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: 811-05629
Voya Investors 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) |
CT Corporation System, 101 Federal Street, Boston, MA 02110
(Name and address of agent for service)
Registrant’s telephone number, including area code: 1-800-366-0066
Date of fiscal year end: December 31
Date of reporting period: January 1, 2017 to June 30, 2017
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):
This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. |
INVESTMENT MANAGEMENT | |
voyainvestments.com |
President’s Letter | 1 | |||||
Market Perspective | 2 | |||||
Shareholder Expense Examples | 4 | |||||
Statements of Assets and Liabilities | 6 | |||||
Statements of Operations | 12 | |||||
Statements of Changes in Net Assets | 15 | |||||
Financial Highlights | 20 | |||||
Notes to Financial Statements | 26 | |||||
Summary Portfolios of Investments (“Portfolio of Investments”) | 45 | |||||
Shareholder Meeting Information | 86 | |||||
Advisory and Sub-Advisory Contract Approval Discussion | 87 |
PROXY VOTING INFORMATION
A description of the policies and procedures that the Portfolios use 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 Portfolios’ 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 Portfolios voted proxies related to portfolio securities during the most recent 12-month period ended June 30 is available without charge on the Portfolios’ website at www.voyainvestments.com and on the SEC’s website at www.sec.gov.
QUARTERLY PORTFOLIO HOLDINGS
The Portfolios file their complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. This report contains a summary portfolio of investments for certain Portfolios. The Portfolios’ Forms N-Q are available on the SEC’s website at www.sec.gov. The Portfolios’ Forms N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC, and information on the operation of the Public Reference Room may be obtained by calling (800) SEC-0330. The Portfolios’ Forms N-Q, as well as a complete portfolio of investments, are available without charge upon request from the Portfolios by calling Shareholder Services toll-free at (800) 992-0180.
Guiding through the Headlines
President and Chief Executive Officer
Voya Family of Funds
July 31, 2017
Index | Description | |
---|---|---|
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. 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. |
Actual Portfolio Return | Hypothetical (5% return before expenses) | |||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value January 1, 2017 | Ending Account Value June 30, 2017 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2017* | Beginning Account Value January 1, 2017 | Ending Account Value June 30, 2017 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2017* | |||||||||||||||||||||||||||
Voya Government Liquid Assets Portfolio | ||||||||||||||||||||||||||||||||||
Class I | $ | 1,000.00 | $ | 1,002.40 | 0.29 | % | $ | 1.44 | $ | 1,000.00 | $ | 1,023.36 | 0.29 | % | $ | 1.45 | ||||||||||||||||||
Class S | 1,000.00 | 1,001.10 | 0.54 | 2.68 | 1,000.00 | 1,022.12 | 0.54 | 2.71 | ||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,000.60 | 0.65 | 3.22 | 1,000.00 | 1,021.57 | 0.65 | 3.26 | ||||||||||||||||||||||||||
VY® Clarion Global Real Estate Portfolio | ||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,040.30 | 1.49 | % | $ | 7.54 | $ | 1,000.00 | $ | 1,017.41 | 1.49 | % | $ | 7.45 | ||||||||||||||||||
Class I | 1,000.00 | 1,042.70 | 0.89 | 4.51 | 1,000.00 | 1,020.38 | 0.89 | 4.46 | ||||||||||||||||||||||||||
Class S | 1,000.00 | 1,042.00 | 1.14 | 5.77 | 1,000.00 | 1,019.14 | 1.14 | 5.71 | ||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,041.80 | 1.29 | 6.53 | 1,000.00 | 1,018.40 | 1.29 | 6.46 | ||||||||||||||||||||||||||
VY® FMR® Diversified Mid Cap Portfolio | ||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,085.20 | 1.25 | % | $ | 6.46 | $ | 1,000.00 | $ | 1,018.60 | 1.25 | % | $ | 6.26 | ||||||||||||||||||
Class I | 1,000.00 | 1,088.70 | 0.65 | 3.37 | �� | 1,000.00 | 1,021.57 | 0.65 | 3.26 | |||||||||||||||||||||||||
Class S | 1,000.00 | 1,087.10 | 0.90 | 4.66 | 1,000.00 | 1,020.33 | 0.90 | 4.51 | ||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,086.70 | 1.05 | 5.43 | 1,000.00 | 1,019.59 | 1.05 | 5.26 |
Actual Portfolio Return | Hypothetical (5% return before expenses) | |||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value January 1, 2017 | Ending Account Value June 30, 2017 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2017* | Beginning Account Value January 1, 2017 | Ending Account Value June 30, 2017 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2017* | |||||||||||||||||||||||||||
VY® Invesco Growth and Income Portfolio | ||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,042.20 | 1.24 | % | $ | 6.28 | $ | 1,000.00 | $ | 1,018.65 | 1.24 | % | $ | 6.21 | ||||||||||||||||||
Class I | 1,000.00 | 1,045.60 | 0.64 | 3.25 | 1,000.00 | 1,021.62 | 0.64 | 3.21 | ||||||||||||||||||||||||||
Class S | 1,000.00 | 1,044.20 | 0.89 | 4.51 | 1,000.00 | 1,020.38 | 0.89 | 4.46 | ||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,043.40 | 1.04 | 5.27 | 1,000.00 | 1,019.64 | 1.04 | 5.21 | ||||||||||||||||||||||||||
VY® JPMorgan Emerging Markets Equity Portfolio | ||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,223.10 | 1.86 | % | $ | 10.25 | $ | 1,000.00 | $ | 1,015.57 | 1.86 | % | $ | 9.30 | ||||||||||||||||||
Class I | 1,000.00 | 1,227.20 | 1.26 | 6.96 | 1,000.00 | 1,018.55 | 1.26 | 6.31 | ||||||||||||||||||||||||||
Class S | 1,000.00 | 1,226.40 | 1.51 | 8.34 | 1,000.00 | 1,017.31 | 1.51 | 7.55 | ||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,224.80 | 1.66 | 9.16 | 1,000.00 | 1,016.56 | 1.66 | 8.30 | ||||||||||||||||||||||||||
VY® Morgan Stanley Global Franchise Portfolio | ||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,163.20 | 1.55 | % | $ | 8.31 | $ | 1,000.00 | $ | 1,017.11 | 1.55 | % | $ | 7.75 | ||||||||||||||||||
Class R6 | 1,000.00 | 1,166.10 | 0.95 | 5.10 | 1,000.00 | 1,020.08 | 0.95 | 4.76 | ||||||||||||||||||||||||||
Class S | 1,000.00 | 1,165.40 | 1.20 | 6.44 | 1,000.00 | 1,018.84 | 1.20 | 6.01 | ||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,164.00 | 1.35 | 7.24 | 1,000.00 | 1,018.10 | 1.35 | 6.76 | ||||||||||||||||||||||||||
VY® T. Rowe Price Capital Appreciation Portfolio | ||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,088.80 | 1.24 | % | $ | 6.42 | $ | 1,000.00 | $ | 1,018.65 | 1.24 | % | $ | 6.21 | ||||||||||||||||||
Class I | 1,000.00 | 1,091.80 | 0.64 | 3.32 | 1,000.00 | 1,021.62 | 0.64 | 3.21 | ||||||||||||||||||||||||||
Class R6 | 1,000.00 | 1,092.20 | 0.64 | 3.32 | 1,000.00 | 1,021.62 | 0.64 | 3.21 | ||||||||||||||||||||||||||
Class S | 1,000.00 | 1,090.60 | 0.89 | 4.61 | 1,000.00 | 1,020.38 | 0.89 | 4.46 | ||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,090.00 | 1.04 | 5.39 | 1,000.00 | 1,019.64 | 1.04 | 5.21 | ||||||||||||||||||||||||||
VY® T. Rowe Price Equity Income Portfolio | ||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,054.30 | 1.24 | % | $ | 6.32 | $ | 1,000.00 | $ | 1,018.65 | 1.24 | % | $ | 6.21 | ||||||||||||||||||
Class I | 1,000.00 | 1,057.00 | 0.64 | 3.26 | 1,000.00 | 1,021.62 | 0.64 | 3.21 | ||||||||||||||||||||||||||
Class S | 1,000.00 | 1,055.50 | 0.89 | 4.54 | 1,000.00 | 1,020.38 | 0.89 | 4.46 | ||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,055.50 | 1.04 | 5.30 | 1,000.00 | 1,019.64 | 1.04 | 5.21 | ||||||||||||||||||||||||||
VY® T. Rowe Price International Stock Portfolio | ||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,176.70 | 1.38 | % | $ | 7.45 | $ | 1,000.00 | $ | 1,017.95 | 1.38 | % | $ | 6.90 | ||||||||||||||||||
Class I | 1,000.00 | 1,180.20 | 0.78 | 4.22 | 1,000.00 | 1,020.93 | 0.78 | 3.91 | ||||||||||||||||||||||||||
Class S | 1,000.00 | 1,178.50 | 1.03 | 5.56 | 1,000.00 | 1,019.69 | 1.03 | 5.16 |
* | Expenses are equal to each Portfolio’s respective annualized expense ratios multiplied by the average account value over the period, multiplied by 181/365 to reflect the most recent fiscal half-year. |
Voya Government Liquid Assets Portfolio | VY® Clarion Global Real Estate Portfolio | VY® FMR® Diversified Mid Cap Portfolio | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSETS: | |||||||||||||||
Investments in securities at fair value+* | $ | — | $ | 320,293,315 | $ | 845,072,641 | |||||||||
Short-term investments at fair value** | — | 4,465,817 | 9,557,382 | ||||||||||||
Total investments at fair value | $ | — | $ | 324,759,132 | $ | 854,630,023 | |||||||||
Short-term investments at amortized cost | 712,922,021 | — | — | ||||||||||||
Cash | 5,090 | — | — | ||||||||||||
Foreign currencies at value*** | — | 4,070 | 18,199 | ||||||||||||
Receivables: | |||||||||||||||
Investment securities sold | 217,051,614 | 5,019,269 | — | ||||||||||||
Fund shares sold | 1,221,403 | 754,677 | 40,532 | ||||||||||||
Dividends | 1,602 | 1,335,640 | 742,361 | ||||||||||||
Interest | 178,543 | — | — | ||||||||||||
Foreign tax reclaims | — | 46,836 | 2,941 | ||||||||||||
Unrealized appreciation on forward foreign currency contracts | — | 76 | — | ||||||||||||
Prepaid expenses | — | 1,564 | — | ||||||||||||
Reimbursement due from manager | — | 17,849 | 31,975 | ||||||||||||
Other assets | 42,871 | 12,755 | 38,903 | ||||||||||||
Total assets | 931,423,144 | 331,951,868 | 855,504,934 | ||||||||||||
LIABILITIES: | |||||||||||||||
Payable for investment securities purchased | 77,149,640 | 5,011,952 | — | ||||||||||||
Payable for fund shares redeemed | 319,566 | 24,219 | 1,160,857 | ||||||||||||
Payable upon receipt of securities loaned | — | 2,863,504 | 5,029,037 | ||||||||||||
Unrealized depreciation on forward foreign currency contracts | — | 202 | — | ||||||||||||
Payable for unified fees | 198,060 | — | 454,185 | ||||||||||||
Payable for investment management fees | — | 241,468 | — | ||||||||||||
Payable for distribution and shareholder service fees | 213,228 | 37,253 | 172,536 | ||||||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 42,871 | 12,755 | 38,903 | ||||||||||||
Payable for trustee fees | 23,627 | 1,647 | — | ||||||||||||
Other accrued expenses and liabilities | — | 93,019 | 105,954 | ||||||||||||
Total liabilities | 77,946,992 | 8,286,019 | 6,961,472 | ||||||||||||
NET ASSETS | $ | 853,476,152 | $ | 323,665,849 | $ | 848,543,462 | |||||||||
NET ASSETS WERE COMPRISED OF: | |||||||||||||||
Paid-in capital | $ | 853,528,873 | $ | 394,458,598 | $ | 650,962,742 | |||||||||
Undistributed (distributions in excess of) net investment income or accumulated net investment loss | (29,732 | ) | 15,109,937 | 2,020,105 | |||||||||||
Accumulated net realized gain (loss) | (22,989 | ) | (156,442,651 | ) | 69,275,060 | ||||||||||
Net unrealized appreciation | — | 70,539,965 | 126,285,555 | ||||||||||||
NET ASSETS | $ | 853,476,152 | $ | 323,665,849 | $ | 848,543,462 | |||||||||
+ | Including securities loaned at value | $ | — | $ | 2,725,605 | $ | 4,909,088 | ||||||||
* | Cost of investments in securities | $ | — | $ | 249,753,405 | $ | 718,787,630 | ||||||||
** | Cost of short-term investments | $ | — | $ | 4,465,817 | $ | 9,557,382 | ||||||||
*** | Cost of foreign currencies | $ | — | $ | 4,070 | $ | 18,162 |
Voya Government Liquid Assets Portfolio | VY® Clarion Global Real Estate Portfolio | VY® FMR® Diversified Mid Cap Portfolio | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Class ADV | ||||||||||||||
Net assets | n/a | $ | 23,953,606 | $ | 33,452,899 | |||||||||
Shares authorized | n/a | unlimited | unlimited | |||||||||||
Par value | n/a | $ | 0.001 | $ | 0.001 | |||||||||
Shares outstanding | n/a | 2,017,561 | 2,067,112 | |||||||||||
Net asset value and redemption price per share | n/a | $ | 11.87 | $ | 16.18 | |||||||||
Class I | ||||||||||||||
Net assets | $ | 51,806,190 | $ | 180,722,447 | $ | 99,807,982 | ||||||||
Shares authorized | unlimited | unlimited | unlimited | |||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||
Shares outstanding | 51,802,668 | 14,785,013 | 5,890,773 | |||||||||||
Net asset value and redemption price per share | $ | 1.00 | $ | 12.22 | $ | 16.94 | ||||||||
Class S | ||||||||||||||
Net assets | $ | 419,985,828 | $ | 117,896,212 | $ | 654,975,539 | ||||||||
Shares authorized | unlimited | unlimited | unlimited | |||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||
Shares outstanding | 419,957,233 | 9,705,258 | 39,143,583 | |||||||||||
Net asset value and redemption price per share | $ | 1.00 | $ | 12.15 | $ | 16.73 | ||||||||
Class S2 | ||||||||||||||
Net assets | $ | 381,684,134 | $ | 1,093,584 | $ | 60,307,042 | ||||||||
Shares authorized | unlimited | unlimited | unlimited | |||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||
Shares outstanding | 381,658,296 | 89,504 | 3,645,776 | |||||||||||
Net asset value and redemption price per share | $ | 1.00 | $ | 12.22 | $ | 16.54 |
VY® Invesco Growth and Income Portfolio | VY® JPMorgan Emerging Markets Equity Portfolio | VY® Morgan Stanley Global Franchise Portfolio | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSETS: | ||||||||||||||||
Investments in securities at fair value+* | $ | 546,760,403 | $ | 550,596,421 | $ | 429,035,849 | ||||||||||
Short-term investments at fair value** | 14,988,182 | 17,269,186 | 21,687,564 | |||||||||||||
Total investments at fair value | $ | 561,748,585 | $ | 567,865,607 | $ | 450,723,413 | ||||||||||
Cash | — | 270,128 | — | |||||||||||||
Foreign currencies at value*** | 396,869 | 1,086,788 | — | |||||||||||||
Receivables: | ||||||||||||||||
Investment securities sold | 1,485,563 | 2,453,410 | 3,374,575 | |||||||||||||
Fund shares sold | 727,287 | 148,265 | — | |||||||||||||
Dividends | 948,754 | 1,044,783 | 950,434 | |||||||||||||
Foreign tax reclaims | 201,226 | 15,836 | 772,109 | |||||||||||||
Other assets | 24,215 | 26,751 | 14,489 | |||||||||||||
Total assets | 565,532,499 | 572,911,568 | 455,835,020 | |||||||||||||
LIABILITIES: | ||||||||||||||||
Payable for investment securities purchased | 906,349 | 6,347,821 | 3,448,297 | |||||||||||||
Payable for fund shares redeemed | 67,107 | 2,921,474 | 1,378,878 | |||||||||||||
Payable upon receipt of securities loaned | — | 8,560,646 | 14,056,412 | |||||||||||||
Unrealized depreciation on forward foreign currency contracts | 249,437 | — | — | |||||||||||||
Payable for unified fees | 294,621 | 569,453 | 347,936 | |||||||||||||
Payable for distribution and shareholder service fees | 119,821 | 115,076 | 119,614 | |||||||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 24,215 | 26,751 | 14,489 | |||||||||||||
Other accrued expenses and liabilities | 65,687 | 1,202,244 | — | |||||||||||||
Total liabilities | 1,727,237 | 19,743,465 | 19,365,626 | |||||||||||||
NET ASSETS | $ | 563,805,262 | $ | 553,168,103 | $ | 436,469,394 | ||||||||||
NET ASSETS WERE COMPRISED OF: | ||||||||||||||||
Paid-in capital | $ | 362,638,107 | $ | 444,597,636 | $ | 279,619,921 | ||||||||||
Undistributed net investment income | 14,423,377 | 3,990,722 | 7,132,986 | |||||||||||||
Accumulated net realized gain (loss) | 54,270,998 | (29,529,064 | ) | 47,070,521 | ||||||||||||
Net unrealized appreciation | 132,472,780 | 134,108,809 | 102,645,966 | |||||||||||||
NET ASSETS | $ | 563,805,262 | $ | 553,168,103 | $ | 436,469,394 | ||||||||||
+ | Including securities loaned at value | $ | — | $ | 8,302,718 | $ | 13,380,314 | |||||||||
* | Cost of investments in securities | $ | 414,040,249 | $ | 416,480,425 | $ | 326,376,251 | |||||||||
** | Cost of short-term investments | $ | 14,988,182 | $ | 17,269,186 | $ | 21,687,564 | |||||||||
*** | Cost of foreign currencies | $ | 396,870 | $ | 1,089,964 | $ | — |
VY® Invesco Growth and Income Portfolio | VY® JPMorgan Emerging Markets Equity Portfolio | VY® Morgan Stanley Global Franchise Portfolio | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Class ADV | ||||||||||||||
Net assets | $ | 20,420,317 | $ | 46,161,989 | $ | 77,713,077 | ||||||||
Shares authorized | unlimited | unlimited | unlimited | |||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||
Shares outstanding | 737,955 | 2,615,152 | 4,581,305 | |||||||||||
Net asset value and redemption price per share | $ | 27.67 | $ | 17.65 | $ | 16.96 | ||||||||
Class I | ||||||||||||||
Net assets | $ | 30,214,547 | $ | 68,936,309 | n/a | |||||||||
Shares authorized | unlimited | unlimited | n/a | |||||||||||
Par value | $ | 0.001 | $ | 0.001 | n/a | |||||||||
Shares outstanding | 1,079,595 | 3,719,560 | n/a | |||||||||||
Net asset value and redemption price per share | $ | 27.99 | $ | 18.53 | n/a | |||||||||
Class R6 | ||||||||||||||
Net assets | n/a | n/a | $ | 49,458 | ||||||||||
Shares authorized | n/a | n/a | unlimited | |||||||||||
Par value | n/a | n/a | $ | 0.001 | ||||||||||
Shares outstanding | n/a | n/a | 2,762 | |||||||||||
Net asset value and redemption price per share | n/a | n/a | $ | 17.90 | ||||||||||
Class S | ||||||||||||||
Net assets | $ | 476,871,447 | $ | 422,260,622 | $ | 310,887,942 | ||||||||
Shares authorized | unlimited | unlimited | unlimited | |||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||
Shares outstanding | 16,950,913 | 22,930,077 | 17,372,276 | |||||||||||
Net asset value and redemption price per share | $ | 28.13 | $ | 18.42 | $ | 17.90 | ||||||||
Class S2 | ||||||||||||||
Net assets | $ | 36,298,951 | $ | 15,809,183 | $ | 47,818,917 | ||||||||
Shares authorized | unlimited | unlimited | unlimited | |||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||
Shares outstanding | 1,301,670 | 868,690 | 2,695,160 | |||||||||||
Net asset value and redemption price per share | $ | 27.89 | $ | 18.20 | $ | 17.74 |
VY® T. Rowe Price Capital Appreciation Portfolio | VY® T. Rowe Price Equity Income Portfolio | VY® T. Rowe Price International Stock Portfolio | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSETS: | ||||||||||||||||
Investments in securities at fair value+* | $ | 5,314,653,418 | $ | 973,471,604 | $ | 238,768,680 | ||||||||||
Short-term investments at fair value** | 1,023,032,651 | 25,450,505 | 2,263,017 | |||||||||||||
Total investments at fair value | $ | 6,337,686,069 | $ | 998,922,109 | $ | 241,031,697 | ||||||||||
Cash | 21,476,433 | 2,943,548 | 1,192,475 | |||||||||||||
Foreign currencies at value*** | — | — | 421,396 | |||||||||||||
Receivables: | ||||||||||||||||
Investment securities sold | 36,538,677 | 1,525,663 | 504,726 | |||||||||||||
Fund shares sold | 1,339,699 | 198,304 | 2,116,750 | |||||||||||||
Dividends | 6,169,942 | 1,540,460 | 513,517 | |||||||||||||
Interest | 15,300,520 | 41,137 | — | |||||||||||||
Foreign tax reclaims | 266,700 | 26,225 | 377,038 | |||||||||||||
Unrealized appreciation on forward foreign currency contracts | — | — | 38,541 | |||||||||||||
Prepaid expenses | — | — | 1,048 | |||||||||||||
Other assets | 165,015 | 47,902 | 11,299 | |||||||||||||
Total assets | 6,418,943,055 | 1,005,245,348 | 246,208,487 | |||||||||||||
LIABILITIES: | ||||||||||||||||
Payable for investment securities purchased | 46,195,954 | 2,018,290 | 674,677 | |||||||||||||
Payable for fund shares redeemed | 3,228,331 | 4,643,929 | 237,342 | |||||||||||||
Payable upon receipt of securities loaned | 14,049,077 | 10,149,811 | 1,071,845 | |||||||||||||
Unrealized depreciation on unfunded corporate loans | 34,275 | — | — | |||||||||||||
Unrealized depreciation on forward foreign currency contracts | — | — | 26,146 | |||||||||||||
Payable for unified fees | 3,321,428 | 520,211 | — | |||||||||||||
Payable for investment management fees | — | — | 128,193 | |||||||||||||
Payable for distribution and shareholder service fees | 1,330,396 | 213,044 | 46,359 | |||||||||||||
Payable to custodian due to foreign currency overdraft**** | 107 | — | — | |||||||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 165,015 | 47,902 | 11,299 | |||||||||||||
Payable for trustee fees | — | — | 1,130 | |||||||||||||
Other accrued expenses and liabilities | — | — | 131,114 | |||||||||||||
Written options, at fair valueˆ | 31,774,114 | — | — | |||||||||||||
Total liabilities | 100,098,697 | 17,593,187 | 2,328,105 | |||||||||||||
NET ASSETS | $ | 6,318,844,358 | $ | 987,652,161 | $ | 243,880,382 | ||||||||||
NET ASSETS WERE COMPRISED OF: | ||||||||||||||||
Paid-in capital | $ | 5,017,418,149 | $ | 617,672,449 | $ | 284,459,030 | ||||||||||
Undistributed net investment income | 54,862,156 | 13,283,913 | 4,750,339 | |||||||||||||
Accumulated net realized gain (loss) | 495,274,965 | 133,475,344 | (81,794,440 | ) | ||||||||||||
Net unrealized appreciation | 751,289,088 | 223,220,455 | 36,465,453 | |||||||||||||
NET ASSETS | $ | 6,318,844,358 | $ | 987,652,161 | $ | 243,880,382 | ||||||||||
+ | Including securities loaned at value | $ | 13,709,166 | $ | 9,919,519 | $ | 1,044,233 | |||||||||
* | Cost of investments in securities | $ | 4,549,416,997 | $ | 750,252,513 | $ | 202,320,802 | |||||||||
** | Cost of short-term investments | $ | 1,022,341,078 | $ | 25,450,505 | $ | 2,263,017 | |||||||||
*** | Cost of foreign currencies | $ | — | $ | — | $ | 421,825 | |||||||||
**** | Cost of foreign currency overdraft | $ | 106 | $ | — | $ | — | |||||||||
ˆ | Premiums received on written options | $ | 17,182,441 | $ | — | $ | — |
VY® T. Rowe Price Capital Appreciation Portfolio | VY® T. Rowe Price Equity Income Portfolio | VY® T. Rowe Price International Stock Portfolio | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Class ADV | ||||||||||||||
Net assets | $ | 886,141,152 | $ | 50,667,581 | $ | 18,056,849 | ||||||||
Shares authorized | unlimited | unlimited | unlimited | |||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||
Shares outstanding | 33,169,220 | 3,526,167 | 1,199,877 | |||||||||||
Net asset value and redemption price per share | $ | 26.72 | $ | 14.37 | $ | 15.05 | ||||||||
Class I | ||||||||||||||
Net assets | $ | 1,136,080,574 | $ | 94,747,936 | $ | 43,371,489 | ||||||||
Shares authorized | unlimited | unlimited | unlimited | |||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||
Shares outstanding | 40,819,025 | 6,473,715 | 2,866,227 | |||||||||||
Net asset value and redemption price per share | $ | 27.83 | $ | 14.64 | $ | 15.13 | ||||||||
Class R6 | ||||||||||||||
Net assets | $ | 35,909,936 | n/a | n/a | ||||||||||
Shares authorized | unlimited | n/a | n/a | |||||||||||
Par value | $ | 0.001 | n/a | n/a | ||||||||||
Shares outstanding | 1,289,659 | n/a | n/a | |||||||||||
Net asset value and redemption price per share | $ | 27.84 | n/a | n/a | ||||||||||
Class S | ||||||||||||||
Net assets | $ | 4,177,480,227 | $ | 730,705,746 | $ | 182,452,044 | ||||||||
Shares authorized | unlimited | unlimited | unlimited | |||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||
Shares outstanding | 150,219,622 | 49,901,608 | 12,120,457 | |||||||||||
Net asset value and redemption price per share | $ | 27.81 | $ | 14.64 | $ | 15.05 | ||||||||
Class S2 | ||||||||||||||
Net assets | $ | 83,232,469 | $ | 111,530,898 | n/a | |||||||||
Shares authorized | unlimited | unlimited | n/a | |||||||||||
Par value | $ | 0.001 | $ | 0.001 | n/a | |||||||||
Shares outstanding | 3,015,098 | 7,715,447 | n/a | |||||||||||
Net asset value and redemption price per share | $ | 27.61 | $ | 14.46 | n/a |
Voya Government Liquid Assets Portfolio | VY® Clarion Global Real Estate Portfolio | VY® FMR® Diversified Mid Cap Portfolio | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
INVESTMENT INCOME: | ||||||||||||||||
Dividends, net of foreign taxes withheld* | $ | 23,321 | $ | 5,294,948 | $ | 5,799,236 | ||||||||||
Interest | 3,326,028 | — | 2,243 | |||||||||||||
Securities lending income, net | — | 27,774 | 81,401 | |||||||||||||
Other | 4,463 | — | — | |||||||||||||
Total investment income | 3,353,812 | 5,322,722 | 5,882,880 | |||||||||||||
EXPENSES: | ||||||||||||||||
Investment management fees | — | 1,460,156 | — | |||||||||||||
Unified fees | 1,262,888 | — | 2,753,112 | |||||||||||||
Distribution and shareholder service fees: | ||||||||||||||||
Class ADV | — | 77,301 | 106,328 | |||||||||||||
Class S | 563,017 | 149,907 | 822,551 | |||||||||||||
Class S2 | 788,556 | 2,210 | 120,577 | |||||||||||||
Transfer agent fees | — | 323 | — | |||||||||||||
Shareholder reporting expense | — | 28,660 | — | |||||||||||||
Professional fees | — | 9,593 | — | |||||||||||||
Custody and accounting expense | — | 57,377 | — | |||||||||||||
Trustee fees and expenses | 33,124 | 4,941 | 28,253 | |||||||||||||
Proxy and solicitation costs (Note 6) | — | — | 191,900 | |||||||||||||
Miscellaneous expense | — | 14,445 | — | |||||||||||||
Interest expense | 420 | — | 628 | |||||||||||||
Total expenses | 2,648,005 | 1,804,913 | 4,023,349 | |||||||||||||
Waived and reimbursed fees | (79,843 | ) | (121,907 | ) | (191,900 | ) | ||||||||||
Brokerage commission recapture | — | (2,480 | ) | — | ||||||||||||
Net expenses | 2,568,162 | 1,680,526 | 3,831,449 | |||||||||||||
Net investment income | 785,650 | 3,642,196 | 2,051,431 | |||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||||||||||
Net realized gain (loss) on: | ||||||||||||||||
Investments | 39,290 | 12,733,416 | 36,978,905 | |||||||||||||
Foreign currency related transactions | — | (24,884 | ) | 33,378 | ||||||||||||
Net realized gain | 39,290 | 12,708,532 | 37,012,283 | |||||||||||||
Net change in unrealized appreciation (depreciation) on: | ||||||||||||||||
Investments (net of Indian capital gains tax accrued#) | — | (2,626,890 | ) | 32,894,774 | ||||||||||||
Foreign currency related transactions | — | 11,771 | 559 | |||||||||||||
Net change in unrealized appreciation (depreciation) | — | (2,615,119 | ) | 32,895,333 | ||||||||||||
Net realized and unrealized gain | 39,290 | 10,093,413 | 69,907,616 | |||||||||||||
Increase in net assets resulting from operations | $ | 824,940 | $ | 13,735,609 | $ | 71,959,047 | ||||||||||
* | Foreign taxes withheld | $ | — | $ | 271,090 | $ | 45,909 | |||||||||
# | Foreign taxes accrued on Indian investments | $ | — | $ | — | $ | 18,938 |
VY® Invesco Growth and Income Portfolio | VY® JPMorgan Emerging Markets Equity Portfolio | VY® Morgan Stanley Global Franchise Portfolio | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
INVESTMENT INCOME: | ||||||||||||||||
Dividends, net of foreign taxes withheld* | $ | 6,513,607 | $ | 5,278,009 | $ | 5,043,916 | ||||||||||
Interest | — | 194 | — | |||||||||||||
Securities lending income, net | 81,890 | 33,981 | 8,933 | |||||||||||||
Total investment income | 6,595,497 | 5,312,184 | 5,052,849 | |||||||||||||
EXPENSES: | ||||||||||||||||
Unified fees | 1,848,419 | 3,233,902 | 2,033,251 | |||||||||||||
Distribution and shareholder service fees: | ||||||||||||||||
Class ADV | 58,857 | 124,131 | 220,922 | |||||||||||||
Class S | 617,997 | 491,185 | 380,404 | |||||||||||||
Class S2 | 74,252 | 30,456 | 92,541 | |||||||||||||
Trustee fees and expenses | 19,298 | 18,542 | 14,511 | |||||||||||||
Interest expense | 184 | 3,336 | 65 | |||||||||||||
Total expenses | 2,619,007 | 3,901,552 | 2,741,694 | |||||||||||||
Waived and reimbursed fees | — | — | (49,840 | ) | ||||||||||||
Brokerage commission recapture | (5,323 | ) | (793 | ) | — | |||||||||||
Net expenses | 2,613,684 | 3,900,759 | 2,691,854 | |||||||||||||
Net investment income | 3,981,813 | 1,411,425 | 2,360,995 | |||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||||||||||
Net realized gain (loss) on: | ||||||||||||||||
Investments (net of Peruvian capital gains tax withheldˆ) | 30,296,081 | 8,340,515 | 21,728,762 | |||||||||||||
Foreign currency related transactions | (1,172,711 | ) | 202,171 | 7,923 | ||||||||||||
Net realized gain | 29,123,370 | 8,542,686 | 21,736,685 | |||||||||||||
Net change in unrealized appreciation (depreciation) on: | ||||||||||||||||
Investments (net of Indian capital gains tax accrued#) (net of Peruvian capital gains tax accrued##) | (6,664,277 | ) | 94,627,869 | 40,778,012 | ||||||||||||
Foreign currency related transactions | (1,164,399 | ) | (9,871 | ) | 48,864 | |||||||||||
Net change in unrealized appreciation (depreciation) | (7,828,676 | ) | 94,617,998 | 40,826,876 | ||||||||||||
Net realized and unrealized gain | 21,294,694 | 103,160,684 | 62,563,561 | |||||||||||||
Increase in net assets resulting from operations | $ | 25,276,507 | $ | 104,572,109 | $ | 64,924,556 | ||||||||||
* | Foreign taxes withheld | $ | 204,155 | $ | 428,682 | $ | 141,687 | |||||||||
# | Foreign taxes accrued on Indian investments | $ | — | $ | 612,253 | $ | — | |||||||||
ˆ | Foreign taxes on sale of Peruvian investments | $ | — | $ | 14,565 | $ | — | |||||||||
## | Foreign taxes accrued on Peruvian investments | $ | — | $ | 410,622 | $ | — |
VY® T. Rowe Price Capital Appreciation Portfolio | VY® T. Rowe Price Equity Income Portfolio | VY® T. Rowe Price International Stock Portfolio | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
INVESTMENT INCOME: | ||||||||||||||
Dividends, net of foreign taxes withheld* | $ | 35,365,940 | $ | 13,863,508 | $ | 3,353,631 | ||||||||
Interest | 29,414,057 | 83,121 | 53 | |||||||||||
Securities lending income, net | 95,975 | 72,025 | 30,386 | |||||||||||
Total investment income | 64,875,972 | 14,018,654 | 3,384,070 | |||||||||||
EXPENSES: | ||||||||||||||
Investment management fees | — | — | 717,354 | |||||||||||
Unified fees | 19,570,916 | 3,296,137 | — | |||||||||||
Distribution and shareholder service fees: | ||||||||||||||
Class ADV | 2,500,530 | 151,487 | 50,246 | |||||||||||
Class S | 5,160,658 | 938,182 | 208,179 | |||||||||||
Class S2 | 165,005 | 223,019 | — | |||||||||||
Transfer agent fees | — | — | 366 | |||||||||||
Shareholder reporting expense | — | — | 19,222 | |||||||||||
Professional fees | — | — | 18,906 | |||||||||||
Custody and accounting expense | — | — | 99,986 | |||||||||||
Trustee fees and expenses | 197,337 | 35,153 | 3,390 | |||||||||||
Miscellaneous expense | — | — | 9,425 | |||||||||||
Interest expense | 286 | — | — | |||||||||||
Total expenses | 27,594,732 | 4,643,978 | 1,127,074 | |||||||||||
Brokerage commission recapture | (12,716 | ) | (2,381 | ) | — | |||||||||
Net expenses | 27,582,016 | 4,641,597 | 1,127,074 | |||||||||||
Net investment income | 37,293,956 | 9,377,057 | 2,256,996 | |||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||||||||
Net realized gain (loss) on: | ||||||||||||||
Investments | 191,679,907 | 71,641,242 | 2,634,663 | |||||||||||
Foreign currency related transactions | 157,443 | 3,576 | 130,173 | |||||||||||
Futures | — | 96,890 | — | |||||||||||
Written options | 18,429,768 | — | — | |||||||||||
Net realized gain | 210,267,118 | 71,741,708 | 2,764,836 | |||||||||||
Net change in unrealized appreciation (depreciation) on: | ||||||||||||||
Investments | 301,992,884 | (24,383,072 | ) | 31,799,996 | ||||||||||
Foreign currency related transactions | 44,537 | 2,806 | (160,438 | ) | ||||||||||
Written options | (14,429,602 | ) | — | — | ||||||||||
Unfunded commitments | (34,275 | ) | — | — | ||||||||||
Net change in unrealized appreciation (depreciation) | 287,573,544 | (24,380,266 | ) | 31,639,558 | ||||||||||
Net realized and unrealized gain | 497,840,662 | 47,361,442 | 34,404,394 | |||||||||||
Increase in net assets resulting from operations | $ | 535,134,618 | $ | 56,738,499 | $ | 36,661,390 | ||||||||
* Foreign taxes withheld | $ | 273,961 | $ | 156,879 | $ | 303,942 |
Voya Government Liquid Assets Portfolio | VY® Clarion Global Real Estate Portfolio | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2017 | Year Ended December 31, 2016 | Six Months Ended June 30, 2017 | Year Ended December 31, 2016 | |||||||||||||||
FROM OPERATIONS: | ||||||||||||||||||
Net investment income | $ | 785,650 | $ | 105,013 | $ | 3,642,196 | $ | 6,056,168 | ||||||||||
Net realized gain | 39,290 | 731,719 | 12,708,532 | 9,824,664 | ||||||||||||||
Net change in unrealized appreciation (depreciation) | — | — | (2,615,119 | ) | (13,486,164 | ) | ||||||||||||
Increase in net assets resulting from operations | 824,940 | 836,732 | 13,735,609 | 2,394,668 | ||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||||
Net investment income: | ||||||||||||||||||
Class ADV | — | — | — | (214,516 | ) | |||||||||||||
Class I | (132,881 | ) | (100,157 | ) | — | (2,458,630 | ) | |||||||||||
Class S | (459,680 | ) | (4,857 | ) | — | (1,467,918 | ) | |||||||||||
Class S2 | (193,089 | ) | — | — | (11,036 | ) | ||||||||||||
Net realized gains: | ||||||||||||||||||
Class I | (4,263 | ) | (63,013 | ) | — | — | ||||||||||||
Class S | (31,117 | ) | (469,944 | ) | — | — | ||||||||||||
Class S2 | (26,898 | ) | (376,560 | ) | — | — | ||||||||||||
Total distributions | (847,928 | ) | (1,014,531 | ) | — | (4,152,100 | ) | |||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||||
Net proceeds from sale of shares | 65,009,511 | 345,222,068 | 15,304,629 | 60,224,012 | ||||||||||||||
Reinvestment of distributions | 847,928 | 1,014,531 | — | 4,152,100 | ||||||||||||||
65,857,439 | 346,236,599 | 15,304,629 | 64,376,112 | |||||||||||||||
Cost of shares redeemed | (183,274,998 | ) | (357,561,611 | ) | (38,660,947 | ) | (64,858,708 | ) | ||||||||||
Net decrease in net assets resulting from capital share transactions | (117,417,559 | ) | (11,325,012 | ) | (23,356,318 | ) | (482,596 | ) | ||||||||||
Net decrease in net assets | (117,440,547 | ) | (11,502,811 | ) | (9,620,709 | ) | (2,240,028 | ) | ||||||||||
NET ASSETS: | ||||||||||||||||||
Beginning of year or period | 970,916,699 | 982,419,510 | 333,286,558 | 335,526,586 | ||||||||||||||
End of year or period | $ | 853,476,152 | $ | 970,916,699 | $ | 323,665,849 | $ | 333,286,558 | ||||||||||
Undistributed (distributions in excess of) net investment income or accumulated net investment loss at end of year or period | $ | (29,732 | ) | $ | (29,732 | ) | $ | 15,109,937 | $ | 11,467,741 |
VY® FMR® Diversified Mid Cap Portfolio | VY® Invesco Growth and Income Portfolio | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2017 | Year Ended December 31, 2016 | Six Months Ended June 30, 2017 | Year Ended December 31, 2016 | |||||||||||||||
FROM OPERATIONS: | ||||||||||||||||||
Net investment income | $ | 2,051,431 | $ | 3,695,739 | $ | 3,981,813 | $ | 8,045,468 | ||||||||||
Net realized gain | 37,012,283 | 36,301,576 | 29,123,370 | 32,477,185 | ||||||||||||||
Net change in unrealized appreciation (depreciation) | 32,895,333 | 52,849,046 | (7,828,676 | ) | 55,523,534 | |||||||||||||
Increase in net assets resulting from operations | 71,959,047 | 92,846,361 | 25,276,507 | 96,046,187 | ||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||||
Net investment income: | ||||||||||||||||||
Class ADV | — | (76,403 | ) | — | (298,973 | ) | ||||||||||||
Class I | — | (749,087 | ) | — | (595,006 | ) | ||||||||||||
Class S | — | (3,592,108 | ) | — | (9,891,895 | ) | ||||||||||||
Class S2 | — | (247,871 | ) | — | (810,508 | ) | ||||||||||||
Net realized gains: | ||||||||||||||||||
Class ADV | — | (3,103,912 | ) | — | (1,669,639 | ) | ||||||||||||
Class I | — | (8,080,992 | ) | — | (2,511,018 | ) | ||||||||||||
Class S | — | (56,244,164 | ) | — | (46,962,600 | ) | ||||||||||||
Class S2 | — | (5,212,929 | ) | — | (4,135,146 | ) | ||||||||||||
Total distributions | — | (77,307,466 | ) | — | (66,874,785 | ) | ||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||||
Net proceeds from sale of shares | 12,081,376 | 13,062,463 | 21,867,031 | 45,063,943 | ||||||||||||||
Proceeds from shares issued in merger (Note 15) | — | — | — | 9,580,177 | ||||||||||||||
Reinvestment of distributions | — | 77,307,466 | — | 66,874,785 | ||||||||||||||
12,081,376 | 90,369,929 | 21,867,031 | 121,518,905 | |||||||||||||||
Cost of shares redeemed | (84,683,753 | ) | (194,104,917 | ) | (76,341,102 | ) | (86,462,935 | ) | ||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (72,602,377 | ) | (103,734,988 | ) | (54,474,071 | ) | 35,055,970 | |||||||||||
Net increase (decrease) in net assets | (643,330 | ) | (88,196,093 | ) | (29,197,564 | ) | 64,227,372 | |||||||||||
NET ASSETS: | ||||||||||||||||||
Beginning of year or period | 849,186,792 | 937,382,885 | 593,002,826 | 528,775,454 | ||||||||||||||
End of year or period | $ | 848,543,462 | $ | 849,186,792 | $ | 563,805,262 | $ | 593,002,826 | ||||||||||
Undistributed (distributions in excess of) net investment income or accumulated net investment loss at end of year or period | $ | 2,020,105 | $ | (31,326 | ) | $ | 14,423,377 | $ | 10,441,564 |
VY® JPMorgan Emerging Markets Equity Portfolio | VY® Morgan Stanley Global Franchise Portfolio | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2017 | Year Ended December 31, 2016 | Six Months Ended June 30, 2017 | Year Ended December 31, 2016 | |||||||||||||||
FROM OPERATIONS: | ||||||||||||||||||
Net investment income | $ | 1,411,425 | $ | 2,339,955 | $ | 2,360,995 | $ | 4,867,786 | ||||||||||
Net realized gain (loss) | 8,542,686 | (20,389,983 | ) | 21,736,685 | 25,732,851 | |||||||||||||
Net change in unrealized appreciation (depreciation) | 94,617,998 | 77,713,426 | 40,826,876 | (9,311,336 | ) | |||||||||||||
Increase in net assets resulting from operations | 104,572,109 | 59,663,398 | 64,924,556 | 21,289,301 | ||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||||
Net investment income: | ||||||||||||||||||
Class ADV | — | (306,390 | ) | — | (673,960 | ) | ||||||||||||
Class I | — | �� | (926,803 | ) | — | — | ||||||||||||
Class R6 | — | — | — | (44 | ) | |||||||||||||
Class S | — | (4,500,957 | ) | — | (3,972,597 | ) | ||||||||||||
Class S2 | — | (155,443 | ) | — | (530,107 | ) | ||||||||||||
Net realized gains: | ||||||||||||||||||
Class ADV | — | — | — | (5,502,781 | ) | |||||||||||||
Class R6 | — | — | — | (240 | ) | |||||||||||||
Class S | — | — | — | (25,917,107 | ) | |||||||||||||
Class S2 | — | — | — | (4,003,137 | ) | |||||||||||||
Total distributions | — | (5,889,593 | ) | — | (40,599,973 | ) | ||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||||
Net proceeds from sale of shares | 32,877,758 | 37,862,175 | 8,105,809 | 31,303,063 | ||||||||||||||
Reinvestment of distributions | — | 5,889,593 | — | 40,599,973 | ||||||||||||||
32,877,758 | 43,751,768 | 8,105,809 | 71,903,036 | |||||||||||||||
Cost of shares redeemed | (60,865,564 | ) | (97,654,595 | ) | (49,563,086 | ) | (65,758,595 | ) | ||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (27,987,806 | ) | (53,902,827 | ) | (41,457,277 | ) | 6,144,441 | |||||||||||
Net increase (decrease) in net assets | 76,584,303 | (129,022 | ) | 23,467,279 | (13,166,231 | ) | ||||||||||||
NET ASSETS: | ||||||||||||||||||
Beginning of year or period | 476,583,800 | 476,712,822 | 413,002,115 | 426,168,346 | ||||||||||||||
End of year or period | $ | 553,168,103 | $ | 476,583,800 | $ | 436,469,394 | $ | 413,002,115 | ||||||||||
Undistributed net investment income at end of year or period | $ | 3,990,722 | $ | 2,579,297 | $ | 7,132,986 | $ | 4,771,991 |
VY® T. Rowe Price Capital Appreciation Portfolio | VY® T. Rowe Price Equity Income Portfolio | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2017 | Year Ended December 31, 2016 | Six Months Ended June 30, 2017 | Year Ended December 31, 2016 | |||||||||||||||
FROM OPERATIONS: | ||||||||||||||||||
Net investment income | $ | 37,293,956 | $ | 78,140,586 | $ | 9,377,057 | $ | 20,865,348 | ||||||||||
Net realized gain | 210,267,118 | 297,925,929 | 71,741,708 | 78,859,898 | ||||||||||||||
Net change in unrealized appreciation (depreciation) | 287,573,544 | 82,425,701 | (24,380,266 | ) | 77,871,086 | |||||||||||||
Increase in net assets resulting from operations | 535,134,618 | 458,492,216 | 56,738,499 | 177,596,332 | ||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||||
Net investment income: | ||||||||||||||||||
Class ADV | — | (8,400,302 | ) | — | (929,752 | ) | ||||||||||||
Class I | — | (17,322,561 | ) | — | (3,196,238 | ) | ||||||||||||
Class R6 | — | (112,769 | ) | — | — | |||||||||||||
Class S | — | (53,734,780 | ) | — | (16,449,583 | ) | ||||||||||||
Class S2 | — | (972,754 | ) | — | (2,282,147 | ) | ||||||||||||
Net realized gains: | ||||||||||||||||||
Class ADV | — | (62,813,944 | ) | — | (4,917,270 | ) | ||||||||||||
Class I | — | (97,402,574 | ) | — | (13,021,964 | ) | ||||||||||||
Class R6 | — | (263 | ) | — | — | |||||||||||||
Class S | — | (357,892,265 | ) | — | (76,986,862 | ) | ||||||||||||
Class S2 | — | (7,480,326 | ) | — | (11,031,911 | ) | ||||||||||||
Total distributions | — | (606,132,538 | ) | — | (128,815,727 | ) | ||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||||
Net proceeds from sale of shares | 245,314,769 | 449,977,813 | 26,978,679 | 106,958,948 | ||||||||||||||
Reinvestment of distributions | — | 606,132,538 | — | 128,815,727 | ||||||||||||||
245,314,769 | 1,056,110,351 | 26,978,679 | 235,774,675 | |||||||||||||||
Cost of shares redeemed | (490,943,739 | ) | (634,731,980 | ) | (167,608,463 | ) | (223,681,026 | ) | ||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (245,628,970 | ) | 421,378,371 | (140,629,784 | ) | 12,093,649 | ||||||||||||
Net increase (decrease) in net assets | 289,505,648 | 273,738,049 | (83,891,285 | ) | 60,874,254 | |||||||||||||
NET ASSETS: | ||||||||||||||||||
Beginning of year or period | 6,029,338,710 | 5,755,600,661 | 1,071,543,446 | 1,010,669,192 | ||||||||||||||
End of year or period | $ | 6,318,844,358 | $ | 6,029,338,710 | $ | 987,652,161 | $ | 1,071,543,446 | ||||||||||
Undistributed net investment income at end of year or period | $ | 54,862,156 | $ | 17,568,200 | $ | 13,283,913 | $ | 3,906,856 |
VY® T. Rowe Price International Stock Portfolio | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2017 | Year Ended December 31, 2016 | |||||||||
FROM OPERATIONS: | ||||||||||
Net investment income | $ | 2,256,996 | $ | 2,562,569 | ||||||
Net realized gain | 2,764,836 | 629,894 | ||||||||
Net change in unrealized appreciation (depreciation) | 31,639,558 | 813,830 | ||||||||
Increase in net assets resulting from operations | 36,661,390 | 4,006,293 | ||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||
Net investment income: | ||||||||||
Class ADV | — | (167,245 | ) | |||||||
Class I | — | (652,991 | ) | |||||||
Class S | — | (2,340,920 | ) | |||||||
Total distributions | — | (3,161,156 | ) | |||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||
Net proceeds from sale of shares | 20,247,113 | 14,237,609 | ||||||||
Reinvestment of distributions | — | 3,161,156 | ||||||||
20,247,113 | 17,398,765 | |||||||||
Cost of shares redeemed | (20,264,526 | ) | (36,860,379 | ) | ||||||
Net decrease in net assets resulting from capital share transactions | (17,413 | ) | (19,461,614 | ) | ||||||
Net increase (decrease) in net assets | 36,643,977 | (18,616,477 | ) | |||||||
NET ASSETS: | ||||||||||
Beginning of year or period | 207,236,405 | 225,852,882 | ||||||||
End of year or period | $ | 243,880,382 | $ | 207,236,405 | ||||||
Undistributed net investment income at end of year or period | $ | 4,750,339 | $ | 2,493,343 |
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)(4) | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | Expenses net of all reductions/ additions(2)(3)(4) | | Net investment income (loss)(2)(3) | | Net assets, end of year or period | | Portfolio turnover rate | |||||||||||||||||||||||||||||||||||||||
Year or period ended | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | (%) | | (%) | | (%) | | (%) | | (%) | | ($000’s) | | (%) | |||||||||||||||||||||||||||||||||||||
Voya Government Liquid Assets Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 1.00 | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.24 | 0.29 | 0.29 | 0.29 | 0.45 | 51,806 | — | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 1.00 | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.23 | 0.28 | 0.28 | 0.28 | 0.13 | 66,214 | — | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 1.00 | — | 0.00 | * | 0.00 | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.01 | 0.28 | 0.22 | 0.22 | 0.00 | * | 81,636 | — | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 1.00 | (0.00 | )* | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.01 | 0.28 | 0.19 | 0.19 | (0.00 | )* | 78,773 | — | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 1.00 | — | 0.00 | * | 0.00 | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.02 | 0.28 | 0.22 | 0.22 | 0.00 | * | 81,029 | — | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 1.00 | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.11 | 0.28 | 0.28 | 0.28 | 0.10 | 98,940 | — | ||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 1.00 | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.11 | 0.54 | 0.54 | 0.54 | 0.20 | 419,986 | — | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 1.00 | — | 0.00 | * | 0.00 | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.09 | 0.53 | 0.42 | 0.42 | 0.00 | * | 488,208 | — | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 1.00 | — | 0.00 | * | 0.00 | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.01 | 0.53 | 0.22 | 0.22 | (0.00 | )* | 552,706 | — | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 1.00 | (0.00 | )* | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.01 | 0.53 | 0.19 | 0.19 | (0.00 | )* | 619,776 | — | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 1.00 | — | 0.00 | * | 0.00 | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.02 | 0.53 | 0.23 | 0.23 | (0.00 | )* | 753,517 | — | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 1.00 | 0.00 | * | 0.00 | * | 0.00 | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.01 | 0.53 | 0.38 | 0.38 | 0.00 | * | 897,738 | — | |||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 1.00 | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.06 | 0.69 | 0.65 | 0.65 | 0.10 | 381,684 | — | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 1.00 | — | 0.00 | * | 0.00 | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.09 | 0.71 | 0.42 | 0.42 | (0.00 | )* | 416,495 | — | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 1.00 | — | 0.00 | * | 0.00 | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.01 | 0.78 | 0.22 | 0.22 | (0.00 | )* | 348,078 | — | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 1.00 | (0.00 | )* | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.01 | 0.78 | 0.19 | 0.19 | (0.00 | )* | 291,912 | — | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 1.00 | — | 0.00 | * | 0.00 | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.02 | 0.78 | 0.23 | 0.23 | (0.00 | )* | 296,540 | — | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 1.00 | 0.00 | * | 0.00 | * | 0.00 | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.01 | 0.78 | 0.38 | 0.38 | 0.00 | * | 270,143 | — | |||||||||||||||||||||||||||||||||||||||||||||||||
VY® Clarion Global Real Estate Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 11.41 | 0.10 | • | 0.36 | 0.46 | — | — | — | — | — | 11.87 | 4.03 | 1.56 | 1.49 | 1.49 | 1.74 | 23,954 | 46 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 11.47 | 0.16 | (0.13 | ) | 0.03 | 0.09 | — | — | 0.09 | — | 11.41 | 0.23 | 1.61 | 1.49 | 1.49 | 1.33 | 25,983 | 49 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.04 | 0.11 | • | (0.35 | ) | (0.24 | ) | 0.33 | — | — | 0.33 | — | 11.47 | (1.99 | ) | 1.72 | 1.49 | 1.49 | 0.95 | 27,513 | 50 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 10.71 | 0.13 | 1.30 | 1.43 | 0.10 | — | — | 0.10 | — | 12.04 | 13.40 | 1.73 | 1.49 | 1.49 | 1.12 | 27,577 | 40 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 10.96 | 0.12 | • | 0.25 | 0.37 | 0.62 | — | — | 0.62 | — | 10.71 | 3.29 | 1.73 | 1.49 | 1.49 | 1.13 | 23,863 | 35 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 8.79 | 0.14 | 2.07 | 2.21 | 0.04 | — | — | 0.04 | — | 10.96 | 25.17 | 1.75 | 1.49 | 1.49 | 1.52 | 15,270 | 43 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 11.72 | 0.14 | • | 0.36 | 0.50 | — | — | — | — | — | 12.22 | 4.27 | 0.96 | 0.89 | 0.89 | 2.39 | 180,722 | 46 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 11.77 | 0.22 | (0.10 | ) | 0.12 | 0.17 | — | — | 0.17 | — | 11.72 | 0.89 | 0.96 | 0.89 | 0.89 | 1.94 | 183,084 | 49 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.34 | 0.18 | (0.35 | ) | (0.17 | ) | 0.40 | — | — | 0.40 | — | 11.77 | (1.42 | ) | 0.97 | 0.89 | 0.89 | 1.55 | 165,604 | 50 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 10.96 | 0.21 | • | 1.33 | 1.54 | 0.16 | — | — | 0.16 | — | 12.34 | 14.07 | 0.98 | 0.89 | 0.89 | 1.75 | 160,209 | 40 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.17 | 0.19 | • | 0.26 | 0.45 | 0.66 | — | — | 0.66 | — | 10.96 | 3.95 | 0.98 | 0.89 | 0.89 | 1.70 | 121,414 | 35 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 8.93 | 0.20 | • | 2.12 | 2.32 | 0.08 | — | — | 0.08 | — | 11.17 | 26.08 | 1.00 | 0.89 | 0.89 | 1.97 | 106,134 | 43 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 11.66 | 0.12 | • | 0.37 | 0.49 | — | — | — | — | — | 12.15 | 4.20 | 1.21 | 1.14 | 1.14 | 2.10 | 117,896 | 46 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 11.71 | 0.20 | • | (0.12 | ) | 0.08 | 0.13 | — | — | 0.13 | — | 11.66 | 0.62 | 1.21 | 1.14 | 1.14 | 1.67 | 123,103 | 49 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.28 | 0.15 | • | (0.36 | ) | (0.21 | ) | 0.36 | — | — | 0.36 | — | 11.71 | (1.69 | ) | 1.22 | 1.14 | 1.14 | 1.27 | 141,067 | 50 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 10.90 | 0.17 | • | 1.34 | 1.51 | 0.13 | — | — | 0.13 | — | 12.28 | 13.86 | 1.23 | 1.14 | 1.14 | 1.42 | 161,194 | 40 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.11 | 0.16 | • | 0.26 | 0.42 | 0.63 | — | — | 0.63 | — | 10.90 | 3.71 | 1.23 | 1.14 | 1.14 | 1.42 | 161,379 | 35 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 8.89 | 0.19 | • | 2.08 | 2.27 | 0.05 | — | — | 0.05 | — | 11.11 | 25.65 | 1.25 | 1.14 | 1.14 | 1.86 | 173,554 | 43 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 11.73 | 0.12 | • | 0.37 | 0.49 | — | — | — | — | — | 12.22 | 4.18 | 1.36 | 1.29 | 1.29 | 1.97 | 1,094 | 46 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 11.78 | 0.18 | • | (0.12 | ) | 0.06 | 0.11 | — | — | 0.11 | — | 11.73 | 0.44 | 1.39 | 1.29 | 1.29 | 1.52 | 1,117 | 49 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.34 | 0.14 | • | (0.36 | ) | (0.22 | ) | 0.34 | — | — | 0.34 | — | 11.78 | (1.84 | ) | 1.47 | 1.29 | 1.29 | 1.11 | 1,343 | 50 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 10.96 | 0.14 | • | 1.35 | 1.49 | 0.11 | — | — | 0.11 | — | 12.34 | 13.60 | 1.48 | 1.29 | 1.29 | 1.22 | 1,624 | 40 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.17 | 0.14 | • | 0.26 | 0.40 | 0.61 | — | — | 0.61 | — | 10.96 | 3.54 | 1.48 | 1.29 | 1.29 | 1.27 | 1,842 | 35 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 8.93 | 0.17 | • | 2.11 | 2.28 | 0.04 | — | — | 0.04 | — | 11.17 | 25.52 | 1.50 | 1.29 | 1.29 | 1.71 | 1,935 | 43 |
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)(4) | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | Expenses net of all reductions/ additions(2)(3)(4) | | Net investment income (loss)(2)(3) | | Net assets, end of year or period | | Portfolio turnover rate | |||||||||||||||||||||||||||||||||||||||
Year or period ended | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | (%) | | (%) | | (%) | | (%) | | (%) | | ($000’s) | | (%) | |||||||||||||||||||||||||||||||||||||
VY® FMR® Diversified Mid Cap Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 14.91 | 0.01 | 1.26 | 1.27 | — | — | — | — | — | 16.18 | 8.52 | 1.30 | 1.25 | 1.25 | 0.13 | 33,453 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 14.66 | 0.02 | 1.57 | 1.59 | 0.03 | 1.31 | — | 1.34 | — | 14.91 | 11.40 | 1.30 | 1.25 | 1.25 | 0.07 | 35,986 | 29 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 18.06 | (0.02 | ) | (0.08 | ) | (0.10 | ) | — | 3.30 | — | 3.30 | — | 14.66 | (2.02 | ) | 1.39 | 1.24 | 1.24 | (0.11 | ) | 60,977 | 27 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 20.43 | �� | (0.05 | ) | 1.17 | 1.12 | 0.03 | 3.46 | — | 3.49 | — | 18.06 | 5.65 | 1.39 | 1.24 | 1.24 | (0.26 | ) | 68,677 | 143 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 15.15 | (0.00 | )* | 5.38 | 5.38 | 0.03 | 0.07 | — | 0.10 | — | 20.43 | 35.62 | 1.39 | 1.24 | 1.24 | (0.03 | ) | 70,648 | 132 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 13.30 | 0.05 | 1.84 | 1.89 | 0.04 | — | — | 0.04 | — | 15.15 | 14.24 | 1.39 | 1.24 | 1.24 | 0.36 | 56,105 | 186 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 15.56 | 0.06 | • | 1.32 | 1.38 | — | — | — | — | — | 16.94 | 8.87 | 0.70 | 0.65 | 0.65 | 0.73 | 99,808 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 15.24 | 0.11 | 1.64 | 1.75 | 0.12 | 1.31 | — | 1.43 | — | 15.56 | 12.05 | 0.65 | 0.65 | 0.65 | 0.68 | 95,142 | 29 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 18.61 | 0.08 | (0.08 | ) | 0.00 | * | 0.07 | 3.30 | — | 3.37 | — | 15.24 | (1.40 | ) | 0.64 | 0.64 | 0.64 | 0.49 | 102,505 | 27 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 20.88 | 0.06 | 1.20 | 1.26 | 0.07 | 3.46 | — | 3.53 | — | 18.61 | 6.27 | 0.64 | 0.64 | 0.64 | 0.34 | 109,304 | 143 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 15.47 | 0.10 | • | 5.51 | 5.61 | 0.13 | 0.07 | — | 0.20 | — | 20.88 | 36.39 | 0.64 | 0.64 | 0.64 | 0.58 | 110,005 | 132 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 13.58 | 0.15 | ��� | 1.88 | 2.03 | 0.14 | — | — | 0.14 | — | 15.47 | 14.93 | 0.64 | 0.64 | 0.64 | 1.03 | 92,185 | 186 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 15.39 | 0.04 | • | 1.30 | 1.34 | — | — | — | — | — | 16.73 | 8.71 | 0.95 | 0.90 | 0.90 | 0.48 | 654,976 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 15.09 | 0.07 | 1.62 | 1.69 | 0.08 | 1.31 | — | 1.39 | — | 15.39 | 11.77 | 0.90 | 0.90 | 0.90 | 0.43 | 656,927 | 29 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 18.46 | 0.04 | (0.08 | ) | (0.04 | ) | 0.03 | 3.30 | — | 3.33 | — | 15.09 | (1.64 | ) | 0.89 | 0.89 | 0.89 | 0.23 | 709,822 | 27 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 20.75 | 0.02 | 1.19 | 1.21 | 0.04 | 3.46 | — | 3.50 | — | 18.46 | 6.02 | 0.89 | 0.89 | 0.89 | 0.09 | 854,340 | 143 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 15.38 | 0.06 | • | 5.47 | 5.53 | 0.09 | 0.07 | — | 0.16 | — | 20.75 | 36.02 | 0.89 | 0.89 | 0.89 | 0.33 | 964,463 | 132 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 13.50 | 0.10 | • | 1.87 | 1.97 | 0.09 | — | — | 0.09 | — | 15.38 | 14.63 | 0.89 | 0.89 | 0.89 | 0.69 | 848,802 | 186 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 15.22 | 0.03 | • | 1.29 | 1.32 | — | — | — | — | — | 16.54 | 8.67 | 1.10 | 1.05 | 1.05 | 0.33 | 60,307 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 14.94 | 0.04 | 1.61 | 1.65 | 0.06 | 1.31 | — | 1.37 | — | 15.22 | 11.60 | 1.08 | 1.05 | 1.05 | 0.28 | 61,132 | 29 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 18.31 | 0.01 | (0.08 | ) | (0.07 | ) | 0.00 | * | 3.30 | — | 3.30 | — | 14.94 | (1.79 | ) | 1.14 | 1.04 | 1.04 | 0.08 | 64,079 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 20.63 | (0.01 | ) | 1.18 | 1.17 | 0.03 | 3.46 | — | 3.49 | — | 18.31 | 5.84 | 1.14 | 1.04 | 1.04 | (0.06 | ) | 72,495 | 143 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 15.29 | 0.04 | 5.43 | 5.47 | 0.06 | 0.07 | — | 0.13 | — | 20.63 | 35.86 | 1.14 | 1.04 | 1.04 | 0.17 | 76,836 | 132 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 13.43 | 0.09 | 1.84 | 1.93 | 0.07 | — | — | 0.07 | — | 15.29 | 14.41 | 1.14 | 1.04 | 1.04 | 0.56 | 65,198 | 186 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® Invesco Growth and Income Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 26.55 | 0.14 | • | 0.98 | 1.12 | — | — | — | — | — | 27.67 | 4.22 | 1.24 | 1.24 | 1.24 | 1.05 | 20,420 | 8 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 25.48 | 0.30 | • | 4.19 | 4.49 | 0.52 | 2.90 | — | 3.42 | — | 26.55 | 19.52 | 1.29 | 1.24 | 1.24 | 1.21 | 18,641 | 23 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 31.49 | 0.30 | • | (0.98 | ) | (0.68 | ) | 0.93 | 4.40 | — | 5.33 | — | 25.48 | (3.26 | ) | 1.39 | 1.24 | 1.24 | 1.05 | 15,551 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 30.92 | 0.52 | • | 2.43 | 2.95 | 0.31 | 2.07 | — | 2.38 | — | 31.49 | 9.72 | 1.39 | 1.24 | 1.24 | 1.66 | 16,407 | 28 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 23.41 | 0.25 | • | 7.55 | 7.80 | 0.29 | — | — | 0.29 | — | 30.92 | 33.45 | 1.39 | 1.24 | 1.23 | 0.92 | 15,200 | 28 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 20.82 | 0.27 | • | 2.66 | 2.93 | 0.34 | — | — | 0.34 | — | 23.41 | 14.17 | 1.40 | 1.25 | 1.24 | 1.19 | 9,405 | 25 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 26.77 | 0.22 | • | 1.00 | 1.22 | — | — | — | — | — | 27.99 | 4.56 | 0.64 | 0.64 | 0.64 | 1.64 | 30,215 | 8 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 25.68 | 0.45 | • | 4.23 | 4.68 | 0.69 | 2.90 | — | 3.59 | — | 26.77 | 20.23 | 0.64 | 0.64 | 0.64 | 1.81 | 28,117 | 23 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 31.71 | 0.47 | • | (0.98 | ) | (0.51 | ) | 1.12 | 4.40 | — | 5.52 | — | 25.68 | (2.69 | ) | 0.64 | 0.64 | 0.64 | 1.63 | 23,008 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 31.08 | 0.68 | • | 2.48 | 3.16 | 0.46 | 2.07 | — | 2.53 | — | 31.71 | 10.39 | 0.64 | 0.64 | 0.64 | 2.16 | 28,264 | 28 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 23.50 | 0.43 | • | 7.58 | 8.01 | 0.43 | — | — | 0.43 | — | 31.08 | 34.23 | 0.64 | 0.64 | 0.63 | 1.53 | 24,742 | 28 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 20.90 | 0.41 | • | 2.66 | 3.07 | 0.47 | — | — | 0.47 | — | 23.50 | 14.89 | 0.65 | 0.65 | 0.64 | 1.80 | 16,952 | 25 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 26.94 | 0.19 | • | 1.00 | 1.19 | — | — | — | — | — | 28.13 | 4.42 | 0.89 | 0.89 | 0.89 | 1.38 | 476,871 | 8 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 25.81 | 0.41 | 4.23 | 4.64 | 0.61 | 2.90 | — | 3.51 | — | 26.94 | 19.92 | 0.89 | 0.89 | 0.89 | 1.56 | 507,524 | 23 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 31.83 | 0.40 | • | (0.99 | ) | (0.59 | ) | 1.03 | 4.40 | — | 5.43 | — | 25.81 | (2.93 | ) | 0.89 | 0.89 | 0.89 | 1.39 | 451,452 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 31.19 | 0.64 | • | 2.45 | 3.09 | 0.38 | 2.07 | — | 2.45 | — | 31.83 | 10.11 | 0.89 | 0.89 | 0.89 | 2.04 | 535,054 | 28 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 23.59 | 0.35 | • | 7.61 | 7.96 | 0.36 | — | — | 0.36 | — | 31.19 | 33.88 | 0.89 | 0.89 | 0.88 | 1.27 | 566,801 | 28 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 20.98 | 0.35 | • | 2.67 | 3.02 | 0.41 | — | — | 0.41 | — | 23.59 | 14.56 | 0.90 | 0.90 | 0.89 | 1.55 | 460,995 | 25 |
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)(4) | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | Expenses net of all reductions/ additions(2)(3)(4) | | Net investment income (loss)(2)(3) | | Net assets, end of year or period | | Portfolio turnover rate | |||||||||||||||||||||||||||||||||||||||
Year or period ended | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | (%) | | (%) | | (%) | | (%) | | (%) | | ($000’s) | | (%) | |||||||||||||||||||||||||||||||||||||
VY® Invesco Growth and Income Portfolio (continued) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 26.73 | 0.17 | • | 0.99 | 1.16 | — | — | — | — | — | 27.89 | 4.34 | 1.04 | 1.04 | 1.04 | 1.23 | 36,299 | 8 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 25.62 | 0.35 | • | 4.23 | 4.58 | 0.57 | 2.90 | — | 3.47 | — | 26.73 | 19.80 | 1.07 | 1.04 | 1.04 | 1.41 | 38,721 | 23 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 31.63 | 0.36 | • | (0.99 | ) | (0.63 | ) | 0.98 | 4.40 | — | 5.38 | — | 25.62 | (3.10 | ) | 1.14 | 1.04 | 1.04 | 1.24 | 38,764 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 31.00 | 0.59 | • | 2.43 | 3.02 | 0.32 | 2.07 | — | 2.39 | — | 31.63 | 9.95 | 1.14 | 1.04 | 1.04 | 1.89 | 45,878 | 28 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 23.45 | 0.31 | • | 7.56 | 7.87 | 0.32 | — | — | 0.32 | — | 31.00 | 33.70 | 1.14 | 1.04 | 1.03 | 1.12 | 50,774 | 28 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 20.85 | 0.32 | • | 2.66 | 2.98 | 0.38 | — | — | 0.38 | — | 23.45 | 14.41 | 1.15 | 1.05 | 1.04 | 1.40 | 45,598 | 25 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® JPMorgan Emerging Markets Equity Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 14.43 | 0.02 | • | 3.20 | 3.22 | — | — | — | — | — | 17.65 | 22.31 | 1.86 | 1.86 | 1.86 | 0.24 | 46,162 | 11 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 12.92 | 0.02 | • | 1.61 | 1.63 | 0.12 | — | — | 0.12 | — | 14.43 | 12.62 | 1.90 | 1.85 | 1.85 | 0.12 | 35,873 | 24 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.63 | 0.07 | (2.56 | ) | (2.49 | ) | 0.14 | 1.08 | — | 1.22 | — | 12.92 | (16.07 | )(a) | 2.01 | 1.86 | 1.86 | 0.45 | 34,072 | 15 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 18.39 | 0.13 | 0.13 | 0.26 | 0.13 | 1.89 | — | 2.02 | — | 16.63 | 0.47 | 2.01 | 1.86 | 1.86 | 0.72 | 42,490 | 23 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 20.19 | 0.07 | • | (1.31 | ) | (1.24 | ) | 0.12 | 0.44 | — | 0.56 | — | 18.39 | (6.07 | ) | 2.01 | 1.86 | 1.86 | 0.36 | 43,996 | 45 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 17.48 | 0.06 | 3.14 | 3.20 | — | 0.49 | — | 0.49 | — | 20.19 | 18.71 | 2.01 | 1.86 | 1.86 | 0.32 | 37,375 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 15.10 | 0.07 | • | 3.36 | 3.43 | — | — | — | — | — | 18.53 | 22.72 | 1.26 | 1.26 | 1.26 | 0.78 | 68,936 | 11 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.52 | 0.10 | • | 1.70 | 1.80 | 0.22 | — | — | 0.22 | — | 15.10 | 13.27 | 1.25 | 1.25 | 1.25 | 0.71 | 63,276 | 24 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 17.36 | 0.17 | (2.68 | ) | (2.51 | ) | 0.25 | 1.08 | — | 1.33 | — | 13.52 | (15.57 | )(a) | 1.26 | 1.26 | 1.26 | 1.05 | 58,250 | 15 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 19.10 | 0.23 | • | 0.15 | 0.38 | 0.23 | 1.89 | — | 2.12 | — | 17.36 | 1.06 | 1.26 | 1.26 | 1.26 | 1.22 | 71,163 | 23 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 20.93 | 0.19 | • | (1.35 | ) | (1.16 | ) | 0.23 | 0.44 | — | 0.67 | — | 19.10 | (5.49 | ) | 1.26 | 1.26 | 1.26 | 0.97 | 136,636 | 45 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 18.01 | 0.17 | • | 3.24 | 3.41 | — | 0.49 | — | 0.49 | — | 20.93 | 19.33 | 1.26 | 1.26 | 1.26 | 0.84 | 177,486 | 15 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 15.02 | 0.05 | • | 3.35 | 3.40 | — | — | — | — | — | 18.42 | 22.64 | 1.51 | 1.51 | 1.51 | 0.55 | 422,261 | 11 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.45 | 0.07 | • | 1.67 | 1.74 | 0.17 | — | — | 0.17 | — | 15.02 | 12.95 | 1.50 | 1.50 | 1.50 | 0.47 | 362,865 | 24 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 17.26 | 0.13 | • | (2.66 | ) | (2.53 | ) | 0.20 | 1.08 | — | 1.28 | — | 13.45 | (15.75 | )(a) | 1.51 | 1.51 | 1.51 | 0.81 | 367,861 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 19.00 | 0.20 | • | 0.13 | 0.33 | 0.18 | 1.89 | — | 2.07 | — | 17.26 | 0.80 | 1.51 | 1.51 | 1.51 | 1.06 | 499,431 | 23 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 20.82 | 0.16 | (1.37 | ) | (1.21 | ) | 0.17 | 0.44 | — | 0.61 | — | 19.00 | (5.74 | ) | 1.51 | 1.51 | 1.51 | 0.73 | 573,548 | 45 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 17.95 | 0.13 | 3.23 | 3.36 | — | 0.49 | — | 0.49 | — | 20.82 | 19.11 | 1.51 | 1.51 | 1.51 | 0.67 | 650,690 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 14.86 | 0.03 | • | 3.31 | 3.34 | — | — | — | — | — | 18.20 | 22.48 | 1.66 | 1.66 | 1.66 | 0.37 | 15,809 | 11 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.30 | 0.05 | • | 1.65 | 1.70 | 0.14 | — | — | 0.14 | — | 14.86 | 12.79 | 1.68 | 1.65 | 1.65 | 0.32 | 14,570 | 24 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 17.08 | 0.10 | • | (2.64 | ) | (2.54 | ) | 0.16 | 1.08 | — | 1.24 | — | 13.30 | (15.91 | )(a) | 1.76 | 1.66 | 1.66 | 0.65 | 16,530 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 18.81 | 0.17 | • | 0.14 | 0.31 | 0.15 | 1.89 | — | 2.04 | — | 17.08 | 0.73 | 1.76 | 1.66 | 1.66 | 0.92 | 22,613 | 23 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 20.62 | 0.11 | (1.34 | ) | (1.23 | ) | 0.14 | 0.44 | — | 0.58 | — | 18.81 | (5.89 | ) | 1.76 | 1.66 | 1.66 | 0.58 | 26,016 | 45 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 17.81 | 0.10 | 3.20 | 3.30 | — | 0.49 | — | 0.49 | — | 20.62 | 18.92 | 1.76 | 1.66 | 1.66 | 0.51 | 27,693 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® Morgan Stanley Global Franchise Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 14.58 | 0.07 | • | 2.31 | 2.38 | — | — | — | — | — | 16.96 | 16.32 | 1.57 | 1.55 | 1.55 | 0.85 | 77,713 | 13 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 15.29 | 0.13 | • | 0.68 | 0.81 | 0.17 | 1.35 | — | 1.52 | — | 14.58 | 4.94 | 1.61 | 1.54 | 1.54 | 0.83 | 68,606 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.56 | 0.15 | 0.87 | 1.02 | 0.28 | 2.01 | — | 2.29 | — | 15.29 | 5.95 | 1.71 | 1.55 | 1.55 | 0.90 | 56,395 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 17.55 | 0.23 | • | 0.48 | 0.71 | 0.28 | 1.42 | — | 1.70 | — | 16.56 | 3.87 | 1.71 | 1.56 | 1.56 | 1.35 | 55,949 | 21 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 15.98 | 0.20 | • | 2.74 | 2.94 | 0.37 | 1.00 | — | 1.37 | — | 17.55 | 19.02 | 1.71 | 1.56 | 1.56 | 1.17 | 52,318 | 21 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 14.84 | 0.27 | • | 1.94 | 2.21 | 0.28 | 0.79 | — | 1.07 | — | 15.98 | 15.38 | 1.71 | 1.56 | 1.56 | 1.69 | 26,169 | 28 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 15.35 | 0.12 | • | 2.43 | 2.55 | — | — | — | — | — | 17.90 | 16.61 | 0.97 | 0.95 | 0.95 | 1.44 | 49 | 13 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
05-03-16(5)–12-31-16 | 16.66 | 0.22 | • | 0.07 | 0.29 | 0.25 | 1.35 | — | 1.60 | — | 15.35 | 1.46 | 0.96 | 0.94 | 0.94 | 1.48 | 49 | 26 |
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)(4) | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | Expenses net of all reductions/ additions(2)(3)(4) | | Net investment income (loss)(2)(3) | | Net assets, end of year or period | | Portfolio turnover rate | |||||||||||||||||||||||||||||||||||||||
Year or period ended | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | (%) | | (%) | | (%) | | (%) | | (%) | | ($000’s) | | (%) | |||||||||||||||||||||||||||||||||||||
VY® Morgan Stanley Global Franchise Portfolio (continued) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 15.36 | 0.10 | • | 2.44 | 2.54 | — | — | — | — | — | 17.90 | 16.54 | 1.22 | 1.20 | 1.20 | 1.18 | 310,888 | 13 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 16.02 | 0.20 | 0.70 | 0.90 | 0.21 | 1.35 | — | 1.56 | — | 15.36 | 5.30 | 1.21 | 1.19 | 1.19 | 1.20 | 299,965 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 17.23 | 0.21 | • | 0.92 | 1.13 | 0.33 | 2.01 | — | 2.34 | — | 16.02 | 6.36 | 1.21 | 1.20 | 1.20 | 1.26 | 319,681 | 27 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 18.16 | 0.30 | • | 0.50 | 0.80 | 0.31 | 1.42 | — | 1.73 | — | 17.23 | 4.25 | 1.21 | 1.21 | 1.21 | 1.71 | 336,350 | 21 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 16.44 | 0.29 | • | 2.80 | 3.09 | 0.37 | 1.00 | — | 1.37 | — | 18.16 | 19.42 | 1.21 | 1.21 | 1.21 | 1.67 | 385,597 | 21 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 15.18 | 0.36 | • | 1.97 | 2.33 | 0.28 | 0.79 | — | 1.07 | — | 16.44 | 15.79 | 1.21 | 1.21 | 1.21 | 2.24 | 364,277 | 28 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 15.24 | 0.09 | • | 2.41 | 2.50 | — | — | — | — | — | 17.74 | 16.40 | 1.37 | 1.35 | 1.35 | 1.04 | 47,819 | 13 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 15.90 | 0.17 | • | 0.70 | 0.87 | 0.18 | 1.35 | — | 1.53 | — | 15.24 | 5.16 | 1.39 | 1.34 | 1.34 | 1.05 | 44,381 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 17.12 | 0.19 | • | 0.90 | 1.09 | 0.30 | 2.01 | — | 2.31 | — | 15.90 | 6.17 | 1.46 | 1.35 | 1.35 | 1.11 | 50,093 | 27 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 18.05 | 0.28 | • | 0.50 | 0.78 | 0.29 | 1.42 | — | 1.71 | — | 17.12 | 4.12 | 1.46 | 1.36 | 1.36 | 1.57 | 54,169 | 21 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 16.34 | 0.27 | • | 2.78 | 3.05 | 0.34 | 1.00 | — | 1.34 | — | 18.05 | 19.28 | 1.46 | 1.36 | 1.36 | 1.53 | 61,560 | 21 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 15.10 | 0.34 | • | 1.94 | 2.28 | 0.25 | 0.79 | — | 1.04 | — | 16.34 | 15.53 | 1.46 | 1.36 | 1.36 | 2.10 | 59,545 | 28 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® T. Rowe Price Capital Appreciation Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 24.54 | 0.11 | • | 2.07 | 2.18 | — | — | — | — | — | 26.72 | 8.88 | 1.24 | 1.24 | 1.24 | 0.87 | 886,141 | 25 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 25.27 | 0.24 | • | 1.68 | 1.92 | 0.28 | 2.37 | — | 2.65 | — | 24.54 | 7.65 | 1.29 | 1.24 | 1.24 | 0.97 | 778,133 | 69 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 28.02 | 0.24 | • | 1.14 | 1.38 | 0.28 | 3.85 | — | 4.13 | — | 25.27 | 4.85 | 1.39 | 1.24 | 1.24 | 0.89 | 596,730 | 67 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 27.68 | 0.27 | • | 2.88 | 3.15 | 0.30 | 2.51 | — | 2.81 | — | 28.02 | 11.78 | 1.39 | 1.24 | 1.24 | 0.96 | 457,740 | 72 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 24.54 | 0.19 | • | 5.00 | 5.19 | 0.24 | 1.81 | — | 2.05 | — | 27.68 | 21.75 | 1.39 | 1.24 | 1.24 | 0.72 | 350,643 | 69 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 22.46 | 0.31 | • | 2.80 | 3.11 | 0.33 | 0.70 | — | 1.03 | — | 24.54 | 14.10 | 1.40 | 1.25 | 1.25 | 1.30 | 199,893 | 76 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 25.49 | 0.20 | • | 2.14 | 2.34 | — | — | — | — | — | 27.83 | 9.18 | 0.64 | 0.64 | 0.64 | 1.47 | 1,136,081 | 25 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 26.12 | 0.40 | 1.75 | 2.15 | 0.41 | 2.37 | — | 2.78 | — | 25.49 | 8.31 | 0.64 | 0.64 | 0.64 | 1.55 | 1,084,776 | 69 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 28.80 | 0.40 | 1.18 | 1.58 | 0.41 | 3.85 | — | 4.26 | — | 26.12 | 5.47 | 0.64 | 0.64 | 0.64 | 1.48 | 1,027,480 | 67 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 28.34 | 0.43 | 2.99 | 3.42 | 0.45 | 2.51 | — | 2.96 | — | 28.80 | 12.46 | 0.64 | 0.64 | 0.64 | 1.55 | 1,049,730 | 72 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 25.04 | 0.36 | • | 5.12 | 5.48 | 0.37 | 1.81 | — | 2.18 | — | 28.34 | 22.49 | 0.64 | 0.64 | 0.64 | 1.31 | 989,583 | 69 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 22.87 | 0.46 | • | 2.86 | 3.32 | 0.45 | 0.70 | — | 1.15 | — | 25.04 | 14.78 | 0.65 | 0.65 | 0.65 | 1.89 | 652,221 | 76 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 25.49 | 0.20 | • | 2.15 | 2.35 | — | — | — | — | — | 27.84 | 9.22 | 0.64 | 0.64 | 0.64 | 1.54 | 35,910 | 25 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
05-03-16(5)–12-31-16 | 27.00 | 0.48 | • | 0.79 | 1.27 | 0.41 | 2.37 | — | 2.78 | — | 25.49 | 4.78 | 0.64 | 0.64 | 0.64 | 1.91 | 8,696 | 69 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 25.50 | 0.16 | • | 2.15 | 2.31 | — | — | — | — | — | 27.81 | 9.06 | 0.89 | 0.89 | 0.89 | 1.22 | 4,177,480 | 25 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 26.13 | 0.34 | 1.74 | 2.08 | 0.34 | 2.37 | — | 2.71 | — | 25.50 | 8.05 | 0.89 | 0.89 | 0.89 | 1.30 | 4,074,922 | 69 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 28.82 | 0.33 | 1.18 | 1.51 | 0.35 | 3.85 | — | 4.20 | — | 26.13 | 5.18 | 0.89 | 0.89 | 0.89 | 1.23 | 4,044,261 | 67 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 28.36 | 0.37 | 2.97 | 3.34 | 0.37 | 2.51 | — | 2.88 | — | 28.82 | 12.20 | 0.89 | 0.89 | 0.89 | 1.30 | 4,122,797 | 72 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 25.06 | 0.29 | • | 5.12 | 5.41 | 0.30 | 1.81 | — | 2.11 | — | 28.36 | 22.20 | 0.89 | 0.89 | 0.89 | 1.05 | 4,002,988 | 69 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 22.89 | 0.40 | • | 2.86 | 3.26 | 0.39 | 0.70 | — | 1.09 | — | 25.06 | 14.48 | 0.90 | 0.90 | 0.90 | 1.64 | 3,379,234 | 76 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 25.33 | 0.14 | • | 2.14 | 2.28 | — | — | — | — | — | 27.61 | 9.00 | 1.04 | 1.04 | 1.04 | 1.07 | 83,232 | 25 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 25.98 | 0.31 | 1.71 | 2.02 | 0.30 | 2.37 | — | 2.67 | — | 25.33 | 7.86 | 1.07 | 1.04 | 1.04 | 1.15 | 82,812 | 69 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 28.67 | 0.30 | 1.16 | 1.46 | 0.30 | 3.85 | — | 4.15 | — | 25.98 | 5.06 | 1.14 | 1.04 | 1.04 | 1.08 | 87,130 | 67 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 28.23 | 0.33 | 2.95 | 3.28 | 0.33 | 2.51 | — | 2.84 | — | 28.67 | 12.02 | 1.14 | 1.04 | 1.04 | 1.15 | 93,998 | 72 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 24.96 | 0.24 | • | 5.10 | 5.34 | 0.26 | 1.81 | — | 2.07 | — | 28.23 | 21.98 | 1.14 | 1.04 | 1.04 | 0.90 | 92,805 | 69 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 22.80 | 0.36 | • | 2.86 | 3.22 | 0.36 | 0.70 | — | 1.06 | — | 24.96 | 14.34 | 1.15 | 1.05 | 1.05 | 1.49 | 85,723 | 76 |
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)(4) | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | Expenses net of all reductions/ additions(2)(3)(4) | | Net investment income (loss)(2)(3) | | Net assets, end of year or period | | Portfolio turnover rate | |||||||||||||||||||||||||||||||||||||||
Year or period ended | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | (%) | | (%) | | (%) | | (%) | | (%) | | ($000’s) | | (%) | |||||||||||||||||||||||||||||||||||||
VY® T. Rowe Price Equity Income Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 13.63 | 0.10 | • | 0.64 | 0.74 | — | — | — | — | — | 14.37 | 5.43 | 1.24 | 1.24 | 1.24 | 1.48 | 50,668 | 10 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.03 | 0.23 | 2.04 | 2.27 | 0.26 | 1.41 | — | 1.67 | — | 13.63 | 18.30 | 1.29 | 1.24 | 1.24 | 1.67 | 50,794 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.29 | 0.23 | (1.27 | ) | (1.04 | ) | 0.26 | 1.96 | — | 2.22 | — | 13.03 | (7.24 | ) | 1.39 | 1.24 | 1.24 | 1.52 | 50,413 | 27 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 16.60 | 0.24 | 0.93 | 1.17 | 0.26 | 1.22 | — | 1.48 | — | 16.29 | 7.13 | 1.39 | 1.24 | 1.24 | 1.42 | 62,848 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 13.02 | 0.17 | 3.63 | 3.80 | 0.21 | 0.01 | — | 0.22 | — | 16.60 | 29.22 | 1.39 | 1.24 | 1.24 | 1.22 | 66,056 | 12 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 11.34 | 0.20 | 1.70 | 1.90 | 0.22 | — | — | 0.22 | — | 13.02 | 16.77 | 1.40 | 1.25 | 1.25 | 1.71 | 45,958 | 14 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 13.85 | 0.14 | • | 0.65 | 0.79 | — | — | — | — | — | 14.64 | 5.70 | 0.64 | 0.64 | 0.64 | 2.01 | 94,748 | 10 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.20 | 0.31 | • | 2.09 | 2.40 | 0.34 | 1.41 | — | 1.75 | — | 13.85 | 19.07 | 0.64 | 0.64 | 0.64 | 2.32 | 135,151 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.47 | 0.32 | • | (1.28 | ) | (0.96 | ) | 0.35 | 1.96 | — | 2.31 | — | 13.20 | (6.65 | ) | 0.64 | 0.64 | 0.64 | 2.09 | 90,800 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 16.76 | 0.35 | • | 0.94 | 1.29 | 0.36 | 1.22 | — | 1.58 | — | 16.47 | 7.79 | 0.64 | 0.64 | 0.64 | 2.07 | 194,078 | 9 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 13.13 | 0.28 | • | 3.65 | 3.93 | 0.29 | 0.01 | — | 0.30 | — | 16.76 | 30.01 | 0.64 | 0.64 | 0.64 | 1.83 | 355,229 | 12 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 11.43 | 0.29 | • | 1.70 | 1.99 | 0.29 | — | — | 0.29 | — | 13.13 | 17.44 | 0.65 | 0.65 | 0.65 | 2.30 | 361,913 | 14 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 13.87 | 0.13 | • | 0.64 | 0.77 | — | — | — | — | — | 14.64 | 5.55 | 0.89 | 0.89 | 0.89 | 1.82 | 730,706 | 10 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.22 | 0.28 | 2.08 | 2.36 | 0.30 | 1.41 | — | 1.71 | — | 13.87 | 18.77 | 0.89 | 0.89 | 0.89 | 2.01 | 772,218 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.49 | 0.28 | ��� | (1.28 | ) | (1.00 | ) | 0.31 | 1.96 | — | 2.27 | — | 13.22 | (6.90 | ) | 0.89 | 0.89 | 0.89 | 1.86 | 758,358 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 16.79 | 0.30 | • | 0.94 | 1.24 | 0.32 | 1.22 | — | 1.54 | — | 16.49 | 7.45 | 0.89 | 0.89 | 0.89 | 1.77 | 1,013,552 | 9 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 13.15 | 0.24 | • | 3.66 | 3.90 | 0.25 | 0.01 | — | 0.26 | — | 16.79 | 29.74 | 0.89 | 0.89 | 0.89 | 1.57 | 1,113,360 | 12 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 11.44 | 0.26 | • | 1.71 | 1.97 | 0.26 | — | — | 0.26 | — | 13.15 | 17.22 | 0.90 | 0.90 | 0.90 | 2.05 | 950,612 | 14 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 13.70 | 0.12 | • | 0.64 | 0.76 | — | — | — | — | — | 14.46 | 5.55 | 1.04 | 1.04 | 1.04 | 1.68 | 111,531 | 10 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.08 | 0.25 | 2.06 | 2.31 | 0.28 | 1.41 | — | 1.69 | — | 13.70 | 18.59 | 1.07 | 1.04 | 1.04 | 1.86 | 113,380 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.35 | 0.25 | (1.27 | ) | (1.02 | ) | 0.29 | 1.96 | — | 2.25 | — | 13.08 | (7.08 | ) | 1.14 | 1.04 | 1.04 | 1.72 | 111,098 | 27 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 16.66 | 0.27 | 0.93 | 1.20 | 0.29 | 1.22 | — | 1.51 | — | 16.35 | 7.31 | 1.14 | 1.04 | 1.04 | 1.62 | 131,519 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 13.06 | 0.21 | • | 3.63 | 3.84 | 0.23 | 0.01 | — | 0.24 | — | 16.66 | 29.49 | 1.14 | 1.04 | 1.04 | 1.42 | 134,882 | 12 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 11.37 | 0.24 | • | 1.69 | 1.93 | 0.24 | — | — | 0.24 | — | 13.06 | 17.01 | 1.15 | 1.05 | 1.05 | 1.91 | 102,557 | 14 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® T. Rowe Price International Stock Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 12.79 | 0.12 | • | 2.14 | 2.26 | — | — | — | — | — | 15.05 | 17.67 | 1.38 | 1.38 | 1.38 | 1.67 | 18,057 | 20 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 12.73 | 0.11 | 0.09 | 0.20 | 0.14 | — | — | 0.14 | — | 12.79 | 1.59 | 1.43 | 1.38 | 1.38 | 0.82 | 15,001 | 33 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.98 | 0.07 | • | (0.24 | ) | (0.17 | ) | 0.08 | — | — | 0.08 | — | 12.73 | (1.36 | )(b) | 1.50 | 1.35 | 1.35 | 0.49 | 15,149 | 43 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 13.28 | 0.08 | (0.26 | ) | (0.18 | ) | 0.12 | — | — | 0.12 | — | 12.98 | (1.43 | ) | 1.52 | 1.37 | 1.37 | 0.62 | 12,616 | 48 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.77 | 0.10 | • | 1.53 | 1.63 | 0.12 | — | — | 0.12 | — | 13.28 | 13.98 | 1.52 | 1.37 | 1.37 | 0.78 | 12,693 | 48 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 9.95 | 0.08 | • | 1.74 | 1.82 | 0.00 | * | — | — | 0.00 | * | — | 11.77 | 18.31 | 1.51 | 1.36 | 1.36 | 0.74 | 7,625 | 40 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 12.82 | 0.16 | • | 2.15 | 2.31 | — | — | — | — | — | 15.13 | 18.02 | 0.78 | 0.78 | 0.78 | 2.25 | 43,371 | 20 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 12.76 | 0.19 | 0.09 | 0.28 | 0.22 | — | — | 0.22 | — | 12.82 | 2.18 | 0.78 | 0.78 | 0.78 | 1.41 | 38,010 | 33 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.99 | 0.16 | • | (0.24 | ) | (0.08 | ) | 0.15 | — | — | 0.15 | — | 12.76 | (0.73 | )(b) | 0.75 | 0.75 | 0.75 | 1.15 | 39,288 | 43 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 13.27 | 0.17 | (0.27 | ) | (0.10 | ) | 0.18 | — | — | 0.18 | — | 12.99 | (0.82 | ) | 0.77 | 0.77 | 0.77 | 1.23 | 50,333 | 48 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.74 | 0.17 | • | 1.52 | 1.69 | 0.16 | — | — | 0.16 | — | 13.27 | 14.58 | 0.77 | 0.77 | 0.77 | 1.37 | 52,766 | 48 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 9.92 | 0.15 | • | 1.73 | 1.88 | 0.06 | — | — | 0.06 | — | 11.74 | 19.02 | 0.76 | 0.76 | 0.76 | 1.38 | 48,992 | 40 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 12.77 | 0.14 | • | 2.14 | 2.28 | — | — | — | — | — | 15.05 | 17.85 | 1.03 | 1.03 | 1.03 | 1.99 | 182,452 | 20 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 12.71 | 0.15 | • | 0.09 | 0.24 | 0.18 | — | — | 0.18 | — | 12.77 | 1.90 | 1.03 | 1.03 | 1.03 | 1.17 | 154,225 | 33 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.94 | 0.12 | (0.23 | ) | (0.11 | ) | 0.12 | — | — | 0.12 | — | 12.71 | (0.94 | )(b) | 1.00 | 1.00 | 1.00 | 0.88 | 171,416 | 43 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 13.23 | 0.12 | • | (0.26 | ) | (0.14 | ) | 0.15 | — | — | 0.15 | — | 12.94 | (1.11 | ) | 1.02 | 1.02 | 1.02 | 0.94 | 183,379 | 48 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.70 | 0.14 | • | 1.52 | 1.66 | 0.13 | — | — | 0.13 | — | 13.23 | 14.33 | 1.02 | 1.02 | 1.02 | 1.12 | 171,747 | 48 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 9.88 | 0.12 | • | 1.73 | 1.85 | 0.03 | — | — | 0.03 | — | 11.70 | 18.76 | 1.01 | 1.01 | 1.01 | 1.15 | 171,460 | 40 |
(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 does not reflect the effect of insurance contract charges. 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 Portfolio. Expenses before reductions/additions do not reflect amounts reimbursed by an 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 Portfolio 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 Portfolio. Net investment income (loss) is net of all such additions or reductions. | |
(4) | Ratios do not include fees and expenses charged under the variable annuity contract or variable life insurance policy. | |
(5) | Commencement of operations. | |
(a) | Excluding amounts related to a foreign currency settlement recorded in the fiscal year ended December 31, 2015, total return for JPMorgan Emerging Markets Equity would have been (16.33)%, (15.82)%, (16.00)% and (16.16)% for Classes ADV, I, S and S2, respectively. | |
(b) | Excluding amounts related to a foreign currency settlement recorded in the fiscal year ended December 31, 2015, T.Rowe Price International Stock’s total return would have been (1.44)%, (0.80)% and (1.10)% for Classes ADV, I and S, respectively. | |
• | Calculated using average number of shares outstanding throughout the year or period. | |
* | Amount is less than $0.005 or 0.005% or more than $(0.005) or (0.005)%. |
* | FMR is a registered service mark of FMR LLC. Used with permission. |
(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. |
Purchased | Sold | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Clarion Global Real Estate | $ | 51,857 | $ | — | ||||||
Invesco Growth and Income | 349,408 | 43,498,446 | ||||||||
T. Rowe Price International Stock | — | 3,346,232 |
Purchases | Sales | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Clarion Global Real Estate | $ | 149,702,179 | $ | 164,413,184 | ||||||
FMR® Diversified Mid Cap | 132,163,378 | 203,930,602 | ||||||||
Invesco Growth and Income | 44,305,127 | 85,822,479 | ||||||||
JPMorgan Emerging Markets Equity | 55,899,865 | 83,393,911 | ||||||||
Morgan Stanley Global Franchise | 53,074,044 | 91,543,634 | ||||||||
T. Rowe Price Capital Appreciation | 1,355,115,665 | 1,861,414,961 | ||||||||
T. Rowe Price Equity Income | 98,123,065 | 221,175,244 | ||||||||
T. Rowe Price International Stock | 46,055,597 | 44,009,086 |
Portfolio | Fee | |||
---|---|---|---|---|
Clarion Global Real Estate | 0.90% on the first $250 million; | |||
0.875% on the next $250 million; | ||||
0.80% on the amount in excess of $500 million | ||||
T. Rowe Price International Stock | 0.64% on the first $4 billion; | |||
0.63% on the amount in excess of $4 billion |
Portfolio | Fee | |||
---|---|---|---|---|
Government Liquid Assets(1) | 0.35% on the first $200 million; | |||
0.30% on the next $300 million; | ||||
0.25% on the amount in excess of $500 million | ||||
FMR® Diversified Mid Cap | 0.65% on the first $800 million; | |||
0.60% on the next $700 million; | ||||
0.58% on the amount in excess of $1.5 billion | ||||
JPMorgan Emerging Markets Equity | 1.25% | |||
Morgan Stanley Global Franchise | 1.00% on the first $250 million; | |||
0.90% on the next $250 million; | ||||
0.75% on the amount in excess of $500 million | ||||
Invesco Growth and Income, | 0.75% first $750 million; | |||
T. Rowe Price Capital | 0.70% on the next $1.25 billion; | |||
Appreciation, and | 0.65% on the next $1.5 billion; | |||
T. Rowe Price Equity Income(2) | 0.60% on the amount in excess of $3.5 billion |
(1) | The assets of Government Liquid Assets are aggregated with those of Voya Limited Maturity Bond Portfolio, which is not included in this report, to determine the Unified Fee applicable to the Portfolio. |
(2) | The assets of these Portfolios are aggregated with those of VY® Clarion Real Estate Portfolio, which is not included in this report, to determine the Unified Fee applicable to each respective Portfolio. |
Portfolio | Sub-Adviser | |||
---|---|---|---|---|
Government Liquid Assets | Voya Investment Management Co. LLC* | |||
Clarion Global Real Estate | CBRE Clarion Securities LLC | |||
FMR® Diversified Mid Cap | Fidelity Management & Research Company | |||
Invesco Growth and Income | Invesco Advisers, Inc. | |||
JPMorgan Emerging Markets Equity | J.P. Morgan Investment Management Inc. | |||
Morgan Stanley Global Franchise | Morgan Stanley Investment Management Inc. | |||
T. Rowe Price Capital Appreciation | T. Rowe Price Associates, Inc. | |||
T. Rowe Price Equity Income | T. Rowe Price Associates, Inc. | |||
T. Rowe Price International Stock | T. Rowe Price Associates, Inc. |
(3) | The waiver for Clarion Global Real Estate is limited to an annual 50% of the savings based on the Portfolio’s assets as of May 1, 2009. |
(4) | The waiver for T. Rowe Price Equity Income is based on the total savings in excess of $500,000 as a result of the aggregated sub-advisory fee schedules of T. Rowe Price Equity Income and VY® T. Rowe Price Growth Equity Portfolio, which is not included in this report. The aggregated amount of savings is allocated to the two Portfolios pro rata based on each Portfolio’s contribution to the amount saved. |
June 30, | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2018 | 2019 | 2020 | Total | |||||||||||||||
Government Liquid Assets | $ | 834,008 | $ | 297,510 | $ | — | $ | 1,131,518 |
Subsidiary | Portfolio | Percentage | ||||||
---|---|---|---|---|---|---|---|---|
ReliaStar Life Insurance Company | T. Rowe Price International Stock | 12.61 | % | |||||
Security Life of Denver Insurance Company | JPMorgan Emerging Markets Equity | 6.38 | ||||||
Voya Institutional Trust Company | Government Liquid Assets | 43.67 | ||||||
Clarion Global Real Estate | 9.94 | |||||||
FMR® Diversified Mid Cap | 10.33 | |||||||
JPMorgan Emerging Markets Equity | 7.86 | |||||||
Morgan Stanley Global Franchise | 18.66 | |||||||
T. Rowe Price Capital Appreciation | 21.06 | |||||||
T. Rowe Price Equity Income | 15.20 | |||||||
T. Rowe Price International Stock | 7.64 | |||||||
Voya Insurance and Annuity Company | Government Liquid Assets | 46.42 | ||||||
Clarion Global Real Estate | 24.22 | |||||||
FMR® Diversified Mid Cap | 60.86 | |||||||
Invesco Growth and Income | 73.10 | |||||||
JPMorgan Emerging Markets Equity | 65.71 | |||||||
Morgan Stanley Global Franchise | 80.08 | |||||||
T. Rowe Price Capital Appreciation | 43.30 | |||||||
T. Rowe Price Equity Income | 56.34 | |||||||
T. Rowe Price International Stock | 65.38 | |||||||
Voya Retirement Insurance and Annuity Company | Clarion Global Real Estate | 29.13 | ||||||
FMR® Diversified Mid Cap | 23.93 | |||||||
Invesco Growth and Income | 15.38 | |||||||
JPMorgan Emerging Markets Equity | 13.59 | |||||||
T. Rowe Price Capital Appreciation | 27.74 | |||||||
T. Rowe Price Equity Income | 21.98 | |||||||
T. Rowe Price International Stock | 7.22 |
Portfolio | Class ADV | Class I | Class S | Class S2 | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Clarion Global Real Estate | 1.50 | % | 0.90 | % | 1.15 | % | 1.30 | % | ||||||||||
T. Rowe Price International Stock | 1.40 | % | 0.80 | % | 1.05 | % | N/A |
June 30, | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2018 | 2019 | 2020 | Total | |||||||||||||||
Clarion Global Real Estate | $ | 274,210 | $ | 214,624 | $ | 191,234 | $ | 680,068 |
Portfolio | Days Utilized | Approximate Average Daily Balance For Days Utilized | Approximate Weighted Average Interest Rate For Days Utilized | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMR® Diversified Mid Cap | 8 | $ | 1,684,875 | 1.70 | % | |||||||||
Invesco Growth and Income | 3 | 1,169,000 | 1.91 | |||||||||||
JPMorgan Emerging Markets Equity | 31 | 2,123,484 | 1.85 | |||||||||||
T. Rowe Price Capital Appreciation | 2 | 2,794,000 | 1.87 |
Number of Contracts | Cost | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Balance at 12/31/2016 | 3,791 | $ | 1,021,320 | |||||||
Options Terminated in Closing Sell Transactions | (3,791 | ) | (1,021,320 | ) | ||||||
Balance at 06/30/2017 | — | $ | — |
Number of Contracts | Premiums Received | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Balance at 12/31/2016 | 97,259 | $ | 28,328,492 | |||||||
Options Written | 32,470 | 11,916,371 | ||||||||
Options Terminated in Closing Purchase Transactions | (7,084 | ) | (2,958,244 | ) | ||||||
Options Expired | (87,232 | ) | (20,104,178 | ) | ||||||
Balance at 06/30/2017 | 35,413 | $ | 17,182,441 |
Year or | 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) | |||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||||||
Government Liquid Assets | |||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 6,526,875 | — | 137,144 | (21,069,783 | ) | (14,405,764 | ) | 6,526,875 | — | 137,144 | (21,069,783 | ) | (14,405,764 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 31,152,166 | — | 163,170 | (46,723,018 | ) | (15,407,682 | ) | 31,152,166 | — | 163,171 | (46,723,018 | ) | (15,407,681 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 31,908,549 | — | 490,797 | (100,609,649 | ) | (68,210,303 | ) | 31,908,549 | — | 490,798 | (100,609,649 | ) | (68,210,302 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 167,915,285 | — | 474,800 | (232,710,222 | ) | (64,320,137 | ) | 167,915,285 | — | 474,800 | (232,710,222 | ) | (64,320,137 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 26,574,087 | — | 219,986 | (61,595,566 | ) | (34,801,493 | ) | 26,574,087 | — | 219,986 | (61,595,566 | ) | (34,801,493 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 146,154,617 | — | 376,560 | (78,128,370 | ) | 68,402,807 | 146,154,617 | — | 376,560 | (78,128,371 | ) | 68,402,806 |
Year or | Shares sold | Shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) in shares outstanding | Shares sold | Proceeds from shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) | |||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||||||
Clarion Global Real Estate | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 136,175 | — | — | (395,095 | ) | (258,920 | ) | 1,569,660 | — | — | (4,639,199 | ) | (3,069,539 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 216,233 | — | 17,580 | (355,360 | ) | (121,547 | ) | 2,556,347 | — | 214,516 | (4,132,833 | ) | (1,361,970 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 812,266 | — | — | (1,654,143 | ) | (841,877 | ) | 9,727,207 | — | — | (19,780,575 | ) | (10,053,368 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 4,348,615 | — | 195,482 | (2,985,010 | ) | 1,559,087 | 52,183,960 | — | 2,458,630 | (36,035,916 | ) | 18,606,674 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 337,685 | — | — | (1,191,928 | ) | (854,243 | ) | 3,979,248 | — | — | (14,145,306 | ) | (10,166,058 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 440,931 | — | 117,398 | (2,043,551 | ) | (1,485,222 | ) | 5,382,774 | — | 1,467,918 | (24,355,359 | ) | (17,504,667 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 2,410 | — | — | (8,068 | ) | (5,658 | ) | 28,514 | — | — | (95,867 | ) | (67,353 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 8,556 | — | 878 | (28,260 | ) | (18,826 | ) | 100,931 | — | 11,036 | (334,600 | ) | (222,633 | ) | |||||||||||||||||||||||||||||
FMR® Diversified Mid Cap | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 57,980 | — | — | (404,873 | ) | (346,893 | ) | 907,680 | — | — | (6,369,454 | ) | (5,461,774 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 125,843 | — | 225,850 | (2,096,526 | ) | (1,744,833 | ) | 1,805,853 | — | 3,180,314 | (30,220,282 | ) | (25,234,115 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 165,151 | — | — | (388,683 | ) | (223,532 | ) | 2,687,005 | — | — | (6,352,900 | ) | (3,665,895 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 421,326 | — | 596,919 | (1,628,630 | ) | (610,385 | ) | 6,354,643 | — | 8,830,079 | (24,416,837 | ) | (9,232,115 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 490,601 | — | — | (4,042,461 | ) | (3,551,860 | ) | 7,829,776 | — | — | (65,386,375 | ) | (57,556,599 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 244,370 | — | 4,100,560 | (8,693,111 | ) | (4,348,181 | ) | 3,644,763 | — | 59,836,273 | (128,663,158 | ) | (65,182,122 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 41,101 | — | — | (411,373 | ) | (370,272 | ) | 656,915 | — | — | (6,575,024 | ) | (5,918,109 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 85,337 | — | 378,958 | (736,288 | ) | (271,993 | ) | 1,257,204 | — | 5,460,800 | (10,804,640 | ) | (4,086,636 | ) | |||||||||||||||||||||||||||||
Invesco Growth and Income | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 103,144 | — | — | (67,387 | ) | 35,757 | 2,803,003 | — | — | (1,830,920 | ) | 972,083 | |||||||||||||||||||||||||||||||
12/31/2016 | 125,822 | 12,334 | 84,672 | (131,043 | ) | 91,785 | 3,214,984 | 292,912 | 1,968,611 | (3,225,018 | ) | 2,251,489 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 104,578 | — | — | (75,307 | ) | 29,271 | 2,862,411 | — | — | (2,068,668 | ) | 793,743 | |||||||||||||||||||||||||||||||
12/31/2016 | 157,591 | — | 132,850 | (136,152 | ) | 154,289 | 3,920,387 | — | 3,106,024 | (3,377,947 | ) | 3,648,464 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 579,374 | — | — | (2,465,902 | ) | (1,886,528 | ) | 15,894,427 | — | — | (68,110,983 | ) | (52,216,556 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 1,446,516 | 385,775 | 2,413,179 | (2,899,698 | ) | 1,345,772 | 37,160,865 | 9,287,265 | 56,854,496 | (72,146,302 | ) | 31,156,324 | |||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 11,259 | — | — | (158,387 | ) | (147,128 | ) | 307,190 | — | — | (4,330,531 | ) | (4,023,341 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 31,290 | — | 211,443 | (306,692 | ) | (63,959 | ) | 767,707 | — | 4,945,654 | (7,713,668 | ) | (2,000,307 | ) | |||||||||||||||||||||||||||||
JPMorgan Emerging Markets Equity | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 331,104 | — | — | (202,625 | ) | 128,479 | 5,452,177 | — | — | (3,334,286 | ) | 2,117,891 | |||||||||||||||||||||||||||||||
12/31/2016 | 306,604 | — | 21,058 | (477,679 | ) | (150,017 | ) | 4,412,122 | — | 306,390 | (6,767,395 | ) | (2,048,883 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 462,251 | — | — | (932,326 | ) | (470,075 | ) | 7,936,094 | — | — | (16,116,557 | ) | (8,180,463 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 795,641 | — | 61,014 | (974,183 | ) | (117,528 | ) | 11,807,335 | — | 926,803 | (14,586,056 | ) | (1,851,918 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 1,112,741 | — | — | (2,334,994 | ) | (1,222,253 | ) | 19,221,764 | — | — | (39,297,110 | ) | (20,075,346 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 1,455,712 | — | 297,486 | (4,949,817 | ) | (3,196,619 | ) | 21,110,094 | — | 4,500,957 | (71,843,125 | ) | (46,232,074 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 16,261 | — | — | (128,126 | ) | (111,865 | ) | 267,723 | — | — | (2,117,611 | ) | (1,849,888 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 37,457 | — | 10,383 | (310,326 | ) | (262,486 | ) | 532,624 | — | 155,443 | (4,458,019 | ) | (3,769,952 | ) | |||||||||||||||||||||||||||||
Morgan Stanley Global Franchise | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 261,976 | — | — | (385,723 | ) | (123,747 | ) | 4,137,783 | — | — | (6,111,054 | ) | (1,973,271 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 840,372 | — | 410,688 | (233,670 | ) | 1,017,390 | 12,885,015 | — | 6,176,740 | (3,484,785 | ) | 15,576,970 | |||||||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 111 | — | — | (563 | ) | (452 | ) | 1,866 | — | — | (9,274 | ) | (7,408 | ) | |||||||||||||||||||||||||||||
5/3/2016(1)– 12/31/2016 | 3,199 | — | 18 | (3 | ) | 3,214 | 47,299 | — | 285 | (45 | ) | 47,539 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 184,655 | — | — | (2,346,055 | ) | (2,161,400 | ) | 3,270,367 | — | — | (39,124,195 | ) | (35,853,828 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 1,113,768 | — | 1,890,557 | (3,430,414 | ) | (426,089 | ) | 17,854,426 | — | 29,889,704 | (53,616,893 | ) | (5,872,763 | ) |
Year or | 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) | |||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||||||
Morgan Stanley Global Franchise (continued) | |||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 42,213 | — | — | (259,952 | ) | (217,739 | ) | 695,793 | — | — | (4,318,563 | ) | (3,622,770 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 32,826 | — | 288,742 | (559,415 | ) | (237,847 | ) | 516,323 | — | 4,533,244 | (8,656,872 | ) | (3,607,305 | ) | |||||||||||||||||||||||||||||
T. Rowe Price Capital Appreciation | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 2,064,938 | — | — | (610,080 | ) | 1,454,858 | 53,319,574 | — | — | (15,914,250 | ) | 37,405,324 | |||||||||||||||||||||||||||||||
12/31/2016 | 6,390,418 | — | 2,894,771 | (1,188,411 | ) | 8,096,778 | 160,879,400 | — | 71,214,247 | (29,720,194 | ) | 202,373,453 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 3,577,492 | — | — | (5,323,157 | ) | (1,745,665 | ) | 96,432,281 | — | — | (140,080,333 | ) | (43,648,052 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 5,882,117 | — | 4,482,386 | (7,137,200 | ) | 3,227,303 | 154,795,188 | — | 114,725,136 | (184,542,088 | ) | 84,978,236 | |||||||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 1,133,751 | — | — | (185,172 | ) | 948,579 | 30,564,283 | — | — | (4,852,874 | ) | 25,711,409 | |||||||||||||||||||||||||||||||
5/3/2016(1)– 12/31/2016 | 345,021 | — | 4,420 | (8,362 | ) | 341,079 | 8,842,143 | — | 113,031 | (212,244 | ) | 8,742,930 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 2,348,005 | — | — | (11,956,376 | ) | (9,608,371 | ) | 62,877,879 | — | — | (321,213,840 | ) | (258,335,961 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 4,510,738 | — | 16,092,461 | (15,538,369 | ) | 5,064,830 | 117,889,049 | — | 411,627,044 | (402,015,229 | ) | 127,500,864 | |||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 79,889 | — | — | (334,461 | ) | (254,572 | ) | 2,120,752 | — | — | (8,882,442 | ) | (6,761,690 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 288,667 | — | 332,917 | (706,132 | ) | (84,548 | ) | 7,572,033 | — | 8,453,080 | (18,242,225 | ) | (2,217,112 | ) | |||||||||||||||||||||||||||||
T. Rowe Price Equity Income | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 175,223 | — | — | (375,053 | ) | (199,830 | ) | 2,450,996 | — | — | (5,252,085 | ) | (2,801,089 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 439,527 | — | 452,252 | (1,034,886 | ) | (143,107 | ) | 5,809,508 | — | 5,847,022 | (13,544,112 | ) | (1,887,582 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 455,316 | — | — | (3,742,743 | ) | (3,287,427 | ) | 6,424,653 | — | — | (53,657,879 | ) | (47,233,226 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 4,327,739 | — | 1,228,991 | (2,674,436 | ) | 2,882,294 | 59,742,561 | — | 16,218,202 | (35,992,041 | ) | 39,968,722 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 1,197,321 | — | — | (6,978,426 | ) | (5,781,105 | ) | 16,907,722 | — | — | (99,603,143 | ) | (82,695,421 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 2,793,768 | — | 7,088,265 | (11,555,727 | ) | (1,673,694 | ) | 38,214,862 | — | 93,436,445 | (154,598,822 | ) | (22,947,515 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 84,707 | — | — | (644,642 | ) | (559,935 | ) | 1,195,308 | — | — | (9,095,356 | ) | (7,900,048 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 238,450 | — | 1,022,751 | (1,477,507 | ) | (216,306 | ) | 3,192,017 | — | 13,314,058 | (19,546,051 | ) | (3,039,976 | ) | |||||||||||||||||||||||||||||
T. Rowe Price International Stock | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 122,470 | — | — | (95,540 | ) | 26,930 | 1,721,264 | — | — | (1,361,852 | ) | 359,412 | |||||||||||||||||||||||||||||||
12/31/2016 | 163,442 | — | 13,035 | (193,218 | ) | (16,741 | ) | 2,058,188 | — | 167,245 | (2,464,400 | ) | (238,967 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 68,376 | — | — | (166,716 | ) | (98,340 | ) | 990,657 | — | — | (2,368,895 | ) | (1,378,238 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 152,394 | — | 50,896 | (316,899 | ) | (113,609 | ) | 1,935,278 | — | 652,991 | (4,041,711 | ) | (1,453,442 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 1,233,629 | — | — | (1,189,753 | ) | 43,876 | 17,535,192 | — | — | (16,533,779 | ) | 1,001,413 | |||||||||||||||||||||||||||||||
12/31/2016 | 807,003 | — | 183,027 | (2,400,914 | ) | (1,410,884 | ) | 10,244,143 | — | 2,340,920 | (30,354,268 | ) | (17,769,205 | ) |
(1) | Commencement of operations |
Clarion Global Real Estate | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | |||||||||||
Barclays Capital Inc. | $ | 422,742 | $ | (422,742 | ) | $— | ||||||||
Goldman Sachs & Co. | 2,302,863 | (2,302,863 | ) | — | ||||||||||
Total | $ | 2,725,605 | $ | (2,725,605 | ) | $— |
(1) | Collateral with a fair value of $2,863,504 has been received in connection with the above securities lending transactions. Excess collateral received from the individual counterparty is not shown for financial reporting purposes. |
FMR® Diversified Mid Cap | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | |||||||||||
Goldman Sachs & Co. | $ | 1,111,822 | $ | (1,111,822 | ) | $— | ||||||||
Nomura Securities International, Inc. | 2,682,652 | (2,682,652 | ) | — | ||||||||||
Scotia Capital (USA) INC | 165,589 | (165,589 | ) | — | ||||||||||
UBS Securities LLC. | 949,025 | (949,025 | ) | — | ||||||||||
Total | $ | 4,909,088 | $ | (4,909,088 | ) | $— |
(1) | Collateral with a fair value of $5,029,037 has been received in connection with the above securities lending transactions. Excess collateral received from the individual counterparty is not shown for financial reporting purposes. |
JPMorgan Emerging Markets Equity | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | |||||||||||||
Goldman Sachs & Co. | $ | 8,114,449 | $ | (8,114,449 | ) | $ | — | |||||||||
Nomura Securities International, Inc. | 188,269 | (188,269 | ) | — | ||||||||||||
Total | $ | 8,302,718 | $ | (8,302,718 | ) | $ | — |
(1) | Collateral with a fair value of $8,560,646 has been received in connection with the above securities lending transactions. Excess collateral received from the individual counterparty is not shown for financial reporting purposes. |
Morgan Stanley Global Franchise Portfolio | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | |||||||||||||
HSBC Bank PLC | $ | 13,380,314 | $ | (13,380,314 | ) | $ | — | |||||||||
Total | $ | 13,380,314 | $ | (13,380,314 | ) | $ | — |
(1) | Collateral with a fair value of $14,056,412 has been received in connection with the above securities lending transactions. Excess collateral received from the individual counterparty is not shown for financial reporting purposes. |
T. Rowe Price Capital Appreciation | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | |||||||||||||
BNP Paribas Prime Brokerage Intl Ltd | $ | 21,763 | $ | (21,763 | ) | $ | — | |||||||||
Citigroup Global Markets Inc. | 4,527,228 | (4,527,228 | ) | — | ||||||||||||
Credit Suisse Securities (USA) LLC | 3,726,310 | (3,726,310 | ) | — | ||||||||||||
Goldman Sachs & Co. | 260,352 | (260,352 | ) | — | ||||||||||||
Industrial And Commercial Bank Of China | 118,674 | (118,674 | ) | — | ||||||||||||
J.P. Morgan Securities LLC | 2,523 | (2,523 | ) | — | ||||||||||||
Jefferies LLC | 70,272 | (70,272 | ) | — | ||||||||||||
Mizuho Securities USA LLC. | 303,800 | (303,800 | ) | — | ||||||||||||
RBC Capital Markets, LLC | 3,125,473 | (3,125,473 | ) | — | ||||||||||||
SG Americas Securities, LLC | 1,276,608 | (1,276,608 | ) | — | ||||||||||||
UBS Securities LLC. | 250,818 | (250,818 | ) | — | ||||||||||||
Wells Fargo Securities LLC | 25,345 | (25,345 | ) | — | ||||||||||||
Total | $ | 13,709,166 | $ | (13,709,166 | ) | $ | — |
(1) | Collateral with a fair value of $14,049,077 has been received in connection with the above securities lending transactions. Excess collateral received from the individual counterparty is not shown for financial reporting purposes. |
T. Rowe Price Equity and Income Portfolio | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | |||||||||||||
Morgan Stanley & Co. LLC | $ | 4,158,283 | $ | (4,158,283 | ) | $ | — | |||||||||
RBC Dominion Securities Inc | 5,761,236 | (5,761,236 | ) | — | ||||||||||||
Total | $ | 9,919,519 | $ | (9,919,519 | ) | $ | — |
(1) | Collateral with a fair value of $10,149,811 has been received in connection with the above securities lending transactions. Excess collateral received from the individual counterparty is not shown for financial reporting purposes. |
T. Rowe Price International Stock | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | |||||||||||||
Merrill Lynch, Pierce, Fenner & Smith Inc. | $ | 369,096 | $ | (369,096 | ) | $ | — | |||||||||
Nomura Securities International, Inc. | 124 | (124 | ) | — | ||||||||||||
Scotia Capital (USA) INC | 675,013 | (675,013 | ) | — | ||||||||||||
Total | $ | 1,044,233 | $ | (1,044,233 | ) | $ | — |
(1) | Collateral with a fair value of $1,071,845 has been received in connection with the above securities lending transactions. Excess collateral received from the individual counterparty is not shown for financial reporting purposes. |
Loan | Unfunded Commitments | Unrealized Depreciation at 6/30/17* | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
EagleClaw Midstream | $ | 7,175,000 | $ | (34,275 | ) | |||||||
$ | 7,175,000 | $ | (34,275 | ) |
* | Unfunded loan commitments are marked to market daily and any unrealized appreciation or depreciation is included in the Portfolio’s Statement of Assets and Liabilities and Statement of Operations. |
Six Months Ended June 30, 2017 | Year Ended December 31, 2016 | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Ordinary Income | Ordinary Income | Long-term Capital Gains | |||||||||||||
Government Liquid Assets | $ | 847,928 | $ | 1,009,709 | $ | 4,822 | |||||||||
Clarion Global Real Estate | — | 4,152,100 | — | ||||||||||||
FMR® Diversified Mid Cap | — | 10,531,825 | 66,775,641 | ||||||||||||
Invesco Growth and Income | — | 11,596,382 | 55,278,403 | ||||||||||||
JPMorgan Emerging Markets Equity | — | 5,889,593 | — | ||||||||||||
Morgan Stanley Global Franchise | — | 5,363,395 | 35,236,578 | ||||||||||||
T. Rowe Price Capital Appreciation | — | 238,115,830 | 368,016,708 | ||||||||||||
T. Rowe Price Equity Income | — | 22,857,720 | 105,958,007 | ||||||||||||
T. Rowe Price International Stock | — | 3,161,156 | — |
Capital Loss Carryforwards | |||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Undistributed Ordinary Income | Undistributed Long-term Capital Gains | Unrealized Appreciation/ (Depreciation) | Amount | Character | Expiration | ||||||||||||||||||||||
Government Liquid Assets | $ | 5,340 | $ | — | $ | — | $ | — | — | — | |||||||||||||||||
Clarion Global Real Estate | 11,476,157 | — | 52,336,055 | (138,763,608 | ) | Short-term | 2017 | ||||||||||||||||||||
(9,567,152 | ) | Short-term | 2018 | ||||||||||||||||||||||||
$ | (148,330,760 | ) | |||||||||||||||||||||||||
FMR® Diversified Mid Cap | — | 38,779,757 | 86,873,242 | — | — | — | |||||||||||||||||||||
Invesco Growth and Income | 11,396,859 | 30,385,211 | 136,663,564 | (205,973 | ) | Short-term | 2017 | ||||||||||||||||||||
(2,329,128 | ) | Long-term | None | ||||||||||||||||||||||||
$ | (2,535,101 | )* | |||||||||||||||||||||||||
JPMorgan Emerging Markets Equity | 2,601,160 | — | 38,729,039 | (1,618,381 | ) | Short-term | None | ||||||||||||||||||||
(35,691,597 | ) | Long-term | None | ||||||||||||||||||||||||
$ | (37,309,978 | ) | |||||||||||||||||||||||||
Morgan Stanley Global Franchise | 5,408,328 | 25,513,928 | 61,013,820 | — | — | — | |||||||||||||||||||||
T. Rowe Price Capital Appreciation | 24,580,209 | 292,624,472 | 449,205,219 | — | — | — | |||||||||||||||||||||
T. Rowe Price Equity Income | 3,963,622 | 74,336,353 | 235,780,766 | (620,380 | ) | Short-term | 2017 | ||||||||||||||||||||
(162,382 | ) | Short-term | 2018 | ||||||||||||||||||||||||
$ | (782,762 | )* | |||||||||||||||||||||||||
T. Rowe Price International Stock | 2,695,421 | — | 2,540,216 | (82,466,488 | ) | Short-term | 2017 |
* | Utilization of these capital losses is subject to annual limitations under Section 382 of the Internal Revenue Code. Amounts and years of expiration may be adjusted to reflect future gain/loss activity to comply with the limitation rules. |
Net investment income | $ | 8,031,321 | ||||
Net realized and unrealized gain on investments | $ | 88,966,885 | ||||
Net increase in net assets resulting from operations | $ | 96,998,206 |
Total Net Assets of Acquired Portfolio (000s) | Total Net Assets of Acquiring Portfolio (000s) | Acquired Portfolio’s Capital Loss Carryforwards (000s) | Acquired Portfolio’s Unrealized Appreciation (000s) | Portfolios’ Conversion Ratio | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
$9,580 | $ | 516,268 | $ | $12,511 | $ | — | 0.4948 |
PER SHARE AMOUNTS | ||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net Investment Income | Short-term Capital Gains | Long-term Capital Gains | Payable Date | Record Date | ||||||||||||||||||
Government Liquid Assets | ||||||||||||||||||||||
Class I | $ | 0.0006 | $ | — | $ | — | August 1, 2017 | Daily | ||||||||||||||
Class S | $ | 0.0004 | $ | — | $ | — | August 1, 2017 | Daily | ||||||||||||||
Class S2 | $ | 0.0003 | $ | — | $ | — | August 1, 2017 | Daily | ||||||||||||||
Clarion Global Real Estate | ||||||||||||||||||||||
Class ADV | $ | 0.3697 | $ | — | $ | — | July 17, 2017 | July 13, 2017 | ||||||||||||||
Class I | $ | 0.4518 | $ | — | $ | — | July 17, 2017 | July 13, 2017 | ||||||||||||||
Class S | $ | 0.4169 | $ | — | $ | — | July 17, 2017 | July 13, 2017 | ||||||||||||||
Class S2 | $ | 0.3963 | $ | — | $ | — | July 17, 2017 | July 13, 2017 | ||||||||||||||
FMR® Diversified Mid Cap | ||||||||||||||||||||||
Class ADV | $ | 0.0244 | $ | 0.2236 | $ | 3.3301 | July 14, 2017 | July 12, 2017 | ||||||||||||||
Class I | $ | 0.0798 | $ | 0.2236 | $ | 3.3301 | July 14, 2017 | July 12, 2017 | ||||||||||||||
Class S | $ | 0.0571 | $ | 0.2236 | $ | 3.3301 | July 14, 2017 | July 12, 2017 | ||||||||||||||
Class S2 | $ | 0.0442 | $ | 0.2236 | $ | 3.3301 | July 14, 2017 | July 12, 2017 | ||||||||||||||
Invesco Growth and Income | ||||||||||||||||||||||
Class ADV | $ | 0.5125 | $ | — | $ | 1.5158 | July 17, 2017 | July 13, 2017 | ||||||||||||||
Class I | $ | 0.6371 | $ | — | $ | 1.5158 | July 17, 2017 | July 13, 2017 | ||||||||||||||
Class S | $ | 0.5719 | $ | — | $ | 1.5158 | July 17, 2017 | July 13, 2017 | ||||||||||||||
Class S2 | $ | 0.5212 | $ | — | $ | 1.5158 | July 17, 2017 | July 13, 2017 | ||||||||||||||
JPMorgan Emerging Markets Equity | ||||||||||||||||||||||
Class ADV | $ | 0.0451 | $ | — | $ | — | July 17, 2017 | July 13, 2017 | ||||||||||||||
Class I | $ | 0.1260 | $ | — | $ | — | July 17, 2017 | July 13, 2017 | ||||||||||||||
Class S | $ | 0.0850 | $ | — | $ | — | July 17, 2017 | July 13, 2017 | ||||||||||||||
Class S2 | $ | 0.0519 | $ | — | $ | — | July 17, 2017 | July 13, 2017 | ||||||||||||||
Morgan Stanley Global Franchise | ||||||||||||||||||||||
Class ADV | $ | 0.1673 | $ | 0.0255 | $ | 1.0382 | July 17, 2017 | July 13, 2017 | ||||||||||||||
Class R6 | $ | 0.2506 | $ | 0.0255 | $ | 1.0382 | July 17, 2017 | July 13, 2017 | ||||||||||||||
Class S | $ | 0.2046 | $ | 0.0255 | $ | 1.0382 | July 17, 2017 | July 13, 2017 | ||||||||||||||
Class S2 | $ | 0.1775 | $ | 0.0255 | $ | 1.0382 | July 17, 2017 | July 13, 2017 | ||||||||||||||
T. Rowe Price Capital Appreciation | ||||||||||||||||||||||
Class ADV | $ | 0.0772 | $ | 0.0301 | $ | 1.2765 | July 17, 2017 | July 13, 2017 | ||||||||||||||
Class I | $ | 0.0772 | $ | 0.0301 | $ | 1.2765 | July 17, 2017 | July 13, 2017 | ||||||||||||||
Class R6 | $ | 0.0772 | $ | 0.0301 | $ | 1.2765 | July 17, 2017 | July 13, 2017 | ||||||||||||||
Class S | $ | 0.0772 | $ | 0.0301 | $ | 1.2765 | July 17, 2017 | July 13, 2017 | ||||||||||||||
Class S2 | $ | 0.0772 | $ | 0.0301 | $ | 1.2765 | July 17, 2017 | July 13, 2017 | ||||||||||||||
T. Rowe Price Equity Income | ||||||||||||||||||||||
Class ADV | $ | 0.0589 | $ | — | $ | 1.1040 | July 17, 2017 | July 13, 2017 | ||||||||||||||
Class I | $ | 0.0589 | $ | — | $ | 1.1040 | July 17, 2017 | July 13, 2017 | ||||||||||||||
Class S | $ | 0.0589 | $ | — | $ | 1.1040 | July 17, 2017 | July 13, 2017 | ||||||||||||||
Class S2 | $ | 0.0589 | $ | — | $ | 1.1040 | July 17, 2017 | July 13, 2017 | ||||||||||||||
T. Rowe Price International Stock | ||||||||||||||||||||||
Class ADV | $ | 0.1294 | $ | — | $ | — | July 17, 2017 | July 13, 2017 | ||||||||||||||
Class I | $ | 0.2031 | $ | — | $ | — | July 17, 2017 | July 13, 2017 | ||||||||||||||
Class S | $ | 0.1682 | $ | — | $ | — | July 17, 2017 | July 13, 2017 |
VOYA GOVERNMENT LIQUID ASSETS PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) |
as of June 30, 2017
(as a percentage of net assets)
U.S. Government Agency Debt | 33.5 | % | ||||
U.S. Treasury Debt | 25.3 | % | ||||
U.S. Treasury Repurchase Agreement | 16.6 | % | ||||
Investment Companies | 8.1 | % | ||||
Assets in Excess of Other Liabilities | 16.5 | % | ||||
Net Assets | 100.0 | % |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. GOVERNMENT AGENCY DEBT: 33.5% | |||||||||||||||||||
750,000 | Federal Farm Credit Banks, 0.480%, 10/17/17 | $ | 749,868 | 0.1 | |||||||||||||||
5,750,000 | Federal Farm Credit Banks, 0.490%, 10/25/17 | 5,750,000 | 0.7 | ||||||||||||||||
9,500,000 | Federal Farm Credit Banks, 0.570%, 09/14/17 | 9,500,000 | 1.1 | ||||||||||||||||
2,600,000 | Federal Farm Credit Banks, 0.680%, 12/08/17 | 2,600,644 | 0.3 | ||||||||||||||||
2,000,000 | Federal Farm Credit Banks, 0.790%, 09/18/17 | 2,000,000 | 0.2 | ||||||||||||||||
900,000 | Federal Farm Credit Banks, 0.800%, 08/29/17 | 900,158 | 0.1 | ||||||||||||||||
500,000 | Federal Farm Credit Banks, 0.960%, 09/21/17 | 504,532 | 0.1 | ||||||||||||||||
7,800,000 | Federal Farm Credit Banks, 1.030%, 02/20/18 | 7,805,531 | 0.9 | ||||||||||||||||
1,250,000 | Federal Farm Credit Banks, 1.000%, 07/03/17 | 1,249,996 | 0.1 | ||||||||||||||||
550,000 | Federal Farm Credit Banks, 1.140%, 10/13/17 | 550,251 | 0.1 | ||||||||||||||||
2,750,000 | Federal Farm Credit Banks, 1.180%, 08/01/17 | 2,750,721 | 0.3 | ||||||||||||||||
650,000 | Federal Farm Credit Banks, 1.240%, 03/22/18 | 650,713 | 0.1 | ||||||||||||||||
1,950,000 | Federal Farm Credit Banks, 1.280%, 04/13/18 | 1,944,768 | 0.2 | ||||||||||||||||
2,250,000 | Federal Farm Credit Discount Notes, 1.180%, 03/07/18 | 2,232,103 | 0.3 | ||||||||||||||||
980,000 | Z | Federal Farm Credit Discount Notes, 03/16/18 | 971,502 | 0.1 | |||||||||||||||
90,200,000 | Federal Home Loan Bank Discount Notes, 0.090%, 08/23/17 | 90,057,329 | 10.5 | ||||||||||||||||
11,500,000 | Federal Home Loan Bank Discount Notes, 0.680%, 08/11/17 | 11,489,509 | 1.3 | ||||||||||||||||
700,000 | Federal Home Loan Bank Discount Notes, 0.850%, 07/03/17 | 699,968 | 0.1 | ||||||||||||||||
2,500,000 | Federal Home Loan Bank Discount Notes, 1.060%, 09/22/17 | 2,494,006 | 0.3 | ||||||||||||||||
3,250,000 | Federal Home Loan Bank Discount Notes, 1.000%, 08/18/17 | 3,245,753 | 0.4 | ||||||||||||||||
U.S. GOVERNMENT AGENCY DEBT: (continued) | |||||||||||||||||||
15,250,000 | Federal Home Loan Bank Discount Notes, 1.080%, 09/28/17 | $ | 15,210,037 | 1.8 | |||||||||||||||
1,200,000 | Z | Federal Home Loan Bank Discount Notes, 07/26/17 | 1,199,158 | 0.1 | |||||||||||||||
6,000,000 | Federal Home Loan Banks, 0.460%, 08/01/17 | 5,999,865 | 0.7 | ||||||||||||||||
6,500,000 | Federal Home Loan Banks, 0.570%, 07/12/17 | 6,499,990 | 0.8 | ||||||||||||||||
16,500,000 | Federal Home Loan Banks, 0.660%, 08/16/17 | 16,500,000 | 1.9 | ||||||||||||||||
16,000,000 | Federal Home Loan Banks, 0.700%, 08/17/17 | 16,000,000 | 1.9 | ||||||||||||||||
3,300,000 | Federal Home Loan Banks, 0.800%, 11/15/17 | 3,302,603 | 0.4 | ||||||||||||||||
850,000 | Federal Home Loan Banks, 0.880%, 02/01/18 | 849,790 | 0.1 | ||||||||||||||||
600,000 | Federal Home Loan Banks, 0.930%, 02/08/18 | 599,873 | 0.1 | ||||||||||||||||
1,700,000 | Federal Home Loan Banks, 1.070%, 10/05/17 | 1,698,480 | 0.2 | ||||||||||||||||
900,000 | Federal Home Loan Banks, 1.130%, 11/02/17 | 900,696 | 0.1 | ||||||||||||||||
950,000 | Federal Home Loan Banks, 1.160%, 12/07/17 | 950,870 | 0.1 | ||||||||||||||||
900,000 | Federal Home Loan Banks, 1.220%, 03/08/18 | 901,222 | 0.1 | ||||||||||||||||
550,000 | Federal Home Loan Banks, 1.260%, 02/28/18 | 550,601 | 0.1 | ||||||||||||||||
2,750,000 | Federal Home Loan Mortgage Corp., 0.670%, 07/21/17 | 2,750,169 | 0.3 | ||||||||||||||||
9,100,000 | Federal Home Loan Mortgage Corp., 0.800%, 09/27/17 | 9,104,289 | 1.1 | ||||||||||||||||
8,750,000 | Federal Home Loan Mortgage Corp., 0.850%, 08/25/17 | 8,749,366 | 1.0 | ||||||||||||||||
2,850,000 | Federal Home Loan Mortgage Corp., 0.890%, 11/24/17 | 2,850,087 | 0.3 | ||||||||||||||||
400,000 | Federal Home Loan Mortgage Corp., 0.910%, 11/24/17 | 399,900 | 0.0 | ||||||||||||||||
3,080,000 | Federal Home Loan Mortgage Corp., 0.920%, 11/13/17 | 3,081,092 | 0.4 | ||||||||||||||||
13,750,000 | Federal Home Loan Mortgage Corp., 0.980%, 11/16/17 | 13,750,000 | 1.6 | ||||||||||||||||
1,500,000 | Federal Home Loan Mortgage Corp., 0.980%, 11/28/17 | 1,500,108 | 0.2 | ||||||||||||||||
2,500,000 | Federal Home Loan Mortgage Corp., 0.980%, 12/28/17 | 2,499,008 | 0.3 | ||||||||||||||||
650,000 | Federal Home Loan Mortgage Corp., 1.030%, 09/29/17 | 649,948 | 0.1 | ||||||||||||||||
3,300,000 | Federal Home Loan Mortgage Corp., 1.040%, 02/26/18 | 3,300,315 | 0.4 | ||||||||||||||||
3,000,000 | Federal Home Loan Mortgage Corp., 1.040%, 05/18/18 | 3,000,000 | 0.3 |
VOYA GOVERNMENT LIQUID ASSETS PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. GOVERNMENT AGENCY DEBT: (continued) | |||||||||||||||||||
9,555,000 | Federal National Mortgage Association, 0.468%, 07/20/17 | $ | 9,555,229 | 1.1 | |||||||||||||||
4,300,000 | Federal National Mortgage Association, 0.640%, 10/05/17 | 4,301,235 | 0.5 | ||||||||||||||||
1,300,000 | Federal National Mortgage Association, 1.230%, 03/21/18 | 1,302,193 | 0.2 | ||||||||||||||||
Total U.S. Government Agency Debt (Cost $286,103,476) | 286,103,476 | 33.5 | |||||||||||||||||
U.S. TREASURY DEBT: 25.3% | |||||||||||||||||||
133,500,000 | United States Treasury Bill, 1.020%, 09/28/17 | 133,163,411 | 15.6 | ||||||||||||||||
77,350,000 | United States Treasury Bill, 1.050%, 10/05/17 | 77,149,640 | 9.0 | ||||||||||||||||
5,500,000 | United States Treasury Note/Bond, 1.190%, 04/30/18 | 5,510,494 | 0.7 | ||||||||||||||||
Total U.S. Treasury Debt (Cost $215,823,545) | 215,823,545 | 25.3 | |||||||||||||||||
U.S. TREASURY REPURCHASE AGREEMENT: 16.6% | |||||||||||||||||||
141,995,000 | Deutsche Bank Repurchase Agreement dated 6/30/2017, 1.150%, due 7/3/2017, $142,008,608 to be received upon repurchase (Collateralized by $145,211,400, Note, 0.750%, Market Value plus accrued interest $144,834,974 due 7/31/2018), 1.150%, 07/03/17 | 141,995,000 | 16.6 | ||||||||||||||||
Total U.S. Treasury Repurchase Agreement (Cost $141,995,000) | 141,995,000 | 16.6 |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
INVESTMENT COMPANIES: 8.1% | |||||||||||||||||||
35,000,000 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.860%, 07/03/17 | $ | 35,000,000 | 4.1 | |||||||||||||||
34,000,000 | Morgan Stanley Institutional Liquidity Funds — Government Portfolio, 0.840%, 07/03/17 | 34,000,000 | 4.0 | ||||||||||||||||
Total Investment Companies (Cost $69,000,000) | 69,000,000 | 8.1 | |||||||||||||||||
Total Investments in Securities (Cost $712,922,021) | $ | 712,922,021 | 83.5 | ||||||||||||||||
Assets in Excess of Other Liabilities | 140,554,131 | 16.5 | |||||||||||||||||
Net Assets | $ | 853,476,152 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
Z | Represents a zero coupon bond. Rate shown reflects the effective yield as of June 30, 2017. |
Cost for federal income tax purposes is $712,925,780. |
Net unrealized depreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | — | ||||
Gross Unrealized Depreciation | (3,759 | ) | ||||
Net Unrealized Depreciation | $ | (3,759 | ) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2017 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
U.S. Treasury Debt | $ | — | $ | 215,823,545 | $ | — | $ | 215,823,545 | ||||||||||
U.S. Treasury Repurchase Agreement | — | 141,995,000 | — | 141,995,000 | ||||||||||||||
Investment Companies | 69,000,000 | — | — | 69,000,000 | ||||||||||||||
U.S. Government Agency Debt | — | 286,103,476 | — | 286,103,476 | ||||||||||||||
Total Investments, at fair value | $ | 69,000,000 | $ | 643,922,021 | $ | — | $ | 712,922,021 | ||||||||||
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
VOYA GOVERNMENT LIQUID ASSETS PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) (CONTINUED) |
Counterparty | Government Repurchase Agreement, at fair value | Fair Value of Non-Cash Collateral Received Including Accrued Interest(1) | Net Amount | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Deutsche Bank | $ | 141,995,000 | $ | (141,995,000 | ) | $ | — | ||||||||||
Totals | $ | 141,995,000 | $ | (141,995,000 | ) | $ | — |
(1) | Collateral with a fair value of $145,211,400 has been pledged in connection with the above government repurchase agreement. Excess collateral received from the individual counterparty is not shown for financial reporting purposes. |
VY® CLARION GLOBAL REAL ESTATE PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) |
as of June 30, 2017
(as a percentage of net assets)
United States | 52.4 | % | ||||
Japan | 11.1 | % | ||||
Hong Kong | 8.8 | % | ||||
United Kingdom | 5.4 | % | ||||
Australia | 5.2 | % | ||||
Germany | 4.8 | % | ||||
France | 4.4 | % | ||||
Singapore | 2.2 | % | ||||
Canada | 1.8 | % | ||||
Sweden | 1.0 | % | ||||
Countries between 0.5%–0.7%ˆ | 1.8 | % | ||||
Assets in Excess of Other Liabilities* | 1.1 | % | ||||
Net Assets | 100.0 | % | ||||
* Includes short-term investments. | ||||||
ˆ Includes 3 countries, which each represents 0.5%–0.7% of net assets. |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 98.9% | |||||||||||||||||||
Australia: 5.2% | |||||||||||||||||||
667,063 | Dexus | $ | 4,856,602 | 1.5 | |||||||||||||||
520,653 | Goodman Group | 3,146,709 | 1.0 | ||||||||||||||||
774,722 | GPT Group | 2,849,441 | 0.9 | ||||||||||||||||
1,644,056 | Scentre Group | 5,111,518 | 1.6 | ||||||||||||||||
518,945 | Other Securities | 848,599 | 0.2 | ||||||||||||||||
16,812,869 | 5.2 | ||||||||||||||||||
Austria: 0.6% | |||||||||||||||||||
62,751 | Other Securities | 1,802,889 | 0.6 | ||||||||||||||||
Canada: 1.8% | |||||||||||||||||||
250,900 | Other Securities(a) | 5,883,284 | 1.8 | ||||||||||||||||
France: 4.4% | |||||||||||||||||||
21,192 | @ | Gecina S.A. | 3,326,268 | 1.0 | |||||||||||||||
140,999 | Klepierre | 5,778,965 | 1.8 | ||||||||||||||||
19,952 | Unibail-Rodamco SE | 5,027,454 | 1.6 | ||||||||||||||||
14,132,687 | 4.4 | ||||||||||||||||||
Germany: 4.8% | |||||||||||||||||||
45,181 | # | ADO Properties SA | 1,911,648 | 0.6 | |||||||||||||||
77,662 | Deutsche Wohnen AG | 2,975,813 | 0.9 | ||||||||||||||||
44,488 | LEG Immobilien AG | 4,187,617 | 1.3 | ||||||||||||||||
162,659 | Vonovia SE | 6,471,593 | 2.0 | ||||||||||||||||
15,546,671 | 4.8 | ||||||||||||||||||
Hong Kong: 8.8% | |||||||||||||||||||
952,500 | Cheung Kong Property Holdings Ltd. | 7,453,581 | 2.3 | ||||||||||||||||
COMMON STOCK: (continued) | |||||||||||||||||||
Hong Kong: (continued) | |||||||||||||||||||
1,908,500 | Hang Lung Properties Ltd. | $ | 4,769,622 | 1.5 | |||||||||||||||
506,300 | Hongkong Land Holdings Ltd. — HKHGF | 3,725,975 | 1.1 | ||||||||||||||||
829,500 | Link REIT | 6,310,040 | 1.9 | ||||||||||||||||
862,200 | Swire Properties Ltd. | 2,842,171 | 0.9 | ||||||||||||||||
416,200 | Wharf Holdings Ltd. | 3,443,924 | 1.1 | ||||||||||||||||
28,545,313 | 8.8 | ||||||||||||||||||
Japan: 11.1% | |||||||||||||||||||
449,082 | Mitsui Fudosan Co., Ltd. | 10,759,335 | 3.3 | ||||||||||||||||
2,352 | Nippon Prologis REIT, Inc. | 5,006,303 | 1.6 | ||||||||||||||||
2,253 | Orix JREIT, Inc. | 3,324,336 | 1.0 | ||||||||||||||||
290,200 | L | Hulic Co. Ltd. | 2,971,883 | 0.9 | |||||||||||||||
303,415 | Other Securities | 13,778,824 | 4.3 | ||||||||||||||||
35,840,681 | 11.1 | ||||||||||||||||||
Netherlands: 0.5% | |||||||||||||||||||
42,690 | Other Securities | 1,705,815 | 0.5 | ||||||||||||||||
Singapore: 2.2% | |||||||||||||||||||
1,218,200 | CapitaLand Ltd. | 3,095,470 | 0.9 | ||||||||||||||||
1,943,313 | Other Securities | 4,077,832 | 1.3 | ||||||||||||||||
7,173,302 | 2.2 | ||||||||||||||||||
Spain: 0.7% | |||||||||||||||||||
220,261 | Other Securities | 2,390,867 | 0.7 | ||||||||||||||||
Sweden: 1.0% | |||||||||||||||||||
189,768 | Other Securities | 3,207,188 | 1.0 | ||||||||||||||||
United Kingdom: 5.4% | |||||||||||||||||||
383,724 | Hammerson PLC | 2,870,999 | 0.9 | ||||||||||||||||
510,229 | Land Securities Group PLC | 6,736,413 | 2.1 | ||||||||||||||||
514,107 | Segro PLC | 3,276,815 | 1.0 | ||||||||||||||||
1,022,602 | Other Securities | 4,633,253 | 1.4 | ||||||||||||||||
17,517,480 | 5.4 | ||||||||||||||||||
United States: 52.4% | |||||||||||||||||||
51,900 | Alexandria Real Estate Equities, Inc. | 6,252,393 | 1.9 | ||||||||||||||||
45,025 | AvalonBay Communities, Inc. | 8,652,454 | 2.7 | ||||||||||||||||
21,900 | Boston Properties, Inc. | 2,694,138 | 0.8 | ||||||||||||||||
90,600 | Colony Starwood Homes | 3,108,486 | 1.0 | ||||||||||||||||
118,330 | CubeSmart | 2,844,653 | 0.9 | ||||||||||||||||
74,625 | DCT Industrial Trust, Inc. | 3,987,960 | 1.2 | ||||||||||||||||
8,100 | Equinix, Inc. | 3,476,196 | 1.1 | ||||||||||||||||
63,400 | Equity Residential | 4,173,622 | 1.3 | ||||||||||||||||
75,725 | Extra Space Storage, Inc. | 5,906,550 | 1.8 | ||||||||||||||||
134,500 | Gaming and Leisure Properties, Inc. | 5,066,615 | 1.6 | ||||||||||||||||
375,782 | GGP, Inc. | 8,853,424 | 2.7 | ||||||||||||||||
177,300 | HCP, Inc. | 5,666,508 | 1.7 | ||||||||||||||||
123,491 | Healthcare Trust of America, Inc. | 3,841,805 | 1.2 | ||||||||||||||||
252,021 | Host Hotels & Resorts, Inc. | 4,604,424 | 1.4 |
VY® CLARION GLOBAL REAL ESTATE PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||||||
United States: (continued) | |||||||||||||||||||
45,000 | Kilroy Realty Corp. | $ | 3,381,750 | 1.0 | |||||||||||||||
218,000 | Kimco Realty Corp. | 4,000,300 | 1.2 | ||||||||||||||||
43,600 | Mid-America Apartment Communities, Inc. | 4,594,568 | 1.4 | ||||||||||||||||
192,497 | ProLogis, Inc. | 11,288,024 | 3.5 | ||||||||||||||||
85,700 | Regency Centers Corp. | 5,368,248 | 1.7 | ||||||||||||||||
96,071 | Simon Property Group, Inc. | 15,540,445 | 4.8 | ||||||||||||||||
55,400 | SL Green Realty Corp. | 5,861,320 | 1.8 | ||||||||||||||||
57,700 | Sun Communities, Inc. | 5,059,713 | 1.6 | ||||||||||||||||
142,175 | UDR, Inc. | 5,540,560 | 1.7 | ||||||||||||||||
641,900 | VEREIT, Inc. | 5,225,066 | 1.6 | ||||||||||||||||
74,631 | Vornado Realty Trust | 7,007,851 | 2.2 | ||||||||||||||||
116,800 | Welltower, Inc. | 8,742,480 | 2.7 | ||||||||||||||||
719,049 | Other Securities | 18,994,716 | 5.9 | ||||||||||||||||
169,734,269 | 52.4 | ||||||||||||||||||
Total Common Stock (Cost $249,753,405) | 320,293,315 | 98.9 |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 1.4% | |||||||||||||||||||
Securities Lending Collateralcc: 0.9% | |||||||||||||||||||
36,332 | BNP Paribas S.A., Repurchase Agreement dated 06/30/17, 1.11%, due 07/03/17 (Repurchase Amount $36,335, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%–9.000%, Market Value plus accrued interest $37,059, due 07/28/17–09/09/49) | 36,332 | 0.0 | ||||||||||||||||
761,227 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $761,299, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%–10.500%, Market Value plus accrued interest $776,452, due 07/15/17–05/20/67) | 761,227 | 0.3 | ||||||||||||||||
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||||||
Securities Lending Collateralcc: (continued) | |||||||||||||||||||
44,224 | HSBC Securities USA, Repurchase Agreement dated 06/30/17, 1.06%, due 07/03/17 (Repurchase Amount $44,228, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%–7.250%, Market Value plus accrued interest $45,109, due 07/15/17–01/15/37) | $ | 44,224 | 0.0 | |||||||||||||||
21,721 | Jefferies LLC, Repurchase Agreement dated 06/30/17, 1.24%, due 07/03/17 (Repurchase Amount $21,723, collateralized by various U.S. Government Agency Obligations, 0.000%–7.125%, Market Value plus accrued interest $22,156, due 07/07/17–01/15/30) | 21,721 | 0.0 | ||||||||||||||||
1,000,000 | NBC Global Finance Ltd., Repurchase Agreement dated 06/30/17, 1.20%, due 07/03/17 (Repurchase Amount $1,000,099, collateralized by various U.S. Government Securities, 0.000%–2.500%, Market Value plus accrued interest $1,020,000, due 08/15/21–09/09/49) | 1,000,000 | 0.3 | ||||||||||||||||
1,000,000 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/17, 1.30%, due 07/03/17 (Repurchase Amount $1,000,107, collateralized by various U.S. Government Securities, 0.125%–3.875%, Market Value plus accrued interest $1,019,997, due 01/15/19–02/15/46) | 1,000,000 | 0.3 | ||||||||||||||||
2,863,504 | 0.9 |
VY® CLARION GLOBAL REAL ESTATE PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Funds: 0.5% | ||||||||||||||||||
1,602,313 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.860%†† (Cost $1,602,313) | $ | 1,602,313 | 0.5 | ||||||||||||||
Total Short-Term Investments (Cost $4,465,817) | 4,465,817 | 1.4 | ||||||||||||||||
Total Investments in Securities (Cost $254,219,222) | $ | 324,759,132 | 100.3 | |||||||||||||||
Liabilities in Excess of Other Assets | (1,093,283 | ) | (0.3 | ) | ||||||||||||||
Net Assets | $ | 323,665,849 | 100.0 |
“Other Securities” represents issues not identified as the top 50 holdings in terms of market value and issues or issuers not exceeding 1% of net assets individually or in aggregate respectively as of June 30, 2017.
