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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
(Exact name of registrant as specified in charter)
7337 East Doubletree Ranch Road, 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 1, 2015 – September 30, 2015
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):
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| | 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. | | |
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President and Chief Executive Officer
Voya Family of Funds
October 30, 2015
| | Index | | | | Description | | |
| | Bank of America Merrill Lynch U.S. Dollar Three-Month LIBOR Constant Maturity Index | | | | The Index is designed to track the performance of a synthetic asset paying LIBOR to a stated maturity. The index is based on the assumed purchase at par of a synthetic instrument having exactly its stated maturity and with a coupon equal to that day’s fixing rate. That issue is assumed to be sold the following business day (priced at a yield equal to the current day rate) and rolled into a new instrument. | | |
| | Barclays Global Inflation Linked U.S. TIPS Index | | | | The index measures the performance of the US Treasury Inflation Protected Securities (TIPS) market. | | |
| | 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. | | |
| | MSCI Europe ex UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. | | |
| | MSCI Japan® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. | | |
| | MSCI UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. | | |
| | MSCI World IndexSM | | | | An unmanaged index that measures the performance of over 1,400 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | | |
| | S&P 500® Index | | | | An unmanaged index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. | | |
| | Shanghai Stock Exchange Composite Index | | | | A capitalization-weighted index. The index tracks the daily price performance of all A-shares and B-shares listed on the Shanghai Stock Exchange. The index was developed on December 19, 1990 with a base value of 100. | | |
Voya GNMA Income Fund | Portfolio Managers’ Report |
| Investment Type Allocation as of September 30, 2015 (as a percentage of net assets) | | |||
| | | | | |
| U.S. Government Agency Obligations | | | 119.0% | |
| Collateralized Mortgage Obligations | | | 1.6% | |
| Liabilities in Excess of Other Assets | | | (20.6)% | |
| 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, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Consumer, Non-cyclical | | | 22.3% | |
| Communications | | | 19.6% | |
| Consumer, Cyclical | | | 16.1% | |
| Energy | | | 8.8% | |
| Industrials | | | 8.2% | |
| Financials | | | 6.9% | |
| Basic Materials | | | 5.7% | |
| Technology | | | 5.5% | |
| Utilities | | | 2.1% | |
| Diversified | | | 1.6% | |
| Consumer Discretionary | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 3.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of September 30, 2015* (as a percentage of net assets) | | |||
| | | | | |
| HCA Holdings, Inc., 6.250%, 02/15/21 | | | 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% | |
| Numericable Group SA, 6.250%, 05/15/24 | | | 0.6% | |
| HCA, Inc., 5.375%, 02/01/25 | | | 0.6% | |
| MPH Acquisition Holdings LLC, 6.625%, 04/01/22 | | | 0.5% | |
| Argos Merger Sub, Inc., 7.125%, 03/15/23 | | | 0.5% | |
| Ashtead Capital, Inc., 6.500%, 07/15/22 | | | 0.5% | |
| Hot Topic, Inc., 9.250%, 06/15/21 | | | 0.5% | |
| Univision Communications, Inc., 5.125%, 05/15/23 | | | 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, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 33.4% | |
| U.S. Government Agency Obligations | | | 31.7% | |
| U.S. Treasury Obligations | | | 28.3% | |
| Collateralized Mortgage Obligations | | | 12.9% | |
| Asset-Backed Securities | | | 7.2% | |
| Foreign Government Bonds | | | 1.4% | |
| Purchased Options | | | 0.2% | |
| Liabilities in Excess of Other Assets* | | | (15.1)% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of September 30, 2015* (as a percentage of net assets) | | |||
| | | | | |
| United States Treasury Note, 0.625%, 09/30/17 | | | 6.9% | |
| United States Treasury Note, 1.750%, 09/30/22 | | | 6.1% | |
| United States Treasury Note, 1.000%, 09/15/18 | | | 5.1% | |
| United States Treasury Bond, 3.000%, 05/15/45 | | | 4.0% | |
| Fannie Mae, 3.500%, 02/25/42 | | | 3.7% | |
| Freddie Mac, 3.000%, 10/01/44 | | | 2.3% | |
| United States Treasury Bond, 2.000%, 08/15/25 | | | 2.0% | |
| United States Treasury Note, 0.625%, 08/31/17 | | | 1.8% | |
| Ginnie Mae, 3.500%, 07/20/42 | | | 1.8% | |
| United States Treasury Note, 1.375%, 09/30/20 | | | 1.2% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Intermediate Bond Fund |
Voya Short Term Bond Fund | Portfolio Managers’ Report |
| Investment Type Allocation as of September 30, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 62.7% | |
| Asset-Backed Securities | | | 14.1% | |
| Collateralized Mortgage Obligations | | | 9.7% | |
| U.S. Government Agency Obligations | | | 7.7% | |
| U.S. Treasury Obligations | | | 5.4% | |
| Assets in Excess of Other Liabilities* | | | 0.4% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of September 30, 2015 (as a percentage of net assets) | | |||
| | | | | |
| United States Treasury Note, 1.625%, 07/31/20 | | | 5.4% | |
| Ginnie Mae, 7.124%, 04/20/39 | | | 1.1% | |
| Bank of America Corp., 2.600%, 01/15/19 | | | 0.9% | |
| Freddie Mac, 6.000%, 12/15/28 | | | 0.8% | |
| Muir Grove CLO Ltd., 3.295%, 03/25/20 | | | 0.8% | |
| Freddie Mac, 5.000%, 07/15/39 | | | 0.7% | |
| BB&T Corp., 1.600%, 08/15/17 | | | 0.7% | |
| TIAA CMBS I Trust 2001-C1A L, 5.770%, 06/19/33 | | | 0.7% | |
| Sierra CLO II Ltd., 3.795%, 01/22/21 | | | 0.6% | |
| Macquarie Bank Ltd., 1.600%, 10/27/17 | | | 0.6% | |
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Short Term Bond Fund |
Voya Strategic Income Opportunities Fund | Portfolio Managers’ Report |
| Investment Type Allocation as of September 30, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Mutual Funds | | | 72.8% | |
| Collateralized Mortgage Obligations | | | 16.6% | |
| U.S. Treasury Obligations | | | 5.2% | |
| U.S. Government Agency Obligations | | | 2.5% | |
| Corporate Bonds/Notes | | | 0.3% | |
| Purchased Options | | | 0.1% | |
| Assets in Excess of Other Liabilities* | | | 2.5% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of September 30, 2015* (as a percentage of net assets) | | |||
| | | | | |
| Voya Floating Rate Fund - Class P | | | 29.2% | |
| Voya Securitized Credit Fund - Class P | | | 22.1% | |
| Voya High Yield Bond Fund - Class P | | | 11.0% | |
| Voya Investment Grade Credit Fund - Class P | | | 7.7% | |
| United States Treasury Bond, 2.000%, 08/15/25 | | | 4.7% | |
| JP Morgan Mortgage Trust 2006-S3 1A30, 6.500%, 08/25/36 | | | 3.2% | |
| Wells Fargo Mortgage Backed Securities 2006-AR12 Trust 1A1, 2.728%, 09/25/36 | | | 3.1% | |
| Wells Fargo Mortgage Backed Securities 2006-AR17 Trust A1, 2.713%, 10/25/36 | | | 3.0% | |
| LB-UBS Commercial Mortgage Trust 2005-C5 G, 5.350%, 09/15/40 | | | 2.3% | |
| Voya Emerging Markets Hard Currency Debt Fund - Class P | | | 1.4% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| | | Actual Fund Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value April 1, 2015 | | | Ending Account Value September 30, 2015 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended September 30, 2015* | | | Beginning Account Value April 1, 2015 | | | Ending Account Value September 30, 2015 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended September 30, 2015* | | ||||||||||||||||||||||||
Voya GNMA Income Fund | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 1,007.10 | | | | | | 0.93% | | | | | $ | 4.67 | | | | | $ | 1,000.00 | | | | | $ | 1,020.35 | | | | | | 0.93% | | | | | $ | 4.70 | | |
Class B | | | | | 1,000.00 | | | | | | 1,003.30 | | | | | | 1.68 | | | | | | 8.41 | | | | | | 1,000.00 | | | | | | 1,016.60 | | | | | | 1.68 | | | | | | 8.47 | | |
Class C | | | | | 1,000.00 | | | | | | 1,004.50 | | | | | | 1.68 | | | | | | 8.42 | | | | | | 1,000.00 | | | | | | 1,016.60 | | | | | | 1.68 | | | | | | 8.47 | | |
Class I | | | | | 1,000.00 | | | | | | 1,009.70 | | | | | | 0.65 | | | | | | 3.27 | | | | | | 1,000.00 | | | | | | 1,021.75 | | | | | | 0.65 | | | | | | 3.29 | | |
Class W | | | | | 1,000.00 | | | | | | 1,009.50 | | | | | | 0.68 | | | | | | 3.42 | | | | | | 1,000.00 | | | | | | 1,021.60 | | | | | | 0.68 | | | | | | 3.44 | | |
Voya High Yield Bond Fund | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 969.50 | | | | | | 1.06% | | | | | $ | 5.22 | | | | | $ | 1,000.00 | | | | | $ | 1,019.70 | | | | | | 1.06% | | | | | $ | 5.35 | | |
Class B | | | | | 1,000.00 | | | | | | 965.70 | | | | | | 1.81 | | | | | | 8.89 | | | | | | 1,000.00 | | | | | | 1,015.95 | | | | | | 1.81 | | | | | | 9.12 | | |
Class C | | | | | 1,000.00 | | | | | | 965.90 | | | | | | 1.81 | | | | | | 8.90 | | | | | | 1,000.00 | | | | | | 1,015.95 | | | | | | 1.81 | | | | | | 9.12 | | |
Class I | | | | | 1,000.00 | | | | | | 971.30 | | | | | | 0.71 | | | | | | 3.50 | | | | | | 1,000.00 | | | | | | 1,021.45 | | | | | | 0.71 | | | | | | 3.59 | | |
Class P | | | | | 1,000.00 | | | | | | 974.20 | | | | | | 0.10 | | | | | | 0.49 | | | | | | 1,000.00 | | | | | | 1,024.50 | | | | | | 0.10 | | | | | | 0.51 | | |
Class R | | | | | 1,000.00 | | | | | | 968.40 | | | | | | 1.31 | | | | | | 6.45 | | | | | | 1,000.00 | | | | | | 1,018.45 | | | | | | 1.31 | | | | | | 6.61 | | |
Class W | | | | | 1,000.00 | | | | | | 970.90 | | | | | | 0.81 | | | | | | 3.99 | | | | | | 1,000.00 | | | | | | 1,020.95 | | | | | | 0.81 | | | | | | 4.09 | | |
| | | Actual Fund Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value April 1, 2015 | | | Ending Account Value September 30, 2015 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended September 30, 2015* | | | Beginning Account Value April 1, 2015 | | | Ending Account Value September 30, 2015 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended September 30, 2015* | | ||||||||||||||||||||||||
Voya Intermediate Bond Fund | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 987.10 | | | | | | 0.62% | | | | | $ | 3.08 | | | | | $ | 1,000.00 | | | | | $ | 1,021.90 | | | | | | 0.62% | | | | | $ | 3.13 | | |
Class B | | | | | 1,000.00 | | | | | | 984.10 | | | | | | 1.37 | | | | | | 6.80 | | | | | | 1,000.00 | | | | | | 1,018.15 | | | | | | 1.37 | | | | | | 6.91 | | |
Class C | | | | | 1,000.00 | | | | | | 984.40 | | | | | | 1.37 | | | | | | 6.80 | | | | | | 1,000.00 | | | | | | 1,018.15 | | | | | | 1.37 | | | | | | 6.91 | | |
Class I | | | | | 1,000.00 | | | | | | 988.60 | | | | | | 0.33 | | | | | | 1.64 | | | | | | 1,000.00 | | | | | | 1,023.35 | | | | | | 0.33 | | | | | | 1.67 | | |
Class O | | | | | 1,000.00 | | | | | | 987.10 | | | | | | 0.62 | | | | | | 3.08 | | | | | | 1,000.00 | | | | | | 1,021.90 | | | | | | 0.62 | | | | | | 3.13 | | |
Class R | | | | | 1,000.00 | | | | | | 985.90 | | | | | | 0.87 | | | | | | 4.32 | | | | | | 1,000.00 | | | | | | 1,020.65 | | | | | | 0.87 | | | | | | 4.39 | | |
Class R6 | | | | | 1,000.00 | | | | | | 988.70 | | | | | | 0.31 | | | | | | 1.54 | | | | | | 1,000.00 | | | | | | 1,023.45 | | | | | | 0.31 | | | | | | 1.57 | | |
Class W | | | | | 1,000.00 | | | | | | 988.30 | | | | | | 0.37 | | | | | | 1.84 | | | | | | 1,000.00 | | | | | | 1,023.15 | | | | | | 0.37 | | | | | | 1.87 | | |
Voya Short Term Bond Fund | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 1,001.80 | | | | | | 0.80% | | | | | $ | 4.00 | | | | | $ | 1,000.00 | | | | | $ | 1,021.00 | | | | | | 0.80% | | | | | $ | 4.04 | | |
Class C | | | | | 1,000.00 | | | | | | 996.90 | | | | | | 1.55 | | | | | | 7.74 | | | | | | 1,000.00 | | | | | | 1,017.25 | | | | | | 1.55 | | | | | | 7.82 | | |
Class I | | | | | 1,000.00 | | | | | | 1,002.10 | | | | | | 0.50 | | | | | | 2.50 | | | | | | 1,000.00 | | | | | | 1,022.50 | | | | | | 0.50 | | | | | | 2.53 | | |
Class R | | | | | 1,000.00 | | | | | | 1,000.40 | | | | | | 1.05 | | | | | | 5.25 | | | | | | 1,000.00 | | | | | | 1,019.75 | | | | | | 1.05 | | | | | | 5.30 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,003.30 | | | | | | 0.47 | | | | | | 2.35 | | | | | | 1,000.00 | | | | | | 1,022.65 | | | | | | 0.47 | | | | | | 2.38 | | |
Class W | | | | | 1,000.00 | | | | | | 1,002.90 | | | | | | 0.55 | | | | | | 2.75 | | | | | | 1,000.00 | | | | | | 1,022.25 | | | | | | 0.55 | | | | | | 2.78 | | |
Voya Strategic Income Opportunities Fund** | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 999.00 | | | | | | 1.03% | | | | | $ | 5.15 | | | | | $ | 1,000.00 | | | | | $ | 1,019.85 | | | | | | 1.03% | | | | | $ | 5.20 | | |
Class C | | | | | 1,000.00 | | | | | | 994.90 | | | | | | 1.78 | | | | | | 8.88 | | | | | | 1,000.00 | | | | | | 1,016.10 | | | | | | 1.78 | | | | | | 8.97 | | |
Class I | | | | | 1,000.00 | | | | | | 1,001.00 | | | | | | 0.64 | | | | | | 3.20 | | | | | | 1,000.00 | | | | | | 1,021.80 | | | | | | 0.64 | | | | | | 3.23 | | |
Class R | | | | | 1,000.00 | | | | | | 998.00 | | | | | | 1.28 | | | | | | 6.39 | | | | | | 1,000.00 | | | | | | 1,018.60 | | | | | | 1.28 | | | | | | 6.46 | | |
Class W | | | | | 1,000.00 | | | | | | 1,000.00 | | | | | | 0.78 | | | | | | 3.90 | | | | | | 1,000.00 | | | | | | 1,021.10 | | | | | | 0.78 | | | | | | 3.94 | | |
| | | Voya GNMA Income Fund | | | Voya High Yield Bond Fund | | | Voya Intermediate Bond Fund | | |||||||||
ASSETS: | | | | | |||||||||||||||
Investments in securities at fair value+* | | | | $ | 1,186,430,514 | | | | | $ | 499,075,131 | | | | | $ | 3,218,520,730 | | |
Short-term investments at fair value** | | | | | — | | | | | | 10,326,685 | | | | | | 99,810,865 | | |
Total investments at fair value | | | | $ | 1,186,430,514 | | | | | $ | 509,401,816 | | | | | $ | 3,318,331,595 | | |
Cash | | | | | 229,012,347 | | | | | | 67,937 | | | | | | — | | |
Cash collateral for futures | | | | | 2,458,023 | | | | | | — | | | | | | 2,075,529 | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | — | | | | | | — | | | | | | 5,038,000 | | |
Cash pledged as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | — | | | | | | 520,000 | | |
Receivables: | | | | | |||||||||||||||
Investment securities sold | | | | | — | | | | | | 2,642,194 | | | | | | 89,056,658 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | 316,207,031 | | | | | | — | | | | | | 92,059,580 | | |
Fund shares sold | | | | | 24,605,522 | | | | | | 4,221,144 | | | | | | 7,054,873 | | |
Dividends | | | | | — | | | | | | 187 | | | | | | 9,410 | | |
Interest | | | | | 2,380,539 | | | | | | 9,814,469 | | | | | | 15,800,295 | | |
Unrealized appreciation on forward foreign currency contracts | | | | | — | | | | | | — | | | | | | 2,802 | | |
Variation margin receivable on centrally cleared swaps | | | | | — | | | | | | — | | | | | | 133,314 | | |
Prepaid expenses | | | | | 46,482 | | | | | | 34,410 | | | | | | 80,838 | | |
Other assets | | | | | 17,795 | | | | | | 4,960 | | | | | | 29,010 | | |
Total assets | | | | | 1,761,158,253 | | | | | | 526,187,117 | | | | | | 3,530,191,904 | | |
LIABILITIES: | | | | | |||||||||||||||
Income distribution payable | | | | | — | | | | | | 95,755 | | | | | | 364,248 | | |
Payable for investment securities purchased | | | | | 583,762 | | | | | | 4,610,000 | | | | | | 238,182,161 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | 771,464,705 | | | | | | — | | | | | | 429,430,442 | | |
Payable for fund shares redeemed | | | | | 2,286,669 | | | | | | 5,493,529 | | | | | | 38,266,080 | | |
Payable upon receipt of securities loaned | | | | | — | | | | | | — | | | | | | 18,467,451 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | — | | | | | | — | | | | | | 1,807,484 | | |
Variation margin payable on centrally cleared swaps | | | | | — | | | | | | — | | | | | | 63 | | |
Cash received as collateral for delayed-delivery or when-issued securities (Note 2) | | | | | 2,312,000 | | | | | | — | | | | | | 1,588,000 | | |
Payable for investment management fees | | | | | 445,147 | | | | | | 189,526 | | | | | | 623,341 | | |
Payable for distribution and shareholder service fees | | | | | 178,386 | | | | | | 25,397 | | | | | | 177,944 | | |
Payable to custodian due to bank overdraft | | | | | — | | | | | | — | | | | | | 48,095 | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 17,795 | | | | | | 4,960 | | | | | | 29,010 | | |
Payable for trustee fees | | | | | 4,534 | | | | | | 2,612 | | | | | | 13,607 | | |
Other accrued expenses and liabilities | | | | | 161,441 | | | | | | 78,455 | | | | | | 510,591 | | |
Written options, at fair value^ | | | | | — | | | | | �� | — | | | | | | 4,981,050 | | |
Total liabilities | | | | | 777,454,439 | | | | | | 10,500,234 | | | | | | 734,489,567 | | |
NET ASSETS | | | | $ | 983,703,814 | | | | | $ | 515,686,883 | | | | | $ | 2,795,702,337 | | |
NET ASSETS WERE COMPRISED OF: | | | | | |||||||||||||||
Paid-in capital | | | | $ | 989,858,113 | | | | | $ | 575,277,056 | | | | | $ | 2,914,686,118 | | |
Undistributed (distributions in excess of) net investment income | | | | | (9,121,576) | | | | | | (189,433) | | | | | | 589,546 | | |
Accumulated net realized loss | | | | | (14,067,805) | | | | | | (30,873,740) | | | | | | (123,303,920) | | |
Net unrealized appreciation (depreciation) | | | | | 17,035,082 | | | | | | (28,527,000) | | | | | | 3,730,593 | | |
NET ASSETS | | | | $ | 983,703,814 | | | | | $ | 515,686,883 | | | | | $ | 2,795,702,337 | | |
+ Including securities loaned at value | | | | $ | — | | | | | $ | — | | | | | $ | 17,821,549 | | |
* Cost of investments in securities | | | | $ | 1,167,659,392 | | | | | $ | 527,603,462 | | | | | $ | 3,212,491,521 | | |
** Cost of short-term investments | | | | $ | — | | | | | $ | 10,325,354 | | | | | $ | 99,810,865 | | |
^ Premiums received on written options | | | | $ | — | | | | | $ | — | | | | | $ | 7,502,341 | | |
| | | Voya GNMA Income Fund | | | Voya High Yield Bond Fund | | | Voya Intermediate Bond Fund | | |||||||||
Class A | | | | | |||||||||||||||
Net assets | | | | $ | 524,156,849 | | | | | $ | 68,769,015 | | | | | $ | 450,566,271 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 60,711,038 | | | | | | 8,937,268 | | | | | | 45,142,642 | | |
Net asset value and redemption price per share† | | | | $ | 8.63 | | | | | $ | 7.69 | | | | | $ | 9.98 | | |
Maximum offering price per share (2.50%)(1) | | | | $ | 8.85 | | | | | $ | 7.89 | | | | | $ | 10.24 | | |
Class B | | | | | |||||||||||||||
Net assets | | | | $ | 127,521 | | | | | $ | 221,071 | | | | | $ | 164,762 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 14,864 | | | | | | 28,750 | | | | | | 16,547 | | |
Net asset value and redemption price per share† | | | | $ | 8.58 | | | | | $ | 7.69 | | | | | $ | 9.96 | | |
Class C | | | | | |||||||||||||||
Net assets | | | | $ | 88,368,905 | | | | | $ | 12,846,030 | | | | | $ | 31,292,966 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 10,292,017 | | | | | | 1,669,840 | | | | | | 3,139,906 | | |
Net asset value and redemption price per share† | | | | $ | 8.59 | | | | | $ | 7.69 | | | | | $ | 9.97 | | |
Class I | | | | | |||||||||||||||
Net assets | | | | $ | 307,727,884 | | | | | $ | 242,872,528 | | | | | $ | 1,246,720,492 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 35,591,575 | | | | | | 31,594,511 | | | | | | 124,950,541 | | |
Net asset value and redemption price per share | | | | $ | 8.65 | | | | | $ | 7.69 | | | | | $ | 9.98 | | |
Class O | | | | | |||||||||||||||
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 34,238,152 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | 3,430,340 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 9.98 | | |
Class P | | | | | |||||||||||||||
Net assets | | | | | n/a | | | | | $ | 143,602,131 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 18,673,891 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 7.69 | | | | | | n/a | | |
Class R | | | | | |||||||||||||||
Net assets | | | | | n/a | | | | | $ | 386,603 | | | | | $ | 127,986,738 | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 50,222 | | | | | | 12,806,570 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 7.70 | | | | | $ | 9.99 | | |
Class R6 | | | | | |||||||||||||||
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 457,402,637 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | 45,863,388 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 9.97 | | |
Class W | | | | | |||||||||||||||
Net assets | | | | $ | 63,322,655 | | | | | $ | 46,989,505 | | | | | $ | 447,330,319 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 7,316,145 | | | | | | 6,100,447 | | | | | | 44,877,334 | | |
Net asset value and redemption price per share | | | | $ | 8.66 | | | | | $ | 7.70 | | | | | $ | 9.97 | | |
| | | Voya Short Term Bond Fund | | | Voya Strategic Income Opportunities Fund | | ||||||
ASSETS: | | | | ||||||||||
Investments in securities at fair value+* | | | | $ | 125,723,219 | | | | | $ | 8,111,597 | | |
Investments in affiliated underlying funds at fair value** | | | | | — | | | | | | 23,814,481 | | |
Short-term investments at fair value*** | | | | | 525,841 | | | | | | 716,000 | | |
Total investments at fair value | | | | $ | 126,249,060 | | | | | $ | 32,642,078 | | |
Cash collateral for futures | | | | | 256,317 | | | | | | 105,518 | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | 150,000 | | | | | | 75,000 | | |
Foreign currencies at value**** | | | | | 51,434 | | | | | | — | | |
Receivables: | | | | ||||||||||
Investment in affiliated underlying funds sold | | | | | — | | | | | | 15,059 | | |
Investment securities sold | | | | | 6,495,876 | | | | | | — | | |
Fund shares sold | | | | | 12,569 | | | | | | 176,414 | | |
Dividends | | | | | 220 | | | | | | 67,100 | | |
Interest | | | | | 636,530 | | | | | | 38,224 | | |
Variation margin receivable on centrally cleared swaps | | | | | 6,080 | | | | | | 510 | | |
Prepaid expenses | | | | | 17,300 | | | | | | 46,972 | | |
Reimbursement due from manager | | | | | 1,081 | | | | | | 8,780 | | |
Other assets | | | | | 1,157 | | | | | | — | | |
Total assets | | | | | 133,877,624 | | | | | | 33,175,655 | | |
LIABILITIES: | | | | ||||||||||
Income distribution payable | | | | | 353 | | | | | | — | | |
Payable for investments in affiliated underlying funds purchased | | | | | — | | | | | | 351,597 | | |
Payable for investment securities purchased | | | | | 889,977 | | | | | | — | | |
Payable for fund shares redeemed | | | | | 5,966,261 | | | | | | — | | |
Payable upon receipt of securities loaned | | | | | 525,841 | | | | | | — | | |
Unrealized depreciation on forward foreign currency contracts | | | | | — | | | | | | 42,033 | | |
Variation margin payable on centrally cleared swaps | | | | | 29 | | | | | | 1,716 | | |
Payable for investment management fees | | | | | 49,526 | | | | | | 17,558 | | |
Payable for distribution and shareholder service fees | | | | | 513 | | | | | | 890 | | |
Payable to custodian due to bank overdraft | | | | | 120,374 | | | | | | 24,081 | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 1,157 | | | | | | — | | |
Payable for trustee fees | | | | | 690 | | | | | | 74 | | |
Other accrued expenses and liabilities | | | | | 28,872 | | | | | | 10,483 | | |
Total liabilities | | | | | 7,583,593 | | | | | | 448,432 | | |
NET ASSETS | | | | $ | 126,294,031 | | | | | $ | 32,727,223 | | |
NET ASSETS WERE COMPRISED OF: | | | | ||||||||||
Paid-in capital | | | | $ | 127,551,682 | | | | | $ | 32,945,850 | | |
Undistributed (distributions in excess of) net investment income | | | | | (322,579) | | | | | | 317,104 | | |
Accumulated net realized loss | | | | | (792,024) | | | | | | (291,476) | | |
Net unrealized depreciation | | | | | (143,048) | | | | | | (244,255) | | |
NET ASSETS | | | | $ | 126,294,031 | | | | | $ | 32,727,223 | | |
+ Including securities loaned at value | | | | $ | 514,571 | | | | | $ | — | | |
* Cost of investments in securities | | | | $ | 125,749,458 | | | | | $ | 7,909,028 | | |
** Cost of investments in affiliated underlying funds | | | | $ | — | | | | | $ | 24,214,250 | | |
*** Cost of short-term investments | | | | $ | 525,841 | | | | | $ | 716,000 | | |
**** Cost of foreign currencies | | | | $ | 55,805 | | | | | $ | — | | |
| | | Voya Short Term Bond Fund | | | Voya Strategic Income Opportunities Fund | | ||||||
Class A | | | | ||||||||||
Net assets | | | | $ | 1,123,719 | | | | | $ | 474,385 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 113,388 | | | | | | 47,630 | | |
Net asset value and redemption price per share† | | | | $ | 9.91 | | | | | $ | 9.96 | | |
Maximum offering price per share (2.50%)(1) | | | | $ | 10.16 | | | | | $ | 10.22 | | |
Class C | | | | ||||||||||
Net assets | | | | $ | 351,449 | | | | | $ | 206,588 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 35,446 | | | | | | 21,081 | | |
Net asset value and redemption price per share† | | | | $ | 9.91 | | | | | $ | 9.80 | | |
Class I | | | | ||||||||||
Net assets | | | | $ | 8,438,289 | | | | | $ | 30,240,594 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 851,085 | | | | | | 3,025,771 | | |
Net asset value and redemption price per share | | | | $ | 9.91 | | | | | $ | 9.99 | | |
Class R | | | | ||||||||||
Net assets | | | | $ | 3,034 | | | | | $ | 1,802,401 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 306 | | | | | | 182,438 | | |
Net asset value and redemption price per share | | | | $ | 9.91 | | | | | $ | 9.88 | | |
Class R6 | | | | ||||||||||
Net assets | | | | $ | 116,374,433 | | | | | | n/a | | |
Shares authorized | | | | | unlimited | | | | | | n/a | | |
Par value | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | 11,734,555 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 9.92 | | | | | | n/a | | |
Class W | | | | ||||||||||
Net assets | | | | $ | 3,107 | | | | | $ | 3,255 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 313 | | | | | | 327 | | |
Net asset value and redemption price per share | | | | $ | 9.92 | | | | | $ | 9.96 | | |
| | | Voya GNMA Income Fund | | | Voya High Yield Bond Fund | | | Voya Intermediate Bond Fund | | ||||||||||||
INVESTMENT INCOME: | | | | | ||||||||||||||||||
Dividends | | | | $ | — | | | | | $ | 2,431 | | | | | $ | 70,768 | | | |||
Interest | | | | | 10,708,788 | | | | | | 16,326,517 | | | | | | 40,123,821 | | | |||
Securities lending income, net | | | | | — | | | | | | — | | | | | | 440,743 | | | |||
Total investment income | | | | | 10,708,788 | | | | | | 16,328,948 | | | | | | 40,635,332 | | | |||
EXPENSES: | | | | | ||||||||||||||||||
Investment management fees(1) | | | | | 2,512,027 | | | | | | 1,543,538 | | | | | | 3,456,345 | | | |||
Distribution and shareholder service fees: | | | | | ||||||||||||||||||
Class A | | | | | 650,164 | | | | | | 92,150 | | | | | | 685,781 | | | |||
Class B | | | | | 1,249 | | | | | | 1,946 | | | | | | 1,634 | | | |||
Class C | | | | | 423,260 | | | | | | 67,316 | | | | | | 159,607 | | | |||
Class O | | | | | — | | | | | | — | | | | | | 43,772 | | | |||
Class R | | | | | — | | | | | | 823 | | | | | | 314,665 | | | |||
Transfer agent fees: | | | | | | | | | | | | | | | | | | | | |||
Class A | | | | | 198,392 | | | | | | 49,444 | | | | | | 171,558 | | | |||
Class B | | | | | 95 | | | | | | 261 | | | | | | 98 | | | |||
Class C | | | | | 32,288 | | | | | | 9,030 | | | | | | 10,313 | | | |||
Class I | | | | | 49,829 | | | | | | 37,039 | | | | | | 87,767 | | | |||
Class O | | | | | — | | | | | | — | | | | | | 11,303 | | | |||
Class P | | | | | — | | | | | | 22,521 | | | | | | — | | | |||
Class R | | | | | — | | | | | | 221 | | | | | | 40,955 | | | |||
Class R6 | | | | | — | | | | | | — | | | | | | 854 | | | |||
Class W | | | | | 20,929 | | | | | | 32,648 | | | | | | 144,144 | | | |||
Administrative service fees(1) | | | | | 72,515 | | | | | | 42,692 | | | | | | 217,532 | | | |||
Shareholder reporting expense | | | | | 22,850 | | | | | | 21,045 | | | | | | 50,700 | | | |||
Registration fees | | | | | 50,196 | | | | | | 55,274 | | | | | | 195,828 | | | |||
Professional fees | | | | | 23,458 | | | | | | 25,228 | | | | | | 69,470 | | | |||
Custody and accounting expense | | | | | 51,240 | | | | | | 55,083 | | | | | | 169,750 | | | |||
Trustee fees | | | | | 13,603 | | | | | | 7,834 | | | | | | 40,821 | | | |||
Miscellaneous expense | | | | | 15,412 | | | | | | 15,323 | | | | | | 48,646 | | | |||
Interest expense | | | | | — | | | | | | 303 | | | | | | 980 | | | |||
Total expenses | | | | | 4,137,507 | | | | | | 2,079,719 | | | | | | 5,922,523 | | | |||
Net recouped/waived and reimbursed fees | | | | | 50 | | | | | | (445,424) | | | | | | — | | | |||
Net expenses | | | | | 4,137,557 | | | | | | 1,634,295 | | | | | | 5,922,523 | | | |||
Net investment income | | | | | 6,571,231 | | | | | | 14,694,653 | | | | | | 34,712,809 | | | |||
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | ||||||||||||||||||
Net realized gain (loss) on: | | | | | ||||||||||||||||||
Investments | | | | | 3,518,184 | | | | | | (2,098,530) | | | | | | (12,349,824) | | | |||
Foreign currency related transactions | | | | | — | | | | | | — | | | | | | (1,484,775) | | | |||
Futures | | | | | (1,440,203) | | | | | | — | | | | | | (3,205,709) | | | |||
Swaps | | | | | — | | | | | | — | | | | | | (1,736,949) | | | |||
Written options | | | | | — | | | | | | — | | | | | | (352,775) | | | |||
Net realized gain (loss) | | | | | 2,077,981 | | | | | | (2,098,530) | | | | | | (19,130,032) | | | |||
Net change in unrealized appreciation (depreciation) on: | | | | | ||||||||||||||||||
Investments | | | | | (1,550,157) | | | | | | (27,676,750) | | | | | | (48,806,167) | | | |||
Foreign currency related transactions | | | | | — | | | | | | — | | | | | | (1,733,434) | | | |||
Futures | | | | | (261,488) | | | | | | — | | | | | | (690,213) | | | |||
Swaps | | | | | — | | | | | | — | | | | | | 1,636,172 | | | |||
Written options | | | | | — | | | | | | — | | | | | | 2,521,291 | | | |||
Net change in unrealized appreciation (depreciation) | | | | | (1,811,645) | | | | | | (27,676,750) | | | | | | (47,072,351) | | | |||
Net realized and unrealized gain (loss) | | | | | 266,336 | | | | | | (29,775,280) | | | | | | (66,202,383) | | | |||
Increase (decrease) in net assets resulting from operations | | | | $ | 6,837,567 | | | | | $ | (15,080,627) | | | | | $ | (31,489,574) | | | |||
|
| | | Voya Short Term Bond Fund | | | Voya Strategic Income Opportunities Fund | | ||||||||
INVESTMENT INCOME: | | | | ||||||||||||
Dividends | | | | $ | 1,010 | | | | | $ | — | | | ||
Interest | | | | | 1,270,924 | | | | | | 62,330 | | | ||
Dividends from affiliated funds | | | | | — | | | | | | 251,107 | | | ||
Securities lending income, net | | | | | 4,360 | | | | | | — | | | ||
Total investment income | | | | | 1,276,294 | | | | | | 313,437 | | | ||
EXPENSES: | | | | ||||||||||||
Investment management fees(1) | | | | | 298,852 | | | | | | 47,150 | | | ||
Distribution and shareholder service fees: | | | | ||||||||||||
Class A | | | | | 595 | | | | | | 603 | | | ||
Class C | | | | | 1,701 | | | | | | 987 | | | ||
Class R | | | | | 7 | | | | | | 2,186 | | | ||
Transfer agent fees: | | | | | | | | | | | | | | ||
Class A | | | | | 338 | | | | | | 352 | | | ||
Class C | | | | | 231 | | | | | | 138 | | | ||
Class I | | | | | 2,877 | | | | | | 56 | | | ||
Class R | | | | | 2 | | | | | | 570 | | | ||
Class R6 | | | | | 509 | | | | | | — | | | ||
Class W | | | | | 2 | | | | | | 2 | | | ||
Administrative service fees(1) | | | | | 11,534 | | | | | | 528 | | | ||
Shareholder reporting expense | | | | | 2,562 | | | | | | 2,196 | | | ||
Registration fees | | | | | 29,773 | | | | | | 37,069 | | | ||
Professional fees | | | | | 9,276 | | | | | | 5,126 | | | ||
Custody and accounting expense | | | | | 16,470 | | | | | | 5,490 | | | ||
Trustee fees | | | | | 2,069 | | | | | | 220 | | | ||
Miscellaneous expense | | | | | 5,712 | | | | | | 2,064 | | | ||
Interest expense | | | | | 92 | | | | | | 11 | | | ||
Total expenses | | | | | 382,602 | | | | | | 104,748 | | | ||
Net waived and reimbursed fees | | | | | (53,628) | | | | | | (52,696) | | | ||
Net expenses | | | | | 328,974 | | | | | | 52,052 | | | ||
Net investment income | | | | | 947,320 | | | | | | 261,385 | | | ||
REALIZED AND UNREALIZED GAIN (LOSS): | | | | ||||||||||||
Net realized gain (loss) on: | | | | ||||||||||||
Investments | | | | | (104,935) | | | | | | (16,936) | | | ||
Sale of affiliated underlying funds | | | | | — | | | | | | 4,174 | | | ||
Foreign currency related transactions | | | | | — | | | | | | (9,616) | | | ||
Futures | | | | | (5,742) | | | | | | (30,285) | | | ||
Swaps | | | | | (531) | | | | | | (132,273) | | | ||
Net realized loss | | | | | (111,208) | | | | | | (184,936) | | | ||
Net change in unrealized appreciation (depreciation) on: | | | | ||||||||||||
Investments | | | | | (344,968) | | | | | | 127,110 | | | ||
Affiliated underlying funds | | | | | — | | | | | | (374,223) | | | ||
Foreign currency related transactions | | | | | 1,941 | | | | | | (44,344) | | | ||
Futures | | | | | (42,052) | | | | | | (2,094) | | | ||
Swaps | | | | | (46,866) | | | | | | (2,683) | | | ||
Net change in unrealized appreciation (depreciation) | | | | | (431,945) | | | | | | (296,234) | | | ||
Net realized and unrealized loss | | | | | (543,153) | | | | | | (481,170) | | | ||
Increase (decrease) in net assets resulting from operations | | | | $ | 404,167 | | | | | $ | (219,785) | | | ||
|
| | | Voya GNMA Income Fund | | | Voya High Yield Bond Fund | | ||||||||||||||||||||||
| | | Six Months Ended September 30, 2015 | | | Year Ended March 31, 2015 | | | Six Months Ended September 30, 2015 | | | Year Ended March 31, 2015 | | ||||||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||||||
Net investment income | | | | $ | 6,571,231 | | | | | $ | 14,907,582 | | | | | $ | 14,694,653 | | | | | $ | 27,826,069 | | | ||||
Net realized gain (loss) | | | | | 2,077,981 | | | | | | 8,805,316 | | | | | | (2,098,530) | | | | | | (3,065,330) | | | ||||
Net change in unrealized appreciation (depreciation) | | | | | (1,811,645) | | | | | | 12,170,335 | | | | | | (27,676,750) | | | | | | (18,129,733) | | | ||||
Increase (decrease) in net assets resulting from operations | | | | | 6,837,567 | | | | | | 35,883,233 | | | | | | (15,080,627) | | | | | | 6,631,006 | | | ||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
Net investment income: | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
Class A | | | | | (7,868,042) | | | | | | (16,005,727) | | | | | | (1,902,731) | | | | | | (4,217,998) | | | ||||
Class B | | | | | (3,194) | | | | | | (10,192) | | | | | | (8,543) | | | | | | (26,400) | | | ||||
Class C | | | | | (963,305) | | | | | | (1,960,019) | | | | | | (297,066) | | | | | | (638,356) | | | ||||
Class I | | | | | (4,022,851) | | | | | | (5,090,084) | | | | | | (6,615,542) | | | | | | (14,993,658) | | | ||||
Class P | | | | | — | | | | | | — | | | | | | (4,475,153) | | | | | | (6,691,664) | | | ||||
Class R | | | | | — | | | | | | — | | | | | | (8,120) | | | | | | (2,755) | | | ||||
Class W | | | | | (884,397) | | | | | | (1,328,936) | | | | | | (1,317,639) | | | | | | (1,550,951) | | | ||||
Return of capital: | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
Class A | | | | | — | | | | | | (2,091,266) | | | | | | — | | | | | | — | | | ||||
Class B | | | | | — | | | | | | (1,510) | | | | | | — | | | | | | — | | | ||||
Class C | | | | | — | | | | | | (341,985) | | | | | | — | | | | | | — | | | ||||
Class I | | | | | — | | | | | | (797,369) | | | | | | — | | | | | | — | | | ||||
Class W | | | | | — | | | | | | (190,890) | | | | | | — | | | | | | — | | | ||||
Total distributions | | | | | (13,741,789) | | | | | | (27,817,978) | | | | | | (14,624,794) | | | | | | (28,121,782) | | | ||||
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||||||
Net proceeds from sale of shares | | | | | 219,484,673 | | | | | | 274,391,931 | | | | | | 79,522,310 | | | | | | 286,247,406 | | | ||||
Reinvestment of distributions | | | | | 11,550,894 | | | | | | 24,282,307 | | | | | | 14,037,565 | | | | | | 26,903,753 | | | ||||
| | | | | 231,035,567 | | | | | | 298,674,238 | | | | | | 93,559,875 | | | | | | 313,151,159 | | | ||||
Cost of shares redeemed | | | | | (119,554,086) | | | | | | (246,414,994) | | | | | | (65,110,175) | | | | | | (195,088,556) | | | ||||
Net increase in net assets resulting from capital share transactions | | | | | 111,481,481 | | | | | | 52,259,244 | | | | | | 28,449,700 | | | | | | 118,062,603 | | | ||||
Net increase (decrease) in net assets | | | | | 104,577,259 | | | | | | 60,324,499 | | | | | | (1,255,721) | | | | | | 96,571,827 | | | ||||
NET ASSETS: | | | | | | ||||||||||||||||||||||||
Beginning of year or period | | | | | 879,126,555 | | | | | | 818,802,056 | | | | | | 516,942,604 | | | | | | 420,370,777 | | | ||||
End of year or period | | | | $ | 983,703,814 | | | | | $ | 879,126,555 | | | | | $ | 515,686,883 | | | | | $ | 516,942,604 | | | ||||
Distributions in excess of net investment income at end of year or period | | | | $ | (9,121,576) | | | | | $ | (1,951,018) | | | | | $ | (189,433) | | | | | $ | (259,292) | | | ||||
|
| | | Voya Intermediate Bond Fund | | | Voya Short Term Bond Fund | |||||||||||||||||||||
| | | Six Months Ended September 30, 2015 | | | Year Ended March 31, 2015 | | | Six Months Ended September 30, 2015 | | | Year Ended March 31, 2015 | |||||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||||
Net investment income | | | | $ | 34,712,809 | | | | | $ | 50,878,711 | | | | | $ | 947,320 | | | | | $ | 2,631,505 | ||||
Net realized gain (loss) | | | | | (19,130,032) | | | | | | 37,534,082 | | | | | | (111,208) | | | | | | 54,512 | ||||
Net change in unrealized appreciation (depreciation) | | | | | (47,072,351) | | | | | | 29,900,977 | | | | | | (431,945) | | | | | | (321,408) | ||||
Increase (decrease) in net assets resulting from operations | | | | | (31,489,574) | | | | | | 118,313,770 | | | | | | 404,167 | | | | | | 2,364,609 | ||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | ||||
Net investment income: | | | | | | ||||||||||||||||||||||
Class A | | | | | (6,472,835) | | | | | | (18,252,026) | | | | | | (3,706) | | | | | | (4,713) | ||||
Class B | | | | | (2,670) | | | | | | (11,267) | | | | | | — | | | | | | — | ||||
Class C | | | | | (257,026) | | | | | | (582,567) | | | | | | (1,329) | | | | | | (3,096) | ||||
Class I | | | | | (14,876,470) | | | | | | (15,552,223) | | | | | | (73,169) | | | | | | (110,828) | ||||
Class O | | | | | (413,211) | | | | | | (1,016,623) | | | | | | — | | | | | | — | ||||
Class R | | | | | (1,327,488) | | | | | | (646,611) | | | | | | (19) | | | | | | (28) | ||||
Class R6 | | | | | (5,550,308) | | | | | | (8,406,345) | | | | | | (1,201,485) | | | | | | (2,954,335) | ||||
Class W | | | | | (5,798,975) | | | | | | (12,267,238) | | | | | | (28) | | | | | | (2,305) | ||||
Total distributions | | | | | (34,698,983) | | | | | | (56,734,900) | | | | | | (1,279,736) | | | | | | (3,075,305) | ||||
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||||
Net proceeds from sale of shares | | | | | 1,076,712,866 | | | | | | 1,379,161,890 | | | | | | 6,001,337 | | | | | | 25,393,018 | ||||
Reinvestment of distributions | | | | | 32,662,736 | | | | | | 53,503,830 | | | | | | 1,279,045 | | | | | | 3,074,347 | ||||
| | | | | 1,109,375,602 | | | | | | 1,432,665,720 | | | | | | 7,280,382 | | | | | | 28,467,365 | ||||
Cost of shares redeemed | | | | | (881,099,185) | | | | | | (475,975,682) | | | | | | (21,277,219) | | | | | | (61,033,689) | ||||
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 228,276,417 | | | | | | 956,690,038 | | | | | | (13,996,837) | | | | | | (32,566,324) | ||||
Net increase (decrease) in net assets | | | | | 162,087,860 | | | | | | 1,018,268,908 | | | | | | (14,872,406) | | | | | | (33,277,020) | ||||
NET ASSETS: | | | | | | ||||||||||||||||||||||
Beginning of year or period | | | | | 2,633,614,477 | | | | | | 1,615,345,569 | | | | | | 141,166,437 | | | | | | 174,443,457 | ||||
End of year or period | | | | $ | 2,795,702,337 | | | | | $ | 2,633,614,477 | | | | | $ | 126,294,031 | | | | | $ | 141,166,437 | ||||
Undistributed (distributions in excess of) net investment income at end of year or period | | | | $ | 589,546 | | | | | $ | 575,720 | | | | | $ | (322,579) | | | | | $ | 9,837 | ||||
|
| | | Voya Strategic Income Opportunities Fund | | |||||||||||
| | | Six Months Ended September 30, 2015 | | | Year Ended March 31, 2015 | | ||||||||
FROM OPERATIONS: | | | | ||||||||||||
Net investment income | | | | $ | 261,385 | | | | | $ | 223,374 | | | ||
Net realized gain (loss) | | | | | (184,936) | | | | | | 42,700 | | | ||
Net change in unrealized appreciation (depreciation) | | | | | (296,234) | | | | | | (10,618) | | | ||
Increase (decrease) in net assets resulting from operations | | | | | (219,785) | | | | | | 255,456 | | | ||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | ||
Net investment income: | | | | | | | | | | | | | | ||
Class A | | | | | — | | | | | | (17,154) | | | ||
Class C | | | | | — | | | | | | (4,133) | | | ||
Class I | | | | | — | | | | | | (198,534) | | | ||
Class R | | | | | — | | | | | | (7,861) | | | ||
Class W | | | | | — | | | | | | (108) | | | ||
Total distributions | | | | | — | | | | | | (227,790) | | | ||
FROM CAPITAL SHARE TRANSACTIONS: | | | | ||||||||||||
Net proceeds from sale of shares | | | | | 26,763,493 | | | | | | 936,695 | | | ||
Reinvestment of distributions | | | | | — | | | | | | 226,283 | | | ||
| | | | | 26,763,493 | | | | | | 1,162,978 | | | ||
Cost of shares redeemed | | | | | (209,988) | | | | | | (424,342) | | | ||
Net increase in net assets resulting from capital share transactions | | | | | 26,553,505 | | | | | | 738,636 | | | ||
Net increase in net assets | | | | | 26,333,720 | | | | | | 766,302 | | | ||
NET ASSETS: | | | | ||||||||||||
Beginning of year or period | | | | | 6,393,503 | | | | | | 5,627,201 | | | ||
End of year or period | | | | $ | 32,727,223 | | | | | $ | 6,393,503 | | | ||
Undistributed net investment income at end of year or period | | | | $ | 317,104 | | | | | $ | 55,719 | | | ||
|
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-15 | | | | | 8.70 | | | | | | 0.06• | | | | | | 0.00* | | | | | | 0.06 | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 8.63 | | | | | | 0.71 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 1.42 | | | | | | 524,157 | | | | | | 271 | | |
03-31-15 | | | | | 8.62 | | | | | | 0.16 | | | | | | 0.22 | | | | | | 0.38 | | | | | | 0.26 | | | | | | — | | | | | | 0.04 | | | | | | 0.30 | | | | | | — | | | | | | 8.70 | | | | | | 4.40 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 1.85 | | | | | | 521,226 | | | | | | 511 | | |
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 | | |
Class B | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-15 | | | | | 8.65 | | | | | | 0.03• | | | | | | 0.00* | | | | | | 0.03 | | | | | | 0.10 | | | | | | — | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 8.58 | | | | | | 0.33 | | | | | | 1.68 | | | | | | 1.68 | | | | | | 1.68 | | | | | | 0.68 | | | | | | 128 | | | | | | 271 | | |
03-31-15 | | | | | 8.57 | | | | | | 0.10• | | | | | | 0.21 | | | | | | 0.31 | | | | | | 0.19 | | | | | | — | | | | | | 0.04 | | | | | | 0.23 | | | | | | — | | | | | | 8.65 | | | | | | 3.62 | | | | | | 1.67 | | | | | | 1.67 | | | | | | 1.67 | | | | | | 1.21 | | | | | | 333 | | | | | | 511 | | |
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 | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-15 | | | | | 8.65 | | | | | | 0.03• | | | | | | 0.01 | | | | | | 0.04 | | | | | | 0.10 | | | | | | — | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 8.59 | | | | | | 0.45 | | | | | | 1.68 | | | | | | 1.68 | | | | | | 1.68 | | | | | | 0.68 | | | | | | 88,369 | | | | | | 271 | | |
03-31-15 | | | | | 8.57 | | | | | | 0.09 | | | | | | 0.22 | | | | | | 0.31 | | | | | | 0.19 | | | | | | — | | | | | | 0.04 | | | | | | 0.23 | | | | | | — | | | | | | 8.65 | | | | | | 3.62 | | | | | | 1.67 | | | | | | 1.67 | | | | | | 1.67 | | | | | | 1.11 | | | | | | 83,809 | | | | | | 511 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-15 | | | | | 8.71 | | | | | | 0.07• | | | | | | 0.01 | | | | | | 0.08 | | | | | | 0.14 | | | | | | — | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 8.65 | | | | | | 0.97 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.70 | | | | | | 307,728 | | | | | | 271 | | |
03-31-15 | | | | | 8.63 | | | | | | 0.17• | | | | | | 0.23 | | | | | | 0.40 | | | | | | 0.28 | | | | | | — | | | | | | 0.04 | | | | | | 0.32 | | | | | | — | | | | | | 8.71 | | | | | | 4.70 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.94 | | | | | | 223,920 | | | | | | 511 | | |
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 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-15 | | | | | 8.72 | | | | | | 0.07• | | | | | | 0.01 | | | | | | 0.08 | | | | | | 0.14 | | | | | | — | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 8.66 | | | | | | 0.95 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.67 | | | | | | 63,323 | | | | | | 271 | | |
03-31-15 | | | | | 8.64 | | | | | | 0.17• | | | | | | 0.23 | | | | | | 0.40 | | | | | | 0.28 | | | | | | — | | | | | | 0.04 | | | | | | 0.32 | | | | | | — | | | | | | 8.72 | | | | | | 4.66 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 2.00 | | | | | | 49,838 | | | | | | 511 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-15 | | | | | 8.14 | | | | | | 0.21• | | | | | | (0.45) | | | | | | (0.24) | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 7.69 | | | | | | (3.05) | | | | | | 1.06 | | | | | | 1.06 | | | | | | 1.06 | | | | | | 5.17 | | | | | | 68,769 | | | | | | 15 | | |
03-31-15 | | | | | 8.49 | | | | | | 0.42 | | | | | | (0.34) | | | | | | 0.08 | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 8.14 | | | | | | 0.98 | | | | | | 1.09 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 5.10 | | | | | | 75,588 | | | | | | 37 | | |
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 | | |
Class B | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-15 | | | | | 8.14 | | | | | | 0.18• | | | | | | (0.45) | | | | | | (0.27) | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 7.69 | | | | | | (3.43) | | | | | | 1.81 | | | | | | 1.81 | | | | | | 1.81 | | | | | | 4.40 | | | | | | 221 | | | | | | 15 | | |
03-31-15 | | | | | 8.48 | | | | | | 0.36 | | | | | | (0.33) | | | | | | 0.03 | | | | | | 0.37 | | | | | | — | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 8.14 | | | | | | 0.31 | | | | | | 1.84 | | | | | | 1.85 | | | | | | 1.85 | | | | | | 4.33 | | | | | | 473 | | | | | | 37 | | |
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 | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-15 | | | | | 8.14 | | | | | | 0.18• | | | | | | (0.45) | | | | | | (0.27) | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 7.69 | | | | | | (3.41) | | | | | | 1.81 | | | | | | 1.81 | | | | | | 1.81 | | | | | | 4.43 | | | | | | 12,846 | | | | | | 15 | | |
03-31-15 | | | | | 8.49 | | | | | | 0.36 | | | | | | (0.34) | | | | | | 0.02 | | | | | | 0.37 | | | | | | — | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 8.14 | | | | | | 0.21 | | | | | | 1.84 | | | | | | 1.85 | | | | | | 1.85 | | | | | | 4.35 | | | | | | 13,568 | | | | | | 37 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-15 | | | | | 8.14 | | | | | | 0.22• | | | | | | (0.45) | | | | | | (0.23) | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 7.69 | | | | | | (2.87) | | | | | | 0.71 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 5.53 | | | | | | 242,873 | | | | | | 15 | | |
03-31-15 | | | | | 8.48 | | | | | | 0.46 | | | | | | (0.34) | | | | | | 0.12 | | | | | | 0.46 | | | | | | — | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 8.14 | | | | | | 1.48 | | | | | | 0.68 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 5.51 | | | | | | 233,374 | | �� | | | | 37 | | |
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 | | |
Class P | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-15 | | | | | 8.14 | | | | | | 0.25• | | | | | | (0.45) | | | | | | (0.20) | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 7.69 | | | | | | (2.58) | | | | | | 0.71 | | | | | | 0.10 | | | | | | 0.10 | | | | | | 6.14 | | | | | | 143,602 | | | | | | 15 | | |
03-31-15 | | | | | 8.48 | | | | | | 0.51 | | | | | | (0.34) | | | | | | 0.17 | | | | | | 0.51 | | | | | | — | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 8.14 | | | | | | 2.09 | | | | | | 0.68 | | | | | | 0.07 | | | | | | 0.07 | | | | | | 6.13 | | | | | | 145,332 | | | | | | 37 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-15 | | | | | 8.15 | | | | | | 0.20• | | | | | | (0.45) | | | | | | (0.25) | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 7.70 | | | | | | (3.16) | | | | | | 1.31 | | | | | | 1.31 | | | | | | 1.31 | | | | | | 4.95 | | | | | | 387 | | | | | | 15 | | |
03-31-15 | | | | | 8.49 | | | | | | 0.42 | | | | | | (0.34) | | | | | | 0.08 | | | | | | 0.42 | | | | | | — | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 8.15 | | | | | | 0.91 | | | | | | 1.34 | | | | | | 1.34 | | | | | | 1.34 | | | | | | 4.93 | | | | | | 181 | | | | | | 37 | | |
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 | | |
| | | | | | | | | 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 W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-15 | | | | | 8.15 | | | | | | 0.22• | | | | | | (0.45) | | | | | | (0.23) | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 7.70 | | | | | | (2.91) | | | | | | 0.81 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 5.43 | | | | | | 46,990 | | | | | | 15 | | |
03-31-15 | | | | | 8.50 | | | | | | 0.45 | | | | | | (0.35) | | | | | | 0.10 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 8.15 | | | | | | 1.26 | | | | | | 0.84 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 5.37 | | | | | | 48,426 | | | | | | 37 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-15 | | | | | 10.23 | | | | | | 0.12• | | | | | | (0.25) | | | | | | (0.13) | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 9.98 | | | | | | (1.29) | | | | | | 0.62 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 2.33 | | | | | | 450,566 | | | | | | 261†† | | |
03-31-15 | | | | | 9.91 | | | | | | 0.24 | | | �� | | | 0.36 | | | | | | 0.60 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 10.23 | | | | | | 6.09 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 2.41 | | | | | | 995,117 | | | | | | 587†† | | |
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†† | | |
Class B | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-15 | | | | | 10.20 | | | | | | 0.08• | | | | | | (0.24) | | | | | | (0.16) | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.96 | | | | | | (1.59) | | | | | | 1.37 | | | | | | 1.37 | | | | | | 1.37 | | | | | | 1.59 | | | | | | 165 | | | | | | 261†† | | |
03-31-15 | | | | | 9.90 | | | | | | 0.18 | | | | | | 0.33 | | | | | | 0.51 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 10.20 | | | | | | 5.17 | | | | | | 1.41 | | | | | | 1.41 | | | | | | 1.41 | | | | | | 1.69 | | | | | | 447 | | | | | | 587†† | | |
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†† | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-15 | | | | | 10.21 | | | | | | 0.08• | | | | | | (0.24) | | | | | | (0.16) | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.97 | | | | | | (1.56) | | | | | | 1.37 | | | | | | 1.37 | | | | | | 1.37 | | | | | | 1.60 | | | | | | 31,293 | | | | | | 261†† | | |
03-31-15 | | | | | 9.90 | | | | | | 0.17 | | | | | | 0.34 | | | | | | 0.51 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 10.21 | | | | | | 5.21 | | | | | | 1.41 | | | | | | 1.41 | | | | | | 1.41 | | | | | | 1.68 | | | | | | 32,593 | | | | | | 587†† | | |
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†† | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-15 | | | | | 10.23 | | | | | | 0.13• | | | | | | (0.25) | | | | | | (0.12) | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 9.98 | | | | | | (1.14) | | | | | | 0.33 | | | | | | 0.33 | | | | | | 0.33 | | | | | | 2.66 | | | | | | 1,246,720 | | | | | | 261†† | | |
03-31-15 | | | | | 9.91 | | | | | | 0.28 | | | | | | 0.35 | | | | | | 0.63 | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 10.23 | | | | | | 6.46 | | | | | | 0.32 | | | | | | 0.32 | | | | | | 0.32 | | | | | | 2.76 | | | | | | 613,643 | | | | | | 587†† | | |
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†† | | |
| | | | | | | | | 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 O | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-15 | | | | | 10.23 | | | | | | 0.12• | | | | | | (0.25) | | | | | | (0.13) | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 9.98 | | | | | | (1.29) | | | | | | 0.62 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 2.35 | | | | | | 34,238 | | | | | | 261†† | | |
03-31-15 | | | | | 9.92 | | | | | | 0.25 | | | | | | 0.34 | | | | | | 0.59 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 10.23 | | | | | | 6.01 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 2.43 | | | | | | 36,329 | | | | | | 587†† | | |
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†† | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | ��� | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-15 | | | | | 10.24 | | | | | | 0.11• | | | | | | (0.25) | | | | | | (0.14) | | | | | | 0.11 | | | | | | — | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 9.99 | | | | | | (1.41) | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 2.10 | | | | | | 127,987 | | | | | | 261†† | | |
03-31-15 | | | | | 9.93 | | | | | | 0.22 | | | | | | 0.34 | | | | | | 0.56 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 10.24 | | | | | | 5.71 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 2.08 | | | | | | 121,657 | | | | | | 587†† | | |
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†† | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-15 | | | | | 10.22 | | | | | | 0.13• | | | | | | (0.25) | | | | | | (0.12) | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 9.97 | | | | | | (1.13) | | | | | | 0.31 | | | | | | 0.31 | | | | | | 0.31 | | | | | | 2.67 | | | | | | 457,403 | | | | | | 261†† | | |
03-31-15 | | | | | 9.91 | | | | | | 0.28 | | | | | | 0.34 | | | | | | 0.62 | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 10.22 | | | | | | 6.38 | | | | | | 0.31 | | | | | | 0.31 | | | | | | 0.31 | | | | | | 2.77 | | | | | | 371,049 | | | | | | 587†† | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-15 | | | | | 10.22 | | | | | | 0.13• | | | | | | (0.25) | | | | | | (0.12) | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 9.97 | | | | | | (1.17) | | | | | | 0.37 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 2.60 | | | | | | 447,330 | | | | | | 261†† | | |
03-31-15 | | | | | 9.90 | | | | | | 0.27 | | | | | | 0.35 | | | | | | 0.62 | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 10.22 | | | | | | 6.36 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 2.67 | | | | | | 462,779 | | | | | | 587†† | | |
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†† | | |
Voya Short Term Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-15 | | | | | 9.97 | | | | | | 0.05• | | | | | | (0.03) | | | | | | 0.02 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.91 | | | | | | 0.18 | | | | | | 0.94 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.08 | | | | | | 1,124 | | | | | | 60 | | |
03-31-15 | | | | | 10.01 | | | | | | 0.13 | | | | | | (0.01) | | | | | | 0.12 | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 9.97 | | | | | | 1.20 | | | | | | 0.89 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.31 | | | | | | 303 | | | | | | 95 | | |
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 | | |
| | | | | | | | | 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 C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-15 | | | | | 9.98 | | | | | | 0.01• | | | | | | (0.04) | | | | | | (0.03) | | | | | | 0.04 | | | | | | — | | | | | | — | | | | | | 0.04 | | | | | | — | | | | | | 9.91 | | | | | | (0.31) | | | | | | 1.69 | | | | | | 1.55 | | | | | | 1.55 | | | | | | 0.30 | | | | | | 351 | | | | | | 60 | | |
03-31-15 | | | | | 10.02 | | | | | | 0.05 | | | | | | (0.01) | | | | | | 0.04 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.98 | | | | | | 0.44 | | | | | | 1.64 | | | | | | 1.55 | | | | | | 1.55 | | | | | | 0.56 | | | | | | 344 | | | | | | 95 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-15 | | | | | 9.98 | | | | | | 0.07• | | | | | | (0.05) | | | | | | 0.02 | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 9.91 | | | | | | 0.21 | | | | | | 0.62 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 1.35 | | | | | | 8,438 | | | | | | 60 | | |
03-31-15 | | | | | 10.02 | | | | | | 0.17 | | | | | | (0.02) | | | | | | 0.15 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 9.98 | | | | | | 1.50 | | | | | | 0.59 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 1.63 | | | | | | 7,416 | | | | | | 95 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-15 | | | | | 9.97 | | | | | | 0.04• | | | | | | (0.04) | | | | | | 0.00* | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 9.91 | | | | | | 0.04 | | | | | | 1.19 | | | | | | 1.05 | | | | | | 1.05 | | | | | | 0.79 | | | | | | 3 | | | | | | 60 | | |
07-31-14(4) - 03-31-15 | | | | | 9.99 | | | | | | 0.07• | | | | | | 0.00* | | | | | | 0.07 | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 9.97 | | | | | | 0.72 | | | | | | 1.14 | | | | | | 1.05 | | | | | | 1.05 | | | | | | 1.00 | | | | | | 3 | | | | | | 95 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-15 | | | | | 9.98 | | | | | | 0.07• | | | | | | (0.04) | | | | | | 0.03 | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 9.92 | | | | | | 0.33 | | | | | | 0.55 | | | | | | 0.47 | | | | | | 0.47 | | | | | | 1.37 | | | | | | 116,374 | | | | | | 60 | | |
03-31-15 | | | | | 10.02 | | | | | | 0.16 | | | | | | (0.01) | | | | | | 0.15 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 9.98 | | | | | | 1.53 | | | | | | 0.54 | | | | | | 0.47 | | | | | | 0.47 | | | | | | 1.63 | | | | | | 133,098 | | | | | | 95 | | |
07-31-13(4) - 03-31-14 | | | | | 9.98 | | | | | | 0.09• | | | | | | 0.06 | | | | | | 0.15 | | | | | | 0.11 | | | | | | — | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 10.02 | | | | | | 1.49 | | | | | | 0.55 | | | | | | 0.47 | | | | | | 0.47 | | | | | | 1.31 | | | | | | 169,497 | | | | | | 116 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-15 | | | | | 9.98 | | | | | | 0.06• | | | | | | (0.03) | | | | | | 0.03 | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 9.92 | | | | | | 0.29 | | | | | | 0.69 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 1.29 | | | | | | 3 | | | | | | 60 | | |
03-31-15 | | | | | 10.02 | | | | | | 0.15• | | | | | | (0.01) | | | | | | 0.14 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 9.98 | | | | | | 1.41 | | | | | | 0.64 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 1.46 | | | | | | 3 | | | | | | 95 | | |
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 Opportunities Fund(5) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-15 | | | | | 9.97 | | | | | | 0.17• | | | | | | (0.18) | | | | | | (0.01) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 9.96 | | | | | | (0.10) | | | | | | 1.75 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 3.48 | | | | | | 474 | | | | | | 42 | | |
03-31-15 | | | | | 9.93 | | | | | | 0.34• | | | | | | 0.05 | | | | | | 0.39 | | | | | | 0.35 | | | | | | — | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 9.97 | | | | | | 3.97 | | | | | | 2.75 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 3.40 | | | | | | 438 | | | | | | 158 | | |
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 | | |
| | | | | | | | | 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 Strategic Income Opportunities Fund(5) (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-15 | | | | | 9.85 | | | | | | 0.14• | | | | | | (0.19) | | | | | | (0.05) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 9.80 | | | | | | (0.51) | | | | | | 2.50 | | | | | | 1.78 | | | | | | 1.78 | | | | | | 2.73 | | | | | | 207 | | | | | | 42 | | |
03-31-15 | | | | | 9.86 | | | | | | 0.26• | | | | | | 0.05 | | | | | | 0.31 | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 9.85 | | | | | | 3.22 | | | | | | 3.50 | | | | �� | | 1.78 | | | | | | 1.78 | | | | | | 2.61 | | | | | | 170 | | | | | | 158 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-15 | | | | | 9.98 | | | | | | 0.18• | | | | | | (0.17) | | | | | | 0.01 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 9.99 | | | | | | 0.10 | | | | | | 1.36 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 3.59 | | | | | | 30,241 | | | | | | 42 | | |
03-31-15 | | | | | 9.94 | | | | | | 0.38 | | | | | | 0.04 | | | | | | 0.42 | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 9.98 | | | | | | 4.29 | | | | | | 2.36 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 3.78 | | | | | | 5,453 | | | | | | 158 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-15 | | | | | 9.90 | | | | | | 0.16• | | | | | | (0.18) | | | | | | (0.02) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 9.88 | | | | | | (0.20) | | | | | | 2.00 | | | | | | 1.28 | | | | | | 1.28 | | | | | | 3.16 | | | | | | 1,802 | | | | | | 42 | | |
03-31-15 | | | | | 9.91 | | | | | | 0.31• | | | | | | 0.05 | | | | | | 0.36 | | | | | | 0.37 | | | | | | — | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 9.90 | | | | | | 3.70 | | | | | | 3.00 | | | | | | 1.28 | | | | | | 1.28 | | | | | | 3.12 | | | | | | 330 | | | | | | 158 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-15 | | | | | 9.96 | | | | | | 0.19• | | | | | | (0.19) | | | | | | 0.00* | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 9.96 | | | | | | 0.00* | | | | | | 1.50 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 3.71 | | | | | | 3 | | | | | | 42 | | |
03-31-15 | | | | | 9.89 | | | | | | 0.36 | | | | | | 0.05 | | | | | | 0.41 | | | | | | 0.34 | | | | | | — | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 9.96 | | | | | | 4.24 | | | | | | 2.50 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 3.60 | | | | | | 3 | | | | | | 158 | | |
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 | | |
| | �� | Buy | | | Sell | | ||||||
Intermediate Bond | | | | $ | 36,931,491 | | | | | $ | 55,025,140 | | |
Strategic Income Opportunities | | | | | 603,424 | | | | | | 712,204 | | |
| | | Purchased | | | Sold | | ||||||
GNMA Income | | | | $ | — | | | | | $ | 204,186,281 | | |
Intermediate Bond | | | | | 90,658,232 | | | | | | 360,544,938 | | |
Short Term Bond | | | | | 36,083,678 | | | | | | 15,690,028 | | |
Strategic Income Opportunities | | | | | 1,222,422 | | | | | | 3,397,675 | | |
| | | Purchases | | | Sales | | ||||||
GNMA Income | | | | $ | 14,313,006 | | | | | $ | 559,087 | | |
High Yield Bond | | | | | 102,831,008 | | | | | | 73,383,018 | | |
Intermediate Bond | | | | | 543,285,854 | | | | | | 351,489,477 | | |
Short Term Bond | | | | | 23,986,430 | | | | | | 37,226,333 | | |
Strategic Income Opportunities | | | | | 25,247,744 | | | | | | 688,597 | | |
| | | Purchases | | | Sales | | ||||||
GNMA Income | | | | $ | 3,061,677,469 | | | | | $ | 2,870,972,588 | | |
Intermediate Bond | | | | | 7,697,403,951 | | | | | | 7,430,359,407 | | |
Short Term Bond | | | | | 57,504,337 | | | | | | 56,956,092 | | |
Strategic Income Opportunities | | | | | 6,542,807 | | | | | | 5,054,483 | | |
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 Opportunities | | | 0.55% on all assets | |
Fund | | | Fee | |
GNMA Income | | | 0.57% on first $1 billion, 0.50% on next $4 billion and 0.45% on assets thereafter | |
High Yield Bond | | | 0.61% on first $500 million, 0.55% on next $4.5 billion and 0.50% on assets thereafter | |
Intermediate Bond | | | 0.27% on all assets | |
Short Term Bond | | | 0.45% on all assets | |
Strategic Income Opportunities | | | 0.65% 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 Opportunities | | | | | 0.25% | | | | | | N/A | | | | | | 1.00% | | | | | | N/A | | | | | | 0.50% | | |
| | | Class A | | | Class C | | ||||||
Initial Sales Charges: | | | | ||||||||||
GNMA Income | | | | $ | 32,098 | | | | | $ | — | | |
Intermediate Bond | | | | | 3,535 | | | | | | — | | |
Short Term Bond | | | | | 183 | | | | | | — | | |
Strategic Income Opportunities | | | | | 72 | | | | | | — | | |
Contingent Deferred Sales Charges: | | | | ||||||||||
GNMA Income | | | | $ | 155 | | | | | $ | 1,311 | | |
Intermediate Bond | | | | | — | | | | | | 1,009 | | |
Short Term Bond | | | | | — | | | | | | 80 | | |
Subsidiary/Affiliated Investment Company | | | Fund | | | Percentage | | |||
Voya Custom Investments LLC | | | Strategic Income Opportunities | | | | | 76.09% | | |
Voya Global Target Payment Fund | | | High Yield Bond | | | | | 6.59 | | |
Voya Institutional Trust Company | | | GNMA Income | | | | | 21.66 | | |
Voya Intermediate Bond Portfolio | | | High Yield Bond | | | | | 21.76 | | |
Voya Investment Management Co. LLC | | | Strategic Income Opportunities | | | | | 16.78 | | |
Voya Retirement Insurance and Annuity Company | | | GNMA Income | | | | | 8.77 | | |
| | | Intermediate Bond | | | | | 16.91 | | |
Voya Solution 2025 Portfolio | | | High Yield Bond | | | | | 5.90 | | |
| | | Short Term Bond | | | | | 39.85 | | |
Voya Solution 2035 Portfolio | | | Short Term Bond | | | | | 7.20 | | |
Voya Solution Income Portfolio | | | Short Term Bond | | | | | 38.86 | | |
Fund | | | Class A | | | Class B | | | Class C | | | Class I | | | Class O | | | Class P | | | Class R | | | Class R6 | | | Class W | | |||||||||||||||||||||||||||
GNMA Income | | | | | 0.95% | | | | | | 1.70% | | | | | | 1.70% | | | | | | 0.65% | | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | 0.70% | | |
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 Opportunities(1) | | | | | 1.15% | | | | | | N/A | | | | | | 1.90% | | | | | | 0.70% | | | | | | N/A | | | | | | N/A | | | | | | 1.40% | | | | | | N/A | | | | | | 0.90% | | |
| | | September 30, | | | | | | | | |||||||||||||||
| | | 2016 | | | 2017 | | | 2018 | | | Total | | ||||||||||||
Short Term Bond | | | | $ | 162,082 | | | | | $ | 91,485 | | | | | $ | 105,126 | | | | | $ | 358,693 | | |
Strategic Income Opportunities | | | | | 171,721 | | | | | | 114,658 | | | | | | 102,958 | | | | | | 389,337 | | |
| | | September 30, | | | | | | | | |||||||||||||||
| | | 2016 | | | 2017 | | | 2018 | | | Total | | ||||||||||||
Short Term Bond | | | | | | ||||||||||||||||||||
Class A | | | | $ | 31 | | | | | $ | 47 | | | | | $ | 186 | | | | | $ | 264 | | |
Class C | | | | | 34 | | | | | | 69 | | | | | | 138 | | | | | | 241 | | |
Class I | | | | | — | | | | | | 315 | | | | | | 2,233 | | | | | | 2,548 | | |
Class R | | | | | — | | | | | | 1 | | | | | | 1 | | | | | | 2 | | |
Class W | | | | | 13 | | | | | | 27 | | | | | | 2 | | | | | | 42 | | |
Fund | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
High Yield Bond | | | | | 10 | | | | | $ | 675,500 | | | | | | 1.13% | | |
Intermediate Bond | | | | | 2 | | | | | | 15,722,500 | | | | | | 1.13 | | |
| | | Notional Amount | | | Cost | | ||||||||
Balance at 03/31/2015 | | | | | 343,506,087 | | | | | $ | 1,683,180 | | | ||
Options Purchased | | | | | 2,074,928,000 | | | | | | 9,094,429 | | | ||
Options Terminated in Closing Sell Transactions | | | | | (602,032,000) | | | | | | (1,473,135) | | | ||
Options Expired | | | | | (1,003,874,087) | | | | | | (2,620,077) | | | ||
Balance at 09/30/2015 | | | | | 812,528,000 | | | | | | 6,684,397 | | | ||
|
| | | Notional Amount | | | Premiums Received | | ||||||||
Balance at 03/31/2015 | | | | | — | | | | | $ | — | | | ||
Options Written | | | | | 2,887,456,000 | | | | | | 10,285,293 | | | ||
Options Terminated in Closing Purchase Transactions | | | | | (602,032,000) | | | | | | (2,081,311) | | | ||
Options Expired | | | | | (660,368,000) | | | | | | (701,641) | | | ||
Balance at 09/30/2015 | | | | | 1,625,056,000 | | | | | $ | 7,502,341 | | | ||
|
| | | Notional Amount | | | Cost | | ||||||||
Balance at 03/31/2015 | | | | | 17,296,000 | | | | | $ | 79,562 | | | ||
Options Expired | | | | | (17,296,000) | | | | | | (79,562) | | | ||
Balance at 09/30/2015 | | | | | — | | | | | $ | — | | | ||
|
| | | Notional Amount | | | Cost | | ||||||||
Balance at 03/31/2015 | | | | | — | | | | | $ | — | | | ||
Options Purchased | | | | | 4,200,000 | | | | | | 29,400 | | | ||
Balance at 09/30/2015 | | | | | 4,200,000 | | | | | $ | 29,400 | | | ||
|
| | | 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 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2015 | | | | | 6,052,760 | | | | | | — | | | | | | 814,103 | | | | | | (6,050,380) | | | | | | 816,483 | | | | | | 52,234,216 | | | | | | — | | | | | | 7,029,456 | | | | | | (52,227,629) | | | | | | 7,036,043 | | |
3/31/2015 | | | | | 8,481,431 | | | | | | — | | | | | | 1,851,743 | | | | | | (15,241,031) | | | | | | (4,907,857) | | | | | | 73,545,141 | | | | | | — | | | | | | 16,038,624 | | | | | | (132,117,253) | | | | | | (42,533,488) | | |
Class B | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2015 | | | | | 2,814 | | | | | | — | | | | | | 371 | | | | | | (26,783) | | | | | | (23,598) | | | | | | 24,114 | | | | | | — | | | | | | 3,193 | | | | | | (229,987) | | | | | | (202,680) | | |
3/31/2015 | | | | | 2,117 | | | | | | — | | | | | | 1,290 | | | | | | (37,530) | | | | | | (34,123) | | | | | | 18,319 | | | | | | — | | | | | | 11,118 | | | | | | (323,139) | | | | | | (293,702) | | |
Class C | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2015 | | | | | 1,569,710 | | | | | | — | | | | | | 90,635 | | | | | | (1,051,949) | | | | | | 608,396 | | | | | | 13,480,887 | | | | | | — | | | | | | 778,922 | | | | | | (9,041,604) | | | | | | 5,218,205 | | |
3/31/2015 | | | | | 1,546,305 | | | | | | — | | | | | | 213,066 | | | | | | (3,229,107) | | | | | | (1,469,736) | | | | | | 13,341,728 | | | | | | — | | | | | | 1,836,146 | | | | | | (27,842,850) | | | | | | (12,664,976) | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2015 | | | | | 15,314,977 | | | | | | — | | | | | | 330,453 | | | | | | (5,748,349) | | | | | | 9,897,081 | | | | | | 132,375,719 | | | | | | — | | | | | | 2,856,223 | | | | | | (49,664,532) | | | | | | 85,567,410 | | |
3/31/2015 | | | | | 18,608,945 | | | | | | — | | | | | | 562,340 | | | | | | (8,637,068) | | | | | | 10,534,217 | | | | | | 161,568,106 | | | | | | — | | | | | | 4,876,804 | | | | | | (74,959,593) | | | | | | 91,485,317 | | |
