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, 2016 to September 30, 2016
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 25, 2016
| | 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. | | |
| | Bloomberg Barclays GNMA Index | | | | An index comprised of all fixed security mortgage pools sponsored by GNMA, including GNMA Graduated Payment Mortgages. | | |
| | Bloomberg Barclays High Yield Bond — 2% Issuer Constrained Composite Index | | | | An 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. | | |
| | Bloomberg 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. | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | An index of publicly issued investment grade U.S. Government, mortgage-backed, asset-backed and corporate debt securities. | | |
| | Bloomberg Barclays U.S. Corporate Investment Grade Bond Index | | | | An index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | | |
| | Bloomberg 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 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 index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. | | |
Voya GNMA Income Fund | Portfolio Managers’ Report |
| Investment Type Allocation as of September 30, 2016 (as a percentage of net assets) | | |||
| | | | | |
| U.S. Government Agency Obligations | | | 71.2% | |
| Collateralized Mortgage Obligations | | | 50.0% | |
| U.S. Treasury Obligations | | | 2.0% | |
| Commercial Mortgage-Backed Securities | | | 1.3% | |
| Asset-Backed Securities | | | 0.9% | |
| Liabilities in Excess of Other Assets | | | (25.4)% | |
| 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, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Communications | | | 19.7% | |
| Consumer, Non-cyclical | | | 19.1% | |
| Consumer, Cyclical | | | 15.4% | |
| Energy | | | 10.5% | |
| Industrials | | | 9.5% | |
| Basic Materials | | | 7.2% | |
| Financials | | | 5.9% | |
| Technology | | | 5.8% | |
| Utilities | | | 1.7% | |
| Diversified | | | 0.4% | |
| Retailers (Except Food & Drug) | | | 0.4% | |
| Conglomerates | | | 0.2% | |
| Steel | | | 0.2% | |
| Consumer Discretionary | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 4.0% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of September 30, 2016* (as a percentage of net assets) | | |||
| | | | | |
| Sprint Corp., 7.125%, 06/15/24 | | | 0.7% | |
| HCA, Inc., 5.375%, 02/01/25 | | | 0.6% | |
| First Data Corp., 7.000%, 12/01/23 | | | 0.6% | |
| HCA Holdings, Inc., 6.250%, 02/15/21 | | | 0.6% | |
| Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 5.250%, 05/01/23 | | | 0.6% | |
| MPH Acquisition Holdings LLC, 7.125%, 06/01/24 | | | 0.5% | |
| Sprint Corp., 7.250%, 09/15/21 | | | 0.5% | |
| PetSmart, Inc., 7.125%, 03/15/23 | | | 0.5% | |
| WPX Energy, Inc., 6.000%, 01/15/22 | | | 0.5% | |
| CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 02/15/26 | | | 0.4% | |
| * 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, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 33.4% | |
| U.S. Treasury Obligations | | | 23.4% | |
| U.S. Government Agency Obligations | | | 22.2% | |
| Collateralized Mortgage Obligations | | | 15.0% | |
| Asset-Backed Securities | | | 6.7% | |
| Foreign Government Bonds | | | 1.6% | |
| Liabilities in Excess of Other Assets* | | | (2.3)% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of September 30, 2016 (as a percentage of net assets) | | |||
| | | | | |
| United States Treasury Inflation Indexed Bond, 0.625%, 01/15/26 | | | 5.2% | |
| United States Treasury Bond, 2.500%, 05/15/46 | | | 4.8% | |
| United States Treasury Note, 0.750%, 09/30/18 | | | 3.7% | |
| United States Treasury Note, 1.125%, 09/30/21 | | | 3.1% | |
| United States Treasury Note, 0.875%, 09/15/19 | | | 2.9% | |
| United States Treasury Note, 0.750%, 08/31/18 | | | 1.2% | |
| Fannie Mae, 14.000%, 07/25/42 | | | 1.1% | |
| United States Treasury Note, 1.375%, 08/31/23 | | | 1.0% | |
| Fannie Mae, 4.000%, 05/01/45 | | | 0.9% | |
| Freddie Mac, 4.500%, 05/15/38 | | | 0.8% | |
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Short Term Bond Fund |
| Investment Type Allocation as of September 30, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 44.0% | |
| U.S. Treasury Obligations | | | 14.1% | |
| Collateralized Mortgage Obligations | | | 11.3% | |
| Asset-Backed Securities | | | 8 .8% | |
| U.S. Government Agency Obligations | | | 6 .7% | |
| Assets in Excess of Other Liabilities* | | | 15.1% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of September 30, 2016* (as a percentage of net assets) | | |||
| | | | | |
| United States Treasury Note, 0.750%, 09/30/18 | | | 8.5% | |
| United States Treasury Note, 0.875%, 09/15/19 | | | 3.0% | |
| United States Treasury Note, 0.750%, 08/31/18 | | | 1.4% | |
| Bank of America Corp., 2.600%, 01/15/19 | | | 0.9% | |
| Ginnie Mae, 7.124%, 04/20/39 | | | 0.8% | |
| United States Treasury Note, 1.375%, 08/31/23 | | | 0.8% | |
| Muir Grove CLO Ltd. 2007-1A C, 3.715%, 03/25/20 | | | 0.7% | |
| Bear Stearns Commercial Mortgage Securities, 5.471%, 01/12/45 | | | 0.7% | |
| Fannie Mae, 5.000%, 07/25/24 | | | 0.7% | |
| Microsoft Corp., 1.300%, 11/03/18 | | | 0.7% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Strategic Income Opportunities Fund | Portfolio Managers’ Report |
| Investment Type Allocation as of September 30, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Collateralized Mortgage Obligations | | | 33.4% | |
| Loans | | | 24.3% | |
| Corporate Bonds/Notes | | | 10.8% | |
| U.S. Government Agency Obligations | | | 8.6% | |
| Asset-Backed Securities | | | 7.8% | |
| U.S. Treasury Obligations | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 15.1% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of September 30, 2016* (as a percentage of net assets) | | |||
| | | | | |
| Freddie Mac 2711 FC, 1.424%, 02/15/33 | | | 2.5% | |
| Fannie Mae 2011-47 GF, 1.095%, 06/25/41 | | | 1.2% | |
| Wells Fargo Mortgage Backed Securities 2006-AR12 Trust 1A1, 3.232%, 09/25/36 | | | 1.2% | |
| Wells Fargo Mortgage Backed Securities 2006-AR17 Trust A1, 3.003%, 10/25/36 | | | 0.9% | |
| Banc of America Commercial Mortgage Trust 2007-4 AJ, 6.005%, 02/10/51 | | | 0.8% | |
| JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP11 AM, 5.940%, 06/15/49 | | | 0.8% | |
| JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC10, 5.097%, 01/12/37 | | | 0.8% | |
| Alternative Loan Trust 2005-23CB, 5.500%, 07/25/35 | | | 0.8% | |
| LB-UBS Commercial Mortgage Trust 2007-C1, 5.484%, 02/15/40 | | | 0.8% | |
| LCM XIII L.P. 13A D, 4.488%, 01/19/23 | | | 0.8% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| | | Actual Fund Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value April 1, 2016 | | | Ending Account Value September 30, 2016 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended September 30, 2016* | | | Beginning Account Value April 1, 2016 | | | Ending Account Value September 30, 2016 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended September 30, 2016* | | ||||||||||||||||||||||||
Voya GNMA Income Fund | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 1,014.00 | | | | | | 0.91% | | | | | $ | 4.59 | | | | | $ | 1,000.00 | | | | | $ | 1,020.51 | | | | | | 0.91% | | | | | $ | 4.61 | | |
Class B | | | | | 1,000.00 | | | | | | 1,010.70 | | | | | | 1.66 | | | | | | 8.37 | | | | | | 1,000.00 | | | | | | 1,016.75 | | | | | | 1.66 | | | | | | 8.39 | | |
Class C | | | | | 1,000.00 | | | | | | 1,010.80 | | | | | | 1.66 | | | | | | 8.37 | | | | | | 1,000.00 | | | | | | 1,016.75 | | | | | | 1.66 | | | | | | 8.39 | | |
Class I | | | | | 1,000.00 | | | | | | 1,015.60 | | | | | | 0.63 | | | | | | 3.18 | | | | | | 1,000.00 | | | | | | 1,021.91 | | | | | | 0.63 | | | | | | 3.19 | | |
Class W | | | | | 1,000.00 | | | | | | 1,015.40 | | | | | | 0.66 | | | | | | 3.33 | | | | | | 1,000.00 | | | | | | 1,021.76 | | | | | | 0.66 | | | | | | 3.35 | | |
Voya High Yield Bond Fund | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 1,084.10 | | | | | | 1.03% | | | | | $ | 5.38 | | | | | $ | 1,000.00 | | | | | $ | 1,019.90 | | | | | | 1.03% | | | | | $ | 5.22 | | |
Class B | | | | | 1,000.00 | | | | | | 1,081.50 | | | | | | 1.78 | | | | | | 9.29 | | | | | | 1,000.00 | | | | | | 1,016.14 | | | | | | 1.78 | | | | | | 9.00 | | |
Class C | | | | | 1,000.00 | | | | | | 1,081.50 | | | | | | 1.78 | | | | | | 9.29 | | | | | | 1,000.00 | | | | | | 1,016.14 | | | | | | 1.78 | | | | | | 9.00 | | |
Class I | | | | | 1,000.00 | | | | | | 1,086.10 | | | | | | 0.68 | | | | | | 3.56 | | | | | | 1,000.00 | | | | | | 1,021.66 | | | | | | 0.68 | | | | | | 3.45 | | |
Class P | | | | | 1,000.00 | | | | | | 1,090.70 | | | | | | 0.06 | | | | | | 0.31 | | | | | | 1,000.00 | | | | | | 1,024.77 | | | | | | 0.06 | | | | | | 0.30 | | |
Class R | | | | | 1,000.00 | | | | | | 1,084.10 | | | | | | 1.28 | | | | | | 6.69 | | | | | | 1,000.00 | | | | | | 1,018.65 | | | | | | 1.28 | | | | | | 6.48 | | |
Class R6(1) | | | | | 1,000.00 | | | | | | 1,026.90 | | | | | | 0.65 | | | | | | 1.05 | | | | | | 1,000.00 | | | | | | 1,006.91 | | | | | | 0.65 | | | | | | 3.27 | | |
Class W | | | | | 1,000.00 | | | | | | 1,085.30 | | | | | | 0.78 | | | | | | 4.08 | | | | | | 1,000.00 | | | | | | 1,021.16 | | | | | | 0.78 | | | | | | 3.95 | | |
| | | Actual Fund Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value April 1, 2016 | | | Ending Account Value September 30, 2016 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended September 30, 2016* | | | Beginning Account Value April 1, 2016 | | | Ending Account Value September 30, 2016 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended September 30, 2016* | | ||||||||||||||||||||||||
Voya Intermediate Bond Fund | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 1,036.60 | | | | | | 0.65% | | | | | $ | 3.32 | | | | | $ | 1,000.00 | | | | | $ | 1,021.81 | | | | | | 0.65% | | | | | $ | 3.29 | | |
Class B | | | | | 1,000.00 | | | | | | 1,032.80 | | | | | | 1.40 | | | | | | 7.13 | | | | | | 1,000.00 | | | | | | 1,018.05 | | | | | | 1.40 | | | | | | 7.08 | | |
Class C | | | | | 1,000.00 | | | | | | 1,032.80 | | | | | | 1.40 | | | | | | 7.13 | | | | | | 1,000.00 | | | | | | 1,018.05 | | | | | | 1.40 | | | | | | 7.08 | | |
Class I | | | | | 1,000.00 | | | | | | 1,038.30 | | | | | | 0.32 | | | | | | 1.64 | | | | | | 1,000.00 | | | | | | 1,023.46 | | | | | | 0.32 | | | | | | 1.62 | | |
Class O | | | | | 1,000.00 | | | | | | 1,036.60 | | | | | | 0.65 | | | | | | 3.32 | | | | | | 1,000.00 | | | | | | 1,021.81 | | | | | | 0.65 | | | | | | 3.29 | | |
Class R | | | | | 1,000.00 | | | | | | 1,035.30 | | | | | | 0.90 | | | | | | 4.59 | | | | | | 1,000.00 | | | | | | 1,020.56 | | | | | | 0.90 | | | | | | 4.56 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,038.40 | | | | | | 0.31 | | | | | | 1.58 | | | | | | 1,000.00 | | | | | | 1,023.51 | | | | | | 0.31 | | | | | | 1.57 | | |
Class W | | | | | 1,000.00 | | | | | | 1,038.00 | | | | | | 0.40 | | | | | | 2.04 | | | | | | 1,000.00 | | | | | | 1,023.06 | | | | | | 0.40 | | | | | | 2.03 | | |
Voya Short Term Bond Fund | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 1,009.10 | | | | | | 0.76% | | | | | $ | 3.83 | | | | | $ | 1,000.00 | | | | | $ | 1,021.26 | | | | | | 0.76% | | | | | $ | 3.85 | | |
Class C | | | | | 1,000.00 | | | | | | 1,005.30 | | | | | | 1.51 | | | | | | 7.59 | | | | | | 1,000.00 | | | | | | 1,017.50 | | | | | | 1.51 | | | | | | 7.64 | | |
Class I | | | | | 1,000.00 | | | | | | 1,010.50 | | | | | | 0.50 | | | | | | 2.52 | | | | | | 1,000.00 | | | | | | 1,022.56 | | | | | | 0.50 | | | | | | 2.54 | | |
Class R | | | | | 1,000.00 | | | | | | 1,007.60 | | | | | | 1.01 | | | | | | 5.08 | | | | | | 1,000.00 | | | | | | 1,020.00 | | | | | | 1.01 | | | | | | 5.11 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,010.70 | | | | | | 0.47 | | | | | | 2.37 | | | | | | 1,000.00 | | | | | | 1,022.71 | | | | | | 0.47 | | | | | | 2.38 | | |
Class W | | | | | 1,000.00 | | | | | | 1,010.30 | | | | | | 0.51 | | | | | | 2.57 | | | | | | 1,000.00 | | | | | | 1,022.51 | | | | | | 0.51 | | | | | | 2.59 | | |
Voya Strategic Income Opportunities Fund | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 1,036.20 | | | | | | 1.06% | | | | | $ | 5.41 | | | | | $ | 1,000.00 | | | | | $ | 1,019.75 | | | | | | 1.06% | | | | | $ | 5.37 | | |
Class C | | | | | 1,000.00 | | | | | | 1,032.60 | | | | | | 1.81 | | | | | | 9.22 | | | | | | 1,000.00 | | | | | | 1,015.99 | | | | | | 1.81 | | | | | | 9.15 | | |
Class I | | | | | 1,000.00 | | | | | | 1,038.50 | | | | | | 0.68 | | | | | | 3.47 | | | | | | 1,000.00 | | | | | | 1,021.66 | | | | | | 0.68 | | | | | | 3.45 | | |
Class R | | | | | 1,000.00 | | | | | | 1,035.10 | | | | | | 1.31 | | | | | | 6.68 | | | | | | 1,000.00 | | | | | | 1,018.50 | | | | | | 1.31 | | | | | | 6.63 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,038.70 | | | | | | 0.67 | | | | | | 3.42 | | | | | | 1,000.00 | | | | | | 1,021.71 | | | | | | 0.67 | | | | | | 3.40 | | |
Class W | | | | | 1,000.00 | | | | | | 1,038.60 | | | | | | 0.81 | | | | | | 4.14 | | | | | | 1,000.00 | | | | | | 1,021.01 | | | | | | 0.81 | | | | | | 4.10 | | |
| | | Voya GNMA Income Fund | | | Voya High Yield Bond Fund | | | Voya Intermediate Bond Fund | | |||||||||
ASSETS: | | | | | |||||||||||||||
Investments in securities at fair value+* | | | | $ | 1,894,633,096 | | | | | $ | 664,695,763 | | | | | $ | 3,469,840,349 | | |
Short-term investments at fair value** | | | | | — | | | | | | 22,071,834 | | | | | | 62,613,490 | | |
Total investments at fair value | | | | $ | 1,894,633,096 | | | | | $ | 686,767,597 | | | | | $ | 3,532,453,839 | | |
Cash | | | | | 164,440,171 | | | | | | 1,795,242 | | | | | | — | | |
Cash collateral for futures | | | | | 4,095,245 | | | | | | — | | | | | | 869,975 | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | — | | | | | | — | | | | | | 3,238,000 | | |
Receivables: | | | | | |||||||||||||||
Investment securities sold | | | | | 19,482,111 | | | | | | 1,284,274 | | | | | | 74,369,047 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | 37,451,406 | | | | | | — | | | | | | 39,945,848 | | |
Fund shares sold | | | | | 8,434,193 | | | | | | 4,158,261 | | | | | | 11,738,755 | | |
Dividends | | | | | — | | | | | | 1,124 | | | | | | 7,766 | | |
Interest | | | | | 3,757,103 | | | | | | 11,199,045 | | | | | | 18,456,659 | | |
Variation margin receivable on centrally cleared swaps | | | | | — | | | | | | — | | | | | | 457,825 | | |
Prepaid expenses | | | | | 77,884 | | | | | | 48,427 | | | | | | 86,139 | | |
Other assets | | | | | 26,423 | | | | | | 8,719 | | | | | | 48,432 | | |
Total assets | | | | | 2,132,397,632 | | | | | | 705,262,689 | | | | | | 3,681,672,285 | | |
LIABILITIES: | | | | | |||||||||||||||
Income distribution payable | | | | | 404,445 | | | | | | 87,498 | | | | | | 585,706 | | |
Payable for investment securities purchased | | | | | — | | | | | | 9,953,944 | | | | | | 72,138,703 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | 617,194,907 | | | | | | — | | | | | | 158,776,255 | | |
Payable for fund shares redeemed | | | | | 1,839,985 | | | | | | 2,548,262 | | | | | | 15,615,874 | | |
Payable upon receipt of securities loaned | | | | | — | | | | | | — | | | | | | 39,216,364 | | |
Unrealized depreciation on OTC swap agreements | | | | | — | | | | | | — | | | | | | 225,184 | | |
Cash received as collateral for delayed-delivery or when-issued securities (Note 2) | | | | | 1,046,000 | | | | | | — | | | | | | 530,000 | | |
Payable for investment management fees | | | | | 674,775 | | | | | | 284,209 | | | | | | 748,847 | | |
Payable for distribution and shareholder service fees | | | | | 233,510 | | | | | | 26,126 | | | | | | 210,080 | | |
Payable to custodian due to bank overdraft | | | | | — | | | | | | — | | | | | | 13,327 | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 26,423 | | | | | | 8,719 | | | | | | 48,432 | | |
Payable for trustee fees | | | | | 7,297 | | | | | | 3,858 | | | | | | 16,271 | | |
Other accrued expenses and liabilities | | | | | 168,078 | | | | | | 82,803 | | | | | | 731,044 | | |
Total liabilities | | | | | 621,595,420 | | | | | | 12,995,419 | | | | | | 288,856,087 | | |
NET ASSETS | | | | $ | 1,510,802,212 | | | | | $ | 692,267,270 | | | | | $ | 3,392,816,198 | | |
NET ASSETS WERE COMPRISED OF: | | | | | |||||||||||||||
Paid-in capital | | | | $ | 1,498,828,204 | | | | | $ | 718,565,418 | | | | | $ | 3,409,655,187 | | |
Distributions in excess of net investment income | | | | | (7,628,020) | | | | | | (899,805) | | | | | | (285,005) | | |
Accumulated net realized loss | | | | | (1,223,896) | | | | | | (41,476,718) | | | | | | (81,776,728) | | |
Net unrealized appreciation | | | | | 20,825,924 | | | | | | 16,078,375 | | | | | | 65,222,744 | | |
NET ASSETS | | | | $ | 1,510,802,212 | | | | | $ | 692,267,270 | | | | | $ | 3,392,816,198 | | |
+ Including securities loaned at value | | | | $ | — | | | | | $ | — | | | | | $ | 38,303,065 | | |
* Cost of investments in securities | | | | $ | 1,873,954,919 | | | | | $ | 648,633,902 | | | | | $ | 3,402,974,836 | | |
** Cost of short-term investments | | | | $ | — | | | | | $ | 22,055,320 | | | | | $ | 62,652,191 | | |
| | | Voya GNMA Income Fund | | | Voya High Yield Bond Fund | | | Voya Intermediate Bond Fund | | |||||||||
Class A | | | | | |||||||||||||||
Net assets | | | | $ | 611,780,102 | | | | | $ | 72,755,428 | | | | | $ | 543,258,239 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 70,950,582 | | | | | | 9,045,975 | | | | | | 52,701,086 | | |
Net asset value and redemption price per share† | | | | $ | 8.62 | | | | | $ | 8.04 | | | | | $ | 10.31 | | |
Maximum offering price per share (2.50%)(1) | | | | $ | 8.84 | | | | | $ | 8.25 | | | | | $ | 10.57 | | |
Class B | | | | | |||||||||||||||
Net assets | | | | $ | 78,696 | | | | | $ | 141,955 | | | | | $ | 205,305 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 9,180 | | | | | | 17,661 | | | | | | 19,967 | | |
Net asset value and redemption price per share† | | | | $ | 8.57 | | | | | $ | 8.04 | | | | | $ | 10.28 | | |
Class C | | | | | |||||||||||||||
Net assets | | | | $ | 132,678,791 | | | | | $ | 13,469,715 | | | | | $ | 33,431,029 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 15,466,261 | | | | | | 1,675,183 | | | | | | 3,248,102 | | |
Net asset value and redemption price per share† | | | | $ | 8.58 | | | | | $ | 8.04 | | | | | $ | 10.29 | | |
Class I | | | | | |||||||||||||||
Net assets | | | | $ | 616,438,376 | | | | | $ | 231,847,061 | | | | | $ | 1,238,717,096 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 71,399,148 | | | | | | 28,870,575 | | | | | | 120,206,449 | | |
Net asset value and redemption price per share | | | | $ | 8.63 | | | | | $ | 8.03 | | | | | $ | 10.30 | | |
Class O | | | | | |||||||||||||||
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 34,242,872 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | 3,321,998 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 10.31 | | |
Class P | | | | | |||||||||||||||
Net assets | | | | | n/a | | | | | $ | 116,406,567 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 14,483,067 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 8.04 | | | | | | n/a | | |
Class R | | | | | |||||||||||||||
Net assets | | | | | n/a | | | | | $ | 258,320 | | | | | $ | 162,900,063 | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 32,102 | | | | | | 15,783,347 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 8.05 | | | | | $ | 10.32 | | |
Class R6 | | | | | |||||||||||||||
Net assets | | | | | n/a | | | | | $ | 131,868,638 | | | | | $ | 717,737,505 | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 16,423,371 | | | | | | 69,680,313 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 8.03 | | | | | $ | 10.30 | | |
Class W | | | | | |||||||||||||||
Net assets | | | | $ | 149,826,247 | | | | | $ | 125,519,586 | | | | | $ | 662,324,089 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 17,333,816 | | | | | | 15,583,272 | | | | | | 64,339,862 | | |
Net asset value and redemption price per share | | | | $ | 8.64 | | | | | $ | 8.05 | | | | | $ | 10.29 | | |
| | | Voya Short Term Bond Fund | | | Voya Strategic Income Opportunities Fund | | ||||||
ASSETS: | | | | ||||||||||
Investments in securities at fair value+* | | | | $ | 111,302,027 | | | | | $ | 109,753,669 | | |
Short-term investments at fair value** | | | | | 21,188,229 | | | | | | 18,755,878 | | |
Total investments at fair value | | | | $ | 132,490,256 | | | | | $ | 128,509,547 | | |
Cash | | | | | 111,333 | | | | | | 171,337 | | |
Cash collateral for futures | | | | | 116,798 | | | | | | 515,399 | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | — | | | | | | 675,000 | | |
Foreign currencies at value*** | | | | | 51,708 | | | | | | — | | |
Receivables: | | | | ||||||||||
Investment securities sold | | | | | — | | | | | | 1,594,359 | | |
Fund shares sold | | | | | 508,220 | | | | | | 37,373 | | |
Dividends | | | | | 897 | | | | | | 2,571 | | |
Interest | | | | | 520,527 | | | | | | 836,665 | | |
Unrealized appreciation on forward foreign currency contracts | | | | | — | | | | | | 423,165 | | |
Prepaid expenses | | | | | 20,902 | | | | | | 54,009 | | |
Reimbursement due from manager | | | | | 9,474 | | | | | | 21,408 | | |
Other assets | | | | | 1,970 | | | | | | 745 | | |
Total assets | | | | | 133,832,085 | | | | | | 132,841,578 | | |
LIABILITIES: | | | | ||||||||||
Income distribution payable | | | | | 2,097 | | | | | | 495,866 | | |
Payable for investment securities purchased | | | | | 2,092,196 | | | | | | 1,852,367 | | |
Payable for fund shares redeemed | | | | | 153,369 | | | | | | 14,023 | | |
Payable upon receipt of securities loaned | | | | | 475,810 | | | | | | 382,620 | | |
Unrealized depreciation on unfunded corporate loans | | | | | — | | | | | | 35 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | — | | | | | | 558,943 | | |
Unrealized depreciation on OTC swap agreements | | | | | 3,480 | | | | | | 17,103 | | |
Variation margin payable on centrally cleared swaps | | | | | — | | | | | | 88,326 | | |
Payable for investment management fees | | | | | 48,440 | | | | | | 68,399 | | |
Payable for distribution and shareholder service fees | | | | | 3,178 | | | | | | 2,672 | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 1,970 | | | | | | 745 | | |
Payable for trustee fees | | | | | 679 | | | | | | 622 | | |
Other accrued expenses and liabilities | | | | | 39,354 | | | | | | 20,045 | | |
Total liabilities | | | | | 2,820,573 | | | | | | 3,501,766 | | |
NET ASSETS | | | | $ | 131,011,512 | | | | | $ | 129,339,812 | | |
NET ASSETS WERE COMPRISED OF: | | | | ||||||||||
Paid-in capital | | | | $ | 132,542,641 | | | | | $ | 128,170,053 | | |
Undistributed (distributions in excess of) net investment income | | | | | (143,281) | | | | | | 931,531 | | |
Accumulated net realized loss | | | | | (1,826,358) | | | | | | (1,571,691) | | |
Net unrealized appreciation | | | | | 438,510 | | | | | | 1,809,919 | | |
NET ASSETS | | | | $ | 131,011,512 | | | | | $ | 129,339,812 | | |
+ Including securities loaned at value | | | | $ | 462,617 | | | | | $ | 372,437 | | |
* Cost of investments in securities | | | | $ | 110,910,570 | | | | | $ | 108,111,661 | | |
** Cost of short-term investments | | | | $ | 21,153,177 | | | | | $ | 18,755,785 | | |
*** Cost of foreign currencies | | | | $ | 55,805 | | | | | $ | — | | |
| | | Voya Short Term Bond Fund | | | Voya Strategic Income Opportunities Fund | | ||||||
Class A | | | | ||||||||||
Net assets | | | | $ | 10,545,127 | | | | | $ | 3,074,241 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 1,065,942 | | | | | | 305,255 | | |
Net asset value and redemption price per share† | | | | $ | 9.89 | | | | | $ | 10.07 | | |
Maximum offering price per share (2.50%)(1) | | | | $ | 10.14 | | | | | $ | 10.33 | | |
Class C | | | | ||||||||||
Net assets | | | | $ | 1,383,894 | | | | | $ | 687,339 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 139,860 | | | | | | 69,336 | | |
Net asset value and redemption price per share† | | | | $ | 9.89 | | | | | $ | 9.91 | | |
Class I | | | | ||||||||||
Net assets | | | | $ | 12,688,059 | | | | | $ | 9,348,804 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 1,282,446 | | | | | | 923,375 | | |
Net asset value and redemption price per share | | | | $ | 9.89 | | | | | $ | 10.12 | | |
Class R | | | | ||||||||||
Net assets | | | | $ | 3,068 | | | | | $ | 3,810,714 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 310 | | | | | | 381,295 | | |
Net asset value and redemption price per share | | | | $ | 9.89 | | | | | $ | 9.99 | | |
Class R6 | | | | ||||||||||
Net assets | | | | $ | 105,570,429 | | | | | $ | 111,015,548 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 10,667,966 | | | | | | 10,972,669 | | |
Net asset value and redemption price per share | | | | $ | 9.90 | | | | | $ | 10.12 | | |
Class W | | | | ||||||||||
Net assets | | | | $ | 820,935 | | | | | $ | 1,403,166 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 82,946 | | | | | | 139,783 | | |
Net asset value and redemption price per share | | | | $ | 9.90 | | | | | $ | 10.04 | | |
| | | Voya GNMA Income Fund | | | Voya High Yield Bond Fund | | | Voya Intermediate Bond Fund | | |||||||||
INVESTMENT INCOME: | | | | | |||||||||||||||
Dividends | | | | $ | — | | | | | $ | 10,206 | | | | | $ | 207,066 | | |
Interest | | | | | 11,968,540 | | | | | | 21,130,258 | | | | | | 51,940,401 | | |
Securities lending income, net | | | | | — | | | | | | — | | | | | | 340,441 | | |
Total investment income | | | | | 11,968,540 | | | | | | 21,140,464 | | | | | | 52,487,908 | | |
EXPENSES: | | | | | |||||||||||||||
Investment management fees | | | | | 4,009,523 | | | | | | 2,016,924 | | | | | | 4,405,284 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | |
Class A | | | | | 791,074 | | | | | | 94,892 | | | | | | 651,504 | | |
Class B | | | | | 405 | | | | | | 741 | | | | | | 890 | | |
Class C | | | | | 608,254 | | | | | | 65,792 | | | | | | 163,227 | | |
Class O | | | | | — | | | | | | — | | | | | | 42,653 | | |
Class R | | | | | — | | | | | | 654 | | | | | | 385,218 | | |
Transfer agent fees: | | | | | | | | | | | | | | | | | | | |
Class A | | | | | 222,134 | | | | | | 48,682 | | | | | | 255,808 | | |
Class B | | | | | 28 | | | | | | 94 | | | | | | 88 | | |
Class C | | | | | 42,700 | | | | | | 8,420 | | | | | | 16,033 | | |
Class I | | | | | 106,465 | | | | | | 43,975 | | | | | | 106,980 | | |
Class O | | | | | — | | | | | | — | | | | | | 16,764 | | |
Class P | | | | | — | | | | | | 1,733 | | | | | | — | | |
Class R | | | | | — | | | | | | 167 | | | | | | 75,621 | | |
Class R6 | | | | | — | | | | | | 485 | | | | | | 1,465 | | |
Class W | | | | | 47,660 | | | | | | 66,443 | | | | | | 306,763 | | |
Shareholder reporting expense | | | | | 32,930 | | | | | | 21,045 | | | | | | 73,600 | | |
Registration fees | | | | | 118,770 | | | | | | 61,257 | | | | | | 122,807 | | |
Professional fees | | | | | 29,385 | | | | | | 21,228 | | | | | | 71,370 | | |
Custody and accounting expense | | | | | 72,660 | | | | | | 55,083 | | | | | | 172,580 | | |
Trustee fees | | | | | 21,891 | | | | | | 11,575 | | | | | | 48,814 | | |
Miscellaneous expense | | | | | 30,623 | | | | | | 13,792 | | | | | | 82,884 | | |
Interest expense | | | | | — | | | | | | 88 | | | | | | 3,563 | | |
Total expenses | | | | | 6,134,502 | | | | | | 2,533,070 | | | | | | 7,003,916 | | |
Net waived and reimbursed fees | | | | | — | | | | | | (332,832) | | | | | | — | | |
Net expenses | | | | | 6,134,502 | | | | | | 2,200,238 | | | | | | 7,003,916 | | |
Net investment income | | | | | 5,834,038 | | | | | | 18,940,226 | | | | | | 45,483,992 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | |||||||||||||||
Net realized gain (loss) on: | | | | | |||||||||||||||
Investments | | | | | 17,396,033 | | | | | | (1,524,858) | | | | | | 34,016,468 | | |
Foreign currency related transactions | | | | | — | | | | | | (22) | | | | | | 74 | | |
Futures | | | | | (2,277,436) | | | | | | — | | | | | | 6,955,709 | | |
Swaps | | | | | — | | | | | | 2,334 | | | | | | (9,933,979) | | |
Written options | | | | | — | | | | | | — | | | | | | 1,784,289 | | |
Net realized gain (loss) | | | | | 15,118,597 | | | | | | (1,522,546) | | | | | | 32,822,561 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | |||||||||||||||
Investments | | | | | 741,292 | | | | | | 39,529,677 | | | | | | 37,179,695 | | |
Futures | | | | | (345,015) | | | | | | — | | | | | | (262,745) | | |
Swaps | | | | | — | | | | | | — | | | | | | 6,012,458 | | |
Net change in unrealized appreciation (depreciation) | | | | | 396,277 | | | | | | 39,529,677 | | | | | | 42,929,408 | | |
Net realized and unrealized gain | | | | | 15,514,874 | | | | | | 38,007,131 | | | | | | 75,751,969 | | |
Increase in net assets resulting from operations | | | | $ | 21,348,912 | | | | | $ | 56,947,357 | | | | | $ | 121,235,961 | | |
|
| | | Voya Short Term Bond Fund | | | Voya Strategic Income Opportunities Fund | | ||||||
INVESTMENT INCOME: | | | | ||||||||||
Dividends | | | | $ | 8,323 | | | | | $ | 32,199 | | |
Interest | | | | | 1,373,536 | | | | | | 3,319,908 | | |
Securities lending income, net | | | | | 5,335 | | | | | | 3,337 | | |
Total investment income | | | | | 1,387,194 | | | | | | 3,355,444 | | |
EXPENSES: | | | | ||||||||||
Investment management fees | | | | | 306,398 | | | | | | 405,081 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | |
Class A | | | | | 12,935 | | | | | | 2,814 | | |
Class C | | | | | 5,361 | | | | | | 2,692 | | |
Class R | | | | | 7 | | | | | | 9,140 | | |
Transfer agent fees: | | | | ||||||||||
Class A | | | | | 2,143 | | | | | | 1,475 | | |
Class C | | | | | 209 | | | | | | 359 | | |
Class I | | | | | 5,304 | | | | | | 32 | | |
Class R | | | | | — | | | | | | 2,518 | | |
Class R6 | | | | | 173 | | | | | | 216 | | |
Class W | | | | | 150 | | | | | | 457 | | |
Shareholder reporting expense | | | | | 1,463 | | | | | | 2,636 | | |
Registration fees | | | | | 32,374 | | | | | | 52,559 | | |
Professional fees | | | | | 7,503 | | | | | | 8,617 | | |
Custody and accounting expense | | | | | 13,415 | | | | | | 30,195 | | |
Trustee fees | | | | | 2,037 | | | | | | 1,864 | | |
Proxy and solicitation costs (Note 6) | | | | | — | | | | | | 17,875 | | |
Miscellaneous expense | | | | | 9,036 | | | | | | 7,547 | | |
Interest expense | | | | | 59 | | | | | | — | | |
Total expenses | | | | | 398,567 | | | | | | 546,077 | | |
Net waived and reimbursed fees | | | | | (54,749) | | | | | | (107,528) | | |
Net expenses | | | | | 343,818 | | | | | | 438,549 | | |
Net investment income | | | | | 1,043,376 | | | | | | 2,916,895 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | ||||||||||
Net realized gain (loss) on: | | | | ||||||||||
Investments | | | | | 226,198 | | | | | | 33,233 | | |
Foreign currency related transactions | | | | | — | | | | | | (52,976) | | |
Futures | | | | | (30,472) | | | | | | 188,332 | | |
Swaps | | | | | (326,006) | | | | | | (298,203) | | |
Written options | | | | | — | | | | | | 132,852 | | |
Net realized gain (loss) | | | | | (130,280) | | | | | | 3,238 | | |
Net change in unrealized appreciation (depreciation) on: | | | | ||||||||||
Investments | | | | | 227,074 | | | | | | 1,507,517 | | |
Foreign currency related transactions | | | | | (669) | | | | | | (138,375) | | |
Futures | | | | | 27,430 | | | | | | (170,240) | | |
Swaps | | | | | 273,888 | | | | | | 522,548 | | |
Unfunded commitments | | | | | — | | | | | | (35) | | |
Net change in unrealized appreciation (depreciation) | | | | | 527,723 | | | | | | 1,721,415 | | |
Net realized and unrealized gain | | | | | 397,443 | | | | | | 1,724,653 | | |
Increase in net assets resulting from operations | | | | $ | 1,440,819 | | | | | $ | 4,641,548 | | |
|
| | | Voya GNMA Income Fund | | | Voya High Yield Bond Fund | | ||||||||||||||||||
| | | Six Months Ended September 30, 2016 | | | Year Ended March 31, 2016 | | | Six Months Ended September 30, 2016 | | | Year Ended March 31, 2016 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 5,834,038 | | | | | $ | 14,536,625 | | | | | $ | 18,940,226 | | | | | $ | 30,579,727 | | |
Net realized gain (loss) | | | | | 15,118,597 | | | | | | 8,038,023 | | | | | | (1,522,546) | | | | | | (11,178,355) | | |
Net change in unrealized appreciation (depreciation) | | | | | 396,277 | | | | | | 1,582,920 | | | | | | 39,529,677 | | | | | | (22,601,052) | | |
Increase (decrease) in net assets resulting from operations | | | | | 21,348,912 | | | | | | 24,157,568 | | | | | | 56,947,357 | | | | | | (3,199,680) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | (4,928,095) | | | | | | (10,261,642) | | | | | | (2,063,496) | | | | | | (3,699,919) | | |
Class B | | | | | (282) | | | | | | (3,247) | | | | | | (3,482) | | | | | | (12,886) | | |
Class C | | | | | (416,799) | | | | | | (1,020,443) | | | | | | (308,621) | | | | | | (584,981) | | |
Class I | | | | | (5,370,048) | | | | | | (6,159,476) | | | | | | (9,508,491) | | | | | | (14,525,380) | | |
Class P | | | | | — | | | | | | — | | | | | | (3,588,046) | | | | | | (8,274,354) | | |
Class R | | | | | — | | | | | | — | | | | | | (6,781) | | | | | | (17,340) | | |
Class R6 | | | | �� | — | | | | | | — | | | | | | (1,274,930) | | | | | | — | | |
Class W | | | | | (1,238,259) | | | | | | (1,403,938) | | | | | | (2,952,529) | | | | | | (3,343,723) | | |
Net realized gains: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | (1,512,858) | | | | | | — | | | | | | — | | | | | | — | | |
Class B | | | | | (198) | | | | | | — | | | | | | — | | | | | | — | | |
Class C | | | | | (290,503) | | | | | | — | | | | | | — | | | | | | — | | |
Class I | | | | | (1,355,154) | | | | | | — | | | | | | — | | | | | | — | | |
Class W | | | | | (321,453) | | | | | | — | | | | | | — | | | | | | — | | |
Return of capital: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | (3,067,887) | | | | | | (5,747,286) | | | | | | — | | | | | | — | | |
Class B | | | | | (397) | | | | | | (1,202) | | | | | | — | | | | | | — | | |
Class C | | | | | (583,972) | | | | | | (1,002,493) | | | | | | — | | | | | | — | | |
Class I | | | | | (2,724,059) | | | | | | (3,826,237) | | | | | | — | | | | | | — | | |
Class W | | | | | (646,193) | | | | | | (981,071) | | | | | | — | | | | | | — | | |
Total distributions | | | | | (22,456,157) | | | | | | (30,407,035) | | | | | | (19,706,376) | | | | | | (30,458,583) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 386,111,337 | | | | | | 727,335,904 | | | | | | 335,268,127 | | | | | | 332,231,556 | | |
Reinvestment of distributions | | | | | 19,335,078 | | | | | | 25,773,065 | | | | | | 19,071,698 | | | | | | 29,341,215 | | |
| | | | | 405,446,415 | | | | | | 753,108,969 | | | | | | 354,339,825 | | | | | | 361,572,771 | | |
Cost of shares redeemed | | | | | (257,373,323) | | | | | | (262,149,692) | | | | | | (329,857,295) | | | | | | (214,313,353) | | |
Net increase in net assets resulting from capital share transactions | | | | | 148,073,092 | | | | | | 490,959,277 | | | | | | 24,482,530 | | | | | | 147,259,418 | | |
Net increase in net assets | | | | | 146,965,847 | | | | | | 484,709,810 | | | | | | 61,723,511 | | | | | | 113,601,155 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 1,363,836,365 | | | | | | 879,126,555 | | | | | | 630,543,759 | | | | | | 516,942,604 | | |
End of year or period | | | | $ | 1,510,802,212 | | | | | $ | 1,363,836,365 | | | | | $ | 692,267,270 | | | | | $ | 630,543,759 | | |
Distributions in excess of net investment income at end of year or period | | | | $ | (7,628,020) | | | | | $ | (1,508,575) | | | | | $ | (899,805) | | | | | $ | (133,655) | | |
|
| | | Voya Intermediate Bond Fund | | | Voya Short Term Bond Fund | ||||||||||||||||||
| | | Six Months Ended September 30, 2016 | | | Year Ended March 31, 2016 | | | Six Months Ended September 30, 2016 | | | Year Ended March 31, 2016 | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 45,483,992 | | | | | $ | 78,918,416 | | | | | $ | 1,043,376 | | | | | $ | 2,063,227 | |
Net realized gain (loss) | | | | | 32,822,561 | | | | | | (8,714,395) | | | | | | (130,280) | | | | | | (483,365) | |
Net change in unrealized appreciation (depreciation) | | | | | 42,929,408 | | | | | | (28,509,608) | | | | | | 527,723 | | | | | | (378,110) | |
Increase in net assets resulting from operations | | | | | 121,235,961 | | | | | | 41,694,413 | | | | | | 1,440,819 | | | | | | 1,201,752 | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | (7,508,938) | | | | | | (12,642,432) | | | | | | (82,324) | | | | | | (59,522) | |
Class B | | | | | (1,907) | | | | | | (4,057) | | | | | | — | | | | | | — | |
Class C | | | | | (348,317) | | | | | | (555,671) | | | | | | (4,536) | | | | | | (4,284) | |
Class I | | | | | (19,605,283) | | | | | | (32,378,317) | | | | | | (104,872) | | | | | | (158,586) | |
Class O | | | | | (491,594) | | | | | | (861,161) | | | | | | — | | | | | | — | |
Class R | | | | | (2,030,071) | | | | | | (2,987,626) | | | | | | (20) | | | | | | (40) | |
Class R6 | | | | | (10,879,769) | | | | | | (13,739,455) | | | | | | (1,086,338) | | | | | | (2,283,486) | |
Class W | | | | | (9,780,711) | | | | | | (13,158,830) | | | | | | (6,826) | | | | | | (2,136) | |
Total distributions | | | | | (50,646,590) | | | | | | (76,327,549) | | | | | | (1,284,916) | | | | | | (2,508,054) | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 671,606,258 | | | | | | 1,829,190,140 | | | | | | 26,775,022 | | | | | | 33,965,425 | |
Reinvestment of distributions | | | | | 47,520,171 | | | | | | 71,748,402 | | | | | | 1,280,072 | | | | | | 2,504,562 | |
| | | | | 719,126,429 | | | | | | 1,900,938,542 | | | | | | 28,055,094 | | | | | | 36,469,987 | |
Cost of shares redeemed | | | | | (430,975,882) | | | | | | (1,465,843,603) | | | | | | (28,763,583) | | | | | | (44,766,024) | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 288,150,547 | | | | | | 435,094,939 | | | | | | (708,489) | | | | | | (8,296,037) | |
Net increase (decrease) in net assets | | | | | 358,739,918 | | | | | | 400,461,803 | | | | | | (552,586) | | | | | | (9,602,339) | |
NET ASSETS: | | | | | | |||||||||||||||||||
Beginning of year or period | | | | | 3,034,076,280 | | | | | | 2,633,614,477 | | | | | | 131,564,098 | | | | | | 141,166,437 | |
End of year or period | | | | $ | 3,392,816,198 | | | | | $ | 3,034,076,280 | | | | | $ | 131,011,512 | | | | | $ | 131,564,098 | |
Undistributed (distributions in excess of) net investment income at end of year or period | | | | $ | (285,005) | | | | | $ | 4,877,593 | | | | | $ | (143,281) | | | | | $ | 98,259 | |
|
| | | Voya Strategic Income Opportunities Fund | | |||||||||
| | | Six Months Ended September 30, 2016 | | | Year Ended March 31, 2016 | | ||||||
FROM OPERATIONS: | | | | | | | | | | | | | |
Net investment income | | | | $ | 2,916,895 | | | | | $ | 2,015,493 | | |
Net realized gain (loss) | | | | | 3,238 | | | | | | (1,482,961) | | |
Net change in unrealized appreciation (depreciation) | | | | | 1,721,415 | | | | | | 36,525 | | |
Increase in net assets resulting from operations | | | | | 4,641,548 | | | | | | 569,057 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | |
Net investment income: | | | | | | | | | | | | | |
Class A | | | | | (50,782) | | | | | | (3,114) | | |
Class C | | | | | (10,333) | | | | | | (363) | | |
Class I | | | | | (162,921) | | | | | | (44,465) | | |
Class R | | | | | (78,375) | | | | | | (13,777) | | |
Class R6 | | | | | (2,771,641) | | | | | | (887,689) | | |
Class W | | | | | (18,437) | | | | | | (107) | | |
Total distributions | | | | | (3,092,489) | | | | | | (949,515) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 8,110,077 | | | | | | 140,663,405 | | |
Reinvestment of distributions | | | | | 316,701 | | | | | | 61,077 | | |
| | | | | 8,426,778 | | | | | | 140,724,482 | | |
Cost of shares redeemed | | | | | (1,676,507) | | | | | | (25,697,045) | | |
Net increase in net assets resulting from capital share transactions | | | | | 6,750,271 | | | | | | 115,027,437 | | |
Net increase in net assets | | | | | 8,299,330 | | | | | | 114,646,979 | | |
NET ASSETS: | | | | | | | | | | | | | |
Beginning of year or period | | | | | 121,040,482 | | | | | | 6,393,503 | | |
End of year or period | | | | $ | 129,339,812 | | | | | $ | 121,040,482 | | |
Undistributed net investment income at end of year or period | | | | $ | 931,531 | | | | | $ | 1,107,125 | | |
|
| | | | | | | | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | | | | | | | 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) | | | 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) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya GNMA Income Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-16 | | | | | 8.63 | | | | | | 0.03• | | | | | | 0.09 | | | | | | 0.12 | | | | | | 0.07 | | | | | | 0.02 | | | | | | 0.04 | | | | | | 0.13 | | | | | | — | | | | | | 8.62 | | | | | | 1.40 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 0.75 | | | | | | 611,780 | | | | | | 293 | | |
03-31-16 | | | | | 8.70 | | | | | | 0.13 | | | | | | 0.06 | | | | | | 0.19 | | | | | | 0.17 | | | | | | — | | | | | | 0.09 | | | | | | 0.26 | | | | | | — | | | | | | 8.63 | | | | | | 2.21 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 1.39 | | | | | | 630,448 | | | | | | 508 | | |
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 | | |
Class B | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-16 | | | | | 8.57 | | | | | | (0.00)* | | | | | | 0.09 | | | | | | 0.09 | | | | | | 0.03 | | | | | | 0.02 | | | | | | 0.04 | | | | | | 0.09 | | | | | | — | | | | | | 8.57 | | | | | | 1.07 | | | | | | 1.66 | | | | | | 1.66 | | | | | | 1.66 | | | | | | (0.01) | | | | | | 79 | | | | | | 293 | | |
03-31-16 | | | | | 8.65 | | | | | | 0.06• | | | | | | 0.05 | | | | | | 0.11 | | | | | | 0.10 | | | | | | — | | | | | | 0.09 | | | | | | 0.19 | | | | | | — | | | | | | 8.57 | | | | | | 1.32 | | | | | | 1.68 | | | | | | 1.68 | | | | | | 1.68 | | | | | | 0.72 | | | | | | 88 | | | | | | 508 | | |
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 | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-16 | | | | | 8.58 | | | | | | (0.00)*• | | | | | | 0.09 | | | | | | 0.09 | | | | | | 0.03 | | | | | | 0.02 | | | | | | 0.04 | | | | | | 0.09 | | | | | | — | | | | | | 8.58 | | | | | | 1.08 | | | | | | 1.66 | | | | | | 1.66 | | | | | | 1.66 | | | | | | (0.04) | | | | | | 132,679 | | | | | | 293 | | |
03-31-16 | | | | | 8.65 | | | | | | 0.05• | | | | | | 0.07 | | | | | | 0.12 | | | | | | 0.10 | | | | | | — | | | | | | 0.09 | | | | | | 0.19 | | | | | | — | | | | | | 8.58 | | | | | | 1.46 | | | | | | 1.68 | | | | | | 1.68 | | | | | | 1.68 | | | | | | 0.64 | | | | | | 108,278 | | | | | | 508 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-16 | | | | | 8.64 | | | | | | 0.04• | | | | | | 0.09 | | | | | | 0.13 | | | | | | 0.08 | | | | | | 0.02 | | | | | | 0.04 | | | | | | 0.14 | | | | | | — | | | | | | 8.63 | | | | | | 1.56 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.00 | | | | | | 616,438 | | | | | | 293 | | |
03-31-16 | | | | | 8.71 | | | | | | 0.14• | | | | | | 0.07 | | | | | | 0.21 | | | | | | 0.19 | | | | | | — | | | | | | 0.09 | | | | | | 0.28 | | | | | | — | | | | | | 8.64 | | | | | | 2.50 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.65 | | | | | | 506,384 | | | | | | 508 | | |
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 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-16 | | | | | 8.65 | | | | | | 0.04• | | | | | | 0.09 | | | | | | 0.13 | | | | | | 0.08 | | | | | | 0.02 | | | | | | 0.04 | | | | | | 0.14 | | | | | | — | | | | | | 8.64 | | | | | | 1.54 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 0.96 | | | | | | 149,826 | | | | | | 293 | | |
03-31-16 | | | | | 8.72 | | | | | | 0.14• | | | | | | 0.07 | | | | | | 0.21 | | | | | | 0.19 | | | | | | — | | | | | | 0.09 | | | | | | 0.28 | | | | | | — | | | | | | 8.65 | | | | | | 2.46 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.60 | | | | | | 118,638 | | | | | | 508 | | |
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 | | |
| | | | | | | | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | | | | | | | 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) | | | 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) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya High Yield Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-16 | | | | | 7.62 | | | | | | 0.20• | | | | | | 0.43 | | | | | | 0.63 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 8.04 | | | | | | 8.41 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 5.20 | | | | | | 72,755 | | | | | | 20 | | |
03-31-16 | | | | | 8.14 | | | | | | 0.41 | | | | | | (0.52) | | | | | | (0.11) | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 7.62 | | | | | | (1.36) | | | | | | 1.07 | | | | | | 1.07 | | | | | | 1.07 | | | | | | 5.23 | | | | | | 78,352 | | | | | | 22 | | |
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 | | |
Class B | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-16 | | | | | 7.61 | | | | | | 0.18• | | | | | | 0.43 | | | | | | 0.61 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 8.04 | | | | | | 8.15 | | | | | | 1.78 | | | | | | 1.78 | | | | | | 1.78 | | | | | | 4.45 | | | | | | 142 | | | | | | 20 | | |
03-31-16 | | | | | 8.14 | | | | | | 0.34 | | | | | | (0.52) | | | | | | (0.18) | | | | | | 0.35 | | | | | | — | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 7.61 | | | | | | (2.22) | | | | | | 1.82 | | | | | | 1.82 | | | | | | 1.82 | | | | | | 4.43 | | | | | | 151 | | | | | | 22 | | |
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 | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-16 | | | | | 7.61 | | | | | | 0.18• | | | | | | 0.43 | | | | | | 0.61 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 8.04 | | | | | | 8.15 | | | | | | 1.78 | | | | | | 1.78 | | | | | | 1.78 | | | | | | 4.46 | | | | | | 13,470 | | | | | | 20 | | |
03-31-16 | | | | | 8.14 | | | | | | 0.35 | | | | | | (0.53) | | | | | | (0.18) | | | | | | 0.35 | | | | | | — | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 7.61 | | | | | | (2.24) | | | | | | 1.82 | | | | | | 1.82 | | | | | | 1.82 | | | | | | 4.48 | | | | | | 12,677 | | | | | | 22 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-16 | | | | | 7.61 | | | | | | 0.22• | | | | | | 0.43 | | | | | | 0.65 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 8.03 | | | | | | 8.61 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 5.53 | | | | | | 231,847 | | | | | | 20 | | |
03-31-16 | | | | | 8.14 | | | | | | 0.44 | | | | | | (0.53) | | | | | | (0.09) | | | | | | 0.44 | | | | | | — | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 7.61 | | | | | | (1.12) | | | | | | 0.69 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 5.63 | | | | | | 352,052 | | | | | | 22 | | |
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 | | |
Class P | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-16 | | | | | 7.61 | | | | | | 0.24• | | | | | | 0.44 | | | | | | 0.68 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 8.04 | | | | | | 9.07 | | | | | | 0.65 | | | | | | 0.06 | | | | | | 0.06 | | | | | | 6.18 | | | | | | 116,407 | | | | | | 20 | | |
03-31-16 | | | | | 8.14 | | | | | | 0.49 | | | | | | (0.53) | | | | | | (0.04) | | | | | | 0.49 | | | | | | — | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 7.61 | | | | | | (0.51) | | | | | | 0.67 | | | | | | 0.06 | | | | | | 0.06 | | | | | | 6.23 | | | | | | 104,009 | | | | | | 22 | | |
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 | | |
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| | | | | | | | | 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) | | | 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) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya High Yield Bond Fund (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-16 | | | | | 7.62 | | | | | | 0.19• | | | | | | 0.44 | | | | | | 0.63 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 8.05 | | | | | | 8.41 | | | | | | 1.28 | | | | | | 1.28 | | | | | | 1.28 | | | | | | 4.95 | | | | | | 258 | | | | | | 20 | | |
03-31-16 | | | | | 8.15 | | | | | | 0.39 | | | | | | (0.53) | | | | | | (0.14) | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 7.62 | | | | | | (1.71) | | | | | | 1.32 | | | | | | 1.32 | | | | | | 1.32 | | | | | | 5.00 | | | | | | 323 | | | | | | 22 | | |
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 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
08-03-16(4) - 09-30-16 | | | | | 7.89 | | | | | | 0.07• | | | | | | 0.14 | | | | | | 0.21 | | | | | | 0.07 | | | | | | — | | | | | | — | | | | | | 0.07 | | | | | | — | | | | | | 8.03 | | | | | | 2.69 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 5.64 | | | | | | 131,869 | | | | | | 20 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-16 | | | | | 7.63 | | | | | | 0.22• | | | | | | 0.42 | | | | | | 0.64 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 8.05 | | | | | | 8.53 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 5.47 | | | | | | 125,520 | | | | | | 20 | | |
03-31-16 | | | | | 8.15 | | | | | | 0.43 | | | | | | (0.52) | | | | | | (0.09) | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 7.63 | | | | | | (1.08) | | | | | | 0.82 | | | | | | 0.82 | | | | | | 0.82 | | | | | | 5.51 | | | | | | 82,981 | | | | | | 22 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-16 | | | | | 10.09 | | | | | | 0.13• | | | | | | 0.24 | | | | | | 0.37 | | | | | | 0.15 | | | | | | — | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 10.31 | | | | | | 3.66 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 2.56 | | | | | | 543,258 | | | | | | 240†† | | |
03-31-16 | | | | | 10.23 | | | | | | 0.26 | | | | | | (0.15) | | | | | | 0.11 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 10.09 | | | | | | 1.12 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 2.57 | | | | | | 490,902 | | | | | | 465†† | | |
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†† | | |
Class B | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-16 | | | | | 10.06 | | | | | | 0.09• | | | | | | 0.24 | | | | | | 0.33 | | | | | | 0.11 | | | | | | — | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 10.28 | | | | | | 3.28 | | | | | | 1.40 | | | | | | 1.40 | | | | | | 1.40 | | | | | | 1.81 | | | | | | 205 | | | | | | 240†† | | |
03-31-16 | | | | | 10.20 | | | | | | 0.19 | | | | | | (0.16) | | | | | | 0.03 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 10.06 | | | | | | 0.33 | | | | | | 1.40 | | | | | | 1.40 | | | | | | 1.40 | | | | | | 1.76 | | | | | | 145 | | | | | | 465†† | | |
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†† | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-16 | | | | | 10.07 | | | | | | 0.09• | | | | | | 0.24 | | | | | | 0.33 | | | | | | 0.11 | | | | | | — | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 10.29 | | | | | | 3.28 | | | | | | 1.40 | | | | | | 1.40 | | | | | | 1.40 | | | | | | 1.81 | | | | | | 33,431 | | | | | | 240†† | | |
03-31-16 | | | | | 10.21 | | | | | | 0.18 | | | | | | (0.14) | | | | | | 0.04 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 10.07 | | | | | | 0.37 | | | | | | 1.40 | | | | | | 1.40 | | | | | | 1.40 | | | | | | 1.85 | | | | | | 31,945 | | | | | | 465†† | | |
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†† | | |
| | | | | | | | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | | | | | | | 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) | | | 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) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Intermediate Bond Fund (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-16 | | | | | 10.08 | | | | | | 0.15• | | | | | | 0.23 | | | | | | 0.38 | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 10.30 | | | | | | 3.83 | | | | | | 0.32 | | | | | | 0.32 | | | | | | 0.32 | | | | | | 2.89 | | | | | | 1,238,717 | | | | | | 240†† | | |
03-31-16 | | | | | 10.23 | | | | | | 0.29 | | | | | | (0.16) | | | | | | 0.13 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 10.08 | | | | | | 1.36 | | | | | | 0.32 | | | | | | 0.32 | | | | | | 0.32 | | | | | | 2.93 | | | | | | 1,137,655 | | | | | | 465†† | | |
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†† | | |
Class O | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-16 | | | | | 10.09 | | | | | | 0.13• | | | | | | 0.24 | | | | | | 0.37 | | | | | | 0.15 | | | | | | — | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 10.31 | | | | | | 3.66 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 2.56 | | | | | | 34,243 | | | | | | 240†† | | |
03-31-16 | | | | | 10.23 | | | | | | 0.26 | | | | | | (0.15) | | | | | | 0.11 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 10.09 | | | | | | 1.12 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 2.59 | | | | | | 33,928 | | | | | | 465†† | | |
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†† | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-16 | | | | | 10.10 | | | | | | 0.12• | | | | | | 0.24 | | | | | | 0.36 | | | | | | 0.14 | | | | | | — | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 10.32 | | | | | | 3.53 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 2.31 | | | | | | 162,900 | | | | | | 240†† | | |
03-31-16 | | | | | 10.24 | | | | | | 0.23 | | | | | | (0.14) | | | | | | 0.09 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 10.10 | | | | | | 0.88 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 2.36 | | | | | | 145,437 | | | | | | 465†† | | |
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†† | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-16 | | | | | 10.08 | | | | | | 0.15• | | | | | | 0.24 | | | | | | 0.39 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 10.30 | | | | | | 3.84 | | | | | | 0.31 | | | | | | 0.31 | | | | | | 0.31 | | | | | | 2.91 | | | | | | 717,738 | | | | | | 240†† | | |
03-31-16 | | | | | 10.22 | | | | | | 0.29 | | | | | | (0.15) | | | | | | 0.14 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 10.08 | | | | | | 1.47 | | | | | | 0.31 | | | | | | 0.31 | | | | | | 0.31 | | | | | | 2.97 | | | | | | 605,884 | | | | | | 465†† | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-16 | | | | | 10.07 | | | | | | 0.14• | | | | | | 0.24 | | | | | | 0.38 | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 10.29 | | | | | | 3.80 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 2.81 | | | | | | 662,324 | | | | | | 240†† | | |
03-31-16 | | | | | 10.22 | | | | | | 0.28 | | | | | | (0.15) | | | | | | 0.13 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 10.07 | | | | | | 1.28 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 2.87 | | | | | | 588,181 | | | | | | 465†† | | |
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†† | | |
| | | | | | | | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | | | | | | | 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) | | | 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) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Short Term Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-16 | | | | | 9.88 | | | | | | 0.06• | | | | | | 0.03 | | | | | | 0.09 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.89 | | | | | | 0.91 | | | | | | 0.84 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 1.28 | | | | | | 10,545 | | | | | | 113 | | |
03-31-16 | | | | | 9.97 | | | | | | 0.13• | | | | | | (0.06) | | | | | | 0.07 | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 9.88 | | | | | | 0.67 | | | | | | 0.96 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.28 | | | | | | 9,658 | | | | | | 109 | | |
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 | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-16 | | | | | 9.88 | | | | | | 0.03• | | | | | | 0.02 | | | | | | 0.05 | | | | | | 0.04 | | | | | | — | | | | | | — | | | | | | 0.04 | | | | | | — | | | | | | 9.89 | | | | | | 0.53 | | | | | | 1.59 | | | | | | 1.51 | | | | | | 1.51 | | | | | | 0.53 | | | | | | 1,384 | | | | | | 113 | | |
03-31-16 | | | | | 9.98 | | | | | | 0.06 | | | | | | (0.08) | | | | | | (0.02) | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.88 | | | | | | (0.19) | | | | | | 1.71 | | | | | | 1.55 | | | | | | 1.55 | | | | | | 0.51 | | | | | | 898 | | | | | | 109 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-16 | | | | | 9.88 | | | | | | 0.08• | | | | | | 0.02 | | | | | | 0.10 | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 9.89 | | | | | | 1.05 | | | | | | 0.64 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 1.54 | | | | | | 12,688 | | | | | | 113 | | |
03-31-16 | | | | | 9.98 | | | | | | 0.16 | | | | | | (0.08) | | | | | | 0.08 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 9.88 | | | | | | 0.85 | | | | | | 0.63 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 1.53 | | | | | | 9,954 | | | | | | 109 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-16 | | | | | 9.88 | | | | | | 0.05• | | | | | | 0.03 | | | | | | 0.08 | | | | | | 0.07 | | | | | | — | | | | | | — | | | | | | 0.07 | | | | | | — | | | | | | 9.89 | | | | | | 0.76 | | | | | | 1.09 | | | | | | 1.01 | | | | | | 1.01 | | | | | | 0.99 | | | | | | 3 | | | | | | 113 | | |
03-31-16 | | | | | 9.97 | | | | | | 0.10 | | | | | | (0.06) | | | | | | 0.04 | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 9.88 | | | | | | 0.40 | | | | | | 1.21 | | | | | | 1.05 | | | | | | 1.05 | | | | | | 0.97 | | | | | | 3 | | | | | | 109 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-16 | | | | | 9.89 | | | | | | 0.08• | | | | | | 0.03 | | | | | | 0.11 | | | | | | 0.10 | | | | | | — | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 9.90 | | | | | | 1.07 | | | | | | 0.55 | | | | | | 0.47 | | | | | | 0.47 | | | | | | 1.56 | | | | | | 105,570 | | | | | | 113 | | |
03-31-16 | | | | | 9.98 | | | | | | 0.15 | | | | | | (0.05) | | | | | | 0.10 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 9.89 | | | | | | 0.98 | | | | | | 0.55 | | | | | | 0.47 | | | | | | 0.47 | | | | | | 1.55 | | | | | | 110,520 | | | | | | 109 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-16 | | | | | 9.89 | | | | | | 0.08• | | | | | | 0.02 | | | | | | 0.10 | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 9.90 | | | | | | 1.03 | | | | | | 0.59 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 1.52 | | | | | | 821 | | | | | | 113 | | |
03-31-16 | | | | | 9.98 | | | | | | 0.17 | | | | | | (0.08) | | | | | | 0.09 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 9.89 | | | | | | 0.91 | | | | | | 0.71 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 1.61 | | | | | | 531 | | | | | | 109 | | |
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 | | |
| | | | | | | | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | | | | | | | 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) | | | 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) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Strategic Income Opportunities Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-16 | | | | | 9.94 | | | | | | 0.22• | | | | | | 0.14 | | | | | | 0.36 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 10.07 | | | | | | 3.62 | | | | | | 1.23 | | | | | | 1.06 | | | | | | 1.06 | | | | | | 4.33 | | | | | | 3,074 | | | | | | 31 | | |
03-31-16 | | | | | 9.97 | | | | | | 0.30• | | | | | | (0.27) | | | | | | 0.03 | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 9.94 | | | | | | 0.25 | | | | | | 1.25 | | | | | | 1.01 | | | | | | 1.01 | | | | | | 2.99 | | | | | | 1,492 | | | | | | 83 | | |
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 | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-16 | | | | | 9.78 | | | | | | 0.18• | | | | | | 0.14 | | | | | | 0.32 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 9.91 | | | | | | 3.26 | | | | | | 1.98 | | | | | | 1.81 | | | | | | 1.81 | | | | | | 3.58 | | | | | | 687 | | | | | | 31 | | |
03-31-16 | | | | | 9.85 | | | | | | 0.22• | | | | | | (0.28) | | | | | | (0.06) | | | | | | 0.01 | | | | | | — | | | | | | — | | | | | | 0.01 | | | | | | — | | | | | | 9.78 | | | | | | (0.57) | | | | | | 2.00 | | | | | | 1.76 | | | | | | 1.76 | | | | | | 2.25 | | | | | | 421 | | | | | | 83 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-16 | | | | | 9.99 | | | | | | 0.24• | | | | | | 0.14 | | | | | | 0.38 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 10.12 | | | | | | 3.85 | | | | | | 0.85 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 4.72 | | | | | | 9,349 | | | | | | 31 | | |
03-31-16 | | | | | 9.98 | | | | | | 0.38• | | | | | | (0.29) | | | | | | 0.09 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.99 | | | | | | 0.91 | | | | | | 0.87 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 3.77 | | | | | | 6,046 | | | | | | 83 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-16 | | | | | 9.86 | | | | | | 0.20• | | | | | | 0.14 | | | | | | 0.34 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 9.99 | | | | | | 3.51 | | | | | | 1.48 | | | | | | 1.31 | | | | | | 1.31 | | | | | | 4.07 | | | | | | 3,811 | | | | | | 31 | | |
03-31-16 | | | | | 9.90 | | | | | | 0.30• | | | | | | (0.28) | | | | | | 0.02 | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 9.86 | | | | | | 0.17 | | | | | | 1.50 | | | | | | 1.26 | | | | | | 1.26 | | | | | | 3.05 | | | | | | 3,397 | | | | | | 83 | | |
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 R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-16 | | | | | 9.99 | | | | | | 0.24• | | | | | | 0.14 | | | | | | 0.38 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 10.12 | | | | | | 3.87 | | | | | | 0.84 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 4.71 | | | | | | 111,016 | | | | | | 31 | | |
10-23-15(4) - 03-31-16 | | | | | 10.05 | | | | | | 0.16• | | | | | | (0.14) | | | | | | 0.02 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.99 | | | | | | 0.21 | | | | | | 0.87 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 3.70 | | | | | | 109,630 | | | | | | 83 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-16 | | | | | 9.90 | | | | | | 0.23• | | | | | | 0.15 | | | | | | 0.38 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 10.04 | | | | | | 3.86 | | | | | | 0.98 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 4.60 | | | | | | 1,403 | | | | | | 31 | | |
03-31-16 | | | | | 9.96 | | | | | | 0.33• | | | | | | (0.31) | | | | | | 0.02 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.90 | | | | | | 0.17 | | | | | | 1.00 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 3.33 | | | | | | 54 | | | | | | 83 | | |
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 | | |
| | | Purchased | | | Sold | | ||||||
GNMA Income | | | | $ | — | | | | | $ | 290,469,393 | | |
Intermediate Bond | | | | | 164,269,988 | | | | | | 101,353,299 | | |
Short Term Bond | | | | | 37,347,638 | | | | | | 5,464,500 | | |
Strategic Income Opportunities | | | | | 2,890,521 | | | | | | 28,859,860 | | |
| | | Purchases | | | Sales | | ||||||
GNMA Income | | | | $ | 35,986,081 | | | | | $ | 14,378,908 | | |
High Yield Bond | | | | | 167,562,751 | | | | | | 127,568,755 | | |
Intermediate Bond | | | | | 739,045,651 | | | | | | 505,140,469 | | |
Short Term Bond | | | | | 20,525,152 | | | | | | 27,417,326 | | |
Strategic Income Opportunities | | | | | 28,916,289 | | | | | | 32,140,661 | | |
| | | |
| | | Purchases | | | Sales | | ||||||
GNMA Income | | | | $ | 5,386,335,260 | | | | | $ | 5,151,974,199 | | |
Intermediate Bond | | | | | 7,501,697,846 | | | | | | 7,680,706,434 | | |
Short Term Bond | | | | | 126,558,689 | | | | | | 120,981,485 | | |
Strategic Income Opportunities | | | | | 5,800,769 | | | | | | 782,113 | | |
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 B | | | Class C | | |||||||||
Initial Sales Charges: | | | | | |||||||||||||||
High Yield Bond | | | | $ | 2,956 | | | | | $ | — | | | | | $ | — | | |
Intermediate Bond | | | | | 6,290 | | | | | | — | | | | | | — | | |
Short Term Bond | | | | | 399 | | | | | | — | | | | | | — | | |
Strategic Income Opportunities | | | | | 596 | | | | | | — | | | | | | — | | |
Contingent Deferred Sales Charges: | | | | | |||||||||||||||
GNMA Income | | | | $ | 2,149 | | | | | $ | — | | | | | $ | 13,455 | | |
High Yield Bond | | | | | 3,956 | | | | | | — | | | | | | 62 | | |
Intermediate Bond | | | | | 425 | | | | | | — | | | | | | 1,091 | | |
Strategic Income Opportunities | | | | | — | | | | | | — | | | | | | 268 | | |
| | | | |
Subsidiary/Affiliated Investment Company | | | Fund | | | Percentage | | |||
Voya Custom Investments LLC | | | Strategic Income Opportunities | | | | | 85.80% | | |
Voya Institutional Trust Company | | | GNMA Income | | | | | 16.97 | | |
Voya Intermediate Bond Portfolio | | | High Yield Bond | | | | | 13.99 | | |
Voya Retirement Insurance and Annuity Company | | | GNMA Income | | | | | 5.45 | | |
| | | Intermediate Bond | | | | | 17.58 | | |
Voya Solution 2025 Portfolio | | | Short Term Bond | | | | | 31.00 | | |
Voya Solution Income Portfolio | | | Short Term Bond | | | | | 32.22 | | |
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% | | | | | | 0.83% | | | | | | 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)(2)(3) | | | | | 1.15% | | | | | | N/A | | | | | | 1.90% | | | | | | 0.72% | | | | | | N/A | | | | | | N/A | | | | | | 1.40% | | | | | | 0.67% | | | | | | 0.90% | | |
| | | September 30, | | | ||||||||||||||||||||
| | | 2017 | | | 2018 | | | 2019 | | | Total | | ||||||||||||
Short Term Bond | | | | $ | 91,485 | | | | | $ | 105,126 | | | | | $ | 107,035 | | | | | $ | 303,646 | | |
| | | September 30, | | | ||||||||||||||||||||
| | | 2017 | | | 2018 | | | 2019 | | | Total | | ||||||||||||
Short Term Bond | | | | | | ||||||||||||||||||||
Class A | | | | $ | 47 | | | | | $ | 186 | | | | | $ | 2,781 | | | | | $ | 3,014 | | |
Class C | | | | | 69 | | | | | | 138 | | | | | | 308 | | | | | | 515 | | |
Class I | | | | | 315 | | | | | | 2,233 | | | | | | 6,603 | | | | | | 9,151 | | |
Class R | | | | | 1 | | | | | | 1 | | | | | | 1 | | | | | | 3 | | |
Class W | | | | | 27 | | | | | | 2 | | | | | | 87 | | | | | | 116 | | |
Fund | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
High Yield Bond | | | | | 2 | | | | | $ | 1,034,500 | | | | | | 1.37% | | |
Intermediate Bond | | | | | 20 | | | | | | 4,585,100 | | | | | | 1.39 | | |
| | | Notional Amount | | | Cost | | ||||||
Balance at 03/31/2016 | | | | | — | | | | | $ | — | | |
Options Purchased | | | | | 523,800,000 | | | | | | 1,806,114 | | |
Options Expired | | | | | (523,800,000) | | | | | | (1,806,114) | | |
Balance at 09/30/2016 | | | | | — | | | | | $ | — | | |
|
| | | Notional Amount | | | Premiums Received | | ||||||
Balance at 03/31/2016 | | | | | — | | | | | $ | — | | |
Options Written | | | | | 523,800,000 | | | | | | 1,784,289 | | |
Options Expired | | | | | (523,800,000) | | | | | | (1,784,289) | | |
Balance at 09/30/2016 | | | | | — | | | | | $ | — | | |
|
| | | Notional Amount | | | Cost | | ||||||
Balance at 03/31/2016 | | | | | — | | | | | $ | — | | |
Options Purchased | | | | | 39,000,000 | | | | | | 134,477 | | |
Options Expired | | | | | (39,000,000) | | | | | | (134,477) | | |
Balance at 09/30/2016 | | | | | — | | | | | $ | — | | |
|
| | | Number of Contracts | | | Premiums Received | | ||||||
Balance at 03/31/2016 | | | | | — | | | | | $ | — | | |
Options Written | | | | | 39,000,000 | | | | | | 132,852 | | |
Options Expired | | | | | (39,000,000) | | | | | | (132,852) | | |
Balance at 09/30/2016 | | | | | — | | | | | $ | — | | |
|
| | | 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 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2016 | | | | | 9,867,177 | | | | | | — | | | | | | 1,003,398 | | | | | | (12,972,885) | | | | | | (2,102,310) | | | | | | 85,054,482 | | | | | | — | | | | | | 8,646,110 | | | | | | (111,931,150) | | | | | | (18,230,558) | | |
3/31/2016 | | | | | 23,264,301 | | | | | | — | | | | | | 1,672,007 | | | | | | (11,777,971) | | | | | | 13,158,337 | | | | | | 200,380,806 | | | | | | — | | | | | | 14,398,678 | | | | | | (101,448,034) | | | | | | 113,331,450 | | |
Class B | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2016 | | | | | 26 | | | | | | — | | | | | | 101 | | | | | | (1,176) | | | | | | (1,049) | | | | | | 225 | | | | | | — | | | | | | 865 | | | | | | (10,063) | | | | | | (8,973) | | |
3/31/2016 | | | | | 2,814 | | | | | | — | | | | | | 518 | | | | | | (31,565) | | | | | | (28,233) | | | | | | 24,115 | | | | | | — | | | | | | 4,444 | | | | | | (270,927) | | | | | | (242,368) | | |
Class C | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2016 | | | | | 3,946,123 | | | | | | — | | | | | | 124,130 | | | | | | (1,221,359) | | | | | | 2,848,894 | | | | | | 33,833,916 | | | | | | — | | | | | | 1,064,004 | | | | | | (10,474,295) | | | | | | 24,423,625 | | |
3/31/2016 | | | | | 4,925,127 | | | | | | — | | | | | | 191,559 | | | | | | (2,182,940) | | | | | | 2,933,746 | | | | | | 42,194,660 | | | | | | — | | | | | | 1,641,438 | | | | | | (18,708,112) | | | | | | 25,127,986 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2016 | | | | | 25,788,252 | | | | | | — | | | | | | 861,309 | | | | | | (13,839,609) | | | | | | 12,809,952 | | | | | | 222,616,758 | | | | | | — | | | | | | 7,430,708 | | | | | | (119,465,322) | | | | | | 110,582,144 | | |
3/31/2016 | | | | | 45,866,725 | | | | | | — | | | | | | 852,569 | | | | | | (13,824,593) | | | | | | 32,894,701 | | | | | | 395,508,088 | | | | | | — | | | | | | 7,346,325 | | | | | | (119,166,997) | | | | | | 283,687,416 | | |
Class W | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2016 | | | | | 5,162,233 | | | | | | — | | | | | | 253,946 | | | | | | (1,793,591) | | | | | | 3,622,588 | | | | | | 44,605,956 | | | | | | — | | | | | | 2,193,391 | | | | | | (15,492,493) | | | | | | 31,306,854 | | |
3/31/2016 | | | | | 10,337,826 | | | | | | — | | | | | | 276,204 | | | | | | (2,615,763) | | | | | | 7,998,267 | | | | | | 89,228,235 | | | | | | — | | | | | | 2,382,180 | | | | | | (22,555,622) | | | | | | 69,054,793 | | |
High Yield Bond | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2016 | | | | | 2,868,010 | | | | | | — | | | | | | 227,087 | | | | | | (4,338,214) | | | | | | (1,243,117) | | | | | | 22,592,728 | | | | | | — | | | | | | 1,788,602 | | | | | | (33,950,703) | | | | | | (9,569,373) | | |
3/31/2016 | | | | | 5,288,902 | | | | | | — | | | | | | 397,306 | | | | | | (4,677,950) | | | | | | 1,008,258 | | | | | | 40,526,566 | | | | | | — | | | | | | 3,101,999 | | | | | | (36,140,923) | | | | | | 7,487,642 | | |
Class B | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2016 | | | | | 1,150 | | | | | | — | | | | | | 436 | | | | | | (3,724) | | | | | | (2,138) | | | | | | 8,891 | | | | | | — | | | | | | 3,435 | | | | | | (29,217) | | | | | | (16,891) | | |
3/31/2016 | | | | | 170 | | | | | | — | | | | | | 1,428 | | | | | | (39,927) | | | | | | (38,329) | | | | | | 1,339 | | | | | | — | | | | | | 11,274 | | | | | | (315,181) | | | | | | (302,568) | | |
Class C | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2016 | | | | | 154,708 | | | | | | — | | | | | | 27,442 | | | | | | (172,023) | | | | | | 10,127 | | | | | | 1,214,299 | | | | | | — | | | | | | 216,275 | | | | | | (1,349,290) | | | | | | 81,284 | | |
3/31/2016 | | | | | 335,964 | | | | | | — | | | | | | 50,924 | | | | | | (388,220) | | | | | | (1,332) | | | | | | 2,627,846 | | | | | | — | | | | | | 397,092 | | | | | | (3,018,036) | | | | | | 6,902 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2016 | | | | | 11,576,344 | | | | | | — | | | | | | 1,177,361 | | | | | | (30,160,373) | | | | | | (17,406,668) | | | | | | 90,666,031 | | | | | | — | | | | | | 9,241,602 | | | | | | (238,032,521) | | | | | | (138,124,888) | | |
3/31/2016 | | | | | 28,674,313 | | | | | | — | | | | | | 1,832,946 | | | | | | (12,915,018) | | | | | | 17,592,241 | | | | | | 219,179,594 | | | | | | — | | | | | | 14,229,608 | | | | | | (99,504,418) | | | | | | 133,904,784 | | |
Class P | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2016 | | | | | 514,800 | | | | | | — | | | | | | 455,371 | | | | | | (154,096) | | | | | | 816,075 | | | | | | 4,000,000 | | | | | | — | | | | | | 3,588,045 | | | | | | (1,221,755) | | | | | | 6,366,290 | | |
3/31/2016 | | | | | 591,547 | | | | | | — | | | | | | 1,055,798 | | | | | | (5,836,892) | | | | | | (4,189,547) | | | | | | 4,712,792 | | | | | | — | | | | | | 8,245,701 | | | | | | (44,685,476) | | | | | | (31,726,983) | | |
Class R | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2016 | | | | | 3,183 | | | | | | — | | | | | | 861 | | | | | | (14,309) | | | | | | (10,265) | | | | | | 24,807 | | | | | | — | | | | | | 6,781 | | | | | | (110,860) | | | | | | (79,272) | | |
3/31/2016 | | | | | 30,091 | | | | | | — | | | | | | 2,198 | | | | | | (12,194) | | | | | | 20,095 | | | | | | 244,801 | | | | | | — | | | | | | 17,092 | | | | | | (90,023) | | | | | | 171,870 | | |
Class R6 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
8/3/2016(1) - 9/30/2016 | | | | | 21,566,730 | | | | | | — | | | | | | 158,874 | | | | | | (5,302,233) | | | | | | 16,423,371 | | | | | | 170,175,554 | | | | | | — | | | | | | 1,274,930 | | | | | | (42,466,025) | | | | | | 128,984,459 | | |
Class W | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2016 | | | | | 5,940,188 | | | | | | — | | | | | | 373,230 | | | | | | (1,612,860) | | | | | | 4,700,558 | | | | | | 46,585,817 | | | | | | — | | | | | | 2,952,028 | | | | | | (12,696,924) | | | | | | 36,840,921 | | |
3/31/2016 | | | | | 8,415,767 | | | | | | — | | | | | | 430,241 | | | | | | (3,903,305) | | | | | | 4,942,703 | | | | | | 64,938,618 | | | | | | — | | | | | | 3,338,449 | | | | | | (30,559,296) | | | | | | 37,717,771 | | |
Intermediate Bond | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2016 | | | | | 10,680,766 | | | | | | — | | | | | | 654,190 | | | | | | (7,301,542) | | | | | | 4,033,414 | | | | | | 109,080,709 | | | | | | — | | | | | | 6,701,051 | | | | | | (74,646,300) | | | | | | 41,135,460 | | |
3/31/2016 | | | | | 18,513,121 | | | | | | — | | | | | | 1,162,591 | | | | | | (68,307,177) | | | | | | (48,631,465) | | | | | | 185,244,858 | | | | | | — | | | | | | 11,659,582 | | | | | | (692,474,068) | | | | | | (495,569,628) | | |
Class B | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2016 | | | | | 5,941 | | | | | | — | | | | | | 102 | | | | | | (438) | | | | | | 5,605 | | | | | | 60,370 | | | | | | — | | | | | | 1,041 | | | | | | (4,428) | | | | | | 56,983 | | |
3/31/2016 | | | | | 66 | | | | | | — | | | | | | 323 | | | | | | (29,849) | | | | | | (29,460) | | | | | | 665 | | | | | | — | | | | | | 3,234 | | | | | | (298,986) | | | | | | (295,087) | | |
Class C | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2016 | | | | | 355,088 | | | | | | — | | | | | | 24,897 | | | | | | (303,657) | | | | | | 76,328 | | | | | | 3,624,363 | | | | | | — | | | | | | 254,641 | | | | | | (3,089,535) | | | | | | 789,469 | | |
3/31/2016 | | | | | 530,238 | | | | | | — | | | | | | 41,579 | | | | | | (590,971) | | | | | | (19,154) | | | | | | 5,301,174 | | | | | | — | | | | | | 415,820 | | | | | | (5,903,513) | | | | | | (186,519) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2016 | | | | | 23,038,724 | | | | | | — | | | | | | 1,745,997 | | | | | | (17,402,543) | | | | | | 7,382,178 | | | | | | 234,952,818 | | | | | | — | | | | | | 17,884,302 | | | | | | (178,593,323) | | | | | | 74,243,797 | | |
3/31/2016 | | | | | 97,857,532 | | | | | | — | | | | | | 2,978,834 | | | | | | (48,015,575) | | | | | | 52,820,791 | | | | | | 987,623,508 | | | | | | — | | | | | | 29,792,829 | | | | | | (477,916,541) | | | | | | 539,499,796 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Intermediate Bond (continued) | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class O | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2016 | | | | | 110,998 | | | | | | — | | | | | | 4,469 | | | | | | (157,089) | | | | | | (41,622) | | | | | | 1,137,167 | | | | | | — | | | | | | 45,769 | | | | | | (1,604,423) | | | | | | (421,487) | | |
3/31/2016 | | | | | 180,894 | | | | | | — | | | | | | 7,906 | | | | | | (376,682) | | | | | | (187,882) | | | | | | 1,811,541 | | | | | | — | | | | | | 79,176 | | | | | | (3,773,826) | | | | | | (1,883,109) | | |
Class R | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2016 | | | | | 2,410,607 | | | | | | — | | | | | | 193,091 | | | | | | (1,220,944) | | | | | | 1,382,754 | | | | | | 24,675,504 | | | | | | — | | | | | | 1,980,528 | | | | | | (12,488,375) | | | | | | 14,167,657 | | |
3/31/2016 | | | | | 4,610,139 | | | | | | — | | | | | | 294,280 | | | | | | (2,381,746) | | | | | | 2,522,673 | | | | | | 46,247,482 | | | | | | — | | | | | | 2,950,492 | | | | | | (23,844,475) | | | | | | 25,353,499 | | |
Class R6 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2016 | | | | | 18,526,206 | | | | | | — | | | | | | 1,062,474 | | | | | | (10,022,384) | | | | | | 9,566,296 | | | | | | 188,680,615 | | | | | | — | | | | | | 10,879,768 | | | | | | (102,136,865) | | | | | | 97,423,518 | | |
3/31/2016 | | | | | 35,505,404 | | | | | | — | | | | | | 1,373,344 | | | | | | (13,068,201) | | | | | | 23,810,547 | | | | | | 355,109,182 | | | | | | — | | | | | | 13,736,047 | | | | | | (130,933,258) | | | | | | 237,911,971 | | |
Class W | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2016 | | | | | 10,716,569 | | | | | | — | | | | | | 955,215 | | | | | | (5,724,248) | | | | | | 5,947,536 | | | | | | 109,394,712 | | | | | | — | | | | | | 9,773,071 | | | | | | (58,412,633) | | | | | | 60,755,150 | | |
3/31/2016 | | | | | 24,831,944 | | | | | | — | | | | | | 1,311,108 | | | | | | (13,052,252) | | | | | | 13,090,800 | | | | | | 247,851,730 | | | | | | — | | | | | | 13,111,222 | | | | | | (130,698,936) | | | | | | 130,264,016 | | |
Short Term Bond | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2016 | | | | | 184,524 | | | | | | — | | | | | | 8,258 | | | | | | (104,197) | | | | | | 88,585 | | | | | | 1,823,352 | | | | | | — | | | | | | 81,749 | | | | | | (1,029,766) | | | | | | 875,335 | | |
3/31/2016 | | | | | 950,873 | | | | | | — | | | | | | 5,991 | | | | | | (9,904) | | | | | | 946,960 | | | | | | 9,404,344 | | | | | | — | | | | | | 59,130 | | | | | | (97,971) | | | | | | 9,365,503 | | |
Class C | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2016 | | | | | 68,205 | | | | | | — | | | | | | 453 | | | | | | (19,633) | | | | | | 49,025 | | | | | | 674,831 | | | | | | — | | | | | | 4,480 | | | | | | (194,172) | | | | | | 485,139 | | |
3/31/2016 | | | | | 73,082 | | | | | | — | | | | | | 431 | | | | | | (17,111) | | | | | | 56,402 | | | | | | 721,169 | | | | | | — | | | | | | 4,266 | | | | | | (168,522) | | | | | | 556,913 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2016 | | | | | 355,496 | | | | | | — | | | | | | 10,169 | | | | | | (90,298) | | | | | | 275,367 | | | | | | 3,521,550 | | | | | | — | | | | | | 100,659 | | | | | | (894,329) | | | | | | 2,727,880 | | |
3/31/2016 | | | | | 666,325 | | | | | | — | | | | | | 15,699 | | | | | | (418,225) | | | | | | 263,799 | | | | | | 6,587,417 | | | | | | — | | | | | | 155,504 | | | | | | (4,128,957) | | | | | | 2,613,964 | | |
Class R | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2016 | | | | | — | | | | | | — | | | | | | 2 | | | | | | — | | | | | | 2 | | | | | | — | | | | | | — | | | | | | 20 | | | | | | — | | | | | | 20 | | |
3/31/2016 | | | | | — | | | | | | — | | | | | | 4 | | | | | | — | | | | | | 4 | | | | | | — | | | | | | — | | | | | | 40 | | | | | | — | | | | | | 40 | | |
Class R6 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2016 | | | | | 2,051,810 | | | | | | — | | | | | | 109,714 | | | | | | (2,671,191) | | | | | | (509,667) | | | | | | 20,305,289 | | | | | | — | | | | | | 1,086,338 | | | | | | (26,477,779) | | | | | | (5,086,152) | | |
3/31/2016 | | | | | 1,686,518 | | | | | | — | | | | | | 230,322 | | | | | | (4,074,843) | | | | | | (2,158,003) | | | | | | 16,717,168 | | | | | | — | | | | | | 2,283,486 | | | | | | (40,359,706) | | | | | | (21,359,052) | | |
Class W | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2016 | | | | | 45,511 | | | | | | — | | | | | | 689 | | | | | | (16,926) | | | | | | 29,274 | | | | | | 450,000 | | | | | | — | | | | | | 6,826 | | | | | | (167,537) | | | | | | 289,289 | | |
3/31/2016 | | | | | 54,249 | | | | | | — | | | | | | 216 | | | | | | (1,104) | | | | | | 53,361 | | | | | | 535,327 | | | | | | — | | | | | | 2,136 | | | | | | (10,868) | | | | | | 526,595 | | |
Strategic Income Opportunities | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2016 | | | | | 256,132 | | | | | | — | | | | | | 4,681 | | | | | | (105,734) | | | | | | 155,079 | | | | | | 2,565,193 | | | | | | — | | | | | | 47,051 | | | | | | (1,056,868) | | | | | | 1,555,376 | | |
3/31/2016 | | | | | 116,610 | | | | | | — | | | | | | 239 | | | | | | (10,629) | | | | | | 106,220 | | | | | | 1,238,252 | | | | | | — | | | | | | 2,365 | | | | | | (191,058) | | | | | | 1,049,559 | | |
Class C | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2016 | | | | | 35,480 | | | | | | — | | | | | | 1,012 | | | | | | (10,194) | | | | | | 26,298 | | | | | | 350,489 | | | | | | — | | | | | | 10,005 | | | | | | (100,618) | | | | | | 259,876 | | |
3/31/2016 | | | | | 26,077 | | | | | | — | | | | | | 37 | | | | | | (294) | | | | | | 25,820 | | | | | | 283,650 | | | | | | — | | | | | | 363 | | | | | | (31,489) | | | | | | 252,524 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2016 | | | | | 307,783 | | | | | | — | | | | | | 16,142 | | | | | | (5,458) | | | | | | 318,467 | | | | | | 3,119,259 | | | | | | — | | | | | | 162,921 | | | | | | (55,030) | | | | | | 3,227,150 | | |
3/31/2016 | | | | | 2,539,064 | | | | | | — | | | | | | 4,460 | | | | | | (2,484,896) | | | | | | 58,628 | | | | | | 25,593,263 | | | | | | — | | | | | | 44,465 | | | | | | (24,969,762) | | | | | | 667,966 | | |
Class R | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2016 | | | | | 74,451 | | | | | | — | | | | | | 7,857 | | | | | | (45,383) | | | | | | 36,925 | | | | | | 740,220 | | | | | | — | | | | | | 78,287 | | | | | | (451,672) | | | | | | 366,835 | | |
3/31/2016 | | | | | 350,316 | | | | | | — | | | | | | 1,398 | | | | | | (40,623) | | | | | | 311,091 | | | | | | 3,559,386 | | | | | | — | | | | | | 13,777 | | | | | | (496,078) | | | | | | 3,077,085 | | |
Class R6 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2016 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
10/23/2015(1) - 3/31/2016 | | | | | 10,972,669 | | | | | | — | | | | | | — | | | | | | — | | | | | | 10,972,669 | | | | | | 109,938,197 | | | | | | — | | | | | | — | | | | | | (8,658) | | | | | | 109,929,539 | | |
Class W | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2016 | | | | | 133,702 | | | | | | — | | | | | | 1,839 | | | | | | (1,232) | | | | | | 134,309 | | | | | | 1,334,916 | | | | | | — | | | | | | 18,437 | | | | | | (12,319) | | | | | | 1,341,034 | | |
3/31/2016 | | | | | 5,136 | | | | | | — | | | | | | 11 | | | | | | — | | | | | | 5,147 | | | | | | 50,657 | | | | | | — | | | | | | 107 | | | | | | — | | | | | | 50,764 | | |
| | | | | | | | | | | | | | | | |
Loan | | | Unfunded Commitments | | | Unrealized Depreciation at 9/30/16* | | ||||||
Kenan Advantage Group, Inc. Strip Delayed Draw | | | | $ | 12,606 | | | | | $ | 35 | | |
| | | | $ | 12,606 | | | | | $ | 35 | | |
|
| | | Six Months Ended September 30, 2016 | | | Year Ended March 31, 2016 | | ||||||||||||||||||
| | | Ordinary Income | | | Return of Capital | | | Ordinary Income | | | Return of Capital | | ||||||||||||
GNMA Income | | | | $ | 15,433,649 | | | | | $ | 7,022,508 | | | | | $ | 18,848,746 | | | | | $ | 11,558,289 | | |
High Yield Bond | | | | | 19,706,376 | | | | | | — | | | | | | 30,458,583 | | | | | | — | | |
Intermediate Bond | | | | | 50,646,590 | | | | | | — | | | | | | 76,327,549 | | | | | | — | | |
Short Term Bond | | | | | 1,284,916 | | | | | | — | | | | | | 2,508,054 | | | | | | — | | |
Strategic Income Opportunities | | | | | 3,092,489 | | | | | | — | | | | | | 949,515 | | | | | | — | | |
| | | Undistributed Ordinary Income | | | Post-October Capital Losses Deferred | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | |||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | ||||||||||||||||||||||||
GNMA Income | | | | $ | — | | | | | $ | (3,586,692) | | | | | $ | 18,428,927 | | | | | $ | (8,763,360) | | | | | | Long-term | | | | None | |
High Yield Bond | | | | | — | | | | | | (7,975,289) | | | | | | (23,486,606) | | | | | | (9,006,267) | | | | | | Short-term | | | | 2017 | |
| | | | | | | | | | | | | | | | | | | | | | | (14,980,165) | | | | | | Short-term | | | | 2018 | |
| | | | | | | | | | | | | | | | | | | | | | | (2,860,600) | | | | | | Short-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | | (5,096,547) | | | | | | Long-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | $ | (31,943,579) | | | | | |||||||
Intermediate Bond | | | | | 6,494,116 | | | | | | (9,241,112) | | | | | | 21,240,083 | | | | | | (98,762,983) | | | | | | Short-term | | | | 2018 | |
| | | | | | | | | | | | | | | | | | | | | | | (6,609,366) | | | | | | Long-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | $ | (105,372,349) | | | | | |||||||
Short Term Bond | | | | | 100,065 | | | | | | (545,114) | | | | | | (81,629) | | | | | | (553,073) | | | | | | Short-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | | (605,475) | | | | | | Long-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | $ | (1,158,548) | | | | | |||||||
|
| | | Undistributed Ordinary Income | | | Post-October Capital Losses Deferred | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | |||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | ||||||||||||||||||||||||
Strategic Income Opportunities | | | | | 1,152,054 | | | | | | (1,249,326) | | | | | | (35,278) | | | | | | (158,100) | | | | | | Short-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | | (88,346) | | | | | | Long-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | $ | (246,446) | | | | | |||||||
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Prime Brokerage Intl Ltd | | | | $ | 647,690 | | | | | $ | (647,690) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 972,463 | | | | | | (972,463) | | | | | | — | | |
Citadel Clearing LLC | | | | | 414,476 | | | | | | (414,476) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 8,104,521 | | | | | | (8,104,521) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 341,285 | | | | | | (341,285) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 2,129,016 | | | | | | (2,129,016) | | | | | | — | | |
HSBC Securities (USA) Inc. | | | | | 15,494,187 | | | | | | (15,494,187) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 6,461,974 | | | | | | (6,461,974) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 1,819,029 | | | | | | (1,819,029) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 882,839 | | | | | | (882,839) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 1,035,585 | | | | | | (1,035,585) | | | | | | — | | |
Total | | | | $ | 38,303,065 | | | | | $ | (38,303,065) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
HSBC Securities (USA) Inc. | | | | $ | 402,816 | | | | | $ | (402,816) | | | | | $ | — | | |
Societe Generale | | | | | 59,801 | | | | | | (59,801) | | | | | | — | | |
Total | | | | $ | 462,617 | | | | | $ | (462,617) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Credit Suisse Securities (USA) LLC | | | | $ | 372,437 | | | | | $ | (372,437) | | | | | $ | — | | |
Total | | | | $ | 372,437 | | | | | $ | (372,437) | | | | | $ | — | | |
|
| | | Per Share Amount | | | Payable Date | | | Record Date | | |||
GNMA Income | | | | | |||||||||
Class A | | | | $ | 0.0165 | | | | November 1, 2016 | | | Daily | |
Class B | | | | $ | 0.009 | | | | November 1, 2016 | | | Daily | |
Class C | | | | $ | 0.0109 | | | | November 1, 2016 | | | Daily | |
Class I | | | | $ | 0.0186 | | | | November 1, 2016 | | | Daily | |