The following footnotes apply to either the individual securities noted or one or more of the securities aggregated and listed as a single line item.
† | Unless otherwise indicated, principal amount is shown in USD. | |
†† | Rate shown is the 7-day yield as of June 30, 2017. | |
# | 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. | |
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 June 30, 2017. | |
(a) | This grouping contains securities on loan. | |
Cost for federal income tax purposes is $272,514,316. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 67,812,417 | ||||
Gross Unrealized Depreciation | (15,567,601 | ) | ||||
Net Unrealized Appreciation | $ | 52,244,816 |
REIT Diversification | Percentage of Net Assets | |||||
---|---|---|---|---|---|---|
Retail REITs | 20.8 | % | ||||
Office REITs | 12.4 | |||||
Residential REITs | 10.6 | |||||
Real Estate Operating Companies | 10.3 | |||||
Diversified REITs | 9.1 | % | ||||
Diversified Real Estate Activities | 8.7 | |||||
Industrial REITs | 8.6 | |||||
Specialized REITs | 7.4 | |||||
Health Care REITs | 5.6 | |||||
Hotel & Resort REITs | 3.1 | |||||
Real Estate Development | 2.3 | |||||
Assets in Excess of Other Liabilities* | 1.1 | |||||
Net Assets | 100.0 | % |
* | Includes short-term investments. |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2017 | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock | |||||||||||||||||||
Australia | $ | — | $ | 16,812,869 | $ | — | $ | 16,812,869 | |||||||||||
Austria | 1,802,889 | — | — | 1,802,889 | |||||||||||||||
Canada | 5,883,284 | — | — | 5,883,284 | |||||||||||||||
France | — | 14,132,687 | — | 14,132,687 | |||||||||||||||
Germany | — | 15,546,671 | — | 15,546,671 | |||||||||||||||
Hong Kong | — | 28,545,313 | — | 28,545,313 | |||||||||||||||
Japan | 6,412,409 | 29,428,272 | — | 35,840,681 | |||||||||||||||
Netherlands | 1,705,815 | — | — | 1,705,815 | |||||||||||||||
Singapore | 1,004,457 | 6,168,845 | — | 7,173,302 | |||||||||||||||
Spain | 993,430 | 1,397,437 | — | 2,390,867 | |||||||||||||||
Sweden | — | 3,207,188 | — | 3,207,188 | |||||||||||||||
United Kingdom | 998,975 | 16,518,505 | — | 17,517,480 | |||||||||||||||
United States | 169,734,269 | — | — | 169,734,269 | |||||||||||||||
Total Common Stock | 188,535,528 | 131,757,787 | — | 320,293,315 | |||||||||||||||
Short-Term Investments | 1,602,313 | 2,863,504 | — | 4,465,817 | |||||||||||||||
Total Investments, at fair value | $ | 190,137,841 | $ | 134,621,291 | $ | — | $ | 324,759,132 | |||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Forward Foreign Currency Contracts | — | 76 | — | 76 | |||||||||||||||
Total Assets | $ | 190,137,841 | $ | 134,621,367 | $ | — | $ | 324,759,208 |
VY® CLARION GLOBAL REAL ESTATE PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (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 June 30, 2017 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | (202 | ) | $ | — | $ | (202 | ) | ||||||||
Total Liabilities | $ | — | $ | (202 | ) | $ | — | $ | (202 | ) |
(1) | For the period ended June 30, 2017, as a result of the fair value pricing procedures for international equities utilized by the Portfolio certain securities have transferred in and out of Level 1 and Level 2 measurements during the year. The Portfolio’s policy is to recognize transfers between levels at the beginning of the reporting period. At June 30, 2017, securities valued at $896,190 and $4,738,802 were transferred from Level 1 to Level 2 and from Level 2 to Level 1, respectively, within the fair value hierarchy. |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
+ | Other Financial Instruments are derivatives not reflected in the Portfolio of Investments and may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are valued at the unrealized gain (loss) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. |
# | The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio’s investments are categorized as Level 2 investments. |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPY 7,790,128 | USD 69,462 | Brown Brothers Harriman & Co. | 07/03/17 | $ | (202 | ) | ||||||||
SGD 21,967 | USD 15,880 | Brown Brothers Harriman & Co. | 07/03/17 | 76 | ||||||||||
$ | (126 | ) |
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 | $ | 76 | |||||
Total Asset Derivatives | $ | 76 | ||||||
Liability Derivatives | ||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 202 | |||||
Total Liability Derivatives | $ | 202 |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | ||||||
---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Foreign currency related transactions* | |||||
Foreign exchange contracts | $ | (150,109 | ) | |||
Total | $ | (150,109 | ) |
VY® CLARION GLOBAL REAL ESTATE PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) (CONTINUED) |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | ||||||
---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Foreign currency related transactions* | |||||
Foreign exchange contracts | $ | (126 | ) | |||
Total | $ | (126 | ) |
* | Amounts recognized for forward foreign currency contracts are included in net realized gain (loss) on foreign currency related transactions and net change in unrealized appreciation or depreciation on foreign currency related transactions. |
VY® FMR® DIVERSIFIED MID CAP PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) |
as of June 30, 2017
(as a percentage of net assets)
Information Technology | 21.6 | % | ||||
Financials | 19.1 | % | ||||
Health Care | 16.0 | % | ||||
Industrials | 13.7 | % | ||||
Consumer Discretionary | 12.4 | % | ||||
Materials | 7.1 | % | ||||
Energy | 3.9 | % | ||||
Real Estate | 3.0 | % | ||||
Utilities | 1.6 | % | ||||
Consumer Staples | 1.2 | % | ||||
Assets in Excess of Other Liabilities* | 0.4 | % | ||||
Net Assets | 100.0 | % | ||||
* Includes short-term investments. |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 99.4% | |||||||||||||||||||
Consumer Discretionary: 12.4% | |||||||||||||||||||
125,607 | L | DineEquity, Inc. | $ | 5,532,988 | 0.7 | ||||||||||||||
1,900 | #,@ | Maisons du Monde SA | 73,924 | 0.0 | |||||||||||||||
64,329 | Polaris Industries, Inc. | 5,933,064 | 0.7 | ||||||||||||||||
268,500 | Pulte Group, Inc. | 6,586,305 | 0.8 | ||||||||||||||||
43,900 | PVH Corp. | 5,026,550 | 0.6 | ||||||||||||||||
63,022 | Wyndham Worldwide Corp. | 6,328,039 | 0.7 | ||||||||||||||||
2,217,682 | Other Securities | 75,552,198 | 8.9 | ||||||||||||||||
105,033,068 | 12.4 | ||||||||||||||||||
Consumer Staples: 1.2% | |||||||||||||||||||
490,020 | Other Securities | 10,189,539 | 1.2 | ||||||||||||||||
Energy: 3.9% | |||||||||||||||||||
1,669,377 | Other Securities(a) | 32,797,781 | 3.9 | ||||||||||||||||
Financials: 18.9% | |||||||||||||||||||
34,500 | Affiliated Managers Group, Inc. | 5,722,170 | 0.7 | ||||||||||||||||
86,200 | Aflac, Inc. | 6,696,016 | 0.8 | ||||||||||||||||
148,500 | L | CIT Group, Inc. | 7,231,950 | 0.8 | |||||||||||||||
297,149 | @ | Essent Group Ltd. | 11,036,114 | 1.3 | |||||||||||||||
501,927 | Huntington Bancshares, Inc. | 6,786,053 | 0.8 | ||||||||||||||||
101,000 | Principal Financial Group, Inc. | 6,471,070 | 0.8 | ||||||||||||||||
71,278 | Reinsurance Group of America, Inc. | 9,151,382 | 1.1 | ||||||||||||||||
49,499 | S&P Global, Inc. | 7,226,359 | 0.8 | ||||||||||||||||
91,587 | SunTrust Banks, Inc. | 5,194,815 | 0.6 | ||||||||||||||||
COMMON STOCK: (continued) | |||||||||||||||||||
Financials: (continued) | |||||||||||||||||||
2,791,761 | Other Securities | $ | 95,249,045 | 11.2 | |||||||||||||||
160,764,974 | 18.9 | ||||||||||||||||||
Health Care: 16.0% | |||||||||||||||||||
42,000 | @ | Alexion Pharmaceuticals, Inc. | 5,110,140 | 0.6 | |||||||||||||||
343,165 | @ | Boston Scientific Corp. | 9,512,534 | 1.1 | |||||||||||||||
76,298 | Cardinal Health, Inc. | 5,945,140 | 0.7 | ||||||||||||||||
54,032 | @ | Jazz Pharmaceuticals PLC | 8,401,976 | 1.0 | |||||||||||||||
38,300 | @ | Laboratory Corp. of America Holdings | 5,903,562 | 0.7 | |||||||||||||||
34,044 | McKesson Corp. | 5,601,600 | 0.7 | ||||||||||||||||
92,800 | STERIS PLC | 7,563,200 | 0.9 | ||||||||||||||||
151,362 | Teva Pharmaceutical Industries Ltd. ADR | 5,028,246 | 0.6 | ||||||||||||||||
33,507 | Thermo Fisher Scientific, Inc. | 5,845,966 | 0.7 | ||||||||||||||||
47,100 | @ | United Therapeutics Corp. | 6,110,283 | 0.7 | |||||||||||||||
56,000 | Zimmer Biomet Holdings, Inc. | 7,190,400 | 0.8 | ||||||||||||||||
1,320,928 | Other Securities | 63,619,549 | 7.5 | ||||||||||||||||
135,832,596 | 16.0 | ||||||||||||||||||
Industrials: 13.7% | |||||||||||||||||||
32,943 | FedEx Corp. | 7,159,502 | 0.9 | ||||||||||||||||
30,600 | Huntington Ingalls Industries, Inc. | 5,696,496 | 0.7 | ||||||||||||||||
74,303 | Ingersoll-Rand PLC — Class A | 6,790,551 | 0.8 | ||||||||||||||||
287,323 | @ | Rexnord Corp. | 6,680,260 | 0.8 | |||||||||||||||
110,442 | Textron, Inc. | 5,201,818 | 0.6 | ||||||||||||||||
56,100 | Wabtec Corp. | 5,133,150 | 0.6 | ||||||||||||||||
1,665,521 | Other Securities(a) | 79,272,101 | 9.3 | ||||||||||||||||
115,933,878 | 13.7 | ||||||||||||||||||
Information Technology: 21.6% | |||||||||||||||||||
134,988 | Activision Blizzard, Inc. | 7,771,259 | 0.9 | ||||||||||||||||
137,020 | @ | Akamai Technologies, Inc. | 6,824,966 | 0.8 | |||||||||||||||
6,137 | @ | Alphabet, Inc. — Class C | 5,576,876 | 0.7 | |||||||||||||||
91,700 | Belden, Inc. | 6,916,931 | 0.8 | ||||||||||||||||
125,249 | @ | Blackhawk Network Holdings, Inc. | 5,460,856 | 0.6 | |||||||||||||||
100,039 | CDW Corp. | 6,255,439 | 0.7 | ||||||||||||||||
111,300 | @ | Electronic Arts, Inc. | 11,766,636 | 1.4 | |||||||||||||||
79,348 | @ | Euronet Worldwide, Inc. | 6,932,635 | 0.8 | |||||||||||||||
46,168 | @ | FleetCor Technologies, Inc. | 6,657,887 | 0.8 | |||||||||||||||
261,884 | Genpact Ltd. | 7,288,232 | 0.9 | ||||||||||||||||
82,282 | Global Payments, Inc. | 7,431,710 | 0.9 | ||||||||||||||||
38,024 | Nvidia Corp. | 5,496,750 | 0.6 | ||||||||||||||||
128,543 | Total System Services, Inc. | 7,487,630 | 0.9 |
VY® FMR® DIVERSIFIED MID CAP PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||||||
Information Technology: (continued) | |||||||||||||||||||
1,807,581 | Other Securities | $ | 91,589,488 | 10.8 | |||||||||||||||
183,457,295 | 21.6 | ||||||||||||||||||
Materials: 7.1% | |||||||||||||||||||
57,488 | Albemarle Corp. | 6,067,284 | 0.7 | ||||||||||||||||
77,700 | Eastman Chemical Co. | 6,526,023 | 0.8 | ||||||||||||||||
73,000 | LyondellBasell Industries NV — Class A | 6,160,470 | 0.7 | ||||||||||||||||
273,300 | Mosaic Co. | 6,239,439 | 0.7 | ||||||||||||||||
104,700 | WestRock Co. | 5,932,302 | 0.7 | ||||||||||||||||
1,880,320 | Other Securities | 29,766,015 | 3.5 | ||||||||||||||||
60,691,533 | 7.1 | ||||||||||||||||||
Real Estate: 3.0% | |||||||||||||||||||
3,313,842 | Other Securities | 25,638,208 | 3.0 | ||||||||||||||||
Utilities: 1.6% | |||||||||||||||||||
550,500 | @ | Calpine Corp. | 7,448,265 | 0.9 | |||||||||||||||
458,518 | Other Securities | 5,979,276 | 0.7 | ||||||||||||||||
13,427,541 | 1.6 | ||||||||||||||||||
Total Common Stock (Cost $717,757,478) | 843,766,413 | 99.4 | |||||||||||||||||
PREFERRED STOCK: 0.2% | |||||||||||||||||||
Financials: 0.2% | |||||||||||||||||||
49,856 | Other Securities | 1,306,228 | 0.2 | ||||||||||||||||
Total Preferred Stock (Cost $1,030,152) | 1,306,228 | 0.2 | |||||||||||||||||
Total Long-Term Investments (Cost $718,787,630) | 845,072,641 | 99.6 |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 1.1% | |||||||||||||||||||
Securities Lending Collateralcc: 0.6% | |||||||||||||||||||
111,086 | BNP Paribas S.A., Repurchase Agreement dated 06/30/17, 1.11%, due 07/03/17 (Repurchase Amount $111,096, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%–9.000%, Market Value plus accrued interest $113,308, due 07/28/17–09/09/49) | 111,086 | 0.0 | ||||||||||||||||
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||||||
Securities Lending Collateralcc: (continued) | |||||||||||||||||||
1,194,443 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $1,194,556, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–10.500%, Market Value plus accrued interest $1,218,332, due 07/15/17–05/20/67) | $ | 1,194,443 | 0.2 | |||||||||||||||
1,133,037 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $1,133,144, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–6.500%, Market Value plus accrued interest $1,155,698, due 07/13/17–12/01/51) | 1,133,037 | 0.1 | ||||||||||||||||
135,216 | HSBC Securities USA, Repurchase Agreement dated 06/30/17, 1.06%, due 07/03/17 (Repurchase Amount $135,228, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%–7.250%, Market Value plus accrued interest $137,921, due 07/15/17–01/15/37) | 135,216 | 0.0 | ||||||||||||||||
66,412 | Jefferies LLC, Repurchase Agreement dated 06/30/17, 1.25%, due 07/03/17 (Repurchase Amount $66,419, collateralized by various U.S. Government Agency Obligations, 0.000%–7.125%, Market Value plus accrued interest $67,741, due 07/07/17–01/15/30) | 66,412 | 0.0 | ||||||||||||||||
1,194,443 | NBC Global Finance Ltd., Repurchase Agreement dated 06/30/17, 1.20%, due 07/03/17 (Repurchase Amount $1,194,561, collateralized by various U.S. Government Securities, 0.000%–2.500%, Market Value plus accrued interest $1,218,332, due 08/15/21–09/09/49) | 1,194,443 | 0.2 |
VY® FMR® DIVERSIFIED MID CAP PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||||||
Securities Lending Collateralcc: (continued) | |||||||||||||||||||
1,194,400 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/17, 1.30%, due 07/03/17 (Repurchase Amount $1,194,528, collateralized by various U.S. Government Securities, 0.125%–3.875%, Market Value plus accrued interest $1,218,285, due 01/15/19–02/15/46) | $ | 1,194,400 | 0.1 | |||||||||||||||
5,029,037 | 0.6 |
Shares | | | | Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Funds: 0.5% | ||||||||||||||||||
4,528,345 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.860%†† (Cost $4,528,345) | 4,528,345 | 0.5 | |||||||||||||||
Total Short-Term Investments (Cost $9,557,382) | 9,557,382 | 1.1 | ||||||||||||||||
Total Investments in Securities (Cost $728,345,012) | $ | 854,630,023 | 100.7 | |||||||||||||||
Liabilities in Excess of Other Assets | (6,086,561 | ) | (0.7 | ) | ||||||||||||||
Net Assets | $ | 848,543,462 | 100.0 |
“Other Securities” represents issues not identified as the top 50 holdings in terms of market value and issues or issuers not exceeding 1% of net assets individually or in aggregate respectively as of June 30, 2017.
The following footnotes apply to either the individual securities noted or one or more of the securities aggregated and listed as a single line item.
† | Unless otherwise indicated, principal amount is shown in USD. | |
†† | Rate shown is the 7-day yield as of June 30, 2017. | |
# | 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. | |
ADR | American Depositary Receipt | |
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 June 30, 2017. | |
(a) | This grouping contains securities on loan. | |
Cost for federal income tax purposes is $735,113,745. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 171,106,425 | ||||
Gross Unrealized Depreciation | (51,590,147 | ) | ||||
Net Unrealized Appreciation | $ | 119,516,278 |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2017 | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock | |||||||||||||||||||
Consumer Discretionary | $ | 102,935,752 | $ | 2,097,316 | $ | — | $ | 105,033,068 | |||||||||||
Consumer Staples | 10,088,784 | 100,755 | — | 10,189,539 | |||||||||||||||
Energy | 32,797,781 | — | — | 32,797,781 | |||||||||||||||
Financials | 157,720,438 | 3,044,536 | — | 160,764,974 | |||||||||||||||
Health Care | 132,979,865 | 2,852,731 | — | 135,832,596 | |||||||||||||||
Industrials | 113,872,291 | 2,061,587 | — | 115,933,878 | |||||||||||||||
Information Technology | 181,183,758 | 2,273,537 | — | 183,457,295 | |||||||||||||||
Materials | 60,691,533 | — | — | 60,691,533 | |||||||||||||||
Real Estate | 21,797,094 | 3,841,114 | — | 25,638,208 | |||||||||||||||
Utilities | 13,427,541 | — | — | 13,427,541 | |||||||||||||||
Total Common Stock | 827,494,837 | 16,271,576 | — | 843,766,413 | |||||||||||||||
Preferred Stock | — | 1,306,228 | — | 1,306,228 | |||||||||||||||
Short-Term Investments | 4,528,345 | 5,029,037 | — | 9,557,382 | |||||||||||||||
Total Investments, at fair value | $ | 832,023,182 | $ | 22,606,841 | $ | — | $ | 854,630,023 |
(1) | For the period ended June 30, 2017, as a result of the fair value pricing procedures for international equities utilized by the Portfolio certain securities have transferred in and out of Level 1 and Level 2 measurements during the year. The Portfolio’s policy is to recognize transfers between levels at |
VY® FMR® DIVERSIFIED MID CAP PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) (CONTINUED) |
the beginning of the reporting period. At June 30, 2017, securities valued at $1,783,812 and $5,884,969 were transferred from Level 1 to Level 2 and from Level 2 to Level 1, respectively, within the fair value hierarchy. |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
# | The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio’s investments are categorized as Level 2 investments. |
VY® INVESCO GROWTH AND INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) |
as of June 30, 2017
(as a percentage of net assets)
Financials | 33.6 | % | ||||
Energy | 14.4 | % | ||||
Health Care | 11.3 | % | ||||
Information Technology | 11.2 | % | ||||
Consumer Discretionary | 8.6 | % | ||||
Industrials | 7.5 | % | ||||
Consumer Staples | 5.0 | % | ||||
Materials | 2.4 | % | ||||
Telecommunication Services | 1.6 | % | ||||
Utilities | 1.3 | % | ||||
Assets in Excess of Other Liabilities* | 3.1 | % | ||||
Net Assets | 100.0 | % | ||||
* Includes short-term investments. |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 96.9% | |||||||||||||||||||
Consumer Discretionary: 8.6% | |||||||||||||||||||
169,490 | Carnival Corp. | $ | 11,113,459 | 2.0 | |||||||||||||||
16,714 | @ | Charter Communications, Inc. | 5,630,111 | 1.0 | |||||||||||||||
226,177 | Comcast Corp. — Class A | 8,802,809 | 1.6 | ||||||||||||||||
235,146 | General Motors Co. | 8,213,650 | 1.4 | ||||||||||||||||
1,362,593 | Other Securities | 14,942,460 | 2.6 | ||||||||||||||||
48,702,489 | 8.6 | ||||||||||||||||||
Consumer Staples: 5.0% | |||||||||||||||||||
79,071 | CVS Health Corp. | 6,362,053 | 1.1 | ||||||||||||||||
125,311 | Mondelez International, Inc. | 5,412,182 | 1.0 | ||||||||||||||||
52,848 | Philip Morris International, Inc. | 6,206,998 | 1.1 | ||||||||||||||||
133,233 | Walgreens Boots Alliance, Inc. | 10,433,476 | 1.8 | ||||||||||||||||
28,414,709 | 5.0 | ||||||||||||||||||
Energy: 14.4% | |||||||||||||||||||
253,924 | Apache Corp. | 12,170,577 | 2.2 | ||||||||||||||||
165,965 | Baker Hughes, Inc. | 9,046,752 | 1.6 | ||||||||||||||||
330,897 | Canadian Natural Resources Ltd. | 9,548,246 | 1.7 | ||||||||||||||||
265,394 | Devon Energy Corp. | 8,484,646 | 1.5 | ||||||||||||||||
177,740 | Occidental Petroleum Corp. | 10,641,294 | 1.9 | ||||||||||||||||
451,106 | Royal Dutch Shell PLC — Class A | 11,985,364 | 2.1 | ||||||||||||||||
301,735 | @ | TechnipFMC PLC | 8,207,192 | 1.4 | |||||||||||||||
132,850 | Total S.A. | 6,595,620 | 1.2 | ||||||||||||||||
COMMON STOCK: (continued) | |||||||||||||||||||
Energy: (continued) | |||||||||||||||||||
58,530 | Other Securities | $ | 4,725,127 | 0.8 | |||||||||||||||
81,404,818 | 14.4 | ||||||||||||||||||
Financials: 33.6% | |||||||||||||||||||
63,394 | Aon PLC | 8,428,232 | 1.5 | ||||||||||||||||
974,605 | Bank of America Corp. | 23,643,917 | 4.2 | ||||||||||||||||
158,050 | Charles Schwab Corp. | 6,789,828 | 1.2 | ||||||||||||||||
445,462 | Citigroup, Inc. | 29,792,499 | 5.3 | ||||||||||||||||
371,587 | Citizens Financial Group, Inc. | 13,258,224 | 2.3 | ||||||||||||||||
95,341 | Comerica, Inc. | 6,982,775 | 1.2 | ||||||||||||||||
354,022 | Fifth Third Bancorp | 9,190,411 | 1.6 | ||||||||||||||||
30,568 | Goldman Sachs Group, Inc. | 6,783,039 | 1.2 | ||||||||||||||||
257,681 | JPMorgan Chase & Co. | 23,552,044 | 4.2 | ||||||||||||||||
379,390 | Morgan Stanley | 16,905,618 | 3.0 | ||||||||||||||||
67,453 | Northern Trust Corp. | 6,557,106 | 1.2 | ||||||||||||||||
89,257 | PNC Financial Services Group, Inc. | 11,145,522 | 2.0 | ||||||||||||||||
104,774 | State Street Corp. | 9,401,371 | 1.7 | ||||||||||||||||
37,217 | Willis Towers Watson PLC | 5,413,585 | 1.0 | ||||||||||||||||
360,307 | Other Securities | 11,388,530 | 2.0 | ||||||||||||||||
189,232,701 | 33.6 | ||||||||||||||||||
Health Care: 11.3% | |||||||||||||||||||
28,700 | Anthem, Inc. | 5,399,331 | 1.0 | ||||||||||||||||
113,448 | Baxter International, Inc. | 6,868,142 | 1.2 | ||||||||||||||||
76,953 | Cardinal Health, Inc. | 5,996,178 | 1.1 | ||||||||||||||||
89,520 | Medtronic PLC | 7,944,900 | 1.4 | ||||||||||||||||
133,232 | Merck & Co., Inc. | 8,538,839 | 1.5 | ||||||||||||||||
94,411 | Novartis AG | 7,885,830 | 1.4 | ||||||||||||||||
304,874 | Pfizer, Inc. | 10,240,718 | 1.8 | ||||||||||||||||
65,685 | Sanofi | 6,293,948 | 1.1 | ||||||||||||||||
25,228 | Other Securities | 4,345,018 | 0.8 | ||||||||||||||||
63,512,904 | 11.3 | ||||||||||||||||||
Industrials: 7.5% | |||||||||||||||||||
54,098 | Caterpillar, Inc. | 5,813,371 | 1.0 | ||||||||||||||||
119,160 | CSX Corp. | 6,501,370 | 1.2 | ||||||||||||||||
44,823 | General Dynamics Corp. | 8,879,436 | 1.6 | ||||||||||||||||
212,080 | General Electric Co. | 5,728,281 | 1.0 | ||||||||||||||||
74,845 | Ingersoll-Rand PLC — Class A | 6,840,084 | 1.2 | ||||||||||||||||
193,172 | Johnson Controls International plc | 8,375,938 | 1.5 | ||||||||||||||||
42,138,480 | 7.5 | ||||||||||||||||||
Information Technology: 11.2% | |||||||||||||||||||
282,510 | Cisco Systems, Inc. | 8,842,563 | 1.6 | ||||||||||||||||
113,036 | Cognizant Technology Solutions Corp. | 7,505,590 | 1.3 | ||||||||||||||||
217,404 | @ | eBay, Inc. | 7,591,748 | 1.3 | |||||||||||||||
170,177 | Intel Corp. | 5,741,772 | 1.0 | ||||||||||||||||
256,204 | Juniper Networks, Inc. | 7,142,967 | 1.3 | ||||||||||||||||
268,447 | Oracle Corp. | 13,459,933 | 2.4 | ||||||||||||||||
104,054 | @ | PayPal Holdings, Inc. | 5,584,578 | 1.0 |
VY® INVESCO GROWTH AND INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||||||
Information Technology: (continued) | |||||||||||||||||||
129,077 | Qualcomm, Inc. | $ | 7,127,632 | 1.3 | |||||||||||||||
62,996,783 | 11.2 | ||||||||||||||||||
Materials: 2.4% | |||||||||||||||||||
260,335 | Mosaic Co. | 5,943,448 | 1.0 | ||||||||||||||||
265,860 | Other Securities | 7,671,025 | 1.4 | ||||||||||||||||
13,614,473 | 2.4 | ||||||||||||||||||
Telecommunication Services: 1.6% | |||||||||||||||||||
309,012 | Other Securities | 9,153,834 | 1.6 | ||||||||||||||||
Utilities: 1.3% | |||||||||||||||||||
160,991 | Other Securities | 7,589,212 | 1.3 | ||||||||||||||||
Total Common Stock (Cost $414,040,249) | 546,760,403 | 96.9 | |||||||||||||||||
SHORT-TERM INVESTMENTS: 2.7% | |||||||||||||||||||
Mutual Funds: 2.7% | |||||||||||||||||||
14,988,182 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.860%†† (Cost $14,988,182) | $ | 14,988,182 | 2.7 | |||||||||||||||
Total Short-Term Investments (Cost $14,988,182) | 14,988,182 | 2.7 | |||||||||||||||||
Total Investments in Securities (Cost $429,028,431) | $ | 561,748,585 | 99.6 | ||||||||||||||||
Assets in Excess of Other Liabilities | 2,056,677 | 0.4 | |||||||||||||||||
Net Assets | $ | 563,805,262 | 100.0 |
“Other Securities” represents issues not identified as the top 50 holdings in terms of market value and issues or issuers not exceeding 1% of net assets individually or in aggregate respectively as of June 30, 2017.
The following footnotes apply to either the individual securities noted or one or more of the securities aggregated and listed as a single line item.
†† | Rate shown is the 7-day yield as of June 30, 2017. | |
@ | Non-income producing security. | |
Cost for federal income tax purposes is $431,841,235. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 151,395,385 | ||||
Gross Unrealized Depreciation | (21,488,035 | ) | ||||
Net Unrealized Appreciation | $ | 129,907,350 |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2017 | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock | |||||||||||||||||||
Consumer Discretionary | $ | 44,080,648 | $ | 4,621,841 | $ | — | $ | 48,702,489 | |||||||||||
Consumer Staples | 28,414,709 | — | — | 28,414,709 | |||||||||||||||
Energy | 62,823,834 | 18,580,984 | — | 81,404,818 | |||||||||||||||
Financials | 189,232,701 | — | — | 189,232,701 | |||||||||||||||
Health Care | 49,333,126 | 14,179,778 | — | 63,512,904 | |||||||||||||||
Industrials | 42,138,480 | — | — | 42,138,480 | |||||||||||||||
Information Technology | 62,996,783 | — | — | 62,996,783 | |||||||||||||||
Materials | 9,595,082 | 4,019,391 | — | 13,614,473 | |||||||||||||||
Telecommunication Services | 7,859,758 | 1,294,076 | — | 9,153,834 | |||||||||||||||
Utilities | 7,589,212 | — | — | 7,589,212 | |||||||||||||||
Total Common Stock | 504,064,333 | 42,696,070 | — | 546,760,403 | |||||||||||||||
Short-Term Investments | 14,988,182 | — | — | 14,988,182 | |||||||||||||||
Total Investments, at fair value | $ | 519,052,515 | $ | 42,696,070 | $ | — | $ | 561,748,585 | |||||||||||
Liabilities Table | |||||||||||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | (249,437 | ) | $ | — | $ | (249,437 | ) | |||||||||
Total Liabilities | $ | — | $ | (249,437 | ) | $ | — | $ | (249,437 | ) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
VY® INVESCO GROWTH AND INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) (CONTINUED) |
+ | Other Financial Instruments are derivatives not reflected in the Portfolio of Investments and may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are valued at the unrealized gain (loss) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. |
# | The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio’s investments are categorized as Level 2 investments. |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
USD 5,467,175 | EUR 4,806,127 | State Street Bank and Trust Co. | 07/28/17 | $ | (29,589 | ) | |||||||||
USD 7,867,863 | GBP 6,079,949 | State Street Bank and Trust Co. | 07/28/17 | (57,613 | ) | ||||||||||
USD 3,055,723 | CHF 2,930,118 | State Street Bank and Trust Co. | 07/28/17 | (5,042 | ) | ||||||||||
USD 3,136,766 | CAD 4,091,817 | State Street Bank and Trust Co. | 07/28/17 | (20,111 | ) | ||||||||||
USD 1,473,674 | AUD 1,935,658 | State Street Bank and Trust Co. | 07/28/17 | (13,557 | ) | ||||||||||
USD 5,467,282 | EUR 4,803,783 | The Bank of New York Mellon | 07/28/17 | (26,802 | ) | ||||||||||
USD 7,874,627 | GBP 6,082,014 | The Bank of New York Mellon | 07/28/17 | (53,542 | ) | ||||||||||
USD 3,058,192 | CHF 2,932,806 | The Bank of New York Mellon | 07/28/17 | (5,382 | ) | ||||||||||
USD 1,473,081 | AUD 1,935,717 | The Bank of New York Mellon | 07/28/17 | (14,196 | ) | ||||||||||
USD 4,014,876 | CAD 5,234,515 | The Bank of New York Mellon | 07/28/17 | (23,603 | ) | ||||||||||
$ | (249,437 | ) |
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | ||||||
---|---|---|---|---|---|---|---|---|
Liability Derivatives | ||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 249,437 | |||||
Total Liability Derivatives | $ | 249,437 |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | ||||||
---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Foreign currency related transactions* | |||||
Foreign exchange contracts | $ | 360,785 | ||||
Total | $ | 360,785 |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | ||||||
---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Foreign currency related transactions* | |||||
Foreign exchange contracts | $ | (1,179,324 | ) | |||
Total | $ | (1,179,324 | ) |
* | Amounts recognized for forward foreign currency contracts are included in net realized gain (loss) on foreign currency related transactions and net change in unrealized appreciation or depreciation on foreign currency related transactions. |
VY® INVESCO GROWTH AND INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) (CONTINUED) |
State Street Bank and Trust Co. | The Bank of New York Mellon | Totals | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Liabilities: | |||||||||||||||||
Forward foreign currency contracts | $ | 125,912 | $ | 123,525 | $ | 249,437 | |||||||||||
Total Liabilities | $ | 125,912 | $ | 123,525 | $ | 249,437 | |||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | (125,912 | ) | $ | (123,525 | ) | (249,437 | ) | |||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | — | $ | — | |||||||||||
Net Exposure(1) | $ | (125,912 | ) | $ | (123,525 | ) | $ | (249,437 | ) |
(1) | Positive net exposure represents amounts due from each respective counterparty. Negative exposure represents amounts due from the Portfolio. Please refer to Note 2 for additional details regarding counterparty credit risk and credit related contingent features. |
VY® JPMORGAN EMERGING MARKETS EQUITY PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) |
as of June 30, 2017
(as a percentage of net assets)
China | 22.6 | % | ||||
India | 18.7 | % | ||||
Brazil | 10.1 | % | ||||
South Africa | 10.1 | % | ||||
Taiwan | 8.1 | % | ||||
Hong Kong | 5.6 | % | ||||
South Korea | 4.9 | % | ||||
Russia | 3.2 | % | ||||
Indonesia | 3.2 | % | ||||
Mexico | 2.5 | % | ||||
Countries between 0.5%–1.8%ˆ | 10.6 | % | ||||
Assets in Excess of Other Liabilities* | 0.4 | % | ||||
Net Assets | 100.0 | % | ||||
* Includes short-term investments. | ||||||
ˆ Includes 11 countries, which each represents 0.5%–1.8% of net assets. |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 98.0% | |||||||||||||||||||
Argentina: 1.7% | |||||||||||||||||||
38,220 | Mercadolibre, Inc. | $ | 9,588,634 | 1.7 | |||||||||||||||
Australia: 0.7% | |||||||||||||||||||
767,166 | Other Securities | 4,017,321 | 0.7 | ||||||||||||||||
Brazil: 8.5% | |||||||||||||||||||
888,825 | Ambev SA ADR | 4,879,649 | 0.9 | ||||||||||||||||
554,900 | BB Seguridade Participacoes SA | 4,793,757 | 0.9 | ||||||||||||||||
615,587 | Cielo SA | 4,589,634 | 0.8 | ||||||||||||||||
1,727,335 | Kroton Educacional SA | 7,737,526 | 1.4 | ||||||||||||||||
1,044,307 | Lojas Renner SA | 8,668,672 | 1.6 | ||||||||||||||||
306,700 | Ultrapar Participacoes SA | 7,248,818 | 1.3 | ||||||||||||||||
1,597,176 | Other Securities | 9,080,591 | 1.6 | ||||||||||||||||
46,998,647 | 8.5 | ||||||||||||||||||
China: 22.6% | |||||||||||||||||||
172,950 | @ | Alibaba Group Holding Ltd. ADR | 24,368,655 | 4.4 | |||||||||||||||
792,209 | @ | Hangzhou Robam Appliances Co. Ltd. | 4,973,171 | 0.9 | |||||||||||||||
343,770 | @ | JD.com, Inc. ADR | 13,482,659 | 2.4 | |||||||||||||||
1,284,400 | @ | Midea Group Co., Ltd. | 8,154,079 | 1.5 | |||||||||||||||
1,463,000 | Ping An Insurance Group Co. of China Ltd. | 9,637,365 | 1.7 | ||||||||||||||||
746,000 | Shenzhou International Group Holdings Ltd. | 4,905,228 | 0.9 | ||||||||||||||||
1,047,600 | Tencent Holdings Ltd. | 37,582,609 | 6.8 | ||||||||||||||||
COMMON STOCK: (continued) | |||||||||||||||||||
China: (continued) | |||||||||||||||||||
135,410 | @ | Yum China Holdings, Inc. | $ | 5,339,216 | 1.0 | ||||||||||||||
803,557 | Other Securities | 16,586,036 | 3.0 | ||||||||||||||||
125,029,018 | 22.6 | ||||||||||||||||||
Egypt: 0.7% | |||||||||||||||||||
821,650 | Other Securities | 3,697,425 | 0.7 | ||||||||||||||||
Hong Kong: 5.6% | |||||||||||||||||||
2,891,600 | AIA Group Ltd. | 21,155,989 | 3.8 | ||||||||||||||||
77,400 | Jardine Matheson Holdings Ltd. | 4,969,080 | 0.9 | ||||||||||||||||
1,017,500 | Techtronic Industries Co., Ltd. | 4,675,409 | 0.9 | ||||||||||||||||
30,800,478 | 5.6 | ||||||||||||||||||
India: 18.7% | |||||||||||||||||||
305,410 | Asian Paints Ltd. | 5,205,210 | 0.9 | ||||||||||||||||
246,310 | HDFC Bank Ltd. ADR | 21,421,581 | 3.9 | ||||||||||||||||
138,860 | HDFC Bank Ltd. — Foreign Premium | 3,573,248 | 0.7 | ||||||||||||||||
739,555 | Housing Development Finance Corp. | 18,469,661 | 3.3 | ||||||||||||||||
293,028 | IndusInd Bank Ltd. | 6,699,488 | 1.2 | ||||||||||||||||
375,596 | L | Infosys Ltd. ADR | 5,641,452 | 1.0 | |||||||||||||||
2,209,240 | ITC Ltd. | 11,051,585 | 2.0 | ||||||||||||||||
359,860 | Kotak Mahindra Bank Ltd. | 5,317,545 | 1.0 | ||||||||||||||||
349,596 | Tata Consultancy Services Ltd. | 12,769,337 | 2.3 | ||||||||||||||||
122,090 | Ultratech Cement Ltd. | 7,474,174 | 1.4 | ||||||||||||||||
218,611 | Other Securities | 5,631,507 | 1.0 | ||||||||||||||||
103,254,788 | 18.7 | ||||||||||||||||||
Indonesia: 3.2% | |||||||||||||||||||
9,734,200 | Astra International Tbk PT | 6,521,889 | 1.2 | ||||||||||||||||
4,845,400 | Bank Central Asia Tbk PT | 6,608,247 | 1.2 | ||||||||||||||||
3,897,900 | Bank Rakyat Indonesia | 4,447,637 | 0.8 | ||||||||||||||||
17,577,773 | 3.2 | ||||||||||||||||||
Macau: 0.7% | |||||||||||||||||||
877,600 | Other Securities | 4,017,249 | 0.7 | ||||||||||||||||
Mexico: 2.5% | |||||||||||||||||||
1,301,030 | Grupo Financiero Banorte | 8,254,762 | 1.5 | ||||||||||||||||
1,868,380 | Other Securities | 5,496,786 | 1.0 | ||||||||||||||||
13,751,548 | 2.5 | ||||||||||||||||||
Panama: 1.2% | |||||||||||||||||||
57,960 | Copa Holdings S.A. | 6,781,320 | 1.2 | ||||||||||||||||
Peru: 1.2% | |||||||||||||||||||
38,160 | Credicorp Ltd. | 6,845,522 | 1.2 | ||||||||||||||||
Russia: 3.2% | |||||||||||||||||||
49,380 | @ | Magnit OAO | 7,688,167 | 1.4 | |||||||||||||||
2,857,086 | @ | Sberbank | 7,059,868 | 1.3 | |||||||||||||||
84,620 | Other Securities | 2,875,613 | 0.5 | ||||||||||||||||
17,623,648 | 3.2 | ||||||||||||||||||
Saudi Arabia: 0.8% | |||||||||||||||||||
173,016 | @ | Almarai Co. | 4,449,734 | 0.8 |
VY® JPMORGAN EMERGING MARKETS EQUITY PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||||||
South Africa: 10.1% | |||||||||||||||||||
240,820 | Aspen Pharmacare Holdings Ltd. | $ | 5,284,147 | 1.0 | |||||||||||||||
749,828 | Bid Corp. Ltd. | 17,128,558 | 3.1 | ||||||||||||||||
459,538 | Bidvest Group Ltd. | 5,533,936 | 1.0 | ||||||||||||||||
1,251,760 | FirstRand Ltd. | 4,514,257 | 0.8 | ||||||||||||||||
329,860 | Remgro Ltd. | 5,382,145 | 1.0 | ||||||||||||||||
1,257,841 | Sanlam Ltd. | 6,229,920 | 1.1 | ||||||||||||||||
1,266,200 | Woolworths Holdings Ltd./South Africa | 5,972,303 | 1.1 | ||||||||||||||||
313,951 | Other Securities(a) | 5,826,414 | 1.0 | ||||||||||||||||
55,871,680 | 10.1 | ||||||||||||||||||
South Korea: 4.9% | |||||||||||||||||||
19,113 | #,@ | Netmarble Games Corp. | 2,589,272 | 0.5 | |||||||||||||||
20,470 | #,@ | Samsung Biologics Co. Ltd. | 5,221,682 | 0.9 | |||||||||||||||
9,381 | Samsung Electronics Co., Ltd. | 19,538,952 | 3.5 | ||||||||||||||||
27,349,906 | 4.9 | ||||||||||||||||||
Spain: 0.5% | |||||||||||||||||||
405,440 | Other Securities | 2,636,831 | 0.5 | ||||||||||||||||
Taiwan: 8.1% | |||||||||||||||||||
41,000 | Largan Precision Co. Ltd. | 6,527,797 | 1.2 | ||||||||||||||||
945,000 | President Chain Store Corp. | 8,491,057 | �� | 1.5 | |||||||||||||||
1,103,223 | Taiwan Semiconductor Manufacturing Co., Ltd. | 7,537,455 | 1.4 | ||||||||||||||||
416,441 | Taiwan Semiconductor Manufacturing Co., Ltd. ADR | 14,558,777 | 2.6 | ||||||||||||||||
985,501 | Other Securities | 7,406,617 | 1.4 | ||||||||||||||||
44,521,703 | 8.1 | ||||||||||||||||||
Thailand: 0.8% | |||||||||||||||||||
709,000 | Other Securities | 4,139,171 | 0.8 | ||||||||||||||||
Turkey: 0.5% | |||||||||||||||||||
216,750 | Other Securities | 2,645,638 | 0.5 | ||||||||||||||||
United States: 1.8% | |||||||||||||||||||
57,000 | @ | EPAM Systems, Inc. | 4,793,130 | 0.9 | |||||||||||||||
86,470 | @ | Luxoft Holding, Inc. | 5,261,699 | 0.9 | |||||||||||||||
10,054,829 | 1.8 | ||||||||||||||||||
Total Common Stock (Cost $405,885,863) | 541,652,863 | 98.0 | |||||||||||||||||
PREFERRED STOCK: 1.6% | |||||||||||||||||||
Brazil: 1.6% | |||||||||||||||||||
727,335 | Itau Unibanco Holding S.A. | 8,068,327 | 1.5 | ||||||||||||||||
1,028,210 | Other Securities | 875,231 | 0.1 | ||||||||||||||||
Total Preferred Stock (Cost $10,594,562) | 8,943,558 | 1.6 | |||||||||||||||||
Total Long-Term Investments (Cost $416,480,425) | 550,596,421 | 99.6 |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 3.1% | |||||||||||||||||||
Securities Lending Collateralcc: 1.5% | |||||||||||||||||||
239,557 | BNP Paribas S.A., Repurchase Agreement dated 06/30/17, 1.11%, due 07/03/17 (Repurchase Amount $239,579, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%–9.000%, Market Value plus accrued interest $244,348, due 07/28/17–09/09/49) | $ | 239,557 | 0.0 | |||||||||||||||
2,033,217 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $2,033,409, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–10.500%, Market Value plus accrued interest $2,073,881, due 07/15/17–05/20/67) | 2,033,217 | 0.4 | ||||||||||||||||
2,033,217 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $2,033,409, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–6.500%, Market Value plus accrued interest $2,073,881, due 07/13/17–12/01/51) | 2,033,217 | 0.4 | ||||||||||||||||
291,593 | HSBC Securities USA, Repurchase Agreement dated 06/30/17, 1.06%, due 07/03/17 (Repurchase Amount $291,618, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%–7.250%, Market Value plus accrued interest $297,425, due 07/15/17–01/15/37) | 291,593 | 0.0 | ||||||||||||||||
143,218 | Jefferies LLC, Repurchase Agreement dated 06/30/17, 1.25%, due 07/03/17 (Repurchase Amount $143,233, collateralized by various U.S. Government Agency Obligations, 0.000%–7.125%, Market Value plus accrued interest $146,083, due 07/07/17–01/15/30) | 143,218 | 0.0 |
VY® JPMORGAN EMERGING MARKETS EQUITY PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||||||
Securities Lending Collateralcc: (continued) | |||||||||||||||||||
833,868 | NBC Global Finance Ltd., Repurchase Agreement dated 06/30/17, 1.20%, due 07/03/17 (Repurchase Amount $833,950, collateralized by various U.S. Government Securities, 0.000%–2.500%, Market Value plus accrued interest $850,545, due 08/15/21–09/09/49) | $ | 833,868 | 0.1 | |||||||||||||||
952,776 | Nomura Securities, Repurchase Agreement dated 06/30/17, 1.13%, due 07/03/17 (Repurchase Amount $952,864, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%–9.500%, Market Value plus accrued interest $971,832, due 07/10/17–06/20/67) | 952,776 | 0.2 | ||||||||||||||||
2,033,200 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/17, 1.30%, due 07/03/17 (Repurchase Amount $2,033,417, collateralized by various U.S. Government Securities, 0.125%–3.875%, Market Value plus accrued interest $2,073,858, due 01/15/19–02/15/46) | 2,033,200 | 0.4 | ||||||||||||||||
8,560,646 | 1.5 |
Shares | | | | Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Funds: 1.6% | ||||||||||||||||||
8,708,540 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.860%†† (Cost $8,708,540) | 8,708,540 | 1.6 | |||||||||||||||
Total Short-Term Investments (Cost $17,269,186) | 17,269,186 | 3.1 | ||||||||||||||||
Total Investments in Securities (Cost $433,749,611) | $ | 567,865,607 | 102.7 | |||||||||||||||
Liabilities in Excess of Other Assets | (14,697,504 | ) | (2.7 | ) | ||||||||||||||
Net Assets | $ | 553,168,103 | 100.0 |
“Other Securities” represents issues not identified as the top 50 holdings in terms of market value and issues or issuers not exceeding 1% of net assets individually or in aggregate respectively as of June 30, 2017.
The following footnotes apply to either the individual securities noted or one or more of the securities aggregated and listed as a single line item.
† | Unless otherwise indicated, principal amount is shown in USD. | |
†† | Rate shown is the 7-day yield as of June 30, 2017. | |
# | 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. | |
ADR | American Depositary Receipt | |
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 June 30, 2017. | |
(a) | This grouping contains securities on loan. | |
Cost for federal income tax purposes is $434,511,333. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 156,690,497 | ||||
Gross Unrealized Depreciation | (23,336,223 | ) | ||||
Net Unrealized Appreciation | $ | 133,354,274 |
Sector Diversification | Percentage of Net Assets | |||||
---|---|---|---|---|---|---|
Information Technology | 30.3 | % | ||||
Financials | 28.8 | |||||
Consumer Discretionary | 16.8 | |||||
Consumer Staples | 11.8 | |||||
Industrials | 4.8 | |||||
Materials | 2.3 | |||||
Health Care | 2.2 | |||||
Energy | 2.0 | |||||
Utilities | 0.6 | |||||
Short-Term Investments | 3.1 | |||||
Liabilities in Excess of Other Assets | (2.7 | ) | ||||
Net Assets | 100.0 | % |
VY® JPMORGAN EMERGING MARKETS EQUITY PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (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 June 30, 2017 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock | ||||||||||||||||||
Argentina | $ | 9,588,634 | $ | — | $ | — | $ | 9,588,634 | ||||||||||
Australia | — | 4,017,321 | — | 4,017,321 | ||||||||||||||
Brazil | 46,998,647 | — | — | 46,998,647 | ||||||||||||||
China | 51,632,437 | 73,396,581 | — | 125,029,018 | ||||||||||||||
Egypt | 3,697,425 | — | — | 3,697,425 | ||||||||||||||
Hong Kong | 4,969,080 | 25,831,398 | — | 30,800,478 | ||||||||||||||
India | 34,703,872 | 68,550,916 | — | 103,254,788 | ||||||||||||||
Indonesia | — | 17,577,773 | — | 17,577,773 | ||||||||||||||
Macau | — | 4,017,249 | — | 4,017,249 | ||||||||||||||
Mexico | 13,751,548 | — | — | 13,751,548 | ||||||||||||||
Panama | 6,781,320 | — | — | 6,781,320 | ||||||||||||||
Peru | 6,845,522 | — | — | 6,845,522 | ||||||||||||||
Russia | — | 17,623,648 | — | 17,623,648 | ||||||||||||||
Saudi Arabia | — | 4,449,734 | — | 4,449,734 | ||||||||||||||
South Africa | 5,382,145 | 50,489,535 | — | 55,871,680 | ||||||||||||||
South Korea | 2,589,272 | 24,760,634 | — | 27,349,906 | ||||||||||||||
Spain | — | 2,636,831 | — | 2,636,831 | ||||||||||||||
Taiwan | 14,558,777 | 29,962,926 | — | 44,521,703 | ||||||||||||||
Thailand | — | 4,139,171 | — | 4,139,171 | ||||||||||||||
Turkey | — | 2,645,638 | — | 2,645,638 | ||||||||||||||
United States | 10,054,829 | — | — | 10,054,829 | ||||||||||||||
Total Common Stock | 211,553,508 | 330,099,355 | — | 541,652,863 | ||||||||||||||
Preferred Stock | 8,943,558 | — | — | 8,943,558 | ||||||||||||||
Short-Term Investments | 8,708,540 | 8,560,646 | — | 17,269,186 | ||||||||||||||
Total Investments, at fair value | $ | 229,205,606 | $ | 338,660,001 | $ | — | $ | 567,865,607 |
(1) | For the period ended June 30, 2017, as a result of the fair value pricing procedures for international equities utilized by the Portfolio certain securities have transferred in and out of Level 1 and Level 2 measurements during the year. The Portfolio’s policy is to recognize transfers between levels at the beginning of the reporting period. At June 30, 2017, securities valued at $7,394,837 were transferred from Level 2 to Level 1 within the fair value hierarchy. |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
# | The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio’s investments are categorized as Level 2 investments. |
VY® MORGAN STANLEY GLOBAL FRANCHISE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) |
as of June 30, 2017
(as a percentage of net assets)
United States | 55.2 | % | ||||
United Kingdom | 26.8 | % | ||||
France | 9.0 | % | ||||
Germany | 3.6 | % | ||||
Italy | 1.6 | % | ||||
Switzerland | 1.2 | % | ||||
Netherlands | 0.9 | % | ||||
Assets in Excess of Other Liabilities* | 1.7 | % | ||||
Net Assets | 100.0 | % | ||||
* Includes short-term investments. |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 98.3% | |||||||||||||||||||
France: 9.0% | |||||||||||||||||||
113,880 | L’Oreal S.A. | $ | 23,745,682 | 5.4 | |||||||||||||||
117,147 | L | Pernod Ricard SA | 15,686,855 | 3.6 | |||||||||||||||
39,432,537 | 9.0 | ||||||||||||||||||
Germany: 3.6% | |||||||||||||||||||
150,360 | SAP SE | 15,738,418 | 3.6 | ||||||||||||||||
Italy: 1.6% | |||||||||||||||||||
1,005,524 | Davide Campari-Milano SpA | 7,108,750 | 1.6 | ||||||||||||||||
Netherlands: 0.9% | |||||||||||||||||||
195,920 | Relx NV | 4,039,254 | 0.9 | ||||||||||||||||
Switzerland: 1.2% | |||||||||||||||||||
58,074 | Nestle S.A. | 5,065,079 | 1.2 | ||||||||||||||||
United Kingdom: 26.8% | |||||||||||||||||||
292,781 | British American Tobacco PLC | 19,951,054 | 4.6 | ||||||||||||||||
406,126 | Experian PLC | 8,334,902 | 1.9 | ||||||||||||||||
383,306 | Reckitt Benckiser Group PLC | 38,857,124 | 8.9 | ||||||||||||||||
341,879 | Relx PLC | 7,390,436 | 1.7 | ||||||||||||||||
783,737 | Unilever PLC | 42,414,395 | 9.7 | ||||||||||||||||
116,947,911 | 26.8 | ||||||||||||||||||
United States: 55.2% | |||||||||||||||||||
170,876 | Accenture PLC | 21,133,944 | 4.8 | ||||||||||||||||
261,883 | Altria Group, Inc. | 19,502,427 | 4.5 | ||||||||||||||||
111,623 | Automatic Data Processing, Inc. | 11,436,892 | 2.6 | ||||||||||||||||
277,184 | Coca-Cola Co. | 12,431,702 | 2.9 | ||||||||||||||||
50,106 | International Flavors & Fragrances, Inc. | 6,764,310 | 1.6 | ||||||||||||||||
COMMON STOCK: (continued) | |||||||||||||||||||
United States: (continued) | |||||||||||||||||||
45,821 | Intuit, Inc. | $ | 6,085,487 | 1.4 | |||||||||||||||
427,560 | Microsoft Corp. | 29,471,711 | 6.8 | ||||||||||||||||
36,778 | Moody’s Corp. | 4,475,147 | 1.0 | ||||||||||||||||
247,402 | Nike, Inc. | 14,596,718 | 3.3 | ||||||||||||||||
242,555 | Philip Morris International, Inc. | 28,488,085 | 6.5 | ||||||||||||||||
290,692 | Reynolds American, Inc. | 18,906,608 | 4.3 | ||||||||||||||||
22,359 | Time Warner, Inc. | 2,245,067 | 0.5 | ||||||||||||||||
385,509 | Twenty-First Century Fox, Inc. — Class A | 10,925,325 | 2.5 | ||||||||||||||||
314,455 | Twenty-First Century Fox, Inc. — Class B | 8,763,861 | 2.0 | ||||||||||||||||
193,956 | Visa, Inc. — Class A | 18,189,194 | 4.2 | ||||||||||||||||
125,324 | Walt Disney Co. | 13,315,675 | 3.1 | ||||||||||||||||
223,978 | Zoetis, Inc. | 13,971,747 | 3.2 | ||||||||||||||||
240,703,900 | 55.2 | ||||||||||||||||||
Total Common Stock (Cost $326,376,251) | 429,035,849 | 98.3 |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 5.0% | |||||||||||||||||||
Securities Lending Collateralcc: 3.2% | |||||||||||||||||||
450,955 | BNP Paribas S.A., Repurchase Agreement dated 06/30/17, 1.11%, due 07/03/17 (Repurchase Amount $450,996, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%–9.000%, Market Value plus accrued interest $459,974, due 07/28/17–09/09/49) | 450,955 | 0.1 | ||||||||||||||||
3,338,499 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $3,338,815, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–10.500%, Market Value plus accrued interest $3,405,269, due 07/15/17–05/20/67) | 3,338,499 | 0.8 |
VY® MORGAN STANLEY GLOBAL FRANCHISE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||||||
Securities Lending Collateralcc: (continued) | |||||||||||||||||||
3,338,499 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $3,338,815, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–6.500%, Market Value plus accrued interest $3,405,269, due 07/13/17–12/01/51) | $ | 3,338,499 | 0.8 | |||||||||||||||
548,911 | HSBC Securities USA, Repurchase Agreement dated 06/30/17, 1.06%, due 07/03/17 (Repurchase Amount $548,959, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%–7.250%, Market Value plus accrued interest $559,890, due 07/15/17–01/15/37) | 548,911 | 0.1 | ||||||||||||||||
269,601 | Jefferies LLC, Repurchase Agreement dated 06/30/17, 1.25%, due 07/03/17 (Repurchase Amount $269,629, collateralized by various U.S. Government Agency Obligations, 0.000%–7.125%, Market Value plus accrued interest $274,994, due 07/07/17–01/15/30) | 269,601 | 0.0 | ||||||||||||||||
2,771,447 | Nomura Securities, Repurchase Agreement dated 06/30/17, 1.13%, due 07/03/17 (Repurchase Amount $2,771,704, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–9.500%, Market Value plus accrued interest $2,826,876, due 07/10/17–06/20/67) | 2,771,447 | 0.6 | ||||||||||||||||
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||||||
Securities Lending Collateralcc: (continued) | |||||||||||||||||||
3,338,500 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/17, 1.30%, due 07/03/17 (Repurchase Amount $3,338,857, collateralized by various U.S. Government Securities, 0.125%–3.875%, Market Value plus accrued interest $3,405,260, due 01/15/19–02/15/46) | $ | 3,338,500 | 0.8 | |||||||||||||||
14,056,412 | 3.2 |
Shares | | | | Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Funds: 1.8% | ||||||||||||||||||
7,631,152 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.860%†† (Cost $7,631,152) | 7,631,152 | 1.8 | |||||||||||||||
Total Short-Term Investments (Cost $21,687,564) | 21,687,564 | 5.0 | ||||||||||||||||
Total Investments in Securities (Cost $348,063,815) | $ | 450,723,413 | 103.3 | |||||||||||||||
Liabilities in Excess of Other Assets | (14,254,019 | ) | (3.3 | ) | ||||||||||||||
Net Assets | $ | 436,469,394 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. | |
†† | Rate shown is the 7-day yield as of June 30, 2017. | |
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 June 30, 2017. | |
Cost for federal income tax purposes is $348,838,021. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 104,522,609 | ||||
Gross Unrealized Depreciation | (2,637,217 | ) | ||||
Net Unrealized Appreciation | $ | 101,885,392 |
VY® MORGAN STANLEY GLOBAL FRANCHISE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) (CONTINUED) |
Industry Diversification | Percentage of Net Assets | |||||
---|---|---|---|---|---|---|
Agriculture | 19.9 | % | ||||
Cosmetics/Personal Care | 15.1 | |||||
Software | 11.8 | |||||
Media | 10.7 | |||||
Household Products/Wares | 8.9 | |||||
IT Services | 7.4 | |||||
Beverages | 5.2 | |||||
Diversified Financial Services | 5.2 | |||||
Apparel | 3.3 | |||||
Pharmaceuticals | 3.2 | |||||
Consumer Staples | 2.9 | |||||
Commercial Services | 1.9 | |||||
Materials | 1.6 | |||||
Food Products | 1.2 | |||||
Short-Term Investments | 5.0 | |||||
Liabilities in Excess of Other Assets | (3.3 | ) | ||||
Net Assets | 100.0 | % |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2017 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock | ||||||||||||||||||
France | $ | — | $ | 39,432,537 | $ | — | $ | 39,432,537 | ||||||||||
Germany | — | 15,738,418 | — | 15,738,418 | ||||||||||||||
Italy | — | 7,108,750 | — | 7,108,750 | ||||||||||||||
Netherlands | — | 4,039,254 | — | 4,039,254 | ||||||||||||||
Switzerland | — | 5,065,079 | — | 5,065,079 | ||||||||||||||
United Kingdom | — | 116,947,911 | — | 116,947,911 | ||||||||||||||
United States | 240,703,900 | — | — | 240,703,900 | ||||||||||||||
Total Common Stock | 240,703,900 | 188,331,949 | — | 429,035,849 | ||||||||||||||
Short-Term Investments | 7,631,152 | 14,056,412 | — | 21,687,564 | ||||||||||||||
Total Investments, at fair value | $ | 248,335,052 | $ | 202,388,361 | $ | — | $ | 450,723,413 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
# | The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio’s investments are categorized as Level 2 investments. |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) |
as of June 30, 2017
(as a percentage of net assets)
Common Stock | 61.8 | % | ||||
Corporate Bonds/Notes | 17.6 | % | ||||
Preferred Stock | 3.3 | % | ||||
Bank Loans | 1.2 | % | ||||
Asset-Backed Securities | 0.2 | % | ||||
Assets in Excess of Other Liabilities* | 15.9 | % | ||||
Net Assets | 100.0 | % | ||||
* Includes short-term investments. |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 61.8% | |||||||||||||||||||
Consumer Discretionary: 9.1% | |||||||||||||||||||
542,129 | Adient plc | $ | 35,444,394 | 0.6 | |||||||||||||||
124,982 | @ | Amazon.com, Inc. | 120,982,576 | 1.9 | |||||||||||||||
1,799,573 | Aramark | 73,746,502 | 1.2 | ||||||||||||||||
71,606 | @ | Autozone, Inc. | 40,848,359 | 0.6 | |||||||||||||||
655,325 | Lowe’s Cos, Inc. | 50,807,347 | 0.8 | ||||||||||||||||
403,786 | @ | O’Reilly Automotive, Inc. | 88,324,150 | 1.4 | |||||||||||||||
957,545 | Yum! Brands, Inc. | 70,628,519 | 1.1 | ||||||||||||||||
1,855,775 | Other Securities | 93,890,474 | 1.5 | ||||||||||||||||
574,672,321 | 9.1 | ||||||||||||||||||
Consumer Staples: 7.7% | |||||||||||||||||||
600,429 | Altria Group, Inc. | 44,713,948 | 0.7 | ||||||||||||||||
725,152 | British American Tobacco PLC | 49,414,227 | 0.8 | ||||||||||||||||
917,909 | Dr Pepper Snapple Group, Inc. | 83,630,689 | 1.3 | ||||||||||||||||
1,096,879 | Mondelez International, Inc. | 47,374,204 | 0.8 | ||||||||||||||||
349,168 | PepsiCo, Inc. | 40,325,412 | 0.6 | ||||||||||||||||
1,194,700 | Philip Morris International, Inc. | 140,317,515 | 2.2 | ||||||||||||||||
1,023,713 | Other Securities | 78,776,438 | 1.3 | ||||||||||||||||
484,552,433 | 7.7 | ||||||||||||||||||
Energy: 1.5% | |||||||||||||||||||
1,832,100 | L | Canadian Natural Resources Ltd. | 52,837,764 | 0.9 | |||||||||||||||
806,124 | Total S.A. | 40,021,734 | 0.6 | ||||||||||||||||
92,859,498 | 1.5 | ||||||||||||||||||
Financials: 7.5% | |||||||||||||||||||
2,669,692 | Bank of New York Mellon Corp. | 136,207,686 | 2.2 | ||||||||||||||||
2,144,000 | Marsh & McLennan Cos., Inc. | 167,146,240 | 2.6 | ||||||||||||||||
COMMON STOCK: (continued) | |||||||||||||||||||
Financials: (continued) | |||||||||||||||||||
333,874 | PNC Financial Services Group, Inc. | $ | 41,690,846 | 0.7 | |||||||||||||||
525,961 | State Street Corp. | 47,194,480 | 0.8 | ||||||||||||||||
941,000 | Wells Fargo & Co. | 52,140,810 | 0.8 | ||||||||||||||||
192,917 | Other Securities | 28,061,707 | 0.4 | ||||||||||||||||
472,441,769 | 7.5 | ||||||||||||||||||
Health Care: 15.8% | |||||||||||||||||||
2,619,444 | Abbott Laboratories | 127,331,173 | 2.0 | ||||||||||||||||
372,883 | Aetna, Inc. | 56,614,826 | 0.9 | ||||||||||||||||
232,100 | Anthem, Inc. | 43,664,973 | 0.7 | ||||||||||||||||
638,235 | Becton Dickinson & Co. | 124,526,031 | 2.0 | ||||||||||||||||
305,251 | Cigna Corp. | 51,095,965 | 0.8 | ||||||||||||||||
1,107,172 | Danaher Corp. | 93,434,245 | 1.5 | ||||||||||||||||
291,469 | Humana, Inc. | 70,133,271 | 1.1 | ||||||||||||||||
1,760,907 | PerkinElmer, Inc. | 119,988,203 | 1.9 | ||||||||||||||||
465,300 | Perrigo Co. PLC | 35,139,456 | 0.5 | ||||||||||||||||
363,513 | Thermo Fisher Scientific, Inc. | 63,422,113 | 1.0 | ||||||||||||||||
420,624 | UnitedHealth Group, Inc. | 77,992,102 | 1.2 | ||||||||||||||||
1,426,445 | s | Zoetis, Inc. | 88,981,639 | 1.4 | |||||||||||||||
1,139,041 | Other Securities | 49,528,001 | 0.8 | ||||||||||||||||
1,001,851,998 | 15.8 | ||||||||||||||||||
Industrials: 4.2% | |||||||||||||||||||
140,300 | s | Boeing Co. | 27,744,325 | 0.5 | |||||||||||||||
1,767,692 | Johnson Controls International plc | 76,647,125 | 1.2 | ||||||||||||||||
201,684 | Roper Technologies, Inc. | 46,695,897 | 0.7 | ||||||||||||||||
2,582,859 | Other Securities | 113,131,563 | 1.8 | ||||||||||||||||
264,218,910 | 4.2 | ||||||||||||||||||
Information Technology: 11.8% | |||||||||||||||||||
14,700 | @ | Alphabet, Inc. — Class A | 13,666,296 | 0.2 | |||||||||||||||
143,182 | @ | Alphabet, Inc. — Class C | 130,113,779 | 2.1 | |||||||||||||||
244,900 | Apple, Inc. | 35,270,498 | 0.6 | ||||||||||||||||
661,373 | Fidelity National Information Services, Inc. | 56,481,254 | 0.9 | ||||||||||||||||
1,188,430 | @ | Fiserv, Inc. | 145,392,526 | 2.3 | |||||||||||||||
457,948 | Mastercard, Inc.—Class A | 55,617,785 | 0.9 | ||||||||||||||||
1,955,500 | Microsoft Corp. | 134,792,615 | 2.1 | ||||||||||||||||
1,581,400 | Visa, Inc. — Class A | 148,303,692 | 2.3 | ||||||||||||||||
199,317 | Other Securities | 26,471,291 | 0.4 | ||||||||||||||||
746,109,736 | 11.8 | ||||||||||||||||||
Materials: 0.5% | |||||||||||||||||||
797,389 | Ball Corp. | 33,657,790 | 0.5 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||||||
Real Estate: 1.8% | |||||||||||||||||||
362,300 | American Tower Corp. | $ | 47,939,536 | 0.8 | |||||||||||||||
481,537 | @ | SBA Communications Corp. | 64,959,341 | 1.0 | |||||||||||||||
112,898,877 | 1.8 | ||||||||||||||||||
Utilities: 1.9% | |||||||||||||||||||
1,594,252 | PG&E Corp. | 105,810,505 | 1.7 | ||||||||||||||||
142,700 | Other Securities | 15,096,233 | 0.2 | ||||||||||||||||
120,906,738 | 1.9 | ||||||||||||||||||
Total Common Stock (Cost $3,183,519,215) | 3,904,170,070 | 61.8 | |||||||||||||||||
PREFERRED STOCK: 3.3% | |||||||||||||||||||
Financials: 0.5% | |||||||||||||||||||
10,563 | @ | Wells Fargo & Co. | 13,849,255 | 0.2 | |||||||||||||||
684,782 | Other Securities(a) | 18,982,433 | 0.3 | ||||||||||||||||
32,831,688 | 0.5 | ||||||||||||||||||
Health Care: 1.0% | |||||||||||||||||||
1,107,035 | @ | Becton Dickinson and Co. | 60,643,377 | 1.0 | |||||||||||||||
Real Estate: 0.6% | |||||||||||||||||||
297,065 | @,L | American Tower Corp. | 35,889,165 | 0.6 | |||||||||||||||
Utilities: 1.2% | |||||||||||||||||||
471,684 | @,L | DTE Energy Co. | 25,871,867 | 0.4 | |||||||||||||||
1,631,443 | Other Securities(a) | 51,431,783 | 0.8 | ||||||||||||||||
77,303,650 | 1.2 | ||||||||||||||||||
Total Preferred Stock (Cost $185,928,949) | 206,667,880 | 3.3 |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: 17.6% | |||||||||||||||||||
Basic Materials: 0.1% | |||||||||||||||||||
6,130,000 | Other Securities | 6,179,316 | 0.1 | ||||||||||||||||
Communications: 3.3% | |||||||||||||||||||
2,122,000 | # | Altice US Finance I Corp., 5.375%, 07/15/23 | 2,213,511 | 0.0 | |||||||||||||||
2,162,000 | # | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/23 | 2,275,505 | 0.0 | |||||||||||||||
4,600,000 | # | CCO Holdings LLC / CCO Holdings Capital Corp., 5.875%, 04/01/24 | 4,922,000 | 0.1 | |||||||||||||||
39,596,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%–5.750%, 03/15/21–01/15/24 | 41,135,118 | 0.7 | ||||||||||||||||
7,198,000 | # | Cequel Communications Holdings I LLC / Cequel Capital Corp., 6.375%, 09/15/20 | 7,359,955 | 0.1 | |||||||||||||||
16,075,000 | # | Netflix, Inc., 4.375%, 11/15/26 | 16,075,000 | 0.2 | |||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Communications: (continued) | |||||||||||||||||||
510,000 | # | Sirius XM Radio, Inc., 4.250%, 05/15/20 | $ | 516,171 | 0.0 | ||||||||||||||
5,250,000 | # | Sirius XM Radio, Inc., 5.750%, 08/01/21 | 5,433,750 | 0.1 | |||||||||||||||
6,915,000 | # | Sirius XM Radio, Inc., 6.000%, 07/15/24 | 7,364,475 | 0.1 | |||||||||||||||
11,550,000 | # | Unitymedia GmbH, 6.125%, 01/15/25 | 12,445,125 | 0.2 | |||||||||||||||
22,288,500 | # | Unitymedia Hessen GmbH & Co. KG / Unitymedia NRW GmbH, 5.500%, 01/15/23 | 23,180,040 | 0.4 | |||||||||||||||
EUR 8,800,000 | # | UPC Holding BV, 6.375%, 09/15/22 | 10,502,730 | 0.2 | |||||||||||||||
4,550,000 | # | Virgin Media Finance PLC, 6.000%, 10/15/24 | 4,840,062 | 0.1 | |||||||||||||||
6,200,000 | # | Virgin Media Secured Finance PLC, 5.250%, 01/15/26 | 6,476,272 | 0.1 | |||||||||||||||
9,700,000 | # | Ziggo Secured Finance BV, 5.500%, 01/15/27 | 9,930,375 | 0.2 | |||||||||||||||
49,745,000 | Other Securities | 51,296,831 | 0.8 | ||||||||||||||||
205,966,920 | 3.3 | ||||||||||||||||||
Consumer, Cyclical: 2.2% | |||||||||||||||||||
18,165,000 | # | Aramark Services, Inc., 5.000%, 04/01/25 | 19,232,194 | 0.3 | |||||||||||||||
2,210,000 | # | Cedar Fair L.P. / Canada’s Wonderland Co. / Magnum Management Corp. / Millennium Op, 5.375%, 04/15/27 | 2,342,600 | 0.0 | |||||||||||||||
2,475,000 | # | Hilton Domestic Operating Co., Inc., 4.250%, 09/01/24 | 2,515,219 | 0.1 | |||||||||||||||
14,850,000 | #,L | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 4.750%, 06/01/27 | 15,202,687 | 0.3 | |||||||||||||||
2,200,000 | # | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.000%, 06/01/24 | 2,299,000 | 0.0 | |||||||||||||||
2,150,000 | # | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.250%, 06/01/26 | 2,268,250 | 0.0 | |||||||||||||||
91,248,286 | Other Securities(a) | 95,251,388 | 1.5 | ||||||||||||||||
139,111,338 | 2.2 | ||||||||||||||||||
Consumer, Non-cyclical: 4.3% | |||||||||||||||||||
3,315,000 | Becton Dickinson & Co., 2.675%, 12/15/19 | 3,357,730 | 0.1 | ||||||||||||||||
12,530,000 | Becton Dickinson and Co., 2.253%–3.363%, 06/06/22–06/06/24 | 12,570,234 | 0.2 | ||||||||||||||||
48,626,000 | Centene Corp., 4.750%–6.125%, 02/15/21–01/15/25 | 51,216,680 | 0.8 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Consumer, Non-cyclical: (continued) | |||||||||||||||||||
14,793,000 | # | Fresenius Medical Care US Finance II, Inc., 5.625%, 07/31/19 | $ | 15,699,071 | 0.3 | ||||||||||||||
7,975,000 | # | Fresenius Medical Care US Finance II, Inc., 5.875%, 01/31/22 | 8,872,188 | 0.1 | |||||||||||||||
1,297,000 | # | Fresenius Medical Care US Finance, Inc., 5.750%, 02/15/21 | 1,425,079 | 0.0 | |||||||||||||||
33,490,000 | HCA, Inc., 6.500%, 02/15/20 | 36,629,688 | 0.6 | ||||||||||||||||
26,385,000 | HCA, Inc., 3.750%–8.000%, 10/01/18–10/15/19 | 27,990,675 | 0.4 | ||||||||||||||||
15,245,000 | # | Hologic, Inc., 5.250%, 07/15/22 | 16,064,419 | 0.3 | |||||||||||||||
7,695,000 | # | IHS Markit Ltd., 5.000%, 11/01/22 | 8,344,227 | 0.1 | |||||||||||||||
16,980,000 | Philip Morris International, Inc., 1.592%–2.625%, 02/21/20–02/18/22 | 17,067,424 | 0.3 | ||||||||||||||||
6,950,000 | # | Reckitt Benckiser Treasury Services PLC, 1.856%, 06/24/22 | 6,961,759 | 0.1 | |||||||||||||||
1,025,000 | # | TreeHouse Foods, Inc., 6.000%, 02/15/24 | 1,096,750 | 0.0 | |||||||||||||||
880,000 | # | Universal Health Services, Inc., 3.750%, 08/01/19 | 900,900 | 0.0 | |||||||||||||||
59,510,000 | Other Securities | 60,973,591 | 1.0 | ||||||||||||||||
269,170,415 | 4.3 | ||||||||||||||||||
Energy: 1.4% | |||||||||||||||||||
2,250,000 | # | Diamondback Energy, Inc., 4.750%, 11/01/24 | 2,250,000 | 0.0 | |||||||||||||||
4,975,000 | # | Range Resources Corp., 5.000%, 08/15/22 | 4,912,813 | 0.1 | |||||||||||||||
12,700,000 | # | Range Resources Corp., 5.000%, 03/15/23 | 12,477,750 | 0.2 | |||||||||||||||
66,992,000 | Other Securities | 68,396,526 | 1.1 | ||||||||||||||||
88,037,089 | 1.4 | ||||||||||||||||||
Financial: 3.1% | |||||||||||||||||||
6,135,000 | American Tower Corp., 3.300%, 02/15/21 | 6,299,970 | 0.1 | ||||||||||||||||
33,232,000 | Crown Castle International Corp., 4.875%–5.250%, 04/15/22–01/15/23 | 36,722,839 | 0.6 | ||||||||||||||||
16,721,000 | # | HUB International Ltd, 7.875%, 10/01/21 | 17,473,445 | 0.2 | |||||||||||||||
5,025,000 | # | Iron Mountain, Inc., 4.375%, 06/01/21 | 5,226,000 | 0.1 | |||||||||||||||
13,295,000 | # | Iron Mountain, Inc., 6.000%, 10/01/20 | 13,810,181 | 0.2 | |||||||||||||||
18,525,000 | # | SBA Communications Corp., 4.875%, 09/01/24 | 18,895,500 | 0.3 | |||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Financial: (continued) | |||||||||||||||||||
96,615,000 | Other Securities | $100,181,058 | 1.6 | ||||||||||||||||
198,608,993 | 3.1 | ||||||||||||||||||
Industrial: 0.8% | |||||||||||||||||||
1,250,000 | # | Moog, Inc., 5.250%, 12/01/22 | 1,306,250 | 0.0 | |||||||||||||||
8,525,000 | # | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 4.658%, 07/15/21 | 8,684,844 | 0.1 | |||||||||||||||
625,000 | # | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/23 | 650,000 | 0.0 | |||||||||||||||
40,507,661 | Other Securities | 41,406,199 | 0.7 | ||||||||||||||||
52,047,293 | 0.8 | ||||||||||||||||||
Technology: 1.1% | |||||||||||||||||||
53,430,000 | Microsoft Corp., 3.300%, 02/06/27 | 55,002,926 | 0.9 | ||||||||||||||||
5,915,000 | # | MSCI, Inc., 5.250%, 11/15/24 | 6,299,475 | 0.1 | |||||||||||||||
2,735,000 | # | MSCI, Inc., 5.750%, 08/15/25 | 2,976,008 | 0.0 | |||||||||||||||
1,050,000 | # | NXP BV / NXP Funding LLC, 4.125%, 06/15/20 | 1,105,461 | 0.0 | |||||||||||||||
6,840,000 | Other Securities | 6,926,635 | 0.1 | ||||||||||||||||
72,310,505 | 1.1 | ||||||||||||||||||
Utilities: 1.3% | |||||||||||||||||||
14,375,000 | DTE Energy Co., 3.800%, 03/15/27 | 14,725,577 | 0.3 | ||||||||||||||||
7,285,000 | Pacific Gas & Electric Co., 3.300%, 03/15/27 | 7,457,349 | 0.1 | ||||||||||||||||
56,500,000 | Other Securities | 57,322,735 | 0.9 | ||||||||||||||||
79,505,661 | 1.3 | ||||||||||||||||||
Total Corporate Bonds/Notes (Cost $1,088,521,776) | 1,110,937,530 | 17.6 | |||||||||||||||||
ASSET-BACKED SECURITIES: 0.2% | |||||||||||||||||||
Other Asset-Backed Securities: 0.2% | |||||||||||||||||||
2,653,913 | # | DB Master Finance LLC 2015-1 A2I, 3.262%, 02/20/45 | 2,675,650 | 0.0 | |||||||||||||||
6,267,637 | # | Taco Bell Funding 2016-1A A2I, 3.832%, 05/25/46 | 6,421,104 | 0.1 | |||||||||||||||
3,944,738 | # | Wendys Funding LLC 2015-1A A2I, 3.371%, 06/15/45 | 3,989,524 | 0.1 | |||||||||||||||
Total Asset-Backed Securities (Cost $12,866,287) | 13,086,278 | 0.2 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
BANK LOANS: 1.2% | |||||||||||||||||||
Communications: 0.1% | |||||||||||||||||||
5,185,413 | Other Securities | $ | 5,205,035 | 0.1 | |||||||||||||||
Consumer, Cyclical: 0.0% | |||||||||||||||||||
1,069,853 | Other Securities | 1,080,985 | 0.0 | ||||||||||||||||
Consumer, Non-cyclical: 0.4% | |||||||||||||||||||
27,929,984 | Other Securities | 28,055,600 | 0.4 | ||||||||||||||||
Financial: 0.6% | |||||||||||||||||||
35,612,549 | HUB International Ltd., 4.287%, 10/02/20 | 35,785,270 | 0.6 | ||||||||||||||||
Industrial: 0.1% | |||||||||||||||||||
8,421,667 | Other Securities | 8,500,620 | 0.1 | ||||||||||||||||
Technology: 0.0% | |||||||||||||||||||
1,170,000 | Other Securities | 1,164,150 | 0.0 | ||||||||||||||||
Total Bank Loans (Cost $78,580,770) | 79,791,660 | 1.2 | |||||||||||||||||
Total Long-Term Investments (Cost $4,549,416,997) | 5,314,653,418 | 84.1 | |||||||||||||||||
SHORT-TERM INVESTMENTS: 16.2% | |||||||||||||||||||
Corporate Bonds/Notes: 2.7% | |||||||||||||||||||
1,795,000 | Amphenol Corp., 1.550%, 09/15/17 | 1,794,679 | 0.0 | ||||||||||||||||
1,935,000 | Canadian Natural Resources Ltd., 1.750%, 01/15/18 | 1,935,105 | 0.0 | ||||||||||||||||
3,600,000 | Caterpillar Financial Services Corp., 1.250%, 11/06/17 | 3,597,692 | 0.1 | ||||||||||||||||
8,925,000 | Chevron Corp., 1.365%, 03/02/18 | 8,923,652 | 0.1 | ||||||||||||||||
9,950,000 | CNH Industrial Capital LLC, 3.625%, 04/15/18 | 10,062,435 | 0.2 | ||||||||||||||||
575,000 | # | Cox Communications, Inc., 6.250%, 06/01/18 | 596,340 | 0.0 | |||||||||||||||
1,525,000 | DISH DBS Corp., 4.250%, 04/01/18 | 1,548,363 | 0.0 | ||||||||||||||||
9,032,000 | DISH DBS Corp., 4.625%, 07/15/17 | 9,043,290 | 0.2 | ||||||||||||||||
3,735,000 | Eli Lilly & Co., 1.250%, 03/01/18 | 3,731,586 | 0.1 | ||||||||||||||||
275,000 | Enbridge Energy Partners L.P., 6.500%, 04/15/18 | 284,811 | 0.0 | ||||||||||||||||
3,745,000 | EQT Corp., 6.500%, 04/01/18 | 3,868,057 | 0.1 | ||||||||||||||||
4,250,000 | Ford Motor Credit Co. LLC, 1.724%, 12/06/17 | 4,250,790 | 0.1 | ||||||||||||||||
8,450,000 | Ford Motor Credit Co. LLC, 1.739%, 09/08/17 | 8,452,755 | 0.1 | ||||||||||||||||
12,600,000 | Ford Motor Credit Co. LLC, 1.793%, 12/06/17 | 12,611,126 | 0.2 | ||||||||||||||||
3,855,000 | Ford Motor Credit Co. LLC, 2.145%, 01/09/18 | 3,868,639 | 0.1 | ||||||||||||||||
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||||||
Corporate Bonds/Notes: (continued) | |||||||||||||||||||
1,975,000 | Ford Motor Credit Co. LLC, 5.000%, 05/15/18 | $ | 2,025,980 | 0.0 | |||||||||||||||
3,850,000 | Ford Motor Credit Co. LLC, 6.625%, 08/15/17 | 3,871,206 | 0.1 | ||||||||||||||||
1,765,000 | Harris Corp., 1.999%, 04/27/18 | 1,767,778 | 0.0 | ||||||||||||||||
2,190,000 | Johnson & Johnson, 1.125%, 11/21/17 | 2,188,627 | 0.0 | ||||||||||||||||
5,805,000 | Medtronic, Inc., 1.500%, 03/15/18 | 5,806,921 | 0.1 | ||||||||||||||||
35,133,000 | # | NXP BV / NXP Funding LLC, 3.750%, 06/01/18 | 35,747,828 | 0.6 | |||||||||||||||
1,145,000 | ONEOK Partners L.P., 2.000%, 10/01/17 | 1,145,498 | 0.0 | ||||||||||||||||
1,640,000 | PepsiCo, Inc., 1.250%, 04/30/18 | 1,637,537 | 0.0 | ||||||||||||||||
15,000,000 | Pfizer, Inc., 1.200%, 06/01/18 | 14,974,095 | 0.2 | ||||||||||||||||
175,000 | Regions Bank/Birmingham AL, 7.500%, 05/15/18 | 183,244 | 0.0 | ||||||||||||||||
2,680,000 | UnitedHealth Group, Inc., 1.400%, 12/15/17 | 2,679,427 | 0.0 | ||||||||||||||||
18,565,000 | Visa, Inc., 1.200%, 12/14/17 | 18,557,110 | 0.3 | ||||||||||||||||
3,700,000 | Yum! Brands, Inc., 6.250%, 03/15/18 | 3,820,250 | 0.1 | ||||||||||||||||
168,974,821 | 2.7 | ||||||||||||||||||
Securities Lending Collateralcc: 0.2% | |||||||||||||||||||
450,722 | BNP Paribas S.A., Repurchase Agreement dated 06/30/17, 1.11%, due 07/03/17 (Repurchase Amount $450,763, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%–9.000%, Market Value plus accrued interest $459,736, due 07/28/17–09/09/49) | 450,722 | 0.0 | ||||||||||||||||
3,336,728 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $3,337,043, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–10.500%, Market Value plus accrued interest $3,403,462, due 07/15/17–05/20/67) | 3,336,728 | 0.1 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||||||
Securities Lending Collateralcc: (continued) | |||||||||||||||||||
3,336,728 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $3,337,043, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–6.500%, Market Value plus accrued interest $3,403,463, due 07/13/17–12/01/51) | $ | 3,336,728 | 0.1 | |||||||||||||||
548,628 | HSBC Securities USA, Repurchase Agreement dated 06/30/17, 1.06%, due 07/03/17 (Repurchase Amount $548,676, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%–7.250%, Market Value plus accrued interest $559,601, due 07/15/17–01/15/37) | 548,628 | 0.0 | ||||||||||||||||
269,462 | Jefferies LLC, Repurchase Agreement dated 06/30/17, 1.25%, due 07/03/17 (Repurchase Amount $269,490, collateralized by various U.S. Government Agency Obligations, 0.000%–7.125%, Market Value plus accrued interest $274,853, due 07/07/17–01/15/30) | 269,462 | 0.0 | ||||||||||||||||
2,770,109 | Nomura Securities, Repurchase Agreement dated 06/30/17, 1.13%, due 07/03/17 (Repurchase Amount $2,770,366, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–9.500%, Market Value plus accrued interest $2,825,511, due 07/10/17–06/20/67) | 2,770,109 | 0.0 | ||||||||||||||||
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||||||
Securities Lending Collateralcc: (continued) | |||||||||||||||||||
3,336,700 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/17, 1.30%, due 07/03/17 (Repurchase Amount $3,337,057, collateralized by various U.S. Government Securities, 0.125%–3.875%, Market Value plus accrued interest $3,403,424, due 01/15/19–02/15/46) | $ | 3,336,700 | 0.0 | |||||||||||||||
14,049,077 | 0.2 |
Shares | | | | Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Funds: 13.3% | ||||||||||||||||||
840,008,753 | T. Rowe Price Reserve Investment Fund, 1.000%†† (Cost $840,008,753) | 840,008,753 | 13.3 | |||||||||||||||
Total Short-Term Investments (Cost $1,022,341,078) | 1,023,032,651 | 16.2 | ||||||||||||||||
Total Investments in Securities (Cost $5,571,758,075) | $ | 6,337,686,069 | 100.3 | |||||||||||||||
Liabilities in Excess of Other Assets | (18,841,711 | ) | (0.3 | ) | ||||||||||||||
Net Assets | $ | 6,318,844,358 | 100.0 |
“Other Securities” represents issues not identified as the top 50 holdings in terms of market value and issues or issuers not exceeding 1% of net assets individually or in aggregate respectively as of June 30, 2017.
The following footnotes apply to either the individual securities noted or one or more of the securities aggregated and listed as a single line item.
† | Unless otherwise indicated, principal amount is shown in USD. | |
†† | Rate shown is the 7-day yield as of June 30, 2017. | |
# | 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. | |
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 June 30, 2017. | |
s | All or a portion of this security is pledged to cover open written call options at June 30, 2017. | |
(a) | This grouping contains securities on loan. | |
EUR | EU Euro | |
Cost for federal income tax purposes is $5,581,609,650. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 789,034,756 | ||||
Gross Unrealized Depreciation | (32,958,337 | ) | ||||
Net Unrealized Appreciation | $ | 756,076,419 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (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 June 30, 2017 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock | ||||||||||||||||||
Consumer Discretionary | $ | 574,672,321 | $ | — | $ | — | $ | 574,672,321 | ||||||||||
Consumer Staples | 435,138,206 | 49,414,227 | — | 484,552,433 | ||||||||||||||
Energy | 52,837,764 | 40,021,734 | — | 92,859,498 | ||||||||||||||
Financials | 472,441,769 | — | — | 472,441,769 | ||||||||||||||
Health Care | 979,955,576 | 21,896,422 | — | 1,001,851,998 | ||||||||||||||
Industrials | 231,547,653 | 32,671,257 | — | 264,218,910 | ||||||||||||||
Information Technology | 746,109,736 | — | — | 746,109,736 | ||||||||||||||
Materials | 33,657,790 | — | — | 33,657,790 | ||||||||||||||
Real Estate | 112,898,877 | — | — | 112,898,877 | ||||||||||||||
Utilities | 120,906,738 | — | — | 120,906,738 | ||||||||||||||
Total Common Stock | 3,760,166,430 | 144,003,640 | — | 3,904,170,070 | ||||||||||||||
Preferred Stock | 82,065,476 | 124,602,404 | — | 206,667,880 | ||||||||||||||
Corporate Bonds/Notes | — | 1,110,937,530 | — | 1,110,937,530 | ||||||||||||||
Short-Term Investments | 840,008,753 | 183,023,898 | — | 1,023,032,651 | ||||||||||||||
Asset-Backed Securities | — | 13,086,278 | — | 13,086,278 | ||||||||||||||
Bank Loans | — | 79,791,660 | — | 79,791,660 | ||||||||||||||
Total Investments, at fair value | $ | 4,682,240,659 | $ | 1,655,445,410 | $ | — | $ | 6,337,686,069 | ||||||||||
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Written Options | $ | (100,070 | ) | $ | (31,674,044 | ) | $ | — | $ | (31,774,114 | ) | |||||||
Total Liabilities | $ | (100,070 | ) | $ | (31,674,044 | ) | $ | — | $ | (31,774,114 | ) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
+ | Other Financial Instruments are derivatives not reflected in the Portfolio of Investments and may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are valued at the unrealized gain (loss) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. |
# | The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio’s investments are categorized as Level 2 investments. |
Description | Exercise Price | Expiration Date | # of Contracts | Premiums Received | Fair Value | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Call on Mastercard, Inc. — Class A | 120.00 | 01/19/2018 | 94 | $ | 45,478 | $ | (74,495 | ) | ||||||||||
Call on Mastercard, Inc. — Class A | 125.00 | 01/19/2018 | 45 | 15,657 | (24,525 | ) | ||||||||||||
Call on Mastercard, Inc. — Class A | 130.00 | 01/19/2018 | 3 | 703 | (1,050 | ) | ||||||||||||
$ | 61,838 | $ | (100,070 | ) |
Number of Contracts | Counterparty | Description | Exercise Price | Expiration Date | Premiums Received | Fair Value | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Call Options on Securities | |||||||||||||||||||||||||||
69 | Citigroup Global Markets | Alphabet, Inc. — Class C | 840.000 | USD | 01/19/2018 | $ | 296,218 | $ | (772,800 | ) | |||||||||||||||||
69 | Citigroup Global Markets | Alphabet, Inc. — Class C | 860.000 | USD | 01/19/2018 | 249,018 | (662,400 | ) | |||||||||||||||||||
201 | Citigroup Global Markets | Alphabet, Inc. — Class C | 880.000 | USD | 01/19/2018 | 695,889 | (1,628,100 | ) | |||||||||||||||||||
332 | Citigroup Global Markets | Alphabet, Inc. — Class C | 900.000 | USD | 01/19/2018 | 1,071,526 | (2,330,640 | ) |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) (CONTINUED) |
Number of Contracts | Counterparty | Description | Exercise Price | Expiration Date | Premiums Received | Fair Value | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Call Options on Securities (continued) | |||||||||||||||||||||||||||
74 | Citigroup Global Markets | Alphabet, Inc. — Class C | 920.000 | USD | 01/19/2018 | $ | 227,698 | $ | (436,600 | ) | |||||||||||||||||
247 | Citigroup Global Markets | Alphabet, Inc. — Class C | 920.000 | USD | 01/19/2018 | 693,232 | (1,457,300 | ) | |||||||||||||||||||
221 | Citigroup Global Markets | Alphabet, Inc. — Class C | 940.000 | USD | 01/19/2018 | 532,474 | (1,105,000 | ) | |||||||||||||||||||
74 | Citigroup Global Markets | Alphabet, Inc. — Class C | 940.000 | USD | 01/19/2018 | 187,368 | (370,000 | ) | |||||||||||||||||||
184 | Deutsche Bank AG | Amazon.com, Inc. | 1,000.000 | USD | 01/19/2018 | 876,177 | (1,159,200 | ) | |||||||||||||||||||
127 | Deutsche Bank AG | Amazon.com, Inc. | 1,080.000 | USD | 01/19/2018 | 596,106 | (459,105 | ) | |||||||||||||||||||
128 | Deutsche Bank AG | Amazon.com, Inc. | 1,100.000 | USD | 01/19/2018 | 520,762 | (373,120 | ) | |||||||||||||||||||
297 | Deutsche Bank AG | Amazon.com, Inc. | 950.000 | USD | 01/19/2018 | 1,427,571 | (2,776,950 | ) | |||||||||||||||||||
575 | Citigroup Global Markets | American Tower Corp. | 115.000 | USD | 01/19/2018 | 219,650 | (1,129,875 | ) | |||||||||||||||||||
575 | Citigroup Global Markets | American Tower Corp. | 120.000 | USD | 01/19/2018 | 156,400 | (882,625 | ) | |||||||||||||||||||
918 | Citigroup Global Markets | Apple, Inc. | 175.000 | USD | 01/19/2018 | 321,621 | (137,700 | ) | |||||||||||||||||||
919 | Citigroup Global Markets | Apple, Inc. | 180.000 | USD | 01/19/2018 | 239,556 | (99,252 | ) | |||||||||||||||||||
221 | Citigroup Global Markets | Biogen, Inc. | 350.000 | USD | 01/19/2018 | 243,277 | (173,485 | ) | |||||||||||||||||||
1,403 | Bank of America N.A. | Boeing Co. | 175.000 | USD | 01/19/2018 | 773,123 | (3,781,085 | ) | |||||||||||||||||||
3,825 | Deutsche Bank AG | Danaher Corp. | 90.000 | USD | 01/19/2018 | 744,604 | (627,300 | ) | |||||||||||||||||||
1,747 | Credit Suisse Securities (USA) LLC | PNC Financial Services Group, Inc. | 135.000 | USD | 01/19/2018 | 779,373 | (557,293 | ) | |||||||||||||||||||
1,522 | RBC Capital Markets | UnitedHealth Group, Inc. | 180.000 | USD | 01/19/2018 | 826,655 | (2,095,794 | ) | |||||||||||||||||||
331 | Citigroup Global Markets | Visa, Inc. — Class A | 105.000 | USD | 01/18/2018 | 204,252 | (185,360 | ) | |||||||||||||||||||
1,575 | Citigroup Global Markets | Visa, Inc. — Class A | 105.000 | USD | 01/19/2018 | 298,725 | (211,050 | ) | |||||||||||||||||||
331 | Citigroup Global Markets | Visa, Inc. — Class A | 110.000 | USD | 01/18/2018 | 150,994 | (131,573 | ) | |||||||||||||||||||
331 | Citigroup Global Markets | Visa, Inc. — Class A | 115.000 | USD | 01/18/2018 | 108,607 | (96,155 | ) | |||||||||||||||||||
2,811 | Citigroup Global Markets | Visa, Inc. — Class A | 90.000 | USD | 01/19/2018 | 1,066,752 | (2,201,013 | ) | |||||||||||||||||||
5,290 | Citigroup Global Markets | Visa, Inc. — Class A | 95.000 | USD | 01/19/2018 | 1,517,421 | (2,486,300 | ) | |||||||||||||||||||
2,772 | JPMorgan Chase Bank N.A. | Wells Fargo & Co. | 85.000 | USD | 01/19/2018 | 415,800 | (58,212 | ) | |||||||||||||||||||
1,307 | Deutsche Bank AG | Zoetis, Inc. | 62.500 | USD | 01/19/2018 | 283,619 | (457,450 | ) | |||||||||||||||||||
1,307 | Deutsche Bank AG | Zoetis, Inc. | 65.000 | USD | 01/19/2018 | 167,779 | (297,343 | ) | |||||||||||||||||||
4,143 | Goldman Sachs & Co. | Zoetis, Inc. | 60.000 | USD | 01/19/2018 | 1,004,635 | (2,063,214 | ) | |||||||||||||||||||
1,345 | Goldman Sachs & Co. | Zoetis, Inc. | 62.500 | USD | 01/19/2018 | 223,721 | (470,750 | ) | |||||||||||||||||||
Total Written OTC Options | $ | 17,120,603 | $ | (31,674,044 | ) |
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Liability Derivatives | ||||||||||
Equity contracts | Written options, at fair value | $ | 31,774,114 | |||||||
Total Liability Derivatives | $ | 31,774,114 |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Investments* | Written options | Totals | |||||||||||
Equity contracts | $ | 1,033,402 | $ | 18,429,768 | $ | 19,463,170 | ||||||||
Total | $ | 1,033,402 | $ | 18,429,768 | $ | 19,463,170 |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Investments* | Written options | Totals | |||||||||||
Equity contracts | $ | (931,045 | ) | $ | (14,429,602 | ) | $ | (15,360,647 | ) | |||||
Total | $ | (931,045 | ) | $ | (14,429,602 | ) | $ | (15,360,647 | ) |
* | Amounts recognized for purchased options are included in net realized gain (loss) on investments and net change in unrealized appreciation or depreciation on investments. |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) (CONTINUED) |
Bank of America N.A. | Citigroup Global Markets | Credit Suisse Securities (USA) LLC | Deutsche Bank AG | Goldman Sachs & Co. | JPMorgan Chase Bank N.A. | RBC Capital Markets | Totals | |||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Liabilities: | ||||||||||||||||||||||||||||||||||
Written options | $ | 3,781,085 | $ | 16,497,228 | $ | 557,293 | $ | 6,150,468 | $ | 2,533,964 | $ | 58,212 | $ | 2,095,794 | $ | 31,674,044 | ||||||||||||||||||
Total Liabilities | $ | 3,781,085 | $ | 16,497,228 | $ | 557,293 | $ | 6,150,468 | $ | 2,533,964 | $ | 58,212 | $ | 2,095,794 | $ | 31,674,044 | ||||||||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | (3,781,085 | ) | $ | (16,497,228 | ) | $ | (557,293 | ) | $ | (6,150,468 | ) | $ | (2,533,964 | ) | $ | (58,212 | ) | $ | (2,095,794 | ) | (31,674,044 | ) | |||||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | ||||||||||||||||||
Net Exposure(1) | $ | (3,781,085 | ) | $ | (16,497,228 | ) | $ | (557,293 | ) | $ | (6,150,468 | ) | $ | (2,533,964 | ) | $ | (58,212 | ) | $ | (2,095,794 | ) | $ | (31,674,044 | ) |
(1) | Positive net exposure represents amounts due from each respective counterparty. Negative exposure represents amounts due from the Portfolio. Please refer to Note 2 for additional details regarding counterparty credit risk and credit related contingent features. |
VY® T. ROWE PRICE EQUITY INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) |
as of June 30, 2017
(as a percentage of net assets)
Financials | 26.1 | % | ||||
Health Care | 11.3 | % | ||||
Industrials | 10.5 | % | ||||
Information Technology | 9.7 | % | ||||
Energy | 9.4 | % | ||||
Consumer Discretionary | 8.1 | % | ||||
Utilities | 6.9 | % | ||||
Consumer Staples | 6.3 | % | ||||
Materials | 5.0 | % | ||||
Telecommunication Services | 2.9 | % | ||||
Real Estate | 2.1 | % | ||||
Technology | 0.2 | % | ||||
Assets in Excess of Other Liabilities* | 1.5 | % | ||||
Net Assets | 100.0 | % | ||||
* Includes short-term investments. |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 96.4% | |||||||||||||||||||
Consumer Discretionary: 8.1% | |||||||||||||||||||
327,800 | Comcast Corp. — Class A | $ | 12,757,976 | 1.3 | |||||||||||||||
166,479 | Las Vegas Sands Corp. | 10,636,343 | 1.1 | ||||||||||||||||
510,800 | Twenty-First Century Fox, Inc. — Class B | 14,235,996 | 1.4 | ||||||||||||||||
1,703,825 | Other Securities(a) | 42,422,637 | 4.3 | ||||||||||||||||
80,052,952 | 8.1 | ||||||||||||||||||
Consumer Staples: 6.3% | |||||||||||||||||||
242,600 | Archer-Daniels-Midland Co. | 10,038,788 | 1.0 | ||||||||||||||||
101,400 | PepsiCo, Inc. | 11,710,686 | 1.2 | ||||||||||||||||
160,700 | Tyson Foods, Inc. | 10,064,641 | 1.0 | ||||||||||||||||
124,600 | Wal-Mart Stores, Inc. | 9,429,728 | 0.9 | ||||||||||||||||
698,861 | Other Securities | 21,489,786 | 2.2 | ||||||||||||||||
62,733,629 | 6.3 | ||||||||||||||||||
Energy: 9.4% | |||||||||||||||||||
96,290 | Chevron Corp. | 10,045,936 | 1.0 | ||||||||||||||||
296,524 | Exxon Mobil Corp. | 23,938,382 | 2.4 | ||||||||||||||||
192,700 | Occidental Petroleum Corp. | 11,536,949 | 1.2 | ||||||||||||||||
358,500 | Total S.A. ADR | 17,778,015 | 1.8 | ||||||||||||||||
674,915 | Other Securities | 30,039,911 | 3.0 | ||||||||||||||||
93,339,193 | 9.4 | ||||||||||||||||||
COMMON STOCK: (continued) | |||||||||||||||||||
Financials: 26.1% | |||||||||||||||||||
99,300 | Ameriprise Financial, Inc. | $ | 12,639,897 | 1.3 | |||||||||||||||
175,900 | Bank of New York Mellon Corp. | 8,974,418 | 0.9 | ||||||||||||||||
227,100 | Citigroup, Inc. | 15,188,448 | 1.5 | ||||||||||||||||
454,400 | Fifth Third Bancorp | 11,796,224 | 1.2 | ||||||||||||||||
389,944 | JPMorgan Chase & Co. | 35,640,881 | 3.6 | ||||||||||||||||
319,100 | Loews Corp. | 14,937,071 | 1.5 | ||||||||||||||||
113,000 | Marsh & McLennan Cos., Inc. | 8,809,480 | 0.9 | ||||||||||||||||
292,100 | Metlife, Inc. | 16,047,974 | 1.6 | ||||||||||||||||
466,400 | Morgan Stanley | 20,782,784 | 2.1 | ||||||||||||||||
96,600 | Northern Trust Corp. | 9,390,486 | 1.0 | ||||||||||||||||
74,800 | PNC Financial Services Group, Inc. | 9,340,276 | 1.0 | ||||||||||||||||
189,500 | State Street Corp. | 17,003,835 | 1.7 | ||||||||||||||||
245,000 | US Bancorp | 12,720,400 | 1.3 | ||||||||||||||||
423,700 | Wells Fargo & Co. | 23,477,217 | 2.4 | ||||||||||||||||
1,687,687 | Other Securities | 40,868,111 | 4.1 | ||||||||||||||||
257,617,502 | 26.1 | ||||||||||||||||||
Health Care: 10.6% | |||||||||||||||||||
89,164 | Anthem, Inc. | 16,774,423 | 1.7 | ||||||||||||||||
162,000 | Bristol-Myers Squibb Co. | 9,026,640 | 0.9 | ||||||||||||||||
143,800 | Gilead Sciences, Inc. | 10,178,164 | 1.0 | ||||||||||||||||
153,600 | Johnson & Johnson | 20,319,744 | 2.1 | ||||||||||||||||
116,200 | Medtronic PLC | 10,312,750 | 1.0 | ||||||||||||||||
147,600 | Merck & Co., Inc. | 9,459,684 | 1.0 | ||||||||||||||||
451,676 | Pfizer, Inc. | 15,171,797 | 1.5 | ||||||||||||||||
294,116 | Other Securities | 13,439,831 | 1.4 | ||||||||||||||||
104,683,033 | 10.6 | ||||||||||||||||||
Industrials: 10.5% | |||||||||||||||||||
96,300 | Boeing Co. | 19,043,325 | 1.9 | ||||||||||||||||
157,500 | Emerson Electric Co. | 9,390,150 | 1.0 | ||||||||||||||||
457,600 | General Electric Co. | 12,359,776 | 1.3 | ||||||||||||||||
84,100 | Illinois Tool Works, Inc. | 12,047,325 | 1.2 | ||||||||||||||||
379,491 | Johnson Controls International plc | 16,454,730 | 1.7 | ||||||||||||||||
101,300 | United Parcel Service, Inc. — Class B | 11,202,767 | 1.1 | ||||||||||||||||
348,412 | Other Securities(a) | 22,953,719 | 2.3 | ||||||||||||||||
103,451,792 | 10.5 | ||||||||||||||||||
Information Technology: 9.7% | |||||||||||||||||||
254,100 | Applied Materials, Inc. | 10,496,871 | 1.1 | ||||||||||||||||
386,000 | Cisco Systems, Inc. | 12,081,800 | 1.2 | ||||||||||||||||
131,100 | Harris Corp. | 14,300,388 | 1.5 | ||||||||||||||||
288,200 | Microsoft Corp. | 19,865,626 | 2.0 | ||||||||||||||||
269,900 | Qualcomm, Inc. | 14,903,878 | 1.5 | ||||||||||||||||
304,500 | Other Securities | 24,065,425 | 2.4 | ||||||||||||||||
95,713,988 | 9.7 | ||||||||||||||||||
Materials: 5.0% | |||||||||||||||||||
209,400 | Du Pont E I de Nemours & Co. | 16,900,674 | 1.7 | ||||||||||||||||
180,493 | International Paper Co. | 10,217,709 | 1.1 |
VY® T. ROWE PRICE EQUITY INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||||||
Materials: (continued) | |||||||||||||||||||
443,114 | Other Securities | $ | 22,059,928 | 2.2 | |||||||||||||||
49,178,311 | 5.0 | ||||||||||||||||||
Real Estate: 2.1% | |||||||||||||||||||
574,384 | Other Securities | 21,038,484 | 2.1 | ||||||||||||||||
Telecommunication Services: 2.9% | |||||||||||||||||||
403,458 | Verizon Communications, Inc. | 18,018,434 | 1.8 | ||||||||||||||||
1,541,278 | Other Securities(a) | 10,452,771 | 1.1 | ||||||||||||||||
28,471,205 | 2.9 | ||||||||||||||||||
Utilities: 5.7% | |||||||||||||||||||
120,800 | Edison International | 9,445,352 | 1.0 | ||||||||||||||||
403,400 | NiSource, Inc. | 10,230,224 | 1.0 | ||||||||||||||||
195,000 | PG&E Corp. | 12,942,150 | 1.3 | ||||||||||||||||
177,830 | Southern Co. | 8,514,500 | 0.9 | ||||||||||||||||
547,700 | Other Securities | 15,174,977 | 1.5 | ||||||||||||||||
56,307,203 | 5.7 | ||||||||||||||||||
Total Common Stock (Cost $731,257,551) | 952,587,292 | 96.4 | |||||||||||||||||
PREFERRED STOCK: 1.9% | |||||||||||||||||||
Health Care: 0.7% | |||||||||||||||||||
125,262 | Other Securities | 6,861,852 | 0.7 | ||||||||||||||||
Utilities: 1.2% | |||||||||||||||||||
225,717 | Other Securities | 12,160,527 | 1.2 | ||||||||||||||||
Total Preferred Stock (Cost $17,428,114) | 19,022,379 | 1.9 |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: 0.2% | |||||||||||||||||||
Technology: 0.2% | |||||||||||||||||||
1,575,000 | Other Securities | 1,861,933 | 0.2 | ||||||||||||||||
Total Corporate Bonds/Notes (Cost $1,566,848) | 1,861,933 | 0.2 | |||||||||||||||||
Total Long-Term Investments (Cost $750,252,513) | 973,471,604 | 98.5 | |||||||||||||||||
SHORT-TERM INVESTMENTS: 2.6% | |||||||||||||||||||
Securities Lending Collateralcc: 1.0% | |||||||||||||||||||
325,622 | BNP Paribas S.A., Repurchase Agreement dated 06/30/17, 1.11%, due 07/03/17 (Repurchase Amount $325,652, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%–9.000%, Market Value plus accrued interest $332,134, due 07/28/17–09/09/49) | 325,622 | 0.0 | ||||||||||||||||
SHORT-TERM INVESTMENTS: (conntinued) | |||||||||||||||||||
Securities Lending Collateralcc: (continued) | |||||||||||||||||||
2,410,653 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $2,410,881, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–10.500%, Market Value plus accrued interest $2,458,866, due 07/15/17–05/20/67) | $ | 2,410,653 | 0.2 | |||||||||||||||
2,410,653 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $2,410,881, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–6.500%, Market Value plus accrued interest $2,458,866, due 07/13/17–12/01/51) | 2,410,653 | 0.3 | ||||||||||||||||
396,354 | HSBC Securities USA, Repurchase Agreement dated 06/30/17, 1.06%, due 07/03/17 (Repurchase Amount $396,389, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%–7.250%, Market Value plus accrued interest $404,282, due 07/15/17–01/15/37) | 396,354 | 0.0 | ||||||||||||||||
194,671 | Jefferies LLC, Repurchase Agreement dated 06/30/17, 1.25%, due 07/03/17 (Repurchase Amount $194,691, collateralized by various U.S. Government Agency Obligations, 0.000%–7.125%, Market Value plus accrued interest $198,565, due 07/07/17–01/15/30) | 194,671 | 0.0 | ||||||||||||||||
2,001,158 | Nomura Securities, Repurchase Agreement dated 06/30/17, 1.13%, due 07/03/17 (Repurchase Amount $2,001,344, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–9.500%, Market Value plus accrued interest $2,041,181, due 07/10/17–06/20/67) | 2,001,158 | 0.2 |
VY® T. ROWE PRICE EQUITY INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (conntinued) | |||||||||||||||||||
Securities Lending Collateralcc: (continued) | |||||||||||||||||||
2,410,700 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/17, 1.30%, due 07/03/17 (Repurchase Amount $2,410,958, collateralized by various U.S. Government Securities, 0.125%–3.875%, Market Value plus accrued interest $2,458,907, due 01/15/19–02/15/46) | $ | 2,410,700 | 0.3 | |||||||||||||||
10,149,811 | 1.0 |
Shares | | | | Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Funds: 1.6% | ||||||||||||||||||
15,300,694 | T. Rowe Price Reserve Investment Fund, 1.000%†† (Cost $15,300,694) | 15,300,694 | 1.6 | |||||||||||||||
Total Short-Term Investments (Cost $25,450,505) | 25,450,505 | 2.6 | ||||||||||||||||
Total Investments in Securities (Cost $775,703,018) | $ | 998,922,109 | 101.1 | |||||||||||||||
Liabilities in Excess of Other Assets | (11,269,948 | ) | (1.1 | ) | ||||||||||||||
Net Assets | $ | 987,652,161 | 100.0 |
“Other Securities” represents issues not identified as the top 50 holdings in terms of market value and issues or issuers not exceeding 1% of net assets individually or in aggregate respectively as of June 30, 2017.
The following footnotes apply to either the individual securities noted or one or more of the securities aggregated and listed as a single line item.
† | Unless otherwise indicated, principal amount is shown in USD. | |
†† | Rate shown is the 7-day yield as of June 30, 2017. | |
ADR | American Depositary Receipt | |
cc | Represents securities purchased with cash collateral received for securities on loan. | |
(a) | This grouping contains securities on loan. | |
Cost for federal income tax purposes is $782,467,593. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 248,418,637 | ||||
Gross Unrealized Depreciation | (31,964,121 | ) | ||||
Net Unrealized Appreciation | $ | 216,454,516 |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2017 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock | ||||||||||||||||||
Consumer Discretionary | $ | 80,052,952 | $ | — | $ | — | $ | 80,052,952 | ||||||||||
Consumer Staples | 57,532,904 | 5,200,725 | — | 62,733,629 | ||||||||||||||
Energy | 93,339,193 | — | — | 93,339,193 | ||||||||||||||
Financials | 255,012,470 | 2,605,032 | — | 257,617,502 | ||||||||||||||
Health Care | 99,301,245 | 5,381,788 | — | 104,683,033 | ||||||||||||||
Industrials | 103,451,792 | — | — | 103,451,792 | ||||||||||||||
Information Technology | 95,713,988 | — | — | 95,713,988 | ||||||||||||||
Materials | 48,203,043 | 975,268 | — | 49,178,311 | ||||||||||||||
Real Estate | 21,038,484 | — | — | 21,038,484 | ||||||||||||||
Telecommunication Services | 22,166,629 | 6,304,576 | — | 28,471,205 | ||||||||||||||
Utilities | 56,307,203 | — | — | 56,307,203 | ||||||||||||||
Total Common Stock | �� | 932,119,903 | 20,467,389 | — | 952,587,292 |
VY® T. ROWE PRICE EQUITY INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (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 June 30, 2017 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table (continued) | ||||||||||||||||||
Investments, at fair value (continued) | ||||||||||||||||||
Preferred Stock | $ | 12,160,527 | $ | 6,861,852 | $ | — | $ | 19,022,379 | ||||||||||
Corporate Bonds/Notes | — | 1,861,933 | — | 1,861,933 | ||||||||||||||
Short-Term Investments | 15,300,694 | 10,149,811 | — | 25,450,505 | ||||||||||||||
Total Investments, at fair value | $ | 959,581,124 | $ | 39,340,985 | $ | — | $ | 998,922,109 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
# | The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio’s investments are categorized as Level 2 investments. |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) |
as of June 30, 2017
(as a percentage of net assets)
Japan | 14.9 | % | ||||
United Kingdom | 12.7 | % | ||||
Germany | 7.0 | % | ||||
Switzerland | 6.8 | % | ||||
China | 6.2 | % | ||||
France | 5.7 | % | ||||
United States | 5.4 | % | ||||
India | 5.0 | % | ||||
Hong Kong | 5.0 | % | ||||
South Korea | 3.4 | % | ||||
Countries between 0.3%–3.2%ˆ | 25.8 | % | ||||
Assets in Excess of Other Liabilities* | 2.1 | % | ||||
Net Assets | 100.0 | % | ||||
* Includes short-term investments. | ||||||
ˆ Includes 19 countries, which each represents 0.3%–3.2% of net assets. |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 97.7% | |||||||||||||||||||
Australia: 2.1% | |||||||||||||||||||
218,039 | Amcor Ltd. | $ | 2,716,266 | 1.1 | |||||||||||||||
835,400 | Other Securities | 2,452,940 | 1.0 | ||||||||||||||||
5,169,206 | 2.1 | ||||||||||||||||||
Austria: 1.1% | |||||||||||||||||||
71,241 | @ | Erste Group Bank AG | 2,728,875 | 1.1 | |||||||||||||||
Belgium: 0.5% | |||||||||||||||||||
15,937 | Other Securities | 1,208,331 | 0.5 | ||||||||||||||||
Brazil: 1.3% | |||||||||||||||||||
252,634 | BB Seguridade Participacoes SA | 2,182,494 | 0.9 | ||||||||||||||||
72,736 | Other Securities | 1,076,493 | 0.4 | ||||||||||||||||
3,258,987 | 1.3 | ||||||||||||||||||
Canada: 3.2% | |||||||||||||||||||
87,700 | Canadian Natural Resources Ltd. | 2,530,640 | 1.0 | ||||||||||||||||
14,700 | Canadian Pacific Railway Ltd. | 2,365,172 | 1.0 | ||||||||||||||||
66,046 | Other Securities | 2,823,442 | 1.2 | ||||||||||||||||
7,719,254 | 3.2 | ||||||||||||||||||
China: 6.2% | |||||||||||||||||||
18,421 | @ | Alibaba Group Holding Ltd. ADR | 2,595,519 | 1.1 | |||||||||||||||
112,200 | Tencent Holdings Ltd. | 4,025,170 | 1.7 | ||||||||||||||||
COMMON STOCK: (continued) | |||||||||||||||||||
China: (continued) | |||||||||||||||||||
1,499,970 | Other Securities(a) | $ | 8,360,852 | 3.4 | |||||||||||||||
14,981,541 | 6.2 | ||||||||||||||||||
Denmark: 0.7% | |||||||||||||||||||
54,199 | Other Securities | 1,582,556 | 0.7 | ||||||||||||||||
Finland: 1.4% | |||||||||||||||||||
67,530 | Sampo OYJ | 3,464,676 | 1.4 | ||||||||||||||||
France: 5.7% | |||||||||||||||||||
31,074 | BNP Paribas | 2,237,107 | 0.9 | ||||||||||||||||
22,307 | Sanofi | 2,137,461 | 0.9 | ||||||||||||||||
28,645 | Schneider Electric SE | 2,201,358 | 0.9 | ||||||||||||||||
65,852 | Total S.A. | 3,269,362 | 1.3 | ||||||||||||||||
17,795 | Other Securities | 4,027,454 | 1.7 | ||||||||||||||||
13,872,742 | 5.7 | ||||||||||||||||||
Germany: 7.0% | |||||||||||||||||||
45,978 | Bayer AG | 5,959,230 | 2.4 | ||||||||||||||||
32,728 | Fresenius SE & Co. KGaA | 2,809,801 | 1.2 | ||||||||||||||||
40,480 | # | Scout24 AG | 1,489,014 | 0.6 | |||||||||||||||
359,533 | Other Securities | 6,747,226 | 2.8 | ||||||||||||||||
17,005,271 | 7.0 | ||||||||||||||||||
Hong Kong: 5.0% | |||||||||||||||||||
601,000 | AIA Group Ltd. | 4,397,133 | 1.8 | ||||||||||||||||
422,740 | CK Hutchison Holdings Ltd. | 5,305,195 | 2.2 | ||||||||||||||||
39,200 | Jardine Matheson Holdings Ltd. | 2,516,482 | 1.0 | ||||||||||||||||
12,218,810 | 5.0 | ||||||||||||||||||
India: 5.0% | |||||||||||||||||||
132,704 | Housing Development Finance Corp. | 3,314,152 | 1.4 | ||||||||||||||||
915,798 | NTPC Ltd. | 2,250,698 | 0.9 | ||||||||||||||||
930,299 | Other Securities | 6,706,687 | 2.7 | ||||||||||||||||
12,271,537 | 5.0 | ||||||||||||||||||
Indonesia: 1.5% | |||||||||||||||||||
1,659,800 | Bank Central Asia Tbk PT | 2,263,666 | 0.9 | ||||||||||||||||
4,778,100 | Other Securities | 1,358,770 | 0.6 | ||||||||||||||||
3,622,436 | 1.5 | ||||||||||||||||||
Italy: 0.9% | |||||||||||||||||||
261,329 | Banca Mediolanum SpA | 2,170,251 | 0.9 | ||||||||||||||||
Japan: 14.9% | |||||||||||||||||||
270,400 | Astellas Pharma, Inc. | 3,314,212 | 1.4 | ||||||||||||||||
81,500 | Japan Tobacco, Inc. | 2,864,571 | 1.2 | ||||||||||||||||
203,100 | Mitsubishi Electric Corp. | 2,937,355 | 1.2 | ||||||||||||||||
77,600 | Nippon Telegraph & Telephone Corp. | 3,663,038 | 1.5 | ||||||||||||||||
78,000 | Seven & I Holdings Co., Ltd. | 3,218,627 | 1.3 | ||||||||||||||||
221,000 | Sumitomo Corp. | 2,881,879 | 1.2 | ||||||||||||||||
61,200 | Tokio Marine Holdings, Inc. | 2,546,732 | 1.0 | ||||||||||||||||
485,300 | Yahoo! Japan Corp. | 2,109,709 | 0.9 |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||||||
Japan: (continued) | |||||||||||||||||||
519,900 | Other Securities | $ | 12,822,513 | 5.2 | |||||||||||||||
36,358,636 | 14.9 | ||||||||||||||||||
Malaysia: 0.3% | |||||||||||||||||||
1,403,100 | Other Securities | 826,958 | 0.3 | ||||||||||||||||
Mexico: 1.0% | |||||||||||||||||||
262,873 | Grupo Financiero Santander Mexico SAB de CV ADR | 2,534,096 | 1.0 | ||||||||||||||||
Netherlands: 3.0% | |||||||||||||||||||
23,500 | @ | NXP Semiconductor NV — NXPI — US | 2,572,075 | 1.1 | |||||||||||||||
91,389 | Other Securities | 4,637,246 | 1.9 | ||||||||||||||||
7,209,321 | 3.0 | ||||||||||||||||||
Peru: 0.3% | |||||||||||||||||||
3,775 | Other Securities | 677,197 | 0.3 | ||||||||||||||||
South Africa: 0.4% | |||||||||||||||||||
289,220 | Other Securities | 1,043,022 | 0.4 | ||||||||||||||||
South Korea: 3.4% | |||||||||||||||||||
6,311 | #,@ | Netmarble Games Corp. | 854,962 | 0.4 | |||||||||||||||
3,066 | NAVER Corp. | 2,247,473 | 0.9 | ||||||||||||||||
1,549 | Samsung Electronics Co., Ltd. | 3,226,291 | 1.3 | ||||||||||||||||
2,279 | Other Securities | 1,980,230 | 0.8 | ||||||||||||||||
8,308,956 | 3.4 | ||||||||||||||||||
Spain: 2.3% | |||||||||||||||||||
51,115 | Amadeus IT Group SA | 3,055,443 | 1.2 | ||||||||||||||||
122,693 | Grifols SA ADR | 2,592,503 | 1.1 | ||||||||||||||||
5,647,946 | 2.3 | ||||||||||||||||||
Sweden: 2.9% | |||||||||||||||||||
97,178 | @ | Essity AB | 2,658,792 | 1.1 | |||||||||||||||
43,927 | Hexagon AB | 2,086,957 | 0.8 | ||||||||||||||||
204,700 | Other Securities | 2,397,670 | 1.0 | ||||||||||||||||
7,143,419 | 2.9 | ||||||||||||||||||
Switzerland: 6.8% | |||||||||||||||||||
56,108 | Julius Baer Group Ltd. | 2,964,535 | 1.2 | ||||||||||||||||
79,298 | Nestle S.A. | 6,916,187 | 2.8 | ||||||||||||||||
21,055 | Roche Holding AG | 5,379,867 | 2.2 | ||||||||||||||||
71,107 | Other Securities | 1,330,960 | 0.6 | ||||||||||||||||
16,591,549 | 6.8 | ||||||||||||||||||
Taiwan: 1.8% | |||||||||||||||||||
644,000 | Taiwan Semiconductor Manufacturing Co., Ltd. | 4,399,945 | 1.8 | ||||||||||||||||
Thailand: 0.5% | |||||||||||||||||||
610,200 | Other Securities | 1,126,496 | 0.5 | ||||||||||||||||
United Arab Emirates: 0.6% | |||||||||||||||||||
69,940 | Other Securities | 1,463,145 | 0.6 | ||||||||||||||||
United Kingdom: 12.7% | |||||||||||||||||||
51,581 | British American Tobacco PLC | 3,514,898 | 1.4 | ||||||||||||||||
COMMON STOCK: (continued) | |||||||||||||||||||
United Kingdom: (continued) | |||||||||||||||||||
357,320 | #,@ | ConvaTec Group PLC | $ | 1,485,537 | 0.6 | ||||||||||||||
95,234 | Prudential PLC | 2,185,991 | 0.9 | ||||||||||||||||
25,469 | Reckitt Benckiser Group PLC | 2,581,885 | 1.1 | ||||||||||||||||
72,200 | Shire PLC | 3,981,053 | 1.6 | ||||||||||||||||
137,793 | Smith & Nephew PLC | 2,379,491 | 1.0 | ||||||||||||||||
1,016,931 | Vodafone Group PLC | 2,888,052 | 1.2 | ||||||||||||||||
2,612,393 | Other Securities(a) | 11,960,862 | 4.9 | ||||||||||||||||
30,977,769 | 12.7 | ||||||||||||||||||
United States: 5.2% | |||||||||||||||||||
27,400 | Colgate-Palmolive Co. | 2,031,162 | 0.8 | ||||||||||||||||
74,100 | @ | Liberty Global PLC — Class C | 2,310,438 | 0.9 | |||||||||||||||
2,423 | @ | Priceline.com, Inc. | 4,532,270 | 1.9 | |||||||||||||||
32,100 | Other Securities | 3,831,745 | 1.6 | ||||||||||||||||
12,705,615 | 5.2 | ||||||||||||||||||
Total Common Stock (Cost $202,062,256) | 238,288,543 | 97.7 | |||||||||||||||||
PREFERRED STOCK: 0.2% | |||||||||||||||||||
United States: 0.2% | |||||||||||||||||||
9,427 | Other Securities | 480,137 | 0.2 | ||||||||||||||||
Total Preferred Stock (Cost $258,546) | 480,137 | 0.2 | |||||||||||||||||
Total Long-Term Investments (Cost $202,320,802) | 238,768,680 | 97.9 |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 0.9% | |||||||||||||||||||
Securities Lending Collateralcc: 0.4% | |||||||||||||||||||
45,098 | BNP Paribas S.A., Repurchase Agreement dated 06/30/17, 1.11%, due 07/03/17 (Repurchase Amount $45,102, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%–9.000%, Market Value plus accrued interest $46,000, due 07/28/17–09/09/49) | 45,098 | 0.0 |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||||||
Securities Lending Collateralcc: (continued) | |||||||||||||||||||
944,892 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $944,981, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%–10.500%, Market Value plus accrued interest $963,790, due 07/15/17–05/20/67) | $ | 944,892 | 0.4 | |||||||||||||||
54,894 | HSBC Securities USA, Repurchase Agreement dated 06/30/17, 1.06%, due 07/03/17 (Repurchase Amount $54,899, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%–7.250%, Market Value plus accrued interest $55,992, due 07/15/17–01/15/37) | 54,894 | 0.0 | ||||||||||||||||
26,961 | Jefferies LLC, Repurchase Agreement dated 06/30/17, 1.26%, due 07/03/17 (Repurchase Amount $26,964, collateralized by various U.S. Government Agency Obligations, 0.000%–7.125%, Market Value plus accrued interest $27,500, due 07/07/17–01/15/30) | 26,961 | 0.0 | ||||||||||||||||
1,071,845 | 0.4 |
Shares | | | | Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Funds: 0.5% | ||||||||||||||||||
1,191,172 | T. Rowe Price Reserve Investment Fund, 1.000%†† (Cost $1,191,172) | 1,191,172 | 0.5 | |||||||||||||||
Total Short-Term Investments (Cost $2,263,017) | 2,263,017 | 0.9 | ||||||||||||||||
Total Investments in Securities (Cost $204,583,819) | $ | 241,031,697 | 98.8 | |||||||||||||||
Assets in Excess of Other Liabilities | 2,848,685 | 1.2 | ||||||||||||||||
Net Assets | $ | 243,880,382 | 100.0 |
“Other Securities” represents issues not identified as the top 50 holdings in terms of market value and issues or issuers not exceeding 1% of net assets individually or in aggregate respectively as of June 30, 2017.
The following footnotes apply to either the individual securities noted or one or more of the securities aggregated and listed as a single line item.