Class W | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2015 | | | | | 2,471,550 | | | | | | — | | | | | | 102,059 | | | | | | (970,425) | | | | | | 1,603,184 | | | | | | 21,369,737 | | | | | | — | | | | | | 883,100 | | | | | | (8,390,334) | | | | | | 13,862,503 | | |
3/31/2015 | | | | | 2,983,502 | | | | | | — | | | | | | 175,021 | | | | | | (1,285,948) | | | | | | 1,872,575 | | | | | | 25,918,637 | | | | | | — | | | | | | 1,519,615 | | | | | | (11,172,159) | | | | | | 16,266,093 | | |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | |||||||||||||||||||||||||||||
High Yield Bond | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2015 | | | | | 698,382 | | | | | | — | | | | | | 197,120 | | | | | | (1,239,069) | | | | | | (343,567) | | | | | | 5,666,072 | | | | | | — | | | | | | 1,581,747 | | | | | | (10,010,673) | | | | | | (2,762,854) |
3/31/2015 | | | | | 2,681,679 | | | | | | — | | | | | | 420,664 | | | | | | (3,161,502) | | | | | | (59,159) | | | | | | 22,388,863 | | | | | | — | | | | | | 3,493,998 | | | | | | (26,100,139) | | | | | | (217,278) |
Class B | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2015 | | | | | 103 | | | | | | — | | | | | | 920 | | | | | | (30,401) | | | | | | (29,378) | | | | | | 834 | | | | | | — | | | | | | 7,412 | | | | | | (244,171) | | | | | | (235,925) |
3/31/2015 | | | | | 277 | | | | | | — | | | | | | 2,702 | | | | | | (72,900) | | | | | | (69,921) | | | | | | 2,294 | | | | | | — | | | | | | 22,464 | | | | | | (614,594) | | | | | | (589,836) |
Class C | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2015 | | | | | 146,608 | | | | | | — | | | | | | 24,738 | | | | | | (167,896) | | | | | | 3,450 | | | | | | 1,183,195 | | | | | | — | | | | | | 198,495 | | | | | | (1,357,432) | | | | | | 24,258 |
3/31/2015 | | | | | 288,862 | | | | | | — | | | | | | 53,260 | | | | | | (449,044) | | | | | | (106,922) | | | | | | 2,409,717 | | | | | | — | | | | | | 442,360 | | | | | | (3,713,985) | | | | | | (861,908) |
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2015 | | | | | 6,858,317 | | | | | | — | | | | | | 809,525 | | | | | | (4,758,333) | | | | | | 2,909,509 | | | | | | 54,863,930 | | | | | | — | | | | | | 6,479,314 | | | | | | (37,963,029) | | | | | | 23,380,215 |
3/31/2015 | | | | | 19,723,170 | | | | | | — | | | | | | 1,775,425 | | | | | | (19,194,473) | | | | | | 2,304,122 | | | | | | 164,525,957 | | | | | | — | | | | | | 14,700,080 | | | | | | (157,443,673) | | | | | | 21,782,364 |
Class P | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2015 | | | | | 413,420 | | | | | | — | | | | | | 555,280 | | | | | | (151,348) | | | | | | 817,352 | | | | | | 3,318,927 | | | | | | — | | | | | | 4,447,867 | | | | | | (1,235,000) | | | | | | 6,531,794 |
3/31/2015 | | | | | 7,608,658 | | | | | | — | | | | | | 808,879 | | | | | | (128,844) | | | | | | 8,288,693 | | | | | | 62,545,000 | | | | | | — | | | | | | 6,691,664 | | | | | | (1,080,000) | | | | | | 68,156,664 |
Class R | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2015 | | | | | 27,669 | | | | | | — | | | | | | 1,018 | | | | | | (737) | | | | | | 27,950 | | | | | | 226,402 | | | | | | — | | | | | | 8,120 | | | | | | (6,038) | | | | | | 228,484 |
3/31/2015 | | | | | 21,589 | | | | | | — | | | | | | 338 | | | | | | (16) | | | | | | 21,911 | | | | | | 177,055 | | | | | | — | | | | | | 2,755 | | | | | | (130) | | | | | | 179,680 |
Class W | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2015 | | | | | 1,764,664 | | | | | | — | | | | | | 163,685 | | | | | | (1,767,914) | | | | | | 160,435 | | | | | | 14,262,950 | | | | | | — | | | | | | 1,314,610 | | | | | | (14,293,832) | | | | | | 1,283,728 |
3/31/2015 | | | | | 4,130,453 | | | | | | — | | | | | | 187,184 | | | | | | (742,394) | | | | | | 3,575,243 | | | | | | 34,198,520 | | | | | | — | | | | | | 1,550,432 | | | | | | (6,136,035) | | | | | | 29,612,917 |
Intermediate Bond | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2015 | | | | | 7,967,087 | | | | | | — | | | | | | 599,437 | | | | | | (60,723,020) | | | | | | (52,156,496) | | | | | | 80,183,635 | | | | | | — | | | | | | 6,034,203 | | | | | | (616,936,267) | | | | | | (530,718,429) |
3/31/2015 | | | | | 49,882,269 | | | | | | — | | | | | | 1,735,824 | | | | | | (8,298,193) | | | | | | 43,319,900 | | | | | | 504,572,399 | | | | | | — | | | | | | 17,550,788 | | | | | | (83,748,634) | | | | | | 438,374,553 |
Class B | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2015 | | | | | 64 | | | | | | — | | | | | | 221 | | | | | | (27,560) | | | | | | (27,275) | | | | | | 639 | | | | | | — | | | | | | 2,219 | | | | | | (276,210) | | | | | | (273,352) |
3/31/2015 | | | | | 1,181 | | | | | | — | | | | | | 901 | | | | | | (31,650) | | | | | | (29,568) | | | | | | 11,911 | | | | | | — | | | | | | 9,067 | | | | | | (317,520) | | | | | | (296,542) |
Class C | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2015 | | | | | 212,212 | | | | | | — | | | | | | 19,316 | | | | | | (282,550) | | | | | | (51,022) | | | | | | 2,135,432 | | | | | | — | | | | | | 193,792 | | | | | | (2,832,740) | | | | | | (503,516) |
3/31/2015 | | | | | 1,189,477 | | | | | | — | | | | | | 43,880 | | | | | | (728,978) | | | | | | 504,379 | | | | | | 11,954,750 | | | | | | — | | | | | | 442,566 | | | | | | (7,330,450) | | | | | | 5,066,866 |
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2015 | | | | | 73,582,070 | | | | | | — | | | | | | 1,374,062 | | | | | | (10,009,071) | | | | | | 64,947,061 | | | | | | 746,005,174 | | | | | | — | | | | | | 13,772,358 | | | | | | (100,163,628) | | | | | | 659,613,904 |
3/31/2015 | | | | | 38,077,784 | | | | | | — | | | | | | 1,404,554 | | | | | | (20,643,909) | | | | | | 18,838,429 | | | | | | 384,858,039 | | | | | | — | | | | | | 14,198,706 | | | | | | (208,772,634) | | | | | | 190,284,111 |
Class O | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2015 | | | | | 85,620 | | | | | | — | | | | | | 3,752 | | | | | | (210,534) | | | | | | (121,162) | | | | | | 861,169 | | | | | | — | | | | | | 37,681 | | | | | | (2,116,923) | | | | | | (1,218,073) |
3/31/2015 | | | | | 252,504 | | | | | | — | | | | | | 9,092 | | | | | | (508,043) | | | | | | (246,447) | | | | | | 2,548,055 | | | | | | — | | | | | | 91,843 | | | | | | (5,117,170) | | | | | | (2,477,272) |
Class R | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2015 | | | | | 1,879,774 | | | | | | — | | | | | | 130,859 | | | | | | (1,081,983) | | | | | | 928,650 | | | | | | 18,941,708 | | | | | | — | | | | | | 1,316,048 | | | | | | (10,863,075) | | | | | | 9,394,681 |
3/31/2015 | | | | | 11,586,402 | | | | | | — | | | | | | 62,647 | | | | | | (892,971) | | | | | | 10,756,078 | | | | | | 117,757,208 | | | | | | — | | | | | | 637,474 | | | | | | (9,035,410) | | | | | | 109,359,272 |
Class R6 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2015 | | | | | 15,508,943 | | | | | | — | | | | | | 553,268 | | | | | | (6,502,292) | | | | | | 9,559,919 | | | | | | 156,182,699 | | | | | | — | | | | | | 5,550,308 | | | | | | (65,481,662) | | | | | | 96,251,345 |
3/31/2015 | | | | | 20,414,898 | | | | | | — | | | | | | 829,092 | | | | | | (9,260,411) | | | | | | 11,983,579 | | | | | | 206,151,460 | | | | | | — | | | | | | 8,374,293 | | | | | | (93,415,472) | | | | | | 121,110,281 |
Class W | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2015 | | | | | 7,205,529 | | | | | | — | | | | | | 573,882 | | | | | | (8,203,603) | | | | | | (424,192) | | | | | | 72,402,410 | | | | | | — | | | | | | 5,756,127 | | | | | | (82,428,680) | | | | | | (4,270,143) |
3/31/2015 | | | | | 15,019,704 | | | | | | — | | | | | | 1,208,595 | | | | | | (6,761,789) | | | | | | 9,466,510 | | | | | | 151,308,068 | | | | | | — | | | | | | 12,199,093 | | | | | | (68,238,392) | | | | | | 95,268,769 |
Short Term Bond | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2015 | | | | | 87,355 | | | | | | — | | | | | | 368 | | | | | | (4,732) | | | | | | 82,991 | | | | | | 866,185 | | | | | | — | | | | | | 3,660 | | | ��� | | | (46,984) | | | | | | 822,861 |
3/31/2015 | | | | | 71,672 | | | | | | — | | | | | | 466 | | | | | | (58,976) | | | | | | 13,162 | | | | | | 717,363 | | | | | | — | | | | | | 4,651 | | | | | | (590,265) | | | | | | 131,749 |
Class C | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2015 | | | | | 2,604 | | | | | | — | | | | | | 133 | | | | | | (1,724) | | | | | | 1,013 | | | | | | 25,856 | | | | | | — | | | | | | 1,325 | | | | | | (17,158) | | | | | | 10,023 |
3/31/2015 | | | | | 11,550 | | | | | | — | | | | | | 304 | | | | | | (12,512) | | | | | | (658) | | | | | | 115,440 | | | | | | — | | | | | | 3,035 | | | | | | (124,780) | | | | | | (6,305) |
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2015 | | | | | 174,121 | | | | | | — | | | | | | 7,295 | | | | | | (73,612) | | | | | | 107,804 | | | | | | 1,731,164 | | | | | | — | | | | | | 72,528 | | | | | | (730,648) | | | | | | 1,073,044 |
3/31/2015 | | | | | 367,433 | | | | | | — | | | | | | 11,091 | | | | | | (76,340) | | | | | | 302,184 | | | | | | 3,670,317 | | | | | | — | | | | | | 110,793 | | | | | | (761,694) | | | | | | 3,019,416 |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Short Term Bond (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class R | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2015 | | | | | — | | | | | | — | | | | | | 2 | | | | | | — | | | | | | 2 | | | | | | — | | | | | | — | | | | | | 19 | | | | | | — | | | | | | 19 | | |
7/31/2014(1) - 3/31/2015 | | | | | 301 | | | | | | — | | | | | | 3 | | | | | | — | | | | | | 304 | | | | | | 3,015 | | | | | | — | | | | | | 28 | | | | | | — | | | | | | 3,043 | | |
Class R6 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2015 | | | | | 339,130 | | | | | | — | | | | | | 120,769 | | | | | | (2,060,980) | | | | | | (1,601,081) | | | | | | 3,378,132 | | | | | | — | | | | | | 1,201,485 | | | | | | (20,482,429) | | | | | | (15,902,812) | | |
3/31/2015 | | | | | 1,973,923 | | | | | | — | | | | | | 295,538 | | | | | | (5,847,021) | | | | | | (3,577,560) | | | | | | 19,752,114 | | | | | | — | | | | | | 2,954,334 | | | | | | (58,419,810) | | | | | | (35,713,362) | | |
Class W | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2015 | | | | | — | | | | | | — | | | | | | 3 | | | | | | — | | | | | | 3 | | | | | | — | | | | | | — | | | | | | 28 | | | | | | — | | | | | | 28 | | |
3/31/2015 | | | | | 113,138 | | | | | | — | | | | | | 150 | | | | | | (113,282) | | | | | | 6 | | | | | | 1,134,769 | | | | | | — | | | | | | 1,507 | | | | | | (1,137,140) | | | | | | (864) | | |
Strategic Income Opportunities | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2015 | | | | | 12,208 | | | | | | — | | | | | | — | | | | | | (8,535) | | | | | | 3,673 | | | | | | 122,908 | | | | | | — | | | | | | — | | | | | | (85,737) | | | | | | 37,171 | | |
3/31/2015 | | | | | 44,611 | | | | | | — | | | | | | 1,605 | | | | | | (33,347) | | | | | | 12,869 | | | | | | 446,140 | | | | | | — | | | | | | 15,647 | | | | | | (332,062) | | | | | | 129,725 | | |
Class C | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2015 | | | | | 6,765 | | | | | | — | | | | | | — | | | | | | (2,901) | | | | | | 3,864 | | | | | | 66,996 | | | | | | — | | | | | | — | | | | | | (28,520) | | | | | | 38,476 | | |
3/31/2015 | | | | | 13,387 | | | | | | — | | | | | | 429 | | | | | | (1,504) | | | | | | 12,312 | | | | | | 132,914 | | | | | | — | | | | | | 4,133 | | | | | | (14,770) | | | | | | 122,277 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2015 | | | | | 2,480,159 | | | | | | — | | | | | | — | | | | | | (669) | | | | | | 2,479,490 | | | | | | 25,000,000 | | | | | | — | | | | | | — | | | | | | (6,729) | | | | | | 24,993,271 | | |
3/31/2015 | | | | | 644 | | | | | | — | | | | | | 20,362 | | | | | | (4,545) | | | | | | 16,461 | | | | | | 6,465 | | | | | | — | | | | | | 198,534 | | | | | | (45,591) | | | | | | 159,408 | | |
Class R | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2015 | | | | | 158,099 | | | | | | — | | | | | | — | | | | | | (8,940) | | | | | | 149,159 | | | | | | 1,573,589 | | | | | | — | | | | | | — | | | | | | (89,002) | | | | | | 1,484,587 | | |
3/31/2015 | | | | | 35,362 | | | | | | — | | | | | | 812 | | | | | | (3,209) | | | | | | 32,965 | | | | | | 351,176 | | | | | | — | | | | | | 7,861 | | | | | | (31,919) | | | | | | 327,118 | | |
Class W | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2015 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
3/31/2015 | | | | | — | | | | | | — | | | | | | 11 | | | | | | — | | | | | | 11 | | | | | | — | | | | | | — | | | | | | 108 | | | | | | — | | | | | | 108 | | |
| | | Six Months Ended September 30, 2015 | | | Year Ended March 31, 2015 | | ||||||||||||
| | | Ordinary Income | | | Ordinary Income | | | Return of Capital | | |||||||||
GNMA Income | | | | $ | 13,741,789 | | | | | $ | 24,394,958 | | | | | $ | 3,423,020 | | |
High Yield Bond | | | | | 14,624,794 | | | | | | 28,121,782 | | | | | | — | | |
Intermediate Bond | | | | | 34,698,983 | | | | | | 56,734,900 | | | | | | — | | |
Short Term Bond | | | | | 1,279,736 | | | | | | 3,075,305 | | | | | | — | | |
Strategic Income Opportunities | | | | | — | | | | | | 227,790 | | | | | | — | | |
| | | Undistributed Ordinary Income | | | Post-October Capital Losses Deferred | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | ||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | |||||||||||||||||||||
GNMA Income | | | | $ | — | | | | | $ | (1,893,232) | | | | | $ | 18,386,197 | | | | | $ | (10,419,439) | | | | Short-term | | | None | |
| | | | | | | | | | | | | | | | | | | | | | | (5,307,304) | | | | Long-term | | | None | |
| | | | | | | | | | | | | | | | | | | | | | $ | (15,726,743) | | | | | ||||
High Yield Bond | | | | | — | | | | | | (4,753,474) | | | | | | (1,046,092) | | | | | | (9,006,267) | | | | Short-term | | | 2017 | |
| | | | | | | | | | | | | | | | | | | | | | | (14,980,165) | | | | Short-term | | | 2018 | |
| | | | | | | | | | | | | | | | | | | | | | $ | (23,986,432) | | | | | ||||
Intermediate Bond | | | | | 1,363,583 | | | | | | (4,583,527) | | | | | | 49,543,262 | | | | | | (98,762,983) | | | | Short-term | | | 2018 | |
Short Term Bond | | | | | 10,769 | | | | | | (394,138) | | | | | | 312,417 | | | | | | (220,277) | | | | Short-term | | | None | |
| | | | | | | | | | | | | | | | | | | | | | | (89,921) | | | | Long-term | | | None | |
| | | | | | | | | | | | | | | | | | | | | | $ | (310,198) | | | | | ||||
Strategic Income Opportunities | | | | | 58,709 | | | | | | — | | | | | | 48,954 | | | | | | (42,895) | | | | Short-term | | | None | |
| | | | | | | | | | | | | | | | | | | | | | | (63,577) | | | | Long-term | | | None | |
| | | | | | | | | | | | | | | | | | | | | | $ | (106,472) | | | | | ||||
|
Intermediate Bond | | |||||||||||||||||||||
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | ||||||||||||
Barclays Capital Inc. | | | | $ | 2,352,247 | | | | | $ | (2,352,247) | | | | | $ | — | | | |||
Citigroup Global Markets | | | | | 3,883,330 | | | | | | (3,883,330) | | | | | | — | | | |||
Credit Suisse Securities USA LLC | | | | | 3,380,708 | | | | | | (3,380,708) | | | | | | — | | | |||
Goldman, Sachs & Co. | | | | | 1,129,993 | | | | | | (1,129,993) | | | | | | — | | | |||
HSBC Securities (USA) Inc. | | | | | 241,061 | | | | | | (241,061) | | | | | | — | | | |||
J.P. Morgan Securities LLC | | | | | 2,481,479 | | | | | | (2,481,479) | | | | | | — | | | |||
JPMorgan Clearing Corp. | | | | | 1,287,015 | | | | | | (1,287,015) | | | | | | — | | | |||
Morgan Stanley & Co. LLC | | | | | 450,534 | | | | | | (450,534) | | | | | | — | | | |||
RBC Capital Markets LLC | | | | | 2,367,048 | | | | | | (2,367,048) | | | | | | — | | | |||
Scotia Capital (USA) INC | | | | | 155,547 | | | | | | (155,547) | | | | | | — | | | |||
Wells Fargo Securities LLC | | | | | 92,588 | | | | | | (92,588) | | | | | | — | | | |||
Total | | | | $ | 17,821,549 | | | | | $ | (17,821,549) | | | | | $ | — | | | |||
|
Short Term Bond | | |||||||||||||||||||||
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | ||||||||||||
Barclays Capital Inc. | | | | $ | 25,144 | | | | | $ | (25,144) | | | | | $ | — | | | |||
J.P. Morgan Securities LLC | | | | | 489,427 | | | | | | (489,427) | | | | | | — | | | |||
Total | | | | $ | 514,571 | | | | | $ | (514,571) | | | | | $ | — | | | |||
|
| | | Per Share Amount | | | Payable Date | | | Record Date | | |||
GNMA Income | | ||||||||||||
Class A | | | | $ | 0.0218 | | | | October 2, 2015 | | | September 30, 2015 | |
Class B | | | | $ | 0.0165 | | | | October 2, 2015 | | | September 30, 2015 | |
Class C | | | | $ | 0.0166 | | | | October 2, 2015 | | | September 30, 2015 | |
Class I | | | | $ | 0.0238 | | | | October 2, 2015 | | | September 30, 2015 | |
Class W | | | | $ | 0.0236 | | | | October 2, 2015 | | | September 30, 2015 | |
Class A | | | | $ | 0.0218 | | | | November 3, 2015 | | | October 30, 2015 | |
| | | Per Share Amount | | | Payable Date | | | Record Date | | |||
GNMA Income (continued) | | ||||||||||||
Class B | | | | $ | 0.0162 | | | | November 3, 2015 | | | October 30, 2015 | |
Class C | | | | $ | 0.0166 | | | | November 3, 2015 | | | October 30, 2015 | |
Class I | | | | $ | 0.0239 | | | | November 3, 2015 | | | October 30, 2015 | |
Class W | | | | $ | 0.0236 | | | | November 3, 2015 | | | October 30, 2015 | |
High Yield Bond | | ||||||||||||
Class A | | | | $ | 0.0347 | | | | November 2, 2015 | | | Daily | |
Class B | | | | $ | 0.0294 | | | | November 2, 2015 | | | Daily | |
Class C | | | | $ | 0.0295 | | | | November 2, 2015 | | | Daily | |
Class I | | | | $ | 0.0368 | | | | November 2, 2015 | | | Daily | |
Class P | | | | $ | 0.0408 | | | | November 2, 2015 | | | Daily | |
Class R | | | | $ | 0.0328 | | | | November 2, 2015 | | | Daily | |
Class W | | | | $ | 0.0376 | | | | November 2, 2015 | | | Daily | |
Intermediate Bond | | ||||||||||||
Class A | | | | $ | 0.0162 | | | | November 2, 2015 | | | Daily | |
Class B | | | | $ | 0.0106 | | | | November 2, 2015 | | | Daily | |
Class C | | | | $ | 0.0107 | | | | November 2, 2015 | | | Daily | |
Class I | | | | $ | 0.0192 | | | | November 2, 2015 | | | Daily | |
Class O | | | | $ | 0.0162 | | | | November 2, 2015 | | | Daily | |
| | | Per Share Amount | | | Payable Date | | | Record Date | | |||
Intermediate Bond (continued) | | ||||||||||||
Class R | | | | $ | 0.0144 | | | | November 2, 2015 | | | Daily | |
Class R6 | | | | $ | 0.0192 | | | | November 2, 2015 | | | Daily | |
Class W | | | | $ | 0.0184 | | | | November 2, 2015 | | | Daily | |
Short Term Bond | | ||||||||||||
Class A | | | | $ | 0.0127 | | | | November 2, 2015 | | | Daily | |
Class C | | | | $ | 0.0062 | | | | November 2, 2015 | | | Daily | |
Class I | | | | $ | 0.0150 | | | | November 2, 2015 | | | Daily | |
Class R | | | | $ | 0.0101 | | | | November 2, 2015 | | | Daily | |
Class R6 | | | | $ | 0.0153 | | | | November 2, 2015 | | | Daily | |
Class W | | | | $ | 0.0145 | | | | November 2, 2015 | | | Daily | |
Voya GNMA Income Fund | as of September 30, 2015 (Unaudited) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: 1.6% | | ||||||||||||||||||
| | | 9,660,459 | | | | Ginnie Mae Series 2006-10 ZT, 6.000%, 03/20/36 | | | | $ | 12,450,424 | | | | | | 1.3 | | |
| | | 1,817,845 | | | | Ginnie Mae Series 2011-59 QC, 4.000%, 12/20/40 | | | | | 1,921,985 | | | | | | 0.2 | | |
| | | 14,541,492 | ^ | | Ginnie Mae, 0.353%, 02/16/44 | | | | | 430,448 | | | | | | 0.0 | | | |
| | | 1,065,308 | | | | Vendee Mortgage Trust, 3.750%, 10/15/41 | | | | | 1,125,177 | | | | | | 0.1 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $16,042,211) | | | | | 15,928,034 | | | | | | 1.6 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 119.0% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 10.4%## | | ||||||||||||
| | | 4,863,065 | | | | 0.344%, due 09/25/45 | | | | | 4,683,197 | | | | | | 0.5 | | |
| | | 10,313,430 | ^ | | 0.500%, due 07/15/36 | | | | | 191,056 | | | | | | 0.0 | | | |
| | | 57,949,000 | W | | 3.000%, due 10/01/44 | | | | | 58,547,974 | | | | | | 5.9 | | | |
| | | 22,408,000 | | | | 3.000%, due 09/01/45 | | | | | 22,667,237 | | | | | | 2.3 | | |
| | | 6,032,172 | | | | 4.000%, due 06/01/45 | | | | | 6,438,465 | | | | | | 0.7 | | |
| | | 3,844,816 | ^ | | 4.500%, due 12/15/40 | | | | | 633,175 | | | | | | 0.1 | | | |
| | | 1,120,996 | ^ | | 5.500%, due 09/15/35 | | | | | 213,895 | | | | | | 0.0 | | | |
| | | 1,348,187 | ^ | | 5.893%, due 06/15/40 | | | | | 101,787 | | | | | | 0.0 | | | |
| | | 525,668 | ^ | | 7.806%, due 10/25/23 | | | | | 104,414 | | | | | | 0.0 | | | |
| | | 7,504,779 | | | | 5.450%-27.774%, due 07/01/20-05/01/38 | | | | | 8,969,971 | | | | | | 0.9 | | |
| | | | | | | | | | | | 102,551,171 | | | | | | 10.4 | | |
| | | | | | | Federal National Mortgage Association: 12.2%## | | ||||||||||||
| | | 64,484,509 | | | | 0.394%, due 10/27/37 | | | | | 64,137,905 | | | | | | 6.5 | | |
| | | 6,663,191 | ^ | | 3.000%, due 01/25/33 | | | | | 881,255 | | | | | | 0.1 | | | |
| | | 3,457,000 | | | | 3.500%, due 09/25/42 | | | | | 3,464,211 | | | | | | 0.3 | | |
| | | 7,002,178 | ^ | | 4.000%, due 05/25/42 | | | | | 1,241,169 | | | | | | 0.1 | | | |
| | | 4,300,000 | W | | 4.500%, due 10/15/35 | | | | | 4,661,939 | | | | | | 0.5 | | | |
| | | 7,555,872 | | | | 4.500%, due 09/01/41 | | | | | 8,221,315 | | | | | | 0.8 | | |
| | | 10,043,040 | | | | 4.560%, due 11/25/33 | | | | | 10,402,682 | | | | | | 1.1 | | |
| | | 5,126,516 | | | | 5.000%, due 05/25/33 | | | | | 5,546,147 | | | | | | 0.6 | | |
| | | 6,516,944 | ^ | | 6.056%, due 06/25/42 | | | | | 1,210,716 | | | | | | 0.1 | | | |
| | | 17,479,432 | | | | 4.250%-25.784%, due 07/01/27-01/25/44 | | | | | 20,193,555 | | | | | | 2.1 | | |
| | | | | | | | | | | | 119,960,894 | | | | | | 12.2 | | |
| | | | | | | Government National Mortgage Association: 96.4% | | ||||||||||||
| | | 36,040,670 | ^ | | 0.029%, due 01/16/51 | | | | | 704,375 | | | | | | 0.1 | | | |
| | | 23,238,008 | ^ | | 0.250%, due 06/20/36 | | | | | 201,687 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | Government National Mortgage Association (continued) | | ||||||||||||
| | 21,780,848 | ^ | | 0.370%, due 11/16/46 | | | | $ | 257,742 | | | | | | 0.0 | | | |
| | 8,695,877 | | | | 0.588%, due 02/20/62 | | | | | 8,697,664 | | | | | | 0.9 | | |
| | 952,632 | ^ | | 0.601%, due 02/16/48 | | | | | 9,212 | | | | | | 0.0 | | | |
| | 3,866,470 | | | | 0.662%, due 06/20/63 | | | | | 3,872,076 | | | | | | 0.4 | | |
| | 5,387,398 | | | | 0.707%, due 10/20/62 | | | | | 5,388,697 | | | | | | 0.5 | | |
| | 7,912,856 | | | | 0.780%, due 04/20/63 | | | | | 7,953,947 | | | | | | 0.8 | | |
| | 14,591,387 | | | | 0.792%, due 12/20/63 | | | | | 14,625,837 | | | | | | 1.5 | | |
| | 5,456,968 | | | | 0.842%, due 05/20/63 | | | | | 5,483,917 | | | | | | 0.6 | | |
| | 4,323,758 | | | | 0.912%, due 09/20/63 | | | | | 4,360,912 | | | | | | 0.4 | | |
| | 758,665 | ^ | | 1.000%, due 06/16/37 | | | | | 26,404 | | | | | | 0.0 | | | |
| | 3,891,597 | | | | 1.018%, due 01/20/60 | | | | | 3,931,825 | | | | | | 0.4 | | |
| | 6,037,621 | | | | 1.198%, due 05/20/60 | | | | | 6,159,255 | | | | | | 0.6 | | |
| | 4,483,091 | | | | 1.198%, due 05/20/60 | | | | | 4,538,026 | | | | | | 0.5 | | |
| | 13,392,518 | | | | 1.242%, due 02/20/62 | | | | | 13,661,072 | | | | | | 1.4 | | |
| | 312,428 | ^ | | 1.831%, due 10/16/52 | | | | | 19,057 | | | | | | 0.0 | | | |
| | 5,917,545 | | | | 2.327%, due 10/20/63 | | | | | 6,394,614 | | | | | | 0.6 | | |
| | 1,900,000 | ^ | | 2.500%, due 11/20/43 | | | | | 676,435 | | | | | | 0.1 | | | |
| | 21,200,000 | | | | 3.000%, due 08/20/45 | | | | | 21,672,037 | | | | | | 2.2 | | |
| | 9,950,000 | | | | 3.328%, due 06/16/43 | | | | | 10,469,395 | | | | | | 1.1 | | |
| | 5,785,140 | ^ | | 3.500%, due 08/16/40 | | | | | 766,368 | | | | | | 0.1 | | | |
| | 302,500,000 | W | | 3.500%, due 07/20/42 | | | | | 316,277,765 | | | | | | 32.2 | | | |
| | 75,000,000 | W | | 3.500%, due 07/20/42 | | | | | 78,588,849 | | | | | | 8.0 | | | |
| | 4,000,000 | | | | 3.526%, due 01/16/40 | | | | | 4,187,182 | | | | | | 0.4 | | |
| | 12,174,892 | | | | 3.750%, due 05/20/42 | | | | | 12,906,860 | | | | | | 1.3 | | |
| | 10,680,345 | | | | 3.750%, due 05/20/42 | | | | | 11,298,027 | | | | | | 1.1 | | |
| | 3,447,159 | ^ | | 4.000%, due 04/20/38 | | | | | 250,600 | | | | | | 0.0 | | | |
| | 3,038,615 | ^ | | 4.000%, due 08/20/39 | | | | | 729,485 | | | | | | 0.1 | | | |
| | 5,519,063 | | | | 4.000%, due 09/20/40 | | | | | 5,800,933 | | | | | | 0.6 | | |
| | 3,728,101 | ^ | | 4.000%, due 04/20/41 | | | | | 614,626 | | | | | | 0.1 | | | |
| | 8,256,349 | | | | 4.000%, due 07/20/41 | | | | | 8,804,538 | | | | | | 0.9 | | |
| | 1,716,101 | ^ | | 4.000%, due 03/20/42 | | | | | 238,955 | | | | | | 0.0 | | | |
| | 4,103,237 | | | | 4.000%, due 04/20/42 | | | | | 4,592,964 | | | | | | 0.5 | | |
| | 2,888,266 | ^ | | 4.000%, due 12/20/42 | | | | | 471,350 | | | | | | 0.0 | | | |
| | 7,371,791 | | | | 4.000%, due 12/20/44 | | | | | 7,933,849 | | | | | | 0.8 | | |
| | 7,628,552 | | | | 4.000%, due 01/20/45 | | | | | 8,212,515 | | | | | | 0.8 | | |
| | 25,269,151 | | | | 4.000%, due 03/20/45 | | | | | 26,982,306 | | | | | | 2.7 | | |
| | 32,287,272 | | | | 4.000%, due 08/20/45 | | | | | 34,482,818 | | | | | | 3.5 | | |
| | 59,942 | ^ | | 4.500%, due 02/20/35 | | | | | 21 | | | | | | 0.0 | | | |
| | 312,202 | ^ | | 4.500%, due 02/20/36 | | | | | 4,325 | | | | | | 0.0 | | | |
| | 258,413 | ^ | | 4.500%, due 12/20/37 | | | | | 15,742 | | | | | | 0.0 | | | |
| | 95,308 | ^ | | 4.500%, due 02/20/38 | | | | | 5,478 | | | | | | 0.0 | | | |
| | 5,258,555 | ^ | | 4.500%, due 04/20/39 | | | | | 826,121 | | | | | | 0.1 | | |
Voya GNMA Income Fund | as of September 30, 2015 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | Government National Mortgage Association (continued) | | ||||||||||||
| | | 7,717,186 | | | | 4.500%, due 05/16/39 | | | | $ | 8,391,023 | | | | | | 0.9 | | |
| | | 8,424,755 | | | | 4.500%, due 05/20/39 | | | | | 9,238,768 | | | | | | 0.9 | | |
| | | 4,761,000 | | | | 4.500%, due 05/20/39 | | | | | 5,168,765 | | | | | | 0.5 | | |
| | | 5,274,441 | | | | 4.500%, due 02/15/40 | | | | | 5,736,327 | | | | | | 0.6 | | |
| | | 3,480,444 | | | | 4.500%, due 09/20/41 | | | | | 3,785,641 | | | | | | 0.4 | | |
| | | 15,078,638 | ^ | | 4.500%, due 12/16/42 | | | | | 2,759,311 | | | | | | 0.3 | | | |
| | | 4,570,857 | | | | 4.500%, due 06/20/45 | | | | | 4,924,264 | | | | | | 0.5 | | |
| | | 9,761,518 | | | | 4.660%, due 09/20/61 | | | | | 10,893,186 | | | | | | 1.1 | | |
| | | 4,304,427 | | | | 4.861%, due 06/20/61 | | | | | 4,587,400 | | | | | | 0.5 | | |
| | | 5,689,496 | | | | 5.000%, due 10/20/34 | | | | | 6,514,091 | | | | | | 0.7 | | |
| | | 184,353 | ^ | | 5.000%, due 09/16/35 | | | | | 4,174 | | | | | | 0.0 | | | |
| | | 3,498,544 | ^ | | 5.000%, due 01/20/38 | | | | | 377,787 | | | | | | 0.0 | | | |
| | | 1,753,685 | ^ | | 5.000%, due 07/16/39 | | | | | 287,744 | | | | | | 0.0 | | | |
| | | 6,985,518 | ^ | | 5.000%, due 03/20/40 | | | | | 1,151,872 | | | | | | 0.1 | | | |
| | | 42,162,044 | | | | 5.000%, due 05/20/40 | | | | | 48,142,118 | | | | | | 4.9 | | |
| | | 1,054,776 | ^ | | 5.000%, due 05/20/41 | | | | | 212,811 | | | | | | 0.0 | | | |
| | | 11,139,411 | | | | 5.500%, due 12/16/35 | | | | | 12,740,367 | | | | | | 1.3 | | |
| | | 2,779,839 | | | | 5.500%, due 09/16/39 | | | | | 3,490,491 | | | | | | 0.4 | | |
| | | 619,062 | ^ | | 5.500%, due 09/16/40 | | | | | 94,575 | | | | | | 0.0 | | | |
| | | 6,972,003 | ^ | | 5.784%, due 09/20/38 | | | | | 1,164,753 | | | | | | 0.1 | | | |
| | | 9,271,476 | ^ | | 5.784%, due 12/20/40 | | | | | 1,668,138 | | | | | | 0.2 | | | |
| | | 3,866,093 | ^ | | 5.834%, due 12/20/40 | | | | | 638,252 | | | | | | 0.1 | | | |
| | | 2,998,746 | ^ | | 5.884%, due 05/20/32 | | | | | 428,398 | | | | | | 0.0 | | | |
| | | 2,613,545 | ^ | | 5.941%, due 09/16/39 | | | | | 416,629 | | | | | | 0.0 | | | |
| | | 841,431 | ^ | | 6.000%, due 01/20/34 | | | | | 172,472 | | | | | | 0.0 | | | |
| | | 4,157,387 | | | | 6.000%, due 10/20/37 | | | | | 4,928,087 | | | | | | 0.5 | | |
| | | 2,123,551 | ^ | | 6.000%, due 01/16/40 | | | | | 945,300 | | | | | | 0.1 | | | |
| | | 13,041,913 | ^ | | 6.141%, due 04/16/39 | | | | | 1,818,056 | | | | | | 0.2 | | | |
| | | 5,764,676 | ^ | | 6.284%, due 09/20/37 | | | | | 1,063,365 | | | | | | 0.1 | | | |
| | | 5,415,412 | ^ | | 6.284%, due 09/20/38 | | | | | 577,541 | | | | | | 0.1 | | | |
| | | 3,117,359 | ^ | | 6.291%, due 05/16/38 | | | | | 588,360 | | | | | | 0.1 | | | |
| | | 5,147,395 | ^ | | 6.441%, due 09/16/40 | | | | | 983,801 | | | | | | 0.1 | | | |
| | | 10,144,924 | ^ | | 6.441%, due 04/16/42 | | | | | 2,466,495 | | | | | | 0.3 | | | |
| | | 2,780,261 | ^ | | 6.484%, due 11/20/34 | | | | | 572,430 | | | | | | 0.1 | | | |
| | | 2,443,861 | ^ | | 6.561%, due 02/16/35 | | | | | 470,026 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||||||||
| | | | | | Government National Mortgage Association (continued) | | |||||||||||||||
| | 1,250,519 | ^ | | 7.391%, due 10/16/29 | | | | $ | 288,327 | | | | | | 0.0 | | | ||||
| | 3,925,443 | ^ | | 7.500%, due 04/16/37 | | | | | 1,244,350 | | | | | | 0.1 | | | ||||
| | 140,370,002 | | | | 0.436%-24.534%, due 05/15/16-07/20/63 | | | | | 155,959,057 | | | | | | 15.9 | | | |||
| | | | | | | | | | | 947,990,415 | | | | | | 96.4 | | | |||
| | | | | | Total U.S. Government Agency Obligations (Cost $1,151,617,181) | | | | | 1,170,502,480 | | | | | | 119.0 | | | |||
| | | | | | Total Investments in Securities (Cost $1,167,659,392) | | | | $ | 1,186,430,514 | | | | | | 120.6 | | | |||
| | | | | | Liabilities in Excess of Other Assets | | | | | (202,726,700) | | | | | | (20.6) | | | |||
| | | | | | Net Assets | | | | $ | 983,703,814 | | | | | | 100.0 | | | |||
|
| Gross Unrealized Appreciation | | | | $ | 19,877,792 | | | |
| Gross Unrealized Depreciation | | | | | (2,408,192) | | | |
| Net Unrealized Appreciation | | | | $ | 17,469,600 | | | |
|
Voya GNMA Income Fund | as of September 30, 2015 (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, 2015 | | ||||||||||||||||
Asset Table | | | | | | ||||||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||||||
Collateralized Mortgage Obligations | | | | $ | — | | | | | $ | 15,928,034 | | | | | $ | — | | | | | $ | 15,928,034 | | | ||||
U.S. Government Agency Obligations | | | | | — | | | | | | 1,170,502,480 | | | | | | — | | | | | | 1,170,502,480 | | | ||||
Total Investments, at fair value | | | | $ | — | | | | | $ | 1,186,430,514 | | | | | $ | — | | | | | $ | 1,186,430,514 | | | ||||
Liabilities Table | | | | | | ||||||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||||||
Futures | | | | $ | (1,736,040) | | | | | $ | — | | | | | $ | — | | | | | $ | (1,736,040) | | | ||||
Total Liabilities | | | | $ | (1,736,040) | | | | | $ | — | | | | | $ | — | | | | | $ | (1,736,040) | | | ||||
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Short Contracts | | | | | | ||||||||||||||||||||
U.S. Treasury 10-Year Note | | | | | (684) | | | | | | 12/21/15 | | | | | $ | (88,054,316) | | | | | $ | (688,781) | | |
U.S. Treasury 5-Year Note | | | | | (1,272) | | | | | | 12/31/15 | | | | | | (153,295,881) | | | | | | (917,436) | | |
U.S. Treasury Long Bond | | | | | (73) | | | | | | 12/21/15 | | | | | | (11,486,094) | | | | | | (129,823) | | |
| | | | | | | | | | | | | | | | $ | (252,836,291) | | | | | $ | (1,736,040) | | |
| | | | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | |||
Liability Derivatives | | | | | | ||||
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 1,736,040 | |
Total Liability Derivatives | | | | | | | $ | 1,736,040 | |
|
Voya GNMA Income Fund | as of September 30, 2015 (Unaudited) (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | ||||
Derivatives not accounted for as hedging instruments | | | Futures | | ||||
Interest rate contracts | | | | $ | (1,440,203) | | | |
Total | | | | $ | (1,440,203) | | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | ||||
Derivatives not accounted for as hedging instruments | | | Futures | | ||||
Interest rate contracts | | | | $ | (261,488) | | | |
Total | | | | $ | (261,488) | | | |
|
Voya High Yield Bond Fund | as of September 30, 2015 (Unaudited) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
CORPORATE BONDS/NOTES: 96.8% | | ||||||||||||||||||
| | | | | | Basic Materials: 5.7% | | ||||||||||||
| | 1,635,000 | # | | Aruba Investments, Inc., 8.750%, 02/15/23 | | | | $ | 1,643,175 | | | | | | 0.3 | | | |
| | 1,470,000 | # | | Cascades, Inc., 5.500%, 07/15/22 | | | | | 1,402,012 | | | | | | 0.3 | | | |
| | 920,000 | # | | Constellium NV, 5.750%, 05/15/24 | | | | | 703,800 | | | | | | 0.1 | | | |
| | 1,105,000 | # | | Evolution Escrow Issuer LLC, 7.500%, 03/15/22 | | | | | 701,675 | | | | | | 0.1 | | | |
| | 750,000 | # | | FMG Resources August 2006 Pty Ltd., 8.250%, 11/01/19 | | | | | 604,687 | | | | | | 0.1 | | | |
| | 410,000 | # | | FMG Resources August 2006 Pty Ltd., 9.750%, 03/01/22 | | | | | 382,838 | | | | | | 0.1 | | | |
| | 1,650,799 | | | | FMG Resources August 2006 Pty Ltd, 2.750%, 06/28/19 | | | | | 1,357,783 | | | | | | 0.3 | | |
| | 780,000 | # | | Huntsman International LLC, 5.125%, 11/15/22 | | | | | 670,800 | | | | | | 0.1 | | | |
| | 2,269,000 | | | | PolyOne Corp., 5.250%-7.375%, 09/15/20-03/15/23 | | | | | 2,268,674 | | | | | | 0.5 | | |
| | 1,250,000 | # | | PQ Corp., 8.750%, 05/01/18 | | | | | 1,254,688 | | | | | | 0.3 | | | |
| | 307,000 | # | | Rain CII Carbon, LLC / CII Carbon Corp., 8.000%, 12/01/18 | | | | | 254,043 | | | | | | 0.0 | | | |
| | 500,000 | # | | Rain CII Carbon, LLC / CII Carbon Corp., 8.250%, 01/15/21 | | | | | 405,000 | | | | | | 0.1 | | | |
| | 1,110,000 | # | | SPCM SA, 6.000%, 01/15/22 | | | | | 1,085,025 | | | | | | 0.2 | | | |
| | 1,500,000 | # | | Unifrax I LLC / Unifrax Holding Co., 7.500%, 02/15/19 | | | | | 1,477,500 | | | | | | 0.3 | | | |
| | 1,940,000 | # | | US Coatings Acquisition, Inc. / Axalta Coating Systems Dutch Holding B BV, 7.375%, 05/01/21 | | | | | 2,049,125 | | | | | | 0.4 | | | |
| | 1,605,000 | # | | WR Grace & Co-Conn, 5.125%, 10/01/21 | | | | | 1,588,950 | | | | | | 0.3 | | | |
| | 555,000 | # | | WR Grace & Co-Conn, 5.625%, 10/01/24 | | | | | 545,981 | | | | | | 0.1 | | | |
| | 14,980,000 | | | | Other Securities(a) | | | | | 10,982,348 | | | | | | 2.1 | | |
| | | | | | | | | | | 29,378,104 | | | | ��� | | 5.7 | | |
| | | | | | Communications: 19.6% | | ||||||||||||
| | 1,000,000 | # | | Alcatel-Lucent USA, Inc., 6.750%, 11/15/20 | | | | | 1,053,750 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Communications (continued) | | ||||||||||||
| | | 600,000 | # | | Altice Financing SA, 6.500%, 01/15/22 | | | | $ | 580,806 | | | | | | 0.1 | | | |
| | | 905,000 | # | | Altice Financing SA, 6.625%, 02/15/23 | | | | | 871,062 | | | | | | 0.2 | | | |
| | | 1,000,000 | # | | Altice Finco SA, 8.125%, 01/15/24 | | | | | 955,000 | | | | | | 0.2 | | | |
| | | 1,970,000 | # | | Altice SA, 7.625%, 02/15/25 | | | | | 1,731,138 | | | | | | 0.3 | | | |
| | | 1,640,000 | # | | Altice SA, 7.750%, 05/15/22 | | | | | 1,496,500 | | | | | | 0.3 | | | |
| | | 34,781 | # | | American Media, Inc., 13.500%, 06/15/18 | | | | | 35,585 | | | | | | 0.0 | | | |
| | | 615,000 | # | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/23 | | | | | 567,719 | | | | | | 0.1 | | | |
| | | 2,400,000 | | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.250%-6.500%, 03/15/21-04/30/21 | | | | | 2,382,375 | | | | | | 0.5 | | |
| | | 2,050,000 | | | | CenturyLink, Inc., 5.625%, 04/01/20 | | | | | 1,903,937 | | | | | | 0.4 | | |
| | | 1,995,000 | | | | CenturyLink, Inc., 5.800%, 03/15/22 | | | | | 1,725,675 | | | | | | 0.3 | | |
| | | 1,750,000 | # | | Cequel Communications Holdings I LLC / Cequel Capital Corp., 5.125%, 12/15/21 | | | | | 1,546,562 | | | | | | 0.3 | | | |
| | | 500,000 | # | | Cequel Communications Holdings I, LLC / Cequel Capital Corp., 6.375%, 09/15/20 | | | | | 473,750 | | | | | | 0.1 | | | |
| | | 2,635,000 | | | | Clear Channel Worldwide Holdings, Inc., 6.500%-7.625%, 03/15/20-11/15/22 | | | | | 2,649,831 | | | | | | 0.5 | | |
| | | 1,500,000 | #,& | | CommScope Holding Co., Inc., 6.625%, 06/01/20 | | | | | 1,543,125 | | | | | | 0.3 | | | |
| | | 1,240,000 | # | | CommScope Tech Finance LLC, 6.000%, 06/15/25 | | | | | 1,192,731 | | | | | | 0.2 | | | |
| | | 2,585,000 | | | | CSC Holdings LLC, 5.250%, 06/01/24 | | | | | 2,045,381 | | | | | | 0.4 | | |
| | | 4,190,000 | | | | DISH DBS Corp., 5.000%-6.750%, 05/01/20-03/15/23 | | | | | 3,771,325 | | | | | | 0.7 | | |
| | | 560,000 | # | | Frontier Communications Corp., 8.875%, 09/15/20 | | | | | 550,200 | | | | | | 0.1 | | | |
| | | 705,000 | # | | Frontier Communications Corp., 10.500%, 09/15/22 | | | | | 687,375 | | | | | | 0.1 | | |
Voya High Yield Bond Fund | as of September 30, 2015 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Communications (continued) | | ||||||||||||
| | | 1,400,000 | # | | Frontier Communications Corp., 11.000%, 09/15/25 | | | | $ | 1,358,000 | | | | | | 0.3 | | | |
| | | 1,950,000 | | | | Gray Television, Inc., 7.500%, 10/01/20 | | | | | 2,006,063 | | | | | | 0.4 | | |
| | | 825,000 | # | | Harron Communications L.P./Harron Finance Corp., 9.125%, 04/01/20 | | | | | 879,656 | | | | | | 0.2 | | | |
| | | 2,000,000 | | | | Lamar Media Corp., 5.875%, 02/01/22 | | | | | 2,087,500 | | | | | | 0.4 | | |
| | | 2,045,000 | # | | Level 3 Financing, Inc., 5.125%, 05/01/23 | | | | | 1,958,088 | | | | | | 0.4 | | | |
| | | 780,000 | # | | Media General Financing Sub, Inc., 5.875%, 11/15/22 | | | | | 776,100 | | | | | | 0.2 | | | |
| | | 1,750,000 | # | | Midcontinent Communications & Midcontinent Finance Corp., 6.250%, 08/01/21 | | | | | 1,750,000 | | | | | | 0.3 | | | |
| | | 1,000,000 | # | | Midcontinent Communications & Midcontinent Finance Corp., 6.875%, 08/15/23 | | | | | 998,750 | | | | | | 0.2 | | | |
| | | 1,650,000 | # | | Neptune Finco Corp., 10.875%, 10/15/25 | | | | | 1,670,625 | | | | | | 0.3 | | | |
| | | 1,500,000 | | | | Netflix, Inc., 5.750%, 03/01/24 | | | | | 1,537,500 | | | | | | 0.3 | | |
| | | 800,000 | # | | Netflix, Inc., 5.875%, 02/15/25 | | | | | 826,000 | | | | | | 0.2 | | | |
| | | 575,000 | # | | Nielsen Finance LLC / Nielsen Finance Co., 5.000%, 04/15/22 | | | | | 558,469 | | | | | | 0.1 | | | |
| | | 1,750,000 | # | | Numericable Group SA, 6.000%, 05/15/22 | | | | | 1,690,937 | | | | | | 0.3 | | | |
| | | 2,925,000 | # | | Numericable Group SA, 6.250%, 05/15/24 | | | | | 2,829,938 | | | | | | 0.6 | | | |
| | | 1,830,000 | # | | Plantronics, Inc., 5.500%, 05/31/23 | | | | | 1,839,150 | | | | | | 0.4 | | | |
| | | 665,000 | # | | Sable International Finance Ltd., 6.875%, 08/01/22 | | | | | 673,313 | | | | | | 0.1 | | | |
| | | 1,000,000 | # | | Sable International Finance Ltd., 8.750%, 02/01/20 | | | | | 1,053,750 | | | | | | 0.2 | | | |
| | | 2,060,000 | # | | Sirius XM Radio, Inc., 5.750%, 08/01/21 | | | | | 2,069,013 | | | | | | 0.4 | | | |
| | | 1,160,000 | # | | Sirius XM Radio, Inc., 6.000%, 07/15/24 | | | | | 1,168,700 | | | | | | 0.2 | | | |
| | | 1,400,000 | | | | Sprint Capital Corp., 6.875%, 11/15/28 | | | | | 1,018,500 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | Communications (continued) | | ||||||||||||
| | 3,845,000 | | | | Sprint Corp., 7.125%, 06/15/24 | | | | $ | 2,968,725 | | | | | | 0.6 | | |
| | 2,000,000 | | | | Sprint Corp., 7.250%, 09/15/21 | | | | | 1,642,500 | | | | | | 0.3 | | |
| | 2,500,000 | | | | Sprint Nextel Corp., 6.000%, 11/15/22 | | | | | 1,887,500 | | | | | | 0.4 | | |
| | 665,000 | # | | Sprint Nextel Corp., 9.000%, 11/15/18 | | | | | 699,912 | | | | | | 0.1 | | | |
| | 1,750,000 | | | | TEGNA, Inc., 6.375%, 10/15/23 | | | | | 1,841,875 | | | | | | 0.4 | | |
| | 600,000 | # | | TEGNA, Inc., 5.500%, 09/15/24 | | | | | 585,000 | | | | | | 0.1 | | | |
| | 5,230,000 | | | | T-Mobile USA, Inc., 5.250%-6.836%, 09/01/18-04/28/23 | | | | | 5,175,345 | | | | | | 1.0 | | |
| | 1,250,000 | # | | Tribune Media Co., 5.875%, 07/15/22 | | | | | 1,215,625 | | | | | | 0.2 | | | |
| | 3,000,000 | # | | Univision Communications, Inc., 5.125%, 05/15/23 | | | | | 2,865,000 | | | | | | 0.5 | | | |
| | 1,860,000 | # | | West Corp., 5.375%, 07/15/22 | | | | | 1,725,150 | | | | | | 0.3 | | | |
| | 1,200,000 | # | | Wind Acquisition Finance SA, 4.750%, 07/15/20 | | | | | 1,191,000 | | | | | | 0.2 | | | |
| | 1,310,000 | # | | Wind Acquisition Finance SA, 7.375%, 04/23/21 | | | | | 1,296,900 | | | | | | 0.3 | | | |
| | 2,140,000 | # | | Zayo Group LLC / Zayo Capital, Inc., 6.000%, 04/01/23 | | | | | 2,081,150 | | | | | | 0.4 | | | |
| | 20,717,000 | | | | Other Securities | | | | | 19,600,598 | | | | | | 3.8 | | |
| | | | | | | | | | | 101,290,159 | | | | | | 19.6 | | |
| | | | | | Consumer, Cyclical: 16.1% | | ||||||||||||
| | 1,340,000 | # | | American Tire Distributors, Inc., 10.250%, 03/01/22 | | | | | 1,373,500 | | | | | | 0.3 | | | |
| | 2,095,000 | | | | Asbury Automotive Group, Inc., 6.000%, 12/15/24 | | | | | 2,178,800 | | | | | | 0.4 | | |
| | 2,070,000 | # | | Ashton Woods USA LLC, 6.875%, 02/15/21 | | | | | 1,914,750 | | | | | | 0.4 | | | |
| | 1,500,000 | # | | Building Materials Holding Corp., 9.000%, 09/15/18 | | | | | 1,586,250 | | | | | | 0.3 | | | |
| | 420,000 | # | | Caleres, Inc., 6.250%, 08/15/23 | | | | | 423,150 | | | | | | 0.1 | | | |
| | 1,535,000 | # | | Carlson Wagonlit BV, 6.875%, 06/15/19 | | | | | 1,584,887 | | | | | | 0.3 | | | |
| | 830,000 | # | | Carmike Cinemas, Inc., 6.000%, 06/15/23 | | | | | 840,375 | | | | | | 0.2 | | |
Voya High Yield Bond Fund | as of September 30, 2015 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | | 1,080,000 | # | | CDR DB Sub, Inc., 7.750%, 10/15/20 | | | | $ | 745,200 | | | | | | 0.1 | | | |
| | | 1,800,000 | | | | Chrysler Group LLC/CG Co-Issuer, Inc., 8.250%, 06/15/21 | | | | | 1,914,660 | | | | | | 0.4 | | |
| | | 415,000 | # | | Family Tree Escrow LLC, 5.250%, 03/01/20 | | | | | 427,616 | | | | | | 0.1 | | | |
| | | 2,085,000 | # | | Family Tree Escrow LLC, 5.750%, 03/01/23 | | | | | 2,173,613 | | | | | | 0.4 | | | |
| | | 825,000 | # | | Guitar Center, Inc., 6.500%, 04/15/19 | | | | | 763,125 | | | | | | 0.2 | | | |
| | | 900,000 | # | | Guitar Center, Inc., 9.625%, 04/15/20 | | | | | 760,500 | | | | | | 0.1 | | | |
| | | 1,400,000 | # | | HD Supply, Inc., 5.250%, 12/15/21 | | | | | 1,412,250 | | | | | | 0.3 | | | |
| | | 2,690,000 | # | | Hot Topic, Inc., 9.250%, 06/15/21 | | | | | 2,595,850 | | | | | | 0.5 | | | |
| | | 860,000 | # | | International Game Technology PLC, 5.625%, 02/15/20 | | | | | 838,500 | | | | | | 0.2 | | | |
| | | 900,000 | # | | International Game Technology PLC, 6.250%, 02/15/22 | | | | | 841,500 | | | | | | 0.2 | | | |
| | | 865,000 | # | | International Game Technology PLC, 6.500%, 02/15/25 | | | | | 782,825 | | | | | | 0.1 | | | |
| | | 1,980,000 | | | | JC Penney Corp., Inc., 8.125%, 10/01/19 | | | | | 1,989,900 | | | | | | 0.4 | | |
| | | 2,000,000 | # | | MCE Finance Ltd., 5.000%, 02/15/21 | | | | | 1,770,000 | | | | | | 0.3 | | | |
| | | 2,065,000 | | | | Meritage Homes Corp., 7.000%-7.150%, 04/15/20-04/01/22 | | | | | 2,246,694 | | | | | | 0.4 | | |
| | | 4,500,000 | | | | MGM Resorts International, 5.250%-8.625%, 02/01/19-03/15/23 | | | | | 4,594,375 | | | | | | 0.9 | | |
| | | 1,678,000 | # | | Michaels Stores, Inc., 5.875%, 12/15/20 | | | | | 1,757,705 | | | | | | 0.3 | | | |
| | | 300,000 | # | | NCL Corp. Ltd., 5.250%, 11/15/19 | | | | | 307,314 | | | | | | 0.1 | | | |
| | | 250,000 | # | | Neiman Marcus Group LLC., 8.000%, 10/15/21 | | | | | 258,750 | | | | | | 0.0 | | | |
| | | 1,750,000 | #,& | | Neiman Marcus Group LLC., 8.750%, 10/15/21 | | | | | 1,811,250 | | | | | | 0.4 | | | |
| | | 400,000 | # | | Party City Holdings, Inc., 6.125%, 08/15/23 | | | | | 405,000 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | 2,085,000 | # | | Rite Aid Corp., 6.125%, 04/01/23 | | | | $ | 2,077,181 | | | | | | 0.4 | | | |
| | 240,000 | # | | Rite Aid Corp., 6.875%, 12/15/28 | | | | | 254,400 | | | | | | 0.0 | | | |
| | 1,685,000 | # | | RSI Home Products, Inc., 6.500%, 03/15/23 | | | | | 1,693,425 | | | | | | 0.3 | | | |
| | 2,000,000 | # | | Schaeffler Finance BV, 4.250%, 05/15/21 | | | | | 1,930,000 | | | | | | 0.4 | | | |
| | 250,000 | #,& | | Schaeffler Holding Finance BV, 6.750%, 11/15/22 | | | | | 270,000 | | | | | | 0.0 | | | |
| | 1,351,000 | #,& | | Schaeffler Holding Finance BV, 6.875%, 08/15/18 | | | | | 1,396,596 | | | | | | 0.3 | | | |
| | 790,000 | # | | Scientific Games International, Inc., 7.000%, 01/01/22 | | | | | 784,075 | | | | | | 0.1 | | | |
| | 420,000 | # | | Shea Homes L.P. / Shea Homes Funding Corp., 5.875%, 04/01/23 | | | | | 431,550 | | | | | | 0.1 | | | |
| | 420,000 | # | | Shea Homes L.P. / Shea Homes Funding Corp., 6.125%, 04/01/25 | | | | | 431,550 | | | | | | 0.1 | | | |
| | 2,000,000 | | | | Sonic Automotive, Inc., 5.000%, 05/15/23 | | | | | 1,925,000 | | | | | | 0.4 | | |
| | 1,910,000 | | | | Springs Industries, Inc., 6.250%, 06/01/21 | | | | | 1,900,450 | | | | | | 0.4 | | |
| | 1,450,000 | # | | Tops Holding LLC / Tops Markets II Corp., 8.000%, 06/15/22 | | | | | 1,457,250 | | | | | | 0.3 | | | |
| | 1,830,000 | # | | Viking Cruises Ltd., 8.500%, 10/15/22 | | | | | 2,013,000 | | | | | | 0.4 | | | |
| | 245,000 | # | | WMG Acquisition Corp., 5.625%, 04/15/22 | | | | | 238,263 | | | | | | 0.0 | | | |
| | 1,960,000 | # | | WMG Acquisition Corp., 6.750%, 04/15/22 | | | | | 1,857,100 | | | | | | 0.4 | | | |
| | 25,765,000 | | | | Other Securities | | | | | 25,831,819 | | | | | | 5.0 | | |
| | | | | | | | | | | 82,789,998 | | | | | | 16.1 | | |
| | | | | | Consumer, Non-cyclical: 22.3% | | ||||||||||||
| | 2,660,000 | | | | Acadia Healthcare Co., Inc., 5.125%-5.625%, 07/01/22-02/15/23 | | | | | 2,646,750 | | | | | | 0.5 | | |
| | 1,750,000 | # | | Albea Beauty Holdings SA, 8.375%, 11/01/19 | | | | | 1,846,250 | | | | | | 0.4 | | | |
| | 1,061,000 | # | | Albertsons Holdings LLC/Saturn Acquisition Merger Sub, Inc., 7.750%, 10/15/22 | | | | | 1,140,893 | | | | | | 0.2 | | |
Voya High Yield Bond Fund | as of September 30, 2015 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 830,000 | # | | Alere, Inc., 6.375%, 07/01/23 | | | | $ | 844,525 | | | | | | 0.2 | | | |
| | | 1,800,000 | # | | Alliance Data Systems Corp., 5.375%, 08/01/22 | | | | | 1,759,500 | | | | | | 0.3 | | | |
| | | 3,015,000 | | | | Amsurg Corp., 5.625%, 11/30/20-07/15/22 | | | | | 3,043,712 | | | | | | 0.6 | | |
| | | 1,860,000 | # | | Anna Merger Sub, Inc., 7.750%, 10/01/22 | | | | | 1,753,050 | | | | | | 0.3 | | | |
| | | 2,500,000 | # | | Ashtead Capital, Inc., 6.500%, 07/15/22 | | | | | 2,625,000 | | | | | | 0.5 | | | |
| | | 1,320,000 | #,& | | BI-LO LLC / BI-LO Finance Corp., 8.625%, 09/15/18 | | | | | 1,194,600 | | | | | | 0.2 | | | |
| | | 835,000 | # | | BI-LO LLC / BI-LO Finance Corp., 9.250%, 02/15/19 | | | | | 847,525 | | | | | | 0.2 | | | |
| | | 1,250,000 | # | | Brand Energy & Infrastructure Services, Inc., 8.500%, 12/01/21 | | | | | 1,121,875 | | | | | | 0.2 | | | |
| | | 1,836,000 | # | | Bumble Bee Holdings, Inc., 9.000%, 12/15/17 | | | | | 1,877,310 | | | | | | 0.4 | | | |
| | | 1,430,000 | # | | C&S Group Enterprises LLC, 5.375%, 07/15/22 | | | | | 1,308,450 | | | | | | 0.3 | | | |
| | | 1,913,000 | #,& | | Capsugel SA, 7.000%, 05/15/19 | | | | | 1,911,804 | | | | | | 0.4 | | | |
| | | 1,245,000 | # | | CEB, Inc., 5.625%, 06/15/23 | | | | | 1,245,000 | | | | | | 0.2 | | | |
| | | 710,000 | # | | Ceridian HCM Holding, Inc., 11.000%, 03/15/21 | | | | | 652,312 | | | | | | 0.1 | | | |
| | | 1,035,000 | # | | Endo Finance LLC, 5.375%, 01/15/23 | | | | | 997,481 | | | | | | 0.2 | | | |
| | | 620,000 | # | | Endo Finance LLC, 6.000%, 07/15/23 | | | | | 615,350 | | | | | | 0.1 | | | |
| | | 1,915,000 | # | | Envision Healthcare Corp., 5.125%, 07/01/22 | | | | | 1,900,637 | | | | | | 0.4 | | | |
| | | 3,120,000 | | | | HCA Holdings, Inc., 6.250%, 02/15/21 | | | | | 3,330,600 | | | | | | 0.6 | | |
| | | 1,080,000 | | | | HCA, Inc., 5.250%, 04/15/25 | | | | | 1,104,300 | | | | | | 0.2 | | |
| | | 2,815,000 | | | | HCA, Inc., 5.375%, 02/01/25 | | | | | 2,800,925 | | | | | | 0.6 | | |
| | | 1,800,000 | | | | HCA, Inc., 7.500%, 02/15/22 | | | | | 2,038,500 | | | | | | 0.4 | | |
| | | 250,000 | # | | HealthSouth Corp., 5.750%, 11/01/24 | | | | | 247,500 | | | | | | 0.0 | | | |
| | | 1,305,000 | # | | Hill-Rom Holdings, Inc., 5.750%, 09/01/23 | | | | | 1,314,788 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 2,095,000 | # | | Jaguar Holding Co. II / Pharmaceutical Product Development LLC, 6.375%, 08/01/23 | | | | $ | 2,042,625 | | | | | | 0.4 | | | |
| | | 830,000 | # | | JBS USA LLC / JBS USA Finance, Inc., 5.750%, 06/15/25 | | | | | 763,600 | | | | | | 0.2 | | | |
| | | 750,000 | # | | JBS USA LLC / JBS USA Finance, Inc., 5.875%, 07/15/24 | | | | | 705,000 | | | | | | 0.1 | | | |
| | | 1,150,000 | # | | JBS USA LLC / JBS USA Finance, Inc., 7.250%, 06/01/21 | | | | | 1,198,875 | | | | | | 0.2 | | | |
| | | 1,000,000 | # | | KeHE Distributors LLC / KeHE Finance Corp., 7.625%, 08/15/21 | | | | | 1,052,500 | | | | | | 0.2 | | | |
| | | 1,460,000 | # | | Live Nation Entertainment, Inc., 5.375%, 06/15/22 | | | | | 1,438,100 | | | | | | 0.3 | | | |
| | | 1,975,000 | # | | Logo Merger Sub Corp., 8.375%, 10/15/20 | | | | | 1,984,875 | | | | | | 0.4 | | | |
| | | 615,000 | # | | Mallinckrodt International Finance SA / Mallinckrodt CB LLC, 5.625%, 10/15/23 | | | | | 561,956 | | | | | | 0.1 | | | |
| | | 2,080,000 | # | | Midas Intermediate Holdco II LLC / Midas Intermediate Holdco II Finance, Inc., 7.875%, 10/01/22 | | | | | 2,038,400 | | | | | | 0.4 | | | |
| | | 2,625,000 | # | | MPH Acquisition Holdings LLC, 6.625%, 04/01/22 | | | | | 2,631,563 | | | | | | 0.5 | | | |
| | | 1,975,000 | # | | Multi-Color Corp., 6.125%, 12/01/22 | | | | | 2,029,313 | | | | | | 0.4 | | | |
| | | 1,500,000 | # | | Mustang Merger Corp., 8.500%, 08/15/21 | | | | | 1,563,750 | | | | | | 0.3 | | | |
| | | 900,000 | # | | Post Holdings, Inc., 7.750%, 03/15/24 | | | | | 924,750 | | | | | | 0.2 | | | |
| | | 900,000 | # | | Post Holdings, Inc., 8.000%, 07/15/25 | | | | | 928,688 | | | | | | 0.2 | | | |
| | | 3,250,000 | | | | Reynolds Group Issuer, Inc., 7.875%-9.875%, 04/15/19-08/15/19 | | | | | 3,344,219 | | | | | | 0.6 | | |
| | | 2,335,000 | | | | RR Donnelley & Sons Co., 6.000%-7.875%, 03/15/21-04/01/24 | | | | | 2,281,956 | | | | | | 0.4 | | |
| | | 1,495,000 | # | | Safway Group Holding LLC / Safway Finance Corp., 7.000%, 05/15/18 | | | | | 1,537,981 | | | | | | 0.3 | | |
Voya High Yield Bond Fund | as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | 2,000,000 | | | | Service Corp. International/US, 5.375%, 05/15/24 | | | | $ | 2,092,500 | | | | | | 0.4 | | |
| | 1,050,000 | # | | Shearer’s Foods, LLC / Chip Fin Corp., 9.000%, 11/01/19 | | | | | 1,118,250 | | | | | | 0.2 | | | |
| | 855,000 | # | | Spectrum Brands, Inc., 5.750%, 07/15/25 | | | | | 876,375 | | | | | | 0.2 | | | |
| | 1,440,000 | # | | Sterigenics-Nordion Holdings LLC, 6.500%, 05/15/23 | | | | | 1,432,800 | | | | | | 0.3 | | | |
| | 1,975,000 | | | | Tenet Healthcare Corp., 6.750%, 02/01/20 | | | | | 2,029,313 | | | | | | 0.4 | | |
| | 1,910,000 | | | | Tenet Healthcare Corp., 6.750%, 06/15/23 | | | | | 1,900,450 | | | | | | 0.4 | | |
| | 2,595,000 | | | | Tenet Healthcare Corp., 6.000%-8.125%, 11/01/18-04/01/22 | | | | | 2,759,550 | | | | | | 0.5 | | |
| | 2,670,000 | | | | United Rentals North America, Inc., 6.125%-7.625%, 05/15/20-06/15/23 | | | | | 2,747,913 | | | | | | 0.5 | | |
| | 1,950,000 | # | | Universal Health Services, Inc., 4.750%, 08/01/22 | | | | | 1,993,875 | | | | | | 0.4 | | | |
| | 1,500,000 | # | | Valeant Pharmaceuticals International, Inc., 5.500%, 03/01/23 | | | | | 1,425,000 | | | | | | 0.3 | | | |
| | 2,000,000 | # | | Valeant Pharmaceuticals International, Inc., 7.500%, 07/15/21 | | | | | 2,065,000 | | | | | | 0.4 | | | |
| | 1,500,000 | # | | Valeant Pharmaceuticals International, 6.750%, 08/15/18 | | | | | 1,529,063 | | | | | | 0.3 | | | |
| | 1,025,000 | # | | Valeant Pharmaceuticals International, 6.750%, 08/15/21 | | | | | 1,037,812 | | | | | | 0.2 | | | |
| | 490,000 | # | | VPI Escrow Corp., 6.375%, 10/15/20 | | | | | 488,469 | | | | | | 0.1 | | | |
| | 420,000 | # | | VRX Escrow Corp., 5.375%, 03/15/20 | | | | | 409,237 | | | | | | 0.1 | | | |
| | 995,000 | # | | VRX Escrow Corp., 5.875%, 05/15/23 | | | | | 956,444 | | | | | | 0.2 | | | |
| | 920,000 | # | | VRX Escrow Corp., 6.125%, 04/15/25 | | | | | 883,568 | | | | | | 0.1 | | | |
| | 21,768,693 | | | | Other Securities | | | | | 22,008,543 | | | | | | 4.3 | | |
| | | | | | | | | | | 114,950,950 | | | | | | 22.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Diversified: 1.6% | | ||||||||||||
| | | 2,595,000 | # | | Argos Merger Sub, Inc., 7.125%, 03/15/23 | | | | $ | 2,630,681 | | | | | | 0.5 | | | |
| | | 715,000 | #,& | | Carlson Travel Holdings, Inc., 7.500%, 08/15/19 | | | | | 718,575 | | | | | | 0.1 | | | |
| | | 615,000 | # | | Horizon Pharma Financing, Inc., 6.625%, 05/01/23 | | | | | 545,044 | | | | | | 0.1 | | | |
| | | 1,440,000 | # | | James Hardie International Finance Ltd, 5.875%, 02/15/23 | | | | | 1,465,200 | | | | | | 0.3 | | | |
| | | 779,000 | # | | The Nielsen Co. Luxembourg SARL, 5.500%, 10/01/21 | | | | | 778,026 | | | | | | 0.2 | | | |
| | | 1,900,000 | | | | Other Securities | | | | | 1,852,500 | | | | | | 0.4 | | |
| | | | | | | | | | | | 7,990,026 | | | | | | 1.6 | | |
| | | | | | | Energy: 8.8% | | ||||||||||||
| | | 1,970,000 | # | | Blue Racer Midstream LLC / Blue Racer Finance Corp., 6.125%, 11/15/22 | | | | | 1,881,350 | | | | | | 0.4 | | | |
| | | 750,000 | # | | Calumet Specialty Products Partners L.P. / Calumet Finance Corp., 7.750%, 04/15/23 | | | | | 692,340 | | | | | | 0.1 | | | |
| | | 3,475,000 | | | | Chesapeake Energy Corp., 6.125%-6.625%, 08/15/20-02/15/21 | | | | | 2,494,510 | | | | | | 0.5 | | |
| | | 1,800,000 | # | | CrownRock L.P. / CrownRock Finance, Inc., 7.125%, 04/15/21 | | | | | 1,737,000 | | | | | | 0.3 | | | |
| | | 250,000 | # | | CrownRock L.P. / CrownRock Finance, Inc., 7.750%, 02/15/23 | | | | | 246,250 | | | | | | 0.1 | | | |
| | | 820,000 | # | | Halcon Resources Corp., 8.625%, 02/01/20 | | | | | 684,700 | | | | | | 0.1 | | | |
| | | 1,750,000 | # | | Hilcorp Energy I L.P./ Hilcorp Finance Co., 5.000%, 12/01/24 | | | | | 1,496,250 | | | | | | 0.3 | | | |
| | | 1,135,000 | # | | Lonestar Resources America, Inc., 8.750%, 04/15/19 | | | | | 754,775 | | | | | | 0.2 | | | |
| | | 1,910,000 | | | | Murphy Oil USA, Inc., 6.000%, 08/15/23 | | | | | 1,962,525 | | | | | | 0.4 | | |
| | | 360,000 | # | | Paragon Offshore PLC, 6.750%, 07/15/22 | | | | | 50,400 | | | | | | 0.0 | | | |
| | | 720,000 | # | | Paragon Offshore PLC, 7.250%, 08/15/24 | | | | | 100,800 | | | | | | 0.0 | | |
Voya High Yield Bond Fund | as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | Energy (continued) | | ||||||||||||
| | 1,235,000 | # | | PBF Logistics L.P. / PBF Logistics Finance Corp., 6.875%, 05/15/23 | | | | $ | 1,077,537 | | | | | | 0.2 | | | |
| | 1,950,000 | # | | Rockies Express Pipeline, LLC, 5.625%, 04/15/20 | | | | | 1,901,250 | | | | | | 0.4 | | | |
| | 520,000 | # | | SunCoke Energy Partners L.P. / SunCoke Energy Partners Finance Corp., 7.375%, 02/01/20 | | | | | 462,696 | | | | | | 0.1 | | | |
| | 500,000 | # | | SunCoke Energy Partners L.P. / SunCoke Energy Partners Finance Corp., 7.375%, 02/01/20 | | | | | 444,900 | | | | | | 0.1 | | | |
| | 405,000 | # | | SunCoke Energy Partners L.P. / SunCoke Energy Partners Finance Corp., 7.375%, 02/01/20 | | | | | 360,369 | | | | | | 0.0 | | | |
| | 1,725,000 | # | | Sunoco L.P. / Sunoco Finance Corp., 6.375%, 04/01/23 | | | | | 1,694,813 | | | | | | 0.3 | | | |
| | 1,645,000 | # | | Talos Production LLC, 9.750%, 02/15/18 | | | | | 1,126,825 | | | | | | 0.2 | | | |
| | 545,000 | # | | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 6.750%, 03/15/24 | | | | | 521,156 | | | | | | 0.1 | | | |
| | 2,000,000 | | | | Tesoro Logistics L.P. / Tesoro Logistics Finance Corp., 6.125%, 10/15/21 | | | | | 1,975,000 | | | | | | 0.4 | | |
| | 31,598,000 | | | | Other Securities | | | | | 23,866,569 | | | | | | 4.6 | | |
| | | | | | | | | | | 45,532,015 | | | | | | 8.8 | | |
| | | | | | Financial: 6.9% | | ||||||||||||
| | 2,935,000 | | | | AerCap Ireland Capital Ltd / AerCap Global Aviation Trust, 4.500%, 05/15/21 | | | | | 2,938,669 | | | | | | 0.6 | | |
| | 2,000,000 | | | | Ally Financial, Inc., 4.125%, 03/30/20 | | | | | 1,983,750 | | | | | | 0.4 | | |
| | 3,735,000 | | | | Ally Financial, Inc., 3.125%-8.000%, 01/15/16-09/15/20 | | | | | 4,042,087 | | | | | | 0.8 | | |
| | 290,000 | # | | CIT Group, Inc., 6.625%, 04/01/18 | | | | | 307,400 | | | | | | 0.0 | | | |
| | 3,330,000 | | | | CIT Group, Inc., 4.250%-5.375%, 05/15/17-08/15/22 | | | | | 3,402,406 | | | | | | 0.7 | | |
| | 1,150,000 | # | | CNG Holdings, Inc./OH, 9.375%, 05/15/20 | | | | | 615,250 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | Financial (continued) | | ||||||||||||
| | 205,000 | # | | Energizer Holdings, Inc., 5.500%, 06/15/25 | | | | $ | 200,131 | | | | | | 0.0 | | | |
| | 1,650,000 | # | | ESH Hospitality, Inc., 5.250%, 05/01/25 | | | | | 1,629,375 | | | | | | 0.3 | | | |
| | 2,095,000 | | | | International Lease Finance Corp., 5.875%-8.250%, 05/15/19-08/15/22 | | | | | 2,285,762 | | | | | | 0.4 | | |
| | 435,000 | # | | Iron Mountain, Inc., 6.000%, 10/01/20 | | | | | 440,307 | | | | | | 0.1 | | | |
| | 1,320,000 | # | | Rayonier AM Products, Inc., 5.500%, 06/01/24 | | | | | 996,600 | | | | | | 0.2 | | | |
| | 500,000 | # | | Realogy Corp., 7.625%, 01/15/20 | | | | | 523,750 | | | | | | 0.1 | | | |
| | 1,290,000 | # | | Realogy Group LLC / Realogy Co-Issuer Corp., 5.250%, 12/01/21 | | | | | 1,304,513 | | | | | | 0.3 | | | |
| | 410,000 | # | | RHP Hotel Properties L.P. / RHP Finance Corp., 5.000%, 04/15/23 | | | | | 410,000 | | | | | | 0.1 | | | |
| | 2,000,000 | #,& | | Sophia Holding Finance L.P. / Sophia Holding Finance, Inc., 9.625%, 12/01/18 | | | | | 2,047,500 | | | | | | 0.4 | | | |
| | 12,680,000 | | | | Other Securities | | | | | 12,294,130 | | | | | | 2.4 | | |
| | | | | | | | | | | 35,421,630 | | | | | | 6.9 | | |
| | | | | | Industrial: 8.2% | | ||||||||||||
| | 370,000 | # | | AECOM Technology Corp., 5.750%, 10/15/22 | | | | | 373,700 | | | | | | 0.1 | | | |
| | 870,000 | # | | AECOM Technology Corp., 5.875%, 10/15/24 | | | | | 878,700 | | | | | | 0.1 | | | |
| | 1,600,623 | #,& | | Ardagh Finance Holdings SA, 8.625%, 06/15/19 | | | | | 1,644,640 | | | | | | 0.3 | | | |
| | 1,000,000 | # | | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 6.750%, 01/31/21 | | | | | 1,007,500 | | | | | | 0.2 | | | |
| | 88,235 | # | | Ardagh Packaging Finance PLC, 7.000%, 11/15/20 | | | | | 88,677 | | | | | | 0.0 | | | |
| | 830,000 | # | | ATS Automation Tooling Systems, Inc., 6.500%, 06/15/23 | | | | | 834,150 | | | | | | 0.2 | | | |
| | 1,480,000 | # | | BC Mountain LLC / BC Mountain Finance, Inc., 7.000%, 02/01/21 | | | | | 1,221,000 | | | | | | 0.2 | | |
Voya High Yield Bond Fund | as of September 30, 2015 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Industrial (continued) | | ||||||||||||
| | | 250,000 | # | | Beverage Packaging Holdings Luxembourg II SA / Beverage Packaging Holdings II Is, 6.000%, 06/15/17 | | | | $ | 245,625 | | | | | | 0.1 | | | |
| | | 1,750,000 | # | | Builders FirstSource, Inc., 10.750%, 08/15/23 | | | | | 1,756,562 | | | | | | 0.3 | | | |
| | | 1,765,000 | # | | Building Materials Corp. of America, 6.000%, 10/15/25 | | | | | 1,791,475 | | | | | | 0.4 | | | |
| | | 165,000 | # | | Building Materials Corp. of America, 6.750%, 05/01/21 | | | | | 176,344 | | | | | | 0.0 | | | |
| | | 1,500,000 | # | | Cleaver-Brooks, Inc., 8.750%, 12/15/19 | | | | | 1,425,000 | | | | | | 0.3 | | | |
| | | 1,250,000 | # | | Dematic SA / DH Services Luxembourg Sarl, 7.750%, 12/15/20 | | | | | 1,268,750 | | | | | | 0.3 | | | |
| | | 205,000 | # | | EnerSys, 5.000%, 04/30/23 | | | | | 199,875 | | | | | | 0.0 | | | |
| | | 1,250,000 | # | | Gardner Denver, Inc., 6.875%, 08/15/21 | | | | | 1,112,500 | | | | | | 0.2 | | | |
| | | 1,720,000 | # | | Gates Global LLC / Gates Global Co., 6.000%, 07/15/22 | | | | | 1,393,200 | | | | | | 0.3 | | | |
| | | 880,000 | # | | JM Huber Corp., 9.875%, 11/01/19 | | | | | 930,802 | | | | | | 0.2 | | | |
| | | 1,265,000 | # | | Masonite International Corp., 5.625%, 03/15/23 | | | | | 1,296,625 | | | | | | 0.3 | | | |
| | | 500,000 | # | | Milacron LLC / Mcron Finance Corp., 7.750%, 02/15/21 | | | | | 512,500 | | | | | | 0.1 | | | |
| | | 1,230,000 | # | | Orbital ATK, Inc., 5.500%, 10/01/23 | | | | | 1,234,612 | | | | | | 0.2 | | | |
| | | 225,000 | # | | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/23 | | | | | 227,250 | | | | | | 0.0 | | | |
| | | 1,975,000 | # | | Owens-Brockway Glass Container, Inc., 6.375%, 08/15/25 | | | | | 1,998,453 | | | | | | 0.4 | | | |
| | | 1,620,000 | # | | PaperWorks Industries, Inc., 9.500%, 08/15/19 | | | | | 1,571,400 | | | | | | 0.3 | | | |
| | | 2,000,000 | # | | Plastipak Holdings, Inc., 6.500%, 10/01/21 | | | | | 1,920,000 | | | | | | 0.4 | | | |
| | | 1,625,000 | # | | Sanmina Corp., 4.375%, 06/01/19 | | | | | 1,637,188 | | | | | | 0.3 | | | |
| | | 500,000 | # | | Sealed Air Corp., 4.875%, 12/01/22 | | | | | 496,250 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Industrial (continued) | | ||||||||||||
| | | 1,000,000 | # | | Sealed Air Corp., 5.125%, 12/01/24 | | | | $ | 982,500 | | | | | | 0.2 | | | |
| | | 500,000 | # | | Sealed Air Corp., 5.500%, 09/15/25 | | | | | 508,750 | | | | | | 0.1 | | | |
| | | 820,000 | # | | TransDigm, Inc., 6.500%, 05/15/25 | | | | | 773,875 | | | | | | 0.1 | | | |
| | | 2,000,000 | | | | TransDigm, Inc., 6.000%-6.500%, 07/15/22-07/15/24 | | | | | 1,882,350 | | | | | | 0.4 | | |
| | | 1,485,000 | # | | Waterjet Holdings, Inc., 7.625%, 02/01/20 | | | | | 1,492,425 | | | | | | 0.3 | | | |
| | | 1,500,000 | # | | Wise Metals Group LLC, 8.750%, 12/15/18 | | | | | 1,447,500 | | | | | | 0.3 | | | |
| | | 325,000 | # | | Wise Metals Intermediate Holdings LLC/Wise Holdings Finance Corp., 9.750%, 06/15/19 | | | | | 314,031 | | | | | | 0.0 | | | |
| | | 830,000 | # | | XPO Logistics, Inc., 6.500%, 06/15/22 | | | | | 704,981 | | | | | | 0.1 | | | |
| | | 7,039,000 | | | | Other Securities | | | | | 7,116,948 | | | | | | 1.4 | | |
| | | | | | | | | | | | 42,466,138 | | | | | | 8.2 | | |
| | | | | | | Technology: 5.5% | | ||||||||||||
| | | 1,000,000 | # | | ACI Worldwide, Inc., 6.375%, 08/15/20 | | | | | 1,047,500 | | | | | | 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 | | | | | 774,420 | | | | | | 0.2 | | | |
| | | 1,040,000 | # | | Audatex North America, Inc., 6.125%, 11/01/23 | | | | | 1,049,100 | | | | | | 0.2 | | | |
| | | 1,750,000 | # | | BMC Software Finance, Inc., 8.125%, 07/15/21 | | | | | 1,420,781 | | | | | | 0.3 | | | |
| | | 900,000 | #,& | | Boxer Parent Co., Inc., 9.000%, 10/15/19 | | | | | 642,375 | | | | | | 0.1 | | | |
| | | 2,300,000 | | | | CDW LLC / CDW Finance Corp., 5.500%-6.000%, 08/15/22-12/01/24 | | | | | 2,340,750 | | | | | | 0.5 | | |
| | | 1,795,000 | | | | Emdeon, Inc., 11.000%, 12/31/19 | | | | | 1,918,406 | | | | | | 0.4 | | |
| | | 500,000 | # | | Emdeon, Inc., 6.000%, 02/15/21 | | | | | 486,250 | | | | | | 0.1 | | | |
| | | 1,395,000 | # | | Entegris, Inc., 6.000%, 04/01/22 | | | | | 1,421,156 | | | | | | 0.3 | | | |
| | | 1,730,000 | | | | First Data Corp., 10.625%, 06/15/21 | | | | | 1,900,837 | | | | | | 0.4 | | |
Voya High Yield Bond Fund | as of September 30, 2015 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||||||||
| | | | | | | Technology (continued) | | |||||||||||||||
| | | 1,918,000 | | | | First Data Corp., 11.750%, 08/15/21 | | | | $ | 2,133,775 | | | | | | 0.4 | | | |||
| | | 1,265,000 | # | | First Data Corp., 5.375%, 08/15/23 | | | | | 1,255,513 | | | | | | 0.3 | | | ||||
| | | 145,000 | # | | First Data Corp., 8.250%, 01/15/21 | | | | | 150,981 | | | | | | 0.0 | | | ||||
| | | 646,000 | #,& | | First Data Corp., 8.750%, 01/15/22 | | | | | 676,685 | | | | | | 0.1 | | | ||||
| | | 750,000 | # | | IMS Health, Inc., 6.000%, 11/01/20 | | | | | 770,625 | | | | | | 0.1 | | | ||||
| | | 1,640,000 | #,& | | Infor Software Parent LLC / Infor Software Parent, Inc., 7.125%, 05/01/21 | | | | | 1,449,350 | | | | | | 0.3 | | | ||||
| | | 1,000,000 | # | | Infor US, Inc., 5.750%, 08/15/20 | | | | | 996,875 | | | | | | 0.2 | | | ||||
| | | 590,000 | # | | MSCI, Inc., 5.250%, 11/15/24 | | | | | 599,588 | | | | | | 0.1 | | | ||||
| | | 625,000 | # | | MSCI, Inc., 5.750%, 08/15/25 | | | | | 631,250 | | | | | | 0.1 | | | ||||
| | | 1,720,000 | # | | Open Text Corp., 5.625%, 01/15/23 | | | | | 1,710,325 | | | | | | 0.3 | | | ||||
| | | 105,000 | # | | SS&C Technologies Holdings, Inc., 5.875%, 07/15/23 | | | | | 107,100 | | | | | | 0.0 | | | ||||
| | | 3,605,000 | | | | Other Securities | | | | | 3,314,063 | | | | | | 0.6 | | | |||
| | | | | | | | | | | | 28,443,130 | | | | | | 5.5 | | | |||
| | | | | | | Utilities: 2.1% | | |||||||||||||||
| | | 415,000 | # | | Altice US Finance SA, 7.750%, 07/15/25 | | | | | 367,275 | | | | | | 0.1 | | | ||||
| | | 750,000 | # | | Calpine Corp., 6.000%, 01/15/22 | | | | | 780,938 | | | | | | 0.2 | | | ||||
| | | 2,950,000 | | | | Calpine Corp., 5.375%-5.750%, 01/15/23-01/15/25 | | | | | 2,767,781 | | | | | | 0.5 | | | |||
| | | 1,500,000 | # | | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/23 | | | | | 1,563,750 | | | | | | 0.3 | | | ||||
| | | 3,330,000 | | | | NRG Energy, Inc., 6.250%-7.875%, 05/15/21-05/01/24 | | | | | 3,091,812 | | | | | | 0.6 | | | |||
| | | 2,210,000 | | | | Other Securities | | | | | 2,241,425 | | | | | | 0.4 | | | |||
| | | | | | | | | | | | 10,812,981 | | | | | | 2.1 | | | |||
| | | | | | | Total Corporate Bonds/Notes (Cost $527,595,505) | | | | | 499,075,131 | | | | | | 96.8 | | | |||
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
COMMON STOCK: —% | | |||||||||||||||||||||
| | | | | | Consumer Discretionary: —% | | |||||||||||||||
| | 195 | | | | Other Securities | | | | $ | — | | | | | | — | | | |||
| | | | | | Total Common Stock (Cost $7,957) | | | | | — | | | | | | — | | | |||
| | | | | | Total Long-Term Investments (Cost $527,603,462) | | | | | 499,075,131 | | | | | | 96.8 | | | |||
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: 2.0% | | ||||||||||||||||||
| | | | | | Commercial Paper: 1.9% | | ||||||||||||
| | 2,000,000 | | | | Campbell Soup, 0.180%, 10/06/15 | | | | | 1,999,940 | | | | | | 0.4 | | |
| | 3,000,000 | | | | Hewlett Packard, 0.070%, 10/05/15 | | | | | 2,999,970 | | | | | | 0.5 | | |
| | 2,500,000 | | | | Medtronic, 0.230%, 10/14/15 | | | | | 2,499,775 | | | | | | 0.5 | | |
| | 2,500,000 | | | | Monsanto Company, 0.310%, 11/16/15 | | | | | 2,499,000 | | | | | | 0.5 | | |
| | | | | | | | | | | 9,998,685 | | | | | | 1.9 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| | | | | | Mutual Funds: 0.1% | | |||||||||||||||
| | 328,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.110%†† (Cost $328,000) | | | | | 328,000 | | | | | | 0.1 | | | |||
| | | | | | Total Short-Term Investments (Cost $10,325,354) | | | | | 10,326,685 | | | | | | 2.0 | | | |||
| | | | | | Total Investments in Securities (Cost $537,928,816) | | | | $ | 509,401,816 | | | | | | 98.8 | | | |||
| | | | | | Assets in Excess of Other Liabilities | | | | | 6,285,067 | | | | | | 1.2 | | | |||
| | | | | | Net Assets | | | | $ | 515,686,883 | | | | | | 100.0 | | | |||
|
Voya High Yield Bond Fund | as of September 30, 2015 (Unaudited) (continued) |
| Gross Unrealized Appreciation | | | | $ | 3,951,774 | | | |
| Gross Unrealized Depreciation | | | | | (32,514,078) | | | |
| Net Unrealized Depreciation | | | | $ | (28,562,304) | | | |
|
| | | 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, 2015 | | ||||||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
Common Stock | | | | | | ||||||||||||||||||||||||
Consumer Discretionary | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | ||||
Total Common Stock | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | ||||
Corporate Bonds/Notes | | | | | — | | | | | | 499,075,131 | | | | | | — | | | | | | 499,075,131 | | | ||||
Short-Term Investments | | | | | 328,000 | | | | | | 9,998,685 | | | | | | — | | | | | | 10,326,685 | | | ||||
Total Investments, at fair value | | | | $ | 328,000 | | | | | $ | 509,073,816 | | | | | $ | — | | | | | $ | 509,401,816 | | | ||||
|
Voya Intermediate Bond Fund | as of September 30, 2015 (Unaudited) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
CORPORATE BONDS/NOTES: 33.4% | | ||||||||||||||||||
| | | | | | Basic Materials: 1.5% | | ||||||||||||
| | 2,564,000 | # | | Anglo American Capital PLC, 2.625%, 09/27/17 | | | | $ | 2,399,299 | | | | | | 0.1 | | | |
| | 1,200,000 | # | | Corp Nacional del Cobre de Chile, 4.500%, 09/16/25 | | | | | 1,154,844 | | | | | | 0.0 | | | |
| | 2,110,000 | #,L | | FMG Resources August 2006 Pty Ltd., 6.875%, 04/01/22 | | | | | 1,371,500 | | | | | | 0.0 | | | |
| | 1,861,000 | # | | Georgia-Pacific LLC, 2.539%, 11/15/19 | | | | | 1,872,214 | | | | | | 0.1 | | | |
| | 1,960,000 | # | | Georgia-Pacific LLC, 3.163%, 11/15/21 | | | | | 1,985,525 | | | | | | 0.1 | | | |
| | 1,860,000 | # | | Georgia-Pacific LLC, 3.600%, 03/01/25 | | | | | 1,862,831 | | | | | | 0.0 | | | |
| | 1,334,000 | # | | Georgia-Pacific LLC, 3.734%, 07/15/23 | | | | | 1,362,995 | | | | | | 0.0 | | | |
| | 2,994,000 | #,L | | Glencore Funding LLC, 2.875%, 04/16/20 | | | | | 2,397,643 | | | | | | 0.1 | | | |
| | 1,770,000 | # | | Mexichem SAB de CV, 4.875%, 09/19/22 | | | | | 1,786,107 | | | | | | 0.1 | | | |
| | 1,700,000 | # | | Xstrata Finance Canada Ltd., 4.250%, 10/25/22 | | | | | 1,342,818 | | | | | | 0.1 | | | |
| | 778,000 | # | | Xstrata Finance Canada Ltd., 4.950%, 11/15/21 | | | | | 646,067 | | | | | | 0.0 | | | |
| | 25,861,000 | | | | Other Securities(a) | | | | | 25,005,555 | | | | | | 0.9 | | |
| | | | | | | | | | | 43,187,398 | | | | | | 1.5 | | |
| | | | | | Communications: 4.8% | | ||||||||||||
| | 2,455,000 | # | | Alibaba Group Holding Ltd., 3.600%, 11/28/24 | | | | | 2,298,027 | | | | | | 0.1 | | | |
| | 800,000 | # | | Altice Financing SA, 6.625%, 02/15/23 | | | | | 770,000 | | | | | | 0.0 | | | |
| | 10,100,000 | L | | AT&T, Inc., 3.400%-5.350%, 03/11/24-06/15/44 | | | | | 9,801,360 | | | | | | 0.4 | | | |