Class W | | | | $ | 0.0183 | | | | November 1, 2016 | | | Daily | |
High Yield Bond | | | | | |||||||||
Class A | | | | $ | 0.0357 | | | | November 1, 2016 | | | Daily | |
Class B | | | | $ | 0.0305 | | | | November 1, 2016 | | | Daily | |
Class C | | | | $ | 0.0305 | | | | November 1, 2016 | | | Daily | |
Class I | | | | $ | 0.0380 | | | | November 1, 2016 | | | Daily | |
Class P | | | | $ | 0.0422 | | | | November 1, 2016 | | | Daily | |
Class R | | | | $ | 0.0340 | | | | November 1, 2016 | | | Daily | |
Class R6 | | | | $ | 0.0378 | | | | November 1, 2016 | | | Daily | |
Class W | | | | $ | 0.0374 | | | | November 1, 2016 | | | Daily | |
| | | Per Share Amount | | | Payable Date | | | Record Date | | |||
Intermediate Bond | | | | | |||||||||
Class A | | | | $ | 0.0266 | | | | November 1, 2016 | | | Daily | |
Class B | | | | $ | 0.0200 | | | | November 1, 2016 | | | Daily | |
Class C | | | | $ | 0.0200 | | | | November 1, 2016 | | | Daily | |
Class I | | | | $ | 0.0295 | | | | November 1, 2016 | | | Daily | |
Class O | | | | $ | 0.0244 | | | | November 1, 2016 | | | Daily | |
Class R | | | | $ | 0.0266 | | | | November 1, 2016 | | | Daily | |
Class R6 | | | | $ | 0.0296 | | | | November 1, 2016 | | | Daily | |
Class W | | | | $ | 0.0287 | | | | November 1, 2016 | | | Daily | |
Short Term Bond | | | | | |||||||||
Class A | | | | $ | 0.0134 | | | | November 1, 2016 | | | Daily | |
Class C | | | | $ | 0.0071 | | | | November 1, 2016 | | | Daily | |
Class I | | | | $ | 0.0159 | | | | November 1, 2016 | | | Daily | |
Class R | | | | $ | 0.0110 | | | | November 1, 2016 | | | Daily | |
Class R6 | | | | $ | 0.0162 | | | | November 1, 2016 | | | Daily | |
Class W | | | | $ | 0.0155 | | | | November 1, 2016 | | | Daily | |
Strategic Income Opportunities | | ||||||||||||
Class A | | | | $ | 0.0431 | | | | November 1, 2016 | | | Daily | |
Class C | | | | $ | 0.0361 | | | | November 1, 2016 | | | Daily | |
Class I | | | | $ | 0.0472 | | | | November 1, 2016 | | | Daily | |
Class R | | | | $ | 0.0406 | | | | November 1, 2016 | | | Daily | |
Class R6 | | | | $ | 0.0474 | | | | November 1, 2016 | | | Daily | |
Class W | | | | $ | 0.0451 | | | | November 1, 2016 | | | Daily | |
Voya GNMA Income Fund | as of September 30, 2016 (Unaudited) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: 50.0% | | ||||||||||||||||||
| | $ | 2,172,486 | | | | Fannie Mae 2005-43 PZ, 6.000%, 05/25/35 | | | | $ | 2,719,207 | | | | | | 0.2 | | |
| | | 1,036,405 | | | | Fannie Mae 2007-60 ZB, 4.750%, 05/25/37 | | | | | 1,189,630 | | | | | | 0.1 | | |
| | | 4,207,286 | | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/41 | | | | | 4,955,579 | | | | | | 0.3 | | |
| | | 16,500,673 ^ | | | | Fannie Mae 2012-148 HI, 3.500%, 05/25/42 | | | | | 2,422,145 | | | | | | 0.2 | | |
| | | 381,727 | | | | Fannie Mae Grantor Trust 2004-T1 1A1, 6.000%, 01/25/44 | | | | | 443,463 | | | | | | 0.0 | | |
| | | 1,959,903 | | | | Fannie Mae REMIC Trust 2003-16 CX, 6.500%, 03/25/33 | | | | | 2,381,387 | | | | | | 0.2 | | |
| | | 3,820,826 | | | | Fannie Mae REMIC Trust 2003-34 LN, 5.000%, 05/25/33 | | | | | 4,105,982 | | | | | | 0.3 | | |
| | | 5,782,933 | | | | Fannie Mae REMIC Trust 2003-76 EZ, 5.000%, 08/25/33 | | | | | 6,751,341 | | | | | | 0.4 | | |
| | | 548,869 | | | | Fannie Mae REMIC Trust 2004-W3 A8, 5.500%, 05/25/34 | | | | | 623,002 | | | | | | 0.0 | | |
| | | 2,359,303 ^ | | | | Fannie Mae REMIC Trust 2005-17 ES, 6.225%, 03/25/35 | | | | | 376,804 | | | | | | 0.0 | | |
| | | 1,734,928 | | | | Fannie Mae REMIC Trust 2005-59 NQ, 15.562%, 05/25/35 | | | | | 2,306,016 | | | | | | 0.2 | | |
| | | 1,559,975 | | | | Fannie Mae REMIC Trust 2005-88 ZC, 5.000%, 10/25/35 | | | | | 1,735,529 | | | | | | 0.1 | | |
| | | 580,176 | | | | Fannie Mae REMIC Trust 2006-115 ES, 24.459%, 12/25/36 | | | | | 905,427 | | | | | | 0.1 | | |
| | | 4,386,788 ^ | | | | Fannie Mae REMIC Trust 2006-36 SP, 6.175%, 05/25/36 | | | | | 713,824 | | | | | | 0.0 | | |
| | | 7,438,494 ^ | | | | Fannie Mae REMIC Trust 2006-79 SH, 5.925%, 08/25/36 | | | | | 1,645,721 | | | | | | 0.1 | | |
| | | 871,955 | | | | Fannie Mae REMIC Trust 2009-12 LK, 8.126%, 03/25/39 | | | | | 970,366 | | | | | | 0.1 | | |
| | | 1,861,549 | | | | Fannie Mae REMIC Trust 2009-66 XA, 5.500%, 12/25/35 | | | | | 2,231,035 | | | | | | 0.1 | | |
| | | 6,000,000 | | | | Fannie Mae REMIC Trust 2010-155 JC, 4.000%, 12/25/39 | | | | | 6,609,373 | | | | | | 0.4 | | |
| | | 5,084,839 | | | | Fannie Mae REMIC Trust 2010-2 LC, 5.000%, 02/25/40 | | | | | 5,997,726 | | | | | | 0.4 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 2,686,119 | | | | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/41 | | | | $ | 3,071,584 | | | | | | 0.2 | | |
| | | 5,455,160 ^ | | | | Fannie Mae REMIC Trust 2012-128 VS, 5.725%, 06/25/42 | | | | | 998,983 | | | | | | 0.1 | | |
| | | 13,863,033 ^ | | | | Fannie Mae REMIC Trust 2012-142 BI, 3.000%, 11/25/27 | | | | | 1,232,888 | | | | | | 0.1 | | |
| | | 6,042,789 ^ | | | | Fannie Mae REMIC Trust 2012-154 PI, 4.000%, 05/25/42 | | | | | 1,049,403 | | | | | | 0.1 | | |
| | | 5,668,016 ^ | | | | Fannie Mae REMIC Trust 2012-68 SD, 6.175%, 06/25/32 | | | | | 1,135,700 | | | | | | 0.1 | | |
| | | 3,457,000 | | | | Fannie Mae REMIC Trust 2012-97 PC, 3.500%, 09/25/42 | | | | | 3,699,091 | | | | | | 0.2 | | |
| | | 2,041,039 ^ | | | | Fannie Mae REMIC Trust 2013-13 PI, 3.500%, 04/25/42 | | | | | 292,438 | | | | | | 0.0 | | |
| | | 5,731,563 ^ | | | | Fannie Mae REMIC Trust 2013-54 ID, 3.000%, 01/25/33 | | | | | 557,454 | | | | | | 0.0 | | |
| | | 8,694,694 | | | | Fannie Mae Series 2016-51 S, 5.395%, 10/25/43 | | | | | 9,096,353 | | | | | | 0.6 | | |
| | | 17,373,065 | | | | Fannie Mae, 0.725%, 10/27/37 | | | | | 17,343,571 | | | | | | 1.2 | | |
| | | 2,938,888 | | | | Freddie Mac 3770 GA, 4.500%, 10/15/40 | | | | | 3,385,533 | | | | | | 0.2 | | |
| | | 4,206,822 | | | | Freddie Mac REMIC Trust 2005-S001 2A2, 0.675%, 09/25/45 | | | | | 4,061,739 | | | | | | 0.3 | | |
| | | 814,969 | | | | Freddie Mac REMIC Trust 2653 SC, 6.536%, 07/15/33 | | | | | 917,832 | | | | | | 0.1 | | |
| | | 1,056,249 | | | | Freddie Mac REMIC Trust 2767 ZW, 6.000%, 03/15/34 | | | | | 1,173,711 | | | | | | 0.1 | | |
| | | 396,322 | | | | Freddie Mac REMIC Trust 3012 ST, 20.073%, 04/15/35 | | | | | 590,740 | | | | | | 0.0 | | |
| | | 667,060 | | | | Freddie Mac REMIC Trust 3065 DC, 18.287%, 03/15/35 | | | | | 967,681 | | | | | | 0.1 | | |
| | | 1,423,375 | | | | Freddie Mac REMIC Trust 3158 NE, 5.500%, 05/15/36 | | | | | 1,581,425 | | | | | | 0.1 | | |
| | | 8,631,213 ^ | | | | Freddie Mac REMIC Trust 3181 TA, 0.500%, 07/15/36 | | | | | 164,391 | | | | | | 0.0 | | |
| | | 353,707 | | | | Freddie Mac REMIC Trust 3182 PS, 26.503%, 04/15/32 | | | | | 370,526 | | | | | | 0.0 | | |
| | | 881,878 ^ | | | | Freddie Mac REMIC Trust 3507 IA, 5.500%, 09/15/35 | | | | | 168,055 | | | | | | 0.0 | | |
| | | 667,874 ^ | | | | Freddie Mac REMIC Trust 3753 PS, 5.576%, 06/15/40 | | | | | 49,103 | | | | | | 0.0 | | |
Voya GNMA Income Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 7,666,554 ^ | | | | Freddie Mac REMIC Trust 3795 PI, 4.500%, 10/15/35 | | | | $ | 230,297 | | | | | | 0.0 | | |
| | | 1,024,310 | | | | Freddie Mac REMIC Trust 3864 NT, 5.500%, 03/15/39 | | | | | 1,127,667 | | | | | | 0.1 | | |
| | | 4,625,292 | | | | Freddie Mac REMIC Trust 3888 ZG, 4.000%, 07/15/41 | | | | | 5,011,163 | | | | | | 0.3 | | |
| | | 3,247,018 ^ | | | | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/40 | | | | | 366,834 | | | | | | 0.0 | | |
| | | 1,052,025 | | | | Freddie Mac Series 4040 UZ, 5.000%, 05/15/42 | | | | | 1,346,646 | | | | | | 0.1 | | |
| | | 1,900,000 | | | | Freddie Mac Series 4048 CE, 4.000%, 05/15/42 | | | | | 2,141,165 | | | | | | 0.2 | | |
| | | 1,940,732 | | | | Ginnie Mae 2004-65 ZG, 5.500%, 07/20/34 | | | | | 2,242,618 | | | | | | 0.2 | | |
| | | 4,408,952 | | | | Ginnie Mae 2009-110 ZA, 5.500%, 11/16/39 | | | | | 5,714,800 | | | | | | 0.4 | | |
| | | 1,028,353 | | | | Ginnie Mae 2009-54 HZ, 5.000%, 07/20/39 | | | | | 1,150,940 | | | | | | 0.1 | | |
| | | 9,755,012 ^^ | | | | Ginnie Mae 2011-70 PO, 05/16/41 | | | | | 8,669,778 | | | | | | 0.6 | | |
| | | 7,150,348 ^ | | | | Ginnie Mae 2016-84 IO, 5.000%, 12/20/40 | | | | | 838,778 | | | | | | 0.1 | | |
| | | 28,960,470 | | | | Ginnie Mae 2016-H20 FB, 1.074%, 09/20/66 | | | | | 28,899,382 | | | | | | 1.9 | | |
| | | 272,415 | | | | Ginnie Mae Series 2002-11 TS, 19.411%, 02/16/32 | | | | | 380,615 | | | | | | 0.0 | | |
| | | 44,724 | | | | Ginnie Mae Series 2002-15 SX, 14.936%, 01/20/32 | | | | | 62,032 | | | | | | 0.0 | | |
| | | 1,043,651 ^ | | | | Ginnie Mae Series 2002-76 SG, 7.070%, 10/16/29 | | | | | 245,020 | | | | | | 0.0 | | |
| | | 377,665 | | | | Ginnie Mae Series 2003-86 ZC, 4.500%, 10/20/33 | | | | | 411,250 | | | | | | 0.0 | | |
| | | 246,000 | | | | Ginnie Mae Series 2004-16 AE, 5.500%, 02/20/34 | | | | | 276,273 | | | | | | 0.0 | | |
| | | 1,168,562 | | | | Ginnie Mae Series 2004-17 MZ, 5.500%, 03/16/34 | | | | | 1,327,395 | | | | | | 0.1 | | |
| | | 100,575 | | | | Ginnie Mae Series 2004-27 SZ, 7.500%, 02/20/34 | | | | | 101,049 | | | | | | 0.0 | | |
| | | 1,200,699 | | | | Ginnie Mae Series 2004-28 CZ, 5.500%, 04/20/34 | | | | | 1,376,221 | | | | | | 0.1 | | |
| | | 19,064 | | | | Ginnie Mae Series 2004-28 SV, 8.468%, 04/20/34 | | | | | 19,354 | | | | | | 0.0 | | |
| | | 5,980,581 | | | | Ginnie Mae Series 2004-81 Z, 5.000%, 10/20/34 | | | | | 6,726,565 | | | | | | 0.5 | | |
| | | 420,491 | | | | Ginnie Mae Series 2004-87 SB, 7.061%, 03/17/33 | | | | | 447,958 | | | | | | 0.0 | | |
| | | 2,272,091 ^ | | | | Ginnie Mae Series 2004-98 SA, 6.168%, 11/20/34 | | | | | 506,998 | | | | | | 0.0 | | |
| | | 2,153,847 | | | | Ginnie Mae Series 2005-21 Z, 5.000%, 03/20/35 | | | | | 2,393,547 | | | | | | 0.2 | | |
| | | 674,094 ^ | | | | Ginnie Mae Series 2005-25 SI, 6.000%, 01/20/34 | | | | | 133,918 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 24,483,452 | | | | Ginnie Mae Series 2005-40 CZ, 5.500%, 05/20/35 | | | | $ | 27,386,781 | | | | | | 1.8 | | |
| | | 1,974,204 ^ | | | | Ginnie Mae Series 2005-7 AH, 6.240%, 02/16/35 | | | | | 404,845 | | | | | | 0.0 | | |
| | | 1,261,909 ^ | | | | Ginnie Mae Series 2005-73 IM, 5.500%, 09/20/35 | | | | | 345,374 | | | | | | 0.0 | | |
| | | 1,113,238 | | | | Ginnie Mae Series 2005-80 Z, 5.000%, 10/20/35 | | | | | 1,257,208 | | | | | | 0.1 | | |
| | | 833,798 | | | | Ginnie Mae Series 2005-91 UP, 13.241%, 09/16/31 | | | | | 1,078,076 | | | | | | 0.1 | | |
| | | 1,800,000 | | | | Ginnie Mae Series 2005-92 PB, 6.000%, 12/20/35 | | | | | 2,154,771 | | | | | | 0.1 | | |
| | | 10,094,899 | | | | Ginnie Mae Series 2005-96 Z, 5.500%, 12/16/35 | | | | | 11,443,781 | | | | | | 0.8 | | |
| | | 10,256,295 | | | | Ginnie Mae Series 2006-10 ZT, 6.000%, 03/20/36 | | | | | 13,006,678 | | | | | | 0.9 | | |
| | | 861,188 | | | | Ginnie Mae Series 2006-17 TW, 6.000%, 04/20/36 | | | | | 1,024,151 | | | | | | 0.1 | | |
| | | 3,038,554 | | | | Ginnie Mae Series 2006-7 ZA, 5.500%, 02/20/36 | | | | | 3,596,060 | | | | | | 0.2 | | |
| | | 3,424,152 ^ | | | | Ginnie Mae Series 2007-17 CI, 7.500%, 04/16/37 | | | | | 981,209 | | | | | | 0.1 | | |
| | | 199,225 | | | | Ginnie Mae Series 2007-37 S, 23.358%, 04/16/37 | | | | | 252,704 | | | | | | 0.0 | | |
| | | 200,000 | | | | Ginnie Mae Series 2007-45 PE, 5.500%, 07/16/37 | | | | | 225,836 | | | | | | 0.0 | | |
| | | 344,439 | | | | Ginnie Mae Series 2007-5 MT, 0.752%, 02/20/34 | | | | | 347,155 | | | | | | 0.0 | | |
| | | 4,545,613 ^ | | | | Ginnie Mae Series 2007-53 SC, 5.968%, 09/20/37 | | | | | 918,781 | | | | | | 0.1 | | |
| | | 86,095 | | | | Ginnie Mae Series 2007-53 SW, 18.610%, 09/20/37 | | | | | 124,848 | | | | | | 0.0 | | |
| | | 2,353,494 | | | | Ginnie Mae Series 2007-60 YZ, 5.500%, 10/20/37 | | | | | 2,662,466 | | | | | | 0.2 | | |
| | | 4,363,660 | | | | Ginnie Mae Series 2007-63 Z, 6.000%, 10/20/37 | | | | | 5,053,392 | | | | | | 0.3 | | |
| | | 2,378,342 | | | | Ginnie Mae Series 2008-20 PZ, 6.000%, 03/20/38 | | | | | 3,106,228 | | | | | | 0.2 | | |
| | | 1,227,599 ^ | | | | Ginnie Mae Series 2008-3 SA, 6.018%, 01/20/38 | | | | | 215,613 | | | | | | 0.0 | | |
| | | 2,530,426 ^ | | | | Ginnie Mae Series 2008-40 PS, 5.970%, 05/16/38 | | | | | 479,466 | | | | | | 0.0 | | |
| | | 5,536,357 ^ | | | | Ginnie Mae Series 2008-82 SA, 5.468%, 09/20/38 | | | | | 961,046 | | | | | | 0.1 | | |
| | | 9,718,445 ^ | | | | Ginnie Mae Series 2009-110 SA, 5.820%, 04/16/39 | | | | | 1,322,551 | | | | | | 0.1 | | |
| | | 679,619 | | | | Ginnie Mae Series 2009-110 ZC, 4.500%, 11/16/39 | | | | | 813,339 | | | | | | 0.1 | | |
| | | 2,027,643 | | | | Ginnie Mae Series 2009-121 ZQ, 5.500%, 09/20/39 | | | | | 2,340,121 | | | | | | 0.2 | | |
| | | 1,029,000 | | | | Ginnie Mae Series 2009-31 BP, 5.000%, 05/20/39 | | | | | 1,203,810 | | | | | | 0.1 | | |
Voya GNMA Income Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 6,411,662 | | | | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/39 | | | | $ | 7,081,630 | | | | | | 0.5 | | |
| | | 5,772,510 | | | | Ginnie Mae Series 2009-34 Z, 4.500%, 05/16/39 | | | | | 6,377,719 | | | | | | 0.4 | | |
| | | 2,506,610 | | | | Ginnie Mae Series 2009-53 ZB, 6.000%, 07/16/39 | | | | | 3,178,890 | | | | | | 0.2 | | |
| | | 597,080 ^ | | | | Ginnie Mae Series 2009-55 BI, 1.000%, 06/16/37 | | | | | 20,495 | | | | | | 0.0 | | |
| | | 1,476,954 | | | | Ginnie Mae Series 2009-61 EZ, 7.500%, 08/20/39 | | | | | 1,887,120 | | | | | | 0.1 | | |
| | | 1,467,286 | | | | Ginnie Mae Series 2009-61 PZ, 7.500%, 08/20/39 | | | | | 2,130,292 | | | | | | 0.1 | | |
| | | 568,405 | | | | Ginnie Mae Series 2009-61 ZQ, 6.000%, 08/16/39 | | | | | 791,592 | | | | | | 0.1 | | |
| | | 2,270,711 ^ | | | | Ginnie Mae Series 2009-66 QS, 5.568%, 05/20/32 | | | | | 322,089 | | | | | | 0.0 | | |
| | | 2,689,230 | | | | Ginnie Mae Series 2009-67 NZ, 6.000%, 08/16/39 | | | | | 3,136,783 | | | | | | 0.2 | | |
| | | 23,997 | | | | Ginnie Mae Series 2009-68 KA, 5.000%, 09/20/37 | | | | | 24,283 | | | | | | 0.0 | | |
| | | 2,072,174 ^ | | | | Ginnie Mae Series 2009-77 SA, 5.620%, 09/16/39 | | | | | 342,282 | | | | | | 0.0 | | |
| | | 2,936,644 | | | | Ginnie Mae Series 2009-77 ZB, 5.500%, 09/16/39 | | | | | 3,628,498 | | | | | | 0.2 | | |
| | | 745,813 | | | | Ginnie Mae Series 2009-87 WZ, 6.000%, 10/20/39 | | | | | 963,201 | | | | | | 0.1 | | |
| | | 518,536 | | | | Ginnie Mae Series 2009-92 DZ, 4.500%, 10/16/39 | | | | | 606,258 | | | | | | 0.0 | | |
| | | 5,578,181 ^ | | | | Ginnie Mae Series 2010-106 IP, 5.000%, 03/20/40 | | | | | 870,482 | | | | | | 0.1 | | |
| | | 4,107,346 ^ | | | | Ginnie Mae Series 2010-116 NS, 6.120%, 09/16/40 | | | | | 838,383 | | | | | | 0.1 | | |
| | | 494,434 ^ | | | | Ginnie Mae Series 2010-130 KI, 5.500%, 09/16/40 | | | | | 69,141 | | | | | | 0.0 | | |
| | | 1,000,000 | | | | Ginnie Mae Series 2010-14 B, 4.500%, 02/16/40 | | | | | 1,159,557 | | | | | | 0.1 | | |
| | | 2,999,054 ^ | | | | Ginnie Mae Series 2010-158 SA, 5.518%, 12/20/40 | | | | | 474,968 | | | | | | 0.0 | | |
| | | 2,219,010 ^ | | | | Ginnie Mae Series 2010-165 IP, 4.000%, 04/20/38 | | | | | 87,823 | | | | | | 0.0 | | |
| | | 7,792,631 ^ | | | | Ginnie Mae Series 2010-166 GS, 5.468%, 12/20/40 | | | | | 1,501,584 | | | | | | 0.1 | | |
| | | 4,304,686 ^ | | | | Ginnie Mae Series 2010-166 NI, 4.500%, 04/20/39 | | | | | 514,248 | | | | | | 0.0 | | |
| | | 2,750,000 | | | | Ginnie Mae Series 2010-169 AW, 4.500%, 12/20/40 | | | | | 3,082,469 | | | | | | 0.2 | | |
| | | 6,402,566 | | | | Ginnie Mae Series 2010-169 JZ, 4.000%, 12/20/40 | | | | | 6,824,654 | | | | | | 0.5 | | |
| | | 1,379,666 ^ | | | | Ginnie Mae Series 2010-19 LI, 5.000%, 07/16/39 | | | | | 202,671 | | | | | | 0.0 | | |
| | | 1,600,000 | | | | Ginnie Mae Series 2010-31 BP, 5.000%, 03/20/40 | | | | | 1,856,466 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 2,123,551 ^ | | | | Ginnie Mae Series 2010-4 WI, 6.000%, 01/16/40 | | | | $ | 796,514 | | | | | | 0.1 | | |
| | | 5,492,628 | | | | Ginnie Mae Series 2010-42 VZ, 5.500%, 10/20/39 | | | | | 6,551,666 | | | | | | 0.4 | | |
| | | 2,658,107 | | | | Ginnie Mae Series 2010-59 ZA, 4.500%, 05/20/40 | | | | | 2,968,642 | | | | | | 0.2 | | |
| | | 42,451,192 | | | | Ginnie Mae Series 2010-61 EZ, 5.000%, 05/20/40 | | | | | 47,167,002 | | | | | | 3.1 | | |
| | | 4,761,000 | | | | Ginnie Mae Series 2010-67 JD, 4.500%, 05/20/39 | | | | | 5,078,463 | | | | | | 0.3 | | |
| | | 2,216,597 ^ | | | | Ginnie Mae Series 2010-85 NI, 5.000%, 01/20/38 | | | | | 154,022 | | | | | | 0.0 | | |
| | | 123,415 ^ | | | | Ginnie Mae Series 2010-89 KI, 4.500%, 12/20/37 | | | | | 3,011 | | | | | | 0.0 | | |
| | | 3,355,401 ^ | | | | Ginnie Mae Series 2010-9 SB, 5.968%, 09/20/38 | | | | | 245,579 | | | | | | 0.0 | | |
| | | 8,419,722 | | | | Ginnie Mae Series 2010-H01 FA, 1.344%, 01/20/60 | | | | | 8,485,238 | | | | | | 0.6 | | |
| | | 10,612,194 | | | | Ginnie Mae Series 2010-H10 FB, 1.524%, 05/20/60 | | | | | 10,781,480 | | | | | | 0.7 | | |
| | | 11,319,091 | | | | Ginnie Mae Series 2010-H10 FC, 1.524%, 05/20/60 | | | | | 11,478,835 | | | | | | 0.8 | | |
| | | 11,722,397 | | | | Ginnie Mae Series 2010-H20 AF, 0.824%, 10/20/60 | | | | | 11,625,158 | | | | | | 0.8 | | |
| | | 874,109 ^ | | | | Ginnie Mae Series 2011-123 QI, 5.000%, 05/20/41 | | | | | 164,362 | | | | | | 0.0 | | |
| | | 304,932 | | | | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/32 | | | | | 353,046 | | | | | | 0.0 | | |
| | | 733,729 | | | | Ginnie Mae Series 2011-169 BG, 5.409%, 04/16/39 | | | | | 811,467 | | | | | | 0.1 | | |
| | | 6,245,171 | | | | Ginnie Mae Series 2011-25 Z, 4.000%, 02/20/41 | | | | | 7,067,272 | | | | | | 0.5 | | |
| | | 1,748,327 | | | | Ginnie Mae Series 2011-59 QC, 4.000%, 12/20/40 | | | | | 1,884,000 | | | | | | 0.1 | | |
| | | 14,421,004 ^ | | | | Ginnie Mae Series 2011-73 LS, 6.158%, 08/20/39 | | | | | 2,101,641 | | | | | | 0.1 | | |
| | | 2,819,000 | | | | Ginnie Mae Series 2011-85 LC, 4.000%, 10/20/40 | | | | | 3,020,462 | | | | | | 0.2 | | |
| | | 1,588,816 | | | | Ginnie Mae Series 2011-H07 FA, 0.994%, 02/20/61 | | | | | 1,586,136 | | | | | | 0.1 | | |
| | | 3,038,615 ^ | | | | Ginnie Mae Series 2012-102 TI, 4.000%, 08/20/39 | | | | | 389,472 | | | | | | 0.0 | | |
| | | 4,827,505 ^ | | | | Ginnie Mae Series 2012-103 IC, 3.500%, 08/16/40 | | | | | 621,280 | | | | | | 0.0 | | |
| | | 1,424,190 ^ | | | | Ginnie Mae Series 2012-124 MI, 4.000%, 03/20/42 | | | | | 173,379 | | | | | | 0.0 | | |
| | | 15,665,742 ^ | | | | Ginnie Mae Series 2012-146 AI, 3.000%, 10/20/37 | | | | | 1,656,919 | | | | | | 0.1 | | |
| | | 343,009 | | | | Ginnie Mae Series 2012-32 KC, 17.927%, 05/20/41 | | | | | 397,604 | | | | | | 0.0 | | |
| | | 942,675 ^ | | | | Ginnie Mae Series 2012-34 MS, 6.170%, 04/16/41 | | | | | 190,812 | | | | | | 0.0 | | |
Voya GNMA Income Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 564,874 | | | | Ginnie Mae Series 2012-43 MA, 4.000%, 10/20/41 | | | | $ | 594,238 | | | | | | 0.0 | | |
| | | 4,103,237 | | | | Ginnie Mae Series 2012-43 MB, 4.000%, 04/20/42 | | | | | 4,727,295 | | | | | | 0.3 | | |
| | | 8,457,008 ^ | | | | Ginnie Mae Series 2012-48 SA, 6.120%, 04/16/42 | | | | | 1,975,319 | | | | | | 0.1 | | |
| | | 11,523,465 ^ | | | | Ginnie Mae Series 2012-60 SG, 5.570%, 05/16/42 | | | | | 2,170,170 | | | | | | 0.1 | | |
| | | 3,186,475 ^ | | | | Ginnie Mae Series 2012-98 EI, 4.000%, 04/20/41 | | | | | 445,714 | | | | | | 0.0 | | |
| | | 47,799 ^ | | | | Ginnie Mae Series 2012-98 WI, 4.500%, 02/20/38 | | | | | 1,070 | | | | | | 0.0 | | |
| | | 2,821,465 | | | | Ginnie Mae Series 2012-H11 VA, 1.144%, 05/20/62 | | | | | 2,826,368 | | | | | | 0.2 | | |
| | | 34,002,725 | | | | Ginnie Mae Series 2012-H12 FB, 1.544%, 02/20/62 | | | | | 34,605,934 | | | | | | 2.3 | | |
| | | 2,175,116 | | | | Ginnie Mae Series 2012-H20 BA, 1.054%, 09/20/62 | | | | | 2,175,742 | | | | | | 0.1 | | |
| | | 4,841,609 | | | | Ginnie Mae Series 2012-H29 SA, 1.009%, 10/20/62 | | | | | 4,825,363 | | | | | | 0.3 | | |
| | | 3,000,000 | | | | Ginnie Mae Series 2013-147 BE, 4.000%, 12/20/39 | | | | | 3,398,810 | | | | | | 0.2 | | |
| | | 2,865,730 | | | | Ginnie Mae Series 2013-148 YA, 4.500%, 09/20/40 | | | | | 3,035,675 | | | | | | 0.2 | | |
| | | 1,233,088 | | | | Ginnie Mae Series 2013-167 Z, 3.000%, 10/16/43 | | | | | 1,276,540 | | | | | | 0.1 | | |
| | | 1,900,000 ^ | | | | Ginnie Mae Series 2013-186 UI, 2.500%, 11/20/43 | | | | | 668,163 | | | | | | 0.0 | | |
| | | 2,450,240 ^ | | | | Ginnie Mae Series 2013-186 VI, 4.000%, 12/20/42 | | | | | 327,883 | | | | | | 0.0 | | |
| | | 12,730,493 ^ | | | | Ginnie Mae Series 2013-20 LI, 4.500%, 12/16/42 | | | | | 2,260,450 | | | | | | 0.2 | | |
| | | 7,218,989 ^ | | | | Ginnie Mae Series 2013-41 PI, 3.500%, 04/20/40 | | | | | 751,907 | | | | | | 0.1 | | |
| | | 6,924,371 | | | | Ginnie Mae Series 2013-H05 FB, 0.894%, 02/20/62 | | | | | 6,910,070 | | | | | | 0.5 | | |
| | | 2,853,715 | | | | Ginnie Mae Series 2013-H08 BF, 0.894%, 03/20/63 | | | | | 2,835,167 | | | | | | 0.2 | | |
| | | 6,692,110 | | | | Ginnie Mae Series 2013-H10 FT, 0.980%, 04/20/63 | | | | | 6,693,465 | | | | | | 0.4 | | |
| | | 4,760,941 | | | | Ginnie Mae Series 2013-H14 FC, 0.964%, 06/20/63 | | | | | 4,746,053 | | | | | | 0.3 | | |
| | | 1,712,859 | | | | Ginnie Mae Series 2013-H18 BA, 1.094%, 07/20/63 | | | | | 1,715,708 | | | | | | 0.1 | | |
| | | 4,994,487 | | | | Ginnie Mae Series 2013-H19 DF, 1.144%, 05/20/63 | | | | | 5,010,438 | | | | | | 0.3 | | |
| | | 11,099,386 | | | | Ginnie Mae Series 2013-H19 FC, 1.068%, 08/20/63 | | | | | 11,119,077 | | | | | | 0.7 | | |
| | | 3,893,821 | | | | Ginnie Mae Series 2013-H20 FB, 1.494%, 08/20/63 | | | | | 3,960,351 | | | | | | 0.3 | | |
| | | 4,733,236 | | | | Ginnie Mae Series 2013-H23 FA, 1.794%, 09/20/63 | | | | | 4,870,665 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 10,174,839 | | | | Ginnie Mae Series 2013-H23 TA, 1.214%, 09/20/63 | | | | $ | 10,244,545 | | | | | | 0.7 | | |
| | | 2,793,200 | | | | Ginnie Mae Series 2014-115 EM, 4.000%, 08/20/44 | | | | | 3,170,279 | | | | | | 0.2 | | |
| | | 1,456,250 | | | | Ginnie Mae Series 2014-118 ZP, 4.000%, 08/20/44 | | | | | 1,581,549 | | | | | | 0.1 | | |
| | | 6,924,606 ^ | | | | Ginnie Mae Series 2014-30 ES, 4.468%, 03/20/40 | | | | | 798,075 | | | | | | 0.1 | | |
| | | 20,564,051 | | | | Ginnie Mae Series 2014-H05 FB, 1.094%, 12/20/63 | | | | | 20,605,517 | | | | | | 1.4 | | |
| | | 13,447,807 | | | | Ginnie Mae Series 2015-10 Q, 2.243%, 10/20/44 | | | | | 13,233,750 | | | | | | 0.9 | | |
| | | 12,125,000 | | | | Ginnie Mae Series 2015-143 B, 3.500%, 04/20/45 | | | | | 12,991,048 | | | | | | 0.9 | | |
| | | 4,767,648 ^ | | | | Ginnie Mae Series 2015-157 PI, 4.000%, 03/20/44 | | | | | 865,573 | | | | | | 0.1 | | |
| | | 101,719,635 | | | | Ginnie Mae Series 2015-H31 FT, 1.144%, 11/20/65 | | | | | 101,415,229 | | | | | | 6.7 | | |
| | | 11,401,873 | | | | Ginnie Mae Series 2016-5 AB, 4.676%, 01/20/46 | | | | | 12,421,319 | | | | | | 0.8 | | |
| | | 33,311,422 | | | | Ginnie Mae Series 2016-H08 FT, 1.214%, 02/20/66 | | | | | 33,281,845 | | | | | | 2.2 | | |
| | | 1,105,951 | | | | Vendee Mortgage Trust 2011-2 DZ, 3.750%, 10/15/41 | | | | | 1,217,835 | | | | | | 0.1 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $743,195,065) | | | | | 755,327,550 | | | | | | 50.0 | | |
| ASSET-BACKED SECURITIES: 0.9% | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities: 0.9% | | ||||||||||||
| | | 2,858,307 | | | | Fannie Mae Grantor Trust 2003-T4 2A6, 4.761%, 07/26/33 | | | | | 3,071,395 | | | | | | 0.2 | | |
| | | 223,033 | | | | Fannie Mae REMIC Trust 2001-W4 AF6, 5.610%, 01/25/32 | | | | | 245,462 | | | | | | 0.0 | | |
| | | 441,672 | | | | Fannie Mae REMIC Trust 2002-W12 AF6, 5.066%, 02/25/33 | | | | | 456,749 | | | | | | 0.0 | | |
| | | 539,902 | | | | Fannie Mae REMIC Trust 2002-W2 AF6, 6.642%, 05/25/32 | | | | | 564,423 | | | | | | 0.1 | | |
| | | 8,467,937 | | | | Fannie Mae REMIC Trust 2003-W16 AF5, 4.565%, 11/25/33 | | | | | 8,854,609 | | | | | | 0.6 | | |
| | | | | | | Total Asset-Backed Securities (Cost $12,753,633) | | | | | 13,192,638 | | | | | | 0.9 | | |
|
Voya GNMA Income Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 1.3% | | ||||||||||||||||||
| | $ | 945,092 | | | | Ginnie Mae Series 2004-23 Z, 5.498%, 03/16/44 | | | | $ | 1,028,433 | | | | | | 0.1 | | |
| | | 16,960,726 ^ | | | | Ginnie Mae Series 2006-67 IO, 0.331%, 11/16/46 | | | | | 130,255 | | | | | | 0.0 | | |
| | | 2,039,825 | | | | Ginnie Mae Series 2007-52 Z, 4.350%, 01/16/48 | | | | | 2,297,416 | | | | | | 0.1 | | |
| | | 1,929,839 | | | | Ginnie Mae Series 2008-39 Z, 4.500%, 02/16/48 | | | | | 2,201,810 | | | | | | 0.1 | | |
| | | 591,556 ^ | | | | Ginnie Mae Series 2008-45 IO, 0.669%, 02/16/48 | | | | | 4,935 | | | | | | 0.0 | | |
| | | 1,492,647 | | | | Ginnie Mae Series 2008-48 Z, 4.865%, 04/16/48 | | | | | 1,559,783 | | | | | | 0.1 | | |
| | | 1,000,000 | | | | Ginnie Mae Series 2009-115 D, 4.601%, 01/16/50 | | | | | 1,113,056 | | | | | | 0.1 | | |
| | | 5,659,731 | | | | Ginnie Mae Series 2009-60 Z, 4.910%, 06/16/49 | | | | | 5,989,126 | | | | | | 0.4 | | |
| | | 8,336,713 ^ | | | | Ginnie Mae Series 2010-122 IO, 0.256%, 02/16/44 | | | | | 258,904 | | | | | | 0.0 | | |
| | | 133,318 ^ | | | | Ginnie Mae Series 2010-123 IA, 1.829%, 10/16/52 | | | | | 6,746 | | | | | | 0.0 | | |
| | | 1,424,503 | | | | Ginnie Mae Series 2011-53 B, 4.397%, 05/16/51 | | | | | 1,553,925 | | | | | | 0.1 | | |
| | | 4,000,000 | | | | Ginnie Mae Series 2011-95 C, 3.526%, 01/16/40 | | | | | 4,178,020 | | | | | | 0.3 | | |
| | | | | | | Total Commercial Mortgage-Backed Securities (Cost $19,888,680) | | | | | 20,322,409 | | | | | | 1.3 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 71.2% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 5.4%## | | ||||||||||||
| | | 417,935 ^ | | | | 7.475%, due 10/25/23 | | | | | 73,936 | | | | | | 0.0 | | |
| | | 70,541,000 | W | | 14.000%, due 10/01/44 | | | | | 73,307,528 | | | | | | 4.8 | | | |
| | | 7,807,641 | | | | 4.000%-9.500%, due 07/01/20-11/01/45 | | | | | 8,505,914 | | | | | | 0.6 | | |
| | | | | | | | | | | | 81,887,378 | | | | | | 5.4 | | |
| | | | | | | Federal National Mortgage Association: 2.0%## | | ||||||||||||
| | | 11,862,000 | W | | 26.000%, due 10/01/44 | | | | | 12,740,530 | | | | | | 0.9 | | | |
| | | 15,582,341 | | | | 4.000%-7.500%, due 07/01/27-05/01/45 | | | | | 17,216,292 | | | | | | 1.1 | | |
| | | | | | | | | | | | 29,956,822 | | | | | | 2.0 | | |
| | | | | | | Government National Mortgage Association: 63.8% | | ||||||||||||
| | | 34,197,579 ^ | | | | 0.030%, due 01/16/51 | | | | | 604,743 | | | | | | 0.0 | | |
| | | 18,389,888 ^ | | | | 0.250%, due 06/20/36 | | | | | 172,549 | | | | | | 0.0 | | |
| | | 97,016,007 | | | | 3.500%, due 05/20/46 | | | | | 103,207,979 | | | | | | 6.8 | | |
| | | 78,669,122 | | | | 3.500%, due 06/20/46 | | | | | 83,711,820 | | | | | | 5.5 | | |
| | | 49,622,889 | | | | 3.500%, due 07/20/46 | | | | | 52,814,165 | | | | | | 3.5 | | |
| | | 55,925,747 | | | | 3.500%, due 08/20/46 | | | | | 59,618,163 | | | | | | 4.0 | | |
| | | 9,986,173 | | | | 3.500%, due 08/20/46 | | | | | 10,696,261 | | | | | | 0.7 | | |
| | | 9,754,556 | | | | 3.750%, due 05/20/42 | | | | | 10,421,503 | | | | | | 0.7 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | Government National Mortgage Association (continued) | | ||||||||||||
| | $ | 8,209,364 | | | | 3.750%, due 05/20/42 | | | | $ | 8,768,325 | | | | | | 0.6 | | |
| | | 6,021,764 | | | | 4.000%, due 07/20/41 | | | | | 6,462,544 | | | | | | 0.4 | | |
| | | 5,720,589 | | | | 4.000%, due 01/20/45 | | | | | 6,234,071 | | | | | | 0.4 | | |
| | | 8,770,727 | | | | 4.000%, due 01/20/46 | | | | | 9,435,944 | | | | | | 0.6 | | |
| | | 8,057,393 | | | | 4.000%, due 03/20/46 | | | | | 8,735,603 | | | | | | 0.6 | | |
| | | 9,005,618 | | | | 4.629%, due 09/20/61 | | | | | 9,993,212 | | | | | | 0.7 | | |
| | | 24,500,000 | W | | 5.000%, due 11/01/46 | | | | | 24,853,144 | | | | | | 1.7 | | | |
| | | 377,832,000 | W | | 16.000%, due 05/20/45 | | | | | 395,838,045 | | | | | | 26.2 | | | |
| | | 69,596,000 | W | | 23.000%, due 07/20/42 | | | | | 73,924,003 | | | | | | 4.9 | | | |
| | | 89,819,839 | | | | 2.598%-7.500%, due 05/15/18-10/20/63 | | | | | 98,199,495 | | | | | | 6.5 | | |
| | | | | | | | | | | | 963,691,569 | | | | | | 63.8 | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $1,067,917,265) | | | | | 1,075,535,769 | | | | | | 71.2 | | |
| U.S. TREASURY OBLIGATIONS: 2.0% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Bonds: 2.0% | | ||||||||||||
| | | 30,000,000 | | | | 1.500%, due 08/15/26 | | | | | 29,730,480 | | | | | | 2.0 | | |
| | | | | | | U.S. Treasury Notes: 0.0% | | ||||||||||||
| | | 512,000 | | | | 1.750%, due 01/31/23 | | | | | 524,250 | | | | | | 0.0 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $30,200,276) | | | | | 30,254,730 | | | | | | 2.0 | | |
| | | | | | | Total Investments in Securities (Cost $1,873,954,919) | | | | $ | 1,894,633,096 | | | | | | 125.4 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (383,830,884) | | | | | | (25.4) | | |
| | | | | | | Net Assets | | | | $ | 1,510,802,212 | | | | | | 100.0 | | |
|
Voya GNMA Income Fund | as of September 30, 2016 (Unaudited) (continued) |
| Gross Unrealized Appreciation | | | | $ | 21,719,627 | | |
| Gross Unrealized Depreciation | | | | | (2,613,433) | | |
| Net Unrealized Appreciation | | | | $ | 19,106,194 | | |
|
| | | 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, 2016 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Collateralized Mortgage Obligations | | | | $ | — | | | | | $ | 755,327,550 | | | | | $ | — | | | | | $ | 755,327,550 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 20,322,409 | | | | | | — | | | | | | 20,322,409 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 30,254,730 | | | | | | — | | | | | | 30,254,730 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 1,075,535,769 | | | | | | — | | | | | | 1,075,535,769 | | |
Asset-Backed Securities | | | | | — | | | | | | 13,192,638 | | | | | | — | | | | | | 13,192,638 | | |
Total Investments, at fair value | | | | $ | — | | | | | $ | 1,894,633,096 | | | | | $ | — | | | | | $ | 1,894,633,096 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 499,052 | | | | | | — | | | | | | — | | | | | | 499,052 | | |
Total Assets | | | | $ | 499,052 | | | | | $ | 1,894,633,096 | | | | | $ | — | | | | | $ | 1,895,132,148 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | $ | (351,304) | | | | | $ | — | | | | | $ | — | | | | | $ | (351,304) | | |
Total Liabilities | | | | $ | (351,304) | | | | | $ | — | | | | | $ | — | | | | | $ | (351,304) | | |
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Short Contracts | | | | | | ||||||||||||||||||||
U.S. Treasury 10-Year Note | | | | | (811) | | | | | | 12/20/16 | | | | | $ | (106,342,375) | | | | | $ | (136,566) | | |
U.S. Treasury 2-Year Note | | | | | (686) | | | | | | 12/30/16 | | | | | | (149,869,569) | | | | | | (1,283) | | |
U.S. Treasury 5-Year Note | | | | | (766) | | | | | | 12/30/16 | | | | | | (93,080,973) | | | | | | (213,455) | | |
U.S. Treasury Long Bond | | | | | (201) | | | | | | 12/20/16 | | | | | | (33,799,406) | | | | | | 499,052 | | |
| | | | | | | | | | | | | | | | $ | (383,092,323) | | | | | $ | 147,748 | | |
|
Voya GNMA Income Fund | as of September 30, 2016 (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* | | | | $ | 499,052 | | |
Total Asset Derivatives | | | | | | | $ | 499,052 | | |
Liability Derivatives | | | | |||||||
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 351,304 | | |
Total Liability Derivatives | | | | | | | $ | 351,304 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Interest rate contracts | | | | $ | (2,277,436) | | |
Total | | | | $ | (2,277,436) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Interest rate contracts | | | | $ | (345,015) | | |
Total | | | | $ | (345,015) | | |
|
Voya High Yield Bond Fund | as of September 30, 2016 (Unaudited) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 96.0% | | ||||||||||||||||||
| | | | | | | Basic Materials: 7.2% | | ||||||||||||
| | $ | 1,400,000 | # | | Anglo American Capital PLC, 4.875%, 05/14/25 | | | | $ | 1,435,000 | | | | | | 0.2 | | | |
| | | 2,740,000 | | | | ArcelorMittal, 6.125%-6.500%, 03/01/21-06/01/25 | | | | | 3,034,050 | | | | | | 0.4 | | |
| | | 1,635,000 | # | | Aruba Investments, Inc., 8.750%, 02/15/23 | | | | | 1,675,875 | | | | | | 0.2 | | | |
| | | 2,120,000 | # | | Axalta Coating Systems LLC, 4.875%, 08/15/24 | | | | | 2,176,975 | | | | | | 0.3 | | | |
| | | 485,000 | # | | BlueScope Steel Finance Ltd/BlueScope Steel Finance USA LLC, 6.500%, 05/15/21 | | | | | 514,100 | | | | | | 0.1 | | | |
| | | 1,470,000 | # | | Cascades, Inc., 5.500%, 07/15/22 | | | | | 1,501,237 | | | | | | 0.2 | | | |
| | | 920,000 | # | | Constellium NV, 5.750%, 05/15/24 | | | | | 855,600 | | | | | | 0.1 | | | |
| | | 500,000 | # | | Constellium NV, 7.875%, 04/01/21 | | | | | 535,000 | | | | | | 0.1 | | | |
| | | 2,105,000 | # | | Evolution Escrow Issuer LLC, 7.500%, 03/15/22 | | | | | 1,931,338 | | | | | | 0.3 | | | |
| | | 4,600,000 | | | | Freeport-McMoRan, Inc., 4.550%-5.450%, 11/14/24-03/15/43 | | | | | 3,960,750 | | | | | | 0.6 | | |
| | | 2,800,000 | # | | INEOS Group Holdings SA, 5.625%, 08/01/24 | | | | | 2,754,500 | | | | | | 0.4 | | | |
| | | 2,100,000 | # | | Kraton Polymers LLC / Kraton Polymers Capital Corp., 10.500%, 04/15/23 | | | | | 2,394,000 | | | | | | 0.3 | | | |
| | | 485,000 | # | | PQ Corp., 6.750%, 11/15/22 | | | | | 515,313 | | | | | | 0.1 | | | |
| | | 2,320,000 | # | | Rayonier AM Products, Inc., 5.500%, 06/01/24 | | | | | 2,134,400 | | | | | | 0.3 | | | |
| | | 1,860,000 | # | | SPCM SA, 6.000%, 01/15/22 | | | | | 1,948,350 | | | | | | 0.3 | | | |
| | | 5,860,000 | | | | Teck Resources Ltd., 4.500%-5.200%, 01/15/21-03/01/42 | | | | | 5,448,684 | | | | | | 0.8 | | |
| | | 1,500,000 | # | | Unifrax I LLC / Unifrax Holding Co., 7.500%, 02/15/19 | | | | | 1,410,000 | | | | | | 0.2 | | | |
| | | 1,120,000 | # | | Valvoline, Inc., 5.500%, 07/15/24 | | | | | 1,176,000 | | | | | | 0.2 | | | |
| | | 1,605,000 | # | | WR Grace & Co-Conn, 5.125%, 10/01/21 | | | | | 1,709,325 | | | | | | 0.2 | | | |
| | | 555,000 | # | | WR Grace & Co-Conn, 5.625%, 10/01/24 | | | | | 607,031 | | | | | | 0.1 | | | |
| | | 14,565,000 | | | | Other Securities(a) | | | | | 12,372,661 | | | | | | 1.8 | | |
| | | | | | | | | | | | 50,090,189 | | | | | | 7.2 | | |
| | | | | | | Communications: 19.7% | | ||||||||||||
| | | 600,000 | # | | Altice Financing SA, 6.500%, 01/15/22 | | | | | 635,250 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Communications (continued) | | ||||||||||||
| | $ | 905,000 | # | | Altice Financing SA, 6.625%, 02/15/23 | | | | $ | 932,150 | | | | | | 0.1 | | | |
| | | 1,000,000 | # | | Altice Finco SA, 8.125%, 01/15/24 | | | | | 1,040,000 | | | | | | 0.2 | | | |
| | | 2,470,000 | # | | Altice SA, 7.625%, 02/15/25 | | | | | 2,550,275 | | | | | | 0.4 | | | |
| | | 2,170,000 | # | | Altice SA, 7.750%, 05/15/22 | | | | | 2,324,612 | | | | | | 0.3 | | | |
| | | 1,860,000 | # | | Anna Merger Sub, Inc., 7.750%, 10/01/22 | | | | | 1,539,150 | | | | | | 0.2 | | | |
| | | 750,000 | | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.250%, 03/15/21 | | | | | 780,863 | | | | | | 0.1 | | |
| | | 1,115,000 | # | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/23 | | | | | 1,166,569 | | | | | | 0.2 | | | |
| | | 1,120,000 | # | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.500%, 05/01/26 | | | | | 1,176,000 | | | | | | 0.2 | | | |
| | | 2,895,000 | # | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 02/15/26 | | | | | 3,075,937 | | | | | | 0.4 | | | |
| | | 1,500,000 | # | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.875%, 04/01/24 | | | | | 1,604,100 | | | | | | 0.2 | | | |
| | | 2,495,000 | | | | CenturyLink, Inc., 5.800%, 03/15/22 | | | | | 2,566,731 | | | | | | 0.4 | | |
| | | 2,725,000 | | | | CenturyLink, Inc., 5.625%-7.500%, 04/01/20-04/01/24 | | | | | 2,897,813 | | | | | | 0.4 | | |
| | | 955,000 | # | | Cequel Communications Holdings I LLC / Cequel Capital Corp., 5.125%, 12/15/21 | | | | | 959,775 | | | | | | 0.1 | | | |
| | | 3,135,000 | | | | Clear Channel Worldwide Holdings, Inc., 6.500%-7.625%, 03/15/20-11/15/22 | | | | | 3,160,850 | | | | | | 0.5 | | |
| | | 1,740,000 | # | | CommScope Tech Finance LLC, 6.000%, 06/15/25 | | | | | 1,863,975 | | | | | | 0.3 | | | |
| | | 2,585,000 | | | | CSC Holdings LLC, 5.250%, 06/01/24 | | | | | 2,462,212 | | | | | | 0.4 | | |
| | | 1,560,000 | # | | DISH DBS Corp., 7.750%, 07/01/26 | | | | | 1,661,400 | | | | | | 0.2 | | | |
| | | 5,890,000 | | | | DISH DBS Corp., 5.000%-6.750%, 05/01/20-11/15/24 | | | | | 6,026,850 | | | | | | 0.9 | | |
| | | 5,165,000 | | | | Frontier Communications Corp., 7.625%-11.000%, 09/15/20-09/15/25 | | | | | 5,347,769 | | | | | | 0.8 | | |
| | | 1,685,000 | # | | Gray Television, Inc., 5.125%, 10/15/24 | | | | | 1,657,619 | | | | | | 0.2 | | |
Voya High Yield Bond Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Communications (continued) | | ||||||||||||
| | $ | 1,500,000 | # | | Level 3 Financing, Inc., 5.250%, 03/15/26 | | | | $ | 1,552,500 | | | | | | 0.2 | | | |
| | | 2,995,000 | | | | Level 3 Financing, Inc., 5.125%-5.375%, 05/01/23-01/15/24 | | | | | 3,115,206 | | | | | | 0.5 | | |
| | | 2,598,000 | | | | Mediacom Broadband LLC / Mediacom Broadband Corp., 6.375%, 04/01/23 | | | | | 2,753,880 | | | | | | 0.4 | | |
| | | 1,750,000 | # | | Midcontinent Communications & Midcontinent Finance Corp., 6.250%, 08/01/21 | | | | | 1,841,875 | | | | | | 0.3 | | | |
| | | 1,000,000 | # | | Midcontinent Communications & Midcontinent Finance Corp., 6.875%, 08/15/23 | | | | | 1,070,000 | | | | | | 0.1 | | | |
| | | 1,375,000 | # | | Neptune Finco Corp., 6.625%, 10/15/25 | | | | | 1,495,312 | | | | | | 0.2 | | | |
| | | 2,530,000 | # | | Neptune Finco Corp., 10.875%, 10/15/25 | | | | | 2,966,425 | | | | | | 0.4 | | | |
| | | 2,800,000 | | | | Netflix, Inc., 5.750%-5.875%, 03/01/24-02/15/25 | | | | | 3,033,750 | | | | | | 0.4 | | |
| | | 2,100,000 | # | | Nexstar Escrow Corp., 5.625%, 08/01/24 | | | | | 2,121,000 | | | | | | 0.3 | | | |
| | | 575,000 | # | | Nielsen Finance LLC / Nielsen Finance Co., 5.000%, 04/15/22 | | | | | 595,844 | | | | | | 0.1 | | | |
| | | 2,925,000 | # | | Numericable Group SA, 6.250%, 05/15/24 | | | | | 2,916,816 | | | | | | 0.4 | | | |
| | | 1,800,000 | # | | Numericable-SFR SA, 7.375%, 05/01/26 | | | | | 1,842,192 | | | | | | 0.3 | | | |
| | | 1,750,000 | # | | SFR Group SA, 6.000%, 05/15/22 | | | | | 1,791,562 | | | | | | 0.3 | | | |
| | | 2,230,000 | # | | Plantronics, Inc., 5.500%, 05/31/23 | | | | | 2,302,475 | | | | | | 0.3 | | | |
| | | 665,000 | # | | Sable International Finance Ltd., 6.875%, 08/01/22 | | | | | 693,262 | | | | | | 0.1 | | | |
| | | 500,000 | # | | Sirius XM Radio, Inc., 5.375%, 07/15/26 | | | | | 515,000 | | | | | | 0.1 | | | |
| | | 1,060,000 | # | | Sirius XM Radio, Inc., 5.750%, 08/01/21 | | | | | 1,110,112 | | | | | | 0.2 | | | |
| | | 1,660,000 | # | | Sirius XM Radio, Inc., 6.000%, 07/15/24 | | | | | 1,774,125 | | | | | | 0.2 | | | |
| | | 1,400,000 | | | | Sprint Capital Corp., 6.875%, 11/15/28 | | | | | 1,324,750 | | | | | | 0.2 | | |
| | | 5,110,000 | | | | Sprint Corp., 7.125%, 06/15/24 | | | | | 5,007,800 | | | | | | 0.7 | | |
| | | 3,250,000 | | | | Sprint Corp., 7.250%, 09/15/21 | | | | | 3,282,500 | | | | | | 0.5 | | |
| | | 3,000,000 | | | | Sprint Nextel Corp., 6.000%, 11/15/22 | | | | | 2,823,750 | | | | | | 0.4 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Communications (continued) | | ||||||||||||
| | $ | 665,000 | # | | Sprint Nextel Corp., 9.000%, 11/15/18 | | | | $ | 735,656 | | | | | | 0.1 | | | |
| | | 850,000 | # | | TEGNA, Inc., 5.500%, 09/15/24 | | | | | 880,812 | | | | | | 0.1 | | | |
| | | 8,410,000 | | | | T-Mobile USA, Inc., 5.250%-6.836%, 09/01/18-01/15/26 | | | | | 8,972,735 | | | | | | 1.3 | | |
| | | 2,500,000 | | | | Tribune Media Co., 5.875%, 07/15/22 | | | | | 2,542,188 | | | | | | 0.4 | | |
| | | 3,000,000 | # | | Univision Communications, Inc., 5.125%, 05/15/23 | | | | | 3,052,500 | | | | | | 0.5 | | | |
| | | 250,000 | # | | Univision Communications, Inc., 5.125%, 02/15/25 | | | | | 252,500 | | | | | | 0.0 | | | |
| | | 2,360,000 | # | | West Corp., 5.375%, 07/15/22 | | | | | 2,321,650 | | | | | | 0.3 | | | |
| | | 1,200,000 | # | | Wind Acquisition Finance SA, 4.750%, 07/15/20 | | | | | 1,221,000 | | | | | | 0.2 | | | |
| | | 1,310,000 | # | | Wind Acquisition Finance SA, 7.375%, 04/23/21 | | | | | 1,373,863 | | | | | | 0.2 | | | |
| | | 3,545,000 | | | | Windstream Corp., 7.500%-7.750%, 10/15/20-04/01/23 | | | | | 3,500,700 | | | | | | 0.5 | | |
| | | 21,537,000 | | | | Other Securities | | | | | 20,335,645 | | | | | | 2.9 | | |
| | | | | | | | | | | | 136,549,285 | | | | | | 19.7 | | |
| | | | | | | Conglomerates: 0.2% | | ||||||||||||
| | | 1,488,636 | | | | Other Securities | | | | | 1,506,546 | | | | | | 0.2 | | |
| | | | | | | Consumer, Cyclical: 15.4% | | ||||||||||||
| | | 2,220,000 | # | | Adient Global Holdings Ltd, 4.875%, 08/15/26 | | | | | 2,225,550 | | | | | | 0.3 | | | |
| | | 2,050,000 | # | | American Tire Distributors, Inc., 10.250%, 03/01/22 | | | | | 1,875,750 | | | | | | 0.3 | | | |
| | | 2,345,000 | | | | Asbury Automotive Group, Inc., 6.000%, 12/15/24 | | | | | 2,427,075 | | | | | | 0.3 | | |
| | | 2,070,000 | # | | Ashton Woods USA LLC, 6.875%, 02/15/21 | | | | | 2,018,250 | | | | | | 0.3 | | | |
| | | 2,320,000 | | | | Boyd Gaming Corp., 6.875%, 05/15/23 | | | | | 2,529,751 | | | | | | 0.4 | | |
| | | 245,000 | # | | Boyd Gaming Corp., 6.375%, 04/01/26 | | | | | 263,988 | | | | | | 0.0 | | | |
| | | 2,670,000 | | | | Caesars Entertainment Resort Properties LLC / Caesars Entertainment Resort Prope, 8.000%, 10/01/20 | | | | | 2,773,462 | | | | | | 0.4 | | |
| | | 2,425,000 | | | | Caleres, Inc., 6.250%, 08/15/23 | | | | | 2,529,275 | | | | | | 0.4 | | |
| | | 1,535,000 | # | | Carlson Wagonlit BV, 6.875%, 06/15/19 | | | | | 1,591,422 | | | | | | 0.2 | | | |
| | | 1,300,000 | # | | Carmike Cinemas, Inc., 6.000%, 06/15/23 | | | | | 1,358,500 | | | | | | 0.2 | | |
Voya High Yield Bond Fund | as of September 30, 2016 (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 | | | | $ | 861,300 | | | | | | 0.1 | | | |
| | | 415,000 | | | | Dollar Tree, Inc., 5.250%, 03/01/20 | | | | | 432,638 | | | | | | 0.1 | | |
| | | 2,585,000 | | | | Dollar Tree, Inc., 5.750%, 03/01/23 | | | | | 2,795,031 | | | | | | 0.4 | | |
| | | 2,095,000 | # | | EMI Music Publishing Group North America Holdings, Inc., 7.625%, 06/15/24 | | | | | 2,275,694 | | | | | | 0.3 | | | |
| | | 825,000 | # | | Guitar Center, Inc., 6.500%, 04/15/19 | | | | | 730,125 | | | | | | 0.1 | | | |
| | | 900,000 | # | | Guitar Center, Inc., 9.625%, 04/15/20 | | | | | 669,375 | | | | | | 0.1 | | | |
| | | 1,400,000 | # | | HD Supply, Inc., 5.250%, 12/15/21 | | | | | 1,485,750 | | | | | | 0.2 | | | |
| | | 375,000 | # | | HD Supply, Inc., 5.750%, 04/15/24 | | | | | 394,687 | | | | | | 0.1 | | | |
| | | 2,690,000 | # | | Hot Topic, Inc., 9.250%, 06/15/21 | | | | | 2,864,850 | | | | | | 0.4 | | | |
| | | 860,000 | # | | International Game Technology PLC, 5.625%, 02/15/20 | | | | | 916,975 | | | | | | 0.1 | | | |
| | | 900,000 | # | | International Game Technology PLC, 6.250%, 02/15/22 | | | | | 962,442 | | | | | | 0.2 | | | |
| | | 865,000 | # | | International Game Technology PLC, 6.500%, 02/15/25 | | | | | 936,363 | | | | | | 0.1 | | | |
| | | 520,000 | # | | JC Penney Corp., Inc., 5.875%, 07/01/23 | | | | | 542,100 | | | | | | 0.1 | | | |
| | | 1,040,000 | # | | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.000%, 06/01/24 | | | | | 1,089,400 | | | | | | 0.1 | | | |
| | | 1,040,000 | # | | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.250%, 06/01/26 | | | | | 1,102,400 | | | | | | 0.2 | | | |
| | | 475,000 | # | | Landry’s, Inc., 6.750%, 10/15/24 | | | | | 484,500 | | | | | | 0.1 | | | |
| | | 2,000,000 | # | | MCE Finance Ltd., 5.000%, 02/15/21 | | | | | 2,015,384 | | | | | | 0.3 | | | |
| | | 4,500,000 | | | | MGM Resorts International, 5.250%-7.750%, 03/31/20-03/15/23 | | | | | 4,988,750 | | | | | | 0.7 | | |
| | | 1,678,000 | # | | Michaels Stores, Inc., 5.875%, 12/15/20 | | | | | 1,743,023 | | | | | | 0.2 | | | |
| | | 750,000 | # | | National CineMedia LLC, 5.750%, 08/15/26 | | | | | 780,000 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | $ | 750,000 | # | | NCL Corp. Ltd., 5.250%, 11/15/19 | | | | $ | 761,250 | | | | | | 0.1 | | | |
| | | 250,000 | # | | Neiman Marcus Group LLC., 8.000%, 10/15/21 | | | | | 208,750 | | | | | | 0.0 | | | |
| | | 1,750,000 | #,& | | Neiman Marcus Group LLC., 8.750%, 10/15/21 | | | | | 1,391,250 | | | | | | 0.2 | | | |
| | | 3,095,000 | # | | PetSmart, Inc., 7.125%, 03/15/23 | | | | | 3,257,487 | | | | | | 0.5 | | | |
| | | 2,085,000 | # | | Rite Aid Corp., 6.125%, 04/01/23 | | | | | 2,254,406 | | | | | | 0.3 | | | |
| | | 240,000 | # | | Rite Aid Corp., 6.875%, 12/15/28 | | | | | 295,200 | | | | | | 0.1 | | | |
| | | 560,000 | # | | Rivers Pittsburgh Borrower L.P./Rivers Pittsburgh Finance Corp., 6.125%, 08/15/21 | | | | | 579,600 | | | | | | 0.1 | | | |
| | | 2,435,000 | # | | RSI Home Products, Inc., 6.500%, 03/15/23 | | | | | 2,581,100 | | | | | | 0.4 | | | |
| | | 2,000,000 | # | | Schaeffler Finance BV, 4.250%, 05/15/21 | | | | | 2,060,000 | | | | | | 0.3 | | | |
| | | 47,637 | #,& | | Schaeffler Holding Finance BV, 6.750%, 11/15/22 | | | | | 54,664 | | | | | | 0.0 | | | |
| | | 150,864 | #,& | | Schaeffler Holding Finance BV, 6.875%, 08/15/18 | | | | | 153,896 | | | | | | 0.0 | | | |
| | | 790,000 | # | | Scientific Games International, Inc., 7.000%, 01/01/22 | | | | | 839,375 | | | | | | 0.1 | | | |
| | | 1,450,000 | # | | Tops Holding LLC / Tops Markets II Corp., 8.000%, 06/15/22 | | | | | 1,312,250 | | | | | | 0.2 | | | |
| | | 1,830,000 | # | | Viking Cruises Ltd., 8.500%, 10/15/22 | | | | | 1,884,900 | | | | | | 0.3 | | | |
| | | 745,000 | # | | WMG Acquisition Corp., 5.625%, 04/15/22 | | | | | 773,869 | | | | | | 0.1 | | | |
| | | 1,960,000 | # | | WMG Acquisition Corp., 6.750%, 04/15/22 | | | | | 2,087,400 | | | | | | 0.3 | | | |
| | | 1,120,000 | # | | Wolverine World Wide, Inc., 5.000%, 09/01/26 | | | | | 1,134,000 | | | | | | 0.2 | | | |
| | | 35,759,000 | | | | Other Securities | | | | | 37,511,896 | | | | | | 5.4 | | |
| | | | | | | | | | | | 106,805,103 | | | | | | 15.4 | | |
| | | | | | | Consumer, Non-cyclical: 19.1% | | ||||||||||||
| | | 2,615,000 | # | | Albertsons Cos LLC / Safeway, Inc. / New Albertson’s, Inc. / Albertson’s LLC, 6.625%, 06/15/24 | | | | | 2,726,137 | | | | | | 0.4 | | | |
| | | 830,000 | # | | Alere, Inc., 6.375%, 07/01/23 | | | | | 850,750 | | | | | | 0.1 | | |
Voya High Yield Bond Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | $ | 3,015,000 | | | | Amsurg Corp., 5.625%, 11/30/20-07/15/22 | | | | $ | 3,098,681 | | | | | | 0.4 | | |
| | | 2,500,000 | # | | Ashtead Capital, Inc., 6.500%, 07/15/22 | | | | | 2,640,625 | | | | | | 0.4 | | | |
| | | 1,320,000 | #,& | | BI-LO LLC / BI-LO Finance Corp., 8.625%, 09/15/18 | | | | | 841,500 | | | | | | 0.1 | | | |
| | | 1,335,000 | # | | BI-LO LLC / BI-LO Finance Corp., 9.250%, 02/15/19 | | | | | 1,153,106 | | | | | | 0.2 | | | |
| | | 1,250,000 | # | | Brand Energy & Infrastructure Services, Inc., 8.500%, 12/01/21 | | | | | 1,256,250 | | | | | | 0.2 | | | |
| | | 1,836,000 | # | | Bumble Bee Holdings, Inc., 9.000%, 12/15/17 | | | | | 1,849,770 | | | | | | 0.3 | | | |
| | | 1,930,000 | # | | C&S Group Enterprises LLC, 5.375%, 07/15/22 | | | | | 1,910,700 | | | | | | 0.3 | | | |
| | | 1,875,000 | #,& | | Capsugel SA, 7.000%, 05/15/19 | | | | | 1,880,863 | | | | | | 0.3 | | | |
| | | 1,745,000 | # | | CEB, Inc., 5.625%, 06/15/23 | | | | | 1,723,187 | | | | | | 0.2 | | | |
| | | 2,955,000 | | | | Centene Corp., 5.625%-6.125%, 02/15/21-02/15/24 | | | | | 3,173,625 | | | | | | 0.5 | | |
| | | 2,960,000 | | | | Cott Beverages, Inc., 5.375%-6.750%, 01/01/20-07/01/22 | | | | | 3,081,275 | | | | | | 0.4 | | |
| | | 2,165,000 | # | | Envision Healthcare Corp., 5.125%, 07/01/22 | | | | | 2,165,000 | | | | | | 0.3 | | | |
| | | 2,600,000 | # | | FAGE International SA/ FAGE USA Dairy Industry, Inc., 5.625%, 08/15/26 | | | | | 2,684,500 | | | | | | 0.4 | | | |
| | | 3,620,000 | | | | HCA Holdings, Inc., 6.250%, 02/15/21 | | | | | 3,936,750 | | | | | | 0.6 | | |
| | | 4,315,000 | | | | HCA, Inc., 5.375%, 02/01/25 | | | | | 4,460,631 | | | | | | 0.6 | | |
| | | 2,880,000 | | | | HCA, Inc., 5.250%-7.500%, 02/15/22-04/15/25 | | | | | 3,224,250 | | | | | | 0.5 | | |
| | | 2,380,000 | | | | HealthSouth Corp., 5.750%, 11/01/24 | | | | | 2,476,676 | | | | | | 0.4 | | |
| | | 520,000 | # | | Herc Rentals, Inc., 7.500%, 06/01/22 | | | | | 539,500 | | | | | | 0.1 | | | |
| | | 520,000 | # | | Herc Rentals, Inc., 7.750%, 06/01/24 | | | | | 535,600 | | | | | | 0.0 | | | |
| | | 835,000 | # | | Hertz Corp., 5.500%, 10/15/24 | | | | | 832,912 | | | | | | 0.1 | | | |
| | | 2,305,000 | # | | Hill-Rom Holdings, Inc., 5.750%, 09/01/23 | | | | | 2,471,651 | | | | | | 0.4 | | | |
| | | 2,095,000 | # | | Jaguar Holding Co. II / Pharmaceutical Product Development LLC, 6.375%, 08/01/23 | | | | | 2,184,038 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | $ | 830,000 | # | | JBS USA LLC / JBS USA Finance, Inc., 5.750%, 06/15/25 | | | | $ | 819,625 | | | | | | 0.1 | | | |
| | | 1,150,000 | # | | JBS USA LLC / JBS USA Finance, Inc., 7.250%, 06/01/21 | | | | | 1,187,375 | | | | | | 0.2 | | | |
| | | 1,250,000 | # | | JBS USA LLC, 5.875%, 07/15/24 | | | | | 1,250,000 | | | | | | 0.2 | | | |
| | | 2,700,000 | # | | KeHE Distributors LLC / KeHE Finance Corp., 7.625%, 08/15/21 | | | | | 2,679,750 | | | | | | 0.4 | | | |
| | | 1,960,000 | # | | Live Nation Entertainment, Inc., 5.375%, 06/15/22 | | | | | 2,033,500 | | | | | | 0.3 | | | |
| | | 1,975,000 | # | | Logo Merger Sub Corp., 8.375%, 10/15/20 | | | | | 2,014,500 | | | | | | 0.3 | | | |
| | | 2,080,000 | # | | Midas Intermediate Holdco II LLC / Midas Intermediate Holdco II Finance, Inc., 7.875%, 10/01/22 | | | | | 2,126,800 | | | | | | 0.3 | | | |
| | | 3,145,000 | # | | MPH Acquisition Holdings LLC, 7.125%, 06/01/24 | | | | | 3,388,738 | | | | | | 0.5 | | | |
| | | 1,500,000 | # | | Mustang Merger Corp., 8.500%, 08/15/21 | | | | | 1,603,125 | | | | | | 0.2 | | | |
| | | 785,000 | # | | NBTY, Inc., 7.625%, 05/15/21 | | | | | 804,484 | | | | | | 0.1 | | | |
| | | 1,965,000 | # | | Pinnacle Foods Finance LLC / Pinnacle Foods Finance Corp., 5.875%, 01/15/24 | | | | | 2,107,463 | | | | | | 0.3 | | | |
| | | 600,000 | # | | Post Holdings, Inc., 5.000%, 08/15/26 | | | | | 598,500 | | | | | | 0.1 | | | |
| | | 1,400,000 | # | | Post Holdings, Inc., 7.750%, 03/15/24 | | | | | 1,575,000 | | | | | | 0.2 | | | |
| | | 1,150,000 | # | | Post Holdings, Inc., 8.000%, 07/15/25 | | | | | 1,321,781 | | | | | | 0.2 | | | |
| | | 1,800,000 | # | | Quorum Health Corp., 11.625%, 04/15/23 | | | | | 1,503,000 | | | | | | 0.2 | | | |
| | | 1,960,000 | # | | Revlon Consumer Products Corp., 6.250%, 08/01/24 | | | | | 2,028,600 | | | | | | 0.3 | | | |
| | | 1,050,000 | # | | Shearer’s Foods, LLC / Chip Fin Corp., 9.000%, 11/01/19 | | | | | 1,105,388 | | | | | | 0.2 | | | |
| | | 2,040,000 | # | | Sterigenics-Nordion Holdings LLC, 6.500%, 05/15/23 | | | | | 2,126,700 | | | | | | 0.3 | | | |
| | | 440,000 | # | | Team Health, Inc., 7.250%, 12/15/23 | | | | | 474,650 | | | | | | 0.1 | | | |
| | | 5,885,000 | | | | Tenet Healthcare Corp., 6.000%-8.125%, 02/01/20-06/15/23 | | | | | 5,791,450 | | | | | | 0.8 | | |
Voya High Yield Bond Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | $ | 779,000 | # | | The Nielsen Co. Luxembourg SARL, 5.500%, 10/01/21 | | | | $ | 814,055 | | | | | | 0.1 | | | |
| | | 3,285,000 | | | | United Rentals North America, Inc., 5.750%-7.625%, 04/15/22-11/15/24 | | | | | 3,464,950 | | | | | | 0.5 | | |
| | | 1,575,000 | # | | US Foods, Inc., 5.875%, 06/15/24 | | | | | 1,645,875 | | | | | | 0.2 | | | |
| | | 2,750,000 | # | | Valeant Pharmaceuticals International, Inc., 5.500%, 03/01/23 | | | | | 2,365,000 | | | | | | 0.3 | | | |
| | | 2,000,000 | # | | Valeant Pharmaceuticals International, Inc., 7.500%, 07/15/21 | | | | | 1,942,500 | | | | | | 0.3 | | | |
| | | 1,500,000 | # | | Valeant Pharmaceuticals International, 6.750%, 08/15/18 | | | | | 1,515,000 | | | | | | 0.2 | | | |
| | | 1,025,000 | # | | Valeant Pharmaceuticals International, 6.750%, 08/15/21 | | | | | 968,625 | | | | | | 0.2 | | | |
| | | 2,575,000 | # | | Vizient, Inc., 10.375%, 03/01/24 | | | | | 2,961,250 | | | | | | 0.4 | | | |
| | | 990,000 | # | | VPI Escrow Corp., 6.375%, 10/15/20 | | | | | 933,075 | | | | | | 0.1 | | | |
| | | 1,620,000 | # | | VRX Escrow Corp., 5.375%, 03/15/20 | | | | | 1,506,600 | | | | | | 0.2 | | | |
| | | 995,000 | # | | VRX Escrow Corp., 5.875%, 05/15/23 | | | | | 865,083 | | | | | | 0.2 | | | |
| | | 920,000 | # | | VRX Escrow Corp., 6.125%, 04/15/25 | | | | | 794,650 | | | | | | 0.1 | | | |
| | | 23,217,083 | | | | Other Securities | | | | | 23,939,189 | | | | | | 3.5 | | |
| | | | | | | | | | | | 131,954,258 | | | | | | 19.1 | | |
| | | | | | | Diversified: 0.4% | | ||||||||||||
| | | 715,000 | #,& | | Carlson Travel Holdings, Inc., 7.500%, 08/15/19 | | | | | 711,425 | | | | | | 0.1 | | | |
| | | 2,000,000 | # | | Dematic SA / DH Services Luxembourg Sarl, 7.750%, 12/15/20 | | | | | 2,095,000 | | | | | | 0.3 | | | |
| | | | | | | | | | | | 2,806,425 | | | | | | 0.4 | | |
| | | | | | | Energy: 10.5% | | ||||||||||||
| | | 960,000 | # | | Antero Midstream Partners L.P. / Antero Midstream Finance Corp., 5.375%, 09/15/24 | | | | | 974,400 | | | | | | 0.1 | | | |
| | | 2,750,000 | | | | Antero Resources Corp., 5.125%, 12/01/22 | | | | | 2,784,375 | | | | | | 0.4 | | |
| | | 1,460,000 | # | | California Resources Corp., 8.000%, 12/15/22 | | | | | 978,200 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Energy (continued) | | ||||||||||||
| | $ | 715,000 | # | | Callon Petroleum Co., 6.125%, 10/01/24 | | | | $ | 741,812 | | | | | | 0.1 | | | |
| | | 4,820,000 | | | | Chesapeake Energy Corp., 6.125%-7.250%, 12/15/18-02/15/21 | | | | | 4,663,800 | | | | | | 0.7 | | |
| | | 560,000 | # | | Extraction Oil & Gas Holdings LLC / Extraction Finance Corp., 7.875%, 07/15/21 | | | | | 583,800 | | | | | | 0.1 | | | |
| | | 820,000 | # | | Halcon Resources Corp., 8.625%, 02/01/20 | | | | | 826,150 | | | | | | 0.1 | | | |
| | | 1,750,000 | # | | Hilcorp Energy I L.P./Hilcorp Finance Co., 5.000%, 12/01/24 | | | | | 1,684,375 | | | | | | 0.2 | | | |
| | | 1,120,000 | # | | Holly Energy Partners L.P. / Holly Energy Finance Corp., 6.000%, 08/01/24 | | | | | 1,164,800 | | | | | | 0.2 | | | |
| | | 1,135,000 | # | | Lonestar Resources America, Inc., 8.750%, 04/15/19 | | | | | 720,725 | | | | | | 0.1 | | | |
| | | 560,000 | # | | Parsley Energy LLC / Parsley Finance Corp., 6.250%, 06/01/24 | | | | | 581,000 | | | | | | 0.1 | | | |
| | | 480,000 | # | | PDC Energy, Inc., 6.125%, 09/15/24 | | | | | 500,400 | | | | | | 0.1 | | | |
| | | 1,050,000 | # | | Range Resources Corp., 5.875%, 07/01/22 | | | | | 1,065,750 | | | | | | 0.2 | | | |
| | | 1,950,000 | # | | Rockies Express Pipeline, LLC, 5.625%, 04/15/20 | | | | | 2,067,000 | | | | | | 0.3 | | | |
| | | 1,190,000 | # | | Sabine Pass Liquefaction LLC, 5.000%, 03/15/27 | | | | | 1,222,725 | | | | | | 0.2 | | | |
| | | 260,000 | # | | Sabine Pass Liquefaction LLC, 5.875%, 06/30/26 | | | | | 283,562 | | | | | | 0.0 | | | |
| | | 520,000 | # | | SunCoke Energy Partners L.P. / SunCoke Energy Partners Finance Corp., 7.375%, 02/01/20 | | | | | 488,800 | | | | | | 0.1 | | | |
| | | 500,000 | # | | SunCoke Energy Partners L.P. / SunCoke Energy Partners Finance Corp., 7.375%, 02/01/20 | | | | | 470,000 | | | | | | 0.1 | | | |
| | | 405,000 | # | | SunCoke Energy Partners L.P. / SunCoke Energy Partners Finance Corp., 7.375%, 02/01/20 | | | | | 380,700 | | | | | | 0.0 | | | |
| | | 2,225,000 | # | | Sunoco L.P. / Sunoco Finance Corp., 6.375%, 04/01/23 | | | | | 2,297,313 | | | | | | 0.3 | | |
Voya High Yield Bond Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Energy (continued) | | ||||||||||||
| | $ | 3,750,000 | | | | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 5.250%, 05/01/23 | | | | $ | 3,815,625 | | | | | | 0.6 | | |
| | | 2,950,000 | | | | Tesoro Logistics L.P. / Tesoro Logistics Finance Corp., 6.125%-6.375%, 10/15/21-05/01/24 | | | | | 3,116,125 | | | | | | 0.4 | | |
| | | 2,750,000 | | | | Whiting Petroleum Corp., 5.750%, 03/15/21 | | | | | 2,585,000 | | | | | | 0.4 | | |
| | | 3,240,000 | | | | WPX Energy, Inc., 6.000%, 01/15/22 | | | | | 3,215,700 | | | | | | 0.5 | | |
| | | 37,837,000 | | | | Other Securities | | | | | 35,354,833 | | | | | | 5.1 | | |
| | | | | | | | | | | | 72,566,970 | | | | | | 10.5 | | |
| | | | | | | Financial: 5.9% | | ||||||||||||
| | | 2,300,000 | # | | Alliance Data Systems Corp., 5.375%, 08/01/22 | | | | | 2,254,000 | | | | | | 0.3 | | | |
| | | 2,600,000 | | | | Ally Financial, Inc., 5.750%, 11/20/25 | | | | | 2,730,000 | | | | | | 0.4 | | |
| | | 2,235,000 | | | | Ally Financial, Inc., 7.500%-8.000%, 03/15/20-09/15/20 | | | | | 2,551,575 | | | | | | 0.4 | | |
| | | 1,680,000 | # | | BCD Acquisition, Inc., 9.625%, 09/15/23 | | | | | 1,764,000 | | | | | | 0.2 | | | |
| | | 290,000 | # | | CIT Group, Inc., 6.625%, 04/01/18 | | | | | 308,487 | | | | | | 0.1 | | | |
| | | 2,810,000 | | | | CIT Group, Inc., 5.000%-5.375%, 03/15/18-08/15/22 | | | | | 2,960,463 | | | | | | 0.4 | | |
| | | 1,150,000 | # | | CNG Holdings, Inc./OH, 9.375%, 05/15/20 | | | | | 718,750 | | | | | | 0.1 | | | |
| | | 3,265,000 | | | | Equinix, Inc., 4.875%-5.750%, 04/01/20-01/01/25 | | | | | 3,445,869 | | | | | | 0.5 | | |
| | | 2,850,000 | # | | ESH Hospitality, Inc., 5.250%, 05/01/25 | | | | | 2,860,687 | | | | | | 0.4 | | | |
| | | 1,120,000 | # | | FBM Finance, Inc., 8.250%, 08/15/21 | | | | | 1,176,000 | | | | | | 0.2 | | | |
| | | 435,000 | # | | Iron Mountain, Inc., 6.000%, 10/01/20 | | | | | 460,012 | | | | | | 0.1 | | | |
| | | 1,100,000 | # | | MGP Escrow Issuer LLC / MGP Escrow Co-Issuer, Inc., 5.625%, 05/01/24 | | | | | 1,195,920 | | | | | | 0.2 | | | |
| | | 2,380,000 | | | | Navient Corp., 7.250%, 09/25/23 | | | | | 2,378,524 | | | | | | 0.3 | | |
| | | 3,775,000 | | | | Navient Corp., 5.875%-6.625%, 07/26/21-10/25/24 | | | | | 3,533,888 | | | | | | 0.5 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | $ | 2,040,000 | # | | Realogy Group LLC / Realogy Co-Issuer Corp., 5.250%, 12/01/21 | | | | $ | 2,156,655 | | | | | | 0.3 | | | |
| | | 2,800,000 | | | | Royal Bank of Scotland Group PLC, 8.625%, 12/29/49 | | | | | 2,765,000 | | | | | | 0.4 | | |
| | | 7,320,000 | | | | Other Securities | | | | | 7,662,477 | | | | | | 1.1 | | |
| | | | | | | | | | | | 40,922,307 | | | | | | 5.9 | | |
| | | | | | | Industrial: 9.5% | | ||||||||||||
| | | 2,309,000 | | | | ADS Waste Holdings, Inc., 8.250%, 10/01/20 | | | | | 2,427,336 | | | | | | 0.4 | | |
| | | 2,250,000 | # | | Albea Beauty Holdings SA, 8.375%, 11/01/19 | | | | | 2,354,062 | | | | | | 0.3 | | | |
| | | 2,425,000 | #,& | | ARD Finance SA, 7.125%, 09/15/23 | | | | | 2,418,937 | | | | | | 0.3 | | | |
| | | 1,000,000 | # | | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 6.750%, 01/31/21 | | | | | 1,037,500 | | | | | | 0.2 | | | |
| | | 1,425,000 | # | | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 7.250%, 05/15/24 | | | | | 1,528,313 | | | | | | 0.2 | | | |
| | | 88,235 | # | | Ardagh Packaging Finance PLC, 7.000%, 11/15/20 | | | | | 91,544 | | | | | | 0.0 | | | |
| | | 1,580,000 | # | | ATS Automation Tooling Systems, Inc., 6.500%, 06/15/23 | | | | | 1,623,450 | | | | | | 0.2 | | | |
| | | 1,980,000 | # | | BC Mountain LLC / BC Mountain Finance, Inc., 7.000%, 02/01/21 | | | | | 1,903,275 | | | | | | 0.3 | | | |
| | | 1,034,000 | # | | BMC East LLC, 5.500%, 10/01/24 | | | | | 1,036,585 | | | | | | 0.1 | | | |
| | | 400,000 | # | | Builders FirstSource, Inc., 5.625%, 09/01/24 | | | | | 412,000 | | | | | | 0.1 | | | |
| | | 2,500,000 | # | | Builders FirstSource, Inc., 10.750%, 08/15/23 | | | | | 2,881,250 | | | | | | 0.4 | | | |
| | | 2,765,000 | # | | Building Materials Corp. of America, 6.000%, 10/15/25 | | | | | 2,972,375 | | | | | | 0.4 | | | |
| | | 1,500,000 | # | | Cleaver-Brooks, Inc., 8.750%, 12/15/19 | | | | | 1,578,750 | | | | | | 0.2 | | | |
| | | 1,250,000 | # | | Gardner Denver, Inc., 6.875%, 08/15/21 | | | | | 1,178,125 | | | | | | 0.2 | | | |
| | | 1,720,000 | # | | Gates Global LLC / Gates Global Co., 6.000%, 07/15/22 | | | | | 1,642,600 | | | | | | 0.2 | | | |
| | | 2,440,000 | # | | James Hardie International Finance Ltd, 5.875%, 02/15/23 | | | | | 2,598,600 | | | | | | 0.4 | | | |
| | | 1,265,000 | # | | Masonite International Corp., 5.625%, 03/15/23 | | | | | 1,340,900 | | | | | | 0.2 | | |
Voya High Yield Bond Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Industrial (continued) | | ||||||||||||
| | $ | 500,000 | # | | Milacron LLC / Mcron Finance Corp., 7.750%, 02/15/21 | | | | $ | 522,500 | | | | | | 0.1 | | | |
| | | 2,325,000 | # | | Multi-Color Corp., 6.125%, 12/01/22 | | | | | 2,452,875 | | | | | | 0.4 | | | |
| | | 1,440,000 | # | | Novelis Corp., 5.875%, 09/30/26 | | | | | 1,477,800 | | | | | | 0.2 | | | |
| | | 600,000 | # | | Novelis Corp., 6.250%, 08/15/24 | | | | | 639,000 | | | | | | 0.1 | | | |
| | | 725,000 | # | | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/23 | | | | | 779,828 | | | | | | 0.1 | | | |
| | | 1,975,000 | # | | Owens-Brockway Glass Container, Inc., 6.375%, 08/15/25 | | | | | 2,178,672 | | | | | | 0.3 | | | |
| | | 2,120,000 | # | | PaperWorks Industries, Inc., 9.500%, 08/15/19 | | | | | 1,998,100 | | | | | | 0.3 | | | |
| | | 2,000,000 | # | | Plastipak Holdings, Inc., 6.500%, 10/01/21 | | | | | 2,085,000 | | | | | | 0.3 | | | |
| | | 1,030,000 | # | | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/23 | | | | | 1,064,762 | | | | | | 0.2 | | | |
| | | 135,000 | # | | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 7.000%, 07/15/24 | | | | | 145,041 | | | | | | 0.0 | | | |
| | | 500,000 | # | | Sealed Air Corp., 4.875%, 12/01/22 | | | | | 526,875 | | | | | | 0.1 | | | |
| | | 1,000,000 | # | | Sealed Air Corp., 5.125%, 12/01/24 | | | | | 1,061,250 | | | | | | 0.1 | | | |
| | | 500,000 | # | | Sealed Air Corp., 5.500%, 09/15/25 | | | | | 537,500 | | | | | | 0.1 | | | |
| | | 2,485,000 | # | | Shape Technologies Group, Inc., 7.625%, 02/01/20 | | | | | 2,553,338 | | | | | | 0.4 | | | |
| | | 440,000 | | | | Summit Materials LLC / Summit Materials Finance Corp., 6.125%, 07/15/23 | | | | | 451,000 | | | | | | 0.1 | | |
| | | 2,500,000 | # | | Summit Materials LLC / Summit Materials Finance Corp., 8.500%, 04/15/22 | | | | | 2,737,500 | | | | | | 0.4 | | | |
| | | 1,200,000 | # | | TransDigm, Inc., 6.375%, 06/15/26 | | | | | 1,251,000 | | | | | | 0.2 | | | |
| | | 2,820,000 | | | | TransDigm, Inc., 6.000%-6.500%, 07/15/22-05/15/25 | | | | | 2,976,450 | | | | | | 0.4 | | |
| | | 1,560,000 | # | | WESCO Distribution, Inc., 5.375%, 06/15/24 | | | | | 1,566,833 | | | | | | 0.2 | | | |
| | | 1,500,000 | # | | Wise Metals Group LLC, 8.750%, 12/15/18 | | | | | 1,537,500 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Industrial (continued) | | ||||||||||||
| | $ | 342,062 | #,& | | Wise Metals Intermediate Holdings LLC/Wise Holdings Finance Corp., 9.750%, 06/15/19 | | | | $ | 330,090 | | | | | | 0.1 | | | |
| | | 420,000 | # | | XPO Logistics, Inc., 6.125%, 09/01/23 | | | | | 432,600 | | | | | | 0.1 | | | |
| | | 1,620,000 | # | | Zekelman Industries, Inc., 9.875%, 06/15/23 | | | | | 1,713,150 | | | | | | 0.2 | | | |
| | | 5,471,000 | | | | Other Securities | | | | | 5,790,115 | | | | | | 0.8 | | |
| | | | | | | | | | | | 65,834,381 | | | | | | 9.5 | | |
| | | | | | | Retailers (Except Food & Drug): 0.4% | | ||||||||||||
| | | 2,481,112 | | | | Party City Holdings Inc. 2015 Term Loan B, 3.250%, 08/19/22 | | | | | 2,491,746 | | | | | | 0.4 | | |
| | | | | | | Steel: 0.2% | | ||||||||||||
| | | 1,010,243 | | | | Other Securities | | | | | 1,010,401 | | | | | | 0.2 | | |
| | | | | | | Technology: 5.8% | | ||||||||||||
| | | 2,550,000 | # | | BMC Software Finance, Inc., 8.125%, 07/15/21 | | | | | 2,326,875 | | | | | | 0.3 | | | |
| | | 1,400,000 | #,& | | Boxer Parent Co., Inc., 9.000%, 10/15/19 | | | | | 1,274,000 | | | | | | 0.2 | | | |
| | | 475,000 | # | | Camelot Finance SA, 7.875%, 10/15/24 | | | | | 491,031 | | | | | | 0.1 | | | |
| | | 1,200,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 5.450%, 06/15/23 | | | | | 1,287,003 | | | | | | 0.2 | | | |
| | | 1,200,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 6.020%, 06/15/26 | | | | | 1,318,706 | | | | | | 0.2 | | | |
| | | 540,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 5.875%, 06/15/21 | | | | | 573,981 | | | | | | 0.1 | | | |
| | | 540,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 7.125%, 06/15/24 | | | | | 594,260 | | | | | | 0.1 | | | |
| | | 1,445,000 | # | | Donnelley Financial Solutions, Inc., 8.250%, 10/15/24 | | | | | 1,466,675 | | | | | | 0.2 | | | |
| | | 500,000 | # | | Emdeon, Inc., 6.000%, 02/15/21 | | | | | 528,750 | | | | | | 0.1 | | | |
| | | 1,895,000 | # | | Entegris, Inc., 6.000%, 04/01/22 | | | | | 1,968,431 | | | | | | 0.3 | | | |
| | | 1,000,000 | # | | First Data Corp., 5.750%, 01/15/24 | | | | | 1,031,250 | | | | | | 0.1 | | | |
| | | 4,000,000 | # | | First Data Corp., 7.000%, 12/01/23 | | | | | 4,240,000 | | | | | | 0.6 | | | |
| | | 500,000 | # | | First Data Corp., 5.000%, 01/15/24 | | | | | 509,375 | | | | | | 0.1 | | | |
| | | 1,265,000 | # | | First Data Corp., 5.375%, 08/15/23 | | | | | 1,306,112 | | | | | | 0.2 | | |
Voya High Yield Bond Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Technology (continued) | | ||||||||||||
| | $ | 1,000,000 | # | | IMS Health, Inc., 5.000%, 10/15/26 | | | | $ | 1,042,500 | | | | | | 0.1 | | | |
| | | 750,000 | # | | IMS Health, Inc., 6.000%, 11/01/20 | | | | | 761,719 | | | | | | 0.1 | | | |
| | | 1,890,000 | #,& | | Infor Software Parent LLC / Infor Software Parent, Inc., 7.125%, 05/01/21 | | | | | 1,842,750 | | | | | | 0.3 | | | |
| | | 1,000,000 | # | | Infor US, Inc., 5.750%, 08/15/20 | | | | | 1,053,750 | | | | | | 0.1 | | | |
| | | 1,425,000 | # | | JDA Escrow LLC / JDA Bond Finance, Inc., 7.375%, 10/15/24 | | | | | 1,467,750 | | | | | | 0.2 | | | |
| | | 1,955,000 | # | | Micron Technology, Inc., 5.250%, 01/15/24 | | | | | 1,911,013 | | | | | | 0.3 | | | |
| | | 590,000 | # | | MSCI, Inc., 5.250%, 11/15/24 | | | | | 627,553 | | | | | | 0.1 | | | |
| | | 1,125,000 | # | | MSCI, Inc., 5.750%, 08/15/25 | | | | | 1,206,563 | | | | | | 0.2 | | | |
| | | 1,720,000 | # | | Open Text Corp., 5.625%, 01/15/23 | | | | | 1,763,000 | | | | | | 0.3 | | | |
| | | 800,000 | # | | Open Text Corp., 5.875%, 06/01/26 | | | | | 839,000 | | | | | | 0.1 | | | |
| | | 345,000 | # | | Sensata Technologies UK Financing Co. plc, 6.250%, 02/15/26 | | | | | 376,050 | | | | | | 0.0 | | | |
| | | 600,000 | # | | Veritas US, Inc. / Veritas Bermuda Ltd, 7.500%, 02/01/23 | | | | | 579,000 | | | | | | 0.1 | | | |
| | | 7,525,000 | | �� | | Other Securities | | | | | 7,991,911 | | | | | | 1.1 | | |
| | | | | | | | | | | | 40,379,008 | | | | | | 5.8 | | |
| | | | | | | Utilities: 1.7% | | ||||||||||||
| | | 2,950,000 | | | | Calpine Corp., 5.375%-5.750%, 01/15/23-01/15/25 | | | | | 2,934,281 | | | | | | 0.4 | | |
| | | 1,500,000 | # | | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/23 | | | | | 1,500,000 | | | | | | 0.2 | | | |
| | | 1,700,000 | # | | NRG Energy, Inc., 6.625%, 01/15/27 | | | | | 1,668,125 | | | | | | 0.2 | | | |
| | | 475,000 | # | | NRG Energy, Inc., 7.250%, 05/15/26 | | | | | 485,688 | | | | | | 0.1 | | | |
| | | 3,271,000 | | | | NRG Energy, Inc., 6.250%-7.875%, 05/15/21-05/01/24 | | | | | 3,344,550 | | | | | | 0.5 | | |
| | | 1,710,000 | | | | Other Securities | | | | | 1,846,500 | | | | | | 0.3 | | |
| | | | | | | | | | | | 11,779,144 | | | | | | 1.7 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $648,625,945) | | | | | 664,695,763 | | | | | | 96.0 | | |
|
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: —% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: —% | | ||||||||||||
| | | 195 | | | | Other Securities | | | | $ | — | | | | | | — | | |
| | | | | | | Total Common Stock (Cost $7,957) | | | | | — | | | | | | — | | |
| | | | | | | Total Long-Term Investments (Cost $648,633,902) | | | | | 664,695,763 | | | | | | 96.0 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 3.2% | | ||||||||||||||||||
| | | | | | | Corporate Bonds/Notes: 0.1% | | ||||||||||||
| | $ | 234,000 | | | | DPL, Inc., 6.500%, 10/15/16 | | | | | 234,353 | | | | | | 0.0 | | |
| | | 200,000 | | | | Frontier Communications Corp., 8.250%, 04/15/17 | | | | | 208,650 | | | | | | 0.0 | | |
| | | 361,000 | | | | Synovus Financial Corp., 5.125%, 06/15/17 | | | | | 367,318 | | | | | | 0.1 | | |
| | | | | | | | | | | | 810,321 | | | | | | 0.1 | | |
| | | | | | | Commercial Paper: 2.1% | | ||||||||||||
| | | 3,000,000 | | | | Concord Minutemen Capital, 0.800%, 12/05/16 | | | | | 2,995,677 | | | | | | 0.4 | | |
| | | 3,000,000 | | | | Crown Point Capital, 0.680%, 11/17/16 | | | | | 2,997,320 | | | | | | 0.5 | | |
| | | 3,000,000 | | | | HP Inc., 0.400%, 10/14/16 | | | | | 2,999,539 | | | | | | 0.5 | | |
| | | 3,000,000 | # | | Old Line Funding LLC, 1.180%, 03/14/17 | | | | | 2,984,188 | | | | | | 0.4 | | | |
| | | 2,250,000 | | | | POTASH 0.001% 10/24/16 | | | | | 2,248,789 | | | | | | 0.3 | | |
| | | | | | | | | | | | 14,225,513 | | | | | | 2.1 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 1.0% | | ||||||||||||
| | | 7,036,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.340%†† (Cost $7,036,000) | | | | | 7,036,000 | | | | | | 1.0 | | |
| | | | | | | Total Short-Term Investments (Cost $22,055,320) | | | | | 22,071,834 | | | | | | 3.2 | | |
| | | | | | | Total Investments in Securities (Cost $670,689,222) | | | | $ | 686,767,597 | | | | | | 99.2 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 5,499,673 | | | | | | 0.8 | | |
| | | | | | | Net Assets | | | | $ | 692,267,270 | | | | | | 100.0 | | |
|
Voya High Yield Bond Fund | as of September 30, 2016 (Unaudited) (continued) |
| Gross Unrealized Appreciation | | | | $ | 25,384,171 | | |
| Gross Unrealized Depreciation | | | | | (9,341,100) | | |
| Net Unrealized Appreciation | | | | $ | 16,043,071 | | |
|
| | | 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, 2016 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||
Consumer Discretionary | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Total Common Stock | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Corporate Bonds/Notes | | | | | — | | | | | | 664,695,763 | | | | | | — | | | | | | 664,695,763 | | |
Short-Term Investments | | | | | 7,036,000 | | | | | | 15,035,834 | | | | | | — | | | | | | 22,071,834 | | |
Total Investments, at fair value | | | | $ | 7,036,000 | | | | | $ | 679,731,597 | | | | | $ | — | | | | | $ | 686,767,597 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Swaps | | |||
Credit contracts | | | | $ | 2,334 | | |
Total | | | | $ | 2,334 | | |
|
Voya Intermediate Bond Fund | as of September 30, 2016 (Unaudited) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 33.4% | | ||||||||||||||||||
| | | | | | | Basic Materials: 0.7% | | ||||||||||||
| | $ | 2,080,000 | # | | Air Liquide Finance SA, 1.750%, 09/27/21 | | | | $ | 2,077,733 | | | | | | 0.1 | | | |
| | | 1,500,000 | # | | Air Liquide Finance SA, 2.250%, 09/27/23 | | | | | 1,507,126 | | | | | | 0.0 | | | |
| | | 1,200,000 | #,L | | Corp Nacional del Cobre de Chile, 4.500%, 09/16/25 | | | | | 1,266,083 | | | | | | 0.0 | | | |
| | | 1,861,000 | # | | Georgia-Pacific LLC, 2.539%, 11/15/19 | | | | | 1,903,072 | | | | | | 0.1 | | | |
| | | 1,960,000 | # | | Georgia-Pacific LLC, 3.163%, 11/15/21 | | | | | 2,050,822 | | | | | | 0.1 | | | |
| | | 1,334,000 | # | | Georgia-Pacific LLC, 3.734%, 07/15/23 | | | | | 1,430,934 | | | | | | 0.0 | | | |
| | | 2,834,000 | # | | Glencore Funding LLC, 2.875%, 04/16/20 | | | | | 2,813,669 | | | | | | 0.1 | | | |
| | | 1,770,000 | # | | Mexichem SAB de CV, 4.875%, 09/19/22 | | | | | 1,891,687 | | | | | | 0.0 | | | |
| | | 8,387,000 | | | | Other Securities(a) | | | | | 8,869,022 | | | | | | 0.3 | | |
| | | | | | | | | | | | 23,810,148 | | | | | | 0.7 | | |
| | | | | | | Communications: 4.4% | | ||||||||||||
| | | 800,000 | # | | Altice Financing SA, 6.625%, 02/15/23 | | | | | 824,000 | | | | | | 0.0 | | | |
| | | 6,915,000 | | | | AT&T, Inc., 4.125%, 02/17/26 | | | | | 7,491,082 | | | | | | 0.2 | | |
| | | 1,081,000 | # | | AT&T, Inc., 4.550%, 03/09/49 | | | | | 1,092,800 | | | | | | 0.0 | | | |
| | | 18,079,000 | | | | AT&T, Inc., 2.800%-5.350%, 02/17/21-06/15/44 | | | | | 19,139,120 | | | | | | 0.6 | | |
| | | 2,459,000 | # | | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/22 | | | | | 2,658,654 | | | | | | 0.1 | | | |
| | | 4,885,000 | # | | Charter Communications Operating LLC 4.908, 4.908%, 07/23/25 | | | | | 5,402,458 | | | | | | 0.1 | | | |
| | | 707,000 | # | | Digicel Ltd., 6.750%, 03/01/23 | | | | | 632,765 | | | | | | 0.0 | | | |
| | | 1,380,000 | #,L | | Millicom International Cellular SA, 4.750%, 05/22/20 | | | | | 1,400,769 | | | | | | 0.0 | | | |
| | | 2,000,000 | # | | Millicom International Cellular SA, 6.625%, 10/15/21 | | | | | 2,092,500 | | | | | | 0.1 | | | |
| | | 1,000,000 | # | | Nielsen Finance LLC / Nielsen Finance Co., 5.000%, 04/15/22 | | | | | 1,036,250 | | | | | | 0.0 | | | |
| | | 3,000,000 | # | | Sinclair Television Group, Inc., 5.625%, 08/01/24 | | | | | 3,075,000 | | | | | | 0.1 | | | |
| | | 2,600,000 | # | | Telefonica Chile SA, 3.875%, 10/12/22 | | | | | 2,698,332 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Communications (continued) | | ||||||||||||
| | $ | 1,881,000 | | | | Time Warner Cable, Inc., 5.350%, 12/15/43 | | | | $ | 2,252,048 | | | | | | 0.1 | | |
| | | 4,697,000 | | | | Time Warner Cable LLC, 5.500%-5.875%, 11/15/40-09/01/41 | | | | | 5,152,149 | | | | | | 0.1 | | |
| | | 6,413,000 | | | | Time Warner, Inc., 4.050%-6.500%, 12/15/23-07/15/45 | | | | | 7,372,736 | | | | | | 0.2 | | |
| | | 1,395,000 | # | | Univision Communications, Inc., 5.125%, 02/15/25 | | | | | 1,408,950 | | | | | | 0.1 | | | |
| | | 2,350,000 | # | | UPCB Finance IV Ltd., 5.375%, 01/15/25 | | | | | 2,372,678 | | | | | | 0.1 | | | |
| | | 7,358,000 | | | | Verizon Communications, Inc., 4.150%, 03/15/24 | | | | | 8,138,507 | | | | | | 0.2 | | |
| | | 21,346,000 | | | | Verizon Communications, Inc., 2.625%-5.150%, 11/01/21-08/21/54 | | | | | 23,257,489 | | | | | | 0.7 | | |
| | | 52,465,000 | | | | Other Securities(a) | | | | | 53,390,317 | | | | | | 1.6 | | |
| | | | | | | | | | | | 150,888,604 | | | | | | 4.4 | | |
| | | | | | | Consumer, Cyclical: 1.9% | | ||||||||||||
| | | 2,680,000 | # | | BMW US Capital LLC, 2.250%, 09/15/23 | | | | | 2,673,431 | | | | | | 0.1 | | | |
| | | 1,335,000 | | | | General Motors Co., 4.875%, 10/02/23 | | | | | 1,449,193 | | | | | | 0.1 | | |
| | | 10,421,000 | | | | General Motors Financial Co., Inc., 3.100%-4.300%, 01/15/19-07/13/25 | | | | | 10,729,226 | | | | | | 0.3 | | |
| | | 1,445,000 | # | | Nemak SA de CV, 5.500%, 02/28/23 | | | | | 1,479,680 | | | | | | 0.0 | | | |
| | | 2,230,000 | | | | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/30 | | | | | 2,283,186 | | | | | | 0.1 | | |
| | | 3,940,000 | | | | United Airlines 2016-2 Class A Pass Through Trust, 3.100%, 04/07/30 | | | | | 3,957,336 | | | | | | 0.1 | | |
| | | 5,930,000 | | | | United Airlines 2016-2 Class AA Pass Through Trust, 2.875%, 04/07/30 | | | | | 5,930,000 | | | | | | 0.2 | | |
| | | 31,990,000 | | | | Other Securities | | | | | 34,501,116 | | | | | | 1.0 | | |
| | | | | | | | | | | | 63,003,168 | | | | | | 1.9 | | |
| | | | | | | Consumer, Non-cyclical: 6.6% | | ||||||||||||
| | | 10,520,000 | | | | AbbVie, Inc., 2.850%-4.450%, 11/06/22-05/14/46 | | | | | 10,851,546 | | | | | | 0.3 | | |
| | | 12,564,000 | | | | Anheuser-Busch InBev Finance, Inc., 3.650%, 02/01/26 | | | | | 13,480,669 | | | | | | 0.4 | | |
| | | 4,161,000 | | | | Anheuser-Busch InBev Finance, Inc., 4.700%, 02/01/36 | | | | | 4,804,249 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | $ | 2,180,000 | # | | BAT International Finance PLC, 3.500%, 06/15/22 | | | | $ | 2,342,635 | | | | | | 0.1 | | | |
| | | 2,506,000 | # | | Bayer US Finance LLC, 3.000%, 10/08/21 | | | | | 2,626,260 | | | | | | 0.1 | | | |
| | | 9,760,000 | | | | Gilead Sciences, Inc., 2.950%-4.150%, 03/01/27-03/01/47 | | | | | 10,004,815 | | | | | | 0.3 | | |
| | | 2,030,000 | # | | Imperial Brands Finance PLC, 2.950%, 07/21/20 | | | | | 2,097,912 | | | | | | 0.0 | | | |
| | | 2,290,000 | # | | Imperial Brands Finance PLC, 3.750%, 07/21/22 | | | | | 2,433,253 | | | | | | 0.1 | | | |
| | | 1,300,000 | # | | JBS USA LLC / JBS USA Finance, Inc., 5.750%, 06/15/25 | | | | | 1,283,750 | | | | | | 0.0 | | | |
| | | 10,260,000 | | | | Kraft Heinz Foods Co., 2.800%-4.375%, 07/02/20-06/01/46 | | | | | 10,891,494 | | | | | | 0.3 | | |
| | | 8,582,000 | | | | Laboratory Corp. of America Holdings, 2.625%-3.200%, 02/01/20-02/01/22 | | | | | 8,841,755 | | | | | | 0.3 | | |
| | | 10,863,000 | | | | Medtronic, Inc., 3.150%-4.375%, 03/15/22-03/15/35 | | | | | 11,875,224 | | | | | | 0.4 | | |
| | | 2,463,000 | # | | Mylan NV, 3.150%, 06/15/21 | | | | | 2,512,100 | | | | | | 0.1 | | | |
| | | 1,690,000 | # | | Mylan NV, 3.750%, 12/15/20 | | | | | 1,766,783 | | | | | | 0.0 | | | |
| | | 2,578,000 | # | | Mylan NV, 3.950%, 06/15/26 | | | | | 2,603,966 | | | | | | 0.1 | | | |
| | | 7,690,000 | | | | Shire Acquisitions Investments Ireland DAC, 2.875%, 09/23/23 | | | | | 7,737,263 | | | | | | 0.2 | | |
| | | 3,000,000 | # | | Universal Health Services, Inc., 4.750%, 08/01/22 | | | | | 3,105,000 | | | | | | 0.1 | | | |
| | | 1,000,000 | # | | Valeant Pharmaceuticals International, Inc., 5.625%, 12/01/21 | | | | | 897,500 | | | | | | 0.1 | | | |
| | | 915,000 | # | | Valeant Pharmaceuticals International, 7.250%, 07/15/22 | | | | | 853,237 | | | | | | 0.0 | | | |
| | | 1,000,000 | # | | VPI Escrow Corp., 6.375%, 10/15/20 | | | | | 942,500 | | | | | | 0.0 | | | |
| | | 1,753,000 | # | | WM Wrigley Jr Co., 2.400%, 10/21/18 | | | | | 1,782,258 | | | | | | 0.1 | | | |
| | | 113,239,000 | | | | Other Securities | | | | | 119,349,234 | | | | | | 3.5 | | |
| | | | | | | | | | | | 223,083,403 | | | | | | 6.6 | | |
| | | | | | | Diversified: 0.1% | | ||||||||||||
| | | 4,619,000 | | | | Other Securities | | | | | 4,848,444 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Energy: 3.4% | | ||||||||||||
| | $ | 11,154,000 | | | | Chevron Corp., 2.100%-2.954%, 11/17/20-05/16/26 | | | | $ | 11,467,623 | | | | | | 0.3 | | |
| | | 400,000 | # | | Empresa Nacional del Petroleo, 3.750%, 08/05/26 | | | | | 405,663 | | | | | | 0.0 | | | |
| | | 285,000 | # | | Hilcorp Energy I L.P./Hilcorp Finance Co., 5.000%, 12/01/24 | | | | | 274,313 | | | | | | 0.0 | | | |
| | | 4,879,000 | | | | Kinder Morgan Energy Partners L.P., 4.250%-5.400%, 05/01/24-09/01/44 | | | | | 5,000,481 | | | | | | 0.1 | | |
| | | 5,158,000 | L | | Kinder Morgan, Inc./DE, 4.300%-5.050%, 06/01/25-02/15/46 | | | | | 5,263,486 | | | | | | 0.2 | | | |
| | | 13,958,000 | | | | Shell International Finance BV, 2.250%-4.375%, 11/10/20-05/10/46 | | | | | 14,547,315 | | | | | | 0.4 | | |
| | | 3,250,000 | # | | YPF SA, 8.500%, 03/23/21 | | | | | 3,635,125 | | | | | | 0.1 | | | |
| | | 2,600,000 | # | | YPF SA, 8.875%, 12/19/18 | | | | | 2,886,000 | | | | | | 0.1 | | | |
| | | 70,131,000 | | | | Other Securities(a) | | | | | 73,054,370 | | | | | | 2.2 | | |
| | | | | | | | | | | | 116,534,376 | | | | | | 3.4 | | |
| | | | | | | Financial: 11.5% | | ||||||||||||
| | | 5,174,000 | # | | ABN AMRO Bank NV, 2.450%, 06/04/20 | | | | | 5,285,510 | | | | | | 0.2 | | | |
| | | 3,270,000 | #,L | | ABN AMRO Bank NV, 4.800%, 04/18/26 | | | | | 3,480,513 | | | | | | 0.1 | | | |
| | | 5,270,000 | # | | Athene Global Funding, 2.875%, 10/23/18 | | | | | 5,259,523 | | | | | | 0.1 | | | |
| | | 400,000 | # | | Banco de Reservas de LA Republica Dominicana, 7.000%, 02/01/23 | | | | | 414,000 | | | | | | 0.0 | | | |
| | | 18,336,000 | | | | Bank of America Corp., 2.625%-4.750%, 10/19/20-04/21/45 | | | | | 19,428,724 | | | | | | 0.6 | | |
| | | 3,158,000 | # | | Barclays Bank PLC, 6.050%, 12/04/17 | | | | | 3,303,985 | | | | | | 0.1 | | | |
| | | 5,875,000 | | | | Barclays PLC, 3.250%, 01/12/21 | | | | | 5,987,906 | | | | | | 0.2 | | |
| | | 3,718,000 | # | | BNP Paribas SA, 4.375%, 09/28/25 | | | | | 3,816,627 | | | | | | 0.1 | | | |
| | | 3,034,000 | # | | BPCE SA, 5.150%, 07/21/24 | | | | | 3,198,027 | | | | | | 0.1 | | | |
| | | 2,111,000 | # | | BPCE SA, 5.700%, 10/22/23 | | | | | 2,302,875 | | | | | | 0.1 | | | |
| | | 11,553,000 | | | | Citigroup, Inc., 4.125%-5.500%, 09/13/25-07/25/28 | | | | | 12,487,284 | | | | | | 0.4 | | |
Voya Intermediate Bond Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | $ | 1,147,000 | # | | Citizens Financial Group, Inc., 4.150%, 09/28/22 | | | | $ | 1,188,948 | | | | | | 0.0 | | | |
| | | 6,168,000 | # | | Commonwealth Bank of Australia, 2.850%, 05/18/26 | | | | | 6,261,371 | | | | | | 0.2 | | | |
| | | 1,660,000 | # | | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 11.000%, 12/29/49 | | | | | 2,016,900 | | | | | | 0.1 | | | |
| | | 2,776,000 | # | | Credit Suisse AG, 6.500%, 08/08/23 | | | | | 3,018,900 | | | | | | 0.1 | | | |
| | | 2,220,000 | # | | Credit Suisse Group Funding Guernsey Ltd, 3.450%, 04/16/21 | | | | | 2,267,708 | | | | | | 0.0 | | | |
| | | 3,014,000 | | | | Credit Suisse/New York NY, 1.750%, 01/29/18 | | | | | 3,014,982 | | | | | | 0.1 | | |
| | | 5,889,000 | | | | Credit Suisse Group Funding Guernsey Ltd., 3.750%-3.800%, 09/15/22-03/26/25 | | | | | 5,951,349 | | | | | | 0.2 | | |
| | | 17,148,000 | | | | Goldman Sachs Group, Inc., 2.600%-6.750%, 07/19/18-05/22/45 | | | | | 18,045,660 | | | | | | 0.5 | | |
| | | 1,763,000 | # | | HBOS PLC, 6.750%, 05/21/18 | | | | | 1,888,610 | | | | | | 0.0 | | | |
| | | 2,100,000 | # | | ICICI Bank Ltd./Dubai, 4.700%, 02/21/18 | | | | | 2,174,403 | | | | | | 0.1 | | | |
| | | 2,010,000 | # | | ING Bank NV, 2.000%, 11/26/18 | | | | | 2,023,960 | | | | | | 0.1 | | | |
| | | 1,037,000 | # | | International Lease Finance Corp., 7.125%, 09/01/18 | | | | | 1,134,219 | | | | | | 0.0 | | | |
| | | 8,393,000 | | | | JPMorgan Chase & Co., 4.125%, 12/15/26 | | | | | 8,979,948 | | | | | | 0.3 | | |
| | | 13,984,000 | | | | JPMorgan Chase & Co., 2.550%-6.125%, 10/29/20-12/29/49 | | | | | 14,613,409 | | | | | | 0.4 | | |
| | | 4,202,000 | # | | Mitsubishi UFJ Trust & Banking Corp., 2.650%, 10/19/20 | | | | | 4,305,731 | | | | | | 0.1 | | | |
| | | 4,647,000 | | | | Mitsubishi UFJ Financial Group, Inc., 2.527%-2.950%, 03/01/21-09/13/23 | | | | | 4,736,620 | | | | | | 0.2 | | |
| | | 4,195,000 | #,L | | Mizuho Bank Ltd., 2.150%, 10/20/18 | | | | | 4,231,996 | | | | | | 0.1 | | | |
| | | 3,490,000 | #,L | | Mizuho Financial Group, Inc., 3.477%, 04/12/26 | | | | | 3,688,867 | | | | | | 0.1 | | | |
| | | 13,491,000 | | | | Morgan Stanley, 2.125%-4.000%, 04/25/18-04/23/27 | | | | | 14,054,781 | | | | | | 0.4 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | $ | 3,400,000 | # | | New York Life Global Funding, 1.550%, 11/02/18 | | | | $ | 3,418,343 | | | | | | 0.1 | | | |
| | | 1,345,000 | # | | Nordea Bank AB, 6.125%, 12/29/49 | | | | | 1,313,056 | | | | | | 0.0 | | | |
| | | 3,120,000 | # | | Principal Life Global Funding II, 2.625%, 11/19/20 | | | | | 3,199,292 | | | | | | 0.1 | | | |
| | | 3,914,000 | | | | Santander Bank NA, 2.000%, 01/12/18 | | | | | 3,915,382 | | | | | | 0.1 | | |
| | | 3,112,000 | | | | Santander UK PLC, 2.375%, 03/16/20 | | | | | 3,144,691 | | | | | | 0.1 | | |
| | | 1,680,000 | # | | Santander UK PLC, 5.000%, 11/07/23 | | | | | 1,756,534 | | | | | | 0.1 | | | |
| | | 2,893,000 | # | | Scentre Group Trust 1 / Scentre Group Trust 2, 3.500%, 02/12/25 | | | | | 3,010,288 | | | | | | 0.1 | | | |
| | | 3,900,000 | #,L | | Societe Generale SA, 4.250%, 08/19/26 | | | | | 3,889,326 | | | | | | 0.1 | | | |
| | | 5,370,000 | # | | Standard Chartered PLC, 4.300%, 02/19/27 | | | | | 5,359,013 | | | | | | 0.2 | | | |
| | | 1,470,000 | | | | UBS AG/Stamford CT, 7.625%, 08/17/22 | | | | | 1,716,225 | | | | | | 0.1 | | |
| | | 3,233,000 | # | | UBS Group Funding Jersey Ltd., 3.000%, 04/15/21 | | | | | 3,324,242 | | | | | | 0.1 | | | |
| | | 3,719,000 | # | | UBS Group Funding Jersey Ltd., 4.125%, 09/24/25 | | | | | 3,907,059 | | | | | | 0.1 | | | |
| | | 4,262,000 | # | | UBS Group Funding Jersey Ltd., 4.125%, 04/15/26 | | | | | 4,486,871 | | | | | | 0.1 | | | |
| | | 2,843,000 | # | | WEA Finance LLC / Westfield UK & Europe Finance PLC, 2.700%, 09/17/19 | | | | | 2,916,474 | | | | | | 0.1 | | | |
| | | 2,181,000 | # | | WEA Finance LLC / Westfield UK & Europe Finance PLC, 3.750%, 09/17/24 | | | | | 2,297,529 | | | | | | 0.0 | | | |
| | | 7,059,000 | | | | Wells Fargo & Co., 3.900%-5.900%, 06/03/26-12/29/49 | | | | | 7,381,330 | | | | | | 0.2 | | |
| | | 163,106,610 | | | | Other Securities | | | | | 165,163,080 | | | | | | 4.9 | | |
| | | | | | | | | | | | 388,762,071 | | | | | | 11.5 | | |
| | | | | | | Industrial: 0.6% | | ||||||||||||
| | | 2,449,000 | #,L | | Cemex SAB de CV, 6.125%, 05/05/25 | | | | | 2,522,470 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Industrial (continued) | | ||||||||||||
| | $ | 1,220,000 | #,L | | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/23 | | | | $ | 1,312,262 | | | | | | 0.0 | | | |
| | | 4,185,000 | # | | Siemens Financieringsmaatschappij NV, 2.350%, 10/15/26 | | | | | 4,141,484 | | | | | | 0.1 | | | |
| | | 2,712,000 | # | | Siemens Financieringsmaatschappij NV, 3.300%, 09/15/46 | | | | | 2,657,983 | | | | | | 0.1 | | | |
| | | 9,056,000 | | | | Other Securities | | | | | 9,546,942 | | | | | | 0.3 | | |
| | | | | | | | | | | | 20,181,141 | | | | | | 0.6 | | |
| | | | | | | Technology: 2.4% | | ||||||||||||
| | | 12,733,000 | | | | Apple, Inc., 1.550%-4.650%, 02/07/20-02/23/46 | | | | | 13,640,447 | | | | | | 0.4 | | |
| | | 4,120,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 4.420%, 06/15/21 | | | | | 4,310,673 | | | | | | 0.1 | | | |
| | | 4,358,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 5.450%, 06/15/23 | | | | | 4,673,964 | | | | | | 0.2 | | | |
| | | 4,040,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 6.020%, 06/15/26 | | | | | 4,439,645 | | | | | | 0.1 | | | |
| | | 2,911,000 | # | | Hewlett Packard Enterprise Co., 2.450%, 10/05/17 | | | | | 2,934,984 | | | | | | 0.1 | | | |
| | | 2,184,000 | # | | Hewlett Packard Enterprise Co., 2.850%, 10/05/18 | | | | | 2,226,232 | | | | | | 0.1 | | | |
| | | 1,400,000 | # | | Hewlett Packard Enterprise Co., 4.400%, 10/15/22 | | | | | 1,495,180 | | | | | | 0.0 | | | |
| | | 880,000 | # | | Hewlett Packard Enterprise Co., 4.900%, 10/15/25 | | | | | 941,435 | | | | | | 0.0 | | | |
| | | 12,919,000 | | | | Microsoft Corp., 2.400%-4.450%, 08/08/26-08/08/46 | | | | | 13,894,071 | | | | | | 0.4 | | |
| | | 9,203,000 | | | | Oracle Corp., 3.850%-4.300%, 07/08/34-05/15/45 | | | | | 9,775,016 | | | | | | 0.3 | | |
| | | 21,879,000 | | | | Other Securities | | | | | 22,732,299 | | | | | | 0.7 | | |
| | | | | | | | | | | | 81,063,946 | | | | | | 2.4 | | |
| | | | | | | Utilities: 1.8% | | ||||||||||||
| | | 612,000 | # | | Duquesne Light Holdings, Inc., 5.900%, 12/01/21 | | | | | 713,109 | | | | | | 0.0 | | | |
| | | 1,249,000 | # | | Duquesne Light Holdings, Inc., 6.400%, 09/15/20 | | | | | 1,447,692 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Utilities (continued) | | ||||||||||||