† | Unless otherwise indicated, principal amount is shown in USD. | |
†† | Rate shown is the 7-day yield as of June 30, 2017. | |
# | 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. | |
ADR | American Depositary Receipt | |
cc | Represents securities purchased with cash collateral received for securities on loan. | |
(a) | This grouping contains securities on loan. | |
Cost for federal income tax purposes is $206,627,000. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 41,586,951 | ||||
Gross Unrealized Depreciation | (7,182,254 | ) | ||||
Net Unrealized Appreciation | $ | 34,404,697 |
Sector Diversification | Percentage of Net Assets | |||||
---|---|---|---|---|---|---|
Financials | 18.4 | % | ||||
Information Technology | 16.5 | |||||
Health Care | 15.9 | |||||
Consumer Staples | 14.2 | |||||
Industrials | 11.0 | |||||
Consumer Discretionary | 8.1 | |||||
Telecommunication Services | 4.3 | |||||
Materials | 4.3 | |||||
Energy | 3.0 | |||||
Utilities | 1.5 | |||||
Real Estate | 0.7 | |||||
Short-Term Investments | 0.9 | |||||
Assets in Excess of Other Liabilities | 1.2 | |||||
Net Assets | 100.0 | % |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (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 June 30, 2017 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock | ||||||||||||||||||
Australia | $ | — | $ | 5,169,206 | $ | — | $ | 5,169,206 | ||||||||||
Austria | — | 2,728,875 | — | 2,728,875 | ||||||||||||||
Belgium | — | 1,208,331 | — | 1,208,331 | ||||||||||||||
Brazil | 3,258,987 | — | — | 3,258,987 | ||||||||||||||
Canada | 7,719,254 | — | — | 7,719,254 | ||||||||||||||
China | 6,232,502 | 8,749,039 | — | 14,981,541 | ||||||||||||||
Denmark | — | 1,582,556 | — | 1,582,556 | ||||||||||||||
Finland | — | 3,464,676 | — | 3,464,676 | ||||||||||||||
France | — | 13,872,742 | — | 13,872,742 | ||||||||||||||
Germany | — | 17,005,271 | — | 17,005,271 | ||||||||||||||
Hong Kong | — | 12,218,810 | — | 12,218,810 | ||||||||||||||
India | — | 12,271,537 | — | 12,271,537 | ||||||||||||||
Indonesia | 1,358,770 | 2,263,666 | — | 3,622,436 | ||||||||||||||
Italy | — | 2,170,251 | — | 2,170,251 | ||||||||||||||
Japan | — | 36,358,636 | — | 36,358,636 | ||||||||||||||
Malaysia | 826,958 | — | — | 826,958 | ||||||||||||||
Mexico | 2,534,096 | — | — | 2,534,096 | ||||||||||||||
Netherlands | 2,572,075 | 4,637,246 | — | 7,209,321 | ||||||||||||||
Peru | 677,197 | — | — | 677,197 | ||||||||||||||
South Africa | — | 1,043,022 | — | 1,043,022 | ||||||||||||||
South Korea | 854,962 | 7,453,994 | — | 8,308,956 | ||||||||||||||
Spain | 2,592,503 | 3,055,443 | — | 5,647,946 | ||||||||||||||
Sweden | 2,658,792 | 4,484,627 | — | 7,143,419 | ||||||||||||||
Switzerland | — | 16,591,549 | — | 16,591,549 | ||||||||||||||
Taiwan | — | 4,399,945 | — | 4,399,945 | ||||||||||||||
Thailand | — | 1,126,496 | — | 1,126,496 | ||||||||||||||
United Arab Emirates | 1,463,145 | — | — | 1,463,145 | ||||||||||||||
United Kingdom | 4,253,503 | 26,724,266 | — | 30,977,769 | ||||||||||||||
United States | 12,705,615 | — | — | 12,705,615 | ||||||||||||||
Total Common Stock | 49,708,359 | 188,580,184 | — | 238,288,543 | ||||||||||||||
Preferred Stock | — | — | 480,137 | 480,137 | ||||||||||||||
Short-Term Investments | 1,191,172 | 1,071,845 | — | 2,263,017 | ||||||||||||||
Total Investments, at fair value | $ | 50,899,531 | $ | 189,652,029 | $ | 480,137 | $ | 241,031,697 | ||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Forward Foreign Currency Contracts | — | 38,541 | — | 38,541 | ||||||||||||||
Total Assets | $ | 50,899,531 | $ | 189,690,570 | $ | 480,137 | $ | 241,070,238 | ||||||||||
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | (26,146 | ) | $ | — | $ | (26,146 | ) | ||||||||
Total Liabilities | $ | — | $ | (26,146 | ) | $ | — | $ | (26,146 | ) |
(1) | For the period ended June 30, 2017, as a result of the fair value pricing procedures for international equities utilized by the Portfolio certain securities have transferred in and out of Level 1 and Level 2 measurements during the year. The Portfolio’s policy is to recognize transfers between levels at the beginning of the reporting period. At June 30, 2017, securities valued at $1,813,474 were transferred from Level 2 to Level 1, respectively, within the fair value hierarchy. |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
+ | Other Financial Instruments are derivatives not reflected in the Portfolio of Investments and may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are valued at the unrealized gain (loss) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. |
# | The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio’s investments are categorized as Level 2 investments. |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) (CONTINUED) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
USD 1,819,345 | JPY 200,158,000 | Bank of America N.A. | 07/19/17 | $ | 38,541 | ||||||||||
USD 1,215,742 | GBP 953,000 | Bank of America N.A. | 07/19/17 | (26,146 | ) | ||||||||||
$ | 12,395 |
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 | $ | 38,541 | |||||
Total Asset Derivatives | $ | 38,541 | ||||||
Liability Derivatives | ||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 26,146 | |||||
Total Liability Derivatives | $ | 26,146 |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | ||||||
---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Foreign currency related transactions* | |||||
Foreign exchange contracts | $ | 59,851 | ||||
Total | $ | 59,851 |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | ||||||
---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Foreign currency related transactions* | |||||
Foreign exchange contracts | $ | (181,759 | ) | |||
Total | $ | (181,759 | ) |
* | Amounts recognized for forward foreign currency contracts are included in net realized gain (loss) on foreign currency related transactions and net change in unrealized appreciation or depreciation on foreign currency related transactions. |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2017 (UNAUDITED) (CONTINUED) |
Bank of America N.A. | ||||||
---|---|---|---|---|---|---|
Assets: | ||||||
Forward foreign currency contracts | 38,541 | |||||
Total Assets | $ | 38,541 | ||||
Liabilities: | ||||||
Forward foreign currency contracts | $ | 26,146 | ||||
Total Liabilities | $ | 26,146 | ||||
Net OTC derivative instruments by counterparty, at fair value | $ | 12,395 | ||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | ||||
Net Exposure(1) | $ | 12,395 |
(1) | Positive net exposure represents amounts due from each respective counterparty. Negative exposure represents amounts due from the Portfolio. Please refer to Note 2 for additional details regarding counterparty credit risk and credit related contingent features. |
1 | To approve an Agreement and Plan of Reorganization by and between VY® FMR® Diversified Mid Cap Portfolio (“FMR Portfolio”) and Voya MidCap Opportunities Portfolio (“Voya Portfolio”), providing for the reorganization of FMR Portfolio with and into Voya Portfolio (the “Reorganization”). |
Proposal | Shares voted for | Shares voted against or withheld | Shares abstained | Broker non-vote | Total Shares Voted | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
VY® FMR® Diversified Mid Cap Portfolio | 1* | 37,179,749.473 | 1,529,859.066 | 2,929,624.861 | 41,639,233.400 |
* | Proposal Passed |
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
RETIREMENT | INVESTMENTS | INSURANCE | |
voyainvestments.com | VPSAR-VIT1AISS2 (0617-082417) |
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
July 31, 2017
| | Index | | | | Description | | |
| | 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. 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. | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2017 | | | Ending Account Value June 30, 2017 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2017* | | | Beginning Account Value January 1, 2017 | | | Ending Account Value June 30, 2017 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2017* | | ||||||||||||||||||||||||
Voya High Yield Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,040.50 | | | | | | 1.08% | | | | | $ | 5.46 | | | | | $ | 1,000.00 | | | | | $ | 1,019.44 | | | | | | 1.08% | | | | | $ | 5.41 | | |
Class I | | | | | 1,000.00 | | | | | | 1,043.60 | | | | | | 0.48 | | | | | | 2.43 | | | | | | 1,000.00 | | | | | | 1,022.41 | | | | | | 0.48 | | | | | | 2.41 | | |
Class S | | | | | 1,000.00 | | | | | | 1,042.30 | | | | | | 0.73 | | | | | | 3.70 | | | | | | 1,000.00 | | | | | | 1,021.17 | | | | | | 0.73 | | | | | | 3.66 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,041.50 | | | | | | 0.88 | | | | | | 4.45 | | | | | | 1,000.00 | | | | | | 1,020.43 | | | | | | 0.88 | | | | | | 4.41 | | |
Voya Large Cap Growth Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,139.30 | | | | | | 1.27% | | | | | $ | 6.74 | | | | | $ | 1,000.00 | | | | | $ | 1,018.50 | | | | | | 1.27% | | | | | $ | 6.36 | | |
Class I | | | | | 1,000.00 | | | | | | 1,142.40 | | | | | | 0.67 | | | | | | 3.56 | | | | | | 1,000.00 | | | | | | 1,021.47 | | | | | | 0.67 | | | | | | 3.36 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,143.00 | | | | | | 0.67 | | | | | | 3.56 | | | | | | 1,000.00 | | | | | | 1,021.47 | | | | | | 0.67 | | | | | | 3.36 | | |
Class S | | | | | 1,000.00 | | | | | | 1,141.40 | | | | | | 0.92 | | | | | | 4.88 | | | | | | 1,000.00 | | | | | | 1,020.23 | | | | | | 0.92 | | | | | | 4.61 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,140.00 | | | | | | 1.07 | | | | | | 5.68 | | | | | | 1,000.00 | | | | | | 1,019.49 | | | | | | 1.07 | | | | | | 5.36 | | |
Voya Large Cap Value Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,060.20 | | | | | | 1.24% | | | | | $ | 6.33 | | | | | $ | 1,000.00 | | | | | $ | 1,018.65 | | | | | | 1.24% | | | | | $ | 6.21 | | |
Class I | | | | | 1,000.00 | | | | | | 1,063.30 | | | | | | 0.64 | | | | | | 3.27 | | | | | | 1,000.00 | | | | | | 1,021.62 | | | | | | 0.64 | | | | | | 3.21 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,063.40 | | | | | | 0.64 | | | | | | 3.27 | | | | | | 1,000.00 | | | | | | 1,021.62 | | | | | | 0.64 | | | | | | 3.21 | | |
Class S | | | | | 1,000.00 | | | | | | 1,062.40 | | | | | | 0.89 | | | | | | 4.55 | | | | | | 1,000.00 | | | | | | 1,020.38 | | | | | | 0.89 | | | | | | 4.46 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,061.60 | | | | | | 1.04 | | | | | | 5.32 | | | | | | 1,000.00 | | | | | | 1,019.64 | | | | | | 1.04 | | | | | | 5.21 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2017 | | | Ending Account Value June 30, 2017 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2017* | | | Beginning Account Value January 1, 2017 | | | Ending Account Value June 30, 2017 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2017* | | ||||||||||||||||||||||||
Voya Limited Maturity Bond Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,007.30 | | | | | | 0.89% | | | | | $ | 4.43 | | | | | $ | 1,000.00 | | | | | $ | 1,020.38 | | | | | | 0.89% | | | | | $ | 4.46 | | |
Class I | | | | | 1,000.00 | | | | | | 1,010.30 | | | | | | 0.29 | | | | | | 1.45 | | | | | | 1,000.00 | | | | | | 1,023.36 | | | | | | 0.29 | | | | | | 1.45 | | |
Class S | | | | | 1,000.00 | | | | | | 1,008.10 | | | | | | 0.54 | | | | | | 2.69 | | | | | | 1,000.00 | | | | | | 1,022.12 | | | | | | 0.54 | | | | | | 2.71 | | |
Voya Multi-Manager Large Cap Core Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,091.30 | | | | | | 1.32% | | | | | $ | 6.84 | | | | | $ | 1,000.00 | | | | | $ | 1,018.25 | | | | | | 1.32% | | | | | $ | 6.61 | | |
Class I | | | | | 1,000.00 | | | | | | 1,094.00 | | | | | | 0.72 | | | | | | 3.74 | | | | | | 1,000.00 | | | | | | 1,021.22 | | | | | | 0.72 | | | | | | 3.61 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,094.00 | | | | | | 0.72 | | | | | | 3.74 | | | | | | 1,000.00 | | | | | | 1,021.22 | | | | | | 0.72 | | | | | | 3.61 | | |
Class S | | | | | 1,000.00 | | | | | | 1,092.60 | | | | | | 0.97 | | | | | | 5.03 | | | | | | 1,000.00 | | | | | | 1,019.98 | | | | | | 0.97 | | | | | | 4.86 | | |
Voya U.S. Stock Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,088.90 | | | | | | 0.80% | | | | | $ | 4.14 | | | | | $ | 1,000.00 | | | | | $ | 1,020.83 | | | | | | 0.80% | | | | | $ | 4.01 | | |
Class I | | | | | 1,000.00 | | | | | | 1,091.40 | | | | | | 0.27 | | | | | | 1.40 | | | | | | 1,000.00 | | | | | | 1,023.46 | | | | | | 0.27 | | | | | | 1.35 | | |
Class P2(1) | | | | | 1,000.00 | | | | | | 1,018.30 | | | | | | 0.15 | | | | | | 0.75 | | | | | | 1,000.00 | | | | | | 1,024.05 | | | | | | 0.15 | | | | | | 0.75 | | |
Class S | | | | | 1,000.00 | | | | | | 1,090.60 | | | | | | 0.51 | | | | | | 2.64 | | | | | | 1,000.00 | | | | | | 1,022.27 | | | | | | 0.51 | | | | | | 2.56 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,089.40 | | | | | | 0.67 | | | | | | 3.47 | | | | | | 1,000.00 | | | | | | 1,021.47 | | | | | | 0.67 | | | | | | 3.36 | | |
VY® Clarion Real Estate Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,020.00 | | | | | | 1.31% | | | | | $ | 6.56 | | | | | $ | 1,000.00 | | | | | $ | 1,018.30 | | | | | | 1.31% | | | | | $ | 6.56 | | |
Class I | | | | | 1,000.00 | | | | | | 1,022.90 | | | | | | 0.71 | | | | | | 3.56 | | | | | | 1,000.00 | | | | | | 1,021.27 | | | | | | 0.71 | | | | | | 3.56 | | |
Class S | | | | | 1,000.00 | | | | | | 1,021.60 | | | | | | 0.96 | | | | | | 4.81 | | | | | | 1,000.00 | | | | | | 1,020.03 | | | | | | 0.96 | | | | | | 4.81 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,020.90 | | | | | | 1.11 | | | | | | 5.56 | | | | | | 1,000.00 | | | | | | 1,019.29 | | | | | | 1.11 | | | | | | 5.56 | | |
VY® Franklin Income Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,046.10 | | | | | | 1.26% | | | | | $ | 6.39 | | | | | $ | 1,000.00 | | | | | $ | 1,018.55 | | | | | | 1.26% | | | | | $ | 6.31 | | |
Class I | | | | | 1,000.00 | | | | | | 1,048.00 | | | | | | 0.66 | | | | | | 3.35 | | | | | | 1,000.00 | | | | | | 1,021.52 | | | | | | 0.66 | | | | | | 3.31 | | |
Class S | | | | | 1,000.00 | | | | | | 1,047.30 | | | | | | 0.91 | | | | | | 4.62 | | | | | | 1,000.00 | | | | | | 1,020.28 | | | | | | 0.91 | | | | | | 4.56 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,046.50 | | | | | | 1.06 | | | | | | 5.38 | | | | | | 1,000.00 | | | | | | 1,019.54 | | | | | | 1.06 | | | | | | 5.31 | | |
VY® JPMorgan Small Cap Core Equity Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,055.60 | | | | | | 1.45% | | | | | $ | 7.39 | | | | | $ | 1,000.00 | | | | | $ | 1,017.60 | | | | | | 1.45% | | | | | $ | 7.25 | | |
Class I | | | | | 1,000.00 | | | | | | 1,058.20 | | | | | | 0.85 | | | | | | 4.34 | | | | | | 1,000.00 | | | | | | 1,020.58 | | | | | | 0.85 | | | | | | 4.26 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,058.20 | | | | | | 0.85 | | | | | | 4.34 | | | | | | 1,000.00 | | | | | | 1,020.58 | | | | | | 0.85 | | | | | | 4.26 | | |
Class S | | | | | 1,000.00 | | | | | | 1,057.40 | | | | | | 1.10 | | | | | | 5.61 | | | | | | 1,000.00 | | | | | | 1,019.34 | | | | | | 1.10 | | | | | | 5.51 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,056.40 | | | | | | 1.25 | | | | | | 6.37 | | | | | | 1,000.00 | | | | | | 1,018.60 | | | | | | 1.25 | | | | | | 6.26 | | |
VY® Templeton Global Growth Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,107.40 | | | | | | 1.43% | | | | | $ | 7.47 | | | | | $ | 1,000.00 | | | | | $ | 1,017.70 | | | | | | 1.43% | | | | | $ | 7.15 | | |
Class I | | | | | 1,000.00 | | | | | | 1,110.00 | | | | | | 0.83 | | | | | | 4.34 | | | | | | 1,000.00 | | | | | | 1,020.68 | | | | | | 0.83 | | | | | | 4.16 | | |
Class S | | | | | 1,000.00 | | | | | | 1,108.10 | | | | | | 1.08 | | | | | | 5.65 | | | | | | 1,000.00 | | | | | | 1,019.44 | | | | | | 1.08 | | | | | | 5.41 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,108.20 | | | | | | 1.23 | | | | | | 6.43 | | | | | | 1,000.00 | | | | | | 1,018.70 | | | | | | 1.23 | | | | | | 6.16 | | |
| | | Voya High Yield Portfolio | | | Voya Large Cap Growth Portfolio | | | Voya Large Cap Value Portfolio | | | Voya Limited Maturity Bond Portfolio | | ||||||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 599,751,355 | | | | | $ | 6,120,049,453 | | | | | $ | 1,343,842,395 | | | | | $ | 233,449,685 | | |
Short-term investments at fair value** | | | | | 35,184,760 | | | | | | 115,489,970 | | | | | | 26,671,818 | | | | | | 38,703,219 | | |
Total investments at fair value | | | | $ | 634,936,115 | | | | | $ | 6,235,539,423 | | | | | $ | 1,370,514,213 | | | | | $ | 272,152,904 | | |
Cash | | | | | 20,058,277 | | | | | | 802 | | | | | | 435 | | | | | | 58,316 | | |
Cash collateral for futures | | | | | — | | | | | | — | | | | | | — | | | | | | 257,748 | | |
Receivables: | | | | | | ||||||||||||||||||||
Investment securities sold | | | | | — | | | | | | 40,372,826 | | | | | | — | | | | | | 16,263,882 | | |
Fund shares sold | | | | | 185,209 | | | | | | 580,854 | | | | | | 1,752,085 | | | | | | 1,038,011 | | |
Dividends | | | | | — | | | | | | 2,485,372 | | | | | | 2,450,685 | | | | | | 3,235 | | |
Interest | | | | | 9,624,791 | | | | | | — | | | | | | — | | | | | | 1,061,713 | | |
Foreign tax reclaims | | | | | — | | | | | | 92,302 | | | | | | 250,400 | | | | | | — | | |
Prepaid expenses | | | | | — | | | | | | 29,442 | | | | | | 7,627 | | | | | | — | | |
Reimbursement due from manager | | | | | — | | | | | | 2,639 | | | | | | 108,278 | | | | | | — | | |
Other assets | | | | | 26,102 | | | | | | 206,938 | | | | | | 69,963 | | | | | | 12,674 | | |
Total assets | | | | | 664,830,494 | | | | | | 6,279,310,598 | | | | | | 1,375,153,686 | | | | | | 290,848,483 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | 6,998,800 | | | | | | 26,541,718 | | | | | | — | | | | | | 17,311,736 | | |
Payable for fund shares redeemed | | | | | 264,408 | | | | | | 11,059,150 | | | | | | 72,390 | | | | | | 32,230 | | |
Payable upon receipt of securities loaned | | | | | 35,184,760 | | | | | | 68,004,970 | | | | | | 18,993,818 | | | | | | 760,563 | | |
Payable for unified fees | | | | | 251,268 | | | | | | — | | | | | | — | | | | | | 62,834 | | |
Payable for investment management fees | | | | | — | | | | | | 3,336,667 | | | | | | 802,780 | | | | | | — | | |
Payable for distribution and shareholder service fees | | | | | 144,903 | | | | | | 1,478,426 | | | | | | 211,400 | | | | | | 28,430 | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 26,102 | | | | | | 206,938 | | | | | | 69,963 | | | | | | 12,674 | | |
Payable for trustee fees | | | | | — | | | | | | 30,627 | | | | | | 7,614 | | | | | | — | | |
Other accrued expenses and liabilities | | | | | — | | | | | | 724,554 | | | | | | 205,598 | | | | | | — | | |
Total liabilities | | | | | 42,870,241 | | | | | | 111,383,050 | | | | | | 20,363,563 | | | | | | 18,208,467 | | |
NET ASSETS | | | | $ | 621,960,253 | | | | | $ | 6,167,927,548 | | | | | $ | 1,354,790,123 | | | | | $ | 272,640,016 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 651,740,416 | | | | | $ | 4,352,496,176 | | | | | $ | 1,107,886,023 | | | | | $ | 280,609,623 | | |
Undistributed (distributions in excess of) net investment income or accumulated net investment loss | | | | | 990,289 | | | | | | 36,538,288 | | | | | | 21,483,860 | | | | | | (449,532) | | |
Accumulated net realized gain (loss) | | | | | (45,749,011) | | | | | | 781,247,359 | | | | | | 84,953,630 | | | | | | (7,765,309) | | |
Net unrealized appreciation | | | | | 14,978,559 | | | | | | 997,645,725 | | | | | | 140,466,610 | | | | | | 245,234 | | |
NET ASSETS | | | | $ | 621,960,253 | | | | | $ | 6,167,927,548 | | | | | $ | 1,354,790,123 | | | | | $ | 272,640,016 | | |
+ Including securities loaned at value | | | | $ | 34,308,798 | | | | | $ | 66,468,246 | | | | | $ | 18,556,036 | | | | | $ | 732,083 | | |
* Cost of investments in securities | | | | $ | 584,772,795 | | | | | $ | 5,122,395,838 | | | | | $ | 1,203,362,704 | | | | | $ | 233,274,116 | | |
** Cost of short-term investments | | | | $ | 35,184,760 | | | | | $ | 115,489,970 | | | | | $ | 26,671,818 | | | | | $ | 38,657,258 | | |
| | | Voya High Yield Portfolio | | | Voya Large Cap Growth Portfolio | | | Voya Large Cap Value Portfolio | | | Voya Limited Maturity Bond Portfolio | | ||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 98,824,926 | | | | | $ | 2,018,777,940 | | | | | $ | 63,116,292 | | | | | $ | 21,303,109 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 9,807,662 | | | | | | 109,234,401 | | | | | | 5,047,425 | | | | | | 2,182,574 | | |
Net asset value and redemption price per share | | | | $ | 10.08 | | | | | $ | 18.48 | | | | | $ | 12.50 | | | | | $ | 9.76 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 60,712,606 | | | | | $ | 2,004,064,967 | | | | | $ | 417,133,782 | | | | | $ | 163,290,793 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 6,021,697 | | | | | | 101,155,549 | | | | | | 32,684,249 | | | | | | 16,399,866 | | |
Net asset value and redemption price per share | | | | $ | 10.08 | | | | | $ | 19.81 | | | | | $ | 12.76 | | | | | $ | 9.96 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 17,557,159 | | | | | $ | 1,203,110 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | unlimited | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 885,912 | | | | | | 94,349 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 19.82 | | | | | $ | 12.75 | | | | | | n/a | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 456,368,465 | | | | | $ | 2,058,469,916 | | | | | $ | 873,248,537 | | | | | $ | 88,046,114 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 45,295,625 | | | | | | 106,279,976 | | | | | | 69,325,031 | | | | | | 8,774,068 | | |
Net asset value and redemption price per share | | | | $ | 10.08 | | | | | $ | 19.37 | | | | | $ | 12.60 | | | | | $ | 10.03 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 6,054,256 | | | | | $ | 69,057,566 | | | | | $ | 88,402 | | | | | | n/a | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | n/a | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | 600,057 | | | | | | 3,592,074 | | | | | | 7,019 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 10.09 | | | | | $ | 19.22 | | | | | $ | 12.59 | | | | | | n/a | | |
| | | Voya Multi- Manager Large Cap Core Portfolio | | | Voya U.S. Stock Index Portfolio | | | VY® Clarion Real Estate Portfolio | | | VY® Franklin Income Portfolio | | ||||||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 314,041,026 | | | | | $ | 4,877,287,919 | | | | | $ | 530,900,387 | | | | | $ | 453,607,331 | | |
Short-term investments at fair value** | | | | | 2,742,683 | | | | | | 76,044,158 | | | | | | 2,252,403 | | | | | | 38,627,324 | | |
Total investments at fair value | | | | $ | 316,783,709 | | | | | $ | 4,953,332,077 | | | | | $ | 533,152,790 | | | | | $ | 492,234,655 | | |
Cash | | | | | 1,984 | | | | | | 1,776 | | | | | | — | | | | | | 57,079 | | |
Cash collateral for futures | | | | | — | | | | | | 2,284,779 | | | | | | — | | | | | | — | | |
Receivables: | | | | | | ||||||||||||||||||||
Investment securities sold | | | | | 5,764,569 | | | | | | — | | | | | | 17,299,292 | | | | | | 2,431,522 | | |
Fund shares sold | | | | | 476,715 | | | | | | 5,454,284 | | | | | | 920,740 | | | | | | 714,592 | | |
Dividends | | | | | 339,435 | | | | | | 4,893,012 | | | | | | 2,064,178 | | | | | | 402,249 | | |
Interest | | | | | — | | | | | | — | | | | | | — | | | | | | 2,985,078 | | |
Foreign tax reclaims | | | | | — | | | | | | — | | | | | | — | | | | | | 238,696 | | |
Prepaid expenses | | | | | — | | | | | | — | | | | | | 2,741 | | | | | | 2,399 | | |
Reimbursement due from manager | | | | | — | | | | | | 78,665 | | | | | | 44,914 | | | | | | 40,968 | | |
Other assets | | | | | 8,686 | | | | | | 111,314 | | | | | | 26,274 | | | | | | 22,183 | | |
Total assets | | | | | 323,375,098 | | | | | | 4,966,155,907 | | | | | | 553,510,929 | | | | | | 499,129,421 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | 1,589,709 | | | | | | 2,066,746 | | | | | | 14,362,780 | | | | | | 116,699 | | |
Payable for fund shares redeemed | | | | | 31,529 | | | | | | 1,791,301 | | | | | | 36,557 | | | | | | 286 | | |
Payable upon receipt of securities loaned | | | | | — | | | | | | 21,667,158 | | | | | | — | | | | | | 22,468,110 | | |
Payable for unified fees | | | | | 192,794 | | | | | | 1,065,969 | | | | | | — | | | | | | — | | |
Payable for investment management fees | | | | | — | | | | | | — | | | | | | 365,825 | | | | | | 296,325 | | |
Payable for distribution and shareholder service fees | | | | | 12,327 | | | | | | 129,078 | | | | | | 117,330 | | | | | | 120,004 | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 8,686 | | | | | | 111,314 | | | | | | 26,274 | | | | | | 22,183 | | |
Payable for trustee fees | | | | | — | | | | | | — | | | | | | 2,833 | | | | | | 2,465 | | |
Other accrued expenses and liabilities | | | | | — | | | | | | — | | | | | | 53,542 | | | | | | 90,680 | | |
Total liabilities | | | | | 1,835,045 | | | | | | 26,831,566 | | | | | | 14,965,141 | | | | | | 23,116,752 | | |
NET ASSETS | | | | $ | 321,540,053 | | | | | $ | 4,939,324,341 | | | | | $ | 538,545,788 | | | | | $ | 476,012,669 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 230,288,562 | | | | | $ | 2,756,099,659 | | | | | $ | 475,576,211 | | | | | $ | 427,720,619 | | |
Undistributed net investment income | | | | | 2,474,669 | | | | | | 53,433,337 | | | | | | 15,824,946 | | | | | | 31,713,365 | | |
Accumulated net realized gain (loss) | | | | | 34,720,433 | | | | | | 304,843,717 | | | | | | 21,321,791 | | | | | | (25,032,733) | | |
Net unrealized appreciation | | | | | 54,056,389 | | | | | | 1,824,947,628 | | | | | | 25,822,840 | | | | | | 41,611,418 | | |
NET ASSETS | | | | $ | 321,540,053 | | | | | $ | 4,939,324,341 | | | | | $ | 538,545,788 | | | | | $ | 476,012,669 | | |
+ Including securities loaned at value | | | | $ | — | | | | | $ | 21,137,112 | | | | | $ | — | | | | | $ | 21,883,184 | | |
* Cost of investments in securities | | | | $ | 259,984,637 | | | | | $ | 3,052,001,951 | | | | | $ | 505,077,548 | | | | | $ | 411,998,363 | | |
** Cost of short-term investments | | | | $ | 2,742,683 | | | | | $ | 76,044,158 | | | | | $ | 2,252,403 | | | | | $ | 38,626,878 | | |
| | | Voya Multi- Manager Large Cap Core Portfolio | | | Voya U.S. Stock Index Portfolio | | | VY® Clarion Real Estate Portfolio | | | VY® Franklin Income Portfolio | | ||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 1,132,764 | | | | | $ | 118,509,836 | | | | | $ | 82,490,497 | | | | | $ | 77,153,524 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 70,196 | | | | | | 8,134,607 | | | | | | 2,310,927 | | | | | | 6,945,694 | | |
Net asset value and redemption price per share | | | | $ | 16.14 | | | | | $ | 14.57 | | | | | $ | 35.70 | | | | | $ | 11.11 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 263,522,730 | | | | | $ | 3,543,047,771 | | | | | $ | 101,141,153 | | | | | $ | 9,122,341 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 16,175,672 | | | | | | 235,342,959 | | | | | | 2,695,474 | | | | | | 787,442 | | |
Net asset value and redemption price per share | | | | $ | 16.29 | | | | | $ | 15.05 | | | | | $ | 37.52 | | | | | $ | 11.58 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 1,019,050,721 | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | n/a | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 67,665,434 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 15.06 | | | | | | n/a | | | | | | n/a | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 3,503 | | | | | | n/a | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | unlimited | | | | | | n/a | | | | | | n/a | | | | | | n/a | | |
Par value | | | | $ | 0.001 | | | | | | n/a | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | 215 | | | | | | n/a | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 16.29 | | | | | | n/a | | | | | | n/a | | | | | | n/a | | |
Class S | | | | | | | | | | | | | | | | | | | | �� | | | | | |
Net assets | | | | $ | 56,881,056 | | | | | $ | 72,805,507 | | | | | $ | 334,328,564 | | | | | $ | 382,790,368 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 3,490,736 | | | | | | 4,874,891 | | | | | | 8,946,536 | | | | | | 33,258,323 | | |
Net asset value and redemption price per share | | | | $ | 16.29 | | | | | $ | 14.93 | | | | | $ | 37.37 | | | | | $ | 11.51 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 185,910,506 | | | | | $ | 20,585,574 | | | | | $ | 6,946,436 | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 12,600,588 | | | | | | 554,737 | | | | | | 605,487 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 14.75 | | | | | $ | 37.11 | | | | | $ | 11.47 | | |
| | | VY® JPMorgan Small Cap Core Equity Portfolio | | | VY® Templeton Global Growth Portfolio | ||||||
ASSETS: | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 739,090,152 | | | | | $ | 189,365,689 | |
Short-term investments at fair value** | | | | | 74,380,548 | | | | | | 8,160,923 | |
Total investments at fair value | | | | $ | 813,470,700 | | | | | $ | 197,526,612 | |
Cash | | | | | 8,364 | | | | | | 318,641 | |
Cash collateral for futures | | | | | 711,726 | | | | | | — | |
Foreign currencies at value*** | | | | | — | | | | | | 6,220 | |
Receivables: | | | | |||||||||
Investment securities sold | | | | | 4,402,176 | | | | | | 554,042 | |
Fund shares sold | | | | | 773,946 | | | | | | 216 | |
Dividends | | | | | 755,680 | | | | | | 272,251 | |
Interest | | | | | — | | | | | | 4,515 | |
Foreign tax reclaims | | | | | — | | | | | | 318,945 | |
Reimbursement due from manager | | | | | — | | | | | | 17,718 | |
Other assets | | | | | 19,826 | | | | | | 15,761 | |
Total assets | | | | | 820,142,418 | | | | | | 199,034,921 | |
LIABILITIES: | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | 11,998,388 | | | | | | 992,370 | |
Payable for fund shares redeemed | | | | | 382,189 | | | | | | 195,234 | |
Payable upon receipt of securities loaned | | | | | 43,357,954 | | | | | | 1,360,923 | |
Unrealized depreciation on forward foreign currency contracts | | | | | — | | | | | | 207 | |
Payable for unified fees | | | | | 533,603 | | | | | | 154,850 | |
Payable for distribution and shareholder service fees | | | | | 158,937 | | | | | | 40,303 | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 19,826 | | | | | | 15,761 | |
Total liabilities | | | | | 56,450,897 | | | | | | 2,759,648 | |
NET ASSETS | | | | $ | 763,691,521 | | | | | $ | 196,275,273 | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | |
Paid-in capital | | | | $ | 503,112,907 | | | | | $ | 160,017,544 | |
Undistributed net investment income | | | | | 5,059,435 | | | | | | 5,035,883 | |
Accumulated net realized gain | | | | | 86,552,176 | | | | | | 6,933,089 | |
Net unrealized appreciation | | | | | 168,967,003 | | | | | | 24,288,757 | |
NET ASSETS | | | | $ | 763,691,521 | | | | | $ | 196,275,273 | |
+ Including securities loaned at value | | | | $ | 42,231,514 | | | | | $ | 1,325,996 | |
* Cost of investments in securities | | | | $ | 570,150,087 | | | | | $ | 165,069,965 | |
** Cost of short-term investments | | | | $ | 74,380,548 | | | | | $ | 8,160,677 | |
*** Cost of foreign currencies | | | | $ | — | | | | | $ | 6,164 |
| | | VY® JPMorgan Small Cap Core Equity Portfolio | | | VY® Templeton Global Growth Portfolio | |||||
Class ADV | | | | | | | | | | | |
Net assets | | | | $ | 122,932,499 | | | | | $ | 6,942 |
Shares authorized | | | | | unlimited | | | | | | unlimited |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 |
Shares outstanding | | | | | 6,282,498 | | | | | | 660 |
Net asset value and redemption price per share | | | | $ | 19.57 | | | | | $ | 10.52 |
Class I | | | | | | | | | | | |
Net assets | | | | $ | 175,551,691 | | | | | $ | 2,176,110 |
Shares authorized | | | | | unlimited | | | | | | unlimited |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 |
Shares outstanding | | | | | 8,467,291 | | | | | | 199,648 |
Net asset value and redemption price per share | | | | $ | 20.73 | | | | | $ | 10.90 |
Class R6 | | | | | | | | | | | |
Net assets | | | | $ | 14,959,737 | | | | | | n/a |
Shares authorized | | | | | unlimited | | | | | | n/a |
Par value | | | | $ | 0.001 | | | | | | n/a |
Shares outstanding | | | | | 721,910 | | | | | | n/a |
Net asset value and redemption price per share | | | | $ | 20.72 | | | | | | n/a |
Class S | | | | | | | | | | | |
Net assets | | | | $ | 412,426,264 | | | | | $ | 190,687,710 |
Shares authorized | | | | | unlimited | | | | | | unlimited |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 |
Shares outstanding | | | | | 20,161,031 | | | | | | 17,379,179 |
Net asset value and redemption price per share | | | | $ | 20.46 | | | | | $ | 10.97 |
Class S2 | | | | | | | | | | | |
Net assets | | | | $ | 37,821,330 | | | | | $ | 3,404,511 |
Shares authorized | | | | | unlimited | | | | | | unlimited |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 |
Shares outstanding | | | | | 1,869,145 | | | | | | 313,586 |
Net asset value and redemption price per share | | | | $ | 20.23 | | | | | $ | 10.86 |
| | | Voya High Yield Portfolio | | | Voya Large Cap Growth Portfolio | | | Voya Large Cap Value Portfolio | | | Voya Limited Maturity Bond Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | — | | | | | $ | 42,551,491 | | | | | $ | 21,808,104 | | | | | $ | 27,244 | | |
Interest | | | | | 19,913,298 | | | | | | — | | | | | | 722 | | | | | | 2,451,153 | | |
Securities lending income, net | | | | | 217,140 | | | | | | 386,404 | | | | | | 101,181 | | | | | | 31,461 | | |
Total investment income | | | | | 20,130,438 | | | | | | 42,937,895 | | | | | | 21,910,007 | | | | | | 2,509,858 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | — | | | | | | 19,650,955 | | | | | | 5,410,140 | | | | | | — | | |
Unified fees | | | | | 1,536,757 | | | | | | — | | | | | | — | | | | | | 386,978 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 295,389 | | | | | | 6,093,990 | | | | | | 191,502 | | | | | | 65,859 | | |
Class S | | | | | 581,797 | | | | | | 2,588,750 | | | | | | 1,118,231 | | | | | | 112,570 | | |
Class S2 | | | | | 11,929 | | | | | | 137,754 | | | | | | 818 | | | | | | — | | |
Transfer agent fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class R6 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Transfer agent fees | | | | | — | | | | | | 3,963 | | | | | | 1,247 | | | | | | — | | |
Shareholder reporting expense | | | | | — | | | | | | 136,474 | | | | | | 33,620 | | | | | | — | | |
Professional fees | | | | | — | | | | | | 116,290 | | | | | | 28,055 | | | | | | — | | |
Custody and accounting expense | | | | | — | | | | | | 297,450 | | | | | | 76,925 | | | | | | — | | |
Trustee fees and expenses | | | | | 21,779 | | | | | | 91,881 | | | | | | 22,843 | | | | | | 10,211 | | |
Miscellaneous expense | | | | | — | | | | | | 157,838 | | | | | | 43,166 | | | | | | — | | |
Interest expense | | | | | — | | | | | | 6,194 | | | | | | 184 | | | | | | — | | |
Total expenses | | | | | 2,447,651 | | | | | | 29,281,539 | | | | | | 6,926,731 | | | | | | 575,618 | | |
Waived and reimbursed fees | | | | | (47,584) | | | | | | (38,113) | | | | | | (781,489) | | | | | | — | | |
Net expenses | | | | | 2,400,067 | | | | | | 29,243,426 | | | | | | 6,145,242 | | | | | | 575,618 | | |
Net investment income | | | | | 17,730,371 | | | | | | 13,694,469 | | | | | | 15,764,765 | | | | | | 1,934,240 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | ||||||||||||||||||||
Investments | | | | | 802,205 | | | | | | 341,081,585 | | | | | | 108,356,468 | | | | | | 103,316 | | |
Foreign currency related transactions | | | | | 138 | | | | | | (2,396) | | | | | | 18,021 | | | | | | — | | |
Futures | | | | | — | | | | | | — | | | | | | 53,529 | | | | | | (244,854) | | |
Swaps | | | | | — | | | | | | — | | | | | | — | | | | | | 13,763 | | |
Net realized gain (loss) | | | | | 802,343 | | | | | | 341,079,189 | | | | | | 108,428,018 | | | | | | (127,775) | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | ||||||||||||||||||||
Investments | | | | | 7,421,034 | | | | | | 444,303,237 | | | | | | (30,084,784) | | | | | | 818,331 | | |
Foreign currency related transactions | | | | | — | | | | | | 15,867 | | | | | | 20,298 | | | | | | — | | |
Futures | | | | | — | | | | | | — | | | | | | (8,010) | | | | | | (943) | | |
Swaps | | | | | — | | | | | | — | | | | | | — | | | | | | (13,562) | | |
Net change in unrealized appreciation (depreciation) | | | | | 7,421,034 | | | | | | 444,319,104 | | | | | | (30,072,496) | | | | | | 803,826 | | |
Net realized and unrealized gain | | | | | 8,223,377 | | | | | | 785,398,293 | | | | | | 78,355,522 | | | | | | 676,051 | | |
Increase in net assets resulting from operations | | | | $ | 25,953,748 | | | | | $ | 799,092,762 | | | | | $ | 94,120,287 | | | | | $ | 2,610,291 | | |
* Foreign taxes withheld | | | | $ | — | | | | | $ | — | | | | | $ | 114,765 | | | | | $ | — | | |
| | | Voya Multi- Manager Large Cap Core Portfolio | | | Voya U.S. Stock Index Portfolio | | | VY® Clarion Real Estate Portfolio | | | VY® Franklin Income Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 3,064,910 | | | | | $ | 48,082,642 | | | | | $ | 7,362,437 | | | | | $ | 4,797,317 | | |
Interest | | | | | — | | | | | | 54,411 | | | | | | — | | | �� | | | 8,088,655 | | |
Securities lending income, net | | | | | 3,037 | | | | | | 53,464 | | | | | | 2,126 | | | | | | 217,986 | | |
Total investment income | | | | | 3,067,947 | | | | | | 48,190,517 | | | | | | 7,364,563 | | | | | | 13,103,958 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | — | | | | | | — | | | | | | 2,297,769 | | | | | | 1,832,770 | | |
Unified fees | | | | | 1,271,955 | | | | | | 6,145,416 | | | | | | — | | | | | | — | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 3,351 | | | | | | 313,813 | | | | | | 258,410 | | | | | | 226,042 | | |
Class S | | | | | 71,656 | | | | | | 84,979 | | | | | | 440,605 | | | | | | 496,075 | | |
Class S2 | | | | | — | | | | | | 364,120 | | | | | | 43,354 | | | | | | 14,703 | | |
Transfer agent fees | | | | | — | | | | | | — | | | | | | 519 | | | | | | 272 | | |
Shareholder reporting expense | | | | | — | | | | | | — | | | | | | 17,195 | | | | | | 14,842 | | |
Professional fees | | | | | — | | | | | | — | | | | | | 13,756 | | | | | | 12,300 | | |
Custody and accounting expense | | | | | — | | | | | | — | | | | | | 32,580 | | | | | | 32,082 | | |
Trustee fees and expenses | | | | | 13,323 | | | | | | 154,863 | | | | | | 8,501 | | | | | | 7,394 | | |
Miscellaneous expense | | | | | — | | | | | | — | | | | | | 21,305 | | | | | | 16,066 | | |
Interest expense | | | | | 441 | | | | | | 6,082 | | | | | | — | | | | | | — | | |
Total expenses | | | | | 1,360,726 | | | | | | 7,069,273 | | | | | | 3,133,994 | | | | | | 2,652,546 | | |
Waived and reimbursed fees | | | | | (12,440) | | | | | | (178,849) | | | | | | (391,417) | | | | | | (295,610) | | |
Brokerage commission recapture | | | | | (7,899) | | | | | | — | | | | | | — | | | | | | (792) | | |
Net expenses | | | | | 1,340,387 | | | | | | 6,890,424 | | | | | | 2,742,577 | | | | | | 2,356,144 | | |
Net investment income | | | | | 1,727,560 | | | | | | 41,300,093 | | | | | | 4,621,986 | | | | | | 10,747,814 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | ||||||||||||||||||||
Investments | | | | | 17,678,273 | | | | | | 103,733,295 | | | | | | 27,585,771 | | | | | | 16,844,377 | | |
Foreign currency related transactions | | | | | 430 | | | | | | — | | | | | | 523 | | | | | | 3,441 | | |
Futures | | | | | — | | | | | | 3,683,742 | | | | | | — | | | | | | — | | |
Net realized gain | | | | | 17,678,703 | | | | | | 107,417,037 | | | | | | 27,586,294 | | | | | | 16,847,818 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | ||||||||||||||||||||
Investments | | | | | 12,646,704 | | | | | | 267,596,087 | | | | | | (20,164,679) | | | | | | (4,409,613) | | |
Foreign currency related transactions | | | | | — | | | | | | — | | | | | | — | | | | | | 18,932 | | |
Futures | | | | | — | | | | | | (143,144) | | | | | | — | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 12,646,704 | | | | | | 267,452,943 | | | | | | (20,164,679) | | | | | | (4,390,681) | | |
Net realized and unrealized gain | | | | | 30,325,407 | | | | | | 374,869,980 | | | | | | 7,421,615 | | | | | | 12,457,137 | | |
Increase in net assets resulting from operations | | | | $ | 32,052,967 | | | | | $ | 416,170,073 | | | | | $ | 12,043,601 | | | | | $ | 23,204,951 | | |
* Foreign taxes withheld | | | | $ | 2,756 | | | | | $ | — | | | | | $ | — | | | | | $ | 254,350 | | |
| | | VY® JPMorgan Small Cap Core Equity Portfolio | | | VY® Templeton Global Growth Portfolio | | ||||||
INVESTMENT INCOME: | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 5,144,928 | | | | | $ | 2,859,733 | | |
Interest | | | | | — | | | | | | 133,296 | | |
Securities lending income, net | | | | | 479,897 | | | | | | 31,562 | | |
Total investment income | | | | | 5,624,825 | | | | | | 3,024,591 | | |
EXPENSES: | | | | | | | | | | | | | |
Unified fees | | | | | 3,220,965 | | | | | | 930,947 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | |
Class ADV | | | | | 362,100 | | | | | | 20 | | |
Class S | | | | | 526,978 | | | | | | 235,826 | | |
Class S2 | | | | | 76,794 | | | | | | 6,465 | | |
Trustee fees and expenses | | | | | 24,971 | | | | | | 7,220 | | |
Total expenses | | | | | 4,211,808 | | | | | | 1,180,478 | | |
Waived and reimbursed fees | | | | | — | | | | | | (131,949) | | |
Brokerage commission recapture | | | | | (15,810) | | | | | | (2,225) | | |
Net expenses | | | | | 4,195,998 | | | | | | 1,046,304 | | |
Net investment income | | | | | 1,428,827 | | | | | | 1,978,287 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | ||||||||||
Investments | | | | | 47,472,367 | | | | | | 6,582,460 | | |
Foreign currency related transactions | | | | | — | | | | | | 597 | | |
Futures | | | | | 388,786 | | | | | | — | | |
Net realized gain | | | | | 47,861,153 | | | | | | 6,583,057 | | |
Net change in unrealized appreciation (depreciation) on: | | | | ||||||||||
Investments | | | | | (6,619,573) | | | | | | 11,554,208 | | |
Foreign currency related transactions | | | | | 69 | | | | | | 18,927 | | |
Futures | | | | | 154,842 | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | (6,464,662) | | | | | | 11,573,135 | | |
Net realized and unrealized gain | | | | | 41,396,491 | | | | | | 18,156,192 | | |
Increase in net assets resulting from operations | | | | $ | 42,825,318 | | | | | $ | 20,134,479 | | |
* Foreign taxes withheld | | | | $ | 9,423 | | | | | $ | 239,236 | | |
| | | Voya High Yield Portfolio | | | Voya Large Cap Growth Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2017 | | | Year Ended December 31, 2016 | | | Six Months Ended June 30, 2017 | | | Year Ended December 31, 2016 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 17,730,371 | | | | | $ | 38,060,059 | | | | | $ | 13,694,469 | | | | | $ | 22,955,802 | | |
Net realized gain (loss) | | | | | 802,343 | | | | | | (18,338,585) | | | | | | 341,079,189 | | | | | | 456,729,663 | | |
Net change in unrealized appreciation (depreciation) | | | | | 7,421,034 | | | | | | 67,756,236 | | | | | | 444,319,104 | | | | | | (275,685,170) | | |
Increase in net assets resulting from operations | | | | | 25,953,748 | | | | | | 87,477,710 | | | | | | 799,092,762 | | | | | | 204,000,295 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | ||||||||||||||||||||
Class ADV | | | | | (3,260,700) | | | | | | (6,014,357) | | | | | | — | | | | | | — | | |
Class I | | | | | (2,070,830) | | | | | | (4,565,788) | | | | | | — | | | | | | (10,150,685) | | |
Class R6 | | | | | — | | | | | | — | | | | | | — | | | | | | (8,761) | | |
Class S | | | | | (16,219,581) | | | | | | (31,752,793) | | | | | | — | | | | | | (5,968,265) | | |
Class S2 | | | | | (203,533) | | | | | | (362,229) | | | | | | — | | | | | | (79,319) | | |
Net realized gains: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | — | | | | | | — | | | | | | (287,609,320) | | |
Class I | | | | | — | | | | | | — | | | | | | — | | | | | | (233,935,266) | | |
Class R6 | | | | | — | | | | | | — | | | | | | — | | | | | | (201,908) | | |
Class S | | | | | — | | | | | | — | | | | | | — | | | | | | (259,037,272) | | |
Class S2 | | | | | — | | | | | | — | | | | | | — | | | | | | (9,064,499) | | |
Total distributions | | | | | (21,754,644) | | | | | | (42,695,167) | | | | | | — | | | | | | (806,055,295) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 24,930,061 | | | | | | 63,893,800 | | | | | | 269,835,734 | | | | | | 272,064,269 | | |
Proceeds from shares issued in merger (Note 11 ) | | | | | — | | | | | | — | | | | | | — | | | | | | 186,912,298 | | |
Reinvestment of distributions | | | | | 21,754,644 | | | | | | 42,695,167 | | | | | | — | | | | | | 806,054,895 | | |
| | | | | 46,684,705 | | | | | | 106,588,967 | | | | | | 269,835,734 | | | | | | 1,265,031,462 | | |
Cost of shares redeemed | | | | | (76,364,430) | | | | | | (139,438,606) | | | | | | (745,111,725) | | | | | | (1,095,121,802) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (29,679,725) | | | | | | (32,849,639) | | | | | | (475,275,991) | | | | | | 169,909,660 | | |
Net increase (decrease) in net assets | | | | | (25,480,621) | | | | | | 11,932,904 | | | | | | 323,816,771 | | | | | | (432,145,340) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 647,440,874 | | | | | | 635,507,970 | | | | | | 5,844,110,777 | | | | | | 6,276,256,117 | | |
End of year or period | | | | $ | 621,960,253 | | | | | $ | 647,440,874 | | | | | $ | 6,167,927,548 | | | | | $ | 5,844,110,777 | | |
Undistributed net investment income at end of year or period | | | | $ | 990,289 | | | | | $ | 5,014,562 | | | | | $ | 36,538,288 | | | | | $ | 22,843,819 | | |
|
| | | Voya Large Cap Value Portfolio | | | Voya Limited Maturity Bond Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2017 | | | Year Ended December 31, 2016 | | | Six Months Ended June 30, 2017 | | | Year Ended December 31, 2016 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 15,764,765 | | | | | $ | 34,360,449 | | | | | $ | 1,934,240 | | | | | $ | 3,768,395 | | |
Net realized gain (loss) | | | | | 108,428,018 | | | | | | (7,057,585) | | | | | | (127,775) | | | | | | (831,728) | | |
Net change in unrealized appreciation (depreciation) | | | | | (30,072,496) | | | | | | 169,006,083 | | | | | | 803,826 | | | | | | 733,211 | | |
Increase in net assets resulting from operations | | | | | 94,120,287 | | | | | | 196,308,947 | | | | | | 2,610,291 | | | | | | 3,669,878 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (1,168,861) | | | | | | (161,378) | | | | | | (387,210) | | |
Class I | | | | | — | | | | | | (13,344,348) | | | | | | (1,707,180) | | | | | | (4,822,555) | | |
Class R6 | | | | | — | | | | | | (10,704) | | | | | | — | | | | | | — | | |
Class S | | | | | — | | | | | | (19,928,505) | | | | | | (819,499) | | | | | | (2,257,293) | | |
Class S2 | | | | | — | | | | | | (10,717) | | | | | | — | | | | | | — | | |
Net realized gains: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (1,935,899) | | | | | | — | | | | | | — | | |
Class I | | | | | — | | | | | | (16,734,440) | | | | | | — | | | | | | — | | |
Class R6 | | | | | — | | | | | | (91) | | | | | | — | | | | | | — | | |
Class S | | | | | — | | | | | | (29,132,837) | | | | | | — | | | | | | — | | |
Class S2 | | | | | — | | | | | | (17,814) | | | | | | — | | | | | | — | | |
Total distributions | | | | | — | | | | | | (82,284,216) | | | | | | (2,688,057) | | | | | | (7,467,058) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 29,855,407 | | | | | | 46,200,337 | | | | | | 27,226,447 | | | | | | 92,459,275 | | |
Reinvestment of distributions | | | | | — | | | | | | 82,284,052 | | | | | | 2,665,350 | | | | | | 7,467,058 | | |
| | | | | 29,855,407 | | | | | | 128,484,389 | | | | | | 29,891,797 | | | | | | 99,926,333 | | |
Cost of shares redeemed | | | | | (342,373,891) | | | | | | (296,157,936) | | | | | | (49,678,902) | | | | | | (93,239,952) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (312,518,484) | | | | | | (167,673,547) | | | | | | (19,787,105) | | | | | | 6,686,381 | | |
Net increase (decrease) in net assets | | | | | (218,398,197) | | | | | | (53,648,816) | | | | | | (19,864,871) | | | | | | 2,889,201 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 1,573,188,320 | | | | | | 1,626,837,136 | | | | | | 292,504,887 | | | | | | 289,615,686 | | |
End of year or period | | | | $ | 1,354,790,123 | | | | | $ | 1,573,188,320 | | | | | $ | 272,640,016 | | | | | $ | 292,504,887 | | |
Undistributed (distributions in excess of) net investment income or accumulated net investment loss at end of year or period | | | | $ | 21,483,860 | | | | | $ | 5,719,095 | | | | | $ | (449,532) | | | | | $ | 304,285 | | |
|
| | | Voya Multi-Manager Large Cap Core Portfolio | | | Voya U.S. Stock Index Portfolio | | | | | | ||||||||||||||||||||||||||
| | | Six Months Ended June 30, 2017 | | | Year Ended December 31, 2016 | | | Six Months Ended June 30, 2017 | | | Year Ended December 31, 2016 | | | | | | ||||||||||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||
Net investment income | | | | $ | 1,727,560 | | | | | $ | 4,339,545 | | | | | $ | 41,300,093 | | | | | $ | 82,920,881 | | | | | | | ||||||||
Net realized gain | | | | | 17,678,703 | | | | | | 18,739,315 | | | | | | 107,417,037 | | | | | | 251,349,371 | | | | | | | ||||||||
Net change in unrealized appreciation (depreciation) | | | | | 12,646,704 | | | | | | 8,508,481 | | | | | | 267,452,943 | | | | | | 153,412,086 | | | | | | | ||||||||
Increase in net assets resulting from operations | | | | | 32,052,967 | | | | | | 31,587,341 | | | | | | 416,170,073 | | | | | | 487,682,338 | | | | | | | ||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | ||||||||||||||||||||||||
Net investment income: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||
Class ADV | | | | | — | | | | | | (17,468) | | | | | | — | | | | | | (1,752,401) | | | | | | | ||||||||
Class I | | | | | — | | | | | | (7,020,673) | | | | | | — | | | | | | (82,318,524) | | | | | | | ||||||||
Class R6 | | | | | — | | | | | | (67) | | | | | | — | | | | | | — | | | | | | | ||||||||
Class S | | | | | — | | | | | | (1,115,605) | | | | | | — | | | | | | (1,104,226) | | | | | | | ||||||||
Class S2 | | | | | — | | | | | | — | | | | | | — | | | | | | (2,883,758) | | | | | | | ||||||||
Net realized gains: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||
Class ADV | | | | | — | | | | | | (40,328) | | | | | | — | | | | | | (6,874,628) | | | | | | | ||||||||
Class I | | | | | — | | | | | | (12,302,917) | | | | | | — | | | | | | (232,818,552) | | | | | | | ||||||||
Class R6 | | | | | — | | | | | | (110) | | | | | | — | | | | | | — | | | | | | | ||||||||
Class S | | | | | — | | | | | | (2,129,626) | | | | | | — | | | | | | (2,978,860) | | | | | | | ||||||||
Class S2 | | | | | — | | | | | | — | | | | | | — | | | | | | (10,777,471) | | | | | | | ||||||||
Total distributions | | | | | — | | | | | | (22,626,794) | | | | | | — | | | | | | (341,508,420) | | | | | | | ||||||||
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||
Net proceeds from sale of shares | | | | | 24,627,201 | | | | | | 83,689,811 | | | | | | 1,582,541,677 | | | | | | 785,450,256 | | | | | | | ||||||||
Reinvestment of distributions | | | | | — | | | | | | 22,626,794 | | | | | | — | | | | | | 341,508,420 | | | | | | | ||||||||
| | | | | 24,627,201 | | | | | | 106,316,605 | | | | | | 1,582,541,677 | | | | | | 1,126,958,676 | | | | | | | ||||||||
Cost of shares redeemed | | | | | (98,112,628) | | | | | | (152,866,082) | | | | | | (1,608,484,165) | | | | | | (1,225,931,880) | | | | | | | ||||||||
Net decrease in net assets resulting from capital share transactions | | | | | (73,485,427) | | | | | | (46,549,477) | | | | | | (25,942,488) | | | | | | (98,973,204) | | | | | | | ||||||||
Net increase (decrease) in net assets | | | | | (41,432,460) | | | | | | (37,588,930) | | | | | | 390,227,585 | | | | | | 47,200,714 | | | | | | | ||||||||
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||
Beginning of year or period | | | | | 362,972,513 | | | | | | 400,561,443 | | | | | | 4,549,096,756 | | | | | | 4,501,896,042 | | | | | | | ||||||||
End of year or period | | | | $ | 321,540,053 | | | | | $ | 362,972,513 | | | | | $ | 4,939,324,341 | | | | | $ | 4,549,096,756 | | | | | | | ||||||||
Undistributed net investment income at end of year or period | | | | $ | 2,474,669 | | | | | $ | 747,109 | | | | | $ | 53,433,337 | | | | | $ | 12,133,244 | | | | | | | ||||||||
|
| | | VY® Clarion Real Estate Portfolio | | | VY® Franklin Income Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2017 | | | Year Ended December 31, 2016 | | | Six Months Ended June 30, 2017 | | | Year Ended December 31, 2016 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 4,621,986 | | | | | $ | 10,841,328 | | | | | $ | 10,747,814 | | | | | $ | 21,742,914 | | |
Net realized gain | | | | | 27,586,294 | | | | | | 68,855,170 | | | | | | 16,847,818 | | | | | | 23,347,941 | | |
Net change in unrealized appreciation (depreciation) | | | | | (20,164,679) | | | | | | (53,204,298) | | | | | | (4,390,681) | | | | | | 25,198,179 | | |
Increase in net assets resulting from operations | | | | | 12,043,601 | | | | | | 26,492,200 | | | | | | 23,204,951 | | | | | | 70,289,034 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (1,198,205) | | | | | | — | | | | | | (4,263,768) | | |
Class I | | | | | — | | | | | | (1,971,015) | | | | | | — | | | | | | (618,851) | | |
Class S | | | | | — | | | | | | (6,488,209) | | | | | | — | | | | | | (26,249,211) | | |
Class S2 | | | | | — | | | | | | (355,778) | | | | | | — | | | | | | (493,831) | | |
Total distributions | | | | | — | | | | | | (10,013,207) | | | | | | — | | | | | | (31,625,661) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 17,269,067 | | | | | | 62,918,567 | | | | | | 7,816,141 | | | | | | 17,786,918 | | |
Reinvestment of distributions | | | | | — | | | | | | 10,013,207 | | | | | | — | | | | | | 31,625,661 | | |
| | | | | 17,269,067 | | | | | | 72,931,774 | | | | | | 7,816,141 | | | | | | 49,412,579 | | |
Cost of shares redeemed | | | | | (85,277,186) | | | | | | (170,200,255) | | | | | | (55,548,742) | | | | | | (87,585,053) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (68,008,119) | | | | | | (97,268,481) | | | | | | (47,732,601) | | | | | | (38,172,474) | | |
Net increase (decrease) in net assets | | | | | (55,964,518) | | | | | | (80,789,488) | | | | | | (24,527,650) | | | | | | 490,899 | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 594,510,306 | | | | | | 675,299,794 | | | | | | 500,540,319 | | | | | | 500,049,420 | | |
End of year or period | | | | $ | 538,545,788 | | | | | $ | 594,510,306 | | | | | $ | 476,012,669 | | | | | $ | 500,540,319 | | |
Undistributed net investment income at end of year or period | | | | $ | 15,824,946 | | | | | $ | 11,202,960 | | | | | $ | 31,713,365 | | | | | $ | 20,965,551 | | |
|
| | | VY® JPMorgan Small Cap Core Equity Portfolio | | | VY® Templeton Global Growth Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2017 | | | Year Ended December 31, 2016 | | | Six Months Ended June 30, 2017 | | | Year Ended December 31, 2016 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 1,428,827 | | | | | $ | 3,608,803 | | | | | $ | 1,978,287 | | | | | $ | 3,097,987 | | |
Net realized gain | | | | | 47,861,153 | | | | | | 41,896,170 | | | | | | 6,583,057 | | | | | | 2,491,625 | | |
Net change in unrealized appreciation (depreciation) | | | | | (6,464,662) | | | | | | 93,467,637 | | | | | | 11,573,135 | | | | | | 13,656,884 | | |
Increase in net assets resulting from operations | | | | | 42,825,318 | | | | | | 138,972,610 | | | | | | 20,134,479 | | | | | | 19,246,496 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (237,737) | | | | | | — | | | | | | (200) | | |
Class I | | | | | — | | | | | | (1,247,160) | | | | | | — | | | | | | (74,537) | | |
Class R6 | | | | | — | | | | | | (24) | | | | | | — | | | | | | — | | |
Class S | | | | | — | | | | | | (1,985,091) | | | | | | — | | | | | | (7,004,127) | | |
Class S2 | | | | | — | | | | | | (123,040) | | | | | | — | | | | | | (115,208) | | |
Net realized gains: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (9,678,682) | | | | | | — | | | | | | (1,797) | | |
Class I | | | | | — | | | | | | (13,726,503) | | | | | | — | | | | | | (568,227) | | |
Class R6 | | | | | — | | | | | | (265) | | | | | | — | | | | | | — | | |
Class S | | | | | — | | | | | | (34,211,734) | | | | | | — | | | | | | (57,886,519) | | |
Class S2 | | | | | — | | | | | | (3,373,867) | | | | | | — | | | | | | (1,007,512) | | |
Total distributions | | | | | — | | | | | | (64,584,103) | | | | | | — | | | | | | (66,658,127) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 37,080,808 | | | | | | 54,122,220 | | | | | | 3,348,315 | | | | | | 4,159,153 | | |
Reinvestment of distributions | | | | | — | | | | | | 64,584,103 | | | | | | — | | | | | | 66,658,127 | | |
| | | | | 37,080,808 | | | | | | 118,706,323 | | | | | | 3,348,315 | | | | | | 70,817,280 | | |
Cost of shares redeemed | | | | | (91,511,437) | | | | | | (127,425,505) | | | | | | (20,623,826) | | | | | | (39,189,601) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (54,430,629) | | | | | | (8,719,182) | | | | | | (17,275,511) | | | | | | 31,627,679 | | |
Net increase (decrease) in net assets | | | | | (11,605,311) | | | | | | 65,669,325 | | | | | | 2,858,968 | | | | | | (15,783,952) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 775,296,832 | | | | | | 709,627,507 | | | | | | 193,416,305 | | | | | | 209,200,257 | | |
End of year or period | | | | $ | 763,691,521 | | | | | $ | 775,296,832 | | | | | $ | 196,275,273 | | | | | $ | 193,416,305 | | |
Undistributed net investment income at end of year or period | | | | $ | 5,059,435 | | | | | $ | 3,630,608 | | | | | $ | 5,035,883 | | | | | $ | 3,057,596 | | |
|
| | | | | | | | | 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)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | 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 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
06-30-17 | | | | | 10.01 | | | | | | 0.27• | | | | | | 0.13 | | | | | | 0.40 | | | | | | 0.33 | | | | | | — | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 10.08 | | | | | | 4.05 | | | | | | 1.10 | | | | | | 1.08 | | | | | | 1.08 | | | | | | 5.34 | | | | | | 98,825 | | | | | | 17 | | | | ||
12-31-16 | | | | | 9.33 | | | | | | 0.55 | | | | | | 0.74 | | | | | | 1.29 | | | | | | 0.61 | | | | | | — | | | | | | — | | | | | | 0.61 | | | | | | — | | | | | | 10.01 | | | | | | 14.21 | | | | | | 1.14 | | | | | | 1.08 | | | | | | 1.08 | | | | | | 5.56 | | | | | | 98,835 | | | | | | 31 | | | | ||
12-31-15 | | | | | 10.10 | | | | | | 0.56• | | | | | | (0.78) | | | | | | (0.22) | | | | | | 0.55 | | | | | | — | | | | | | — | | | | | | 0.55 | | | | | | — | | | | | | 9.33 | | | | | | (2.35) | | | | | | 1.24 | | | | | | 1.08 | | | | | | 1.08 | | | | | | 5.57 | | | | | | 94,398 | | | | | | 33 | | | | ||
12-31-14 | | | | | 10.60 | | | | | | 0.57• | | | | | | (0.47) | | | | | | 0.10 | | | | | | 0.60 | | | | | | — | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 10.10 | | | | | | 0.81 | | | | | | 1.25 | | | | | | 1.08 | | | | | | 1.08 | | | | | | 5.44 | | | | | | 111,226 | | | | | | 78 | | | | ||
12-31-13 | | | | | 10.63 | | | | | | 0.58• | | | | | | (0.04) | | | | | | 0.54 | | | | | | 0.57 | | | | | | — | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 10.60 | | | | | | 5.25 | | | | | | 1.25 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 5.44 | | | | | | 117,539 | | | | | | 26 | | | | ||
12-31-12 | | | | | 9.93 | | | | | | 0.59 | | | | | | 0.73 | | | | | | 1.32 | | | | | | 0.62 | | | | | | — | | | | | | — | | | | | | 0.62 | | | | | | — | | | | | | 10.63 | | | | | | 13.64 | | | | | | 1.25 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 5.81 | | | | | | 92,640 | | | | | | 32 | | | | ||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
06-30-17 | | | | | 10.01 | | | | | | 0.30• | | | | | | 0.13 | | | | | | 0.43 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 10.08 | | | | | | 4.36 | | | | | | 0.50 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 5.93 | | | | | | 60,713 | | | | | | 17 | | | | ||
12-31-16 | | | | | 9.33 | | | | | | 0.60• | | | | | | 0.75 | | | | | | 1.35 | | | | | | 0.67 | | | | | | — | | | | | | — | | | | | | 0.67 | | | | | | — | | | | | | 10.01 | | | | | | 14.89 | | | | | | 0.49 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 6.16 | | | | | | 57,828 | | | | | | 31 | | | | ||
12-31-15 | | | | | 10.11 | | | | | | 0.60 | | | | | | (0.77) | | | | | | (0.17) | | | | | | 0.61 | | | | | | — | | | | | | — | | | | | | 0.61 | | | | | | — | | | | | | 9.33 | | | | | | (1.86) | | | | | | 0.49 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 6.18 | | | | | | 63,622 | | | | | | 33 | | | | ||
12-31-14 | | | | | 10.61 | | | | | | 0.64• | | | | | | (0.48) | | | | | | 0.16 | | | | | | 0.66 | | | | | | — | | | | | | — | | | | | | 0.66 | | | | | | — | | | | | | 10.11 | | | | | | 1.41 | | | | | | 0.50 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 6.03 | | | | | | 61,136 | | | | | | 78 | | | | ||
12-31-13 | | | | | 10.64 | | | | | | 0.64• | | | | | | (0.03) | | | | | | 0.61 | | | | | | 0.64 | | | | | | — | | | | | | — | | | | | | 0.64 | | | | | | — | | | | | | 10.61 | | | | | | 5.89 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 6.01 | | | | | | 86,289 | | | | | | 26 | | | | ||
12-31-12 | | | | | 9.93 | | | | | | 0.66• | | | | | | 0.73 | | | | | | 1.39 | | | | | | 0.68 | | | | | | — | | | | | | — | | | | | | 0.68 | | | | | | — | | | | | | 10.64 | | | | | | 14.43 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 6.43 | | | | | | 147,591 | | | | | | 32 | | | | ||
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 10.01 | | | | | | 0.28• | | | | | | 0.14 | | | | | | 0.42 | | | | | | 0.35 | | | | | | — | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 10.08 | | | | | | 4.23 | | | | | | 0.75 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 5.69 | | | | | | 456,368 | | | | | | 17 | | | | ||
12-31-16 | | | | | 9.33 | | | | | | 0.58 | | | | | | 0.75 | | | | | | 1.33 | | | | | | 0.65 | | | | | | — | | | | | | — | | | | | | 0.65 | | | | | | — | | | | | | 10.01 | | | | | | 14.61 | | | | | | 0.74 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 5.91 | | | | | | 484,963 | | | | | | 31 | | | | ||
12-31-15 | | | | | 10.10 | | | | | | 0.59• | | | | | | (0.77) | | | | | | (0.18) | | | | | | 0.59 | | | | | | — | | | | | | — | | | | | | 0.59 | | | | | | — | | | | | | 9.33 | | | | | | (2.01) | | | | | | 0.74 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 5.91 | | | | | | 472,161 | | | | | | 33 | | | | ||
12-31-14 | | | | | 10.60 | | | | | | 0.61• | | | | | | (0.48) | | | | | | 0.13 | | | | | | 0.63 | | | | | | — | | | | | | — | | | | | | 0.63 | | | | | | — | | | | | | 10.10 | | | | | | 1.16 | | | | | | 0.75 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 5.79 | | | | | | 590,463 | | | | | | 78 | | | | ||
12-31-13 | | | | | 10.63 | | | | | | 0.62 | | | | | | (0.04) | | | | | | 0.58 | | | | | | 0.61 | | | | | | — | | | | | | — | | | | | | 0.61 | | | | | | — | | | | | | 10.60 | | | | | | 5.62 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 5.78 | | | | | | 691,275 | | | | | | 26 | | | | ||
12-31-12 | | | | | 9.93 | | | | | | 0.64• | | | | | | 0.71 | | | | | | 1.35 | | | | | | 0.65 | | | | | | — | | | | | | — | | | | | | 0.65 | | | | | | — | | | | | | 10.63 | | | | | | 14.04 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 6.17 | | | | | | 759,066 | | | | | | 32 | | | | ||
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
06-30-17 | | | | | 10.02 | | | | | | 0.28• | | | | | | 0.13 | | | | | | 0.41 | | | | | | 0.34 | | | | | | — | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 10.09 | | | | | | 4.15 | | | | | | 0.90 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 5.54 | | | | | | 6,054 | | | | | | 17 | | | | ||
12-31-16 | | | | | 9.34 | | | | | | 0.56 | | | | | | 0.75 | | | | | | 1.31 | | | | | | 0.63 | | | | | | — | | | | | | — | | | | | | 0.63 | | | | | | — | | | | | | 10.02 | | | | | | 14.43 | | | | | | 0.92 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 5.76 | | | | | | 5,815 | | | | | | 31 | | | | ||
12-31-15 | | | | | 10.11 | | | | | | 0.58• | | | | | | (0.77) | | | | | | (0.19) | | | | | | 0.58 | | | | | | — | | | | | | — | | | | | | 0.58 | | | | | | — | | | | | | 9.34 | | | | | | (2.15) | | | | | | 0.99 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 5.76 | | | | | | 5,327 | | | | | | 33 | | | | ||
12-31-14 | | | | | 10.62 | | | | | | 0.59 | | | | | | (0.48) | | | | | | 0.11 | | | | | | 0.62 | | | | | | — | | | | | | — | | | | | | 0.62 | | | | | | — | | | | | | 10.11 | | | | | | 0.92 | | | | | | 1.00 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 5.64 | | | | | | 6,863 | | | | | | 78 | | | | ||
12-31-13 | | | | | 10.65 | | | | | | 0.60• | | | | | | (0.03) | | | | | | 0.57 | | | | | | 0.60 | | | | | | — | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 10.62 | | | | | | 5.47 | | | | | | 1.00 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 5.63 | | | | | | 6,722 | | | | | | 26 | | | | ||
12-31-12 | | | | | 9.94 | | | | | | 0.60 | | | | | | 0.75 | | | | | | 1.35 | | | | | | 0.64 | | | | | | — | | | | | | — | | | | | | 0.64 | | | | | | — | | | | | | 10.65 | | | | | | 13.97 | | | | | | 1.00 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 5.98 | | | | | | 5,628 | | | | | | 32 | | | | ||
Voya Large Cap Growth Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
06-30-17 | | | | | 16.22 | | | | | | 0.02 | | | | | | 2.24 | | | | | | 2.26 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 18.48 | | | | | | 13.93 | | | | | | 1.27 | | | | | | 1.27 | | | | | | 1.27 | | | | | | 0.14 | | | | | | 2,018,778 | | | | | | 33 | | | | ||
12-31-16 | | | | | 18.13 | | | | | | 0.01 | | | | | | 0.57 | | | | | | 0.58 | | | | | | — | | | | | | 2.49 | | | | | | — | | | | | | 2.49 | | | | | | — | | | | | | 16.22 | | | | | | 3.33 | | | | | | 1.32 | | | | | | 1.27 | | | | | | 1.27 | | | | | | 0.08 | | | | | | 1,986,387 | | | | | | 74 | | | | ||
12-31-15 | | | | | 19.04 | | | | | | (0.01) | | | | | | 1.12 | | | | | | 1.11 | | | | | | 0.00* | | | | | | 2.02 | | | | | | — | | | | | | 2.02 | | | | | | — | | | | | | 18.13 | | | | | | 5.72 | | | | | | 1.42 | | | | | | 1.24 | | | | | | 1.24 | | | | | | (0.05) | | | | | | 2,244,745 | | | | | | 70 | | | | ||
12-31-14 | | | | | 18.22 | | | | | | 0.02 | | | | | | 2.26 | | | | | | 2.28 | | | | | | 0.01 | | | | | | 1.45 | | | | | | — | | | | | | 1.46 | | | | | | — | | | | | | 19.04 | | | | | | 13.03 | | | | | | 1.43 | | | | | | 1.16 | | | | | | 1.16 | | | | | | 0.07 | | | | | | 2,454,572 | | | | | | 65 | | | | ||
12-31-13 | | | | | 14.17 | | | | | | 0.03 | | | | | | 4.24 | | | | | | 4.27 | | | | | | 0.06 | | | | | | 0.16 | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 18.22 | | | | | | 30.29 | | | | | | 1.43 | | | | | | 1.07 | | | | | | 1.07 | | | | | | 0.14 | | | | | | 2,519,145 | | | | | | 77 | | | | ||
12-31-12 | | | | | 12.23 | | | | | | 0.11• | | | | | | 2.02 | | | | | | 2.13 | | | | | | 0.06 | | | | | | 0.13 | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 14.17 | | | | | | 17.49 | | | | | | 1.42 | | | | | | 1.08 | | | | | | 1.08 | | | | | | 0.80 | | | | | | 2,134,353 | | | | | | 79 | | | |
| | | | | | | | | 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)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Large Cap Growth Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 17.34 | | | | | | 0.07• | | | | | | 2.40 | | | | | | 2.47 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.81 | | | | | | 14.24 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.74 | | | | | | 2,004,065 | | | | | | 33 | | |
12-31-16 | | | | | 19.21 | | | | | | 0.13 | | | | | | 0.60 | | | | | | 0.73 | | | | | | 0.11 | | | | | | 2.49 | | | | | | — | | | | | | 2.60 | | | | | | — | | | | | | 17.34 | | | | | | 3.96 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.68 | | | | | | 1,769,295 | | | | | | 74 | | |
12-31-15 | | | | | 20.05 | | | | | | 0.11 | | | | | | 1.19 | | | | | | 1.30 | | | | | | 0.12 | | | | | | 2.02 | | | | | | — | | | | | | 2.14 | | | | | | — | | | | | | 19.21 | | | | | | 6.38 | | | | | | 0.67 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 0.55 | | | | | | 1,876,362 | | | | | | 70 | | |
12-31-14 | | | | | 19.10 | | | | | | 0.12 | | | | | | 2.38 | | | | | | 2.50 | | | | | | 0.10 | | | | | | 1.45 | | | | | | — | | | | | | 1.55 | | | | | | — | | | | | | 20.05 | | | | | | 13.62 | | | | | | 0.68 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.63 | | | | | | 1,837,186 | | | | | | 65 | | |
12-31-13 | | | | | 14.80 | | | | | | 0.09 | | | | | | 4.46 | | | | | | 4.55 | | | | | | 0.09 | | | | | | 0.16 | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 19.10 | | | | | | 30.95 | | | | | | 0.68 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.61 | | | | | | 1,469,089 | | | | | | 77 | | |
12-31-12 | | | | | 12.72 | | | | | | 0.16• | | | | | | 2.13 | | | | | | 2.29 | | | | | | 0.08 | | | | | | 0.13 | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 14.80 | | | | | | 18.10 | | | | | | 0.67 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.09 | | | | | | 969,313 | | | | | | 79 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 17.34 | | | | | | 0.08• | | | | | | 2.40 | | | | | | 2.48 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.82 | | | | | | 14.30 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.85 | | | | | | 17,557 | | | | | | 33 | | |
12-31-16 | | | | | 19.21 | | | | | | 0.13• | | | | | | 0.60 | | | | | | 0.73 | | | | | | 0.11 | | | | | | 2.49 | | | | | | — | | | | | | 2.60 | | | | | | — | | | | | | 17.34 | | | | | | 3.95 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.77 | | | | | | 6,970 | | | | | | 74 | | |
11-24-15(5) - 12-31-15 | | | | | 19.47 | | | | | | 0.02• | | | | | | (0.28) | | | | | | (0.26) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.21 | | | | | | (1.34) | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 1.02 | | | | | | 3 | | | | | | 70 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 16.97 | | | | | | 0.05• | | | | | | 2.35 | | | | | | 2.40 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.37 | | | | | | 14.14 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 0.49 | | | | | | 2,058,470 | | | | | | 33 | | |
12-31-16 | | | | | 18.85 | | | | | | 0.08 | | | | | | 0.59 | | | | | | 0.67 | | | | | | 0.06 | | | | | | 2.49 | | | | | | — | | | | | | 2.55 | | | | | | — | | | | | | 16.97 | | | | | | 3.69 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 0.43 | | | | | | 2,014,562 | | | | | | 74 | | |
12-31-15 | | | | | 19.72 | | | | | | 0.06• | | | | | | 1.16 | | | | | | 1.22 | | | | | | 0.07 | | | | | | 2.02 | | | | | | — | | | | | | 2.09 | | | | | | — | | | | | | 18.85 | | | | | | 6.11 | | | | | | 0.92 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.30 | | | | | | 2,077,008 | | | | | | 70 | | |
12-31-14 | | | | | 18.82 | | | | | | 0.07 | | | | | | 2.35 | | | | | | 2.42 | | | | | | 0.07 | | | | | | 1.45 | | | | | | — | | | | | | 1.52 | | | | | | — | | | | | | 19.72 | | | | | | 13.35 | | | | | | 0.93 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.38 | | | | | | 2,349,585 | | | | | | 65 | | |
12-31-13 | | | | | 14.61 | | | | | | 0.06• | | | | | | 4.39 | | | | | | 4.45 | | | | | | 0.08 | | | | | | 0.16 | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 18.82 | | | | | | 30.62 | | | | | | 0.93 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.34 | | | | | | 1,408,087 | | | | | | 77 | | |
12-31-12 | | | | | 12.57 | | | | | | 0.09 | | | | | | 2.14 | | | | | | 2.23 | | | | | | 0.06 | | | | | | 0.13 | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 14.61 | | | | | | 17.81 | | | | | | 0.92 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.80 | | | | | | 486,212 | | | | | | 79 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 16.86 | | | | | | 0.03• | | | | | | 2.33 | | | | | | 2.36 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.22 | | | | | | 14.00 | | | | | | 1.07 | | | | | | 1.07 | | | | | | 1.07 | | | | | | 0.34 | | | | | | 69,058 | | | | | | 33 | | |
12-31-16 | | | | | 18.73 | | | | | | 0.05 | | | | | | 0.59 | | | | | | 0.64 | | | | | | 0.02 | | | | | | 2.49 | | | | | | — | | | | | | 2.51 | | | | | | — | | | | | | 16.86 | | | | | | 3.57 | | | | | | 1.10 | | | | | | 1.07 | | | | | | 1.07 | | | | | | 0.28 | | | | | | 66,897 | | | | | | 74 | | |
12-31-15 | | | | | 19.62 | | | | | | 0.03• | | | | | | 1.15 | | | | | | 1.18 | | | | | | 0.05 | | | | | | 2.02 | | | | | | — | | | | | | 2.07 | | | | | | — | | | | | | 18.73 | | | | | | 5.90 | | | | | | 1.17 | | | | | | 1.04 | | | | | | 1.04 | | | | | | 0.15 | | | | | | 78,138 | | | | | | 70 | | |
12-31-14 | | | | | 18.72 | | | | | | 0.03 | | | | | | 2.36 | | | | | | 2.39 | | | | | | 0.04 | | | | | | 1.45 | | | | | | — | | | | | | 1.49 | | | | | | — | | | | | | 19.62 | | | | | | 13.24 | | | | | | 1.18 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 0.23 | | | | | | 87,242 | | | | | | 65 | | |
12-31-13 | | | | | 14.54 | | | | | | 0.02 | | | | | | 4.37 | | | | | | 4.39 | | | | | | 0.05 | | | | | | 0.16 | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 18.72 | | | | | | 30.39 | | | | | | 1.18 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 0.21 | | | | | | 53,802 | | | | | | 77 | | |
12-31-12 | | | | | 12.53 | | | | | | 0.10• | | | | | | 2.10 | | | | | | 2.20 | | | | | | 0.06 | | | | | | 0.13 | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 14.54 | | | | | | 17.69 | | | | | | 1.17 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 0.71 | | | | | | 35,383 | | | | | | 79 | | |
Voya Large Cap Value Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 11.79 | | | | | | 0.10• | | | | | | 0.61 | | | | | | 0.71 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.50 | | | | | | 6.02 | | | | | | 1.34 | | | | | | 1.24 | | | | | | 1.24 | | | | | | 1.66 | | | | | | 63,116 | | | | | | 40 | | |
12-31-16 | | | | | 10.94 | | | | | | 0.21 | | | | | | 1.21 | | | | | | 1.42 | | | | | | 0.22 | | | | | | 0.35 | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 11.79 | | | | | | 13.20 | | | | | | 1.40 | | | | | | 1.24 | | | | | | 1.24 | | | | | | 1.79 | | | | | | 64,578 | | | | | | 118 | | |
12-31-15 | | | | | 12.32 | | | | | | 0.16 | | | | | | (0.74) | | | | | | (0.58) | | | | | | 0.16 | | | | | | 0.64 | | | | | | — | | | | | | 0.80 | | | | | | — | | | | | | 10.94 | | | | | | (5.06) | | | | | | 1.50 | | | | | | 1.24 | | | | | ��� | 1.24 | | | | | | 1.50 | | | | | | 67,001 | | | | | | 83 | | |
12-31-14 | | | | | 11.67 | | | | | | 0.17• | | | | | | 0.92 | | | | | | 1.09 | | | | | | 0.22 | | | | | | 0.22 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 12.32 | | | | | | 9.42 | | | | | | 1.50 | | | | | | 1.24 | | | | | | 1.24 | | | | | | 1.40 | | | | | | 65,989 | | | | | | 111 | | |
12-31-13 | | | | | 9.13 | | | | | | 0.13• | | | | | | 2.60 | | | | | | 2.73 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 11.67 | | | | | | 30.12 | | | | | | 1.51 | | | | | | 1.26 | | | | | | 1.26 | | | | | | 1.17 | | | | | | 12,730 | | | | | | 104 | | |
12-31-12 | | | | | 8.19 | | | | | | 0.15• | | | | | | 0.98 | | | | | | 1.13 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 9.13 | | | | | | 14.00 | | | | | | 1.55 | | | | | | 1.29 | | | | | | 1.29 | | | | | | 1.74 | | | | | | 3,629 | | | | | | 96 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 12.00 | | | | | | 0.14• | | | | | | 0.62 | | | | | | 0.76 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.76 | | | | | | 6.33 | | | | | | 0.74 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.26 | | | | | | 417,134 | | | | | | 40 | | |
12-31-16 | | | | | 11.12 | | | | | | 0.28 | | | | | | 1.23 | | | | | | 1.51 | | | | | | 0.28 | | | | | | 0.35 | | | | | | — | | | | | | 0.63 | | | | | | — | | | | | | 12.00 | | | | | | 13.89 | | | | | | 0.75 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.39 | | | | | | 572,744 | | | | | | 118 | | |
12-31-15 | | | | | 12.50 | | | | | | 0.25• | | | | | | (0.76) | | | | | | (0.51) | | | | | | 0.23 | | | | | | 0.64 | | | | | | — | | | | | | 0.87 | | | | | | — | | | | | | 11.12 | | | | | | (4.46) | | | | | | 0.75 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.09 | | | | | | 560,041 | | | | | | 83 | | |
12-31-14 | | | | | 11.80 | | | | | | 0.23 | | | | | | 0.95 | | | | | | 1.18 | | | | | | 0.26 | | | | | | 0.22 | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 12.50 | | | | | | 10.09 | | | | | | 0.75 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.98 | | | | | | 643,803 | | | | | | 111 | | |
12-31-13 | | | | | 9.23 | | | | | | 0.19• | | | | | | 2.64 | | | | | | 2.83 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 11.80 | | | | | | 30.86 | | | | | | 0.76 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.78 | | | | | | 558,826 | | | | | | 104 | | |
12-31-12 | | | | | 8.26 | | | | | | 0.21• | | | | | | 0.99 | | | | | | 1.20 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 9.23 | | | | | | 14.71 | | | | | | 0.80 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 2.35 | | | | | | 273,167 | | | | | | 96 | | |
| | | | | | | | | 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)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Large Cap Value Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 11.99 | | | | | | 0.14• | | | | | | 0.62 | | | | | | 0.76 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.75 | | | | | | 6.34 | | | | | | 0.74 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.32 | | | | | | 1,203 | | | | | | 40 | | |
12-31-16 | | | | | 11.12 | | | | | | 0.23• | | | | | | 1.27 | | | | | | 1.50 | | | | | | 0.28 | | | | | | 0.35 | | | | | | — | | | | | | 0.63 | | | | | | — | | | | | | 11.99 | | | | | | 13.80 | | | | | | 0.75 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.01 | | | | | | 550 | | | | | | 118 | | |
11-24-15(5) - 12-31-15 | | | | | 11.59 | | | | | | 0.03• | | | | | | (0.30) | | | | | | (0.27) | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 11.12 | | | | | | (2.37) | | | | | | 0.75 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.71 | | | | | | 3 | | | | | | 83 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 11.86 | | | | | | 0.12• | | | | | | 0.62 | | | | | | 0.74 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.60 | | | | | | 6.24 | | | | | | 0.99 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 2.01 | | | | | | 873,249 | | | | | | 40 | | |
12-31-16 | | | | | 11.00 | | | | | | 0.24• | | | | | | 1.22 | | | | | | 1.46 | | | | | | 0.25 | | | | | | 0.35 | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 11.86 | | | | | | 13.58 | | | | | | 1.00 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 2.14 | | | | | | 934,779 | | | | | | 118 | | |
12-31-15 | | | | | 12.37 | | | | | | 0.21 | | | | | | (0.74) | | | | | | (0.53) | | | | | | 0.20 | | | | | | 0.64 | | | | | | — | | | | | | 0.84 | | | | | | — | | | | | | 11.00 | | | | | | (4.66) | | | | | | 1.00 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 1.84 | | | | | | 999,196 | | | | | | 83 | | |
12-31-14 | | | | | 11.70 | | | | | | 0.21• | | | | | | 0.92 | | | | | | 1.13 | | | | | | 0.24 | | | | | | 0.22 | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 12.37 | | | | | | 9.71 | | | | | | 1.00 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 1.73 | | | | | | 1,069,662 | | | | | | 111 | | |
12-31-13 | | | | | 9.14 | | | | | | 0.17• | | | | | | 2.61 | | | | | | 2.78 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 11.70 | | | | | | 30.66 | | | | | | 1.01 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 1.53 | | | | | | 608,298 | | | | | | 104 | | |
12-31-12 | | | | | 8.19 | | | | | | 0.19• | | | | | | 0.97 | | | | | | 1.16 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 9.14 | | | | | | 14.35 | | | | | | 1.05 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 2.12 | | | | | | 80,048 | | | | | | 96 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 11.86 | | | | | | 0.11• | | | | | | 0.62 | | | | | | 0.73 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.59 | | | | | | 6.16 | | | | | | 1.14 | | | | | | 1.04 | | | | | | 1.04 | | | | | | 1.79 | | | | | | 88 | | | | | | 40 | | |
12-31-16 | | | | | 11.00 | | | | | | 0.22• | | | | | | 1.22 | | | | | | 1.44 | | | | | | 0.23 | | | | | | 0.35 | | | | | | — | | | | | | 0.58 | | | | | | — | | | | | | 11.86 | | | | | | 13.40 | | | | | | 1.18 | | | | | | 1.04 | | | | | | 1.04 | | | | | | 2.00 | | | | | | 537 | | | | | | 118 | | |
12-31-15 | | | | | 12.36 | | | | | | 0.20• | | | | | | (0.75) | | | | | | (0.55) | | | | | | 0.17 | | | | | | 0.64 | | | | | | — | | | | | | 0.81 | | | | | | — | | | | | | 11.00 | | | | | | (4.82) | | | | | | 1.25 | | | | | | 1.04 | | | | | | 1.04 | | | | | | 1.68 | | | | | | 596 | | | | | | 83 | | |
12-31-14 | | | | | 11.69 | | | | | | 0.20• | | | | | | 0.92 | | | | | | 1.12 | | | | | | 0.23 | | | | | | 0.22 | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 12.36 | | | | | | 9.67 | | | | | | 1.25 | | | | | | 1.04 | | | | | | 1.04 | | | | | | 1.66 | | | | | | 798 | | | | | | 111 | | |
09-09-13(5) - 12-31-13 | | | | | 10.74 | | | | | | 0.05• | | | | | | 0.92 | | | | | | 0.97 | | | | | | 0.02 | | | | | | — | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 11.69 | | | | | | 9.06 | | | | | | 1.26 | | | | | | 1.06 | | | | | | 1.06 | | | | | | 1.33 | | | | | | 3 | | | | | | 104 | | |
Voya Limited Maturity Bond Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 9.76 | | | | | | 0.04• | | | | | | 0.03 | | | | | | 0.07 | | | | | | 0.07 | | | | | | — | | | | | | — | | | | | | 0.07 | | | | | | — | | | | | | 9.76 | | | | | | 0.73 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.93 | | | | | | 21,303 | | | | | | 191 | | |
12-31-16 | | | | | 9.83 | | | | | | 0.09• | | | | | | 0.00* | | | | | | 0.09 | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 9.76 | | | | | | 0.91 | | | | | | 0.93 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.87 | | | | | | 22,864 | | | | | | 174 | | |
12-31-15 | | | | | 9.87 | | | | | | 0.06• | | | | | | (0.05) | | | | | | 0.01 | | | | | | 0.05 | | | | | | — | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 9.83 | | | | | | 0.15 | | | | | | 1.03 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.59 | | | | | | 28,178 | | | | | | 325 | | |
12-31-14 | | | | | 9.88 | | | | | | 0.07 | | | | | | (0.04) | | | | | | 0.03 | | | | | | 0.04 | | | | | | — | | | | | | — | | | | | | 0.04 | | | | | | — | | | | | | 9.87 | | | | | | 0.31 | | | | | | 1.03 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.57 | | | | | | 36,335 | | | | | | 433 | | |
12-31-13 | | | | | 9.92 | | | | | | 0.03 | | | | | | 0.01 | | | | | | 0.04 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.88 | | | | | | 0.36 | | | | | | 1.03 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.35 | | | | | | 40,656 | | | | | | 527 | | |
12-31-12 | | | | | 9.88 | | | | | | 0.03• | | | | | | 0.09 | | | | | | 0.12 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.92 | | | | | | 1.19 | | | | | | 1.03 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.35 | | | | | | 35,265 | | | | | | 644 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 9.96 | | | | | | 0.08• | | | | | | 0.02 | | | | | | 0.10 | | | | | | 0.10 | | | | | | — | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 9.96 | | | | | | 1.03 | | | | | | 0.29 | | | | | | 0.29 | | | | | | 0.29 | | | | | | 1.53 | | | | | | 163,291 | | | | | | 191 | | |
12-31-16 | | | | | 10.09 | | | | | | 0.15• | | | | | | 0.00* | | | | | | 0.15 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 9.96 | | | | | | 1.53 | | | | | | 0.28 | | | | | | 0.28 | | | | | | 0.28 | | | | | | 1.46 | | | | | | 170,578 | | | | | | 174 | | |
12-31-15 | | | | | 10.13 | | | | | | 0.12• | | | | | | (0.04) | | | | | | 0.08 | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 10.09 | | | | | | 0.82 | | | | | | 0.28 | | | | | | 0.28 | | | | | | 0.28 | | | | | | 1.20 | | | | | | 162,082 | | | | | | 325 | | |
12-31-14 | | | | | 10.14 | | | | | | 0.12• | | | | | | (0.03) | | | | | | 0.09 | | | | | | 0.10 | | | | | | — | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 10.13 | | | | | | 0.88 | | | | | | 0.28 | | | | | | 0.28 | | | | | | 0.28 | | | | | | 1.17 | | | | | | 143,860 | | | | | | 433 | | |
12-31-13 | | | | | 10.17 | | | | | | 0.10• | | | | | | (0.01) | | | | | | 0.09 | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 10.14 | | | | | | 0.90 | | | | | | 0.28 | | | | | | 0.28 | | | | | | 0.28 | | | | | | 0.94 | | | | | | 110,389 | | | | | | 527 | | |
12-31-12 | | | | | 10.10 | | | | | | 0.09• | | | | | | 0.09 | | | | | | 0.18 | | | | | | 0.11 | | | | | | — | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 10.17 | | | | | | 1.81 | | | | | | 0.28 | | | | | | 0.28 | | | | | | 0.28 | | | | | | 0.90 | | | | | | 229,471 | | | | | | 644 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 10.04 | | | | | | 0.06• | | | | | | 0.02 | | | | | | 0.08 | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 10.03 | | | | | | 0.81 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 1.27 | | | | | | 88,046 | | | | | | 191 | | |
12-31-16 | | | | | 10.15 | | | | | | 0.13 | | | | | | 0.00* | | | | | | 0.13 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 10.04 | | | | | | 1.28 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 1.21 | | | | | | 99,063 | | | | | | 174 | | |
12-31-15 | | | | | 10.19 | | | | | | 0.10 | | | | | | (0.04) | | | | | | 0.06 | | | | | | 0.10 | | | | | | — | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 10.15 | | | | | | 0.55 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.94 | | | | | | 99,356 | | | | | | 325 | | |
12-31-14 | | | | | 10.19 | | | | | | 0.10 | | | | | | (0.03) | | | | | | 0.07 | | | | | | 0.07 | | | | | | — | | | | | | — | | | | | | 0.07 | | | | | | — | | | | | | 10.19 | | | | | | 0.69 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.92 | | | | | | 105,215 | | | | | | 433 | | |
12-31-13 | | | | | 10.21 | | | | | | 0.08 | | | | | | (0.01) | | | | | | 0.07 | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 10.19 | | | | | | 0.71 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.69 | | | | | | 117,451 | | | | | | 527 | | |
12-31-12 | | | | | 10.14 | | | | | | 0.07• | | | | | | 0.08 | | | | | | 0.15 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 10.21 | | | | | | 1.50 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.71 | | | | | | 134,099 | | | | | | 644 | | |
| | | | | | | | | 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)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Multi-Manager Large Cap Core Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 14.79 | | | | | | 0.03• | | | | | | 1.32 | | | | | | 1.35 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.14 | | | | | | 9.13 | | | | | | 1.33 | | | | | | 1.32 | | | | | | 1.32 | | | | | | 0.44 | | | | | | 1,133 | | | | | | 16 | | |
12-31-16 | | | | | 14.42 | | | | | | 0.08• | | | | | | 1.06 | | | | | | 1.14 | | | | | | 0.23 | | | | | | 0.54 | | | | | | — | | | | | | 0.77 | | | | | | — | | | | | | 14.79 | | | | | | 8.09 | | | | | | 1.38 | | | | | | 1.32 | | | | | | 1.32 | | | | | | 0.56 | | | | | | 1,103 | | | | | | 41 | | |
12-31-15 | | | | | 15.54 | | | | | | 0.08• | | | | | | (0.19) | | | | | | (0.11) | | | | | | 0.05 | | | | | | 0.96 | | | | | | — | | | | | | 1.01 | | | | | | — | | | | | | 14.42 | | | | | | (0.93) | | | | | | 1.48 | | | | | | 1.32 | | | | | | 1.32 | | | | | | 0.50 | | | | | | 1,245 | | | | | | 55 | | |
12-31-14 | | | | | 14.72 | | | | | | 0.09 | | | | | | 1.99 | | | | | | 2.08 | | | | | | 0.11 | | | | | | 1.15 | | | | | | — | | | | | | 1.26 | | | | | | — | | | | | | 15.54 | | | | | | 14.66 | | | | | | 1.48 | | | | | | 1.32 | | | | | | 1.32 | | | | | | 0.60 | | | | | | 1,690 | | | | | | 44 | | |
12-31-13 | | | | | 11.38 | | | | | | 0.09• | | | | | | 3.30 | | | | | | 3.39 | | | | | | 0.05 | | | | | | — | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 14.72 | | | | | | 29.80 | | | | | | 1.50 | | | | | | 1.33 | | | | | | 1.33 | | | | | | 0.67 | | | | | | 1,541 | | | | | | 105 | | |
12-31-12 | | | | | 10.46 | | | | | | 0.10 | | | | | | 0.94 | | | | | | 1.04 | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 11.38 | | | | | | 9.93 | | | | | | 1.48 | | | | | | 1.33 | | | | | | 1.32 | | | | | | 0.95 | | | | | | 1,268 | | | | | | 43 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 14.89 | | | | | | 0.08• | | | | | | 1.32 | | | | | | 1.40 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.29 | | | | | | 9.40 | | | | | | 0.73 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 1.03 | | | | | | 263,523 | | | | | | 16 | | |
12-31-16 | | | | | 14.50 | | | | | | 0.17• | | | | | | 1.08 | | | | | | 1.25 | | | | | | 0.32 | | | | | | 0.54 | | | | | | — | | | | | | 0.86 | | | | | | — | | | | | | 14.89 | | | | | | 8.81 | | | | | | 0.73 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 1.16 | | | | | | 304,474 | | | | | | 41 | | |
12-31-15 | | | | | 15.63 | | | | | | 0.17• | | | | | | (0.19) | | | | | | (0.02) | | | | | | 0.15 | | | | | | 0.96 | | | | | | — | | | | | | 1.11 | | | | | | — | | | | | | 14.50 | | | | | | (0.35) | | | | | | 0.73 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 1.13 | | | | | | 337,886 | | | | | | 55 | | |
12-31-14 | | | | | 14.79 | | | | | | 0.18• | | | | | | 2.00 | | | | | | 2.18 | | | | | | 0.19 | | | | | | 1.15 | | | | | | — | | | | | | 1.34 | | | | | | — | | | | | | 15.63 | | | | | | 15.31 | | | | | | 0.73 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 1.20 | | | | | | 262,017 | | | | | | 44 | | |
12-31-13 | | | | | 11.42 | | | | | | 0.17• | | | | | | 3.33 | | | | | | 3.50 | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 14.79 | | | | | | 30.66 | | | | | | 0.75 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 1.28 | | | | | | 316,869 | | | | | | 105 | | |
12-31-12 | | | | | 10.50 | | | | | | 0.17• | | | | | | 0.93 | | | | | | 1.10 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 11.42 | | | | | | 10.50 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 0.72 | | | | | | 1.54 | | | | | | 29,086 | | | | | | 43 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 14.89 | | | | | | 0.08• | | | | | | 1.32 | | | | | | 1.40 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.29 | | | | | | 9.40 | | | | | | 0.73 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 1.04 | | | | | | 4 | | | | | | 16 | | |
05-03-16(5) - 12-31-16 | | | | | 14.65 | | | | | | 0.12• | | | | | | 0.98 | | | | | | 1.10 | | | | | | 0.32 | | | | | | 0.54 | | | | | | — | | | | | | 0.86 | | | | | | — | | | | | | 14.89 | | | | | | 7.70 | | | | | | 0.73 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 1.21 | | | | | | 3 | | | | | | 41 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 14.91 | | | | | | 0.06• | | | | | | 1.32 | | | | | | 1.38 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.29 | | | | | | 9.26 | | | | | | 0.98 | | | | | | 0.97 | | | | | | 0.97 | | | | | | 0.79 | | | | | | 56,881 | | | | | | 16 | | |
12-31-16 | | | | | 14.52 | | | | | | 0.13• | | | | | | 1.09 | | | | | | 1.22 | | | | | | 0.29 | | | | | | 0.54 | | | | | | — | | | | | | 0.83 | | | | | | — | | | | | | 14.91 | | | | | | 8.52 | | | | | | 0.98 | | | | | | 0.97 | | | | | | 0.97 | | | | | | 0.91 | | | | | | 57,393 | | | | | | 41 | | |
12-31-15 | | | | | 15.64 | | | | | | 0.13• | | | | | | (0.18) | | | | | | (0.05) | | | | | | 0.11 | | | | | | 0.96 | | | | | | — | | | | | | 1.07 | | | | | | — | | | | | | 14.52 | | | | | | (0.56) | | | | | | 0.98 | | | | | | 0.97 | | | | | | 0.97 | | | | | | 0.85 | | | | | | 61,430 | | | | | | 55 | | |
12-31-14 | | | | | 14.81 | | | | | | 0.13 | | | | | | 2.01 | | | | | | 2.14 | | | | | | 0.16 | | | | | | 1.15 | | | | | | — | | | | | | 1.31 | | | | | | — | | | | | | 15.64 | | | | | | 14.99 | | | | | | 0.98 | | | | | | 0.97 | | | | | | 0.97 | | | | | | 0.95 | | | | | | 68,942 | | | | | | 44 | | |
12-31-13 | | | | | 11.44 | | | | | | 0.14• | | | | | | 3.32 | | | | | | 3.46 | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 14.81 | | | | | | 30.29 | | | | | | 1.00 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.02 | | | | | | 56,868 | | | | | | 105 | | |
12-31-12 | | | | | 10.51 | | | | | | 0.14• | | | | | | 0.94 | | | | | | 1.08 | | | | | | 0.15 | | | | | | — | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 11.44 | | | | | | 10.29 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 0.97 | | | | | | 1.29 | | | | | | 47,686 | | | | | | 43 | | |
Voya U.S. Stock Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 13.38 | | | | | | 0.09• | | | | | | 1.10 | | | | | | 1.19 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.57 | | | | | | 8.89 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.24 | | | | | | 118,510 | | | | | | 5 | | |
12-31-16 | | | | | 12.97 | | | | | | 0.19 | | | | | | 1.21 | | | | | | 1.40 | | | | | | 0.20 | | | | | | 0.79 | | | | | | — | | | | | | 0.99 | | | | | | — | | | | | | 13.38 | | | | | | 11.11 | | | | | | 0.87 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.37 | | | | | | 116,242 | | | | | | 5 | | |
12-31-15 | | | | | 14.32 | | | | | | 0.18 | | | | | | (0.07) | | | | | | 0.11 | | | | | | 0.18 | | | | | | 1.28 | | | | | | — | | | | | | 1.46 | | | | | | — | | | | | | 12.97 | | | | | | 0.54 | | | | | | 1.01 | | | | | | 0.79 | | | | | | 0.79 | | | | | | 1.33 | | | | | | 119,692 | | | | | | 12 | | |
12-31-14 | | | | | 14.26 | | | | | | 0.17 | | | | | | 1.58 | | | | | | 1.75 | | | | | | 0.20 | | | | | | 1.49 | | | | | | — | | | | | | 1.69 | | | | | | — | | | | | | 14.32 | | | | | | 12.77 | | | | | | 1.02 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.26 | | | | | | 122,012 | | | | | | 7 | | |
12-31-13 | | | | | 11.27 | | | | | | 0.16 | | | | | | 3.34 | | | | | | 3.50 | | | | | | 0.20 | | | | | | 0.31 | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 14.26 | | | | | | 31.40 | | | | | | 1.02 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.32 | | | | | | 105,584 | | | | | | 9 | | |
12-31-12 | | | | | 10.23 | | | | | | 0.18• | | | | | | 1.34 | | | | | | 1.52 | | | | | | 0.17 | | | | | | 0.31 | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 11.27 | | | | | | 15.15 | | | | | | 1.02 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.59 | | | | | | 67,287 | | | | | | 7 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 13.79 | | | | | | 0.13• | | | | | | 1.13 | | | | | | 1.26 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.05 | | | | | | 9.14 | | | | | | 0.27 | | | | | | 0.27 | | | | | | 0.27 | | | | | | 1.75 | | | | | | 3,543,048 | | | | | | 5 | | |
12-31-16 | | | | | 13.34 | | | | | | 0.26 | | | | | | 1.25 | | | | | | 1.51 | | | | | | 0.27 | | | | | | 0.79 | | | | | | — | | | | | | 1.06 | | | | | | — | | | | | | 13.79 | | | | | | 11.65 | | | | | | 0.27 | | | | | | 0.27 | | | | | | 0.27 | | | | | | 1.90 | | | | | | 4,195,761 | | | | | | 5 | | |
12-31-15 | | | | | 14.68 | | | | | | 0.26• | | | | | | (0.06) | | | | | | 0.20 | | | | | | 0.26 | | | | | | 1.28 | | | | | | — | | | | | | 1.54 | | | | | | — | | | | | | 13.34 | | | | | | 1.11 | | | | | | 0.26 | | | | | | 0.26 | | | | | | 0.26 | | | | | | 1.86 | | | | | | 4,149,051 | | | | | | 12 | | |
12-31-14 | | | | | 14.57 | | | | | | 0.26• | | | | | | 1.61 | | | | | | 1.87 | | | | | | 0.27 | | | | | | 1.49 | | | | | | — | | | | | | 1.76 | | | | | | — | | | | | | 14.68 | | | | | | 13.37 | | | | | | 0.27 | | | | | | 0.27 | | | | | | 0.27 | | | | | | 1.79 | | | | | | 4,186,235 | | | | | | 7 | | |
12-31-13 | | | | | 11.50 | | | | | | 0.24• | | | | | | 3.40 | | | | | | 3.64 | | | | | | 0.26 | | | | | | 0.31 | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 14.57 | | | | | | 32.04 | | | | | | 0.27 | | | | | | 0.27 | | | | | | 0.27 | | | | | | 1.85 | | | | | | 4,322,478 | | | | | | 9 | | |
12-31-12 | | | | | 10.41 | | | | | | 0.23• | | | | | | 1.39 | | | | | | 1.62 | | | | | | 0.22 | | | | | | 0.31 | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 11.50 | | | | | | 15.79 | | | | | | 0.27 | | | | | | 0.27 | | | | | | 0.27 | | | | | | 2.05 | | | | | | 4,207,241 | | | | | | 7 | | |
| | | | | | | | | 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)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya U.S. Stock Index Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
05-03-17(5) - 06-30-17 | | | | | 14.79 | | | | | | 0.05• | | | | | | 0.22 | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.06 | | | | | | 1.83 | | | | | | 0.27 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.15 | | | | | | 1,019,051 | | | | | | 5 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 13.69 | | | | | | 0.11• | | | | | | 1.13 | | | | | | 1.24 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.93 | | | | | | 9.06 | | | | | | 0.52 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 1.54 | | | | | | 72,806 | | | | | | 5 | | |
12-31-16 | | | | | 13.26 | | | | | | 0.22• | | | | | | 1.25 | | | | | | 1.47 | | | | | | 0.25 | | | | | | 0.79 | | | | | | — | | | | | | 1.04 | | | | | | — | | | | | | 13.69 | | | | | | 11.35 | | | | | | 0.52 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 1.66 | | | | | | 61,754 | | | | | | 5 | | |
12-31-15 | | | | | 14.59 | | | | | | 0.23• | | | | | | (0.07) | | | | | | 0.16 | | | | | | 0.21 | | | | | | 1.28 | | | | | | — | | | | | | 1.49 | | | | | | — | | | | | | 13.26 | | | | | | 0.89 | | | | | | 0.51 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 1.62 | | | | | | 50,470 | | | | | | 12 | | |
12-31-14 | | | | | 14.49 | | | | | | 0.23• | | | | | | 1.60 | | | | | | 1.83 | | | | | | 0.24 | | | | | | 1.49 | | | | | | — | | | | | | 1.73 | | | | | | — | | | | | | 14.59 | | | | | | 13.11 | | | | | | 0.52 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 1.55 | | | | | | 57,095 | | | | | | 7 | | |
12-31-13 | | | | | 11.44 | | | | | | 0.20 | | | | | | 3.39 | | | | | | 3.59 | | | | | | 0.23 | | | | | | 0.31 | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 14.49 | | | | | | 31.75 | | | | | | 0.52 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 1.61 | | | | | | 37,259 | | | | | | 9 | | |
12-31-12 | | | | | 10.36 | | | | | | 0.20• | | | | | | 1.38 | | | | | | 1.58 | | | | | | 0.19 | | | | | | 0.31 | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 11.44 | | | | | | 15.48 | | | | | | 0.52 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 1.80 | | | | | | 25,865 | | | | | | 7 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 13.54 | | | | | | 0.10• | | | | | | 1.11 | | | | | | 1.21 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.75 | | | | | | 8.94 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 1.36 | | | | | | 185,911 | | | | | | 5 | | |
12-31-16 | | | | | 13.12 | | | | | | 0.21 | | | | | | 1.22 | | | | | | 1.43 | | | | | | 0.22 | | | | | | 0.79 | | | | | | — | | | | | | 1.01 | | | | | | — | | | | | | 13.54 | | | | | | 11.19 | | | | | | 0.70 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 1.50 | | | | | | 175,340 | | | | | | 5 | | |
12-31-15 | | | | | 14.46 | | | | | | 0.20• | | | | | | (0.06) | | | | | | 0.14 | | | | | | 0.20 | | | | | | 1.28 | | | | | | — | | | | | | 1.48 | | | | | | — | | | | | | 13.12 | | | | | | 0.75 | | | | | | 0.76 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.46 | | | | | | 182,682 | | | | | | 12 | | |
12-31-14 | | | | | 14.38 | | �� | | | | 0.19 | | | | | | 1.60 | | | | | | 1.79 | | | | | | 0.22 | | | | | | 1.49 | | | | | | — | | | | | | 1.71 | | | | | | — | | | | | | 14.46 | | | | | | 12.94 | | | | | | 0.77 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 1.39 | | | | | | 177,899 | | | | | | 7 | | |
12-31-13 | | | | | 11.37 | | | | | | 0.19• | | | | | | 3.35 | | | | | | 3.54 | | | | | | 0.22 | | | | | | 0.31 | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 14.38 | | | | | | 31.46 | | | | | | 0.77 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 1.46 | | | | | | 157,313 | | | | | | 9 | | |
12-31-12 | | | | | 10.31 | | | | | | 0.19• | | | | | | 1.36 | | | | | | 1.55 | | | | | | 0.18 | | | | | | 0.31 | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 11.37 | | | | | | 15.29 | | | | | | 0.77 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 1.69 | | | | | | 93,052 | | | | | | 7 | | |
VY® Clarion Real Estate Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 35.00 | | | | | | 0.23• | | | | | | 0.47 | | | | | | 0.70 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 35.70 | | | | | | 2.00 | | | | | | 1.45 | | | | | | 1.31 | | | | | | 1.31 | | | | | | 1.31 | | | | | | 82,490 | | | | | | 33 | | |
12-31-16 | | | | | 34.11 | | | | | | 0.47• | | | | | | 0.88 | | | | | | 1.35 | | | | | | 0.46 | | | | | | — | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 35.00 | | | | | | 3.86 | | | | | | 1.49 | | | | | | 1.31 | | | | | | 1.31 | | | | | | 1.33 | | | | | | 90,084 | | | | | | 43 | | |
12-31-15 | | | | | 33.65 | | | | | | 0.36• | | | | | | 0.49 | | | | | | 0.85 | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 34.11 | | | | | | 2.58 | | | | | | 1.59 | | | | | | 1.31 | | | | | | 1.31 | | | | | | 1.08 | | | | | | 90,056 | | | | | | 41 | | |
12-31-14 | | | | | 26.29 | | | | | | 0.33• | | | | | | 7.39 | | | | | | 7.72 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 33.65 | | | | | | 29.48 | | | | | | 1.59 | | | | | | 1.28 | | | | | | 1.28 | | | | | | 1.08 | | | | | | 89,699 | | | | | | 30 | | |
12-31-13 | | | | | 26.18 | | | | | | 0.30• | | | | | | 0.15 | | | | | | 0.45 | | | | | | 0.34 | | | | | | — | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 26.29 | | | | | | 1.65 | | | | | | 1.61 | | | | | | 1.21 | | | | | | 1.21 | | | | | | 1.11 | | | | | | 62,462 | | | | | | 52 | | |
12-31-12 | | | | | 22.94 | | | | | | 0.28• | | | | | | 3.20 | | | | | | 3.48 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 26.18 | | | | | | 15.17 | | | | | | 1.60 | | | | | | 1.21 | | | | | | 1.21 | | | | | | 1.11 | | | | | | 48,742 | | | | | | 35 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 36.68 | | | | | | 0.36• | | | | | | 0.48 | | | | | | 0.84 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 37.52 | | | | | | 2.29 | | | | | | 0.85 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 1.94 | | | | | | 101,141 | | | | | | 33 | | |
12-31-16 | | | | | 35.71 | | | | | | 0.72• | | | | | | 0.92 | | | | | | 1.64 | | | | | | 0.67 | | | | | | — | | | | | | — | | | | | | 0.67 | | | | | | — | | | | | | 36.68 | | | | | | 4.47 | | | | | | 0.84 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 1.96 | | | | | | 105,754 | | | | | | 43 | | |
12-31-15 | | | | | 35.17 | | | | | | 0.58• | | | | | | 0.52 | | | | | | 1.10 | | | | | | 0.56 | | | | | | — | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 35.71 | | | | | | 3.20 | | | | | | 0.84 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 1.65 | | | | | | 128,447 | | | | | | 41 | | |
12-31-14 | | | | | 27.42 | | | | | | 0.52• | | | | | | 7.73 | | | | | | 8.25 | | | | | | 0.50 | | | | | | — | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 35.17 | | | | | | 30.27 | | | | | | 0.84 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.64 | | | | | | 142,041 | | | | | | 30 | | |
12-31-13 | | | | | 27.22 | | | | | | 0.48• | | | | | | 0.17 | | | | | | 0.65 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 27.42 | | | | | | 2.27 | | | | | | 0.86 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.67 | | | | | | 116,778 | | | | | | 52 | | |
12-31-12 | | | | | 23.77 | | | | | | 0.45• | | | | | | 3.32 | | | | | | 3.77 | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 27.22 | | | | | | 15.85 | | | | | | 0.85 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.70 | | | | | | 114,961 | | | | | | 35 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 36.58 | | | | | | 0.30• | | | | | | 0.49 | | | | | | 0.79 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 37.37 | | | | | | 2.16 | | | | | | 1.10 | | | | | | 0.96 | | | | | | 0.96 | | | | | | 1.65 | | | | | | 334,329 | | | | | | 33 | | |
12-31-16 | | | | | 35.60 | | | | | | 0.61• | | | | | | 0.94 | | | | | | 1.55 | | | | | | 0.57 | | | | | | — | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 36.58 | | | | | | 4.24 | | | | | | 1.09 | | | | | | 0.96 | | | | | | 0.96 | | | | | | 1.66 | | | | | | 375,761 | | | | | | 43 | | |
12-31-15 | | | | | 35.06 | | | | | | 0.48• | | | | | | 0.53 | | | | | | 1.01 | | | | | | 0.47 | | | | | | — | | | | | | — | | | | | | 0.47 | | | | | | — | | | | | | 35.60 | | | | | | 2.95 | | | | | | 1.09 | | | | | | 0.96 | | | | | | 0.96 | | | | | | 1.38 | | | | | | 430,712 | | | | | | 41 | | |
12-31-14 | | | | | 27.35 | | | | | | 0.43• | | | | | | 7.70 | | | | | | 8.13 | | | | | | 0.42 | | | | | | — | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 35.06 | | | | | | 29.87 | | | | | | 1.09 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 1.37 | | | | | | 489,653 | | | | | | 30 | | |
12-31-13 | | | | | 27.14 | | | | | | 0.39• | | | | | | 0.19 | | | | | | 0.58 | | | | | | 0.37 | | | | | | — | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 27.35 | | | | | | 2.06 | | | | | | 1.11 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 1.38 | | | | | | 420,035 | | | | | | 52 | | |
12-31-12 | | | | | 23.71 | | | | | | 0.36• | | | | | | 3.33 | | | | | | 3.69 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 27.14 | | | | | | 15.54 | | | | | | 1.10 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 1.39 | | | | | | 474,299 | | | | | | 35 | | |
| | | | | | | | | 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)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
VY® Clarion Real Estate Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 36.35 | | | | | | 0.27• | | | | | | 0.49 | | | | | | 0.76 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 37.11 | | | | | | 2.09 | | | | | | 1.25 | | | | | | 1.11 | | | | | | 1.11 | | | | | | 1.50 | | | | | | 20,586 | | | | | | 33 | | |
12-31-16 | | | | | 35.39 | | | | | | 0.55• | | | | | | 0.93 | | | | | | 1.48 | | | | | | 0.52 | | | | | | — | | | | | | — | | | | | | 0.52 | | | | | | — | | | | | | 36.35 | | | | | | 4.07 | | | | | | 1.27 | | | | | | 1.11 | | | | | | 1.11 | | | | | | 1.52 | | | | | | 22,911 | | | | | | 43 | | |
12-31-15 | | | | | 34.85 | | | | | | 0.44• | | | | | | 0.51 | | | | | | 0.95 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 35.39 | | | | | | 2.79 | | | | | | 1.34 | | | | | | 1.11 | | | | | | 1.11 | | | | | | 1.26 | | | | | | 26,084 | | | | | | 41 | | |
12-31-14 | | | | | 27.18 | | | | | | 0.38• | | | | | | 7.76 | | | | | | 8.05 | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 34.85 | | | | | | 29.74 | | | | | | 1.34 | | | | | | 1.08 | | | | | | 1.08 | | | | | | 1.21 | | | | | | 28,313 | | | | | | 30 | | |
12-31-13 | | | | | 26.99 | | | | | | 0.35• | | | | | | 0.18 | | | | | | 0.53 | | | | | | 0.34 | | | | | | — | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 27.18 | | | | | | 1.87 | | | | | | 1.36 | | | | | | 1.01 | | | | | | 1.01 | | | | | | 1.25 | | | | | | 25,796 | | | | | | 52 | | |
12-31-12 | | | | | 23.59 | | | | | | 0.33• | | | | | | 3.30 | | | | | | 3.63 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 26.99 | | | | | | 15.38 | | | | | | 1.35 | | | | | | 1.01 | | | | | | 1.01 | | | | | | 1.25 | | | | | | 26,559 | | | | | | 35 | | |
VY® Franklin Income Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | �� | | | | | | | | | | | |
06-30-17 | | | | | 10.62 | | | | | | 0.22• | | | | | | 0.27 | | | | | | 0.49 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.11 | | | | | | 4.61 | | | | | | 1.38 | | | | | | 1.26 | | | | | | 1.26 | | | | | | 4.11 | | | | | | 77,154 | | | | | | 12 | | |
12-31-16 | | | | | 9.82 | | | | | | 0.42• | | | | | | 1.05 | | | | | | 1.47 | | | | | | 0.67 | | | | | | — | | | | | | — | | | | | | 0.67 | | | | | | — | | | | | | 10.62 | | | | | | 15.26 | | | | | | 1.43 | | | | | | 1.36 | | | | | | 1.36 | | | | | | 4.14 | | | | | | 72,064 | | | | | | 42 | | |
12-31-15 | | | | | 11.03 | | | | | | 0.40• | | | | | | (1.11) | | | | | | (0.71) | | | | | | 0.50 | | | | | | — | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 9.82 | | | | | | (6.72) | | | | | | 1.52 | | | | | | 1.37 | | | | | | 1.37 | | | | | | 3.80 | | | | | | 68,152 | | | | | | 18 | | |
12-31-14 | | | | | 10.94 | | | | | | 0.41• | | | | | | 0.12 | | | | | | 0.53 | | | | | | 0.44 | | | | | | — | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 11.03 | | | | | | 4.69 | | | | | | 1.51 | | | | | | 1.36 | | | | | | 1.36 | | | | | | 3.66 | | | | | | 78,155 | | | | | | 26 | | |
12-31-13 | | | | | 10.09 | | | | | | 0.41• | | | | | | 0.98 | | | | | | 1.39 | | | | | | 0.54 | | | | | | — | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 10.94 | | | | | | 14.14 | | | | | | 1.51 | | | | | | 1.36 | | | | | | 1.36 | | | | | | 3.91 | | | | | | 53,031 | | | | | | 23 | | |
12-31-12 | | | | | 9.55 | | | | | | 0.52• | | | | | | 0.62 | | | | | | 1.14 | | | | | | 0.60 | | | | | | — | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 10.09 | | | | | | 12.33 | | | | | | 1.53 | | | | | | 1.38 | | | | | | 1.38 | | | | | | 5.22 | | | | | | 28,291 | | | | | | 25 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 11.05 | | | | | | 0.27• | | | | | | 0.26 | | | | | | 0.53 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.58 | | | | | | 4.80 | | | | | | 0.78 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 4.70 | | | | | | 9,122 | | | | | | 12 | | |
12-31-16 | | | | | 10.18 | | | | | | 0.50• | | | | | | 1.09 | | | | | | 1.59 | | | | | | 0.72 | | | | | | — | | | | | | — | | | | | | 0.72 | | | | | | — | | | | | | 11.05 | | | | | | 16.02 | | | | | | 0.78 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 4.74 | | | | | | 9,478 | | | | | | 42 | | |
12-31-15 | | | | | 11.43 | | | | | | 0.47• | | | | | | (1.16) | | | | | | (0.69) | | | | | | 0.56 | | | | | | — | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 10.18 | | | | | | (6.34) | | | | | | 0.77 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 4.11 | | | | | | 9,222 | | | | | | 18 | | |
12-31-14 | | | | | 11.30 | | | | | | 0.51• | | | | | | 0.09 | | | | | | 0.60 | | | | | | 0.47 | | | | | | — | | | | | | — | | | | | | 0.47 | | | | | | — | | | | | | 11.43 | | | | | | 5.21 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 4.31 | | | | | | 311,844 | | | | | | 26 | | |
12-31-13 | | | | | 10.38 | | | | | | 0.46 | | | | | | 1.04 | | | | | | 1.50 | | | | | | 0.58 | | | | | | — | | | | | | — | | | | | | 0.58 | | | | | | — | | | | | | 11.30 | | | | | | 14.81 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 4.53 | | | | | | 326,510 | | | | | | 23 | | |
12-31-12 | | | | | 9.77 | | | | | | 0.59• | | | | | | 0.66 | | | | | | 1.25 | | | | | | 0.64 | | | | | | — | | | | | | — | | | | | | 0.64 | | | | | | — | | | | | | 10.38 | | | | | | 13.17 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 5.83 | | | | | | 274,701 | | | | | | 25 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 10.99 | | | | | | 0.25• | | | | | | 0.27 | | | | | | 0.52 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.51 | | | | | | 4.73 | | | | | | 1.03 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 4.45 | | | | | | 382,790 | | | | | | 12 | | |
12-31-16 | | | | | 10.14 | | | | | | 0.47• | | | | | | 1.09 | | | | | | 1.56 | | | | | | 0.71 | | | | | | — | | | | | | — | | | | | | 0.71 | | | | | | — | | | | | | 10.99 | | | | | | 15.68 | | | | | | 1.03 | | | | | | 1.01 | | | | | | 1.01 | | | | | | 4.49 | | | | | | 411,297 | | | | | | 42 | | |
12-31-15 | | | | | 11.35 | | | | | | 0.45• | | | | | | (1.13) | | | | | | (0.68) | | | | | | 0.53 | | | | | | — | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 10.14 | | | | | | (6.31) | | | | | | 1.02 | | | | | | 1.02 | | | | | | 1.02 | | | | | | 4.14 | | | | | | 414,907 | | | | | | 18 | | |
12-31-14 | | | | | 11.23 | | | | | | 0.47• | | | | | | 0.10 | | | | | | 0.57 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 11.35 | | | | | | 4.91 | | | | | | 1.01 | | | | | | 1.01 | | | | | | 1.01 | | | | | | 4.05 | | | | | | 554,146 | | | | | | 26 | | |
12-31-13 | | | | | 10.31 | | | | | | 0.46• | | | | | | 1.02 | | | | | | 1.48 | | | | | | 0.56 | | | | | | — | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 11.23 | | | | | | 14.64 | | | | | | 1.01 | | | | | | 1.01 | | | | | | 1.01 | | | | | | 4.28 | | | | | | 556,255 | | | | | | 23 | | |
12-31-12 | | | | | 9.71 | | | | | | 0.56• | | | | | | 0.65 | | | | | | 1.21 | | | | | | 0.61 | | | | | | — | | | | | | — | | | | | | 0.61 | | | | | | — | | | | | | 10.31 | | | | | | 12.85 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 5.58 | | | | | | 513,445 | | | | | | 25 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 10.96 | | | | | | 0.24• | | | | | | 0.27 | | | | | | 0.51 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.47 | | | | | | 4.65 | | | | | | 1.18 | | | | | | 1.06 | | | | | | 1.06 | | | | | | 4.30 | | | | | | 6,946 | | | | | | 12 | | |
12-31-16 | | | | | 10.11 | | | | | | 0.45• | | | | | | 1.09 | | | | | | 1.54 | | | | | | 0.69 | | | | | | — | | | | | | — | | | | | | 0.69 | | | | | | — | | | | | | 10.96 | | | | | | 15.52 | | | | | | 1.21 | | | | | | 1.16 | | | | | | 1.16 | | | | | | 4.34 | | | | | | 7,701 | | | | | | 42 | | |
12-31-15 | | | | | 11.32 | | | | | | 0.44• | | | | | | (1.15) | | | | | | (0.71) | | | | | | 0.50 | | | | | | — | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 10.11 | | | | | | (6.51) | | | | | | 1.27 | | | | | | 1.17 | | | | | | 1.17 | | | | | | 3.99 | | | | | | 7,770 | | | | | | 18 | | |
12-31-14 | | | | | 11.20 | | | | | | 0.45 | | | | | | 0.10 | | | | | | 0.55 | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 11.32 | | | | | | 4.79 | | | | | | 1.26 | | | | | | 1.16 | | | | | | 1.16 | | | | | | 3.91 | | | | | | 10,975 | | | | | | 26 | | |
12-31-13 | | | | | 10.29 | | | | | | 0.45• | | | | | | 1.00 | | | | | | 1.45 | | | | | | 0.54 | | | | | | — | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 11.20 | | | | | | 14.40 | | | | | | 1.26 | | | | | | 1.16 | | | | | | 1.16 | | | | | | 4.14 | | | | | | 10,543 | | | | | | 23 | | |
12-31-12 | | | | | 9.69 | | | | | | 0.52 | | | | | | 0.68 | | | | | | 1.20 | | | | | | 0.60 | | | | | | — | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 10.29 | | | | | | 12.73 | | | | | | 1.28 | | | | | | 1.18 | | | | | | 1.18 | | | | | | 5.42 | | | | | | 10,258 | | | | | | 25 | | |
| | | | | | | | | 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)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
VY® JPMorgan Small Cap Core Equity Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 18.54 | | | | | | 0.01 | | | | | | 1.02 | | | | | | 1.03 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.57 | | | | | | 5.56 | | | | | | 1.45 | | | | | | 1.45 | | | | | | 1.45 | | | | | | 0.03 | | | | | | 122,932 | | | | | | 21 | | |
12-31-16 | | | | | 16.82 | | | | | | 0.03 | | | | | | 3.33 | | | | | | 3.36 | | | | | | 0.04 | | | | | | 1.60 | | | | | | — | | | | | | 1.64 | | | | | | — | | | | | | 18.54 | | | | | | 21.17 | | | | | | 1.50 | | | | | | 1.45 | | | | | | 1.45 | | | | | | 0.17 | | | | | | 120,442 | | | | | | 40 | | |
12-31-15 | | | | | 19.83 | | | | | | 0.01 | | | | | | (0.58) | | | | | | (0.57) | | | | | | — | | | | | | 2.44 | | | | | | — | | | | | | 2.44 | | | | | | — | | | | | | 16.82 | | | | | | (4.02) | | | | | | 1.60 | | | | | | 1.45 | | | | | | 1.45 | | | | | | 0.12 | | | | | | 105,259 | | | | | | 38 | | |
12-31-14 | | | | | 20.05 | | | | | | (0.03) | | | | | | 1.55 | | | | | | 1.52 | | | | | | 0.04 | | | | | | 1.70 | | | | | | — | | | | | | 1.74 | | | | | | — | | | | | | 19.83 | | | | | | 7.94 | | | | | | 1.60 | | | | | | 1.45 | | | | | | 1.45 | | | | | | (0.11) | | | | | | 101,728 | | | | | | 42 | | |
12-31-13 | | | | | 14.94 | | | | | | 0.02• | | | | | | 5.66 | | | | | | 5.68 | | | | | | 0.13 | | | | | | 0.44 | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 20.05 | | | | | | 38.52 | | | | | | 1.61 | | | | | | 1.46 | | | | | | 1.46 | | | | | | 0.13 | | | | | | 85,366 | | | | | | 41 | | |
12-31-12 | | | | | 12.65 | | | | | | 0.13• | | | | | | 2.18 | | | | | | 2.31 | | | | | | 0.02 | | | | | | — | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 14.94 | | | | | | 18.24 | | | | | | 1.63 | | | | | | 1.48 | | | | | | 1.48 | | | | | | 0.91 | | | | | | 36,780 | | | | | | 39 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 19.59 | | | | | | 0.06• | | | | | | 1.08 | | | | | | 1.14 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 20.73 | | | | | | 5.82 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.62 | | | | | | 175,552 | | | | | | 21 | | |
12-31-16 | | | | | 17.68 | | | | | | 0.14 | | | | | | 3.52 | | | | | | 3.66 | | | | | | 0.15 | | | | | | 1.60 | | | | | | — | | | | | | 1.75 | | | | | | — | | | | | | 19.59 | | | | | | 21.92 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.77 | | | | | | 178,586 | | | | | | 40 | | |
12-31-15 | | | | | 20.70 | | | | | | 0.14 | | | | | | (0.62) | | | | | | (0.48) | | | | | | 0.10 | | | | | | 2.44 | | | | | | — | | | | | | 2.54 | | | | | | — | | | | | | 17.68 | | | | | | (3.45) | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.72 | | | | | | 159,243 | | | | | | 38 | | |
12-31-14 | | | | | 20.81 | | | | | | 0.09 | | | | | | 1.62 | | | | | | 1.71 | | | | | | 0.12 | | | | | | 1.70 | | | | | | — | | | | | | 1.82 | | | | | | — | | | | | | 20.70 | | | | | | 8.61 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.48 | | | | | | 160,190 | | | | | | 42 | | |
12-31-13 | | | | | 15.43 | | | | | | 0.12 | | | | | | 5.87 | | | | | | 5.99 | | | | | | 0.17 | | | | | | 0.44 | | | | | | — | | | | | | 0.61 | | | | | | — | | | | | | 20.81 | | | | | | 39.36 | | | | | | 0.86 | �� | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.70 | | | | | | 136,611 | | | | | | 41 | | |
12-31-12 | | | | | 13.02 | | | | | | 0.19• | | | | | | 2.28 | | | | | | 2.47 | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 15.43 | | | | | | 18.98 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 1.33 | | | | | | 90,638 | | | | | | 39 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 19.58 | | | | | | 0.12• | | | | | | 1.02 | | | | | | 1.14 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 20.72 | | | | | | 5.82 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 1.25 | | | | | | 14,960 | | | | | | 21 | | |
05-03-16(5) - 12-31-16 | | | | | 17.80 | | | | | | 0.15• | | | | | | 3.38 | | | | | | 3.53 | | | | | | 0.15 | | | | | | 1.60 | | | | | | — | | | | | | 1.75 | | | | | | — | | | | | | 19.58 | | | | | | 21.04 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 1.22 | | | | | | 30 | | | | | | 40 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 19.35 | | | | | | 0.04• | | | | | | 1.07 | | | | | | 1.11 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 20.46 | | | | | | 5.74 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 0.37 | | | | | | 412,426 | | | | | | 21 | | |
12-31-16 | | | | | 17.48 | | | | | | 0.10 | | | | | | 3.46 | | | | | | 3.56 | | | | | | 0.09 | | | | | | 1.60 | | | | | | — | | | | | | 1.69 | | | | | | — | | | | | | 19.35 | | | | | | 21.59 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 0.52 | | | | | | 436,518 | | | | | | 40 | | |
12-31-15 | | | | | 20.49 | | | | | | 0.09 | | | | | | (0.62) | | | | | | (0.53) | | | | | | 0.04 | | | | | | 2.44 | | | | | | — | | | | | | 2.48 | | | | | | — | | | | | | 17.48 | | | | | | (3.68) | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 0.47 | | | | | | 404,369 | | | | | | 38 | | |
12-31-14 | | | | | 20.62 | | | | | | 0.05 | | | | | | 1.59 | | | | | | 1.64 | | | | | | 0.07 | | | | | | 1.70 | | | | | | — | | | | | | 1.77 | | | | | | — | | | | | | 20.49 | | | | | | 8.35 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 0.22 | | | | | | 459,361 | | | | | | 42 | | |
12-31-13 | | | | | 15.31 | | | | | | 0.06 | | | | | | 5.83 | | | | | | 5.89 | | | | | | 0.14 | | | | | | 0.44 | | | | | | — | | | | | | 0.58 | | | | | | — | | | | | | 20.62 | | | | | | 38.95 | | | | | | 1.11 | | | | | | 1.11 | | | | | | 1.11 | | | | | | 0.46 | | | | | | 482,759 | | | | | | 41 | | |
12-31-12 | | | | | 12.92 | | | | | | 0.15• | | | | | | 2.26 | | | | | | 2.41 | | | | | | 0.02 | | | | | | — | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 15.31 | | | | | | 18.70 | | | | | | 1.13 | | | | | | 1.13 | | | | | | 1.13 | | | | | | 1.02 | | | | | | 298,434 | | | | | | 39 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 19.15 | | | | | | 0.03 | | | | | | 1.05 | | | | | | 1.08 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 20.23 | | | | | | 5.64 | | | | | | 1.25 | | | | | | 1.25 | | | | | | 1.25 | | | | | | 0.23 | | | | | | 37,821 | | | | | | 21 | | |
12-31-16 | | | | | 17.31 | | | | | | 0.06• | | | | | | 3.44 | | | | | | 3.50 | | | | | | 0.06 | | | | | | 1.60 | | | | | | — | | | | | | 1.66 | | | | | | — | | | | | | 19.15 | | | | | | 21.39 | | | | | | 1.28 | | | | | | 1.25 | | | | | | 1.25 | | | | | | 0.37 | | | | | | 39,721 | | | | | | 40 | | |
12-31-15 | | | | | 20.32 | | | | | | 0.06 | | | | | | (0.62) | | | | | | (0.56) | | | | | | 0.01 | | | | | | 2.44 | | | | | | — | | | | | | 2.45 | | | | | | — | | | | | | 17.31 | | | | | | (3.87) | | | | | | 1.35 | | | | | | 1.25 | | | | | | 1.25 | | | | | | 0.33 | | | | | | 40,756 | | | | | | 38 | | |
12-31-14 | | | | | 20.45 | | | | | | 0.02 | | | | | | 1.59 | | | | | | 1.61 | | | | | | 0.04 | | | | | | 1.70 | | | | | | — | | | | | | 1.74 | | | | | | — | | | | | | 20.32 | | | | | | 8.24 | | | | | | 1.35 | | | | | | 1.25 | | | | | | 1.25 | | | | | | 0.07 | | | | | | 48,220 | | | | | | 42 | | |
12-31-13 | | | | | 15.19 | | | | | | 0.05• | | | | | | 5.76 | | | | | | 5.81 | | | | | | 0.11 | | | | | | 0.44 | | | | | | — | | | | | | 0.55 | | | | | | — | | | | | | 20.45 | | | | | | 38.73 | | | | | | 1.36 | | | | | | 1.26 | | | | | | 1.26 | | | | | | 0.29 | | | | | | 51,463 | | | | | | 41 | | |
12-31-12 | | | | | 12.82 | | | | | | 0.13• | | | | | | 2.24 | | | | | | 2.37 | | | | | | 0.00* | | | | | | — | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 15.19 | | | | | | 18.50 | | | | | | 1.38 | | | | | | 1.28 | | | | | | 1.28 | | | | | | 0.90 | | | | | | 39,862 | | | | | | 39 | | |
VY® Templeton Global Growth Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 9.50 | | | | | | 0.09• | | | | | | 0.93 | | | | | | 1.02 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.52 | | | | | | 10.74 | | | | | | 1.57 | | | | | | 1.43 | | | | | | 1.43 | | | | | | 1.73 | | | | | | 7 | | | | | | 16 | | |
12-31-16 | | | | | 13.16 | | | | | | 0.13• | | | | | | 0.84 | | | | | | 0.97 | | | | | | 0.46 | | | | | | 4.17 | | | | | | — | | | | | | 4.63 | | | | | | — | | | | | | 9.50 | | | | | | 10.47 | | | | | | 1.62 | | | | | | 1.55 | | | | | | 1.55 | | | | | | 1.22 | | | | | | 6 | | | | | | 23 | | |
