783,426 | 0.2 | |||||||||||
4,315,475 | ^ | 4.000%, due 04/20/41 | 788,382 | 0.1 | ||||||||||
51,200,000 | 4.000%, due 06/20/41 | 54,263,993 | 6.6 | |||||||||||
10,961,331 | 4.000%, due 07/20/41 | 11,643,113 | 1.4 | |||||||||||
1,741,310 | 4.000%, due 10/20/41 | 1,827,011 | 0.2 | |||||||||||
2,194,221 | ^ | 4.000%, due 03/20/42 | 354,555 | 0.0 | ||||||||||
4,103,237 | 4.000%, due 04/20/42 | 4,368,117 | 0.5 | |||||||||||
1,470,124 | 4.000%, due 09/15/42 | 1,567,224 | 0.2 | |||||||||||
3,590,339 | 4.000%, due 10/20/42 | 3,813,994 | 0.5 | |||||||||||
3,361,367 | ^ | 4.000%, due 12/20/42 | 577,927 | 0.1 | ||||||||||
17,340,543 | 4.000%, due 03/15/43 | 18,434,227 | 2.3 | |||||||||||
8,332,000 | 4.000%, due 09/20/44 | 8,851,030 | 1.1 | |||||||||||
1,870,156 | 4.350%, due 01/16/48 | 1,968,143 | 0.2 | |||||||||||
3,000,000 | 4.397%, due 05/16/51 | 3,221,256 | 0.4 | |||||||||||
2,000,000 | 4.397%, due 05/16/51 | 2,136,172 | 0.3 | |||||||||||
2,248,703 | ^ | 4.500%, due 08/20/33 | 20,449 | 0.0 | ||||||||||
581,830 | 4.500%, due 10/20/33 | 622,262 | 0.1 | |||||||||||
167,997 | 4.500%, due 01/20/34 | 182,500 | 0.0 | |||||||||||
311,578 | 4.500%, due 01/20/34 | 338,465 | 0.0 | |||||||||||
190,813 | 4.500%, due 03/20/34 | 207,286 | 0.0 | |||||||||||
157,815 | 4.500%, due 05/20/34 | 171,419 | 0.0 | |||||||||||
326,314 | 4.500%, due 06/20/34 | 354,483 | 0.0 | |||||||||||
837,331 | ^ | 4.500%, due 02/20/35 | 25,902 | 0.0 | ||||||||||
626,503 | 4.500%, due 10/20/35 | 680,539 | 0.1 | |||||||||||
902,362 | ^ | 4.500%, due 02/20/36 | 45,436 | 0.0 | ||||||||||
35,048 | 4.500%, due 07/20/36 | 38,164 | 0.0 | |||||||||||
95,567 | 4.500%, due 08/20/36 | 104,055 | 0.0 | |||||||||||
426,738 | ^ | 4.500%, due 12/20/37 | 44,247 | 0.0 | ||||||||||
739,828 | ^ | 4.500%, due 02/20/38 | 20,354 | 0.0 | ||||||||||
916,552 | 4.500%, due 07/20/38 | 1,000,593 | 0.1 | |||||||||||
140,927 | 4.500%, due 07/20/38 | 153,020 | 0.0 | |||||||||||
6,319,301 | ^ | 4.500%, due 04/20/39 | 1,039,198 | 0.1 | ||||||||||
10,127,914 | 4.500%, due 05/16/39 | 10,974,744 | 1.3 | |||||||||||
4,761,000 | 4.500%, due 05/20/39 | 5,132,460 | 0.6 | |||||||||||
9,148,886 | 4.500%, due 05/20/39 | 9,962,442 | 1.2 | |||||||||||
202,246 | 4.500%, due 06/20/39 | 213,972 | 0.0 | |||||||||||
2,477,950 | 4.500%, due 10/15/39 | 2,719,911 | 0.3 | |||||||||||
2,102,061 | 4.500%, due 11/15/39 | 2,307,326 | 0.3 | |||||||||||
2,410,004 | 4.500%, due 11/15/39 | 2,645,345 | 0.3 | |||||||||||
596,958 | 4.500%, due 12/15/39 | 655,251 | 0.1 | |||||||||||
1,832,779 | 4.500%, due 01/15/40 | 1,995,461 | 0.2 | |||||||||||
291,826 | 4.500%, due 01/20/40 | 313,649 | 0.0 | |||||||||||
6,675,422 | 4.500%, due 02/15/40 | 7,267,953 | 0.9 | |||||||||||
644,693 | 4.500%, due 06/15/40 | 700,196 | 0.1 | |||||||||||
342,509 | 4.500%, due 07/20/40 | 368,124 | 0.1 | |||||||||||
2,374,920 | 4.500%, due 08/20/40 | 2,552,534 | 0.3 | |||||||||||
3,064,050 | 4.500%, due 09/20/40 | 3,331,174 | 0.4 | |||||||||||
374,182 | 4.500%, due 07/20/41 | 402,111 | 0.1 | |||||||||||
4,497,218 | 4.500%, due 09/20/41 | 4,895,528 | 0.6 | |||||||||||
17,659,839 | ^ | 4.500%, due 12/16/42 | 3,538,366 | 0.4 | ||||||||||
5,767,062 | 4.500%, due 02/20/44 | 6,269,514 | 0.8 | |||||||||||
1,764,037 | 4.500%, due 02/16/48 | 1,901,547 | 0.2 | |||||||||||
2,083,983 | 4.546%, due 07/20/62 | 2,271,150 | 0.3 | |||||||||||
2,075,353 | 4.625%, due 10/20/35 | 2,278,257 | 0.3 | |||||||||||
1,414,372 | 4.639%, due 08/20/42 | 1,548,260 | 0.2 | |||||||||||
11,361,717 | 4.660%, due 09/20/61 | 12,608,949 | 1.5 | |||||||||||
1,000,000 | 4.687%, due 01/16/50 | 1,081,304 | 0.1 | |||||||||||
1,915,601 | 4.750%, due 08/20/35 | 2,103,058 | 0.3 | |||||||||||
1,586,066 | 4.850%, due 05/20/40 | 1,723,799 | 0.2 | |||||||||||
4,575,429 | 4.861%, due 06/20/61 | 4,962,327 | 0.6 | |||||||||||
1,360,012 | 4.865%, due 04/16/48 | 1,419,131 | 0.2 | |||||||||||
110,865 | 5.000%, due 05/15/18 | 117,507 | 0.0 | |||||||||||
122,758 | 5.000%, due 03/20/24 | 130,736 | 0.0 | |||||||||||
400,916 | 5.000%, due 04/15/29 | 443,393 | 0.1 |
349,977 | 5.000%, due 04/15/30 | 386,265 | 0.1 | |||||||||||
3,348,984 | 5.000%, due 04/20/30 | 3,640,797 | 0.5 | |||||||||||
427,674 | 5.000%, due 10/15/30 | 473,322 | 0.1 | |||||||||||
417,669 | 5.000%, due 07/15/33 | 461,842 | 0.1 | |||||||||||
300,766 | 5.000%, due 10/20/33 | 331,288 | 0.0 | |||||||||||
500,735 | 5.000%, due 12/20/33 | 551,144 | 0.1 | |||||||||||
138,225 | 5.000%, due 02/20/34 | 152,247 | 0.0 | |||||||||||
186,514 | 5.000%, due 03/15/34 | 206,348 | 0.0 | |||||||||||
348,637 | 5.000%, due 04/15/34 | 383,822 | 0.1 | |||||||||||
226,656 | 5.000%, due 04/15/34 | 249,695 | 0.0 | |||||||||||
206,682 | 5.000%, due 07/20/34 | 227,650 | 0.0 | |||||||||||
5,412,578 | 5.000%, due 10/20/34 | 5,999,621 | 0.7 | |||||||||||
417,041 | 5.000%, due 12/20/34 | 460,909 | 0.1 | |||||||||||
85,894 | 5.000%, due 01/15/35 | 94,599 | 0.0 | |||||||||||
635,365 | 5.000%, due 03/15/35 | 702,723 | 0.1 | |||||||||||
84,688 | 5.000%, due 03/15/35 | 93,665 | 0.0 | |||||||||||
3,050,606 | 5.000%, due 03/20/35 | 3,404,922 | 0.4 | |||||||||||
182,696 | 5.000%, due 04/15/35 | 201,213 | 0.0 | |||||||||||
171,142 | 5.000%, due 04/15/35 | 188,488 | 0.0 | |||||||||||
827,747 | 5.000%, due 04/15/35 | 922,479 | 0.1 | |||||||||||
178,048 | 5.000%, due 04/15/35 | 196,967 | 0.0 | |||||||||||
65,901 | 5.000%, due 05/15/35 | 73,307 | 0.0 | |||||||||||
267,312 | 5.000%, due 05/20/35 | 297,984 | 0.0 | |||||||||||
2,237,424 | ^ | 5.000%, due 05/20/35 | 29,031 | 0.0 | ||||||||||
93,666 | 5.000%, due 06/15/35 | 103,160 | 0.0 | |||||||||||
677,431 | 5.000%, due 07/20/35 | 751,427 | 0.1 | |||||||||||
175,663 | 5.000%, due 09/15/35 | 193,262 | 0.0 | |||||||||||
424,814 | ^ | 5.000%, due 09/16/35 | 18,307 | 0.0 | ||||||||||
1,404,311 | 5.000%, due 10/20/35 | 1,569,002 | 0.2 | |||||||||||
1,392,917 | 5.000%, due 11/20/35 | 1,546,667 | 0.2 | |||||||||||
107,417 | 5.000%, due 12/15/35 | 118,300 | 0.0 | |||||||||||
781,596 | 5.000%, due 04/20/36 | 865,719 | 0.1 | |||||||||||
70,567 | 5.000%, due 05/20/37 | 77,703 | 0.0 | |||||||||||
148,459 | 5.000%, due 09/20/37 | 158,319 | 0.0 | |||||||||||
115,580 | 5.000%, due 12/20/37 | 127,270 | 0.0 | |||||||||||
106,438 | 5.000%, due 12/20/37 | 117,236 | 0.0 | |||||||||||
4,378,534 | ^ | 5.000%, due 01/20/38 | 584,824 | 0.1 | ||||||||||
337,436 | 5.000%, due 01/20/38 | 371,473 | 0.1 | |||||||||||
170,162 | 5.000%, due 02/15/38 | 187,325 | 0.0 | |||||||||||
391,540 | 5.000%, due 06/20/38 | 419,603 | 0.1 | |||||||||||
182,038 | 5.000%, due 06/20/38 | 194,972 | 0.0 | |||||||||||
58,978 | 5.000%, due 08/20/38 | 63,205 | 0.0 | |||||||||||
322,186 | 5.000%, due 10/20/38 | 345,277 | 0.0 | |||||||||||
342,894 | 5.000%, due 11/20/38 | 367,472 | 0.1 | |||||||||||
1,089,204 | 5.000%, due 01/20/39 | 1,167,828 | 0.1 | |||||||||||
458,335 | 5.000%, due 02/15/39 | 504,810 | 0.1 | |||||||||||
707,134 | 5.000%, due 03/15/39 | 785,890 | 0.1 | |||||||||||
1,029,000 | 5.000%, due 05/20/39 | 1,146,062 | 0.1 | |||||||||||
2,184,786 | ^ | 5.000%, due 07/16/39 | 390,119 | 0.1 | ||||||||||
583,919 | 5.000%, due 10/20/39 | 647,048 | 0.1 | |||||||||||
1,778,249 | 5.000%, due 11/15/39 | 1,977,183 | 0.2 | |||||||||||
3,194,450 | 5.000%, due 11/15/39 | 3,533,445 | 0.4 | |||||||||||
539,798 | 5.000%, due 11/15/39 | 598,270 | 0.1 | |||||||||||
3,039,651 | 5.000%, due 12/20/39 | 3,382,175 | 0.4 | |||||||||||
1,445,066 | 5.000%, due 12/20/39 | 1,593,662 | 0.2 | |||||||||||
8,600,628 | ^ | 5.000%, due 03/20/40 | 1,562,517 | 0.2 | ||||||||||
844,284 | 5.000%, due 04/15/40 | 934,794 | 0.1 | |||||||||||
1,951,483 | 5.000%, due 05/15/40 | 2,173,794 | 0.3 | |||||||||||
40,109,943 | 5.000%, due 05/20/40 | 44,281,337 | 5.4 | |||||||||||
1,295,861 | 5.000%, due 09/15/40 | 1,432,092 | 0.2 | |||||||||||
1,974,268 | 5.000%, due 09/15/40 | 2,183,461 | 0.3 | |||||||||||
1,254,682 | ^ | 5.000%, due 05/20/41 | 282,551 | 0.0 | ||||||||||
3,179,729 | 5.000%, due 07/20/41 | 3,531,157 | 0.4 | |||||||||||
8,100,000 | 5.250%, due 01/20/38 | 8,825,930 | 1.1 | |||||||||||
1,140,831 | 5.425%, due 04/16/39 | 1,238,539 | 0.2 | |||||||||||
888,789 | 5.457%, due 03/16/44 | 955,833 | 0.1 | |||||||||||
175,893 | 5.500%, due 08/20/24 | 194,962 | 0.0 | |||||||||||
4,332 | 5.500%, due 04/20/29 | 4,803 | 0.0 | |||||||||||
117,265 | 5.500%, due 12/20/32 | 133,203 | 0.0 | |||||||||||
1,211,743 | 5.500%, due 01/16/33 | 1,342,258 | 0.2 |
See Accompanying Notes to Financial Statements
2 |
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) (continued) |
2,336,788 | 5.500%, due 01/17/33 | 2,603,206 | 0.3 | |||||||||||
3,746,233 | 5.500%, due 02/20/33 | 4,061,901 | 0.5 | |||||||||||
403,394 | 5.500%, due 08/20/33 | 458,155 | 0.1 | |||||||||||
1,820,379 | 5.500%, due 10/20/33 | 2,004,892 | 0.3 | |||||||||||
86,658 | 5.500%, due 11/20/33 | 96,090 | 0.0 | |||||||||||
119,227 | 5.500%, due 12/20/33 | 135,359 | 0.0 | |||||||||||
225,000 | 5.500%, due 02/20/34 | 254,399 | 0.0 | |||||||||||
4,661,582 | 5.500%, due 03/16/34 | 5,322,681 | 0.7 | |||||||||||
257,495 | 5.500%, due 03/20/34 | 285,525 | 0.0 | |||||||||||
615,610 | 5.500%, due 04/20/34 | 653,122 | 0.1 | |||||||||||
363,907 | 5.500%, due 04/20/34 | 420,313 | 0.1 | |||||||||||
717,282 | 5.500%, due 04/20/34 | 814,606 | 0.1 | |||||||||||
10,889 | 5.500%, due 04/20/34 | 12,066 | 0.0 | |||||||||||
107,533 | 5.500%, due 06/20/34 | 119,240 | 0.0 | |||||||||||
412,738 | 5.500%, due 06/20/34 | 459,381 | 0.1 | |||||||||||
360,905 | 5.500%, due 07/20/34 | 400,927 | 0.1 | |||||||||||
138,612 | 5.500%, due 07/20/34 | 153,695 | 0.0 | |||||||||||
253,311 | 5.500%, due 01/20/35 | 280,866 | 0.0 | |||||||||||
810,188 | 5.500%, due 05/15/35 | 904,617 | 0.1 | |||||||||||
472,074 | 5.500%, due 05/20/35 | 525,900 | 0.1 | |||||||||||
164,097 | 5.500%, due 06/20/35 | 181,938 | 0.0 | |||||||||||
1,466,955 | 5.500%, due 07/15/35 | 1,647,550 | 0.2 | |||||||||||
877,510 | 5.500%, due 08/15/35 | 982,390 | 0.1 | |||||||||||
32,689 | 5.500%, due 08/20/35 | 36,245 | 0.0 | |||||||||||
566,599 | 5.500%, due 09/20/35 | 631,670 | 0.1 | |||||||||||
10,544,612 | 5.500%, due 12/16/35 | 11,825,645 | 1.5 | |||||||||||
2,722,724 | 5.500%, due 02/20/36 | 3,152,158 | 0.4 | |||||||||||
186,846 | 5.500%, due 04/15/36 | 207,760 | 0.0 | |||||||||||
200,876 | 5.500%, due 06/20/36 | 228,096 | 0.0 | |||||||||||
1,250,000 | 5.500%, due 08/16/36 | 1,395,126 | 0.2 | |||||||||||
200,000 | 5.500%, due 07/16/37 | 222,915 | 0.0 | |||||||||||
3,761,332 | 5.500%, due 10/20/37 | 4,187,910 | 0.5 | |||||||||||
80,794 | 5.500%, due 06/20/38 | 86,392 | 0.0 | |||||||||||
91,079 | 5.500%, due 08/20/38 | 97,390 | 0.0 | |||||||||||
156,462 | 5.500%, due 09/20/38 | 167,304 | 0.0 | |||||||||||
21,316 | 5.500%, due 10/20/38 | 22,793 | 0.0 | |||||||||||
247,635 | 5.500%, due 11/20/38 | 264,795 | 0.0 | |||||||||||
24,029 | 5.500%, due 12/20/38 | 25,694 | 0.0 | |||||||||||
103,557 | 5.500%, due 01/15/39 | 115,163 | 0.0 | |||||||||||
10,087,726 | 5.500%, due 01/15/39 | 11,565,164 | 1.4 | |||||||||||
82,315 | 5.500%, due 01/20/39 | 88,055 | 0.0 | |||||||||||
755,935 | 5.500%, due 03/20/39 | 808,645 | 0.1 | |||||||||||
201,034 | 5.500%, due 06/15/39 | 224,381 | 0.0 | |||||||||||
81,870 | 5.500%, due 06/20/39 | 87,528 | 0.0 | |||||||||||
2,631,407 | 5.500%, due 09/16/39 | 3,022,613 | 0.4 | |||||||||||
141,664 | 5.500%, due 10/20/39 | 160,932 | 0.0 | |||||||||||
407,102 | 5.500%, due 09/15/40 | 452,744 | 0.1 | |||||||||||
791,420 | ^ | 5.500%, due 09/16/40 | 124,760 | 0.0 | ||||||||||
6,189,534 | 5.750%, due 07/20/38 | 6,783,132 | 0.8 | |||||||||||
8,894,099 | ^ | 5.847%, due 09/20/38 | 1,256,243 | 0.2 | ||||||||||
10,916,020 | ^ | 5.847%, due 12/20/40 | 1,874,246 | 0.2 | ||||||||||
4,985,544 | ^ | 5.897%, due 12/20/40 | 899,510 | 0.1 | ||||||||||
4,165,601 | ^ | 5.947%, due 05/20/32 | 548,337 | 0.1 | ||||||||||
1,688,922 | 5.970%, due 11/15/31 | 1,752,998 | 0.2 | |||||||||||
3,470,161 | ^ | 5.996%, due 09/16/39 | 549,285 | 0.1 | ||||||||||
177,798 | 6.000%, due 01/20/24 | 191,632 | 0.0 | |||||||||||
283,404 | 6.000%, due 10/15/25 | 326,236 | 0.0 | |||||||||||
593,370 | 6.000%, due 04/15/26 | 670,468 | 0.1 | |||||||||||
154,112 | 6.000%, due 10/20/27 | 173,171 | 0.0 | |||||||||||
257,829 | 6.000%, due 05/15/29 | 294,588 | 0.0 | |||||||||||
1,272,454 | 6.000%, due 12/16/33 | 1,408,383 | 0.2 | |||||||||||
1,043,842 | ^ | 6.000%, due 01/20/34 | 210,756 | 0.0 | ||||||||||
1,874,665 | 6.000%, due 03/20/34 | 2,324,693 | 0.3 | |||||||||||
208,036 | 6.000%, due 10/20/34 | 239,289 | 0.0 | |||||||||||
745,500 | 6.000%, due 04/20/36 | 846,572 | 0.1 | |||||||||||
513,169 | 6.000%, due 03/15/37 | 578,535 | 0.1 | |||||||||||
7,610,000 | 6.000%, due 07/20/37 | 8,500,952 | 1.0 | |||||||||||
347,448 | 6.000%, due 09/20/37 | 391,283 | 0.1 | |||||||||||
3,915,865 | 6.000%, due 10/20/37 | 4,449,994 | 0.5 | |||||||||||
2,110,031 | 6.000%, due 03/20/38 | 2,430,971 | 0.3 |
45,234 | 6.000%, due 05/20/38 | 49,720 | 0.0 | |||||||||||
141,663 | 6.000%, due 08/20/38 | 151,948 | 0.0 | |||||||||||
163,748 | 6.000%, due 09/20/38 | 175,637 | 0.0 | |||||||||||
261,763 | 6.000%, due 10/20/38 | 280,768 | 0.0 | |||||||||||
247,059 | 6.000%, due 11/15/38 | 278,670 | 0.0 | |||||||||||
426,578 | 6.000%, due 12/15/38 | 481,158 | 0.1 | |||||||||||
319,671 | 6.000%, due 12/15/38 | 360,888 | 0.1 | |||||||||||
2,223,829 | 6.000%, due 07/16/39 | 2,583,776 | 0.3 | |||||||||||
923,132 | 6.000%, due 08/15/39 | 1,053,303 | 0.1 | |||||||||||
821,793 | 6.000%, due 08/15/39 | 927,131 | 0.1 | |||||||||||
661,675 | 6.000%, due 10/20/39 | 836,345 | 0.1 | |||||||||||
2,123,551 | ^ | 6.000%, due 01/16/40 | 856,632 | 0.1 | ||||||||||
17,817,587 | ^ | 6.196%, due 04/16/39 | 2,419,365 | 0.3 | ||||||||||
3,841,228 | ^ | 6.346%, due 05/16/38 | 653,265 | 0.1 | ||||||||||
7,196,269 | ^ | 6.347%, due 09/20/37 | 1,183,434 | 0.2 | ||||||||||
7,917,009 | ^ | 6.347%, due 09/20/38 | 1,002,665 | 0.1 | ||||||||||
231,650 | 6.490%, due 01/15/28 | 261,584 | 0.0 | |||||||||||
6,443,467 | ^ | 6.496%, due 09/16/40 | 1,167,905 | 0.1 | ||||||||||
12,151,843 | ^ | 6.496%, due 04/16/42 | 2,819,659 | 0.4 | ||||||||||
82,368 | 6.500%, due 07/20/29 | 94,800 | 0.0 | |||||||||||
62,969 | 6.500%, due 07/20/32 | 65,536 | 0.0 | |||||||||||
2,745 | 6.500%, due 09/20/34 | 3,147 | 0.0 | |||||||||||
120,215 | 6.500%, due 05/20/38 | 130,484 | 0.0 | |||||||||||
3,053,704 | ^ | 6.616%, due 02/16/35 | 537,386 | 0.1 | ||||||||||
3,683 | 6.750%, due 08/15/28 | 4,179 | 0.0 | |||||||||||
468,724 | 7.000%, due 05/16/32 | 527,272 | 0.1 | |||||||||||
19,036 | 7.250%, due 01/15/29 | 19,655 | 0.0 | |||||||||||
2,845,438 | ^ | 7.346%, due 05/16/31 | 532,170 | 0.1 | ||||||||||
1,513,696 | ^ | 7.446%, due 10/16/29 | 328,218 | 0.0 | ||||||||||
26,488 | 7.500%, due 08/20/27 | 31,998 | 0.0 | |||||||||||
913,317 | 7.500%, due 02/20/34 | 966,175 | 0.1 | |||||||||||
4,575,698 | ^ | 7.500%, due 04/16/37 | 1,435,660 | 0.2 | ||||||||||
1,271,819 | 7.500%, due 08/20/39 | 1,592,351 | 0.2 | |||||||||||
1,263,494 | 7.500%, due 08/20/39 | 1,810,489 | 0.2 | |||||||||||
12,336 | 7.800%, due 05/15/19 | 12,390 | 0.0 | |||||||||||
1,294 | 8.000%, due 03/20/24 | 1,299 | 0.0 | |||||||||||
20,226 | 8.000%, due 11/15/25 | 22,990 | 0.0 | |||||||||||
10,594 | 8.000%, due 07/15/26 | 12,324 | 0.0 | |||||||||||
35,302 | 8.000%, due 07/15/26 | 40,229 | 0.0 | |||||||||||
35,749 | 8.000%, due 09/15/26 | 39,115 | 0.0 | |||||||||||
21,701 | 8.000%, due 09/20/26 | 26,605 | 0.0 | |||||||||||
18,874 | 8.000%, due 12/15/26 | 21,433 | 0.0 | |||||||||||
9,466 | 8.000%, due 04/15/27 | 10,805 | 0.0 | |||||||||||
4,563 | 8.000%, due 06/15/27 | 4,583 | 0.0 | |||||||||||
38,892 | 8.000%, due 07/15/27 | 43,732 | 0.0 | |||||||||||
12,695 | 8.000%, due 03/15/28 | 12,866 | 0.0 | |||||||||||
17,864 | 8.050%, due 07/15/19 | 17,944 | 0.0 | |||||||||||
75,455 | 8.847%, due 04/20/34 | 79,885 | 0.0 | |||||||||||
10,857 | 9.000%, due 05/15/16 | 10,910 | 0.0 | |||||||||||
2,835 | 9.500%, due 11/15/21 | 3,287 | 0.0 | |||||||||||
1,323,883 | 13.993%, due 09/16/31 | 1,667,516 | 0.2 | |||||||||||
67,933 | 15.693%, due 01/20/32 | 91,899 | 0.0 | |||||||||||
150,693 | 19.745%, due 09/20/37 | 206,619 | 0.0 | |||||||||||
413,796 | 20.539%, due 02/16/32 | 566,777 | 0.1 | |||||||||||
371,010 | 24.737%, due 04/16/37 | 520,841 | 0.1 | |||||||||||
767,135,802 | 93.7 | |||||||||||||
Total U.S. Government Agency Obligations (Cost $895,821,543) | 906,691,753 | 110.7 | ||||||||||||
Total Investments in Securities (Cost $899,109,923) | $ | 908,944,018 | 111.0 | |||||||||||
Liabilities in Excess of Other Assets | (90,226,920 | ) | (11.0 | ) | ||||||||||
Net Assets | $ | 818,717,098 | 100.0 |
See Accompanying Notes to Financial Statements
3 |
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) (continued) |
† | 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. |
^ | 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 $900,342,302. | |
Net unrealized appreciation consists of: |
Gross Unrealized Appreciation | $ | 15,058,443 | ||
Gross Unrealized Depreciation | (6,456,727 | ) | ||
Net Unrealized Appreciation | $ | 8,601,716 |
See Accompanying Notes to Financial Statements
4 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 95.2% | ||||||||||||||
Basic Materials: 6.6% | ||||||||||||||
650,000 | Aleris International, Inc., 7.875%, 11/01/20 | 650,000 | 0.1 | |||||||||||
942,000 | ArcelorMittal, 6.125%, 06/01/18 | 1,000,875 | 0.2 | |||||||||||
3,000,000 | ArcelorMittal, 6.000%, 03/01/21 | 3,165,000 | 0.6 | |||||||||||
1,470,000 | # | Cascades, Inc., 5.500%, 07/15/22 | 1,431,412 | 0.3 | ||||||||||
920,000 | # | Constellium NV, 5.750%, 05/15/24 | 924,600 | 0.2 | ||||||||||
1,500,000 | Eagle Spinco, Inc., 4.625%, 02/15/21 | 1,447,500 | 0.3 | |||||||||||
250,000 | # | FMG Resources August 2006 Pty Ltd., 6.000%, 04/01/17 | 252,656 | 0.0 | ||||||||||
2,250,000 | # | FMG Resources August 2006 Pty Ltd., 6.875%, 04/01/22 | 2,297,812 | 0.5 | ||||||||||
750,000 | # | FMG Resources August 2006 Pty Ltd., 8.250%, 11/01/19 | 778,125 | 0.1 | ||||||||||
1,000,000 | Hexion US Finance Corp. / Hexion Nova Scotia Finance ULC, 8.875%, 02/01/18 | 1,021,250 | 0.2 | |||||||||||
450,000 | Hexion US Finance Corp., 6.625%, 04/15/20 | 454,500 | 0.1 | |||||||||||
2,050,000 | Huntsman International LLC, 4.875%, 11/15/20 | 2,029,500 | 0.4 | |||||||||||
1,750,000 | # | INEOS Group Holdings SA, 6.125%, 08/15/18 | 1,752,188 | 0.3 | ||||||||||
2,000,000 | Momentive Performance Materials, Inc., 8.875%, 10/15/20 | 1,790,000 | 0.4 | |||||||||||
200,000 | PolyOne Corp., 5.250%, 03/15/23 | 195,000 | 0.0 | |||||||||||
1,269,000 | PolyOne Corp., 7.375%, 09/15/20 | 1,340,381 | 0.3 | |||||||||||
1,250,000 | # | PQ Corp., 8.750%, 05/01/18 | 1,331,250 | 0.3 | ||||||||||
1,500,000 | # | Prince Mineral Holding Corp., 12.000%, 12/15/19 | 1,687,500 | 0.3 | ||||||||||
307,000 | # | Rain CII Carbon, LLC / CII Carbon Corp., 8.000%, 12/01/18 | 316,210 | 0.1 | ||||||||||
500,000 | # | Rain CII Carbon, LLC / CII Carbon Corp., 8.250%, 01/15/21 | 522,500 | 0.1 | ||||||||||
1,110,000 | # | SPCM SA, 6.000%, 01/15/22 | 1,193,250 | 0.2 | ||||||||||
925,000 | # | Steel Dynamics, Inc., 5.125%, 10/01/21 | 938,875 | 0.2 | ||||||||||
925,000 | # | Steel Dynamics, Inc., 5.500%, 10/01/24 | 931,938 | 0.2 | ||||||||||
1,290,000 | Tronox Finance LLC, 6.375%, 08/15/20 | 1,302,900 | 0.3 | |||||||||||
1,500,000 | # | Unifrax I LLC / Unifrax Holding Co., 7.500%, 02/15/19 | 1,522,500 | 0.3 |
1,940,000 | # | US Coatings Acquisition, Inc. / Axalta Coating Systems Dutch Holding B BV, 7.375%, 05/01/21 | 2,090,350 | 0.4 | ||||||||||
555,000 | # | WR Grace & Co-Conn, 5.125%, 10/01/21 | 566,100 | 0.1 | ||||||||||
555,000 | # | WR Grace & Co-Conn, 5.625%, 10/01/24 | 572,344 | 0.1 | ||||||||||
33,506,516 | 6.6 | |||||||||||||
Communications: 17.0% | ||||||||||||||
1,000,000 | # | Alcatel-Lucent USA, Inc., 6.750%, 11/15/20 | 1,022,500 | 0.2 | ||||||||||
1,000,000 | # | Altice Financing SA, 6.500%, 01/15/22 | 1,027,500 | 0.2 | ||||||||||
1,000,000 | # | Altice Finco SA, 8.125%, 01/15/24 | 1,075,000 | 0.2 | ||||||||||
1,640,000 | # | Altice SA, 7.750%, 05/15/22 | 1,697,400 | 0.3 | ||||||||||
34,781 | # | American Media, Inc., 13.500%, 06/15/18 | 34,781 | 0.0 | ||||||||||
665,000 | # | Block Communications, Inc., 7.250%, 02/01/20 | 693,262 | 0.1 | ||||||||||
720,000 | Cablevision Systems Corp., 7.750%, 04/15/18 | 783,000 | 0.2 | |||||||||||
200,000 | # | CBS Outdoor Americas Capital LLC / CBS Outdoor Americas Capital Corp., 5.250%, 02/15/22 | 200,250 | 0.0 | ||||||||||
700,000 | # | CBS Outdoor Americas Capital LLC / CBS Outdoor Americas Capital Corp., 5.625%, 02/15/24 | 703,500 | 0.1 | ||||||||||
750,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.250%, 03/15/21 | 737,812 | 0.2 | |||||||||||
2,000,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 09/01/23 | 1,997,500 | 0.4 | |||||||||||
650,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 6.500%, 04/30/21 | 680,062 | 0.1 | |||||||||||
460,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 7.250%, 10/30/17 | 477,825 | 0.1 | |||||||||||
2,550,000 | CenturyLink, Inc., 5.625%, 04/01/20 | 2,639,887 | 0.5 | |||||||||||
1,750,000 | # | Cequel Communications Holdings I LLC / Cequel Capital Corp., 5.125%, 12/15/21 | 1,682,188 | 0.3 | ||||||||||
500,000 | # | Cequel Communications Holdings I, LLC / Cequel Capital Corp., 6.375%, 09/15/20 | 516,875 | 0.1 | ||||||||||
735,000 | Cincinnati Bell, Inc., 8.375%, 10/15/20 | 779,100 | 0.2 | |||||||||||
350,000 | Cincinnati Bell, Inc., 8.750%, 03/15/18 | 363,650 | 0.1 | |||||||||||
270,000 | Clear Channel Worldwide Holdings, Inc., 6.500%, 11/15/22 | 274,725 | 0.1 | |||||||||||
730,000 | Clear Channel Worldwide Holdings, Inc., 6.500%, 11/15/22 | 750,075 | 0.2 |
See Accompanying Notes to Financial Statements
5 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) (continued) |
105,000 | Clear Channel Worldwide Holdings, Inc., 7.625%, 03/15/20 | 108,675 | 0.0 | |||||||||||
1,530,000 | Clear Channel Worldwide Holdings, Inc., 7.625%, 03/15/20 | 1,595,025 | 0.3 | |||||||||||
1,500,000 | #,& | CommScope Holding Co., Inc., 6.625%, 06/01/20 | 1,552,500 | 0.3 | ||||||||||
1,130,000 | Crown Media Holdings, Inc., 10.500%, 07/15/19 | 1,240,175 | 0.2 | |||||||||||
1,650,000 | # | CSC Holdings, LLC, 5.250%, 06/01/24 | 1,588,125 | 0.3 | ||||||||||
1,500,000 | DISH DBS Corp., 5.125%, 05/01/20 | 1,507,500 | 0.3 | |||||||||||
1,070,000 | DISH DBS Corp., 5.000%, 03/15/23 | 1,029,206 | 0.2 | |||||||||||
800,000 | DISH DBS Corp., 5.875%, 07/15/22 | 818,000 | 0.2 | |||||||||||
1,070,000 | DISH DBS Corp., 6.750%, 06/01/21 | 1,152,925 | 0.2 | |||||||||||
480,000 | DISH DBS Corp., 7.875%, 09/01/19 | 543,600 | 0.1 | |||||||||||
715,000 | Equinix, Inc., 5.375%, 04/01/23 | 711,425 | 0.1 | |||||||||||
1,000,000 | Frontier Communications Corp., 7.625%, 04/15/24 | 1,042,500 | 0.2 | |||||||||||
200,000 | Frontier Communications Corp., 8.250%, 04/15/17 | 223,000 | 0.0 | |||||||||||