| | $ | 1,239,000 | # | | Electricite de France SA, 2.350%, 10/13/20 | | | | $ | 1,264,313 | | | | | | 0.1 | | | |
| | | 873,000 | # | | Empresa de Energia de Bogota SA ESP, 6.125%, 11/10/21 | | | | | 903,555 | | | | | | 0.0 | | | |
| | | 3,580,000 | # | | Fortis, Inc./Canada, 3.055%, 10/04/26 | | | | | 3,577,193 | | | | | | 0.1 | | | |
| | | 4,199,000 | # | | Jersey Central Power & Light Co., 4.300%, 01/15/26 | | | | | 4,482,483 | | | | | | 0.1 | | | |
| | | 46,241,000 | | | | Other Securities(a) | | | | | 48,030,432 | | | | | | 1.4 | | |
| | | | | | | | | | | | 60,418,777 | | | | | | 1.8 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $1,093,624,855) | | | | | 1,132,594,078 | | | | | | 33.4 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 15.0% | | ||||||||||||||||||
| | | 5,199,476 | | | | Alternative Loan Trust 2005-10CB 1A1, 1.025%, 05/25/35 | | | | | 4,174,399 | | | | | | 0.1 | | |
| | | 4,033,858 | | | | Alternative Loan Trust 2005-51 3A2A, 1.797%, 11/20/35 | | | | | 3,538,448 | | | | | | 0.1 | | |
| | | 1,370,616 | | | | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/35 | | | | | 1,232,839 | | | | | | 0.0 | | |
| | | 1,646,119 | | | | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/35 | | | | | 1,517,210 | | | | | | 0.1 | | |
| | | 2,928,992 | | | | Alternative Loan Trust 2005-J2 1A12, 0.925%, 04/25/35 | | | | | 2,407,411 | | | | | | 0.1 | | |
| | | 1,207,910 | | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/36 | | | | | 958,458 | | | | | | 0.0 | | |
| | | 303,128 | | | | Alternative Loan Trust 2006-18CB, 0.925%, 07/25/36 | | | | | 183,893 | | | | | | 0.0 | | |
| | | 1,848,952 | | | | Alternative Loan Trust 2006-19CB, 1.125%, 08/25/36 | | | | | 1,177,630 | | | | | | 0.0 | | |
| | | 2,000,035 | | | | Alternative Loan Trust 2006-HY11 A1, 0.645%, 06/25/36 | | | | | 1,575,531 | | | | | | 0.1 | | |
| | | 3,401,390 | | | | Alternative Loan Trust 2007-21CB 2A1, 0.925%, 09/25/37 | | | | | 2,008,349 | | | | | | 0.1 | | |
| | | 1,919,210 | | | | Alternative Loan Trust 2007-23CB A3, 1.025%, 09/25/37 | | | | | 1,031,182 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 4,930,604 | | | | Alternative Loan Trust 2007-2CB 2A1, 1.125%, 03/25/37 | | | | $ | 2,937,397 | | | | | | 0.1 | | |
| | | 1,915,893 | | | | Alternative Loan Trust 2007-3T1 1A11, 6.000%, 04/25/37 | | | | | 1,374,803 | | | | | | 0.0 | | |
| | | 1,777,629 | | | | Alternative Loan Trust 2007-8CB, 1.025%, 05/25/37 | | | | | 1,048,707 | | | | | | 0.0 | | |
| | | 913,173 | # | | Angel Oak Mortgage Trust LLC 2015-1, 4.500%, 11/25/45 | | | | | 918,025 | | | | | | 0.0 | | | |
| | | 2,610,000 | # | | BAMLL Re-REMIC Trust 2015-FRR11 A705, 1.868%, 09/27/44 | | | | | 2,477,080 | | | | | | 0.1 | | | |
| | | 4,615,000 | | | | Banc of America Commercial Mortgage Trust 2007-3 AJ, 5.723%, 06/10/49 | | | | | 4,631,066 | | | | | | 0.1 | | |
| | | 1,990,000 | | | | Banc of America Commercial Mortgage Trust 2007-3 B, 5.723%, 06/10/49 | | | | | 1,984,023 | | | | | | 0.1 | | |
| | | 4,820,000 | | | | Banc of America Commercial Mortgage Trust 2007-4 AJ, 6.005%, 02/10/51 | | | | | 4,882,934 | | | | | | 0.2 | | |
| | | 1,240,000 | # | | Banc of America Commercial Mortgage Trust 2007-4 B, 6.005%, 02/10/51 | | | | | 1,217,194 | | | | | | 0.0 | | | |
| | | 1,237,465 | # | | Banc of America Merrill Lynch Commercial Mortgage, Inc. 2003-2 H, 5.957%, 03/11/41 | | | | | 1,313,669 | | | | | | 0.0 | | | |
| | | 595,924 | | | | Banc of America Mortgage 2005-J Trust 2A4, 2.954%, 11/25/35 | | | | | 553,122 | | | | | | 0.0 | | |
| | | 92,840,000 | #,^ | | BBCCRE Trust 2015-GTP XA, 0.749%, 08/10/33 | | | | | 4,325,304 | | | | | | 0.1 | | | |
| | | 3,078,941 | | | | Bear Stearns ALT-A Trust 2005-4 23A1, 2.980%, 05/25/35 | | | | | 2,976,899 | | | | | | 0.1 | | |
| | | 4,374,312 | | | | Bear Stearns ALT-A Trust 2005-7, 3.239%, 09/25/35 | | | | | 3,950,755 | | | | | | 0.1 | | |
| | | 8,556,121 | | | | Bear Stearns Asset Backed Securities I Trust 2006-AC4 A1, 0.775%, 07/25/36 | | | | | 6,207,538 | | | | | | 0.2 | | |
| | | 2,320,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR4 G, 6.147%, 06/11/41 | | | | | 2,561,671 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 760,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 L, 5.405%, 01/12/41 | | | | $ | 776,205 | | | | | | 0.0 | | | |
| | | 760,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 M, 5.405%, 01/12/41 | | | | | 771,660 | | | | | | 0.0 | | | |
| | | 760,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 N, 5.405%, 01/12/41 | | | | | 754,790 | | | | | | 0.0 | | | |
| | | 10,000,000 | | | | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR10, 5.793%, 12/11/40 | | | | | 10,532,223 | | | | | | 0.3 | | |
| | | 2,450,000 | | | | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR9 D, 5.074%, 09/11/42 | | | | | 2,452,561 | | | | | | 0.1 | | |
| | | 3,520,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP18 F, 5.946%, 02/13/42 | | | | | 3,626,144 | | | | | | 0.1 | | | |
| | | 2,000,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP18 G 2/42, 5.946%, 02/13/42 | | | | | 2,027,011 | | | | | | 0.1 | | | |
| | | 889,661 | | | | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP20 C, 5.302%, 10/12/42 | | | | | 888,806 | | | | | | 0.0 | | |
| | | 799,283 | # | | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 B, 5.907%, 04/12/38 | | | | | 801,502 | | | | | | 0.0 | | | |
| | | 2,390,944 | # | | Beckman Coulter, Inc. 2000-A A, 7.498%, 12/15/18 | | | | | 2,506,876 | | | | | | 0.1 | | | |
| | | 1,480,000 | # | | Bellemeade Re Ltd. 2015-1A M2, 4.825%, 07/25/25 | | | | | 1,488,793 | | | | | | 0.0 | | | |
| | | 25,671,408 ^ | | | | CD 2016-CD1 Mortgage Trust, 1.582%, 08/10/49 | | | | | 2,685,393 | | | | | | 0.1 | | |
| | | 45,113,000 | #,^ | | CD 2016-CD1 Mortgage Trust, 0.818%, 08/10/49 | | | | | 2,718,839 | | | | | | 0.1 | | | |
| | | 2,868,176 | | | | Citicorp Mortgage Securities Trust Series 2006-3 1A4, 6.000%, 06/25/36 | | | | | 2,902,993 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 1,385,193 | | | | Citigroup Mortgage Loan Trust 2007-10 22AA, 3.296%, 09/25/37 | | | | $ | 1,273,729 | | | | | | 0.0 | | |
| | | 2,811,000 | # | | Citigroup Mortgage Loan Trust 2010-7, 5.571%, 12/25/35 | | | | | 2,942,406 | | | | | | 0.1 | | | |
| | | 3,194,373 | | | | Citigroup Mortgage Loan Trust, 4.240%, 11/25/36 | | | | | 2,773,002 | | | | | | 0.1 | | |
| | | 42,044,941 ^ | | | | Citigroup Commercial Mortgage Trust 2016-P4 XA, 2.176%, 07/10/49 | | | | | 5,943,258 | | | | | | 0.2 | | |
| | | 32,106,786 ^ | | | | COMM 2012-CCRE2 XA Mortgage Trust, 1.895%, 08/15/45 | | | | | 2,472,800 | | | | | | 0.1 | | |
| | | 27,260,000 | #,^ | | COMM 2012-CCRE4 XB Mortgage Trust, 0.745%, 10/15/45 | | | | | 938,644 | | | | | | 0.0 | | | |
| | | 13,849,622 ^ | | | | COMM 2012-CCRE5 XA Mortgage Trust, 1.905%, 12/10/45 | | | | | 990,988 | | | | | | 0.0 | | |
| | | 6,002,021 ^ | | | | COMM 2012-CR1 XA, 2.206%, 05/15/45 | | | | | 464,719 | | | | | | 0.0 | | |
| | | 40,382,192 ^ | | | | COMM 2012-CR4 XA, 2.064%, 10/15/45 | | | | | 3,056,669 | | | | | | 0.1 | | |
| | | 14,887,604 | #,^ | | COMM 2012-LC4 Mortgage Trust, 2.480%, 12/10/44 | | | | | 1,254,867 | | | | | | 0.0 | | | |
| | | 25,363,398 ^ | | | | COMM 2013-LC13 XA Mortgage Trust, 1.538%, 08/10/46 | | | | | 1,329,105 | | | | | | 0.1 | | |
| | | 13,600,403 ^ | | | | COMM 2013-LC6 XA, 1.856%, 01/10/46 | | | | | 804,724 | | | | | | 0.0 | | |
| | | 129,701,930 | #,^ | | COMM 2015-PC1 Mortgage Trust, 0.935%, 07/10/50 | | | | | 5,684,784 | | | | | | 0.2 | | | |
| | | 3,805,000 | | | | Commercial Mortgage Trust 2007-GG11 AJ, 6.236%, 12/10/49 | | | | | 3,809,294 | | | | | | 0.1 | | |
| | | 57,998 | # | | Credit Suisse First Boston Mortgage Securities Corp. 2003-C4 J, 5.322%, 08/15/36 | | | | | 57,943 | | | | | | 0.0 | | | |
| | | 900,000 | # | | Credit Suisse First Boston Mortgage Securities Corp. 2004-C2 F, 6.466%, 05/15/36 | | | | | 974,766 | | | | | | 0.1 | | | |
| | | 1,000,000 | | | | Credit Suisse First Boston Mortgage Securities Corp. 2005-C3 C, 4.952%, 07/15/37 | | | | | 899,770 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 642,500 | # | | Credit Suisse First Boston Mortgage Securities Corp., 5.736%, 05/15/36 | | | | $ | 665,638 | | | | | | 0.0 | | | |
| | | 3,703,705 | # | | CSMC Series 2008-2R 1A1, 6.000%, 07/25/37 | | | | | 3,407,652 | | | | | | 0.1 | | | |
| | | 2,840,000 | # | | DBUBS 2011-LC2A D, 5.727%, 07/10/44 | | | | | 3,000,393 | | | | | | 0.1 | | | |
| | | 1,400,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-C01 M2, 4.925%, 01/25/24 | | | | | 1,502,227 | | | | | | 0.0 | | |
| | | 2,920,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-C03 2M2, 3.425%, 07/25/24 | | | | | 2,936,112 | | | | | | 0.1 | | |
| | | 6,700,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-CO3 1M2, 3.525%, 07/25/24 | | | | | 6,715,624 | | | | | | 0.2 | | |
| | | 2,890,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-CO4 1M2, 5.425%, 11/25/24 | | | | | 3,126,766 | | | | | | 0.1 | | |
| | | 1,625,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-CO4 M2, 5.525%, 11/25/24 | | | | | 1,743,744 | | | | | | 0.1 | | |
| | | 4,320,000 | | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.525%, 05/25/25 | | | | | 4,497,862 | | | | | | 0.1 | | |
| | | 5,400,000 | | | | Fannie Mae Connecticut Avenue Securities 2015-C03 1M2, 5.525%, 07/25/25 | | | | | 5,769,725 | | | | | | 0.2 | | |
| | | 2,100,000 | | | | Fannie Mae Connecticut Avenue Securities 2015-CO1 M2, 4.825%, 02/25/25 | | | | | 2,203,074 | | | | | | 0.1 | | |
| | | 700,000 | | | | Fannie Mae Connecticut Avenue Securities, 5.525%, 07/25/25 | | | | | 751,636 | | | | | | 0.0 | | |
| | | 671,120 ^ | | | | Fannie Mae Interest Strip Series 418 20, 3.000%, 05/25/43 | | | | | 83,460 | | | | | | 0.0 | | |
| | | 2,836,583 ^ | | | | Fannie Mae Interest Strip Series 418 59, 3.000%, 08/25/28 | | | | | 289,545 | | | | | | 0.0 | | |
| | | 8,384,838 ^ | | | | Fannie Mae REMIC Trust 2010-118 GS, 5.425%, 10/25/39 | | | | | 1,016,087 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 27,973,945 ^ | | | | FHLMC Multifamily Structured Pass Through Certificates K010 X3, 4.790%, 11/25/44 | | | | $ | 4,780,940 | | | | | | 0.1 | | |
| | | 1,129,376 ^ | | | | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A9, 6.175%, 12/25/36 | | | | | 354,507 | | | | | | 0.0 | | |
| | | 25,000,000 ^ | | | | Freddie Mac Series K015 X3, 2.896%, 08/25/39 | | | | | 2,998,635 | | | | | | 0.1 | | |
| | | 880,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2013-DN2 M2, 4.775%, 11/25/23 | | | | | 932,744 | | | | | | 0.0 | | |
| | | 9,040,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN1 M3, 5.025%, 02/25/24 | | | | | 9,807,977 | | | | | | 0.3 | | |
| | | 6,130,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN2 M3, 4.125%, 04/25/24 | | | | | 6,319,087 | | | | | | 0.2 | | |
| | | 5,600,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN3 M3, 4.525%, 08/25/24 | | | | | 5,866,185 | | | | | | 0.2 | | |
| | | 2,350,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN4 M3, 5.075%, 10/25/24 | | | | | 2,495,299 | | | | | | 0.1 | | |
| | | 1,100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-HQ1 M3, 4.625%, 08/25/24 | | | | | 1,167,793 | | | | | | 0.0 | | |
| | | 1,730,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-HQ3 M3, 5.275%, 10/25/24 | | | | | 1,851,015 | | | | | | 0.0 | | |
| | | 4,200,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 5.225%, 04/25/28 | | | | | 4,463,057 | | | | | | 0.1 | | |
| | | 2,840,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQ2 M3, 3.775%, 05/25/25 | | | | | 2,934,127 | | | | | | 0.1 | | |
| | | 5,365,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQA2 M3, 5.325%, 05/25/28 | | | | | 5,749,584 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 2,100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA1 M3, 6.075%, 07/25/28 | | | | $ | 2,311,972 | | | | | | 0.1 | | |
| | | 6,500,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA4 M3, 4.324%, 03/25/29 | | | | | 6,534,966 | | | | | | 0.2 | | |
| | | 2,600,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA3 M3, 4.374%, 03/25/29 | | | | | 2,621,095 | | | | | | 0.1 | | |
| | | 220,852,091 | #,^ | | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/44 | | | | | 909,248 | | | | | | 0.0 | | | |
| | | 8,321,137 ^ | | | | GS Mortgage Securities Corp. II 2012-GCJ9 XA, 2.456%, 11/10/45 | | | | | 702,839 | | | | | | 0.0 | | |
| | | 2,710,000 | # | | GS Mortgage Securities Trust 2010-C2 F, 4.548%, 12/10/43 | | | | | 2,339,502 | | | | | | 0.0 | | | |
| | | 3,000,000 | # | | GS Mortgage Securities Trust 2010-C2, 4.548%, 12/10/43 | | | | | 2,785,221 | | | | | | 0.1 | | | |
| | | 3,400,000 | # | | GS Mortgage Securities Trust 2010-C2, 5.357%, 12/10/43 | | | | | 3,429,876 | | | | | | 0.1 | | | |
| | | 30,175,393 ^ | | | | GS Mortgage Securities Trust 2012-GCJ7 XA, 2.643%, 05/10/45 | | | | | 2,401,134 | | | | | | 0.1 | | |
| | | 45,339,021 ^ | | | | GS Mortgage Securities Trust 2013-GC16 XA, 1.615%, 11/10/46 | | | | | 2,544,816 | | | | | | 0.1 | | |
| | | 13,440,000 | # | | Hudson Yards 2016-10HY Mortgage Trust, 2.835%, 08/10/38 | | | | | 13,699,384 | | | | | | 0.4 | | | |
| | | 768,748 | # | | Jefferies Resecuritization Trust 2009-R6, 2.963%, 03/26/36 | | | | | 750,006 | | | | | | 0.0 | | | |
| | | 11,030,795 ^ | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2 XA, 2.020%, 08/15/49 | | | | | 1,535,659 | | | | | | 0.0 | | |
| | | 600,035 | | | | JP Morgan Alternative Loan Trust, 5.500%, 12/25/35 | | | | | 487,498 | | | | | | 0.0 | | |
| | | 630,000 | # | | JP Morgan Chase Commercial Mortgage Securities Corp. 2004-C2 H, 5.726%, 05/15/41 | | | | | 644,649 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 1,810,000 | # | | JP Morgan Chase Commercial Mortgage Securities Corp. 2004-CB8 J, 4.733%, 01/12/39 | | | | $ | 1,759,035 | | | | | | 0.1 | | | |
| | | 5,699,000 | # | | JP Morgan Chase Commercial Mortgage Securities Corp. 2004-CB8 K, 4.733%, 01/12/39 | | | | | 5,386,939 | | | | | | 0.2 | | | |
| | | 17,385,000 | #,^ | | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.440%, 12/15/47 | | | | | 332,704 | | | | | | 0.0 | | | |
| | | 2,400,000 | # | | JP Morgan Chase Commercial Mortgage Securities Corp., 5.715%, 07/15/46 | | | | | 2,508,122 | | | | | | 0.1 | | | |
| | | 2,490,000 | # | | JP Morgan Chase Commercial Mortgage Securities Trust 2003-CIBC6, 5.379%, 07/12/37 | | | | | 2,464,114 | | | | | | 0.1 | | | |
| | | 568,826 | # | | JP Morgan Chase Commercial Mortgage Securities Trust 2003-LN1 H, 5.773%, 10/15/37 | | | | | 570,049 | | | | | | 0.0 | | | |
| | | 1,320,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9 E, 5.503%, 06/12/41 | | | | | 1,292,559 | | | | | | 0.0 | | |
| | | 750,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP8 C, 5.549%, 05/15/45 | | | | | 727,640 | | | | | | 0.0 | | |
| | | 6,270,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP11 AM, 5.940%, 06/15/49 | | | | | 6,315,361 | | | | | | 0.2 | | |
| | | 1,353,347 | # | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 TAC1, 7.990%, 07/15/46 | | | | | 1,367,753 | | | | | | 0.0 | | | |
| | | 35,881,549 ^ | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.837%, 06/15/45 | | | | | 2,212,230 | | | | | | 0.1 | | |
| | | 41,894,397 ^ | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 XA, 0.690%, 01/15/46 | | | | | 541,033 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 8,540,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2 A4, 2.822%, 08/15/49 | | | | $ | 8,782,826 | | | | | | 0.3 | | |
| | | 3,002,911 | | | | JP Morgan Mortgage Trust 2005-A4 B1, 2.953%, 07/25/35 | | | | | 2,556,995 | | | | | | 0.1 | | |
| | | 2,659,657 | | | | JP Morgan Mortgage Trust 2005-S3 1A10, 6.000%, 01/25/36 | | | | | 2,296,307 | | | | | | 0.1 | | |
| | | 37,983,808 ^ | | | | JPMBB Commercial Mortgage Securities Trust 2013-C12, 0.895%, 07/15/45 | | | | | 1,051,327 | | | | | | 0.0 | | |
| | | 21,007,756 ^ | | | | JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 1.395%, 04/15/47 | | | | | 826,655 | | | | | | 0.0 | | |
| | | 1,677,073 ^ | | | | JPMBB Commercial Mortgage Securities Trust 2015-C28, 1.339%, 10/15/48 | | | | | 105,009 | | | | | | 0.0 | | |
| | | 3,370,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC10, 5.066%-5.097%, 01/12/37 | | | | | 3,441,094 | | | | | | 0.1 | | |
| | | 17,450,943 | #,^ | | LB-UBS Commercial Mortgage Trust 2004-C1 XST, 1.000%, 01/15/36 | | | | | 9,319 | | | | | | 0.0 | | | |
| | | 1,089,398 | # | | LB-UBS Commercial Mortgage Trust 2004-C7 K, 5.342%, 10/15/36 | | | | | 1,102,441 | | | | | | 0.0 | | | |
| | | 913,962 | # | | LB-UBS Commercial Mortgage Trust 2005-C1 G, 5.828%, 02/15/40 | | | | | 917,653 | | | | | | 0.0 | | | |
| | | 1,860,000 | # | | LB-UBS Commercial Mortgage Trust 2005-C1, 5.928%, 02/15/40 | | | | | 1,876,854 | | | | | | 0.1 | | | |
| | | 174,956 | | | | LB-UBS Commercial Mortgage Trust 2005-C3 D, 4.954%, 07/15/40 | | | | | 182,985 | | | | | | 0.0 | | |
| | | 1,730,000 | | | | LB-UBS Commercial Mortgage Trust 2005-C3 E, 4.983%, 07/15/40 | | | | | 1,774,645 | | | | | | 0.1 | | |
| | | 1,130,000 | # | | LB-UBS Commercial Mortgage Trust 2005-C5 G, 5.350%, 09/15/40 | | | | | 1,122,740 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 2,000,000 | # | | LB-UBS Commercial Mortgage Trust 2005-C5, 5.350%, 09/15/40 | | | | $ | 1,906,164 | | | | | | 0.1 | | | |
| | | 5,000,000 | | | | LB-UBS Commercial Mortgage Trust 2005-C7 E, 5.350%, 11/15/40 | | | | | 5,095,411 | | | | | | 0.1 | | |
| | | 756,000 | | | | LB-UBS Commercial Mortgage Trust 2006-C4 D, 6.080%, 06/15/38 | | | | | 755,075 | | | | | | 0.0 | | |
| | | 2,090,000 | | | | LB-UBS Commercial Mortgage Trust 2006-C4 E, 6.080%, 06/15/38 | | | | | 2,086,786 | | | | | | 0.1 | | |
| | | 16,487,596 | #,^ | | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.905%, 11/15/38 | | | | | 3,911 | | | | | | 0.0 | | | |
| | | 3,490,000 | | | | LB-UBS Commercial Mortgage Trust 2007-C6 AJ, 6.322%, 07/15/40 | | | | | 3,487,000 | | | | | | 0.1 | | |
| | | 2,034,009 | | | | Lehman Mortgage Trust 2005-1 1A3, 5.500%, 11/25/35 | | | | | 1,703,354 | | | | | | 0.1 | | |
| | | 22,074,699 ^ | | | | Lehman Mortgage Trust 2006-7, 6.025%, 11/25/36 | | | | | 5,355,940 | | | | | | 0.2 | | |
| | | 15,933,475 ^ | | | | Lehman Mortgage Trust 2006-9, 6.095%, 01/25/37 | | | | | 3,799,444 | | | | | | 0.1 | | |
| | | 2,173,410 | | | | Lehman XS Trust Series 2005-5N 1A2, 0.885%, 11/25/35 | | | | | 1,699,828 | | | | | | 0.0 | | |
| | | 4,438,784 | | | | Lehman XS Trust Series 2006-14N 2A, 0.725%, 09/25/46 | | | | | 3,593,003 | | | | | | 0.1 | | |
| | | 1,550,000 | # | | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 D, 4.838%, 08/15/45 | | | | | 1,580,433 | | | | | | 0.1 | | | |
| | | 48,816,756 ^ | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19, 1.299%, 12/15/47 | | | | | 2,860,652 | | | | | | 0.1 | | |
| | | 4,251,000 | | | | Morgan Stanley Capital I Trust 2006-IQ11, 6.064%, 10/15/42 | | | | | 4,263,350 | | | | | | 0.1 | | |
| | | 2,800,000 | # | | Morgan Stanley Capital I Trust 2008-TOP29 D, 6.477%, 01/11/43 | | | | | 2,784,445 | | | | | | 0.1 | | | |
| | | 3,090,000 | # | | Morgan Stanley Capital I Trust 2011-C1 D, 5.601%, 09/15/47 | | | | | 3,403,472 | | | | | | 0.1 | | | |
| | | 1,300,000 | # | | Morgan Stanley Capital I Trust 2011-C1 E, 5.601%, 09/15/47 | | | | | 1,419,019 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 170,908 | # | | Morgan Stanley Capital I, Inc. 1999-WF1 M, 5.910%, 11/15/31 | | | | $ | 170,916 | | | | | | 0.0 | | | |
| | | 479,967 | # | | Morgan Stanley Dean Witter Capital I Trust 2001-TOP3 E, 7.817%, 07/15/33 | | | | | 513,239 | | | | | | 0.0 | | | |
| | | 4,807,498 ^ | | | | Morgan Stanley Mortgage Loan Trust 2006-1AR, 3.841%, 02/25/36 | | | | | 394,996 | | | | | | 0.0 | | |
| | | 6,920,203 | | | | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/37 | | | | | 6,067,684 | | | | | | 0.2 | | |
| | | 2,890,000 | # | | Morgan Stanley Reremic Trust 2012-XA B, 0.250%, 07/27/49 | | | | | 2,591,634 | | | | | | 0.1 | | | |
| | | 355,215 | | | | Wachovia Bank Commercial Mortgage Trust Series 2006-C25 B, 6.010%, 05/15/43 | | | | | 354,783 | | | | | | 0.0 | | |
| | | 5,370,000 | | | | Wachovia Bank Commercial Mortgage Trust Series 2006-C25 C, 6.010%, 05/15/43 | | | | | 5,358,147 | | | | | | 0.2 | | |
| | | 6,850,000 | | | | Wachovia Bank Commercial Mortgage Trust Series 2006-C25 D, 6.010%, 05/15/43 | | | | | 6,833,214 | | | | | | 0.2 | | |
| | | 3,076,237 | | | | Wachovia Mortgage Loan Trust LLC Series 2005-B Trust 2A1, 3.104%, 10/20/35 | | | | | 2,807,232 | | | | | | 0.1 | | |
| | | 718,745 | | | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.056%, 10/25/36 | | | | | 609,262 | | | | | | 0.0 | | |
| | | 5,556,868 | | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust, 1.035%, 08/25/45 | | | | | 4,895,357 | | | | | | 0.1 | | |
| | | 151,949,584 | | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 1.418%, 08/25/45 | | | | | 7,482,438 | | | | | | 0.2 | | |
| | | 806,820 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 2.575%, 10/25/36 | | | | | 708,936 | | | | | | 0.0 | | |
| | | 1,845,208 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 Trust 1A4, 2.237%, 11/25/36 | | | | | 1,649,120 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 2,033,911 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A1, 2.270%, 12/25/36 | | | | $ | 1,746,737 | | | | | | 0.0 | | |
| | | 4,702,184 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust 2A3, 2.270%, 12/25/36 | | | | | 4,023,833 | | | | | | 0.1 | | |
| | | 2,787,062 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust 3A1, 3.696%, 12/25/36 | | | | | 2,564,056 | | | | | | 0.1 | | |
| | | 1,311,053 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR6 2A3, 2.776%, 08/25/36 | | | | | 1,175,013 | | | | | | 0.0 | | |
| | | 3,114,490 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 2.802%, 08/25/46 | | | | | 2,733,550 | | | | | | 0.1 | | |
| | | 3,897,722 | | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 2.603%, 12/25/36 | | | | | 3,416,012 | | | | | | 0.1 | | |
| | | 904,852 | | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 1A1, 2.415%, 03/25/37 | | | | | 727,801 | | | | | | 0.0 | | |
| | | 2,485,922 | | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 2.303%, 04/25/37 | | | | | 2,169,940 | | | | | | 0.1 | | |
| | | 1,161,731 | | | | WaMu Mortgage Pass-Through Certificates WMALT Series Trust 2007-OC1 A3, 0.755%, 01/25/47 | | | | | 882,791 | | | | | | 0.0 | | |
| | | 2,977,329 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 Trust, 1.425%, 11/25/35 | | | | | 2,131,478 | | | | | | 0.1 | | |
| | | 2,630,440 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/36 | | | | | 2,326,975 | | | | | | 0.1 | | |
| | | 1,988,884 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 CB3, 5.500%, 07/25/35 | | | | | 1,892,793 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 873,858 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/35 | | | | $ | 815,978 | | | | | | 0.0 | | |
| | | 2,637,701 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR5 4A, 1.497%, 06/25/46 | | | | | 1,985,109 | | | | | | 0.1 | | |
| | | 3,481,288 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 1.467%, 08/25/46 | | | | | 2,343,691 | | | | | | 0.1 | | |
| | | 2,406,755 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 A4, 0.845%, 01/25/47 | | | | | 1,844,598 | | | | | | 0.1 | | |
| | | 2,272,623 | | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.955%, 06/25/37 | | | | | 1,678,237 | | | | | | 0.1 | | |
| | | 2,349,551 | | | | Wells Fargo Alternative Loan Trust, 6.250%, 07/25/37 | | | | | 2,140,931 | | | | | | 0.1 | | |
| | | 29,175,891 | #,^ | | Wells Fargo Commercial Mortgage Trust 2012-LC5 XA, 2.188%, 10/15/45 | | | | | 2,233,073 | | | | | | 0.1 | | | |
| | | 57,410,351 ^ | | | | Wells Fargo Commercial Mortgage Trust 2014-LC16, 1.608%, 08/15/50 | | | | | 3,888,208 | | | | | | 0.1 | | |
| | | 6,100,000 | | | | Wells Fargo Commercial Mortgage Trust 2015-P2, 3.541%, 12/15/48 | | | | | 6,609,275 | | | | | | 0.2 | | |
| | | 21,622,305 ^ | | | | Wells Fargo Commercial Mortgage Trust 2016-C33, 1.981%, 03/15/59 | | | | | 2,523,463 | | | | | | 0.1 | | |
| | | 7,300,000 | | | | Wells Fargo Commercial Mortgage Trust 2016-C35 A3, 2.674%, 07/15/48 | | | | | 7,392,833 | | | | | | 0.2 | | |
| | | 42,619,514 ^ | | | | Wells Fargo Commercial Mortgage Trust 2016-C35 XA, 2.172%, 07/15/48 | | | | | 6,023,011 | | | | | | 0.2 | | |
| | | 1,097,038 | | | | Wells Fargo Mortgage Backed Securities 2006-AR4 Trust 2A4, 3.198%, 04/25/36 | | | | | 1,009,206 | | | | | | 0.0 | | |
| | | 1,175,448 | | | | Wells Fargo Mortgage Backed Securities 2007-8 Trust 1A13, 0.895%, 07/25/37 | | | | | 1,019,223 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 16,860,499 | #,^ | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 2.255%, 08/15/45 | | | | $ | 1,324,107 | | | | | | 0.0 | | | |
| | | 13,727,409 | #,^ | | WFRBS Commercial Mortgage Trust 2012-C9, 2.282%, 11/15/45 | | | | | 1,110,751 | | | | | | 0.0 | | | |
| | | 27,186,678 | #,^ | | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.528%, 03/15/48 | | | | | 1,614,579 | | | | | | 0.0 | | | |
| | | 40,646,071 | | | | Other Securities | | | | | 36,268,701 | | | | | | 1.1 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $506,067,196) | | | | | 510,273,748 | | | | | | 15.0 | | |
| FOREIGN GOVERNMENT BONDS: 1.6% | | ||||||||||||||||||
| | | 5,935,000 | # | | Argentine Republic Government International Bond, 6.875%, 04/22/21 | | | | | 6,475,085 | | | | | | 0.2 | | | |
| | | 350,000 | # | | Costa Rica Government International Bond, 4.250%, 01/26/23 | | | | | 345,625 | | | | | | 0.0 | | | |
| | | 300,000 | # | | Dominican Republic International Bond, 5.500%, 01/27/25 | | | | | 319,500 | | | | | | 0.0 | | | |
| | | 300,000 | #,L | | Dominican Republic International Bond, 6.600%, 01/28/24 | | | | | 339,375 | | | | | | 0.0 | | | |
| | | 250,000 | # | | Egypt Government International Bond, 5.875%, 06/11/25 | | | | | 238,770 | | | | | | 0.0 | | | |
| | | 232,000 | # | | El Salvador Government International Bond, 5.875%, 01/30/25 | | | | | 232,290 | | | | | | 0.0 | | | |
| | | 290,380 | # | | Gabonese Republic, 6.375%, 12/12/24 | | | | | 267,107 | | | | | | 0.0 | | | |
| | | 600,000 | # | | Indonesia Government International Bond, 4.125%, 01/15/25 | | | | | 641,587 | | | | | | 0.0 | | | |
| | | 600,000 | # | | KazAgro National Management Holding JSC, 4.625%, 05/24/23 | | | | | 580,500 | | | | | | 0.0 | | | |
| | | 1,000,000 | # | | Kazakhstan Government International Bond, 5.125%, 07/21/25 | | | | | 1,130,500 | | | | | | 0.1 | | | |
| | | 600,000 | # | | Kazakhstan Temir Zholy Finance BV, 6.950%, 07/10/42 | | | | | 654,780 | | | | | | 0.0 | | | |
| | | 600,000 | # | | Morocco Government International Bond, 4.250%, 12/11/22 | | | | | 638,124 | | | | | | 0.0 | | | |
| | | 2,500,000 | # | | Petroleos Mexicanos, 6.875%, 08/04/26 | | | | | 2,824,875 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| FOREIGN GOVERNMENT BONDS: (continued) | | ||||||||||||||||||
| | $ | 600,000 | # | | Republic of Paraguay, 4.625%, 01/25/23 | | | | $ | 639,000 | | | | | | 0.0 | | | |
| | | 136,000 | # | | Romanian Government International Bond, 4.375%, 08/22/23 | | | | | 150,779 | | | | | | 0.0 | | | |
| | | 630,000 | # | | Serbia International Bond, 5.250%, 11/21/17 | | | | | 651,420 | | | | | | 0.0 | | | |
| | | 1,100,000 | # | | Sri Lanka Government International Bond, 6.825%, 07/18/26 | | | | | 1,185,313 | | | | | | 0.1 | | | |
| | | 1,000,000 | # | | Transnet SOC Ltd., 4.000%, 07/26/22 | | | | | 974,876 | | | | | | 0.1 | | | |
| | | 300,000 | # | | Zambia Government International Bond, 5.375%, 09/20/22 | | | | | 265,188 | | | | | | 0.0 | | | |
| | | 31,996,238 | | | | Other Securities(a) | | | | | 33,875,289 | | | | | | 1.0 | | |
| | | | | | | Total Foreign Government Bonds (Cost $50,487,481) | | | | | 52,429,983 | | | | | | 1.6 | | |
| ASSET-BACKED SECURITIES: 6.7% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 0.9% | | ||||||||||||
| | | 820,000 | # | | MMCA Auto Owner Trust 2014-A C, 2.260%, 10/15/20 | | | | | 826,869 | | | | | | 0.0 | | | |
| | | 3,240,000 | # | | Oscar US Funding Trust 2014-1 A4, 2.550%, 12/15/21 | | | | | 3,229,392 | | | | | | 0.1 | | | |
| | | 970,000 | | | | Santander Drive Auto Receivables Trust 2013-4 D, 3.920%, 01/15/20 | | | | | 996,884 | | | | | | 0.0 | | |
| | | 3,480,000 | # | | Santander Drive Auto Receivables Trust 2013-A D, 3.780%, 10/15/19 | | | | | 3,568,500 | | | | | | 0.1 | | | |
| | | 2,270,000 | # | | Santander Drive Auto Receivables Trust 2013-A E, 4.710%, 01/15/21 | | | | | 2,343,258 | | | | | | 0.1 | | | |
| | | 5,130,000 | | | | Santander Drive Auto Receivables Trust 2014-3 D, 2.650%, 08/17/20 | | | | | 5,210,999 | | | | | | 0.2 | | |
| | | 1,940,000 | # | | SunTrust Auto Receivables Trust 2015-1 B, 2.200%, 02/15/21 | | | | | 1,961,544 | | | | | | 0.1 | | | |
| | | 10,630,000 | | | | Other Securities | | | | | 10,783,223 | | | | | | 0.3 | | |
| | | | | | | | | | | | 28,920,669 | | | | | | 0.9 | | |
| | | | | | | Home Equity Asset-Backed Securities: 0.7% | | ||||||||||||
| | | 9,296,835 | | | | Freddie Mac Structured Pass-Through Securities, 0.775%, 05/25/31 | | | | | 9,205,030 | | | | | | 0.3 | | |
| | | 17,373,374 | | | | Other Securities | | | | | 15,155,224 | | | | | | 0.4 | | |
| | | | | | | | | | | | 24,360,254 | | | | | | 0.7 | | |
Voya Intermediate Bond Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities: 5.1% | | ||||||||||||
| | $ | 2,000,000 | # | | 1776 CLO Ltd. 2006-1A D, 2.538%, 05/08/20 | | | | $ | 1,900,346 | | | | | | 0.1 | | | |
| | | 7,600,000 | # | | ALM VII Ltd. 2012-7A A1R, 2.314%, 10/15/28 | | | | | 7,600,000 | | | | | | 0.2 | | | |
| | | 2,930,000 | # | | ALM VIII Ltd. 2013-8A A1R, 2.343%, 10/15/28 | | | | | 2,930,000 | | | | | | 0.1 | | | |
| | | 1,000,000 | # | | American Homes 4 Rent 2015-SFR1 E, 5.639%, 04/17/52 | | | | | 1,066,754 | | | | | | 0.0 | | | |
| | | 1,113,757 | #,^ | | American Homes 4 Rent 2015-SFR1 XS, 04/17/52 | | | | | — | | | | | | — | | | |
| | | 1,076,000 | # | | American Homes 4 Rent 2015-SFR2 Trust Class C, 4.691%, 10/17/45 | | | | | 1,194,227 | | | | | | 0.0 | | | |
| | | 1,250,000 | # | | American Homes 4 Rent 2015-SFR2 Trust Class D, 5.036%, 10/17/45 | | | | | 1,386,135 | | | | | | 0.1 | | | |
| | | 7,033,417 | #,^ | | American Homes 4 Rent 2015-SFR2 Trust Class XS, 10/17/45 | | | | | — | | | | | | — | | | |
| | | 3,500,000 | # | | Apidos Cinco CDO Ltd. 2007-12A C, 3.067%, 05/14/20 | | | | | 3,500,920 | | | | | | 0.1 | | | |
| | | 3,250,000 | # | | Atrium V 5A B, 1.501%, 07/20/20 | | | | | 3,203,255 | | | | | | 0.1 | | | |
| | | 650,000 | # | | Atrium V 5A D, 4.511%, 07/20/20 | | | | | 649,097 | | | | | | 0.0 | | | |
| | | 381,544 | # | | AVANT Loans Funding Trust 2015-A A, 4.000%, 08/16/21 | | | | | 383,540 | | | | | | 0.0 | | | |
| | | 4,200,000 | # | | Blue Hill CLO 2013-1A A, 2.160%, 01/15/26 | | | | | 4,201,256 | | | | | | 0.1 | | | |
| | | 3,750,000 | # | | Bluemountain CLO III Ltd. 2007-3A C, 1.547%, 03/17/21 | | | | | 3,727,736 | | | | | | 0.1 | | | |
| | | 2,380,160 | # | | Callidus Debt Partners Clo Fund VI Ltd. 6A A1T, 0.975%, 10/23/21 | | | | | 2,354,737 | | | | | | 0.1 | | | |
| | | 1,250,000 | # | | Carlyle High Yield Partners IX Ltd. 2006-9A B, 1.245%, 08/01/21 | | | | | 1,228,241 | | | | | | 0.0 | | | |
| | | 1,500,000 | # | | Carlyle High Yield Partners IX Ltd., 1.175%, 08/01/21 | | | | | 1,492,736 | | | | | | 0.1 | | | |
| | | 1,500,000 | # | | Carlyle High Yield Partners IX Ltd., 2.445%, 08/01/21 | | | | | 1,487,452 | | | | | | 0.0 | | | |
| | | 2,070,387 | # | | CIFC Funding 2006-2A B2L, 4.842%, 03/01/21 | | | | | 2,070,314 | | | | | | 0.0 | | | |
| | | 3,200,000 | # | | CIFC Funding 2006-I2A B1L, 2.442%, 03/01/21 | | | | | 3,156,995 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | $ | 2,556,456 | # | | CIFC Funding 2007-I Ltd., 4.707%, 05/10/21 | | | | $ | 2,536,534 | | | | | | 0.1 | | | |
| | | 6,000,000 | # | | Cornerstone CLO Ltd. 2007-1A C, 3.080%, 07/15/21 | | | | | 5,918,502 | | | | | | 0.2 | | | |
| | | 2,053,094 | # | | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/31 | | | | | 2,106,402 | | | | | | 0.0 | | | |
| | | 2,461,871 | # | | DRB Prime Student Loan Trust 2015-D, 3.200%, 01/25/40 | | | | | 2,526,944 | | | | | | 0.1 | | | |
| | | 1,550,000 | # | | Earnest Student Loan Program 2016-B LLC, 4.810%, 09/25/36 | | | | | 1,584,758 | | | | | | 0.0 | | | |
| | | 1,150,000 | # | | Earnest Student Loan Program 2016-C B, 4.460%, 01/26/37 | | | | | 1,151,812 | | | | | | 0.0 | | | |
| | | 2,549,509 | # | | Fraser Sullivan CLO II Ltd. 2006-2A D, 2.357%, 12/20/20 | | | | | 2,546,508 | | | | | | 0.1 | | | |
| | | 2,750,000 | # | | Fraser Sullivan CLO II Ltd. 2006-2A E, 4.357%, 12/20/20 | | | | | 2,713,871 | | | | | | 0.1 | | | |
| | | 1,500,000 | # | | Gale Force 3 CLO Ltd. 2007-3A D, 2.088%, 04/19/21 | | | | | 1,443,878 | | | | | | 0.0 | | | |
| | | 2,125,000 | # | | GoldenTree Loan Opportunities III Ltd. 2007-3A C, 2.007%, 05/01/22 | | | | | 2,104,288 | | | | | | 0.1 | | | |
| | | 3,067,787 | # | | HERO Funding Trust 2015-2 A, 3.990%, 09/20/40 | | | | | 3,147,366 | | | | | | 0.1 | | | |
| | | 3,647,905 | # | | HERO Funding Trust 2015-3A A, 4.280%, 09/20/41 | | | | | 3,788,130 | | | | | | 0.1 | | | |
| | | 3,031,930 | # | | HERO Funding Trust 2016-2, 3.750%, 09/20/41 | | | | | 3,080,259 | | | | | | 0.1 | | | |
| | | 2,500,000 | # | | Invitation Homes Trust 2014-SFR2 E, 3.677%, 06/17/32 | | | | | 2,493,010 | | | | | | 0.1 | | | |
| | | 2,000,000 | # | | Madison Park Funding III Ltd. 2006-3A D, 4.165%, 10/25/20 | | | | | 1,987,558 | | | | | | 0.1 | | | |
| | | 1,495,350 | # | | Madison Park Funding IV Ltd., 4.466%, 03/22/21 | | | | | 1,466,344 | | | | | | 0.0 | | | |
| | | 3,250,000 | # | | Madison Park Funding Ltd. 2007-6A E, 5.971%, 07/26/21 | | | | | 3,251,300 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | $ | 1,500,000 | # | | Madison Park Funding Ltd., 3.971%, 07/26/21 | | | | $ | 1,500,413 | | | | | | 0.1 | | | |
| | | 1,250,000 | # | | Madison Park Funding V Ltd 2007-5A D, 4.325%, 02/26/21 | | | | | 1,225,514 | | | | | | 0.0 | | | |
| | | 9,550,000 | # | | Magnetite CLO Ltd. 2016-18A A, 2.263%, 11/15/28 | | | | | 9,550,000 | | | | | | 0.3 | | | |
| | | 1,096,539 | # | | Marketplace Loan Trust Series 2015-AV1 A, 4.000%, 09/15/21 | | | | | 1,103,735 | | | | | | 0.0 | | | |
| | | 1,399,435 | # | | Marketplace Loan Trust Series 2015-AV2, 4.000%, 10/15/21 | | | | | 1,405,558 | | | | | | 0.1 | | | |
| | | 5,500,000 | # | | Muir Grove CLO Ltd. 2007-1A B, 2.715%, 03/25/20 | | | | | 5,501,639 | | | | | | 0.2 | | | |
| | | 2,000,000 | # | | Muir Grove CLO Ltd. 2007-1A C, 3.715%, 03/25/20 | | | | | 2,000,416 | | | | | | 0.0 | | | |
| | | 1,500,000 | # | | Ocean Trails CLO I 2006-1A B, 1.417%, 10/12/20 | | | | | 1,463,093 | | | | | | 0.0 | | | |
| | | 4,000,000 | # | | Progress Residential 2015-SFR2 Trust E, 4.427%, 06/12/32 | | | | | 3,992,521 | | | | | | 0.1 | | | |
| | | 4,000,000 | # | | Progress Residential 2015-SFR3 Trust, 4.327%, 11/12/32 | | | | | 4,202,372 | | | | | | 0.1 | | | |
| | | 2,000,000 | # | | Shasta CLO Ltd. 2007-1A BSL, 4.246%, 04/20/21 | | | | | 1,988,014 | | | | | | 0.1 | | | |
| | | 2,152,274 | # | | Sofi Consumer Loan Program 2016-1 LLC, 3.260%, 08/25/25 | | | | | 2,174,851 | | | | | | 0.1 | | | |
| | | 1,500,000 | # | | SoFi Consumer Loan Program 2016-2A B, 4.770%, 10/27/25 | | | | | 1,514,448 | | | | | | 0.0 | | | |
| | | 2,591,674 | # | | SoFi Professional Loan Program 2015-C LLC A2, 2.510%, 08/25/33 | | | | | 2,639,315 | | | | | | 0.1 | | | |
| | | 3,620,000 | # | | Springleaf Funding Trust 2015-A A, 3.160%, 11/15/24 | | | | | 3,667,052 | | | | | | 0.1 | | | |
| | | 7,320,000 | | | | Symphony CLO IX L.P., 2.303%, 10/16/28 | | | | | 7,320,000 | | | | | | 0.2 | | |
| | | 5,740,000 | # | | Symphony CLO XIV Ltd. 2014 -14A A2, 2.153%, 07/14/26 | | | | | 5,742,290 | | | | | | 0.2 | | | |
| | | 3,450,000 | # | | Taco Bell Funding LLC, 3.832%, 05/25/46 | | | | | 3,507,980 | | | | | | 0.1 | | | |
| | | 2,000,000 | # | | Telos CLO 2006-1A D Ltd., 2.365%, 10/11/21 | | | | | 1,977,020 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | $ | 2,500,000 | # | | Telos CLO 2006-1A E Ltd., 4.915%, 10/11/21 | | | | $ | 2,503,340 | | | | | | 0.1 | | | |
| | | 550,000 | # | | Telos CLO 2007-2A D Ltd., 2.880%, 04/15/22 | | | | | 538,183 | | | | | | 0.0 | | | |
| | | 2,100,000 | # | | Trade MAPS 1 Ltd. 2013- 1A C, 2.768%, 12/10/18 | | | | | 2,099,658 | | | | | | 0.1 | | | |
| | | 9,030,000 | | | | Wind River CLO Ltd. 2016-2A A, 2.363%, 10/27/28 | | | | | 9,030,000 | | | | | | 0.3 | | |
| | | 12,041,094 | | | | Other Securities | | | | | 10,468,221 | | | | | | 0.3 | | |
| | | | | | | | | | | | 174,496,838 | | | | | | 5.1 | | |
| | | | | | | Total Asset-Backed Securities (Cost $225,718,911) | | | | | 227,777,761 | | | | | | 6.7 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 22.2% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 8.7%## | | ||||||||||||
| | | 3,630,709 ^ | | | | 5.961%, due 06/15/36 | | | | | 622,536 | | | | | | 0.0 | | |
| | | 13,592,100 ^ | | | | 3.000%, due 02/15/33 | | | | | 1,671,892 | | | | | | 0.1 | | |
| | | 8,219,372 | | | | 3.000%, due 04/01/45 | | | | | 8,622,193 | | | | | | 0.3 | | |
| | | 8,333,567 | | | | 3.000%, due 04/01/45 | | | | | 8,711,143 | | | | | | 0.3 | | |
| | | 1,027,739 ^^ | | | | 4.000%, due 01/15/36 | | | | | 1,006,250 | | | | | | 0.0 | | |
| | | 6,871,246 ^ | | | | 4.000%, due 04/15/43 | | | | | 1,186,615 | | | | | | 0.0 | | |
| | | 20,863,437 | | | | 4.000%, due 09/01/45 | | | | | 22,387,194 | | | | | | 0.7 | | |
| | | 9,450,903 | | | | 4.000%, due 09/01/45 | | | | | 10,158,168 | | | | | | 0.3 | | |
| | | 15,301,223 | | | | 4.000%, due 10/01/45 | | | | | 16,418,745 | | | | | | 0.5 | | |
| | | 6,948,615 | | | | 4.000%, due 05/01/46 | | | | | 7,458,502 | | | | | | 0.2 | | |
| | | 10,004,651 | | | | 4.250%, due 06/15/44 | | | | | 11,532,653 | | | | | | 0.3 | | |
| | | 25,000,000 | | | | 4.500%, due 05/15/38 | | | | | 26,467,762 | | | | | | 0.8 | | |
| | | 4,870,527 ^ | | | | 4.500%, due 12/15/40 | | | | | 550,251 | | | | | | 0.0 | | |
| | | 3,706,688 ^ | | | | 4.500%, due 08/15/43 | | | | | 582,951 | | | | | | 0.0 | | |
| | | 624,591 ^ | | | | 5.250%, due 03/15/33 | | | | | 693,568 | | | | | | 0.0 | | |
| | | 5,756,378 ^ | | | | 5.476%, due 05/15/36 | | | | | 465,784 | | | | | | 0.0 | | |
| | | 3,679,034 ^ | | | | 5.476%, due 08/15/42 | | | | | 653,410 | | | | | | 0.0 | | |
| | | 10,045,917 | | | | 5.500%, due 12/15/34 | | | | | 11,656,759 | | | | | | 0.4 | | |
| | | 2,742,449 ^ | | | | 5.526%, due 07/15/40 | | | | | 417,042 | | | | | | 0.0 | | |
| | | 17,541,127 ^ | | | | 5.526%, due 01/15/41 | | | | | 2,308,589 | | | | | | 0.1 | | |
| | | 12,513,112 ^ | | | | 5.576%, due 09/15/44 | | | | | 2,254,459 | | | | | | 0.1 | | |
| | | 16,025,895 ^ | | | | 5.676%, due 03/15/43 | | | | | 3,132,655 | | | | | | 0.1 | | |
| | | 6,157,988 ^ | | | | 5.926%, due 08/15/36 | | | | | 1,306,451 | | | | | | 0.0 | | |
| | | 233,025 ^ | | | | 6.000%, due 04/15/33 | | | | | 53,263 | | | | | | 0.0 | | |
| | | 2,938,924 ^ | | | | 6.026%, due 05/15/41 | | | | | 593,494 | | | | | | 0.0 | | |
| | | 4,553,797 ^ | | | | 6.076%, due 09/15/34 | | | | | 423,507 | | | | | | 0.0 | | |
| | | 1,571,398 ^ | | | | 6.176%, due 10/15/34 | | | | | 149,085 | | | | | | 0.0 | | |
| | | 12,678,445 ^ | | | | 6.206%, due 10/15/35 | | | | | 2,697,971 | | | | | | 0.1 | | |
| | | 23,452,000 | W | | 14.000%, due 10/01/44 | | | | | 24,371,757 | | | | | | 0.7 | | | |
| | | 18,880,000 | W | | 22.000%, due 02/15/41 | | | | | 19,919,507 | | | | | | 0.6 | | | |
| | | 95,850,358 | | | | 2.500%-7.000%, due 12/15/17-11/01/45 | | | | | 104,986,832 | | | | | | 3.1 | | |
| | | | | | | | | | | | 293,460,988 | | | | | | 8.7 | | |
Voya Intermediate Bond Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | Federal National Mortgage Association: 9.6%## | | ||||||||||||
| | $ | 16,791,988 | | | | 3.000%, due 04/01/45 | | | | $ | 17,561,122 | | | | | | 0.5 | | |
| | | 2,186,012 ^ | | | | 3.500%, due 06/25/42 | | | | | 313,061 | | | | | | 0.0 | | |
| | | 8,457,258 ^ | | | | 3.500%, due 06/25/42 | | | | | 1,067,576 | | | | | | 0.0 | | |
| | | 9,405,771 | | | | 3.500%, due 10/01/42 | | | | | 9,961,888 | | | | | | 0.3 | | |
| | | 138,349 ^ | | | | 4.000%, due 11/25/18 | | | | | 3,998 | | | | | | 0.0 | | |
| | | 3,918,728 ^ | | | | 4.000%, due 04/25/41 | | | | | 344,196 | | | | | | 0.0 | | |
| | | 28,056,509 | | | | 4.000%, due 05/01/45 | | | | | 30,167,213 | | | | | | 0.9 | | |
| | | 7,079,464 | | | | 4.500%, due 11/01/40 | | | | | 7,768,899 | | | | | | 0.2 | | |
| | | 7,142,747 | | | | 4.500%, due 10/25/41 | | | | | 8,413,132 | | | | | | 0.2 | | |
| | | 11,049,000 | | | | 5.000%, due 06/25/40 | | | | | 12,962,656 | | | | | | 0.4 | | |
| | | 46,160,629 ^ | | | | 5.500%, due 03/25/45 | | | | | 9,873,805 | | | | | | 0.3 | | |
| | | 13,131,267 ^ | | | | 5.545%, due 11/25/40 | | | | | 2,227,978 | | | | | | 0.1 | | |
| | | 20,887,035 | | | | 5.576%, due 02/25/49 | | | | | 23,006,181 | | | | | | 0.7 | | |
| | | 2,723,915 ^ | | | | 5.625%, due 07/25/33 | | | | | 510,209 | | | | | | 0.0 | | |
| | | 5,042,107 ^ | | | | 5.625%, due 11/25/39 | | | | | 936,278 | | | | | | 0.0 | | |
| | | 13,846,569 ^ | | | | 5.625%, due 11/25/42 | | | | | 2,886,956 | | | | | | 0.1 | | |
| | | 4,859,695 ^ | | | | 5.675%, due 10/25/32 | | | | | 839,367 | | | | | | 0.0 | | |
| | | 16,206,657 ^ | | | | 5.675%, due 06/25/33 | | | | | 3,147,109 | | | | | | 0.1 | | |
| | | 13,318,479 ^ | | | | 5.675%, due 10/25/42 | | | | | 2,871,888 | | | | | | 0.1 | | |
| | | 11,908,261 ^ | | | | 5.675%, due 02/25/43 | | | | | 1,886,136 | | | | | | 0.1 | | |
| | | 5,588,128 ^ | | | | 5.675%, due 08/25/43 | | | | | 1,085,924 | | | | | | 0.0 | | |
| | | 15,532,080 ^ | | | | 5.725%, due 02/25/33 | | | | | 3,166,721 | | | | | | 0.1 | | |
| | | 8,792,512 ^ | | | | 5.825%, due 03/25/38 | | | | | 1,679,347 | | | | | | 0.1 | | |
| | | 8,039,834 ^ | | | | 5.875%, due 10/25/37 | | | | | 1,751,954 | | | | | | 0.1 | | |
| | | 12,703,512 ^ | | | | 5.875%, due 05/25/40 | | | | | 2,471,436 | | | | | | 0.1 | | |
| | | 3,633,356 ^ | | | | 5.925%, due 05/25/40 | | | | | 674,078 | | | | | | 0.0 | | |
| | | 468,047 ^ | | | | 6.000%, due 08/25/33 | | | | | 108,872 | | | | | | 0.0 | | |
| | | 5,383,595 ^ | | | | 6.025%, due 04/25/39 | | | | | 1,115,693 | | | | | | 0.0 | | |
| | | 5,574,696 ^ | | | | 6.025%, due 09/25/40 | | | | | 980,212 | | | | | | 0.0 | | |
| | | 13,853,470 ^ | | | | 6.075%, due 04/25/31 | | | | | 1,872,910 | | | | | | 0.1 | | |
| | | 4,289,339 ^ | | | | 6.075%, due 10/25/41 | | | | | 815,752 | | | | | | 0.0 | | |
| | | 11,463,429 ^ | | | | 6.095%, due 06/25/40 | | | | | 1,674,757 | | | | | | 0.1 | | |
| | | 481,975 ^ | | | | 6.175%, due 08/25/26 | | | | | 69,068 | | | | | | 0.0 | | |
| | | 3,477,253 ^ | | | | 6.175%, due 07/25/42 | | | | | 700,398 | | | | | | 0.0 | | |
| | | 1,737,767 ^ | | | | 6.215%, due 01/25/37 | | | | | 339,023 | | | | | | 0.0 | | |
| | | 6,339,242 ^ | | | | 6.225%, due 10/25/35 | | | | | 1,241,546 | | | | | | 0.0 | | |
| | | 3,229,601 ^ | | | | 7.125%, due 07/25/33 | | | | | 716,220 | | | | | | 0.0 | | |
| | | 461,968 ^ | | | | 7.154%, due 02/17/29 | | | | | 71,558 | | | | | | 0.0 | | |
| | | 36,986,000 | W | | 14.000%, due 07/25/42 | | | | | 38,356,095 | | | | | | 1.1 | | | |
| | | 11,794,000 | W | | 47.000%, due 03/15/27 | | | | | 12,388,998 | | | | | | 0.4 | | | |
| | | 109,638,455 | W | | 0.491%-30.824%, due 11/01/17-08/01/46 | | | | | 118,791,175 | | | | | | 3.5 | | | |
| | | | | | | | | | | | 326,821,385 | | | | | | 9.6 | | |
| | | | | | | Government National Mortgage Association: 3.9% | | ||||||||||||
| | | 24,811,445 | | | | 3.500%, due 07/20/46 | | | | | 26,407,083 | | | | | | 0.8 | | |
| | | 24,264,000 | | | | 3.500%, due 08/20/46 | | | | | 25,865,995 | | | | | | 0.8 | | |
| | | 5,162,955 ^ | | | | 4.500%, due 01/16/29 | | | | | 639,558 | | | | | | 0.0 | | |
| | | 2,363,509 ^ | | | | 4.500%, due 09/20/41 | | | | | 351,144 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | Government National Mortgage Association (continued) | | ||||||||||||
| | $ | 9,115,553 ^ | | | | 4.820%, due 05/16/41 | | | | $ | 1,380,801 | | | | | | 0.0 | | |
| | | 1,842,431 ^ | | | | 5.000%, due 04/20/40 | | | | | 633,261 | | | | | | 0.0 | | |
| | | 10,672,943 ^ | | | | 5.068%, due 12/20/44 | | | | | 1,694,974 | | | | | | 0.1 | | |
| | | 17,658,378 ^ | | | | 5.070%, due 04/16/44 | | | | | 3,052,199 | | | | | | 0.1 | | |
| | | 3,621,808 ^ | | | | 5.318%, due 06/20/40 | | | | | 549,912 | | | | | | 0.0 | | |
| | | 16,749,287 ^ | | | | 5.500%, due 11/20/43 | | | | | 3,522,752 | | | | | | 0.1 | | |
| | | 19,020,315 ^ | | | | 5.518%, due 07/20/39 | | | | | 3,248,440 | | | | | | 0.1 | | |
| | | 22,875,995 ^ | | | | 5.570%, due 05/16/40 | | | | | 3,458,237 | | | | | | 0.1 | | |
| | | 1,034,246 ^ | | | | 5.668%, due 06/20/38 | | | | | 85,348 | | | | | | 0.0 | | |
| | | 2,315,192 ^ | | | | 5.668%, due 04/20/39 | | | | | 426,457 | | | | | | 0.0 | | |
| | | 13,532,777 ^ | | | | 5.670%, due 12/16/39 | | | | | 1,830,430 | | | | | | 0.1 | | |
| | | 7,435,660 ^ | | | | 5.768%, due 05/20/39 | | | | | 639,196 | | | | | | 0.0 | | |
| | | 1,630,081 ^ | | | | 5.868%, due 04/20/38 | | | | | 263,248 | | | | | | 0.0 | | |
| | | 874,068 ^ | | | | 5.970%, due 05/16/38 | | | | | 165,619 | | | | | | 0.0 | | |
| | | 9,799,535 | | | | 6.000%, due 05/20/39 | | | | | 12,752,628 | | | | | | 0.4 | | |
| | | 2,328,757 ^ | | | | 6.018%, due 01/20/38 | | | | | 471,520 | | | | | | 0.0 | | |
| | | 11,298,052 ^ | | | | 6.088%, due 08/20/40 | | | | | 2,612,470 | | | | | | 0.1 | | |
| | | 4,643,086 ^ | | | | 6.120%, due 09/16/40 | | | | | 947,737 | | | | | | 0.0 | | |
| | | 14,421,004 ^ | | | | 6.158%, due 08/20/39 | | | | | 2,101,641 | | | | | | 0.1 | | |
| | | 21,789,199 ^ | | | | 6.168%, due 07/20/37 | | | | | 5,063,023 | | | | | | 0.1 | | |
| | | 1,478,089 ^ | | | | 6.240%, due 02/16/35 | | | | | 303,108 | | | | | | 0.0 | | |
| | | 28,914 ^ | | | | 7.720%, due 06/16/31 | | | | | 2,544 | | | | | | 0.0 | | |
| | | 15,263,000 | W | | 16.000%, due 05/20/45 | | | | | 15,990,377 | | | | | | 0.5 | | | |
| | | 16,808,555 | | | | 4.000%-5.500%, due 05/16/39-10/20/60 | | | | | 18,365,152 | | | | | | 0.5 | | |
| | | | | | | | | | | | 132,824,854 | | | | | | 3.9 | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $734,138,247) | | | | | 753,107,227 | | | | | | 22.2 | | |
| U.S. TREASURY OBLIGATIONS: 23.4% | | ||||||||||||||||||
| | | | | | | Treasury Inflation Indexed Protected Securities: 5.2% | | ||||||||||||
| | | 168,283,525 | | | | 0.625%, due 01/15/26 | | | | | 177,319,845 | | | | | | 5.2 | | |
| | | | | | | U.S. Treasury Bonds: 4.9% | | ||||||||||||
| | | 154,568,000 | | | | 2.500%, due 05/15/46 | | | | | 160,503,257 | | | | | | 4.8 | | |
| | | 3,966,000 | | | | 1.500%-3.000%, due 08/15/26-11/15/45 | | | | | 3,940,368 | | | | | | 0.1 | | |
| | | | | | | | | | | | 164,443,625 | | | | | | 4.9 | | |
| | | | | | | U.S. Treasury Notes: 13.3% | | ||||||||||||
| | | 39,172,000 | | | | 0.750%, due 08/31/18 | | | | | 39,164,361 | | | | | | 1.2 | | |
| | | 124,855,000 | | | | 0.750%, due 09/30/18 | | | | | 124,820,915 | | | | | | 3.7 | | |
| | | 98,973,000 | | | | 0.875%, due 09/15/19 | | | | | 98,965,280 | | | | | | 2.9 | | |
| | | 24,227,000 | L | | 1.125%, due 08/31/21 | | | | | 24,207,134 | | | | | | 0.7 | | | |
| | | 104,110,000 | | | | 1.125%, due 09/30/21 | | | | | 103,975,802 | | | | | | 3.1 | | |
| | | 33,957,000 | | | | 1.375%, due 08/31/23 | | | | | 33,864,162 | | | | | | 1.0 | | |
| | | 25,625,000 | | | | 1.375%, due 09/30/23 | | | | | 25,536,927 | | | | | | 0.7 | | |
| | | 1,339,000 | | | | 1.000%-1.750%, due 12/31/17-02/15/26 | | | | | 1,359,501 | | | | | | 0.0 | | |
| | | | | | | | | | | | 451,894,082 | | | | | | 13.3 | | |
Voya Intermediate Bond Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. TREASURY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | Total U.S. Treasury Obligations (Cost $792,938,146) | | | | $ | 793,657,552 | | | | | | 23.4 | | |
| | | | | | | Total Long-Term Investments (Cost $3,402,974,836) | | | | | 3,469,840,349 | | | | | | 102.3 | | |
| SHORT-TERM INVESTMENTS: 1.8% | | ||||||||||||||||||
| | | | | | | Corporate Bonds/Notes: 0.1% | | ||||||||||||
| | $ | 110,000 | | | | Anadarko Petroleum Corp., 6.375%, 09/15/17 | | | | | 114,704 | | | | | | 0.0 | | |
| | | 367,000 | | | | Discover Financial Services, 6.450%, 06/12/17 | | | | | 378,860 | | | | | | 0.0 | | |
| | | 1,983,000 | | | | Laboratory Corp. of America Holdings, 2.200%, 08/23/17 | | | | | 1,996,455 | | | | | | 0.1 | | |
| | | 1,169,000 | | | | Southwestern Electric Power Co., 5.550%, 01/15/17 | | | | | 1,182,883 | | | | | | 0.0 | | |
| | | | | | | | | | | | 3,672,902 | | | | | | 0.1 | | |
| | | | | | | Securities Lending Collateralcc: 1.2% | | ||||||||||||
| | | 9,313,996 | | | | Bank of Nova Scotia, Repurchase Agreement dated 09/30/16, 0.47%, due 10/03/16 (Repurchase Amount $9,314,356, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.000%-5.500%, Market Value plus accrued interest $9,500,648, due 02/01/21-08/01/46) | | | | | 9,313,996 | | | | | | 0.3 | | |
| | | 9,313,996 | | | | Cantor Fitzgerald, Repurchase Agreement dated 09/30/16, 0.54%, due 10/03/16 (Repurchase Amount $9,314,409, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $9,500,276, due 11/01/16-07/20/66) | | | | | 9,313,996 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | $ | 9,313,996 | | | | Daiwa Capital Markets, Repurchase Agreement dated 09/30/16, 0.52%, due 10/03/16 (Repurchase Amount $9,314,394, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $9,500,276, due 10/13/16-09/09/49) | | | | $ | 9,313,996 | | | | | | 0.3 | | |
| | | 1,960,376 | | | | Merrill Lynch & Co., Inc., Repurchase Agreement dated 09/30/16, 0.50%, due 10/03/16 (Repurchase Amount $1,960,457, collateralized by various U.S. Government Agency Obligations, 2.140%-6.000%, Market Value plus accrued interest $1,999,584, due 03/01/26-09/01/46) | | | | | 1,960,376 | | | | | | 0.0 | | |
| | | 9,314,000 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 09/30/16, 0.60%, due 10/03/16 (Repurchase Amount $9,314,459, collateralized by various U.S. Government Securities, 0.125%-3.375%, Market Value plus accrued interest $9,500,726, due 04/15/18-09/09/49) | | | | | 9,314,000 | | | | | | 0.3 | | |
| | | | | | | | | | | | 39,216,364 | | | | | | 1.2 | | |
| | | | | | | Foreign Government Bonds: 0.0% | | ||||||||||||
| | | 200,000 | | | | Pakistan Government International Bond, 6.875%, 06/01/17 | | | | | 203,995 | | | | | | 0.0 | | |
| | | 948,000 | | | | Petroleos de Venezuela SA, 5.250%, 04/12/17 | | | | | 810,540 | | | | | | 0.0 | | |
| | | | | | | | | | | | 1,014,535 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2016 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Federal National Mortgage Association: 0.0% | | ||||||||||||
| | | 17,493 | | | | Fannie Mae (Cost $17,555) | | | | $ | 17,689 | | | | | | 0.0 | | |
| | | | | | | Mutual Funds: 0.5% | | ||||||||||||
| | | 18,692,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.340%†† (Cost $18,692,000) | | | | | 18,692,000 | | | | | | 0.5 | | |
| | | | | | | Total Short-Term Investments (Cost $62,652,191) | | | | | 62,613,490 | | | | | | 1.8 | | |
| | | | | | | Total Investments in Securities (Cost $3,465,627,027) | | | | $ | 3,532,453,839 | | | | | | 104.1 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (139,637,641) | | | | | | (4.1) | | |
| | | | | | | Net Assets | | | | $ | 3,392,816,198 | | | | | | 100.0 | | |
| | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 81,323,088 | | |
| Gross Unrealized Depreciation | | | | | (15,909,507) | | |
| Net Unrealized Appreciation | | | | $ | 65,413,581 | | |
|
| | | 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, 2016 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Corporate Bonds/Notes | | | | $ | — | | | | | $ | 1,132,594,078 | | | | | $ | — | | | | | $ | 1,132,594,078 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 510,273,748 | | | | | | — | | | | | | 510,273,748 | | |
Short-Term Investments | | | | | 18,692,000 | | | | | | 43,921,490 | | | | | | — | | | | | | 62,613,490 | | |
Foreign Government Bonds | | | | | — | | | | | | 52,429,983 | | | | | | — | | | | | | 52,429,983 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 793,657,552 | | | | | | — | | | | | | 793,657,552 | | |
Asset-Backed Securities | | | | | — | | | | | | 224,847,761 | | | | | | 2,930,000 | | | | | | 227,777,761 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 753,107,227 | | | | | | — | | | | | | 753,107,227 | | |
Total Investments, at fair value | | | | $ | 18,692,000 | | | | | $ | 3,510,831,839 | | | | | $ | 2,930,000 | | | | | $ | 3,532,453,839 | | |
|
Voya Intermediate Bond Fund | as of September 30, 2016 (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, 2016 | | ||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Centrally Cleared Swaps | | | | | — | | | | | | 15,780,903 | | | | | | — | | | | | | 15,780,903 | | |
Futures | | | | | 265,664 | | | | | | — | | | | | | — | | | | | | 265,664 | | |
Total Assets | | | | $ | 18,957,664 | | | | | $ | 3,526,612,742 | | | | | $ | 2,930,000 | | | | | $ | 3,548,500,406 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (16,277,959) | | | | | $ | — | | | | | $ | (16,277,959) | | |
Futures | | | | | (1,147,492) | | | | | | — | | | | | | — | | | | | | (1,147,492) | | |
OTC Swaps | | | | | — | | | | | | (225,184) | | | | | | — | | | | | | (225,184) | | |
Total Liabilities | | | | $ | (1,147,492) | | | | | $ | (16,503,143) | | | | | $ | — | | | | | $ | (17,650,635) | | |
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
U.S. Treasury 5-Year Note | | | | | 150 | | | | | | 12/30/16 | | | | | $ | 18,227,344 | | | | | $ | (21,379) | | |
U.S. Treasury Ultra Long Bond | | | | | 247 | | | | | | 12/20/16 | | | | | | 45,417,125 | | | | | | (1,017,336) | | |
| | | | | | | | | | | | | | | | $ | 63,644,469 | | | | | $ | (1,038,715) | | |
Short Contracts | | | | | | ||||||||||||||||||||
U.S. Treasury 10-Year Note | | | | | (91) | | | | | | 12/20/16 | | | | | | (11,932,375) | | | | | | (72,699) | | |
U.S. Treasury 2-Year Note | | | | | (191) | | | | | | 12/30/16 | | | | | | (41,727,533) | | | | | | (36,078) | | |
U.S. Treasury Long Bond | | | | | (107) | | | | | | 12/20/16 | | | | | | (17,992,719) | | | | | | 265,664 | | |
| | | | | | | | | | | | | | | | $ | (71,652,627) | | | | | $ | 156,887 | | |
|
| | | Clearinghouse | | | Termination Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Receive a fixed rate equal to 2.372% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/13/30 | | | | | | USD38,344,000 | | | | | $ | 3,634,651 | | | | | $ | 3,634,651 | | |
Receive a fixed rate equal to 2.510% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/13/35 | | | | | | USD31,365,000 | | | | | | 4,051,884 | | | | | | 4,051,884 | | |
Receive a fixed rate equal to 2.593% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/13/40 | | | | | | USD24,606,000 | | | | | | 4,017,764 | | | | | | 4,017,764 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.619% | | | Chicago Mercantile Exchange | | | | | 10/13/45 | | | | | | USD45,865,000 | | | | | | (8,718,571) | | | | | | (8,718,571) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.004% | | | Chicago Mercantile Exchange | | | | | 08/15/18 | | | | | | USD265,593,000 | | | | | | 14,627 | | | | | | 14,627 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.036% | | | Chicago Mercantile Exchange | | | | | 10/13/18 | | | | | | USD42,083,000 | | | | | | (19,353) | | | | | | (19,353) | | |
Voya Intermediate Bond Fund | as of September 30, 2016 (Unaudited) (continued) |
| | | Clearinghouse | | | Termination Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Receive a fixed rate equal to 1.036% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/13/18 | | | | | | USD42,311,000 | | | | | | 19,029 | | | | | | 19,029 | | |
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 | | | | | | USD162,439,000 | | | | | | (2,937,134) | | | | | | (2,937,134) | | |
Receive a fixed rate equal to 1.460% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/13/20 | | | | | | USD151,804,000 | | | | | | 1,963,311 | | | | | | 1,963,311 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.780% | | | Chicago Mercantile Exchange | | | | | 10/13/22 | | | | | | USD45,684,000 | | | | | | (1,392,043) | | | | | | (1,392,043) | | |
Receive a fixed rate equal to 2.126% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 03/10/26 | | | | | | USD97,984,000 | | | | | | 1,728,115 | | | | | | 1,728,115 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.618% | | | Chicago Mercantile Exchange | | | | | 06/27/26 | | | | | | USD14,380,000 | | | | | | (187,280) | | | | | | (187,280) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.621% | | | Chicago Mercantile Exchange | | | | | 06/27/26 | | | | | | USD14,380,000 | | | | | | (191,292) | | | | | | (191,292) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.646% | | | Chicago Mercantile Exchange | | | | | 06/27/26 | | | | | | USD14,380,000 | | | | | | (224,057) | | | | | | (224,057) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.620% | | | Chicago Mercantile Exchange | | | | | 06/27/26 | | | | | | USD14,380,000 | | | | | | (189,955) | | | | | | (189,955) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.625% | | | Chicago Mercantile Exchange | | | | | 06/27/26 | | | | | | USD8,455,000 | | | | | | (114,911) | | | | | | (114,911) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.902% | | | Chicago Mercantile Exchange | | | | | 06/28/26 | | | | | | USD97,984,000 | | | | | | (560,593) | | | | | | (560,593) | | |
Receive a fixed rate equal to 1.371% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 06/29/26 | | | | | | USD34,520,000 | | | | | | (341,907) | | | | | | (341,907) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.394% | | | Chicago Mercantile Exchange | | | | | 07/14/26 | | | | | | USD34,520,000 | | | | | | 278,202 | | | | | | 278,202 | | |
Receive a fixed rate equal to 1.356% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 07/15/26 | | | | | | USD63,970,000 | | | | | | (740,730) | | | | | | (740,730) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.469% | | | Chicago Mercantile Exchange | | | | | 07/19/26 | | | | | | USD63,970,000 | | | | | | 73,320 | | | | | | 73,320 | | |
Receive a fixed rate equal to 1.476% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 08/15/26 | | | | | | USD61,523,000 | | | | | | (57,999) | | | | | | (57,999) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.538% | | | Chicago Mercantile Exchange | | | | | 09/22/26 | | | | | | USD3,367,452 | | | | | | (15,309) | | | | | | (15,309) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.539% | | | Chicago Mercantile Exchange | | | | | 09/22/26 | | | | | | USD22,754,000 | | | | | | (104,739) | | | | | | (104,739) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.545% | | | Chicago Mercantile Exchange | | | | | 09/22/26 | | | | | | USD4,489,000 | | | | | | (23,437) | | | | | | (23,437) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.558% | | | Chicago Mercantile Exchange | | | | | 09/22/26 | | | | | | USD22,434,000 | | | | | | (142,719) | | | | | | (142,719) | | |
Voya Intermediate Bond Fund | as of September 30, 2016 (Unaudited) (continued) |
| | | 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 1.558% | | | Chicago Mercantile Exchange | | | | | 09/22/26 | | | | | | USD22,438,000 | | | | | | (143,811) | | | | | | (143,811) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.561% | | | Chicago Mercantile Exchange | | | | | 09/22/26 | | | | | | USD25,493,548 | | | | | | (172,119) | | | | | | (172,119) | | |
| | | | | | | | | | | | | | | | | | | $ | (497,056) | | | | | $ | (497,056) | | |
|
Reference Entity | | | Counterparty | | | Pay/ Receive Volatility | | | Volatility Strike Rate | | | Expiration Date | | | Currency | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | ||||||||||||||||||
AUD vs. USD | | | JPMorgan Chase & Co. | | | Receive | | | | | 9.650% | | | | | | 10/19/16 | | | | | | USD | | | | | | 25,244,100 | | | | | $ | (225,184) | | | | | $ | (225,184) | | |
| | | Total Volatility Swaps | | | | $ | (225,184) | | | | | $ | (225,184) | | | |||||||||||||||||||||||||||
|
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* | | | | $ | 265,664 | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 15,780,903 | |
Total Asset Derivatives | | | | | | | $ | 16,046,567 | |
Liability Derivatives | | | | ||||||
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 1,147,492 | |
Foreign exchange contracts | | | Unrealized depreciation on OTC swap agreements | | | | | 225,184 | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 16,277,959 | |
Total Liability Derivatives | | | | | | | $ | 17,650,635 | |
|
Derivatives not accounted for as hedging instruments | | | Investments* | | | Futures | | | Swaps | | | Written options | | | Total | | |||||||||||||||
Equity contracts | | | | $ | — | | | | | $ | 284,529 | | | | | $ | — | | | | | $ | — | | | | | $ | 284,529 | | |
Interest rate contracts | | | | | (1,806,114) | | | | | | 6,671,180 | | | | | | (9,933,979) | | | | | | 1,784,289 | | | | | | (3,284,624) | | |
Total | | | | $ | (1,806,114) | | | | | $ | 6,955,709 | | | | | $ | (9,933,979) | | | | | $ | 1,784,289 | | | | | $ | (3,000,095) | | |
|
Derivatives not accounted for as hedging instruments | | | Futures | | | Swaps | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | — | | | | | $ | (225,184) | | | | | $ | (225,184) | | |
Equity contracts | | | | | 24,727 | | | | | | — | | | | | | 24,727 | | |
Interest rate contracts | | | | | (287,472) | | | | | | 6,237,642 | | | | | | 5,950,170 | | |
Total | | | | $ | (262,745) | | | | | $ | 6,012,458 | | | | | $ | 5,749,713 | | |
|
Voya Intermediate Bond Fund | as of September 30, 2016 (Unaudited) (continued) |
| | | JPMorgan Chase & Co. | | |||
Liabilities: | | | |||||
Volatility swaps | | | | $ | 225,184 | | |
Total Liabilities | | | | $ | 225,184 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (225,184) | | |
Total collateral pledged by the Fund/(Received from counterparty) | | | | $ | — | | |
Net Exposure(1) | | | | $ | (225,184) | | |
|
Voya Short Term Bond Fund | as of September 30, 2016 (Unaudited) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 44.0% | | ||||||||||||||||||
| | | | | | | Basic Materials: 0.8% | | ||||||||||||
| | $ | 580,000 | | | | BHP Billiton Finance USA Ltd., 2.050%, 09/30/18 | | | | $ | 588,066 | | | | | | 0.4 | | |
| | | 160,000 | # | | Chevron Phillips Chemical Co. LLC/Chevron Phillips Chemical Co. L.P., 1.700%, 05/01/18 | | | | | 159,876 | | | | | | 0.1 | | | |
| | | 329,000 | | | | Other Securities | | | | | 334,619 | | | | | | 0.3 | | |
| | | | | | | | | | | | 1,082,561 | | | | | | 0.8 | | |
| | | | | | | Communications: 2.4% | | ||||||||||||
| | | 337,000 | | | | AT&T, Inc., 1.400%, 12/01/17 | | | | | 337,300 | | | | | | 0.3 | | |
| | | 500,000 | | | | AT&T, Inc., 1.750%, 01/15/18 | | | | | 502,625 | | | | | | 0.4 | | |
| | | 550,000 | | | | AT&T, Inc., 2.300%, 03/11/19 | | | | | 559,527 | | | | | | 0.4 | | |
| | | 1,683,000 | | | | Other Securities | | | | | 1,733,218 | | | | | | 1.3 | | |
| | | | | | | | | | | | 3,132,670 | | | | | | 2.4 | | |
| | | | | | | Consumer, Cyclical: 4.2% | | ||||||||||||
| | | 486,000 | | | | American Honda Finance Corp., 2.250%, 08/15/19 | | | | | 498,250 | | | | | | 0.4 | | |
| | | 195,000 | # | | BMW US Capital LLC, 1.450%, 09/13/19 | | | | | 195,162 | | | | | | 0.2 | | | |
| | | 260,000 | # | | Daimler Finance North America LLC, 1.500%, 07/05/19 | | | | | 258,664 | | | | | | 0.2 | | | |
| | | 550,000 | | | | Ford Motor Credit Co. LLC, 3.157%, 08/04/20 | | | | | 566,681 | | | | | | 0.4 | | |
| | | 500,000 | | | | Lennar Corp., 4.750%, 12/15/17 | | | | | 515,000 | | | | | | 0.4 | | |
| | | 794,000 | | | | Southwest Airlines Co., 2.650%-2.750%, 11/06/19-11/05/20 | | | | | 818,002 | | | | | | 0.6 | | |
| | | 2,600,000 | | | | Other Securities | | | | | 2,622,461 | | | | | | 2.0 | | |
| | | | | | | | | | | | 5,474,220 | | | | | | 4.2 | | |
| | | | | | | Consumer, Non-cyclical: 9.9% | | ||||||||||||
| | | 600,000 | | | | Abbott Laboratories, 2.000%, 03/15/20 | | | | | 610,854 | | | | | | 0.5 | | |
| | | 579,000 | | | | AbbVie, Inc., 1.750%-1.800%, 11/06/17-05/14/18 | | | | | 581,296 | | | | | | 0.4 | | |
| | | 502,000 | | | | Aetna, Inc., 1.500%, 11/15/17 | | | | | 502,168 | | | | | | 0.4 | | |
| | | 364,000 | | | | Aetna, Inc., 1.900%, 06/07/19 | | | | | 367,304 | | | | | | 0.3 | | |
| | | 650,000 | | | | Altria Group, Inc., 2.625%, 01/14/20 | | | | | 672,883 | | | | | | 0.5 | | |
| | | 300,000 | # | | BAT International Finance PLC, 1.850%, 06/15/18 | | | | | 302,713 | | | | | | 0.2 | | | |
| | | 333,000 | # | | Bayer US Finance LLC, 1.500%, 10/06/17 | | | | | 332,728 | | | | | | 0.3 | | | |
| | | 520,000 | | | | Kraft Heinz Foods Co., 2.000%, 07/02/18 | | | | | 525,361 | | | | | | 0.4 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | $ | 267,000 | # | | Mylan NV, 2.500%, 06/07/19 | | | | $ | 269,526 | | | | | | 0.2 | | | |
| | | 550,000 | | | | Sanofi, 1.250%, 04/10/18 | | | | | 551,203 | | | | | | 0.4 | | |
| | | 8,128,000 | | | | Other Securities | | | | | 8,231,816 | | | | | | 6.3 | | |
| | | | | | | | | | | | 12,947,852 | | | | | | 9.9 | | |
| | | | | | | Energy: 3.5% | | ||||||||||||
| | | 621,000 | | | | Chevron Corp., 1.365%-1.790%, 03/02/18-11/16/18 | | | | | 624,212 | | | | | | 0.5 | | |
| | | 1,044,000 | | | | Shell International Finance BV, 1.375%-2.125%, 11/10/18-09/12/21 | | | | | 1,045,313 | | | | | | 0.8 | | |
| | | 500,000 | | | | Tesoro Corp., 4.250%, 10/01/17 | | | | | 512,500 | | | | | | 0.4 | | |
| | | 2,377,000 | | | | Other Securities | | | | | 2,394,368 | | | | | | 1.8 | | |
| | | | | | | | | | | | 4,576,393 | | | | | | 3.5 | | |
| | | | | | | Financial: 17.5% | | ||||||||||||
| | | 210,000 | # | | ABN AMRO Bank NV, 2.450%, 06/04/20 | | | | | 214,526 | | | | | | 0.2 | | | |
| | | 260,000 | | | | Bank of America Corp., 1.950%, 05/12/18 | | | | | 261,535 | | | | | | 0.2 | | |
| | | 1,100,000 | | | | Bank of America Corp., 2.600%, 01/15/19 | | | | | 1,122,895 | | | | | | 0.9 | | |
| | | 295,000 | # | | Bank of Tokyo-Mitsubishi UFJ Ltd., 1.700%, 03/05/18 | | | | | 295,471 | | | | | | 0.2 | | | |
| | | 310,000 | # | | BNZ International Funding Ltd./London, 2.100%, 09/14/21 | | | | | 308,836 | | | | | | 0.2 | | | |
| | | 250,000 | | | | Capital One Financial Corp., 2.350%, 08/17/18 | | | | | 253,144 | | | | | | 0.2 | | |
| | | 200,000 | | | | Citigroup, Inc., 1.850%, 11/24/17 | | | | | 200,697 | | | | | | 0.2 | | |
| | | 533,000 | | | | Citigroup, Inc., 2.050%, 12/07/18 | | | | | 537,297 | | | | | | 0.4 | | |
| | | 395,000 | # | | Commonwealth Bank of Australia, 1.375%, 09/06/18 | | | | | 394,670 | | | | | | 0.3 | | | |
| | | 360,000 | | | | Credit Suisse/New York NY, 1.700%, 04/27/18 | | | | | 360,346 | | | | | | 0.3 | | |
| | | 500,000 | | | | Discover Bank/Greenwood DE, 2.000%, 02/21/18 | | | | | 501,767 | | | | | | 0.4 | | |
| | | 150,000 | | | | Discover Bank/Greenwood DE, 2.600%, 11/13/18 | | | | | 152,319 | | | | | | 0.1 | | |
| | | 620,000 | | | | Fifth Third Bank/Cincinnati OH, 1.625%-2.150%, 08/20/18-09/27/19 | | | | | 625,207 | | | | | | 0.5 | | |
| | | 641,000 | | | | Goldman Sachs Group, Inc., 2.375%, 01/22/18 | | | | | 647,732 | | | | | | 0.5 | | |
Voya Short Term Bond Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | $ | 425,000 | | | | Goldman Sachs Group, Inc., 2.550%, 10/23/19 | | | | $ | 434,620 | | | | | | 0.3 | | |
| | | 260,000 | # | | ING Bank NV, 1.650%, 08/15/19 | | | | | 259,861 | | | | | | 0.2 | | | |
| | | 350,000 | # | | ING Bank NV, 2.050%, 08/17/18 | | | | | 352,643 | | | | | | 0.3 | | | |
| | | 300,000 | # | | ING Bank NV, 2.700%, 08/17/20 | | | | | 308,394 | | | | | | 0.2 | | | |
| | | 442,000 | | | | JPMorgan Chase & Co., 1.625%, 05/15/18 | | | | | 443,163 | | | | | | 0.3 | | |
| | | 515,000 | | | | JPMorgan Chase & Co., 1.700%, 03/01/18 | | | | | 516,655 | | | | | | 0.4 | | |
| | | 750,000 | L | | Lloyds Bank PLC, 1.750%-2.000%, 05/14/18-08/17/18 | | | | | 752,951 | | | | | | 0.6 | | | |
| | | 750,000 | # | | Macquarie Bank Ltd., 1.600%, 10/27/17 | | | | | 751,244 | | | | | | 0.6 | | | |
| | | 500,000 | | | | Manufacturers & Traders Trust Co., 1.450%, 03/07/18 | | | | | 499,995 | | | | | | 0.4 | | |
| | | 300,000 | # | | Metropolitan Life Global Funding I, 1.550%, 09/13/19 | | | | | 299,915 | | | | | | 0.2 | | | |
| | | 365,000 | | | | Mitsubishi UFJ Financial Group, Inc., 2.190%, 09/13/21 | | | | | 364,329 | | | | | | 0.3 | | |
| | | 295,000 | # | | Mitsubishi UFJ Trust & Banking Corp., 1.600%, 10/16/17 | | | | | 295,408 | | | | | | 0.2 | | | |
| | | 353,000 | | | | Morgan Stanley, 1.875%-2.200%, 01/05/18-12/07/18 | | | | | 354,740 | | | | | | 0.3 | | |
| | | 150,000 | # | | New York Life Global Funding, 1.550%, 11/02/18 | | | | | 150,809 | | | | | | 0.1 | | | |
| | | 580,000 | | | | PNC Bank NA, 2.400%, 10/18/19 | | | | | 593,994 | | | | | | 0.5 | | |
| | | 363,000 | # | | Scentre Group Trust 1 / Scentre Group Trust 2, 2.375%, 11/05/19 | | | | | 368,405 | | | | | | 0.3 | | | |
| | | 265,000 | # | | Standard Chartered PLC, 2.100%, 08/19/19 | | | | | 265,058 | | | | | | 0.2 | | | |
| | | 680,000 | | | | Sumitomo Mitsui Banking Corp., 1.500%, 01/18/18 | | | | | 679,518 | | | | | | 0.5 | | |
| | | 345,000 | | | | Toronto-Dominion Bank, 1.450%, 09/06/18 | | | | | 345,159 | | | | | | 0.3 | | |
| | | 593,000 | | | | Toronto-Dominion Bank, 2.250%, 11/05/19 | | | | | 605,192 | | | | | | 0.4 | | |
| | | 590,000 | | | | Visa, Inc., 1.200%, 12/14/17 | | | | | 591,442 | | | | | | 0.4 | | |
| | | 422,000 | | | | Wells Fargo & Co., 1.500%, 01/16/18 | | | | | 422,476 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | $ | 7,267,000 | | | | Other Securities | | | | $ | 7,332,474 | | | | | | 5.6 | | |
| | | | | | | | | | | | 22,864,887 | | | | | | 17.5 | | |
| | | | | | | Industrial: 1.5% | | ||||||||||||
| | | 370,000 | # | | Siemens Financieringsmaatschappij NV, 1.450%, 05/25/18 | | | | | 371,341 | | | | | | 0.3 | | | |
| | | 1,611,000 | | | | Other Securities | | | | | 1,635,913 | | | | | | 1.2 | | |
| | | | | | | | | | | | 2,007,254 | | | | | | 1.5 | | |
| | | | | | | Technology: 3.0% | | ||||||||||||
| | | 668,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 3.480%, 06/01/19 | | | | | 687,359 | | | | | | 0.5 | | | |
| | | 137,000 | # | | Hewlett Packard Enterprise Co., 2.450%, 10/05/17 | | | | | 138,129 | | | | | | 0.1 | | | |
| | | 102,000 | # | | Hewlett Packard Enterprise Co., 2.850%, 10/05/18 | | | | | 103,972 | | | | | | 0.1 | | | |
| | | 850,000 | | | | Microsoft Corp., 1.300%, 11/03/18 | | | | | 854,374 | | | | | | 0.7 | | |
| | | 395,000 | | | | Microsoft Corp., 1.100%-1.550%, 08/08/19-08/08/21 | | | | | 393,761 | | | | | | 0.3 | | |
| | | 550,000 | | | | Oracle Corp., 1.200%, 10/15/17 | | | | | 550,172 | | | | | | 0.4 | | |
| | | 1,243,000 | | | | Other Securities | | | | | 1,245,158 | | | | | | 0.9 | | |
| | | | | | | | | | | | 3,972,925 | | | | | | 3.0 | | |
| | | | | | | Utilities: 1.2% | | ||||||||||||
| | | 1,560,000 | | | | Other Securities | | | | | 1,568,300 | | | | | | 1.2 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $57,083,781) | | | | | 57,627,062 | | | | | | 44.0 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 11.3% | | ||||||||||||||||||
| | | 228,448 | # | | Americold LLC Trust, 2.028%, 01/14/29 | | | | | 228,664 | | | | | | 0.2 | | | |
| | | 188,734 | | | | Banc of America Commercial Mortgage Trust 2007-1 A1A, 5.428%, 01/15/49 | | | | | 189,787 | | | | | | 0.1 | | |
| | | 249,469 | | | | Banc of America Commercial Mortgage Trust 2007-1 A4, 5.451%, 01/15/49 | | | | | 250,480 | | | | | | 0.2 | | |
| | | 32,904 | | | | Banc of America Commercial Mortgage Trust 2007-3, 5.723%, 06/10/49 | | | | | 33,398 | | | | | | 0.0 | | |
| | | 111,845 | | | | Banc of America Commercial Mortgage Trust 2007-4 A4, 5.938%, 02/10/51 | | | | | 114,128 | | | | | | 0.1 | | |
Voya Short Term Bond Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 36,576 | | | | Banc of America Commercial Mortgage, Inc., 5.723%, 06/10/49 | | | | $ | 37,024 | | | | | | 0.0 | | |
| | | 197,541 | # | | Banc of America Re-REMIC Trust 2009-UB2 A4AA, 5.815%, 02/24/51 | | | | | 198,803 | | | | | | 0.2 | | | |
| | | 480,000 | | | | Banc of America Commercial Mortgage Trust 2007-3 AJ, 5.723%, 06/10/49 | | | | | 481,671 | | | | | | 0.4 | | |
| | | 350,000 | | | | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR9 C, 5.055%, 09/11/42 | | | | | 351,800 | | | | | | 0.3 | | |
| | | 946,805 | | | | Bear Stearns Commercial Mortgage Securities, 5.471%, 01/12/45 | | | | | 955,560 | | | | | | 0.7 | | |
| | | 430,000 | | | | CD 2007-CD5 Mortgage Trust AJ, 6.320%, 11/15/44 | | | | | 432,470 | | | | | | 0.3 | | |
| | | 230,000 | | | | CD 2007-CD5 Mortgage Trust, 6.320%, 11/15/44 | | | | | 230,945 | | | | | | 0.2 | | |
| | | 626,915 | | | | Citigroup Commercial Mortgage Trust 2007-C6 A1A, 5.900%, 12/10/49 | | | | | 638,628 | | | | | | 0.5 | | |
| | | 650,000 | | | | Citigroup Commercial Mortgage Trust, 5.900%, 12/10/49 | | | | | 661,883 | | | | | | 0.5 | | |
| | | 640,000 | | | | Citigroup/Deutsche Bank Commercial Mortgage Trust 2006-CD3 AM, 5.648%, 10/15/48 | | | | | 641,346 | | | | | | 0.5 | | |
| | | 467,900 | | | | COBALT CMBS Commercial Mortgage Trust 2006-C1 AM, 5.254%, 08/15/48 | | | | | 467,842 | | | | | | 0.4 | | |
| | | 401,234 | | | | COBALT CMBS Commercial Mortgage Trust 2007-C2 A3, 5.484%, 04/15/47 | | | | | 404,551 | | | | | | 0.3 | | |
| | | 520,544 | # | | COMM 2010-RR1 GEA Mortgage Trust, 5.543%, 12/11/49 | | | | | 524,255 | | | | | | 0.4 | | | |
| | | 227,308 | # | | Commercial Mortgage Trust 2004-GG1 F, 6.572%, 06/10/36 | | | | | 229,359 | | | | | | 0.2 | | | |
| | | 429,537 | | | | Commercial Mortgage Trust, 5.289%, 12/11/49 | | | | | 432,389 | | | | | | 0.3 | | |
| | | 500,000 | # | | Credit Suisse Commercial Mortgage Trust Series 2006-K1, 5.415%, 02/25/21 | | | | | 498,805 | | | | | | 0.4 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 335,000 | # | | Credit Suisse Commercial Mortgage Trust Series 2009-RR3 A5A, 5.342%, 12/15/43 | | | | $ | 334,907 | | | | | | 0.2 | | | |
| | | 7,838 | # | | Credit Suisse First Boston Mortgage Securities Corp. 2003-C4 J, 5.322%, 08/15/36 | | | | | 7,830 | | | | | | 0.0 | | | |
| | | 620,000 | # | | Credit Suisse Mortgage Capital Certificates, 5.342%, 12/16/43 | | | | | 619,445 | | | | | | 0.5 | | | |
| | | 169,476 | # | | CSMC Series 2009-RR1, 5.383%, 02/15/40 | | | | | 169,531 | | | | | | 0.1 | | | |
| | | 520,000 | # | | DBRR 2011-C32 Trust, 5.889%, 06/17/49 | | | | | 526,104 | | | | | | 0.4 | | | |
| | | 250,000 | # | | JP Morgan Chase Commercial Mortgage Securities Trust 2003-CIBC6, 5.379%, 07/12/37 | | | | | 247,401 | | | | | | 0.2 | | | |
| | | 477,259 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC10 B, 5.021%, 01/12/37 | | | | | 491,511 | | | | | | 0.4 | | |
| | | 135,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC10, 5.066%, 01/12/37 | | | | | 139,285 | | | | | | 0.1 | | |
| | | 270,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP11 AM, 5.940%, 06/15/49 | | | | | 271,953 | | | | | | 0.2 | | |
| | | 150,000 | # | | JP Morgan Chase Commercial Mortgage Securities Trust 2009-RR1 A4B2, 1.000%, 03/18/51 | | | | | 148,279 | | | | | | 0.1 | | | |
| | | 380,000 | # | | JP Morgan Chase Commercial Mortgage Securities Trust 2014-BXH, 2.774%, 04/15/27 | | | | | 370,363 | | | | | | 0.3 | | | |
| | | 441,929 | | | | JPMorgan Chase Commercial Mortgage Securities Corp., 5.420%-5.882%, 01/15/49-02/15/51 | | | | | 450,437 | | | | | | 0.3 | | |
| | | 472,754 | | | | Morgan Stanley Capital I Trust 2007-IQ13 A4, 5.364%, 03/15/44 | | | | | 475,659 | | | | | | 0.4 | | |
| | | 28,134 | | | | Morgan Stanley Capital I Trust 2007-TOP25, 5.514%, 11/12/49 | | | | | 28,208 | | | | | | 0.0 | | |
Voya Short Term Bond Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 262,571 | # | | Morgan Stanley Re-REMIC Trust 2010-GG10, 5.988%, 08/15/45 | | | | $ | 265,448 | | | | | | 0.2 | | | |
| | | 171,776 | # | | Morgan Stanley Reremic Trust, 5.988%, 08/12/45 | | | | | 173,658 | | | | | | 0.1 | | | |
| | | 51,655 | # | | TIAA CMBS I Trust 2001-C1A L, 5.770%, 06/19/33 | | | | | 51,640 | | | | | | 0.0 | | | |
| | | 62,210 | | | | Wachovia Bank Commercial Mortgage Trust, 5.308%, 11/15/48 | | | | | 62,160 | | | | | | 0.1 | | |
| | | 710,000 | | | | Wachovia Bank Commercial Mortgage Trust, 5.342%, 12/15/43 | | | | | 714,588 | | | | | | 0.5 | | |
| | | 273,015 | | | | Wells Fargo Mortgage Backed Securities 2005-AR16 Trust 2A1, 2.853%, 02/25/34 | | | | | 277,975 | | | | | | 0.2 | | |
| | | 968,020 | | | | Other Securities | | | | | 989,876 | | | | | | 0.8 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $15,137,037) | | | | | 14,820,046 | | | | | | 11.3 | | |
| U.S. TREASURY OBLIGATIONS: 14.1% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Bonds: 0.3% | | ||||||||||||
| | | 449,000 | L | | 1.500%-2.500%, due 08/15/26-05/15/46 | | | | | 463,398 | | | | | | 0.3 | | | |
| | | | | | | U.S. Treasury Notes: 13.8% | | ||||||||||||
| | | 1,778,000 | | | | 0.750%, due 08/31/18 | | | | | 1,777,653 | | | | | | 1.4 | | |
| | | 11,212,000 | | | | 0.750%, due 09/30/18 | | | | | 11,208,939 | | | | | | 8.5 | | |
| | | 3,913,000 | | | | 0.875%, due 09/15/19 | | | | | 3,912,695 | | | | | | 3.0 | | |
| | | 146,000 | | | | 1.125%, due 08/31/21 | | | | | 145,880 | | | | | | 0.1 | | |
| | | 1,013,000 | | | | 1.375%, due 08/31/23 | | | | | 1,010,231 | | | | | | 0.8 | | |
| | | | | | | | | | | | 18,055,398 | | | | | | 13.8 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $18,522,318) | | | | | 18,518,796 | | | | | | 14.1 | | |
| ASSET-BACKED SECURITIES: 8.8% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 3.3% | | ||||||||||||
| | | 370,000 | | | | Capital Auto Receivables Asset Trust 2015-1 A3, 1.610%, 06/20/19 | | | | | 371,664 | | | | | | 0.3 | | |
| | | 350,000 | | | | Capital Auto Receivables Asset Trust, 1.620%, 10/22/18 | | | | | 350,945 | | | | | | 0.3 | | |
| | | 300,000 | # | | Hyundai Auto Lease Securitization Trust 2016-B, 1.680%, 04/15/20 | | | | | 301,383 | | | | | | 0.2 | | | |
| | | 150,000 | # | | Hyundai Auto Lease Securitization Trust 2016-C, 1.650%, 07/15/20 | | | | | 150,161 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
| | $ | 350,000 | | | | Hyundai Auto Receivables Trust 2013-A, 1.130%, 09/17/18 | | | | $ | 350,233 | | | | | | 0.3 | | |
| | | 180,000 | # | | Porsche Innovative Lease Owner Trust 2015-1 A4, 1.430%, 05/21/21 | | | | | 180,111 | | | | | | 0.1 | | | |
| | | 2,580,470 | | | | Other Securities | | | | | 2,593,606 | | | | | | 2.0 | | |
| | | | | | | | | | | | 4,298,103 | | | | | | 3.3 | | |
| | | | | | | Credit Card Asset-Backed Securities: 1.9% | | ||||||||||||
| | | 300,000 | | | | Capital One Multi-Asset Execution Trust 2016-A4 A4, 1.330%, 06/15/22 | | | | | 299,758 | | | | | | 0.2 | | |
| | | 200,000 | | | | Chase Issuance Trust 2016-A5 A5, 1.270%, 07/15/21 | | | | | 200,115 | | | | | | 0.2 | | |
| | | 300,000 | | | | Chase Issuance Trust, 1.370%, 06/15/21 | | | | | 301,057 | | | | | | 0.2 | | |
| | | 600,000 | | | | Discover Card Execution Note Trust, 0.954%-2.120%, 03/15/21-12/15/21 | | | | | 607,036 | | | | | | 0.4 | | |
| | | 1,150,000 | | | | Other Securities | | | | | 1,161,522 | | | | | | 0.9 | | |
| | | | | | | | | | | | 2,569,488 | | | | | | 1.9 | | |
| | | | | | | Home Equity Asset-Backed Securities: 0.1% | | ||||||||||||
| | | 85,043 | | | | Chase Funding Loan Acquisition Trust Series, 4.750%, 12/25/19 | | | | | 85,890 | | | | | | 0.1 | | |
| | | | | | | Other Asset-Backed Securities: 3.5% | | ||||||||||||
| | | 500,000 | # | | Apidos Cinco CDO Ltd. 2007-12A C, 3.067%, 05/14/20 | | | | | 500,131 | | | | | | 0.4 | | | |
| | | 250,000 | # | | Atrium V 5A D, 4.511%, 07/20/20 | | | | | 249,653 | | | | | | 0.2 | | | |
| | | 120,371 | # | | CIFC Funding 2006-2A B2L, 4.842%, 03/01/21 | | | | | 120,367 | | | | | | 0.1 | | | |
| | | 400,000 | # | | CIFC Funding 2006-I2A B1L, 2.442%, 03/01/21 | | | | | 394,624 | | | | | | 0.3 | | | |
| | | 241,175 | # | | CIFC Funding 2007-I Ltd., 4.707%, 05/10/21 | | | | | 239,296 | | | | | | 0.2 | | | |
| | | 500,000 | # | | Fraser Sullivan CLO II Ltd. 2006-2A E, 4.357%, 12/20/20 | | | | | 493,431 | | | | | | 0.4 | | | |
| | | 300,000 | # | | GoldenTree Loan Opportunities IV Ltd., 5.051%, 08/18/22 | | | | | 300,263 | | | | | | 0.2 | | | |
| | | 65,570 | # | | GSAMP Trust 2005-SEA2, 0.875%, 01/25/45 | | | | | 65,156 | | | | | | 0.0 | | |
Voya Short Term Bond Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | $ | 500,000 | # | | Madison Park Funding III Ltd. 2006-3A D, 4.165%, 10/25/20 | | | | $ | 496,890 | | | | | | 0.4 | | | |
| | | 250,000 | # | | Madison Park Funding Ltd. 2007-6A E, 5.971%, 07/26/21 | | | | | 250,100 | | | | | | 0.2 | | | |
| | | 500,000 | # | | Muir Grove CLO Ltd. 2007-1A B, 2.715%, 03/25/20 | | | | | 500,149 | | | | | | 0.4 | | | |
| | | 1,000,000 | # | | Muir Grove CLO Ltd. 2007-1A C, 3.715%, 03/25/20 | | | | | 1,000,208 | | | | | | 0.7 | | | |
| | | | | | | | | | | | 4,610,268 | | | | | | 3.5 | | |
| | | | | | | Total Asset-Backed Securities (Cost $11,520,261) | | | | | 11,563,749 | | | | | | 8.8 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 6.7% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 2.1%## | | ||||||||||||
| | | 645,572 | | | | 5.000%, due 07/15/39 | | | | | 697,263 | | | | | | 0.6 | | |
| | | 486,749 | | | | 5.500%, due 11/01/38 | | | | | 553,170 | | | | | | 0.4 | | |
| | | 701,259 | | | | 6.000%, due 12/15/28 | | | | | 812,116 | | | | | | 0.6 | | |
| | | 662,757 | | | | 5.500%, due 01/01/37-02/01/39 | | | | | 745,057 | | | | | | 0.5 | | |
| | | | | | | | | | | | 2,807,606 | | | | | | 2.1 | | |
| | | | | | | Federal National Mortgage Association: 2.3%## | | ||||||||||||
| | | 900,000 | | | | 5.000%, due 07/25/24 | | | | | 938,522 | | | | | | 0.7 | | |
| | | 1,922,820 | | | | 3.000%-5.000%, due 01/01/23-10/25/50 | | | | | 2,028,901 | | | | | | 1.6 | | |
| | | | | | | | | | | | 2,967,423 | | | | | | 2.3 | | |
| | | | | | | Government National Mortgage Association: 2.3% | | ||||||||||||
| | | 635,199 | | | | 1.144%, due 11/20/65 | | | | | 633,298 | | | | | | 0.5 | | |
| | | 512,695 | | | | 2.500%, due 12/20/39 | | | | | 526,400 | | | | | | 0.4 | | |
| | | 930,569 | | | | 7.124%, due 04/20/39 | | | | | 1,077,419 | | | | | | 0.8 | | |
| | | 730,836 | | | | 2.000%-4.397%, due 07/16/48-09/16/56 | | | | | 760,228 | | | | | | 0.6 | | |
| | | | | | | | | | | | 2,997,345 | | | | | | 2.3 | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $8,647,173) | | | | | 8,772,374 | | | | | | 6.7 | | |
| | | | | | | Total Long-Term Investments (Cost $110,910,570) | | | | | 111,302,027 | | | | | | 84.9 | | |
| SHORT-TERM INVESTMENTS: 16.2% | | ||||||||||||||||||
| | | | | | | Corporate Bonds/Notes: 12.5% | | ||||||||||||
| | | 280,000 | | | | Chubb INA Holdings, Inc., 5.700%, 02/15/17 | | | | | 284,614 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Corporate Bonds/Notes (continued) | | ||||||||||||
| | $ | 500,000 | | | | Ally Financial, Inc., 5.500%, 02/15/17 | | | | $ | 506,707 | | | | | | 0.4 | | |
| | | 191,000 | | | | American Express Credit Corp., 1.550%, 09/22/17 | | | | | 191,284 | | | | | | 0.1 | | |
| | | 193,000 | | | | American Honda Finance Corp., 1.200%, 07/14/17 | | | | | 192,851 | | | | | | 0.2 | | |
| | | 521,000 | | | | AmerisourceBergen Corp., 1.150%, 05/15/17 | | | | | 520,742 | | | | | | 0.4 | | |
| | | 339,000 | # | | Banque Federative du Credit Mutuel SA, 1.700%, 01/20/17 | | | | | 339,381 | | | | | | 0.3 | | | |
| | | 900,000 | | | | BB&T Corp., 1.600%, 08/15/17 | | | | | 903,084 | | | | | | 0.7 | | |
| | | 329,000 | | | | Beam, Inc., 1.875%, 05/15/17 | | | | | 330,533 | | | | | | 0.3 | | |
| | | 253,000 | | | | Becton Dickinson and Co., 1.450%, 05/15/17 | | | | | 253,455 | | | | | | 0.2 | | |
| | | 342,000 | | | | BPCE SA, 1.625%, 02/10/17 | | | | | 342,591 | | | | | | 0.3 | | |
| | | 500,000 | | | | Cablevision Systems Corp., 8.625%, 09/15/17 | | | | | 525,937 | | | | | | 0.4 | | |
| | | 500,000 | | | | CIT Group, Inc., 5.000%, 05/15/17 | | | | | 510,000 | | | | | | 0.4 | | |
| | | 630,000 | | | | Compass Bank, 1.850%, 09/29/17 | | | | | 629,373 | | | | | | 0.5 | | |
| | | 446,000 | | | | Credit Suisse/New York NY, 1.375%, 05/26/17 | | | | | 445,555 | | | | | | 0.3 | | |
| | | 417,000 | | | | Diageo Capital PLC, 1.500%, 05/11/17 | | | | | 418,245 | | | | | | 0.3 | | |
| | | 414,000 | | | | eBay, Inc., 1.350%, 07/15/17 | | | | | 414,569 | | | | | | 0.3 | | |
| | | 200,000 | | | | Express Scripts Holding Co., 1.250%, 06/02/17 | | | | | 200,088 | | | | | | 0.2 | | |
| | | 435,000 | | | | Ford Motor Credit Co. LLC, 1.684%, 09/08/17 | | | | | 435,407 | | | | | | 0.3 | | |
| | | 314,000 | | | | Hess Corp., 1.300%, 06/15/17 | | | | | 314,003 | | | | | | 0.2 | | |
| | | 204,000 | | | | The Kroger Co., 6.400%, 08/15/17 | | | | | 213,330 | | | | | | 0.2 | | |
| | | 254,000 | | | | L-3 Communications Corp., 1.500%, 05/28/17 | | | | | 254,283 | | | | | | 0.2 | | |
| | | 578,000 | | | | Manufacturers & Traders Trust Co., 1.400%, 07/25/17 | | | | | 579,132 | | | | | | 0.4 | | |
| | | 303,000 | | | | McKesson Corp., 1.292%, 03/10/17 | | | | | 303,272 | | | | | | 0.2 | | |
| | | 289,000 | # | | Mizuho Bank Ltd., 1.300%, 04/16/17 | | | | | 288,890 | | | | | | 0.2 | | | |
| | | 580,000 | | | | Monsanto Co., 1.150%, 06/30/17 | | | | | 577,891 | | | | | | 0.4 | | |
Voya Short Term Bond Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Corporate Bonds/Notes (continued) | | ||||||||||||
| | $ | 397,000 | | | | National Rural Utilities Cooperative Finance Corp., 1.100%, 01/27/17 | | | | $ | 397,130 | | | | | | 0.3 | | |
| | | 210,000 | | | | NextEra Energy Capital Holdings, Inc., 1.586%, 06/01/17 | | | | | 210,414 | | | | | | 0.2 | | |
| | | 550,000 | | | | PNC Funding Corp., 5.625%, 02/01/17 | | | | | 557,959 | | | | | | 0.4 | | |
| | | 637,000 | | | | Santander UK PLC, 1.650%, 09/29/17 | | | | | 637,596 | | | | | | 0.5 | | |
| | | 500,000 | | | | Smithfield Foods, Inc., 7.750%, 07/01/17 | | | | | 520,000 | | | | | | 0.4 | | |
| | | 294,000 | | | | Southern California Edison Co., 1.125%, 05/01/17 | | | | | 293,983 | | | | | | 0.2 | | |
| | | 406,000 | | | | Southern Co., 1.300%, 08/15/17 | | | | | 406,362 | | | | | | 0.3 | | |
| | | 300,000 | | | | Sprint Nextel Corp., 6.000%, 12/01/16 | | | | | 301,875 | | | | | | 0.2 | | |
| | | 255,000 | | | | Thomson Reuters Corp., 1.650%, 09/29/17 | | | | | 255,690 | | | | | | 0.2 | | |
| | | 250,000 | | | | Total Capital International SA, 1.550%, 06/28/17 | | | | | 250,736 | | | | | | 0.2 | | |
| | | 342,000 | | | | UBS AG/Stamford CT, 1.375%, 08/14/17 | | | | | 342,013 | | | | | | 0.3 | | |
| | | 250,000 | | | | US Bank NA/Cincinnati OH, 1.375%, 09/11/17 | | | | | 250,362 | | | | | | 0.2 | | |
| | | 189,000 | | | | Valspar Corp./The, 6.050%, 05/01/17 | | | | | 194,292 | | | | | | 0.2 | | |
| | | 261,000 | | | | Vodafone Group PLC, 5.625%, 02/27/17 | | | | | 265,368 | | | | | | 0.2 | | |
| | | 286,000 | # | | WEA Finance LLC / Westfield UK & Europe Finance PLC, 1.750%, 09/15/17 | | | | | 286,580 | | | | | | 0.2 | | | |
| | | 644,000 | | | | Wells Fargo & Co., 2.100%, 05/08/17 | | | | | 646,836 | | | | | | 0.5 | | |
| | | 359,000 | # | | WM Wrigley Jr Co., 1.400%, 10/21/16 | | | | | 359,100 | | | | | | 0.3 | | | |
| | | 179,000 | | | | Xerox Corp., 2.950%, 03/15/17 | | | | | 180,078 | | | | | | 0.1 | | |
| | | | | | | | | | | | 16,331,591 | | | | | | 12.5 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 0.4% | | ||||||||||||