12-31-15 | | | | | 15.08 | | | | | | 0.17 | | | | | | (1.27) | | | | | | (1.10) | | | | | | 0.37 | | | | | | 0.45 | | | | | | — | | | | | | 0.82 | | | | | | — | | | | | | 13.16 | | | | | | (7.89) | | | | | | 1.68 | | | | | | 1.53 | | | | | | 1.53 | | | | | | 1.20 | | | | | | 6 | | | | | | 21 | | |
12-31-14 | | | | | 15.70 | | | | | | 0.30 | | | | | | (0.78) | | | | | | (0.48) | | | | | | 0.14 | | | | | | — | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 15.08 | | | | | | (3.11) | | | | | | 1.64 | | | | | | 1.49 | | | | | | 1.49 | | | | | | 1.89 | | | | | | 6 | | | | | | 18 | | |
12-31-13 | | | | | 12.23 | | | | | | 0.12 | | | | | | 3.54 | | | | | | 3.66 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 15.70 | | | | | | 30.13 | | | | | | 1.64 | | | | | | 1.49 | | | | | | 1.49 | | | | | | 0.89 | | | | | | 6 | | | | | | 12 | | |
12-31-12 | | | | | 10.32 | | | | | | 0.17• | | | | | | 1.97 | | | | | | 2.14 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 12.23 | | | | | | 21.16 | | | | | | 1.66 | | | | | | 1.51 | | | | | | 1.51 | | | | | | 1.53 | | | | | | 5 | | | | | | 14 | | |
| | | | | | | | | 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)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
VY® Templeton Global Growth Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 9.82 | | | | | | 0.12• | | | | | | 0.96 | | | | | | 1.08 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.90 | | | | | | 11.00 | | | | | | 0.97 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 2.32 | | | | | | 2,176 | | | | | | 16 | | |
12-31-16 | | | | | 13.46 | | | | | | 0.20• | | | | | | 0.88 | | | | | | 1.08 | | | | | | 0.55 | | | | | | 4.17 | | | | | | — | | | | | | 4.72 | | | | | | — | | | | | | 9.82 | | | | | | 11.16 | | | | | | 0.97 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 1.85 | | | | | | 1,916 | | | | | | 23 | | |
12-31-15 | | | | | 15.40 | | | | | | 0.33• | | | | | | (1.36) | | | | | | (1.03) | | | | | | 0.46 | | | | | | 0.45 | | | | | | — | | | | | | 0.91 | | | | | | — | | | | | | 13.46 | | | | | | (7.31) | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 2.07 | | | | | | 1,837 | | | | | | 21 | | |
12-31-14 | | | | | 16.02 | | | | | | 0.40• | | | | | | (0.79) | | | | | | (0.39) | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 15.40 | | | | | | (2.56) | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 2.47 | | | | | | 298,762 | | | | | | 18 | | |
12-31-13 | | | | | 12.46 | | | | | | 0.21• | | | | | | 3.61 | | | | | | 3.82 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 16.02 | | | | | | 30.96 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 1.50 | | | | | | 319,415 | | | | | | 12 | | |
12-31-12 | | | | | 10.45 | | | | | | 0.22• | | | | | | 2.04 | | | | | | 2.26 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 12.46 | | | | | | 22.01 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 1.97 | | | | | | 265,785 | | | | | | 14 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 9.90 | | | | | | 0.11• | | | | | | 0.96 | | | | | | 1.07 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.97 | | | | | | 10.81 | | | | | | 1.22 | | | | | | 1.08 | | | | | | 1.08 | | | | | | 2.04 | | | | | | 190,688 | | | | | | 16 | | |
12-31-16 | | | | | 13.52 | | | | | | 0.20 | | | | | | 0.85 | | | | | | 1.05 | | | | | | 0.50 | | | | | | 4.17 | | | | | | — | | | | | | 4.67 | | | | | | — | | | | | | 9.90 | | | | | | 10.89 | | | | | | 1.22 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 1.59 | | | | | | 188,514 | | | | | | 23 | | |
12-31-15 | | | | | 15.46 | | | | | | 0.24• | | | | | | (1.32) | | | | | | (1.08) | | | | | | 0.41 | | | | | | 0.45 | | | | | | — | | | | | | 0.86 | | | | | | — | | | | | | 13.52 | | | | | | (7.56) | | | | | | 1.18 | | | | | | 1.18 | | | | | | 1.18 | | | | | | 1.57 | | | | | | 203,957 | | | | | | 21 | | |
12-31-14 | | | | | 16.08 | | | | | | 0.36• | | | | | | (0.79) | | | | | | (0.43) | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 15.46 | | | | | | (2.77) | | | | | | 1.14 | | | | | | 1.14 | | | | | | 1.14 | | | | | | 2.25 | | | | | | 257,772 | | | | | | 18 | | |
12-31-13 | | | | | 12.51 | | | | | | 0.18• | | | | | | 3.62 | | | | | | 3.80 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 16.08 | | | | | | 30.62 | | | | | | 1.14 | | | | | | 1.14 | | | | | | 1.14 | | | | | | 1.25 | | | | | | 307,054 | | | | | | 12 | | |
12-31-12 | | | | | 10.48 | | | | | | 0.20• | | | | | | 2.04 | | | | | | 2.24 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 12.51 | | | | | | 21.76 | | | | | | 1.16 | | | | | | 1.16 | | | | | | 1.16 | | | | | | 1.72 | | | | | | 255,663 | | | | | | 14 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 9.80 | | | | | | 0.10• | | | | | | 0.96 | | | | | | 1.06 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.86 | | | | | | 10.82 | | | | | | 1.37 | | | | | | 1.23 | | | | | | 1.23 | | | | | | 1.92 | | | | | | 3,405 | | | | | | 16 | | |
12-31-16 | | | | | 13.42 | | | | | | 0.18 | | | | | | 0.85 | | | | | | 1.03 | | | | | | 0.48 | | | | | | 4.17 | | | | | | — | | | | | | 4.65 | | | | | | — | | | | | | 9.80 | | | | | | 10.69 | | | | | | 1.40 | | | | | | 1.35 | | | | | | 1.35 | | | | | | 1.45 | | | | | | 2,980 | | | | | | 23 | | |
12-31-15 | | | | | 15.34 | | | | | | 0.21• | | | | | | (1.30) | | | | | | (1.09) | | | | | | 0.38 | | | | | | 0.45 | | | | | | — | | | | | | 0.83 | | | | | | — | | | | | | 13.42 | | | | | | (7.69) | | | | | | 1.43 | | | | | | 1.33 | | | | | | 1.33 | | | | | | 1.42 | | | | | | 3,401 | | | | | | 21 | | |
12-31-14 | | | | | 15.97 | | | | | | 0.34• | | | | | | (0.80) | | | | | | (0.46) | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 15.34 | | | | | | (2.98) | | | | | | 1.39 | | | | | | 1.29 | | | | | | 1.29 | | | | | | 2.12 | | | | | | 4,879 | | | | | | 18 | | |
12-31-13 | | | | | 12.43 | | | | | | 0.16• | | | | | | 3.59 | | | | | | 3.75 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 15.97 | | | | | | 30.46 | | | | | | 1.39 | | | | | | 1.29 | | | | | | 1.29 | | | | | | 1.10 | | | | | | 5,901 | | | | | | 12 | | |
12-31-12 | | | | | 10.42 | | | | | | 0.18• | | | | | | 2.03 | | | | | | 2.21 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 12.43 | | | | | | 21.53 | | | | | | 1.41 | | | | | | 1.31 | | | | | | 1.31 | | | | | | 1.57 | | | | | | 4,626 | | | | | | 14 | | |
| | | Purchased | | | Sold | | ||||||
Large Cap Value | | | | $ | 3,801,540 | | | | | $ | — | | |
Limited Maturity Bond | | | | | 44,304,974 | | | | | | 26,624,086 | | |
U.S. Stock Index | | | | | 43,534,823 | | | | | | — | | |
JPMorgan Small Cap Core Equity | | | | | 8,262,688 | | | | | | — | | |
| | | Purchases | | | Sales | | ||||||
High Yield | | | | $ | 105,268,006 | | | | | $ | 139,665,482 | | |
Large Cap Growth | | | | | 1,968,457,233 | | | | | | 2,411,076,770 | | |
Large Cap Value | | | | | 598,794,219 | | | | | | 877,811,722 | | |
Limited Maturity Bond | | | | | 81,122,337 | | | | | | 82,540,975 | | |
Multi-Manager Large Cap Core | | | | | 57,563,431 | | | | | | 135,194,936 | | |
U.S. Stock Index | | | | | 230,764,996 | | | | | | 235,400,565 | | |
Clarion Real Estate | | | | | 185,435,956 | | | | | | 248,182,724 | | |
Franklin Income | | | | | 58,572,988 | | | | | | 96,180,663 | | |
JPMorgan Small Cap Core Equity | | | | | 156,301,951 | | | | | | 218,858,719 | | |
Templeton Global Growth | | | | | 29,426,726 | | | | | | 42,792,594 | | |
| | | Purchases | | | Sales | | ||||||
Limited Maturity Bond | | | | $ | 431,337,483 | | | | | $ | 448,481,144 | | |
Portfolio | | | Fee | |
Large Cap Growth | | | 0.65% on the first $5.5 billion; 0.62% on the next $1.5 billion; 0.60% on the next $3 billion; and 0.59% on the amount in excess of $10 billion | |
Large Cap Value | | | 0.75% on the first $500 million; 0.70% on the next $1.5 billion; and 0.65% on the amount in excess of $2 billion | |
Clarion Real Estate | | | 0.85% on the first $200 million; 0.80% on the next $550 million; and 0.75% on the amount in excess of $750 million | |
Franklin Income | | | 0.75% on the first $500 million; and 0.70% on the amount in excess of $500 million | |
Portfolio | | | Fee | |
High Yield | | | 0.490% on the first $1 billion; 0.480% on the next $1 billion; 0.470% on the amount in excess of $2 billion | |
Limited Maturity Bond(1) | | | 0.350% on the first $200 million; 0.300% on the next $300 million; 0.250% on the amount in excess of $500 million | |
Multi-Manager Large Cap Core | | | 0.725% on the first $500 million; 0.675% on the next $500 million; 0.625% on the amount in excess of $1 billion | |
U.S. Stock Index | | | 0.260% | |
JPMorgan Small Cap Core Equity | | | 0.900% on the first $200 million; 0.850% on the next $300 million; 0.800% on the next $250 million; 0.750% on the amount in excess of $750 million | |
Templeton Global Growth | | | 0.960% on the first $250 million; 0.860% on the next $250 million; 0.760% on the amount in excess of $500 million | |
Portfolio | | | Sub-Adviser | |
High Yield | | | Voya Investment Management Co. LLC* | |
Large Cap Growth | | | Voya Investment Management Co. LLC* | |
Large Cap Value | | | Voya Investment Management Co. LLC* | |
Limited Maturity Bond | | | Voya Investment Management Co. LLC* | |
Multi-Manager Large Cap Core | | | Columbia Management Investment Advisers, LLC and The London Company of Virginia, LLC | |
U.S. Stock Index | | | Voya Investment Management Co. LLC* | |
Clarion Real Estate | | | CBRE Clarion Securities LLC | |
Franklin Income | | | Franklin Advisers, Inc. | |
JPMorgan Small Cap Core Equity | | | J.P. Morgan Investment Management Inc. | |
Templeton Global Growth | | | Templeton Global Advisors Limited | |
Subsidiary/Affiliated Investment Company | | | Portfolio | | | Percentage | | |||
ReliaStar Life Insurance Company | | | Limited Maturity Bond | | | | | 7.77% | | |
| | | JPMorgan Small Cap Core Equity | | | | | 7.67 | | |
Security Life of Denver Insurance Company | | | Limited Maturity Bond | | | | | 9.66 | | |
Voya Index Solution 2035 Portfolio | | | U.S. Stock Index | | | | | 5.08 | | |
Voya Institutional Trust Company | | | High Yield | | | | | 14.27 | | |
| | | Large Cap Growth | | | | | 13.84 | | |
| | | Limited Maturity Bond | | | | | 8.10 | | |
| | | U.S. Stock Index | | | | | 5.39 | | |
| | | Clarion Real Estate | | | | | 21.49 | | |
| | | Franklin Income | | | | | 16.46 | | |
| | | JPMorgan Small Cap Core Equity | | | | | 22.15 | | |
Voya Insurance and Annuity Company | | | High Yield | | | | | 55.39 | | |
| | | Large Cap Growth | | | | | 50.18 | | |
| | | Large Cap Value | | | | | 61.78 | | |
| | | Limited Maturity Bond | | | | | 10.89 | | |
| | | Multi-Manager Large Cap Core | | | | | 17.07 | | |
| | | Clarion Real Estate | | | | | 33.50 | | |
Subsidiary/Affiliated Investment Company | | | Portfolio | | | Percentage | | |||
| | | Franklin Income | | | | | 77.15 | | |
| | | JPMorgan Small Cap Core Equity | | | | | 36.87 | | |
| | | Templeton Global Growth | | | | | 94.17 | | |
Voya Retirement Growth Portfolio | | | U.S. Stock Index | | | | | 20.83 | | |
Voya Retirement Insurance and Annuity Company | | | High Yield | | | | | 26.66 | | |
| | | Large Cap Growth | | | | | 24.63 | | |
| | | Large Cap Value | | | | | 26.81 | | |
| | | Multi-Manager Large Cap Core | | | | | 6.78 | | |
| | | U.S. Stock Index | | | | | 17.14 | | |
| | | Clarion Real Estate | | | | | 34.73 | | |
| | | JPMorgan Small Cap Core Equity | | | | | 27.65 | | |
Voya Retirement Moderate Growth Portfolio | | | U.S. Stock Index | | | | | 13.05 | | |
Voya Retirement Moderate Portfolio | | | U.S. Stock Index | | | | | 5.48 | | |
Voya Solution 2025 Portfolio | | | Multi-Manager Large Cap Core | | | | | 11.12 | | |
Voya Solution 2035 Portfolio | | | Multi-Manager Large Cap Core | | | | | 21.14 | | |
Voya Solution 2045 Portfolio | | | Multi-Manager Large Cap Core | | | | | 20.13 | | |
Voya Solution 2055 Portfolio | | | Multi-Manager Large Cap Core | | | | | 5.98 | | |
Voya Solution Moderately Aggressive Portfolio | | | Multi-Manager Large Cap Core | | | | | 10.92 | | |
Portfolio | | | Class ADV | | | Class I | | | Class P2 | | | Class R6 | | | Class S | | | Class S2 | | ||||||||||||||||||
Large Cap Growth(1) | | | | | 1.27% | | | | | | 0.67% | | | | | | N/A | | | | | | 0.67% | | | | | | 0.92% | | | | | | 1.07% | | |
Large Cap Value(2) | | | | | 1.29% | | | | | | 0.69% | | | | | | N/A | | | | | | 0.69% | | | | | | 0.94% | | | | | | 1.09% | | |
U.S. Stock Index(3) | | | | | N/A | | | | | | N/A | | | | | | 0.15% | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
Clarion Real Estate | | | | | 1.35% | | | | | | 0.75% | | | | | | N/A | | | | | | N/A | | | | | | 1.00% | | | | | | 1.15% | | |
Franklin Income(4) | | | | | 1.28% | | | | | | 0.68% | | | | | | N/A | | | | | | N/A | | | | | | 0.93% | | | | | | 1.08% | | |
Templeton Global Growth(5) | | | | | 1.45% | | | | | | 0.85% | | | | | | N/A | | | | | | N/A | | | | | | 1.10% | | | | | | 1.25% | | |
| | | June 30, | | | ||||||||||||||||||||
| | | 2018 | | | 2019 | | | 2020 | | | Total | | ||||||||||||
Clarion Real Estate | | | | $ | 643,006 | | | | | $ | 621,140 | | | | | $ | 583,854 | | | | | $ | 1,848,000 | | |
Franklin Income | | | | | — | | | | | | — | | | | | | 249,128 | | | | | | 249,128 | | |
Templeton Global Growth | | | | | — | | | | | | — | | | | | | 113,645 | | | | | | 113,645 | | |
US Stock Index Portfolio | | | | | — | | | | | | — | | | | | | 175,450 | | | | | | 175,450 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Large Cap Growth | | | | | 5 | | | | | $ | 24,572,596 | | | | | | 1.84% | | |
Multi-Manager Large Cap Core | | | | | 11 | | | | | | 831,545 | | | | | | 1.76 | | |
U.S. Stock Index | | | | | 5 | | | | | | 26,271,400 | | | | | | 1.69 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
High Yield | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 382,929 | | | | | | — | | | | | | 323,192 | | | | | | (773,560) | | | | | | (67,439) | | | | | | 3,853,057 | | | | | | — | | | | | | 3,260,700 | | | | | | (7,791,925) | | | | | | (678,168) | | |
12/31/2016 | | | | | 850,870 | | | | | | — | | | | | | 616,991 | | | | | | (1,712,989) | | | | | | (245,128) | | | | | | 8,310,154 | | | | | | — | | | | | | 6,014,357 | | | | | | (16,513,032) | | | | | | (2,188,521) | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 815,315 | | | | | | — | | | | | | 205,149 | | | | | | (773,100) | | | | | | 247,364 | | | | | | 8,236,300 | | | | | | — | | | | | | 2,070,830 | | | | | | (7,777,149) | | | | | | 2,529,981 | | |
12/31/2016 | | | | | 1,034,432 | | | | | | — | | | | | | 468,006 | | | | | | (2,545,243) | | | | | | (1,042,805) | | | | | | 10,089,057 | | | | | | — | | | | | | 4,565,788 | | | | | | (25,032,046) | | | | | | (10,377,201) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 1,178,434 | | | | | | — | | | | | | 1,607,908 | | | | | | (5,950,970) | | | | | | (3,164,628) | | | | | | 11,867,407 | | | | | | — | | | | | | 16,219,581 | | | | | | (59,826,023) | | | | | | (31,739,035) | | |
12/31/2016 | | | | | 4,552,861 | | | | | | — | | | | | | 3,257,856 | | | | | | (9,976,559) | | | | | | (2,165,842) | | | | | | 44,278,451 | | | | | | — | | | | | | 31,752,793 | | | | | | (96,410,742) | | | | | | (20,379,498) | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 96,028 | | | | | | — | | | | | | 20,151 | | | | | | (96,359) | | | | | | 19,820 | | | | | | 973,297 | | | | | | — | | | | | | 203,533 | | | | | | (969,333) | | | | | | 207,497 | | |
12/31/2016 | | | | | 124,961 | | | | | | — | | | | | | 37,095 | | | | | | (152,200) | | | | | | 9,856 | | | | | | 1,216,138 | | | | | | — | | | | | | 362,229 | | | | | | (1,482,786) | | | | | | 95,581 | | |
Large Cap Growth | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 426,547 | | | | | | — | | | | | | — | | | | | | (13,649,425) | | | | | | (13,222,878) | | | | | | 7,572,123 | | | | | | — | | | | | | — | | | | | | (241,475,807) | | | | | | (233,903,684) | | |
12/31/2016 | | | | | 1,498,650 | | | | | | 357,144 | | | | | | 17,897,282 | | | | | | (21,116,825) | | | | | | (1,363,749) | | | | | | 25,626,749 | | | | | | 5,776,869 | | | | | | 287,609,320 | | | | | | (354,261,318) | | | | | | (35,248,380) | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 11,094,072 | | | | | | — | | | | | | — | | | | | | (11,988,580) | | | | | | (894,508) | | | | | | 217,055,800 | | | | | | — | | | | | | — | | | | | | (229,335,593) | | | | | | (12,279,793) | | |
12/31/2016 | | | | | 8,796,583 | | | | | | — | | | | | | 14,249,034 | | | | | | (18,692,963) | | | | | | 4,352,654 | | | | | | 159,284,184 | | | | | | — | | | | | | 244,085,951 | | | | | | (335,744,226) | | | | | | 67,625,909 | | |
Class R6 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 520,662 | | | | | | — | | | | | | — | | | | | | (36,642) | | | | | | 484,020 | | | | | | 9,892,781 | | | | | | — | | | | | | — | | | | | | (705,344) | | | | | | 9,187,437 | | |
12/31/2016 | | | | | 415,072 | | | | | | — | | | | | | 12,268 | | | | | | (25,602) | | | | | | 401,738 | | | | | | 7,273,103 | | | | | | — | | | | | | 210,269 | | | | | | (443,271) | | | | | | 7,040,101 | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 1,818,856 | | | | | | — | | | | | | — | | | | | | (14,249,552) | | | | | | (12,430,696) | | | | | | 32,340,980 | | | | | | — | | | | | | — | | | | | | (263,686,914) | | | | | | (231,345,934) | | |
12/31/2016 | | | | | 4,155,539 | | | | | | 10,716,789 | | | | | | 15,783,534 | | | | | | (22,145,792) | | | | | | 8,510,070 | | | | | | 76,039,523 | | | | | | 181,135,429 | | | | | | 265,005,537 | | | | | | (387,454,863) | | | | | | 134,725,626 | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 160,475 | | | | | | — | | | | | | — | | | | | | (536,842) | | | | | | (376,367) | | | | | | 2,974,050 | | | | | | — | | | | | | — | | | | | | (9,908,067) | | | | | | (6,934,017) | | |
12/31/2016 | | | | | 221,141 | | | | | | — | | | | | | 547,862 | | | | | | (972,350) | | | | | | (203,347) | | | | | | 3,840,710 | | | | | | — | | | | | | 9,143,818 | | | | | | (17,218,124) | | | | | | (4,233,596) | | |
Large Cap Value | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 148,209 | | | | | | — | | | | | | — | | | | | | (578,342) | | | | | | (430,133) | | | | | | 1,823,768 | | | | | | — | | | | | | — | | | | | | (7,057,685) | | | | | | (5,233,917) | | |
12/31/2016 | | | | | 300,212 | | | | | | — | | | | | | 273,613 | | | | | | (1,219,746) | | | | | | (645,921) | | | | | | 3,303,279 | | | | | | — | | | | | | 3,104,760 | | | | | | (13,323,008) | | | | | | (6,914,969) | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 1,882,738 | | | | | | — | | | | | | — | | | | | | (16,946,890) | | | | | | (15,064,152) | | | | | | 23,258,129 | | | | | | — | | | | | | — | | | | | | (213,450,364) | | | | | | (190,192,235) | | |
12/31/2016 | | | | | 3,159,559 | | | | | | — | | | | | | 2,590,308 | | | | | | (8,372,666) | | | | | | (2,622,799) | | | | | | 35,122,233 | | | | | | — | | | | | | 30,078,789 | | | | | | (93,952,025) | | | | | | (28,751,003) | | |
Class R6 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 53,752 | | | | | | — | | | | | | — | | | | | | (5,246) | | | | | | 48,506 | | | | | | 654,219 | | | | | | — | | | | | | — | | | | | | (66,456) | | | | | | 587,763 | | |
12/31/2016 | | | | | 45,476 | | | | | | — | | | | | | 885 | | | | | | (778) | | | | | | 45,583 | | | | | | 524,482 | | | | | | — | | | | | | 10,630 | | | | | | (9,521) | | | | | | 525,591 | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 329,025 | | | | | | — | | | | | | — | | | | | | (9,852,075) | | | | | | (9,523,050) | | | | | | 4,099,760 | | | | | | — | | | | | | — | | | | | | (121,302,939) | | | | | | (117,203,179) | | |
12/31/2016 | | | | | 646,818 | | | | | | — | | | | | | 4,286,533 | | | | | | (16,953,353) | | | | | | (12,020,002) | | | | | | 7,185,616 | | | | | | — | | | | | | 49,061,342 | | | | | | (188,683,627) | | | | | | (132,436,669) | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 1,584 | | | | | | — | | | | | | — | | | | | | (39,888) | | | | | | (38,304) | | | | | | 19,531 | | | | | | — | | | | | | — | | | | | | (496,447) | | | | | | (476,916) | | |
12/31/2016 | | | | | 5,767 | | | | | | — | | | | | | 2,499 | | | | | | (17,175) | | | | | | (8,909) | | | | | | 64,727 | | | | | | — | | | | | | 28,531 | | | | | | (189,755) | | | | | | (96,497) | | |
Limited Maturity Bond | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 101,742 | | | | | | — | | | | | | 16,523 | | | | | | (277,396) | | | | | | (159,131) | | | | | | 993,645 | | | | | | — | | | | | | 161,378 | | | | | | (2,709,530) | | | | | | (1,554,507) | | |
12/31/2016 | | | | | 150,928 | | | | | | — | | | | | | 39,278 | | | | | | (713,809) | | | | | | (523,603) | | | | | | 1,485,475 | | | | | | — | | | | | | 387,210 | | | | | | (7,045,156) | | | | | | (5,172,471) | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 2,359,390 | | | | | | — | | | | | | 169,043 | | | | | | (3,254,824) | | | | | | (726,391) | | | | | | 23,520,748 | | | | | | — | | | | | | 1,684,472 | | | | | | (32,443,073) | | | | | | (7,237,853) | | |
12/31/2016 | | | | | 7,261,118 | | | | | | — | | | | | | 478,826 | | | | | | (6,675,696) | | | | | | 1,064,248 | | | | | | 73,852,484 | | | | | | — | | | | | | 4,822,555 | | | | | | (67,594,902) | | | | | | 11,080,137 | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 270,194 | | | | | | — | | | | | | 81,597 | | | | | | (1,446,720) | | | | | | (1,094,929) | | | | | | 2,712,054 | | | | | | — | | | | | | 819,500 | | | | | | (14,526,299) | | | | | | (10,994,745) | | |
12/31/2016 | | | | | 1,687,779 | | | | | | — | | | | | | 222,455 | | | | | | (1,829,211) | | | | | | 81,023 | | | | | | 17,121,316 | | | | | | — | | | | | | 2,257,293 | | | | | | (18,599,894) | | | | | | 778,715 | | |
Multi-Manager Large Cap Core | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 61 | | | | | | — | | | | | | — | | | | | | (4,412) | | | | | | (4,351) | | | | | | 949 | | | | | | — | | | | | | — | | | | | | (68,661) | | | | | | (67,712) | | |
12/31/2016 | | | | | 645 | | | | | | — | | | | | | 3,996 | | | | | | (16,453) | | | | | | (11,812) | | | | | | 9,422 | | | | | | — | | | | | | 57,796 | | | | | | (231,662) | | | | | | (164,444) | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 1,496,070 | | | | | | — | | | | | | — | | | | | | (5,769,306) | | | | | | (4,273,236) | | | | | | 23,595,805 | | | | | | — | | | | | | — | | | | | | (91,333,055) | | | | | | (67,737,250) | | |
12/31/2016 | | | | | 5,337,135 | | | | | | — | | | | | | 1,320,916 | | | | | | (9,504,799) | | | | | | (2,846,748) | | | | | | 77,187,417 | | | | | | — | | | | | | 19,323,590 | | | | | | (137,492,778) | | | | | | (40,981,771) | | |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | |||||||||||||||||||||||||||||
Multi-Manager Large Cap Core (continued) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | ��� | | | | | — | | | | | | — |
5/3/2016(1) - 12/31/2016 | | | | | 203 | | | | | | — | | | | | | 12 | | | | | | — | | | | | | 215 | | | | | | 3,000 | | | | | | — | | | | | | 177 | | | | | | — | | | | | | 3,177 |
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 66,066 | | | | | | — | | | | | | — | | | | | | (424,102) | | | | | | (358,036) | | | | | | 1,030,447 | | | | | | — | | | | | | — | | | | | | (6,710,912) | | | | | | (5,680,465) |
12/31/2016 | | | | | 441,694 | | | | | | — | | | | | | 221,787 | | | | | | (1,044,088) | | | | | | (380,607) | | | | | | 6,489,972 | | | | | | — | | | | | | 3,245,231 | | | | | | (15,141,642) | | | | | | (5,406,439) |
U.S. Stock Index | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 566,996 | | | | | | — | | | | | | — | | | | | | (1,122,327) | | | | | | (555,331) | | | | | | 8,052,703 | | | | | | — | | | | | | — | | | | | | (15,933,677) | | | | | | (7,880,974) |
12/31/2016 | | | | | 718,865 | | | | | | — | | | | | | 660,798 | | | | | | (1,916,748) | | | | | | (537,085) | | | | | | 9,353,787 | | | | | | — | | | | | | 8,627,029 | | | | | | (24,907,668) | | | | | | (6,926,852) |
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 34,772,132 | | | | | | — | | | | | | — | | | | | | (103,747,886) | | | | | | (68,975,754) | | | | | | 508,636,288 | | | | | | — | | | | | | — | | | | | | (1,528,267,113) | | | | | | (1,019,630,825) |
12/31/2016 | | | | | 54,281,875 | | | | | | — | | | | | | 23,328,263 | | | | | | (84,376,576) | | | | | | (6,766,438) | | | | | | 730,936,136 | | | | | | — | | | | | | 315,137,076 | | | | | | (1,134,837,010) | | | | | | (88,763,798) |
Class P2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
5/3/2017(1) - 6/30/2017 | | | | | 70,449,591 | | | | | | — | | | | | | — | | | | | | (2,784,157) | | | | | | 67,665,434 | | | | | | 1,043,313,307 | | | | | | — | | | | | | — | | | | | | (41,988,773) | | | | | | 1,001,324,534 |
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 742,962 | | | | | | — | | | | | | — | | | | | | (377,793) | | | | | | 365,169 | | | | | | 10,703,660 | | | | | | — | | | | | | — | | | | | | (5,401,501) | | | | | | 5,302,159 |
12/31/2016 | | | | | 1,446,519 | | | | | | — | | | | | | 304,366 | | | | | | (1,047,535) | | | ��� | | | 703,350 | | | | | | 19,276,606 | | | | | | — | | | | | | 4,083,086 | | | | | | (13,882,409) | | | | | | 9,477,283 |
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 831,563 | | | | | | — | | | | | | — | | | | | | (1,182,525) | | | | | | (350,962) | | | | | | 11,835,719 | | | | | | — | | | | | | — | | | | | | (16,893,101) | | | | | | (5,057,382) |
12/31/2016 | | | | | 1,968,609 | | | | | | — | | | | | | 1,033,436 | | | | | | (3,978,781) | | | | | | (976,736) | | | | | | 25,883,727 | | | | | | — | | | | | | 13,661,229 | | | | | | (52,304,793) | | | | | | (12,759,837) |
Clarion Real Estate | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 85,197 | | | | | | — | | | | | | — | | | | | | (347,943) | | | | | | (262,746) | | | | | | 3,006,955 | | | | | | — | | | | | | — | | | | | | (12,293,951) | | | | | | (9,286,996) |
12/31/2016 | | | | | 350,508 | | | | | | — | | | | | | 31,657 | | | | | | (448,629) | | | | | | (66,464) | | | | | | 12,550,152 | | | | | | — | | | | | | 1,198,205 | | | | | | (15,709,711) | | | | | | (1,961,354) |
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 250,780 | | | | | | — | | | | | | — | | | | | | (438,154) | | | | | | (187,374) | | | | | | 9,288,928 | | | | | | — | | | | | | — | | | | | | (16,270,529) | | | | | | (6,981,601) |
12/31/2016 | | | | | 797,599 | | | | | | — | | | | | | 49,823 | | | | | | (1,561,912) | | | | | | (714,490) | | | | | | 29,381,953 | | | | | | — | | | | | | 1,971,015 | | | | | | (57,264,030) | | | | | | (25,911,062) |
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 112,528 | | | | | | — | | | | | | — | | | | | | (1,438,391) | | | | | | (1,325,863) | | | | | | 4,156,188 | | | | | | — | | | | | | — | | | | | | (53,119,555) | | | | | | (48,963,367) |
12/31/2016 | | | | | 510,737 | | | | | | — | | | | | | 164,259 | | | | | | (2,499,780) | | | | | | (1,824,784) | | | | | | 19,179,606 | | | | | | — | | | | | | 6,488,209 | | | | | | (91,212,627) | | | | | | (65,544,812) |
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 22,375 | | | | | | — | | | | | | — | | | | | | (97,907) | | | | | | (75,532) | | | | | | 816,996 | | | | | | — | | | | | | — | | | | | | (3,593,151) | | | | | | (2,776,155) |
12/31/2016 | | | | | 49,658 | | | | | | — | | | | | | 9,058 | | | | | | (165,518) | | | | | | (106,802) | | | | | | 1,806,856 | | | | | | — | | | | | | 355,778 | | | | | | (6,013,887) | | | | | | (3,851,253) |
Franklin Income | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 528,325 | | | | | | — | | | | | | — | | | | | | (367,913) | | | | | | 160,412 | | | | | | 5,773,845 | | | | | | — | | | | | | — | | | | | | (4,039,177) | | | | | | 1,734,668 |
12/31/2016 | | | | | 564,589 | | | | | | — | | | | | | 419,662 | | | | | | (1,137,537) | | | | | | (153,286) | | | | | | 5,756,443 | | | | | | — | | | | | | 4,263,768 | | | | | | (11,399,627) | | | | | | (1,379,416) |
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 3,418 | | | | | | — | | | | | | — | | | | | | (74,031) | | | | | | (70,613) | | | | | | — | | | | | | — | | | | | | — | | | | | | (847,509) | | | | | | (808,802) |
12/31/2016 | | | | | 1,959 | | | | | | — | | | | | | 58,770 | | | | | | (108,224) | | | | | | (47,495) | | | | | | 20,661 | | | | | | — | | | | | | 618,851 | | | | | | (1,136,173) | | | | | | (496,661) |
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 176,387 | | | | | | — | | | | | | — | | | | | | (4,358,884) | | | | | | (4,182,497) | | | | | | 1,989,828 | | | | | | — | | | | | | — | | | | | | (49,542,061) | | | | | | (47,552,233) |
12/31/2016 | | | | | 1,098,003 | | | | | | — | | | | | | 2,502,308 | | | | | | (7,080,603) | | | | | | (3,480,292) | | | | | | 11,705,982 | | | | | | — | | | | | | 26,249,211 | | | | | | (73,576,051) | | | | | | (35,620,858) |
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 1,206 | | | | | | — | | | | | | — | | | | | | (98,527) | | | | | | (97,321) | | | | | | 13,761 | | | | | | — | | | | | | — | | | | | | (1,119,996) | | | | | | (1,106,235) |
12/31/2016 | | | | | 28,793 | | | | | | — | | | | | | 47,166 | | | | | | (141,426) | | | | | | (65,467) | | | | | | 303,832 | | | | | | — | | | | | | 493,831 | | | | | | (1,473,202) | | | | | | (675,539) |
JPMorgan Small Cap Core Equity | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 282,707 | | | | | | — | | | | | | — | | | | | | (496,458) | | | | | | (213,751) | | ��� | | | | 5,369,944 | | | | | | — | | | | | | — | | | | | | (9,435,628) | | | | | | (4,065,684) |
12/31/2016 | | | | | 602,413 | | | | | | — | | | | | | 602,090 | | | | | | (964,865) | | | | | | 239,638 | | | | | | 10,254,340 | | | | | | — | | | | | | 9,916,419 | | | | | | (16,199,952) | | | | | | 3,970,807 |
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 314,067 | | | | | | — | | | | | | — | | | | | | (964,802) | | | | | | (650,735) | | | | | | 6,291,287 | | | | | | — | | | | | | — | | | | | | (19,662,177) | | | | | | (13,370,890) |
12/31/2016 | | | | | 718,937 | | | | | | — | | | | | | 863,036 | | | | | | (1,469,200) | | | | | | 112,773 | | | | | | 12,821,563 | | | | | | — | | | | | | 14,973,663 | | | | | | (25,821,863) | | | | | | 1,973,363 |
Class R6 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 754,263 | | | | | | — | | | | | | — | | | | | | (33,896) | | | | | | 720,367 | | | | | | 15,505,359 | | | | | | — | | | | | | — | | | | | | (696,927) | | | | | | 14,808,432 |
5/3/2016(1) - 12/31/2016 | | | | | 1,527 | | | | | | — | | | | | | 17 | | | | | | (1) | | | | | | 1,543 | | | | | | 29,375 | | | | | | — | | | | | | 289 | | | | | | (10) | | | | | | 29,654 |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
JPMorgan Small Cap Core Equity (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 450,921 | | | | | | — | | | | | | — | | | | | | (2,850,066) | | | | | | (2,399,145) | | | | | | 8,863,881 | | | | | | — | | | | | | — | | | | | | (56,629,795) | | | | | | (47,765,914) | | |
12/31/2016 | | | | | 1,667,655 | | | | | | — | | | | | | 2,109,372 | | | | | | (4,347,025) | | | | | | (569,998) | | | | | | 29,519,257 | | | | | | — | | | | | | 36,196,825 | | | | | | (75,379,173) | | | | | | (9,663,091) | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 53,530 | | | | | | — | | | | | | — | | | | | ��� | (258,230) | | | | | | (204,700) | | | | | | 1,050,337 | | | | | | — | | | | | | — | | | | | | (5,086,910) | | | | | | (4,036,573) | | |
12/31/2016 | | | | | 88,090 | | | | | | — | | | | | | 205,700 | | | | | | (573,836) | | | | | | (280,046) | | | | | | 1,497,685 | | | | | | — | | | | | | 3,496,907 | | | | | | (10,024,507) | | | | | | (5,029,915) | | |
Templeton Global Growth | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | — | | | | | | — | | | | | | — | | | | | | —* | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | —* | | | | | | — | | |
12/31/2016 | | | | | — | | | | | | — | | | | | | 229 | | | | | | — | | | | | | 229 | | | | | | — | | | | | | — | | | | | | 1,997 | | | | | | — | | | | | | 1,997 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 10,512 | | | | | | — | | | | | | — | | | | | | (5,971) | | | | | | 4,541 | | | | | | 108,459 | | | | | | — | | | | | | — | | | | | | (61,909) | | | | | | 46,550 | | |
12/31/2016 | | | | | 19,497 | | | | | | — | | | | | | 71,418 | | | | | | (32,262) | | | | | | 58,653 | | | | | | 222,056 | | | | | | — | | | | | | 642,764 | | | | | | (341,335) | | | | | | 523,485 | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 278,833 | | | | | | — | | | | | | — | | | | | | (1,945,546) | | | | | | (1,666,713) | | | | | | 2,918,088 | | | | | | — | | | | | | — | | | | | | (20,337,234) | | | | | | (17,419,146) | | |
12/31/2016 | | | | | 374,817 | | | | | | — | | | | | | 7,146,547 | | | | | | (3,558,651) | | | | | | 3,962,713 | | | | | | 3,896,593 | | | | | | — | | | | | | 64,890,646 | | | | | | (38,071,821) | | | | | | 30,715,418 | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 31,176 | | | | | | — | | | | | | — | | | | | | (21,599) | | | | | | 9,577 | | | | | | 321,768 | | | | | | — | | | | | | — | | | | | | (224,683) | | | | | | 97,085 | | |
12/31/2016 | | | | | 3,396 | | | | | | — | | | | | | 124,747 | | | | | | (77,477) | | | | | | 50,666 | | | | | | 40,504 | | | | | | — | | | | | | 1,122,720 | | | | | | (776,445) | | | | | | 386,779 | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Prime Brokerage Intl Ltd | | | | $ | 1,378,155 | | | | | $ | (1,378,155) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 5,657,988 | | | | | | (5,657,988) | | | | | | — | | |
Citadel Clearing LLC | | | | | 3,696,125 | | | | | | (3,696,125) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 2,043,209 | | | | | | (2,043,209) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 365,849 | | | | | | (365,849) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 460,922 | | | | | | (460,922) | | | | | | — | | |
Goldman Sachs & Co. | | | | | 4,878,136 | | | | | | (4,878,136) | | | | | | — | | |
HSBC Securities (USA) Inc. | | | | | 854,608 | | | | | | (854,608) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 11,428,761 | | | | | | (11,428,761) | | | | | | — | | |
Jefferies LLC | | | | | 192,256 | | | | | | (192,256) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 436,067 | | | | | | (436,067) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 1,166,482 | | | | | | (1,166,482) | | | | | | — | | |
National Financial Services LLC | | | | | 14,992 | | | | | | (14,992) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
RBC Capital Markets, LLC | | | | | 1,228,616 | | | | | | (1,228,616) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 504,643 | | | | | | (504,643) | | | | | | — | | |
UBS Securities LLC. | | | | | 1,989 | | | | | | (1,989) | | | | | | — | | |
Total | | | | $ | 34,308,798 | | | | | $ | (34,308,798) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BMO Capital Markets Corp | | | | $ | 3,019,590 | | | | | $ | (3,019,590) | | | | | $ | — | | |
Credit Suisse Securities (USA) LLC | | | | | 10,399,167 | | | | | | (10,399,167) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 53,032,079 | | | | | | (53,032,079) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 17,410 | | | | | | (17,410) | | | | | | — | | |
Total | | | | $ | 66,468,246 | | | | | $ | (66,468,246) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 1,670,838 | | | | | $ | (1,670,838) | | | | | $ | — | | |
Citigroup Global Markets Inc. | | | | | 58,854 | | | | | | (58,854) | | | | | | — | | |
HSBC Bank PLC | | | | | 202,870 | | | | | | (202,870) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 1,570,007 | | | | | | (1,570,007) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 2,340,393 | | | | | | (2,340,393) | | | | | | — | | |
RBC Dominion Securities Inc | | | | | 2,863,060 | | | | | | (2,863,060) | | | | | | — | | |
UBS Securities LLC. | | | | | 4,279,860 | | | | | | (4,279,860) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 5,570,153 | | | | | | (5,570,153) | | | | | | — | | |
Total | | | | $ | 18,556,035 | | | | | $ | (18,556,035) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Goldman Sachs & Co. | | | | $ | 357,696 | | | | | $ | (357,696) | | | | | $ | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 374,387 | | | | | | (374,387) | | | | | | — | | |
Total | | | | $ | 732,083 | | | | | $ | (732,083) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Prime Brokerage Intl Ltd | | | | $ | 230,474 | | | | | $ | (230,474) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 5,945 | | | | | | (5,945) | | | | | | — | | |
CIBC World Markets INC | | | | | 863,766 | | | | | | (863,766) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 38,542 | | | | | | (38,542) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 3,137,650 | | | | | | (3,137,650) | | | | | | — | | |
Goldman Sachs & Co. | | | | | 2,826,275 | | | | | | (2,826,275) | | | | | | — | | |
HSBC Bank PLC | | | | | 1,655,461 | | | | | | (1,655,461) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 825,609 | | | | | | (825,609) | | | | | | — | | |
Jefferies LLC | | | | | 16,926 | | | | | | (16,926) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 51,004 | | | | | | (51,004) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 1,568,767 | | | | | | (1,568,767) | | | | | | — | | |
Natixis Securities America LLC | | | | | 638,243 | | | | | | (638,243) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 689,497 | | | | | | (689,497) | | | | | | — | | |
RBC Dominion Securities Inc | | | | | 3,133,595 | | | | | | (3,133,595) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 1,986,553 | | | | | | (1,986,553) | | | | | | — | | |
UBS AG | | | | | 143,917 | | | | | | (143,917) | | | | | | — | | |
UBS Securities LLC. | | | | | 2,677,180 | | | | | | (2,677,180) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 647,708 | | | | | | (647,708) | | | | | | — | | |
Total | | | | $ | 21,137,112 | | | | | $ | (21,137,112) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BMO Capital Markets Corp | | | | $ | 87,772 | | | | | $ | (87,772) | | | | | $ | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 1,052,200 | | | | | | (1,052,200) | | | | | | — | | |
Barclays Bank PLC | | | | | 138,657 | | | | | | (138,657) | | | | | | — | | |
Barclays Capital Inc. | | | | | 1,389,022 | | | | | | (1,389,022) | | | | | | — | | |
Citadel Clearing LLC | | | | | 2,526,400 | | | | | | (2,526,400) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 1,499,748 | | | | | | (1,499,748) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 1,471,895 | | | | | | (1,471,895) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 933,320 | | | | | | (933,320) | | | | | | — | | |
Goldman Sachs & Co. | | | | | 4,862,914 | | | | | | (4,862,914) | | | | | | — | | |
HSBC Bank PLC | | | | | 762,300 | | | | | | (762,300) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 3,987,182 | | | | | | (3,987,182) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 87,839 | | | | | | (87,839) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 353,543 | | | | | | (353,543) | | | �� | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Morgan Stanley & Co. LLC | | | | | 644,423 | | | | | | (644,423) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 208,216 | | | | | | (208,216) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 174,108 | | | | | | (174,108) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 70,621 | | | | | | (70,621) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 1,629,045 | | | | | | (1,629,045) | | | | | | — | | |
UBS Securities LLC. | | | | | 3,979 | | | | | | (3,979) | | | | | | — | | |
Total | | | | $ | 21,883,184 | | | | | $ | (21,883,184) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Prime Brokerage Intl Ltd | | | | $ | 52,013 | | | | | $ | (52,013) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 105,701 | | | | | | (105,701) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 229,702 | | | | | | (229,702) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 231,975 | | | | | | (231,975) | | | | | | — | | |
Goldman Sachs & Co. | | | | | 6,410,059 | | | | | | (6,410,059) | | | | | | — | | |
HSBC Bank PLC | | | | | 95,774 | | | | | | (95,774) | | | | | | — | | |
Industrial And Commercial Bank Of China | | | | | 136,512 | | | | | | (136,512) | | | | | | — | | |
Jefferies LLC | | | | | 899,536 | | | | | | (899,536) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 1,096,049 | | | | | | (1,096,049) | | | | | | — | | |
National Financial Services LLC | | | | | 134,671 | | | | | | (134,671) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 103,555 | | | | | | (103,555) | | | | | | — | | |
RBC Dominion Securities Inc | | | | | 2,542,401 | | | | | | (2,542,401) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 11,376 | | | | | | (11,376) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 1,579,116 | | | | | | (1,579,116) | | | | | | — | | |
UBS AG | | | | | 1,922,451 | | | | | | (1,922,451) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 2,042,504 | | | | | | (2,042,504) | | | | | | — | | |
BMO Capital Markets Corp | | | | | 288,596 | | | | | | (288,596) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 60,660 | | | | | | (60,660) | | | | | | — | | |
BNP Paribas | | | | | 226,860 | | | | | | (226,860) | | | | | | — | | |
Barclays Capital Inc. | | | | | 1,257,609 | | | | | | (1,257,609) | | | | | | — | | |
Citadel Clearing LLC | | | | | 230,365 | | | | | | (230,365) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 808,833 | | | | | | (808,833) | | | | | | — | | |
Goldman Sachs & Co. | | | | | 3,023,931 | | | | | | (3,023,931) | | | | | | — | | |
Industrial And Commercial Bank Of China | | | | | 3,728 | | | | | | (3,728) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Janney Montgomery Scott LLC | | | | | 6,524 | | | | | | (6,524) | | | | | | — | | |
Jefferies LLC | | | | | 512,610 | | | | | | (512,610) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 1,299,547 | | | | | | (1,299,547) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 2,120,226 | | | | | | (2,120,226) | | | | | | — | | |
National Financial Services LLC | | | | | 3,116,571 | | | | | | (3,116,571) | | | | | | — | | |
Natixis Securities America LLC | | | | | 1,829,140 | | | | | | (1,829,140) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 1,413,058 | | | | | | (1,413,058) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 70,096 | | | | | | (70,096) | | | | | | — | | |
RBC Dominion Securities Inc | | | | | 2,780,113 | | | | | | (2,780,113) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 953,384 | | | | | | (953,384) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 2,601,981 | | | | | | (2,601,981) | | | | | | — | | |
UBS AG | | | | | 536,872 | | | | | | (536,872) | | | | | | — | | |
UBS Securities LLC. | | | | | 130,600 | | | | | | (130,600) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 1,366,815 | | | | | | (1,366,815) | | | | | | — | | |
Total | | | | $ | 42,231,514 | | | | | $ | (42,231,514) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 1,050 | | | | | $ | (1,050) | | | | | $ | — | | |
CIBC World Markets INC | | | | | 240,520 | | | | | | (240,520) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 121,573 | | | | | | (121,573) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 1,993 | | | | | | (1,993) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 69,232 | | | | | | (69,232) | | | | | | — | | |
UBS AG | | | | | 299 | | | | | | (299) | | | | | | — | | |
UBS Securities LLC. | | | | | 683,599 | | | | | | (683,599) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 207,730 | | | | | | (207,730) | | | | | | — | | |
Total | | | | $ | 1,325,996 | | | | | $ | (1,325,996) | | | | | $ | — | | |
|
| Net investment income | | | | $ | 22,444,371 | | |
| Net realized and unrealized gain on investments | | | | $ | 190,980,994 | | |
| Net increase in net assets resulting from operations | | | | $ | 213,425,365 | | |
| Total Net Assets of Acquired Portfolio (000s) | | | Total Net Assets of Acquiring Portfolio (000s) | | | Acquired Portfolio’s Capital Loss Carryforwards (000s) | | | Acquired Portfolio’s Unrealized Appreciation (000s) | | | Portfolios’ Conversion Ratio | | ||||||||||||
| $186,912 | | | | $ | 5,988,034 | | | | | $ | 710 | | | | | $ | — | | | | | | 0.7275 | | |
| | | Six Months Ended June 30, 2017 | | | Year Ended December 31, 2016 | | ||||||||||||
| | | Ordinary Income | | | Ordinary Income | | | Long-term Capital Gains | | |||||||||
High Yield | | | | $ | 21,754,644 | | | | | $ | 42,695,167 | | | | | $ | — | | |
Large Cap Growth | | | | | — | | | | | | 16,207,030 | | | | | | 789,848,265 | | |
Large Cap Value | | | | | — | | | | | | 34,469,670 | | | | | | 47,814,546 | | |
Limited Maturity Bond | | | | | 2,688,057 | | | | | | 7,467,058 | | | | | | — | | |
Multi-Manager Large Cap Core | | | | | — | | | | | | 8,153,813 | | | | | | 14,472,981 | | |
U.S. Stock Index | | | | | — | | | | | | 95,408,977 | | | | | | 246,099,443 | | |
Clarion Real Estate | | | | | — | | | | | | 10,013,207 | | | | | | — | | |
Franklin Income | | | | | — | | | | | | 31,625,661 | | | | | | — | | |
JPMorgan Small Cap Core Equity | | | | | — | | | | | | 9,379,156 | | | | | | 55,204,947 | | |
Templeton Global Growth | | | | | — | | | | | | 7,194,072 | | | | | | 59,464,055 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | ||||||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | |||||||||||||||||||||||||||
High Yield | | | | $ | 5,035,023 | | | | | $ | — | | | | | $ | 7,474,725 | | | | | $ | (18,671,568) | | | | | | Short-term | | | | | | 2017 | | |
| | | | | | | | | | | | | | | | | | | | | | | (3,833,064) | | | | | | Short-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | | (23,963,922) | | | | | | Long-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (46,468,554) | | | | | ||||||||||
|
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | ||||||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | |||||||||||||||||||||||||||
Large Cap Growth | | | | | 58,662,311 | | | | | | 412,290,177 | | | | | | 545,556,791 | | | | | | — | | | | | | — | | | | | | — | | |
Large Cap Value | | | | | 5,715,535 | | | | | | — | | | | | | 167,870,781 | | | | | | (11,899,405)* | | | | | | Short-term | | | | | | 2017 | | |
| | | | | | | | | | | | | | | | | | | | | | | (8,844,020) | | | | | | Long-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (20,743,425) | | | | | ||||||||||
Limited Maturity Bond | | | | | 314,687 | | | | | | — | | | | | | (647,642) | | | | | | (5,567,325) | | | | | | Short-term | | | | | | 2017 | | |
| | | | | | | | | | | | | | | | | | | | | | | (1,020,331) | | | | | | Short-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | | (960,828) | | | | | | Long-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (7,548,484) | | | | | ||||||||||
Multi-Manager Large Cap Core | | | | | 753,162 | | | | | | 19,059,046 | | | | | | 39,392,369 | | | | | | — | | | | | | — | | | | | | — | | |
U.S. Stock Index | | | | | 16,476,157 | | | | | | 233,164,160 | | | | | | 1,517,488,643 | | | | | | — | | | | | | — | | | | | | — | | |
Clarion Real Estate | | | | | 11,224,705 | | | | | | — | | | | | | 41,924,438 | | | | | | (2,201,422) | | | | | | Short-term | | | | | | 2017 | | |
Franklin Income | | | | | 21,027,536 | | | | | | — | | | | | | 46,046,916 | | | | | | (41,925,368) | | | | | | Short-term | | | | | | 2017 | | |
JPMorgan Small Cap Core Equity | | | | | 3,696,138 | | | | | | 40,922,271 | | | | | | 173,149,327 | | | | | | — | | | | | | — | | | | | | — | | |
Templeton Global Growth | | | | | 3,889,328 | | | | | | 448,604 | | | | | | 11,798,516 | | | | | | — | | | | | | — | | | | | | — | | |
| | | PER SHARE AMOUNTS | | | | |||||||||||||||||||
| | | Net Investment Income | | | Short-term Capital Gains | | | Long-term Capital Gains | | | Payable Date | | | Record Date | | |||||||||
| | | | | | | |||||||||||||||||||
High Yield | | | | | | | |||||||||||||||||||
Class ADV | | | | $ | 0.0566 | | | | | $ | — | | | | | $ | — | | | | August 1, 2017 | | | Daily | |
Class I | | | | $ | 0.0618 | | | | | $ | — | | | | | $ | — | | | | August 1, 2017 | | | Daily | |
Class S | | | | $ | 0.0596 | | | | | $ | — | | | | | $ | — | | | | August 1, 2017 | | | Daily | |
Class S2 | | | | $ | 0.0584 | | | | | $ | — | | | | | $ | — | | | | August 1, 2017 | | | Daily | |
Large Cap Growth | | | | | | | |||||||||||||||||||
Class ADV | | | | $ | 0.0126 | | | | | $ | 0.1116 | | | | | $ | 1.2892 | | | | July 17, 2017 | | | July 13, 2017 | |
Class I | | | | $ | 0.1276 | | | | | $ | 0.1116 | | | | | $ | 1.2892 | | | | July 17, 2017 | | | July 13, 2017 | |
Class R6 | | | | $ | 0.1276 | | | | | $ | 0.1116 | | | | | $ | 1.2892 | | | | July 17, 2017 | | | July 13, 2017 | |
Class S | | | | $ | 0.0800 | | | | | $ | 0.1116 | | | | | $ | 1.2892 | | | | July 17, 2017 | | | July 13, 2017 | |
Class S2 | | | | $ | 0.0488 | | | | | $ | 0.1116 | | | | | $ | 1.2892 | | | | July 17, 2017 | | | July 13, 2017 | |
Large Cap Value | | | | | | | |||||||||||||||||||
Class ADV | | | | $ | 0.0540 | | | | | $ | — | | | | | $ | — | | | | July 17, 2017 | | | July 13, 2017 | |
Class I | | | | $ | 0.0540 | | | | | $ | — | | | | | $ | — | | | | July 17, 2017 | | | July 13, 2017 | |
Class R6 | | | | $ | 0.0540 | | | | | $ | — | | | | | $ | — | | | | July 17, 2017 | | | July 13, 2017 | |
Class S | | | | $ | 0.0540 | | | | | $ | — | | | | | $ | — | | | | July 17, 2017 | | | July 13, 2017 | |
Class S2 | | | | $ | 0.0540 | | | | | $ | — | | | | | $ | — | | | | July 17, 2017 | | | July 13, 2017 | |
Limited Maturity Bond | | | | | | | |||||||||||||||||||
Class ADV | | | | $ | 0.0118 | | | | | $ | — | | | | | $ | — | | | | August 1, 2017 | | | Daily | |
Class I | | | | $ | 0.0171 | | | | | $ | — | | | | | $ | — | | | | August 1, 2017 | | | Daily | |
Class S | | | | $ | 0.0151 | | | | | $ | — | | | | | $ | — | | | | August 1, 2017 | | | Daily | |
Multi-Manager Large Cap Core | | | | | | | |||||||||||||||||||
Class ADV | | | | $ | 0.0384 | | | | | $ | — | | | | | $ | 0.9703 | | | | July 17, 2017 | | | July 13, 2017 | |
Class I | | | | $ | 0.0384 | | | | | $ | — | | | | | $ | 0.9703 | | | | July 17, 2017 | | | July 13, 2017 | |
Class R6 | | | | $ | 0.0384 | | | | | $ | — | | | | | $ | 0.9703 | | | | July 17, 2017 | | | July 13, 2017 | |
Class S | | | | $ | 0.0384 | | | | | $ | — | | | | | $ | 0.9703 | | | | July 17, 2017 | | | July 13, 2017 | |
| | | PER SHARE AMOUNTS | | | | |||||||||||||||||||
| | | Net Investment Income | | | Short-term Capital Gains | | | Long-term Capital Gains | | | Payable Date | | | Record Date | | |||||||||
U.S. Stock Index | | | | | | | |||||||||||||||||||
Class ADV | | | | $ | 0.0374 | | | | | $ | 0.0130 | | | | | $ | 0.7101 | | | | July 17, 2017 | | | July 13, 2017 | |
Class I | | | | $ | 0.0374 | | | | | $ | 0.0130 | | | | | $ | 0.7101 | | | | July 17, 2017 | | | July 13, 2017 | |
Class P2 | | | | $ | 0.0374 | | | | | $ | 0.0130 | | | | | $ | 0.7101 | | | | July 17, 2017 | | | July 13, 2017 | |
Class S | | | | $ | 0.0374 | | | | | $ | 0.0130 | | | | | $ | 0.7101 | | | | July 17, 2017 | | | July 13, 2017 | |
Class S2 | | | | $ | 0.0374 | | | | | $ | 0.0130 | | | | | $ | 0.7101 | | | | July 17, 2017 | | | July 13, 2017 | |
Clarion Real Estate | | | | | | | |||||||||||||||||||
Class ADV | | | | $ | 0.6560 | | | | | $ | — | | | | | $ | — | | | | July 17, 2017 | | | July 13, 2017 | |
Class I | | | | $ | 0.8960 | | | | | $ | — | | | | | $ | — | | | | July 17, 2017 | | | July 13, 2017 | |
Class S | | | | $ | 0.7785 | | | | | $ | — | | | | | $ | — | | | | July 17, 2017 | | | July 13, 2017 | |
Class S2 | | | | $ | 0.7121 | | | | | $ | — | | | | | $ | — | | | | July 17, 2017 | | | July 13, 2017 | |
Franklin Income | | | | | | | |||||||||||||||||||
Class ADV | | | | $ | 0.4845 | | | | | $ | — | | | | | $ | — | | | | July 17, 2017 | | | July 13, 2017 | |
Class I | | | | $ | 0.5430 | | | | | $ | — | | | | | $ | — | | | | July 17, 2017 | | | July 13, 2017 | |
Class S | | | | $ | 0.5125 | | | | | $ | — | | | | | $ | — | | | | July 17, 2017 | | | July 13, 2017 | |
Class S2 | | | | $ | 0.4922 | | | | | $ | — | | | | | $ | — | | | | July 17, 2017 | | | July 13, 2017 | |
JPMorgan Small Cap Core Equity | | | | | | | |||||||||||||||||||
Class ADV | | | | $ | 0.0443 | | | | | $ | — | | | | | $ | 1.0986 | | | | July 17, 2017 | | | July 13, 2017 | |
Class I | | | | $ | 0.1458 | | | | | $ | — | | | | | $ | 1.0986 | | | | July 17, 2017 | | | July 13, 2017 | |
Class R6 | | | | $ | 0.1458 | | | | | $ | — | | | | | $ | 1.0986 | | | | July 17, 2017 | | | July 13, 2017 | |
Class S | | | | $ | 0.0953 | | | | | $ | — | | | | | $ | 1.0986 | | | | July 17, 2017 | | | July 13, 2017 | |
Class S2 | | | | $ | 0.0626 | | | | | $ | — | | | | | $ | 1.0986 | | | | July 17, 2017 | | | July 13, 2017 | |
Templeton Global Growth | | | | | | | |||||||||||||||||||
Class ADV | | | | $ | 0.1458 | | | | | $ | 0.0460 | | | | | $ | 0.0252 | | | | July 17, 2017 | | | July 13, 2017 | |
Class I | | | | $ | 0.1986 | | | | | $ | 0.0460 | | | | | $ | 0.0252 | | | | July 17, 2017 | | | July 13, 2017 | |
Class S | | | | $ | 0.1714 | | | | | $ | 0.0460 | | | | | $ | 0.0252 | | | | July 17, 2017 | | | July 13, 2017 | |
Class S2 | | | | $ | 0.1569 | | | | | $ | 0.0460 | | | | | $ | 0.0252 | | | | July 17, 2017 | | | July 13, 2017 | |
Voya High Yield Portfolio | as of June 30, 2017 (Unaudited) |
| Investment Type Allocation as of June 30, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 95.8% | |
| Bank Loans | | | 0.6% | |
| Assets in Excess of Other Liabilities* | | | 3.6% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 95.8% | | ||||||||||||||||||
| | | | | | | Basic Materials: 7.4% | | ||||||||||||
| | | 2,140,000 | #,L | | Alpha 3 BV / Alpha US Bidco, Inc., 6.250%, 02/01/25 | | | | $ | 2,212,225 | | | | | | 0.4 | | | |
| | | 2,365,000 | # | | Aruba Investments, Inc., 8.750%, 02/15/23 | | | | | 2,453,687 | | | | | | 0.4 | | | |
| | | 1,430,000 | # | | Axalta Coating Systems LLC, 4.875%, 08/15/24 | | | | | 1,480,050 | | | | | | 0.2 | | | |
| | | 2,000,000 | # | | Cascades, Inc., 5.500%, 07/15/22 | | | | | 2,050,000 | | | | | | 0.3 | | | |
| | | 1,580,000 | # | | Constellium NV, 5.750%, 05/15/24 | | | | | 1,469,400 | | | | | | 0.2 | | | |
| | | 500,000 | # | | Constellium NV, 7.875%, 04/01/21 | | | | | 536,875 | | | | | | 0.1 | | | |
| | | 910,000 | # | | Ferroglobe PLC / Globe Specialty Metals, Inc., 9.375%, 03/01/22 | | | | | 980,525 | | | | | | 0.2 | | | |
| | | 4,060,000 | L | | Freeport-McMoRan, Inc., 4.550%-5.450%, 11/14/24-03/15/43 | | | | | 3,654,370 | | | | | | 0.6 | | | |
| | | 935,000 | #,L | | Hexion, Inc., 10.375%, 02/01/22 | | | | | 930,325 | | | | | | 0.2 | | | |
| | | 930,000 | # | | Hexion, Inc., 13.750%, 02/01/22 | | | | | 823,050 | | | | | | 0.1 | | | |
| | | 1,850,000 | # | | IAMGOLD Corp., 7.000%, 04/15/25 | | | | | 1,910,125 | | | | | | 0.3 | | | |
| | | 2,000,000 | #,L | | INEOS Group Holdings SA, 5.625%, 08/01/24 | | | | | 2,067,500 | | | | | | 0.3 | | | |
| | | 2,075,000 | # | | Kraton Polymers LLC / Kraton Polymers Capital Corp., 10.500%, 04/15/23 | | | | | 2,407,000 | | | | | | 0.4 | | | |
| | | 1,775,000 | # | | NOVA Chemicals Corp., 4.875%, 06/01/24 | | | | | 1,770,563 | | | | | | 0.3 | | | |
| | | 2,250,000 | # | | Rayonier AM Products, Inc., 5.500%, 06/01/24 | | | | | 2,200,793 | | | | | | 0.4 | | | |
| | | 690,000 | # | | SPCM SA, 4.875%, 09/15/25 | | | | | 705,525 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Basic Materials (continued) | | ||||||||||||
| | | 3,351,000 | | | | Teck Resources Ltd., 4.750%-5.200%, 01/15/22-03/01/42 | | | | $ | 3,238,290 | | | | | | 0.5 | | |
| | | 1,835,000 | | | | Tronox Finance LLC, 6.375%, 08/15/20 | | | | | 1,844,175 | | | | | | 0.3 | | |
| | | 895,000 | #,L | | Tronox Finance LLC, 7.500%, 03/15/22 | | | | | 926,325 | | | | | | 0.1 | | | |
| | | 800,000 | # | | Valvoline, Inc., 5.500%, 07/15/24 | | | | | 848,000 | | | | | | 0.1 | | | |
| | | 945,000 | # | | WR Grace & Co-Conn, 5.125%, 10/01/21 | | | | | 1,015,875 | | | | | | 0.2 | | | |
| | | 945,000 | # | | WR Grace & Co-Conn, 5.625%, 10/01/24 | | | | | 1,013,512 | | | | | | 0.1 | | | |
| | | 13,509,000 | | | | Other Securities(a),(b) | | | | | 9,824,921 | | | | | | 1.6 | | |
| | | | | | | | | | | | 46,363,111 | | | | | | 7.4 | | |
| | | | | | | Communications: 18.9% | | ||||||||||||
| | | 1,890,000 | # | | Acosta, Inc., 7.750%, 10/01/22 | | | | | 1,441,125 | | | | | | 0.2 | | | |
| | | 400,000 | # | | Altice Financing SA, 6.500%, 01/15/22 | | | | | 419,000 | | | | | | 0.1 | | | |
| | | 1,000,000 | # | | Altice Finco SA, 8.125%, 01/15/24 | | | | | 1,092,500 | | | | | | 0.2 | | | |
| | | 1,530,000 | #,L | | Altice Luxembourg SA, 7.625%, 02/15/25 | | | | | 1,688,737 | | | | | | 0.2 | | | |
| | | 2,800,000 | # | | Altice Luxembourg SA, 7.750%, 05/15/22 | | | | | 2,975,000 | | | | | | 0.5 | | | |
| | | 1,175,000 | # | | Block Communications, Inc., 6.875%, 02/15/25 | | | | | 1,263,125 | | | | | | 0.2 | | | |
| | | 1,000,000 | | | ��� | CCO Holdings LLC / CCO Holdings Capital Corp., 5.250%, 09/30/22 | | | | | 1,031,900 | | | | | | 0.2 | | |
| | | 885,000 | # | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/23 | | | | | 931,462 | | | | | | 0.2 | | | |
| | | 1,470,000 | # | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/27 | | | | | 1,506,750 | | | | | | 0.2 | | | |
| | | 1,130,000 | # | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.500%, 05/01/26 | | | | | 1,202,038 | | | | | | 0.2 | | | |
| | | 2,395,000 | # | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 02/15/26 | | | | | 2,568,637 | | | | | | 0.4 | | | |
| | | 2,500,000 | | | | CenturyLink, Inc., 5.625%, 04/01/20 | | | | | 2,653,900 | | | | | | 0.4 | | |
| | | 675,000 | L | | CenturyLink, Inc., 7.500%, 04/01/24 | | | | | 740,813 | | | | | | 0.1 | | |
Voya High Yield Portfolio | as of June 30, 2017 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Communications (continued) | | ||||||||||||
| | | 950,000 | # | | Cequel Communications Holdings I LLC / Cequel Capital Corp., 5.125%, 12/15/21 | | | | $ | 971,375 | | | | | | 0.1 | | | |
| | | 3,250,000 | | | | Clear Channel Worldwide Holdings, Inc., 6.500%-7.625%, 03/15/20-11/15/22 | | | | | 3,314,625 | | | | | | 0.5 | | |
| | | 1,760,000 | # | | CommScope Tech Finance LLC, 6.000%, 06/15/25 | | | | | 1,887,600 | | | | | | 0.3 | | | |
| | | 500,000 | # | | CommScope, Inc., 5.500%, 06/15/24 | | | | | 522,345 | | | | | | 0.1 | | | |
| | | 2,600,000 | | | | CSC Holdings LLC, 5.250%, 06/01/24 | | | | | 2,658,760 | | | | | | 0.4 | | |
| | | 1,125,000 | # | | CSC Holdings LLC, 6.625%, 10/15/25 | | | | | 1,240,425 | | | | | | 0.2 | | | |
| | | 2,520,000 | # | | CSC Holdings LLC, 10.875%, 10/15/25 | | | | | 3,039,750 | | | | | | 0.5 | | | |
| | | 6,690,000 | | | | DISH DBS Corp., 5.000%-7.750%, 06/01/21-07/01/26 | | | | | 7,309,379 | | | | | | 1.2 | | |
| | | 540,000 | # | | EW Scripps Co/The, 5.125%, 05/15/25 | | | | | 557,550 | | | | | | 0.1 | | | |
| | | 1,650,000 | # | | Gray Television, Inc., 5.125%, 10/15/24 | | | | | 1,670,625 | | | | | | 0.3 | | | |
| | | 2,455,000 | | | | Level 3 Financing, Inc., 5.125%, 05/01/23 | | | | | 2,554,722 | | | | | | 0.4 | | |
| | | 2,300,000 | | | | Level 3 Financing, Inc., 5.250%-5.375%, 01/15/24-03/15/26 | | | | | 2,397,165 | | | | | | 0.4 | | |
| | | 2,750,000 | # | | MidContinent Communications, 6.250%, 08/01/21 | | | | | 2,854,500 | | | | | | 0.5 | | | |
| | | 2,250,000 | | | | Netflix, Inc., 5.750%, 03/01/24 | | | | | 2,460,938 | | | | | | 0.4 | | |
| | | 900,000 | # | | Nexstar Escrow Corp., 5.625%, 08/01/24 | | | | | 913,500 | | | | | | 0.1 | | | |
| | | 2,000,000 | # | | SFR Group SA, 6.000%, 05/15/22 | | | | | 2,095,000 | | | | | | 0.4 | | | |
| | | 3,075,000 | # | | SFR Group SA, 6.250%, 05/15/24 | | | | | 3,259,500 | | | | | | 0.5 | | | |
| | | 1,200,000 | # | | SFR Group SA, 7.375%, 05/01/26 | | | | | 1,306,500 | | | | | | 0.2 | | | |
| | | 2,159,000 | # | | Plantronics, Inc., 5.500%, 05/31/23 | | | | | 2,264,251 | | | | | | 0.4 | | | |
| | | 2,070,000 | # | | Salem Media Group, Inc., 6.750%, 06/01/24 | | | | | 2,126,925 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Communications (continued) | | ||||||||||||
| | | 2,350,000 | | | | Sinclair Television Group, Inc., 6.125%, 10/01/22 | | | | $ | 2,452,813 | | | | | | 0.4 | | |
| | | 2,280,000 | # | | Sirius XM Radio, Inc., 5.000%, 08/01/27 | | | | | 2,308,500 | | | | | | 0.4 | | | |
| | | 1,000,000 | # | | Sirius XM Radio, Inc., 5.750%, 08/01/21 | | | | | 1,035,000 | | | | | | 0.2 | | | |
| | | 1,340,000 | # | | Sirius XM Radio, Inc., 6.000%, 07/15/24 | | | | | 1,427,100 | | | | | | 0.2 | | | |
| | | 2,000,000 | | | | Sprint Capital Corp., 6.900%, 05/01/19 | | | | | 2,144,480 | | | | | | 0.3 | | |
| | | 5,000,000 | | | | Sprint Communications, Inc., 6.000%, 11/15/22 | | | | | 5,312,500 | | | | | | 0.9 | | |
| | | 3,235,000 | | | | Sprint Corp., 7.125%, 06/15/24 | | | | | 3,607,025 | | | | | | 0.6 | | |
| | | 1,750,000 | | | | Sprint Corp., 7.250%, 09/15/21 | | | | | 1,949,063 | | | | | | 0.3 | | |
| | | 1,000,000 | | | | Sprint Nextel Corp., 8.750%, 03/15/32 | | | | | 1,262,500 | | | | | | 0.2 | | |
| | | 1,295,000 | # | | Telesat Canada / Telesat LLC, 8.875%, 11/15/24 | | | | | 1,456,875 | | | | | | 0.2 | | | |
| | | 2,700,000 | | | | T-Mobile USA, Inc., 6.500%, 01/15/26 | | | | | 2,986,875 | | | | | | 0.5 | | |
| | | 850,000 | | | | T-Mobile USA, Inc., 5.125%-6.836%, 04/28/23-04/15/25 | | | | | 899,000 | | | | | | 0.1 | | |
| | | 3,000,000 | # | | Univision Communications, Inc., 5.125%, 02/15/25 | | | | | 2,981,250 | | | | | | 0.5 | | | |
| | | 1,250,000 | # | | Wind Acquisition Finance SA, 4.750%, 07/15/20 | | | | | 1,266,250 | | | | | | 0.2 | | | |
| | | 1,540,000 | # | | Wind Acquisition Finance SA, 7.375%, 04/23/21 | | | | | 1,602,563 | | | | | | 0.3 | | | |
| | | 2,360,000 | | | | Zayo Group LLC / Zayo Capital, Inc., 6.000%, 04/01/23 | | | | | 2,495,700 | | | | | | 0.4 | | |
| | | 1,255,000 | # | | Zayo Group LLC / Zayo Capital, Inc., 5.750%, 01/15/27 | | | | | 1,316,181 | | | | | | 0.2 | | | |
| | | 16,740,000 | | | | Other Securities(b) | | | | | 16,270,432 | | | | | | 2.6 | | |
| | | | | | | | | | | | 117,694,529 | | | | | | 18.9 | | |
| | | | | | | Consumer, Cyclical: 16.6% | | ||||||||||||
| | | 1,580,000 | # | | Adient Global Holdings Ltd., 4.875%, 08/15/26 | | | | | 1,591,850 | | | | | | 0.3 | | | |
| | | 1,640,000 | # | | American Greetings Corp., 7.875%, 02/15/25 | | | | | 1,781,450 | | | | | | 0.3 | | | |
| | | 1,480,000 | # | | American Tire Distributors, Inc., 10.250%, 03/01/22 | | | | | 1,539,200 | | | | | | 0.2 | | |
Voya High Yield Portfolio | as of June 30, 2017 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | | 2,500,000 | | | | Asbury Automotive Group, Inc., 6.000%, 12/15/24 | | | | $ | 2,556,250 | | | | | | 0.4 | | |
| | | 2,200,000 | # | | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.875%, 02/15/21 | | | | | 2,255,000 | | | | | | 0.4 | | | |
| | | 2,070,000 | # | | AV Homes, Inc., 6.625%, 05/15/22 | | | | | 2,137,275 | | | | | | 0.3 | | | |
| | | 2,580,000 | | | | Caesars Entertainment Resort Properties LLC / Caesars Entertainment Resort Prope, 8.000%, 10/01/20 | | | | | 2,663,850 | | | | | | 0.4 | | |
| | | 2,500,000 | | | | CalAtlantic Group, Inc., 5.250%, 06/01/26 | | | | | 2,603,125 | | | | | | 0.4 | | |
| | | 2,390,000 | | | | Caleres, Inc., 6.250%, 08/15/23 | | | | | 2,503,525 | | | | | | 0.4 | | |
| | | 460,000 | #,L | | Carlson Travel, Inc., 6.750%, 12/15/23 | | | | | 469,200 | | | | | | 0.0 | | | |
| | | 465,000 | # | | Carlson Travel, Inc., 9.500%, 12/15/24 | | | | | 477,206 | | | | | | 0.1 | | | |
| | | 1,170,000 | # | | Carmike Cinemas, Inc., 6.000%, 06/15/23 | | | | | 1,240,200 | | | | | | 0.2 | | | |
| | | 1,880,000 | # | | CCM Merger, Inc., 6.000%, 03/15/22 | | | | | 1,931,700 | | | | | | 0.3 | | | |
| | | 315,000 | # | | Cedar Fair L.P. / Canada’s Wonderland Co. / Magnum Management Corp. / Millennium Op, 5.375%, 04/15/27 | | | | | 333,900 | | | | | | 0.0 | | | |
| | | 2,900,000 | # | | Century Communities, Inc., 5.875%, 07/15/25 | | | | | 2,892,750 | | | | | | 0.5 | | | |
| | | 1,875,000 | # | | Cooper-Standard Automotive, Inc., 5.625%, 11/15/26 | | | | | 1,886,719 | | | | | | 0.3 | | | |
| | | 2,320,000 | #,L | | DBP Holding Corp., 7.750%, 10/15/20 | | | | | 1,316,600 | | | | | | 0.2 | | | |
| | | 2,600,000 | | | | Dollar Tree, Inc., 5.750%, 03/01/23 | | | | | 2,752,750 | | | | | | 0.4 | | |
| | | 1,245,000 | #,& | | Eagle Holding CO II LLC, 7.625%, 05/15/22 | | | | | 1,283,906 | | | | | | 0.2 | | | |
| | | 1,715,000 | # | | EMI Music Publishing Group North America Holdings, Inc., 7.625%, 06/15/24 | | | | | 1,912,225 | | | | | | 0.3 | | | |
| | | 1,175,000 | # | | Guitar Center, Inc., 6.500%, 04/15/19 | | | | | 1,026,656 | | | | | | 0.2 | | | |
| | | 600,000 | # | | HD Supply, Inc., 5.250%, 12/15/21 | | | | | 631,875 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | | 350,000 | # | | HD Supply, Inc., 5.750%, 04/15/24 | | | | $ | 372,750 | | | | | | 0.1 | | | |
| | | 940,000 | # | | Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp., 4.625%, 04/01/25 | | | | | 971,725 | | | | | | 0.2 | | | |
| | | 1,410,000 | # | | Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp., 4.875%, 04/01/27 | | | | | 1,478,737 | | | | | | 0.2 | | | |
| | | 3,560,000 | # | | Hot Topic, Inc., 9.250%, 06/15/21 | | | | | 3,435,400 | | | | | | 0.5 | | | |
| | | 945,000 | # | | International Game Technology PLC, 5.625%, 02/15/20 | | | | | 1,009,402 | | | | | | 0.1 | | | |
| | | 980,000 | # | | International Game Technology PLC, 6.250%, 02/15/22 | | | | | 1,075,550 | | | | | | 0.2 | | | |
| | | 955,000 | # | | International Game Technology PLC, 6.500%, 02/15/25 | | | | | 1,052,887 | | | | | | 0.2 | | | |
| | | 880,000 | # | | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.000%, 06/01/24 | | | | | 919,600 | | | | | | 0.1 | | | |
| | | 880,000 | # | | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.250%, 06/01/26 | | | | | 928,400 | | | | | | 0.2 | | | |
| | | 1,845,000 | # | | Lions Gate Entertainment Corp., 5.875%, 11/01/24 | | | | | 1,951,087 | | | | | | 0.3 | | | |
| | | 1,495,000 | | | | Meritage Homes Corp., 7.000%, 04/01/22 | | | | | 1,708,037 | | | | | | 0.3 | | |
| | | 1,225,000 | # | | Meritage Homes Corp., 5.125%, 06/06/27 | | | | | 1,229,594 | | | | | | 0.2 | | | |
| | | 4,000,000 | | | | MGM Resorts International, 6.625%-6.750%, 10/01/20-12/15/21 | | | | | 4,470,800 | | | | | | 0.7 | | |
| | | 2,000,000 | #,&,L | | Neiman Marcus Group Ltd., Inc., 8.750%, 10/15/21 | | | | | 970,000 | | | | | | 0.2 | | | |
| | | 2,215,000 | # | | Penn National Gaming, Inc., 5.625%, 01/15/27 | | | | | 2,262,069 | | | | | | 0.4 | | | |
| | | 235,000 | # | | PetSmart, Inc., 5.875%, 06/01/25 | | | | | 227,656 | | | | | | 0.0 | | | |
| | | 3,370,000 | # | | PetSmart, Inc., 7.125%, 03/15/23 | | | | | 3,007,725 | | | | | | 0.5 | | | |
| | | 2,415,000 | #,L | | Rite Aid Corp., 6.125%, 04/01/23 | | | | | 2,384,813 | | | | | | 0.4 | | |
Voya High Yield Portfolio | as of June 30, 2017 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | | 1,710,000 | # | | Rivers Pittsburgh Borrower L.P./Rivers Pittsburgh Finance Corp., 6.125%, 08/15/21 | | | | $ | 1,739,925 | | | | | | 0.3 | | | |
| | | 1,815,000 | | | | Scientific Games International, Inc., 10.000%, 12/01/22 | | | | | 1,996,500 | | | | | | 0.3 | | |
| | | 810,000 | # | | Scientific Games International, Inc., 7.000%, 01/01/22 | | | | | 864,675 | | | | | | 0.2 | | | |
| | | 1,640,000 | # | | Silversea Cruise Finance Ltd., 7.250%, 02/01/25 | | | | | 1,756,850 | | | | | | 0.3 | | | |
| | | 775,000 | # | | Six Flags Entertainment Corp., 4.875%, 07/31/24 | | | | | 781,681 | | | | | | 0.1 | | | |
| | | 1,550,000 | # | | Six Flags Entertainment Corp., 5.500%, 04/15/27 | | | | | 1,600,375 | | | | | | 0.3 | | | |
| | | 2,500,000 | | | | Springs Industries, Inc., 6.250%, 06/01/21 | | | | | 2,584,375 | | | | | | 0.4 | | |
| | | 2,050,000 | # | | Tops Holding LLC / Tops Markets II Corp., 8.000%, 06/15/22 | | | | | 1,693,813 | | | | | | 0.3 | | | |
| | | 2,220,000 | # | | Viking Cruises Ltd., 8.500%, 10/15/22 | | | | | 2,339,325 | | | | | | 0.4 | | | |
| | | 465,000 | # | | WMG Acquisition Corp., 5.625%, 04/15/22 | | | | | 483,019 | | | | | | 0.1 | | | |
| | | 2,140,000 | # | | WMG Acquisition Corp., 6.750%, 04/15/22 | | | | | 2,255,025 | | | | | | 0.3 | | | |
| | | 800,000 | # | | Wolverine World Wide, Inc., 5.000%, 09/01/26 | | | | | 791,000 | | | | | | 0.1 | | | |
| | | 16,650,000 | | | | Other Securities(b) | | | | | 17,423,065 | | | | | | 2.8 | | |
| | | | | | | | | | | | 103,553,072 | | | | | | 16.6 | | |
| | | | | | | Consumer, Non-cyclical: 18.8% | | ||||||||||||
| | | 2,145,000 | # | | Albertsons Cos LLC / Safeway, Inc. / New Albertson’s, Inc. / Albertson’s LLC, 6.625%, 06/15/24 | | | | | 2,134,275 | | | | | | 0.3 | | | |
| | | 1,170,000 | # | | Alere, Inc., 6.375%, 07/01/23 | | | | | 1,262,137 | | | | | | 0.2 | | | |
| | | 1,575,000 | # | | Alpine Finance Merger Sub LLC, 6.875%, 08/01/25 | | | | | 1,606,500 | | | | | | 0.3 | | | |
| | | 1,180,000 | #,& | | BI-LO LLC / BI-LO Finance Corp., 8.625%, 09/15/18 | | | | | 513,300 | | | | | | 0.1 | | | |
| | | 1,165,000 | # | | BI-LO LLC / BI-LO Finance Corp., 9.250%, 02/15/19 | | | | | 1,001,900 | | | | | | 0.2 | | | |
| | | 1,872,000 | #,& | | Capsugel SA, 7.000%, 05/15/19 | | | | | 1,872,000 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 1,190,000 | # | | Cardtronics, Inc. / Cardtronics USA, Inc., 5.500%, 05/01/25 | | | | $ | 1,228,675 | | | | | | 0.2 | | | |
| | | 1,595,000 | # | | CDK Global, Inc., 4.875%, 06/01/27 | | | | | 1,642,850 | | | | | | 0.3 | | | |
| | | 3,295,000 | | | | Centene Corp., 4.750%-6.125%, 02/15/21-01/15/25 | | | | | 3,465,977 | | | | | | 0.6 | | |
| | | 4,005,000 | L | | CHS/Community Health Systems, Inc., 6.250%-8.000%, 11/15/19-03/31/23 | | | | | 4,057,477 | | | | | | 0.7 | | | |
| | | 1,410,000 | # | | Cott Holdings, Inc., 5.500%, 04/01/25 | | | | | 1,441,725 | | | | | | 0.2 | | | |
| | | 1,315,000 | # | | CSVC Acquisition Corp., 7.750%, 06/15/25 | | | | | 1,347,053 | | | | | | 0.2 | | | |
| | | 1,155,000 | # | | Endo Finance LLC / Endo Finco, Inc., 5.375%, 01/15/23 | | | | | 970,200 | | | | | | 0.2 | | | |
| | | 400,000 | # | | Endo Ltd. / Endo Finance LLC / Endo Finco, Inc., 5.875%, 10/15/24 | | | | | 414,000 | | | | | | 0.1 | | | |
| | | 485,000 | # | | Endo Ltd. / Endo Finance LLC / Endo Finco, Inc., 6.000%, 02/01/25 | | | | | 397,700 | | | | | | 0.0 | | | |
| | | 2,000,000 | | | | Envision Healthcare Corp., 5.625%, 07/15/22 | | | | | 2,075,000 | | | | | | 0.4 | | |
| | | 675,000 | # | | Envision Healthcare Corp., 5.125%, 07/01/22 | | | | | 696,094 | | | | | | 0.1 | | | |
| | | 1,950,000 | # | | FAGE International SA/ FAGE USA Dairy Industry, Inc., 5.625%, 08/15/26 | | | | | 2,012,985 | | | | | | 0.3 | | | |
| | | 2,000,000 | | | | HCA Holdings, Inc., 6.250%, 02/15/21 | | | | | 2,190,000 | | | | | | 0.4 | | |
| | | 3,500,000 | | | | HCA, Inc., 7.500%, 02/15/22 | | | | | 4,038,125 | | | | | | 0.6 | | |
| | | 5,535,000 | | | | HCA, Inc., 5.375%-8.000%, 10/01/18-06/15/47 | | | | | 5,911,275 | | | | | | 1.0 | | |
| | | 398,000 | # | | Herc Rentals, Inc., 7.500%, 06/01/22 | | | | | 421,880 | | | | | | 0.0 | | | |
| | | 434,000 | #,L | | Herc Rentals, Inc., 7.750%, 06/01/24 | | | | | 460,040 | | | | | | 0.1 | | | |
| | | 560,000 | #,L | | Hertz Corp./The, 7.625%, 06/01/22 | | | | | 560,056 | | | | | | 0.1 | | | |
| | | 665,000 | #,L | | Hertz Corp., 5.500%, 10/15/24 | | | | | 548,625 | | | | | | 0.1 | | | |
| | | 860,000 | # | | High Ridge Brands Co., 8.875%, 03/15/25 | | | | | 861,075 | | | | | | 0.1 | | |
Voya High Yield Portfolio | as of June 30, 2017 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 2,445,000 | # | | Hill-Rom Holdings, Inc., 5.750%, 09/01/23 | | | | $ | 2,585,587 | | | | | | 0.4 | | | |
| | | 2,405,000 | # | | Jaguar Holding Co. II / Pharmaceutical Product Development LLC, 6.375%, 08/01/23 | | | | | 2,540,281 | | | | | | 0.4 | | | |
| | | 470,000 | # | | JBS USA LUX SA / JBS USA Finance, Inc., 5.750%, 06/15/25 | | | | | 444,150 | | | | | | 0.1 | | | |
| | | 2,250,000 | # | | JBS USA LUX SA / JBS USA Finance, Inc., 5.875%, 07/15/24 | | | | | 2,120,625 | | | | | | 0.3 | | | |
| | | 2,405,000 | # | | KeHE Distributors LLC / KeHE Finance Corp., 7.625%, 08/15/21 | | | | | 2,417,025 | | | | | | 0.4 | | | |
| | | 935,000 | # | | Lamb Weston Holdings, Inc., 4.625%, 11/01/24 | | | | | 967,725 | | | | | | 0.1 | | | |
| | | 935,000 | # | | Lamb Weston Holdings, Inc., 4.875%, 11/01/26 | | | | | 973,569 | | | | | | 0.2 | | | |
| | | 2,040,000 | # | | Live Nation Entertainment, Inc., 5.375%, 06/15/22 | | | | | 2,121,765 | | | | | | 0.3 | | | |
| | | 1,920,000 | # | | Midas Intermediate Holdco II LLC / Midas Intermediate Holdco II Finance, Inc., 7.875%, 10/01/22 | | | | | 1,987,200 | | | | | | 0.3 | | | |
| | | 2,570,000 | # | | MPH Acquisition Holdings LLC, 7.125%, 06/01/24 | | | | | 2,746,687 | | | | | | 0.4 | | | |
| | | 645,000 | # | | Nature’s Bounty Co., 7.625%, 05/15/21 | | | | | 686,925 | | | | | | 0.1 | | | |
| | | 750,000 | # | | Nielsen Co. Luxembourg SARL., 5.500%, 10/01/21 | | | | | 778,125 | | | | | | 0.1 | | | |
| | | 925,000 | # | | Nielsen Finance LLC / Nielsen Finance Co., 5.000%, 04/15/22 | | | | | 962,000 | | | | | | 0.2 | | | |
| | | 900,000 | # | | Post Holdings, Inc., 5.000%, 08/15/26 | | | | | 900,000 | | | | | | 0.1 | | | |
| | | 1,100,000 | # | | Post Holdings, Inc., 8.000%, 07/15/25 | | | | | 1,254,000 | | | | | | 0.3 | | | |
| | | 2,400,000 | # | | Southern Graphics, Inc., 8.375%, 10/15/20 | | | | | 2,454,000 | | | | | | 0.4 | | | |
| | | 2,060,000 | # | | Sterigenics-Nordion Holdings LLC, 6.500%, 05/15/23 | | | | | 2,126,950 | | | | | | 0.3 | | | |
| | | 1,175,000 | #,& | | Sterigenics-Nordion Topco LLC, 8.125%, 11/01/21 | | | | | 1,207,313 | | | | | | 0.2 | | | |
| | | 5,615,000 | L | | Tenet Healthcare Corp., 6.750%-8.125%, 02/01/20-06/15/23 | | | | | 5,768,163 | | | | | | 0.9 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 1,105,000 | # | | THC Escrow Corp. III, 5.125%, 05/01/25 | | | | $ | 1,111,906 | | | | | | 0.2 | | | |
| | | 1,285,000 | # | | US Foods, Inc., 5.875%, 06/15/24 | | | | | 1,339,613 | | | | | | 0.2 | | | |
| | | 580,000 | #,L | | Valeant Pharmaceuticals International, Inc., 5.375%, 03/15/20 | | | | | 561,150 | | | | | | 0.1 | | | |
| | | 1,000,000 | # | | Valeant Pharmaceuticals International, Inc., 5.500%, 03/01/23 | | | | | 853,740 | | | | | | 0.1 | | | |
| | | 1,080,000 | # | | Valeant Pharmaceuticals International, Inc., 6.125%, 04/15/25 | | | | | 918,000 | | | | | | 0.1 | | | |
| | | 355,000 | # | | Valeant Pharmaceuticals International, Inc., 6.500%, 03/15/22 | | | | | 373,194 | | | | | | 0.1 | | | |
| | | 3,000,000 | # | | Valeant Pharmaceuticals International, Inc., 7.000%, 10/01/20 | | | | | 2,966,250 | | | | | | 0.5 | | | |
| | | 720,000 | # | | Valeant Pharmaceuticals International, Inc., 7.000%, 03/15/24 | | | | | 758,700 | | | | | | 0.1 | | | |
| | | 1,000,000 | #,L | | Valeant Pharmaceuticals International, 6.375%, 10/15/20 | | | | | 973,750 | | | | | | 0.1 | | | |
| | | 1,055,000 | # | | Valeant Pharmaceuticals International, 6.750%, 08/15/21 | | | | | 1,007,525 | | | | | | 0.2 | | | |
| | | 1,900,000 | # | | Valeant Pharmaceuticals International, 7.250%, 07/15/22 | | | | | 1,795,500 | | | | | | 0.3 | | | |
| | | 2,800,000 | # | | Vizient, Inc., 10.375%, 03/01/24 | | | | | 3,227,000 | | | | | | 0.5 | | | |
| | | 22,115,000 | | | | Other Securities(b) | | | | | 22,683,821 | | | | | | 3.7 | | |
| | | | | | | | | | | | 116,743,163 | | | | | | 18.8 | | |
| | | | | | | Energy: 11.0% | | ||||||||||||
| | | 1,020,000 | # | | Antero Resources Corp., 5.000%, 03/01/25 | | | | | 994,500 | | | | | | 0.2 | | | |
| | | 1,430,000 | # | | California Resources Corp., 8.000%, 12/15/22 | | | | | 909,837 | | | | | | 0.1 | | | |
| | | 1,155,000 | | | | Cheniere Corpus Christi Holdings LLC, 5.875%, 03/31/25 | | | | | 1,235,850 | | | | | | 0.2 | | |
| | | 2,140,000 | # | | Cheniere Corpus Christi Holdings LLC, 5.125%, 06/30/27 | | | | | 2,196,175 | | | | | | 0.4 | | | |
| | | 1,480,000 | L | | Chesapeake Energy Corp., 6.125%, 02/15/21 | | | | | 1,457,800 | | | | | | 0.2 | | |
Voya High Yield Portfolio | as of June 30, 2017 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Energy (continued) | | ||||||||||||
| | | 2,140,000 | #,L | | Chesapeake Energy Corp., 8.000%, 01/15/25 | | | | $ | 2,126,625 | | | | | | 0.4 | | | |
| | | 800,000 | # | | Covey Park Energy LLC / Covey Park Finance Corp., 7.500%, 05/15/25 | | | | | 802,000 | | | | | | 0.1 | | | |
| | | 1,250,000 | # | | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 5.750%, 04/01/25 | | | | | 1,250,000 | | | | | | 0.2 | | | |
| | | 2,245,000 | # | | Delek Logistics Partners L.P., 6.750%, 05/15/25 | | | | | 2,278,675 | | | | | | 0.4 | | | |
| | | 1,370,000 | # | | Diamondback Energy, Inc., 4.750%, 11/01/24 | | | | | 1,370,000 | | | | | | 0.2 | | | |
| | | 1,415,000 | # | | Enviva Partners L.P. / Enviva Partners Finance Corp., 8.500%, 11/01/21 | | | | | 1,515,819 | | | | | | 0.2 | | | |
| | | 1,420,000 | # | | Gulfport Energy Corp., 6.000%, 10/15/24 | | | | | 1,388,050 | | | | | | 0.2 | | | |
| | | 460,000 | # | | Gulfport Energy Corp., 6.375%, 05/15/25 | | | | | 454,825 | | | | | | 0.1 | | | |
| | | 2,000,000 | # | | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.000%, 12/01/24 | | | | | 1,850,000 | | | | | | 0.3 | | | |
| | | 2,365,000 | # | | Lonestar Resources America, Inc., 8.750%, 04/15/19 | | | | | 2,270,400 | | | | | | 0.4 | | | |
| | | 70,000 | | | | Murphy Oil USA, Inc., 5.625%, 05/01/27 | | | | | 73,062 | | | | | | 0.0 | | |
| | | 2,500,000 | | | | Murphy Oil USA, Inc., 6.000%, 08/15/23 | | | | | 2,650,000 | | | | | | 0.4 | | |
| | | 2,225,000 | | | | Murphy Oil Corp., 4.700%-6.875%, 12/01/22-08/15/24 | | | | | 2,184,010 | | | | | | 0.4 | | |
| | | 1,415,000 | # | | Murray Energy Corp., 11.250%, 04/15/21 | | | | | 1,075,400 | | | | | | 0.2 | | | |
| | | 2,715,000 | L | | PBF Logistics L.P. / PBF Logistics Finance Corp., 6.875%, 05/15/23 | | | | | 2,769,300 | | | | | | 0.4 | | | |
| | | 1,950,000 | # | | Range Resources Corp., 5.875%, 07/01/22 | | | | | 1,989,000 | | | | | | 0.3 | | | |
| | | 2,300,000 | # | | Rockies Express Pipeline, LLC, 5.625%, 04/15/20 | | | | | 2,455,250 | | | | | | 0.4 | | | |
| | | 3,200,000 | | | | Tesoro Logistics L.P. / Tesoro Logistics Finance Corp., 6.125%-6.375%, 10/15/21-05/01/24 | | | | | 3,378,750 | | | | | | 0.5 | | |
| | | 940,000 | # | | Vermilion Energy, Inc., 5.625%, 03/15/25 | | | | | 928,250 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Energy (continued) | | ||||||||||||
| | | 1,405,000 | # | | WildHorse Resource Development Corp., 6.875%, 02/01/25 | | | | $ | 1,324,213 | | | | | | 0.2 | | | |
| | | 3,237,000 | | | | WPX Energy, Inc., 6.000%, 01/15/22 | | | | | 3,220,815 | | | | | | 0.5 | | |
| | | 30,983,000 | | | | Other Securities(a),(b) | | | | | 24,113,165 | | | | | | 3.9 | | |
| | | | | | | | | | | | 68,261,771 | | | | | | 11.0 | | |
| | | | | | | Financial: 4.9% | | ||||||||||||
| | | 5,352,000 | L | | Ally Financial, Inc., 5.750%-8.000%, 09/15/20-11/01/31 | | | | | 6,058,210 | | | | | | 1.0 | | | |
| | | 3,050,000 | # | | ESH Hospitality, Inc., 5.250%, 05/01/25 | | | | | 3,168,188 | | | | | | 0.5 | | | |
| | | 800,000 | # | | FBM Finance, Inc., 8.250%, 08/15/21 | | | | | 861,000 | | | | | | 0.1 | | | |
| | | 565,000 | # | | Iron Mountain, Inc., 6.000%, 10/01/20 | | | | | 586,894 | | | | | | 0.1 | | | |
| | | 499,200 | #,± | | Lehman Brothers Holdings, Inc., 8.160%, 05/30/09 | | | | | 15,959 | | | | | | 0.0 | | | |
| | | 2,535,000 | L | | Navient Corp., 5.875%, 10/25/24 | | | | | 2,592,798 | | | | | | 0.4 | | | |
| | | 2,380,000 | | | | Navient Corp., 7.250%, 09/25/23 | | | | | 2,564,450 | | | | | | 0.4 | | |
| | | 1,150,000 | | | | Navient Corp., 6.125%-6.625%, 07/26/21-03/25/24 | | | | | 1,207,750 | | | | | | 0.2 | | |
| | | 1,210,000 | # | | Realogy Group LLC / Realogy Co-Issuer Corp., 5.250%, 12/01/21 | | | | | 1,274,130 | | | | | | 0.2 | | | |
| | | 1,200,000 | # | | Tempo Acquisition LLC / Tempo Acquisition Finance Corp., 6.750%, 06/01/25 | | | | | 1,230,000 | | | | | | 0.2 | | | |
| | | 925,000 | # | | Uniti Group, Inc. / CSL Capital LLC, 7.125%, 12/15/24 | | | | | 920,669 | | | | | | 0.2 | | | |
| | | 9,262,000 | | | | Other Securities | | | | | 9,803,291 | | | | | | 1.6 | | |
| | | | | | | | | | | | 30,283,339 | | | | | | 4.9 | | |
| | | | | | | Industrial: 10.5% | | ||||||||||||
| | | 1,875,000 | # | | Advanced Disposal Services, Inc., 5.625%, 11/15/24 | | | | | 1,935,937 | | | | | | 0.3 | | | |
| | | 2,375,000 & | | | | ARD Finance SA, 7.125%, 09/15/23 | | | | | 2,541,012 | | | | | | 0.4 | | |
| | | 492,000 | # | | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 6.000%, 02/15/25 | | | | | 517,830 | | | | | | 0.1 | | |
Voya High Yield Portfolio | as of June 30, 2017 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Industrial (continued) | | ||||||||||||
| | | 1,375,000 | # | | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 7.250%, 05/15/24 | | | | $ | 1,509,062 | | | | | | 0.2 | | | |
| | | 1,670,000 | # | | ATS Automation Tooling Systems, Inc., 6.500%, 06/15/23 | | | | | 1,745,150 | | | | | | 0.3 | | | |
| | | 1,005,000 | # | | BMC East LLC, 5.500%, 10/01/24 | | | | | 1,052,738 | | | | | | 0.2 | | | |
| | | 2,350,000 | # | | Bombardier, Inc., 8.750%, 12/01/21 | | | | | 2,614,375 | | | | | | 0.4 | | | |
| | | 285,000 | # | | Builders FirstSource, Inc., 5.625%, 09/01/24 | | | | | 297,825 | | | | | | 0.1 | | | |
| | | 2,250,000 | # | | Builders FirstSource, Inc., 10.750%, 08/15/23 | | | | | 2,604,375 | | | | | | 0.4 | | | |
| | | 2,080,000 | # | | BWAY Holding Co., 7.250%, 04/15/25 | | | | | 2,116,400 | | | | | | 0.3 | | | |
| | | 1,500,000 | # | | Cleaver-Brooks, Inc., 8.750%, 12/15/19 | | | | | 1,548,750 | | | | | | 0.3 | | | |
| | | 2,280,000 | # | | Gates Global LLC / Gates Global Co., 6.000%, 07/15/22 | | | | | 2,297,100 | | | | | | 0.4 | | | |
| | | 300,000 | # | | GFL Environmental, Inc., 5.625%, 05/01/22 | | | | | 308,250 | | | | | | 0.1 | | | |
| | | 2,010,000 | # | | James Hardie International Finance DAC, 5.875%, 02/15/23 | | | | | 2,115,525 | | | | | | 0.3 | | | |
| | | 1,300,000 | # | | Koppers, Inc., 6.000%, 02/15/25 | | | | | 1,384,500 | | | | | | 0.2 | | | |
| | | 1,735,000 | # | | Masonite International Corp., 5.625%, 03/15/23 | | | | | 1,821,750 | | | | | | 0.3 | | | |
| | | 2,525,000 | # | | Multi-Color Corp., 6.125%, 12/01/22 | | | | | 2,663,875 | | | | | | 0.4 | | | |
| | | 1,415,000 | # | | Novelis Corp., 5.875%, 09/30/26 | | | | | 1,460,988 | | | | | | 0.2 | | | |
| | | 400,000 | # | | Novelis Corp., 6.250%, 08/15/24 | | | | | 421,000 | | | | | | 0.1 | | | |
| | | 275,000 | # | | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/23 | | | | | 303,703 | | | | | | 0.0 | | | |
| | | 2,525,000 | # | | Owens-Brockway Glass Container, Inc., 6.375%, 08/15/25 | | | | | 2,839,047 | | | | | | 0.5 | | | |
| | | 2,100,000 | #,L | | PaperWorks Industries, Inc., 9.500%, 08/15/19 | | | | | 1,564,500 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Industrial (continued) | | ||||||||||||
| | | 2,000,000 | # | | Plastipak Holdings, Inc., 6.500%, 10/01/21 | | | | $ | 2,075,000 | | | | | | 0.3 | | | |
| | | 870,000 | # | | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/23 | | | | | 904,800 | | | | | | 0.2 | | | |
| | | 115,000 | # | | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 7.000%, 07/15/24 | | | | | 123,578 | | | | | | 0.0 | | | |
| | | 2,000,000 | # | | RSI Home Products, Inc., 6.500%, 03/15/23 | | | | | 2,115,000 | | | | | | 0.3 | | | |
| | | 1,000,000 | # | | Sealed Air Corp., 5.500%, 09/15/25 | | | | | 1,095,000 | | | | | | 0.2 | | | |
| | | 500,000 | # | | Sealed Air Corp., 6.500%, 12/01/20 | | | | | 560,000 | | | | | | 0.1 | | | |
| | | 2,515,000 | # | | Shape Technologies Group, Inc., 7.625%, 02/01/20 | | | | | 2,621,888 | | | | | | 0.4 | | | |
| | | 2,295,000 | # | | Standard Industries, Inc./NJ, 6.000%, 10/15/25 | | | | | 2,467,125 | | | | | | 0.4 | | | |
| | | 510,000 | | | | Summit Materials LLC / Summit Materials Finance Corp., 6.125%, 07/15/23 | | | | | 536,775 | | | | | | 0.1 | | |
| | | 2,250,000 | | | | Summit Materials LLC / Summit Materials Finance Corp., 8.500%, 04/15/22 | | | | | 2,553,750 | | | | | | 0.4 | | |
| | | 3,020,000 | | | | TransDigm, Inc., 6.375%-6.500%, 07/15/24-06/15/26 | | | | | 3,094,000 | | | | | | 0.5 | | |
| | | 800,000 | # | | Tutor Perini Corp., 6.875%, 05/01/25 | | | | | 844,000 | | | | | | 0.1 | | | |
| | | 1,260,000 | # | | Zekelman Industries, Inc., 9.875%, 06/15/23 | | | | | 1,419,075 | | | | | | 0.2 | | | |
| | | 8,675,000 | | | | Other Securities | | | | | 9,157,045 | | | | | | 1.5 | | |
| | | | | | | | | | | | 65,230,728 | | | | | | 10.5 | | |
| | | | | | | Technology: 6.1% | | ||||||||||||
| | | 2,500,000 | # | | BMC Software Finance, Inc., 8.125%, 07/15/21 | | | | | 2,600,800 | | | | | | 0.4 | | | |
| | | 1,500,000 | #,& | | Boxer Parent Co., Inc., 9.000%, 10/15/19 | | | | | 1,505,625 | | | | | | 0.2 | | |
Voya High Yield Portfolio | as of June 30, 2017 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Technology (continued) | | ||||||||||||
| | | 475,000 | # | | Camelot Finance SA, 7.875%, 10/15/24 | | | | $ | 513,000 | | | | | | 0.1 | | | |
| | | 940,000 | # | | Change Healthcare Holdings LLC / Change Healthcare Finance, Inc., 5.750%, 03/01/25 | | | | | 962,325 | | | | | | 0.2 | | | |
| | | 1,200,000 | # | | Dell International LLC / EMC Corp., 5.450%, 06/15/23 | | | | | 1,303,661 | | | | | | 0.2 | | | |
| | | 445,000 | # | | Dell International LLC / EMC Corp., 5.875%, 06/15/21 | | | | | 467,250 | | | | | | 0.1 | | | |
| | | 1,200,000 | # | | Dell International LLC / EMC Corp., 6.020%, 06/15/26 | | | | | 1,324,191 | | | | | | 0.2 | | | |
| | | 445,000 | # | | Dell International LLC / EMC Corp., 7.125%, 06/15/24 | | | | | 489,403 | | | | | | 0.1 | | | |
| | | 2,001,000 | # | | Entegris, Inc., 6.000%, 04/01/22 | | | | | 2,096,047 | | | | | | 0.3 | | | |
| | | 500,000 | # | | First Data Corp., 5.000%, 01/15/24 | | | | | 516,090 | | | | | | 0.1 | | | |
| | | 370,000 | # | | First Data Corp., 5.375%, 08/15/23 | | | | | 387,575 | | | | | | 0.0 | | | |
| | | 1,000,000 | # | | First Data Corp., 5.750%, 01/15/24 | | | | | 1,042,500 | | | | | | 0.2 | | | |
| | | 3,650,000 | # | | First Data Corp., 7.000%, 12/01/23 | | | | | 3,905,500 | | | | | | 0.6 | | | |
| | | 2,360,000 | #,& | | Infor Software Parent LLC / Infor Software Parent, Inc., 7.125%, 05/01/21 | | | | | 2,442,600 | | | | | | 0.4 | | | |
| | | 1,895,000 | # | | Micron Technology, Inc., 5.250%, 01/15/24 | | | | | 1,970,800 | | | | | | 0.3 | | | |
| | | 910,000 | # | | MSCI, Inc., 5.250%, 11/15/24 | | | | | 969,150 | | | | | | 0.2 | | | |
| | | 865,000 | # | | MSCI, Inc., 5.750%, 08/15/25 | | | | | 941,224 | | | | | | 0.1 | | | |
| | | 1,780,000 | # | | Open Text Corp., 5.625%, 01/15/23 | | | | | 1,864,550 | | | | | | 0.3 | | | |
| | | 535,000 | # | | Open Text Corp., 5.875%, 06/01/26 | | | | | 576,794 | | | | | | 0.1 | | | |
| | | 1,000,000 | # | | Quintiles IMS, Inc., 5.000%, 10/15/26 | | | | | 1,033,750 | | | | | | 0.2 | | | |
| | | 1,430,000 | # | | RP Crown Parent LLC, 7.375%, 10/15/24 | | | | | 1,490,775 | | | | | | 0.2 | | | |
| | | 400,000 | # | | Veritas US, Inc. / Veritas Bermuda Ltd., 7.500%, 02/01/23 | | | | | 431,000 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Technology (continued) | | ||||||||||||
| | | 1,745,000 | # | | Veritas US, Inc. / Veritas Bermuda Ltd., 10.500%, 02/01/24 | | | | $ | 1,915,138 | | | | | | 0.3 | | | |
| | | 7,010,000 | | | | Other Securities | | | | | 7,472,528 | | | | | | 1.2 | | |
| | | | | | | | | | | | 38,222,276 | | | | | | 6.1 | | |
| | | | | | | Utilities: 1.6% | | ||||||||||||
| | | 2,960,000 | L | | Calpine Corp., 5.375%-5.750%, 01/15/23-01/15/25 | | | | | 2,818,294 | | | | | | 0.5 | | | |
| | | 2,500,000 | # | | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/23 | | | | | 2,606,250 | | | | | | 0.4 | | | |
| | | 3,352,000 | | | | NRG Energy, Inc., 6.250%-7.875%, 05/15/21-01/15/27 | | | | | 3,435,137 | | | | | | 0.5 | | |
| | | 929,000 | | | | Other Securities | | | | | 978,825 | | | | | | 0.2 | | |
| | | | | | | | | | | | 9,838,506 | | | | | | 1.6 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $581,155,775) | | | | | 596,190,495 | | | | | | 95.8 | | |
| BANK LOANS: 0.6% | | ||||||||||||||||||
| | | | | | | Communications: 0.3% | | ||||||||||||
| | | 2,250,000 | | | | Other Securities | | | | | 1,845,000 | | | | | | 0.3 | | |
| | | | | | | Consumer, Non-cyclical: 0.3% | | ||||||||||||
| | | 1,705,555 | | | | Other Securities | | | | | 1,715,860 | | | | | | 0.3 | | |
| | | | | | | Total Bank Loans (Cost $3,617,020) | | | | | 3,560,860 | | | | | | 0.6 | | |
| | | | | | | Total Long-Term Investments (Cost $584,772,795) | | | | | 599,751,355 | | | | | | 96.4 | | |
| SHORT-TERM INVESTMENTS: 5.7% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 5.7% | | ||||||||||||
| | | 1,128,787 | | | | BNP Paribas S.A., Repurchase Agreement dated 06/30/17, 1.11%, due 07/03/17 (Repurchase Amount $1,128,890, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $1,151,363, due 07/28/17-09/09/49) | | | | | 1,128,787 | | | | | | 0.2 | | |
Voya High Yield Portfolio | as of June 30, 2017 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 8,356,695 | | | | Cantor Fitzgerald, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $8,357,485, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $8,523,829, due 07/15/17-05/20/67) | | | | $ | 8,356,695 | | | | | | 1.3 | | |
| | | 8,356,695 | | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $8,357,485, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $8,523,829, due 07/13/17-12/01/51) | | | | | 8,356,695 | | | | | | 1.4 | | |
| | | 1,373,983 | | | | HSBC Securities USA, Repurchase Agreement dated 06/30/17, 1.06%, due 07/03/17 (Repurchase Amount $1,374,103, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.250%, Market Value plus accrued interest $1,401,465, due 07/15/17-01/15/37) | | | | | 1,373,983 | | | | | | 0.2 | | |
| | | 674,839 | | | | Jefferies LLC, Repurchase Agreement dated 06/30/17, 1.25%, due 07/03/17 (Repurchase Amount $674,908, collateralized by various U.S. Government Agency Obligations, 0.000%-7.125%, Market Value plus accrued interest $688,339, due 07/07/17-01/15/30) | | | | | 674,839 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 6,937,061 | | | | Nomura Securities, Repurchase Agreement dated 06/30/17, 1.13%, due 07/03/17 (Repurchase Amount $6,937,705, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $7,075,802, due 07/10/17-06/20/67) | | | | $ | 6,937,061 | | | | | | 1.1 | | |
| | | 8,356,700 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/17, 1.30%, due 07/03/17 (Repurchase Amount $8,357,593, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $8,523,810, due 01/15/19-02/15/46) | | | | | 8,356,700 | | | | | | 1.4 | | |
| | | | | | | | | | | | 35,184,760 | | | | | | 5.7 | | |
| | | | | | | Total Short-Term Investments (Cost $35,184,760) | | | | | 35,184,760 | | | | | | 5.7 | | |
| | | | | | | Total Investments in Securities (Cost $619,957,555) | | | | $ | 634,936,115 | | | | | | 102.1 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (12,975,862) | | | | | | (2.1) | | |
| | | | | | | Net Assets | | | | $ | 621,960,253 | | | | | | 100.0 | | |
|
Voya High Yield Portfolio | as of June 30, 2017 (Unaudited) (continued) |
| Gross Unrealized Appreciation | | | | $ | 25,302,358 | | |
| Gross Unrealized Depreciation | | | | | (10,406,598) | | |
| Net Unrealized Appreciation | | | | $ | 14,895,760 | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2017 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Corporate Bonds/Notes | | | | $ | — | | | | | $ | 596,190,495 | | | | | $ | — | | | | | $ | 596,190,495 | | |
Short-Term Investments | | | | | — | | | | | | 35,184,760 | | | | | | — | | | | | | 35,184,760 | | |
Bank Loans | | | | | — | | | | | | 3,560,860 | | | | | | — | | | | | | 3,560,860 | | |
Total Investments, at fair value | | | | $ | — | | | | | $ | 634,936,115 | | | | | $ | — | | | | | $ | 634,936,115 | | |
|
Voya Large Cap Growth Portfolio | as of June 30, 2017 (Unaudited) |
| Sector Diversification as of June 30, 2017 (as a percentage of net assets) | | |||
| | | | ||
| Information Technology | | | 36.2% | |
| Consumer Discretionary | | | 18.4% | |
| Health Care | | | 13.7% | |
| Industrials | | | 12.5% | |
| Consumer Staples | | | 7.7% | |
| Financials | | | 3.8% | |
| Materials | | | 3.6% | |
| Real Estate | | | 2.7% | |
| Energy | | | 0.6% | |
| Assets in Excess of Other Liabilities* | | | 0.8% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.2% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 18.4% | | ||||||||||||
| | | 216,041 | @ | | Amazon.com, Inc. | | | | $ | 209,127,688 | | | | | | 3.4 | | | |
| | | 1,080,374 | @ | | Burlington Stores, Inc. | | | | | 99,383,604 | | | | | | 1.6 | | | |
| | | 1,533,842 | | | | Coach, Inc. | | | | | 72,612,080 | | | | | | 1.2 | | |
| | | 3,139,285 | | | | Comcast Corp. - Class A | | | | | 122,180,972 | | | | | | 2.0 | | |
| | | 1,117,909 | @ | | Dish Network Corp. - Class A | | | | | 70,159,969 | | | | | | 1.1 | | | |
| | | 1,227,356 | @ | | Dollar Tree, Inc. | | | | | 85,816,732 | | | | | | 1.4 | | | |
| | | 1,008,960 | | | | Home Depot, Inc. | | | | | 154,774,464 | | | | | | 2.5 | | |
| | | 2,691,334 | | | | Interpublic Group of Cos., Inc. | | | | | 66,206,817 | | | | | | 1.1 | | |
| | | 661,369 | | | | McDonald’s Corp. | | | | | 101,295,276 | | | | | | 1.6 | | |
| | | 454,958 | @ | | O'Reilly Automotive, Inc. | | | | | 99,517,513 | | | | | | 1.6 | | | |
| | | 508,050 | | | | Other Securities | | | | | 52,562,350 | | | | | | 0.9 | | |
| | | | | | | | | | | | 1,133,637,465 | | | | | | 18.4 | | |
| | | | | | | Consumer Staples: 7.7% | | ||||||||||||
| | | 384,686 | | | | Costco Wholesale Corp. | | | | | 61,522,832 | | | | | | 1.0 | | |
| | | 2,022,953 | @ | | Monster Beverage Corp. | | | | | 100,500,305 | | | | | | 1.6 | | | |
| | | 1,516,252 | | | | PepsiCo, Inc. | | | | | 175,111,944 | | | | | | 2.8 | | |
| | | 1,799,890 | | | | Sysco Corp. | | | | | 90,588,464 | | | | | | 1.5 | | |
| | | 943,047 | | | | Other Securities | | | | | 48,925,278 | | | | | | 0.8 | | |
| | | | | | | | | | | | 476,648,823 | | | | | | 7.7 | | |
| | | | | | | Energy: 0.6% | | ||||||||||||
| | | 426,293 | | | | Other Securities | | | | | 37,859,081 | | | | | | 0.6 | | |
| | | | | | | Financials: 3.8% | | ||||||||||||
| | | 463,863 | | | | Aon PLC | | | | | 61,670,586 | | | | | | 1.0 | | |
| | | 1,464,179 | | | | Intercontinental Exchange, Inc. | | | | | 96,518,680 | | | | | | 1.6 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials (continued) | | ||||||||||||
| | | 1,750,133 | | | | TD Ameritrade Holding Corp. | | | | $ | 75,238,217 | | | | | | 1.2 | | |
| | | | | | | | | | | | 233,427,483 | | | | | | 3.8 | | |
| | | | | | | Health Care: 13.7% | | ||||||||||||
| | | 416,318 | | | | Becton Dickinson & Co. | | | | | 81,227,805 | | | | | | 1.3 | | |
| | | 392,091 | @ | | Biogen, Inc. | | | | | 106,397,814 | | | | | | 1.7 | | | |
| | | 4,311,390 | @ | | Boston Scientific Corp. | | | | | 119,511,731 | | | | | | 1.9 | | | |
| | | 1,038,695 | @ | | Celgene Corp. | | | | | 134,895,319 | | | | | | 2.2 | | | |
| | | 1,003,260 | | | | Johnson & Johnson | | | | | 132,721,265 | | | | | | 2.2 | | |
| | | 949,540 | | | | UnitedHealth Group, Inc. | | | | | 176,063,707 | | | | | | 2.9 | | |
| | | 1,514,792 | | | | Zoetis, Inc. | | | | | 94,492,725 | | | | | | 1.5 | | |
| | | | | | | | | | | | 845,310,366 | | | | | | 13.7 | | |
| | | | | | | Industrials: 12.5% | | ||||||||||||
| | | 2,255,730 | | | | Delta Air Lines, Inc. | | | | | 121,222,930 | | | | | | 2.0 | | |
| | | 1,174,279 | | | | Emerson Electric Co. | | | | | 70,010,514 | | | | | | 1.1 | | |
| | | 835,813 | | | | Ingersoll-Rand PLC - Class A | | | | | 76,384,950 | | | | | | 1.2 | | |
| | | 326,350 | | | | Northrop Grumman Corp. | | | | | 83,777,308 | | | | | | 1.4 | | |
| | | 445,890 | | | | Parker Hannifin Corp. | | | | | 71,262,140 | | | | | | 1.1 | | |
| | | 567,614 | | | | Stanley Black & Decker, Inc. | | | | | 79,880,318 | | | | | | 1.3 | | |
| | | 208,147 | | | | TransDigm Group, Inc. | | | | | 55,964,484 | | | | | | 0.9 | | |
| | | 1,122,376 | | | | Union Pacific Corp. | | | | | 122,237,970 | | | | | | 2.0 | | |
| | | 1,265,933 | | | | Waste Management, Inc. | | | | | 92,856,186 | | | | | | 1.5 | | |
| | | | | | | | | | | | 773,596,800 | | | | | | 12.5 | | |
| | | | | | | Information Technology: 36.2% | | ||||||||||||
| | | 739,692 | @ | | Adobe Systems, Inc. | | | | | 104,622,037 | | | | | | 1.7 | | | |
| | | 273,883 | @ | | Alphabet, Inc. - Class A | | | | | 254,623,547 | | | | | | 4.1 | | | |
| | | 839,833 | | | | Amphenol Corp. | | | | | 61,996,472 | | | | | | 1.0 | | |
| | | 2,564,616 | | | | Apple, Inc. | | | | | 369,355,996 | | | | | | 6.0 | | |
| | | 2,784,623 | | | | Applied Materials, Inc. | | | | | 115,032,776 | | | | | | 1.9 | | |
| | | 643,885 | @ | | Electronic Arts, Inc. | | | | | 68,071,522 | | | | | | 1.1 | | | |
| | | 923,917 | @ | | Facebook, Inc. | | | | | 139,492,989 | | | | | | 2.3 | | | |
| | | 1,110,555 | | | | Fidelity National Information Services, Inc. | | | | | 94,841,397 | | | | | | 1.5 | | |
| | | 1,310,280 | | | | Mastercard, Inc. - Class A | | | | | 159,133,506 | | | | | | 2.6 | | |
| | | 5,168,742 | | | | Microsoft Corp. | | | | | 356,281,386 | | | | | | 5.8 | | |
| | | 1,434,376 | @ | | Salesforce.com, Inc. | | | | | 124,216,962 | | | | | | 2.0 | | | |
| | | 1,061,097 | | | | Texas Instruments, Inc. | | | | | 81,630,192 | | | | | | 1.3 | | |
| | | 955,252 | @,L | | VMware, Inc. | | | | | 83,517,682 | | | | | | 1.4 | | | |
| | | 2,498,995 | | | | Other Securities | | | | | 217,975,002 | | | | | | 3.5 | | |
| | | | | | | | | | | | 2,230,791,466 | | | | | | 36.2 | | |
| | | | | | | Materials: 3.6% | | ||||||||||||
| | | 1,094,518 | @ | | Berry Plastics Group, Inc. | | | | | 62,398,471 | | | | | | 1.0 | | | |
| | | 1,207,715 | @ | | Crown Holdings, Inc. | | | | | 72,052,277 | | | | | | 1.2 | | |
Voya Large Cap Growth Portfolio | as of June 30, 2017 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Materials (continued) | | ||||||||||||
| | | 1,414,478 | | | | Dow Chemical Co. | | | | $ | 89,211,128 | | | | | | 1.4 | | |
| | | | | | | | | | | | 223,661,876 | | | | | | 3.6 | | |
| | | | | | | Real Estate: 2.7% | | ||||||||||||
| | | 865,337 | | | | American Tower Corp. | | | | | 114,501,392 | | | | | | 1.9 | | |
| | | 117,939 | | | | Other Securities | | | | | 50,614,701 | | | | | | 0.8 | | |
| | | | | | | | | | | | 165,116,093 | | | | | | 2.7 | | |
| | | | | | | Total Common Stock (Cost $5,122,395,838) | | | | | 6,120,049,453 | | | | | | 99.2 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 1.9% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 1.1% | | ||||||||||||
| | | 2,181,719 | | | | BNP Paribas S.A., Repurchase Agreement dated 06/30/17, 1.11%, due 07/03/17 (Repurchase Amount $2,181,918, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $2,225,353, due 07/28/17-09/09/49) | | | | | 2,181,719 | | | | | | 0.0 | | |
| | | 16,151,688 | | | | Cantor Fitzgerald, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $16,153,215, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 10.500%, Market Value plus accrued interest $16,474,722, due 07/15/17-05/20/67) | | | | | 16,151,688 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 16,151,688 | | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $16,153,215, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $16,474,722, due 07/13/17-12/01/51) | | | | $ | 16,151,688 | | | | | | 0.3 | | |
| | | 2,655,634 | | | | HSBC Securities USA, Repurchase Agreement dated 06/30/17, 1.06%, due 07/03/17 (Repurchase Amount $2,655,865, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.250%, Market Value plus accrued interest $2,708,751, due 07/15/17-01/15/37) | | | | | 2,655,634 | | | | | | 0.0 | | |
| | | 1,304,329 | | | | Jefferies LLC, Repurchase Agreement dated 06/30/17, 1.25%, due 07/03/17 (Repurchase Amount $1,304,463, collateralized by various U.S. Government Agency Obligations, 0.000%-7.125%, Market Value plus accrued interest $1,330,423, due 07/07/17-01/15/30) | | | | | 1,304,329 | | | | | | 0.0 | | |
| | | 13,408,212 | | | | Nomura Securities, Repurchase Agreement dated 06/30/17, 1.13%, due 07/03/17 (Repurchase Amount $13,409,457, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $13,676,377, due 07/10/17-06/20/67) | | | | | 13,408,212 | | | | | | 0.2 | | |
Voya Large Cap Growth Portfolio | as of June 30, 2017 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 16,151,700 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/17, 1.30%, due 07/03/17 (Repurchase Amount $16,153,426, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $16,474,687, due 01/15/19-02/15/46) | | | | $ | 16,151,700 | | | | | | 0.3 | | |
| | | | | | | | | | | | 68,004,970 | | | | | | 1.1 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.8% | | ||||||||||||
| | | 47,485,000 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.860%†† (Cost $47,485,000) | | | | | 47,485,000 | | | | | | 0.8 | | |
| | | | | | | Total Short-Term Investments (Cost $115,489,970) | | | | | 115,489,970 | | | | | | 1.9 | | |
| | | | | | | Total Investments in Securities (Cost $5,237,885,808) | | | | $ | 6,235,539,423 | | | | | | 101.1 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (67,611,875) | | | | | | (1.1) | | |
| | | | | | | Net Assets | | | | $ | 6,167,927,548 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 1,064,278,102 | | |
| Gross Unrealized Depreciation | | | | | (79,093,056) | | |
| Net Unrealized Appreciation | | | | $ | 985,185,046 | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2017 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock* | | | | $ | 6,120,049,453 | | | | | $ | — | | | | | $ | — | | | | | $ | 6,120,049,453 | | |
Short-Term Investments | | | | | 47,485,000 | | | | | | 68,004,970 | | | | | | — | | | | | | 115,489,970 | | |
Total Investments, at fair value | | | | $ | 6,167,534,453 | | | | | $ | 68,004,970 | | | | | $ | — | | | | | $ | 6,235,539,423 | | |
|
Voya Large Cap Value Portfolio | as of June 30, 2017 (Unaudited) |
| Sector Diversification as of June 30, 2017 (as a percentage of net assets) | | |||
| | | | ||
| Financials | | | 25.4% | |
| Health Care | | | 13.8% | |
| Energy | | | 10.8% | |
| Consumer Staples | | | 9.2% | |
| Industrials | | | 8.6% | |
| Information Technology | | | 8.5% | |
| Consumer Discretionary | | | 6.4% | |
| Utilities | | | 6.0% | |
| Real Estate | | | 4.7% | |
| Telecommunication Services | | | 3.1% | |
| Materials | | | 2.7% | |
| Communications | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 0.8% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.2% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 6.4% | | ||||||||||||
| | | 378,585 | | | | CBS Corp. - Class B | | | | $ | 24,146,151 | | | | | | 1.8 | | |
| | | 537,608 | | | | Coach, Inc. | | | | | 25,450,363 | | | | | | 1.9 | | |
| | | 282,284 | @ | | Dish Network Corp. - Class A | | | | | 17,716,144 | | | | | | 1.3 | | | |
| | | 94,343 | | | | Vail Resorts, Inc. | | | | | 19,135,591 | | | | | | 1.4 | | |
| | | | | | | | | | | | 86,448,249 | | | | | | 6.4 | | |
| | | | | | | Consumer Staples: 9.2% | | ||||||||||||
| | | 425,412 | | | | Coca-Cola Co. | | | | | 19,079,728 | | | | | | 1.4 | | |
| | | 162,627 | | | | Dr Pepper Snapple Group, Inc. | | | | | 14,816,946 | | | | | | 1.1 | | |
| | | 174,821 | | | | Kraft Heinz Co. | | | | | 14,971,671 | | | | | | 1.1 | | |
| | | 333,572 | | | | Philip Morris International, Inc. | | | | | 39,178,031 | | | | | | 2.9 | | |
| | | 487,936 | | | | Wal-Mart Stores, Inc. | | | | | 36,926,997 | | | | | | 2.7 | | |
| | | | | | | | | | | | 124,973,373 | | | | | | 9.2 | | |
| | | | | | | Energy: 10.8% | | ||||||||||||
| | | 802,798 | | | | Canadian Natural Resources Ltd. | | | | | 23,152,694 | | | | | | 1.7 | | |
| | | 657,496 | | | | Exxon Mobil Corp. | | | | | 53,079,652 | | | | | | 3.9 | | |
| | | 352,538 | | | | Halliburton Co. | | | | | 15,056,898 | | | | | | 1.1 | | |
| | | 529,548 | | | | Plains GP Holdings L.P. | | | | | 13,852,976 | | | | | | 1.0 | | |
| | | 375,736 | | | | Royal Dutch Shell PLC - Class A ADR | | | | | 19,985,398 | | | | | | 1.5 | | |
| | | 320,423 | | | | Schlumberger Ltd. | | | | | 21,096,650 | | | | | | 1.6 | | |
| | | | | | | | | | | | 146,224,268 | | | | | | 10.8 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials: 25.4% | | ||||||||||||
| | | 309,505 | | | | Allstate Corp. | | | | $ | 27,372,622 | | | | | | 2.0 | | |
| | | 201,029 | | | | Chubb Ltd. | | | | | 29,225,596 | | | | | | 2.2 | | |
| | | 772,722 | | | | Citizens Financial Group, Inc. | | | | | 27,570,721 | | | | | | 2.0 | | |
| | | 397,264 | | | | Comerica, Inc. | | | | | 29,095,615 | | | | | | 2.1 | | |
| | | 754,412 | | | | Hartford Financial Services Group, Inc. | | | | | 39,659,439 | | | | | | 2.9 | | |
| | | 693,024 | | | | JPMorgan Chase & Co. | | | | | 63,342,394 | | | | | | 4.7 | | |
| | | 1,730,155 | | | | Keycorp | | | | | 32,423,105 | | | | | | 2.4 | | |
| | | 631,386 | | | | Lazard Ltd. | | | | | 29,252,113 | | | | | | 2.2 | | |
| | | 1,194,281 | | | | Wells Fargo & Co. | | | | | 66,175,110 | | | | | | 4.9 | | |
| | | | | | | | | | | | 344,116,715 | | | | | | 25.4 | | |
| | | | | | | Health Care: 13.8% | | ||||||||||||
| | | 489,489L | | | | AstraZeneca PLC ADR | | | | | 16,686,680 | | | | | | 1.2 | | |
| | | 303,285 | | | | Johnson & Johnson | | | | | 40,121,573 | | | | | | 3.0 | | |
| | | 336,234 | | | | Medtronic PLC | | | | | 29,840,767 | | | | | | 2.2 | | |
| | | 554,340 | | | | Merck & Co., Inc. | | | | | 35,527,651 | | | | | | 2.6 | | |
| | | 1,493,485 | | | | Pfizer, Inc. | | | | | 50,166,161 | | | | | | 3.7 | | |
| | | 81,431 | | | | UnitedHealth Group, Inc. | | | | | 15,098,936 | | | | | | 1.1 | | |
| | | | | | | | | | | | 187,441,768 | | | | | | 13.8 | | |
| | | | | | | Industrials: 8.6% | | ||||||||||||
| | | 101,971 | | | | Cummins, Inc. | | | | | 16,541,736 | | | | | | 1.2 | | |
| | | 216,819 | | | | Deere & Co. | | | | | 26,796,660 | | | | | | 2.0 | | |
| | | 116,106 | | | | General Dynamics Corp. | | | | | 23,000,599 | | | | | | 1.7 | | |
| | | 89,015 | | | | Rockwell Automation, Inc. | | | | | 14,416,869 | | | | | | 1.0 | | |
| | | 380,492 | | | | Timken Co. | | | | | 17,597,755 | | | | | | 1.3 | | |
| | | 119,970 | | | | Watsco, Inc. | | | | | 18,499,374 | | | | | | 1.4 | | |
| | | | | | | | | | | | 116,852,993 | | | | | | 8.6 | | |
| | | | | | | Information Technology: 8.5% | | ||||||||||||
| | | 743,496 | | | | Cisco Systems, Inc. | | | | | 23,271,425 | | | | | | 1.7 | | |
| | | 250,385 | | | | Microsoft Corp. | | | | | 17,259,038 | | | | | | 1.3 | | |
| | | 681,586 | | | | Oracle Corp. | | | | | 34,174,722 | | | | | | 2.5 | | |
| | | 385,433 | | | | Qualcomm, Inc. | | | | | 21,283,610 | | | | | | 1.6 | | |
| | | 294,961 | | | | Other Securities(a) | | | | | 19,443,548 | | | | | | 1.4 | | |
| | | | | | | | | | | | 115,432,343 | | | | | | 8.5 | | |
| | | | | | | Materials: 2.7% | | ||||||||||||
| | | 447,180 | | | | Dow Chemical Co. | | | | | 28,203,642 | | | | | | 2.1 | | |
| | | 145,209 | | | | Other Securities | | | | | 8,403,245 | | | | | | 0.6 | | |
| | | | | | | | | | | | 36,606,887 | | | | | | 2.7 | | |
| | | | | | | Real Estate: 4.7% | | ||||||||||||
| | | 153,954 | | | | Crown Castle International Corp. | | | | | 15,423,112 | | | | | | 1.2 | | |
| | | 462,921 | | | | Gaming and Leisure Properties, Inc. | | | | | 17,438,234 | | | | | | 1.3 | | |
Voya Large Cap Value Portfolio | as of June 30, 2017 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Real Estate (continued) | | ||||||||||||
| | | 271,629 | | | | Highwoods Properties, Inc. | | | | $ | 13,774,306 | | | | | | 1.0 | | |
| | | 155,907 | | | | Mid-America Apartment Communities, Inc. | | | | | 16,429,480 | | | | | | 1.2 | | |
| | | | | | | | | | | | 63,065,132 | | | | | | 4.7 | | |
| | | | | | | Telecommunication Services: 3.1% | | ||||||||||||
| | | 632,482 | | | | AT&T, Inc. | | | | | 23,863,546 | | | | | | 1.8 | | |
| | | 725,963 | L | | CenturyLink, Inc. | | | | | 17,335,996 | | | | | | 1.3 | | | |
| | | | | | | | | | | | 41,199,542 | | | | | | 3.1 | | |
| | | | | | | Utilities: 6.0% | | ||||||||||||
| | | 336,586 | | | | Ameren Corp. | | | | | 18,401,157 | | | | | | 1.3 | | |
| | | 482,577 | | | | Exelon Corp. | | | | | 17,406,552 | | | | | | 1.3 | | |
| | | 182,206 | | | | NextEra Energy, Inc. | | | | | 25,532,527 | | | | | | 1.9 | | |
| | | 302,355 | | | | PG&E Corp. | | | | | 20,067,301 | | | | | | 1.5 | | |
| | | 440,822 | | | | Other Securities | | | | | — | | | | | | — | | |
| | | | | | | | | | | | 81,407,537 | | | | | | 6.0 | | |
| | | | | | | Total Common Stock (Cost $1,202,500,486) | | | | | 1,343,768,807 | | | | | | 99.2 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 0.0% | | ||||||||||||||||||
| | | | | | | Communications: —% | | ||||||||||||
| | | 32,517 | | | | Other Securities | | | | | — | | | | | | — | | |
| | | | | | | Energy: 0.0% | | ||||||||||||
| | | 1,685,000 | | | | Other Securities | | | | | 73,588 | | | | | | 0.0 | | |
| | | | | | | Financial : —% | | ||||||||||||
| | | 1,216,000 | | | | Other Securities(b) | | | | | — | | | | | | — | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $862,218) | | | | | 73,588 | | | | | | 0.0 | | |
| | | | | | | Total Long-Term Investments (Cost $1,203,362,704) | | | | | 1,343,842,395 | | | | | | 99.2 | | |
| SHORT-TERM INVESTMENTS: 2.0% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 1.4% | | ||||||||||||
| | | 609,354 | | | | BNP Paribas S.A., Repurchase Agreement dated 06/30/17, 1.11%, due 07/03/17 (Repurchase Amount $609,410, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $621,541, due 07/28/17-09/09/49) | | | | | 609,354 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 4,511,200 | | | | Cantor Fitzgerald, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $4,511,626, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $4,601,424, due 07/15/17-05/20/67) | | | | $ | 4,511,200 | | | | | | 0.3 | | |
| | | 4,511,200 | | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $4,511,626, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $4,601,424, due 07/13/17-12/01/51) | | | | | 4,511,200 | | | | | | 0.3 | | |
| | | 741,719 | | | | HSBC Securities USA, Repurchase Agreement dated 06/30/17, 1.06%, due 07/03/17 (Repurchase Amount $741,784, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-7.250%, Market Value plus accrued interest $756,555, due 07/15/17-01/15/37) | | | | | 741,719 | | | | | | 0.1 | | |
| | | 364,299 | | | | Jefferies LLC, Repurchase Agreement dated 06/30/17, 1.25%, due 07/03/17 (Repurchase Amount $364,336, collateralized by various U.S. Government Agency Obligations, 0.000%-7.125%, Market Value plus accrued interest $371,587, due 07/07/17- 01/15/30) | | | | | 364,299 | | | | | | 0.0 | | |
Voya Large Cap Value Portfolio | as of June 30, 2017 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 3,744,846 | | | | Nomura Securities, Repurchase Agreement dated 06/30/17, 1.13%, due 07/03/17 (Repurchase Amount $3,745,194, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $3,819,743, due 07/10/17-06/20/67) | | | | $ | 3,744,846 | | | | | | 0.3 | | |
| | | 4,511,200 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/17, 1.30%, due 07/03/17 (Repurchase Amount $4,511,682, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $4,601,411, due 01/15/19-02/15/46) | | | | | 4,511,200 | | | | | | 0.3 | | |
| | | | | | | | | | | | 18,993,818 | | | | | | 1.4 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.6% | | ||||||||||||
| | | 7,678,000 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.860%†† (Cost $7,678,000) | | | | | 7,678,000 | | | | | | 0.6 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Total Short-Term Investments (Cost $26,671,818) | | | | $ | 26,671,818 | | | | | | 2.0 | | |
| | | Total Investments in Securities (Cost $1,230,034,522) | | | | $ | 1,370,514,213 | | | | | | 101.2 | | |
| | | Liabilities in Excess of Other Assets | | | | | (15,724,090) | | | | | | (1.2) | | |
| | | Net Assets | | | | $ | 1,354,790,123 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 161,597,149 | | |
| Gross Unrealized Depreciation | | | | | (23,568,331) | | |
| Net Unrealized Appreciation | | | | $ | 138,028,818 | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2017 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||
Consumer Discretionary | | | | $ | 86,448,249 | | | | | $ | — | | | | | $ | — | | | | | $ | 86,448,249 | | |
Consumer Staples | | | | | 124,973,373 | | | | | | — | | | | | | — | | | | | | 124,973,373 | | |
Energy | | | | | 146,224,268 | | | | | | — | | | | | | — | | | | | | 146,224,268 | | |
Financials | | | | | 344,116,715 | | | | | | — | | | | | | — | | | | | | 344,116,715 | | |
Voya Large Cap Value Portfolio | as of June 30, 2017 (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 June 30, 2017 | | ||||||||||||
Health Care | | | | | 187,441,768 | | | | | | — | | | | | | — | | | | | | 187,441,768 | | |
Industrials | | | | | 116,852,993 | | | | | | — | | | | | | — | | | | | | 116,852,993 | | |
Information Technology | | | | | 115,432,343 | | | | | | — | | | | | | — | | | | | | 115,432,343 | | |
Materials | | | | | 36,606,887 | | | | | | — | | | | | | — | | | | | | 36,606,887 | | |
Real Estate | | | | | 63,065,132 | | | | | | — | | | | | | — | | | | | | 63,065,132 | | |
Telecommunication Services | | | | | 41,199,542 | | | | | | — | | | | | | — | | | | | | 41,199,542 | | |
Utilities | | | | | 81,407,537 | | | | | | — | | | | | | — | | | | | | 81,407,537 | | |
Total Common Stock | | | | | 1,343,768,807 | | | | | | — | | | | | | — | | | | | | 1,343,768,807 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 73,588 | | | | | | — | | | | | | 73,588 | | |
Short-Term Investments | | | | | 7,678,000 | | | | | | 18,993,818 | | | | | | — | | | | | | 26,671,818 | | |
Total Investments, at fair value | | | | $ | 1,351,446,807 | | | | | $ | 19,067,406 | | | | | $ | — | | | | | $ | 1,370,514,213 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 53,529 | | |
Total | | | | $ | 53,529 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (8,010) | | |
Total | | | | $ | (8,010) | | |
|
Voya Limited Maturity Bond Portfolio | as of June 30, 2017 (Unaudited) |
| Investment Type Allocation as of June 30, 2017 (as a percentage of net assets) | | |||
| | | | ||
| Corporate Bonds/Notes | | | 39.8% | |
| U.S. Treasury Obligations | | | 20.3% | |
| Asset-Backed Securities | | | 17.4% | |
| Commercial Mortgage-Backed Securities | | | 7.9% | |
| Collateralized Mortgage Obligations | | | 0.1% | |
| Foreign Government Bonds | | | 0.1% | |
| U.S. Government Agency Obligations | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 14.4% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 39.8% | | ||||||||||||||||||
| | | | | | | Basic Materials: 0.5% | | ||||||||||||
| | | 1,400,000 | | | | Other Securities | | | | $ | 1,406,646 | | | | | | 0.5 | | |
| | | | | | | Communications: 1.8% | | ||||||||||||
| | | 1,050,000 | | | | AT&T, Inc., 2.300%, 03/11/19 | | | | | 1,056,698 | | | | | | 0.4 | | |
| | | 680,000 | # | | Sky PLC, 2.625%, 09/16/19 | | | | | 684,994 | | | | | | 0.2 | | | |
| | | 300,000 | # | | Verizon Communications, Inc., 2.946%, 03/15/22 | | | | | 302,381 | | | | | | 0.1 | | | |
| | | 2,974,000 | | | | Other Securities | | | | | 2,998,257 | | | | | | 1.1 | | |
| | | | | | | | | | | | 5,042,330 | | | | | | 1.8 | | |
| | | | | | | Consumer, Cyclical: 3.7% | | ||||||||||||
| | | 1,307,000 | | | | American Honda Finance Corp., 2.000%-2.250%, 08/15/19-02/14/20 | | | | | 1,315,580 | | | | | | 0.5 | | |
| | | 445,000 | # | | BMW US Capital LLC, 1.450%, 09/13/19 | | | | | 442,166 | | | | | | 0.2 | | | |
| | | 970,000 | # | | Daimler Finance North America LLC, 2.300%, 01/06/20 | | | | | 973,391 | | | | | | 0.4 | | | |
| | | 1,140,000 | | | | Ford Motor Credit Co. LLC, 3.157%, 08/04/20 | | | | | 1,162,501 | | | | | | 0.4 | | |
| | | 1,210,000 | | | | General Motors Financial Co., Inc., 3.950%, 04/13/24 | | | | | 1,228,653 | | | | | | 0.4 | | |
| | | 1,080,000 | | | | Southwest Airlines Co., 2.650%, 11/05/20 | | | | | 1,093,615 | | | | | | 0.4 | | |
| | | 542,000 | | | | Southwest Airlines Co., 2.750%, 11/06/19 | | | | | 550,479 | | | | | | 0.2 | | |
| | | 1,130,000 | | | | Toyota Motor Credit Corp., 1.550%-1.700%, 01/09/19-10/18/19 | | | | | 1,127,749 | | | | | | 0.4 | | |
| | | 2,299,000 | | | | Other Securities | | | | | 2,310,812 | | | | | | 0.8 | | |
| | | | | | | | | | | | 10,204,946 | | | | | | 3.7 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical: 6.0% | | ||||||||||||
| | | 980,000 | | | | Abbott Laboratories, 2.350%, 11/22/19 | | | | $ | 987,984 | | | | | | 0.3 | | |
| | | 470,000 | | | | Abbott Laboratories, 2.800%, 09/15/20 | | | | | 477,658 | | | | | | 0.2 | | |
| | | 1,470,000 | | | | Anheuser-Busch InBev Finance, Inc., 1.900%, 02/01/19 | | | | | 1,473,903 | | | | | | 0.5 | | |
| | | 1,220,000 | | | | AstraZeneca PLC, 1.750%-1.950%, 11/16/18-09/18/19 | | | | | 1,222,561 | | | | | | 0.5 | | |
| | | 520,000 | # | | BAT International Finance PLC, 2.750%, 06/15/20 | | | | | 527,123 | | | | | | 0.2 | | | |
| | | 990,000 | | | | Becton Dickinson and Co., 2.404%, 06/05/20 | | | | | 992,797 | | | | | | 0.4 | | |
| | | 850,000 | # | | Danone SA, 1.691%, 10/30/19 | | | | | 843,726 | | | | | | 0.3 | | | |
| | | 1,060,000 | | | | Kraft Heinz Foods Co., 2.000%, 07/02/18 | | | | | 1,062,953 | | | | | | 0.4 | | |
| | | 930,000 | | | | Teva Pharmaceutical Finance Netherlands III BV, 1.700%, 07/19/19 | | | | | 922,176 | | | | | | 0.3 | | |
| | | 7,887,000 | | | | Other Securities(a) | | | | | 7,881,837 | | | | | | 2.9 | | |
| | | | | | | | | | | | 16,392,718 | | | | | | 6.0 | | |
| | | | | | | Energy: 2.5% | | ||||||||||||
| | | 1,045,000 | | | | BP Capital Markets PLC, 2.315%-2.521%, 01/15/20-02/13/20 | | | | | 1,057,263 | | | | | | 0.4 | | |
| | | 2,193,000 | | | | Shell International Finance BV, 1.375%-2.125%, 11/10/18-09/12/21 | | | | | 2,182,022 | | | | | | 0.8 | | |
| | | 3,501,000 | | | | Other Securities | | | | | 3,511,211 | | | | | | 1.3 | | |
| | | | | | | | | | | | 6,750,496 | | | | | | 2.5 | | |
| | | | | | | Financial: 17.2% | | ||||||||||||
| | | 340,000 | # | | ABN AMRO Bank NV, 2.450%, 06/04/20 | | | | | 342,402 | | | | | | 0.1 | | | |
| | | 620,000 | # | | Athene Global Funding, 2.750%, 04/20/20 | | | | | 621,559 | | | | | | 0.2 | | | |
| | | 1,180,000 | | | | Australia & New Zealand Banking Group Ltd./New York NY, 2.050%-2.250%, 06/13/19-09/23/19 | | | | | 1,185,567 | | | | | | 0.4 | | |
| | | 1,063,000 | | | | Bank of America Corp., 2.600%, 01/15/19 | | | | | 1,073,443 | | | | | | 0.4 | | |
| | | 1,009,000 | | | | Bank of America Corp., 2.151%-2.650%, 04/01/19-11/09/20 | | | | | 1,014,666 | | | | | | 0.4 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2017 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 1,040,000 | | | | Bank of Montreal, 1.800%-2.100%, 07/31/18-12/12/19 | | | | $ | 1,042,171 | | | | | | 0.4 | | |
| | | 650,000 | # | | BNZ International Funding Ltd./London, 2.350%, 03/04/19 | | | | | 653,197 | | | | | | 0.2 | | | |
| | | 400,000 | | | | Capital One NA/Mclean VA, 2.350%, 08/17/18 | | | | | 401,720 | | | | | | 0.1 | | |
| | | 1,203,000 | | | | Citigroup, Inc., 2.050%, 12/07/18 | | | | | 1,205,244 | | | | | | 0.5 | | |
| | | 592,000 | | | | Citigroup, Inc., 2.500%, 07/29/19 | | | | | 597,641 | | | | | | 0.2 | | |
| | | 460,000 | # | | Commonwealth Bank of Australia, 2.250%, 03/10/20 | | | | | 461,138 | | | | | | 0.2 | | | |
| | | 1,050,000 | | | | Cooperatieve Rabobank UA/NY, 2.250%, 01/14/19 | | | | | 1,056,979 | | | | | | 0.4 | | |
| | | 1,050,000 | | | | Discover Bank, 2.600%, 11/13/18 | | | | | 1,059,310 | | | | | | 0.4 | | |
| | | 490,000 | | | | Fifth Third Bank/Cincinnati OH, 1.625%, 09/27/19 | | | | | 485,400 | | | | | | 0.2 | | |
| | | 950,000 | | | | Fifth Third Bank/Cincinnati OH, 2.150%, 08/20/18 | | | | | 954,158 | | | | | | 0.3 | | |
| | | 920,000 | | | | Hartford Financial Services Group, Inc., 8.125%, 06/15/68 | | | | | 973,139 | | | | | | 0.4 | | |
| | | 900,000 | # | | ING Bank NV, 2.700%, 08/17/20 | | | | | 912,732 | | | | | | 0.3 | | | |
| | | 1,300,000 | | | | JPMorgan Chase & Co., 1.850%-2.550%, 03/22/19-03/01/21 | | | | | 1,302,302 | | | | | | 0.5 | | |
| | | 705,000 | # | | Metropolitan Life Global Funding I, 1.550%, 09/13/19 | | | | | 698,999 | | | | | | 0.3 | | | |
| | | 2,490,000 | | | | Morgan Stanley, 2.200%-2.750%, 12/07/18-05/19/22 | | | | | 2,502,562 | | | | | | 0.9 | | |
| | | 350,000 | # | | New York Life Global Funding, 1.550%, 11/02/18 | | | | | 349,473 | | | | | | 0.1 | | | |
| | | 390,000 | # | | NUVEEN FINANCE LLC, 2.950%, 11/01/19 | | | | | 395,813 | | | | | | 0.1 | | | |
| | | 1,330,000 | | | | Royal Bank of Canada, 1.800%-2.125%, 07/30/18-03/02/20 | | | | | 1,332,287 | | | | | | 0.5 | | |
| | | 900,000 | | | | Royal Bank of Scotland Group PLC, 6.400%, 10/21/19 | | | | | 978,895 | | | | | | 0.4 | | |
| | | 820,000 | | | | Santander Holdings USA, Inc., 2.700%, 05/24/19 | | | | | 826,445 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 430,000 | | | | Santander UK PLC, 2.500%, 03/14/19 | | | | $ | 433,603 | | | | | | 0.2 | | |
| | | 626,000 | # | | Scentre Group Trust 1 / Scentre Group Trust 2, 2.375%, 11/05/19 | | | | | 627,641 | | | | | | 0.2 | | ��� | |
| | | 610,000 | # | | Standard Chartered PLC, 2.100%, 08/19/19 | | | | | 608,097 | | | | | | 0.2 | | | |
| | | 470,000 | # | | UBS AG/London, 2.200%, 06/08/20 | | | | | 470,675 | | | | | | 0.2 | | | |
| | | 860,000 | # | | UBS Group Funding Switzerland AG, 2.950%, 09/24/20 | | | | | 879,147 | | | | | | 0.3 | | | |
| | | 438,000 | # | | WEA Finance LLC / Westfield UK & Europe Finance PLC, 2.700%, 09/17/19 | | | | | 441,865 | | | | | | 0.2 | | | |
| | | 1,330,000 | | | | Wells Fargo Bank NA, 2.150%, 12/06/19 | | | | | 1,336,693 | | | | | | 0.5 | | |
| | | 19,297,000 | | | | Other Securities | | | | | 19,627,121 | | | | | | 7.2 | | |
| | | | | | | | | | | | 46,852,084 | | | | | | 17.2 | | |
| | | | | | | Industrial: 1.5% | | ||||||||||||
| | | 523,000 | # | | Rolls-Royce PLC, 2.375%, 10/14/20 | | | | | 523,770 | | | | | | 0.2 | | | |
| | | 300,000 | # | | Siemens Financieringsmaatschappij NV, 2.200%, 03/16/20 | | | | | 302,257 | | | | | | 0.1 | | | |
| | | 3,232,000 | | | | Other Securities | | | | | 3,255,996 | | | | | | 1.2 | | |
| | | | | | | | | | | | 4,082,023 | | | | | | 1.5 | | |
| | | | | | | Technology: 3.5% | | ||||||||||||
| | | 1,230,000 | | | | Applied Materials, Inc., 2.625%, 10/01/20 | | | | | 1,251,647 | | | | | | 0.4 | | |