600,000 | # | Gannett Co., Inc., 5.500%, 09/15/24 | 592,500 | 0.1 | ||||||||||
1,750,000 | # | Gannett Co., Inc., 6.375%, 10/15/23 | 1,824,375 | 0.4 | ||||||||||
1,950,000 | Gray Television, Inc., 7.500%, 10/01/20 | 2,003,625 | 0.4 | |||||||||||
825,000 | # | Harron Communications L.P./Harron Finance Corp., 9.125%, 04/01/20 | 903,375 | 0.2 | ||||||||||
500,000 | Intelsat Jackson Holdings SA, 5.500%, 08/01/23 | 479,375 | 0.1 | |||||||||||
500,000 | Intelsat Jackson Holdings SA, 7.250%, 10/15/20 | 528,750 | 0.1 | |||||||||||
440,000 | Intelsat Jackson Holdings SA, 7.500%, 04/01/21 | 471,350 | 0.1 | |||||||||||
2,000,000 | Intelsat Luxembourg SA, 7.750%, 06/01/21 | 2,047,500 | 0.4 | |||||||||||
1,000,000 | Intelsat Luxembourg SA, 8.125%, 06/01/23 | 1,047,500 | 0.2 | |||||||||||
2,000,000 | Lamar Media Corp., 5.875%, 02/01/22 | 2,070,000 | 0.4 | |||||||||||
1,607,000 | LIN Television Corp., 6.375%, 01/15/21 | 1,627,088 | 0.3 | |||||||||||
1,500,000 | Mediacom Broadband LLC / Mediacom Broadband Corp., 6.375%, 04/01/23 | 1,537,500 | 0.3 | |||||||||||
630,000 | MetroPCS Wireless, Inc., 6.625%, 11/15/20 | 649,688 | 0.1 | |||||||||||
1,250,000 | # | Midcontinent Communications & Midcontinent Finance Corp., 6.250%, 08/01/21 | 1,268,750 | 0.3 | ||||||||||
1,500,000 | # | Netflix, Inc., 5.750%, 03/01/24 | 1,552,500 | 0.3 |
1,500,000 | Nexstar Broadcasting, Inc., 6.875%, 11/15/20 | 1,545,000 | 0.3 | |||||||||||
1,250,000 | Nielsen Finance LLC / Nielsen Finance Co., 4.500%, 10/01/20 | 1,215,625 | 0.2 | |||||||||||
575,000 | # | Nielsen Finance LLC / Nielsen Finance Co., 5.000%, 04/15/22 | 569,250 | 0.1 | ||||||||||
985,000 | # | Numericable Group SA, 6.250%, 05/15/24 | 983,769 | 0.2 | ||||||||||
2,295,000 | # | Numericable Group SA, 6.000%, 05/15/22 | 2,315,081 | 0.5 | ||||||||||
1,000,000 | # | Sable International Finance Ltd., 8.750%, 02/01/20 | 1,095,000 | 0.2 | ||||||||||
1,030,000 | # | SBA Communications Corp., 4.875%, 07/15/22 | 991,375 | 0.2 | ||||||||||
1,650,000 | Sinclair Television Group, Inc., 6.125%, 10/01/22 | 1,687,125 | 0.3 | |||||||||||
3,060,000 | # | Sirius XM Radio, Inc., 5.750%, 08/01/21 | 3,090,600 | 0.6 | ||||||||||
660,000 | # | Sirius XM Radio, Inc., 6.000%, 07/15/24 | 671,550 | 0.1 | ||||||||||
1,500,000 | # | Softbank Corp., 4.500%, 04/15/20 | 1,501,875 | 0.3 | ||||||||||
1,400,000 | Sprint Capital Corp., 6.875%, 11/15/28 | 1,344,000 | 0.3 | |||||||||||
2,845,000 | # | Sprint Corp., 7.125%, 06/15/24 | 2,877,006 | 0.6 | ||||||||||
2,000,000 | # | Sprint Corp., 7.250%, 09/15/21 | 2,087,500 | 0.4 | ||||||||||
1,845,000 | # | Sprint Corp., 7.875%, 09/15/23 | 1,964,925 | 0.4 | ||||||||||
500,000 | Sprint Nextel Corp., 6.000%, 11/15/22 | 486,875 | 0.1 | |||||||||||
665,000 | # | Sprint Nextel Corp., 9.000%, 11/15/18 | 770,569 | 0.2 | ||||||||||
1,170,000 | Starz LLC / Starz Finance Corp., 5.000%, 09/15/19 | 1,187,550 | 0.2 | |||||||||||
750,000 | # | Telesat Canada, 6.000%, 05/15/17 | 768,188 | 0.2 | ||||||||||
400,000 | T-Mobile USA, Inc., 5.250%, 09/01/18 | 413,500 | 0.1 | |||||||||||
1,000,000 | T-Mobile USA, Inc., 6.125%, 01/15/22 | 1,008,750 | 0.2 | |||||||||||
780,000 | T-Mobile USA, Inc., 6.250%, 04/01/21 | 790,725 | 0.2 | |||||||||||
1,000,000 | T-Mobile USA, Inc., 6.633%, 04/28/21 | 1,028,750 | 0.2 | |||||||||||
800,000 | T-Mobile USA, Inc., 6.731%, 04/28/22 | 821,000 | 0.2 | |||||||||||
250,000 | T-Mobile USA, Inc., 6.836%, 04/28/23 | 257,813 | 0.1 | |||||||||||
1,860,000 | # | West Corp., 5.375%, 07/15/22 | 1,720,500 | 0.3 | ||||||||||
1,400,000 | # | Wind Acquisition Finance SA, 4.750%, 07/15/20 | 1,352,750 | 0.3 | ||||||||||
1,310,000 | # | Wind Acquisition Finance SA, 7.375%, 04/23/21 | 1,319,825 | 0.3 | ||||||||||
85,719,900 | 17.0 | |||||||||||||
Consumer, Cyclical: 13.2% | ||||||||||||||
1,470,000 | Affinia Group, Inc., 7.750%, 05/01/21 | 1,517,775 | 0.3 |
See Accompanying Notes to Financial Statements
6 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) (continued) |
400,000 | Allegion US Holding Co., Inc., 5.750%, 10/01/21 | 410,000 | 0.1 | |||||||||||
500,000 | AMC Entertainment, Inc., 5.875%, 02/15/22 | 506,250 | 0.1 | |||||||||||
950,000 | AMC Entertainment, Inc., 9.750%, 12/01/20 | 1,050,937 | 0.2 | |||||||||||
1,050,000 | Asbury Automotive Group, Inc., 8.375%, 11/15/20 | 1,128,750 | 0.2 | |||||||||||
2,070,000 | # | Ashton Woods USA LLC, 6.875%, 02/15/21 | 1,982,025 | 0.4 | ||||||||||
1,500,000 | # | Building Materials Holding Corp., 9.000%, 09/15/18 | 1,635,000 | 0.3 | ||||||||||
2,420,000 | # | Caesars Entertainment Resort Properties LLC, 8.000%, 10/01/20 | 2,400,338 | 0.5 | ||||||||||
765,000 | # | Caesars Entertainment Resort Properties LLC, 11.000%, 10/01/21 | 721,013 | 0.1 | ||||||||||
1,535,000 | # | Carlson Wagonlit BV, 6.875%, 06/15/19 | 1,615,587 | 0.3 | ||||||||||
1,080,000 | # | CDR DB Sub, Inc., 7.750%, 10/15/20 | 950,400 | 0.2 | ||||||||||
1,365,000 | # | Cedar Fair L.P. / Canada's Wonderland Co. / Magnum Management Corp., 5.375%, 06/01/24 | 1,325,756 | 0.3 | ||||||||||
1,315,000 | # | Century Communities, Inc., 6.875%, 05/15/22 | 1,331,437 | 0.3 | ||||||||||
1,800,000 | Chrysler Group LLC/CG Co-Issuer, Inc., 8.250%, 06/15/21 | 1,971,000 | 0.4 | |||||||||||
450,000 | Chrysler Group, LLC/CG Co-Issuer, Inc., 8.000%, 06/15/19 | 479,812 | 0.1 | |||||||||||
430,000 | DineEquity, Inc., 9.500%, 10/30/18 | 453,112 | 0.1 | |||||||||||
1,500,000 | # | DreamWorks Animation SKG, Inc., 6.875%, 08/15/20 | 1,571,550 | 0.3 | ||||||||||
2,190,000 | # | Hot Topic, Inc., 9.250%, 06/15/21 | 2,354,250 | 0.5 | ||||||||||
1,480,000 | JC Penney Corp., Inc., 8.125%, 10/01/19 | 1,450,400 | 0.3 | |||||||||||
500,000 | # | K Hovnanian Enterprises, Inc., 7.000%, 01/15/19 | 491,563 | 0.1 | ||||||||||
400,000 | # | K Hovnanian Enterprises, Inc., 7.250%, 10/15/20 | 421,000 | 0.1 | ||||||||||
400,000 | # | K Hovnanian Enterprises, Inc., 9.125%, 11/15/20 | 435,000 | 0.1 | ||||||||||
645,000 | KB Home, 4.750%, 05/15/19 | 628,875 | 0.1 | |||||||||||
750,000 | KB Home, 6.250%, 06/15/15 | 772,500 | 0.1 | |||||||||||
1,450,000 | LKQ Corp., 4.750%, 05/15/23 | 1,410,125 | 0.3 | |||||||||||
2,000,000 | # | MCE Finance Ltd., 5.000%, 02/15/21 | 1,930,000 | 0.4 | ||||||||||
1,000,000 | Meritage Homes Corp., 7.150%, 04/15/20 | 1,095,000 | 0.2 | |||||||||||
1,065,000 | Meritage Homes Corp., 7.000%, 04/01/22 | 1,155,525 | 0.2 | |||||||||||
1,665,000 | Meritor, Inc., 6.250%, 02/15/24 | 1,689,975 | 0.3 |
500,000 | MGM Mirage, 7.500%, 06/01/16 | 535,000 | 0.1 | |||||||||||
1,000,000 | MGM Resorts International, 5.250%, 03/31/20 | 1,002,500 | 0.2 | |||||||||||
1,500,000 | MGM Resorts International, 7.750%, 03/15/22 | 1,672,500 | 0.3 | |||||||||||
500,000 | MGM Resorts International, 8.625%, 02/01/19 | 566,300 | 0.1 | |||||||||||
434,000 | #,& | Michaels FinCo Holdings LLC / Michaels FinCo, Inc., 7.500%, 08/01/18 | 443,765 | 0.1 | ||||||||||
335,000 | # | Michaels Stores, Inc., 5.875%, 12/15/20 | 334,163 | 0.1 | ||||||||||
1,100,000 | NCL Corp. Ltd., 5.000%, 02/15/18 | 1,116,500 | 0.2 | |||||||||||
250,000 | # | Neiman Marcus Group LLC/The, 8.000%, 10/15/21 | 261,250 | 0.0 | ||||||||||
1,250,000 | #,& | Neiman Marcus Group LLC/The, 8.750%, 10/15/21 | 1,321,875 | 0.3 | ||||||||||
1,545,000 | Oshkosh Corp., 5.375%, 03/01/22 | 1,560,450 | 0.3 | |||||||||||
525,000 | Party City Holdings, Inc., 8.875%, 08/01/20 | 569,625 | 0.1 | |||||||||||
1,000,000 | PC Nextco Holdings LLC / PC Nextco Finance, Inc., 8.750%, 08/15/19 | 1,010,000 | 0.2 | |||||||||||
1,020,000 | Pinnacle Entertainment, Inc., 6.375%, 08/01/21 | 1,071,000 | 0.2 | |||||||||||
240,000 | # | Rite Aid Corp., 6.875%, 12/15/28 | 241,200 | 0.0 | ||||||||||
500,000 | Royal Caribbean Cruises Ltd., 5.250%, 11/15/22 | 507,500 | 0.1 | |||||||||||
750,000 | # | RSI Home Products, Inc., 6.875%, 03/01/18 | 785,625 | 0.2 | ||||||||||
600,000 | Ryland Group, Inc., 5.375%, 10/01/22 | 588,000 | 0.1 | |||||||||||
750,000 | Ryland Group, Inc., 6.625%, 05/01/20 | 798,750 | 0.2 | |||||||||||
2,000,000 | # | Schaeffler Finance BV, 4.250%, 05/15/21 | 1,930,000 | 0.4 | ||||||||||
1,351,000 | #,& | Schaeffler Holding Finance BV, 6.875%, 08/15/18 | 1,411,795 | 0.3 | ||||||||||
750,000 | Shea Homes L.P. / Shea Homes Funding Corp., 8.625%, 05/15/19 | 795,000 | 0.2 | |||||||||||
2,000,000 | Sonic Automotive, Inc., 5.000%, 05/15/23 | 1,920,000 | 0.4 | |||||||||||
1,910,000 | Springs Industries, Inc., 6.250%, 06/01/21 | 1,881,350 | 0.4 | |||||||||||
1,100,000 | Standard Pacific Corp., 8.375%, 01/15/21 | 1,265,000 | 0.2 | |||||||||||
800,000 | United Continental Holdings, Inc., 6.375%, 06/01/18 | 840,000 | 0.2 | |||||||||||
1,000,000 | United Continental Holdings, Inc., 6.000%, 07/15/28 | 925,000 | 0.2 | |||||||||||
1,500,000 | US Airways Group, Inc., 6.125%, 06/01/18 | 1,545,000 | 0.3 |
See Accompanying Notes to Financial Statements
7 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) (continued) |
1,830,000 | # | Viking Cruises Ltd., 8.500%, 10/15/22 | 1,999,275 | 0.4 | ||||||||||
245,000 | # | WMG Acquisition Corp., 5.625%, 04/15/22 | 245,613 | 0.0 | ||||||||||
1,460,000 | # | WMG Acquisition Corp., 6.750%, 04/15/22 | 1,405,250 | 0.3 | ||||||||||
1,125,000 | Wolverine World Wide, Inc., 6.125%, 10/15/20 | 1,181,250 | 0.2 | |||||||||||
66,615,491 | 13.2 | |||||||||||||
Consumer, Non-cyclical: 19.3% | ||||||||||||||
2,000,000 | Acadia Healthcare Co., Inc., 5.125%, 07/01/22 | 1,960,000 | 0.4 | |||||||||||
1,250,000 | # | Albea Beauty Holdings SA, 8.375%, 11/01/19 | 1,339,062 | 0.3 | ||||||||||
1,800,000 | # | Alliance Data Systems Corp., 5.375%, 08/01/22 | 1,750,500 | 0.3 | ||||||||||
655,000 | Amsurg Corp., 5.625%, 11/30/20 | 664,825 | 0.1 | |||||||||||
1,805,000 | # | Amsurg Corp., 5.625%, 07/15/22 | 1,795,975 | 0.4 | ||||||||||
1,110,000 | # | Anna Merger Sub, Inc., 7.750%, 10/01/22 | 1,118,325 | 0.2 | ||||||||||
1,150,000 | ARAMARK Corp., 5.750%, 03/15/20 | 1,184,500 | 0.2 | |||||||||||
2,500,000 | # | Ashtead Capital, Inc., 6.500%, 07/15/22 | 2,662,500 | 0.5 | ||||||||||
1,500,000 | Biomet, Inc., 6.500%, 10/01/20 | 1,578,750 | 0.3 | |||||||||||
1,250,000 | # | Brand Energy & Infrastructure Services, Inc., 8.500%, 12/01/21 | 1,262,500 | 0.2 | ||||||||||
2,000,000 | # | Bumble Bee Acquisition Corp., 9.000%, 12/15/17 | 2,100,000 | 0.4 | ||||||||||
1,430,000 | # | C&S Group Enterprises LLC, 5.375%, 07/15/22 | 1,362,075 | 0.3 | ||||||||||
1,913,000 | #,& | Capsugel SA, 7.000%, 05/15/19 | 1,911,804 | 0.4 | ||||||||||
1,500,000 | # | Ceridian HCM Holding, Inc., 11.000%, 03/15/21 | 1,708,125 | 0.3 | ||||||||||
330,000 | # | Ceridian LLC / Comdata, Inc., 8.125%, 11/15/17 | 331,237 | 0.1 | ||||||||||
500,000 | # | CHS/Community Health Systems, Inc., 5.125%, 08/01/21 | 501,250 | 0.1 | ||||||||||
600,000 | CHS/Community Health Systems, Inc., 5.125%, 08/15/18 | 618,000 | 0.1 | |||||||||||
1,000,000 | # | CHS/Community Health Systems, Inc., 6.875%, 02/01/22 | 1,047,500 | 0.2 | ||||||||||
190,000 | CHS/Community Health Systems, Inc., 7.125%, 07/15/20 | 201,400 | 0.0 | |||||||||||
250,000 | CHS/Community Health Systems, Inc., 8.000%, 11/15/19 | 267,550 | 0.1 | |||||||||||
1,340,000 | DaVita HealthCare Partners, Inc., 5.125%, 07/15/24 | 1,319,062 | 0.3 | |||||||||||
745,000 | DaVita HealthCare Partners, Inc., 6.625%, 11/01/20 | 783,647 | 0.2 | |||||||||||
1,820,000 | # | Diamond Foods, Inc., 7.000%, 03/15/19 | 1,824,550 | 0.4 | ||||||||||
1,915,000 | # | Envision Healthcare Corp., 5.125%, 07/01/22 | 1,891,062 | 0.4 |
1,610,000 | # | Grifols Worldwide Operations Ltd., 5.250%, 04/01/22 | 1,593,900 | 0.3 | ||||||||||
600,000 | H&E Equipment Services, Inc., 7.000%, 09/01/22 | 643,500 | 0.1 | |||||||||||
3,620,000 | HCA Holdings, Inc., 6.250%, 02/15/21 | 3,801,000 | 0.8 | |||||||||||
1,405,000 | HCA Holdings, Inc., 7.750%, 05/15/21 | 1,505,106 | 0.3 | |||||||||||
360,000 | HCA, Inc., 7.250%, 09/15/20 | 378,900 | 0.1 | |||||||||||
1,800,000 | HCA, Inc., 7.500%, 02/15/22 | 2,029,500 | 0.4 | |||||||||||
375,000 | HDTFS, Inc., 6.250%, 10/15/22 | 381,562 | 0.1 | |||||||||||
309,000 | Healthsouth Corp., 7.250%, 10/01/18 | 320,201 | 0.1 | |||||||||||
1,500,000 | Hertz Corp., 6.750%, 04/15/19 | 1,556,250 | 0.3 | |||||||||||
1,480,000 | Immucor, Inc., 11.125%, 08/15/19 | 1,605,800 | 0.3 | |||||||||||
865,000 | #,& | Jaguar Holding Co. I, 9.375%, 10/15/17 | 875,812 | 0.2 | ||||||||||
500,000 | # | Jaguar Holding Co., 9.500%, 12/01/19 | 538,125 | 0.1 | ||||||||||
750,000 | # | JBS USA LLC / JBS USA Finance, Inc., 5.875%, 07/15/24 | 723,750 | 0.1 | ||||||||||
420,000 | # | JBS USA LLC / JBS USA Finance, Inc., 7.250%, 06/01/21 | 443,100 | 0.1 | ||||||||||
1,150,000 | # | JBS USA LLC / JBS USA Finance, Inc., 7.250%, 06/01/21 | 1,213,250 | 0.2 | ||||||||||
1,000,000 | # | KeHE Distributors LLC / KeHE Finance Corp., 7.625%, 08/15/21 | 1,061,875 | 0.2 | ||||||||||
1,220,000 | # | Light Tower Rentals, Inc., 8.125%, 08/01/19 | 1,238,300 | 0.2 | ||||||||||
1,460,000 | # | Live Nation Entertainment, Inc., 5.375%, 06/15/22 | 1,460,000 | 0.3 | ||||||||||
1,975,000 | # | Logo Merger Sub Corp., 8.375%, 10/15/20 | 2,063,875 | 0.4 | ||||||||||
1,485,000 | # | Midas Intermediate Holdco II LLC / Midas Intermediate Holdco II Finance, Inc., 7.875%, 10/01/22 | 1,488,712 | 0.3 | ||||||||||
1,790,000 | # | MPH Acquisition Holdings LLC, 6.625%, 04/01/22 | 1,812,375 | 0.4 | ||||||||||
1,000,000 | # | Mustang Merger Corp., 8.500%, 08/15/21 | 1,040,000 | 0.2 | ||||||||||
620,000 | Omnicare, Inc., 7.750%, 06/01/20 | 658,750 | 0.1 | |||||||||||
1,224,000 | # | Physio-Control International, Inc., 9.875%, 01/15/19 | 1,315,800 | 0.3 | ||||||||||
1,130,000 | Prestige Brands, Inc., 8.125%, 02/01/20 | 1,209,100 | 0.2 | |||||||||||
1,635,000 | # | Quad/Graphics, Inc., 7.000%, 05/01/22 | 1,587,994 | 0.3 | ||||||||||
1,250,000 | Reynolds Group Issuer, Inc., 7.875%, 08/15/19 | 1,331,250 | 0.3 | |||||||||||
1,250,000 | Reynolds Group Issuer, Inc., 8.250%, 02/15/21 | 1,328,125 | 0.3 |
See Accompanying Notes to Financial Statements
8 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) (continued) |
500,000 | Reynolds Group Issuer, Inc., 9.000%, 04/15/19 | 523,125 | 0.1 | |||||||||||
750,000 | Reynolds Group Issuer, Inc., 9.875%, 08/15/19 | 810,938 | 0.2 | |||||||||||
500,000 | RR Donnelley & Sons Co., 6.500%, 11/15/23 | 501,250 | 0.1 | |||||||||||
500,000 | RR Donnelley & Sons Co., 7.000%, 02/15/22 | 530,000 | 0.1 | |||||||||||
750,000 | RR Donnelley & Sons Co., 7.875%, 03/15/21 | 826,875 | 0.2 | |||||||||||
1,495,000 | # | Safway Group Holding LLC / Safway Finance Corp., 7.000%, 05/15/18 | 1,528,638 | 0.3 | ||||||||||
1,500,000 | # | Salix Pharmaceuticals Ltd, 6.000%, 01/15/21 | 1,627,500 | 0.3 | ||||||||||
743,000 | ServiceMaster Co., 7.000%, 08/15/20 | 776,435 | 0.2 | |||||||||||
420,000 | ServiceMaster Co., 7.450%, 08/15/27 | 426,300 | 0.1 | |||||||||||
1,050,000 | # | Shearer's Foods, LLC / Chip Fin Corp., 9.000%, 11/01/19 | 1,147,125 | 0.2 | ||||||||||
1,100,000 | Spectrum Brands, Inc., 6.375%, 11/15/20 | 1,152,250 | 0.2 | |||||||||||
1,280,000 | # | STHI Holding Corp., 8.000%, 03/15/18 | 1,326,400 | 0.3 | ||||||||||
1,000,000 | Tenet Healthcare Corp., 6.000%, 10/01/20 | 1,060,000 | 0.2 | |||||||||||
1,095,000 | Tenet Healthcare Corp., 6.250%, 11/01/18 | 1,167,544 | 0.2 | |||||||||||
1,975,000 | Tenet Healthcare Corp., 6.750%, 02/01/20 | 2,066,344 | 0.4 | |||||||||||
1,000,000 | Tenet Healthcare Corp., 8.125%, 04/01/22 | 1,100,000 | 0.2 | |||||||||||
750,000 | Truven Health Analytics, Inc., 10.625%, 06/01/20 | 795,000 | 0.2 | |||||||||||
165,000 | United Rentals North America, Inc., 5.750%, 07/15/18 | 172,838 | 0.0 | |||||||||||
500,000 | United Rentals North America, Inc., 6.125%, 06/15/23 | 516,250 | 0.1 | |||||||||||
385,000 | United Rentals North America, Inc., 7.375%, 05/15/20 | 410,988 | 0.1 | |||||||||||
1,785,000 | United Rentals North America, Inc., 7.625%, 04/15/22 | 1,959,038 | 0.4 | |||||||||||
190,000 | United Rentals North America, Inc., 8.250%, 02/01/21 | 206,625 | 0.0 | |||||||||||
875,000 | United Surgical Partners International, Inc., 9.000%, 04/01/20 | 947,188 | 0.2 | |||||||||||
1,850,000 | Universal Hospital Services, Inc., 7.625%, 08/15/20 | 1,748,250 | 0.3 | |||||||||||
1,250,000 | US Foods, Inc., 8.500%, 06/30/19 | 1,326,563 | 0.3 | |||||||||||
1,000,000 | # | Valeant Pharmaceuticals International, Inc., 7.500%, 07/15/21 | 1,073,750 | 0.2 | ||||||||||
1,500,000 | # | Valeant Pharmaceuticals International, 6.750%, 08/15/18 | 1,586,250 | 0.3 |
1,025,000 | # | Valeant Pharmaceuticals International, 6.750%, 08/15/21 | 1,067,281 | 0.2 | ||||||||||
490,000 | # | VPI Escrow Corp., 6.375%, 10/15/20 | 505,313 | 0.1 | ||||||||||
1,500,000 | WellCare Health Plans, Inc., 5.750%, 11/15/20 | 1,533,750 | 0.3 | |||||||||||
740,000 | WhiteWave Foods Co/The, 5.375%, 10/01/22 | 749,250 | 0.1 | |||||||||||
97,559,169 | 19.3 | |||||||||||||
Diversified: 0.5% | ||||||||||||||
1,150,000 | & | Alphabet Holding Co., Inc., 7.750%, 11/01/17 | 1,128,437 | 0.2 | ||||||||||
715,000 | #,& | Carlson Travel Holdings, Inc., 7.500%, 08/15/19 | 723,938 | 0.1 | ||||||||||
779,000 | # | Nielsen Co. Luxembourg SARL/The, 5.500%, 10/01/21 | 786,790 | 0.2 | ||||||||||
2,639,165 | 0.5 | |||||||||||||
Energy: 16.6% | ||||||||||||||
1,055,000 | Alta Mesa Holdings / Alta Mesa Finance Services Corp., 9.625%, 10/15/18 | 1,097,200 | 0.2 | |||||||||||
925,000 | # | American Energy - Woodford LLC/AEW Finance Corp., 9.000%, 09/15/22 | 862,562 | 0.2 | ||||||||||
360,000 | # | American Energy-Permian Basin LLC / AEPB Finance Corp., 7.125%, 11/01/20 | 331,200 | 0.1 | ||||||||||
1,890,000 | # | Antero Resources Corp., 5.125%, 12/01/22 | 1,840,387 | 0.4 | ||||||||||
1,500,000 | Approach Resources, Inc., 7.000%, 06/15/21 | 1,492,500 | 0.3 | |||||||||||
1,035,000 | Arch Coal, Inc., 7.250%, 06/15/21 | 504,562 | 0.1 | |||||||||||
1,000,000 | # | Arch Coal, Inc., 8.000%, 01/15/19 | 862,500 | 0.2 | ||||||||||
1,310,000 | # | Athlon Holdings L.P. / Athlon Finance Corp., 6.000%, 05/01/22 | 1,408,250 | 0.3 | ||||||||||
670,000 | # | Baytex Energy Corp., 5.125%, 06/01/21 | 656,600 | 0.1 | ||||||||||
670,000 | # | Baytex Energy Corp., 5.625%, 06/01/24 | 645,712 | 0.1 | ||||||||||
1,600,000 | Bonanza Creek Energy, Inc., 6.750%, 04/15/21 | 1,656,000 | 0.3 | |||||||||||
1,290,000 | # | Calumet Specialty Products Partners L.P./Calumet Finance Corp., 6.500%, 04/15/21 | 1,231,950 | 0.2 | ||||||||||
400,000 | Calumet Specialty Products Partners L.P./Calumet Finance Corp., 9.625%, 08/01/20 | 442,000 | 0.1 | |||||||||||
750,000 | Chaparral Energy, Inc., 7.625%, 11/15/22 | 772,500 | 0.2 | |||||||||||
895,000 | Chaparral Energy, Inc., 8.250%, 09/01/21 | 962,125 | 0.2 | |||||||||||
2,275,000 | Chesapeake Energy Corp., 6.125%, 02/15/21 | 2,485,437 | 0.5 | |||||||||||
1,200,000 | Chesapeake Energy Corp., 6.625%, 08/15/20 | 1,329,600 | 0.3 |
See Accompanying Notes to Financial Statements
9 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) (continued) |
1,000,000 | Clayton Williams Energy, Inc., 7.750%, 04/01/19 | 1,032,500 | 0.2 | |||||||||||
1,500,000 | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 6.125%, 03/01/22 | 1,511,250 | 0.3 | |||||||||||
1,800,000 | # | CrownRock L.P. / CrownRock Finance, Inc., 7.125%, 04/15/21 | 1,881,000 | 0.4 | ||||||||||
625,000 | El Paso Corp., 7.250%, 06/01/18 | 709,375 | 0.1 | |||||||||||
1,200,000 | Energy Transfer Equity L.P., 7.500%, 10/15/20 | 1,347,000 | 0.3 | |||||||||||
1,500,000 | Energy XXI Gulf Coast, Inc., 7.500%, 12/15/21 | 1,477,500 | 0.3 | |||||||||||
250,000 | # | Energy XXI Gulf Coast, Inc., 6.875%, 03/15/24 | 235,625 | 0.0 | ||||||||||
750,000 | EPL Oil & Gas, Inc., 8.250%, 02/15/18 | 770,625 | 0.2 | |||||||||||
1,000,000 | # | Gibson Energy, Inc., 6.750%, 07/15/21 | 1,065,000 | 0.2 | ||||||||||
275,000 | # | Gulfport Energy Corp., 7.750%, 11/01/20 | 288,062 | 0.1 | ||||||||||
2,420,000 | Halcon Resources Corp., 8.875%, 05/15/21 | 2,395,800 | 0.5 | |||||||||||
1,750,000 | # | Hilcorp Energy I L.P./Hilcorp Finance Co., 5.000%, 12/01/24 | 1,686,562 | 0.3 | ||||||||||
875,000 | # | Hilcorp Energy I L.P./Hilcorp Finance Co., 8.000%, 02/15/20 | 917,656 | 0.2 | ||||||||||
750,000 | Kodiak Oil & Gas Corp., 5.500%, 01/15/21 | 761,250 | 0.1 | |||||||||||
250,000 | Kodiak Oil & Gas Corp., 5.500%, 02/01/22 | 252,500 | 0.0 | |||||||||||
1,000,000 | Legacy Reserves L.P. / Legacy Reserves Finance Corp., 6.625%, 12/01/21 | 985,000 | 0.2 | |||||||||||
500,000 | # | Legacy Reserves L.P. / Legacy Reserves Finance Corp., 6.625%, 12/01/21 | 492,500 | 0.1 | ||||||||||
500,000 | Legacy Reserves L.P. / Legacy Reserves Finance Corp., 8.000%, 12/01/20 | 522,500 | 0.1 | |||||||||||
1,345,000 | Linn Energy LLC / Linn Energy Finance Corp., 6.250%, 11/01/19 | 1,319,781 | 0.3 | |||||||||||
525,000 | Linn Energy, LLC/Linn Energy Finance Corp., 7.750%, 02/01/21 | 531,563 | 0.1 | |||||||||||
1,135,000 | # | Lonestar Resources America, Inc., 8.750%, 04/15/19 | 1,130,744 | 0.2 | ||||||||||
1,500,000 | Memorial Production Partners L.P. / Memorial Production Finance Corp., 7.625%, 05/01/21 | 1,500,000 | 0.3 | |||||||||||
1,050,000 | # | Memorial Resource Development Corp., 5.875%, 07/01/22 | 1,029,000 | 0.2 | ||||||||||
1,910,000 | Murphy Oil USA, Inc., 6.000%, 08/15/23 | 2,000,725 | 0.4 | |||||||||||
1,000,000 | # | Murray Energy Corp., 8.625%, 06/15/21 | 1,040,000 | 0.2 |
215,000 | Oasis Petroleum, Inc., 6.500%, 11/01/21 | 225,213 | 0.0 | |||||||||||
500,000 | Oasis Petroleum, Inc., 6.875%, 01/15/23 | 528,750 | 0.1 | |||||||||||
500,000 | Oasis Petroleum, Inc., 6.875%, 03/15/22 | 530,000 | 0.1 | |||||||||||
405,000 | Oasis Petroleum, Inc., 7.250%, 02/01/19 | 424,744 | 0.1 | |||||||||||
360,000 | # | Paragon Offshore PLC, 6.750%, 07/15/22 | 305,100 | 0.1 | ||||||||||
720,000 | # | Paragon Offshore PLC, 7.250%, 08/15/24 | 612,000 | 0.1 | ||||||||||
1,650,000 | # | Parsley Energy LLC / Parsley Finance Corp., 7.500%, 02/15/22 | 1,711,875 | 0.3 | ||||||||||
1,230,000 | # | PetroBakken Energy Ltd., 8.625%, 02/01/20 | 1,223,850 | 0.2 | ||||||||||
1,380,000 | QR Energy L.P. / QRE Finance Corp., 9.250%, 08/01/20 | 1,573,200 | 0.3 | |||||||||||
1,655,000 | Regency Energy Partners L.P. / Regency Energy Finance Corp., 4.500%, 11/01/23 | 1,609,488 | 0.3 | |||||||||||
360,000 | Regency Energy Partners L.P. / Regency Energy Finance Corp., 5.000%, 10/01/22 | 355,950 | 0.1 | |||||||||||
655,000 | Regency Energy Partners L.P. / Regency Energy Finance Corp., 5.500%, 04/15/23 | 668,100 | 0.1 | |||||||||||
780,000 | # | Rex Energy Corp., 6.250%, 08/01/22 | 755,625 | 0.1 | ||||||||||
1,000,000 | Rex Energy Corp., 8.875%, 12/01/20 | 1,080,000 | 0.2 | |||||||||||
1,750,000 | # | RKI Exploration & Production LLC / RKI Finance Corp., 8.500%, 08/01/21 | 1,815,625 | 0.4 | ||||||||||
360,000 | # | Rose Rock Midstream L.P. / Rose Rock Finance Corp., 5.625%, 07/15/22 | 357,300 | 0.1 | ||||||||||
1,815,000 | Rosetta Resources, Inc., 5.625%, 05/01/21 | 1,778,700 | 0.4 | |||||||||||