| | 2,459,000 | # | | CCO Safari II LLC, 4.464%, 07/23/22 | | | | | 2,461,803 | | | | | | 0.1 | | | |
| | 3,537,000 | # | | CCO Safari II LLC, 4.908%, 07/23/25 | | | | | 3,526,895 | | | | | | 0.1 | | | |
| | 2,696,000 | # | | Cox Communications, Inc., 3.850%, 02/01/25 | | | | | 2,559,785 | | | | | | 0.1 | | | |
| | 772,000 | # | | Cox Communications, Inc., 4.500%, 06/30/43 | | | | | 629,509 | | | | | | 0.0 | | | |
| | 707,000 | # | | Digicel Ltd., 6.750%, 03/01/23 | | | | | 639,835 | | | | | | 0.0 | | | |
| | 1,380,000 | # | | Millicom International Cellular SA, 4.750%, 05/22/20 | | | | | 1,325,076 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Communications (continued) | | ||||||||||||
| | | 2,000,000 | # | | Millicom International Cellular SA, 6.625%, 10/15/21 | | | | $ | 1,988,000 | | | | | | 0.1 | | | |
| | | 2,385,000 | # | | Nielsen Finance LLC / Nielsen Finance Co., 5.000%, 04/15/22 | | | | | 2,316,431 | | | | | | 0.1 | | | |
| | | 770,000 | #,L | | Sable International Finance Ltd., 8.750%, 02/01/20 | | | | | 811,388 | | | | | | 0.0 | | | |
| | | 3,000,000 | # | | Sinclair Television Group, Inc., 5.625%, 08/01/24 | | | | | 2,737,500 | | | | | | 0.1 | | | |
| | | 2,640,000 | # | | Sirius XM Radio, Inc., 5.875%, 10/01/20 | | | | | 2,692,800 | | | | | | 0.1 | | | |
| | | 2,110,000 | # | | SoftBank Group Corp., 4.500%, 04/15/20 | | | | | 2,048,599 | | | | | | 0.1 | | | |
| | | 2,600,000 | #,L | | Telefonica Chile SA, 3.875%, 10/12/22 | | | | | 2,540,158 | | | | | | 0.1 | | | |
| | | 10,641,000 | | | | Time Warner Cable, Inc., 4.050%-6.500%, 12/15/23-12/15/43 | | | | | 10,712,404 | | | | | | 0.4 | | |
| | | 1,395,000 | # | | Univision Communications, Inc., 5.125%, 02/15/25 | | | | | 1,311,300 | | | | | | 0.0 | | | |
| | | 2,350,000 | # | | UPCB Finance IV Ltd., 5.375%, 01/15/25 | | | | | 2,220,750 | | | | | | 0.1 | | | |
| | | 7,358,000 | | | | Verizon Communications, Inc., 4.150%, 03/15/24 | | | | | 7,626,957 | | | | | | 0.3 | | |
| | | 18,070,000 | | | | Verizon Communications, Inc., 3.000%-6.550%, 11/01/21-08/21/54 | | | | | 18,575,803 | | | | | | 0.6 | | |
| | | 56,915,000 | | | | Other Securities | | | | | 54,987,230 | | | | | | 2.0 | | |
| | | | | | | | | | | | 134,581,610 | | | | | | 4.8 | | |
| | | | | | | Consumer, Cyclical: 1.7% | | ||||||||||||
| | | 1,375,000 | # | | Carlson Wagonlit BV, 6.875%, 06/15/19 | | | | | 1,419,688 | | | | | | 0.0 | | | |
| | | 1,466,000 | | | | Ford Motor Co., 4.750%, 01/15/43 | | | | | 1,381,048 | | | | | | 0.1 | | |
| | | 6,176,000 | | | | Ford Motor Credit Co. LLC, 2.597%-8.125%, 11/04/19-08/04/25 | | | | | 6,362,903 | | | | | | 0.2 | | |
| | | 1,680,000 | #,& | | Schaeffler Holding Finance BV, 6.875%, 08/15/18 | | | | | 1,736,700 | | | | | | 0.1 | | | |
| | | 35,702,000 | | | | Other Securities | | | | | 35,758,268 | | | | | | 1.3 | | |
| | | | | | | | | | | | 46,658,607 | | | | | | 1.7 | | |
Voya Intermediate Bond Fund | as of September 30, 2015 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical: 6.5% | | ||||||||||||
| | | 8,250,000 | | | | AbbVie, Inc., 2.500%-4.700%, 05/14/20-05/14/45 | | | | $ | 8,159,445 | | | | | | 0.3 | | |
| | | 10,764,000 | | | | Actavis Funding SCS, 3.450%-4.850%, 03/15/22-06/15/44 | | | | | 10,359,733 | | | | | | 0.4 | | |
| | | 2,180,000 | # | | BAT International Finance PLC, 3.500%, 06/15/22 | | | | | 2,244,136 | | | | | | 0.1 | | | |
| | | 2,506,000 | # | | Bayer US Finance LLC, 3.000%, 10/08/21 | | | | | 2,547,637 | | | | | | 0.1 | | | |
| | | 7,051,000 | | | | Becton Dickinson and Co., 1.800%-3.734%, 12/15/17-12/15/24 | | | | | 7,149,023 | | | | | | 0.2 | | |
| | | 1,140,000 | # | | ERAC USA Finance LLC, 2.800%, 11/01/18 | | | | | 1,169,100 | | | | | | 0.0 | | | |
| | | 2,210,000 | | | | Gilead Sciences, Inc., 3.500%, 02/01/25 | | | | | 2,229,191 | | | | | | 0.1 | | |
| | | 6,110,000 | | | | Gilead Sciences, Inc., 3.650%, 03/01/26 | | | | | 6,138,491 | | | | | | 0.2 | | |
| | | 3,120,000 | # | | HJ Heinz Co., 2.800%, 07/02/20 | | | | | 3,144,077 | | | | | | 0.1 | | | |
| | | 5,430,000 | # | | HJ Heinz Co., 3.950%, 07/15/25 | | | | | 5,569,209 | | | | | | 0.2 | | | |
| | | 2,030,000 | # | | Imperial Tobacco Finance PLC, 2.950%, 07/21/20 | | | | | 2,044,480 | | | | | | 0.1 | | | |
| | | 2,290,000 | # | | Imperial Tobacco Finance PLC, 3.750%, 07/21/22 | | | | | 2,315,330 | | | | | | 0.1 | | | |
| | | 1,300,000 | # | | JBS USA LLC / JBS USA Finance, Inc., 5.750%, 06/15/25 | | | | | 1,196,000 | | | | | | 0.0 | | | |
| | | 10,565,000 | | | | Laboratory Corp. of America Holdings, 2.200%-3.200%, 08/23/17-02/01/22 | | | | | 10,539,612 | | | | | | 0.4 | | |
| | | 10,128,000 | | | | Medtronic, Inc., 2.750%-4.375%, 03/15/22-03/15/35 | | | | | 10,313,383 | | | | | | 0.4 | | |
| | | 9,230,000 | | | | Merck & Co., Inc., 1.850%-2.750%, 02/10/20-02/10/25 | | | | | 9,113,649 | | | | | | 0.3 | | |
| | | 7,120,000 | | | | Synchrony Financial, 3.000%-4.250%, 08/15/19-08/15/24 | | | | | 7,166,417 | | | | | | 0.3 | | |
| | | 3,000,000 | # | | Universal Health Services, Inc., 4.750%, 08/01/22 | | | | | 3,067,500 | | | | | | 0.1 | | | |
| | | 1,000,000 | # | | Valeant Pharmaceuticals International, 5.625%, 12/01/21 | | | | | 952,500 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 915,000 | # | | Valeant Pharmaceuticals International, 7.250%, 07/15/22 | | | | $ | 943,594 | | | | | | 0.0 | | | |
| | | 1,000,000 | # | | VPI Escrow Corp., 6.375%, 10/15/20 | | | | | 996,875 | | | | | | 0.0 | | | |
| | | 1,753,000 | # | | WM Wrigley Jr Co., 2.400%, 10/21/18 | | | | | 1,785,260 | | | | | | 0.1 | | | |
| | | 80,882,000 | | | | Other Securities | | | | | 81,653,822 | | | | | | 2.9 | | |
| | | | | | | | | | | | 180,798,464 | | | | | | 6.5 | | |
| | | | | | | Diversified: 0.1% | | ||||||||||||
| | | 1,445,000 | # | | Nemak SA de CV, 5.500%, 02/28/23 | | | | | 1,423,325 | | | | | | 0.0 | | | |
| | | 2,760,000 | | | | Other Securities | | | | | 2,753,809 | | | | | | 0.1 | | |
| | | | | | | | | | | | 4,177,134 | | | | | | 0.1 | | |
| | | | | | | Energy: 3.4% | | ||||||||||||
| | | 850,000 | # | | Antero Resources Corp., 5.625%, 06/01/23 | | | | | 750,125 | | | | | | 0.0 | | | |
| | | 2,120,000 | # | | Columbia Pipeline Group, Inc., 4.500%, 06/01/25 | | | | | 2,062,724 | | | | | | 0.1 | | | |
| | | 1,652,000 | # | | Enable Midstream Partners L.P., 3.900%, 05/15/24 | | | | | 1,459,978 | | | | | | 0.1 | | | |
| | | 1,402,000 | # | | Enable Midstream Partners L.P., 5.000%, 05/15/44 | | | | | 1,042,739 | | | | | | 0.0 | | | |
| | | 285,000 | # | | Hilcorp Energy I L.P./Hilcorp Finance Co., 5.000%, 12/01/24 | | | | | 243,675 | | | | | | 0.0 | | | |
| | | 3,036,000 | | | | Kinder Morgan Energy Partners L.P., 4.250%-5.400%, 09/01/24-09/01/44 | | | | | 2,582,907 | | | | | | 0.1 | | |
| | | 5,158,000 | | | | Kinder Morgan, Inc./DE, 4.300%-5.050%, 06/01/25-02/15/46 | | | | | 4,488,211 | | | | | | 0.2 | | |
| | | 2,600,000 | # | | YPF SA, 8.875%, 12/19/18 | | | | | 2,561,000 | | | | | | 0.1 | | | |
| | | 83,717,000 | | | | Other Securities(a) | | | | | 78,819,094 | | | | | | 2.8 | | |
| | | | | | | | | | | | 94,010,453 | | | | | | 3.4 | | |
| | | | | | | Financial: 10.6% | | ||||||||||||
| | | 2,780,000 | # | | ABN AMRO Bank NV, 4.750%, 07/28/25 | | | | | 2,765,700 | | | | | | 0.1 | | | |
| | | 7,265,000 | | | | American Tower Corp., 3.400%-4.500%, 01/15/18-09/15/21 | | | | | 7,444,268 | | | | | | 0.3 | | |
| | | 400,000 | # | | Banco de Reservas de LA Republica Dominicana, 7.000%, 02/01/23 | | | | | 402,074 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2015 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 17,032,000 | | | | Bank of America Corp., 3.875%-4.750%, 01/22/24-04/21/45 | | | | $ | 17,143,733 | | | | | | 0.6 | | |
| | | 3,158,000 | # | | Barclays Bank PLC, 6.050%, 12/04/17 | | | | | 3,418,702 | | | | | | 0.1 | | | |
| | | 3,718,000 | # | | BNP Paribas SA, 4.375%, 09/28/25 | | | | | 3,633,635 | | | | | | 0.1 | | | |
| | | 1,333,000 | | | | BPCE SA, 2.500%, 12/10/18 | | | | | 1,357,822 | | | | | | 0.0 | | |
| | | 3,034,000 | # | | BPCE SA, 5.150%, 07/21/24 | | | | | 3,090,274 | | | | | | 0.1 | | | |
| | | 2,111,000 | # | | BPCE SA, 5.700%, 10/22/23 | | | | | 2,230,658 | | | | | | 0.1 | | | |
| | | 12,019,000 | | | | Citigroup, Inc., 1.800%-6.675%, 02/05/18-09/13/43 | | | | | 12,556,511 | | | | | | 0.5 | | |
| | | 1,660,000 | # | | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 11.000%, 12/29/49 | | | | | 2,047,195 | | | | | | 0.1 | | | |
| | | 3,890,000 | # | | Credit Agricole SA, 4.375%, 03/17/25 | | | | | 3,762,509 | | | | | | 0.1 | | | |
| | | 4,386,000 | # | | Credit Suisse AG, 6.500%, 08/08/23 | | | | | 4,734,138 | | | | | | 0.2 | | | |
| | | 2,699,000 | # | | Credit Suisse Group Funding Guernsey Ltd., 3.750%, 03/26/25 | | | | | 2,627,404 | | | | | | 0.1 | | | |
| | | 3,190,000 | # | | Credit Suisse Group Funding Guernsey Ltd., 3.800%, 09/15/22 | | | | | 3,197,793 | | | | | | 0.1 | | | |
| | | 3,014,000 | | | | Credit Suisse/New York NY, 1.750%, 01/29/18 | | | | | 3,015,296 | | | | | | 0.1 | | |
| | | 6,923,000 | | | | Deutsche Bank AG/London, 1.875%, 02/13/18 | | | | | 6,903,899 | | | | | | 0.2 | | |
| | | 7,018,000 | | | | Goldman Sachs Group, Inc., 3.850%, 07/08/24 | | | | | 7,164,571 | | | | | | 0.2 | | |
| | | 10,600,000 | | | | Goldman Sachs Group, Inc., 2.600%-6.750%, 07/19/18-05/22/45 | | | | | 10,916,139 | | | | | | 0.4 | | |
| | | 1,763,000 | # | | HBOS PLC, 6.750%, 05/21/18 | | | | | 1,947,688 | | | | | | 0.1 | | | |
| | | 2,100,000 | # | | ICICI Bank Ltd./Dubai, 4.700%, 02/21/18 | | | | | 2,205,351 | | | | | | 0.1 | | | |
| | | 1,037,000 | # | | International Lease Finance Corp., 7.125%, 09/01/18 | | | | | 1,144,444 | | | | | | 0.0 | | | |
| | | 15,648,000 | | | | JPMorgan Chase & Co., 3.125%-6.125%, 09/10/24-12/29/49 | | | | | 15,613,413 | | | | | | 0.6 | | |
| | | 1,881,000 | # | | Mizuho Bank Ltd., 3.200%, 03/26/25 | | | | | 1,846,690 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | Financial (continued) | | ||||||||||||
| | 18,139,000 | | | | Morgan Stanley, 2.125%-5.000%, 04/25/18-04/23/27 | | | | $ | 18,468,893 | | | | | | 0.7 | | |
| | 1,345,000 | # | | Nordea Bank AB, 6.125%, 12/29/49 | | | | | 1,329,869 | | | | | | 0.1 | | | |
| | 1,147,000 | # | | RBS Citizens Financial Group, Inc., 4.150%, 09/28/22 | | | | | 1,177,398 | | | | | | 0.0 | | | |
| | 3,914,000 | | | | Santander Bank NA, 2.000%, 01/12/18 | | | | | 3,902,970 | | | | | | 0.1 | | |
| | 4,103,000 | # | | Santander UK Group Holdings PLC, 4.750%, 09/15/25 | | | | | 4,076,667 | | | | | | 0.1 | | | |
| | 2,470,000 | # | | Scentre Group Trust 1 / Scentre Group Trust 2, 3.250%, 10/28/25 | | | | | 2,381,342 | | | | | | 0.1 | | | |
| | 2,893,000 | # | | Scentre Group Trust 1 / Scentre Group Trust 2, 3.500%, 02/12/25 | | | | | 2,857,017 | | | | | | 0.1 | | | |
| | 2,453,000 | # | | Societe Generale SA, 4.250%, 04/14/25 | | | | | 2,330,451 | | | | | | 0.1 | | | |
| | 1,860,000 | | | | Synchrony Financial, 2.700%, 02/03/20 | | | | | 1,840,941 | | | | | | 0.1 | | |
| | 3,719,000 | # | | UBS Group Funding Jersey Ltd., 4.125%, 09/24/25 | | | | | 3,711,514 | | | | | | 0.1 | | | |
| | 2,052,000 | # | | WEA Finance LLC / Westfield UK & Europe Finance PLC, 2.700%, 09/17/19 | | | | | 2,044,320 | | | | | | 0.1 | | | |
| | 2,181,000 | # | | WEA Finance LLC / Westfield UK & Europe Finance PLC, 3.750%, 09/17/24 | | | | | 2,151,735 | | | | | | 0.1 | | | |
| | 12,362,000 | | | | Wells Fargo & Co., 3.900%-5.900%, 06/03/26-12/29/49 | | | | | 12,218,911 | | | | | | 0.4 | | |
| | 116,421,600 | | | | Other Securities(a) | | | | | 116,809,953 | | | | | | 4.2 | | |
| | | | | | | | | | | 296,471,888 | | | | | | 10.6 | | |
| | | | | | Industrial: 1.0% | | ||||||||||||
| | 1,872,000 | # | | AP Moeller - Maersk A/S, 2.550%, 09/22/19 | | | | | 1,885,954 | | | | | | 0.1 | | | |
| | 2,449,000 | #,L | | Cemex SAB de CV, 6.125%, 05/05/25 | | | | | 2,234,713 | | | | | | 0.1 | | | |
| | 2,250,000 | # | | Siemens Financieringsmaatschappij NV, 3.250%, 05/27/25 | | | | | 2,255,672 | | | | | | 0.1 | | | |
| | 21,166,000 | | | | Other Securities | | | | | 21,211,495 | | | | | | 0.7 | | |
| | | | | | | | | | | 27,587,834 | | | | | | 1.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2015 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Technology: 2.2% | | ||||||||||||
| | | 6,040,000 | | | | Apple, Inc., 1.550%, 02/07/20 | | | | $ | 5,978,845 | | | | | | 0.2 | | |
| | | 4,765,000 | | | | Apple, Inc., 2.150%-4.450%, 02/09/22-05/06/44 | | | | | 4,649,905 | | | | | | 0.2 | | |
| | | 9,535,000 | | | | HP Enterprise Co., 2.479%-6.350%, 10/05/17-10/15/45 | | | | | 9,525,912 | | | | | | 0.3 | | |
| | | 1,685,000 | # | | Infor US, Inc., 6.500%, 05/15/22 | | | | | 1,550,200 | | | | | | 0.0 | | | |
| | | 9,361,000 | | | | Oracle Corp., 2.950%-4.125%, 07/08/21-05/15/45 | | | | | 9,223,229 | | | | | | 0.3 | | |
| | | 2,130,000 | # | | Seagate HDD Cayman, 4.875%, 06/01/27 | | | | | 1,986,451 | | | | | | 0.1 | | | |
| | | 30,771,000 | | | | Other Securities | | | | | 30,217,013 | | | | | | 1.1 | | |
| | | | | | | | | | | | 63,131,555 | | | | | | 2.2 | | |
| | | | | | | Utilities: 1.6% | | ||||||||||||
| | | 2,865,000 | # | | Calpine Corp., 6.000%, 01/15/22 | | | | | 2,983,181 | | | | | | 0.1 | | | |
| | | 612,000 | # | | Duquesne Light Holdings, Inc., 5.900%, 12/01/21 | | | | | 697,105 | | | | | | 0.0 | | | |
| | | 1,249,000 | # | | Duquesne Light Holdings, Inc., 6.400%, 09/15/20 | | | | | 1,436,520 | | | | | | 0.1 | | | |
| | | 873,000 | # | | Empresa de Energia de Bogota SA, 6.125%, 11/10/21 | | | | | 907,920 | | | | | | 0.0 | | | |
| | | 4,199,000 | # | | Jersey Central Power & Light Co., 4.300%, 01/15/26 | | | | | 4,224,736 | | | | | | 0.2 | | | |
| | | 33,346,000 | | | | Other Securities | | | | | 33,546,509 | | | | | | 1.2 | | |
| | | | | | | | | | | | 43,795,971 | | | | | | 1.6 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $947,523,497) | | | | | 934,400,914 | | | | | | 33.4 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 12.9% | | ||||||||||||||||||
| | | 6,318,765 | | | | Alternative Loan Trust 2005-10CB 1A1, 0.694%, 05/25/35 | | | | | 5,353,302 | | | | | | 0.2 | | |
| | | 5,191,161 | | | | Alternative Loan Trust 2005-51 3A2A, 1.489%, 11/20/35 | | | | | 4,605,733 | | | | | | 0.2 | | |
| | | 2,020,066 | | | | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/35 | | | | | 1,892,711 | | | | | | 0.1 | | |
| | | 3,755,122 | | | | Alternative Loan Trust 2005-J2, 0.594%, 04/25/35 | | | | | 3,151,516 | | | | | | 0.1 | | |
| | | 1,382,737 | | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/36 | | | | | 1,185,062 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,327,640 | | | | Alternative Loan Trust 2006-18CB A11, 0.694%, 07/25/36 | | | | $ | 930,183 | | | | | | 0.0 | | |
| | | 5,133,549 | | | | Alternative Loan Trust 2007-2CB, 0.794%, 03/25/37 | | | | | 3,601,688 | | | | | | 0.1 | | |
| | | 3,396,562 | | | | Alternative Loan Trust 2007-HY6, 0.414%, 08/25/47 | | | | | 3,295,005 | | | | | | 0.1 | | |
| | | 757,605 | # | | American General Mortgage Loan Trust, 5.650%, 03/25/58 | | | | | 766,473 | | | | | | 0.0 | | | |
| | | 4,281,769 | # | | BAMLL Re-REMIC Trust 2014-FRR9, 2.924%, 12/26/46 | | | | | 4,240,863 | | | | | | 0.1 | | | |
| | | 2,610,000 | # | | BAMLL Re-REMIC Trust 2015-FRR11, 1.897%, 09/27/44 | | | | | 2,422,132 | | | | | | 0.1 | | | |
| | | 4,505,000 | | | | Banc of America Commercial Mortgage Trust 2007-3 AJ, 5.734%, 06/10/49 | | | | | 4,647,761 | | | | | | 0.2 | | |
| | | 2,030,000 | | | | Banc of America Commercial Mortgage Trust 2007-3 B, 5.734%, 06/10/49 | | | | | 2,066,261 | | | | | | 0.1 | | |
| | | 2,870,000 | | | | Banc of America Commercial Mortgage Trust 2007-4 AJ, 6.002%, 02/10/51 | | | | | 2,961,231 | | | | | | 0.1 | | |
| | | 1,220,000 | # | | Banc of America Commercial Mortgage Trust 2007-4 B, 6.002%, 02/10/51 | | | | | 1,249,315 | | | | | | 0.0 | | | |
| | | 20,548,000 | ^ | | Banc of America Commercial Mortgage Trust 2015-UBS7 XA, 0.947%, 09/15/48 | | | | | 1,356,016 | | | | | | 0.0 | | | |
| | | 507,716 | # | | Banc of America Funding Corp., 5.250%, 08/26/35 | | | | | 522,685 | | | | | | 0.0 | | | |
| | | 860,000 | | | | Banc of America Merrill Lynch Commercial Mortgage, Inc. 2005-6 C, 5.315%, 09/10/47 | | | | | 867,108 | | | | | | 0.0 | | |
| | | 1,271,000 | # | | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.953%, 03/11/41 | | | | | 1,394,318 | | | | | | 0.1 | | | |
| | | 22,339 | # | | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.953%, 03/11/41 | | | | | 22,361 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2015 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 749,103 | | | | Banc of America Mortgage 2005-J Trust 2A4, 2.715%, 11/25/35 | | | | $ | 695,418 | | | | | | 0.0 | | |
| | | 513,601 | # | | Bank of America Merrill Lynch Commercial Mortgage, Inc., 6.235%, 11/10/38 | | | | | 515,384 | | | | | | 0.0 | | | |
| | | 2,330,000 | # | | Bank of America Re-REMIC Trust 2014-FRR7 A, 2.444%, 10/26/44 | | | | | 2,301,353 | | | | | | 0.1 | | | |
| | | 7,487,000 | | | | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.147%-5.315%, 07/10/45-09/10/47 | | | | | 7,529,205 | | | | | | 0.3 | | |
| | | 85,860,000 | #,^ | | BBCCRE Trust 2015-GTP XA, 0.749%, 08/10/33 | | | | | 4,476,663 | | | | | | 0.2 | | | |
| | | 1,241,965 | | | | Bear Stearns Adjustable Rate Mortgage Trust, 2.761%, 07/25/36 | | | | | 1,053,295 | | | | | | 0.1 | | |
| | | 3,308,291 | | | | Bear Stearns ALT-A Trust 2005-10 22A1, 2.553%, 01/25/36 | | | | | 2,876,487 | | | | | | 0.1 | | |
| | | 4,381,815 | | | | Bear Stearns ALT-A Trust 2005-10, 2.562%, 01/25/36 | | | | | 3,634,352 | | | | | | 0.1 | | |
| | | 3,796,106 | | | | Bear Stearns Alternative-A Trust, 2.581%, 05/25/35 | | | | | 3,691,550 | | | | | | 0.1 | | |
| | | 9,308,001 | | | | Bear Stearns Asset Backed Securities I Trust 2006-AC4 A1, 0.444%, 07/25/36 | | | | | 6,831,430 | | | | | | 0.3 | | |
| | | 2,180,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR4, 6.101%, 06/11/41 | | | | | 2,328,173 | | | | | | 0.1 | | | |
| | | 760,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 L, 5.405%, 01/12/41 | | | | | 791,408 | | | | | | 0.0 | | | |
| | | 760,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 M, 5.405%, 01/12/41 | | | | | 783,702 | | | | | | 0.0 | | | |
| | | 760,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 N, 5.405%, 01/12/41 | | | | | 761,239 | | | | | | 0.0 | | | |
| | | 7,422 | | | | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR8, 4.858%, 06/11/41 | | | | | 7,414 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | 2,450,000 | | | | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR9 D, 5.074%, 09/11/42 | | | | $ | 2,503,920 | | | | | | 0.1 | | |
| | 1,400,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP18 G 2/42, 5.923%, 02/13/42 | | | | | 1,431,634 | | | | | | 0.1 | | | |
| | 3,520,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP18, 5.923%, 02/13/42 | | | | | 3,702,024 | | | | | | 0.1 | | | |
| | 2,050,000 | | | | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP20, 5.291%, 10/12/42 | | | | | 2,048,193 | | | | | | 0.1 | | |
| | 1,013,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22, 5.795%, 04/12/38 | | | | | 1,049,596 | | | | | | 0.0 | | | |
| | 2,485,086 | # | | Beckman Coulter, Inc. 2000-A A, 7.498%, 12/15/18 | | | | | 2,658,545 | | | | | | 0.1 | | | |
| | 1,480,000 | # | | Bellemeade Re Ltd. 2015-1A M2, 4.489%, 07/25/25 | | | | | 1,481,850 | | | | | | 0.1 | | | |
| | 1,180,000 | # | | CGBAM 2015-SMRT Commercial Mortgage Trust, 3.768%, 04/10/28 | | | | | 1,211,771 | | | | | | 0.0 | | | |
| | 1,700,000 | # | | Citigroup Commercial Mortgage Trust 2012-GC8, 5.040%, 09/10/45 | | | | | 1,688,518 | | | | | | 0.1 | | | |
| | 2,811,000 | # | | Citigroup Mortgage Loan Trust 2010-7, 5.824%, 12/25/35 | | | | | 2,950,844 | | | | | | 0.1 | | | |
| | 4,078,271 | | | | Citigroup Mortgage Loan Trust, 5.468%, 11/25/36 | | | | | 3,605,412 | | | | | | 0.1 | | |
| | 5,143,680 | | | | Citigroup Mortgage Loan Trust, Inc., 2.632%-2.905%, 03/25/36-09/25/37 | | | | | 4,787,198 | | | | | | 0.2 | | |
| | 6,287,264 | ^ | | COMM 2012-CCRE1 XA Mortgage Trust, 2.277%, 05/15/45 | | | | | 576,602 | | | | | | 0.0 | | | |
| | 8,298,559 | ^ | | COMM 2013-LC6 XA Mortgage Trust, 1.893%, 01/10/46 | | | | | 616,355 | | | | | | 0.0 | | | |
| | 106,216,386 | #,^ | | COMM 2015-PC1 Mortgage Trust, 0.948%, 07/10/50 | | | | | 5,271,753 | | | | | | 0.2 | | | |
| | 3,805,000 | | | | Commercial Mortgage Trust 2007-GG11 AJ, 6.252%, 12/10/49 | | | | | 3,910,412 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2015 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 25,813,098 | ^ | | Commercial Mortgage Trust, 1.580%, 08/10/46 | | | | $ | 1,643,969 | | | | | | 0.1 | | | |
| | | 4,770,115 | ^ | | Commercial Mortgage Trust, 2.041%, 08/15/45 | | | | | 420,957 | | | | | | 0.0 | | | |
| | | 27,260,000 | #,^ | | Commercial Mortgage Trust, 0.748%, 10/15/45 | | | | | 1,071,201 | | | | | | 0.0 | | | |
| | | 1,280,000 | | | | Commercial Mortgage Trust, 5.289%, 07/15/44 | | | | | 1,279,131 | | | | | | 0.1 | | |
| | | 1,053,814 | | | | Countrywide Alternative Loan Trust 2005-53T2 2A6, 0.694%, 11/25/35 | | | | | 680,320 | | | | | | 0.0 | | |
| | | 5,143,324 | | | | Countrywide Home Loan Mortgage Pass-through Trust, 2.448%, 11/25/34 | | | | | 4,884,425 | | | | | | 0.2 | | |
| | | 4,046,421 | | | | Countrywide Alternative Loan Trust, 0.314%-5.500%, 12/25/35-06/25/36 | | | | | 3,594,338 | | | | | | 0.1 | | |
| | | 92,347 | # | | Credit Suisse First Boston Mortgage Securities Corp. 2003-C4 J, 5.322%, 08/15/36 | | | | | 92,377 | | | | | | 0.0 | | | |
| | | 442,500 | # | | Credit Suisse First Boston Mortgage Securities Corp., 5.736%, 05/15/36 | | | | | 473,103 | | | | | | 0.0 | | | |
| | | 900,000 | # | | Credit Suisse First Boston Mortgage Securities Corp., 6.467%, 05/15/36 | | | | | 1,010,115 | | | | | | 0.1 | | | |
| | | 4,583,503 | # | | CSMC Series 2008-2R 1A1, 6.000%, 07/25/37 | | | | | 4,058,449 | | | | | | 0.2 | | | |
| | | 3,712,520 | # | | Deutsche Mortgage Securities, Inc. Re-REMIC Trust Certificates Series 2007-WM1, 4.245%, 06/27/37 | | | | | 3,710,400 | | | | | | 0.1 | | | |
| | | 2,630,000 | # | | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/31 | | | | | 2,629,579 | | | | | | 0.1 | | | |
| | | 2,920,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-C03 2M2, 3.094%, 07/25/24 | | | | | 2,652,877 | | | | | | 0.1 | | |
| | | 2,430,000 | | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.194%, 05/25/25 | | | | | 2,317,225 | | | | | | 0.1 | | |
| | | 2,100,000 | | | | Fannie Mae Connecticut Avenue Securities 2015-CO1 M2, 4.494%, 02/25/25 | | | | | 2,050,163 | | | | | | 0.1 | | |
| | | 72,353,623 | ^ | | Fannie Mae Series 2011-M3 X, 0.135%, 07/25/21 | | | | | 1,054,069 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | 3,444,175 | ^ | | Fannie Mae, 3.000%, 08/25/28 | | | | $ | 333,352 | | | | | | 0.0 | | | |
| | 759,816 | ^ | | Fannie Mae, 3.000%, 05/25/43 | | | | | 104,156 | | | | | | 0.0 | | | |
| | 10,844,111 | ^ | | Fannie Mae, 5.756%, 10/25/39 | | | | | 1,432,171 | | | | | | 0.1 | | | |
| | 4,515,000 | | | | Fannie Mae Connecticut Avenue Securities, 5.094%-5.194%, 11/25/24 | | | | | 4,541,660 | | | | | | 0.1 | | |
| | 1,421,235 | ^ | | First Horizon Alternative Mortgage Securities, 6.506%, 12/25/36 | | | | | 398,828 | | | | | | 0.0 | | | |
| | 25,000,000 | ^ | | Freddie Mac Series K015 X3, 2.896%, 08/25/39 | | | | | 3,570,002 | | | | | | 0.1 | | | |
| | 1,730,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-HQ3 M3, 4.944%, 10/25/24 | | | | | 1,751,539 | | | | | | 0.0 | | |
| | 2,000,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQ1 M3, 3.994%, 03/25/25 | | | | | 1,945,268 | | | | | | 0.1 | | |
| | 2,130,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes, 4.344%, 01/25/25 | | | | | 2,127,699 | | | | | | 0.1 | | |
| | 228,732,017 | #,^ | | FREMF Mortgage Trust, 0.100%, 12/25/44 | | | | | 1,139,314 | | | | | | 0.0 | | | |
| | 8,513,853 | ^ | | GS Mortgage Securities Corp. II 2012-GCJ9 XA, 2.499%, 11/10/45 | | | | | 881,394 | | | | | | 0.0 | | | |
| | 45,929,136 | ^ | | GS Mortgage Securities Corp. II, 1.703%, 11/10/46 | | | | | 3,154,284 | | | | | | 0.1 | | | |
| | 9,949,116 | ^ | | GS Mortgage Securities Corp. II, 2.714%, 05/10/45 | | | | | 958,177 | | | | | | 0.1 | | | |
| | 3,290,000 | # | | GS Mortgage Securities Trust 2010-C2, 5.359%, 12/10/43 | | | | | 3,447,456 | | | | | | 0.1 | | | |
| | 955,043 | # | | Jefferies Resecuritization Trust 2009-R6, 3.459%, 03/26/36 | | | | | 928,515 | | | | | | 0.0 | | | |
| | 694,512 | | | | JP Morgan Alternative Loan Trust, 5.500%, 12/25/35 | | | | | 588,706 | | | | | | 0.0 | | |
| | 15,265,000 | #,^ | | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.443%, 12/15/47 | | | | | 346,976 | | | | | | 0.0 | | | |
| | 630,000 | # | | JP Morgan Chase Commercial Mortgage Securities Corp. Commercial Mortgage Pass-Thr, 5.740%, 05/15/41 | | | | | 656,149 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2015 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 42,575,828 | ^ | | JP Morgan Chase Commercial Mortgage Securities Corp., 0.752%, 01/15/46 | | | | $ | 823,161 | | | | | | 0.0 | | | |
| | | 2,400,000 | # | | JP Morgan Chase Commercial Mortgage Securities Corp., 5.595%, 07/15/46 | | | | | 2,539,290 | | | | | | 0.1 | | | |
| | | 1,130,181 | # | | JP Morgan Chase Commercial Mortgage Securities Trust 2003-LN1 H, 5.639%, 10/15/37 | | | | | 1,135,712 | | | | | | 0.1 | | | |
| | | 1,300,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9 E, 5.496%, 06/12/41 | | | | | 1,277,022 | | | | | | 0.1 | | |
| | | 1,130,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP8, 5.618%, 05/15/45 | | | | | 1,131,361 | | | | | | 0.1 | | |
| | | 923,411 | # | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 TAC1, 7.990%, 07/15/46 | | | | | 985,681 | | | | | | 0.0 | | | |
| | | 41,048,634 | ^ | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.923%, 06/15/45 | | | | | 2,761,629 | | | | | | 0.1 | | | |
| | | 3,017,474 | | | | JP Morgan Mortgage Trust 2005-A4 B1, 2.509%, 07/25/35 | | | | | 2,742,857 | | | | | | 0.1 | | |
| | | 3,007,899 | | | | JP Morgan Mortgage Trust 2005-S3, 6.000%, 01/25/36 | | | | | 2,668,526 | | | | | | 0.1 | | |
| | | 3,290,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC10, 5.066%-5.097%, 01/12/37 | | | | | 3,279,004 | | | | | | 0.1 | | |
| | | 18,186,567 | #,^ | | LB-UBS Commercial Mortgage Trust 2004-C1, 1.000%, 01/15/36 | | | | | 177,772 | | | | | | 0.0 | | | |
| | | 1,581,000 | # | | LB-UBS Commercial Mortgage Trust 2005-C1 G, 5.462%, 02/15/40 | | | | | 1,575,623 | | | | | | 0.1 | | | |
| | | 1,730,000 | | | | LB-UBS Commercial Mortgage Trust 2005-C3 E, 4.983%, 07/15/40 | | | | | 1,766,529 | | | | | | 0.1 | | |
| | | 1,100,000 | # | | LB-UBS Commercial Mortgage Trust 2005-C5 G, 5.350%, 09/15/40 | | | | | 1,110,388 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 3,205,000 | | | | LB-UBS Commercial Mortgage Trust 2005-C7 E, 5.350%, 11/15/40 | | | | $ | 3,299,062 | | | | | | 0.1 | | |
| | | 720,000 | | | | LB-UBS Commercial Mortgage Trust 2006-C4 D, 6.049%, 06/15/38 | | | | | 733,591 | | | | | | 0.0 | | |
| | | 2,090,000 | | | | LB-UBS Commercial Mortgage Trust 2006-C4 E, 6.049%, 06/15/38 | | | | | 2,081,090 | | | | | | 0.1 | | |
| | | 830,000 | # | | LB-UBS Commercial Mortgage Trust 2006-C6 JR15, 6.095%, 09/15/39 | | | | | 841,400 | | | | | | 0.0 | | | |
| | | 820,000 | # | | LB-UBS Commercial Mortgage Trust 2006-C6 JR16, 6.095%, 09/15/39 | | | | | 820,447 | | | | | | 0.0 | | | |
| | | 1,750,000 | | | | LB-UBS Commercial Mortgage Trust 2007-C6 AJ, 6.324%, 07/15/40 | | | | | 1,807,458 | | | | | | 0.1 | | |
| | | 396,470 | | | | LB-UBS Commercial Mortgage Trust, 4.954%, 07/15/40 | | | | | 396,810 | | | | | | 0.0 | | |
| | | 67,194,322 | #,^ | | LB-UBS Commercial Mortgage Trust, 0.851%, 11/15/38 | | | | | 474,143 | | | | | | 0.0 | | | |
| | | 1,100,000 | # | | LB-UBS Commercial Mortgage Trust, 5.244%, 10/15/36 | | | | | 1,149,552 | | | | | | 0.0 | | | |
| | | 1,760,000 | # | | LB-UBS Commercial Mortgage Trust, 6.095%, 09/15/39 | | | | | 1,810,433 | | | | | | 0.1 | | | |
| | | 1,830,000 | # | | LB-UBS Commercial Mortgage Trust, 6.095%, 09/15/39 | | | | | 1,878,230 | | | | | | 0.1 | | | |
| | | 987,990 | # | | LB-UBS Commercial Mortgage Trust, 6.890%, 07/15/32 | | | | | 991,233 | | | | | | 0.0 | | | |
| | | 2,798,642 | | | | Lehman Mortgage Trust 2005-1 1A3, 5.500%, 11/25/35 | | | | | 2,640,032 | | | | | | 0.1 | | |
| | | 2,510,284 | | | | Lehman XS Trust Series 2005-5N 1A2, 0.554%, 11/25/35 | | | | | 2,034,284 | | | | | | 0.1 | | |
| | | 4,929,204 | | | | Lehman XS Trust Series 2006-14N 2A, 0.394%, 09/25/46 | | | | | 3,984,295 | | | | | | 0.1 | | |
| | | 1,500,000 | # | | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5, 4.845%, 08/15/45 | | | | | 1,536,549 | | | | | | 0.1 | | | |
| | | 2,760,000 | # | | Morgan Stanley Capital I Trust 2008-TOP29, 6.461%, 01/11/43 | | | | | 2,855,692 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2015 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 3,090,000 | # | | Morgan Stanley Capital I Trust 2011-C1 D, 5.564%, 09/15/47 | | | | $ | 3,320,576 | | | | | | 0.1 | | | |
| | | 1,300,000 | # | | Morgan Stanley Capital I Trust 2011-C1 E, 5.564%, 09/15/47 | | | | | 1,376,739 | | | | | | 0.1 | | | |
| | | 250,000 | # | | Morgan Stanley Capital I, Inc., 5.910%, 11/15/31 | | | | | 252,947 | | | | | | 0.0 | | | |
| | | 600,000 | # | | Morgan Stanley Dean Witter Capital I, 7.761%, 07/15/33 | | | | | 672,954 | | | | | | 0.0 | | | |
| | | 1,474,351 | | | | Morgan Stanley Mortgage Loan Trust 2006-3AR 2A1, 2.793%, 03/25/36 | | | | | 1,208,543 | | | | | | 0.0 | | |
| | | 3,210,325 | # | | Morgan Stanley Re-REMIC Trust 2010-C30 A3B, 5.246%, 12/17/43 | | | | | 3,208,247 | | | | | | 0.1 | | | |
| | | 2,590,000 | # | | Morgan Stanley Re-REMIC Trust, 0.250%, 07/27/49 | | | | | 2,353,533 | | | | | | 0.1 | | | |
| | | 1,561,070 | # | | N-Star Real Estate CDO Ltd. 2013-1A A, 2.044%, 08/25/29 | | | | | 1,560,445 | | | | | | 0.1 | | | |
| | | 3,442,739 | # | | SoFi Professional Loan Program 2015-C LLC A2, 2.510%, 08/25/33 | | | | | 3,451,908 | | | | | | 0.1 | | | |
| | | 7,684,107 | #,^ | | UBS-Barclays Commercial Mortgage Trust, 1.882%, 05/10/63 | | | | | 516,739 | | | | | | 0.0 | | | |
| | | 742,363 | # | | Wachovia Bank Commercial Mortgage Trust Series 2005-C17 G, 5.806%, 03/15/42 | | | | | 742,543 | | | | | | 0.0 | | | |
| | | 6,770,000 | | | | Wachovia Bank Commercial Mortgage Trust Series 2006-C25, 5.900%, 05/15/43 | | | | | 6,787,257 | | | | | | 0.3 | | |
| | | 6,960,000 | | | | Wachovia Bank Commercial Mortgage Trust Series, 5.900%, 05/15/43 | | | | | 7,041,498 | | | | | | 0.3 | | |
| | | 3,892,646 | | | | Wachovia Mortgage Loan Trust LLC Series 2005-B Trust 2A1, 2.670%, 10/20/35 | | | | | 3,538,983 | | | | | | 0.1 | | |
| | | 1,144,327 | | | | WaMu Alternative Mortgage Pass-Through Certificates, 5.500%, 10/25/35 | | | | | 1,075,211 | | | | | | 0.0 | | |
| | | 841,367 | | | | WaMu Mortgage Pass Through Certificates, 1.819%, 10/25/36 | | | | | 710,174 | | | | | | 0.0 | | |
| | | 946,179 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 2.316%, 10/25/36 | | | | | 852,289 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,118,615 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 Trust 1A4, 1.983%, 11/25/36 | | | | $ | 1,889,775 | | | | | | 0.1 | | |
| | | 5,521,253 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust 2A3, 2.029%, 12/25/36 | | | | | 4,858,217 | | | | | | 0.2 | | |
| | | 3,361,901 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust 3A1, 3.831%, 12/25/36 | | | | | 3,074,671 | | | | | | 0.1 | | |
| | | 2,388,196 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust, 2.029%, 12/25/36 | | | | | 2,101,403 | | | | | | 0.1 | | |
| | | 1,558,952 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR6 Trust, 4.322%, 08/25/36 | | | | | 1,402,669 | | | | | | 0.1 | | |
| | | 3,580,049 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 2.400%, 08/25/46 | | | | | 3,094,956 | | | | | | 0.1 | | |
| | | 4,543,448 | | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 2.290%, 12/25/36 | | | | | 4,116,568 | | | | | | 0.2 | | |
| | | 928,627 | | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 Trust, 1.975%, 04/25/37 | | | | | 812,754 | | | | | | 0.0 | | |
| | | 1,273,113 | | | | WaMu Mortgage Pass-Through Certificates WMALT Series Trust 2007-OC1 A3, 0.424%, 01/25/47 | | | | | 952,679 | | | | | | 0.0 | | |
| | | 4,320,806 | | | | WaMu Mortgage Pass-Through Certificates, 2.234%, 07/25/37 | | | | | 3,702,788 | | | | | | 0.1 | | |
| | | 3,131,949 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/36 | | | | | 2,806,327 | | | | | | 0.1 | | |
| | | 3,791,516 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 1.159%, 08/25/46 | | | | | 2,608,161 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2015 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,637,505 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 A4, 0.514%, 01/25/47 | | | | $ | 1,990,541 | | | | | | 0.1 | | |
| | | 2,743,111 | | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.624%, 06/25/37 | | | | | 1,997,238 | | | | | | 0.1 | | |
| | | 2,907,676 | | | | Wells Fargo Alternative Loan Trust, 6.250%, 07/25/37 | | | | | 2,654,661 | | | | | | 0.1 | | |
| | | 1,310,537 | | | | Wells Fargo Mortgage Backed Securities 2005-AR15 Trust 1A6, 2.736%, 09/25/35 | | | | | 1,253,859 | | | | | | 0.0 | | |
| | | 1,658,793 | | | | Wells Fargo Mortgage Backed Securities 2006-AR6 Trust 3A1, 2.597%, 03/25/36 | | | | | 1,617,611 | | | | | | 0.1 | | |
| | | 1,369,656 | | | | Wells Fargo Mortgage Backed Securities Trust, 5.705%, 04/25/36 | | | | | 1,346,530 | | | | | | 0.0 | | |
| | | 5,316,443 | #,^ | | Wells Fargo Mortgage Backed Securities Trust, 1.685%, 06/15/45 | | | | | 403,692 | | | | | | 0.0 | | | |
| | | 26,774,753 | #,^ | | WFRBS Commercial Mortgage Trust 2013-C12, 1.613%, 03/15/48 | | | | | 1,948,576 | | | | | | 0.1 | | | |
| | | 42,678,001 | | | | Other Securities | | | | | 36,559,428 | | | | | | 1.3 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $353,920,141) | | | | | 359,404,314 | | | | | | 12.9 | | |
| FOREIGN GOVERNMENT BONDS: 1.4% | | ||||||||||||||||||
| | | 700,000 | # | | Bolivian Government International Bond, 5.950%, 08/22/23 | | | | | 731,500 | | | | | | 0.1 | | | |
| | | 350,000 | # | | Costa Rica Government International Bond, 4.250%, 01/26/23 | | | | | 306,250 | | | | | | 0.0 | | | |
| | | 300,000 | # | | Dominican Republic International Bond, 5.500%, 01/27/25 | | | | | 291,000 | | | | | | 0.0 | | | |
| | | 300,000 | # | | Dominican Republic International Bond, 6.600%, 01/28/24 | | | | | 312,000 | | | | | | 0.0 | | | |
| | | 250,000 | # | | Egypt Government International Bond, 5.875%, 06/11/25 | | | | | 236,875 | | | | | | 0.0 | | | |
| | | 232,000 | # | | El Salvador Government International Bond, 5.875%, 01/30/25 | | | | | 201,840 | | | | | | 0.0 | | | |
| | | 290,380 | # | | Gabonese Republic, 6.375%, 12/12/24 | | | | | 241,573 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
FOREIGN GOVERNMENT BONDS: (continued) | | ||||||||||||||||||
| | 300,000 | # | | Guatemala Government Bond, 4.875%, 02/13/28 | | | | $ | 293,250 | | | | | | 0.0 | | | |
| | 600,000 | # | | Indonesia Government International Bond, 4.125%, 01/15/25 | | | | | 563,377 | | | | | | 0.0 | | | |
| | 600,000 | # | | KazAgro National Management Holding JSC, 4.625%, 05/24/23 | | | | | 480,900 | | | | | | 0.0 | | | |
| | 1,000,000 | # | | Kazakhstan Government International Bond, 5.125%, 07/21/25 | | | | | 967,500 | | | | | | 0.1 | | | |
| | 600,000 | # | | Kazakhstan Temir Zholy Finance BV, 6.950%, 07/10/42 | | | | | 471,810 | | | | | | 0.0 | | | |
| | 600,000 | # | | KazMunayGas National Co. JSC, 4.400%, 04/30/23 | | | | | 506,250 | | | | | | 0.0 | | | |
| | 600,000 | # | | Morocco Government International Bond, 4.250%, 12/11/22 | | | | | 608,250 | | | | | | 0.0 | | | |
| | 600,000 | # | | Republic of Paraguay, 4.625%, 01/25/23 | | | | | 592,500 | | | | | | 0.0 | | | |
| | 136,000 | # | | Romanian Government International Bond, 4.375%, 08/22/23 | | | | | 142,072 | | | | | | 0.0 | | | |
| | 630,000 | # | | Republic of Serbia, 5.250%, 11/21/17 | | | | | 654,412 | | | | | | 0.0 | | | |
| | 1,000,000 | # | | Transnet SOC Ltd., 4.000%, 07/26/22 | | | | | 926,875 | | | | | | 0.1 | | | |
| | 300,000 | # | | Zambia Government International Bond, 5.375%, 09/20/22 | | | | | 214,800 | | | | | | 0.0 | | | |
| | 32,026,280 | | | | Other Securities(a) | | | | | 30,801,420 | | | | | | 1.1 | | |
| | | | | | Total Foreign Government Bonds (Cost $42,581,776) | | | | | 39,544,454 | | | | | | 1.4 | | |
U.S. TREASURY OBLIGATIONS: 28.3% | | ||||||||||||||||||
| | | | | | U.S. Treasury Bonds: 6.0% | | ||||||||||||
| | 57,900,000 | | | | 2.000%, due 08/15/25 | | | | | 57,630,128 | | | | | | 2.0 | | |
| | 108,877,000 | | | | 3.000%, due 05/15/45 | | | | | 111,528,699 | | | | | | 4.0 | | |
| | | | | | | | | | | 169,158,827 | | | | | | 6.0 | | |
| | | | | | U.S. Treasury Notes: 22.3% | | ||||||||||||
| | 14,000 | | | | 0.625%, due 07/31/17 | | | | | 14,008 | | | | | | 0.0 | | |
| | 49,762,000 | | | | 0.625%, due 08/31/17 | | | | | 49,766,877 | | | | | | 1.8 | | |
| | 191,884,000 | | | | 0.625%, due 09/30/17 | | | | | 191,813,962 | | | | | | 6.9 | | |
| | 141,276,000 | | | | 1.000%, due 09/15/18 | | | | | 141,625,517 | | | | | | 5.1 | | |
| | 34,560,000 | | | | 1.375%, due 09/30/20 | | | | | 34,562,246 | | | | | | 1.2 | | |
| | 17,311,000 | | | | 1.500%, due 07/31/16 | | | | | 17,478,363 | | | | | | 0.6 | | |
| | 169,171,000 | | | | 1.750%, due 09/30/22 | | | | | 169,144,609 | | | | | | 6.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2015 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. TREASURY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | U.S. Treasury Notes (continued) | | ||||||||||||
| | | 17,232,000 | | | | 1.875%, due 05/31/22 | | | | $ | 17,398,944 | | | | | | 0.6 | | |
| | | 960,000 | | | | 2.125%, due 06/30/22 | | | | | 985,294 | | | | | | 0.0 | | |
| | | | | | | | | | | | 622,789,820 | | | | | | 22.3 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $790,129,540) | | | | | 791,948,647 | | | | | | 28.3 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 31.7% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 13.1%## | | ||||||||||||
| | | 8,844,000 | W | | 3.000%, due 01/15/27 | | | | | 9,184,284 | | | | | | 0.3 | | | |
| | | 15,977,436 | ^ | | 3.000%, due 02/15/33 | | | | | 2,246,468 | | | | | | 0.1 | | | |
| | | 6,250,426 | | | | 3.000%, due 04/15/33 | | | | | 6,321,237 | | | | | | 0.2 | | |
| | | 64,015,000 | W | | 3.000%, due 10/01/44 | | | | | 64,676,673 | | | | | | 2.3 | | | |
| | | 8,889,704 | | | | 3.000%, due 04/01/45 | | | | | 9,016,746 | | | | | | 0.3 | | |
| | | 8,998,240 | | | | 3.000%, due 04/01/45 | | | | | 9,121,244 | | | | | | 0.3 | | |
| | | 24,752,000 | | | | 3.000%, due 09/01/45 | | | | | 25,038,355 | | | | | | 0.9 | | |
| | | 28,301,000 | W | | 3.500%, due 02/15/41 | | | | | 29,385,504 | | | | | | 1.1 | | | |
| | | 1,429,032 | ^^ | | 4.000%, due 01/15/36 | | | | | 1,395,539 | | | | | | 0.1 | | | |
| | | 7,939,994 | ^ | | 4.000%, due 04/15/43 | | | | | 1,503,932 | | | | | | 0.1 | | | |
| | | 6,248,924 | | | | 4.000%, due 06/01/45 | | | | | 6,671,917 | | | | | | 0.3 | | |
| | | 7,338,000 | | | | 4.000%, due 09/01/45 | | | | | 7,827,335 | | | | | | 0.3 | | |
| | | 7,765,000 | | | | 4.000%, due 09/01/45 | | | | | 8,290,621 | | | | | | 0.3 | | |
| | | 25,612,803 | | | | 4.000%, due 09/01/45 | | | | | 27,346,540 | | | | | | 1.0 | | |
| | | 5,543,000 | | | | 4.000%, due 09/01/45 | | | | | 5,918,220 | | | | | | 0.2 | | |
| | | 10,660,000 | | | | 4.000%, due 09/01/45 | | | | | 11,381,588 | | | | | | 0.4 | | |
| | | 25,000,000 | | | | 4.500%, due 05/15/38 | | | | | 27,145,187 | | | | | | 1.0 | | |
| | | 5,767,224 | ^ | | 4.500%, due 12/15/40 | | | | | 949,762 | | | | | | 0.1 | | | |
| | | 4,511,736 | ^ | | 4.500%, due 08/15/43 | | | | | 813,316 | | | | | | 0.0 | | | |
| | | 781,102 | ^ | | 5.192%, due 03/15/33 | | | | | 868,246 | | | | | | 0.0 | | | |
| | | 8,008,099 | ^ | | 5.794%, due 05/15/36 | | | | | 804,606 | | | | | | 0.0 | | | |
| | | 4,413,856 | ^ | | 5.794%, due 08/15/42 | | | | | 844,411 | | | | | | 0.0 | | | |
| | | 3,381,915 | ^ | | 5.844%, due 07/15/40 | | | | | 532,776 | | | | | | 0.0 | | | |
| | | 21,059,510 | ^ | | 5.844%, due 01/15/41 | | | | | 3,483,868 | | | | | | 0.1 | | | |
| | | 15,956,758 | ^ | | 5.893%, due 09/15/44 | | | | | 3,085,721 | | | | | | 0.1 | | | |
| | | 306,700 | ^ | | 6.000%, due 04/15/33 | | | | | 76,690 | | | | | | 0.0 | | | |
| | | 7,415,466 | ^ | | 6.244%, due 08/15/36 | | | | | 1,554,780 | | | | | | 0.1 | | | |
| | | 4,616,239 | ^ | | 6.279%, due 06/15/36 | | | | | 768,107 | | | | | | 0.0 | | | |
| | | 3,435,685 | ^ | | 6.343%, due 05/15/41 | | | | | 777,044 | | | | | | 0.0 | | | |
| | | 6,682,516 | ^ | | 6.393%, due 09/15/34 | | | | | 738,399 | | | | | | 0.0 | | | |
| | | 91,842,093 | W | | 2.500%-7.000%, due 12/15/17-09/01/45 | | | | | 98,635,483 | | | | | | 3.5 | | | |
| | | | | | | | | | | | 366,404,599 | | | | | | 13.1 | | |
| | | | | | | Federal National Mortgage Association: 13.0%## | | ||||||||||||
| | | 14,197,000 | W | | 2.500%, due 07/25/27 | | | | | 14,474,506 | | | | | | 0.5 | | | |
| | | 7,494,184 | | | | 2.500%, due 06/01/30 | | | | | 7,651,578 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | Federal National Mortgage Association (continued) | | ||||||||||||
| | | 9,027,000 | W | | 3.000%, due 06/25/42 | | | | $ | 9,149,006 | | | | | | 0.3 | | | |
| | | 5,588,491 | | | | 3.000%, due 07/01/43 | | | | | 5,682,299 | | | | | | 0.2 | | |
| | | 18,027,027 | | | | 3.000%, due 04/01/45 | | | | | 18,302,390 | | | | | | 0.7 | | |
| | | 99,942,000 | W | | 3.500%, due 02/25/42 | | | | | 104,262,925 | | | | | | 3.7 | | | |
| | | 10,130,719 | ^ | | 3.500%, due 06/25/42 | | | | | 1,317,828 | | | | | | 0.1 | | | |
| | | 2,535,895 | ^ | | 3.500%, due 06/25/42 | | | | | 372,461 | | | | | | 0.0 | | | |
| | | 283,947 | ^ | | 4.000%, due 11/01/18 | | | | | 12,216 | | | | | | 0.0 | | | |
| | | 5,702,272 | ^ | | 4.000%, due 04/25/41 | | | | | 915,587 | | | | | | 0.0 | | | |
| | | 29,939,000 | W | | 4.000%, due 10/01/44 | | | | | 31,937,671 | | | | | | 1.1 | | | |
| | | 5,140,705 | | | | 4.000%, due 06/01/45 | | | | | 5,513,984 | | | | | | 0.2 | | |
| | | 18,987,000 | W | | 4.500%, due 10/15/35 | | | | | 20,585,171 | | | | | | 0.7 | | | |
| | | 8,830,674 | | | | 5.000%, due 07/01/39 | | | | | 9,799,840 | | | | | | 0.4 | | |
| | | 21,923,742 | ^ | | 5.876%, due 11/25/40 | | | | | 3,070,341 | | | | | | 0.1 | | | |
| | | 6,561,520 | ^ | | 5.956%, due 11/25/39 | | | | | 1,139,838 | | | | | | 0.0 | | | |
| | | 15,963,070 | ^ | | 5.956%, due 11/25/42 | | | | | 3,736,833 | | | | | | 0.1 | | | |
| | | 548,487 | ^ | | 6.000%, due 08/25/33 | | | | | 133,461 | | | | | | 0.0 | | | |
| | | 5,659,885 | ^ | | 6.006%, due 10/25/32 | | | | | 1,182,652 | | | | | | 0.0 | | | |
| | | 18,690,334 | ^ | | 6.006%, due 06/25/33 | | | | | 4,156,291 | | | | | | 0.2 | | | |
| | | 15,505,924 | ^ | | 6.006%, due 10/25/42 | | | | | 3,140,205 | | | | | | 0.1 | | | |
| | | 13,708,675 | ^ | | 6.006%, due 02/25/43 | | | | | 2,529,780 | | | | | | 0.1 | | | |
| | | 6,523,952 | ^ | | 6.006%, due 08/25/43 | | | | | 1,256,161 | | | | | | 0.1 | | | |
| | | 18,026,027 | ^ | | 6.056%, due 02/25/33 | | | | | 3,674,007 | | | | | | 0.1 | | | |
| | | 15,905,027 | ^ | | 6.206%, due 05/25/40 | | | | | 2,739,316 | | | | | | 0.1 | | | |
| | | 7,084,413 | ^ | | 6.356%, due 04/25/39 | | | | | 1,490,548 | | | | | | 0.1 | | | |
| | | 6,700,070 | ^ | | 6.356%, due 09/25/40 | | | | | 1,257,060 | | | | | | 0.1 | | | |
| | | 17,160,361 | ^ | | 6.406%, due 04/25/31 | | | | | 2,921,128 | | | | | | 0.1 | | | |
| | | 5,336,109 | ^ | | 6.406%, due 10/25/41 | | | | | 1,053,093 | | | | | | 0.0 | | | |
| | | 13,965,429 | ^ | | 6.426%, due 06/25/40 | | | | | 2,356,028 | | | | | | 0.1 | | | |
| | | 618,131 | ^ | | 6.506%, due 08/25/26 | | | | | 88,052 | | | | | | 0.0 | | | |
| | | 4,158,058 | ^ | | 6.506%, due 07/25/42 | | | | | 836,909 | | | | | | 0.0 | | | |
| | | 2,280,736 | ^ | | 6.546%, due 01/25/37 | | | | | 491,091 | | | | | | 0.0 | | | |
| | | 8,019,630 | ^ | | 6.556%, due 10/25/35 | | | | | 1,451,673 | | | | | | 0.1 | | | |
| | | 3,754,000 | ^ | | 7.456%, due 07/25/33 | | | | | 817,850 | | | | | | 0.0 | | | |
| | | 597,106 | ^ | | 7.478%, due 02/17/29 | | | | | 102,817 | | | | | | 0.0 | | | |
| | | 86,938,588 | W | | 0.700%-32.481%, due 08/01/16-06/01/45 | | | | | 93,718,740 | | | | | | 3.4 | | | |
| | | | | | | | | | | | 363,321,336 | | | | | | 13.0 | | |
| | | | | | | Government National Mortgage Association: 5.6% | | ||||||||||||
| | | 47,062,000 | W | | 3.500%, due 07/20/42 | | | | | 49,205,501 | | | | | | 1.8 | | | |
| | | 26,736,200 | | | | 3.500%, due 06/20/45 | | | | | 28,068,013 | | | | | | 1.0 | | |
| | | 7,276,626 | | | | 4.000%, due 03/20/45 | | | | | 7,769,955 | | | | | | 0.3 | | |
| | | 8,430,113 | | | | 4.000%, due 08/20/45 | | | | | 9,003,364 | | | | | | 0.3 | | |
| | | 6,667,248 | ^ | | 4.500%, due 01/16/29 | | | | | 855,034 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2015 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | Government National Mortgage Association (continued) | | ||||||||||||
| | | 5,144,790 | | | | 4.500%, due 05/16/39 | | | | $ | 5,594,016 | | | | | | 0.2 | | |
| | | 2,761,092 | ^ | | 4.500%, due 09/20/41 | | | | | 488,460 | | | | | | 0.0 | | | |
| | | 1,872,212 | ^ | | 5.000%, due 04/20/40 | | | | | 824,118 | | | | | | 0.0 | | | |
| | | 11,417,687 | ^ | | 5.141%, due 05/16/41 | | | | | 1,897,460 | | | | | | 0.1 | | | |
| | | 13,985,283 | ^ | | 5.384%, due 12/20/44 | | | | | 2,165,499 | | | | | | 0.1 | | | |
| | | 21,701,573 | ^ | | 5.391%, due 04/16/44 | | | | | 3,486,892 | | | | | | 0.1 | | | |
| | | 19,929,211 | ^ | | 5.500%, due 11/20/43 | | | | | 4,340,391 | | | | | | 0.2 | | | |
| | | 4,811,577 | ^ | | 5.634%, due 06/20/40 | | | | | 745,907 | | | | | | 0.0 | | | |
| | | 25,406,892 | ^ | | 5.834%, due 07/20/39 | | | | | 4,159,726 | | | | | | 0.2 | | | |
| | | 28,932,509 | ^ | | 5.891%, due 05/16/40 | | | | | 4,345,729 | | | | | | 0.2 | | | |
| | | 1,523,702 | ^ | | 5.984%, due 06/20/38 | | | | | 161,655 | | | | | | 0.0 | | | |
| | | 2,984,311 | ^ | | 5.984%, due 04/20/39 | | | | | 526,459 | | | | | | 0.0 | | | |
| | | 19,368,552 | ^ | | 5.991%, due 12/16/39 | | | | | 2,790,637 | | | | | | 0.1 | | | |
| | | 10,940,473 | ^ | | 6.084%, due 05/20/39 | | | | | 1,266,447 | | | | | | 0.1 | | | |
| | | 2,131,624 | ^ | | 6.184%, due 04/20/38 | | | | | 362,447 | | | | | | 0.0 | | | |
| | | 1,076,808 | ^ | | 6.291%, due 05/16/38 | | | | | 203,233 | | | | | | 0.0 | | | |
| | | 2,766,354 | ^ | | 6.334%, due 01/20/38 | | | | | 463,702 | | | | | | 0.0 | | | |
| | | 13,400,008 | ^ | | 6.404%, due 08/20/40 | | | | | 2,979,750 | | | | | | 0.1 | | | |
| | | 5,818,794 | ^ | | 6.441%, due 09/16/40 | | | | | 1,112,123 | | | | | | 0.0 | | | |
| | | 25,984,856 | ^ | | 6.484%, due 07/20/37 | | | | | 5,523,624 | | | | | | 0.2 | | | |
| | | 1,829,723 | ^ | | 6.561%, due 02/16/35 | | | | | 351,909 | | | | | | 0.0 | | | |
| | | 63,940 | ^ | | 8.041%, due 06/16/31 | | | | | 4,816 | | | | | | 0.0 | | | |
| | | 16,447,359 | | | | 4.000%-5.500%, due 05/20/39-10/20/60 | | | | | 17,883,059 | | | | | | 0.6 | | |
| | | | | | | | | | | | 156,579,926 | | | | | | 5.6 | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $869,218,882) | | | | | 886,305,861 | | | | | | 31.7 | | |
| ASSET-BACKED SECURITIES: 7.2% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 1.2% | | ||||||||||||
| | | 840,000 | # | | AmeriCredit Automobile Receivables Trust 2011-3, 5.760%, 12/10/18 | | | | | 843,745 | | | | | | 0.0 | | | |
| | | 1,500,000 | | | | AmeriCredit Automobile Receivables Trust 2013-4, 3.310%, 10/08/19 | | | | | 1,539,048 | | | | | | 0.0 | | |
| | | 1,890,000 | | | | AmeriCredit Automobile Receivables Trust 2013-5, 2.860%, 12/08/19 | | | | | 1,911,883 | | | | | | 0.1 | | |
| | | 3,050,000 | # | | AmeriCredit Automobile Receivables Trust, 3.290%, 05/08/20 | | | | | 3,094,864 | | | | | | 0.1 | | | |
| | | 800,000 | # | | MMCA Automobile Trust, 2.260%, 10/15/20 | | | | | 806,645 | | | | | | 0.0 | | | |
| | | 2,900,000 | # | | Oscar US Funding Trust 2014-1, 2.550%, 12/15/21 | | | | | 2,988,453 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
| | | 2,100,000 | | | | Santander Drive Auto Receivables Trust 2013-1, 2.270%, 01/15/19 | | | | $ | 2,113,938 | | | | | | 0.1 | | |
| | | 940,000 | | | | Santander Drive Auto Receivables Trust 2013-4, 3.920%, 01/15/20 | | | | | 970,545 | | | | | | 0.0 | | |
| | | 3,380,000 | # | | Santander Drive Auto Receivables Trust 2013-A, 3.780%, 10/15/19 | | | | | 3,475,818 | | | | | | 0.1 | | | |
| | | 2,200,000 | # | | Santander Drive Auto Receivables Trust 2013-A, 4.710%, 01/15/21 | | | | | 2,286,112 | | | | | | 0.1 | | | |
| | | 4,820,000 | | | | Santander Drive Auto Receivables Trust 2014-3, 2.650%, 08/17/20 | | | | | 4,854,090 | | | | | | 0.2 | | |
| | | 1,880,000 | # | | SunTrust Auto Receivables Trust 2015-1 B, 2.200%, 02/15/21 | | | | | 1,900,254 | | | | | | 0.1 | | | |
| | | 7,630,000 | | | | Other Securities | | | | | 7,701,949 | | | | | | 0.3 | | |
| | | | | | | | | | | | 34,487,344 | | | | | | 1.2 | | |
| | | | | | | Home Equity Asset-Backed Securities: 0.5% | | ||||||||||||
| | | 10,130,709 | | | | Freddie Mac Structured Pass-Through Securities, 0.444%, 05/25/31 | | | | | 10,018,785 | | | | | | 0.4 | | |
| | | 3,449,556 | | | | Other Securities | | | | | 2,593,789 | | | | | | 0.1 | | |
| | | | | | | | | | | | 12,612,574 | | | | | | 0.5 | | |
| | | | | | | Other Asset-Backed Securities: 5.5% | | ||||||||||||
| | | 5,000,000 | # | | 1776 CLO Ltd. 2006-1A D, 2.061%, 05/08/20 | | | | | 4,778,250 | | | | | | 0.2 | | | |
| | | 1,000,000 | # | | American Homes 4 Rent 2015-SFR1 E, 5.639%, 5.639%, 04/17/45 | | | | | 1,006,908 | | | | | | 0.0 | | | |
| | | 1,125,292 | #,^ | | American Homes 4 Rent 2015-SFR1 XS, 0.000%, 04/17/52 | | | | | — | | | | | | — | | | |
| | | 1,076,000 | # | | American Homes 4 Rent 2015-SFR2 Trust Class C, 4.691%, 10/17/15 | | | | | 1,096,601 | | | | | | 0.0 | | | |
| | | 1,250,000 | # | | American Homes 4 Rent 2015-SFR2 Trust Class D, 5.036%, 10/17/25 | | | | | 1,274,579 | | | | | | 0.1 | | | |
| | | 7,100,000 | #,^ | | American Homes 4 Rent 2015-SFR2 Trust Class XS, 0.000%, 10/17/45 | | | | | — | | | | | | — | | | |
| | | 2,000,000 | # | | Apidos Cinco CDO Ltd., 2.559%, 05/14/20 | | | | | 1,958,386 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2015 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 3,910,000 | # | | Ares XII CLO Ltd. 2007-12A C, 2.329%, 11/25/20 | | | | $ | 3,856,097 | | | | | | 0.2 | | | |
| | | 1,000,000 | # | | Ares XII CLO Ltd., 3.579%, 11/25/20 | | | | | 983,018 | | | | | | 0.0 | | | |
| | | 2,750,000 | # | | Atrium V, 1.023%, 07/20/20 | | | | | 2,654,086 | | | | | | 0.1 | | | |
| | | 650,000 | # | | Atrium V, 4.033%, 07/20/20 | | | | | 632,706 | | | | | | 0.0 | | | |
| | | 1,206,141 | # | | AVANT Loans Funding Trust 2015-A A, 4.000%, 08/16/21 | | | | | 1,204,332 | | | | | | 0.0 | | | |
| | | 1,000,000 | # | | Babson Mid-Market CLO, Inc. 2007-II, 1.139%, 04/15/21 | | | | | 999,790 | | | | | | 0.0 | | | |
| | | 2,000,000 | # | | Babson Mid-Market CLO, Inc. 2007-II, 1.989%, 04/15/21 | | | | | 1,999,564 | | | | | | 0.1 | | | |
| | | 1,750,000 | # | | BlackRock Senior Income Series V Ltd. 2007-5A D, 2.564%, 08/13/19 | | | | | 1,691,153 | | | | | | 0.1 | | | |
| | | 3,500,000 | # | | Bluemountain CLO III Ltd. 2007-3A C, 1.024%, 03/17/21 | | | | | 3,379,978 | | | | | | 0.1 | | | |
| | | 3,991,506 | # | | Callidus Debt Partners CLO Fund VI Ltd. 6A A1T, 0.554%, 10/23/21 | | | | | 3,910,171 | | | | | | 0.2 | | | |
| | | 800,000 | # | | Callidus Debt Partners CLO Fund VI Ltd., 3.294%, 10/23/21 | | | | | 779,675 | | | | | | 0.0 | | | |
| | | 1,500,000 | # | | Carlyle High Yield Partners IX Ltd., 0.666%, 08/01/21 | | | | | 1,463,206 | | | | | | 0.1 | | | |
| | | 1,250,000 | # | | Carlyle High Yield Partners IX Ltd., 0.736%, 08/01/21 | | | | | 1,203,545 | | | | | | 0.0 | | | |
| | | 5,500,000 | # | | CIFC Funding 2006-I Ltd., 1.887%, 10/20/20 | | | | | 5,498,944 | | | | | | 0.2 | | | |
| | | 954,128 | # | | CIFC Funding 2006-I Ltd., 4.287%, 10/20/20 | | | | | 954,058 | | | | | | 0.0 | | | |
| | | 3,200,000 | # | | CIFC Funding 2006-II Ltd., 1.924%, 03/01/21 | | | | | 3,140,736 | | | | | | 0.1 | | | |
| | | 2,070,387 | # | | CIFC Funding 2006-II Ltd., 4.324%, 03/01/21 | | | | | 2,035,627 | | | | | | 0.1 | | | |
| | | 2,000,000 | # | | Clydesdale CLO 2006 Ltd, 1.001%, 12/19/18 | | | | | 1,935,450 | | | | | | 0.1 | | | |
| | | 1,750,000 | # | | ColumbusNova CLO IV Ltd 2007-2A C, 2.539%, 10/15/21 | | | | | 1,700,136 | | | | | | 0.1 | | | |
| | | 1,000,000 | # | | ColumbusNova CLO Ltd 2006-2A E, 4.061%, 04/04/18 | | | | | 982,290 | | | | | | 0.0 | | | |
| | | 750,000 | # | | ColumbusNova CLO Ltd 2006-II, 1.061%, 04/04/18 | | | | | 742,691 | | | | | | 0.0 | | | |
| | | 500,000 | # | | ColumbusNova CLO Ltd 2006-II, 1.811%, 04/04/18 | | | | | 490,375 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 5,500,000 | # | | Cornerstone CLO Ltd., 2.689%, 07/15/21 | | | | $ | 5,309,639 | | | | | | 0.2 | | | |
| | | 2,000,000 | # | | Duane Street CLO III Ltd, 1.786%, 01/11/21 | | | | | 1,961,250 | | | | | | 0.1 | | | |
| | | 1,500,000 | # | | Flagship CLO V, 1.045%, 09/20/19 | | | | | 1,453,826 | | | | | | 0.1 | | | |
| | | 1,250,000 | # | | Flagship CLO V, 1.895%, 09/20/19 | | | | | 1,203,101 | | | | | | 0.0 | | | |
| | | 1,750,000 | # | | Fraser Sullivan CLO II Ltd. 2006-2A E, 3.845%, 12/20/20 | | | | | 1,697,829 | | | | | | 0.1 | | | |
| | | 1,450,000 | # | | Fraser Sullivan CLO II Ltd., 0.745%, 12/20/20 | | | | | 1,435,961 | | | | | | 0.0 | | | |
| | | 1,500,000 | # | | Fraser Sullivan CLO II Ltd., 1.065%, 12/20/20 | | | | | 1,470,270 | | | | | | 0.1 | | | |
| | | 3,250,000 | # | | Fraser Sullivan CLO II Ltd., 1.845%, 12/20/20 | | | | | 3,155,636 | | | | | | 0.1 | | | |
| | | 1,500,000 | # | | Gale Force 3 CLO Ltd. 2007-3A D, 1.687%, 04/19/21 | | | | | 1,413,744 | | | | | | 0.0 | | | |
| | | 2,125,000 | # | | GoldenTree Loan Opportunities III Ltd., 1.550%, 05/01/22 | | | | | 2,036,455 | | | | | | 0.1 | | | |
| | | 1,500,000 | # | | GoldenTree Loan Opportunities V Ltd., 3.537%, 10/18/21 | | | | | 1,488,093 | | | | | | 0.0 | | | |
| | | 561,442 | # | | GSAMP Trust 2005-SEA2, 0.544%, 01/25/45 | | | | | 552,072 | | | | | | 0.0 | | | |
| | | 1,000,000 | # | | GSC Group CDO Fund VIII Ltd, 1.039%, 04/17/21 | | | | | 989,662 | | | | | | 0.0 | | | |
| | | 1,750,000 | # | | Gulf Stream - Compass CLO 2007-1A B Ltd., 1.194%, 10/28/19 | | | | | 1,730,586 | | | | | | 0.1 | | | |
| | | 3,100,000 | # | | Gulf Stream - Compass CLO 2007-1A D Ltd., 3.744%, 10/28/19 | | | | | 3,101,128 | | | | | | 0.1 | | | |
| | | 1,825,000 | # | | Gulf Stream - Compass CLO, 2.294%, 10/28/19 | | | | | 1,824,883 | | | | | | 0.1 | | | |
| | | 1,500,000 | # | | Gulf Stream - Sextant CLO 2007-1 Ltd., 2.734%, 06/17/21 | | | | | 1,463,544 | | | | | | 0.0 | | | |
| | | 650,000 | # | | Gulf Stream-Rashinban CLO 2006-1A C Ltd., 1.012%, 11/26/20 | | | | | 635,074 | | | | | | 0.0 | | | |
| | | 3,772,515 | # | | HERO Funding Trust 2015-2 A, 3.990%, 09/20/40 | | | | | 3,763,084 | | | | | | 0.1 | | | |
| | | 2,500,000 | # | | Invitation Homes Trust 2014-SFR2 E, 3.357%, 06/17/32 | | | | | 2,425,998 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2015 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 1,500,000 | # | | Katonah IX CLO Ltd., 1.015%, 01/25/19 | | | | $ | 1,475,097 | | | | | | 0.1 | | | |
| | | 1,250,000 | # | | Kingsland III Ltd., 0.979%, 08/24/21 | | | | | 1,192,686 | | | | | | 0.0 | | | |
| | | 1,500,000 | # | | Latitude CLO II Corp., 1.137%, 12/15/18 | | | | | 1,478,913 | | | | | | 0.1 | | | |
| | | 1,500,000 | # | | LCM V Ltd, 1.695%, 03/21/19 | | | | | 1,494,588 | | | | | | 0.1 | | | |
| | | 1,000,000 | # | | LightPoint CLO V, 1.021%, 08/05/19 | | | | | 984,626 | | | | | | 0.0 | | | |
| | | 2,000,000 | # | | LightPoint CLO V, 1.891%, 08/05/19 | | | | | 1,959,188 | | | | | | 0.1 | | | |
| | | 2,250,000 | # | | Madison Park Funding II Ltd. 2006-2A D, 5.076%, 03/25/20 | | | | | 2,184,901 | | | | | | 0.1 | | | |
| | | 2,500,000 | # | | Madison Park Funding II Ltd., 5.793%, 03/25/20 | | | | | 2,637,595 | | | | | | 0.1 | | | |
| | | 2,000,000 | # | | Madison Park Funding III Ltd. 2006-3A D, 3.745%, 10/25/20 | | | | | 1,976,736 | | | | | | 0.1 | | | |
| | | 1,281,728 | # | | Madison Park Funding IV Ltd., 3.919%, 03/22/21 | | | | | 1,212,255 | | | | | | 0.0 | | | |
| | | 1,000,000 | # | | Madison Park Funding Ltd., 2.126%, 03/25/20 | | | | | 976,115 | | | | | | 0.0 | | | |
| | | 1,000,000 | # | | Madison Park Funding Ltd., 3.545%, 07/26/21 | | | | | 989,067 | | | | | | 0.0 | | | |
| | | 1,250,000 | # | | Madison Park Funding Ltd., 5.545%, 07/26/21 | | | | | 1,250,007 | | | | | | 0.1 | | | |
| | | 1,250,000 | # | | Madison Park Funding V Ltd 2007-5A D, 3.832%, 02/26/21 | | | | | 1,173,271 | | | | | | 0.0 | | | |
| | | 3,250,000 | # | | Marketplace Loan Trust Series 2015-AV1 A, 4.000%, 09/15/21 | | | | | 3,242,811 | | | | | | 0.1 | | | |
| | | 1,100,000 | # | | Momentum Capital Fund Ltd., 1.687%, 09/18/21 | | | | | 1,083,382 | | | | | | 0.0 | | | |
| | | 4,250,000 | # | | MSIM Peconic Bay Ltd., 2.287%, 07/20/19 | | | | | 4,205,962 | | | | | | 0.1 | | | |
| | | 5,500,000 | # | | Muir Grove CLO Ltd. 2007-1A B, 2.295%, 03/25/20 | | | | | 5,340,186 | | | | | | 0.2 | | | |
| | | 1,500,000 | # | | Muir Grove CLO Ltd., 3.295%, 03/25/20 | | | | | 1,474,841 | | | | | | 0.0 | | | |
| | | 1,500,000 | # | | Ocean Trails CLO I, 1.036%, 10/12/20 | | | | | 1,434,639 | | | | | | 0.1 | | | |
| | | 4,000,000 | # | | Progress Residential 2015-SFR2 Trust E, 4.427%, 06/12/32 | | | | | 3,831,798 | | | | | | 0.1 | | | |
| | | 1,850,000 | # | | Regatta Funding Ltd. 2007-1A B2L, 3.637%, 06/15/20 | | | | | 1,834,162 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||||||||
| | | | | | Other Asset-Backed Securities (continued) | | |||||||||||||||
| | 3,420,000 | # | | Springleaf Funding Trust 2015-A A, 3.160%, 11/15/24 | | | | $ | 3,458,627 | | | | | | 0.1 | | | ||||
| | 1,750,000 | # | | St James River CLO Ltd. 2007-1A D, 2.633%, 06/11/21 | | | | | 1,709,432 | | | | | | 0.1 | | | ||||
| | 2,000,000 | # | | Telos CLO 2006-1A D Ltd., 1.986%, 10/11/21 | | | | | 1,961,590 | | | | | | 0.1 | | | ||||
| | 2,500,000 | # | | Telos CLO 2006-1A E Ltd., 4.536%, 10/11/21 | | | | | 2,507,127 | | | | | | 0.1 | | | ||||
| | 550,000 | # | | Telos CLO 2007-2A D Ltd., 2.489%, 04/15/22 | | | | | 539,533 | | | | | | 0.0 | | | ||||
| | 2,000,000 | # | | Trade MAPS 1 Ltd., 2.453%, 12/10/18 | | | | | 1,985,800 | | | | | | 0.1 | | | ||||
| | 8,675,513 | | | | Other Securities | | | | | 7,901,974 | | | | | | 0.3 | | | |||
| | | | | | | | | | | 154,961,096 | | | | | | 5.5 | | | |||
| | | | | | Total Asset-Backed Securities (Cost $202,433,288) | | | | | 202,061,014 | | | | | | 7.2 | | | |||
|
# of Contracts | | | Value | | | Percentage of Net Assets | | |||||||||||||||
PURCHASED OPTIONS: 0.2% | | |||||||||||||||||||||
| | | | | | OTC Interest Rate Swaptions: 0.2% | | |||||||||||||||
| | 406,264,000 | @ | | Receive a fixed rate equal to 2.905% and pay a floating rate based on the 3-month USD-LIBOR-BBA, Exp. 11/13/15 Counterparty: JPMorgan Chase & Co. | | | | | 4,500,319 | | | | | | 0.2 | | | ||||
| | 406,264,000 | @ | | Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.773%, Exp. 11/12/15 Counterparty: Morgan Stanley | | | | | 355,207 | | | | | | 0.0 | | | ||||
| | | | | | | | | | | 4,855,526 | | | | | | 0.2 | | | |||
| | | | | | Total Purchased Options (Cost $6,684,397) | | | | | 4,855,526 | | | | | | 0.2 | | | |||
| | | | | | Total Long-Term Investments (Cost $3,212,491,521) | | | | | 3,218,520,730 | | | | | | 115.1 | | | |||
|
Voya Intermediate Bond Fund | as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: 3.6% | | ||||||||||||||||||
| | | | | | Securities Lending Collateralcc: 0.7% | | ||||||||||||
| | 4,386,031 | | | | Barclays Capital, Inc., Repurchase Agreement dated 09/30/15, 0.10%, due 10/01/15 (Repurchase Amount $4,386,043, collateralized by various U.S. Government Securities, 0.000%-4.500%, Market Value plus accrued interest $4,473,752, due 10/15/15-08/15/45) | | | | $ | 4,386,031 | | | | | | 0.2 | | |
| | 3,628,048 | | | | Daiwa Capital Markets, Repurchase Agreement dated 09/30/15, 0.20%, due 10/01/15 (Repurchase Amount $3,628,068, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-7.500%, Market Value plus accrued interest $3,700,609, due 10/01/15-09/09/49) | | | | | 3,628,048 | | | | | | 0.1 | | |
| | 4,386,031 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 09/30/15, 0.15%, due 10/01/15 (Repurchase Amount $4,386,049, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $4,473,752, due 11/30/19-02/15/44) | | | | | 4,386,031 | | | | | | 0.1 | | |
| | 4,386,031 | | | | Nomura Securities, Repurchase Agreement dated 09/30/15, 0.14%, due 10/01/15 (Repurchase Amount $4,386,048, collateralized by various U.S. Government / U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $4,473,752, due 11/15/15-07/20/65) | | | | | 4,386,031 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | 1,681,310 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 09/30/15, 0.17%, due 10/01/15 (Repurchase Amount $1,681,318, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $1,715,599, due 01/15/17-02/15/42) | | | | $ | 1,681,310 | | | | | | 0.1 | | |
| | | | | | | | | | | 18,467,451 | | | | | | 0.7 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| | | | | | Mutual Funds: 2.9% | | |||||||||||||||
| | 81,343,414 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.110%†† (Cost $81,343,414) | | | | | 81,343,414 | | | | | | 2.9 | | | |||
| | | | | | Total Short-Term Investments (Cost $99,810,865) | | | | | 99,810,865 | | | | | | 3.6 | | | |||
| | | | | | Total Investments in Securities (Cost $3,312,302,386) | | | | $ | 3,318,331,595 | | | | | | 118.7 | | | |||
| | | | | | Liabilities in Excess of Other Assets | | | | | (522,629,258) | | | | | | (18.7) | | | |||
| | | | | | Net Assets | | | | $ | 2,795,702,337 | | | | | | 100.0 | | | |||
|
Voya Intermediate Bond Fund | as of September 30, 2015 (Unaudited) (continued) |
| Gross Unrealized Appreciation | | | | $ | 41,863,436 | | | |
| Gross Unrealized Depreciation | | | | | (37,029,745) | | | |
| Net Unrealized Appreciation | | | | $ | 4,833,691 | | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at September 30, 2015 | | ||||||||||||||||
Asset Table | | | | | | ||||||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||||||
Purchased Options | | | | $ | — | | | | | $ | 4,855,526 | | | | | $ | — | | | | | $ | 4,855,526 | | | ||||
Corporate Bonds/Notes | | | | | — | | | | | | 922,338,093 | | | | | | — | | | | | | 934,400,914 | | | ||||
Collateralized Mortgage Obligations | | | | | — | | | | | | 357,922,464 | | | | | | 1,481,850 | | | | | | 359,404,314 | | | ||||
Short-Term Investments | | | | | 81,343,414 | | | | | | 18,467,451 | | | | | | — | | | | | | 99,810,865 | | | ||||
Asset-Backed Securities | | | | | — | | | | | | 202,061,014 | | | | | | — | | | | | | 202,061,014 | | | ||||
U.S. Treasury Obligations | | | | | — | | | | | | 791,948,647 | | | | | | — | | | | | | 791,948,647 | | | ||||
U.S. Government Agency Obligations | | | | | — | | | | | | 886,305,861 | | | | | | — | | | | | | 886,305,861 | | | ||||
Foreign Government Bonds | | | | | — | | | | | | 39,544,454 | | | | | | — | | | | | | 39,544,454 | | | ||||
Total Investments, at fair value | | | | $ | 81,343,414 | | | | | $ | 3,223,443,510 | | | | | $ | 1,481,850 | | | | | $ | 3,318,331,595 | | | ||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||||||
Centrally Cleared Swaps | | | | | — | | | | | | 19,845,659 | | | | | | — | | | | | | 19,845,659 | | | ||||
Forward Foreign Currency Contracts | | | | | — | | | | | | 2,802 | | | | | | — | | | | | | 2,802 | | | ||||
Futures | | | | | 306,738 | | | | | | — | | | | | | — | | | | | | 306,738 | | | ||||
Total Assets | | | | $ | 81,650,152 | | | | | $ | 3,243,291,971 | | | | | $ | 1,481,850 | | | | | $ | 3,338,486,794 | | | ||||
Liabilities Table | | | | | | ||||||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||||||
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (20,528,069) | | | | | $ | — | | | | | $ | (20,528,069) | | | ||||
Forward Foreign Currency Contracts | | | | | — | | | | | | (1,807,484) | | | | | | — | | | | | | (1,807,484) | | | ||||
Futures | | | | | (2,639,553) | | | | | | — | | | | | | — | | | | | | (2,639,553) | | | ||||
Written Options | | | | | — | | | | | | (4,981,050) | | | | | | — | | | | | | (4,981,050) | | | ||||
Total Liabilities | | | | $ | (2,639,553) | | | | | $ | (27,316,603) | | | | | $ | — | | | | | $ | (29,956,156) | | | ||||
|
Voya Intermediate Bond Fund | as of September 30, 2015 (Unaudited) (continued) |
Counterparty | | | Currency | | | Contract Amount | | | Buy/Sell | | | Settlement Date | | | In Exchange For | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | ||||||||||||||||||||
Citigroup, Inc. | | | Mexican Peso | | | | | 308,450,176 | | | | Buy | | | | | 10/21/15 | | | | | $ | 18,605,434 | | | | | $ | 18,215,996 | | | | | $ | (389,438) | | | |||||
Goldman Sachs & Co. | | | Mexican Peso | | | | | 308,357,149 | | | | Buy | | | | | 10/21/15 | | | | | | 18,605,433 | | | | | | 18,210,502 | | | | | | (394,931) | | | |||||
JPMorgan Chase & Co. | | | Mexican Peso | | | | | 308,589,717 | | | | Buy | | | | | 10/21/15 | | | | | | 18,605,433 | | | | | | 18,224,236 | | | | | | (381,197) | | | |||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (1,165,566) | | | |||||
Citigroup, Inc. | | | Mexican Peso | | | | | 159,155,333 | | | | Sell | | | | | 10/21/15 | | | | | $ | 9,302,716 | | | | | $ | 9,399,160 | | | | | $ | (96,444) | | | |||||
Citigroup, Inc. | | | Mexican Peso | | | | | 159,309,023 | | | | Sell | | | | | 10/21/15 | | | | | | 9,302,717 | | | | | | 9,408,238 | | | | | | (105,521) | | | |||||
JPMorgan Chase & Co. | | | Mexican Peso | | | | | 159,395,538 | | | | Sell | | | | | 10/21/15 | | | | | | 9,302,717 | | | | | | 9,413,347 | | | | | | (110,630) | | | |||||
JPMorgan Chase & Co. | | | Mexican Peso | | | | | 159,316,465 | | | | Sell | | | | | 10/21/15 | | | | | | 9,302,717 | | | | | | 9,408,677 | | | | | | (105,960) | | | |||||
JPMorgan Chase & Co. | | | Mexican Peso | | | | | 318,826,687 | | | | Sell | | | | | 10/21/15 | | | | | | 18,605,433 | | | | | | 18,828,796 | | | | | | (223,363) | | | |||||
JPMorgan Chase & Co. | | | Brazilian Real | | | | | 295,654 | | | | Sell | | | | | 12/18/15 | | | | | | 75,364 | | | | | | 72,562 | | | | | | 2,802 | | | |||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (639,116) | | | |||||
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||||||
U.S. Treasury Long Bond | | | | | 4 | | | | | | 12/21/15 | | | | | $ | 629,375 | | | | | $ | 7,084 | | | ||||
U.S. Treasury Ultra Long Bond | | | | | 293 | | | | | | 12/21/15 | | | | | | 46,999,031 | | | | | | 294,540 | | | ||||
| | | | | | | | | | | | | | | | $ | 47,628,406 | | | | | $ | 301,624 | | | ||||
Short Contracts | | | | | | ||||||||||||||||||||||||
U.S. Treasury 10-Year Note | | | | | (885) | | | | | | 12/21/15 | | | | | | (113,929,926) | | | | | | (1,260,513) | | | ||||
U.S. Treasury 2-Year Note | | | | | (390) | | | | | | 12/31/15 | | | | | | (85,422,191) | | | | | | 5,114 | | | ||||
U.S. Treasury 5-Year Note | | | | | (1,912) | | | | | | 12/31/15 | | | | | | (230,425,885) | | | | | | (1,379,040) | | | ||||
| | | | | | | | | | | | | | | | $ | (429,778,002) | | | | | $ | (2,634,439) | | | ||||
|
| | | Clearinghouse | | | Termination Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||||
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.668% | | | Chicago Mercantile Exchange | | | | | 10/30/19 | | | | | | USD | | | | | | 162,439,000 | | | | | $ | (2,868,316) | | | | | $ | (2,868,316) | | |
Receive a fixed rate equal to 2.000% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 11/05/19 | | | | | | USD | | | | | | 331,320,000 | | | | | | 10,219,624 | | | | | | 10,219,624 | | |
Receive a fixed rate equal to 1.622% and pay a floating rate based on the 3-month USB-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 09/01/20 | | | | | | USD | | | | | | 66,600,000 | | | | | | 738,036 | | | | | | 738,036 | | |
Receive a fixed rate equal to 1.626% and pay a floating rate based on the 3-month USB-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 09/01/20 | | | | | | USD | | | | | | 33,300,000 | | | | | | 375,096 | | | | | | 375,096 | | |
Voya Intermediate Bond Fund | as of September 30, 2015 (Unaudited) (continued) |
| | | Clearinghouse | | | Termination Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||||
Receive a fixed rate equal to 1.598% and pay a floating rate based on the 3-month USB-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 09/01/20 | | | | | | USD | | | | | | 32,500,000 | | | | | | (321,903) | | | | | | (321,903) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.590% | | | Chicago Mercantile Exchange | | | | | 09/08/20 | | | | | | USD | | | | | | 30,400,000 | | | | | | (286,022) | | | | | | (286,022) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.644%% | | | Chicago Mercantile Exchange | | | | | 09/18/20 | | | | | | USD | | | | | | 34,200,000 | | | | | | (405,280) | | | | | | (405,280) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.391% | | | Chicago Mercantile Exchange | | | | | 10/01/20 | | | | | | USD | | | | | | 130,700,000 | | | | | | 88,838 | | | | | | 88,838 | | |
Receive a fixed rate equal to 2.408% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/30/24 | | | | | | USD | | | | | | 84,377,000 | | | | | | 3,353,559 | | | | | | 3,353,559 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.760% | | | Chicago Mercantile Exchange | | | | | 11/05/24 | | | | | | USD | | | | | | 175,600,000 | | | | | | (12,210,969) | | | | | | (12,210,969) | | |
Receive a fixed rate equal to 2.810% and pay a floating rate based on the 3-month USB-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 08/24/25 | | | | | | USD | | | | | | 63,800,000 | | | | | | 329,519 | | | | | | 329,519 | | |
Receive a fixed rate equal to 2.794% and pay a floating rate based on the 3-month USB-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 08/24/25 | | | | | | USD | | | | | | 31,900,000 | | | | | | 142,118 | | | | | | 142,118 | | |