| | | 545,000 | # | | Broadcom Corp. / Broadcom Cayman Finance Ltd., 2.375%, 01/15/20 | | | | | 546,088 | | | | | | 0.2 | | | |
| | | 1,290,000 | # | | Dell International LLC / EMC Corp., 3.480%, 06/01/19 | | | | | 1,320,812 | | | | | | 0.5 | | | |
| | | 1,090,000 | | | | International Business Machines Corp., 1.900%, 01/27/20 | | | | | 1,090,633 | | | | | | 0.4 | | |
| | | 1,074,000 | | | | Microsoft Corp., 1.100%-1.550%, 08/08/19-08/08/21 | | | | | 1,056,141 | | | | | | 0.4 | | |
| | | 4,253,000 | | | | Other Securities | | | | | 4,286,645 | | | | | | 1.6 | | |
| | | | | | | | | | | | 9,551,966 | | | | | | 3.5 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2017 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Utilities: 3.1% | | ||||||||||||
| | | 1,125,000 | | | | Duke Energy Corp., 1.800%, 09/01/21 | | | | $ | 1,099,179 | | | | | | 0.4 | | |
| | | 268,000 | # | | Electricite de France SA, 2.350%, 10/13/20 | | | | | 269,142 | | | | | | 0.1 | | | |
| | | 6,913,000 | | | | Other Securities | | | | | 6,987,063 | | | | | | 2.6 | | |
| | | | | | | | | | | | 8,355,384 | | | | | | 3.1 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $108,284,070) | | | | | 108,638,593 | | | | | | 39.8 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 0.1% | | ||||||||||||||||||
| | | 344,036 | | | | Wells Fargo Mortgage Backed Securities 2005-AR16 Trust 2A1, 3.185%, 02/25/34 | | | | | 351,794 | | | | | | 0.1 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $347,256) | | | | | 351,794 | | | | | | 0.1 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 0.0% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 0.0%## | | ||||||||||||
| | | 153 | | | | Other Securities | | | | | 156 | | | | | | 0.0 | | |
| | | | | | | Federal National Mortgage Association: 0.0%## | | ||||||||||||
| | | 116,203 | | | | Other Securities | | | | | 127,397 | | | | | | 0.0 | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $118,653) | | | | | 127,553 | | | | | | 0.0 | | |
| FOREIGN GOVERNMENT BONDS: 0.1% | | ||||||||||||||||||
| | | 179,000 | | | | Other Securities | | | | | 179,027 | | | | | | 0.1 | | |
| | | | | | | Total Foreign Government Bonds (Cost $178,474) | | | | | 179,027 | | | | | | 0.1 | | |
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 7.9% | | ||||||||||||||||||
| | | 2,656,672 | | | | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR9 C, 5.055%, 09/11/42 | | | | | 2,699,559 | | | | | | 1.0 | | |
| | | 7,539 | | | | Citigroup Commercial Mortgage Trust 2007-C6 A1A, 5.866%, 12/10/49 | | | | | 7,534 | | | | | | 0.0 | | |
| | | 500,000 | # | | Citigroup Commercial Mortgage Trust 2016-SMPL A, 2.228%, 09/10/31 | | | | | 494,733 | | | | | | 0.2 | | | |
| | | 1,144,971 | | | | Citigroup/Deutsche Bank Commercial Mortgage Trust 2006-CD3 AM, 5.648%, 10/15/48 | | | | | 1,168,054 | | | | | | 0.4 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 1,340,000 | | | | Citigroup Commercial Mortgage Trust 2012-GC8 AAB, 2.608%, 09/10/45 | | | | $ | 1,360,934 | | | | | | 0.5 | | |
| | | 202,583 | # | | Commercial Mortgage Trust 2004-GG1 F, 6.591%, 06/10/36 | | | | | 202,945 | | | | | | 0.1 | | | |
| | | 22,240,086 ^ | | | | Freddie Mac Multifamily Structured Pass Through Certificates K705 X1, 1.855%, 09/25/18 | | | | | 366,414 | | | | | | 0.1 | | |
| | | 476,339 | | | | Ginnie Mae 2011-53 B, 4.397%, 05/16/51 | | | | | 504,510 | | | | | | 0.2 | | |
| | | 267,519 | | | | Ginnie Mae 2012-19 AB, 1.450%, 03/16/34 | | | | | 267,250 | | | | | | 0.1 | | |
| | | 392,664 | | | | Ginnie Mae 2014-54 AC, 2.874%, 02/16/49 | | | | | 397,859 | | | | | | 0.1 | | |
| | | 187,939 | | | | Ginnie Mae 2015-21 AF, 2.071%, 07/16/48 | | | | | 186,126 | | | | | | 0.1 | | |
| | | 468,926 | | | | Ginnie Mae 2016-110 AB, 2.000%, 05/16/49 | | | | | 462,698 | | | | | | 0.2 | | |
| | | 207,196 | | | | Ginnie Mae 2016-86 AB, 2.500%, 09/16/56 | | | | | 207,417 | | | | | | 0.1 | | |
| | | 558,151 | | | | Ginnie Mae 2017-50 AB, 2.400%, 02/16/47 | | | | | 552,823 | | | | | | 0.2 | | |
| | | 638,364 | | | | Ginnie Mae 2017-51 AB, 2.350%, 04/16/57 | | | | | 633,824 | | | | | | 0.2 | | |
| | | 430,000 | | | | Ginnie Mae 2017-86 AB, 2.300%, 05/16/59 | | | | | 428,737 | | | | | | 0.2 | | |
| | | 900,000 | | | | Ginnie Mae 2017-89 A, 2.500%, 08/16/57 | | | | | 901,941 | | | | | | 0.3 | | |
| | | 924,536 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC10 B, 5.021%, 01/12/37 | | | | | 940,952 | | | | | | 0.4 | | |
| | | 660,000 | # | | JP Morgan Chase Commercial Mortgage Securities Trust 2014-BXH D, 3.409%, 04/15/27 | | | | | 648,459 | | | | | | 0.2 | | | |
| | | 52,831 | # | | JPMorgan Commercial Mortgage-Backed Securities Trust 2009-RR1 A4B2, 1.000%, 03/18/51 | | | | | 52,638 | | | | | | 0.0 | | | |
| | | 489,076 | | | | Morgan Stanley Capital I Trust 2007-IQ16, 5.809%, 12/12/49 | | | | | 490,521 | | | | | | 0.2 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2017 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 707,056 | | | | Morgan Stanley Capital I Trust 2008-TOP29, 6.503%, 01/11/43 | | | | $ | 717,336 | | | | | | 0.2 | | |
| | | 760,000 | # | | PFP 2015-2 C, 4.422%, 07/14/34 | | | | | 761,298 | | | | | | 0.3 | | | |
| | | 7,046,484 | | | | Other Securities | | | | | 7,113,117 | | | | | | 2.6 | | |
| | | | | | | Total Commercial Mortgage-Backed Securities (Cost $21,733,611) | | | | | 21,567,679 | | | | | | 7.9 | | |
| ASSET-BACKED SECURITIES: 17.4% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 5.3% | | ||||||||||||
| | | 350,000 | # | | Bank of The West Auto Trust 2015-1 A4, 1.660%, 09/15/20 | | | | | 349,857 | | | | | | 0.1 | | | |
| | | 500,000 | | | | CarMax Auto Owner Trust 2016-2 A3, 1.520%, 02/16/21 | | | | | 499,110 | | | | | | 0.2 | | |
| | | 750,000 | | | | CarMax Auto Owner Trust 2017-1 A4, 2.270%, 09/15/22 | | | | | 756,328 | | | | | | 0.3 | | |
| | | 750,000 | # | | Chrysler Capital Auto Receivables Trust 2016-B, 1.870%, 02/15/22 | | | | | 746,031 | | | | | | 0.3 | | | |
| | | 600,000 | | | | Ford Credit Auto Owner Trust 2015-C A4, 1.740%, 02/15/21 | | | | | 600,491 | | | | | | 0.2 | | |
| | | 1,300,000 | | | | Ford Credit Auto Owner Trust 2016-C, 1.400%, 02/15/22 | | | | | 1,285,457 | | | | | | 0.5 | | |
| | | 450,000 | | | | GM Financial Automobile Leasing Trust 2015-3 A4, 1.810%, 11/20/19 | | | | | 450,664 | | | | | | 0.2 | | |
| | | 1,200,000 | | | | GM Financial Automobile Leasing Trust 2016-3, 1.780%, 05/20/20 | | | | | 1,197,475 | | | | | | 0.4 | | |
| | | 350,000 | | | | GM Financial Automobile Leasing Trust 2017-1 A4, 2.260%, 08/20/20 | | | | | 351,097 | | | | | | 0.1 | | |
| | | 970,000 | | | | Harley-Davidson Motorcycle Trust 2015-1 A4, 1.670%, 08/15/22 | | | | | 970,534 | | | | | | 0.4 | | |
| | | 300,000 | # | | Hyundai Auto Lease Securitization Trust 2016-C A4, 1.650%, 07/15/20 | | | | | 299,289 | | | | | | 0.1 | | | |
| | | 1,000,000 | | | | Mercedes-Benz Auto Lease Trust 2016-B, 1.520%, 06/15/22 | | | | | 997,759 | | | | | | 0.4 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
| | | 550,000 | # | | Oscar US Funding Trust VI LLC 2017-1A A3, 2.820%, 06/10/21 | | | | $ | 554,041 | | | | | | 0.2 | | | |
| | | 5,320,000 | | | | Other Securities | | | | | 5,324,399 | | | | | | 1.9 | | |
| | | | | | | | | | | | 14,382,532 | | | | | | 5.3 | | |
| | | | | | | Credit Card Asset-Backed Securities: 4.4% | | ||||||||||||
| | | 850,000 | | | | American Express Credit Account Master Trust 2017-1 A, 1.930%, 09/15/22 | | | | | 852,330 | | | | | | 0.3 | | |
| | | 650,000 | | | | American Express Credit Account Master Trust 2017-1 B, 2.100%, 09/15/22 | | | | | 650,422 | | | | | | 0.2 | | |
| | | 1,500,000 | | | | Cabela’s Credit Card Master Note Trust 2015-1A A1, 2.260%, 03/15/23 | | | | | 1,509,131 | | | | | | 0.6 | | |
| | | 900,000 | | | | Cabela’s Credit Card Master Note Trust 2016-1 A1, 1.780%, 06/15/22 | | | | | 898,936 | | | | | | 0.3 | | |
| | | 650,000 | | | | Capital One Multi-Asset Execution Trust 2016-A4 A4, 1.330%, 06/15/22 | | | | | 644,723 | | | | | | 0.2 | | |
| | | 1,200,000 | | | | Capital One Multi-Asset Execution Trust 2016-A6 A6, 1.820%, 09/15/22 | | | | | 1,200,949 | | | | | | 0.5 | | |
| | | 420,000 | | | | Citibank Credit Card Issuance Trust 2014-A6 A6, 2.150%, 07/15/21 | | | | | 423,571 | | | | | | 0.2 | | |
| | | 900,000 | | | | Citibank Credit Card Issuance Trust 2016-A1 A1, 1.750%, 11/19/21 | | | | | 899,593 | | | | | | 0.3 | | |
| | | 740,000 | | | | Discover Card Execution Note Trust 2012-A6 A6, 1.670%, 01/18/22 | | | | | 739,288 | | | | | | 0.3 | | |
| | | 400,000 | | | | Discover Card Execution Note Trust 2014-A1 A1, 1.589%, 07/15/21 | | | | | 401,942 | | | | | | 0.1 | | |
| | | 470,000 | | | | Discover Card Execution Note Trust 2014-A4 A4, 2.120%, 12/15/21 | | | | | 473,653 | | | | | | 0.2 | | |
| | | 470,000 | | | | Discover Card Execution Note Trust 2015-A3 A, 1.450%, 03/15/21 | | | | | 469,126 | | | | | | 0.2 | | |
| | | 1,200,000 | | | | Discover Card Execution Note Trust 2016-A4 A4, 1.390%, 03/15/22 | | | | | 1,190,428 | | | | | | 0.4 | | |
| | | 1,550,000 | | | | Other Securities | | | | | 1,545,897 | | | | | | 0.6 | | |
| | | | | | | | | | | | 11,899,989 | | | | | | 4.4 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2017 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Home Equity Asset-Backed Securities: 0.0% | | ||||||||||||
| | | 74,683 | | | | Other Securities | | | | $ | 75,179 | | | | | | 0.0 | | |
| | | | | | | Other Asset-Backed Securities: 7.4% | | ||||||||||||
| | | 970,000 | # | | Babson CLO Ltd. 2014-3A AR, 2.478%, 01/15/26 | | | | | 971,842 | | | | | | 0.4 | | | |
| | | 250,000 | # | | Bain Capital Credit CLO 2017-1A A2, 4.130%, 07/20/30 | | | | | 250,000 | | | | | | 0.1 | | | |
| | | 250,000 | # | | Barings CLO Ltd. 2017-1A A2, 5.850%, 07/18/29 | | | | | 250,000 | | | | | | 0.1 | | | |
| | | 580,000 | # | | Benefit Street Partners CLO II Ltd. 2013-IIA A1R, 2.492%, 07/15/29 | | | | | 580,000 | | | | | | 0.2 | | | |
| | | 840,000 | # | | Benefit Street Partners CLO IV Ltd. 2014-IVA A1R, 2.646%, 01/20/29 | | | | | 842,310 | | | | | | 0.3 | | | |
| | | 1,650,000 | # | | Benefit Street Partners CLO X Ltd. 2016-10A A1, 2.648%, 01/15/29 | | | | | 1,654,734 | | | | | | 0.6 | | | |
| | | 1,210,000 | # | | Carlyle Global Market Strategies CLO Ltd. 2017-1A A1A, 2.461%, 04/20/31 | | | | | 1,210,380 | | | | | | 0.4 | | | |
| | | 460,000 | # | | Cedar Funding II CLO Ltd. 2013-1A A1R, 2.519%, 06/09/30 | | | | | 460,000 | | | | | | 0.2 | | | |
| | | 630,000 | # | | CIFC Funding Ltd. 2016-1A A, 2.636%, 10/21/28 | | | | | 632,119 | | | | | | 0.2 | | | |
| | | 980,000 | # | | CIFC Funding Ltd. 2017-1A A, 2.243%, 04/23/29 | | | | | 980,645 | | | | | | 0.4 | | | |
| | | 968,807 | | | | CWABS, Inc. Asset-Backed Certificates Trust 2004-5 1A, 1.716%, 10/25/34 | | | | | 953,133 | | | | | | 0.3 | | |
| | | 960,000 | # | | Dryden 33 Senior Loan Fund 2014-33A AR, 2.588%, 10/15/28 | | | | | 966,341 | | | | | | 0.4 | | | |
| | | 540,000 | # | | Dryden 49 Senior Loan Fund 2017-49A A, 2.538%, 07/18/30 | | | | | 540,000 | | | | | | 0.2 | | | |
| | | 1,120,000 | # | | Dryden Senior Loan Fund 2017-47A A2, 2.745%, 04/15/28 | | | | | 1,120,929 | | | | | | 0.4 | | | |
| | | 68,218 | # | | GSAMP Trust 2005-SEA2 A1, 1.566%, 01/25/45 | | | | | 68,150 | | | | | | 0.0 | | | |
| | | 750,000 | # | | KKR CLO 9 AR Ltd., 2.457%, 07/15/30 | | | | | 750,000 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 950,000 | # | | LCM XXIII Ltd. 23A A1, 2.556%, 10/20/29 | | | | $ | 957,351 | | | | | | 0.3 | | | |
| | | 880,000 | # | | Oaktree EIF II Series B1 Ltd. 2015-B1A A, 2.732%, 02/15/26 | | | | | 882,516 | | | | | | 0.3 | | | |
| | | 520,000 | # | | Octagon Investment Partners 30 Ltd. 2017-1A A1, 2.567%, 03/17/30 | | | | | 521,194 | | | | | | 0.2 | | | |
| | | 500,000 | # | | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 2.533%, 07/15/29 | | | | | 499,995 | | | | | | 0.2 | | | |
| | | 400,000 | # | | Octagon Investment Partners XV Ltd. 2013-1A A2R, 4.456%, 07/19/30 | | | | | 400,000 | | | | | | 0.1 | | | |
| | | 750,000 | # | | OHA Loan Funding Ltd. 2015-1A AR, 2.592%, 08/15/29 | | | | | 754,799 | | | | | | 0.3 | | | |
| | | 700,000 | # | | Palmer Square CLO 2015-2A A1AR Ltd., 2.577%, 07/20/30 | | | | | 700,000 | | | | | | 0.3 | | | |
| | | 275,000 | # | | Palmer Square CLO 2015-2A A1BR Ltd., 2.657%, 07/20/30 | | | | | 275,000 | | | | | | 0.1 | | | |
| | | 500,000 | # | | TCI-Symphony CLO 2017-1A A Ltd., 07/15/30 | | | | | 500,000 | | | | | | 0.2 | | | |
| | | 570,000 | # | | THL Credit Wind River 2017-2A A Clo Ltd., 2.544%, 07/20/30 | | | | | 570,000 | | | | | | 0.2 | | | |
| | | 920,000 | # | | THL Credit Wind River CLO Ltd. 2017-1A A, 2.374%, 04/18/29 | | | | | 920,802 | | | | | | 0.3 | | | |
| | | 450,000 | # | | Volvo Financial Equipment LLC Series 2017-1A A4, 2.210%, 11/15/21 | | | | | 450,657 | | | | | | 0.2 | | | |
| | | 620,000 | | | | Other Securities | | | | | 621,551 | | | | | | 0.2 | | |
| | | | | | | | | | | | 20,284,448 | | | | | | 7.4 | | |
| | | | | | | Student Loan Asset-Backed Securities: 0.3% | | ||||||||||||
| | | 700,000 | # | | DRB Prime Student Loan Trust 2017-A A2B, 2.850%, 05/27/42 | | | | | 699,536 | | | | | | 0.3 | | | |
| | | | | | | Total Asset-Backed Securities (Cost $47,301,700) | | | | | 47,341,684 | | | | | | 17.4 | | |
|
Voya Limited Maturity Bond Portfolio | as of June 30, 2017 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. TREASURY OBLIGATIONS: 20.3% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Notes: 20.3% | | ||||||||||||
| | | 4,138,000 | | | | 1.250%, due 03/31/19 | | | | $ | 4,129,836 | | | | | | 1.5 | | |
| | | 850,000 | | | | 1.250%, due 05/31/19 | | | | | 848,058 | | | | | | 0.3 | | |
| | | 21,510,000 | | | | 1.250%, due 06/30/19 | | | | | 21,453,708 | | | | | | 7.9 | | |
| | | 9,920,000 | | | | 1.500%, due 06/15/20 | | | | | 9,906,053 | | | | | | 3.6 | | |
| | | 6,238,000 | | | | 1.750%, due 06/30/22 | | | | | 6,197,796 | | | | | | 2.3 | | |
| | | 8,497,000 | | | | 2.000%, due 06/30/24 | | | | | 8,420,994 | | | | | | 3.1 | | |
| | | 2,290,000 | | | | 1.875%, due 03/31/22 | | | | | 2,291,520 | | | | | | 0.9 | | |
| | | 2,000,000 | | | | 1.250%, due 04/30/19 | | | | | 1,995,390 | | | | | | 0.7 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $55,310,352) | | | | | 55,243,355 | | | | | | 20.3 | | |
| | | | | | | Total Long-Term Investments (Cost $233,274,116) | | | | | 233,449,685 | | | | | | 85.6 | | |
| SHORT-TERM INVESTMENTS: 14.2% | | ||||||||||||||||||
| | | | | | | Corporate Bonds/Notes: 6.9% | | ||||||||||||
| | | 680,000 | | | | AbbVie, Inc., 1.800%, 05/14/18 | | | | | 681,008 | | | | | | 0.2 | | |
| | | 705,000 | | | | Allergan Funding SCS, 2.350%, 03/12/18 | | | | | 708,073 | | | | | | 0.3 | | |
| | | 614,000 | | | | Air Lease Corp., 2.125%, 01/15/18 | | | | | 615,175 | | | | | | 0.2 | | |
| | | 690,000 | | | | Alibaba Group Holding Ltd., 1.625%, 11/28/17 | | | | | 690,148 | | | | | | 0.3 | | |
| | | 540,000 | | | | Bank of America Corp., 1.950%, 05/12/18 | | | | | 540,690 | | | | | | 0.2 | | |
| | | 810,000 | # | | Bank of Tokyo-Mitsubishi UFJ Ltd., 1.700%, 03/05/18 | | | | | 810,434 | | | | | | 0.3 | | | |
| | | 570,000 | | | | Baxalta, Inc., 2.000%, 06/22/18 | | | | | 571,061 | | | | | | 0.2 | | |
| | | 275,000 | | | | BP Capital Markets PLC, 1.674%, 02/13/18 | | | | | 275,192 | | | | | | 0.1 | | |
| | | 502,000 | | | | British Telecommunications PLC, 5.950%, 01/15/18 | | | | | 513,323 | | | | | | 0.2 | | |
| | | 370,000 | | | | Cardinal Health, Inc., 1.950%, 06/15/18 | | | | | 371,069 | | | | | | 0.1 | | |
| | | 790,000 | | | | Charles Schwab Corp., 1.500%, 03/10/18 | | | | | 790,299 | | | | | | 0.3 | | |
| | | 820,000 | | | | Chevron Corp., 1.365%, 03/02/18 | | | | | 819,876 | | | | | | 0.3 | | |
| | | 320,000 | # | | Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. L.P., 1.700%, 05/01/18 | | | | | 320,208 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Corporate Bonds/Notes (continued) | | ||||||||||||
| | | 540,000 | | | | Corning, Inc., 1.500%, 05/08/18 | | | | $ | 539,830 | | | | | | 0.2 | | |
| | | 750,000 | | | | Credit Suisse AG/New York NY, 1.700%, 04/27/18 | | | | | 750,045 | | | | | | 0.3 | | |
| | | 310,000 | | | | eBay, Inc., 2.500%, 03/09/18 | | | | | 311,847 | | | | | | 0.1 | | |
| | | 410,000 | | | | Eli Lilly & Co., 1.250%, 03/01/18 | | | | | 409,625 | | | | | | 0.1 | | |
| | | 360,000 | | | | Energy Transfer L.P., 2.500%, 06/15/18 | | | | | 361,853 | | | | | | 0.1 | | |
| | | 700,000 | | | | Enterprise Products Operating LLC, 1.650%, 05/07/18 | | | | | 699,564 | | | | | | 0.3 | | |
| | | 616,000 | | | | Kinder Morgan, Inc./DE, 2.000%, 12/01/17 | | | | | 616,399 | | | | | | 0.2 | | |
| | | 504,000 | # | | Mitsubishi UFJ Trust & Banking Corp., 1.600%, 10/16/17 | | | | | 504,184 | | | | | | 0.2 | | | |
| | | 525,000 | | | | NetApp, Inc., 2.000%, 12/15/17 | | | | | 525,737 | | | | | | 0.2 | | |
| | | 435,000 | | | | PACCAR Financial Corp., 1.450%, 03/09/18 | | | | | 435,203 | | | | | | 0.2 | | |
| | | 798,000 | | | | Philip Morris International, Inc., 1.250%, 11/09/17 | | | | | 797,751 | | | | | | 0.3 | | |
| | | 635,000 | | | | Sanofi, 1.250%, 04/10/18 | | | | | 634,355 | | | | | | 0.2 | | |
| | | 540,000 | | | | Southern Power Co., 1.500%, 06/01/18 | | | | | 539,423 | | | | | | 0.2 | | |
| | | 539,000 | | | | Statoil ASA, 1.250%, 11/09/17 | | | | | 538,615 | | | | | | 0.2 | | |
| | | 430,000 | | | | TransCanada PipeLines Ltd., 1.875%, 01/12/18 | | | | | 430,611 | | | | | | 0.2 | | |
| | | 591,000 | | | | UnitedHealth Group, Inc., 1.400%, 12/15/17 | | | | | 590,874 | | | | | | 0.2 | | |
| | | 1,302,000 | | | | Visa, Inc., 1.200%, 12/14/17 | | | | | 1,301,447 | | | | | | 0.5 | | |
| | | 500,000 | | | | Zimmer Biomet Holdings, Inc., 2.000%, 04/01/18 | | | | | 501,000 | | | | | | 0.2 | | |
| | | 570,000 | | | | Zoetis, Inc., 1.875%, 02/01/18 | | | | | 570,433 | | | | | | 0.2 | | |
| | | | | | | | | | | | 18,765,352 | | | | | | 6.9 | | |
| | | | | | | U.S. Government Agency Obligations: 0.0% | | ||||||||||||
| | | 315 | | | | Fannie Mae, 6.000%, 09/01/17 (Cost $315) | | | | | 314 | | | | | | 0.0 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2017 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 0.3% | | ||||||||||||
| | | 32,001 | | | | BNP Paribas S.A., Repurchase Agreement dated 06/30/17, 1.11%, due 07/03/17 (Repurchase Amount $32,004, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $32,641, due 07/28/17-09/09/49) | | | | $ | 32,001 | | | | | | 0.0 | | |
| | | 670,479 | | | | Cantor Fitzgerald, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $670,542, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $683,889, due 07/15/17- 05/20/67) | | | | | 670,479 | | | | | | 0.3 | | |
| | | 38,952 | | | | HSBC Securities USA, Repurchase Agreement dated 06/30/17, 1.06%, due 07/03/17 (Repurchase Amount $38,955, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-7.250%, Market Value plus accrued interest $39,731, due 07/15/17-01/15/37) | | | | | 38,952 | | | | | | 0.0 | | |
| | | 19,131 | | | | Jefferies LLC, Repurchase Agreement dated 06/30/17, 1.24%, due 07/03/17 (Repurchase Amount $19,133, collateralized by various U.S. Government Agency Obligations, 0.000%-7.125%, Market Value plus accrued interest $19,514, due 07/07/17- 01/15/30) | | | | | 19,131 | | | | | | 0.0 | | |
| | | | | | | | | | | | 760,563 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Commercial Mortgage-Backed Securities: 0.1% | | ||||||||||||
| | | 35,234,152 ^ | | | | Freddie Mac Multifamily Structured Pass Through Certificates K702 X1, 1.617%, 02/25/18 | | | | $ | 189,799 | | | | | | 0.1 | | |
| | | 14,826,766 ^ | | | | Freddie Mac Multifamily Structured Pass Through Certificates K703 X1, 2.186%, 05/25/18 | | | | | 178,651 | | | | | | 0.0 | | |
| | | | | | | | | | | | 368,450 | | | | | | 0.1 | | |
| | | | | | | U.S. Treasury Obligations: 6.3% | | ||||||||||||
| | | 17,405,000 | | | | United States Treasury Note, 0.625%, 06/30/18 (Cost $17,313,087) | | | | | 17,295,540 | | | | | | 6.3 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.6% | | ||||||||||||
| | | 1,513,000 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.860%†† (Cost $1,513,000) | | | | | 1,513,000 | | | | | | 0.6 | | |
| | | | | | | Total Short-Term Investments (Cost $38,657,258) | | | | | 38,703,219 | | | | | | 14.2 | | |
| | | | | | | Total Investments in Securities (Cost $271,931,374) | | | | $ | 272,152,904 | | | | | | 99.8 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 487,112 | | | | | | 0.2 | | |
| | | | | | | Net Assets | | | | $ | 272,640,016 | | | | | | 100.0 | | |
|
Voya Limited Maturity Bond Portfolio | as of June 30, 2017 (Unaudited) (continued) |
| Gross Unrealized Appreciation | | | | $ | 717,967 | | |
| Gross Unrealized Depreciation | | | | | (503,626) | | |
| Net Unrealized Appreciation | | | | $ | 214,341 | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2017 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Corporate Bonds/Notes | | | | $ | — | | | | | $ | 108,638,593 | | | | | $ | — | | | | | $ | 108,638,593 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 351,794 | | | | | | — | | | | | | 351,794 | | |
Short-Term Investments | | | | | 1,513,000 | | | | | | 37,190,219 | | | | | | — | | | | | | 38,703,219 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 55,243,355 | | | | | | — | | | | | | 55,243,355 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 21,567,679 | | | | | | — | | | | | | 21,567,679 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 127,553 | | | | | | — | | | | | | 127,553 | | |
Asset-Backed Securities | | | | | — | | | | | | 47,091,684 | | | | | | 250,000 | | | | | | 47,341,684 | | |
Foreign Government Bonds | | | | | — | | | | | | 179,027 | | | | | | — | | | | | | 179,027 | | |
Total Investments, at fair value | | | | $ | 1,513,000 | | | | | $ | 270,389,904 | | | | | $ | 250,000 | | | | | $ | 272,152,904 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 68,026 | | | | | | — | | | | | | — | | | | | | 68,026 | | |
Total Assets | | | | $ | 1,581,026 | | | | | $ | 270,389,904 | | | | | $ | 250,000 | | | | | $ | 272,220,930 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | $ | (44,321) | | | | | $ | — | | | | | $ | — | | | | | $ | (44,321) | | |
Total Liabilities | | | | $ | (44,321) | | | | | $ | — | | | | | $ | — | | | | | $ | (44,321) | | |
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
U.S. Treasury 2-Year Note | | | | | 141 | | | | | | 09/29/17 | | | | | $ | 30,471,423 | | | | | $ | (44,321) | | |
| | | | | | | | | | | | | | | | $ | 30,471,423 | | | | | $ | (44,321) | | |
Short Contracts | | | | | | ||||||||||||||||||||
U.S. Treasury 10-Year Note | | | | | (102) | | | | | | 09/20/17 | | | | | | (12,804,188) | | | | | | 26,483 | | |
U.S. Treasury 5-Year Note | | | | | (153) | | | | | | 09/29/17 | | | | | | (18,028,899) | | | | | | 41,543 | | |
| | | | | | | | | | | | | | | | $ | (30,833,087) | | | | | $ | 68,026 | | |
|
Voya Limited Maturity Bond Portfolio | as of June 30, 2017 (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* | | | | $ | 68,026 | | |
Total Asset Derivatives | | | | | | | $ | 68,026 | | |
Liability Derivatives | | | | |||||||
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 44,321 | | |
Total Liability Derivatives | | | | | | | $ | 44,321 | | |
|
Derivatives not accounted for as hedging instruments | | | Futures | | | Swaps | | | Total | | |||||||||
Interest rate contracts | | | | $ | (244,854) | | | | | $ | 13,763 | | | | | $ | (231,091) | | |
Total | | | | $ | (244,854) | | | | | $ | 13,763 | | | | | $ | (231,091) | | |
|
Derivatives not accounted for as hedging instruments | | | Futures | | | Swaps | | | Total | | |||||||||
Interest rate contracts | | | | $ | (943) | | | | | $ | (13,562) | | | | | $ | (14,505) | | |
Total | | | | $ | (943) | | | | | $ | (13,562) | | | | | $ | (14,505) | | |
|
Voya Multi-Manager Large Cap Core | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of June 30, 2017 (Unaudited) |
| Sector Diversification as of June 30, 2017 (as a percentage of net assets) | | |||
| | | | ||
| Financials | | | 20.8% | |
| Information Technology | | | 18.3% | |
| Consumer Discretionary | | | 16.7% | |
| Health Care | | | 12.5% | |
| Industrials | | | 12.3% | |
| Consumer Staples | | | 6.5% | |
| Energy | | | 4.2% | |
| Materials | | | 3.0% | |
| Telecommunication Services | | | 1.9% | |
| Real Estate | | | 0.8% | |
| Utilities | | | 0.6% | |
| Assets in Excess of Other Liabilities* | | | 2.4% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 97.6% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 16.7% | | ||||||||||||
| | | 105,640 | @ | | Carmax, Inc. | | | | $ | 6,661,659 | | | | | | 2.1 | | | |
| | | 127,869 | | | | Carnival Corp. | | | | | 8,384,370 | | | | | | 2.6 | | |
| | | 104,381 | | | | Comcast Corp. - Class A | | | | | 4,062,509 | | | | | | 1.3 | | |
| | | 87,421 | @ | | Dollar Tree, Inc. | | | | | 6,112,476 | | | | | | 1.9 | | | |
| | | 89,468 | | | | Lowe’s Cos, Inc. | | | | | 6,936,454 | | | | | | 2.1 | | |
| | | 84,806 | | | | Nike, Inc. | | | | | 5,003,554 | | | | | | 1.5 | | |
| | | 17,099 | @ | | O'Reilly Automotive, Inc. | | | | | 3,740,235 | | | | | | 1.2 | | | |
| | | 181,267 | | | | Other Securities | | | | | 12,914,851 | | | | | | 4.0 | | |
| | | | | | | | | | | | 53,816,108 | | | | | | 16.7 | | |
| | | | | | | Consumer Staples: 6.5% | | ||||||||||||
| | | 91,769 | | | | Altria Group, Inc. | | | | | 6,834,037 | | | | | | 2.1 | | |
| | | 72,764 | | | | Coca-Cola Co. | | | | | 3,263,465 | | | | | | 1.0 | | |
| | | 21,779 | | | | PepsiCo, Inc. | | | | | 2,515,257 | | | | | | 0.8 | | |
| | | 43,685 | | | | Philip Morris International, Inc. | | | | | 5,130,803 | | | | | | 1.6 | | |
| | | 60,411 | | | | Other Securities | | | | | 3,033,490 | | | | | | 1.0 | | |
| | | | | | | | | | | | 20,777,052 | | | | | | 6.5 | | |
| | | | | | | Energy: 4.2% | | ||||||||||||
| | | 57,830 | | | | Chevron Corp. | | | | | 6,033,404 | | | | | | 1.8 | | |
| | | 35,500 | | | | Exxon Mobil Corp. | | | | | 2,865,915 | | | | | | 0.9 | | |
| | | 114,443 | | | | Other Securities | | | | | 4,748,331 | | | | | | 1.5 | | |
| | | | | | | | | | | | 13,647,650 | | | | | | 4.2 | | |
| | | | | | | Financials: 20.8% | | ||||||||||||
| | | 9,613 | @ | | Alleghany Corp. | | | | | 5,717,812 | | | | | | 1.8 | | | |
| | | 15,332 | | | | Aon PLC | | | | | 2,038,389 | | | | | | 0.6 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials (continued) | | ||||||||||||
| | | 108,572 | | | | Bank of America Corp. | | | | $ | 2,633,957 | | | | | | 0.8 | | |
| | | 67,134 | | | | Bank of New York Mellon Corp. | | | | | 3,425,177 | | | | | | 1.1 | | |
| | | 94,427 | @ | | Berkshire Hathaway, Inc. - Class B | | | | | 15,993,101 | | | | | | 5.0 | | | |
| | | 16,007 | | | | Blackrock, Inc. | | | | | 6,761,517 | | | | | | 2.1 | | |
| | | 73,856 | | | | Citigroup, Inc. | | | | | 4,939,489 | | | | | | 1.5 | | |
| | | 55,759 | | | | JPMorgan Chase & Co. | | | | | 5,096,373 | | | | | | 1.6 | | |
| | | 53,205 | | | | Morgan Stanley | | | | | 2,370,815 | | | | | | 0.7 | | |
| | | 157,794 | | | | Progressive Corp. | | | | | 6,957,137 | | | | | | 2.2 | | |
| | | 178,478 | | | | Wells Fargo & Co. | | | | | 9,889,466 | | | | | | 3.1 | | |
| | | 15,282 | | | | Other Securities | | | | | 1,012,552 | | | | | | 0.3 | | |
| | | | | | | | | | | | 66,835,785 | | | | | | 20.8 | | |
| | | | | | | Health Care: 12.5% | | ||||||||||||
| | | 46,305 | @ | | Alexion Pharmaceuticals, Inc. | | | | | 5,633,929 | | | | | | 1.8 | | | |
| | | 87,736 | | | | Bristol-Myers Squibb Co. | | | | | 4,888,650 | | | | | | 1.5 | | |
| | | 19,490 | @ | | Celgene Corp. | | | | | 2,531,166 | | | | | | 0.8 | | | |
| | | 14,335 | | | | Cigna Corp. | | | | | 2,399,536 | | | | | | 0.7 | | |
| | | 72,017 | | | | Eli Lilly & Co. | | | | | 5,926,999 | | | | | | 1.8 | | |
| | | 32,889 | | | | Johnson & Johnson | | | | | 4,350,886 | | | | | | 1.4 | | |
| | | 79,820 | | | | Pfizer, Inc. | | | | | 2,681,154 | | | | | | 0.8 | | |
| | | 109,983 | | | | Other Securities | | | | | 11,748,195 | | | | | | 3.7 | | |
| | | | | | | | | | | | 40,160,515 | | | | | | 12.5 | | |
| | | | | | | Industrials: 12.3% | | ||||||||||||
| | | 47,558 | | | | Deere & Co. | | | | | 5,877,693 | | | | | | 1.8 | | |
| | | 34,842 | | | | FedEx Corp. | | | | | 7,572,212 | | | | | | 2.4 | | |
| | | 36,543 | | | | General Dynamics Corp. | | | | | 7,239,168 | | | | | | 2.2 | | |
| | | 27,643 | | | | Honeywell International, Inc. | | | | | 3,684,536 | | | | | | 1.1 | | |
| | | 48,889 | | | | Norfolk Southern Corp. | | | | | 5,949,791 | | | | | | 1.8 | | |
| | | 60,508 | | | | Southwest Airlines Co. | | | | | 3,759,967 | | | | | | 1.2 | | |
| | | 145,690 | | | | Other Securities | | | | | 5,633,726 | | | | | | 1.8 | | |
| | | | | | | | | | | | 39,717,093 | | | | | | 12.3 | | |
| | | | | | | Information Technology: 18.3% | | ||||||||||||
| | | 2,378 | @ | | Alphabet, Inc. - Class A | | | | | 2,210,779 | | | | | | 0.7 | | | |
| | | 11,199 | @ | | Alphabet, Inc. - Class C | | | | | 10,176,867 | | | | | | 3.2 | | | |
| | | 101,662 | | | | Apple, Inc. | | | | | 14,641,361 | | | | | | 4.6 | | |
| | | 13,608 | | | | Broadcom Ltd. | | | | | 3,171,344 | | | | | | 1.0 | | |
| | | 125,786 | | | | Cisco Systems, Inc. | | | | | 3,937,102 | | | | | | 1.2 | | |
| | | 32,155 | @ | | Facebook, Inc. | | | | | 4,854,762 | | | | | | 1.5 | | | |
| | | 23,616 | | | | Mastercard, Inc. - Class A | | | | | 2,868,163 | | | | | | 0.9 | | |
| | | 67,535 | | | | Microsoft Corp. | | | | | 4,655,188 | | | | | | 1.4 | | |
| | | 68,528 | | | | Visa, Inc. - Class A | | | | | 6,426,556 | | | | | | 2.0 | | |
Voya Multi-Manager Large Cap Core | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of June 30, 2017 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Information Technology (continued) | | ||||||||||||
| | | 78,891 | | | | Other Securities | | | | $ | 5,773,174 | | | | | | 1.8 | | |
| | | | | | | | | | | | 58,715,296 | | | | | | 18.3 | | |
| | | | | | | Materials: 3.0% | | ||||||||||||
| | | 13,061 | | | | NewMarket Corp. | | | | | 6,014,330 | | | | | | 1.9 | | |
| | | 6,621 | | | | Sherwin-Williams Co. | | | | | 2,323,706 | | | | | | 0.7 | | |
| | | 28,660 | | | | Other Securities | | | | | 1,255,103 | | | | | | 0.4 | | |
| | | | | | | | | | | | 9,593,139 | | | | | | 3.0 | | |
| | | | | | | Real Estate: 0.8% | | ||||||||||||
| | | 18,698 | | | | American Tower Corp. | | | | | 2,474,119 | | | | | | 0.8 | | |
| | | | | | | Telecommunication Services: 1.9% | | ||||||||||||
| | | 73,740 | | | | AT&T, Inc. | | | | | 2,782,210 | | | | | | 0.8 | | |
| | | 77,822 | | | | Verizon Communications, Inc. | | | | | 3,475,531 | | | | | | 1.1 | | |
| | | | | | | | | | | | 6,257,741 | | | | | | 1.9 | | |
| | | | | | | Utilities: 0.6% | | ||||||||||||
| | | 38,404 | | | | Other Securities | | | | | 2,046,528 | | | | | | 0.6 | | |
| | | | | | | Total Common Stock (Cost $259,984,637) | | | | | 314,041,026 | | | | | | 97.6 | | |
| SHORT-TERM INVESTMENTS: 0.9% | | ||||||||||||||||||
| | | | | | | Mutual Funds: 0.9% | | ||||||||||||
| | | 2,742,683 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.860%†† (Cost $2,742,683) | | | | | 2,742,683 | | | | | | 0.9 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS (continued) | | |||||||||||||||
| | | Total Short-Term Investments (Cost $2,742,683) | | | | $ | 2,742,683 | | | | | | 0.9 | | |
| | | Total Investments in Securities (Cost $262,727,320) | | | | $ | 316,783,709 | | | | | | 98.5 | | |
| | | Assets in Excess of Other Liabilities | | | | | 4,756,344 | | | | | | 1.5 | | |
| | | Net Assets | | | | $ | 321,540,053 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 57,503,230 | | |
| Gross Unrealized Depreciation | | | | | (4,816,390) | | |
| Net Unrealized Appreciation | | | | $ | 52,686,840 | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2017 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock* | | | | $ | 314,041,026 | | | | | $ | — | | | | | $ | — | | | | | $ | 314,041,026 | | |
Short-Term Investments | | | | | 2,742,683 | | | | | | — | | | | | | — | | | | | | 2,742,683 | | |
Total Investments, at fair value | | | | $ | 316,783,709 | | | | | $ | — | | | | | $ | — | | | | | $ | 316,783,709 | | |
|
Voya U.S. Stock Index Portfolio | as of June 30, 2017 (Unaudited) |
| Sector Diversification as of June 30, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 22.0% | |
| Financials | | | 14.4% | |
| Health Care | | | 14.3% | |
| Consumer Discretionary | | | 12.1% | |
| Industrials | | | 10.2% | |
| Consumer Staples | | | 8.9% | |
| Energy | | | 6.0% | |
| Utilities | | | 3.1% | |
| Real Estate | | | 2.9% | |
| Materials | | | 2.8% | |
| Telecommunication Services | | | 2.1% | |
| Assets in Excess of Other Liabilities* | | | 1.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 98.8% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 12.1% | | ||||||||||||
| | | 93,155 | @ | | Amazon.com, Inc. | | | | $ | 90,174,040 | | | | | | 1.8 | | | |
| | | 1,111,302 | | | | Comcast Corp. - Class A | | | | | 43,251,874 | | | | | | 0.9 | | |
| | | 280,732 | | | | Home Depot, Inc. | | | | | 43,064,289 | | | | | | 0.9 | | |
| | | 191,389 | | | | McDonald’s Corp. | | | | | 29,313,139 | | | | | | 0.6 | | |
| | | 11,546 | @ | | Priceline.com, Inc. | | | | | 21,597,024 | | | | | | 0.4 | | | |
| | | 341,594 | | | | Walt Disney Co. | | | | | 36,294,362 | | | | | | 0.7 | | |
| | | 6,310,494 | | | | Other Securities(a) | | | | | 334,667,453 | | | | | | 6.8 | | |
| | | | | | | | | | | | 598,362,181 | | | | | | 12.1 | | |
| | | | | | | Consumer Staples: 8.9% | | ||||||||||||
| | | 453,575 | | | | Altria Group, Inc. | | | | | 33,777,730 | | | | | | 0.7 | | |
| | | 902,927 | | | | Coca-Cola Co. | | | | | 40,496,276 | | | | | | 0.8 | | |
| | | 335,431 | | | | PepsiCo, Inc. | | | | | 38,738,926 | | | | | | 0.8 | | |
| | | 364,698 | | | | Philip Morris International, Inc. | | | | | 42,833,780 | | | | | | 0.9 | | |
| | | 600,561 | | | | Procter & Gamble Co. | | | | | 52,338,891 | | | | | | 1.0 | | |
| | | 346,843 | | | | Wal-Mart Stores, Inc. | | | | | 26,249,078 | | | | | | 0.5 | | |
| | | 3,130,299 | | | | Other Securities | | | | | 206,591,956 | | | | | | 4.2 | | |
| | | | | | | | | | | | 441,026,637 | | | | | | 8.9 | | |
| | | | | | | Energy: 6.0% | | ||||||||||||
| | | 444,867 | | | | Chevron Corp. | | | | | 46,412,974 | | | | | | 1.0 | | |
| | | 994,964 | | | | Exxon Mobil Corp. | | | | | 80,323,444 | | | | | | 1.6 | | |
| | | 326,267 | | | | Schlumberger Ltd. | | | | | 21,481,419 | | | | | | 0.4 | | |
| | | 3,594,197 | | | | Other Securities(a) | | | | | 146,875,787 | | | | | | 3.0 | | |
| | | | | | | | | | | | 295,093,624 | | | | | | 6.0 | | |
| | | | | | | Financials: 14.4% | | ||||||||||||
| | | 2,336,833 | | | | Bank of America Corp. | | | | | 56,691,568 | | | | | | 1.2 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials (continued) | | ||||||||||||
| | | 446,024 | @ | | Berkshire Hathaway, Inc. - Class B | | | | $ | 75,543,085 | | | | | | 1.5 | | | |
| | | 646,500 | | | | Citigroup, Inc. | | | | | 43,237,920 | | | | | | 0.9 | | |
| | | 834,244 | | | | JPMorgan Chase & Co. | | | | | 76,249,902 | | | | | | 1.5 | | |
| | | 1,056,091 | | | | Wells Fargo & Co. | | | | | 58,518,002 | | | | | | 1.2 | | |
| | | 6,414,961 | | | | Other Securities | | | | | 398,859,896 | | | | | | 8.1 | | |
| | | | | | | | | | | | 709,100,373 | | | | | | 14.4 | | |
| | | | | | | Health Care: 14.3% | | ||||||||||||
| | | 373,715 | | | | AbbVie, Inc. | | | | | 27,098,075 | | | | | | 0.5 | | |
| | | 172,797 | | | | Amgen, Inc. | | | | | 29,760,827 | | | | | | 0.6 | | |
| | | 386,839 | | | | Bristol-Myers Squibb Co. | | | | | 21,554,669 | | | | | | 0.4 | | |
| | | 183,348 | @ | | Celgene Corp. | | | | | 23,811,405 | | | | | | 0.5 | | | |
| | | 306,837 | | | | Gilead Sciences, Inc. | | | | | 21,717,923 | | | | | | 0.4 | | |
| | | 632,547 | | | | Johnson & Johnson | | | | | 83,679,642 | | | | | | 1.7 | | |
| | | 321,432 | | | | Medtronic PLC | | | | | 28,527,090 | | | | | | 0.6 | | |
| | | 642,252 | | | | Merck & Co., Inc. | | | | | 41,161,931 | | | | | | 0.8 | | |
| | | 1,401,326 | | | | Pfizer, Inc. | | | | | 47,070,540 | | | | | | 1.0 | | |
| | | 226,281 | | | | UnitedHealth Group, Inc. | | | | | 41,957,023 | | | | | | 0.9 | | |
| | | 3,377,393 | | | | Other Securities(a) | | | | | 340,813,471 | | | | | | 6.9 | | |
| | | | | | | | | | | | 707,152,596 | | | | | | 14.3 | | |
| | | | | | | Industrials: 10.2% | | ||||||||||||
| | | 140,324 | | | | 3M Co. | | | | | 29,214,053 | | | | | | 0.6 | | |
| | | 131,808 | | | | Boeing Co. | | | | | 26,065,032 | | | | | | 0.5 | | |
| | | 2,044,917 | | | | General Electric Co. | | | | | 55,233,208 | | | | | | 1.1 | | |
| | | 179,007 | | | | Honeywell International, Inc. | | | | | 23,859,843 | | | | | | 0.5 | | |
| | | 189,597 | | | | Union Pacific Corp. | | | | | 20,649,009 | | | | | | 0.4 | | |
| | | 174,969 | | | | United Technologies Corp. | | | | | 21,365,465 | | | | | | 0.5 | | |
| | | 3,741,141 | | | | Other Securities | | | | | 324,779,958 | | | | | | 6.6 | | |
| | | | | | | | | | | | 501,166,568 | | | | | | 10.2 | | |
| | | | | | | Information Technology: 22.0% | | ||||||||||||
| | | 69,888 | @ | | Alphabet, Inc. - Class A | | | | | 64,973,476 | | | | | | 1.3 | | | |
| | | 70,067 | @ | | Alphabet, Inc. - Class C | | | | | 63,671,985 | | | | | | 1.3 | | | |
| | | 1,224,276 | | | | Apple, Inc. | | | | | 176,320,229 | | | | | | 3.6 | | |
| | | 94,245 | | | | Broadcom Ltd. | | | | | 21,963,797 | | | | | | 0.5 | | |
| | | 1,174,077 | | | | Cisco Systems, Inc. | | | | | 36,748,610 | | | | | | 0.8 | | |
| | | 555,036 | @ | | Facebook, Inc. | | | | | 83,799,335 | | | | | | 1.7 | | | |
| | | 200,752 | | | | International Business Machines Corp. | | | | | 30,881,680 | | | | | | 0.6 | | |
| | | 1,105,734 | | | | Intel Corp. | | | | | 37,307,465 | | | | | | 0.8 | | |
| | | 220,253 | | | | Mastercard, Inc. - Class A | | | | | 26,749,727 | | | | | | 0.5 | | |
| | | 1,812,875 | | | | Microsoft Corp. | | | | | 124,961,474 | | | | | | 2.5 | | |
| | | 139,714 | | | | Nvidia Corp. | | | | | 20,197,056 | | | | | | 0.4 | | |
| | | 705,312 | | | | Oracle Corp. | | | | | 35,364,344 | | | | | | 0.7 | | |
| | | 433,523 | | | | Visa, Inc. - Class A | | | | | 40,655,787 | | | | | | 0.8 | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2017 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Information Technology (continued) | | ||||||||||||
| | | 5,651,069 | | | | Other Securities(a) | | | | $ | 321,713,326 | | | | | | 6.5 | | |
| | | | | | | | | | | | 1,085,308,291 | | | | | | 22.0 | | |
| | | | | | | Materials: 2.8% | | ||||||||||||
| | | 2,017,586 | | | | Other Securities | | | | | 138,838,307 | | | | | | 2.8 | | |
| | | | | | | Real Estate: 2.9% | | ||||||||||||
| | | 2,024,126 | | | | Other Securities | | | | | 142,631,522 | | | | | | 2.9 | | |
| | | | | | | Telecommunication Services: 2.1% | | ||||||||||||
| | | 1,443,629 | | | | AT&T, Inc. | | | | | 54,468,122 | | | | | | 1.1 | | |
| | | 957,888 | | | | Verizon Communications, Inc. | | | | | 42,779,278 | | | | | | 0.9 | | |
| | | 197,605 | | | | Other Securities(a) | | | | | 7,153,437 | | | | | | 0.1 | | |
| | | | | | | | | | | | 104,400,837 | | | | | | 2.1 | | |
| | | | | | | Utilities: 3.1% | | ||||||||||||
| | | 2,735,150 | | | | Other Securities | | | | | 154,206,983 | | | | | | 3.1 | | |
| | | | | | | Total Common Stock (Cost $3,052,001,951) | | | | | 4,877,287,919 | | | | | | 98.8 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 1.5% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 0.4% | | ||||||||||||
| | | 695,121 | | | | BNP Paribas S.A., Repurchase Agreement dated 06/30/17, 1.11%, due 07/03/17 (Repurchase Amount $695,184, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $709,023, due 07/28/17-09/09/49) | | | | | 695,121 | | | | | | 0.0 | | |
| | | 5,146,113 | | | | Cantor Fitzgerald, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $5,146,599, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $5,249,035, due 07/15/17- 05/20/67) | | | | | 5,146,113 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 5,146,113 | | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $5,146,599, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $5,249,035, due 07/13/17-12/01/51) | | | | $ | 5,146,113 | | | | | | 0.1 | | |
| | | 846,116 | | | | HSBC Securities USA, Repurchase Agreement dated 06/30/17, 1.06%, due 07/03/17 (Repurchase Amount $846,190, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-7.250%, Market Value plus accrued interest $863,040, due 07/15/17-01/15/37) | | | | | 846,116 | | | | | | 0.0 | | |
| | | 415,574 | | | | Jefferies LLC, Repurchase Agreement dated 06/30/17, 1.25%, due 07/03/17 (Repurchase Amount $415,617, collateralized by various U.S. Government Agency Obligations, 0.000%-7.125%, Market Value plus accrued interest $423,888, due 07/07/17- 01/15/30) | | | | | 415,574 | | | | | | 0.0 | | |
| | | 4,272,021 | | | | Nomura Securities, Repurchase Agreement dated 06/30/17, 1.13%, due 07/03/17 (Repurchase Amount $4,272,418, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $4,357,462, due 07/10/17-06/20/67) | | | | | 4,272,021 | | | | | | 0.1 | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2017 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 5,146,100 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/17, 1.30%, due 07/03/17 (Repurchase Amount $5,146,650, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $5,249,007, due 01/15/19- 02/15/46) | | | | $ | 5,146,100 | | | | | | 0.1 | | |
| | | | | | | | | | | | 21,667,158 | | | | | | 0.4 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | Mutual Funds: 1.1% | | ||||||||||||
| | 54,377,000 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.860%†† (Cost $54,377,000) | | | | | 54,377,000 | | | | | | 1.1 | | |
| | | | | | Total Short-Term Investments (Cost $76,044,158) | | | | | 76,044,158 | | | | | | 1.5 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Total Investments in Securities (Cost $3,128,046,109) | | | | $ | 4,953,332,077 | | | | | | 100.3 | | |
| | | Liabilities in Excess of Other Assets | | | | | (14,007,736) | | | | | | (0.3) | | |
| | | Net Assets | | | | $ | 4,939,324,341 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 1,907,372,338 | | |
| Gross Unrealized Depreciation | | | | | (116,475,812) | | |
| Net Unrealized Appreciation | | | | $ | 1,790,896,526 | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2017 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock* | | | | $ | 4,877,287,919 | | | | | $ | — | | | | | $ | — | | | | | $ | 4,877,287,919 | | |
Short-Term Investments | | | | | 54,377,000 | | | | | | 21,667,158 | | | | | | — | | | | | | 76,044,158 | | |
Total Investments, at fair value | | | | $ | 4,931,664,919 | | | | | $ | 21,667,158 | | | | | $ | — | | | | | $ | 4,953,332,077 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | $ | (338,341) | | | | | $ | — | | | | | $ | — | | | | | $ | (338,341) | | |
Total Liabilities | | | | $ | (338,341) | | | | | $ | — | | | | | $ | — | | | | | $ | (338,341) | | |
|
Voya U.S. Stock Index Portfolio | as of June 30, 2017 (Unaudited) (continued) |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
S&P 500 E-Mini | | | | | 490 | | | | | | 09/15/17 | | | | | $ | 59,312,050 | | | | | $ | (338,341) | | |
| | | | | | | | | | | | | | | | $ | 59,312,050 | | | | | $ | (338,341) | | |
| | | | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 338,341 | | |
| | | | | | | $ | 338,341 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 3,683,742 | | |
Total | | | | $ | 3,683,742 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (143,144) | | |
Total | | | | $ | (143,144) | | |
|
VY® Clarion Real Estate Portfolio | as of June 30, 2017 (Unaudited) |
| Sector Diversification as of June 30, 2017 (as a percentage of net assets) | | |||
| | | | | |
| REITS - Apartments | | | 15.4% | |
| REITS - Office Property | | | 13.9% | |
| REITS - Regional Malls | | | 11.8% | |
| REITS - Health Care | | | 11.0% | |
| REITS - Warehouse/Industrial | | | 9.3% | |
| REITS - Diversified | | | 8.5% | |
| REITS - Storage | | | 6.7% | |
| Web Hosting/Design | | | 6.2% | |
| REITS - Hotels | | | 5.8% | |
| REITS - Shopping Centers | | | 5.6% | |
| REITS - Manufactured Homes | | | 2.5% | |
| Casino Services | | | 1.9% | |
| Assets in Excess of Other Liabilities* | | | 1.4% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 98.6% | | ||||||||||||||||||
| | | | | | | Casino Services: 1.9% | | ||||||||||||
| | | 267,200 | | | | Gaming and Leisure Properties, Inc. | | | | $ | 10,065,424 | | | | | | 1.9 | | |
| | | | | | | REITS - Apartments: 15.4% | | ||||||||||||
| | | 196,400 | | | | American Campus Communities, Inc. | | | | | 9,289,720 | | | | | | 1.7 | | |
| | | 121,024 | | | | AvalonBay Communities, Inc. | | | | | 23,257,182 | | | | | | 4.3 | | |
| | | 221,800 | | | | Colony Starwood Homes | | | | | 7,609,958 | | | | | | 1.4 | | |
| | | 194,435 | | | | Equity Residential | | | | | 12,799,656 | | | | | | 2.4 | | |
| | | 174,200 | | | | Invitation Homes, Inc. | | | | | 3,767,946 | | | | | | 0.7 | | |
| | | 121,800 | | | | Mid-America Apartment Communities, Inc. | | | | | 12,835,284 | | | | | | 2.4 | | |
| | | 341,413 | | | | UDR, Inc. | | | | | 13,304,865 | | | | | | 2.5 | | |
| | | | | | | | | | | | 82,864,611 | | | | | | 15.4 | | |
| | | | | | | REITS - Diversified: 8.5% | | ||||||||||||
| | | 214,900 | | | | Gramercy Property Trust | | | | | 6,384,679 | | | | | | 1.2 | | |
| | | 202,900 | | | | Liberty Property Trust | | | | | 8,260,059 | | | | | | 1.5 | | |
| | | 374,900 | | | | STORE Capital Corp. | | | | | 8,416,505 | | | | | | 1.6 | | |
| | | 204,215 | | | | The Geo Group, Inc. | | | | | 6,038,637 | | | | | | 1.1 | | |
| | | 176,613 | | | | Vornado Realty Trust | | | | | 16,583,961 | | | | | | 3.1 | | |
| | | | | | | | | | | | 45,683,841 | | | | | | 8.5 | | |
| | | | | | | REITS - Health Care: 11.0% | | ||||||||||||
| | | 547,600 | | | | HCP, Inc. | | | | | 17,501,296 | | | | | | 3.2 | | |
| | | 321,357 | | | | Healthcare Trust of America, Inc. | | | | | 9,997,416 | | | | | | 1.9 | | |
| | | 351,700 | | | | Physicians Realty Trust | | | | | 7,083,238 | | | | | | 1.3 | | |
| | | 332,600 | | | | Welltower, Inc. | | | | | 24,895,110 | | | | | | 4.6 | | |
| | | | | | | | | | | | 59,477,060 | | | | | | 11.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | REITS - Hotels: 5.8% | | ||||||||||||
| | | 500,500 | | | | DiamondRock Hospitality Co. | | | | $ | 5,480,475 | | | | | | 1.0 | | |
| | | 640,068 | | | | Host Hotels & Resorts, Inc. | | | | | 11,694,042 | | | | | | 2.2 | | |
| | | 257,011 | | | | Park Hotels & Resorts, Inc. | | | | | 6,929,017 | | | | | | 1.3 | | |
| | | 427,452 | | | | Sunstone Hotel Investors, Inc. | | | | | 6,890,526 | | | | | | 1.3 | | |
| | | | | | | | | | | | 30,994,060 | | | | | | 5.8 | | |
| | | | | | | REITS - Manufactured Homes: 2.5% | | ||||||||||||
| | | 156,751 | | | | Sun Communities, Inc. | | | | | 13,745,495 | | | | | | 2.5 | | |
| | | | | | | REITS - Office Property: 13.9% | | ||||||||||||
| | | 123,400 | | | | Alexandria Real Estate Equities, Inc. | | | | | 14,865,998 | | | | | | 2.8 | | |
| | | 89,956 | | | | Boston Properties, Inc. | | | | | 11,066,387 | | | | | | 2.0 | | |
| | | 173,000 | | | | Corporate Office Properties Trust SBI MD | | | | | 6,060,190 | | | | | | 1.1 | | |
| | | 272,640 | | | | Hudson Pacific Properties, Inc. | | | | | 9,321,562 | | | | | | 1.7 | | |
| | | 120,700 | | | | Kilroy Realty Corp. | | | | | 9,070,605 | | | | | | 1.7 | | |
| | | 120,974 | | | | SL Green Realty Corp. | | | | | 12,799,049 | | | | | | 2.4 | | |
| | | 1,447,994 | | | | VEREIT, Inc. | | | | | 11,786,671 | | | | | | 2.2 | | |
| | | | | | | | | | | | 74,970,462 | | | | | | 13.9 | | |
| | | | | | | REITS - Regional Malls: 11.8% | | ||||||||||||
| | | 796,450 | | | | GGP, Inc. | | | | | 18,764,362 | | | | | | 3.5 | | |
| | | 276,223 | | | | Simon Property Group, Inc. | | | | | 44,681,833 | | | | | | 8.3 | | |
| | | | | | | | | | | | 63,446,195 | | | | | | 11.8 | | |
| | | | | | | REITS - Shopping Centers: 5.6% | | ||||||||||||
| | | 565,478 | | | | Kimco Realty Corp. | | | | | 10,376,521 | | | | | | 1.9 | | |
| | | 187,700 | | | | Regency Centers Corp. | | | | | 11,757,528 | | | | | | 2.2 | | |
| | | 261,900 | | | | Weingarten Realty Investors | | | | | 7,883,190 | | | | | | 1.5 | | |
| | | | | | | | | | | | 30,017,239 | | | | | | 5.6 | | |
| | | | | | | REITS - Storage: 6.7% | | ||||||||||||
| | | 313,128 | | | | CubeSmart | | | | | 7,527,597 | | | | | | 1.4 | | |
| | | 230,938 | | | | Extra Space Storage, Inc. | | | | | 18,013,164 | | | | | | 3.4 | | |
| | | 49,725 | | | | Public Storage, Inc. | | | | | 10,369,154 | | | | | | 1.9 | | |
| | | | | | | | | | | | 35,909,915 | | | | | | 6.7 | | |
| | | | | | | REITS - Warehouse/Industrial: 9.3% | | ||||||||||||
| | | 144,200 | | | | CyrusOne, Inc. | | | | | 8,039,150 | | | | | | 1.5 | | |
| | | 130,450 | | | | DCT Industrial Trust, Inc. | | | | | 6,971,248 | | | | | | 1.3 | | |
| | | 502,084 | | | | ProLogis, Inc. | | | | | 29,442,206 | | | | | | 5.4 | | |
| | | 112,530 | | | | QTS Realty Trust, Inc. | | | | | 5,888,695 | | | | | | 1.1 | | |
| | | | | | | | | | | | 50,341,299 | | | | | | 9.3 | | |
| | | | | | | Web Hosting/Design: 6.2% | | ||||||||||||
| | | 77,791 | | | | Equinix, Inc. | | | | | 33,384,786 | | | | | | 6.2 | | |
| | | | | | | Total Common Stock (Cost $505,077,548) | | | | | 530,900,387 | | | | | | 98.6 | | |
|
VY® Clarion Real Estate Portfolio | as of June 30, 2017 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 0.4% | | ||||||||||||||||||
| | | | | | | Mutual Funds: 0.4% | | ||||||||||||
| | | 2,252,403 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.860%†† (Cost $2,252,403) | | | | $ | 2,252,403 | | | | | | 0.4 | | |
| | | | | | | Total Short-Term Investments (Cost $2,252,403) | | | | | 2,252,403 | | | | | | 0.4 | | |
| | | | | | | Total Investments in Securities (Cost $507,329,951) | | | | $ | 533,152,790 | | | | | | 99.0 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 5,392,998 | | | | | | 1.0 | | |
| | | | | | | Net Assets | | | | $ | 538,545,788 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 41,827,456 | | |
| Gross Unrealized Depreciation | | | | | (19,531,435) | | |
| Net Unrealized Appreciation | | | | $ | 22,296,021 | | |
|
REIT Diversification | | | Percentage of Net Assets | | |||
Specialized REITs | | | | | 18.5% | | |
Residential REITs | | | | | 17.9 | | |
Retail REITs | | | | | 17.4 | | |
Office REITs | | | | | 14.8 | | |
Health Care REITs | | | | | 11.0 | | |
Industrial REITs | | | | | 6.7 | | |
Diversified REITs | | | | | 6.5 | | |
Hotel & Resort REITs | | | | | 5.8 | | |
Assets in Excess of Other Liabilities* | | | | | 1.4 | | |
Net Assets | | | | | 100.0% | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2017 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock* | | | | $ | 530,900,387 | | | | | $ | — | | | | | $ | — | | | | | $ | 530,900,387 | | |
Short-Term Investments | | | | | 2,252,403 | | | | | | — | | | | | | — | | | | | | 2,252,403 | | |
Total Investments, at fair value | | | | $ | 533,152,790 | | | | | $ | — | | | | | $ | — | | | | | $ | 533,152,790 | | |
|
VY® Franklin Income Portfolio | as of June 30, 2017 (Unaudited) |
| Investment Type Allocation as of June 30, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Common Stock | | | 45.2% | |
| Corporate Bonds/Notes | | | 36.4% | |
| Equity-Linked Securities | | | 5.9% | |
| Bank Loans | | | 5.5% | |
| Preferred Stock | | | 2.3% | |
| Assets in Excess of Other Liabilities* | | | 4.7% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: 45.2% | | ||||||||||||||||||
| | | | | | Consumer Discretionary: 3.6% | | ||||||||||||
| | 613,404 | | | | Ford Motor Co. | | | | $ | 6,863,991 | | | | | | 1.4 | | |
| | 91,000 | | | | Target Corp. | | | | | 4,758,390 | | | | | | 1.0 | | |
| | 120,000 | | | | Other Securities | | | | | 5,695,552 | | | | | | 1.2 | | |
| | | | | | | | | | | 17,317,933 | | | | | | 3.6 | | |
| | | | | | Consumer Staples: 3.7% | | ||||||||||||
| | 42,000 | L | | Anheuser-Busch InBev NV ADR | | | | | 4,635,120 | | | | | | 1.0 | | | |
| | 110,000 | | | | Coca-Cola Co. | | | | | 4,933,500 | | | | | | 1.0 | | |
| | 40,000 | | | | PepsiCo, Inc. | | | | | 4,619,600 | | | | | | 1.0 | | |
| | 27,000 | | | | Other Securities | | | | | 3,171,150 | | | | | | 0.7 | | |
| | | | | | | | | | | 17,359,370 | | | | | | 3.7 | | |
| | | | | | Energy: 7.7% | | ||||||||||||
| | 200,000 | | | | BP PLC ADR | | | | | 6,930,000 | | | | | | 1.5 | | |
| | 80,000 | | | | Chevron Corp. | | | | | 8,346,400 | | | | | | 1.8 | | |
| | 215,000 | | | | Royal Dutch Shell PLC - Class A ADR | | | | | 11,435,850 | | | | | | 2.4 | | |
| | 363,000 | | | | Other Securities(a) | | | | | 9,769,120 | | | | | | 2.0 | | |
| | | | | | | | | | | 36,481,370 | | | | | | 7.7 | | |
| | | | | | Financials: 5.4% | | ||||||||||||
| | 180,000 | | | | Bank of America Corp. | | | | | 4,366,800 | | | | | | 0.9 | | |
| | 64,300 | | | | JPMorgan Chase & Co. | | | | | 5,877,020 | | | | | | 1.2 | | |
| | 72,908 | | | | Metlife, Inc. | | | | | 4,005,566 | | | | | | 0.9 | | |
| | 80,000 | | | | US Bancorp | | | | | 4,153,600 | | | | | | 0.9 | | |
| | 130,000 | | | | Wells Fargo & Co. | | | | | 7,203,300 | | | | | | 1.5 | | |
| | | | | | | | | | | 25,606,286 | | | | | | 5.4 | | |
| | | | | | Health Care: 5.6% | | ||||||||||||
| | 65,000 | | | | AstraZeneca PLC | | | | | 4,353,952 | | | | | | 0.9 | | |
| | 150,000 | | | | Pfizer, Inc. | | | | | 5,038,500 | | | | | | 1.1 | | |
| | 131,000 | | | | Sanofi ADR | | | | | 6,276,210 | | | | | | 1.3 | | |
| | 142,700 | | | | Other Securities | | | | | 11,139,088 | | | | | | 2.3 | | |
| | | | | | | | | | | 26,807,750 | | | | | | 5.6 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials: 4.2% | | ||||||||||||
| | | 300,000 | | | | General Electric Co. | | | | $ | 8,103,000 | | | | | | 1.7 | | |
| | | 121,222 | | | | Other Securities | | | | | 12,017,073 | | | | | | 2.5 | | |
| | | | | | | | | | | | 20,120,073 | | | | | | 4.2 | | |
| | | | | | | Information Technology: 4.0% | | ||||||||||||
| | | 29,042 | | | | Apple, Inc. | | | | | 4,182,629 | | | | | | 0.9 | | |
| | | 189,000 | | | | Intel Corp. | | | | | 6,376,860 | | | | | | 1.3 | | |
| | | 80,000 | | | | Microsoft Corp. | | | | | 5,514,400 | | | | | | 1.2 | | |
| | | 58,052 | | | | Other Securities | | | | | 2,910,727 | | | | | | 0.6 | | |
| | | | | | | | | | | | 18,984,616 | | | | | | 4.0 | | |
| | | | | | | Materials: 3.5% | | ||||||||||||
| | | 65,000 | | | | BASF SE | | | | | 6,032,603 | | | | | | 1.3 | | |
| | | 100,000 | | | | Dow Chemical Co. | | | | | 6,307,000 | | | | | | 1.3 | | |
| | | 100,000 | | | | Rio Tinto PLC ADR | | | | | 4,231,000 | | | | | | 0.9 | | |
| | | | | | | | | | | | 16,570,603 | | | | | | 3.5 | | |
| | | | | | | Telecommunication Services: 0.8% | | ||||||||||||
| | | 90,000 | | | | Verizon Communications, Inc. | | | | | 4,019,400 | | | | | | 0.8 | | |
| | | | | | | Utilities: 6.7% | | ||||||||||||
| | | 75,000 | | | | Dominion Resources, Inc. | | | | | 5,747,250 | | | | | | 1.2 | | |
| | | 49,965 | | | | Duke Energy Corp. | | | | | 4,176,574 | | | | | | 0.9 | | |
| | | 80,000 | | | | PG&E Corp. | | | | | 5,309,600 | | | | | | 1.1 | | |
| | | 45,600 | | | | Sempra Energy | | | | | 5,141,400 | | | | | | 1.1 | | |
| | | 269,900 | | | | Other Securities | | | | | 11,449,582 | | | | | | 2.4 | | |
| | | | | | | | | | | | 31,824,406 | | | | | | 6.7 | | |
| | | | | | | Total Common Stock (Cost $177,876,682) | | | | | 215,091,807 | | | | | | 45.2 | | |
| PREFERRED STOCK: 2.3% | | ||||||||||||||||||
| | | | | | | Financials: 0.7% | | ||||||||||||
| | | 2,000 | @ | | Wells Fargo & Co. | | | | | 2,622,220 | | | | | | 0.5 | | | |
| | | 50 | | | | Other Securities | | | | | 887,500 | | | | | | 0.2 | | |
| | | | | | | | | | | | 3,509,720 | | | | | | 0.7 | | |
| | | | | | | Health Care: 1.0% | | ||||||||||||
| | | 34,000 | | | | Other Securities | | | | | 4,705,350 | | | | | | 1.0 | | |
| | | | | | | Industrials: 0.1% | | ||||||||||||
| | | 1,789 | | | | Other Securities | | | | | 504,767 | | | | | | 0.1 | | |
| | | | | | | Utilities: 0.5% | | ||||||||||||
| | | 35,000 | | | | Other Securities | | | | | 2,244,900 | | | | | | 0.5 | | |
| | | | | | | Total Preferred Stock (Cost $14,747,730) | | | | | 10,964,737 | | | | | | 2.3 | | |
| EQUITY-LINKED SECURITIES:5.9% | | ||||||||||||||||||
| | | | | | | Energy: 0.8% | | ||||||||||||
| | | 85,000 | #,@ | | Wells Fargo into Halliburton Co., 8.000% | | | | | 3,649,960 | | | | | | 0.8 | | | |
| | | | | | | Health Care: 0.5% | | ||||||||||||
| | | 39,000 | #,@ | | JPMorgan Chase & Co. into Merck & Co., Inc., 6.250% | | | | | 2,431,634 | | | | | | 0.5 | | |
VY® Franklin Income Portfolio | as of June 30, 2017 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| EQUITY-LINKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Industrials: 1.1% | | ||||||||||||
| | | 42,000 | @ | | Morgan Stanley into Deere & Co., 6.000% | | | | $ | 5,010,264 | | | | | | 1.0 | | | |
| | | | | | | Information Technology: 2.7% | | ||||||||||||
| | | 32,000 | #,@ | | Deutsche Bank AG into Apple, Inc., 6.000% | | | | | 4,698,272 | | | | | | 1.0 | | | |
| | | 48,000 | @ | | Goldman Sachs & Co. into Analog Devices, Inc., 6.500% | | | | | 3,801,648 | | | | | | 0.8 | | | |
| | | 130,000 | @ | | Goldman Sachs & Co. into Intel Corp., 6.000% | | | | | 4,438,980 | | | | | | 0.9 | | | |
| | | | | | | | | | | | 12,938,900 | | | | | | 2.7 | | |
| | | | | | | Technology: 0.9% | | ||||||||||||
| | | 60,000 | #,@ | | The Royal Bank of Canada into Texas Instruments, Inc., 6.000% | | | | | 4,146,270 | | | | | | 0.9 | | | |
| | | | | | | Total Equity-Linked Securities (Cost $27,855,580) | | | | | 28,177,028 | | | | | | 5.9 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 36.4% | | ||||||||||||||||||
| | | | | | | Basic Materials: 1.7% | | ||||||||||||
| | | 5,000,000 | # | | FMG Resources August 2006 Pty Ltd., 9.750%, 03/01/22 | | | | | 5,718,750 | | | | | | 1.2 | | | |
| | | 2,200,000 | # | | FMG Resources August 2006 Pty Ltd., 5.125%, 05/15/24 | | | | | 2,205,500 | | | | | | 0.5 | | | |
| | | | | | | | | | | | 7,924,250 | | | | | | 1.7 | | |
| | | | | | | Communications: 5.7% | | ||||||||||||
| | | 1,853,000 | | | | iHeartCommunications, Inc., 9.000%, 12/15/19 | | | | | 1,461,554 | | | | | | 0.3 | | |
| | | 1,000,000 | # | | CommScope, Inc., 5.500%, 06/15/24 | | | | | 1,044,690 | | | | | | 0.2 | | | |
| | | 4,109,000 | | | | DISH DBS Corp., 5.000%-5.875%, 03/15/23-11/15/24 | | | | | 4,317,081 | | | | | | 0.9 | | |
| | | 2,400,000 | # | | Sirius XM Radio, Inc., 6.000%, 07/15/24 | | | | | 2,556,000 | | | | | | 0.5 | | | |
| | | 500,000 | | | | Sprint Corp., 7.125%, 06/15/24 | | | | | 557,500 | | | | | | 0.1 | | |
| | | 4,700,000 | | | | Sprint Corp., 7.875%, 09/15/23 | | | | | 5,416,750 | | | | | | 1.2 | | |
| | | 4,000,000 | # | | Univision Communications, Inc., 5.125%, 05/15/23 | | | | | 4,048,720 | | | | | | 0.9 | | | |
| | | 2,000,000 | # | | Virgin Media Secured Finance PLC, 5.500%, 01/15/25 | | | | | 2,087,500 | | | | | | 0.4 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | Communications (continued) | | ||||||||||||
| | 1,500,000 | # | | Ziggo Secured Finance BV, 5.500%, 01/15/27 | | | | $ | 1,535,625 | | | | | | 0.3 | | | |
| | 4,150,000 | | | | Other Securities | | | | | 4,262,579 | | | | | | 0.9 | | |
| | | | | | | | | | | 27,287,999 | | | | | | 5.7 | | |
| | | | | | Consumer, Cyclical: 1.2% | | ||||||||||||
| | 1,000,000 | # | | Ferrellgas L.P. / Ferrellgas Finance Corp., 8.625%, 06/15/20 | | | | | 950,000 | | | | | | 0.2 | | | |
| | 1,000,000 | # | | Shea Homes L.P. / Shea Homes Funding Corp., 5.875%, 04/01/23 | | | | | 1,034,500 | | | | | | 0.2 | | | |
| | 1,000,000 | # | | Shea Homes L.P. / Shea Homes Funding Corp., 6.125%, 04/01/25 | | | | | 1,037,500 | | | | | | 0.2 | | | |
| | 2,500,000 | | | | Other Securities | | | | | 2,834,375 | | | | | | 0.6 | | |
| | | | | | | | | | | 5,856,375 | | | | | | 1.2 | | |
| | | | | | Consumer, Non-cyclical: 8.9% | | ||||||||||||
| | EUR3,000,000 | # | | Bayer Capital Corp. BV, 5.625%, 11/22/19 | | | | | 4,176,508 | | | | | | 0.9 | | | |
| | 5,000,000 | L | | CHS/Community Health Systems, Inc., 8.000%, 11/15/19 | | | | | 5,043,750 | | | | | | 1.0 | | | |
| | 3,500,000 | | | | CHS/Community Health Systems, Inc., 6.875%-7.125%, 07/15/ 20-02/01/22 | | | | | 3,171,250 | | | | | | 0.7 | | |
| | 2,000,000 | # | | Endo Finance LLC / Endo Ltd. / Endo Finco, Inc., 6.000%, 07/15/23 | | | | | 1,691,000 | | | | | | 0.3 | | | |
| | 2,000,000 | # | | Endo Finance LLC, 5.750%, 01/15/22 | | | | | 1,809,600 | | | | | | 0.4 | | | |
| | 2,000,000 | | | | HCA, Inc., 5.875%, 05/01/23 | | | | | 2,182,500 | | | | | | 0.4 | | |
| | 3,200,000 | | | | HCA, Inc., 7.500%, 02/15/22 | | | | | 3,692,000 | | | | | | 0.8 | | |
| | 1,000,000 | #,L | | Mallinckrodt International Finance SA / Mallinckrodt CB LLC, 5.625%, 10/15/23 | | | | | 917,500 | | | | | | 0.2 | | | |
| | 4,000,000 | #,L | | Mallinckrodt International Finance SA / Mallinckrodt CB LLC, 5.750%, 08/01/22 | | | | | 3,780,000 | | | | | | 0.8 | | | |
| | 3,425,000 | L | | Tenet Healthcare Corp., 6.750%, 06/15/23 | | | | | 3,433,563 | | | | | | 0.7 | | | |
| | 4,000,000 | | | | Tenet Healthcare Corp., 8.125%, 04/01/22 | | | | | 4,260,000 | | | | | | 0.9 | | |
| | 2,000,000 | #,L | | Valeant Pharmaceuticals International, Inc., 5.375%, 03/15/20 | | | | | 1,935,000 | | | | | | 0.4 | | |
VY® Franklin Income Portfolio | as of June 30, 2017 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 1,700,000 | # | | Valeant Pharmaceuticals International, Inc., 5.875%, 05/15/23 | | | | $ | 1,466,250 | | | | | | 0.3 | | | |
| | | 1,300,000 | # | | Valeant Pharmaceuticals International, Inc., 6.125%, 04/15/25 | | | | | 1,105,000 | | | | | | 0.2 | | | |
| | | 600,000 | # | | Valeant Pharmaceuticals International, Inc., 6.500%, 03/15/22 | | | | | 630,750 | | | | | | 0.2 | | | |
| | | 900,000 | # | | Valeant Pharmaceuticals International, Inc., 7.000%, 03/15/24 | | | | | 948,375 | | | | | | 0.2 | | | |
| | | 2,000,000 | | | | Other Securities(a) | | | | | 2,102,500 | | | | | | 0.5 | | |
| | | | | | | | | | | | 42,345,546 | | | | | | 8.9 | | |
| | | | | | | Energy: 4.3% | | ||||||||||||
| | | 2,000,000 | # | | Ascent Resources Utica Holdings LLC / ARU Finance Corp., 10.000%, 04/01/22 | | | | | 2,010,000 | | | | | | 0.4 | | | |
| | | 2,000,000 | #,L | | Bill Barrett Corp., 8.750%, 06/15/25 | | | | | 1,685,000 | | | | | | 0.4 | | | |
| | | 1,552,000 | # | | Chesapeake Energy Corp., 8.000%, 12/15/22 | | | | | 1,647,060 | | | | | | 0.3 | | | |
| | | 900,000 | # | | Denbury Resources, Inc., 9.000%, 05/15/21 | | | | | 861,750 | | | | | | 0.2 | | | |
| | | 1,600,000 | # | | Kinder Morgan, Inc./DE, 5.625%, 11/15/23 | | | | | 1,772,392 | | | | | | 0.4 | | | |
| | | 616,333 | #,& | | W&T Offshore, Inc., 8.500%, 06/15/21 | | | | | 437,597 | | | | | | 0.1 | | | |
| | | 688,706 | #,& | | W&T Offshore, Inc., 9.000%, 05/15/20 | | | | | 571,626 | | | | | | 0.1 | | | |
| | | 8,264,000 | L | | Weatherford International Ltd., 4.500%-8.250%, 06/15/21-06/15/23 | | | | | 8,177,034 | | | | | | 1.7 | | | |
| | | 3,800,000 | | | | Other Securities(a) | | | | | 3,398,000 | | | | | | 0.7 | | |
| | | | | | | | | | | | 20,560,459 | | | | | | 4.3 | | |
| | | | | | | Financial: 4.5% | | ||||||||||||
| | | 6,000,000 | | | | Citigroup, Inc., 6.300%, 11/15/65 | | | | | 6,397,500 | | | | | | 1.3 | | |
| | | 4,000,000 | | | | JPMorgan Chase & Co., 5.000%-5.150%, 05/29/49-01/01/66 | | | | | 4,116,500 | | | | | | 0.9 | | |
| | | 2,500,000 | # | | OneMain Financial Holdings LLC, 6.750%, 12/15/19 | | | | | 2,634,375 | | | | | | 0.6 | | | |
| | | 7,600,000 | | | | Other Securities | | | | | 8,090,200 | | | | | | 1.7 | | |
| | | | | | | | | | | | 21,238,575 | | | | | | 4.5 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Industrial: 3.7% | | ||||||||||||
| | | 1,500,000 | # | | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 4.625%, 05/15/23 | | | | $ | 1,542,510 | | | | | | 0.3 | | | |
| | | 2,000,000 | # | | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 7.250%, 05/15/24 | | | | | 2,195,000 | | | | | | 0.5 | | | |
| | | 1,600,000 | # | | Bombardier, Inc., 7.500%, 03/15/25 | | | | | 1,664,000 | | | | | | 0.4 | | | |
| | | 1,500,000 | # | | BWAY Holding Co., 5.500%, 04/15/24 | | | | | 1,535,625 | | | | | | 0.3 | | | |
| | | 3,700,000 | # | | BWAY Holding Co., 7.250%, 04/15/25 | | | | | 3,764,750 | | | | | | 0.8 | | | |
| | | 1,500,000 | # | | Cemex SAB de CV, 7.250%, 01/15/21 | | | | | 1,591,875 | | | | | | 0.3 | | | |
| | | 400,000 | # | | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/23 | | | | | 416,000 | | | | | | 0.1 | | | |
| | | 2,000,000 | # | | XPO Logistics, Inc., 6.500%, 06/15/22 | | | | | 2,110,000 | | | | | | 0.4 | | | |
| | | 2,600,000 | | | | Other Securities | | | | | 2,687,750 | | | | | | 0.6 | | |
| | | | | | | | | | | | 17,507,510 | | | | | | 3.7 | | |
| | | | | | | Technology: 3.0% | | ||||||||||||
| | | 2,500,000 | # | | BMC Software Finance, Inc., 8.125%, 07/15/21 | | | | | 2,600,800 | | | | | | 0.5 | | | |
| | | 800,000 | # | | Dell International LLC / EMC Corp., 4.420%, 06/15/21 | | | | | 844,046 | | | | | | 0.2 | | | |
| | | 1,400,000 | # | | Dell International LLC / EMC Corp., 5.450%, 06/15/23 | | | | | 1,520,938 | | | | | | 0.3 | | | |
| | | 1,100,000 | # | | Dell International LLC / EMC Corp., 6.020%, 06/15/26 | | | | | 1,213,842 | | | | | | 0.3 | | | |
| | | 5,400,000 | # | | First Data Corp., 7.000%, 12/01/23 | | | | | 5,778,000 | | | | | | 1.2 | | | |
| | | 1,000,000 | # | | Western Digital Corp., 7.375%, 04/01/23 | | | | | 1,101,250 | | | | | | 0.2 | | | |
| | | 1,000,000 | | | | Other Securities | | | | | 1,182,180 | | | | | | 0.3 | | |
| | | | | | | | | | | | 14,241,056 | | | | | | 3.0 | | |
| | | | | | | Utilities: 3.4% | | ||||||||||||
| | | 4,500,000 | L | | Calpine Corp., 5.375%-5.750%, 01/15/23-01/15/25 | | | | | 4,277,500 | | | | | | 0.9 | | |
VY® Franklin Income Portfolio | as of June 30, 2017 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Utilities (continued) | | ||||||||||||
| | | 1,160,000 | L | | Calpine Corp., 5.500%, 02/01/24 | | | | $ | 1,103,450 | | | | | | 0.2 | | | |
| | | 6,000,000 | L | | Dynegy, Inc., 7.375%, 11/01/22 | | | | | 5,940,000 | | | | | | 1.3 | | | |
| | | 5,000,000 | # | | InterGen NV, 7.000%, 06/30/23 | | | | | 4,837,500 | | | | | | 1.0 | | | |
| | | | | | | | | | | | 16,158,450 | | | | | | 3.4 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $164,255,765) | | | | | 173,120,220 | | | | | | 36.4 | | |
| BANK LOANS: 5.5% | | ||||||||||||||||||
| | | | | | | Communications: 1.6% | | ||||||||||||
| | | 7,617,472 | | | | iHeart Communications, Inc. Term Loan D, 7.810%, 01/30/19 | | | | | 6,246,327 | | | | | | 1.3 | | |
| | | 1,485,057 | | | | iHeart Communications, Inc. Term Loan E, 8.726%, 07/30/19 | | | | | 1,217,747 | | | | | | 0.3 | | |
| | | | | | | | | | | | 7,464,074 | | | | | | 1.6 | | |
| | | | | | | Consumer, Cyclical: 1.0% | | ||||||||||||
| | | 4,936,757 | | | | Belk, Inc. TL B 1L, 6.054%, 12/12/22 | | | | | 4,228,332 | | | | | | 0.9 | | |
| | | 748,726 | | | | Other Securities | | | | | 757,617 | | | | | | 0.1 | | |
| | | | | | | | | | | | 4,985,949 | | | | | | 1.0 | | |
| | | | | | | Consumer, Non-cyclical: 0.7% | | ||||||||||||
| | | 3,519,412 | | | | Other Securities | | | | | 3,556,806 | | | | | | 0.7 | | |
| | | | | | | Diversified: 0.4% | | ||||||||||||
| | | 2,000,000 | | | | Other Securities | | | | | 2,021,250 | | | | | | 0.4 | | |
| | | | | | | Energy: 1.4% | | ||||||||||||
| | | 6,000,000 | | | | Chesapeake Energy Corp. TL 1L, 8.686%, 08/23/21 | | | | | 6,418,128 | | | | | | 1.4 | | |
| | | | | | | Industrial: 0.2% | | ||||||||||||
| | | 870,905 | | | | Other Securities | | | | | 875,249 | | | | | | 0.2 | | |
| | | | | | | Utilities: 0.2% | | ||||||||||||
| | | 1,000,000 | | | | Other Securities | | | | | 932,083 | | | | | | 0.2 | | |
| | | | | | | Total Bank Loans (Cost $27,262,606) | | | | | 26,253,539 | | | | | | 5.5 | | |
| | | | | | | Total Long-Term Investments (Cost $411,998,363) | | | | | 453,607,331 | | | | | | 95.3 | | |
| SHORT-TERM INVESTMENTS: 8.1% | | ||||||||||||||||||
| | | | | | | U.S. Government Agency Obligations: 3.0% | | ||||||||||||
| | | 14,405,000 | | | | Federal Home Loan Bank Discount Notes, 0.433%, 07/03/17 (Cost $14,404,554) | | | | | 14,405,000 | | | | | | 3.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 4.7% | | ||||||||||||
| | | 473,621 | | | | BNP Paribas S.A., Repurchase Agreement dated 06/30/17, 1.11%, due 07/03/17 (Repurchase Amount $473,664, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $483,093, due 07/28/17-09/09/49) | | | | $ | 473,621 | | | | | | 0.1 | | |
| | | 5,336,681 | | | | Cantor Fitzgerald, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $5,337,185, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $5,443,415, due 07/15/17-05/20/67) | | | | | 5,336,681 | | | | | | 1.1 | | |
| | | 4,586,673 | | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $4,587,107, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $4,678,406, due 07/13/17-12/01/51) | | | | | 4,586,673 | | | | | | 1.0 | | |
| | | 576,502 | | | | HSBC Securities USA, Repurchase Agreement dated 06/30/17, 1.06%, due 07/03/17 (Repurchase Amount $576,552, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-7.250%, Market Value plus accrued interest $588,033, due 07/15/17-01/15/37) | | | | | 576,502 | | | | | | 0.1 | | |
VY® Franklin Income Portfolio | as of June 30, 2017 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 283,152 | | | | Jefferies LLC, Repurchase Agreement dated 06/30/ 17, 1.25%, due 07/03/17 (Repurchase Amount $283,181, collateralized by various U.S. Government Agency Obligations, 0.000%-7.125%, Market Value plus accrued interest $288,817, due 07/07/17-01/15/30) | | | | $ | 283,152 | | | | | | 0.1 | | |
| | | 5,336,681 | | | | NBC Global Finance Ltd., Repurchase Agreement dated 06/30/17, 1.20%, due 07/03/17 (Repurchase Amount $5,337,207, collateralized by various U.S. Government Securities, 0.000%-2.500%, Market Value plus accrued interest $5,443,415, due 08/15/21-09/09/49) | | | | | 5,336,681 | | | | | | 1.1 | | |
| | | 5,874,800 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/17, 1.30%, due 07/03/17 (Repurchase Amount $5,875,428, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $5,992,279, due 01/15/19-02/15/46) | | | | | 5,874,800 | | | | | | 1.2 | | |
| | | | | | | | | | | | 22,468,110 | | | | | | 4.7 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | Mutual Funds: 0.4% | | ||||||||||||
| | 1,754,214 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.860%†† (Cost $1,754,214) | | | | | 1,754,214 | | | | | | 0.4 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds (continued) | | ||||||||||||
| | | Total Short-Term Investments (Cost $38,626,878) | | | | $ | 38,627,324 | | | | | | 8.1 | | |
| | | Total Investments in Securities (Cost $450,625,241) | | | | $ | 492,234,655 | | | | | | 103.4 | | |
| | | Liabilities in Excess of Other Assets | | | | | (16,221,986) | | | | | | (3.4) | | |
| | | Net Assets | | | | $ | 476,012,669 | | | | | | 100.0 | | |
|
| Net unrealized appreciation consists of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 62,176,445 | | |
| Gross Unrealized Depreciation | | | | | (20,567,037) | | |
| Net Unrealized Appreciation | | | | $ | 41,609,408 | | |
|
VY® Franklin Income Portfolio | as of June 30, 2017 (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 June 30, 2017 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | ||||||||||||||||||||
Consumer Discretionary | | | | $ | 14,416,781 | | | | | $ | 2,901,152 | | | | | $ | — | | | | | $ | 17,317,933 | | |
Consumer Staples | | | | | 17,359,370 | | | | | | — | | | | | | — | | | | | | 17,359,370 | | |
Energy | | | | | 36,481,370 | | | | | | — | | | | | | — | | | | | | 36,481,370 | | |
Financials | | | | | 25,606,286 | | | | | | — | | | | | | — | | | | | | 25,606,286 | | |
Health Care | | | | | 19,898,649 | | | | | | 6,909,101 | | | | | | — | | | | | | 26,807,750 | | |
Industrials | | | | | 19,814,610 | | | | | | — | | | | | | 305,463 | | | | | | 20,120,073 | | |
Information Technology | | | | | 18,984,616 | | ��� | | | | — | | | | | | — | | | | | | 18,984,616 | | |
Materials | | | | | 10,538,000 | | | | | | 6,032,603 | | | | | | — | | | | | | 16,570,603 | | |
Telecommunication Services | | | | | 4,019,400 | | | | | | — | | | | | | — | | | | | | 4,019,400 | | |
Utilities | | | | | 31,824,406 | | | | | | — | | | | | | — | | | | | | 31,824,406 | | |
Total Common Stock | | | | | 198,943,488 | | | | | | 15,842,856 | | | | | | 305,463 | | | | | | 215,091,807 | | |
Preferred Stock | | | | | 7,037,320 | | | | | | 3,422,650 | | | | | | 504,767 | | | | | | 10,964,737 | | |
Equity-Linked Securities | | | | | — | | | | | | 28,177,028 | | | | | | — | | | | | | 28,177,028 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 173,120,220 | | | | | | — | | | | | | 173,120,220 | | |
Short-Term Investments | | | | | 1,754,214 | | | | | | 36,873,110 | | | | | | — | | | | | | 38,627,324 | | |
Bank Loans | | | | | — | | | | | | 26,253,539 | | | | | | — | | | | | | 26,253,539 | | |
Total Investments, at fair value | | | | $ | 207,735,022 | | | | | $ | 283,689,403 | | | | | $ | 810,230 | | | | | $ | 492,234,655 | | |
|
VY® JPMorgan Small Cap Core | SUMMARY PORTFOLIO OF INVESTMENTS |
Equity Portfolio | as of June 30, 2017 (Unaudited) |
| Sector Diversification as of June 30, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Industrials | | | 18.6% | |
| Financials | | | 17.5% | |
| Information Technology | | | 14.2% | |
| Health Care | | | 13.4% | |
| Consumer Discretionary | | | 12.2% | |
| Real Estate | | | 6.6% | |
| Materials | | | 5.3% | |
| Energy | | | 3.2% | |
| Utilities | | | 3.0% | |
| Consumer Staples | | | 2.8% | |
| Telecommunication Services | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 3.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: 96.8% | | ||||||||||||||||||
| | | | | | Consumer Discretionary: 12.2% | | ||||||||||||
| | 90,735 | | | | Brunswick Corp. | | | | $ | 5,691,807 | | | | | | 0.7 | | |
| | 131,948 | | | | Cinemark Holdings, Inc. | | | | | 5,126,180 | | | | | | 0.7 | | |
| | 223,589 | @ | | EW Scripps Co. | | | | | 3,982,120 | | | | | | 0.5 | | | |
| | 767,550 | | | | Office Depot, Inc. | | | | | 4,328,982 | | | | | | 0.6 | | |
| | 54,792 | | | | Papa John’s International, Inc. | | | | | 3,931,874 | | | | | | 0.5 | | |
| | 64,817 | | | | Pool Corp. | | | | | 7,620,535 | | | | | | 1.0 | | |
| | 100,497 | @ | | ServiceMaster Global Holdings, Inc. | | | | | 3,938,477 | | | | | | 0.5 | | | |
| | 174,100 | @ | | Taylor Morrison Home Corp. | | | | | 4,180,141 | | | | | | 0.6 | | | |
| | 2,435,256 | | | | Other Securities(a) | | | | | 54,156,518 | | | | | | 7.1 | | |
| | | | | | | | | | | 92,956,634 | | | | | | 12.2 | | |
| | | | | | Consumer Staples: 2.8% | | ||||||||||||
| | 211,076 | @ | | Performance Food Group Co. | | | | | 5,783,482 | | | | | | 0.8 | | | |
| | 60,404 | L | | Spectrum Brands Holdings, Inc. | | | | | 7,552,916 | | | | | | 1.0 | | | |
| | 349,263 | | | | Other Securities | | | | | 8,008,945 | | | | | | 1.0 | | |
| | | | | | | | | | | 21,345,343 | | | | | | 2.8 | | |
| | | | | | Energy: 3.2% | | ||||||||||||
| | 231,032 | | | | Patterson-UTI Energy, Inc. | | | | | 4,664,536 | | | | | | 0.6 | | |
| | 2,247,231 | | | | Other Securities(a) | | | | | 20,012,424 | | | | | | 2.6 | | |
| | | | | | | | | | | 24,676,960 | | | | | | 3.2 | | |
| | | | | | Financials: 17.5% | | ||||||||||||
| | 177,793 | | | | Associated Banc-Corp. | | | | | 4,480,384 | | | | | | 0.6 | | |
| | 138,158 | | | | BankUnited, Inc. | | | | | 4,657,306 | | | | | | 0.6 | | |
| | 65,022 | | | | East West Bancorp, Inc. | | | | | 3,808,989 | | | | | | 0.5 | | |
| | 131,127 | | | | First Hawaiian, Inc. | | | | | 4,015,109 | | | | | | 0.5 | | |
| | 255,228 | | | | First Horizon National Corp. | | | | | 4,446,072 | | | | | | 0.6 | | |
| | 67,983 | | | | Iberiabank Corp. | | | | | 5,540,615 | | | | | | 0.7 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | Financials (continued) | | ||||||||||||
| | 52,657 | | | | Morningstar, Inc. | | | | $ | 4,125,149 | | | | | | 0.6 | | |
| | 66,689 | | | | ProAssurance Corp. | | | | | 4,054,691 | | | | | | 0.5 | | |
| | 93,172 | @ | | Western Alliance Bancorp. | | | | | 4,584,062 | | | | | | 0.6 | | | |
| | 3,119,836 | | | | Other Securities(a) | | | | | 93,962,645 | | | | | | 12.3 | | |
| | | | | | | | | | | 133,675,022 | | | | | | 17.5 | | |
| | | | | | Health Care: 13.4% | | ||||||||||||
| | 197,357 | @ | | Catalent, Inc. | | | | | 6,927,231 | | | | | | 0.9 | | | |
| | 129,082 | | | | Healthsouth Corp. | | | | | 6,247,569 | | | | | | 0.8 | | |
| | 93,200 | @ | | Integer Holdings Corp. | | | | | 4,030,900 | | | | | | 0.5 | | | |
| | 46,900 | @ | | Masimo Corp. | | | | | 4,276,342 | | | | | | 0.6 | | | |
| | 59,055 | @ | | Medidata Solutions, Inc. | | | | | 4,618,101 | | | | | | 0.6 | | | |
| | 31,831 | @ | | WellCare Health Plans, Inc. | | | | | 5,715,574 | | | | | | 0.8 | | | |
| | 75,329 | | | | West Pharmaceutical Services, Inc. | | | | | 7,120,097 | | | | | | 0.9 | | |
| | 3,092,927 | | | | Other Securities(a) | | | | | 63,220,103 | | | | | | 8.3 | | |
| | | | | | | | | | | 102,155,917 | | | | | | 13.4 | | |
| | | | | | Industrials: 18.6% | | ||||||||||||
| | 122,952 | | | | Allison Transmission Holdings, Inc. | | | | | 4,611,929 | | | | | | 0.6 | | |
| | 81,552 | | | | Applied Industrial Technologies, Inc. | | | | | 4,815,646 | | | | | | 0.6 | | |
| | 130,889 | | | | Brady Corp. | | | | | 4,437,137 | | | | | | 0.6 | | |
| | 119,792 | | | | Douglas Dynamics, Inc. | | | | | 3,941,157 | | | | | | 0.5 | | |
| | 52,453 | | | | Landstar System, Inc. | | | | | 4,489,977 | | | | | | 0.6 | | |
| | 55,377 | @ | | RBC Bearings, Inc. | | | | | 5,635,163 | | | | | | 0.7 | | | |
| | 159,726 | | | | Toro Co. | | | | | 11,067,415 | | | | | | 1.5 | | |
| | 3,654,328 | | | | Other Securities(a) | | | | | 102,932,760 | | | | | | 13.5 | | |
| | | | | | | | | | | 141,931,184 | | | | | | 18.6 | | |
| | | | | | Information Technology: 14.2% | | ||||||||||||
| | 63,883 | | | | Cabot Microelectronics Corp. | | | | | 4,716,482 | | | | | | 0.6 | | |
| | 89,686 | @,L | | GrubHub, Inc. | | | | | 3,910,309 | | | | | | 0.5 | | | |
| | 64,755 | @ | | Guidewire Software, Inc. | | | | | 4,449,316 | | | | | | 0.6 | | | |
| | 110,948 | @ | | Q2 Holdings, Inc. | | | | | 4,099,529 | | | | | | 0.6 | | | |
| | 107,300 | @ | | Sanmina Corp. | | | | | 4,088,130 | | | | | | 0.5 | | | |
| | 23,060 | @ | | Tyler Technologies, Inc. | | | | | 4,050,950 | | | | | | 0.5 | | | |
| | 3,503,119 | | | | Other Securities(a) | | | | | 83,135,380 | | | | | | 10.9 | | |
| | | | | | | | | | | 108,450,096 | | | | | | 14.2 | | |
| | | | | | Materials: 5.3% | | ||||||||||||
| | 107,352 | | | | Aptargroup, Inc. | | | | | 9,324,595 | | | | | | 1.2 | | |
| | 76,546 | @ | | Crown Holdings, Inc. | | | | | 4,566,734 | | | | | | 0.6 | | | |
| | 63,900 | | | | Trinseo SA | | | | | 4,389,930 | | | | | | 0.6 | | |
| | 850,084 | | | | Other Securities(a) | | | | | 22,433,329 | | | | | | 2.9 | | |
| | | | | | | | | | | 40,714,588 | | | | | | 5.3 | | |
| | | | | | Real Estate: 6.6% | | ||||||||||||
| | 56,125 | | | | EastGroup Properties, Inc. | | | | | 4,703,275 | | | | | | 0.6 | | |
| | 113,710 | | | | National Retail Properties, Inc. | | | | | 4,446,061 | | | | | | 0.6 | | |
| | 120,287 | | | | Realogy Holdings Corp. | | | | | 3,903,313 | | | | | | 0.5 | | |
VY® JPMorgan Small Cap Core | SUMMARY PORTFOLIO OF INVESTMENTS |
Equity Portfolio | as of June 30, 2017 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | Real Estate (continued) | | ||||||||||||
| | 207,607 | | | | RLJ Lodging Trust | | | | $ | 4,125,151 | | | | | | 0.5 | | |
| | 145,750 | | | | The Geo Group, Inc. | | | | | 4,309,828 | | | | | | 0.6 | | |
| | 1,341,175 | | | | Other Securities | | | | | 28,738,022 | | | | | | 3.8 | | |
| | | | | | | | | | | 50,225,650 | | | | | | 6.6 | | |
| | | | | | Telecommunication Services: 0.0% | | ||||||||||||
| | 13,500 | | | | Other Securities | | | | | 193,995 | | | | | | 0.0 | | |
| | | | | | Utilities: 3.0% | | ||||||||||||
| | 79,983 | | | | NorthWestern Corp. | | | | | 4,880,563 | | | | | | 0.7 | | |
| | 186,545 | | | | Portland General Electric Co. | | | | | 8,523,241 | | | | | | 1.1 | | |
| | 375,000 | | | | Other Securities(a) | | | | | 9,360,959 | | | | | | 1.2 | | |
| | | | | | | | | | | 22,764,763 | | | | | | 3.0 | | |
| | | | | | Total Common Stock (Cost $570,150,087) | | | | | 739,090,152 | | | | | | 96.8 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: 9.7% | | ||||||||||||||||||
| | | | | | Securities Lending Collateralcc: 5.7% | | ||||||||||||
| | 1,390,998 | | | | BNP Paribas S.A., Repurchase Agreement dated 06/30/17, 1.11%, due 07/03/17 (Repurchase Amount $1,391,125, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $1,418,818, due 07/28/17- 09/09/49) | | | | | 1,390,998 | | | | | | 0.2 | | |
| | 10,297,858 | | | | Cantor Fitzgerald, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $10,298,831, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $10,503,815, due 07/15/17-05/20/67) | | | | | 10,297,858 | | | | | | 1.4 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | 10,297,858 | | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $10,298,831, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $10,503,815, due 07/13/17-12/01/51) | | | | $ | 10,297,858 | | | | | | 1.3 | | |
| | 1,693,151 | | | | HSBC Securities USA, Repurchase Agreement dated 06/30/17, 1.06%, due 07/03/17 (Repurchase Amount $1,693,299, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.250%, Market Value plus accrued interest $1,727,017, due 07/15/17-01/15/37) | | | | | 1,693,151 | | | | | | 0.2 | | |
| | 831,600 | | | | Jefferies LLC, Repurchase Agreement dated 06/30/17, 1.25%, due 07/03/17 (Repurchase Amount $831,685, collateralized by various U.S. Government Agency Obligations, 0.000%-7.125%, Market Value plus accrued interest $848,237, due 07/07/17- 01/15/30) | | | | | 831,600 | | | | | | 0.1 | | |
| | 8,548,589 | | | | Nomura Securities, Repurchase Agreement dated 06/30/17, 1.13%, due 07/03/ 17 (Repurchase Amount $8,549,383, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $8,719,561, due 07/10/17-06/20/67) | | | | | 8,548,589 | | | | | | 1.1 | | |
VY® JPMorgan Small Cap Core | SUMMARY PORTFOLIO OF INVESTMENTS |
Equity Portfolio | as of June 30, 2017 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | 10,297,900 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/17, 1.30%, due 07/03/17 (Repurchase Amount $10,299,000, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $10,503,828, due 01/15/19-02/15/46) | | | | $ | 10,297,900 | | | | | | 1.4 | | |
| | | | | | | | | | | 43,357,954 | | | | | | 5.7 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | Mutual Funds: 4.0% | | ||||||||||||
| | 31,022,594 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.860%†† (Cost $31,022,594) | | | | | 31,022,594 | | | | | | 4.0 | | |
| | | | | | Total Short-Term Investments (Cost $74,380,548) | | | | | 74,380,548 | | | | | | 9.7 | | |
| | | | | | Total Investments in Securities (Cost $644,530,635) | | | | $ | 813,470,700 | | | | | | 106.5 | | |
| | | | | | Liabilities in Excess of Other Assets | | | | | (49,779,179) | | | | | | (6.5) | | |
| | | | | | Net Assets | | | | $ | 763,691,521 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 189,352,502 | | |
| Gross Unrealized Depreciation | | | | | (23,319,759) | | |
| Net Unrealized Appreciation | | | | $ | 166,032,743 | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2017 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock* | | | | $ | 739,090,152 | | | | | $ | — | | | | | $ | — | | | | | $ | 739,090,152 | | |
Short-Term Investments | | | | | 31,022,594 | | | | | | 43,357,954 | | | | | | — | | | | | | 74,380,548 | | |
Total Investments, at fair value | | | | $ | 770,112,746 | | | | | $ | 43,357,954 | | | | | $ | — | | | | | $ | 813,470,700 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 26,869 | | | | | | — | | | | | | — | | | | | | 26,869 | | |
Total Assets | | | | $ | 770,139,615 | | | | | $ | 43,357,954 | | | | | $ | — | | | | | $ | 813,497,569 | | |
|
VY® JPMorgan Small Cap Core | SUMMARY PORTFOLIO OF INVESTMENTS |
Equity Portfolio | as of June 30, 2017 (Unaudited) (continued) |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
Russell 2000® Mini Index | | | | | 145 | | | | | | 09/15/17 | | | | | $ | 10,253,675 | | | | | $ | 26,869 | | |
| | | | | | | | | | | | | | | | $ | 10,253,675 | | | | | $ | 26,869 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 26,869 | | |
Total Asset Derivatives | | | | | | | $ | 26,869 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 388,786 | | |
Total | | | | $ | 388,786 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 154,842 | | |
Total | | | | $ | 154,842 | | |
|
VY® Templeton Global Growth | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of June 30, 2017 (Unaudited) |
| Geographic Diversification as of June 30, 2017 (as a percentage of net assets) | | |||
| | | | | |
| United States | | | 37.8% | |
| United Kingdom | | | 10.6% | |
| South Korea | | | 5.6% | |
| Netherlands | | | 5.0% | |
| France | | | 5.0% | |
| Germany | | | 4.7% | |
| China | | | 4.7% | |
| Japan | | | 4.6% | |
| Singapore | | | 2.6% | |
| Canada | | | 2.5% | |
| Countries between 0.1% – 2.3%^ | | | 13.4% | |
| Assets in Excess of Other Liabilities* | | | 3.5% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ^ Includes 13 countries, which each represents 0.1% – 2.3% of net assets. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 95.8% | | ||||||||||||||||||
| | | | | | | Canada: 2.5% | | ||||||||||||
| | | 119,550 | | | | Barrick Gold Corp. | | | | $ | 1,902,040 | | | | | | 1.0 | | |
| | | 94,595 | | | | Wheaton Precious Metals Corp. | | | | | 1,879,062 | | | | | | 1.0 | | |
| | | 100,400 | | | | Other Securities | | | | | 1,080,355 | | | | | | 0.5 | | |
| | | | | | | | | | | | 4,861,457 | | | | | | 2.5 | | |
| | | | | | | China: 4.7% | | ||||||||||||
| | | 13,660 | @ | | Baidu, Inc. ADR | | | | | 2,443,227 | | | | | | 1.2 | | | |
| | | 873,000 | | | | China Life Insurance Co., Ltd. | | | | | 2,667,938 | | | | | | 1.4 | | |
| | | 3,907,744 | | | | Other Securities(a) | | | | | 4,046,720 | | | | | | 2.1 | | |
| | | | | | | | | | | | 9,157,885 | | | | | | 4.7 | | |
| | | | | | | France: 5.0% | | ||||||||||||
| | | 109,578 | | | | AXA S.A. | | | | | 3,000,619 | | | | | | 1.5 | | |
| | | 34,260 | | | | BNP Paribas | | | | | 2,466,476 | | | | | | 1.3 | | |
| | | 133,030 | | | | Credit Agricole SA | | | | | 2,142,899 | | | | | | 1.1 | | |
| | | 20,366 | | | | Sanofi | | | | | 1,951,474 | | | | | | 1.0 | | |
| | | 12,900 | | | | Other Securities | | | | | 272,920 | | | | | | 0.1 | | |
| | | | | | | | | | | | 9,834,388 | | | | | | 5.0 | | |
| | | | | | | Germany: 4.7% | | ||||||||||||
| | | 59,200 | # | | Innogy SE | | | | | 2,329,908 | | | | | | 1.2 | | | |
| | | 18,320 | | | | Merck KGaA | | | | | 2,216,701 | | | | | | 1.1 | | |
| | | 14,940 | | | | Siemens AG | | | | | 2,055,061 | | | | | | 1.0 | | |
| | | 99,618 | | | | Other Securities | | | | | 2,682,719 | | | | | | 1.4 | | |
| | | | | | | | | | | | 9,284,389 | | | | | | 4.7 | | |
| | | | | | | Hong Kong: 0.2% | | ||||||||||||
| | | 398,000 | | | | Other Securities | | | | | 362,277 | | | | | | 0.2 | | |
| | | | | | | Indonesia: 0.1% | | ||||||||||||
| | | 217,500 | | | | Other Securities | | | | | 231,305 | | | | | | 0.1 | | |
| | | | | | | Ireland: 0.6% | | ||||||||||||
| | | 12,340 | | | | Other Securities | | | | | 1,095,175 | | | | | | 0.6 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Israel: 2.1% | | ||||||||||||
| | | 124,963 | | | | Teva Pharmaceutical Industries Ltd. ADR | | | | $ | 4,151,271 | | | | | | 2.1 | | |
| | | | | | | Italy: 1.5% | | ||||||||||||
| | | 190,871 | | | | ENI S.p.A. | | | | | 2,868,392 | | | | | | 1.5 | | |
| | | | | | | Japan: 4.6% | | ||||||||||||
| | | 239,400 | | | | Nissan Motor Co., Ltd. | | | | | 2,390,393 | | | | | | 1.2 | | |
| | | 189,000 | | | | Panasonic Corp. | | | | | 2,575,174 | | | | | | 1.3 | | |
| | | 34,300 | | | | SoftBank Group Corp. | | | | | 2,788,252 | | | | | | 1.5 | | |
| | | 40,700 | | | | Other Securities | | | | | 1,183,669 | | | | | | 0.6 | | |
| | | | | | | | | | | | 8,937,488 | | | | | | 4.6 | | |
| | | | | | | Luxembourg: 0.5% | | ||||||||||||
| | | 40,948 | | | | Other Securities | | | | | 959,287 | | | | | | 0.5 | | |
| | | | | | | Netherlands: 5.0% | | ||||||||||||
| | | 28,514 | L | | Akzo Nobel NV | | | | | 2,479,828 | | | | | | 1.2 | | | |
| | | 173,310 | | | | Royal Dutch Shell PLC - Class B | | | | | 4,652,776 | | | | | | 2.4 | | |
| | | 380,703 | | | | Other Securities | | | | | 2,751,526 | | | | | | 1.4 | | |
| | | | | | | | | | | | 9,884,130 | | | | | | 5.0 | | |
| | | | | | | Portugal: 1.1% | | ||||||||||||
| | | 146,520 | | | | Galp Energia SGPS SA | | | | | 2,220,334 | | | | | | 1.1 | | |
| | | | | | | Russia: 0.5% | | ||||||||||||
| | | 75,573 | | | | Other Securities | | | | | 1,037,617 | | | | | | 0.5 | | |
| | | | | | | Singapore: 2.6% | | ||||||||||||
| | | 139,980 | | | | DBS Group Holdings Ltd. | | | | | 2,106,808 | | | | | | 1.1 | | |
| | | 1,090,300 | | | | Singapore Telecommunications Ltd. | | | | | 3,079,095 | | | | | | 1.5 | | |
| | | | | | | | | | | | 5,185,903 | | | | | | 2.6 | | |
| | | | | | | South Korea: 5.6% | | ||||||||||||
| | | 19,456 | | | | Hyundai Motor Co. | | | | | 2,712,656 | | | | | | 1.4 | | |
| | | 52,885 | | | | KB Financial Group, Inc. | | | | | 2,670,177 | | | | | | 1.4 | | |
| | | 2,688 | | | | Samsung Electronics Co., Ltd. | | | | | 5,598,625 | | | | | | 2.8 | | |
| | | | | | | | | | | | 10,981,458 | | | | | | 5.6 | | |
| | | | | | | Spain: 0.8% | | ||||||||||||
| | | 158,723 | | | | Other Securities | | | | | 1,643,043 | | | | | | 0.8 | | |
| | | | | | | Sweden: 2.2% | | ||||||||||||
| | | 122,730 | | | | Getinge AB | | | | | 2,403,822 | | | | | | 1.2 | | |
| | | 270,096 | | | | Telefonaktiebolaget LM Ericsson | | | | | 1,942,025 | | | | | | 1.0 | | |
| | | | | | | | | | | | 4,345,847 | | | | | | 2.2 | | |
| | | | | | | Switzerland: 2.3% | | ||||||||||||
| | | 9,160 | | | | Roche Holding AG | | | | | 2,340,517 | | | | | | 1.2 | | |
| | | 123,019 | | | | UBS Group AG | | | | | 2,092,047 | | | | | | 1.1 | | |
| | | | | | | | | | | | 4,432,564 | | | | | | 2.3 | | |
| | | | | | | Thailand: 1.0% | | ||||||||||||
| | | 276,600 | | | | Bangkok Bank PCL | | | | | 1,505,193 | | | | | | 0.7 | | |
| | | 92,400 | | | | Bangkok Bank PCL - Foreign Reg | | | | | 535,468 | | | | | | 0.3 | | |
| | | | | | | | | | | | 2,040,661 | | | | | | 1.0 | | |
| | | | | | | Turkey: 0.5% | | ||||||||||||
| | | 115,172 | | | | Other Securities | | | | | 944,410 | | | | | | 0.5 | | |
VY® Templeton Global Growth | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of June 30, 2017 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | United Kingdom: 10.6% | | ||||||||||||
| | | 319,349 | | | | BAE Systems PLC | | | | $ | 2,636,329 | | | | | | 1.4 | | |
| | | 552,759 | | | | BP PLC | | | | | 3,190,637 | | | | | | 1.6 | | |
| | | 215,161 | | | | Sky PLC | | | | | 2,786,594 | | | | | | 1.4 | | |
| | | 317,510 | | | | HSBC Holdings PLC (HKD) | | | | | 2,949,792 | | | | | | 1.5 | | |
| | | 360,607 | @ | | Standard Chartered PLC | | | | | 3,652,322 | | | | | | 1.9 | | | |
| | | 1,936,616 | | | | Other Securities | | | | | 5,557,314 | | | | | | 2.8 | | |
| | | | | | | | | | | | 20,772,988 | | | | | | 10.6 | | |
| | | | | | | United States: 37.1% | | ||||||||||||
| | | 54,970 | | | | American International Group, Inc. | | | | | 3,436,725 | | | | | | 1.8 | | |
| | | 15,251 | | | | Allergan plc | | | | | 3,707,366 | | | | | | 1.9 | | |
| | | 3,350 | @ | | Alphabet, Inc. - Class A | | | | | 3,114,428 | | | | | | 1.6 | | | |
| | | 22,230 | | | | AmerisourceBergen Corp. | | | | | 2,101,402 | | | | | | 1.1 | | |
| | | 21,570 | | | | Amgen, Inc. | | | | | 3,715,001 | | | | | | 1.9 | | |
| | | 23,400 | | | | Apple, Inc. | | | | | 3,370,068 | | | | | | 1.7 | | |
| | | 27,060 | | | | Capital One Financial Corp. | | | | | 2,235,697 | | | | | | 1.1 | | |
| | | 27,210 | | | | Cardinal Health, Inc. | | | | | 2,120,203 | | | | | | 1.1 | | |
| | | 71,590 | | | | Cisco Systems, Inc. | | | | | 2,240,767 | | | | | | 1.1 | | |
| | | 76,790 | | | | Citigroup, Inc. | | | | | 5,135,715 | | | | | | 2.6 | | |
| | | 83,120 | | | | Comcast Corp. - Class A | | | | | 3,235,031 | | | | | | 1.7 | | |
| | | 50,190 | | | | ConocoPhillips | | | | | 2,206,352 | | | | | | 1.1 | | |
| | | 33,630 | | | | Eli Lilly & Co. | | | | | 2,767,749 | | | | | | 1.4 | | |
| | | 39,750 | | | | Gilead Sciences, Inc. | | | | | 2,813,505 | | | | | | 1.4 | | |
| | | 20,710 | | | | JPMorgan Chase & Co. | | | | | 1,892,894 | | | | | | 1.0 | | |
| | | 42,710 | | | | Microsoft Corp. | | | | | 2,944,000 | | | | | | 1.5 | | |
| | | 91,170 | @ | | Navistar International Corp. | | | | | 2,391,389 | | | | | | 1.2 | | | |
| | | 119,970 | | | | Oracle Corp. | | | | | 6,015,296 | | | | | | 3.1 | | |
| | | 26,740 | | | | Perrigo Co. PLC | | | | | 2,019,405 | | | | | | 1.0 | | |
| | | 67,330 | | | | Twenty-First Century Fox, Inc. - Class A | | | | | 1,908,132 | | | | | | 1.0 | | |
| | | 24,000 | | | | Walgreens Boots Alliance, Inc. | | | | | 1,879,440 | | | | | | 1.0 | | |
| | | 273,803 | | | | Other Securities(a) | | | | | 11,512,781 | | | | | | 5.8 | | |
| | | | | | | | | | | | 72,763,346 | | | | | | 37.1 | | |
| | | | | | | Total Common Stock (Cost $163,844,846) | | | | | 187,995,615 | | | | | | 95.8 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | | | | ||||||||||||
| CORPORATE BONDS/NOTES: 0.7% | | | ||||||||||||||||||||
| | | | | | | United States: 0.7% | | | ||||||||||||||
| | | 1,291,000 | # | | Chesapeake Energy Corp., 8.000%, 12/15/22 | | | | | 1,370,074 | | | | | | 0.7 | | | | |||
| | | | | | | Total Corporate Bonds/Notes (Cost $1,225,119) | | | | $ | 1,370,074 | | | | | | 0.7 | | | | ||
| | | | | | | Total Long-Term Investments (Cost $165,069,965) | | | | | 189,365,689 | | | | | | 96.5 | | | | ||
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | | | | ||||||||||||
| SHORT-TERM INVESTMENTS: 4.1% | | | ||||||||||||||||||||
| | | | | | | U.S. Government Agency Obligations: 3.4% | | | ||||||||||||||
| | | 6,800,000 | | | | Federal Home Loan Bank Discount Notes, 0.433%, 07/03/17 (Cost $6,799,754) | | | | $ | 6,800,000 | | | | | | 3.4 | | | | ||
| | | | | | | Securities Lending Collateralcc: 0.7% | | | ||||||||||||||
| | | 57,260 | | | | BNP Paribas S.A., Repurchase Agreement dated 06/30/17, 1.11%, due 07/03/17 (Repurchase Amount $57,265, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $58,405, due 07/28/17-09/09/49) | | | | | 57,260 | | | | | | 0.0 | | | | ||
| | | 1,000,000 | | | | Cantor Fitzgerald, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $1,000,095, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 10.500%, Market Value plus accrued interest $1,020,000, due 07/15/17-05/20/67) | | | | | 1,000,000 | | | | | | 0.5 | | | | ||
| | | 199,731 | | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $199,750, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $203,726, due 07/13/17-12/01/51) | | | | | 199,731 | | | | | | 0.1 | | | |
VY® Templeton Global Growth | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of June 30, 2017 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | | | | ||||||||||||
| SHORT-TERM INVESTMENTS (continued) | | | ||||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | | ||||||||||||||
| | | 69,699 | | | | HSBC Securities USA, Repurchase Agreement dated 06/30/17, 1.06%, due 07/03/17 (Repurchase Amount $69,705, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-7.250%, Market Value plus accrued interest $71,093, due 07/15/17-01/15/37) | | | | $ | 69,699 | | | | | | 0.1 | | | | ||
| | | 34,233 | | | | Jefferies LLC, Repurchase Agreement dated 06/30/17, 1.25%, due 07/03/17 (Repurchase Amount $34,237, collateralized by various U.S. Government Agency Obligations, 0.000%-7.125%, Market Value plus accrued interest $34,918, due 07/07/17- 01/15/30) | | | | | 34,233 | | | | | | 0.0 | | | | ||
| | | | | | | | | | | | 1,360,923 | | | | | | 0.7 | | | | ||
| | | | | | | Total Short-Term Investments (Cost $8,160,677) | | | | | 8,160,923 | | | | | | 4.1 | | | | ||
| | | | | | | Total Investments in Securities (Cost $173,230,642) | | | | $ | 197,526,612 | | | | | | 100.6 | | | | ||
| | | | | | | Liabilities in Excess of Other Assets | | | | | (1,251,339) | | | | | | (0.6) | | | | ||
| | | | | | | Net Assets | | | | $ | 196,275,273 | | | | | | 100.0 | | | | ||
|
| Gross Unrealized Appreciation | | | | $ | 36,576,322 | | |
| Gross Unrealized Depreciation | | | | | (12,879,223) | | |
| Net Unrealized Appreciation | | | | $ | 23,697,099 | | |
|
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 23.2% | | |
Health Care | | | | | 18.0 | | |
Information Technology | | | | | 15.6 | | |
Energy | | | | | 11.3 | | |
Consumer Discretionary | | | | | 9.6 | | |
Telecommunication Services | | | | | 6.1 | | |
Industrials | | | | | 5.1 | | |
Materials | | | | | 4.1 | | |
Consumer Staples | | | | | 2.2 | | |
Utilities | | | | | 1.3 | | |
Short-Term Investments | | | | | 4.1 | | |
Liabilities in Excess of Other Assets | | | | | (0.6) | | |
Net Assets | | | | | 100.0% | | |
|
VY® Templeton Global Growth | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of June 30, 2017 (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 June 30, 2017 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||
Canada | | | | $ | 4,861,457 | | | | | $ | — | | | | | $ | — | | | | | $ | 4,861,457 | | |
China | | | | | 2,977,359 | | | | | | 6,180,526 | | | | | | — | | | | | | 9,157,885 | | |
France | | | | | — | | | | | | 9,834,388 | | | | | | — | | | | | | 9,834,388 | | |
Germany | | | | | — | | | | | | 9,284,389 | | | | | | — | | | | | | 9,284,389 | | |
Hong Kong | | | | | — | | | | | | 362,277 | | | | | | — | | | | | | 362,277 | | |
Indonesia | | | | | — | | | | | | 231,305 | | | | | | — | | | | | | 231,305 | | |
Ireland | | | | | 1,095,175 | | | | | | — | | | | | | — | | | | | | 1,095,175 | | |
Israel | | | | | 4,151,271 | | | | | | — | | | | | | — | | | | | | 4,151,271 | | |
Italy | | | | | — | | | | | | 2,868,392 | | | | | | — | | | | | | 2,868,392 | | |
Japan | | | | | — | | | | | | 8,937,488 | | | | | | — | | | | | | 8,937,488 | | |
Luxembourg | | | | | — | | | | | | 959,287 | | | | | | — | | | | | | 959,287 | | |
Netherlands | | | | | — | | | | | | 9,884,130 | | | | | | — | | | | | | 9,884,130 | | |
Portugal | | | | | — | | | | | | 2,220,334 | | | | | | — | | | | | | 2,220,334 | | |
Russia | | | | | 1,037,617 | | | | | | — | | | | | | — | | | | | | 1,037,617 | | |
Singapore | | | | | — | | | | | | 5,185,903 | | | | | | — | | | | | | 5,185,903 | | |
South Korea | | | | | — | | | | | | 10,981,458 | | | | | | — | | | | | | 10,981,458 | | |
Spain | | | | | — | | | | | | 1,643,043 | | | | | | — | | | | | | 1,643,043 | | |
Sweden | | | | | — | | | | | | 4,345,847 | | | | | | — | | | | | | 4,345,847 | | |
Switzerland | | | | | — | | | | | | 4,432,564 | | | | | | — | | | | | | 4,432,564 | | |
Thailand | | | | | — | | | | | | 2,040,661 | | | | | | — | | | | | | 2,040,661 | | |
Turkey | | | | | 944,410 | | | | | | — | | | | | | — | | | | | | 944,410 | | |
United Kingdom | | | | | — | | | | | | 20,772,988 | | | | | | — | | | | | | 20,772,988 | | |
United States | | | | | 72,763,346 | | | | | | — | | | | | | — | | | | | | 72,763,346 | | |
Total Common Stock | | | | | 87,830,635 | | | | | | 100,164,980 | | | | | | — | | | | | | 187,995,615 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 1,370,074 | | | | | | — | | | | | | 1,370,074 | | |
Short-Term Investments | | | | | — | | | | | | 8,160,923 | | | | | | — | | | | | | 8,160,923 | | |
Total Investments, at fair value | | | | $ | 87,830,635 | | | | | $ | 109,695,977 | | | | | $ | — | | | | | $ | 197,526,612 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (207) | | | | | $ | — | | | | | $ | (207) | | |
Total Liabilities | | | | $ | — | | | | | $ | (207) | | | | | $ | — | | | | | $ | (207) | | |
|
VY® Templeton Global Growth | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of June 30, 2017 (Unaudited) (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||||||||
JPY 7,699,871 | | | | | USD 68,665 | | | | | | UBSAG | | | | | | 07/03/17 | | | | | $ | (207) | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (207) | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | |||||||
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 207 | | |
Total Liability Derivatives | | | | | | | $ | 207 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Foreign currency related transactions* | | |||
Foreign exchange contracts | | | | $ | (6,240) | | |
Total | | | | $ | (6,240) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Foreign currency related transactions* | | |||
Foreign exchange contracts | | | | $ | (207) | | |
Total | | | | $ | (207) | | |
|
| | | UBS AG | | |||
Liabilities: | | | |||||
Forward foreign currency contracts | | | | $ | 207 | | |
Total Liabilities | | | | $ | 207 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (207) | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | |
Net Exposure(1) | | | | $ | (207) | | |
|
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
Semi-Annual Report
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 | ||
Shareholder Expense Examples | 4 | ||
Statements of Assets and Liabilities | 5 | ||
Statements of Operations | 7 | ||
Statements of Changes in Net Assets | 8 | ||
Financial Highlights | 9 | ||
Notes to Financial Statements | 10 | ||
Summary Portfolios of Investments (“Portfolio of Investments”) | 26 | ||
Advisory and Sub-Advisory Contract Approval Discussion | 56 |
A description of the policies and procedures that the Portfolios use 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 Portfolios’ 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 Portfolios voted proxies related to portfolio securities during the most recent 12-month period ended June 30 is available without charge on the Portfolios’ website at www.voyainvestments.com and on the SEC’s website at www.sec.gov.
Guiding through the Headlines
President and Chief Executive Officer
Voya Family of Funds
July 31, 2017
Index | Description |
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. 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. |
Actual Portfolio Return | Hypothetical (5% return before expenses) | |||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value January 1, 2017 | Ending Account Value June 30, 2017 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2017* | Beginning Account Value January 1, 2017 | Ending Account Value June 30, 2017 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2017* | |||||||||||||||||||||||||
VY® BlackRock Inflation Protected Bond Portfolio | ||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,004.10 | 1.13 | % | $5.62 | $ | 1,000.00 | $ | 1,019.19 | 1.13 | % | $5.66 | ||||||||||||||||||
Class I | 1,000.00 | 1,005.90 | 0.53 | 2.64 | 1,000.00 | 1,022.17 | 0.53 | 2.66 | ||||||||||||||||||||||||
Class S | 1,000.00 | 1,005.50 | 0.78 | 3.88 | 1,000.00 | 1,020.93 | 0.78 | 3.91 | ||||||||||||||||||||||||
VY® Goldman Sachs Bond Portfolio | $ | 1,000.00 | $ | 1,023.90 | 0.58 | % | $2.91 | $ | 1,000.00 | $ | 1,021.92 | 0.58 | % | $2.91 |
* | Expenses are equal to each Portfolio’s respective annualized expense ratios multiplied by the average account value over the period, multiplied by 181/365 to reflect the most recent fiscal half-year. |
VY® BlackRock Inflation Protected Bond Portfolio | VY® Goldman Sachs Bond Portfolio | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
ASSETS: | |||||||||||
Investments in securities at fair value+* | $ | 444,087,577 | $ | 212,532,764 | |||||||
Short-term investments at fair value** | 12,810,463 | 30,333,006 | |||||||||
Total investments at fair value | $ | 456,898,040 | $ | 242,865,770 | |||||||
Cash | 160,025 | 79,912 | |||||||||
Cash collateral for futures | — | 422,334 | |||||||||
Cash pledged for centrally cleared swaps (Note 2) | 1,838,490 | 1,518,772 | |||||||||
Foreign currencies at value*** | 733,651 | 98,088 | |||||||||
Receivables: | |||||||||||
Investment securities sold | 17,694,851 | 2,912,020 | |||||||||
Investment securities sold on a delayed-delivery or when-issued basis | — | 16,813,047 | |||||||||
Fund shares sold | 722,128 | 184,567 | |||||||||
Dividends | 1,934 | 14,842 | |||||||||
Interest | 2,044,050 | 1,046,385 | |||||||||
Unrealized appreciation on forward foreign currency contracts | 58,101 | 1,379,768 | |||||||||
Upfront payments paid on OTC swap agreements | — | 41,858 | |||||||||
Unrealized appreciation on OTC swap agreements | 3,207,226 | — | |||||||||
Prepaid expenses | 2,637 | 1,085 | |||||||||
Reimbursement due from manager | — | 12,901 | |||||||||
Other assets | 18,666 | 2,641 | |||||||||
Total assets | 483,379,799 | 267,393,990 | |||||||||
LIABILITIES: | |||||||||||
Payable for investment securities purchased | 19,712,737 | 3,110,119 | |||||||||
Payable for investment securities purchased on a delayed-delivery or when-issued basis | — | 46,133,320 | |||||||||
Payable for fund shares redeemed | 18,785 | 30,241 | |||||||||
Payable for foreign cash collateral for futures**** | 16,399 | 56,665 | |||||||||
Payable upon receipt of securities loaned | — | 495,661 | |||||||||
Sales commitmentsˆˆˆ | — | 4,156,665 | |||||||||
Unrealized depreciation on forward foreign currency contracts | 383,709 | 1,118,340 | |||||||||
Upfront payments received on OTC swap agreements | — | 1,644 | |||||||||
Unrealized depreciation on OTC swap agreements | 866,672 | 174,011 | |||||||||
Variation margin payable on centrally cleared swaps | 95,674 | 19,518 | |||||||||
Cash received as collateral for OTC derivatives (Note 2) | 3,550,000 | — | |||||||||
Payable for investment management fees | 182,764 | 87,562 | |||||||||
Payable for distribution and shareholder service fees | 61,879 | — | |||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 18,666 | 2,641 | |||||||||
Payable for trustee fees | 2,638 | 1,109 | |||||||||
Payable for cash collateral for futures | 30,517 | — | |||||||||
Other accrued expenses and liabilities | 97,603 | 92,317 | |||||||||
Written options, at fair valueˆ | 194,196 | — | |||||||||
Total liabilities | 25,232,239 | 55,479,813 | |||||||||
NET ASSETS | $ | 458,147,560 | $ | 211,914,177 | |||||||
NET ASSETS WERE COMPRISED OF: | |||||||||||
Paid-in capital | $ | 536,123,989 | $ | 205,608,177 | |||||||
Undistributed (distributions in excess of) net investment income or accumulated net investment loss | (111,374 | ) | 6,376,676 | ||||||||
Accumulated net realized loss | (79,005,136 | ) | (667,930 | ) | |||||||
Net unrealized appreciation | 1,140,081 | 597,254 | |||||||||
NET ASSETS | $ | 458,147,560 | $ | 211,914,177 | |||||||
+ Including securities loaned at value | $ | — | $ | 482,273 | |||||||
* Cost of investments in securities | $ | 445,751,533 | $ | 211,728,003 | |||||||
** Cost of short-term investments | $ | 12,809,698 | $ | 30,363,089 | |||||||
*** Cost of foreign currencies | $ | 732,174 | $ | 98,228 | |||||||
**** Cost of payable for foreign cash collateral for futures | $ | 16,399 | $ | 56,664 | |||||||
ˆ Premiums received on written options | $ | 1,019,052 | $ | — | |||||||
ˆˆˆ Proceeds receivable from sales commitments | $ | — | $ | 4,168,984 |
VY® BlackRock Inflation Protected Bond Portfolio | VY® Goldman Sachs Bond Portfolio | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Class ADV | |||||||||||
Net assets | $ | 51,062,328 | n/a | ||||||||
Shares authorized | unlimited | n/a | |||||||||
Par value | $ | 0.001 | n/a | ||||||||
Shares outstanding | 5,588,922 | n/a | |||||||||
Net asset value and redemption price per share | $ | 9.14 | n/a | ||||||||
Class I | |||||||||||
Net assets | $ | 229,545,413 | n/a | ||||||||
Shares authorized | unlimited | n/a | |||||||||
Par value | $ | 0.001 | n/a | ||||||||
Shares outstanding | 24,252,897 | n/a | |||||||||
Net asset value and redemption price per share | $ | 9.46 | n/a | ||||||||
Class S | |||||||||||
Net assets | $ | 177,539,819 | n/a | ||||||||
Shares authorized | unlimited | n/a | |||||||||
Par value | $ | 0.001 | n/a | ||||||||
Shares outstanding | 18,907,141 | n/a | |||||||||
Net asset value and redemption price per share | $ | 9.39 | n/a | ||||||||
Portfolio(1) | |||||||||||
Net assets | n/a | $ | 211,914,177 | ||||||||
Shares authorized | n/a | unlimited | |||||||||
Par value | n/a | $ | 0.001 | ||||||||
Shares outstanding | n/a | 20,566,028 | |||||||||
Net asset value and redemption price per share | n/a | $ | 10.30 |
(1) | Portfolio does not have a share class designation. |
VY® BlackRock Inflation Protected Bond Portfolio | VY® Goldman Sachs Bond Portfolio | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
INVESTMENT INCOME: | |||||||||||
Dividends | $ | 39,759 | $ | 47,437 | |||||||
Interest, net of foreign taxes withheld* | 5,716,932 | (1) | 2,927,491 | ||||||||
Securities lending income, net | — | 4,712 | |||||||||
Total investment income | 5,756,691 | 2,979,640 | |||||||||
EXPENSES: | |||||||||||
Investment management fees | 1,357,710 | 550,316 | |||||||||
Distribution and shareholder service fees: | |||||||||||
Class ADV | 154,906 | — | |||||||||
Class S | 227,535 | — | |||||||||
Transfer agent fees | 525 | 1,191 | |||||||||
Shareholder reporting expense | 14,480 | 7,240 | |||||||||
Registration fees | — | 4,466 | |||||||||
Professional fees | 31,415 | 26,690 | |||||||||
Custody and accounting expense | 51,565 | 115,075 | |||||||||
Trustee fees | 7,914 | 3,329 | |||||||||
Miscellaneous expense | 18,762 | 8,672 | |||||||||
Total expenses | 1,864,812 | 716,979 | |||||||||
Waived and reimbursed fees | (104,651 | ) | (76,084 | ) | |||||||
Net expenses | 1,760,161 | 640,895 | |||||||||
Net investment income | 3,996,530 | 2,338,745 | |||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | |||||||||||
Net realized gain (loss) on: | |||||||||||
Investments | (3,926,978 | ) | 1,372,056 | ||||||||
Foreign currency related transactions | (414,018 | ) | (502,772 | ) | |||||||
Futures | 507,837 | 1,486,453 | |||||||||
Swaps | 1,830,466 | 154,336 | |||||||||
Written options | 1,048,576 | — | |||||||||
Net realized gain (loss) | (954,117 | ) | 2,510,073 | ||||||||
Net change in unrealized appreciation (depreciation) on: | |||||||||||
Investments | 5,316,204 | 1,007,192 | |||||||||
Foreign currency related transactions | (551,645 | ) | (632,533 | ) | |||||||
Futures | 696,695 | (573,700 | ) | ||||||||
Swaps | (4,734,379 | ) | (50,326 | ) | |||||||
Written options | 125,323 | — | |||||||||
Sales commitments | — | 763,700 | |||||||||
Net change in unrealized appreciation (depreciation) | 852,198 | 514,333 | |||||||||
Net realized and unrealized gain (loss) | (101,919 | ) | 3,024,406 | ||||||||
Increase in net assets resulting from operations | $ | 3,894,611 | $ | 5,363,151 | |||||||
* Foreign taxes withheld | $ | — | $ | 298 |
(1) | Includes amortization of bond premiums and deflationary adjustments for U.S. Treasury and Foreign Government Inflation Bonds. Please refer to Note 2 for additional details regarding inflationary and deflationary adjustments to interest income for VY® BlackRock Inflation Protected Bond Portfolio. |
VY® BlackRock Inflation Protected Bond Portfolio | VY® Goldman Sachs Bond Portfolio | |||||||||||||||
Six Months Ended June 30, 2017 | Year Ended December 31, 2016 | Six Months Ended June 30, 2017 | Year Ended December 31, 2016 | |||||||||||||
FROM OPERATIONS: | ||||||||||||||||
Net investment income | $ | 3,996,530 | $ | 5,754,983 | $ | 2,338,745 | $ | 3,982,504 | ||||||||
Net realized gain (loss) | (954,117 | ) | (6,211,444 | ) | 2,510,073 | (2,500,907 | ) | |||||||||
Net change in unrealized appreciation (depreciation) | 852,198 | 21,268,014 | 514,333 | 3,597,036 | ||||||||||||
Increase in net assets resulting from operations | 3,894,611 | 20,811,553 | 5,363,151 | 5,078,633 | ||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||
Net investment income: | (4,529,620 | ) | ||||||||||||||
Class ADV | (381,219 | ) | — | — | — | |||||||||||
Class I | (4,397,495 | ) | — | — | — | |||||||||||
Class S | (2,176,392 | ) | — | — | — | |||||||||||
Total distributions | (6,955,106 | ) | — | — | (4,529,620 | ) | ||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||
Net proceeds from sale of shares | 30,387,361 | 93,157,435 | 34,972,807 | 100,578,739 | ||||||||||||
Reinvestment of distributions | 6,955,106 | — | — | 4,529,620 | ||||||||||||
37,342,467 | 93,157,435 | 34,972,807 | 105,108,359 | |||||||||||||
Cost of shares redeemed | (130,476,621 | ) | (127,760,432 | ) | (55,267,824 | ) | (66,578,679 | ) | ||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (93,134,154 | ) | (34,602,997 | ) | (20,295,017 | ) | 38,529,680 | |||||||||
Net increase (decrease) in net assets | (96,194,649 | ) | (13,791,444 | ) | (14,931,866 | ) | 39,078,693 | |||||||||
NET ASSETS: | ||||||||||||||||
Beginning of year or period | 554,342,209 | 568,133,653 | 226,846,043 | 187,767,350 | ||||||||||||
End of year or period | $ | 458,147,560 | $ | 554,342,209 | $ | 211,914,177 | $ | 226,846,043 | ||||||||
Undistributed (distributions in excess of) net investment income or accumulated net investment loss at end of year or period | $ | (111,374 | ) | $ | 2,847,202 | $ | 6,376,676 | $ | 4,037,931 |
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)(4) | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | Expense net of all reductions/ additions(2)(3)(4) | | Net investment income (loss)(2)(3) | | Net assets, end of year or period | | Portfolio turnover rate | |||||||||||||||||||||||||||||||||||||||
Year or period ended | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | (%) | | (%) | | (%) | | (%) | | (%) | | ($000’s) | | (%) | |||||||||||||||||||||||||||||||||||||
VY® BlackRock Inflation Protected Bond Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 9.17 | 0.05 | • | (0.01 | ) | 0.04 | 0.07 | — | — | 0.07 | — | 9.14 | 0.41 | 1.17 | 1.13 | 1.13 | 1.09 | 51,062 | 61 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 8.88 | 0.05 | 0.24 | 0.29 | — | — | — | — | — | 9.17 | 3.27 | 1.21 | 1.12 | 1.12 | 0.53 | 52,110 | 73 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 9.24 | (0.05 | ) | (0.22 | ) | (0.27 | ) | 0.09 | — | 0.00 | * | 0.09 | — | 8.88 | (2.89 | ) | 1.30 | 1.11 | 1.11 | (0.52 | ) | 54,750 | 470 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 9.15 | 0.05 | 0.15 | 0.20 | 0.11 | — | — | 0.11 | — | 9.24 | 2.14 | 1.30 | 1.11 | 1.11 | 0.57 | 63,936 | 527 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 10.74 | (0.07 | )• | (0.88 | ) | (0.95 | ) | — | 0.64 | — | 0.64 | — | 9.15 | (8.98 | ) | 1.29 | 1.14 | 1.14 | (0.66 | ) | 74,204 | 613 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 10.73 | 0.02 | 0.61 | 0.63 | 0.04 | 0.58 | — | 0.62 | — | 10.74 | 5.95 | 1.28 | 1.13 | 1.13 | 0.19 | 102,747 | 475 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 9.55 | 0.08 | • | (0.02 | ) | 0.06 | 0.15 | — | — | 0.15 | — | 9.46 | 0.59 | 0.57 | 0.53 | 0.53 | 1.67 | 229,545 | 61 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 9.19 | 0.11 | 0.25 | 0.36 | — | — | — | — | — | 9.55 | 3.92 | 0.56 | 0.52 | 0.52 | 1.15 | 311,949 | 73 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 9.54 | 0.01 | • | (0.23 | ) | (0.22 | ) | 0.08 | — | 0.05 | 0.13 | — | 9.19 | (2.35 | ) | 0.55 | 0.51 | 0.51 | 0.16 | 311,110 | 470 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 9.42 | 0.11 | 0.16 | 0.27 | 0.15 | — | — | 0.15 | — | 9.54 | 2.81 | 0.55 | 0.51 | 0.51 | 1.18 | 450,442 | 527 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 10.97 | (0.00 | )* | (0.91 | ) | (0.91 | ) | — | 0.64 | — | 0.64 | — | 9.42 | (8.41 | ) | 0.54 | 0.54 | 0.54 | (0.05 | ) | 476,969 | 613 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 10.91 | 0.09 | 0.61 | 0.70 | 0.06 | 0.58 | — | 0.64 | — | 10.97 | 6.56 | 0.53 | 0.53 | 0.53 | 0.83 | 508,369 | 475 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 9.45 | 0.07 | • | (0.02 | ) | 0.05 | 0.11 | — | — | 0.11 | — | 9.39 | 0.55 | 0.82 | 0.78 | 0.78 | 1.43 | 177,540 | 61 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 9.12 | 0.09 | 0.24 | 0.33 | — | — | — | — | — | 9.45 | 3.62 | 0.81 | 0.77 | 0.77 | 0.89 | 190,284 | 73 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 9.48 | (0.02 | ) | (0.22 | ) | (0.24 | ) | 0.09 | — | 0.03 | 0.12 | — | 9.12 | (2.61 | ) | 0.80 | 0.76 | 0.76 | (0.19 | ) | 202,274 | 470 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 9.37 | 0.09 | 0.15 | 0.24 | 0.13 | — | — | 0.13 | — | 9.48 | 2.54 | 0.80 | 0.76 | 0.76 | 0.90 | 243,300 | 527 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 10.94 | (0.04 | )• | (0.89 | ) | (0.93 | ) | — | 0.64 | — | 0.64 | — | 9.37 | (8.62 | ) | 0.79 | 0.79 | 0.79 | (0.40 | ) | 301,374 | 613 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 10.90 | 0.06 | 0.61 | 0.67 | 0.05 | 0.58 | — | 0.63 | — | 10.94 | 6.26 | 0.78 | 0.78 | 0.78 | 0.50 | 587,903 | 475 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® Goldman Sachs Bond Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 10.06 | 0.11 | • | 0.13 | 0.24 | — | — | — | — | — | 10.30 | 2.39 | 0.65 | 0.58 | 0.58 | 2.12 | 211,914 | 163 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 10.02 | 0.20 | • | 0.08 | 0.28 | 0.24 | — | — | 0.24 | — | 10.06 | 2.70 | 0.66 | 0.58 | 0.58 | 2.00 | 226,846 | 490 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
02-20-15(5)–12-31-15 | 10.00 | 0.15 | • | (0.13 | ) | 0.02 | — | — | — | — | — | 10.02 | 0.20 | 0.61 | 0.58 | 0.58 | 1.77 | 187,767 | 507 |
(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 does not reflect the effect of insurance contract charges. 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 Portfolio. Expenses before reductions/additions do not reflect amounts reimbursed by an 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 Portfolio 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 Portfolio. Net investment income (loss) is net of all such additions or reductions. |
(4) | Ratios do not include fees and expenses charged under the variable annuity contract or variable life insurance policy. |
(5) | Commencement of operations. |
• | Calculated using average number of shares outstanding throughout the year or period. |
* | Amount is less than $0.005 or 0.005% or more than $(0.005) or (0.005)%. |
Close for such security provided by the CTA. Bank loans are valued at the average of the averages of the bid and ask prices provided to an independent loan pricing service by brokers. Futures contracts are valued at the final settlement price set by an exchange on which they are principally traded. Listed options are valued at the mean between the last bid and ask prices from the exchange on which they are principally traded. Investments in open-end registered investment companies that do not trade on an exchange are valued at the end of day NAV per share. Investments in registered investment companies that trade on an exchange are valued at the last sales price or official closing price as of the close of the regular trading session on the exchange where the security is principally traded.
effect on the value of shareholders’ investments in each Portfolio.
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. |
investment companies and to distribute substantially all of its net investment income and any net realized capital gains to its shareholders. Therefore, a federal income tax or excise tax provision is not required. Management has considered the sustainability of the Portfolios’ tax positions taken on federal income tax returns for all open tax years in making this determination. No capital gain distributions shall be made until the capital loss carryforwards have been fully utilized or expired.
potential changes in government policy may affect interest rates.
transactions failed to perform would be $4,618,507 and $1,379,768, respectively, which represents the gross payments to be received by the Portfolios on OTC purchased options, forward foreign currency contracts, and OTC inflation-linked swaps were they to be unwound as of June 30, 2017. At June 30, 2017, BlackRock Inflation Protected Bond had received $3,550,000 in cash collateral from certain counterparties. There was no cash collateral pledged to Goldman Sachs Bond by any counterparty at June 30, 2017.
Purchased | Sold | |||||||||
BlackRock Inflation Protected Bond | $ | 19,023,570 | $ | 33,021,472 | ||||||
Goldman Sachs Bond | 166,481,492 | 84,558,138 |
initial margin requirements on open futures contracts are noted in the Statements of Assets and Liabilities. The net change in unrealized appreciation and depreciation is reported in the Statements of Operations. Realized gains (losses) are reported in the Statements of Operations at the closing or expiration of futures contracts.
Purchased | Sold | |||||||||
BlackRock Inflation Protected Bond | $ | 220,371,460 | $ | 277,094,858 | ||||||
Goldman Sachs Bond | 100,442,213 | 44,028,311 |
or non-asset reference (such as an interest rate or index). Swap agreements are privately negotiated in the OTC market and may be executed in a multilateral or other trade facility platform, such as a registered commodities exchange (“centrally cleared swaps”).
Portfolio will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation, other deliverable obligations or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. Recovery values are assumed by market makers considering either industry standard recovery rates or entity specific factors and considerations until a credit event occurs. If a credit event has occurred, the recovery value is determined by a facilitated auction whereby a minimum number of allowable broker bids, together with a specified valuation method, are used to calculate the settlement value.
borrower issuing the note. The market value of these products will increase or decrease based on the performance of the underlying asset or reference. A Portfolio records the net change in the market value of the structured product on the accompanying Statements of Operations as a change in unrealized appreciation or depreciation on investments. A Portfolio records a realized gain or loss on the Statements of Operations upon the sale or maturity of the structured product. Please refer to the Portfolio of Investments for structured products held by Goldman Sachs Bond at June 30, 2017.