140,000 | Rosetta Resources, Inc., 5.875%, 06/01/24 | 137,725 | 0.0 | |||||||||||
940,000 | # | Sanchez Energy Corp., 6.125%, 01/15/23 | 934,266 | 0.2 | ||||||||||
1,450,000 | Sanchez Energy Corp., 7.750%, 06/15/21 | 1,558,750 | 0.3 | |||||||||||
1,100,000 | SandRidge Energy, Inc., 7.500%, 02/15/23 | 1,073,875 | 0.2 | |||||||||||
500,000 | SandRidge Energy, Inc., 7.500%, 03/15/21 | 490,000 | 0.1 | |||||||||||
450,000 | SandRidge Energy, Inc., 8.125%, 10/15/22 | 451,688 | 0.1 | |||||||||||
1,995,000 | SemGroup Corp., 7.500%, 06/15/21 | 2,104,725 | 0.4 | |||||||||||
1,835,000 | # | Seventy Seven Energy, Inc., 6.500%, 07/15/22 | 1,812,063 | 0.4 | ||||||||||
500,000 | SM Energy Co., 5.000%, 01/15/24 | 480,000 | 0.1 | |||||||||||
600,000 | SM Energy Co., 6.500%, 01/01/23 | 627,000 | 0.1 | |||||||||||
1,500,000 | Stone Energy Corp., 7.500%, 11/15/22 | 1,552,950 | 0.3 |
See Accompanying Notes to Financial Statements
10 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) (continued) |
850,000 | Summit Midstream Holdings LLC / Summit Midstream Finance Corp., 5.500%, 08/15/22 | 835,125 | 0.2 | |||||||||||
1,000,000 | Summit Midstream Holdings LLC / Summit Midstream Finance Corp., 7.500%, 07/01/21 | 1,075,000 | 0.2 | |||||||||||
500,000 | # | SunCoke Energy Partners L.P. / SunCoke Energy Partners Finance Corp., 7.375%, 02/01/20 | 527,500 | 0.1 | ||||||||||
520,000 | # | SunCoke Energy Partners L.P. / SunCoke Energy Partners Finance Corp., 7.375%, 02/01/20 | 548,600 | 0.1 | ||||||||||
390,000 | SunCoke Energy, Inc., 7.625%, 08/01/19 | 411,743 | 0.1 | |||||||||||
1,645,000 | # | Talos Production LLC, 9.750%, 02/15/18 | 1,702,575 | 0.3 | ||||||||||
2,000,000 | Tesoro Logistics L.P. / Tesoro Logistics Finance Corp., 6.125%, 10/15/21 | 2,075,000 | 0.4 | |||||||||||
720,000 | # | Triangle USA Petroleum Corp., 6.750%, 07/15/22 | 706,500 | 0.1 | ||||||||||
1,780,000 | Westmoreland Coal Co. / Westmoreland Partners, 10.750%, 02/01/18 | 1,873,450 | 0.4 | |||||||||||
1,865,000 | WPX Energy, Inc., 6.000%, 01/15/22 | 1,925,613 | 0.4 | |||||||||||
83,924,271 | 16.6 | |||||||||||||
Financial: 5.4% | ||||||||||||||
2,935,000 | # | AerCap Ireland Capital Ltd. / AerCap Global Aviation Trust, 4.500%, 05/15/21 | 2,850,619 | 0.6 | ||||||||||
500,000 | Ally Financial, Inc., 3.125%, 01/15/16 | 502,500 | 0.1 | |||||||||||
1,000,000 | Ally Financial, Inc., 3.500%, 01/27/19 | 975,000 | 0.2 | |||||||||||
1,500,000 | Ally Financial, Inc., 7.500%, 09/15/20 | 1,732,500 | 0.3 | |||||||||||
735,000 | Ally Financial, Inc., 8.000%, 03/15/20 | 858,112 | 0.2 | |||||||||||
455,000 | Ally Financial, Inc., 8.300%, 02/12/15 | 465,237 | 0.1 | |||||||||||
540,000 | American General Finance Corp., 5.400%, 12/01/15 | 553,500 | 0.1 | |||||||||||
1,850,000 | CBRE Services, Inc., 5.250%, 03/15/25 | 1,843,062 | 0.4 | |||||||||||
520,000 | CIT Group, Inc., 4.250%, 08/15/17 | 526,500 | 0.1 | |||||||||||
1,000,000 | CIT Group, Inc., 5.250%, 03/15/18 | 1,032,500 | 0.2 | |||||||||||
250,000 | CIT Group, Inc., 5.375%, 05/15/20 | 259,063 | 0.1 | |||||||||||
250,000 | CIT Group, Inc., 5.000%, 05/15/17 | 256,875 | 0.0 | |||||||||||
810,000 | CIT Group, Inc., 5.000%, 08/15/22 | 815,063 | 0.2 | |||||||||||
290,000 | # | CIT Group, Inc., 6.625%, 04/01/18 | 312,112 | 0.1 |
1,150,000 | # | CNG Holdings, Inc./OH, 9.375%, 05/15/20 | 914,250 | 0.2 | ||||||||||
1,150,000 | Crown Castle International Corp., 5.250%, 01/15/23 | 1,144,250 | 0.2 | |||||||||||
1,000,000 | Icahn Enterprises L.P. / Icahn Enterprises Finance Corp., 4.875%, 03/15/19 | 992,500 | 0.2 | |||||||||||
1,000,000 | Icahn Enterprises L.P. / Icahn Enterprises Finance Corp., 6.000%, 08/01/20 | 1,032,500 | 0.2 | |||||||||||
1,115,000 | International Lease Finance Corp., 5.875%, 08/15/22 | 1,167,963 | 0.2 | |||||||||||
510,000 | International Lease Finance Corp., 6.250%, 05/15/19 | 548,250 | 0.1 | |||||||||||
470,000 | International Lease Finance Corp., 8.250%, 12/15/20 | 556,950 | 0.1 | |||||||||||
335,000 | iStar Financial, Inc., 4.000%, 11/01/17 | 326,625 | 0.1 | |||||||||||
670,000 | iStar Financial, Inc., 5.000%, 07/01/19 | 648,225 | 0.1 | |||||||||||
1,675,000 | # | Outerwall, Inc., 5.875%, 06/15/21 | 1,587,063 | 0.3 | ||||||||||
1,320,000 | # | Rayonier AM Products, Inc., 5.500%, 06/01/24 | 1,260,600 | 0.2 | ||||||||||
500,000 | # | Realogy Corp., 7.625%, 01/15/20 | 537,500 | 0.1 | ||||||||||
770,000 | # | Realogy Corp., 7.875%, 02/15/19 | 808,500 | 0.2 | ||||||||||
1,000,000 | #,& | Sophia Holding Finance L.P. / Sophia Holding Finance, Inc., 9.625%, 12/01/18 | 1,015,000 | 0.2 | ||||||||||
595,000 | Springleaf Finance Corp., 6.900%, 12/15/17 | 633,675 | 0.1 | |||||||||||
1,200,000 | Synovus Financial Corp., 5.125%, 06/15/17 | 1,233,000 | 0.2 | |||||||||||
27,389,494 | 5.4 | |||||||||||||
Industrial: 8.3% | ||||||||||||||
1,100,000 | # | Accudyne Industries Borrower / Accudyne Industries LLC, 7.750%, 12/15/20 | 1,146,750 | 0.2 | ||||||||||
1,509,000 | ADS Waste Holdings, Inc., 8.250%, 10/01/20 | 1,580,677 | 0.3 | |||||||||||
370,000 | # | AECOM Technology Corp., 5.750%, 10/15/22 | 374,625 | 0.1 | ||||||||||
370,000 | # | AECOM Technology Corp., 5.875%, 10/15/24 | 377,400 | 0.1 | ||||||||||
1,165,000 | Anixter, Inc., 5.625%, 05/01/19 | 1,230,531 | 0.2 | |||||||||||
1,470,000 | #,& | Ardagh Finance Holdings SA, 8.625%, 06/15/19 | 1,484,700 | 0.3 | ||||||||||
1,000,000 | # | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 6.750%, 01/31/21 | 1,002,500 | 0.2 | ||||||||||
88,235 | # | Ardagh Packaging Finance PLC, 7.000%, 11/15/20 | 89,559 | 0.0 |
See Accompanying Notes to Financial Statements
11 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) (continued) |
745,000 | # | Ardagh Packaging Finance Plc, 9.125%, 10/15/20 | 810,187 | 0.2 | ||||||||||
1,480,000 | # | BC Mountain LLC / BC Mountain Finance, Inc., 7.000%, 02/01/21 | 1,369,000 | 0.3 | ||||||||||
250,000 | # | Beverage Packaging Holdings Luxembourg II SA / Beverage Packaging Holdings II Is, 6.000%, 06/15/17 | 246,875 | 0.0 | ||||||||||
500,000 | Boise Cascade Co., 6.375%, 11/01/20 | 522,500 | 0.1 | |||||||||||
165,000 | # | Building Materials Corp. of America, 6.750%, 05/01/21 | 173,250 | 0.0 | ||||||||||
335,000 | # | Building Materials Corp. of America, 7.500%, 03/15/20 | 351,750 | 0.1 | ||||||||||
1,500,000 | # | Cleaver-Brooks, Inc., 8.750%, 12/15/19 | 1,631,250 | 0.3 | ||||||||||
2,000,000 | # | CNH Industrial Capital LLC, 3.375%, 07/15/19 | 1,895,000 | 0.4 | ||||||||||
1,700,000 | # | Consolidated Container Co., LLC/Consolidated Container Capital, Inc., 10.125%, 07/15/20 | 1,606,500 | 0.3 | ||||||||||
1,320,000 | # | CTP Transportation Products LLC / CTP Finance, Inc., 8.250%, 12/15/19 | 1,412,400 | 0.3 | ||||||||||
1,000,000 | Darling Ingredients, Inc., 5.375%, 01/15/22 | 1,013,750 | 0.2 | |||||||||||
1,250,000 | # | Dematic SA / DH Services Luxembourg Sarl, 7.750%, 12/15/20 | 1,318,750 | 0.3 | ||||||||||
860,000 | Ducommun, Inc., 9.750%, 07/15/18 | 934,175 | 0.2 | |||||||||||
1,250,000 | # | Gardner Denver, Inc., 6.875%, 08/15/21 | 1,259,375 | 0.3 | ||||||||||
1,720,000 | # | Gates Global LLC / Gates Global Co., 6.000%, 07/15/22 | 1,625,400 | 0.3 | ||||||||||
1,000,000 | Headwaters, Inc., 7.625%, 04/01/19 | 1,047,500 | 0.2 | |||||||||||
500,000 | Headwaters, Inc., 7.250%, 01/15/19 | 520,000 | 0.1 | |||||||||||
1,000,000 | & | Interline Brands, Inc., 10.000%, 11/15/18 | 1,047,500 | 0.2 | ||||||||||
880,000 | # | JM Huber Corp., 9.875%, 11/01/19 | 990,000 | 0.2 | ||||||||||
1,110,000 | Kemet Corp., 10.500%, 05/01/18 | 1,166,887 | 0.2 | |||||||||||
233,000 | # | Mcron Finance Sub, LLC / Mcron Finance Corp., 8.375%, 05/15/19 | 251,640 | 0.1 | ||||||||||
500,000 | # | Milacron LLC / Mcron Finance Corp., 7.750%, 02/15/21 | 528,750 | 0.1 | ||||||||||
1,100,000 | Nortek, Inc., 8.500%, 04/15/21 | 1,188,000 | 0.2 | |||||||||||
1,620,000 | # | PaperWorks Industries, Inc., 9.500%, 08/15/19 | 1,654,425 | 0.3 | ||||||||||
2,000,000 | # | Plastipak Holdings, Inc., 6.500%, 10/01/21 | 2,040,000 | 0.4 | ||||||||||
1,425,000 | # | Sanmina Corp., 4.375%, 06/01/19 | 1,400,063 | 0.3 | ||||||||||
310,000 | SPX Corp., 6.875%, 09/01/17 | 339,450 | 0.1 |
1,470,000 | # | Syncreon Group BV / Syncreon Global Finance US, Inc., 8.625%, 11/01/21 | 1,462,650 | 0.3 | ||||||||||
660,000 | # | TransDigm, Inc., 6.500%, 07/15/24 | 658,350 | 0.1 | ||||||||||
660,000 | # | TransDigm, Inc., 6.000%, 07/15/22 | 652,575 | 0.1 | ||||||||||
1,485,000 | # | Waterjet Holdings, Inc., 7.625%, 02/01/20 | 1,540,688 | 0.3 | ||||||||||
1,500,000 | # | Wise Metals Group LLC, 8.750%, 12/15/18 | 1,608,750 | 0.3 | ||||||||||
325,000 | # | Wise Metals Intermediate Holdings LLC/Wise Holdings Finance Corp., 9.750%, 06/15/19 | 345,719 | 0.1 | ||||||||||
41,899,851 | 8.3 | |||||||||||||
Materials: 0.4% | ||||||||||||||
2,000,000 | Louisiana-Pacific Corp., 7.500%, 06/01/20 | 2,140,000 | 0.4 | |||||||||||
Technology: 5.5% | ||||||||||||||
1,000,000 | # | ACI Worldwide, Inc., 6.375%, 08/15/20 | 1,040,000 | 0.2 | ||||||||||
1,545,000 | # | Activision Blizzard, Inc., 6.125%, 09/15/23 | 1,645,425 | 0.3 | ||||||||||
1,555,000 | Aspect Software, Inc., 10.625%, 05/15/17 | 1,551,113 | 0.3 | |||||||||||
750,000 | # | Audatex North America, Inc., 6.125%, 11/01/23 | 772,500 | 0.2 | ||||||||||
770,000 | # | Audatex North America, Inc., 6.000%, 06/15/21 | 793,100 | 0.2 | ||||||||||
1,290,000 | # | BCP Singapore VI Cayman Financing Co. Ltd., 8.000%, 04/15/21 | 1,328,700 | 0.3 | ||||||||||
1,750,000 | # | BMC Software Finance, Inc., 8.125%, 07/15/21 | 1,688,750 | 0.3 | ||||||||||
900,000 | #,& | Boxer Parent Co., Inc., 9.000%, 10/15/19 | 832,500 | 0.2 | ||||||||||
800,000 | CDW LLC / CDW Finance Corp., 6.000%, 08/15/22 | 834,000 | 0.2 | |||||||||||
1,283,000 | CDW, LLC / CDW Finance Corp., 8.500%, 04/01/19 | 1,366,395 | 0.3 | |||||||||||
1,000,000 | #,& | Eagle Midco, Inc., 9.000%, 06/15/18 | 1,026,250 | 0.2 | ||||||||||
1,795,000 | Emdeon, Inc., 11.000%, 12/31/19 | 2,003,669 | 0.4 | |||||||||||
1,395,000 | # | Entegris, Inc., 6.000%, 04/01/22 | 1,422,900 | 0.3 | ||||||||||
1,050,000 | Epicor Software Corp., 8.625%, 05/01/19 | 1,115,625 | 0.2 | |||||||||||
742,000 | # | First Data Corp., 6.750%, 11/01/20 | 788,375 | 0.2 | ||||||||||
145,000 | # | First Data Corp., 8.250%, 01/15/21 | 154,425 | 0.0 | ||||||||||
646,000 | #,& | First Data Corp., 8.750%, 01/15/22 | 687,990 | 0.1 | ||||||||||
1,230,000 | First Data Corp., 10.625%, 06/15/21 | 1,405,275 | 0.3 | |||||||||||
918,000 | First Data Corp., 11.750%, 08/15/21 | 1,067,175 | 0.2 | |||||||||||
665,000 | # | iGATE Corp., 4.750%, 04/15/19 | 648,375 | 0.1 | ||||||||||
750,000 | # | IMS Health, Inc., 6.000%, 11/01/20 | 770,625 | 0.1 |
See Accompanying Notes to Financial Statements
12 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) (continued) |
1,140,000 | #,& | Infor Software Parent LLC / Infor Software Parent, Inc., 7.125%, 05/01/21 | 1,134,300 | 0.2 | ||||||||||
355,000 | Infor US, Inc., 9.375%, 04/01/19 | 384,731 | 0.1 | |||||||||||
500,000 | Infor US, Inc., 11.500%, 07/15/18 | 557,500 | 0.1 | |||||||||||
620,000 | MedAssets, Inc., 8.000%, 11/15/18 | 646,350 | 0.1 | |||||||||||
750,000 | NCR Corp., 5.000%, 07/15/22 | 736,875 | 0.1 | |||||||||||
1,300,000 | NCR Corp., 6.375%, 12/15/23 | 1,368,250 | 0.3 | |||||||||||
200,000 | NCR Corp., 5.875%, 12/15/21 | 205,500 | 0.0 | |||||||||||
27,976,673 | 5.5 | |||||||||||||
Telecommunication Services: 0.3% | ||||||||||||||
1,495,000 | CenturyLink, Inc., 5.800%, 03/15/22 | 1,539,850 | 0.3 | |||||||||||
Utilities: 2.1% | ||||||||||||||
710,000 | AES Corp., 7.375%, 07/01/21 | 798,750 | 0.2 | |||||||||||
725,000 | Calpine Corp., 5.375%, 01/15/23 | 704,156 | 0.2 | |||||||||||
725,000 | Calpine Corp., 5.750%, 01/15/25 | 704,156 | 0.1 | |||||||||||
1,500,000 | # | Calpine Corp., 6.000%, 01/15/22 | 1,586,250 | 0.3 | ||||||||||
500,000 | DPL, Inc., 6.500%, 10/15/16 | 531,250 | 0.1 | |||||||||||
1,000,000 | DPL, Inc., 7.250%, 10/15/21 | 1,037,500 | 0.2 | |||||||||||
1,500,000 | # | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/23 | 1,605,000 | 0.3 | ||||||||||
1,490,000 | # | NGL Energy Partners L.P. / NGL Energy Finance Corp., 5.125%, 07/15/19 | 1,465,788 | 0.3 | ||||||||||
1,000,000 | # | NRG Energy, Inc., 6.250%, 07/15/22 | 1,030,625 | 0.2 | ||||||||||
830,000 | NRG Energy, Inc., 7.875%, 05/15/21 | 896,400 | 0.2 | |||||||||||
10,359,875 | 2.1 | |||||||||||||
Total Corporate Bonds/Notes (Cost $479,964,917) | 481,270,255 | 95.2 | ||||||||||||
ASSET-BACKED SECURITIES: 0.2% | ||||||||||||||
Other Asset-Backed Securities: 0.2% | ||||||||||||||
1,000,000 | # | Castle Garden Funding, 6.560%, 10/27/20 | 1,081,939 | 0.2 | ||||||||||
Total Asset-Backed Securities (Cost $997,500) | 1,081,939 | 0.2 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 0.0% | ||||||||||||||
Consumer Discretionary: 0.0% | ||||||||||||||
195 | @ | American Media, Inc. | 98 | 0.0 |
5,810 | @ | American Media, Inc., Stock Certificates | – | – | ||||||||||
Total Common Stock (Cost $136,656) | 98 | 0.0 | ||||||||||||
Total Long-Term Investments (Cost $481,099,073) | 482,352,292 | 95.4 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 1.8% | ||||||||||||||
Commercial Paper: 1.3% | ||||||||||||||
4,000,000 | Apache Corp., 0.270%, 10/02/14 | 3,999,939 | 0.8 | |||||||||||
1,099,000 | Autozone Inc., 0.230%, 10/03/14 | 1,098,979 | 0.2 | |||||||||||
1,143,000 | Autozone Inc., 0.230%, 10/08/14 | 1,142,941 | 0.3 | |||||||||||
6,241,859 | 1.3 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.5% | ||||||||||||||
2,648,756 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.030%†† | |||||||||||||
(Cost $2,648,756) | 2,648,756 | 0.5 | ||||||||||||
Total Short-Term Investments (Cost $8,890,615) | 8,890,615 | 1.8 | ||||||||||||
Total Investments in Securities (Cost $489,989,688) | $ | 491,242,907 | 97.2 | |||||||||||
Assets in Excess of Other Liabilities | 14,338,732 | 2.8 | ||||||||||||
Net Assets | $ | 505,581,639 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of September 30, 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 |
Cost for federal income tax purposes is $489,994,436. | |
Net unrealized appreciation consists of: |
Gross Unrealized Appreciation | $ | 8,200,154 | ||
Gross Unrealized Depreciation | (6,951,683 | ) | ||
Net Unrealized Appreciation | $ | 1,248,471 |
See Accompanying Notes to Financial Statements
13 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 27.0% | ||||||||||||||
Basic Materials: 1.5% | ||||||||||||||
2,564,000 | # | Anglo American Capital PLC, 2.625%, 09/27/17 | 2,610,639 | 0.1 | ||||||||||
2,000,000 | ArcelorMittal, 6.000%, 03/01/21 | 2,110,000 | 0.1 | |||||||||||
1,373,000 | Barrick Gold Corp., 4.100%, 05/01/23 | 1,322,001 | 0.1 | |||||||||||
1,484,000 | BHP Billiton Finance USA Ltd, 5.000%, 09/30/43 | 1,634,460 | 0.1 | |||||||||||
2,110,000 | #,L | FMG Resources August 2006 Pty Ltd., 6.875%, 04/01/22 | 2,154,837 | 0.1 | ||||||||||
1,649,000 | Freeport-McMoRan Copper & Gold, Inc., 2.375%, 03/15/18 | 1,654,816 | 0.1 | |||||||||||
1,334,000 | # | Georgia-Pacific LLC, 3.734%, 07/15/23 | 1,371,709 | 0.1 | ||||||||||
1,126,000 | Goldcorp, Inc., 3.700%, 03/15/23 | 1,105,990 | 0.1 | |||||||||||
2,010,000 | Huntsman International LLC, 4.875%, 11/15/20 | 1,989,900 | 0.1 | |||||||||||
1,964,000 | International Paper Co., 4.800%, 06/15/44 | 1,909,580 | 0.1 | |||||||||||
1,378,000 | LYB International Finance BV, 4.000%, 07/15/23 | 1,428,687 | 0.1 | |||||||||||
1,770,000 | # | Mexichem SAB de CV, 4.875%, 09/19/22 | 1,809,825 | 0.1 | ||||||||||
1,206,000 | Monsanto Co., 4.400%, 07/15/44 | 1,200,117 | 0.1 | |||||||||||
1,300,000 | Rio Tinto Finance USA PLC, 2.250%, 12/14/18 | 1,306,841 | 0.1 | |||||||||||
880,000 | # | Samarco Mineracao SA, 5.750%, 10/24/23 | 906,840 | 0.0 | ||||||||||
1,028,000 | Vale Overseas Ltd., 4.625%, 09/15/20 | 1,086,000 | 0.0 | |||||||||||
2,017,000 | # | Xstrata Finance Canada Ltd., 4.250%, 10/25/22 | 2,025,274 | 0.1 | ||||||||||
778,000 | # | Xstrata Finance Canada Ltd., 4.950%, 11/15/21 | 829,345 | 0.0 | ||||||||||
28,456,861 | 1.5 | |||||||||||||
Communications: 4.3% | ||||||||||||||
2,257,000 | L | AT&T, Inc., 3.900%, 03/11/24 | 2,301,820 | 0.1 | ||||||||||
1,480,000 | AT&T, Inc., 4.800%, 06/15/44 | 1,461,612 | 0.1 | |||||||||||
1,043,000 | AT&T, Inc., 5.350%, 09/01/40 | 1,109,955 | 0.1 | |||||||||||
740,000 | Cablevision Systems Corp., 8.625%, 09/15/17 | 824,175 | 0.0 | |||||||||||
3,488,000 | CBS Corp., 3.700%, 08/15/24 | 3,452,583 | 0.2 | |||||||||||
1,025,000 | CC Holdings GS V LLC / Crown Castle GS III Corp., 2.381%, 12/15/17 | 1,037,794 | 0.1 | |||||||||||
475,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 09/01/23 | 474,406 | 0.0 | |||||||||||
1,212,000 | CenturyLink, Inc., 5.625%, 04/01/20 | 1,254,723 | 0.1 |
920,000 | L | CenturyLink, Inc., 6.750%, 12/01/23 | 987,850 | 0.1 | ||||||||||
884,000 | # | CommScope, Inc., 5.500%, 06/15/24 | 872,950 | 0.1 | ||||||||||
713,000 | # | CommScope, Inc., 5.000%, 06/15/21 | 702,305 | 0.0 | ||||||||||
772,000 | # | COX Communications, Inc., 4.500%, 06/30/43 | 730,386 | 0.0 | ||||||||||
670,000 | DIRECTV Holdings LLC / DIRECTV Financing Co., Inc., 3.800%, 03/15/22 | 682,227 | 0.0 | |||||||||||
1,500,000 | DIRECTV Holdings LLC / DIRECTV Financing Co., Inc., 5.150%, 03/15/42 | 1,522,293 | 0.1 | |||||||||||
510,000 | DISH DBS Corp., 4.250%, 04/01/18 | 512,550 | 0.0 | |||||||||||
1,500,000 | DISH DBS Corp., 5.875%, 07/15/22 | 1,533,750 | 0.1 | |||||||||||
1,542,000 | eBay, Inc., 2.875%, 08/01/21 | 1,511,948 | 0.1 | |||||||||||
2,391,000 | eBay, Inc., 4.000%, 07/15/42 | 2,099,324 | 0.1 | |||||||||||
463,000 | Equinix, Inc., 5.375%, 04/01/23 | 460,685 | 0.0 | |||||||||||
2,035,000 | # | Gannett Co., Inc., 6.375%, 10/15/23 | 2,121,487 | 0.1 | ||||||||||
2,135,000 | Intelsat Jackson Holdings SA, 7.250%, 10/15/20 | 2,257,762 | 0.1 | |||||||||||
699,000 | Motorola Solutions, Inc., 3.500%, 03/01/23 | 677,184 | 0.0 | |||||||||||
671,000 | Motorola Solutions, Inc., 3.750%, 05/15/22 | 666,622 | 0.0 | |||||||||||
2,339,000 | L | Motorola Solutions, Inc., 4.000%, 09/01/24 | 2,288,426 | 0.1 | ||||||||||
2,575,000 | # | Netflix, Inc., 5.750%, 03/01/24 | 2,665,125 | 0.1 | ||||||||||
1,547,000 | 21st Century Fox America, Inc., 3.000%, 09/15/22 | 1,509,555 | 0.1 | |||||||||||
770,000 | # | Sable International Finance Ltd., 8.750%, 02/01/20 | 843,150 | 0.0 | ||||||||||
500,000 | # | Sinclair Television Group, Inc., 5.625%, 08/01/24 | 483,750 | 0.0 | ||||||||||
2,640,000 | # | Sirius XM Radio, Inc., 5.875%, 10/01/20 | 2,679,600 | 0.1 | ||||||||||
2,110,000 | # | Softbank Corp., 4.500%, 04/15/20 | 2,112,637 | 0.1 | ||||||||||
1,105,000 | # | Sprint Corp., 7.125%, 06/15/24 | 1,117,431 | 0.1 | ||||||||||
1,105,000 | # | Sprint Corp., 7.875%, 09/15/23 | 1,176,825 | 0.1 | ||||||||||
2,600,000 | # | Telefonica Chile SA, 3.875%, 10/12/22 | 2,566,632 | 0.1 | ||||||||||
625,000 | Telefonica Emisiones SAU, 3.192%, 04/27/18 | 645,254 | 0.0 | |||||||||||
1,428,000 | Telefonica Emisiones SAU, 3.992%, 02/16/16 | 1,486,382 | 0.1 | |||||||||||
2,833,000 | Time Warner Cable, Inc., 5.875%, 11/15/40 | 3,345,291 | 0.2 | |||||||||||
2,812,000 | Time Warner, Inc., 4.050%, 12/15/23 | 2,888,214 | 0.2 | |||||||||||
1,881,000 | Time Warner, Inc., 5.350%, 12/15/43 | 2,033,367 | 0.1 | |||||||||||
1,251,000 | Time Warner, Inc., 6.500%, 11/15/36 | 1,509,962 | 0.1 |
See Accompanying Notes to Financial Statements
14 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) (continued) |
1,000,000 | T-Mobile USA, Inc., 5.250%, 09/01/18 | 1,033,750 | 0.1 | |||||||||||
575,000 | T-Mobile USA, Inc., 6.250%, 04/01/21 | 582,906 | 0.0 | |||||||||||
1,435,000 | T-Mobile USA, Inc., 6.625%, 04/01/23 | 1,474,463 | 0.1 | |||||||||||
2,089,000 | Verizon Communications, Inc., 4.150%, 03/15/24 | 2,157,601 | 0.1 | |||||||||||
1,042,000 | # | Verizon Communications, Inc., 4.862%, 08/21/46 | 1,047,485 | 0.1 | ||||||||||
1,206,000 | # | Verizon Communications, Inc., 5.012%, 08/21/54 | 1,216,963 | 0.1 | ||||||||||
1,664,000 | Verizon Communications, Inc., 5.050%, 03/15/34 | 1,766,343 | 0.1 | |||||||||||
4,814,000 | Verizon Communications, Inc., 5.150%, 09/15/23 | 5,328,410 | 0.3 | |||||||||||
1,205,000 | Verizon Communications, Inc., 6.550%, 09/15/43 | 1,507,703 | 0.1 | |||||||||||
2,551,000 | Viacom, Inc., 4.250%, 09/01/23 | 2,633,321 | 0.1 | |||||||||||
1,200,000 | Viacom, Inc., 4.375%, 03/15/43 | 1,109,174 | 0.1 | |||||||||||
1,824,000 | WPP Finance 2010, 3.750%, 09/19/24 | 1,803,179 | 0.1 | |||||||||||
80,269,290 | 4.3 | |||||||||||||
Consumer, Cyclical: 1.8% | ||||||||||||||
1,708,000 | Bed Bath & Beyond, Inc., 5.165%, 08/01/44 | 1,676,168 | 0.1 | |||||||||||
1,375,000 | # | Carlson Wagonlit BV, 6.875%, 06/15/19 | 1,447,187 | 0.1 | ||||||||||
500,000 | # | Cedar Fair L.P. / Canada's Wonderland Co. / Magnum Management Corp., 5.375%, 06/01/24 | 485,625 | 0.0 | ||||||||||
2,010,000 | Chrysler Group LLC/CG Co-Issuer, Inc., 8.250%, 06/15/21 | 2,200,950 | 0.1 | |||||||||||
2,050,000 | # | DreamWorks Animation SKG, Inc., 6.875%, 08/15/20 | 2,147,785 | 0.1 | ||||||||||
1,466,000 | Ford Motor Co., 4.750%, 01/15/43 | 1,472,920 | 0.1 | |||||||||||
1,608,000 | Johnson Controls, Inc., 4.625%, 07/02/44 | 1,578,728 | 0.1 | |||||||||||
2,623,000 | Kohl's Corp., 4.750%, 12/15/23 | 2,788,178 | 0.1 | |||||||||||
900,000 | Lennar Corp., 4.750%, 12/15/17 | 930,375 | 0.1 | |||||||||||
2,292,000 | MDC Holdings, Inc., 6.000%, 01/15/43 | 2,108,640 | 0.1 | |||||||||||
2,480,000 | MGM Resorts International, 6.750%, 10/01/20 | 2,647,400 | 0.1 | |||||||||||
2,640,000 | Pinnacle Entertainment, Inc., 6.375%, 08/01/21 | 2,772,000 | 0.1 | |||||||||||
1,254,000 | Ross Stores, Inc., 3.375%, 09/15/24 | 1,247,257 | 0.1 | |||||||||||
335,000 | Ryland Group, Inc., 6.625%, 05/01/20 | 356,775 | 0.0 |
1,680,000 | #,& | Schaeffler Holding Finance BV, 6.875%, 08/15/18 | 1,755,600 | 0.1 | ||||||||||
269,000 | Suburban Propane Partners L.P./Suburban Energy Finance Corp., 7.375%, 08/01/21 | 286,485 | 0.0 | |||||||||||
863,000 | Toll Brothers Finance Corp., 6.750%, 11/01/19 | 968,718 | 0.1 | |||||||||||
1,632,000 | Whirlpool Corp., 4.000%, 03/01/24 | 1,639,698 | 0.1 | |||||||||||
1,768,000 | Yum! Brands, Inc., 3.875%, 11/01/23 | 1,781,957 | 0.1 | |||||||||||
3,182,000 | Yum! Brands, Inc., 5.350%, 11/01/43 | 3,473,894 | 0.2 | |||||||||||
33,766,340 | 1.8 | |||||||||||||
Consumer, Non-cyclical: 4.0% | ||||||||||||||
2,108,000 | # | Actavis Funding SCS, 3.850%, 06/15/24 | 2,048,118 | 0.1 | ||||||||||
3,111,000 | # | Actavis Funding SCS, 4.850%, 06/15/44 | 2,933,903 | 0.2 | ||||||||||
1,165,000 | Altria Group, Inc., 4.000%, 01/31/24 | 1,191,456 | 0.1 | |||||||||||
1,773,000 | Altria Group, Inc., 5.375%, 01/31/44 | 1,896,216 | 0.1 | |||||||||||
1,967,000 | Amgen, Inc., 3.625%, 05/22/24 | 1,955,989 | 0.1 | |||||||||||
785,000 | Amgen, Inc., 3.875%, 11/15/21 | 826,885 | 0.0 | |||||||||||
366,000 | Amgen, Inc., 5.150%, 11/15/41 | 387,728 | 0.0 | |||||||||||
2,901,000 | # | Amsurg Corp., 5.625%, 07/15/22 | 2,886,495 | 0.1 | ||||||||||