Receive a fixed rate equal to 2.773% and pay a floating rate based on the 3-month USB-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 08/25/25 | | | | | | USD | | | | | | 63,800,000 | | | | | | 222,498 | | | | | | 222,498 | | |
Receive a fixed rate equal to 2.848% and pay a floating rate based on the 3-month USB-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 08/27/25 | | | | | | USD | | | | | | 63,800,000 | | | | | | (432,835) | | | | | | (432,835) | | |
Receive a fixed rate equal to 2.970% and pay a floating rate based on the 3-month USB-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 09/01/25 | | | | | | USD | | | | | | 63,800,000 | | | | | | (775,176) | | | | | | (775,176) | | |
Receive a fixed rate equal to 2.247% and pay a floating rate based on the 3-month USB-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 09/01/25 | | | | | | USD | | | | | | 32,500,000 | | | | | | (689,441) | | | | | | (689,441) | | |
Receive a fixed rate equal to 2.256% and pay a floating rate based on the 3-month USB-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 09/01/25 | | | | | | USD | | | | | | 63,800,000 | | | | | | (1,403,510) | | | | | | (1,403,510) | | |
Receive a fixed rate equal to 2.260% and pay a floating rate based on the 3-month USB-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 09/01/25 | | | | | | USD | | | | | | 33,300,000 | | | | | | (746,392) | | | | | | (746,392) | | |
Receive a fixed rate equal to 2.230% and pay a floating rate based on the 3-month USB-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 09/08/25 | | | | | | USD | | | | | | 92,900,000 | | | | | | 1,815,708 | | | | | | 1,815,708 | | |
Voya Intermediate Bond Fund | as of September 30, 2015 (Unaudited) (continued) |
| | | Clearinghouse | | | Termination Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||||||||||
Receive a fixed rate equal to 2.299% and pay a floating rate based on the 3-month USB-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 09/18/25 | | | | | | USD | | | | | | 99,300,000 | | | | | | 2,560,663 | | | | | | 2,560,663 | | | |||||
Receive a fixed rate equal to 1.991% and pay a floating rate based on the 3-month USB-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/01/25 | | | | | | USD | | | | | | 130,700,000 | | | | | | (388,225) | | | | | | (388,225) | | | |||||
| | | | | | | | | | | | | | | | | | | | | | | | | $ | (682,410) | | | | | $ | (682,410) | | | |||||
|
Description | | | Counterparty | | | Floating Rate Index/Underlying Reference Entity | | | Pay/ Receive Floating | | | Exercise Rate | | | Expiration Date | | | Notional Amount | | | Premiums Received | | | Fair Value | | ||||||||||||||
Put OTC Swaption | | | Morgan Stanley | | | 3-month USD- LIBOR-BBA | | | Pay | | | | | 1.950% | | | | | | 11/12/15 | | | | USD 812,528,000 | | | | $ | 3,520,954 | | | | | $ | (226,369) | | | ||
Call OTC Swaption | | | JPMorgan Chase & Co. | | | 3-month USD- LIBOR-BBA | | | Receive | | | | | 2.705% | | | | | | 11/13/15 | | | | USD 812,528,000 | | | | | 3,981,387 | | | | | | (4,754,681) | | | ||
Total Written Swaptions | | | | $ | 7,502,341 | | | | | $ | (4,981,050) | | | ||||||||||||||||||||||||||
|
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* | | | | $ | 4,855,526 | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | | 2,802 | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 306,738 | |
Interest rate contracts | | | Net Assets — Unrealized appreciation*** | | | | | 19,845,659 | |
Total Asset Derivatives | | | | | | | $ | 25,010,725 | |
Liability Derivatives | | | | ||||||
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 1,807,484 | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 2,639,553 | |
Interest rate contracts | | | Net Assets — Unrealized depreciation*** | | | | | 20,528,069 | |
Interest rate contracts | | | Written options, at fair value | | | | | 4,981,050 | |
Total Liability Derivatives | | | | | | | $ | 29,956,156 | |
|
Voya Intermediate Bond Fund | as of September 30, 2015 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Foreign currency related transactions** | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (2,076,522) | | | | | $ | — | | | | | $ | (2,076,522) | | | ||||||
Foreign exchange contracts | | | | | — | | | | | | (1,484,745) | | | | | | — | | | | | | — | | | | | | — | | | | | | (1,484,745) | | | ||||||
Interest rate contracts | | | | | (2,360,343) | | | | | | — | | | | | | (3,205,709) | | | | | | 339,573 | | | | | | (352,775) | | | | | | (5,579,254) | | | ||||||
Total | | | | $ | (2,360,343) | | | | | $ | (1,484,745) | | | | | $ | (3,205,709) | | | | | $ | (1,736,949) | | | | | $ | (352,775) | | | | | $ | (9,140,521) | | | ||||||
|
Derivatives not accounted for as hedging instruments | | | Investments* | | | Foreign currency related transactions** | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||||||||
Foreign exchange contracts | | | | $ | — | | | | | $ | (1,733,435) | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (1,733,435) | | | ||||||
Interest rate contracts | | | | | (145,691) | | | | | | — | | | | | | (690,213) | | | | | | 1,636,172 | | | | | | 2,521,291 | | | | | | 3,321,559 | | | ||||||
Total | | | | $ | (145,691) | | | | | $ | (1,733,435) | | | | | $ | (690,213) | | | | | $ | 1,636,172 | | | | | $ | 2,521,291 | | | | | $ | 1,588,124 | | | ||||||
|
| | | Citigroup, Inc. | | | Goldman Sachs & Co. | | | JPMorgan Chase & Co. | | | Morgan Stanley | | | Totals | | ||||||||||||||||||||
Assets: | | | | | | | ||||||||||||||||||||||||||||||
Purchased options | | | | $ | — | | | | | $ | — | | | | | $ | 4,500,319 | | | | | $ | 355,207 | | | | | $ | 4,855,526 | | | |||||
Forward foreign currency contracts | | | | | — | | | | | | — | | | | | | 2,802 | | | | | | — | | | | | | 2,802 | | | |||||
Total Assets | | | | $ | — | | | | | $ | — | | | | | $ | 4,503,121 | | | | | $ | 355,207 | | | | | $ | 4,858,328 | | | |||||
Liabilities: | | | | | | | ||||||||||||||||||||||||||||||
Forward foreign currency contracts | | | | $ | 591,403 | | | | | $ | 394,931 | | | | | $ | 821,150 | | | | | $ | — | | | | | $ | 1,807,484 | | | |||||
Written options | | | | | — | | | | | | — | | | | | | 4,754,681 | | | | | | 226,369 | | | | | | 4,981,050 | | | |||||
Total Liabilities | | | | $ | 591,403 | | | | | $ | 394,931 | | | | | $ | 5,575,831 | | | | | $ | 226,369 | | | | | $ | 6,788,534 | | | |||||
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (591,403) | | | | | $ | (394,931) | | | | | $ | (1,072,710) | | | | | $ | 128,838 | | | | | $ | (1,930,206) | | | |||||
Total collateral pledged by the Fund/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | 520,000 | | | | | $ | — | | | | | $ | 520,000 | | | |||||
Net Exposure(1) | | | | $ | (591,403) | | | | | $ | (394,931) | | | | | $ | (552,710) | | | | | $ | 128,838 | | | | | $ | (1,410,206) | | | |||||
|
Voya Short Term Bond Fund | as of September 30, 2015 (Unaudited) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 62.7% | | ||||||||||||||||||
| | | | | | | Basic Materials: 2.2% | | ||||||||||||
| | | 580,000 | | | | BHP Billiton Finance USA Ltd., 2.050%, 09/30/18 | | | | $ | 582,041 | | | | | | 0.5 | | |
| | | 100,000 | # | | Glencore Funding LLC, 2.125%, 04/16/18 | | | | | 86,051 | | | | | | 0.1 | | | |
| | | 580,000 | | | | Monsanto Co., 1.150%, 06/30/17 | | | | | 578,372 | | | | | | 0.4 | | |
| | | 1,525,000 | | | | Other Securities | | | | | 1,523,681 | | | | | | 1.2 | | |
| | | | | | | | | | | | 2,770,145 | | | | | | 2.2 | | |
| | | | | | | Communications: 4.2% | | ||||||||||||
| | | 395,000 | # | | Alibaba Group Holding Ltd., 1.625%, 11/28/17 | | | | | 392,844 | | | | | | 0.3 | | | |
| | | 567,000 | | | | Thomson Reuters Corp., 0.875%, 05/23/16 | | | | | 566,585 | | | | | | 0.5 | | |
| | | 255,000 | | | | Thomson Reuters Corp., 1.650%, 09/29/17 | | | | | 255,004 | | | | | | 0.2 | | |
| | | 3,960,000 | | | | Other Securities | | | | | 4,057,034 | | | | | | 3.2 | | |
| | | | | | | | | | | | 5,271,467 | | | | | | 4.2 | | |
| | | | | | | Consumer, Cyclical: 4.9% | | ||||||||||||
| | | 679,000 | | | | American Honda Finance Corp., 1.200%-2.250%, 07/14/17-08/15/19 | | | | | 682,613 | | | | | | 0.5 | | |
| | | 375,000 | # | | Daimler Finance North America LLC, 1.650%, 03/02/18 | | | | | 370,018 | | | | | | 0.3 | | | |
| | | 435,000 | | | | Ford Motor Credit Co. LLC, 1.684%, 09/08/17 | | | | | 432,369 | | | | | | 0.4 | | |
| | | 550,000 | | | | Ford Motor Credit Co. LLC, 3.157%, 08/04/20 | | | | | 550,021 | | | | | | 0.4 | | |
| | | 180,000 | # | | Hyundai Capital America, 1.625%, 10/02/15 | | | | | 180,000 | | | | | | 0.2 | | | |
| | | 300,000 | # | | Hyundai Capital America, 1.875%, 08/09/16 | | | | | 301,481 | | | | | | 0.2 | | | |
| | | 3,599,000 | | | | Other Securities | | | | | 3,638,608 | | | | | | 2.9 | | |
| | | | | | | | | | | | 6,155,110 | | | | | | 4.9 | | |
| | | | | | | Consumer, Non-cyclical: 13.2% | | ||||||||||||
| | | 600,000 | | | | Abbott Laboratories, 2.000%, 03/15/20 | | | | | 599,859 | | | | | | 0.5 | | |
| | | 668,000 | | | | AbbVie, Inc., 1.750%-1.800%, 11/06/17-05/14/18 | | | | | 668,492 | | | | | | 0.5 | | |
| | | 650,000 | | | | Altria Group, Inc., 2.625%, 01/14/20 | | | | | 657,601 | | | | | | 0.5 | | |
| | | 300,000 | # | | BAT International Finance PLC, 1.850%, 06/15/18 | | | | | 301,586 | | | | | | 0.3 | | | |
| | | 270,000 | # | | Baxalta, Inc., 2.000%, 06/22/18 | | | | | 269,385 | | | | | | 0.2 | | | |
| | | 333,000 | # | | Bayer US Finance LLC, 1.500%, 10/06/17 | | | | | 334,076 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | 520,000 | # | | HJ Heinz Co., 2.000%, 07/02/18 | | | | $ | 521,107 | | | | | | 0.4 | | | |
| | 500,000 | | | | Jarden Corp., 7.500%, 05/01/17 | | | | | 536,250 | | | | | | 0.4 | | |
| | 440,000 | # | | JM Smucker Co., 1.750%, 03/15/18 | | | | | 441,272 | | | | | | 0.4 | | | |
| | 550,000 | | | | Sanofi, 1.250%, 04/10/18 | | | | | 549,136 | | | | | | 0.4 | | |
| | 500,000 | | | | Smithfield Foods, Inc., 7.750%, 07/01/17 | | | | | 538,750 | | | | | | 0.4 | | |
| | 359,000 | # | | WM Wrigley Jr Co., 1.400%, 10/21/16 | | | | | 359,967 | | | | | | 0.3 | | | |
| | 10,750,000 | | | | Other Securities | | | | | 10,853,185 | | | | | | 8.6 | | |
| | | | | | | | | | | 16,630,666 | | | | | | 13.2 | | |
| | | | | | Energy: 4.7% | | ||||||||||||
| | 622,000 | | | | BP Capital Markets PLC, 1.674%-2.521%, 11/01/16-01/15/20 | | | | | 628,651 | | | | | | 0.5 | | |
| | 160,000 | # | | Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. L.P., 1.700%, 05/01/18 | | | | | 159,709 | | | | | | 0.1 | | | |
| | 5,095,000 | | | | Other Securities(a) | | | | | 5,109,268 | | | | | | 4.1 | | |
| | | | | | | | | | | 5,897,628 | | | | | | 4.7 | | |
| | | | | | Financial: 27.4% | | ||||||||||||
| | 637,000 | | | | Abbey National Treasury Services PLC/London, 1.650%, 09/29/17 | | | | | 639,750 | | | | | | 0.5 | | |
| | 260,000 | | | | Bank of America Corp., 1.950%, 05/12/18 | | | | | 261,020 | | | | | | 0.2 | | |
| | 1,100,000 | | | | Bank of America Corp., 2.600%, 01/15/19 | | | | | 1,112,727 | | | | | | 0.9 | | |
| | 675,000 | | | | Bank of Montreal, 1.300%-1.800%, 07/14/17-07/31/18 | | | | | 677,225 | | | | | | 0.5 | | |
| | 320,000 | | | | Bank of Nova Scotia AM8, 2.550%, 01/12/17 | | | | | 325,951 | | | | | | 0.3 | | |
| | 506,000 | | | | Bank of Nova Scotia, 1.300%, 07/21/17 | | | | | 506,784 | | | | | | 0.4 | | |
| | 295,000 | #,L | | Bank of Tokyo-Mitsubishi UFJ Ltd., 1.700%, 03/05/18 | | | | | 293,454 | | | | | | 0.2 | | | |
| | 339,000 | # | | Banque Federative du Credit Mutuel SA, 1.700%, 01/20/17 | | | | | 340,587 | | | | | | 0.3 | | | |
| | 900,000 | | | | BB&T Corp., 1.600%, 08/15/17 | | | | | 904,316 | | | | | | 0.7 | | |
| | 500,000 | # | | BBVA Banco Continental SA, 2.250%, 07/29/16 | | | | | 503,100 | | | | | | 0.4 | | | |
| | 622,000 | | | | Citigroup, Inc., 1.850%, 11/24/17 | | | | | 624,652 | | | | | | 0.5 | | |
Voya Short Term Bond Fund | as of September 30, 2015 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 648,000 | | | | Commonwealth Bank of Australia/New York NY, 1.125%-1.400%, 03/13/17-09/08/17 | | | | $ | 649,600 | | | | | | 0.5 | | |
| | | 630,000 | | | | Compass Bank, 1.850%, 09/29/17 | | | | | 630,176 | | | | | | 0.5 | | |
| | | 806,000 | | | | Credit Suisse/New York NY, 1.375%-1.700%, 05/26/17-04/27/18 | | | | | 804,582 | | | | | | 0.6 | | |
| | | 650,000 | | | | Discover Bank/Greenwood DE, 2.000%-2.600%, 02/21/18-11/13/18 | | | | | 648,112 | | | | | | 0.5 | | |
| | | 641,000 | | | | Goldman Sachs Group, Inc., 2.375%, 01/22/18 | | | | | 649,629 | | | | | | 0.5 | | |
| | | 425,000 | | | | Goldman Sachs Group, Inc., 2.550%, 10/23/19 | | | | | 428,450 | | | | | | 0.4 | | |
| | | 426,000 | # | | HSBC Bank PLC, 1.500%, 05/15/18 | | | | | 423,841 | | | | | | 0.3 | | | |
| | | 439,000 | | | | HSBC USA, Inc., 1.500%-2.000%, 11/13/17-08/07/18 | | | | | 438,875 | | | | | | 0.4 | | |
| | | 748,000 | | | | Huntington National Bank, 1.700%-2.000%, 02/26/18-06/30/18 | | | | | 747,814 | | | | | | 0.6 | | |
| | | 350,000 | # | | ING Bank NV, 2.050%, 08/17/18 | | | | | 351,820 | | | | | | 0.3 | | | |
| | | 300,000 | # | | ING Bank NV, 2.700%, 08/17/20 | | | | | 304,083 | | | | | | 0.2 | | | |
| | | 1,361,000 | | | | JPMorgan Chase & Co., 1.350%-1.700%, 02/15/17-05/15/18 | | | | | 1,358,078 | | | | | | 1.1 | | |
| | | 750,000 | | | | Lloyds Bank PLC, 1.750%-2.000%, 05/14/18-08/17/18 | | | | | 751,278 | | | | | | 0.6 | | |
| | | 750,000 | # | | Macquarie Bank Ltd., 1.600%, 10/27/17 | | | | | 748,469 | | | | | | 0.6 | | | |
| | | 578,000 | | | | Manufacturers & Traders Trust Co., 1.400%, 07/25/17 | | | | | 577,098 | | | | | | 0.5 | | |
| | | 500,000 | | | | Manufacturers & Traders Trust Co., 1.450%, 03/07/18 | | | | | 496,394 | | | | | | 0.4 | | |
| | | 674,000 | | | | MetLife, Inc., 1.756%-1.903%, 12/15/17 | | | | | 679,014 | | | | | | 0.5 | | |
| | | 295,000 | # | | Mitsubishi UFJ Trust & Banking Corp., 1.600%, 10/16/17 | | | | | 294,879 | | | | | | 0.2 | | | |
| | | 289,000 | # | | Mizuho Bank Ltd.,1.300%, 04/16/17 | | | | | 288,019 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | Financial (continued) | | ||||||||||||
| | 545,000 | | | | Morgan Stanley, 2.125%, 04/25/18 | | | | $ | 548,450 | | | | | | 0.4 | | |
| | 603,000 | | | | Morgan Stanley, 1.875%-5.450%, 01/09/17-12/07/18 | | | | | 616,740 | | | | | | 0.5 | | |
| | 580,000 | | | | PNC Bank NA, 2.400%, 10/18/19 | | | | | 585,495 | | | | | | 0.5 | | |
| | 550,000 | | | | PNC Funding Corp., 5.625%, 02/01/17 | | | | | 579,415 | | | | | | 0.4 | | |
| | 600,000 | | | | Royal Bank of Canada, 1.500%, 01/16/18 | | | | | 600,073 | | | | | | 0.5 | | |
| | 350,000 | | | | Royal Bank of Canada, 1.800%, 07/30/18 | | | | | 351,746 | | | | | | 0.3 | | |
| | 363,000 | # | | Scentre Group Trust 1 / Scentre Group Trust 2, 2.375%, 11/05/19 | | | | | 362,927 | | | | | | 0.3 | | | |
| | 680,000 | | | | Sumitomo Mitsui Banking Corp., 1.500%, 01/18/18 | | | | | 676,017 | | | | | | 0.5 | | |
| | 593,000 | | | | Toronto-Dominion Bank, 2.250%, 11/05/19 | | | | | 597,153 | | | | | | 0.5 | | |
| | 286,000 | # | | WEA Finance LLC / Westfield UK & Europe Finance PLC, 1.750%, 09/15/17 | | | | | 284,229 | | | | | | 0.2 | | | |
| | 422,000 | | | | Wells Fargo & Co., 1.500%, 01/16/18 | | | | | 422,023 | | | | | | 0.4 | | |
| | 644,000 | | | | Wells Fargo & Co., 2.100%, 05/08/17 | | | | | 653,152 | | | | | | 0.5 | | |
| | 10,794,000 | | | | Other Securities | | | | | 10,858,919 | | | | | | 8.6 | | |
| | | | | | | | | | | 34,596,116 | | | | | | 27.4 | | |
| | | | | | Industrial: 2.3% | | ||||||||||||
| | 500,000 | # | | Aviation Capital Group Corp., 3.875%, 09/27/16 | | | | | 505,625 | | | | | | 0.4 | | | |
| | 370,000 | # | | Siemens Financieringsmaatschappij NV, 1.450%, 05/25/18 | | | | | 368,631 | | | | | | 0.3 | | | |
| | 500,000 | | | | SPX FLOW, Inc., 6.875%, 09/01/17 | | | | | 527,500 | | | | | | 0.4 | | |
| | 1,453,000 | | | | Other Securities | | | | | 1,453,513 | | | | | | 1.2 | | |
| | | | | | | | | | | 2,855,269 | | | | | | 2.3 | | |
| | | | | | Technology: 2.0% | | ||||||||||||
| | 550,000 | | | | Oracle Corp., 1.200%, 10/15/17 | | | | | 551,091 | | | | | | 0.4 | | |
| | 2,026,000 | | | | Other Securities | | | | | 2,033,204 | | | | | | 1.6 | | |
| | | | | | | | | | | 2,584,295 | | | | | | 2.0 | | |
Voya Short Term Bond Fund | as of September 30, 2015 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Utilities: 1.8% | | ||||||||||||
| | | 600,000 | | | | Dominion Resources, Inc., 1.400%, 09/15/17 | | | | $ | 598,136 | | | | | | 0.5 | | |
| | | 560,000 | | | | Entergy Corp., 4.700%, 01/15/17 | | | | | 574,787 | | | | | | 0.4 | | |
| | | 1,170,000 | | | | Other Securities | | | | | 1,165,125 | | | | | | 0.9 | | |
| | | | | | | | | | | | 2,338,048 | | | | | | 1.8 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $79,083,253) | | | | | 79,098,744 | | | | | | 62.7 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 9.7% | | ||||||||||||||||||
| | | 246,979 | # | | Americold LLC Trust, 2.500%, 01/14/29 | | | | | 247,682 | | | | | | 0.2 | | | |
| | | 257,608 | # | | BAMLL Re-REMIC Trust 2014-FRR9, 2.924%, 12/26/46 | | | | | 255,147 | | | | | | 0.2 | | | |
| | | 266,130 | # | | Banc of America Re-REMIC Trust 2009-UB2 A4AA, 5.811%, 02/24/51 | | | | | 276,243 | | | | | | 0.2 | | | |
| | | 480,000 | | | | Banc of America Commercial Mortgage Trust 2007-3 AJ, 5.734%, 06/10/49 | | | | | 495,211 | | | | | | 0.4 | | |
| | | 192,225 | # | | Bank of America Merrill Lynch Commercial Mortgage, Inc., 6.235%, 11/10/38 | | | | | 192,892 | | | | | | 0.1 | | | |
| | | 638,060 | | | | Citigroup Commercial Mortgage Trust 2007-C6 A1A, 5.900%, 12/10/49 | | | | | 674,628 | | | | | | 0.5 | | |
| | | 670,000 | | | | Citigroup/Deutsche Bank Commercial Mortgage Trust, 5.322%, 12/11/49 | | | | | 692,251 | | | | | | 0.6 | | |
| | | 540,000 | | | | COBALT CMBS Commercial Mortgage Trust 2006-C1 AM, 5.254%, 08/15/48 | | | | | 552,557 | | | | | | 0.4 | | |
| | | 253,531 | | | | COMM 2006-C7 A4 Mortgage Trust A4, 5.954%, 06/10/46 | | | | | 257,369 | | | | | | 0.2 | | |
| | | 620,000 | # | | COMM 2010-RR1 GEA Mortgage Trust, 5.543%, 12/11/49 | | | | | 638,022 | | | | | | 0.5 | | | |
| | | 430,000 | | | | CD 2007-CD5 Mortgage Trust AJ, 6.325%, 11/15/44 | | | | | 458,269 | | | | | | 0.4 | | |
| | | 250,000 | # | | Commercial Mortgage Trust 2004-GG1 F, 6.238%, 06/10/36 | | | | | 253,994 | | | | | | 0.2 | | | |
| | | 586,086 | | | | Commercial Mortgage Trust, 5.289%, 12/11/49 | | | | | 605,090 | | | | | | 0.5 | | |
| | | 330,000 | | | | Commercial Mortgage Trust, 5.289%, 07/15/44 | | | | | 329,707 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 13,580 | # | | Credit Suisse First Boston Mortgage Securities Corp. 2003-C4 J, 5.322%, 08/15/36 | | | | $ | 13,585 | | | | | | 0.0 | | | |
| | | 620,000 | # | | Credit Suisse Mortgage Capital Certificates, 5.342%, 12/16/43 | | | | | 632,271 | | | | | | 0.5 | | | |
| | | 335,000 | # | | CSMC Series 2009-RR3 A5A, 5.342%, 12/15/43 | | | | | 345,691 | | | | | | 0.3 | | | |
| | | 270,000 | # | | Hilton USA Trust 2013-HLT, 2.662%, 11/05/30 | | | | | 271,148 | | | | | | 0.2 | | | |
| | | 160,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP5, 5.563%, 12/15/44 | | | | | 160,254 | | | | | | 0.1 | | |
| | | 168,754 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2006-CB15 A4, 5.814%, 06/12/43 | | | | | 171,001 | | | | | | 0.1 | | |
| | | 380,000 | # | | JP Morgan Chase Commercial Mortgage Securities Trust 2014-BXH, 2.457%, 04/15/27 | | | | | 378,931 | | | | | | 0.3 | | | |
| | | 340,829 | | | | JPMorgan Chase Commercial Mortgage Securities Corp., 6.100%, 04/15/45 | | | | | 346,149 | | | | | | 0.3 | | |
| | | 272,014 | | | | LB-UBS Commercial Mortgage Trust 2006-C7 A1A, 5.335%, 11/15/38 | | | | | 282,615 | | | | | | 0.2 | | |
| | | 181,960 | | | | LB-UBS Commercial Mortgage Trust, 5.300%, 11/15/38 | | | | | 183,184 | | | | | | 0.2 | | |
| | | 350,000 | # | | LB-UBS Commercial Mortgage Trust, 6.095%, 09/15/39 | | | | | 360,029 | | | | | | 0.3 | | | |
| | | 128,928 | | | | Morgan Stanley Capital I Trust 2006-IQ11 A4, 5.890%, 10/15/42 | | | | | 129,212 | | | | | | 0.1 | | |
| | | 57,792 | # | | Morgan Stanley Re-REMIC Trust 2010-C30 A3B, 5.246%, 12/17/43 | | | | | 57,754 | | | | | | 0.1 | | | |
| | | 800,000 | # | | TIAA CMBS I Trust 2001-C1A L, 5.770%, 06/19/33 | | | | | 820,130 | | | | | | 0.7 | | | |
| | | 243,273 | | | | Wachovia Bank Commercial Mortgage Trust Series 2006-C24 A3, 5.558%, 03/15/45 | | | | | 244,429 | | | | | | 0.2 | | |
Voya Short Term Bond Fund | as of September 30, 2015 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 600,000 | | | | Wachovia Bank Commercial Mortgage Trust, 5.900%, 05/15/43 | | | | $ | 608,910 | | | | | | 0.5 | | |
| | | 154,257 | | | | Wachovia Bank Commercial Mortgage Trust, 5.246%-5.418%, 12/15/43-01/15/45 | | | | | 154,949 | | | | | | 0.1 | | |
| | | 1,145,894 | | | | Other Securities | | | | | 1,170,033 | | | | | | 0.9 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $12,511,268) | | | | | 12,259,337 | | | | | | 9.7 | | |
| U.S. TREASURY OBLIGATIONS: 5.4% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Notes: 5.4% | | ||||||||||||
| | | 6,686,000 | | | | 1.625%, due 07/31/20 | | | | | 6,769,575 | | | | | | 5.4 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $6,731,395) | | | | | 6,769,575 | | | | | | 5.4 | | |
| ASSET-BACKED SECURITIES: 14.1% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 3.1% | | ||||||||||||
| | | 370,000 | | | | Capital Auto Receivables Asset Trust 2015-1 A3, 1.610%, 06/20/19 | | | | | 371,240 | | | | | | 0.3 | | |
| | | 350,000 | | | | Capital Auto Receivables Asset Trust, 1.620%, 10/22/18 | | | | | 352,152 | | | | | | 0.3 | | |
| | | 550,000 | | | | CarMax Auto Owner Trust 2015-3 A3, 1.630%, 06/15/20 | | | | | 553,918 | | | | | | 0.4 | | |
| | | 180,000 | # | | Porsche Innovative Lease Owner Trust 2015-1 A4, 1.430%, 05/21/21 | | | | | 180,930 | | | | | | 0.1 | | | |
| | | 700,000 | | | | Smart Trust, 1.050%, 10/14/18 | | | | | 700,580 | | | | | | 0.6 | | |
| | | 1,760,000 | | | | Other Securities | | | | | 1,769,232 | | | | | | 1.4 | | |
| | | | | | | | | | | | 3,928,052 | | | | | | 3.1 | | |
| | | | | | | Credit Card Asset-Backed Securities: 2.2% | | ||||||||||||
| | | 300,000 | | | | BA Credit Card Trust, 0.477%, 09/16/16 | | | | | 299,931 | | | | | | 0.2 | | |
| | | 650,000 | | | | Discover Card Execution Note Trust 2015-A1 A1, 0.557%, 08/17/20 | | | | | 648,062 | | | | | | 0.5 | | |
| | | 940,000 | | | | Discover Card Execution Note Trust, 0.637%-2.120%, 03/15/21-01/18/22 | | | | | 945,503 | | | | | | 0.8 | | |
| | | 920,000 | | | | Other Securities | | | | | 931,109 | | | | | | 0.7 | | |
| | | | | | | | | | | | 2,824,605 | | | | | | 2.2 | | |
| | | | | | | Home Equity Asset-Backed Securities: 0.1% | | ||||||||||||
| | | 160,069 | | | | Other Securities | | | | | 162,367 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities: 8.7% | | ||||||||||||
| | | 430,000 | # | | American Residential Properties 2014-SFR1 Trust, 2.557%, 09/17/31 | | | | $ | 427,315 | | | | | | 0.3 | | | |
| | | 500,000 | # | | Apidos CDO IV 2006-4A D, 1.795%, 10/27/18 | | | | | 494,408 | | | | | | 0.4 | | | |
| | | 325,000 | # | | Ares XII CLO Ltd. 2007-12A C, 2.329%, 11/25/20 | | | | | 320,520 | | | | | | 0.2 | | | |
| | | 250,000 | # | | Ares XII CLO Ltd., 3.579%, 11/25/20 | | | | | 245,754 | | | | | | 0.2 | | | |
| | | 250,000 | # | | Atrium V, 4.033%, 07/20/20 | | | | | 243,348 | | | | | | 0.2 | | | |
| | | 500,000 | # | | CIFC Funding 2006-I Ltd., 1.887%, 10/20/20 | | | | | 499,904 | | | | | | 0.4 | | | |
| | | 400,000 | # | | CIFC Funding 2006-II Ltd., 1.924%, 03/01/21 | | | | | 392,592 | | | | | | 0.3 | | | |
| | | 120,371 | # | | CIFC Funding 2006-II Ltd., 4.324%, 03/01/21 | | | | | 118,350 | | | | | | 0.1 | | | |
| | | 250,000 | # | | ColumbusNova CLO Ltd 2006-2A E, 4.061%, 04/04/18 | | | | | 245,572 | | | | | | 0.2 | | | |
| | | 250,000 | # | | ColumbusNova CLO Ltd 2006-II, 1.061%, 04/04/18 | | | | | 247,564 | | | | | | 0.2 | | | |
| | | 300,000 | # | | GoldenTree Loan Opportunities IV Ltd., 4.575%, 08/18/22 | | | | | 293,632 | | | | | | 0.2 | | | |
| | | 500,000 | # | | GoldenTree Loan Opportunities V Ltd., 3.537%, 10/18/21 | | | | | 496,031 | | | | | | 0.4 | | | |
| | | 500,000 | # | | Greens Creek Funding Ltd., 2.537%, 04/18/21 | | | | | 494,696 | | | | | | 0.4 | | | |
| | | 111,865 | # | | GSAMP Trust 2005-SEA2, 0.544%, 01/25/45 | | | | | 109,998 | | | | | | 0.1 | | | |
| | | 500,000 | # | | Gulf Stream - Compass CLO 2007-1A D Ltd., 3.744%, 10/28/19 | | | | | 500,182 | | | | | | 0.4 | | | |
| | | 500,000 | # | | Gulf Stream - Compass CLO, 2.294%, 10/28/19 | | | | | 499,968 | | | | | | 0.4 | | | |
| | | 500,000 | # | | Gulf Stream - Sextant CLO 2007-1 Ltd., 2.734%, 06/17/21 | | | | | 487,848 | | | | | | 0.4 | | | |
| | | 250,000 | # | | Kingsland III Ltd., 0.979%, 08/24/21 | | | | | 238,537 | | | | | | 0.2 | | | |
| | | 500,000 | # | | Madison Park Funding II Ltd. 2006-2A D, 5.076%, 03/25/20 | | | | | 485,534 | | | | | | 0.4 | | | |
| | | 500,000 | # | | Madison Park Funding III Ltd. 2006-3A D, 3.745%, 10/25/20 | | | | | 494,184 | | | | | | 0.4 | | | |
| | | 250,000 | # | | Madison Park Funding Ltd., 5.545%, 07/26/21 | | | | | 250,001 | | | | | | 0.2 | | |
Voya Short Term Bond Fund | as of September 30, 2015 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | |||||||||||||||
| | | 334,000 | # | | MSIM Peconic Bay Ltd. 2007-1A D, 3.537%, 07/20/19 | | | $ 330,289 | | | | | 0.3 | | | |||||||
| | | 330,000 | # | | MSIM Peconic Bay Ltd., 2.287%, 07/20/19 | | | | | 326,580 | | | | | | 0.2 | | | ||||
| | | 500,000 | # | | Muir Grove CLO Ltd. 2007-1A B, 2.295%, 03/25/20 | | | | | 485,472 | | �� | | | | 0.4 | | | ||||
| | | 1,000,000 | # | | Muir Grove CLO Ltd., 3.295%, 03/25/20 | | | | | 983,227 | | | | | | 0.8 | | | ||||
| | | 200,000 | # | | Regatta Funding Ltd. 2007-1A B2L, 3.637%, 06/15/20 | | | | | 198,288 | | | | | | 0.2 | | | ||||
| | | 750,000 | # | | Sierra CLO II Ltd., 3.795%, 01/22/21 | | | | | 750,090 | | | | | | 0.6 | | | ||||
| | | 258,978 | | | | Other Securities | | | | | 259,002 | | | | | | 0.2 | | | |||
| | | | | | | | | | | | 10,918,886 | | | | | | 8.7 | | | |||
| | | | | | | Total Asset-Backed Securities (Cost $17,827,152) | | | | | 17,833,910 | | | | | | 14.1 | | | |||
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 7.7% | | |||||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 2.9%## | | |||||||||||||||
| | | 862,728 | | | | 5.000%, due 07/15/39 | | | | | 937,825 | | | | | | 0.7 | | | |||
| | | 655,348 | | | | 5.500%, due 11/01/38 | | | | | 735,661 | | | | | | 0.6 | | | |||
| | | 500,123 | | | | 5.500%, due 02/01/39 | | | | | 561,987 | | | | | | 0.4 | | | |||
| | | 893,582 | | | | 6.000%, due 12/15/28 | | | | | 1,016,418 | | | | | | 0.8 | | | |||
| | | 439,935 | | | | 5.500%, due 01/01/37- 10/01/38 | | | | | 495,883 | | | | | | 0.4 | | | |||
| | | | | | | | | | | | 3,747,774 | | | | | | 2.9 | | | |||
| | | | | | | Federal National Mortgage Association: 2.7%## | | |||||||||||||||
| | | 614,556 | | | | 5.000%, due 01/01/23 | | | | | 664,890 | | | | | | 0.5 | | | |||
| | | 481,760 | | | | 6.000%, due 01/01/38 | | | | | 550,136 | | | | | | 0.5 | | | |||
| | | 2,100,845 | | | | 3.000%-5.000%, due 07/01/34-10/25/50 | | | | | 2,184,878 | | | | | | 1.7 | | | |||
| | | | | | | | | | | | 3,399,904 | | | | | | 2.7 | | | |||
| | | | | | | Government National Mortgage Association: 2.1% | | |||||||||||||||
| | | 706,336 | | | | 2.500%, due 12/20/39 | | | | | 731,012 | | | | | | 0.6 | | | |||
| | | 455,515 | | | | 4.397%, due 05/16/51 | | | | | 497,810 | | | | | | 0.4 | | | |||
| | | 1,198,840 | | | | 7.124%, due 04/20/39 | | | | | 1,385,153 | | | | | | 1.1 | | | |||
| | | | | | | | | | | | 2,613,975 | | | | | | 2.1 | | | |||
| | | | | | | Total U.S. Government Agency Obligations (Cost $9,596,390) | | | | | 9,761,653 | | | | | | 7.7 | | | |||
| | | | | | | Total Long-Term Investments (Cost $125,749,458) | | | | | 125,723,219 | | | | | | 99.6 | | | |||
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| SHORT-TERM INVESTMENTS: 0.4% | | |||||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 0.4% | | |||||||||||||||
| | | 525,841 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 09/30/15, 0.15%, due 10/01/15 (Repurchase Amount $525,843, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $536,358, due 11/30/19-02/15/44) (Cost $525,841) | | | | $ | 525,841 | | | | | | 0.4 | | | |||
| | | | | | | Total Short-Term Investments (Cost $525,841) | | | | | 525,841 | | | | | | 0.4 | | | |||
| | | | | | | Total Investments in Securities (Cost $126,275,299) | | | | $ | 126,249,060 | | | | | | 100.0 | | | |||
| | | | | | | Assets in Excess of Other Liabilities | | | | | 44,971 | | | | | | — | | | |||
| | | | | | | Net Assets | | | | $ | 126,294,031 | | | | | | 100.0 | | | |||
|
| Gross Unrealized Appreciation | | | | $ | 560,100 | | | |
| Gross Unrealized Depreciation | | | | | (586,339) | | | |
| Net Unrealized Depreciation | | | | $ | (26,239) | | | |
|
Voya Short Term Bond Fund | as of September 30, 2015 (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, 2015 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Corporate Bonds/Notes | | | | $ | — | | | | | $ | 78,859,952 | | | | | $ | — | | | | | $ | 79,098,744 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 12,259,337 | | | | | | — | | | | | | 12,259,337 | | |
Short-Term Investments | | | | | — | | | | | | 525,841 | | | | | | — | | | | | | 525,841 | | |
Asset-Backed Securities | | | | | — | | | | | | 17,633,936 | | | | | | — | | | | | | 17,833,910 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 6,769,575 | | | | | | — | | | | | | 6,769,575 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 9,761,653 | | | | | | — | | | | | | 9,761,653 | | |
Total Investments, at fair value | | | | $ | — | | | | | $ | 125,810,294 | | | | | $ | — | | | | | $ | 126,249,060 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 36,352 | | | | | | — | | | | | | — | | | | | | 36,352 | | |
Total Assets | | | | $ | 36,352 | | | | | $ | 125,810,294 | | | | | $ | — | | | | | $ | 126,285,412 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (46,866) | | | | | $ | — | | | | | $ | (46,866) | | |
Futures | | | | | (101,924) | | | | | | — | | | | | | — | | | | | | (101,924) | | |
Total Liabilities | | | | $ | (101,924) | | | | | $ | (46,866) | | | | | $ | — | | | | | $ | (148,790) | | |
| | | | | |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
U.S. Treasury 2-Year Note | | | | | 117 | | | | | | 12/31/15 | | | | | $ | 25,626,657 | | | | | $ | 30,156 | | |
U.S. Treasury Long Bond | | | | | 4 | | | | | | 12/21/15 | | | | | | 629,375 | | | | | | 6,196 | | |
| | | | | | | | | | | | | | | | $ | 26,256,032 | | | | | $ | 36,352 | | |
Short Contracts | | | | | | ||||||||||||||||||||
U.S. Treasury 10-Year Note | | | | | (43) | | | | | | 12/21/15 | | | | | | (5,535,578) | | | | | | (61,245) | | |
U.S. Treasury 5-Year Note | | | | | (56) | | | | | | 12/31/15 | | | | | | (6,748,875) | | | | | | (40,679) | | |
| | | | | | | | | | | | | | | | $ | (12,284,453) | | | | | $ | (101,924) | | |
| | | | | |
| | | Clearinghouse | | | Termination Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||||
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.493% | | | Chicago Mercantile Exchange | | | | | 07/30/20 | | | | | | USD | | | | | | 8,186,000 | | | | | $ | (46,866) | | | | | $ | (46,866) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | (46,866) | | | | | $ | (46,866) | | |
| | | | | | | |
Voya Short Term Bond Fund | as of September 30, 2015 (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* | | | | $ | 36,352 | | | |
Total Asset Derivatives | | | | | | | $ | 36,352 | | | |
Liability Derivatives | | | | ||||||||
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 101,924 | | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 46,866 | | | |
Total Liability Derivatives | | | | | | | $ | 148,790 | | | |
|
Derivatives not accounted for as hedging instruments | | | Investments* | | | Futures | | | Swaps | | | Total | | ||||||||||||||||
Interest rate contracts | | | | $ | (79,562) | | | | | $ | (5,742) | | | | | $ | (531) | | | | | $ | (85,835) | | | ||||
Total | | | | $ | (79,562) | | | | | $ | (5,742) | | | | | $ | (531) | | | | | $ | (85,835) | | | ||||
|
Derivatives not accounted for as hedging instruments | | | Investments* | | | Futures | | | Swaps | | | Total | | ||||||||||||||||
Interest rate contracts | | | | $ | 79,562 | | | | | $ | (42,052) | | | | | $ | (46,866) | | | | | $ | (9,356) | | | ||||
Total | | | | $ | 79,562 | | | | | $ | (42,052) | | | | | $ | (46,866) | | | | | $ | (9,356) | | | ||||
|
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2015 (Unaudited) |
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| MUTUAL FUNDS: 72.8% | | |||||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 72.8% | | |||||||||||||||
| | | 48,367 | | | | Voya Emerging Markets Corporate Debt Fund - Class P | | | | $ | 454,166 | | | | | | 1.4 | | | |||
| | | 50,953 | | | | Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | | 458,069 | | | | | | 1.4 | | | |||
| | | 966,570 | | | | Voya Floating Rate Fund - Class P | | | | | 9,559,375 | | | | | | 29.2 | | | |||
| | | 468,194 | | | | Voya High Yield Bond Fund - Class P | | | | | 3,600,413 | | | | | | 11.0 | | | |||
| | | 241,277 | | | | Voya Investment Grade Credit Fund - Class P | | | | | 2,528,582 | | | | | | 7.7 | | | |||
| | | 701,057 | | | | Voya Securitized Credit Fund - Class P | | | | | 7,213,876 | | | | | | 22.1 | | | |||
| | | | | | | Total Mutual Funds (Cost $24,214,250) | | | | | 23,814,481 | | | | | | 72.8 | | | |||
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 0.3% | | ||||||||||||||||||
| | | | | | | Financial: 0.3% | | ||||||||||||
| | | 30,000 | | | | JPMorgan Chase & Co., 6.125%, 12/29/49 | | | | | 30,000 | | | | | | 0.1 | | |
| | | 30,000 | | | | M&T Bank Corp., 6.450%, 12/29/49 | | | | | 31,875 | | | | | | 0.1 | | |
| | | 30,000 | | | | Wells Fargo & Co., 5.900%, 12/29/49 | | | | | 30,075 | | | | | | 0.1 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $93,313) | | | | | 91,950 | | | | | | 0.3 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 16.6% | | ||||||||||||||||||
| | | 15,000 | | | | Banc of America Commercial Mortgage Trust 2007-3 AJ, 5.734%, 06/10/49 | | | | | 15,475 | | | | | | 0.1 | | |
| | | 10,000 | | | | Banc of America Commercial Mortgage Trust 2007-4 AJ, 6.002%, 02/10/51 | | | | | 10,318 | | | | | | 0.0 | | |
| | | 25,000 | | | | Bear Stearns Commercial Mortgage Securities Trust 2007-PWR17 AJ, 6.074%, 06/11/50 | | | | | 25,664 | | | | | | 0.1 | | |
| | | 10,000 | # | | Citigroup Commercial Mortgage Trust 2012-GC8, 5.040%, 09/10/45 | | | | | 9,933 | | | | | | 0.1 | | | |
| | | 10,441 | | | | Citigroup Mortgage Loan Trust, 5.468%, 11/25/36 | | | | | 9,230 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 259,747 | #,^ | | COMM 2015-PC1 Mortgage Trust, 0.948%, 07/10/50 | | | | $ | 12,892 | | | | | | 0.0 | | | |
| | | 98,333 | ^ | | Commercial Mortgage Pass Through Certificates, 1.566%, 04/10/47 | | | | | 7,322 | | | | | | 0.0 | | | |
| | | 25,000 | | | | Commercial Mortgage Trust 2007-GG11 AJ, 6.252%, 12/10/49 | | | | | 25,693 | | | | | | 0.1 | | |
| | | 20,000 | | | | Commercial Mortgage Trust, 5.289%, 07/15/44 | | | | | 19,982 | | | | | | 0.1 | | |
| | | 10,000 | | | | Commercial Mortgage Trust, 5.289%, 07/15/44 | | | | | 9,993 | | | | | | 0.0 | | |
| | | 10,000 | # | | Credit Suisse First Boston Mortgage Securities Corp., 5.736%, 05/15/36 | | | | | 10,692 | | | | | | 0.0 | | | |
| | | 275,000 | | | | Fannie Mae Connecticut Avenue Securities, 5.194%, 11/25/24 | | | | | 277,395 | | | | | | 0.9 | | |
| | | 100,000 | ^ | | Freddie Mac Series K015 X3, 2.896%, 08/25/39 | | | | | 14,280 | | | | | | 0.0 | | | |
| | | 774,887 | #,^ | | FREMF Mortgage Trust, 0.100%, 12/25/44 | | | | | 3,860 | | | | | | 0.0 | | | |
| | | 25,000 | | | | GMAC Commercial Mortgage Securities, Inc. Series 2004-C3 Trust, 5.044%, 12/10/41 | | | | | 25,712 | | | | | | 0.1 | | |
| | | 1,000,000 | #,^ | | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.443%, 12/15/47 | | | | | 22,730 | | | | | | 0.1 | | | |
| | | 10,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9 E, 5.496%, 06/12/41 | | | | | 9,823 | | | | | | 0.0 | | |
| | | 14,220 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP4, 5.040%, 10/15/42 | | | | | 14,217 | | | | | | 0.0 | | |
| | | 1,226,035 | | | | JP Morgan Mortgage Trust 2006-S3 1A30, 6.500%, 08/25/36 | | | | | 1,037,587 | | | | | | 3.2 | | |
| | | 760,000 | # | | LB-UBS Commercial Mortgage Trust 2005-C5 G, 5.350%, 09/15/40 | | | | | 767,178 | | | | | | 2.3 | | | |
| | | 10,000 | | | | LB-UBS Commercial Mortgage Trust 2005-C7 E, 5.350%, 11/15/40 | | | | | 10,294 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2015 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 10,000 | | | | LB-UBS Commercial Mortgage Trust 2006-C4 D, 6.049%, 06/15/38 | | | | $ | 10,189 | | | | | | 0.0 | | |
| | | 10,000 | | | | LB-UBS Commercial Mortgage Trust 2006-C4 E, 6.049%, 06/15/38 | | | | | 9,957 | | | | | | 0.0 | | |
| | | 400,000 | # | | LB-UBS Commercial Mortgage Trust 2006-C6 JR13, 6.095%, 09/15/39 | | | | | 408,006 | | | | | | 1.3 | | | |
| | | 270,000 | # | | LB-UBS Commercial Mortgage Trust 2006-C6 JR14, 6.095%, 09/15/39 | | | | | 274,880 | | | | | | 0.8 | | | |
| | | 10,000 | | | | LB-UBS Commercial Mortgage Trust 2007-C6 AJ, 6.324%, 07/15/40 | | | | | 10,328 | | | | | | 0.0 | | |
| | | 15,000 | # | | LB-UBS Commercial Mortgage Trust, 6.095%, 09/15/39 | | | | | 15,430 | | | | | | 0.1 | | | |
| | | 14,446 | | | | LB-UBS Commercial Mortgage Trust, 4.954%-5.206%, 08/15/36-07/15/40 | | | | | 14,458 | | | | | | 0.1 | | |
| | | 11,956 | | | | Prime Mortgage Trust, 5.500%, 03/25/37 | | | | | 10,849 | | | | | | 0.0 | | |
| | | 8,248 | # | | Wachovia Bank Commercial Mortgage Trust Series 2005-C17 G, 5.806%, 03/15/42 | | | | | 8,250 | | | | | | 0.0 | | | |
| | | 40,000 | | | | Wachovia Bank Commercial Mortgage Trust Series, 5.900%, 05/15/43 | | | | | 40,468 | | | | | | 0.1 | | |
| | | 10,000 | | | | Wachovia Bank Commercial Mortgage Trust Series, 6.150%, 02/15/51 | | | | | 10,125 | | | | | | 0.1 | | |
| | | 1,065,157 | | | | Wells Fargo Mortgage Backed Securities 2006-AR12 Trust 1A1, 2.728%, 09/25/36 | | | | | 1,010,341 | | | | | | 3.1 | | |
| | | 1,031,318 | | | | Wells Fargo Mortgage Backed Securities 2006-AR17 Trust A1, 2.713%, 10/25/36 | | | | | 986,043 | | | | | | 3.0 | | |
| | | 247,194 | | | | Wells Fargo Mortgage Backed Securities 2006-AR7 Trust 2A1, 2.653%, 05/25/36 | | | | | 236,282 | | | | | | 0.7 | | |
| | | 535,254 | #,^ | | WFRBS Commercial Mortgage Trust 2012-C6, 2.565%, 04/15/45 | | | | | 49,555 | | | | | | 0.2 | | | |
| | | 97,151 | #,^ | | WFRBS Commercial Mortgage Trust 2013-C12, 1.613%, 03/15/48 | | | | | 7,070 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||||||||
| | | | | | | Total Collateralized Mortgage Obligations (Cost $5,412,755) | | | | $ | 5,442,501 | | | | | | 16.6 | | | |||
| U.S. TREASURY OBLIGATIONS: 5.2% | | |||||||||||||||||||||
| | | | | | | U.S. Treasury Bonds: 5.0% | | |||||||||||||||
| | | 1,534,000 | | | | 2.000%, due 08/15/25 | | | | | 1,526,850 | | | | | | 4.7 | | | |||
| | | 102,000 | | | | 3.000%, due 05/15/45 | | | | | 104,484 | | | | | | 0.3 | | | |||
| | | | | | | | | | | | 1,631,334 | | | | | | 5.0 | | | |||
| | | | | | | U.S. Treasury Notes: 0.2% | | |||||||||||||||
| | | 20,000 | | | | 0.625%, due 06/30/17 | | | | | 20,014 | | | | | | 0.1 | | | |||
| | | 50,000 | | | | 1.750%, due 09/30/22 | | | | | 49,992 | | | | | | 0.1 | | | |||
| | | | | | | | | | | | 70,006 | | | | | | 0.2 | | | |||
| | | | | | | Total U.S. Treasury Obligations (Cost $1,688,865) | | | | | 1,701,340 | | | | | | 5.2 | | | |||
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 2.5% | | |||||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 0.8%## | | |||||||||||||||
| | | 1,075,958 | ^ | | 6.500%, due 06/15/32 | | | | | 203,585 | | | | | | 0.6 | | | ||||
| | | 58,493 | | | | 8.000%, due 08/15/35 | | | | | 69,049 | | | | | | 0.2 | | | |||
| | | | | | | | | | | | 272,634 | | | | | | 0.8 | | | |||
| | | | | | | Federal National Mortgage Association: 1.2%## | | |||||||||||||||
| | | 53,764,045 | ^ | | 0.050%, due 06/25/42 | | | | | 119,227 | | | | | | 0.4 | | | ||||
| | | 802,860 | ^ | | 4.500%, due 10/25/41 | | | | | 148,555 | | | | | | 0.4 | | | ||||
| | | 18,478 | | | | 5.500%, due 10/01/39 | | | | | 20,834 | | | | | | 0.1 | | | |||
| | | 652,813 | ^ | | 6.406%, due 03/25/32 | | | | | 113,340 | | | | | | 0.3 | | | ||||
| | | | | | | | | | | | 401,956 | | | | | | 1.2 | | | |||
| | | | | | | Government National Mortgage Association: 0.5% | | |||||||||||||||
| | | 5,964,256 | ^ | | 0.650%, due 11/20/37 | | | | | 130,083 | | | | | | 0.4 | | | ||||
| | | 130,304 | ^ | | 3.500%, due 10/20/41 | | | | | 20,700 | | | | | | 0.1 | | | ||||
| | | | | | | | | | | | 150,783 | | | | | | 0.5 | | | |||
| | | | | | | Total U.S. Government Agency Obligations (Cost $684,695) | | | | | 825,373 | | | | | | 2.5 | | | |||
|
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2015 (Unaudited) (continued) |
# of Contracts | | | Value | | | Percentage of Net Assets | | |||||||||||||||
PURCHASED OPTIONS: 0.1% | | |||||||||||||||||||||
| | | | | | OTC Interest Rate Swaptions: 0.1% | | |||||||||||||||
| | 4,200,000 | @ | | Receive a fixed rate equal to 2.045% and pay a floating rate based on the 3-month USD-LIBOR-BBA, Exp. 12/03/15 Counterparty: Citigroup, Inc. | | | | $ | 50,433 | | | | | | 0.1 | | | ||||
| | | | | | Total Purchased Options (Cost $29,400) | | | | | 50,433 | | | | | | 0.1 | | | |||
| | | | | | Total Long-Term Investments (Cost $32,123,278) | | | | | 31,926,078 | | | | | | 97.5 | | | |||
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
SHORT-TERM INVESTMENTS: 2.2% | | |||||||||||||||||||||
| | | | | | Mutual Funds: 2.2% | | |||||||||||||||
| | 716,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.110%†† (Cost $716,000) | | | | | 716,000 | | | | | | 2.2 | | | |||
| | | | | | Total Short-Term Investments (Cost $716,000) | | | | | 716,000 | | | | | | 2.2 | | | |||
| | | | | | Total Investments in Securities (Cost $32,839,278) | | | | $ | 32,642,078 | | | | | | 99.7 | | | |||
| | | | | | Assets in Excess of Other Liabilities | | | | | 85,145 | | | | | | 0.3 | | | |||
| | | | | | Net Assets | | | | $ | 32,727,223 | | | | | | 100.0 | | | |||
|
| Gross Unrealized Appreciation | | | | $ | 252,968 | | | |
| Gross Unrealized Depreciation | | | | | (451,859) | | | |
| Net Unrealized Depreciation | | | | $ | (198,891) | | | |
|
| | | 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, 2015 | | ||||||||||||||||
Asset Table | | | | | | ||||||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||||||
Mutual Funds | | | | $ | 23,814,481 | | | | | $ | — | | | | | $ | — | | | | | $ | 23,814,481 | | | ||||
Purchased Options | | | | | — | | | | | | 50,433 | | | | | | — | | | | | | 50,433 | | | ||||
Corporate Bonds/Notes | | | | | — | | | | | | 91,950 | | | | | | — | | | | | | 91,950 | | | ||||
Collateralized Mortgage Obligations | | | | | — | | | | | | 5,442,501 | | | | | | — | | | | | | 5,442,501 | | | ||||
U.S. Government Agency Obligations | | | | | — | | | | | | 825,373 | | | | | | — | | | | | | 825,373 | | | ||||
Short-Term Investments | | | | | 716,000 | | | | | | — | | | | | | — | | | | | | 716,000 | | | ||||
U.S. Treasury Obligations | | | | | — | | | | | | 1,701,340 | | | | | | — | | | | | | 1,701,340 | | | ||||
Total Investments, at fair value | | | | $ | 24,530,481 | | | | | $ | 8,111,597 | | | | | $ | — | | | | | $ | 32,642,078 | | | ||||
|
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2015 (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, 2015 | | ||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||||||
Centrally Cleared Swaps | | | | | — | | | | | | 7,381 | | | | | | — | | | | | | 7,381 | | | ||||
Futures | | | | | 31,440 | | | | | | — | | | | | | — | | | | | | 31,440 | | | ||||
Total Assets | | | | $ | 24,561,921 | | | | | $ | 8,118,978 | | | | | $ | — | | | | | $ | 32,680,899 | | | ||||
Liabilities Table | | | | | | ||||||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||||||
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (10,071) | | | | | $ | — | | | | | $ | (10,071) | | | ||||
Forward Foreign Currency Contracts | | | | | — | | | | | | (42,033) | | | | | | — | | | | | | (42,033) | | | ||||
Futures | | | | | (33,772) | | | | | | — | | | | | | — | | | | | | (33,772) | | | ||||
Total Liabilities | | | | $ | (33,772) | | | | | $ | (52,104) | | | | | $ | — | | | | | $ | (85,876) | | | ||||
|
Issuer | | | Beginning Market Value at 3/31/15 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Market Value at 9/30/15 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||||||||||
Voya Emerging Markets Corporate Debt Fund - Class P | | | | $ | 151,075 | | | | | $ | 320,501 | | | | | $ | — | | | | | $ | (17,410) | | | | | $ | 454,166 | | | | | $ | 5,500 | | | | | $ | — | | | | | $ | — | | | ||||||||
Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | | 149,658 | | | | | | 326,386 | | | | | | — | | | | | | (17,975) | | | | | | 458,069 | | | | | | 6,387 | | | | | | — | | | | | | — | | | ||||||||
Voya Floating Rate Fund - Class P | | | | | 1,835,117 | | | | | | 7,889,605 | | | | | | — | | | | | | (165,347) | | | | | | 9,559,375 | | | | | | 104,604 | | | | | | — | | | | | | — | | | ||||||||
Voya High Yield Bond Fund - Class P | | | | | 1,210,939 | | | | | | 3,115,470 | | | | | | (564,174) | | | | | | (161,822) | | | | | | 3,600,413 | | | | | | 54,663 | | | | | | (4,174) | | | | | | — | | | ||||||||
Voya Investment Grade Credit Fund - Class P | | | | | 257,707 | | | | | | 2,310,269 | | | | | | — | | | | | | (39,394) | | | | | | 2,528,582 | | | | | | 20,277 | | | | | | — | | | | | | — | | | ||||||||
Voya Securitized Credit Fund - Class P | | | | | 936,476 | | | | | | 6,249,675 | | | | | | — | | | | | | 27,725 | | | | | | 7,213,876 | | | | | | 59,676 | | | | | | — | | | | | | — | | | ||||||||
| | | | $ | 4,540,972 | | | | | $ | 20,211,906 | | | | | $ | (564,174) | | | | | $ | (374,223) | | | | | $ | 23,814,481 | | | | | $ | 251,107 | | | | | $ | (4,174) | | | | | $ | — | | | ||||||||
|
Counterparty | | | Currency | | | Contract Amount | | | Buy/Sell | | | Settlement Date | | | In Exchange For | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | ||||||||||||||||||||||||
Citigroup, Inc. | | | Mexican Peso | | | | | 7,172,964 | | | | | | Buy | | | | | | 10/21/15 | | | | | $ | 432,666 | | | | | $ | 423,610 | | | | | $ | (9,056) | | | ||||||
Goldman Sachs & Co. | | | Mexican Peso | | | | | 7,170,801 | | | | | | Buy | | | | | | 10/21/15 | | | | | | 432,667 | | | | | | 423,483 | | | | | | (9,184) | | | ||||||
JPMorgan Chase & Co. | | | Mexican Peso | | | | | 7,176,209 | | | | | | Buy | | | | | | 10/21/15 | | | | | | 432,667 | | | | | | 423,802 | | | | | | (8,865) | | | ||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (27,105) | | | ||||||
Citigroup, Inc. | | | Mexican Peso | | | | | 3,701,134 | | | | | | Sell | | | | | | 10/21/15 | | | | | $ | 216,334 | | | | | $ | 218,577 | | | | | $ | (2,243) | | | ||||||
Citigroup, Inc. | | | Mexican Peso | | | | | 3,704,708 | | | | | | Sell | | | | | | 10/21/15 | | | | | | 216,333 | | | | | | 218,787 | | | | | | (2,454) | | | ||||||
JPMorgan Chase & Co. | | | Mexican Peso | | | | | 3,704,881 | | | | | | Sell | | | | | | 10/21/15 | | | | | | 216,333 | | | | | | 218,797 | | | | | | (2,464) | | | ||||||
JPMorgan Chase & Co. | | | Mexican Peso | | | | | 3,706,720 | | | | | | Sell | | | | | | 10/21/15 | | | | | | 216,333 | | | | | | 218,906 | | | | | | (2,573) | | | ||||||
JPMorgan Chase & Co. | | | Mexican Peso | | | | | 7,414,269 | | | | | | Sell | | | | | | 10/21/15 | | | | | | 432,667 | | | | | | 437,861 | | | | | | (5,194) | | | ||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (14,928) | | | ||||||
|
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2015 (Unaudited) (continued) |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
U.S. Treasury 10-Year Note | | | 24 | | | | | 12/21/15 | | | | | $ | 3,089,625 | | | | | $ | 31,440 | | | |||
| | | | | | | | | | | | | $ | 3,089,625 | | | | | $ | 31,440 | | | |||
Short Contracts | | | | | | ||||||||||||||||||||
U.S. Treasury 2-Year Note | | | (12) | | | | | 12/31/15 | | | | | | (2,628,375) | | | | | | (3,874) | | | |||
U.S. Treasury 5-Year Note | | | (34) | | | | | 12/31/15 | | | | | | (4,097,531) | | | | | | (23,827) | | | |||
U.S. Treasury Long Bond | | | (1) | | | | | 12/21/15 | | | | | | (157,344) | | | | | | (1,778) | | | |||
U.S. Treasury Ultra Long Bond | | | (3) | | | | | 12/21/15 | | | | | | (481,219) | | | | | | (4,293) | | | |||
| | | | | | | | | | | | | $ | (7,364,469) | | | | | $ | (33,772) | | | |||
|
| | | Clearinghouse | | | Termination Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||||||||||
Receive a fixed rate equal to 2.026% and pay a floating rate equal to the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 03/12/22 | | | | | | USD | | | | | | 258,000 | | | | | $ | 6,213 | | | | | $ | 6,213 | | | |||||
Receive a fixed rate equal to 1.923% and pay a floating rate equal to the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 03/20/22 | | | | | | USD | | | | | | 575,000 | | | | | | (10,071) | | | | | | (10,071) | | | |||||
Receive a fixed rate equal to 2.246% and pay a floating rate equal to the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 03/12/25 | | | | | | USD | | | | | | 49,000 | | | | | | 1,168 | | | | | | 1,168 | | | |||||
| | | | | | | | | | | | | | | | | | | | | | | | | $ | (2,690) | | | | | $ | (2,690) | | | |||||
|
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* | | | | $ | 50,433 | | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 31,440 | | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation*** | | | | | 7,381 | | | |
Total Asset Derivatives | | | | | | | $ | 89,254 | | | |
Liability Derivatives | | | | ||||||||
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 42,033 | | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 33,772 | | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation*** | | | | | 10,071 | | | |
Total Liability Derivatives | | | | | | | $ | 85,876 | | | |
|
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2015 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Foreign currency related transactions* | | | Futures | | | Swaps | | | Total | | ||||||||||||||||
Foreign exchange contracts | | | | $ | (9,701) | | | | | $ | — | | | | | $ | — | | | | | $ | (9,701) | | | ||||
Credit contracts | | | | | — | | | | | | — | | | | | | (132,647) | | | | | | (132,647) | | | ||||
Interest rate contracts | | | | | — | | | | | | (30,285) | | | | | | 374 | | | | | | (29,911) | | | ||||
Total | | | | $ | (9,701) | | | | | $ | (30,285) | | | | | $ | (132,273) | | | | | $ | (172,259) | | | ||||
|
Derivatives not accounted for as hedging instruments | | | Investments** | | | Foreign currency related transactions** | | | Futures | | | Swaps | | | Total | | ||||||||||||||||||||
Foreign exchange contracts | | | | $ | — | | | | | $ | (44,373) | | | | | $ | — | | | | | $ | — | | | | | $ | (44,373) | | | |||||
Interest rate contracts | | | | | 21,033 | | | | | | — | | | | | | (2,095) | | | | | | (2,683) | | | | | | 16,255 | | | |||||
Total | | | | $ | 21,033 | | | | | $ | (44,373) | | | | | $ | (2,095) | | | | | $ | (2,683) | | | | | $ | (28,118) | | | |||||
|
| | | Citigroup, Inc. | | | Goldman Sachs & Co. | | | JPMorgan Chase & Co. | | | Totals | | ||||||||||||||||
Assets: | | | | | | ||||||||||||||||||||||||
Purchased options | | | | $ | 50,433 | | | | | $ | — | | | | | $ | — | | | | | $ | 50,433 | | | ||||
Total Assets | | | | $ | 50,433 | | | | | $ | — | | | | | $ | — | | | | | $ | 50,433 | | | ||||
Liabilities: | | | | | | ||||||||||||||||||||||||
Forward foreign currency contracts | | | | $ | 13,753 | | | | | $ | 9,184 | | | | | $ | 19,096 | | | | | $ | 42,033 | | | ||||
Total Liabilities | | | | $ | 13,753 | | | | | $ | 9,184 | | | | | $ | 19,096 | | | | | $ | 42,033 | | | ||||
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 36,680 | | | | | $ | (9,184) | | | | | $ | (19,096) | | | | | $ | 8,400 | | | ||||
Total collateral pledged by the Fund/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | ||||
Net Exposure(1) | | | | $ | 36,680 | | | | | $ | (9,184) | | | | | $ | (19,096) | | | | | $ | 8,400 | | | ||||
|
Voya Investments, 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
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
Classes A, C, I, P*, R and W
This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the fund’s investment objectives, risks, charges, expenses and other information. This information should be read carefully. |
INVESTMENT MANAGEMENT voyainvestments.com |
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 | 20 |
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Living in Interesting Times
President and Chief Executive Officer
Voya Family of Funds
October 30, 2015
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 Global Inflation Linked U.S. TIPS Index | The index measures the performance of the US Treasury Inflation Protected Securities (TIPS) market. | |||||
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. | |||||
S&P 500® Index | An unmanaged index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. | |||||
The S&P/LSTA Leveraged Loan Index | An unmanaged total return index that captures accrued interest, repayments, and market value changes. It represents a broad cross section of leveraged loans syndicated in the United States, including dollar-denominated loans to overseas issuers. Standard & Poor’s (“S&P”) and the Loan Syndications and Trading Association (“LSTA”) conceived the index to establish a performance benchmark for the syndicated leveraged loan industry. | |||||
Shanghai Stock Exchange Composite Index | A capitalization-weighted index. The index tracks the daily price performance of all A-shares and B-shares listed on the Shanghai Stock Exchange. The index was developed on December 19, 1990 with a base value of 100. |
VOYA FLOATING RATE FUND | PORTFOLIO MANAGERS’ REPORT |
Ratings Distribution as of September 30, 2015 | |||||||||
---|---|---|---|---|---|---|---|---|---|
Ba | 25.6 | % | |||||||
B | 70.2 | % | |||||||
Caa and below | 4.2 | % | |||||||
Not rated* | 0.0 | % | |||||||
Bond ratings apply to the underlying holdings of the Fund and not the Fund itself. 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. When a bond is not rated by Moody’s it is designated as “Not Rated”. 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, 2015 AS A PERCENTAGE OF: | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
NET ASSETS | ||||||||||||
Freescale Semiconductor, Inc. | 1.0% | |||||||||||
Amaya Gaming Group Inc. | 1.0% | |||||||||||
Hub International Limited | 1.0% | |||||||||||
Fitness International, LLC. | 0.9% | |||||||||||
Valeant Pharmaceuticals International, Inc. | 0.9% | |||||||||||
BJs Wholesale Club | 0.9% | |||||||||||
Dell International LLC | 0.9% | |||||||||||
PetSmart, Inc. | 0.9% | |||||||||||
AmWINS Group, Inc. | 0.9% | |||||||||||
Communications Sales & Leasing, Inc. | 0.9% |
VOYA FLOATING RATE FUND | PORTFOLIO MANAGERS’ REPORT |
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 21, 2015 |
Actual Fund Return | Hypothetical (5% return before expenses) | ||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value April 1, 2015 | Ending Account Value September 30, 2015 | Annualized Expense Ratio | Expenses Paid During the Period Ended September 30, 2015* | Beginning Account Value April 1, 2015 | Ending Account Value September 30, 2015 | Annualized Expense Ratio | Expenses Paid During the Period Ended September 30, 2015* | ||||||||||||||||||||||||||||
Class A | $ | 1,000.00 | $ | 998.40 | 1.03 | % | $ | 5.15 | $ | 1,000.00 | $ | 1,019.85 | 1.03 | % | $ | 5.20 | |||||||||||||||||||
Class C | 1,000.00 | 994.60 | 1.78 | 8.88 | 1,000.00 | 1,016.10 | 1.78 | 8.97 | |||||||||||||||||||||||||||
Class I | 1,000.00 | 999.70 | 0.78 | 3.90 | 1,000.00 | 1,021.10 | 0.78 | 3.94 | |||||||||||||||||||||||||||
Class P | 1,000.00 | 1,002.00 | 0.12 | 0.60 | 1,000.00 | 1,024.40 | 0.12 | 0.61 | |||||||||||||||||||||||||||
Class R | 1,000.00 | 997.10 | 1.28 | 6.39 | 1,000.00 | 1,018.60 | 1.28 | 6.46 | |||||||||||||||||||||||||||
Class W | 1,000.00 | 999.70 | 0.78 | 3.90 | 1,000.00 | 1,021.10 | 0.78 | 3.94 |
* | Expenses are equal to the Fund’s annualized expense ratios multiplied by the average account value over the period, multiplied by 183/366 to reflect the most recent fiscal half-year. |
ASSETS: | ||||||
Investments in securities at fair value (Cost $946,171,908) | $ | 924,427,978 | ||||
Short-term investments at fair value (Cost $88,500,000) | 88,500,000 | |||||
Total Investments at fair value | 1,012,927,978 | |||||
Cash | 569,887 | |||||
Receivables: | ||||||
Investment securities sold | 8,386,826 | |||||
Fund shares sold | 2,164,578 | |||||
Interest | 3,024,211 | |||||
Prepaid expenses | 50,344 | |||||
Reimbursement due from manager | 23,516 | |||||
Other assets | 6,291 | |||||
Total assets | 1,027,153,631 | |||||
LIABILITIES: | ||||||
Payable for investment securities purchased | 24,410,001 | |||||
Payable for fund shares redeemed | 24,910,003 | |||||
Income distribution payable | 200,127 | |||||
Payable for investment management fees | 516,576 | |||||
Payable for distribution and shareholder service fees | 101,582 | |||||
Accrued trustees fees | 7,149 | |||||
Payable to trustees under the deferred compensation plan (Note 8) | 6,291 | |||||
Unrealized depreciation on unfunded commitments | 10,229 | |||||
Other accrued expenses and liabilities | 325,958 | |||||
Total liabilities | 50,487,916 | |||||
NET ASSETS | $ | 976,665,715 | ||||
NET ASSETS WERE COMPRISED OF: | ||||||
Paid-in capital | 1,003,363,943 | |||||
Undistributed net investment income | 19,750 | |||||
Accumulated net realized loss | (4,963,819 | ) | ||||
Net unrealized depreciation | (21,754,159 | ) | ||||
NET ASSETS | $ | 976,665,715 |
Class A: | |||||||
Net assets | $ | 44,099,876 | |||||
Shares authorized | unlimited | ||||||
Par value | $ | 0.001 | |||||
Shares outstanding | 4,454,231 | ||||||
Net asset value and redemption price per share | $ | 9.90 | |||||
Maximum offering price per share (2.50%)(1) | $ | 10.15 | |||||
Class C: | |||||||
Net assets | $ | 55,938,289 | |||||
Shares authorized | unlimited | ||||||
Par value | $ | 0.001 | |||||
Shares outstanding | 5,649,215 | ||||||
Net asset value and redemption price per share(2) | $ | 9.90 | |||||
Class I: | |||||||
Net assets | $ | 628,749,854 | |||||
Shares authorized | unlimited | ||||||
Par value | $ | 0.001 | |||||
Shares outstanding | 63,521,944 | ||||||
Net asset value and redemption price per share(2) | $ | 9.90 | |||||
Class P: | |||||||
Net assets | $ | 31,092,727 | |||||
Shares authorized | unlimited | ||||||
Par value | $ | 0.001 | |||||
Shares outstanding | 3,142,548 | ||||||
Net asset value and redemption price per share | $ | 9.89 | |||||
Class R: | |||||||
Net assets | $ | 112,645,130 | |||||
Shares authorized | unlimited | ||||||
Par value | $ | 0.001 | |||||
Shares outstanding | 11,391,925 | ||||||
Net asset value and redemption price per share | $ | 9.89 | |||||
Class W: | |||||||
Net assets | $ | 104,139,839 | |||||
Shares authorized | unlimited | ||||||
Par value | $ | 0.001 | |||||
Shares outstanding | 10,497,306 | ||||||
Net asset value and redemption price per share | $ | 9.92 | |||||
_____________ | |||||||
(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 | $ | 22,960,298 | |||||
Amendment fees | 409,521 | ||||||
Other | 525,224 | ||||||
Total investment income | 23,895,043 | ||||||
EXPENSES: | |||||||
Investment management fees(1) | 3,105,767 | ||||||
Administration fees(1) | 78,735 | ||||||
Distribution and service fees: | |||||||
Class A | 56,189 | ||||||
Class C | 295,525 | ||||||
Class R | 262,318 | ||||||
Transfer agent fees: | |||||||
Class A | 14,168 | ||||||
Class C | 18,625 | ||||||
Class I | 49,618 | ||||||
Class P | 50 | ||||||
Class R | 33,091 | ||||||
Class W | 36,597 | ||||||
Shareholder reporting expense | 35,362 | ||||||
Custody and accounting expense | 227,600 | ||||||
Registration fees | 63,249 | ||||||
Professional fees | 44,780 | ||||||
Trustees fees | 16,225 | ||||||
Structuring fee (Note 7) | 39,891 | ||||||
Commitment fee | 122,889 | ||||||
Miscellaneous expense | 42,786 | ||||||
Total expenses | 4,543,465 | ||||||
Net waived and reimbursed fees | (171,850 | ) | |||||
Net expenses | 4,371,615 | ||||||
Net investment income | 19,523,428 | ||||||
REALIZED AND UNREALIZED GAIN (LOSS): | |||||||
Net realized loss on investments | (1,473,708 | ) | |||||
Net change in unrealized appreciation (depreciation) on: | |||||||
Investments | (19,273,784 | ) | |||||
Unfunded commitments | (10,229 | ) | |||||
Net change in unrealized appreciation (depreciation) | (19,284,013 | ) | |||||
Net realized and unrealized loss | (20,757,721 | ) | |||||
Decrease in net assets resulting from operations | $ | (1,234,293 | ) | ||||
_________________ | |||||||
(1) Effective May 1, 2015, the investment management fee and administration fee were combined under a single amended and restated investment agreement. Please see Note 4 for further information. |
Six Months Ended September 30, 2015 | Year Ended March 31, 2015 | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
FROM OPERATIONS: | ||||||||||
Net investment income | $ | 19,523,428 | $ | 31,409,678 | ||||||
Net realized gain (loss) | (1,473,708 | ) | (3,488,489 | ) | ||||||
Net change in unrealized appreciation (depreciation) | (19,284,013 | ) | (4,990,447 | ) | ||||||
Net increase (decrease) in net assets resulting from operations | (1,234,293 | ) | 22,930,742 | |||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||
Net investment income: | ||||||||||
Class A | (868,331 | ) | (2,308,081 | ) | ||||||
Class C | (921,063 | ) | (2,120,446 | ) | ||||||
Class I | (12,967,777 | ) | (16,500,685 | ) | ||||||
Class P | (622,584 | ) | (1,253,355 | ) | ||||||
Class R | (1,907,263 | ) | (3,411,073 | ) | ||||||
Class W | (2,382,348 | ) | (5,452,998 | ) | ||||||
Total distributions | (19,669,366 | ) | (31,046,638 | ) | ||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||
Net proceeds from sale of shares | 203,150,134 | 512,077,195 | ||||||||
Reinvestment of distributions | 18,925,457 | 29,275,148 | ||||||||
222,075,591 | 541,352,343 | |||||||||
Cost of shares redeemed | (180,932,446 | ) | (426,249,871 | ) | ||||||
Net increase in net assets resulting from capital share transactions | 41,143,145 | 115,102,472 | ||||||||
Net increase in net assets | 20,239,486 | 106,986,576 | ||||||||
NET ASSETS: | ||||||||||
Beginning of year or period | 956,426,229 | 849,439,653 | ||||||||
End of year or period | $ | 976,665,715 | $ | 956,426,229 | ||||||
Undistributed net investment income at end of year or period | $ | 19,750 | $ | 165,688 |
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-15 | 10.11 | 0.19 | (0.21 | ) | (0.02 | ) | 0.19 | — | — | 0.19 | 9.90 | (0.16 | ) | 1.08 | 1.03 | 1.03 | 3.84 | 44,100 | 31 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-15 | 10.22 | 0.36 | (0.11 | ) | 0.25 | 0.36 | — | — | 0.36 | 10.11 | 2.49 | 1.09 | 1.02 | 1.02 | 3.53 | 46,566 | 60 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-15 | 10.11 | 0.16 | (0.21 | ) | (0.05 | ) | 0.16 | — | — | 0.16 | 9.90 | (0.54 | ) | 1.83 | 1.78 | 1.78 | 3.09 | 55,938 | 31 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-15 | 10.22 | 0.28 | (0.11 | ) | 0.17 | 0.28 | — | — | 0.28 | 10.11 | 1.72 | 1.84 | 1.77 | 1.77 | 2.81 | 63,818 | 60 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-15 | 10.11 | 0.21 | (0.21 | ) | — | 0.21 | — | — | 0.21 | 9.90 | (0.03 | ) | 0.78 | 0.78 | 0.78 | 4.10 | 628,750 | 31 | ||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-15 | 10.21 | 0.39 | (0.11 | ) | 0.28 | 0.38 | — | — | 0.38 | 10.11 | 2.85 | 0.78 | 0.77 | 0.77 | 3.86 | 590,583 | 60 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-15 | 10.11 | 0.24 | (0.22 | ) | 0.02 | 0.24 | — | — | 0.24 | 9.89 | 0.20 | 0.77 | 0.12 | 0.12 | 4.76 | 31,093 | 31 | |||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-15 | 10.21 | 0.45 | * | (0.10 | ) | 0.35 | 0.45 | — | — | 0.45 | 10.11 | 3.53 | 0.77 | 0.11 | 0.11 | 4.40 | 23,302 | 60 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-15 | 10.10 | 0.18 | (0.21 | ) | (0.03 | ) | 0.18 | — | — | 0.18 | 9.89 | (0.29 | ) | 1.33 | 1.28 | 1.28 | 3.59 | 112,645 | 31 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-15 | 10.20 | 0.34 | (0.11 | ) | 0.23 | 0.33 | — | — | 0.33 | 10.10 | 2.34 | 1.34 | 1.27 | 1.27 | 3.33 | 99,783 | 60 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-15 | 10.13 | 0.20 | (0.20 | ) | — | 0.21 | — | — | 0.21 | 9.92 | (0.03 | ) | 0.83 | 0.78 | 0.78 | 4.09 | 104,140 | 31 | ||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-15 | 10.24 | 0.38 | * | (0.11 | ) | 0.27 | 0.38 | — | — | 0.38 | 10.13 | 2.74 | 0.84 | 0.77 | 0.77 | 3.82 | 132,375 | 60 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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) | 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 |
(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. |
Class A | Class C | Class R | ||||||
---|---|---|---|---|---|---|---|---|
0.25% | 1.00% | 0.50% |
Class A | Class C | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Initial Sales Charges | $ | 6,528 | $ | — | ||||||
Contingent Deferred Sales Charge | 4 | 346 |
(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, | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
2016 | 2017 | 2018 | Total | |||||||||
$151,364 | $53,733 | $30,752 | $235,849 |
September 30, | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2016 | 2017 | 2018 | Total | |||||||||||||
Class A | $ | 22,351 | $ | 66,588 | $ | 22,570 | $ | 111,509 | ||||||||
Class C | 17,239 | 61,177 | 29,601 | 108,017 | ||||||||||||
Class R | 16,111 | 70,931 | 48,156 | 135,198 | ||||||||||||
Class W | 39,070 | 109,210 | 58,988 | 207,268 |
Subsidiary/Affiliated Investment Company | Percentage | |||||
---|---|---|---|---|---|---|
Voya Institutional Trust Company | 11.46 | % | ||||
Voya Solution 2025 Portfolio | 5.15 |
Unfunded Commitment | ||||||
---|---|---|---|---|---|---|
Acrisure, LLC | $ | 539,568 | ||||
Kenan Advantage Group, Inc. | 134,043 |
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 | ||||||||||||||||||||||||||||||||||
09-30-15 | 974,859 | 79,838 | (1,206,004 | ) | (151,307 | ) | 9,797,274 | 801,876 | (12,131,901 | ) | (1,532,751 | ) | ||||||||||||||||||||||
03-31-15 | 2,249,021 | 203,973 | (7,504,150 | ) | (5,051,156 | ) | 22,719,599 | 2,066,570 | (76,107,000 | ) | (51,320,831 | ) | ||||||||||||||||||||||
Class C | ||||||||||||||||||||||||||||||||||
09-30-15 | 368,461 | 77,328 | (1,107,245 | ) | (661,456 | ) | 3,706,368 | 776,811 | (11,162,314 | ) | (6,679,135 | ) | ||||||||||||||||||||||
03-31-15 | 1,362,500 | 171,414 | (3,503,895 | ) | (1,969,981 | ) | 13,836,136 | 1,735,015 | (35,440,920 | ) | (19,869,769 | ) | ||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||
09-30-15 | 15,410,516 | 1,239,395 | (11,554,627 | ) | 5,095,284 | 155,155,962 | 12,443,195 | (115,817,793 | ) | 51,781,364 | ||||||||||||||||||||||||
03-31-15 | 41,396,712 | 1,527,485 | (16,605,069 | ) | 26,319,128 | 418,053,737 | 15,430,153 | (167,643,166 | ) | 265,840,724 | ||||||||||||||||||||||||
Class P | ||||||||||||||||||||||||||||||||||
09-30-15 | 774,570 | 62,089 | — | 836,659 | 7,785,000 | 622,583 | — | 8,407,583 | ||||||||||||||||||||||||||
03-31-15 | 1,039,221 | 118,003 | (7,297,558 | ) | (6,140,334 | ) | 10,570,000 | 1,193,972 | (74,339,304 | ) | (62,575,332 | ) | ||||||||||||||||||||||
Class R | ||||||||||||||||||||||||||||||||||
09-30-15 | 1,913,314 | 189,789 | (591,905 | ) | 1,511,198 | 19,208,231 | 1,903,010 | (5,950,080 | ) | 15,161,161 | ||||||||||||||||||||||||
03-31-15 | 1,761,833 | 336,863 | (1,866,362 | ) | 232,334 | 17,852,280 | 3,403,897 | (18,804,991 | ) | 2,451,186 | ||||||||||||||||||||||||
Class W | ||||||||||||||||||||||||||||||||||
09-30-15 | 742,477 | 236,176 | (3,548,082 | ) | (2,569,429 | ) | 7,497,299 | 2,377,982 | (35,870,358 | ) | (25,995,077 | ) | ||||||||||||||||||||||
03-31-15 | 2,856,992 | 537,128 | (5,326,743 | ) | (1,932,623 | ) | 29,045,443 | 5,445,541 | (53,914,490 | ) | (19,423,506 | ) |
Six Months Ended September 30, 2015 | Year Ended March 31, 2015 | |||||
---|---|---|---|---|---|---|
Ordinary Income | Ordinary Income | |||||
$19,669,366 | $31,046,638 |
Capital Loss Carryforwards | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Undistributed Ordinary Income | Post-October Capital Losses Deferred | Unrealized Appreciation/ (Depreciation) | Amount | Character | Expiration | ||||||||||||||||
$268,976 | $(2,143,096) | $(2,768,341) | $ | (790,937 | ) | Short-term | None | ||||||||||||||
(257,883 | ) | Long-term | None | ||||||||||||||||||
$ | (1,048,820 | ) |
Per Share Amount | Payable Date | Record Date | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Class A | $0.0338 | November 2, 2015 | Daily | |||||||||||
Class C | $0.0275 | November 2, 2015 | Daily | |||||||||||
Class I | $0.0360 | November 2, 2015 | Daily | |||||||||||
Class P | $0.0416 | November 2, 2015 | Daily | |||||||||||
Class R | $0.0317 | November 2, 2015 | Daily | |||||||||||
Class W | $0.0360 | November 2, 2015 | Daily |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2015 (UNAUDITED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: 94.6% | |||||||||||||||||||
Aerospace & Defense: 0.4% | |||||||||||||||||||
2,946,491 | Custom Sensors & Technologies, First Lien Term Loan, 4.500%, 09/30/21 | $ | 2,943,730 | 0.3 | |||||||||||||||
884,727 | Transdigm, Inc., Term Loan C, 3.750%, 02/28/20 | 877,594 | 0.1 | ||||||||||||||||
3,821,324 | 0.4 | ||||||||||||||||||
Air Transport: 0.1% | |||||||||||||||||||
992,481 | United Airlines, Inc., New Term Loan, 3.500%, 09/15/21 | 993,722 | 0.1 | ||||||||||||||||
Automotive: 3.1% | |||||||||||||||||||
995,000 | BBB Industries US Holdings, Inc., First Lien Term Loan, 6.000%, 11/03/21 | 1,001,829 | 0.1 | ||||||||||||||||
2,481,250 | Dealer Tire, LLC, Term Loan B, 5.500%, 12/22/21 | 2,506,063 | 0.3 | ||||||||||||||||
2,363,125 | Dynacast International LLC, First Lien Term Loan, 4.500%, 01/28/22 | 2,358,635 | 0.2 | ||||||||||||||||