| | $ | 24,810 | | | | Cantor Fitzgerald, Repurchase Agreement dated 09/30/16, 0.54%, due 10/03/16 (Repurchase Amount $24,811, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $25,306, due 11/01/16-07/20/66) | | | | $ | 24,810 | | | | | | 0.0 | | |
| | | 451,000 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 09/30/16, 0.60%, due 10/03/16 (Repurchase Amount $451,022, collateralized by various U.S. Government Securities, 0.125%-3.375%, Market Value plus accrued interest $460,042, due 04/15/18-09/09/49) | | | | | 451,000 | | | | | | 0.4 | | |
| | | | | | | | | | | | 475,810 | | | | | | 0.4 | | |
| | | | | | | U.S. Treasury Notes: 1.0% | | ||||||||||||
| | | 1,310,000 | | | | United States Treasury Note, 0.500%, 02/28/17 (Cost $1,310,086) | | | | | 1,310,828 | | | | | | 1.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 2.3% | | ||||||||||||
| | | 3,070,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.340%†† (Cost $3,070,000) | | | | | 3,070,000 | | | | | | 2.3 | | |
| | | | | | | Total Short-Term Investments (Cost $21,153,177) | | | | | 21,188,229 | | | | | | 16.2 | | |
| | | | | | | Total Investments in Securities (Cost $132,063,747) | | | | $ | 132,490,256 | | | | | | 101.1 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (1,478,744) | | | | | | (1.1) | | |
| | | | | | | Net Assets | | | | $ | 131,011,512 | | | | | | 100.0 | | |
|
Voya Short Term Bond Fund | as of September 30, 2016 (Unaudited) (continued) |
| Gross Unrealized Appreciation | | | | $ | 815,150 | | |
| Gross Unrealized Depreciation | | | | | (389,124) | | |
| Net Unrealized Appreciation | | | | $ | 426,026 | | |
|
| | | 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, 2016 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Corporate Bonds/Notes | | | | $ | — | | | | | $ | 57,627,062 | | | | | $ | — | | | | | $ | 57,627,062 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 14,820,046 | | | | | | — | | | | | | 14,820,046 | | |
Short-Term Investments | | | | | 3,070,000 | | | | | | 18,118,229 | | | | | | — | | | | | | 21,188,229 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 18,518,796 | | | | | | — | | | | | | 18,518,796 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 8,772,374 | | | | | | — | | | | | | 8,772,374 | | |
Asset-Backed Securities | | | | | — | | | | | | 11,563,749 | | | | | | — | | | | | | 11,563,749 | | |
Total Investments, at fair value | | | | $ | 3,070,000 | | | | | $ | 129,420,256 | | | | | $ | — | | | | | $ | 132,490,256 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 27,136 | | | | | | — | | | | | | — | | | | | | 27,136 | | |
Total Assets | | | | $ | 3,097,136 | | | | | $ | 129,420,256 | | | | | $ | — | | | | | $ | 132,517,392 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | $ | (7,559) | | | | | $ | — | | | | | $ | — | | | | | $ | (7,559) | | |
OTC Swaps | | | | | — | | | | | | (3,480) | | | | | | — | | | | | | (3,480) | | |
Total Liabilities | | | | $ | (7,559) | | | | | $ | (3,480) | | | | | $ | — | | | | | $ | (11,039) | | |
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
U.S. Treasury 2-Year Note | | | | | 115 | | | | | | 12/30/16 | | | | | $ | 25,123,907 | | | | | $ | 22,552 | | |
U.S. Treasury 5-Year Note | | | | | 25 | | | | | | 12/30/16 | | | | | | 3,037,891 | | | | | | 1,822 | | |
| | | | | | | | | | | | | | | | $ | 28,161,798 | | | | | $ | 24,374 | | |
|
Voya Short Term Bond Fund | as of September 30, 2016 (Unaudited) (continued) |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Short Contracts | | | | | | ||||||||||||||||||||
U.S. Treasury 10-Year Note | | | | | (48) | | | | | | 12/20/16 | | | | | | (6,294,000) | | | | | | (7,559) | | |
U.S. Treasury Long Bond | | | | | (1) | | | | | | 12/20/16 | | | | | | (168,156) | | | | | | 2,483 | | |
U.S. Treasury Ultra Long Bond | | | | | (1) | | | | | | 12/20/16 | | | | | | (183,875) | | | | | | 279 | | |
| | | | | | | | | | | | | | | | $ | (6,646,031) | | | | | $ | (4,797) | | |
|
Reference Entity | | | Counterparty | | | Pay/ Receive Volatility | | | Volatility Strike Rate | | | Expiration Date | | | Currency | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | ||||||||||||
AUD vs. USD | | | JPMorgan Chase & Co. | | | Receive | | | | | 9.650% | | | | 10/19/16 | | | USD | | | | | 390,100 | | | | | $ | (3,480) | | | | | $ | (3,480) | | |
| | | | | | | | | | | | | | | | | | Total Volatility Swaps | | | | $ | (3,480) | | | | | $ | (3,480) | | | ||||||
| | | | | | | | | |
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* | | | | $ | 27,136 | | |
Total Asset Derivatives | | | | | | | $ | 27,136 | | |
Liability Derivatives | | | | | | | | | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 7,559 | | |
Foreign exchange contracts | | | Unrealized depreciation on OTC swap agreements | | | | | 3,480 | | |
Total Liability Derivatives | | | | | | | $ | 11,039 | | |
|
Derivatives not accounted for as hedging instruments | | | Futures | | | Swaps | | | Total | | |||||||||
Equity contracts | | | | $ | 5,507 | | | | | $ | — | | | | | $ | 5,507 | | |
Interest rate contracts | | | | | (35,979) | | | | | | (326,006) | | | | | | (361,985) | | |
Total | | | | $ | (30,472) | | | | | $ | (326,006) | | | | | $ | (356,478) | | |
|
Derivatives not accounted for as hedging instruments | | | Futures | | | Swaps | | | Total | | |||||||||
Equity contracts | | | | $ | 393 | | | | | $ | — | | | | | $ | 393 | | |
Foreign exchange contracts | | | | | — | | | | | | (3,480) | | | | | | (3,480) | | |
Interest rate contracts | | | | | 27,037 | | | | | | 277,368 | | | | | | 304,405 | | |
Total | | | | $ | 27,430 | | | | | $ | 273,888 | | | | | $ | 301,318 | | |
|
Voya Short Term Bond Fund | as of September 30, 2016 (Unaudited) (continued) |
| | | JPMorgan Chase & Co. | | |||
Liabilities: | | | |||||
Volatility swaps | | | | $ | 3,480 | | |
Total Liabilities | | | | $ | 3,480 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (3,480) | | |
Total collateral pledged by the Fund/(Received from counterparty) | | | | $ | — | | |
Net Exposure(1) | | | | $ | (3,480) | | |
|
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2016 (Unaudited) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 10.8% | | ||||||||||||||||||
| | | | | | | Communications: 2.1% | | ||||||||||||
| | $ | 290,000 | | | | AT&T, Inc., 3.400%, 05/15/25 | | | | $ | 298,658 | | | | | | 0.3 | | |
| | | 278,000 | | | | CBS Corp., 4.000%, 01/15/26 | | | | | 295,586 | | | | | | 0.2 | | |
| | | 150,000 | # | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 02/15/26 | | | | | 159,375 | | | | | | 0.1 | | | |
| | | 273,000 | # | | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/22 | | | | | 295,166 | | | | | | 0.2 | | | |
| | | 200,000 | # | | Numericable Group SA, 6.250%, 05/15/24 | | | | | 199,440 | | | | | | 0.2 | | | |
| | | 150,000 | # | | Sirius XM Radio, Inc., 6.000%, 07/15/24 | | | | | 160,312 | | | | | | 0.1 | | | |
| | | 150,000 | # | | Univision Communications, Inc., 5.125%, 02/15/25 | | | | | 151,500 | | | | | | 0.1 | | | |
| | | 249,000 | | | | Verizon Communications, Inc., 5.150%, 09/15/23 | | | | | 290,234 | | | | | | 0.2 | | |
| | | 859,000 | | | | Other Securities | | | | | 911,649 | | | | | | 0.7 | | |
| | | | | | | | | | | | 2,761,920 | | | | | | 2.1 | | |
| | | | | | | Consumer, Cyclical: 1.4% | | ||||||||||||
| | | 150,000 | # | | Hot Topic, Inc., 9.250%, 06/15/21 | | | | | 159,750 | | | | | | 0.2 | | | |
| | | 150,000 | # | | Michaels Stores, Inc., 5.875%, 12/15/20 | | | | | 155,812 | | | | | | 0.1 | | | |
| | | 150,000 | # | | PetSmart, Inc., 7.125%, 03/15/23 | | | | | 157,875 | | | | | | 0.1 | | | |
| | | 1,189,000 | | | | Other Securities(a) | | | | | 1,260,992 | | | | | | 1.0 | | |
| | | | | | | | | | | | 1,734,429 | | | | | | 1.4 | | |
| | | | | | | Consumer, Non-cyclical: 1.9% | | ||||||||||||
| | | 277,000 | | | | Actavis Funding SCS, 3.000%, 03/12/20 | | | | | 285,786 | | | | | | 0.2 | | |
| | | 280,000 | | | | Celgene Corp., 3.250%, 08/15/22 | | | | | 294,296 | | | | | | 0.2 | | |
| | | 275,000 | | | | Kraft Heinz Foods Co., 2.800%, 07/02/20 | | | | | 285,254 | | | | | | 0.2 | | |
| | | 150,000 | # | | Post Holdings, Inc., 8.000%, 07/15/25 | | | | | 172,406 | | | | | | 0.2 | | | |
| | | 263,000 | | | | Reynolds American, Inc., 4.450%, 06/12/25 | | | | | 294,120 | | | | | | 0.2 | | |
| | | 150,000 | # | | Valeant Pharmaceuticals International, Inc., 5.500%, 03/01/23 | | | | | 129,000 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | $ | 1,028,000 | | | | Other Securities | | | | $ | 1,048,974 | | | | | | 0.8 | | |
| | | | | | | | | | | | 2,509,836 | | | | | | 1.9 | | |
| | | | | | | Energy: 0.1% | | ||||||||||||
| | | 150,000 | | | | Other Securities | | | | | 156,938 | | | | | | 0.1 | | |
| | | | | | | Financial: 4.4% | | ||||||||||||
| | | 150,000 | # | | Alliance Data Systems Corp., 5.375%, 08/01/22 | | | | | 147,000 | | | | | | 0.1 | | | |
| | | 327,000 | | | | Bank of America Corp., 2.625%, 10/19/20 | | | | | 334,041 | | | | | | 0.3 | | |
| | | 409,000 | # | | BPCE SA, 4.500%, 03/15/25 | | | | | 413,767 | | | | | | 0.3 | | | |
| | | 281,000 | | | | Chubb INA Holdings, Inc., 3.350%, 05/03/26 | | | | | 301,434 | | | | | | 0.3 | | |
| | | 280,000 | | | | Citigroup, Inc., 2.650%, 10/26/20 | | | | | 286,309 | | | | | | 0.2 | | |
| | | 150,000 | # | | ESH Hospitality, Inc., 5.250%, 05/01/25 | | | | | 150,562 | | | | | | 0.1 | | | |
| | | 403,000 | | | | GE Capital International Funding Co. Unlimited Co., 3.373%, 11/15/25 | | | | | 436,836 | | | | | | 0.4 | | |
| | | 279,000 | | | | Goldman Sachs Group, Inc., 4.250%, 10/21/25 | | | | | 294,342 | | | | | | 0.2 | | |
| | | 281,000 | | | | HCP, Inc., 4.000%, 06/01/25 | | | | | 289,209 | | | | | | 0.2 | | |
| | | 461,000 | | | | JPMorgan Chase & Co., 4.250%-6.125%, 10/01/27-12/29/49 | | | | | 493,708 | | | | | | 0.4 | | |
| | | 400,000 | # | | Lloyds Banking Group PLC, 4.582%, 12/10/25 | | | | | 410,768 | | | | | | 0.3 | | | |
| | | 268,000 | | | | Morgan Stanley, 4.000%, 07/23/25 | | | | | 288,901 | | | | | | 0.2 | | |
| | | 200,000 | # | | UBS Group Funding Jersey Ltd., 2.950%, 09/24/20 | | | | | 205,089 | | | | | | 0.2 | | | |
| | | 89,000 | | | | Wells Fargo & Co., 5.900%, 12/29/49 | | | | | 92,338 | | | | | | 0.1 | | |
| | | 269,000 | | | | Wells Fargo & Co., 4.300%, 07/22/27 | | | | | 290,486 | | | | | | 0.2 | | |
| | | 280,000 | | | | XLIT Ltd., 4.450%, 03/31/25 | | | | | 284,874 | | | | | | 0.2 | | |
| | | 886,000 | | | | Other Securities | | | | | 945,781 | | | | | | 0.7 | | |
| | | | | | | | | | | | 5,665,445 | | | | | | 4.4 | | |
| | | | | | | Industrial: 0.5% | | ||||||||||||
| | | 150,000 | # | | Building Materials Corp. of America, 6.000%, 10/15/25 | | | | | 161,250 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Industrial (continued) | | ||||||||||||
| | $ | 150,000 | # | | Multi-Color Corp., 6.125%, 12/01/22 | | | | $ | 158,250 | | | | | | 0.1 | | | |
| | | 150,000 | # | | Sealed Air Corp., 5.500%, 09/15/25 | | | | | 161,250 | | | | | | 0.1 | | | |
| | | 200,000 | | | | Other Securities | | | | | 216,668 | | | | | | 0.2 | | |
| | | | | | | | | | | | 697,418 | | | | | | 0.5 | | |
| | | | | | | Technology: 0.3% | | ||||||||||||
| | | 150,000 | # | | First Data Corp., 7.000%, 12/01/23 | | | | | 159,000 | | | | | | 0.1 | | | |
| | | 150,000 | | | | Other Securities | | | | | 159,375 | | | | | | 0.2 | | |
| | | | | | | | | | | | 318,375 | | | | | | 0.3 | | |
| | | | | | | Utilities: 0.1% | | ||||||||||||
| | | 150,000 | | | | Other Securities | | | | | 153,000 | | | | | | 0.1 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $13,379,199) | | | | | 13,997,361 | | | | | | 10.8 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 33.4% | | ||||||||||||||||||
| | | 870,592 | | | | Adjustable Rate Mortgage Trust 2006-2 1A1, 3.255%, 05/25/36 | | | | | 811,218 | | | | | | 0.6 | | |
| | | 253,897 | | | | Alternative Loan Trust 2005-10CB 1A1, 1.025%, 05/25/35 | | | | | 203,841 | | | | | | 0.2 | | |
| | | 1,012,885 | | | | Alternative Loan Trust 2005-10CB, 0.975%, 05/25/35 | | | | | 810,730 | | | | | | 0.6 | | |
| | | 1,056,164 | | | | Alternative Loan Trust 2005-23CB, 5.500%, 07/25/35 | | | | | 1,004,008 | | | | | | 0.8 | | |
| | | 334,771 | | | | Alternative Loan Trust 2005-51 3A2A, 1.797%, 11/20/35 | | | | | 293,657 | | | | | | 0.2 | | |
| | | 113,853 | | | | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/35 | | | | | 104,937 | | | | | | 0.1 | | |
| | | 511,340 | | | | Alternative Loan Trust 2005-J2 1A12, 0.925%, 04/25/35 | | | | | 420,283 | | | | | | 0.3 | | |
| | | 58,923 | | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/36 | | | | | 46,754 | | | | | | 0.0 | | |
| | | 1,212,512 | | | | Alternative Loan Trust 2006-18CB, 0.925%, 07/25/36 | | | | | 735,573 | | | | | | 0.6 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 293,744 | | | | Alternative Loan Trust 2006-19CB A12, 0.925%, 08/25/36 | | | | $ | 183,033 | | | | | | 0.1 | | |
| | | 1,243,943 | | | | Alternative Loan Trust 2006-19CB, 1.125%, 08/25/36 | | | | | 792,289 | | | | | | 0.6 | | |
| | | 961,668 | | | | Alternative Loan Trust 2006-HY11 A1, 0.645%, 06/25/36 | | | | | 757,556 | | | | | | 0.6 | | |
| | | 308,330 | | | | Alternative Loan Trust 2007-2CB 2A1, 1.125%, 03/25/37 | | | | | 183,687 | | | | | | 0.1 | | |
| | | 604,392 | | | | Alternative Loan Trust 2007-HY8C, 0.685%, 09/25/47 | | | | | 480,448 | | | | | | 0.4 | | |
| | | 234,147 | # | | Angel Oak Mortgage Trust LLC 2015-1, 4.500%, 11/25/45 | | | | | 235,391 | | | | | | 0.2 | | | |
| | | 15,000 | | | | Banc of America Commercial Mortgage Trust 2007-3 AJ, 5.723%, 06/10/49 | | | | | 15,052 | | | | | | 0.0 | | |
| | | 1,010,000 | | | | Banc of America Commercial Mortgage Trust 2007-4 AJ, 6.005%, 02/10/51 | | | | | 1,023,188 | | | | | | 0.8 | | |
| | | 22,071 | | | | Banc of America Mortgage 2005-J Trust 2A4, 2.954%, 11/25/35 | | | | | 20,486 | | | | | | 0.0 | | |
| | | 210,451 | # | | Banc of America Re-REMIC Trust 2010-UBER5 A4A, 5.679%, 02/17/51 | | | | | 212,355 | | | | | | 0.2 | | | |
| | | 429,106 | | | | Bear Stearns ALT-A Trust 2006-6 31A1, 3.072%, 11/25/36 | | | | | 325,757 | | | | | | 0.3 | | |
| | | 1,161,219 | | | | Bear Stearns ALT-A Trust 2006-6 32A1, 3.086%, 11/25/36 | | | | | 855,988 | | | | | | 0.7 | | |
| | | 500,000 | | | | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR10, 5.793%, 12/11/40 | | | | | 526,611 | | | | | | 0.4 | | |
| | | 25,000 | | | | Bear Stearns Commercial Mortgage Securities Trust 2007-PWR17 AJ, 6.083%, 06/11/50 | | | | | 25,137 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 363,839 | | | | Bear Stearns Structured Products, Inc. Trust 2007-R6 1A1, 2.966%, 01/26/36 | | | | $ | 289,770 | | | | | | 0.2 | | |
| | | 70,000 | # | | Bellemeade Re Ltd. 2015-1A M2, 4.825%, 07/25/25 | | | | | 70,416 | | | | | | 0.1 | | | |
| | | 8,395,555 ^ | | | | CD 2016-CD1 Mortgage Trust, 1.582%, 08/10/49 | | | | | 878,229 | | | | | | 0.7 | | |
| | | 14,660,000 | #,^ | | CD 2016-CD1 Mortgage Trust, 0.818%, 08/10/49 | | | | | 883,518 | | | | | | 0.7 | | | |
| | | 318,581 | | | | Citigroup Mortgage Loan Trust 2006-AR2 1A1, 2.963%, 03/25/36 | | | | | 292,973 | | | | | | 0.2 | | |
| | | 234,007 | | | | Citigroup Mortgage Loan Trust, Inc. 2005-3 2A2, 3.043%, 08/25/35 | | | | | 218,388 | | | | | | 0.2 | | |
| | | 163,562 | | | | Citigroup Mortgage Loan Trust, 4.240%, 11/25/36 | | | | | 141,987 | | | | | | 0.1 | | |
| | | 10,440,208 ^ | | | | Commercial Mortgage Pass Through Certificates 2012-CR3 XA, 2.078%, 11/15/45 | | | | | 863,442 | | | | | | 0.7 | | |
| | | 7,778,277 | #,^ | | COMM 2012 - LTRT XA, 1.038%, 10/05/30 | | | | | 353,462 | | | | | | 0.3 | | | |
| | | 4,887,360 ^ | | | | COMM 2012-CR1 XA, 2.206%, 05/15/45 | | | | | 378,414 | | | | | | 0.3 | | |
| | | 1,121,989 ^ | | | | COMM 2012-CR4 XA, 2.064%, 10/15/45 | | | | | 84,927 | | | | | | 0.0 | | |
| | | 2,293,259 ^ | | | | COMM 2013-LC6 XA, 1.856%, 01/10/46 | | | | | 135,690 | | | | | | 0.1 | | |
| | | 12,733,042 ^ | | | | COMM 2014-UBS2 XA Mortgage Trust, 1.563%, 03/10/47 | | | | | 863,069 | | | | | | 0.7 | | |
| | | 10,000 | # | | Credit Suisse First Boston Mortgage Securities Corp., 5.736%, 05/15/36 | | | | | 10,360 | | | | | | 0.0 | | | |
| | | 1,052,430 | | | | Deutsche ALT-A Securities, Inc. ALT, 0.825%, 04/25/37 | | | | | 559,175 | | | | | | 0.4 | | |
| | | 269,035 | # | | Deutsche Mortgage Securities, Inc. Re-REMIC Trust Certificates Series 2007-WM1, 4.056%, 06/27/37 | | | | | 266,428 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 60,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-C03 2M2, 3.425%, 07/25/24 | | | | $ | 60,331 | | | | | | 0.0 | | |
| | | 190,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-CO4 1M2, 5.425%, 11/25/24 | | | | | 205,566 | | | | | | 0.2 | | |
| | | 375,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-CO4 M2, 5.525%, 11/25/24 | | | | | 402,403 | | | | | | 0.3 | | |
| | | 130,000 | | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.525%, 05/25/25 | | | | | 135,352 | | | | | | 0.1 | | |
| | | 120,000 | | | | Fannie Mae Connecticut Avenue Securities 2015-CO1 M2, 4.825%, 02/25/25 | | | | | 125,890 | | | | | | 0.1 | | |
| | | 11,259,008 ^ | | | | FHLMC Multifamily Structured Pass Through Certificates K019 X1, 1.837%, 03/25/22 | | | | | 855,235 | | | | | | 0.7 | | |
| | | 203,197,429 | #,^ | | Freddie Mac 2014-K714 X2B, 0.100%, 01/25/47 | | | | | 726,797 | | | | | | 0.6 | | | |
| | | 1,376,626 ^ | | | | Freddie Mac Series 3049 PI, 6.126%, 10/15/35 | | | | | 253,254 | | | | | | 0.2 | | |
| | | 100,000 ^ | | | | Freddie Mac Series K015 X3, 2.896%, 08/25/39 | | | | | 11,994 | | | | | | 0.0 | | |
| | | 2,829,035 ^ | | | | Freddie Mac Series K704 X1, 2.118%, 08/25/18 | | | | | 80,123 | | | | | | 0.1 | | |
| | | 120,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN2 M3, 4.125%, 04/25/24 | | | | | 123,701 | | | | | | 0.1 | | |
| | | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-HQ3 M3, 5.275%, 10/25/24 | | | | | 106,995 | | | | | | 0.1 | | |
| | | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA4 M3, 4.324%, 03/25/29 | | | | | 100,538 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 200,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA3 M3, 4.374%, 03/25/29 | | | | $ | 201,623 | | | | | | 0.1 | | |
| | | 500,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes, 5.225%, 03/25/28 | | | | | 533,708 | | | | | | 0.4 | | |
| | | 739,121 | #,^ | | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/44 | | | | | 3,043 | | | | | | 0.0 | | | |
| | | 468,961 | | | | JP Morgan Alternative Loan Trust, 0.795%, 03/25/36 | | | | | 474,374 | | | | | | 0.4 | | |
| | | 8,490,000 | #,^ | | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.440%, 12/15/47 | | | | | 162,476 | | | | | | 0.1 | | | |
| | | 1,000,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC10, 5.097%, 01/12/37 | | | | | 1,006,301 | | | | | | 0.8 | | |
| | | 140,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9 E, 5.503%, 06/12/41 | | | | | 137,090 | | | | | | 0.1 | | |
| | | 1,000,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP11 AM, 5.940%, 06/15/49 | | | | | 1,007,235 | | | | | | 0.8 | | |
| | | 200,000 | # | | JP Morgan Chase Commercial Mortgage Securities Trust 2009-RR1 A4B2, 1.000%, 03/18/51 | | | | | 197,706 | | | | | | 0.1 | | | |
| | | 500,000 | # | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4, 5.577%, 07/15/46 | | | | | 555,711 | | | | | | 0.4 | | | |
| | | 6,714,739 ^ | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.837%, 06/15/45 | | | | | 413,988 | | | | | | 0.3 | | |
| | | 756,331 | | | | JP Morgan Chase Commercial Mortgage Securities Trust, 5.129%, 10/15/42 | | | | | 755,001 | | | ��� | | | 0.6 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 148,663 | | | | JP Morgan Mortgage Trust 2005-S3 1A10, 6.000%, 01/25/36 | | | | $ | 128,353 | | | | | | 0.1 | | |
| | | 425,463 | | | | JP Morgan Mortgage Trust 2006-S2 1A18, 6.000%, 07/25/36 | | | | | 379,149 | | | | | | 0.3 | | |
| | | 924,871 | | | | JP Morgan Mortgage Trust 2006-S3 1A30, 6.500%, 08/25/36 | | | | | 768,217 | | | | | | 0.6 | | |
| | | 13,633 | | | | LB-UBS Commercial Mortgage Trust 2005-C3 D, 4.954%, 07/15/40 | | | | | 14,259 | | | | | | 0.0 | | |
| | | 1,000,000 | | | | LB-UBS Commercial Mortgage Trust 2005-C3, 5.013%, 07/15/40 | | | | | 973,741 | | | | | | 0.8 | | |
| | | 760,000 | # | | LB-UBS Commercial Mortgage Trust 2005-C5 G, 5.350%, 09/15/40 | | | | | 755,117 | | | | | | 0.6 | | | |
| | | 1,000,000 | # | | LB-UBS Commercial Mortgage Trust 2005-C5, 5.350%, 09/15/40 | | | | | 953,082 | | | | | | 0.7 | | | |
| | | 10,000 | | | | LB-UBS Commercial Mortgage Trust 2006-C4 E, 6.080%, 06/15/38 | | | | | 9,985 | | | | | | 0.0 | | |
| | | 1,000,000 | | | | LB-UBS Commercial Mortgage Trust 2007-C1, 5.484%, 02/15/40 | | | | | 1,002,504 | | | | | | 0.8 | | |
| | | 10,000 | | | | LB-UBS Commercial Mortgage Trust 2007-C6 AJ, 6.322%, 07/15/40 | | | | | 9,991 | | | | | | 0.0 | | |
| | | 102,555 | | | | Lehman Mortgage Trust 2005-1 1A3, 5.500%, 11/25/35 | | | | | 85,883 | | | | | | 0.1 | | |
| | | 107,239 | | | | Lehman XS Trust Series 2005-5N 1A2, 0.885%, 11/25/35 | | | | | 83,872 | | | | | | 0.1 | | |
| | | 222,407 | | | | Lehman XS Trust Series 2006-14N 2A, 0.725%, 09/25/46 | | | | | 180,029 | | | | | | 0.1 | | |
| | | 14,828,905 ^ | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19, 1.299%, 12/15/47 | | | | | 868,971 | | | | | | 0.7 | | |
| | | 270,000 | # | | Morgan Stanley Capital I Trust 2011-C1 D, 5.601%, 09/15/47 | | | | | 297,391 | | | | | | 0.2 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 1,722,909 | | | | Morgan Stanley Mortgage Loan Trust 2006-9AR, 0.675%, 08/25/36 | | | | $ | 826,357 | | | | | | 0.6 | | |
| | | 209,719 | | | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.056%, 10/25/36 | | | | | 177,773 | | | | | | 0.1 | | |
| | | 237,357 | | | | WaMu Mortgage Pass Through Certificates, 2.791%, 09/25/36 | | | | | 216,067 | | | | | | 0.2 | | |
| | | 39,773 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 2.575%, 10/25/36 | | | | | 34,948 | | | | | | 0.0 | | |
| | | 997,409 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 Trust 1A4, 2.237%, 11/25/36 | | | | | 891,416 | | | | | | 0.7 | | |
| | | 273,807 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 Trust, 2.237%, 11/25/36 | | | | | 244,710 | | | | | | 0.2 | | |
| | | 123,937 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust 3A1, 3.696%, 12/25/36 | | | | | 114,020 | | | | | | 0.1 | | |
| | | 43,341 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR6 2A3, 2.776%, 08/25/36 | | | | | 38,843 | | | | | | 0.0 | | |
| | | 154,571 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 2.802%, 08/25/46 | | | | | 135,665 | | | | | | 0.1 | | |
| | | 239,690 | | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 2.603%, 12/25/36 | | | | | 210,067 | | | | | | 0.2 | | |
| | | 24,319 | | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 2.303%, 04/25/37 | | | | | 21,228 | | | | | | 0.0 | | |
| | | 131,368 | | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 2.575%, 07/25/37 | | | | | 107,623 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 1,285,665 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 Trust, 1.425%, 11/25/35 | | | | $ | 920,411 | | | | | | 0.7 | | |
| | | 233,278 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/36 | | | | | 206,365 | | | | | | 0.2 | | |
| | | 337,195 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/35 | | | | | 314,861 | | | | | | 0.2 | | |
| | | 348,129 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 1.467%, 08/25/46 | | | | | 234,369 | | | | | | 0.2 | | |
| | | 1,501,992 | | | | Washington Mutual Mortgage Pass-Through Certificates, 1.125%, 07/25/36 | | | | | 790,744 | | | | | | 0.6 | | |
| | | 112,228 | | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.955%, 06/25/37 | | | | | 82,876 | | | | | | 0.1 | | |
| | | 1,593,178 | | | | Wells Fargo Mortgage Backed Securities 2006-AR12 Trust 1A1, 3.232%, 09/25/36 | | | | | 1,505,874 | | | | | | 1.2 | | |
| | | 1,209,590 | | | | Wells Fargo Mortgage Backed Securities 2006-AR17 Trust A1, 3.003%, 10/25/36 | | | | | 1,154,733 | | | | | | 0.9 | | |
| | | 68,468 | | | | Wells Fargo Mortgage Backed Securities 2006-AR6 Trust 3A1, 2.860%, 03/25/36 | | | | | 65,233 | | | | | | 0.1 | | |
| | | 191,069 | | | | Wells Fargo Mortgage Backed Securities 2006-AR7 Trust 2A1, 3.088%, 05/25/36 | | | | | 182,336 | | | | | | 0.1 | | |
| | | 203,065 | | | | Wells Fargo Mortgage Backed Securities 2006-AR7 Trust, 3.088%, 05/25/36 | | | | | 193,783 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 1,006,202 | | | | Wells Fargo Mortgage Backed Securities 2007-3 Trust, 0.651%, 04/25/37 | | | | $ | 809,385 | | | | | | 0.6 | | |
| | | 263,940 | | | | Wells Fargo Mortgage Backed Securities 2007-AR7 Trust A1, 2.944%, 12/28/37 | | | | | 243,626 | | | | | | 0.2 | | |
| | | 459,532 | #,^ | | WFRBS Commercial Mortgage Trust 2012-C6, 2.410%, 04/15/45 | | | | | 38,721 | | | | | | 0.0 | | | |
| | | 473,794 | #,^ | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 2.255%, 08/15/45 | | | | | 37,208 | | | | | | 0.0 | | | |
| | | 4,133,781 | #,^ | | WFRBS Commercial Mortgage Trust 2012-C9, 2.282%, 11/15/45 | | | | | 334,484 | | | | | | 0.3 | | | |
| | | 6,331,401 | #,^ | | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.528%, 03/15/48 | | | | | 376,013 | | | | | | 0.3 | | | |
| | | 1,277,680 | | | | Other Securities | | | | | 1,092,184 | | | | | | 0.8 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $43,024,941) | | | | | 43,107,129 | | | | | | 33.4 | | |
| U.S. TREASURY OBLIGATIONS: 0.0% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Bonds: 0.0% | | ||||||||||||
| | | 12,000 | | | | Other Securities | | | | | 12,461 | | | | | | 0.0 | | |
| | | | | | | U.S. Treasury Notes: 0.0% | | ||||||||||||
| | | 11,000 | | | | Other Securities | | | | | 10,975 | | | | | | 0.0 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $23,622) | | | | | 23,436 | | | | | | 0.0 | | |
| LOANS: 24.3% | | ||||||||||||||||||
| | | | | | | Aerospace & Defense: 0.1% | | ||||||||||||
| | | 150,000 | | | | Other Securities | | | | | 150,141 | | | | | | 0.1 | | |
| | | | | | | Automotive: 0.8% | | ||||||||||||
| | | 991,212 | | | | Other Securities | | | | | 996,861 | | | | | | 0.8 | | |
| | | | | | | Building & Development: 0.4% | | ||||||||||||
| | | 546,846 | | | | Other Securities | | | | | 553,015 | | | | | | 0.4 | | |
| | | | | | | Business Equipment & Services: 1.5% | | ||||||||||||
| | | 1,916,761 | | | | Other Securities | | | | | 1,924,392 | | | | | | 1.5 | | |
| | | | | | | Cable & Satellite Television: 1.3% | | ||||||||||||
| | | 1,693,247 | | | | Other Securities | | | | | 1,698,161 | | | | | | 1.3 | | |
| | | | | | | Chemicals & Plastics: 1.8% | | ||||||||||||
| | | 2,260,971 | | | | Other Securities | | | | | 2,270,086 | | | | | | 1.8 | | |
| | | | | | | Clothing/Textiles: 0.2% | | ||||||||||||
| | | 247,481 | | | | Other Securities | | | | | 248,657 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Conglomerates: 0.1% | | ||||||||||||
| | $ | 150,000 | | | | Other Securities | | | | $ | 150,750 | | | | | | 0.1 | | |
| | | | | | | Containers & Glass Products: 1.2% | | ||||||||||||
| | | 1,548,011 | | | | Other Securities | | | | | 1,532,430 | | | | | | 1.2 | | |
| | | | | | | Cosmetics/Toiletries: 0.3% | | ||||||||||||
| | | 399,375 | | | | Other Securities | | | | | 401,107 | | | | | | 0.3 | | |
| | | | | | | Diversified Insurance: 1.6% | | ||||||||||||
| | | 2,123,607 | | | | Other Securities | | | | | 2,130,155 | | | | | | 1.6 | | |
| | | | | | | Drugs: 0.2% | | ||||||||||||
| | | 201,039 | | | | Other Securities | | | | | 203,551 | | | | | | 0.2 | | |
| | | | | | | Electronics/Electrical: 2.5% | | ||||||||||||
| | | 3,218,719 | | | | Other Securities | | | | | 3,227,537 | | | | | | 2.5 | | |
| | | | | | | Financial Intermediaries: 0.4% | | ||||||||||||
| | | 498,125 | | | | Other Securities | | | | | 498,282 | | | | | | 0.4 | | |
| | | | | | | Food Products: 1.1% | | ||||||||||||
| | | 1,397,589 | | | | Other Securities | | | | | 1,383,426 | | | | | | 1.1 | | |
| | | | | | | Food Service: 0.3% | | ||||||||||||
| | | 382,051 | | | | Other Securities | | | | | 386,643 | | | | | | 0.3 | | |
| | | | | | | Food/Drug Retailers: 0.3% | | ||||||||||||
| | | 382,476 | | | | Other Securities | | | | | 383,790 | | | | | | 0.3 | | |
| | | | | | | Forest Products: 0.2% | | ||||||||||||
| | | 250,000 | | | | Other Securities | | | | | 253,438 | | | | | | 0.2 | | |
| | | | | | | Health Care: 3.1% | | ||||||||||||
| | | 398,623 | | | | CHG Medical Staffing, Inc., 1st lien term loan, 4.750%, 05/26/23 | | | | | 401,578 | | | | | | 0.3 | | |
| | | 3,666,543 | | | | Other Securities | | | | | 3,651,124 | | | | | | 2.8 | | |
| | | | | | | | | | | | 4,052,702 | | | | | | 3.1 | | |
| | | | | | | Home Furnishings: 0.4% | | ||||||||||||
| | | 299,250 | | | | ADT fka Protection One, Inc., Upsized ADT First Lien Term Loan B-1, 4.750%, 05/02/22 | | | | | 302,616 | | | | | | 0.2 | | |
| | | 250,000 | | | | Other Securities | | | | | 251,094 | | | | | | 0.2 | | |
| | | | | | | | | | | | 553,710 | | | | | | 0.4 | | |
| | | | | | | Industrial Equipment: 1.2% | | ||||||||||||
| | | 1,506,671 | | | | Other Securities | | | | | 1,510,108 | | | | | | 1.2 | | |
| | | | | | | Leisure Goods/Activities/Movies: 0.6% | | ||||||||||||
| | | 845,589 | | | | Other Securities | | | | | 846,775 | | | | | | 0.6 | | |
| | | | | | | Lodging & Casinos: 0.8% | | ||||||||||||
| | | 1,092,712 | | | | Other Securities | | | | | 1,099,978 | | | | | | 0.8 | | |
| | | | | | | Oil & Gas: 0.2% | | ||||||||||||
| | | 248,728 | | | | Other Securities | | | | | 203,102 | | | | | | 0.2 | | |
| | | | | | | Publishing: 0.4% | | ||||||||||||
| | | 550,000 | | | | Other Securities | | | | | 551,578 | | | | | | 0.4 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Retailers (Except Food & Drug): 1.7% | | ||||||||||||
| | $ | 2,256,246 | | | | Other Securities | | | | $ | 2,238,165 | | | | | | 1.7 | | |
| | | | | | | Surface Transport: 0.4% | | ||||||||||||
| | | 457,359 | | | | Other Securities | | | | | 459,398 | | | | | | 0.4 | | |
| | | | | | | Telecommunications: 0.8% | | ||||||||||||
| | | 990,252 | | | | Other Securities | | | | | 994,913 | | | | | | 0.8 | | |
| | | | | | | Utilities: 0.4% | | ||||||||||||
| | | 545,204 | | | | Other Securities | | | | | 550,448 | | | | | | 0.4 | | |
| | | | | | | Total Loans (Cost $30,933,165) | | | | | 31,453,299 | | | | | | 24.3 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 8.6% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 4.6%## | | ||||||||||||
| | | 142,502 ^^ | | | | 0.000%, due 05/15/36 | | | | | 123,403 | | | | | | 0.1 | | |
| | | 3,216,117 | | | | 1.424%, due 02/15/33 | | | | | 3,259,029 | | | | | | 2.5 | | |
| | | 2,096,520 ^ | | | | 4.000%, due 05/15/39 | | | | | 248,208 | | | | | | 0.2 | | |
| | | 488,448 ^ | | | | 4.276%, due 01/15/40 | | | | | 67,274 | | | | | | 0.0 | | |
| | | 2,203,252 ^ | | | | 4.500%, due 07/15/41 | | | | | 338,183 | | | | | | 0.3 | | |
| | | 2,405,098 ^ | | | | 5.000%, due 07/15/40 | | | | | 398,793 | | | | | | 0.3 | | |
| | | 1,143,412 ^ | | | | 6.000%, due 03/01/33 | | | | | 243,585 | | | | | | 0.2 | | |
| | | 670,342 ^ | | | | 6.000%, due 07/15/39 | | | | | 58,462 | | | | | | 0.0 | | |
| | | 298,521 ^ | | | | 6.176%, due 05/15/35 | | | | | 15,802 | | | | | | 0.0 | | |
| | | 778,411 ^ | | | | 6.500%, due 06/15/32 | | | | | 151,456 | | | | | | 0.1 | | |
| | | 1,650,609 ^ | | | | 6.576%, due 05/15/36 | | | | | 332,805 | | | | | | 0.3 | | |
| | | 491,041 ^ | | | | 6.926%, due 02/15/33 | | | | | 101,830 | | | | | | 0.1 | | |
| | | 124,487 ^ | | | | 7.276%, due 05/15/30 | | | | | 28,687 | | | | | | 0.0 | | |
| | | 385,402 ^ | | | | 7.576%, due 06/15/31 | | | | | 99,478 | | | | | | 0.1 | | |
| | | 228,477 ^ | | | | 7.876%, due 12/15/31 | | | | | 60,500 | | | | | | 0.0 | | |
| | | 335,544 ^ | | | | 8.026%, due 11/15/30 | | | | | 73,004 | | | | | | 0.1 | | |
| | | 174,946 | | | | 8.000%-59.709%, due 05/15/35-12/15/35 | | | | | 363,389 | | | | | | 0.3 | | |
| | | | | | | | | | | | 5,963,888 | | | | | | 4.6 | | |
| | | | | | | Federal National Mortgage Association: 2.5%## | | ||||||||||||
| | | 42,580,137 ^ | | | | 0.050%, due 06/25/42 | | | | | 83,167 | | | | | | 0.1 | | |
| | | 1,504,628 | | | | 1.095%, due 06/25/41 | | | | | 1,510,905 | | | | | | 1.2 | | |
| | | 600,331 ^ | | | | 4.500%, due 10/25/41 | | | | | 70,338 | | | | | | 0.1 | | |
| | | 1,771,627 ^ | | | | 5.675%, due 04/25/33 | | | | | 261,217 | | | | | | 0.2 | | |
| | | 176,760 ^ | | | | 5.975%, due 09/25/34 | | | | | 35,020 | | | | | | 0.0 | | |
| | | 948,480 ^ | | | | 5.975%, due 06/25/38 | | | | | 52,549 | | | | | | 0.0 | | |
| | | 4,137,936 ^ | | | | 6.000%, due 12/25/38 | | | | | 428,024 | | | | | | 0.3 | | |
| | | 633,458 ^ | | | | 6.000%, due 08/25/42 | | | | | 127,233 | | | | | | 0.1 | | |
| | | 1,002,707 ^ | | | | 6.025%, due 04/25/39 | | | | | 211,021 | | | | | | 0.2 | | |
| | | 509,308 ^ | | | | 6.075%, due 03/25/32 | | | | | 94,726 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | Federal National Mortgage Association (continued) | | ||||||||||||
| | $ | 1,553,940 ^ | | | | 6.075%, due 06/25/35 | | | | $ | 261,595 | | | | | | 0.2 | | |
| | | 239,654 ^ | | | | 6.525%, due 08/25/34 | | | | | 51,352 | | | | | | 0.0 | | |
| | | 286,537 ^ | | | | 7.975%, due 08/25/30 | | | | | 68,320 | | | | | | 0.0 | | |
| | | 14,273 | | | | 5.500%, due 10/01/39 | | | | | 16,257 | | | | | | 0.0 | | |
| | | | | | | | | | | | 3,271,724 | | | | | | 2.5 | | |
| | | | | | | Government National Mortgage Association: 1.5% | | ||||||||||||
| | | 25,145,598 ^ | | | | 0.200%-6.068%, due 07/20/34-10/20/44 | | | | | 1,859,061 | | | | | | 1.5 | | |
| | | | | | | Total U.S. Government Agency Obligations | | | | ||||||||||
| | | | | | | (Cost $10,580,049) | | | | | 11,094,673 | | | | | | 8.6 | | |
| ASSET-BACKED SECURITIES: 7.8% | | ||||||||||||||||||
| | | | | | | Home Equity Asset-Backed Securities: 0.4% | | ||||||||||||
| | | 767,563 | | | | GSAA Home Equity Trust 2006-3, 0.825%, 03/25/36 | | | | | 512,906 | | | | | | 0.4 | | |
| | | | | | | Other Asset-Backed Securities: 7.4% | | ||||||||||||
| | | 140,000 | # | | American Homes 4 Rent 2015-SFR2 Trust Class C, 4.691%, 10/17/45 | | | | | 155,383 | | | | | | 0.1 | | | |
| | | 1,000,000 | # | | Carlyle High Yield Partners IX Ltd., 2.445%, 08/01/21 | | | | | 991,635 | | | | | | 0.7 | | | |
| | | 500,000 | # | | CIFC Funding 2007-I Ltd., 2.307%, 05/10/21 | | | | | 487,504 | | | | | | 0.4 | | | |
| | | 675,290 | # | | CIFC Funding 2007-I Ltd., 4.707%, 05/10/21 | | | | | 670,028 | | | | | | 0.5 | | | |
| | | 500,000 | # | | Cornerstone CLO Ltd. 2007-1A B, 1.630%, 07/15/21 | | | | | 495,356 | | | | | | 0.4 | | | |
| | | 1,785,506 | | | | CSAB Mortgage-Backed Trust 2007-1 1A3A, 5.858%, 05/25/37 | | | | | 835,082 | | | | | | 0.6 | | |
| | | 1,000,000 | # | | Dryden XXV Senior Loan Fund 2012-25A D, 4.680%, 01/15/25 | | | | | 999,983 | | | | | | 0.8 | | | |
| | | 500,000 | # | | Emerson Park CLO Ltd. 2013-1A D, 4.430%, 07/15/25 | | | | | 489,196 | | | | | | 0.4 | | | |
| | | 1,000,000 | # | | LCM XIII L.P. 13A D, 4.488%, 01/19/23 | | | | | 999,989 | | | | | | 0.8 | | | |
| | | 1,000,000 | # | | OHA Loan Funding Ltd. 2013-1A D, 4.315%, 07/23/25 | | | | | 994,487 | | | | | | 0.7 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | $ | 500,000 | # | | Halcyon Loan Investors CLO II, Inc. 2007-2A C, 2.115%, 04/24/21 | | | | $ | 486,765 | | | | | | 0.4 | | | |
| | | 100,000 | # | | Invitation Homes Trust 2014-SFR2 E, 3.677%, 06/17/32 | | | | | 99,720 | | | | | | 0.1 | | | |
| | | 235,583 | # | | OHA Park Avenue CLO I Ltd., 2.176%, 03/14/22 | | | | | 229,595 | | | | | | 0.2 | | | |
| | | 400,000 | # | | Progress Residential 2015-SFR2 Trust E, 4.427%, 06/12/32 | | | | | 399,252 | | | | | | 0.3 | | | |
| | | 500,000 | # | | Shasta CLO Ltd. 2007-1A BSL, 4.246%, 04/20/21 | | | | | 497,004 | | | | | | 0.4 | | | |
| | | 750,000 | # | | Telos CLO 2007-2A D Ltd., 2.880%, 04/15/22 | | | | | 733,886 | | | | | | 0.6 | | | |
| | | | | | | | | | | | 9,564,865 | | | | | | 7.4 | | |
| | | | | | | Total Asset-Backed Securities | | | | ||||||||||
| | | | | | | (Cost $10,170,685) | | | | | 10,077,771 | | | | | | 7.8 | | |
| | | | | | | Total Long-Term Investments | | | | ||||||||||
| | | | | | | (Cost $108,111,661) | | | | | 109,753,669 | | | | | | 84.9 | | |
| SHORT-TERM INVESTMENTS: 14.5% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Bills: 3.9% | | ||||||||||||
| | | 5,000,000 | | | | United States Treasury Bill, 12/29/16 (Cost $4,996,632) | | | | | 4,996,690 | | | | | | 3.9 | | |
| | | | | | | Securities Lending Collateralcc: 0.3% | | ||||||||||||
| | | 20,620 | | | | Cantor Fitzgerald, Repurchase Agreement dated 09/30/16, 0.54%, due 10/03/16 (Repurchase Amount $20,621, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%- 10.500%, Market Value plus accrued interest $21,032, due 11/01/16-07/20/66) | | | | | 20,620 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | $ | 362,000 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 09/30/16, 0.60%, due 10/03/16 (Repurchase Amount $362,018, collateralized by various U.S. Government Securities, 0.125%-3.375%, Market Value plus accrued interest $369,257, due 04/15/18-09/09/49) | | | | $ | 362,000 | | | | | | 0.3 | | |
| | | | | | | | | | | | 382,620 | | | | | | 0.3 | | |
| | | | | | | U.S. Treasury Notes: 0.0% | | ||||||||||||
| | | 20,000 | | | | United States Treasury Note, 0.625%, 06/30/17 (Cost $19,969) | | | | | 20,004 | | | | | | 0.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 10.3% | | ||||||||||||
| | | 12,266,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.340%†† | | | | | 12,266,000 | | | | | | 9.5 | | |
| | | 1,090,564 | | | | Goldman Sachs Financial Square Money Market Fund- Institutional Shares, 0.440%†† | | | | | 1,090,564 | | | | | | 0.8 | | |
| | | | | | | Total Mutual Funds (Cost $13,356,564) | | | | | 13,356,564 | | | | | | 10.3 | | |
| | | | | | | Total Short-Term Investments (Cost $18,755,785) | | | | | 18,755,878 | | | | | | 14.5 | | |
| | | | | | | Total Investments in Securities (Cost $126,867,446) | | | | $ | 128,509,547 | | | | | | 99.4 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 830,265 | | | | | | 0.6 | | |
| | | | | | | Net Assets | | | | $ | 129,339,812 | | | | | | 100.0 | | |
|
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2016 (Unaudited) (continued) |
| Gross Unrealized Appreciation | | | | $ | 2,343,657 | | |
| Gross Unrealized Depreciation | | | | | (752,830) | | |
| Net Unrealized Appreciation | | | | $ | 1,590,827 | | |
|
| | | 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, 2016 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Corporate Bonds/Notes | | | | $ | — | | | | | $ | 13,997,361 | | | | | $ | — | | | | | $ | 13,997,361 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 43,107,129 | | | | | | — | | | | | | 43,107,129 | | |
Short-Term Investments | | | | | 13,356,564 | | | | | | 5,399,314 | | | | | | — | | | | | | 18,755,878 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 23,436 | | | | | | — | | | | | | 23,436 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 11,094,673 | | | | | | — | | | | | | 11,094,673 | | |
Loans | | | | | — | | | | | | 31,453,299 | | | | | | — | | | | | | 31,453,299 | | |
Asset-Backed Securities | | | | | — | | | | | | 10,077,771 | | | | | | — | | | | | | 10,077,771 | | |
Total Investments, at fair value | | | | $ | 13,356,564 | | | | | $ | 115,152,983 | | | | | $ | — | | | | | $ | 128,509,547 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Centrally Cleared Swaps | | | | | — | | | | | | 536,111 | | | | | | — | | | | | | 536,111 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 423,165 | | | | | | — | | | | | | 423,165 | | |
Futures | | | | | 9,931 | | | | | | — | | | | | | — | | | | | | 9,931 | | |
Total Assets | | | | $ | 13,366,495 | | | | | $ | 116,112,259 | | | | | $ | — | | | | | $ | 129,478,754 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (121,373) | | | | | $ | — | | | | | $ | (121,373) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (558,943) | | | | | | — | | | | | | (558,943) | | |
Futures | | | | | (101,339) | | | | | | — | | | | | | — | | | | | | (101,339) | | |
OTC Swaps | | | | | — | | | | | | (17,103) | | | | | | — | | | | | | (17,103) | | |
Total Liabilities | | | | $ | (101,339) | | | | | $ | (697,419) | | | | | $ | — | | | | | $ | (798,758) | | |
| | | | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2016 (Unaudited) (continued) |
Counterparty | | | Currency | | | Contract Amount | | | Buy/Sell | | | Settlement Date | | | In Exchange For | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | ||||||||||||||||||
Barclays Bank PLC | | | Canadian Dollar | | | | | 1,426,046 | | | | | | Buy | | | | | | 10/07/16 | | | | | $ | 1,079,000 | | | | | $ | 1,086,992 | | | | | $ | 7,992 | | |
Barclays Bank PLC | | | Swedish Krona | | | | | 5,450,430 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 639,000 | | | | | | 635,436 | | | | | | (3,564) | | |
Barclays Bank PLC | | | British Pound | | | | | 267,654 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 349,000 | | | | | | 346,939 | | | | | | (2,061) | | |
Barclays Bank PLC | | | British Pound | | | | | 276,304 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 366,000 | | | | | | 358,152 | | | | | | (7,848) | | |
Barclays Bank PLC | | | British Pound | | | | | 110,102 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 148,000 | | | | | | 142,717 | | | | | | (5,283) | | |
Barclays Bank PLC | | | British Pound | | | | | 112,185 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 149,000 | | | | | | 145,417 | | | | | | (3,583) | | |
Barclays Bank PLC | | | Norwegian Krone | | | | | 4,140,581 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 497,000 | | | | | | 517,928 | | | | | | 20,928 | | |
Barclays Bank PLC | | | Norwegian Krone | | | | | 4,286,750 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 514,000 | | | | | | 536,212 | | | | | | 22,212 | | |
Barclays Bank PLC | | | Norwegian Krone | | | | | 3,242,701 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 392,000 | | | | | | 405,616 | | | | | | 13,616 | | |
Barclays Bank PLC | | | Norwegian Krone | | | | | 1,190,687 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 145,000 | | | | | | 148,938 | | | | | | 3,938 | | |
Barclays Bank PLC | | | Australian Dollar | | | | | 647,993 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 493,623 | | | | | | 495,907 | | | | | | 2,284 | | |
BNP Paribas Bank | | | Swedish Krona | | | | | 19,728,161 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 2,361,356 | | | | | | 2,299,997 | | | | | | (61,359) | | |
Deutsche Bank AG | | | Swedish Krona | | | | | 7,691,276 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 896,000 | | | | | | 896,683 | | | | | | 683 | | |
Deutsche Bank AG | | | EU Euro | | | | | 932,172 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 1,050,000 | | | | | | 1,047,311 | | | | | | (2,689) | | |
Deutsche Bank AG | | | Norwegian Krone | | | | | 8,317,268 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 1,023,000 | | | | | | 1,040,373 | | | | | | 17,373 | | |
Deutsche Bank AG | | | Swedish Krona | | | | | 2,579,428 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 302,000 | | | | | | 300,721 | | | | | | (1,279) | | |
Deutsche Bank AG | | | Swedish Krona | | | | | 8,088,558 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 958,000 | | | | | | 943,000 | | | | | | (15,000) | | |
Deutsche Bank AG | | | EU Euro | | | | | 303,438 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 342,000 | | | | | | 340,917 | | | | | | (1,083) | | |
Deutsche Bank AG | | | Swedish Krona | | | | | 3,414,383 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 404,000 | | | | | | 398,064 | | | | | | (5,936) | | |
Deutsche Bank AG | | | Norwegian Krone | | | | | 3,504,392 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 426,000 | | | | | | 438,350 | | | | | | 12,350 | | |
Deutsche Bank AG | | | New Zealand Dollar | | | | | 1,920,373 | | | | | | Buy | | | | | | 11/07/16 | | | | | | 1,395,097 | | | | | | 1,396,315 | | | | | | 1,218 | | |
Goldman Sachs & Co. | | | Swiss Franc | | | | | 315,216 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 323,000 | | | | | | 324,524 | | | | | | 1,524 | | |
Goldman Sachs & Co. | | | Canadian Dollar | | | | | 2,079,106 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 1,605,638 | | | | | | 1,584,781 | | | | | | (20,857) | | |
Goldman Sachs & Co. | | | EU Euro | | | | | 1,418,069 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 1,608,544 | | | | | | 1,593,224 | | | | | | (15,320) | | |
Goldman Sachs & Co. | | | British Pound | | | | | 798,979 | | | | | | Buy | | | | | | 11/07/16 | | | | | | 1,074,357 | | | | | | 1,036,318 | | | | | | (38,039) | | |
Goldman Sachs & Co. | | | British Pound | | | | | 798,979 | | | | | | Buy | | | | | | 11/07/16 | | | | | | 1,074,357 | | | | | | 1,036,318 | | | | | | (38,039) | | |
JPMorgan Chase & Co. | | | Swiss Franc | | | | | 885,549 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 915,000 | | | | | | 911,697 | | | | | | (3,303) | | |
JPMorgan Chase & Co. | | | Australian Dollar | | | | | 295,614 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 225,000 | | | | | | 226,232 | | | | | | 1,232 | | |
JPMorgan Chase & Co. | | | New Zealand Dollar | | | | | 663,227 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 479,000 | | | | | | 482,868 | | | | | | 3,868 | | |
JPMorgan Chase & Co. | | | New Zealand Dollar | | | | | 1,724,212 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 1,259,000 | | | | | | 1,255,327 | | | | | | (3,673) | | |
JPMorgan Chase & Co. | | | Australian Dollar | | | | | 706,770 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 540,000 | | | | | | 540,888 | | | | | | 888 | | |
JPMorgan Chase & Co. | | | Canadian Dollar | | | | | 369,502 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 283,000 | | | | | | 281,650 | | | | | | (1,350) | | |
JPMorgan Chase & Co. | | | Japanese Yen | | | | | 14,704,178 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 146,000 | | | | | | 145,023 | | | | | | (977) | | |
JPMorgan Chase & Co. | | | Swiss Franc | | | | | 739,196 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 756,000 | | | | | | 761,023 | | | | | | 5,023 | | |
JPMorgan Chase & Co. | | | Australian Dollar | | | | | 599,220 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 452,000 | | | | | | 458,581 | | | | | | 6,581 | | |
JPMorgan Chase & Co. | | | EU Euro | | | | | 543,498 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 608,000 | | | | | | 610,629 | | | | | | 2,629 | | |
JPMorgan Chase & Co. | | | New Zealand Dollar | | | | | 221,783 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 161,000 | | | | | | 161,471 | | | | | | 471 | | |
JPMorgan Chase & Co. | | | Swiss Franc | | | | | 172,754 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 178,000 | | | | | | 177,855 | | | | | | (145) | | |
JPMorgan Chase & Co. | | | EU Euro | | | | | 301,210 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 339,000 | | | | | | 338,415 | | | | | | (585) | | |
JPMorgan Chase & Co. | | | EU Euro | | | | | 274,413 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 309,000 | | | | | | 308,308 | | | | | | (692) | | |
JPMorgan Chase & Co. | | | EU Euro | | | | | 332,177 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 373,000 | | | | | | 373,207 | | | | | | 207 | | |
JPMorgan Chase & Co. | | | Swiss Franc | | | | | 327,917 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 338,000 | | | | | | 337,600 | | | | | | (400) | | |
JPMorgan Chase & Co. | | | EU Euro | | | | | 436,145 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 491,000 | | | | | | 490,016 | | | | | | (984) | | |
JPMorgan Chase & Co. | | | Australian Dollar | | | | | 1,139,334 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 873,000 | | | | | | 871,928 | | | | | | (1,072) | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2016 (Unaudited) (continued) |
Counterparty | | | Currency | | | Contract Amount | | | Buy/Sell | | | Settlement Date | | | In Exchange For | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | ||||||||||||||||||
JPMorgan Chase & Co. | | | EU Euro | | | | | 190,620 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 213,000 | | | | | | 214,165 | | | | | | 1,165 | | |
JPMorgan Chase & Co. | | | Swiss Franc | | | | | 160,358 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 164,000 | | | | | | 165,093 | | | | | | 1,093 | | |
JPMorgan Chase & Co. | | | Canadian Dollar | | | | | 183,635 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 140,000 | | | | | | 139,974 | | | | | | (26) | | |
JPMorgan Chase & Co. | | | Swiss Franc | | | | | 211,007 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 215,000 | | | | | | 217,238 | | | | | | 2,238 | | |
JPMorgan Chase & Co. | | | British Pound | | | | | 85,553 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 112,000 | | | | | | 110,896 | | | | | | (1,104) | | |
JPMorgan Chase & Co. | | | New Zealand Dollar | | | | | 621,856 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 448,000 | | | | | | 452,748 | | | | | | 4,748 | | |
JPMorgan Chase & Co. | | | New Zealand Dollar | | | | | 431,836 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 313,000 | | | | | | 314,402 | | | | | | 1,402 | | |
JPMorgan Chase & Co. | | | New Zealand Dollar | | | | | 611,324 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 442,000 | | | | | | 445,080 | | | | | | 3,080 | | |
JPMorgan Chase & Co. | | | Swiss Franc | | | | | 248,167 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 257,000 | | | | | | 255,495 | | | | | | (1,505) | | |
JPMorgan Chase & Co. | | | New Zealand Dollar | | | | | 571,112 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 416,000 | | | | | | 415,803 | | | | | | (197) | | |
JPMorgan Chase & Co. | | | Swiss Franc | | | | | 409,037 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 424,000 | | | | | | 421,115 | | | | | | (2,885) | | |
JPMorgan Chase & Co. | | | Swiss Franc | | | | | 264,060 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 275,000 | | | | | | 271,858 | | | | | | (3,142) | | |
JPMorgan Chase & Co. | | | New Zealand Dollar | | | | | 221,018 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 161,000 | | | | | | 160,914 | | | | | | (86) | | |
JPMorgan Chase & Co. | | | New Zealand Dollar | | | | | 1,898,777 | | | | | | Buy | | | | | | 11/07/16 | | | | | | 1,404,000 | | | | | | 1,380,613 | | | | | | (23,387) | | |
Morgan Stanley | | | Norwegian Krone | | | | | 2,517,364 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 310,000 | | | | | | 314,887 | | | | | | 4,887 | | |
Morgan Stanley | | | British Pound | | | | | 115,836 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 151,000 | | | | | | 150,150 | | | | | | (850) | | |
Morgan Stanley | | | New Zealand Dollar | | | | | 589,338 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 431,000 | | | | | | 429,073 | | | | | | (1,927) | | |
Morgan Stanley | | | British Pound | | | | | 278,503 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 363,000 | | | | | | 361,003 | | | | | | (1,997) | | |
Morgan Stanley | | | British Pound | | | | | 268,774 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 356,000 | | | | | | 348,392 | | | | | | (7,608) | | |
Morgan Stanley | | | British Pound | | | | | 230,774 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 308,000 | | | | | | 299,136 | | | | | | (8,864) | | |
Morgan Stanley | | | New Zealand Dollar | | | | | 235,465 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 173,000 | | | | | | 171,433 | | | | | | (1,567) | | |
Morgan Stanley | | | British Pound | | | | | 523,365 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 698,000 | | | | | | 678,399 | | | | | | (19,601) | | |
Morgan Stanley | | | Swedish Krona | | | | | 2,666,028 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 316,000 | | | | | | 310,817 | | | | | | (5,183) | | |
Morgan Stanley | | | British Pound | | | | | 167,613 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 223,000 | | | | | | 217,265 | | | | | | (5,735) | | |
Morgan Stanley | | | British Pound | | | | | 123,295 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 162,000 | | | | | | 159,818 | | | | | | (2,182) | | |
Morgan Stanley | | | Japanese Yen | | | | | 65,674,664 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 636,000 | | | | | | 647,730 | | | | | | 11,730 | | |
Morgan Stanley | | | Japanese Yen | | | | | 4,835,165 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 47,000 | | | | | | 47,688 | | | | | | 688 | | |
Morgan Stanley | | | Norwegian Krone | | | | | 6,596,423 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 797,000 | | | | | | 825,120 | | | | | | 28,120 | | |
Morgan Stanley | | | Swedish Krona | | | | | 1,304,188 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 154,000 | | | | | | 152,048 | | | | | | (1,952) | | |
Morgan Stanley | | | Japanese Yen | | | | | 26,095,456 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 260,000 | | | | | | 257,372 | | | | | | (2,628) | | |
Morgan Stanley | | | New Zealand Dollar | | | | | 172,703 | | | | | | Buy | | | | | | 10/07/16 | | | | | | 126,000 | | | | | | 125,738 | | | | | | (262) | | |
Morgan Stanley | | | Japanese Yen | | | | | 187,794,448 | | | | | | Buy | | | | | | 11/07/16 | | | | | | 1,868,000 | | | | | | 1,854,592 | | | | | | (13,408) | | |
Morgan Stanley | | | Japanese Yen | | | | | 91,469,451 | | | | | | Buy | | | | | | 11/07/16 | | | | | | 887,589 | | | | | | 903,320 | | | | | | 15,731 | | |
Morgan Stanley | | | Japanese Yen | | | | | 182,938,903 | | | | | | Buy | | | | | | 11/07/16 | | | | | | 1,775,179 | | | | | | 1,806,640 | | | | | | 31,461 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (109,857) | | |
Barclays Bank PLC | | | British Pound | | | | | 168,988 | | | | | | Sell | | | | | | 10/07/16 | | | | | $ | 220,000 | | | | | $ | 219,047 | | | | | $ | 953 | | |
Barclays Bank PLC | | | Swiss Franc | | | | | 1,005,029 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 1,036,000 | | | | | | 1,034,706 | | | | | | 1,294 | | |
Barclays Bank PLC | | | Norwegian Krone | | | | | 4,214,877 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 520,000 | | | | | | 527,222 | | | | | | (7,222) | | |
Barclays Bank PLC | | | Swedish Krona | | | | | 7,564,837 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 887,000 | | | | | | 881,942 | | | | | | 5,058 | | |
Barclays Bank PLC | | | Swiss Franc | | | | | 1,077,149 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 1,112,000 | | | | | | 1,108,955 | | | | | | 3,045 | | |
Barclays Bank PLC | | | Norwegian Krone | | | | | 3,296,667 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 398,000 | | | | | | 412,367 | | | | | | (14,367) | | |
Barclays Bank PLC | | | Norwegian Krone | | | | | 3,277,263 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 398,000 | | | | | | 409,940 | | | | | | (11,940) | | |
Barclays Bank PLC | | | Norwegian Krone | | | | | 4,419,054 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 534,000 | | | | | | 552,761 | | | | | | (18,761) | | |
Barclays Bank PLC | | | Swedish Krona | | | | | 7,095,930 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 838,000 | | | | | | 827,275 | | | | | | 10,725 | | |
Barclays Bank PLC | | | Swiss Franc | | | | | 161,759 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 167,000 | | | | | | 166,536 | | | | | | 464 | | |
Barclays Bank PLC | | | Swedish Krona | | | | | 1,281,946 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 150,000 | | | | | | 149,455 | | | | | | 545 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2016 (Unaudited) (continued) |
Counterparty | | | Currency | | | Contract Amount | | | Buy/Sell | | | Settlement Date | | | In Exchange For | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | ||||||||||||||||||
Barclays Bank PLC | | | Swedish Krona | | | | | 1,928,540 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 226,000 | | | | | | 224,838 | | | | | | 1,162 | | |
Barclays Bank PLC | | | Swedish Krona | | | | | 2,823,248 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 334,000 | | | | | | 329,147 | | | | | | 4,853 | | |
Barclays Bank PLC | | | British Pound | | | | | 143,303 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 189,000 | | | | | | 185,753 | | | | | | 3,247 | | |
Barclays Bank PLC | | | EU Euro | | | | | 1,772 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 2,000 | | | | | | 1,991 | | | | | | 9 | | |
Barclays Bank PLC | | | British Pound | | | | | 103,458 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 137,000 | | | | | | 134,105 | | | | | | 2,895 | | |
Barclays Bank PLC | | | Swedish Krona | | | | | 3,896,607 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 465,000 | | | | | | 454,284 | | | | | | 10,716 | | |
BNP Paribas Bank | | | New Zealand Dollar | | | | | 700,217 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 509,000 | | | | | | 509,799 | | | | | | (799) | | |
BNP Paribas Bank | | | Canadian Dollar | | | | | 432,891 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 328,000 | | | | | | 329,968 | | | | | | (1,968) | | |
BNP Paribas Bank | | | Japanese Yen | | | | | 902,377 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 9,000 | | | | | | 8,900 | | | | | | 100 | | |
BNP Paribas Bank | | | Japanese Yen | | | | | 23,370,157 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 233,420 | | | | | | 230,493 | | | | | | 2,927 | | |
BNP Paribas Bank | | | British Pound | | | | | 873,335 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 1,148,316 | | | | | | 1,132,039 | | | | | | 16,277 | | |
Deutsche Bank AG | | | EU Euro | | | | | 1,779,912 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 1,996,000 | | | | | | 1,999,762 | | | | | | (3,762) | | |
Deutsche Bank AG | | | British Pound | | | | | 327,137 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 428,000 | | | | | | 424,044 | | | | | | 3,956 | | |
Deutsche Bank AG | | | Swiss Franc | | | | | 216,336 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 221,000 | | | | | | 222,724 | | | | | | (1,724) | | |
Deutsche Bank AG | | | Norwegian Krone | | | | | 4,075,121 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 495,000 | | | | | | 509,740 | | | | | | (14,740) | | |
Deutsche Bank AG | | | Australian Dollar | | | | | 420,667 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 318,000 | | | | | | 321,934 | | | | | | (3,934) | | |
Deutsche Bank AG | | | Canadian Dollar | | | | | 648,053 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 497,000 | | | | | | 493,973 | | | | | | 3,027 | | |
Deutsche Bank AG | | | Norwegian Krone | | | | | 6,874,746 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 837,000 | | | | | | 859,934 | | | | | | (22,934) | | |
Deutsche Bank AG | | | Norwegian Krone | | | | | 2,952,051 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 360,000 | | | | | | 369,260 | | | | | | (9,260) | | |
Deutsche Bank AG | | | EU Euro | | | | | 1,696,528 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 1,895,000 | | | | | | 1,906,079 | | | | | | (11,079) | | |
Deutsche Bank AG | | | British Pound | | | | | 124,656 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 164,000 | | | | | | 161,582 | | | | | | 2,418 | | |
Deutsche Bank AG | | | EU Euro | | | | | 143,370 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 162,000 | | | | | | 161,079 | | | | | | 921 | | |
Deutsche Bank AG | | | Swedish Krona | | | | | 2,359,579 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 281,000 | | | | | | 275,090 | | | | | | 5,910 | | |
Goldman Sachs & Co. | | | Swiss Franc | | | | | 136,408 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 140,000 | | | | | | 140,436 | | | | | | (436) | | |
Goldman Sachs & Co. | | | Swiss Franc | | | | | 2,619,370 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 2,729,957 | | | | | | 2,696,715 | | | | | | 33,242 | | |
Goldman Sachs & Co. | | | British Pound | | | | | 798,979 | | | | | | Sell | | | | | | 11/07/16 | | | | | | 1,061,977 | | | | | | 1,036,318 | | | | | | 25,659 | | |
Goldman Sachs & Co. | | | British Pound | | | | | 798,979 | | | | | | Sell | | | | | | 11/07/16 | | | | | | 1,061,977 | | | | | | 1,036,318 | | | | | | 25,659 | | |
JPMorgan Chase & Co. | | | Japanese Yen | | | | | 802,340 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 8,000 | | | | | | 7,913 | | | | | | 87 | | |
JPMorgan Chase & Co. | | | Canadian Dollar | | | | | 248,770 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 188,000 | | | | | | 189,623 | | | | | | (1,623) | | |
JPMorgan Chase & Co. | | | EU Euro | | | | | 710,782 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 799,000 | | | | | | 798,576 | | | | | | 424 | | |
JPMorgan Chase & Co. | | | EU Euro | | | | | 512,231 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 572,000 | | | | | | 575,501 | | | | | | (3,501) | | |
JPMorgan Chase & Co. | | | Australian Dollar | | | | | 1,004,824 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 755,000 | | | | | �� | 768,987 | | | | | | (13,987) | | |
JPMorgan Chase & Co. | | | New Zealand Dollar | | | | | 339,284 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 248,000 | | | | | | 247,019 | | | | | | 981 | | |
JPMorgan Chase & Co. | | | Japanese Yen | | | | | 3,893,847 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 38,000 | | | | | | 38,404 | | | | | | (404) | | |
JPMorgan Chase & Co. | | | Canadian Dollar | | | | | 377,915 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 287,000 | | | | | | 288,062 | | | | | | (1,062) | | |
JPMorgan Chase & Co. | | | Swiss Franc | | | | | 262,409 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 269,000 | | | | | | 270,158 | | | | | | (1,158) | | |
JPMorgan Chase & Co. | | | Canadian Dollar | | | | | 273,692 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 212,000 | | | | | | 208,619 | | | | | | 3,381 | | |
JPMorgan Chase & Co. | | | Swiss Franc | | | | | 674,002 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 694,000 | | | | | | 693,904 | | | | | | 96 | | |
JPMorgan Chase & Co. | | | Swiss Franc | | | | | 306,082 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 316,000 | | | | | | 315,120 | | | | | | 880 | | |
JPMorgan Chase & Co. | | | New Zealand Dollar | | | | | 666,943 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 494,000 | | | | | | 485,574 | | | | | | 8,426 | | |
JPMorgan Chase & Co. | | | Japanese Yen | | | | | 1,661,051 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 16,000 | | | | | | 16,382 | | | | | | (382) | | |
JPMorgan Chase & Co. | | | New Zealand Dollar | | | | | 484,824 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 353,000 | | | | | | 352,981 | | | | | | 19 | | |
JPMorgan Chase & Co. | | | Japanese Yen | | | | | 49,533,566 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 480,000 | | | | | | 488,535 | | | | | | (8,535) | | |
JPMorgan Chase & Co. | | | New Zealand Dollar | | | | | 569,586 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 414,000 | | | | | | 414,692 | | | | | | (692) | | |
JPMorgan Chase & Co. | | | EU Euro | | | | | 953,502 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 1,064,000 | | | | | | 1,071,276 | | | | | | (7,276) | | |
JPMorgan Chase & Co. | | | EU Euro | | | | | 641,629 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 719,000 | | | | | | 720,881 | | | | | | (1,881) | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2016 (Unaudited) (continued) |
Counterparty | | | Currency | | | Contract Amount | | | Buy/Sell | | | Settlement Date | | | In Exchange For | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | ||||||||||||||||||
JPMorgan Chase & Co. | | | EU Euro | | | | | 752,373 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 845,000 | | | | | | 845,304 | | | | | | (304) | | |
JPMorgan Chase & Co. | | | Australian Dollar | | | | | 473,435 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 360,000 | | | | | | 362,318 | | | | | | (2,318) | | |
JPMorgan Chase & Co. | | | Canadian Dollar | | | | | 328,552 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 254,000 | | | | | | 250,436 | | | | | | 3,564 | | |
JPMorgan Chase & Co. | | | Australian Dollar | | | | | 1,151,153 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 876,000 | | | | | | 880,973 | | | | | | (4,973) | | |
JPMorgan Chase & Co. | | | New Zealand Dollar | | | | | 1,898,777 | | | | | | Sell | | | | | | 11/07/16 | | | | | | 1,372,679 | | | | | | 1,380,613 | | | | | | (7,934) | | |
Morgan Stanley | | | Japanese Yen | | | | | 5,220,698 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 52,000 | | | | | | 51,490 | | | | | | 510 | | |
Morgan Stanley | | | New Zealand Dollar | | | | | 964,637 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 704,000 | | | | | | 702,312 | | | | | | 1,688 | | |
Morgan Stanley | | | Norwegian Krone | | | | | 3,465,001 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 417,000 | | | | | | 433,423 | | | | | | (16,423) | | |
Morgan Stanley | | | British Pound | | | | | 130,172 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 172,000 | | | | | | 168,733 | | | | | | 3,267 | | |
Morgan Stanley | | | New Zealand Dollar | | | | | 503,652 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 365,698 | | | | | | 366,688 | | | | | | (990) | | |
Morgan Stanley | | | British Pound | | | | | 185,600 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 244,000 | | | | | | 240,580 | | | | | | 3,420 | | |
Morgan Stanley | | | Norwegian Krone | | | | | 2,059,672 | | | | | | Sell | | | | | | 10/07/16 | | | | | | 250,763 | | | | | | 257,636 | | | | | | (6,873) | | |
Morgan Stanley | | | Japanese Yen | | | | | 182,938,903 | | | | | | Sell | | | | | | 11/07/16 | | | | | | 1,792,156 | | | | | | 1,806,640 | | | | | | (14,484) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (25,921) | | |
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
U.S. Treasury Ultra 10-Year Note | | | | | 6 | | | | | | 12/20/16 | | | | | $ | 864,938 | | | | | $ | (1,325) | | |
U.S. Treasury Ultra Long Bond | | | | | 11 | | | | | | 12/20/16 | | | | | | 2,022,625 | | | | | | (45,306) | | |
| | | | | | | | | | | | | | | | $ | 2,887,563 | | | | | $ | (46,631) | | |
Short Contracts | | | | | | ||||||||||||||||||||
U.S. Treasury 10-Year Note | | | | | (86) | | | | | | 12/20/16 | | | | | | (11,276,750) | | | | | | (14,482) | | |
U.S. Treasury 2-Year Note | | | | | (31) | | | | | | 12/30/16 | | | | | | (6,772,532) | | | | | | (5,855) | | |
U.S. Treasury 5-Year Note | | | | | (124) | | | | | | 12/30/16 | | | | | | (15,067,938) | | | | | | (34,371) | | |
U.S. Treasury Long Bond | | | | | (4) | | | | | | 12/20/16 | | | | | | (672,625) | | | | | | 9,931 | | |
| | | | | | | | | | | | | | | | $ | (33,789,845) | | | | | $ | (44,777) | | |
|
| | | 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 0.959% | | | Chicago Mercantile Exchange | | | | | 08/17/18 | | | | | | USD | | | | | | 19,876,000 | | | | | $ | 17,664 | | | | | $ | 17,664 | | |
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 | | | | | | 11,024 | | | | | | 11,024 | | |
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 | | | | | | (21,436) | | | | | | (21,436) | | |
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 | | | | | | 3,328 | | | | | | 3,328 | | |
Receive a fixed rate equal to 2.238% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 03/09/26 | | | | | | USD | | | | | | 20,892,000 | | | | | | 477,514 | | | | | | 477,514 | | |
Receive a fixed rate equal to 1.371% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 06/29/26 | | | | | | USD | | | | | | 2,610,000 | | | | | | (25,851) | | | | | | (25,851) | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2016 (Unaudited) (continued) |
| | | 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 1.394% | | | Chicago Mercantile Exchange | | | | | 07/14/26 | | | | | | USD | | | | | | 2,610,000 | | | | | | 21,034 | | | | | | 21,034 | | |
Receive a fixed rate equal to 1.356% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 07/15/26 | | | | | | USD | | | | | | 4,840,000 | | | | | | (56,044) | | | | | | (56,044) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.469% | | | Chicago Mercantile Exchange | | | | | 07/19/26 | | | | | | USD | | | | | | 4,840,000 | | | | | | 5,547 | | | | | | 5,547 | | |
Receive a fixed rate equal to 1.444% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 08/17/26 | | | | | | USD | | | | | | 4,607,000 | | | | | | (18,042) | | | | | | (18,042) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | 414,738 | | | | | $ | 414,738 | | |
|
Reference Entity | | | Counterparty | | | Pay/ Receive Volatility | | | Volatility Strike Rate | | | Expiration Date | | | Currency | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | |||||||||||||||||||||
AUD vs. USD | | | JPMorgan Chase & Co. | | | | | Receive | | | | | | 9.650% | | | | | | 10/19/16 | | | | | | USD | | | | | | 1,917,400 | | | | | $ | (17,103) | | | | | $ | (17,103) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Total Volatility Swaps | | | | $ | (17,103) | | | | | $ | (17,103) | | | |||
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | $ | 423,165 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | | 9,931 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 536,111 | | |
Total Asset Derivatives | | | | | | | $ | 969,207 | | |
Liability Derivatives | | | | | | |||||
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 558,943 | | |
Foreign exchange contracts | | | Unrealized depreciation on OTC swap agreements | | | | | 17,103 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | | 101,339 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 121,373 | | |
Total Liability Derivatives | | | | | | | $ | 798,758 | | |
|
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2016 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Foreign currency related transactions** | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Foreign exchange contracts | | | | $ | — | | | | | $ | (52,976) | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (52,976) | | |
Equity contracts | | | | | — | | | | | | — | | | | | | (365) | | | | | | — | | | | | | — | | | | | | (365) | | |
Interest rate contracts | | | | | (134,477) | | | | | | — | | | | | | 188,697 | | | | | | (298,203) | | | | | | 132,852 | | | | | | (111,131) | | |
Total | | | | $ | (134,477) | | | | | $ | (52,976) | | | | | $ | 188,332 | | | | | $ | (298,203) | | | | | $ | 132,852 | | | | | $ | (164,472) | | |
|
Derivatives not accounted for as hedging instruments | | | Foreign currency related transactions** | | | Futures | | | Swaps | | | Total | | ||||||||||||
Foreign exchange contracts | | | | $ | (135,778) | | | | | $ | — | | | | | $ | (17,103) | | | | | $ | (152,881) | | |
Equity contracts | | | | | — | | | | | | 2,966 | | | | | | — | | | | | | 2,966 | | |
Interest rate contracts | | | | | — | | | | | | (173,206) | | | | | | 539,651 | | | | | | 366,445 | | |
Total | | | | $ | (135,778) | | | | | $ | (170,240) | | | | | $ | 522,548 | | | | | $ | 216,530 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Barclays Bank PLC | | | BNP Paribas Bank | | | Citigroup, Inc. | | | Deutsche Bank AG | | | Goldman Sachs & Co. | | | JPMorgan Chase & Co. | | | Morgan Stanley | | | Totals | | ||||||||||||||||||||||||
Assets: | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | | | | $ | 115,936 | | | | | $ | 19,304 | | | | | $ | — | | | | | $ | 47,856 | | | | | $ | 86,084 | | | | | $ | 52,483 | | | | | $ | 101,502 | | | | | $ | 423,165 | | |
Total Assets | | | | $ | 115,936 | | | | | $ | 19,304 | | | | | $ | — | | | | | $ | 47,856 | | | | | $ | 86,084 | | | | | $ | 52,483 | | | | | $ | 101,502 | | | | | $ | 423,165 | | |
Liabilities: | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | | | | $ | 74,629 | | | | | $ | 64,126 | | | | | $ | — | | | | | $ | 93,420 | | | | | $ | 112,691 | | | | | $ | 101,543 | | | | | $ | 112,534 | | | | | $ | 558,943 | | |
Volatility swaps | | | | | | | | | | | | | | | | | — | | | | | | | | | | | | — | | | | | | 17,103 | | | | | | | | | | | | 17,103 | | |
Total Liabilities | | | | $ | 74,629 | | | | | $ | 64,126 | | | | | $ | — | | | | | $ | 93,420 | | | | | $ | 112,691 | | | | | $ | 118,646 | | | | | $ | 112,534 | | | | | $ | 576,046 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 41,307 | | | | | $ | (44,822) | | | | | $ | — | | | | | $ | (45,564) | | | | | $ | (26,607) | | | | | $ | (66,163) | | | | | $ | (11,032) | | | | | $ | (152,881) | | |
Total collateral pledged by the Fund/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | 41,307 | | | | | $ | (44,822) | | | | | $ | — | | | | | $ | (45,564) | | | | | $ | (26,607) | | | | | $ | (66,163) | | | | | $ | (11,032) | | | | | $ | (152,881) | | |
|
| | | Proposal | | | Shares voted for | | | Shares voted against or withheld | | | Shares abstained | | | Broker non-vote | | | Total Shares Voted | | ||||||||||||||||||
Voya Strategic Income Opportunities Fund | | | | | 1* | | | | | | 10,827,949.495 | | | | | | 0.000 | | | | | | 254,559.525 | | | | | | 0.000 | | | | | | 11,082,509.020 | | |
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 | 19 |
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You will be notified by e-mail when these communications become available on the internet. Documents that are not available on the internet will continue to be sent by mail. |
PROXY VOTING INFORMATION
A description of the policies and procedures that the Fund uses to determine how to vote proxies related to portfolio securities is available: (1) without charge, upon request, by calling Shareholder Services toll-free at (800) 992-0180; (2) on the Fund’s website at www.voyainvestments.com; and (3) on the U.S. Securities and Exchange Commission’s (“SEC’s”) website at www.sec.gov. Information regarding how the Fund voted proxies related to portfolio securities during the most recent 12-month period ended June 30 is available without charge on the Fund’s website at www.voyainvestments.com and on the SEC’s website at www.sec.gov.
QUARTERLY PORTFOLIO HOLDINGS
The Fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. The Fund’s Forms N-Q are available on the SEC’s website at www.sec.gov. The Fund’s Forms N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C., and information on the operation of the Public Reference Room may be obtained by calling (800) SEC-0330. The Fund’s Forms N-Q, as well as a complete portfolio of investments, are available without charge upon request from the Fund by calling Shareholder Services toll-free at (800) 992-0180.
Dear Shareholder,
President and Chief Executive Officer
Voya Family of Funds
October 25, 2016
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 | ||||
---|---|---|---|---|---|
Bloomberg 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. | ||||
Bloomberg 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. | ||||
Bloomberg Barclays U.S. Corporate Investment Grade Bond Index | An unmanaged index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | ||||
Bloomberg 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. |
VOYA FLOATING RATE FUND | PORTFOLIO MANAGERS’ REPORT |
Ratings Distribution as of September 30, 2016 | |||||||
---|---|---|---|---|---|---|---|
Ba | 33.72 | % | |||||
B | 62.50 | % | |||||
Caa and below | 3.78 | % | |||||
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, 2016 AS A PERCENTAGE OF: | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
NET ASSETS | |||||||||||
Dell International LLC | 1.2% | ||||||||||
Asurion, LLC | 1.0% | ||||||||||
PetSmart, Inc. | 0.8% | ||||||||||
Communications Sales & Leasing, Inc. | 0.8% | ||||||||||
Advantage Sales & Marketing, Inc. | 0.7% | ||||||||||
BJs Wholesale Club | 0.7% | ||||||||||
Gates Global LLC | 0.7% | ||||||||||
Western Digital | 0.7% | ||||||||||
Hub International Limited | 0.7% | ||||||||||
Air Medical Group Holdings, Inc. | 0.7% |
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 24, 2016 |
Actual Fund Return | Hypothetical (5% return before expenses) | |||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value April 1, 2016 | Ending Account Value September 30, 2016 | Annualized Expense Ratio | Expenses Paid During the Period Ended September 30, 2016* | Beginning Account Value April 1, 2016 | Ending Account Value September 30, 2016 | Annualized Expense Ratio | Expenses Paid During the Period Ended September 30, 2016* | |||||||||||||||||||||||||
Class A | $ | 1,000.00 | $ | 1,041.10 | 1.03 | % | $ | 5.27 | $ | 1,000.00 | $ | 1,019.90 | 1.03 | % | $ | 5.22 | ||||||||||||||||
Class C | 1,000.00 | 1,037.30 | 1.78 | 9.09 | 1,000.00 | 1,016.14 | 1.78 | 9.00 | ||||||||||||||||||||||||
Class I | 1,000.00 | 1,042.50 | 0.78 | 3.99 | 1,000.00 | 1,021.16 | 0.78 | 3.95 | ||||||||||||||||||||||||
Class P | 1,000.00 | 1,045.90 | 0.11 | 0.56 | 1,000.00 | 1,024.52 | 0.11 | 0.56 | ||||||||||||||||||||||||
Class R | 1,000.00 | 1,039.90 | 1.28 | 6.55 | 1,000.00 | 1,018.65 | 1.28 | 6.48 | ||||||||||||||||||||||||
Class W | 1,000.00 | 1,042.40 | 0.78 | 3.99 | 1,000.00 | 1,021.16 | 0.78 | 3.95 |
* | Expenses are equal to the Fund’s annualized expense ratios multiplied by the average account value over the period, multiplied by 183/365 to reflect the most recent fiscal half-year. |
ASSETS: | ||||||
Investments in securities at fair value (Cost $1,195,870,357) | $ | 1,189,773,215 | ||||
Short-term investments at fair value (Cost $144,380,763) | 144,276,722 | |||||
Total Investments at fair value | 1,334,049,937 | |||||
Cash | 7,118,717 | |||||
Receivables: | ||||||
Investment securities sold | 9,603,024 | |||||
Fund shares sold | 4,425,604 | |||||
Interest | 3,089,445 | |||||
Prepaid expenses | 56,517 | |||||
Reimbursement due from manager | 6,960 | |||||
Other assets | 13,290 | |||||
Total assets | 1,358,363,494 | |||||
LIABILITIES: | ||||||
Payable for investment securities purchased | 14,248,227 | |||||
Payable for fund shares redeemed | 2,555,649 | |||||
Income distribution payable | 121,385 | |||||
Payable for investment management fees | 680,532 | |||||
Payable for distribution and shareholder service fees | 94,595 | |||||
Accrued trustees fees | 15,351 | |||||
Payable to trustees under the deferred compensation plan (Note 8) | 13,290 | |||||
Unrealized depreciation on unfunded commitments | 341 | |||||
Other accrued expenses and liabilities | 410,379 | |||||
Total liabilities | 18,139,749 | |||||
NET ASSETS | $ | 1,340,223,745 | ||||
NET ASSETS WERE COMPRISED OF: | ||||||
Paid-in capital | 1,360,133,469 | |||||
Undistributed net investment income | 316,252 | |||||
Accumulated net realized loss | (14,024,452 | ) | ||||
Net unrealized depreciation | (6,201,524 | ) | ||||
NET ASSETS | $ | 1,340,223,745 |
Class A: | ||||||
Net assets | $ | 64,255,297 | ||||
Shares authorized | unlimited | |||||
Par value | $ | 0.001 | ||||
Shares outstanding | 6,489,779 | |||||
Net asset value and redemption price per share | $ | 9.90 | ||||
Maximum offering price per share (2.50%)(1) | $ | 10.15 | ||||
Class C: | ||||||
Net assets | $ | 49,800,322 | ||||
Shares authorized | unlimited | |||||
Par value | $ | 0.001 | ||||
Shares outstanding | 5,029,028 | |||||
Net asset value and redemption price per share(2) | $ | 9.90 | ||||
Class I: | ||||||
Net assets | $ | 987,951,922 | ||||
Shares authorized | unlimited | |||||
Par value | $ | 0.001 | ||||
Shares outstanding | 99,784,478 | |||||
Net asset value and redemption price per share(2) | $ | 9.90 | ||||
Class P: | ||||||
Net assets | $ | 35,489,127 | ||||
Shares authorized | unlimited | |||||
Par value | $ | 0.001 | ||||
Shares outstanding | 3,586,838 | |||||
Net asset value and redemption price per share | $ | 9.89 | ||||
Class R: | ||||||
Net assets | $ | 107,636,170 | ||||
Shares authorized | unlimited | |||||
Par value | $ | 0.001 | ||||
Shares outstanding | 10,885,345 | |||||
Net asset value and redemption price per share | $ | 9.89 | ||||
Class W: | ||||||
Net assets | $ | 95,090,907 | ||||
Shares authorized | unlimited | |||||
Par value | $ | 0.001 | ||||
Shares outstanding | 9,584,063 | |||||
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: | ||||||
Dividend | $ | 218,906 | ||||
Interest | 31,298,384 | |||||
Other | 679,816 | |||||
Total investment income | 32,197,106 | |||||
EXPENSES: | ||||||
Investment management fees | 4,135,732 | |||||
Distribution and service fees: | ||||||
Class A | 56,093 | |||||
Class C | 251,335 | |||||
Class R | 268,070 | |||||
Transfer agent fees: | ||||||
Class A | 13,096 | |||||
Class C | 14,675 | |||||
Class I | 74,025 | |||||
Class P | 63 | |||||
Class R | 31,304 | |||||
Class W | 28,217 | |||||
Shareholder reporting expense | 26,953 | |||||
Custody and accounting expense | 261,467 | |||||
Registration fees | 95,377 | |||||
Professional fees | 43,153 | |||||
Trustees fees | 25,620 | |||||
Commitment fee | 203,333 | |||||
Miscellaneous expense | 37,367 | |||||
Total expenses | 5,565,880 | |||||
Net waived and reimbursed fees | (157,817 | ) | ||||
Net expenses | 5,408,063 | |||||
Net investment income | 26,789,043 | |||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||
Net realized loss on investments | (2,605,208 | ) | ||||
Net change in unrealized appreciation (depreciation) on : | ||||||
Investments | 28,020,392 | |||||
Unfunded commitments | 1,286 | |||||
Net change in unrealized appreciation (depreciation) | 28,021,678 | |||||
Net realized and unrealized gain | 25,416,470 | |||||
Increase in net assets resulting from operations | $ | 52,205,513 |
Six months Ended September 30, 2016 | Year Ended March 31, 2016 | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
FROM OPERATIONS: | ||||||||||
Net investment income | $ | 26,789,043 | $ | 41,502,347 | ||||||
Net realized loss | (2,605,208 | ) | (7,929,133 | ) | ||||||
Net change in unrealized appreciation (depreciation) | 28,021,678 | (31,753,056 | ) | |||||||
Net increase in net assets resulting from operations | 52,205,513 | 1,820,158 | ||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||
Net investment income: | ||||||||||
Class A | (888,607 | ) | (1,638,206 | ) | ||||||
Class C | (812,763 | ) | (1,757,234 | ) | ||||||
Class I | (19,915,704 | ) | (28,633,949 | ) | ||||||
Class P | (810,346 | ) | (1,223,832 | ) | ||||||
Class R | (2,004,413 | ) | (3,944,651 | ) | ||||||
Class W | (2,044,341 | ) | (4,466,780 | ) | ||||||
Total distributions | (26,476,174 | ) | (41,664,652 | ) | ||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||
Net proceeds from sale of shares | 205,262,730 | 786,315,877 | ||||||||
Reinvestment of distributions | 25,803,648 | 40,294,550 | ||||||||
231,066,378 | 826,610,427 | |||||||||
Cost of shares redeemed | (135,411,179 | ) | (524,352,955 | ) | ||||||
Net increase in net assets resulting from capital share transactions | 95,655,199 | 302,257,472 | ||||||||
Net increase in net assets | 121,384,538 | 262,412,978 | ||||||||
NET ASSETS: | ||||||||||
Beginning of year or period | 1,218,839,207 | 956,426,229 | ||||||||
End of year or period | $ | 1,340,223,745 | $ | 1,218,839,207 | ||||||
Undistributed net investment income at end of year or period | $ | 316,252 | $ | 3,383 |
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 | |||||||||||||||||||||||||||||||||||
09-30-16 | 9.70 | 0.20 | 0.20 | 0.40 | 0.20 | — | — | 0.20 | 9.90 | 4.11 | 1.07 | 1.03 | 1.03 | 4.03 | 64,255 | 23 | |||||||||||||||||||
03-31-16 | 10.11 | 0.38 | (0.41 | ) | (0.03 | ) | 0.38 | — | — | 0.38 | 9.70 | (0.25 | ) | 1.08 | 1.04 | 1.04 | 3.84 | 39,820 | 46 | ||||||||||||||||
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 | |||||||||||||||||
Class C | |||||||||||||||||||||||||||||||||||
09-30-16 | 9.70 | 0.16 | 0.20 | 0.36 | 0.16 | — | — | 0.16 | 9.90 | 3.73 | 1.82 | 1.78 | 1.78 | 3.27 | 49,800 | 23 | |||||||||||||||||||
03-31-16 | 10.11 | 0.31 | (0.41 | ) | (0.10 | ) | 0.31 | — | — | 0.31 | 9.70 | (1.00 | ) | 1.83 | 1.79 | 1.79 | 3.10 | 50,751 | 46 | ||||||||||||||||
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 | |||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||
09-30-16 | 9.70 | 0.21 | 0.20 | 0.41 | 0.21 | — | — | 0.21 | 9.90 | 4.25 | 0.78 | 0.78 | 0.78 | 4.29 | 987,952 | 23 | |||||||||||||||||||
03-31-16 | 10.11 | 0.41 | (0.41 | ) | — | 0.41 | — | — | 0.41 | 9.70 | 0.01 | 0.79 | 0.79 | 0.79 | 4.12 | 900,493 | 46 | ||||||||||||||||||
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 | |||||||||||||||||
Class P | |||||||||||||||||||||||||||||||||||
09-30-16 | 9.69 | 0.24 | 0.20 | 0.44 | 0.24 | — | — | 0.24 | 9.89 | 4.59 | 0.76 | 0.11 | 0.11 | 4.97 | 35,489 | 23 | |||||||||||||||||||
03-31-16 | 10.11 | 0.47 | (0.41 | ) | 0.06 | 0.48 | — | — | 0.48 | 9.69 | 0.58 | 0.77 | 0.12 | 0.12 | 4.76 | 21,608 | 46 | ||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||
09-30-16 | 9.69 | 0.19 | 0.19 | 0.38 | 0.18 | — | — | 0.18 | 9.89 | 3.99 | 1.32 | 1.28 | 1.28 | 3.78 | 107,636 | 23 | |||||||||||||||||||
03-31-16 | 10.10 | 0.35 | (0.40 | ) | (0.05 | ) | 0.36 | — | — | 0.36 | 9.69 | (0.50 | ) | 1.33 | 1.29 | 1.29 | 3.60 | 107,927 | 46 | ||||||||||||||||
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 | |||||||||||||||||
Class W | |||||||||||||||||||||||||||||||||||
09-30-16 | 9.72 | 0.21 | 0.20 | 0.41 | 0.21 | — | — | 0.21 | 9.92 | 4.24 | 0.82 | 0.78 | 0.78 | 4.28 | 95,091 | 23 | |||||||||||||||||||
03-31-16 | 10.13 | 0.41 | (0.41 | ) | — | 0.41 | — | — | 0.41 | 9.72 | 0.01 | 0.83 | 0.79 | 0.79 | 4.10 | 98,241 | 46 | ||||||||||||||||||
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 |
(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 |
opinion of management, there is an indication that the borrower may be unable to meet payments as they become due. If determined to be uncollectible, unpaid accrued interest is also written off. Cash collections on non-accrual loans are generally applied as a reduction to the recorded investment of the loan. Loans are generally returned to accrual status only after all past due amounts have been received and the borrower has demonstrated sustained performance. Loan premiums and discounts are amortized and/or accreted for financial reporting purposes. Arrangement fees received on revolving credit facilities, which represent non-refundable fees or purchase discounts associated with the acquisition of loans, are deferred and recognized using the effective yield for financial reporting purposes. No such fees are recognized on loans which have been placed on non-accrual status. Arrangement fees associated with all other loans, except revolving credit facilities, are treated as discounts and are accreted as described above. Dividend income is recorded on the ex-dividend date. Amendment fees are earned as compensation for evaluating and accepting changes to an original loan agreement and are recognized when received. Amendment fees and other fees earned are reported on the Statement of Operations.
(1) | Market value of investment securities, other assets and liabilities — at the exchange rates prevailing at Market Close. |
(2) | Purchases and sales of investment securities, income and expenses — at the rates of exchange prevailing on the respective dates of such transactions. |
unrealized foreign exchange gains and losses arise from changes in the value of assets and liabilities other than investments in securities, resulting from changes in the exchange rate. Foreign security and currency transactions may involve certain considerations and risks not typically associated with investing in U.S. companies and the U.S. government. These risks include, but are not limited to, revaluation of currencies and future adverse political and economic developments which could cause securities and their markets to be less liquid and prices more volatile than those of comparable U.S. companies and U.S. government securities. The foregoing risks are even greater with respect to securities of issuers in emerging markets.