1,317,000 | CareFusion Corp., 3.875%, 05/15/24 | 1,318,097 | 0.1 | |||||||||||
3,251,000 | Celgene Corp., 3.250%, 08/15/22 | 3,235,457 | 0.2 | |||||||||||
319,000 | Constellation Brands, Inc., 7.250%, 05/15/17 | 355,486 | 0.0 | |||||||||||
1,140,000 | # | ERAC USA Finance LLC, 2.800%, 11/01/18 | 1,168,413 | 0.1 | ||||||||||
1,218,000 | Express Scripts Holding Co., 3.500%, 06/15/24 | 1,195,399 | 0.1 | |||||||||||
600,000 | HCA Holdings, Inc., 7.750%, 05/15/21 | 642,750 | 0.0 | |||||||||||
1,395,000 | HCA, Inc., 7.250%, 09/15/20 | 1,468,238 | 0.1 | |||||||||||
804,000 | Healthsouth Corp., 7.250%, 10/01/18 | 833,145 | 0.0 | |||||||||||
1,420,000 | HJ Heinz Co., 4.250%, 10/15/20 | 1,414,675 | 0.1 | |||||||||||
1,153,000 | Humana, Inc., 3.150%, 12/01/22 | 1,127,808 | 0.1 | |||||||||||
2,098,000 | McKesson Corp., 3.796%, 03/15/24 | 2,120,287 | 0.1 | |||||||||||
464,000 | Medtronic, Inc., 2.750%, 04/01/23 | 446,258 | 0.0 | |||||||||||
1,155,000 | Medtronic, Inc., 3.625%, 03/15/24 | 1,181,443 | 0.1 | |||||||||||
2,719,000 | Pfizer, Inc., 3.400%, 05/15/24 | 2,721,330 | 0.1 | |||||||||||
1,657,000 | Reynolds American, Inc., 4.850%, 09/15/23 | 1,768,586 | 0.1 | |||||||||||
2,000,000 | Reynolds Group Issuer, Inc., 5.750%, 10/15/20 | 2,045,000 | 0.1 | |||||||||||
79,000 | RR Donnelley & Sons Co., 6.500%, 11/15/23 | 79,197 | 0.0 |
See Accompanying Notes to Financial Statements
15 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) (continued) |
1,434,000 | St Jude Medical, Inc., 3.250%, 04/15/23 | 1,421,405 | 0.1 | |||||||||||
1,320,000 | St Jude Medical, Inc., 4.750%, 04/15/43 | 1,349,069 | 0.1 | |||||||||||
1,264,000 | Synchrony Financial, 3.750%, 08/15/21 | 1,276,727 | 0.1 | |||||||||||
1,370,000 | Synchrony Financial, 3.000%, 08/15/19 | 1,374,968 | 0.1 | |||||||||||
2,473,000 | Synchrony Financial, 4.250%, 08/15/24 | 2,476,996 | 0.1 | |||||||||||
2,355,000 | Sysco Corp., 3.500%, 10/02/24 | 2,368,475 | 0.1 | |||||||||||
1,484,000 | Sysco Corp., 4.350%, 10/02/34 | 1,510,518 | 0.1 | |||||||||||
2,405,000 | Tenet Healthcare Corp., 6.000%, 10/01/20 | 2,549,300 | 0.1 | |||||||||||
1,730,000 | Tyson Foods, Inc., 3.950%, 08/15/24 | 1,736,970 | 0.1 | |||||||||||
1,236,000 | Tyson Foods, Inc., 5.150%, 08/15/44 | 1,283,912 | 0.1 | |||||||||||
2,135,000 | United Rentals North America, Inc., 7.625%, 04/15/22 | 2,343,163 | 0.1 | |||||||||||
915,000 | # | Valeant Pharmaceuticals International, 7.250%, 07/15/22 | 968,756 | 0.0 | ||||||||||
1,000,000 | # | VPI Escrow Corp., 6.375%, 10/15/20 | 1,031,250 | 0.1 | ||||||||||
2,924,000 | WellPoint, Inc., 3.500%, 08/15/24 | 2,858,362 | 0.1 | |||||||||||
2,171,000 | WellPoint, Inc., 4.625%, 05/15/42 | 2,123,127 | 0.1 | |||||||||||
2,134,000 | WellPoint, Inc., 4.650%, 08/15/44 | 2,081,982 | 0.1 | |||||||||||
1,753,000 | # | WM Wrigley Jr Co., 2.400%, 10/21/18 | 1,767,466 | 0.1 | ||||||||||
2,464,000 | # | WM Wrigley Jr Co., 2.900%, 10/21/19 | 2,502,069 | 0.1 | ||||||||||
1,146,000 | # | WM Wrigley Jr Co., 3.375%, 10/21/20 | 1,164,964 | 0.1 | ||||||||||
1,267,000 | Zoetis, Inc., 1.875%, 02/01/18 | 1,259,126 | 0.1 | |||||||||||
1,774,000 | Zoetis, Inc., 3.250%, 02/01/23 | 1,738,477 | 0.1 | |||||||||||
636,000 | Zoetis, Inc., 4.700%, 02/01/43 | 641,975 | 0.0 | |||||||||||
75,077,416 | 4.0 | |||||||||||||
Diversified: 0.1% | ||||||||||||||
1,700,000 | # | Hutchison Whampoa International 12 Ltd., 6.000%, 05/29/49 | 1,829,455 | 0.1 | ||||||||||
Energy: 3.6% | ||||||||||||||
825,000 | L | Alpha Natural Resources, Inc., 6.250%, 06/01/21 | 483,656 | 0.0 | ||||||||||
870,000 | Anadarko Petroleum Corp., 6.375%, 09/15/17 | 985,292 | 0.1 | |||||||||||
870,000 | Antero Resources Finance Corp., 5.375%, 11/01/21 | 868,913 | 0.0 | |||||||||||
2,551,000 | Cenovus Energy, Inc., 3.800%, 09/15/23 | 2,611,469 | 0.1 | |||||||||||
1,300,000 | Chesapeake Energy Corp., 6.125%, 02/15/21 | 1,420,250 | 0.1 | |||||||||||
1,350,000 | Chesapeake Energy Corp., 6.625%, 08/15/20 | 1,495,800 | 0.1 |
1,172,000 | Continental Resources, Inc./OK, 3.800%, 06/01/24 | 1,150,623 | 0.1 | |||||||||||
2,172,000 | L | Diamond Offshore Drilling, Inc., 3.450%, 11/01/23 | 2,078,697 | 0.1 | ||||||||||
1,467,000 | # | Dolphin Energy Ltd., 5.500%, 12/15/21 | 1,643,040 | 0.1 | ||||||||||
1,843,000 | El Paso Pipeline Partners Operating Co. LLC, 4.300%, 05/01/24 | 1,840,143 | 0.1 | |||||||||||
1,652,000 | # | Enable Midstream Partners L.P., 3.900%, 05/15/24 | 1,646,816 | 0.1 | ||||||||||
1,402,000 | # | Enable Midstream Partners L.P., 5.000%, 05/15/44 | 1,412,954 | 0.1 | ||||||||||
1,523,000 | Enbridge Energy Partners, 9.875%, 03/01/19 | 1,975,377 | 0.1 | |||||||||||
891,000 | Enbridge, Inc., 3.500%, 06/10/24 | 878,768 | 0.0 | |||||||||||
1,770,000 | Enbridge, Inc., 4.000%, 10/01/23 | 1,836,513 | 0.1 | |||||||||||
504,000 | Enbridge, Inc., 4.500%, 06/10/44 | 492,723 | 0.0 | |||||||||||
1,070,000 | Energy Transfer Equity L.P., 7.500%, 10/15/20 | 1,201,075 | 0.1 | |||||||||||
1,217,000 | Energy Transfer Partners L.P., 4.650%, 06/01/21 | 1,294,317 | 0.1 | |||||||||||
2,074,000 | Energy Transfer Partners L.P., 6.050%, 06/01/41 | 2,266,531 | 0.1 | |||||||||||
1,244,000 | Energy Transfer Partners L.P., 9.700%, 03/15/19 | 1,593,664 | 0.1 | |||||||||||
1,706,000 | Ensco PLC, 4.500%, 10/01/24 | 1,715,659 | 0.1 | |||||||||||
1,231,000 | EQT Midstream Partners L.P., 4.000%, 08/01/24 | 1,216,246 | 0.1 | |||||||||||
1,810,000 | FMC Technologies, Inc., 3.450%, 10/01/22 | 1,781,493 | 0.1 | |||||||||||
1,800,000 | ± | Greater Ohio Ethanol, LLC, 6.301%, 12/31/13 | – | – | ||||||||||
1,254,000 | Halliburton Co., 4.750%, 08/01/43 | 1,324,782 | 0.1 | |||||||||||
285,000 | # | Hilcorp Energy I L.P./Hilcorp Finance Co., 5.000%, 12/01/24 | 274,669 | 0.0 | ||||||||||
600,000 | # | KazMunayGas National Co. JSC, 4.400%, 04/30/23 | 578,220 | 0.0 | ||||||||||
1,270,000 | Kinder Morgan Energy Partners L.P., 4.250%, 09/01/24 | 1,258,922 | 0.1 | |||||||||||
1,766,000 | Kinder Morgan Energy Partners L.P., 5.400%, 09/01/44 | 1,737,859 | 0.1 | |||||||||||
863,000 | Marathon Petroleum Corp., 5.000%, 09/15/54 | 823,004 | 0.0 | |||||||||||
2,254,000 | Marathon Petroleum Corp., 6.500%, 03/01/41 | 2,687,090 | 0.1 | |||||||||||
650,000 | ONEOK Partners L.P., 2.000%, 10/01/17 | 654,226 | 0.0 | |||||||||||
663,000 | ONEOK Partners L.P., 3.375%, 10/01/22 | 647,792 | 0.0 | |||||||||||
1,500,000 | Pertamina Persero PT, 5.625%, 05/20/43 | 1,372,500 | 0.1 | |||||||||||
2,332,000 | Petrobras Global Finance BV, 4.375%, 05/20/23 | 2,190,984 | 0.1 |
See Accompanying Notes to Financial Statements
16 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) (continued) |
1,443,000 | Phillips 66, 2.950%, 05/01/17 | 1,500,316 | 0.1 | |||||||||||
830,000 | Plains Exploration & Production Co., 8.625%, 10/15/19 | 870,566 | 0.0 | |||||||||||
1,145,000 | Regency Energy Partners L.P. / Regency Energy Finance Corp., 4.500%, 11/01/23 | 1,113,513 | 0.1 | |||||||||||
1,145,000 | Regency Energy Partners L.P. / Regency Energy Finance Corp., 5.500%, 04/15/23 | 1,167,900 | 0.1 | |||||||||||
1,220,000 | Rowan Cos, Inc., 5.850%, 01/15/44 | 1,204,857 | 0.1 | |||||||||||
905,000 | # | Sanchez Energy Corp., 6.125%, 01/15/23 | 899,480 | 0.0 | ||||||||||
2,555,000 | SandRidge Energy, Inc., 7.500%, 03/15/21 | 2,503,900 | 0.1 | |||||||||||
790,000 | Transcontinental Gas Pipe Line Corp., 6.400%, 04/15/16 | 854,139 | 0.0 | |||||||||||
2,600,000 | Transocean, Inc., 2.500%, 10/15/17 | 2,601,794 | 0.1 | |||||||||||
1,070,000 | L | Transocean, Inc., 3.800%, 10/15/22 | 983,941 | 0.1 | ||||||||||
2,042,000 | Weatherford International Ltd., 5.950%, 04/15/42 | 2,200,949 | 0.1 | |||||||||||
969,000 | Weatherford International Ltd., 6.750%, 09/15/40 | 1,138,438 | 0.1 | |||||||||||
1,782,000 | Williams Partners L.P., 4.500%, 11/15/23 | 1,866,207 | 0.1 | |||||||||||
1,285,000 | Williams Cos, Inc./The, 4.550%, 06/24/24 | 1,274,047 | 0.1 | |||||||||||
67,620,114 | 3.6 | |||||||||||||
Financial: 8.8% | ||||||||||||||
3,513,600 | Aegon NV, 2.722%, 07/29/49 | 3,221,216 | 0.2 | |||||||||||
1,636,000 | American International Group, Inc., 3.375%, 08/15/20 | 1,687,609 | 0.1 | |||||||||||
1,050,000 | American International Group, Inc., 5.850%, 01/16/18 | 1,182,239 | 0.1 | |||||||||||
88,000 | American International Group, Inc., 8.175%, 05/15/68 | 119,020 | 0.0 | |||||||||||
1,100,000 | Air Lease Corp., 3.875%, 04/01/21 | 1,116,500 | 0.1 | |||||||||||
2,568,000 | Air Lease Corp., 4.250%, 09/15/24 | 2,532,690 | 0.1 | |||||||||||
2,894,000 | American Tower Corp., 3.400%, 02/15/19 | 2,960,293 | 0.2 | |||||||||||
2,961,000 | American Tower Corp., 3.450%, 09/15/21 | 2,907,850 | 0.2 | |||||||||||
1,410,000 | American Tower Corp., 4.500%, 01/15/18 | 1,503,460 | 0.1 | |||||||||||
400,000 | # | Banco de Reservas de LA Republica Dominicana, 7.000%, 02/01/23 | 411,000 | 0.0 | ||||||||||
1,973,000 | Bank of America Corp., 4.125%, 01/22/24 | 2,013,577 | 0.1 | |||||||||||
3,564,000 | Bank of America Corp., 4.200%, 08/26/24 | 3,532,790 | 0.2 |
1,725,000 | Bank of America Corp., 4.000%, 04/01/24 | 1,745,526 | 0.1 | |||||||||||
3,453,000 | Bank of America Corp., 5.000%, 01/21/44 | 3,657,017 | 0.2 | |||||||||||
1,259,000 | Barclays PLC, 4.375%, 09/11/24 | 1,222,149 | 0.1 | |||||||||||
1,333,000 | BPCE SA, 2.500%, 12/10/18 | 1,337,835 | 0.1 | |||||||||||
1,034,000 | # | BPCE SA, 5.150%, 07/21/24 | 1,067,891 | 0.1 | ||||||||||
2,111,000 | # | BPCE SA, 5.700%, 10/22/23 | 2,252,331 | 0.1 | ||||||||||
700,000 | # | Caixa Economica Federal, 4.500%, 10/03/18 | 716,100 | 0.0 | ||||||||||
1,682,000 | Citigroup, Inc., 3.500%, 05/15/23 | 1,614,727 | 0.1 | |||||||||||
2,077,000 | L | Citigroup, Inc., 4.000%, 08/05/24 | 2,038,098 | 0.1 | ||||||||||
1,740,000 | Citigroup, Inc., 5.500%, 09/13/25 | 1,901,756 | 0.1 | |||||||||||
783,000 | Citigroup, Inc., 6.675%, 09/13/43 | 963,095 | 0.0 | |||||||||||
2,043,000 | Comerica, Inc., 3.800%, 07/22/26 | 2,018,178 | 0.1 | |||||||||||
1,490,000 | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 5.750%, 12/01/43 | 1,698,239 | 0.1 | |||||||||||
1,660,000 | # | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 11.000%, 12/29/49 | 2,199,500 | 0.1 | ||||||||||
1,791,000 | # | Credit Agricole SA/London, 3.875%, 04/15/24 | 1,803,707 | 0.1 | ||||||||||
4,386,000 | # | Credit Suisse AG, 6.500%, 08/08/23 | 4,780,959 | 0.3 | ||||||||||
805,000 | Discover Financial Services, 3.850%, 11/21/22 | 810,617 | 0.0 | |||||||||||
1,383,000 | Discover Bank/Greenwood DE, 4.250%, 03/13/26 | 1,421,626 | 0.1 | |||||||||||
367,000 | Discover Financial Services, 6.450%, 06/12/17 | 411,620 | 0.0 | |||||||||||
1,284,000 | Discover Bank/Greenwood DE, 2.000%, 02/21/18 | 1,279,068 | 0.1 | |||||||||||
1,840,000 | Equity One, Inc., 3.750%, 11/15/22 | 1,828,592 | 0.1 | |||||||||||
1,995,000 | # | Five Corners Funding Trust, 4.419%, 11/15/23 | 2,092,597 | 0.1 | ||||||||||
561,000 | Ford Motor Co., 3.000%, 06/12/17 | 579,409 | 0.0 | |||||||||||
1,065,000 | Ford Motor Credit Co. LLC, 8.125%, 01/15/20 | 1,332,256 | 0.1 | |||||||||||
1,828,000 | General Electric Capital Corp., 5.300%, 02/11/21 | 2,062,331 | 0.1 | |||||||||||
1,200,000 | General Electric Capital Corp., 6.250%, 12/15/49 | 1,298,585 | 0.1 | |||||||||||
1,700,000 | General Electric Capital Corp., 7.125%, 12/15/49 | 1,970,730 | 0.1 | |||||||||||
1,590,000 | Genworth Holdings, Inc., 4.800%, 02/15/24 | 1,634,724 | 0.1 |
See Accompanying Notes to Financial Statements
17 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) (continued) |
1,964,000 | Genworth Holdings, Inc., 4.900%, 08/15/23 | 2,028,189 | 0.1 | |||||||||||
2,048,000 | Goldman Sachs Group, Inc., 2.900%, 07/19/18 | 2,099,276 | 0.1 | |||||||||||
2,172,000 | Goldman Sachs Group, Inc., 3.850%, 07/08/24 | 2,163,297 | 0.1 | |||||||||||
2,626,000 | Goldman Sachs Group, Inc., 4.000%, 03/03/24 | 2,648,697 | 0.1 | |||||||||||
998,000 | Goldman Sachs Group, Inc., 6.750%, 10/01/37 | 1,189,154 | 0.1 | |||||||||||
2,685,000 | Government Properties Income Trust, 3.750%, 08/15/19 | 2,707,022 | 0.1 | |||||||||||
593,000 | Hartford Financial Services Group, Inc., 6.625%, 03/30/40 | 777,624 | 0.0 | |||||||||||
1,763,000 | # | HBOS PLC, 6.750%, 05/21/18 | 1,997,800 | 0.1 | ||||||||||
3,158,000 | HCP, Inc., 3.875%, 08/15/24 | 3,100,897 | 0.2 | |||||||||||
1,652,000 | Highwoods Realty L.P., 3.200%, 06/15/21 | 1,628,067 | 0.1 | |||||||||||
1,670,000 | HSBC Holdings PLC, 5.250%, 03/14/44 | 1,779,781 | 0.1 | |||||||||||
2,679,000 | L | HSBC Holdings PLC, 5.625%, 12/29/49 | 2,663,596 | 0.1 | ||||||||||
1,567,000 | HSBC Holdings PLC, 6.375%, 12/29/49 | 1,567,000 | 0.1 | |||||||||||
3,121,000 | Huntington Bancshares, Inc./OH, 2.600%, 08/02/18 | 3,157,587 | 0.2 | |||||||||||
2,100,000 | # | ICICI Bank Ltd./Dubai, 4.700%, 02/21/18 | 2,222,581 | 0.1 | ||||||||||
1,037,000 | # | International Lease Finance Corp., 7.125%, 09/01/18 | 1,169,218 | 0.1 | ||||||||||
2,416,000 | Intesa Sanpaolo SpA, 3.875%, 01/15/19 | 2,505,423 | 0.1 | |||||||||||
2,072,000 | # | Intesa Sanpaolo SpA, 5.017%, 06/26/24 | 2,017,082 | 0.1 | ||||||||||
1,728,000 | Intesa Sanpaolo SpA, 5.250%, 01/12/24 | 1,855,205 | 0.1 | |||||||||||
559,000 | # | IPIC GMTN Ltd., 3.750%, 03/01/17 | 585,553 | 0.0 | ||||||||||
800,000 | # | IPIC GMTN Ltd., 5.500%, 03/01/22 | 918,000 | 0.0 | ||||||||||
326,000 | Itau Unibanco Holding SA/Cayman Island, 5.750%, 01/22/21 | 341,485 | 0.0 | |||||||||||
2,780,000 | JPMorgan Chase & Co., 3.375%, 05/01/23 | 2,666,712 | 0.1 | |||||||||||
2,207,000 | JPMorgan Chase & Co., 3.875%, 09/10/24 | 2,162,491 | 0.1 | |||||||||||
1,350,000 | JPMorgan Chase & Co., 5.000%, 12/29/49 | 1,321,125 | 0.1 | |||||||||||
1,755,000 | JPMorgan Chase & Co., 6.100%, 10/29/49 | 1,742,703 | 0.1 | |||||||||||
1,643,000 | JPMorgan Chase & Co., 6.000%, 12/29/49 | 1,624,516 | 0.1 | |||||||||||
1,202,000 | JPMorgan Chase & Co., 6.125%, 12/29/49 | 1,195,389 | 0.1 | |||||||||||
1,705,000 | Kimco Realty Corp., 3.125%, 06/01/23 | 1,641,550 | 0.1 | |||||||||||
3,294,000 | MetLife, Inc., 4.875%, 11/13/43 | 3,477,081 | 0.2 | |||||||||||
1,838,000 | # | Mizuho Bank Ltd., 3.750%, 04/16/24 | 1,890,128 | 0.1 | ||||||||||
1,353,000 | Morgan Stanley, 2.125%, 04/25/18 | 1,354,241 | 0.1 |
4,020,000 | Morgan Stanley, 3.875%, 04/29/24 | 4,024,961 | 0.2 | |||||||||||
2,228,000 | Morgan Stanley, 5.000%, 11/24/25 | 2,333,777 | 0.1 | |||||||||||
435,000 | MPT Operating Partnership L.P./MPT Finance Corp., 6.375%, 02/15/22 | 466,538 | 0.0 | |||||||||||
1,345,000 | # | Nordea Bank AB, 6.125%, 12/29/49 | 1,323,160 | 0.1 | ||||||||||
DKK | 10 | Nordea Kredit Realkreditaktieselskab, 6.000%, 07/01/29 | – | – | ||||||||||
868,000 | PNC Bank NA, 4.200%, 11/01/25 | 910,977 | 0.0 | |||||||||||
1,147,000 | # | RBS Citizens Financial Group, Inc., 4.150%, 09/28/22 | 1,150,931 | 0.1 | ||||||||||
2,925,000 | Simon Property Group L.P., 3.375%, 10/01/24 | 2,892,056 | 0.1 | |||||||||||
4,208,000 | Simon Property Group L.P., 4.250%, 10/01/44 | 4,042,777 | 0.2 | |||||||||||
1,470,000 | UBS AG/Stamford CT, 7.625%, 08/17/22 | 1,710,746 | 0.1 | |||||||||||
3,360,000 | US Bancorp/MN, 3.600%, 09/11/24 | 3,328,302 | 0.2 | |||||||||||
2,181,000 | # | WEA Finance LLC / Westfield UK & Europe Finance PLC, 3.750%, 09/17/24 | 2,180,219 | 0.1 | ||||||||||
3,096,000 | Wells Fargo & Co., 4.100%, 06/03/26 | 3,090,402 | 0.2 | |||||||||||
3,096,000 | Wells Fargo & Co., 5.375%, 11/02/43 | 3,399,659 | 0.2 | |||||||||||
2,409,000 | Wells Fargo & Co., 5.900%, 12/29/49 | 2,460,191 | 0.1 | |||||||||||
164,440,673 | 8.8 | |||||||||||||
Industrial: 0.7% | ||||||||||||||
1,872,000 | # | AP Moeller - Maersk A/S, 2.550%, 09/22/19 | 1,879,132 | 0.1 | ||||||||||
1,230,000 | BE Aerospace, Inc., 6.875%, 10/01/20 | 1,319,175 | 0.1 | |||||||||||
1,288,000 | Burlington Northern Santa Fe LLC, 4.550%, 09/01/44 | 1,292,288 | 0.1 | |||||||||||
1,175,000 | Case New Holland, Inc., 7.875%, 12/01/17 | 1,311,594 | 0.1 | |||||||||||
1,109,000 | Caterpillar, Inc., 3.400%, 05/15/24 | 1,120,623 | 0.0 | |||||||||||
1,076,000 | Eaton Corp., 2.750%, 11/02/22 | 1,042,556 | 0.0 | |||||||||||
1,879,000 | Ingersoll-Rand Global Holding Co. Ltd., 4.250%, 06/15/23 | 1,974,588 | 0.1 | |||||||||||
1,163,000 | Jabil Circuit, Inc., 7.750%, 07/15/16 | 1,285,115 | 0.1 | |||||||||||
1,505,000 | Thermo Fisher Scientific, Inc., 2.400%, 02/01/19 | 1,509,175 | 0.1 | |||||||||||
12,734,246 | 0.7 | |||||||||||||
Technology: 0.7% | ||||||||||||||
945,000 | Apple Inc., 4.450%, 05/06/44 | 970,310 | 0.1 | |||||||||||
2,458,000 | Fidelity National Information Services, Inc., 3.500%, 04/15/23 | 2,427,747 | 0.1 | |||||||||||
825,000 | Hewlett-Packard Co., 2.600%, 09/15/17 | 848,047 | 0.0 |
See Accompanying Notes to Financial Statements
18 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) (continued) |
2,673,000 | Hewlett-Packard Co., 3.000%, 09/15/16 | 2,767,461 | 0.2 | |||||||||||
625,000 | Hewlett-Packard Co., 5.400%, 03/01/17 | 685,529 | 0.0 | |||||||||||
1,254,000 | Oracle Corp., 3.400%, 07/08/21 | 1,250,941 | 0.1 | |||||||||||
1,849,000 | Oracle Corp., 3.625%, 07/15/23 | 1,901,665 | 0.1 | |||||||||||
111,000 | Seagate Technology HDD Holdings, 6.800%, 10/01/16 | 121,823 | 0.0 | |||||||||||
2,140,000 | Xerox Corp., 2.750%, 03/15/19 | 2,158,963 | 0.1 | |||||||||||
13,132,486 | 0.7 | |||||||||||||
Utilities: 1.5% | ||||||||||||||
105,000 | AES Corp., 8.000%, 10/15/17 | 118,125 | 0.0 | |||||||||||
771,000 | American Electric Power Co., Inc., 1.650%, 12/15/17 | 771,327 | 0.0 | |||||||||||
2,865,000 | # | Calpine Corp., 6.000%, 01/15/22 | 3,029,737 | 0.2 | ||||||||||
566,000 | CenterPoint Energy Houston Electric LLC, 3.550%, 08/01/42 | 521,449 | 0.0 | |||||||||||
1,760,000 | Duke Energy Corp., 2.100%, 06/15/18 | 1,774,905 | 0.1 | |||||||||||
1,406,000 | Duke Energy Corp., 3.950%, 10/15/23 | 1,466,348 | 0.1 | |||||||||||
612,000 | # | Duquesne Light Holdings, Inc., 5.900%, 12/01/21 | 708,104 | 0.0 | ||||||||||
1,249,000 | # | Duquesne Light Holdings, Inc., 6.400%, 09/15/20 | 1,462,432 | 0.1 | ||||||||||
873,000 | # | Empresa de Energia de Bogota SA, 6.125%, 11/10/21 | 936,729 | 0.0 | ||||||||||
782,000 | Entergy Texas, Inc., 7.125%, 02/01/19 | 934,793 | 0.0 | |||||||||||
1,019,000 | FirstEnergy Corp., 2.750%, 03/15/18 | 1,023,985 | 0.1 | |||||||||||
1,519,000 | FirstEnergy Corp., 4.250%, 03/15/23 | 1,511,596 | 0.1 | |||||||||||
24,393 | # | Juniper Generation, LLC, 6.790%, 12/31/14 | 24,176 | 0.0 | ||||||||||
618,000 | Metropolitan Edison, 7.700%, 01/15/19 | 743,295 | 0.0 | |||||||||||
709,000 | Nevada Power Co., 7.125%, 03/15/19 | 855,895 | 0.0 | |||||||||||
1,093,000 | NextEra Energy Capital Holdings, Inc., 2.700%, 09/15/19 | 1,106,077 | 0.1 | |||||||||||
1,192,000 | NextEra Energy Capital Holdings, Inc., 3.625%, 06/15/23 | 1,209,403 | 0.1 | |||||||||||
521,000 | Nisource Finance Corp., 5.950%, 06/15/41 | 610,695 | 0.0 | |||||||||||
645,000 | Nisource Finance Corp., 6.125%, 03/01/22 | 756,539 | 0.0 | |||||||||||
701,000 | Oncor Electric Delivery Co. LLC, 4.100%, 06/01/22 | 750,471 | 0.0 | |||||||||||
980,000 | Oncor Electric Delivery Co. LLC, 6.800%, 09/01/18 | 1,150,080 | 0.1 | |||||||||||
1,237,000 | Pacific Gas & Electric Co., 3.400%, 08/15/24 | 1,230,895 | 0.1 |
1,172,000 | PPL Capital Funding, Inc., 3.400%, 06/01/23 | 1,157,302 | 0.1 | |||||||||||
2,173,000 | PSEG Power LLC, 2.450%, 11/15/18 | 2,192,381 | 0.1 | |||||||||||
1,169,000 | Southwestern Electric Power, 5.550%, 01/15/17 | 1,279,632 | 0.1 | |||||||||||
1,030,000 | TransAlta Corp., 4.500%, 11/15/22 | 1,033,489 | 0.1 | |||||||||||
28,359,860 | 1.5 | |||||||||||||
Total Corporate Bonds/Notes (Cost $496,397,763) | 505,686,741 | 27.0 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 11.1% | ||||||||||||||
1,039,000 | # | American General Mortgage Loan Trust, 5.650%, 03/25/58 | 1,070,066 | 0.1 | ||||||||||
1,630,000 | Banc of America Commercial Mortgage Trust 2006-6, 5.421%, 10/10/45 | 1,680,325 | 0.1 | |||||||||||
3,620,000 | Banc of America Commercial Mortgage Trust, 6.015%, 02/10/51 | 3,761,719 | 0.2 | |||||||||||
850,787 | # | Banc of America Funding Corp., 5.250%, 08/26/35 | 885,909 | 0.0 | ||||||||||
2,220,000 | Banc of America Merrill Lynch Commercial Mortgage Trust, 5.790%, 06/10/49 | 2,298,359 | 0.1 | |||||||||||
4,557,000 | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.147%, 07/10/45 | 4,533,222 | 0.2 | |||||||||||
1,100,000 | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.349%, 09/10/47 | 1,105,098 | 0.1 | |||||||||||
1,030,000 | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.349%, 09/10/47 | 1,058,089 | 0.1 | |||||||||||
1,900,000 | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.349%, 09/10/47 | 1,978,552 | 0.1 | |||||||||||
860,000 | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.349%, 09/10/47 | 892,928 | 0.0 | |||||||||||
2,960,000 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.523%, 07/10/43 | 2,982,170 | 0.2 | ||||||||||
1,300,000 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.859%, 07/10/42 | 1,234,760 | 0.1 | ||||||||||
480,000 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.915%, 03/11/41 | 480,752 | 0.0 | ||||||||||
1,271,000 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.915%, 03/11/41 | 1,270,909 | 0.1 | ||||||||||
907,529 | Banc of America Mortgage 2005-J Trust, 2.798%, 11/25/35 | 843,963 | 0.0 |
See Accompanying Notes to Financial Statements
19 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) (continued) |
860,000 | # | Bank of America Merrill Lynch Commercial Mortgage, Inc., 5.523%, 07/10/43 | 877,908 | 0.0 | ||||||||||
1,710,000 | # | Bank of America Merrill Lynch Commercial Mortgage, Inc., 6.230%, 11/10/38 | 1,779,199 | 0.1 | ||||||||||
4,127,111 | BCAP LLC Trust 2007-AA2, 0.365%, 05/25/47 | 3,171,908 | 0.2 | |||||||||||
1,511,423 | Bear Stearns Adjustable Rate Mortgage Trust, 2.521%, 07/25/36 | 1,267,272 | 0.1 | |||||||||||
2,180,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR4, 6.054%, 06/11/41 | 2,223,902 | 0.1 | ||||||||||
3,520,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP18, 5.500%, 02/13/42 | 3,390,777 | 0.2 | ||||||||||
2,050,000 | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP20, 5.288%, 10/12/42 | 2,082,811 | 0.1 | |||||||||||
1,013,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22, 5.757%, 04/12/38 | 1,073,264 | 0.1 | ||||||||||
127,598 | Bear Stearns Commercial Mortgage Securities, 6.500%, 02/15/32 | 123,578 | 0.0 | |||||||||||
2,701,877 | # | Beckman Coulter, Inc., 7.498%, 12/15/18 | 2,918,298 | 0.2 | ||||||||||
1,540,000 | # | Citigroup Commercial Mortgage Trust 2004-C1, 6.006%, 04/15/40 | 1,560,653 | 0.1 | ||||||||||
1,700,000 | # | Citigroup Commercial Mortgage Trust 2012-GC8, 5.040%, 09/10/45 | 1,703,178 | 0.1 | ||||||||||
7,545,904 | #,^ | Citigroup Commercial Mortgage Trust, 2.381%, 09/10/45 | 788,872 | 0.0 | ||||||||||
2,811,000 | # | Citigroup Mortgage Loan Trust 2010-7, 6.084%, 12/25/35 | 2,731,776 | 0.1 | ||||||||||
1,813,583 | Citigroup Mortgage Loan Trust, Inc., 2.773%, 09/25/37 | 1,543,230 | 0.1 | |||||||||||