6,192,475 | Federal-Mogul Corporation, Term Loan C, 4.750%, 04/15/21 | 5,906,073 | 0.6 | ||||||||||||||||
3,397,923 | Fram Group Holdings Inc., First Lien Term Loan, 7.000%, 07/31/17 | 2,939,203 | 0.3 | ||||||||||||||||
196,859 | Fram Group Holdings Inc., Second Lien Term Loan, 11.000%, 01/29/18 | 108,272 | 0.0 | ||||||||||||||||
9,073,437 | Gates Global LLC, First Lien Secured Term Loan, 4.250%, 07/05/21 | 8,633,947 | 0.9 | ||||||||||||||||
4,086,050 | Key Safety Systems, Inc., First Lien Term Loan, 4.750%, 08/29/21 | 3,994,114 | 0.4 | ||||||||||||||||
75,316 | Service King, Delayed Draw Term Loan, 4.500%, 08/18/21 | 75,504 | 0.0 | ||||||||||||||||
668,425 | Service King, Term Loan B, 4.500%, 08/18/21 | 670,096 | 0.1 | ||||||||||||||||
2,450,000 | TI Group Automotive Systems, L.L.C., Term Loan B, 4.500%, 06/30/22 | 2,409,166 | 0.2 | ||||||||||||||||
30,602,902 | 3.1 | ||||||||||||||||||
Beverage & Tobacco: 0.6% | |||||||||||||||||||
6,000,000 | Jacobs Douwe Egberts , Term Loan B-1 USD, 4.250%, 07/02/22 | 6,013,128 | 0.6 | ||||||||||||||||
Building & Development: 1.2% | |||||||||||||||||||
853,125 | Leighton Services, Term Loan B, 5.500%, 05/21/22 | 855,258 | 0.1 | ||||||||||||||||
2,068,657 | Minimax Viking GmbH, Facility B1 Loan, 4.000%, 08/16/20 | 2,068,657 | 0.2 | ||||||||||||||||
2,289,021 | NCI Building Systems, Inc., Term Loan, 4.250%, 06/24/19 | 2,285,445 | 0.2 | ||||||||||||||||
698,398 | PrimeSource Building Products, Term Loan B, 4.500%, 05/06/22 | 695,779 | 0.1 | ||||||||||||||||
243,158 | Quikrete Holdings, Second Lien Term Loan, 7.000%, 03/23/21 | 244,374 | 0.0 | ||||||||||||||||
2,991,000 | Quikrete Holdings, Term Loan B, 4.000%, 09/23/20 | 2,986,513 | 0.3 | ||||||||||||||||
984,962 | SMG, First Lien Term Facility, 4.500%, 03/03/20 | 980,653 | 0.1 | ||||||||||||||||
1,410,127 | Wilsonart LLC, Term Loan B, 4.000%, 10/31/19 | 1,398,963 | 0.2 | ||||||||||||||||
11,515,642 | 1.2 | ||||||||||||||||||
Business Equipment & Services: 6.9% | |||||||||||||||||||
6,806,198 | Acosta, Inc., New Term Loan B, 4.250%, 09/26/21 | 6,750,047 | 0.7 | ||||||||||||||||
6,043,975 | Advantage Sales & Marketing, Inc., First Lien Term Loan, 4.250%, 07/25/21 | 5,980,840 | 0.6 | ||||||||||||||||
2,000,000 | Advantage Sales & Marketing, Inc., Second Lien Term Loan, 7.500%, 07/25/22 | 1,921,876 | 0.2 | ||||||||||||||||
2,700,000 | AlixPartners LLP, Term Loan B, 4.500%, 07/27/22 | 2,700,421 | 0.3 | ||||||||||||||||
3,613,905 | Allflex Holdings III, Inc., First Lien Term Loan, 4.250%, 07/17/20 | 3,568,731 | 0.4 | ||||||||||||||||
475,000 | Allflex Holdings III, Inc., Second Lien Term Loan, 8.000%, 07/19/21 | 471,042 | 0.0 | ||||||||||||||||
2,200,000 | Boyd Corporation, First Lien Term Loan, 5.250%, 04/15/22 | 2,184,417 | 0.2 | ||||||||||||||||
1,240,625 | Central Security Group, Inc., First Lien Term Loan, 6.250%, 09/30/20 | 1,228,219 | 0.1 | ||||||||||||||||
5,893,663 | Coinmach Service Corp., Feb 2014 Upsized Term Loan, 4.250%, 11/14/19 | 5,815,572 | 0.6 | ||||||||||||||||
1,386,656 | First American Payment Systems, First Lien Term Loan, 5.750%, 10/12/18 | 1,383,190 | 0.1 | ||||||||||||||||
815,631 | First American Payment Systems, Second Lien, 10.750%, 04/12/19 | 811,553 | 0.1 | ||||||||||||||||
7,473,606 | Interactive Data Corporation, Term Loan B, 4.750%, 05/01/21 | 7,468,000 | 0.8 | ||||||||||||||||
2,882,976 | iQor, First Lien Term Loan, 6.000%, 04/01/21 | 2,342,418 | 0.2 | ||||||||||||||||
1,000,000 | iQor, Second Lien Term Loan, 9.750%, 04/01/22 | 790,000 | 0.1 | ||||||||||||||||
2,695,000 | Knowledge Universe Education, LLC, First Lien Term Loan, 6.000%, 08/11/22 | 2,654,575 | 0.3 | ||||||||||||||||
1,234,375 | Learning Care Group, Term Loan, 5.000%, 05/01/21 | 1,234,375 | 0.1 | ||||||||||||||||
2,139,919 | Legal Shield, First Lien Term Loan, 6.500%, 07/01/19 | 2,151,956 | 0.2 | ||||||||||||||||
1,000,000 | Legal Shield, Second Lien Term Loan, 10.250%, 07/01/20 | 1,005,000 | 0.1 | ||||||||||||||||
19 | Misys (Magic Newco 2 S.a.r.l.), Term Loan B add-on, 5.000%, 12/12/18 | 19 | 0.0 | ||||||||||||||||
2,628,450 | Onsite Rental Group Operations Pty Ltd., Senior Secured Term Loan, 5.500%, 07/30/21 | 2,483,885 | 0.3 | ||||||||||||||||
1,500,000 | Ship US Bidco, Inc. (Worldpay), Term Loan B2A-II, 5.250%, 11/30/19 | 1,505,625 | 0.2 | ||||||||||||||||
2,040,000 | Ship US Bidco, Inc. (Worldpay), Term Loan C2, 4.750%, 11/29/19 | 2,047,625 | 0.2 | ||||||||||||||||
3,954,438 | SourceHOV, First Lien Term Loan, 7.750%, 10/27/19 | 3,601,832 | 0.4 | ||||||||||||||||
1,155,000 | SourceHOV, Second Lien Term Loan, 11.500%, 04/27/20 | 1,016,400 | 0.1 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2015 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Business Equipment & Services: (continued) | |||||||||||||||||||
3,686,712 | SurveyMonkey.com, LLC, Term Loan B, 6.250%, 02/07/19 | $ | 3,631,411 | 0.4 | |||||||||||||||
186,935 | Sutherland Global Services, Term Loan B Cayman, 6.000%, 04/22/21 | 187,286 | 0.0 | ||||||||||||||||
803,065 | Sutherland Global Services, Term Loan B, 6.000%, 04/22/21 | 804,570 | 0.1 | ||||||||||||||||
73,418 | Miller Heiman, Inc., Term Loan B, 6.750%, 09/30/19 | 68,279 | 0.0 | ||||||||||||||||
500,000 | (1) | Vistra Group Ltd, USD First Lien, 07/21/22 | 501,250 | 0.0 | |||||||||||||||
111,493 | Wash Multi-Family Services, CAD First Lien Term Loan, 4.250%, 05/26/22 | 110,378 | 0.0 | ||||||||||||||||
636,632 | Wash Multi-Family Services, USD First Lien Term Loan, 4.250%, 05/26/22 | 630,266 | 0.1 | ||||||||||||||||
67,051,058 | 6.9 | ||||||||||||||||||
Cable & Satellite Television: 2.7% | |||||||||||||||||||
3,000,000 | Charter Communications Operating, LLC, TLI, 3.500%, 01/23/23 | 2,986,173 | 0.3 | ||||||||||||||||
2,709,526 | Liberty Cablevision of Puerto Rico LLC., First Lien Term Facility, 4.500%, 01/07/22 | 2,635,014 | 0.3 | ||||||||||||||||
250,000 | Liberty Cablevision of Puerto Rico LLC., Second Lien Facility, 7.750%, 07/01/23 | 244,167 | 0.0 | ||||||||||||||||
1,859,450 | New Wave Communications, Including Add on Term Loan B, 4.750%, 04/30/20 | 1,852,477 | 0.2 | ||||||||||||||||
3,000,000 | Numericable (YPSO France SAS), USD Add On, 4.000%, 07/27/22 | 2,963,571 | 0.3 | ||||||||||||||||
6,536,473 | RCN Cable, Term Loan B, 4.250%, 02/25/20 | 6,537,454 | 0.7 | ||||||||||||||||
2,019,964 | Virgin Media Investment Holdings Limited, USD Term Loan F, 3.500%, 06/30/23 | 1,993,993 | 0.2 | ||||||||||||||||
6,767,622 | Wideopenwest Finance, LLC, Term Loan B, 4.500%, 04/01/19 | 6,731,672 | 0.7 | ||||||||||||||||
25,944,521 | 2.7 | ||||||||||||||||||
Chemicals & Plastics: 3.3% | |||||||||||||||||||
1,331,288 | Armacell, First Lien Term Loan USD, 5.500%, 07/02/20 | 1,342,936 | 0.1 | ||||||||||||||||
669,963 | Aruba Investments, Inc (a.k.a Angus Chemical), US Term Loan, 4.500%, 02/02/22 | 670,800 | 0.1 | ||||||||||||||||
1,422,085 | AZ Chem US Inc., First Lien Senior Secured Term Loan, 4.540%, 06/13/21 | 1,422,752 | 0.2 | ||||||||||||||||
2,873,481 | Emerald Performance Materials LLC, First Lien Term Loan, 4.500%, 08/01/21 | �� | 2,869,889 | 0.3 | |||||||||||||||
750,000 | Emerald Performance Materials LLC, Second Lien Term Loan, 7.750%, 08/01/22 | 744,375 | 0.1 | ||||||||||||||||
1,000,000 | Flint Group Holdings S.A.R.L., Second Lien, 8.250%, 09/05/22 | 989,167 | 0.1 | ||||||||||||||||
2,210,980 | Flint Group Holdings S.A.R.L., USD Term Loan B2, 4.500%, 09/03/21 | 2,190,712 | 0.2 | ||||||||||||||||
365,501 | Flint Group Holdings S.A.R.L., USD Term Loan C, 4.500%, 09/03/21 | 361,389 | 0.0 | ||||||||||||||||
1,138,511 | Gemini HDPE LLC, Senior Secured Term Loan, 4.750%, 08/06/21 | 1,134,716 | 0.1 | ||||||||||||||||
246,388 | Kleopatra Holdings 2 S.C.A (Kloeckner), Initial German Borrower Dollar Term Loans, 5.000%, 04/29/20 | 247,465 | 0.0 | ||||||||||||||||
576,549 | Kleopatra Holdings 2 S.C.A (Kloeckner), Initial US Borrower Dollar Term Loans, 5.000%, 04/29/20 | 579,068 | 0.1 | ||||||||||||||||
788,000 | Kronos Worldwide, Inc., Term Loan B Facility, 4.000%, 02/21/20 | 715,110 | 0.1 | ||||||||||||||||
2,675,152 | MacDermid, Inc., First Lien Term Loan, 4.500%, 06/07/20 | 2,596,569 | 0.3 | ||||||||||||||||
915,139 | Monarch (Allnex S.a.r.l.), First Lien Term Loan B-1, 4.500%, 10/03/19 | 916,283 | 0.1 | ||||||||||||||||
474,822 | Monarch (Allnex S.a.r.l.), First Lien Term Loan B-2, 4.500%, 10/03/19 | 475,415 | 0.1 | ||||||||||||||||
1,287,992 | Orion Engineered Carbons, Term Loan B USD, 5.000%, 07/25/21 | 1,292,823 | 0.1 | ||||||||||||||||
2,136,938 | Oxea S.a.r.l., First Lien Term Loan USD, 4.250%, 01/15/20 | 2,075,501 | 0.2 | ||||||||||||||||
1,488,520 | PQ Corporation, First Lien Term Loan Facility, 4.000%, 08/07/17 | 1,486,195 | 0.2 | ||||||||||||||||
1,197,000 | Royal Adhesives & Sealants, First Lien Term Loan, 4.500%, 06/19/22 | 1,194,008 | 0.1 | ||||||||||||||||
250,000 | Royal Adhesives & Sealants, Second Lien Term Loan, 8.500%, 06/19/23 | 249,688 | 0.0 | ||||||||||||||||
2,774,481 | Solenis International, L.P., USD First Lien Term Loan, 4.250%, 07/31/21 | 2,739,800 | 0.3 | ||||||||||||||||
2,282,750 | Styrolution Group GmbH, Term Loan B-1 USD, 6.500%, 11/07/19 | 2,303,676 | 0.2 | ||||||||||||||||
3,682,501 | Tronox Pigments (Netherlands) BV, Term Loan, 4.250%, 03/19/20 | 3,224,744 | 0.3 | ||||||||||||||||
31,823,081 | 3.3 | ||||||||||||||||||
Clothing/Textiles: 0.5% | |||||||||||||||||||
4,810,737 | Herff Jones, Inc., First Lien Term Loan, 5.000%, 12/10/21 | 4,842,810 | 0.5 | ||||||||||||||||
235,642 | Vince, LLC, Term Loan, 5.750%, 11/27/19 | 232,255 | 0.0 | ||||||||||||||||
5,075,065 | 0.5 | ||||||||||||||||||
Conglomerates: 0.9% | |||||||||||||||||||
1,784,481 | Jason Incorporated, First Lien Term Loan, 5.500%, 06/30/21 | 1,784,481 | 0.2 | ||||||||||||||||
400,000 | Jason Incorporated, Second Lien Term Loan, 9.000%, 06/30/22 | 368,000 | 0.0 | ||||||||||||||||
3,927,831 | ServiceMaster Company, Term Loan, 4.250%, 07/01/21 | 3,935,546 | 0.4 | ||||||||||||||||
2,025,717 | Waterpik, First Lien, 5.750%, 07/08/20 | 2,025,717 | 0.2 | ||||||||||||||||
367,806 | WireCo WorldGroup, Inc., Term Loan B, 6.000%, 02/15/17 | 368,496 | 0.1 | ||||||||||||||||
8,482,240 | 0.9 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2015 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Containers & Glass Products: 2.1% | |||||||||||||||||||
5,461,203 | Berlin Packaging, LLC, First Lien Term Loan, 4.500%, 10/01/21 | $ | 5,455,059 | 0.6 | |||||||||||||||
450,000 | Berlin Packaging, LLC, Second Lien Term Facility, 7.750%, 09/30/22 | 442,125 | 0.0 | ||||||||||||||||
1,000,000 | Berry Plastics Corporation, Term E Loan, 3.750%, 01/06/21 | 995,278 | 0.1 | ||||||||||||||||
162,181 | Constantia Flexibles, Term Loan B USD, 4.750%, 04/30/22 | 163,194 | 0.0 | ||||||||||||||||
832,819 | Constantia Flexibles, Term Loan B2 USD, 4.750%, 04/30/22 | 838,024 | 0.1 | ||||||||||||||||
318,281 | EveryWare, Inc., Term Loan, 10.000%, 06/04/18 | 316,689 | 0.0 | ||||||||||||||||
1,442,750 | Hilex Poly Co, LLC (aka Novolex), First Lien Term Loan Facility, 6.000%, 12/03/21 | 1,445,455 | 0.1 | ||||||||||||||||
2,894,578 | (1) | Husky Injection Molding Systems, Ltd, Incremental Term Loan, 4.250%, 06/30/21 | 2,867,172 | 0.3 | |||||||||||||||
3,962,961 | Otter Products, Term Loan B, 5.750%, 06/03/20 | 3,880,401 | 0.4 | ||||||||||||||||
950,000 | Peacock Engineering Company, LLC, First Lien Term Loan Facility, 5.270%, 07/29/22 | 952,375 | 0.1 | ||||||||||||||||
1,500,000 | (1) | Prolampac Intermediate Inc, First Lien Term Facility, 5.000%, 08/12/22 | 1,491,563 | 0.2 | |||||||||||||||
1,791,000 | SIG Combibloc Group AG, USD Term Loan, 4.250%, 03/10/22 | 1,792,866 | 0.2 | ||||||||||||||||
20,640,201 | 2.1 | ||||||||||||||||||
Diversified Insurance: 4.7% | |||||||||||||||||||
2,452,487 | Acrisure, LLC, First Lien Term Loan, 5.250%, 05/19/22 | 2,380,384 | 0.2 | ||||||||||||||||
251,799 | Acrisure, LLC, Incremental Delayed Draw Term Loan, 1.670%, 05/19/22 | 247,077 | 0.0 | ||||||||||||||||
4,987,500 | Alliant Holdings, I, LLC, Term Loan B, 4.500%, 07/27/22 | 4,975,031 | 0.5 | ||||||||||||||||
900,000 | AmWINS Group, Inc., Second Lien Term Loan, 9.500%, 09/06/20 | 904,500 | 0.1 | ||||||||||||||||
7,797,145 | AmWINS Group, Inc., Term Loan B, 5.250%, 09/06/19 | 7,833,059 | 0.8 | ||||||||||||||||
3,198,246 | Applied Systems Inc., First Lien Term Loan, 4.250%, 01/25/21 | 3,193,106 | 0.3 | ||||||||||||||||
637,184 | Applied Systems Inc., Second Lien Term Loan, 7.500%, 01/24/22 | 633,865 | 0.1 | ||||||||||||||||
1,612,875 | Cooper Gay Swett & Crawford, Ltd., First Lien Term Loan, 5.000%, 04/16/20 | 1,465,700 | 0.2 | ||||||||||||||||
1,400,000 | Cooper Gay Swett & Crawford, Ltd., Second Lien Term Loan, 8.250%, 10/15/20 | 1,190,000 | 0.1 | ||||||||||||||||
9,729,948 | Hub International Limited, Term Loan B, 4.000%, 10/02/20 | 9,531,292 | 1.0 | ||||||||||||||||
6,081,391 | National Financial Partners Corp., Term Loan B, 4.500%, 07/01/20 | 5,997,772 | 0.6 | ||||||||||||||||
1,000,000 | Sedgwick Holdings, Inc., Incremental Second Lien Term Loan, 6.750%, 02/28/22 | 945,000 | 0.1 | ||||||||||||||||
1,500,000 | Sedgwick Holdings, Inc., Second Lien Term Loan, 6.750%, 02/28/22 | 1,417,500 | 0.1 | ||||||||||||||||
5,594,447 | USI, Inc., Term Loan, 4.250%, 12/27/19 | 5,554,822 | 0.6 | ||||||||||||||||
46,269,108 | 4.7 | ||||||||||||||||||
Drugs: 0.9% | |||||||||||||||||||
2,470,025 | Akorn, Inc, Term Loan, 5.500%, 04/17/21 | 2,465,908 | 0.3 | ||||||||||||||||
3,424,875 | Alvogen Pharma U.S., Term loan B, 6.000%, 03/31/22 | 3,418,454 | 0.3 | ||||||||||||||||
2,600,000 | Endo Pharmaceuticals Holdings Inc., Term loan B, 3.750%, 06/24/22 | 2,596,547 | 0.3 | ||||||||||||||||
8,480,909 | 0.9 | ||||||||||||||||||
Ecological Services & Equipment: 1.1% | |||||||||||||||||||
4,504,500 | 4L Holdings Inc., Term Loan B, 5.500%, 05/08/20 | 4,324,320 | 0.4 | ||||||||||||||||
6,009,228 | ADS Waste Holdings, Inc., B-2, 3.750%, 10/09/19 | 5,949,136 | 0.6 | ||||||||||||||||
905,450 | Waste Industries USA, Inc., Term Loan B, 4.250%, 02/24/20 | 911,102 | 0.1 | ||||||||||||||||
11,184,558 | 1.1 | ||||||||||||||||||
Electronics/Electrical: 12.3% | |||||||||||||||||||
2,394,000 | Accuvant Inc., First Lien Term Loan, 6.250%, 01/28/22 | 2,395,994 | 0.2 | ||||||||||||||||
1,866,761 | Active Network, Inc., First Lien Term Loan, 5.500%, 11/15/20 | 1,852,178 | 0.2 | ||||||||||||||||
2,856,500 | Aptean Holdings, Inc., First Lien Term Loan, 5.250%, 02/27/20 | 2,820,794 | 0.3 | ||||||||||||||||
700,000 | Aptean Holdings, Inc., Second Lien Term Loan, 8.500%, 02/27/21 | 675,500 | 0.1 | ||||||||||||||||
2,296,909 | Aspect Software, Inc., Term Loan, 7.500%, 05/07/16 | 2,281,118 | 0.2 | ||||||||||||||||
862,831 | Avago Technologies, Term Loan B, 3.750%, 05/06/21 | 863,290 | 0.1 | ||||||||||||||||
1,975,000 | Avast Software, Term Loan, 4.250%, 03/20/20 | 1,975,824 | 0.2 | ||||||||||||||||
5,909,732 | (1) | Blackboard Inc., Term Loan B-3, 4.750%, 10/04/18 | 5,887,547 | 0.6 | |||||||||||||||
1,750,000 | Blue Coat Systems, Inc., Term Loan B, 4.500%, 05/23/22 | 1,740,156 | 0.2 | ||||||||||||||||
4,775,495 | BMC Software, Inc., U.S. Term Loan, 5.000%, 09/10/20 | 4,350,180 | 0.4 | ||||||||||||||||
3,831,050 | Compuware Corporation, Term Loan B-2, 6.250%, 12/15/21 | 3,673,019 | 0.4 | ||||||||||||||||
8,875,450 | Dell International LLC, Term B Loans, 4.000%, 04/29/20 | 8,861,009 | 0.9 | ||||||||||||||||
1,410,797 | ECI, Term Loan B, 5.750%, 05/28/21 | 1,415,206 | 0.1 | ||||||||||||||||
2,992,500 | Epicor Software Corporation, Term Loan B, 4.750%, 06/01/22 | 2,981,814 | 0.3 | ||||||||||||||||
2,571,153 | Epiq Systems, Inc., Term Loan, 4.500%, 08/27/20 | 2,564,725 | 0.3 | ||||||||||||||||
450,000 | Eze Castle Software, Inc., Second Lien Term Loan, 7.250%, 04/04/21 | 444,656 | 0.0 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2015 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Electronics/Electrical: (continued) | |||||||||||||||||||
1,914,590 | Eze Castle Software, Inc., Term Loan B-1, 4.000%, 04/04/20 | $ | 1,907,410 | 0.2 | |||||||||||||||
697,500 | FCI International S.A.S., Term Loan B, 6.250%, 12/31/20 | 697,500 | 0.1 | ||||||||||||||||
6,660,602 | Freescale Semiconductor, Inc., Tranche B-4 Term Loan, 4.250%, 02/28/20 | 6,660,062 | 0.7 | ||||||||||||||||
3,449,811 | Freescale Semiconductor, Inc., Tranche B-5 Term Loan, 5.000%, 01/15/21 | 3,456,748 | 0.4 | ||||||||||||||||
8,571,335 | Go Daddy Operating Company, LLC, Term Loan, 4.250%, 05/13/21 | 8,582,049 | 0.9 | ||||||||||||||||
4,132,025 | Hyland Software, Inc., 1st Lien Term Loan, 4.750%, 07/01/22 | 4,126,860 | 0.4 | ||||||||||||||||
1,150,000 | Hyland Software, Inc., Second Lien Term Loan, 8.250%, 06/30/23 | 1,144,969 | 0.1 | ||||||||||||||||
4,800,000 | (1) | Informatica Corporation, Term Loan B, 4.500%, 08/05/22 | 4,769,501 | 0.5 | |||||||||||||||
6,441,927 | Kronos Incorporated, Upsized Term Loan, 4.500%, 10/30/19 | 6,437,901 | 0.7 | ||||||||||||||||
1,100,000 | (1) | Linxens, TL B-1 USD, 07/31/22 | 1,096,791 | 0.1 | |||||||||||||||
1,685,487 | M/A-COM Technology Solutions Holdings, Inc., Term Loan B, 4.500%, 05/07/21 | 1,695,010 | 0.2 | ||||||||||||||||
2,200,928 | Omnitracs Inc., Upsized First Lien Term Loan, 4.750%, 11/25/20 | 2,174,335 | 0.2 | ||||||||||||||||
550,000 | Omnitracs Inc., Upsized Second Lien Term Loan, 8.750%, 05/25/21 | 542,094 | 0.1 | ||||||||||||||||
1,233,319 | Open Link Financial, Inc., Term Loan, 6.250%, 10/30/17 | 1,229,465 | 0.1 | ||||||||||||||||
5,103,575 | RedPrairie Corporation, Incremental First Lien Term Loan, 6.000%, 12/21/18 | 4,628,305 | 0.5 | ||||||||||||||||
500,000 | RedPrairie Corporation, Second Lien Term Loan, 11.250%, 12/20/19 | 434,167 | 0.0 | ||||||||||||||||
4,179,000 | Riverbed Technology, Inc., First Lien Term Loan, 6.000%, 04/24/22 | 4,192,807 | 0.4 | ||||||||||||||||
1,001,343 | Rovi Solutions Corporation, Term Loan B, 3.750%, 07/02/21 | 985,071 | 0.1 | ||||||||||||||||
4,480,156 | Skillsoft Corp., First Lien Term Loan, 5.750%, 04/28/21 | 4,054,541 | 0.4 | ||||||||||||||||
3,174,888 | SS&C Technologies Inc., TLB-1, 4.000%, 07/06/22 | 3,186,216 | 0.3 | ||||||||||||||||
502,242 | SS&C Technologies Inc., TLB-2, 4.000%, 07/06/22 | 504,034 | 0.1 | ||||||||||||||||
5,000,000 | TTM Technologies, Term Loan B, 6.000%, 05/31/21 | 4,675,000 | 0.5 | ||||||||||||||||
7,762,500 | Zebra Technologies, Term Loan B, 4.750%, 10/27/21 | 7,823,094 | 0.8 | ||||||||||||||||
119,786,940 | 12.3 | ||||||||||||||||||
Equity REITs and REOCs: 0.1% | |||||||||||||||||||
1,350,000 | Capital Automotive L.P., Second Lien Term Loan, 6.000%, 04/29/20 | 1,363,500 | 0.1 | ||||||||||||||||
Financial Intermediaries: 1.0% | |||||||||||||||||||
3,726,877 | Duff & Phelps, Add-on Term Loan, 4.750%, 04/23/20 | 3,717,560 | 0.4 | ||||||||||||||||
1,640,493 | MoneyGram International, Inc., Term Loan B, 4.250%, 03/27/20 | 1,550,266 | 0.2 | ||||||||||||||||
3,408,137 | Santander Asset Management, Term Loan B-1 USD, 4.250%, 12/17/20 | 3,421,984 | 0.3 | ||||||||||||||||
1,060,443 | Walker & Dunlop, Term Loan, 5.250%, 12/20/20 | 1,063,094 | 0.1 | ||||||||||||||||
9,752,904 | 1.0 | ||||||||||||||||||
Food Products: 2.5% | |||||||||||||||||||
4,420,832 | Advance Pierre Foods, First Lien Term Loan B, 5.750%, 07/10/17 | 4,429,785 | 0.5 | ||||||||||||||||
1,500,000 | Advance Pierre Foods, Second Lien Term Loan, 9.500%, 10/10/17 | 1,506,563 | 0.2 | ||||||||||||||||
1,463,045 | Atkins Nutritionals Holdings II, Inc., First Lien Term Loan, 6.250%, 01/02/19 | 1,463,045 | 0.1 | ||||||||||||||||
246,250 | Atrium Innovations, Inc., USD First Lien Term Loan, 4.250%, 02/15/21 | 235,169 | 0.0 | ||||||||||||||||
250,000 | Atrium Innovations, Inc., USD Second Lien Term Loan, 7.750%, 08/13/21 | 220,625 | 0.0 | ||||||||||||||||
6,267,900 | CSM Bakery Supplies, First Lien Term Loan, 5.000%, 07/03/20 | 6,220,107 | 0.6 | ||||||||||||||||
2,711,206 | Del Monte Foods Consumer Products, Inc., First Lien, 4.260%, 02/18/21 | 2,575,646 | 0.3 | ||||||||||||||||
450,000 | Del Monte Foods Consumer Products, Inc., Second Lien, 8.250%, 08/18/21 | 403,500 | 0.0 | ||||||||||||||||
1,400,000 | Hostess, First Lien Term Loan, 4.500%, 08/03/22 | 1,403,710 | 0.1 | ||||||||||||||||
500,000 | Hostess, Second Lien Term Loan, 8.500%, 07/21/23 | 501,875 | 0.1 | ||||||||||||||||
5,000,000 | JBS USA, Inc. (FKA Swift), TLB, 1.500%, 08/14/22 | 5,003,085 | 0.5 | ||||||||||||||||
808,440 | NPC International, Term Loan, 4.000%, 12/28/18 | 802,713 | 0.1 | ||||||||||||||||
24,765,823 | 2.5 | ||||||||||||||||||
Food Service: 1.2% | |||||||||||||||||||
3,252,969 | CEC Entertainment, Inc., First Lien Term Loan, 4.000%, 02/14/21 | 3,168,935 | 0.3 | ||||||||||||||||
1,739,788 | P.F. Chang’s China Bistro, Inc., Term Loan, 4.250%, 06/30/19 | 1,709,342 | 0.2 | ||||||||||||||||
6,820,407 | Restaurant Brands International (F.K.A. Burger King Corporation), Term Loan B, 3.750%, 12/12/21 | 6,817,337 | 0.7 | ||||||||||||||||
11,695,614 | 1.2 | ||||||||||||||||||
Food/Drug Retailers: 1.6% | |||||||||||||||||||
5,660,747 | Albertsons LLC, Term Loan B4, 5.500%, 08/25/21 | 5,672,968 | 0.6 | ||||||||||||||||
2,475,000 | Portillo Restaurant Group (The), First Lien Term Loan, 4.750%, 08/04/21 | 2,470,360 | 0.2 | ||||||||||||||||
650,000 | Portillo Restaurant Group (The), Second Lien Term Loan, 8.000%, 08/04/22 | 643,500 | 0.1 | ||||||||||||||||
1,015,076 | Roundys Supermarkets, Inc., Term Loan B, 5.750%, 03/03/21 | 890,729 | 0.1 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2015 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Food/Drug Retailers: (continued) | |||||||||||||||||||
4,954,244 | (1) | Supervalu, Term Loan, 4.500%, 03/21/19 | $ | 4,972,258 | 0.5 | ||||||||||||||
1,046,040 | TGI Friday’s, Inc., First Lien Term Loan, 5.250%, 07/15/20 | 1,050,616 | 0.1 | ||||||||||||||||
15,700,431 | 1.6 | ||||||||||||||||||
Forest Products: 0.0% | |||||||||||||||||||
391,007 | Xerium Technologies, Inc., Term Loan B, 5.750%, 05/17/19 | 391,740 | 0.0 | ||||||||||||||||
Health Care: 10.0% | |||||||||||||||||||
2,955,000 | Accellent, Inc., First Lien Term Loan, 4.500%, 03/14/21 | 2,952,784 | 0.3 | ||||||||||||||||
1,241,961 | Aegis Sciences, First Lien Term Loan, 5.500%, 02/19/21 | 1,173,654 | 0.1 | ||||||||||||||||
6,309,188 | Air Medical Group Holdings, Inc., Term Loan B, 4.500%, 04/28/22 | 6,236,733 | 0.6 | ||||||||||||||||
1,945,125 | Alere US Holdings, LLC, New Term Loan B, 4.250%, 06/15/22 | 1,949,173 | 0.2 | ||||||||||||||||
623,438 | Aspen Dental Management, Inc., Term Loan B, 5.500%, 04/29/22 | 627,853 | 0.1 | ||||||||||||||||
3,308,393 | ATI Physical Therapy, Term Loan B, 5.250%, 12/20/19 | 3,327,003 | 0.3 | ||||||||||||||||
2,729,881 | (1) | CareCore National, LLC, Term Loan B, 5.500%, 03/05/21 | 2,634,335 | 0.3 | |||||||||||||||
5,881,635 | Catalent Pharma Solutions, Inc. , USD Term Loan, 4.250%, 05/20/21 | 5,893,651 | 0.6 | ||||||||||||||||
3,816,477 | CHG Medical Staffing, Inc., New First Lien Term, 4.250%, 11/19/19 | 3,815,286 | 0.4 | ||||||||||||||||
4,223,929 | CHS/Community Health Systems, Inc., Term Loan H, 4.000%, 01/27/21 | 4,232,727 | 0.4 | ||||||||||||||||
1,325,000 | Concentra Inc, Term loan B, 4.000%, 05/14/22 | 1,324,161 | 0.1 | ||||||||||||||||
3,160,000 | Connolly / iHealth Technologies, First Lien, 4.500%, 05/14/21 | 3,159,014 | 0.3 | ||||||||||||||||
1,000,000 | Connolly / iHealth Technologies, Second Lien, 8.000%, 05/14/22 | 1,000,000 | 0.1 | ||||||||||||||||
2,278,241 | Correct Care Solutions, First Lien Term Loan, 5.000%, 07/22/21 | 2,118,764 | 0.2 | ||||||||||||||||
2,420,578 | DJO Finance LLC, First Lien Term Loan, 4.250%, 06/05/20 | 2,414,527 | 0.3 | ||||||||||||||||
2,884,481 | Healogics, Inc., First Lien Term Loan, 5.250%, 07/01/21 | 2,880,841 | 0.3 | ||||||||||||||||
1,250,000 | Healogics, Inc., Second Lien Term Loan, 9.000%, 07/01/22 | 1,221,875 | 0.1 | ||||||||||||||||
1,675,000 | Hill-Rom Holdings, Inc., New Term Loan B, 3.500%, 09/08/22 | 1,681,533 | 0.2 | ||||||||||||||||
2,523,346 | Iasis Healthcare LLC, Term Loan B-2, 4.500%, 05/03/18 | 2,529,130 | 0.3 | ||||||||||||||||
1,952,727 | Immucor, Inc., Term B-2 Loan, 5.000%, 08/17/18 | 1,944,590 | 0.2 | ||||||||||||||||
1,328,302 | Medpace Holdings, Inc., Term Loan B, 4.750%, 04/05/21 | 1,324,981 | 0.1 | ||||||||||||||||
5,716,537 | Millennium Laboratories, LLC, Term Loan B, 5.250%, 04/15/21 | 1,815,000 | 0.2 | ||||||||||||||||
2,184,545 | Multiplan, Inc, Term Loan, 3.750%, 04/01/21 | 2,160,789 | 0.2 | ||||||||||||||||
1,387,891 | NVA Holdings, Inc., First Lien Term Loan, 4.750%, 08/15/21 | 1,389,338 | 0.1 | ||||||||||||||||
1,566,893 | Onex Carestream Finance LP, First Lien, 5.000%, 06/07/19 | 1,509,309 | 0.2 | ||||||||||||||||
4,542,500 | Ortho-Clinical Diagnostics, Inc., Term Loan B, 4.750%, 06/30/21 | 4,490,452 | 0.5 | ||||||||||||||||
3,938,919 | Pharmaceutical Product Development, Inc., Term B, 4.250%, 08/06/22 | 3,913,891 | 0.4 | ||||||||||||||||
2,521,460 | Phillips-Medisize Corporation, First Lien Term Loan, 4.750%, 06/16/21 | 2,526,713 | 0.3 | ||||||||||||||||
250,000 | Phillips-Medisize Corporation, Second Lien Term Loan, 8.250%, 06/16/22 | 249,219 | 0.0 | ||||||||||||||||
1,376,460 | Progressive Solutions, Inc., First Lien, 5.500%, 10/22/20 | 1,384,202 | 0.1 | ||||||||||||||||
1,350,000 | (1) | Schumacher Group, First Lien Term Loan, 07/31/22 | 1,346,625 | 0.1 | |||||||||||||||
2,985,019 | Sivantos (Siemens Audiology), TL B USD, 4.250%, 01/17/22 | 2,992,481 | 0.3 | ||||||||||||||||
3,510,000 | Sterigenics International LLC, Term Loan B, 4.250%, 05/08/22 | 3,505,612 | 0.4 | ||||||||||||||||
5,611,161 | Surgery Center Holdings, Inc., First Lien Term Loan, 5.250%, 11/03/20 | 5,618,175 | 0.6 | ||||||||||||||||
845,750 | Surgical Care Affiliates LLC, Term Loan B, 4.250%, 03/17/22 | 846,807 | 0.1 | ||||||||||||||||
5,472,513 | (1) | Valeant Pharmaceuticals International, Inc., F1 Term Loan, 4.000%, 04/01/22 | 5,423,205 | 0.6 | |||||||||||||||
2,589,714 | Valeant Pharmaceuticals International, Inc., Series E-1 Tranche B, 3.750%, 08/05/20 | 2,555,724 | 0.3 | ||||||||||||||||
1,047,165 | Valeant Pharmaceuticals International, Inc., Tranche B Series D-2, 3.500%, 02/13/19 | 1,031,785 | 0.1 | ||||||||||||||||
97,201,942 | 10.0 | ||||||||||||||||||
Home Furnishings: 1.1% | |||||||||||||||||||
5,424,808 | AOT Bedding Super Holdings, LLC, Term Loan B, 4.250%, 10/01/19 | 5,435,305 | 0.5 | ||||||||||||||||
2,720,587 | Hillman Group (The), Inc., Term Loan B, 4.500%, 06/30/21 | 2,718,887 | 0.3 | ||||||||||||||||
1,035,702 | Monitronics International, Inc., Add-on Term Loan, 4.250%, 03/23/18 | 1,031,818 | 0.1 | ||||||||||||||||
1,990,000 | Monitronics International, Inc., Term Loan B-1, 4.500%, 04/02/22 | 1,985,025 | 0.2 | ||||||||||||||||
11,171,035 | 1.1 | ||||||||||||||||||
Industrial Equipment: 3.8% | |||||||||||||||||||
2,328,425 | Accudyne Industries LLC, Term Loan, 4.000%, 12/13/19 | 2,136,330 | 0.2 | ||||||||||||||||
5,732,811 | Apex Tool Group, Term Loan B, 4.500%, 01/31/20 | 5,609,200 | 0.6 | ||||||||||||||||
603,857 | CeramTec GmbH, Dollar Term B-1 Loan, 4.250%, 08/30/20 | 604,611 | 0.1 | ||||||||||||||||
62,075 | CeramTec GmbH, Dollar Term B-2 Loan, 4.250%, 08/30/20 | 62,153 | 0.0 | ||||||||||||||||
182,763 | CeramTec GmbH, Dollar Term B-3 Loan, 4.250%, 08/30/20 | 182,992 | 0.0 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2015 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Industrial Equipment: (continued) | |||||||||||||||||||
3,062,607 | Doncasters Group Limited, First Lien Term Loan USD, 4.500%, 04/09/20 | $ | 3,058,779 | 0.3 | |||||||||||||||
3,448,217 | Filtration Group Corporation, First Lien Term Loan, 4.250%, 11/30/20 | 3,454,683 | 0.4 | ||||||||||||||||
126,330 | Filtration Group Corporation, Second Lien Term Loan, 8.250%, 11/30/21 | 127,434 | 0.0 | ||||||||||||||||
5,635,012 | Gardner Denver, Inc., Term Loan B USD, 4.250%, 07/30/20 | 5,349,351 | 0.6 | ||||||||||||||||
1,295,464 | International Equipment Solutions, LLC, Term Loan, 7.250%, 08/16/19 | 1,269,555 | 0.1 | ||||||||||||||||
959,811 | Kenan Advantage Group, Inc., Term Loan B, 4.000%, 07/31/22 | 959,011 | 0.1 | ||||||||||||||||
306,147 | Kenan Advantage Group, Inc., Term Loan Canada Borrower, 4.000%, 07/31/22 | 305,892 | 0.0 | ||||||||||||||||
6,852,557 | Rexnord Corporation / RBS Global, Inc., First Lien Term Loan, 4.000%, 08/21/20 | 6,808,502 | 0.7 | ||||||||||||||||
1,775,099 | Signode Industrial Group, US Dollar Tranche Term Loan, 3.750%, 05/01/21 | 1,757,625 | 0.2 | ||||||||||||||||
816,347 | SunSource, First Lien Term Loan, 4.750%, 02/15/21 | 810,734 | 0.1 | ||||||||||||||||
449,081 | VAT Holding, Term Loan B, 4.250%, 02/11/21 | 448,520 | 0.0 | ||||||||||||||||
3,915,461 | WTG Holdings III Corp., First Lien Term Loan, 4.750%, 01/15/21 | 3,895,883 | 0.4 | ||||||||||||||||
250,000 | WTG Holdings III Corp., Second Lien Term Loan, 8.500%, 01/15/22 | 246,875 | 0.0 | ||||||||||||||||
37,088,130 | 3.8 | ||||||||||||||||||
Leisure Goods/Activities/Movies: 4.3% | |||||||||||||||||||
6,439,968 | 24 Hour Fitness Worldwide, Inc, Term Loan B, 4.750%, 05/28/21 | 6,085,770 | 0.6 | ||||||||||||||||
2,528,927 | Bauer Performance Sports, Term Loan B, 4.500%, 04/15/21 | 2,526,557 | 0.3 | ||||||||||||||||
1,700,000 | (1) | Cirque Du Soleil, First Lien Term Loan, 5.000%, 07/07/22 | 1,706,224 | 0.2 | |||||||||||||||
500,000 | Cirque Du Soleil, Second Lien Term Loan, 9.250%, 07/07/23 | 494,166 | 0.1 | ||||||||||||||||
4,362,265 | Delta2 Sarl Luxembourg (Formula One World Championship), Facility B3, 4.750%, 07/30/21 | 4,313,190 | 0.4 | ||||||||||||||||
1,500,000 | Delta2 Sarl Luxembourg (Formula One World Championship), Second Lien Facility, 7.750%, 08/08/22 | 1,446,874 | 0.2 | ||||||||||||||||
1,597,665 | Equinox Holdings, Inc., First Lien Term Loan, 5.000%, 01/31/20 | 1,601,659 | 0.2 | ||||||||||||||||
9,564,598 | Fitness International, LLC., Term Loan B, 5.500%, 07/01/20 | 9,158,103 | 0.9 | ||||||||||||||||
2,344,125 | Life Time Fitness, Term Loan B, 4.250%, 06/10/22 | 2,341,195 | 0.2 | ||||||||||||||||
2,082,857 | NEP/NCP Holdco, Inc, Second Lien, 10.000%, 07/22/20 | 2,082,857 | 0.2 | ||||||||||||||||
5,180,079 | NEP/NCP Holdco, Inc, Term Loan B with Add on, 4.250%, 01/22/20 | 5,082,953 | 0.5 | ||||||||||||||||
2,683,788 | SRAM, LLC, First Lien Term Loan, 4.020%, 04/10/20 | 2,542,889 | 0.3 | ||||||||||||||||
2,189,000 | TWCC Holding Corporation, Extended First Lien Term Loan, 5.750%, 02/13/20 | 2,174,636 | 0.2 | ||||||||||||||||
41,557,073 | 4.3 | ||||||||||||||||||
Lodging & Casinos: 4.6% | |||||||||||||||||||
9,350,310 | Amaya Gaming Group Inc., First Lien Term Loan B, 5.000%, 08/01/21 | 9,270,683 | 0.9 | ||||||||||||||||
695,625 | Amaya Gaming Group Inc., Second Lien Term Loan, 8.000%, 08/01/22 | 697,799 | 0.1 | ||||||||||||||||
972,563 | American Casino and Entertainment Properties LLC, Term Loan, 5.000%, 07/03/22 | 974,994 | 0.1 | ||||||||||||||||
3,500,000 | Aristocrat Leisure Limited, Term Loan B, 4.750%, 10/21/21 | 3,508,991 | 0.4 | ||||||||||||||||
1,249,213 | Cannery Casino Resorts, LLC, First Lien Term Loan, 7.000%, 10/02/18 | 1,232,037 | 0.1 | ||||||||||||||||
4,727,794 | CityCenter Holdings, LLC, Term Loan, 4.250%, 10/15/20 | 4,728,621 | 0.5 | ||||||||||||||||
725,000 | Eldorado Resorts, Inc., Term Loan B, 4.250%, 07/23/22 | 728,323 | 0.1 | ||||||||||||||||
2,167,000 | Global Cash Access, Inc., Term Loan B, 6.250%, 12/18/20 | 2,170,387 | 0.2 | ||||||||||||||||
1,001,568 | Golden Nugget, Inc., Delayed Draw Term Loan, 5.500%, 11/21/19 | 1,007,953 | 0.1 | ||||||||||||||||
2,336,992 | Golden Nugget, Inc., Term Loan, 5.500%, 11/21/19 | 2,351,891 | 0.2 | ||||||||||||||||
350,000 | Horseshoe Baltimore, Funded Term Loan B, 8.250%, 07/02/20 | 330,750 | 0.0 | ||||||||||||||||
1,000,000 | (1) | La Quinta, First Lien Term Loan, 3.750%, 04/14/21 | 991,563 | 0.1 | |||||||||||||||
2,079,679 | Peppermill Casinos, Inc., Term Loan B, 7.250%, 11/09/18 | 2,090,077 | 0.2 | ||||||||||||||||
2,418,587 | Scientific Games International, Inc., Term Loan B, 6.000%, 10/18/20 | 2,393,797 | 0.2 | ||||||||||||||||
2,977,500 | Scientific Games International, Inc., Term Loan B-2, 6.000%, 10/01/21 | 2,946,608 | 0.3 | ||||||||||||||||
7,433,410 | Station Casinos LLC, Term Loan, 4.250%, 03/02/20 | 7,429,426 | 0.8 | ||||||||||||||||
2,568,218 | Twin River Management Group, Inc., Term Loan B, 5.250%, 07/10/20 | 2,567,147 | 0.3 | ||||||||||||||||
45,421,047 | 4.6 | ||||||||||||||||||
Mortgage REITs: 0.4% | |||||||||||||||||||
3,690,972 | (1) | DTZ, First Lien Term Loan B, 11/04/21 | 3,660,407 | 0.4 | |||||||||||||||
500,000 | International Market Centers, Second Lien Term Loan, 8.750%, 08/11/21 | 499,062 | 0.0 | ||||||||||||||||
4,159,469 | 0.4 | ||||||||||||||||||
Nonferrous Metals/Minerals: 0.5% | |||||||||||||||||||
1,335,983 | Fairmount Minerals, Ltd., Tranche B-2 Term Loans, 4.500%, 09/05/19 | 1,053,757 | 0.1 | ||||||||||||||||
3,867,813 | (1) | Novelis Inc., Term Loan B, 4.250%, 06/02/22 | 3,824,702 | 0.4 | |||||||||||||||
4,878,459 | 0.5 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2015 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Oil & Gas: 2.2% | |||||||||||||||||||
1,993,938 | Bronco Midstream Funding, LLC, Term Loan, 5.000%, 08/15/20 | $ | 1,884,272 | 0.2 | |||||||||||||||
1,500,000 | (1) | Chelsea Petroleum Products I, LLC, Term Loan, 07/22/22 | 1,482,500 | 0.1 | |||||||||||||||
2,234,981 | CITGO, Term Loan B, 4.500%, 07/30/21 | 2,221,012 | 0.2 | ||||||||||||||||
1,864,246 | CITGO Holding, Inc., Holdco Term Loan, 9.500%, 05/12/18 | 1,839,390 | 0.2 | ||||||||||||||||
1,858,824 | Energy Transfer Equity, L.P., New Term Loan, 4.000%, 12/02/19 | 1,833,651 | 0.2 | ||||||||||||||||
1,761,034 | FTS International, Inc. (fka FracTech), Term Loan, 5.750%, 04/16/21 | 559,128 | 0.1 | ||||||||||||||||
3,414,188 | Harvey Gulf International Marine, LLC, Upsized Term Loan B, 5.500%, 06/15/20 | 2,249,096 | 0.2 | ||||||||||||||||
3,534,744 | Penn Product Terminals, Term Loan, 4.750%, 04/01/22 | 3,517,070 | 0.4 | ||||||||||||||||
989,975 | Seventy Seven Energy Inc., Term Loan, 3.750%, 06/25/21 | 842,303 | 0.1 | ||||||||||||||||
1,483,725 | Southcross Holdings L.P., Term Loan B, 6.000%, 08/04/21 | 1,135,050 | 0.1 | ||||||||||||||||
3,551,987 | Western Refining, Inc., Term Loan, 4.250%, 11/12/20 | 3,533,673 | 0.4 | ||||||||||||||||
21,097,145 | 2.2 | ||||||||||||||||||
Publishing: 1.8% | |||||||||||||||||||
3,085,615 | Cengage Learning Acquisition, Inc., First Lien Term Loan, 7.000%, 03/31/20 | 3,075,587 | 0.3 | ||||||||||||||||
2,693,250 | Eden Bidco Limited (Top Right Group), Term Loan B2 USD, 6.000%, 04/30/22 | 2,686,517 | 0.3 | ||||||||||||||||
1,826,968 | McGraw Hill Global Education, Term Loan B, 4.750%, 03/22/19 | 1,834,391 | 0.2 | ||||||||||||||||
2,708,703 | Merrill Communications, LLC, New First Lien Term Loan, 6.250%, 05/29/22 | 2,695,160 | 0.3 | ||||||||||||||||
2,485,326 | Penton Media, Inc, First Lien, 5.000%, 09/30/19 | 2,476,006 | 0.2 | ||||||||||||||||
867,654 | Penton Media, Inc, Second Lien, 9.000%, 09/30/20 | 862,231 | 0.1 | ||||||||||||||||
3,832,123 | Tribune Company, Term Loan B, 3.750%, 12/31/20 | 3,821,346 | 0.4 | ||||||||||||||||
17,451,238 | 1.8 | ||||||||||||||||||
Radio & Television: 1.9% | |||||||||||||||||||
2,681,947 | Cumulus Media Holdings Inc., Term Loan, 4.250%, 12/23/20 | 2,266,245 | 0.2 | ||||||||||||||||
3,476,399 | Clear Channel Communications, Inc., Term Loan E, 7.690%, 07/30/19 | 2,915,830 | 0.3 | ||||||||||||||||
1,331,443 | Learfield Communications, Inc, First Lien Term Loan, 4.500%, 10/08/20 | 1,332,275 | 0.1 | ||||||||||||||||
562,500 | Learfield Communications, Inc, Second Lien Term Loan, 8.750%, 10/08/21 | 562,500 | 0.1 | ||||||||||||||||
2,278,127 | Media General, Inc, DD Term Loan L-B, 4.000%, 07/31/20 | 2,264,957 | 0.2 | ||||||||||||||||
1,663,571 | Salem Communications Corporation, Term Loan B, 4.500%, 03/14/20 | 1,656,639 | 0.2 | ||||||||||||||||
3,789,011 | Univision Communications, Inc., Term Loan-C3, 4.000%, 03/01/20 | 3,765,329 | 0.4 | ||||||||||||||||
3,398,232 | Univision Communications, Inc., Term Loan-C4, 4.000%, 03/01/20 | 3,373,218 | 0.4 | ||||||||||||||||
18,136,993 | 1.9 | ||||||||||||||||||
Retailers (Except Food & Drug): 7.6% | |||||||||||||||||||
1,488,750 | Abercrombie & Fitch Management Co., Term Loan B, 4.750%, 08/07/21 | 1,467,040 | 0.2 | ||||||||||||||||
4,619,257 | Academy Ltd., Term Loan, 5.000%, 06/15/22 | 4,603,537 | 0.5 | ||||||||||||||||
5,000,000 | Ascena Retail Group, Inc., TLB, 5.250%, 08/21/22 | 4,829,165 | 0.5 | ||||||||||||||||
1,318,697 | Bass Pro Group, LLC, Term Loan B, 4.000%, 06/01/20 | 1,314,850 | 0.1 | ||||||||||||||||
7,662,575 | BJs Wholesale Club, First Lien Term Loan, 4.500%, 09/26/19 | 7,634,277 | 0.8 | ||||||||||||||||
1,365,000 | BJs Wholesale Club, Second Lien Term Loan, 8.500%, 03/26/20 | 1,356,469 | 0.1 | ||||||||||||||||
2,975,279 | OneStopPlus, First Lien Term Loan, 4.750%, 03/15/21 | 2,967,840 | 0.3 | ||||||||||||||||
5,953,349 | Harbor Freight Tools USA, Inc., Term Loan, 4.750%, 07/26/19 | 5,984,354 | 0.6 | ||||||||||||||||
2,200,000 | (1) | Hudson’s Bay Company, TL-B, 08/24/22 | 2,208,237 | 0.2 | |||||||||||||||
992,462 | J. Crew, Term Loan B, 4.000%, 03/01/21 | 770,192 | 0.1 | ||||||||||||||||
2,223,693 | Lands’ End, Inc., Term Loan B, 4.250%, 04/04/21 | 2,068,035 | 0.2 | ||||||||||||||||
4,005,723 | Leslies Poolmart, Inc., Term Loan, 4.250%, 10/16/19 | 3,925,608 | 0.4 | ||||||||||||||||
1,688,264 | Mattress Firm Holding Corp., Term Loan B, 4.500%, 10/20/21 | 1,693,540 | 0.2 | ||||||||||||||||
2,512,727 | Men’s Wearhouse, Term Loan, 4.500%, 06/18/21 | 2,517,424 | 0.3 | ||||||||||||||||
6,892,930 | Neiman Marcus Group, Inc, Term Loan, 4.250%, 10/25/20 | 6,761,730 | 0.7 | ||||||||||||||||
2,233,454 | Ollie’s Holdings, Inc., Term Loan, 4.750%, 09/28/19 | 2,234,850 | 0.2 | ||||||||||||||||
3,100,000 | Party City Holdings Inc, TL-B, 4.250%, 08/19/22 | 3,101,293 | 0.3 | ||||||||||||||||
2,527,102 | Payless ShoeSource, First Lien Term Loan, 5.000%, 03/05/21 | 2,021,682 | 0.2 | ||||||||||||||||
8,775,500 | PetSmart, Inc., Term Loan B, 4.250%, 03/11/22 | 8,774,587 | 0.9 | ||||||||||||||||
994,924 | rue21 inc., Term Loan B, 5.630%, 10/10/20 | 858,122 | 0.1 | ||||||||||||||||
2,101,970 | Savers, Term Loan B, 5.000%, 07/09/19 | 1,818,204 | 0.2 | ||||||||||||||||
462,480 | Sleepy’s Holdings, LLC, Term Loan, 5.000%, 03/30/19 | 462,480 | 0.0 | ||||||||||||||||
4,975,000 | (1) | Staples, Inc., Term Loan-B, 04/23/21 | 4,962,861 | 0.5 | |||||||||||||||
74,336,377 | 7.6 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2015 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Surface Transport: 1.3% | |||||||||||||||||||
3,482,500 | Goodpack Ltd., First Lien Term Loan, 4.750%, 09/09/21 | $ | 3,378,025 | 0.3 | |||||||||||||||
500,000 | Goodpack Ltd., Second Lien Term Loan, 8.000%, 09/09/22 | 480,000 | 0.0 | ||||||||||||||||
2,125,000 | Navistar Inc., Term Loan B, 6.500%, 08/07/20 | 2,077,187 | 0.2 | ||||||||||||||||
2,974,950 | OSG Bulk Ships, Inc., First Lien Term Loan, 5.250%, 08/05/19 | 2,948,919 | 0.3 | ||||||||||||||||
1,500,000 | (1) | Quality Distribution, First Lien Term Loan, 5.750%, 07/31/22 | 1,485,000 | 0.2 | |||||||||||||||
570,306 | V.Group, Term Loan B, 5.000%, 06/30/21 | 573,158 | 0.1 | ||||||||||||||||
1,910,400 | Wabash National Corporation, Term Loan B, 4.250%, 03/19/22 | 1,915,176 | 0.2 | ||||||||||||||||
12,857,465 | 1.3 | ||||||||||||||||||
Telecommunications: 6.6% | |||||||||||||||||||
3,360,450 | Aricent Group, First Lien Term Loan, 5.500%, 04/14/21 | 3,342,599 | 0.3 | ||||||||||||||||
3,884,682 | Asurion, LLC, Incremental Tranche B-1 Term Loan, 5.000%, 05/24/19 | 3,711,087 | 0.4 | ||||||||||||||||
3,925,000 | Asurion, LLC, Incremental Tranche B-4 Term Loan, 5.000%, 07/31/22 | 3,729,978 | 0.4 | ||||||||||||||||
1,150,000 | Asurion, LLC, Second Lien Term Loan, 8.500%, 02/28/21 | 1,044,487 | 0.1 | ||||||||||||||||
2,447,027 | (1) | Avaya Inc., Term B-6 Loan, 6.500%, 03/31/18 | 2,031,033 | 0.2 | |||||||||||||||
4,554,311 | Avaya Inc., Term B-7 Loan, 6.250%, 05/29/20 | 3,552,362 | 0.4 | ||||||||||||||||
1,500,000 | CommScope, Inc., Incremental Term Loan B, 3.750%, 12/29/22 | 1,499,766 | 0.2 | ||||||||||||||||
9,226,875 | Communications Sales & Leasing, Inc., Term Loan B, 5.000%, 10/14/22 | 8,661,729 | 0.9 | ||||||||||||||||
1,985,613 | Consolidated Communications, Inc., Term Loan B, 4.250%, 12/19/20 | 1,988,095 | 0.2 | ||||||||||||||||
1,187,481 | Encompass Digital Media, Inc., First Lien, 5.500%, 06/05/21 | 1,185,255 | 0.1 | ||||||||||||||||
525,000 | Encompass Digital Media, Inc., Second Lien, 8.750%, 06/05/22 | 519,750 | 0.1 | ||||||||||||||||
3,314,232 | Global Tel*Link Corporation, First Lien Term Loan, 5.000%, 05/23/20 | 3,259,192 | 0.3 | ||||||||||||||||
850,000 | Global Tel*Link Corporation, Second Lien Term Loan, 9.000%, 11/23/20 | 808,917 | 0.1 | ||||||||||||||||
2,450,478 | Hawaiian Telcom Communications, Inc., Term Loan B, 5.000%, 06/06/19 | 2,452,010 | 0.2 | ||||||||||||||||
3,610,000 | Level 3 Financing, Inc, Term Loan B-4, 4.000%, 01/15/20 | 3,605,939 | 0.4 | ||||||||||||||||
2,975,498 | Level 3 Financing, Inc, Tranche B-II 2022 Term Loan, 3.500%, 05/31/22 | 2,959,380 | 0.3 | ||||||||||||||||
1,450,000 | Level 3 Financing, Inc, Tranche B-III 2019 Term Loan, 4.000%, 08/01/19 | 1,450,000 | 0.1 | ||||||||||||||||
5,597,384 | Lightower Fiber Networks, First Lien Term Loan, 4.000%, 04/11/20 | 5,508,761 | 0.6 | ||||||||||||||||
760,000 | Securus Technologies, Inc., Incremental Term Loan B-2, 5.250%, 04/30/20 | 744,167 | 0.1 | ||||||||||||||||
1,716,233 | Securus Technologies, Inc., Upsized First Lien Term Loan, 4.750%, 04/30/20 | 1,669,036 | 0.2 | ||||||||||||||||
4,376,340 | Syniverse Holdings, Inc., Initial Term Loan, 4.000%, 04/23/19 | 4,026,233 | 0.4 | ||||||||||||||||
4,231,114 | U.S. Telepacific Corp, Term Loan B, 6.000%, 11/21/20 | 4,229,794 | 0.4 | ||||||||||||||||
2,391,143 | XO Communications, First Lien Term Loan, 4.250%, 03/19/21 | 2,381,323 | 0.2 | ||||||||||||||||
64,360,893 | 6.6 | ||||||||||||||||||
Utilities: 1.3% | |||||||||||||||||||
720,931 | Atlantic Power Limited Partnership, Term Loan, 4.750%, 02/28/21 | 719,580 | 0.1 | ||||||||||||||||
1,995,000 | Calpine Corp, Term Loan B-5, 3.500%, 05/22/22 | 1,968,815 | 0.2 | ||||||||||||||||
625,000 | Energy Future Intermediate Holding Company LLC, First Lien DIP, 4.250%, 06/11/16 | 623,958 | 0.0 | ||||||||||||||||
2,995,395 | La Frontera Generation, LLC, Term Loan, 4.500%, 09/30/20 | 2,650,925 | 0.3 | ||||||||||||||||
1,995,000 | Longview Power, LLC, Term Loan, 7.000%, 04/15/21 | 1,985,025 | 0.2 | ||||||||||||||||
1,463,938 | Southeast PowerGen, LLC, Term Loan B, 4.500%, 12/02/21 | 1,461,192 | 0.1 | ||||||||||||||||
1,979,798 | TPF Generation Holdings, LLC, Term Loan, 4.750%, 12/31/17 | 1,887,407 | 0.2 | ||||||||||||||||
1,725,736 | TPF II Power, LLC, Term Loan, 5.500%, 09/30/21 | 1,727,714 | 0.2 | ||||||||||||||||
13,024,616 | 1.3 | ||||||||||||||||||
Total Loans (Cost $945,829,368) | 924,096,293 | 94.6 | |||||||||||||||||
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
EQUITIES AND OTHER ASSETS: 0.0% | |||||||||||||||||||
42,798 | EveryWare Global | $ | 331,685 | 0.0 | |||||||||||||||
Total Equities and Other Assets (Cost $342,540) | 331,685 | 0.0 | |||||||||||||||||
Total Long-Term Investments (Cost $946,171,908) | 924,427,978 | 94.6 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2015 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 9.1% | |||||||||||||||||||
Short-Term Investments: 9.1% | |||||||||||||||||||
88,500,000 | State Street Institutional Liquid Reserves Fund — Institutional Class, 0.13%†† (Cost $88,500,000) | $ | 88,500,000 | 9.1 | |||||||||||||||
Total Short-Term Investments (Cost $88,500,000) | 88,500,000 | 9.1 | |||||||||||||||||
Total Investments (Cost $1,034,671,908) | $ | 1,012,927,978 | 103.7 | ||||||||||||||||
Liabilities in Excess of Other Assets | (36,262,263 | ) | (3.7 | ) | |||||||||||||||
Net Assets | $ | 976,665,715 | 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, 2015. | ||||||||||||||||||
(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 $1,035,037,751. | |||||||||||||||||||
Net unrealized depreciation consists of: | |||||||||||||||||||
Gross Unrealized Appreciation | �� | $ | 1,458,492 | ||||||||||||||||
Gross Unrealized Depreciation | (23,568,265 | ) | |||||||||||||||||
Net Unrealized Depreciation | $ | (22,109,773 | ) |
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, 2015 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Equities and Other Assets | $ | 331,685 | $ | — | $ | — | $ | 331,685 | ||||||||||
Loans | — | 924,096,293 | — | 924,096,293 | ||||||||||||||
Short-Term Investments | 88,500,000 | — | — | 88,500,000 | ||||||||||||||
Total Investments, at fair value | $ | 88,831,685 | $ | 924,096,293 | $ | — | $ | 1,012,927,978 | ||||||||||
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Unfunded commitments | $ | — | $ | (10,229 | ) | $ | — | $ | (10,229 | ) | ||||||||
Total Liabilities | $ | — | $ | (10,229 | ) | $ | — | $ | (10,229 | ) |
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. |
Voya Investments, 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
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
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-FR (0915-112015) |
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.
Complete schedule of investments, as applicable, is included as part of the report to shareholders filed under Item 1 of this Form and filed herein, as applicable.
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 1.6% | ||||||||||||||
9,660,459 | Ginnie Mae Series 2006-10 ZT, 6.000%, 03/20/36 | 12,450,424 | 1.3 | |||||||||||
1,817,845 | Ginnie Mae Series 2011-59 QC, 4.000%, 12/20/40 | 1,921,985 | 0.2 | |||||||||||
14,541,492 | ^ | Ginnie Mae, 0.353%, 02/16/44 | 430,448 | 0.0 | ||||||||||
1,065,308 | Vendee Mortgage Trust, 3.750%, 10/15/41 | 1,125,177 | 0.1 | |||||||||||
Total Collateralized Mortgage Obligations | ||||||||||||||
(Cost $16,042,211) | 15,928,034 | 1.6 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 119.0% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 10.4%## | ||||||||||||||
4,863,065 | 0.344%, due 09/25/45 | 4,683,197 | 0.5 | |||||||||||
10,313,430 | ^ | 0.500%, due 07/15/36 | 191,056 | 0.0 | ||||||||||
57,949,000 | W | 3.000%, due 10/01/44 | 58,547,974 | 6.0 | ||||||||||
22,408,000 | 3.000%, due 09/01/45 | 22,667,237 | 2.3 | |||||||||||
6,032,172 | 4.000%, due 06/01/45 | 6,438,465 | 0.7 | |||||||||||
3,844,816 | ^ | 4.500%, due 12/15/40 | 633,175 | 0.1 | ||||||||||
120,693 | 5.450%, due 12/01/37 | 132,845 | 0.0 | |||||||||||
156,837 | 5.450%, due 12/01/37 | 172,459 | 0.0 | |||||||||||
140,267 | 5.450%, due 05/01/38 | 154,186 | 0.0 | |||||||||||
1,120,996 | ^ | 5.500%, due 09/15/35 | 213,895 | 0.0 | ||||||||||
485,076 | 5.625%, due 12/01/36 | 544,225 | 0.1 | |||||||||||
426,460 | 5.625%, due 01/01/37 | 475,019 | 0.1 | |||||||||||
43,474 | 5.625%, due 01/01/37 | 48,332 | 0.0 | |||||||||||
36,463 | 5.625%, due 02/01/37 | 40,541 | 0.0 | |||||||||||
180,153 | 5.625%, due 03/01/37 | 200,312 | 0.0 | |||||||||||
200,524 | 5.625%, due 03/01/37 | 222,998 | 0.0 | |||||||||||
77,174 | 5.625%, due 03/01/37 | 85,812 | 0.0 | |||||||||||
107,406 | 5.625%, due 06/01/37 | 119,418 | 0.0 | |||||||||||
97,485 | 5.625%, due 07/01/37 | 108,409 | 0.0 | |||||||||||
136,694 | 5.625%, due 07/01/37 | 152,032 | 0.0 | |||||||||||
4,993 | 5.625%, due 12/01/37 | 5,530 | 0.0 | |||||||||||
127,936 | 5.625%, due 02/01/38 | 142,278 | 0.0 | |||||||||||
210,064 | 5.700%, due 06/01/37 | 234,004 | 0.0 | |||||||||||
152,327 | 5.700%, due 09/01/37 | 169,725 | 0.0 | |||||||||||
155,730 | 5.700%, due 12/01/37 | 172,501 | 0.0 | |||||||||||
1,348,187 | ^ | 5.893%, due 06/15/40 | 101,787 | 0.0 | ||||||||||
994,887 | 6.000%, due 03/15/34 | 1,123,827 | 0.1 | |||||||||||
111,177 | 6.090%, due 12/01/37 | 125,375 | 0.0 | |||||||||||
960,670 | 6.704%, due 07/15/33 | 1,115,610 | 0.1 | |||||||||||
18,823 | 7.500%, due 01/01/30 | 23,270 | 0.0 | |||||||||||
525,668 | ^ | 7.806%, due 10/25/23 | 104,414 | 0.0 | ||||||||||
10,759 | 8.000%, due 01/01/30 | 10,805 | 0.0 | |||||||||||
16,008 | 9.500%, due 07/01/20 | 16,575 | 0.0 | |||||||||||
730,288 | 19.240%, due 03/15/35 | 1,109,614 | 0.1 | |||||||||||
466,611 | 21.216%, due 04/15/35 | 701,395 | 0.1 | |||||||||||
1,335,804 | 27.774%, due 04/15/32 | 1,562,874 | 0.2 | |||||||||||
102,551,171 | 10.4 | |||||||||||||
Federal National Mortgage Association: 12.2%## | ||||||||||||||
64,484,509 | 0.394%, due 10/27/37 | 64,137,905 | 6.5 | |||||||||||
6,663,191 | ^ | 3.000%, due 01/25/33 | 881,256 | 0.1 | ||||||||||
3,457,000 | 3.500%, due 09/25/42 | 3,464,211 | 0.4 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | ||||||||||||||
Federal National Mortgage Association: (continued) | ||||||||||||||
7,002,178 | ^ | 4.000%, due 05/25/42 | 1,241,169 | 0.1 | ||||||||||
1,382,012 | 4.250%, due 08/01/35 | 1,496,894 | 0.2 | |||||||||||
4,300,000 | W | 4.500%, due 10/15/35 | 4,661,939 | 0.5 | ||||||||||
7,555,872 | 4.500%, due 09/01/41 | 8,221,315 | 0.8 | |||||||||||
10,043,040 | 4.560%, due 11/25/33 | 10,402,682 | 1.1 | |||||||||||
554,911 | 4.750%, due 11/01/34 | 611,198 | 0.1 | |||||||||||
1,146,131 | 4.750%, due 11/01/34 | 1,267,184 | 0.1 | |||||||||||
1,166,278 | 4.750%, due 02/01/35 | 1,286,462 | 0.1 | |||||||||||
1,468,386 | 4.750%, due 04/01/35 | 1,629,898 | 0.2 | |||||||||||
1,018,328 | 4.750%, due 05/01/35 | 1,118,180 | 0.1 | |||||||||||
1,177,702 | 4.750%, due 07/01/35 | 1,301,600 | 0.1 | |||||||||||
195,350 | 4.750%, due 07/01/35 | 213,306 | 0.0 | |||||||||||
5,126,516 | 5.000%, due 05/25/33 | 5,546,147 | 0.6 | |||||||||||
1,926,853 | 5.000%, due 10/25/35 | 2,157,717 | 0.2 | |||||||||||
116,837 | 5.300%, due 09/01/36 | 129,613 | 0.0 | |||||||||||
72,494 | 5.300%, due 10/01/36 | 80,420 | 0.0 | |||||||||||
123,686 | 5.300%, due 10/01/36 | 137,297 | 0.0 | |||||||||||
288,332 | 5.300%, due 12/01/36 | 320,173 | 0.0 | |||||||||||
145,519 | 5.300%, due 12/01/36 | 161,342 | 0.0 | |||||||||||
78,967 | 5.300%, due 02/01/37 | 87,604 | 0.0 | |||||||||||
81,638 | 5.300%, due 04/01/37 | 90,544 | 0.0 | |||||||||||
165,462 | 5.300%, due 05/01/37 | 183,721 | 0.0 | |||||||||||
556,221 | 5.300%, due 08/01/37 | 620,064 | 0.1 | |||||||||||
69,060 | 5.300%, due 10/01/37 | 77,220 | 0.0 | |||||||||||
548,869 | 5.500%, due 05/25/34 | 611,766 | 0.1 | |||||||||||
90,269 | 5.875%, due 06/01/35 | 101,634 | 0.0 | |||||||||||
445,886 | 6.000%, due 01/25/44 | 515,250 | 0.1 | |||||||||||
6,516,944 | ^ | 6.056%, due 06/25/42 | 1,210,716 | 0.1 | ||||||||||
164,122 | 6.600%, due 07/01/27 | 180,338 | 0.0 | |||||||||||
96,751 | 6.600%, due 09/01/27 | 106,373 | 0.0 | |||||||||||
44,307 | 6.600%, due 11/01/27 | 45,621 | 0.0 | |||||||||||
36,133 | 6.600%, due 03/01/28 | 36,928 | 0.0 | |||||||||||
89,320 | 6.600%, due 06/01/28 | 95,278 | 0.0 | |||||||||||
49,061 | 7.500%, due 05/01/28 | 51,711 | 0.0 | |||||||||||
1,270,010 | 7.585%, due 03/25/39 | 1,438,196 | 0.2 | |||||||||||
2,298,960 | 16.390%, due 05/25/35 | 3,084,894 | 0.3 | |||||||||||
611,577 | 25.784%, due 12/25/36 | 955,128 | 0.1 | |||||||||||
119,960,894 | 12.2 | |||||||||||||
Government National Mortgage Association: 96.4% | ||||||||||||||
36,040,670 | ^ | 0.029%, due 01/16/51 | 704,375 | 0.1 | ||||||||||
23,238,008 | ^ | 0.250%, due 06/20/36 | 201,687 | 0.0 | ||||||||||
21,780,848 | ^ | 0.370%, due 11/16/46 | 257,741 | 0.0 | ||||||||||
517,877 | 0.436%, due 02/20/34 | 519,601 | 0.1 | |||||||||||
2,137,397 | 0.522%, due 10/20/60 | 2,124,650 | 0.2 | |||||||||||
8,695,877 | 0.588%, due 02/20/62 | 8,697,664 | 0.9 | |||||||||||
1,915,513 | 0.588%, due 03/20/63 | 1,904,765 | 0.2 | |||||||||||
952,632 | ^ | 0.601%, due 02/16/48 | 9,212 | 0.0 | ||||||||||
3,866,470 | 0.662%, due 06/20/63 | 3,872,076 | 0.4 | |||||||||||
1,725,946 | 0.692%, due 02/20/61 | 1,728,895 | 0.2 | |||||||||||
5,387,398 | 0.707%, due 10/20/62 | 5,388,697 | 0.6 | |||||||||||
1,597,557 | 0.752%, due 09/20/62 | 1,597,124 | 0.2 | |||||||||||
7,912,856 | 0.780%, due 04/20/63 | 7,953,947 | 0.8 | |||||||||||
1,945,902 | 0.792%, due 07/20/63 | 1,956,833 | 0.2 | |||||||||||
14,591,387 | 0.792%, due 12/20/63 | 14,625,837 | 1.5 | |||||||||||
2,935,047 | 0.842%, due 05/20/62 | 2,953,233 | 0.3 | |||||||||||
5,456,968 | 0.842%, due 05/20/63 | 5,483,917 | 0.6 | |||||||||||
4,323,758 | 0.912%, due 09/20/63 | 4,360,912 | 0.4 | |||||||||||
758,665 | ^ | 1.000%, due 06/16/37 | 26,404 | 0.0 | ||||||||||
3,891,597 | 1.018%, due 01/20/60 | 3,931,825 | 0.4 | |||||||||||
6,037,621 | 1.198%, due 05/20/60 | 6,159,255 | 0.6 | |||||||||||
4,483,091 | 1.198%, due 05/20/60 | 4,538,026 | 0.5 | |||||||||||
13,392,518 | 1.242%, due 02/20/62 | 13,661,072 | 1.4 | |||||||||||
312,428 | ^ | 1.831%, due 10/16/52 | 19,057 | 0.0 | ||||||||||
5,917,545 | 2.327%, due 10/20/63 | 6,394,614 | 0.7 | |||||||||||
1,900,000 | ^ | 2.500%, due 11/20/43 | 676,435 | 0.1 |
See Accompanying Notes to Financial Statements
1 |
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | ||||||||||||||
Government National Mortgage Association: (continued) | ||||||||||||||
21,200,000 | 3.000%, due 08/20/45 | 21,672,037 | 2.2 | |||||||||||
9,950,000 | 3.328%, due 06/16/43 | 10,469,395 | 1.1 | |||||||||||
5,785,140 | ^ | 3.500%, due 08/16/40 | 766,368 | 0.1 | ||||||||||
302,500,000 | W | 3.500%, due 07/20/42 | 316,277,765 | 32.2 | ||||||||||
75,000,000 | W | 3.500%, due 07/20/42 | 78,588,849 | 8.0 | ||||||||||
4,000,000 | 3.526%, due 01/16/40 | 4,187,182 | 0.4 | |||||||||||
12,174,892 | 3.750%, due 05/20/42 | 12,906,860 | 1.3 | |||||||||||
10,680,345 | 3.750%, due 05/20/42 | 11,298,027 | 1.2 | |||||||||||
203,159 | 4.000%, due 05/20/33 | 218,555 | 0.0 | |||||||||||
240,343 | 4.000%, due 08/15/33 | 256,638 | 0.0 | |||||||||||
459,295 | 4.000%, due 01/15/34 | 491,980 | 0.1 | |||||||||||
194,710 | 4.000%, due 03/15/34 | 207,843 | 0.0 | |||||||||||
182,095 | 4.000%, due 08/20/35 | 194,351 | 0.0 | |||||||||||
3,447,159 | ^ | 4.000%, due 04/20/38 | 250,600 | 0.0 | ||||||||||
3,038,615 | ^ | 4.000%, due 08/20/39 | 729,485 | 0.1 | ||||||||||
461,849 | 4.000%, due 05/15/40 | 493,232 | 0.1 | |||||||||||
5,519,063 | 4.000%, due 09/20/40 | 5,800,933 | 0.6 | |||||||||||
2,819,000 | 4.000%, due 10/20/40 | 3,054,764 | 0.3 | |||||||||||
1,813,301 | 4.000%, due 12/20/40 | 1,926,912 | 0.2 | |||||||||||
3,728,101 | ^ | 4.000%, due 04/20/41 | 614,626 | 0.1 | ||||||||||
8,256,349 | 4.000%, due 07/20/41 | 8,804,538 | 0.9 | |||||||||||
988,932 | 4.000%, due 10/20/41 | 1,051,990 | 0.1 | |||||||||||
1,716,101 | ^ | 4.000%, due 03/20/42 | 238,955 | 0.0 | ||||||||||
4,103,237 | 4.000%, due 04/20/42 | 4,592,964 | 0.5 | |||||||||||
1,342,437 | 4.000%, due 09/15/42 | 1,442,838 | 0.2 | |||||||||||
2,888,266 | ^ | 4.000%, due 12/20/42 | 471,350 | 0.1 | ||||||||||
7,371,791 | 4.000%, due 12/20/44 | 7,933,849 | 0.8 | |||||||||||
7,628,552 | 4.000%, due 01/20/45 | 8,212,515 | 0.8 | |||||||||||
25,269,151 | 4.000%, due 03/20/45 | 26,982,306 | 2.7 | |||||||||||
32,287,272 | 4.000%, due 08/20/45 | 34,482,818 | 3.5 | |||||||||||
1,953,149 | 4.350%, due 01/16/48 | 2,152,467 | 0.2 | |||||||||||
2,070,524 | 4.397%, due 05/16/51 | 2,262,771 | 0.2 | |||||||||||
1,380,349 | 4.397%, due 05/16/51 | 1,481,265 | 0.2 | |||||||||||
464,601 | 4.500%, due 10/20/33 | 501,697 | 0.1 | |||||||||||
162,609 | 4.500%, due 01/20/34 | 168,776 | 0.0 | |||||||||||
298,998 | 4.500%, due 01/20/34 | 315,186 | 0.0 | |||||||||||
184,031 | 4.500%, due 03/20/34 | 192,768 | 0.0 | |||||||||||
152,184 | 4.500%, due 05/20/34 | 157,922 | 0.0 | |||||||||||
188,577 | 4.500%, due 06/20/34 | 197,484 | 0.0 | |||||||||||
59,942 | ^ | 4.500%, due 02/20/35 | 21 | 0.0 | ||||||||||
299,236 | 4.500%, due 10/20/35 | 308,560 | 0.0 | |||||||||||
312,202 | ^ | 4.500%, due 02/20/36 | 4,325 | 0.0 | ||||||||||
23,153 | 4.500%, due 07/20/36 | 24,930 | 0.0 | |||||||||||
33,207 | 4.500%, due 08/20/36 | 35,756 | 0.0 | |||||||||||
258,413 | ^ | 4.500%, due 12/20/37 | 15,742 | 0.0 | ||||||||||
95,308 | ^ | 4.500%, due 02/20/38 | 5,478 | 0.0 | ||||||||||
137,698 | 4.500%, due 07/20/38 | 143,500 | 0.0 | |||||||||||
669,834 | 4.500%, due 07/20/38 | 722,311 | 0.1 | |||||||||||
5,258,555 | ^ | 4.500%, due 04/20/39 | 826,121 | 0.1 | ||||||||||
7,717,186 | 4.500%, due 05/16/39 | 8,391,023 | 0.9 | |||||||||||
4,761,000 | 4.500%, due 05/20/39 | 5,168,765 | 0.5 | |||||||||||
8,424,755 | 4.500%, due 05/20/39 | 9,238,768 | 0.9 | |||||||||||
160,348 | 4.500%, due 06/20/39 | 168,493 | 0.0 | |||||||||||
2,264,815 | 4.500%, due 10/15/39 | 2,490,635 | 0.3 | |||||||||||
1,826,382 | 4.500%, due 11/15/39 | 2,005,099 | 0.2 | |||||||||||
1,803,107 | 4.500%, due 11/15/39 | 1,980,865 | 0.2 | |||||||||||
497,109 | 4.500%, due 12/15/39 | 546,575 | 0.1 | |||||||||||
1,503,969 | 4.500%, due 01/15/40 | 1,636,777 | 0.2 | |||||||||||
197,847 | 4.500%, due 01/20/40 | 204,991 | 0.0 | |||||||||||
5,274,441 | 4.500%, due 02/15/40 | 5,736,326 | 0.6 | |||||||||||
631,240 | 4.500%, due 06/15/40 | 687,033 | 0.1 | |||||||||||
349,084 | 4.500%, due 07/20/40 | 361,691 | 0.0 | |||||||||||
1,374,968 | 4.500%, due 08/20/40 | 1,424,623 | 0.2 | |||||||||||
3,018,173 | 4.500%, due 09/20/40 | 3,248,912 | 0.3 | |||||||||||
247,888 | 4.500%, due 07/20/41 | 256,841 | 0.0 | |||||||||||
3,480,444 | 4.500%, due 09/20/41 | 3,785,641 | 0.4 | |||||||||||
15,078,638 | ^ | 4.500%, due 12/16/42 | 2,759,311 | 0.3 | ||||||||||
4,570,857 | 4.500%, due 06/20/45 | 4,924,264 | 0.5 | |||||||||||
1,845,076 | 4.500%, due 02/16/48 | 2,098,186 | 0.2 | |||||||||||
1,953,215 | 4.546%, due 07/20/62 | 2,134,379 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | ||||||||||||||
Government National Mortgage Association: (continued) | ||||||||||||||
1,000,000 | 4.620%, due 01/16/50 | 1,104,745 | 0.1 | |||||||||||
1,792,260 | 4.625%, due 10/20/35 | 1,963,801 | 0.2 | |||||||||||
893,649 | 4.639%, due 08/20/42 | 987,300 | 0.1 | |||||||||||
9,761,518 | 4.660%, due 09/20/61 | 10,893,186 | 1.1 | |||||||||||
1,860,031 | 4.750%, due 08/20/35 | 2,045,311 | 0.2 | |||||||||||
2,574,132 | 4.750%, due 11/20/35 | 2,830,044 | 0.3 | |||||||||||
1,304,481 | 4.850%, due 05/20/40 | 1,403,819 | 0.1 | |||||||||||
4,304,427 | 4.861%, due 06/20/61 | 4,587,400 | 0.5 | |||||||||||
1,421,908 | 4.865%, due 04/16/48 | 1,493,608 | 0.2 | |||||||||||
2,697,522 | 4.935%, due 05/20/41 | 2,940,683 | 0.3 | |||||||||||
65,801 | 5.000%, due 05/15/18 | 69,013 | 0.0 | |||||||||||
101,808 | 5.000%, due 03/20/24 | 110,059 | 0.0 | |||||||||||
296,723 | 5.000%, due 04/15/29 | 326,575 | 0.0 | |||||||||||
335,306 | 5.000%, due 04/15/30 | 370,528 | 0.0 | |||||||||||
2,513,690 | 5.000%, due 04/20/30 | 2,688,847 | 0.3 | |||||||||||
358,154 | 5.000%, due 10/15/30 | 395,825 | 0.0 | |||||||||||
402,110 | 5.000%, due 07/15/33 | 446,566 | 0.1 | |||||||||||
291,372 | 5.000%, due 10/20/33 | 310,454 | 0.0 | |||||||||||
164,429 | 5.000%, due 12/20/33 | 171,801 | 0.0 | |||||||||||
134,125 | 5.000%, due 02/20/34 | 140,151 | 0.0 | |||||||||||
140,322 | 5.000%, due 03/15/34 | 157,213 | 0.0 | |||||||||||
337,612 | 5.000%, due 04/15/34 | 371,588 | 0.0 | |||||||||||
216,159 | 5.000%, due 04/15/34 | 238,023 | 0.0 | |||||||||||
5,689,496 | 5.000%, due 10/20/34 | 6,514,091 | 0.7 | |||||||||||
404,619 | 5.000%, due 12/20/34 | 438,239 | 0.1 | |||||||||||
83,435 | 5.000%, due 01/15/35 | 91,853 | 0.0 | |||||||||||
520,923 | 5.000%, due 03/15/35 | 580,514 | 0.1 | |||||||||||
59,351 | 5.000%, due 03/15/35 | 65,281 | 0.0 | |||||||||||
2,689,055 | 5.000%, due 03/20/35 | 3,002,334 | 0.3 | |||||||||||
177,706 | 5.000%, due 04/15/35 | 195,639 | 0.0 | |||||||||||
736,017 | 5.000%, due 04/15/35 | 835,571 | 0.1 | |||||||||||
130,488 | 5.000%, due 04/15/35 | 144,037 | 0.0 | |||||||||||
166,495 | 5.000%, due 04/15/35 | 183,321 | 0.0 | |||||||||||
57,810 | 5.000%, due 05/15/35 | 65,091 | 0.0 | |||||||||||
209,260 | 5.000%, due 05/20/35 | 231,910 | 0.0 | |||||||||||
91,175 | 5.000%, due 06/15/35 | 100,372 | 0.0 | |||||||||||
658,942 | 5.000%, due 07/20/35 | 725,466 | 0.1 | |||||||||||
108,315 | 5.000%, due 09/15/35 | 119,362 | 0.0 | |||||||||||
184,353 | ^ | 5.000%, due 09/16/35 | 4,174 | 0.0 | ||||||||||
1,393,148 | 5.000%, due 10/20/35 | 1,571,917 | 0.2 | |||||||||||
1,055,015 | 5.000%, due 11/20/35 | 1,167,807 | 0.1 | |||||||||||
565,905 | 5.000%, due 04/20/36 | 626,410 | 0.1 | |||||||||||
68,944 | 5.000%, due 05/20/37 | 70,448 | 0.0 | |||||||||||
78,534 | 5.000%, due 09/20/37 | 80,651 | 0.0 | |||||||||||
112,763 | 5.000%, due 12/20/37 | 117,887 | 0.0 | |||||||||||
70,883 | 5.000%, due 12/20/37 | 76,990 | 0.0 | |||||||||||
3,498,544 | ^ | 5.000%, due 01/20/38 | 377,787 | 0.0 | ||||||||||
330,069 | 5.000%, due 01/20/38 | 352,188 | 0.0 | |||||||||||
166,487 | 5.000%, due 02/15/38 | 183,351 | 0.0 | |||||||||||
178,046 | 5.000%, due 06/20/38 | 187,886 | 0.0 | |||||||||||
309,485 | 5.000%, due 06/20/38 | 326,998 | 0.0 | |||||||||||
57,689 | 5.000%, due 08/20/38 | 60,953 | 0.0 | |||||||||||
202,906 | 5.000%, due 10/20/38 | 214,204 | 0.0 | |||||||||||
219,866 | 5.000%, due 11/20/38 | 232,301 | 0.0 | |||||||||||
890,032 | 5.000%, due 01/20/39 | 940,169 | 0.1 | |||||||||||
314,353 | 5.000%, due 02/15/39 | 345,782 | 0.0 | |||||||||||
629,674 | 5.000%, due 03/15/39 | 707,670 | 0.1 | |||||||||||
1,029,000 | 5.000%, due 05/20/39 | 1,197,261 | 0.1 | |||||||||||
1,753,685 | ^ | 5.000%, due 07/16/39 | 287,744 | 0.0 | ||||||||||
434,678 | 5.000%, due 10/20/39 | 471,284 | 0.1 | |||||||||||
1,662,066 | 5.000%, due 11/15/39 | 1,868,613 | 0.2 | |||||||||||
460,706 | 5.000%, due 11/15/39 | 512,252 | 0.1 | |||||||||||
2,444,365 | 5.000%, due 11/15/39 | 2,747,173 | 0.3 | |||||||||||
1,296,358 | 5.000%, due 12/20/39 | 1,421,859 | 0.1 | |||||||||||
2,531,273 | 5.000%, due 12/20/39 | 2,801,002 | 0.3 | |||||||||||
6,985,518 | ^ | 5.000%, due 03/20/40 | 1,151,872 | 0.1 | ||||||||||
646,579 | 5.000%, due 04/15/40 | 719,954 | 0.1 | |||||||||||
1,801,691 | 5.000%, due 05/15/40 | 2,017,820 | 0.2 | |||||||||||
42,162,044 | 5.000%, due 05/20/40 | 48,142,118 | 4.9 | |||||||||||
1,395,683 | 5.000%, due 09/15/40 | 1,535,268 | 0.2 |
See Accompanying Notes to Financial Statements
2 |
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | ||||||||||||||
Government National Mortgage Association: (continued) | ||||||||||||||
870,664 | 5.000%, due 09/15/40 | 967,470 | 0.1 | |||||||||||
1,054,776 | ^ | 5.000%, due 05/20/41 | 212,811 | 0.0 | ||||||||||
2,714,198 | 5.000%, due 07/20/41 | 3,023,966 | 0.3 | |||||||||||
2,538,531 | 5.250%, due 01/20/36 | 2,885,803 | 0.3 | |||||||||||
892,791 | 5.420%, due 04/16/39 | 986,426 | 0.1 | |||||||||||
938,648 | 5.493%, due 03/16/44 | 1,027,046 | 0.1 | |||||||||||
161,544 | 5.500%, due 08/20/24 | 178,954 | 0.0 | |||||||||||
3,391 | 5.500%, due 04/20/29 | 3,767 | 0.0 | |||||||||||
95,894 | 5.500%, due 12/20/32 | 108,355 | 0.0 | |||||||||||
329,122 | 5.500%, due 08/20/33 | 371,707 | 0.0 | |||||||||||
83,481 | 5.500%, due 11/20/33 | 86,210 | 0.0 | |||||||||||
98,434 | 5.500%, due 12/20/33 | 111,354 | 0.0 | |||||||||||
225,000 | 5.500%, due 02/20/34 | 255,913 | 0.0 | |||||||||||
80,971 | 5.500%, due 03/20/34 | 83,634 | 0.0 | |||||||||||
578,931 | 5.500%, due 04/20/34 | 653,307 | 0.1 | |||||||||||
9,677 | 5.500%, due 04/20/34 | 10,717 | 0.0 | |||||||||||
1,136,587 | 5.500%, due 04/20/34 | 1,341,374 | 0.1 | |||||||||||
493,028 | 5.500%, due 04/20/34 | 543,541 | 0.1 | |||||||||||
401,344 | 5.500%, due 06/20/34 | 447,790 | 0.1 | |||||||||||
104,641 | 5.500%, due 06/20/34 | 110,009 | 0.0 | |||||||||||
219,826 | 5.500%, due 07/20/34 | 243,285 | 0.0 | |||||||||||
131,902 | 5.500%, due 07/20/34 | 146,168 | 0.0 | |||||||||||
129,648 | 5.500%, due 01/20/35 | 136,315 | 0.0 | |||||||||||
670,020 | 5.500%, due 05/15/35 | 765,093 | 0.1 | |||||||||||
395,564 | 5.500%, due 05/20/35 | 437,817 | 0.0 | |||||||||||
157,778 | 5.500%, due 06/20/35 | 174,845 | 0.0 | |||||||||||
1,239,598 | 5.500%, due 07/15/35 | 1,420,226 | 0.1 | |||||||||||
663,313 | 5.500%, due 08/15/35 | 757,575 | 0.1 | |||||||||||
15,665 | 5.500%, due 08/20/35 | 17,338 | 0.0 | |||||||||||
549,965 | 5.500%, due 09/20/35 | 615,757 | 0.1 | |||||||||||
11,139,411 | 5.500%, due 12/16/35 | 12,740,367 | 1.3 | |||||||||||
2,876,308 | 5.500%, due 02/20/36 | 3,441,071 | 0.4 | |||||||||||
182,480 | 5.500%, due 04/15/36 | 204,478 | 0.0 | |||||||||||
154,043 | 5.500%, due 06/20/36 | 173,292 | 0.0 | |||||||||||
200,000 | 5.500%, due 07/16/37 | 229,375 | 0.0 | |||||||||||
2,981,906 | 5.500%, due 10/20/37 | 3,371,773 | 0.3 | |||||||||||
48,209 | 5.500%, due 06/20/38 | 51,517 | 0.0 | |||||||||||
58,861 | 5.500%, due 08/20/38 | 62,900 | 0.0 | |||||||||||
98,947 | 5.500%, due 09/20/38 | 105,853 | 0.0 | |||||||||||
16,017 | 5.500%, due 10/20/38 | 17,116 | 0.0 | |||||||||||
192,570 | 5.500%, due 11/20/38 | 205,986 | 0.0 | |||||||||||
17,742 | 5.500%, due 12/20/38 | 18,978 | 0.0 | |||||||||||
101,568 | 5.500%, due 01/15/39 | 113,859 | 0.0 | |||||||||||
57,826 | 5.500%, due 01/20/39 | 61,794 | 0.0 | |||||||||||
525,810 | 5.500%, due 03/20/39 | 562,482 | 0.1 | |||||||||||
83,374 | 5.500%, due 06/15/39 | 93,383 | 0.0 | |||||||||||
24,525 | 5.500%, due 06/20/39 | 26,208 | 0.0 | |||||||||||
2,779,839 | 5.500%, due 09/16/39 | 3,490,491 | 0.4 | |||||||||||
1,919,375 | 5.500%, due 09/20/39 | 2,243,781 | 0.2 | |||||||||||
109,806 | 5.500%, due 10/20/39 | 123,534 | 0.0 | |||||||||||
340,144 | 5.500%, due 09/15/40 | 382,196 | 0.0 | |||||||||||
619,062 | ^ | 5.500%, due 09/16/40 | 94,575 | 0.0 | ||||||||||
6,972,003 | ^ | 5.784%, due 09/20/38 | 1,164,753 | 0.1 | ||||||||||
9,271,476 | ^ | 5.784%, due 12/20/40 | 1,668,138 | 0.2 | ||||||||||
3,866,093 | ^ | 5.834%, due 12/20/40 | 638,252 | 0.1 | ||||||||||
2,998,746 | ^ | 5.884%, due 05/20/32 | 428,398 | 0.0 | ||||||||||
2,613,545 | ^ | 5.941%, due 09/16/39 | 416,629 | 0.0 | ||||||||||
1,632,054 | 5.970%, due 11/15/31 | 1,680,314 | 0.2 | |||||||||||
137,340 | 6.000%, due 01/20/24 | 148,331 | 0.0 | |||||||||||
260,386 | 6.000%, due 10/15/25 | 299,694 | 0.0 | |||||||||||
544,822 | 6.000%, due 04/15/26 | 618,363 | 0.1 | |||||||||||
146,189 | 6.000%, due 10/20/27 | 163,273 | 0.0 | |||||||||||
220,806 | 6.000%, due 05/15/29 | 244,967 | 0.0 | |||||||||||
841,431 | ^ | 6.000%, due 01/20/34 | 172,472 | 0.0 | ||||||||||
170,015 | 6.000%, due 10/20/34 | 194,147 | 0.0 | |||||||||||
861,188 | 6.000%, due 04/20/36 | 1,004,951 | 0.1 | |||||||||||
434,467 | 6.000%, due 03/15/37 | 489,072 | 0.1 | |||||||||||
333,510 | 6.000%, due 09/20/37 | 373,259 | 0.0 | |||||||||||
4,157,387 | 6.000%, due 10/20/37 | 4,928,087 | 0.5 | |||||||||||
2,240,173 | 6.000%, due 03/20/38 | 2,918,464 | 0.3 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | ||||||||||||||
Government National Mortgage Association: (continued) | ||||||||||||||
30,473 | 6.000%, due 05/20/38 | 33,275 | 0.0 | |||||||||||
426,215 | 6.000%, due 08/20/38 | 453,825 | 0.1 | |||||||||||
110,807 | 6.000%, due 09/20/38 | 117,986 | 0.0 | |||||||||||
166,997 | 6.000%, due 10/20/38 | 177,815 | 0.0 | |||||||||||
242,542 | 6.000%, due 11/15/38 | 272,716 | 0.0 | |||||||||||
313,740 | 6.000%, due 12/15/38 | 357,338 | 0.0 | |||||||||||
316,035 | 6.000%, due 12/15/38 | 355,360 | 0.0 | |||||||||||
2,360,990 | 6.000%, due 07/16/39 | 3,025,343 | 0.3 | |||||||||||
817,677 | 6.000%, due 08/15/39 | 951,517 | 0.1 | |||||||||||
806,836 | 6.000%, due 08/15/39 | 938,799 | 0.1 | |||||||||||
2,533,000 | 6.000%, due 08/16/39 | 2,979,136 | 0.3 | |||||||||||
702,485 | 6.000%, due 10/20/39 | 966,349 | 0.1 | |||||||||||
2,123,551 | ^ | 6.000%, due 01/16/40 | 945,300 | 0.1 | ||||||||||
13,041,913 | ^ | 6.141%, due 04/16/39 | 1,818,056 | 0.2 | ||||||||||
5,764,676 | ^ | 6.284%, due 09/20/37 | 1,063,365 | 0.1 | ||||||||||
5,415,412 | ^ | 6.284%, due 09/20/38 | 577,541 | 0.1 | ||||||||||
3,117,359 | ^ | 6.291%, due 05/16/38 | 588,360 | 0.1 | ||||||||||
5,147,395 | ^ | 6.441%, due 09/16/40 | 983,801 | 0.1 | ||||||||||
10,144,924 | ^ | 6.441%, due 04/16/42 | 2,466,495 | 0.3 | ||||||||||
2,780,261 | ^ | 6.484%, due 11/20/34 | 572,430 | 0.1 | ||||||||||
176,506 | 6.490%, due 01/15/28 | 202,167 | 0.0 | |||||||||||
66,346 | 6.500%, due 07/20/29 | 78,161 | 0.0 | |||||||||||
60,924 | 6.500%, due 07/20/32 | 63,168 | 0.0 | |||||||||||
2,480 | 6.500%, due 09/20/34 | 2,860 | 0.0 | |||||||||||
118,117 | 6.500%, due 05/20/38 | 128,157 | 0.0 | |||||||||||
2,443,861 | ^ | 6.561%, due 02/16/35 | 470,026 | 0.1 | ||||||||||
3,516 | 6.750%, due 08/15/28 | 4,035 | 0.0 | |||||||||||
378,896 | 7.000%, due 05/16/32 | 441,132 | 0.1 | |||||||||||
18,009 | 7.250%, due 01/15/29 | 18,550 | 0.0 | |||||||||||
1,250,519 | ^ | 7.391%, due 10/16/29 | 288,327 | 0.0 | ||||||||||
21,559 | 7.500%, due 08/20/27 | 25,962 | 0.0 | |||||||||||
463,437 | 7.500%, due 02/20/34 | 484,229 | 0.1 | |||||||||||
3,925,443 | ^ | 7.500%, due 04/16/37 | 1,244,350 | 0.1 | ||||||||||
1,370,554 | 7.500%, due 08/20/39 | 1,740,620 | 0.2 | |||||||||||
1,361,582 | 7.500%, due 08/20/39 | 1,953,879 | 0.2 | |||||||||||
10,007 | 7.800%, due 05/15/19 | 10,048 | 0.0 | |||||||||||
638 | 8.000%, due 03/20/24 | 640 | 0.0 | |||||||||||
14,472 | 8.000%, due 11/15/25 | 15,949 | 0.0 | |||||||||||
17,969 | 8.000%, due 07/15/26 | 19,474 | 0.0 | |||||||||||
9,405 | 8.000%, due 07/15/26 | 10,868 | 0.0 | |||||||||||
14,816 | 8.000%, due 09/15/26 | 15,142 | 0.0 | |||||||||||
16,791 | 8.000%, due 09/20/26 | 20,724 | 0.0 | |||||||||||
17,765 | 8.000%, due 12/15/26 | 20,223 | 0.0 | |||||||||||
6,558 | 8.000%, due 04/15/27 | 7,429 | 0.0 | |||||||||||
3,130 | 8.000%, due 06/15/27 | 3,143 | 0.0 | |||||||||||
35,506 | 8.000%, due 07/15/27 | 39,486 | 0.0 | |||||||||||
12,036 | 8.000%, due 03/15/28 | 12,168 | 0.0 | |||||||||||
14,707 | 8.050%, due 07/15/19 | 14,770 | 0.0 | |||||||||||
46,286 | 8.784%, due 04/20/34 | 48,480 | 0.0 | |||||||||||
4,351 | 9.000%, due 05/15/16 | 4,367 | 0.0 | |||||||||||
2,054 | 9.500%, due 11/15/21 | 2,320 | 0.0 | |||||||||||
1,078,121 | 13.882%, due 09/16/31 | 1,378,440 | 0.1 | |||||||||||
55,022 | 15.568%, due 01/20/32 | 79,052 | 0.0 | |||||||||||
113,077 | 19.557%, due 09/20/37 | 168,334 | 0.0 | |||||||||||
339,013 | 20.373%, due 02/16/32 | 475,467 | 0.1 | |||||||||||
274,830 | 24.534%, due 04/16/37 | 368,244 | 0.0 | |||||||||||
947,990,415 | 96.4 | |||||||||||||
Total U.S. Government Agency Obligations | ||||||||||||||
(Cost $1,151,617,181) | 1,170,502,480 | 119.0 | ||||||||||||
Total Investments in Securities (Cost $1,167,659,392) | $ | 1,186,430,514 | 120.6 | |||||||||||
Liabilities in Excess of Other Assets | (202,726,700 | ) | (20.6 | ) | ||||||||||
Net Assets | $ | 983,703,814 | 100.0 |
See Accompanying Notes to Financial Statements
3 |
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (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 $1,166,648,914.