Purchases | Sales | |||||||||
BlackRock Inflation Protected Bond | $ | 92,273,522 | $ | 112,472,482 | ||||||
Goldman Sachs Bond | 49,258,603 | 35,329,049 |
Purchases | Sales | |||||||||
BlackRock Inflation Protected Bond | $ | 213,760,408 | $ | 284,236,045 | ||||||
Goldman Sachs Bond | 384,602,328 | 309,894,203 |
Portfolio | Fee | |
---|---|---|
BlackRock Inflation Protected Bond(1) | 0.55% on the first $200 million; | |
0.50% on the next $800 million; and | ||
0.40% on the amount in excess of $1 billion | ||
Goldman Sachs Bond | 0.50% on the first $750 million; and | |
0.48% on assets over $750 million |
(1) | The Investment Adviser has contractually agreed to waive 0.04% of the management fee. Any fees waived or reimbursed are not eligible for recoupment. Termination or modification of this obligation requires approval by the Board. |
Portfolio | Sub-Adviser | |
BlackRock Inflation Protected Bond | BlackRock Financial Management, Inc. | |
Goldman Sachs Bond | Goldman Sachs Asset Management, L.P. |
Subsidiary/Affiliated Investment Company | Portfolio | Percentage | ||||
Voya Institutional Trust Company | BlackRock Inflation Protected Bond | 12.19 | % | |||
Voya Insurance and Annuity Company | BlackRock Inflation Protected Bond | 37.54 | ||||
Voya Retirement Conservative Portfolio | BlackRock Inflation Protected Bond | 13.41 | ||||
Voya Retirement Moderate Portfolio | BlackRock Inflation Protected Bond | 15.90 | ||||
Voya Solution 2025 Portfolio | Goldman Sachs Bond | 25.44 | ||||
Voya Solution Income Portfolio | BlackRock Inflation Protected Bond | 6.85 | ||||
Goldman Sachs Bond | 23.74 |
Portfolio | Maximum Operating Expense Limit (as a percentage of net assets) | |
BlackRock Inflation Protected Bond | Class ADV: 1.23% | |
Class I: 0.63% | ||
Class S: 0.88% | ||
Goldman Sachs Bond | 0.58% |
June 30, | ||||||||||||||||||
Portfolio | 2018 | 2019 | 2020 | Total | ||||||||||||||
Goldman Sachs Bond | $ | 15,449 | $ | 115,335 | $ | 149,846 | $ | 280,630 |
Number of Contracts | Cost | |||||||||
Balance at 12/31/2016 | 719 | $ | 423,745 | |||||||
Options Purchased | 6,406 | 2,423,864 | ||||||||
Options Terminated in Closing Sell Transactions | (4,403 | ) | (1,542,178 | ) | ||||||
Options Expired | (1,954 | ) | (859,208 | ) | ||||||
Balance at 06/30/2017 | 768 | $ | 446,223 |
CHF Notional | EUR Notional | GBP Notional | USD Notional | Cost | ||||||||||||||||||
Balance at 12/31/2016 | 11,260,000 | 10,520,000 | — | — | $ | 355,050 | ||||||||||||||||
Options Purchased | — | 30,790,000 | 78,950,000 | 20,085,000 | 861,557 | |||||||||||||||||
Options Terminated in Closing Sell Transactions | — | — | (13,175,000 | ) | — | (230,348 | ) | |||||||||||||||
Options Expired | (11,260,000 | ) | (41,310,000 | ) | (50,045,000 | ) | — | (769,578 | ) | |||||||||||||
Balance at 06/30/2017 | — | — | 15,730,000 | 20,085,000 | $ | 216,681 |
USD Notional | EUR Notional | Cost | ||||||||||||
Balance at 12/31/2016 | 11,800,000 | 10,100,000 | $ | 2,369,669 | ||||||||||
Options Purchased | 20,810,000 | — | 541,388 | |||||||||||
Options Terminated in Closing Sell Transactions | (5,100,000 | ) | — | (640,203 | ) | |||||||||
Options Expired | — | — | — | |||||||||||
Balance at 06/30/2017 | 27,510,000 | 10,100,000 | $ | 2,270,854 |
EUR Notional | Premiums Received | ||||||||||
Balance at 12/31/2016 | 3,140,000 | $ | 217,411 | ||||||||
Balance at 06/30/2017 | 3,140,000 | $ | 217,411 |
Number of Contracts | Premiums Received | ||||||||||
Balance at 12/31/2016 | 462 | $ | 254,005 | ||||||||
Options Written | 3,181 | 739,488 | |||||||||
Options Terminated in Closing Purchase Transactions | (2,579 | ) | (713,190 | ) | |||||||
Options Expired | (296 | ) | (115,276 | ) | |||||||
Balance at 06/30/2017 | 768 | $ | 165,027 |
CHF Notional | EUR Notional | GBP Notional | USD Notional | Premiums Received | ||||||||||||||||||
Balance at 12/31/2016 | 5,630,000 | 10,520,000 | — | — | $ | 97,588 | ||||||||||||||||
Options Written | — | 5,130,000 | 57,875,000 | 20,085,000 | 546,501 | |||||||||||||||||
Options Terminated in Closing Sell Transactions | — | — | (21,960,000 | ) | — | (200,623 | ) | |||||||||||||||
Options Expired | (5,630,000 | ) | (15,650,000 | ) | (28,050,000 | ) | — | (338,269 | ) | |||||||||||||
Balance at 06/30/2017 | — | — | 7,865,000 | 20,085,000 | $ | 105,197 |
EUR Notional | GBP Notional | USD Notional | Premiums Received | |||||||||||||||
Balance at 12/31/2016 | 10,100,000 | — | 83,600,000 | $ | 860,147 | |||||||||||||
Options Written | — | 11,030,000 | 44,000,000 | 247,258 | ||||||||||||||
Options Terminated in Closing Purchase Transactions | — | — | (127,600,000 | ) | (575,988 | ) | ||||||||||||
Options Expired | — | — | — | — | ||||||||||||||
Balance at 06/30/2017 | 10,100,000 | 11,030,000 | — | $ | 531,417 |
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 | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||||||
BlackRock Inflation Protected Bond | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 228,421 | — | 41,329 | (363,083 | ) | (93,333 | ) | 2,101,992 | — | 381,219 | (3,345,035 | ) | (861,824 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 417,580 | — | — | (898,707 | ) | (481,127 | ) | 3,855,526 | — | — | (8,253,074 | ) | (4,397,548 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 2,341,057 | — | 460,710 | (11,219,421 | ) | (8,417,654 | ) | 22,462,652 | — | 4,397,495 | (107,500,534 | ) | (80,640,387 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 6,878,057 | — | — | (8,047,014 | ) | (1,168,957 | ) | 65,259,597 | — | — | (76,426,152 | ) | (11,166,555 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 615,466 | — | 229,768 | (2,070,800 | ) | (1,225,566 | ) | 5,822,717 | — | 2,176,392 | (19,631,052 | ) | (11,631,943 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 2,528,388 | — | — | (4,566,921 | ) | (2,038,533 | ) | 24,042,312 | — | — | (43,081,206 | ) | (19,038,894 | ) | |||||||||||||||||||||||||||||
Goldman Sachs Bond | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 3,431,993 | — | — | (5,424,179 | ) | (1,992,186 | ) | 34,972,807 | — | — | (55,267,824 | ) | (20,295,017 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 9,917,063 | — | 441,054 | (6,536,981 | ) | 3,821,136 | 100,578,739 | — | 4,529,620 | (66,578,679 | ) | 38,529,680 |
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | |||||||||||
Citigroup Global Markets Inc. | $ | 201,469 | $ | (201,469 | ) | $ | — | |||||||
Deutsche Bank Securities Inc. | 50,036 | (50,036 | ) | — | ||||||||||
J.P. Morgan Securities LLC | 141,307 | (141,307 | ) | — | ||||||||||
SG Americas Securities, LLC | 89,461 | (89,461 | ) | — | ||||||||||
Total | $ | 482,273 | $ | (482,273 | ) | $ | — |
(1) | Collateral with a fair value of $495,661 has been received in connection with the above securities lending transactions. Excess collateral received from the individual counterparty is not shown for financial reporting purposes. |
Six Months Ended June 30, 2017 | Year Ended December 31, 2016 | |||||||||
Ordinary Income | Ordinary Income | |||||||||
BlackRock Inflation Protected Bond | $ | 6,955,106 | $ | — | ||||||
Goldman Sachs Bond | — | 4,529,620 |
Capital Loss Carryforwards | ||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Undistributed Ordinary Income | Unrealized Appreciation/ (Depreciation) | Amount | Character | Expiration | ||||||||||||||||||
BlackRock Inflation Protected Bond | $3,104,390 | $(617,017 | ) | $ | (13,615,366 | ) | Short-term | None | ||||||||||||||
(63,774,435 | ) | Long-term | None | |||||||||||||||||||
$ | (77,389,801 | ) | ||||||||||||||||||||
Goldman Sachs Bond | 4,790,274 | (1,398,766 | ) | $ | (1,507,263 | ) | Short-term | None | ||||||||||||||
(940,030 | ) | Long-term | None | |||||||||||||||||||
$ | (2,447,293 | ) |
Per Share Amount | Payable Date | Record Date | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Goldman Sachs Bond | $0.2340 | July 17, 2017 | July 13, 2017 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) |
as of June 30, 2017
(as a percentage of net assets)
U.S. Treasury Obligations | 53.4 | % | |||||
Corporate Bonds/Notes | 23.9 | % | |||||
U.S. Government Agency Obligations | 14.3 | % | |||||
Foreign Government Bonds | 5.0 | % | |||||
Purchased Options | 0.3 | % | |||||
Assets in Excess of Other Liabilities* | 3.1 | % | |||||
Net Assets | 100.0 | % | |||||
* Includes short-term investments. |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: 23.9% | |||||||||||||||||||
Consumer, Cyclical: 1.1% | |||||||||||||||||||
845,000 | American Honda Finance Corp., 2.000%, 02/14/20 | $ | 847,115 | 0.2 | |||||||||||||||
370,000 | # | BMW US Capital LLC, 1.500%, 04/11/19 | 368,649 | 0.1 | |||||||||||||||
795,000 | # | BMW US Capital LLC, 2.150%, 04/06/20 | 799,236 | 0.1 | |||||||||||||||
530,000 | # | Nissan Motor Acceptance Corp., 1.550%, 09/13/19 | 524,227 | 0.1 | |||||||||||||||
960,000 | # | Nissan Motor Acceptance Corp., 2.000%, 03/08/19 | 961,003 | 0.2 | |||||||||||||||
755,000 | # | Nissan Motor Acceptance Corp., 2.250%, 01/13/20 | 757,077 | 0.2 | |||||||||||||||
885,000 | PACCAR Financial Corp., 1.300%, 05/10/19 | 878,232 | 0.2 | ||||||||||||||||
5,135,539 | 1.1 | ||||||||||||||||||
Consumer, Non-cyclical: 1.7% | |||||||||||||||||||
2,200,000 | Gilead Sciences, Inc., 1.850%, 09/04/18 | 2,205,617 | 0.5 | ||||||||||||||||
3,000,000 | Gilead Sciences, Inc., 2.350%, 02/01/20 | 3,029,562 | 0.6 | ||||||||||||||||
2,545,000 | Medtronic Global Holdings SCA, 1.700%, 03/28/19 | 2,547,351 | 0.6 | ||||||||||||||||
7,782,530 | 1.7 | ||||||||||||||||||
Energy: 0.1% | |||||||||||||||||||
615,000 | Shell International Finance BV, 1.375%, 09/12/19 | 610,739 | 0.1 | ||||||||||||||||
Financial: 18.4% | |||||||||||||||||||
595,000 | # | AIG Global Funding, 2.150%, 07/02/20 | 594,786 | 0.1 | |||||||||||||||
1,385,000 | American Express Credit Corp., 2.200%, 03/03/20 | 1,392,016 | 0.3 | ||||||||||||||||
3,000,000 | Australia & New Zealand Banking Group Ltd./New York NY, 2.050%, 09/23/19 | 3,002,439 | 0.7 | ||||||||||||||||
4,250,000 | Bank of America NA, 2.050%, 12/07/18 | 4,270,715 | 0.9 | ||||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Financial: (continued) | |||||||||||||||||||
1,500,000 | Bank of New York Mellon Corp./The, 2.150%, 02/24/20 | $ | 1,509,108 | 0.3 | |||||||||||||||
2,850,000 | Bank of Nova Scotia/The, 2.050%, 06/05/19 | 2,858,111 | 0.6 | ||||||||||||||||
2,000,000 | BNP Paribas SA, 2.400%, 12/12/18 | 2,017,424 | 0.5 | ||||||||||||||||
5,000,000 | Branch Banking & Trust Co., 1.450%, 05/10/19 | 4,962,695 | 1.1 | ||||||||||||||||
3,700,000 | Branch Banking & Trust Co., 2.300%, 10/15/18 | 3,724,294 | 0.8 | ||||||||||||||||
2,330,000 | Citibank NA, 1.728%–2.000%, 03/20/19–06/12/20 | 2,339,079 | 0.5 | ||||||||||||||||
1,860,000 | # | Commonwealth Bank of Australia, 2.250%, 03/10/20 | 1,864,600 | 0.4 | |||||||||||||||
4,000,000 | Credit Suisse AG/New York NY, 2.300%, 05/28/19 | 4,027,588 | 0.9 | ||||||||||||||||
2,000,000 | # | Danske Bank A/S, 1.650%, 09/06/19 | 1,982,086 | 0.4 | |||||||||||||||
1,110,000 | Fifth Third Bank/Cincinnati OH, 1.625%, 09/27/19 | 1,099,578 | 0.2 | ||||||||||||||||
3,000,000 | Fifth Third Bank/Cincinnati OH, 2.375%, 04/25/19 | 3,020,847 | 0.7 | ||||||||||||||||
8,050,000 | JPMorgan Chase & Co., 2.350%, 01/28/19 | 8,113,418 | 1.8 | ||||||||||||||||
2,000,000 | # | National Australia Bank Ltd., 2.250%, 07/01/19 | 2,012,976 | 0.4 | |||||||||||||||
700,000 | National Australia Bank Ltd./New York, 2.125%, 05/22/20 | 700,478 | 0.2 | ||||||||||||||||
2,540,000 | # | New York Life Global Funding, 2.000%, 04/09/20 | 2,540,498 | 0.6 | |||||||||||||||
1,970,000 | # | Pricoa Global Funding I, 1.450%, 09/13/19 | 1,944,770 | 0.4 | |||||||||||||||
630,000 | # | Principal Life Global Funding II, 1.500%, 04/18/19 | 624,375 | 0.1 | |||||||||||||||
3,000,000 | Royal Bank of Canada, 1.500%, 07/29/19 | 2,977,983 | 0.7 | ||||||||||||||||
2,000,000 | Skandinaviska Enskilda Banken AB, 1.500%, 09/13/19 | 1,978,118 | 0.4 | ||||||||||||||||
2,250,000 | Sumitomo Mitsui Banking Corp., 1.762%–2.450%, 10/19/18–01/16/20 | 2,262,681 | 0.5 | ||||||||||||||||
1,510,000 | # | Sumitomo Mitsui Trust Bank Ltd, 2.050%, 03/06/19 | 1,510,409 | 0.3 | |||||||||||||||
2,000,000 | Svenska Handelsbanken AB, 2.250%, 06/17/19 | 2,012,136 | 0.4 | ||||||||||||||||
2,500,000 | Toronto-Dominion Bank, 1.950%, 01/22/19 | 2,511,238 | 0.6 | ||||||||||||||||
295,000 | # | UBS AG/London, 2.200%, 06/08/20 | 295,424 | 0.1 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||||||
Financial: (continued) | |||||||||||||||||||||||
3,200,000 | UBS AG/Stamford CT, 2.350%, 03/26/20 | $ | 3,220,032 | 0.7 | |||||||||||||||||||
4,700,000 | US Bank NA/Cincinnati OH, 2.000%, 01/24/20 | 4,721,634 | 1.0 | ||||||||||||||||||||
700,000 | Wells Fargo & Co., 2.150%, 01/15/19 | 703,685 | 0.1 | ||||||||||||||||||||
2,215,000 | Wells Fargo Bank NA, 1.750%, 05/24/19 | 2,211,400 | 0.5 | ||||||||||||||||||||
3,500,000 | Wells Fargo Bank NA, 2.150%, 12/06/19 | 3,517,612 | 0.8 | ||||||||||||||||||||
1,255,000 | Westpac Banking Corp., 1.600%, 08/19/19 | 1,245,693 | 0.3 | ||||||||||||||||||||
325,000 | Other Securities | 322,707 | 0.1 | ||||||||||||||||||||
84,092,633 | 18.4 | ||||||||||||||||||||||
Industrial: 0.3% | |||||||||||||||||||||||
635,000 | John Deere Capital Corp., 1.950%, 06/22/20 | 636,940 | 0.1 | ||||||||||||||||||||
795,000 | # | Siemens Financieringsmaatschappij NV, 2.200%, 03/16/20 | 800,980 | 0.2 | |||||||||||||||||||
1,437,920 | 0.3 | ||||||||||||||||||||||
Technology: 1.4% | |||||||||||||||||||||||
2,000,000 | Oracle Corp., 2.250%, 10/08/19 | 2,025,398 | 0.4 | ||||||||||||||||||||
4,355,000 | Qualcomm, Inc., 1.850%, 05/20/19 | 4,366,306 | 1.0 | ||||||||||||||||||||
6,391,704 | 1.4 | ||||||||||||||||||||||
Utilities: 0.9% | |||||||||||||||||||||||
3,700,000 | Duke Energy Carolinas LLC, 7.000%, 11/15/18 | 3,963,566 | 0.9 | ||||||||||||||||||||
Total Corporate Bonds/Notes (Cost $109,376,210) | 109,414,631 | 23.9 | |||||||||||||||||||||
FOREIGN GOVERNMENT BONDS: 5.0% | |||||||||||||||||||||||
EUR 835,000 | # | French Republic Government Bond OAT, 2.000%, 05/25/48 | 986,920 | 0.2 | |||||||||||||||||||
2,120,000 | Israel Government AID Bond, 5.500%, 12/04/23 | 2,522,293 | 0.5 | ||||||||||||||||||||
2,500,000 | Israel Government AID Bond, 5.500%, 04/26/24 | 2,986,323 | 0.7 | ||||||||||||||||||||
EUR 1,886,392 | Italy Buoni Poliennali Del Tesoro, 1.250%, 10/27/20 | 2,262,791 | 0.5 | ||||||||||||||||||||
EUR 6,073,777 | Italy Buoni Poliennali Del Tesoro, 1.650%, 04/23/20 | 7,274,324 | 1.6 | ||||||||||||||||||||
EUR 1,195,000 | # | Italy Buoni Poliennali Del Tesoro, 2.700%, 03/01/47 | 1,219,171 | 0.3 | |||||||||||||||||||
NZD 4,959,000 | New Zealand Government Bond, 2.500%–3.000%, 09/20/30–09/20/35 | 4,118,407 | 0.9 | ||||||||||||||||||||
EUR 607,000 | # | Spain Government Bond, 5.150%, 10/31/44 | 1,008,843 | 0.2 | |||||||||||||||||||
808,511 | Other Securities | 585,798 | 0.1 | ||||||||||||||||||||
Total Foreign Government Bonds (Cost $22,187,323) | 22,964,870 | 5.0 | |||||||||||||||||||||
U.S. TREASURY OBLIGATIONS: 53.4% | |||||||||||||||||||||||
Treasury Inflation Indexed Protected Securities: 53.4% | |||||||||||||||||||||||
21,265,479 | 0.125%, due 04/15/22 | $ | 21,170,316 | 4.6 | |||||||||||||||||||
8,130,350 | 0.125%, due 07/15/24 | 7,989,028 | 1.8 | ||||||||||||||||||||
13,307,465 | 0.125%, due 07/15/26 | 12,841,465 | 2.8 | ||||||||||||||||||||
17,906,631 | 0.250%, due 01/15/25 | 17,594,626 | 3.8 | ||||||||||||||||||||
12,022,859 | 0.375%, due 07/15/25 | 11,937,016 | 2.6 | ||||||||||||||||||||
6,868,252 | 0.375%, due 01/15/27 | 6,748,387 | 1.5 | ||||||||||||||||||||
16,103,200 | 0.625%, due 01/15/26 | 16,212,316 | 3.5 | ||||||||||||||||||||
2,564,350 | 0.625%, due 02/15/43 | 2,363,394 | 0.5 | ||||||||||||||||||||
12,428,168 | 0.750%, due 02/15/42 | 11,845,598 | 2.6 | ||||||||||||||||||||
7,642,624 | 0.750%, due 02/15/45 | 7,180,872 | 1.6 | ||||||||||||||||||||
6,174,052 | 0.875%, due 02/15/47 | 5,997,968 | 1.3 | ||||||||||||||||||||
7,889,564 | 1.000%, due 02/15/46 | 7,891,489 | 1.7 | ||||||||||||||||||||
10,240,094 | 1.375%, due 02/15/44 | 11,154,883 | 2.4 | ||||||||||||||||||||
12,972,261 | S | 1.750%, due 01/15/28 | 14,468,935 | 3.2 | |||||||||||||||||||
6,474,160 | 2.000%, due 01/15/26 | 7,258,582 | 1.6 | ||||||||||||||||||||
8,791,827 | 2.125%, due 02/15/40 | 10,948,946 | 2.4 | ||||||||||||||||||||
8,224,467 | 2.125%, due 02/15/41 | 10,289,474 | 2.3 | ||||||||||||||||||||
7,668,575 | 2.375%, due 01/15/25 | 8,739,054 | 1.9 | ||||||||||||||||||||
8,247,629 | 2.375%, due 01/15/27 | 9,616,109 | 2.1 | ||||||||||||||||||||
8,359,599 | 2.500%, due 01/15/29 | 10,059,541 | 2.2 | ||||||||||||||||||||
3,967,488 | 3.375%, due 04/15/32 | 5,456,403 | 1.2 | ||||||||||||||||||||
10,174,616 | 3.625%, due 04/15/28 | 13,301,886 | 2.9 | ||||||||||||||||||||
9,873,560 | 3.875%, due 04/15/29 | 13,416,559 | 2.9 | ||||||||||||||||||||
Total U.S. Treasury Obligations (Cost $245,852,730) | 244,482,847 | 53.4 | |||||||||||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 14.3% | |||||||||||||||||||||||
Federal Home Loan Bank: 4.0% | |||||||||||||||||||||||
12,810,000 | 1.375%, due 02/18/21 | 12,677,544 | 2.8 | ||||||||||||||||||||
5,255,000 | 2.875%, due 09/13/24 | 5,453,240 | 1.2 | ||||||||||||||||||||
18,130,784 | 4.0 | ||||||||||||||||||||||
Federal Home Loan Mortgage Corporation: 2.5%## | |||||||||||||||||||||||
1,515,000 | 1.375%, due 05/01/20 | 1,505,254 | 0.3 | ||||||||||||||||||||
9,970,000 | 2.375%, due 01/13/22 | 10,185,073 | 2.2 | ||||||||||||||||||||
11,690,327 | 2.5 | ||||||||||||||||||||||
Federal National Mortgage Association: 5.7%## | |||||||||||||||||||||||
8,350,000 | 1.375%, due 02/26/21 | 8,251,103 | 1.8 | ||||||||||||||||||||
10,140,000 | 1.875%, due 12/28/20 | 10,201,915 | 2.2 | ||||||||||||||||||||
4,830,000 | 1.875%, due 09/24/26 | 4,586,177 | 1.0 | ||||||||||||||||||||
3,120,000 | 2.625%, due 09/06/24 | 3,204,430 | 0.7 | ||||||||||||||||||||
26,243,625 | 5.7 | ||||||||||||||||||||||
Other U.S. Agency Obligations: 2.1% | |||||||||||||||||||||||
9,730,000 | 1.300%, due 12/14/18 | 9,722,936 | 2.1 | ||||||||||||||||||||
Total U.S. Government Agency Obligations (Cost $65,401,512) | 65,787,672 | 14.3 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) (CONTINUED) |
# of Contracts | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
PURCHASED OPTIONS: 0.3% | |||||||||||||||||||
Exchange-Traded Options: 0.0% | |||||||||||||||||||
456 | @ | Call on U.S. Treasury 10-Year Note, Strike @ 127.000, Exp. 07/21/17 | $ | 35,627 | 0.0 | ||||||||||||||
312 | @ | Call on U.S. Treasury 10-Year Note, Strike @ 126.500, Exp. 07/21/17 | 48,750 | 0.0 | |||||||||||||||
84,377 | 0.0 | ||||||||||||||||||
Options on Currencies: 0.0% | |||||||||||||||||||
7,865,000 | @ | Call GBP vs. Put USD, Strike @ 1.340, Exp. 08/01/17 Counterparty: Deutsche Bank AG | 15,178 | 0.0 | |||||||||||||||
10,960,000 | @ | Call USD vs. Put JPY, Strike @ 115.000, Exp. 07/07/17 Counterparty: Deutsche Bank AG | 1,127 | 0.0 | |||||||||||||||
9,125,000 | @ | Call USD vs. Put MXN, Strike @ 19.000, Exp. 09/21/17 Counterparty: Deutsche Bank AG | 102,724 | 0.0 | |||||||||||||||
7,865,000 | @ | Put GBP vs. Call USD, Strike @ 1.248, Exp. 08/01/17 Counterparty: Goldman Sachs International | 5,125 | 0.0 | |||||||||||||||
124,154 | 0.0 | ||||||||||||||||||
OTC Interest Rate Swaptions: 0.3% | |||||||||||||||||||
10,100,000 | @ | Put on 20-year Interest Rate Swap, Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 2.500%, Exp. 06/08/22 Counterparty: Deutsche Bank AG | 592,350 | 0.1 | |||||||||||||||
1,700,000 | @ | Put on 30-year Interest Rate Swap, Receive a floating rate based on the 3-month USD-LIBOR and pay a fixed rate equal to 2.680%, Exp. 01/12/21 Counterparty: Deutsche Bank AG | 172,091 | 0.1 | |||||||||||||||
3,015,000 | @ | Put on 30-year Interest Rate Swap, Receive a floating rate based on the 3-month USD-LIBOR and pay a fixed rate equal to 3.040%, Exp. 06/17/19 Counterparty: Deutsche Bank AG | 134,363 | 0.0 | |||||||||||||||
2,995,000 | @ | Put on 30-year Interest Rate Swap, Receive a floating rate based on the 3-month USD-LIBOR and pay a fixed rate equal to 3.540%, Exp. 06/17/19 Counterparty: Deutsche Bank AG | 64,678 | 0.0 | |||||||||||||||
PURCHASED OPTIONS: (continued) | |||||||||||||||||||
OTC Interest Rate Swaptions: (continued) | |||||||||||||||||||
5,000,000 | @ | Put on 30-year Interest Rate Swap, Receive a floating rate based on the 3-month USD-LIBOR and pay a fixed rate equal to 4.000%, Exp. 11/21/17 Counterparty: Barclays Bank PLC | $ | 461 | 0.0 | ||||||||||||||
14,800,000 | @ | Put on 5-year Interest Rate Swap, Receive a floating rate based on the 3-month USD-LIBOR and pay a fixed rate equal to 3.25%, Exp. 01/05/22 Counterparty: Deutsche Bank AG | 265,083 | 0.1 | |||||||||||||||
1,229,026 | 0.3 | ||||||||||||||||||
Total Purchased Options (Cost $2,933,758) | 1,437,557 | 0.3 | |||||||||||||||||
Total Long-Term Investments (Cost $445,751,533) | 444,087,577 | 96.9 |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 2.8% | |||||||||||||||||||
Corporate Bonds/Notes: 0.2% | |||||||||||||||||||
1,000,000 | # | Metropolitan Life Global Funding I, 1.500%, 01/10/18 (Cost $999,060) | 999,825 | 0.2 |
Shares | | | | Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Funds: 2.6% | ||||||||||||||||||
11,810,638 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.860%†† (Cost $11,810,638) | 11,810,638 | 2.6 | |||||||||||||||
Total Short-Term Investments (Cost $12,809,698) | 12,810,463 | 2.8 | ||||||||||||||||
Total Investments in Securities (Cost $458,561,231) | $ | 456,898,040 | 99.7 | |||||||||||||||
Assets in Excess of Other Liabilities | 1,249,520 | 0.3 | ||||||||||||||||
Net Assets | $ | 458,147,560 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2017. |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) (CONTINUED) |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. | |
## | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. | |
@ | Non-income producing security. | |
S | All or a portion of this security has been pledged as collateral in connection with open futures contracts. Please refer to Note 2 for additional details. | |
EUR | EU Euro | |
GBP | British Pound | |
NZD | New Zealand Dollar | |
Cost for federal income tax purposes is $459,013,978. |
Net unrealized depreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 2,478,187 | ||||
Gross Unrealized Depreciation | (4,594,125 | ) | ||||
Net Unrealized Depreciation | $ | (2,115,938 | ) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2017 | |||||||||||||||
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Purchased Options | $ | 84,377 | $ | 1,353,180 | $ | — | $ | 1,437,557 | ||||||||||
Corporate Bonds/Notes | — | 109,414,631 | — | 109,414,631 | ||||||||||||||
Short-Term Investments | 11,810,638 | 999,825 | — | 12,810,463 | ||||||||||||||
U.S. Government Agency Obligations | — | 65,787,672 | — | 65,787,672 | ||||||||||||||
U.S. Treasury Obligations | — | 244,482,847 | — | 244,482,847 | ||||||||||||||
Foreign Government Bonds | — | 22,964,870 | — | 22,964,870 | ||||||||||||||
Total Investments, at fair value | $ | 11,895,015 | $ | 445,003,025 | $ | — | $ | 456,898,040 | ||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Centrally Cleared Swaps | — | 709,004 | — | 709,004 | ||||||||||||||
Forward Foreign Currency Contracts | — | 58,101 | — | 58,101 | ||||||||||||||
Futures | 374,712 | — | — | 374,712 | ||||||||||||||
OTC Swaps | — | 3,207,226 | — | 3,207,226 | ||||||||||||||
Total Assets | $ | 12,269,727 | $ | 448,977,356 | $ | — | $ | 461,247,083 | ||||||||||
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Centrally Cleared Swaps | $ | — | $ | (301,696 | ) | $ | — | $ | (301,696 | ) | ||||||||
Forward Foreign Currency Contracts | — | (383,709 | ) | — | (383,709 | ) | ||||||||||||
Futures | (820,518 | ) | — | — | (820,518 | ) | ||||||||||||
OTC Swaps | — | (866,672 | ) | — | (866,672 | ) | ||||||||||||
Written Options | (28,877 | ) | (165,319 | ) | — | (194,196 | ) | |||||||||||
Total Liabilities | $ | (849,395 | ) | $ | (1,717,396 | ) | $ | — | $ | (2,566,791 | ) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. | |
+ | Other Financial Instruments are derivatives not reflected in the Portfolio of Investments and may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are valued at the unrealized gain (loss) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
USD 103,076 | GBP 81,000 | ANZ Bank | 07/06/17 | $ | (2,430 | ) | ||||||||
USD 2,276,292 | EUR 2,017,000 | Barclays Bank PLC | 07/06/17 | (27,689 | ) | |||||||||
NZD 5,741,000 | USD 4,211,709 | Citibank N.A. | 07/06/17 | (4,708 | ) | |||||||||
USD 4,209,607 | NZD 5,741,000 | Citibank N.A. | 08/03/17 | 5,009 | ||||||||||
USD 284,305 | NZD 402,986 | Credit Suisse International | 07/06/17 | (10,992 | ) | |||||||||
EUR 11,650,000 | USD 13,298,475 | Deutsche Bank AG | 07/06/17 | 7,599 | ||||||||||
EUR 50,000 | USD 55,991 | Deutsche Bank AG | 07/06/17 | 1,123 | ||||||||||
GBP 150,000 | USD 191,814 | Deutsche Bank AG | 07/06/17 | 3,568 | ||||||||||
USD 9,335,452 | EUR 8,297,000 | Deutsche Bank AG | 07/06/17 | (142,055 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) (CONTINUED) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
USD 1,529,387 | GBP 1,189,000 | Deutsche Bank AG | 07/06/17 | (19,341 | ) | |||||||||
USD 13,317,488 | EUR 11,650,000 | Deutsche Bank AG | 08/03/17 | (11,117 | ) | |||||||||
USD 349,625 | EUR 312,000 | Goldman Sachs International | 07/06/17 | $ | (6,767 | ) | ||||||||
USD 667,309 | EUR 598,000 | Goldman Sachs International | 07/06/17 | (15,775 | ) | |||||||||
USD 11,177 | EUR 10,000 | Goldman Sachs International | 07/06/17 | (246 | ) | |||||||||
USD 857,818 | GBP 665,864 | Goldman Sachs International | 07/06/17 | (9,501 | ) | |||||||||
GBP 963,000 | USD 1,231,321 | HSBC Bank PLC | 07/06/17 | 23,032 | ||||||||||
USD 3,817,131 | NZD 5,374,000 | JPMorgan Chase Bank N.A. | 07/06/17 | (120,783 | ) | |||||||||
GBP 433,000 | USD 552,516 | State Street Bank and Trust Co. | 07/06/17 | 11,487 | ||||||||||
GBP 100,000 | USD 129,509 | State Street Bank and Trust Co. | 07/06/17 | 745 | ||||||||||
GBP 220,000 | USD 281,023 | State Street Bank and Trust Co. | 07/06/17 | 5,538 | ||||||||||
USD 916,592 | GBP 705,000 | State Street Bank and Trust Co. | 08/03/17 | (2,597 | ) | |||||||||
USD 583,779 | EUR 519,563 | The Northern Trust Company | 07/06/17 | (9,708 | ) | |||||||||
$ | (325,608 | ) |
Contract Description | Number of Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Long Contracts | ||||||||||||||||||
Euro-Buxl® 30-year German Government Bond | 20 | 09/07/17 | $ | 3,735,295 | $ | (25,291 | ) | |||||||||||
Euro-Schatz | 93 | 09/07/17 | 11,880,725 | (13,210 | ) | |||||||||||||
U.S. Treasury 10-Year Note | 410 | 09/20/17 | 51,467,812 | (242,181 | ) | |||||||||||||
U.S. Treasury 5-Year Note | 612 | 09/29/17 | 72,115,595 | (182,135 | ) | |||||||||||||
$ | 139,199,427 | $ | (462,817 | ) | ||||||||||||||
Short Contracts | ||||||||||||||||||
90-Day Eurodollar | (485 | ) | 03/18/19 | $ | (119,000,813 | ) | $ | (143,977 | ) | |||||||||
Australia 10-Year Bond | (10 | ) | 09/15/17 | (993,488 | ) | 14,466 | ||||||||||||
Euro-Bund | (59 | ) | 09/07/17 | (10,907,931 | ) | 84,729 | ||||||||||||
Euro-OAT | (17 | ) | 09/07/17 | (2,882,975 | ) | 49,378 | ||||||||||||
Long Gilt | (38 | ) | 09/27/17 | (6,214,879 | ) | 121,883 | ||||||||||||
Long-Term Euro-BTP | (11 | ) | 09/07/17 | (1,697,855 | ) | 30,102 | ||||||||||||
Short-Term Euro-BTP | (91 | ) | 09/07/17 | (11,711,492 | ) | (27,175 | ) | |||||||||||
U.S. Treasury 2-Year Note | (562 | ) | 09/29/17 | (121,453,472 | ) | 74,154 | ||||||||||||
U.S. Treasury Long Bond | (40 | ) | 09/20/17 | (6,147,500 | ) | (59,665 | ) | |||||||||||
U.S. Treasury Ultra 10-Year Note | (8 | ) | 09/20/17 | (1,078,500 | ) | (1,608 | ) | |||||||||||
U.S. Treasury Ultra Long Bond | (103 | ) | 09/20/17 | (17,085,125 | ) | (125,276 | ) | |||||||||||
$ | (299,174,030 | ) | $ | 17,011 |
Pay/Receive Floating Rate | Floating Rate Index | Fixed Rate | Maturity Date | Notional Amount | Fair Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Pay | 3-month CAD-CDOR | 1.414% | 06/30/2019 | CAD 23,835,000 | $ | (8,900 | ) | $ | (9,201 | ) | ||||||||
Pay | 6-month GBP-LIBOR | 1.405 | 05/26/2047 | GBP 2,395,000 | (147,826 | ) | (147,736 | ) | ||||||||||
Pay | 3-month USD-LIBOR | 1.814 | 11/30/2021 | USD 5,800,000 | (28,533 | ) | (28,635 | ) | ||||||||||
Pay | 3-month USD-LIBOR | 2.680 | 01/07/2027 | USD 5,160,000 | 11,363 | 11,274 | ||||||||||||
Receive | 3-month CAD-CDOR | 1.392 | 06/29/2019 | CAD 21,429,000 | (14,342 | ) | (14,613 | ) | ||||||||||
Receive | 3-month CAD-CDOR | 1.392 | 06/29/2019 | CAD 26,191,000 | (17,529 | ) | (17,861 | ) | ||||||||||
Receive | 6-month GBP-LIBOR | 0.740 | 06/15/2022 | GBP 4,085,000 | 61,757 | 60,976 | ||||||||||||
Receive | 6-month GBP-LIBOR | 1.608 | 02/15/2047 | GBP 8,430,000 | (21,841 | ) | 7,037 | |||||||||||
Receive | 3-month USD-LIBOR | 1.862 | 01/09/2020 | USD 1,850,000 | (3,316 | ) | (3,346 | ) | ||||||||||
Receive | 1-day Overnight Fed Funds | 1.560 | 11/30/2021 | USD 6,550,000 | 35,737 | 35,622 | ||||||||||||
Receive | 3-month USD-LIBOR | 1.800 | 11/30/2021 | USD 22,300,000 | 122,360 | 121,969 | ||||||||||||
Receive | 3-month USD-LIBOR | 2.190 | 02/15/2027 | USD 3,310,000 | 32,135 | 32,071 | ||||||||||||
Receive | 3-month USD-LIBOR | 1.729 | 08/31/2046 | USD 630,000 | (112,690 | ) | (1,502 | ) | ||||||||||
$ | (91,625 | ) | $ | 46,055 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) (CONTINUED) |
Pay/Receive Floating Rate | Floating Rate Index | Fixed Rate | Maturity Date | Notional Amount | Fair Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Pay | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | 1.832% | 05/15/2047 | EUR 1,380,000 | $ | 1,218 | $ | 454 | ||||||||||
Pay | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | 1.750 | 06/15/2047 | EUR 1,230,000 | (40,460 | ) | (40,223 | ) | ||||||||||
Pay | U.K. RPI All Items Monthly | 3.370 | 06/15/2022 | GBP 6,310,000 | (38,475 | ) | (38,391 | ) | ||||||||||
Pay | U.K. RPI All Items Monthly | 3.523 | 02/15/2027 | GBP 5,030,000 | 81,220 | 80,178 | ||||||||||||
Pay | U.K. RPI All Items Monthly | 3.624 | 02/15/2047 | GBP 3,660,000 | 369,463 | 356,713 | ||||||||||||
Pay | U.S. CPI Urban Consumers NSA (CPURNSA) | 2.240 | 07/01/2017 | USD 11,500,000 | — | (188 | ) | |||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | 1.890 | 06/29/2022 | USD 6,700,000 | 2,952 | 2,710 | ||||||||||||
$ | 375,918 | $ | 361,253 |
Counterparty | Pay/Receive Floating Rate | Floating Rate Index | Fixed Rate | Maturity Date | Notional Amount | Fair Value | Upfront Payments Paid/ (Received) | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Barclays Bank PLC | Pay | U.K. RPI All Items Monthly | 3.430% | 07/15/2017 | GBP | 7,725,000 | $ | (21,496 | ) | $ | — | $ | (21,496 | ) | ||||||||||||
Barclays Bank PLC | Pay | U.S. CPI Urban Consumers NSA (CPURNSA) | 1.630 | 09/13/2017 | USD | 11,210,000 | (21,224 | ) | — | (21,224 | ) | |||||||||||||||
Barclays Bank PLC | Receive | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | 1.745 | 07/15/2017 | EUR | 2,990,000 | 3,186 | — | 3,186 | |||||||||||||||||
Barclays Bank PLC | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | 2.066 | 03/10/2018 | USD | 20,575,000 | (652,684 | ) | — | (652,684 | ) | |||||||||||||||
Barclays Bank PLC | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | 1.585 | 09/13/2018 | USD | 11,210,000 | 43,528 | — | 43,528 | |||||||||||||||||
Barclays Bank PLC | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | 1.518 | 12/11/2019 | USD | 15,000,000 | 153,453 | — | 153,453 | |||||||||||||||||
Barclays Bank PLC | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | 1.375 | 01/15/2020 | USD | 16,000,000 | 266,512 | — | 266,512 | |||||||||||||||||
Barclays Bank PLC | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | 2.174 | 02/16/2020 | USD | 10,000,000 | (110,820 | ) | — | (110,820 | ) | |||||||||||||||
Barclays Bank PLC | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | 1.437 | 01/15/2021 | USD | 22,000,000 | 423,963 | — | 423,963 | |||||||||||||||||
Citibank N.A. | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | 1.649 | 12/11/2021 | USD | 6,500,000 | 72,424 | — | 72,424 | |||||||||||||||||
Citibank N.A. | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | 1.515 | 01/15/2022 | USD | 34,000,000 | 677,030 | — | 677,030 | |||||||||||||||||
Citibank N.A. | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | 1.560 | 01/15/2023 | USD | 37,000,000 | 818,099 | — | 818,099 | |||||||||||||||||
Citibank N.A. | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | 1.660 | 09/22/2023 | USD | 5,500,000 | 109,185 | — | 109,185 | |||||||||||||||||
Citibank N.A. | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | 1.689 | 09/22/2024 | USD | 26,000,000 | 579,408 | — | 579,408 | |||||||||||||||||
Deutsche Bank AG | Pay | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | 1.970 | 03/15/2047 | EUR | 1,110,000 | 59,978 | — | 59,978 | |||||||||||||||||
Deutsche Bank AG | Receive | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | 1.470 | 03/15/2027 | EUR | 1,110,000 | (15,928 | ) | — | (15,928 | ) | |||||||||||||||
Deutsche Bank AG | Receive | U.K. RPI All Items Monthly | 3.568 | 03/15/2047 | GBP | 805,000 | (44,520 | ) | — | (44,520 | ) | |||||||||||||||
Deutsche Bank AG | Receive | U.K. RPI All Items Monthly | 3.485 | 03/23/2047 | GBP | 395,000 | 460 | — | 460 | |||||||||||||||||
$ | 2,340,554 | $ | — | $ | 2,340,554 |
Reference Entity | Counterparty | Exercise Inflation Rate | Description | Termination Date | Notional Amount | Premiums Received | Fair Value | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Eurostat Eurozone HICP Ex Tobacco Unrevised Series NSA Index (HICPx) | Deutsche Bank AG | 2.500% | Maximum of HICPx for January 2022 divided by HICPx for January 2012 minus 2.500% or $0. Portfolio receives premium and payment at expiration. | 04/26/2022 | EUR 3,140,000 | $ | 217,411 | $ | (539 | ) | ||||||||||||
$ | 217,411 | $ | (539 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) (CONTINUED) |
Description | Exercise Price | Expiration Date | # of Contracts | Premiums Received | Fair Value | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Call on U.S. Treasury 10-Year Note | 127.50 | 07/21/2017 | 312 | $ 87,304 | $(14,627 | ) | ||||||||||||||||
Call on U.S. Treasury 10-Year Note | 128.00 | 07/21/2017 | 456 | 77,723 | (14,250 | ) | ||||||||||||||||
$165,027 | $(28,877 | ) |
Counterparty | Description | Exercise Price | Expiration Date | Premiums Received | Fair Value | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Options on Currencies | |||||||||||||||||||||||
7,865,000 | Goldman Sachs International | Call GBP vs Put USD | 1.340 | GBP | 08/01/2017 | $ | 37,690 | $ | (15,178 | ) | |||||||||||||
10,960,000 | Morgan Stanley & Co. International PLC | Call USD vs Put JPY | 117.000 | USD | 07/07/2017 | 25,076 | (51 | ) | |||||||||||||||
9,125,000 | Deutsche Bank AG | Call USD vs Put MXN | 20.000 | USD | 09/21/2017 | 42,431 | (35,402 | ) | |||||||||||||||
Total Written OTC Options | $ | 105,197 | $ | (50,631 | ) |
Description | Counterparty | Exercise Rate | Pay/ Receive Exercise Rate | Floating Rate Index | Expiration Date | Notional Amount | Premiums Received | Fair Value | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Put on 10-Year Interest Rate Swap | Barclays Bank PLC | 1.400% | Receive | 6-month GBP-LIBOR | 07/10/2017 | GBP 11,030,000 | $ | 55,857 | $ | (31,282 | ) | ||||||||||||
Put on 20-Year Interest Rate Swap | Deutsche Bank AG | 4.500% | Receive | 6-month EUR-EURIBOR | 06/08/2022 | EUR 10,100,000 | 475,560 | (82,867 | ) | ||||||||||||||
Total Written Swaptions | $ | 531,417 | $ | (114,149 | ) |
Currency Abbreviations
CAD — Canadian Dollar
EUR — EU Euro
GBP — British Pound
JPY — Japanese Yen
MXN — Mexican Peso
NZD — New Zealand Dollar
USD — United States Dollar
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) (CONTINUED) |
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | ||||||
---|---|---|---|---|---|---|---|---|
Asset Derivatives | ||||||||
Foreign exchange contracts | Investments in securities at value* | $ | 124,154 | |||||
Interest rate contracts | Investments in securities at value* | 1,313,403 | ||||||
Foreign exchange contracts | Unrealized appreciation on forward foreign currency contracts | 58,101 | ||||||
Interest rate contracts | Net Assets- Unrealized appreciation** | 374,712 | ||||||
Interest rate contracts | Net Assets- Unrealized appreciation*** | 709,004 | ||||||
Interest rate contracts | Unrealized appreciation on OTC swap agreements | 3,207,226 | ||||||
Total Asset Derivatives | $ | 5,786,600 | ||||||
Liability Derivatives | ||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 383,709 | |||||
Interest rate contracts | Net Assets- Unrealized depreciation** | 820,518 | ||||||
Interest rate contracts | Net Assets- Unrealized depreciation*** | 301,696 | ||||||
Interest rate contracts | Unrealized depreciation on OTC swap agreements | 866,672 | ||||||
Foreign exchange contracts | Written options, at fair value | 50,631 | ||||||
Interest rate contracts | Written options, at fair value | 143,565 | ||||||
Total Liability Derivatives | $ | 2,566,791 |
* | Includes purchased options. |
** | Includes cumulative appreciation/depreciation of futures contracts as reported in the table following the Portfolio of Investments. |
*** | Includes cumulative appreciation/depreciation of centrally cleared swaps as reported in the table following the Portfolio of Investments. Only current day’s variation margin receivable/payable is shown on the Statement of Assets and Liabiliites. |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Investments* | Foreign currency related transactions** | Futures | Swaps | Written options | Total | ||||||||||||||||||||
Foreign exchange contracts | $ | (693,383 | ) | $ | (677,656 | ) | $ | — | $ | — | $ | 297,122 | $ | (1,073,917 | ) | |||||||||||
Interest rate contracts | (1,075,946 | ) | — | 507,837 | 1,830,466 | 751,454 | 2,013,811 | |||||||||||||||||||
Total | $ | (1,769,329 | ) | $ | (677,656 | ) | $ | 507,837 | $ | 1,830,466 | $ | 1,048,576 | $ | 939,894 |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Investments* | Foreign currency related transactions** | Futures | Swaps | Written options | Total | ||||||||||||||||||||
Foreign exchange contracts | $ | 57,120 | $ | (557,018 | ) | $ | — | $ | — | $ | 156,425 | $ | (343,473 | ) | ||||||||||||
Interest rate contracts | (275,647 | ) | — | 696,695 | (4,734,379 | ) | (31,102 | ) | (4,344,433 | ) | ||||||||||||||||
Total | $ | (218,527 | ) | $ | (557,018 | ) | $ | 696,695 | $ | (4,734,379 | ) | $ | 125,323 | $ | (4,687,906 | ) |
* | Amounts recognized for purchased options are included in net realized gain (loss) on investments and net change in unrealized appreciation or depreciation on investments. |
** | Amounts recognized for forward foreign currency contracts are included in net realized gain (loss) on foreign currency related transactions and net change in unrealized appreciation or depreciation on foreign currency related transactions. |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) (CONTINUED) |
ANZ Bank | Barclays Bank PLC | Citibank N.A. | Credit Suisse International | Deutsche Bank AG | Goldman Sachs International | HSBC Bank PLC | JPMorgan Chase Bank N.A. | Morgan Stanley & Co. International PLC | State Street Bank and Trust Co. | The Northern Trust Company | Totals | |||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Assets: | ||||||||||||||||||||||||||||||||||||||||||||||||
Purchased options | $ | — | $ | 461 | $ | — | $ | — | $ | 1,347,594 | $ | 5,125 | $ | — | $ | — | $ | — | $ | — | $ | — | $ | 1,353,180 | ||||||||||||||||||||||||
Forward foreign currency contracts | — | — | 5,009 | — | 12,290 | — | 23,032 | — | — | 17,770 | — | 58,101 | ||||||||||||||||||||||||||||||||||||
OTC Inflation-linked swaps | — | 890,642 | 2,256,146 | — | 60,438 | — | — | — | — | — | — | 3,207,226 | ||||||||||||||||||||||||||||||||||||
Total Assets | $ | — | $ | 891,103 | $ | 2,261,155 | $ | — | $ | 1,420,322 | $ | 5,125 | $ | 23,032 | $ | — | $ | — | $ | 17,770 | $ | — | $ | 4,618,507 | ||||||||||||||||||||||||
Liabilities: | ||||||||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | $ | 2,430 | $ | 27,689 | $ | 4,708 | $ | 10,992 | $ | 172,513 | $ | 32,289 | $ | — | $ | 120,783 | $ | — | $ | 2,597 | $ | 9,708 | $ | 383,709 | ||||||||||||||||||||||||
OTC Inflation-linked swaps | — | 806,224 | — | — | 60,448 | — | — | — | — | — | — | 866,672 | ||||||||||||||||||||||||||||||||||||
Written options | — | 31,282 | — | — | 118,808 | 15,178 | — | — | 51 | — | — | 165,319 | ||||||||||||||||||||||||||||||||||||
Total Liabilities | $ | 2,430 | $ | 865,195 | $ | 4,708 | $ | 10,992 | $ | 351,769 | $ | 47,467 | $ | — | $ | 120,783 | $ | 51 | $ | 2,597 | $ | 9,708 | $ | 1,415,700 | ||||||||||||||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | (2,430 | ) | $ | 25,908 | $ | 2,256,447 | $ | (10,992 | ) | $ | 1,068,553 | $ | (42,342 | ) | $ | 23,032 | $ | (120,783 | ) | $ | (51 | ) | $ | 15,173 | $ | (9,708 | ) | $ | 3,202,807 | ||||||||||||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | — | $ | (2,256,447 | ) | $ | — | $ | (1,068,553 | ) | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | (3,325,000 | ) | |||||||||||||||||||||
Net Exposure (1) (2) | $ | (2,430 | ) | $ | 25,908 | $ | — | $ | (10,992 | ) | $ | — | $ | (42,342 | ) | $ | 23,032 | $ | (120,783 | ) | $ | (51 | ) | $ | 15,173 | $ | (9,708 | ) | $ | (122,193 | ) |
(1) | Positive net exposure represents amounts due from each respective counterparty. Negative exposure represents amounts due from the Portfolio. Please refer to Note 2 for additional details regarding counterparty credit risk and credit related contingent features. |
(2) | At June 30, 2017, the Portfolio had received $2,340,000 and $1,210,000 in cash collateral from Citibank N.A. and Deutsche Bank AG, respectively. Excess cash collateral is not shown for financial reporting purposes. |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) |
as of June 30, 2017
(as a percentage of net assets)
U.S. Government Agency Obligations | 32.8 | % | |||||
Corporate Bonds/Notes | 27.5 | % | |||||
Asset-Backed Securities | 17.9 | % | |||||
U.S. Treasury Obligations | 13.3 | % | |||||
Collateralized Mortgage Obligations | 3.6 | % | |||||
Foreign Government Bonds | 3.3 | % | |||||
Municipal Bonds | 1.0 | % | |||||
Structured Products | 0.8 | % | |||||
Preferred Stock | 0.1 | % | |||||
Liabilities in Excess of Other Assets* | (0.3 | )% | |||||
Net Assets | 100.0 | % | |||||
* Includes short-term investments. |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: 27.5% | |||||||||||||||||||
Basic Materials: 1.1% | |||||||||||||||||||
175,000 | # | Glencore Finance Canada Ltd., 4.950%, 11/15/21 | $ | 187,346 | 0.1 | ||||||||||||||
425,000 | # | Glencore Funding LLC, 4.125%, 05/30/23 | 436,657 | 0.2 | |||||||||||||||
224,000 | # | Glencore Funding LLC, 4.625%, 04/29/24 | 234,494 | 0.1 | |||||||||||||||
825,000 | Sherwin-Williams Co/The, 2.250%–3.450%, 05/15/20–06/01/27 | 830,122 | 0.4 | ||||||||||||||||
375,000 | # | WR Grace & Co-Conn, 5.125%, 10/01/21 | 403,125 | 0.2 | |||||||||||||||
225,000 | Other Securities | 235,318 | 0.1 | ||||||||||||||||
2,327,062 | 1.1 | ||||||||||||||||||
Communications: 4.6% | |||||||||||||||||||
775,000 | Amazon.com, Inc., 3.300%, 12/05/21 | 807,268 | 0.4 | ||||||||||||||||
2,291,000 | AT&T, Inc., 2.800%–3.800%, 02/17/21–05/15/25 | 2,308,167 | 1.1 | ||||||||||||||||
350,000 | # | Symantec Corp., 5.000%, 04/15/25 | 367,171 | 0.2 | |||||||||||||||
1,025,000 | Verizon Communications, Inc., 5.150%, 09/15/23 | 1,139,926 | 0.5 | ||||||||||||||||
818,000 | # | Verizon Communications, Inc., 2.946%, 03/15/22 | 824,491 | 0.4 | |||||||||||||||
650,000 | Verizon Communications, Inc., 2.450%–4.125%, 11/01/22–03/16/27 | 640,530 | 0.3 | ||||||||||||||||
3,508,000 | Other Securities(a) | 3,742,696 | 1.7 | ||||||||||||||||
9,830,249 | 4.6 | ||||||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Consumer, Cyclical: 1.9% | |||||||||||||||||||
950,000 | CVS Health Corp., 3.375%, 08/12/24 | $ | 967,250 | 0.5 | |||||||||||||||
275,000 | CVS Health Corp., 3.500%, 07/20/22 | 285,479 | 0.1 | ||||||||||||||||
775,000 | Ford Motor Credit Co., LLC, 5.875%, 08/02/21 | 864,939 | 0.4 | ||||||||||||||||
1,775,000 | Other Securities | 1,864,745 | 0.9 | ||||||||||||||||
3,982,413 | 1.9 | ||||||||||||||||||
Consumer, Non-cyclical: 3.8% | |||||||||||||||||||
1,125,000 | Anheuser-Busch InBev Finance, Inc., 2.650%, 02/01/21 | 1,140,935 | 0.5 | ||||||||||||||||
600,000 | Anheuser-Busch InBev Finance, Inc., 3.650%–4.900%, 02/01/26–02/01/46 | 629,582 | 0.3 | ||||||||||||||||
475,000 | # | Bayer US Finance LLC, 3.000%, 10/08/21 | 484,828 | 0.2 | |||||||||||||||
1,275,000 | Becton Dickinson and Co., 2.894%–4.685%, 06/06/22–12/15/44 | 1,285,980 | 0.6 | ||||||||||||||||
700,000 | # | EMD Finance LLC, 2.950%, 03/19/22 | 713,105 | 0.4 | |||||||||||||||
50,000 | # | Nielsen Finance LLC / Nielsen Finance Co., 5.000%, 04/15/22 | 52,000 | 0.0 | |||||||||||||||
775,000 | Reynolds American, Inc., 4.450%, 06/12/25 | 833,346 | 0.4 | ||||||||||||||||
200,000 | # | Valeant Pharmaceuticals International, Inc., 7.000%, 03/15/24 | 210,750 | 0.1 | |||||||||||||||
2,750,000 | Other Securities | 2,810,232 | 1.3 | ||||||||||||||||
8,160,758 | 3.8 | ||||||||||||||||||
Energy: 4.0% | |||||||||||||||||||
100,000 | #,L | Cenovus Energy, Inc., 4.250%, 04/15/27 | 95,460 | 0.1 | |||||||||||||||
525,000 | Kinder Morgan, Inc./DE, 3.050%, 12/01/19 | 534,445 | 0.2 | ||||||||||||||||
375,000 | Kinder Morgan Energy Partners L.P., 3.500%–4.250%, 09/01/23–09/01/24 | 381,460 | 0.2 | ||||||||||||||||
780,000 | Williams Partners L.P., 3.600%–3.900%,03/15/22–01/15/25 | 795,647 | 0.4 | ||||||||||||||||
7,631,000 | Other Securities(a) | 6,578,448 | 3.1 | ||||||||||||||||
8,385,460 | 4.0 | ||||||||||||||||||
Financial: 8.8% | |||||||||||||||||||
1,450,000 | Bank of America Corp., 3.248%–6.500%, 04/01/24–10/29/49 | 1,502,338 | 0.7 | ||||||||||||||||
200,000 | # | BNP Paribas SA, 4.375%, 05/12/26 | 207,634 | 0.1 | |||||||||||||||
100,000 | # | Brighthouse Financial, Inc., 3.700%, 06/22/27 | 98,669 | 0.1 | |||||||||||||||
250,000 | # | Credit Agricole SA/London, 4.125%, 01/10/27 | 261,802 | 0.1 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Financial: (continued) | |||||||||||||||||||
200,000 | # | Credit Suisse AG, 6.500%, 08/08/23 | $ | 225,380 | 0.1 | ||||||||||||||
250,000 | # | Credit Suisse Group AG, 4.282%, 01/09/28 | 258,749 | 0.1 | |||||||||||||||
900,000 | JPMorgan Chase & Co., 2.950%–2.972%, 01/15/23–10/01/26 | 887,037 | 0.4 | ||||||||||||||||
1,700,000 | Kreditanstalt fuer Wiederaufbau, 1.125%, 08/06/18 | 1,694,735 | 0.8 | ||||||||||||||||
50,000 | # | Macquarie Bank Ltd., 6.625%, 04/07/21 | 56,389 | 0.0 | |||||||||||||||
1,000,000 | Morgan Stanley, 2.553%, 10/24/23 | 1,018,117 | 0.5 | ||||||||||||||||
825,000 | Morgan Stanley, 3.700%–4.000%, 10/23/24–07/23/25 | 847,984 | 0.4 | ||||||||||||||||
450,000 | # | Sumitomo Mitsui Financial Group, Inc., 4.436%, 04/02/24 | 478,377 | 0.2 | |||||||||||||||
100,000 | # | Teachers Insurance & Annuity Association of America, 4.900%, 09/15/44 | 112,347 | 0.1 | |||||||||||||||
225,000 | # | UBS Group Funding Switzerland AG, 3.000%, 04/15/21 | 228,634 | 0.1 | |||||||||||||||
800,000 | # | UniCredit SpA, 3.750%, 04/12/22 | 820,115 | 0.4 | |||||||||||||||
250,000 | # | UniCredit SpA, 4.625%, 04/12/27 | 264,248 | 0.1 | |||||||||||||||
350,000 | # | UniCredit SpA, 5.861%, 06/19/32 | 360,171 | 0.2 | |||||||||||||||
275,000 | Westpac Banking Corp., 4.322%, 11/23/31 | 282,426 | 0.1 | ||||||||||||||||
8,756,000 | Other Securities | 8,957,438 | 4.3 | ||||||||||||||||
18,562,590 | 8.8 | ||||||||||||||||||
Industrial: 0.7% | |||||||||||||||||||
150,000 | # | Park Aerospace Holdings Ltd., 5.250%, 08/15/22 | 157,360 | 0.1 | |||||||||||||||
100,000 | # | Park Aerospace Holdings Ltd., 5.500%, 02/15/24 | 104,700 | 0.0 | |||||||||||||||
300,000 | # | Penske Truck Leasing Co. Lp / PTL Finance Corp., 3.375%, 02/01/22 | 307,597 | 0.2 | |||||||||||||||
200,000 | # | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/23 | 208,000 | 0.1 | |||||||||||||||
375,000 | # | Sealed Air Corp., 5.250%, 04/01/23 | 404,063 | 0.2 | |||||||||||||||
250,000 | Other Securities | 256,055 | 0.1 | ||||||||||||||||
1,437,775 | 0.7 | ||||||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Technology: 2.1% | |||||||||||||||||||
475,000 | # | Broadcom Corp. / Broadcom Cayman Finance Ltd., 3.000%, 01/15/22 | $ | 479,691 | 0.2 | ||||||||||||||
575,000 | # | Broadcom Corp. / Broadcom Cayman Finance Ltd., 3.625%, 01/15/24 | 588,913 | 0.3 | |||||||||||||||
225,000 | # | Broadcom Corp. / Broadcom Cayman Finance Ltd., 3.875%, 01/15/27 | 231,526 | 0.1 | |||||||||||||||
700,000 | # | NXP BV / NXP Funding LLC, 4.625%, 06/01/23 | 756,875 | 0.4 | |||||||||||||||
2,325,000 | Other Securities | 2,370,823 | 1.1 | ||||||||||||||||
4,427,828 | 2.1 | ||||||||||||||||||
Utilities: 0.5% | |||||||||||||||||||
525,000 | # | Enel Finance International NV, 2.875%, 05/25/22 | 526,264 | 0.2 | |||||||||||||||
650,000 | Other Securities | 638,048 | 0.3 | ||||||||||||||||
1,164,312 | 0.5 | ||||||||||||||||||
Total Corporate Bonds/Notes | |||||||||||||||||||
(Cost $57,334,904) | 58,278,447 | 27.5 | |||||||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 3.6% | |||||||||||||||||||
EUR 398,709 | # | Credit Suisse European Mortgage Capital Ltd. 2015-1HWA A, 2.750%, 04/20/20 | 447,417 | 0.2 | |||||||||||||||
682,390 | ˆ | Fannie Mae 2013-130 SN, 5.434%, 10/25/42 | 130,939 | 0.1 | |||||||||||||||
393,260 | ˆ | Fannie Mae REMIC Trust 2011-124 SC, 5.334%, 12/25/41 | 71,866 | 0.0 | |||||||||||||||
357,399 | ˆ | Fannie Mae REMIC Trust 2013-131 SA, 4.884%, 12/25/43 | 56,627 | 0.0 | |||||||||||||||
289,302 | ˆ | Fannie Mae REMIC Trust 2013-96 SW, 4.884%, 09/25/43 | 46,587 | 0.0 | |||||||||||||||
667,319 | ˆ | Fannie Mae REMIC Trust 2013-96 SY, 4.934%, 07/25/42 | 110,253 | 0.1 | |||||||||||||||
430,147 | ˆ | Fannie Mae REMIC Trust 2014-87 MS, 5.034%, 01/25/45 | 69,370 | 0.0 | |||||||||||||||
614,167 | ˆ | Fannie Mae REMIC Trust 2015-79 SA, 5.034%, 11/25/45 | 102,071 | 0.1 | |||||||||||||||
1,322,361 | ˆ | Fannie Mae REMIC Trust 2015-81 SA, 4.484%, 11/25/45 | 186,992 | 0.1 | |||||||||||||||
329,072 | ˆ | Fannie Mae REMIC Trust 2015-82 MS, 4.484%, 11/25/45 | 48,148 | 0.0 | |||||||||||||||
805,091 | ˆ | Fannie Mae Series 2016-3 IP, 4.000%, 02/25/46 | 165,179 | 0.1 | |||||||||||||||
1,013,056 | ˆ | Freddie Mac 4583 ST, 4.841%, 05/15/46 | 197,701 | 0.1 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |||||||||||||||||||||||
2,441,263 | ˆ | Freddie Mac 4596 CS, 4.941%, 06/15/46 | $ | 394,802 | 0.2 | ||||||||||||||||||
203,199 | ˆ | Freddie Mac REMIC Trust 4320 SD, 4.941%, 07/15/39 | 32,290 | 0.0 | |||||||||||||||||||
467,422 | ˆ | Freddie Mac REMIC Trust 4326 GS, 4.891%, 04/15/44 | 82,027 | 0.0 | |||||||||||||||||||
350,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA2 M3, 5.866%, 10/25/28 | 395,405 | 0.2 | ||||||||||||||||||||
839,539 | ˆ | Ginnie Mae 2014-20 SA, 4.888%, 02/20/44 | 139,288 | 0.1 | |||||||||||||||||||
747,436 | ˆ | Ginnie Mae 2015-111 IM, 4.000%, 08/20/45 | 122,732 | 0.1 | |||||||||||||||||||
634,972 | ˆ | Ginnie Mae 2015-119 SN, 5.038%, 08/20/45 | 108,952 | 0.1 | |||||||||||||||||||
578,313 | ˆ | Ginnie Mae 2016-138 GI, 4.000%, 10/20/46 | 104,223 | 0.0 | |||||||||||||||||||
433,397 | ˆ | Ginnie Mae Series 2010-20 SE, 5.038%, 02/20/40 | 73,172 | 0.0 | |||||||||||||||||||
258,909 | ˆ | Ginnie Mae Series 2010-31 SA, 4.538%, 03/20/40 | 38,881 | 0.0 | |||||||||||||||||||
170,705 | ˆ | Ginnie Mae Series 2012-149 MS, 5.038%, 12/20/42 | 28,753 | 0.0 | |||||||||||||||||||
95,573 | ˆ | Ginnie Mae Series 2013-134 DS, 4.888%, 09/20/43 | 15,655 | 0.0 | |||||||||||||||||||
280,761 | ˆ | Ginnie Mae Series 2013-152 SG, 4.938%, 06/20/43 | 46,611 | 0.0 | |||||||||||||||||||
628,863 | ˆ | Ginnie Mae Series 2013-181 SA, 4.888%, 11/20/43 | 106,022 | 0.1 | |||||||||||||||||||
945,217 | ˆ | Ginnie Mae Series 2014-132 SL, 4.888%, 10/20/43 | 136,721 | 0.1 | |||||||||||||||||||
459,682 | ˆ | Ginnie Mae Series 2014-133 BS, 4.388%, 09/20/44 | 65,627 | 0.0 | |||||||||||||||||||
107,614 | ˆ | Ginnie Mae Series 2014-41 SA, 4.888%, 03/20/44 | 18,072 | 0.0 | |||||||||||||||||||
999,676 | ˆ | Ginnie Mae Series 2015-110 MS, 4.498%, 08/20/45 | 151,988 | 0.1 | |||||||||||||||||||
292,791 | ˆ | Ginnie Mae Series 2015-126 HS, 4.988%, 09/20/45 | 48,926 | 0.0 | |||||||||||||||||||
299,464 | ˆ | Ginnie Mae Series 2015-159 HS, 4.988%, 11/20/45 | 50,211 | 0.0 | |||||||||||||||||||
677,346 | ˆ | Ginnie Mae Series 2016-4 SM, 4.438%, 01/20/46 | 96,529 | 0.0 | |||||||||||||||||||
1,000,000 | # | Mortgage Repurchase Agreement Financing Trust Series 2016-1 A2, 2.174%, 04/10/19 | 1,000,284 | 0.5 | |||||||||||||||||||
250,000 | # | Mortgage Repurchase Agreement Financing Trust Series 2017-1 A1, 2.074%, 07/10/19 | 250,117 | 0.1 | |||||||||||||||||||
600,000 | # | Mortgage Repurchase Agreement Financing Trust, Series 2016-1, 2.124%, 04/10/19 | 600,098 | 0.3 | |||||||||||||||||||
950,000 | # | Mortgage Repurchase Agreement Financing Trust, Series 2016-2, 2.524%, 03/10/19 | 950,189 | 0.4 | |||||||||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |||||||||||||||||||||||
1,054,699 | Other Securities | $ | 958,885 | 0.5 | |||||||||||||||||||
Total Collateralized Mortgage Obligations | |||||||||||||||||||||||
(Cost $7,463,548) | 7,649,610 | 3.6 | |||||||||||||||||||||
MUNICIPAL BONDS: 1.0% | |||||||||||||||||||||||
California: 0.5% | |||||||||||||||||||||||
750,000 | Other Securities | 1,062,000 | 0.5 | ||||||||||||||||||||
Minnesota: 0.1% | |||||||||||||||||||||||
250,000 | Other Securities | 246,897 | 0.1 | ||||||||||||||||||||
Puerto Rico: 0.4% | |||||||||||||||||||||||
2,355,000 | Other Securities(b) | 783,865 | 0.4 | ||||||||||||||||||||
Total Municipal Bonds | |||||||||||||||||||||||
(Cost $2,554,448) | 2,092,762 | 1.0 | |||||||||||||||||||||
STRUCTURED PRODUCTS: 0.8% | |||||||||||||||||||||||
EGP 5,080,000 | #,Z | Citigroup Global Markets, Arab Republic of Egypt Treasury Bill Credit-Linked Notes, 18.540%, 08/10/17 | 276,138 | 0.1 | |||||||||||||||||||
EGP 5,000,000 | #,Z | Citigroup Global Markets, Arab Republic of Egypt Treasury Bill Credit-Linked Notes, 19.000%, 11/02/17 | 257,936 | 0.1 | |||||||||||||||||||
EGP 12,550,000 | #,Z | Citigroup Global Markets, Arab Republic of Egypt Treasury Bill Credit-Linked Notes, 19.000%, 05/03/18 | 593,999 | 0.3 | |||||||||||||||||||
EGP 10,000,000 | Other Securities | 492,988 | 0.3 | ||||||||||||||||||||
Total Structured Products (Cost $1,644,184) | 1,621,061 | 0.8 | |||||||||||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 32.8% | |||||||||||||||||||||||
Federal Home Loan Bank: 1.1% | |||||||||||||||||||||||
900,000 | 2.625%, due 09/12/25 | 905,180 | 0.4 | ||||||||||||||||||||
1,300,000 | 2.875%, due 06/13/25 | 1,337,727 | 0.7 | ||||||||||||||||||||
2,242,907 | 1.1 | ||||||||||||||||||||||
Federal Home Loan Mortgage Corporation: 8.6%## | |||||||||||||||||||||||
15,000,000 | W | 4.000%, due 07/01/45 | 15,769,336 | 7.4 | |||||||||||||||||||
1,438,329 | 3.500%, due 04/01/43 | 1,484,529 | 0.7 | ||||||||||||||||||||
1,040,964 | 3.500%–4.000%, due 02/01/41–03/01/46 | 1,079,743 | 0.5 | ||||||||||||||||||||
18,333,608 | 8.6 | ||||||||||||||||||||||
Federal National Mortgage Association: 10.9%## | |||||||||||||||||||||||
1,400,000 | 1.875%, due 09/24/26 | 1,329,326 | 0.6 | ||||||||||||||||||||
927,650 | 3.500%, due 06/01/46 | 962,821 | 0.4 | ||||||||||||||||||||
9,000,000 | W | 3.500%, due 07/01/47 | 9,244,336 | 4.4 | |||||||||||||||||||
8,000,000 | W | 4.000%, due 08/01/45 | 8,396,406 | 4.0 | |||||||||||||||||||
2,884,279 | 3.500%–6.000%, due 09/01/35–05/01/46 | 3,085,094 | 1.5 | ||||||||||||||||||||
23,017,983 | 10.9 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | |||||||||||||||||||
Government National Mortgage Association: 12.2% | |||||||||||||||||||
3,239,121 | 4.000%, due 10/20/43 | $ | 3,426,879 | 1.6 | |||||||||||||||
1,513,882 | 4.000%, due 07/20/45 | 1,595,011 | 0.7 | ||||||||||||||||
1,542,863 | 4.000%, due 09/20/45 | 1,625,545 | 0.8 | ||||||||||||||||
2,524,431 | 4.000%, due 10/20/45 | 2,659,716 | 1.3 | ||||||||||||||||
923,588 | 4.000%, due 11/20/45 | 973,083 | 0.5 | ||||||||||||||||
1,097,532 | 4.000%, due 02/20/46 | 1,156,349 | 0.5 | ||||||||||||||||
4,759,851 | 4.000%, due 03/20/46 | 5,014,933 | 2.4 | ||||||||||||||||
6,635,788 | 4.000%, due 04/20/46 | 6,991,402 | 3.3 | ||||||||||||||||
997,991 | 4.000%, due 05/20/47 | 1,053,752 | 0.5 | ||||||||||||||||
1,257,182 | 4.000%, due 08/20/45–05/20/46 | 1,324,661 | 0.6 | ||||||||||||||||
25,821,331 | 12.2 | ||||||||||||||||||
Total U.S. Government Agency Obligations (Cost $69,772,899) | 69,415,829 | 32.8 | |||||||||||||||||
U.S. TREASURY OBLIGATIONS: 13.3% | |||||||||||||||||||
Treasury Inflation Indexed Protected Securities: 1.1% | |||||||||||||||||||
2,324,945 | 0.125%–2.500%, due 01/15/23–02/15/47 | 2,380,910 | 1.1 | ||||||||||||||||
U.S. Treasury Bonds: 5.4% | |||||||||||||||||||
5,900,000 | 2.250%, due 11/15/25 | 5,901,729 | 2.8 | ||||||||||||||||
2,760,000 | 2.875%, due 11/15/46 | 2,780,537 | 1.3 | ||||||||||||||||
2,160,000 | 3.000%, due 11/15/45 | 2,228,934 | 1.0 | ||||||||||||||||
590,000 | 3.000%, due 05/15/47 | 610,062 | 0.3 | ||||||||||||||||
11,521,262 | 5.4 | ||||||||||||||||||
U.S. Treasury Notes: 5.8% | |||||||||||||||||||
3,180,000 | 2.125%, due 03/31/24 | 3,181,924 | 1.5 | ||||||||||||||||
5,270,000 | 2.000%, due 04/30/24 | 5,229,753 | 2.5 | ||||||||||||||||
2,130,000 | 2.000%, due 05/31/24 | 2,112,568 | 1.0 | ||||||||||||||||
1,800,000 | 2.250%, due 01/31/24 | 1,816,699 | 0.8 | ||||||||||||||||
12,340,944 | 5.8 | ||||||||||||||||||
U.S. Treasury STRIP: 1.0% | |||||||||||||||||||
1,930,000 | ˆ | 2.696%, due 02/15/36 | 1,162,738 | 0.6 | |||||||||||||||
1,500,000 | ˆ,(c) | 2.718%, due 08/15/36 | 885,020 | 0.4 | |||||||||||||||
2,047,758 | 1.0 | ||||||||||||||||||
Total U.S. Treasury Obligations (Cost $28,287,783) | 28,290,874 | 13.3 | |||||||||||||||||
ASSET-BACKED SECURITIES: 17.9% | |||||||||||||||||||
Other Asset-Backed Securities: 9.3% | |||||||||||||||||||
250,000 | # | B&M CLO 2014-1A A2, 3.108%, 04/16/26 | 249,998 | 0.1 | |||||||||||||||
1,050,000 | # | BlueMountain CLO 2014-2A AR, 2.369%, 07/20/26 | 1,050,000 | 0.5 | |||||||||||||||
1,323,300 | # | Crown Point CLO III Ltd. 2015-3A A1A, 2.568%, 12/31/27 | 1,324,622 | 0.6 | |||||||||||||||
1,050,000 | # | Cutwater 2014-1A A1AR Ltd., 2.469%, 07/15/26 | 1,049,998 | 0.5 | |||||||||||||||
650,000 | # | Greywolf CLO V Ltd. 2015-1A A1, 2.756%, 04/25/27 | 650,167 | 0.3 | |||||||||||||||
800,000 | # | Halcyon Loan Advisors Funding 2015-1A A, 2.606%, 04/20/27 | 801,001 | 0.4 | |||||||||||||||
ASSET-BACKED SECURITIES: (continued) | |||||||||||||||||||
Other Asset-Backed Securities: (continued) | |||||||||||||||||||
1,050,000 | # | Halcyon Loan Advisors Funding 2015-2A A, 2.546%, 07/25/27 | $ | 1,048,566 | 0.5 | ||||||||||||||
1,583,955 | # | ICG US CLO 2014-1A A1, 2.306%, 04/20/26 | 1,579,485 | 0.7 | |||||||||||||||
1,050,000 | # | Neuberger Berman CLO XIX Ltd. 2015-19A A1R, 2.354%, 07/15/27 | 1,050,000 | 0.5 | |||||||||||||||
983,746 | # | OFSI Fund VI Ltd. 2014-6A A1, 2.188%, 03/20/25 | 975,919 | 0.5 | |||||||||||||||
2,044,795 | # | OFSI Fund VII Ltd. 2014-7A A, 2.498%, 10/18/26 | 2,045,895 | 1.0 | |||||||||||||||
505,205 | # | OFSI Fund VII Ltd. 2014-7A B, 3.288%, 10/18/26 | 505,223 | 0.2 | |||||||||||||||
1,650,000 | # | Sound Point CLO VIII Ltd. 2015-1A A, 2.688%, 04/15/27 | 1,651,020 | 0.8 | |||||||||||||||
1,000,000 | Soundview Home Loan Trust 2005-2 M6, 2.296%, 07/25/35 | 990,899 | 0.5 | ||||||||||||||||
800,000 | # | Trinitas CLO II Ltd. 2014-2A A1R, 2.339%, 07/15/26 | 799,981 | 0.4 | |||||||||||||||
1,000,000 | # | Trinitas CLO Ltd. 2015-3A A2, 2.668%, 07/15/27 | 1,002,377 | 0.5 | |||||||||||||||
1,500,000 | # | York CLO 1 Ltd. 2014-1A AR, 2.303%, 01/22/27 | 1,499,991 | 0.7 | |||||||||||||||
916,981 | # | Z Capital Credit Partners CLO Ltd. 2015-1A A1, 2.488%, 07/16/27 | 914,170 | 0.4 | |||||||||||||||
480,395 | Other Securities | 457,314 | 0.2 | ||||||||||||||||
19,646,626 | 9.3 | ||||||||||||||||||
Student Loan Asset-Backed Securities: 8.6% | |||||||||||||||||||
1,150,000 | # | Academic Loan Funding Trust 2012-1A A2, 2.316%, 12/27/44 | 1,148,482 | 0.5 | |||||||||||||||
235,801 | # | Bank of America Student Loan Trust 2010-1A A, 1.956%, 02/25/43 | 237,142 | 0.1 | |||||||||||||||
911,429 | # | ECMC Group Student Loan Trust 2016-1, 2.566%, 07/26/66 | 913,793 | 0.4 | |||||||||||||||
611,995 | # | Edsouth Indenture No 9 LLC 2015-1 A, 2.016%, 10/25/56 | 608,410 | 0.3 | |||||||||||||||
1,100,000 | # | EFS Volunteer No 2 LLC 2012-1 A2, 2.566%, 03/25/36 | 1,119,381 | 0.5 | |||||||||||||||
650,000 | # | EFS Volunteer No 3 LLC 2012-1 A3, 2.216%, 04/25/33 | 654,546 | 0.3 | |||||||||||||||
1,829,961 | # | Navient Student Loan Trust 2016-5A A, 2.466%, 06/25/65 | 1,861,448 | 0.9 | |||||||||||||||
887,594 | # | Navient Student Loan Trust 2016-7 A, 2.366%, 03/25/66 | 898,100 | 0.4 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSET-BACKED SECURITIES: (continued) | |||||||||||||||||||||||
Student Loan Asset-Backed Securities: (continued) | |||||||||||||||||||||||
1,050,000 | # | Nelnet Student Loan Trust 2006-1 A6, 1.636%, 08/23/36 | $ | 1,011,065 | 0.5 | ||||||||||||||||||
937,280 | # | Pennsylvania Higher Education Association Student Loan Trust 2016-1, 2.366%, 09/25/65 | 947,631 | 0.5 | |||||||||||||||||||
309,108 | # | Scholar Funding Trust 2010-A A, 1.922%, 10/28/41 | 304,959 | 0.1 | |||||||||||||||||||
649,611 | # | SLM Student Loan Trust 2003-1 A5A, 1.356%, 12/15/32 | 620,901 | 0.3 | |||||||||||||||||||
859,929 | # | SLM Student Loan Trust 2003-7A A5A, 2.446%, 12/15/33 | 869,856 | 0.4 | |||||||||||||||||||
800,000 | # | SLM Student Loan Trust 2004-8A A6, 1.786%, 01/25/40 | 791,141 | 0.4 | |||||||||||||||||||
703,497 | SLM Student Loan Trust 2005-4 A3, 1.276%, 01/25/27 | 700,038 | 0.3 | ||||||||||||||||||||
250,000 | SLM Student Loan Trust 2005-5 A5, 1.906%, 10/25/40 | 244,989 | 0.1 | ||||||||||||||||||||
405,119 | SLM Student Loan Trust 2007-1 A5, 1.246%, 01/26/26 | 403,807 | 0.2 | ||||||||||||||||||||
750,000 | SLM Student Loan Trust 2007-2 A4, 1.216%, 07/25/22 | 726,794 | 0.4 | ||||||||||||||||||||
468,297 | SLM Student Loan Trust 2007-7 A4, 1.486%, 01/25/22 | 461,457 | 0.2 | ||||||||||||||||||||
168,996 | SLM Student Loan Trust 2008-2 A3, 1.906%, 04/25/23 | 168,352 | 0.1 | ||||||||||||||||||||
474,051 | SLM Student Loan Trust 2008-4 A4, 2.806%, 07/25/22 | 486,132 | 0.2 | ||||||||||||||||||||
1,275,793 | SLM Student Loan Trust 2008-5 A4, 2.856%, 07/25/23 | 1,311,639 | 0.6 | ||||||||||||||||||||
600,000 | SLM Student Loan Trust 2008-6 A4, 2.256%, 07/25/23 | 604,255 | 0.3 | ||||||||||||||||||||
350,000 | SLM Student Loan Trust 2008-8 A4, 2.656%, 04/25/23 | 358,574 | 0.2 | ||||||||||||||||||||
778,242 | Other Securities | 769,249 | 0.4 | ||||||||||||||||||||
18,222,141 | 8.6 | ||||||||||||||||||||||
Total Asset-Backed Securities | |||||||||||||||||||||||
(Cost $37,448,521) | 37,868,767 | 17.9 | |||||||||||||||||||||
FOREIGN GOVERNMENT BONDS: 3.3% | |||||||||||||||||||||||
460,000 | # | Argentine Republic Government International Bond, 7.125%, 06/28/17 | 418,140 | 0.2 | |||||||||||||||||||
FOREIGN GOVERNMENT BONDS: (continued) | |||||||||||||||||||||||
340,000 | # | Dominican Republic International Bond, 5.500%, 01/27/25 | $ | 352,750 | 0.2 | ||||||||||||||||||
450,000 | Dominican Republic International Bond, 5.500%–6.850%, 01/27/25–01/27/45 | 476,300 | 0.2 | ||||||||||||||||||||
200,000 | # | Indonesia Government International Bond, 3.700%, 01/08/22 | 206,039 | 0.1 | |||||||||||||||||||
260,000 | # | Indonesia Government International Bond, 4.350%, 01/08/27 | 271,458 | 0.1 | |||||||||||||||||||
600,000 | Indonesia Government International Bond, 4.125%–5.375%, 10/17/23–01/15/25 | 651,922 | 0.3 | ||||||||||||||||||||
1,375,000 | Israel Government AID Bond, 5.500%, 09/18/23 | 1,637,958 | 0.7 | ||||||||||||||||||||
1,039,000 | Israel Government AID Bond, 5.500%, 12/04/23 | 1,236,161 | 0.6 | ||||||||||||||||||||
2,986,800 | Other Securities | 1,855,745 | 0.9 | ||||||||||||||||||||
Total Foreign Government Bonds (Cost $7,006,164) | 7,106,473 | 3.3 |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
PREFERRED STOCK: 0.1% | |||||||||||||||||||
Financials: 0.1% | |||||||||||||||||||
9,690 | Other Securities | 208,941 | 0.1 | ||||||||||||||||
Total Preferred Stock (Cost $215,552) | 208,941 | 0.1 | |||||||||||||||||
Total Long-Term Investments (Cost $211,728,003) | 212,532,764 | 100.3 |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 14.3% | |||||||||||||||||||
Corporate Bonds/Notes: 0.7% | |||||||||||||||||||
975,000 | Allergan Funding SCS, 2.350%, 03/12/18 | 979,250 | 0.4 | ||||||||||||||||
575,000 | Intesa Sanpaolo SpA, 3.875%, 01/16/18 | 580,400 | 0.3 | ||||||||||||||||
1,559,650 | 0.7 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||||||
Securities Lending Collateralcc: 0.2% | |||||||||||||||||||
457,808 | BNP Paribas S.A., Repurchase Agreement dated 06/30/17, 1.10%, due 07/03/17 (Repurchase Amount $457,849, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%–9.000%, Market Value plus accrued interest $466,964, due 07/20/17–09/09/49) | $ | 457,808 | 0.2 | |||||||||||||||
25,385 | HSBC Securities USA, Repurchase Agreement dated 06/30/17, 1.06%, due 07/03/17 (Repurchase Amount $25,387, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%–7.250%, Market Value plus accrued interest $25,893, due 07/15/17–01/15/37) | 25,385 | 0.0 | ||||||||||||||||
12,468 | Jefferies LLC, Repurchase Agreement dated 06/30/17, 1.24%, due 07/03/17 (Repurchase Amount $12,469, collateralized by various U.S. Government Agency Obligations, 0.000%–7.125%, Market Value plus accrued interest $12,717, due 07/07/17–01/15/30) | 12,468 | 0.0 | ||||||||||||||||
495,661 | 0.2 | ||||||||||||||||||
Collateralized Mortgage Obligations: 0.2% | |||||||||||||||||||
500,000 | # | Station Place Securitization Trust 2015-2, 2.189%, 05/15/18 (Cost $500,000) | 500,000 | 0.2 | |||||||||||||||
U.S. Treasury Obligations: 2.6% | |||||||||||||||||||
5,394,831 | United States Treasury Inflation Indexed Bonds, 0.125%, 04/15/18 (Cost $5,411,816) | 5,377,341 | 2.6 |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||||||
Mutual Funds: 10.6% | |||||||||||||||||||
22,400,354 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.860%†† (Cost $22,400,354) | $ | 22,400,354 | 10.6 | |||||||||||||||
Total Short-Term Investments (Cost $30,363,089) | 30,333,006 | 14.3 | |||||||||||||||||
Total Investments in Securities (Cost $242,091,092) | $ | 242,865,770 | 114.6 | ||||||||||||||||
Liabilities in Excess of Other Assets | (30,951,593 | ) | (14.6 | ) | |||||||||||||||
Net Assets | $ | 211,914,177 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2017. |
# | 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. |
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 June 30, 2017. |
ˆ | Interest only securities represent the right to receive the monthly interest payments on an underlying pool of mortgage loans. Principal amount shown represents the notional amount on which current interest is calculated. Payments of principal on the pool reduce the value of the interest only security. |
Z | Represents a zero coupon bond. Rate shown reflects the effective yield as of June 30, 2017. |
(a) | This grouping contains securities on loan. |
(b) | The grouping contains securities in default. |
(c) | Separate Trading of Registered Interest and Principal of Securities |
BRL | Brazilian Real |
EGP | Egyptian Pound |
EUR | EU Euro |
MXN | Mexican Peso |
Cost for federal income tax purposes is $242,206,696. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 2,354,665 | ||||
Gross Unrealized Depreciation | (1,695,591 | ) | ||||
Net Unrealized Appreciation | $ | 659,074 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS as of June 30, 2017 (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 June 30, 2017 | |||||||||||||||
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Preferred Stock | $ | — | $ | 208,941 | $ | — | $ | 208,941 | ||||||||||
Corporate Bonds/Notes | — | 58,278,447 | — | 58,278,447 | ||||||||||||||
Collateralized Mortgage Obligations | — | 7,202,193 | 447,417 | 7,649,610 | ||||||||||||||
Municipal Bonds | — | 2,092,762 | — | 2,092,762 | ||||||||||||||
Structured Products | — | 1,621,061 | — | 1,621,061 | ||||||||||||||
Short-Term Investments | 22,400,354 | 7,432,652 | 500,000 | 30,333,006 | ||||||||||||||
U.S. Treasury Obligations | — | 28,290,874 | — | 28,290,874 | ||||||||||||||
Asset-Backed Securities | — | 37,868,767 | — | 37,868,767 | ||||||||||||||
U.S. Government Agency Obligations | — | 69,415,829 | — | 69,415,829 | ||||||||||||||
Foreign Government Bonds | — | 7,106,473 | — | 7,106,473 | ||||||||||||||
Total Investments, at fair value | $ | 22,400,354 | $ | 219,517,999 | $ | 947,417 | $ | 242,865,770 | ||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Centrally Cleared Swaps | — | 763,247 | — | 763,247 | ||||||||||||||
Forward Foreign Currency Contracts | — | 1,379,768 | — | 1,379,768 | ||||||||||||||
Futures | 297,386 | — | — | 297,386 | ||||||||||||||
Total Assets | $ | 22,697,740 | $ | 221,661,014 | $ | 947,417 | $ | 245,306,171 | ||||||||||
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Centrally Cleared Swaps | $ | — | $ | (1,100,639 | ) | $ | — | $ | (1,100,639 | ) | ||||||||
Forward Foreign Currency Contracts | — | (1,118,340 | ) | — | (1,118,340 | ) | ||||||||||||
Futures | (237,269 | ) | — | — | (237,269 | ) | ||||||||||||
OTC Swaps | — | (133,797 | ) | — | (133,797 | ) | ||||||||||||
Sales Commitments | — | (4,156,665 | ) | — | (4,156,665 | ) | ||||||||||||
Total Liabilities | $ | (237,269 | ) | $ | (6,509,441 | ) | $ | — | $ | (6,746,710 | ) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. | |
+ | Other Financial Instruments are derivatives not reflected in the Portfolio of Investments and may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are valued at the unrealized gain (loss) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
CZK 10,076,161 | EUR 376,000 | Bank of America N.A. | 07/03/17 | $ | 11,151 | |||||||||
EUR 549,307 | CZK 14,441,278 | Bank of America N.A. | 07/03/17 | (4,082 | ) | |||||||||
USD 563,716 | GBP 433,000 | Bank of America N.A. | 09/20/17 | (1,627 | ) | |||||||||
EUR 165,000 | USD 188,849 | Bank of America N.A. | 09/20/17 | 396 | ||||||||||
CZK 14,441,278 | EUR 549,631 | Bank of America N.A. | 09/20/17 | 4,360 | ||||||||||
MXN 3,429,757 | USD 188,000 | Bank of America N.A. | 09/20/17 | (1,370 | ) | |||||||||
PLN 1,440,715 | EUR 338,000 | Bank of America N.A. | 09/20/17 | 986 | ||||||||||
USD 188,000 | CAD 248,922 | Bank of America N.A. | 09/20/17 | (4,193 | ) | |||||||||
USD 452,000 | CAD 597,361 | Bank of America N.A. | 09/20/17 | (9,221 | ) | |||||||||
USD 376,000 | JPY 41,689,000 | Bank of America N.A. | 09/20/17 | 4,060 | ||||||||||
HUF 52,232,830 | EUR 169,000 | Bank of America N.A. | 09/20/17 | (26 | ) | |||||||||
USD 170,028 | SGD 235,499 | Bank of America N.A. | 09/20/17 | (1,239 | ) | |||||||||
JPY 42,069,888 | USD 376,000 | Bank of America N.A. | 09/20/17 | (662 | ) | |||||||||
EUR 155,000 | PLN 657,047 | Bank of America N.A. | 09/20/17 | 529 | ||||||||||
PLN 460,737 | EUR 108,625 | Bank of America N.A. | 09/20/17 | (297 | ) | |||||||||
AUD 490,394 | USD 372,993 | Bank of America N.A. | 09/20/17 | 3,548 | ||||||||||
EUR 180,666 | PLN 764,964 | Bank of America N.A. | 09/20/17 | 853 | ||||||||||
USD 172,509 | MXN 3,168,593 | Bank of America N.A. | 09/20/17 | 90 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) (CONTINUED) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
MXN 32,035,198 | USD 1,736,513 | Bank of America N.A. | 09/20/17 | $ | 6,676 | |||||||||
USD 374,447 | NZD 520,000 | Bank of America N.A. | 09/20/17 | (6,057 | ) | |||||||||
USD 3,447,518 | GBP 2,701,181 | Bank of America N.A. | 09/20/17 | (79,262 | ) | |||||||||
AUD 249,000 | USD 187,724 | Bank of America N.A. | 09/20/17 | 3,466 | ||||||||||
CZK 5,004,936 | EUR 188,000 | Bank of America N.A. | 09/20/17 | 4,363 | ||||||||||
CZK 5,060,584 | EUR 188,000 | Bank of America N.A. | 10/03/17 | 6,855 | ||||||||||
BRL 625,109 | USD 188,000 | Barclays Bank PLC | 07/05/17 | 646 | ||||||||||
BRL 623,995 | USD 188,000 | Barclays Bank PLC | 07/05/17 | 310 | ||||||||||
BRL 247,357 | USD 75,000 | Barclays Bank PLC | 07/05/17 | (352 | ) | |||||||||
BRL 628,437 | USD 188,000 | Barclays Bank PLC | 07/05/17 | 1,650 | ||||||||||
BRL 623,280 | USD 188,000 | Barclays Bank PLC | 07/05/17 | 94 | ||||||||||
BRL 625,534 | USD 188,000 | Barclays Bank PLC | 07/05/17 | 774 | ||||||||||
BRL 497,745 | USD 150,000 | Barclays Bank PLC | 07/05/17 | 210 | ||||||||||
TWD 2,682,016 | USD 86,966 | Barclays Bank PLC | 07/11/17 | 1,214 | ||||||||||
KRW 463,623,466 | USD 409,623 | Barclays Bank PLC | 07/12/17 | (4,463 | ) | |||||||||
KRW 81,413,057 | USD 72,502 | Barclays Bank PLC | 07/12/17 | (1,356 | ) | |||||||||
KRW 240,150,516 | USD 212,828 | Barclays Bank PLC | 07/13/17 | (2,964 | ) | |||||||||
USD 1,413,820 | KRW 1,585,768,865 | Barclays Bank PLC | 07/13/17 | 28,040 | ||||||||||
USD 488,529 | KRW 557,249,867 | Barclays Bank PLC | 07/13/17 | 1,556 | ||||||||||
KRW 377,344,724 | USD 326,268 | Barclays Bank PLC | 07/13/17 | 3,488 | ||||||||||
KRW 920,260,696 | USD 826,384 | Barclays Bank PLC | 07/13/17 | (22,182 | ) | |||||||||
USD 150,000 | ARS 2,431,500 | Barclays Bank PLC | 07/13/17 | 4,445 | ||||||||||
USD 417,458 | INR 27,322,640 | Barclays Bank PLC | 07/14/17 | (4,775 | ) | |||||||||
INR 12,126,940 | USD 188,000 | Barclays Bank PLC | 07/14/17 | (595 | ) | |||||||||
INR 23,740,853 | USD 365,948 | Barclays Bank PLC | 07/14/17 | 934 | ||||||||||
INR 31,755,877 | USD 486,300 | Barclays Bank PLC | 07/14/17 | 4,443 | ||||||||||
INR 12,130,625 | USD 188,000 | Barclays Bank PLC | 07/14/17 | (538 | ) | |||||||||
USD 188,000 | KRW 212,300,316 | Barclays Bank PLC | 07/19/17 | 2,492 | ||||||||||
USD 188,000 | RUB 10,885,877 | Barclays Bank PLC | 07/20/17 | 4,053 | ||||||||||
RUB 10,788,192 | USD 188,000 | Barclays Bank PLC | 07/20/17 | (5,703 | ) | |||||||||
TWD 5,709,748 | USD 188,000 | Barclays Bank PLC | 07/20/17 | (240 | ) | |||||||||
RUB 10,770,689 | USD 188,000 | Barclays Bank PLC | 07/20/17 | (5,999 | ) | |||||||||
KRW 85,674,807 | USD 75,255 | Barclays Bank PLC | 07/20/17 | (393 | ) | |||||||||
TWD 5,719,900 | USD 188,000 | Barclays Bank PLC | 07/20/17 | 94 | ||||||||||
KRW 214,515,000 | USD 189,000 | Barclays Bank PLC | 07/26/17 | (1,578 | ) | |||||||||
USD 75,000 | KRW 84,975,000 | Barclays Bank PLC | 07/26/17 | 757 | ||||||||||
KRW 427,294,296 | USD 376,000 | Barclays Bank PLC | 07/26/17 | (2,672 | ) | |||||||||
TWD 390,821 | USD 12,818 | Barclays Bank PLC | 07/31/17 | 37 | ||||||||||
PHP 19,012,500 | USD 375,000 | Barclays Bank PLC | 07/31/17 | 712 | ||||||||||
KRW 129,040,350 | USD 113,000 | Barclays Bank PLC | 07/31/17 | (266 | ) | |||||||||
BRL 249,479 | USD 75,000 | Barclays Bank PLC | 08/02/17 | (195 | ) | |||||||||
COP 241,785,000 | USD 83,073 | Barclays Bank PLC | 08/11/17 | (4,184 | ) | |||||||||
CLP 75,387,200 | USD 112,267 | Barclays Bank PLC | 08/30/17 | 1,116 | ||||||||||
USD 1,683,999 | TWD 50,531,752 | Barclays Bank PLC | 09/11/17 | 21,661 | ||||||||||
EUR 164,000 | SEK 1,585,921 | Barclays Bank PLC | 09/20/17 | (1,000 | ) | |||||||||
EUR 361,000 | SEK 3,489,980 | Barclays Bank PLC | 09/20/17 | (2,084 | ) | |||||||||
EUR 165,000 | SEK 1,592,102 | Barclays Bank PLC | 09/20/17 | (590 | ) | |||||||||
USD 269,838 | JPY 30,057,524 | Barclays Bank PLC | 09/20/17 | 1,672 | ||||||||||
NOK 1,573,419 | EUR 164,000 | Barclays Bank PLC | 09/20/17 | 657 | ||||||||||
JPY 42,017,812 | USD 375,000 | Barclays Bank PLC | 09/20/17 | (127 | ) | |||||||||
TRY 673,220 | USD 188,000 | Barclays Bank PLC | 09/20/17 | (932 | ) | |||||||||
EUR 164,000 | SEK 1,582,597 | Barclays Bank PLC | 09/20/17 | (603 | ) | |||||||||
EUR 197,000 | SEK 1,901,682 | Barclays Bank PLC | 09/20/17 | (801 | ) | |||||||||
EUR 164,000 | SEK 1,583,881 | Barclays Bank PLC | 09/20/17 | (757 | ) | |||||||||
EUR 205,774 | PLN 874,332 | Barclays Bank PLC | 09/20/17 | 147 | ||||||||||
TRY 673,731 | USD 188,000 | Barclays Bank PLC | 09/20/17 | (790 | ) | |||||||||
USD 188,000 | CNH 1,289,058 | Barclays Bank PLC | 09/20/17 | (1,008 | ) | |||||||||
EUR 431,188 | SEK 4,184,733 | Barclays Bank PLC | 09/20/17 | (4,422 | ) | |||||||||
USD 189,228 | EUR 167,000 | Barclays Bank PLC | 09/20/17 | (2,311 | ) | |||||||||
USD 75,842 | SEK 649,645 | Barclays Bank PLC | 09/20/17 | (1,619 | ) | |||||||||
EUR 79,000 | SEK 767,230 | Barclays Bank PLC | 09/20/17 | (873 | ) | |||||||||
ZAR 978,724 | USD 75,000 | Barclays Bank PLC | 09/20/17 | (1,181 | ) | |||||||||
TRY 672,155 | USD 188,000 | Barclays Bank PLC | 09/20/17 | (1,228 | ) |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) (CONTINUED) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
TRY 672,690 | USD 188,000 | Barclays Bank PLC | 09/20/17 | $ | (1,079 | ) | ||||||||
USD 113,000 | TRY 408,235 | Barclays Bank PLC | 09/20/17 | (437 | ) | |||||||||
GBP 149,000 | USD 188,562 | Barclays Bank PLC | 09/20/17 | 5,978 | ||||||||||
USD 151,430 | EUR 135,000 | Barclays Bank PLC | 09/20/17 | (3,407 | ) | |||||||||
USD 75,000 | ZAR 993,727 | Barclays Bank PLC | 09/20/17 | 50 | ||||||||||
ZAR 977,742 | USD 75,000 | Barclays Bank PLC | 09/20/17 | (1,255 | ) | |||||||||
ZAR 989,970 | USD 75,000 | Barclays Bank PLC | 09/20/17 | (333 | ) | |||||||||
USD 179,784 | TRY 644,204 | Barclays Bank PLC | 09/20/17 | 779 | ||||||||||
USD 1,120,742 | EUR 996,826 | Barclays Bank PLC | 09/20/17 | (22,561 | ) | |||||||||
TRY 675,774 | USD 188,000 | Barclays Bank PLC | 09/20/17 | (222 | ) | |||||||||
JPY 20,729,914 | USD 188,000 | Barclays Bank PLC | 09/20/17 | (3,053 | ) | |||||||||
ZAR 924,086 | USD 72,165 | Barclays Bank PLC | 09/20/17 | (2,467 | ) | |||||||||
USD 83,310 | NZD 114,251 | Barclays Bank PLC | 09/20/17 | (292 | ) | |||||||||
USD 188,299 | GBP 145,000 | Barclays Bank PLC | 09/20/17 | (1,019 | ) | |||||||||
USD 188,283 | GBP 147,000 | Barclays Bank PLC | 09/20/17 | (3,647 | ) | |||||||||
USD 1,457,898 | GBP 1,145,228 | Barclays Bank PLC | 09/20/17 | (37,361 | ) | |||||||||
JPY 20,607,526 | USD 188,000 | Barclays Bank PLC | 09/20/17 | (4,144 | ) | |||||||||
USD 75,456 | GBP 59,000 | Barclays Bank PLC | 09/20/17 | (1,577 | ) | |||||||||
HKD 2,308,976 | USD 296,824 | Barclays Bank PLC | 10/03/17 | (340 | ) | |||||||||
CZK 4,365,117 | EUR 165,533 | BNP Paribas | 07/03/17 | 1,809 | ||||||||||
CNH 1,291,654 | USD 188,000 | BNP Paribas | 09/20/17 | 1,388 | ||||||||||
CNH 1,291,334 | USD 188,000 | BNP Paribas | 09/20/17 | 1,341 | ||||||||||
JPY 10,141,814 | USD 90,830 | BNP Paribas | 09/20/17 | (348 | ) | |||||||||
CZK 3,362,414 | EUR 128,102 | BNP Paribas | 09/20/17 | 866 | ||||||||||
CZK 4,432,042 | EUR 169,000 | BNP Paribas | 09/20/17 | 974 | ||||||||||
EUR 125,198 | HUF 38,726,122 | BNP Paribas | 09/20/17 | (97 | ) | |||||||||
AUD 100,000 | USD 75,492 | BNP Paribas | 09/20/17 | 1,291 | ||||||||||
CZK 4,439,698 | EUR 169,000 | BNP Paribas | 09/20/17 | 1,310 | ||||||||||
TRY 272,415 | USD 75,000 | BNP Paribas | 09/20/17 | 696 | ||||||||||
TRY 409,342 | USD 113,000 | BNP Paribas | 09/20/17 | 744 | ||||||||||
USD 187,980 | NZD 260,000 | BNP Paribas | 09/20/17 | (2,272 | ) | |||||||||
USD 1,056,202 | EUR 942,708 | BNP Paribas | 09/20/17 | (25,030 | ) | |||||||||
USD 179,718 | PLN 678,757 | BNP Paribas | 09/20/17 | (3,387 | ) | |||||||||
PLN 10,634,331 | EUR 2,523,512 | BNP Paribas | 09/20/17 | (25,563 | ) | |||||||||
BRL 1,652,000 | USD 502,510 | Citibank N.A. | 07/05/17 | (3,967 | ) | |||||||||
CZK 4,971,135 | EUR 185,000 | Citibank N.A. | 07/10/17 | 6,094 | ||||||||||
USD 91,577 | TWD 2,771,758 | Citibank N.A. | 07/11/17 | 447 | ||||||||||
SEK 649,661 | USD 74,284 | Citibank N.A. | 07/12/17 | 2,868 | ||||||||||
ARS 3,129,525 | USD 193,300 | Citibank N.A. | 07/13/17 | (5,960 | ) | |||||||||
USD 583,107 | KRW 661,768,202 | Citibank N.A. | 07/13/17 | 4,798 | ||||||||||
USD 719,859 | KRW 824,742,753 | Citibank N.A. | 07/13/17 | (871 | ) | |||||||||
RUB 56,807,703 | USD 963,970 | Citibank N.A. | 07/20/17 | (4,044 | ) | |||||||||
KRW 212,966,400 | USD 188,000 | Citibank N.A. | 07/20/17 | (1,913 | ) | |||||||||
RUB 8,965,200 | USD 150,000 | Citibank N.A. | 07/20/17 | 1,492 | ||||||||||
RUB 22,813,331 | USD 398,225 | Citibank N.A. | 07/20/17 | (12,730 | ) | |||||||||
AUD 719,822 | USD 538,461 | Citibank N.A. | 07/27/17 | 14,611 | ||||||||||
AUD 115,525 | USD 87,657 | Citibank N.A. | 07/27/17 | 1,106 | ||||||||||
MYR 350,091 | USD 80,843 | Citibank N.A. | 07/27/17 | 476 | ||||||||||
USD 661,274 | AUD 884,000 | Citibank N.A. | 07/27/17 | (17,943 | ) | |||||||||
USD 196,208 | IDR 2,617,960,100 | Citibank N.A. | 07/31/17 | 403 | ||||||||||
GBP 897,195 | USD 1,144,727 | Citibank N.A. | 08/10/17 | 25,274 | ||||||||||
USD 1,402,294 | GBP 1,099,067 | Citibank N.A. | 08/10/17 | (30,961 | ) | |||||||||
TWD 6,198,337 | USD 204,971 | Citibank N.A. | 08/17/17 | (1,086 | ) | |||||||||
USD 83,477 | MYR 361,665 | Citibank N.A. | 08/17/17 | (405 | ) | |||||||||
PEN 658,601 | USD 198,883 | Citibank N.A. | 08/29/17 | 2,822 | ||||||||||
CLP 253,889,370 | USD 382,340 | Citibank N.A. | 08/30/17 | (489 | ) | |||||||||
NOK 766,347 | EUR 79,999 | Citibank N.A. | 09/20/17 | 181 | ||||||||||
USD 563,000 | JPY 62,951,845 | Citibank N.A. | 09/20/17 | 1,358 | ||||||||||
USD 375,000 | JPY 41,885,812 | Citibank N.A. | 09/20/17 | 1,304 | ||||||||||
NOK 4,742,438 | EUR 493,000 | Citibank N.A. | 09/20/17 | 3,485 | ||||||||||
EUR 164,000 | USD 188,123 | Citibank N.A. | 09/20/17 | (24 | ) | |||||||||
JPY 20,340,164 | USD 181,532 | Citibank N.A. | 09/20/17 | (62 | ) | |||||||||
NOK 3,785,473 | EUR 394,000 | Citibank N.A. | 09/20/17 | 2,230 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) (CONTINUED) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
USD 67,252 | MXN 1,229,376 | Citibank N.A. | 09/20/17 | $ | 356 | |||||||||
USD 188,000 | MXN 3,405,263 | Citibank N.A. | 09/20/17 | 2,703 | ||||||||||
ZAR 984,307 | USD 75,000 | Citibank N.A. | 09/20/17 | (760 | ) | |||||||||
NZD 114,423 | USD 83,043 | Citibank N.A. | 09/20/17 | 685 | ||||||||||
USD 566,005 | EUR 496,000 | Citibank N.A. | 09/20/17 | (2,878 | ) | |||||||||
USD 752,000 | CHF 718,310 | Citibank N.A. | 09/20/17 | (923 | ) | |||||||||
USD 188,000 | MXN 3,417,520 | Citibank N.A. | 09/20/17 | 2,036 | ||||||||||
AUD 247,000 | USD 188,189 | Citibank N.A. | 09/20/17 | 1,466 | ||||||||||
SEK 712,297 | EUR 73,000 | Citibank N.A. | 09/20/17 | 1,204 | ||||||||||
SEK 917,739 | EUR 94,064 | Citibank N.A. | 09/20/17 | 1,541 | ||||||||||
USD 188,934 | GBP 148,000 | Citibank N.A. | 09/20/17 | (4,301 | ) | |||||||||
SEK 728,410 | USD 83,698 | Citibank N.A. | 09/20/17 | 3,155 | ||||||||||
USD 75,000 | MXN 1,372,012 | Citibank N.A. | 09/20/17 | 342 | ||||||||||
USD 38,000 | MXN 697,832 | Citibank N.A. | 09/20/17 | 28 | ||||||||||
EUR 67,555 | AUD 100,312 | Citibank N.A. | 09/20/17 | 459 | ||||||||||
AUD 420,991 | USD 319,435 | Citibank N.A. | 09/20/17 | 3,815 | ||||||||||
SEK 1,651,688 | EUR 169,000 | Citibank N.A. | 09/20/17 | 3,107 | ||||||||||
USD 189,258 | EUR 169,000 | Citibank N.A. | 09/20/17 | (4,575 | ) | |||||||||
JPY 10,110,675 | USD 90,963 | Citibank N.A. | 09/20/17 | (758 | ) | |||||||||
NOK 22,649,949 | EUR 2,384,067 | Citibank N.A. | 09/20/17 | (17,180 | ) | |||||||||
JPY 20,739,408 | USD 188,000 | Citibank N.A. | 09/20/17 | (2,968 | ) | |||||||||
USD 188,252 | GBP 148,000 | Citibank N.A. | 09/20/17 | (4,984 | ) | |||||||||
USD 188,410 | GBP 147,000 | Citibank N.A. | 09/20/17 | (3,520 | ) | |||||||||
USD 187,346 | NZD 260,000 | Citibank N.A. | 09/20/17 | (2,906 | ) | |||||||||
USD 376,000 | CAD 496,339 | Citibank N.A. | 09/20/17 | (7,222 | ) | |||||||||
SEK 1,638,258 | EUR 168,000 | Citibank N.A. | 09/20/17 | 2,652 | ||||||||||
SEK 11,138,578 | EUR 1,139,233 | Citibank N.A. | 09/20/17 | 21,481 | ||||||||||
NZD 2,335,241 | USD 1,678,501 | Citibank N.A. | 09/20/17 | 30,285 | ||||||||||
USD 75,000 | CAD 99,427 | Citibank N.A. | 09/20/17 | (1,768 | ) | |||||||||
USD 913,905 | HKD 7,080,569 | Citibank N.A. | 10/03/17 | 4,725 | ||||||||||
USD 493,547 | BRL 1,652,000 | Citibank N.A. | 10/03/17 | 4,020 | ||||||||||
USD 728,000 | HKD 5,639,889 | Citibank N.A. | 10/10/17 | 3,721 | ||||||||||
TWD 1,131,046 | USD 37,384 | Citibank N.A. | 10/20/17 | (152 | ) | |||||||||
CZK 10,698,913 | EUR 399,929 | Citibank N.A. | 11/21/17 | 12,361 | ||||||||||
USD 735,163 | HKD 5,685,787 | Citibank N.A. | 03/27/18 | 3,295 | ||||||||||
USD 605,000 | HKD 4,679,675 | Citibank N.A. | 03/27/18 | 2,638 | ||||||||||
USD 700,246 | RUB 39,970,061 | Credit Suisse International | 07/20/17 | 24,840 | ||||||||||
CLP 100,143,750 | USD 150,685 | Credit Suisse International | 08/30/17 | (68 | ) | |||||||||
COP 770,069,749 | USD 261,196 | Credit Suisse International | 09/14/17 | (10,948 | ) | |||||||||
JPY 10,102,069 | USD 90,580 | Credit Suisse International | 09/20/17 | (452 | ) | |||||||||
USD 97,982 | GBP 75,415 | Credit Suisse International | 09/20/17 | (484 | ) | |||||||||
EUR 330,000 | CHF 360,743 | Credit Suisse International | 09/20/17 | 365 | ||||||||||
USD 97,982 | EUR 85,500 | Credit Suisse International | 09/20/17 | (81 | ) | |||||||||
CAD 245,921 | USD 188,000 | Credit Suisse International | 09/20/17 | 1,875 | ||||||||||
EUR 166,000 | USD 189,070 | Credit Suisse International | 09/20/17 | 1,323 | ||||||||||
JPY 63,064,224 | USD 564,000 | Credit Suisse International | 09/20/17 | (1,356 | ) | |||||||||
JPY 20,959,180 | USD 188,000 | Credit Suisse International | 09/20/17 | (1,007 | ) | |||||||||
USD 98,299 | CAD 129,056 | Credit Suisse International | 09/20/17 | (1,345 | ) | |||||||||
USD 377,236 | EUR 330,000 | Credit Suisse International | 09/20/17 | (1,255 | ) | |||||||||
JPY 20,936,650 | USD 187,000 | Credit Suisse International | 09/20/17 | (208 | ) | |||||||||
USD 188,603 | EUR 165,000 | Credit Suisse International | 09/20/17 | (642 | ) | |||||||||
AUD 249,000 | USD 188,346 | Credit Suisse International | 09/20/17 | 2,844 | ||||||||||
AUD 496,000 | USD 376,328 | Credit Suisse International | 09/20/17 | 4,517 | ||||||||||
USD 188,000 | CAD 248,205 | Credit Suisse International | 09/20/17 | (3,639 | ) | |||||||||
GBP 60,000 | USD 75,806 | Credit Suisse International | 09/20/17 | 2,532 | ||||||||||
EUR 100,824 | USD 113,279 | Credit Suisse International | 09/20/17 | 2,361 | ||||||||||
JPY 20,851,080 | USD 188,000 | Credit Suisse International | 09/20/17 | (1,972 | ) | |||||||||
USD 187,832 | NZD 260,000 | Credit Suisse International | 09/20/17 | (2,420 | ) | |||||||||
GBP 59,380 | USD 75,612 | Credit Suisse International | 09/20/17 | 1,918 | ||||||||||
JPY 15,132,929 | USD 136,551 | Credit Suisse International | 09/20/17 | (1,539 | ) | |||||||||
SEK 25,706,020 | EUR 2,639,303 | Credit Suisse International | 09/20/17 | 37,946 | ||||||||||
GBP 118,664 | CAD 200,052 | Credit Suisse International | 09/20/17 | 473 | ||||||||||
USD 75,000 | CLP 49,629,000 | Deutsche Bank AG | 07/03/17 | 238 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) (CONTINUED) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
USD 76,000 | KRW 85,203,600 | Deutsche Bank AG | 07/03/17 | $ | 1,531 | |||||||||
USD 1,909,776 | BRL 6,286,983 | Deutsche Bank AG | 07/05/17 | 12,483 | ||||||||||
USD 189,000 | BRL 618,691 | Deutsche Bank AG | 07/05/17 | 2,291 | ||||||||||
USD 189,000 | BRL 617,325 | Deutsche Bank AG | 07/05/17 | 2,703 | ||||||||||
TWD 5,685,457 | USD 188,000 | Deutsche Bank AG | 07/11/17 | (1,074 | ) | |||||||||
USD 443,954 | KRW 501,201,600 | Deutsche Bank AG | 07/12/17 | 5,954 | ||||||||||
KRW 869,561,693 | USD 761,838 | Deutsche Bank AG | 07/13/17 | (1,941 | ) | |||||||||
KRW 981,740,884 | USD 863,297 | Deutsche Bank AG | 07/13/17 | (5,368 | ) | |||||||||
KRW 534,186,742 | USD 478,092 | Deutsche Bank AG | 07/13/17 | (11,274 | ) | |||||||||
USD 80,182 | KRW 90,878,680 | Deutsche Bank AG | 07/13/17 | 765 | ||||||||||
INR 26,130,990 | USD 400,567 | Deutsche Bank AG | 07/14/17 | 3,251 | ||||||||||
INR 8,133,336 | USD 120,333 | Deutsche Bank AG | 07/14/17 | 5,356 | ||||||||||
INR 26,417,350 | USD 400,020 | Deutsche Bank AG | 07/14/17 | 8,223 | ||||||||||
INR 12,145,740 | USD 188,000 | Deutsche Bank AG | 07/14/17 | (305 | ) | |||||||||
INR 12,144,800 | USD 188,000 | Deutsche Bank AG | 07/14/17 | (319 | ) | |||||||||
USD 209,186 | INR 13,725,979 | Deutsche Bank AG | 07/14/17 | (2,930 | ) | |||||||||
USD 701,455 | INR 45,243,858 | Deutsche Bank AG | 07/14/17 | 2,275 | ||||||||||
INR 12,084,200 | USD 188,000 | Deutsche Bank AG | 07/14/17 | (1,256 | ) | |||||||||
INR 6,317,080 | USD 98,000 | Deutsche Bank AG | 07/14/17 | (378 | ) | |||||||||
CLP 49,494,000 | USD 75,000 | Deutsche Bank AG | 07/17/17 | (469 | ) | |||||||||
USD 150,000 | CLP 99,772,200 | Deutsche Bank AG | 07/17/17 | (242 | ) | |||||||||
TWD 11,311,960 | USD 376,000 | Deutsche Bank AG | 07/17/17 | (4,040 | ) | |||||||||
USD 188,000 | TWD 5,705,800 | Deutsche Bank AG | 07/19/17 | 374 | ||||||||||
INR 4,859,407 | USD 75,000 | Deutsche Bank AG | 07/20/17 | 45 | ||||||||||
KRW 213,004,000 | USD 188,000 | Deutsche Bank AG | 07/20/17 | (1,880 | ) | |||||||||
KRW 429,880,800 | USD 376,000 | Deutsche Bank AG | 07/20/17 | (376 | ) | |||||||||
USD 188,000 | KRW 213,756,000 | Deutsche Bank AG | 07/20/17 | 1,223 | ||||||||||
USD 75,000 | INR 4,845,375 | Deutsche Bank AG | 07/20/17 | 172 | ||||||||||
TWD 2,184,562 | USD 71,625 | Deutsche Bank AG | 07/20/17 | 212 | ||||||||||
KRW 214,517,400 | USD 188,000 | Deutsche Bank AG | 07/20/17 | (557 | ) | |||||||||
TWD 5,697,340 | USD 188,000 | Deutsche Bank AG | 07/20/17 | (648 | ) | |||||||||
TWD 5,729,394 | USD 188,000 | Deutsche Bank AG | 07/20/17 | 406 | ||||||||||
INR 12,144,800 | USD 188,000 | Deutsche Bank AG | 07/24/17 | (529 | ) | |||||||||
USD 73,830 | CLP 49,023,120 | Deutsche Bank AG | 07/24/17 | 24 | ||||||||||
INR 45,279,806 | USD 698,385 | Deutsche Bank AG | 07/24/17 | 568 | ||||||||||
USD 187,323 | INR 12,140,417 | Deutsche Bank AG | 07/24/17 | (80 | ) | |||||||||
KRW 214,132,000 | USD 188,000 | Deutsche Bank AG | 07/26/17 | (912 | ) | |||||||||
INR 24,312,160 | USD 376,000 | Deutsche Bank AG | 07/31/17 | (1,004 | ) | |||||||||
USD 188,000 | TWD 5,727,420 | Deutsche Bank AG | 07/31/17 | (384 | ) | |||||||||
INR 12,180,520 | USD 188,000 | Deutsche Bank AG | 07/31/17 | (125 | ) | |||||||||
USD 263,000 | TWD 8,010,980 | Deutsche Bank AG | 07/31/17 | (494 | ) | |||||||||
USD 177,754 | KRW 203,617,207 | Deutsche Bank AG | 07/31/17 | (133 | ) | |||||||||
USD 75,000 | TWD 2,280,375 | Deutsche Bank AG | �� | 07/31/17 | (5 | ) | ||||||||
BRL 6,286,983 | USD 1,897,986 | Deutsche Bank AG | 08/02/17 | (12,879 | ) | |||||||||
COP 234,923,976 | USD 80,083 | Deutsche Bank AG | 08/11/17 | (3,432 | ) | |||||||||
USD 177,581 | COP 518,449,099 | Deutsche Bank AG | 08/11/17 | 8,421 | ||||||||||
USD 1,401,696 | KRW 1,576,207,202 | Deutsche Bank AG | 08/24/17 | 24,315 | ||||||||||
USD 184,580 | IDR 2,472,723,440 | Deutsche Bank AG | 08/25/17 | 157 | ||||||||||
IDR 10,443,216,527 | USD 781,122 | Deutsche Bank AG | 08/25/17 | (2,236 | ) | |||||||||
USD 75,000 | CLP 49,841,250 | Deutsche Bank AG | 08/30/17 | 38 | ||||||||||
USD 75,000 | CLP 49,702,500 | Deutsche Bank AG | 08/30/17 | 247 | ||||||||||
PHP 18,704,062 | USD 375,508 | Deutsche Bank AG | 09/14/17 | (7,230 | ) | |||||||||
USD 73,628 | COP 218,418,750 | Deutsche Bank AG | 09/14/17 | 2,649 | ||||||||||
USD 187,614 | NZD 259,000 | Deutsche Bank AG | 09/20/17 | (1,906 | ) | |||||||||
USD 188,000 | CNH 1,292,483 | Deutsche Bank AG | 09/20/17 | (1,510 | ) | |||||||||
SGD 521,813 | USD 376,000 | Deutsche Bank AG | 09/20/17 | 3,488 | ||||||||||
MXN 7,558,263 | USD 413,000 | Deutsche Bank AG | 09/20/17 | (1,718 | ) | |||||||||
MXN 1,996,699 | USD 109,013 | Deutsche Bank AG | 09/20/17 | (362 | ) | |||||||||
USD 187,758 | NZD 259,000 | Deutsche Bank AG | 09/20/17 | (1,762 | ) | |||||||||
USD 187,218 | AUD 244,000 | Deutsche Bank AG | 09/20/17 | (134 | ) | |||||||||
USD 170,911 | CNH 1,169,320 | Deutsche Bank AG | 09/20/17 | (540 | ) | |||||||||
GBP 208,000 | USD 263,510 | Deutsche Bank AG | 09/20/17 | 8,064 | ||||||||||
USD 188,000 | CAD 248,395 | Deutsche Bank AG | 09/20/17 | (3,785 | ) |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) (CONTINUED) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
USD 563,454 | NZD 782,000 | Deutsche Bank AG | 09/20/17 | $ | (8,765 | ) | ||||||||
USD 375,208 | NZD 518,000 | Deutsche Bank AG | 09/20/17 | (3,833 | ) | |||||||||
USD 187,718 | NZD 259,000 | Deutsche Bank AG | 09/20/17 | (1,802 | ) | |||||||||
USD 187,361 | AUD 247,000 | Deutsche Bank AG | 09/20/17 | (2,294 | ) | |||||||||
USD 188,000 | CNH 1,284,999 | Deutsche Bank AG | 09/20/17 | (412 | ) | |||||||||
USD 68,040 | CNH 463,012 | Deutsche Bank AG | 09/20/17 | 151 | ||||||||||
USD 194,919 | EUR 169,888 | Deutsche Bank AG | 09/20/17 | 68 | ||||||||||
USD 375,000 | CNH 2,557,125 | Deutsche Bank AG | 09/20/17 | 63 | ||||||||||
USD 188,299 | GBP 147,000 | Deutsche Bank AG | 09/20/17 | (3,631 | ) | |||||||||
PLN 230,498 | EUR 54,076 | Deutsche Bank AG | 09/20/17 | 158 | ||||||||||
EUR 67,000 | USD 75,548 | Deutsche Bank AG | 09/20/17 | 1,297 | ||||||||||
PLN 10,580,626 | EUR 2,510,857 | Deutsche Bank AG | 09/20/17 | (25,536 | ) | |||||||||
PLN 1,698,395 | EUR 403,000 | Deutsche Bank AG | 09/20/17 | (4,052 | ) | |||||||||
CNH 1,291,729 | USD 188,000 | Deutsche Bank AG | 09/20/17 | 1,399 | ||||||||||
MXN 3,426,206 | USD 188,000 | Deutsche Bank AG | 09/20/17 | (1,564 | ) | |||||||||
USD 188,000 | MXN 3,425,945 | Deutsche Bank AG | 09/20/17 | 1,578 | ||||||||||
USD 105,727 | NZD 146,306 | Deutsche Bank AG | 09/20/17 | (1,330 | ) | |||||||||
JPY 20,798,571 | USD 188,000 | Deutsche Bank AG | 09/20/17 | (2,440 | ) | |||||||||
CNH 1,284,717 | USD 188,000 | Deutsche Bank AG | 09/20/17 | 371 | ||||||||||
USD 188,000 | CNH 1,290,394 | Deutsche Bank AG | 09/20/17 | (1,203 | ) | |||||||||
USD 376,000 | SGD 520,271 | Deutsche Bank AG | 09/20/17 | (2,367 | ) | |||||||||
USD 151,000 | MXN 2,757,222 | Deutsche Bank AG | 09/20/17 | 966 | ||||||||||
USD 189,000 | CNH 1,297,069 | Deutsche Bank AG | 09/20/17 | (1,182 | ) | |||||||||
USD 75,000 | MXN 1,366,163 | Deutsche Bank AG | 09/20/17 | 660 | ||||||||||
USD 75,000 | MXN 1,364,677 | Deutsche Bank AG | 09/20/17 | 741 | ||||||||||
EUR 504,000 | USD 567,121 | Deutsche Bank AG | 09/20/17 | 10,938 | ||||||||||
TRY 268,830 | USD 75,000 | Deutsche Bank AG | 09/20/17 | (300 | ) | |||||||||
USD 380,796 | EUR 337,311 | Deutsche Bank AG | 09/20/17 | (6,081 | ) | |||||||||
EUR 67,000 | PLN 284,301 | Deutsche Bank AG | 09/20/17 | 151 | ||||||||||
USD 75,000 | MXN 1,369,892 | Deutsche Bank AG | 09/20/17 | 458 | ||||||||||
AUD 249,000 | USD 188,504 | Deutsche Bank AG | 09/20/17 | 2,686 | ||||||||||
AUD 249,000 | USD 188,537 | Deutsche Bank AG | 09/20/17 | 2,653 | ||||||||||
USD 189,855 | EUR 167,500 | Deutsche Bank AG | 09/20/17 | (2,258 | ) | |||||||||
KRW 945,584,878 | USD 833,702 | Deutsche Bank AG | 09/27/17 | (6,986 | ) | |||||||||
USD 517,844 | TWD 15,616,622 | Deutsche Bank AG | 09/29/17 | 4,004 | ||||||||||
USD 269,280 | HKD 2,083,042 | Deutsche Bank AG | 03/27/18 | 1,153 | ||||||||||
USD 402,000 | HKD 3,112,686 | Deutsche Bank AG | 03/27/18 | 1,339 | ||||||||||
USD 517,657 | BRL 1,652,000 | JPMorgan Chase Bank N.A. | 07/05/17 | 19,115 | ||||||||||
ARS 2,582,288 | USD 160,216 | JPMorgan Chase Bank N.A. | 07/06/17 | (5,034 | ) | |||||||||
USD 468,626 | TWD 14,111,269 | JPMorgan Chase Bank N.A. | 07/11/17 | 4,677 | ||||||||||
USD 187,500 | KRW 210,024,375 | JPMorgan Chase Bank N.A. | 07/17/17 | 3,975 | ||||||||||
USD 74,519 | RUB 4,277,400 | JPMorgan Chase Bank N.A. | 07/20/17 | 2,240 | ||||||||||
KRW 85,818,750 | USD 75,000 | JPMorgan Chase Bank N.A. | 07/20/17 | (13 | ) | |||||||||
USD 188,000 | IDR 2,506,040,000 | JPMorgan Chase Bank N.A. | 07/21/17 | 343 | ||||||||||
USD 134,390 | NZD 186,920 | JPMorgan Chase Bank N.A. | 07/28/17 | (2,522 | ) | |||||||||
IDR 5,037,813,900 | USD 377,082 | JPMorgan Chase Bank N.A. | 08/25/17 | (1,347 | ) | |||||||||
CLP 124,402,080 | USD 187,152 | JPMorgan Chase Bank N.A. | 08/30/17 | (51 | ) | |||||||||
USD 565,912 | TWD 17,025,458 | JPMorgan Chase Bank N.A. | 08/30/17 | 5,882 | ||||||||||
COP 217,275,000 | USD 70,521 | JPMorgan Chase Bank N.A. | 09/14/17 | 86 | ||||||||||
EUR 208,649 | CZK 5,447,372 | JPMorgan Chase Bank N.A. | 09/20/17 | (126 | ) | |||||||||
EUR 60,205 | USD 68,898 | JPMorgan Chase Bank N.A. | 09/20/17 | 154 | ||||||||||
EUR 80,272 | USD 91,803 | JPMorgan Chase Bank N.A. | 09/20/17 | 264 | ||||||||||
GBP 145,000 | USD 188,631 | JPMorgan Chase Bank N.A. | 09/20/17 | 688 | ||||||||||
NZD 134,318 | USD 97,982 | JPMorgan Chase Bank N.A. | 09/20/17 | 303 | ||||||||||
USD 69,064 | EUR 60,205 | JPMorgan Chase Bank N.A. | 09/20/17 | 12 | ||||||||||
USD 91,987 | EUR 80,272 | JPMorgan Chase Bank N.A. | 09/20/17 | (80 | ) | |||||||||
EUR 498,000 | USD 565,515 | JPMorgan Chase Bank N.A. | 09/20/17 | 5,662 | ||||||||||
EUR 166,000 | USD 188,871 | JPMorgan Chase Bank N.A. | 09/20/17 | 1,522 | ||||||||||
JPY 21,043,780 | USD 188,000 | JPMorgan Chase Bank N.A. | 09/20/17 | (252 | ) | |||||||||
USD 113,073 | GBP 88,000 | JPMorgan Chase Bank N.A. | 09/20/17 | (1,823 | ) | |||||||||
USD 188,306 | EUR 165,000 | JPMorgan Chase Bank N.A. | 09/20/17 | (939 | ) | |||||||||
CNH 1,281,905 | USD 186,872 | JPMorgan Chase Bank N.A. | 09/20/17 | 1,087 | ||||||||||
NOK 3,149,459 | CHF 359,000 | JPMorgan Chase Bank N.A. | 09/20/17 | 1,527 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) (CONTINUED) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
USD 186,872 | CNH 1,281,138 | JPMorgan Chase Bank N.A. | 09/20/17 | $ | (974 | ) | ||||||||
USD 188,000 | CNH 1,288,364 | JPMorgan Chase Bank N.A. | 09/20/17 | (906 | ) | |||||||||
MXN 3,411,346 | USD 188,000 | JPMorgan Chase Bank N.A. | 09/20/17 | (2,372 | ) | |||||||||
MXN 1,386,507 | USD 75,000 | JPMorgan Chase Bank N.A. | 09/20/17 | 447 | ||||||||||
USD 101,091 | NZD 138,986 | JPMorgan Chase Bank N.A. | 09/20/17 | (611 | ) | |||||||||
SEK 1,651,093 | EUR 169,000 | JPMorgan Chase Bank N.A. | 09/20/17 | 3,036 | ||||||||||
EUR 624,014 | CZK 16,318,280 | JPMorgan Chase Bank N.A. | 09/20/17 | (1,549 | ) | |||||||||
CAD 350,905 | USD 264,000 | JPMorgan Chase Bank N.A. | 09/20/17 | 6,933 | ||||||||||
MXN 1,383,471 | USD 75,000 | JPMorgan Chase Bank N.A. | 09/20/17 | 281 | ||||||||||
USD 75,000 | MXN 1,367,750 | JPMorgan Chase Bank N.A. | 09/20/17 | 574 | ||||||||||
NOK 1,589,934 | USD 188,000 | JPMorgan Chase Bank N.A. | 09/20/17 | 2,737 | ||||||||||
SEK 1,652,347 | EUR 169,000 | JPMorgan Chase Bank N.A. | 09/20/17 | 3,185 | ||||||||||
CZK 4,436,951 | EUR 169,000 | JPMorgan Chase Bank N.A. | 09/20/17 | 1,190 | ||||||||||
USD 188,000 | MXN 3,430,193 | JPMorgan Chase Bank N.A. | 09/20/17 | 1,347 | ||||||||||
EUR 81,000 | CZK 2,121,609 | JPMorgan Chase Bank N.A. | 09/20/17 | (351 | ) | |||||||||
USD 179,540 | CAD 236,860 | JPMorgan Chase Bank N.A. | 09/20/17 | (3,339 | ) | |||||||||
SEK 25,679,577 | EUR 2,639,482 | JPMorgan Chase Bank N.A. | 09/20/17 | 34,587 | ||||||||||
JPY 20,628,262 | USD 188,000 | JPMorgan Chase Bank N.A. | 09/20/17 | (3,959 | ) | |||||||||
EUR 85,310 | CZK 2,232,317 | JPMorgan Chase Bank N.A. | 09/20/17 | (274 | ) | |||||||||
NOK 22,731,654 | EUR 2,397,437 | JPMorgan Chase Bank N.A. | 09/20/17 | (22,712 | ) | |||||||||
USD 188,000 | MXN 3,445,049 | JPMorgan Chase Bank N.A. | 09/20/17 | 538 | ||||||||||
CZK 4,301,622 | EUR 164,000 | JPMorgan Chase Bank N.A. | 09/20/17 | 976 | ||||||||||
NZD 102,952 | USD 74,880 | JPMorgan Chase Bank N.A. | 09/20/17 | 454 | ||||||||||
CZK 6,264,762 | EUR 234,328 | JPMorgan Chase Bank N.A. | 09/21/17 | 6,606 | ||||||||||
CZK 9,211,707 | EUR 345,000 | JPMorgan Chase Bank N.A. | 11/09/17 | 9,733 | ||||||||||
CZK 5,149,240 | EUR 193,000 | JPMorgan Chase Bank N.A. | 01/03/18 | 5,626 | ||||||||||
CZK 5,004,184 | EUR 188,000 | JPMorgan Chase Bank N.A. | 01/03/18 | 4,963 | ||||||||||
CZK 5,283,374 | EUR 197,990 | JPMorgan Chase Bank N.A. | 01/03/18 | 5,815 | ||||||||||
CZK 13,455,540 | EUR 504,000 | JPMorgan Chase Bank N.A. | 01/03/18 | 15,083 | ||||||||||
KRW 85,203,600 | USD 74,964 | Morgan Stanley & Co. International PLC | 07/03/17 | (495 | ) | |||||||||
CLP 49,629,000 | USD 75,161 | Morgan Stanley & Co. International PLC | 07/03/17 | (399 | ) | |||||||||
BRL 1,251,678 | USD 377,000 | Morgan Stanley & Co. International PLC | 07/05/17 | 733 | ||||||||||
USD 263,000 | BRL 868,899 | Morgan Stanley & Co. International PLC | 07/05/17 | 783 | ||||||||||
USD 188,000 | BRL 622,487 | Morgan Stanley & Co. International PLC | 07/05/17 | 145 | ||||||||||
MYR 573,456 | USD 133,523 | Morgan Stanley & Co. International PLC | 07/05/17 | 50 | ||||||||||
BRL 250,487 | USD 75,000 | Morgan Stanley & Co. International PLC | 07/05/17 | 592 | ||||||||||
BRL 1,255,884 | USD 380,061 | Morgan Stanley & Co. International PLC | 07/05/17 | (1,059 | ) | |||||||||
BRL 247,132 | USD 75,000 | Morgan Stanley & Co. International PLC | 07/05/17 | (420 | ) | |||||||||
BRL 247,272 | USD 75,000 | Morgan Stanley & Co. International PLC | 07/05/17 | (378 | ) | |||||||||
BRL 1,760,743 | USD 533,979 | Morgan Stanley & Co. International PLC | 07/05/17 | (2,620 | ) | |||||||||
USD 75,000 | BRL 246,514 | Morgan Stanley & Co. International PLC | 07/05/17 | 607 | ||||||||||
USD 263,000 | BRL 863,008 | Morgan Stanley & Co. International PLC | 07/05/17 | 2,560 | ||||||||||
BRL 1,239,334 | USD 376,000 | Morgan Stanley & Co. International PLC | 07/05/17 | (1,993 | ) | |||||||||
USD 156,502 | ARS 2,582,288 | Morgan Stanley & Co. International PLC | 07/06/17 | 1,320 | ||||||||||
USD 181,934 | TWD 5,543,543 | Morgan Stanley & Co. International PLC | 07/11/17 | (326 | ) | |||||||||
USD 116,084 | SEK 1,028,000 | Morgan Stanley & Co. International PLC | 07/12/17 | (5,997 | ) | |||||||||
USD 265,996 | KRW 297,114,908 | Morgan Stanley & Co. International PLC | 07/13/17 | 6,352 | ||||||||||
KRW 230,580,217 | USD 202,219 | Morgan Stanley & Co. International PLC | 07/13/17 | (718 | ) | |||||||||
ARS 2,582,288 | USD 155,935 | Morgan Stanley & Co. International PLC | 07/13/17 | (1,354 | ) | |||||||||
USD 569,353 | KRW 640,613,033 | Morgan Stanley & Co. International PLC | 07/13/17 | 9,531 | ||||||||||
USD 113,000 | CLP 75,060,250 | Morgan Stanley & Co. International PLC | 07/17/17 | (30 | ) | |||||||||
USD 104,978 | KRW 119,203,051 | Morgan Stanley & Co. International PLC | 07/19/17 | 819 | ||||||||||
RUB 4,138,062 | USD 68,558 | Morgan Stanley & Co. International PLC | 07/20/17 | 1,367 | ||||||||||
RUB 6,567,923 | USD 114,526 | Morgan Stanley & Co. International PLC | 07/20/17 | (3,542 | ) | |||||||||
USD 75,000 | RUB 4,350,038 | Morgan Stanley & Co. International PLC | 07/20/17 | 1,494 | ||||||||||
RUB 9,044,505 | USD 150,000 | Morgan Stanley & Co. International PLC | 07/20/17 | 2,832 | ||||||||||
RUB 4,194,046 | USD 70,160 | Morgan Stanley & Co. International PLC | 07/20/17 | 710 | ||||||||||
RUB 6,704,008 | USD 113,000 | Morgan Stanley & Co. International PLC | 07/20/17 | 283 | ||||||||||
USD 187,039 | RUB 10,682,461 | Morgan Stanley & Co. International PLC | 07/20/17 | 6,529 | ||||||||||
USD 113,000 | RUB 6,717,850 | Morgan Stanley & Co. International PLC | 07/20/17 | (517 | ) | |||||||||
USD 188,000 | RUB 10,880,444 | Morgan Stanley & Co. International PLC | 07/20/17 | 4,144 | ||||||||||
USD 75,000 | RUB 4,437,000 | Morgan Stanley & Co. International PLC | 07/20/17 | 24 | ||||||||||
RUB 9,003,810 | USD 150,000 | Morgan Stanley & Co. International PLC | 07/20/17 | 2,145 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) (CONTINUED) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
USD 378,000 | RUB 21,672,479 | Morgan Stanley & Co. International PLC | 07/20/17 | $ | 11,783 | |||||||||
RUB 8,599,800 | USD 150,000 | Morgan Stanley & Co. International PLC | 07/20/17 | (4,682 | ) | |||||||||
USD 188,000 | TWD 5,716,140 | Morgan Stanley & Co. International PLC | 07/20/17 | 30 | ||||||||||
USD 150,000 | RUB 8,825,460 | Morgan Stanley & Co. International PLC | 07/20/17 | 869 | ||||||||||
INR 12,232,401 | USD 189,101 | Morgan Stanley & Co. International PLC | 07/24/17 | (278 | ) | |||||||||
USD 75,000 | CLP 49,582,500 | Morgan Stanley & Co. International PLC | 07/24/17 | 351 | ||||||||||
MYR 573,456 | USD 133,083 | Morgan Stanley & Co. International PLC | 07/27/17 | 118 | ||||||||||
USD 75,000 | KRW 85,725,000 | Morgan Stanley & Co. International PLC | 07/31/17 | 108 | ||||||||||
COP 349,971,749 | USD 119,261 | Morgan Stanley & Co. International PLC | 08/11/17 | (5,072 | ) | |||||||||
USD 75,000 | CLP 49,732,500 | Morgan Stanley & Co. International PLC | 08/30/17 | 202 | ||||||||||
USD 75,019 | CLP 49,629,000 | Morgan Stanley & Co. International PLC | 08/30/17 | 377 | ||||||||||
USD 308,016 | BRL 1,030,883 | Morgan Stanley & Co. International PLC | 09/05/17 | 984 | ||||||||||
EUR 245,533 | SEK 2,366,253 | Morgan Stanley & Co. International PLC | 09/20/17 | (530 | ) | |||||||||
EUR 329,000 | SEK 3,170,441 | Morgan Stanley & Co. International PLC | 09/20/17 | (686 | ) | |||||||||
USD 376,967 | GBP 296,000 | Morgan Stanley & Co. International PLC | 09/20/17 | (9,503 | ) | |||||||||
JPY 21,111,272 | USD 188,000 | Morgan Stanley & Co. International PLC | 09/20/17 | 350 | ||||||||||
USD 188,000 | JPY 20,920,452 | Morgan Stanley & Co. International PLC | 09/20/17 | 1,353 | ||||||||||
USD 187,770 | AUD 245,000 | Morgan Stanley & Co. International PLC | 09/20/17 | (348 | ) | |||||||||
JPY 21,074,800 | USD 188,000 | Morgan Stanley & Co. International PLC | 09/20/17 | 24 | ||||||||||
USD 187,631 | NZD 258,000 | Morgan Stanley & Co. International PLC | 09/20/17 | (1,158 | ) | |||||||||
AUD 498,000 | USD 376,762 | Morgan Stanley & Co. International PLC | 09/20/17 | 5,619 | ||||||||||
CAD 249,421 | USD 188,000 | Morgan Stanley & Co. International PLC | 09/20/17 | 4,578 | ||||||||||
USD 75,312 | GBP 59,000 | Morgan Stanley & Co. International PLC | 09/20/17 | (1,721 | ) | |||||||||
CAD 249,628 | USD 188,000 | Morgan Stanley & Co. International PLC | 09/20/17 | 4,737 | ||||||||||
GBP 121,202 | EUR 136,546 | Morgan Stanley & Co. International PLC | 09/20/17 | 1,637 | ||||||||||
USD 75,000 | ZAR 990,608 | Morgan Stanley & Co. International PLC | 09/20/17 | 285 | ||||||||||
AUD 249,000 | USD 188,076 | Morgan Stanley & Co. International PLC | 09/20/17 | 3,114 | ||||||||||
USD 189,261 | GBP 149,000 | Morgan Stanley & Co. International PLC | 09/20/17 | (5,280 | ) | |||||||||
USD 187,816 | AUD 249,000 | Morgan Stanley & Co. International PLC | 09/20/17 | (3,375 | ) | |||||||||
GBP 149,000 | USD 188,827 | Morgan Stanley & Co. International PLC | 09/20/17 | 5,714 | ||||||||||
GBP 149,000 | USD 188,433 | Morgan Stanley & Co. International PLC | 09/20/17 | 6,108 | ||||||||||
GBP 149,000 | USD 188,567 | Morgan Stanley & Co. International PLC | 09/20/17 | 5,974 | ||||||||||
USD 188,901 | EUR 168,000 | Morgan Stanley & Co. International PLC | 09/20/17 | (3,786 | ) | |||||||||
USD 90,610 | NZD 125,053 | Morgan Stanley & Co. International PLC | 09/20/17 | (896 | ) | |||||||||
EUR 7,690 | CZK 202,288 | Morgan Stanley & Co. International PLC | 09/20/17 | (71 | ) | |||||||||
EUR 234,000 | USD 265,134 | Morgan Stanley & Co. International PLC | 09/20/17 | 3,251 | ||||||||||
USD 188,849 | GBP 148,000 | Morgan Stanley & Co. International PLC | 09/20/17 | (4,386 | ) | |||||||||
NZD 260,000 | CAD 248,084 | Morgan Stanley & Co. International PLC | 09/20/17 | (1,293 | ) | |||||||||
JPY 20,728,128 | USD 188,000 | Morgan Stanley & Co. International PLC | 09/20/17 | (3,068 | ) | |||||||||
USD 376,000 | CAD 498,057 | Morgan Stanley & Co. International PLC | 09/20/17 | (8,549 | ) | |||||||||
HUF 153,647,209 | USD 563,543 | Morgan Stanley & Co. International PLC | 09/20/17 | 6,557 | ||||||||||
AUD 490,000 | NZD 513,914 | Morgan Stanley & Co. International PLC | 09/20/17 | 187 | ||||||||||
TRY 2,369,694 | USD 654,974 | Morgan Stanley & Co. International PLC | 09/20/17 | 3,496 | ||||||||||
EUR 134,000 | USD 150,960 | Morgan Stanley & Co. International PLC | 09/20/17 | 2,731 | ||||||||||
ZAR 2,400,223 | USD 184,537 | Morgan Stanley & Co. International PLC | 09/20/17 | (3,505 | ) | |||||||||
CAD 6,496,204 | USD 4,844,345 | Morgan Stanley & Co. International PLC | 09/20/17 | 171,363 | ||||||||||
USD 1,358,560 | CAD 1,799,155 | Morgan Stanley & Co. International PLC | 09/20/17 | (30,564 | ) | |||||||||
USD 154,950 | CAD 205,750 | Morgan Stanley & Co. International PLC | 09/20/17 | (3,909 | ) | |||||||||
NZD 260,000 | CAD 248,286 | Morgan Stanley & Co. International PLC | 09/20/17 | (1,449 | ) | |||||||||
CZK 3,823,636 | EUR 143,060 | Morgan Stanley & Co. International PLC | 09/21/17 | 3,986 | ||||||||||
USD 75,062 | KRW 85,203,600 | Morgan Stanley & Co. International PLC | 09/27/17 | 569 | ||||||||||
CNY 1,391,916 | USD 202,049 | Morgan Stanley & Co. International PLC | 09/28/17 | 2,065 | ||||||||||
USD 188,044 | TWD 5,669,140 | Morgan Stanley & Co. International PLC | 09/29/17 | 1,510 | ||||||||||
CZK 4,353,582 | EUR 162,763 | Morgan Stanley & Co. International PLC | 11/21/17 | 5,002 | ||||||||||
CZK 4,362,034 | EUR 162,975 | Morgan Stanley & Co. International PLC | 11/22/17 | 5,137 | ||||||||||
USD 225,712 | CAD 307,259 | RBC Europe Limited | 07/14/17 | (11,273 | ) | |||||||||
EUR 531,958 | USD 608,526 | RBC Europe Limited | 08/24/17 | 714 | ||||||||||
USD 90,384 | CAD 117,217 | RBC Europe Limited | 09/20/17 | (119 | ) | |||||||||
USD 83,283 | SEK 705,446 | RBC Europe Limited | 09/20/17 | (831 | ) | |||||||||
JPY 65,781,237 | EUR 526,343 | RBC Europe Limited | 09/20/17 | (16,800 | ) | |||||||||
USD 356,110 | CAD 471,464 | RBC Europe Limited | 09/20/17 | (7,907 | ) | |||||||||
USD 188,000 | CAD 248,339 | RBC Europe Limited | 09/20/17 | (3,742 | ) | |||||||||
SEK 1,054,938 | USD 121,633 | RBC Europe Limited | 09/20/17 | 4,154 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) (CONTINUED) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
USD 75,665 | CAD 100,059 | RBC Europe Limited | 09/20/17 | $ | (1,591 | ) | ||||||||
NZD 260,000 | USD 187,641 | RBC Europe Limited | 09/20/17 | 2,611 | ||||||||||
USD 188,000 | CAD 249,166 | RBC Europe Limited | 09/20/17 | (4,380 | ) | |||||||||
USD 376,000 | CAD 496,878 | RBC Europe Limited | 09/20/17 | (7,639 | ) | |||||||||
USD 113,000 | JPY 12,676,181 | Royal Bank of Scotland PLC | 09/20/17 | (94 | ) | |||||||||
SEK 1,639,467 | EUR 168,000 | Royal Bank of Scotland PLC | 09/20/17 | 2,797 | ||||||||||
EUR 169,000 | NOK 1,615,703 | Royal Bank of Scotland PLC | 09/20/17 | 5 | ||||||||||
MXN 1,430,224 | USD 77,700 | Royal Bank of Scotland PLC | 09/20/17 | 125 | ||||||||||
USD 75,000 | MXN 1,381,676 | Royal Bank of Scotland PLC | 09/20/17 | (184 | ) | |||||||||
USD 188,000 | MXN 3,448,719 | Royal Bank of Scotland PLC | 09/20/17 | 339 | ||||||||||
USD 187,453 | AUD 247,000 | Royal Bank of Scotland PLC | 09/20/17 | (2,201 | ) | |||||||||
EUR 168,000 | GBP 147,296 | Royal Bank of Scotland PLC | 09/20/17 | 371 | ||||||||||
USD 187,522 | AUD 247,000 | Royal Bank of Scotland PLC | 09/20/17 | (2,132 | ) | |||||||||
MXN 1,376,625 | USD 75,000 | Royal Bank of Scotland PLC | 09/20/17 | (91 | ) | |||||||||
NZD 261,000 | USD 187,741 | Royal Bank of Scotland PLC | 09/20/17 | 3,243 | ||||||||||
SEK 652,533 | EUR 67,000 | Royal Bank of Scotland PLC | 09/20/17 | 960 | ||||||||||
USD 171,698 | INR 11,678,903 | Standard Chartered Bank | 07/14/17 | (8,783 | ) | |||||||||
USD 1,735,955 | TWD 52,963,982 | Standard Chartered Bank | 08/17/17 | (6,224 | ) | |||||||||
USD 75,000 | TRY 270,840 | Standard Chartered Bank | 09/20/17 | (259 | ) | |||||||||
USD 75,000 | TRY 270,713 | Standard Chartered Bank | 09/20/17 | (223 | ) | |||||||||
USD 301,000 | ZAR 3,927,099 | Standard Chartered Bank | 09/20/17 | 4,805 | ||||||||||
USD 70,808 | ZAR 923,854 | Standard Chartered Bank | 09/20/17 | 1,127 | ||||||||||
CNH 1,291,673 | USD 188,000 | Standard Chartered Bank | 09/20/17 | 1,391 | ||||||||||
USD 188,000 | CAD 249,423 | Standard Chartered Bank | 09/20/17 | (4,579 | ) | |||||||||
TRY 270,833 | USD 75,000 | Standard Chartered Bank | 09/20/17 | 256 | ||||||||||
AUD 252,350 | USD 193,111 | Standard Chartered Bank | 09/20/17 | 652 | ||||||||||
USD 430,265 | HKD 3,327,439 | Standard Chartered Bank | 03/27/18 | 1,961 | ||||||||||
USD 750,000 | HKD 5,809,624 | Standard Chartered Bank | 05/11/18 | 1,850 | ||||||||||
USD 449,000 | GBP 344,873 | State Street Bank and Trust Co. | 09/20/17 | (1,281 | ) | |||||||||
CAD 244,466 | USD 188,000 | State Street Bank and Trust Co. | 09/20/17 | 752 | ||||||||||
JPY 36,890,802 | USD 327,825 | State Street Bank and Trust Co. | 09/20/17 | 1,306 | ||||||||||
CAD 195,620 | USD 150,000 | State Street Bank and Trust Co. | 09/20/17 | 1,037 | ||||||||||
JPY 42,087,184 | USD 376,000 | State Street Bank and Trust Co. | 09/20/17 | (508 | ) | |||||||||
NOK 2,591,376 | CAD 401,770 | State Street Bank and Trust Co. | 09/20/17 | 669 | ||||||||||
JPY 21,100,867 | EUR 167,000 | State Street Bank and Trust Co. | 09/20/17 | (3,282 | ) | |||||||||
SEK 1,632,993 | EUR 167,000 | State Street Bank and Trust Co. | 09/20/17 | 3,172 | ||||||||||
AUD 497,000 | USD 376,594 | State Street Bank and Trust Co. | 09/20/17 | 5,018 | ||||||||||
JPY 41,881,307 | USD 377,000 | State Street Bank and Trust Co. | 09/20/17 | (3,345 | ) | |||||||||
NZD 258,000 | USD 188,214 | State Street Bank and Trust Co. | 09/20/17 | 575 | ||||||||||
JPY 8,418,233 | USD 75,941 | State Street Bank and Trust Co. | 09/20/17 | (836 | ) | |||||||||
NOK 6,002,124 | CAD 936,981 | State Street Bank and Trust Co. | 09/20/17 | (3,395 | ) | |||||||||
CAD 349,498 | USD 263,000 | State Street Bank and Trust Co. | 09/20/17 | 6,847 | ||||||||||
JPY 20,881,630 | USD 188,000 | State Street Bank and Trust Co. | 09/20/17 | (1,699 | ) | |||||||||
USD 188,000 | CAD 248,701 | State Street Bank and Trust Co. | 09/20/17 | (4,021 | ) | |||||||||
NOK 1,586,532 | USD 188,000 | State Street Bank and Trust Co. | 09/20/17 | 2,329 | ||||||||||
USD 376,000 | CAD 496,967 | State Street Bank and Trust Co. | 09/20/17 | (7,707 | ) | |||||||||
USD 75,000 | ZAR 988,403 | State Street Bank and Trust Co. | 09/20/17 | 451 | ||||||||||
USD 75,658 | NOK 640,245 | State Street Bank and Trust Co. | 09/20/17 | (1,150 | ) | |||||||||
JPY 20,517,568 | USD 188,000 | State Street Bank and Trust Co. | 09/20/17 | (4,947 | ) | |||||||||
JPY 20,661,200 | USD 188,000 | State Street Bank and Trust Co. | 09/20/17 | (3,666 | ) | |||||||||
JPY 8,660,581 | USD 79,260 | State Street Bank and Trust Co. | 09/20/17 | (1,992 | ) | |||||||||
USD 75,612 | AUD 99,583 | State Street Bank and Trust Co. | 09/20/17 | (851 | ) | |||||||||
USD 188,000 | CAD 249,036 | State Street Bank and Trust Co. | 09/20/17 | (4,280 | ) | |||||||||
EUR 168,000 | CHF 182,318 | State Street Bank and Trust Co. | 09/20/17 | 1,583 | ||||||||||
EUR 80,585 | CAD 119,750 | State Street Bank and Trust Co. | 09/20/17 | (32 | ) | |||||||||
JPY 20,634,880 | USD 188,000 | State Street Bank and Trust Co. | 09/20/17 | (3,900 | ) | |||||||||
USD 2,191,521 | AUD 2,910,232 | State Street Bank and Trust Co. | 09/20/17 | (43,049 | ) | |||||||||
USD 7,139,886 | JPY 782,792,076 | State Street Bank and Trust Co. | 09/20/17 | 155,996 | ||||||||||
CZK 11,290,908 | EUR 422,423 | State Street Bank and Trust Co. | 09/20/17 | 11,788 | ||||||||||
USD 202,725 | TWD 6,201,360 | UBS AG | 07/11/17 | (1,163 | ) | |||||||||
COP 575,161,200 | USD 193,934 | UBS AG | 08/11/17 | (6,270 | ) | |||||||||
USD 188,000 | JPY 21,026,709 | UBS AG | 09/20/17 | 405 | ||||||||||
JPY 20,992,042 | USD 188,000 | UBS AG | 09/20/17 | (714 | ) |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) (CONTINUED) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
EUR 330,000 | CHF 360,551 | UBS AG | 09/20/17 | $ | 567 | |||||||||
JPY 21,022,536 | USD 188,000 | UBS AG | 09/20/17 | (442 | ) | |||||||||
USD 188,000 | JPY 20,996,122 | UBS AG | 09/20/17 | 677 | ||||||||||
USD 75,000 | ZAR 995,288 | UBS AG | 09/20/17 | (68 | ) | |||||||||
PLN 1,417,385 | EUR 335,000 | UBS AG | 09/20/17 | (1,866 | ) | |||||||||
EUR 68,715 | PLN 291,682 | UBS AG | 09/20/17 | 127 | ||||||||||
PLN 49,431 | EUR 11,660 | UBS AG | 09/20/17 | (39 | ) | |||||||||
ZAR 986,423 | USD 75,000 | UBS AG | 09/20/17 | (601 | ) | |||||||||
USD 143,727 | NZD 197,714 | UBS AG | 09/20/17 | (948 | ) | |||||||||
JPY 21,047,446 | USD 188,000 | UBS AG | 09/20/17 | (220 | ) | |||||||||
CAD 301,012 | USD 226,000 | UBS AG | 09/20/17 | 6,411 | ||||||||||
USD 75,304 | EUR 67,000 | UBS AG | 09/20/17 | (1,541 | ) | |||||||||
JPY 9,302,002 | USD 83,570 | UBS AG | 09/20/17 | (580 | ) | |||||||||
EUR 101,000 | NOK 962,429 | UBS AG | 09/20/17 | 383 | ||||||||||
JPY 20,857,133 | USD 188,000 | UBS AG | 09/20/17 | (1,918 | ) | |||||||||
USD 187,977 | AUD 248,000 | UBS AG | 09/20/17 | (2,446 | ) | |||||||||
HUF 24,058,499 | EUR 78,036 | UBS AG | 09/20/17 | (235 | ) | |||||||||
USD 113,279 | AUD 149,085 | UBS AG | 09/20/17 | (1,193 | ) | |||||||||
EUR 68,039 | USD 76,348 | UBS AG | 09/20/17 | 1,689 | ||||||||||
USD 183,513 | EUR 163,296 | UBS AG | 09/20/17 | (3,778 | ) | |||||||||
USD 369,646 | CAD 487,389 | UBS AG | 09/20/17 | (6,666 | ) | |||||||||
USD 188,000 | JPY 20,470,079 | UBS AG | 09/20/17 | 5,371 | ||||||||||
EUR 169,000 | PLN 717,244 | UBS AG | 09/20/17 | 347 | ||||||||||
USD 188,000 | CAD 247,957 | UBS AG | 09/20/17 | (3,447 | ) | |||||||||
SEK 2,192,058 | NOK 2,130,953 | UBS AG | 09/20/17 | 5,731 | ||||||||||
CHF 1,775,791 | EUR 1,637,307 | UBS AG | 09/20/17 | (16,538 | ) | |||||||||
USD 361,836 | HKD 2,801,845 | UBS AG | 09/29/17 | 2,100 | ||||||||||
USD 366,510 | JPY 40,625,798 | Westpac Banking Corp. | 07/20/17 | 5,046 | ||||||||||
JPY 62,549,999 | USD 564,301 | Westpac Banking Corp. | 07/20/17 | (7,769 | ) | |||||||||
GBP 118,000 | USD 149,682 | Westpac Banking Corp. | 08/10/17 | 4,198 | ||||||||||
EUR 3,654,106 | USD 4,134,127 | Westpac Banking Corp. | 08/24/17 | 50,844 | ||||||||||
USD 5,001,765 | EUR 4,421,000 | Westpac Banking Corp. | 08/24/17 | (61,514 | ) | |||||||||
JPY 21,366,287 | EUR 170,825 | Westpac Banking Corp. | 09/20/17 | (5,301 | ) | |||||||||
AUD 100,000 | USD 75,314 | Westpac Banking Corp. | 09/20/17 | 1,469 | ||||||||||
NZD 103,000 | USD 75,042 | Westpac Banking Corp. | 09/20/17 | 327 | ||||||||||
GBP 159,138 | USD 201,136 | Westpac Banking Corp. | 09/20/17 | 6,641 | ||||||||||
USD 187,912 | NZD 260,000 | Westpac Banking Corp. | 09/20/17 | (2,340 | ) | |||||||||
USD 75,122 | NZD 104,000 | Westpac Banking Corp. | 09/20/17 | (979 | ) | |||||||||
AUD 247,000 | USD 187,841 | Westpac Banking Corp. | 09/20/17 | 1,813 | ||||||||||
USD 188,016 | NZD 260,000 | Westpac Banking Corp. | 09/20/17 | (2,236 | ) | |||||||||
EUR 669,779 | USD 751,445 | Westpac Banking Corp. | 09/20/17 | 16,753 | ||||||||||
AUD 247,000 | USD 187,573 | Westpac Banking Corp. | 09/20/17 | 2,082 | ||||||||||
AUD 249,000 | USD 187,370 | Westpac Banking Corp. | 09/20/17 | 3,820 | ||||||||||
CNH 1,520,841 | USD 222,079 | Westpac Banking Corp. | 09/20/17 | 914 | ||||||||||
EUR 1,326,561 | JPY 163,783,979 | Westpac Banking Corp. | 09/20/17 | 60,246 | ||||||||||
USD 777,486 | AUD 1,031,970 | Westpac Banking Corp. | 09/20/17 | (14,894 | ) | |||||||||
USD 123,992 | SGD 171,489 | Westpac Banking Corp. | 09/20/17 | (723 | ) | |||||||||
$ | 261,428 |
Contract Description | Number of Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | |||||||||||||||
Long Contracts | |||||||||||||||||||
90-Day Sterling | 154 | 03/21/18 | $ | 24,926,867 | $ | (241 | ) | ||||||||||||
Australia 3-Year Bond | 119 | 09/15/17 | 10,212,130 | (62,525 | ) | ||||||||||||||
U.S. Treasury 10-Year Note | 125 | 09/20/17 | 15,691,406 | (127,255 | ) | ||||||||||||||
U.S. Treasury 2-Year Note | 106 | 09/29/17 | 22,907,594 | (27,106 | ) | ||||||||||||||
U.S. Treasury Ultra Long Bond | 66 | 09/20/17 | 10,947,750 | 178,058 | |||||||||||||||
$ | 84,685,747 | $ | (39,069 | ) |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) (CONTINUED) |
Contract Description | Number of Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Short Contracts | |||||||||||||||||||
90-Day Eurodollar | (80 | ) | 12/17/18 | $ | (19,640,000 | ) | $ | (20,142 | ) | ||||||||||
U.S. Treasury 5-Year Note | (263 | ) | 09/29/17 | (30,990,852 | ) | 104,686 | |||||||||||||
U.S. Treasury Long Bond | (8 | ) | 09/20/17 | (1,229,500 | ) | 14,197 | |||||||||||||
U.S. Treasury Ultra 10-Year Note | (2 | ) | 09/20/17 | (269,625 | ) | 445 | |||||||||||||
$ | (52,129,977 | ) | $ | 99,186 |
Reference Entity/Obligation | Buy/Sell Protection | (Pay)/ Receive Fixed Rate (%) | Termination Date | Notional Amount(2) | Fair Value(3) | Unrealized Appreciation/ (Depreciation) | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CDX North American Emerging Markets Index, Series 27, Version 1 | Buy | (1.000) | 06/20/22 | USD 6,410,000 | $ | 294,258 | $ | (17,100) | |||||||||||||
$ | 294,258 | $ | (17,100) |
Counterparty | Reference Entity/Obligation | Buy/Sell Protection | (Pay)/ Receive Fixed Rate (%) | Termination Date | Notional Amount(2) | Fair Value(3) | Upfront Payments Paid/ (Received) | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Barclays Bank PLC | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD | 90,000 | $ | (1,429 | ) | $ | (301 | ) | $ | (1,128 | ) | |||||||||
Barclays Bank PLC | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD | 360,000 | (5,717 | ) | (1,279 | ) | (4,438 | ) | ||||||||||||
Barclays Bank PLC | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD | 50,000 | (880 | ) | 206 | (1,086 | ) | |||||||||||||
Barclays Bank PLC | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD | 2,830,000 | (49,815 | ) | 20,688 | (70,503 | ) | |||||||||||||
Barclays Bank PLC | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD | 40,000 | (704 | ) | 53 | (757 | ) | |||||||||||||
Barclays Bank PLC | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD | 100,000 | (1,588 | ) | (63 | ) | (1,525 | ) | ||||||||||||
Citibank N.A. | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD | 250,000 | (4,401 | ) | 446 | (4,847 | ) | |||||||||||||
Citibank N.A. | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD | 1,680,000 | (29,573 | ) | 7,623 | (37,196 | ) | |||||||||||||
Citibank N.A. | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD | 310,000 | (5,457 | ) | 1,277 | (6,734 | ) | |||||||||||||
Deutsche Bank AG | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD | 1,080,000 | (19,011 | ) | 8,897 | (27,908 | ) | |||||||||||||
Deutsche Bank AG | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD | 80,000 | (1,408 | ) | 241 | (1,649 | ) | |||||||||||||
Deutsche Bank AG | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD | 10,000 | (176 | ) | (2 | ) | (174 | ) | ||||||||||||
Deutsche Bank AG | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD | 160,000 | (2,817 | ) | 300 | (3,117 | ) | |||||||||||||
Deutsche Bank AG | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD | 360,000 | (5,717 | ) | 1,197 | (6,914 | ) | |||||||||||||
JPMorgan Chase Bank N.A. | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD | 110,000 | (1,936 | ) | 453 | (2,389 | ) | |||||||||||||
JPMorgan Chase Bank N.A. | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD | 50,000 | (880 | ) | 89 | (969 | ) | |||||||||||||
JPMorgan Chase Bank N.A. | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD | 20,000 | (352 | ) | 68 | (420 | ) | |||||||||||||
JPMorgan Chase Bank N.A. | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD | 110,000 | (1,936 | ) | 321 | (2,257 | ) | |||||||||||||
$ | (133,797 | ) | $ | 40,214 | $ | (174,011 | ) |
(1) | If a Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, a Portfolio will either i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation, other deliverable |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) (CONTINUED) |
obligations or underlying securities comprising the referenced index or ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | ||
(2) | The maximum amount of future payments (undiscounted) that a Portfolio as seller of protection could be required to make or receive as a buyer of credit protection under a credit default swap agreement would be an amount equal to the notional amount of the agreement. | |
(3) | The fair values for credit default swap agreements serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. Increasing fair values, in absolute terms, when compared to the notional amount of the agreement, represent a deterioration of the referenced obligation’s credit soundness and a greater likelihood or risk of default or other credit event occurring. |
Pay/Receive Floating Rate | Floating Rate Index | Fixed Rate | Maturity Date | Notional Amount | Fair Value | Unrealized Appreciation/ (Depreciation) | ||||||||||
Pay | 3-month CAD-CDOR | 1.250% | 09/20/2019 | CAD 87,430,000 | $ | (308,565 | ) | $ | (213,211 | ) | ||||||
Pay | 3-month CAD-CDOR | 1.500 | 09/20/2022 | CAD 4,660,000 | (50,113 | ) | (34,742 | ) | ||||||||
Pay | 6-month CHF-LIBOR | (0.554) | 03/29/2019 | CHF 19,980,000 | (8,985 | ) | (10,053 | ) | ||||||||
Pay | 6-month EUR-EURIBOR | 0.010 | 03/14/2019 | EUR 18,540,000 | 23,206 | 21,509 | ||||||||||
Pay | 6-month EUR-EURIBOR | 0.250 | 02/11/2021 | EUR 21,590,000 | (18,916 | ) | (23,407 | ) | ||||||||
Pay | 6-month EUR-EURIBOR | 0.250 | 09/20/2022 | EUR 16,920,000 | (76,853 | ) | (146,451 | ) | ||||||||
Pay | 6-month EUR-EURIBOR | 1.330 | 01/12/2027 | EUR 8,360,000 | (56,657 | ) | 8,056 | |||||||||
Pay | 6-month EUR-EURIBOR | 1.750 | 06/15/2027 | EUR 6,640,000 | 74,842 | (26,805 | ) | |||||||||
Pay | 6-month EUR-EURIBOR | 1.000 | 09/20/2027 | EUR 10,430,000 | 58,069 | (187,347 | ) | |||||||||
Pay | 6-month EUR-EURIBOR | 2.000 | 06/16/2037 | EUR 680,000 | (6,355 | ) | (6,125 | ) | ||||||||
Pay | 6-month EUR-EURIBOR | 1.750 | 06/17/2047 | EUR 460,000 | (642 | ) | (2,383 | ) | ||||||||
Pay | 6-month GBP-LIBOR | 3.230 | 09/15/1931 | GBP 510,000 | (33,200 | ) | 9,425 | |||||||||
Pay | 6-month GBP-LIBOR | 1.600 | 03/16/2027 | GBP 8,250,000 | (38,957 | ) | (70,552 | ) | ||||||||
Pay | 6-month GBP-LIBOR | 3.364 | 06/15/2027 | GBP 440,000 | (4,528 | ) | (4,510 | ) | ||||||||
Pay | 3-month SEK-STIBOR | 0.050 | 06/15/2018 | SEK 62,530,000 | 36,616 | (21,691 | ) | |||||||||
Pay | 3-month SEK-STIBOR | (0.330) | 09/15/2018 | SEK 61,360,000 | 4,658 | 3,554 | ||||||||||
Pay | 3-month SEK-STIBOR | (0.100) | 06/29/2019 | SEK 23,930,000 | (1,567 | ) | (1,563 | ) | ||||||||
Pay | 3-month SEK-STIBOR | 0.250 | 09/20/2022 | SEK 89,240,000 | (141,052 | ) | (118,484 | ) | ||||||||
Pay | 3-month USD-LIBOR | 2.250 | 12/20/2019 | USD 30,700,000 | 103,551 | 34,659 | ||||||||||
Pay | 3-month USD-LIBOR | 2.500 | 09/20/2027 | USD 2,560,000 | 44,911 | (37,203 | ) | |||||||||
Receive | 3-month AUD-BBSW | 1.800 | 09/20/2019 | AUD 14,410,000 | 40,628 | 28,096 | ||||||||||
Receive | 6-month AUD-BBSW | 2.250 | 09/20/2022 | AUD 170,000 | 1,698 | 1,431 | ||||||||||
Receive | 6-month AUD-BBSW | 3.500 | 12/21/2027 | AUD 4,000,000 | (14,982 | ) | 20,346 | |||||||||
Receive | 6-month GBP-LIBOR | 1.500 | 12/21/1931 | GBP 270,000 | 1,188 | 16,949 | ||||||||||
Receive | 6-month GBP-LIBOR | 1.940 | 01/11/1932 | GBP 6,490,000 | 19,551 | (37,518 | ) | |||||||||
Receive | 6-month GBP-LIBOR | 1.750 | 03/17/1937 | GBP 5,680,000 | 113,027 | 106,099 | ||||||||||
Receive | 6-month GBP-LIBOR | 1.000 | 03/11/2021 | GBP 4,240,000 | 4,558 | 6,974 | ||||||||||
Receive | 6-month GBP-LIBOR | 1.500 | 09/20/2027 | GBP 7,200,000 | (116,252 | ) | 204,434 | |||||||||
Receive | 6-month GBP-LIBOR | 1.500 | 09/20/2032 | GBP 1,720,000 | 19,602 | 58,412 | ||||||||||
Receive | 6-month GBP-LIBOR | 1.500 | 09/20/2047 | GBP 390,000 | 13,249 | 24,722 | ||||||||||
Receive | 6-month JPY-LIBOR | 0.750 | 06/16/2037 | JPY 29,250,000 | 7,935 | 848 | ||||||||||
Receive | 6-month JPY-LIBOR | 0.750 | 09/20/2037 | JPY 81,110,000 | (10,776 | ) | 4,850 | |||||||||
Receive | 3-month USD-LIBOR | 1.826 | 05/11/2019 | USD 13,920,000 | (11,878 | ) | (10,327 | ) | ||||||||
Receive | 3-month USD-LIBOR | 1.750 | 09/20/2019 | USD 11,240,000 | (15,045 | ) | 15,032 | |||||||||
Receive | 3-month USD-LIBOR | 2.250 | 02/11/2021 | USD 15,130,000 | (64,144 | ) | (91,384 | ) | ||||||||
Receive | 3-month USD-LIBOR | 2.000 | 09/20/2022 | USD 29,280,000 | (339 | ) | 154,767 | |||||||||
Receive | 3-month USD-LIBOR | 2.143 | 07/03/2023 | USD 1,000,000 | 497 | 497 | ||||||||||
Receive | 3-month USD-LIBOR | 2.750 | 12/21/2027 | USD 4,310,000 | (15,530 | ) | 11,559 | |||||||||
Receive | 3-month USD-LIBOR | 2.378 | 07/03/2028 | USD 2,690,000 | (8,444 | ) | (8,444 | ) | ||||||||
Receive | 3-month USD-LIBOR | 2.790 | 12/20/2028 | USD 4,380,000 | (125,576 | ) | (31,339 | ) | ||||||||
Receive | 3-month USD-LIBOR | 2.750 | 06/16/2037 | USD 890,000 | 2,474 | 753 | ||||||||||
Receive | 3-month USD-LIBOR | 2.500 | 06/17/2047 | USD 1,070,000 | 8,133 | 6,084 | ||||||||||
Receive | 3-month USD-LIBOR | 2.500 | 09/20/2047 | USD 600,000 | 6,169 | 18,100 | ||||||||||
Receive | 3-month USD-LIBOR | 2.560 | 07/03/2048 | USD 1,140,000 | 6,091 | 6,091 | ||||||||||
$ | (538,703 | ) | $ | (320,292 | ) |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) (CONTINUED) |
Principal Amount | | Description | | | Contractual Settlement Date | | | | Fair Value | | ||
$(2,000,000) | Freddie Mac, 3.500%, due 07/1/45 | 07/13/17 | $ | (2,054,790 | ) | |||||||
(2,000,000) | Ginnie Mae, 4.000%, due 08/1/44 | 08/21/17 | (2,101,875 | ) | ||||||||
Total Sales Commitments Proceeds receivable $(4,168,984) | $ | (4,156,665 | ) |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) (CONTINUED) |
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | ||||||
Asset Derivatives | ||||||||
Foreign exchange contracts | Unrealized appreciation on forward foreign currency contracts | $ | 1,379,768 | |||||
Interest rate contracts | Net Assets - Unrealized appreciation* | 297,386 | ||||||
Interest rate contracts | Net Assets - Unrealized appreciation** | 763,247 | ||||||
Credit contracts | Upfront payments paid on swap agreements | 41,859 | ||||||
Total Asset Derivatives | $ | 2,482,260 | ||||||
Liability Derivatives | ||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 1,118,340 | |||||
Interest rate contracts | Net Assets - Unrealized depreciation* | 237,269 | ||||||
Credit contracts | Net Assets - Unrealized depreciation** | 17,100 | ||||||
Interest rate contracts | Net Assets - Unrealized depreciation** | 1,083,539 | ||||||
Credit contracts | Upfront payments received on OTC swap agreements | 1,645 | ||||||
Credit contracts | Unrealized depreciation on OTC swap agreements | 174,011 | ||||||
Total Liability Derivatives | $ | 2,631,904 |
* | Includes cumulative appreciation/depreciation of futures contracts as reported in the table following the Portfolio of Investments. |
** | Includes cumulative appreciation/depreciation of centrally cleared swaps as reported in the table following the Portfolio of Investments. Only current day’s variation margin receivable/payable is shown on the Statement of Assets and Liabiliites. |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | ||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Foreign currency related transactions* | Futures | Swaps | Total | ||||||||||||||||||
Credit contracts | $ | — | $ | — | $ | (125,887 | ) | $ | (125,887 | ) | ||||||||||||
Foreign exchange contracts | (536,063 | ) | — | — | (536,063 | ) | ||||||||||||||||
Interest rate contracts | — | 1,486,453 | 280,223 | 1,766,676 | ||||||||||||||||||
Total | $ | (536,063 | ) | $ | 1,486,453 | $ | 154,336 | $ | 1,104,726 |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | ||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Foreign currency related transactions* | Futures | Swaps | Total | ||||||||||||||||||
Credit contracts | $ | — | $ | — | $ | (157,150 | ) | $ | (157,150 | ) | ||||||||||||
Foreign exchange contracts | (632,423 | ) | — | — | (632,423 | ) | ||||||||||||||||
Interest rate contracts | — | (573,700 | ) | 106,824 | (466,876 | ) | ||||||||||||||||
Total | $ | (632,423 | ) | $ | (573,700 | ) | $ | (50,326 | ) | $ | (1,256,449 | ) |
* | Amounts recognized for forward foreign currency contracts are included in net realized gain (loss) on foreign currency related transactions and net change in unrealized appreciation or depreciation on foreign currency related transactions. |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) (CONTINUED) |
Bank of America N.A. | Barclays Bank PLC | BNP Paribas | Citibank N.A. | Credit Suisse International | Deutsche Bank AG | JPMorgan Chase Bank N.A. | Morgan Stanley & Co. International PLC | RBC Europe Limited | Royal Bank of Scotland PLC | Standard Chartered Bank | State Street Bank and Trust Co. | UBS AG | Westpac Banking Corp. | Totals | ||||||||||||||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Assets: | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | $ | 47,333 | $ | 88,009 | $ | 10,419 | $ | 175,024 | $ | 80,994 | $ | 126,307 | $ | 151,648 | $ | 303,189 | $ | 7,479 | $ | 7,840 | $ | 12,042 | $ | 191,523 | $ | 23,808 | $ | 154,153 | $ | 1,379,768 | ||||||||||||||||||||||||||||||||
Total Assets | $ | 47,333 | $ | 88,009 | $ | 10,419 | $ | 175,024 | $ | 80,994 | $ | 126,307 | $ | 151,648 | $ | 303,189 | $ | 7,479 | $ | 7,840 | $ | 12,042 | $ | 191,523 | $ | 23,808 | $ | 154,153 | $ | 1,379,768 | ||||||||||||||||||||||||||||||||
Liabilities: | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | $ | 108,036 | $ | 161,975 | $ | 56,697 | $ | 135,350 | $ | 27,416 | $ | 150,253 | $ | 49,234 | $ | 113,957 | $ | 54,282 | $ | 4,702 | $ | 20,068 | $ | 89,941 | $ | 50,673 | $ | 95,756 | $ | 1,118,340 | ||||||||||||||||||||||||||||||||
OTC credit default swaps | — | 60,133 | — | 39,431 | — | 29,129 | 5,104 | — | — | — | — | — | — | — | 133,797 | |||||||||||||||||||||||||||||||||||||||||||||||
Total Liabilities | $ | 108,036 | $ | 222,108 | $ | 56,697 | $ | 174,781 | $ | 27,416 | $ | 179,382 | $ | 54,338 | $ | 113,957 | $ | 54,282 | $ | 4,702 | $ | 20,068 | $ | 89,941 | $ | 50,673 | $ | 95,756 | $ | 1,252,137 | ||||||||||||||||||||||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | (60,703 | ) | $ | (134,099 | ) | $ | (46,278 | ) | $ | 243 | $ | 53,578 | $ | (53,075 | ) | $ | 97,310 | $ | 189,232 | $ | (46,803 | ) | $ | 3,138 | $ | (8,026 | ) | $ | 101,582 | $ | (26,865 | ) | $ | 58,397 | $ | 127,631 | |||||||||||||||||||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | ||||||||||||||||||||||||||||||||
Net Exposure(1) | $ | (60,703 | ) | $ | (134,099 | ) | $ | (46,278 | ) | $ | 243 | $ | 53,578 | $ | (53,075 | ) | $ | 97,310 | $ | 189,232 | $ | (46,803 | ) | $ | 3,138 | $ | (8,026 | ) | $ | 101,582 | $ | (26,865 | ) | $ | 58,397 | $ | 127,631 |
(1) | Positive net exposure represents amounts due from each respective counterparty. Negative exposure represents amounts due from the Portfolio. Please refer to Note 2 for additional details regarding counterparty credit risk and credit related contingent features. |
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
301 Bellevue Parkway
Wilmington, Delaware 19809
225 Liberty Street
New York, New York 10286
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
RETIREMENT | INVESTMENTS | INSURANCE voyainvestments.com | VPSAR-VIT3AIS (0617-082417) |
Voya Investors Trust
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 | |||||
Shareholder Expense Example | 4 | |||||
Statement of Assets and Liabilities | 5 | |||||
Statement of Operations | 6 | |||||
Statements of Changes in Net Assets | 7 | |||||
Financial Highlights | 8 | |||||
Notes to Financial Statements | 9 | |||||
Portfolio of Investments | 15 |
PROXY VOTING INFORMATION
A description of the policies and procedures that the Portfolio 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 Portfolio’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 Portfolio voted proxies related to portfolio securities during the most recent 12-month period ended June 30 is available without charge on the Portfolio’s website at www.voyainvestments.com and on the SEC’s website at www.sec.gov.