4,885,554 | Citigroup Mortgage Loan Trust, 5.592%, 11/25/36 | 4,372,522 | 0.2 | |||||||||||
27,260,000 | #,^ | Commercial Mortgage Trust, 0.749%, 10/15/45 | 1,196,360 | 0.1 | ||||||||||
29,260,840 | ^ | Commercial Mortgage Trust, 1.595%, 10/10/46 | 2,554,035 | 0.1 | ||||||||||
26,200,177 | ^ | Commercial Mortgage Trust, 1.616%, 08/10/46 | 1,986,393 | 0.1 | ||||||||||
8,427,320 | ^ | Commercial Mortgage Trust, 1.922%, 01/10/46 | 742,745 | 0.0 | ||||||||||
4,941,600 | ^ | Commercial Mortgage Trust, 2.078%, 08/15/45 | 507,560 | 0.0 | ||||||||||
6,551,388 | ^ | Commercial Mortgage Trust, 2.310%, 05/15/45 | 709,004 | 0.0 | ||||||||||
1,280,000 | Commercial Mortgage Trust, 5.400%, 07/15/44 | 1,320,139 | 0.1 |
2,760,000 | Commercial Mortgage Trust, 5.484%, 06/10/44 | 2,764,630 | 0.1 | |||||||||||
1,470,000 | Commercial Mortgage Trust, 5.989%, 12/10/49 | 1,485,806 | 0.1 | |||||||||||
1,330,000 | Commercial Mortgage Trust, 6.316%, 11/15/44 | 1,389,877 | 0.1 | |||||||||||
1,140,000 | Commerical 2007-C9 Mortgage Trust, 5.989%, 12/10/49 | 1,180,623 | 0.1 | |||||||||||
2,771,675 | Countrywide Alternative Loan Trust, 0.275%, 06/25/36 | 2,360,217 | 0.1 | |||||||||||
1,903,242 | Countrywide Alternative Loan Trust, 5.500%, 12/25/35 | 1,738,412 | 0.1 | |||||||||||
1,850,000 | Credit Suisse Commercial Mortgage Trust Series 2007-C4, 6.097%, 09/15/39 | 1,938,214 | 0.1 | |||||||||||
133,940 | # | Credit Suisse First Boston Mortgage Securities Corp., 5.322%, 08/15/36 | 134,221 | 0.0 | ||||||||||
442,500 | Credit Suisse First Boston Mortgage Securities Corp., 5.736%, 05/15/36 | 490,885 | 0.0 | |||||||||||
1,920,609 | # | Credit Suisse First Boston Mortgage Securities Corp., 5.773%, 04/12/49 | 1,937,488 | 0.1 | ||||||||||
900,000 | # | Credit Suisse First Boston Mortgage Securities Corp., 6.462%, 05/15/36 | 1,050,418 | 0.1 | ||||||||||
1,050,000 | # | DBUBS 2011-LC2 Mortgage Trust, 5.625%, 07/10/44 | 1,112,085 | 0.1 | ||||||||||
1,505,925 | Deutsche ALT-A Securities, Inc. Alternate Loan Trust, 0.275%, 08/25/36 | 1,161,058 | 0.1 | |||||||||||
2,153,780 | Deutsche ALT-A Securities, Inc. Alternate Loan Trust, 0.345%, 10/25/36 | 1,310,134 | 0.1 | |||||||||||
1,670,000 | Fannie Mae Connecticut Avenue Securities, 2.755%, 05/25/24 | 1,536,827 | 0.1 | |||||||||||
4,300,000 | Fannie Mae Connecticut Avenue Securities, 3.055%, 07/25/24 | 4,047,700 | 0.2 | |||||||||||
1,428,000 | Fannie Mae Connecticut Avenue Securities, 4.555%, 01/25/24 | 1,534,896 | 0.1 | |||||||||||
843,684 | ^ | Fannie Mae, 3.000%, 05/25/43 | 116,974 | 0.0 | ||||||||||
4,059,056 | ^ | Fannie Mae, 3.000%, 08/25/28 | 411,143 | 0.0 | ||||||||||
13,893,369 | ^ | Fannie Mae, 5.796%, 10/25/39 | 1,935,448 | 0.1 | ||||||||||
1,644,234 | First Horizon Alternative Mortgage Securities Trust 2006-FA8, 6.000%, 02/25/37 | 1,349,989 | 0.1 | |||||||||||
1,598,859 | First Horizon Alternative Mortgage Securities, 0.455%, 12/25/36 | 953,205 | 0.1 |
See Accompanying Notes to Financial Statements
20 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) (continued) |
1,598,860 | ^ | First Horizon Alternative Mortgage Securities, 6.546%, 12/25/36 | 357,428 | 0.0 | ||||||||||
232,530,555 | #,^ | FREMF Mortgage Trust, 0.100%, 12/25/44 | 1,316,123 | 0.1 | ||||||||||
1,135,000 | GCCFC Commercial Mortgage Trust, 6.257%, 12/10/49 | 1,186,694 | 0.1 | |||||||||||
1,050,000 | # | GE Capital Commercial Mortgage Series 2005-C2, 5.466%, 05/10/43 | 864,655 | 0.0 | ||||||||||
760,000 | # | GMAC Commercial Mortgage Securities, Inc. Series 2003-C1 Trust, 5.000%, 05/10/36 | 772,518 | 0.0 | ||||||||||
1,780,000 | Greenwich Capital Commercial Funding Corp., 5.475%, 03/10/39 | 1,885,606 | 0.1 | |||||||||||
46,451,152 | ^ | GS Mortgage Securities Corp. II, 1.731%, 11/10/46 | 3,795,319 | 0.2 | ||||||||||
8,649,426 | ^ | GS Mortgage Securities Corp. II, 2.530%, 11/10/45 | 1,065,844 | 0.1 | ||||||||||
10,145,684 | ^ | GS Mortgage Securities Corp. II, 2.753%, 05/10/45 | 1,191,407 | 0.1 | ||||||||||
2,300,000 | GS Mortgage Securities Trust 2006-GG6, 5.757%, 04/10/38 | 2,310,187 | 0.1 | |||||||||||
1,600,000 | GS Mortgage Securities Trust, 5.757%, 04/10/38 | 1,573,829 | 0.1 | |||||||||||
15,126 | GSR Mortgage Loan Trust, 0.655%, 06/25/35 | 14,694 | 0.0 | |||||||||||
1,247,586 | GSR Mortgage Loan Trust, 5.500%, 05/25/36 | 1,170,069 | 0.1 | |||||||||||
771,951 | GSR Mortgage Loan Trust, 6.000%, 01/25/37 | 743,364 | 0.0 | |||||||||||
528,941 | Homebanc Mortgage Trust, 1.015%, 08/25/29 | 507,723 | 0.0 | |||||||||||
955,043 | # | Jefferies Resecuritization Trust 2009-R6, 5.016%, 03/26/36 | 948,662 | 0.0 | ||||||||||
784,992 | JP Morgan Alternative Loan Trust, 5.500%, 12/25/35 | 668,473 | 0.0 | |||||||||||
630,000 | # | JP Morgan Chase Commercial Mortgage Securities Corp. Commercial Mortgage Pass-Thr, 5.751%, 05/15/41 | 658,610 | 0.0 | ||||||||||
1,540,000 | # | JP Morgan Chase Commercial Mortgage Securities Corp. Ps Thr Certs Ser 2003-LN1, 5.557%, 10/15/37 | 1,534,963 | 0.1 | ||||||||||
43,228,022 | ^ | JP Morgan Chase Commercial Mortgage Securities Corp., 0.784%, 01/15/46 | 1,085,866 | 0.1 | ||||||||||
42,055,798 | ^ | JP Morgan Chase Commercial Mortgage Securities Corp., 1.934%, 06/15/45 | 3,442,742 | 0.2 | ||||||||||
13,046,302 | ^ | JP Morgan Chase Commercial Mortgage Securities Corp., 2.080%, 12/15/47 | 1,256,964 | 0.1 |
1,430,000 | # | JP Morgan Chase Commercial Mortgage Securities Trust 2003-PM1, 6.161%, 08/12/40 | 1,502,525 | 0.1 | ||||||||||
15,265,000 | #,^ | JP Morgan Chase Commercial Mortgage Securities Trust, 0.446%, 12/15/47 | 385,118 | 0.0 | ||||||||||
1,300,000 | JP Morgan Chase Commercial Mortgage Securities Trust, 5.834%, 06/12/41 | 1,251,297 | 0.1 | |||||||||||
19,127,894 | #,^ | LB-UBS Commercial Mortgage Trust 2004-C1, 1.000%, 01/15/36 | 361,557 | 0.0 | ||||||||||
700,000 | # | LB-UBS Commercial Mortgage Trust 2005-C1, 5.362%, 02/15/40 | 687,614 | 0.0 | ||||||||||
1,730,000 | LB-UBS Commercial Mortgage Trust 2005-C3, 4.983%, 07/15/40 | 1,742,891 | 0.1 | |||||||||||
1,150,000 | LB-UBS Commercial Mortgage Trust 2006-C4, 6.049%, 06/15/38 | 1,199,572 | 0.1 | |||||||||||
820,000 | # | LB-UBS Commercial Mortgage Trust 2006-C6, 6.096%, 09/15/39 | 814,106 | 0.0 | ||||||||||
830,000 | # | LB-UBS Commercial Mortgage Trust 2006-C6, 6.096%, 09/15/39 | 846,989 | 0.0 | ||||||||||
74,567,585 | #,^ | LB-UBS Commercial Mortgage Trust, 0.849%, 11/15/38 | 950,282 | 0.1 | ||||||||||
770,000 | LB-UBS Commercial Mortgage Trust, 4.954%, 07/15/40 | 776,929 | 0.0 | |||||||||||
1,100,000 | # | LB-UBS Commercial Mortgage Trust, 5.644%, 10/15/36 | 1,072,848 | 0.1 | ||||||||||
682,459 | # | LB-UBS Commercial Mortgage Trust, 5.914%, 10/15/35 | 683,241 | 0.0 | ||||||||||
2,090,000 | LB-UBS Commercial Mortgage Trust, 6.049%, 06/15/38 | 2,058,419 | 0.1 | |||||||||||
720,000 | LB-UBS Commercial Mortgage Trust, 6.049%, 06/15/38 | 724,704 | 0.0 | |||||||||||
1,760,000 | # | LB-UBS Commercial Mortgage Trust, 6.096%, 09/15/39 | 1,862,437 | 0.1 | ||||||||||
1,830,000 | # | LB-UBS Commercial Mortgage Trust, 6.096%, 09/15/39 | 1,916,639 | 0.1 | ||||||||||
2,070,000 | # | LB-UBS Commercial Mortgage Trust, 6.890%, 07/15/32 | 2,077,206 | 0.1 | ||||||||||
830,000 | LB-UBS Commercial Mortgage Trust, 8.150%, 07/15/32 | 842,675 | 0.0 | |||||||||||
151,457 | Merrill Lynch Mortgage Investors, Inc., 6.250%, 12/10/29 | 151,731 | 0.0 | |||||||||||
1,500,000 | # | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5, 4.835%, 08/15/45 | 1,538,763 | 0.1 |
See Accompanying Notes to Financial Statements
21 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) (continued) |
31,020,994 | ^ | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7, 1.861%, 02/15/46 | 2,858,383 | 0.2 | ||||||||||
19,427,502 | #,^ | Morgan Stanley Bank of America Merrill Lynch Trust, 2.302%, 11/15/45 | 1,912,719 | 0.1 | ||||||||||
274,434 | Morgan Stanley Capital I Trust 2004-IQ7, 5.255%, 06/15/38 | 274,409 | 0.0 | |||||||||||
1,310,000 | # | Morgan Stanley Capital I Trust 2005-HQ6, 5.379%, 08/13/42 | 1,286,268 | 0.1 | ||||||||||
1,720,000 | # | Morgan Stanley Capital I Trust 2008-TOP29, 6.455%, 01/11/43 | 1,775,263 | 0.1 | ||||||||||
1,300,000 | # | Morgan Stanley Capital I Trust 2011-C1, 5.419%, 09/15/47 | 1,390,170 | 0.1 | ||||||||||
3,090,000 | # | Morgan Stanley Capital I Trust 2011-C1, 5.419%, 09/15/47 | 3,356,044 | 0.2 | ||||||||||
2,580,000 | Morgan Stanley Capital I Trust, 5.389%, 11/12/41 | 2,646,696 | 0.1 | |||||||||||
250,000 | # | Morgan Stanley Capital I, Inc., 5.910%, 11/15/31 | 255,622 | 0.0 | ||||||||||
1,080,000 | Morgan Stanley Capital I, 5.336%, 01/14/42 | 1,087,414 | 0.1 | |||||||||||
43,556 | # | Morgan Stanley Capital I, 7.350%, 07/15/32 | 44,731 | 0.0 | ||||||||||
980,000 | # | Morgan Stanley Dean Witter Capital I Trust 2002-IQ3, 6.986%, 09/15/37 | 977,873 | 0.1 | ||||||||||
600,000 | # | Morgan Stanley Dean Witter Capital I, 7.759%, 07/15/33 | 687,409 | 0.0 | ||||||||||
1,603,213 | Morgan Stanley Mortgage Loan Trust 2006-3AR, 2.836%, 03/25/36 | 1,380,780 | 0.1 | |||||||||||
2,590,000 | # | Morgan Stanley Reremic Trust, 0.250%, 07/27/49 | 2,266,250 | 0.1 | ||||||||||
995,403 | # | Morgan Stanley Reremic Trust, 5.246%, 12/17/43 | 1,008,835 | 0.1 | ||||||||||
2,445,884 | # | N-Star Real Estate CDO Ltd., 2.006%, 08/25/29 | 2,447,449 | 0.1 | ||||||||||
508,802 | Prime Mortgage Trust, 5.500%, 03/25/37 | 464,926 | 0.0 | |||||||||||
13,411,908 | #,^ | RBSCF Trust, 1.184%, 04/15/24 | 14,305 | 0.0 | ||||||||||
285,407 | Structured Adjustable Rate Mortgage Loan Trust, 2.464%, 09/25/34 | 286,372 | 0.0 | |||||||||||
494,021 | Structured Asset Mortgage Investments, Inc., 0.633%, 04/19/35 | 461,636 | 0.0 | |||||||||||
7,841,891 | #,^ | UBS-Barclays Commercial Mortgage Trust, 1.926%, 05/10/63 | 638,066 | 0.0 | ||||||||||
2,210,000 | Wachovia Bank Commercial Mortgage Trust Series, 5.896%, 05/15/43 | 2,231,906 | 0.1 | |||||||||||
1,197,000 | Wachovia Bank Commercial Mortgage Trust Series, 6.140%, 02/15/51 | 1,252,191 | 0.1 |
3,390,000 | Wachovia Bank Commercial Mortgage Trust Series, 6.140%, 02/15/51 | 3,428,953 | 0.2 | |||||||||||
963,060 | WaMu Mortgage Pass Through Certificates, 1.794%, 10/25/36 | 816,806 | 0.0 | |||||||||||
2,929,353 | WaMu Mortgage Pass Through Certificates, 2.203%, 12/25/36 | 2,662,554 | 0.1 | |||||||||||
2,669,769 | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust, 2.041%, 12/25/36 | 2,337,105 | 0.1 | |||||||||||
1,895,137 | WaMu Mortgage Pass-Through Certificates Series 2006-AR6 Trust, 4.607%, 08/25/36 | 1,757,949 | 0.1 | |||||||||||
1,007,833 | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 Trust, 1.941%, 04/25/37 | 883,264 | 0.0 | |||||||||||
4,790,430 | WaMu Mortgage Pass-Through Certificates, 2.120%, 07/25/37 | 4,074,280 | 0.2 | |||||||||||
800,211 | Washington Mutual Alternative Mortgage Pass-Through Certificates, 5.500%, 10/25/35 | 758,535 | 0.0 | |||||||||||
3,377,582 | Wells Fargo Alternative Loan Trust, 6.250%, 07/25/37 | 3,103,933 | 0.2 | |||||||||||
10,335,683 | #,^ | Wells Fargo Commercial Mortgage Trust 2012-C8, 2.372%, 08/15/45 | 1,104,259 | 0.1 | ||||||||||
1,614,463 | Wells Fargo Mortgage Backed Securities 2005-AR15 Trust, 2.611%, 09/25/35 | 1,532,401 | 0.1 | |||||||||||
14,342,366 | #,^ | Wells Fargo Mortgage Backed Securities Trust, 1.733%, 06/15/45 | 1,265,968 | 0.1 | ||||||||||
2,047,053 | Wells Fargo Mortgage Backed Securities Trust, 2.603%, 03/25/36 | 2,004,774 | 0.1 | |||||||||||
1,738,867 | Wells Fargo Mortgage Backed Securities Trust, 5.594%, 04/25/36 | 1,727,580 | 0.1 | |||||||||||
Total Collateralized Mortgage Obligations (Cost $203,816,423) | 208,905,816 | 11.1 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 23.9% | ||||||||||||||
U.S. Treasury Bonds: 5.1% | ||||||||||||||
26,169,000 | 2.375%, due 08/15/24 | 25,876,640 | 1.4 | |||||||||||
67,996,000 | 3.375%, due 05/15/44 | 70,216,477 | 3.7 | |||||||||||
96,093,117 | 5.1 | |||||||||||||
U.S. Treasury Notes: 18.8% | ||||||||||||||
89,467,000 | 0.500%, due 09/30/16 | 89,316,695 | 4.8 | |||||||||||
168,149,000 | 1.000%, due 09/15/17 | 167,906,025 | 9.0 | |||||||||||
15,384,000 | 1.750%, due 09/30/19 | 15,367,770 | 0.8 |
See Accompanying Notes to Financial Statements
22 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) (continued) |
79,346,000 | 2.125%, due 09/30/21 | 78,868,655 | 4.2 | |||||||||||
351,459,145 | 18.8 | |||||||||||||
Total U.S. Treasury Obligations (Cost $447,923,883) | 447,552,262 | 23.9 | ||||||||||||
ASSET-BACKED SECURITIES: 8.9% | ||||||||||||||
Automobile Asset-Backed Securities: 1.6% | ||||||||||||||
840,000 | # | AmeriCredit Automobile Receivables Trust 2011-3, 5.760%, 12/10/18 | 874,567 | 0.0 | ||||||||||
1,680,000 | AmeriCredit Automobile Receivables Trust 2012-4, 1.930%, 08/08/18 | 1,693,254 | 0.1 | |||||||||||
1,500,000 | AmeriCredit Automobile Receivables Trust 2013-4, 3.310%, 10/08/19 | 1,532,764 | 0.1 | |||||||||||
1,890,000 | AmeriCredit Automobile Receivables Trust 2013-5, 2.860%, 12/08/19 | 1,905,732 | 0.1 | |||||||||||
3,050,000 | # | AmeriCredit Automobile Receivables Trust, 3.290%, 05/08/20 | 3,071,853 | 0.2 | ||||||||||
1,280,000 | Capital Auto Receivables Asset Trust / Ally, 2.220%, 01/22/19 | 1,287,832 | 0.1 | |||||||||||
1,230,000 | CarMax Auto Owner Trust, 1.950%, 09/16/19 | 1,226,841 | 0.1 | |||||||||||
800,000 | # | MMCA Automobile Trust, 2.260%, 10/15/20 | 802,144 | 0.0 | ||||||||||
2,900,000 | # | Oscar US Funding Trust 2014-1, 2.550%, 12/15/21 | 2,904,758 | 0.2 | ||||||||||
1,800,000 | Santander Drive Auto Receivables Trust 2012-4, 3.500%, 06/15/18 | 1,848,481 | 0.1 | |||||||||||
1,200,000 | Santander Drive Auto Receivables Trust 2012-5, 3.300%, 09/17/18 | 1,238,853 | 0.1 | |||||||||||
2,100,000 | Santander Drive Auto Receivables Trust 2013-1, 2.270%, 01/15/19 | 2,105,885 | 0.1 | |||||||||||
940,000 | Santander Drive Auto Receivables Trust 2013-4, 3.920%, 01/15/20 | 975,623 | 0.0 | |||||||||||
3,380,000 | # | Santander Drive Auto Receivables Trust 2013-A, 3.780%, 10/15/19 | 3,527,610 | 0.2 | ||||||||||
2,200,000 | # | Santander Drive Auto Receivables Trust 2013-A, 4.710%, 01/15/21 | 2,309,199 | 0.1 | ||||||||||
2,270,000 | Santander Drive Auto Receivables Trust 2014-1, 1.590%, 10/15/18 | 2,275,548 | 0.1 | |||||||||||
29,580,944 | 1.6 | |||||||||||||
Credit Card Asset-Backed Securities: 0.1% | ||||||||||||||
1,680,000 | Chase Issuance Trust, 0.614%, 04/15/19 | 1,670,186 | 0.1 | |||||||||||
Home Equity Asset-Backed Securities: 0.0% | ||||||||||||||
877,936 | Freddie Mac Structured Pass-Through Securities, 0.405%, 05/25/31 | 863,372 | 0.0 | |||||||||||
37,147 | Freddie Mac Structured Pass-Through Securities, 0.455%, 01/25/32 | 35,950 | 0.0 |
44,632 | Residential Asset Securities Corp., 0.755%, 06/25/32 | 37,446 | 0.0 | |||||||||||
936,768 | 0.0 | |||||||||||||
Other Asset-Backed Securities: 7.2% | ||||||||||||||
290,643 | # | Aimco CDO, 0.484%, 10/20/19 | 288,901 | 0.0 | ||||||||||
575,981 | # | AMMC CLO IV Ltd., 1.034%, 03/25/17 | 575,785 | 0.0 | ||||||||||
500,000 | # | Apidos CDO I Ltd., 0.985%, 07/27/17 | 499,774 | 0.0 | ||||||||||
3,910,000 | # | Ares XII CLO Ltd., 2.235%, 11/25/20 | 3,961,029 | 0.2 | ||||||||||
1,000,000 | # | Ares XII CLO Ltd., 3.485%, 11/25/20 | 999,097 | 0.0 | ||||||||||
2,750,000 | # | Atrium V, 0.922%, 07/20/20 | 2,671,141 | 0.1 | ||||||||||
650,000 | # | Atrium V, 3.932%, 07/20/20 | 644,713 | 0.0 | ||||||||||
1,500,000 | # | Babson CLO Ltd. 2006-I, 0.924%, 07/15/18 | 1,499,812 | 0.1 | ||||||||||
1,625,000 | # | Babson CLO, Inc. 2005-III, 0.633%, 11/10/19 | 1,605,880 | 0.1 | ||||||||||
3,000,000 | # | Babson CLO, Inc. 2005-III, 1.933%, 11/10/19 | 2,946,189 | 0.2 | ||||||||||
1,000,000 | # | Babson Mid-Market CLO, Inc. 2007-II, 1.084%, 04/15/21 | 955,783 | 0.0 | ||||||||||
2,000,000 | # | Babson Mid-Market CLO, Inc. 2007-II, 1.934%, 04/15/21 | 1,923,692 | 0.1 | ||||||||||
1,000,000 | # | Belhurst CLO Ltd., 0.934%, 01/15/20 | 971,926 | 0.0 | ||||||||||
800,000 | # | Callidus Debt Partners Clo Fund VI Ltd., 3.233%, 10/23/21 | 772,066 | 0.0 | ||||||||||
1,500,000 | # | Carlyle High Yield Partners IX Ltd., 0.565%, 08/01/21 | 1,461,172 | 0.1 | ||||||||||
1,250,000 | # | Carlyle High Yield Partners IX Ltd., 0.635%, 08/01/21 | 1,201,060 | 0.1 | ||||||||||
1,500,000 | # | Carlyle High Yield Partners IX Ltd., 1.835%, 08/01/21 | 1,450,309 | 0.1 | ||||||||||
1,050,000 | # | Carlyle Arnage CLO Ltd., 1.738%, 08/27/21 | 1,063,097 | 0.1 | ||||||||||
2,100,000 | # | Carlyle Veyron CLO Ltd., 0.914%, 07/15/18 | 2,085,138 | 0.1 | ||||||||||
1,850,000 | # | Castle Garden Funding, 0.984%, 10/27/20 | 1,825,944 | 0.1 | ||||||||||
600,000 | # | Castle Garden Funding, 4.984%, 10/27/20 | 600,538 | 0.0 | ||||||||||
1,000,000 | # | Castle Garden Funding, 6.560%, 10/27/20 | 1,081,939 | 0.1 | ||||||||||
64,230 | Chase Funding Trust Series 2003-5, 0.755%, 07/25/33 | 61,776 | 0.0 | |||||||||||
5,500,000 | # | CIFC Funding 2006-I Ltd., 1.834%, 10/20/20 | 5,329,758 | 0.3 | ||||||||||
3,200,000 | # | CIFC Funding 2006-II Ltd., 1.834%, 03/01/21 | 3,084,080 | 0.2 | ||||||||||
1,300,010 | # | CIFC Funding 2006-II Ltd., 4.234%, 03/01/21 | 1,278,131 | 0.1 | ||||||||||
1,750,000 | # | ColumbusNova CLO IV Ltd 2007-II, 2.484%, 10/15/21 | 1,763,884 | 0.1 |
See Accompanying Notes to Financial Statements
23 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) (continued) |
750,000 | # | ColumbusNova CLO Ltd 2006-II, 0.983%, 04/04/18 | 735,692 | 0.0 | ||||||||||
2,000,000 | # | ColumbusNova CLO Ltd 2006-II, 1.733%, 04/04/18 | 1,946,142 | 0.1 | ||||||||||
1,000,000 | # | ColumbusNova CLO Ltd 2006-II, 3.983%, 04/04/18 | 1,000,735 | 0.1 | ||||||||||
2,022,278 | Countrywide Asset-Backed Certificates, 5.530%, 04/25/47 | 1,979,714 | 0.1 | |||||||||||
1,000,000 | # | CP Uniq Aps, 2.034%, 04/15/18 | 981,886 | 0.0 | ||||||||||
397,256 | Credit-Based Asset Servicing and Securitization, LLC, 4.295%, 08/25/35 | 402,111 | 0.0 | |||||||||||
87,565 | # | Credit-Based Asset Servicing and Securitization, LLC, 5.746%, 12/25/37 | 87,530 | 0.0 | ||||||||||
1,970,000 | # | Diamond Lake CLO Ltd., 1.834%, 12/01/19 | 1,911,783 | 0.1 | ||||||||||
3,500,000 | # | Eaton Vance CDO IX Ltd., 0.884%, 04/20/19 | 3,441,994 | 0.2 | ||||||||||
2,000,000 | # | Emporia Preferred Funding II Ltd., 1.184%, 10/18/18 | 1,978,716 | 0.1 | ||||||||||
1,912,668 | # | Emporia Preferred Funding, 0.734%, 10/18/18 | 1,911,809 | 0.1 | ||||||||||
3,840,262 | FBR Securitization Trust, 0.835%, 10/25/35 | 3,400,767 | 0.2 | |||||||||||
1,950,000 | # | Fraser Sullivan CLO I Ltd., 2.034%, 03/15/20 | 1,896,162 | 0.1 | ||||||||||
1,450,000 | # | Fraser Sullivan CLO II Ltd., 0.633%, 12/20/20 | 1,428,253 | 0.1 | ||||||||||
1,500,000 | # | Fraser Sullivan CLO II Ltd., 0.953%, 12/20/20 | 1,473,279 | 0.1 | ||||||||||
1,500,000 | # | Fraser Sullivan CLO II Ltd., 1.733%, 12/20/20 | 1,448,796 | 0.1 | ||||||||||
1,665,927 | # | Galaxy VI CLO Ltd., 1.814%, 06/13/18 | 1,650,053 | 0.1 | ||||||||||
2,000,000 | # | Gallatin CLO III 2007-1 Ltd., 1.484%, 05/15/21 | 1,929,406 | 0.1 | ||||||||||
1,125,000 | # | GoldenTree Loan Opportunities III Ltd., 1.490%, 05/01/22 | 1,068,658 | 0.1 | ||||||||||
1,500,000 | # | Goldentree Loan Opportunities V Ltd., 3.484%, 10/18/21 | 1,496,043 | 0.1 | ||||||||||
1,825,000 | # | Gulf Stream - Compass CLO, 2.235%, 10/28/19 | 1,841,564 | 0.1 | ||||||||||
3,100,000 | # | Gulf Stream - Compass CLO, 3.685%, 10/28/19 | 3,101,724 | 0.2 | ||||||||||
1,500,000 | # | Gulf Stream - Sextant CLO 2007-1 Ltd., 2.635%, 06/17/21 | 1,434,615 | 0.1 | ||||||||||
3,040,000 | # | Gulf Stream - Sextant CLO, 1.834%, 08/21/20 | 2,979,109 | 0.2 | ||||||||||
650,000 | # | Gulf Stream-Rashinban CLO 2006-1 Ltd., 0.915%, 11/26/20 | 631,072 | 0.0 | ||||||||||
1,150,000 | # | Halcyon Structured Asset Management Long Secured/Short Unsecured, 0.687%, 08/07/21 | 1,130,956 | 0.1 |
1,350,000 | # | Halcyon Structured Asset Management Long Secured/Short Unsecured, 2.537%, 08/07/21 | 1,335,867 | 0.1 | ||||||||||
1,000,000 | # | Hewett's Island Clo V Ltd., 0.934%, 12/05/18 | 994,571 | 0.0 | ||||||||||
900,000 | # | Invitation Homes 2013-SFR1 Trust, 2.900%, 12/17/30 | 852,223 | 0.0 | ||||||||||
1,380,000 | # | Invitation Homes Trust, 2.254%, 06/17/31 | 1,376,827 | 0.1 | ||||||||||
1,000,000 | # | Jersey Street CLO Ltd., 0.984%, 10/20/18 | 985,641 | 0.0 | ||||||||||
2,200,000 | # | Kennecott Funding Ltd., 2.034%, 01/13/18 | 2,176,671 | 0.1 | ||||||||||
750,000 | # | Kingsland I Ltd., 2.034%, 06/13/19 | 748,829 | 0.0 | ||||||||||
1,250,000 | # | Kingsland III Ltd., 0.885%, 08/24/21 | 1,198,893 | 0.1 | ||||||||||
1,500,000 | # | LCM V Ltd, 1.583%, 03/21/19 | 1,423,787 | 0.1 | ||||||||||
293,890 | Lehman XS Trust, 0.435%, 08/25/35 | 287,491 | 0.0 | |||||||||||
1,000,000 | # | LightPoint CLO V, 0.943%, 08/05/19 | 981,826 | 0.0 | ||||||||||
1,281,728 | # | Madison Park Funding IV Ltd., 3.833%, 03/22/21 | 1,243,721 | 0.1 | ||||||||||
1,750,000 | # | Madison Park Funding Ltd., 2.034%, 03/25/20 | 1,711,773 | 0.1 | ||||||||||
1,780,000 | # | Madison Park Funding Ltd., 2.133%, 05/10/19 | 1,780,570 | 0.1 | ||||||||||
1,000,000 | # | Madison Park Funding Ltd., 3.485%, 07/26/21 | 995,229 | 0.0 | ||||||||||
1,480,000 | Madison Park Funding Ltd., 4.983%, 05/10/19 | 1,482,401 | 0.1 | |||||||||||
1,250,000 | # | Madison Park Funding Ltd., 5.485%, 07/26/21 | 1,252,809 | 0.1 | ||||||||||
1,100,000 | # | Momentum Capital Fund Ltd., 1.634%, 09/18/21 | 1,086,642 | 0.1 | ||||||||||
1,550,000 | # | Morgan Stanley Investment Management Croton Ltd, 0.684%, 01/15/18 | 1,540,046 | 0.1 | ||||||||||
4,000,000 | # | MSIM Peconic Bay Ltd., 2.234%, 07/20/19 | 4,024,928 | 0.2 | ||||||||||
4,000,000 | # | Muir Grove CLO Ltd., 2.234%, 03/25/20 | 4,000,436 | 0.2 | ||||||||||
1,500,000 | # | Muir Grove CLO Ltd., 3.234%, 03/25/20 | 1,497,665 | 0.1 | ||||||||||
850,000 | # | Northwoods Capital VII Ltd., 3.732%, 10/22/21 | 850,213 | 0.0 | ||||||||||
1,000,000 | # | Oak Hill Credit Partners IV Ltd., 1.931%, 05/17/21 | 992,792 | 0.0 | ||||||||||
1,500,000 | # | Ocean Trails CLO I, 0.984%, 10/12/20 | 1,441,445 | 0.1 | ||||||||||
4,517,210 | Securitized Asset Backed Receivables LLC Trust 2006-NC2, 0.395%, 03/25/36 | 3,984,188 | 0.2 | |||||||||||
1,000,000 | # | Silverado CLO 2006-I Ltd., 1.984%, 04/11/20 | 999,671 | 0.1 | ||||||||||
2,200,000 | # | Stanfield Arnage CLO Ltd., 2.438%, 08/27/21 | 2,215,796 | 0.1 | ||||||||||
2,000,000 | # | Trade MAPS 1 Ltd., 2.402%, 12/10/18 | 2,020,000 | 0.1 | ||||||||||
1,550,000 | # | WhiteHorse III Ltd./Corp, 0.990%, 05/01/18 | 1,548,411 | 0.1 |
See Accompanying Notes to Financial Statements
24 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) (continued) |
1,250,000 | # | WhiteHorse III Ltd/Corp, 2.090%, 05/01/18 | 1,238,416 | 0.1 | ||||||||||
134,160,961 | 7.2 | |||||||||||||
Total Asset-Backed Securities (Cost $165,022,592) | 166,348,859 | 8.9 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 30.3% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 6.7%## | ||||||||||||||