Net unrealized appreciation consists of:
Gross Unrealized Appreciation | $ | 19,877,792 | ||
Gross Unrealized Depreciation | (2,408,192 | ) | ||
Net Unrealized Appreciation | $ | 17,469,600 |
See Accompanying Notes to Financial Statements
4 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 96.8% | ||||||||||||||
Basic Materials: 5.7% | ||||||||||||||
650,000 | Aleris International, Inc., 7.875%, 11/01/20 | 633,815 | 0.1 | |||||||||||
1,240,000 | ArcelorMittal, 5.125%, 06/01/20 | 1,125,424 | 0.2 | |||||||||||
1,240,000 | ArcelorMittal, 6.125%, 06/01/25 | 1,007,500 | 0.2 | |||||||||||
1,635,000 | # | Aruba Investments, Inc., 8.750%, 02/15/23 | 1,643,175 | 0.3 | ||||||||||
1,470,000 | # | Cascades, Inc., 5.500%, 07/15/22 | 1,402,012 | 0.3 | ||||||||||
920,000 | # | Constellium NV, 5.750%, 05/15/24 | 703,800 | 0.1 | ||||||||||
1,500,000 | Eagle Spinco, Inc., 4.625%, 02/15/21 | 1,275,030 | 0.2 | |||||||||||
1,105,000 | # | Evolution Escrow Issuer LLC, 7.500%, 03/15/22 | 701,675 | 0.1 | ||||||||||
750,000 | # | FMG Resources August 2006 Pty Ltd., 8.250%, 11/01/19 | 604,687 | 0.1 | ||||||||||
410,000 | # | FMG Resources August 2006 Pty Ltd., 9.750%, 03/01/22 | 382,837 | 0.1 | ||||||||||
1,650,799 | FMG Resources August 2006 Pty Ltd, 2.750%, 06/28/19 | 1,357,783 | 0.3 | |||||||||||
1,000,000 | Hexion US Finance Corp. / Hexion Nova Scotia Finance ULC, 8.875%, 02/01/18 | 797,300 | 0.2 | |||||||||||
1,450,000 | Hexion US Finance Corp., 6.625%, 04/15/20 | 1,239,750 | 0.2 | |||||||||||
1,550,000 | Huntsman International LLC, 4.875%, 11/15/20 | 1,354,545 | 0.3 | |||||||||||
780,000 | # | Huntsman International LLC, 5.125%, 11/15/22 | 670,800 | 0.1 | ||||||||||
1,500,000 | Momentive Performance Materials, Inc., 3.880%, 10/24/21 | 1,177,500 | 0.2 | |||||||||||
2,000,000 | ± | Momentive Performance Materials, Inc., 10/15/20 | – | – | ||||||||||
1,000,000 | PolyOne Corp., 5.250%, 03/15/23 | 950,500 | 0.2 | |||||||||||
1,269,000 | PolyOne Corp., 7.375%, 09/15/20 | 1,318,174 | 0.3 | |||||||||||
1,250,000 | # | PQ Corp., 8.750%, 05/01/18 | 1,254,688 | 0.2 | ||||||||||
307,000 | # | Rain CII Carbon, LLC / CII Carbon Corp., 8.000%, 12/01/18 | 254,043 | 0.1 | ||||||||||
500,000 | # | Rain CII Carbon, LLC / CII Carbon Corp., 8.250%, 01/15/21 | 405,000 | 0.1 | ||||||||||
1,110,000 | # | SPCM SA, 6.000%, 01/15/22 | 1,085,025 | 0.2 | ||||||||||
925,000 | Steel Dynamics, Inc., 5.125%, 10/01/21 | 881,063 | 0.2 | |||||||||||
925,000 | Steel Dynamics, Inc., 5.500%, 10/01/24 | 850,422 | 0.2 | |||||||||||
1,000,000 | Tronox Finance LLC, 6.375%, 08/15/20 | 640,000 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Basic Materials: (continued) | ||||||||||||||
1,500,000 | # | Unifrax I LLC / Unifrax Holding Co., 7.500%, 02/15/19 | 1,477,500 | 0.3 | ||||||||||
1,940,000 | # | US Coatings Acquisition, Inc. / Axalta Coating Systems Dutch Holding B BV, 7.375%, 05/01/21 | 2,049,125 | 0.4 | ||||||||||
1,605,000 | # | WR Grace & Co-Conn, 5.125%, 10/01/21 | 1,588,950 | 0.3 | ||||||||||
555,000 | # | WR Grace & Co-Conn, 5.625%, 10/01/24 | 545,981 | 0.1 | ||||||||||
29,378,104 | 5.7 | |||||||||||||
Communications: 19.6% | ||||||||||||||
1,000,000 | # | Alcatel-Lucent USA, Inc., 6.750%, 11/15/20 | 1,053,750 | 0.2 | ||||||||||
600,000 | # | Altice Financing SA, 6.500%, 01/15/22 | 580,806 | 0.1 | ||||||||||
905,000 | # | Altice Financing SA, 6.625%, 02/15/23 | 871,062 | 0.2 | ||||||||||
1,000,000 | # | Altice Finco SA, 8.125%, 01/15/24 | 955,000 | 0.2 | ||||||||||
1,970,000 | # | Altice SA, 7.625%, 02/15/25 | 1,731,137 | 0.3 | ||||||||||
1,640,000 | # | Altice SA, 7.750%, 05/15/22 | 1,496,500 | 0.3 | ||||||||||
34,781 | # | American Media, Inc., 13.500%, 06/15/18 | 35,585 | 0.0 | ||||||||||
615,000 | # | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/23 | 567,719 | 0.1 | ||||||||||
1,750,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.250%, 03/15/21 | 1,727,906 | 0.3 | |||||||||||
650,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 6.500%, 04/30/21 | 654,469 | 0.1 | |||||||||||
2,050,000 | CenturyLink, Inc., 5.625%, 04/01/20 | 1,903,937 | 0.4 | |||||||||||
1,995,000 | CenturyLink, Inc., 5.800%, 03/15/22 | 1,725,675 | 0.3 | |||||||||||
1,750,000 | # | Cequel Communications Holdings I LLC / Cequel Capital Corp., 5.125%, 12/15/21 | 1,546,562 | 0.3 | ||||||||||
500,000 | # | Cequel Communications Holdings I, LLC / Cequel Capital Corp., 6.375%, 09/15/20 | 473,750 | 0.1 | ||||||||||
735,000 | Cincinnati Bell, Inc., 8.375%, 10/15/20 | 742,350 | 0.1 | |||||||||||
270,000 | Clear Channel Worldwide Holdings, Inc., 6.500%, 11/15/22 | 269,662 | 0.1 | |||||||||||
730,000 | Clear Channel Worldwide Holdings, Inc., 6.500%, 11/15/22 | 735,475 | 0.1 | |||||||||||
105,000 | Clear Channel Worldwide Holdings, Inc., 7.625%, 03/15/20 | 105,131 | 0.0 | |||||||||||
1,530,000 | Clear Channel Worldwide Holdings, Inc., 7.625%, 03/15/20 | 1,539,562 | 0.3 | |||||||||||
1,500,000 | #,& | CommScope Holding Co., Inc., 6.625%, 06/01/20 | 1,543,125 | 0.3 |
See Accompanying Notes to Financial Statements
5 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Communications: (continued) | ||||||||||||||
1,240,000 | # | CommScope Tech Finance LLC, 6.000%, 06/15/25 | 1,192,731 | 0.2 | ||||||||||
2,585,000 | CSC Holdings LLC, 5.250%, 06/01/24 | 2,045,381 | 0.4 | |||||||||||
750,000 | DISH DBS Corp., 5.125%, 05/01/20 | 697,500 | 0.1 | |||||||||||
1,070,000 | DISH DBS Corp., 5.000%, 03/15/23 | 898,800 | 0.2 | |||||||||||
1,300,000 | DISH DBS Corp., 5.875%, 07/15/22 | 1,150,500 | 0.2 | |||||||||||
1,070,000 | DISH DBS Corp., 6.750%, 06/01/21 | 1,024,525 | 0.2 | |||||||||||
1,000,000 | Equinix, Inc., 4.875%, 04/01/20 | 1,022,500 | 0.2 | |||||||||||
715,000 | Equinix, Inc., 5.375%, 04/01/23 | 702,916 | 0.1 | |||||||||||
300,000 | Equinix, Inc., 5.750%, 01/01/25 | 299,250 | 0.1 | |||||||||||
560,000 | # | Frontier Communications Corp., 8.875%, 09/15/20 | 550,200 | 0.1 | ||||||||||
705,000 | # | Frontier Communications Corp., 10.500%, 09/15/22 | 687,375 | 0.1 | ||||||||||
1,400,000 | # | Frontier Communications Corp., 11.000%, 09/15/25 | 1,358,000 | 0.3 | ||||||||||
1,000,000 | Frontier Communications Corp., 7.625%, 04/15/24 | 840,000 | 0.2 | |||||||||||
200,000 | Frontier Communications Corp., 8.250%, 04/15/17 | 212,000 | 0.0 | |||||||||||
1,725,000 | GCI, Inc., 6.875%, 04/15/25 | 1,742,250 | 0.3 | |||||||||||
1,950,000 | Gray Television, Inc., 7.500%, 10/01/20 | 2,006,063 | 0.4 | |||||||||||
825,000 | # | Harron Communications L.P./Harron Finance Corp., 9.125%, 04/01/20 | 879,656 | 0.2 | ||||||||||
500,000 | Intelsat Jackson Holdings SA, 5.500%, 08/01/23 | 413,750 | 0.1 | |||||||||||
500,000 | Intelsat Jackson Holdings SA, 7.250%, 10/15/20 | 460,625 | 0.1 | |||||||||||
940,000 | Intelsat Jackson Holdings SA, 7.500%, 04/01/21 | 870,675 | 0.2 | |||||||||||
1,000,000 | Intelsat Luxembourg SA, 8.125%, 06/01/23 | 655,000 | 0.1 | |||||||||||
2,000,000 | Lamar Media Corp., 5.875%, 02/01/22 | 2,087,500 | 0.4 | |||||||||||
2,045,000 | # | Level 3 Financing, Inc., 5.125%, 05/01/23 | 1,958,088 | 0.4 | ||||||||||
1,607,000 | LIN Television Corp., 6.375%, 01/15/21 | 1,677,306 | 0.3 | |||||||||||
780,000 | # | Media General Financing Sub, Inc., 5.875%, 11/15/22 | 776,100 | 0.2 | ||||||||||
1,500,000 | Mediacom Broadband LLC / Mediacom Broadband Corp., 6.375%, 04/01/23 | 1,425,000 | 0.3 | |||||||||||
630,000 | MetroPCS Wireless, Inc., 6.625%, 11/15/20 | 641,813 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Communications: (continued) | ||||||||||||||
1,750,000 | # | Midcontinent Communications & Midcontinent Finance Corp., 6.250%, 08/01/21 | 1,750,000 | 0.3 | ||||||||||
1,000,000 | # | Midcontinent Communications & Midcontinent Finance Corp., 6.875%, 08/15/23 | 998,750 | 0.2 | ||||||||||
1,650,000 | # | Neptune Finco Corp., 10.875%, 10/15/25 | 1,670,625 | 0.3 | ||||||||||
1,500,000 | Netflix, Inc., 5.750%, 03/01/24 | 1,537,500 | 0.3 | |||||||||||
800,000 | # | Netflix, Inc., 5.875%, 02/15/25 | 826,000 | 0.2 | ||||||||||
1,500,000 | Nexstar Broadcasting, Inc., 6.875%, 11/15/20 | 1,550,625 | 0.3 | |||||||||||
1,250,000 | Nielsen Finance LLC / Nielsen Finance Co., 4.500%, 10/01/20 | 1,257,813 | 0.2 | |||||||||||
575,000 | # | Nielsen Finance LLC / Nielsen Finance Co., 5.000%, 04/15/22 | 558,469 | 0.1 | ||||||||||
2,925,000 | # | Numericable Group SA, 6.250%, 05/15/24 | 2,829,938 | 0.6 | ||||||||||
1,750,000 | # | Numericable Group SA, 6.000%, 05/15/22 | 1,690,938 | 0.3 | ||||||||||
1,830,000 | # | Plantronics, Inc., 5.500%, 05/31/23 | 1,839,150 | 0.4 | ||||||||||
665,000 | # | Sable International Finance Ltd., 6.875%, 08/01/22 | 673,313 | 0.1 | ||||||||||
1,000,000 | # | Sable International Finance Ltd., 8.750%, 02/01/20 | 1,053,750 | 0.2 | ||||||||||
1,650,000 | Sinclair Television Group, Inc., 6.125%, 10/01/22 | 1,641,750 | 0.3 | |||||||||||
500,000 | Sinclair Television Group, Inc., 6.375%, 11/01/21 | 505,000 | 0.1 | |||||||||||
2,060,000 | # | Sirius XM Radio, Inc., 5.750%, 08/01/21 | 2,069,013 | 0.4 | ||||||||||
1,160,000 | # | Sirius XM Radio, Inc., 6.000%, 07/15/24 | 1,168,700 | 0.2 | ||||||||||
1,400,000 | Sprint Capital Corp., 6.875%, 11/15/28 | 1,018,500 | 0.2 | |||||||||||
3,845,000 | Sprint Corp., 7.125%, 06/15/24 | 2,968,725 | 0.6 | |||||||||||
2,000,000 | Sprint Corp., 7.250%, 09/15/21 | 1,642,500 | 0.3 | |||||||||||
2,500,000 | Sprint Nextel Corp., 6.000%, 11/15/22 | 1,887,500 | 0.4 | |||||||||||
665,000 | # | Sprint Nextel Corp., 9.000%, 11/15/18 | 699,913 | 0.1 | ||||||||||
1,420,000 | Starz LLC / Starz Finance Corp., 5.000%, 09/15/19 | 1,416,450 | 0.3 | |||||||||||
600,000 | # | TEGNA, Inc., 5.500%, 09/15/24 | 585,000 | 0.1 | ||||||||||
1,750,000 | TEGNA, Inc., 6.375%, 10/15/23 | 1,841,875 | 0.4 | |||||||||||
400,000 | T-Mobile USA, Inc., 5.250%, 09/01/18 | 408,000 | 0.1 | |||||||||||
1,000,000 | T-Mobile USA, Inc., 6.125%, 01/15/22 | 967,500 | 0.2 | |||||||||||
780,000 | T-Mobile USA, Inc., 6.250%, 04/01/21 | 779,220 | 0.2 | |||||||||||
1,000,000 | T-Mobile USA, Inc., 6.000%, 03/01/23 | 967,500 | 0.2 |
See Accompanying Notes to Financial Statements
6 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Communications: (continued) | ||||||||||||||
1,000,000 | T-Mobile USA, Inc., 6.633%, 04/28/21 | 1,005,000 | 0.2 | |||||||||||
800,000 | T-Mobile USA, Inc., 6.731%, 04/28/22 | 800,000 | 0.2 | |||||||||||
250,000 | T-Mobile USA, Inc., 6.836%, 04/28/23 | 248,125 | 0.0 | |||||||||||
1,250,000 | # | Tribune Media Co., 5.875%, 07/15/22 | 1,215,625 | 0.2 | ||||||||||
3,000,000 | # | Univision Communications, Inc., 5.125%, 05/15/23 | 2,865,000 | 0.6 | ||||||||||
1,860,000 | # | West Corp., 5.375%, 07/15/22 | 1,725,150 | 0.3 | ||||||||||
1,200,000 | # | Wind Acquisition Finance SA, 4.750%, 07/15/20 | 1,191,000 | 0.2 | ||||||||||
1,310,000 | # | Wind Acquisition Finance SA, 7.375%, 04/23/21 | 1,296,900 | 0.3 | ||||||||||
2,045,000 | Windstream Corp., 7.500%, 04/01/23 | 1,523,525 | 0.3 | |||||||||||
2,140,000 | # | Zayo Group LLC / Zayo Capital, Inc., 6.000%, 04/01/23 | 2,081,150 | 0.4 | ||||||||||
101,290,159 | 19.6 | |||||||||||||
Consumer, Cyclical: 16.1% | ||||||||||||||
1,470,000 | Affinia Group, Inc., 7.750%, 05/01/21 | 1,550,850 | 0.3 | |||||||||||
1,070,000 | Allegion US Holding Co., Inc., 5.750%, 10/01/21 | 1,102,100 | 0.2 | |||||||||||
1,000,000 | AMC Entertainment, Inc., 5.750%, 06/15/25 | 975,000 | 0.2 | |||||||||||
500,000 | AMC Entertainment, Inc., 5.875%, 02/15/22 | 505,000 | 0.1 | |||||||||||
1,340,000 | # | American Tire Distributors, Inc., 10.250%, 03/01/22 | 1,373,500 | 0.3 | ||||||||||
2,095,000 | Asbury Automotive Group, Inc., 6.000%, 12/15/24 | 2,178,800 | 0.4 | |||||||||||
2,070,000 | # | Ashton Woods USA LLC, 6.875%, 02/15/21 | 1,914,750 | 0.4 | ||||||||||
1,320,000 | Boyd Gaming Corp., 6.875%, 05/15/23 | 1,346,400 | 0.3 | |||||||||||
1,500,000 | # | Building Materials Holding Corp., 9.000%, 09/15/18 | 1,586,250 | 0.3 | ||||||||||
1,920,000 | Caesars Entertainment Resort Properties LLC / Caesars Entertainment Resort Prope, 8.000%, 10/01/20 | 1,833,600 | 0.4 | |||||||||||
420,000 | # | Caleres, Inc., 6.250%, 08/15/23 | 423,150 | 0.1 | ||||||||||
1,535,000 | # | Carlson Wagonlit BV, 6.875%, 06/15/19 | 1,584,887 | 0.3 | ||||||||||
830,000 | # | Carmike Cinemas, Inc., 6.000%, 06/15/23 | 840,375 | 0.2 | ||||||||||
1,080,000 | # | CDR DB Sub, Inc., 7.750%, 10/15/20 | 745,200 | 0.1 | ||||||||||
1,365,000 | Cedar Fair L.P. / Canada's Wonderland Co. / Magnum Management Corp., 5.375%, 06/01/24 | 1,375,237 | 0.3 | |||||||||||
1,315,000 | Century Communities, Inc., 6.875%, 05/15/22 | 1,255,825 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Cyclical: (continued) | ||||||||||||||
1,800,000 | Chrysler Group LLC/CG Co-Issuer, Inc., 8.250%, 06/15/21 | 1,914,660 | 0.4 | |||||||||||
1,960,000 | Dana Holding Corp., 5.500%, 12/15/24 | 1,896,300 | 0.4 | |||||||||||
415,000 | # | Family Tree Escrow LLC, 5.250%, 03/01/20 | 427,616 | 0.1 | ||||||||||
2,085,000 | # | Family Tree Escrow LLC, 5.750%, 03/01/23 | 2,173,613 | 0.4 | ||||||||||
205,000 | FelCor Lodging L.P., 6.000%, 06/01/25 | 206,025 | 0.0 | |||||||||||
820,000 | Fiat Chrysler Automobiles NV, 5.250%, 04/15/23 | 768,750 | 0.1 | |||||||||||
825,000 | # | Guitar Center, Inc., 6.500%, 04/15/19 | 763,125 | 0.1 | ||||||||||
900,000 | # | Guitar Center, Inc., 9.625%, 04/15/20 | 760,500 | 0.1 | ||||||||||
1,400,000 | # | HD Supply, Inc., 5.250%, 12/15/21 | 1,412,250 | 0.3 | ||||||||||
2,690,000 | # | Hot Topic, Inc., 9.250%, 06/15/21 | 2,595,850 | 0.5 | ||||||||||
860,000 | # | International Game Technology PLC, 5.625%, 02/15/20 | 838,500 | 0.2 | ||||||||||
900,000 | # | International Game Technology PLC, 6.250%, 02/15/22 | 841,500 | 0.2 | ||||||||||
865,000 | # | International Game Technology PLC, 6.500%, 02/15/25 | 782,825 | 0.1 | ||||||||||
1,980,000 | JC Penney Corp., Inc., 8.125%, 10/01/19 | 1,989,900 | 0.4 | |||||||||||
1,450,000 | LKQ Corp., 4.750%, 05/15/23 | 1,402,875 | 0.3 | |||||||||||
2,000,000 | # | MCE Finance Ltd., 5.000%, 02/15/21 | 1,770,000 | 0.3 | ||||||||||
1,000,000 | Meritage Homes Corp., 7.150%, 04/15/20 | 1,092,500 | 0.2 | |||||||||||
1,065,000 | Meritage Homes Corp., 7.000%, 04/01/22 | 1,154,194 | 0.2 | |||||||||||
1,665,000 | Meritor, Inc., 6.250%, 02/15/24 | 1,594,238 | 0.3 | |||||||||||
1,000,000 | MGM Resorts International, 5.250%, 03/31/20 | 981,250 | 0.2 | |||||||||||
1,500,000 | MGM Resorts International, 6.000%, 03/15/23 | 1,458,750 | 0.3 | |||||||||||
1,500,000 | MGM Resorts International, 7.750%, 03/15/22 | 1,603,125 | 0.3 | |||||||||||
500,000 | MGM Resorts International, 8.625%, 02/01/19 | 551,250 | 0.1 | |||||||||||
1,678,000 | # | Michaels Stores, Inc., 5.875%, 12/15/20 | 1,757,705 | 0.3 | ||||||||||
1,100,000 | NCL Corp. Ltd., 5.000%, 02/15/18 | 1,119,250 | 0.2 | |||||||||||
300,000 | # | NCL Corp. Ltd., 5.250%, 11/15/19 | 307,314 | 0.1 | ||||||||||
250,000 | # | Neiman Marcus Group LLC., 8.000%, 10/15/21 | 258,750 | 0.0 | ||||||||||
1,750,000 | #,& | Neiman Marcus Group LLC., 8.750%, 10/15/21 | 1,811,250 | 0.3 | ||||||||||
1,545,000 | Oshkosh Corp., 5.375%, 03/01/22 | 1,575,900 | 0.3 | |||||||||||
400,000 | # | Party City Holdings, Inc., 6.125%, 08/15/23 | 405,000 | 0.1 |
See Accompanying Notes to Financial Statements
7 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Cyclical: (continued) | ||||||||||||||
2,085,000 | # | Rite Aid Corp., 6.125%, 04/01/23 | 2,077,181 | 0.4 | ||||||||||
240,000 | # | Rite Aid Corp., 6.875%, 12/15/28 | 254,400 | 0.0 | ||||||||||
1,685,000 | # | RSI Home Products, Inc., 6.500%, 03/15/23 | 1,693,425 | 0.3 | ||||||||||
600,000 | Ryland Group, Inc., 5.375%, 10/01/22 | 609,000 | 0.1 | |||||||||||
750,000 | Ryland Group, Inc., 6.625%, 05/01/20 | 819,375 | 0.2 | |||||||||||
2,000,000 | # | Schaeffler Finance BV, 4.250%, 05/15/21 | 1,930,000 | 0.4 | ||||||||||
250,000 | #,& | Schaeffler Holding Finance BV, 6.750%, 11/15/22 | 270,000 | 0.1 | ||||||||||
1,351,000 | #,& | Schaeffler Holding Finance BV, 6.875%, 08/15/18 | 1,396,596 | 0.3 | ||||||||||
790,000 | # | Scientific Games International, Inc., 7.000%, 01/01/22 | 784,075 | 0.2 | ||||||||||
1,185,000 | Scientific Games International, Inc., 10.000%, 12/01/22 | 1,036,875 | 0.2 | |||||||||||
420,000 | # | Shea Homes L.P. / Shea Homes Funding Corp., 5.875%, 04/01/23 | 431,550 | 0.1 | ||||||||||
420,000 | # | Shea Homes L.P. / Shea Homes Funding Corp., 6.125%, 04/01/25 | 431,550 | 0.1 | ||||||||||
2,000,000 | Sonic Automotive, Inc., 5.000%, 05/15/23 | 1,925,000 | 0.4 | |||||||||||
1,910,000 | Springs Industries, Inc., 6.250%, 06/01/21 | 1,900,450 | 0.4 | |||||||||||
1,100,000 | CalAtlantic Group, Inc., 8.375%, 01/15/21 | 1,298,000 | 0.2 | |||||||||||
1,450,000 | # | Tops Holding LLC / Tops Markets II Corp., 8.000%, 06/15/22 | 1,457,250 | 0.3 | ||||||||||
800,000 | United Continental Holdings, Inc., 6.375%, 06/01/18 | 842,000 | 0.2 | |||||||||||
1,500,000 | US Airways Group, Inc., 6.125%, 06/01/18 | 1,545,000 | 0.3 | |||||||||||
1,830,000 | # | Viking Cruises Ltd., 8.500%, 10/15/22 | 2,013,000 | 0.4 | ||||||||||
245,000 | # | WMG Acquisition Corp., 5.625%, 04/15/22 | 238,263 | 0.0 | ||||||||||
1,960,000 | # | WMG Acquisition Corp., 6.750%, 04/15/22 | 1,857,100 | 0.4 | ||||||||||
1,125,000 | Wolverine World Wide, Inc., 6.125%, 10/15/20 | 1,174,219 | 0.2 | |||||||||||
82,789,998 | 16.1 | |||||||||||||
Consumer, Non-cyclical: 22.3% | ||||||||||||||
1,660,000 | Acadia Healthcare Co., Inc., 5.125%, 07/01/22 | 1,639,250 | 0.3 | |||||||||||
1,000,000 | Acadia Healthcare Co., Inc., 5.625%, 02/15/23 | 1,007,500 | 0.2 | |||||||||||
1,750,000 | # | Albea Beauty Holdings SA, 8.375%, 11/01/19 | 1,846,250 | 0.4 | ||||||||||
1,061,000 | # | Albertsons Holdings LLC/Saturn Acquisition Merger Sub, Inc., 7.750%, 10/15/22 | 1,140,893 | 0.2 | ||||||||||
830,000 | # | Alere, Inc., 6.375%, 07/01/23 | 844,525 | 0.2 | ||||||||||
1,800,000 | # | Alliance Data Systems Corp., 5.375%, 08/01/22 | 1,759,500 | 0.3 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
1,210,000 | Amsurg Corp., 5.625%, 11/30/20 | 1,234,200 | 0.2 | |||||||||||
1,805,000 | Amsurg Corp., 5.625%, 07/15/22 | 1,809,512 | 0.4 | |||||||||||
1,860,000 | # | Anna Merger Sub, Inc., 7.750%, 10/01/22 | 1,753,050 | 0.3 | ||||||||||
1,150,000 | ARAMARK Corp., 5.750%, 03/15/20 | 1,195,827 | 0.2 | |||||||||||
2,500,000 | # | Ashtead Capital, Inc., 6.500%, 07/15/22 | 2,625,000 | 0.5 | ||||||||||
1,320,000 | #,& | BI-LO LLC / BI-LO Finance Corp., 8.625%, 09/15/18 | 1,194,600 | 0.2 | ||||||||||
835,000 | # | BI-LO LLC / BI-LO Finance Corp., 9.250%, 02/15/19 | 847,525 | 0.2 | ||||||||||
1,250,000 | # | Brand Energy & Infrastructure Services, Inc., 8.500%, 12/01/21 | 1,121,875 | 0.2 | ||||||||||
1,836,000 | # | Bumble Bee Holdings, Inc., 9.000%, 12/15/17 | 1,877,310 | 0.4 | ||||||||||
1,430,000 | # | C&S Group Enterprises LLC, 5.375%, 07/15/22 | 1,308,450 | 0.3 | ||||||||||
1,913,000 | #,& | Capsugel SA, 7.000%, 05/15/19 | 1,911,804 | 0.4 | ||||||||||
1,245,000 | # | CEB, Inc., 5.625%, 06/15/23 | 1,245,000 | 0.2 | ||||||||||
710,000 | # | Ceridian HCM Holding, Inc., 11.000%, 03/15/21 | 652,312 | 0.1 | ||||||||||
600,000 | CHS/Community Health Systems, Inc., 5.125%, 08/15/18 | 615,000 | 0.1 | |||||||||||
1,000,000 | CHS/Community Health Systems, Inc., 6.875%, 02/01/22 | 1,023,710 | 0.2 | |||||||||||
190,000 | CHS/Community Health Systems, Inc., 7.125%, 07/15/20 | 198,075 | 0.0 | |||||||||||
250,000 | CHS/Community Health Systems, Inc., 8.000%, 11/15/19 | 260,781 | 0.0 | |||||||||||
1,710,000 | Cott Beverages, Inc., 6.750%, 01/01/20 | 1,761,300 | 0.3 | |||||||||||
1,340,000 | DaVita HealthCare Partners, Inc., 5.125%, 07/15/24 | 1,318,392 | 0.3 | |||||||||||
595,000 | DaVita HealthCare Partners, Inc., 5.000%, 05/01/25 | 572,687 | 0.1 | |||||||||||
1,035,000 | # | Endo Finance LLC, 5.375%, 01/15/23 | 997,481 | 0.2 | ||||||||||
620,000 | # | Endo Finance LLC, 6.000%, 07/15/23 | 615,350 | 0.1 | ||||||||||
1,915,000 | # | Envision Healthcare Corp., 5.125%, 07/01/22 | 1,900,637 | 0.4 | ||||||||||
600,000 | H&E Equipment Services, Inc., 7.000%, 09/01/22 | 585,000 | 0.1 | |||||||||||
3,120,000 | HCA Holdings, Inc., 6.250%, 02/15/21 | 3,330,600 | 0.6 | |||||||||||
1,080,000 | HCA, Inc., 5.250%, 04/15/25 | 1,104,300 | 0.2 | |||||||||||
2,815,000 | HCA, Inc., 5.375%, 02/01/25 | 2,800,925 | 0.5 | |||||||||||
1,800,000 | HCA, Inc., 7.500%, 02/15/22 | 2,038,500 | 0.4 | |||||||||||
1,630,000 | HealthSouth Corp., 5.750%, 11/01/24 | 1,613,700 | 0.3 |
See Accompanying Notes to Financial Statements
8 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
250,000 | # | HealthSouth Corp., 5.750%, 11/01/24 | 247,500 | 0.0 | ||||||||||
1,500,000 | Hertz Corp., 6.750%, 04/15/19 | 1,530,000 | 0.3 | |||||||||||
1,305,000 | # | Hill-Rom Holdings, Inc., 5.750%, 09/01/23 | 1,314,787 | 0.3 | ||||||||||
1,480,000 | Immucor, Inc., 11.125%, 08/15/19 | 1,531,800 | 0.3 | |||||||||||
2,095,000 | # | Jaguar Holding Co. II / Pharmaceutical Product Development LLC, 6.375%, 08/01/23 | 2,042,625 | 0.4 | ||||||||||
830,000 | # | JBS USA LLC / JBS USA Finance, Inc., 5.750%, 06/15/25 | 763,600 | 0.1 | ||||||||||
750,000 | # | JBS USA LLC / JBS USA Finance, Inc., 5.875%, 07/15/24 | 705,000 | 0.1 | ||||||||||
1,150,000 | # | JBS USA LLC / JBS USA Finance, Inc., 7.250%, 06/01/21 | 1,198,875 | 0.2 | ||||||||||
1,000,000 | # | KeHE Distributors LLC / KeHE Finance Corp., 7.625%, 08/15/21 | 1,052,500 | 0.2 | ||||||||||
1,248,693 | Kindred Healthcare, Inc., 4.250%, 04/09/21 | 1,247,632 | 0.2 | |||||||||||
1,460,000 | # | Live Nation Entertainment, Inc., 5.375%, 06/15/22 | 1,438,100 | 0.3 | ||||||||||
1,975,000 | # | Logo Merger Sub Corp., 8.375%, 10/15/20 | 1,984,875 | 0.4 | ||||||||||
615,000 | # | Mallinckrodt International Finance SA / Mallinckrodt CB LLC, 5.625%, 10/15/23 | 561,956 | 0.1 | ||||||||||
2,080,000 | # | Midas Intermediate Holdco II LLC / Midas Intermediate Holdco II Finance, Inc., 7.875%, 10/01/22 | 2,038,400 | 0.4 | ||||||||||
2,625,000 | # | MPH Acquisition Holdings LLC, 6.625%, 04/01/22 | 2,631,562 | 0.5 | ||||||||||
1,975,000 | # | Multi-Color Corp., 6.125%, 12/01/22 | 2,029,313 | 0.4 | ||||||||||
1,500,000 | # | Mustang Merger Corp., 8.500%, 08/15/21 | 1,563,750 | 0.3 | ||||||||||
900,000 | # | Post Holdings, Inc., 7.750%, 03/15/24 | 924,750 | 0.2 | ||||||||||
900,000 | # | Post Holdings, Inc., 8.000%, 07/15/25 | 928,688 | 0.2 | ||||||||||
1,635,000 | Quad/Graphics, Inc., 7.000%, 05/01/22 | 1,471,500 | 0.3 | |||||||||||
1,250,000 | Reynolds Group Issuer, Inc., 7.875%, 08/15/19 | 1,300,938 | 0.3 | |||||||||||
1,250,000 | Reynolds Group Issuer, Inc., 9.000%, 04/15/19 | 1,265,625 | 0.2 | |||||||||||
750,000 | Reynolds Group Issuer, Inc., 9.875%, 08/15/19 | 777,656 | 0.1 | |||||||||||
585,000 | RR Donnelley & Sons Co., 6.000%, 04/01/24 | 540,394 | 0.1 | |||||||||||
500,000 | RR Donnelley & Sons Co., 6.500%, 11/15/23 | 471,875 | 0.1 | |||||||||||
500,000 | RR Donnelley & Sons Co., 7.000%, 02/15/22 | 486,875 | 0.1 | |||||||||||
750,000 | RR Donnelley & Sons Co., 7.875%, 03/15/21 | 782,813 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
1,495,000 | # | Safway Group Holding LLC / Safway Finance Corp., 7.000%, 05/15/18 | 1,537,981 | 0.3 | ||||||||||
2,000,000 | Service Corp. International/US, 5.375%, 05/15/24 | 2,092,500 | 0.4 | |||||||||||
420,000 | ServiceMaster Co., 7.450%, 08/15/27 | 424,200 | 0.1 | |||||||||||
1,050,000 | # | Shearer's Foods, LLC / Chip Fin Corp., 9.000%, 11/01/19 | 1,118,250 | 0.2 | ||||||||||
855,000 | # | Spectrum Brands, Inc., 5.750%, 07/15/25 | 876,375 | 0.2 | ||||||||||
1,100,000 | Spectrum Brands, Inc., 6.375%, 11/15/20 | 1,169,163 | 0.2 | |||||||||||
1,440,000 | # | Sterigenics-Nordion Holdings LLC, 6.500%, 05/15/23 | 1,432,800 | 0.3 | ||||||||||
1,580,000 | Teleflex, Inc., 5.250%, 06/15/24 | 1,595,800 | 0.3 | |||||||||||
1,000,000 | Tenet Healthcare Corp., 6.000%, 10/01/20 | 1,057,500 | 0.2 | |||||||||||
595,000 | Tenet Healthcare Corp., 6.250%, 11/01/18 | 636,650 | 0.1 | |||||||||||
1,975,000 | Tenet Healthcare Corp., 6.750%, 02/01/20 | 2,029,313 | 0.4 | |||||||||||
1,910,000 | Tenet Healthcare Corp., 6.750%, 06/15/23 | 1,900,450 | 0.4 | |||||||||||
1,000,000 | Tenet Healthcare Corp., 8.125%, 04/01/22 | 1,065,400 | 0.2 | |||||||||||
750,000 | Truven Health Analytics, Inc., 10.625%, 06/01/20 | 787,500 | 0.2 | |||||||||||
1,500,000 | United Rentals North America, Inc., 6.125%, 06/15/23 | 1,503,750 | 0.3 | |||||||||||
385,000 | United Rentals North America, Inc., 7.375%, 05/15/20 | 406,175 | 0.1 | |||||||||||
785,000 | United Rentals North America, Inc., 7.625%, 04/15/22 | 837,988 | 0.2 | |||||||||||
1,950,000 | # | Universal Health Services, Inc., 4.750%, 08/01/22 | 1,993,875 | 0.4 | ||||||||||
1,250,000 | US Foods, Inc., 8.500%, 06/30/19 | 1,296,875 | 0.3 | |||||||||||
1,500,000 | # | Valeant Pharmaceuticals International, Inc., 5.500%, 03/01/23 | 1,425,000 | 0.3 | ||||||||||
2,000,000 | # | Valeant Pharmaceuticals International, Inc., 7.500%, 07/15/21 | 2,065,000 | 0.4 | ||||||||||
1,500,000 | # | Valeant Pharmaceuticals International, 6.750%, 08/15/18 | 1,529,063 | 0.3 | ||||||||||
1,025,000 | # | Valeant Pharmaceuticals International, 6.750%, 08/15/21 | 1,037,813 | 0.2 | ||||||||||
490,000 | # | VPI Escrow Corp., 6.375%, 10/15/20 | 488,469 | 0.1 | ||||||||||
420,000 | # | VRX Escrow Corp., 5.375%, 03/15/20 | 409,238 | 0.1 | ||||||||||
995,000 | # | VRX Escrow Corp., 5.875%, 05/15/23 | 956,444 | 0.2 |
See Accompanying Notes to Financial Statements
9 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
920,000 | # | VRX Escrow Corp., 6.125%, 04/15/25 | 883,568 | 0.2 | ||||||||||
1,740,000 | WhiteWave Foods Co., 5.375%, 10/01/22 | 1,809,600 | 0.4 | |||||||||||
114,950,950 | 22.3 | |||||||||||||
Diversified: 1.6% | ||||||||||||||
1,900,000 | & | Alphabet Holding Co., Inc., 7.750%, 11/01/17 | 1,852,500 | 0.4 | ||||||||||
2,595,000 | # | Argos Merger Sub, Inc., 7.125%, 03/15/23 | 2,630,681 | 0.5 | ||||||||||
715,000 | #,& | Carlson Travel Holdings, Inc., 7.500%, 08/15/19 | 718,575 | 0.1 | ||||||||||
615,000 | # | Horizon Pharma Financing, Inc., 6.625%, 05/01/23 | 545,044 | 0.1 | ||||||||||
1,440,000 | # | James Hardie International Finance Ltd, 5.875%, 02/15/23 | 1,465,200 | 0.3 | ||||||||||
779,000 | # | The Nielsen Co. Luxembourg SARL, 5.500%, 10/01/21 | 778,026 | 0.2 | ||||||||||
7,990,026 | 1.6 | |||||||||||||
Energy: 8.8% | ||||||||||||||
1,055,000 | Alta Mesa Holdings / Alta Mesa Finance Services Corp., 9.625%, 10/15/18 | 561,787 | 0.1 | |||||||||||
1,500,000 | Antero Resources Corp., 5.125%, 12/01/22 | 1,297,500 | 0.3 | |||||||||||
1,970,000 | # | Blue Racer Midstream LLC / Blue Racer Finance Corp., 6.125%, 11/15/22 | 1,881,350 | 0.4 | ||||||||||
1,600,000 | Bonanza Creek Energy, Inc., 6.750%, 04/15/21 | 1,128,000 | 0.2 | |||||||||||
1,290,000 | Calumet Specialty Products Partners L.P. / Calumet Finance Corp., 6.500%, 04/15/21 | 1,167,450 | 0.2 | |||||||||||
750,000 | # | Calumet Specialty Products Partners L.P. / Calumet Finance Corp., 7.750%, 04/15/23 | 692,340 | 0.1 | ||||||||||
820,000 | Carrizo Oil & Gas, Inc., 6.250%, 04/15/23 | 723,650 | 0.1 | |||||||||||
750,000 | Chaparral Energy, Inc., 7.625%, 11/15/22 | 225,000 | 0.0 | |||||||||||
895,000 | Chaparral Energy, Inc., 8.250%, 09/01/21 | 276,913 | 0.1 | |||||||||||
2,275,000 | Chesapeake Energy Corp., 6.125%, 02/15/21 | 1,596,766 | 0.3 | |||||||||||
1,200,000 | Chesapeake Energy Corp., 6.625%, 08/15/20 | 897,744 | 0.2 | |||||||||||
1,500,000 | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 6.125%, 03/01/22 | 1,306,050 | 0.3 | |||||||||||
1,800,000 | # | CrownRock L.P. / CrownRock Finance, Inc., 7.125%, 04/15/21 | 1,737,000 | 0.3 | ||||||||||
250,000 | # | CrownRock L.P. / CrownRock Finance, Inc., 7.750%, 02/15/23 | 246,250 | 0.0 | ||||||||||
1,200,000 | Energy Transfer Equity L.P., 7.500%, 10/15/20 | 1,215,000 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Energy: (continued) | ||||||||||||||
1,240,000 | EP Energy LLC / Everest Acquisition Finance, Inc., 6.375%, 06/15/23 | 923,800 | 0.2 | |||||||||||
820,000 | # | Halcon Resources Corp., 8.625%, 02/01/20 | 684,700 | 0.1 | ||||||||||
1,750,000 | # | Hilcorp Energy I L.P./Hilcorp Finance Co., 5.000%, 12/01/24 | 1,496,250 | 0.3 | ||||||||||
500,000 | Legacy Reserves L.P. / Legacy Reserves Finance Corp., 6.625%, 12/01/21 | 342,500 | 0.1 | |||||||||||
500,000 | Legacy Reserves L.P. / Legacy Reserves Finance Corp., 8.000%, 12/01/20 | 362,500 | 0.1 | |||||||||||
1,345,000 | Linn Energy LLC / Linn Energy Finance Corp., 6.250%, 11/01/19 | 363,150 | 0.1 | |||||||||||
525,000 | Linn Energy LLC / Linn Energy Finance Corp., 7.750%, 02/01/21 | 123,375 | 0.0 | |||||||||||
1,135,000 | # | Lonestar Resources America, Inc., 8.750%, 04/15/19 | 754,775 | 0.1 | ||||||||||
1,500,000 | Memorial Production Partners L.P. / Memorial Production Finance Corp., 7.625%, 05/01/21 | 1,020,000 | 0.2 | |||||||||||
1,050,000 | Memorial Resource Development Corp., 5.875%, 07/01/22 | 960,750 | 0.2 | |||||||||||
1,910,000 | Murphy Oil USA, Inc., 6.000%, 08/15/23 | 1,962,525 | 0.4 | |||||||||||
1,815,000 | Noble Energy, Inc., 5.625%, 05/01/21 | 1,828,052 | 0.4 | |||||||||||
140,000 | Noble Energy, Inc., 5.875%, 06/01/24 | 139,534 | 0.0 | |||||||||||
825,000 | Northern Oil And Gas, Inc., 8.000%, 06/01/20 | 617,719 | 0.1 | |||||||||||
360,000 | # | Paragon Offshore PLC, 6.750%, 07/15/22 | 50,400 | 0.0 | ||||||||||
720,000 | # | Paragon Offshore PLC, 7.250%, 08/15/24 | 100,800 | 0.0 | ||||||||||
1,235,000 | # | PBF Logistics L.P. / PBF Logistics Finance Corp., 6.875%, 05/15/23 | 1,077,537 | 0.2 | ||||||||||
1,655,000 | Regency Energy Partners L.P. / Regency Energy Finance Corp., 4.500%, 11/01/23 | 1,533,038 | 0.3 | |||||||||||
360,000 | Regency Energy Partners L.P. / Regency Energy Finance Corp., 5.000%, 10/01/22 | 352,105 | 0.1 | |||||||||||
1,950,000 | # | Rockies Express Pipeline, LLC, 5.625%, 04/15/20 | 1,901,250 | 0.4 | ||||||||||
360,000 | Rose Rock Midstream L.P. / Rose Rock Finance Corp., 5.625%, 07/15/22 | 318,600 | 0.1 | |||||||||||
1,690,000 | Sanchez Energy Corp., 6.125%, 01/15/23 | 1,140,750 | �� | 0.2 | ||||||||||
1,995,000 | SemGroup Corp., 7.500%, 06/15/21 | 1,885,275 | 0.4 | |||||||||||
1,835,000 | Seventy Seven Energy, Inc., 6.500%, 07/15/22 | 724,825 | 0.1 |
See Accompanying Notes to Financial Statements
10 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Energy: (continued) | ||||||||||||||
600,000 | SM Energy Co., 6.500%, 01/01/23 | 561,000 | 0.1 | |||||||||||
1,000,000 | Summit Midstream Holdings LLC / Summit Midstream Finance Corp., 7.500%, 07/01/21 | 965,000 | 0.2 | |||||||||||
405,000 | # | SunCoke Energy Partners L.P. / SunCoke Energy Partners Finance Corp., 7.375%, 02/01/20 | 360,369 | 0.1 | ||||||||||
500,000 | # | SunCoke Energy Partners L.P. / SunCoke Energy Partners Finance Corp., 7.375%, 02/01/20 | 444,900 | 0.1 | ||||||||||
520,000 | # | SunCoke Energy Partners L.P. / SunCoke Energy Partners Finance Corp., 7.375%, 02/01/20 | 462,696 | 0.1 | ||||||||||
188,000 | SunCoke Energy, Inc., 7.625%, 08/01/19 | 190,021 | 0.0 | |||||||||||
1,725,000 | # | Sunoco L.P. / Sunoco Finance Corp., 6.375%, 04/01/23 | 1,694,813 | 0.3 | ||||||||||
1,645,000 | # | Talos Production LLC, 9.750%, 02/15/18 | 1,126,825 | 0.2 | ||||||||||
545,000 | # | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 6.750%, 03/15/24 | 521,156 | 0.1 | ||||||||||
2,000,000 | Tesoro Logistics L.P. / Tesoro Logistics Finance Corp., 6.125%, 10/15/21 | 1,975,000 | 0.4 | |||||||||||
1,865,000 | WPX Energy, Inc., 6.000%, 01/15/22 | 1,613,225 | 0.3 | |||||||||||
45,532,015 | 8.8 | |||||||||||||
Financial: 6.9% | ||||||||||||||
2,935,000 | AerCap Ireland Capital Ltd / AerCap Global Aviation Trust, 4.500%, 05/15/21 | 2,938,669 | 0.6 | |||||||||||
500,000 | Ally Financial, Inc., 3.125%, 01/15/16 | 498,750 | 0.1 | |||||||||||
1,000,000 | Ally Financial, Inc., 3.500%, 01/27/19 | 990,000 | 0.2 | |||||||||||
2,000,000 | Ally Financial, Inc., 4.125%, 03/30/20 | 1,983,750 | 0.4 | |||||||||||
1,500,000 | Ally Financial, Inc., 7.500%, 09/15/20 | 1,706,250 | 0.3 | |||||||||||
735,000 | Ally Financial, Inc., 8.000%, 03/15/20 | 847,087 | 0.2 | |||||||||||
540,000 | American General Finance Corp., 5.400%, 12/01/15 | 540,675 | 0.1 | |||||||||||
1,850,000 | CBRE Services, Inc., 5.250%, 03/15/25 | 1,879,659 | 0.4 | |||||||||||
520,000 | CIT Group, Inc., 4.250%, 08/15/17 | 527,800 | 0.1 | |||||||||||
1,500,000 | CIT Group, Inc., 5.250%, 03/15/18 | 1,545,000 | 0.3 | |||||||||||
250,000 | CIT Group, Inc., 5.375%, 05/15/20 | 262,500 | 0.0 | |||||||||||
250,000 | CIT Group, Inc., 5.000%, 05/15/17 | 256,094 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
810,000 | CIT Group, Inc., 5.000%, 08/15/22 | 811,012 | 0.2 | |||||||||||
290,000 | # | CIT Group, Inc., 6.625%, 04/01/18 | 307,400 | 0.1 | ||||||||||
1,150,000 | # | CNG Holdings, Inc./OH, 9.375%, 05/15/20 | 615,250 | 0.1 | ||||||||||
1,225,000 | Communications Sales & Leasing, Inc. / CSL Capital LLC, 8.250%, 10/15/23 | 1,053,500 | 0.2 | |||||||||||
1,650,000 | Crown Castle International Corp., 5.250%, 01/15/23 | 1,751,392 | 0.3 | |||||||||||
205,000 | # | Energizer Holdings, Inc., 5.500%, 06/15/25 | 200,131 | 0.0 | ||||||||||
1,650,000 | # | ESH Hospitality, Inc., 5.250%, 05/01/25 | 1,629,375 | 0.3 | ||||||||||
500,000 | Icahn Enterprises L.P. / Icahn Enterprises Finance Corp., 4.875%, 03/15/19 | 502,000 | 0.1 | |||||||||||
1,000,000 | Icahn Enterprises L.P. / Icahn Enterprises Finance Corp., 6.000%, 08/01/20 | 1,033,750 | 0.2 | |||||||||||
1,115,000 | International Lease Finance Corp., 5.875%, 08/15/22 | 1,190,262 | 0.2 | |||||||||||
510,000 | International Lease Finance Corp., 6.250%, 05/15/19 | 544,425 | 0.1 | |||||||||||
470,000 | International Lease Finance Corp., 8.250%, 12/15/20 | 551,075 | 0.1 | |||||||||||
435,000 | # | Iron Mountain, Inc., 6.000%, 10/01/20 | 440,307 | 0.1 | ||||||||||
335,000 | iStar Financial, Inc., 4.000%, 11/01/17 | 323,275 | 0.1 | |||||||||||
670,000 | iStar Financial, Inc., 5.000%, 07/01/19 | 639,428 | 0.1 | |||||||||||
1,965,000 | Navient Corp., 5.875%, 10/25/24 | 1,547,438 | 0.3 | |||||||||||
1,320,000 | # | Rayonier AM Products, Inc., 5.500%, 06/01/24 | 996,600 | 0.2 | ||||||||||
500,000 | # | Realogy Corp., 7.625%, 01/15/20 | 523,750 | 0.1 | ||||||||||
1,290,000 | # | Realogy Group LLC / Realogy Co-Issuer Corp., 5.250%, 12/01/21 | 1,304,513 | 0.3 | ||||||||||
410,000 | # | RHP Hotel Properties L.P. / RHP Finance Corp., 5.000%, 04/15/23 | 410,000 | 0.1 | ||||||||||
750,000 | Sabra Health Care L.P. / Sabra Capital Corp., 5.500%, 02/01/21 | 783,750 | 0.2 | |||||||||||
2,000,000 | #,& | Sophia Holding Finance L.P. / Sophia Holding Finance, Inc., 9.625%, 12/01/18 | 2,047,500 | 0.4 | ||||||||||
400,000 | Springleaf Finance Corp., 5.250%, 12/15/19 | 392,000 | 0.1 | |||||||||||
595,000 | Springleaf Finance Corp., 6.900%, 12/15/17 | 623,263 | 0.1 | |||||||||||
1,200,000 | Synovus Financial Corp., 5.125%, 06/15/17 | 1,224,000 | 0.2 | |||||||||||
35,421,630 | 6.9 |
See Accompanying Notes to Financial Statements
11 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Industrial: 8.2% | ||||||||||||||
1,509,000 | ADS Waste Holdings, Inc., 8.250%, 10/01/20 | 1,512,772 | 0.3 | |||||||||||
370,000 | # | AECOM Technology Corp., 5.750%, 10/15/22 | 373,700 | 0.1 | ||||||||||
870,000 | # | AECOM Technology Corp., 5.875%, 10/15/24 | 878,700 | 0.2 | ||||||||||
125,000 | Allegion PLC, 5.875%, 09/15/23 | 128,437 | 0.0 | |||||||||||
1,165,000 | Anixter, Inc., 5.625%, 05/01/19 | 1,226,163 | 0.2 | |||||||||||
1,600,623 | #,& | Ardagh Finance Holdings SA, 8.625%, 06/15/19 | 1,644,640 | 0.3 | ||||||||||
1,000,000 | # | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 6.750%, 01/31/21 | 1,007,500 | 0.2 | ||||||||||
88,235 | # | Ardagh Packaging Finance PLC, 7.000%, 11/15/20 | 88,676 | 0.0 | ||||||||||
830,000 | # | ATS Automation Tooling Systems, Inc., 6.500%, 06/15/23 | 834,150 | 0.2 | ||||||||||
1,480,000 | # | BC Mountain LLC / BC Mountain Finance, Inc., 7.000%, 02/01/21 | 1,221,000 | 0.2 | ||||||||||
250,000 | # | Beverage Packaging Holdings Luxembourg II SA / Beverage Packaging Holdings II Is, 6.000%, 06/15/17 | 245,625 | 0.1 | ||||||||||
1,750,000 | # | Builders FirstSource, Inc., 10.750%, 08/15/23 | 1,756,563 | 0.3 | ||||||||||
1,765,000 | # | Building Materials Corp. of America, 6.000%, 10/15/25 | 1,791,475 | 0.3 | ||||||||||
165,000 | # | Building Materials Corp. of America, 6.750%, 05/01/21 | 176,344 | 0.0 | ||||||||||
1,500,000 | # | Cleaver-Brooks, Inc., 8.750%, 12/15/19 | 1,425,000 | 0.3 | ||||||||||
1,250,000 | # | Dematic SA / DH Services Luxembourg Sarl, 7.750%, 12/15/20 | 1,268,750 | 0.2 | ||||||||||
205,000 | # | EnerSys, 5.000%, 04/30/23 | 199,875 | 0.0 | ||||||||||
1,250,000 | # | Gardner Denver, Inc., 6.875%, 08/15/21 | 1,112,500 | 0.2 | ||||||||||
1,720,000 | # | Gates Global LLC / Gates Global Co., 6.000%, 07/15/22 | 1,393,200 | 0.3 | ||||||||||
500,000 | Headwaters, Inc., 7.250%, 01/15/19 | 517,500 | 0.1 | |||||||||||
880,000 | # | JM Huber Corp., 9.875%, 11/01/19 | 930,802 | 0.2 | ||||||||||
1,110,000 | Kemet Corp., 10.500%, 05/01/18 | 1,029,525 | 0.2 | |||||||||||
1,265,000 | # | Masonite International Corp., 5.625%, 03/15/23 | 1,296,625 | 0.3 | ||||||||||
500,000 | # | Milacron LLC / Mcron Finance Corp., 7.750%, 02/15/21 | 512,500 | 0.1 | ||||||||||
1,600,000 | Nortek, Inc., 8.500%, 04/15/21 | 1,688,000 | 0.3 | |||||||||||
1,230,000 | # | Orbital ATK, Inc., 5.500%, 10/01/23 | 1,234,613 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Industrial: (continued) | ||||||||||||||
225,000 | # | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/23 | 227,250 | 0.0 | ||||||||||
1,975,000 | # | Owens-Brockway Glass Container, Inc., 6.375%, 08/15/25 | 1,998,453 | 0.4 | ||||||||||
1,620,000 | # | PaperWorks Industries, Inc., 9.500%, 08/15/19 | 1,571,400 | 0.3 | ||||||||||
2,000,000 | # | Plastipak Holdings, Inc., 6.500%, 10/01/21 | 1,920,000 | 0.4 | ||||||||||
1,625,000 | # | Sanmina Corp., 4.375%, 06/01/19 | 1,637,188 | 0.3 | ||||||||||
1,030,000 | SBA Communications Corp., 4.875%, 07/15/22 | 1,014,550 | 0.2 | |||||||||||
500,000 | # | Sealed Air Corp., 4.875%, 12/01/22 | 496,250 | 0.1 | ||||||||||
1,000,000 | # | Sealed Air Corp., 5.125%, 12/01/24 | 982,500 | 0.2 | ||||||||||
500,000 | # | Sealed Air Corp., 5.500%, 09/15/25 | 508,750 | 0.1 | ||||||||||
820,000 | # | TransDigm, Inc., 6.500%, 05/15/25 | 773,875 | 0.2 | ||||||||||
1,000,000 | TransDigm, Inc., 6.500%, 07/15/24 | 944,850 | 0.2 | |||||||||||
1,000,000 | TransDigm, Inc., 6.000%, 07/15/22 | 937,500 | 0.2 | |||||||||||
1,485,000 | # | Waterjet Holdings, Inc., 7.625%, 02/01/20 | 1,492,425 | 0.3 | ||||||||||
1,500,000 | # | Wise Metals Group LLC, 8.750%, 12/15/18 | 1,447,500 | 0.3 | ||||||||||
325,000 | # | Wise Metals Intermediate Holdings LLC/Wise Holdings Finance Corp., 9.750%, 06/15/19 | 314,031 | 0.1 | ||||||||||
830,000 | # | XPO Logistics, Inc., 6.500%, 06/15/22 | 704,981 | 0.1 | ||||||||||
42,466,138 | 8.2 | |||||||||||||
Technology: 5.5% | ||||||||||||||
1,000,000 | # | ACI Worldwide, Inc., 6.375%, 08/15/20 | 1,047,500 | 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 | 1,321,750 | 0.3 | |||||||||||
1,040,000 | # | Audatex North America, Inc., 6.125%, 11/01/23 | 1,049,100 | 0.2 | ||||||||||
770,000 | # | Audatex North America, Inc., 6.000%, 06/15/21 | 774,420 | 0.2 | ||||||||||
1,750,000 | # | BMC Software Finance, Inc., 8.125%, 07/15/21 | 1,420,781 | 0.3 | ||||||||||
900,000 | #,& | Boxer Parent Co., Inc., 9.000%, 10/15/19 | 642,375 | 0.1 | ||||||||||
1,500,000 | CDW LLC / CDW Finance Corp., 5.500%, 12/01/24 | 1,503,750 | 0.3 | |||||||||||
800,000 | CDW LLC / CDW Finance Corp., 6.000%, 08/15/22 | 837,000 | 0.2 | |||||||||||
500,000 | # | Emdeon, Inc., 6.000%, 02/15/21 | 486,250 | 0.1 | ||||||||||
1,795,000 | Emdeon, Inc., 11.000%, 12/31/19 | 1,918,406 | 0.4 | |||||||||||
1,395,000 | # | Entegris, Inc., 6.000%, 04/01/22 | 1,421,156 | 0.3 | ||||||||||
1,265,000 | # | First Data Corp., 5.375%, 08/15/23 | 1,255,513 | 0.2 |
See Accompanying Notes to Financial Statements
12 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Technology: (continued) | ||||||||||||||
145,000 | # | First Data Corp., 8.250%, 01/15/21 | 150,981 | 0.0 | ||||||||||
646,000 | #,& | First Data Corp., 8.750%, 01/15/22 | 676,685 | 0.1 | ||||||||||
1,730,000 | First Data Corp., 10.625%, 06/15/21 | 1,900,837 | 0.4 | |||||||||||
1,918,000 | First Data Corp., 11.750%, 08/15/21 | 2,133,775 | 0.4 | |||||||||||
750,000 | # | IMS Health, Inc., 6.000%, 11/01/20 | 770,625 | 0.2 | ||||||||||
1,640,000 | #,& | Infor Software Parent LLC / Infor Software Parent, Inc., 7.125%, 05/01/21 | 1,449,350 | 0.3 | ||||||||||
1,000,000 | # | Infor US, Inc., 5.750%, 08/15/20 | 996,875 | 0.2 | ||||||||||
590,000 | # | MSCI, Inc., 5.250%, 11/15/24 | 599,588 | 0.1 | ||||||||||
625,000 | # | MSCI, Inc., 5.750%, 08/15/25 | 631,250 | 0.1 | ||||||||||
750,000 | NCR Corp., 5.000%, 07/15/22 | 713,438 | 0.1 | |||||||||||
1,300,000 | NCR Corp., 6.375%, 12/15/23 | 1,278,875 | 0.2 | |||||||||||
1,720,000 | # | Open Text Corp., 5.625%, 01/15/23 | 1,710,325 | 0.3 | ||||||||||
105,000 | # | SS&C Technologies Holdings, Inc., 5.875%, 07/15/23 | 107,100 | 0.0 | ||||||||||
28,443,130 | 5.5 | |||||||||||||
Utilities: 2.1% | ||||||||||||||
710,000 | AES Corp., 7.375%, 07/01/21 | 740,175 | 0.1 | |||||||||||
415,000 | # | Altice US Finance SA, 7.750%, 07/15/25 | 367,275 | 0.1 | ||||||||||
1,225,000 | Calpine Corp., 5.375%, 01/15/23 | 1,148,437 | 0.2 | |||||||||||
1,725,000 | Calpine Corp., 5.750%, 01/15/25 | 1,619,344 | 0.3 | |||||||||||
750,000 | # | Calpine Corp., 6.000%, 01/15/22 | 780,937 | 0.1 | ||||||||||
500,000 | DPL, Inc., 6.500%, 10/15/16 | 503,750 | 0.1 | |||||||||||
1,000,000 | DPL, Inc., 7.250%, 10/15/21 | 997,500 | 0.2 | |||||||||||
1,500,000 | # | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/23 | 1,563,750 | 0.3 | ||||||||||
1,500,000 | NRG Energy, Inc., 6.250%, 05/01/24 | 1,331,250 | 0.3 | |||||||||||
1,000,000 | NRG Energy, Inc., 6.250%, 07/15/22 | 915,000 | 0.2 | |||||||||||
830,000 | NRG Energy, Inc., 7.875%, 05/15/21 | 845,563 | 0.2 | |||||||||||
10,812,981 | 2.1 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $527,595,505) | 499,075,131 | 96.8 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: –% | ||||||||||||||
Consumer Discretionary: –% | ||||||||||||||
195 | @ | American Media, Inc. | – | – | ||||||||||
Total Common Stock | ||||||||||||||
(Cost $7,957) | – | – | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $527,603,462) | 499,075,131 | 96.8 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 2.0% | ||||||||||||||
Commercial Paper: 1.9% | ||||||||||||||
2,000,000 | Campbell Soup, 0.180%, 10/06/15 | 1,999,940 | 0.4 | |||||||||||
3,000,000 | Hewlett Packard, 0.070%, 10/05/15 | 2,999,970 | 0.5 | |||||||||||
2,500,000 | Medtronic, 0.230%, 10/14/15 | 2,499,775 | 0.5 | |||||||||||
2,500,000 | Monsanto Company, 0.310%, 11/16/15 | 2,499,000 | 0.5 | |||||||||||
9,998,685 | 1.9 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.1% | ||||||||||||||
328,000 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.110%†† | |||||||||||||
(Cost $328,000) | 328,000 | 0.1 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $10,325,354) | 10,326,685 | 2.0 | ||||||||||||
Total Investments in Securities (Cost $537,928,816) | $ | 509,401,816 | 98.8 | |||||||||||
Assets in Excess of Other Liabilities | 6,285,067 | 1.2 | ||||||||||||
Net Assets | $ | 515,686,883 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of September 30, 2015. |
# | 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 |
± | Defaulted security |
Cost for federal income tax purposes is $537,964,120.