Class A | Class C | Class R | ||
---|---|---|---|---|
0.25% | 1.00% | 0.50% |
Class A | Class C | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Initial Sales Charges | $ | 5,124 | $ | — | ||||||
Contingent Deferred Sales Charge | — | 4,527 |
(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, | ||||||||
---|---|---|---|---|---|---|---|---|
2017 | 2018 | 2019 | Total | |||||
$53,733 | $19,703 | $— | $73,436 |
September 30, | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2017 | 2018 | 2019 | Total | |||||||||||||
Class A | $ | 66,588 | $ | 22,570 | $ | 16,150 | $ | 105,308 | ||||||||
Class C | 61,177 | 29,601 | 19,572 | 110,350 | ||||||||||||
Class R | 70,931 | 48,156 | 41,923 | 161,010 | ||||||||||||
Class W | 109,210 | 58,988 | 37,074 | 205,272 |
Subsidiary | Percentage | |||||
---|---|---|---|---|---|---|
Voya Institutional Trust Company | 7.86 | % |
Unfunded Commitment | ||||||
---|---|---|---|---|---|---|
Kenan Advantage Group, Inc. | $ | 121,136 |
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 | ||||||||||||||||||||||||||||||||||
09-30-16 | 4,315,820 | 83,230 | (2,014,329 | ) | 2,384,721 | 42,486,788 | 818,846 | (19,798,050 | ) | 23,507,584 | ||||||||||||||||||||||||
03-31-16 | 1,902,023 | 153,022 | (2,555,525 | ) | (500,480 | ) | 18,766,580 | 1,509,664 | (25,275,490 | ) | (4,999,246 | ) | ||||||||||||||||||||||
Class C | ||||||||||||||||||||||||||||||||||
09-30-16 | 472,906 | 70,998 | (745,764 | ) | (201,860 | ) | 4,645,599 | 698,480 | (7,323,749 | ) | (1,979,670 | ) | ||||||||||||||||||||||
03-31-16 | 972,623 | 150,691 | (2,203,097 | ) | (1,079,783 | ) | 9,579,816 | 1,486,663 | (21,780,910 | ) | (10,714,431 | ) | ||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||
09-30-16 | 12,506,802 | 1,978,329 | (7,536,000 | ) | 6,949,131 | 122,935,355 | 19,461,478 | (73,942,033 | ) | 68,454,800 | ||||||||||||||||||||||||
03-31-16 | 72,680,247 | 2,819,373 | (41,090,933 | ) | 34,408,687 | 707,805,580 | 27,701,764 | (400,155,407 | ) | 335,351,937 | ||||||||||||||||||||||||
Class P | ||||||||||||||||||||||||||||||||||
09-30-16 | 1,343,831 | 82,413 | (68,669 | ) | 1,357,575 | 13,156,898 | 810,346 | (675,636 | ) | 13,291,608 | ||||||||||||||||||||||||
03-31-16 | 774,571 | 123,136 | (974,333 | ) | (76,626 | ) | 7,785,000 | 1,213,451 | (9,460,460 | ) | (462,009 | ) | ||||||||||||||||||||||
Class R | ||||||||||||||||||||||||||||||||||
09-30-16 | 607,570 | 202,339 | (1,064,653 | ) | (254,744 | ) | 5,965,505 | 1,987,319 | (10,433,387 | ) | (2,480,563 | ) | ||||||||||||||||||||||
03-31-16 | 2,787,213 | 399,347 | (1,927,198 | ) | 1,259,362 | 27,692,709 | 3,926,797 | (18,800,464 | ) | 12,819,042 | ||||||||||||||||||||||||
Class W | ||||||||||||||||||||||||||||||||||
09-30-16 | 1,633,696 | 205,653 | (2,361,983 | ) | (522,634 | ) | 16,072,585 | 2,027,179 | (23,238,324 | ) | (5,138,560 | ) | ||||||||||||||||||||||
03-31-16 | 1,483,214 | 450,615 | (4,893,867 | ) | (2,960,038 | ) | 14,686,192 | 4,456,211 | (48,880,224 | ) | (29,737,821 | ) |
Six Months Ended September 30, 2016 | Year Ended March 31, 2016 | |||||
---|---|---|---|---|---|---|
Ordinary Income | Ordinary Income | |||||
$26,476,174 | $41,664,652 |
Capital Loss Carryforwards | ||||||||||||
Undistributed Ordinary Income | Post-October Capital Losses Deferred | Unrealized Appreciation/ (Depreciation) | Amount | Character | Expiration | |||||||
$108,801 | $(6,383,146) | $(34,625,284) | $ | (1,082,977 | ) | Short-term | None | |||||
(3,551,039 | ) | Long-term | None | |||||||||
$ | (4,634,016 | ) |
Per Share Amount | Payable Date | Record Date | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Class A | $0.0332 | November 1, 2016 | Daily | |||||||||||
Class C | $0.0270 | November 1, 2016 | Daily | |||||||||||
Class I | $0.0353 | November 1, 2016 | Daily | |||||||||||
Class P | $0.0409 | November 1, 2016 | Daily | |||||||||||
Class R | $0.0311 | November 1, 2016 | Daily | |||||||||||
Class W | $0.0353 | November 1, 2016 | Daily |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2016 (UNAUDITED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: 88.8% | |||||||||||||||||||
Aerospace & Defense: 0.3% | |||||||||||||||||||
781,579 | Transdigm, Inc., Term Loan F (Delayed Draw), 3.854%, 06/15/23 | $ | 782,312 | 0.1 | |||||||||||||||
1,763,103 | Transdigm, Inc., Term Loan F (Rolled), 3.854%, 06/15/23 | 1,764,425 | 0.1 | ||||||||||||||||
866,250 | Transdigm, Inc., Term Loan F, 3.854%, 06/15/23 | 867,063 | 0.1 | ||||||||||||||||
3,413,800 | 0.3 | ||||||||||||||||||
Automotive: 3.0% | |||||||||||||||||||
985,000 | BBB Industries US Holdings, Inc., First Lien Term Loan, 6.000%, 11/03/21 | 989,002 | 0.1 | ||||||||||||||||
2,456,250 | Dealer Tire, LLC, Term Loan B, 5.500%, 12/22/21 | 2,459,320 | 0.2 | ||||||||||||||||
4,570,505 | Dynacast International LLC, First Lien Term Loan, 4.500%, 01/15/22 | 4,593,358 | 0.3 | ||||||||||||||||
1,648,970 | Federal-Mogul Corporation, Term Loan C, 4.750%, 04/15/21 | 1,597,440 | 0.1 | ||||||||||||||||
196,859 | Fram Group Holdings Inc., Second Lien Term Loan, 11.000%, 01/29/18 | 170,529 | 0.0 | ||||||||||||||||
9,868,547 | Gates Global LLC, First Lien Secured Term Loan, 4.250%, 07/05/21 | 9,737,255 | 0.7 | ||||||||||||||||
3,641,700 | KAR Auction Services, Inc., Term Loan B-3, 4.354%, 03/09/23 | 3,695,142 | 0.3 | ||||||||||||||||
1,437,248 | Key Safety Systems, Inc., First Lien Term Loan, 5.500%, 08/29/21 | 1,454,315 | 0.1 | ||||||||||||||||
2,960,810 | Metaldyne Performance Group, Term Loan B, 3.750%, 10/20/21 | 2,971,913 | 0.2 | ||||||||||||||||
3,796,650 | NN, Inc., Upsized Term Loan B, 5.750%, 10/19/22 | 3,807,330 | 0.3 | ||||||||||||||||
4,680,542 | Midas Intermediate Holdco II, LLC, 4.500%, 08/18/21 | 4,727,347 | 0.4 | ||||||||||||||||
4,407,981 | �� | TI Group Automotive Systems, L.L.C., Term Loan B, 4.500%, 06/30/22 | 4,429,986 | 0.3 | |||||||||||||||
40,632,937 | 3.0 | ||||||||||||||||||
Beverage & Tobacco: 0.4% | |||||||||||||||||||
5,769,261 | Jacobs Douwe Egberts , Term Loan B-1 USD, 4.354%, 07/02/22 | 5,848,589 | 0.4 | ||||||||||||||||
Building & Development: 1.3% | |||||||||||||||||||
4,920,091 | (1) | Doosan Infracore Bobcat Holdings Co., Ltd., Term Loan B, 4.500%, 05/28/21 | 4,981,592 | 0.4 | |||||||||||||||
2,048,022 | Minimax Viking GmbH, Facility B1 Loan, 4.000%, 08/16/20 | 2,065,943 | 0.2 | ||||||||||||||||
1,924,113 | NCI Building Systems, Inc., Term Loan, 4.250%, 06/24/19 | 1,928,021 | 0.1 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Building & Development: (continued) | |||||||||||||||||||
850,346 | Ply Gem Industries, Inc., Term Loan, 4.000%, 02/01/21 | $ | 856,458 | 0.1 | |||||||||||||||
4,241,000 | Quikrete Holdings, Term Loan B, 4.000%, 09/28/20 | 4,277,668 | 0.3 | ||||||||||||||||
670,313 | Ventia Service (fka Leighton), Upsized Term Loan B, 5.000%, 05/21/22 | 674,502 | 0.0 | ||||||||||||||||
2,044,875 | Zekelman Industries, Inc. (fka JMC Steel), Term Loan B, 6.000%, 06/14/21 | 2,078,104 | 0.2 | ||||||||||||||||
16,862,288 | 1.3 | ||||||||||||||||||
Business Equipment & Services: 5.7% | |||||||||||||||||||
5,740,491 | Acosta, Inc., New Term Loan B, 4.250%, 09/26/21 | 5,482,169 | 0.4 | ||||||||||||||||
7,961,219 | Advantage Sales & Marketing, Inc., First Lien Term Loan, 4.250%, 07/23/21 | 7,886,583 | 0.6 | ||||||||||||||||
2,000,000 | Advantage Sales & Marketing, Inc., Second Lien Term Loan, 7.500%, 07/25/22 | 1,908,334 | 0.1 | ||||||||||||||||
8,125,450 | AlixPartners LLP, Term Loan B, 4.500%, 07/28/22 | 8,154,230 | 0.6 | ||||||||||||||||
1,587,285 | Allflex Holdings III, Inc., First Lien Term Loan, 4.250%, 07/17/20 | 1,584,309 | 0.1 | ||||||||||||||||
2,172,500 | Boyd Corporation, First Lien Term Loan, 5.250%, 04/15/22 | 2,147,381 | 0.2 | ||||||||||||||||
6,829,217 | Coinmach Service Corp., Feb 2014 Upsized Term Loan, 4.250%, 11/14/19 | 6,794,006 | 0.5 | ||||||||||||||||
1,386,656 | First American Payment Systems, First Lien Term Loan, 5.750%, 10/12/18 | 1,380,590 | 0.1 | ||||||||||||||||
815,631 | First American Payment Systems, Second Lien, 10.750%, 04/12/19 | 789,123 | 0.1 | ||||||||||||||||
3,703,255 | First Data Corporation, 2021 Dollar Term Loan, 4.854%, 03/24/21 | 3,729,978 | 0.3 | ||||||||||||||||
4,300,000 | First Data Corporation, New Term Loan B 2022, 4.604%, 07/08/22 | 4,330,758 | 0.3 | ||||||||||||||||
2,853,929 | iQor, First Lien Term Loan, 6.000%, 04/01/21 | 2,454,378 | 0.2 | ||||||||||||||||
1,000,000 | iQor, Second Lien Term Loan, 9.750%, 04/01/22 | 730,000 | 0.1 | ||||||||||||||||
4,653,012 | Knowledge Universe Education, LLC, First Lien Term Loan, 6.000%, 08/13/22 | 4,687,910 | 0.3 | ||||||||||||||||
1,196,094 | Learning Care Group, Term Loan, 5.000%, 05/05/21 | 1,199,084 | 0.1 | ||||||||||||||||
1,989,919 | Legal Shield, First Lien Term Loan, 6.500%, 07/01/19 | 1,982,457 | 0.1 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2016 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Business Equipment & Services: (continued) | |||||||||||||||||||
1,000,000 | Legal Shield, Second Lien Term Loan, 10.250%, 07/01/20 | $ | 996,667 | 0.1 | |||||||||||||||
2,601,900 | Onsite Rental Group Operations Pty Ltd., Senior Secured Term Loan, 5.500%, 07/30/21 | 2,055,501 | 0.1 | ||||||||||||||||
2,363,125 | Solera Management, USD Term Loan B, 5.750%, 03/03/23 | 2,390,079 | 0.2 | ||||||||||||||||
3,752,938 | SourceHOV, First Lien Term Loan, 7.750%, 10/31/19 | 3,140,739 | 0.2 | ||||||||||||||||
1,155,000 | SourceHOV, Second Lien Term Loan, 11.500%, 04/30/20 | 727,650 | 0.1 | ||||||||||||||||
3,648,899 | SurveyMonkey.com, LLC, Term Loan B, 6.250%, 02/07/19 | 3,621,533 | 0.3 | ||||||||||||||||
1,250,000 | (1) | Thomson Reuters Intellectual Property & Science, First Lien Term Loan, 4.750%, 09/15/23 | 1,252,149 | 0.1 | |||||||||||||||
110,375 | Wash Multi-Family Services, CAD First Lien Term Loan, 4.250%, 05/26/22 | 110,651 | 0.0 | ||||||||||||||||
630,248 | Wash Multi-Family Services, USD First Lien Term Loan, 4.250%, 05/26/22 | 631,824 | 0.0 | ||||||||||||||||
6,408,938 | West Corp, Term Loan B-12, 3.854%, 06/30/23 | 6,455,402 | 0.5 | ||||||||||||||||
76,623,485 | 5.7 | ||||||||||||||||||
Cable & Satellite Television: 3.0% | |||||||||||||||||||
1,990,000 | Charter Communications Operating, LLC, Term Loan I, 3.604%, 01/24/23 | 2,005,062 | 0.2 | ||||||||||||||||
1,995,000 | CSC Holdings, Inc. (Cablevision), Term Loan B, 5.000%, 10/09/22 | 2,002,481 | 0.1 | ||||||||||||||||
4,709,526 | Liberty Cablevision of Puerto Rico LLC., First Lien Term Facility, 4.500%, 01/07/22 | 4,666,354 | 0.3 | ||||||||||||||||
250,000 | Liberty Cablevision of Puerto Rico LLC., Second Lien Facility, 7.750%, 07/07/23 | 240,469 | 0.0 | ||||||||||||||||
1,845,208 | New Wave Communications, Including Add on Term Loan B, 4.750%, 04/30/20 | 1,849,821 | 0.1 | ||||||||||||||||
5,461,237 | Numericable (YPSO France SAS), USD Add On, 4.666%, 07/31/22 | 5,491,389 | 0.4 | ||||||||||||||||
8,886,578 | RCN Cable, Term Loan B, 4.250%, 02/25/20 | 8,906,572 | 0.6 | ||||||||||||||||
2,400,000 | Telenet Group Holding NV, Term Loan AD, 4.354%, 06/30/24 | 2,424,751 | 0.2 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Cable & Satellite Television: (continued) | |||||||||||||||||||
2,150,000 | UPC Financing Partnership, Term Loan AN, 3.854%, 08/31/24 | $ | 2,161,758 | 0.2 | |||||||||||||||
2,019,964 | Virgin Media Investment Holdings Limited, USD Term Loan F, 3.604%, 06/30/23 | 2,030,484 | 0.2 | ||||||||||||||||
987,453 | WaveDivision Holdings LLC, New Term Loan B, 4.000%, 10/15/19 | 989,305 | 0.1 | ||||||||||||||||
8,000,000 | Wideopenwest Finance, LLC, 2016 Term Loan, 4.500%, 08/15/23 | 7,975,624 | 0.6 | ||||||||||||||||
40,744,070 | 3.0 | ||||||||||||||||||
Chemicals & Plastics: 4.3% | |||||||||||||||||||
855,486 | Allnex S.a.r.l. (Monarch), Term B-2 Facility, 5.104%, 09/13/23 | 865,110 | 0.1 | ||||||||||||||||
644,514 | Allnex S.a.r.l. (Monarch), Term B-3 Facility, 5.104%, 09/13/23 | 651,765 | 0.0 | ||||||||||||||||
663,246 | Aruba Investments, Inc (a.k.a Angus Chemical), US Term Loan, 4.500%, 02/02/22 | 661,997 | 0.0 | ||||||||||||||||
447,904 | (1) | Avantor Performance Materials, Delayed Draw First Lien Term Loan, 5.854%, 06/21/22 | 450,144 | 0.0 | |||||||||||||||
4,987,500 | Avantor Performance Materials, First Lien Term Loan, 6.000%, 06/21/22 | 5,009,320 | 0.4 | ||||||||||||||||
1,752,096 | (1) | Avantor Performance Materials, Incremental First Lien Term Loan, 6.000%, 06/21/22 | 1,760,856 | 0.1 | |||||||||||||||
6,698,546 | Emerald Performance Materials LLC, First Lien Term Loan, 4.500%, 08/01/21 | 6,734,832 | 0.5 | ||||||||||||||||
750,000 | Emerald Performance Materials LLC, Second Lien Term Loan, 7.750%, 08/01/22 | 750,000 | 0.1 | ||||||||||||||||
1,000,000 | Flint Group Holdings S.A.R.L., Second Lien, 8.250%, 09/05/22 | 957,500 | 0.1 | ||||||||||||||||
4,054,447 | Flint Group Holdings S.A.R.L., USD Term Loan B2, 4.500%, 09/07/21 | 4,039,243 | 0.3 | ||||||||||||||||
670,247 | Flint Group Holdings S.A.R.L., USD Term Loan C, 4.500%, 09/07/21 | 670,248 | 0.0 | ||||||||||||||||
7,924,547 | Ineos US Finance LLC, Incremental USD Term Loan, 4.250%, 03/31/22 | 7,963,464 | 0.6 | ||||||||||||||||
6,500,000 | Kraton Polymers LLC, Term Loan Facility, 6.000%, 01/06/22 | 6,555,354 | 0.5 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2016 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Chemicals & Plastics: (continued) | |||||||||||||||||||
2,493,590 | MacDermid, Inc., First Lien Term Loan, 5.500%, 06/07/20 | $ | 2,502,358 | 0.2 | |||||||||||||||
2,145,000 | Omnova Solutions Inc, Term Loan B, 5.250%, 08/24/23 | 2,142,319 | 0.2 | ||||||||||||||||
1,096,943 | Orion Engineered Carbons, Term Loan B USD, 4.750%, 07/25/21 | 1,101,400 | 0.1 | ||||||||||||||||
1,115,188 | Oxea S.a.r.l., First Lien Term Loan USD, 4.250%, 01/15/20 | 1,065,004 | 0.1 | ||||||||||||||||
857,850 | PQ Corporation, Dollar Term Loan, 5.750%, 11/04/22 | 864,820 | 0.1 | ||||||||||||||||
2,172,450 | Royal Adhesives & Sealants, First Lien Term Loan, 4.500%, 06/19/22 | 2,183,312 | 0.2 | ||||||||||||||||
250,000 | Royal Adhesives & Sealants, Second Lien Term Loan, 8.500%, 06/19/23 | 247,083 | 0.0 | ||||||||||||||||
3,776,318 | Solenis International, L.P., USD First Lien Term Loan, 4.250%, 07/31/21 | 3,769,762 | 0.3 | ||||||||||||||||
3,127,984 | Styrolution Group GmbH, Term Loan B-1 USD, 6.500%, 11/07/19 | 3,143,624 | 0.2 | ||||||||||||||||
2,992,268 | Tronox Pigments (Netherlands) BV, Term Loan, 4.500%, 03/19/20 | 2,966,086 | 0.2 | ||||||||||||||||
57,055,601 | 4.3 | ||||||||||||||||||
Clothing/Textiles: 0.5% | |||||||||||||||||||
6,747,114 | Herff Jones, Inc., First Lien Term Loan, 5.000%, 12/10/21 | 6,779,163 | 0.5 | ||||||||||||||||
212,078 | Vince, LLC, Term Loan, 5.750%, 11/27/19 | 202,535 | 0.0 | ||||||||||||||||
6,981,698 | 0.5 | ||||||||||||||||||
Conglomerates: 0.7% | |||||||||||||||||||
1,525,931 | Jason Incorporated, First Lien Term Loan, 5.500%, 06/30/21 | 1,468,709 | 0.1 | ||||||||||||||||
400,000 | Jason Incorporated, Second Lien Term Loan, 9.000%, 06/30/22 | 294,000 | 0.0 | ||||||||||||||||
5,870,460 | ServiceMaster Company, Term Loan, 4.250%, 07/01/21 | 5,941,088 | 0.5 | ||||||||||||||||
1,901,291 | Waterpik, First Lien, 5.750%, 07/08/20 | 1,898,914 | 0.1 | ||||||||||||||||
9,602,711 | 0.7 | ||||||||||||||||||
Containers & Glass Products: 2.5% | |||||||||||||||||||
6,400,680 | Berlin Packaging, LLC, First Lien Term Loan, 4.500%, 10/01/21 | 6,430,686 | 0.5 | ||||||||||||||||
450,000 | Berlin Packaging, LLC, Second Lien Term Facility, 7.750%, 09/30/22 | 454,219 | 0.0 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Containers & Glass Products: (continued) | |||||||||||||||||||
1,000,000 | Berry Plastics Corporation, Term G Loan, 3.500%, 01/06/21 | $ | 1,001,597 | 0.1 | |||||||||||||||
1,737,217 | Berry Plastics Corporation, Term H Loan, 3.750%, 10/01/22 | 1,744,166 | 0.1 | ||||||||||||||||
1,428,250 | Hilex Poly Co, LLC (aka Novolex), First Lien Term Loan Facility, 6.000%, 12/09/21 | 1,441,194 | 0.1 | ||||||||||||||||
2,869,085 | Husky Injection Molding Systems, Ltd, Incremental Term Loan, 4.250%, 06/30/21 | 2,867,740 | 0.2 | ||||||||||||||||
4,525,176 | Otter Products, Term Loan B, 5.750%, 06/03/20 | 4,034,950 | 0.3 | ||||||||||||||||
1,436,741 | Peacock Engineering Company, LLC, First Lien Term Loan Facility, 5.250%, 07/27/22 | 1,428,958 | 0.1 | ||||||||||||||||
4,955,870 | Prolampac Intermediate Inc, First Lien Term Facility, 5.750%, 08/18/22 | 4,971,357 | 0.4 | ||||||||||||||||
4,620,521 | Reynolds Group Holdings Inc, USD Term Loan, 4.250%, 02/04/23 | 4,640,209 | 0.3 | ||||||||||||||||
4,750,330 | SIG Combibloc Group AG, USD Term Loan, 4.250%, 03/10/22 | 4,762,628 | 0.4 | ||||||||||||||||
33,777,704 | 2.5 | ||||||||||||||||||
Cosmetics/Toiletries: 0.4% | |||||||||||||||||||
4,715,000 | Revlon Consumer Products Corporation, Term Loan B 2016, 4.354%, 09/07/23 | 4,733,525 | 0.4 | ||||||||||||||||
Diversified Insurance: 4.8% | |||||||||||||||||||
4,200,983 | Acrisure, LLC, First Lien Term Loan, 6.500%, 05/19/22 | 4,199,672 | 0.3 | ||||||||||||||||
8,904,862 | Alliant Holdings, I, LLC, Term Loan B, 4.500%, 08/14/22 | 8,916,785 | 0.7 | ||||||||||||||||
900,000 | AmWINS Group, Inc., Second Lien Term Loan, 9.500%, 09/06/20 | 914,250 | 0.1 | ||||||||||||||||
6,727,419 | AmWINS Group, Inc., Term Loan, 4.750%, 09/06/19 | 6,776,475 | 0.5 | ||||||||||||||||
5,903,586 | Applied Systems Inc., First Lien Term Loan, 4.000%, 01/25/21 | 5,922,649 | 0.4 | ||||||||||||||||
630,224 | Applied Systems Inc., Second Lien Term Loan, 7.500%, 01/24/22 | 635,082 | 0.1 | ||||||||||||||||
2,630,158 | AssuredPartners, Inc., First Lien Term Loan, 5.750%, 10/21/22 | 2,648,788 | 0.2 | ||||||||||||||||
9,638,631 | Hub International Limited, Term Loan B, 4.000%, 10/02/20 | 9,648,424 | 0.7 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2016 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Diversified Insurance: (continued) | |||||||||||||||||||
8,994,737 | National Financial Partners Corp., Term Loan B, 4.500%, 07/01/20 | $ | 9,018,159 | 0.7 | |||||||||||||||
2,977,099 | Sedgwick Holdings, Inc., First Lien Term Loan, 3.750%, 03/01/21 | 2,956,632 | 0.2 | ||||||||||||||||
1,000,000 | Sedgwick Holdings, Inc., Incremental Second Lien Term Loan, 6.750%, 02/28/22 | 992,500 | 0.1 | ||||||||||||||||
1,500,000 | Sedgwick Holdings, Inc., Second Lien Term Loan, 6.750%, 02/28/22 | 1,495,312 | 0.1 | ||||||||||||||||
8,018,179 | USI, Inc., Term Loan, 4.250%, 12/27/19 | 8,030,712 | 0.6 | ||||||||||||||||
1,650,000 | Vertafore, Inc., Term Loan B, 4.750%, 06/30/23 | 1,657,347 | 0.1 | ||||||||||||||||
63,812,787 | 4.8 | ||||||||||||||||||
Drugs: 0.4% | |||||||||||||||||||
780,050 | Akorn, Inc, Term Loan, 5.250%, 04/16/21 | 789,800 | 0.1 | ||||||||||||||||
1,991,253 | Alvogen Pharma U.S., Term Loan B, 6.000%, 03/31/22 | 1,998,720 | 0.1 | ||||||||||||||||
2,580,500 | Endo Pharmaceuticals Holdings Inc., Term Loan B, 3.854%, 09/26/22 | 2,578,196 | 0.2 | ||||||||||||||||
5,366,716 | 0.4 | ||||||||||||||||||
Ecological Services & Equipment: 0.9% | |||||||||||||||||||
4,443,506 | 4L Holdings Inc., Term Loan B, 5.500%, 05/08/20 | 4,210,222 | 0.3 | ||||||||||||||||
7,973,786 | ADS Waste Holdings, Inc., Term Loan B-2, 3.854%, 10/09/19 | 7,995,714 | 0.6 | ||||||||||||||||
12,205,936 | 0.9 | ||||||||||||||||||
Electronics/Electrical: 11.8% | |||||||||||||||||||
3,353,950 | Accuvant Inc., First Lien Term Loan, 6.250%, 01/28/22 | 3,371,769 | 0.3 | ||||||||||||||||
2,837,594 | Active Network, Inc., First Lien Term Loan, 5.500%, 11/13/20 | 2,825,770 | 0.2 | ||||||||||||||||
3,323,683 | Aptean Holdings, Inc., First Lien Term Loan, 5.250%, 02/27/20 | 3,316,414 | 0.3 | ||||||||||||||||
700,000 | Aptean Holdings, Inc., Second Lien Term Loan, 8.500%, 02/27/21 | 690,083 | 0.1 | ||||||||||||||||
2,981,250 | Aspect Software, Inc., Exit Term Loan, 10.500%, 05/24/20 | 2,925,352 | 0.2 | ||||||||||||||||
4,721,344 | Avago Technologies (aka Broadcom), Term Loan B-3, 3.854%, 02/01/23 | 4,783,311 | 0.4 | ||||||||||||||||
4,560,000 | (1) | Avast Software B.V., Term Loan USD, 5.000%, 08/03/22 | 4,590,402 | 0.3 | |||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Electronics/Electrical: (continued) | |||||||||||||||||||
5,072,189 | Blackboard Inc., Term Loan B-3, 4.750%, 10/04/18 | $ | 5,063,734 | 0.4 | |||||||||||||||
6,711,871 | BMC Software, Inc., U.S. Term Loan, 5.000%, 09/10/20 | 6,486,278 | 0.5 | ||||||||||||||||
1,390,000 | Cavium, Inc., Term Loan B, 3.854%, 08/15/22 | 1,402,163 | 0.1 | ||||||||||||||||
4,794,058 | (1) | Compuware Corporation, Term Loan B-2, 6.250%, 12/15/21 | 4,771,588 | 0.4 | |||||||||||||||
15,410,000 | (1) | Dell International LLC, Term Loan B, 4.104%, 09/07/23 | 15,516,745 | 1.1 | |||||||||||||||
1,391,297 | ECI, Term Loan B, 5.750%, 05/28/21 | 1,393,906 | 0.1 | ||||||||||||||||
1,670,000 | (1) | Epicor Software Corporation, 08/16 Incremental Term Loan B, 5.000%, 06/01/22 | 1,655,388 | 0.1 | |||||||||||||||
2,962,500 | Epicor Software Corporation, Term Loan B, 4.750%, 06/01/22 | 2,921,766 | 0.2 | ||||||||||||||||
314,213 | Eze Castle Software, Inc., Incremental Term Loan, 4.500%, 04/04/20 | 314,016 | 0.0 | ||||||||||||||||
450,000 | Eze Castle Software, Inc., Second Lien Term Loan, 7.250%, 04/05/21 | 437,625 | 0.0 | ||||||||||||||||
1,914,590 | Eze Castle Software, Inc., Term Loan B-1, 4.000%, 04/06/20 | 1,912,197 | 0.1 | ||||||||||||||||
6,494,728 | Go Daddy Operating Company, LLC, Term Loan, 4.250%, 05/13/21 | 6,536,541 | 0.5 | ||||||||||||||||
6,571,787 | Hyland Software, Inc., First Lien Term Loan, 4.750%, 07/01/22 | 6,610,810 | 0.5 | ||||||||||||||||
1,150,000 | Hyland Software, Inc., Second Lien Term Loan, 8.250%, 06/30/23 | 1,157,667 | 0.1 | ||||||||||||||||
7,726,962 | Informatica Corporation, Term Loan B, 4.500%, 08/05/22 | 7,525,513 | 0.6 | ||||||||||||||||
4,054,194 | RedPrairie Corporation, Incremental First Lien Term Loan, 6.000%, 12/21/18 | 4,052,787 | 0.3 | ||||||||||||||||
6,318,454 | Kronos Incorporated, Upsized Term Loan, 4.500%, 10/30/19 | 6,345,111 | 0.5 | ||||||||||||||||
2,977,500 | Linxens, Term Loan B-1 USD, 5.000%, 10/16/22 | 2,983,083 | 0.2 | ||||||||||||||||
3,357,338 | M/A-COM Technology Solutions Holdings, Inc., Term Loan B, 4.604%, 05/07/21 | 3,386,714 | 0.3 | ||||||||||||||||
1,471,313 | Micron Technology, Inc., Term Loan B, 6.854%, 04/26/22 | 1,490,229 | 0.1 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2016 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Electronics/Electrical: (continued) | |||||||||||||||||||
1,613,687 | Microsemi Corporation, Term Loan B, 3.854%, 01/15/23 | $ | 1,631,168 | 0.1 | |||||||||||||||
550,000 | Omnitracs Inc., Upsized Second Lien Term Loan, 8.750%, 05/25/21 | 520,667 | 0.0 | ||||||||||||||||
4,275,000 | ON Semiconductor Corporation, Term Loan B, 5.354%, 03/31/23 | 4,305,874 | 0.3 | ||||||||||||||||
4,096,879 | Riverbed Technology, Inc., First Lien Term Loan, 5.000%, 04/24/22 | 4,137,848 | 0.3 | ||||||||||||||||
991,203 | Rovi Solutions Corporation, Term Loan B, 3.854%, 07/02/21 | 991,823 | 0.1 | ||||||||||||||||
5,432,357 | Skillsoft Corp., First Lien Term Loan, 5.750%, 04/28/21 | 4,810,352 | 0.4 | ||||||||||||||||
6,533,625 | SolarWinds Holdings, Inc., Term Loan, 5.500%, 02/05/23 | 6,602,365 | 0.5 | ||||||||||||||||
3,893,478 | SS&C Technologies Inc., Term Loan B-1, 4.104%, 07/08/22 | 3,928,242 | 0.3 | ||||||||||||||||
483,843 | SS&C Technologies Inc., Term Loan B-2, 4.104%, 07/08/22 | 488,164 | 0.0 | ||||||||||||||||
4,078,947 | TTM Technologies, Term Loan B, 6.000%, 05/31/21 | 4,137,533 | 0.3 | ||||||||||||||||
5,348,125 | Veritas Technologies Corporation, USD Term Loan B-1, 6.625%, 01/29/23 | 5,011,637 | 0.4 | ||||||||||||||||
9,576,000 | Western Digital, USD Term Loan B-1, 4.604%, 04/29/23 | 9,692,712 | 0.7 | ||||||||||||||||
6,750,000 | Zebra Technologies, Term Loan B, 4.104%, 10/27/21 | 6,835,955 | 0.5 | ||||||||||||||||
157,561,302 | 11.8 | ||||||||||||||||||
Equity REITs and REOCs: 0.1% | |||||||||||||||||||
1,350,000 | Capital Automotive L.P., Second Lien Term Loan, 6.000%, 04/30/20 | 1,361,992 | 0.1 | ||||||||||||||||
Financial Intermediaries: 1.8% | |||||||||||||||||||
3,688,778 | Duff & Phelps, Add-on Term Loan, 4.750%, 04/23/20 | 3,702,039 | 0.3 | ||||||||||||||||
6,947,500 | First Eagle Investment Management, Inc., Term Loan B, 4.854%, 12/01/22 | 6,938,816 | 0.5 | ||||||||||||||||
1,987,487 | LPL Holdings, Inc., 2021 Tranche B Term Loan, 4.354%, 03/29/21 | 2,002,393 | 0.2 | ||||||||||||||||
3,980,000 | LPL Holdings, Inc., 2022 Tranche B Term Loan, 4.854%, 11/20/22 | 4,019,800 | 0.3 | ||||||||||||||||
467,562 | MoneyGram International, Inc., Term Loan B, 4.250%, 03/27/20 | 454,704 | 0.0 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Financial Intermediaries: (continued) | |||||||||||||||||||
3,591,000 | NorthStar Asset Management, Term Loan B, 4.729%, 01/31/23 | $ | 3,597,733 | 0.3 | |||||||||||||||
2,969,566 | Trans Union LLC, Term Loan B, 3.604%, 04/09/21 | 2,983,089 | 0.2 | ||||||||||||||||
23,698,574 | 1.8 | ||||||||||||||||||
Food Products: 2.9% | |||||||||||||||||||
4,801,154 | Advance Pierre Foods, First Lien Term Loan, 4.500%, 05/30/23 | 4,837,662 | 0.4 | ||||||||||||||||
1,411,392 | Atkins Nutritionals Holdings II, Inc., First Lien Term Loan, 6.250%, 01/02/19 | 1,414,920 | 0.1 | ||||||||||||||||
250,000 | Atrium Innovations, Inc., USD Second Lien Term Loan, 7.750%, 08/13/21 | 236,250 | 0.0 | ||||||||||||||||
7,689,995 | CSM Bakery Supplies, First Lien Term Loan, 5.000%, 07/03/20 | 7,468,908 | 0.6 | ||||||||||||||||
3,670,972 | Del Monte Foods Consumer Products, Inc., First Lien, 4.250%, 02/18/21 | 3,462,949 | 0.3 | ||||||||||||||||
450,000 | Del Monte Foods Consumer Products, Inc., Second Lien, 8.250%, 08/18/21 | 348,750 | 0.0 | ||||||||||||||||
5,350,962 | Hostess, First Lien Term Loan, 4.500%, 08/03/22 | 5,387,750 | 0.4 | ||||||||||||||||
500,000 | Hostess, Second Lien Term Loan, 8.500%, 08/03/23 | 503,437 | 0.0 | ||||||||||||||||
6,947,500 | JBS USA, Inc. (FKA Swift), Term Loan B, 4.000%, 10/30/22 | 6,964,785 | 0.5 | ||||||||||||||||
7,051,280 | Keurig Green Mountain, Inc., USD Term Loan B, 5.354%, 03/03/23 | 7,153,524 | 0.5 | ||||||||||||||||
799,723 | NPC International, Term Loan, 4.750%, 12/28/18 | 803,222 | 0.1 | ||||||||||||||||
38,582,157 | 2.9 | ||||||||||||||||||
Food Service: 1.3% | |||||||||||||||||||
4,207,234 | CEC Entertainment, Inc., First Lien Term Loan, 4.000%, 02/14/21 | 4,146,381 | 0.3 | ||||||||||||||||
2,181,282 | Manitowoc Foodservice, Inc., Term Loan B, 5.750%, 03/03/23 | 2,212,612 | 0.2 | ||||||||||||||||
1,721,438 | P.F. Chang’s China Bistro, Inc., Term Loan, 4.250%, 06/30/19 | 1,699,920 | 0.1 | ||||||||||||||||
5,746,534 | Restaurant Brands International (F.K.A. Burger King Corporation), Term Loan B, 3.750%, 12/10/21 | 5,790,207 | 0.4 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2016 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Food Service: (continued) | |||||||||||||||||||
3,690,750 | US Foods, Inc., Term Loan B, 4.104%, 06/30/23 | $ | 3,721,726 | 0.3 | |||||||||||||||
17,570,846 | 1.3 | ||||||||||||||||||
Food/Drug Retailers: 1.3% | |||||||||||||||||||
5,233,061 | Albertsons LLC, Term Loan B-4, 4.500%, 08/15/21 | 5,271,001 | 0.4 | ||||||||||||||||
1,296,750 | NBTY, Inc., USD Term Loan B, 5.000%, 05/05/23 | 1,303,774 | 0.1 | ||||||||||||||||
2,450,000 | Portillo Restaurant Group (The), First Lien Term Loan, 4.750%, 08/04/21 | 2,442,853 | 0.2 | ||||||||||||||||
650,000 | Portillo Restaurant Group (The), Second Lien Term Loan, 8.000%, 08/01/22 | 651,219 | 0.0 | ||||||||||||||||
7,890,716 | Supervalu, Term Loan, 5.500%, 03/21/19 | 7,907,705 | 0.6 | ||||||||||||||||
17,576,552 | 1.3 | ||||||||||||||||||
Forest Products: 0.1% | |||||||||||||||||||
1,775,000 | Blount International, Inc., Term Loan B USD, 7.250%, 04/12/23 | 1,799,406 | 0.1 | ||||||||||||||||
Health Care: 9.5% | |||||||||||||||||||
3,355,644 | Acadia, New Term Loan B, 4.604%, 02/16/23 | 3,387,103 | 0.2 | ||||||||||||||||
1,229,385 | Aegis Sciences, First Lien Term Loan, 5.500%, 02/24/21 | 1,118,740 | 0.1 | ||||||||||||||||
9,373,463 | Air Medical Group Holdings, Inc., Term Loan B, 4.250%, 04/28/22 | 9,319,565 | 0.7 | ||||||||||||||||
1,097,250 | ATI Physical Therapy, First Lien Term Loan, 5.500%, 05/10/23 | 1,105,022 | 0.1 | ||||||||||||||||
2,665,958 | CareCore National, LLC, Term Loan B, 5.500%, 03/05/21 | 2,622,636 | 0.2 | ||||||||||||||||
5,819,572 | Catalent Pharma Solutions, Inc. , USD Term Loan, 4.250%, 05/20/21 | 5,866,047 | 0.4 | ||||||||||||||||
4,280,994 | CHG Medical Staffing, Inc., First Lien Term Loan, 4.750%, 05/26/23 | 4,312,720 | 0.3 | ||||||||||||||||
5,189,651 | CHS/Community Health Systems, Inc., Term Loan H, 4.000%, 01/27/21 | 5,104,671 | 0.4 | ||||||||||||||||
1,308,150 | Concentra Inc, Term loan B, 4.000%, 06/01/22 | 1,309,785 | 0.1 | ||||||||||||||||
2,172,840 | Connolly / iHealth Technologies, First Lien, 4.250%, 05/14/21 | 2,180,716 | 0.2 | ||||||||||||||||
986,769 | ConvaTec, Dollar Term Loan, 4.250%, 06/15/20 | 991,234 | 0.1 | ||||||||||||||||
2,255,228 | Correct Care Solutions, First Lien Term Loan, 5.000%, 07/22/21 | 1,409,518 | 0.1 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Health Care: (continued) | |||||||||||||||||||
3,710,018 | DJO Finance LLC, First Lien Term Loan, 4.250%, 06/08/20 | $ | 3,643,935 | 0.3 | |||||||||||||||
2,325,000 | ExamWorks Group, Inc., First Lien Term Loan, 4.750%, 07/27/23 | 2,342,800 | 0.2 | ||||||||||||||||
2,855,418 | Healogics, Inc., First Lien Term Loan, 5.250%, 07/01/21 | 2,348,582 | 0.2 | ||||||||||||||||
1,250,000 | Healogics, Inc., Second Lien Term Loan, 9.000%, 07/01/22 | 990,625 | 0.1 | ||||||||||||||||
5,469,115 | Iasis Healthcare LLC, Term Loan B-2, 4.500%, 05/03/18 | 5,418,695 | 0.4 | ||||||||||||||||
561,441 | Immucor, Inc., Term B-2 Loan, 5.000%, 08/17/18 | 547,843 | 0.0 | ||||||||||||||||
5,337,033 | Kinetic Concepts, Inc., Dollar Term F, 5.000%, 11/01/20 | 5,389,848 | 0.4 | ||||||||||||||||
498,113 | Medpace Holdings, Inc., Term Loan B, 4.750%, 04/01/21 | 499,047 | 0.0 | ||||||||||||||||
3,533,360 | Multiplan, Inc, First Lien Term Loan, 5.000%, 06/07/23 | 3,581,944 | 0.3 | ||||||||||||||||
767,650 | NAPA, First Lien Term Loan, 6.000%, 04/19/23 | 778,205 | 0.0 | ||||||||||||||||
2,366,314 | NVA Holdings, Inc., First Lien Term Loan, 4.750%, 08/15/21 | 2,371,243 | 0.2 | ||||||||||||||||
1,478,617 | Onex Carestream Finance LP, First Lien, 5.000%, 06/07/19 | 1,376,223 | 0.1 | ||||||||||||||||
3,500,000 | Patterson Medical Holdings, Inc., Upsized First Lien Term Loan, 5.750%, 08/28/22 | 3,465,000 | 0.3 | ||||||||||||||||
6,380,586 | Pharmaceutical Product Development, Inc., Term B, 4.250%, 08/18/22 | 6,408,502 | 0.5 | ||||||||||||||||
3,069,460 | Phillips-Medisize Corporation, First Lien Term Loan, 4.750%, 06/16/21 | 3,075,215 | 0.2 | ||||||||||||||||
250,000 | Phillips-Medisize Corporation, Second Lien Term Loan, 8.250%, 06/16/22 | 250,000 | 0.0 | ||||||||||||||||
1,496,250 | Precyse, First Lien Term Loan, 6.500%, 10/20/22 | 1,509,342 | 0.1 | ||||||||||||||||
3,500,000 | Prospect Medical Holdings, Inc., Term Loan B, 7.000%, 07/01/22 | 3,471,562 | 0.3 | ||||||||||||||||
2,437,750 | Quorum Health, Term B, 6.750%, 04/29/22 | 2,369,569 | 0.2 | ||||||||||||||||
3,318,981 | Schumacher Group, First Lien Term Loan, 5.000%, 07/31/22 | 3,336,266 | 0.2 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2016 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Health Care: (continued) | |||||||||||||||||||
2,189,000 | Select Medical Corporation, Series F Tranche B, 6.000%, 03/03/21 | $ | 2,211,547 | 0.2 | |||||||||||||||
5,929,993 | Sivantos (Siemens Audiology), Term Loan B USD, 4.250%, 01/17/22 | 5,948,525 | 0.4 | ||||||||||||||||
6,946,103 | Sterigenics International LLC, Term Loan B, 4.250%, 05/08/22 | 6,954,612 | 0.5 | ||||||||||||||||
6,545,518 | Surgery Center Holdings, Inc., First Lien Term Loan, 5.250%, 11/03/20 | 6,557,791 | 0.5 | ||||||||||||||||
837,250 | Surgical Care Affiliates LLC, Term Loan B, 4.250%, 03/17/22 | 843,355 | 0.1 | ||||||||||||||||
7,695,616 | U.S. Renal Care, Inc., First Lien Term Loan, 5.250%, 12/30/22 | 7,420,497 | 0.6 | ||||||||||||||||
468,089 | Valeant Pharmaceuticals International, Inc., First Lien Term Loan, 5.604%, 04/01/22 | 470,078 | 0.0 | ||||||||||||||||
2,511,514 | Valeant Pharmaceuticals International, Inc., Series E-1 Tranche B, 5.354%, 08/05/20 | 2,515,352 | 0.2 | ||||||||||||||||
45,740 | Valeant Pharmaceuticals International, Inc., Tranche B Series D-2, 5.104%, 02/13/19 | 45,764 | 0.0 | ||||||||||||||||
2,058,856 | Vizient, Inc., Term Loan B, 6.250%, 02/13/23 | 2,084,592 | 0.1 | ||||||||||||||||
126,954,316 | 9.5 | ||||||||||||||||||
Home Furnishings: 0.9% | |||||||||||||||||||
2,044,875 | ADT fka Protection One, Inc., Upsized ADT First Lien Term Loan B-1, 4.750%, 05/02/22 | 2,068,199 | 0.1 | ||||||||||||||||
7,924,808 | AOT Bedding Super Holdings, LLC, Term Loan B, 4.250%, 10/01/19 | 7,959,479 | 0.6 | ||||||||||||||||
2,693,037 | Hillman Group (The), Inc., Term Loan B, 4.500%, 06/30/21 | 2,705,662 | 0.2 | ||||||||||||||||
12,733,340 | 0.9 | ||||||||||||||||||
Industrial Equipment: 3.4% | |||||||||||||||||||
2,275,273 | Accudyne Industries LLC, Term Loan, 4.000%, 12/13/19 | 2,133,069 | 0.2 | ||||||||||||||||
6,666,301 | Apex Tool Group, Term Loan B, 4.500%, 01/31/20 | 6,580,893 | 0.5 | ||||||||||||||||
1,878,731 | CeramTec GmbH, Dollar Term B-1 Loan, 4.250%, 08/30/20 | 1,889,887 | 0.1 | ||||||||||||||||
208,243 | CeramTec GmbH, Dollar Term B-2 Loan, 4.250%, 08/30/20 | 209,479 | 0.0 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Industrial Equipment: (continued) | |||||||||||||||||||
574,228 | CeramTec GmbH, Dollar Term B-3 Loan, 4.250%, 08/30/20 | $ | 577,638 | 0.1 | |||||||||||||||
7,988,306 | Doncasters Group Limited, First Lien Term Loan USD, 4.500%, 04/09/20 | 7,941,710 | 0.6 | ||||||||||||||||
2,412,435 | Filtration Group Corporation, First Lien Term Loan, 4.250%, 11/30/20 | 2,422,386 | 0.2 | ||||||||||||||||
126,330 | Filtration Group Corporation, Second Lien Term Loan, 8.250%, 11/30/21 | 126,646 | 0.0 | ||||||||||||||||
5,577,512 | Gardner Denver, Inc., Term Loan B USD, 4.250%, 07/30/20 | 5,415,764 | 0.4 | ||||||||||||||||
1,350,000 | Global Brass and Copper, Inc., Term Loan B, 5.250%, 06/30/23 | 1,369,406 | 0.1 | ||||||||||||||||
1,728,365 | Kenan Advantage Group, Inc., Term Loan B, 4.000%, 07/31/22 | 1,723,505 | 0.1 | ||||||||||||||||
530,745 | Kenan Advantage Group, Inc., Term Loan Canada Borrower, 4.000%, 07/31/22 | 529,252 | 0.0 | ||||||||||||||||
963,714 | MKS Instruments, Term Loan B, 4.354%, 04/29/23 | 977,267 | 0.1 | ||||||||||||||||
8,348,742 | Rexnord Corporation / RBS Global, Inc., First Lien Term Loan, 4.000%, 08/21/20 | 8,362,659 | 0.6 | ||||||||||||||||
1,995,000 | Sensus Metering Systems Inc., New Term Loan, 6.500%, 04/05/23 | 2,008,301 | 0.2 | ||||||||||||||||
2,880,724 | WTG Holdings III Corp., First Lien Term Loan, 4.750%, 01/15/21 | 2,887,926 | 0.2 | ||||||||||||||||
250,000 | WTG Holdings III Corp., Second Lien Term Loan, 8.500%, 01/15/22 | 248,125 | 0.0 | ||||||||||||||||
45,403,913 | 3.4 | ||||||||||||||||||
Leisure Goods/Activities/Movies: 3.3% | |||||||||||||||||||
8,340,915 | 24 Hour Fitness Worldwide, Inc, Term Loan B, 4.750%, 05/28/21 | 8,053,987 | 0.6 | ||||||||||||||||
500,000 | Cirque Du Soleil, Second Lien Term Loan, 9.250%, 07/10/23 | 487,500 | 0.0 | ||||||||||||||||
5,110,779 | Delta2 Sarl Luxembourg (Formula One World Championship), Facility B3, 4.750%, 07/30/21 | 5,121,961 | 0.4 | ||||||||||||||||
1,000,000 | Delta2 Sarl Luxembourg (Formula One World Championship), Second Lien Facility, 7.750%, 08/08/22 | 1,004,688 | 0.1 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2016 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Leisure Goods/Activities/Movies: (continued) | |||||||||||||||||||
3,563,745 | Equinox Holdings, Inc., First Lien Term Loan, 5.000%, 01/31/20 | $ | 3,583,791 | 0.3 | |||||||||||||||
8,359,734 | Fitness International, LLC., Term Loan B, 5.500%, 07/01/20 | 8,361,473 | 0.6 | ||||||||||||||||
5,295,525 | Life Time Fitness, Term Loan B, 4.250%, 06/10/22 | 5,308,213 | 0.4 | ||||||||||||||||
2,082,857 | NEP/NCP Holdco, Inc, Second Lien, 10.000%, 07/22/20 | 2,095,875 | 0.2 | ||||||||||||||||
5,120,047 | NEP/NCP Holdco, Inc, Term Loan B with Add on, 4.500%, 01/22/20 | 5,105,650 | 0.4 | ||||||||||||||||
2,582,108 | SRAM, LLC, First Lien Term Loan, 4.000%, 04/10/20 | 2,517,555 | 0.2 | ||||||||||||||||
1,925,000 | UFC Holdings (fka Zuffa), First Lien Term Loan, 5.000%, 08/04/23 | 1,940,812 | 0.1 | ||||||||||||||||
43,581,505 | 3.3 | ||||||||||||||||||
Lodging & Casinos: 3.7% | |||||||||||||||||||
9,259,072 | Amaya Gaming Group Inc., First Lien Term Loan B, 5.000%, 08/01/21 | 9,261,970 | 0.7 | ||||||||||||||||
847,135 | American Casino and Entertainment Properties LLC, Term Loan, 4.750%, 07/07/22 | 859,842 | 0.1 | ||||||||||||||||
6,553,286 | Aristocrat Leisure Limited, Term Loan B, 3.604%, 10/20/21 | 6,584,008 | 0.5 | ||||||||||||||||
7,292,806 | CityCenter Holdings, LLC, Term Loan, 4.250%, 10/16/20 | 7,349,019 | 0.5 | ||||||||||||||||
717,750 | Eldorado Resorts, Inc., Term Loan B, 4.250%, 07/23/22 | 719,091 | 0.1 | ||||||||||||||||
2,590,000 | ESH Hospitality, Inc., Term Loan B, 3.854%, 08/25/23 | 2,611,968 | 0.2 | ||||||||||||||||
1,542,589 | Global Cash Access, Inc., Term Loan B, 6.250%, 12/18/20 | 1,498,240 | 0.1 | ||||||||||||||||
1,237,024 | Golden Nugget, Inc., Delayed Draw Term Loan, 5.500%, 11/21/19 | 1,244,370 | 0.1 | ||||||||||||||||
2,886,390 | Golden Nugget, Inc., Term Loan, 5.500%, 11/21/19 | 2,903,529 | 0.2 | ||||||||||||||||
347,375 | Horseshoe Baltimore, Funded Term Loan B, 8.250%, 07/02/20 | 342,599 | 0.0 | ||||||||||||||||
990,000 | La Quinta, First Lien Term Loan, 3.750%, 04/14/21 | 987,112 | 0.1 | ||||||||||||||||
2,393,971 | Scientific Games International, Inc., Term Loan B, 6.000%, 10/18/20 | 2,404,231 | 0.2 | ||||||||||||||||
4,937,373 | Scientific Games International, Inc., Term Loan B-2, 6.000%, 10/01/21 | 4,949,332 | 0.3 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Lodging & Casinos: (continued) | |||||||||||||||||||
5,185,025 | Station Casinos LLC, Term Loan, 3.854%, 06/01/23 | $ | 5,212,236 | 0.4 | |||||||||||||||
3,241,213 | Twin River Management Group, Inc., Term Loan B, 5.250%, 07/10/20 | 3,265,928 | 0.2 | ||||||||||||||||
50,193,475 | 3.7 | ||||||||||||||||||
Mortgage REITs: 0.1% | |||||||||||||||||||
994,937 | International Market Centers, First Lien Term Loan, 4.500%, 08/11/20 | 1,009,861 | 0.1 | ||||||||||||||||
500,000 | International Market Centers, Second Lien Term Loan, 8.750%, 08/11/21 | 505,000 | 0.0 | ||||||||||||||||
1,514,861 | 0.1 | ||||||||||||||||||
Nonferrous Metals/Minerals: 0.6% | |||||||||||||||||||
4,314,639 | Fairmount Minerals, Ltd., Tranche B-2 Term Loan, 4.500%, 09/05/19 | 3,876,435 | 0.3 | ||||||||||||||||
3,826,563 | Novelis Inc., Term Loan B, 4.104%, 06/02/22 | 3,848,087 | 0.3 | ||||||||||||||||
7,724,522 | 0.6 | ||||||||||||||||||
Oil & Gas: 1.2% | |||||||||||||||||||
2,269,860 | Bronco Midstream Funding, LLC, Term Loan, 5.000%, 08/15/20 | 2,105,295 | 0.2 | ||||||||||||||||
1,858,824 | Energy Transfer Equity, L.P., New Term Loan, 4.104%, 12/02/19 | 1,861,147 | 0.1 | ||||||||||||||||
4,761,034 | FTS International, Inc. (fka FracTech), Term Loan, 5.750%, 04/16/21 | 1,924,253 | 0.2 | ||||||||||||||||
3,370,750 | Harvey Gulf International Marine, LLC, Upsized Term Loan B, 5.500%, 06/18/20 | 2,131,999 | 0.2 | ||||||||||||||||
4,472,931 | (1) | MEG Energy Corp., Term Loan, 3.750%, 03/31/20 | 4,166,536 | 0.3 | |||||||||||||||
1,975,785 | (1) | Seventy Seven Energy Inc., Term Loan, 3.854%, 06/25/21 | 1,717,287 | 0.1 | |||||||||||||||
1,989,822 | Southcross Energy Partners, L.P., Term Loan, 5.250%, 08/04/21 | 1,624,815 | 0.1 | ||||||||||||||||
201,124 | Southcross Holdings L.P., Exit Term Loan, 0.854%, 04/13/23 | 170,453 | 0.0 | ||||||||||||||||
15,701,785 | 1.2 | ||||||||||||||||||
Publishing: 1.4% | |||||||||||||||||||
3,640,875 | Cengage Learning Acquisition, Inc., Term Loan-B, 5.250%, 05/31/23 | 3,644,126 | 0.3 | ||||||||||||||||
4,189,500 | McGraw Hill Global Education, Term Loan B, 5.000%, 05/04/22 | 4,216,732 | 0.3 | ||||||||||||||||
2,695,751 | Merrill Communications, LLC, New First Lien Term Loan, 6.250%, 06/01/22 | 2,534,006 | 0.2 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2016 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Publishing: (continued) | |||||||||||||||||||
3,485,326 | Penton Media, Inc, First Lien, 4.750%, 10/03/19 | $ | 3,491,861 | 0.3 | |||||||||||||||
804,757 | Penton Media, Inc, Second Lien, 9.000%, 09/30/20 | 806,518 | 0.0 | ||||||||||||||||
3,793,705 | Tribune Company, Term Loan B, 3.854%, 12/31/20 | 3,827,659 | 0.3 | ||||||||||||||||
18,520,902 | 1.4 | ||||||||||||||||||
Radio & Television: 1.5% | |||||||||||||||||||
2,681,947 | Cumulus Media Holdings Inc., Term Loan, 4.250%, 12/23/20 | 1,884,068 | 0.1 | ||||||||||||||||
3,476,399 | Clear Channel Communications, Inc., Term Loan E, 8.354%, 07/30/19 | 2,674,655 | 0.2 | ||||||||||||||||
2,736,020 | Learfield Communications, Inc, First Lien Term Loan, 4.250%, 10/09/20 | 2,740,297 | 0.2 | ||||||||||||||||
2,189,426 | Media General, Inc, DD Term Loan B, 4.000%, 07/31/20 | 2,193,303 | 0.2 | ||||||||||||||||
1,633,214 | Salem Communications Corporation, Term Loan B, 4.500%, 03/13/20 | 1,611,778 | 0.1 | ||||||||||||||||
2,746,039 | Univision Communications, Inc., Term Loan-C3, 4.000%, 03/01/20 | 2,753,332 | 0.2 | ||||||||||||||||
6,335,885 | Univision Communications, Inc., Term Loan-C4, 4.000%, 03/01/20 | 6,351,725 | 0.5 | ||||||||||||||||
20,209,158 | 1.5 | ||||||||||||||||||
Retailers (Except Food & Drug): 6.5% | |||||||||||||||||||
1,466,250 | Abercrombie & Fitch Management Co., Term Loan B, 4.750%, 08/09/21 | 1,462,584 | 0.1 | ||||||||||||||||
7,039,749 | Academy Ltd., Term Loan, 5.000%, 07/01/22 | 6,898,954 | 0.5 | ||||||||||||||||
5,624,083 | Ascena Retail Group, Inc., Term Loan B, 5.354%, 08/21/22 | 5,445,316 | 0.4 | ||||||||||||||||
6,265,179 | Bass Pro Group, LLC, Term Loan B, 4.104%, 06/05/20 | 6,269,020 | 0.5 | ||||||||||||||||
3,980,000 | Belk, First Lien Term Loan, 5.750%, 12/12/22 | 3,633,525 | 0.3 | ||||||||||||||||
8,383,009 | BJs Wholesale Club, First Lien Term Loan, 4.500%, 09/26/19 | 8,403,966 | 0.6 | ||||||||||||||||
1,358,498 | BJs Wholesale Club, Second Lien Term Loan, 8.500%, 03/26/20 | 1,366,649 | 0.1 | ||||||||||||||||
5,174,000 | FullBeauty Brands (F.K.A. OneStopPlus), First Lien Term Loan, 5.750%, 10/14/22 | 4,915,300 | 0.4 | ||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Retailers (Except Food & Drug): (continued) | |||||||||||||||||||
5,507,644 | Harbor Freight Tools USA, Inc., Term Loan B, 4.104%, 08/15/23 | $ | 5,545,019 | 0.4 | |||||||||||||||
1,013,825 | Hudson’s Bay Company, Term Loan B, 4.750%, 09/30/22 | 1,020,161 | 0.1 | ||||||||||||||||
2,193,889 | J. Crew, Term Loan B, 4.000%, 03/05/21 | 1,741,792 | 0.1 | ||||||||||||||||
3,196,016 | Lands’ End, Inc., Term Loan B, 4.250%, 04/04/21 | 2,528,848 | 0.2 | ||||||||||||||||
3,030,000 | Leslies Poolmart, Inc., Term Loan B, 5.500%, 08/16/23 | 3,054,619 | 0.2 | ||||||||||||||||
5,004,725 | Men’s Wearhouse, Term Loan, 4.500%, 06/18/21 | 4,982,829 | 0.4 | ||||||||||||||||
5,825,522 | Neiman Marcus Group, Inc, Term Loan, 4.250%, 10/25/20 | 5,400,049 | 0.4 | ||||||||||||||||
5,918,372 | Party City Holdings Inc, Term Loan B, 4.250%, 08/19/22 | 5,943,738 | 0.5 | ||||||||||||||||
5,872,994 | Petco Animal Supplies, Inc., Term Loan-B1, 5.000%, 01/26/23 | 5,934,989 | 0.4 | ||||||||||||||||
10,674,962 | PetSmart, Inc., Term Loan B, 4.250%, 03/11/22 | 10,708,321 | 0.8 | ||||||||||||||||
984,772 | rue21 inc., Term Loan B, 5.625%, 10/09/20 | 499,279 | 0.0 | ||||||||||||||||
2,074,952 | Savers, Term Loan B, 5.000%, 07/09/19 | 1,907,918 | 0.1 | ||||||||||||||||
87,662,876 | 6.5 | ||||||||||||||||||
Surface Transport: 1.2% | |||||||||||||||||||
2,952,525 | Goodpack Ltd., First Lien Term Loan, 4.750%, 09/09/21 | 2,903,315 | 0.2 | ||||||||||||||||
4,104,037 | Navistar Inc., Term Loan B, 6.500%, 08/07/20 | 4,117,478 | 0.3 | ||||||||||||||||
2,482,406 | OSG Bulk Ships, Inc., First Lien Term Loan, 5.250%, 08/05/19 | 2,479,303 | 0.2 | ||||||||||||||||
2,481,250 | Quality Distribution, First Lien Term Loan, 5.750%, 08/18/22 | 2,235,192 | 0.1 | ||||||||||||||||
4,938,747 | XPO Logistics, Term Loan B, 4.250%, 10/31/21 | 4,971,466 | 0.4 | ||||||||||||||||
16,706,754 | 1.2 | ||||||||||||||||||
Telecommunications: 5.5% | |||||||||||||||||||
4,299,884 | Aricent Group, First Lien Term Loan, 5.500%, 04/14/21 | 3,898,116 | 0.3 | ||||||||||||||||
3,500,317 | Asurion, LLC, Incremental Tranche B-1 Term Loan, 5.000%, 05/24/19 | 3,514,172 | 0.3 | ||||||||||||||||
7,422,795 | Asurion, LLC, Incremental Tranche B-4 Term Loan, 5.000%, 08/04/22 | 7,465,706 | 0.5 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2016 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Borrower/Tranche Description | | Fair Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | |||||||||||||||||||
Telecommunications: (continued) | |||||||||||||||||||
1,150,000 | Asurion, LLC, Second Lien Term Loan, 8.500%, 03/03/21 | $ | 1,145,112 | 0.1 | |||||||||||||||
2,331,429 | Avaya Inc., Term B-6 Loan, 6.500%, 03/31/18 | 1,787,915 | 0.1 | ||||||||||||||||
4,613,581 | Avaya Inc., Term B-7 Loan, 6.250%, 05/29/20 | 3,414,050 | 0.3 | ||||||||||||||||
2,479,975 | CommScope, Inc., Tranche 5 Term Loan, 3.854%, 12/29/22 | 2,500,884 | 0.2 | ||||||||||||||||
10,126,850 | Communications Sales & Leasing, Inc., Term Loan B, 5.000%, 10/24/22 | 10,173,687 | 0.8 | ||||||||||||||||
5,939,983 | Consolidated Communications, Inc., Term Loan B, 4.250%, 12/23/20 | 5,965,970 | 0.4 | ||||||||||||||||
1,175,456 | Encompass Digital Media, Inc., First Lien, 5.500%, 06/05/21 | 1,150,968 | 0.1 | ||||||||||||||||
525,000 | Encompass Digital Media, Inc., Second Lien, 8.750%, 06/05/22 | 477,750 | 0.0 | ||||||||||||||||
1,751,131 | Global Tel*Link Corporation, First Lien Term Loan, 5.000%, 05/23/20 | 1,701,516 | 0.1 | ||||||||||||||||
850,000 | Global Tel*Link Corporation, Second Lien Term Loan, 9.000%, 11/23/20 | 810,156 | 0.1 | ||||||||||||||||
2,922,899 | Hawaiian Telcom Communications, Inc., Term Loan B, 5.250%, 06/06/19 | 2,942,993 | 0.2 | ||||||||||||||||
2,610,000 | Level 3 Financing, Inc, Term Loan B-4, 4.000%, 01/15/20 | 2,627,944 | 0.2 | ||||||||||||||||
975,498 | Level 3 Financing, Inc, Tranche B-II 2022 Term Loan, 3.604%, 05/31/22 | 982,205 | 0.1 | ||||||||||||||||
2,450,000 | Level 3 Financing, Inc, Tranche B-III 2019 Term Loan, 4.000%, 08/01/19 | 2,464,930 | 0.2 | ||||||||||||||||
4,545,264 | Lightower Fiber Networks, First Lien Term Loan, 4.104%, 04/13/20 | 4,553,218 | 0.3 | ||||||||||||||||
4,276,616 | Syniverse Holdings, Inc., Initial Term Loan, 4.000%, 04/23/19 | 3,791,934 | 0.3 | ||||||||||||||||
5,167,199 | U.S. Telepacific Corp, Term Loan B, 6.000%, 11/25/20 | 5,084,849 | 0.4 | ||||||||||||||||
3,606,875 | Windstream Corporation, Term Loan B-6, 5.854%, 03/29/21 | 3,621,530 | 0.3 | ||||||||||||||||
3,359,234 | XO Communications, First Lien Term Loan, 4.250%, 03/19/21 | 3,364,485 | 0.2 | ||||||||||||||||
73,440,090 | 5.5 | ||||||||||||||||||
LOANS*: (continued) | |||||||||||||||||||
Utilities: 2.5% | |||||||||||||||||||
2,175,000 | Aclara Technologies LLC, Term Loan, 6.750%, 08/15/23 | $ | 2,175,000 | 0.2 | |||||||||||||||
1,975,000 | Calpine Corp, Term Loan B-5, 3.604%, 05/27/22 | 1,982,714 | 0.1 | ||||||||||||||||
4,964,987 | Calpine Corp, Term Loan B-6, 4.000%, 01/15/23 | 4,997,260 | 0.4 | ||||||||||||||||
1,043,000 | Dayton Power and Light Company, Term Loan, 4.104%, 08/30/22 | 1,058,645 | 0.1 | ||||||||||||||||
5,875,000 | Dynegy Inc., Term Loan C, 5.000%, 06/30/23 | 5,920,285 | 0.4 | ||||||||||||||||
1,642,717 | TPF II Power, LLC, Term Loan, 5.000%, 09/30/21 | 1,663,251 | 0.1 | ||||||||||||||||
2,328,440 | Linden Power Complex, Term Loan, 5.250%, 06/15/23 | 2,357,545 | 0.2 | ||||||||||||||||
1,975,000 | Longview Power, LLC, Term Loan, 7.000%, 04/13/21 | 1,738,000 | 0.1 | ||||||||||||||||
1,959,596 | TPF Generation Holdings, LLC, Term Loan, 4.750%, 12/31/17 | 1,953,472 | 0.2 | ||||||||||||||||
1,389,500 | RISEC, Term Loan, 5.750%, 12/19/22 | 1,347,815 | 0.1 | ||||||||||||||||
1,386,500 | Southeast PowerGen, LLC, Term Loan B, 4.500%, 12/02/21 | 1,358,770 | 0.1 | ||||||||||||||||
5,374,286 | Texas Competitive Electric Holdings Company LLC, Term Loan B, 5.000%, 10/31/17 | 5,414,593 | 0.4 | ||||||||||||||||
1,225,714 | Texas Competitive Electric Holdings Company LLC, Term Loan C, 5.000%, 10/31/17 | 1,234,907 | 0.1 | ||||||||||||||||
33,202,257 | 2.5 | ||||||||||||||||||
Total Loans (Cost $1,194,926,577) | 1,189,362,430 | 88.8 |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQUITIES AND OTHER ASSETS: 0.0% | |||||||||||||||||||
42,798 | @ | EveryWhere Global | 302,282 | 0.0 | |||||||||||||||
57,165 | @ | Millennium Health, LLC | 28,583 | 0.0 | |||||||||||||||
222 | @ | Southcross Holdings GP LLC | — | 0.0 | |||||||||||||||
222 | @ | Southcross Holdings L.P. — Class A | 79,920 | 0.0 | |||||||||||||||
Total Equities and Other Assets (Cost $943,780) | 410,785 | 0.0 | |||||||||||||||||
Total Long-Term Investments (Cost $1,195,870,357) | 1,189,773,215 | 88.8 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF SEPTEMBER 30, 2016 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 10.7% | |||||||||||||||||||
Loans: 0.2% | |||||||||||||||||||
625,000 | Energy Future Intermediate Holding Company LLC, First Lien DIP, 4.250%, 12/19/16 | $ | 627,604 | 0.0 | |||||||||||||||
3,262,277 | Fram Group Holdings Inc., First Lien Term Loan, 7.000%, 07/31/17 | 3,149,118 | 0.2 | ||||||||||||||||
3,776,722 | 0.2 |
Shares | | | | Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Funds: 10.5% | ||||||||||||||||||
140,500,000 | State Street Institutional Liquid Reserves Fund — Premier Class, 0.40%†† (Cost $140,500,000) | 140,500,000 | 10.5 | |||||||||||||||
Total Short-Term Investments (Cost $144,380,763) | 144,276,722 | 10.7 | ||||||||||||||||
Total Investments (Cost $1,340,251,120) | $ | 1,334,049,937 | 99.5 | |||||||||||||||
Assets in Excess of Other Liabilities | 6,173,808 | 0.5 | ||||||||||||||||
Net Assets | $ | 1,340,223,745 | 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, 2016. |
@ | Non-income producing security |
(1) | Loans purchased on a when-issued or delayed-delivery basis. Contract rates that are not disclosed do not take effect until settlement date and have yet to be determined. |
Cost for federal income tax purposes is $1,340,600,800. |
Net unrealized depreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 10,891,812 | ||||
Gross Unrealized Depreciation | (17,442,675 | ) | ||||
Net Unrealized Depreciation | $ | (6,550,863 | ) |
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, 2016 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Equities and Other Assets | $ | — | $ | 410,785 | $ | — | $ | 410,785 | ||||||||||
Loans | — | 1,189,362,430 | — | 1,189,362,430 | ||||||||||||||
Short-Term Investments | 140,500,000 | 3,776,722 | — | 144,276,722 | ||||||||||||||
Total Investments, at fair value | $ | 140,500,000 | $ | 1,193,549,937 | $ | — | $ | 1,334,049,937 | ||||||||||
Liabilities Table | ||||||||||||||||||
Other Financial Instruments | ||||||||||||||||||
Unfunded commitments | $ | — | $ | (341 | ) | $ | — | $ | (341 | ) | ||||||||
Total Liabilities | $ | — | $ | (341 | ) | $ | — | $ | (341 | ) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
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 | 163315 (0916-111816) |
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, 2016 (Unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 50.0% | ||||||||||||||
2,172,486 | Fannie Mae 2005-43 PZ, 6.000%, 05/25/35 | 2,719,207 | 0.2 | |||||||||||
1,036,405 | Fannie Mae 2007-60 ZB, 4.750%, 05/25/37 | 1,189,630 | 0.1 | |||||||||||
4,207,286 | Fannie Mae 2011-99 CZ, 4.500%, 10/25/41 | 4,955,579 | 0.3 | |||||||||||
16,500,673 | ^ | Fannie Mae 2012-148 HI, 3.500%, 05/25/42 | 2,422,145 | 0.2 | ||||||||||
381,727 | Fannie Mae Grantor Trust 2004-T1 1A1, 6.000%, 01/25/44 | 443,462 | 0.0 | |||||||||||
1,959,903 | Fannie Mae REMIC Trust 2003-16 CX, 6.500%, 03/25/33 | 2,381,387 | 0.2 | |||||||||||
3,820,826 | Fannie Mae REMIC Trust 2003-34 LN, 5.000%, 05/25/33 | 4,105,982 | 0.3 | |||||||||||
5,782,933 | Fannie Mae REMIC Trust 2003-76 EZ, 5.000%, 08/25/33 | 6,751,341 | 0.4 | |||||||||||
548,869 | Fannie Mae REMIC Trust 2004-W3 A8, 5.500%, 05/25/34 | 623,002 | 0.0 | |||||||||||
2,359,303 | ^ | Fannie Mae REMIC Trust 2005-17 ES, 6.225%, 03/25/35 | 376,804 | 0.0 | ||||||||||
1,734,928 | Fannie Mae REMIC Trust 2005-59 NQ, 15.562%, 05/25/35 | 2,306,016 | 0.2 | |||||||||||
1,559,975 | Fannie Mae REMIC Trust 2005-88 ZC, 5.000%, 10/25/35 | 1,735,529 | 0.1 | |||||||||||
580,176 | Fannie Mae REMIC Trust 2006-115 ES, 24.459%, 12/25/36 | 905,427 | 0.1 | |||||||||||
4,386,788 | ^ | Fannie Mae REMIC Trust 2006-36 SP, 6.175%, 05/25/36 | 713,824 | 0.1 | ||||||||||
7,438,494 | ^ | Fannie Mae REMIC Trust 2006-79 SH, 5.925%, 08/25/36 | 1,645,721 | 0.1 | ||||||||||
871,955 | Fannie Mae REMIC Trust 2009-12 LK, 8.126%, 03/25/39 | 970,366 | 0.1 | |||||||||||
1,861,549 | Fannie Mae REMIC Trust 2009-66 XA, 5.500%, 12/25/35 | 2,231,035 | 0.2 | |||||||||||
6,000,000 | Fannie Mae REMIC Trust 2010-155 JC, 4.000%, 12/25/39 | 6,609,373 | 0.4 | |||||||||||
5,084,839 | Fannie Mae REMIC Trust 2010-2 LC, 5.000%, 02/25/40 | 5,997,726 | 0.4 | |||||||||||
2,686,119 | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/41 | 3,071,584 | 0.2 | |||||||||||
5,455,160 | ^ | Fannie Mae REMIC Trust 2012-128 VS, 5.725%, 06/25/42 | 998,983 | 0.1 |
13,863,033 | ^ | Fannie Mae REMIC Trust 2012-142 BI, 3.000%, 11/25/27 | 1,232,888 | 0.1 | ||||||||||
6,042,789 | ^ | Fannie Mae REMIC Trust 2012-154 PI, 4.000%, 05/25/42 | 1,049,403 | 0.1 | ||||||||||
5,668,016 | ^ | Fannie Mae REMIC Trust 2012-68 SD, 6.175%, 06/25/32 | 1,135,700 | 0.1 | ||||||||||
3,457,000 | Fannie Mae REMIC Trust 2012-97 PC, 3.500%, 09/25/42 | 3,699,091 | 0.2 | |||||||||||
2,041,039 | ^ | Fannie Mae REMIC Trust 2013-13 PI, 3.500%, 04/25/42 | 292,437 | 0.0 | ||||||||||
5,731,563 | ^ | Fannie Mae REMIC Trust 2013-54 ID, 3.000%, 01/25/33 | 557,454 | 0.0 | ||||||||||
8,694,694 | Fannie Mae Series 2016-51 S, 5.395%, 10/25/43 | 9,096,353 | 0.6 | |||||||||||
17,373,065 | Fannie Mae, 0.725%, 10/27/37 | 17,343,571 | 1.2 | |||||||||||
2,938,888 | Freddie Mac 3770 GA, 4.500%, 10/15/40 | 3,385,533 | 0.2 | |||||||||||
4,206,822 | Freddie Mac REMIC Trust 2005-S001 2A2, 0.675%, 09/25/45 | 4,061,739 | 0.3 | |||||||||||
814,969 | Freddie Mac REMIC Trust 2653 SC, 6.536%, 07/15/33 | 917,832 | 0.1 | |||||||||||
1,056,249 | Freddie Mac REMIC Trust 2767 ZW, 6.000%, 03/15/34 | 1,173,711 | 0.1 | |||||||||||
396,322 | Freddie Mac REMIC Trust 3012 ST, 20.073%, 04/15/35 | 590,740 | 0.0 | |||||||||||
667,060 | Freddie Mac REMIC Trust 3065 DC, 18.287%, 03/15/35 | 967,681 | 0.1 | |||||||||||
1,423,375 | Freddie Mac REMIC Trust 3158 NE, 5.500%, 05/15/36 | 1,581,425 | 0.1 | |||||||||||
8,631,213 | ^ | Freddie Mac REMIC Trust 3181 TA, 0.500%, 07/15/36 | 164,391 | 0.0 | ||||||||||
353,707 | Freddie Mac REMIC Trust 3182 PS, 26.503%, 04/15/32 | 370,526 | 0.0 | |||||||||||
881,878 | ^ | Freddie Mac REMIC Trust 3507 IA, 5.500%, 09/15/35 | 168,055 | 0.0 | ||||||||||
667,874 | ^ | Freddie Mac REMIC Trust 3753 PS, 5.576%, 06/15/40 | 49,103 | 0.0 | ||||||||||
7,666,554 | ^ | Freddie Mac REMIC Trust 3795 PI, 4.500%, 10/15/35 | 230,297 | 0.0 | ||||||||||
1,024,310 | Freddie Mac REMIC Trust 3864 NT, 5.500%, 03/15/39 | 1,127,667 | 0.1 | |||||||||||
4,625,292 | Freddie Mac REMIC Trust 3888 ZG, 4.000%, 07/15/41 | 5,011,163 | 0.3 |
See Accompanying Notes to Financial Statements
1 |
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
3,247,018 | ^ | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/40 | 366,834 | 0.0 | ||||||||||
1,052,025 | Freddie Mac Series 4040 UZ, 5.000%, 05/15/42 | 1,346,646 | 0.1 | |||||||||||
1,900,000 | Freddie Mac Series 4048 CE, 4.000%, 05/15/42 | 2,141,165 | 0.1 | |||||||||||
1,940,732 | Ginnie Mae 2004-65 ZG, 5.500%, 07/20/34 | 2,242,618 | 0.2 | |||||||||||
4,408,952 | Ginnie Mae 2009-110 ZA, 5.500%, 11/16/39 | 5,714,800 | 0.4 | |||||||||||
1,028,353 | Ginnie Mae 2009-54 HZ, 5.000%, 07/20/39 | 1,150,940 | 0.1 | |||||||||||
9,755,012 | ^^ | Ginnie Mae 2011-70 PO, 05/16/41 | 8,669,778 | 0.6 | ||||||||||
7,150,348 | ^ | Ginnie Mae 2016-84 IO, 5.000%, 12/20/40 | 838,778 | 0.1 | ||||||||||
28,960,470 | Ginnie Mae 2016-H20 FB, 1.074%, 09/20/66 | 28,899,382 | 1.9 | |||||||||||
272,415 | Ginnie Mae Series 2002-11 TS, 19.411%, 02/16/32 | 380,615 | 0.0 | |||||||||||
44,724 | Ginnie Mae Series 2002-15 SX, 14.936%, 01/20/32 | 62,032 | 0.0 | |||||||||||
1,043,651 | ^ | Ginnie Mae Series 2002-76 SG, 7.070%, 10/16/29 | 245,020 | 0.0 | ||||||||||
377,665 | Ginnie Mae Series 2003-86 ZC, 4.500%, 10/20/33 | 411,250 | 0.0 | |||||||||||
246,000 | Ginnie Mae Series 2004-16 AE, 5.500%, 02/20/34 | 276,273 | 0.0 | |||||||||||
1,168,562 | Ginnie Mae Series 2004-17 MZ, 5.500%, 03/16/34 | 1,327,395 | 0.1 | |||||||||||
100,575 | Ginnie Mae Series 2004-27 SZ, 7.500%, 02/20/34 | 101,049 | 0.0 | |||||||||||
1,200,699 | Ginnie Mae Series 2004-28 CZ, 5.500%, 04/20/34 | 1,376,221 | 0.1 | |||||||||||
19,064 | Ginnie Mae Series 2004-28 SV, 8.468%, 04/20/34 | 19,354 | 0.0 | |||||||||||
5,980,581 | Ginnie Mae Series 2004-81 Z, 5.000%, 10/20/34 | 6,726,565 | 0.4 | |||||||||||
420,491 | Ginnie Mae Series 2004-87 SB, 7.061%, 03/17/33 | 447,958 | 0.0 | |||||||||||
2,272,091 | ^ | Ginnie Mae Series 2004-98 SA, 6.168%, 11/20/34 | 506,998 | 0.0 | ||||||||||
2,153,847 | Ginnie Mae Series 2005-21 Z, 5.000%, 03/20/35 | 2,393,547 | 0.2 | |||||||||||
674,094 | ^ | Ginnie Mae Series 2005-25 SI, 6.000%, 01/20/34 | 133,918 | 0.0 | ||||||||||
24,483,452 | Ginnie Mae Series 2005-40 CZ, 5.500%, 05/20/35 | 27,386,781 | 1.8 | |||||||||||
1,974,204 | ^ | Ginnie Mae Series 2005-7 AH, 6.240%, 02/16/35 | 404,845 | 0.0 |
1,261,909 | ^ | Ginnie Mae Series 2005-73 IM, 5.500%, 09/20/35 | 345,374 | 0.0 | ||||||||||
1,113,238 | Ginnie Mae Series 2005-80 Z, 5.000%, 10/20/35 | 1,257,208 | 0.1 | |||||||||||
833,798 | Ginnie Mae Series 2005-91 UP, 13.241%, 09/16/31 | 1,078,076 | 0.1 | |||||||||||
1,800,000 | Ginnie Mae Series 2005-92 PB, 6.000%, 12/20/35 | 2,154,771 | 0.1 | |||||||||||
10,094,899 | Ginnie Mae Series 2005-96 Z, 5.500%, 12/16/35 | 11,443,781 | 0.8 | |||||||||||
10,256,295 | Ginnie Mae Series 2006-10 ZT, 6.000%, 03/20/36 | 13,006,678 | 0.9 | |||||||||||
861,188 | Ginnie Mae Series 2006-17 TW, 6.000%, 04/20/36 | 1,024,151 | 0.1 | |||||||||||
3,038,554 | Ginnie Mae Series 2006-7 ZA, 5.500%, 02/20/36 | 3,596,060 | 0.2 | |||||||||||
3,424,152 | ^ | Ginnie Mae Series 2007-17 CI, 7.500%, 04/16/37 | 981,209 | 0.1 | ||||||||||
199,225 | Ginnie Mae Series 2007-37 S, 23.358%, 04/16/37 | 252,704 | 0.0 | |||||||||||
200,000 | Ginnie Mae Series 2007-45 PE, 5.500%, 07/16/37 | 225,836 | 0.0 | |||||||||||
344,439 | Ginnie Mae Series 2007-5 MT, 0.752%, 02/20/34 | 347,155 | 0.0 | |||||||||||
4,545,613 | ^ | Ginnie Mae Series 2007-53 SC, 5.968%, 09/20/37 | 918,781 | 0.1 | ||||||||||
86,095 | Ginnie Mae Series 2007-53 SW, 18.610%, 09/20/37 | 124,848 | 0.0 | |||||||||||
2,353,494 | Ginnie Mae Series 2007-60 YZ, 5.500%, 10/20/37 | 2,662,466 | 0.2 | |||||||||||
4,363,660 | Ginnie Mae Series 2007-63 Z, 6.000%, 10/20/37 | 5,053,392 | 0.3 | |||||||||||
2,378,342 | Ginnie Mae Series 2008-20 PZ, 6.000%, 03/20/38 | 3,106,228 | 0.2 | |||||||||||
1,227,599 | ^ | Ginnie Mae Series 2008-3 SA, 6.018%, 01/20/38 | 215,613 | 0.0 | ||||||||||
2,530,426 | ^ | Ginnie Mae Series 2008-40 PS, 5.970%, 05/16/38 | 479,466 | 0.0 | ||||||||||
5,536,357 | ^ | Ginnie Mae Series 2008-82 SA, 5.468%, 09/20/38 | 961,046 | 0.1 | ||||||||||
9,718,445 | ^ | Ginnie Mae Series 2009-110 SA, 5.820%, 04/16/39 | 1,322,551 | 0.1 | ||||||||||
679,619 | Ginnie Mae Series 2009-110 ZC, 4.500%, 11/16/39 | 813,339 | 0.1 | |||||||||||
2,027,643 | Ginnie Mae Series 2009-121 ZQ, 5.500%, 09/20/39 | 2,340,121 | 0.2 |
See Accompanying Notes to Financial Statements
2 |
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
1,029,000 | Ginnie Mae Series 2009-31 BP, 5.000%, 05/20/39 | 1,203,810 | 0.1 | |||||||||||
6,411,662 | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/39 | 7,081,630 | 0.5 | |||||||||||
5,772,510 | Ginnie Mae Series 2009-34 Z, 4.500%, 05/16/39 | 6,377,719 | 0.4 | |||||||||||
2,506,610 | Ginnie Mae Series 2009-53 ZB, 6.000%, 07/16/39 | 3,178,890 | 0.2 | |||||||||||
597,080 | ^ | Ginnie Mae Series 2009-55 BI, 1.000%, 06/16/37 | 20,495 | 0.0 | ||||||||||
1,476,954 | Ginnie Mae Series 2009-61 EZ, 7.500%, 08/20/39 | 1,887,120 | 0.1 | |||||||||||
1,467,286 | Ginnie Mae Series 2009-61 PZ, 7.500%, 08/20/39 | 2,130,292 | 0.1 | |||||||||||
568,405 | Ginnie Mae Series 2009-61 ZQ, 6.000%, 08/16/39 | 791,592 | 0.1 | |||||||||||
2,270,711 | ^ | Ginnie Mae Series 2009-66 QS, 5.568%, 05/20/32 | 322,089 | 0.0 | ||||||||||
2,689,230 | Ginnie Mae Series 2009-67 NZ, 6.000%, 08/16/39 | 3,136,783 | 0.2 | |||||||||||
23,997 | Ginnie Mae Series 2009-68 KA, 5.000%, 09/20/37 | 24,283 | 0.0 | |||||||||||
2,072,174 | ^ | Ginnie Mae Series 2009-77 SA, 5.620%, 09/16/39 | 342,282 | 0.0 | ||||||||||
2,936,644 | Ginnie Mae Series 2009-77 ZB, 5.500%, 09/16/39 | 3,628,498 | 0.2 | |||||||||||
745,813 | Ginnie Mae Series 2009-87 WZ, 6.000%, 10/20/39 | 963,201 | 0.1 | |||||||||||
518,536 | Ginnie Mae Series 2009-92 DZ, 4.500%, 10/16/39 | 606,258 | 0.0 | |||||||||||
5,578,181 | ^ | Ginnie Mae Series 2010-106 IP, 5.000%, 03/20/40 | 870,482 | 0.1 | ||||||||||
4,107,346 | ^ | Ginnie Mae Series 2010-116 NS, 6.120%, 09/16/40 | 838,383 | 0.1 | ||||||||||
494,434 | ^ | Ginnie Mae Series 2010-130 KI, 5.500%, 09/16/40 | 69,141 | 0.0 | ||||||||||
1,000,000 | Ginnie Mae Series 2010-14 B, 4.500%, 02/16/40 | 1,159,557 | 0.1 | |||||||||||
2,999,054 | ^ | Ginnie Mae Series 2010-158 SA, 5.518%, 12/20/40 | 474,968 | 0.0 | ||||||||||
2,219,010 | ^ | Ginnie Mae Series 2010-165 IP, 4.000%, 04/20/38 | 87,823 | 0.0 | ||||||||||
7,792,631 | ^ | Ginnie Mae Series 2010-166 GS, 5.468%, 12/20/40 | 1,501,584 | 0.1 | ||||||||||
4,304,686 | ^ | Ginnie Mae Series 2010-166 NI, 4.500%, 04/20/39 | 514,248 | 0.0 |
2,750,000 | Ginnie Mae Series 2010-169 AW, 4.500%, 12/20/40 | 3,082,469 | 0.2 | |||||||||||
6,402,566 | Ginnie Mae Series 2010-169 JZ, 4.000%, 12/20/40 | 6,824,654 | 0.5 | |||||||||||
1,379,666 | ^ | Ginnie Mae Series 2010-19 LI, 5.000%, 07/16/39 | 202,671 | 0.0 | ||||||||||
1,600,000 | Ginnie Mae Series 2010-31 BP, 5.000%, 03/20/40 | 1,856,466 | 0.1 | |||||||||||
2,123,551 | ^ | Ginnie Mae Series 2010-4 WI, 6.000%, 01/16/40 | 796,514 | 0.1 | ||||||||||
5,492,628 | Ginnie Mae Series 2010-42 VZ, 5.500%, 10/20/39 | 6,551,666 | 0.4 | |||||||||||
2,658,107 | Ginnie Mae Series 2010-59 ZA, 4.500%, 05/20/40 | 2,968,642 | 0.2 | |||||||||||
42,451,192 | Ginnie Mae Series 2010-61 EZ, 5.000%, 05/20/40 | 47,167,002 | 3.1 | |||||||||||
4,761,000 | Ginnie Mae Series 2010-67 JD, 4.500%, 05/20/39 | 5,078,463 | 0.3 | |||||||||||
2,216,597 | ^ | Ginnie Mae Series 2010-85 NI, 5.000%, 01/20/38 | 154,022 | 0.0 | ||||||||||
123,415 | ^ | Ginnie Mae Series 2010-89 KI, 4.500%, 12/20/37 | 3,011 | 0.0 | ||||||||||
3,355,401 | ^ | Ginnie Mae Series 2010-9 SB, 5.968%, 09/20/38 | 245,579 | 0.0 | ||||||||||
8,419,722 | Ginnie Mae Series 2010-H01 FA, 1.344%, 01/20/60 | 8,485,238 | 0.6 | |||||||||||
10,612,194 | Ginnie Mae Series 2010-H10 FB, 1.524%, 05/20/60 | 10,781,480 | 0.7 | |||||||||||
11,319,091 | Ginnie Mae Series 2010-H10 FC, 1.524%, 05/20/60 | 11,478,835 | 0.8 | |||||||||||
11,722,397 | Ginnie Mae Series 2010-H20 AF, 0.824%, 10/20/60 | 11,625,158 | 0.8 | |||||||||||
874,109 | ^ | Ginnie Mae Series 2011-123 QI, 5.000%, 05/20/41 | 164,362 | 0.0 | ||||||||||
304,932 | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/32 | 353,046 | 0.0 | |||||||||||
733,729 | Ginnie Mae Series 2011-169 BG, 5.409%, 04/16/39 | 811,467 | 0.1 | |||||||||||
6,245,171 | Ginnie Mae Series 2011-25 Z, 4.000%, 02/20/41 | 7,067,272 | 0.5 | |||||||||||
1,748,327 | Ginnie Mae Series 2011-59 QC, 4.000%, 12/20/40 | 1,884,000 | 0.1 | |||||||||||
14,421,004 | ^ | Ginnie Mae Series 2011-73 LS, 6.158%, 08/20/39 | 2,101,641 | 0.1 | ||||||||||
2,819,000 | Ginnie Mae Series 2011-85 LC, 4.000%, 10/20/40 | 3,020,462 | 0.2 |
See Accompanying Notes to Financial Statements
3 |
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
1,588,816 | Ginnie Mae Series 2011-H07 FA, 0.994%, 02/20/61 | 1,586,136 | 0.1 | |||||||||||
3,038,615 | ^ | Ginnie Mae Series 2012-102 TI, 4.000%, 08/20/39 | 389,472 | 0.0 | ||||||||||
4,827,505 | ^ | Ginnie Mae Series 2012-103 IC, 3.500%, 08/16/40 | 621,280 | 0.0 | ||||||||||
1,424,190 | ^ | Ginnie Mae Series 2012-124 MI, 4.000%, 03/20/42 | 173,379 | 0.0 | ||||||||||
15,665,742 | ^ | Ginnie Mae Series 2012-146 AI, 3.000%, 10/20/37 | 1,656,919 | 0.1 | ||||||||||
343,009 | Ginnie Mae Series 2012-32 KC, 17.927%, 05/20/41 | 397,604 | 0.0 | |||||||||||
942,675 | ^ | Ginnie Mae Series 2012-34 MS, 6.170%, 04/16/41 | 190,812 | 0.0 | ||||||||||
564,874 | Ginnie Mae Series 2012-43 MA, 4.000%, 10/20/41 | 594,238 | 0.0 | |||||||||||
4,103,237 | Ginnie Mae Series 2012-43 MB, 4.000%, 04/20/42 | 4,727,295 | 0.3 | |||||||||||
8,457,008 | ^ | Ginnie Mae Series 2012-48 SA, 6.120%, 04/16/42 | 1,975,319 | 0.1 | ||||||||||
11,523,465 | ^ | Ginnie Mae Series 2012-60 SG, 5.570%, 05/16/42 | 2,170,170 | 0.1 | ||||||||||
3,186,475 | ^ | Ginnie Mae Series 2012-98 EI, 4.000%, 04/20/41 | 445,714 | 0.0 | ||||||||||
47,799 | ^ | Ginnie Mae Series 2012-98 WI, 4.500%, 02/20/38 | 1,070 | 0.0 | ||||||||||
2,821,465 | Ginnie Mae Series 2012-H11 VA, 1.144%, 05/20/62 | 2,826,368 | 0.2 | |||||||||||
34,002,725 | Ginnie Mae Series 2012-H12 FB, 1.544%, 02/20/62 | 34,605,934 | 2.3 | |||||||||||
2,175,116 | Ginnie Mae Series 2012-H20 BA, 1.054%, 09/20/62 | 2,175,742 | 0.1 | |||||||||||
4,841,609 | Ginnie Mae Series 2012-H29 SA, 1.009%, 10/20/62 | 4,825,363 | 0.3 | |||||||||||
3,000,000 | Ginnie Mae Series 2013-147 BE, 4.000%, 12/20/39 | 3,398,810 | 0.2 | |||||||||||
2,865,730 | Ginnie Mae Series 2013-148 YA, 4.500%, 09/20/40 | 3,035,675 | 0.2 | |||||||||||
1,233,088 | Ginnie Mae Series 2013-167 Z, 3.000%, 10/16/43 | 1,276,540 | 0.1 | |||||||||||
1,900,000 | ^ | Ginnie Mae Series 2013-186 UI, 2.500%, 11/20/43 | 668,163 | 0.0 | ||||||||||
2,450,240 | ^ | Ginnie Mae Series 2013-186 VI, 4.000%, 12/20/42 | 327,883 | 0.0 | ||||||||||
12,730,493 | ^ | Ginnie Mae Series 2013-20 LI, 4.500%, 12/16/42 | 2,260,450 | 0.2 |
7,218,989 | ^ | Ginnie Mae Series 2013-41 PI, 3.500%, 04/20/40 | 751,908 | 0.1 | ||||||||||
6,924,371 | Ginnie Mae Series 2013-H05 FB, 0.894%, 02/20/62 | 6,910,070 | 0.5 | |||||||||||
2,853,715 | Ginnie Mae Series 2013-H08 BF, 0.894%, 03/20/63 | 2,835,167 | 0.2 | |||||||||||
6,692,110 | Ginnie Mae Series 2013-H10 FT, 0.980%, 04/20/63 | 6,693,465 | 0.4 | |||||||||||
4,760,941 | Ginnie Mae Series 2013-H14 FC, 0.964%, 06/20/63 | 4,746,054 | 0.3 | |||||||||||
1,712,859 | Ginnie Mae Series 2013-H18 BA, 1.094%, 07/20/63 | 1,715,708 | 0.1 | |||||||||||
4,994,487 | Ginnie Mae Series 2013-H19 DF, 1.144%, 05/20/63 | 5,010,438 | 0.3 | |||||||||||
11,099,386 | Ginnie Mae Series 2013-H19 FC, 1.068%, 08/20/63 | 11,119,077 | 0.7 | |||||||||||
3,893,821 | Ginnie Mae Series 2013-H20 FB, 1.494%, 08/20/63 | 3,960,351 | 0.3 | |||||||||||
4,733,236 | Ginnie Mae Series 2013-H23 FA, 1.794%, 09/20/63 | 4,870,665 | 0.3 | |||||||||||
10,174,839 | Ginnie Mae Series 2013-H23 TA, 1.214%, 09/20/63 | 10,244,545 | 0.7 | |||||||||||
2,793,200 | Ginnie Mae Series 2014-115 EM, 4.000%, 08/20/44 | 3,170,279 | 0.2 | |||||||||||
1,456,250 | Ginnie Mae Series 2014-118 ZP, 4.000%, 08/20/44 | 1,581,549 | 0.1 | |||||||||||
6,924,606 | ^ | Ginnie Mae Series 2014-30 ES, 4.468%, 03/20/40 | 798,075 | 0.1 | ||||||||||
20,564,051 | Ginnie Mae Series 2014-H05 FB, 1.094%, 12/20/63 | 20,605,517 | 1.4 | |||||||||||
13,447,807 | Ginnie Mae Series 2015-10 Q, 2.243%, 10/20/44 | 13,233,750 | 0.9 | |||||||||||
12,125,000 | Ginnie Mae Series 2015-143 B, 3.500%, 04/20/45 | 12,991,048 | 0.9 | |||||||||||
4,767,648 | ^ | Ginnie Mae Series 2015-157 PI, 4.000%, 03/20/44 | 865,573 | 0.1 | ||||||||||
101,719,635 | Ginnie Mae Series 2015-H31 FT, 1.144%, 11/20/65 | 101,415,229 | 6.7 | |||||||||||
11,401,873 | Ginnie Mae Series 2016-5 AB, 4.676%, 01/20/46 | 12,421,319 | 0.8 | |||||||||||
33,311,422 | Ginnie Mae Series 2016-H08 FT, 1.214%, 02/20/66 | 33,281,845 | 2.2 |
See Accompanying Notes to Financial Statements
4 |
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
1,105,951 | Vendee Mortgage Trust 2011-2 DZ, 3.750%, 10/15/41 | 1,217,835 | 0.1 | |||||||||||
Total Collateralized Mortgage Obligations | ||||||||||||||
(Cost $743,195,065) | 755,327,550 | 50.0 | ||||||||||||
ASSET-BACKED SECURITIES: 0.9% | ||||||||||||||
Other Asset-Backed Securities: 0.9% | ||||||||||||||
2,858,307 | Fannie Mae Grantor Trust 2003-T4 2A6, 4.761%, 07/26/33 | 3,071,395 | 0.2 | |||||||||||
223,033 | Fannie Mae REMIC Trust 2001-W4 AF6, 5.610%, 01/25/32 | 245,462 | 0.0 | |||||||||||
441,672 | Fannie Mae REMIC Trust 2002-W12 AF6, 5.066%, 02/25/33 | 456,749 | 0.0 | |||||||||||
539,902 | Fannie Mae REMIC Trust 2002-W2 AF6, 6.642%, 05/25/32 | 564,423 | 0.1 | |||||||||||
8,467,937 | Fannie Mae REMIC Trust 2003-W16 AF5, 4.565%, 11/25/33 | 8,854,609 | 0.6 | |||||||||||
Total Asset-Backed Securities | ||||||||||||||
(Cost $12,753,633) | 13,192,638 | 0.9 | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 1.3% | ||||||||||||||
945,092 | Ginnie Mae Series 2004-23 Z, 5.498%, 03/16/44 | 1,028,433 | 0.1 | |||||||||||
16,960,726 | ^ | Ginnie Mae Series 2006-67 IO, 0.331%, 11/16/46 | 130,255 | 0.0 | ||||||||||
2,039,825 | Ginnie Mae Series 2007-52 Z, 4.350%, 01/16/48 | 2,297,416 | 0.1 | |||||||||||
1,929,839 | Ginnie Mae Series 2008-39 Z, 4.500%, 02/16/48 | 2,201,810 | 0.1 | |||||||||||
591,556 | ^ | Ginnie Mae Series 2008-45 IO, 0.669%, 02/16/48 | 4,935 | 0.0 | ||||||||||
1,492,647 | Ginnie Mae Series 2008-48 Z, 4.865%, 04/16/48 | 1,559,783 | 0.1 | |||||||||||
1,000,000 | Ginnie Mae Series 2009-115 D, 4.601%, 01/16/50 | 1,113,056 | 0.1 | |||||||||||
5,659,731 | Ginnie Mae Series 2009-60 Z, 4.910%, 06/16/49 | 5,989,126 | 0.4 | |||||||||||
8,336,713 | ^ | Ginnie Mae Series 2010-122 IO, 0.256%, 02/16/44 | 258,904 | 0.0 | ||||||||||
133,318 | ^ | Ginnie Mae Series 2010-123 IA, 1.829%, 10/16/52 | 6,746 | 0.0 | ||||||||||
1,424,503 | Ginnie Mae Series 2011-53 B, 4.397%, 05/16/51 | 1,553,925 | 0.1 |
4,000,000 | Ginnie Mae Series 2011-95 C, 3.526%, 01/16/40 | 4,178,020 | 0.3 | |||||||||||
Total Commercial Mortgage-Backed Securities | ||||||||||||||
(Cost $19,888,680) | 20,322,409 | 1.3 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 71.2% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 5.4%## | ||||||||||||||
5,377,465 | 4.000%, due 11/01/45 | 5,770,207 | 0.4 | |||||||||||
153,334 | 5.450%, due 12/01/37 | 170,057 | 0.0 | |||||||||||
118,005 | 5.450%, due 12/01/37 | 131,463 | 0.0 | |||||||||||
390,843 | 5.625%, due 12/01/36 | 442,268 | 0.1 | |||||||||||
309,249 | 5.625%, due 01/01/37 | 348,308 | 0.0 | |||||||||||
42,263 | 5.625%, due 01/01/37 | 47,599 | 0.0 | |||||||||||
34,164 | 5.625%, due 02/01/37 | 38,474 | 0.0 | |||||||||||
74,532 | 5.625%, due 03/01/37 | 83,946 | 0.0 | |||||||||||
195,667 | 5.625%, due 03/01/37 | 220,420 | 0.0 | |||||||||||
104,973 | 5.625%, due 06/01/37 | 118,226 | 0.0 | |||||||||||
133,320 | 5.625%, due 07/01/37 | 150,200 | 0.0 | |||||||||||
95,007 | 5.625%, due 07/01/37 | 107,037 | 0.0 | |||||||||||
124,872 | 5.625%, due 02/01/38 | 140,708 | 0.0 | |||||||||||
205,330 | 5.700%, due 06/01/37 | 231,681 | 0.0 | |||||||||||
148,886 | 5.700%, due 09/01/37 | 168,029 | 0.0 | |||||||||||
152,302 | 5.700%, due 12/01/37 | 170,934 | �� | 0.0 | ||||||||||
108,865 | 6.090%, due 12/01/37 | 124,280 | 0.0 | |||||||||||
417,935 | ^ | 7.475%, due 10/25/23 | 73,936 | 0.0 | ||||||||||
15,919 | 7.500%, due 01/01/30 | 19,129 | 0.0 | |||||||||||
10,362 | 8.000%, due 01/01/30 | 10,403 | 0.0 | |||||||||||
12,285 | 9.500%, due 07/01/20 | 12,545 | 0.0 | |||||||||||
70,541,000 | W | 14.000%, due 10/01/44 | 73,307,528 | 4.9 | ||||||||||
81,887,378 | 5.4 | |||||||||||||
Federal National Mortgage Association: 2.0%## | ||||||||||||||
2,840,315 | 4.000%, due 05/01/45 | 3,053,994 | 0.2 | |||||||||||
1,030,580 | 4.250%, due 08/01/35 | 1,124,307 | 0.1 | |||||||||||
410,491 | 4.750%, due 11/01/34 | 452,329 | 0.0 | |||||||||||
973,822 | 4.750%, due 11/01/34 | 1,087,490 | 0.1 | |||||||||||
1,127,808 | 4.750%, due 02/01/35 | 1,259,519 | 0.1 | |||||||||||
1,060,592 | 4.750%, due 04/01/35 | 1,171,564 | 0.1 | |||||||||||
987,226 | 4.750%, due 05/01/35 | 1,102,100 | 0.1 | |||||||||||
189,656 | 4.750%, due 07/01/35 | 208,855 | 0.0 | |||||||||||
1,142,131 | 4.750%, due 07/01/35 | 1,274,815 | 0.1 | |||||||||||
247,476 | 5.000%, due 02/01/33 | 274,769 | 0.0 | |||||||||||
226,453 | 5.000%, due 07/01/33 | 251,504 | 0.0 | |||||||||||
168,555 | 5.000%, due 03/01/36 | 187,144 | 0.0 | |||||||||||
428,483 | 5.000%, due 05/01/36 | 475,957 | 0.0 | |||||||||||
429,326 | 5.030%, due 05/01/37 | 479,504 | 0.0 | |||||||||||
316,012 | 5.030%, due 09/01/37 | 351,655 | 0.0 | |||||||||||
55,186 | 5.155%, due 11/01/36 | 61,493 | 0.0 | |||||||||||
465,977 | 5.155%, due 01/01/37 | 522,156 | 0.1 | |||||||||||
20,132 | 5.250%, due 06/01/29 | 22,483 | 0.0 | |||||||||||
271,798 | 5.250%, due 04/01/32 | 304,276 | 0.0 | |||||||||||
95,706 | 5.250%, due 04/01/32 | 107,035 | 0.0 | |||||||||||
223,647 | 5.280%, due 11/01/36 | 250,141 | 0.0 | |||||||||||
31,230 | 5.280%, due 11/01/36 | 34,898 | 0.0 | |||||||||||
140,214 | 5.280%, due 01/01/37 | 156,760 | 0.0 | |||||||||||
60,948 | 5.300%, due 09/01/36 | 68,150 | 0.0 | |||||||||||
57,970 | 5.300%, due 10/01/36 | 64,879 | 0.0 | |||||||||||
52,802 | 5.300%, due 10/01/36 | 59,030 | 0.0 | |||||||||||
277,831 | 5.300%, due 12/01/36 | 311,045 | 0.0 | |||||||||||
141,913 | 5.300%, due 12/01/36 | 158,602 | 0.0 | |||||||||||
77,018 | 5.300%, due 02/01/37 | 86,131 | 0.0 | |||||||||||
79,631 | 5.300%, due 04/01/37 | 89,029 | 0.0 | |||||||||||
160,843 | 5.300%, due 05/01/37 | 180,014 | 0.0 | |||||||||||
541,529 | 5.300%, due 08/01/37 | 609,848 | 0.1 | |||||||||||
300,260 | 5.405%, due 11/01/36 | 336,955 | 0.0 | |||||||||||
442,638 | 5.405%, due 02/01/37 | 496,493 | 0.1 |
See Accompanying Notes to Financial Statements
5 |
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
85,584 | 5.875%, due 06/01/35 | 90,236 | 0.0 | |||||||||||
149,915 | 6.600%, due 07/01/27 | 164,879 | 0.0 | |||||||||||
88,029 | 6.600%, due 09/01/27 | 96,495 | 0.0 | |||||||||||
41,808 | 6.600%, due 11/01/27 | 43,362 | 0.0 | |||||||||||
34,155 | 6.600%, due 03/01/28 | 34,618 | 0.0 | |||||||||||
84,400 | 6.600%, due 06/01/28 | 89,534 | 0.0 | |||||||||||
22,251 | 7.500%, due 05/01/28 | 22,244 | 0.0 | |||||||||||
11,862,000 | W | 26.000%, due 10/01/44 | 12,740,530 | 0.9 | ||||||||||
29,956,822 | 2.0 | |||||||||||||
Government National Mortgage Association: 63.8% | ||||||||||||||
34,197,579 | ^ | 0.030%, due 01/16/51 | 604,743 | 0.1 | ||||||||||
18,389,888 | ^ | 0.250%, due 06/20/36 | 172,549 | 0.0 | ||||||||||
5,418,479 | 2.598%, due 10/20/63 | 5,830,086 | 0.4 | |||||||||||
773,605 | 3.000%, due 11/20/45 | 811,399 | 0.1 | |||||||||||
128,491 | 3.000%, due 12/20/45 | 134,769 | 0.0 | |||||||||||
369,562 | 3.000%, due 12/20/45 | 388,085 | 0.0 | |||||||||||
532,844 | 3.000%, due 12/20/45 | 559,642 | 0.1 | |||||||||||
574,053 | 3.000%, due 01/20/46 | 603,552 | 0.1 | |||||||||||
97,016,007 | 3.500%, due 05/20/46 | 103,207,979 | 6.8 | |||||||||||
78,669,122 | 3.500%, due 06/20/46 | 83,711,820 | 5.6 | |||||||||||
49,622,889 | 3.500%, due 07/20/46 | 52,814,165 | 3.5 | |||||||||||
9,986,173 | 3.500%, due 08/20/46 | 10,696,261 | 0.7 | |||||||||||
55,925,747 | 3.500%, due 08/20/46 | 59,618,163 | 4.0 | |||||||||||
8,209,364 | 3.750%, due 05/20/42 | 8,768,325 | 0.6 | |||||||||||
9,754,556 | 3.750%, due 05/20/42 | 10,421,503 | 0.7 | |||||||||||
179,849 | 4.000%, due 05/20/33 | 195,025 | 0.0 | |||||||||||
226,081 | 4.000%, due 08/15/33 | 243,165 | 0.0 | |||||||||||
58,318 | 4.000%, due 01/15/34 | 62,696 | 0.0 | |||||||||||
184,687 | 4.000%, due 03/15/34 | 198,619 | 0.0 | |||||||||||
2,276,098 | 4.000%, due 05/20/34 | 2,454,391 | 0.2 | |||||||||||
2,816,561 | 4.000%, due 07/20/34 | 3,018,532 | 0.2 | |||||||||||
1,617,943 | 4.000%, due 07/20/34 | 1,733,822 | 0.1 | |||||||||||
172,291 | 4.000%, due 08/20/35 | 184,858 | 0.0 | |||||||||||
450,672 | 4.000%, due 05/15/40 | 485,103 | 0.0 | |||||||||||
4,140,361 | 4.000%, due 09/20/40 | 4,364,742 | 0.3 | |||||||||||
6,021,764 | 4.000%, due 07/20/41 | 6,462,544 | 0.4 | |||||||||||
1,115,001 | 4.000%, due 09/15/42 | 1,199,231 | 0.1 | |||||||||||
4,340,430 | 4.000%, due 10/20/43 | 4,663,556 | 0.3 | |||||||||||
5,568,860 | 4.000%, due 12/20/44 | 6,066,001 | 0.4 | |||||||||||
5,720,589 | 4.000%, due 01/20/45 | 6,234,071 | 0.4 | |||||||||||
526,848 | 4.000%, due 12/20/45 | 569,501 | 0.1 | |||||||||||
1,460,624 | 4.000%, due 01/20/46 | 1,576,762 | 0.1 | |||||||||||
8,770,727 | 4.000%, due 01/20/46 | 9,435,944 | 0.6 | |||||||||||
8,057,393 | 4.000%, due 03/20/46 | 8,735,603 | 0.6 | |||||||||||
22,439 | 4.500%, due 07/20/36 | 24,251 | 0.0 | |||||||||||
12,550 | 4.500%, due 08/20/36 | 13,563 | 0.0 | |||||||||||
1,860,271 | 4.500%, due 10/15/39 | 2,077,573 | 0.2 | |||||||||||