111,961 | 0.504%, due 02/15/32 | 113,013 | 0.0 | |||||||||||
17,615 | 2.308%, due 05/01/37 | 18,811 | 0.0 | |||||||||||
1,244,000 | W | 3.000%, due 01/15/27 | 1,276,411 | 0.1 | ||||||||||
2,818,686 | 3.000%, due 02/01/27 | 2,905,344 | 0.1 | |||||||||||
1,490,592 | 3.000%, due 02/01/27 | 1,536,418 | 0.1 | |||||||||||
15,793,000 | W | 3.000%, due 06/15/42 | 15,547,468 | 0.8 | ||||||||||
281,841 | 3.254%, due 03/15/38 | 298,718 | 0.0 | |||||||||||
25,570,000 | W | 3.500%, due 02/15/41 | 26,100,376 | 1.4 | ||||||||||
2,088,982 | ^^ | 4.000%, due 01/15/36 | 2,010,085 | 0.1 | ||||||||||
10,916,000 | W | 4.000%, due 06/15/40 | 11,459,236 | 0.6 | ||||||||||
3,190,510 | 4.000%, due 10/01/41 | 3,364,573 | 0.2 | |||||||||||
4,568,207 | 4.000%, due 12/01/41 | 4,817,432 | 0.3 | |||||||||||
9,081,349 | ^ | 4.000%, due 04/15/43 | 1,774,951 | 0.1 | ||||||||||
3,735,404 | 4.000%, due 09/01/44 | 3,939,194 | 0.2 | |||||||||||
6,738,694 | ^ | 4.500%, due 12/15/40 | 1,236,694 | 0.1 | ||||||||||
624,020 | 4.500%, due 08/01/41 | 674,016 | 0.0 | |||||||||||
1,978,745 | 4.500%, due 08/01/41 | 2,136,264 | 0.1 | |||||||||||
2,646,347 | 4.500%, due 09/01/41 | 2,857,743 | 0.1 | |||||||||||
2,989,136 | 4.500%, due 10/01/41 | 3,228,112 | 0.2 | |||||||||||
1,334,428 | 4.500%, due 01/15/42 | 1,370,375 | 0.1 | |||||||||||
3,136,949 | 4.500%, due 03/01/44 | 3,391,602 | 0.2 | |||||||||||
1,040,703 | ^ | 4.946%, due 03/15/33 | 1,095,068 | 0.1 | ||||||||||
407,328 | 5.000%, due 12/15/17 | 428,125 | 0.0 | |||||||||||
1,001,668 | 5.000%, due 02/15/35 | 1,080,546 | 0.1 | |||||||||||
1,080,159 | 5.000%, due 02/15/35 | 1,153,731 | 0.1 | |||||||||||
316,423 | 5.000%, due 02/15/35 | 334,538 | 0.0 | |||||||||||
378,780 | 5.000%, due 01/01/41 | 417,240 | 0.0 | |||||||||||
892,258 | 5.500%, due 11/15/22 | 957,970 | 0.0 | |||||||||||
1,051,205 | 5.500%, due 12/15/32 | 1,161,618 | 0.1 | |||||||||||
430,205 | 5.500%, due 09/15/34 | 477,044 | 0.0 | |||||||||||
4,037,444 | 5.500%, due 02/15/36 | 4,483,579 | 0.2 | |||||||||||
1,613,206 | 5.500%, due 08/15/36 | 1,802,845 | 0.1 | |||||||||||
1,445,670 | 5.500%, due 06/15/37 | 1,602,002 | 0.1 | |||||||||||
116,490 | 5.500%, due 07/01/37 | 130,625 | 0.0 | |||||||||||
1,816,065 | 5.500%, due 07/15/37 | 2,022,608 | 0.1 | |||||||||||
5,931,991 | 5.500%, due 11/01/38 | 6,663,141 | 0.4 | |||||||||||
10,479,492 | ^ | 5.846%, due 05/15/36 | 1,154,905 | 0.1 | ||||||||||
4,104,370 | ^ | 5.896%, due 07/15/40 | 637,814 | 0.0 | ||||||||||
8,712 | 6.000%, due 12/01/28 | 9,812 | 0.0 | |||||||||||
21,555 | 6.000%, due 01/01/29 | 24,290 | 0.0 | |||||||||||
370,469 | 6.000%, due 01/15/29 | 408,453 | 0.0 | |||||||||||
392,767 | 6.000%, due 01/15/29 | 434,139 | 0.0 | |||||||||||
419,791 | 6.000%, due 07/15/32 | 464,032 | 0.0 | |||||||||||
375,210 | ^ | 6.000%, due 04/15/33 | 88,423 | 0.0 | ||||||||||
1,485,001 | 6.000%, due 07/15/36 | 1,622,414 | 0.1 | |||||||||||
2,828,720 | 6.000%, due 10/15/37 | 3,087,419 | 0.2 | |||||||||||
5,963,976 | ^ | 6.331%, due 06/15/36 | 960,031 | 0.0 | ||||||||||
3,972,158 | ^ | 6.396%, due 05/15/41 | 814,133 | 0.0 | ||||||||||
9,538,982 | ^ | 6.446%, due 09/15/34 | 1,105,503 | 0.1 | ||||||||||
16,294 | 6.500%, due 01/01/24 | 18,437 | 0.0 | |||||||||||
16,757 | 6.500%, due 12/01/31 | 19,681 | 0.0 | |||||||||||
1,584,886 | 6.500%, due 09/01/34 | 1,806,470 | 0.1 | |||||||||||
6,444 | 7.000%, due 11/01/31 | 6,663 | 0.0 | |||||||||||
9,112 | 7.000%, due 03/01/32 | 10,926 | 0.0 | |||||||||||
126,541,061 | 6.7 | |||||||||||||
Federal National Mortgage Association: 18.5%## | ||||||||||||||
159,740 | 0.554%, due 04/18/28 | 161,375 | 0.0 | |||||||||||
68,759 | 0.700%, due 10/25/33 | 69,429 | 0.0 |
97,018 | 0.705%, due 01/25/32 | 95,430 | 0.0 | |||||||||||
947,956 | 1.653%, due 06/25/33 | 957,102 | 0.1 | |||||||||||
1,522,307 | 3.000%, due 10/01/27 | 1,570,578 | 0.1 | |||||||||||
45,951,000 | W | 3.000%, due 07/25/42 | 45,173,779 | 2.4 | ||||||||||
12,170,741 | 3.000%, due 05/01/43 | 12,022,818 | 0.6 | |||||||||||
6,099,736 | 3.000%, due 07/01/43 | 6,024,320 | 0.3 | |||||||||||
5,520,000 | W | 3.500%, due 07/25/26 | 5,802,900 | 0.3 | ||||||||||
77,656,000 | W | 3.500%, due 04/25/42 | 79,148,454 | 4.2 | ||||||||||
11,903,110 | ^ | 3.500%, due 06/25/42 | 1,730,368 | 0.1 | ||||||||||
469,999 | ^ | 4.000%, due 11/01/18 | 27,080 | 0.0 | ||||||||||
74,861,000 | W | 4.000%, due 08/25/40 | 78,661,366 | 4.2 | ||||||||||
7,389,581 | ^ | 4.000%, due 04/25/41 | 1,264,767 | 0.1 | ||||||||||
1,518,644 | 4.000%, due 03/01/42 | 1,604,004 | 0.1 | |||||||||||
793,549 | 4.000%, due 07/01/42 | 838,121 | 0.0 | |||||||||||
941,264 | 4.000%, due 07/01/42 | 994,410 | 0.1 | |||||||||||
4,655,561 | 4.000%, due 07/01/42 | 4,919,388 | 0.3 | |||||||||||
4,547,822 | 4.000%, due 07/01/42 | 4,802,268 | 0.3 | |||||||||||
4,163,769 | 4.250%, due 11/01/43 | 4,451,129 | 0.2 | |||||||||||
4,262,761 | 4.500%, due 10/25/34 | 4,611,806 | 0.3 | |||||||||||
38,855,000 | W | 4.500%, due 11/15/35 | 41,819,210 | 2.2 | ||||||||||
1,282,720 | 4.500%, due 11/01/40 | 1,387,908 | 0.1 | |||||||||||
700,720 | 4.500%, due 11/01/40 | 757,904 | 0.0 | |||||||||||
19,521 | 4.500%, due 12/01/40 | 21,121 | 0.0 | |||||||||||
11,560 | 4.500%, due 12/01/40 | 12,507 | 0.0 | |||||||||||
23,155 | 4.500%, due 01/01/41 | 25,053 | 0.0 | |||||||||||
18,698 | 4.500%, due 01/01/41 | 20,228 | 0.0 | |||||||||||
1,147,929 | 4.500%, due 09/01/41 | 1,241,920 | 0.1 | |||||||||||
1,803,541 | 4.500%, due 10/01/41 | 1,951,602 | 0.1 | |||||||||||
369,130 | 4.997%, due 07/01/35 | 396,345 | 0.0 | |||||||||||
411,509 | 5.000%, due 06/01/33 | 455,214 | 0.0 | |||||||||||
1,738,487 | 5.000%, due 09/25/33 | 1,882,601 | 0.1 | |||||||||||
511,159 | 5.000%, due 07/25/34 | 522,045 | 0.0 | |||||||||||
509,767 | 5.000%, due 02/01/35 | 563,937 | 0.0 | |||||||||||
859,415 | 5.000%, due 07/01/35 | 950,790 | 0.1 | |||||||||||
990,888 | 5.000%, due 08/01/35 | 1,095,575 | 0.1 | |||||||||||
104,785 | 5.000%, due 10/01/35 | 115,854 | 0.0 | |||||||||||
169,400 | 5.000%, due 02/01/36 | 187,326 | 0.0 | |||||||||||
722,234 | 5.000%, due 07/01/36 | 798,992 | 0.0 | |||||||||||
942,504 | 5.000%, due 07/01/37 | 1,042,754 | 0.1 | |||||||||||
518,902 | 5.000%, due 11/01/40 | 574,954 | 0.0 | |||||||||||
228,201 | 5.000%, due 05/01/41 | 252,246 | 0.0 | |||||||||||
597,410 | 5.000%, due 06/01/41 | 660,447 | 0.0 | |||||||||||
1,016,713 | 5.000%, due 06/01/41 | 1,125,953 | 0.1 | |||||||||||
21,722 | 5.500%, due 02/01/18 | 23,002 | 0.0 | |||||||||||
479,370 | 5.500%, due 08/25/34 | 523,114 | 0.0 | |||||||||||
558,177 | 5.500%, due 03/01/37 | 624,666 | 0.0 | |||||||||||
565,151 | 5.500%, due 06/01/39 | 634,262 | 0.0 | |||||||||||
5,673,120 | 5.500%, due 10/01/39 | 6,359,564 | 0.3 | |||||||||||
8,851,190 | ^ | 5.996%, due 11/25/39 | 1,196,179 | 0.1 | ||||||||||
20,895 | 6.000%, due 08/01/16 | 21,529 | 0.0 | |||||||||||
213 | 6.000%, due 12/01/16 | 219 | 0.0 | |||||||||||
10,598 | 6.000%, due 03/01/17 | 10,952 | 0.0 | |||||||||||
114,194 | 6.000%, due 09/01/17 | 118,633 | 0.0 | |||||||||||
6,432 | 6.000%, due 11/01/17 | 6,695 | 0.0 | |||||||||||
8,940 | 6.000%, due 10/01/18 | 9,402 | 0.0 | |||||||||||
474,543 | 6.000%, due 07/25/29 | 518,721 | 0.0 | |||||||||||
201,560 | 6.000%, due 07/25/29 | 220,324 | 0.0 | |||||||||||
379,734 | 6.000%, due 04/25/31 | 420,418 | 0.0 | |||||||||||
608,714 | ^ | 6.000%, due 08/25/33 | 136,277 | 0.0 | ||||||||||
156,271 | 6.000%, due 09/01/36 | 176,518 | 0.0 | |||||||||||
243,278 | 6.000%, due 02/25/37 | 267,328 | 0.0 | |||||||||||
5,686,739 | 6.000%, due 01/01/38 | 6,550,878 | 0.4 | |||||||||||
1,387,766 | 6.000%, due 05/01/38 | 1,519,270 | 0.1 | |||||||||||
7,841,102 | ^ | 6.396%, due 09/25/40 | 1,468,245 | 0.1 | ||||||||||
21,092,382 | ^ | 6.446%, due 04/25/31 | 3,888,741 | 0.2 | ||||||||||
16,736,741 | ^ | 6.466%, due 06/25/40 | 2,939,499 | 0.2 | ||||||||||
4,264 | 6.500%, due 02/01/28 | 4,830 | 0.0 | |||||||||||
6,154 | 6.500%, due 07/01/29 | 6,972 | 0.0 | |||||||||||
153 | 6.500%, due 06/01/31 | 173 | 0.0 | |||||||||||
256 | 6.500%, due 09/01/31 | 290 | 0.0 |
See Accompanying Notes to Financial Statements
25 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) (continued) |
728 | 6.500%, due 09/01/31 | 825 | 0.0 | |||||||||||
30,350 | 6.500%, due 11/01/31 | 35,703 | 0.0 | |||||||||||
13,608 | 6.500%, due 04/01/32 | 15,415 | 0.0 | |||||||||||
5,433 | 6.500%, due 08/01/32 | 6,155 | 0.0 | |||||||||||
2,352 | 6.500%, due 08/01/32 | 2,667 | 0.0 | |||||||||||
13,023 | 6.500%, due 01/01/33 | 14,753 | 0.0 | |||||||||||
56,909 | 6.500%, due 02/01/33 | 64,470 | 0.0 | |||||||||||
843,966 | ^ | 6.546%, due 08/25/26 | 115,562 | 0.0 | ||||||||||
4,911,381 | ^ | 6.546%, due 07/25/42 | 937,946 | 0.1 | ||||||||||
2,780,007 | ^ | 6.586%, due 01/25/37 | 516,431 | 0.0 | ||||||||||
10,117,739 | ^ | 6.596%, due 10/25/35 | 1,821,901 | 0.1 | ||||||||||
24,202 | 7.000%, due 12/01/27 | 27,034 | 0.0 | |||||||||||
3,796 | 7.000%, due 10/01/31 | 4,093 | 0.0 | |||||||||||
4,889 | 7.000%, due 03/01/32 | 5,630 | 0.0 | |||||||||||
3,352 | 7.500%, due 09/01/30 | 4,023 | 0.0 | |||||||||||
3,080 | 7.500%, due 10/01/30 | 3,120 | 0.0 | |||||||||||
1,125 | 7.500%, due 10/01/30 | 1,156 | 0.0 | |||||||||||
8,184 | 7.500%, due 09/01/31 | 10,002 | 0.0 | |||||||||||
29,046 | 7.500%, due 02/01/32 | 34,001 | 0.0 | |||||||||||
723,164 | ^ | 7.532%, due 02/17/29 | 127,869 | 0.0 | ||||||||||
691,996 | 22.407%, due 01/25/35 | 911,970 | 0.1 | |||||||||||
76,764 | 27.982%, due 02/25/34 | 106,605 | 0.0 | |||||||||||
591,052 | 32.678%, due 11/25/36 | 1,014,459 | 0.1 | |||||||||||
346,221,869 | 18.5 | |||||||||||||
Government National Mortgage Association: 5.1% | ||||||||||||||
20,018,000 | 3.500%, due 07/20/42 | 20,685,787 | 1.1 | |||||||||||
977,390 | 4.000%, due 11/20/40 | 1,040,571 | 0.1 | |||||||||||
5,975,000 | 4.000%, due 06/20/41 | 6,332,566 | 0.3 | |||||||||||
1,402,951 | 4.000%, due 10/20/41 | 1,471,999 | 0.1 | |||||||||||
26,124,000 | 4.500%, due 03/20/39 | 28,336,375 | 1.5 | |||||||||||
6,751,943 | 4.500%, due 05/16/39 | 7,316,496 | 0.4 | |||||||||||
2,795,493 | 4.500%, due 05/20/39 | 3,044,079 | 0.2 | |||||||||||
1,042,974 | 4.500%, due 10/15/39 | 1,144,816 | 0.1 | |||||||||||
928,233 | 4.500%, due 11/15/39 | 1,018,876 | 0.0 | |||||||||||
1,002,112 | 4.500%, due 11/15/39 | 1,099,968 | 0.1 | |||||||||||
245,288 | 4.500%, due 12/15/39 | 269,240 | 0.0 | |||||||||||
277,410 | 4.500%, due 08/20/41 | 302,057 | 0.0 | |||||||||||
3,229,498 | ^ | 4.500%, due 09/20/41 | 633,849 | 0.0 | ||||||||||
1,718,000 | 4.750%, due 05/20/39 | 1,879,104 | 0.1 | |||||||||||
860,921 | ^ | 5.000%, due 06/16/39 | 5,039 | 0.0 | ||||||||||
2,212,452 | ^ | 5.000%, due 04/20/40 | 924,257 | 0.0 | ||||||||||
1,232,172 | 5.140%, due 10/20/60 | 1,348,307 | 0.1 | |||||||||||
13,643,760 | ^ | 5.196%, due 05/16/41 | 2,120,615 | 0.1 | ||||||||||
1,358,015 | 5.288%, due 10/20/60 | 1,498,984 | 0.1 | |||||||||||
953,491 | 5.500%, due 03/20/60 | 1,048,355 | 0.1 | |||||||||||
6,297,391 | ^ | 5.697%, due 06/20/40 | 991,197 | 0.0 | ||||||||||
35,892,406 | ^ | 5.946%, due 05/16/40 | 5,259,483 | 0.3 | ||||||||||
2,209,669 | ^ | 6.047%, due 06/20/38 | 242,831 | 0.0 | ||||||||||
3,829,032 | ^ | 6.047%, due 04/20/39 | 552,390 | 0.0 | ||||||||||
15,427,416 | ^ | 6.147%, due 05/20/39 | 1,577,409 | 0.1 | ||||||||||
2,804,303 | ^ | 6.247%, due 04/20/38 | 411,750 | 0.0 | ||||||||||
1,326,849 | ^ | 6.346%, due 05/16/38 | 225,653 | 0.0 | ||||||||||
3,478,590 | ^ | 6.397%, due 01/20/38 | 502,995 | 0.0 | ||||||||||
15,894,646 | ^ | 6.467%, due 08/20/40 | 3,307,873 | 0.2 | ||||||||||
7,283,920 | ^ | 6.496%, due 09/16/40 | 1,320,240 | 0.1 | ||||||||||
2,286,312 | ^ | 6.616%, due 02/16/35 | 402,342 | 0.0 | ||||||||||
113,887 | ^ | 8.096%, due 06/16/31 | 11,114 | 0.0 | ||||||||||
96,326,617 | 5.1 | |||||||||||||
Total U.S. Government Agency Obligations (Cost $561,571,506) | 569,089,547 | 30.3 | ||||||||||||
FOREIGN GOVERNMENT BONDS: 3.1% | ||||||||||||||
1,200,000 | # | Aruba Government Bond, 4.625%, 09/14/23 | 1,212,000 | 0.1 | ||||||||||
1,689,000 | Republic of Belarus, 8.750%, 08/03/15 | 1,731,563 | 0.1 |
695,000 | Belize Government International Bond, 5.000%, 02/20/38 | 519,513 | 0.0 | |||||||||||
277,600 | #,L | Belize Government International Bond, 5.000%, 02/20/38 | 207,506 | 0.0 | ||||||||||
700,000 | # | Bolivian Government International Bond, 5.950%, 08/22/23 | 754,250 | 0.1 | ||||||||||
1,968,000 | L | Brazilian Government International Bond, 2.625%, 01/05/23 | 1,776,120 | 0.1 | ||||||||||
1,062,000 | Colombia Government International Bond, 2.625%, 03/15/23 | 979,695 | 0.1 | |||||||||||
400,000 | Colombia Government International Bond, 7.375%, 03/18/19 | 479,000 | 0.0 | |||||||||||
760,000 | Colombia Government International Bond, 8.125%, 05/21/24 | 1,010,800 | 0.1 | |||||||||||
350,000 | # | Costa Rica Government International Bond, 4.250%, 01/26/23 | 324,625 | 0.0 | ||||||||||
400,000 | Costa Rica Government International Bond, 9.995%, 08/01/20 | 508,000 | 0.0 | |||||||||||
272,000 | Croatia Government International Bond, 6.375%, 03/24/21 | 296,480 | 0.0 | |||||||||||
270,000 | Dominican Republic International Bond, 5.875%, 04/18/24 | 279,450 | 0.0 | |||||||||||
300,000 | # | Dominican Republic International Bond, 6.600%, 01/28/24 | 322,500 | 0.0 | ||||||||||
232,000 | # | El Salvador Government International Bond, 5.875%, 01/30/25 | 229,100 | 0.0 | ||||||||||
400,000 | Financing of Infrastrucural Projects State Enterprise, 9.000%, 12/07/17 | 334,000 | 0.0 | |||||||||||
290,380 | # | Gabonese Republic, 6.375%, 12/12/24 | 310,707 | 0.0 | ||||||||||
300,000 | # | Guatemala Government Bond, 4.875%, 02/13/28 | 308,250 | 0.0 | ||||||||||
559,000 | Guatemala Government Bond, 8.125%, 10/06/34 | 737,880 | 0.1 | |||||||||||
1,000,000 | # | Hrvatska Elektroprivreda, 6.000%, 11/09/17 | 1,053,720 | 0.1 | ||||||||||
156,000 | Hungary Government International Bond, 5.375%, 02/21/23 | 165,360 | 0.0 | |||||||||||
916,000 | L | Hungary Government International Bond, 7.625%, 03/29/41 | 1,172,480 | 0.1 | ||||||||||
750,000 | Indonesia Government International Bond, 3.375%, 04/15/23 | 701,250 | 0.0 | |||||||||||
1,320,000 | # | Indonesia Government International Bond, 3.750%, 04/25/22 | 1,280,400 | 0.1 | ||||||||||
1,246,000 | Ivory Coast Government International Bond, 5.750%, 12/31/32 | 1,194,603 | 0.1 | |||||||||||
600,000 | # | KazAgro National Management Holding JSC, 4.625%, 05/24/23 | 571,620 | 0.0 |
See Accompanying Notes to Financial Statements
26 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) (continued) |
600,000 | # | Kazakhstan Temir Zholy Finance BV, 6.950%, 07/10/42 | 651,324 | 0.0 | ||||||||||
1,100,000 | Lithuania Government International Bond, 6.625%, 02/01/22 | 1,313,125 | 0.1 | |||||||||||
264,000 | # | Lithuania Government International Bond, 6.625%, 02/01/22 | 315,150 | 0.0 | ||||||||||
534,000 | Mexico Government International Bond, 4.000%, 10/02/23 | 552,557 | 0.0 | |||||||||||
160,000 | Mexico Government International Bond, 4.750%, 03/08/44 | 159,200 | 0.0 | |||||||||||
500,000 | Morocco Government International Bond, 4.250%, 12/11/22 | 498,850 | 0.0 | |||||||||||
600,000 | # | Morocco Government International Bond, 4.250%, 12/11/22 | 598,620 | 0.0 | ||||||||||
850,000 | Namibia International Bonds, 5.500%, 11/03/21 | 905,335 | 0.1 | |||||||||||
350,000 | Nigeria Government International Bond, 6.750%, 01/28/21 | 382,445 | 0.0 | |||||||||||
200,000 | Pakistan Government International Bond, 6.875%, 06/01/17 | 205,500 | 0.0 | |||||||||||
200,000 | Pakistan Government International Bond, 7.875%, 03/31/36 | 182,700 | 0.0 | |||||||||||
693,000 | Panama Government International Bond, 6.700%, 01/26/36 | 854,122 | 0.1 | |||||||||||
448,000 | Petrobras International Finance Co. - Pifco, 3.500%, 02/06/17 | 456,906 | 0.0 | |||||||||||
948,000 | Petroleos de Venezuela SA, 5.250%, 04/12/17 | 663,600 | 0.0 | |||||||||||
853,000 | Petroleos de Venezuela SA, 9.000%, 11/17/21 | 573,643 | 0.0 | |||||||||||
1,601,400 | Petroleos de Venezuela SA, 9.750%, 05/17/35 | 1,032,903 | 0.1 | |||||||||||
270,000 | Petroleos Mexicanos, 3.500%, 07/18/18 | 280,665 | 0.0 | |||||||||||
330,000 | # | Petroleos Mexicanos, 4.875%, 01/18/24 | 346,995 | 0.0 | ||||||||||
1,073,000 | Petroleos Mexicanos, 5.500%, 01/21/21 | 1,186,201 | 0.1 | |||||||||||
1,370,000 | Petroleos Mexicanos, 5.500%, 06/27/44 | 1,405,086 | 0.1 | |||||||||||
1,173,333 | Petroleum Co. of Trinidad & Tobago Ltd., 6.000%, 05/08/22 | 1,270,133 | 0.1 | |||||||||||
1,309,000 | Philippine Government International Bond, 4.000%, 01/15/21 | 1,382,631 | 0.1 | |||||||||||
300,000 | Philippine Government International Bond, 7.750%, 01/14/31 | 418,125 | 0.0 | |||||||||||
700,000 | Republic of the Philippines, 6.375%, 10/23/34 | 883,750 | 0.1 | |||||||||||
706,000 | Poland Government International Bond, 3.000%, 03/17/23 | 684,382 | 0.0 |
418,000 | Poland Government International Bond, 5.000%, 03/23/22 | 460,322 | 0.0 | |||||||||||
1,400,000 | Republic of Angola Via Northern Lights III BV, 7.000%, 08/16/19 | 1,514,870 | 0.1 | |||||||||||
332,000 | Republic of Ghana, 8.500%, 10/04/17 | 357,730 | 0.0 | |||||||||||
1,000,000 | # | Republic of Latvia, 2.750%, 01/12/20 | 986,250 | 0.1 | ||||||||||
600,000 | Republic of Paraguay, 4.625%, 01/25/23 | 614,100 | 0.0 | |||||||||||
600,000 | # | Republic of Paraguay, 4.625%, 01/25/23 | 614,100 | 0.0 | ||||||||||
136,000 | # | Romanian Government International Bond, 4.375%, 08/22/23 | 139,774 | 0.0 | ||||||||||
524,000 | Romanian Government International Bond, 6.750%, 02/07/22 | 621,595 | 0.0 | |||||||||||
630,000 | # | Republic of Serbia, 5.250%, 11/21/17 | 650,475 | 0.0 | ||||||||||
500,000 | Sri Lanka Government International Bond, 5.875%, 07/25/22 | 520,000 | 0.0 | |||||||||||
570,000 | Tanzania Government International Bond, 6.329%, 03/09/20 | 617,025 | 0.0 | |||||||||||
1,000,000 | # | Transnet SOC Ltd., 4.000%, 07/26/22 | 946,450 | 0.1 | ||||||||||
448,000 | Turkey Government International Bond, 5.125%, 03/25/22 | 462,112 | 0.0 | |||||||||||
800,000 | Turkey Government International Bond, 6.000%, 01/14/41 | 831,000 | 0.1 | |||||||||||
200,000 | Turkey Government International Bond, 6.250%, 09/26/22 | 220,500 | 0.0 | |||||||||||
2,183,000 | Turkey Government International Bond, 7.375%, 02/05/25 | 2,597,770 | 0.2 | |||||||||||
7,212,000 | Ukraine Government AID Bonds, 1.844%, 05/16/19 | 7,204,788 | 0.4 | |||||||||||
337,000 | Uruguay Government International Bond, 4.500%, 08/14/24 | 353,850 | 0.0 | |||||||||||
253,970 | Uruguay Government International Bond, 7.625%, 03/21/36 | 338,415 | 0.0 | |||||||||||
189,180 | &,L | Uruguay Government International Bond, 7.875%, 01/15/33 | 254,447 | 0.0 | ||||||||||
341,643 | Uruguay Government International Bond, 8.000%, 11/18/22 | 444,136 | 0.0 | |||||||||||
800,000 | Vietnam Government International Bond, 6.750%, 01/29/20 | 909,000 | 0.1 | |||||||||||
300,000 | #,L | Zambia Government International Bond, 5.375%, 09/20/22 | 286,500 | 0.0 | ||||||||||
Total Foreign Government Bonds (Cost $57,914,153) | 57,610,029 | 3.1 |
See Accompanying Notes to Financial Statements
27 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) (continued) |
# of Contracts | Value | Percentage of Net Assets | ||||||||||||
PURCHASED OPTIONS: 0.1% | ||||||||||||||
Interest Rate Swaptions: 0.1% | ||||||||||||||
331,320,000 | @ | Receive a fixed rate equal to 2.000% and pay a floating rate equal to the 3-month USD-LIBOR-BBA, Exp. 11/03/14 Counterparty: Deutsche Bank AG | 1,283,783 | 0.1 | ||||||||||
343,506,087 | @ | Receive a floating rate equal to the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 5.008%, Exp. 05/29/15 Counterparty: Goldman Sachs & Co. | 282,754 | 0.0 | ||||||||||
1,566,537 | 0.1 | |||||||||||||
Total Purchased Options (Cost $4,234,344) | 1,566,537 | 0.1 | ||||||||||||
Total Long-Term Investments (Cost $1,936,880,664) | 1,956,759,791 | 104.4 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 15.4% | ||||||||||||||
Securities Lending Collateralcc(1): 1.0% | ||||||||||||||
4,360,809 | Bank of Nova Scotia, Repurchase Agreement dated 09/30/14, 0.00%, due 10/01/14 (Repurchase Amount $4,360,809, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.180%-8.500%, Market Value plus accrued interest $4,451,613, due 11/17/14-11/15/42) | 4,360,809 | 0.3 | |||||||||||
4,360,809 | Daiwa Capital Markets, Repurchase Agreement dated 09/30/14, 0.01%, due 10/01/14 (Repurchase Amount $4,360,810, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-11.250%, Market Value plus accrued interest $4,448,025, due 10/23/14-03/01/48) | 4,360,809 | 0.2 |
1,281,839 | Millenium Fixed Income Ltd., Repurchase Agreement dated 09/30/14, 0.02%, due 10/01/14 (Repurchase Amount $1,281,840, collateralized by various U.S. Government Securities, 0.750%-2.125%, Market Value plus accrued interest $1,307,476, due 12/31/15-06/30/18) | 1,281,839 | 0.1 | |||||||||||
4,360,809 | Nomura Securities, Repurchase Agreement dated 09/30/14, 0.00%, due 10/01/14 (Repurchase Amount $4,360,809, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.500%, Market Value plus accrued interest $4,448,025, due 10/02/14-10/01/44) | 4,360,809 | 0.2 | |||||||||||
3,996,999 | State of Wisconsin Investment Board, Repurchase Agreement dated 09/30/14, 0.05%, due 10/01/14 (Repurchase Amount $3,997,004, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $4,076,675, due 04/15/16-01/15/29) | 3,996,999 | 0.2 | |||||||||||
18,361,265 | 1.0 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 14.4% | ||||||||||||||
270,517,414 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.030%†† | |||||||||||||
(Cost $270,517,414) | 270,517,414 | 14.4 | ||||||||||||
Total Short-Term Investments (Cost $288,878,679) | 288,878,679 | 15.4 | ||||||||||||
Total Investments in Securities (Cost $2,225,759,343) | $ | 2,245,638,470 | 119.8 | |||||||||||
Liabilities in Excess of Other Assets | (370,620,806 | ) | (19.8 | ) | ||||||||||
Net Assets | $ | 1,875,017,664 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of September 30, 2014. |
See Accompanying Notes to Financial Statements
28 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) (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. |
## | 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. |
@ | Non-income producing security |
& | 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 September 30, 2014. |
± | Defaulted security |
^ | 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. |
^^ | 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 $2,226,638,982. | |
Net unrealized appreciation consists of: |
Gross Unrealized Appreciation | $ | 32,851,637 | ||
Gross Unrealized Depreciation | (13,852,149 | ) | ||
Net Unrealized Appreciation | $ | 18,999,488 |
See Accompanying Notes to Financial Statements
29 |
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 56.6% | ||||||||||||||
Basic Materials: 1.5% | ||||||||||||||
489,000 | Eastman Chemical Co., 2.400%, 06/01/17 | 499,326 | 0.3 | |||||||||||