Net unrealized depreciation consists of:
Gross Unrealized Appreciation | $ | 3,951,774 | ||
Gross Unrealized Depreciation | (32,514,078 | ) | ||
Net Unrealized Depreciation | $ | (28,562,304 | ) |
See Accompanying Notes to Financial Statements
13 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 33.4% | ||||||||||||||
Basic Materials: 1.5% | ||||||||||||||
1,440,000 | Agrium, Inc., 3.375%, 03/15/25 | 1,366,597 | 0.0 | |||||||||||
1,965,000 | Agrium, Inc., 5.250%, 01/15/45 | 2,038,342 | 0.1 | |||||||||||
510,000 | Albemarle Corp., 3.000%, 12/01/19 | 512,742 | 0.0 | |||||||||||
2,564,000 | # | Anglo American Capital PLC, 2.625%, 09/27/17 | 2,399,299 | 0.1 | ||||||||||
2,000,000 | ArcelorMittal, 6.250%, 03/01/21 | 1,807,500 | 0.1 | |||||||||||
1,373,000 | Barrick Gold Corp., 4.100%, 05/01/23 | 1,230,240 | 0.0 | |||||||||||
1,484,000 | BHP Billiton Finance USA Ltd, 5.000%, 09/30/43 | 1,507,513 | 0.1 | |||||||||||
1,200,000 | # | Corp Nacional del Cobre de Chile, 4.500%, 09/16/25 | 1,154,844 | 0.0 | ||||||||||
2,020,000 | Eastman Chemical Co., 2.700%, 01/15/20 | 2,020,321 | 0.1 | |||||||||||
1,680,000 | Eastman Chemical Co., 3.800%, 03/15/25 | 1,643,878 | 0.1 | |||||||||||
2,110,000 | #,L | FMG Resources August 2006 Pty Ltd., 6.875%, 04/01/22 | 1,371,500 | 0.0 | ||||||||||
1,861,000 | # | Georgia-Pacific LLC, 2.539%, 11/15/19 | 1,872,214 | 0.1 | ||||||||||
1,960,000 | # | Georgia-Pacific LLC, 3.163%, 11/15/21 | 1,985,525 | 0.1 | ||||||||||
1,860,000 | # | Georgia-Pacific LLC, 3.600%, 03/01/25 | 1,862,831 | 0.1 | ||||||||||
1,334,000 | # | Georgia-Pacific LLC, 3.734%, 07/15/23 | 1,362,995 | 0.0 | ||||||||||
2,994,000 | #,L | Glencore Funding LLC, 2.875%, 04/16/20 | 2,397,643 | 0.1 | ||||||||||
1,126,000 | Goldcorp, Inc., 3.700%, 03/15/23 | 1,053,877 | 0.0 | |||||||||||
2,010,000 | L | Huntsman International LLC, 4.875%, 11/15/20 | 1,756,539 | 0.1 | ||||||||||
3,724,000 | LYB International Finance BV, 4.000%, 07/15/23 | 3,748,835 | 0.1 | |||||||||||
1,770,000 | # | Mexichem SAB de CV, 4.875%, 09/19/22 | 1,786,107 | 0.1 | ||||||||||
1,206,000 | Monsanto Co., 4.400%, 07/15/44 | 1,046,405 | 0.0 | |||||||||||
2,810,000 | PolyOne Corp., 5.250%, 03/15/23 | 2,670,905 | 0.1 | |||||||||||
2,513,000 | Rockwood Specialties Group, Inc., 4.625%, 10/15/20 | 2,601,860 | 0.1 | |||||||||||
1,700,000 | # | Xstrata Finance Canada Ltd., 4.250%, 10/25/22 | 1,342,818 | 0.0 | ||||||||||
778,000 | # | Xstrata Finance Canada Ltd., 4.950%, 11/15/21 | 646,068 | 0.0 | ||||||||||
43,187,398 | 1.5 | |||||||||||||
Communications: 4.8% | ||||||||||||||
3,132,000 | 21st Century Fox America, Inc., 3.000%, 09/15/22 | 3,091,788 | 0.1 | |||||||||||
2,455,000 | # | Alibaba Group Holding Ltd., 3.600%, 11/28/24 | 2,298,027 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Communications: (continued) | ||||||||||||||
800,000 | # | Altice Financing SA, 6.625%, 02/15/23 | 770,000 | 0.0 | ||||||||||
2,824,000 | AT&T, Inc., 3.400%, 05/15/25 | 2,702,102 | 0.1 | |||||||||||
3,018,000 | L | AT&T, Inc., 3.900%, 03/11/24 | 3,075,602 | 0.1 | ||||||||||
3,215,000 | AT&T, Inc., 4.800%, 06/15/44 | 2,989,310 | 0.1 | |||||||||||
1,043,000 | AT&T, Inc., 5.350%, 09/01/40 | 1,034,346 | 0.0 | |||||||||||
740,000 | Cablevision Systems Corp., 8.625%, 09/15/17 | 773,300 | 0.0 | |||||||||||
2,098,000 | CBS Corp., 2.300%, 08/15/19 | 2,083,029 | 0.1 | |||||||||||
3,488,000 | CBS Corp., 3.700%, 08/15/24 | 3,425,021 | 0.1 | |||||||||||
1,025,000 | CC Holdings GS V LLC / Crown Castle GS III Corp., 2.381%, 12/15/17 | 1,032,728 | 0.0 | |||||||||||
2,500,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 02/15/23 | 2,312,500 | 0.1 | |||||||||||
475,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 09/01/23 | 453,031 | 0.0 | |||||||||||
2,459,000 | # | CCO Safari II LLC, 4.464%, 07/23/22 | 2,461,803 | 0.1 | ||||||||||
3,537,000 | # | CCO Safari II LLC, 4.908%, 07/23/25 | 3,526,895 | 0.1 | ||||||||||
920,000 | CenturyLink, Inc., 6.750%, 12/01/23 | 802,700 | 0.0 | |||||||||||
2,300,000 | Cisco Systems, Inc., 3.500%, 06/15/25 | 2,377,418 | 0.1 | |||||||||||
1,160,000 | Cisco Systems, Inc., 3.000%, 06/15/22 | 1,183,587 | 0.0 | |||||||||||
2,696,000 | # | Cox Communications, Inc., 3.850%, 02/01/25 | 2,559,785 | 0.1 | ||||||||||
772,000 | # | Cox Communications, Inc., 4.500%, 06/30/43 | 629,509 | 0.0 | ||||||||||
2,000,000 | CSC Holdings LLC, 5.250%, 06/01/24 | 1,582,500 | 0.1 | |||||||||||
1,683,000 | Digicel Ltd., 6.000%, 04/15/21 | 1,535,738 | 0.1 | |||||||||||
707,000 | # | Digicel Ltd., 6.750%, 03/01/23 | 639,835 | 0.0 | ||||||||||
4,854,000 | DIRECTV Holdings LLC / DIRECTV Financing Co., Inc., 3.800%, 03/15/22 | 4,894,036 | 0.2 | |||||||||||
1,500,000 | DIRECTV Holdings LLC / DIRECTV Financing Co., Inc., 5.150%, 03/15/42 | 1,415,196 | 0.0 | |||||||||||
510,000 | DISH DBS Corp., 4.250%, 04/01/18 | 496,613 | 0.0 | |||||||||||
1,500,000 | DISH DBS Corp., 5.875%, 07/15/22 | 1,327,500 | 0.0 | |||||||||||
1,542,000 | eBay, Inc., 2.875%, 08/01/21 | 1,505,613 | 0.1 | |||||||||||
1,605,000 | eBay, Inc., 3.450%, 08/01/24 | 1,529,613 | 0.1 | |||||||||||
2,391,000 | eBay, Inc., 4.000%, 07/15/42 | 1,851,361 | 0.1 | |||||||||||
2,463,000 | Equinix, Inc., 5.375%, 04/01/23 | 2,421,375 | 0.1 | |||||||||||
2,135,000 | Intelsat Jackson Holdings SA, 7.250%, 10/15/20 | 1,966,869 | 0.1 | |||||||||||
1,380,000 | # | Millicom International Cellular SA, 4.750%, 05/22/20 | 1,325,076 | 0.0 |
See Accompanying Notes to Financial Statements
14 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Communications: (continued) | ||||||||||||||
2,000,000 | # | Millicom International Cellular SA, 6.625%, 10/15/21 | 1,988,000 | 0.1 | ||||||||||
699,000 | Motorola Solutions, Inc., 3.500%, 03/01/23 | 631,160 | 0.0 | |||||||||||
671,000 | Motorola Solutions, Inc., 3.750%, 05/15/22 | 625,931 | 0.0 | |||||||||||
851,000 | Motorola Solutions, Inc., 4.000%, 09/01/24 | 769,636 | 0.0 | |||||||||||
2,575,000 | Netflix, Inc., 5.750%, 03/01/24 | 2,639,375 | 0.1 | |||||||||||
2,385,000 | # | Nielsen Finance LLC / Nielsen Finance Co., 5.000%, 04/15/22 | 2,316,431 | 0.1 | ||||||||||
770,000 | #,L | Sable International Finance Ltd., 8.750%, 02/01/20 | 811,388 | 0.0 | ||||||||||
860,000 | Scripps Networks Interactive, Inc., 2.750%, 11/15/19 | 861,644 | 0.0 | |||||||||||
1,650,000 | Scripps Networks Interactive, Inc., 3.900%, 11/15/24 | 1,622,844 | 0.1 | |||||||||||
3,000,000 | # | Sinclair Television Group, Inc., 5.625%, 08/01/24 | 2,737,500 | 0.1 | ||||||||||
2,640,000 | # | Sirius XM Radio, Inc., 5.875%, 10/01/20 | 2,692,800 | 0.1 | ||||||||||
2,110,000 | # | SoftBank Group Corp., 4.500%, 04/15/20 | 2,048,599 | 0.1 | ||||||||||
2,035,000 | TEGNA, Inc., 6.375%, 10/15/23 | 2,141,838 | 0.1 | |||||||||||
2,600,000 | #,L | Telefonica Chile SA, 3.875%, 10/12/22 | 2,540,158 | 0.1 | ||||||||||
625,000 | Telefonica Emisiones SAU, 3.192%, 04/27/18 | 639,597 | 0.0 | |||||||||||
1,428,000 | Telefonica Emisiones SAU, 3.992%, 02/16/16 | 1,443,015 | 0.1 | |||||||||||
2,812,000 | Time Warner Cable, Inc., 4.050%, 12/15/23 | 2,899,211 | 0.1 | |||||||||||
1,881,000 | Time Warner Cable, Inc., 5.350%, 12/15/43 | 1,987,438 | 0.1 | |||||||||||
2,131,000 | Time Warner Cable, Inc., 5.500%, 09/01/41 | 1,915,716 | 0.1 | |||||||||||
2,566,000 | Time Warner Cable, Inc., 5.875%, 11/15/40 | 2,451,359 | 0.1 | |||||||||||
1,251,000 | Time Warner Cable, Inc., 6.500%, 11/15/36 | 1,458,680 | 0.1 | |||||||||||
1,000,000 | T-Mobile USA, Inc., 5.250%, 09/01/18 | 1,020,000 | 0.0 | |||||||||||
575,000 | T-Mobile USA, Inc., 6.250%, 04/01/21 | 574,425 | 0.0 | |||||||||||
1,435,000 | T-Mobile USA, Inc., 6.625%, 04/01/23 | 1,424,238 | 0.1 | |||||||||||
1,395,000 | # | Univision Communications, Inc., 5.125%, 02/15/25 | 1,311,300 | 0.0 | ||||||||||
2,350,000 | # | UPCB Finance IV Ltd., 5.375%, 01/15/25 | 2,220,750 | 0.1 | ||||||||||
2,720,000 | Verizon Communications, Inc., 3.000%, 11/01/21 | 2,716,516 | 0.1 | |||||||||||
4,186,000 | Verizon Communications, Inc., 3.500%, 11/01/24 | 4,134,663 | 0.1 | |||||||||||
7,358,000 | Verizon Communications, Inc., 4.150%, 03/15/24 | 7,626,957 | 0.3 | |||||||||||
1,042,000 | Verizon Communications, Inc., 4.862%, 08/21/46 | 978,755 | 0.0 | |||||||||||
1,206,000 | Verizon Communications, Inc., 5.012%, 08/21/54 | 1,107,542 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Communications: (continued) | ||||||||||||||
2,897,000 | Verizon Communications, Inc., 5.050%, 03/15/34 | 2,887,243 | 0.1 | |||||||||||
4,814,000 | Verizon Communications, Inc., 5.150%, 09/15/23 | 5,319,638 | 0.2 | |||||||||||
1,205,000 | Verizon Communications, Inc., 6.550%, 09/15/43 | 1,431,446 | 0.1 | |||||||||||
2,490,000 | Walt Disney Co., 3.150%, 09/17/25 | 2,532,011 | 0.1 | |||||||||||
134,581,610 | 4.8 | |||||||||||||
Consumer, Cyclical: 1.7% | ||||||||||||||
3,715,000 | American Airlines 2015-2 Class A Pass Through Trust, 4.000%, 03/22/29 | 3,696,425 | 0.1 | |||||||||||
2,970,000 | American Airlines 2015-2 Class AA Pass Through Trust, 3.600%, 03/22/29 | 2,980,989 | 0.1 | |||||||||||
1,375,000 | # | Carlson Wagonlit BV, 6.875%, 06/15/19 | 1,419,687 | 0.1 | ||||||||||
500,000 | Cedar Fair L.P. / Canada's Wonderland Co. / Magnum Management Corp., 5.375%, 06/01/24 | 503,750 | 0.0 | |||||||||||
2,074,000 | CVS Health Corp., 3.500%, 07/20/22 | 2,143,595 | 0.1 | |||||||||||
3,670,000 | CVS Health Corp., 5.125%, 07/20/45 | 3,964,844 | 0.1 | |||||||||||
1,601,000 | Delta Air Lines 2015-1 Class B Pass Through Trust, 4.250%, 01/30/25 | 1,611,006 | 0.1 | |||||||||||
1,466,000 | Ford Motor Co., 4.750%, 01/15/43 | 1,381,048 | 0.1 | |||||||||||
3,020,000 | Ford Motor Credit Co. LLC, 4.134%, 08/04/25 | 3,013,613 | 0.1 | |||||||||||
1,065,000 | Ford Motor Credit Co. LLC, 8.125%, 01/15/20 | 1,277,603 | 0.0 | |||||||||||
2,091,000 | Ford Motor Credit Co. LLC, 2.597%, 11/04/19 | 2,071,688 | 0.1 | |||||||||||
1,335,000 | General Motors Co., 4.875%, 10/02/23 | 1,362,040 | 0.0 | |||||||||||
2,666,000 | General Motors Financial Co., Inc., 4.300%, 07/13/25 | 2,585,274 | 0.1 | |||||||||||
1,608,000 | Johnson Controls, Inc., 4.625%, 07/02/44 | 1,482,076 | 0.1 | |||||||||||
2,623,000 | Kohl's Corp., 4.750%, 12/15/23 | 2,788,126 | 0.1 | |||||||||||
3,072,000 | Kohl's Corp., 5.550%, 07/17/45 | 3,021,893 | 0.1 | |||||||||||
900,000 | Lennar Corp., 4.750%, 12/15/17 | 928,687 | 0.0 | |||||||||||
4,510,000 | McDonald's Corp., 3.375%, 05/26/25 | 4,538,449 | 0.2 | |||||||||||
2,292,000 | MDC Holdings, Inc., 6.000%, 01/15/43 | 1,867,980 | 0.1 | |||||||||||
335,000 | Ryland Group, Inc., 6.625%, 05/01/20 | 365,988 | 0.0 | |||||||||||
1,680,000 | #,& | Schaeffler Holding Finance BV, 6.875%, 08/15/18 | 1,736,700 | 0.1 | ||||||||||
863,000 | Toll Brothers Finance Corp., 6.750%, 11/01/19 | 983,820 | 0.0 | |||||||||||
968,000 | Yum! Brands, Inc., 5.350%, 11/01/43 | 933,326 | 0.0 | |||||||||||
46,658,607 | 1.7 | |||||||||||||
Consumer, Non-cyclical: 6.5% | ||||||||||||||
2,770,000 | AbbVie, Inc., 2.500%, 05/14/20 | 2,757,873 | 0.1 |
See Accompanying Notes to Financial Statements
15 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
1,510,000 | AbbVie, Inc., 3.200%, 11/06/22 | 1,502,905 | 0.1 | |||||||||||
1,950,000 | AbbVie, Inc., 3.600%, 05/14/25 | 1,929,921 | 0.1 | |||||||||||
2,020,000 | AbbVie, Inc., 4.700%, 05/14/45 | 1,968,747 | 0.1 | |||||||||||
3,053,000 | Actavis Funding SCS, 3.450%, 03/15/22 | 3,015,640 | 0.1 | |||||||||||
4,600,000 | Actavis Funding SCS, 3.850%, 06/15/24 | 4,496,569 | 0.2 | |||||||||||
3,111,000 | Actavis Funding SCS, 4.850%, 06/15/44 | 2,847,523 | 0.1 | |||||||||||
3,661,000 | Altria Group, Inc., 2.625%, 01/14/20 | 3,703,812 | 0.1 | |||||||||||
1,951,000 | Altria Group, Inc., 5.375%, 01/31/44 | 2,130,231 | 0.1 | |||||||||||
1,950,000 | AmerisourceBergen Corp., 3.250%, 03/01/25 | 1,901,170 | 0.1 | |||||||||||
785,000 | Amgen, Inc., 3.875%, 11/15/21 | 828,328 | 0.0 | |||||||||||
2,901,000 | Amsurg Corp., 5.625%, 07/15/22 | 2,908,253 | 0.1 | |||||||||||
827,000 | Anthem, Inc., 3.500%, 08/15/24 | 820,523 | 0.0 | |||||||||||
2,920,000 | Automatic Data Processing, Inc., 3.375%, 09/15/25 | 2,972,691 | 0.1 | |||||||||||
2,180,000 | # | BAT International Finance PLC, 3.500%, 06/15/22 | 2,244,136 | 0.1 | ||||||||||
2,506,000 | # | Bayer US Finance LLC, 3.000%, 10/08/21 | 2,547,637 | 0.1 | ||||||||||
1,983,000 | Becton Dickinson and Co., 1.800%, 12/15/17 | 1,992,760 | 0.1 | |||||||||||
1,983,000 | Becton Dickinson and Co., 2.675%, 12/15/19 | 2,008,468 | 0.1 | |||||||||||
3,085,000 | Becton Dickinson and Co., 3.734%, 12/15/24 | 3,147,795 | 0.1 | |||||||||||
3,710,000 | Biogen, Inc., 4.050%, 09/15/25 | 3,757,918 | 0.1 | |||||||||||
1,882,000 | Cardinal Health, Inc., 2.400%, 11/15/19 | 1,906,859 | 0.1 | |||||||||||
3,463,000 | Celgene Corp., 2.250%, 05/15/19 | 3,503,458 | 0.1 | |||||||||||
2,858,000 | Celgene Corp., 3.875%, 08/15/25 | 2,865,582 | 0.1 | |||||||||||
1,730,000 | Danaher Corp., 2.400%, 09/15/20 | 1,747,433 | 0.1 | |||||||||||
1,240,000 | Danaher Corp., 3.350%, 09/15/25 | 1,267,007 | 0.0 | |||||||||||
1,140,000 | # | ERAC USA Finance LLC, 2.800%, 11/01/18 | 1,169,100 | 0.0 | ||||||||||
3,107,000 | General Mills, Inc., 2.200%, 10/21/19 | 3,139,751 | 0.1 | |||||||||||
2,210,000 | Gilead Sciences, Inc., 3.500%, 02/01/25 | 2,229,192 | 0.1 | |||||||||||
6,110,000 | Gilead Sciences, Inc., 3.650%, 03/01/26 | 6,138,491 | 0.2 | |||||||||||
1,005,000 | HCA, Inc., 5.250%, 04/15/25 | 1,027,613 | 0.0 | |||||||||||
1,500,000 | HCA, Inc., 5.875%, 03/15/22 | 1,612,500 | 0.1 | |||||||||||
2,695,000 | HealthSouth Corp., 5.125%, 03/15/23 | 2,604,044 | 0.1 | |||||||||||
3,120,000 | # | HJ Heinz Co., 2.800%, 07/02/20 | 3,144,077 | 0.1 | ||||||||||
5,430,000 | # | HJ Heinz Co., 3.950%, 07/15/25 | 5,569,209 | 0.2 | ||||||||||
1,153,000 | Humana, Inc., 3.150%, 12/01/22 | 1,139,197 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
2,030,000 | # | Imperial Tobacco Finance PLC, 2.950%, 07/21/20 | 2,044,480 | 0.1 | ||||||||||
2,290,000 | # | Imperial Tobacco Finance PLC, 3.750%, 07/21/22 | 2,315,330 | 0.1 | ||||||||||
1,300,000 | # | JBS USA LLC / JBS USA Finance, Inc., 5.750%, 06/15/25 | 1,196,000 | 0.0 | ||||||||||
3,781,000 | Kroger Co., 2.300%, 01/15/19 | 3,805,830 | 0.1 | |||||||||||
1,983,000 | Laboratory Corp. of America Holdings, 2.200%, 08/23/17 | 2,004,069 | 0.1 | |||||||||||
4,638,000 | Laboratory Corp. of America Holdings, 2.625%, 02/01/20 | 4,654,154 | 0.2 | |||||||||||
3,944,000 | Laboratory Corp. of America Holdings, 3.200%, 02/01/22 | 3,881,389 | 0.1 | |||||||||||
2,289,000 | McKesson Corp., 2.284%, 03/15/19 | 2,295,897 | 0.1 | |||||||||||
464,000 | Medtronic, Inc., 2.750%, 04/01/23 | 456,203 | 0.0 | |||||||||||
2,493,000 | Medtronic, Inc., 3.150%, 03/15/22 | 2,531,116 | 0.1 | |||||||||||
4,121,000 | Medtronic, Inc., 3.500%, 03/15/25 | 4,211,678 | 0.2 | |||||||||||
1,155,000 | Medtronic, Inc., 3.625%, 03/15/24 | 1,194,049 | 0.0 | |||||||||||
1,895,000 | Medtronic, Inc., 4.375%, 03/15/35 | 1,920,336 | 0.1 | |||||||||||
1,980,000 | Merck & Co., Inc., 1.850%, 02/10/20 | 1,985,792 | 0.1 | |||||||||||
5,080,000 | Merck & Co., Inc., 2.350%, 02/10/22 | 5,012,207 | 0.2 | |||||||||||
2,170,000 | Merck & Co., Inc., 2.750%, 02/10/25 | 2,115,650 | 0.1 | |||||||||||
4,141,000 | Perrigo Finance plc, 3.900%, 12/15/24 | 4,087,941 | 0.1 | |||||||||||
2,719,000 | Pfizer, Inc., 3.400%, 05/15/24 | 2,776,686 | 0.1 | |||||||||||
2,701,000 | Philip Morris International, Inc., 3.375%, 08/11/25 | 2,715,653 | 0.1 | |||||||||||
3,636,000 | Philip Morris International, Inc., 4.250%, 11/10/44 | 3,523,546 | 0.1 | |||||||||||
1,160,000 | Reynolds American, Inc., 4.450%, 06/12/25 | 1,216,608 | 0.0 | |||||||||||
1,050,000 | Reynolds American, Inc., 5.700%, 08/15/35 | 1,144,946 | 0.0 | |||||||||||
1,369,000 | RR Donnelley & Sons Co., 6.500%, 11/15/23 | 1,291,994 | 0.0 | |||||||||||
1,434,000 | St Jude Medical, Inc., 3.250%, 04/15/23 | 1,414,562 | 0.1 | |||||||||||
1,320,000 | St Jude Medical, Inc., 4.750%, 04/15/43 | 1,301,516 | 0.1 | |||||||||||
3,277,000 | Synchrony Financial, 3.750%, 08/15/21 | 3,315,003 | 0.1 | |||||||||||
1,370,000 | Synchrony Financial, 3.000%, 08/15/19 | 1,382,163 | 0.1 | |||||||||||
2,473,000 | Synchrony Financial, 4.250%, 08/15/24 | 2,469,251 | 0.1 | |||||||||||
2,480,000 | Sysco Corp., 2.600%, 10/01/20 | 2,484,010 | 0.1 | |||||||||||
2,405,000 | Tenet Healthcare Corp., 6.000%, 10/01/20 | 2,543,288 | 0.1 | |||||||||||
3,236,000 | Tyson Foods, Inc., 3.950%, 08/15/24 | 3,303,480 | 0.1 | |||||||||||
1,236,000 | Tyson Foods, Inc., 5.150%, 08/15/44 | 1,302,325 | 0.1 |
See Accompanying Notes to Financial Statements
16 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
1,140,000 | UnitedHealth Group, Inc., 4.750%, 07/15/45 | 1,207,509 | 0.0 | |||||||||||
2,400,000 | UnitedHealth Group, Inc., 3.750%, 07/15/25 | 2,484,845 | 0.1 | |||||||||||
3,000,000 | # | Universal Health Services, Inc., 4.750%, 08/01/22 | 3,067,500 | 0.1 | ||||||||||
1,000,000 | # | Valeant Pharmaceuticals International, 5.625%, 12/01/21 | 952,500 | 0.0 | ||||||||||
915,000 | # | Valeant Pharmaceuticals International, 7.250%, 07/15/22 | 943,594 | 0.0 | ||||||||||
1,000,000 | # | VPI Escrow Corp., 6.375%, 10/15/20 | 996,875 | 0.0 | ||||||||||
1,753,000 | # | WM Wrigley Jr Co., 2.400%, 10/21/18 | 1,785,260 | 0.1 | ||||||||||
1,780,000 | Zimmer Biomet Holdings, Inc., 4.450%, 08/15/45 | 1,653,002 | 0.1 | |||||||||||
1,267,000 | Zoetis, Inc., 1.875%, 02/01/18 | 1,263,814 | 0.0 | |||||||||||
180,798,464 | 6.5 | |||||||||||||
Diversified: 0.1% | ||||||||||||||
2,760,000 | MUFG Americas Holdings Corp., 2.250%, 02/10/20 | 2,753,809 | 0.1 | |||||||||||
1,445,000 | # | Nemak SA de CV, 5.500%, 02/28/23 | 1,423,325 | 0.0 | ||||||||||
4,177,134 | 0.1 | |||||||||||||
Energy: 3.4% | ||||||||||||||
870,000 | Anadarko Petroleum Corp., 6.375%, 09/15/17 | 939,275 | 0.0 | |||||||||||
870,000 | Antero Resources Corp., 5.375%, 11/01/21 | 769,950 | 0.0 | |||||||||||
850,000 | # | Antero Resources Corp., 5.625%, 06/01/23 | 750,125 | 0.0 | ||||||||||
3,930,000 | BP Capital Markets PLC, 2.315%, 02/13/20 | 3,947,304 | 0.1 | |||||||||||
1,876,000 | BP Capital Markets PLC, 3.062%, 03/17/22 | 1,882,200 | 0.1 | |||||||||||
5,268,000 | Cenovus Energy, Inc., 3.800%, 09/15/23 | 4,963,557 | 0.2 | |||||||||||
2,120,000 | # | Columbia Pipeline Group, Inc., 4.500%, 06/01/25 | 2,062,724 | 0.1 | ||||||||||
1,678,000 | ConocoPhillips Co., 3.350%, 11/15/24 | 1,641,854 | 0.1 | |||||||||||
1,678,000 | ConocoPhillips Co., 4.300%, 11/15/44 | 1,593,404 | 0.1 | |||||||||||
1,549,000 | L | Diamond Offshore Drilling, Inc., 3.450%, 11/01/23 | 1,341,522 | 0.1 | ||||||||||
1,843,000 | El Paso Pipeline Partners Operating Co. LLC, 4.300%, 05/01/24 | 1,686,102 | 0.1 | |||||||||||
1,652,000 | # | Enable Midstream Partners L.P., 3.900%, 05/15/24 | 1,459,978 | 0.1 | ||||||||||
1,402,000 | # | Enable Midstream Partners L.P., 5.000%, 05/15/44 | 1,042,739 | 0.0 | ||||||||||
1,523,000 | Enbridge Energy Partners, 9.875%, 03/01/19 | 1,840,239 | 0.1 | |||||||||||
891,000 | Enbridge, Inc., 3.500%, 06/10/24 | 807,412 | 0.0 | |||||||||||
504,000 | Enbridge, Inc., 4.500%, 06/10/44 | 395,166 | 0.0 | |||||||||||
1,070,000 | Energy Transfer Equity L.P., 7.500%, 10/15/20 | 1,083,375 | 0.0 | |||||||||||
1,217,000 | Energy Transfer Partners L.P., 4.650%, 06/01/21 | 1,216,841 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Energy: (continued) | ||||||||||||||
2,074,000 | Energy Transfer Partners L.P., 6.050%, 06/01/41 | 1,846,459 | 0.1 | |||||||||||
1,244,000 | Energy Transfer Partners L.P., 9.700%, 03/15/19 | 1,485,341 | 0.1 | |||||||||||
1,706,000 | L | Ensco PLC, 4.500%, 10/01/24 | 1,262,914 | 0.1 | ||||||||||
2,170,000 | Enterprise Products Operating LLC, 3.700%, 02/15/26 | 2,055,799 | 0.1 | |||||||||||
1,270,000 | Enterprise Products Operating LLC, 3.750%, 02/15/25 | 1,216,233 | 0.0 | |||||||||||
2,020,000 | Enterprise Products Operating LLC, 4.900%, 05/15/46 | 1,820,824 | 0.1 | |||||||||||
1,231,000 | EQT Midstream Partners L.P., 4.000%, 08/01/24 | 1,089,036 | 0.0 | |||||||||||
1,810,000 | FMC Technologies, Inc., 3.450%, 10/01/22 | 1,694,911 | 0.1 | |||||||||||
1,254,000 | Halliburton Co., 4.750%, 08/01/43 | 1,248,722 | 0.1 | |||||||||||
285,000 | # | Hilcorp Energy I L.P./Hilcorp Finance Co., 5.000%, 12/01/24 | 243,675 | 0.0 | ||||||||||
1,270,000 | Kinder Morgan Energy Partners L.P., 4.250%, 09/01/24 | 1,156,699 | 0.0 | |||||||||||
1,766,000 | Kinder Morgan Energy Partners L.P., 5.400%, 09/01/44 | 1,426,207 | 0.1 | |||||||||||
3,848,000 | Kinder Morgan, Inc./DE, 4.300%, 06/01/25 | 3,464,897 | 0.1 | |||||||||||
1,310,000 | Kinder Morgan, Inc./DE, 5.050%, 02/15/46 | 1,023,314 | 0.0 | |||||||||||
2,620,000 | Marathon Oil Corp., 3.850%, 06/01/25 | 2,336,891 | 0.1 | |||||||||||
1,070,000 | Marathon Oil Corp., 5.200%, 06/01/45 | 906,072 | 0.0 | |||||||||||
2,627,000 | Marathon Petroleum Corp., 4.750%, 09/15/44 | 2,344,892 | 0.1 | |||||||||||
863,000 | Marathon Petroleum Corp., 5.000%, 09/15/54 | 757,570 | 0.0 | |||||||||||
2,254,000 | Marathon Petroleum Corp., 6.500%, 03/01/41 | 2,401,869 | 0.1 | |||||||||||
2,500,000 | Newfield Exploration Co., 5.375%, 01/01/26 | 2,300,000 | 0.1 | |||||||||||
3,118,000 | Occidental Petroleum Corp., 3.500%, 06/15/25 | 3,114,227 | 0.1 | |||||||||||
650,000 | ONEOK Partners L.P., 2.000%, 10/01/17 | 646,164 | 0.0 | |||||||||||
663,000 | ONEOK Partners L.P., 3.375%, 10/01/22 | 597,449 | 0.0 | |||||||||||
1,443,000 | Phillips 66, 2.950%, 05/01/17 | 1,476,817 | 0.1 | |||||||||||
2,530,000 | Phillips 66, 4.875%, 11/15/44 | 2,448,855 | 0.1 | |||||||||||
1,145,000 | Regency Energy Partners L.P. / Regency Energy Finance Corp., 4.500%, 11/01/23 | 1,060,622 | 0.0 | |||||||||||
1,145,000 | Regency Energy Partners L.P. / Regency Energy Finance Corp., 5.500%, 04/15/23 | 1,113,513 | 0.0 | |||||||||||
1,220,000 | Rowan Cos, Inc., 5.850%, 01/15/44 | 764,585 | 0.0 | |||||||||||
3,840,000 | Shell International Finance BV, 3.250%, 05/11/25 | 3,806,627 | 0.1 |
See Accompanying Notes to Financial Statements
17 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Energy: (continued) | ||||||||||||||
910,000 | Shell International Finance BV, 4.375%, 05/11/45 | 899,705 | 0.0 | |||||||||||
2,017,000 | Spectra Energy Partners L.P., 3.500%, 03/15/25 | 1,887,676 | 0.1 | |||||||||||
4,025,000 | Statoil ASA, 2.450%, 01/17/23 | 3,844,825 | 0.1 | |||||||||||
850,000 | Sunoco Logistics Partners Operations L.P., 4.250%, 04/01/24 | 774,768 | 0.0 | |||||||||||
910,000 | Sunoco Logistics Partners Operations L.P., 5.350%, 05/15/45 | 742,343 | 0.0 | |||||||||||
790,000 | Transcontinental Gas Pipe Line Corp., 6.400%, 04/15/16 | 812,713 | 0.0 | |||||||||||
1,070,000 | Transocean, Inc., 4.300%, 10/15/22 | 666,075 | 0.0 | |||||||||||
1,285,000 | Williams Cos, Inc., 4.550%, 06/24/24 | 1,021,021 | 0.0 | |||||||||||
4,626,000 | Williams Partners L.P., 3.600%, 03/15/22 | 4,265,376 | 0.2 | |||||||||||
2,600,000 | # | YPF SA, 8.875%, 12/19/18 | 2,561,000 | 0.1 | ||||||||||
94,010,453 | 3.4 | |||||||||||||
Financial: 10.6% | ||||||||||||||
2,780,000 | # | ABN AMRO Bank NV, 4.750%, 07/28/25 | 2,765,700 | 0.1 | ||||||||||
3,513,600 | Aegon NV, 2.619%, 07/29/49 | 2,807,328 | 0.1 | |||||||||||
2,194,000 | American International Group, Inc., 3.750%, 07/10/25 | 2,233,457 | 0.1 | |||||||||||
2,876,000 | American International Group, Inc., 3.875%, 01/15/35 | 2,655,615 | 0.1 | |||||||||||
88,000 | American International Group, Inc., 8.175%, 05/15/68 | 116,600 | 0.0 | |||||||||||
2,195,000 | Air Lease Corp., 3.750%, 02/01/22 | 2,186,716 | 0.1 | |||||||||||
1,100,000 | Air Lease Corp., 3.875%, 04/01/21 | 1,116,500 | 0.0 | |||||||||||
2,568,000 | Air Lease Corp., 4.250%, 09/15/24 | 2,523,060 | 0.1 | |||||||||||
2,894,000 | American Tower Corp., 3.400%, 02/15/19 | 2,981,523 | 0.1 | |||||||||||
2,961,000 | American Tower Corp., 3.450%, 09/15/21 | 2,978,597 | 0.1 | |||||||||||
1,410,000 | American Tower Corp., 4.500%, 01/15/18 | 1,484,148 | 0.0 | |||||||||||
1,594,000 | AvalonBay Communities, Inc., 3.500%, 11/15/24 | 1,592,561 | 0.1 | |||||||||||
400,000 | # | Banco de Reservas de LA Republica Dominicana, 7.000%, 02/01/23 | 402,074 | 0.0 | ||||||||||
4,370,000 | Bank of America Corp., 3.875%, 08/01/25 | 4,440,243 | 0.2 | |||||||||||
1,760,000 | Bank of America Corp., 3.950%, 04/21/25 | 1,716,266 | 0.1 | |||||||||||
1,973,000 | Bank of America Corp., 4.125%, 01/22/24 | 2,066,950 | 0.1 | |||||||||||
2,540,000 | Bank of America Corp., 4.250%, 10/22/26 | 2,517,727 | 0.1 | |||||||||||
3,564,000 | Bank of America Corp., 4.200%, 08/26/24 | 3,564,043 | 0.1 | |||||||||||
1,725,000 | Bank of America Corp., 4.000%, 04/01/24 | 1,779,417 | 0.1 | |||||||||||
1,100,000 | Bank of America Corp., 4.750%, 04/21/45 | 1,059,088 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
3,158,000 | # | Barclays Bank PLC, 6.050%, 12/04/17 | 3,418,702 | 0.1 | ||||||||||
2,034,000 | Barclays PLC, 3.650%, 03/16/25 | 1,945,476 | 0.1 | |||||||||||
3,718,000 | # | BNP Paribas SA, 4.375%, 09/28/25 | 3,633,635 | 0.1 | ||||||||||
1,333,000 | BPCE SA, 2.500%, 12/10/18 | 1,357,822 | 0.0 | |||||||||||
3,034,000 | # | BPCE SA, 5.150%, 07/21/24 | 3,090,275 | 0.1 | ||||||||||
2,111,000 | # | BPCE SA, 5.700%, 10/22/23 | 2,230,658 | 0.1 | ||||||||||
2,580,000 | Capital One NA/Mclean VA, 1.650%, 02/05/18 | 2,562,433 | 0.1 | |||||||||||
3,020,000 | Citigroup, Inc., 1.800%, 02/05/18 | 3,018,786 | 0.1 | |||||||||||
1,682,000 | Citigroup, Inc., 3.500%, 05/15/23 | 1,640,698 | 0.1 | |||||||||||
2,077,000 | Citigroup, Inc., 4.000%, 08/05/24 | 2,059,435 | 0.1 | |||||||||||
4,457,000 | Citigroup, Inc., 5.500%, 09/13/25 | 4,874,920 | 0.2 | |||||||||||
783,000 | Citigroup, Inc., 6.675%, 09/13/43 | 962,672 | 0.0 | |||||||||||
5,130,000 | Citizens Bank NA/Providence RI, 2.450%, 12/04/19 | 5,125,311 | 0.2 | |||||||||||
3,057,000 | Comerica, Inc., 3.800%, 07/22/26 | 3,056,948 | 0.1 | |||||||||||
3,282,000 | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 4.375%, 08/04/25 | 3,292,246 | 0.1 | |||||||||||
1,490,000 | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 5.750%, 12/01/43 | 1,638,590 | 0.1 | |||||||||||
1,660,000 | # | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 11.000%, 12/29/49 | 2,047,195 | 0.1 | ||||||||||
2,886,000 | Corporate Office Properties L.P., 3.700%, 06/15/21 | 2,834,736 | 0.1 | |||||||||||
3,890,000 | # | Credit Agricole SA, 4.375%, 03/17/25 | 3,762,509 | 0.1 | ||||||||||
4,386,000 | # | Credit Suisse AG, 6.500%, 08/08/23 | 4,734,139 | 0.2 | ||||||||||
2,699,000 | # | Credit Suisse Group Funding Guernsey Ltd., 3.750%, 03/26/25 | 2,627,404 | 0.1 | ||||||||||
3,190,000 | # | Credit Suisse Group Funding Guernsey Ltd., 3.800%, 09/15/22 | 3,197,793 | 0.1 | ||||||||||
3,014,000 | Credit Suisse/New York NY, 1.750%, 01/29/18 | 3,015,296 | 0.1 | |||||||||||
6,923,000 | Deutsche Bank AG/London, 1.875%, 02/13/18 | 6,903,899 | 0.2 | |||||||||||
4,567,000 | Discover Bank/Greenwood DE, 2.000%, 02/21/18 | 4,542,909 | 0.2 | |||||||||||
805,000 | Discover Financial Services, 3.850%, 11/21/22 | 798,048 | 0.0 |
See Accompanying Notes to Financial Statements
18 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
367,000 | Discover Financial Services, 6.450%, 06/12/17 | 395,674 | 0.0 | |||||||||||
1,840,000 | Equity One, Inc., 3.750%, 11/15/22 | 1,805,601 | 0.1 | |||||||||||
1,850,000 | Essex Portfolio L.P., 3.500%, 04/01/25 | 1,800,962 | 0.1 | |||||||||||
4,104,000 | Fifth Third Bancorp, 4.500%, 06/01/18 | 4,369,295 | 0.1 | |||||||||||
1,828,000 | General Electric Capital Corp., 5.300%, 02/11/21 | 2,104,417 | 0.1 | |||||||||||
1,200,000 | General Electric Capital Corp., 6.250%, 12/15/49 | 1,303,500 | 0.0 | |||||||||||
1,700,000 | General Electric Capital Corp., 7.125%, 12/15/49 | 1,965,625 | 0.1 | |||||||||||
3,405,000 | Goldman Sachs Group, Inc., 2.600%, 04/23/20 | 3,413,696 | 0.1 | |||||||||||
2,048,000 | Goldman Sachs Group, Inc., 2.900%, 07/19/18 | 2,101,031 | 0.1 | |||||||||||
7,018,000 | Goldman Sachs Group, Inc., 3.850%, 07/08/24 | 7,164,571 | 0.2 | |||||||||||
2,626,000 | Goldman Sachs Group, Inc., 4.000%, 03/03/24 | 2,706,749 | 0.1 | |||||||||||
1,523,000 | Goldman Sachs Group, Inc., 5.150%, 05/22/45 | 1,501,370 | 0.0 | |||||||||||
998,000 | Goldman Sachs Group, Inc., 6.750%, 10/01/37 | 1,193,292 | 0.0 | |||||||||||
593,000 | Hartford Financial Services Group, Inc., 6.625%, 03/30/40 | 765,893 | 0.0 | |||||||||||
1,763,000 | # | HBOS PLC, 6.750%, 05/21/18 | 1,947,688 | 0.1 | ||||||||||
3,158,000 | HCP, Inc., 3.875%, 08/15/24 | 3,096,555 | 0.1 | |||||||||||
2,700,000 | HCP, Inc., 4.000%, 06/01/25 | 2,658,482 | 0.1 | |||||||||||
2,544,000 | L | HSBC Holdings PLC, 5.625%, 12/29/49 | 2,451,780 | 0.1 | ||||||||||
2,578,000 | HSBC Holdings PLC, 6.375%, 03/29/49 | 2,465,212 | 0.1 | |||||||||||
3,121,000 | Huntington Bancshares, Inc./OH, 2.600%, 08/02/18 | 3,156,061 | 0.1 | |||||||||||
2,100,000 | # | ICICI Bank Ltd./Dubai, 4.700%, 02/21/18 | 2,205,351 | 0.1 | ||||||||||
1,037,000 | # | International Lease Finance Corp., 7.125%, 09/01/18 | 1,144,444 | 0.0 | ||||||||||
2,416,000 | Intesa Sanpaolo SpA, 3.875%, 01/15/19 | 2,505,921 | 0.1 | |||||||||||
3,100,000 | Intesa Sanpaolo SpA, 5.250%, 01/12/24 | 3,307,706 | 0.1 | |||||||||||
1,858,000 | JPMorgan Chase & Co., 3.125%, 01/23/25 | 1,796,210 | 0.1 | |||||||||||
2,207,000 | JPMorgan Chase & Co., 3.875%, 09/10/24 | 2,190,867 | 0.1 | |||||||||||
3,256,000 | JPMorgan Chase & Co., 3.900%, 07/15/25 | 3,334,847 | 0.1 | |||||||||||
3,727,000 | JPMorgan Chase & Co., 4.125%, 12/15/26 | 3,722,267 | 0.1 | |||||||||||
1,755,000 | JPMorgan Chase & Co., 6.100%, 10/29/49 | 1,745,786 | 0.1 | |||||||||||
1,643,000 | JPMorgan Chase & Co., 6.000%, 12/29/49 | 1,621,436 | 0.1 | |||||||||||
1,202,000 | JPMorgan Chase & Co., 6.125%, 12/29/49 | 1,202,000 | 0.0 | |||||||||||
2,989,000 | KeyBank NA/Cleveland OH, 2.250%, 03/16/20 | 2,985,138 | 0.1 | |||||||||||
2,929,000 | KeyBank NA/Cleveland OH, 3.300%, 06/01/25 | 2,906,160 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
1,705,000 | Kimco Realty Corp., 3.125%, 06/01/23 | 1,658,148 | 0.1 | |||||||||||
2,876,000 | Manufacturers & Traders Trust Co., 2.100%, 02/06/20 | 2,860,769 | 0.1 | |||||||||||
3,294,000 | MetLife, Inc., 4.875%, 11/13/43 | 3,482,506 | 0.1 | |||||||||||
1,881,000 | # | Mizuho Bank Ltd., 3.200%, 03/26/25 | 1,846,691 | 0.1 | ||||||||||
1,353,000 | Morgan Stanley, 2.125%, 04/25/18 | 1,361,564 | 0.0 | |||||||||||
4,630,000 | Morgan Stanley, 2.800%, 06/16/20 | 4,666,383 | 0.2 | |||||||||||
4,721,000 | Morgan Stanley, 3.875%, 04/29/24 | 4,829,186 | 0.2 | |||||||||||
1,607,000 | Morgan Stanley, 3.950%, 04/23/27 | 1,551,955 | 0.0 | |||||||||||
3,600,000 | Morgan Stanley, 4.000%, 07/23/25 | 3,685,208 | 0.1 | |||||||||||
2,228,000 | Morgan Stanley, 5.000%, 11/24/25 | 2,374,596 | 0.1 | |||||||||||
435,000 | MPT Operating Partnership L.P./MPT Finance Corp., 6.375%, 02/15/22 | 456,206 | 0.0 | |||||||||||
1,345,000 | # | Nordea Bank AB, 6.125%, 12/29/49 | 1,329,869 | 0.0 | ||||||||||
1,843,000 | PNC Bank NA, 2.250%, 07/02/19 | 1,855,566 | 0.1 | |||||||||||
868,000 | PNC Bank NA, 4.200%, 11/01/25 | 913,361 | 0.0 | |||||||||||
2,680,000 | Principal Financial Group, Inc., 3.400%, 05/15/25 | 2,643,179 | 0.1 | |||||||||||
1,147,000 | # | RBS Citizens Financial Group, Inc., 4.150%, 09/28/22 | 1,177,398 | 0.0 | ||||||||||
3,914,000 | Santander Bank NA, 2.000%, 01/12/18 | 3,902,970 | 0.1 | |||||||||||
1,960,000 | Santander Holdings USA, Inc./PA, 2.650%, 04/17/20 | 1,926,568 | 0.1 | |||||||||||
4,103,000 | # | Santander UK Group Holdings PLC, 4.750%, 09/15/25 | 4,076,667 | 0.1 | ||||||||||
2,470,000 | # | Scentre Group Trust 1 / Scentre Group Trust 2, 3.250%, 10/28/25 | 2,381,342 | 0.1 | ||||||||||
2,893,000 | # | Scentre Group Trust 1 / Scentre Group Trust 2, 3.500%, 02/12/25 | 2,857,017 | 0.1 | ||||||||||
3,328,000 | Simon Property Group L.P., 3.500%, 09/01/25 | 3,338,120 | 0.1 | |||||||||||
2,332,000 | Simon Property Group L.P., 4.250%, 10/01/44 | 2,271,580 | 0.1 | |||||||||||
2,453,000 | # | Societe Generale SA, 4.250%, 04/14/25 | 2,330,451 | 0.1 | ||||||||||
5,225,000 | Sumitomo Mitsui Banking Corp., 2.450%, 01/16/20 | 5,259,234 | 0.2 | |||||||||||
1,860,000 | Synchrony Financial, 2.700%, 02/03/20 | 1,840,941 | 0.1 | |||||||||||
1,470,000 | UBS AG/Stamford CT, 7.625%, 08/17/22 | 1,693,705 | 0.1 | |||||||||||
3,719,000 | # | UBS Group Funding Jersey Ltd., 4.125%, 09/24/25 | 3,711,514 | 0.1 | ||||||||||
1,707,000 | Vornado Realty L.P., 2.500%, 06/30/19 | 1,705,698 | 0.1 | |||||||||||
1,240,000 | Washington Real Estate Investment Trust, 3.950%, 10/15/22 | 1,250,787 | 0.0 |
See Accompanying Notes to Financial Statements
19 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
2,052,000 | # | WEA Finance LLC / Westfield UK & Europe Finance PLC, 2.700%, 09/17/19 | 2,044,319 | 0.1 | ||||||||||
2,181,000 | # | WEA Finance LLC / Westfield UK & Europe Finance PLC, 3.750%, 09/17/24 | 2,151,735 | 0.1 | ||||||||||
2,110,000 | Wells Fargo & Co., 3.900%, 05/01/45 | 1,949,946 | 0.1 | |||||||||||
5,042,000 | Wells Fargo & Co., 4.100%, 06/03/26 | 5,095,400 | 0.2 | |||||||||||
2,801,000 | Wells Fargo & Co., 4.650%, 11/04/44 | 2,758,542 | 0.1 | |||||||||||
2,409,000 | Wells Fargo & Co., 5.900%, 12/29/49 | 2,415,023 | 0.1 | |||||||||||
2,452,000 | Wells Fargo & Co., 4.300%, 07/22/27 | 2,503,610 | 0.1 | |||||||||||
2,030,000 | XLIT Ltd., 5.500%, 03/31/45 | 1,918,399 | 0.1 | |||||||||||
296,471,888 | 10.6 | |||||||||||||
Industrial: 1.0% | ||||||||||||||
1,872,000 | # | AP Moeller - Maersk A/S, 2.550%, 09/22/19 | 1,885,954 | 0.1 | ||||||||||
1,288,000 | Burlington Northern Santa Fe LLC, 4.550%, 09/01/44 | 1,269,109 | 0.0 | |||||||||||
1,175,000 | Case New Holland, Inc., 7.875%, 12/01/17 | 1,245,500 | 0.0 | |||||||||||
2,449,000 | #,L | Cemex SAB de CV, 6.125%, 05/05/25 | 2,234,712 | 0.1 | ||||||||||
640,000 | Cummins, Inc., 4.875%, 10/01/43 | 686,908 | 0.0 | |||||||||||
2,319,000 | Eaton Corp., 1.500%, 11/02/17 | 2,317,595 | 0.1 | |||||||||||
3,108,000 | Emerson Electric Co., 2.625%, 12/01/21 | 3,143,671 | 0.1 | |||||||||||
1,508,000 | Harris Corp., 3.832%, 04/28/25 | 1,479,933 | 0.1 | |||||||||||
3,108,000 | Ingersoll-Rand Global Holding Co. Ltd., 4.250%, 06/15/23 | 3,225,924 | 0.1 | |||||||||||
1,163,000 | Jabil Circuit, Inc., 7.750%, 07/15/16 | 1,206,612 | 0.0 | |||||||||||
2,940,000 | Lockheed Martin Corp., 3.800%, 03/01/45 | 2,680,977 | 0.1 | |||||||||||
2,250,000 | # | Siemens Financieringsmaatschappij NV, 3.250%, 05/27/25 | 2,255,672 | 0.1 | ||||||||||
1,457,000 | Thermo Fisher Scientific, Inc., 1.850%, 01/15/18 | 1,458,055 | 0.1 | |||||||||||
2,460,000 | Tyco International Finance SA, 3.900%, 02/14/26 | 2,497,212 | 0.1 | |||||||||||
27,587,834 | 1.0 | |||||||||||||
Technology: 2.2% | ||||||||||||||
6,040,000 | Apple, Inc., 1.550%, 02/07/20 | 5,978,845 | 0.2 | |||||||||||
2,930,000 | Apple, Inc., 2.150%, 02/09/22 | 2,859,718 | 0.1 | |||||||||||
890,000 | Apple, Inc., 2.500%, 02/09/25 | 846,798 | 0.0 | |||||||||||
945,000 | Apple, Inc., 4.450%, 05/06/44 | 943,390 | 0.0 | |||||||||||
2,110,000 | Applied Materials, Inc., 3.900%, 10/01/25 | 2,106,375 | 0.1 | |||||||||||
2,458,000 | Fidelity National Information Services, Inc., 3.500%, 04/15/23 | 2,339,859 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Technology: (continued) | ||||||||||||||
825,000 | Hewlett-Packard Co., 2.600%, 09/15/17 | 837,636 | 0.0 | |||||||||||
2,673,000 | Hewlett-Packard Co., 3.000%, 09/15/16 | 2,723,506 | 0.1 | |||||||||||
625,000 | Hewlett-Packard Co., 5.400%, 03/01/17 | 658,457 | 0.0 | |||||||||||
2,911,000 | HP Enterprise Co., 2.479%, 10/05/17 | 2,909,370 | 0.1 | |||||||||||
2,184,000 | HP Enterprise Co., 2.895%, 10/05/18 | 2,181,204 | 0.1 | |||||||||||
880,000 | HP Enterprise Co., 4.900%, 10/15/25 | 877,580 | 0.0 | |||||||||||
1,780,000 | HP Enterprise Co., 6.200%, 10/15/35 | 1,778,967 | 0.1 | |||||||||||
1,780,000 | HP Enterprise Co., 6.350%, 10/15/45 | 1,778,790 | 0.1 | |||||||||||
1,140,000 | HP Enterprise Co., 3.600%, 10/15/20 | 1,139,681 | 0.0 | |||||||||||
1,400,000 | HP Enterprise Co., 4.400%, 10/15/22 | 1,397,228 | 0.0 | |||||||||||
1,685,000 | # | Infor US, Inc., 6.500%, 05/15/22 | 1,550,200 | 0.1 | ||||||||||
3,540,000 | Intel Corp., 3.700%, 07/29/25 | 3,641,446 | 0.1 | |||||||||||
3,020,000 | International Business Machines Corp., 1.125%, 02/06/18 | 3,013,730 | 0.1 | |||||||||||
1,820,000 | KLA-Tencor Corp., 4.125%, 11/01/21 | 1,853,027 | 0.1 | |||||||||||
1,410,000 | Microsoft Corp., 2.375%, 02/12/22 | 1,408,119 | 0.0 | |||||||||||
1,530,000 | Microsoft Corp., 3.500%, 02/12/35 | 1,426,324 | 0.1 | |||||||||||
3,283,000 | Oracle Corp., 2.950%, 05/15/25 | 3,206,050 | 0.1 | |||||||||||
1,254,000 | Oracle Corp., 3.400%, 07/08/21 | 1,274,315 | 0.0 | |||||||||||
1,849,000 | Oracle Corp., 3.625%, 07/15/23 | 1,926,932 | 0.1 | |||||||||||
2,975,000 | Oracle Corp., 4.125%, 05/15/45 | 2,815,933 | 0.1 | |||||||||||
3,370,000 | Qualcomm, Inc., 4.800%, 05/20/45 | 2,955,183 | 0.1 | |||||||||||
2,710,000 | QUALCOMM, Inc., 3.450%, 05/20/25 | 2,563,175 | 0.1 | |||||||||||
2,130,000 | # | Seagate HDD Cayman, 4.875%, 06/01/27 | 1,986,451 | 0.1 | ||||||||||
2,140,000 | Xerox Corp., 2.750%, 03/15/19 | 2,153,266 | 0.1 | |||||||||||
63,131,555 | 2.2 | |||||||||||||
Utilities: 1.6% | ||||||||||||||
2,945,000 | AES Corporation, 5.500%, 04/15/20 | 2,591,600 | 0.1 | |||||||||||
508,000 | American Electric Power Co., Inc., 1.650%, 12/15/17 | 506,704 | 0.0 | |||||||||||
3,124,000 | Berkshire Hathaway Energy Co., 3.500%, 02/01/25 | 3,148,851 | 0.1 | |||||||||||
2,865,000 | # | Calpine Corp., 6.000%, 01/15/22 | 2,983,181 | 0.1 | ||||||||||
566,000 | CenterPoint Energy Houston Electric LLC, 3.550%, 08/01/42 | 519,886 | 0.0 | |||||||||||
1,833,000 | Dominion Gas Holdings LLC, 3.600%, 12/15/24 | 1,827,890 | 0.1 | |||||||||||
1,760,000 | Duke Energy Corp., 2.100%, 06/15/18 | 1,780,573 | 0.1 |
See Accompanying Notes to Financial Statements
20 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Utilities: (continued) | ||||||||||||||
1,406,000 | Duke Energy Corp., 3.950%, 10/15/23 | 1,470,759 | 0.1 | |||||||||||
612,000 | # | Duquesne Light Holdings, Inc., 5.900%, 12/01/21 | 697,105 | 0.0 | ||||||||||
1,249,000 | # | Duquesne Light Holdings, Inc., 6.400%, 09/15/20 | 1,436,520 | 0.1 | ||||||||||
873,000 | # | Empresa de Energia de Bogota SA, 6.125%, 11/10/21 | 907,920 | 0.0 | ||||||||||
782,000 | Entergy Texas, Inc., 7.125%, 02/01/19 | 905,795 | 0.0 | |||||||||||
2,170,000 | Exelon Corp., 2.850%, 06/15/20 | 2,191,511 | 0.1 | |||||||||||
1,019,000 | FirstEnergy Corp., 2.750%, 03/15/18 | 1,022,362 | 0.0 | |||||||||||
1,519,000 | FirstEnergy Corp., 4.250%, 03/15/23 | 1,529,788 | 0.1 | |||||||||||
4,199,000 | # | Jersey Central Power & Light Co., 4.300%, 01/15/26 | 4,224,736 | 0.2 | ||||||||||
618,000 | Metropolitan Edison, 7.700%, 01/15/19 | 720,007 | 0.0 | |||||||||||
709,000 | Nevada Power Co., 7.125%, 03/15/19 | 825,368 | 0.0 | |||||||||||
3,384,000 | NextEra Energy Capital Holdings, Inc., 2.700%, 09/15/19 | 3,410,855 | 0.1 | |||||||||||
1,192,000 | NextEra Energy Capital Holdings, Inc., 3.625%, 06/15/23 | 1,205,820 | 0.0 | |||||||||||
521,000 | Nisource Finance Corp., 5.950%, 06/15/41 | 608,217 | 0.0 | |||||||||||
2,000,000 | NRG Energy, Inc., 6.250%, 05/01/24 | 1,775,000 | 0.1 | |||||||||||
701,000 | Oncor Electric Delivery Co. LLC, 4.100%, 06/01/22 | 738,062 | 0.0 | |||||||||||
980,000 | Oncor Electric Delivery Co. LLC, 6.800%, 09/01/18 | 1,112,135 | 0.0 | |||||||||||
1,237,000 | Pacific Gas & Electric Co., 3.400%, 08/15/24 | 1,243,384 | 0.1 | |||||||||||
2,173,000 | PSEG Power LLC, 2.450%, 11/15/18 | 2,169,530 | 0.1 | |||||||||||
1,169,000 | Southwestern Electric Power, 5.550%, 01/15/17 | 1,230,225 | 0.1 | |||||||||||
1,030,000 | TransAlta Corp., 4.500%, 11/15/22 | 1,012,187 | 0.0 | |||||||||||
43,795,971 | 1.6 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $947,523,497) | 934,400,914 | 33.4 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 12.9% | ||||||||||||||
6,318,765 | Alternative Loan Trust 2005-10CB 1A1, 0.694%, 05/25/35 | 5,353,302 | 0.2 | |||||||||||
5,191,161 | Alternative Loan Trust 2005-51 3A2A, 1.489%, 11/20/35 | 4,605,733 | 0.2 | |||||||||||
2,020,066 | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/35 | 1,892,711 | 0.1 | |||||||||||
3,755,122 | Alternative Loan Trust 2005-J2, 0.594%, 04/25/35 | 3,151,516 | 0.1 | |||||||||||
1,382,737 | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/36 | 1,185,062 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
1,327,640 | Alternative Loan Trust 2006-18CB A11, 0.694%, 07/25/36 | 930,183 | 0.0 | |||||||||||
5,133,549 | Alternative Loan Trust 2007-2CB, 0.794%, 03/25/37 | 3,601,688 | 0.1 | |||||||||||
3,396,562 | Alternative Loan Trust 2007-HY6, 0.414%, 08/25/47 | 3,295,005 | 0.1 | |||||||||||
2,280,957 | Alternative Loan Trust 2007-3T1 1A11, 6.000%, 04/25/37 | 1,804,319 | 0.1 | |||||||||||
757,605 | # | American General Mortgage Loan Trust, 5.650%, 03/25/58 | 766,472 | 0.0 | ||||||||||
3,346,575 | American Home Mortgage Assets Trust 2006-3 2A11, 1.139%, 10/25/46 | 2,436,648 | 0.1 | |||||||||||
4,281,769 | # | BAMLL Re-REMIC Trust 2014-FRR9, 2.924%, 12/26/46 | 4,240,863 | 0.2 | ||||||||||
2,610,000 | # | BAMLL Re-REMIC Trust 2015-FRR11, 1.897%, 09/27/44 | 2,422,132 | 0.1 | ||||||||||
4,505,000 | Banc of America Commercial Mortgage Trust 2007-3 AJ, 5.734%, 06/10/49 | 4,647,761 | 0.2 | |||||||||||
2,030,000 | Banc of America Commercial Mortgage Trust 2007-3 B, 5.734%, 06/10/49 | 2,066,261 | 0.1 | |||||||||||
2,870,000 | Banc of America Commercial Mortgage Trust 2007-4 AJ, 6.002%, 02/10/51 | 2,961,232 | 0.1 | |||||||||||
1,220,000 | # | Banc of America Commercial Mortgage Trust 2007-4 B, 6.002%, 02/10/51 | 1,249,315 | 0.1 | ||||||||||
20,548,000 | ^ | Banc of America Commercial Mortgage Trust 2015-UBS7 XA, 0.947%, 09/15/48 | 1,356,016 | 0.1 | ||||||||||
507,716 | # | Banc of America Funding Corp., 5.250%, 08/26/35 | 522,685 | 0.0 | ||||||||||
860,000 | Banc of America Merrill Lynch Commercial Mortgage, Inc. 2005-6 C, 5.315%, 09/10/47 | 867,108 | 0.0 | |||||||||||
4,557,000 | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.147%, 07/10/45 | 4,575,850 | 0.2 | |||||||||||
1,030,000 | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.315%, 09/10/47 | 1,036,958 | 0.0 | |||||||||||
1,900,000 | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.315%, 09/10/47 | 1,916,397 | 0.1 | |||||||||||
22,339 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.953%, 03/11/41 | 22,361 | 0.0 | ||||||||||
1,271,000 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.953%, 03/11/41 | 1,394,317 | 0.1 |
See Accompanying Notes to Financial Statements
21 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
749,103 | Banc of America Mortgage 2005-J Trust 2A4, 2.715%, 11/25/35 | 695,418 | 0.0 | |||||||||||
513,601 | # | Bank of America Merrill Lynch Commercial Mortgage, Inc., 6.235%, 11/10/38 | 515,384 | 0.0 | ||||||||||
2,330,000 | # | Bank of America Re-REMIC Trust 2014-FRR7 A, 2.444%, 10/26/44 | 2,301,353 | 0.1 | ||||||||||
85,860,000 | #,^ | BBCCRE Trust 2015-GTP XA, 0.749%, 08/10/33 | 4,476,663 | 0.2 | ||||||||||
3,573,379 | BCAP LLC Trust 2007-AA2, 0.404%, 05/25/47 | 2,670,468 | 0.1 | |||||||||||
1,241,965 | Bear Stearns Adjustable Rate Mortgage Trust, 2.761%, 07/25/36 | 1,053,295 | 0.0 | |||||||||||
3,308,291 | Bear Stearns ALT-A Trust 2005-10 22A1, 2.553%, 01/25/36 | 2,876,487 | 0.1 | |||||||||||
4,381,815 | Bear Stearns ALT-A Trust 2005-10, 2.562%, 01/25/36 | 3,634,352 | 0.1 | |||||||||||
3,796,106 | Bear Stearns Alternative-A Trust, 2.581%, 05/25/35 | 3,691,550 | 0.1 | |||||||||||
9,308,001 | Bear Stearns Asset Backed Securities I Trust 2006-AC4 A1, 0.444%, 07/25/36 | 6,831,430 | 0.2 | |||||||||||
2,180,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR4, 6.101%, 06/11/41 | 2,328,174 | 0.1 | ||||||||||
760,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 L, 5.405%, 01/12/41 | 791,408 | 0.0 | ||||||||||
760,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 M, 5.405%, 01/12/41 | 783,702 | 0.0 | ||||||||||
760,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 N, 5.405%, 01/12/41 | 761,239 | 0.0 | ||||||||||
7,422 | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR8, 4.858%, 06/11/41 | 7,414 | 0.0 | |||||||||||
2,450,000 | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR9 D, 5.074%, 09/11/42 | 2,503,920 | 0.1 | |||||||||||
1,400,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP18 G 2/42, 5.923%, 02/13/42 | 1,431,634 | 0.1 | ||||||||||
3,520,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP18, 5.923%, 02/13/42 | 3,702,024 | 0.1 | ||||||||||
2,050,000 | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP20, 5.291%, 10/12/42 | 2,048,193 | 0.1 | |||||||||||
1,013,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22, 5.795%, 04/12/38 | 1,049,596 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
2,485,086 | # | Beckman Coulter, Inc. 2000-A A, 7.498%, 12/15/18 | 2,658,545 | 0.1 | ||||||||||
1,480,000 | # | Bellemeade Re Ltd. 2015-1A M2, 4.489%, 07/25/25 | 1,481,850 | 0.1 | ||||||||||
1,180,000 | # | CGBAM 2015-SMRT Commerical Mortgage Trust, 3.768%, 04/10/28 | 1,211,771 | 0.0 | ||||||||||
3,538,021 | Citicorp Mortgage Securities Trust Series 2006-3 1A4, 6.000%, 06/25/36 | 3,708,154 | 0.1 | |||||||||||
1,700,000 | # | Citigroup Commercial Mortgage Trust 2012-GC8, 5.040%, 09/10/45 | 1,688,518 | 0.1 | ||||||||||
2,811,000 | # | Citigroup Mortgage Loan Trust 2010-7, 5.824%, 12/25/35 | 2,950,844 | 0.1 | ||||||||||
3,523,552 | Citigroup Mortgage Loan Trust, Inc., 2.632%, 03/25/36 | 3,317,273 | 0.1 | |||||||||||
1,620,127 | Citigroup Mortgage Loan Trust, Inc., 2.905%, 09/25/37 | 1,469,925 | 0.1 | |||||||||||
4,078,271 | Citigroup Mortgage Loan Trust, 5.468%, 11/25/36 | 3,605,412 | 0.1 | |||||||||||
6,287,264 | ^ | COMM 2012-CCRE1 XA Mortgage Trust, 2.277%, 05/15/45 | 576,602 | 0.0 | ||||||||||
8,298,559 | ^ | COMM 2013-LC6 XA Mortgage Trust, 1.893%, 01/10/46 | 616,356 | 0.0 | ||||||||||
106,216,386 | #,^ | COMM 2015-PC1 Mortgage Trust, 0.948%, 07/10/50 | 5,271,753 | 0.2 | ||||||||||
3,805,000 | Commercial Mortgage Trust 2007-GG11 AJ, 6.252%, 12/10/49 | 3,910,412 | 0.1 | |||||||||||
27,260,000 | #,^ | Commercial Mortgage Trust, 0.748%, 10/15/45 | 1,071,201 | 0.0 | ||||||||||
25,813,098 | ^ | Commercial Mortgage Trust, 1.580%, 08/10/46 | 1,643,969 | 0.1 | ||||||||||
4,770,115 | ^ | Commercial Mortgage Trust, 2.041%, 08/15/45 | 420,957 | 0.0 | ||||||||||
1,280,000 | Commercial Mortgage Trust, 5.289%, 07/15/44 | 1,279,131 | 0.1 | |||||||||||
1,053,814 | Countrywide Alternative Loan Trust 2005-53T2 2A6, 0.694%, 11/25/35 | 680,320 | 0.0 | |||||||||||
2,387,706 | Countrywide Alternative Loan Trust, 0.314%, 06/25/36 | 2,088,224 | 0.1 | |||||||||||
1,658,715 | Countrywide Alternative Loan Trust, 5.500%, 12/25/35 | 1,506,115 | 0.1 | |||||||||||
5,143,324 | Countrywide Home Loan Mortgage Pass-through Trust, 2.448%, 11/25/34 | 4,884,424 | 0.2 | |||||||||||
92,347 | # | Credit Suisse First Boston Mortgage Securities Corp. 2003-C4 J, 5.322%, 08/15/36 | 92,378 | 0.0 | ||||||||||
442,500 | # | Credit Suisse First Boston Mortgage Securities Corp., 5.736%, 05/15/36 | 473,103 | 0.0 | ||||||||||
900,000 | # | Credit Suisse First Boston Mortgage Securities Corp., 6.467%, 05/15/36 | 1,010,115 | 0.0 |
See Accompanying Notes to Financial Statements
22 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
4,583,503 | # | CSMC Series 2008-2R 1A1, 6.000%, 07/25/37 | 4,058,449 | 0.2 | ||||||||||
1,365,750 | Deutsche ALT-A Securities, Inc. Alternate Loan Trust, 0.314%, 08/25/36 | 1,100,796 | 0.0 | |||||||||||
2,041,570 | Deutsche ALT-A Securities, Inc. Alternate Loan Trust, 0.384%, 10/25/36 | 1,182,081 | 0.0 | |||||||||||
3,712,520 | # | Deutsche Mortgage Securities, Inc. Re-REMIC Trust Certificates Series 2007-WM1, 4.245%, 06/27/37 | 3,710,400 | 0.1 | ||||||||||
2,630,000 | # | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/31 | 2,629,579 | 0.1 | ||||||||||
2,920,000 | Fannie Mae Connecticut Avenue Securities 2014-C03 2M2, 3.094%, 07/25/24 | 2,652,877 | 0.1 | |||||||||||
2,430,000 | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.194%, 05/25/25 | 2,317,225 | 0.1 | |||||||||||
2,100,000 | Fannie Mae Connecticut Avenue Securities 2015-CO1 M2, 4.494%, 02/25/25 | 2,050,163 | 0.1 | |||||||||||
2,890,000 | Fannie Mae Connecticut Avenue Securities, 5.094%, 11/25/24 | 2,902,509 | 0.1 | |||||||||||
1,625,000 | Fannie Mae Connecticut Avenue Securities, 5.194%, 11/25/24 | 1,639,151 | 0.1 | |||||||||||
72,353,623 | ^ | Fannie Mae Series 2011-M3 X, 0.135%, 07/25/21 | 1,054,069 | 0.0 | ||||||||||
759,816 | ^ | Fannie Mae, 3.000%, 05/25/43 | 104,155 | 0.0 | ||||||||||
3,444,175 | ^ | Fannie Mae, 3.000%, 08/25/28 | 333,352 | 0.0 | ||||||||||
10,844,111 | ^ | Fannie Mae, 5.756%, 10/25/39 | 1,432,171 | 0.1 | ||||||||||
1,380,885 | First Horizon Alternative Mortgage Securities Trust 2006-FA8, 6.000%, 02/25/37 | 1,085,386 | 0.0 | |||||||||||
1,421,235 | First Horizon Alternative Mortgage Securities, 0.494%, 12/25/36 | 801,862 | 0.0 | |||||||||||
1,421,235 | ^ | First Horizon Alternative Mortgage Securities, 6.506%, 12/25/36 | 398,828 | 0.0 | ||||||||||
25,000,000 | ^ | Freddie Mac Series K015 X3, 2.896%, 08/25/39 | 3,570,002 | 0.1 | ||||||||||
1,730,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-HQ3 M3, 4.944%, 10/25/24 | 1,751,538 | 0.1 | |||||||||||
2,000,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQ1 M3, 3.994%, 03/25/25 | 1,945,268 | 0.1 | |||||||||||
2,130,000 | Freddie Mac Structured Agency Credit Risk Debt Notes, 4.344%, 01/25/25 | 2,127,699 | 0.1 | |||||||||||
228,732,017 | #,^ | FREMF Mortgage Trust, 0.100%, 12/25/44 | 1,139,314 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
1,280,000 | GMAC Commercial Mortgage Securities, Inc. Series 2004-C3 Trust, 5.044%, 12/10/41 | 1,316,454 | 0.1 | |||||||||||
8,513,853 | ^ | GS Mortgage Securities Corp. II 2012-GCJ9 XA, 2.499%, 11/10/45 | 881,394 | 0.0 | ||||||||||
45,929,136 | ^ | GS Mortgage Securities Corp. II, 1.703%, 11/10/46 | 3,154,284 | 0.1 | ||||||||||
9,949,116 | ^ | GS Mortgage Securities Corp. II, 2.714%, 05/10/45 | 958,176 | 0.0 | ||||||||||
3,290,000 | # | GS Mortgage Securities Trust 2010-C2, 5.359%, 12/10/43 | 3,447,456 | 0.1 | ||||||||||
10,847 | GSR Mortgage Loan Trust, 0.694%, 06/25/35 | 10,609 | 0.0 | |||||||||||
854,464 | GSR Mortgage Loan Trust, 5.500%, 05/25/36 | 789,581 | 0.0 | |||||||||||
593,799 | GSR Mortgage Loan Trust, 6.000%, 01/25/37 | 567,325 | 0.0 | |||||||||||
1,850,580 | HomeBanc Mortgage Trust 2005-3 A2, 0.504%, 07/25/35 | 1,724,369 | 0.1 | |||||||||||
2,266,785 | HomeBanc Mortgage Trust 2006-2 A1, 0.374%, 12/25/36 | 2,009,569 | 0.1 | |||||||||||
1,609,081 | HomeBanc Mortgage Trust 2006-2 A2, 0.414%, 12/25/36 | 1,430,534 | 0.1 | |||||||||||
440,519 | Homebanc Mortgage Trust, 1.054%, 08/25/29 | 417,157 | 0.0 | |||||||||||
2,982,074 | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 0.404%, 04/25/46 | 2,364,263 | 0.1 | |||||||||||
955,043 | # | Jefferies Resecuritization Trust 2009-R6, 3.459%, 03/26/36 | 928,515 | 0.0 | ||||||||||
694,512 | JP Morgan Alternative Loan Trust, 5.500%, 12/25/35 | 588,706 | 0.0 | |||||||||||
15,265,000 | #,^ | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.443%, 12/15/47 | 346,977 | 0.0 | ||||||||||
630,000 | # | JP Morgan Chase Commercial Mortgage Securities Corp. Commercial Mortgage Pass-Thr, 5.740%, 05/15/41 | 656,149 | 0.0 | ||||||||||
42,575,828 | ^ | JP Morgan Chase Commercial Mortgage Securities Corp., 0.752%, 01/15/46 | 823,161 | 0.0 | ||||||||||
2,400,000 | # | JP Morgan Chase Commercial Mortgage Securities Corp., 5.595%, 07/15/46 | 2,539,290 | 0.1 | ||||||||||
1,130,181 | # | JP Morgan Chase Commercial Mortgage Securities Trust 2003-LN1 H, 5.639%, 10/15/37 | 1,135,712 | 0.0 | ||||||||||
1,910,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC10, 5.066%, 01/12/37 | 1,907,070 | 0.1 | |||||||||||
1,380,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC10, 5.097%, 01/12/37 | 1,371,934 | 0.1 |
See Accompanying Notes to Financial Statements
23 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
1,300,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9 E, 5.496%, 06/12/41 | 1,277,022 | 0.1 | |||||||||||
1,130,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP8, 5.618%, 05/15/45 | 1,131,361 | 0.0 | |||||||||||
923,411 | # | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 TAC1, 7.990%, 07/15/46 | 985,681 | 0.0 | ||||||||||
41,048,634 | ^ | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.923%, 06/15/45 | 2,761,629 | 0.1 | ||||||||||
3,017,474 | JP Morgan Mortgage Trust 2005-A4 B1, 2.509%, 07/25/35 | 2,742,857 | 0.1 | |||||||||||
3,007,899 | JP Morgan Mortgage Trust 2005-S3, 6.000%, 01/25/36 | 2,668,527 | 0.1 | |||||||||||
18,186,567 | #,^ | LB-UBS Commercial Mortgage Trust 2004-C1, 1.000%, 01/15/36 | 177,772 | 0.0 | ||||||||||
1,581,000 | # | LB-UBS Commercial Mortgage Trust 2005-C1 G, 5.462%, 02/15/40 | 1,575,623 | 0.1 | ||||||||||
1,730,000 | LB-UBS Commercial Mortgage Trust 2005-C3 E, 4.983%, 07/15/40 | 1,766,529 | 0.1 | |||||||||||
1,100,000 | # | LB-UBS Commercial Mortgage Trust 2005-C5 G, 5.350%, 09/15/40 | 1,110,388 | 0.0 | ||||||||||
3,205,000 | LB-UBS Commercial Mortgage Trust 2005-C7 E, 5.350%, 11/15/40 | 3,299,062 | 0.1 | |||||||||||
720,000 | LB-UBS Commercial Mortgage Trust 2006-C4 D, 6.049%, 06/15/38 | 733,591 | 0.0 | |||||||||||
2,090,000 | LB-UBS Commercial Mortgage Trust 2006-C4 E, 6.049%, 06/15/38 | 2,081,090 | 0.1 | |||||||||||
830,000 | # | LB-UBS Commercial Mortgage Trust 2006-C6 JR15, 6.095%, 09/15/39 | 841,400 | 0.0 | ||||||||||
820,000 | # | LB-UBS Commercial Mortgage Trust 2006-C6 JR16, 6.095%, 09/15/39 | 820,447 | 0.0 | ||||||||||
1,750,000 | LB-UBS Commercial Mortgage Trust 2007-C6 AJ, 6.324%, 07/15/40 | 1,807,458 | 0.1 | |||||||||||
67,194,322 | #,^ | LB-UBS Commercial Mortgage Trust, 0.851%, 11/15/38 | 474,143 | 0.0 | ||||||||||
396,470 | LB-UBS Commercial Mortgage Trust, 4.954%, 07/15/40 | 396,810 | 0.0 | |||||||||||
1,100,000 | # | LB-UBS Commercial Mortgage Trust, 5.244%, 10/15/36 | 1,149,552 | 0.0 | ||||||||||
1,830,000 | # | LB-UBS Commercial Mortgage Trust, 6.095%, 09/15/39 | 1,878,230 | 0.1 | ||||||||||
1,760,000 | # | LB-UBS Commercial Mortgage Trust, 6.095%, 09/15/39 | 1,810,433 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
987,990 | # | LB-UBS Commercial Mortgage Trust, 6.890%, 07/15/32 | 991,233 | 0.0 | ||||||||||
2,798,642 | Lehman Mortgage Trust 2005-1 1A3, 5.500%, 11/25/35 | 2,640,031 | 0.1 | |||||||||||
2,510,284 | Lehman XS Trust Series 2005-5N 1A2, 0.554%, 11/25/35 | 2,034,284 | 0.1 | |||||||||||
4,929,204 | Lehman XS Trust Series 2006-14N 2A, 0.394%, 09/25/46 | 3,984,295 | 0.1 | |||||||||||
128,066 | Merrill Lynch Mortgage Investors, Inc., 6.250%, 12/10/29 | 128,115 | 0.0 | |||||||||||
4,145,000 | Merrill Lynch Mortgage Trust 2006-C2 AJ, 5.802%, 08/12/43 | 4,176,699 | 0.2 | |||||||||||
1,500,000 | # | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5, 4.845%, 08/15/45 | 1,536,549 | 0.1 | ||||||||||
2,760,000 | # | Morgan Stanley Capital I Trust 2008-TOP29, 6.461%, 01/11/43 | 2,855,692 | 0.1 | ||||||||||
3,090,000 | # | Morgan Stanley Capital I Trust 2011-C1 D, 5.564%, 09/15/47 | 3,320,576 | 0.1 | ||||||||||
1,300,000 | # | Morgan Stanley Capital I Trust 2011-C1 E, 5.564%, 09/15/47 | 1,376,739 | 0.1 | ||||||||||
250,000 | # | Morgan Stanley Capital I, Inc., 5.910%, 11/15/31 | 252,947 | 0.0 | ||||||||||
600,000 | # | Morgan Stanley Dean Witter Capital I, 7.761%, 07/15/33 | 672,955 | 0.0 | ||||||||||
1,474,351 | Morgan Stanley Mortgage Loan Trust 2006-3AR 2A1, 2.793%, 03/25/36 | 1,208,544 | 0.0 | |||||||||||
3,210,325 | # | Morgan Stanley Re-REMIC Trust 2010-C30 A3B, 5.246%, 12/17/43 | 3,208,247 | 0.1 | ||||||||||
2,590,000 | # | Morgan Stanley Re-REMIC Trust, 0.250%, 07/27/49 | 2,353,533 | 0.1 | ||||||||||
1,561,070 | # | N-Star Real Estate CDO Ltd. 2013-1A A, 2.044%, 08/25/29 | 1,560,445 | 0.1 | ||||||||||
3,094,792 | Opteum Mortgage Acceptance Corp. Trust 2006-1 1APT, 0.404%, 04/25/36 | 2,691,064 | 0.1 | |||||||||||
418,470 | Prime Mortgage Trust, 5.500%, 03/25/37 | 379,710 | 0.0 | |||||||||||
3,442,739 | # | SoFi Professional Loan Program 2015-C LLC A2, 2.510%, 08/25/33 | 3,451,907 | 0.1 | ||||||||||
237,445 | Structured Adjustable Rate Mortgage Loan Trust, 2.737%, 09/25/34 | 237,284 | 0.0 | |||||||||||
412,709 | Structured Asset Mortgage Investments, Inc., 0.696%, 04/19/35 | 384,575 | 0.0 | |||||||||||
7,684,107 | #,^ | UBS-Barclays Commercial Mortgage Trust, 1.882%, 05/10/63 | 516,739 | 0.0 |
See Accompanying Notes to Financial Statements
24 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
742,363 | # | Wachovia Bank Commercial Mortgage Trust Series 2005-C17 G, 5.806%, 03/15/42 | 742,543 | 0.0 | ||||||||||
6,770,000 | Wachovia Bank Commercial Mortgage Trust Series 2006-C25, 5.900%, 05/15/43 | 6,787,257 | 0.2 | |||||||||||
6,960,000 | Wachovia Bank Commercial Mortgage Trust Series, 5.900%, 05/15/43 | 7,041,498 | 0.3 | |||||||||||
3,892,646 | Wachovia Mortgage Loan Trust LLC Series 2005-B Trust 2A1, 2.670%, 10/20/35 | 3,538,983 | 0.1 | |||||||||||
1,144,327 | WaMu Alternative Mortgage Pass-Through Certificates, 5.500%, 10/25/35 | 1,075,211 | 0.0 | |||||||||||
841,367 | WaMu Mortgage Pass Through Certificates, 1.819%, 10/25/36 | 710,174 | 0.0 | |||||||||||
946,179 | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 2.316%, 10/25/36 | 852,289 | 0.0 | |||||||||||
2,118,615 | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 Trust 1A4, 1.983%, 11/25/36 | 1,889,775 | 0.1 | |||||||||||
5,521,253 | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust 2A3, 2.029%, 12/25/36 | 4,858,217 | 0.2 | |||||||||||
3,361,901 | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust 3A1, 3.831%, 12/25/36 | 3,074,670 | 0.1 | |||||||||||
2,388,196 | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust, 2.029%, 12/25/36 | 2,101,403 | 0.1 | |||||||||||
1,558,952 | WaMu Mortgage Pass-Through Certificates Series 2006-AR6 Trust, 4.322%, 08/25/36 | 1,402,668 | 0.1 | |||||||||||
3,580,049 | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 2.400%, 08/25/46 | 3,094,956 | 0.1 | |||||||||||
4,543,448 | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 2.290%, 12/25/36 | 4,116,568 | 0.2 | |||||||||||
928,627 | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 Trust, 1.975%, 04/25/37 | 812,754 | 0.0 | |||||||||||
1,273,113 | WaMu Mortgage Pass-Through Certificates WMALT Series Trust 2007-OC1 A3, 0.424%, 01/25/47 | 952,679 | 0.0 | |||||||||||
4,320,806 | WaMu Mortgage Pass-Through Certificates, 2.234%, 07/25/37 | 3,702,788 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
3,131,949 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/36 | 2,806,327 | 0.1 | |||||||||||
3,791,516 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 1.159%, 08/25/46 | 2,608,161 | 0.1 | |||||||||||
2,637,505 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 A4, 0.514%, 01/25/47 | 1,990,541 | 0.1 | |||||||||||
1,030,365 | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 1A1, 2.088%, 03/25/37 | 858,013 | 0.0 | |||||||||||
2,374,633 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 CB3, 5.500%, 07/25/35 | 2,284,394 | 0.1 | |||||||||||
2,743,111 | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.624%, 06/25/37 | 1,997,238 | 0.1 | |||||||||||
2,907,676 | Wells Fargo Alternative Loan Trust, 6.250%, 07/25/37 | 2,654,661 | 0.1 | |||||||||||
1,310,537 | Wells Fargo Mortgage Backed Securities 2005-AR15 Trust 1A6, 2.736%, 09/25/35 | 1,253,859 | 0.1 | |||||||||||
1,658,793 | Wells Fargo Mortgage Backed Securities 2006-AR6 Trust 3A1, 2.597%, 03/25/36 | 1,617,611 | 0.1 | |||||||||||
5,316,443 | #,^ | Wells Fargo Mortgage Backed Securities Trust, 1.685%, 06/15/45 | 403,692 | 0.0 | ||||||||||
1,369,656 | Wells Fargo Mortgage Backed Securities Trust, 5.705%, 04/25/36 | 1,346,530 | 0.1 | |||||||||||
26,774,753 | #,^ | WFRBS Commercial Mortgage Trust 2013-C12, 1.613%, 03/15/48 | 1,948,576 | 0.1 | ||||||||||
Total Collateralized Mortgage Obligations | ||||||||||||||
(Cost $353,920,141) | 359,404,314 | 12.9 | ||||||||||||
FOREIGN GOVERNMENT BONDS: 1.4% | ||||||||||||||
375,000 | Banco Nacional de Desenvolvimento Economico e Social, 5.750%, 09/26/23 | 313,125 | 0.0 | |||||||||||
700,000 | # | Bolivian Government International Bond, 5.950%, 08/22/23 | 731,500 | 0.0 | ||||||||||
1,968,000 | L | Brazil Government International Bond, 2.625%, 01/05/23 | 1,599,000 | 0.1 | ||||||||||
1,062,000 | Colombia Government International Bond, 2.625%, 03/15/23 | 946,773 | 0.1 | |||||||||||
760,000 | Colombia Government International Bond, 8.125%, 05/21/24 | 932,140 | 0.1 |
See Accompanying Notes to Financial Statements
25 |
��
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
FOREIGN GOVERNMENT BONDS: (continued) | ||||||||||||||
350,000 | # | Costa Rica Government International Bond, 4.250%, 01/26/23 | 306,250 | 0.0 | ||||||||||
400,000 | Costa Rica Government International Bond, 9.995%, 08/01/20 | 485,500 | 0.0 | |||||||||||
272,000 | Croatia Government International Bond, 6.375%, 03/24/21 | 293,128 | 0.0 | |||||||||||
270,000 | Dominican Republic International Bond, 5.875%, 04/18/24 | 266,625 | 0.0 | |||||||||||
300,000 | # | Dominican Republic International Bond, 6.600%, 01/28/24 | 312,000 | 0.0 | ||||||||||
300,000 | # | Dominican Republic International Bond, 5.500%, 01/27/25 | 291,000 | 0.0 | ||||||||||
250,000 | # | Egypt Government International Bond, 5.875%, 06/11/25 | 236,875 | 0.0 | ||||||||||
750,000 | El Fondo MIVIVIENDA S.A., 3.500%, 01/31/23 | 697,500 | 0.0 | |||||||||||
232,000 | # | El Salvador Government International Bond, 5.875%, 01/30/25 | 201,840 | 0.0 | ||||||||||
290,380 | # | Gabonese Republic, 6.375%, 12/12/24 | 241,573 | 0.0 | ||||||||||
300,000 | # | Guatemala Government Bond, 4.875%, 02/13/28 | 293,250 | 0.0 | ||||||||||
559,000 | Guatemala Government Bond, 8.125%, 10/06/34 | 718,315 | 0.0 | |||||||||||
156,000 | Hungary Government International Bond, 5.375%, 02/21/23 | 170,003 | 0.0 | |||||||||||
416,000 | Hungary Government International Bond, 7.625%, 03/29/41 | 553,800 | 0.0 | |||||||||||
1,500,000 | Indonesia Government International Bond, 4.125%, 01/15/25 | 1,408,442 | 0.1 | |||||||||||
600,000 | # | Indonesia Government International Bond, 4.125%, 01/15/25 | 563,377 | 0.0 | ||||||||||
1,890,000 | Inter-American Development Bank, 1.375%, 07/15/20 | 1,888,645 | 0.1 | |||||||||||
1,021,000 | Ivory Coast Government International Bond, 5.750%, 12/31/32 | 893,932 | 0.1 | |||||||||||
600,000 | # | KazAgro National Management Holding JSC, 4.625%, 05/24/23 | 480,900 | 0.0 | ||||||||||
1,000,000 | # | Kazakhstan Government International Bond, 5.125%, 07/21/25 | 967,500 | 0.1 | ||||||||||
600,000 | # | Kazakhstan Temir Zholy Finance BV, 6.950%, 07/10/42 | 471,810 | 0.0 | ||||||||||
600,000 | # | KazMunayGas National Co. JSC, 4.400%, 04/30/23 | 506,250 | 0.0 | ||||||||||
955,000 | Lebanon Government International Bond, 6.000%, 01/27/23 | 948,029 | 0.1 | |||||||||||
400,000 | Mexico Government International Bond, 4.000%, 10/02/23 | 408,400 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
FOREIGN GOVERNMENT BONDS: (continued) | ||||||||||||||
500,000 | Morocco Government International Bond, 4.250%, 12/11/22 | 506,875 | 0.0 | |||||||||||
600,000 | # | Morocco Government International Bond, 4.250%, 12/11/22 | 608,250 | 0.0 | ||||||||||
850,000 | Namibia International Bonds, 5.500%, 11/03/21 | 876,911 | 0.0 | |||||||||||
350,000 | Nigeria Government International Bond, 6.750%, 01/28/21 | 333,375 | 0.0 | |||||||||||
200,000 | Pakistan Government International Bond, 6.875%, 06/01/17 | 207,985 | 0.0 | |||||||||||
200,000 | Pakistan Government International Bond, 7.875%, 03/31/36 | 185,552 | 0.0 | |||||||||||
693,000 | Panama Government International Bond, 6.700%, 01/26/36 | 828,135 | 0.0 | |||||||||||
400,000 | Pertamina Persero PT, 4.300%, 05/20/23 | 366,439 | 0.0 | |||||||||||
750,000 | Pertamina Persero PT, 5.625%, 05/20/43 | 586,775 | 0.0 | |||||||||||
800,000 | Perusahaan Listrik Negara PT, 5.500%, 11/22/21 | 808,000 | 0.0 | |||||||||||
948,000 | Petroleos de Venezuela SA, 5.250%, 04/12/17 | 430,771 | 0.0 | |||||||||||
853,000 | Petroleos de Venezuela SA, 9.000%, 11/17/21 | 309,213 | 0.0 | |||||||||||
550,000 | L | Petroleos Mexicanos, 4.500%, 01/23/26 | 508,420 | 0.0 | ||||||||||
330,000 | Petroleos Mexicanos, 4.875%, 01/18/24 | 320,232 | 0.0 | |||||||||||
1,370,000 | Petroleos Mexicanos, 5.500%, 06/27/44 | 1,106,275 | 0.1 | |||||||||||
1,026,667 | Petroleum Co. of Trinidad & Tobago Ltd., 6.000%, 05/08/22 | 998,433 | 0.1 | |||||||||||
950,000 | Republic of Angola Via Northern Lights III BV, 7.000%, 08/16/19 | 901,588 | 0.1 | |||||||||||
600,000 | Republic of Paraguay, 4.625%, 01/25/23 | 592,500 | 0.0 | |||||||||||
600,000 | # | Republic of Paraguay, 4.625%, 01/25/23 | 592,500 | 0.0 | ||||||||||
102,000 | Romanian Government International Bond, 4.375%, 08/22/23 | 106,554 | 0.0 | |||||||||||
136,000 | # | Romanian Government International Bond, 4.375%, 08/22/23 | 142,072 | 0.0 | ||||||||||
630,000 | # | Republic of Serbia, 5.250%, 11/21/17 | 654,412 | 0.0 | ||||||||||
350,000 | Sri Lanka Government International Bond, 5.875%, 07/25/22 | 339,463 | 0.0 | |||||||||||
570,000 | Tanzania Government International Bond, 6.538%, 03/09/20 | 545,775 | 0.0 | |||||||||||
1,000,000 | # | Transnet SOC Ltd., 4.000%, 07/26/22 | 926,875 | 0.1 | ||||||||||
800,000 | Turkey Government International Bond, 6.000%, 01/14/41 | 782,000 | 0.0 | |||||||||||
200,000 | Turkey Government International Bond, 6.250%, 09/26/22 | 214,250 | 0.0 |
See Accompanying Notes to Financial Statements
26 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
FOREIGN GOVERNMENT BONDS: (continued) | ||||||||||||||
2,083,000 | Turkey Government International Bond, 7.375%, 02/05/25 | 2,386,856 | 0.1 | |||||||||||
2,726,000 | Ukraine Government AID Bonds, 1.847%, 05/29/20 | 2,777,025 | 0.1 | |||||||||||
253,970 | Uruguay Government International Bond, 7.625%, 03/21/36 | 315,240 | 0.0 | |||||||||||
341,643 | Uruguay Government International Bond, 8.000%, 11/18/22 | 424,491 | 0.0 | |||||||||||
475,000 | Vietnam Government International Bond, 6.750%, 01/29/20 | 518,930 | 0.0 | |||||||||||
300,000 | # | Zambia Government International Bond, 5.375%, 09/20/22 | 214,800 | 0.0 | ||||||||||
Total Foreign Government Bonds | ||||||||||||||
(Cost $42,581,776) | 39,544,454 | 1.4 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 28.3% | ||||||||||||||
U.S. Treasury Bonds: 6.0% | ||||||||||||||
57,900,000 | 2.000%, due 08/15/25 | 57,630,128 | 2.0 | |||||||||||
108,877,000 | 3.000%, due 05/15/45 | 111,528,699 | 4.0 | |||||||||||
169,158,827 | 6.0 | |||||||||||||
U.S. Treasury Notes: 22.3% | ||||||||||||||
14,000 | 0.625%, due 07/31/17 | 14,008 | 0.0 | |||||||||||
49,762,000 | 0.625%, due 08/31/17 | 49,766,877 | 1.8 | |||||||||||
191,884,000 | 0.625%, due 09/30/17 | 191,813,962 | 6.9 | |||||||||||
141,276,000 | 1.000%, due 09/15/18 | 141,625,517 | 5.1 | |||||||||||
34,560,000 | 1.375%, due 09/30/20 | 34,562,246 | 1.2 | |||||||||||
17,311,000 | 1.500%, due 07/31/16 | 17,478,363 | 0.6 | |||||||||||
169,171,000 | 1.750%, due 09/30/22 | 169,144,609 | 6.1 | |||||||||||
17,232,000 | 1.875%, due 05/31/22 | 17,398,944 | 0.6 | |||||||||||
960,000 | 2.125%, due 06/30/22 | 985,294 | 0.0 | |||||||||||
622,789,820 | 22.3 | |||||||||||||
Total U.S. Treasury Obligations | ||||||||||||||
(Cost $790,129,540) | 791,948,647 | 28.3 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 31.7% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 13.1%## | ||||||||||||||
1,704,963 | 2.500%, due 05/01/30 | 1,742,199 | 0.1 | |||||||||||
1,989,106 | 2.500%, due 05/01/30 | 2,032,021 | 0.1 | |||||||||||
2,502,040 | 2.500%, due 06/01/30 | 2,556,047 | 0.1 | |||||||||||
2,357,000 | W | 2.500%, due 10/01/30 | 2,402,945 | 0.1 | ||||||||||
1,809,808 | 2.500%, due 12/15/32 | 1,751,287 | 0.1 | |||||||||||
13,181 | 2.504%, due 05/01/37 | 14,010 | 0.0 | |||||||||||
8,844,000 | W | 3.000%, due 01/15/27 | 9,184,284 | 0.3 | ||||||||||
1,275,223 | 3.000%, due 02/01/27 | 1,330,380 | 0.1 | |||||||||||
2,357,922 | 3.000%, due 02/01/27 | 2,459,839 | 0.1 | |||||||||||
15,977,436 | ^ | 3.000%, due 02/15/33 | 2,246,468 | 0.1 | ||||||||||
6,250,426 | 3.000%, due 04/15/33 | 6,321,237 | 0.2 | |||||||||||
1,916,000 | 3.000%, due 08/15/40 | 1,931,612 | 0.1 | |||||||||||
64,015,000 | W | 3.000%, due 10/01/44 | 64,676,673 | 2.3 | ||||||||||
3,515,785 | 3.000%, due 03/01/45 | 3,563,845 | 0.1 | |||||||||||
3,486,089 | 3.000%, due 03/01/45 | 3,535,909 | 0.1 | |||||||||||
8,889,704 | 3.000%, due 04/01/45 | 9,016,746 | 0.3 | |||||||||||
8,998,240 | 3.000%, due 04/01/45 | 9,121,244 | 0.3 | |||||||||||
24,752,000 | 3.000%, due 09/01/45 | 25,038,355 | 0.9 | |||||||||||
189,674 | 3.307%, due 03/15/38 | 205,285 | 0.0 | |||||||||||
1,000,000 | 3.500%, due 09/15/39 | 1,053,086 | 0.0 | |||||||||||
28,301,000 | W | 3.500%, due 02/15/41 | 29,385,505 | 1.1 | ||||||||||
4,915,000 | 3.500%, due 03/01/45 | 5,132,596 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | ||||||||||||||
Federal Home Loan Mortgage Corporation: (continued) | ||||||||||||||
1,429,032 | ^^ | 4.000%, due 01/15/36 | 1,395,539 | 0.1 | ||||||||||
2,496,754 | 4.000%, due 10/01/41 | 2,663,734 | 0.1 | |||||||||||
3,814,231 | 4.000%, due 12/01/41 | 4,072,782 | 0.1 | |||||||||||
7,939,994 | ^ | 4.000%, due 04/15/43 | 1,503,932 | 0.1 | ||||||||||
4,472,465 | 4.000%, due 08/01/44 | 4,771,032 | 0.2 | |||||||||||
1,224,044 | 4.000%, due 05/01/45 | 1,306,079 | 0.1 | |||||||||||
6,248,924 | 4.000%, due 06/01/45 | 6,671,917 | 0.2 | |||||||||||
3,379,844 | 4.000%, due 07/01/45 | 3,608,059 | 0.1 | |||||||||||
7,765,000 | 4.000%, due 09/01/45 | 8,290,621 | 0.3 | |||||||||||
7,338,000 | 4.000%, due 09/01/45 | 7,827,335 | 0.3 | |||||||||||
25,612,803 | 4.000%, due 09/01/45 | 27,346,540 | 1.0 | |||||||||||
4,258,000 | 4.000%, due 09/01/45 | 4,546,226 | 0.2 | |||||||||||
5,543,000 | 4.000%, due 09/01/45 | 5,918,220 | 0.2 | |||||||||||
10,660,000 | 4.000%, due 09/01/45 | 11,381,588 | 0.4 | |||||||||||
25,000,000 | 4.500%, due 05/15/38 | 27,145,188 | 1.0 | |||||||||||
5,767,224 | ^ | 4.500%, due 12/15/40 | 949,762 | 0.0 | ||||||||||
1,833,247 | 4.500%, due 08/01/41 | 1,991,069 | 0.1 | |||||||||||
558,837 | 4.500%, due 08/01/41 | 606,722 | 0.0 | |||||||||||