Dear Shareholder,
President and Chief Executive Officer
Voya Family of Funds
July 31, 2017
Index | Description |
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. 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. |
Actual Portfolio Return | Hypothetical (5% return before expenses) | |||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value January 1, 2017 | Ending Account Value June 30, 2017 | Annualized Expense Ratio* | Expenses Paid During the Period Ended June 30, 2017** | Beginning Account Value January 1, 2017 | Ending Account Value June 30, 2017 | Annualized Expense Ratio* | Expenses Paid During the Period Ended June 30, 2017** | |||||||||||||||||||||||||||
Class ADV | $1,000.00 | $1,073.10 | 0.49 | % | $2.52 | $1,000.00 | $1,022.36 | 0.49 | % | $2.46 | ||||||||||||||||||||||||
Class I | 1,000.00 | 1,075.40 | 0.19 | 0.98 | 1,000.00 | 1,023.85 | 0.19 | 0.95 | ||||||||||||||||||||||||||
Class S | 1,000.00 | 1,073.90 | 0.44 | 2.26 | 1,000.00 | 1,022.61 | 0.44 | 2.21 |
* | The annualized expense ratios do not include expenses of underlying funds. |
** | Expenses are equal to each Portfolio’s respective annualized expense ratios multiplied by the average account value over the period, multiplied by 181/365 to reflect the most recent fiscal half-year. |
ASSETS: | ||||||
Investments in affiliated underlying funds at fair value* | $ | 136,153,728 | ||||
Total investments at fair value | $ | 136,153,728 | ||||
Cash | 59 | |||||
Receivables: | ||||||
Investments in affiliated underlying funds sold | 37,791 | |||||
Fund shares sold | 12,732 | |||||
Prepaid expenses | 679 | |||||
Reimbursement due from manager | 7,747 | |||||
Other assets | 4,625 | |||||
Total assets | 136,217,361 | |||||
LIABILITIES: | ||||||
Payable for fund shares redeemed | 50,523 | |||||
Payable for investment management fees | 22,581 | |||||
Payable for distribution and shareholder service fees | 32,052 | |||||
Payable to trustees under the deferred compensation plan (Note 6) | 4,625 | |||||
Payable for trustee fees | 2,049 | |||||
Other accrued expenses and liabilities | 32,003 | |||||
Total liabilities | 143,833 | |||||
NET ASSETS | $ | 136,073,528 | ||||
NET ASSETS WERE COMPRISED OF: | ||||||
Paid-in capital | $ | 128,356,857 | ||||
Undistributed net investment income | 5,223,493 | |||||
Accumulated net realized loss | (4,181,926 | ) | ||||
Net unrealized appreciation | 6,675,104 | |||||
NET ASSETS | $ | 136,073,528 | ||||
* Cost of investments in affiliated underlying funds | $ | 129,478,624 | ||||
Class ADV | ||||||
Net assets | $ | 128,672,129 | ||||
Shares authorized | unlimited | |||||
Par value | $ | 0.001 | ||||
Shares outstanding | 11,685,529 | |||||
Net asset value and redemption price per share | $ | 11.01 | ||||
Class I | ||||||
Net assets | $ | 7,347,716 | ||||
Shares authorized | unlimited | |||||
Par value | $ | 0.001 | ||||
Shares outstanding | 660,754 | |||||
Net asset value and redemption price per share | $ | 11.12 | ||||
Class S | ||||||
Net assets | $ | 53,683 | ||||
Shares authorized | unlimited | |||||
Par value | $ | 0.001 | ||||
Shares outstanding | 4,862 | |||||
Net asset value and redemption price per share | $ | 11.04 |
INVESTMENT INCOME: | ||||||
Dividends from affiliated underlying funds | $ | 2,060,753 | ||||
Total investment income | 2,060,753 | |||||
EXPENSES: | ||||||
Investment management fees | 142,374 | |||||
Distribution and shareholder service fees: | ||||||
Class ADV | 399,615 | |||||
Class S | 65 | |||||
Transfer agent fees | 228 | |||||
Shareholder reporting expense | 9,158 | |||||
Professional fees | 17,233 | |||||
Custody and accounting expense | 5,792 | |||||
Trustee fees | 2,896 | |||||
Miscellaneous expense | 6,297 | |||||
Interest expense | 28 | |||||
Total expenses | 583,686 | |||||
Waived and reimbursed fees | (246,914 | ) | ||||
Net expenses | 336,772 | |||||
Net investment income | 1,723,981 | |||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||
Net realized gain (loss) on: | ||||||
Investments | 378 | |||||
Sale of affiliated underlying funds | 1,380,454 | |||||
Capital gain distributions from affiliated underlying funds | 1,626,248 | |||||
Foreign currency related transactions | 397 | |||||
Net realized gain | 3,007,477 | |||||
Net change in unrealized appreciation (depreciation) on: | ||||||
Affiliated underlying funds | 5,639,736 | |||||
Net change in unrealized appreciation (depreciation) | 5,639,736 | |||||
Net realized and unrealized gain | 8,647,213 | |||||
Increase in net assets resulting from operations | $ | 10,371,194 |
Six Months Ended June 30, 2017 | Year Ended December 31, 2016 | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
FROM OPERATIONS: | |||||||||||
Net investment income | $ | 1,723,981 | $ | 3,541,041 | |||||||
Net realized gain (loss) | 3,007,477 | (2,749,129 | ) | ||||||||
Net change in unrealized appreciation (depreciation) | 5,639,736 | 9,070,335 | |||||||||
Increase in net assets resulting from operations | 10,371,194 | 9,862,247 | |||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||
Net investment income: | |||||||||||
Class ADV | — | (3,681,971 | ) | ||||||||
Class I | — | (170,856 | ) | ||||||||
Class S | — | (1,272 | ) | ||||||||
Total distributions | — | (3,854,099 | ) | ||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||
Net proceeds from sale of shares | 5,312,048 | 18,723,949 | |||||||||
Reinvestment of distributions | — | 3,854,099 | |||||||||
5,312,048 | 22,578,048 | ||||||||||
Cost of shares redeemed | (33,880,321 | ) | (31,582,866 | ) | |||||||
Net decrease in net assets resulting from capital share transactions | (28,568,273 | ) | (9,004,818 | ) | |||||||
Net decrease in net assets | (18,197,079 | ) | (2,996,670 | ) | |||||||
NET ASSETS: | |||||||||||
Beginning of year or period | 154,270,607 | 157,267,277 | |||||||||
End of year or period | $ | 136,073,528 | $ | 154,270,607 | |||||||
Undistributed net investment income at end of year or period | $ | 5,223,493 | $ | 3,499,512 |
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)(4) | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | Expense net of all reductions/ additions (2)(3)(4) | | Net investment income (loss)(2)(3) | | Net assets, end of year or period | | Portfolio turnover rate | ||||||||||||||||||||||||||||||||||||
Year or period ended | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | (%) | | (%) | | (%) | | (%) | | (%) | | ($000’s) | | (%) | |||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 10.26 | 0.13 | • | 0.62 | 0.75 | — | — | — | — | — | 11.01 | 7.31 | 0.86 | 0.49 | 0.49 | 2.42 | 128,672 | 8 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 9.87 | 0.23 | • | 0.41 | 0.64 | 0.25 | — | — | 0.25 | — | 10.26 | 6.49 | 0.89 | 0.52 | 0.52 | 2.25 | 139,474 | 52 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 10.91 | 0.21 | • | (0.57 | ) | (0.36 | ) | 0.26 | 0.42 | — | 0.68 | — | 9.87 | (3.68 | ) | 0.98 | 0.48 | 0.48 | 1.99 | 154,227 | 42 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 10.51 | 0.17 | • | 0.23 | 0.40 | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 10.91 | 3.84 | 0.99 | 0.46 | 0.46 | 1.57 | 197,242 | 30 | |||||||||||||||||||||||||||||||||||||||||||||||
05-01-13(5)–12-31-13 | 10.00 | 0.12 | • | 0.39 | 0.51 | — | — | — | — | — | 10.51 | 5.10 | 2.58 | 0.89 | 0.89 | 1.80 | 24,390 | 8 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 10.34 | 0.13 | • | 0.65 | 0.78 | — | — | — | — | — | 11.12 | 7.54 | 0.26 | 0.19 | 0.19 | 2.50 | 7,348 | 8 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 9.95 | 0.25 | • | 0.43 | 0.68 | 0.29 | — | — | 0.29 | — | 10.34 | 6.81 | 0.24 | 0.22 | 0.22 | 2.41 | 14,747 | 52 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 10.99 | 0.25 | • | (0.57 | ) | (0.32 | ) | 0.30 | 0.42 | — | 0.72 | — | 9.95 | (3.35 | ) | 0.23 | 0.18 | 0.18 | 2.36 | 2,994 | 42 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 10.55 | 0.19 | • | 0.25 | 0.44 | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 10.99 | 4.21 | 0.24 | 0.15 | 0.15 | 1.74 | 1,456 | 30 | |||||||||||||||||||||||||||||||||||||||||||||||
05-01-13(5)–12-31-13 | 10.00 | 0.15 | • | 0.40 | 0.55 | — | — | — | — | — | 10.55 | 5.50 | 1.83 | 0.29 | 0.29 | 2.23 | 261 | 8 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 10.28 | 0.13 | • | 0.63 | 0.76 | — | — | — | — | — | 11.04 | 7.39 | 0.51 | 0.44 | 0.44 | 2.52 | 54 | 8 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 9.90 | 0.23 | 0.42 | 0.65 | 0.27 | — | — | 0.27 | — | 10.28 | 6.55 | 0.49 | 0.47 | 0.47 | 2.28 | 50 | 52 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 10.95 | 0.22 | • | (0.58 | ) | (0.36 | ) | 0.27 | 0.42 | — | 0.69 | — | 9.90 | (3.70 | ) | 0.48 | 0.43 | 0.43 | 2.03 | 47 | 42 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 10.54 | 0.16 | 0.25 | 0.41 | — | 0.00 | * | — | 0.00 | * | — | 10.95 | 3.91 | 0.49 | 0.40 | 0.40 | 1.50 | 33 | 30 | |||||||||||||||||||||||||||||||||||||||||||||||||
05-01-13(5)–12-31-13 | 10.00 | 0.14 | 0.40 | 0.54 | — | — | — | — | — | 10.54 | 5.40 | 2.08 | 0.54 | 0.54 | 2.03 | 32 | 8 |
(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 does not reflect the effect of insurance contract charges. 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 Portfolio. Expenses before reductions/additions do not reflect amounts reimbursed by an 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 Portfolio 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 Portfolio. Net investment income (loss) is net of all such additions or reductions. | |
(4) | Ratios do not include expenses of the underlying funds and do not include fees and expenses charged under the variable annuity contract or variable life insurance policy. | |
(5) | Commencement of operations. | |
• | Calculated using average number of shares outstanding throughout the year or period. | |
* | Amount is less than $0.005 or 0.005% or more than $(0.005) or (0.005)%. |
closing price as of the close of the regular trading session on the exchange where the security is principally traded.
Short-term securities of sufficient credit quality are generally considered to be Level 2 securities under applicable accounting rules. The Portfolio classifies each of its investments in the Underlying Funds as Level 1, without consideration as to the classification level of the specific investments held by the Underlying Funds. A table summarizing the Portfolio’s investments under these levels of classification is included following the Portfolio of Investments.
(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. |
Purchases | Sales | |
---|---|---|
$11,768,596 | $38,630,833 |
Subsidiary | Percentage | |||||
---|---|---|---|---|---|---|
Voya Insurance and Annuity Company | 93.57 | % |
Accrued Expenses | Amount | |||||
---|---|---|---|---|---|---|
Audit | $ | 15,162 | ||||
Postage | 9,416 |
Portfolio | Class ADV | Class I | Class S | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Global Perspectives(1)(2) | 1.55 | % | 0.95 | % | 1.20 | % |
(1) | The operating expense limits shown take into account the operating expenses incurred at the Underlying Fund level. The amount of fees and expenses of an Underlying Fund borne by the Portfolio will vary based on the Portfolio’s allocation of assets to, and the net expenses of, a particular Underlying Fund. |
(2) | Pursuant to a side letter through May 1, 2018, the total expense limits including the operating expenses incurred at the Underlying Fund level are 1.09%, 0.83% and 1.08% for Class ADV, Class I, and Class S shares respectively. Termination or modification of this obligation requires approval by the Board. |
June 30, | |||||||
2018 | 2019 | 2020 | Total | ||||
---|---|---|---|---|---|---|---|
$137,772 | $47,800 | $60,880 | $246,452 |
Shares sold | Shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) in shares outstanding | Shares sold | Proceeds from shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) | ||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year or period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 38,537 | — | — | (1,948,022 | ) | (1,909,485 | ) | 402,420 | — | — | (20,794,894 | ) | (20,392,474 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 485,872 | — | 358,168 | (2,874,901 | ) | (2,030,861 | ) | 4,949,464 | — | 3,681,971 | (29,185,657 | ) | (20,554,222 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 448,694 | — | — | (1,214,192 | ) | (765,498 | ) | 4,909,355 | — | — | (13,085,300 | ) | (8,175,945 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 1,342,212 | — | 16,508 | (233,437 | ) | 1,125,283 | 13,773,971 | — | 170,856 | (2,396,788 | ) | 11,548,039 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 26 | — | — | (12 | ) | 14 | 273 | — | — | (127 | ) | 146 | |||||||||||||||||||||||||||||||
12/31/2016 | 52 | — | 123 | (41 | ) | 134 | 514 | — | 1,272 | (421 | ) | 1,365 |
Ordinary Income |
---|
$3,854,099 |
Capital Loss Carryforwards | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Undistributed Ordinary Income | Unrealized Appreciation/ (Depreciation) | Amount | Character | Expiration | |||||||||
$3,503,138 | $(3,125,329) | $ | (2,145,718 | ) | Short-term | None | |||||||
(882,988 | ) | Long-term | None | ||||||||||
$ | (3,028,706 | ) |
PER SHARE AMOUNTS | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Net Investment Income | Payable Date | Record Date | ||||||||
Class ADV | $0.2822 | July 17, 2017 | July 13, 2017 | |||||||
Class I | $0.3207 | July 17, 2017 | July 13, 2017 | |||||||
Class S | $0.2956 | July 17, 2017 | July 13, 2017 |
VOYA GLOBAL PERSPECTIVES® PORTFOLIO | PORTFOLIO OF INVESTMENTS ASOF JUNE 30, 2017 (UNAUDITED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: 100.1% | |||||||||||||||||||
Affiliated Investment Companies: 100.1% | |||||||||||||||||||
1,218,984 | Voya Emerging Markets Index Portfolio — Class I | $ | 13,579,477 | 10.0 | |||||||||||||||
1,378,997 | Voya Global Bond Fund — Class R6 | 13,624,490 | 10.0 | ||||||||||||||||
1,600,866 | Voya GNMA Income Fund — Class I | 13,527,321 | 9.9 | ||||||||||||||||
1,353,762 | Voya High Yield Portfolio — Class I | 13,645,922 | 10.0 | ||||||||||||||||
530,452 | Voya Index Plus LargeCap Portfolio — Class I | 13,611,403 | 10.0 | ||||||||||||||||
1,379,842 | Voya International Index Portfolio — Class I | 13,605,245 | 10.0 | ||||||||||||||||
974,071 | @ | Voya MidCap Opportunities Portfolio — Class I | 13,529,847 | 10.0 | |||||||||||||||
675,472 | Voya Small Company Portfolio — Class I | 13,786,380 | 10.1 | ||||||||||||||||
MUTUAL FUNDS: (continued) | |||||||||||||||||||
Affiliated Investment Companies: (continued) | |||||||||||||||||||
1,275,714 | Voya U.S. Bond Index Portfolio — Class I | $ | 13,560,840 | 10.0 | |||||||||||||||
1,119,706 | VY® Clarion Global Real Estate Portfolio — Class I | 13,682,803 | 10.1 | ||||||||||||||||
Total Mutual Funds (Cost $129,478,624) | 136,153,728 | 100.1 | |||||||||||||||||
Liabilities in Excess of Other Assets | (80,200 | ) | (0.1 | ) | |||||||||||||||
Net Assets | $ | 136,073,528 | 100.0 |
@ | Non-income producing security. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 7,260,242 | ||||
Gross Unrealized Depreciation | (4,654,698 | ) | ||||
Net Unrealized Appreciation | $ | 2,605,544 |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2017 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||
Mutual Funds | $136,153,728 | $ — | $ — | $136,153,728 | ||||||||||||||||
Total Investments, at fair value | $136,153,728 | $ — | $ — | $136,153,728 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Issuer | Beginning Market Value at 12/31/16 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Market Value at 6/30/17 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Emerging Markets Index Portfolio — Class I | $ | 15,410,788 | $ | 686,547 | $ | (4,758,494 | ) | $ | 2,240,636 | $ | 13,579,477 | $ | 231,820 | $ | 82,920 | $ | — | |||||||||||||||||
Voya Global Bond Fund — Class R6 | 15,414,602 | 1,134,125 | (2,516,244 | ) | (407,993 | ) | 13,624,490 | 350,730 | 833,689 | — | ||||||||||||||||||||||||
Voya GNMA Income Fund — Class I | 15,509,100 | 1,364,967 | (3,178,519 | ) | (168,227 | ) | 13,527,321 | 163,656 | 171,414 | — | ||||||||||||||||||||||||
Voya High Yield Portfolio — Class I | 15,525,274 | 1,366,538 | (3,201,233 | ) | (44,657 | ) | 13,645,922 | 515,857 | 148,700 | — | ||||||||||||||||||||||||
Voya Index Plus LargeCap Portfolio — Class I | 15,375,607 | 966,056 | (3,218,971 | ) | 488,711 | 13,611,403 | 221,629 | 429,612 | 253,932 | |||||||||||||||||||||||||
Voya International Index Portfolio — Class I | 15,428,455 | 803,183 | (4,460,965 | ) | 1,834,572 | 13,605,245 | 349,090 | (153,635 | ) | — | ||||||||||||||||||||||||
Voya MidCap Opportunities Portfolio — Class I | 15,373,654 | 475,505 | (4,323,882 | ) | 2,004,570 | 13,529,847 | 19,983 | (229,926 | ) | — |
VOYA GLOBAL PERSPECTIVES® PORTFOLIO | PORTFOLIO OF INVESTMENTS ASOF JUNE 30, 2017 (UNAUDITED)(CONTINUED) |
Issuer | Beginning Market Value at 12/31/16 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Market Value at 6/30/17 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Small Company Portfolio — Class I | $ | 15,372,098 | $ | 2,702,267 | $ | (3,202,999 | ) | $ | (1,084,986 | ) | $ | 13,786,380 | $ | 44,651 | $ | 160,569 | $ | 1,372,316 | ||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 15,462,406 | 1,319,816 | (3,399,076 | ) | 177,694 | 13,560,840 | 163,337 | (49,143 | ) | — | ||||||||||||||||||||||||
VY® Clarion Global Real Estate Portfolio — Class I | 15,497,474 | 949,592 | (3,363,679 | ) | 599,416 | 13,682,803 | — | (13,746 | ) | — | ||||||||||||||||||||||||
$ | 154,369,458 | $ | 11,768,596 | $ | (35,624,062 | ) | $ | 5,639,736 | $ | 136,153,728 | $ | 2,060,753 | $ | 1,380,454 | $ | 1,626,248 |
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
RETIREMENT | INVESTMENTS | INSURANCE | |
voyainvestments.com | VPSAR-VITFOFAIS (0617-082317) |
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 | |||||
Shareholder Expense Examples | 4 | |||||
Statements of Assets and Liabilities | 5 | |||||
Statements of Operations | 6 | |||||
Statements of Changes in Net Assets | 7 | |||||
Financial Highlights | 9 | |||||
Notes to Financial Statements | 11 | |||||
Portfolios of Investments | 18 | |||||
Advisory and Sub-Advisory Contract Approval Discussion | 26 | |||||
QUARTERLY PORTFOLIO HOLDINGS
The Portfolios file their complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. The Portfolios’ Forms N-Q are available on the SEC’s website at www.sec.gov. The Portfolios’ 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 Portfolios’ Forms N-Q, as well as a complete portfolio of investments, are available without charge upon request from the Portfolios by calling Shareholder Services toll-free at (800) 992-0180.
Guiding through the Headlines
Shaun Mathews
President and Chief Executive Officer
Voya Family of Funds
July 31, 2017
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 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 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. |
Actual Portfolio Return | Hypothetical (5% return before expenses) | ||||||||||||||||||||||||||||||||||
Beginning Account Value January 1, 2017 | Ending Account Value June 30, 2017 | Annualized Expense Ratio* | Expenses Paid During the Period Ended June 30, 2017** | Beginning Account Value January 1, 2017 | Ending Account Value June 30, 2017 | Annualized Expense Ratio* | Expenses Paid During the Period Ended June 30, 2017** | ||||||||||||||||||||||||||||
Voya Retirement Conservative Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,038.20 | 0.52 | % | $ | 2.63 | $ | 1,000.00 | $ | 1,022.22 | 0.52 | % | $ | 2.61 | |||||||||||||||||||
Class I | 1,000.00 | 1,037.60 | 0.27 | 1.36 | $ | 1,000.00 | 1,023.46 | 0.27 | 1.35 | ||||||||||||||||||||||||||
Voya Retirement Growth Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,080.20 | 0.68 | % | $ | 3.51 | $ | 1,000.00 | $ | 1,021.42 | 0.68 | % | $ | 3.41 | |||||||||||||||||||
Class I | 1,000.00 | 1,081.90 | 0.26 | 1.34 | 1,000.00 | 1,023.51 | 0.26 | 1.30 | |||||||||||||||||||||||||||
Voya Retirement Moderate Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,058.10 | 0.60 | % | $ | 3.06 | $ | 1,000.00 | $ | 1,021.82 | 0.60 | % | $ | 3.01 | |||||||||||||||||||
Class I | 1,000.00 | 1,060.10 | 0.26 | 1.33 | 1,000.00 | 1,023.51 | 0.26 | 1.30 | �� | ||||||||||||||||||||||||||
Voya Retirement Moderate Growth Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,071.10 | 0.65 | % | $ | 3.34 | $ | 1,000.00 | $ | 1,021.57 | 0.65 | % | $ | 3.26 | |||||||||||||||||||
Class I | 1,000.00 | 1,073.10 | 0.26 | 1.34 | 1,000.00 | 1,023.51 | 0.26 | 1.30 |
* | The annualized expense ratios do not include expenses of the underlying funds. | |
** | Expenses are equal to each Portfolios’ respective annualized expense ratios multiplied by the average account value over the period, multiplied by 181/365 to reflect the most recent fiscal half-year. |
Voya Retirement Conservative Portfolio | Voya Retirement Growth Portfolio | Voya Retirement Moderate Portfolio | Voya Retirement Moderate Growth Portfolio | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSETS: | ||||||||||||||||||
Investments in affiliated underlying funds at fair value* | $ | 478,202,411 | $ | 3,211,725,440 | $ | 1,229,188,115 | $ | 2,220,504,194 | ||||||||||
Cash | 25 | 25 | 25 | 25 | ||||||||||||||
Receivables: | ||||||||||||||||||
Investments in affiliated underlying funds sold | — | 1,451,899 | 54,274 | 1,467,721 | ||||||||||||||
Fund shares sold | 148,769 | 23,290 | 123,951 | 7,629 | ||||||||||||||
Prepaid expenses | 2,216 | 15,800 | 5,981 | 10,760 | ||||||||||||||
Reimbursement due from manager | — | 9,248 | 1,465 | — | ||||||||||||||
Other assets | 13,922 | 147,113 | 53,831 | 97,258 | ||||||||||||||
Total assets | 478,367,343 | 3,213,372,815 | 1,229,427,642 | 2,222,087,587 | ||||||||||||||
LIABILITIES: | ||||||||||||||||||
Payable for investments in affiliated underlying funds purchased | 148,769 | — | — | — | ||||||||||||||
Payable for fund shares redeemed | — | 1,475,189 | 178,224 | 1,475,350 | ||||||||||||||
Payable for investment management fees | 95,635 | 642,378 | 245,867 | 444,676 | ||||||||||||||
Payable for distribution and shareholder service fees | 100,406 | 1,113,760 | 342,651 | 709,453 | ||||||||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 13,922 | 147,113 | 53,831 | 97,258 | ||||||||||||||
Payable for trustee fees | 2,468 | 16,417 | 6,281 | 11,352 | ||||||||||||||
Other accrued expenses and liabilities | 44,232 | 310,222 | 123,975 | 252,603 | ||||||||||||||
Total liabilities | 405,432 | 3,705,079 | 950,829 | 2,990,692 | ||||||||||||||
NET ASSETS | $ | 477,961,911 | $ | 3,209,667,736 | $ | 1,228,476,813 | $ | 2,219,096,895 | ||||||||||
NET ASSETS WERE COMPRISED OF: | ||||||||||||||||||
Paid-in capital | $ | 405,510,724 | $ | 2,628,033,954 | $ | 1,076,062,604 | $ | 1,842,132,970 | ||||||||||
Undistributed net investment income | 10,767,407 | 85,303,225 | 31,432,102 | 58,267,332 | ||||||||||||||
Accumulated net realized gain | 7,865,418 | 289,744,479 | 75,721,888 | 202,111,382 | ||||||||||||||
Net unrealized appreciation | 53,818,362 | 206,586,078 | 45,260,219 | 116,585,211 | ||||||||||||||
NET ASSETS | $ | 477,961,911 | $ | 3,209,667,736 | $ | 1,228,476,813 | $ | 2,219,096,895 | ||||||||||
* Cost of investments in affiliated underlying funds | $ | 424,384,049 | $ | 3,005,139,362 | $ | 1,183,927,896 | $ | 2,103,918,983 | ||||||||||
Class ADV | ||||||||||||||||||
Net assets | $ | 477,960,973 | $ | 3,164,254,701 | $ | 1,210,163,826 | $ | 2,196,312,568 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 51,770,932 | 223,628,618 | 100,744,817 | 167,717,528 | ||||||||||||||
Net asset value and redemption price per share | $ | 9.23 | $ | 14.15 | $ | 12.01 | $ | 13.10 | ||||||||||
Class I | ||||||||||||||||||
Net assets | $ | 938 | $ | 45,413,035 | $ | 18,312,987 | $ | 22,784,327 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 100 | 3,183,629 | 1,504,670 | 1,744,942 | ||||||||||||||
Net asset value and redemption price per share | $ | 9.38 | $ | 14.26 | $ | 12.17 | $ | 13.06 |
Voya Retirement Conservative Portfolio | Voya Retirement Growth Portfolio | Voya Retirement Moderate Portfolio | Voya Retirement Moderate Growth Portfolio | |||||||||||||||
INVESTMENT INCOME: | ||||||||||||||||||
Dividends from affiliated underlying funds | $ | 5,324,732 | $ | 40,394,663 | $ | 15,247,120 | $ | 26,698,898 | ||||||||||
Total investment income | 5,324,732 | 40,394,663 | 15,247,120 | 26,698,898 | ||||||||||||||
EXPENSES: | ||||||||||||||||||
Investment management fees | 587,357 | 3,909,076 | 1,495,321 | 2,702,964 | ||||||||||||||
Distribution and shareholder service fees: | ||||||||||||||||||
Class ADV | 1,223,653 | 8,022,844 | 3,068,946 | 5,573,103 | ||||||||||||||
Transfer agent fees | 234 | 1,996 | 700 | 1,253 | ||||||||||||||
Shareholder reporting expense | 5,971 | 30,760 | 12,665 | 22,422 | ||||||||||||||
Professional fees | 11,244 | 52,955 | 23,755 | 37,115 | ||||||||||||||
Custody and accounting expense | 18,915 | 118,570 | 50,225 | 89,400 | ||||||||||||||
Trustee fees | 7,403 | 49,251 | 18,841 | 34,055 | ||||||||||||||
Miscellaneous expense | 14,440 | 84,194 | 33,838 | 57,911 | ||||||||||||||
Interest expense | — | 342 | 298 | 396 | ||||||||||||||
Total expenses | 1,869,217 | 12,269,988 | 4,704,589 | 8,518,619 | ||||||||||||||
Waived and reimbursed fees | (606,931 | ) | (1,259,350 | ) | (983,885 | ) | (1,232,758 | ) | ||||||||||
Net expenses | 1,262,286 | 11,010,638 | 3,720,704 | 7,285,861 | ||||||||||||||
Net investment income | 4,062,446 | 29,384,025 | 11,526,416 | 19,413,037 | ||||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||||||||||||
Net realized gain (loss) on: | ||||||||||||||||||
Sale of affiliated underlying funds | 2,207,593 | 60,508,245 | 8,504,061 | 39,468,261 | ||||||||||||||
Capital gain distributions from affiliated underlying funds | 2,245,715 | 47,400,985 | 12,127,987 | 28,727,699 | ||||||||||||||
Net realized gain | 4,453,308 | 107,909,230 | 20,632,048 | 68,195,960 | ||||||||||||||
Net change in unrealized appreciation (depreciation) on: | ||||||||||||||||||
Affiliated underlying funds | 9,979,377 | 117,909,992 | 39,395,930 | 68,913,342 | ||||||||||||||
Net change in unrealized appreciation (depreciation) | 9,979,377 | 117,909,992 | 39,395,930 | 68,913,342 | ||||||||||||||
Net realized and unrealized gain | 14,432,685 | 225,819,222 | 60,027,978 | 137,109,302 | ||||||||||||||
Increase in net assets resulting from operations | $ | 18,495,131 | $ | 255,203,247 | $ | 71,554,394 | $ | 156,522,339 |
Voya Retirement Conservative Portfolio | Voya Retirement Growth Portfolio | |||||||||||||||||
Six Months Ended June 30, 2017 | Year Ended December 31, 2016 | Six Months Ended June 30, 2017 | Year Ended December 31, 2016 | |||||||||||||||
FROM OPERATIONS: | ||||||||||||||||||
Net investment income | $ | 4,062,446 | $ | 6,094,190 | $ | 29,384,025 | $ | 50,811,718 | ||||||||||
Net realized gain | 4,453,308 | 9,870,514 | 107,909,230 | 254,508,102 | ||||||||||||||
Net change in unrealized appreciation (depreciation) | 9,979,377 | 7,598,063 | 117,909,992 | (64,300,820 | ) | |||||||||||||
Increase in net assets resulting from operations | 18,495,131 | 23,562,767 | 255,203,247 | 241,019,000 | ||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||||
Net investment income: | ||||||||||||||||||
Class ADV | — | (7,882,876 | ) | — | (75,408,383 | ) | ||||||||||||
Class I | — | (16 | ) | — | (1,296,633 | ) | ||||||||||||
Net realized gains: | ||||||||||||||||||
Class ADV | — | (11,880,325 | ) | — | (174,148,380 | ) | ||||||||||||
Class I | — | (20 | ) | — | (2,444,163 | ) | ||||||||||||
Total distributions | — | (19,763,237 | ) | — | (253,297,559 | ) | ||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||||
Net proceeds from sale of shares | 18,920,282 | 87,151,831 | 8,949,393 | 11,905,622 | ||||||||||||||
Reinvestment of distributions | — | 19,763,201 | — | 253,297,559 | ||||||||||||||
18,920,282 | 106,915,032 | 8,949,393 | 265,203,181 | |||||||||||||||
Cost of shares redeemed | (67,039,787 | ) | (89,476,340 | ) | (377,582,907 | ) | (588,443,179 | ) | ||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (48,119,505 | ) | 17,438,692 | (368,633,514 | ) | (323,239,998 | ) | |||||||||||
Net increase (decrease) in net assets | (29,624,374 | ) | 21,238,222 | (113,430,267 | ) | (335,518,557 | ) | |||||||||||
NET ASSETS: | ||||||||||||||||||
Beginning of year or period | 507,586,285 | 486,348,063 | 3,323,098,003 | 3,658,616,560 | ||||||||||||||
End of year or period | $ | 477,961,911 | $ | 507,586,285 | $ | 3,209,667,736 | $ | 3,323,098,003 | ||||||||||
Undistributed net investment income at end of year or period | $ | 10,767,407 | $ | 6,704,961 | $ | 85,303,225 | $ | 55,919,200 |
Voya Retirement Moderate Portfolio | Voya Retirement Moderate Growth Portfolio | |||||||||||||||||
Six Months Ended June 30, 2017 | Year Ended December 31, 2016 | Six Months Ended June 30, 2017 | Year Ended December 31, 2016 | |||||||||||||||
FROM OPERATIONS: | ||||||||||||||||||
Net investment income | $ | 11,526,416 | $ | 18,117,501 | $ | 19,413,037 | $ | 35,298,018 | ||||||||||
Net realized gain | 20,632,048 | 65,677,159 | 68,195,960 | 151,935,549 | ||||||||||||||
Net change in unrealized appreciation (depreciation) | 39,395,930 | (8,074,379 | ) | 68,913,342 | (30,135,916 | ) | ||||||||||||
Increase in net assets resulting from operations | 71,554,394 | 75,720,281 | 156,522,339 | 157,097,651 | ||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||||
Net investment income: | ||||||||||||||||||
Class ADV | — | (25,867,529 | ) | — | (51,576,147 | ) | ||||||||||||
Class I | — | (419,575 | ) | — | (560,372 | ) | ||||||||||||
Net realized gains: | ||||||||||||||||||
Class ADV | — | (64,370,654 | ) | — | (198,390,694 | ) | ||||||||||||
Class I | — | (870,022 | ) | — | (1,781,449 | ) | ||||||||||||
Total distributions | — | (91,527,780 | ) | — | (252,308,662 | ) | ||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||||
Net proceeds from sale of shares | 9,349,078 | 13,785,109 | 7,778,927 | 13,469,628 | ||||||||||||||
Reinvestment of distributions | — | 91,527,780 | — | 252,308,662 | ||||||||||||||
9,349,078 | 105,312,889 | 7,778,927 | 265,778,290 | |||||||||||||||
Cost of shares redeemed | (127,706,750 | ) | (221,157,066 | ) | (243,255,718 | ) | (416,192,244 | ) | ||||||||||
Net decrease in net assets resulting from capital share transactions | (118,357,672 | ) | (115,844,177 | ) | (235,476,791 | ) | (150,413,954 | ) | ||||||||||
Net decrease in net assets | (46,803,278 | ) | (131,651,676 | ) | (78,954,452 | ) | (245,624,965 | ) | ||||||||||
NET ASSETS: | ||||||||||||||||||
Beginning of year or period | 1,275,280,091 | 1,406,931,767 | 2,298,051,347 | 2,543,676,312 | ||||||||||||||
End of year or period | $ | 1,228,476,813 | $ | 1,275,280,091 | $ | 2,219,096,895 | $ | 2,298,051,347 | ||||||||||
Undistributed net investment income at end of year or period | $ | 31,432,102 | $ | 19,905,686 | $ | 58,267,332 | $ | 38,854,295 |
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)(4) | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | Expense net of all reductions/ additions(2)(3)(4) | | Net investment income (loss)(2)(3) | | Net assets, end of year or period | | Portfolio turnover rate | ||||||||||||||||||||||||||||||||||||||
Year or period ended | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | (%) | | (%) | | (%) | | (%) | | (%) | | ($000’s) | | (%) | ||||||||||||||||||||||||||||||||||||
Voya Retirement Conservative Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 8.89 | 0.07 | • | 0.27 | 0.34 | — | — | — | — | — | 9.23 | 3.82 | 0.77 | 0.52 | 0.52 | 1.66 | 477,961 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 8.81 | 0.09 | 0.32 | 0.41 | 0.13 | 0.20 | — | 0.33 | — | 8.89 | 4.68 | 0.76 | 0.51 | 0.51 | 1.17 | 507,585 | 23 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 9.36 | 0.13 | (0.20 | ) | (0.07 | ) | 0.14 | 0.34 | — | 0.48 | — | 8.81 | �� | (0.80 | ) | 0.76 | 0.51 | 0.51 | 1.37 | 486,347 | 21 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 9.46 | 0.12 | • | 0.43 | 0.55 | 0.30 | 0.35 | — | 0.65 | — | 9.36 | 5.88 | 0.77 | 0.52 | 0.52 | 1.28 | 523,521 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 9.48 | 0.09 | • | 0.32 | 0.41 | 0.31 | 0.12 | — | 0.43 | — | 9.46 | 4.37 | 0.77 | 0.52 | 0.52 | 0.98 | 575,566 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 9.18 | 0.13 | 0.58 | 0.71 | 0.29 | 0.12 | — | 0.41 | — | 9.48 | 7.92 | 0.76 | 0.48 | 0.48 | 1.43 | 679,513 | 21 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 9.04 | 0.09 | • | 0.25 | 0.34 | — | — | — | — | — | 9.38 | 3.76 | 0.27 | 0.27 | 0.27 | 1.87 | 1 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 8.97 | 0.14 | 0.29 | 0.43 | 0.16 | 0.20 | — | 0.36 | — | 9.04 | 4.73 | 0.26 | 0.26 | 0.26 | 1.52 | 1 | 23 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 9.52 | 0.16 | (0.20 | ) | (0.04 | ) | 0.17 | 0.34 | — | 0.51 | — | 8.97 | (0.50 | ) | 0.26 | 0.26 | 0.26 | 1.72 | 1 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 9.62 | 0.16 | 0.42 | 0.58 | 0.33 | 0.35 | — | 0.68 | — | 9.52 | 6.09 | 0.27 | 0.27 | 0.27 | 1.61 | 1 | 13 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 9.65 | 0.13 | 0.29 | 0.42 | 0.33 | 0.12 | — | 0.45 | — | 9.62 | 4.45 | 0.27 | 0.27 | 0.27 | 1.35 | 1 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 9.33 | 0.16 | 0.59 | 0.75 | 0.31 | 0.12 | — | 0.43 | — | 9.65 | 8.24 | 0.26 | 0.23 | 0.23 | 1.69 | 1 | 21 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Retirement Growth Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 13.10 | 0.12 | • | 0.93 | 1.05 | — | — | — | — | — | 14.15 | 8.02 | 0.76 | 0.68 | 0.68 | 1.80 | 3,164,255 | 8 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.14 | 0.19 | • | 0.76 | 0.95 | 0.30 | 0.69 | — | 0.99 | — | 13.10 | 7.31 | 0.76 | 0.68 | 0.68 | 1.45 | 3,275,638 | 17 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 13.63 | 0.22 | • | (0.49 | ) | (0.27 | ) | 0.22 | — | — | 0.22 | — | 13.14 | (2.03 | ) | 0.76 | 0.68 | 0.68 | 1.59 | 3,611,216 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 13.15 | 0.16 | • | 0.54 | 0.70 | 0.22 | — | — | 0.22 | — | 13.63 | 5.33 | 0.76 | 0.68 | 0.68 | 1.21 | 4,266,570 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.29 | 0.17 | • | 1.92 | 2.09 | 0.23 | — | — | 0.23 | — | 13.15 | 18.66 | 0.76 | 0.68 | 0.68 | 1.39 | 4,698,281 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 10.24 | 0.16 | • | 1.15 | 1.31 | 0.26 | — | — | 0.26 | — | 11.29 | 12.98 | 0.76 | 0.65 | 0.65 | 1.46 | 4,372,787 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 13.18 | 0.15 | • | 0.93 | 1.08 | — | — | — | — | — | 14.26 | 8.19 | 0.26 | 0.26 | 0.26 | 2.26 | 45,413 | 8 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.22 | 0.25 | 0.76 | 1.01 | 0.36 | 0.69 | — | 1.05 | — | 13.18 | 7.80 | 0.26 | 0.26 | 0.26 | 1.93 | 47,460 | 17 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 13.72 | 0.28 | (0.49 | ) | (0.21 | ) | 0.29 | — | — | 0.29 | — | 13.22 | (1.62 | ) | 0.26 | 0.26 | 0.26 | 2.03 | 47,401 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 13.24 | 0.22 | • | 0.54 | 0.76 | 0.28 | — | — | 0.28 | — | 13.72 | 5.73 | 0.26 | 0.26 | 0.26 | 1.65 | 51,316 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.36 | 0.23 | • | 1.93 | 2.16 | 0.28 | — | — | 0.28 | — | 13.24 | 19.21 | 0.26 | 0.26 | 0.26 | 1.83 | 52,418 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 10.31 | 0.21 | • | 1.15 | 1.36 | 0.31 | — | — | 0.31 | — | 11.36 | 13.41 | 0.26 | 0.23 | 0.23 | 1.92 | 46,196 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Retirement Moderate Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 11.35 | 0.11 | • | 0.55 | 0.66 | — | — | — | — | — | 12.01 | 5.81 | 0.76 | 0.60 | 0.60 | 1.85 | 1,210,164 | 8 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 11.49 | 0.15 | • | 0.51 | 0.66 | 0.23 | 0.57 | — | 0.80 | — | 11.35 | 5.78 | 0.76 | 0.60 | 0.60 | 1.34 | 1,257,324 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.68 | 0.18 | • | (0.35 | ) | (0.17 | ) | 0.11 | 0.91 | — | 1.02 | — | 11.49 | (1.57 | ) | 0.76 | 0.60 | 0.60 | 1.47 | 1,387,932 | 18 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 12.40 | 0.16 | • | 0.49 | 0.65 | 0.37 | — | — | 0.37 | — | 12.68 | 5.24 | 0.76 | 0.60 | 0.60 | 1.26 | 1,621,085 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.58 | 0.14 | • | 1.01 | 1.15 | 0.33 | — | — | 0.33 | — | 12.40 | 10.05 | 0.76 | 0.60 | 0.60 | 1.17 | 1,786,063 | 20 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 10.85 | 0.16 | • | 0.93 | 1.09 | 0.36 | — | — | 0.36 | — | 11.58 | 10.22 | 0.76 | 0.56 | 0.56 | 1.44 | 1,793,065 | 14 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 11.48 | 0.13 | • | 0.56 | 0.69 | — | — | — | — | — | 12.17 | 6.01 | 0.26 | 0.26 | 0.26 | 2.22 | 18,313 | 8 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 11.62 | 0.20 | • | 0.51 | 0.71 | 0.28 | 0.57 | — | 0.85 | — | 11.48 | 6.12 | 0.26 | 0.26 | 0.26 | 1.68 | 17,956 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.82 | 0.23 | (0.36 | ) | (0.13 | ) | 0.16 | 0.91 | — | 1.07 | — | 11.62 | (1.24 | ) | 0.26 | 0.26 | 0.26 | 1.81 | 19,000 | 18 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 12.53 | 0.21 | 0.50 | 0.71 | 0.42 | — | — | 0.42 | — | 12.82 | 5.64 | 0.26 | 0.26 | 0.26 | 1.62 | 21,914 | 10 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.71 | 0.19 | • | 1.00 | 1.19 | 0.37 | — | — | 0.37 | — | 12.53 | 10.32 | 0.26 | 0.26 | 0.26 | 1.54 | 21,892 | 20 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 10.97 | 0.21 | 0.93 | 1.14 | 0.40 | — | — | 0.40 | — | 11.71 | 10.60 | 0.26 | 0.22 | 0.22 | 1.80 | 22,058 | 14 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Retirement Moderate Growth Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 12.23 | 0.11 | • | 0.76 | 0.87 | — | — | — | — | — | 13.10 | 7.11 | 0.76 | 0.65 | 0.65 | 1.72 | 2,196,313 | 6 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 12.76 | 0.18 | • | 0.67 | 0.85 | 0.28 | 1.10 | — | 1.38 | — | 12.23 | 6.81 | 0.76 | 0.65 | 0.65 | 1.46 | 2,275,963 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 13.54 | 0.21 | • | (0.40 | ) | (0.19 | ) | 0.22 | 0.37 | — | 0.59 | — | 12.76 | (1.59 | ) | 0.76 | 0.65 | 0.65 | 1.56 | 2,521,814 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 13.02 | 0.16 | • | 0.58 | 0.74 | 0.22 | — | — | 0.22 | — | 13.54 | 5.68 | 0.76 | 0.65 | 0.65 | 1.24 | 2,930,279 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.49 | 0.17 | • | 1.62 | 1.79 | 0.26 | — | — | 0.26 | — | 13.02 | 15.73 | 0.76 | 0.65 | 0.65 | 1.39 | 3,173,203 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 10.57 | 0.17 | • | 1.04 | 1.21 | 0.29 | — | — | 0.29 | — | 11.49 | 11.60 | 0.76 | 0.61 | 0.61 | 1.51 | 3,001,884 | 13 |
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)(4) | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | Expense net of all reductions/ additions(2)(3)(4) | | Net investment income (loss)(2)(3) | | Net assets, end of year or period | | Portfolio turnover rate | ||||||||||||||||||||||||||||||||||||||
Year or period ended | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | (%) | | (%) | | (%) | | (%) | | (%) | | ($000’s) | | (%) | ||||||||||||||||||||||||||||||||||||
Voya Retirement Moderate Growth Portfolio (continued) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-17 | 12.17 | 0.13 | • | 0.76 | 0.89 | — | — | — | — | — | 13.06 | 7.31 | 0.26 | 0.26 | 0.26 | 2.13 | 22,784 | 6 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 12.71 | 0.24 | 0.66 | 0.90 | 0.34 | 1.10 | — | 1.44 | — | 12.17 | 7.25 | 0.26 | 0.26 | 0.26 | 1.86 | 22,088 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 13.50 | 0.26 | • | (0.40 | ) | (0.14 | ) | 0.28 | 0.37 | — | 0.65 | — | 12.71 | (1.24 | ) | 0.26 | 0.26 | 0.26 | 1.95 | 21,862 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 12.98 | 0.23 | 0.56 | 0.79 | 0.27 | — | — | 0.27 | — | 13.50 | 6.11 | 0.26 | 0.26 | 0.26 | 1.65 | 24,595 | 11 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.46 | 0.22 | • | 1.61 | 1.83 | 0.31 | — | — | 0.31 | — | 12.98 | 16.13 | 0.26 | 0.26 | 0.26 | 1.79 | 24,996 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 10.54 | 0.21 | • | 1.04 | 1.25 | 0.33 | — | — | 0.33 | — | 11.46 | 12.11 | 0.26 | 0.22 | 0.22 | 1.90 | 21,479 | 13 |
(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 does not reflect the effect of insurance contract charges. 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 Portfolio. Expenses before reductions/additions do not reflect amounts reimbursed by an 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 Portfolio 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 Portfolio. Net investment income (loss) is net of all such additions or reductions. |
(4) | Ratios do not include expenses of underlying funds and do not include fees and expenses charged under the variable annuity contract or variable life insurance policy. |
• | Calculated using average number of shares outstanding throughout the year or period. |
between the last bid and ask prices from the exchange on which they are principally traded. Investments in open-end registered investment companies that do not trade on an exchange are valued at the end of day NAV per share. Investments in registered investment companies that trade on an exchange are valued at the last sales price or official closing price as of the close of the regular trading session on the exchange where the security is principally traded.
Purchases | Sales | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Conservative | $ | 50,473,695 | $ | 94,548,908 | ||||||
Growth | 248,826,970 | 588,206,462 | ||||||||
Moderate Growth | 140,123,561 | 356,257,090 | ||||||||
Moderate | 98,675,273 | 205,544,089 |
Subsidiary | Portfolio | Percentage | ||||
Voya Institutional Trust | Conservative | 18.09 | % | |||
Company | Moderate | 6.07 | ||||
Voya Insurance and | Conservative | 79.38 | ||||
Annuity Company | Growth | 94.60 | ||||
Moderate | 88.85 | |||||
Moderate Growth | 92.96 |
Portfolio(1) | Class ADV | Class I | ||||||
---|---|---|---|---|---|---|---|---|
Conservative | 0.92 | % | 0.67 | % | ||||
Growth | 1.07 | % | 0.82 | % | ||||
Moderate | 1.00 | % | 0.75 | % | ||||
Moderate Growth | 1.04 | % | 0.79 | % |
(1) | The operating expense limits take into account the operating expenses incurred at the Underlying Fund level. The amount of fees and expenses of an Underlying Fund borne by each Portfolio will vary based on each Portfolio’s allocation of assets to, and the net expenses of, a particular Underlying Fund. |
Portfolio(2) | Class ADV | Class I | ||||||
---|---|---|---|---|---|---|---|---|
Conservative | 1.02 | % | 0.77 | % | ||||
Growth | 1.13 | % | 0.88 | % | ||||
Moderate | 1.04 | % | 0.79 | % | ||||
Moderate Growth | 1.09 | % | 0.84 | % |
(2) | The operating expense limits took into account the operating expenses incurred at the Underlying Fund level. The amount of fees and expenses of an Underlying Fund borne by each Portfolio was based on each Portfolio’s allocation of assets to, and the net expenses of, a particular Underlying Fund. |
June 30, | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2018 | 2019 | 2020 | Total | ||||||||||||||||
Growth | $— | $— | $54,336 | $54,336 | |||||||||||||||
Moderate | — | — | 9,809 | 9,809 |
Shares sold | Shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) in shares outstanding | Shares sold | Proceeds from shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) | ||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year or period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||||||
Conservative | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 2,079,799 | — | — | (7,374,693 | ) | (5,294,894 | ) | 18,920,282 | — | — | (67,039,775 | ) | (48,119,493 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 9,679,466 | — | 2,203,255 | (9,995,283 | ) | 1,887,438 | 87,151,831 | — | 19,763,201 | (89,476,340 | ) | 17,438,692 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | — | — | — | (1 | ) | (1 | ) | — | — | — | (12 | ) | (12 | ) | |||||||||||||||||||||||||||||
12/31/2016 | — | — | — | — | — | — | — | — | — | — | |||||||||||||||||||||||||||||||||
Growth | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 591,460 | — | — | (27,074,794 | ) | (26,483,334 | ) | 8,088,428 | — | — | (370,869,849 | ) | (362,781,421 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 664,234 | — | 19,420,760 | (44,812,694 | ) | (24,727,700 | ) | 8,588,177 | — | 249,556,763 | (581,633,408 | ) | (323,488,468 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 62,210 | — | — | (480,808 | ) | (418,598 | ) | 860,965 | — | — | (6,713,058 | ) | (5,852,093 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 248,830 | — | 289,984 | (521,751 | ) | 17,063 | 3,317,445 | — | 3,740,796 | (6,809,771 | ) | 248,470 | |||||||||||||||||||||||||||||||
Moderate | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 763,369 | — | — | (10,788,691 | ) | (10,025,322 | ) | 8,979,029 | — | — | (126,626,914 | ) | (117,647,885 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 1,105,394 | — | 7,971,571 | (19,071,593 | ) | (9,994,628 | ) | 12,636,020 | — | 90,238,183 | (217,882,636 | ) | (115,008,433 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 31,224 | — | — | (90,517 | ) | (59,293 | ) | 370,049 | — | — | (1,079,836 | ) | (709,787 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 99,377 | — | 112,825 | (283,132 | ) | (70,930 | ) | 1,149,089 | — | 1,289,597 | (3,274,430 | ) | (835,744 | ) |
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 | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||||||
Moderate Growth | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 586,018 | — | — | (19,009,352 | ) | (18,423,334 | ) | 7,423,030 | — | — | (242,007,053 | ) | (234,584,023 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 945,437 | — | 20,709,763 | (33,178,325 | ) | (11,523,125 | ) | 11,760,935 | — | 249,966,841 | (413,227,873 | ) | (151,500,097 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | 28,097 | — | — | (98,389 | ) | (70,292 | ) | 355,897 | — | — | (1,248,665 | ) | (892,768 | ) | |||||||||||||||||||||||||||||
12/31/2016 | 138,879 | — | 195,315 | (238,708 | ) | 95,486 | 1,708,693 | — | 2,341,821 | (2,964,371 | ) | 1,086,143 |
Ordinary Income | Long-term Capital Gains | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Conservative | $ | 8,077,458 | $ | 11,685,779 | ||||||
Growth | 76,705,016 | 176,592,543 | ||||||||
Moderate | 26,287,104 | 65,240,676 | ||||||||
Moderate Growth | 52,136,519 | 200,172,143 |
Undistributed Ordinary Income | Undistributed Long-term Capital Gains | Unrealized Appreciation/ (Depreciation) | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Conservative | $ | 7,005,084 | $ | 9,975,628 | $ | 36,983,797 | |||||||
Growth | 56,033,129 | 217,957,859 | 52,553,476 | ||||||||||
Moderate | 19,956,854 | 67,622,799 | (6,684,101 | ) | |||||||||
Moderate Growth | 38,919,926 | 154,239,104 | 27,348,187 |
PER SHARE AMOUNTS | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net Investment Income | Short-term Capital Gains | Long-term Capital Gains | Payable Date | Record Date | |||||||||||||||||||
Conservative | |||||||||||||||||||||||
Class ADV | $ | 0.1301 | $ | 0.0057 | $ | 0.1933 | July 17, 2017 | July 13, 2017 | |||||||||||||||
Class I | $ | 0.1554 | $ | 0.0057 | $ | 0.1933 | July 17, 2017 | July 13, 2017 | |||||||||||||||
Growth | �� | ||||||||||||||||||||||
Class ADV | $ | 0.2472 | $ | — | $ | 0.9649 | July 17, 2017 | July 13, 2017 | |||||||||||||||
Class I | $ | 0.3124 | $ | — | $ | 0.9649 | July 17, 2017 | July 13, 2017 | |||||||||||||||
Moderate | |||||||||||||||||||||||
Class ADV | $ | 0.1956 | $ | 0.0002 | $ | 0.6653 | July 17, 2017 | July 13, 2017 | |||||||||||||||
Class I | $ | 0.2409 | $ | 0.0002 | $ | 0.6653 | July 17, 2017 | July 13, 2017 | |||||||||||||||
Moderate Growth | |||||||||||||||||||||||
Class ADV | $ | 0.2301 | $ | — | $ | 0.9139 | July 17, 2017 | July 13, 2017 | |||||||||||||||
Class I | $ | 0.2858 | $ | — | $ | 0.9139 | July 17, 2017 | July 13, 2017 |
VOYA RETIREMENT CONSERVATIVE PORTFOLIO | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: 100.1% | |||||||||||||||||||
Affiliated Investment Companies: 100.1% | |||||||||||||||||||
286,092 | Voya Australia Index Portfolio — Class I | $ | 2,431,786 | 0.5 | |||||||||||||||
544,619 | Voya Euro STOXX 50® Index Portfolio — Class I | 5,854,657 | 1.2 | ||||||||||||||||
518,755 | Voya FTSE 100 Index® Portfolio — Class I | 4,679,173 | 1.0 | ||||||||||||||||
79,989 | Voya Hang Seng Index Portfolio — Class I | 1,204,639 | 0.3 | ||||||||||||||||
430,271 | Voya Japan TOPIX Index® Portfolio — Class I | 4,857,764 | 1.0 | ||||||||||||||||
1,939,552 | Voya RussellTM Mid Cap Index Portfolio — Class I | 28,841,138 | 6.0 | ||||||||||||||||
25,654,448 | Voya U.S. Bond Index Portfolio — Class I | 272,706,785 | 57.1 | ||||||||||||||||
MUTUAL FUNDS: (continued) | |||||||||||||||||||
Affiliated Investment Companies: (continued) | |||||||||||||||||||
6,370,229 | Voya U.S. Stock Index Portfolio — Class I | $ | 95,871,953 | 20.1 | |||||||||||||||
6,527,962 | VY® BlackRock Inflation Protected Bond Portfolio — Class I | 61,754,516 | 12.9 | ||||||||||||||||
Total Mutual Funds (Cost $424,384,049) | 478,202,411 | 100.1 | |||||||||||||||||
Liabilities in Excess of Other Assets | (240,500 | ) | (0.1 | ) | |||||||||||||||
Net Assets | $ | 477,961,911 | 100.0 |
Cost for federal income tax purposes is $430,855,061. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 54,095,783 | ||||
Gross Unrealized Depreciation | (6,748,433 | ) | ||||
Net Unrealized Appreciation | $ | 47,347,350 |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2017 | ||||||||||||||||||
Asset Table | |||||||||||||||||||||
Investments, at fair value | |||||||||||||||||||||
Mutual Funds | $ | 478,202,411 | $ | — | $ | — | $ | 478,202,411 | |||||||||||||
Total Investments, at fair value | $ | 478,202,411 | $ | — | $ | — | $ | 478,202,411 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Issuer | Beginning Fair Value at 12/31/16 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/17 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Australia Index Portfolio — Class I | $ | 2,524,249 | $ | 183,529 | $ | (419,624 | ) | $ | 143,632 | $ | 2,431,786 | $ | 83,252 | $ | 17,875 | $ | — | |||||||||||||||
Voya Euro STOXX 50® Index Portfolio — Class I | 6,816,700 | 380,874 | (1,851,199 | ) | 508,282 | 5,854,657 | 250,958 | 259,733 | — | |||||||||||||||||||||||
Voya FTSE 100 Index® Portfolio — Class I | 5,191,499 | 453,694 | (1,263,041 | ) | 297,021 | 4,679,173 | 188,646 | (118,918 | ) | 162,598 | ||||||||||||||||||||||
Voya Hang Seng Index Portfolio — Class I | 1,213,633 | 39,900 | (238,029 | ) | 189,135 | 1,204,639 | 14,082 | 13,467 | — | |||||||||||||||||||||||
Voya Japan TOPIX Index® Portfolio — Class I | 5,007,708 | 326,890 | (752,349 | ) | 275,515 | 4,857,764 | 104,227 | 62,148 | 119,389 | |||||||||||||||||||||||
Voya RussellTM Mid Cap Index Portfolio — Class I | 30,648,395 | 3,168,145 | (4,510,681 | ) | (464,721 | ) | 28,841,138 | 428,516 | 331,791 | 1,963,728 | ||||||||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 262,554,940 | 39,280,754 | (31,874,921 | ) | 2,746,012 | 272,706,785 | 2,957,538 | (375,858 | ) | — |
VOYA RETIREMENT CONSERVATIVE PORTFOLIO | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) (continued) |
Issuer | Beginning Fair Value at 12/31/16 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/17 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya U.S. Stock Index Portfolio — Class I | $ | 102,914,379 | $ | 2,065,496 | $ | (15,146,245 | ) | $ | 6,038,323 | $ | 95,871,953 | $ | — | $ | 2,848,045 | $ | — | |||||||||||||||
VY® BlackRock Inflation Protected Bond Portfolio — Class I | 90,973,436 | 4,574,415 | (34,039,513 | ) | 246,178 | 61,754,516 | 1,297,513 | (830,690 | ) | — | ||||||||||||||||||||||
$ | 507,844,939 | $ | 50,473,697 | $ | (90,095,602 | ) | $ | 9,979,377 | $ | 478,202,411 | $ | 5,324,732 | $ | 2,207,593 | $ | 2,245,715 |
VOYA RETIREMENT GROWTH PORTFOLIO | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: 100.1% | |||||||||||||||||||
Affiliated Investment Companies: 100.1% | |||||||||||||||||||
6,698,591 | Voya Australia Index Portfolio — Class I | $ | 56,938,026 | 1.8 | |||||||||||||||
17,234,598 | Voya Emerging Markets Index Portfolio — Class I | 191,993,426 | 6.0 | ||||||||||||||||
19,006,186 | Voya Euro STOXX 50® Index Portfolio — Class I | 204,316,497 | 6.4 | ||||||||||||||||
16,531,195 | Voya FTSE 100 Index® Portfolio — Class I | 149,111,382 | 4.6 | ||||||||||||||||
1,608,169 | Voya Hang Seng Index Portfolio — Class I | 24,219,018 | 0.8 | ||||||||||||||||
15,152,410 | Voya Japan TOPIX Index® Portfolio — Class I | 171,070,711 | 5.3 | ||||||||||||||||
28,180,553 | Voya RussellTM Mid Cap Index Portfolio — Class I | 419,044,817 | 13.1 | ||||||||||||||||
11,424,400 | Voya RussellTM Small Cap Index Portfolio — Class I | 164,054,385 | 5.1 | ||||||||||||||||
MUTUAL FUNDS: (continued) | |||||||||||||||||||
Affiliated Investment Companies: (continued) | |||||||||||||||||||
75,469,806 | Voya U.S. Bond Index Portfolio — Class I | $ | 802,244,036 | 25.0 | |||||||||||||||
68,354,362 | Voya U.S. Stock Index Portfolio — Class I | 1,028,733,142 | 32.0 | ||||||||||||||||
Total Mutual Funds (Cost $3,005,139,362) | 3,211,725,440 | 100.1 | |||||||||||||||||
Liabilities in Excess of Other Assets | (2,057,704 | ) | (0.1 | ) | |||||||||||||||
Net Assets | $ | 3,209,667,736 | 100.0 |
Cost for federal income tax purposes is $3,045,192,419. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 243,456,016 | ||||
Gross Unrealized Depreciation | (76,922,995 | ) | ||||
Net Unrealized Appreciation | $ | 166,533,021 |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2017 | ||||||||||||||||||
Asset Table | |||||||||||||||||||||
Investments, at fair value | |||||||||||||||||||||
Mutual Funds | $ | 3,211,725,440 | $ | — | $ | — | $ | 3,211,725,440 | |||||||||||||
Total Investments, at fair value | $ | 3,211,725,440 | $ | — | $ | — | $ | 3,211,725,440 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Issuer | Beginning Fair Value at 12/31/16 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/17 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Australia Index Portfolio — Class I | $ | 78,051,383 | $ | 2,677,428 | $ | (32,837,550 | ) | $ | 9,046,765 | $ | 56,938,026 | $ | 2,591,580 | $ | (4,503,284 | ) | $ | — | ||||||||||||||
Voya Emerging Markets Index Portfolio — Class I | 197,208,055 | 3,470,795 | (42,745,653 | ) | 34,060,229 | 191,993,426 | 3,245,864 | (2,942,643 | ) | — | ||||||||||||||||||||||
Voya Euro STOXX 50® Index Portfolio — Class I | 210,049,042 | 8,026,671 | (34,621,304 | ) | 20,862,088 | 204,316,497 | 7,797,923 | 2,981,315 | — | |||||||||||||||||||||||
Voya FTSE 100 Index® Portfolio — Class I | 160,044,254 | 11,084,727 | (32,909,604 | ) | 10,892,005 | 149,111,382 | 5,856,801 | (5,354,487 | ) | 5,048,121 | ||||||||||||||||||||||
Voya Hang Seng Index Portfolio — Class I | 37,540,244 | 692,932 | (18,126,232 | ) | 4,112,074 | 24,219,018 | 438,363 | 2,056,169 | — | |||||||||||||||||||||||
Voya Japan TOPIX Index® Portfolio — Class I | 154,508,943 | 24,076,834 | (14,046,014 | ) | 6,530,948 | 171,070,711 | 3,237,059 | 4,346,614 | 3,707,952 | |||||||||||||||||||||||
Voya RussellTM Mid Cap Index Portfolio — Class I | 497,605,106 | 39,635,184 | (83,964,472 | ) | (34,231,001 | ) | 419,044,817 | 7,001,361 | 31,507,103 | 32,084,626 |
VOYA RETIREMENT GROWTH PORTFOLIO | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) (continued) |
Issuer | Beginning Fair Value at 12/31/16 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/17 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya RussellTM Small Cap Index Portfolio — Class I | $ | 100,827,700 | 77,186,477 | $ | (11,272,718 | ) | $ | (2,687,074 | ) | $ | 164,054,385 | $ | 1,024,797 | $ | 1,346,697 | $ | 6,560,286 | |||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 820,090,128 | 70,720,988 | (101,246,496 | ) | 12,679,416 | 802,244,036 | 9,200,915 | (5,356,043 | ) | — | ||||||||||||||||||||||
Voya U.S. Stock Index Portfolio — Class I | 1,069,360,855 | 11,254,932 | (108,527,187 | ) | 56,644,542 | 1,028,733,142 | — | 36,426,804 | — | |||||||||||||||||||||||
$ | 3,325,285,710 | $ | 248,826,968 | $ | (480,297,230 | ) | $ | 117,909,992 | $ | 3,211,725,440 | $ | 40,394,663 | $ | 60,508,245 | $ | 47,400,985 |
VOYA RETIREMENT MODERATE PORTFOLIO | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: 100.1% | |||||||||||||||||||
Affiliated Investment Companies: 100.1% | |||||||||||||||||||
1,464,522 | Voya Australia Index Portfolio — Class I | $ | 12,448,435 | 1.0 | |||||||||||||||
4,400,879 | Voya Emerging Markets Index Portfolio — Class I | 49,025,797 | 4.0 | ||||||||||||||||
4,760,390 | Voya Euro STOXX 50® Index Portfolio — Class I | 51,174,196 | 4.2 | ||||||||||||||||
3,998,602 | Voya FTSE 100 Index® Portfolio — Class I | 36,067,393 | 2.9 | ||||||||||||||||
410,692 | Voya Hang Seng Index Portfolio — Class I | 6,185,028 | 0.5 | ||||||||||||||||
3,592,797 | Voya Japan TOPIX Index® Portfolio — Class I | 40,562,680 | 3.3 | ||||||||||||||||
7,472,966 | Voya RussellTM Mid Cap Index Portfolio — Class I | 111,123,004 | 9.0 | ||||||||||||||||
2,625,456 | Voya RussellTM Small Cap Index Portfolio — Class I | 37,701,551 | 3.1 | ||||||||||||||||
50,873,495 | Voya U.S. Bond Index Portfolio — Class I | 540,785,248 | 44.0 | ||||||||||||||||
MUTUAL FUNDS: (continued) | |||||||||||||||||||
Affiliated Investment Companies: (continued) | |||||||||||||||||||
18,000,223 | Voya U.S. Stock Index Portfolio — Class I | $ | 270,903,359 | 22.1 | |||||||||||||||
7,739,051 | VY® BlackRock Inflation Protected Bond Portfolio — Class I | 73,211,424 | 6.0 | ||||||||||||||||
Total Mutual Funds (Cost $1,183,927,896) | 1,229,188,115 | 100.1 | |||||||||||||||||
Liabilities in Excess of Other Assets | (711,302 | ) | (0.1 | ) | |||||||||||||||
Net Assets | $ | 1,228,476,813 | 100.0 |
Cost for federal income tax purposes is $1,199,069,311. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 59,971,691 | ||||
Gross Unrealized Depreciation | (29,852,887 | ) | ||||
Net Unrealized Appreciation | $ | 30,118,804 |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2017 | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | |||||||||||||||||||||
Investments, at fair value | |||||||||||||||||||||
Mutual Funds | $ | 1,229,188,115 | $ | — | $ | — | $ | 1,229,188,115 | |||||||||||||
Total Investments, at fair value | $ | 1,229,188,115 | $ | — | $ | — | $ | 1,229,188,115 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Issuer | Beginning Fair Value at 12/31/16 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/17 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Australia Index Portfolio — Class I | $ | 18,961,239 | $ | 653,089 | $ | (9,487,727 | ) | $ | 2,321,834 | $ | 12,448,435 | $ | 632,688 | $ | (1,264,944 | ) | $ | — | ||||||||||||||
Voya Emerging Markets Index Portfolio — Class I | 50,678,010 | 899,573 | (11,313,423 | ) | 8,761,637 | 49,025,797 | 837,880 | (791,022 | ) | — | ||||||||||||||||||||||
Voya Euro STOXX 50® Index Portfolio — Class I | 51,183,609 | 1,968,280 | (7,404,057 | ) | 5,426,364 | 51,174,196 | 1,907,175 | 319,924 | — | |||||||||||||||||||||||
Voya FTSE 100 Index® Portfolio — Class I | 38,986,602 | 2,715,429 | (8,706,718 | ) | 3,072,080 | 36,067,393 | 1,433,482 | (1,734,236 | ) | 1,235,554 | ||||||||||||||||||||||
Voya Hang Seng Index Portfolio — Class I | 9,119,543 | 117,185 | (4,114,383 | ) | 1,062,683 | 6,185,028 | 107,003 | 436,501 | — | |||||||||||||||||||||||
Voya Japan TOPIX Index® Portfolio — Class I | 37,613,022 | 4,172,288 | (2,935,449 | ) | 1,712,819 | 40,562,680 | 791,955 | 904,675 | 907,160 |
VOYA RETIREMENT MODERATE PORTFOLIO | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) (continued) |
Issuer | Beginning Fair Value at 12/31/16 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/17 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya RussellTM Mid Cap Index Portfolio — Class I | $ | 127,873,817 | $ | 10,247,336 | $ | (21,773,983 | ) | $ | (5,224,166 | ) | $ | 111,123,004 | $ | 1,808,989 | $ | 4,527,802 | $ | 8,289,921 | ||||||||||||||
Voya RussellTM Small Cap Index Portfolio — Class I | 25,909,993 | 15,427,702 | (2,588,662 | ) | (1,047,482 | ) | 37,701,551 | 264,835 | 588,502 | 1,695,352 | ||||||||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 531,058,789 | 57,156,691 | (54,637,684 | ) | 7,207,452 | 540,785,248 | 5,998,313 | (2,371,481 | ) | — | ||||||||||||||||||||||
Voya U.S. Stock Index Portfolio — Class I | 283,391,526 | 685,760 | (25,800,173 | ) | 12,626,246 | 270,903,359 | — | 12,061,622 | — | |||||||||||||||||||||||
VY® BlackRock Inflation Protected Bond Portfolio — Class I | 101,252,801 | 4,631,942 | (36,149,782 | ) | 3,476,463 | 73,211,424 | 1,464,800 | (4,173,282 | ) | — | ||||||||||||||||||||||
$ | 1,276,028,951 | $ | 98,675,275 | $ | (184,912,041 | ) | $ | 39,395,930 | $ | 1,229,188,115 | $ | 15,247,120 | $ | 8,504,061 | $ | 12,127,987 |
VOYA RETIREMENT MODERATE GROWTH PORTFOLIO | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: 100.1% | |||||||||||||||||||
Affiliated Investment Companies: 100.1% | |||||||||||||||||||
3,972,661 | Voya Australia Index Portfolio — Class I | $ | 33,767,619 | 1.5 | |||||||||||||||
9,929,944 | Voya Emerging Markets Index Portfolio — Class I | 110,619,580 | 5.0 | ||||||||||||||||
10,614,388 | Voya Euro STOXX 50® Index Portfolio — Class I | 114,104,669 | 5.1 | ||||||||||||||||
9,022,651 | Voya FTSE 100 Index® Portfolio — Class I | 81,384,309 | 3.7 | ||||||||||||||||
740,970 | Voya Hang Seng Index Portfolio — Class I | 11,159,013 | 0.5 | ||||||||||||||||
7,981,824 | Voya Japan TOPIX Index® Portfolio — Class I | 90,114,789 | 4.1 | ||||||||||||||||
17,986,457 | Voya RussellTM Mid Cap Index Portfolio — Class I | 267,458,619 | 12.1 | ||||||||||||||||
6,318,662 | Voya RussellTM Small Cap Index Portfolio — Class I | 90,735,986 | 4.1 | ||||||||||||||||
MUTUAL FUNDS: (continued) | |||||||||||||||||||
Affiliated Investment Companies: (continued) | |||||||||||||||||||
73,053,537 | Voya U.S. Bond Index Portfolio — Class I | $ | 776,559,097 | 35.0 | |||||||||||||||
42,830,599 | Voya U.S. Stock Index Portfolio — Class I | 644,600,513 | 29.0 | ||||||||||||||||
Total Mutual Funds (Cost $2,103,918,983) | 2,220,504,194 | 100.1 | |||||||||||||||||
Liabilities in Excess of Other Assets | (1,407,299 | ) | (0.1 | ) | |||||||||||||||
Net Assets | $ | 2,219,096,895 | 100.0 |
Cost for federal income tax purposes is $2,128,193,028. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 141,806,407 | ||||
Gross Unrealized Depreciation | (49,495,241 | ) | ||||
Net Unrealized Appreciation | $ | 92,311,166 |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2017 | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | |||||||||||||||||||||
Investments, at fair value | |||||||||||||||||||||
Mutual Funds | $ | 2,220,504,194 | $ | — | $ | — | $ | 2,220,504,194 | |||||||||||||
Total Investments, at fair value | $ | 2,220,504,194 | $ | — | $ | — | $ | 2,220,504,194 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Issuer | Beginning Fair Value at 12/31/16 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/17 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Australia Index Portfolio — Class I | $ | 42,732,736 | $ | 1,440,482 | $ | (15,163,207 | ) | $ | 4,757,608 | $ | 33,767,619 | $ | 1,424,338 | $ | (2,215,435 | ) | $ | — | ||||||||||||||
Voya Emerging Markets Index Portfolio — Class I | 113,893,385 | 1,924,601 | (24,866,121 | ) | 19,667,715 | 110,619,580 | 1,881,568 | (1,715,045 | ) | — | ||||||||||||||||||||||
Voya Euro STOXX 50® Index Portfolio — Class I | 114,860,235 | 4,330,145 | (17,211,060 | ) | 12,125,349 | 114,104,669 | 4,289,384 | 885,813 | — | |||||||||||||||||||||||
Voya FTSE 100 Index® Portfolio — Class I | 87,437,345 | 6,020,764 | (18,171,378 | ) | 6,097,578 | 81,384,309 | 3,216,472 | (3,085,792 | ) | 2,772,357 | ||||||||||||||||||||||
Voya Hang Seng Index Portfolio — Class I | 20,337,034 | 246,297 | (11,420,131 | ) | 1,995,813 | 11,159,013 | 238,335 | 1,322,424 | — | |||||||||||||||||||||||
Voya Japan TOPIX Index® Portfolio — Class I | 84,542,495 | 8,908,942 | (7,032,076 | ) | 3,695,428 | 90,114,789 | 1,778,075 | 2,176,546 | 2,036,732 | |||||||||||||||||||||||
Voya RussellTM Mid Cap Index Portfolio — Class I | 298,684,102 | 23,687,166 | (37,250,357 | ) | (17,662,292 | ) | 267,458,619 | 4,222,990 | 16,103,934 | 19,352,388 |
VOYA RETIREMENT MODERATE GROWTH PORTFOLIO | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) (continued) |
Issuer | Beginning Fair Value at 12/31/16 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/17 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya RussellTM Small Cap Index Portfolio — Class I | $ | 69,812,272 | $ | 30,757,281 | $ | (6,602,756 | ) | $ | (3,230,811 | ) | $ | 90,735,986 | $ | 713,300 | $ | 1,715,501 | $ | 4,566,222 | ||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 795,765,899 | 58,910,006 | (89,281,452 | ) | 11,164,644 | 776,559,097 | 8,934,436 | (3,986,473 | ) | — | ||||||||||||||||||||||
Voya U.S. Stock Index Portfolio — Class I | 671,462,919 | 3,897,878 | (61,062,594 | ) | 30,302,310 | 644,600,513 | — | 28,266,788 | — | |||||||||||||||||||||||
$ | 2,299,528,422 | $ | 140,123,562 | $ | (288,061,132 | ) | $ | 68,913,342 | $ | 2,220,504,194 | $ | 26,698,898 | $ | 39,468,261 | $ | 28,727,699 |
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
RETIREMENT | INVESTMENTS | INSURANCE | |
voyainvestments.com | VPSAR-RETADVI (0617-082317) |
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.
VY® Clarion Global Real Estate Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.9% | ||||||||||||||
Australia: 5.2% | ||||||||||||||
667,063 | Dexus | 4,856,602 | 1.5 | |||||||||||
520,653 | Goodman Group | 3,146,709 | 1.0 | |||||||||||
774,722 | GPT Group | 2,849,441 | 0.9 | |||||||||||
518,945 | Mirvac Group | 848,599 | 0.2 | |||||||||||
1,644,056 | Scentre Group | 5,111,518 | 1.6 | |||||||||||
16,812,869 | 5.2 | |||||||||||||
Austria: 0.6% | ||||||||||||||
62,751 | BUWOG AG | 1,802,889 | 0.6 | |||||||||||
Canada: 1.8% | ||||||||||||||
53,900 | Canadian Real Estate Investment Trust | 1,906,534 | 0.6 | |||||||||||
115,900 | H&R Real Estate Investment Trust | 1,968,012 | 0.6 | |||||||||||
81,100 | L | Smart Real Estate Investment Trust | 2,008,738 | 0.6 | ||||||||||
5,883,284 | 1.8 | |||||||||||||
France: 4.4% | ||||||||||||||
21,192 | @ | Gecina S.A. | 3,326,268 | 1.0 | ||||||||||
140,999 | Klepierre | 5,778,965 | 1.8 | |||||||||||
19,952 | Unibail-Rodamco SE | 5,027,454 | 1.6 | |||||||||||
14,132,687 | 4.4 | |||||||||||||
Germany: 4.8% | ||||||||||||||
45,181 | # | ADO Properties SA | 1,911,648 | 0.6 | ||||||||||
77,662 | Deutsche Wohnen AG | 2,975,813 | 0.9 | |||||||||||
44,488 | LEG Immobilien AG | 4,187,617 | 1.3 | |||||||||||
162,659 | Vonovia SE | 6,471,593 | 2.0 | |||||||||||
15,546,671 | 4.8 | |||||||||||||
Hong Kong: 8.8% | ||||||||||||||
952,500 | Cheung Kong Property Holdings Ltd. | 7,453,581 | 2.3 | |||||||||||
1,908,500 | Hang Lung Properties Ltd. | 4,769,622 | 1.5 | |||||||||||
506,300 | Hongkong Land Holdings Ltd. - HKHGF | 3,725,975 | 1.1 | |||||||||||
829,500 | Link REIT | 6,310,040 | 1.9 | |||||||||||
862,200 | Swire Properties Ltd. | 2,842,171 | 0.9 | |||||||||||
416,200 | Wharf Holdings Ltd. | 3,443,924 | 1.1 | |||||||||||
28,545,313 | 8.8 | |||||||||||||
Japan: 11.1% | ||||||||||||||
421 | Activia Properties, Inc. | 1,798,538 | 0.6 | |||||||||||
1,439 | Japan Retail Fund Investment Corp. | 2,655,506 | 0.8 | |||||||||||
80,819 | Mitsubishi Estate Co., Ltd. | 1,510,734 | 0.5 | |||||||||||
449,082 | Mitsui Fudosan Co., Ltd. | 10,759,335 | 3.3 | |||||||||||
1,886 | Mori Hills REIT Investment Corp. | 2,317,361 | 0.7 | |||||||||||
2,352 | Nippon Prologis REIT, Inc. | 5,006,303 | 1.6 | |||||||||||
450 | Nippon Building Fund, Inc. | 2,296,510 | 0.7 | |||||||||||
50,400 | Nomura Real Estate Holdings, Inc. | 991,855 | 0.3 | |||||||||||
2,253 | Orix JREIT, Inc. | 3,324,336 | 1.0 | |||||||||||
290,200 | L | Hulic Co. Ltd. | 2,971,883 | 0.9 | ||||||||||
168,000 | Tokyo Tatemono Co., Ltd. | 2,208,320 | 0.7 | |||||||||||
35,840,681 | 11.1 | |||||||||||||
Netherlands: 0.5% | ||||||||||||||
42,690 | Eurocommercial Properties NV | 1,705,815 | 0.5 | |||||||||||
Singapore: 2.2% | ||||||||||||||
1,218,200 | CapitaLand Ltd. | 3,095,470 | 1.0 | |||||||||||
146,600 | City Developments Ltd. | 1,141,958 | 0.3 | |||||||||||
929,700 | Global Logistic Properties Ltd. | 1,931,418 | 0.6 | |||||||||||
867,013 | Mapletree Commercial Trust | 1,004,456 | 0.3 | |||||||||||
7,173,302 | 2.2 | |||||||||||||
Spain: 0.7% | ||||||||||||||
60,089 | Hispania Activos Inmobiliarios SOCIMI SA | 993,430 | 0.3 | |||||||||||
160,172 | @ | Inmobiliaria Colonial SA | 1,397,437 | 0.4 | ||||||||||
2,390,867 | 0.7 | |||||||||||||
Sweden: 1.0% | ||||||||||||||
85,337 | Castellum AB | 1,253,725 | 0.4 | |||||||||||
83,019 | Fabege AB | 1,598,180 | 0.5 | |||||||||||
21,412 | Hufvudstaden AB | 355,283 | 0.1 | |||||||||||
3,207,188 | 1.0 | |||||||||||||
United Kingdom: 5.4% | ||||||||||||||
157,911 | British Land Co. PLC | 1,246,642 | 0.4 | |||||||||||
383,724 | Hammerson PLC | 2,870,999 | 0.9 | |||||||||||
510,229 | Land Securities Group PLC | 6,736,413 | 2.1 | |||||||||||
163,627 | Safestore Holdings PLC | 896,190 | 0.3 | |||||||||||
514,107 | Segro PLC | 3,276,815 | 1.0 | |||||||||||
524,619 | Tritax Big Box REIT Plc | 998,975 | 0.3 | |||||||||||
176,445 | Unite Group PLC | 1,491,446 | 0.4 | |||||||||||
17,517,480 | 5.4 | |||||||||||||
United States: 52.4% | ||||||||||||||
51,900 | Alexandria Real Estate Equities, Inc. | 6,252,393 | 1.9 | |||||||||||
45,025 | AvalonBay Communities, Inc. | 8,652,454 | 2.7 | |||||||||||
21,900 | Boston Properties, Inc. | 2,694,138 | 0.8 | |||||||||||
90,600 | Colony Starwood Homes | 3,108,486 | 1.0 | |||||||||||
118,330 | CubeSmart | 2,844,653 | 0.9 | |||||||||||
42,000 | CyrusOne, Inc. | 2,341,500 | 0.7 | |||||||||||
74,625 | DCT Industrial Trust, Inc. | 3,987,960 | 1.2 | |||||||||||
129,500 | DiamondRock Hospitality Co. | 1,418,025 | 0.4 | |||||||||||
13,561 | Digital Realty Trust, Inc. | 1,531,715 | 0.5 | |||||||||||
8,100 | Equinix, Inc. | 3,476,196 | 1.1 | |||||||||||
63,400 | Equity Residential | 4,173,622 | 1.3 | |||||||||||
75,725 | Extra Space Storage, Inc. | 5,906,550 | 1.8 | |||||||||||
62,000 | Forest City Realty Trust, Inc. | 1,498,540 | 0.5 | |||||||||||
134,500 | Gaming and Leisure Properties, Inc. | 5,066,615 | 1.6 | |||||||||||
375,782 | GGP, Inc. | 8,853,424 | 2.7 |
1 |
VY® Clarion Global Real Estate Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
United States: (continued) | ||||||||||||||
177,300 | HCP, Inc. | 5,666,508 | 1.8 | |||||||||||
123,491 | Healthcare Trust of America, Inc. | 3,841,805 | 1.2 | |||||||||||
252,021 | Host Hotels & Resorts, Inc. | 4,604,424 | 1.4 | |||||||||||
74,306 | Hudson Pacific Properties, Inc. | 2,540,522 | 0.8 | |||||||||||
77,900 | Invitation Homes, Inc. | 1,684,977 | 0.5 | |||||||||||
45,000 | Kilroy Realty Corp. | 3,381,750 | 1.0 | |||||||||||
218,000 | Kimco Realty Corp. | 4,000,300 | 1.2 | |||||||||||
43,600 | Mid-America Apartment Communities, Inc. | 4,594,568 | 1.4 | |||||||||||
63,000 | Park Hotels & Resorts, Inc. | 1,698,480 | 0.5 | |||||||||||
192,497 | ProLogis, Inc. | 11,288,024 | 3.5 | |||||||||||
7,844 | Public Storage, Inc. | 1,635,709 | 0.5 | |||||||||||
85,700 | Regency Centers Corp. | 5,368,248 | 1.7 | |||||||||||
96,071 | Simon Property Group, Inc. | 15,540,445 | 4.8 | |||||||||||
55,400 | SL Green Realty Corp. | 5,861,320 | 1.8 | |||||||||||
99,900 | STORE Capital Corp. | 2,242,755 | 0.7 | |||||||||||
57,700 | Sun Communities, Inc. | 5,059,713 | 1.6 | |||||||||||
149,038 | Sunstone Hotel Investors, Inc. | 2,402,493 | 0.7 | |||||||||||
142,175 | UDR, Inc. | 5,540,560 | 1.7 | |||||||||||
641,900 | VEREIT, Inc. | 5,225,066 | 1.6 | |||||||||||
74,631 | Vornado Realty Trust | 7,007,851 | 2.2 | |||||||||||
116,800 | Welltower, Inc. | 8,742,480 | 2.7 | |||||||||||
169,734,269 | 52.4 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $249,753,405) | 320,293,315 | 98.9 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 1.4% | ||||||||||||||
Securities Lending Collateralcc: 0.9% | ||||||||||||||
36,332 | BNP Paribas S.A., Repurchase Agreement dated 06/30/17, 1.11%, due 07/03/17 (Repurchase Amount $36,335, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $37,059, due 07/28/17-09/09/49) | 36,332 | 0.0 | |||||||||||
761,227 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $761,299, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $776,452, due 07/15/17-05/20/67) | 761,227 | 0.3 | |||||||||||
44,224 | HSBC Securities USA, Repurchase Agreement dated 06/30/17, 1.06%, due 07/03/17 (Repurchase Amount $44,228, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-7.250%, Market Value plus accrued interest $45,109, due 07/15/17-01/15/37) | 44,224 | 0.0 | |||||||||||
21,721 | Jefferies LLC, Repurchase Agreement dated 06/30/17, 1.24%, due 07/03/17 (Repurchase Amount $21,723, collateralized by various U.S. Government Agency Obligations, 0.000%-7.125%, Market Value plus accrued interest $22,156, due 07/07/17-01/15/30) | 21,721 | 0.0 | |||||||||||
1,000,000 | NBC Global Finance Ltd., Repurchase Agreement dated 06/30/17, 1.20%, due 07/03/17 (Repurchase Amount $1,000,099, collateralized by various U.S. Government Securities, 0.000%-2.500%, Market Value plus accrued interest $1,020,000, due 08/15/21-09/09/49) | 1,000,000 | 0.3 | |||||||||||
1,000,000 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/17, 1.30%, due 07/03/17 (Repurchase Amount $1,000,107, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $1,019,997, due 01/15/19-02/15/46) | 1,000,000 | 0.3 | |||||||||||
2,863,504 | 0.9 |
2 |
VY® Clarion Global Real Estate Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.5% | ||||||||||||||
1,602,313 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.860%†† | |||||||||||||
(Cost $1,602,313) | 1,602,313 | 0.5 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $4,465,817) | 4,465,817 | 1.4 | ||||||||||||
Total Investments in Securities (Cost $254,219,222) | $ | 324,759,132 | 100.3 | |||||||||||
Liabilities in Excess of Other Assets | (1,093,283 | ) | (0.3 | ) | ||||||||||
Net Assets | $ | 323,665,849 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2017. |
# | 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. |
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 June 30, 2017. |
Cost for federal income tax purposes is $272,514,316.
Net unrealized appreciation consists of:
Gross Unrealized Appreciation | $ | 67,812,417 | ||
Gross Unrealized Depreciation | (15,567,601 | ) | ||
Net Unrealized Appreciation | $ | 52,244,816 |
3 |
VY® FMR® Diversified Mid Cap Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.4% | ||||||||||||||
Consumer Discretionary: 12.4% | ||||||||||||||
164,000 | Advtech Ltd. | 223,765 | 0.0 | |||||||||||
2,500 | @ | Autozone, Inc. | 1,426,150 | 0.2 | ||||||||||
36,700 | @ | Bojangles', Inc. | 596,375 | 0.1 | ||||||||||
8,600 | @ | Buffalo Wild Wings, Inc. | 1,089,620 | 0.1 | ||||||||||
21,500 | Darden Restaurants, Inc. | 1,944,460 | 0.2 | |||||||||||
15,140 | @ | Deckers Outdoor Corp. | 1,033,456 | 0.1 | ||||||||||
17,747 | Delphi Automotive PLC | 1,555,525 | 0.2 | |||||||||||
125,607 | L | DineEquity, Inc. | 5,532,988 | 0.7 | ||||||||||
39,973 | @ | Dollar Tree, Inc. | 2,794,912 | 0.3 | ||||||||||
20,500 | D.R. Horton, Inc. | 708,685 | 0.1 | |||||||||||
300 | Ethan Allen Interiors, Inc. | 9,690 | 0.0 | |||||||||||
59,580 | Foot Locker, Inc. | 2,936,102 | 0.3 | |||||||||||
198,266 | Gentex Corp. | 3,761,106 | 0.4 | |||||||||||
168,533 | @ | G-III Apparel Group Ltd. | 4,204,898 | 0.5 | ||||||||||
200 | GNC Holdings, Inc. | 1,686 | 0.0 | |||||||||||
282,065 | @ | Houghton Mifflin Harcourt Co. | 3,469,400 | 0.4 | ||||||||||
35,100 | ILG, Inc. | 964,899 | 0.1 | |||||||||||
196,273 | Interpublic Group of Cos., Inc. | 4,828,316 | 0.6 | |||||||||||
32,320 | @ | iRobot Corp. | 2,719,405 | 0.3 | ||||||||||
9,188 | Jubilant Foodworks Ltd. | 134,388 | 0.0 | |||||||||||
56,057 | Las Vegas Sands Corp. | 3,581,482 | 0.4 | |||||||||||
93,200 | Lennar Corp. - Class A | 4,969,424 | 0.6 | |||||||||||
11,400 | @ | Liberty Interactive Corp. QVC Group | 279,756 | 0.0 | ||||||||||
48,900 | Lions Gate Entertainment Corp. - A | 1,379,958 | 0.2 | |||||||||||
48,900 | @ | Lions Gate Entertainment Corp. - B | 1,285,092 | 0.2 | ||||||||||
46,700 | @ | LKQ Corp. | 1,538,765 | 0.2 | ||||||||||
1,900 | #,@ | Maisons du Monde SA | 73,924 | 0.0 | ||||||||||
44,900 | @ | Michael Kors Holdings Ltd. | 1,627,625 | 0.2 | ||||||||||
3,400 | @ | Mohawk Industries, Inc. | 821,746 | 0.1 | ||||||||||
5,800 | @ | Murphy USA, Inc. | 429,838 | 0.1 | ||||||||||
7,300 | Naspers Ltd. | 1,437,610 | 0.2 | |||||||||||
40,100 | @ | New Oriental Education & Technology Group, Inc. ADR | 2,826,649 | 0.3 | ||||||||||
76,600 | News Corp - Class A | 1,049,420 | 0.1 | |||||||||||
1,063 | @ | NVR, Inc. | 2,562,478 | 0.3 | ||||||||||
15,600 | Omnicom Group | 1,293,240 | 0.2 | |||||||||||
2,029 | Page Industries Ltd. | 525,317 | 0.1 | |||||||||||
44,300 | @ | Party City Holdco, Inc. | 693,295 | 0.1 | ||||||||||
64,329 | Polaris Industries, Inc. | 5,933,064 | 0.7 | |||||||||||
268,500 | Pulte Group, Inc. | 6,586,305 | 0.8 | |||||||||||
43,900 | PVH Corp. | 5,026,550 | 0.6 | |||||||||||
9,400 | Ralph Lauren Corp. | 693,720 | 0.1 | |||||||||||
19,800 | Restaurant Group PLC | 84,458 | 0.0 | |||||||||||
900 | @ | SodaStream International Ltd. | 48,168 | 0.0 | ||||||||||
5,416 | Tenneco, Inc. | 313,207 | 0.0 | |||||||||||
41,000 | Texas Roadhouse, Inc. | 2,088,950 | 0.3 | |||||||||||
99,900 | Toll Brothers, Inc. | 3,947,049 | 0.5 | |||||||||||
4,000 | VF Corp. | 230,400 | 0.0 | |||||||||||
52,500 | @ | Vista Outdoor, Inc. | 1,181,775 | 0.1 | ||||||||||
11,932 | @ | Visteon Corp. | 1,217,780 | 0.1 | ||||||||||
42,500 | Williams-Sonoma, Inc. | 2,061,250 | 0.2 | |||||||||||
63,022 | Wyndham Worldwide Corp. | 6,328,039 | 0.7 | |||||||||||
75,600 | @ | Yum China Holdings, Inc. | 2,980,908 | 0.4 | ||||||||||
105,033,068 | 12.4 | |||||||||||||
Consumer Staples: 1.2% | ||||||||||||||
9,300 | @ | Amplify Snack Brands, Inc. | 89,652 | 0.0 | ||||||||||
1,765 | Britannia Industries Ltd. | 100,755 | 0.0 | |||||||||||
264,114 | C&C Group PLC | 971,038 | 0.1 | |||||||||||
26,563 | CVS Health Corp. | 2,137,259 | 0.2 | |||||||||||
23,132 | Dr Pepper Snapple Group, Inc. | 2,107,556 | 0.2 | |||||||||||
123,900 | @ | Hostess Brands, Inc. | 1,994,790 | 0.2 | ||||||||||
4,446 | Ingredion, Inc. | 530,008 | 0.1 | |||||||||||
5,300 | JM Smucker Co. | 627,149 | 0.1 | |||||||||||
3,400 | Kroger Co. | 79,288 | 0.0 | |||||||||||
6,100 | @ | TreeHouse Foods, Inc. | 498,309 | 0.1 | ||||||||||
9,500 | Tyson Foods, Inc. | 594,985 | 0.1 | |||||||||||
12,500 | @ | United Natural Foods, Inc. | 458,750 | 0.1 | ||||||||||
10,189,539 | 1.2 | |||||||||||||
Energy: 3.9% | ||||||||||||||
11,300 | Anadarko Petroleum Corp. | 512,342 | 0.1 | |||||||||||
50,389 | Apache Corp. | 2,415,145 | 0.3 | |||||||||||
11,100 | Arch Coal, Inc. | 758,130 | 0.1 | |||||||||||
42,119 | Baker Hughes, Inc. | 2,295,907 | 0.3 | |||||||||||
27,200 | Cabot Oil & Gas Corp. | 682,176 | 0.1 | |||||||||||
26,166 | Cimarex Energy Co. | 2,459,865 | 0.3 | |||||||||||
51,400 | @ | Dril-Quip, Inc. | 2,508,320 | 0.3 | ||||||||||
452,900 | Ensco PLC | 2,336,964 | 0.3 | |||||||||||
141,100 | L | Frank's International N.V. | 1,169,719 | 0.1 | ||||||||||
59,500 | Halliburton Co. | 2,541,245 | 0.3 | |||||||||||
58,700 | National Oilwell Varco, Inc. | 1,933,578 | 0.2 | |||||||||||
44,700 | @ | Newfield Exploration Co. | 1,272,162 | 0.1 | ||||||||||
66,000 | Noble Corp. PLC | 238,920 | 0.0 | |||||||||||
68,400 | Oceaneering International, Inc. | 1,562,256 | 0.2 | |||||||||||
16,000 | @ | PDC Energy, Inc. | 689,760 | 0.1 | ||||||||||
287,700 | @ | Southwestern Energy Co. | 1,749,216 | 0.2 | ||||||||||
139,500 | Suncor Energy, Inc. | 4,075,921 | 0.5 | |||||||||||
22,300 | @ | Superior Energy Services | 232,589 | 0.0 | ||||||||||
31,000 | Teekay LNG Partners L.P. | 475,850 | 0.1 | |||||||||||
9,203 | Tesoro Corp. | 861,401 | 0.1 | |||||||||||
52,700 | World Fuel Services Corp. | 2,026,315 | 0.2 | |||||||||||
32,797,781 | 3.9 | |||||||||||||
�� | ||||||||||||||
Financials: 18.9% | ||||||||||||||
34,500 | Affiliated Managers Group, Inc. | 5,722,170 | 0.7 | |||||||||||
86,200 | Aflac, Inc. | 6,696,016 | 0.8 | |||||||||||
10,000 | Ameriprise Financial, Inc. | 1,272,900 | 0.1 | |||||||||||
6,207 | @ | Bajaj Finserv Ltd. | 395,184 | 0.0 | ||||||||||
56,116 | BankUnited, Inc. | 1,891,670 | 0.2 | |||||||||||
12,044 | Beneficial Bancorp, Inc. | 180,660 | 0.0 | |||||||||||
149,048 | Boston Private Financial Holdings, Inc. | 2,287,887 | 0.3 |
4 |
VY® FMR® Diversified Mid Cap Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
43,400 | Capital One Financial Corp. | 3,585,708 | 0.4 | |||||||||||
11,200 | CBOE Holdings, Inc. | 1,023,680 | 0.1 | |||||||||||
15,631 | Chubb Ltd. | 2,272,435 | 0.3 | |||||||||||
148,500 | L | CIT Group, Inc. | 7,231,950 | 0.9 | ||||||||||
66,613 | Comerica, Inc. | 4,878,736 | 0.6 | |||||||||||
74,390 | Commerce Bancshares, Inc. | 4,227,584 | 0.5 | |||||||||||
9,000 | CRISIL Ltd. | 270,747 | 0.0 | |||||||||||
113,233 | CVB Financial Corp. | 2,539,816 | 0.3 | |||||||||||
400 | Diamond Hill Investment Group, Inc. | 79,760 | 0.0 | |||||||||||
63,600 | Direct Line Insurance Group PLC | 294,503 | 0.0 | |||||||||||
21,000 | Discover Financial Services | 1,305,990 | 0.2 | |||||||||||
3,100 | @ | E*Trade Financial Corp. | 117,893 | 0.0 | ||||||||||
297,149 | @ | Essent Group Ltd. | 11,036,114 | 1.3 | ||||||||||
3,300 | Federated Investors, Inc. | 93,225 | 0.0 | |||||||||||
103,800 | First American Financial Corp. | 4,638,822 | 0.5 | |||||||||||
4,900 | First Citizens BancShares, Inc. | 1,826,230 | 0.2 | |||||||||||
108,700 | First Commonwealth Financial Corp. | 1,378,316 | 0.2 | |||||||||||
44,300 | First Republic Bank | 4,434,430 | 0.5 | |||||||||||
41,600 | FNB Corp. | 589,056 | 0.1 | |||||||||||
300 | Greenhill & Co., Inc. | 6,030 | 0.0 | |||||||||||
8,396 | Hilltop Holdings, Inc. | 220,059 | 0.0 | |||||||||||
166,869 | Hiscox Ltd. | 2,753,693 | 0.3 | |||||||||||
55,169 | Housing Development Finance Corp. | 1,377,792 | 0.2 | |||||||||||
501,927 | Huntington Bancshares, Inc. | 6,786,053 | 0.8 | |||||||||||
48,300 | Invesco Ltd. | 1,699,677 | 0.2 | |||||||||||
134,700 | Investors Bancorp, Inc. | 1,799,592 | 0.2 | |||||||||||
14,200 | Keycorp | 266,108 | 0.0 | |||||||||||
8,500 | KRUK SA | 706,310 | 0.1 | |||||||||||
159,515 | Ladder Capital Corp. | 2,139,096 | 0.3 | |||||||||||
87,867 | Lakeland Financial Corp. | 4,031,338 | 0.5 | |||||||||||
32,842 | Lazard Ltd. | 1,521,570 | 0.2 | |||||||||||
41,600 | Legg Mason, Inc. | 1,587,456 | 0.2 | |||||||||||
30,900 | M&T Bank Corp. | 5,004,255 | 0.6 | |||||||||||
6,001 | Marsh & McLennan Cos., Inc. | 467,838 | 0.1 | |||||||||||
16,000 | Moody's Corp. | 1,946,880 | 0.2 | |||||||||||
5,100 | Old National Bancorp. | 87,975 | 0.0 | |||||||||||
43,100 | @ | OneMain Holdings, Inc. | 1,059,829 | 0.1 | ||||||||||
39,397 | Primerica, Inc. | 2,984,323 | 0.4 | |||||||||||
101,000 | Principal Financial Group, Inc. | 6,471,070 | 0.8 | |||||||||||
13,000 | Progressive Corp. | 573,170 | 0.1 | |||||||||||
47,368 | Prosperity Bancshares, Inc. | 3,042,920 | 0.4 | |||||||||||
42,681 | Raymond James Financial, Inc. | 3,423,870 | 0.4 | |||||||||||
222,100 | Regions Financial Corp. | 3,251,544 | 0.4 | |||||||||||
71,278 | Reinsurance Group of America, Inc. | 9,151,382 | 1.1 | |||||||||||
49,499 | S&P Global, Inc. | 7,226,359 | 0.8 | |||||||||||
108,200 | @ | SLM Corp. | 1,244,300 | 0.1 | ||||||||||
58,700 | @ | Stifel Financial Corp. | 2,699,026 | 0.3 | ||||||||||
91,587 | SunTrust Banks, Inc. | 5,194,815 | 0.6 | |||||||||||
117,700 | Synchrony Financial | 3,509,814 | 0.4 | |||||||||||
173,174 | TCF Financial Corp. | 2,760,393 | 0.3 | |||||||||||
59,400 | UMB Financial Corp. | 4,446,684 | 0.5 | |||||||||||
89,100 | Valley National Bancorp | 1,052,271 | 0.1 | |||||||||||
160,764,974 | 18.9 | |||||||||||||
Health Care: 16.0% | ||||||||||||||
71,300 | Agilent Technologies, Inc. | 4,228,803 | 0.5 | |||||||||||
42,000 | @ | Alexion Pharmaceuticals, Inc. | 5,110,140 | 0.6 | ||||||||||
77,100 | @ | AMAG Pharmaceuticals, Inc. | 1,418,640 | 0.2 | ||||||||||
5,900 | AmerisourceBergen Corp. | 557,727 | 0.1 | |||||||||||
25,300 | Amgen, Inc. | 4,357,419 | 0.5 | |||||||||||
16,100 | Becton Dickinson & Co. | 3,141,271 | 0.4 | |||||||||||
17,300 | @ | BioMarin Pharmaceutical, Inc. | 1,571,186 | 0.2 | ||||||||||
343,165 | @ | Boston Scientific Corp. | 9,512,534 | 1.1 | ||||||||||
88,200 | Bruker Corp. | 2,543,688 | 0.3 | |||||||||||
200 | @ | Cambrex Corp. | 11,950 | 0.0 | ||||||||||
76,298 | Cardinal Health, Inc. | 5,945,140 | 0.7 | |||||||||||
72,400 | @ | Catalent, Inc. | 2,541,240 | 0.3 | ||||||||||
200 | @ | Centene Corp. | 15,976 | 0.0 | ||||||||||
1,000 | @ | Charles River Laboratories International, Inc. | 101,150 | 0.0 | ||||||||||
12,900 | Cigna Corp. | 2,159,331 | 0.3 | |||||||||||
11,607 | Cooper Cos., Inc. | 2,778,948 | 0.3 | |||||||||||
59,500 | @ | DaVita, Inc. | 3,853,220 | 0.5 | ||||||||||
65,000 | Dentsply Sirona, Inc. | 4,214,600 | 0.5 | |||||||||||
86,600 | @ | Endo International PLC | 967,322 | 0.1 | ||||||||||
29,300 | @ | Envision Healthcare Corp. | 1,836,231 | 0.2 | ||||||||||
28,110 | @ | HCA Healthcare, Inc. | 2,451,192 | 0.3 | ||||||||||
29,900 | Hill-Rom Holdings, Inc. | 2,380,339 | 0.3 | |||||||||||
77,600 | @ | Hologic, Inc. | 3,521,488 | 0.4 | ||||||||||
54,032 | @ | Jazz Pharmaceuticals PLC | 8,401,976 | 1.0 | ||||||||||
38,300 | @ | Laboratory Corp. of America Holdings | 5,903,562 | 0.7 | ||||||||||
17,506 | @ | LivaNova PLC | 1,071,542 | 0.1 | ||||||||||
34,044 | McKesson Corp. | 5,601,600 | 0.7 | |||||||||||
47,100 | Medtronic PLC | 4,180,125 | 0.5 | |||||||||||
48,000 | Olympus Corp. | 1,758,644 | 0.2 | |||||||||||
18,700 | Perrigo Co. PLC | 1,412,224 | 0.2 | |||||||||||
33,800 | @ | Premier, Inc. | 1,216,800 | 0.1 | ||||||||||
3,400 | Quest Diagnostics, Inc. | 377,944 | 0.0 | |||||||||||
2,900 | @ | Regeneron Pharmaceuticals, Inc. | 1,424,306 | 0.2 | ||||||||||
44,800 | @ | REGENXBIO, Inc. | 884,800 | 0.1 | ||||||||||
23,481 | Resmed, Inc. | 1,828,466 | 0.2 | |||||||||||
15,010 | Ryman Healthcare Ltd. | 91,184 | 0.0 | |||||||||||
3,900 | @ | Seattle Genetics, Inc. | 201,786 | 0.0 | ||||||||||
258,842 | Spire Healthcare Group PLC | 1,094,087 | 0.1 | |||||||||||
92,800 | STERIS PLC | 7,563,200 | 0.9 | |||||||||||
151,362 | Teva Pharmaceutical Industries Ltd. ADR | 5,028,246 | 0.6 | |||||||||||
2,000 | @ | Theravance Biopharma, Inc. | 79,680 | 0.0 | ||||||||||
33,507 | Thermo Fisher Scientific, Inc. | 5,845,966 | 0.7 | |||||||||||
47,100 | @ | United Therapeutics Corp. | 6,110,283 | 0.7 | ||||||||||
2,772 | UnitedHealth Group, Inc. | 513,984 | 0.1 | |||||||||||
23,200 | Universal Health Services, Inc. | 2,832,256 | 0.3 |
5 |
VY® FMR® Diversified Mid Cap Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Health Care: (continued) | ||||||||||||||
56,000 | Zimmer Biomet Holdings, Inc. | 7,190,400 | 0.8 | |||||||||||
135,832,596 | 16.0 | |||||||||||||
Industrials: 13.7% | ||||||||||||||
87,543 | Air Lease Corp. | 3,270,606 | 0.4 | |||||||||||
32,600 | Allegiant Travel Co. | 4,420,560 | 0.5 | |||||||||||
20,200 | Ametek, Inc. | 1,223,514 | 0.1 | |||||||||||
39,400 | AO Smith Corp. | 2,219,402 | 0.3 | |||||||||||
5,800 | Carlisle Cos., Inc. | 553,320 | 0.1 | |||||||||||
29,700 | CH Robinson Worldwide, Inc. | 2,039,796 | 0.2 | |||||||||||
79,700 | @ | Colfax Corp. | 3,137,789 | 0.4 | ||||||||||
7,200 | Copa Holdings S.A. | 842,400 | 0.1 | |||||||||||
14,000 | @ | Copart, Inc. | 445,060 | 0.1 | ||||||||||
19,900 | CSX Corp. | 1,085,744 | 0.1 | |||||||||||
1,568 | Cummins, Inc. | 254,361 | 0.0 | |||||||||||
2,108 | Curtiss-Wright Corp. | 193,472 | 0.0 | |||||||||||
22,792 | Deluxe Corp. | 1,577,662 | 0.2 | |||||||||||
38,148 | Dun & Bradstreet Corp. | 4,125,706 | 0.5 | |||||||||||
9,450 | L | Elbit Systems Ltd. | 1,169,438 | 0.1 | ||||||||||
68,302 | EMCOR Group, Inc. | 4,465,585 | 0.5 | |||||||||||
4,239 | @ | Esterline Technologies Corp. | 401,857 | 0.0 | ||||||||||
32,943 | FedEx Corp. | 7,159,502 | 0.8 | |||||||||||
52,000 | Flowserve Corp. | 2,414,360 | 0.3 | |||||||||||
33,100 | Fluor Corp. | 1,515,318 | 0.2 | |||||||||||
25,100 | @ | HD Supply Holdings, Inc. | 768,813 | 0.1 | ||||||||||
14,000 | Herman Miller, Inc. | 425,600 | 0.0 | |||||||||||
9,900 | Hexcel Corp. | 522,621 | 0.1 | |||||||||||
1,300 | HNI Corp. | 51,831 | 0.0 | |||||||||||
30,600 | Huntington Ingalls Industries, Inc. | 5,696,496 | 0.7 | |||||||||||
2,146 | IDEX Corp. | 242,519 | 0.0 | |||||||||||
74,303 | Ingersoll-Rand PLC - Class A | 6,790,551 | 0.8 | |||||||||||
62,475 | Jacobs Engineering Group, Inc. | 3,398,015 | 0.4 | |||||||||||
5,600 | JB Hunt Transport Services, Inc. | 511,728 | 0.1 | |||||||||||
5,660 | Johnson Controls International plc | 245,418 | 0.0 | |||||||||||
21,442 | KAR Auction Services, Inc. | 899,921 | 0.1 | |||||||||||
309,000 | KBR, Inc. | 4,702,980 | 0.6 | |||||||||||
4,509 | KION Group AG | 344,906 | 0.1 | |||||||||||
202,655 | Knoll, Inc. | 4,063,233 | 0.5 | |||||||||||
19,000 | Lennox International, Inc. | 3,489,160 | 0.4 | |||||||||||
74,900 | Misumi Group, Inc. | 1,716,681 | 0.2 | |||||||||||
22,356 | Mueller Industries, Inc. | 680,740 | 0.1 | |||||||||||
4,000 | Multi-Color Corp. | 326,400 | 0.0 | |||||||||||
15,000 | Old Dominion Freight Line | 1,428,600 | 0.2 | |||||||||||
7,400 | Pentair PLC | 492,396 | 0.1 | |||||||||||
1,100 | @ | Proto Labs, Inc. | 73,975 | 0.0 | ||||||||||
17,628 | @ | Quanta Services, Inc. | 580,314 | 0.1 | ||||||||||
27,000 | Regal-Beloit Corp. | 2,201,850 | 0.3 | |||||||||||
287,323 | @ | Rexnord Corp. | 6,680,260 | 0.8 | ||||||||||
37,866 | Rockwell Collins, Inc. | 3,978,959 | 0.5 | |||||||||||
10,849 | @ | Saia, Inc. | 556,554 | 0.1 | ||||||||||
87,536 | @ | Spirit Airlines, Inc. | 4,521,234 | 0.5 | ||||||||||
5,800 | Stanley Black & Decker, Inc. | 816,234 | 0.1 | |||||||||||
35,600 | @ | Stericycle, Inc. | 2,716,992 | 0.3 | ||||||||||
14,853 | @ | Swift Transportation Co. | 393,605 | 0.0 | ||||||||||
110,442 | Textron, Inc. | 5,201,818 | 0.6 | |||||||||||
8,496 | Valmont Industries, Inc. | 1,271,002 | 0.1 | |||||||||||
56,100 | Wabtec Corp. | 5,133,150 | 0.6 | |||||||||||
11,600 | @ | Wesco International, Inc. | 664,680 | 0.1 | ||||||||||
33,000 | Xylem, Inc. | 1,829,190 | 0.2 | |||||||||||
115,933,878 | 13.7 | |||||||||||||
Information Technology: 21.6% | ||||||||||||||
134,988 | Activision Blizzard, Inc. | 7,771,259 | 0.9 | |||||||||||
137,020 | @ | Akamai Technologies, Inc. | 6,824,966 | 0.8 | ||||||||||
7,405 | Alliance Data Systems Corp. | 1,900,789 | 0.2 | |||||||||||
6,137 | @ | Alphabet, Inc. - Class C | 5,576,876 | 0.7 | ||||||||||
5,900 | Amphenol Corp. | 435,538 | 0.1 | |||||||||||
5,900 | Analog Devices, Inc. | 459,020 | 0.1 | |||||||||||
55,503 | Applied Materials, Inc. | 2,292,829 | 0.3 | |||||||||||
2,800 | ASML Holding NV | 364,989 | 0.1 | |||||||||||
96,533 | Avnet, Inc. | 3,753,203 | 0.4 | |||||||||||
91,700 | Belden, Inc. | 6,916,931 | 0.8 | |||||||||||
125,249 | @ | Blackhawk Network Holdings, Inc. | 5,460,856 | 0.6 | ||||||||||
6,243 | Broadridge Financial Solutions, Inc. ADR | 471,721 | 0.1 | |||||||||||
100,039 | CDW Corp. | 6,255,439 | 0.7 | |||||||||||
300 | @ | Cirrus Logic, Inc. | 18,816 | 0.0 | ||||||||||
18,567 | Cognizant Technology Solutions Corp. | 1,232,849 | 0.1 | |||||||||||
107,640 | @ | CommScope Holding Co., Inc. | 4,093,549 | 0.5 | ||||||||||
30,667 | @ | Conduent, Inc. | 488,832 | 0.1 | ||||||||||
63,400 | @ | Cree, Inc. | 1,562,810 | 0.2 | ||||||||||
55,100 | CSRA, Inc. | 1,749,425 | 0.2 | |||||||||||
111,300 | @ | Electronic Arts, Inc. | 11,766,636 | 1.4 | ||||||||||
32,300 | @ | EPAM Systems, Inc. | 2,716,107 | 0.3 | ||||||||||
79,348 | @ | Euronet Worldwide, Inc. | 6,932,635 | 0.8 | ||||||||||
68,760 | EVERTEC, Inc. | 1,189,548 | 0.1 | |||||||||||
57,700 | @ | ExlService Holdings, Inc. | 3,206,966 | 0.4 | ||||||||||
38,491 | @ | F5 Networks, Inc. | 4,890,667 | 0.6 | ||||||||||
27,900 | Fair Isaac Corp. | 3,889,539 | 0.5 | |||||||||||
44,980 | Fidelity National Information Services, Inc. | 3,841,292 | 0.5 | |||||||||||
46,168 | @ | FleetCor Technologies, Inc. | 6,657,887 | 0.8 | ||||||||||
4,613 | @ | Gartner, Inc. | 569,752 | 0.1 | ||||||||||
261,884 | Genpact Ltd. | 7,288,232 | 0.9 | |||||||||||
82,282 | Global Payments, Inc. | 7,431,710 | 0.9 | |||||||||||
20,300 | Harris Corp. | 2,214,324 | 0.3 | |||||||||||
17,797 | Intuit, Inc. | 2,363,620 | 0.3 | |||||||||||
11,400 | @ | IPG Photonics Corp. | 1,654,140 | 0.2 | ||||||||||
111,300 | Jabil, Inc. | 3,248,847 | 0.4 | |||||||||||
80,000 | @ | Keysight Technologies, Inc. | 3,114,400 | 0.4 | ||||||||||
1,600 | KLA-Tencor Corp. | 146,416 | 0.0 | |||||||||||
80,400 | Maxim Integrated Products | 3,609,960 | 0.4 | |||||||||||
37,900 | MAXIMUS, Inc. | 2,373,677 | 0.3 | |||||||||||
23,400 | Methode Electronics, Inc. | 964,080 | 0.1 | |||||||||||
3,187 | Microchip Technology, Inc. | 245,973 | 0.0 | |||||||||||
3,200 | National Instruments Corp. | 128,704 | 0.0 | |||||||||||
4,700 | @ | Netgear, Inc. | 202,570 | 0.0 | ||||||||||
38,024 | Nvidia Corp. | 5,496,749 | 0.6 | |||||||||||
23,400 | @ | PayPal Holdings, Inc. | 1,255,878 | 0.1 |
6 |
VY® FMR® Diversified Mid Cap Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Information Technology: (continued) | ||||||||||||||
11,986 | @ | PTC, Inc. | 660,668 | 0.1 | ||||||||||
44,700 | Qualcomm, Inc. | 2,468,334 | 0.3 | |||||||||||
83,341 | @ | Semtech Corp. | 2,979,441 | 0.3 | ||||||||||
29,300 | Skyworks Solutions, Inc. | 2,811,335 | 0.3 | |||||||||||
21,300 | @ | Synaptics, Inc. | 1,101,423 | 0.1 | ||||||||||
37,351 | @ | Synopsys, Inc. | 2,724,008 | 0.3 | ||||||||||
37,583 | TE Connectivity Ltd. | 2,957,030 | 0.3 | |||||||||||
53,200 | Tencent Holdings Ltd. | 1,908,548 | 0.2 | |||||||||||
128,543 | Total System Services, Inc. | 7,487,630 | 0.9 | |||||||||||
124,800 | @ | Trimble, Inc. | 4,451,616 | 0.5 | ||||||||||
49,800 | @ | Vantiv, Inc. | 3,154,332 | 0.4 | ||||||||||
31,000 | Visa, Inc. - Class A | 2,907,180 | 0.3 | |||||||||||
109,700 | Western Union Co. | 2,089,785 | 0.2 | |||||||||||
23,834 | Xerox Corp. | 684,751 | 0.1 | |||||||||||
400 | @ | Zebra Technologies Corp. | 40,208 | 0.0 | ||||||||||
183,457,295 | 21.6 | |||||||||||||
Materials: 7.1% | ||||||||||||||
57,488 | Albemarle Corp. | 6,067,283 | 0.7 | |||||||||||
18,411 | Aptargroup, Inc. | 1,599,179 | 0.2 | |||||||||||
9,600 | Ashland Global Holdings, Inc. | 632,736 | 0.1 | |||||||||||
788,611 | @ | B2Gold Corp. | 2,219,641 | 0.3 | ||||||||||
53,800 | @ | Boise Cascade Co. | 1,635,520 | 0.2 | ||||||||||
98,700 | CF Industries Holdings, Inc. | 2,759,652 | 0.3 | |||||||||||
73,400 | Chemours Co. | 2,783,328 | 0.3 | |||||||||||
26,400 | @ | Continental Gold, Inc. | 77,767 | 0.0 | ||||||||||
77,700 | Eastman Chemical Co. | 6,526,023 | 0.8 | |||||||||||
3,696 | @ | Ferro Corp. | 67,600 | 0.0 | ||||||||||
255,900 | Graphic Packaging Holding Co. | 3,526,302 | 0.4 | |||||||||||
73,800 | @ | Guyana Goldfields, Inc. | 346,009 | 0.0 | ||||||||||
54,700 | HB Fuller Co. | 2,795,717 | 0.3 | |||||||||||
12,809 | Innospec, Inc. | 839,630 | 0.1 | |||||||||||
73,000 | LyondellBasell Industries NV - Class A | 6,160,470 | 0.7 | |||||||||||
273,300 | Mosaic Co. | 6,239,439 | 0.7 | |||||||||||
217,064 | @ | New Gold, Inc. | 689,623 | 0.1 | ||||||||||
18,500 | Packaging Corp. of America | 2,060,715 | 0.2 | |||||||||||
78,794 | PolyOne Corp. | 3,052,480 | 0.4 | |||||||||||
18,200 | PPG Industries, Inc. | 2,001,272 | 0.2 | |||||||||||
3,700 | Praxair, Inc. | 490,435 | 0.1 | |||||||||||
9,849 | Randgold Resources Ltd. ADR | 871,243 | 0.1 | |||||||||||
37,900 | Tahoe Resources, Inc. | 326,744 | 0.0 | |||||||||||
18,986 | Valvoline, Inc. | 450,348 | 0.1 | |||||||||||
104,700 | WestRock Co. | 5,932,302 | 0.7 | |||||||||||
7,500 | WR Grace & Co. | 540,075 | 0.1 | |||||||||||
60,691,533 | 7.1 | |||||||||||||
Real Estate: 3.0% | ||||||||||||||
73,570 | BUWOG AG | 2,113,728 | 0.3 | |||||||||||
126,386 | @ | CBRE Group, Inc. | 4,600,450 | 0.6 | ||||||||||
31,800 | Extra Space Storage, Inc. | 2,480,400 | 0.3 | |||||||||||
48,600 | Gaming and Leisure Properties, Inc. | 1,830,762 | 0.2 | |||||||||||
11,100 | Goldcrest Co., Ltd. | 245,988 | 0.0 | |||||||||||
1,257,044 | Hibernia REIT plc | 1,974,136 | 0.2 | |||||||||||
1,300 | Highwoods Properties, Inc. | 65,923 | 0.0 | |||||||||||
92,000 | Hysan Development Co., Ltd. | 439,060 | 0.0 | |||||||||||
28,609 | Jones Lang LaSalle, Inc. | 3,576,125 | 0.4 | |||||||||||
8,400 | Monogram Residential Trust, Inc. | 81,564 | 0.0 | |||||||||||
43,900 | Olav Thon Eiendomsselskap ASA | 883,390 | 0.1 | |||||||||||
36,641 | Outfront Media, Inc. | 847,140 | 0.1 | |||||||||||
323,644 | Safestore Holdings PLC | 1,772,607 | 0.2 | |||||||||||
313,548 | Sino Land Co. | 513,712 | 0.1 | |||||||||||
68,800 | STORE Capital Corp. | 1,544,560 | 0.2 | |||||||||||
203,000 | TAI Cheung Holdings Ltd. | 215,760 | 0.0 | |||||||||||
3,000 | Urban Edge Properties | 71,190 | 0.0 | |||||||||||
2,600 | Ventas, Inc. | 180,648 | 0.0 | |||||||||||
187,300 | VEREIT, Inc. | 1,524,622 | 0.2 | |||||||||||
300 | Welltower, Inc. | 22,455 | 0.0 | |||||||||||
452,300 | Wing Tai Holdings Ltd. | 653,988 | 0.1 | |||||||||||
25,638,208 | 3.0 | |||||||||||||
Utilities: 1.6% | ||||||||||||||
394,300 | AES Corp. | 4,380,673 | 0.5 | |||||||||||
550,500 | @ | Calpine Corp. | 7,448,265 | 0.9 | ||||||||||
25,818 | @ | Dynegy, Inc. | 213,515 | 0.0 | ||||||||||
38,400 | Exelon Corp. | 1,385,088 | 0.2 | |||||||||||
13,427,541 | 1.6 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $717,757,478) | 843,766,413 | 99.4 | ||||||||||||
PREFERRED STOCK: 0.2% | ||||||||||||||
Financials: 0.2% | ||||||||||||||
49,856 | @,P | GMAC Capital Trust I | 1,306,228 | 0.2 | ||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $1,030,152) | 1,306,228 | 0.2 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $718,787,630) | 845,072,641 | 99.6 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 1.1% | ||||||||||||||
Securities Lending Collateralcc: 0.6% | ||||||||||||||
111,086 | BNP Paribas S.A., Repurchase Agreement dated 06/30/17, 1.11%, due 07/03/17 (Repurchase Amount $111,096, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $113,308, due 07/28/17-09/09/49) | 111,086 | 0.0 |
7 |
VY® FMR® Diversified Mid Cap Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Securities Lending Collateralcc: (continued) | ||||||||||||||
1,194,443 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $1,194,556, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $1,218,332, due 07/15/17-05/20/67) | 1,194,443 | 0.2 | |||||||||||
1,133,037 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $1,133,144, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $1,155,698, due 07/13/17-12/01/51) | 1,133,037 | 0.1 | |||||||||||
135,216 | HSBC Securities USA, Repurchase Agreement dated 06/30/17, 1.06%, due 07/03/17 (Repurchase Amount $135,228, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-7.250%, Market Value plus accrued interest $137,921, due 07/15/17-01/15/37) | 135,216 | 0.0 | |||||||||||
66,412 | Jefferies LLC, Repurchase Agreement dated 06/30/17, 1.25%, due 07/03/17 (Repurchase Amount $66,419, collateralized by various U.S. Government Agency Obligations, 0.000%-7.125%, Market Value plus accrued interest $67,741, due 07/07/17-01/15/30) | 66,412 | 0.0 | |||||||||||
1,194,443 | NBC Global Finance Ltd., Repurchase Agreement dated 06/30/17, 1.20%, due 07/03/17 (Repurchase Amount $1,194,561, collateralized by various U.S. Government Securities, 0.000%-2.500%, Market Value plus accrued interest $1,218,332, due 08/15/21-09/09/49) | 1,194,443 | 0.2 | |||||||||||
1,194,400 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/17, 1.30%, due 07/03/17 (Repurchase Amount $1,194,528, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $1,218,285, due 01/15/19-02/15/46) | 1,194,400 | 0.1 | |||||||||||
5,029,037 | 0.6 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.5% | ||||||||||||||
4,528,345 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.860%†† | |||||||||||||
(Cost $4,528,345) | 4,528,345 | 0.5 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $9,557,382) | 9,557,382 | 1.1 | ||||||||||||
Total Investments in Securities (Cost $728,345,012) | $ | 854,630,023 | 100.7 | |||||||||||
Liabilities in Excess of Other Assets | (6,086,561 | ) | (0.7 | ) | ||||||||||
Net Assets | $ | 848,543,462 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2017. |
# | 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. |
ADR | American Depositary Receipt |
P | Preferred Stock may be called prior to convertible date. |
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 June 30, 2017. |
Cost for federal income tax purposes is $735,113,745.