1,477,963 | 4.500%, due 11/15/39 | 1,653,224 | 0.1 | |||||||||||
1,300,471 | 4.500%, due 11/15/39 | 1,443,680 | 0.1 | |||||||||||
405,431 | 4.500%, due 12/15/39 | 453,492 | 0.0 | |||||||||||
1,133,441 | 4.500%, due 01/15/40 | 1,255,255 | 0.1 | |||||||||||
152,069 | 4.500%, due 01/20/40 | 159,058 | 0.0 | |||||||||||
4,158,933 | 4.500%, due 02/15/40 | 4,601,837 | 0.3 | |||||||||||
543,711 | 4.500%, due 06/15/40 | 601,502 | 0.1 | |||||||||||
238,533 | 4.500%, due 07/20/40 | 249,496 | 0.0 | |||||||||||
861,294 | 4.500%, due 08/20/40 | 900,881 | 0.1 | |||||||||||
176,116 | 4.500%, due 07/20/41 | 184,211 | 0.0 | |||||||||||
2,672,615 | 4.500%, due 09/20/41 | 2,933,027 | 0.2 | |||||||||||
1,809,080 | 4.568%, due 07/20/62 | 1,962,425 | 0.1 | |||||||||||
9,005,618 | 4.629%, due 09/20/61 | 9,993,212 | 0.7 | |||||||||||
927,293 | 4.700%, due 08/20/42 | 1,018,128 | 0.1 | |||||||||||
3,927,865 | 4.882%, due 06/20/61 | 4,098,463 | 0.3 | |||||||||||
31,035 | 5.000%, due 05/15/18 | 32,136 | 0.0 | |||||||||||
89,505 | 5.000%, due 03/20/24 | 96,123 | 0.0 | |||||||||||
251,840 | 5.000%, due 04/15/29 | 280,868 | 0.0 | |||||||||||
319,810 | 5.000%, due 04/15/30 | 358,000 | 0.0 | |||||||||||
1,742,497 | 5.000%, due 04/20/30 | 1,864,480 | 0.1 | |||||||||||
340,669 | 5.000%, due 10/15/30 | 381,145 | 0.0 |
384,733 | 5.000%, due 07/15/33 | 430,602 | 0.0 | |||||||||||
114,323 | 5.000%, due 03/15/34 | 129,589 | 0.0 | |||||||||||
123,116 | 5.000%, due 04/15/34 | 137,307 | 0.0 | |||||||||||
326,502 | 5.000%, due 04/15/34 | 364,135 | 0.0 | |||||||||||
80,837 | 5.000%, due 01/15/35 | 90,155 | 0.0 | |||||||||||
44,496 | 5.000%, due 03/15/35 | 50,070 | 0.0 | |||||||||||
393,399 | 5.000%, due 03/15/35 | 439,747 | 0.0 | |||||||||||
172,435 | 5.000%, due 04/15/35 | 192,310 | 0.0 | |||||||||||
161,588 | 5.000%, due 04/15/35 | 180,213 | 0.0 | |||||||||||
602,554 | 5.000%, due 04/15/35 | 683,560 | 0.1 | |||||||||||
113,452 | 5.000%, due 04/15/35 | 127,755 | 0.0 | |||||||||||
49,625 | 5.000%, due 05/15/35 | 56,537 | 0.0 | |||||||||||
162,986 | 5.000%, due 05/20/35 | 183,080 | 0.0 | |||||||||||
88,545 | 5.000%, due 06/15/35 | 98,751 | 0.0 | |||||||||||
75,561 | 5.000%, due 09/15/35 | 84,270 | 0.0 | |||||||||||
823,234 | 5.000%, due 11/20/35 | 915,743 | 0.1 | |||||||||||
421,390 | 5.000%, due 04/20/36 | 468,225 | 0.0 | |||||||||||
162,604 | 5.000%, due 02/15/38 | 181,356 | 0.0 | |||||||||||
85,457 | 5.000%, due 06/20/38 | 88,177 | 0.0 | |||||||||||
45,395 | 5.000%, due 08/20/38 | 46,867 | 0.0 | |||||||||||
198,402 | 5.000%, due 10/20/38 | 204,858 | 0.0 | |||||||||||
148,372 | 5.000%, due 11/20/38 | 153,193 | 0.0 | |||||||||||
394,845 | 5.000%, due 01/20/39 | 407,527 | 0.0 | |||||||||||
264,706 | 5.000%, due 02/15/39 | 295,503 | 0.0 | |||||||||||
391,822 | 5.000%, due 03/15/39 | 437,302 | 0.0 | |||||||||||
1,230,767 | 5.000%, due 11/15/39 | 1,384,005 | 0.1 | |||||||||||
1,902,726 | 5.000%, due 11/15/39 | 2,122,038 | 0.2 | |||||||||||
450,861 | 5.000%, due 11/15/39 | 507,515 | 0.0 | |||||||||||
2,165,128 | 5.000%, due 12/20/39 | 2,397,927 | 0.2 | |||||||||||
423,157 | 5.000%, due 04/15/40 | 473,868 | 0.0 | |||||||||||
1,764,515 | 5.000%, due 05/15/40 | 2,002,290 | 0.1 | |||||||||||
1,285,377 | 5.000%, due 09/15/40 | 1,440,770 | 0.1 | |||||||||||
2,061,041 | 5.000%, due 07/20/41 | 2,289,348 | 0.2 | |||||||||||
24,500,000 | W | 5.000%, due 11/01/46 | 24,853,144 | 1.7 | ||||||||||
2,206,874 | 5.250%, due 01/20/36 | 2,510,183 | 0.2 | |||||||||||
109,494 | 5.500%, due 08/20/24 | 121,071 | 0.0 | |||||||||||
2,311 | 5.500%, due 04/20/29 | 2,556 | 0.0 | |||||||||||
78,208 | 5.500%, due 12/20/32 | 88,712 | 0.0 | |||||||||||
272,536 | 5.500%, due 08/20/33 | 309,644 | 0.0 | |||||||||||
80,378 | 5.500%, due 11/20/33 | 82,782 | 0.0 | |||||||||||
80,368 | 5.500%, due 12/20/33 | 91,180 | 0.0 | |||||||||||
78,502 | 5.500%, due 03/20/34 | 80,866 | 0.0 | |||||||||||
474,336 | 5.500%, due 04/20/34 | 523,064 | 0.0 | |||||||||||
8,388 | 5.500%, due 04/20/34 | 9,271 | 0.0 | |||||||||||
470,543 | 5.500%, due 04/20/34 | 534,558 | 0.0 | |||||||||||
101,566 | 5.500%, due 06/20/34 | 106,446 | 0.0 | |||||||||||
321,237 | 5.500%, due 06/20/34 | 356,833 | 0.0 | |||||||||||
208,831 | 5.500%, due 07/20/34 | 231,028 | 0.0 | |||||||||||
124,959 | 5.500%, due 07/20/34 | 138,233 | 0.0 | |||||||||||
126,053 | 5.500%, due 01/20/35 | 132,127 | 0.0 | |||||||||||
518,694 | 5.500%, due 05/15/35 | 591,646 | 0.1 | |||||||||||
179,438 | 5.500%, due 05/20/35 | 198,497 | 0.0 | |||||||||||
151,689 | 5.500%, due 06/20/35 | 167,805 | 0.0 | |||||||||||
916,371 | 5.500%, due 07/15/35 | 1,049,399 | 0.1 | |||||||||||
621,920 | 5.500%, due 08/15/35 | 711,071 | 0.1 | |||||||||||
321,059 | 5.500%, due 09/20/35 | 354,745 | 0.0 | |||||||||||
177,844 | 5.500%, due 04/15/36 | 201,146 | 0.0 | |||||||||||
114,790 | 5.500%, due 06/20/36 | 128,456 | 0.0 | |||||||||||
26,858 | 5.500%, due 06/20/38 | 28,617 | 0.0 | |||||||||||
47,913 | 5.500%, due 08/20/38 | 51,061 | 0.0 | |||||||||||
88,826 | 5.500%, due 09/20/38 | 94,693 | 0.0 | |||||||||||
12,389 | 5.500%, due 10/20/38 | 13,208 | 0.0 | |||||||||||
127,066 | 5.500%, due 11/20/38 | 135,389 | 0.0 | |||||||||||
12,387 | 5.500%, due 12/20/38 | 13,199 | 0.0 | |||||||||||
99,449 | 5.500%, due 01/15/39 | 112,524 | 0.0 | |||||||||||
28,346 | 5.500%, due 01/20/39 | 30,203 | 0.0 | |||||||||||
328,447 | 5.500%, due 03/20/39 | 350,202 | 0.0 | |||||||||||
33,001 | 5.500%, due 06/15/39 | 37,321 | 0.0 | |||||||||||
20,580 | 5.500%, due 06/20/39 | 21,928 | 0.0 | |||||||||||
84,030 | 5.500%, due 10/20/39 | 94,045 | 0.0 |
See Accompanying Notes to Financial Statements
6 |
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
288,666 | 5.500%, due 09/15/40 | 326,453 | 0.0 | |||||||||||
1,571,546 | 5.970%, due 11/15/31 | 1,598,060 | 0.1 | |||||||||||
85,616 | 6.000%, due 01/20/24 | 90,122 | 0.0 | |||||||||||
212,988 | 6.000%, due 10/15/25 | 247,875 | 0.0 | |||||||||||
502,459 | 6.000%, due 04/15/26 | 581,452 | 0.1 | |||||||||||
55,463 | 6.000%, due 10/20/27 | 62,629 | 0.0 | |||||||||||
210,386 | 6.000%, due 05/15/29 | 233,016 | 0.0 | |||||||||||
139,488 | 6.000%, due 10/20/34 | 164,680 | 0.0 | |||||||||||
330,715 | 6.000%, due 03/15/37 | 379,617 | 0.0 | |||||||||||
171,748 | 6.000%, due 09/20/37 | 195,605 | 0.0 | |||||||||||
29,850 | 6.000%, due 05/20/38 | 33,323 | 0.0 | |||||||||||
283,342 | 6.000%, due 08/20/38 | 309,227 | 0.0 | |||||||||||
78,657 | 6.000%, due 09/20/38 | 85,843 | 0.0 | |||||||||||
111,555 | 6.000%, due 10/20/38 | 121,845 | 0.0 | |||||||||||
237,102 | 6.000%, due 11/15/38 | 271,904 | 0.0 | |||||||||||
309,858 | 6.000%, due 12/15/38 | 355,331 | 0.0 | |||||||||||
306,596 | 6.000%, due 12/15/38 | 353,435 | 0.0 | |||||||||||
791,084 | 6.000%, due 08/15/39 | 938,846 | 0.1 | |||||||||||
646,607 | 6.000%, due 08/15/39 | 755,130 | 0.1 | |||||||||||
163,606 | 6.490%, due 01/15/28 | 188,761 | 0.0 | |||||||||||
53,249 | 6.500%, due 07/20/29 | 62,934 | 0.0 | |||||||||||
58,698 | 6.500%, due 07/20/32 | 60,620 | 0.0 | |||||||||||
2,393 | 6.500%, due 09/20/34 | 2,764 | 0.0 | |||||||||||
3,336 | 6.750%, due 08/15/28 | 3,850 | 0.0 | |||||||||||
18,107 | 7.500%, due 08/20/27 | 21,516 | 0.0 | |||||||||||
377,832,000 | W | 16.000%, due 05/20/45 | 395,838,045 | 26.2 | ||||||||||
69,596,000 | W | 23.000%, due 07/20/42 | 73,924,003 | 4.9 | ||||||||||
963,691,569 | 63.8 | |||||||||||||
Total U.S. Government Agency Obligations | ||||||||||||||
(Cost $1,067,917,265) | 1,075,535,769 | 71.2 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 2.0% | ||||||||||||||
U.S. Treasury Bonds: 2.0% | ||||||||||||||
30,000,000 | 1.500%, due 08/15/26 | 29,730,480 | 2.0 | |||||||||||
U.S. Treasury Notes: 0.0% | ||||||||||||||
512,000 | 1.750%, due 01/31/23 | 524,250 | 0.0 | |||||||||||
Total U.S. Treasury Obligations | ||||||||||||||
(Cost $30,200,276) | 30,254,730 | 2.0 | ||||||||||||
Total Investments in Securities (Cost $1,873,954,919) | $ | 1,894,633,096 | 125.4 | |||||||||||
Liabilities in Excess of Other Assets | (383,830,884 | ) | (25.4 | ) | ||||||||||
Net Assets | $ | 1,510,802,212 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
## | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
W | Settlement is on a when-issued or delayed-delivery basis. |
^ | 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 $1,875,526,902. | |
Net unrealized appreciation consists of: |
Gross Unrealized Appreciation | $ | 21,719,627 | ||
Gross Unrealized Depreciation | (2,613,433 | ) | ||
Net Unrealized Appreciation | $ | 19,106,194 |
See Accompanying Notes to Financial Statements
7 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 96.0% | ||||||||||||||
Basic Materials: 7.2% | ||||||||||||||
650,000 | Aleris International, Inc., 7.875%, 11/01/20 | 661,375 | 0.1 | |||||||||||
1,400,000 | # | Anglo American Capital PLC, 4.875%, 05/14/25 | 1,435,000 | 0.2 | ||||||||||
1,240,000 | ArcelorMittal, 6.125%, 06/01/25 | 1,357,800 | 0.2 | |||||||||||
1,500,000 | ArcelorMittal, 6.500%, 03/01/21 | 1,676,250 | 0.2 | |||||||||||
1,635,000 | # | Aruba Investments, Inc., 8.750%, 02/15/23 | 1,675,875 | 0.2 | ||||||||||
2,120,000 | # | Axalta Coating Systems LLC, 4.875%, 08/15/24 | 2,176,975 | 0.3 | ||||||||||
485,000 | # | BlueScope Steel Finance Ltd/BlueScope Steel Finance USA LLC, 6.500%, 05/15/21 | 514,100 | 0.1 | ||||||||||
1,470,000 | # | Cascades, Inc., 5.500%, 07/15/22 | 1,501,237 | 0.2 | ||||||||||
920,000 | # | Constellium NV, 5.750%, 05/15/24 | 855,600 | 0.1 | ||||||||||
500,000 | # | Constellium NV, 7.875%, 04/01/21 | 535,000 | 0.1 | ||||||||||
2,105,000 | # | Evolution Escrow Issuer LLC, 7.500%, 03/15/22 | 1,931,337 | 0.3 | ||||||||||
2,200,000 | Freeport-McMoRan, Inc., 4.550%, 11/14/24 | 2,004,750 | 0.3 | |||||||||||
2,400,000 | Freeport-McMoRan, Inc., 5.450%, 03/15/43 | 1,956,000 | 0.3 | |||||||||||
1,000,000 | Hexion US Finance Corp. / Hexion Nova Scotia Finance ULC, 8.875%, 02/01/18 | 960,000 | 0.1 | |||||||||||
1,450,000 | Hexion US Finance Corp., 6.625%, 04/15/20 | 1,279,625 | 0.2 | |||||||||||
1,550,000 | Huntsman International LLC, 4.875%, 11/15/20 | 1,627,500 | 0.2 | |||||||||||
1,080,000 | Huntsman International LLC, 5.125%, 11/15/22 | 1,128,600 | 0.2 | |||||||||||
2,800,000 | # | INEOS Group Holdings SA, 5.625%, 08/01/24 | 2,754,500 | 0.4 | ||||||||||
485,000 | Kaiser Aluminum Corp., 5.875%, 05/15/24 | 508,038 | 0.1 | |||||||||||
2,100,000 | # | Kraton Polymers LLC / Kraton Polymers Capital Corp., 10.500%, 04/15/23 | 2,394,000 | 0.3 | ||||||||||
1,500,000 | Momentive Performance Materials, Inc., 3.880%, 10/24/21 | 1,258,125 | 0.2 | |||||||||||
2,000,000 | ± | Momentive Performance Materials, Inc. Escrow | – | – | ||||||||||
1,500,000 | PolyOne Corp., 5.250%, 03/15/23 | 1,560,180 | 0.2 | |||||||||||
485,000 | # | PQ Corp., 6.750%, 11/15/22 | 515,313 | 0.1 | ||||||||||
2,320,000 | # | Rayonier AM Products, Inc., 5.500%, 06/01/24 | 2,134,400 | 0.3 | ||||||||||
1,860,000 | # | SPCM SA, 6.000%, 01/15/22 | 1,948,350 | 0.3 | ||||||||||
925,000 | Steel Dynamics, Inc., 5.125%, 10/01/21 | 965,469 | 0.1 |
1,425,000 | Steel Dynamics, Inc., 5.500%, 10/01/24 | 1,496,250 | 0.2 | |||||||||||
2,000,000 | Teck Resources Ltd., 4.500%, 01/15/21 | 1,990,000 | 0.3 | |||||||||||
1,160,000 | Teck Resources Ltd., 4.750%, 01/15/22 | 1,136,684 | 0.2 | |||||||||||
2,700,000 | Teck Resources Ltd., 5.200%, 03/01/42 | 2,322,000 | 0.3 | |||||||||||
1,000,000 | Tronox Finance LLC, 6.375%, 08/15/20 | 927,500 | 0.1 | |||||||||||
1,500,000 | # | Unifrax I LLC / Unifrax Holding Co., 7.500%, 02/15/19 | 1,410,000 | 0.2 | ||||||||||
1,120,000 | # | Valvoline, Inc., 5.500%, 07/15/24 | 1,176,000 | 0.2 | ||||||||||
1,605,000 | # | WR Grace & Co-Conn, 5.125%, 10/01/21 | 1,709,325 | 0.3 | ||||||||||
555,000 | # | WR Grace & Co-Conn, 5.625%, 10/01/24 | 607,031 | 0.1 | ||||||||||
50,090,189 | 7.2 | |||||||||||||
Communications: 19.7% | ||||||||||||||
600,000 | # | Altice Financing SA, 6.500%, 01/15/22 | 635,250 | 0.1 | ||||||||||
905,000 | # | Altice Financing SA, 6.625%, 02/15/23 | 932,150 | 0.1 | ||||||||||
1,000,000 | # | Altice Finco SA, 8.125%, 01/15/24 | 1,040,000 | 0.1 | ||||||||||
2,470,000 | # | Altice SA, 7.625%, 02/15/25 | 2,550,275 | 0.4 | ||||||||||
2,170,000 | # | Altice SA, 7.750%, 05/15/22 | 2,324,612 | 0.3 | ||||||||||
1,860,000 | # | Anna Merger Sub, Inc., 7.750%, 10/01/22 | 1,539,150 | 0.2 | ||||||||||
1,040,000 | Cablevision Systems Corp., 5.875%, 09/15/22 | 949,000 | 0.1 | |||||||||||
1,115,000 | # | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/23 | 1,166,569 | 0.2 | ||||||||||
750,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.250%, 03/15/21 | 780,862 | 0.1 | |||||||||||
1,120,000 | # | CCO Holdings LLC / CCO Holdings Capital Corp., 5.500%, 05/01/26 | 1,176,000 | 0.2 | ||||||||||
2,895,000 | # | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 02/15/26 | 3,075,937 | 0.4 | ||||||||||
1,500,000 | # | CCO Holdings LLC / CCO Holdings Capital Corp., 5.875%, 04/01/24 | 1,604,100 | 0.2 | ||||||||||
2,050,000 | CenturyLink, Inc., 5.625%, 04/01/20 | 2,175,562 | 0.3 | |||||||||||
2,495,000 | CenturyLink, Inc., 5.800%, 03/15/22 | 2,566,731 | 0.4 | |||||||||||
675,000 | CenturyLink, Inc., 7.500%, 04/01/24 | 722,250 | 0.1 | |||||||||||
955,000 | # | Cequel Communications Holdings I LLC / Cequel Capital Corp., 5.125%, 12/15/21 | 959,775 | 0.1 | ||||||||||
2,750,000 | Clear Channel Communications, Inc. Term Loan D, 7.274%, 01/30/19 | 2,118,072 | 0.3 | |||||||||||
270,000 | Clear Channel Worldwide Holdings, Inc., 6.500%, 11/15/22 | 273,375 | 0.0 |
See Accompanying Notes to Financial Statements
8 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
730,000 | Clear Channel Worldwide Holdings, Inc., 6.500%, 11/15/22 | 763,762 | 0.1 | |||||||||||
105,000 | Clear Channel Worldwide Holdings, Inc., 7.625%, 03/15/20 | 101,325 | 0.0 | |||||||||||
2,030,000 | Clear Channel Worldwide Holdings, Inc., 7.625%, 03/15/20 | 2,022,387 | 0.3 | |||||||||||
1,740,000 | # | CommScope Tech Finance LLC, 6.000%, 06/15/25 | 1,863,975 | 0.3 | ||||||||||
2,585,000 | CSC Holdings LLC, 5.250%, 06/01/24 | 2,462,212 | 0.4 | |||||||||||
750,000 | DISH DBS Corp., 5.125%, 05/01/20 | 780,000 | 0.1 | |||||||||||
1,070,000 | DISH DBS Corp., 5.000%, 03/15/23 | 1,043,250 | 0.2 | |||||||||||
1,200,000 | DISH DBS Corp., 5.875%, 11/15/24 | 1,189,500 | 0.2 | |||||||||||
1,800,000 | DISH DBS Corp., 5.875%, 07/15/22 | 1,858,500 | 0.3 | |||||||||||
1,070,000 | DISH DBS Corp., 6.750%, 06/01/21 | 1,155,600 | 0.2 | |||||||||||
1,560,000 | # | DISH DBS Corp., 7.750%, 07/01/26 | 1,661,400 | 0.2 | ||||||||||
1,000,000 | Frontier Communications Corp., 7.625%, 04/15/24 | 940,000 | 0.1 | |||||||||||
560,000 | Frontier Communications Corp., 8.875%, 09/15/20 | 606,200 | 0.1 | |||||||||||
1,705,000 | Frontier Communications Corp., 10.500%, 09/15/22 | 1,813,694 | 0.3 | |||||||||||
1,900,000 | Frontier Communications Corp., 11.000%, 09/15/25 | 1,987,875 | 0.3 | |||||||||||
860,000 | GCI, Inc., 6.750%, 06/01/21 | 887,735 | 0.1 | |||||||||||
1,685,000 | # | Gray Television, Inc., 5.125%, 10/15/24 | 1,657,619 | 0.2 | ||||||||||
500,000 | Intelsat Jackson Holdings SA, 5.500%, 08/01/23 | 348,750 | 0.1 | |||||||||||
500,000 | Intelsat Jackson Holdings SA, 7.250%, 10/15/20 | 390,000 | 0.1 | |||||||||||
940,000 | Intelsat Jackson Holdings SA, 7.500%, 04/01/21 | 714,400 | 0.1 | |||||||||||
1,000,000 | Intelsat Luxembourg SA, 8.125%, 06/01/23 | 342,500 | 0.0 | |||||||||||
2,000,000 | Lamar Media Corp., 5.875%, 02/01/22 | 2,092,500 | 0.3 | |||||||||||
80,000 | Lamar Media Corp., 5.750%, 02/01/26 | 86,500 | 0.0 | |||||||||||
1,195,000 | Level 3 Financing, Inc., 5.125%, 05/01/23 | 1,235,331 | 0.2 | |||||||||||
1,500,000 | # | Level 3 Financing, Inc., 5.250%, 03/15/26 | 1,552,500 | 0.2 | ||||||||||
1,800,000 | Level 3 Financing, Inc., 5.375%, 01/15/24 | 1,879,875 | 0.3 | |||||||||||
780,000 | LIN Television Corp., 5.875%, 11/15/22 | 820,950 | 0.1 | |||||||||||
1,607,000 | LIN Television Corp., 6.375%, 01/15/21 | 1,669,271 | 0.2 | |||||||||||
520,000 | Match Group, Inc., 6.375%, 06/01/24 | 566,150 | 0.1 |
2,598,000 | Mediacom Broadband LLC / Mediacom Broadband Corp., 6.375%, 04/01/23 | 2,753,880 | 0.4 | |||||||||||
1,750,000 | # | Midcontinent Communications & Midcontinent Finance Corp., 6.250%, 08/01/21 | 1,841,875 | 0.3 | ||||||||||
1,000,000 | # | Midcontinent Communications & Midcontinent Finance Corp., 6.875%, 08/15/23 | 1,070,000 | 0.2 | ||||||||||
1,375,000 | # | Neptune Finco Corp., 6.625%, 10/15/25 | 1,495,313 | 0.2 | ||||||||||
2,530,000 | # | Neptune Finco Corp., 10.875%, 10/15/25 | 2,966,425 | 0.4 | ||||||||||
1,500,000 | Netflix, Inc., 5.750%, 03/01/24 | 1,620,000 | 0.2 | |||||||||||
1,300,000 | Netflix, Inc., 5.875%, 02/15/25 | 1,413,750 | 0.2 | |||||||||||
1,500,000 | Nexstar Broadcasting, Inc., 6.875%, 11/15/20 | 1,561,875 | 0.2 | |||||||||||
2,100,000 | # | Nexstar Escrow Corp., 5.625%, 08/01/24 | 2,121,000 | 0.3 | ||||||||||
1,250,000 | Nielsen Finance LLC / Nielsen Finance Co., 4.500%, 10/01/20 | 1,281,250 | 0.2 | |||||||||||
575,000 | # | Nielsen Finance LLC / Nielsen Finance Co., 5.000%, 04/15/22 | 595,844 | 0.1 | ||||||||||
2,925,000 | # | Numericable Group SA, 6.250%, 05/15/24 | 2,916,816 | 0.4 | ||||||||||
1,800,000 | # | Numericable-SFR SA, 7.375%, 05/01/26 | 1,842,192 | 0.3 | ||||||||||
1,750,000 | # | SFR Group SA, 6.000%, 05/15/22 | 1,791,563 | 0.3 | ||||||||||
2,230,000 | # | Plantronics, Inc., 5.500%, 05/31/23 | 2,302,475 | 0.3 | ||||||||||
665,000 | # | Sable International Finance Ltd., 6.875%, 08/01/22 | 693,263 | 0.1 | ||||||||||
2,150,000 | Sinclair Television Group, Inc., 6.125%, 10/01/22 | 2,279,000 | 0.3 | |||||||||||
500,000 | # | Sirius XM Radio, Inc., 5.375%, 07/15/26 | 515,000 | 0.1 | ||||||||||
1,060,000 | # | Sirius XM Radio, Inc., 5.750%, 08/01/21 | 1,110,112 | 0.2 | ||||||||||
1,660,000 | # | Sirius XM Radio, Inc., 6.000%, 07/15/24 | 1,774,125 | 0.3 | ||||||||||
1,400,000 | Sprint Capital Corp., 6.875%, 11/15/28 | 1,324,750 | 0.2 | |||||||||||
5,110,000 | Sprint Corp., 7.125%, 06/15/24 | 5,007,800 | 0.7 | |||||||||||
3,250,000 | Sprint Corp., 7.250%, 09/15/21 | 3,282,500 | 0.5 | |||||||||||
3,000,000 | Sprint Nextel Corp., 6.000%, 11/15/22 | 2,823,750 | 0.4 | |||||||||||
665,000 | # | Sprint Nextel Corp., 9.000%, 11/15/18 | 735,656 | 0.1 | ||||||||||
1,420,000 | Starz LLC / Starz Finance Corp., 5.000%, 09/15/19 | 1,440,966 | 0.2 | |||||||||||
850,000 | # | TEGNA, Inc., 5.500%, 09/15/24 | 880,812 | 0.1 | ||||||||||
400,000 | T-Mobile USA, Inc., 5.250%, 09/01/18 | 406,000 | 0.1 | |||||||||||
1,250,000 | T-Mobile USA, Inc., 6.125%, 01/15/22 | 1,332,813 | 0.2 |
See Accompanying Notes to Financial Statements
9 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
780,000 | T-Mobile USA, Inc., 6.250%, 04/01/21 | 821,438 | 0.1 | |||||||||||
1,000,000 | T-Mobile USA, Inc., 6.000%, 03/01/23 | 1,072,060 | 0.2 | |||||||||||
1,300,000 | T-Mobile USA, Inc., 6.500%, 01/15/26 | 1,444,625 | 0.2 | |||||||||||
630,000 | T-Mobile USA, Inc., 6.625%, 11/15/20 | 648,112 | 0.1 | |||||||||||
1,000,000 | T-Mobile USA, Inc., 6.633%, 04/28/21 | 1,056,250 | 0.2 | |||||||||||
800,000 | T-Mobile USA, Inc., 6.731%, 04/28/22 | 843,000 | 0.1 | |||||||||||
1,250,000 | T-Mobile USA, Inc., 6.836%, 04/28/23 | 1,348,438 | 0.2 | |||||||||||
2,500,000 | Tribune Media Co., 5.875%, 07/15/22 | 2,542,188 | 0.4 | |||||||||||
250,000 | # | Univision Communications, Inc., 5.125%, 02/15/25 | 252,500 | 0.0 | ||||||||||
3,000,000 | # | Univision Communications, Inc., 5.125%, 05/15/23 | 3,052,500 | 0.4 | ||||||||||
2,360,000 | # | West Corp., 5.375%, 07/15/22 | 2,321,650 | 0.3 | ||||||||||
1,200,000 | # | Wind Acquisition Finance SA, 4.750%, 07/15/20 | 1,221,000 | 0.2 | ||||||||||
1,310,000 | # | Wind Acquisition Finance SA, 7.375%, 04/23/21 | 1,373,863 | 0.2 | ||||||||||
2,045,000 | Windstream Corp., 7.500%, 04/01/23 | 1,963,200 | 0.3 | |||||||||||
1,500,000 | Windstream Corp., 7.750%, 10/15/20 | 1,537,500 | 0.2 | |||||||||||
500,000 | Zayo Group LLC / Zayo Capital, Inc., 6.375%, 05/15/25 | 534,375 | 0.1 | |||||||||||
2,140,000 | Zayo Group LLC / Zayo Capital, Inc., 6.000%, 04/01/23 | 2,252,350 | 0.3 | |||||||||||
136,549,285 | 19.7 | |||||||||||||
Conglomerates: 0.2% | ||||||||||||||
1,488,636 | ServiceMaster Company, 3.250%, 07/01/21 | 1,506,546 | 0.2 | |||||||||||
Consumer, Cyclical: 15.4% | ||||||||||||||
2,220,000 | # | Adient Global Holdings Ltd, 4.875%, 08/15/26 | 2,225,550 | 0.3 | ||||||||||
1,500,000 | AMC Entertainment, Inc., 5.750%, 06/15/25 | 1,522,500 | 0.2 | |||||||||||
500,000 | AMC Entertainment, Inc., 5.875%, 02/15/22 | 520,000 | 0.1 | |||||||||||
2,050,000 | # | American Tire Distributors, Inc., 10.250%, 03/01/22 | 1,875,750 | 0.3 | ||||||||||
562,000 | ARAMARK Corp., 5.750%, 03/15/20 | 577,806 | 0.1 | |||||||||||
2,345,000 | Asbury Automotive Group, Inc., 6.000%, 12/15/24 | 2,427,075 | 0.3 | |||||||||||
2,070,000 | # | Ashton Woods USA LLC, 6.875%, 02/15/21 | 2,018,250 | 0.3 | ||||||||||
245,000 | # | Boyd Gaming Corp., 6.375%, 04/01/26 | 263,987 | 0.0 | ||||||||||
2,320,000 | Boyd Gaming Corp., 6.875%, 05/15/23 | 2,529,751 | 0.4 |
2,670,000 | Caesars Entertainment Resort Properties LLC / Caesars Entertainment Resort Prope, 8.000%, 10/01/20 | 2,773,462 | 0.4 | |||||||||||
2,425,000 | Caleres, Inc., 6.250%, 08/15/23 | 2,529,275 | 0.4 | |||||||||||
1,535,000 | # | Carlson Wagonlit BV, 6.875%, 06/15/19 | 1,591,422 | 0.2 | ||||||||||
1,300,000 | # | Carmike Cinemas, Inc., 6.000%, 06/15/23 | 1,358,500 | 0.2 | ||||||||||
1,080,000 | # | CDR DB Sub, Inc., 7.750%, 10/15/20 | 861,300 | 0.1 | ||||||||||
2,115,000 | Cedar Fair L.P. / Canada's Wonderland Co. / Magnum Management Corp., 5.375%, 06/01/24 | 2,241,900 | 0.3 | |||||||||||
1,315,000 | Century Communities, Inc., 6.875%, 05/15/22 | 1,334,725 | 0.2 | |||||||||||
1,960,000 | Dana Holding Corp., 5.500%, 12/15/24 | 2,004,100 | 0.3 | |||||||||||
415,000 | Dollar Tree, Inc., 5.250%, 03/01/20 | 432,637 | 0.1 | |||||||||||
2,585,000 | Dollar Tree, Inc., 5.750%, 03/01/23 | 2,795,031 | 0.4 | |||||||||||
2,095,000 | # | EMI Music Publishing Group North America Holdings, Inc., 7.625%, 06/15/24 | 2,275,694 | 0.3 | ||||||||||
820,000 | Fiat Chrysler Automobiles NV, 5.250%, 04/15/23 | 846,650 | 0.1 | |||||||||||
520,000 | GLP Capital L.P. / GLP Financing II, Inc., 4.375%, 04/15/21 | 548,600 | 0.1 | |||||||||||
1,040,000 | GLP Capital L.P. / GLP Financing II, Inc., 5.375%, 04/15/26 | 1,120,600 | 0.2 | |||||||||||
1,970,000 | Goodyear Tire & Rubber Co, 5.125%, 11/15/23 | 2,058,650 | 0.3 | |||||||||||
825,000 | # | Guitar Center, Inc., 6.500%, 04/15/19 | 730,125 | 0.1 | ||||||||||
900,000 | # | Guitar Center, Inc., 9.625%, 04/15/20 | 669,375 | 0.1 | ||||||||||
600,000 | H&E Equipment Services, Inc., 7.000%, 09/01/22 | 636,000 | 0.1 | |||||||||||
1,400,000 | # | HD Supply, Inc., 5.250%, 12/15/21 | 1,485,750 | 0.2 | ||||||||||
375,000 | # | HD Supply, Inc., 5.750%, 04/15/24 | 394,688 | 0.1 | ||||||||||
2,690,000 | # | Hot Topic, Inc., 9.250%, 06/15/21 | 2,864,850 | 0.4 | ||||||||||
860,000 | # | International Game Technology PLC, 5.625%, 02/15/20 | 916,975 | 0.1 | ||||||||||
900,000 | # | International Game Technology PLC, 6.250%, 02/15/22 | 962,442 | 0.1 | ||||||||||
865,000 | # | International Game Technology PLC, 6.500%, 02/15/25 | 936,363 | 0.1 | ||||||||||
520,000 | # | JC Penney Corp., Inc., 5.875%, 07/01/23 | 542,100 | 0.1 | ||||||||||
1,285,000 | JC Penney Corp., Inc., 8.125%, 10/01/19 | 1,410,288 | 0.2 |
See Accompanying Notes to Financial Statements
10 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
1,040,000 | # | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.250%, 06/01/26 | 1,102,400 | 0.2 | ||||||||||
1,040,000 | # | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.000%, 06/01/24 | 1,089,400 | 0.2 | ||||||||||
2,145,000 | L Brands, Inc., 6.750%, 07/01/36 | 2,317,930 | 0.3 | |||||||||||
475,000 | # | Landry's, Inc., 6.750%, 10/15/24 | 484,500 | 0.1 | ||||||||||
1,700,000 | M/I Homes, Inc., 6.750%, 01/15/21 | 1,789,250 | 0.3 | |||||||||||
2,000,000 | # | MCE Finance Ltd., 5.000%, 02/15/21 | 2,015,384 | 0.3 | ||||||||||
1,000,000 | Meritage Homes Corp., 7.150%, 04/15/20 | 1,117,500 | 0.2 | |||||||||||
1,466,000 | Meritage Homes Corp., 7.000%, 04/01/22 | 1,641,920 | 0.2 | |||||||||||
1,000,000 | MGM Resorts International, 5.250%, 03/31/20 | 1,070,000 | 0.2 | |||||||||||
2,000,000 | MGM Resorts International, 6.000%, 03/15/23 | 2,175,000 | 0.3 | |||||||||||
1,500,000 | MGM Resorts International, 7.750%, 03/15/22 | 1,743,750 | 0.3 | |||||||||||
1,678,000 | # | Michaels Stores, Inc., 5.875%, 12/15/20 | 1,743,023 | 0.3 | ||||||||||
750,000 | # | National CineMedia LLC, 5.750%, 08/15/26 | 780,000 | 0.1 | ||||||||||
750,000 | # | NCL Corp. Ltd., 5.250%, 11/15/19 | 761,250 | 0.1 | ||||||||||
250,000 | # | Neiman Marcus Group LLC., 8.000%, 10/15/21 | 208,750 | 0.0 | ||||||||||
1,750,000 | #,& | Neiman Marcus Group LLC., 8.750%, 10/15/21 | 1,391,250 | 0.2 | ||||||||||
1,545,000 | Oshkosh Corp., 5.375%, 03/01/22 | 1,633,838 | 0.2 | |||||||||||
960,000 | Penske Automotive Group, Inc., 5.500%, 05/15/26 | 960,000 | 0.1 | |||||||||||
3,095,000 | # | PetSmart, Inc., 7.125%, 03/15/23 | 3,257,487 | 0.5 | ||||||||||
800,000 | PulteGroup, Inc., 5.500%, 03/01/26 | 844,000 | 0.1 | |||||||||||
2,085,000 | # | Rite Aid Corp., 6.125%, 04/01/23 | 2,254,406 | 0.3 | ||||||||||
240,000 | # | Rite Aid Corp., 6.875%, 12/15/28 | 295,200 | 0.0 | ||||||||||
560,000 | # | Rivers Pittsburgh Borrower L.P./Rivers Pittsburgh Finance Corp., 6.125%, 08/15/21 | 579,600 | 0.1 | ||||||||||
2,435,000 | # | RSI Home Products, Inc., 6.500%, 03/15/23 | 2,581,100 | 0.4 | ||||||||||
600,000 | Ryland Group, Inc., 5.375%, 10/01/22 | 628,500 | 0.1 | |||||||||||
750,000 | Ryland Group, Inc., 6.625%, 05/01/20 | 842,813 | 0.1 | |||||||||||
2,000,000 | # | Schaeffler Finance BV, 4.250%, 05/15/21 | 2,060,000 | 0.3 | ||||||||||
47,637 | #,& | Schaeffler Holding Finance BV, 6.750%, 11/15/22 | 54,663 | 0.0 |
150,864 | #,& | Schaeffler Holding Finance BV, 6.875%, 08/15/18 | 153,896 | 0.0 | ||||||||||
790,000 | # | Scientific Games International, Inc., 7.000%, 01/01/22 | 839,375 | 0.1 | ||||||||||
1,685,000 | Scientific Games International, Inc., 10.000%, 12/01/22 | 1,567,050 | 0.2 | |||||||||||
2,000,000 | Sonic Automotive, Inc., 5.000%, 05/15/23 | 1,980,000 | 0.3 | |||||||||||
2,096,000 | Springs Industries, Inc., 6.250%, 06/01/21 | 2,179,840 | 0.3 | |||||||||||
1,100,000 | CalAtlantic Group, Inc., 8.375%, 01/15/21 | 1,311,750 | 0.2 | |||||||||||
1,425,000 | Toll Brothers Finance Corp., 4.875%, 11/15/25 | 1,464,188 | 0.2 | |||||||||||
1,450,000 | # | Tops Holding LLC / Tops Markets II Corp., 8.000%, 06/15/22 | 1,312,250 | 0.2 | ||||||||||
800,000 | United Continental Holdings, Inc., 6.375%, 06/01/18 | 844,000 | 0.1 | |||||||||||
1,500,000 | US Airways Group, Inc., 6.125%, 06/01/18 | 1,567,500 | 0.2 | |||||||||||
1,830,000 | # | Viking Cruises Ltd., 8.500%, 10/15/22 | 1,884,900 | 0.3 | ||||||||||
745,000 | # | WMG Acquisition Corp., 5.625%, 04/15/22 | 773,869 | 0.1 | ||||||||||
1,960,000 | # | WMG Acquisition Corp., 6.750%, 04/15/22 | 2,087,400 | 0.3 | ||||||||||
1,120,000 | # | Wolverine World Wide, Inc., 5.000%, 09/01/26 | 1,134,000 | 0.2 | ||||||||||
106,805,103 | 15.4 | |||||||||||||
Consumer, Non-cyclical: 19.1% | ||||||||||||||
1,160,000 | Acadia Healthcare Co., Inc., 5.125%, 07/01/22 | 1,154,200 | 0.2 | |||||||||||
1,000,000 | Acadia Healthcare Co., Inc., 5.625%, 02/15/23 | 1,020,000 | 0.1 | |||||||||||
110,000 | Acadia Healthcare Co., Inc., 6.500%, 03/01/24 | 115,500 | 0.0 | |||||||||||
2,615,000 | # | Albertsons Cos LLC / Safeway, Inc. / New Albertson's, Inc. / Albertson's LLC, 6.625%, 06/15/24 | 2,726,137 | 0.4 | ||||||||||
830,000 | # | Alere, Inc., 6.375%, 07/01/23 | 850,750 | 0.1 | ||||||||||
1,210,000 | Amsurg Corp., 5.625%, 11/30/20 | 1,246,300 | 0.2 | |||||||||||
1,805,000 | Amsurg Corp., 5.625%, 07/15/22 | 1,852,381 | 0.3 | |||||||||||
2,500,000 | # | Ashtead Capital, Inc., 6.500%, 07/15/22 | 2,640,625 | 0.4 | ||||||||||
1,320,000 | #,& | BI-LO LLC / BI-LO Finance Corp., 8.625%, 09/15/18 | 841,500 | 0.1 | ||||||||||
1,335,000 | # | BI-LO LLC / BI-LO Finance Corp., 9.250%, 02/15/19 | 1,153,106 | 0.2 | ||||||||||
1,250,000 | # | Brand Energy & Infrastructure Services, Inc., 8.500%, 12/01/21 | 1,256,250 | 0.2 | ||||||||||
1,836,000 | # | Bumble Bee Holdings, Inc., 9.000%, 12/15/17 | 1,849,770 | 0.3 | ||||||||||
1,930,000 | # | C&S Group Enterprises LLC, 5.375%, 07/15/22 | 1,910,700 | 0.3 |
See Accompanying Notes to Financial Statements
11 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
1,875,000 | #,& | Capsugel SA, 7.000%, 05/15/19 | 1,880,863 | 0.3 | ||||||||||
1,745,000 | # | CEB, Inc., 5.625%, 06/15/23 | 1,723,187 | 0.2 | ||||||||||
1,775,000 | Centene Corp., 5.625%, 02/15/21 | 1,890,375 | 0.3 | |||||||||||
1,180,000 | Centene Corp., 6.125%, 02/15/24 | 1,283,250 | 0.2 | |||||||||||
2,085,000 | Central Garden & Pet Co., 6.125%, 11/15/23 | 2,246,587 | 0.3 | |||||||||||
121,000 | CHS/Community Health Systems, Inc., 5.125%, 08/15/18 | 122,222 | 0.0 | |||||||||||
1,000,000 | CHS/Community Health Systems, Inc., 6.875%, 02/01/22 | 865,000 | 0.1 | |||||||||||
190,000 | CHS/Community Health Systems, Inc., 7.125%, 07/15/20 | 177,555 | 0.0 | |||||||||||
250,000 | CHS/Community Health Systems, Inc., 8.000%, 11/15/19 | 246,250 | 0.0 | |||||||||||
1,250,000 | Cott Beverages, Inc., 5.375%, 07/01/22 | 1,292,187 | 0.2 | |||||||||||
1,710,000 | Cott Beverages, Inc., 6.750%, 01/01/20 | 1,789,087 | 0.3 | |||||||||||
1,340,000 | DaVita HealthCare Partners, Inc., 5.125%, 07/15/24 | 1,369,312 | 0.2 | |||||||||||
1,345,000 | DaVita HealthCare Partners, Inc., 5.000%, 05/01/25 | 1,353,406 | 0.2 | |||||||||||
2,165,000 | # | Envision Healthcare Corp., 5.125%, 07/01/22 | 2,165,000 | 0.3 | ||||||||||
2,600,000 | # | FAGE International SA/ FAGE USA Dairy Industry, Inc., 5.625%, 08/15/26 | 2,684,500 | 0.4 | ||||||||||
3,620,000 | HCA Holdings, Inc., 6.250%, 02/15/21 | 3,936,750 | 0.6 | |||||||||||
1,080,000 | HCA, Inc., 5.250%, 04/15/25 | 1,154,250 | 0.2 | |||||||||||
4,315,000 | HCA, Inc., 5.375%, 02/01/25 | 4,460,631 | 0.6 | |||||||||||
1,800,000 | HCA, Inc., 7.500%, 02/15/22 | 2,070,000 | 0.3 | |||||||||||
2,380,000 | HealthSouth Corp., 5.750%, 11/01/24 | 2,476,676 | 0.4 | |||||||||||
520,000 | # | Herc Rentals, Inc., 7.500%, 06/01/22 | 539,500 | 0.1 | ||||||||||
520,000 | # | Herc Rentals, Inc., 7.750%, 06/01/24 | 535,600 | 0.1 | ||||||||||
835,000 | # | Hertz Corp., 5.500%, 10/15/24 | 832,913 | 0.1 | ||||||||||
1,500,000 | Hertz Corp., 6.750%, 04/15/19 | 1,534,860 | 0.2 | |||||||||||
1,000,000 | Hertz Corp., 7.375%, 01/15/21 | 1,041,600 | 0.1 | |||||||||||
2,305,000 | # | Hill-Rom Holdings, Inc., 5.750%, 09/01/23 | 2,471,652 | 0.4 | ||||||||||
2,095,000 | # | Jaguar Holding Co. II / Pharmaceutical Product Development LLC, 6.375%, 08/01/23 | 2,184,038 | 0.3 | ||||||||||
830,000 | # | JBS USA LLC / JBS USA Finance, Inc., 5.750%, 06/15/25 | 819,625 | 0.1 |
1,150,000 | # | JBS USA LLC / JBS USA Finance, Inc., 7.250%, 06/01/21 | 1,187,375 | 0.2 | ||||||||||
1,250,000 | # | JBS USA LLC, 5.875%, 07/15/24 | 1,250,000 | 0.2 | ||||||||||
2,700,000 | # | KeHE Distributors LLC / KeHE Finance Corp., 7.625%, 08/15/21 | 2,679,750 | 0.4 | ||||||||||
1,236,083 | Kindred Healthcare, Inc., 4.250%, 04/09/21 | 1,235,310 | 0.2 | |||||||||||
1,960,000 | # | Live Nation Entertainment, Inc., 5.375%, 06/15/22 | 2,033,500 | 0.3 | ||||||||||
1,975,000 | # | Logo Merger Sub Corp., 8.375%, 10/15/20 | 2,014,500 | 0.3 | ||||||||||
2,080,000 | # | Midas Intermediate Holdco II LLC / Midas Intermediate Holdco II Finance, Inc., 7.875%, 10/01/22 | 2,126,800 | 0.3 | ||||||||||
1,815,000 | Molina Healthcare, Inc., 5.375%, 11/15/22 | 1,883,063 | 0.3 | |||||||||||
3,145,000 | # | MPH Acquisition Holdings LLC, 7.125%, 06/01/24 | 3,388,738 | 0.5 | ||||||||||
1,500,000 | # | Mustang Merger Corp., 8.500%, 08/15/21 | 1,603,125 | 0.2 | ||||||||||
785,000 | # | NBTY, Inc., 7.625%, 05/15/21 | 804,484 | 0.1 | ||||||||||
1,965,000 | # | Pinnacle Foods Finance LLC / Pinnacle Foods Finance Corp., 5.875%, 01/15/24 | 2,107,463 | 0.3 | ||||||||||
600,000 | # | Post Holdings, Inc., 5.000%, 08/15/26 | 598,500 | 0.1 | ||||||||||
1,400,000 | # | Post Holdings, Inc., 7.750%, 03/15/24 | 1,575,000 | 0.2 | ||||||||||
1,150,000 | # | Post Holdings, Inc., 8.000%, 07/15/25 | 1,321,781 | 0.2 | ||||||||||
1,635,000 | Quad/Graphics, Inc., 7.000%, 05/01/22 | 1,577,775 | 0.2 | |||||||||||
1,800,000 | # | Quorum Health Corp., 11.625%, 04/15/23 | 1,503,000 | 0.2 | ||||||||||
1,960,000 | # | Revlon Consumer Products Corp., 6.250%, 08/01/24 | 2,028,600 | 0.3 | ||||||||||
585,000 | RR Donnelley & Sons Co., 6.000%, 04/01/24 | 583,538 | 0.1 | |||||||||||
500,000 | RR Donnelley & Sons Co., 6.500%, 11/15/23 | 508,750 | 0.1 | |||||||||||
500,000 | RR Donnelley & Sons Co., 7.000%, 02/15/22 | 523,750 | 0.1 | |||||||||||
750,000 | RR Donnelley & Sons Co., 7.875%, 03/15/21 | 823,125 | 0.1 | |||||||||||
420,000 | ServiceMaster Co., 7.450%, 08/15/27 | 448,560 | 0.1 | |||||||||||
1,050,000 | # | Shearer's Foods, LLC / Chip Fin Corp., 9.000%, 11/01/19 | 1,105,388 | 0.2 | ||||||||||
1,355,000 | Spectrum Brands, Inc., 5.750%, 07/15/25 | 1,470,175 | 0.2 | |||||||||||
2,040,000 | # | Sterigenics-Nordion Holdings LLC, 6.500%, 05/15/23 | 2,126,700 | 0.3 | ||||||||||
440,000 | # | Team Health, Inc., 7.250%, 12/15/23 | 474,650 | 0.1 | ||||||||||
1,580,000 | Teleflex, Inc., 5.250%, 06/15/24 | 1,655,050 | 0.2 |
See Accompanying Notes to Financial Statements
12 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
1,000,000 | Tenet Healthcare Corp., 6.000%, 10/01/20 | 1,060,000 | 0.2 | |||||||||||
1,975,000 | Tenet Healthcare Corp., 6.750%, 02/01/20 | 1,945,375 | 0.3 | |||||||||||
1,910,000 | Tenet Healthcare Corp., 6.750%, 06/15/23 | 1,781,075 | 0.3 | |||||||||||
1,000,000 | Tenet Healthcare Corp., 8.125%, 04/01/22 | 1,005,000 | 0.1 | |||||||||||
779,000 | # | The Nielsen Co. Luxembourg SARL, 5.500%, 10/01/21 | 814,055 | 0.1 | ||||||||||
1,000,000 | United Rentals North America, Inc., 5.750%, 11/15/24 | 1,042,500 | 0.2 | |||||||||||
1,500,000 | United Rentals North America, Inc., 6.125%, 06/15/23 | 1,582,500 | 0.2 | |||||||||||
785,000 | United Rentals North America, Inc., 7.625%, 04/15/22 | 839,950 | 0.1 | |||||||||||
1,575,000 | # | US Foods, Inc., 5.875%, 06/15/24 | 1,645,875 | 0.2 | ||||||||||
2,750,000 | # | Valeant Pharmaceuticals International, Inc., 5.500%, 03/01/23 | 2,365,000 | 0.3 | ||||||||||
2,000,000 | # | Valeant Pharmaceuticals International, Inc., 7.500%, 07/15/21 | 1,942,500 | 0.3 | ||||||||||
1,500,000 | # | Valeant Pharmaceuticals International, 6.750%, 08/15/18 | 1,515,000 | 0.2 | ||||||||||
1,025,000 | # | Valeant Pharmaceuticals International, 6.750%, 08/15/21 | 968,625 | 0.1 | ||||||||||
2,575,000 | # | Vizient, Inc., 10.375%, 03/01/24 | 2,961,250 | 0.4 | ||||||||||
990,000 | # | VPI Escrow Corp., 6.375%, 10/15/20 | 933,075 | 0.1 | ||||||||||
1,620,000 | # | VRX Escrow Corp., 5.375%, 03/15/20 | 1,506,600 | 0.2 | ||||||||||
995,000 | # | VRX Escrow Corp., 5.875%, 05/15/23 | 865,083 | 0.1 | ||||||||||
920,000 | # | VRX Escrow Corp., 6.125%, 04/15/25 | 794,650 | 0.1 | ||||||||||
1,740,000 | WhiteWave Foods Co., 5.375%, 10/01/22 | 1,983,600 | 0.3 | |||||||||||
131,954,258 | 19.1 | |||||||||||||
Diversified: 0.4% | ||||||||||||||
715,000 | #,& | Carlson Travel Holdings, Inc., 7.500%, 08/15/19 | 711,425 | 0.1 | ||||||||||
2,000,000 | # | Dematic SA / DH Services Luxembourg Sarl, 7.750%, 12/15/20 | 2,095,000 | 0.3 | ||||||||||
2,806,425 | 0.4 | |||||||||||||
Energy: 10.5% | ||||||||||||||
960,000 | # | Antero Midstream Partners L.P. / Antero Midstream Finance Corp., 5.375%, 09/15/24 | 974,400 | 0.1 | ||||||||||
2,750,000 | Antero Resources Corp., 5.125%, 12/01/22 | 2,784,375 | 0.4 | |||||||||||
1,460,000 | # | California Resources Corp., 8.000%, 12/15/22 | 978,200 | 0.1 |
715,000 | # | Callon Petroleum Co., 6.125%, 10/01/24 | 741,812 | 0.1 | ||||||||||
1,250,000 | Calumet Specialty Products Partners L.P. / Calumet Finance Corp., 7.750%, 04/15/23 | 1,006,250 | 0.1 | |||||||||||
820,000 | Carrizo Oil & Gas, Inc., 6.250%, 04/15/23 | 815,900 | 0.1 | |||||||||||
2,000,000 | Cenovus Energy, Inc., 3.800%, 09/15/23 | 1,982,632 | 0.3 | |||||||||||
1,520,000 | Chesapeake Energy Corp., 6.125%, 02/15/21 | 1,390,800 | 0.2 | |||||||||||
1,200,000 | Chesapeake Energy Corp., 6.625%, 08/15/20 | 1,131,000 | 0.2 | |||||||||||
2,100,000 | Chesapeake Energy Corp., 7.250%, 12/15/18 | 2,142,000 | 0.3 | |||||||||||
1,400,000 | Continental Resources, Inc./OK, 4.500%, 04/15/23 | 1,351,000 | 0.2 | |||||||||||
1,500,000 | Continental Resources, Inc./OK, 5.000%, 09/15/22 | 1,500,000 | 0.2 | |||||||||||
1,500,000 | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 6.125%, 03/01/22 | 1,522,500 | 0.2 | |||||||||||
1,000,000 | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 6.250%, 04/01/23 | 1,017,500 | 0.1 | |||||||||||
1,200,000 | Energy Transfer Equity L.P., 7.500%, 10/15/20 | 1,323,000 | 0.2 | |||||||||||
1,750,000 | Ensco PLC, 5.200%, 03/15/25 | 1,284,236 | 0.2 | |||||||||||
800,000 | Ensco PLC, 5.750%, 10/01/44 | 492,548 | 0.1 | |||||||||||
560,000 | # | Extraction Oil & Gas Holdings LLC / Extraction Finance Corp., 7.875%, 07/15/21 | 583,800 | 0.1 | ||||||||||
820,000 | # | Halcon Resources Corp., 8.625%, 02/01/20 | 826,150 | 0.1 | ||||||||||
1,750,000 | # | Hilcorp Energy I L.P./Hilcorp Finance Co., 5.000%, 12/01/24 | 1,684,375 | 0.2 | ||||||||||
1,120,000 | # | Holly Energy Partners L.P. / Holly Energy Finance Corp., 6.000%, 08/01/24 | 1,164,800 | 0.2 | ||||||||||
1,135,000 | # | Lonestar Resources America, Inc., 8.750%, 04/15/19 | 720,725 | 0.1 | ||||||||||
1,000,000 | Memorial Production Partners L.P. / Memorial Production Finance Corp., 7.625%, 05/01/21 | 510,000 | 0.1 | |||||||||||
530,000 | Murphy Oil Corp., 6.875%, 08/15/24 | 548,724 | 0.1 | |||||||||||
1,910,000 | Murphy Oil USA, Inc., 6.000%, 08/15/23 | 2,017,437 | 0.3 | |||||||||||
1,800,000 | Newfield Exploration Co., 5.625%, 07/01/24 | 1,854,000 | 0.3 | |||||||||||
825,000 | Northern Oil And Gas, Inc., 8.000%, 06/01/20 | 622,875 | 0.1 | |||||||||||
2,000,000 | Oasis Petroleum, Inc., 6.875%, 03/15/22 | 1,925,000 | 0.3 |
See Accompanying Notes to Financial Statements
13 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
560,000 | # | Parsley Energy LLC / Parsley Finance Corp., 6.250%, 06/01/24 | 581,000 | 0.1 | ||||||||||
2,285,000 | PBF Logistics L.P. / PBF Logistics Finance Corp., 6.875%, 05/15/23 | 2,213,594 | 0.3 | |||||||||||
480,000 | # | PDC Energy, Inc., 6.125%, 09/15/24 | 500,400 | 0.1 | ||||||||||
1,050,000 | # | Range Resources Corp., 5.875%, 07/01/22 | 1,065,750 | 0.2 | ||||||||||
360,000 | Regency Energy Partners L.P. / Regency Energy Finance Corp., 5.000%, 10/01/22 | 380,466 | 0.1 | |||||||||||
1,655,000 | Regency Energy Partners L.P., 4.500%, 11/01/23 | 1,669,331 | 0.2 | |||||||||||
1,950,000 | # | Rockies Express Pipeline, LLC, 5.625%, 04/15/20 | 2,067,000 | 0.3 | ||||||||||
360,000 | Rose Rock Midstream L.P. / Rose Rock Finance Corp., 5.625%, 07/15/22 | 333,000 | 0.0 | |||||||||||
1,190,000 | # | Sabine Pass Liquefaction LLC, 5.000%, 03/15/27 | 1,222,725 | 0.2 | ||||||||||
1,250,000 | Sabine Pass Liquefaction LLC, 5.625%, 03/01/25 | 1,348,437 | 0.2 | |||||||||||
260,000 | # | Sabine Pass Liquefaction LLC, 5.875%, 06/30/26 | 283,562 | 0.0 | ||||||||||
2,190,000 | Sanchez Energy Corp., 6.125%, 01/15/23 | 1,768,425 | 0.3 | |||||||||||
400,000 | Sanchez Energy Corp., 7.750%, 06/15/21 | 354,000 | 0.0 | |||||||||||
1,995,000 | SemGroup Corp., 7.500%, 06/15/21 | 2,004,975 | 0.3 | |||||||||||
1,000,000 | SM Energy Co., 5.000%, 01/15/24 | 945,000 | 0.1 | |||||||||||
235,000 | SM Energy Co., 6.750%, 09/15/26 | 237,791 | 0.0 | |||||||||||
625,000 | Summit Midstream Holdings LLC / Summit Midstream Finance Corp., 5.500%, 08/15/22 | 598,437 | 0.1 | |||||||||||
1,000,000 | Summit Midstream Holdings LLC / Summit Midstream Finance Corp., 7.500%, 07/01/21 | 1,040,000 | 0.1 | |||||||||||
405,000 | # | SunCoke Energy Partners L.P. / SunCoke Energy Partners Finance Corp., 7.375%, 02/01/20 | 380,700 | 0.1 | ||||||||||
500,000 | # | SunCoke Energy Partners L.P. / SunCoke Energy Partners Finance Corp., 7.375%, 02/01/20 | 470,000 | 0.1 | ||||||||||
520,000 | # | SunCoke Energy Partners L.P. / SunCoke Energy Partners Finance Corp., 7.375%, 02/01/20 | 488,800 | 0.1 | ||||||||||
102,000 | SunCoke Energy, Inc., 7.625%, 08/01/19 | 96,900 | 0.0 |
2,225,000 | # | Sunoco L.P. / Sunoco Finance Corp., 6.375%, 04/01/23 | 2,297,313 | 0.3 | ||||||||||
3,750,000 | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 5.250%, 05/01/23 | 3,815,625 | 0.6 | |||||||||||
545,000 | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 6.750%, 03/15/24 | 585,875 | 0.1 | |||||||||||
2,000,000 | Tesoro Logistics L.P. / Tesoro Logistics Finance Corp., 6.125%, 10/15/21 | 2,092,500 | 0.3 | |||||||||||
950,000 | Tesoro Logistics L.P. / Tesoro Logistics Finance Corp., 6.375%, 05/01/24 | 1,023,625 | 0.1 | |||||||||||
1,300,000 | Weatherford International LLC, 6.800%, 06/15/37 | 942,500 | 0.1 | |||||||||||
1,250,000 | Weatherford International Ltd., 4.500%, 04/15/22 | 1,062,500 | 0.2 | |||||||||||
2,750,000 | Whiting Petroleum Corp., 5.750%, 03/15/21 | 2,585,000 | 0.4 | |||||||||||
3,240,000 | WPX Energy, Inc., 6.000%, 01/15/22 | 3,215,700 | 0.5 | |||||||||||
72,566,970 | 10.5 | |||||||||||||
Financial: 5.9% | ||||||||||||||
2,300,000 | # | Alliance Data Systems Corp., 5.375%, 08/01/22 | 2,254,000 | 0.3 | ||||||||||
2,600,000 | Ally Financial, Inc., 5.750%, 11/20/25 | 2,730,000 | 0.4 | |||||||||||
1,500,000 | Ally Financial, Inc., 7.500%, 09/15/20 | 1,710,000 | 0.2 | |||||||||||
735,000 | Ally Financial, Inc., 8.000%, 03/15/20 | 841,575 | 0.1 | |||||||||||
1,680,000 | # | BCD Acquisition, Inc., 9.625%, 09/15/23 | 1,764,000 | 0.3 | ||||||||||
1,500,000 | CIT Group, Inc., 5.250%, 03/15/18 | 1,563,750 | 0.2 | |||||||||||
250,000 | CIT Group, Inc., 5.375%, 05/15/20 | 267,812 | 0.0 | |||||||||||
1,060,000 | CIT Group, Inc., 5.000%, 08/15/22 | 1,128,900 | 0.2 | |||||||||||
290,000 | # | CIT Group, Inc., 6.625%, 04/01/18 | 308,487 | 0.0 | ||||||||||
1,150,000 | # | CNG Holdings, Inc./OH, 9.375%, 05/15/20 | 718,750 | 0.1 | ||||||||||
1,725,000 | Communications Sales & Leasing, Inc. / CSL Capital LLC, 8.250%, 10/15/23 | 1,818,995 | 0.3 | |||||||||||
1,000,000 | Equinix, Inc., 4.875%, 04/01/20 | 1,041,250 | 0.1 | |||||||||||
965,000 | Equinix, Inc., 5.375%, 04/01/23 | 1,016,869 | 0.1 | |||||||||||
1,300,000 | Equinix, Inc., 5.750%, 01/01/25 | 1,387,750 | 0.2 | |||||||||||
2,850,000 | # | ESH Hospitality, Inc., 5.250%, 05/01/25 | 2,860,688 | 0.4 | ||||||||||
1,120,000 | # | FBM Finance, Inc., 8.250%, 08/15/21 | 1,176,000 | 0.2 |
See Accompanying Notes to Financial Statements
14 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
1,000,000 | Icahn Enterprises L.P. / Icahn Enterprises Finance Corp., 6.000%, 08/01/20 | 1,007,500 | 0.1 | |||||||||||
1,400,000 | Iron Mountain, Inc., 5.750%, 08/15/24 | 1,445,500 | 0.2 | |||||||||||
435,000 | # | Iron Mountain, Inc., 6.000%, 10/01/20 | 460,013 | 0.1 | ||||||||||
1,100,000 | # | MGP Escrow Issuer LLC / MGP Escrow Co-Issuer, Inc., 5.625%, 05/01/24 | 1,195,920 | 0.2 | ||||||||||
200,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 5.250%, 08/01/26 | 208,000 | 0.0 | |||||||||||
1,000,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 5.500%, 05/01/24 | 1,056,000 | 0.2 | |||||||||||
1,000,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 6.375%, 03/01/24 | 1,090,000 | 0.2 | |||||||||||
1,965,000 | Navient Corp., 5.875%, 10/25/24 | 1,797,975 | 0.3 | |||||||||||
1,250,000 | Navient Corp., 6.125%, 03/25/24 | 1,170,313 | 0.2 | |||||||||||
560,000 | Navient Corp., 6.625%, 07/26/21 | 565,600 | 0.1 | |||||||||||
2,380,000 | Navient Corp., 7.250%, 09/25/23 | 2,378,524 | 0.3 | |||||||||||
2,040,000 | # | Realogy Group LLC / Realogy Co-Issuer Corp., 5.250%, 12/01/21 | 2,156,655 | 0.3 | ||||||||||
2,800,000 | Royal Bank of Scotland Group PLC, 8.625%, 12/29/49 | 2,765,000 | 0.4 | |||||||||||
400,000 | Springleaf Finance Corp., 5.250%, 12/15/19 | 409,500 | 0.1 | |||||||||||
595,000 | Springleaf Finance Corp., 6.900%, 12/15/17 | 626,981 | 0.1 | |||||||||||
40,922,307 | 5.9 | |||||||||||||
Industrial: 9.5% | ||||||||||||||
2,309,000 | ADS Waste Holdings, Inc., 8.250%, 10/01/20 | 2,427,336 | 0.4 | |||||||||||
370,000 | AECOM, 5.750%, 10/15/22 | 390,465 | 0.1 | |||||||||||
2,120,000 | AECOM, 5.875%, 10/15/24 | 2,268,400 | 0.3 | |||||||||||
2,250,000 | # | Albea Beauty Holdings SA, 8.375%, 11/01/19 | 2,354,062 | 0.3 | ||||||||||
125,000 | Allegion PLC, 5.875%, 09/15/23 | 135,312 | 0.0 | |||||||||||
1,070,000 | Allegion US Holding Co., Inc., 5.750%, 10/01/21 | 1,119,487 | 0.2 | |||||||||||
2,425,000 | #,& | ARD Finance SA, 7.125%, 09/15/23 | 2,418,937 | 0.3 | ||||||||||
1,000,000 | # | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 6.750%, 01/31/21 | 1,037,500 | 0.1 | ||||||||||
1,425,000 | # | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 7.250%, 05/15/24 | 1,528,313 | 0.2 |
88,235 | # | Ardagh Packaging Finance PLC, 7.000%, 11/15/20 | 91,544 | 0.0 | ||||||||||
1,580,000 | # | ATS Automation Tooling Systems, Inc., 6.500%, 06/15/23 | 1,623,450 | 0.2 | ||||||||||
1,980,000 | # | BC Mountain LLC / BC Mountain Finance, Inc., 7.000%, 02/01/21 | 1,903,275 | 0.3 | ||||||||||
1,034,000 | # | BMC East LLC, 5.500%, 10/01/24 | 1,036,585 | 0.1 | ||||||||||
400,000 | # | Builders FirstSource, Inc., 5.625%, 09/01/24 | 412,000 | 0.1 | ||||||||||
2,500,000 | # | Builders FirstSource, Inc., 10.750%, 08/15/23 | 2,881,250 | 0.4 | ||||||||||
2,765,000 | # | Building Materials Corp. of America, 6.000%, 10/15/25 | 2,972,375 | 0.4 | ||||||||||
1,500,000 | # | Cleaver-Brooks, Inc., 8.750%, 12/15/19 | 1,578,750 | 0.2 | ||||||||||
1,250,000 | # | Gardner Denver, Inc., 6.875%, 08/15/21 | 1,178,125 | 0.2 | ||||||||||
1,720,000 | # | Gates Global LLC / Gates Global Co., 6.000%, 07/15/22 | 1,642,600 | 0.2 | ||||||||||
2,440,000 | # | James Hardie International Finance Ltd, 5.875%, 02/15/23 | 2,598,600 | 0.4 | ||||||||||
1,265,000 | # | Masonite International Corp., 5.625%, 03/15/23 | 1,340,900 | 0.2 | ||||||||||
500,000 | # | Milacron LLC / Mcron Finance Corp., 7.750%, 02/15/21 | 522,500 | 0.1 | ||||||||||
2,325,000 | # | Multi-Color Corp., 6.125%, 12/01/22 | 2,452,875 | 0.4 | ||||||||||
1,440,000 | # | Novelis Corp., 5.875%, 09/30/26 | 1,477,800 | 0.2 | ||||||||||
600,000 | # | Novelis Corp., 6.250%, 08/15/24 | 639,000 | 0.1 | ||||||||||
1,630,000 | Orbital ATK, Inc., 5.500%, 10/01/23 | 1,715,575 | 0.2 | |||||||||||
725,000 | # | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/23 | 779,828 | 0.1 | ||||||||||
1,975,000 | # | Owens-Brockway Glass Container, Inc., 6.375%, 08/15/25 | 2,178,672 | 0.3 | ||||||||||
2,120,000 | # | PaperWorks Industries, Inc., 9.500%, 08/15/19 | 1,998,100 | 0.3 | ||||||||||
2,000,000 | # | Plastipak Holdings, Inc., 6.500%, 10/01/21 | 2,085,000 | 0.3 | ||||||||||
1,030,000 | # | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/23 | 1,064,763 | 0.2 | ||||||||||
135,000 | # | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 7.000%, 07/15/24 | 145,041 | 0.0 | ||||||||||
156,000 | Reynolds Group Issuer, Inc., 9.875%, 08/15/19 | 160,875 | 0.0 | |||||||||||
500,000 | # | Sealed Air Corp., 4.875%, 12/01/22 | 526,875 | 0.1 | ||||||||||
1,000,000 | # | Sealed Air Corp., 5.125%, 12/01/24 | 1,061,250 | 0.2 | ||||||||||
500,000 | # | Sealed Air Corp., 5.500%, 09/15/25 | 537,500 | 0.1 |
See Accompanying Notes to Financial Statements
15 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
2,485,000 | # | Shape Technologies Group, Inc., 7.625%, 02/01/20 | 2,553,338 | 0.4 | ||||||||||
440,000 | Summit Materials LLC / Summit Materials Finance Corp., 6.125%, 07/15/23 | 451,000 | 0.1 | |||||||||||
2,500,000 | # | Summit Materials LLC / Summit Materials Finance Corp., 8.500%, 04/15/22 | 2,737,500 | 0.4 | ||||||||||
1,200,000 | # | TransDigm, Inc., 6.375%, 06/15/26 | 1,251,000 | 0.2 | ||||||||||
820,000 | TransDigm, Inc., 6.500%, 05/15/25 | 858,950 | 0.1 | |||||||||||
1,000,000 | TransDigm, Inc., 6.500%, 07/15/24 | 1,057,500 | 0.2 | |||||||||||
1,000,000 | TransDigm, Inc., 6.000%, 07/15/22 | 1,060,000 | 0.2 | |||||||||||
1,560,000 | # | WESCO Distribution, Inc., 5.375%, 06/15/24 | 1,566,833 | 0.2 | ||||||||||
1,500,000 | # | Wise Metals Group LLC, 8.750%, 12/15/18 | 1,537,500 | 0.2 | ||||||||||
342,062 | #,& | Wise Metals Intermediate Holdings LLC/Wise Holdings Finance Corp., 9.750%, 06/15/19 | 330,090 | 0.0 | ||||||||||
420,000 | # | XPO Logistics, Inc., 6.125%, 09/01/23 | 432,600 | 0.1 | ||||||||||
1,620,000 | # | Zekelman Industries, Inc., 9.875%, 06/15/23 | 1,713,150 | 0.2 | ||||||||||
65,834,381 | 9.5 | |||||||||||||
Retailers (Except Food & Drug): 0.4% | ||||||||||||||
2,481,112 | Party City Holdings Inc. 2015 Term Loan B, 3.250%, 08/19/22 | 2,491,746 | 0.4 | |||||||||||
Steel: 0.2% | ||||||||||||||
1,010,243 | FMG Resources (August 2006) Pty Ltd. Term Loan B, 2.750%, 06/28/19 | 1,010,401 | 0.2 | |||||||||||
Technology: 5.8% | ||||||||||||||
2,550,000 | # | BMC Software Finance, Inc., 8.125%, 07/15/21 | 2,326,875 | 0.3 | ||||||||||
1,400,000 | #,& | Boxer Parent Co., Inc., 9.000%, 10/15/19 | 1,274,000 | 0.2 | ||||||||||
475,000 | # | Camelot Finance SA, 7.875%, 10/15/24 | 491,031 | 0.1 | ||||||||||
1,500,000 | CDW LLC / CDW Finance Corp., 5.500%, 12/01/24 | 1,608,750 | 0.2 | |||||||||||
800,000 | CDW LLC / CDW Finance Corp., 6.000%, 08/15/22 | 855,000 | 0.1 | |||||||||||
1,200,000 | # | Diamond 1 Finance Corp. /Diamond 2 Finance Corp., 5.450%, 06/15/23 | 1,287,002 | 0.2 | ||||||||||
1,200,000 | # | Diamond 1 Finance Corp. /Diamond 2 Finance Corp., 6.020%, 06/15/26 | 1,318,706 | 0.2 |
540,000 | # | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 5.875%, 06/15/21 | 573,981 | 0.1 | ||||||||||
540,000 | # | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 7.125%, 06/15/24 | 594,260 | 0.1 | ||||||||||
1,445,000 | # | Donnelley Financial Solutions, Inc., 8.250%, 10/15/24 | 1,466,675 | 0.2 | ||||||||||
500,000 | # | Emdeon, Inc., 6.000%, 02/15/21 | 528,750 | 0.1 | ||||||||||
1,795,000 | Emdeon, Inc., 11.000%, 12/31/19 | 1,889,686 | 0.3 | |||||||||||
1,895,000 | # | Entegris, Inc., 6.000%, 04/01/22 | 1,968,431 | 0.3 | ||||||||||
1,000,000 | # | First Data Corp., 5.750%, 01/15/24 | 1,031,250 | 0.1 | ||||||||||
4,000,000 | # | First Data Corp., 7.000%, 12/01/23 | 4,240,000 | 0.6 | ||||||||||
500,000 | # | First Data Corp., 5.000%, 01/15/24 | 509,375 | 0.1 | ||||||||||
1,265,000 | # | First Data Corp., 5.375%, 08/15/23 | 1,306,112 | 0.2 | ||||||||||
1,000,000 | # | IMS Health, Inc., 5.000%, 10/15/26 | 1,042,500 | 0.1 | ||||||||||
750,000 | # | IMS Health, Inc., 6.000%, 11/01/20 | 761,719 | 0.1 | ||||||||||
1,890,000 | #,& | Infor Software Parent LLC / Infor Software Parent, Inc., 7.125%, 05/01/21 | 1,842,750 | 0.3 | ||||||||||
1,000,000 | # | Infor US, Inc., 5.750%, 08/15/20 | 1,053,750 | 0.1 | ||||||||||
1,425,000 | # | JDA Escrow LLC / JDA Bond Finance, Inc., 7.375%, 10/15/24 | 1,467,750 | 0.2 | ||||||||||
1,955,000 | # | Micron Technology, Inc., 5.250%, 01/15/24 | 1,911,013 | 0.3 | ||||||||||
590,000 | # | MSCI, Inc., 5.250%, 11/15/24 | 627,554 | 0.1 | ||||||||||
1,125,000 | # | MSCI, Inc., 5.750%, 08/15/25 | 1,206,563 | 0.2 | ||||||||||
750,000 | NCR Corp., 5.000%, 07/15/22 | 770,625 | 0.1 | |||||||||||
1,800,000 | NCR Corp., 6.375%, 12/15/23 | 1,912,500 | 0.3 | |||||||||||
1,720,000 | # | Open Text Corp., 5.625%, 01/15/23 | 1,763,000 | 0.2 | ||||||||||
800,000 | # | Open Text Corp., 5.875%, 06/01/26 | 839,000 | 0.1 | ||||||||||
440,000 | Qorvo, Inc., 6.750%, 12/01/23 | 476,300 | 0.1 | |||||||||||
440,000 | Qorvo, Inc., 7.000%, 12/01/25 | 479,050 | 0.1 | |||||||||||
345,000 | # | Sensata Technologies UK Financing Co. plc, 6.250%, 02/15/26 | 376,050 | 0.0 | ||||||||||
600,000 | # | Veritas US, Inc. / Veritas Bermuda Ltd, 7.500%, 02/01/23 | 579,000 | 0.1 | ||||||||||
40,379,008 | 5.8 | |||||||||||||
Utilities: 1.7% | ||||||||||||||
710,000 | AES Corp., 7.375%, 07/01/21 | 816,500 | 0.1 | |||||||||||
1,225,000 | Calpine Corp., 5.375%, 01/15/23 | 1,226,531 | 0.2 |
See Accompanying Notes to Financial Statements
16 |
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
1,725,000 | Calpine Corp., 5.750%, 01/15/25 | 1,707,750 | 0.2 | |||||||||||
1,000,000 | DPL, Inc., 7.250%, 10/15/21 | 1,030,000 | 0.2 | |||||||||||
1,500,000 | # | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/23 | 1,500,000 | 0.2 | ||||||||||
2,000,000 | NRG Energy, Inc., 6.250%, 05/01/24 | 2,040,000 | 0.3 | |||||||||||
1,000,000 | NRG Energy, Inc., 6.250%, 07/15/22 | 1,020,000 | 0.2 | |||||||||||
1,700,000 | # | NRG Energy, Inc., 6.625%, 01/15/27 | 1,668,125 | 0.2 | ||||||||||
475,000 | # | NRG Energy, Inc., 7.250%, 05/15/26 | 485,688 | 0.1 | ||||||||||
271,000 | NRG Energy, Inc., 7.875%, 05/15/21 | 284,550 | 0.0 | |||||||||||
11,779,144 | 1.7 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $648,625,945) | 664,695,763 | 96.0 |
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 $648,633,902) | 664,695,763 | 96.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 3.2% | ||||||||||||||
Corporate Bonds/Notes: 0.1% | ||||||||||||||
234,000 | DPL, Inc., 6.500%, 10/15/16 | 234,353 | 0.0 | |||||||||||
200,000 | Frontier Communications Corp., 8.250%, 04/15/17 | 208,650 | 0.0 | |||||||||||
361,000 | Synovus Financial Corp., 5.125%, 06/15/17 | 367,318 | 0.1 | |||||||||||
810,321 | 0.1 | |||||||||||||
Commercial Paper: 2.1% | ||||||||||||||
3,000,000 | Concord Minutemen Capital, 0.800%, 12/05/16 | 2,995,677 | 0.4 | |||||||||||
3,000,000 | Crown Point Capital, 0.680%, 11/17/16 | 2,997,320 | 0.5 | |||||||||||
3,000,000 | HP Inc., 0.400%, 10/14/16 | 2,999,539 | 0.5 | |||||||||||
3,000,000 | # | Old Line Funding LLC, 1.180%, 03/14/17 | 2,984,188 | 0.4 | ||||||||||
2,250,000 | POTASH 0.000% 10/24/16, 10/24/16 | 2,248,789 | 0.3 | |||||||||||
14,225,513 | 2.1 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.0% | ||||||||||||||
7,036,000 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.340%†† | |||||||||||||
(Cost $7,036,000) | 7,036,000 | 1.0 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $22,055,320) | 22,071,834 | 3.2 | ||||||||||||
Total Investments in Securities (Cost $670,689,222) | $ | 686,767,597 | 99.2 | |||||||||||
Assets in Excess of Other Liabilities | 5,499,673 | 0.8 | ||||||||||||
Net Assets | $ | 692,267,270 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of September 30, 2016. |
# | 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 $670,724,526. | |
Net unrealized appreciation consists of: |
Gross Unrealized Appreciation | $ | 25,384,171 | ||
Gross Unrealized Depreciation | (9,341,100 | ) | ||
Net Unrealized Appreciation | $ | 16,043,071 |
See Accompanying Notes to Financial Statements
17 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 33.4% | ||||||||||||||
Basic Materials: 0.7% | ||||||||||||||
2,080,000 | # | Air Liquide Finance SA, 1.750%, 09/27/21 | 2,077,733 | 0.1 | ||||||||||
1,500,000 | # | Air Liquide Finance SA, 2.250%, 09/27/23 | 1,507,126 | 0.0 | ||||||||||
2,000,000 | L | ArcelorMittal, 6.500%, 03/01/21 | 2,235,000 | 0.1 | ||||||||||
431,000 | Barrick Gold Corp., 4.100%, 05/01/23 | 466,912 | 0.0 | |||||||||||
1,200,000 | #,L | Corp Nacional del Cobre de Chile, 4.500%, 09/16/25 | 1,266,083 | 0.0 | ||||||||||
2,020,000 | Eastman Chemical Co., 2.700%, 01/15/20 | 2,073,732 | 0.1 | |||||||||||
1,861,000 | # | Georgia-Pacific LLC, 2.539%, 11/15/19 | 1,903,072 | 0.1 | ||||||||||
1,960,000 | # | Georgia-Pacific LLC, 3.163%, 11/15/21 | 2,050,822 | 0.1 | ||||||||||
1,334,000 | # | Georgia-Pacific LLC, 3.734%, 07/15/23 | 1,430,934 | 0.0 | ||||||||||
2,834,000 | # | Glencore Funding LLC, 2.875%, 04/16/20 | 2,813,669 | 0.1 | ||||||||||
1,126,000 | Goldcorp, Inc., 3.700%, 03/15/23 | 1,170,640 | 0.0 | |||||||||||
1,770,000 | # | Mexichem SAB de CV, 4.875%, 09/19/22 | 1,891,688 | 0.0 | ||||||||||
2,810,000 | PolyOne Corp., 5.250%, 03/15/23 | 2,922,737 | 0.1 | |||||||||||
23,810,148 | 0.7 | |||||||||||||
Communications: 4.4% | ||||||||||||||
3,132,000 | 21st Century Fox America, Inc., 3.000%, 09/15/22 | 3,266,241 | 0.1 | |||||||||||
2,455,000 | Alibaba Group Holding Ltd, 3.600%, 11/28/24 | 2,575,622 | 0.1 | |||||||||||
800,000 | # | Altice Financing SA, 6.625%, 02/15/23 | 824,000 | 0.0 | ||||||||||
3,627,000 | AT&T, Inc., 2.800%, 02/17/21 | 3,735,995 | 0.1 | |||||||||||
2,636,000 | AT&T, Inc., 3.600%, 02/17/23 | 2,783,287 | 0.1 | |||||||||||
4,854,000 | AT&T, Inc., 3.800%, 03/15/22 | 5,205,900 | 0.2 | |||||||||||
6,915,000 | AT&T, Inc., 4.125%, 02/17/26 | 7,491,082 | 0.2 | |||||||||||
1,081,000 | # | AT&T, Inc., 4.550%, 03/09/49 | 1,092,800 | 0.0 | ||||||||||
5,358,000 | AT&T, Inc., 4.800%, 06/15/44 | 5,659,580 | 0.2 | |||||||||||
1,500,000 | AT&T, Inc., 5.150%, 03/15/42 | 1,637,199 | 0.0 | |||||||||||
104,000 | AT&T, Inc., 5.350%, 09/01/40 | 117,159 | 0.0 | |||||||||||
3,707,000 | CBS Corp., 2.900%, 01/15/27 | 3,624,727 | 0.1 | |||||||||||
1,952,000 | CBS Corp., 4.600%, 01/15/45 | 2,015,938 | 0.1 | |||||||||||
1,000,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 02/15/23 | 1,045,000 | 0.0 | |||||||||||
475,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 09/01/23 | 504,094 | 0.0 |
920,000 | CenturyLink, Inc., 6.750%, 12/01/23 | 960,250 | 0.0 | |||||||||||
2,459,000 | # | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/22 | 2,658,654 | 0.1 | ||||||||||
4,885,000 | # | Charter Communications Operating LLC 4.908, 4.908%, 07/23/25 | 5,402,458 | 0.2 | ||||||||||
2,350,000 | Cisco Systems, Inc., 2.200%, 09/20/23 | 2,370,828 | 0.1 | |||||||||||
2,940,000 | Cisco Systems, Inc., 2.500%, 09/20/26 | 2,977,794 | 0.1 | |||||||||||
5,472,000 | Cisco Systems, Inc., 2.450%, 06/15/20 | 5,652,866 | 0.2 | |||||||||||
2,445,000 | Comcast Corp., 2.350%, 01/15/27 | 2,410,623 | 0.1 | |||||||||||
4,941,000 | Comcast Corp., 3.150%, 03/01/26 | 5,234,999 | 0.2 | |||||||||||
2,000,000 | L | CSC Holdings LLC, 5.250%, 06/01/24 | 1,905,000 | 0.1 | ||||||||||
1,683,000 | Digicel Ltd., 6.000%, 04/15/21 | 1,506,285 | 0.0 | |||||||||||
707,000 | # | Digicel Ltd., 6.750%, 03/01/23 | 632,765 | 0.0 | ||||||||||
510,000 | DISH DBS Corp., 4.250%, 04/01/18 | 524,025 | 0.0 | |||||||||||
1,500,000 | DISH DBS Corp., 5.875%, 07/15/22 | 1,548,750 | 0.0 | |||||||||||
1,605,000 | eBay, Inc., 3.450%, 08/01/24 | 1,670,174 | 0.1 | |||||||||||
1,480,000 | eBay, Inc., 3.800%, 03/09/22 | 1,584,717 | 0.0 | |||||||||||
3,809,000 | eBay, Inc., 4.000%, 07/15/42 | 3,511,330 | 0.1 | |||||||||||
1,380,000 | #,L | Millicom International Cellular SA, 4.750%, 05/22/20 | 1,400,769 | 0.0 | ||||||||||
2,000,000 | # | Millicom International Cellular SA, 6.625%, 10/15/21 | 2,092,500 | 0.1 | ||||||||||
1,525,000 | Netflix, Inc., 5.750%, 03/01/24 | 1,647,000 | 0.1 | |||||||||||
1,000,000 | # | Nielsen Finance LLC / Nielsen Finance Co., 5.000%, 04/15/22 | 1,036,250 | 0.0 | ||||||||||
860,000 | Scripps Networks Interactive, Inc., 2.750%, 11/15/19 | 883,526 | 0.0 | |||||||||||
3,000,000 | # | Sinclair Television Group, Inc., 5.625%, 08/01/24 | 3,075,000 | 0.1 | ||||||||||
2,035,000 | TEGNA, Inc., 6.375%, 10/15/23 | 2,195,256 | 0.1 | |||||||||||
625,000 | Telefonica Emisiones SAU, 3.192%, 04/27/18 | 639,974 | 0.0 | |||||||||||
2,600,000 | # | Telefonica Chile SA, 3.875%, 10/12/22 | 2,698,332 | 0.1 | ||||||||||
2,131,000 | Time Warner Cable LLC, 5.500%, 09/01/41 | 2,287,302 | 0.1 | |||||||||||
2,566,000 | Time Warner Cable LLC, 5.875%, 11/15/40 | 2,864,847 | 0.1 | |||||||||||
1,881,000 | Time Warner Cable, Inc., 5.350%, 12/15/43 | 2,252,048 | 0.1 | |||||||||||
2,812,000 | Time Warner, Inc., 4.050%, 12/15/23 | 3,103,694 | 0.1 | |||||||||||
2,350,000 | Time Warner, Inc., 4.850%, 07/15/45 | 2,644,077 | 0.1 |
See Accompanying Notes to Financial Statements
18 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
1,251,000 | Time Warner, Inc., 6.500%, 11/15/36 | 1,624,965 | 0.0 | |||||||||||
1,000,000 | T-Mobile USA, Inc., 5.250%, 09/01/18 | 1,015,000 | 0.0 | |||||||||||
1,435,000 | T-Mobile USA, Inc., 6.625%, 04/01/23 | 1,546,213 | 0.0 | |||||||||||
1,395,000 | # | Univision Communications, Inc., 5.125%, 02/15/25 | 1,408,950 | 0.0 | ||||||||||
2,350,000 | # | UPCB Finance IV Ltd., 5.375%, 01/15/25 | 2,372,678 | 0.1 | ||||||||||
2,500,000 | Verizon Communications, Inc., 2.625%, 08/15/26 | 2,458,270 | 0.1 | |||||||||||
4,701,000 | Verizon Communications, Inc., 3.000%, 11/01/21 | 4,924,890 | 0.1 | |||||||||||
4,186,000 | Verizon Communications, Inc., 3.500%, 11/01/24 | 4,475,140 | 0.1 | |||||||||||
7,358,000 | Verizon Communications, Inc., 4.150%, 03/15/24 | 8,138,507 | 0.2 | |||||||||||
1,042,000 | Verizon Communications, Inc., 4.862%, 08/21/46 | 1,174,914 | 0.0 | |||||||||||
1,206,000 | Verizon Communications, Inc., 5.012%, 08/21/54 | 1,341,367 | 0.0 | |||||||||||
2,897,000 | Verizon Communications, Inc., 5.050%, 03/15/34 | 3,271,724 | 0.1 | |||||||||||
4,814,000 | Verizon Communications, Inc., 5.150%, 09/15/23 | 5,611,184 | 0.2 | |||||||||||
609,000 | Walt Disney Co., 3.000%, 07/30/46 | 574,085 | 0.0 | |||||||||||
150,888,604 | 4.4 | |||||||||||||
Consumer, Cyclical: 1.9% | ||||||||||||||
2,460,000 | American Airlines 2016-2 Class AA Pass Through Trust, 3.200%, 12/15/29 | 2,521,746 | 0.1 | |||||||||||
2,680,000 | # | BMW US Capital LLC, 2.250%, 09/15/23 | 2,673,431 | 0.1 | ||||||||||
500,000 | Cedar Fair L.P. / Canada's Wonderland Co. / Magnum Management Corp., 5.375%, 06/01/24 | 530,000 | 0.0 | |||||||||||
2,074,000 | CVS Health Corp., 3.500%, 07/20/22 | 2,223,017 | 0.1 | |||||||||||
3,709,000 | CVS Health Corp., 5.125%, 07/20/45 | 4,540,436 | 0.1 | |||||||||||
1,466,000 | Ford Motor Co., 4.750%, 01/15/43 | 1,533,992 | 0.0 | |||||||||||
2,091,000 | Ford Motor Credit Co. LLC, 2.597%, 11/04/19 | 2,125,194 | 0.1 | |||||||||||
3,020,000 | Ford Motor Credit Co. LLC, 4.134%, 08/04/25 | 3,193,934 | 0.1 | |||||||||||
1,065,000 | Ford Motor Credit Co. LLC, 8.125%, 01/15/20 | 1,258,750 | 0.0 | |||||||||||
1,335,000 | General Motors Co., 4.875%, 10/02/23 | 1,449,193 | 0.0 | |||||||||||
1,755,000 | General Motors Financial Co., Inc., 3.100%, 01/15/19 | 1,789,796 | 0.1 | |||||||||||
3,360,000 | General Motors Financial Co., Inc., 3.200%, 07/06/21 | 3,405,179 | 0.1 | |||||||||||
2,640,000 | General Motors Financial Co., Inc., 4.200%, 03/01/21 | 2,781,161 | 0.1 | |||||||||||
2,666,000 | General Motors Financial Co., Inc., 4.300%, 07/13/25 | 2,753,090 | 0.1 | |||||||||||
576,000 | Kohl's Corp., 5.550%, 07/17/45 | 568,014 | 0.0 |
3,560,000 | Lowe's Cos, Inc., 3.700%, 04/15/46 | 3,671,674 | 0.1 | |||||||||||
4,051,000 | McDonald's Corp., 4.875%, 12/09/45 | 4,732,694 | 0.1 | |||||||||||
2,292,000 | MDC Holdings, Inc., 6.000%, 01/15/43 | 2,081,136 | 0.1 | |||||||||||
1,445,000 | # | Nemak SA de CV, 5.500%, 02/28/23 | 1,479,680 | 0.0 | ||||||||||
1,528,000 | Newell Rubbermaid, Inc., 2.150%, 10/15/18 | 1,550,433 | 0.1 | |||||||||||
2,400,000 | Newell Rubbermaid, Inc., 4.200%, 04/01/26 | 2,618,450 | 0.1 | |||||||||||
335,000 | Ryland Group, Inc., 6.625%, 05/01/20 | 376,456 | 0.0 | |||||||||||
863,000 | Toll Brothers Finance Corp., 6.750%, 11/01/19 | 975,190 | 0.0 | |||||||||||
2,230,000 | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/30 | 2,283,186 | 0.1 | |||||||||||
3,940,000 | United Airlines 2016-2 Class A Pass Through Trust, 3.100%, 04/07/30 | 3,957,336 | 0.1 | |||||||||||
5,930,000 | United Airlines 2016-2 Class AA Pass Through Trust, 2.875%, 04/07/30 | 5,930,000 | 0.2 | |||||||||||
63,003,168 | 1.9 | |||||||||||||
Consumer, Non-cyclical: 6.6% | ||||||||||||||
2,500,000 | AbbVie, Inc., 2.850%, 05/14/23 | 2,542,527 | 0.1 | |||||||||||
1,510,000 | AbbVie, Inc., 3.200%, 11/06/22 | 1,574,619 | 0.0 | |||||||||||
3,030,000 | AbbVie, Inc., 3.200%, 05/14/26 | 3,075,535 | 0.1 | |||||||||||
3,480,000 | AbbVie, Inc., 4.450%, 05/14/46 | 3,658,865 | 0.1 | |||||||||||
770,000 | Actavis Funding SCS, 3.450%, 03/15/22 | 809,415 | 0.0 | |||||||||||
2,416,000 | Aetna, Inc., 2.800%, 06/15/23 | 2,471,532 | 0.1 | |||||||||||
4,219,000 | Aetna, Inc., 4.375%, 06/15/46 | 4,447,885 | 0.1 | |||||||||||
3,070,000 | Amgen, Inc., 2.600%, 08/19/26 | 3,029,485 | 0.1 | |||||||||||
1,401,000 | Amsurg Corp., 5.625%, 07/15/22 | 1,437,776 | 0.0 | |||||||||||
12,564,000 | Anheuser-Busch InBev Finance, Inc., 3.650%, 02/01/26 | 13,480,669 | 0.4 | |||||||||||
4,161,000 | Anheuser-Busch InBev Finance, Inc., 4.700%, 02/01/36 | 4,804,249 | 0.1 | |||||||||||
2,773,000 | Automatic Data Processing, Inc., 2.250%, 09/15/20 | 2,861,658 | 0.1 | |||||||||||
2,920,000 | Automatic Data Processing, Inc., 3.375%, 09/15/25 | 3,197,418 | 0.1 | |||||||||||
2,180,000 | # | BAT International Finance PLC, 3.500%, 06/15/22 | 2,342,635 | 0.1 | ||||||||||
4,370,000 | Baxter International, Inc., 2.600%, 08/15/26 | 4,331,780 | 0.1 | |||||||||||
2,506,000 | # | Bayer US Finance LLC, 3.000%, 10/08/21 | 2,626,260 | 0.1 | ||||||||||
1,983,000 | Becton Dickinson & Co., 2.675%, 12/15/19 | 2,049,264 | 0.1 | |||||||||||
1,983,000 | Becton Dickinson and Co., 1.800%, 12/15/17 | 1,993,270 | 0.1 |
See Accompanying Notes to Financial Statements
19 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
3,710,000 | Biogen, Inc., 4.050%, 09/15/25 | 4,049,031 | 0.1 | |||||||||||
1,882,000 | Cardinal Health, Inc., 2.400%, 11/15/19 | 1,925,275 | 0.1 | |||||||||||
3,463,000 | Celgene Corp., 2.250%, 05/15/19 | 3,523,803 | 0.1 | |||||||||||
1,240,000 | Danaher Corp., 3.350%, 09/15/25 | 1,350,552 | 0.0 | |||||||||||
1,680,000 | Express Scripts Holding Co., 3.400%, 03/01/27 | 1,694,273 | 0.1 | |||||||||||
2,430,000 | Express Scripts Holding Co., 3.000%, 07/15/23 | 2,472,610 | 0.1 | |||||||||||
3,107,000 | General Mills, Inc., 2.200%, 10/21/19 | 3,172,719 | 0.1 | |||||||||||
2,910,000 | Gilead Sciences, Inc., 2.950%, 03/01/27 | 2,946,465 | 0.1 | |||||||||||
6,850,000 | Gilead Sciences, Inc., 4.150%, 03/01/47 | 7,058,350 | 0.2 | |||||||||||
1,005,000 | HCA, Inc., 5.250%, 04/15/25 | 1,074,094 | 0.0 | |||||||||||
1,500,000 | HCA, Inc., 5.875%, 03/15/22 | 1,665,000 | 0.1 | |||||||||||
2,695,000 | HealthSouth Corp., 5.125%, 03/15/23 | 2,701,737 | 0.1 | |||||||||||
1,153,000 | Humana, Inc., 3.150%, 12/01/22 | 1,198,754 | 0.0 | |||||||||||
2,030,000 | # | Imperial Brands Finance PLC, 2.950%, 07/21/20 | 2,097,912 | 0.1 | ||||||||||
2,290,000 | # | Imperial Brands Finance PLC, 3.750%, 07/21/22 | 2,433,253 | 0.1 | ||||||||||
1,300,000 | # | JBS USA LLC / JBS USA Finance, Inc., 5.750%, 06/15/25 | 1,283,750 | 0.0 | ||||||||||
2,640,000 | Johnson & Johnson, 2.450%, 03/01/26 | 2,718,178 | 0.1 | |||||||||||
3,120,000 | Kraft Heinz Foods Co., 2.800%, 07/02/20 | 3,236,332 | 0.1 | |||||||||||
2,562,000 | Kraft Heinz Foods Co., 3.950%, 07/15/25 | 2,778,548 | 0.1 | |||||||||||
4,578,000 | Kraft Heinz Foods Co., 4.375%, 06/01/46 | 4,876,614 | 0.1 | |||||||||||
3,781,000 | Kroger Co., 2.300%, 01/15/19 | 3,851,293 | 0.1 | |||||||||||
3,840,000 | Kroger Co., 2.650%, 10/15/26 | 3,826,464 | 0.1 | |||||||||||
4,638,000 | Laboratory Corp. of America Holdings, 2.625%, 02/01/20 | 4,728,979 | 0.1 | |||||||||||
3,944,000 | Laboratory Corp. of America Holdings, 3.200%, 02/01/22 | 4,112,776 | 0.1 | |||||||||||
2,289,000 | McKesson Corp., 2.284%, 03/15/19 | 2,330,676 | 0.1 | |||||||||||
1,670,000 | Mead Johnson Nutrition Co., 3.000%, 11/15/20 | 1,741,119 | 0.1 | |||||||||||
2,493,000 | Medtronic, Inc., 3.150%, 03/15/22 | 2,651,233 | 0.1 | |||||||||||
4,121,000 | Medtronic, Inc., 3.500%, 03/15/25 | 4,445,187 | 0.1 | |||||||||||
1,155,000 | Medtronic, Inc., 3.625%, 03/15/24 | 1,258,834 | 0.0 | |||||||||||
3,094,000 | Medtronic, Inc., 4.375%, 03/15/35 | 3,519,970 | 0.1 | |||||||||||
5,080,000 | Merck & Co., Inc., 2.350%, 02/10/22 | 5,231,237 | 0.2 | |||||||||||
2,463,000 | # | Mylan NV, 3.150%, 06/15/21 | 2,512,100 | 0.1 | ||||||||||
1,690,000 | # | Mylan NV, 3.750%, 12/15/20 | 1,766,783 | 0.1 |
2,578,000 | # | Mylan NV, 3.950%, 06/15/26 | 2,603,966 | 0.1 | ||||||||||
4,940,000 | PepsiCo, Inc., 4.450%, 04/14/46 | 5,859,769 | 0.2 | |||||||||||
3,486,000 | Pfizer, Inc., 2.750%, 06/03/26 | 3,609,983 | 0.1 | |||||||||||
3,414,000 | Pfizer, Inc., 4.400%, 05/15/44 | 3,964,180 | 0.1 | |||||||||||
4,212,000 | Philip Morris International, Inc., 4.250%, 11/10/44 | 4,699,442 | 0.1 | |||||||||||
1,160,000 | Reynolds American, Inc., 4.450%, 06/12/25 | 1,297,260 | 0.0 | |||||||||||
2,545,000 | Reynolds American, Inc., 5.700%, 08/15/35 | 3,161,033 | 0.1 | |||||||||||
2,784,000 | Reynolds American, Inc., 5.850%, 08/15/45 | 3,627,772 | 0.1 | |||||||||||
1,369,000 | RR Donnelley & Sons Co., 6.500%, 11/15/23 | 1,392,957 | 0.0 | |||||||||||
7,690,000 | Shire Acquisitions Investments Ireland DAC, 2.875%, 09/23/23 | 7,737,263 | 0.2 | |||||||||||
2,232,000 | St Jude Medical, Inc., 2.800%, 09/15/20 | 2,302,993 | 0.1 | |||||||||||
1,360,000 | Sysco Corp., 1.900%, 04/01/19 | 1,371,651 | 0.0 | |||||||||||
1,360,000 | Sysco Corp., 2.500%, 07/15/21 | 1,390,782 | 0.0 | |||||||||||
2,480,000 | Sysco Corp., 2.600%, 10/01/20 | 2,555,638 | 0.1 | |||||||||||
2,070,000 | Teva Pharmaceutical Finance Netherlands III BV, 2.800%, 07/21/23 | 2,079,193 | 0.1 | |||||||||||
3,760,000 | Teva Pharmaceutical Finance Netherlands III BV, 3.150%, 10/01/26 | 3,787,963 | 0.1 | |||||||||||
2,680,000 | Thermo Fisher Scientific, Inc., 2.950%, 09/19/26 | 2,676,937 | 0.1 | |||||||||||
3,000,000 | # | Universal Health Services, Inc., 4.750%, 08/01/22 | 3,105,000 | 0.1 | ||||||||||
1,000,000 | # | Valeant Pharmaceuticals International, Inc., 5.625%, 12/01/21 | 897,500 | 0.0 | ||||||||||
915,000 | # | Valeant Pharmaceuticals International, 7.250%, 07/15/22 | 853,237 | 0.0 | ||||||||||
1,000,000 | # | VPI Escrow Corp., 6.375%, 10/15/20 | 942,500 | 0.0 | ||||||||||
1,753,000 | # | WM Wrigley Jr Co., 2.400%, 10/21/18 | 1,782,258 | 0.1 | ||||||||||
3,050,000 | Zimmer Biomet Holdings, Inc., 4.450%, 08/15/45 | 3,144,007 | 0.1 | |||||||||||
1,267,000 | Zoetis, Inc., 1.875%, 02/01/18 | 1,271,376 | 0.0 | |||||||||||
223,083,403 | 6.6 | |||||||||||||
Diversified: 0.1% | ||||||||||||||
4,619,000 | Brixmor Operating Partnership LP, 3.875%, 08/15/22 | 4,848,444 | 0.1 | |||||||||||
Energy: 3.4% | ||||||||||||||
2,470,000 | Anadarko Petroleum Corp., 4.850%, 03/15/21 | 2,663,554 | 0.1 | |||||||||||
870,000 | Antero Resources Corp., 5.375%, 11/01/21 | 885,225 | 0.0 | |||||||||||
850,000 | Antero Resources Corp., 5.625%, 06/01/23 | 870,187 | 0.0 | |||||||||||
5,049,000 | Boardwalk Pipelines L.P., 5.950%, 06/01/26 | 5,595,367 | 0.2 |
See Accompanying Notes to Financial Statements
20 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
3,930,000 | BP Capital Markets PLC, 2.315%, 02/13/20 | 4,012,683 | 0.1 | |||||||||||
1,876,000 | BP Capital Markets PLC, 3.062%, 03/17/22 | 1,966,592 | 0.1 | |||||||||||
2,220,000 | BP Capital Markets PLC, 3.119%, 05/04/26 | 2,282,908 | 0.1 | |||||||||||
5,268,000 | Cenovus Energy, Inc., 3.800%, 09/15/23 | 5,222,253 | 0.2 | |||||||||||
3,211,000 | Chevron Corp., 2.100%, 05/16/21 | 3,266,435 | 0.1 | |||||||||||
3,393,000 | Chevron Corp., 2.419%, 11/17/20 | 3,490,942 | 0.1 | |||||||||||
4,550,000 | Chevron Corp., 2.954%, 05/16/26 | 4,710,246 | 0.1 | |||||||||||
2,120,000 | Columbia Pipeline Group, Inc., 4.500%, 06/01/25 | 2,307,983 | 0.1 | |||||||||||
2,540,000 | L | ConocoPhillips Co., 4.950%, 03/15/26 | 2,868,935 | 0.1 | ||||||||||
400,000 | # | Empresa Nacional del Petroleo, 3.750%, 08/05/26 | 405,663 | 0.0 | ||||||||||
1,652,000 | Enable Midstream Partners L.P., 3.900%, 05/15/24 | 1,543,804 | 0.0 | |||||||||||
1,402,000 | Enable Midstream Partners L.P., 5.000%, 05/15/44 | 1,206,033 | 0.0 | |||||||||||
1,523,000 | Enbridge Energy Partners L.P., 9.875%, 03/01/19 | 1,774,351 | 0.1 | |||||||||||
891,000 | Enbridge, Inc., 3.500%, 06/10/24 | 887,040 | 0.0 | |||||||||||
1,070,000 | Energy Transfer Equity L.P., 7.500%, 10/15/20 | 1,179,675 | 0.0 | |||||||||||
1,217,000 | Energy Transfer Partners L.P., 4.650%, 06/01/21 | 1,297,484 | 0.0 | |||||||||||
1,244,000 | Energy Transfer Partners L.P., 9.700%, 03/15/19 | 1,427,952 | 0.0 | |||||||||||
2,170,000 | Enterprise Products Operating LLC, 3.700%, 02/15/26 | 2,239,473 | 0.1 | |||||||||||
1,270,000 | Enterprise Products Operating LLC, 3.750%, 02/15/25 | 1,319,169 | 0.0 | |||||||||||
2,020,000 | Enterprise Products Operating LLC, 4.900%, 05/15/46 | 2,136,643 | 0.1 | |||||||||||
2,120,000 | Exxon Mobil Corp., 2.726%, 03/01/23 | 2,197,685 | 0.1 | |||||||||||
2,513,000 | Exxon Mobil Corp., 3.043%, 03/01/26 | 2,634,267 | 0.1 | |||||||||||
3,000,000 | Hess Corp., 4.300%, 04/01/27 | 3,030,984 | 0.1 | |||||||||||
2,050,000 | Hess Corp., 5.800%, 04/01/47 | 2,105,625 | 0.1 | |||||||||||
285,000 | # | Hilcorp Energy I L.P./Hilcorp Finance Co., 5.000%, 12/01/24 | 274,313 | 0.0 | ||||||||||
1,270,000 | Kinder Morgan Energy Partners L.P., 4.250%, 09/01/24 | 1,309,961 | 0.0 | |||||||||||
1,843,000 | Kinder Morgan Energy Partners L.P., 4.300%, 05/01/24 | 1,909,866 | 0.1 | |||||||||||
1,766,000 | Kinder Morgan Energy Partners L.P., 5.400%, 09/01/44 | 1,780,654 | 0.1 | |||||||||||
3,848,000 | L | Kinder Morgan, Inc./DE, 4.300%, 06/01/25 | 4,008,515 | 0.1 |
1,310,000 | Kinder Morgan, Inc./DE, 5.050%, 02/15/46 | 1,254,971 | 0.0 | |||||||||||
863,000 | Marathon Petroleum Corp., 5.000%, 09/15/54 | 761,635 | 0.0 | |||||||||||
2,254,000 | Marathon Petroleum Corp., 6.500%, 03/01/41 | 2,477,090 | 0.1 | |||||||||||
3,118,000 | Occidental Petroleum Corp., 3.500%, 06/15/25 | 3,325,272 | 0.1 | |||||||||||
1,145,000 | Regency Energy Partners L.P., 4.500%, 11/01/23 | 1,154,915 | 0.0 | |||||||||||
1,005,000 | Regency Energy Partners L.P., 5.500%, 04/15/23 | 1,038,684 | 0.0 | |||||||||||
2,350,000 | Shell International Finance BV, 2.250%, 11/10/20 | 2,395,179 | 0.1 | |||||||||||
3,840,000 | Shell International Finance BV, 3.250%, 05/11/25 | 4,052,260 | 0.1 | |||||||||||
2,042,000 | Shell International Finance BV, 4.375%, 05/11/45 | 2,211,029 | 0.1 | |||||||||||
5,726,000 | Shell International Finance BV, 4.000%, 05/10/46 | 5,888,847 | 0.2 | |||||||||||
4,025,000 | Statoil ASA, 2.450%, 01/17/23 | 4,108,583 | 0.1 | |||||||||||
850,000 | Sunoco Logistics Partners Operations L.P., 4.250%, 04/01/24 | 884,733 | 0.0 | |||||||||||
910,000 | Sunoco Logistics Partners Operations L.P., 5.350%, 05/15/45 | 935,232 | 0.0 | |||||||||||
4,626,000 | Williams Partners L.P., 3.600%, 03/15/22 | 4,712,354 | 0.1 | |||||||||||
3,250,000 | # | YPF SA, 8.500%, 03/23/21 | 3,635,125 | 0.1 | ||||||||||
2,600,000 | # | YPF SA, 8.875%, 12/19/18 | 2,886,000 | 0.1 | ||||||||||
116,534,376 | 3.4 | |||||||||||||
Financial: 11.5% | ||||||||||||||
5,174,000 | # | ABN AMRO Bank NV, 2.450%, 06/04/20 | 5,285,510 | 0.2 | ||||||||||
3,270,000 | #,L | ABN AMRO Bank NV, 4.800%, 04/18/26 | 3,480,513 | 0.1 | ||||||||||
3,513,600 | Aegon NV, 1.428%, 07/29/49 | 2,312,089 | 0.1 | |||||||||||
2,194,000 | American International Group, Inc., 3.750%, 07/10/25 | 2,306,673 | 0.1 | |||||||||||
3,299,000 | American International Group, Inc., 4.500%, 07/16/44 | 3,381,973 | 0.1 | |||||||||||
88,000 | American International Group, Inc., 8.175%, 05/15/68 | 117,986 | 0.0 | |||||||||||
3,630,000 | Air Lease Corp., 3.000%, 09/15/23 | 3,597,802 | 0.1 | |||||||||||
4,646,000 | American Tower Corp., 3.500%, 01/31/23 | 4,854,433 | 0.1 | |||||||||||
5,270,000 | # | Athene Global Funding, 2.875%, 10/23/18 | 5,259,523 | 0.2 | ||||||||||
3,847,000 | AvalonBay Communities, Inc., 2.900%, 10/15/26 | 3,839,610 | 0.1 | |||||||||||
400,000 | # | Banco de Reservas de LA Republica Dominicana, 7.000%, 02/01/23 | 414,000 | 0.0 | ||||||||||
1,741,000 | Bank of America Corp., 2.625%, 10/19/20 | 1,778,485 | 0.1 | |||||||||||
4,370,000 | Bank of America Corp., 3.875%, 08/01/25 | 4,680,025 | 0.1 | |||||||||||
1,760,000 | Bank of America Corp., 3.950%, 04/21/25 | 1,826,282 | 0.1 | |||||||||||
4,076,000 | Bank of America Corp., 4.250%, 10/22/26 | 4,322,296 | 0.1 |
See Accompanying Notes to Financial Statements
21 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
3,564,000 | Bank of America Corp., 4.200%, 08/26/24 | 3,775,060 | 0.1 | |||||||||||
1,725,000 | Bank of America Corp., 4.000%, 04/01/24 | 1,862,843 | 0.1 | |||||||||||
1,100,000 | Bank of America Corp., 4.750%, 04/21/45 | 1,183,732 | 0.0 | |||||||||||
1,780,000 | Bank of Montreal, 1.500%, 07/18/19 | 1,776,828 | 0.1 | |||||||||||
3,541,000 | Bank of New York Mellon Corp., 2.050%, 05/03/21 | 3,567,579 | 0.1 | |||||||||||
3,850,000 | Bank of New York Mellon Corp., 4.625%, 12/29/49 | 3,801,875 | 0.1 | |||||||||||
3,158,000 | # | Barclays Bank PLC, 6.050%, 12/04/17 | 3,303,985 | 0.1 | ||||||||||
5,875,000 | Barclays PLC, 3.250%, 01/12/21 | 5,987,906 | 0.2 | |||||||||||
3,718,000 | # | BNP Paribas SA, 4.375%, 09/28/25 | 3,816,627 | 0.1 | ||||||||||
3,800,000 | Boston Properties L.P., 2.750%, 10/01/26 | 3,732,079 | 0.1 | |||||||||||
1,333,000 | BPCE SA, 2.500%, 12/10/18 | 1,360,079 | 0.0 | |||||||||||
3,034,000 | # | BPCE SA, 5.150%, 07/21/24 | 3,198,027 | 0.1 | ||||||||||
2,111,000 | # | BPCE SA, 5.700%, 10/22/23 | 2,302,875 | 0.1 | ||||||||||
3,580,000 | Capital One Financial Corp., 3.750%, 07/28/26 | 3,606,467 | 0.1 | |||||||||||
2,580,000 | Capital One NA/Mclean VA, 1.650%, 02/05/18 | 2,583,754 | 0.1 | |||||||||||
3,620,000 | Chubb INA Holdings, Inc., 2.300%, 11/03/20 | 3,716,480 | 0.1 | |||||||||||
2,070,000 | Citigroup, Inc., 4.125%, 07/25/28 | 2,117,790 | 0.1 | |||||||||||
5,026,000 | Citigroup, Inc., 4.450%, 09/29/27 | 5,274,586 | 0.2 | |||||||||||