2,407,735 | 4.500%, due 09/01/41 | 2,612,744 | 0.1 | |||||||||||
2,520,192 | 4.500%, due 10/01/41 | 2,747,301 | 0.1 | |||||||||||
973,748 | 4.500%, due 01/15/42 | 1,081,659 | 0.0 | |||||||||||
4,511,736 | ^ | 4.500%, due 08/15/43 | 813,316 | 0.0 | ||||||||||
2,557,496 | 4.500%, due 03/01/44 | 2,788,366 | 0.1 | |||||||||||
222,601 | 5.000%, due 12/15/17 | 230,283 | 0.0 | |||||||||||
1,712,579 | 5.000%, due 08/15/34 | 1,875,631 | 0.1 | |||||||||||
216,926 | 5.000%, due 02/15/35 | 226,048 | 0.0 | |||||||||||
724,449 | 5.000%, due 02/15/35 | 798,338 | 0.0 | |||||||||||
820,170 | 5.000%, due 02/15/35 | 901,589 | 0.0 | |||||||||||
281,342 | 5.000%, due 01/01/41 | 310,422 | 0.0 | |||||||||||
3,310,574 | 5.000%, due 04/01/41 | 3,628,410 | 0.1 | |||||||||||
781,102 | ^ | 5.192%, due 03/15/33 | 868,246 | 0.0 | ||||||||||
648,785 | 5.500%, due 11/15/22 | 693,951 | 0.0 | |||||||||||
830,091 | 5.500%, due 12/15/32 | 924,874 | 0.0 | |||||||||||
411,423 | 5.500%, due 09/15/34 | 458,814 | 0.0 | |||||||||||
2,876,099 | 5.500%, due 02/15/36 | 3,193,985 | 0.1 | |||||||||||
1,601,295 | 5.500%, due 08/15/36 | 1,819,502 | 0.1 | |||||||||||
1,021,592 | 5.500%, due 06/15/37 | 1,149,965 | 0.0 | |||||||||||
85,734 | 5.500%, due 07/01/37 | 96,301 | 0.0 | |||||||||||
1,587,165 | 5.500%, due 07/15/37 | 1,765,475 | 0.1 | |||||||||||
4,420,651 | 5.500%, due 11/01/38 | 4,962,403 | 0.2 | |||||||||||
1,267,940 | 5.552%, due 07/25/33 | 1,464,890 | 0.1 | |||||||||||
8,008,099 | ^ | 5.794%, due 05/15/36 | 804,606 | 0.0 | ||||||||||
4,413,856 | ^ | 5.794%, due 08/15/42 | 844,411 | 0.0 | ||||||||||
3,381,915 | ^ | 5.844%, due 07/15/40 | 532,776 | 0.0 | ||||||||||
21,059,510 | ^ | 5.844%, due 01/15/41 | 3,483,868 | 0.1 | ||||||||||
15,956,758 | ^ | 5.893%, due 09/15/44 | 3,085,721 | 0.1 | ||||||||||
5,449 | 6.000%, due 12/01/28 | 6,128 | 0.0 | |||||||||||
20,605 | 6.000%, due 01/01/29 | 23,188 | 0.0 | |||||||||||
290,119 | 6.000%, due 01/15/29 | 331,805 | 0.0 | |||||||||||
311,665 | 6.000%, due 01/15/29 | 354,182 | 0.0 | |||||||||||
1,972,930 | 6.000%, due 04/15/29 | 2,250,129 | 0.1 | |||||||||||
337,028 | 6.000%, due 07/15/32 | 383,009 | 0.0 | |||||||||||
306,700 | ^ | 6.000%, due 04/15/33 | 76,690 | 0.0 | ||||||||||
1,877,067 | 6.000%, due 05/15/36 | 2,136,669 | 0.1 | |||||||||||
1,117,975 | 6.000%, due 07/15/36 | 1,272,444 | 0.0 | |||||||||||
1,758,811 | 6.000%, due 10/15/37 | 1,944,391 | 0.1 | |||||||||||
1,322,828 | 6.000%, due 11/15/37 | 1,464,835 | 0.1 | |||||||||||
7,415,466 | ^ | 6.244%, due 08/15/36 | 1,554,780 | 0.1 | ||||||||||
4,616,239 | ^ | 6.279%, due 06/15/36 | 768,107 | 0.0 | ||||||||||
3,435,685 | ^ | 6.343%, due 05/15/41 | 777,044 | 0.0 | ||||||||||
6,682,516 | ^ | 6.393%, due 09/15/34 | 738,399 | 0.0 | ||||||||||
12,933 | 6.500%, due 01/01/24 | 14,794 | 0.0 | |||||||||||
13,113 | 6.500%, due 12/01/31 | 15,003 | 0.0 | |||||||||||
1,220,790 | 6.500%, due 09/01/34 | 1,417,106 | 0.1 | |||||||||||
6,269 | 7.000%, due 11/01/31 | 6,554 | 0.0 | |||||||||||
6,709 | 7.000%, due 03/01/32 | 7,529 | 0.0 | |||||||||||
366,404,599 | 13.1 | |||||||||||||
Federal National Mortgage Association: 13.0%## | ||||||||||||||
54,215 | 0.700%, due 10/25/33 | 54,800 | 0.0 |
See Accompanying Notes to Financial Statements
27 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | ||||||||||||||
Federal National Mortgage Association: (continued) | ||||||||||||||
73,252 | 0.749%, due 01/25/32 | 72,693 | 0.0 | |||||||||||
818,117 | 1.693%, due 06/25/33 | 825,747 | 0.0 | |||||||||||
246,427 | 2.243%, due 07/01/35 | 262,006 | 0.0 | |||||||||||
14,197,000 | W | 2.500%, due 07/25/27 | 14,474,506 | 0.5 | ||||||||||
3,268,904 | 2.500%, due 05/01/30 | 3,338,975 | 0.1 | |||||||||||
7,494,184 | 2.500%, due 06/01/30 | 7,651,578 | 0.3 | |||||||||||
4,933,847 | 2.500%, due 06/01/30 | 5,037,467 | 0.2 | |||||||||||
3,027,501 | 2.500%, due 07/01/30 | 3,091,103 | 0.1 | |||||||||||
3,019,000 | 2.500%, due 12/25/41 | 2,686,522 | 0.1 | |||||||||||
4,158,000 | W | 3.000%, due 09/25/26 | 4,323,183 | 0.2 | ||||||||||
2,662,298 | 3.000%, due 09/01/30 | 2,781,936 | 0.1 | |||||||||||
9,027,000 | W | 3.000%, due 06/25/42 | 9,149,006 | 0.3 | ||||||||||
4,320,378 | 3.000%, due 05/01/43 | 4,393,129 | 0.2 | |||||||||||
5,588,491 | 3.000%, due 07/01/43 | 5,682,299 | 0.2 | |||||||||||
18,027,027 | 3.000%, due 04/01/45 | 18,302,390 | 0.7 | |||||||||||
99,942,000 | W | 3.500%, due 02/25/42 | 104,262,925 | 3.7 | ||||||||||
2,535,895 | ^ | 3.500%, due 06/25/42 | 372,461 | 0.0 | ||||||||||
10,130,719 | ^ | 3.500%, due 06/25/42 | 1,317,828 | 0.1 | ||||||||||
283,947 | ^ | 4.000%, due 11/01/18 | 12,216 | 0.0 | ||||||||||
5,702,272 | ^ | 4.000%, due 04/25/41 | 915,587 | 0.0 | ||||||||||
1,202,811 | 4.000%, due 03/01/42 | 1,286,247 | 0.1 | |||||||||||
3,944,115 | 4.000%, due 07/01/42 | 4,221,971 | 0.2 | |||||||||||
4,357,752 | 4.000%, due 07/01/42 | 4,663,733 | 0.2 | |||||||||||
653,383 | 4.000%, due 07/01/42 | 699,342 | 0.0 | |||||||||||
29,939,000 | W | 4.000%, due 10/01/44 | 31,937,671 | 1.2 | ||||||||||
3,357,900 | 4.000%, due 01/01/45 | 3,588,499 | 0.1 | |||||||||||
3,733,334 | 4.000%, due 03/01/45 | 3,990,255 | 0.2 | |||||||||||
1,180,001 | 4.000%, due 06/01/45 | 1,262,046 | 0.1 | |||||||||||
5,140,705 | 4.000%, due 06/01/45 | 5,513,984 | 0.2 | |||||||||||
3,538,462 | 4.250%, due 11/01/43 | 3,809,250 | 0.1 | |||||||||||
3,277,987 | 4.500%, due 10/25/34 | 3,569,318 | 0.1 | |||||||||||
18,987,000 | W | 4.500%, due 10/15/35 | 20,585,171 | 0.7 | ||||||||||
940,037 | 4.500%, due 11/01/40 | 1,020,801 | 0.0 | |||||||||||
544,620 | 4.500%, due 11/01/40 | 592,522 | 0.0 | |||||||||||
15,956 | 4.500%, due 12/01/40 | 17,413 | 0.0 | |||||||||||
10,462 | 4.500%, due 12/01/40 | 11,417 | 0.0 | |||||||||||
16,146 | 4.500%, due 01/01/41 | 17,565 | 0.0 | |||||||||||
20,282 | 4.500%, due 01/01/41 | 22,066 | 0.0 | |||||||||||
1,398,881 | 4.500%, due 10/01/41 | 1,521,166 | 0.1 | |||||||||||
316,655 | 5.000%, due 06/01/33 | 350,632 | 0.0 | |||||||||||
51,259 | 5.000%, due 09/01/33 | 56,775 | 0.0 | |||||||||||
1,827,431 | 5.000%, due 09/25/33 | 2,044,900 | 0.1 | |||||||||||
181,598 | 5.000%, due 11/01/33 | 201,133 | 0.0 | |||||||||||
61,778 | 5.000%, due 03/01/34 | 68,431 | 0.0 | |||||||||||
38,845 | 5.000%, due 03/01/34 | 43,024 | 0.0 | |||||||||||
246,146 | 5.000%, due 07/25/34 | 248,780 | 0.0 | |||||||||||
402,238 | 5.000%, due 02/01/35 | 445,494 | 0.0 | |||||||||||
16,300 | 5.000%, due 06/01/35 | 18,040 | 0.0 | |||||||||||
285,163 | 5.000%, due 06/01/35 | 315,835 | 0.0 | |||||||||||
162,171 | 5.000%, due 07/01/35 | 179,471 | 0.0 | |||||||||||
664,043 | 5.000%, due 07/01/35 | 735,581 | 0.0 | |||||||||||
781,431 | 5.000%, due 08/01/35 | 861,815 | 0.0 | |||||||||||
1,521,330 | 5.000%, due 10/01/35 | 1,679,154 | 0.1 | |||||||||||
72,091 | 5.000%, due 10/01/35 | 79,378 | 0.0 | |||||||||||
778,452 | 5.000%, due 02/01/36 | 858,379 | 0.0 | |||||||||||
11,699 | 5.000%, due 03/01/36 | 12,895 | 0.0 | |||||||||||
150,182 | 5.000%, due 03/01/36 | 165,526 | 0.0 | |||||||||||
26,382 | 5.000%, due 05/01/36 | 29,086 | 0.0 | |||||||||||
16,098 | 5.000%, due 06/01/36 | 17,747 | 0.0 | |||||||||||
547,632 | 5.000%, due 07/01/36 | 605,949 | 0.0 | |||||||||||
749,146 | 5.000%, due 07/01/37 | 829,650 | 0.0 | |||||||||||
8,830,674 | 5.000%, due 07/01/39 | 9,799,840 | 0.4 | |||||||||||
429,645 | 5.000%, due 11/01/40 | 476,941 | 0.0 | |||||||||||
191,416 | 5.000%, due 05/01/41 | 211,573 | 0.0 | |||||||||||
921,166 | 5.000%, due 06/01/41 | 1,018,170 | 0.0 | |||||||||||
497,850 | 5.000%, due 06/01/41 | 550,275 | 0.0 | |||||||||||
12,110 | 5.500%, due 02/01/18 | 12,606 | 0.0 | |||||||||||
2,535,506 | 5.500%, due 10/25/33 | 2,877,340 | 0.1 | |||||||||||
1,354,757 | 5.500%, due 02/25/34 | 1,517,644 | 0.1 | |||||||||||
3,165,415 | 5.500%, due 07/25/34 | 3,593,611 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | ||||||||||||||
Federal National Mortgage Association: (continued) | ||||||||||||||
327,948 | 5.500%, due 08/25/34 | 344,644 | 0.0 | |||||||||||
413,130 | 5.500%, due 03/01/37 | 463,937 | 0.0 | |||||||||||
416,318 | 5.500%, due 06/01/39 | 469,424 | 0.0 | |||||||||||
4,045,982 | 5.500%, due 10/01/39 | 4,561,867 | 0.2 | |||||||||||
21,923,742 | ^ | 5.876%, due 11/25/40 | 3,070,341 | 0.1 | ||||||||||
6,561,520 | ^ | 5.956%, due 11/25/39 | 1,139,838 | 0.1 | ||||||||||
15,963,070 | ^ | 5.956%, due 11/25/42 | 3,736,833 | 0.1 | ||||||||||
6,092 | 6.000%, due 08/01/16 | 6,161 | 0.0 | |||||||||||
83 | 6.000%, due 12/01/16 | 85 | 0.0 | |||||||||||
4,503 | 6.000%, due 03/01/17 | 4,593 | 0.0 | |||||||||||
54,108 | 6.000%, due 09/01/17 | 55,654 | 0.0 | |||||||||||
2,840 | 6.000%, due 11/01/17 | 2,913 | 0.0 | |||||||||||
5,999 | 6.000%, due 10/01/18 | 6,260 | 0.0 | |||||||||||
381,423 | 6.000%, due 07/25/29 | 432,814 | 0.0 | |||||||||||
296,640 | 6.000%, due 04/25/31 | 336,650 | 0.0 | |||||||||||
548,487 | ^ | 6.000%, due 08/25/33 | 133,461 | 0.0 | ||||||||||
148,226 | 6.000%, due 09/01/36 | 167,199 | 0.0 | |||||||||||
175,144 | 6.000%, due 02/25/37 | 191,449 | 0.0 | |||||||||||
4,335,717 | 6.000%, due 01/01/38 | 4,951,085 | 0.2 | |||||||||||
868,116 | 6.000%, due 05/01/38 | 948,803 | 0.0 | |||||||||||
5,659,885 | ^ | 6.006%, due 10/25/32 | 1,182,652 | 0.1 | ||||||||||
18,690,334 | ^ | 6.006%, due 06/25/33 | 4,156,291 | 0.2 | ||||||||||
15,505,924 | ^ | 6.006%, due 10/25/42 | 3,140,205 | 0.1 | ||||||||||
13,708,675 | ^ | 6.006%, due 02/25/43 | 2,529,780 | 0.1 | ||||||||||
6,523,952 | ^ | 6.006%, due 08/25/43 | 1,256,161 | 0.1 | ||||||||||
18,026,027 | ^ | 6.056%, due 02/25/33 | 3,674,007 | 0.1 | ||||||||||
15,905,027 | ^ | 6.206%, due 05/25/40 | 2,739,316 | 0.1 | ||||||||||
7,084,413 | ^ | 6.356%, due 04/25/39 | 1,490,548 | 0.1 | ||||||||||
6,700,070 | ^ | 6.356%, due 09/25/40 | 1,257,060 | 0.1 | ||||||||||
17,160,361 | ^ | 6.406%, due 04/25/31 | 2,921,128 | 0.1 | ||||||||||
5,336,109 | ^ | 6.406%, due 10/25/41 | 1,053,093 | 0.0 | ||||||||||
13,965,429 | ^ | 6.426%, due 06/25/40 | 2,356,028 | 0.1 | ||||||||||
3,750 | 6.500%, due 02/01/28 | 4,287 | 0.0 | |||||||||||
240 | 6.500%, due 09/01/31 | 274 | 0.0 | |||||||||||
703 | 6.500%, due 09/01/31 | 804 | 0.0 | |||||||||||
26,810 | 6.500%, due 11/01/31 | 32,010 | 0.0 | |||||||||||
9,857 | 6.500%, due 04/01/32 | 11,270 | 0.0 | |||||||||||
2,262 | 6.500%, due 08/01/32 | 2,586 | 0.0 | |||||||||||
5,279 | 6.500%, due 08/01/32 | 6,035 | 0.0 | |||||||||||
12,630 | 6.500%, due 01/01/33 | 14,439 | 0.0 | |||||||||||
17,868 | 6.500%, due 02/01/33 | 20,428 | 0.0 | |||||||||||
618,131 | ^ | 6.506%, due 08/25/26 | 88,052 | 0.0 | ||||||||||
4,158,058 | ^ | 6.506%, due 07/25/42 | 836,909 | 0.0 | ||||||||||
2,280,736 | ^ | 6.546%, due 01/25/37 | 491,091 | 0.0 | ||||||||||
8,019,630 | ^ | 6.556%, due 10/25/35 | 1,451,673 | 0.1 | ||||||||||
13,922 | 7.000%, due 12/01/27 | 14,789 | 0.0 | |||||||||||
3,681 | 7.000%, due 10/01/31 | 4,191 | 0.0 | |||||||||||
4,743 | 7.000%, due 03/01/32 | 5,536 | 0.0 | |||||||||||
672,749 | 7.000%, due 03/25/45 | 773,421 | 0.0 | |||||||||||
3,754,000 | ^ | 7.456%, due 07/25/33 | 817,850 | 0.0 | ||||||||||
597,106 | ^ | 7.478%, due 02/17/29 | 102,817 | 0.0 | ||||||||||
2,613 | 7.500%, due 09/01/30 | 3,133 | 0.0 | |||||||||||
2,559 | 7.500%, due 10/01/30 | 2,568 | 0.0 | |||||||||||
7,307 | 7.500%, due 09/01/31 | 9,072 | 0.0 | |||||||||||
27,820 | 7.500%, due 02/01/32 | 32,904 | 0.0 | |||||||||||
902,905 | 19.267%, due 08/25/32 | 1,097,958 | 0.0 | |||||||||||
448,778 | 22.258%, due 01/25/35 | 579,683 | 0.0 | |||||||||||
56,133 | 27.824%, due 02/25/34 | 75,940 | 0.0 | |||||||||||
443,711 | 32.481%, due 11/25/36 | 816,868 | 0.0 | |||||||||||
363,321,337 | 13.0 | |||||||||||||
Government National Mortgage Association: 5.6% | ||||||||||||||
47,062,000 | W | 3.500%, due 07/20/42 | 49,205,501 | 1.8 | ||||||||||
26,736,200 | 3.500%, due 06/20/45 | 28,068,013 | 1.0 | |||||||||||
775,266 | 4.000%, due 11/20/40 | 833,488 | 0.0 | |||||||||||
796,770 | 4.000%, due 10/20/41 | 847,575 | 0.0 | |||||||||||
7,276,626 | 4.000%, due 03/20/45 | 7,769,955 | 0.3 | |||||||||||
8,430,113 | 4.000%, due 08/20/45 | 9,003,364 | 0.3 | |||||||||||
6,667,248 | ^ | 4.500%, due 01/16/29 | 855,034 | 0.0 |
See Accompanying Notes to Financial Statements
28 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | ||||||||||||||
Government National Mortgage Association: (continued) | ||||||||||||||
5,144,790 | 4.500%, due 05/16/39 | 5,594,016 | 0.2 | |||||||||||
2,574,231 | 4.500%, due 05/20/39 | 2,822,957 | 0.1 | |||||||||||
859,439 | 4.500%, due 10/15/39 | 945,132 | 0.0 | |||||||||||
674,937 | 4.500%, due 11/15/39 | 740,982 | 0.0 | |||||||||||
765,056 | 4.500%, due 11/15/39 | 840,478 | 0.0 | |||||||||||
204,260 | 4.500%, due 12/15/39 | 224,585 | 0.0 | |||||||||||
213,146 | 4.500%, due 08/20/41 | 231,837 | 0.0 | |||||||||||
2,761,092 | ^ | 4.500%, due 09/20/41 | 488,460 | 0.0 | ||||||||||
4,570,857 | 4.500%, due 06/20/45 | 4,924,264 | 0.2 | |||||||||||
1,718,000 | 4.750%, due 05/20/39 | 1,911,912 | 0.1 | |||||||||||
1,872,212 | ^ | 5.000%, due 04/20/40 | 824,118 | 0.0 | ||||||||||
1,106,248 | 5.140%, due 10/20/60 | 1,191,787 | 0.1 | |||||||||||
11,417,687 | ^ | 5.141%, due 05/16/41 | 1,897,460 | 0.1 | ||||||||||
1,336,545 | 5.288%, due 10/20/60 | 1,446,779 | 0.1 | |||||||||||
13,985,283 | ^ | 5.384%, due 12/20/44 | 2,165,499 | 0.1 | ||||||||||
21,701,573 | ^ | 5.391%, due 04/16/44 | 3,486,892 | 0.1 | ||||||||||
19,929,211 | ^ | 5.500%, due 11/20/43 | 4,340,391 | 0.2 | ||||||||||
852,605 | 5.500%, due 03/20/60 | 921,283 | 0.0 | |||||||||||
4,811,577 | ^ | 5.634%, due 06/20/40 | 745,907 | 0.0 | ||||||||||
25,406,892 | ^ | 5.834%, due 07/20/39 | 4,159,726 | 0.2 | ||||||||||
28,932,509 | ^ | 5.891%, due 05/16/40 | 4,345,729 | 0.2 | ||||||||||
1,523,702 | ^ | 5.984%, due 06/20/38 | 161,655 | 0.0 | ||||||||||
2,984,311 | ^ | 5.984%, due 04/20/39 | 526,459 | 0.0 | ||||||||||
19,368,552 | ^ | 5.991%, due 12/16/39 | 2,790,637 | 0.1 | ||||||||||
10,940,473 | ^ | 6.084%, due 05/20/39 | 1,266,447 | 0.1 | ||||||||||
2,131,624 | ^ | 6.184%, due 04/20/38 | 362,447 | 0.0 | ||||||||||
1,076,808 | ^ | 6.291%, due 05/16/38 | 203,233 | 0.0 | ||||||||||
2,766,354 | ^ | 6.334%, due 01/20/38 | 463,702 | 0.0 | ||||||||||
13,400,008 | ^ | 6.404%, due 08/20/40 | 2,979,750 | 0.1 | ||||||||||
5,818,794 | ^ | 6.441%, due 09/16/40 | 1,112,123 | 0.0 | ||||||||||
25,984,856 | ^ | 6.484%, due 07/20/37 | 5,523,624 | 0.2 | ||||||||||
1,829,723 | ^ | 6.561%, due 02/16/35 | 351,909 | 0.0 | ||||||||||
63,940 | ^ | 8.041%, due 06/16/31 | 4,816 | 0.0 | ||||||||||
156,579,926 | 5.6 | |||||||||||||
Total U.S. Government Agency Obligations | ||||||||||||||
(Cost $869,218,882) | 886,305,862 | 31.7 | ||||||||||||
ASSET-BACKED SECURITIES: 7.2% | ||||||||||||||
Automobile Asset-Backed Securities: 1.2% | ||||||||||||||
840,000 | # | AmeriCredit Automobile Receivables Trust 2011-3, 5.760%, 12/10/18 | 843,745 | 0.0 | ||||||||||
1,500,000 | AmeriCredit Automobile Receivables Trust 2013-4, 3.310%, 10/08/19 | 1,539,048 | 0.1 | |||||||||||
1,890,000 | AmeriCredit Automobile Receivables Trust 2013-5, 2.860%, 12/08/19 | 1,911,883 | 0.1 | |||||||||||
3,050,000 | # | AmeriCredit Automobile Receivables Trust, 3.290%, 05/08/20 | 3,094,864 | 0.1 | ||||||||||
1,520,000 | Capital Auto Receivables Asset Trust 2015-2 B, 2.290%, 05/20/20 | 1,533,526 | 0.0 | |||||||||||
1,220,000 | Capital Auto Receivables Asset Trust 2015-2 C, 2.670%, 08/20/20 | 1,226,988 | 0.0 | |||||||||||
1,230,000 | CarMax Auto Owner Trust, 1.950%, 09/16/19 | 1,235,909 | 0.0 | |||||||||||
1,860,000 | GM Financial Automobile Leasing Trust 2015-2 B, 2.420%, 07/22/19 | 1,883,608 | 0.1 | |||||||||||
1,800,000 | GM Financial Automobile Leasing Trust 2015-2 C, 2.990%, 07/22/19 | 1,821,918 | 0.1 | |||||||||||
800,000 | # | MMCA Automobile Trust, 2.260%, 10/15/20 | 806,645 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
ASSET-BACKED SECURITIES: (continued) | ||||||||||||||
Automobile Asset-Backed Securities: (continued) | ||||||||||||||
2,900,000 | # | Oscar US Funding Trust 2014-1, 2.550%, 12/15/21 | 2,988,453 | 0.1 | ||||||||||
2,100,000 | Santander Drive Auto Receivables Trust 2013-1, 2.270%, 01/15/19 | 2,113,938 | 0.1 | |||||||||||
940,000 | Santander Drive Auto Receivables Trust 2013-4, 3.920%, 01/15/20 | 970,545 | 0.0 | |||||||||||
3,380,000 | # | Santander Drive Auto Receivables Trust 2013-A, 3.780%, 10/15/19 | 3,475,818 | 0.1 | ||||||||||
2,200,000 | # | Santander Drive Auto Receivables Trust 2013-A, 4.710%, 01/15/21 | 2,286,112 | 0.1 | ||||||||||
4,820,000 | Santander Drive Auto Receivables Trust 2014-3, 2.650%, 08/17/20 | 4,854,090 | 0.2 | |||||||||||
1,880,000 | # | SunTrust Auto Receivables Trust 2015-1 B, 2.200%, 02/15/21 | 1,900,254 | 0.1 | ||||||||||
34,487,344 | 1.2 | |||||||||||||
Home Equity Asset-Backed Securities: 0.5% | ||||||||||||||
10,130,709 | Freddie Mac Structured Pass-Through Securities, 0.444%, 05/25/31 | 10,018,785 | 0.4 | |||||||||||
787,688 | + | HSI Asset Loan Obligation Trust 2007-WF1 A6, 5.165%, 12/25/36 | 699,407 | 0.0 | ||||||||||
2,620,019 | Morgan Stanley Home Equity Loan Trust 2006-3 A3, 0.354%, 04/25/36 | 1,859,959 | 0.1 | |||||||||||
41,849 | Residential Asset Securities Corp., 0.794%, 06/25/32 | 34,423 | 0.0 | |||||||||||
12,612,574 | 0.5 | |||||||||||||
Other Asset-Backed Securities: 5.5% | ||||||||||||||
5,000,000 | # | 1776 CLO Ltd. 2006-1A D, 2.061%, 05/08/20 | 4,778,250 | 0.2 | ||||||||||
1,000,000 | # | American Homes 4 Rent 2015-SFR1 E, 5.639%, 5.639%, 04/17/45 | 1,006,907 | 0.0 | ||||||||||
1,125,292 | #,^ | American Homes 4 Rent 2015-SFR1 XS, 0.000%, 04/17/52 | – | – | ||||||||||
1,076,000 | # | American Homes 4 Rent 2015-SFR2 Trust Class C, 4.691%, 10/17/15 | 1,096,601 | 0.0 | ||||||||||
1,250,000 | # | American Homes 4 Rent 2015-SFR2 Trust Class D, 5.036%, 10/17/25 | 1,274,579 | 0.0 | ||||||||||
7,100,000 | #,^ | American Homes 4 Rent 2015-SFR2 Trust Class XS, 0.000%, 10/17/45 | – | – | ||||||||||
2,000,000 | # | Apidos Cinco CDO Ltd., 2.559%, 05/14/20 | 1,958,386 | 0.1 | ||||||||||
3,910,000 | # | Ares XII CLO Ltd. 2007-12A C, 2.329%, 11/25/20 | 3,856,097 | 0.1 | ||||||||||
1,000,000 | # | Ares XII CLO Ltd., 3.579%, 11/25/20 | 983,018 | 0.0 | ||||||||||
2,750,000 | # | Atrium V, 1.023%, 07/20/20 | 2,654,085 | 0.1 | ||||||||||
650,000 | # | Atrium V, 4.033%, 07/20/20 | 632,706 | 0.0 | ||||||||||
1,206,141 | # | AVANT Loans Funding Trust 2015-A A, 4.000%, 08/16/21 | 1,204,332 | 0.0 |
See Accompanying Notes to Financial Statements
29 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
ASSET-BACKED SECURITIES: (continued) | ||||||||||||||
Other Asset-Backed Securities: (continued) | ||||||||||||||
1,000,000 | # | Babson Mid-Market CLO, Inc. 2007-II, 1.139%, 04/15/21 | 999,790 | 0.0 | ||||||||||
2,000,000 | # | Babson Mid-Market CLO, Inc. 2007-II, 1.989%, 04/15/21 | 1,999,564 | 0.1 | ||||||||||
1,750,000 | # | BlackRock Senior Income Series V Ltd. 2007-5A D, 2.564%, 08/13/19 | 1,691,153 | 0.1 | ||||||||||
3,500,000 | # | Bluemountain CLO III Ltd. 2007-3A C, 1.024%, 03/17/21 | 3,379,978 | 0.1 | ||||||||||
3,991,506 | # | Callidus Debt Partners CLO Fund VI Ltd. 6A A1T, 0.554%, 10/23/21 | 3,910,171 | 0.1 | ||||||||||
800,000 | # | Callidus Debt Partners CLO Fund VI Ltd., 3.294%, 10/23/21 | 779,674 | 0.0 | ||||||||||
1,500,000 | # | Carlyle High Yield Partners IX Ltd., 0.666%, 08/01/21 | 1,463,206 | 0.1 | ||||||||||
1,250,000 | # | Carlyle High Yield Partners IX Ltd., 0.736%, 08/01/21 | 1,203,545 | 0.0 | ||||||||||
46,875 | Chase Funding Trust Series 2003-5 2A2, 0.794%, 07/25/33 | 43,449 | 0.0 | |||||||||||
5,500,000 | # | CIFC Funding 2006-I Ltd., 1.887%, 10/20/20 | 5,498,944 | 0.2 | ||||||||||
954,128 | # | CIFC Funding 2006-I Ltd., 4.287%, 10/20/20 | 954,058 | 0.0 | ||||||||||
3,200,000 | # | CIFC Funding 2006-II Ltd., 1.924%, 03/01/21 | 3,140,736 | 0.1 | ||||||||||
2,070,387 | # | CIFC Funding 2006-II Ltd., 4.324%, 03/01/21 | 2,035,627 | 0.1 | ||||||||||
2,000,000 | # | Clydesdale CLO 2006 Ltd, 1.001%, 12/19/18 | 1,935,450 | 0.1 | ||||||||||
1,750,000 | # | ColumbusNova CLO IV Ltd 2007-2A C, 2.539%, 10/15/21 | 1,700,135 | 0.1 | ||||||||||
1,000,000 | # | ColumbusNova CLO Ltd 2006-2A E, 4.061%, 04/04/18 | 982,290 | 0.0 | ||||||||||
750,000 | # | ColumbusNova CLO Ltd 2006-II, 1.061%, 04/04/18 | 742,691 | 0.0 | ||||||||||
500,000 | # | ColumbusNova CLO Ltd 2006-II, 1.811%, 04/04/18 | 490,375 | 0.0 | ||||||||||
5,500,000 | # | Cornerstone CLO Ltd., 2.689%, 07/15/21 | 5,309,640 | 0.2 | ||||||||||
1,326,555 | Countrywide Asset-Backed Certificates, 5.478%, 04/25/47 | 1,437,452 | 0.1 | |||||||||||
2,000,000 | # | Duane Street CLO III Ltd, 1.786%, 01/11/21 | 1,961,250 | 0.1 | ||||||||||
3,198,283 | FBR Securitization Trust, 0.874%, 10/25/35 | 2,770,352 | 0.1 | |||||||||||
1,500,000 | # | Flagship CLO V, 1.045%, 09/20/19 | 1,453,826 | 0.1 | ||||||||||
1,250,000 | # | Flagship CLO V, 1.895%, 09/20/19 | 1,203,101 | 0.0 | ||||||||||
1,750,000 | # | Fraser Sullivan CLO II Ltd. 2006-2A E, 3.845%, 12/20/20 | 1,697,829 | 0.1 | ||||||||||
1,450,000 | # | Fraser Sullivan CLO II Ltd., 0.745%, 12/20/20 | 1,435,961 | 0.1 | ||||||||||
1,500,000 | # | Fraser Sullivan CLO II Ltd., 1.065%, 12/20/20 | 1,470,270 | 0.1 | ||||||||||
3,250,000 | # | Fraser Sullivan CLO II Ltd., 1.845%, 12/20/20 | 3,155,636 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
ASSET-BACKED SECURITIES: (continued) | ||||||||||||||
Other Asset-Backed Securities: (continued) | ||||||||||||||
1,500,000 | # | Gale Force 3 CLO Ltd. 2007-3A D, 1.687%, 04/19/21 | 1,413,744 | 0.0 | ||||||||||
2,125,000 | # | GoldenTree Loan Opportunities III Ltd., 1.550%, 05/01/22 | 2,036,456 | 0.1 | ||||||||||
1,500,000 | # | GoldenTree Loan Opportunities V Ltd., 3.537%, 10/18/21 | 1,488,093 | 0.1 | ||||||||||
561,442 | # | GSAMP Trust 2005-SEA2, 0.544%, 01/25/45 | 552,072 | 0.0 | ||||||||||
1,000,000 | # | GSC Group CDO Fund VIII Ltd, 1.039%, 04/17/21 | 989,662 | 0.0 | ||||||||||
1,750,000 | # | Gulf Stream - Compass CLO 2007-1A B Ltd., 1.194%, 10/28/19 | 1,730,586 | 0.1 | ||||||||||
3,100,000 | # | Gulf Stream - Compass CLO 2007-1A D Ltd., 3.744%, 10/28/19 | 3,101,128 | 0.1 | ||||||||||
1,825,000 | # | Gulf Stream - Compass CLO, 2.294%, 10/28/19 | 1,824,883 | 0.1 | ||||||||||
1,500,000 | # | Gulf Stream - Sextant CLO 2007-1 Ltd., 2.734%, 06/17/21 | 1,463,544 | 0.1 | ||||||||||
650,000 | # | Gulf Stream-Rashinban CLO 2006-1A C Ltd., 1.012%, 11/26/20 | 635,074 | 0.0 | ||||||||||
3,772,515 | # | HERO Funding Trust 2015-2 A, 3.990%, 09/20/40 | 3,763,084 | 0.1 | ||||||||||
2,500,000 | # | Invitation Homes Trust 2014-SFR2 E, 3.357%, 06/17/32 | 2,425,998 | 0.1 | ||||||||||
1,500,000 | # | Katonah IX CLO Ltd., 1.015%, 01/25/19 | 1,475,097 | 0.1 | ||||||||||
1,250,000 | # | Kingsland III Ltd., 0.979%, 08/24/21 | 1,192,686 | 0.0 | ||||||||||
1,500,000 | # | Latitude CLO II Corp., 1.137%, 12/15/18 | 1,478,913 | 0.1 | ||||||||||
1,500,000 | # | LCM V Ltd, 1.695%, 03/21/19 | 1,494,588 | 0.1 | ||||||||||
208,590 | Lehman XS Trust, 0.754%, 08/25/35 | 203,580 | 0.0 | |||||||||||
1,000,000 | # | LightPoint CLO V, 1.021%, 08/05/19 | 984,626 | 0.0 | ||||||||||
2,000,000 | # | LightPoint CLO V, 1.891%, 08/05/19 | 1,959,188 | 0.1 | ||||||||||
2,250,000 | # | Madison Park Funding II Ltd. 2006-2A D, 5.076%, 03/25/20 | 2,184,901 | 0.1 | ||||||||||
2,500,000 | # | Madison Park Funding II Ltd., 5.793%, 03/25/20 | 2,637,595 | 0.1 | ||||||||||
2,000,000 | # | Madison Park Funding III Ltd. 2006-3A D, 3.745%, 10/25/20 | 1,976,736 | 0.1 | ||||||||||
1,281,728 | # | Madison Park Funding IV Ltd., 3.919%, 03/22/21 | 1,212,255 | 0.0 | ||||||||||
1,000,000 | # | Madison Park Funding Ltd., 2.126%, 03/25/20 | 976,115 | 0.0 | ||||||||||
1,000,000 | # | Madison Park Funding Ltd., 3.545%, 07/26/21 | 989,067 | 0.0 | ||||||||||
1,250,000 | # | Madison Park Funding Ltd., 5.545%, 07/26/21 | 1,250,008 | 0.0 | ||||||||||
1,250,000 | # | Madison Park Funding V Ltd 2007-5A D, 3.832%, 02/26/21 | 1,173,271 | 0.0 | ||||||||||
3,250,000 | # | Marketplace Loan Trust Series 2015-AV1 A, 4.000%, 09/15/21 | 3,242,811 | 0.1 |
See Accompanying Notes to Financial Statements
30 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
ASSET-BACKED SECURITIES: (continued) | ||||||||||||||
Other Asset-Backed Securities: (continued) | ||||||||||||||
1,100,000 | # | Momentum Capital Fund Ltd., 1.687%, 09/18/21 | 1,083,382 | 0.0 | ||||||||||
4,250,000 | # | MSIM Peconic Bay Ltd., 2.287%, 07/20/19 | 4,205,962 | 0.1 | ||||||||||
5,500,000 | # | Muir Grove CLO Ltd. 2007-1A B, 2.295%, 03/25/20 | 5,340,187 | 0.2 | ||||||||||
1,500,000 | # | Muir Grove CLO Ltd., 3.295%, 03/25/20 | 1,474,841 | 0.1 | ||||||||||
1,500,000 | # | Ocean Trails CLO I, 1.036%, 10/12/20 | 1,434,639 | 0.1 | ||||||||||
4,000,000 | # | Progress Residential 2015-SFR2 Trust E, 4.427%, 06/12/32 | 3,831,798 | 0.1 | ||||||||||
1,850,000 | # | Regatta Funding Ltd. 2007-1A B2L, 3.637%, 06/15/20 | 1,834,162 | 0.1 | ||||||||||
3,895,210 | Securitized Asset Backed Receivables LLC Trust 2006-NC2 A3, 0.434%, 03/25/36 | 3,447,140 | 0.1 | |||||||||||
3,420,000 | # | Springleaf Funding Trust 2015-A A, 3.160%, 11/15/24 | 3,458,627 | 0.1 | ||||||||||
1,750,000 | # | St James River CLO Ltd. 2007-1A D, 2.633%, 06/11/21 | 1,709,432 | 0.1 | ||||||||||
2,000,000 | # | Telos CLO 2006-1A D Ltd., 1.986%, 10/11/21 | 1,961,590 | 0.1 | ||||||||||
2,500,000 | # | Telos CLO 2006-1A E Ltd., 4.536%, 10/11/21 | 2,507,128 | 0.1 | ||||||||||
550,000 | # | Telos CLO 2007-2A D Ltd., 2.489%, 04/15/22 | 539,533 | 0.0 | ||||||||||
2,000,000 | # | Trade MAPS 1 Ltd., 2.453%, 12/10/18 | 1,985,800 | 0.1 | ||||||||||
154,961,096 | 5.5 | |||||||||||||
Total Asset-Backed Securities | ||||||||||||||
(Cost $202,433,288) | 202,061,014 | 7.2 |
# of Contracts | Value | Percentage of Net Assets | ||||||||||||
PURCHASED OPTIONS: 0.2% | ||||||||||||||
OTC Interest Rate Swaptions: 0.2% | ||||||||||||||
406,264,000 | @ | Receive a fixed rate equal to 2.905% and pay a floating rate based on the 3-month USD-LIBOR-BBA, Exp. 11/13/15 Counterparty: JPMorgan Chase & Co. | 4,500,319 | 0.2 | ||||||||||
406,264,000 | @ | Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.773%, Exp. 11/12/15 Counterparty: Morgan Stanley | 355,206 | 0.0 | ||||||||||
4,855,525 | 0.2 | |||||||||||||
Total Purchased Options | ||||||||||||||
(Cost $6,684,397) | 4,855,525 | 0.2 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $3,212,491,521) | 3,218,520,730 | 115.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 3.6% | ||||||||||||||
Securities Lending Collateralcc: 0.7% | ||||||||||||||
4,386,031 | Barclays Capital, Inc., Repurchase Agreement dated 09/30/15, 0.10%, due 10/01/15 (Repurchase Amount $4,386,043, collateralized by various U.S. Government Securities, 0.000%-4.500%, Market Value plus accrued interest $4,473,752, due 10/15/15-08/15/45) | 4,386,031 | 0.2 | |||||||||||
3,628,048 | Daiwa Capital Markets, Repurchase Agreement dated 09/30/15, 0.20%, due 10/01/15 (Repurchase Amount $3,628,068, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.500%, Market Value plus accrued interest $3,700,609, due 10/01/15-09/09/49) | 3,628,048 | 0.1 | |||||||||||
4,386,031 | Millenium Fixed Income Ltd., Repurchase Agreement dated 09/30/15, 0.15%, due 10/01/15 (Repurchase Amount $4,386,049, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $4,473,752, due 11/30/19-02/15/44) | 4,386,031 | 0.1 | |||||||||||
4,386,031 | Nomura Securities, Repurchase Agreement dated 09/30/15, 0.14%, due 10/01/15 (Repurchase Amount $4,386,048, collateralized by various U.S. Government /U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $4,473,752, due 11/15/15-07/20/65) | 4,386,031 | 0.2 |
See Accompanying Notes to Financial Statements
31 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Securities Lending Collateralcc: (continued) | ||||||||||||||
1,681,310 | State of Wisconsin Investment Board, Repurchase Agreement dated 09/30/15, 0.17%, due 10/01/15 (Repurchase Amount $1,681,318, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $1,715,599, due 01/15/17-02/15/42) | 1,681,310 | 0.1 | |||||||||||
18,467,451 | 0.7 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 2.9% | ||||||||||||||
81,343,414 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.110%†† | |||||||||||||
(Cost $81,343,414) | 81,343,414 | 2.9 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $99,810,865) | 99,810,865 | 3.6 | ||||||||||||
Total Investments in Securities (Cost $3,312,302,386) | $ | 3,318,331,595 | 118.7 | |||||||||||
Liabilities in Excess of Other Assets | (522,629,258 | ) | (18.7 | ) | ||||||||||
Net Assets | $ | 2,795,702,337 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of September 30, 2015. |
# | 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 |
+ | Step-up basis bonds. Interest rates shown reflect current and next coupon rates. |
cc | Represents securities purchased with cash collateral received for securities on loan. |
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, 2015. |
^ | 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. |
Cost for federal income tax purposes is $3,313,497,904.
Net unrealized appreciation consists of:
Gross Unrealized Appreciation | $ | 41,863,436 | ||
Gross Unrealized Depreciation | (37,029,745 | ) | ||
Net Unrealized Appreciation | $ | 4,833,691 |
See Accompanying Notes to Financial Statements
32 |
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 62.7% | ||||||||||||||
Basic Materials: 2.2% | ||||||||||||||
580,000 | BHP Billiton Finance USA Ltd., 2.050%, 09/30/18 | 582,041 | 0.5 | |||||||||||
489,000 | Eastman Chemical Co., 2.400%, 06/01/17 | 495,666 | 0.4 | |||||||||||
308,000 | Freeport-McMoRan, Inc., 2.300%, 11/14/17 | 278,466 | 0.2 | |||||||||||
100,000 | # | Glencore Funding LLC, 2.125%, 04/16/18 | 86,051 | 0.1 | ||||||||||
580,000 | Monsanto Co., 1.150%, 06/30/17 | 578,372 | 0.4 | |||||||||||
329,000 | PPG Industries, Inc., 2.300%, 11/15/19 | 332,033 | 0.3 | |||||||||||
210,000 | Rockwood Specialties Group, Inc., 4.625%, 10/15/20 | 217,426 | 0.2 | |||||||||||
189,000 | Valspar Corp./The, 6.050%, 05/01/17 | 200,090 | 0.1 | |||||||||||
2,770,145 | 2.2 | |||||||||||||
Communications: 4.2% | ||||||||||||||
395,000 | # | Alibaba Group Holding Ltd., 1.625%, 11/28/17 | 392,844 | 0.3 | ||||||||||
337,000 | AT&T, Inc., 1.400%, 12/01/17 | 335,427 | 0.3 | |||||||||||
257,000 | British Telecommunications PLC, 5.950%, 01/15/18 | 281,829 | 0.2 | |||||||||||
500,000 | Cablevision Systems Corp., 8.625%, 09/15/17 | 522,500 | 0.4 | |||||||||||
140,000 | Cisco Systems, Inc., 1.650%, 06/15/18 | 141,085 | 0.1 | |||||||||||
342,000 | Comcast Corp., 6.300%, 11/15/17 | 376,967 | 0.3 | |||||||||||
500,000 | DirecTV Financing Co., Inc., 1.750%, 01/15/18 | 498,689 | 0.4 | |||||||||||
500,000 | DISH DBS Corp., 7.125%, 02/01/16 | 504,375 | 0.4 | |||||||||||
414,000 | eBay, Inc., 1.350%, 07/15/17 | 411,824 | 0.3 | |||||||||||
300,000 | Sprint Nextel Corp., 6.000%, 12/01/16 | 296,250 | 0.3 | |||||||||||
567,000 | Thomson Reuters Corp., 0.875%, 05/23/16 | 566,585 | 0.5 | |||||||||||
255,000 | Thomson Reuters Corp., 1.650%, 09/29/17 | 255,004 | 0.2 | |||||||||||
409,000 | Verizon Communications, Inc., 2.625%, 02/21/20 | 411,895 | 0.3 | |||||||||||
261,000 | Vodafone Group PLC, 5.625%, 02/27/17 | 276,193 | 0.2 | |||||||||||
5,271,467 | 4.2 | |||||||||||||
Consumer, Cyclical: 4.9% | ||||||||||||||
193,000 | American Honda Finance Corp., 1.200%, 07/14/17 | 192,920 | 0.2 | |||||||||||
486,000 | American Honda Finance Corp., 2.250%, 08/15/19 | 489,692 | 0.4 | |||||||||||
190,000 | CVS Health Corp., 2.250%, 08/12/19 | 192,232 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Cyclical: (continued) | ||||||||||||||
375,000 | # | Daimler Finance North America LLC, 1.650%, 03/02/18 | 370,018 | 0.3 | ||||||||||
435,000 | Ford Motor Credit Co. LLC, 1.684%, 09/08/17 | 432,369 | 0.3 | |||||||||||
550,000 | Ford Motor Credit Co. LLC, 3.157%, 08/04/20 | 550,021 | 0.4 | |||||||||||
450,000 | General Motors Financial Co., Inc., 2.625%, 07/10/17 | 450,858 | 0.4 | |||||||||||
180,000 | # | Hyundai Capital America, 1.625%, 10/02/15 | 180,000 | 0.1 | ||||||||||
300,000 | # | Hyundai Capital America, 1.875%, 08/09/16 | 301,481 | 0.2 | ||||||||||
176,000 | Johnson Controls, Inc., 1.400%, 11/02/17 | 175,021 | 0.1 | |||||||||||
500,000 | Lennar Corp., 4.750%, 12/15/17 | 515,938 | 0.4 | |||||||||||
300,000 | MGM Mirage, 7.500%, 06/01/16 | 309,000 | 0.2 | |||||||||||
210,000 | PACCAR Financial Corp., 1.450%, 03/09/18 | 210,340 | 0.2 | |||||||||||
250,000 | PACCAR Financial Corp., 1.750%, 08/14/18 | 251,355 | 0.2 | |||||||||||
314,000 | Southwest Airlines Co., 2.750%, 11/06/19 | 320,284 | 0.3 | |||||||||||
495,000 | Starbucks Corp., 0.875%, 12/05/16 | 495,894 | 0.4 | |||||||||||
251,000 | Toyota Motor Credit Corp., 1.450%, 01/12/18 | 251,377 | 0.2 | |||||||||||
150,000 | Walgreens Boots Alliance, Inc., 2.700%, 11/18/19 | 152,179 | 0.1 | |||||||||||
313,000 | Whirlpool Corp., 1.650%, 11/01/17 | 314,131 | 0.3 | |||||||||||
6,155,110 | 4.9 | |||||||||||||
Consumer, Non-cyclical: 13.2% | ||||||||||||||
600,000 | Abbott Laboratories, 2.000%, 03/15/20 | 599,859 | 0.5 | |||||||||||
338,000 | AbbVie, Inc., 1.750%, 11/06/17 | 339,177 | 0.3 | |||||||||||
330,000 | AbbVie, Inc., 1.800%, 05/14/18 | 329,315 | 0.3 | |||||||||||
345,000 | Actavis Funding SCS, 2.350%, 03/12/18 | 346,577 | 0.3 | |||||||||||
502,000 | Aetna, Inc., 1.500%, 11/15/17 | 502,748 | 0.4 | |||||||||||
650,000 | Altria Group, Inc., 2.625%, 01/14/20 | 657,601 | 0.5 | |||||||||||
521,000 | AmerisourceBergen Corp., 1.150%, 05/15/17 | 519,167 | 0.4 | |||||||||||
164,000 | Archer-Daniels-Midland Co., 5.450%, 03/15/18 | 179,245 | 0.1 | |||||||||||
310,000 | Automatic Data Processing, Inc., 2.250%, 09/15/20 | 312,524 | 0.2 | |||||||||||
300,000 | # | BAT International Finance PLC, 1.850%, 06/15/18 | 301,586 | 0.2 | ||||||||||
270,000 | # | Baxalta, Inc., 2.000%, 06/22/18 | 269,386 | 0.2 | ||||||||||
333,000 | # | Bayer US Finance LLC, 1.500%, 10/06/17 | 334,076 | 0.3 | ||||||||||
329,000 | Beam, Inc., 1.875%, 05/15/17 | 330,454 | 0.3 | |||||||||||
253,000 | Becton Dickinson and Co., 1.450%, 05/15/17 | 252,637 | 0.2 |
See Accompanying Notes to Financial Statements
33 |
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
276,000 | Becton Dickinson and Co., 1.800%, 12/15/17 | 277,358 | 0.2 | |||||||||||
180,000 | Cardinal Health, Inc., 1.950%, 06/15/18 | 180,324 | 0.1 | |||||||||||
260,000 | Celgene Corp., 2.125%, 08/15/18 | 262,260 | 0.2 | |||||||||||
417,000 | Diageo Capital PLC, 1.500%, 05/11/17 | 418,344 | 0.3 | |||||||||||
195,000 | Eli Lilly & Co., 1.250%, 03/01/18 | 194,953 | 0.2 | |||||||||||
200,000 | Express Scripts Holding Co., 1.250%, 06/02/17 | 199,465 | 0.2 | |||||||||||
90,000 | Gilead Sciences, Inc., 1.850%, 09/04/18 | 90,674 | 0.1 | |||||||||||
351,000 | Gilead Sciences, Inc., 2.350%, 02/01/20 | 353,223 | 0.3 | |||||||||||
500,000 | HCA, Inc., 6.500%, 02/15/16 | 506,875 | 0.4 | |||||||||||
300,000 | Hertz Corp., 6.750%, 04/15/19 | 306,000 | 0.2 | |||||||||||
520,000 | # | HJ Heinz Co., 2.000%, 07/02/18 | 521,107 | 0.4 | ||||||||||
500,000 | Jarden Corp., 7.500%, 05/01/17 | 536,250 | 0.4 | |||||||||||
440,000 | # | JM Smucker Co., 1.750%, 03/15/18 | 441,272 | 0.3 | ||||||||||
202,000 | Kimberly-Clark Corp., 6.125%, 08/01/17 | 220,269 | 0.2 | |||||||||||
204,000 | The Kroger Co., 6.400%, 08/15/17 | 222,268 | 0.2 | |||||||||||
303,000 | McKesson Corp., 1.292%, 03/10/17 | 302,532 | 0.2 | |||||||||||
379,000 | Medtronic, Inc., 0.875%, 02/27/17 | 379,102 | 0.3 | |||||||||||
223,000 | Medtronic, Inc., 2.500%, 03/15/20 | 226,161 | 0.2 | |||||||||||
200,000 | Molson Coors Brewing Co., 2.000%, 05/01/17 | 201,629 | 0.2 | |||||||||||
220,000 | PepsiCo, Inc., 1.250%, 04/30/18 | 219,911 | 0.2 | |||||||||||
323,000 | Perrigo Co. PLC, 1.300%, 11/08/16 | 320,656 | 0.2 | |||||||||||
462,000 | Philip Morris International, Inc., 1.250%, 11/09/17 | 462,237 | 0.4 | |||||||||||
240,000 | Reynolds American, Inc., 2.300%, 06/12/18 | 242,756 | 0.2 | |||||||||||
550,000 | Sanofi, 1.250%, 04/10/18 | 549,136 | 0.4 | |||||||||||
500,000 | Smithfield Foods, Inc., 7.750%, 07/01/17 | 538,750 | 0.4 | |||||||||||
200,000 | St Jude Medical, Inc., 2.800%, 09/15/20 | 201,310 | 0.2 | |||||||||||
160,000 | St Jude Medical, Inc., 2.000%, 09/15/18 | 160,485 | 0.1 | |||||||||||
465,000 | Synchrony Financial, 1.875%, 08/15/17 | 465,346 | 0.4 | |||||||||||
300,000 | Tenet Healthcare Corp., 6.250%, 11/01/18 | 321,000 | 0.3 | |||||||||||
303,000 | UnitedHealth Group, Inc., 1.400%, 12/15/17 | 302,786 | 0.2 | |||||||||||
160,000 | UnitedHealth Group, Inc., 1.900%, 07/16/18 | 161,736 | 0.1 | |||||||||||
350,000 | Ventas Realty L.P., 1.250%, 04/17/17 | 348,543 | 0.3 | |||||||||||
287,000 | WellPoint, Inc., 2.250%, 08/15/19 | 285,991 | 0.2 | |||||||||||
359,000 | # | WM Wrigley Jr Co., 1.400%, 10/21/16 | 359,967 | 0.3 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
245,000 | Zimmer Biomet Holdings, Inc., 2.000%, 04/01/18 | 245,470 | 0.2 | |||||||||||
331,000 | Zoetis, Inc., 1.875%, 02/01/18 | 330,168 | 0.3 | |||||||||||
16,630,666 | 13.2 | |||||||||||||
Energy: 4.7% | ||||||||||||||
135,000 | BP Capital Markets PLC, 1.674%, 02/13/18 | 135,203 | 0.1 | |||||||||||
200,000 | BP Capital Markets PLC, 2.248%, 11/01/16 | 202,355 | 0.2 | |||||||||||
287,000 | BP Capital Markets PLC, 2.521%, 01/15/20 | 291,092 | 0.2 | |||||||||||
283,000 | Canadian Natural Resources Ltd., 1.750%, 01/15/18 | 279,912 | 0.2 | |||||||||||
500,000 | L | Chesapeake Energy Corp., 3.250%, 03/15/16 | 493,125 | 0.4 | ||||||||||
390,000 | Chevron Corp., 1.365%, 03/02/18 | 390,449 | 0.3 | |||||||||||
160,000 | # | Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. L.P., 1.700%, 05/01/18 | 159,709 | 0.1 | ||||||||||
500,000 | CNOOC Finance 2013 Ltd., 1.125%, 05/09/16 | 499,584 | 0.4 | |||||||||||
282,000 | ConocoPhillips, 5.200%, 05/15/18 | 307,005 | 0.2 | |||||||||||
170,000 | Energy Transfer Partners L.P., 2.500%, 06/15/18 | 169,367 | 0.1 | |||||||||||
330,000 | Enterprise Products Operating LLC, 1.650%, 05/07/18 | 327,978 | 0.3 | |||||||||||
314,000 | Hess Corp., 1.300%, 06/15/17 | 311,533 | 0.3 | |||||||||||
357,000 | Kinder Morgan, Inc./DE, 2.000%, 12/01/17 | 354,599 | 0.3 | |||||||||||
321,000 | Murphy Oil Corp., 2.500%, 12/01/17 | 313,578 | 0.3 | |||||||||||
170,000 | Shell International Finance BV, 2.125%, 05/11/20 | 170,374 | 0.1 | |||||||||||
312,000 | Statoil ASA, 1.250%, 11/09/17 | 311,297 | 0.2 | |||||||||||
201,000 | Statoil ASA, 1.950%, 11/08/18 | 202,424 | 0.2 | |||||||||||
500,000 | Tesoro Corp., 4.250%, 10/01/17 | 510,000 | 0.4 | |||||||||||
250,000 | Total Capital International SA, 1.550%, 06/28/17 | 251,938 | 0.2 | |||||||||||
215,000 | TransCanada PipeLines Ltd, 1.875%, 01/12/18 | 216,106 | 0.2 | |||||||||||
5,897,628 | 4.7 | |||||||||||||
Financial: 27.4% | ||||||||||||||
637,000 | Abbey National Treasury Services PLC/London, 1.650%, 09/29/17 | 639,750 | 0.5 | |||||||||||
280,000 | ACE INA Holdings, Inc., 5.700%, 02/15/17 | 297,286 | 0.2 | |||||||||||
357,000 | Air Lease Corp., 2.125%, 01/15/18 | 354,322 | 0.3 | |||||||||||
500,000 | Ally Financial, Inc., 5.500%, 02/15/17 | 513,750 | 0.4 | |||||||||||
191,000 | American Express Credit Corp., 1.550%, 09/22/17 | 191,427 | 0.2 | |||||||||||
370,000 | American Express Credit Corp., 1.800%, 07/31/18 | 370,061 | 0.3 |
See Accompanying Notes to Financial Statements
34 |
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
500,000 | Banco BTG Pactual SA/Cayman Islands, 4.875%, 07/08/16 | 476,250 | 0.4 | |||||||||||
260,000 | Bank of America Corp., 1.950%, 05/12/18 | 261,020 | 0.2 | |||||||||||
1,100,000 | Bank of America Corp., 2.600%, 01/15/19 | 1,112,727 | 0.9 | |||||||||||
415,000 | Bank of Montreal, 1.300%, 07/14/17 | 416,142 | 0.3 | |||||||||||
260,000 | Bank of Montreal, 1.800%, 07/31/18 | 261,082 | 0.2 | |||||||||||
320,000 | Bank of Nova Scotia AM8, 2.550%, 01/12/17 | 325,951 | 0.3 | |||||||||||
506,000 | Bank of Nova Scotia, 1.300%, 07/21/17 | 506,784 | 0.4 | |||||||||||
295,000 | #,L | Bank of Tokyo-Mitsubishi UFJ Ltd., 1.700%, 03/05/18 | 293,454 | 0.2 | ||||||||||
339,000 | # | Banque Federative du Credit Mutuel SA, 1.700%, 01/20/17 | 340,587 | 0.3 | ||||||||||
900,000 | BB&T Corp., 1.600%, 08/15/17 | 904,316 | 0.7 | |||||||||||
500,000 | # | BBVA Banco Continental SA, 2.250%, 07/29/16 | 503,100 | 0.4 | ||||||||||
342,000 | BPCE SA, 1.625%, 02/10/17 | 343,271 | 0.3 | |||||||||||
250,000 | Capital One NA/Mclean VA, 2.350%, 08/17/18 | 250,883 | 0.2 | |||||||||||
385,000 | Charles Schwab Corp., 1.500%, 03/10/18 | 385,502 | 0.3 | |||||||||||
500,000 | CIT Group, Inc., 5.000%, 05/15/17 | 512,187 | 0.4 | |||||||||||
622,000 | Citigroup, Inc., 1.850%, 11/24/17 | 624,652 | 0.5 | |||||||||||
258,000 | Citizens Bank NA/Providence RI, 1.600%, 12/04/17 | 257,155 | 0.2 | |||||||||||
315,000 | Comerica, Inc., 2.125%, 05/23/19 | 314,797 | 0.2 | |||||||||||
303,000 | Commonwealth Bank of Australia/New York NY, 1.125%, 03/13/17 | 303,376 | 0.2 | |||||||||||
345,000 | Commonwealth Bank of Australia/New York NY, 1.400%, 09/08/17 | 346,224 | 0.3 | |||||||||||
630,000 | Compass Bank, 1.850%, 09/29/17 | 630,176 | 0.5 | |||||||||||
446,000 | Credit Suisse/New York NY, 1.375%, 05/26/17 | 445,702 | 0.4 | |||||||||||
360,000 | Credit Suisse/New York NY, 1.700%, 04/27/18 | 358,880 | 0.3 | |||||||||||
183,000 | Deutsche Bank AG/London, 1.350%, 05/30/17 | 182,031 | 0.1 | |||||||||||
355,000 | Deutsche Bank AG/London, 1.875%, 02/13/18 | 354,021 | 0.3 | |||||||||||
500,000 | Discover Bank/Greenwood DE, 2.000%, 02/21/18 | 497,363 | 0.4 | |||||||||||
150,000 | Discover Bank/Greenwood DE, 2.600%, 11/13/18 | 150,749 | 0.1 | |||||||||||
260,000 | Equity One, Inc., 6.250%, 01/15/17 | 274,489 | 0.2 | |||||||||||
400,000 | Fifth Third Bank/Cincinnati OH, 2.150%, 08/20/18 | 403,211 | 0.3 | |||||||||||
305,000 | General Electric Capital Corp., 2.200%, 01/09/20 | 308,615 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
641,000 | Goldman Sachs Group, Inc., 2.375%, 01/22/18 | 649,629 | 0.5 | |||||||||||
425,000 | Goldman Sachs Group, Inc., 2.550%, 10/23/19 | 428,450 | 0.3 | |||||||||||
252,000 | Welltower, Inc., 2.250%, 03/15/18 | 253,422 | 0.2 | |||||||||||
426,000 | # | HSBC Bank PLC, 1.500%, 05/15/18 | 423,841 | 0.3 | ||||||||||
299,000 | HSBC USA, Inc., 1.500%, 11/13/17 | 298,583 | 0.2 | |||||||||||
140,000 | HSBC USA, Inc., 2.000%, 08/07/18 | 140,292 | 0.1 | �� | ||||||||||
358,000 | Huntington National Bank, 1.700%, 02/26/18 | 356,529 | 0.3 | |||||||||||
390,000 | Huntington National Bank, 2.000%, 06/30/18 | 391,285 | 0.3 | |||||||||||
350,000 | # | ING Bank NV, 2.050%, 08/17/18 | 351,820 | 0.3 | ||||||||||
300,000 | # | ING Bank NV, 2.700%, 08/17/20 | 304,083 | 0.2 | ||||||||||
339,000 | Intesa Sanpaolo SpA, 2.375%, 01/13/17 | 340,287 | 0.3 | |||||||||||
404,000 | JPMorgan Chase & Co., 1.350%, 02/15/17 | 404,607 | 0.3 | |||||||||||
442,000 | JPMorgan Chase & Co., 1.625%, 05/15/18 | 439,462 | 0.3 | |||||||||||
515,000 | JPMorgan Chase & Co., 1.700%, 03/01/18 | 514,009 | 0.4 | |||||||||||
313,000 | KeyCorp, 2.300%, 12/13/18 | 314,937 | 0.3 | |||||||||||
103,000 | Kilroy Realty L.P., 4.800%, 07/15/18 | 109,480 | 0.1 | |||||||||||
350,000 | Lloyds Bank PLC, 1.750%, 05/14/18 | 349,539 | 0.3 | |||||||||||
400,000 | Lloyds Bank PLC, 2.000%, 08/17/18 | 401,739 | 0.3 | |||||||||||
750,000 | # | Macquarie Bank Ltd., 1.600%, 10/27/17 | 748,469 | 0.6 | ||||||||||
500,000 | Manufacturers & Traders Trust Co., 1.450%, 03/07/18 | 496,394 | 0.4 | |||||||||||
578,000 | Manufacturers & Traders Trust Co., 1.400%, 07/25/17 | 577,098 | 0.5 | |||||||||||
419,000 | MetLife, Inc., 1.756%, 12/15/17 | 422,111 | 0.3 | |||||||||||
255,000 | MetLife, Inc., 1.903%, 12/15/17 | 256,902 | 0.2 | |||||||||||
295,000 | # | Mitsubishi UFJ Trust & Banking Corp., 1.600%, 10/16/17 | 294,879 | 0.2 | ||||||||||
289,000 | # | Mizuho Bank Ltd., 1.300%, 04/16/17 | 288,019 | 0.2 | ||||||||||
323,000 | Morgan Stanley, 1.875%, 01/05/18 | 323,847 | 0.3 | |||||||||||
545,000 | Morgan Stanley, 2.125%, 04/25/18 | 548,450 | 0.4 | |||||||||||
30,000 | Morgan Stanley, 2.200%, 12/07/18 | 30,295 | 0.0 | |||||||||||
250,000 | Morgan Stanley, 5.450%, 01/09/17 | 262,598 | 0.2 | |||||||||||
397,000 | National Rural Utilities Cooperative Finance Corp., 1.100%, 01/27/17 | 398,204 | 0.3 | |||||||||||
580,000 | PNC Bank NA, 2.400%, 10/18/19 | 585,496 | 0.5 | |||||||||||
550,000 | PNC Funding Corp., 5.625%, 02/01/17 | 579,415 | 0.5 |
See Accompanying Notes to Financial Statements
35 |
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
332,000 | Principal Financial Group, Inc., 1.850%, 11/15/17 | 334,233 | 0.3 | |||||||||||
418,000 | Realty Income Corp., 2.000%, 01/31/18 | 421,592 | 0.3 | |||||||||||
320,000 | Regions Bank/Birmingham AL, 2.250%, 09/14/18 | 321,526 | 0.3 | |||||||||||
343,000 | Regions Financial Corp., 2.000%, 05/15/18 | 342,969 | 0.3 | |||||||||||
600,000 | Royal Bank of Canada, 1.500%, 01/16/18 | 600,073 | 0.5 | |||||||||||
350,000 | Royal Bank of Canada, 1.800%, 07/30/18 | 351,746 | 0.3 | |||||||||||
322,000 | Santander Bank NA, 2.000%, 01/12/18 | 321,093 | 0.3 | |||||||||||
363,000 | # | Scentre Group Trust 1 / Scentre Group Trust 2, 2.375%, 11/05/19 | 362,927 | 0.3 | ||||||||||
303,000 | State Street Corp., 1.350%, 05/15/18 | 302,266 | 0.2 | |||||||||||
680,000 | Sumitomo Mitsui Banking Corp., 1.500%, 01/18/18 | 676,017 | 0.5 | |||||||||||
223,000 | SunTrust Banks, Inc., 2.500%, 05/01/19 | 225,668 | 0.2 | |||||||||||
593,000 | Toronto-Dominion Bank, 2.250%, 11/05/19 | 597,153 | 0.5 | |||||||||||
342,000 | UBS AG/Stamford CT, 1.375%, 08/14/17 | 341,067 | 0.3 | |||||||||||
250,000 | US Bancorp, 2.200%, 11/15/16 | 253,675 | 0.2 | |||||||||||
250,000 | US Bank NA/Cincinnati OH, 1.375%, 09/11/17 | 250,807 | 0.2 | |||||||||||
286,000 | # | WEA Finance LLC / Westfield UK & Europe Finance PLC, 1.750%, 09/15/17 | 284,229 | 0.2 | ||||||||||
422,000 | Wells Fargo & Co., 1.500%, 01/16/18 | 422,023 | 0.3 | |||||||||||
644,000 | Wells Fargo & Co., 2.100%, 05/08/17 | 653,152 | 0.5 | |||||||||||
336,000 | Westpac Banking Corp., 1.500%, 12/01/17 | 335,925 | 0.3 | |||||||||||
200,000 | Westpac Banking Corp., 2.000%, 08/14/17 | 202,511 | 0.2 | |||||||||||
34,596,116 | 27.4 | |||||||||||||
Industrial: 2.3% | ||||||||||||||
500,000 | # | Aviation Capital Group Corp., 3.875%, 09/27/16 | 505,625 | 0.4 | ||||||||||
420,000 | Caterpillar Financial Services Corp., 2.250%, 12/01/19 | 421,832 | 0.4 | |||||||||||
260,000 | Corning, Inc., 1.500%, 05/08/18 | 259,981 | 0.2 | |||||||||||
254,000 | L-3 Communications Corp., 1.500%, 05/28/17 | 251,780 | 0.2 | |||||||||||
370,000 | # | Siemens Financieringsmaatschappij NV, 1.450%, 05/25/18 | 368,631 | 0.3 | ||||||||||
500,000 | SPX FLOW, Inc., 6.875%, 09/01/17 | 527,500 | 0.4 | |||||||||||
279,000 | United Parcel Service, Inc., 1.125%, 10/01/17 | 280,216 | 0.2 | |||||||||||
240,000 | United Technologies Corp., 1.778%, 05/04/18 | 239,704 | 0.2 | |||||||||||
2,855,269 | 2.3 | |||||||||||||
Technology: 2.0% | ||||||||||||||
320,000 | Altera Corp., 1.750%, 05/15/17 | 321,669 | 0.3 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Technology: (continued) | ||||||||||||||
410,000 | Apple, Inc., 0.900%, 05/12/17 | 410,884 | 0.3 | |||||||||||
137,000 | HP Enterprise Co., 2.479%, 10/05/17 | 136,923 | 0.1 | |||||||||||
102,000 | HP Enterprise Co., 2.895%, 10/05/18 | 101,870 | 0.1 | |||||||||||
313,000 | KLA-Tencor Corp., 2.375%, 11/01/17 | 314,789 | 0.2 | |||||||||||
375,000 | NetApp Inc., 2.000%, 12/15/17 | 375,593 | 0.3 | |||||||||||
550,000 | Oracle Corp., 1.200%, 10/15/17 | 551,091 | 0.4 | |||||||||||
190,000 | QUALCOMM, Inc., 1.400%, 05/18/18 | 189,353 | 0.2 | |||||||||||
179,000 | Xerox Corp., 2.950%, 03/15/17 | 182,123 | 0.1 | |||||||||||
2,584,295 | 2.0 | |||||||||||||
Utilities: 1.8% | ||||||||||||||
600,000 | Dominion Resources, Inc., 1.400%, 09/15/17 | 598,137 | 0.5 | |||||||||||
560,000 | Entergy Corp., 4.700%, 01/15/17 | 574,787 | 0.4 | |||||||||||
210,000 | NextEra Energy Capital Holdings, Inc., 1.586%, 06/01/17 | 210,155 | 0.2 | |||||||||||
294,000 | Southern California Edison Co., 1.125%, 05/01/17 | 293,383 | 0.2 | |||||||||||
406,000 | Southern Co., 1.300%, 08/15/17 | 404,550 | 0.3 | |||||||||||
260,000 | Southern Power Co., 1.500%, 06/01/18 | 257,036 | 0.2 | |||||||||||
2,338,048 | 1.8 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $79,083,253) | 79,098,744 | 62.7 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 9.7% | ||||||||||||||
246,979 | # | Americold LLC Trust, 2.500%, 01/14/29 | 247,682 | 0.2 | ||||||||||
257,608 | # | BAMLL Re-REMIC Trust 2014-FRR9, 2.924%, 12/26/46 | 255,147 | 0.2 | ||||||||||
96,027 | Banc of America Commercial Mortgage, Inc., 5.948%, 05/10/45 | 96,983 | 0.1 | |||||||||||
266,130 | # | Banc of America Re-REMIC Trust 2009-UB2 A4AA, 5.811%, 02/24/51 | 276,243 | 0.2 | ||||||||||
480,000 | Banc of America Commercial Mortgage Trust 2007-3 AJ, 5.734%, 06/10/49 | 495,211 | 0.4 | |||||||||||
192,225 | # | Bank of America Merrill Lynch Commercial Mortgage, Inc., 6.235%, 11/10/38 | 192,892 | 0.2 | ||||||||||
350,000 | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR9 C, 5.055%, 09/11/42 | 350,254 | 0.3 | |||||||||||
237,913 | Bear Stearns Commercial Mortgage Securities Trust, 5.074%, 02/13/42 | 237,859 | 0.2 | |||||||||||
100,000 | CD 2007-CD5 Mortgage Trust, 6.325%, 11/15/44 | 106,194 | 0.1 | |||||||||||
638,060 | Citigroup Commercial Mortgage Trust 2007-C6 A1A, 5.900%, 12/10/49 | 674,628 | 0.5 |
See Accompanying Notes to Financial Statements
36 |
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
670,000 | Citigroup/Deutsche Bank Commercial Mortgage Trust, 5.322%, 12/11/49 | 692,251 | 0.5 | |||||||||||
540,000 | COBALT CMBS Commercial Mortgage Trust 2006-C1 AM, 5.254%, 08/15/48 | 552,557 | 0.4 | |||||||||||
341,542 | COBALT CMBS Commercial Mortgage Trust 2007-C2 A3, 5.484%, 04/15/47 | 358,357 | 0.3 | |||||||||||
253,531 | COMM 2006-C7 A4 Mortgage Trust A4, 5.954%, 06/10/46 | 257,369 | 0.2 | |||||||||||
620,000 | # | COMM 2010-RR1 GEA Mortgage Trust, 5.543%, 12/11/49 | 638,021 | 0.5 | ||||||||||
430,000 | CD 2007-CD5 Mortgage Trust AJ, 6.325%, 11/15/44 | 458,269 | 0.4 | |||||||||||
250,000 | # | Commercial Mortgage Trust 2004-GG1 F, 6.238%, 06/10/36 | 253,994 | 0.2 | ||||||||||
586,086 | Commercial Mortgage Trust, 5.289%, 12/11/49 | 605,090 | 0.5 | |||||||||||
330,000 | Commercial Mortgage Trust, 5.289%, 07/15/44 | 329,707 | 0.3 | |||||||||||
13,580 | # | Credit Suisse First Boston Mortgage Securities Corp. 2003-C4 J, 5.322%, 08/15/36 | 13,585 | 0.0 | ||||||||||
620,000 | # | Credit Suisse Mortgage Capital Certificates, 5.342%, 12/16/43 | 632,272 | 0.5 | ||||||||||
335,000 | # | CSMC Series 2009-RR3 A5A, 5.342%, 12/15/43 | 345,691 | 0.3 | ||||||||||
270,000 | # | Hilton USA Trust 2013-HLT, 2.662%, 11/05/30 | 271,148 | 0.2 | ||||||||||
160,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP5, 5.563%, 12/15/44 | 160,254 | 0.1 | |||||||||||
168,754 | JP Morgan Chase Commercial Mortgage Securities Trust 2006-CB15 A4, 5.814%, 06/12/43 | 171,001 | 0.1 | |||||||||||
380,000 | # | JP Morgan Chase Commercial Mortgage Securities Trust 2014-BXH, 2.457%, 04/15/27 | 378,931 | 0.3 | ||||||||||
340,829 | JPMorgan Chase Commercial Mortgage Securities Corp., 6.100%, 04/15/45 | 346,150 | 0.3 | |||||||||||
272,014 | LB-UBS Commercial Mortgage Trust 2006-C7 A1A, 5.335%, 11/15/38 | 282,615 | 0.2 | |||||||||||
181,960 | LB-UBS Commercial Mortgage Trust, 5.300%, 11/15/38 | 183,184 | 0.1 | |||||||||||
350,000 | # | LB-UBS Commercial Mortgage Trust, 6.095%, 09/15/39 | 360,029 | 0.3 | ||||||||||
20,412 | ML-CFC Commercial Mortgage Trust, 5.644%, 09/12/49 | 20,386 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
128,928 | Morgan Stanley Capital I Trust 2006-IQ11 A4, 5.890%, 10/15/42 | 129,211 | 0.1 | |||||||||||
57,792 | # | Morgan Stanley Re-REMIC Trust 2010-C30 A3B, 5.246%, 12/17/43 | 57,754 | 0.0 | ||||||||||
800,000 | # | TIAA CMBS I Trust 2001-C1A L, 5.770%, 06/19/33 | 820,130 | 0.6 | ||||||||||
243,273 | Wachovia Bank Commercial Mortgage Trust Series 2006-C24 A3, 5.558%, 03/15/45 | 244,429 | 0.2 | |||||||||||
86,687 | Wachovia Bank Commercial Mortgage Trust, 5.246%, 12/15/43 | 87,331 | 0.1 | |||||||||||
67,569 | Wachovia Bank Commercial Mortgage Trust, 5.418%, 01/15/45 | 67,618 | 0.1 | |||||||||||
600,000 | Wachovia Bank Commercial Mortgage Trust, 5.900%, 05/15/43 | 608,910 | 0.5 | |||||||||||
Total Collateralized Mortgage Obligations | ||||||||||||||
(Cost $12,511,268) | 12,259,337 | 9.7 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 5.4% | ||||||||||||||
U.S. Treasury Notes: 5.4% | ||||||||||||||
6,686,000 | 1.625%, due 07/31/20 | 6,769,575 | 5.4 | |||||||||||
Total U.S. Treasury Obligations | ||||||||||||||
(Cost $6,731,395) | 6,769,575 | 5.4 | ||||||||||||
ASSET-BACKED SECURITIES: 14.1% | ||||||||||||||
Automobile Asset-Backed Securities: 3.1% | ||||||||||||||
370,000 | Capital Auto Receivables Asset Trust 2015-1 A3, 1.610%, 06/20/19 | 371,240 | 0.3 | |||||||||||
350,000 | Capital Auto Receivables Asset Trust, 1.620%, 10/22/18 | 352,152 | 0.3 | |||||||||||
250,000 | CarMax Auto Owner Trust 2014-4 A4, 1.810%, 07/15/20 | 252,602 | 0.2 | |||||||||||
550,000 | CarMax Auto Owner Trust 2015-3 A3, 1.630%, 06/15/20 | 553,918 | 0.4 | |||||||||||
480,000 | Harley-Davidson Motorcycle Trust 2015-1, 1.670%, 08/15/22 | 483,296 | 0.4 | |||||||||||
350,000 | Hyundai Auto Receivables Trust 2013-A, 1.130%, 09/17/18 | 349,703 | 0.3 | |||||||||||
180,000 | Mercedes-Benz Auto Receivables Trust 2014-1, 1.310%, 11/16/20 | 180,359 | 0.1 | |||||||||||
140,000 | Nissan Auto Receivables 2013-C Owner Trust, 1.300%, 06/15/20 | 140,170 | 0.1 | |||||||||||
180,000 | # | Porsche Innovative Lease Owner Trust 2015-1 A4, 1.430%, 05/21/21 | 180,930 | 0.1 | ||||||||||
700,000 | Smart Trust, 1.050%, 10/14/18 | 700,580 | 0.6 | |||||||||||
160,000 | Toyota Auto Receivables 2015-B Owner Trust A4, 1.740%, 09/15/20 | 161,814 | 0.1 |
See Accompanying Notes to Financial Statements
37 |
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
ASSET-BACKED SECURITIES: (continued) | ||||||||||||||
Automobile Asset-Backed Securities: (continued) | ||||||||||||||
100,000 | Toyota Auto Receivables Owner Trust, 1.180%, 06/17/19 | 100,220 | 0.1 | |||||||||||
100,000 | USAA Auto Owner Trust 2015-1 A4, 1.540%, 11/16/20 | 101,068 | 0.1 | |||||||||||
3,928,052 | 3.1 | |||||||||||||
Credit Card Asset-Backed Securities: 2.2% | ||||||||||||||
300,000 | BA Credit Card Trust, 0.477%, 09/16/16 | 299,931 | 0.2 | |||||||||||
500,000 | Chase Issuance Trust 2015-A7 A7, 1.620%, 07/15/20 | 505,779 | 0.4 | |||||||||||
210,000 | Citibank Credit Card Issuance Trust, 2.150%, 07/15/21 | 214,444 | 0.2 | |||||||||||
650,000 | Discover Card Execution Note Trust 2015-A1 A1, 0.557%, 08/17/20 | 648,062 | 0.5 | |||||||||||
200,000 | Discover Card Execution Note Trust, 1.450%, 03/15/21 | 199,974 | 0.2 | |||||||||||
170,000 | Discover Card Execution Note Trust, 0.637%, 07/15/21 | 170,532 | 0.1 | |||||||||||
340,000 | Discover Card Execution Note Trust, 1.670%, 01/18/22 | 340,434 | 0.3 | |||||||||||
230,000 | Discover Card Execution Note Trust, 2.120%, 12/15/21 | 234,563 | 0.2 | |||||||||||
210,000 | Synchrony Credit Card Master Note Trust 2014-1, 1.600%, 04/15/21 | 210,886 | 0.1 | |||||||||||
2,824,605 | 2.2 | |||||||||||||
Home Equity Asset-Backed Securities: 0.1% | ||||||||||||||
160,069 | Chase Funding Loan Acquisition Trust Series, 4.750%, 12/25/19 | 162,367 | 0.1 | |||||||||||
Other Asset-Backed Securities: 8.7% | ||||||||||||||
430,000 | # | American Residential Properties 2014-SFR1 Trust, 2.557%, 09/17/31 | 427,315 | 0.3 | ||||||||||
500,000 | # | Apidos CDO IV 2006-4A D, 1.795%, 10/27/18 | 494,408 | 0.4 | ||||||||||
325,000 | # | Ares XII CLO Ltd. 2007-12A C, 2.329%, 11/25/20 | 320,520 | 0.2 | ||||||||||
250,000 | # | Ares XII CLO Ltd., 3.579%, 11/25/20 | 245,754 | 0.2 | ||||||||||
250,000 | # | Atrium V, 4.033%, 07/20/20 | 243,348 | 0.2 | ||||||||||
500,000 | # | CIFC Funding 2006-I Ltd., 1.887%, 10/20/20 | 499,904 | 0.4 | ||||||||||
400,000 | # | CIFC Funding 2006-II Ltd., 1.924%, 03/01/21 | 392,592 | 0.3 | ||||||||||
120,371 | # | CIFC Funding 2006-II Ltd., 4.324%, 03/01/21 | 118,350 | 0.1 | ||||||||||
258,978 | CNH Equipment Trust, 0.650%, 04/16/18 | 259,001 | 0.2 | |||||||||||
250,000 | # | ColumbusNova CLO Ltd 2006-2A E, 4.061%, 04/04/18 | 245,572 | 0.2 | ||||||||||
250,000 | # | ColumbusNova CLO Ltd 2006-II, 1.061%, 04/04/18 | 247,564 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
ASSET-BACKED SECURITIES: (continued) | ||||||||||||||
Other Asset-Backed Securities: (continued) | ||||||||||||||
300,000 | # | GoldenTree Loan Opportunities IV Ltd., 4.575%, 08/18/22 | 293,632 | 0.2 | ||||||||||
500,000 | # | GoldenTree Loan Opportunities V Ltd., 3.537%, 10/18/21 | 496,031 | 0.4 | ||||||||||
500,000 | # | Greens Creek Funding Ltd., 2.537%, 04/18/21 | 494,696 | 0.4 | ||||||||||
111,865 | # | GSAMP Trust 2005-SEA2, 0.544%, 01/25/45 | 109,998 | 0.1 | ||||||||||
500,000 | # | Gulf Stream - Compass CLO 2007-1A D Ltd., 3.744%, 10/28/19 | 500,182 | 0.4 | ||||||||||
500,000 | # | Gulf Stream - Compass CLO, 2.294%, 10/28/19 | 499,968 | 0.4 | ||||||||||
500,000 | # | Gulf Stream - Sextant CLO 2007-1 Ltd., 2.734%, 06/17/21 | 487,848 | 0.4 | ||||||||||
250,000 | # | Kingsland III Ltd., 0.979%, 08/24/21 | 238,537 | 0.2 | ||||||||||
500,000 | # | Madison Park Funding II Ltd. 2006-2A D, 5.076%, 03/25/20 | 485,534 | 0.4 | ||||||||||
500,000 | # | Madison Park Funding III Ltd. 2006-3A D, 3.745%, 10/25/20 | 494,184 | 0.4 | ||||||||||
250,000 | # | Madison Park Funding Ltd., 5.545%, 07/26/21 | 250,001 | 0.2 | ||||||||||
334,000 | # | MSIM Peconic Bay Ltd. 2007-1A D, 3.537%, 07/20/19 | 330,289 | 0.3 | ||||||||||
330,000 | # | MSIM Peconic Bay Ltd., 2.287%, 07/20/19 | 326,581 | 0.3 | ||||||||||
500,000 | # | Muir Grove CLO Ltd. 2007-1A B, 2.295%, 03/25/20 | 485,472 | 0.4 | ||||||||||
1,000,000 | # | Muir Grove CLO Ltd., 3.295%, 03/25/20 | 983,227 | 0.8 | ||||||||||
200,000 | # | Regatta Funding Ltd. 2007-1A B2L, 3.637%, 06/15/20 | 198,288 | 0.1 | ||||||||||
750,000 | # | Sierra CLO II Ltd., 3.795%, 01/22/21 | 750,090 | 0.6 | ||||||||||
10,918,886 | 8.7 | |||||||||||||
Total Asset-Backed Securities | ||||||||||||||
(Cost $17,827,152) | 17,833,910 | 14.1 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 7.7% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 2.9%## | ||||||||||||||
862,728 | 5.000%, due 07/15/39 | 937,825 | 0.7 | |||||||||||
112,873 | 5.500%, due 01/01/37 | 127,243 | 0.1 | |||||||||||
278,548 | 5.500%, due 08/01/38 | 314,746 | 0.3 | |||||||||||
18,872 | 5.500%, due 10/01/38 | 20,916 | 0.0 | |||||||||||
29,641 | 5.500%, due 10/01/38 | 32,978 | 0.0 | |||||||||||
655,348 | 5.500%, due 11/01/38 | 735,661 | 0.6 | |||||||||||
500,123 | 5.500%, due 02/01/39 | 561,987 | 0.4 | |||||||||||
893,582 | 6.000%, due 12/15/28 | 1,016,418 | 0.8 | |||||||||||
3,747,774 | 2.9 | |||||||||||||
Federal National Mortgage Association: 2.7%## | ||||||||||||||
228,720 | 3.000%, due 12/25/39 | 233,585 | 0.2 | |||||||||||
512,850 | 3.000%, due 04/25/40 | 524,100 | 0.4 | |||||||||||
496,041 | 3.000%, due 05/25/40 | 509,733 | 0.4 | |||||||||||
187,920 | 4.000%, due 10/25/50 | 192,986 | 0.2 | |||||||||||
333,336 | 4.500%, due 10/25/40 | 345,808 | 0.3 | |||||||||||
614,556 | 5.000%, due 01/01/23 | 664,890 | 0.5 | |||||||||||
341,978 | 5.000%, due 07/01/34 | 378,666 | 0.3 |
See Accompanying Notes to Financial Statements
38 |
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | ||||||||||||||
Federal National Mortgage Association: (continued) | ||||||||||||||
481,760 | 6.000%, due 01/01/38 | 550,136 | 0.4 | |||||||||||
3,399,904 | 2.7 | |||||||||||||
Government National Mortgage Association: 2.1% | ||||||||||||||
706,336 | 2.500%, due 12/20/39 | 731,012 | 0.6 | |||||||||||
455,515 | 4.397%, due 05/16/51 | 497,810 | 0.4 | |||||||||||
1,198,840 | 7.124%, due 04/20/39 | 1,385,153 | 1.1 | |||||||||||
2,613,975 | 2.1 | |||||||||||||
Total U.S. Government Agency Obligations | ||||||||||||||
(Cost $9,596,390) | 9,761,653 | 7.7 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $125,749,458) | 125,723,219 | 99.6 | ||||||||||||
SHORT-TERM INVESTMENTS: 0.4% | ||||||||||||||
Securities Lending Collateralcc: 0.4% | ||||||||||||||
525,841 | Millenium Fixed Income Ltd., Repurchase Agreement dated 09/30/15, 0.15%, due 10/01/15 (Repurchase Amount $525,843, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $536,358, due 11/30/19-02/15/44) | |||||||||||||
(Cost $525,841) | 525,841 | 0.4 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $525,841) | 525,841 | 0.4 | ||||||||||||
Total Investments in Securities (Cost $126,275,299) | $ | 126,249,060 | 100.0 | |||||||||||
Assets in Excess of Other Liabilities | 44,971 | – | ||||||||||||
Net Assets | $ | 126,294,031 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
## | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
cc | Represents securities purchased with cash collateral received for securities on loan. |
L | Loaned security, a portion or all of the security is on loan at September 30, 2015. |
Cost for federal income tax purposes is the same as for financial statement purposes. | |
Net unrealized depreciation consists of: |
Gross Unrealized Appreciation | $ | 560,100 | ||
Gross Unrealized Depreciation | (586,339 | ) | ||
Net Unrealized Depreciation | $ | (26,239 | ) |
See Accompanying Notes to Financial Statements
39 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2015 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
MUTUAL FUNDS: 72.8% | ||||||||||||||
Affiliated Investment Companies: 72.8% | ||||||||||||||
48,367 | Voya Emerging Markets Corporate Debt Fund - Class P | 454,166 | 1.4 | |||||||||||
50,953 | Voya Emerging Markets Hard Currency Debt Fund - Class P | 458,069 | 1.4 | |||||||||||
966,570 | Voya Floating Rate Fund - Class P | 9,559,375 | 29.2 | |||||||||||
468,194 | Voya High Yield Bond Fund - Class P | 3,600,413 | 11.0 | |||||||||||
241,277 | Voya Investment Grade Credit Fund - Class P | 2,528,582 | 7.7 | |||||||||||
701,057 | Voya Securitized Credit Fund - Class P | 7,213,876 | 22.1 | |||||||||||
Total Mutual Funds | ||||||||||||||
(Cost $24,214,250) | 23,814,481 | 72.8 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 0.3% | ||||||||||||||
Financial: 0.3% | ||||||||||||||
30,000 | JPMorgan Chase & Co., 6.125%, 12/29/49 | 30,000 | 0.1 | |||||||||||
30,000 | M&T Bank Corp., 6.450%, 12/29/49 | 31,875 | 0.1 | |||||||||||
30,000 | Wells Fargo & Co., 5.900%, 12/29/49 | 30,075 | 0.1 | |||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $93,313) | 91,950 | 0.3 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 16.6% | ||||||||||||||
15,000 | Banc of America Commercial Mortgage Trust 2007-3 AJ, 5.734%, 06/10/49 | 15,475 | 0.1 | |||||||||||
10,000 | Banc of America Commercial Mortgage Trust 2007-4 AJ, 6.002%, 02/10/51 | 10,318 | 0.0 | |||||||||||
25,000 | Bear Stearns Commercial Mortgage Securities Trust 2007-PWR17 AJ, 6.074%, 06/11/50 | 25,664 | 0.1 | |||||||||||
10,000 | # | Citigroup Commercial Mortgage Trust 2012-GC8, 5.040%, 09/10/45 | 9,932 | 0.0 | ||||||||||
10,441 | Citigroup Mortgage Loan Trust, 5.468%, 11/25/36 | 9,230 | 0.0 | |||||||||||
259,747 | #,^ | COMM 2015-PC1 Mortgage Trust, 0.948%, 07/10/50 | 12,892 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
98,333 | ^ | Commercial Mortgage Pass Through Certificates, 1.566%, 04/10/47 | 7,322 | 0.0 | ||||||||||
25,000 | Commercial Mortgage Trust 2007-GG11 AJ, 6.252%, 12/10/49 | 25,693 | 0.1 | |||||||||||
20,000 | Commercial Mortgage Trust, 5.289%, 07/15/44 | 19,982 | 0.1 | |||||||||||
10,000 | Commercial Mortgage Trust, 5.289%, 07/15/44 | 9,993 | 0.0 | |||||||||||
10,000 | # | Credit Suisse First Boston Mortgage Securities Corp., 5.736%, 05/15/36 | 10,692 | 0.0 | ||||||||||
275,000 | Fannie Mae Connecticut Avenue Securities, 5.194%, 11/25/24 | 277,395 | 0.9 | |||||||||||
100,000 | ^ | Freddie Mac Series K015 X3, 2.896%, 08/25/39 | 14,280 | 0.1 | ||||||||||
774,887 | #,^ | FREMF Mortgage Trust, 0.100%, 12/25/44 | 3,860 | 0.0 | ||||||||||
25,000 | GMAC Commercial Mortgage Securities, Inc. Series 2004-C3 Trust, 5.044%, 12/10/41 | 25,712 | 0.1 | |||||||||||
1,000,000 | #,^ | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.443%, 12/15/47 | 22,730 | 0.1 | ||||||||||
10,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9 E, 5.496%, 06/12/41 | 9,823 | 0.0 | |||||||||||
14,220 | JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP4, 5.040%, 10/15/42 | 14,217 | 0.1 | |||||||||||
1,226,035 | JP Morgan Mortgage Trust 2006-S3 1A30, 6.500%, 08/25/36 | 1,037,587 | 3.2 | |||||||||||
760,000 | # | LB-UBS Commercial Mortgage Trust 2005-C5 G, 5.350%, 09/15/40 | 767,177 | 2.4 | ||||||||||
10,000 | LB-UBS Commercial Mortgage Trust 2005-C7 E, 5.350%, 11/15/40 | 10,294 | 0.0 | |||||||||||
10,000 | LB-UBS Commercial Mortgage Trust 2006-C4 D, 6.049%, 06/15/38 | 10,189 | 0.0 | |||||||||||
10,000 | LB-UBS Commercial Mortgage Trust 2006-C4 E, 6.049%, 06/15/38 | 9,957 | 0.0 | |||||||||||
400,000 | # | LB-UBS Commercial Mortgage Trust 2006-C6 JR13, 6.095%, 09/15/39 | 408,006 | 1.3 | ||||||||||
270,000 | # | LB-UBS Commercial Mortgage Trust 2006-C6 JR14, 6.095%, 09/15/39 | 274,880 | 0.8 |
See Accompanying Notes to Financial Statements
40 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2015 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
10,000 | LB-UBS Commercial Mortgage Trust 2007-C6 AJ, 6.324%, 07/15/40 | 10,328 | 0.0 | |||||||||||
5,149 | LB-UBS Commercial Mortgage Trust, 4.954%, 07/15/40 | 5,153 | 0.0 | |||||||||||
9,297 | LB-UBS Commercial Mortgage Trust, 5.206%, 08/15/36 | 9,305 | 0.0 | |||||||||||
15,000 | # | LB-UBS Commercial Mortgage Trust, 6.095%, 09/15/39 | 15,430 | 0.1 | ||||||||||
11,956 | Prime Mortgage Trust, 5.500%, 03/25/37 | 10,849 | 0.0 | |||||||||||
8,248 | # | Wachovia Bank Commercial Mortgage Trust Series 2005-C17 G, 5.806%, 03/15/42 | 8,251 | 0.0 | ||||||||||
40,000 | Wachovia Bank Commercial Mortgage Trust Series, 5.900%, 05/15/43 | 40,468 | 0.1 | |||||||||||
10,000 | Wachovia Bank Commercial Mortgage Trust Series, 6.150%, 02/15/51 | 10,125 | 0.0 | |||||||||||
1,065,157 | Wells Fargo Mortgage Backed Securities 2006-AR12 Trust 1A1, 2.728%, 09/25/36 | 1,010,341 | 3.1 | |||||||||||
1,031,318 | Wells Fargo Mortgage Backed Securities 2006-AR17 Trust A1, 2.713%, 10/25/36 | 986,043 | 3.0 | |||||||||||
247,194 | Wells Fargo Mortgage Backed Securities 2006-AR7 Trust 2A1, 2.653%, 05/25/36 | 236,282 | 0.7 | |||||||||||
535,254 | #,^ | WFRBS Commercial Mortgage Trust 2012-C6, 2.565%, 04/15/45 | 49,555 | 0.2 | ||||||||||
97,151 | #,^ | WFRBS Commercial Mortgage Trust 2013-C12, 1.613%, 03/15/48 | 7,070 | 0.0 | ||||||||||
Total Collateralized Mortgage Obligations | ||||||||||||||
(Cost $5,412,755) | 5,442,500 | 16.6 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 5.2% | ||||||||||||||
U.S. Treasury Bonds: 5.0% | ||||||||||||||
1,534,000 | 2.000%, due 08/15/25 | 1,526,850 | 4.7 | |||||||||||
102,000 | 3.000%, due 05/15/45 | 104,484 | 0.3 | |||||||||||
1,631,334 | 5.0 | |||||||||||||
U.S. Treasury Notes: 0.2% | ||||||||||||||
20,000 | 0.625%, due 06/30/17 | 20,014 | 0.1 | |||||||||||
50,000 | 1.750%, due 09/30/22 | 49,992 | 0.1 | |||||||||||
70,006 | 0.2 | |||||||||||||
Total U.S. Treasury Obligations | ||||||||||||||
(Cost $1,688,865) | 1,701,340 | 5.2 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 2.5% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 0.8%## | ||||||||||||||
1,075,958 | ^ | 6.500%, due 06/15/32 | 203,585 | 0.6 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | ||||||||||||||
Federal Home Loan Mortgage Corporation: (continued) | ||||||||||||||
58,493 | 8.000%, due 08/15/35 | 69,049 | 0.2 | |||||||||||
272,634 | 0.8 | |||||||||||||
Federal National Mortgage Association: 1.2%## | ||||||||||||||
53,764,045 | ^ | 0.050%, due 06/25/42 | 119,227 | 0.4 | ||||||||||
802,860 | ^ | 4.500%, due 10/25/41 | 148,555 | 0.4 | ||||||||||
18,478 | 5.500%, due 10/01/39 | 20,834 | 0.1 | |||||||||||
652,813 | ^ | 6.406%, due 03/25/32 | 113,340 | 0.3 | ||||||||||
401,956 | 1.2 | |||||||||||||
Government National Mortgage Association: 0.5% | ||||||||||||||
5,964,256 | ^ | 0.650%, due 11/20/37 | 130,083 | 0.4 | ||||||||||
130,304 | ^ | 3.500%, due 10/20/41 | 20,700 | 0.1 | ||||||||||
150,783 | 0.5 | |||||||||||||
Total U.S. Government Agency Obligations | ||||||||||||||
(Cost $684,695) | 825,373 | 2.5 |
# of Contracts | Value | Percentage of Net Assets | ||||||||||||
PURCHASED OPTIONS: 0.1% | ||||||||||||||
OTC Interest Rate Swaptions: 0.1% | ||||||||||||||
4,200,000 | @ | Receive a fixed rate equal to 2.045% and pay a floating rate based on the 3-month USD-LIBOR-BBA, Exp. 12/03/15 Counterparty: Citigroup, Inc. | 50,434 | 0.1 | ||||||||||
Total Purchased Options | ||||||||||||||
(Cost $29,400) | 50,434 | 0.1 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $32,123,278) | 31,926,078 | 97.5 |
Shares | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 2.2% | ||||||||||||||
Mutual Funds: 2.2% | ||||||||||||||
716,000 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.110%†† | |||||||||||||
(Cost $716,000) | 716,000 | 2.2 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $716,000) | 716,000 | 2.2 | ||||||||||||
Total Investments in Securities (Cost $32,839,278) | $ | 32,642,078 | 99.7 | |||||||||||
Assets in Excess of Other Liabilities | 85,145 | 0.3 | ||||||||||||
Net Assets | $ | 32,727,223 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of September 30, 2015. |
# | 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. |
See Accompanying Notes to Financial Statements
41 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2015 (Unaudited) (continued) |
## | 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. |
^ | 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 $32,840,969. | |
Net unrealized depreciation consists of: |
Gross Unrealized Appreciation | $ | 252,968 | ||
Gross Unrealized Depreciation | (451,859 | ) | ||
Net Unrealized Depreciation | $ | (198,891 | ) |
See Accompanying Notes to Financial Statements
42 |
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.
N/A.
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, 2015
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, 2015
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer |
Date: December 3, 2015