500,000 | #,L | FMG Resources August 2006 Pty Ltd., 6.000%, 04/01/17 | 505,312 | 0.3 | ||||||||||
580,000 | Monsanto Co., 1.150%, 06/30/17 | 576,481 | 0.3 | |||||||||||
325,000 | Rio Tinto Finance USA Ltd., 1.875%, 11/02/15 | 329,416 | 0.2 | |||||||||||
301,000 | Rio Tinto Finance USA PLC, 1.375%, 06/17/16 | 302,894 | 0.2 | |||||||||||
330,000 | # | Xstrata Finance Canada Ltd., 2.050%, 10/23/15 | 333,762 | 0.2 | ||||||||||
2,547,191 | 1.5 | |||||||||||||
Communications: 5.5% | ||||||||||||||
525,000 | AT&T, Inc., 0.800%, 12/01/15 | 525,777 | 0.3 | |||||||||||
337,000 | AT&T, Inc., 1.400%, 12/01/17 | 335,381 | 0.2 | |||||||||||
500,000 | Cablevision Systems Corp., 8.625%, 09/15/17 | 556,875 | 0.3 | |||||||||||
850,000 | Cisco Systems, Inc., 1.100%, 03/03/17 | 849,857 | 0.5 | |||||||||||
342,000 | Comcast Corp., 6.300%, 11/15/17 | 390,884 | 0.2 | |||||||||||
365,000 | Cox Communications, Inc., 5.500%, 10/01/15 | 381,767 | 0.2 | |||||||||||
500,000 | DirecTV Financing Co., Inc., 1.750%, 01/15/18 | 498,026 | 0.3 | |||||||||||
500,000 | DISH DBS Corp., 7.125%, 02/01/16 | 531,250 | 0.3 | |||||||||||
414,000 | eBay, Inc., 1.350%, 07/15/17 | 412,579 | 0.2 | |||||||||||
600,000 | Juniper Networks, Inc., 3.100%, 03/15/16 | 615,934 | 0.4 | |||||||||||
500,000 | Sprint Nextel Corp., 6.000%, 12/01/16 | 526,875 | 0.3 | |||||||||||
425,000 | Symantec Corp., 2.750%, 09/15/15 | 432,767 | 0.3 | |||||||||||
300,000 | Telefonica Emisiones SAU, 3.992%, 02/16/16 | 312,265 | 0.2 | |||||||||||
567,000 | Thomson Reuters Corp., 0.875%, 05/23/16 | 566,268 | 0.3 | |||||||||||
255,000 | Thomson Reuters Corp., 1.650%, 09/29/17 | 254,843 | 0.2 | |||||||||||
409,000 | # | Verizon Communications, Inc., 2.625%, 02/21/20 | 404,472 | 0.2 | ||||||||||
1,500,000 | Verizon Communications, Inc., 3.000%, 04/01/16 | 1,546,643 | 0.9 | |||||||||||
261,000 | Vodafone Group PLC, 5.625%, 02/27/17 | 286,275 | 0.2 | |||||||||||
9,428,738 | 5.5 | |||||||||||||
Consumer, Cyclical: 3.5% | ||||||||||||||
193,000 | American Honda Finance Corp., 1.200%, 07/14/17 | 192,363 | 0.1 |
486,000 | American Honda Finance Corp., 2.250%, 08/15/19 | 485,823 | 0.3 | |||||||||||
454,000 | Costco Wholesale Corp., 1.125%, 12/15/17 | 450,230 | 0.3 | |||||||||||
190,000 | CVS Caremark Corp., 2.250%, 08/12/19 | 188,198 | 0.1 | |||||||||||
700,000 | # | Daimler Finance North America LLC, 1.250%, 01/11/16 | 704,927 | 0.4 | ||||||||||
277,000 | # | Glencore Funding LLC, 1.700%, 05/27/16 | 278,975 | 0.2 | ||||||||||
511,000 | Home Depot, Inc., 5.400%, 03/01/16 | 545,098 | 0.3 | |||||||||||
180,000 | # | Hyundai Capital America, 1.625%, 10/02/15 | 181,274 | 0.1 | ||||||||||
300,000 | # | Hyundai Capital America, 1.875%, 08/09/16 | 303,839 | 0.2 | ||||||||||
176,000 | Johnson Controls, Inc., 1.400%, 11/02/17 | 174,678 | 0.1 | |||||||||||
500,000 | Lennar Corp., 4.750%, 12/15/17 | 516,875 | 0.3 | |||||||||||
500,000 | MGM Mirage, 7.500%, 06/01/16 | 535,000 | 0.3 | |||||||||||
495,000 | Starbucks Corp., 0.875%, 12/05/16 | 495,141 | 0.3 | |||||||||||
280,000 | Target Corp., 5.875%, 07/15/16 | 305,495 | 0.2 | |||||||||||
200,000 | # | Volkswagen International Finance NV, 1.125%, 11/18/16 | 200,296 | 0.1 | ||||||||||
414,000 | Walgreen Co., 1.800%, 09/15/17 | 415,826 | 0.2 | |||||||||||
5,974,038 | 3.5 | |||||||||||||
Consumer, Non-cyclical: 12.0% | ||||||||||||||
550,000 | AbbVie, Inc., 1.200%, 11/06/15 | 552,196 | 0.3 | |||||||||||
582,000 | # | Actavis Funding SCS, 1.300%, 06/15/17 | 571,549 | 0.3 | ||||||||||
502,000 | Aetna, Inc., 1.500%, 11/15/17 | 500,385 | 0.3 | |||||||||||
521,000 | AmerisourceBergen Corp., 1.150%, 05/15/17 | 517,981 | 0.3 | |||||||||||
208,000 | Archer-Daniels-Midland Co., 5.450%, 03/15/18 | 233,289 | 0.1 | |||||||||||
303,000 | Baxter International, Inc., 0.950%, 06/01/16 | 304,078 | 0.2 | |||||||||||
329,000 | Beam, Inc., 1.875%, 05/15/17 | 331,003 | 0.2 | |||||||||||
253,000 | CareFusion Corp., 1.450%, 05/15/17 | 251,862 | 0.2 | |||||||||||
677,000 | Cigna Corp., 2.750%, 11/15/16 | 700,063 | 0.4 | |||||||||||
255,000 | Coca-Cola Co., 1.800%, 09/01/16 | 260,478 | 0.2 | |||||||||||
600,000 | ConAgra Foods, Inc., 1.300%, 01/25/16 | 602,597 | 0.4 | |||||||||||
420,000 | Diageo Capital PLC, 0.625%, 04/29/16 | 419,413 | 0.3 | |||||||||||
417,000 | Diageo Capital PLC, 1.500%, 05/11/17 | 419,384 | 0.3 |
See Accompanying Notes to Financial Statements
30 |
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) (continued) |
200,000 | Express Scripts Holding Co., 1.250%, 06/02/17 | 198,563 | 0.1 | |||||||||||
410,000 | Express Scripts, Inc., 3.125%, 05/15/16 | 424,803 | 0.3 | |||||||||||
500,000 | HCA, Inc., 6.500%, 02/15/16 | 523,125 | 0.3 | |||||||||||
500,000 | Hertz Corp., 6.750%, 04/15/19 | 518,750 | 0.3 | |||||||||||
500,000 | Jarden Corp., 7.500%, 05/01/17 | 548,750 | 0.3 | |||||||||||
202,000 | Kimberly-Clark Corp., 6.125%, 08/01/17 | 228,391 | 0.1 | |||||||||||
204,000 | Kroger Co/The, 6.400%, 08/15/17 | 230,765 | 0.1 | |||||||||||
304,000 | Lorillard Tobacco Co., 3.500%, 08/04/16 | 315,916 | 0.2 | |||||||||||
664,000 | McKesson Corp., 0.950%, 12/04/15 | 664,969 | 0.4 | |||||||||||
303,000 | McKesson Corp., 1.292%, 03/10/17 | 302,102 | 0.2 | |||||||||||
379,000 | Medtronic, Inc., 0.875%, 02/27/17 | 376,620 | 0.2 | |||||||||||
347,000 | Merck & Co., Inc., 0.700%, 05/18/16 | 347,649 | 0.2 | |||||||||||
200,000 | Molson Coors Brewing Co., 2.000%, 05/01/17 | 202,919 | 0.1 | |||||||||||
386,000 | # | Mylan, Inc., 6.000%, 11/15/18 | 399,987 | 0.2 | ||||||||||
200,000 | PepsiCo, Inc., 0.700%, 02/26/16 | 200,489 | 0.1 | |||||||||||
291,000 | PepsiCo, Inc., 0.700%, 08/13/15 | 292,014 | 0.2 | |||||||||||
420,000 | PepsiCo, Inc., 1.250%, 08/13/17 | 419,104 | 0.2 | |||||||||||
323,000 | # | Perrigo Co. Plc, 1.300%, 11/08/16 | 323,437 | 0.2 | ||||||||||
427,000 | L | Pfizer, Inc., 1.100%, 05/15/17 | 426,274 | 0.3 | ||||||||||
671,000 | Philip Morris International, Inc., 2.500%, 05/16/16 | 690,230 | 0.4 | |||||||||||
523,000 | Reynolds American, Inc., 1.050%, 10/30/15 | 524,681 | 0.3 | |||||||||||
500,000 | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 7.125%, 04/15/19 | 519,375 | 0.3 | |||||||||||
550,000 | Sanofi, 1.250%, 04/10/18 | 542,651 | 0.3 | |||||||||||
500,000 | Smithfield Foods, Inc., 7.750%, 07/01/17 | 556,250 | 0.3 | |||||||||||
575,000 | St Jude Medical, Inc., 2.500%, 01/15/16 | 587,365 | 0.3 | |||||||||||
465,000 | Synchrony Financial, 1.875%, 08/15/17 | 465,990 | 0.3 | |||||||||||
409,000 | Sysco Corp., 1.450%, 10/02/17 | 409,885 | 0.2 | |||||||||||
500,000 | Tenet Healthcare Corp., 6.250%, 11/01/18 | 533,125 | 0.3 | |||||||||||
671,000 | UnitedHealth Group, Inc., 0.850%, 10/15/15 | 673,159 | 0.4 | |||||||||||
500,000 | # | Valeant Pharmaceuticals International, 6.750%, 10/01/17 | 517,600 | 0.3 | ||||||||||
350,000 | Ventas Realty L.P., 1.250%, 04/17/17 | 348,555 | 0.2 |
316,000 | Ventas Realty L.P., 1.550%, 09/26/16 | 318,302 | 0.2 | |||||||||||
575,000 | WellPoint, Inc., 2.250%, 08/15/19 | 566,936 | 0.3 | |||||||||||
359,000 | # | WM Wrigley Jr Co., 1.400%, 10/21/16 | 360,946 | 0.2 | ||||||||||
300,000 | Zoetis, Inc., 1.150%, 02/01/16 | 300,733 | 0.2 | |||||||||||
20,524,688 | 12.0 | |||||||||||||
Energy: 3.3% | ||||||||||||||
541,000 | BP Capital Markets PLC, 0.700%, 11/06/15 | 541,533 | 0.3 | |||||||||||
200,000 | BP Capital Markets PLC, 2.248%, 11/01/16 | 205,233 | 0.1 | |||||||||||
500,000 | Chesapeake Energy Corp., 3.250%, 03/15/16 | 501,875 | 0.3 | |||||||||||
500,000 | CNOOC Finance 2013 Ltd., 1.125%, 05/09/16 | 500,558 | 0.3 | |||||||||||
282,000 | ConocoPhillips, 5.200%, 05/15/18 | 316,110 | 0.2 | |||||||||||
314,000 | Hess Corp., 1.300%, 06/15/17 | 313,036 | 0.2 | |||||||||||
261,000 | Marathon Oil Corp., 0.900%, 11/01/15 | 261,163 | 0.2 | |||||||||||
321,000 | Murphy Oil Corp., 2.500%, 12/01/17 | 326,323 | 0.2 | |||||||||||
302,000 | Petrobras Global Finance BV, 2.000%, 05/20/16 | 302,740 | 0.2 | |||||||||||
201,000 | Statoil ASA, 1.950%, 11/08/18 | 201,971 | 0.1 | |||||||||||
500,000 | Tesoro Corp., 4.250%, 10/01/17 | 515,000 | 0.3 | |||||||||||
421,000 | Total Capital International SA, 0.750%, 01/25/16 | 422,364 | 0.2 | |||||||||||
250,000 | Total Capital International SA, 1.550%, 06/28/17 | 251,969 | 0.1 | |||||||||||
600,000 | TransCanada PipeLines Ltd., 0.750%, 01/15/16 | 599,833 | 0.4 | |||||||||||
341,000 | Transocean, Inc., 5.050%, 12/15/16 | 363,634 | 0.2 | |||||||||||
5,623,342 | 3.3 | |||||||||||||
Financial: 25.0% | ||||||||||||||
637,000 | Abbey National Treasury Services PLC/London, 1.650%, 09/29/17 | 636,332 | 0.4 | |||||||||||
450,000 | # | ABN AMRO Bank NV, 1.375%, 01/22/16 | 453,286 | 0.3 | ||||||||||
280,000 | ACE INA Holdings, Inc., 5.700%, 02/15/17 | 309,128 | 0.2 | |||||||||||
357,000 | Air Lease Corp., 2.125%, 01/15/18 | 355,215 | 0.2 | |||||||||||
500,000 | Ally Financial, Inc., 5.500%, 02/15/17 | 521,250 | 0.3 | |||||||||||
286,000 | American Express Credit Corp., 2.800%, 09/19/16 | 295,566 | 0.2 | |||||||||||
191,000 | American Express Credit Corp., 1.550%, 09/22/17 | 191,021 | 0.1 | |||||||||||
740,000 | American International Group, Inc., 5.600%, 10/18/16 | 805,961 | 0.5 | |||||||||||
276,000 | # | ARC Properties Operating Partnership L.P./Clark Acquisition LLC, 2.000%, 02/06/17 | 276,022 | 0.2 |
See Accompanying Notes to Financial Statements
31 |
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) (continued) |
600,000 | Australia & New Zealand Banking Group Ltd., 0.900%, 02/12/16 | 602,793 | 0.4 | |||||||||||
500,000 | Banco BTG Pactual SA/Cayman Islands, 4.875%, 07/08/16 | 518,470 | 0.3 | |||||||||||
600,000 | Bank of America Corp., 1.250%, 01/11/16 | 602,711 | 0.4 | |||||||||||
1,100,000 | Bank of America Corp., 2.600%, 01/15/19 | 1,098,738 | 0.6 | |||||||||||
660,000 | Bank of America Corp., 3.750%, 07/12/16 | 689,216 | 0.4 | |||||||||||
415,000 | Bank of Montreal, 1.300%, 07/14/17 | 414,590 | 0.2 | |||||||||||
320,000 | Bank of Nova Scotia AM8, 2.550%, 01/12/17 | 330,057 | 0.2 | |||||||||||
675,000 | Bank of Nova Scotia, 0.750%, 10/09/15 | 677,189 | 0.4 | |||||||||||
506,000 | Bank of Nova Scotia, 1.300%, 07/21/17 | 503,838 | 0.3 | |||||||||||
425,000 | # | Bank of Tokyo-Mitsubishi UFJ Ltd/The, 1.550%, 09/09/16 | 429,351 | 0.2 | ||||||||||
339,000 | # | Banque Federative du Credit Mutuel SA, 1.700%, 01/20/17 | 340,639 | 0.2 | ||||||||||
870,000 | Barclays Bank PLC, 5.000%, 09/22/16 | 934,300 | 0.5 | |||||||||||
900,000 | BB&T Corp., 1.600%, 08/15/17 | 903,148 | 0.5 | |||||||||||
210,000 | BB&T Corp., 5.200%, 12/23/15 | 220,962 | 0.1 | |||||||||||
500,000 | # | BBVA Banco Continental SA, 2.250%, 07/29/16 | 506,250 | 0.3 | ||||||||||
481,000 | BBVA, 4.664%, 10/09/15 | 499,295 | 0.3 | |||||||||||
330,000 | Berkshire Hathaway Finance Corp., 1.600%, 05/15/17 | 333,849 | 0.2 | |||||||||||
819,000 | Berkshire Hathaway Finance Corp., 2.450%, 12/15/15 | 838,263 | 0.5 | |||||||||||
342,000 | BPCE SA, 1.625%, 02/10/17 | 343,920 | 0.2 | |||||||||||
336,000 | Canadian Imperial Bank of Commerce/Canada, 0.900%, 10/01/15 | 337,652 | 0.2 | |||||||||||
470,000 | Charles Schwab Corp., 0.850%, 12/04/15 | 471,676 | 0.3 | |||||||||||
500,000 | CIT Group, Inc., 5.000%, 05/15/17 | 513,750 | 0.3 | |||||||||||
315,000 | Citigroup, Inc., 1.700%, 07/25/16 | 318,312 | 0.2 | |||||||||||
66,000 | Citigroup, Inc., 1.250%, 01/15/16 | 66,284 | 0.0 | |||||||||||
544,000 | Citigroup, Inc., 1.300%, 04/01/16 | 545,837 | 0.3 | |||||||||||
303,000 | Commonwealth Bank of Australia/New York NY, 1.125%, 03/13/17 | 301,911 | 0.2 | |||||||||||
345,000 | Commonwealth Bank of Australia/New York NY, 1.400%, 09/08/17 | 343,757 | 0.2 | |||||||||||
630,000 | Compass Bank, 1.850%, 09/29/17 | 630,435 | 0.4 | |||||||||||
359,000 | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 2.125%, 10/13/15 | 365,146 | 0.2 |
446,000 | Credit Suisse/New York NY, 1.375%, 05/26/17 | 443,796 | 0.3 | |||||||||||
183,000 | Deutsche Bank AG/London, 1.350%, 05/30/17 | 181,879 | 0.1 | |||||||||||
474,000 | Deutsche Bank AG/London, 3.250%, 01/11/16 | 488,671 | 0.3 | |||||||||||
500,000 | Discover Bank/Greenwood DE, 2.000%, 02/21/18 | 498,079 | 0.3 | |||||||||||
781,000 | Fifth Third Bancorp., 3.625%, 01/25/16 | 808,704 | 0.5 | |||||||||||
435,000 | Ford Motor Credit Co. LLC, 1.684%, 09/08/17 | 433,242 | 0.3 | |||||||||||
625,000 | Ford Motor Credit Co. LLC, 1.700%, 05/09/16 | 630,465 | 0.4 | |||||||||||
605,000 | General Electric Capital Corp., 1.000%, 12/11/15 | 608,461 | 0.4 | |||||||||||
499,000 | Goldman Sachs Group, Inc., 1.600%, 11/23/15 | 503,159 | 0.3 | |||||||||||
641,000 | Goldman Sachs Group, Inc., 2.375%, 01/22/18 | 647,448 | 0.4 | |||||||||||
391,000 | Goldman Sachs Group, Inc., 3.625%, 02/07/16 | 404,180 | 0.2 | |||||||||||
500,000 | HCP, Inc., 3.750%, 02/01/16 | 519,313 | 0.3 | |||||||||||
252,000 | Health Care REIT, Inc., 2.250%, 03/15/18 | 254,476 | 0.1 | |||||||||||
312,000 | Health Care REIT, Inc., 3.625%, 03/15/16 | 323,854 | 0.2 | |||||||||||
426,000 | # | HSBC Bank PLC, 1.500%, 05/15/18 | 420,551 | 0.2 | ||||||||||
325,000 | Huntington National Bank/The, 1.350%, 08/02/16 | 326,718 | 0.2 | |||||||||||
339,000 | Intesa Sanpaolo SpA, 2.375%, 01/13/17 | 342,977 | 0.2 | |||||||||||
300,000 | John Deere Capital Corp., 0.750%, 01/22/16 | 300,820 | 0.2 | |||||||||||
442,000 | JPMorgan Chase & Co., 1.625%, 05/15/18 | 436,273 | 0.3 | |||||||||||
975,000 | JPMorgan Chase & Co., 3.150%, 07/05/16 | 1,009,272 | 0.6 | |||||||||||
313,000 | KeyCorp, 2.300%, 12/13/18 | 313,207 | 0.2 | |||||||||||
500,000 | Manufacturers & Traders Trust Co., 1.450%, 03/07/18 | 494,370 | 0.3 | |||||||||||
578,000 | Manufacturers & Traders Trust Co., 1.400%, 07/25/17 | 577,424 | 0.3 | |||||||||||
312,000 | # | MassMutual Global Funding II, 3.125%, 04/14/16 | 322,762 | 0.2 | ||||||||||
419,000 | MetLife, Inc., 1.756%, 12/15/17 | 421,871 | 0.2 | |||||||||||
255,000 | MetLife, Inc., 1.903%, 12/15/17 | 256,163 | 0.1 | |||||||||||
289,000 | # | Mizuho Bank Ltd., 1.300%, 04/16/17 | 287,523 | 0.2 | ||||||||||
142,000 | Morgan Stanley, 1.750%, 02/25/16 | 143,556 | 0.1 | |||||||||||
545,000 | Morgan Stanley, 2.125%, 04/25/18 | 545,500 | 0.3 | |||||||||||
250,000 | Morgan Stanley, 5.450%, 01/09/17 | 271,709 | 0.2 | |||||||||||
300,000 | # | National Australia Bank Ltd., 1.250%, 03/08/18 | 295,977 | 0.2 |
See Accompanying Notes to Financial Statements
32 |
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) (continued) |
397,000 | National Rural Utilities Cooperative Finance Corp., 1.100%, 01/27/17 | 396,550 | 0.2 | |||||||||||
500,000 | # | Nordea Bank AB, 0.875%, 05/13/16 | 500,155 | 0.3 | ||||||||||
330,000 | PNC Bank NA, 2.400%, 10/18/19 | 328,471 | 0.2 | |||||||||||
315,000 | PNC Funding Corp., 2.700%, 09/19/16 | 325,165 | 0.2 | |||||||||||
550,000 | PNC Funding Corp., 5.625%, 02/01/17 | 599,939 | 0.3 | |||||||||||
332,000 | Principal Financial Group, Inc., 1.850%, 11/15/17 | 332,387 | 0.2 | |||||||||||
418,000 | Realty Income Corp., 2.000%, 01/31/18 | 418,179 | 0.2 | |||||||||||
343,000 | Regions Financial Corp., 2.000%, 05/15/18 | 339,302 | 0.2 | |||||||||||
450,000 | Regions Financial Corp., 5.750%, 06/15/15 | 464,417 | 0.3 | |||||||||||
68,000 | Regions Financial Corp., 7.750%, 11/10/14 | 68,485 | 0.0 | |||||||||||
625,000 | Royal Bank of Canada, 0.850%, 03/08/16 | 625,761 | 0.4 | |||||||||||
600,000 | Royal Bank of Canada, 1.500%, 01/16/18 | 598,618 | 0.3 | |||||||||||
613,000 | Santander Holdings USA, Inc./PA, 3.000%, 09/24/15 | 625,699 | 0.4 | |||||||||||
400,000 | Navient Corp., 3.875%, 09/10/15 | 404,750 | 0.2 | |||||||||||
303,000 | State Street Corp., 1.350%, 05/15/18 | 298,012 | 0.2 | |||||||||||
545,000 | State Street Corp., 2.875%, 03/07/16 | 562,665 | 0.3 | |||||||||||
680,000 | Sumitomo Mitsui Banking Corp., 1.500%, 01/18/18 | 671,736 | 0.4 | |||||||||||
223,000 | SunTrust Banks, Inc., 2.500%, 05/01/19 | 224,117 | 0.1 | |||||||||||
342,000 | UBS AG/Stamford CT, 1.375%, 08/14/17 | 339,557 | 0.2 | |||||||||||
210,000 | UBS AG, 5.875%, 07/15/16 | 227,415 | 0.1 | |||||||||||
250,000 | US Bancorp, 2.200%, 11/15/16 | 257,279 | 0.1 | |||||||||||
250,000 | US Bank NA/Cincinnati OH, 1.375%, 09/11/17 | 249,884 | 0.1 | |||||||||||
286,000 | # | WEA Finance LLC / Westfield UK & Europe Finance PLC, 1.750%, 09/15/17 | 286,646 | 0.2 | ||||||||||
422,000 | Wells Fargo & Co., 1.500%, 01/16/18 | 419,953 | 0.2 | |||||||||||
644,000 | Wells Fargo & Co., 2.100%, 05/08/17 | 657,260 | 0.4 | |||||||||||
270,000 | Westpac Banking Corp., 1.125%, 09/25/15 | 271,910 | 0.2 | |||||||||||
200,000 | Westpac Banking Corp., 2.000%, 08/14/17 | 203,152 | 0.1 | |||||||||||
42,735,984 | 25.0 | |||||||||||||
Industrial: 1.7% | ||||||||||||||
500,000 | # | Aviation Capital Group Corp., 3.875%, 09/27/16 | 514,477 | 0.3 | ||||||||||
250,000 | Caterpillar Financial Services Corp., 0.700%, 02/26/16 | 250,350 | 0.1 |
440,000 | General Electric Co., 0.850%, 10/09/15 | 441,999 | 0.3 | |||||||||||
254,000 | L-3 Communications Corp., 1.500%, 05/28/17 | 251,863 | 0.1 | |||||||||||
500,000 | SPX Corp., 6.875%, 09/01/17 | 547,500 | 0.3 | |||||||||||
322,000 | Thermo Fisher Scientific, Inc., 2.250%, 08/15/16 | 328,210 | 0.2 | |||||||||||
279,000 | United Parcel Service, Inc., 1.125%, 10/01/17 | 277,440 | 0.2 | |||||||||||
400,000 | Waste Management, Inc., 2.600%, 09/01/16 | 411,759 | 0.2 | |||||||||||
3,023,598 | 1.7 | |||||||||||||
Technology: 2.0% | ||||||||||||||
320,000 | Altera Corp., 1.750%, 05/15/17 | 321,911 | 0.2 | |||||||||||
473,000 | Apple Inc., 1.000%, 05/03/18 | 461,649 | 0.3 | |||||||||||
127,000 | Computer Sciences Corp., 2.500%, 09/15/15 | 128,943 | 0.1 | |||||||||||
450,000 | International Business Machines Corp., 1.950%, 07/22/16 | 459,473 | 0.2 | |||||||||||
474,000 | Intel Corp., 1.350%, 12/15/17 | 472,873 | 0.3 | |||||||||||
500,000 | Microsoft Corp., 1.000%, 05/01/18 | 491,024 | 0.3 | |||||||||||
375,000 | NetApp Inc., 2.000%, 12/15/17 | 377,014 | 0.2 | |||||||||||
550,000 | Oracle Corp., 1.200%, 10/15/17 | 546,321 | 0.3 | |||||||||||
179,000 | Xerox Corp., 2.950%, 03/15/17 | 185,390 | 0.1 | |||||||||||
3,444,598 | 2.0 | |||||||||||||
Utilities: 2.1% | ||||||||||||||
600,000 | Dominion Resources, Inc., 1.400%, 09/15/17 | 596,278 | 0.3 | |||||||||||
560,000 | Entergy Corp., 4.700%, 01/15/17 | 599,297 | 0.4 | |||||||||||
690,000 | Georgia Power Co., 0.625%, 11/15/15 | 690,504 | 0.4 | |||||||||||
400,000 | Georgia Power Co., 3.000%, 04/15/16 | 413,782 | 0.2 | |||||||||||
323,000 | Progress Energy, Inc., 5.625%, 01/15/16 | 342,811 | 0.2 | |||||||||||
252,000 | PSEG Power, LLC, 2.750%, 09/15/16 | 260,585 | 0.2 | |||||||||||
294,000 | Southern California Edison Co., 1.125%, 05/01/17 | 293,173 | 0.2 | |||||||||||
406,000 | Southern Co/The, 1.300%, 08/15/17 | 404,339 | 0.2 | |||||||||||
3,600,769 | 2.1 | |||||||||||||
Total Corporate Bonds/Notes (Cost $96,901,094) | 96,902,946 | 56.6 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 13.3% | ||||||||||||||
468,000 | # | American General Mortgage Loan Trust 2010-1, 5.650%, 03/25/58 | 472,232 | 0.3 | ||||||||||
430,000 | Banc of America Merrill Lynch Commercial Mortgage Trust, 5.790%, 06/10/49 | 445,178 | 0.3 |
See Accompanying Notes to Financial Statements
33 |
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) (continued) |
100,000 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.523%, 07/10/43 | 101,761 | 0.1 | ||||||||||
290,000 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.523%, 07/10/43 | 292,172 | 0.2 | ||||||||||
440,558 | Bank of America Merrill Lynch Commercial Mortgage, Inc., 4.621%, 07/10/43 | 444,519 | 0.3 | |||||||||||
580,000 | Bank of America Merrill Lynch Commercial Mortgage, Inc., 5.317%, 06/10/49 | 625,355 | 0.4 | |||||||||||
630,000 | # | Bank of America Merrill Lynch Commercial Mortgage, Inc., 5.523%, 07/10/43 | 643,119 | 0.4 | ||||||||||
640,000 | # | Bank of America Merrill Lynch Commercial Mortgage, Inc., 6.230%, 11/10/38 | 665,899 | 0.4 | ||||||||||
300,000 | Bear Stearns Commercial Mortgage Securities Trust, 4.750%, 06/11/41 | 305,735 | 0.2 | |||||||||||
215,760 | Bear Stearns Commercial Mortgage Securities Trust, 4.813%, 08/13/39 | 215,691 | 0.1 | |||||||||||
590,000 | Bear Stearns Commercial Mortgage Securities Trust, 5.074%, 02/13/42 | 600,350 | 0.4 | |||||||||||
42,574 | Bear Stearns Commercial Mortgage Securities Trust, 5.957%, 06/11/50 | 42,631 | 0.0 | |||||||||||
970,000 | Commercial Mortgage Pass-through Certificates, 5.306%, 12/10/46 | 1,033,705 | 0.6 | |||||||||||
239,850 | Commercial Mortgage Trust, 0.716%, 03/10/46 | 239,291 | 0.1 | |||||||||||
638,717 | Commercial Mortgage Trust, 5.289%, 12/11/49 | 679,307 | 0.4 | |||||||||||
330,000 | Commercial Mortgage Trust, 5.400%, 07/15/44 | 339,465 | 0.2 | |||||||||||
330,000 | Commercial Mortgage Trust, 5.484%, 06/10/44 | 330,554 | 0.2 | |||||||||||
600,000 | Credit Suisse First Boston Mortgage Securities Corp., 4.877%, 04/15/37 | 605,194 | 0.4 | |||||||||||
557,000 | Credit Suisse First Boston Mortgage Securities Corp., 5.290%, 08/15/38 | 569,926 | 0.3 | |||||||||||
19,697 | # | Credit Suisse First Boston Mortgage Securities Corp., 5.322%, 08/15/36 | 19,738 | 0.0 | ||||||||||
335,000 | # | Credit Suisse Mortgage Capital Certificates, 5.342%, 12/15/43 | 357,250 | 0.2 | ||||||||||
620,000 | # | Credit Suisse Mortgage Capital Certificates, 5.342%, 12/16/43 | 660,670 | 0.4 |
100,000 | # | Del Coronado Trust, 4.000%, 03/15/26 | 99,907 | 0.1 | ||||||||||
560,000 | GE Capital Commercial Mortgage Corp., 5.133%, 05/10/43 | 570,546 | 0.3 | |||||||||||
139,952 | GE Capital Commercial Mortgage Corp., 5.490%, 11/10/45 | 140,316 | 0.1 | |||||||||||
920,000 | GMAC Commercial Mortgage Securities, Inc. Series 2005-C1 Trust, 4.754%, 05/10/43 | 931,765 | 0.5 | |||||||||||
860,000 | Greenwich Capital Commercial Funding Corp., 4.894%, 08/10/42 | 864,689 | 0.5 | |||||||||||
156,980 | Greenwich Capital Commercial Funding Corp., 5.381%, 03/10/39 | 159,138 | 0.1 | |||||||||||
220,000 | Greenwich Capital Commercial Funding Corp., 5.447%, 03/10/39 | 222,269 | 0.1 | |||||||||||
430,000 | Greenwich Capital Commercial Funding Corp., 5.475%, 03/10/39 | 455,511 | 0.3 | |||||||||||
250,000 | # | Greenwich Capital Commercial Funding Corp., 6.192%, 06/10/36 | 250,064 | 0.1 | ||||||||||
270,000 | # | Hilton USA Trust 2013-HLT, 2.662%, 11/05/30 | 271,388 | 0.2 | ||||||||||
507,155 | JP Morgan Chase Commercial Mortgage Securities Corp., 4.878%, 01/15/42 | 508,335 | 0.3 | |||||||||||
85,982 | JP Morgan Chase Commercial Mortgage Securities Corp., 5.420%, 01/12/43 | 86,040 | 0.0 | |||||||||||
4,148 | JP Morgan Chase Commercial Mortgage Securities Corp., 5.790%, 02/15/51 | 4,143 | 0.0 | |||||||||||
2,474 | JP Morgan Chase Commercial Mortgage Securities Corp., 5.966%, 06/15/49 | 2,496 | 0.0 | |||||||||||
260,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2005-CIBC12, 4.987%, 09/12/37 | 266,378 | 0.2 | |||||||||||