4,457,000 | Citigroup, Inc., 5.500%, 09/13/25 | 5,094,908 | 0.1 | |||||||||||
4,462,000 | Citizens Bank NA/Providence RI, 2.450%, 12/04/19 | 4,530,510 | 0.1 | |||||||||||
1,147,000 | # | Citizens Financial Group, Inc., 4.150%, 09/28/22 | 1,188,948 | 0.0 | ||||||||||
6,168,000 | # | Commonwealth Bank of Australia, 2.850%, 05/18/26 | 6,261,371 | 0.2 | ||||||||||
3,282,000 | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 4.375%, 08/04/25 | 3,471,752 | 0.1 | |||||||||||
1,660,000 | # | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 11.000%, 12/29/49 | 2,016,900 | 0.1 | ||||||||||
3,040,000 | Cooperatieve Rabobank UA/NY, 2.500%, 01/19/21 | 3,119,557 | 0.1 | |||||||||||
2,776,000 | # | Credit Suisse AG, 6.500%, 08/08/23 | 3,018,900 | 0.1 | ||||||||||
2,699,000 | Credit Suisse Group Funding Guernsey Ltd., 3.750%, 03/26/25 | 2,687,899 | 0.1 | |||||||||||
3,190,000 | Credit Suisse Group Funding Guernsey Ltd., 3.800%, 09/15/22 | 3,263,450 | 0.1 | |||||||||||
2,220,000 | # | Credit Suisse Group Funding Guernsey Ltd, 3.450%, 04/16/21 | 2,267,708 | 0.1 |
3,014,000 | Credit Suisse/New York NY, 1.750%, 01/29/18 | 3,014,983 | 0.1 | |||||||||||
4,567,000 | Discover Bank/Greenwood DE, 2.000%, 02/21/18 | 4,583,135 | 0.1 | |||||||||||
805,000 | Discover Financial Services, 3.850%, 11/21/22 | 836,303 | 0.0 | |||||||||||
2,463,000 | Equinix, Inc., 5.375%, 04/01/23 | 2,595,386 | 0.1 | |||||||||||
2,325,000 | Equity One, Inc., 3.750%, 11/15/22 | 2,415,766 | 0.1 | |||||||||||
4,104,000 | Fifth Third Bancorp, 4.500%, 06/01/18 | 4,266,884 | 0.1 | |||||||||||
1,516,000 | GE Capital International Funding Co. Unlimited Co., 2.342%, 11/15/20 | 1,558,081 | 0.0 | |||||||||||
2,200,000 | Goldman Sachs Group, Inc., 2.625%, 04/25/21 | 2,239,235 | 0.1 | |||||||||||
3,405,000 | Goldman Sachs Group, Inc., 2.600%, 04/23/20 | 3,463,743 | 0.1 | |||||||||||
1,994,000 | Goldman Sachs Group, Inc., 2.750%, 09/15/20 | 2,044,494 | 0.1 | |||||||||||
2,048,000 | Goldman Sachs Group, Inc., 2.900%, 07/19/18 | 2,095,933 | 0.1 | |||||||||||
4,980,000 | Goldman Sachs Group, Inc., 4.250%, 10/21/25 | 5,253,850 | 0.2 | |||||||||||
1,523,000 | Goldman Sachs Group, Inc., 5.150%, 05/22/45 | 1,671,293 | 0.0 | |||||||||||
998,000 | Goldman Sachs Group, Inc., 6.750%, 10/01/37 | 1,277,112 | 0.0 | |||||||||||
593,000 | Hartford Financial Services Group, Inc., 6.625%, 03/30/40 | 767,718 | 0.0 | |||||||||||
1,763,000 | # | HBOS PLC, 6.750%, 05/21/18 | 1,888,610 | 0.1 | ||||||||||
3,158,000 | HCP, Inc., 3.875%, 08/15/24 | 3,239,505 | 0.1 | |||||||||||
1,324,000 | HCP, Inc., 4.000%, 12/01/22 | 1,401,163 | 0.0 | |||||||||||
2,700,000 | HCP, Inc., 4.000%, 06/01/25 | 2,778,875 | 0.1 | |||||||||||
4,380,000 | HSBC Holdings PLC, 2.650%, 01/05/22 | 4,368,634 | 0.1 | |||||||||||
3,121,000 | Huntington Bancshares, Inc., 2.600%, 08/02/18 | 3,172,812 | 0.1 | |||||||||||
4,392,000 | Huntington National Bank, 2.200%, 11/06/18 | 4,448,841 | 0.1 | |||||||||||
2,100,000 | # | ICICI Bank Ltd./Dubai, 4.700%, 02/21/18 | 2,174,403 | 0.1 | ||||||||||
2,010,000 | # | ING Bank NV, 2.000%, 11/26/18 | 2,023,959 | 0.1 | ||||||||||
1,037,000 | # | International Lease Finance Corp., 7.125%, 09/01/18 | 1,134,219 | 0.0 | ||||||||||
1,366,000 | Intesa Sanpaolo SpA, 3.875%, 01/15/19 | 1,407,173 | 0.0 | |||||||||||
3,100,000 | Intesa Sanpaolo SpA, 5.250%, 01/12/24 | 3,350,697 | 0.1 | |||||||||||
3,268,000 | JPMorgan Chase & Co., 2.550%, 10/29/20 | 3,334,223 | 0.1 | |||||||||||
2,860,000 | JPMorgan Chase & Co., 2.550%, 03/01/21 | 2,914,460 | 0.1 | |||||||||||
3,256,000 | JPMorgan Chase & Co., 3.900%, 07/15/25 | 3,516,835 | 0.1 | |||||||||||
8,393,000 | JPMorgan Chase & Co., 4.125%, 12/15/26 | 8,979,948 | 0.3 | |||||||||||
1,755,000 | JPMorgan Chase & Co., 6.100%, 10/29/49 | 1,855,912 | 0.1 |
See Accompanying Notes to Financial Statements
22 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
1,643,000 | JPMorgan Chase & Co., 6.000%, 12/29/49 | 1,718,989 | 0.0 | |||||||||||
1,202,000 | JPMorgan Chase & Co., 6.125%, 12/29/49 | 1,272,990 | 0.0 | |||||||||||
2,989,000 | KeyBank NA/Cleveland OH, 2.250%, 03/16/20 | 3,041,173 | 0.1 | |||||||||||
4,600,000 | Kite Realty Group L.P., 4.000%, 10/01/26 | 4,648,870 | 0.1 | |||||||||||
2,876,000 | Manufacturers & Traders Trust Co., 2.100%, 02/06/20 | 2,904,070 | 0.1 | |||||||||||
3,294,000 | MetLife, Inc., 4.875%, 11/13/43 | 3,666,581 | 0.1 | |||||||||||
1,937,000 | Mitsubishi UFJ Financial Group, Inc., 2.527%, 09/13/23 | 1,947,198 | 0.1 | |||||||||||
2,710,000 | Mitsubishi UFJ Financial Group, Inc., 2.950%, 03/01/21 | 2,789,422 | 0.1 | |||||||||||
4,202,000 | # | Mitsubishi UFJ Trust & Banking Corp., 2.650%, 10/19/20 | 4,305,731 | 0.1 | ||||||||||
4,195,000 | #,L | Mizuho Bank Ltd., 2.150%, 10/20/18 | 4,231,996 | 0.1 | ||||||||||
3,490,000 | #,L | Mizuho Financial Group, Inc., 3.477%, 04/12/26 | 3,688,867 | 0.1 | ||||||||||
1,353,000 | Morgan Stanley, 2.125%, 04/25/18 | 1,364,851 | 0.0 | |||||||||||
1,631,000 | Morgan Stanley, 2.500%, 04/21/21 | 1,648,687 | 0.0 | |||||||||||
3,060,000 | Morgan Stanley, 3.125%, 07/27/26 | 3,097,023 | 0.1 | |||||||||||
2,240,000 | Morgan Stanley, 3.875%, 01/27/26 | 2,387,363 | 0.1 | |||||||||||
1,607,000 | Morgan Stanley, 3.950%, 04/23/27 | 1,676,101 | 0.0 | |||||||||||
3,600,000 | Morgan Stanley, 4.000%, 07/23/25 | 3,880,757 | 0.1 | |||||||||||
435,000 | MPT Operating Partnership L.P./MPT Finance Corp., 6.375%, 02/15/22 | 455,119 | 0.0 | |||||||||||
2,760,000 | MUFG Americas Holdings Corp., 2.250%, 02/10/20 | 2,793,319 | 0.1 | |||||||||||
3,620,000 | National Australia Bank Ltd./New York, 2.500%, 07/12/26 | 3,563,343 | 0.1 | |||||||||||
3,400,000 | # | New York Life Global Funding, 1.550%, 11/02/18 | 3,418,343 | 0.1 | ||||||||||
1,345,000 | # | Nordea Bank AB, 6.125%, 12/29/49 | 1,313,056 | 0.0 | ||||||||||
DKK 10 | Nordea Kredit Realkreditaktieselskab, 6.000%, 07/01/29 | – | – | |||||||||||
4,688,000 | Old Republic International Corp., 3.875%, 08/26/26 | 4,692,275 | 0.1 | |||||||||||
1,593,000 | PNC Bank NA, 2.250%, 07/02/19 | 1,624,116 | 0.0 | |||||||||||
2,218,000 | PNC Bank NA, 2.450%, 11/05/20 | 2,271,866 | 0.1 | |||||||||||
2,680,000 | Principal Financial Group, Inc., 3.400%, 05/15/25 | 2,757,696 | 0.1 | |||||||||||
3,120,000 | # | Principal Life Global Funding II, 2.625%, 11/19/20 | 3,199,292 | 0.1 | ||||||||||
2,705,000 | Royal Bank of Scotland Group PLC, 3.875%, 09/12/23 | 2,673,822 | 0.1 |
3,914,000 | Santander Bank NA, 2.000%, 01/12/18 | 3,915,382 | 0.1 | |||||||||||
3,112,000 | Santander UK PLC, 2.375%, 03/16/20 | 3,144,692 | 0.1 | |||||||||||
1,680,000 | # | Santander UK PLC, 5.000%, 11/07/23 | 1,756,534 | 0.1 | ||||||||||
2,893,000 | # | Scentre Group Trust 1 / Scentre Group Trust 2, 3.500%, 02/12/25 | 3,010,288 | 0.1 | ||||||||||
4,791,000 | Senior Housing Properties Trust, 3.250%, 05/01/19 | 4,833,400 | 0.1 | |||||||||||
3,900,000 | #,L | Societe Generale SA, 4.250%, 08/19/26 | 3,889,326 | 0.1 | ||||||||||
5,370,000 | # | Standard Chartered PLC, 4.300%, 02/19/27 | 5,359,013 | 0.2 | ||||||||||
5,429,000 | Sumitomo Mitsui Banking Corp., 2.450%, 01/16/20 | 5,534,855 | 0.2 | |||||||||||
4,040,000 | SunTrust Bank/Atlanta GA, 3.300%, 05/15/26 | 4,132,265 | 0.1 | |||||||||||
4,135,000 | Toronto-Dominion Bank, 3.625%, 09/15/31 | 4,157,250 | 0.1 | |||||||||||
1,470,000 | UBS AG/Stamford CT, 7.625%, 08/17/22 | 1,716,225 | 0.0 | |||||||||||
3,233,000 | # | UBS Group Funding Jersey Ltd., 3.000%, 04/15/21 | 3,324,242 | 0.1 | ||||||||||
4,262,000 | # | UBS Group Funding Jersey Ltd., 4.125%, 04/15/26 | 4,486,872 | 0.1 | ||||||||||
3,719,000 | # | UBS Group Funding Jersey Ltd., 4.125%, 09/24/25 | 3,907,059 | 0.1 | ||||||||||
4,540,000 | US Bancorp, 2.350%, 01/29/21 | 4,674,402 | 0.1 | |||||||||||
2,870,000 | US Bancorp, 2.375%, 07/22/26 | 2,828,241 | 0.1 | |||||||||||
3,574,000 | Visa, Inc., 3.150%, 12/14/25 | 3,782,042 | 0.1 | |||||||||||
1,240,000 | Washington Real Estate Investment Trust, 3.950%, 10/15/22 | 1,262,515 | 0.0 | |||||||||||
2,843,000 | # | WEA Finance LLC / Westfield UK & Europe Finance PLC, 2.700%, 09/17/19 | 2,916,474 | 0.1 | ||||||||||
2,181,000 | # | WEA Finance LLC / Westfield UK & Europe Finance PLC, 3.750%, 09/17/24 | 2,297,529 | 0.1 | ||||||||||
2,110,000 | Wells Fargo & Co., 3.900%, 05/01/45 | 2,182,282 | 0.1 | |||||||||||
2,540,000 | Wells Fargo & Co., 4.100%, 06/03/26 | 2,699,710 | 0.1 | |||||||||||
2,409,000 | Wells Fargo & Co., 5.900%, 12/29/49 | 2,499,337 | 0.1 | |||||||||||
2,030,000 | XLIT Ltd., 5.500%, 03/31/45 | 1,997,360 | 0.1 | |||||||||||
388,762,071 | 11.5 | |||||||||||||
Industrial: 0.6% | ||||||||||||||
960,000 | BNSF Funding Trust I, 6.613%, 12/15/55 | 1,110,125 | 0.0 | |||||||||||
2,449,000 | #,L | Cemex SAB de CV, 6.125%, 05/05/25 | 2,522,470 | 0.1 | ||||||||||
3,519,000 | General Electric Co., 5.000%, 12/29/49 | 3,746,503 | 0.1 | |||||||||||
3,120,000 | Lockheed Martin Corp., 2.500%, 11/23/20 | 3,224,021 | 0.1 |
See Accompanying Notes to Financial Statements
23 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
1,220,000 | #,L | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/23 | 1,312,263 | 0.0 | ||||||||||
4,185,000 | # | Siemens Financieringsmaatschappij NV, 2.350%, 10/15/26 | 4,141,484 | 0.1 | ||||||||||
2,712,000 | # | Siemens Financieringsmaatschappij NV, 3.300%, 09/15/46 | 2,657,982 | 0.1 | ||||||||||
1,457,000 | Thermo Fisher Scientific, Inc., 1.850%, 01/15/18 | 1,466,293 | 0.1 | |||||||||||
20,181,141 | 0.6 | |||||||||||||
Technology: 2.4% | ||||||||||||||
4,562,000 | Apple, Inc., 1.550%, 02/07/20 | 4,604,983 | 0.1 | |||||||||||
2,640,000 | Apple, Inc., 2.450%, 08/04/26 | 2,652,107 | 0.1 | |||||||||||
945,000 | Apple, Inc., 4.450%, 05/06/44 | 1,064,381 | 0.0 | |||||||||||
4,586,000 | Apple, Inc., 4.650%, 02/23/46 | 5,318,976 | 0.2 | |||||||||||
1,000,000 | Applied Materials, Inc., 2.625%, 10/01/20 | 1,035,992 | 0.0 | |||||||||||
2,110,000 | Applied Materials, Inc., 3.900%, 10/01/25 | 2,336,432 | 0.1 | |||||||||||
4,120,000 | # | Diamond 1 Finance Corp. /Diamond 2 Finance Corp., 4.420%, 06/15/21 | 4,310,674 | 0.1 | ||||||||||
4,358,000 | # | Diamond 1 Finance Corp. /Diamond 2 Finance Corp., 5.450%, 06/15/23 | 4,673,964 | 0.1 | ||||||||||
4,040,000 | # | Diamond 1 Finance Corp. /Diamond 2 Finance Corp., 6.020%, 06/15/26 | 4,439,645 | 0.1 | ||||||||||
1,622,000 | Fidelity National Information Services, Inc., 2.850%, 10/15/18 | 1,665,345 | 0.1 | |||||||||||
3,121,000 | Fidelity National Information Services, Inc., 3.625%, 10/15/20 | 3,313,603 | 0.1 | |||||||||||
2,660,000 | Fidelity National Information Services, Inc., 3.000%, 08/15/26 | 2,637,943 | 0.1 | |||||||||||
2,911,000 | # | Hewlett Packard Enterprise Co., 2.450%, 10/05/17 | 2,934,984 | 0.1 | ||||||||||
2,184,000 | # | Hewlett Packard Enterprise Co., 2.850%, 10/05/18 | 2,226,232 | 0.1 | ||||||||||
1,400,000 | # | Hewlett Packard Enterprise Co., 4.400%, 10/15/22 | 1,495,180 | 0.0 | ||||||||||
880,000 | # | Hewlett Packard Enterprise Co., 4.900%, 10/15/25 | 941,435 | 0.0 | ||||||||||
1,685,000 | Infor US, Inc., 6.500%, 05/15/22 | 1,714,487 | 0.1 | |||||||||||
4,558,000 | Intel Corp., 2.600%, 05/19/26 | 4,652,214 | 0.1 | |||||||||||
2,022,000 | International Business Machines Corp., 2.875%, 11/09/22 | 2,133,155 | 0.1 | |||||||||||
1,241,000 | KLA-Tencor Corp., 4.125%, 11/01/21 | 1,337,230 | 0.0 | |||||||||||
1,860,000 | Lam Research Corp., 3.450%, 06/15/23 | 1,905,897 | 0.1 | |||||||||||
1,900,000 | Microsoft Corp., 2.400%, 08/08/26 | 1,903,654 | 0.1 |
1,530,000 | Microsoft Corp., 3.500%, 02/12/35 | 1,572,701 | 0.0 | |||||||||||
2,900,000 | Microsoft Corp., 3.700%, 08/08/46 | 2,945,431 | 0.1 | |||||||||||
2,767,000 | Microsoft Corp., 4.200%, 11/03/35 | 3,105,589 | 0.1 | |||||||||||
3,822,000 | Microsoft Corp., 4.450%, 11/03/45 | 4,366,696 | 0.1 | |||||||||||
1,870,000 | Oracle Corp., 3.850%, 07/15/36 | 1,949,812 | 0.1 | |||||||||||
4,396,000 | Oracle Corp., 4.125%, 05/15/45 | 4,627,977 | 0.1 | |||||||||||
2,937,000 | Oracle Corp., 4.300%, 07/08/34 | 3,197,227 | 0.1 | |||||||||||
81,063,946 | 2.4 | |||||||||||||
Utilities: 1.8% | ||||||||||||||
2,945,000 | AES Corporation, 5.500%, 04/15/20 | 3,048,075 | 0.1 | |||||||||||
566,000 | CenterPoint Energy Houston Electric LLC, 3.550%, 08/01/42 | 578,399 | 0.0 | |||||||||||
2,973,000 | Duke Energy Carolinas LLC, 3.875%, 03/15/46 | 3,165,835 | 0.1 | |||||||||||
1,760,000 | Duke Energy Corp., 2.100%, 06/15/18 | 1,780,881 | 0.1 | |||||||||||
612,000 | # | Duquesne Light Holdings, Inc., 5.900%, 12/01/21 | 713,109 | 0.0 | ||||||||||
1,249,000 | # | Duquesne Light Holdings, Inc., 6.400%, 09/15/20 | 1,447,692 | 0.0 | ||||||||||
1,239,000 | # | Electricite de France SA, 2.350%, 10/13/20 | 1,264,313 | 0.0 | ||||||||||
873,000 | # | Empresa de Energia de Bogota SA ESP, 6.125%, 11/10/21 | 903,555 | 0.0 | ||||||||||
2,850,000 | Entergy Corp., 2.950%, 09/01/26 | 2,857,290 | 0.1 | |||||||||||
2,720,000 | Entergy Louisiana LLC, 2.400%, 10/01/26 | 2,699,627 | 0.1 | |||||||||||
782,000 | Entergy Texas, Inc., 7.125%, 02/01/19 | 877,664 | 0.0 | |||||||||||
2,170,000 | Exelon Corp., 2.850%, 06/15/20 | 2,249,589 | 0.1 | |||||||||||
3,050,000 | Exelon Corp., 3.400%, 04/15/26 | 3,173,068 | 0.1 | |||||||||||
1,019,000 | FirstEnergy Corp., 2.750%, 03/15/18 | 1,031,173 | 0.0 | |||||||||||
1,519,000 | FirstEnergy Corp., 4.250%, 03/15/23 | 1,613,660 | 0.1 | |||||||||||
3,580,000 | # | Fortis, Inc./Canada, 3.055%, 10/04/26 | 3,577,193 | 0.1 | ||||||||||
2,880,000 | Georgia Power Co., 1.950%, 12/01/18 | 2,931,195 | 0.1 | |||||||||||
4,199,000 | # | Jersey Central Power & Light Co., 4.300%, 01/15/26 | 4,482,483 | 0.1 | ||||||||||
618,000 | Metropolitan Edison Co., 7.700%, 01/15/19 | 694,345 | 0.0 | |||||||||||
709,000 | Nevada Power Co., 7.125%, 03/15/19 | 808,125 | 0.0 | |||||||||||
3,384,000 | NextEra Energy Capital Holdings, Inc., 2.700%, 09/15/19 | 3,468,150 | 0.1 | |||||||||||
1,402,000 | NextEra Energy Capital Holdings, Inc., 3.625%, 06/15/23 | 1,490,487 | 0.1 | |||||||||||
1,861,000 | Nisource Finance Corp., 5.950%, 06/15/41 | 2,339,865 | 0.1 |
See Accompanying Notes to Financial Statements
24 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
2,000,000 | L | NRG Energy, Inc., 6.250%, 05/01/24 | 2,040,000 | 0.1 | ||||||||||
980,000 | Oncor Electric Delivery Co. LLC, 6.800%, 09/01/18 | 1,078,026 | 0.0 | |||||||||||
2,173,000 | PSEG Power LLC, 2.450%, 11/15/18 | 2,211,727 | 0.1 | |||||||||||
3,840,000 | Southwestern Electric Power Co., 2.750%, 10/01/26 | 3,845,272 | 0.1 | |||||||||||
1,030,000 | TransAlta Corp., 4.500%, 11/15/22 | 1,014,673 | 0.0 | |||||||||||
3,010,000 | Wisconsin Public Service Corp., 1.650%, 12/04/18 | 3,033,306 | 0.1 | |||||||||||
60,418,777 | 1.8 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $1,093,624,855) | 1,132,594,078 | 33.4 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 15.0% | ||||||||||||||
5,199,476 | Alternative Loan Trust 2005-10CB 1A1, 1.025%, 05/25/35 | 4,174,398 | 0.1 | |||||||||||
4,033,858 | Alternative Loan Trust 2005-51 3A2A, 1.797%, 11/20/35 | 3,538,448 | 0.1 | |||||||||||
1,370,616 | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/35 | 1,232,839 | 0.0 | |||||||||||
1,646,119 | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/35 | 1,517,209 | 0.0 | |||||||||||
2,928,992 | Alternative Loan Trust 2005-J2 1A12, 0.925%, 04/25/35 | 2,407,411 | 0.1 | |||||||||||
1,207,910 | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/36 | 958,458 | 0.0 | |||||||||||
303,128 | Alternative Loan Trust 2006-18CB, 0.925%, 07/25/36 | 183,893 | 0.0 | |||||||||||
1,848,952 | Alternative Loan Trust 2006-19CB, 1.125%, 08/25/36 | 1,177,630 | 0.0 | |||||||||||
2,000,035 | Alternative Loan Trust 2006-HY11 A1, 0.645%, 06/25/36 | 1,575,531 | 0.0 | |||||||||||
3,401,390 | Alternative Loan Trust 2007-21CB 2A1, 0.925%, 09/25/37 | 2,008,349 | 0.1 | |||||||||||
1,919,210 | Alternative Loan Trust 2007-23CB A3, 1.025%, 09/25/37 | 1,031,182 | 0.0 | |||||||||||
4,930,604 | Alternative Loan Trust 2007-2CB 2A1, 1.125%, 03/25/37 | 2,937,397 | 0.1 | |||||||||||
1,915,893 | Alternative Loan Trust 2007-3T1 1A11, 6.000%, 04/25/37 | 1,374,803 | 0.0 | |||||||||||
1,777,629 | Alternative Loan Trust 2007-8CB, 1.025%, 05/25/37 | 1,048,707 | 0.0 | |||||||||||
3,048,723 | American Home Mortgage Assets Trust 2006-3 2A11, 1.447%, 10/25/46 | 2,155,984 | 0.1 | |||||||||||
913,173 | # | Angel Oak Mortgage Trust LLC 2015-1, 4.500%, 11/25/45 | 918,025 | 0.0 |
2,610,000 | # | BAMLL Re-REMIC Trust 2015-FRR11 A705, 1.868%, 09/27/44 | 2,477,080 | 0.1 | ||||||||||
4,615,000 | Banc of America Commercial Mortgage Trust 2007-3 AJ, 5.723%, 06/10/49 | 4,631,066 | 0.1 | |||||||||||
1,990,000 | Banc of America Commercial Mortgage Trust 2007-3 B, 5.723%, 06/10/49 | 1,984,023 | 0.1 | |||||||||||
4,820,000 | Banc of America Commercial Mortgage Trust 2007-4 AJ, 6.005%, 02/10/51 | 4,882,934 | 0.1 | |||||||||||
1,240,000 | # | Banc of America Commercial Mortgage Trust 2007-4 B, 6.005%, 02/10/51 | 1,217,194 | 0.0 | ||||||||||
1,237,465 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc. 2003-2 H, 5.957%, 03/11/41 | 1,313,669 | 0.0 | ||||||||||
595,924 | Banc of America Mortgage 2005-J Trust 2A4, 2.954%, 11/25/35 | 553,122 | 0.0 | |||||||||||
92,840,000 | #,^ | BBCCRE Trust 2015-GTP XA, 0.749%, 08/10/33 | 4,325,304 | 0.1 | ||||||||||
3,078,941 | Bear Stearns ALT-A Trust 2005-4 23A1, 2.980%, 05/25/35 | 2,976,899 | 0.1 | |||||||||||
4,374,312 | Bear Stearns ALT-A Trust 2005-7, 3.239%, 09/25/35 | 3,950,755 | 0.1 | |||||||||||
8,556,121 | Bear Stearns Asset Backed Securities I Trust 2006-AC4 A1, 0.775%, 07/25/36 | 6,207,538 | 0.2 | |||||||||||
2,320,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR4 G, 6.147%, 06/11/41 | 2,561,671 | 0.1 | ||||||||||
760,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 L, 5.405%, 01/12/41 | 776,205 | 0.0 | ||||||||||
760,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 M, 5.405%, 01/12/41 | 771,660 | 0.0 | ||||||||||
760,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 N, 5.405%, 01/12/41 | 754,790 | 0.0 | ||||||||||
10,000,000 | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR10, 5.793%, 12/11/40 | 10,532,223 | 0.3 | |||||||||||
2,450,000 | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR9 D, 5.074%, 09/11/42 | 2,452,561 | 0.1 | |||||||||||
3,520,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP18 F, 5.946%, 02/13/42 | 3,626,144 | 0.1 | ||||||||||
2,000,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP18 G 2/42, 5.946%, 02/13/42 | 2,027,011 | 0.1 |
See Accompanying Notes to Financial Statements
25 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
889,661 | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP20 C, 5.302%, 10/12/42 | 888,806 | 0.0 | |||||||||||
799,283 | # | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 B, 5.907%, 04/12/38 | 801,502 | 0.0 | ||||||||||
2,390,944 | # | Beckman Coulter, Inc. 2000-A A, 7.498%, 12/15/18 | 2,506,876 | 0.1 | ||||||||||
1,480,000 | # | Bellemeade Re Ltd. 2015-1A M2, 4.825%, 07/25/25 | 1,488,793 | 0.0 | ||||||||||
45,113,000 | #,^ | CD 2016-CD1 Mortgage Trust, 0.818%, 08/10/49 | 2,718,839 | 0.1 | ||||||||||
25,671,408 | ^ | CD 2016-CD1 Mortgage Trust, 1.582%, 08/10/49 | 2,685,394 | 0.1 | ||||||||||
4,112,050 | CHL Mortgage Pass-Through Trust 2004-22 A3, 2.725%, 11/25/34 | 3,918,758 | 0.1 | |||||||||||
1,446,369 | CHL Mortgage Pass-Through Trust 2007-7 A7, 5.750%, 06/25/37 | 1,317,049 | 0.0 | |||||||||||
2,868,176 | Citicorp Mortgage Securities Trust Series 2006-3 1A4, 6.000%, 06/25/36 | 2,902,993 | 0.1 | |||||||||||
1,385,193 | Citigroup Mortgage Loan Trust 2007-10 22AA, 3.296%, 09/25/37 | 1,273,729 | 0.0 | |||||||||||
2,811,000 | # | Citigroup Mortgage Loan Trust 2010-7, 5.571%, 12/25/35 | 2,942,406 | 0.1 | ||||||||||
3,194,373 | Citigroup Mortgage Loan Trust, 4.240%, 11/25/36 | 2,773,002 | 0.1 | |||||||||||
6,090,000 | Citigroup Commercial Mortgage Trust 2016-P4 A3, 2.646%, 07/10/49 | 6,162,079 | 0.2 | |||||||||||
3,040,000 | Citigroup Commercial Mortgage Trust 2016-P4 A4, 2.902%, 07/10/49 | 3,135,433 | 0.1 | |||||||||||
42,044,941 | ^ | Citigroup Commercial Mortgage Trust 2016-P4 XA, 2.176%, 07/10/49 | 5,943,258 | 0.2 | ||||||||||
4,465,213 | COBALT CMBS Commercial Mortgage Trust 2006-C1 AM, 5.254%, 08/15/48 | 4,464,657 | 0.1 | |||||||||||
32,106,786 | ^ | COMM 2012-CCRE2 XA Mortgage Trust, 1.895%, 08/15/45 | 2,472,800 | 0.1 | ||||||||||
27,260,000 | #,^ | COMM 2012-CCRE4 XB Mortgage Trust, 0.745%, 10/15/45 | 938,644 | 0.0 | ||||||||||
13,849,622 | ^ | COMM 2012-CCRE5 XA Mortgage Trust, 1.905%, 12/10/45 | 990,988 | 0.0 | ||||||||||
6,002,021 | ^ | COMM 2012-CR1 XA, 2.206%, 05/15/45 | 464,719 | 0.0 | ||||||||||
40,382,192 | ^ | COMM 2012-CR4 XA, 2.064%, 10/15/45 | 3,056,669 | 0.1 | ||||||||||
14,887,604 | #,^ | COMM 2012-LC4 Mortgage Trust, 2.480%, 12/10/44 | 1,254,867 | 0.0 | ||||||||||
25,363,398 | ^ | COMM 2013-LC13 XA Mortgage Trust, 1.538%, 08/10/46 | 1,329,105 | 0.0 | ||||||||||
13,600,403 | ^ | COMM 2013-LC6 XA, 1.856%, 01/10/46 | 804,724 | 0.0 |
129,701,930 | #,^ | COMM 2015-PC1 Mortgage Trust, 0.935%, 07/10/50 | 5,684,784 | 0.2 | ||||||||||
3,805,000 | Commercial Mortgage Trust 2007-GG11 AJ, 6.236%, 12/10/49 | 3,809,294 | 0.1 | |||||||||||
901,355 | Countrywide Alternative Loan Trust 2005-53T2 2A6, 1.025%, 11/25/35 | 520,106 | 0.0 | |||||||||||
57,998 | # | Credit Suisse First Boston Mortgage Securities Corp. 2003-C4 J, 5.322%, 08/15/36 | 57,944 | 0.0 | ||||||||||
900,000 | # | Credit Suisse First Boston Mortgage Securities Corp. 2004-C2 F, 6.466%, 05/15/36 | 974,766 | 0.0 | ||||||||||
1,000,000 | Credit Suisse First Boston Mortgage Securities Corp. 2005-C3 C, 4.952%, 07/15/37 | 899,770 | 0.0 | |||||||||||
642,500 | # | Credit Suisse First Boston Mortgage Securities Corp., 5.736%, 05/15/36 | 665,638 | 0.0 | ||||||||||
3,703,705 | # | CSMC Series 2008-2R 1A1, 6.000%, 07/25/37 | 3,407,652 | 0.1 | ||||||||||
2,440,000 | DBJPM Mortgage Trust 16-C3 A5, 2.890%, 09/10/49 | 2,524,550 | 0.1 | |||||||||||
2,840,000 | # | DBUBS 2011-LC2A D, 5.727%, 07/10/44 | 3,000,394 | 0.1 | ||||||||||
3,846,268 | DSLA Mortgage Loan Trust 2005-AR4 2A1B, 0.811%, 08/19/45 | 3,255,075 | 0.1 | |||||||||||
1,400,000 | Fannie Mae Connecticut Avenue Securities 2014-C01 M2, 4.925%, 01/25/24 | 1,502,227 | 0.0 | |||||||||||
2,920,000 | Fannie Mae Connecticut Avenue Securities 2014-C03 2M2, 3.425%, 07/25/24 | 2,936,112 | 0.1 | |||||||||||
6,700,000 | Fannie Mae Connecticut Avenue Securities 2014-CO3 1M2, 3.525%, 07/25/24 | 6,715,624 | 0.2 | |||||||||||
2,890,000 | Fannie Mae Connecticut Avenue Securities 2014-CO4 1M2, 5.425%, 11/25/24 | 3,126,766 | 0.1 | |||||||||||
1,625,000 | Fannie Mae Connecticut Avenue Securities 2014-CO4 M2, 5.525%, 11/25/24 | 1,743,744 | 0.1 | |||||||||||
4,320,000 | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.525%, 05/25/25 | 4,497,862 | 0.1 | |||||||||||
5,400,000 | Fannie Mae Connecticut Avenue Securities 2015-C03 1M2, 5.525%, 07/25/25 | 5,769,725 | 0.2 | |||||||||||
2,100,000 | Fannie Mae Connecticut Avenue Securities 2015-CO1 M2, 4.825%, 02/25/25 | 2,203,074 | 0.1 | |||||||||||
700,000 | Fannie Mae Connecticut Avenue Securities, 5.525%, 07/25/25 | 751,636 | 0.0 |
See Accompanying Notes to Financial Statements
26 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
671,120 | ^ | Fannie Mae Interest Strip Series 418 20, 3.000%, 05/25/43 | 83,460 | 0.0 | ||||||||||
2,836,583 | ^ | Fannie Mae Interest Strip Series 418 59, 3.000%, 08/25/28 | 289,545 | 0.0 | ||||||||||
8,384,838 | ^ | Fannie Mae REMIC Trust 2010-118 GS, 5.425%, 10/25/39 | 1,016,086 | 0.0 | ||||||||||
27,973,945 | ^ | FHLMC Multifamily Structured Pass Through Certificates K010 X3, 4.790%, 11/25/44 | 4,780,940 | 0.1 | ||||||||||
1,129,376 | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A5, 0.825%, 12/25/36 | 589,809 | 0.0 | |||||||||||
1,129,376 | ^ | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A9, 6.175%, 12/25/36 | 354,507 | 0.0 | ||||||||||
1,163,691 | First Horizon Alternative Mortgage Securities Trust 2006-FA8, 6.000%, 02/25/37 | 900,570 | 0.0 | |||||||||||
25,000,000 | ^ | Freddie Mac Series K015 X3, 2.896%, 08/25/39 | 2,998,635 | 0.1 | ||||||||||
880,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2013-DN2 M2, 4.775%, 11/25/23 | 932,744 | 0.0 | |||||||||||
9,040,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN1 M3, 5.025%, 02/25/24 | 9,807,977 | 0.3 | |||||||||||
6,130,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN2 M3, 4.125%, 04/25/24 | 6,319,087 | 0.2 | |||||||||||
5,600,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN3 M3, 4.525%, 08/25/24 | 5,866,185 | 0.2 | |||||||||||
2,350,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN4 M3, 5.075%, 10/25/24 | 2,495,299 | 0.1 | |||||||||||
1,100,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-HQ1 M3, 4.625%, 08/25/24 | 1,167,793 | 0.0 | |||||||||||
1,730,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-HQ3 M3, 5.275%, 10/25/24 | 1,851,015 | 0.1 | |||||||||||
4,200,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 5.225%, 04/25/28 | 4,463,057 | 0.1 | |||||||||||
2,840,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQ2 M3, 3.775%, 05/25/25 | 2,934,127 | 0.1 | |||||||||||
5,365,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQA2 M3, 5.325%, 05/25/28 | 5,749,584 | 0.2 |
2,100,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA1 M3, 6.075%, 07/25/28 | 2,311,971 | 0.1 | |||||||||||
6,500,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA4 M3, 4.324%, 03/25/29 | 6,534,966 | 0.2 | |||||||||||
2,600,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA3 M3, 4.374%, 03/25/29 | 2,621,095 | 0.1 | |||||||||||
220,852,091 | #,^ | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/44 | 909,248 | 0.0 | ||||||||||
8,321,137 | ^ | GS Mortgage Securities Corp. II 2012-GCJ9 XA, 2.456%, 11/10/45 | 702,839 | 0.0 | ||||||||||
2,710,000 | # | GS Mortgage Securities Trust 2010-C2 F, 4.548%, 12/10/43 | 2,339,502 | 0.1 | ||||||||||
3,000,000 | # | GS Mortgage Securities Trust 2010-C2, 4.548%, 12/10/43 | 2,785,221 | 0.1 | ||||||||||
3,400,000 | # | GS Mortgage Securities Trust 2010-C2, 5.357%, 12/10/43 | 3,429,876 | 0.1 | ||||||||||
30,175,393 | ^ | GS Mortgage Securities Trust 2012-GCJ7 XA, 2.643%, 05/10/45 | 2,401,134 | 0.1 | ||||||||||
45,339,021 | ^ | GS Mortgage Securities Trust 2013-GC16 XA, 1.615%, 11/10/46 | 2,544,816 | 0.1 | ||||||||||
693,558 | GSR Mortgage Loan Trust 2006-4F 2A2, 5.500%, 05/25/36 | 660,489 | 0.0 | |||||||||||
7,874 | GSR Mortgage Loan Trust, 1.025%, 06/25/35 | 7,525 | 0.0 | |||||||||||
471,262 | GSR Mortgage Loan Trust, 6.000%, 01/25/37 | 446,770 | 0.0 | |||||||||||
353,519 | HomeBanc Mortgage Trust 2004-1 2A, 1.385%, 08/25/29 | 330,253 | 0.0 | |||||||||||
13,440,000 | # | Hudson Yards 2016-10HY Mortgage Trust, 2.835%, 08/10/38 | 13,699,384 | 0.4 | ||||||||||
2,681,612 | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 0.735%, 04/25/46 | 1,990,683 | 0.1 | |||||||||||
4,129,869 | IndyMac INDX Mortgage Loan Trust 2006-AR2 2A1, 0.735%, 02/25/46 | 3,299,623 | 0.1 | |||||||||||
768,748 | # | Jefferies Resecuritization Trust 2009-R6, 2.963%, 03/26/36 | 750,006 | 0.0 | ||||||||||
600,035 | JP Morgan Alternative Loan Trust, 5.500%, 12/25/35 | 487,497 | 0.0 | |||||||||||
630,000 | # | JP Morgan Chase Commercial Mortgage Securities Corp. 2004-C2 H, 5.726%, 05/15/41 | 644,649 | 0.0 | ||||||||||
1,810,000 | # | JP Morgan Chase Commercial Mortgage Securities Corp. 2004-CB8 J, 4.733%, 01/12/39 | 1,759,035 | 0.1 |
See Accompanying Notes to Financial Statements
27 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
5,699,000 | # | JP Morgan Chase Commercial Mortgage Securities Corp. 2004-CB8 K, 4.733%, 01/12/39 | 5,386,939 | 0.2 | ||||||||||
17,385,000 | #,^ | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.440%, 12/15/47 | 332,704 | 0.0 | ||||||||||
2,400,000 | # | JP Morgan Chase Commercial Mortgage Securities Corp., 5.715%, 07/15/46 | 2,508,121 | 0.1 | ||||||||||
2,490,000 | # | JP Morgan Chase Commercial Mortgage Securities Trust 2003-CIBC6, 5.379%, 07/12/37 | 2,464,114 | 0.1 | ||||||||||
568,826 | # | JP Morgan Chase Commercial Mortgage Securities Trust 2003-LN1 H, 5.773%, 10/15/37 | 570,049 | 0.0 | ||||||||||
1,960,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC10, 5.066%, 01/12/37 | 2,022,209 | 0.1 | |||||||||||
1,410,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC10, 5.097%, 01/12/37 | 1,418,885 | 0.0 | |||||||||||
1,320,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9 E, 5.503%, 06/12/41 | 1,292,559 | 0.0 | |||||||||||
750,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP8 C, 5.549%, 05/15/45 | 727,640 | 0.0 | |||||||||||
6,270,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP11 AM, 5.940%, 06/15/49 | 6,315,361 | 0.2 | |||||||||||
1,353,347 | # | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 TAC1, 7.990%, 07/15/46 | 1,367,753 | 0.0 | ||||||||||
35,881,549 | ^ | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.837%, 06/15/45 | 2,212,230 | 0.1 | ||||||||||
41,894,397 | ^ | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 XA, 0.690%, 01/15/46 | 541,033 | 0.0 | ||||||||||
8,540,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2 A4, 2.822%, 08/15/49 | 8,782,826 | 0.3 | |||||||||||
11,030,795 | ^ | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2 XA, 2.020%, 08/15/49 | 1,535,659 | 0.0 | ||||||||||
3,002,911 | JP Morgan Mortgage Trust 2005-A4 B1, 2.953%, 07/25/35 | 2,556,995 | 0.1 | |||||||||||
2,659,657 | JP Morgan Mortgage Trust 2005-S3 1A10, 6.000%, 01/25/36 | 2,296,307 | 0.1 |
37,983,808 | ^ | JPMBB Commercial Mortgage Securities Trust 2013-C12, 0.895%, 07/15/45 | 1,051,327 | 0.0 | ||||||||||
21,007,756 | ^ | JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 1.395%, 04/15/47 | 826,655 | 0.0 | ||||||||||
1,677,073 | ^ | JPMBB Commercial Mortgage Securities Trust 2015-C28, 1.339%, 10/15/48 | 105,009 | 0.0 | ||||||||||
17,450,943 | #,^ | LB-UBS Commercial Mortgage Trust 2004-C1 XST, 1.000%, 01/15/36 | 9,319 | 0.0 | ||||||||||
1,089,398 | # | LB-UBS Commercial Mortgage Trust 2004-C7 K, 5.342%, 10/15/36 | 1,102,441 | 0.0 | ||||||||||
913,962 | # | LB-UBS Commercial Mortgage Trust 2005-C1 G, 5.828%, 02/15/40 | 917,652 | 0.0 | ||||||||||
1,860,000 | # | LB-UBS Commercial Mortgage Trust 2005-C1, 5.928%, 02/15/40 | 1,876,854 | 0.1 | ||||||||||
174,956 | LB-UBS Commercial Mortgage Trust 2005-C3 D, 4.954%, 07/15/40 | 182,985 | 0.0 | |||||||||||
1,730,000 | LB-UBS Commercial Mortgage Trust 2005-C3 E, 4.983%, 07/15/40 | 1,774,645 | 0.1 | |||||||||||
1,130,000 | # | LB-UBS Commercial Mortgage Trust 2005-C5 G, 5.350%, 09/15/40 | 1,122,740 | 0.0 | ||||||||||
2,000,000 | # | LB-UBS Commercial Mortgage Trust 2005-C5, 5.350%, 09/15/40 | 1,906,164 | 0.1 | ||||||||||
5,000,000 | LB-UBS Commercial Mortgage Trust 2005-C7 E, 5.350%, 11/15/40 | 5,095,411 | 0.2 | |||||||||||
756,000 | LB-UBS Commercial Mortgage Trust 2006-C4 D, 6.080%, 06/15/38 | 755,075 | 0.0 | |||||||||||
2,090,000 | LB-UBS Commercial Mortgage Trust 2006-C4 E, 6.080%, 06/15/38 | 2,086,786 | 0.1 | |||||||||||
16,487,596 | #,^ | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.905%, 11/15/38 | 3,911 | 0.0 | ||||||||||
3,490,000 | LB-UBS Commercial Mortgage Trust 2007-C6 AJ, 6.322%, 07/15/40 | 3,487,000 | 0.1 | |||||||||||
2,034,009 | Lehman Mortgage Trust 2005-1 1A3, 5.500%, 11/25/35 | 1,703,355 | 0.1 | |||||||||||
22,074,699 | ^ | Lehman Mortgage Trust 2006-7, 6.025%, 11/25/36 | 5,355,940 | 0.2 | ||||||||||
15,933,475 | ^ | Lehman Mortgage Trust 2006-9, 6.095%, 01/25/37 | 3,799,444 | 0.1 | ||||||||||
2,173,410 | Lehman XS Trust Series 2005-5N 1A2, 0.885%, 11/25/35 | 1,699,828 | 0.1 | |||||||||||
4,438,784 | Lehman XS Trust Series 2006-14N 2A, 0.725%, 09/25/46 | 3,593,003 | 0.1 | |||||||||||
102,561 | Merrill Lynch Mortgage Investors Trust Series 1997-C2 F, 6.250%, 12/10/29 | 102,476 | 0.0 |
See Accompanying Notes to Financial Statements
28 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
1,550,000 | # | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 D, 4.838%, 08/15/45 | 1,580,433 | 0.0 | ||||||||||
48,816,756 | ^ | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19, 1.299%, 12/15/47 | 2,860,652 | 0.1 | ||||||||||
4,251,000 | Morgan Stanley Capital I Trust 2006-IQ11, 6.064%, 10/15/42 | 4,263,350 | 0.1 | |||||||||||
2,800,000 | # | Morgan Stanley Capital I Trust 2008-TOP29 D, 6.477%, 01/11/43 | 2,784,445 | 0.1 | ||||||||||
3,090,000 | # | Morgan Stanley Capital I Trust 2011-C1 D, 5.601%, 09/15/47 | 3,403,472 | 0.1 | ||||||||||
1,300,000 | # | Morgan Stanley Capital I Trust 2011-C1 E, 5.601%, 09/15/47 | 1,419,019 | 0.0 | ||||||||||
170,908 | # | Morgan Stanley Capital I, Inc. 1999-WF1 M, 5.910%, 11/15/31 | 170,916 | 0.0 | ||||||||||
479,967 | # | Morgan Stanley Dean Witter Capital I Trust 2001-TOP3 E, 7.817%, 07/15/33 | 513,239 | 0.0 | ||||||||||
4,807,498 | ^ | Morgan Stanley Mortgage Loan Trust 2006-1AR, 3.841%, 02/25/36 | 394,996 | 0.0 | ||||||||||
6,920,203 | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/37 | 6,067,684 | 0.2 | |||||||||||
2,890,000 | # | Morgan Stanley Reremic Trust 2012-XA B, 0.250%, 07/27/49 | 2,591,634 | 0.1 | ||||||||||
343,266 | Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/37 | 308,138 | 0.0 | |||||||||||
179,506 | Structured Adjustable Rate Mortgage Loan Trust, 3.202%, 09/25/34 | 178,674 | 0.0 | |||||||||||
355,215 | Wachovia Bank Commercial Mortgage Trust Series 2006-C25 B, 6.010%, 05/15/43 | 354,783 | 0.0 | |||||||||||
5,370,000 | Wachovia Bank Commercial Mortgage Trust Series 2006-C25 C, 6.010%, 05/15/43 | 5,358,147 | 0.2 | |||||||||||
6,850,000 | Wachovia Bank Commercial Mortgage Trust Series 2006-C25 D, 6.010%, 05/15/43 | 6,833,214 | 0.2 | |||||||||||
3,076,237 | Wachovia Mortgage Loan Trust LLC Series 2005-B Trust 2A1, 3.104%, 10/20/35 | 2,807,233 | 0.1 | |||||||||||
718,745 | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.056%, 10/25/36 | 609,262 | 0.0 | |||||||||||
5,556,868 | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust, 1.035%, 08/25/45 | 4,895,357 | 0.1 | |||||||||||
151,949,584 | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 1.418%, 08/25/45 | 7,482,438 | 0.2 |
806,820 | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 2.575%, 10/25/36 | 708,936 | 0.0 | |||||||||||
1,845,208 | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 Trust 1A4, 2.237%, 11/25/36 | 1,649,120 | 0.1 | |||||||||||
2,033,911 | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A1, 2.270%, 12/25/36 | 1,746,737 | 0.1 | |||||||||||
4,702,184 | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust 2A3, 2.270%, 12/25/36 | 4,023,833 | 0.1 | |||||||||||
2,787,062 | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust 3A1, 3.696%, 12/25/36 | 2,564,056 | 0.1 | |||||||||||
1,311,053 | WaMu Mortgage Pass-Through Certificates Series 2006-AR6 2A3, 2.776%, 08/25/36 | 1,175,013 | 0.0 | |||||||||||
3,114,490 | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 2.802%, 08/25/46 | 2,733,550 | 0.1 | |||||||||||
3,897,722 | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 2.603%, 12/25/36 | 3,416,012 | 0.1 | |||||||||||
904,852 | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 1A1, 2.415%, 03/25/37 | 727,801 | 0.0 | |||||||||||
2,485,922 | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 2.303%, 04/25/37 | 2,169,940 | 0.1 | |||||||||||
1,161,731 | WaMu Mortgage Pass-Through Certificates WMALT Series Trust 2007-OC1 A3, 0.755%, 01/25/47 | 882,791 | 0.0 | |||||||||||
2,977,329 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 Trust, 1.425%, 11/25/35 | 2,131,478 | 0.1 | |||||||||||
2,630,440 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/36 | 2,326,975 | 0.1 | |||||||||||
1,988,884 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 CB3, 5.500%, 07/25/35 | 1,892,793 | 0.1 | |||||||||||
873,858 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/35 | 815,978 | 0.0 | |||||||||||
2,637,701 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR5 4A, 1.497%, 06/25/46 | 1,985,109 | 0.1 |
See Accompanying Notes to Financial Statements
29 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
3,481,288 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 1.467%, 08/25/46 | 2,343,691 | 0.1 | |||||||||||
2,406,755 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 A4, 0.845%, 01/25/47 | 1,844,598 | 0.1 | |||||||||||
2,272,623 | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.955%, 06/25/37 | 1,678,237 | 0.1 | |||||||||||
2,349,551 | Wells Fargo Alternative Loan Trust, 6.250%, 07/25/37 | 2,140,931 | 0.1 | |||||||||||
29,175,891 | #,^ | Wells Fargo Commercial Mortgage Trust 2012-LC5 XA, 2.188%, 10/15/45 | 2,233,073 | 0.1 | ||||||||||
57,410,351 | ^ | Wells Fargo Commercial Mortgage Trust 2014-LC16, 1.608%, 08/15/50 | 3,888,208 | 0.1 | ||||||||||
6,100,000 | Wells Fargo Commercial Mortgage Trust 2015-P2, 3.541%, 12/15/48 | 6,609,276 | 0.2 | |||||||||||
21,622,305 | ^ | Wells Fargo Commercial Mortgage Trust 2016-C33, 1.981%, 03/15/59 | 2,523,464 | 0.1 | ||||||||||
7,300,000 | Wells Fargo Commercial Mortgage Trust 2016-C35 A3, 2.674%, 07/15/48 | 7,392,833 | 0.2 | |||||||||||
42,619,514 | ^ | Wells Fargo Commercial Mortgage Trust 2016-C35 XA, 2.172%, 07/15/48 | 6,023,011 | 0.2 | ||||||||||
1,097,038 | Wells Fargo Mortgage Backed Securities 2006-AR4 Trust 2A4, 3.198%, 04/25/36 | 1,009,206 | 0.0 | |||||||||||
1,175,448 | Wells Fargo Mortgage Backed Securities 2007-8 Trust 1A13, 0.895%, 07/25/37 | 1,019,223 | 0.0 | |||||||||||
16,860,499 | #,^ | WFRBS Commercial Mortgage Trust 2012-C8 XA, 2.255%, 08/15/45 | 1,324,107 | 0.0 | ||||||||||
13,727,409 | #,^ | WFRBS Commercial Mortgage Trust 2012-C9, 2.282%, 11/15/45 | 1,110,751 | 0.0 | ||||||||||
27,186,678 | #,^ | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.528%, 03/15/48 | 1,614,579 | 0.1 | ||||||||||
Total Collateralized Mortgage Obligations | ||||||||||||||
(Cost $506,067,196) | 510,273,748 | 15.0 | ||||||||||||
FOREIGN GOVERNMENT BONDS: 1.5% | ||||||||||||||
5,935,000 | # | Argentine Republic Government International Bond, 6.875%, 04/22/21 | 6,475,085 | 0.2 | ||||||||||
375,000 | Banco Nacional de Desenvolvimento Economico e Social, 5.750%, 09/26/23 | 393,750 | 0.0 | |||||||||||
1,968,000 | Brazilian Government International Bond, 2.625%, 01/05/23 | 1,825,320 | 0.1 |
200,000 | Brazilian Government International Bond, 6.000%, 04/07/26 | 222,000 | 0.0 | |||||||||||
1,062,000 | Colombia Government International Bond, 2.625%, 03/15/23 | 1,049,787 | 0.1 | |||||||||||
760,000 | Colombia Government International Bond, 8.125%, 05/21/24 | 1,007,950 | 0.1 | |||||||||||
350,000 | # | Costa Rica Government International Bond, 4.250%, 01/26/23 | 345,625 | 0.0 | ||||||||||
400,000 | Costa Rica Government International Bond, 9.995%, 08/01/20 | 487,000 | 0.0 | |||||||||||
272,000 | Croatia Government International Bond, 6.375%, 03/24/21 | 306,460 | 0.0 | |||||||||||
300,000 | # | Dominican Republic International Bond, 5.500%, 01/27/25 | 319,500 | 0.0 | ||||||||||
270,000 | Dominican Republic International Bond, 5.875%, 04/18/24 | 294,300 | 0.0 | |||||||||||
300,000 | #,L | Dominican Republic International Bond, 6.600%, 01/28/24 | 339,375 | 0.0 | ||||||||||
250,000 | # | Egypt Government International Bond, 5.875%, 06/11/25 | 238,770 | 0.0 | ||||||||||
750,000 | El Fondo MIVIVIENDA S.A., 3.500%, 01/31/23 | 774,375 | 0.0 | |||||||||||
232,000 | # | El Salvador Government International Bond, 5.875%, 01/30/25 | 232,290 | 0.0 | ||||||||||
290,380 | # | Gabonese Republic, 6.375%, 12/12/24 | 267,107 | 0.0 | ||||||||||
383,000 | Guatemala Government Bond, 8.125%, 10/06/34 | 517,050 | 0.0 | |||||||||||
156,000 | Hungary Government International Bond, 5.375%, 02/21/23 | 179,162 | 0.0 | |||||||||||
416,000 | Hungary Government International Bond, 7.625%, 03/29/41 | 653,714 | 0.0 | |||||||||||
1,500,000 | Indonesia Government International Bond, 4.125%, 01/15/25 | 1,603,967 | 0.1 | |||||||||||
600,000 | # | Indonesia Government International Bond, 4.125%, 01/15/25 | 641,587 | 0.0 | ||||||||||
1,010,790 | Ivory Coast Government International Bond, 5.750%, 12/31/32 | 996,487 | 0.1 | |||||||||||
600,000 | # | KazAgro National Management Holding JSC, 4.625%, 05/24/23 | 580,500 | 0.0 | ||||||||||
1,000,000 | # | Kazakhstan Government International Bond, 5.125%, 07/21/25 | 1,130,500 | 0.1 | ||||||||||
600,000 | # | Kazakhstan Temir Zholy Finance BV, 6.950%, 07/10/42 | 654,780 | 0.0 | ||||||||||
955,000 | Lebanon Government International Bond, 6.000%, 01/27/23 | 936,855 | 0.0 | |||||||||||
400,000 | Mexico Government International Bond, 4.000%, 10/02/23 | 428,800 | 0.0 |
See Accompanying Notes to Financial Statements
30 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
500,000 | Morocco Government International Bond, 4.250%, 12/11/22 | 531,770 | 0.0 | |||||||||||
600,000 | # | Morocco Government International Bond, 4.250%, 12/11/22 | 638,124 | 0.0 | ||||||||||
850,000 | Namibia International Bonds, 5.500%, 11/03/21 | 918,162 | 0.0 | |||||||||||
1,325,000 | Panama Government International Bond, 3.875%, 03/17/28 | 1,437,625 | 0.1 | |||||||||||
693,000 | Panama Government International Bond, 6.700%, 01/26/36 | 949,410 | 0.0 | |||||||||||
400,000 | Pertamina Persero PT, 4.300%, 05/20/23 | 420,538 | 0.0 | |||||||||||
750,000 | Pertamina Persero PT, 5.625%, 05/20/43 | 789,996 | 0.0 | |||||||||||
800,000 | L | Perusahaan Listrik Negara PT, 5.500%, 11/22/21 | 892,592 | 0.0 | ||||||||||
853,000 | Petroleos de Venezuela SA, 9.000%, 11/17/21 | 486,850 | 0.0 | |||||||||||
550,000 | L | Petroleos Mexicanos, 4.500%, 01/23/26 | 536,250 | 0.0 | ||||||||||
330,000 | Petroleos Mexicanos, 4.875%, 01/18/24 | 334,950 | 0.0 | |||||||||||
1,370,000 | Petroleos Mexicanos, 5.500%, 06/27/44 | 1,194,503 | 0.1 | |||||||||||
2,500,000 | # | Petroleos Mexicanos, 6.875%, 08/04/26 | 2,824,875 | 0.1 | ||||||||||
880,001 | Petroleum Co. of Trinidad & Tobago Ltd., 6.000%, 05/08/22 | 871,201 | 0.0 | |||||||||||
1,380,000 | Poland Government International Bond, 3.250%, 04/06/26 | 1,464,145 | 0.1 | |||||||||||
712,500 | Republic of Angola Via Northern Lights III BV, 7.000%, 08/16/19 | 716,063 | 0.0 | |||||||||||
600,000 | Republic of Paraguay, 4.625%, 01/25/23 | 639,000 | 0.0 | |||||||||||
600,000 | # | Republic of Paraguay, 4.625%, 01/25/23 | 639,000 | 0.0 | ||||||||||
102,000 | Romanian Government International Bond, 4.375%, 08/22/23 | 113,084 | 0.0 | |||||||||||
136,000 | # | Romanian Government International Bond, 4.375%, 08/22/23 | 150,779 | 0.0 | ||||||||||
630,000 | # | Serbia International Bond, 5.250%, 11/21/17 | 651,420 | 0.0 | ||||||||||
350,000 | Sri Lanka Government International Bond, 5.875%, 07/25/22 | 361,026 | 0.0 | |||||||||||
1,100,000 | # | Sri Lanka Government International Bond, 6.825%, 07/18/26 | 1,185,313 | 0.1 | ||||||||||
443,335 | Tanzania Government International Bond, 7.250%, 03/09/20 | 464,393 | 0.0 | |||||||||||
1,000,000 | # | Transnet SOC Ltd., 4.000%, 07/26/22 | 974,876 | 0.0 | ||||||||||
800,000 | Turkey Government International Bond, 4.875%, 10/09/26 | 816,096 | 0.0 | |||||||||||
800,000 | Turkey Government International Bond, 6.000%, 01/14/41 | 858,044 | 0.0 |
200,000 | Turkey Government International Bond, 6.250%, 09/26/22 | 220,000 | 0.0 | |||||||||||
2,083,000 | Turkey Government International Bond, 7.375%, 02/05/25 | 2,469,142 | 0.1 | |||||||||||
2,726,000 | Ukraine Government AID Bonds, 1.847%, 05/29/20 | 2,787,196 | 0.1 | |||||||||||
550,000 | Uruguay Government International Bond, 4.375%, 10/27/27 | 594,687 | 0.0 | |||||||||||
253,970 | Uruguay Government International Bond, 7.625%, 03/21/36 | 359,368 | 0.0 | |||||||||||
341,643 | Uruguay Government International Bond, 8.000%, 11/18/22 | 441,232 | 0.0 | |||||||||||
475,000 | Vietnam Government International Bond, 6.750%, 01/29/20 | 530,989 | 0.0 | |||||||||||
300,000 | # | Zambia Government International Bond, 5.375%, 09/20/22 | 265,188 | 0.0 | ||||||||||
Total Foreign Government Bonds | ||||||||||||||
(Cost $50,487,481) | 52,429,983 | 1.5 | ||||||||||||
ASSET-BACKED SECURITIES: 6.7% | ||||||||||||||
Automobile Asset-Backed Securities: 0.9% | ||||||||||||||
1,550,000 | AmeriCredit Automobile Receivables Trust 2013-4 D, 3.310%, 10/08/19 | 1,580,196 | 0.0 | |||||||||||
1,950,000 | AmeriCredit Automobile Receivables Trust 2013-5 D, 2.860%, 12/09/19 | 1,985,643 | 0.1 | |||||||||||
1,600,000 | Capital Auto Receivables Asset Trust 2015-2 B, 2.290%, 05/20/20 | 1,619,040 | 0.0 | |||||||||||
1,280,000 | Capital Auto Receivables Asset Trust 2015-2 C, 2.670%, 08/20/20 | 1,294,262 | 0.0 | |||||||||||
400,000 | CarMax Auto Owner Trust 2015-2 C, 2.390%, 03/15/21 | 406,126 | �� | 0.0 | ||||||||||
1,960,000 | GM Financial Automobile Leasing Trust 2015-2 B, 2.420%, 07/22/19 | 1,981,307 | 0.1 | |||||||||||
1,890,000 | GM Financial Automobile Leasing Trust 2015-2 C, 2.990%, 07/22/19 | 1,916,649 | 0.1 | |||||||||||
820,000 | # | MMCA Auto Owner Trust 2014-A C, 2.260%, 10/15/20 | 826,869 | 0.0 | ||||||||||
3,240,000 | # | Oscar US Funding Trust 2014-1 A4, 2.550%, 12/15/21 | 3,229,392 | 0.1 | ||||||||||
970,000 | Santander Drive Auto Receivables Trust 2013-4 D, 3.920%, 01/15/20 | 996,884 | 0.0 | |||||||||||
3,480,000 | # | Santander Drive Auto Receivables Trust 2013-A D, 3.780%, 10/15/19 | 3,568,500 | 0.1 | ||||||||||
2,270,000 | # | Santander Drive Auto Receivables Trust 2013-A E, 4.710%, 01/15/21 | 2,343,258 | 0.1 | ||||||||||
5,130,000 | Santander Drive Auto Receivables Trust 2014-3 D, 2.650%, 08/17/20 | 5,210,999 | 0.2 |
See Accompanying Notes to Financial Statements
31 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
1,940,000 | # | SunTrust Auto Receivables Trust 2015-1 B, 2.200%, 02/15/21 | 1,961,544 | 0.1 | ||||||||||
28,920,669 | 0.9 | |||||||||||||
Home Equity Asset-Backed Securities: 0.7% | ||||||||||||||
4,995,453 | Bear Stearns Asset Backed Securities I Trust 2006-HE9 3A, 0.665%, 11/25/36 | 4,467,347 | 0.1 | |||||||||||
9,296,835 | Freddie Mac Structured Pass-Through Securities, 0.775%, 05/25/31 | 9,205,029 | 0.3 | |||||||||||
4,000,000 | Home Equity Asset Trust 2007-3 2A3, 0.765%, 08/25/37 | 3,601,159 | 0.1 | |||||||||||
617,961 | + | HSI Asset Loan Obligation Trust 2007-WF1 A6, 4.958%, 12/25/36 | 523,809 | 0.0 | ||||||||||
2,358,266 | Morgan Stanley Home Equity Loan Trust 2006-3 A3, 0.685%, 04/25/36 | 1,729,674 | 0.1 | |||||||||||
1,865,435 | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1, 0.685%, 02/25/37 | 1,434,552 | 0.0 | |||||||||||
3,500,000 | Renaissance Home Equity Loan Trust 2005-3 AF4, 5.140%, 11/25/35 | 3,368,959 | 0.1 | |||||||||||
36,259 | Residential Asset Securities Corp., 1.125%, 06/25/32 | 29,725 | 0.0 | |||||||||||
24,360,254 | 0.7 | |||||||||||||
Other Asset-Backed Securities: 5.1% | ||||||||||||||
2,000,000 | # | 1776 CLO Ltd. 2006-1A D, 2.538%, 05/08/20 | 1,900,346 | 0.1 | ||||||||||
7,600,000 | # | ALM VII Ltd. 2012-7A A1R, 2.314%, 10/15/28 | 7,600,000 | 0.2 | ||||||||||
2,930,000 | # | ALM VIII Ltd. 2013-8A A1R, 2.343%, 10/15/28 | 2,930,000 | 0.1 | ||||||||||
1,000,000 | # | American Homes 4 Rent 2015-SFR1 E, 5.639%, 04/17/52 | 1,066,754 | 0.0 | ||||||||||
1,113,757 | #,^ | American Homes 4 Rent 2015-SFR1 XS, 04/17/52 | – | – | ||||||||||
1,076,000 | # | American Homes 4 Rent 2015-SFR2 Trust Class C, 4.691%, 10/17/45 | 1,194,227 | 0.0 | ||||||||||
1,250,000 | # | American Homes 4 Rent 2015-SFR2 Trust Class D, 5.036%, 10/17/45 | 1,386,135 | 0.0 | ||||||||||
7,033,417 | #,^ | American Homes 4 Rent 2015-SFR2 Trust Class XS, 10/17/45 | – | – | ||||||||||
3,500,000 | # | Apidos Cinco CDO Ltd. 2007-12A C, 3.067%, 05/14/20 | 3,500,920 | 0.1 | ||||||||||
3,250,000 | # | Atrium V 5A B, 1.501%, 07/20/20 | 3,203,255 | 0.1 | ||||||||||
650,000 | # | Atrium V 5A D, 4.511%, 07/20/20 | 649,097 | 0.0 | ||||||||||
381,544 | # | AVANT Loans Funding Trust 2015-A A, 4.000%, 08/16/21 | 383,540 | 0.0 | ||||||||||
4,200,000 | # | Blue Hill CLO 2013-1A A, 2.160%, 01/15/26 | 4,201,256 | 0.1 |
3,750,000 | # | Bluemountain CLO III Ltd. 2007-3A C, 1.547%, 03/17/21 | 3,727,736 | 0.1 | ||||||||||
2,380,160 | # | Callidus Debt Partners Clo Fund VI Ltd. 6A A1T, 0.975%, 10/23/21 | 2,354,737 | 0.1 | ||||||||||
1,250,000 | # | Carlyle High Yield Partners IX Ltd. 2006-9A B, 1.245%, 08/01/21 | 1,228,241 | 0.0 | ||||||||||
1,500,000 | # | Carlyle High Yield Partners IX Ltd., 1.175%, 08/01/21 | 1,492,736 | 0.0 | ||||||||||
1,500,000 | # | Carlyle High Yield Partners IX Ltd., 2.445%, 08/01/21 | 1,487,453 | 0.0 | ||||||||||
37,149 | Chase Funding Trust Series 2003-5 2A2, 1.125%, 07/25/33 | 34,538 | 0.0 | |||||||||||
2,070,387 | # | CIFC Funding 2006-2A B2L, 4.842%, 03/01/21 | 2,070,314 | 0.1 | ||||||||||
3,200,000 | # | CIFC Funding 2006-I2A B1L, 2.442%, 03/01/21 | 3,156,995 | 0.1 | ||||||||||
2,556,456 | # | CIFC Funding 2007-I Ltd., 4.707%, 05/10/21 | 2,536,534 | 0.1 | ||||||||||
6,000,000 | # | Cornerstone CLO Ltd. 2007-1A C, 3.080%, 07/15/21 | 5,918,502 | 0.2 | ||||||||||
14,834 | Countrywide Asset-Backed Certificates, 5.301%, 04/25/47 | 14,835 | 0.0 | |||||||||||
2,053,094 | # | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/31 | 2,106,402 | 0.1 | ||||||||||
2,461,871 | # | DRB Prime Student Loan Trust 2015-D, 3.200%, 01/25/40 | 2,526,944 | 0.1 | ||||||||||
1,550,000 | # | Earnest Student Loan Program 2016-B LLC, 4.810%, 09/25/36 | 1,584,758 | 0.0 | ||||||||||
1,150,000 | # | Earnest Student Loan Program 2016-C B, 4.460%, 01/26/37 | 1,151,812 | 0.0 | ||||||||||
5,000,000 | FFMLT Trust 2005-FF8 M2, 1.045%, 09/25/35 | 4,409,356 | 0.1 | |||||||||||
2,549,509 | # | Fraser Sullivan CLO II Ltd. 2006-2A D, 2.357%, 12/20/20 | 2,546,508 | 0.1 | ||||||||||
2,750,000 | # | Fraser Sullivan CLO II Ltd. 2006-2A E, 4.357%, 12/20/20 | 2,713,871 | 0.1 | ||||||||||
1,500,000 | # | Gale Force 3 CLO Ltd. 2007-3A D, 2.088%, 04/19/21 | 1,443,878 | 0.0 | ||||||||||
2,125,000 | # | GoldenTree Loan Opportunities III Ltd. 2007-3A C, 2.007%, 05/01/22 | 2,104,288 | 0.1 | ||||||||||
1,962,963 | GSAMP Trust 2006-HE6, 0.675%, 08/25/36 | 1,616,274 | 0.1 | |||||||||||
3,067,787 | # | HERO Funding Trust 2015-2 A, 3.990%, 09/20/40 | 3,147,365 | 0.1 | ||||||||||
3,647,905 | # | HERO Funding Trust 2015-3A A, 4.280%, 09/20/41 | 3,788,130 | 0.1 | ||||||||||
3,031,930 | # | HERO Funding Trust 2016-2, 3.750%, 09/20/41 | 3,080,259 | 0.1 | ||||||||||
2,500,000 | # | Invitation Homes Trust 2014-SFR2 E, 3.677%, 06/17/32 | 2,493,010 | 0.1 |
See Accompanying Notes to Financial Statements
32 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
2,000,000 | # | Madison Park Funding III Ltd. 2006-3A D, 4.165%, 10/25/20 | 1,987,558 | 0.1 | ||||||||||
1,495,350 | # | Madison Park Funding IV Ltd., 4.466%, 03/22/21 | 1,466,344 | 0.0 | ||||||||||
3,250,000 | # | Madison Park Funding Ltd. 2007-6A E, 5.971%, 07/26/21 | 3,251,300 | 0.1 | ||||||||||
1,500,000 | # | Madison Park Funding Ltd., 3.971%, 07/26/21 | 1,500,413 | 0.0 | ||||||||||
1,250,000 | # | Madison Park Funding V Ltd 2007-5A D, 4.325%, 02/26/21 | 1,225,514 | 0.0 | ||||||||||
9,550,000 | # | Magnetite CLO Ltd. 2016-18A A, 2.263%, 11/15/28 | 9,550,000 | 0.3 | ||||||||||
1,096,539 | # | Marketplace Loan Trust Series 2015-AV1 A, 4.000%, 09/15/21 | 1,103,735 | 0.0 | ||||||||||
1,399,435 | # | Marketplace Loan Trust Series 2015-AV2, 4.000%, 10/15/21 | 1,405,558 | 0.0 | ||||||||||
5,500,000 | # | Muir Grove CLO Ltd. 2007-1A B, 2.715%, 03/25/20 | 5,501,639 | 0.2 | ||||||||||
2,000,000 | # | Muir Grove CLO Ltd. 2007-1A C, 3.715%, 03/25/20 | 2,000,416 | 0.1 | ||||||||||
1,500,000 | # | Ocean Trails CLO I 2006-1A B, 1.417%, 10/12/20 | 1,463,093 | 0.0 | ||||||||||
1,040,000 | Popular ABS Mortgage Pass-Through Trust 2005-D, 4.184%, 01/25/36 | 1,035,871 | 0.0 | |||||||||||
4,000,000 | # | Progress Residential 2015-SFR2 Trust E, 4.427%, 06/12/32 | 3,992,521 | 0.1 | ||||||||||
4,000,000 | # | Progress Residential 2015-SFR3 Trust, 4.327%, 11/12/32 | 4,202,372 | 0.1 | ||||||||||
3,986,149 | SG Mortgage Securities Trust 2006-OPT2 A2, 0.665%, 10/25/36 | 3,357,347 | 0.1 | |||||||||||
2,000,000 | # | Shasta CLO Ltd. 2007-1A BSL, 4.246%, 04/20/21 | 1,988,014 | 0.1 | ||||||||||
2,152,274 | # | Sofi Consumer Loan Program 2016-1 LLC, 3.260%, 08/25/25 | 2,174,851 | 0.1 | ||||||||||
1,500,000 | # | SoFi Consumer Loan Program 2016-2A B, 4.770%, 10/27/25 | 1,514,448 | 0.0 | ||||||||||
2,591,674 | # | SoFi Professional Loan Program 2015-C LLC A2, 2.510%, 08/25/33 | 2,639,315 | 0.1 | ||||||||||
3,620,000 | # | Springleaf Funding Trust 2015-A A, 3.160%, 11/15/24 | 3,667,052 | 0.1 | ||||||||||
7,320,000 | Symphony CLO IX L.P., 2.303%, 10/16/28 | 7,320,000 | 0.2 | |||||||||||
5,740,000 | # | Symphony CLO XIV Ltd. 2014 -14A A2, 2.153%, 07/14/26 | 5,742,290 | 0.2 | ||||||||||
3,450,000 | # | Taco Bell Funding LLC, 3.832%, 05/25/46 | 3,507,980 | 0.1 | ||||||||||
2,000,000 | # | Telos CLO 2006-1A D Ltd., 2.365%, 10/11/21 | 1,977,020 | 0.1 | ||||||||||
2,500,000 | # | Telos CLO 2006-1A E Ltd., 4.915%, 10/11/21 | 2,503,340 | 0.1 | ||||||||||
550,000 | # | Telos CLO 2007-2A D Ltd., 2.880%, 04/15/22 | 538,183 | 0.0 |
2,100,000 | # | Trade MAPS 1 Ltd. 2013-1A C, 2.768%, 12/10/18 | 2,099,658 | 0.1 | ||||||||||
9,030,000 | Wind River CLO Ltd. 2016-2A A, 2.363%, 10/27/28 | 9,030,000 | 0.3 | |||||||||||
174,496,838 | 5.1 | |||||||||||||
Total Asset-Backed Securities | ||||||||||||||
(Cost $225,718,911) | 227,777,761 | 6.7 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 22.2% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 8.7%## | ||||||||||||||
3,630,709 | ^ | 5.961%, due 06/15/36 | 622,536 | 0.0 | ||||||||||
1,790,121 | 2.500%, due 05/01/30 | 1,860,018 | 0.1 | |||||||||||
1,440,951 | 2.500%, due 05/01/30 | 1,498,371 | 0.0 | |||||||||||
2,244,636 | 2.500%, due 06/01/30 | 2,332,325 | 0.1 | |||||||||||
13,592,100 | ^ | 3.000%, due 02/15/33 | 1,671,892 | 0.1 | ||||||||||
4,875,215 | 3.000%, due 04/15/33 | 5,053,773 | 0.2 | |||||||||||
1,916,000 | 3.000%, due 08/15/40 | 1,965,836 | 0.1 | |||||||||||
3,397,218 | 3.000%, due 03/01/45 | 3,551,139 | 0.1 | |||||||||||
3,151,789 | 3.000%, due 03/01/45 | 3,306,252 | 0.1 | |||||||||||
8,219,372 | 3.000%, due 04/01/45 | 8,622,193 | 0.3 | |||||||||||
8,333,567 | 3.000%, due 04/01/45 | 8,711,143 | 0.3 | |||||||||||
11,575 | 3.023%, due 05/01/37 | 12,296 | 0.0 | |||||||||||
1,000,000 | 3.500%, due 09/15/39 | 1,061,567 | 0.0 | |||||||||||
4,662,355 | 3.500%, due 03/01/45 | 4,965,344 | 0.2 | |||||||||||
129,022 | 3.624%, due 03/15/38 | 134,184 | 0.0 | |||||||||||
1,027,739 | ^^ | 4.000%, due 01/15/36 | 1,006,250 | 0.0 | ||||||||||
1,993,104 | 4.000%, due 10/01/41 | 2,147,770 | 0.1 | |||||||||||
3,131,279 | 4.000%, due 12/01/41 | 3,374,895 | 0.1 | |||||||||||
6,871,246 | ^ | 4.000%, due 04/15/43 | 1,186,615 | 0.0 | ||||||||||
3,798,929 | 4.000%, due 08/01/44 | 4,082,557 | 0.1 | |||||||||||
2,771,989 | 4.000%, due 07/01/45 | 2,974,440 | 0.1 | |||||||||||
6,506,579 | 4.000%, due 09/01/45 | 6,981,786 | 0.2 | |||||||||||
20,863,437 | 4.000%, due 09/01/45 | 22,387,194 | 0.7 | |||||||||||
5,035,780 | 4.000%, due 09/01/45 | 5,412,651 | 0.2 | |||||||||||
3,343,921 | 4.000%, due 09/01/45 | 3,588,143 | 0.1 | |||||||||||
9,450,903 | 4.000%, due 09/01/45 | 10,158,168 | 0.3 | |||||||||||
15,301,223 | 4.000%, due 10/01/45 | 16,418,745 | 0.5 | |||||||||||
1,035,467 | 4.000%, due 11/01/45 | 1,111,092 | 0.0 | |||||||||||
6,948,615 | 4.000%, due 05/01/46 | 7,458,502 | 0.2 | |||||||||||
4,277,042 | 4.250%, due 05/15/44 | 5,039,944 | 0.2 | |||||||||||
5,741,096 | 4.250%, due 05/15/44 | 6,755,713 | 0.2 | |||||||||||
10,004,651 | 4.250%, due 06/15/44 | 11,532,653 | 0.3 | |||||||||||
25,000,000 | 4.500%, due 05/15/38 | 26,467,762 | 0.8 | |||||||||||
4,870,527 | ^ | 4.500%, due 12/15/40 | 550,251 | 0.0 | ||||||||||
1,559,966 | 4.500%, due 08/01/41 | 1,712,369 | 0.1 | |||||||||||
2,027,265 | 4.500%, due 09/01/41 | 2,221,228 | 0.1 | |||||||||||
1,921,103 | 4.500%, due 10/01/41 | 2,118,435 | 0.1 | |||||||||||
749,029 | 4.500%, due 01/15/42 | 826,983 | 0.0 | |||||||||||
3,706,688 | ^ | 4.500%, due 08/15/43 | 582,951 | 0.0 | ||||||||||
2,146,726 | 4.500%, due 03/01/44 | 2,370,428 | 0.1 | |||||||||||
91,495 | 5.000%, due 12/15/17 | 93,043 | 0.0 | |||||||||||
1,860,972 | 5.000%, due 08/15/34 | 2,058,234 | 0.1 | |||||||||||
666,087 | 5.000%, due 02/15/35 | 742,103 | 0.0 | |||||||||||
144,402 | 5.000%, due 02/15/35 | 148,777 | 0.0 | |||||||||||
517,896 | 5.000%, due 02/15/35 | 576,600 | 0.0 | |||||||||||
230,832 | 5.000%, due 01/01/41 | 256,712 | 0.0 | |||||||||||
2,406,616 | 5.000%, due 04/01/41 | 2,670,372 | 0.1 | |||||||||||
624,591 | ^ | 5.250%, due 03/15/33 | 693,568 | 0.0 | ||||||||||
1,126,612 | 5.399%, due 07/25/33 | 1,349,630 | 0.0 | |||||||||||
5,756,378 | ^ | 5.476%, due 05/15/36 | 465,784 | 0.0 | ||||||||||
3,679,034 | ^ | 5.476%, due 08/15/42 | 653,410 | 0.0 | ||||||||||
490,618 | 5.500%, due 11/15/22 | 521,470 | 0.0 | |||||||||||
629,845 | 5.500%, due 12/15/32 | 716,733 | 0.0 | |||||||||||
331,322 | 5.500%, due 09/15/34 | 377,299 | 0.0 | |||||||||||
10,045,917 | 5.500%, due 12/15/34 | 11,656,759 | 0.3 | |||||||||||
2,443,313 | 5.500%, due 02/15/36 | 2,774,706 | 0.1 | |||||||||||
1,210,107 | 5.500%, due 08/15/36 | 1,373,616 | 0.0 |
See Accompanying Notes to Financial Statements
33 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
819,280 | 5.500%, due 06/15/37 | 925,754 | 0.0 | |||||||||||
60,079 | 5.500%, due 07/01/37 | 68,209 | 0.0 | |||||||||||
1,252,560 | 5.500%, due 07/15/37 | 1,426,946 | 0.0 | |||||||||||
3,283,366 | 5.500%, due 11/01/38 | 3,731,411 | 0.1 | |||||||||||
2,742,449 | ^ | 5.526%, due 07/15/40 | 417,042 | 0.0 | ||||||||||
17,541,127 | ^ | 5.526%, due 01/15/41 | 2,308,589 | 0.1 | ||||||||||
12,513,112 | ^ | 5.576%, due 09/15/44 | 2,254,459 | 0.1 | ||||||||||
16,025,895 | ^ | 5.676%, due 03/15/43 | 3,132,655 | 0.1 | ||||||||||
6,157,988 | ^ | 5.926%, due 08/15/36 | 1,306,451 | 0.0 | ||||||||||
5,181 | 6.000%, due 12/01/28 | 5,914 | 0.0 | |||||||||||
19,589 | 6.000%, due 01/01/29 | 22,359 | 0.0 | |||||||||||
227,678 | 6.000%, due 01/15/29 | 264,750 | 0.0 | |||||||||||
247,937 | 6.000%, due 01/15/29 | 286,433 | 0.0 | |||||||||||
1,549,326 | 6.000%, due 04/15/29 | 1,797,012 | 0.1 | |||||||||||
285,844 | 6.000%, due 07/15/32 | 330,101 | 0.0 | |||||||||||
233,025 | ^ | 6.000%, due 04/15/33 | 53,263 | 0.0 | ||||||||||
1,442,876 | 6.000%, due 05/15/36 | 1,639,365 | 0.1 | |||||||||||
848,152 | 6.000%, due 07/15/36 | 982,785 | 0.0 | |||||||||||
1,108,852 | 6.000%, due 10/15/37 | 1,225,917 | 0.0 | |||||||||||
858,017 | 6.000%, due 11/15/37 | 951,013 | 0.0 | |||||||||||
2,938,924 | ^ | 6.026%, due 05/15/41 | 593,494 | 0.0 | ||||||||||
4,553,797 | ^ | 6.076%, due 09/15/34 | 423,507 | 0.0 | ||||||||||
1,571,398 | ^ | 6.176%, due 10/15/34 | 149,085 | 0.0 | ||||||||||
12,678,445 | ^ | 6.206%, due 10/15/35 | 2,697,970 | 0.1 | ||||||||||
10,469 | 6.500%, due 01/01/24 | 12,001 | 0.0 | |||||||||||
10,547 | 6.500%, due 12/01/31 | 12,429 | 0.0 | |||||||||||
999,769 | 6.500%, due 09/01/34 | 1,171,570 | 0.0 | |||||||||||
6,082 | 7.000%, due 11/01/31 | 6,322 | 0.0 | |||||||||||
6,484 | 7.000%, due 03/01/32 | 7,708 | 0.0 | |||||||||||
23,452,000 | W | 14.000%, due 10/01/44 | 24,371,757 | 0.7 | ||||||||||
18,880,000 | W | 22.000%, due 02/15/41 | 19,919,507 | 0.6 | ||||||||||
293,460,988 | 8.7 | |||||||||||||
Federal National Mortgage Association: 9.6%## | ||||||||||||||
58,383 | 0.491%, due 01/25/32 | 59,066 | 0.0 | |||||||||||
698,603 | 2.027%, due 06/25/33 | 726,679 | 0.0 | |||||||||||
2,946,522 | 2.500%, due 05/01/30 | 3,060,634 | 0.1 | |||||||||||
4,383,514 | 2.500%, due 06/01/30 | 4,545,912 | 0.1 | |||||||||||
6,703,884 | 2.500%, due 06/01/30 | 6,952,245 | 0.2 | |||||||||||
2,711,269 | 2.500%, due 07/01/30 | 2,811,714 | 0.1 | |||||||||||
3,019,000 | 2.500%, due 12/25/41 | 2,918,315 | 0.1 | |||||||||||
222,631 | 2.750%, due 07/01/35 | 235,836 | 0.0 | |||||||||||
3,806,070 | 3.000%, due 08/01/30 | 4,013,775 | 0.1 | |||||||||||
2,336,574 | 3.000%, due 09/01/30 | 2,466,145 | 0.1 | |||||||||||
5,041,436 | 3.000%, due 07/01/43 | 5,253,515 | 0.2 | |||||||||||
1,228,873 | 3.000%, due 09/01/43 | 1,280,419 | 0.0 | |||||||||||
16,791,988 | 3.000%, due 04/01/45 | 17,561,122 | 0.5 | |||||||||||
3,145,178 | 3.000%, due 08/01/46 | 3,289,014 | 0.1 | |||||||||||
2,186,012 | ^ | 3.500%, due 06/25/42 | 313,061 | 0.0 | ||||||||||
8,457,258 | ^ | 3.500%, due 06/25/42 | 1,067,576 | 0.0 | ||||||||||
9,405,771 | 3.500%, due 10/01/42 | 9,961,888 | 0.3 | |||||||||||
138,349 | ^ | 4.000%, due 11/25/18 | 3,998 | 0.0 | ||||||||||
3,918,728 | ^ | 4.000%, due 04/25/41 | 344,196 | 0.0 | ||||||||||
954,958 | 4.000%, due 03/01/42 | 1,027,643 | 0.0 | |||||||||||
2,200,000 | 4.000%, due 06/25/42 | 2,481,674 | 0.1 | |||||||||||
3,008,682 | 4.000%, due 07/01/42 | 3,233,650 | 0.1 | |||||||||||
3,321,546 | 4.000%, due 07/01/42 | 3,580,412 | 0.1 | |||||||||||
562,576 | 4.000%, due 07/01/42 | 606,473 | 0.0 | |||||||||||
3,141,522 | 4.000%, due 01/01/45 | 3,376,423 | 0.1 | |||||||||||
2,992,798 | 4.000%, due 03/01/45 | 3,216,578 | 0.1 | |||||||||||
28,056,509 | 4.000%, due 05/01/45 | 30,167,213 | 0.9 | |||||||||||
4,374,715 | 4.000%, due 06/01/45 | 4,736,467 | 0.2 | |||||||||||
3,429,180 | 4.250%, due 11/01/43 | 3,729,663 | 0.1 | |||||||||||
2,572,156 | 4.500%, due 10/25/34 | 2,827,365 | 0.1 | |||||||||||
3,928,473 | 4.500%, due 10/25/36 | 4,296,285 | 0.1 | |||||||||||
7,079,464 | 4.500%, due 11/01/40 | 7,768,899 | 0.2 | |||||||||||
431,627 | 4.500%, due 11/01/40 | 474,778 | 0.0 | |||||||||||
778,853 | 4.500%, due 11/01/40 | 859,028 | 0.0 | |||||||||||
7,554 | 4.500%, due 12/01/40 | 8,291 | 0.0 | |||||||||||
13,032 | 4.500%, due 12/01/40 | 14,374 | 0.0 |
13,829 | 4.500%, due 01/01/41 | 15,213 | 0.0 | |||||||||||
13,971 | 4.500%, due 01/01/41 | 15,334 | 0.0 | |||||||||||
1,165,218 | 4.500%, due 10/01/41 | 1,280,664 | 0.1 | |||||||||||
7,142,747 | 4.500%, due 10/25/41 | 8,413,132 | 0.3 | |||||||||||
242,672 | 5.000%, due 06/01/33 | 270,129 | 0.0 | |||||||||||
39,741 | 5.000%, due 09/01/33 | 44,362 | 0.0 | |||||||||||
1,686,834 | 5.000%, due 09/25/33 | 1,879,742 | 0.1 | |||||||||||
143,312 | 5.000%, due 11/01/33 | 161,096 | 0.0 | |||||||||||
48,763 | 5.000%, due 03/01/34 | 54,431 | 0.0 | |||||||||||
30,578 | 5.000%, due 03/01/34 | 34,369 | 0.0 | |||||||||||
57,473 | 5.000%, due 07/25/34 | 57,841 | 0.0 | |||||||||||
317,926 | 5.000%, due 02/01/35 | 354,608 | 0.0 | |||||||||||
6,487,451 | 5.000%, due 04/25/35 | 7,257,881 | 0.2 | |||||||||||
222,608 | 5.000%, due 06/01/35 | 248,467 | 0.0 | |||||||||||
12,604 | 5.000%, due 06/01/35 | 14,160 | 0.0 | |||||||||||
519,808 | 5.000%, due 07/01/35 | 584,159 | 0.0 | |||||||||||
125,762 | 5.000%, due 07/01/35 | 141,201 | 0.0 | |||||||||||
706,131 | 5.000%, due 08/01/35 | 786,309 | 0.0 | |||||||||||
1,146,666 | 5.000%, due 10/01/35 | 1,280,616 | 0.1 | |||||||||||
55,918 | 5.000%, due 10/01/35 | 62,171 | 0.0 | |||||||||||
593,068 | 5.000%, due 02/01/36 | 660,347 | 0.0 | |||||||||||
8,916 | 5.000%, due 03/01/36 | 9,924 | 0.0 | |||||||||||
114,865 | 5.000%, due 03/01/36 | 127,861 | 0.0 | |||||||||||
20,213 | 5.000%, due 05/01/36 | 22,514 | 0.0 | |||||||||||
12,398 | 5.000%, due 06/01/36 | 13,806 | 0.0 | |||||||||||
438,015 | 5.000%, due 07/01/36 | 492,270 | 0.0 | |||||||||||
596,285 | 5.000%, due 07/01/37 | 670,303 | 0.0 | |||||||||||
11,049,000 | 5.000%, due 06/25/40 | 12,962,656 | 0.4 | |||||||||||
339,053 | 5.000%, due 11/01/40 | 378,567 | 0.0 | |||||||||||
4,835,013 | 5.000%, due 04/25/41 | 5,528,850 | 0.2 | |||||||||||
157,161 | 5.000%, due 05/01/41 | 175,238 | 0.0 | |||||||||||
416,708 | 5.000%, due 06/01/41 | 464,584 | 0.0 | |||||||||||
769,124 | 5.000%, due 06/01/41 | 857,593 | 0.0 | |||||||||||
5,724 | 5.500%, due 02/01/18 | 5,839 | 0.0 | |||||||||||
2,338,013 | 5.500%, due 10/25/33 | 2,669,471 | 0.1 | |||||||||||
1,099,065 | 5.500%, due 02/25/34 | 1,252,893 | 0.0 | |||||||||||
2,346,895 | 5.500%, due 07/25/34 | 2,629,512 | 0.1 | |||||||||||
315,615 | 5.500%, due 08/25/34 | 326,462 | 0.0 | |||||||||||
314,847 | 5.500%, due 03/01/37 | 357,496 | 0.0 | |||||||||||
322,044 | 5.500%, due 06/01/39 | 367,652 | 0.0 | |||||||||||
3,125,357 | 5.500%, due 10/01/39 | 3,559,734 | 0.1 | |||||||||||
46,160,629 | ^ | 5.500%, due 03/25/45 | 9,873,805 | 0.3 | ||||||||||
13,131,267 | ^ | 5.545%, due 11/25/40 | 2,227,978 | 0.1 | ||||||||||
20,887,035 | 5.576%, due 02/25/49 | 23,006,181 | 0.7 | |||||||||||
2,723,915 | ^ | 5.625%, due 07/25/33 | 510,209 | 0.0 | ||||||||||
5,042,107 | ^ | 5.625%, due 11/25/39 | 936,278 | 0.0 | ||||||||||
13,846,569 | ^ | 5.625%, due 11/25/42 | 2,886,956 | 0.1 | ||||||||||
4,859,695 | ^ | 5.675%, due 10/25/32 | 839,367 | 0.0 | ||||||||||
16,206,657 | ^ | 5.675%, due 06/25/33 | 3,147,109 | 0.1 | ||||||||||
13,318,479 | ^ | 5.675%, due 10/25/42 | 2,871,887 | 0.1 | ||||||||||
11,908,261 | ^ | 5.675%, due 02/25/43 | 1,886,136 | 0.1 | ||||||||||
5,588,128 | ^ | 5.675%, due 08/25/43 | 1,085,924 | 0.0 | ||||||||||
15,532,080 | ^ | 5.725%, due 02/25/33 | 3,166,721 | 0.1 | ||||||||||
8,792,512 | ^ | 5.825%, due 03/25/38 | 1,679,347 | 0.1 | ||||||||||
8,039,834 | ^ | 5.875%, due 10/25/37 | 1,751,954 | 0.1 | ||||||||||
12,703,512 | ^ | 5.875%, due 05/25/40 | 2,471,436 | 0.1 | ||||||||||
3,633,356 | ^ | 5.925%, due 05/25/40 | 674,078 | 0.0 | ||||||||||
589 | 6.000%, due 11/01/17 | 595 | 0.0 | |||||||||||
3,917 | 6.000%, due 10/01/18 | 4,024 | 0.0 | |||||||||||
307,271 | 6.000%, due 07/25/29 | 346,499 | 0.0 | |||||||||||
241,783 | 6.000%, due 04/25/31 | 278,859 | 0.0 | |||||||||||
468,047 | ^ | 6.000%, due 08/25/33 | 108,872 | 0.0 | ||||||||||
137,479 | 6.000%, due 09/01/36 | 157,475 | 0.0 | |||||||||||
119,446 | 6.000%, due 02/25/37 | 130,760 | 0.0 | |||||||||||
643,465 | 6.000%, due 05/01/38 | 685,639 | 0.0 | |||||||||||
5,383,595 | ^ | 6.025%, due 04/25/39 | 1,115,693 | 0.0 | ||||||||||
5,574,696 | ^ | 6.025%, due 09/25/40 | 980,212 | 0.0 | ||||||||||
13,853,470 | ^ | 6.075%, due 04/25/31 | 1,872,910 | 0.1 | ||||||||||
4,289,339 | ^ | 6.075%, due 10/25/41 | 815,752 | 0.0 | ||||||||||
11,463,429 | ^ | 6.095%, due 06/25/40 | 1,674,757 | 0.1 |
See Accompanying Notes to Financial Statements
34 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
481,975 | ^ | 6.175%, due 08/25/26 | 69,068 | 0.0 | ||||||||||
3,477,253 | ^ | 6.175%, due 07/25/42 | 700,398 | 0.0 | ||||||||||
1,737,767 | ^ | 6.215%, due 01/25/37 | 339,023 | 0.0 | ||||||||||
6,339,242 | ^ | 6.225%, due 10/25/35 | 1,241,546 | 0.0 | ||||||||||
3,182 | 6.500%, due 02/01/28 | 3,667 | 0.0 | |||||||||||
676 | 6.500%, due 09/01/31 | 779 | 0.0 | |||||||||||
223 | 6.500%, due 09/01/31 | 257 | 0.0 | |||||||||||
23,303 | 6.500%, due 11/01/31 | 27,767 | 0.0 | |||||||||||
8,797 | 6.500%, due 04/01/32 | 10,141 | 0.0 | |||||||||||
5,015 | 6.500%, due 08/01/32 | 5,781 | 0.0 | |||||||||||
2,164 | 6.500%, due 08/01/32 | 2,494 | 0.0 | |||||||||||
12,208 | 6.500%, due 01/01/33 | 14,073 | 0.0 | |||||||||||
17,090 | 6.500%, due 02/01/33 | 19,692 | 0.0 | |||||||||||
13,152 | 7.000%, due 12/01/27 | 13,853 | 0.0 | |||||||||||
3,557 | 7.000%, due 10/01/31 | 4,028 | 0.0 | |||||||||||
4,585 | 7.000%, due 03/01/32 | 5,313 | 0.0 | |||||||||||
3,229,601 | ^ | 7.125%, due 07/25/33 | 716,219 | 0.0 | ||||||||||
461,968 | ^ | 7.154%, due 02/17/29 | 71,558 | 0.0 | ||||||||||
2,167 | 7.500%, due 09/01/30 | 2,686 | 0.0 | |||||||||||
1,994 | 7.500%, due 10/01/30 | 2,000 | 0.0 | |||||||||||
6,635 | 7.500%, due 09/01/31 | 8,308 | 0.0 | |||||||||||
18,767 | 7.500%, due 02/01/32 | 21,731 | 0.0 | |||||||||||
48,043 | 9.000%, due 10/25/33 | 48,172 | 0.0 | |||||||||||
36,986,000 | W | 14.000%, due 07/25/42 | 38,356,095 | 1.1 | ||||||||||
612,539 | 18.356%, due 08/25/32 | 709,283 | 0.0 | |||||||||||
2,061,000 | W | 19.000%, due 02/25/42 | 2,174,838 | 0.1 | ||||||||||
272,057 | 21.005%, due 01/25/35 | 329,222 | 0.0 | |||||||||||
5,450,000 | W | 26.000%, due 10/01/44 | 5,853,641 | 0.2 | ||||||||||
39,723 | 26.499%, due 02/25/34 | 49,098 | 0.0 | |||||||||||
352,383 | 30.824%, due 11/25/36 | 684,460 | 0.0 | |||||||||||
11,794,000 | W | 47.000%, due 03/15/27 | 12,388,998 | 0.4 | ||||||||||
326,821,385 | 9.6 | |||||||||||||
Government National Mortgage Association: 3.9% | ||||||||||||||
24,811,445 | 3.500%, due 07/20/46 | 26,407,083 | 0.8 | |||||||||||
24,264,000 | 3.500%, due 08/20/46 | 25,865,995 | 0.8 | |||||||||||
605,258 | 4.000%, due 11/20/40 | 651,514 | 0.0 | |||||||||||
455,112 | 4.000%, due 10/20/41 | 478,770 | 0.0 | |||||||||||
3,269,929 | 4.000%, due 03/20/46 | 3,545,167 | 0.1 | |||||||||||
5,162,955 | ^ | 4.500%, due 01/16/29 | 639,558 | 0.0 | ||||||||||
3,848,340 | 4.500%, due 05/16/39 | 4,251,813 | 0.1 | |||||||||||
1,959,119 | 4.500%, due 05/20/39 | 2,163,831 | 0.1 | |||||||||||
705,925 | 4.500%, due 10/15/39 | 788,385 | 0.0 | |||||||||||
546,180 | 4.500%, due 11/15/39 | 610,947 | 0.0 | |||||||||||
551,788 | 4.500%, due 11/15/39 | 612,551 | 0.0 | |||||||||||
166,590 | 4.500%, due 12/15/39 | 186,338 | 0.0 | |||||||||||
163,828 | 4.500%, due 08/20/41 | 179,542 | 0.0 | |||||||||||
2,363,509 | ^ | 4.500%, due 09/20/41 | 351,144 | 0.0 | ||||||||||
1,827,000 | 4.750%, due 05/20/39 | 2,007,825 | 0.1 | |||||||||||
9,115,553 | ^ | 4.820%, due 05/16/41 | 1,380,801 | 0.0 | ||||||||||
1,842,431 | ^ | 5.000%, due 04/20/40 | 633,261 | 0.0 | ||||||||||
10,672,943 | ^ | 5.068%, due 12/20/44 | 1,694,974 | 0.1 | ||||||||||
17,658,378 | ^ | 5.070%, due 04/16/44 | 3,052,199 | 0.1 | ||||||||||
830,668 | 5.140%, due 10/20/60 | 886,424 | 0.0 | |||||||||||
1,215,430 | 5.277%, due 10/20/60 | 1,295,565 | 0.0 | |||||||||||
3,621,808 | ^ | 5.318%, due 06/20/40 | 549,912 | 0.0 | ||||||||||
16,749,287 | ^ | 5.500%, due 11/20/43 | 3,522,752 | 0.1 | ||||||||||
663,389 | 5.500%, due 03/20/60 | 706,480 | 0.0 | |||||||||||
19,020,315 | ^ | 5.518%, due 07/20/39 | 3,248,440 | 0.1 | ||||||||||
22,875,995 | ^ | 5.570%, due 05/16/40 | 3,458,237 | 0.1 | ||||||||||
1,034,246 | ^ | 5.668%, due 06/20/38 | 85,348 | 0.0 | ||||||||||
2,315,192 | ^ | 5.668%, due 04/20/39 | 426,457 | 0.0 | ||||||||||
13,532,777 | ^ | 5.670%, due 12/16/39 | 1,830,430 | 0.1 | ||||||||||
7,435,660 | ^ | 5.768%, due 05/20/39 | 639,196 | 0.0 | ||||||||||
1,630,081 | ^ | 5.868%, due 04/20/38 | 263,248 | 0.0 | ||||||||||
874,068 | ^ | 5.970%, due 05/16/38 | 165,619 | 0.0 | ||||||||||
9,799,535 | 6.000%, due 05/20/39 | 12,752,628 | 0.4 | |||||||||||
2,328,757 | ^ | 6.018%, due 01/20/38 | 471,520 | 0.0 | ||||||||||
11,298,052 | ^ | 6.088%, due 08/20/40 | 2,612,470 | 0.1 |
4,643,086 | ^ | 6.120%, due 09/16/40 | 947,737 | 0.0 | ||||||||||
14,421,004 | ^ | 6.158%, due 08/20/39 | 2,101,641 | 0.1 | ||||||||||
21,789,199 | ^ | 6.168%, due 07/20/37 | 5,063,023 | 0.2 | ||||||||||
1,478,089 | ^ | 6.240%, due 02/16/35 | 303,108 | 0.0 | ||||||||||
28,914 | ^ | 7.720%, due 06/16/31 | 2,544 | 0.0 | ||||||||||
15,263,000 | W | 16.000%, due 05/20/45 | 15,990,377 | 0.5 | ||||||||||
132,824,854 | 3.9 | |||||||||||||
Total U.S. Government Agency Obligations | ||||||||||||||
(Cost $734,138,247) | 753,107,227 | 22.2 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 23.4% | ||||||||||||||
Treasury Inflation Indexed Protected Securities: 5.2% | ||||||||||||||
168,283,525 | 0.625%, due 01/15/26 | 177,319,845 | 5.2 | |||||||||||
U.S. Treasury Bonds: 4.9% | ||||||||||||||
3,901,000 | 1.500%, due 08/15/26 | 3,865,953 | 0.1 | |||||||||||
154,568,000 | 2.500%, due 05/15/46 | 160,503,257 | 4.8 | |||||||||||
65,000 | 3.000%, due 11/15/45 | 74,415 | 0.0 | |||||||||||
164,443,625 | 4.9 | |||||||||||||
U.S. Treasury Notes: 13.3% | ||||||||||||||
39,172,000 | 0.750%, due 08/31/18 | 39,164,361 | 1.2 | |||||||||||
124,855,000 | 0.750%, due 09/30/18 | 124,820,915 | 3.7 | |||||||||||
98,973,000 | 0.875%, due 09/15/19 | 98,965,280 | 2.9 | |||||||||||
17,000 | 1.000%, due 12/31/17 | 17,061 | 0.0 | |||||||||||
24,227,000 | L | 1.125%, due 08/31/21 | 24,207,134 | 0.7 | ||||||||||
104,110,000 | 1.125%, due 09/30/21 | 103,975,802 | 3.1 | |||||||||||
246,000 | 1.375%, due 01/31/21 | 248,729 | 0.0 | |||||||||||
33,957,000 | 1.375%, due 08/31/23 | 33,864,162 | 1.0 | |||||||||||
25,625,000 | 1.375%, due 09/30/23 | 25,536,927 | 0.7 | |||||||||||
377,000 | 1.625%, due 02/15/26 | 377,987 | 0.0 | |||||||||||
699,000 | 1.750%, due 01/31/23 | 715,724 | 0.0 | |||||||||||
451,894,082 | 13.3 | |||||||||||||
Total U.S. Treasury Obligations | ||||||||||||||
(Cost $792,938,146) | 793,657,552 | 23.4 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $3,402,974,836) | 3,469,840,349 | 102.2 | ||||||||||||
SHORT-TERM INVESTMENTS: 1.9% | ||||||||||||||
Corporate Bonds/Notes: 0.1% | ||||||||||||||
110,000 | Anadarko Petroleum Corp., 6.375%, 09/15/17 | 114,704 | 0.0 | |||||||||||
367,000 | Discover Financial Services, 6.450%, 06/12/17 | 378,860 | 0.0 | |||||||||||
1,983,000 | Laboratory Corp. of America Holdings, 2.200%, 08/23/17 | 1,996,455 | 0.1 | |||||||||||
1,169,000 | Southwestern Electric Power Co., 5.550%, 01/15/17 | 1,182,883 | 0.0 | |||||||||||
3,672,902 | 0.1 |
See Accompanying Notes to Financial Statements
35 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
Securities Lending Collateralcc: 1.2% | ||||||||||||||
9,313,996 | Bank of Nova Scotia, Repurchase Agreement dated 09/30/16, 0.47%, due 10/03/16 (Repurchase Amount $9,314,356, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.000%-5.500%, Market Value plus accrued interest $9,500,648, due 02/01/21-08/01/46) | 9,313,996 | 0.3 | |||||||||||
9,313,996 | Cantor Fitzgerald, Repurchase Agreement dated 09/30/16, 0.54%, due 10/03/16 (Repurchase Amount $9,314,409, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $9,500,276, due 11/01/16-07/20/66) | 9,313,996 | 0.3 | |||||||||||
9,313,996 | Daiwa Capital Markets, Repurchase Agreement dated 09/30/16, 0.52%, due 10/03/16 (Repurchase Amount $9,314,394, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $9,500,276, due 10/13/16-09/09/49) | 9,313,996 | 0.3 | |||||||||||
1,960,376 | Merrill Lynch & Co., Inc., Repurchase Agreement dated 09/30/16, 0.50%, due 10/03/16 (Repurchase Amount $1,960,457, collateralized by various U.S. Government Agency Obligations, 2.140%-6.000%, Market Value plus accrued interest $1,999,584, due 03/01/26-09/01/46) | 1,960,376 | 0.0 | |||||||||||
9,314,000 | State of Wisconsin Investment Board, Repurchase Agreement dated 09/30/16, 0.60%, due 10/03/16 (Repurchase Amount $9,314,459, collateralized by various U.S. Government Securities, 0.125%-3.375%, Market Value plus accrued interest $9,500,726, due 04/15/18-09/09/49) | 9,314,000 | 0.3 | |||||||||||
39,216,364 | 1.2 |
Foreign Government Bonds: 0.0% | ||||||||||||||
200,000 | Pakistan Government International Bond, 6.875%, 06/01/17 | 203,995 | 0.0 | |||||||||||
948,000 | Petroleos de Venezuela SA, 5.250%, 04/12/17 | 810,540 | 0.0 | |||||||||||
1,014,535 | 0.0 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Federal National Mortgage Association: 0.0% | ||||||||||||||
17,044 | Fannie Mae"" | 17,238 | 0.0 | |||||||||||
445 | Fannie Mae"" | 447 | 0.0 | |||||||||||
4 | Fannie Mae"" | 4 | 0.0 | |||||||||||
Total Federal National Mortgage Association | ||||||||||||||
(Cost $17,555) | 17,689 | 0.0 | ||||||||||||
Mutual Funds: 0.6% | ||||||||||||||
18,692,000 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.340%†† | |||||||||||||
(Cost $18,692,000) | 18,692,000 | 0.6 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $62,652,191) | 62,613,490 | 1.9 | ||||||||||||
Total Investments in Securities (Cost $3,465,627,027) | $ | 3,532,453,839 | 104.1 | |||||||||||
Liabilities in Excess of Other Assets | (139,637,641 | ) | (4.1 | ) | ||||||||||
Net Assets | $ | 3,392,816,198 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of September 30, 2016. |
# | 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. |
+ | 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, 2016. |
^ | 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. |
DKK | Danish Krone |
See Accompanying Notes to Financial Statements
36 |
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
Cost for federal income tax purposes is $3,467,040,258. | |
Net unrealized appreciation consists of: |
Gross Unrealized Appreciation | $ | 81,323,088 | ||
Gross Unrealized Depreciation | (15,909,507 | ) | ||
Net Unrealized Appreciation | $ | 65,413,581 |
See Accompanying Notes to Financial Statements
37 |
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 44.0% | ||||||||||||||
Basic Materials: 0.8% | ||||||||||||||
580,000 | BHP Billiton Finance USA Ltd., 2.050%, 09/30/18 | 588,066 | 0.4 | |||||||||||
160,000 | # | Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. L.P., 1.700%, 05/01/18 | 159,876 | 0.1 | ||||||||||
329,000 | PPG Industries, Inc., 2.300%, 11/15/19 | 334,619 | 0.3 | |||||||||||
1,082,561 | 0.8 | |||||||||||||
Communications: 2.4% | ||||||||||||||
395,000 | Alibaba Group Holding Ltd, 1.625%, 11/28/17 | 396,001 | 0.3 | |||||||||||
337,000 | AT&T, Inc., 1.400%, 12/01/17 | 337,300 | 0.3 | |||||||||||
500,000 | AT&T, Inc., 1.750%, 01/15/18 | 502,625 | 0.4 | |||||||||||
550,000 | AT&T, Inc., 2.300%, 03/11/19 | 559,527 | 0.4 | |||||||||||
257,000 | British Telecommunications PLC, 5.950%, 01/15/18 | 271,962 | 0.2 | |||||||||||
140,000 | Cisco Systems, Inc., 1.650%, 06/15/18 | 141,152 | 0.1 | |||||||||||
342,000 | Comcast Corp., 6.300%, 11/15/17 | 361,096 | 0.3 | |||||||||||
140,000 | eBay, Inc., 2.500%, 03/09/18 | 142,025 | 0.1 | |||||||||||
409,000 | Verizon Communications, Inc., 2.625%, 02/21/20 | 420,982 | 0.3 | |||||||||||
3,132,670 | 2.4 | |||||||||||||
Consumer, Cyclical: 4.2% | ||||||||||||||
486,000 | American Honda Finance Corp., 2.250%, 08/15/19 | 498,250 | 0.4 | |||||||||||
100,000 | AutoZone, Inc., 1.625%, 04/21/19 | 100,388 | 0.1 | |||||||||||
195,000 | # | BMW US Capital LLC, 1.450%, 09/13/19 | 195,162 | 0.2 | ||||||||||
190,000 | CVS Health Corp., 2.250%, 08/12/19 | 193,791 | 0.1 | |||||||||||
260,000 | # | Daimler Finance North America LLC, 1.500%, 07/05/19 | 258,664 | 0.2 | ||||||||||
550,000 | Ford Motor Credit Co. LLC, 3.157%, 08/04/20 | 566,681 | 0.4 | |||||||||||
250,000 | Ford Motor Credit Co. LLC, 1.897%, 08/12/19 | 249,545 | 0.2 | |||||||||||
260,000 | General Motors Financial Co., Inc., 2.400%, 05/09/19 | 261,093 | 0.2 | |||||||||||
176,000 | Johnson Controls, Inc., 1.400%, 11/02/17 | 176,300 | 0.1 | |||||||||||
500,000 | Lennar Corp., 4.750%, 12/15/17 | 515,000 | 0.4 | |||||||||||
350,000 | McDonald's Corp., 2.100%, 12/07/18 | 355,519 | 0.3 |
250,000 | Newell Rubbermaid, Inc., 2.600%, 03/29/19 | 255,839 | 0.2 | |||||||||||
210,000 | PACCAR Financial Corp., 1.450%, 03/09/18 | 211,132 | 0.2 | |||||||||||
250,000 | PACCAR Financial Corp., 1.750%, 08/14/18 | 252,841 | 0.2 | |||||||||||
480,000 | Southwest Airlines Co., 2.650%, 11/05/20 | 493,630 | 0.4 | |||||||||||
314,000 | Southwest Airlines Co., 2.750%, 11/06/19 | 324,372 | 0.2 | |||||||||||
251,000 | Toyota Motor Credit Corp., 1.450%, 01/12/18 | 251,982 | 0.2 | |||||||||||
313,000 | Whirlpool Corp., 1.650%, 11/01/17 | 314,031 | 0.2 | |||||||||||
5,474,220 | 4.2 | |||||||||||||
Consumer, Non-cyclical: 9.9% | ||||||||||||||
600,000 | Abbott Laboratories, 2.000%, 03/15/20 | 610,855 | 0.5 | |||||||||||
249,000 | AbbVie, Inc., 1.750%, 11/06/17 | 249,779 | 0.2 | |||||||||||
330,000 | AbbVie, Inc., 1.800%, 05/14/18 | 331,517 | 0.3 | |||||||||||
345,000 | Actavis Funding SCS, 2.350%, 03/12/18 | 348,656 | 0.3 | |||||||||||
502,000 | Aetna, Inc., 1.500%, 11/15/17 | 502,168 | 0.4 | |||||||||||
364,000 | Aetna, Inc., 1.900%, 06/07/19 | 367,304 | 0.3 | |||||||||||
650,000 | Altria Group, Inc., 2.625%, 01/14/20 | 672,883 | 0.5 | |||||||||||
250,000 | Anheuser-Busch InBev Finance, Inc., 1.900%, 02/01/19 | 252,621 | 0.2 | |||||||||||
164,000 | Archer-Daniels-Midland Co., 5.450%, 03/15/18 | 174,303 | 0.1 | |||||||||||
250,000 | AstraZeneca PLC, 1.750%, 11/16/18 | 251,989 | 0.2 | |||||||||||
310,000 | Automatic Data Processing, Inc., 2.250%, 09/15/20 | 319,911 | 0.2 | |||||||||||
300,000 | # | BAT International Finance PLC, 1.850%, 06/15/18 | 302,713 | 0.2 | ||||||||||
270,000 | Baxalta, Inc., 2.000%, 06/22/18 | 270,773 | 0.2 | |||||||||||
333,000 | # | Bayer US Finance LLC, 1.500%, 10/06/17 | 332,728 | 0.3 | ||||||||||
276,000 | Becton Dickinson and Co., 1.800%, 12/15/17 | 277,429 | 0.2 | |||||||||||
180,000 | Cardinal Health, Inc., 1.950%, 06/15/18 | 181,771 | 0.1 | |||||||||||
260,000 | Celgene Corp., 2.125%, 08/15/18 | 262,888 | 0.2 | |||||||||||
195,000 | Eli Lilly & Co., 1.250%, 03/01/18 | 195,471 | 0.1 | |||||||||||
340,000 | Gilead Sciences, Inc., 1.950%, 03/01/22 | 341,028 | 0.3 | |||||||||||
300,000 | Hertz Corp., 6.750%, 04/15/19 | 306,972 | 0.2 | |||||||||||
440,000 | JM Smucker Co., 1.750%, 03/15/18 | 442,812 | 0.3 | |||||||||||
520,000 | Kraft Heinz Foods Co., 2.000%, 07/02/18 | 525,361 | 0.4 |
See Accompanying Notes to Financial Statements
38 |
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
250,000 | Kroger Co., 2.000%, 01/15/19 | 253,313 | 0.2 | |||||||||||
223,000 | Medtronic, Inc., 2.500%, 03/15/20 | 230,741 | 0.2 | |||||||||||
260,000 | Molson Coors Brewing Co., 1.450%, 07/15/19 | 259,403 | 0.2 | |||||||||||
267,000 | # | Mylan NV, 2.500%, 06/07/19 | 269,526 | 0.2 | ||||||||||
220,000 | PepsiCo, Inc., 1.250%, 04/30/18 | 220,521 | 0.2 | |||||||||||
261,000 | Pfizer, Inc., 1.450%, 06/03/19 | 262,631 | 0.2 | |||||||||||
462,000 | Philip Morris International, Inc., 1.250%, 11/09/17 | 462,351 | 0.4 | |||||||||||
240,000 | Reynolds American, Inc., 2.300%, 06/12/18 | 243,463 | 0.2 | |||||||||||
550,000 | Sanofi, 1.250%, 04/10/18 | 551,203 | 0.4 | |||||||||||
310,000 | Shire Acquisitions Investments Ireland DAC, 1.900%, 09/23/19 | 310,508 | 0.2 | |||||||||||
200,000 | St Jude Medical, Inc., 2.800%, 09/15/20 | 206,361 | 0.2 | |||||||||||
160,000 | St Jude Medical, Inc., 2.000%, 09/15/18 | 161,754 | 0.1 | |||||||||||
235,000 | Stryker Corp., 2.000%, 03/08/19 | 238,083 | 0.2 | |||||||||||
300,000 | Tenet Healthcare Corp., 6.250%, 11/01/18 | 321,750 | 0.2 | |||||||||||
205,000 | Teva Pharmaceutical Finance Netherlands III BV, 1.700%, 07/19/19 | 204,660 | 0.2 | |||||||||||
183,000 | Thermo Fisher Scientific, Inc., 2.150%, 12/14/18 | 185,136 | 0.1 | |||||||||||
303,000 | UnitedHealth Group, Inc., 1.400%, 12/15/17 | 303,926 | 0.2 | |||||||||||
160,000 | UnitedHealth Group, Inc., 1.900%, 07/16/18 | 161,727 | 0.1 | |||||||||||
245,000 | Zimmer Biomet Holdings, Inc., 2.000%, 04/01/18 | 246,720 | 0.2 | |||||||||||
331,000 | Zoetis, Inc., 1.875%, 02/01/18 | 332,143 | 0.3 | |||||||||||
12,947,852 | 9.9 | |||||||||||||
Energy: 3.5% | ||||||||||||||
135,000 | BP Capital Markets PLC, 1.674%, 02/13/18 | 135,545 | 0.1 | |||||||||||
287,000 | BP Capital Markets PLC, 2.521%, 01/15/20 | 294,928 | 0.2 | |||||||||||
390,000 | Chevron Corp., 1.365%, 03/02/18 | 390,758 | 0.3 | |||||||||||
231,000 | Chevron Corp., 1.790%, 11/16/18 | 233,454 | 0.2 | |||||||||||
170,000 | Energy Transfer Partners L.P., 2.500%, 06/15/18 | 171,229 | 0.1 | |||||||||||
330,000 | Enterprise Products Operating LLC, 1.650%, 05/07/18 | 330,238 | 0.2 | |||||||||||
370,000 | Exxon Mobil Corp., 1.708%, 03/01/19 | 374,059 | 0.3 | |||||||||||
357,000 | Kinder Morgan, Inc./DE, 2.000%, 12/01/17 | 357,585 | 0.3 | |||||||||||
370,000 | Shell International Finance BV, 1.375%, 05/10/19 | 369,095 | 0.3 | |||||||||||
100,000 | Shell International Finance BV, 1.375%, 09/12/19 | 99,739 | 0.1 | |||||||||||
219,000 | Shell International Finance BV, 1.625%, 11/10/18 | 219,691 | 0.2 |
185,000 | Shell International Finance BV, 1.750%, 09/12/21 | 184,123 | 0.1 | |||||||||||
170,000 | Shell International Finance BV, 2.125%, 05/11/20 | 172,665 | 0.1 | |||||||||||
312,000 | Statoil ASA, 1.250%, 11/09/17 | 311,862 | 0.2 | |||||||||||
201,000 | Statoil ASA, 1.950%, 11/08/18 | 203,025 | 0.2 | |||||||||||
500,000 | Tesoro Corp., 4.250%, 10/01/17 | 512,500 | 0.4 | |||||||||||
215,000 | TransCanada PipeLines Ltd, 1.875%, 01/12/18 | 215,897 | 0.2 | |||||||||||
4,576,393 | 3.5 | |||||||||||||
Financial: 17.5% | ||||||||||||||
210,000 | # | ABN AMRO Bank NV, 2.450%, 06/04/20 | 214,526 | 0.2 | ||||||||||
357,000 | Air Lease Corp., 2.125%, 01/15/18 | 359,677 | 0.3 | |||||||||||
370,000 | American Express Credit Corp., 1.800%, 07/31/18 | 372,241 | 0.3 | |||||||||||
260,000 | Bank of America Corp., 1.950%, 05/12/18 | 261,535 | 0.2 | |||||||||||
1,100,000 | Bank of America Corp., 2.600%, 01/15/19 | 1,122,895 | 0.9 | |||||||||||
260,000 | Bank of Montreal, 1.800%, 07/31/18 | 261,995 | 0.2 | |||||||||||
230,000 | Bank of Nova Scotia, 1.650%, 06/14/19 | 230,481 | 0.2 | |||||||||||
295,000 | # | Bank of Tokyo-Mitsubishi UFJ Ltd., 1.700%, 03/05/18 | 295,471 | 0.2 | ||||||||||
140,000 | Berkshire Hathaway Finance Corp., 1.700%, 03/15/19 | 141,328 | 0.1 | |||||||||||
310,000 | # | BNZ International Funding Ltd./London, 2.100%, 09/14/21 | 308,836 | 0.2 | ||||||||||
205,000 | Canadian Imperial Bank of Commerce, 1.600%, 09/06/19 | 205,073 | 0.2 | |||||||||||
250,000 | Capital One Financial Corp., 2.350%, 08/17/18 | 253,143 | 0.2 | |||||||||||
270,000 | Capital One NA/Mclean VA, 1.850%, 09/13/19 | 270,155 | 0.2 | |||||||||||
385,000 | Charles Schwab Corp., 1.500%, 03/10/18 | 386,468 | 0.3 | |||||||||||
200,000 | Citigroup, Inc., 1.850%, 11/24/17 | 200,697 | 0.2 | |||||||||||
533,000 | Citigroup, Inc., 2.050%, 12/07/18 | 537,297 | 0.4 | |||||||||||
258,000 | Citizens Bank NA/Providence RI, 1.600%, 12/04/17 | 257,943 | 0.2 | |||||||||||
315,000 | Comerica, Inc., 2.125%, 05/23/19 | 317,877 | 0.2 | |||||||||||
395,000 | # | Commonwealth Bank of Australia, 1.375%, 09/06/18 | 394,670 | 0.3 | ||||||||||
360,000 | Credit Suisse/New York NY, 1.700%, 04/27/18 | 360,346 | 0.3 | |||||||||||
500,000 | Discover Bank/Greenwood DE, 2.000%, 02/21/18 | 501,767 | 0.4 | |||||||||||
150,000 | Discover Bank/Greenwood DE, 2.600%, 11/13/18 | 152,319 | 0.1 | |||||||||||
220,000 | Fifth Third Bank/Cincinnati OH, 1.625%, 09/27/19 | 219,957 | 0.2 |
See Accompanying Notes to Financial Statements
39 |
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
400,000 | Fifth Third Bank/Cincinnati OH, 2.150%, 08/20/18 | 405,250 | 0.3 | |||||||||||
223,000 | GE Capital International Funding Co. Unlimited Co., 2.342%, 11/15/20 | 229,190 | 0.2 | |||||||||||
641,000 | Goldman Sachs Group, Inc., 2.375%, 01/22/18 | 647,732 | 0.5 | |||||||||||
425,000 | Goldman Sachs Group, Inc., 2.550%, 10/23/19 | 434,620 | 0.3 | |||||||||||
250,000 | Huntington National Bank, 2.200%, 11/06/18 | 253,236 | 0.2 | |||||||||||
260,000 | # | ING Bank NV, 1.650%, 08/15/19 | 259,861 | 0.2 | ||||||||||
350,000 | # | ING Bank NV, 2.050%, 08/17/18 | 352,643 | 0.3 | ||||||||||
300,000 | # | ING Bank NV, 2.700%, 08/17/20 | 308,394 | 0.2 | ||||||||||
442,000 | JPMorgan Chase & Co., 1.625%, 05/15/18 | 443,163 | 0.3 | |||||||||||
515,000 | JPMorgan Chase & Co., 1.700%, 03/01/18 | 516,655 | 0.4 | |||||||||||
250,000 | KeyBank NA/Cleveland OH, 2.350%, 03/08/19 | 254,784 | 0.2 | |||||||||||
313,000 | KeyCorp, 2.300%, 12/13/18 | 318,067 | 0.2 | |||||||||||
103,000 | Kilroy Realty L.P., 4.800%, 07/15/18 | 107,722 | 0.1 | |||||||||||
350,000 | Lloyds Bank PLC, 1.750%, 05/14/18 | 351,106 | 0.3 | |||||||||||
400,000 | L | Lloyds Bank PLC, 2.000%, 08/17/18 | 401,845 | 0.3 | ||||||||||
750,000 | # | Macquarie Bank Ltd., 1.600%, 10/27/17 | 751,244 | 0.6 | ||||||||||
500,000 | Manufacturers & Traders Trust Co., 1.450%, 03/07/18 | 499,995 | 0.4 | |||||||||||
300,000 | # | Metropolitan Life Global Funding I, 1.550%, 09/13/19 | 299,915 | 0.2 | ||||||||||
365,000 | Mitsubishi UFJ Financial Group, Inc., 2.190%, 09/13/21 | 364,329 | 0.3 | |||||||||||
295,000 | # | Mitsubishi UFJ Trust & Banking Corp., 1.600%, 10/16/17 | 295,409 | 0.2 | ||||||||||
323,000 | Morgan Stanley, 1.875%, 01/05/18 | 324,411 | 0.2 | |||||||||||
30,000 | Morgan Stanley, 2.200%, 12/07/18 | 30,329 | 0.0 | |||||||||||
150,000 | # | New York Life Global Funding, 1.550%, 11/02/18 | 150,809 | 0.1 | ||||||||||
310,000 | PNC Bank NA, 1.450%, 07/29/19 | 310,120 | 0.2 | |||||||||||
580,000 | PNC Bank NA, 2.400%, 10/18/19 | 593,994 | 0.5 | |||||||||||
332,000 | Principal Financial Group, Inc., 1.850%, 11/15/17 | 333,925 | 0.3 | |||||||||||
418,000 | Realty Income Corp., 2.000%, 01/31/18 | 420,921 | 0.3 | |||||||||||
320,000 | Regions Bank/Birmingham AL, 2.250%, 09/14/18 | 322,697 | 0.2 | |||||||||||
350,000 | Royal Bank of Canada, 1.800%, 07/30/18 | 352,477 | 0.3 | |||||||||||
430,000 | Santander Holdings USA, Inc., 2.700%, 05/24/19 | 435,608 | 0.3 | |||||||||||
363,000 | # | Scentre Group Trust 1 / Scentre Group Trust 2, 2.375%, 11/05/19 | 368,405 | 0.3 |
265,000 | # | Standard Chartered PLC, 2.100%, 08/19/19 | 265,058 | 0.2 | ||||||||||
303,000 | State Street Corp., 1.350%, 05/15/18 | 303,252 | 0.2 | |||||||||||
680,000 | Sumitomo Mitsui Banking Corp., 1.500%, 01/18/18 | 679,518 | 0.5 | |||||||||||
170,000 | Sumitomo Mitsui Financial Group, Inc., 2.934%, 03/09/21 | 174,841 | 0.1 | |||||||||||
223,000 | SunTrust Banks, Inc., 2.500%, 05/01/19 | 228,058 | 0.2 | |||||||||||
345,000 | Toronto-Dominion Bank, 1.450%, 09/06/18 | 345,159 | 0.3 | |||||||||||
593,000 | Toronto-Dominion Bank, 2.250%, 11/05/19 | 605,193 | 0.5 | |||||||||||
590,000 | Visa, Inc., 1.200%, 12/14/17 | 591,442 | 0.4 | |||||||||||
422,000 | Wells Fargo & Co., 1.500%, 01/16/18 | 422,476 | 0.3 | |||||||||||
252,000 | Welltower, Inc., 2.250%, 03/15/18 | 254,297 | 0.2 | |||||||||||
230,000 | Westpac Banking Corp., 1.600%, 08/19/19 | 230,040 | 0.2 | |||||||||||
22,864,887 | 17.5 | |||||||||||||
Industrial: 1.5% | ||||||||||||||
420,000 | Caterpillar Financial Services Corp., 2.250%, 12/01/19 | 429,098 | 0.3 | |||||||||||
260,000 | Corning, Inc., 1.500%, 05/08/18 | 259,378 | 0.2 | |||||||||||
88,000 | General Electric Capital Corp., 2.200%, 01/09/20 | 90,253 | 0.1 | |||||||||||
333,000 | Ingersoll-Rand Global Holding Co. Ltd., 2.875%, 01/15/19 | 342,425 | 0.2 | |||||||||||
270,000 | Lockheed Martin Corp., 1.850%, 11/23/18 | 273,365 | 0.2 | |||||||||||
370,000 | # | Siemens Financieringsmaatschappij NV, 1.450%, 05/25/18 | 371,341 | 0.3 | ||||||||||
240,000 | United Technologies Corp., 1.778%, 05/04/18 | 241,394 | 0.2 | |||||||||||
2,007,254 | 1.5 | |||||||||||||
Technology: 3.0% | ||||||||||||||
365,000 | Apple, Inc., 1.100%, 08/02/19 | 363,690 | 0.3 | |||||||||||
668,000 | # | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 3.480%, 06/01/19 | 687,359 | 0.5 | ||||||||||
137,000 | # | Hewlett Packard Enterprise Co., 2.450%, 10/05/17 | 138,129 | 0.1 | ||||||||||
102,000 | # | Hewlett Packard Enterprise Co., 2.850%, 10/05/18 | 103,972 | 0.1 | ||||||||||
313,000 | KLA-Tencor Corp., 2.375%, 11/01/17 | 315,199 | 0.2 | |||||||||||
240,000 | Microsoft Corp., 1.100%, 08/08/19 | 239,317 | 0.2 | |||||||||||
850,000 | Microsoft Corp., 1.300%, 11/03/18 | 854,374 | 0.7 | |||||||||||
155,000 | Microsoft Corp., 1.550%, 08/08/21 | 154,444 | 0.1 | |||||||||||
375,000 | NetApp Inc., 2.000%, 12/15/17 | 375,926 | 0.3 |
See Accompanying Notes to Financial Statements
40 |
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
550,000 | Oracle Corp., 1.200%, 10/15/17 | 550,172 | 0.4 | |||||||||||
190,000 | QUALCOMM, Inc., 1.400%, 05/18/18 | 190,343 | 0.1 | |||||||||||
3,972,925 | 3.0 | |||||||||||||
Utilities: 1.2% | ||||||||||||||
410,000 | Black Hills Corp., 2.500%, 01/11/19 | 416,335 | 0.3 | |||||||||||
90,000 | Dominion Resources, Inc./VA, 1.600%, 08/15/19 | 89,888 | 0.1 | |||||||||||
480,000 | Duke Energy Corp., 1.800%, 09/01/21 | 478,029 | 0.4 | |||||||||||
130,000 | NextEra Energy Capital Holdings, Inc., 1.649%, 09/01/18 | 130,549 | 0.1 | |||||||||||
190,000 | NextEra Energy Capital Holdings, Inc., 2.300%, 04/01/19 | 193,119 | 0.1 | |||||||||||
260,000 | Southern Power Co., 1.500%, 06/01/18 | 260,380 | 0.2 | |||||||||||
1,568,300 | 1.2 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $57,083,782) | 57,627,062 | 44.0 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 11.3% | ||||||||||||||
228,448 | # | Americold LLC Trust, 2.028%, 01/14/29 | 228,665 | 0.2 | ||||||||||
188,734 | Banc of America Commercial Mortgage Trust 2007-1 A1A, 5.428%, 01/15/49 | 189,787 | 0.1 | |||||||||||
249,469 | Banc of America Commercial Mortgage Trust 2007-1 A4, 5.451%, 01/15/49 | 250,480 | 0.2 | |||||||||||
32,904 | Banc of America Commercial Mortgage Trust 2007-3, 5.723%, 06/10/49 | 33,398 | 0.0 | |||||||||||
111,845 | Banc of America Commercial Mortgage Trust 2007-4 A4, 5.938%, 02/10/51 | 114,128 | 0.1 | |||||||||||
36,576 | Banc of America Commercial Mortgage, Inc., 5.723%, 06/10/49 | 37,024 | 0.0 | |||||||||||
197,541 | # | Banc of America Re-REMIC Trust 2009-UB2 A4AA, 5.815%, 02/24/51 | 198,803 | 0.2 | ||||||||||
480,000 | Banc of America Commercial Mortgage Trust 2007-3 AJ, 5.723%, 06/10/49 | 481,671 | 0.4 | |||||||||||
350,000 | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR9 C, 5.055%, 09/11/42 | 351,799 | 0.3 | |||||||||||
946,805 | Bear Stearns Commercial Mortgage Securities, 5.471%, 01/12/45 | 955,560 | 0.7 | |||||||||||
430,000 | CD 2007-CD5 Mortgage Trust AJ, 6.320%, 11/15/44 | 432,470 | 0.3 | |||||||||||
230,000 | CD 2007-CD5 Mortgage Trust, 6.320%, 11/15/44 | 230,945 | 0.2 |
626,915 | Citigroup Commercial Mortgage Trust 2007-C6 A1A, 5.900%, 12/10/49 | 638,628 | 0.5 | |||||||||||
650,000 | Citigroup Commercial Mortgage Trust, 5.900%, 12/10/49 | 661,883 | 0.5 | |||||||||||
640,000 | Citigroup/Deutsche Bank Commercial Mortgage Trust 2006-CD3 AM, 5.648%, 10/15/48 | 641,346 | 0.5 | |||||||||||
467,900 | COBALT CMBS Commercial Mortgage Trust 2006-C1 AM, 5.254%, 08/15/48 | 467,842 | 0.4 | |||||||||||
401,234 | COBALT CMBS Commercial Mortgage Trust 2007-C2 A3, 5.484%, 04/15/47 | 404,552 | 0.3 | |||||||||||
520,544 | # | COMM 2010-RR1 GEA Mortgage Trust, 5.543%, 12/11/49 | 524,255 | 0.4 | ||||||||||
227,308 | # | Commercial Mortgage Trust 2004-GG1 F, 6.572%, 06/10/36 | 229,358 | 0.2 | ||||||||||
429,537 | Commercial Mortgage Trust, 5.289%, 12/11/49 | 432,389 | 0.3 | |||||||||||
500,000 | # | Credit Suisse Commercial Mortgage Trust Series 2006-K1, 5.415%, 02/25/21 | 498,805 | 0.4 | ||||||||||
335,000 | # | Credit Suisse Commercial Mortgage Trust Series 2009-RR3 A5A, 5.342%, 12/15/43 | 334,907 | 0.3 | ||||||||||
7,838 | # | Credit Suisse First Boston Mortgage Securities Corp. 2003-C4 J, 5.322%, 08/15/36 | 7,830 | 0.0 | ||||||||||
620,000 | # | Credit Suisse Mortgage Capital Certificates, 5.342%, 12/16/43 | 619,445 | 0.5 | ||||||||||
169,476 | # | CSMC Series 2009-RR1, 5.383%, 02/15/40 | 169,531 | 0.1 | ||||||||||
520,000 | # | DBRR 2011-C32 Trust, 5.889%, 06/17/49 | 526,104 | 0.4 | ||||||||||
117,519 | GMAC Commercial Mortgage Securities, Inc. Series 2004-C3 Trust B, 4.965%, 12/10/41 | 119,840 | 0.1 | |||||||||||
250,000 | # | JP Morgan Chase Commercial Mortgage Securities Trust 2003-CIBC6, 5.379%, 07/12/37 | 247,401 | 0.2 | ||||||||||
477,259 | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC10 B, 5.021%, 01/12/37 | 491,511 | 0.4 | |||||||||||
135,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC10, 5.066%, 01/12/37 | 139,285 | 0.1 | |||||||||||
270,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP11 AM, 5.940%, 06/15/49 | 271,953 | 0.2 |
See Accompanying Notes to Financial Statements
41 |
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
150,000 | # | JP Morgan Chase Commercial Mortgage Securities Trust 2009-RR1 A4B2, 1.000%, 03/18/51 | 148,279 | 0.1 | ||||||||||
380,000 | # | JP Morgan Chase Commercial Mortgage Securities Trust 2014-BXH, 2.774%, 04/15/27 | 370,363 | 0.3 | ||||||||||
84,436 | JPMorgan Chase Commercial Mortgage Securities Corp., 5.420%, 01/15/49 | 85,072 | 0.1 | |||||||||||
357,493 | JPMorgan Chase Commercial Mortgage Securities Corp., 5.882%, 02/15/51 | 365,365 | 0.3 | |||||||||||
211,634 | LB-UBS Commercial Mortgage Trust 2008-C1 A2, 6.287%, 04/15/41 | 220,892 | 0.2 | |||||||||||
66,225 | Merrill Lynch/Countrywide Commercial Mortgage Trust, 5.378%, 08/12/48 | 66,551 | 0.0 | |||||||||||
182,642 | ML-CFC Commercial Mortgage Trust 2007-9, 5.700%, 09/12/49 | 188,265 | 0.1 | |||||||||||
472,754 | Morgan Stanley Capital I Trust 2007-IQ13 A4, 5.364%, 03/15/44 | 475,659 | 0.4 | |||||||||||
28,134 | Morgan Stanley Capital I Trust 2007-TOP25, 5.514%, 11/12/49 | 28,208 | 0.0 | |||||||||||
262,571 | # | Morgan Stanley Re-REMIC Trust 2010-GG10, 5.988%, 08/15/45 | 265,449 | 0.2 | ||||||||||
171,776 | # | Morgan Stanley Reremic Trust, 5.988%, 08/12/45 | 173,658 | 0.1 | ||||||||||
51,655 | # | TIAA CMBS I Trust 2001-C1A L, 5.770%, 06/19/33 | 51,640 | 0.0 | ||||||||||
390,000 | TIAA Seasoned Commercial Mortgage Trust 2007-C4, 5.483%, 08/15/39 | 394,328 | 0.3 | |||||||||||
62,210 | Wachovia Bank Commercial Mortgage Trust, 5.308%, 11/15/48 | 62,159 | 0.0 | |||||||||||
710,000 | Wachovia Bank Commercial Mortgage Trust, 5.342%, 12/15/43 | 714,588 | 0.5 | |||||||||||
273,015 | Wells Fargo Mortgage Backed Securities 2005-AR16 Trust 2A1, 2.853%, 02/25/34 | 277,975 | 0.2 | |||||||||||
Total Collateralized Mortgage Obligations | ||||||||||||||
(Cost $15,137,037) | 14,820,046 | 11.3 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 14.1% | ||||||||||||||
U.S. Treasury Bonds: 0.3% | ||||||||||||||
60,000 | L | 1.500%, due 08/15/26 | 59,461 | 0.0 | ||||||||||
389,000 | 2.500%, due 05/15/46 | 403,937 | 0.3 | |||||||||||
463,398 | 0.3 | |||||||||||||
U.S. Treasury Notes: 13.8% | ||||||||||||||
1,778,000 | 0.750%, due 08/31/18 | 1,777,653 | 1.4 | |||||||||||
11,212,000 | 0.750%, due 09/30/18 | 11,208,939 | 8.5 | |||||||||||
3,913,000 | 0.875%, due 09/15/19 | 3,912,695 | 3.0 | |||||||||||
146,000 | 1.125%, due 08/31/21 | 145,880 | 0.1 |
1,013,000 | 1.375%, due 08/31/23 | 1,010,231 | 0.8 | |||||||||||
18,055,398 | 13.8 | |||||||||||||
Total U.S. Treasury Obligations | ||||||||||||||
(Cost $18,522,318) | 18,518,796 | 14.1 | ||||||||||||
ASSET-BACKED SECURITIES: 8.8% | ||||||||||||||
Automobile Asset-Backed Securities: 3.3% | ||||||||||||||
90,000 | BMW Vehicle Lease Trust 2015-2, 1.550%, 02/20/19 | 90,171 | 0.1 | |||||||||||
370,000 | Capital Auto Receivables Asset Trust 2015-1 A3, 1.610%, 06/20/19 | 371,664 | 0.3 | |||||||||||
350,000 | Capital Auto Receivables Asset Trust, 1.620%, 10/22/18 | 350,945 | 0.3 | |||||||||||
250,000 | CarMax Auto Owner Trust 2014-4 A4, 1.810%, 07/15/20 | 252,765 | 0.2 | |||||||||||
100,000 | CarMax Auto Owner Trust 2016-2, 1.520%, 02/16/21 | 100,676 | 0.1 | |||||||||||
190,000 | GM Financial Automobile Leasing Trust 2015-3, 1.810%, 11/20/19 | 191,121 | 0.1 | |||||||||||
250,000 | GM Financial Automobile Leasing Trust 2016-2, 1.760%, 03/20/20 | 250,483 | 0.2 | |||||||||||
480,000 | Harley-Davidson Motorcycle Trust 2015-1, 1.670%, 08/15/22 | 483,870 | 0.4 | |||||||||||
300,000 | # | Hyundai Auto Lease Securitization Trust 2016-B, 1.680%, 04/15/20 | 301,383 | 0.2 | ||||||||||
150,000 | # | Hyundai Auto Lease Securitization Trust 2016-C, 1.650%, 07/15/20 | 150,161 | 0.1 | ||||||||||
350,000 | Hyundai Auto Receivables Trust 2013-A, 1.130%, 09/17/18 | 350,233 | 0.3 | |||||||||||
200,000 | Nissan Auto Lease Trust 2016-A, 1.650%, 10/15/21 | 200,860 | 0.1 | |||||||||||
100,000 | Nissan Auto Lease Trust 2016-B A4, 1.610%, 01/18/22 | 100,147 | 0.1 | |||||||||||
180,000 | # | Porsche Innovative Lease Owner Trust 2015-1 A4, 1.430%, 05/21/21 | 180,111 | 0.1 | ||||||||||
300,470 | Smart Trust, 1.050%, 10/14/18 | 300,214 | 0.2 | |||||||||||
160,000 | Toyota Auto Receivables 2016-A Owner Trust A4, 1.470%, 09/15/21 | 160,809 | 0.1 | |||||||||||
100,000 | USAA Auto Owner Trust 2015-1 A4, 1.540%, 11/16/20 | 100,702 | 0.1 | |||||||||||
110,000 | World Omni Auto Receivables Trust 2015-B, 1.840%, 01/17/22 | 111,598 | 0.1 | |||||||||||
250,000 | World Omni Auto Receivables Trust 2016-B A4, 1.480%, 11/15/22 | 250,190 | 0.2 | |||||||||||
4,298,103 | 3.3 | |||||||||||||
Credit Card Asset-Backed Securities: 1.9% | ||||||||||||||
450,000 | Cabela's Credit Card Master Note Trust, 1.780%, 06/15/22 | 451,303 | 0.3 |
See Accompanying Notes to Financial Statements
42 |
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
300,000 | Capital One Multi-Asset Execution Trust 2016-A4 A4, 1.330%, 06/15/22 | 299,758 | 0.2 | |||||||||||
200,000 | Chase Issuance Trust 2016-A5 A5, 1.270%, 07/15/21 | 200,115 | 0.1 | |||||||||||
300,000 | Chase Issuance Trust, 1.370%, 06/15/21 | 301,057 | 0.2 | |||||||||||
210,000 | Citibank Credit Card Issuance Trust, 2.150%, 07/15/21 | 214,881 | 0.2 | |||||||||||
170,000 | Discover Card Execution Note Trust, 0.954%, 07/15/21 | 170,792 | 0.1 | |||||||||||
200,000 | Discover Card Execution Note Trust, 1.450%, 03/15/21 | 201,203 | 0.2 | |||||||||||
230,000 | Discover Card Execution Note Trust, 2.120%, 12/15/21 | 235,041 | 0.2 | |||||||||||
210,000 | Synchrony Credit Card Master Note Trust 2014-1 A, 1.600%, 04/15/21 | 211,031 | 0.2 | |||||||||||
280,000 | Synchrony Credit Card Master Note Trust 2016-1 A, 2.040%, 03/15/22 | 284,307 | 0.2 | |||||||||||
2,569,488 | 1.9 | |||||||||||||
Home Equity Asset-Backed Securities: 0.1% | ||||||||||||||
85,043 | Chase Funding Loan Acquisition Trust Series, 4.750%, 12/25/19 | 85,890 | 0.1 | |||||||||||
Other Asset-Backed Securities: 3.5% | ||||||||||||||
500,000 | # | Apidos Cinco CDO Ltd. 2007-12A C, 3.067%, 05/14/20 | 500,131 | 0.4 | ||||||||||
250,000 | # | Atrium V 5A D, 4.511%, 07/20/20 | 249,653 | 0.2 | ||||||||||
120,371 | # | CIFC Funding 2006-2A B2L, 4.842%, 03/01/21 | 120,367 | 0.1 | ||||||||||
400,000 | # | CIFC Funding 2006-I2A B1L, 2.442%, 03/01/21 | 394,624 | 0.3 | ||||||||||
241,175 | # | CIFC Funding 2007-I Ltd., 4.707%, 05/10/21 | 239,296 | 0.2 | ||||||||||
500,000 | # | Fraser Sullivan CLO II Ltd. 2006-2A E, 4.357%, 12/20/20 | 493,431 | 0.4 | ||||||||||
300,000 | # | GoldenTree Loan Opportunities IV Ltd., 5.051%, 08/18/22 | 300,263 | 0.2 | ||||||||||
65,570 | # | GSAMP Trust 2005-SEA2, 0.875%, 01/25/45 | 65,156 | 0.0 | ||||||||||
500,000 | # | Madison Park Funding III Ltd. 2006-3A D, 4.165%, 10/25/20 | 496,890 | 0.4 | ||||||||||
250,000 | # | Madison Park Funding Ltd. 2007-6A E, 5.971%, 07/26/21 | 250,100 | 0.2 | ||||||||||
500,000 | # | Muir Grove CLO Ltd. 2007-1A B, 2.715%, 03/25/20 | 500,149 | 0.4 |
1,000,000 | # | Muir Grove CLO Ltd. 2007-1A C, 3.715%, 03/25/20 | 1,000,208 | 0.7 | ||||||||||
4,610,268 | 3.5 | |||||||||||||
Total Asset-Backed Securities | ||||||||||||||
(Cost $11,520,261) | 11,563,749 | 8.8 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 6.7% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 2.1%## | ||||||||||||||
645,572 | 5.000%, due 07/15/39 | 697,263 | 0.5 | |||||||||||
68,132 | 5.500%, due 01/01/37 | 76,449 | 0.1 | |||||||||||
184,172 | 5.500%, due 08/01/38 | 207,831 | 0.2 | |||||||||||
18,324 | 5.500%, due 10/01/38 | 20,561 | 0.0 | |||||||||||
25,374 | 5.500%, due 10/01/38 | 28,583 | 0.0 | |||||||||||
486,749 | 5.500%, due 11/01/38 | 553,170 | 0.4 | |||||||||||
366,754 | 5.500%, due 02/01/39 | 411,633 | 0.3 | |||||||||||
701,259 | 6.000%, due 12/15/28 | 812,116 | 0.6 | |||||||||||
2,807,606 | 2.1 | |||||||||||||
Federal National Mortgage Association: 2.3%## | ||||||||||||||
143,671 | 3.000%, due 12/25/39 | 146,017 | 0.1 | |||||||||||
359,644 | 3.000%, due 04/25/40 | 371,037 | 0.3 | |||||||||||
386,508 | 3.000%, due 05/25/40 | 401,100 | 0.3 | |||||||||||
73,611 | 4.000%, due 10/25/50 | 74,454 | 0.1 | |||||||||||
246,858 | 4.500%, due 10/25/40 | 259,993 | 0.2 | |||||||||||
441,338 | 5.000%, due 01/01/23 | 471,459 | 0.4 | |||||||||||
900,000 | 5.000%, due 07/25/24 | 938,522 | 0.7 | |||||||||||
271,190 | 5.000%, due 07/01/34 | 304,841 | 0.2 | |||||||||||
2,967,423 | 2.3 | |||||||||||||
Government National Mortgage Association: 2.3% | ||||||||||||||
635,199 | 1.144%, due 11/20/65 | 633,298 | 0.5 | |||||||||||
219,704 | 2.000%, due 05/16/49 | 219,414 | 0.2 | |||||||||||
99,366 | 2.066%, due 07/16/48 | 99,014 | 0.1 | |||||||||||
512,695 | 2.500%, due 12/20/39 | 526,400 | 0.4 | |||||||||||
98,375 | 2.500%, due 09/16/56 | 99,936 | 0.1 | |||||||||||
313,391 | 4.397%, due 05/16/51 | 341,864 | 0.2 | |||||||||||
930,569 | 7.124%, due 04/20/39 | 1,077,419 | 0.8 | |||||||||||
2,997,345 | 2.3 | |||||||||||||
Total U.S. Government Agency Obligations | ||||||||||||||
(Cost $8,647,173) | 8,772,374 | 6.7 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $110,910,571) | 111,302,027 | 84.9 | ||||||||||||
SHORT-TERM INVESTMENTS: 16.2% | ||||||||||||||
Corporate Bonds/Notes: 12.5% | ||||||||||||||
280,000 | Chubb INA Holdings, Inc., 5.700%, 02/15/17 | 284,614 | 0.2 | |||||||||||
500,000 | Ally Financial, Inc., 5.500%, 02/15/17 | 506,707 | 0.4 | |||||||||||
191,000 | American Express Credit Corp., 1.550%, 09/22/17 | 191,284 | 0.1 | |||||||||||
193,000 | American Honda Finance Corp., 1.200%, 07/14/17 | 192,851 | 0.2 | |||||||||||
521,000 | AmerisourceBergen Corp., 1.150%, 05/15/17 | 520,742 | 0.4 | |||||||||||
339,000 | # | Banque Federative du Credit Mutuel SA, 1.700%, 01/20/17 | 339,381 | 0.3 | ||||||||||
900,000 | BB&T Corp., 1.600%, 08/15/17 | 903,084 | 0.7 | |||||||||||
329,000 | Beam, Inc., 1.875%, 05/15/17 | 330,533 | 0.3 |
See Accompanying Notes to Financial Statements
43 |
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
253,000 | Becton Dickinson and Co., 1.450%, 05/15/17 | 253,455 | 0.2 | |||||||||||
342,000 | BPCE SA, 1.625%, 02/10/17 | 342,591 | 0.3 | |||||||||||
500,000 | Cablevision Systems Corp., 8.625%, 09/15/17 | 525,937 | 0.4 | |||||||||||
500,000 | CIT Group, Inc., 5.000%, 05/15/17 | 510,000 | 0.4 | |||||||||||
630,000 | Compass Bank, 1.850%, 09/29/17 | 629,373 | 0.5 | |||||||||||
446,000 | Credit Suisse/New York NY, 1.375%, 05/26/17 | 445,555 | 0.3 | |||||||||||
417,000 | Diageo Capital PLC, 1.500%, 05/11/17 | 418,245 | 0.3 | |||||||||||
414,000 | eBay, Inc., 1.350%, 07/15/17 | 414,569 | 0.3 | |||||||||||
200,000 | Express Scripts Holding Co., 1.250%, 06/02/17 | 200,088 | 0.2 | |||||||||||
435,000 | Ford Motor Credit Co. LLC, 1.684%, 09/08/17 | 435,407 | 0.3 | |||||||||||
314,000 | Hess Corp., 1.300%, 06/15/17 | 314,003 | 0.2 | |||||||||||
204,000 | The Kroger Co., 6.400%, 08/15/17 | 213,330 | 0.2 | |||||||||||
254,000 | L-3 Communications Corp., 1.500%, 05/28/17 | 254,283 | 0.2 | |||||||||||
578,000 | Manufacturers & Traders Trust Co., 1.400%, 07/25/17 | 579,132 | 0.4 | |||||||||||
303,000 | McKesson Corp., 1.292%, 03/10/17 | 303,272 | 0.2 | |||||||||||
289,000 | # | Mizuho Bank Ltd., 1.300%, 04/16/17 | 288,890 | 0.2 | ||||||||||
580,000 | Monsanto Co., 1.150%, 06/30/17 | 577,891 | 0.4 | |||||||||||
397,000 | National Rural Utilities Cooperative Finance Corp., 1.100%, 01/27/17 | 397,130 | 0.3 | |||||||||||
210,000 | NextEra Energy Capital Holdings, Inc., 1.586%, 06/01/17 | 210,414 | 0.2 | |||||||||||
550,000 | PNC Funding Corp., 5.625%, 02/01/17 | 557,959 | 0.4 | |||||||||||
637,000 | Santander UK PLC, 1.650%, 09/29/17 | 637,596 | 0.5 | |||||||||||
500,000 | Smithfield Foods, Inc., 7.750%, 07/01/17 | 520,000 | 0.4 | |||||||||||
294,000 | Southern California Edison Co., 1.125%, 05/01/17 | 293,983 | 0.2 | |||||||||||
406,000 | Southern Co., 1.300%, 08/15/17 | 406,362 | 0.3 | |||||||||||
300,000 | Sprint Nextel Corp., 6.000%, 12/01/16 | 301,875 | 0.2 | |||||||||||
255,000 | Thomson Reuters Corp., 1.650%, 09/29/17 | 255,690 | 0.2 | |||||||||||
250,000 | Total Capital International SA, 1.550%, 06/28/17 | 250,736 | 0.2 | |||||||||||
342,000 | UBS AG/Stamford CT, 1.375%, 08/14/17 | 342,013 | 0.3 | |||||||||||
250,000 | US Bank NA/Cincinnati OH, 1.375%, 09/11/17 | 250,362 | 0.2 | |||||||||||
189,000 | Valspar Corp./The, 6.050%, 05/01/17 | 194,292 | 0.2 | |||||||||||
261,000 | Vodafone Group PLC, 5.625%, 02/27/17 | 265,368 | 0.2 |
286,000 | # | WEA Finance LLC / Westfield UK & Europe Finance PLC, 1.750%, 09/15/17 | 286,580 | 0.2 | ||||||||||
644,000 | Wells Fargo & Co., 2.100%, 05/08/17 | 646,836 | 0.5 | |||||||||||
359,000 | # | WM Wrigley Jr Co., 1.400%, 10/21/16 | 359,100 | 0.3 | ||||||||||
179,000 | Xerox Corp., 2.950%, 03/15/17 | 180,078 | 0.1 | |||||||||||
16,331,591 | 12.5 | |||||||||||||
Securities Lending Collateralcc: 0.4% | ||||||||||||||
24,810 | Cantor Fitzgerald, Repurchase Agreement dated 09/30/16, 0.54%, due 10/03/16 (Repurchase Amount $24,811, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $25,306, due 11/01/16-07/20/66) | 24,810 | 0.0 | |||||||||||
451,000 | State of Wisconsin Investment Board, Repurchase Agreement dated 09/30/16, 0.60%, due 10/03/16 (Repurchase Amount $451,022, collateralized by various U.S. Government Securities, 0.125%-3.375%, Market Value plus accrued interest $460,042, due 04/15/18-09/09/49) | 451,000 | 0.4 | |||||||||||
475,810 | 0.4 | |||||||||||||
U.S. Treasury Notes: 1.0% | ||||||||||||||
1,310,000 | United States Treasury Note, 0.500%, 02/28/17 | |||||||||||||
(Cost $1,310,085) | 1,310,828 | 1.0 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 2.3% | ||||||||||||||
3,070,000 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.340%†† | |||||||||||||
(Cost $3,070,000) | 3,070,000 | 2.3 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $21,153,177) | 21,188,229 | 16.2 | ||||||||||||
Total Investments in Securities (Cost $132,063,747) | $ | 132,490,256 | 101.1 | |||||||||||
Liabilities in Excess of Other Assets | (1,478,744 | ) | (1.1 | ) | ||||||||||
Net Assets | $ | 131,011,512 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of September 30, 2016. |
See Accompanying Notes to Financial Statements
44 |
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
## | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
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, 2016. |
Cost for federal income tax purposes is $132,064,230. |
Net unrealized appreciation consists of: |
Gross Unrealized Appreciation | $ | 815,150 | ||
Gross Unrealized Depreciation | (389,124 | ) | ||
Net Unrealized Appreciation | $ | 426,026 |
See Accompanying Notes to Financial Statements
45 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 10.8% | ||||||||||||||
Communications: 2.1% | ||||||||||||||
290,000 | AT&T, Inc., 3.400%, 05/15/25 | 298,658 | 0.3 | |||||||||||
278,000 | CBS Corp., 4.000%, 01/15/26 | 295,586 | 0.3 | |||||||||||
150,000 | # | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 02/15/26 | 159,375 | 0.1 | ||||||||||
273,000 | # | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/22 | 295,166 | 0.2 | ||||||||||
150,000 | Lamar Media Corp., 5.375%, 01/15/24 | 158,625 | 0.1 | |||||||||||
150,000 | Netflix, Inc., 5.875%, 02/15/25 | 163,125 | �� | 0.1 | ||||||||||
200,000 | # | Numericable Group SA, 6.250%, 05/15/24 | 199,440 | 0.2 | ||||||||||
150,000 | # | Sirius XM Radio, Inc., 6.000%, 07/15/24 | 160,312 | 0.1 | ||||||||||
150,000 | Sprint Corp., 7.125%, 06/15/24 | 147,000 | 0.1 | |||||||||||
259,000 | Time Warner Cable LLC, 5.000%, 02/01/20 | 281,087 | 0.2 | |||||||||||
150,000 | T-Mobile USA, Inc., 6.836%, 04/28/23 | 161,812 | 0.1 | |||||||||||
150,000 | # | Univision Communications, Inc., 5.125%, 02/15/25 | 151,500 | 0.1 | ||||||||||
249,000 | Verizon Communications, Inc., 5.150%, 09/15/23 | 290,234 | 0.2 | |||||||||||
2,761,920 | 2.1 | |||||||||||||
Consumer, Cyclical: 1.4% | ||||||||||||||
150,000 | AMC Entertainment, Inc., 5.750%, 06/15/25 | 152,250 | 0.1 | |||||||||||
150,000 | Cedar Fair L.P. / Canada's Wonderland Co. / Magnum Management Corp., 5.375%, 06/01/24 | 159,000 | 0.1 | |||||||||||
239,000 | CVS Health Corp., 3.875%, 07/20/25 | 260,804 | 0.2 | |||||||||||
150,000 | Dollar Tree, Inc., 5.750%, 03/01/23 | 162,187 | 0.2 | |||||||||||
200,000 | L | Fiat Chrysler Automobiles NV, 5.250%, 04/15/23 | 206,500 | 0.2 | ||||||||||
150,000 | # | Hot Topic, Inc., 9.250%, 06/15/21 | 159,750 | 0.1 | ||||||||||
150,000 | L | MGM Resorts International, 6.000%, 03/15/23 | 163,125 | 0.2 | ||||||||||
150,000 | # | Michaels Stores, Inc., 5.875%, 12/15/20 | 155,813 | 0.1 |
150,000 | # | PetSmart, Inc., 7.125%, 03/15/23 | 157,875 | 0.1 | ||||||||||
150,000 | Ryland Group, Inc., 5.375%, 10/01/22 | 157,125 | 0.1 | |||||||||||
1,734,429 | 1.4 | |||||||||||||
Consumer, Non-cyclical: 1.9% | ||||||||||||||
277,000 | Actavis Funding SCS, 3.000%, 03/12/20 | 285,786 | 0.2 | |||||||||||
280,000 | Celgene Corp., 3.250%, 08/15/22 | 294,296 | 0.3 | |||||||||||
150,000 | HCA, Inc., 5.375%, 02/01/25 | 155,063 | 0.1 | |||||||||||
150,000 | HealthSouth Corp., 5.750%, 11/01/24 | 156,093 | 0.1 | |||||||||||
150,000 | Hertz Corp., 7.375%, 01/15/21 | 156,240 | 0.1 | |||||||||||
275,000 | Kraft Heinz Foods Co., 2.800%, 07/02/20 | 285,254 | 0.2 | |||||||||||
278,000 | Laboratory Corp. of America Holdings, 2.625%, 02/01/20 | 283,453 | 0.2 | |||||||||||
150,000 | # | Post Holdings, Inc., 8.000%, 07/15/25 | 172,406 | 0.2 | ||||||||||
263,000 | Reynolds American, Inc., 4.450%, 06/12/25 | 294,120 | 0.2 | |||||||||||
150,000 | Tenet Healthcare Corp., 6.750%, 06/15/23 | 139,875 | 0.1 | |||||||||||
150,000 | United Rentals North America, Inc., 6.125%, 06/15/23 | 158,250 | 0.1 | |||||||||||
150,000 | # | Valeant Pharmaceuticals International, Inc., 5.500%, 03/01/23 | 129,000 | 0.1 | ||||||||||
2,509,836 | 1.9 | |||||||||||||
Energy: 0.1% | ||||||||||||||
150,000 | Tesoro Logistics L.P. / Tesoro Logistics Finance Corp., 6.125%, 10/15/21 | 156,938 | 0.1 | |||||||||||
Financial: 4.4% | ||||||||||||||
150,000 | AerCap Ireland Capital Ltd / AerCap Global Aviation Trust, 4.625%, 10/30/20 | 157,875 | 0.1 | |||||||||||
150,000 | # | Alliance Data Systems Corp., 5.375%, 08/01/22 | 147,000 | 0.1 | ||||||||||
327,000 | Bank of America Corp., 2.625%, 10/19/20 | 334,041 | 0.3 | |||||||||||
409,000 | # | BPCE SA, 4.500%, 03/15/25 | 413,767 | 0.3 | ||||||||||
281,000 | Chubb INA Holdings, Inc., 3.350%, 05/03/26 | 301,434 | 0.3 | |||||||||||
150,000 | CIT Group, Inc., 5.000%, 08/15/22 | 159,750 | 0.1 | |||||||||||
280,000 | Citigroup, Inc., 2.650%, 10/26/20 | 286,309 | 0.2 | |||||||||||
150,000 | Equinix, Inc., 5.750%, 01/01/25 | 160,125 | 0.1 | |||||||||||
150,000 | # | ESH Hospitality, Inc., 5.250%, 05/01/25 | 150,562 | 0.1 |
See Accompanying Notes to Financial Statements
46 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
403,000 | GE Capital International Funding Co. Unlimited Co., 3.373%, 11/15/25 | 436,836 | 0.4 | |||||||||||
279,000 | Goldman Sachs Group, Inc., 4.250%, 10/21/25 | 294,342 | 0.2 | |||||||||||
281,000 | HCP, Inc., 4.000%, 06/01/25 | 289,209 | 0.2 | |||||||||||
200,000 | Intesa Sanpaolo SpA, 5.250%, 01/12/24 | 216,174 | 0.2 | |||||||||||
150,000 | Iron Mountain, Inc., 5.750%, 08/15/24 | 154,875 | 0.1 | |||||||||||
277,000 | JPMorgan Chase & Co., 4.250%, 10/01/27 | 298,841 | 0.2 | |||||||||||
184,000 | JPMorgan Chase & Co., 6.125%, 12/29/49 | 194,867 | 0.2 | |||||||||||
400,000 | # | Lloyds Banking Group PLC, 4.582%, 12/10/25 | 410,768 | 0.3 | ||||||||||
86,000 | M&T Bank Corp., 6.450%, 12/29/49 | 96,982 | 0.1 | |||||||||||
268,000 | Morgan Stanley, 4.000%, 07/23/25 | 288,901 | 0.2 | |||||||||||
200,000 | # | UBS Group Funding Jersey Ltd., 2.950%, 09/24/20 | 205,089 | 0.2 | ||||||||||
89,000 | Wells Fargo & Co., 5.900%, 12/29/49 | 92,338 | 0.1 | |||||||||||
269,000 | Wells Fargo & Co., 4.300%, 07/22/27 | 290,486 | 0.2 | |||||||||||
280,000 | XLIT Ltd., 4.450%, 03/31/25 | 284,874 | 0.2 | |||||||||||
5,665,445 | 4.4 | |||||||||||||
Industrial: 0.5% | ||||||||||||||
150,000 | # | Building Materials Corp. of America, 6.000%, 10/15/25 | 161,250 | 0.1 | ||||||||||
200,000 | Lockheed Martin Corp., 3.550%, 01/15/26 | 216,668 | 0.2 | |||||||||||
150,000 | # | Multi-Color Corp., 6.125%, 12/01/22 | 158,250 | 0.1 | ||||||||||
150,000 | # | Sealed Air Corp., 5.500%, 09/15/25 | 161,250 | 0.1 | ||||||||||
697,418 | 0.5 | |||||||||||||
Technology: 0.3% | ||||||||||||||
150,000 | # | First Data Corp., 7.000%, 12/01/23 | 159,000 | 0.1 | ||||||||||
150,000 | NCR Corp., 6.375%, 12/15/23 | 159,375 | 0.2 | |||||||||||
318,375 | 0.3 | |||||||||||||
Utilities: 0.1% | ||||||||||||||
150,000 | NRG Energy, Inc., 6.250%, 07/15/22 | 153,000 | 0.1 | |||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $13,379,199) | 13,997,361 | 10.8 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 33.4% | ||||||||||||||
870,592 | Adjustable Rate Mortgage Trust 2006-2 1A1, 3.255%, 05/25/36 | 811,218 | 0.6 | |||||||||||
253,897 | Alternative Loan Trust 2005-10CB 1A1, 1.025%, 05/25/35 | 203,841 | 0.2 |
1,012,885 | Alternative Loan Trust 2005-10CB, 0.975%, 05/25/35 | 810,730 | 0.6 | |||||||||||
1,056,164 | Alternative Loan Trust 2005-23CB, 5.500%, 07/25/35 | 1,004,008 | 0.8 | |||||||||||
334,771 | Alternative Loan Trust 2005-51 3A2A, 1.797%, 11/20/35 | 293,657 | 0.2 | |||||||||||
113,853 | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/35 | 104,937 | 0.1 | |||||||||||
511,340 | Alternative Loan Trust 2005-J2 1A12, 0.925%, 04/25/35 | 420,283 | 0.3 | |||||||||||
58,923 | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/36 | 46,754 | 0.0 | |||||||||||
1,212,512 | Alternative Loan Trust 2006-18CB, 0.925%, 07/25/36 | 735,573 | 0.6 | |||||||||||
293,744 | Alternative Loan Trust 2006-19CB A12, 0.925%, 08/25/36 | 183,033 | 0.1 | |||||||||||
1,243,943 | Alternative Loan Trust 2006-19CB, 1.125%, 08/25/36 | 792,289 | 0.6 | |||||||||||
961,668 | Alternative Loan Trust 2006-HY11 A1, 0.645%, 06/25/36 | 757,556 | 0.6 | |||||||||||
308,330 | Alternative Loan Trust 2007-2CB 2A1, 1.125%, 03/25/37 | 183,687 | 0.1 | |||||||||||
604,392 | Alternative Loan Trust 2007-HY8C, 0.685%, 09/25/47 | 480,447 | 0.4 | |||||||||||
152,436 | American Home Mortgage Assets Trust 2006-3 2A11, 1.447%, 10/25/46 | 107,799 | 0.1 | |||||||||||
234,147 | # | Angel Oak Mortgage Trust LLC 2015-1, 4.500%, 11/25/45 | 235,391 | 0.2 | ||||||||||
15,000 | Banc of America Commercial Mortgage Trust 2007-3 AJ, 5.723%, 06/10/49 | 15,052 | 0.0 | |||||||||||
1,010,000 | Banc of America Commercial Mortgage Trust 2007-4 AJ, 6.005%, 02/10/51 | 1,023,187 | 0.8 | |||||||||||
22,071 | Banc of America Mortgage 2005-J Trust 2A4, 2.954%, 11/25/35 | 20,486 | 0.0 | |||||||||||
210,451 | # | Banc of America Re-REMIC Trust 2010-UBER5 A4A, 5.679%, 02/17/51 | 212,355 | 0.2 | ||||||||||
429,106 | Bear Stearns ALT-A Trust 2006-6 31A1, 3.072%, 11/25/36 | 325,757 | 0.2 | |||||||||||
1,161,219 | Bear Stearns ALT-A Trust 2006-6 32A1, 3.086%, 11/25/36 | 855,988 | 0.7 | |||||||||||
500,000 | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR10, 5.793%, 12/11/40 | 526,611 | 0.4 |
See Accompanying Notes to Financial Statements
47 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
25,000 | Bear Stearns Commercial Mortgage Securities Trust 2007-PWR17 AJ, 6.083%, 06/11/50 | 25,137 | 0.0 | |||||||||||
363,839 | Bear Stearns Structured Products, Inc. Trust 2007-R6 1A1, 2.966%, 01/26/36 | 289,770 | 0.2 | |||||||||||
70,000 | # | Bellemeade Re Ltd. 2015-1A M2, 4.825%, 07/25/25 | 70,416 | 0.0 | ||||||||||
14,660,000 | #,^ | CD 2016-CD1 Mortgage Trust, 0.818%, 08/10/49 | 883,519 | 0.7 | ||||||||||
8,395,555 | ^ | CD 2016-CD1 Mortgage Trust, 1.582%, 08/10/49 | 878,229 | 0.7 | ||||||||||
80,983 | Chase Mortgage Finance Trust Series 2006-A1, 3.052%, 09/25/36 | 72,812 | 0.1 | |||||||||||
171,754 | CHL Mortgage Pass-Through Trust 2004-22 A3, 2.725%, 11/25/34 | 163,680 | 0.1 | |||||||||||
318,581 | Citigroup Mortgage Loan Trust 2006-AR2 1A1, 2.963%, 03/25/36 | 292,972 | 0.2 | |||||||||||
234,007 | Citigroup Mortgage Loan Trust, Inc. 2005-3 2A2, 3.043%, 08/25/35 | 218,388 | 0.2 | |||||||||||
163,562 | Citigroup Mortgage Loan Trust, 4.240%, 11/25/36 | 141,987 | 0.1 | |||||||||||
7,778,277 | #,^ | COMM 2012 - LTRT XA, 1.038%, 10/05/30 | 353,462 | 0.3 | ||||||||||
4,887,360 | ^ | COMM 2012-CR1 XA, 2.206%, 05/15/45 | 378,414 | 0.3 | ||||||||||
1,121,989 | ^ | COMM 2012-CR4 XA, 2.064%, 10/15/45 | 84,927 | 0.1 | ||||||||||
2,293,259 | ^ | COMM 2013-LC6 XA, 1.856%, 01/10/46 | 135,690 | 0.1 | ||||||||||
12,733,042 | ^ | COMM 2014-UBS2 XA Mortgage Trust, 1.563%, 03/10/47 | 863,068 | 0.7 | ||||||||||
10,440,208 | ^ | Commercial Mortgage Pass Through Certificates 2012-CR3 XA, 2.078%, 11/15/45 | 863,442 | 0.7 | ||||||||||
43,713 | Countrywide Alternative Loan Trust 2005-53T2 2A6, 1.025%, 11/25/35 | 25,223 | 0.0 | |||||||||||
10,000 | Credit Suisse First Boston Mortgage Securities Corp. 2005-C3 C, 4.952%, 07/15/37 | 8,998 | 0.0 | |||||||||||
10,000 | # | Credit Suisse First Boston Mortgage Securities Corp., 5.736%, 05/15/36 | 10,360 | 0.0 | ||||||||||
1,052,430 | Deutsche ALT-A Securities, Inc. ALT, 0.825%, 04/25/37 | 559,175 | 0.4 | |||||||||||
269,035 | # | Deutsche Mortgage Securities, Inc. Re-REMIC Trust Certificates Series 2007-WM1, 4.056%, 06/27/37 | 266,428 | 0.2 |
60,000 | Fannie Mae Connecticut Avenue Securities 2014-C03 2M2, 3.425%, 07/25/24 | 60,331 | 0.0 | |||||||||||
190,000 | Fannie Mae Connecticut Avenue Securities 2014-CO4 1M2, 5.425%, 11/25/24 | 205,566 | 0.2 | |||||||||||
375,000 | Fannie Mae Connecticut Avenue Securities 2014-CO4 M2, 5.525%, 11/25/24 | 402,403 | 0.3 | |||||||||||
130,000 | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.525%, 05/25/25 | 135,352 | 0.1 | |||||||||||
120,000 | Fannie Mae Connecticut Avenue Securities 2015-CO1 M2, 4.825%, 02/25/25 | 125,890 | 0.1 | |||||||||||
11,259,008 | ^ | FHLMC Multifamily Structured Pass Through Certificates K019 X1, 1.837%, 03/25/22 | 855,235 | 0.7 | ||||||||||
141,015 | First Horizon Alternative Mortgage Securities Trust 2006-FA8, 6.000%, 02/25/37 | 109,130 | 0.1 | |||||||||||
203,197,429 | #,^ | Freddie Mac 2014-K714 X2B, 0.100%, 01/25/47 | 726,797 | 0.6 | ||||||||||
1,376,626 | ^ | Freddie Mac Series 3049 PI, 6.126%, 10/15/35 | 253,254 | 0.2 | ||||||||||
100,000 | ^ | Freddie Mac Series K015 X3, 2.896%, 08/25/39 | 11,995 | 0.0 | ||||||||||
2,829,035 | ^ | Freddie Mac Series K704 X1, 2.118%, 08/25/18 | 80,123 | 0.1 | ||||||||||
120,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN2 M3, 4.125%, 04/25/24 | 123,702 | 0.1 | |||||||||||
100,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-HQ3 M3, 5.275%, 10/25/24 | 106,995 | 0.1 | |||||||||||
100,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA4 M3, 4.324%, 03/25/29 | 100,538 | 0.1 | |||||||||||
200,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA3 M3, 4.374%, 03/25/29 | 201,623 | 0.2 | |||||||||||
500,000 | Freddie Mac Structured Agency Credit Risk Debt Notes, 5.225%, 03/25/28 | 533,708 | 0.4 | |||||||||||
739,121 | #,^ | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/44 | 3,043 | 0.0 | ||||||||||
6,580 | HomeBanc Mortgage Trust 2004-1 2A, 1.385%, 08/25/29 | 6,147 | 0.0 | |||||||||||
101,698 | HomeBanc Mortgage Trust 2005-3 A2, 0.835%, 07/25/35 | 98,457 | 0.1 |
See Accompanying Notes to Financial Statements
48 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
132,003 | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 0.735%, 04/25/46 | 97,992 | 0.1 | |||||||||||
468,961 | JP Morgan Alternative Loan Trust, 0.795%, 03/25/36 | 474,374 | 0.4 | |||||||||||
8,490,000 | #,^ | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.440%, 12/15/47 | 162,477 | 0.1 | ||||||||||
1,000,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC10, 5.097%, 01/12/37 | 1,006,301 | 0.8 | |||||||||||
140,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9 E, 5.503%, 06/12/41 | 137,090 | 0.1 | |||||||||||
1,000,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP11 AM, 5.940%, 06/15/49 | 1,007,235 | 0.8 | |||||||||||
200,000 | # | JP Morgan Chase Commercial Mortgage Securities Trust 2009-RR1 A4B2, 1.000%, 03/18/51 | 197,706 | 0.1 | ||||||||||
500,000 | # | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4, 5.577%, 07/15/46 | 555,711 | 0.4 | ||||||||||
6,714,739 | ^ | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.837%, 06/15/45 | 413,988 | 0.3 | ||||||||||
756,331 | JP Morgan Chase Commercial Mortgage Securities Trust, 5.129%, 10/15/42 | 755,001 | 0.6 | |||||||||||
148,663 | JP Morgan Mortgage Trust 2005-S3 1A10, 6.000%, 01/25/36 | 128,353 | 0.1 | |||||||||||
425,463 | JP Morgan Mortgage Trust 2006-S2 1A18, 6.000%, 07/25/36 | 379,149 | 0.3 | |||||||||||
924,871 | JP Morgan Mortgage Trust 2006-S3 1A30, 6.500%, 08/25/36 | 768,217 | 0.6 | |||||||||||
13,633 | LB-UBS Commercial Mortgage Trust 2005-C3 D, 4.954%, 07/15/40 | 14,259 | 0.0 | |||||||||||
1,000,000 | LB-UBS Commercial Mortgage Trust 2005-C3, 5.013%, 07/15/40 | 973,740 | 0.7 | |||||||||||
760,000 | # | LB-UBS Commercial Mortgage Trust 2005-C5 G, 5.350%, 09/15/40 | 755,117 | 0.6 | ||||||||||
1,000,000 | # | LB-UBS Commercial Mortgage Trust 2005-C5, 5.350%, 09/15/40 | 953,082 | 0.7 | ||||||||||
10,000 | LB-UBS Commercial Mortgage Trust 2006-C4 E, 6.080%, 06/15/38 | 9,985 | 0.0 |
1,000,000 | LB-UBS Commercial Mortgage Trust 2007-C1, 5.484%, 02/15/40 | 1,002,504 | 0.8 | |||||||||||
10,000 | LB-UBS Commercial Mortgage Trust 2007-C6 AJ, 6.322%, 07/15/40 | 9,991 | 0.0 | |||||||||||
102,555 | Lehman Mortgage Trust 2005-1 1A3, 5.500%, 11/25/35 | 85,883 | 0.1 | |||||||||||
107,239 | Lehman XS Trust Series 2005-5N 1A2, 0.885%, 11/25/35 | 83,872 | 0.1 | |||||||||||
222,407 | Lehman XS Trust Series 2006-14N 2A, 0.725%, 09/25/46 | 180,029 | 0.1 | |||||||||||
14,828,905 | ^ | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19, 1.299%, 12/15/47 | 868,971 | 0.7 | ||||||||||
270,000 | # | Morgan Stanley Capital I Trust 2011-C1 D, 5.601%, 09/15/47 | 297,391 | 0.2 | ||||||||||
1,722,909 | Morgan Stanley Mortgage Loan Trust 2006-9AR, 0.675%, 08/25/36 | 826,357 | 0.6 | |||||||||||
131,523 | Opteum Mortgage Acceptance Corp. Trust 2006-1 1APT, 0.735%, 04/25/36 | 109,987 | 0.1 | |||||||||||
83,365 | Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/37 | 74,834 | 0.1 | |||||||||||
222,610 | Structured Adjustable Rate Mortgage Loan Trust, 2.976%, 03/25/35 | 217,125 | 0.2 | |||||||||||
209,719 | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.056%, 10/25/36 | 177,773 | 0.1 | |||||||||||
237,357 | WaMu Mortgage Pass Through Certificates, 2.791%, 09/25/36 | 216,067 | 0.2 | |||||||||||
39,773 | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 2.575%, 10/25/36 | 34,948 | 0.0 | |||||||||||
997,409 | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 Trust 1A4, 2.237%, 11/25/36 | 891,416 | 0.7 | |||||||||||
273,807 | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 Trust, 2.237%, 11/25/36 | 244,710 | 0.2 | |||||||||||
123,937 | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust 3A1, 3.696%, 12/25/36 | 114,020 | 0.1 | |||||||||||
43,341 | WaMu Mortgage Pass-Through Certificates Series 2006-AR6 2A3, 2.776%, 08/25/36 | 38,843 | 0.0 | |||||||||||
154,571 | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 2.802%, 08/25/46 | 135,665 | 0.1 |
See Accompanying Notes to Financial Statements
49 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
239,690 | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 2.603%, 12/25/36 | 210,067 | 0.2 | |||||||||||
24,319 | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 2.303%, 04/25/37 | 21,228 | 0.0 | |||||||||||
131,368 | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 2.575%, 07/25/37 | 107,623 | 0.1 | |||||||||||
1,285,665 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 Trust, 1.425%, 11/25/35 | 920,411 | 0.7 | |||||||||||
233,278 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/36 | 206,365 | 0.2 | |||||||||||
337,195 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/35 | 314,861 | 0.2 | |||||||||||
348,129 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 1.467%, 08/25/46 | 234,369 | 0.2 | |||||||||||
1,501,992 | Washington Mutual Mortgage Pass-Through Certificates, 1.125%, 07/25/36 | 790,744 | 0.6 | |||||||||||
112,228 | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.955%, 06/25/37 | 82,876 | 0.1 | |||||||||||
1,593,178 | Wells Fargo Mortgage Backed Securities 2006-AR12 Trust 1A1, 3.232%, 09/25/36 | 1,505,874 | 1.2 | |||||||||||
1,209,590 | Wells Fargo Mortgage Backed Securities 2006-AR17 Trust A1, 3.003%, 10/25/36 | 1,154,733 | 0.9 | |||||||||||
68,468 | Wells Fargo Mortgage Backed Securities 2006-AR6 Trust 3A1, 2.860%, 03/25/36 | 65,233 | 0.0 | |||||||||||
191,069 | Wells Fargo Mortgage Backed Securities 2006-AR7 Trust 2A1, 3.088%, 05/25/36 | 182,336 | 0.1 | |||||||||||
203,065 | Wells Fargo Mortgage Backed Securities 2006-AR7 Trust, 3.088%, 05/25/36 | 193,784 | 0.1 | |||||||||||
1,006,202 | Wells Fargo Mortgage Backed Securities 2007-3 Trust, 0.651%, 04/25/37 | 809,385 | 0.6 | |||||||||||
263,940 | Wells Fargo Mortgage Backed Securities 2007-AR7 Trust A1, 2.944%, 12/28/37 | 243,626 | 0.2 | |||||||||||
459,532 | #,^ | WFRBS Commercial Mortgage Trust 2012-C6, 2.410%, 04/15/45 | 38,721 | 0.0 |
473,794 | #,^ | WFRBS Commercial Mortgage Trust 2012-C8 XA, 2.255%, 08/15/45 | 37,208 | 0.0 | ||||||||||
4,133,781 | #,^ | WFRBS Commercial Mortgage Trust 2012-C9, 2.282%, 11/15/45 | 334,484 | 0.3 | ||||||||||
6,331,401 | #,^ | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.528%, 03/15/48 | 376,013 | 0.3 | ||||||||||
Total Collateralized Mortgage Obligations | ||||||||||||||
(Cost $43,024,941) | 43,107,129 | 33.4 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 0.0% | ||||||||||||||
U.S. Treasury Bonds: 0.0% | ||||||||||||||
12,000 | 2.500%, due 05/15/46 | 12,461 | 0.0 | |||||||||||
U.S. Treasury Notes: 0.0% | ||||||||||||||
2,000 | 0.750%, due 08/31/18 | 2,000 | 0.0 | |||||||||||
9,000 | 1.375%, due 08/31/23 | 8,975 | 0.0 | |||||||||||
10,975 | 0.0 | |||||||||||||
Total U.S. Treasury Obligations | ||||||||||||||
(Cost $23,622) | 23,436 | 0.0 | ||||||||||||
LOANS: 24.3% | ||||||||||||||
Aerospace & Defense: 0.1% | ||||||||||||||
71,053 | Transdigm, Inc., Term Loan F (DD), 3.854%, 06/15/23 | 71,119 | 0.0 | |||||||||||
78,947 | Transdigm, Inc., Term Loan F, 3.854%, 06/15/23 | 79,022 | 0.1 | |||||||||||
150,141 | 0.1 | |||||||||||||
Automotive: 0.8% | ||||||||||||||
247,487 | Dynacast International LLC - Term Loan B, 4.500%, 01/15/22 | 248,725 | 0.2 | |||||||||||
247,475 | Midas Intermediate Holdco II, LLC - Incremental Term Loan B, 4.500%, 08/18/21 | 249,949 | 0.2 | |||||||||||
248,125 | NN, Inc. - 2015 Term Loan B, 5.750%, 10/19/22 | 248,823 | 0.2 | |||||||||||
248,125 | TI Group Automotive Systems, L.L.C. - 2015 USD Term Loan, 4.500%, 06/30/22 | 249,364 | 0.2 | |||||||||||
996,861 | 0.8 | |||||||||||||
Building & Development: 0.4% | ||||||||||||||
200,792 | Doosan Infracore International, Inc. - Term Loan B, 4.500%, 05/28/21 | 203,302 | 0.2 | |||||||||||
196,429 | Ventia Service (fka Leighton), Upsized Term Loan B, 5.000%, 05/21/22 | 197,656 | 0.1 |
See Accompanying Notes to Financial Statements
50 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
149,625 | Zekelman Industries, Inc. (fka JMC Steel), Term Loan B, 6.000%, 06/14/21 | 152,057 | 0.1 | |||||||||||
553,015 | 0.4 | |||||||||||||
Business Equipment & Services: 1.5% | ||||||||||||||
248,125 | AlixPartners, LLP - 2015 Term Loan B, 4.500%, 07/28/22 | 249,004 | 0.2 | |||||||||||
231,453 | First Data Corporation, 2021 Dollar Term Loan, 4.854%, 03/24/21 | 233,124 | 0.2 | |||||||||||
150,000 | ION Trading Technologies Limited, TL B USD 2016 refi, 4.250%, 07/31/23 | 150,281 | 0.1 | |||||||||||
248,125 | KinderCare Education, LLC (fka Knowledge Universe Education, LLC), Incremental First Lien Term Loan, 6.000%, 08/13/22 | 249,986 | 0.2 | |||||||||||
242,247 | Learning Care Group (US) No. 2 Inc. - New Term Loan, 5.000%, 05/05/21 | 242,852 | 0.2 | |||||||||||
249,375 | Solera Management, USD Term Loan B, 5.750%, 03/03/23 | 252,219 | 0.2 | |||||||||||
247,436 | SurveyMonkey Inc. - Term Loan B, 6.250%, 02/07/19 | 245,580 | 0.2 | |||||||||||
150,000 | Thomson Reuters Intellectual Property & Science, 1st Lien Term Loan, 4.750%, 09/15/23 | 150,258 | 0.1 | |||||||||||
150,000 | West Corp, Term Loan B-12, 3.854%, 06/30/23 | 151,088 | 0.1 | |||||||||||
1,924,392 | 1.5 | |||||||||||||
Cable & Satellite Television: 1.3% | ||||||||||||||
250,000 | Liberty Cablevision of Puerto Rico LLC - 1st Lien Term Loan, 4.500%, 01/07/22 | 247,708 | 0.2 | |||||||||||
248,125 | Numericable (YPSO France SAS), Term Loan B5 USD, 4.666%, 07/31/22 | 249,495 | 0.2 | |||||||||||
249,375 | Numericable (YPSO France SAS), Term Loan B7 USD, 5.104%, 01/08/24 | 251,791 | 0.2 | |||||||||||
150,000 | Telenet Group Holding NV, TLAD, 4.354%, 06/30/24 | 151,547 | 0.1 | |||||||||||
150,000 | UPC Financing Partnership, Term Loan AN, 3.854%, 08/31/24 | 151,800 | 0.1 | |||||||||||
150,000 | WaveDivision Holdings LLC, TLB with Add-On 8/16, 4.000%, 10/15/19 | 150,281 | 0.1 | |||||||||||
250,000 | Wideopenwest Finance, LLC, 2016 TLB, 4.500%, 08/15/23 | 249,238 | 0.2 |
245,747 | Yankee Cable Acquisition, LLC - Term Loan B, 4.250%, 02/25/20 | 246,301 | 0.2 | |||||||||||
1,698,161 | 1.3 | |||||||||||||
Chemicals & Plastics: 1.8% | ||||||||||||||
85,549 | Allnex S.a.r.l. (Monarch), Term B-2 Facility, 5.104%, 09/13/23 | 86,511 | 0.1 | |||||||||||
64,451 | Allnex S.a.r.l. (Monarch), Term B-3 Facility, 5.104%, 09/13/23 | 65,177 | 0.1 | |||||||||||
10,180 | Avantor Performance Materials, Delayed Draw 1L Term Loan, 5.854%, 06/21/22 | 10,231 | 0.0 | |||||||||||
150,000 | Avantor Performance Materials, First Lien Term Loan, 6.000%, 06/21/22 | 150,656 | 0.1 | |||||||||||
39,820 | Avantor Performance Materials, Incremental 1L Term Loan, 6.000%, 06/21/22 | 40,019 | 0.0 | |||||||||||
242,883 | Emerald Performance Materials, LLC - New 1st Lien Term Loan, 4.500%, 08/01/21 | 244,199 | 0.2 | |||||||||||
35,196 | Flint Group GmbH - USD Term Loan C, 4.500%, 09/07/21 | 35,196 | 0.0 | |||||||||||
212,910 | Flint Group US LLC - USD 1st Lien Term Loan B2, 4.500%, 09/07/21 | 212,111 | 0.2 | |||||||||||
249,375 | Huntsman International LLC, 2016 Term Loan B, 4.354%, 03/28/23 | 251,401 | 0.2 | |||||||||||
247,486 | Ineos US Finance LLC - 2015 USD Term Loan, 4.250%, 03/31/22 | 248,702 | 0.2 | |||||||||||
250,000 | Kraton Polymers, LLC - Term Loan B, 6.000%, 01/06/22 | 252,129 | 0.2 | |||||||||||
150,000 | Omnova Solutions Inc, Term Loan B, 5.250%, 08/24/23 | 149,813 | 0.1 | |||||||||||
150,000 | PolyOne Corporation, Incremental Term Loan B, 3.604%, 11/12/22 | 150,984 | 0.1 | |||||||||||
125,000 | Tronox Pigments (Netherlands) BV, Term Loan, 4.500%, 03/19/20 | 123,906 | 0.1 | |||||||||||
248,120 | Zep Inc. - Term Loan, 5.500%, 06/27/22 | 249,051 | 0.2 | |||||||||||
2,270,086 | 1.8 | |||||||||||||
Clothing/Textiles: 0.2% | ||||||||||||||
247,481 | Varsity Brands, Inc. - 1st Lien Term Loan, 5.000%, 12/10/21 | 248,657 | 0.2 |
See Accompanying Notes to Financial Statements
51 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
Conglomerates: 0.1% | ||||||||||||||
150,000 | WireCo WorldGroup, Inc., 1st Lien Term Loan, 6.500%, 07/31/23 | 150,750 | 0.1 | |||||||||||
Containers & Glass Products: 1.2% | ||||||||||||||
247,576 | Berlin Packaging LLC - 2014 1st Lien Term Loan, 4.500%, 10/01/21 | 248,737 | 0.2 | |||||||||||
158,573 | Otter Products, TLB, 5.750%, 06/03/20 | 141,395 | 0.1 | |||||||||||
247,500 | Peacock Engineering Company, LLC - 2015 Term Loan B, 5.250%, 07/27/22 | 246,159 | 0.2 | |||||||||||
248,126 | Prolampac Intermediate Inc. - 1st Lien Term Loan, 5.750%, 08/18/22 | 248,901 | 0.2 | |||||||||||
150,000 | Reynolds Group Holdings Inc, USD Term Loan, 4.250%, 02/04/23 | 150,639 | 0.1 | |||||||||||
248,116 | SIG Combibloc US Acquisition Inc - USD Term Loan, 4.250%, 03/10/22 | 248,758 | 0.2 | |||||||||||
248,120 | Tekni-Plex, Inc. - 2015 USD Term Loan B, 4.500%, 06/01/22 | 247,841 | 0.2 | |||||||||||
1,532,430 | 1.2 | |||||||||||||
Cosmetics/Toiletries: 0.3% | ||||||||||||||
249,375 | Coty Inc. - USD Term Loan B, 3.854%, 10/27/22 | 250,518 | 0.2 | |||||||||||
150,000 | Revlon Consumer Products Corporation, TLB 2016, 4.354%, 09/07/23 | 150,589 | 0.1 | |||||||||||
401,107 | 0.3 | |||||||||||||
Diversified Insurance: 1.6% | ||||||||||||||
248,346 | Acrisure, LLC - 2015 1st Lien Term Loan, 6.500%, 05/19/22 | 248,269 | 0.2 | |||||||||||
247,494 | Alliant Holdings I, Inc. - 2015 Term Loan B, 4.500%, 08/14/22 | 247,825 | 0.2 | |||||||||||
248,712 | AmWINS Group, Inc., Term Loan, 4.750%, 09/06/19 | 250,525 | 0.2 | |||||||||||
237,916 | Applied Systems, Inc. - New 1st Lien Term Loan, 4.000%, 01/25/21 | 238,684 | 0.1 | |||||||||||
248,752 | AssuredPartners, Inc. - 2015 1st Lien Term Loan, 5.750%, 10/21/22 | 250,514 | 0.2 | |||||||||||
247,462 | Hub International Limited - Term Loan B, 4.000%, 10/02/20 | 247,713 | 0.2 | |||||||||||
247,477 | National Financial Partners Corp. - New Term Loan B, 4.500%, 07/01/20 | 248,121 | 0.2 | |||||||||||
247,449 | USI, Inc. - Term Loan B, 4.250%, 12/27/19 | 247,836 | 0.2 |
150,000 | Vertafore, Inc., Term Loan B, 4.750%, 06/30/23 | 150,668 | 0.1 | |||||||||||
2,130,155 | 1.6 | |||||||||||||
Drugs: 0.2% | ||||||||||||||
201,039 | Akorn, Inc. - Term Loan B, 5.250%, 04/16/21 | 203,551 | 0.2 | |||||||||||
Electronics/Electrical: 2.5% | ||||||||||||||
247,487 | AF Borrower LLC - 1st Lien Term Loan, 6.250%, 01/28/22 | 248,802 | 0.2 | |||||||||||
150,000 | Avast Software B.V., Term Loan USD, 5.000%, 08/03/22 | 151,000 | 0.1 | |||||||||||
208,963 | Blackboard, Inc. - Term Loan B3, 4.750%, 10/04/18 | 208,614 | 0.2 | |||||||||||
150,000 | Cavium, Inc., Term Loan B, 3.854%, 08/15/22 | 151,313 | 0.1 | |||||||||||
100,671 | Compuware Corporation, Term Loan B-2, 6.250%, 12/15/21 | 100,199 | 0.1 | |||||||||||
200,000 | Dell International LLC, Term Loan B, 4.104%, 09/07/23 | 201,385 | 0.1 | |||||||||||
115,000 | Epicor Software Corporation, 08/16 Incremental Term Loan B, 5.000%, 06/01/22 | 113,994 | 0.1 | |||||||||||
0 | Epiq Systems, Inc. - Term Loan B, 08/27/20 | – | – | |||||||||||
150,000 | Eze Castle Software, Inc., Incremental Term Loan, 4.500%, 04/04/20 | 149,906 | 0.1 | |||||||||||
245,764 | Kronos Incorporated - Initial Incremental Term Loan, 4.500%, 10/30/19 | 246,801 | 0.2 | |||||||||||
248,750 | Lully Finance LLC - USD Term Loan B1, 5.000%, 10/16/22 | 249,216 | 0.2 | |||||||||||
150,000 | M/A-COM Technology Solutions Holdings, Inc., Upsized Term Loan B, 4.604%, 05/07/21 | 151,313 | 0.1 | |||||||||||
150,000 | Micron Technology, Inc., Term Loan B, 6.854%, 04/26/22 | 151,929 | 0.1 | |||||||||||
250,000 | ON Semiconductor Corporation, Term Loan B, 5.354%, 03/31/23 | 251,806 | 0.2 | |||||||||||
250,000 | SolarWinds Holdings, Inc., Term Loan, 5.500%, 02/05/23 | 252,630 | 0.2 | |||||||||||
204,459 | TTM Technologies, Term Loan B, 6.000%, 05/31/21 | 207,395 | 0.2 | |||||||||||
149,625 | Veritas Technologies Corporation, USD Term Loan B-1, 6.625%, 01/29/23 | 140,211 | 0.1 | |||||||||||
248,000 | Western Digital, USD Term Loan B-1, 4.604%, 04/29/23 | 251,023 | 0.2 | |||||||||||
3,227,537 | 2.5 |
See Accompanying Notes to Financial Statements
52 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
Financial Intermediaries: 0.4% | ||||||||||||||
248,750 | First Eagle Investment Management, LLC - Term Loan, 4.854%, 12/01/22 | 248,439 | 0.2 | |||||||||||
249,375 | NorthStar Asset Management, Term Loan B, 4.729%, 01/31/23 | 249,843 | 0.2 | |||||||||||
498,282 | 0.4 | |||||||||||||
Food Products: 1.1% | ||||||||||||||
168,462 | Advance Pierre Foods, 1L Term Loan, 4.500%, 05/30/23 | 169,742 | 0.1 | |||||||||||
248,085 | CSM Bakery Solutions LLC - 1st Lien Term Loan, 5.000%, 07/03/20 | 240,953 | 0.2 | |||||||||||
248,092 | Del Monte Foods, Inc. - 1st Lien Term Loan, 4.250%, 02/18/21 | 234,033 | 0.2 | |||||||||||
248,125 | Hostess Brands, LLC - 1st Lien Term Loan, 4.500%, 08/03/22 | 249,831 | 0.2 | |||||||||||
248,750 | JBS USA, LLC - 2015 Term Loan B, 4.000%, 10/30/22 | 249,369 | 0.2 | |||||||||||
236,075 | Keurig Green Mountain, Inc., USD Term Loan B, 5.354%, 03/03/23 | 239,498 | 0.2 | |||||||||||
1,383,426 | 1.1 | |||||||||||||
Food Service: 0.3% | ||||||||||||||
232,051 | Manitowoc Foodservice, Inc., Term Loan B, 5.750%, 03/03/23 | 235,384 | 0.2 | |||||||||||
150,000 | US Foods, Inc., Term Loan B, 4.104%, 06/30/23 | 151,259 | 0.1 | |||||||||||
386,643 | 0.3 | |||||||||||||
Food/Drug Retailers: 0.3% | ||||||||||||||
150,000 | NBTY, Inc., USD Term Loan B, 5.000%, 05/05/23 | 150,813 | 0.1 | |||||||||||
232,476 | Supervalu Inc. - Refi Term Loan B, 5.500%, 03/21/19 | 232,977 | 0.2 | |||||||||||
383,790 | 0.3 | |||||||||||||
Forest Products: 0.2% | ||||||||||||||
250,000 | Blount International, Inc., Term Loan B USD, 7.250%, 04/12/23 | 253,438 | 0.2 | |||||||||||
Health Care: 3.1% | ||||||||||||||
247,494 | ADMI Corp. - 2015 Term Loan B, 5.250%, 04/30/22 | 249,273 | 0.2 | |||||||||||
150,000 | Air Medical Group Holdings, Inc., Incremental Term Loan B-1, 5.000%, 04/28/22 | 149,138 | 0.1 | |||||||||||
150,000 | ATI Physical Therapy, First Lien Term Loan, 5.500%, 05/10/23 | 151,062 | 0.1 | |||||||||||
398,623 | CHG Medical Staffing, Inc., 1st lien term loan, 4.750%, 05/26/23 | 401,578 | 0.3 |
150,000 | ExamWorks Group, Inc., First lien term loan, 4.750%, 07/27/23 | 151,148 | 0.1 | |||||||||||
199,500 | Kinetic Concepts, Inc., Dollar Term F, 5.000%, 11/01/20 | 201,474 | 0.1 | |||||||||||
143,516 | Multiplan, Inc, First lien term loan, 5.000%, 06/07/23 | 145,489 | 0.1 | |||||||||||
225,779 | NAPA, Upsized First Lien Term Loan, 6.000%, 04/19/23 | 228,884 | 0.2 | |||||||||||
249,375 | NVA Holdings, Inc., Upsized non-fungible add-on, 5.500%, 08/14/21 | 250,310 | 0.2 | |||||||||||
235,915 | Onex Carestream Finance LP - 1st Lien Term Loan, 5.000%, 06/07/19 | 219,578 | 0.2 | |||||||||||
248,125 | Onex TSG Holdings II Corp. - 1st Lien Term Loan, 5.000%, 07/31/22 | 249,417 | 0.2 | |||||||||||
150,000 | Patterson Medical Holdings, Inc., Upsized 1st Lien Term Loan, 5.750%, 08/28/22 | 148,500 | 0.1 | |||||||||||
150,000 | Precyse Acquisition Corp., First lien term loan, 6.500%, 10/20/22 | 151,313 | 0.1 | |||||||||||
150,000 | Prospect Medical Holdings, Inc., Term Loan B, 7.000%, 07/01/22 | 148,781 | 0.1 | |||||||||||
249,375 | Quorum Health, Term B, 6.750%, 04/29/22 | 242,400 | 0.2 | |||||||||||
249,375 | Select Medical Corporation - Series F Term Loan B, 6.000%, 03/03/21 | 251,944 | 0.2 | |||||||||||
249,375 | Surgery Center Holdings, Inc., Non-fungible 1st Lien add-on, 5.250%, 11/03/20 | 249,843 | 0.2 | |||||||||||
248,750 | U.S. Renal Care, Inc. - 2015 Term Loan B, 5.250%, 12/30/22 | 239,857 | 0.2 | |||||||||||
219,963 | Vizient, Inc. - 1st Lien Term Loan, 6.250%, 02/13/23 | 222,713 | 0.2 | |||||||||||
4,052,702 | 3.1 | |||||||||||||
Home Furnishings: 0.4% | ||||||||||||||
299,250 | ADT fka Protection One, Inc., Upsized ADT First Lien Term Loan B-1, 4.750%, 05/02/22 | 302,616 | 0.2 | |||||||||||
250,000 | Serta Simmons Holdings, LLC - Term Loan, 4.250%, 10/01/19 | 251,094 | 0.2 | |||||||||||
553,710 | 0.4 | |||||||||||||
Industrial Equipment: 1.2% | ||||||||||||||
247,436 | Apex Tool Group, LLC - Term Loan B, 4.500%, 01/31/20 | 244,266 | 0.2 | |||||||||||
247,455 | EWT Holdings III Corp. - 1st Lien Term Loan, 4.750%, 01/15/21 | 248,074 | 0.2 |
See Accompanying Notes to Financial Statements
53 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
247,589 | Filtration Group Corporation - 1st Lien Term Loan, 4.250%, 11/30/20 | 248,610 | 0.2 | |||||||||||
150,000 | Global Brass and Copper, Inc., Term Loan B, 5.250%, 06/30/23 | 152,156 | 0.1 | |||||||||||
180,322 | Kenan Advantage Group, Inc., Term Loan B, 4.000%, 07/31/22 | 179,815 | 0.1 | |||||||||||
55,373 | Kenan Advantage Group, Inc., Term Loan Canada Borrower, 4.000%, 07/31/22 | 55,218 | 0.1 | |||||||||||
128,495 | MKS Instruments, Term Loan B, 4.354%, 04/29/23 | 130,302 | 0.1 | |||||||||||
250,000 | Sensus Metering Systems Inc., New Term Loan, 6.500%, 04/05/23 | 251,667 | 0.2 | |||||||||||
1,510,108 | 1.2 | |||||||||||||
Leisure Goods/Activities/Movies: 0.6% | ||||||||||||||
200,000 | Fitness International, LLC., Upsized Term Loan B, 6.000%, 07/01/20 | 200,056 | 0.1 | |||||||||||
248,120 | LTF Merger Sub, Inc. - Term Loan B, 4.250%, 06/10/22 | 248,715 | 0.2 | |||||||||||
247,468 | NEP/NCP Holdco, Inc. - Incremental Term Loan, 4.500%, 01/22/20 | 246,772 | 0.2 | |||||||||||
150,000 | UFC Holdings (fka Zuffa), First Lien Term Loan, 5.000%, 08/04/23 | 151,232 | 0.1 | |||||||||||
846,775 | 0.6 | |||||||||||||
Lodging & Casinos: 0.8% | ||||||||||||||
248,120 | Amaya Holdings B.V. - USD 1st Lien Term Loan, 5.000%, 08/01/21 | 248,198 | 0.2 | |||||||||||
217,758 | American Casino & Entertainment Properties LLC - 2015 Term Loan, 4.750%, 07/07/22 | 221,025 | 0.2 | |||||||||||
200,833 | CityCenter Holdings, LLC - Term Loan B, 4.250%, 10/16/20 | 202,381 | 0.1 | |||||||||||
150,000 | ESH Hospitality, Inc., TLB, 3.854%, 08/25/23 | 151,272 | 0.1 | |||||||||||
126,000 | Pinnacle Entertainment, Inc., TLB, 3.854%, 04/28/23 | 126,315 | 0.1 | |||||||||||
150,000 | Station Casinos LLC, Term Loan, 3.854%, 06/01/23 | 150,787 | 0.1 | |||||||||||
1,099,978 | 0.8 | |||||||||||||
Oil & Gas: 0.2% | ||||||||||||||
248,728 | Southcross Energy Partners, L.P., Term Loan, 5.250%, 08/04/21 | 203,102 | 0.2 | |||||||||||
Publishing: 0.4% | ||||||||||||||
150,000 | Cengage Learning Acquisition, Inc., TL-B, 5.250%, 05/31/23 | 150,134 | 0.1 |
150,000 | McGraw Hill Global Education, Term Loan B, 5.000%, 05/04/22 | 150,975 | 0.1 | |||||||||||
250,000 | Penton Media, Inc. - 2015 Term Loan, 4.750%, 10/03/19 | 250,469 | 0.2 | |||||||||||
551,578 | 0.4 | |||||||||||||
Retailers (Except Food & Drug): 1.7% | ||||||||||||||
247,348 | Academy, Ltd. - 2015 Term Loan B, 5.000%, 07/01/22 | 242,401 | 0.2 | |||||||||||
234,235 | Ascena Retail Group, Inc. - 2015 Term Loan B, 5.354%, 08/21/22 | 226,790 | 0.1 | |||||||||||
241,932 | BJ's Wholesale Club, Inc. - New 1st Lien Term Loan, 4.500%, 09/26/19 | 242,537 | 0.2 | |||||||||||
249,375 | FullBeauty Brands (F.K.A. OneStopPlus), 1st Lien TL, 5.750%, 10/14/22 | 236,906 | 0.2 | |||||||||||
150,000 | Harbor Freight Tools USA, Inc., TL-B, 4.104%, 08/15/23 | 151,018 | 0.1 | |||||||||||
250,000 | Hudson's Bay Company - 2015 Term Loan B, 4.750%, 09/30/22 | 251,562 | 0.2 | |||||||||||
150,000 | Leslies Poolmart, Inc., TL-B, 5.500%, 08/16/23 | 151,219 | 0.1 | |||||||||||
235,237 | Men's Wearhouse, Inc. (The) - Term Loan B, 4.500%, 06/18/21 | 234,208 | 0.2 | |||||||||||
248,750 | Petco Animal Supplies, Inc. - 2016 Term Loan B1, 5.000%, 01/26/23 | 251,376 | 0.2 | |||||||||||
249,369 | PetSmart, Inc., TL-B, 4.250%, 03/11/22 | 250,148 | 0.2 | |||||||||||
2,238,165 | 1.7 | |||||||||||||
Surface Transport: 0.4% | ||||||||||||||
208,609 | OSG Bulk Ships, Inc - OBS Term Loan, 5.250%, 08/05/19 | 209,000 | 0.2 | |||||||||||
248,750 | XPO Logistics, Term Loan B, 4.250%, 10/31/21 | 250,398 | 0.2 | |||||||||||
459,398 | 0.4 | |||||||||||||
Telecommunications: 0.8% | ||||||||||||||
245,301 | Asurion LLC - Term Loan B4, 5.000%, 08/04/22 | 246,719 | 0.2 | |||||||||||
248,120 | Communications Sales & Leasing, Inc. - Term Loan B, 5.000%, 10/24/22 | 249,268 | 0.2 | |||||||||||
247,455 | Consolidated Communications, Inc. - New Term Loan B, 4.250%, 12/23/20 | 248,538 | 0.2 | |||||||||||
249,375 | Windstream Corporation, Term Loan B-6, 5.854%, 03/29/21 | 250,388 | 0.2 | |||||||||||
994,913 | 0.8 |
See Accompanying Notes to Financial Statements
54 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
Utilities: 0.4% | ||||||||||||||
150,000 | Dayton Power and Light Company, Term Loan, 4.104%, 08/30/22 | 152,250 | 0.1 | |||||||||||
145,204 | Dynegy Inc., Term Loan C, 5.000%, 06/30/23 | 146,323 | 0.1 | |||||||||||
203,571 | Texas Competitive Electric Holdings Company LLC, Term Loan B, 5.000%, 10/31/17 | 205,098 | 0.2 | |||||||||||
46,429 | Texas Competitive Electric Holdings Company LLC, Term Loan C, 5.000%, 10/31/17 | 46,777 | 0.0 | |||||||||||
550,448 | 0.4 | |||||||||||||
Total Loans | ||||||||||||||
(Cost $30,933,165) | 31,453,299 | 24.3 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 8.6% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 4.6%## | ||||||||||||||
142,502 | ^^ | –%, due 05/15/36 | 123,403 | 0.1 | ||||||||||
3,216,117 | 1.424%, due 02/15/33 | 3,259,029 | 2.5 | |||||||||||
2,096,520 | ^ | 4.000%, due 05/15/39 | 248,208 | 0.2 | ||||||||||
488,448 | ^ | 4.276%, due 01/15/40 | 67,274 | 0.0 | ||||||||||
2,203,252 | ^ | 4.500%, due 07/15/41 | 338,183 | 0.3 | ||||||||||
2,405,098 | ^ | 5.000%, due 07/15/40 | 398,793 | 0.3 | ||||||||||
1,143,412 | ^ | 6.000%, due 03/01/33 | 243,585 | 0.2 | ||||||||||
670,342 | ^ | 6.000%, due 07/15/39 | 58,462 | 0.0 | ||||||||||
298,521 | ^ | 6.176%, due 05/15/35 | 15,802 | 0.0 | ||||||||||
778,411 | ^ | 6.500%, due 06/15/32 | 151,456 | 0.1 | ||||||||||
1,650,609 | ^ | 6.576%, due 05/15/36 | 332,805 | 0.3 | ||||||||||
491,041 | ^ | 6.926%, due 02/15/33 | 101,830 | 0.1 | ||||||||||
124,487 | ^ | 7.276%, due 05/15/30 | 28,687 | 0.0 | ||||||||||
385,402 | ^ | 7.576%, due 06/15/31 | 99,478 | 0.1 | ||||||||||
228,477 | ^ | 7.876%, due 12/15/31 | 60,500 | 0.0 | ||||||||||
58,493 | 8.000%, due 08/15/35 | 69,909 | 0.1 | |||||||||||
335,544 | ^ | 8.026%, due 11/15/30 | 73,004 | 0.1 | ||||||||||
39,294 | 16.411%, due 05/15/35 | 46,770 | 0.0 | |||||||||||
77,160 | 59.709%, due 12/15/35 | 246,710 | 0.2 | |||||||||||
5,963,888 | 4.6 | |||||||||||||
Federal National Mortgage Association: 2.5%## | ||||||||||||||
42,580,137 | ^ | 0.050%, due 06/25/42 | 83,167 | 0.1 | ||||||||||
1,504,628 | 1.095%, due 06/25/41 | 1,510,905 | 1.2 | |||||||||||
600,331 | ^ | 4.500%, due 10/25/41 | 70,338 | 0.1 | ||||||||||
14,273 | 5.500%, due 10/01/39 | 16,257 | 0.0 | |||||||||||
1,771,627 | ^ | 5.675%, due 04/25/33 | 261,217 | 0.2 | ||||||||||
176,760 | ^ | 5.975%, due 09/25/34 | 35,020 | 0.0 | ||||||||||
948,480 | ^ | 5.975%, due 06/25/38 | 52,549 | 0.0 | ||||||||||
4,137,936 | ^ | 6.000%, due 12/25/38 | 428,024 | 0.3 | ||||||||||
633,458 | ^ | 6.000%, due 08/25/42 | 127,233 | 0.1 | ||||||||||
1,002,707 | ^ | 6.025%, due 04/25/39 | 211,021 | 0.2 | ||||||||||
509,308 | ^ | 6.075%, due 03/25/32 | 94,726 | 0.1 | ||||||||||
1,553,940 | ^ | 6.075%, due 06/25/35 | 261,595 | 0.2 | ||||||||||
239,654 | ^ | 6.525%, due 08/25/34 | 51,352 | 0.0 | ||||||||||
286,537 | ^ | 7.975%, due 08/25/30 | 68,320 | 0.0 | ||||||||||
3,271,724 | 2.5 | |||||||||||||
Government National Mortgage Association: 1.5% | ||||||||||||||
10,868,777 | ^ | 0.200%, due 07/20/34 | 92,889 | 0.1 | ||||||||||
4,794,851 | ^ | 0.650%, due 11/20/37 | 105,862 | 0.1 | ||||||||||
101,910 | ^ | 3.500%, due 10/20/41 | 12,465 | 0.0 | ||||||||||
127,620 | ^ | 4.000%, due 04/20/40 | 1,290 | 0.0 | ||||||||||
510,454 | ^ | 4.000%, due 08/20/44 | 93,220 | 0.1 |
1,526,608 | ^ | 4.000%, due 10/20/44 | 275,323 | 0.2 | ||||||||||
658,550 | ^ | 4.500%, due 01/16/43 | 126,161 | 0.1 | ||||||||||
366,300 | ^ | 5.000%, due 04/20/39 | 8,037 | 0.0 | ||||||||||
327,657 | ^ | 5.568%, due 09/20/43 | 54,663 | 0.0 | ||||||||||
449,067 | ^ | 5.618%, due 07/20/43 | 74,528 | 0.1 | ||||||||||
975,889 | ^ | 5.870%, due 05/16/38 | 203,498 | 0.1 | ||||||||||
1,751,616 | ^ | 5.870%, due 01/16/40 | 354,864 | 0.3 | ||||||||||
1,995,782 | ^ | 5.950%, due 12/16/39 | 361,496 | 0.3 | ||||||||||
690,517 | ^ | 6.068%, due 01/20/40 | 94,765 | 0.1 | ||||||||||
1,859,061 | 1.5 | |||||||||||||
Total U.S. Government Agency Obligations | ||||||||||||||
(Cost $10,580,049) | 11,094,673 | 8.6 | ||||||||||||
ASSET-BACKED SECURITIES: 7.8% | ||||||||||||||
Home Equity Asset-Backed Securities: 0.4% | ||||||||||||||
767,563 | GSAA Home Equity Trust 2006-3, 0.825%, 03/25/36 | 512,906 | 0.4 | |||||||||||
Other Asset-Backed Securities: 7.4% | ||||||||||||||
140,000 | # | American Homes 4 Rent 2015-SFR2 Trust Class C, 4.691%, 10/17/45 | 155,383 | 0.1 | ||||||||||
1,000,000 | # | Carlyle High Yield Partners IX Ltd., 2.445%, 08/01/21 | 991,635 | 0.7 | ||||||||||
500,000 | # | CIFC Funding 2007-I Ltd., 2.307%, 05/10/21 | 487,504 | 0.4 | ||||||||||
675,290 | # | CIFC Funding 2007-I Ltd., 4.707%, 05/10/21 | 670,028 | 0.5 | ||||||||||
500,000 | # | Cornerstone CLO Ltd. 2007-1A B, 1.630%, 07/15/21 | 495,356 | 0.4 | ||||||||||
1,785,506 | CSAB Mortgage-Backed Trust 2007-1 1A3A, 5.858%, 05/25/37 | 835,082 | 0.6 | |||||||||||
1,000,000 | # | Dryden XXV Senior Loan Fund 2012-25A D, 4.680%, 01/15/25 | 999,983 | 0.8 | ||||||||||
500,000 | # | Emerson Park CLO Ltd. 2013-1A D, 4.430%, 07/15/25 | 489,196 | 0.4 | ||||||||||
500,000 | # | Halcyon Loan Investors CLO II, Inc. 2007-2A C, 2.115%, 04/24/21 | 486,765 | 0.4 | ||||||||||
100,000 | # | Invitation Homes Trust 2014-SFR2 E, 3.677%, 06/17/32 | 99,720 | 0.1 | ||||||||||
1,000,000 | # | LCM XIII L.P. 13A D, 4.488%, 01/19/23 | 999,989 | 0.8 | ||||||||||
235,583 | # | OHA Park Avenue CLO I Ltd., 2.176%, 03/14/22 | 229,595 | 0.2 | ||||||||||
1,000,000 | # | OHA Loan Funding Ltd. 2013-1A D, 4.315%, 07/23/25 | 994,487 | 0.8 | ||||||||||
400,000 | # | Progress Residential 2015-SFR2 Trust E, 4.427%, 06/12/32 | 399,252 | 0.3 | ||||||||||
500,000 | # | Shasta CLO Ltd. 2007-1A BSL, 4.246%, 04/20/21 | 497,004 | 0.4 |
See Accompanying Notes to Financial Statements
55 |
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2016 (Unaudited) (continued) |
750,000 | # | Telos CLO 2007-2A D Ltd., 2.880%, 04/15/22 | 733,886 | 0.5 | ||||||||||
9,564,865 | 7.4 | |||||||||||||
Total Asset-Backed Securities | ||||||||||||||
(Cost $10,170,686) | 10,077,771 | 7.8 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $108,111,662) | 109,753,669 | 84.9 | ||||||||||||
SHORT-TERM INVESTMENTS: 14.5% | ||||||||||||||
U.S. Treasury Bills: 3.9% | ||||||||||||||
5,000,000 | United States Treasury Bill, 12/29/16 | |||||||||||||
(Cost $4,996,631) | 4,996,690 | 3.9 | ||||||||||||
Securities Lending Collateralcc: 0.3% | ||||||||||||||
20,620 | Cantor Fitzgerald, Repurchase Agreement dated 09/30/16, 0.54%, due 10/03/16 (Repurchase Amount $20,621, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $21,032, due 11/01/16-07/20/66) | 20,620 | 0.0 | |||||||||||
362,000 | State of Wisconsin Investment Board, Repurchase Agreement dated 09/30/16, 0.60%, due 10/03/16 (Repurchase Amount $362,018, collateralized by various U.S. Government Securities, 0.125%-3.375%, Market Value plus accrued interest $369,257, due 04/15/18-09/09/49) | 362,000 | 0.3 | |||||||||||
382,620 | 0.3 | |||||||||||||
U.S. Treasury Notes: 0.0% | ||||||||||||||
20,000 | United States Treasury Note, 0.625%, 06/30/17 | |||||||||||||
(Cost $19,969) | 20,004 | 0.0 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 10.3% | ||||||||||||||
12,266,000 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.340%†† | 12,266,000 | 9.5 |
1,090,564 | Goldman Sachs Financial Square Money Market Fund- Institutional Shares, 0.440%†† | 1,090,564 | 0.8 | |||||||||||
Total Mutual Funds | ||||||||||||||
(Cost $13,356,564) | 13,356,564 | 10.3 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $18,755,785) | 18,755,878 | 14.5 | ||||||||||||
Total Investments in Securities (Cost $126,867,446) | $ | 128,509,547 | 99.4 | |||||||||||
Assets in Excess of Other Liabilities | 830,265 | 0.6 | ||||||||||||
Net Assets | $ | 129,339,812 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of September 30, 2016. |
# | 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, 2016. |
^ | 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 $126,918,720. | |
Net unrealized appreciation consists of: |
Gross Unrealized Appreciation | $ | 2,343,657 | ||
Gross Unrealized Depreciation | (752,830 | ) | ||
Net Unrealized Appreciation | $ | 1,590,827 |
See Accompanying Notes to Financial Statements
56 |
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.
Not applicable.
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 is 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 6, 2016
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 6, 2016
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer |
Date: December 6, 2016