670,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP4, 5.040%, 10/15/42 | 683,431 | 0.4 | |||||||||||
160,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP5, 5.560%, 12/15/44 | 166,721 | 0.1 | |||||||||||
380,000 | # | JP Morgan Chase Commercial Mortgage Securities Trust 2014-BXH, 2.404%, 04/15/27 | 380,236 | 0.2 | ||||||||||
330,000 | LB-UBS Commercial Mortgage Trust 2005-C2, 5.205%, 04/15/30 | 336,021 | 0.2 | |||||||||||
500,000 | LB-UBS Commercial Mortgage Trust 2005-C2, 5.366%, 04/15/40 | 512,039 | 0.3 |
See Accompanying Notes to Financial Statements
34 |
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) (continued) |
1,210,000 | LB-UBS Commercial Mortgage Trust, 5.127%, 09/15/40 | 1,244,660 | 0.7 | |||||||||||
299,878 | LB-UBS Commercial Mortgage Trust, 5.300%, 11/15/38 | 308,313 | 0.2 | |||||||||||
500,000 | LB-UBS Commercial Mortgage Trust, 5.323%, 11/15/40 | 518,330 | 0.3 | |||||||||||
98,861 | # | LB-UBS Commercial Mortgage Trust, 5.914%, 10/15/35 | 98,974 | 0.1 | ||||||||||
152,059 | ML-CFC Commercial Mortgage Trust, 5.644%, 09/12/49 | 152,204 | 0.1 | |||||||||||
80,195 | Morgan Stanley Capital I Trust, 4.973%, 08/13/42 | 80,380 | 0.0 | |||||||||||
640,000 | Morgan Stanley Capital I Trust, 5.073%, 08/13/42 | 654,955 | 0.4 | |||||||||||
167,614 | Morgan Stanley Capital I Trust, 5.185%, 10/12/52 | 167,671 | 0.1 | |||||||||||
76,276 | # | Morgan Stanley Reremic Trust, 5.246%, 12/17/43 | 77,305 | 0.0 | ||||||||||
68,365 | # | NorthStar 2012-1 Mortgage Trust, 1.355%, 08/25/29 | 68,433 | 0.0 | ||||||||||
540,000 | # | NorthStar 2012-1 Mortgage Trust, 4.400%, 08/25/29 | 545,668 | 0.3 | ||||||||||
800,000 | # | TIAA CMBS I Trust, 5.770%, 06/19/33 | 846,916 | 0.5 | ||||||||||
567,752 | TIAA Seasoned Commercial Mortgage Trust, 5.573%, 08/15/39 | 581,064 | 0.3 | |||||||||||
114,414 | Wachovia Bank Commercial Mortgage Trust, 5.246%, 12/15/43 | 114,536 | 0.1 | |||||||||||
360,000 | Wachovia Bank Commercial Mortgage Trust, 5.396%, 03/15/42 | 365,523 | 0.2 | |||||||||||
220,000 | Wachovia Bank Commercial Mortgage Trust, 5.896%, 05/15/43 | 234,064 | 0.1 | |||||||||||
Total Collateralized Mortgage Obligations (Cost $22,937,778) | 22,660,171 | 13.3 | ||||||||||||
FOREIGN GOVERNMENT BONDS: 0.4% | ||||||||||||||
Energy: 0.1% | ||||||||||||||
123,000 | Petrobras International Finance Co., 2.875%, 02/06/15 | 123,812 | 0.1 | |||||||||||
500,000 | Petrobras International Finance Co. - Pifco, 3.500%, 02/06/17 | 509,940 | 0.3 | |||||||||||
Total Foreign Government Bonds (Cost $635,999) | 633,752 | 0.4 | ||||||||||||
ASSET-BACKED SECURITIES: 15.4% | ||||||||||||||
Automobile Asset-Backed Securities: 2.6% | ||||||||||||||
340,000 | Capital Auto Receivables Asset Trust, 1.310%, 12/20/17 | 342,044 | 0.2 |
350,000 | Capital Auto Receivables Asset Trust, 1.620%, 10/22/18 | 350,880 | 0.2 | |||||||||||
326,000 | CarMax Auto Owner Trust, 0.890%, 08/17/18 | 324,683 | 0.2 | |||||||||||
100,000 | CarMax Auto Owner Trust, 1.610%, 10/15/19 | 99,643 | 0.1 | |||||||||||
226,000 | Harley-Davidson Motorcycle Trust 2012-1, 0.910%, 02/15/18 | 226,684 | 0.1 | |||||||||||
768,000 | Hyundai Auto Receivables Trust, 0.750%, 09/17/18 | 766,013 | 0.4 | |||||||||||
180,000 | Mercedes-Benz Auto Receivables Trust 2014-1, 1.310%, 11/16/20 | 178,758 | 0.1 | |||||||||||
650,000 | Nissan Auto Receivables 2013-B Owner Trust, 1.310%, 10/15/19 | 652,515 | 0.4 | |||||||||||
140,000 | Nissan Auto Receivables 2013-C Owner Trust, 1.300%, 06/15/20 | 139,259 | 0.1 | |||||||||||
700,000 | Smart Trust, 1.050%, 10/14/18 | 699,058 | 0.4 | |||||||||||
33,041 | Toyota Auto Receivables Owner Trust, 0.750%, 02/16/16 | 33,071 | 0.0 | |||||||||||
100,000 | Toyota Auto Receivables Owner Trust, 1.180%, 06/17/19 | 99,789 | 0.1 | |||||||||||
527,000 | World Omni Auto Receivables Trust, 0.870%, 07/15/19 | 525,652 | 0.3 | |||||||||||
4,438,049 | 2.6 | |||||||||||||
Credit Card Asset-Backed Securities: 2.2% | ||||||||||||||
300,000 | BA Credit Card Trust, 0.424%, 09/16/16 | 300,466 | 0.2 | |||||||||||
800,000 | Chase Issuance Trust, 1.150%, 01/15/19 | 799,732 | 0.5 | |||||||||||
582,000 | Citibank Credit Card Issuance Trust, 5.650%, 09/20/19 | 651,880 | 0.4 | |||||||||||
786,000 | Citibank Credit Card Issuance Trust, 5.350%, 02/07/20 | 880,833 | 0.5 | |||||||||||
170,000 | Discover Card Execution Note Trust, 0.584%, 07/15/21 | 170,474 | 0.1 | |||||||||||
200,000 | Discover Card Execution Note Trust, 1.040%, 04/15/19 | 199,989 | 0.1 | |||||||||||
340,000 | Discover Card Execution Note Trust, 1.670%, 01/18/22 | 331,446 | 0.2 | |||||||||||
418,000 | Dryrock Issuance Trust, 0.640%, 08/15/18 | 417,707 | 0.2 | |||||||||||
3,752,527 | 2.2 | |||||||||||||
Home Equity Asset-Backed Securities: 0.1% | ||||||||||||||
251,903 | Chase Funding Loan Acquisition Trust Series, 4.750%, 12/25/19 | 258,904 | 0.1 | |||||||||||
Other Asset-Backed Securities: 10.5% | ||||||||||||||
145,322 | # | Aimco CDO, 0.484%, 10/20/19 | 144,451 | 0.1 |
See Accompanying Notes to Financial Statements
35 |
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) (continued) |
430,000 | # | American Residential Properties 2014-SFR1 Trust, 2.504%, 09/17/31 | 433,572 | 0.3 | ||||||||||
325,000 | # | Ares XII CLO Ltd., 2.235%, 11/25/20 | 329,242 | 0.2 | ||||||||||
250,000 | # | Ares XII CLO Ltd., 3.485%, 11/25/20 | 249,774 | 0.1 | ||||||||||
250,000 | # | Atrium V, 3.932%, 07/20/20 | 247,966 | 0.1 | ||||||||||
500,000 | # | Babson CLO Ltd. 2006-I, 0.924%, 07/15/18 | 499,937 | 0.3 | ||||||||||
750,000 | # | Babson CLO Ltd. 2006-I, 1.734%, 07/15/18 | 749,558 | 0.4 | ||||||||||
500,000 | # | Babson CLO, Inc. 2005-III, 1.933%, 11/10/19 | 491,031 | 0.3 | ||||||||||
400,000 | # | Carlyle Arnage CLO Ltd., 3.488%, 08/27/21 | 404,024 | 0.2 | ||||||||||
250,000 | # | Castle Garden Funding, 0.984%, 10/27/20 | 246,749 | 0.1 | ||||||||||
300,000 | # | Castle Garden Funding, 4.984%, 10/27/20 | 300,269 | 0.2 | ||||||||||
500,000 | # | CIFC Funding 2006-I Ltd., 1.834%, 10/20/20 | 484,523 | 0.3 | ||||||||||
400,000 | # | CIFC Funding 2006-II Ltd., 1.834%, 03/01/21 | 385,510 | 0.2 | ||||||||||
120,371 | # | CIFC Funding 2006-II Ltd., 4.234%, 03/01/21 | 118,345 | 0.1 | ||||||||||
576,503 | CNH Equipment Trust, 0.650%, 04/16/18 | 577,319 | 0.3 | |||||||||||
250,000 | # | ColumbusNova CLO Ltd 2006-II, 0.983%, 04/04/18 | 245,231 | 0.1 | ||||||||||
250,000 | # | ColumbusNova CLO Ltd 2006-II, 3.983%, 04/04/18 | 250,184 | 0.2 | ||||||||||
500,000 | # | CP Uniq Aps, 2.034%, 04/15/18 | 490,943 | 0.3 | ||||||||||
400,000 | # | Diamond Lake CLO Ltd., 1.834%, 12/01/19 | 388,179 | 0.2 | ||||||||||
979,104 | # | Emporia Preferred Funding, 0.734%, 10/18/18 | 978,664 | 0.6 | ||||||||||
500,000 | # | Fraser Sullivan CLO I Ltd., 2.034%, 03/15/20 | 486,195 | 0.3 | ||||||||||
48,388 | # | Galaxy VI CLO Ltd., 0.484%, 06/13/18 | 48,336 | 0.0 | ||||||||||
500,000 | # | Goldentree Loan Opportunities V Ltd., 3.484%, 10/18/21 | 498,681 | 0.3 | ||||||||||
500,000 | # | Greens Creek Funding Ltd., 2.484%, 04/18/21 | 489,732 | 0.3 | ||||||||||
148,407 | # | GSAMP Trust 2005-SEA2, 0.505%, 01/25/45 | 145,202 | 0.1 | ||||||||||
500,000 | # | Gulf Stream - Compass CLO, 2.235%, 10/28/19 | 504,538 | 0.3 | ||||||||||
500,000 | # | Gulf Stream - Compass CLO, 3.685%, 10/28/19 | 500,278 | 0.3 | ||||||||||
500,000 | # | Gulf Stream - Sextant CLO 2007-1 Ltd., 2.635%, 06/17/21 | 478,205 | 0.3 | ||||||||||
75,323 | # | Gulf Stream - Sextant CLO, 0.484%, 08/21/20 | 75,029 | 0.0 | ||||||||||
300,000 | # | Gulf Stream - Sextant CLO, 0.934%, 08/21/20 | 296,423 | 0.2 | ||||||||||
225,000 | # | Gulf Stream - Sextant CLO, 1.834%, 08/21/20 | 220,493 | 0.1 |
400,000 | # | Halcyon Structured Asset Management Long Secured/Short Unsecured, 0.687%, 08/07/21 | 393,376 | 0.2 | ||||||||||
250,000 | # | Halcyon Structured Asset Management Long Secured/Short Unsecured, 2.537%, 08/07/21 | 247,383 | 0.1 | ||||||||||
500,000 | # | Kennecott Funding Ltd., 2.034%, 01/13/18 | 494,698 | 0.3 | ||||||||||
500,000 | # | Kingsland I Ltd., 2.034%, 06/13/19 | 499,220 | 0.3 | ||||||||||
250,000 | # | Kingsland III Ltd., 0.885%, 08/24/21 | 239,779 | 0.1 | ||||||||||
250,000 | # | Madison Park Funding Ltd., 2.133%, 05/10/19 | 250,080 | 0.2 | ||||||||||
1,050,000 | Madison Park Funding Ltd., 4.983%, 05/10/19 | 1,051,703 | 0.6 | |||||||||||
250,000 | # | Madison Park Funding Ltd., 5.485%, 07/26/21 | 250,562 | 0.2 | ||||||||||
330,000 | # | MSIM Peconic Bay Ltd., 2.234%, 07/20/19 | 332,057 | 0.2 | ||||||||||
1,000,000 | # | Muir Grove CLO Ltd., 3.234%, 03/25/20 | 998,443 | 0.6 | ||||||||||
500,000 | # | Northwoods Capital VII Ltd., 3.732%, 10/22/21 | 500,126 | 0.3 | ||||||||||
300,000 | # | Silverado CLO 2006-I Ltd., 0.664%, 04/11/20 | 299,934 | 0.2 | ||||||||||
211,221 | Structured Asset Securities Corp. Trust, 0.355%, 09/25/35 | 211,300 | 0.1 | |||||||||||
425,000 | # | WhiteHorse III Ltd./Corp, 0.990%, 05/01/18 | 424,564 | 0.3 | ||||||||||
17,951,808 | 10.5 | |||||||||||||
Total Asset-Backed Securities (Cost $26,292,952) | 26,401,288 | 15.4 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 8.4% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 4.2%## | ||||||||||||||
1,184,131 | 5.000%, due 07/15/39 | 1,260,882 | 0.7 | |||||||||||
151,221 | 5.500%, due 01/01/37 | 170,338 | 0.1 | |||||||||||
1,547,861 | 5.500%, due 07/01/38 | 1,745,394 | 1.0 | |||||||||||
472,156 | 5.500%, due 07/01/38 | 531,906 | 0.3 | |||||||||||
331,031 | 5.500%, due 08/01/38 | 371,713 | 0.2 | |||||||||||
41,286 | 5.500%, due 10/01/38 | 46,292 | 0.0 | |||||||||||
31,919 | 5.500%, due 10/01/38 | 35,439 | 0.0 | |||||||||||
879,399 | 5.500%, due 11/01/38 | 987,790 | 0.6 | |||||||||||
674,068 | 5.500%, due 02/01/39 | 757,582 | 0.5 | |||||||||||
1,212,768 | 6.000%, due 12/15/28 | 1,325,896 | 0.8 | |||||||||||
7,233,232 | 4.2 | |||||||||||||
Federal National Mortgage Association: 2.7%## | ||||||||||||||
379,938 | 3.000%, due 12/25/39 | 385,575 | 0.2 | |||||||||||
492,958 | 3.000%, due 04/25/40 | 506,295 | 0.3 | |||||||||||
632,224 | 3.000%, due 05/25/40 | 625,533 | 0.4 | |||||||||||
359,405 | 4.000%, due 10/25/50 | 372,275 | 0.2 | |||||||||||
556,184 | 4.500%, due 10/25/40 | 569,033 | 0.4 | |||||||||||
842,195 | 5.000%, due 01/01/23 | 908,210 | 0.5 | |||||||||||
444,444 | 5.000%, due 07/01/34 | 491,673 | 0.3 | |||||||||||
631,878 | 6.000%, due 01/01/38 | 727,896 | 0.4 | |||||||||||
4,586,490 | 2.7 |
See Accompanying Notes to Financial Statements
36 |
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) (continued) |
Government National Mortgage Association: 1.5% | ||||||||||||||
660,000 | 4.397%, due 05/16/51 | 708,676 | 0.4 | |||||||||||
1,563,197 | 7.116%, due 04/20/39 | 1,826,710 | 1.1 | |||||||||||
2,535,386 | 1.5 | |||||||||||||
Total U.S. Government Agency Obligations (Cost $14,211,616) | 14,355,108 | 8.4 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 7.5% | ||||||||||||||
U.S. Treasury Notes: 7.5% | ||||||||||||||
4,459,000 | 0.500%, due 09/30/16 | 4,451,509 | 2.6 | |||||||||||
3,320,000 | 1.000%, due 09/15/17 | 3,315,203 | 1.9 | |||||||||||
3,033,000 | 1.375%, due 11/30/15 | 3,074,406 | 1.8 | |||||||||||
1,634,000 | 1.750%, due 09/30/19 | 1,632,276 | 1.0 | |||||||||||
331,000 | 2.125%, due 09/30/21 | 329,009 | 0.2 | |||||||||||
Total U.S. Treasury Obligations (Cost $12,801,183) | 12,802,403 | 7.5 |
# of Contracts | Value | Percentage of Net Assets | ||||||||||||
PURCHASED OPTIONS: 0.0% | ||||||||||||||
OTC Interest Rate Swaptions: 0.0% | ||||||||||||||
17,296,000 | @ | Pay a fixed rate equal to 5.070% and receive a floating rate equal to the 3-month USD-LIBOR-BBA, Exp. 05/29/15 Counterparty: Credit Suisse Group AG | 12,072 | 0.0 | ||||||||||
Total Purchased Options (Cost $79,562) | 12,072 | 0.0 | ||||||||||||
Total Long-Term Investments (Cost $173,860,184) | 173,767,740 | 101.6 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 2.5% | ||||||||||||||
Securities Lending Collateralcc(1): 0.5% | ||||||||||||||
959,875 | Nomura Securities, Repurchase Agreement dated 09/30/14, 0.00%, due 10/01/14 (Repurchase Amount $959,875, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-7.500%, Market Value plus accrued interest $979,073, due 10/02/14-10/01/44) | |||||||||||||
(Cost $959,875) | 959,875 | 0.5 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 2.0% | ||||||||||||||
3,397,000 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.030%†† | |||||||||||||
(Cost $3,397,000) | 3,397,000 | 2.0 | ||||||||||||
Total Short-Term Investments (Cost $4,356,875) | 4,356,875 | 2.5 | ||||||||||||
Total Investments in Securities (Cost $178,217,059) | $ | 178,124,615 | 104.1 | |||||||||||
Liabilities in Excess of Other Assets | (6,956,338 | ) | (4.1 | ) | ||||||||||
Net Assets | $ | 171,168,277 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of September 30, 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. |
@ | Non-income producing security |
cc | Securities purchased with cash collateral for securities loaned. |
L | Loaned security, a portion or all of the security is on loan at September 30, 2014. |
(1) | Collateral received from brokers for securities lending was invested into these short-term investments. |
Cost for federal income tax purposes is $178,218,284. | |
Net unrealized depreciation consists of: |
Gross Unrealized Appreciation | $ | 698,335 | ||
Gross Unrealized Depreciation | (792,004 | ) | ||
Net Unrealized Depreciation | $ | (93,669 | ) |
See Accompanying Notes to Financial Statements
37 |
Voya Strategic Income Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
INVESTMENT COMPANIES: 72.2% | ||||||||||||||
Affiliated Investment Companies: 72.2% | ||||||||||||||
29,880 | Voya Emerging Markets Corporate Debt Fund - Class P | 297,610 | 4.9 | |||||||||||
201,677 | Voya Floating Rate Fund - Class P | 2,032,900 | 33.7 | |||||||||||
173,692 | Voya High Yield Bond Fund - Class P | 1,431,222 | 23.7 | |||||||||||
59,322 | Voya Securitized Credit Fund - Class P | 598,559 | 9.9 | |||||||||||
Total Investment Companies (Cost $4,396,563) | 4,360,291 | 72.2 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 1.5% | ||||||||||||||
Financial: 1.5% | ||||||||||||||
30,000 | JPMorgan Chase & Co., 6.125%, 12/29/49 | 29,835 | 0.5 | |||||||||||
30,000 | M&T Bank Corp., 6.450%, 12/29/49 | 31,875 | 0.5 | |||||||||||
30,000 | Wells Fargo & Co., 5.900%, 12/29/49 | 30,638 | 0.5 | |||||||||||
Total Corporate Bonds/Notes (Cost $93,343) | 92,348 | 1.5 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 7.0% | ||||||||||||||
10,000 | Banc of America Commercial Mortgage Trust, 6.015%, 02/10/51 | 10,392 | 0.2 | |||||||||||
10,000 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.523%, 07/10/43 | 10,075 | 0.2 | ||||||||||
10,000 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.523%, 07/10/43 | 10,176 | 0.2 | ||||||||||
10,000 | CD 2007-CD5 Mortgage Trust, 6.316%, 11/15/44 | 10,854 | 0.2 | |||||||||||
12,508 | Citigroup Mortgage Loan Trust, 5.592%, 11/25/36 | 11,194 | 0.2 | |||||||||||
99,482 | ^ | Commercial Mortgage Pass Through Certificates, 1.592%, 04/10/47 | 8,446 | 0.1 | ||||||||||
99,257 | ^ | Commercial Mortgage Trust, 1.595%, 10/10/46 | 8,664 | 0.1 | ||||||||||
10,000 | Commercial Mortgage Trust, 5.400%, 07/15/44 | 10,314 | 0.2 | |||||||||||
20,000 | Commercial Mortgage Trust, 5.400%, 07/15/44 | 20,574 | 0.3 | |||||||||||
25,000 | Commercial Mortgage Trust, 5.989%, 12/10/49 | 24,550 | 0.4 | |||||||||||
25,000 | # | Commercial Mortgage Trust, 5.989%, 12/10/49 | 24,508 | 0.4 |
10,000 | Credit Suisse Commercial Mortgage Trust Series 2007-C4, 6.097%, 09/15/39 | 10,309 | 0.2 | |||||||||||
10,000 | Credit Suisse First Boston Mortgage Securities Corp., 5.736%, 05/15/36 | 11,093 | 0.2 | |||||||||||
786,689 | #,^ | FREMF Mortgage Trust, 0.100%, 12/25/44 | 4,453 | 0.1 | ||||||||||
25,000 | GS Mortgage Securities Trust, 5.757%, 04/10/38 | 24,591 | 0.4 | |||||||||||
10,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP4, 5.040%, 10/15/42 | 10,200 | 0.2 | |||||||||||
1,000,000 | #,^ | JP Morgan Chase Commercial Mortgage Securities Trust, 0.446%, 12/15/47 | 25,229 | 0.4 | ||||||||||
10,000 | JP Morgan Chase Commercial Mortgage Securities Trust, 5.834%, 06/12/41 | 9,625 | 0.1 | |||||||||||
10,000 | LB Commercial Mortgage Trust, 6.101%, 07/15/44 | 10,147 | 0.2 | |||||||||||
10,000 | LB-UBS Commercial Mortgage Trust, 4.954%, 07/15/40 | 10,090 | 0.2 | |||||||||||
10,000 | LB-UBS Commercial Mortgage Trust, 5.206%, 08/15/36 | 10,037 | 0.2 | |||||||||||
10,000 | LB-UBS Commercial Mortgage Trust, 5.406%, 04/15/40 | 9,623 | 0.1 | |||||||||||
10,000 | LB-UBS Commercial Mortgage Trust, 6.049%, 06/15/38 | 9,849 | 0.1 | |||||||||||
10,000 | LB-UBS Commercial Mortgage Trust, 6.049%, 06/15/38 | 10,065 | 0.2 | |||||||||||
10,000 | LB-UBS Commercial Mortgage Trust, 8.150%, 07/15/32 | 10,153 | 0.2 | |||||||||||
139,913 | ^ | Morgan Stanley Bank of America Merrill Lynch Trust, 1.448%, 07/15/24 | 11,311 | 0.2 | ||||||||||
25,000 | Morgan Stanley Capital I Trust, 5.389%, 11/12/41 | 25,646 | 0.4 | |||||||||||
14,537 | Prime Mortgage Trust, 5.500%, 03/25/37 | 13,284 | 0.2 | |||||||||||
15,000 | Wachovia Bank Commercial Mortgage Trust Series 2006-C28, 5.672%, 10/15/48 | 14,550 | 0.2 | |||||||||||
20,000 | Wachovia Bank Commercial Mortgage Trust Series, 5.896%, 05/15/43 | 20,198 | 0.3 | |||||||||||
10,000 | Wachovia Bank Commercial Mortgage Trust Series, 6.140%, 02/15/51 | 10,115 | 0.2 |
See Accompanying Notes to Financial Statements
38 |
Voya Strategic Income Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2014 (Unaudited) (continued) |
10,000 | Wachovia Bank Commercial Mortgage Trust Series, 6.140%, 02/15/51 | 10,461 | 0.2 | |||||||||||
Total Collateralized Mortgage Obligations (Cost $417,425) | 420,776 | 7.0 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 8.0% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 3.9%## | ||||||||||||||
1,493,462 | ^ | 6.500%, due 06/15/32 | 234,165 | 3.9 | ||||||||||
Federal National Mortgage Association: 3.6%## | ||||||||||||||
1,014,831 | ^ | 4.500%, due 10/25/41 | 189,503 | 3.1 | ||||||||||
25,909 | 5.500%, due 10/01/39 | 29,044 | 0.5 | |||||||||||
218,547 | 3.6 | |||||||||||||
Government National Mortgage Association: 0.5% | ||||||||||||||
164,140 | ^ | 3.500%, due 10/20/41 | 30,860 | 0.5 | ||||||||||
Total U.S. Government Agency Obligations (Cost $450,356) | 483,572 | 8.0 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 5.4% | ||||||||||||||
U.S. Treasury Bonds: 4.5% | ||||||||||||||
40,000 | 2.375%, due 08/15/24 | 39,553 | 0.7 | |||||||||||
225,000 | 3.375%, due 05/15/44 | 232,348 | 3.8 | |||||||||||
271,901 | 4.5 | |||||||||||||
U.S. Treasury Notes: 0.9% | ||||||||||||||
3,000 | 0.500%, due 09/30/16 | 2,995 | 0.1 | |||||||||||
13,000 | 1.750%, due 09/30/19 | 12,986 | 0.2 | |||||||||||
39,000 | 2.125%, due 09/30/21 | 38,765 | 0.6 | |||||||||||
54,746 | 0.9 | |||||||||||||
Total U.S. Treasury Obligations (Cost $327,902) | 326,647 | 5.4 | ||||||||||||
Total Long-Term Investments (Cost $5,685,589) | 5,683,634 | 94.1 |
Shares | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 4.6% | ||||||||||||||
Mutual Funds: 4.6% | ||||||||||||||
280,000 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.030%†† | |||||||||||||
(Cost $280,000) | 280,000 | 4.6 | ||||||||||||
Total Short-Term Investments (Cost $280,000) | 280,000 | 4.6 | ||||||||||||
Total Investments in Securities (Cost $5,965,589) | $ | 5,963,634 | 98.7 | |||||||||||
Assets in Excess of Other Liabilities | 80,424 | 1.3 | ||||||||||||
Net Assets | $ | 6,044,058 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of September 30, 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. |
^ | 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 $5,968,275. | |
Net unrealized depreciation consists of: |
Gross Unrealized Appreciation | $ | 42,227 | ||
Gross Unrealized Depreciation | (46,868 | ) | ||
Net Unrealized Depreciation | $ | (4,641 | ) |
See Accompanying Notes to Financial Statements
39 |
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-end Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers of Closed-end Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities by Closed-end Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
The Board has a Nominating Committee for the purpose of considering and presenting to the Board candidates it proposes for nomination to fill Independent Trustee vacancies on the Board. The Committee currently consists of all Independent Trustees of the Board. (6 individuals). The Nominating Committee operates pursuant to a Charter approved by the Board. The primary purpose of the Nominating Committee is to consider and present to the Board the candidates it proposes for nomination to fill vacancies on the Board. In evaluating candidates, the Nominating Committee may consider a variety of factors, but it has not at this time set any specific minimum qualifications that must be met. 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 its own nominees. A shareholder nominee for director should be submitted in writing to the Fund’s Secretary. Any such shareholder nomination should include at a minimum the following information as to each individual proposed for nomination as trustee: such individual’s written consent to be named in the proxy statement as a nominee (if nominated) and to serve as a trustee (if elected), and all information relating to such individual that is required to be disclosed in the solicitation of proxies for election of trustees, 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 Securities and Exchange Commission.
Item 11. Controls and Procedures.
(a) | Based on our evaluation conducted within 90 days of the filing date, hereof, the design and operation of the registrant’s disclosure controls and procedures are effective to ensure that material information relating to the registrant is made known to the certifying officers by others within the appropriate entities, particularly during the period in which Forms N-CSR are being prepared, and the registrant’s disclosure controls and procedures allow timely preparation and review of the information for the registrant’s Form N-CSR and the officer certifications of such Form N-CSR. |
(b) | There were no significant changes in the registrant’s internal controls that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 12. Exhibits.
(a)(1) | The Code of Ethics is not required for the semi-annual filing. |
(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. |
(a)(3) | Not required for semi-annual filing. |
(b) | The officer certifications required by Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto as EX-99.906CERT. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant): Voya Funds Trust
By | /s/ Shaun P. Mathews | |
Shaun P. Mathews | ||
President and Chief Executive Officer |
Date: December 3, 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: December 3, 2014
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer |
Date: December 3, 2014