Net unrealized appreciation consists of:
Gross Unrealized Appreciation | $ | 171,106,425 | ||
Gross Unrealized Depreciation | (51,590,147 | ) | ||
Net Unrealized Appreciation | $ | 119,516,278 |
8 |
VY® Invesco Growth and Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 96.9% | ||||||||||||||
Consumer Discretionary: 8.6% | ||||||||||||||
169,490 | Carnival Corp. | 11,113,459 | 2.0 | |||||||||||
27,071 | CBS Corp. - Class B | 1,726,588 | 0.3 | |||||||||||
16,714 | @ | Charter Communications, Inc. | 5,630,111 | 1.0 | ||||||||||
226,177 | Comcast Corp. – Class A | 8,802,809 | 1.6 | |||||||||||
235,146 | General Motors Co. | 8,213,650 | 1.4 | |||||||||||
1,179,963 | Kingfisher PLC | 4,621,841 | 0.8 | |||||||||||
109,502 | @ | Michael Kors Holdings Ltd. | 3,969,448 | 0.7 | ||||||||||
46,057 | Time Warner, Inc. | 4,624,583 | 0.8 | |||||||||||
48,702,489 | 8.6 | |||||||||||||
Consumer Staples: 5.0% | ||||||||||||||
79,071 | CVS Health Corp. | 6,362,053 | 1.1 | |||||||||||
125,311 | Mondelez International, Inc. | 5,412,182 | 1.0 | |||||||||||
52,848 | Philip Morris International, Inc. | 6,206,998 | 1.1 | |||||||||||
133,233 | Walgreens Boots Alliance, Inc. | 10,433,476 | 1.8 | |||||||||||
28,414,709 | 5.0 | |||||||||||||
Energy: 14.4% | ||||||||||||||
253,924 | Apache Corp. | 12,170,578 | 2.2 | |||||||||||
165,965 | Baker Hughes, Inc. | 9,046,752 | 1.6 | |||||||||||
330,897 | Canadian Natural Resources Ltd. | 9,548,246 | 1.7 | |||||||||||
265,394 | Devon Energy Corp. | 8,484,646 | 1.5 | |||||||||||
58,530 | Exxon Mobil Corp. | 4,725,127 | 0.8 | |||||||||||
177,740 | Occidental Petroleum Corp. | 10,641,294 | 1.9 | |||||||||||
451,106 | Royal Dutch Shell PLC - Class A | 11,985,363 | 2.1 | |||||||||||
301,735 | @ | TechnipFMC PLC | 8,207,192 | 1.4 | ||||||||||
132,850 | Total S.A. | 6,595,620 | 1.2 | |||||||||||
81,404,818 | 14.4 | |||||||||||||
Financials: 33.6% | ||||||||||||||
63,394 | Aon PLC | 8,428,232 | 1.5 | |||||||||||
974,605 | Bank of America Corp. | 23,643,917 | 4.2 | |||||||||||
53,205 | BB&T Corp. | 2,416,039 | 0.4 | |||||||||||
158,050 | Charles Schwab Corp. | 6,789,828 | 1.2 | |||||||||||
445,462 | Citigroup, Inc. | 29,792,499 | 5.3 | |||||||||||
371,587 | Citizens Financial Group, Inc. | 13,258,224 | 2.3 | |||||||||||
95,341 | Comerica, Inc. | 6,982,775 | 1.2 | |||||||||||
354,022 | Fifth Third Bancorp | 9,190,411 | 1.6 | |||||||||||
247,261 | First Horizon National Corp. | 4,307,287 | 0.8 | |||||||||||
30,568 | Goldman Sachs Group, Inc. | 6,783,039 | 1.2 | |||||||||||
257,681 | JPMorgan Chase & Co. | 23,552,044 | 4.2 | |||||||||||
59,841 | Marsh & McLennan Cos., Inc. | 4,665,204 | 0.8 | |||||||||||
379,390 | Morgan Stanley | 16,905,618 | 3.0 | |||||||||||
67,453 | Northern Trust Corp. | 6,557,106 | 1.2 | |||||||||||
89,257 | PNC Financial Services Group, Inc. | 11,145,522 | 2.0 | |||||||||||
104,774 | State Street Corp. | 9,401,371 | 1.7 | |||||||||||
37,217 | Willis Towers Watson PLC | 5,413,585 | 1.0 | |||||||||||
189,232,701 | 33.6 | |||||||||||||
Health Care: 11.3% | ||||||||||||||
25,228 | Amgen, Inc. | 4,345,018 | 0.8 | |||||||||||
28,700 | Anthem, Inc. | 5,399,331 | 1.0 | |||||||||||
113,448 | Baxter International, Inc. | 6,868,142 | 1.2 | |||||||||||
76,953 | Cardinal Health, Inc. | 5,996,178 | 1.1 | |||||||||||
89,520 | Medtronic PLC | 7,944,900 | 1.4 | |||||||||||
133,232 | Merck & Co., Inc. | 8,538,839 | 1.5 | |||||||||||
94,411 | Novartis AG | 7,885,830 | 1.4 | |||||||||||
304,874 | Pfizer, Inc. | 10,240,718 | 1.8 | |||||||||||
65,685 | Sanofi | 6,293,948 | 1.1 | |||||||||||
63,512,904 | 11.3 | |||||||||||||
Industrials: 7.5% | ||||||||||||||
54,098 | Caterpillar, Inc. | 5,813,371 | 1.0 | |||||||||||
119,160 | CSX Corp. | 6,501,370 | 1.2 | |||||||||||
44,823 | General Dynamics Corp. | 8,879,436 | 1.6 | |||||||||||
212,080 | General Electric Co. | 5,728,281 | 1.0 | |||||||||||
74,845 | Ingersoll-Rand PLC - Class A | 6,840,084 | 1.2 | |||||||||||
193,172 | Johnson Controls International plc | 8,375,938 | 1.5 | |||||||||||
42,138,480 | 7.5 | |||||||||||||
Information Technology: 11.2% | ||||||||||||||
282,510 | Cisco Systems, Inc. | 8,842,563 | 1.6 | |||||||||||
113,036 | Cognizant Technology Solutions Corp. | 7,505,590 | 1.3 | |||||||||||
217,404 | @ | eBay, Inc. | 7,591,748 | 1.3 | ||||||||||
170,177 | Intel Corp. | 5,741,772 | 1.0 | |||||||||||
256,204 | Juniper Networks, Inc. | 7,142,967 | 1.3 | |||||||||||
268,447 | Oracle Corp. | 13,459,933 | 2.4 | |||||||||||
104,054 | @ | PayPal Holdings, Inc. | 5,584,578 | 1.0 | ||||||||||
129,077 | Qualcomm, Inc. | 7,127,632 | 1.3 | |||||||||||
62,996,783 | 11.2 | |||||||||||||
Materials: 2.4% | ||||||||||||||
40,354 | Agrium, Inc. | 3,651,634 | 0.6 | |||||||||||
225,506 | BHP Billiton Ltd. | 4,019,391 | 0.7 | |||||||||||
260,335 | Mosaic Co. | 5,943,448 | 1.1 | |||||||||||
13,614,473 | 2.4 | |||||||||||||
Telecommunication Services: 1.6% | ||||||||||||||
81,312 | Orange SA | 1,294,076 | 0.2 | |||||||||||
82,733 | Verizon Communications, Inc. | 3,694,856 | 0.7 | |||||||||||
144,967 | Vodafone Group PLC ADR | 4,164,902 | 0.7 | |||||||||||
9,153,834 | 1.6 | |||||||||||||
Utilities: 1.3% | ||||||||||||||
83,197 | FirstEnergy Corp. | 2,426,024 | 0.4 | |||||||||||
77,794 | PG&E Corp. | 5,163,188 | 0.9 | |||||||||||
7,589,212 | 1.3 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $414,040,249) | 546,760,403 | 96.9 |
9 |
VY® Invesco Growth and Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 2.7% | ||||||||||||||
Mutual Funds: 2.7% | ||||||||||||||
14,988,182 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.860%†† | |||||||||||||
(Cost $14,988,182) | 14,988,182 | 2.7 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $14,988,182) | 14,988,182 | 2.7 | ||||||||||||
Total Investments in Securities (Cost $429,028,431) | $ | 561,748,585 | 99.6 | |||||||||||
Assets in Excess of Other Liabilities | 2,056,677 | 0.4 | ||||||||||||
Net Assets | $ | 563,805,262 | 100.0 |
†† | Rate shown is the 7-day yield as of June 30, 2017. |
@ | Non-income producing security. |
ADR | American Depositary Receipt |
Cost for federal income tax purposes is $431,841,235.
Net unrealized appreciation consists of:
Gross Unrealized Appreciation | $ | 151,395,385 | ||
Gross Unrealized Depreciation | (21,488,035 | ) | ||
Net Unrealized Appreciation | $ | 129,907,350 |
10 |
VY® JPMorgan Emerging Markets Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.0% | ||||||||||||||
Argentina: 1.7% | ||||||||||||||
38,220 | Mercadolibre, Inc. | 9,588,634 | 1.7 | |||||||||||
Australia: 0.7% | ||||||||||||||
767,166 | Oil Search Ltd. | 4,017,321 | 0.7 | |||||||||||
Brazil: 8.5% | ||||||||||||||
888,825 | Ambev SA ADR | 4,879,649 | 0.9 | |||||||||||
554,900 | BB Seguridade Participacoes SA | 4,793,757 | 0.9 | |||||||||||
785,750 | CCR SA | 4,003,580 | 0.7 | |||||||||||
615,587 | Cielo SA | 4,589,634 | 0.8 | |||||||||||
1,727,335 | Kroton Educacional SA | 7,737,526 | 1.4 | |||||||||||
1,044,307 | Lojas Renner SA | 8,668,672 | 1.6 | |||||||||||
318,000 | Marcopolo SA | 210,215 | 0.0 | |||||||||||
139,820 | Raia Drogasil SA | 2,975,432 | 0.5 | |||||||||||
306,700 | Ultrapar Participacoes SA | 7,248,818 | 1.3 | |||||||||||
353,606 | Weg S.A. | 1,891,364 | 0.4 | |||||||||||
46,998,647 | 8.5 | |||||||||||||
China: 22.6% | ||||||||||||||
333,000 | AAC Technologies Holdings, Inc. | 4,159,556 | 0.8 | |||||||||||
172,950 | @ | Alibaba Group Holding Ltd. ADR | 24,368,655 | 4.4 | ||||||||||
24,250 | @ | Baidu, Inc. ADR | 4,337,355 | 0.8 | ||||||||||
792,209 | @ | Hangzhou Robam Appliances Co. Ltd. | 4,973,171 | 0.9 | ||||||||||
343,770 | @ | JD.com, Inc. ADR | 13,482,660 | 2.4 | ||||||||||
57,250 | @ | Kweichow Moutai Co. Ltd. | 3,984,573 | 0.7 | ||||||||||
1,284,400 | @ | Midea Group Co., Ltd. | 8,154,079 | 1.5 | ||||||||||
1,463,000 | Ping An Insurance Group Co. of China Ltd. | 9,637,365 | 1.7 | |||||||||||
746,000 | Shenzhou International Group Holdings Ltd. | 4,905,228 | 0.9 | |||||||||||
1,047,600 | Tencent Holdings Ltd. | 37,582,609 | 6.8 | |||||||||||
389,057 | @ | Vipshop Holdings Ltd. ADR | 4,104,551 | 0.7 | ||||||||||
135,410 | @ | Yum China Holdings, Inc. | 5,339,216 | 1.0 | ||||||||||
125,029,018 | 22.6 | |||||||||||||
Egypt: 0.7% | ||||||||||||||
821,650 | Commercial International Bank Egypt SAE REG GDR | 3,697,425 | 0.7 | |||||||||||
Hong Kong: 5.6% | ||||||||||||||
2,891,600 | AIA Group Ltd. | 21,155,989 | 3.8 | |||||||||||
77,400 | Jardine Matheson Holdings Ltd. | 4,969,080 | 0.9 | |||||||||||
1,017,500 | Techtronic Industries Co., Ltd. | 4,675,409 | 0.9 | |||||||||||
30,800,478 | 5.6 | |||||||||||||
India: 18.7% | ||||||||||||||
305,410 | Asian Paints Ltd. | 5,205,210 | 0.9 | |||||||||||
246,310 | HDFC Bank Ltd. ADR | 21,421,581 | 3.9 | |||||||||||
138,860 | HDFC Bank Ltd. - Foreign Premium | 3,573,248 | 0.7 | |||||||||||
739,555 | Housing Development Finance Corp. | 18,469,661 | 3.3 | |||||||||||
293,028 | IndusInd Bank Ltd. | 6,699,488 | 1.2 | |||||||||||
375,596 | L | Infosys Ltd. ADR | 5,641,452 | 1.0 | ||||||||||
2,209,240 | ITC Ltd. | 11,051,585 | 2.0 | |||||||||||
359,860 | Kotak Mahindra Bank Ltd. | 5,317,545 | 1.0 | |||||||||||
95,388 | Lupin Ltd. | 1,563,916 | 0.3 | |||||||||||
349,596 | Tata Consultancy Services Ltd. | 12,769,337 | 2.3 | |||||||||||
123,223 | Tata Motors Ltd. ADR | 4,067,591 | 0.7 | |||||||||||
122,090 | Ultratech Cement Ltd. | 7,474,174 | 1.4 | |||||||||||
103,254,788 | 18.7 | |||||||||||||
Indonesia: 3.2% | ||||||||||||||
9,734,200 | Astra International Tbk PT | 6,521,889 | 1.2 | |||||||||||
4,845,400 | Bank Central Asia Tbk PT | 6,608,247 | 1.2 | |||||||||||
3,897,900 | Bank Rakyat Indonesia | 4,447,637 | 0.8 | |||||||||||
17,577,773 | 3.2 | |||||||||||||
Macau: 0.7% | ||||||||||||||
877,600 | Sands China Ltd. | 4,017,249 | 0.7 | |||||||||||
Mexico: 2.5% | ||||||||||||||
1,230,900 | @ | Becle SAB de CV | 2,099,117 | 0.4 | ||||||||||
1,301,030 | Grupo Financiero Banorte | 8,254,762 | 1.5 | |||||||||||
637,480 | Infraestructura Energetica Nova SAB de CV | 3,397,669 | 0.6 | |||||||||||
13,751,548 | 2.5 | |||||||||||||
Panama: 1.2% | ||||||||||||||
57,960 | Copa Holdings S.A. | 6,781,320 | 1.2 | |||||||||||
Peru: 1.2% | ||||||||||||||
38,160 | Credicorp Ltd. | 6,845,522 | 1.2 | |||||||||||
Russia: 3.2% | ||||||||||||||
49,380 | @ | Magnit OAO | 7,688,167 | 1.4 | ||||||||||
84,620 | Magnit PJSC GDR | 2,875,613 | 0.5 | |||||||||||
2,857,086 | @ | Sberbank | 7,059,868 | 1.3 | ||||||||||
17,623,648 | 3.2 | |||||||||||||
Saudi Arabia: 0.8% | ||||||||||||||
173,016 | @ | Almarai Co. | 4,449,734 | 0.8 | ||||||||||
South Africa: 10.1% | ||||||||||||||
240,820 | Aspen Pharmacare Holdings Ltd. | 5,284,147 | 0.9 | |||||||||||
749,828 | Bid Corp. Ltd. | 17,128,558 | 3.1 | |||||||||||
459,538 | Bidvest Group Ltd. | 5,533,936 | 1.0 | |||||||||||
40,441 | Capitec Bank Holdings Ltd. | 2,565,709 | 0.5 | |||||||||||
1,251,760 | FirstRand Ltd. | 4,514,257 | 0.8 | |||||||||||
273,510 | L | Mr Price Group Ltd. | 3,260,705 | 0.6 | ||||||||||
329,860 | Remgro Ltd. | 5,382,145 | 1.0 | |||||||||||
1,257,841 | Sanlam Ltd. | 6,229,920 | 1.1 | |||||||||||
1,266,200 | Woolworths Holdings Ltd./South Africa | 5,972,303 | 1.1 | |||||||||||
55,871,680 | 10.1 | |||||||||||||
South Korea: 4.9% | ||||||||||||||
19,113 | #,@ | Netmarble Games Corp. | 2,589,272 | 0.4 |
11 |
VY® JPMorgan Emerging Markets Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
South Korea: (continued) | ||||||||||||||
20,470 | #,@ | Samsung Biologics Co. Ltd. | 5,221,682 | 1.0 | ||||||||||
9,381 | Samsung Electronics Co., Ltd. | 19,538,952 | 3.5 | |||||||||||
27,349,906 | 4.9 | |||||||||||||
Spain: 0.5% | ||||||||||||||
405,440 | Prosegur Cia de Seguridad SA | 2,636,831 | 0.5 | |||||||||||
Taiwan: 8.1% | ||||||||||||||
684,501 | Delta Electronics, Inc. | 3,744,455 | 0.7 | |||||||||||
301,000 | Eclat Textile Co. Ltd. | 3,662,162 | 0.6 | |||||||||||
41,000 | Largan Precision Co. Ltd. | 6,527,797 | 1.2 | |||||||||||
945,000 | President Chain Store Corp. | 8,491,057 | 1.5 | |||||||||||
1,103,223 | Taiwan Semiconductor Manufacturing Co., Ltd. | 7,537,455 | 1.4 | |||||||||||
416,441 | Taiwan Semiconductor Manufacturing Co., Ltd. ADR | 14,558,777 | 2.7 | |||||||||||
44,521,703 | 8.1 | |||||||||||||
Thailand: 0.8% | ||||||||||||||
709,000 | Kasikornbank PCL | 4,139,171 | 0.8 | |||||||||||
Turkey: 0.5% | ||||||||||||||
216,750 | Ford Otomotiv Sanayi A/S | 2,645,638 | 0.5 | |||||||||||
United States: 1.8% | ||||||||||||||
57,000 | @ | EPAM Systems, Inc. | 4,793,130 | 0.9 | ||||||||||
86,470 | @ | Luxoft Holding, Inc. | 5,261,699 | 0.9 | ||||||||||
10,054,829 | 1.8 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $405,885,863) | 541,652,863 | 98.0 | ||||||||||||
PREFERRED STOCK: 1.6% | ||||||||||||||
Brazil: 1.6% | ||||||||||||||
727,335 | Itau Unibanco Holding S.A. | 8,068,327 | 1.5 | |||||||||||
1,028,210 | Marcopolo SA | 875,231 | 0.1 | |||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $10,594,562) | 8,943,558 | 1.6 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $416,480,425) | 550,596,421 | 99.6 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 3.1% | ||||||||||||||
Securities Lending Collateralcc: 1.5% | ||||||||||||||
239,557 | BNP Paribas S.A., Repurchase Agreement dated 06/30/17, 1.11%, due 07/03/17 (Repurchase Amount $239,579, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $244,348, due 07/28/17-09/09/49) | 239,557 | 0.0 | |||||||||||
2,033,217 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $2,033,409, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $2,073,881, due 07/15/17-05/20/67) | 2,033,217 | 0.4 | |||||||||||
2,033,217 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $2,033,409, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $2,073,881, due 07/13/17-12/01/51) | 2,033,217 | 0.4 | |||||||||||
291,593 | HSBC Securities USA, Repurchase Agreement dated 06/30/17, 1.06%, due 07/03/17 (Repurchase Amount $291,618, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-7.250%, Market Value plus accrued interest $297,425, due 07/15/17-01/15/37) | 291,593 | 0.0 |
12 |
VY® JPMorgan Emerging Markets Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Securities Lending Collateralcc: (continued) | ||||||||||||||
143,218 | Jefferies LLC, Repurchase Agreement dated 06/30/17, 1.25%, due 07/03/17 (Repurchase Amount $143,233, collateralized by various U.S. Government Agency Obligations, 0.000%-7.125%, Market Value plus accrued interest $146,083, due 07/07/17-01/15/30) | 143,218 | 0.0 | |||||||||||
833,868 | NBC Global Finance Ltd., Repurchase Agreement dated 06/30/17, 1.20%, due 07/03/17 (Repurchase Amount $833,950, collateralized by various U.S. Government Securities, 0.000%-2.500%, Market Value plus accrued interest $850,545, due 08/15/21-09/09/49) | 833,868 | 0.1 | |||||||||||
952,776 | Nomura Securities, Repurchase Agreement dated 06/30/17, 1.13%, due 07/03/17 (Repurchase Amount $952,864, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $971,832, due 07/10/17-06/20/67) | 952,776 | 0.2 | |||||||||||
2,033,200 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/17, 1.30%, due 07/03/17 (Repurchase Amount $2,033,417, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,073,858, due 01/15/19-02/15/46) | 2,033,200 | 0.4 | |||||||||||
8,560,646 | 1.5 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.6% | ||||||||||||||
8,708,540 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.860%†† | |||||||||||||
(Cost $8,708,540) | 8,708,540 | 1.6 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $17,269,186) | 17,269,186 | 3.1 | ||||||||||||
Total Investments in Securities (Cost $433,749,611) | $ | 567,865,607 | 102.7 | |||||||||||
Liabilities in Excess of Other Assets | (14,697,504 | ) | (2.7 | ) | ||||||||||
Net Assets | $ | 553,168,103 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2017. |
# | 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. |
ADR | American Depositary Receipt |
GDR | Global Depositary Receipt |
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 June 30, 2017. |
Cost for federal income tax purposes is $434,511,333.
Net unrealized appreciation consists of:
Gross Unrealized Appreciation | $ | 156,690,497 | ||
Gross Unrealized Depreciation | (23,336,223 | ) | ||
Net Unrealized Appreciation | $ | 133,354,274 |
13 |
VY® T. Rowe Price Capital Appreciation Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 61.8% | ||||||||||||||
Consumer Discretionary: 9.1% | ||||||||||||||
542,129 | Adient plc | 35,444,394 | 0.6 | |||||||||||
124,982 | @ | Amazon.com, Inc. | 120,982,576 | 1.9 | ||||||||||
1,799,573 | Aramark | 73,746,502 | 1.2 | |||||||||||
71,606 | @ | Autozone, Inc. | 40,848,359 | 0.6 | ||||||||||
207,627 | Home Depot, Inc. | 31,849,982 | 0.5 | |||||||||||
945,096 | @ | Liberty Global PLC - Class C | 29,468,093 | 0.5 | ||||||||||
655,325 | Lowe's Cos, Inc. | 50,807,347 | 0.8 | |||||||||||
703,052 | Magna International, Inc. | 32,572,399 | 0.5 | |||||||||||
403,786 | @ | O'Reilly Automotive, Inc. | 88,324,150 | 1.4 | ||||||||||
957,545 | Yum! Brands, Inc. | 70,628,519 | 1.1 | |||||||||||
574,672,321 | 9.1 | |||||||||||||
Consumer Staples: 7.7% | ||||||||||||||
600,429 | Altria Group, Inc. | 44,713,947 | 0.7 | |||||||||||
725,152 | British American Tobacco PLC | 49,414,227 | 0.8 | |||||||||||
284,700 | CVS Health Corp. | 22,906,962 | 0.4 | |||||||||||
917,909 | Dr Pepper Snapple Group, Inc. | 83,630,689 | 1.3 | |||||||||||
172,076 | Kraft Heinz Co. | 14,736,589 | 0.2 | |||||||||||
1,096,879 | Mondelez International, Inc. | 47,374,204 | 0.8 | |||||||||||
349,168 | PepsiCo, Inc. | 40,325,412 | 0.6 | |||||||||||
1,194,700 | Philip Morris International, Inc. | 140,317,515 | 2.2 | |||||||||||
208,160 | Tyson Foods, Inc. | 13,037,061 | 0.2 | |||||||||||
358,777 | Walgreens Boots Alliance, Inc. | 28,095,827 | 0.5 | |||||||||||
484,552,433 | 7.7 | |||||||||||||
Energy: 1.5% | ||||||||||||||
1,832,100 | L | Canadian Natural Resources Ltd. | 52,837,764 | 0.9 | ||||||||||
806,124 | Total S.A. | 40,021,734 | 0.6 | |||||||||||
92,859,498 | 1.5 | |||||||||||||
Financials: 7.5% | ||||||||||||||
2,669,692 | Bank of New York Mellon Corp. | 136,207,686 | 2.2 | |||||||||||
2,144,000 | Marsh & McLennan Cos., Inc. | 167,146,240 | 2.6 | |||||||||||
333,874 | PNC Financial Services Group, Inc. | 41,690,846 | 0.7 | |||||||||||
525,961 | State Street Corp. | 47,194,480 | 0.8 | |||||||||||
941,000 | Wells Fargo & Co. | 52,140,810 | 0.8 | |||||||||||
192,917 | Willis Towers Watson PLC | 28,061,707 | 0.4 | |||||||||||
472,441,769 | 7.5 | |||||||||||||
Health Care: 15.8% | ||||||||||||||
2,619,444 | Abbott Laboratories | 127,331,173 | 2.0 | |||||||||||
372,883 | Aetna, Inc. | 56,614,826 | 0.9 | |||||||||||
232,100 | Anthem, Inc. | 43,664,973 | 0.7 | |||||||||||
638,235 | Becton Dickinson & Co. | 124,526,031 | 2.0 | |||||||||||
99,375 | @ | Biogen, Inc. | 26,966,400 | 0.4 | ||||||||||
11,055 | @ | Bioverativ, Inc. | 665,179 | 0.0 | ||||||||||
305,251 | Cigna Corp. | 51,095,965 | 0.8 | |||||||||||
1,107,172 | Danaher Corp. | 93,434,245 | 1.5 | |||||||||||
1,028,611 | GlaxoSmithKline PLC | 21,896,422 | 0.3 | |||||||||||
291,469 | Humana, Inc. | 70,133,271 | 1.1 | |||||||||||
1,760,907 | PerkinElmer, Inc. | 119,988,203 | 1.9 | |||||||||||
465,300 | Perrigo Co. PLC | 35,139,456 | 0.6 | |||||||||||
363,513 | Thermo Fisher Scientific, Inc. | 63,422,113 | 1.0 | |||||||||||
420,624 | UnitedHealth Group, Inc. | 77,992,102 | 1.2 | |||||||||||
1,426,445 | s | Zoetis, Inc. | 88,981,639 | 1.4 | ||||||||||
1,001,851,998 | 15.8 | |||||||||||||
Industrials: 4.2% | ||||||||||||||
140,300 | s | Boeing Co. | 27,744,325 | 0.5 | ||||||||||
150,997 | Equifax, Inc. | 20,750,008 | 0.3 | |||||||||||
482,708 | Fortive Corp. | 30,579,552 | 0.5 | |||||||||||
1,767,692 | Johnson Controls International plc | 76,647,125 | 1.2 | |||||||||||
437,793 | Pentair PLC | 29,130,746 | 0.5 | |||||||||||
1,511,361 | Relx PLC | 32,671,258 | 0.5 | |||||||||||
201,684 | Roper Technologies, Inc. | 46,695,896 | 0.7 | |||||||||||
264,218,910 | 4.2 | |||||||||||||
Information Technology: 11.8% | ||||||||||||||
14,700 | @ | Alphabet, Inc. - Class A | 13,666,296 | 0.2 | ||||||||||
143,182 | @ | Alphabet, Inc. - Class C | 130,113,779 | 2.1 | ||||||||||
244,900 | Apple, Inc. | 35,270,498 | 0.6 | |||||||||||
661,373 | Fidelity National Information Services, Inc. | 56,481,254 | 0.9 | |||||||||||
1,188,430 | @ | Fiserv, Inc. | 145,392,526 | 2.3 | ||||||||||
199,317 | Intuit, Inc. | 26,471,291 | 0.4 | |||||||||||
457,948 | Mastercard, Inc. - Class A | 55,617,785 | 0.9 | |||||||||||
1,955,500 | Microsoft Corp. | 134,792,615 | 2.1 | |||||||||||
1,581,400 | Visa, Inc. - Class A | 148,303,692 | 2.3 | |||||||||||
746,109,736 | 11.8 | |||||||||||||
Materials: 0.5% | ||||||||||||||
797,389 | Ball Corp. | 33,657,790 | 0.5 | |||||||||||
Real Estate: 1.8% | ||||||||||||||
362,300 | American Tower Corp. | 47,939,536 | 0.8 | |||||||||||
481,537 | @ | SBA Communications Corp. | 64,959,341 | 1.0 | ||||||||||
112,898,877 | 1.8 | |||||||||||||
Utilities: 1.9% | ||||||||||||||
142,700 | DTE Energy Co. | 15,096,233 | 0.2 | |||||||||||
1,594,252 | PG&E Corp. | 105,810,505 | 1.7 | |||||||||||
120,906,738 | 1.9 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $3,183,519,215) | 3,904,170,070 | 61.8 | ||||||||||||
PREFERRED STOCK: 3.3% | ||||||||||||||
Financials: 0.5% | ||||||||||||||
250,000 | @,P | Charles Schwab Corp. - Series C | 6,790,000 | 0.1 | ||||||||||
23,000 | @,L,P | Charles Schwab Corp. - Series D | 627,210 | 0.0 | ||||||||||
159,269 | @,L,P | State Street Corp. - Series E | 4,263,631 | 0.1 | ||||||||||
86,513 | @,P | State Street Corp. - Series G | 2,373,052 | 0.0 | ||||||||||
166,000 | @,L,P | US Bancorp - Series G | 4,928,540 | 0.1 |
14 |
VY® T. Rowe Price Capital Appreciation Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
PREFERRED STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
10,563 | @ | Wells Fargo & Co. | 13,849,255 | 0.2 | ||||||||||
32,831,688 | 0.5 | |||||||||||||
Health Care: 1.0% | ||||||||||||||
1,107,035 | @ | Becton Dickinson and Co. | 60,643,377 | 1.0 | ||||||||||
Real Estate: 0.6% | ||||||||||||||
297,065 | @,L | American Tower Corp. | 35,889,165 | 0.6 | ||||||||||
Utilities: 1.2% | ||||||||||||||
471,684 | @,L | DTE Energy Co. | 25,871,867 | 0.4 | ||||||||||
247,973 | @,L | NextEra Energy, Inc. | 13,393,022 | 0.2 | ||||||||||
189,375 | @,P | SCE Trust I | 4,757,100 | 0.1 | ||||||||||
29,790 | @,L,P | SCE Trust II | 755,177 | 0.0 | ||||||||||
324,305 | @,L,P | SCE Trust III | 9,106,484 | 0.1 | ||||||||||
540,000 | @,P | SCE Trust IV | 15,255,000 | 0.2 | ||||||||||
175,000 | @,L,P | SCE Trust V | 5,057,500 | 0.1 | ||||||||||
125,000 | @,P | SCE Trust VI | 3,107,500 | 0.1 | ||||||||||
77,303,650 | 1.2 | |||||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $185,928,950) | 206,667,880 | 3.3 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 17.6% | ||||||||||||||
Basic Materials: 0.1% | ||||||||||||||
6,130,000 | Cytec Industries, Inc., 3.950%, 05/01/25 | 6,179,316 | 0.1 | |||||||||||
Communications: 3.3% | ||||||||||||||
2,122,000 | # | Altice US Finance I Corp., 5.375%, 07/15/23 | 2,213,511 | 0.0 | ||||||||||
7,190,000 | Amazon.com, Inc., 2.600%, 12/05/19 | 7,329,881 | 0.1 | |||||||||||
9,075,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 02/15/23 | 9,386,953 | 0.2 | |||||||||||
2,162,000 | # | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/23 | 2,275,505 | 0.0 | ||||||||||
3,546,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.250%, 03/15/21 | 3,645,731 | 0.1 | |||||||||||
12,975,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.250%, 09/30/22 | 13,388,903 | 0.2 | |||||||||||
7,425,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 01/15/24 | 7,842,656 | 0.1 | |||||||||||
6,575,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 09/01/23 | 6,870,875 | 0.1 | |||||||||||
4,600,000 | # | CCO Holdings LLC / CCO Holdings Capital Corp., 5.875%, 04/01/24 | 4,922,000 | 0.1 | ||||||||||
7,198,000 | # | Cequel Communications Holdings I LLC / Cequel Capital Corp., 6.375%, 09/15/20 | 7,359,955 | 0.1 | ||||||||||
2,725,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.579%, 07/23/20 | 2,817,710 | 0.0 | |||||||||||
2,500,000 | Lamar Media Corp., 5.875%, 02/01/22 | 2,587,500 | 0.0 | |||||||||||
6,600,000 | Level 3 Financing, Inc., 5.375%, 08/15/22 | 6,814,500 | 0.1 | |||||||||||
5,600,000 | Level 3 Financing, Inc., 5.625%, 02/01/23 | 5,838,000 | 0.1 | |||||||||||
16,075,000 | # | Netflix, Inc., 4.375%, 11/15/26 | 16,075,000 | 0.3 | ||||||||||
1,480,000 | Netflix, Inc., 5.875%, 02/15/25 | 1,642,800 | 0.0 | |||||||||||
510,000 | # | Sirius XM Radio, Inc., 4.250%, 05/15/20 | 516,171 | 0.0 | ||||||||||
5,250,000 | # | Sirius XM Radio, Inc., 5.750%, 08/01/21 | 5,433,750 | 0.1 | ||||||||||
6,915,000 | # | Sirius XM Radio, Inc., 6.000%, 07/15/24 | 7,364,475 | 0.1 | ||||||||||
9,100,000 | Time Warner Cable LLC, 6.750%, 07/01/18 | 9,522,968 | 0.2 | |||||||||||
11,550,000 | # | Unitymedia GmbH, 6.125%, 01/15/25 | 12,445,125 | 0.2 | ||||||||||
22,288,500 | # | Unitymedia Hessen GmbH & Co. KG / Unitymedia NRW GmbH, 5.500%, 01/15/23 | 23,180,040 | 0.4 | ||||||||||
EUR | 8,800,000 | # | UPC Holding BV, 6.375%, 09/15/22 | 10,502,730 | 0.2 | |||||||||
7,275,000 | Verizon Communications, Inc., 2.250%, 03/16/22 | 7,365,326 | 0.1 | |||||||||||
7,275,000 | Verizon Communications, Inc., 3.125%, 03/16/22 | 7,378,145 | 0.1 | |||||||||||
4,550,000 | # | Virgin Media Finance PLC, 6.000%, 10/15/24 | 4,840,063 | 0.1 | ||||||||||
6,200,000 | # | Virgin Media Secured Finance PLC, 5.250%, 01/15/26 | 6,476,272 | 0.1 | ||||||||||
9,700,000 | # | Ziggo Secured Finance BV, 5.500%, 01/15/27 | 9,930,375 | 0.2 | ||||||||||
205,966,920 | 3.3 | |||||||||||||
Consumer, Cyclical: 2.2% | ||||||||||||||
18,165,000 | # | Aramark Services, Inc., 5.000%, 04/01/25 | 19,232,194 | 0.3 | ||||||||||
665,000 | AutoZone, Inc., 1.625%, 04/21/19 | 661,214 | 0.0 | |||||||||||
2,895,000 | AutoZone, Inc., 2.500%, 04/15/21 | 2,889,769 | 0.1 | |||||||||||
4,805,000 | Cedar Fair L.P. / Canada's Wonderland Co. / Magnum Management Corp. / Millennium Op, 5.375%, 06/01/24 | 5,045,250 | 0.1 |
15 |
VY® T. Rowe Price Capital Appreciation Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Cyclical: (continued) | ||||||||||||||
2,210,000 | # | Cedar Fair L.P. / Canada's Wonderland Co. / Magnum Management Corp. / Millennium Op, 5.375%, 04/15/27 | 2,342,600 | 0.0 | ||||||||||
3,128,173 | Continental Airlines, Inc., 4.150%, 10/11/25 | 3,292,402 | 0.1 | |||||||||||
615,400 | Continental Airlines, Inc., 6.250%, 10/11/21 | 653,093 | 0.0 | |||||||||||
1,291,960 | Continental Airlines, Inc., 7.250%, 11/10/19 | 1,435,690 | 0.0 | |||||||||||
859,143 | Delta Air Lines, 5.300%, 10/15/20 | 904,248 | 0.0 | |||||||||||
836,297 | Delta Air Lines, 7.750%, 06/17/21 | 920,973 | 0.0 | |||||||||||
12,775,000 | Dollar Tree, Inc., 5.750%, 03/01/23 | 13,525,531 | 0.2 | |||||||||||
5,050,000 | Ford Motor Credit Co. LLC, 2.375%, 03/12/19 | 5,075,134 | 0.1 | |||||||||||
10,350,000 | Ford Motor Credit Co. LLC, 2.597%, 11/04/19 | 10,425,141 | 0.2 | |||||||||||
2,475,000 | # | Hilton Domestic Operating Co., Inc., 4.250%, 09/01/24 | 2,515,219 | 0.0 | ||||||||||
14,850,000 | #,L | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 4.750%, 06/01/27 | 15,202,687 | 0.3 | ||||||||||
2,150,000 | # | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.250%, 06/01/26 | 2,268,250 | 0.0 | ||||||||||
2,200,000 | # | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.000%, 06/01/24 | 2,299,000 | 0.0 | ||||||||||
11,735,000 | L Brands, Inc., 8.500%, 06/15/19 | 13,099,194 | 0.2 | |||||||||||
870,000 | McDonald's Corp., 2.100%, 12/07/18 | 875,560 | 0.0 | |||||||||||
2,563,923 | US Airways 2010-1 Class A Pass Through Trust, 6.250%, 10/22/24 | 2,858,774 | 0.1 | |||||||||||
476,181 | US Airways 2012-2 Class A Pass Through Trust, 4.625%, 12/03/26 | 512,956 | 0.0 | |||||||||||
765,683 | US Airways 2012-2 Class B Pass Through Trust, 6.750%, 12/03/22 | 840,873 | 0.0 | |||||||||||
2,750,950 | US Airways 2013-1 Class A Pass Through Trust, 3.950%, 05/15/27 | 2,867,866 | 0.1 | |||||||||||
860,577 | US Airways 2013-1 Class B Pass Through Trust, 5.375%, 05/15/23 | 907,908 | 0.0 | |||||||||||
12,850,000 | Yum! Brands, Inc., 3.750%, 11/01/21 | 13,123,062 | 0.2 | |||||||||||
5,150,000 | L | Yum! Brands, Inc., 3.875%, 11/01/20 | 5,330,250 | 0.1 | ||||||||||
6,260,000 | Yum! Brands, Inc., 3.875%, 11/01/23 | 6,220,875 | 0.1 | |||||||||||
2,190,000 | Yum! Brands, Inc., 5.300%, 09/15/19 | 2,318,662 | 0.0 | |||||||||||
935,000 | Yum! Brands, Inc., 5.350%, 11/01/43 | 848,513 | 0.0 | |||||||||||
570,000 | Yum! Brands, Inc., 6.875%, 11/15/37 | 618,450 | 0.0 | |||||||||||
139,111,338 | 2.2 | |||||||||||||
Consumer, Non-cyclical: 4.3% | ||||||||||||||
5,025,000 | Anheuser-Busch InBev Finance, Inc., 1.900%, 02/01/19 | 5,038,341 | 0.1 | |||||||||||
6,410,000 | Anheuser-Busch InBev Finance, Inc., 2.430%, 02/01/21 | 6,642,029 | 0.1 | |||||||||||
2,925,000 | Anheuser-Busch InBev Finance, Inc., 2.650%, 02/01/21 | 2,966,430 | 0.0 | |||||||||||
3,650,000 | Anheuser-Busch InBev Finance, Inc., 3.300%, 02/01/23 | 3,762,690 | 0.1 | |||||||||||
5,460,000 | B&G Foods, Inc., 4.625%, 06/01/21 | 5,589,675 | 0.1 | |||||||||||
3,315,000 | Becton Dickinson & Co., 2.675%, 12/15/19 | 3,357,730 | 0.1 | |||||||||||
6,185,000 | Becton Dickinson and Co., 2.253%, 06/06/22 | 6,203,407 | 0.1 | |||||||||||
6,345,000 | Becton Dickinson and Co., 3.363%, 06/06/24 | 6,366,827 | 0.1 | |||||||||||
8,050,000 | Centene Corp., 4.750%, 01/15/25 | 8,291,500 | 0.1 | |||||||||||
8,282,000 | Centene Corp., 4.750%, 05/15/22 | 8,685,747 | 0.1 | |||||||||||
19,569,000 | Centene Corp., 5.625%, 02/15/21 | 20,449,605 | 0.3 | |||||||||||
12,725,000 | Centene Corp., 6.125%, 02/15/24 | 13,789,828 | 0.2 | |||||||||||
3,920,000 | Ecolab, Inc., 2.000%, 01/14/19 | 3,938,671 | 0.1 | |||||||||||
14,793,000 | # | Fresenius Medical Care US Finance II, Inc., 5.625%, 07/31/19 | 15,699,071 | 0.3 | ||||||||||
7,975,000 | # | Fresenius Medical Care US Finance II, Inc., 5.875%, 01/31/22 | 8,872,187 | 0.1 | ||||||||||
1,297,000 | # | Fresenius Medical Care US Finance, Inc., 5.750%, 02/15/21 | 1,425,079 | 0.0 | ||||||||||
3,000,000 | HCA, Inc., 3.750%, 03/15/19 | 3,067,500 | 0.1 | |||||||||||
6,285,000 | HCA, Inc., 4.250%, 10/15/19 | 6,536,400 | 0.1 | |||||||||||
33,490,000 | HCA, Inc., 6.500%, 02/15/20 | 36,629,687 | 0.6 | |||||||||||
17,100,000 | HCA, Inc., 8.000%, 10/01/18 | 18,386,775 | 0.3 | |||||||||||
15,245,000 | # | Hologic, Inc., 5.250%, 07/15/22 | 16,064,419 | 0.3 | ||||||||||
7,695,000 | # | IHS Markit Ltd., 5.000%, 11/01/22 | 8,344,227 | 0.1 | ||||||||||
2,315,000 | Kroger Co., 2.000%, 01/15/19 | 2,313,815 | 0.0 | |||||||||||
7,250,000 | Medtronic Global Holdings SCA, 1.700%, 03/28/19 | 7,256,699 | 0.1 |
16 |
VY® T. Rowe Price Capital Appreciation Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
4,145,000 | Medtronic Global Holdings SCA, 3.350%, 04/01/27 | 4,231,282 | 0.1 | |||||||||||
4,860,000 | Medtronic, Inc., 2.500%, 03/15/20 | 4,931,996 | 0.1 | |||||||||||
3,890,000 | Philip Morris International, Inc., 1.592%, 02/21/20 | 3,909,843 | 0.1 | |||||||||||
5,820,000 | Philip Morris International, Inc., 2.000%, 02/21/20 | 5,834,242 | 0.1 | |||||||||||
7,270,000 | Philip Morris International, Inc., 2.625%, 02/18/22 | 7,323,340 | 0.1 | |||||||||||
6,950,000 | # | Reckitt Benckiser Treasury Services PLC, 1.856%, 06/24/22 | 6,961,759 | 0.1 | ||||||||||
4,995,000 | Service Corp. International/US, 5.375%, 05/15/24 | 5,294,201 | 0.1 | |||||||||||
2,100,000 | Spectrum Brands, Inc., 6.125%, 12/15/24 | 2,260,125 | 0.0 | |||||||||||
4,605,000 | Spectrum Brands, Inc., 6.625%, 11/15/22 | 4,846,763 | 0.1 | |||||||||||
1,850,000 | Teleflex, Inc., 4.875%, 06/01/26 | 1,900,875 | 0.0 | |||||||||||
1,025,000 | # | TreeHouse Foods, Inc., 6.000%, 02/15/24 | 1,096,750 | 0.0 | ||||||||||
880,000 | # | Universal Health Services, Inc., 3.750%, 08/01/19 | 900,900 | 0.0 | ||||||||||
269,170,415 | 4.3 | |||||||||||||
Energy: 1.4% | ||||||||||||||
7,812,000 | Concho Resources, Inc., 5.500%, 10/01/22 | 8,046,360 | 0.1 | |||||||||||
20,850,000 | Concho Resources, Inc., 5.500%, 04/01/23 | 21,527,625 | 0.3 | |||||||||||
2,250,000 | # | Diamondback Energy, Inc., 4.750%, 11/01/24 | 2,250,000 | 0.0 | ||||||||||
3,645,000 | EQT Corp., 8.125%, 06/01/19 | 4,024,138 | 0.1 | |||||||||||
5,450,000 | Matador Resources Co., 6.875%, 04/15/23 | 5,681,625 | 0.1 | |||||||||||
6,750,000 | Range Resources Corp., 4.875%, 05/15/25 | 6,446,250 | 0.1 | |||||||||||
12,700,000 | # | Range Resources Corp., 5.000%, 03/15/23 | 12,477,750 | 0.2 | ||||||||||
4,975,000 | # | Range Resources Corp., 5.000%, 08/15/22 | 4,912,813 | 0.1 | ||||||||||
10,335,000 | Shell International Finance BV, 1.632%, 05/11/20 | 10,432,997 | 0.2 | |||||||||||
4,800,000 | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 4.250%, 11/15/23 | 4,710,000 | 0.1 | |||||||||||
4,225,000 | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 5.250%, 05/01/23 | 4,351,750 | 0.1 | |||||||||||
3,125,000 | Targe Resources Partners, 4.125%, 11/15/19 | 3,175,781 | 0.0 | |||||||||||
88,037,089 | 1.4 | |||||||||||||
Financial: 3.1% | ||||||||||||||
6,135,000 | American Tower Corp., 3.300%, 02/15/21 | 6,299,970 | 0.1 | |||||||||||
6,150,000 | Bank of New York Mellon Corp., 4.625%, 12/29/49 | 6,218,265 | 0.1 | |||||||||||
8,750,000 | Bank of New York Mellon Corp., 4.950%, 06/20/20 | 9,137,187 | 0.1 | |||||||||||
2,800,000 | CBRE Services, Inc., 5.000%, 03/15/23 | 2,917,751 | 0.0 | |||||||||||
12,532,000 | Crown Castle International Corp., 4.875%, 04/15/22 | 13,703,466 | 0.2 | |||||||||||
20,700,000 | Crown Castle International Corp., 5.250%, 01/15/23 | 23,019,373 | 0.4 | |||||||||||
16,721,000 | # | HUB International Ltd, 7.875%, 10/01/21 | 17,473,445 | 0.3 | ||||||||||
5,025,000 | # | Iron Mountain, Inc., 4.375%, 06/01/21 | 5,226,000 | 0.1 | ||||||||||
11,385,000 | Iron Mountain, Inc., 5.750%, 08/15/24 | 11,669,625 | 0.2 | |||||||||||
13,295,000 | # | Iron Mountain, Inc., 6.000%, 10/01/20 | 13,810,181 | 0.2 | ||||||||||
1,950,000 | Iron Mountain, Inc., 6.000%, 08/15/23 | 2,081,625 | 0.0 | |||||||||||
15,110,000 | JPMorgan Chase & Co., 5.300%, 12/29/49 | 15,771,063 | 0.3 | |||||||||||
2,170,000 | Marsh & McLennan Cos, Inc., 2.350%, 03/06/20 | 2,182,332 | 0.0 | |||||||||||
2,690,000 | Marsh & McLennan Cos, Inc., 2.750%, 01/30/22 | 2,718,842 | 0.0 | |||||||||||
1,115,000 | Marsh & McLennan Cos, Inc., 3.300%, 03/14/23 | 1,147,203 | 0.0 | |||||||||||
12,605,000 | PNC Financial Services Group, Inc./The, 5.000%, 12/29/49 | 13,014,663 | 0.2 | |||||||||||
16,115,000 | SBA Communications Corp., 4.875%, 07/15/22 | 16,638,738 | 0.3 | |||||||||||
18,525,000 | # | SBA Communications Corp., 4.875%, 09/01/24 | 18,895,500 | 0.3 | ||||||||||
6,640,000 | State Street Corp., 5.250%, 12/29/49 | 7,021,800 | 0.1 | |||||||||||
4,200,000 | Trinity Acquisition PLC, 4.400%, 03/15/26 | 4,393,851 | 0.1 | |||||||||||
4,935,000 | US Bancorp, 5.300%, 12/31/49 | 5,268,113 | 0.1 | |||||||||||
198,608,993 | 3.1 | |||||||||||||
Industrial: 0.8% | ||||||||||||||
4,335,000 | Amphenol Corp., 2.200%, 04/01/20 | 4,348,976 | 0.1 | |||||||||||
2,165,000 | Amphenol Corp., 3.200%, 04/01/24 | 2,189,729 | 0.0 |
17 |
VY® T. Rowe Price Capital Appreciation Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Industrial: (continued) | ||||||||||||||
5,085,000 | Burlington Northern Santa Fe LLC, 3.250%, 06/15/27 | 5,208,667 | 0.1 | |||||||||||
2,190,000 | Caterpillar Financial Services Corp., 2.250%, 12/01/19 | 2,213,486 | 0.0 | |||||||||||
3,525,000 | CNH Industrial Capital LLC, 3.875%, 07/16/18 | 3,591,975 | 0.1 | |||||||||||
625,000 | Fortive Corp., 1.800%, 06/15/19 | 620,839 | 0.0 | |||||||||||
1,500,000 | Lennox International, Inc., 3.000%, 11/15/23 | 1,499,683 | 0.0 | |||||||||||
1,250,000 | # | Moog, Inc., 5.250%, 12/01/22 | 1,306,250 | 0.0 | ||||||||||
8,525,000 | # | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 4.658%, 07/15/21 | 8,684,844 | 0.2 | ||||||||||
625,000 | # | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/23 | 650,000 | 0.0 | ||||||||||
17,025,000 | Reynolds Group Issuer, Inc., 5.750%, 10/15/20 | 17,443,645 | 0.3 | |||||||||||
1,247,661 | Reynolds Group Issuer, Inc., 6.875%, 02/15/21 | 1,283,531 | 0.0 | |||||||||||
775,000 | Welbilt, Inc., 9.500%, 02/15/24 | 902,875 | 0.0 | |||||||||||
1,185,000 | Xylem, Inc./NY, 3.250%, 11/01/26 | 1,182,496 | 0.0 | |||||||||||
850,000 | Xylem, Inc./NY, 4.875%, 10/01/21 | 920,297 | 0.0 | |||||||||||
52,047,293 | 0.8 | |||||||||||||
Technology: 1.1% | ||||||||||||||
6,840,000 | Fiserv, Inc., 2.700%, 06/01/20 | 6,926,635 | 0.1 | |||||||||||
53,430,000 | Microsoft Corp., 3.300%, 02/06/27 | 55,002,926 | 0.9 | |||||||||||
5,915,000 | # | MSCI, Inc., 5.250%, 11/15/24 | 6,299,475 | 0.1 | ||||||||||
2,735,000 | # | MSCI, Inc., 5.750%, 08/15/25 | 2,976,008 | 0.0 | ||||||||||
1,050,000 | # | NXP BV / NXP Funding LLC, 4.125%, 06/15/20 | 1,105,461 | 0.0 | ||||||||||
72,310,505 | 1.1 | |||||||||||||
Utilities: 1.3% | ||||||||||||||
4,270,000 | Berkshire Hathaway Energy Co., 2.400%, 02/01/20 | 4,309,451 | 0.1 | |||||||||||
970,000 | CMS Energy Corp., 8.750%, 06/15/19 | 1,090,106 | 0.0 | |||||||||||
865,000 | + | Dominion Energy, Inc., 2.962%, 07/01/19 | 878,391 | 0.0 | ||||||||||
14,375,000 | DTE Energy Co., 3.800%, 03/15/27 | 14,725,577 | 0.2 | |||||||||||
7,250,000 | Edison International, 2.125%, 04/15/20 | 7,262,347 | 0.1 | |||||||||||
10,970,000 | NiSource Finance Corp., 3.490%, 05/15/27 | 11,069,103 | 0.2 | |||||||||||
7,555,000 | NiSource Finance Corp., 4.375%, 05/15/47 | 7,833,915 | 0.1 | |||||||||||
2,870,000 | NSTAR Electric Co., 3.200%, 05/15/27 | 2,892,595 | 0.1 | |||||||||||
7,285,000 | Pacific Gas & Electric Co., 3.300%, 03/15/27 | 7,457,349 | 0.1 | |||||||||||
4,000,000 | Southern California Gas Co., 3.200%, 06/15/25 | 4,090,848 | 0.1 | |||||||||||
7,000,000 | Southern Co/The, 1.550%, 07/01/18 | 6,983,417 | 0.1 | |||||||||||
3,210,000 | Southern Co/The, 1.850%, 07/01/19 | 3,199,237 | 0.1 | |||||||||||
2,445,000 | Virginia Electric & Power Co., 3.150%, 01/15/26 | 2,463,340 | 0.0 | |||||||||||
5,095,000 | Virginia Electric & Power Co., 3.500%, 03/15/27 | 5,249,985 | 0.1 | |||||||||||
79,505,661 | 1.3 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $1,088,521,775) | 1,110,937,530 | 17.6 | ||||||||||||
ASSET-BACKED SECURITIES: 0.2% | ||||||||||||||
Other Asset-Backed Securities: 0.2% | ||||||||||||||
2,653,913 | # | DB Master Finance LLC 2015-1 A2I, 3.262%, 02/20/45 | 2,675,650 | 0.0 | ||||||||||
6,267,637 | # | Taco Bell Funding 2016-1A A2I, 3.832%, 05/25/46 | 6,421,104 | 0.1 | ||||||||||
3,944,738 | # | Wendys Funding LLC 2015-1A A2I, 3.371%, 06/15/45 | 3,989,524 | 0.1 | ||||||||||
Total Asset-Backed Securities | ||||||||||||||
(Cost $12,866,287) | 13,086,278 | 0.2 | ||||||||||||
BANK LOANS: 1.2% | ||||||||||||||
Communications: 0.1% | ||||||||||||||
3,153,438 | Charter Communications Operating LLC Term Loan E, 3.230%, 07/01/20 | 3,165,017 | 0.1 | |||||||||||
2,031,976 | Charter Communications Operating LLC Term Loan F, 3.230%, 01/03/21 | 2,040,018 | 0.0 | |||||||||||
5,205,035 | 0.1 | |||||||||||||
Consumer, Cyclical: 0.0% | ||||||||||||||
525,000 | Dollar Tree, Inc. - TL B2 1L, 4.250%, 07/06/22 | 532,954 | 0.0 | |||||||||||
544,853 | Kasima LLC - Term Loan B, 3.800%, 05/17/21 | 548,031 | 0.0 | |||||||||||
1,080,985 | 0.0 | |||||||||||||
Consumer, Non-cyclical: 0.4% | ||||||||||||||
14,660,000 | Change Healthcare Holdings LLC - TL B 1L, 3.976%, 03/01/24 | 14,680,612 | 0.2 |
18 |
VY® T. Rowe Price Capital Appreciation Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
BANK LOANS: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
9,515,688 | Chobani LLC - TL B 1L, 5.476%, 10/09/23 | 9,594,982 | 0.2 | |||||||||||
3,033,687 | DaVita HealthCare Partners, Inc. Term Loan B, 4.043%, 06/24/21 | 3,055,086 | 0.0 | |||||||||||
720,610 | Prestige Brands, Inc. Term Loan B4, 3.976%, 01/20/24 | 724,920 | 0.0 | |||||||||||
28,055,600 | 0.4 | |||||||||||||
Financial: 0.6% | ||||||||||||||
35,612,549 | HUB International Ltd., 4.287%, 10/02/20 | 35,785,270 | 0.6 | |||||||||||
Industrial: 0.1% | ||||||||||||||
8,421,667 | Manitowoc Foodservice, Inc. Term Loan B, 4.226%, 03/04/23 | 8,500,620 | 0.1 | |||||||||||
Technology: 0.0% | ||||||||||||||
1,170,000 | Fiserv, Inc. TL, 2.243%, 10/25/18 | 1,164,150 | 0.0 | |||||||||||
Total Bank Loans | ||||||||||||||
(Cost $78,580,770) | 79,791,660 | 1.2 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $4,549,416,997) | 5,314,653,418 | 84.1 | ||||||||||||
SHORT-TERM INVESTMENTS: 16.2% | ||||||||||||||
Corporate Bonds/Notes: 2.7% | ||||||||||||||
1,795,000 | Amphenol Corp., 1.550%, 09/15/17 | 1,794,679 | 0.0 | |||||||||||
1,935,000 | Canadian Natural Resources Ltd., 1.750%, 01/15/18 | 1,935,104 | 0.0 | |||||||||||
3,600,000 | Caterpillar Financial Services Corp., 1.250%, 11/06/17 | 3,597,692 | 0.1 | |||||||||||
8,925,000 | Chevron Corp., 1.365%, 03/02/18 | 8,923,652 | 0.1 | |||||||||||
9,950,000 | CNH Industrial Capital LLC, 3.625%, 04/15/18 | 10,062,435 | 0.2 | |||||||||||
575,000 | # | Cox Communications, Inc., 6.250%, 06/01/18 | 596,340 | 0.0 | ||||||||||
1,525,000 | DISH DBS Corp., 4.250%, 04/01/18 | 1,548,363 | 0.0 | |||||||||||
9,032,000 | DISH DBS Corp., 4.625%, 07/15/17 | 9,043,290 | 0.2 | |||||||||||
3,735,000 | Eli Lilly & Co., 1.250%, 03/01/18 | 3,731,586 | 0.1 | |||||||||||
275,000 | Enbridge Energy Partners L.P., 6.500%, 04/15/18 | 284,811 | 0.0 | |||||||||||
3,745,000 | EQT Corp., 6.500%, 04/01/18 | 3,868,057 | 0.1 | |||||||||||
4,250,000 | Ford Motor Credit Co. LLC, 1.724%, 12/06/17 | 4,250,791 | 0.1 | |||||||||||
8,450,000 | Ford Motor Credit Co. LLC, 1.739%, 09/08/17 | 8,452,755 | 0.1 | |||||||||||
12,600,000 | Ford Motor Credit Co. LLC, 1.793%, 12/06/17 | 12,611,126 | 0.2 | |||||||||||
3,855,000 | Ford Motor Credit Co. LLC, 2.145%, 01/09/18 | 3,868,639 | 0.1 | |||||||||||
1,975,000 | Ford Motor Credit Co. LLC, 5.000%, 05/15/18 | 2,025,981 | 0.0 | |||||||||||
3,850,000 | Ford Motor Credit Co. LLC, 6.625%, 08/15/17 | 3,871,206 | 0.1 | |||||||||||
1,765,000 | Harris Corp., 1.999%, 04/27/18 | 1,767,778 | 0.0 | |||||||||||
2,190,000 | Johnson & Johnson, 1.125%, 11/21/17 | 2,188,627 | 0.0 | |||||||||||
5,805,000 | Medtronic, Inc., 1.500%, 03/15/18 | 5,806,921 | 0.1 | |||||||||||
35,133,000 | # | NXP BV / NXP Funding LLC, 3.750%, 06/01/18 | 35,747,828 | 0.6 | ||||||||||
1,145,000 | ONEOK Partners L.P., 2.000%, 10/01/17 | 1,145,498 | 0.0 | |||||||||||
1,640,000 | PepsiCo, Inc., 1.250%, 04/30/18 | 1,637,537 | 0.0 | |||||||||||
15,000,000 | Pfizer, Inc., 1.200%, 06/01/18 | 14,974,095 | 0.2 | |||||||||||
175,000 | Regions Bank/Birmingham AL, 7.500%, 05/15/18 | 183,244 | 0.0 | |||||||||||
2,680,000 | UnitedHealth Group, Inc., 1.400%, 12/15/17 | 2,679,426 | 0.0 | |||||||||||
18,565,000 | Visa, Inc., 1.200%, 12/14/17 | 18,557,110 | 0.3 | |||||||||||
3,700,000 | Yum! Brands, Inc., 6.250%, 03/15/18 | 3,820,250 | 0.1 | |||||||||||
168,974,821 | 2.7 | |||||||||||||
Securities Lending Collateralcc: 0.2% | ||||||||||||||
450,722 | BNP Paribas S.A., Repurchase Agreement dated 06/30/17, 1.11%, due 07/03/17 (Repurchase Amount $450,763, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $459,736, due 07/28/17-09/09/49) | 450,722 | 0.0 | |||||||||||
3,336,728 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $3,337,043, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $3,403,462, due 07/15/17-05/20/67) | 3,336,728 | 0.1 |
19 |
VY® T. Rowe Price Capital Appreciation Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Securities Lending Collateralcc: (continued) | ||||||||||||||
3,336,728 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $3,337,043, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $3,403,463, due 07/13/17-12/01/51) | 3,336,728 | 0.1 | |||||||||||
548,628 | HSBC Securities USA, Repurchase Agreement dated 06/30/17, 1.06%, due 07/03/17 (Repurchase Amount $548,676, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-7.250%, Market Value plus accrued interest $559,601, due 07/15/17-01/15/37) | 548,628 | 0.0 | |||||||||||
269,462 | Jefferies LLC, Repurchase Agreement dated 06/30/17, 1.25%, due 07/03/17 (Repurchase Amount $269,490, collateralized by various U.S. Government Agency Obligations, 0.000%-7.125%, Market Value plus accrued interest $274,853, due 07/07/17-01/15/30) | 269,462 | 0.0 | |||||||||||
2,770,109 | Nomura Securities, Repurchase Agreement dated 06/30/17, 1.13%, due 07/03/17 (Repurchase Amount $2,770,366, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $2,825,511, due 07/10/17-06/20/67) | 2,770,109 | 0.0 | |||||||||||
3,336,700 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/17, 1.30%, due 07/03/17 (Repurchase Amount $3,337,057, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $3,403,424, due 01/15/19-02/15/46) | 3,336,700 | 0.0 | |||||||||||
14,049,077 | 0.2 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 13.3% | ||||||||||||||
840,008,753 | T. Rowe Price Reserve Investment Fund, 1.000%†† | |||||||||||||
(Cost $840,008,753) | 840,008,753 | 13.3 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $1,022,341,078) | 1,023,032,651 | 16.2 | ||||||||||||
Total Investments in Securities (Cost $5,571,758,075) | $ | 6,337,686,069 | 100.3 | |||||||||||
Liabilities in Excess of Other Assets | (18,841,711 | ) | (0.3 | ) | ||||||||||
Net Assets | $ | 6,318,844,358 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2017. |
# | 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. |
+ | Step-up basis bonds. Interest rates shown reflect current and next coupon rates. |
P | Preferred Stock may be called prior to convertible date. |
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 June 30, 2017. |
s | All or a portion of this security is pledged to cover open written call options at June 30, 2017. |
EUR | EU Euro |
Cost for federal income tax purposes is $5,581,609,650. | |
Net unrealized appreciation consists of: |
Gross Unrealized Appreciation | $ | 789,034,756 | ||
Gross Unrealized Depreciation | (32,958,337 | ) | ||
Net Unrealized Appreciation | $ | 756,076,419 |
20 |
VY® T. Rowe Price Equity Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 96.4% | ||||||||||||||
Consumer Discretionary: 8.1% | ||||||||||||||
88,859 | Adient plc | 5,809,602 | 0.6 | |||||||||||
68,500 | Carnival Corp. | 4,491,545 | 0.5 | |||||||||||
327,800 | Comcast Corp. – Class A | 12,757,976 | 1.3 | |||||||||||
318,000 | Ford Motor Co. | 3,558,420 | 0.4 | |||||||||||
150,900 | L | Kohl's Corp. | 5,835,303 | 0.6 | ||||||||||
166,479 | Las Vegas Sands Corp. | 10,636,343 | 1.1 | |||||||||||
147,300 | Macy's, Inc. | 3,423,252 | 0.3 | |||||||||||
286,700 | Mattel, Inc. | 6,172,651 | 0.6 | |||||||||||
596,200 | News Corp - Class A | 8,167,940 | 0.8 | |||||||||||
11,766 | Time Warner, Inc. | 1,181,424 | 0.1 | |||||||||||
510,800 | Twenty-First Century Fox, Inc. - Class B | 14,235,996 | 1.4 | |||||||||||
35,600 | Walt Disney Co. | 3,782,500 | 0.4 | |||||||||||
80,052,952 | 8.1 | |||||||||||||
Consumer Staples: 6.3% | ||||||||||||||
242,600 | Archer-Daniels-Midland Co. | 10,038,788 | 1.0 | |||||||||||
158,200 | @ | Avon Products, Inc. | 601,160 | 0.1 | ||||||||||
245,275 | Coty, Inc - Class A | 4,601,359 | 0.5 | |||||||||||
175,986 | Diageo PLC | 5,200,725 | 0.5 | |||||||||||
61,200 | Kellogg Co. | 4,250,952 | 0.4 | |||||||||||
101,400 | PepsiCo, Inc. | 11,710,686 | 1.2 | |||||||||||
58,200 | Philip Morris International, Inc. | 6,835,590 | 0.7 | |||||||||||
160,700 | Tyson Foods, Inc. | 10,064,641 | 1.0 | |||||||||||
124,600 | Wal-Mart Stores, Inc. | 9,429,728 | 0.9 | |||||||||||
62,733,629 | 6.3 | |||||||||||||
Energy: 9.4% | ||||||||||||||
159,475 | Apache Corp. | 7,643,637 | 0.8 | |||||||||||
134,500 | Canadian Natural Resources Ltd. | 3,878,980 | 0.4 | |||||||||||
96,290 | Chevron Corp. | 10,045,936 | 1.0 | |||||||||||
28,840 | EQT Corp. | 1,689,735 | 0.2 | |||||||||||
296,524 | Exxon Mobil Corp. | 23,938,382 | 2.4 | |||||||||||
186,400 | Hess Corp. | 8,177,368 | 0.8 | |||||||||||
192,700 | Occidental Petroleum Corp. | 11,536,949 | 1.2 | |||||||||||
136,100 | Royal Dutch Shell PLC - Class A ADR | 7,239,159 | 0.7 | |||||||||||
358,500 | Total S.A. ADR | 17,778,015 | 1.8 | |||||||||||
29,600 | TransCanada Corp. | 1,411,032 | 0.1 | |||||||||||
93,339,193 | 9.4 | |||||||||||||
Financials: 26.1% | ||||||||||||||
106,500 | American International Group, Inc. | 6,658,380 | 0.7 | |||||||||||
74,900 | American Express Co. | 6,309,576 | 0.6 | |||||||||||
99,300 | Ameriprise Financial, Inc. | 12,639,897 | 1.3 | |||||||||||
133,419 | Bank of America Corp. | 3,236,745 | 0.3 | |||||||||||
175,900 | Bank of New York Mellon Corp. | 8,974,418 | 0.9 | |||||||||||
35,125 | Chubb Ltd. | 5,106,472 | 0.5 | |||||||||||
227,100 | Citigroup, Inc. | 15,188,448 | 1.5 | |||||||||||
454,400 | Fifth Third Bancorp | 11,796,224 | 1.2 | |||||||||||
389,944 | JPMorgan Chase & Co. | 35,640,882 | 3.6 | |||||||||||
405,600 | Keycorp | 7,600,944 | 0.8 | |||||||||||
319,100 | Loews Corp. | 14,937,071 | 1.5 | |||||||||||
113,000 | Marsh & McLennan Cos., Inc. | 8,809,480 | 0.9 | |||||||||||
292,100 | Metlife, Inc. | 16,047,974 | 1.6 | |||||||||||
466,400 | Morgan Stanley | 20,782,784 | 2.1 | |||||||||||
96,600 | Northern Trust Corp. | 9,390,486 | 1.0 | |||||||||||
74,800 | PNC Financial Services Group, Inc. | 9,340,276 | 0.9 | |||||||||||
807,334 | @ | Royal Bank of Scotland Group PLC | 2,605,032 | 0.3 | ||||||||||
189,500 | State Street Corp. | 17,003,835 | 1.7 | |||||||||||
245,000 | US Bancorp | 12,720,400 | 1.3 | |||||||||||
423,700 | Wells Fargo & Co. | 23,477,217 | 2.4 | |||||||||||
38,209 | Willis Towers Watson PLC | 5,557,881 | 0.6 | |||||||||||
86,600 | XL Group Ltd. | 3,793,080 | 0.4 | |||||||||||
257,617,502 | 26.1 | |||||||||||||
Health Care: 10.6% | ||||||||||||||
89,164 | Anthem, Inc. | 16,774,423 | 1.7 | |||||||||||
41,300 | Becton Dickinson & Co. | 8,058,043 | 0.8 | |||||||||||
162,000 | Bristol-Myers Squibb Co. | 9,026,640 | 0.9 | |||||||||||
143,800 | Gilead Sciences, Inc. | 10,178,164 | 1.0 | |||||||||||
252,816 | GlaxoSmithKline PLC | 5,381,788 | 0.5 | |||||||||||
153,600 | Johnson & Johnson | 20,319,744 | 2.1 | |||||||||||
116,200 | Medtronic PLC | 10,312,750 | 1.1 | |||||||||||
147,600 | Merck & Co., Inc. | 9,459,684 | 1.0 | |||||||||||
451,676 | Pfizer, Inc. | 15,171,797 | 1.5 | |||||||||||
104,683,033 | 10.6 | |||||||||||||
Industrials: 10.5% | ||||||||||||||
96,300 | Boeing Co. | 19,043,325 | 1.9 | |||||||||||
22,000 | Cummins, Inc. | 3,568,840 | 0.4 | |||||||||||
47,900 | Delta Air Lines, Inc. | 2,574,146 | 0.3 | |||||||||||
157,500 | Emerson Electric Co. | 9,390,150 | 0.9 | |||||||||||
101,112 | L | Flowserve Corp. | 4,694,630 | 0.5 | ||||||||||
457,600 | General Electric Co. | 12,359,776 | 1.3 | |||||||||||
84,100 | Illinois Tool Works, Inc. | 12,047,325 | 1.2 | |||||||||||
379,491 | Johnson Controls International plc | 16,454,730 | 1.7 | |||||||||||
97,000 | Pentair PLC | 6,454,380 | 0.7 | |||||||||||
69,300 | Southwest Airlines Co. | 4,306,302 | 0.4 | |||||||||||
101,300 | United Parcel Service, Inc. - Class B | 11,202,767 | 1.1 | |||||||||||
11,100 | United Technologies Corp. | 1,355,421 | 0.1 | |||||||||||
103,451,792 | 10.5 | |||||||||||||
Information Technology: 9.7% | ||||||||||||||
38,400 | Analog Devices, Inc. | 2,987,520 | 0.3 | |||||||||||
30,000 | Apple, Inc. | 4,320,600 | 0.4 | |||||||||||
254,100 | Applied Materials, Inc. | 10,496,871 | 1.1 | |||||||||||
52,400 | CA, Inc. | 1,806,228 | 0.2 | |||||||||||
386,000 | Cisco Systems, Inc. | 12,081,800 | 1.2 | |||||||||||
131,100 | Harris Corp. | 14,300,388 | 1.4 | |||||||||||
288,200 | Microsoft Corp. | 19,865,626 | 2.0 | |||||||||||
269,900 | Qualcomm, Inc. | 14,903,878 | 1.5 | |||||||||||
45,900 | TE Connectivity Ltd. | 3,611,412 | 0.4 | |||||||||||
74,500 | Texas Instruments, Inc. | 5,731,285 | 0.6 | |||||||||||
63,300 | Western Digital Corp. | 5,608,380 | 0.6 | |||||||||||
95,713,988 | 9.7 | |||||||||||||
Materials: 5.0% | ||||||||||||||
11,214 | Akzo Nobel NV | 975,268 | 0.1 |
21 |
VY® T. Rowe Price Equity Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Materials: (continued) | ||||||||||||||
271,500 | CF Industries Holdings, Inc. | 7,591,140 | 0.8 | |||||||||||
209,400 | Du Pont E I de Nemours & Co. | 16,900,674 | 1.7 | |||||||||||
180,493 | International Paper Co. | 10,217,709 | 1.0 | |||||||||||
99,200 | Nucor Corp. | 5,740,704 | 0.6 | |||||||||||
61,200 | Vulcan Materials Co. | 7,752,816 | 0.8 | |||||||||||
49,178,311 | 5.0 | |||||||||||||
Real Estate: 2.1% | ||||||||||||||
95,400 | Equity Residential | 6,280,182 | 0.6 | |||||||||||
272,233 | Rayonier, Inc. | 7,832,143 | 0.8 | |||||||||||
206,751 | Weyerhaeuser Co. | 6,926,159 | 0.7 | |||||||||||
21,038,484 | 2.1 | |||||||||||||
Telecommunication Services: 2.9% | ||||||||||||||
173,710 | L | CenturyLink, Inc. | 4,148,195 | 0.4 | ||||||||||
322,262 | Telefonica S.A. | 3,335,940 | 0.3 | |||||||||||
403,458 | Verizon Communications, Inc. | 18,018,434 | 1.9 | |||||||||||
1,045,306 | Vodafone Group PLC | 2,968,636 | 0.3 | |||||||||||
28,471,205 | 2.9 | |||||||||||||
Utilities: 5.7% | ||||||||||||||
228,400 | AES Corp. | 2,537,524 | 0.3 | |||||||||||
120,800 | Edison International | 9,445,352 | 1.0 | |||||||||||
205,100 | Exelon Corp. | 7,397,957 | 0.7 | |||||||||||
403,400 | NiSource, Inc. | 10,230,224 | 1.0 | |||||||||||
195,000 | PG&E Corp. | 12,942,150 | 1.3 | |||||||||||
177,830 | Southern Co. | 8,514,500 | 0.9 | |||||||||||
114,200 | Xcel Energy, Inc. | 5,239,496 | 0.5 | |||||||||||
56,307,203 | 5.7 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $731,257,551) | 952,587,292 | 96.4 | ||||||||||||
PREFERRED STOCK: 1.9% | ||||||||||||||
Health Care: 0.7% | ||||||||||||||
125,262 | @ | Becton Dickinson and Co. | 6,861,852 | 0.7 | ||||||||||
Utilities: 1.2% | ||||||||||||||
34,013 | @ | DTE Energy Co. | 1,865,613 | 0.2 | ||||||||||
60,845 | @ | Great Plains Energy, Inc. | 3,227,219 | 0.3 | ||||||||||
130,859 | @ | NextEra Energy, Inc. | 7,067,695 | 0.7 | ||||||||||
12,160,527 | 1.2 | |||||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $17,428,114) | 19,022,379 | 1.9 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 0.2% | ||||||||||||||
Technology: 0.2% | ||||||||||||||
1,575,000 | Western Digital Corp., 10.500%, 04/01/24 | 1,861,933 | 0.2 | |||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $1,566,848) | 1,861,933 | 0.2 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $750,252,513) | 973,471,604 | 98.5 | ||||||||||||
SHORT-TERM INVESTMENTS: 2.6% | ||||||||||||||
Securities Lending Collateralcc: 1.0% | ||||||||||||||
325,622 | BNP Paribas S.A., Repurchase Agreement dated 06/30/17, 1.11%, due 07/03/17 (Repurchase Amount $325,652, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $332,134, due 07/28/17-09/09/49) | 325,622 | 0.0 | |||||||||||
2,410,653 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $2,410,881, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $2,458,866, due 07/15/17-05/20/67) | 2,410,653 | 0.2 | |||||||||||
2,410,653 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $2,410,881, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $2,458,866, due 07/13/17-12/01/51) | 2,410,653 | 0.3 | |||||||||||
396,354 | HSBC Securities USA, Repurchase Agreement dated 06/30/17, 1.06%, due 07/03/17 (Repurchase Amount $396,389, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-7.250%, Market Value plus accrued interest $404,282, due 07/15/17-01/15/37) | 396,354 | 0.0 |
22 |
VY® T. Rowe Price Equity Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Securities Lending Collateralcc: (continued) | ||||||||||||||
194,671 | Jefferies LLC, Repurchase Agreement dated 06/30/17, 1.25%, due 07/03/17 (Repurchase Amount $194,691, collateralized by various U.S. Government Agency Obligations, 0.000%-7.125%, Market Value plus accrued interest $198,565, due 07/07/17-01/15/30) | 194,671 | 0.0 | |||||||||||
2,001,158 | Nomura Securities, Repurchase Agreement dated 06/30/17, 1.13%, due 07/03/17 (Repurchase Amount $2,001,344, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $2,041,181, due 07/10/17-06/20/67) | 2,001,158 | 0.2 | |||||||||||
2,410,700 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/17, 1.30%, due 07/03/17 (Repurchase Amount $2,410,958, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,458,907, due 01/15/19-02/15/46) | 2,410,700 | 0.3 | |||||||||||
10,149,811 | 1.0 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.6% | ||||||||||||||
15,300,694 | T. Rowe Price Reserve Investment Fund, 1.000%†† | |||||||||||||
(Cost $15,300,694) | 15,300,694 | 1.6 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $25,450,505) | 25,450,505 | 2.6 | ||||||||||||
Total Investments in Securities (Cost $775,703,018) | $ | 998,922,109 | 101.1 | |||||||||||
Liabilities in Excess of Other Assets | (11,269,948 | ) | (1.1 | ) | ||||||||||
Net Assets | $ | 987,652,161 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2017. |
@ | Non-income producing security. |
ADR | American Depositary Receipt |
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 June 30, 2017. |
Cost for federal income tax purposes is $782,467,593. | |
Net unrealized appreciation consists of: |
Gross Unrealized Appreciation | $ | 248,418,637 | ||
Gross Unrealized Depreciation | (31,964,121 | ) | ||
Net Unrealized Appreciation | $ | 216,454,516 |
23 |
VY® T. Rowe Price International Stock Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 97.7% | ||||||||||||||
Australia: 2.1% | ||||||||||||||
218,039 | Amcor Ltd. | 2,716,266 | 1.1 | |||||||||||
800,321 | South32 Ltd. | 1,648,263 | 0.7 | |||||||||||
35,079 | Woodside Petroleum Ltd. | 804,677 | 0.3 | |||||||||||
5,169,206 | 2.1 | |||||||||||||
Austria: 1.1% | ||||||||||||||
71,241 | @ | Erste Group Bank AG | 2,728,875 | 1.1 | ||||||||||
Belgium: 0.5% | ||||||||||||||
15,937 | KBC Group NV | 1,208,331 | 0.5 | |||||||||||
Brazil: 1.3% | ||||||||||||||
252,634 | BB Seguridade Participacoes SA | 2,182,494 | 0.9 | |||||||||||
72,736 | Tim Participacoes SA ADR | 1,076,493 | 0.4 | |||||||||||
3,258,987 | 1.3 | |||||||||||||
Canada: 3.2% | ||||||||||||||
37,946 | Alimentation Couche-Tard, Inc. | 1,818,880 | 0.8 | |||||||||||
87,700 | Canadian Natural Resources Ltd. | 2,530,640 | 1.0 | |||||||||||
14,700 | Canadian Pacific Railway Ltd. | 2,365,172 | 1.0 | |||||||||||
28,100 | Sun Life Financial, Inc. | 1,004,562 | 0.4 | |||||||||||
7,719,254 | 3.2 | |||||||||||||
China: 6.2% | ||||||||||||||
20,800 | @,L | 58.com, Inc. ADR | 917,488 | 0.4 | ||||||||||
18,421 | @ | Alibaba Group Holding Ltd. ADR | 2,595,519 | 1.1 | ||||||||||
2,150 | @ | Baidu, Inc. ADR | 384,549 | 0.2 | ||||||||||
698,000 | China Mengniu Dairy Co., Ltd. | 1,368,600 | 0.6 | |||||||||||
594,000 | China Overseas Land & Investment Ltd. | 1,738,385 | 0.7 | |||||||||||
28,300 | @ | Ctrip.com International Ltd. ADR | 1,524,238 | 0.6 | ||||||||||
133,500 | Gree Electric Appliances, Inc. of Zhuhai | 810,708 | 0.3 | |||||||||||
23,220 | Kweichow Moutai Co. Ltd. | 1,616,884 | 0.7 | |||||||||||
112,200 | Tencent Holdings Ltd. | 4,025,170 | 1.6 | |||||||||||
14,981,541 | 6.2 | |||||||||||||
Denmark: 0.7% | ||||||||||||||
54,199 | GN Store Nord | 1,582,556 | 0.7 | |||||||||||
Finland: 1.4% | ||||||||||||||
67,530 | Sampo OYJ | 3,464,676 | 1.4 | |||||||||||
France: 5.7% | ||||||||||||||
16,360 | Air Liquide SA | 2,022,035 | 0.8 | |||||||||||
31,074 | BNP Paribas | 2,237,107 | 0.9 | |||||||||||
1,435 | Dassault Aviation SA | 2,005,419 | 0.8 | |||||||||||
22,307 | Sanofi | 2,137,461 | 0.9 | |||||||||||
28,645 | Schneider Electric SE | 2,201,358 | 0.9 | |||||||||||
65,852 | Total S.A. | 3,269,362 | 1.4 | |||||||||||
13,872,742 | 5.7 | |||||||||||||
Germany: 7.0% | ||||||||||||||
45,978 | Bayer AG | 5,959,230 | 2.4 | |||||||||||
6,432 | Beiersdorf AG | 676,529 | 0.3 | |||||||||||
32,728 | Fresenius SE & Co. KGaA | 2,809,801 | 1.2 | |||||||||||
7,453 | Linde AG | 1,418,705 | 0.6 | |||||||||||
14,620 | Merck KGaA | 1,769,005 | 0.7 | |||||||||||
40,480 | # | Scout24 AG | 1,489,014 | 0.6 | ||||||||||
310,146 | Telefonica Deutschland Holding AG | 1,551,042 | 0.6 | |||||||||||
20,882 | Wirecard AG | 1,331,945 | 0.6 | |||||||||||
17,005,271 | 7.0 | |||||||||||||
Hong Kong: 5.0% | ||||||||||||||
601,000 | AIA Group Ltd. | 4,397,133 | 1.8 | |||||||||||
422,740 | CK Hutchison Holdings Ltd. | 5,305,195 | 2.2 | |||||||||||
39,200 | Jardine Matheson Holdings Ltd. | 2,516,482 | 1.0 | |||||||||||
12,218,810 | 5.0 | |||||||||||||
India: 5.0% | ||||||||||||||
73,968 | Axis Bank Ltd. | 591,508 | 0.2 | |||||||||||
29,163 | Axis Bank Ltd. GDR | 1,161,595 | 0.5 | |||||||||||
132,704 | Housing Development Finance Corp. | 3,314,152 | 1.4 | |||||||||||
105,200 | Infosys Ltd. | 1,522,744 | 0.6 | |||||||||||
915,798 | NTPC Ltd. | 2,250,698 | 0.9 | |||||||||||
432,272 | Power Grid Corp. of India Ltd. | 1,407,560 | 0.6 | |||||||||||
26,614 | Tata Consultancy Services Ltd. | 972,102 | 0.4 | |||||||||||
263,082 | Wipro Ltd. | 1,051,178 | 0.4 | |||||||||||
12,271,537 | 5.0 | |||||||||||||
Indonesia: 1.5% | ||||||||||||||
1,659,800 | Bank Central Asia Tbk PT | 2,263,666 | 0.9 | |||||||||||
4,778,100 | Sarana Menara Nusantara Tbk PT | 1,358,770 | 0.6 | |||||||||||
3,622,436 | 1.5 | |||||||||||||
Italy: 0.9% | ||||||||||||||
261,329 | Banca Mediolanum SpA | 2,170,251 | 0.9 | |||||||||||
Japan: 14.9% | ||||||||||||||
38,300 | Air Water, Inc. | 706,852 | 0.3 | |||||||||||
270,400 | Astellas Pharma, Inc. | 3,314,212 | 1.4 | |||||||||||
45,500 | Chugai Pharmaceutical Co., Ltd. | 1,704,700 | 0.7 | |||||||||||
31,700 | Credit Saison Co., Ltd. | 620,716 | 0.2 | |||||||||||
39,700 | CyberAgent, Inc. | 1,232,946 | 0.5 | |||||||||||
46,300 | Fujitsu General Ltd. | 1,073,698 | 0.4 | |||||||||||
99,800 | Inpex Corp. | 963,615 | 0.4 | |||||||||||
81,500 | Japan Tobacco, Inc. | 2,864,571 | 1.2 | |||||||||||
38,300 | Kansai Paint Co., Ltd. | 884,201 | 0.4 | |||||||||||
29,400 | Koito Manufacturing Co., Ltd. | 1,520,290 | 0.6 | |||||||||||
203,100 | Mitsubishi Electric Corp. | 2,937,355 | 1.2 | |||||||||||
77,600 | Nippon Telegraph & Telephone Corp. | 3,663,038 | 1.5 | |||||||||||
38,600 | Olympus Corp. | 1,414,243 | 0.6 | |||||||||||
59,800 | @ | Renesas Electronics Corp. | 522,851 | 0.2 |
24 |
VY® T. Rowe Price International Stock Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Japan: (continued) | ||||||||||||||
78,000 | Seven & I Holdings Co., Ltd. | 3,218,627 | 1.3 | |||||||||||
21,700 | Square Enix Holdings Co., Ltd. | 711,151 | 0.3 | |||||||||||
221,000 | Sumitomo Corp. | 2,881,879 | 1.2 | |||||||||||
30,800 | Suzuki Motor Corp. | 1,467,250 | 0.6 | |||||||||||
61,200 | Tokio Marine Holdings, Inc. | 2,546,732 | 1.0 | |||||||||||
485,300 | Yahoo! Japan Corp. | 2,109,709 | 0.9 | |||||||||||
36,358,636 | 14.9 | |||||||||||||
Malaysia: 0.3% | ||||||||||||||
1,403,100 | Astro Malaysia Holdings Bhd | 826,958 | 0.3 | |||||||||||
Mexico: 1.0% | ||||||||||||||
262,873 | Grupo Financiero Santander Mexico SAB de CV ADR | 2,534,096 | 1.0 | |||||||||||
Netherlands: 3.0% | ||||||||||||||
59,211 | @ | Altice NV | 1,364,188 | 0.6 | ||||||||||
12,912 | ASML Holding NV | 1,683,118 | 0.7 | |||||||||||
19,266 | Airbus SE | 1,589,940 | 0.6 | |||||||||||
23,500 | @ | NXP Semiconductor NV - NXPI - US | 2,572,075 | 1.1 | ||||||||||
7,209,321 | 3.0 | |||||||||||||
Peru: 0.3% | ||||||||||||||
3,775 | Credicorp Ltd. | 677,197 | 0.3 | |||||||||||
South Africa: 0.4% | ||||||||||||||
289,220 | FirstRand Ltd. | 1,043,022 | 0.4 | |||||||||||
South Korea: 3.4% | ||||||||||||||
2,279 | LG Household & Health Care Ltd. | 1,980,230 | 0.8 | |||||||||||
6,311 | #,@ | Netmarble Games Corp. | 854,962 | 0.3 | ||||||||||
3,066 | NAVER Corp. | 2,247,473 | 0.9 | |||||||||||
1,549 | Samsung Electronics Co., Ltd. | 3,226,291 | 1.4 | |||||||||||
8,308,956 | 3.4 | |||||||||||||
Spain: 2.3% | ||||||||||||||
51,115 | Amadeus IT Group SA | 3,055,443 | 1.2 | |||||||||||
122,693 | Grifols SA ADR | 2,592,503 | 1.1 | |||||||||||
5,647,946 | 2.3 | |||||||||||||
Sweden: 2.9% | ||||||||||||||
97,178 | @ | Essity AB | 2,658,792 | 1.1 | ||||||||||
43,927 | Hexagon AB | 2,086,957 | 0.9 | |||||||||||
79,038 | Svenska Cellulosa AB SCA | 597,923 | 0.2 | |||||||||||
125,662 | Svenska Handelsbanken AB | 1,799,747 | 0.7 | |||||||||||
7,143,419 | 2.9 | |||||||||||||
Switzerland: 6.8% | ||||||||||||||
65,757 | GAM Holding Ltd. | 884,093 | 0.4 | |||||||||||
56,108 | Julius Baer Group Ltd. | 2,964,535 | 1.2 | |||||||||||
79,298 | Nestle S.A. | 6,916,187 | 2.8 | |||||||||||
5,350 | Novartis AG | 446,867 | 0.2 | |||||||||||
21,055 | Roche Holding AG | 5,379,867 | 2.2 | |||||||||||
16,591,549 | 6.8 | |||||||||||||
Taiwan: 1.8% | ||||||||||||||
644,000 | Taiwan Semiconductor Manufacturing Co., Ltd. | 4,399,945 | 1.8 | |||||||||||
Thailand: 0.5% | ||||||||||||||
610,200 | CP ALL PCL | 1,126,496 | 0.5 | |||||||||||
United Arab Emirates: 0.6% | ||||||||||||||
69,940 | DP World Ltd. | 1,463,145 | 0.6 | |||||||||||
�� | ||||||||||||||
United Kingdom: 12.7% | ||||||||||||||
126,145 | Aviva PLC | 865,280 | 0.4 | |||||||||||
51,581 | British American Tobacco PLC | 3,514,898 | 1.4 | |||||||||||
48,777 | Burberry Group PLC | 1,055,477 | 0.4 | |||||||||||
189,540 | Capita Group PLC | 1,708,050 | 0.7 | |||||||||||
357,320 | #,@ | ConvaTec Group PLC | 1,485,537 | 0.6 | ||||||||||
28,802 | easyJet PLC | 510,233 | 0.2 | |||||||||||
73,892 | Experian PLC | 1,516,481 | 0.6 | |||||||||||
58,888 | @ | Liberty Global PLC LILAC Group C | 1,260,792 | 0.5 | ||||||||||
24,623 | @,L | LivaNova PLC | 1,507,174 | 0.6 | ||||||||||
1,739,340 | Lloyds Banking Group Plc | 1,498,930 | 0.6 | |||||||||||
95,234 | Prudential PLC | 2,185,991 | 0.9 | |||||||||||
25,469 | Reckitt Benckiser Group PLC | 2,581,885 | 1.1 | |||||||||||
266,402 | @ | Royal Bank of Scotland Group PLC | 859,602 | 0.4 | ||||||||||
72,200 | Shire PLC | 3,981,053 | 1.6 | |||||||||||
137,793 | Smith & Nephew PLC | 2,379,491 | 1.0 | |||||||||||
1,016,931 | Vodafone Group PLC | 2,888,052 | 1.2 | |||||||||||
55,984 | WPP PLC | 1,178,843 | 0.5 | |||||||||||
30,977,769 | 12.7 | |||||||||||||
United States: 5.2% | ||||||||||||||
27,400 | Colgate-Palmolive Co. | 2,031,162 | 0.8 | |||||||||||
74,100 | @ | Liberty Global PLC - Class C | 2,310,438 | 0.9 | ||||||||||
15,400 | Mastercard, Inc. - Class A | 1,870,330 | 0.8 | |||||||||||
16,700 | Philip Morris International, Inc. | 1,961,415 | 0.8 | |||||||||||
2,423 | @ | Priceline.com, Inc. | 4,532,270 | 1.9 | ||||||||||
12,705,615 | 5.2 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $202,062,256) | 238,288,543 | 97.7 | ||||||||||||
PREFERRED STOCK: 0.2% | ||||||||||||||
United States: 0.2% | ||||||||||||||
9,427 | @ | Xiaoju Kuaizhi, Inc., Series A-17 | 480,137 | 0.2 | ||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $258,546) | 480,137 | 0.2 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $202,320,802) | 238,768,680 | 97.9 |
25 |
VY® T. Rowe Price International Stock Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 0.9% | ||||||||||||||
Securities Lending Collateralcc: 0.4% | ||||||||||||||
45,098 | BNP Paribas S.A., Repurchase Agreement dated 06/30/17, 1.11%, due 07/03/17 (Repurchase Amount $45,102, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $46,000, due 07/28/17-09/09/49) | 45,098 | 0.0 | |||||||||||
944,892 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $944,981, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $963,790, due 07/15/17-05/20/67) | 944,892 | 0.4 | |||||||||||
54,894 | HSBC Securities USA, Repurchase Agreement dated 06/30/17, 1.06%, due 07/03/17 (Repurchase Amount $54,899, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-7.250%, Market Value plus accrued interest $55,992, due 07/15/17-01/15/37) | 54,894 | 0.0 | |||||||||||
26,961 | Jefferies LLC, Repurchase Agreement dated 06/30/17, 1.26%, due 07/03/17 (Repurchase Amount $26,964, collateralized by various U.S. Government Agency Obligations, 0.000%-7.125%, Market Value plus accrued interest $27,500, due 07/07/17-01/15/30) | 26,961 | 0.0 | |||||||||||
1,071,845 | 0.4 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.5% | ||||||||||||||
1,191,172 | T. Rowe Price Reserve Investment Fund, 1.000%†† | |||||||||||||
(Cost $1,191,172) | 1,191,172 | 0.5 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $2,263,017) | 2,263,017 | 0.9 | ||||||||||||
Total Investments in Securities (Cost $204,583,819) | $ | 241,031,697 | 98.8 | |||||||||||
Assets in Excess of Other Liabilities | 2,848,685 | 1.2 | ||||||||||||
Net Assets | $ | 243,880,382 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2017. |
# | 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. |
ADR | American Depositary Receipt |
GDR | Global Depositary Receipt |
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 June 30, 2017. |
Cost for federal income tax purposes is $206,627,000. | |
Net unrealized appreciation consists of: |
Gross Unrealized Appreciation | $ | 41,586,951 | ||
Gross Unrealized Depreciation | (7,182,254 | ) | ||
Net Unrealized Appreciation | $ | 34,404,697 |
26 |
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 95.8% | ||||||||||||||
Basic Materials: 7.4% | ||||||||||||||
750,000 | Aleris International, Inc., 7.875%, 11/01/20 | 710,625 | 0.1 | |||||||||||
2,140,000 | #,L | Alpha 3 BV / Alpha US Bidco, Inc., 6.250%, 02/01/25 | 2,212,225 | 0.4 | ||||||||||
1,760,000 | L | ArcelorMittal, 6.125%, 06/01/25 | 1,980,000 | 0.3 | ||||||||||
500,000 | ArcelorMittal, 6.000%, 03/01/21 | 540,625 | 0.1 | |||||||||||
2,365,000 | # | Aruba Investments, Inc., 8.750%, 02/15/23 | 2,453,687 | 0.4 | ||||||||||
1,430,000 | # | Axalta Coating Systems LLC, 4.875%, 08/15/24 | 1,480,050 | 0.2 | ||||||||||
2,000,000 | # | Cascades, Inc., 5.500%, 07/15/22 | 2,050,000 | 0.3 | ||||||||||
1,580,000 | # | Constellium NV, 5.750%, 05/15/24 | 1,469,400 | 0.2 | ||||||||||
500,000 | # | Constellium NV, 7.875%, 04/01/21 | 536,875 | 0.1 | ||||||||||
910,000 | # | Ferroglobe PLC / Globe Specialty Metals, Inc., 9.375%, 03/01/22 | 980,525 | 0.2 | ||||||||||
1,660,000 | L | Freeport-McMoRan, Inc., 4.550%, 11/14/24 | 1,572,850 | 0.3 | ||||||||||
2,400,000 | Freeport-McMoRan, Inc., 5.450%, 03/15/43 | 2,081,520 | 0.3 | |||||||||||
1,000,000 | Hexion, Inc., 6.625%, 04/15/20 | 917,500 | 0.1 | |||||||||||
935,000 | #,L | Hexion, Inc., 10.375%, 02/01/22 | 930,325 | 0.1 | ||||||||||
930,000 | # | Hexion, Inc., 13.750%, 02/01/22 | 823,050 | 0.1 | ||||||||||
1,220,000 | Huntsman International LLC, 5.125%, 11/15/22 | 1,311,500 | 0.2 | |||||||||||
1,850,000 | # | IAMGOLD Corp., 7.000%, 04/15/25 | 1,910,125 | 0.3 | ||||||||||
2,000,000 | #,L | INEOS Group Holdings SA, 5.625%, 08/01/24 | 2,067,500 | 0.3 | ||||||||||
2,075,000 | # | Kraton Polymers LLC / Kraton Polymers Capital Corp., 10.500%, 04/15/23 | 2,407,000 | 0.4 | ||||||||||
4,000,000 | ± | Momentive Performance Materials, Inc. Escrow, 10/15/20 | – | – | ||||||||||
2,204,000 | Momentive Performance Materials, Inc., 3.880%, 10/24/21 | 2,192,980 | 0.3 | |||||||||||
1,775,000 | # | NOVA Chemicals Corp., 4.875%, 06/01/24 | 1,770,563 | 0.3 | ||||||||||
2,250,000 | # | Rayonier AM Products, Inc., 5.500%, 06/01/24 | 2,200,793 | 0.4 | ||||||||||
690,000 | # | SPCM SA, 4.875%, 09/15/25 | 705,525 | 0.1 | ||||||||||
1,075,000 | Steel Dynamics, Inc., 5.125%, 10/01/21 | 1,106,691 | 0.2 | |||||||||||
1,000,000 | Steel Dynamics, Inc., 5.500%, 10/01/24 | 1,065,000 | 0.2 | |||||||||||
1,001,000 | Teck Resources Ltd., 4.750%, 01/15/22 | 1,041,040 | 0.2 | |||||||||||
2,350,000 | Teck Resources Ltd., 5.200%, 03/01/42 | 2,197,250 | 0.4 | |||||||||||
1,835,000 | Tronox Finance LLC, 6.375%, 08/15/20 | 1,844,175 | 0.3 | |||||||||||
895,000 | #,L | Tronox Finance LLC, 7.500%, 03/15/22 | 926,325 | 0.1 | ||||||||||
800,000 | # | Valvoline, Inc., 5.500%, 07/15/24 | 848,000 | 0.1 | ||||||||||
945,000 | # | WR Grace & Co-Conn, 5.125%, 10/01/21 | 1,015,875 | 0.2 | ||||||||||
945,000 | # | WR Grace & Co-Conn, 5.625%, 10/01/24 | 1,013,512 | 0.2 | ||||||||||
46,363,111 | 7.4 | |||||||||||||
Communications: 18.9% | ||||||||||||||
1,890,000 | # | Acosta, Inc., 7.750%, 10/01/22 | 1,441,125 | 0.2 | ||||||||||
400,000 | # | Altice Financing SA, 6.500%, 01/15/22 | 419,000 | 0.1 | ||||||||||
1,000,000 | # | Altice Finco SA, 8.125%, 01/15/24 | 1,092,500 | 0.2 | ||||||||||
1,530,000 | #,L | Altice Luxembourg SA, 7.625%, 02/15/25 | 1,688,737 | 0.3 | ||||||||||
2,800,000 | # | Altice Luxembourg SA, 7.750%, 05/15/22 | 2,975,000 | 0.5 | ||||||||||
1,175,000 | # | Block Communications, Inc., 6.875%, 02/15/25 | 1,263,125 | 0.2 | ||||||||||
960,000 | Cablevision Systems Corp., 5.875%, 09/15/22 | 1,011,600 | 0.2 | |||||||||||
885,000 | # | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/23 | 931,462 | 0.1 | ||||||||||
1,470,000 | # | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/27 | 1,506,750 | 0.2 | ||||||||||
1,000,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.250%, 09/30/22 | 1,031,900 | 0.2 | |||||||||||
1,130,000 | # | CCO Holdings LLC / CCO Holdings Capital Corp., 5.500%, 05/01/26 | 1,202,037 | 0.2 | ||||||||||
2,395,000 | # | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 02/15/26 | 2,568,637 | 0.4 | ||||||||||
2,500,000 | CenturyLink, Inc., 5.625%, 04/01/20 | 2,653,900 | 0.4 | |||||||||||
675,000 | L | CenturyLink, Inc., 7.500%, 04/01/24 | 740,812 | 0.1 | ||||||||||
950,000 | # | Cequel Communications Holdings I LLC / Cequel Capital Corp., 5.125%, 12/15/21 | 971,375 | 0.2 | ||||||||||
1,000,000 | Clear Channel Worldwide Holdings, Inc., 6.500%, 11/15/22 | 1,025,000 | 0.2 | |||||||||||
1,250,000 | Clear Channel Worldwide Holdings, Inc., 6.500%, 11/15/22 | 1,290,875 | 0.2 | |||||||||||
1,000,000 | Clear Channel Worldwide Holdings, Inc., 7.625%, 03/15/20 | 998,750 | 0.2 | |||||||||||
1,760,000 | # | CommScope Tech Finance LLC, 6.000%, 06/15/25 | 1,887,600 | 0.3 | ||||||||||
500,000 | # | CommScope, Inc., 5.500%, 06/15/24 | 522,345 | 0.1 |
See Accompanying Notes to Financial Statements
27 |
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Communications: (continued) | ||||||||||||||
2,600,000 | CSC Holdings LLC, 5.250%, 06/01/24 | 2,658,760 | 0.4 | |||||||||||
1,125,000 | # | CSC Holdings LLC, 6.625%, 10/15/25 | 1,240,425 | 0.2 | ||||||||||
2,520,000 | # | CSC Holdings LLC, 10.875%, 10/15/25 | 3,039,750 | 0.5 | ||||||||||
1,950,000 | DISH DBS Corp., 5.000%, 03/15/23 | 2,003,625 | 0.3 | |||||||||||
700,000 | DISH DBS Corp., 5.875%, 11/15/24 | 749,504 | 0.1 | |||||||||||
1,000,000 | DISH DBS Corp., 5.875%, 07/15/22 | 1,077,500 | 0.2 | |||||||||||
1,750,000 | DISH DBS Corp., 6.750%, 06/01/21 | 1,946,875 | 0.3 | |||||||||||
1,290,000 | DISH DBS Corp., 7.750%, 07/01/26 | 1,531,875 | 0.2 | |||||||||||
540,000 | # | EW Scripps Co/The, 5.125%, 05/15/25 | 557,550 | 0.1 | ||||||||||
1,000,000 | Frontier Communications Corp., 7.125%, 03/15/19 | 1,045,000 | 0.2 | |||||||||||
1,825,000 | Frontier Communications Corp., 11.000%, 09/15/25 | 1,701,813 | 0.3 | |||||||||||
1,650,000 | # | Gray Television, Inc., 5.125%, 10/15/24 | 1,670,625 | 0.3 | ||||||||||
1,000,000 | Intelsat Jackson Holdings SA, 5.500%, 08/01/23 | 832,500 | 0.1 | |||||||||||
1,000,000 | Intelsat Jackson Holdings SA, 7.250%, 10/15/20 | 950,000 | 0.2 | |||||||||||
1,000,000 | Intelsat Luxembourg SA, 8.125%, 06/01/23 | 535,000 | 0.1 | |||||||||||
1,175,000 | Lamar Media Corp., 5.375%, 01/15/24 | 1,233,750 | 0.2 | |||||||||||
500,000 | Lamar Media Corp., 5.875%, 02/01/22 | 517,500 | 0.1 | |||||||||||
2,455,000 | Level 3 Financing, Inc., 5.125%, 05/01/23 | 2,554,722 | 0.4 | |||||||||||
1,500,000 | Level 3 Financing, Inc., 5.250%, 03/15/26 | 1,560,165 | 0.2 | |||||||||||
800,000 | Level 3 Financing, Inc., 5.375%, 01/15/24 | 837,000 | 0.1 | |||||||||||
1,220,000 | LIN Television Corp., 5.875%, 11/15/22 | 1,284,050 | 0.2 | |||||||||||
430,000 | Match Group, Inc., 6.375%, 06/01/24 | 469,238 | 0.1 | |||||||||||
2,225,000 | Mediacom Broadband LLC / Mediacom Broadband Corp., 6.375%, 04/01/23 | 2,336,005 | 0.4 | |||||||||||
2,750,000 | # | MidContinent Communications, 6.250%, 08/01/21 | 2,854,500 | 0.5 | ||||||||||
2,250,000 | Netflix, Inc., 5.750%, 03/01/24 | 2,460,938 | 0.4 | |||||||||||
200,000 | Netflix, Inc., 5.875%, 02/15/25 | 222,000 | 0.0 | |||||||||||
900,000 | # | Nexstar Escrow Corp., 5.625%, 08/01/24 | 913,500 | 0.1 | ||||||||||
1,100,000 | Northwestern Bell Telephone, 7.750%, 05/01/30 | 1,260,190 | 0.2 | |||||||||||
3,075,000 | # | SFR Group SA, 6.250%, 05/15/24 | 3,259,500 | 0.5 | ||||||||||
2,000,000 | # | SFR Group SA, 6.000%, 05/15/22 | 2,095,000 | 0.3 | ||||||||||
1,200,000 | # | SFR Group SA, 7.375%, 05/01/26 | 1,306,500 | 0.2 | ||||||||||
2,159,000 | # | Plantronics, Inc., 5.500%, 05/31/23 | 2,264,251 | 0.4 | ||||||||||
2,070,000 | # | Salem Media Group, Inc., 6.750%, 06/01/24 | 2,126,925 | 0.3 | ||||||||||
2,350,000 | Sinclair Television Group, Inc., 6.125%, 10/01/22 | 2,452,813 | 0.4 | |||||||||||
1,000,000 | # | Sirius XM Radio, Inc., 5.750%, 08/01/21 | 1,035,000 | 0.2 | ||||||||||
2,280,000 | # | Sirius XM Radio, Inc., 5.000%, 08/01/27 | 2,308,500 | 0.4 | ||||||||||
1,340,000 | # | Sirius XM Radio, Inc., 6.000%, 07/15/24 | 1,427,100 | 0.2 | ||||||||||
2,000,000 | Sprint Capital Corp., 6.900%, 05/01/19 | 2,144,480 | 0.3 | |||||||||||
5,000,000 | Sprint Communications, Inc., 6.000%, 11/15/22 | 5,312,500 | 0.9 | |||||||||||
3,235,000 | Sprint Corp., 7.125%, 06/15/24 | 3,607,025 | 0.6 | |||||||||||
1,750,000 | Sprint Corp., 7.250%, 09/15/21 | 1,949,063 | 0.3 | |||||||||||
1,000,000 | Sprint Nextel Corp., 8.750%, 03/15/32 | 1,262,500 | 0.2 | |||||||||||
650,000 | Telecom Italia Capital SA, 6.375%, 11/15/33 | 705,250 | 0.1 | |||||||||||
1,295,000 | # | Telesat Canada / Telesat LLC, 8.875%, 11/15/24 | 1,456,875 | 0.2 | ||||||||||
600,000 | T-Mobile USA, Inc., 5.125%, 04/15/25 | 631,500 | 0.1 | |||||||||||
2,700,000 | T-Mobile USA, Inc., 6.500%, 01/15/26 | 2,986,875 | 0.5 | |||||||||||
250,000 | T-Mobile USA, Inc., 6.836%, 04/28/23 | 267,500 | 0.0 | |||||||||||
3,000,000 | # | Univision Communications, Inc., 5.125%, 02/15/25 | 2,981,250 | 0.5 | ||||||||||
1,250,000 | # | Wind Acquisition Finance SA, 4.750%, 07/15/20 | 1,266,250 | 0.2 | ||||||||||
1,540,000 | # | Wind Acquisition Finance SA, 7.375%, 04/23/21 | 1,602,563 | 0.3 | ||||||||||
2,455,000 | L | Windstream Services LLC, 7.500%, 04/01/23 | 2,166,538 | 0.3 | ||||||||||
1,255,000 | # | Zayo Group LLC / Zayo Capital, Inc., 5.750%, 01/15/27 | 1,316,181 | 0.2 | ||||||||||
2,360,000 | Zayo Group LLC / Zayo Capital, Inc., 6.000%, 04/01/23 | 2,495,700 | 0.4 | |||||||||||
117,694,529 | 18.9 | |||||||||||||
Consumer, Cyclical: 16.6% | ||||||||||||||
1,580,000 | # | Adient Global Holdings Ltd., 4.875%, 08/15/26 | 1,591,850 | 0.2 | ||||||||||
2,000,000 | AMC Entertainment Holdings, Inc., 5.875%, 02/15/22 | 2,095,000 | 0.3 | |||||||||||
1,750,000 | American Airlines Group, Inc., 6.125%, 06/01/18 | 1,806,000 | 0.3 | |||||||||||
1,640,000 | # | American Greetings Corp., 7.875%, 02/15/25 | 1,781,450 | 0.3 |
See Accompanying Notes to Financial Statements
28 |
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Cyclical: (continued) | ||||||||||||||
1,480,000 | # | American Tire Distributors, Inc., 10.250%, 03/01/22 | 1,539,200 | 0.2 | ||||||||||
2,500,000 | Asbury Automotive Group, Inc., 6.000%, 12/15/24 | 2,556,250 | 0.4 | |||||||||||
2,200,000 | # | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.875%, 02/15/21 | 2,255,000 | 0.4 | ||||||||||
2,070,000 | # | AV Homes, Inc., 6.625%, 05/15/22 | 2,137,275 | 0.3 | ||||||||||
2,580,000 | Caesars Entertainment Resort Properties LLC / Caesars Entertainment Resort Prope, 8.000%, 10/01/20 | 2,663,850 | 0.4 | |||||||||||
1,420,000 | L | Caesars Growth Properties Holdings LLC / Caesars Growth Properties Finance, Inc., 9.375%, 05/01/22 | 1,544,250 | 0.2 | ||||||||||
2,500,000 | CalAtlantic Group, Inc., 5.250%, 06/01/26 | 2,603,125 | 0.4 | |||||||||||
2,390,000 | Caleres, Inc., 6.250%, 08/15/23 | 2,503,525 | 0.4 | |||||||||||
460,000 | #,L | Carlson Travel, Inc., 6.750%, 12/15/23 | 469,200 | 0.1 | ||||||||||
465,000 | # | Carlson Travel, Inc., 9.500%, 12/15/24 | 477,206 | 0.1 | ||||||||||
1,170,000 | # | Carmike Cinemas, Inc., 6.000%, 06/15/23 | 1,240,200 | 0.2 | ||||||||||
1,880,000 | # | CCM Merger, Inc., 6.000%, 03/15/22 | 1,931,700 | 0.3 | ||||||||||
315,000 | # | Cedar Fair L.P. / Canada's Wonderland Co. / Magnum Management Corp. / Millennium Op, 5.375%, 04/15/27 | 333,900 | 0.0 | ||||||||||
2,135,000 | Cedar Fair L.P. / Canada's Wonderland Co. / Magnum Management Corp. / Millennium Op, 5.375%, 06/01/24 | 2,241,750 | 0.4 | |||||||||||
2,900,000 | # | Century Communities, Inc., 5.875%, 07/15/25 | 2,892,750 | 0.5 | ||||||||||
1,875,000 | # | Cooper-Standard Automotive, Inc., 5.625%, 11/15/26 | 1,886,719 | 0.3 | ||||||||||
1,790,000 | Dana, Inc., 5.500%, 12/15/24 | 1,866,075 | 0.3 | |||||||||||
2,320,000 | #,L | DBP Holding Corp., 7.750%, 10/15/20 | 1,316,600 | 0.2 | ||||||||||
2,600,000 | Dollar Tree, Inc., 5.750%, 03/01/23 | 2,752,750 | 0.4 | |||||||||||
1,245,000 | #,& | Eagle Holding CO II LLC, 7.625%, 05/15/22 | 1,283,906 | 0.2 | ||||||||||
1,715,000 | # | EMI Music Publishing Group North America Holdings, Inc., 7.625%, 06/15/24 | 1,912,225 | 0.3 | ||||||||||
440,000 | GLP Capital L.P. / GLP Financing II, Inc., 4.375%, 04/15/21 | 463,100 | 0.1 | |||||||||||
880,000 | GLP Capital L.P. / GLP Financing II, Inc., 5.375%, 04/15/26 | 963,415 | 0.1 | |||||||||||
970,000 | Goodyear Tire & Rubber Co., 5.125%, 11/15/23 | 1,018,500 | 0.2 | |||||||||||
1,175,000 | # | Guitar Center, Inc., 6.500%, 04/15/19 | 1,026,656 | 0.2 | ||||||||||
600,000 | # | HD Supply, Inc., 5.250%, 12/15/21 | 631,875 | 0.1 | ||||||||||
350,000 | # | HD Supply, Inc., 5.750%, 04/15/24 | 372,750 | 0.1 | ||||||||||
940,000 | # | Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp., 4.625%, 04/01/25 | 971,725 | 0.2 | ||||||||||
1,410,000 | # | Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp., 4.875%, 04/01/27 | 1,478,737 | 0.2 | ||||||||||
3,560,000 | # | Hot Topic, Inc., 9.250%, 06/15/21 | 3,435,400 | 0.5 | ||||||||||
945,000 | # | International Game Technology PLC, 5.625%, 02/15/20 | 1,009,402 | 0.2 | ||||||||||
980,000 | # | International Game Technology PLC, 6.250%, 02/15/22 | 1,075,550 | 0.2 | ||||||||||
955,000 | # | International Game Technology PLC, 6.500%, 02/15/25 | 1,052,887 | 0.2 | ||||||||||
880,000 | # | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.250%, 06/01/26 | 928,400 | 0.1 | ||||||||||
880,000 | # | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.000%, 06/01/24 | 919,600 | 0.1 | ||||||||||
1,750,000 | L Brands, Inc., 6.750%, 07/01/36 | 1,688,750 | 0.3 | |||||||||||
1,845,000 | # | Lions Gate Entertainment Corp., 5.875%, 11/01/24 | 1,951,087 | 0.3 | ||||||||||
2,065,000 | M/I Homes, Inc., 6.750%, 01/15/21 | 2,173,412 | 0.3 | |||||||||||
1,225,000 | # | Meritage Homes Corp., 5.125%, 06/06/27 | 1,229,594 | 0.2 | ||||||||||
1,495,000 | Meritage Homes Corp., 7.000%, 04/01/22 | 1,708,037 | 0.3 | |||||||||||
2,000,000 | MGM Resorts International, 6.625%, 12/15/21 | 2,250,000 | 0.4 | |||||||||||
2,000,000 | MGM Resorts International, 6.750%, 10/01/20 | 2,220,800 | 0.4 | |||||||||||
2,000,000 | #,&,L | Neiman Marcus Group Ltd., Inc., 8.750%, 10/15/21 | 970,000 | 0.1 | ||||||||||
2,215,000 | # | Penn National Gaming, Inc., 5.625%, 01/15/27 | 2,262,069 | 0.4 | ||||||||||
235,000 | # | PetSmart, Inc., 5.875%, 06/01/25 | 227,656 | 0.0 | ||||||||||
3,370,000 | # | PetSmart, Inc., 7.125%, 03/15/23 | 3,007,725 | 0.5 | ||||||||||
400,000 | PulteGroup, Inc., 5.500%, 03/01/26 | 427,500 | 0.1 | |||||||||||
2,415,000 | #,L | Rite Aid Corp., 6.125%, 04/01/23 | 2,384,813 | 0.4 |
See Accompanying Notes to Financial Statements
29 |
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Cyclical: (continued) | ||||||||||||||
1,710,000 | # | Rivers Pittsburgh Borrower L.P./Rivers Pittsburgh Finance Corp., 6.125%, 08/15/21 | 1,739,925 | 0.3 | ||||||||||
1,050,000 | CalAtlantic Group, Inc., 5.375%, 10/01/22 | 1,135,313 | 0.2 | |||||||||||
810,000 | # | Scientific Games International, Inc., 7.000%, 01/01/22 | 864,675 | 0.1 | ||||||||||
1,815,000 | Scientific Games International, Inc., 10.000%, 12/01/22 | 1,996,500 | 0.3 | |||||||||||
1,640,000 | # | Silversea Cruise Finance Ltd., 7.250%, 02/01/25 | 1,756,850 | 0.3 | ||||||||||
775,000 | # | Six Flags Entertainment Corp., 4.875%, 07/31/24 | 781,681 | 0.1 | ||||||||||
1,550,000 | # | Six Flags Entertainment Corp., 5.500%, 04/15/27 | 1,600,375 | 0.3 | ||||||||||
2,500,000 | Springs Industries, Inc., 6.250%, 06/01/21 | 2,584,375 | 0.4 | |||||||||||
2,050,000 | # | Tops Holding LLC / Tops Markets II Corp., 8.000%, 06/15/22 | 1,693,813 | 0.3 | ||||||||||
2,220,000 | # | Viking Cruises Ltd., 8.500%, 10/15/22 | 2,339,325 | 0.4 | ||||||||||
465,000 | # | WMG Acquisition Corp., 5.625%, 04/15/22 | 483,019 | 0.1 | ||||||||||
2,140,000 | # | WMG Acquisition Corp., 6.750%, 04/15/22 | 2,255,025 | 0.4 | ||||||||||
800,000 | # | Wolverine World Wide, Inc., 5.000%, 09/01/26 | 791,000 | 0.1 | ||||||||||
103,553,072 | 16.6 | |||||||||||||
Consumer, Non-cyclical: 18.8% | ||||||||||||||
2,100,000 | Acadia Healthcare Co., Inc., 5.125%, 07/01/22 | 2,178,750 | 0.3 | |||||||||||
110,000 | Acadia Healthcare Co., Inc., 6.500%, 03/01/24 | 117,700 | 0.0 | |||||||||||
2,145,000 | # | Albertsons Cos LLC / Safeway, Inc. / New Albertson's, Inc. / Albertson's LLC, 6.625%, 06/15/24 | 2,134,275 | 0.3 | ||||||||||
1,170,000 | # | Alere, Inc., 6.375%, 07/01/23 | 1,262,137 | 0.2 | ||||||||||
1,575,000 | # | Alpine Finance Merger Sub LLC, 6.875%, 08/01/25 | 1,606,500 | 0.3 | ||||||||||
1,180,000 | #,& | BI-LO LLC / BI-LO Finance Corp., 8.625%, 09/15/18 | 513,300 | 0.1 | ||||||||||
1,165,000 | # | BI-LO LLC / BI-LO Finance Corp., 9.250%, 02/15/19 | 1,001,900 | 0.2 | ||||||||||
1,872,000 | #,& | Capsugel SA, 7.000%, 05/15/19 | 1,872,000 | 0.3 | ||||||||||
1,190,000 | # | Cardtronics, Inc. / Cardtronics USA, Inc., 5.500%, 05/01/25 | 1,228,675 | 0.2 | ||||||||||
1,595,000 | # | CDK Global, Inc., 4.875%, 06/01/27 | 1,642,850 | 0.3 | ||||||||||
485,000 | Centene Corp., 4.750%, 01/15/25 | 499,550 | 0.1 | |||||||||||
2,035,000 | Centene Corp., 5.625%, 02/15/21 | 2,126,575 | 0.3 | |||||||||||
775,000 | Centene Corp., 6.125%, 02/15/24 | 839,852 | 0.1 | |||||||||||
2,000,000 | Central Garden & Pet Co., 6.125%, 11/15/23 | 2,140,000 | 0.3 | |||||||||||
1,780,000 | CHS/Community Health Systems, Inc., 6.250%, 03/31/23 | 1,844,258 | 0.3 | |||||||||||
1,000,000 | CHS/Community Health Systems, Inc., 7.125%, 07/15/20 | 977,500 | 0.2 | |||||||||||
1,225,000 | L | CHS/Community Health Systems, Inc., 8.000%, 11/15/19 | 1,235,719 | 0.2 | ||||||||||
1,000,000 | Cott Beverages, Inc., 5.375%, 07/01/22 | 1,040,000 | 0.2 | |||||||||||
1,410,000 | # | Cott Holdings, Inc., 5.500%, 04/01/25 | 1,441,725 | 0.2 | ||||||||||
1,315,000 | # | CSVC Acquisition Corp., 7.750%, 06/15/25 | 1,347,053 | 0.2 | ||||||||||
1,660,000 | DaVita, Inc., 5.125%, 07/15/24 | 1,688,012 | 0.3 | |||||||||||
1,155,000 | # | Endo Finance LLC / Endo Finco, Inc., 5.375%, 01/15/23 | 970,200 | 0.2 | ||||||||||
400,000 | # | Endo Ltd. / Endo Finance LLC / Endo Finco, Inc., 5.875%, 10/15/24 | 414,000 | 0.1 | ||||||||||
485,000 | # | Endo Ltd. / Endo Finance LLC / Endo Finco, Inc., 6.000%, 02/01/25 | 397,700 | 0.1 | ||||||||||
675,000 | # | Envision Healthcare Corp., 5.125%, 07/01/22 | 696,094 | 0.1 | ||||||||||
2,000,000 | Envision Healthcare Corp., 5.625%, 07/15/22 | 2,075,000 | 0.3 | |||||||||||
1,950,000 | # | FAGE International SA/ FAGE USA Dairy Industry, Inc., 5.625%, 08/15/26 | 2,012,985 | 0.3 | ||||||||||
2,000,000 | HCA Holdings, Inc., 6.250%, 02/15/21 | 2,190,000 | 0.4 | |||||||||||
1,185,000 | HCA, Inc., 5.375%, 02/01/25 | 1,252,900 | 0.2 | |||||||||||
1,350,000 | HCA, Inc., 5.500%, 06/15/47 | 1,400,625 | 0.2 | |||||||||||
2,000,000 | HCA, Inc., 5.875%, 05/01/23 | 2,182,500 | 0.4 | |||||||||||
3,500,000 | HCA, Inc., 7.500%, 02/15/22 | 4,038,125 | 0.6 | |||||||||||
1,000,000 | HCA, Inc., 8.000%, 10/01/18 | 1,075,250 | 0.2 | |||||||||||
398,000 | # | Herc Rentals, Inc., 7.500%, 06/01/22 | 421,880 | 0.1 | ||||||||||
434,000 | #,L | Herc Rentals, Inc., 7.750%, 06/01/24 | 460,040 | 0.1 | ||||||||||
560,000 | #,L | Hertz Corp./The, 7.625%, 06/01/22 | 560,056 | 0.1 | ||||||||||
665,000 | #,L | Hertz Corp., 5.500%, 10/15/24 | 548,625 | 0.1 | ||||||||||
152,000 | L | Hertz Corp., 6.750%, 04/15/19 | 152,000 | 0.0 | ||||||||||
1,500,000 | Hertz Corp., 7.375%, 01/15/21 | 1,455,000 | 0.2 | |||||||||||
860,000 | # | High Ridge Brands Co., 8.875%, 03/15/25 | 861,075 | 0.1 | ||||||||||
2,445,000 | # | Hill-Rom Holdings, Inc., 5.750%, 09/01/23 | 2,585,587 | 0.4 |
See Accompanying Notes to Financial Statements
30 |
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
2,405,000 | # | Jaguar Holding Co. II / Pharmaceutical Product Development LLC, 6.375%, 08/01/23 | 2,540,281 | 0.4 | ||||||||||
470,000 | # | JBS USA LUX SA / JBS USA Finance, Inc., 5.750%, 06/15/25 | 444,150 | 0.1 | ||||||||||
2,250,000 | # | JBS USA LUX SA / JBS USA Finance, Inc., 5.875%, 07/15/24 | 2,120,625 | 0.3 | ||||||||||
2,405,000 | # | KeHE Distributors LLC / KeHE Finance Corp., 7.625%, 08/15/21 | 2,417,025 | 0.4 | ||||||||||
935,000 | # | Lamb Weston Holdings, Inc., 4.625%, 11/01/24 | 967,725 | 0.2 | ||||||||||
935,000 | # | Lamb Weston Holdings, Inc., 4.875%, 11/01/26 | 973,569 | 0.2 | ||||||||||
2,040,000 | # | Live Nation Entertainment, Inc., 5.375%, 06/15/22 | 2,121,765 | 0.3 | ||||||||||
1,920,000 | # | Midas Intermediate Holdco II LLC / Midas Intermediate Holdco II Finance, Inc., 7.875%, 10/01/22 | 1,987,200 | 0.3 | ||||||||||
1,535,000 | Molina Healthcare, Inc., 5.375%, 11/15/22 | 1,632,856 | 0.3 | |||||||||||
2,570,000 | # | MPH Acquisition Holdings LLC, 7.125%, 06/01/24 | 2,746,688 | 0.4 | ||||||||||
645,000 | # | Nature's Bounty Co., 7.625%, 05/15/21 | 686,925 | 0.1 | ||||||||||
750,000 | # | Nielsen Co. Luxembourg SARL., 5.500%, 10/01/21 | 778,125 | 0.1 | ||||||||||
750,000 | Nielsen Finance LLC / Nielsen Finance Co., 4.500%, 10/01/20 | 763,335 | 0.1 | |||||||||||
925,000 | # | Nielsen Finance LLC / Nielsen Finance Co., 5.000%, 04/15/22 | 962,000 | 0.2 | ||||||||||
1,255,000 | Pinnacle Foods Finance LLC / Pinnacle Foods Finance Corp., 5.875%, 01/15/24 | 1,345,988 | 0.2 | |||||||||||
900,000 | # | Post Holdings, Inc., 5.000%, 08/15/26 | 900,000 | 0.1 | ||||||||||
1,100,000 | # | Post Holdings, Inc., 8.000%, 07/15/25 | 1,254,000 | 0.2 | ||||||||||
1,500,000 | Quad/Graphics, Inc., 7.000%, 05/01/22 | 1,534,995 | 0.2 | |||||||||||
1,415,000 | L | Revlon Consumer Products Corp., 6.250%, 08/01/24 | 1,238,125 | 0.2 | ||||||||||
1,000,000 | L | RR Donnelley & Sons Co., 6.000%, 04/01/24 | 978,750 | 0.2 | ||||||||||
1,450,000 | RR Donnelley & Sons Co., 7.000%, 02/15/22 | 1,524,312 | 0.2 | |||||||||||
2,400,000 | # | Southern Graphics, Inc., 8.375%, 10/15/20 | 2,454,000 | 0.4 | ||||||||||
145,000 | Spectrum Brands, Inc., 5.750%, 07/15/25 | 156,252 | 0.0 | |||||||||||
1,000,000 | Spectrum Brands, Inc., 6.625%, 11/15/22 | 1,052,500 | 0.2 | |||||||||||
2,060,000 | # | Sterigenics-Nordion Holdings LLC, 6.500%, 05/15/23 | 2,126,950 | 0.3 | ||||||||||
1,175,000 | #,& | Sterigenics-Nordion Topco LLC, 8.125%, 11/01/21 | 1,207,313 | 0.2 | ||||||||||
2,323,000 | Teleflex, Inc., 5.250%, 06/15/24 | 2,415,920 | 0.4 | |||||||||||
2,025,000 | Tenet Healthcare Corp., 6.750%, 02/01/20 | 2,111,063 | 0.3 | |||||||||||
1,840,000 | L | Tenet Healthcare Corp., 6.750%, 06/15/23 | 1,844,600 | 0.3 | ||||||||||
750,000 | Tenet Healthcare Corp., 8.125%, 04/01/22 | 798,750 | 0.1 | |||||||||||
1,000,000 | Tenet Healthcare Corp., 8.000%, 08/01/20 | 1,013,750 | 0.2 | |||||||||||
1,105,000 | # | THC Escrow Corp. III, 5.125%, 05/01/25 | 1,111,906 | 0.2 | ||||||||||
500,000 | United Rentals North America, Inc., 5.500%, 05/15/27 | 516,250 | 0.1 | |||||||||||
300,000 | United Rentals North America, Inc., 6.125%, 06/15/23 | 313,125 | 0.1 | |||||||||||
420,000 | United Rentals North America, Inc., 7.625%, 04/15/22 | 439,950 | 0.1 | |||||||||||
1,285,000 | # | US Foods, Inc., 5.875%, 06/15/24 | 1,339,613 | 0.2 | ||||||||||
580,000 | #,L | Valeant Pharmaceuticals International, Inc., 5.375%, 03/15/20 | 561,150 | 0.1 | ||||||||||
1,000,000 | # | Valeant Pharmaceuticals International, Inc., 5.500%, 03/01/23 | 853,740 | 0.1 | ||||||||||
1,080,000 | # | Valeant Pharmaceuticals International, Inc., 6.125%, 04/15/25 | 918,000 | 0.1 | ||||||||||
355,000 | # | Valeant Pharmaceuticals International, Inc., 6.500%, 03/15/22 | 373,194 | 0.1 | ||||||||||
3,000,000 | # | Valeant Pharmaceuticals International, Inc., 7.000%, 10/01/20 | 2,966,250 | 0.5 | ||||||||||
720,000 | # | Valeant Pharmaceuticals International, Inc., 7.000%, 03/15/24 | 758,700 | 0.1 | ||||||||||
1,000,000 | #,L | Valeant Pharmaceuticals International, 6.375%, 10/15/20 | 973,750 | 0.2 | ||||||||||
1,055,000 | # | Valeant Pharmaceuticals International, 6.750%, 08/15/21 | 1,007,525 | 0.2 | ||||||||||
1,900,000 | # | Valeant Pharmaceuticals International, 7.250%, 07/15/22 | 1,795,500 | 0.3 | ||||||||||
2,800,000 | # | Vizient, Inc., 10.375%, 03/01/24 | 3,227,000 | 0.5 | ||||||||||
116,743,163 | 18.8 |
See Accompanying Notes to Financial Statements
31 |
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Energy: 11.0% | ||||||||||||||
1,360,000 | Antero Resources Corp., 5.125%, 12/01/22 | 1,369,765 | 0.2 | |||||||||||
1,020,000 | # | Antero Resources Corp., 5.000%, 03/01/25 | 994,500 | 0.2 | ||||||||||
1,430,000 | # | California Resources Corp., 8.000%, 12/15/22 | 909,837 | 0.2 | ||||||||||
250,000 | Calumet Specialty Products Partners L.P. / Calumet Finance Corp., 7.750%, 04/15/23 | 218,750 | 0.0 | |||||||||||
2,140,000 | # | Cheniere Corpus Christi Holdings LLC, 5.125%, 06/30/27 | 2,196,175 | �� | 0.4 | |||||||||
1,155,000 | Cheniere Corpus Christi Holdings LLC, 5.875%, 03/31/25 | 1,235,850 | 0.2 | |||||||||||
1,480,000 | L | Chesapeake Energy Corp., 6.125%, 02/15/21 | 1,457,800 | 0.2 | ||||||||||
2,140,000 | #,L | Chesapeake Energy Corp., 8.000%, 01/15/25 | 2,126,625 | 0.3 | ||||||||||
1,250,000 | Continental Resources, Inc./OK, 4.500%, 04/15/23 | 1,196,875 | 0.2 | |||||||||||
1,500,000 | Continental Resources, Inc./OK, 5.000%, 09/15/22 | 1,477,500 | 0.2 | |||||||||||
800,000 | # | Covey Park Energy LLC / Covey Park Finance Corp., 7.500%, 05/15/25 | 802,000 | 0.1 | ||||||||||
1,250,000 | # | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 5.750%, 04/01/25 | 1,250,000 | 0.2 | ||||||||||
2,245,000 | # | Delek Logistics Partners L.P., 6.750%, 05/15/25 | 2,278,675 | 0.4 | ||||||||||
1,370,000 | # | Diamondback Energy, Inc., 4.750%, 11/01/24 | 1,370,000 | 0.2 | ||||||||||
1,870,000 | Eclipse Resources Corp., 8.875%, 07/15/23 | 1,870,000 | 0.3 | |||||||||||
1,100,000 | Ensco PLC, 5.200%, 03/15/25 | 899,250 | 0.1 | |||||||||||
700,000 | Ensco PLC, 5.750%, 10/01/44 | 465,500 | 0.1 | |||||||||||
1,415,000 | # | Enviva Partners L.P. / Enviva Partners Finance Corp., 8.500%, 11/01/21 | 1,515,819 | 0.2 | ||||||||||
1,420,000 | # | Gulfport Energy Corp., 6.000%, 10/15/24 | 1,388,050 | 0.2 | ||||||||||
460,000 | # | Gulfport Energy Corp., 6.375%, 05/15/25 | 454,825 | 0.1 | ||||||||||
2,000,000 | # | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.000%, 12/01/24 | 1,850,000 | 0.3 | ||||||||||
2,365,000 | # | Lonestar Resources America, Inc., 8.750%, 04/15/19 | 2,270,400 | 0.4 | ||||||||||
1,845,000 | Murphy Oil Corp., 4.700%, 12/01/22 | 1,785,960 | 0.3 | |||||||||||
380,000 | Murphy Oil Corp., 6.875%, 08/15/24 | 398,050 | 0.1 | |||||||||||
70,000 | Murphy Oil USA, Inc., 5.625%, 05/01/27 | 73,062 | 0.0 | |||||||||||
2,500,000 | Murphy Oil USA, Inc., 6.000%, 08/15/23 | 2,650,000 | 0.4 | |||||||||||
1,415,000 | # | Murray Energy Corp., 11.250%, 04/15/21 | 1,075,400 | 0.2 | ||||||||||
1,557,000 | Newfield Exploration Co., 5.625%, 07/01/24 | 1,630,957 | 0.3 | |||||||||||
460,000 | L | Noble Holding International Ltd., 7.750%, 01/15/24 | 365,383 | 0.1 | ||||||||||
1,175,000 | Northern Oil And Gas, Inc., 8.000%, 06/01/20 | 816,625 | 0.1 | |||||||||||
1,795,000 | NuStar Logistics L.P., 5.625%, 04/28/27 | 1,889,237 | 0.3 | |||||||||||
2,715,000 | L | PBF Logistics L.P. / PBF Logistics Finance Corp., 6.875%, 05/15/23 | 2,769,300 | 0.5 | ||||||||||
1,950,000 | # | Range Resources Corp., 5.875%, 07/01/22 | 1,989,000 | 0.3 | ||||||||||
2,300,000 | # | Rockies Express Pipeline, LLC, 5.625%, 04/15/20 | 2,455,250 | 0.4 | ||||||||||
1,845,000 | Rowan Cos, Inc., 5.400%, 12/01/42 | 1,309,950 | 0.2 | |||||||||||
976,000 | L | Sanchez Energy Corp., 7.750%, 06/15/21 | 888,160 | 0.1 | ||||||||||
5,260,000 | ± | SemGroup Corp. Escrow, 11/15/15 | – | – | ||||||||||
500,000 | Summit Midstream Holdings LLC / Summit Midstream Finance Corp., 5.500%, 08/15/22 | 501,875 | 0.1 | |||||||||||
1,175,000 | Summit Midstream Holdings LLC / Summit Midstream Finance Corp., 5.750%, 04/15/25 | 1,186,750 | 0.2 | |||||||||||
2,000,000 | Sunoco L.P. / Sunoco Finance Corp., 6.375%, 04/01/23 | 2,123,200 | 0.3 | |||||||||||
1,815,000 | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 5.250%, 05/01/23 | 1,869,450 | 0.3 | |||||||||||
2,250,000 | Tesoro Logistics L.P. / Tesoro Logistics Finance Corp., 6.125%, 10/15/21 | 2,345,625 | 0.4 | |||||||||||
950,000 | Tesoro Logistics L.P. / Tesoro Logistics Finance Corp., 6.375%, 05/01/24 | 1,033,125 | 0.2 | |||||||||||
2,145,000 | Unit Corp., 6.625%, 05/15/21 | 2,064,563 | 0.3 | |||||||||||
940,000 | # | Vermilion Energy, Inc., 5.625%, 03/15/25 | 928,250 | 0.2 | ||||||||||
1,000,000 | Weatherford International LLC, 6.800%, 06/15/37 | 860,000 | 0.1 | |||||||||||
1,250,000 | L | Weatherford International Ltd., 4.500%, 04/15/22 | 1,109,375 | 0.2 | ||||||||||
1,405,000 | # | WildHorse Resource Development Corp., 6.875%, 02/01/25 | 1,324,213 | 0.2 | ||||||||||
3,237,000 | WPX Energy, Inc., 6.000%, 01/15/22 | 3,220,815 | 0.5 | |||||||||||
68,261,771 | 11.0 | |||||||||||||
Financial: 4.9% | ||||||||||||||
2,200,000 | L | Ally Financial, Inc., 5.750%, 11/20/25 | 2,323,750 | 0.4 |
See Accompanying Notes to Financial Statements
32 |
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
1,500,000 | Ally Financial, Inc., 7.500%, 09/15/20 | 1,702,500 | 0.3 | |||||||||||
1,652,000 | Ally Financial, Inc., 8.000%, 11/01/31 | 2,031,960 | 0.3 | |||||||||||
1,500,000 | CIT Group, Inc., 5.000%, 08/15/22 | 1,620,000 | 0.3 | |||||||||||
785,000 | Equinix, Inc., 5.375%, 04/01/23 | 819,344 | 0.1 | |||||||||||
1,700,000 | Equinix, Inc., 5.750%, 01/01/25 | 1,838,125 | 0.3 | |||||||||||
3,050,000 | # | ESH Hospitality, Inc., 5.250%, 05/01/25 | 3,168,187 | 0.5 | ||||||||||
800,000 | # | FBM Finance, Inc., 8.250%, 08/15/21 | 861,000 | 0.1 | ||||||||||
750,000 | Icahn Enterprises L.P. / Icahn Enterprises Finance Corp., 6.000%, 08/01/20 | 773,438 | 0.1 | |||||||||||
250,000 | Iron Mountain, Inc., 5.750%, 08/15/24 | 256,250 | 0.0 | |||||||||||
565,000 | # | Iron Mountain, Inc., 6.000%, 10/01/20 | 586,894 | 0.1 | ||||||||||
499,200 | #,± | Lehman Brothers Holdings, Inc., 8.160%, 05/30/09 | 15,959 | 0.0 | ||||||||||
900,000 | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 5.625%, 05/01/24 | 985,500 | 0.2 | |||||||||||
400,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 5.250%, 08/01/26 | 416,660 | 0.1 | |||||||||||
502,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 5.500%, 05/01/24 | 527,100 | 0.1 | |||||||||||
2,535,000 | L | Navient Corp., 5.875%, 10/25/24 | 2,592,798 | 0.4 | ||||||||||
750,000 | Navient Corp., 6.125%, 03/25/24 | 776,250 | 0.1 | |||||||||||
400,000 | Navient Corp., 6.625%, 07/26/21 | 431,500 | 0.1 | |||||||||||
2,380,000 | Navient Corp., 7.250%, 09/25/23 | 2,564,450 | 0.4 | |||||||||||
1,210,000 | # | Realogy Group LLC / Realogy Co-Issuer Corp., 5.250%, 12/01/21 | 1,274,130 | 0.2 | ||||||||||
300,000 | SLM Corp., 5.125%, 04/05/22 | 306,750 | 0.1 | |||||||||||
400,000 | Springleaf Finance Corp., 6.125%, 05/15/22 | 423,000 | 0.1 | |||||||||||
1,200,000 | # | Tempo Acquisition LLC / Tempo Acquisition Finance Corp., 6.750%, 06/01/25 | 1,230,000 | 0.2 | ||||||||||
925,000 | # | Uniti Group, Inc. / CSL Capital LLC, 7.125%, 12/15/24 | 920,669 | 0.1 | ||||||||||
1,775,000 | Uniti Group, Inc. / CSL Capital LLC, 8.250%, 10/15/23 | 1,837,125 | 0.3 | |||||||||||
30,283,339 | 4.9 | |||||||||||||
Industrial: 10.5% | ||||||||||||||
1,875,000 | # | Advanced Disposal Services, Inc., 5.625%, 11/15/24 | 1,935,937 | 0.3 | ||||||||||
630,000 | AECOM, 5.750%, 10/15/22 | 662,287 | 0.1 | |||||||||||
1,880,000 | AECOM, 5.875%, 10/15/24 | 2,053,900 | 0.3 | |||||||||||
750,000 | Allegion US Holding Co., Inc., 5.750%, 10/01/21 | 780,000 | 0.1 | |||||||||||
2,375,000 | & | ARD Finance SA, 7.125%, 09/15/23 | 2,541,012 | 0.4 | ||||||||||
492,000 | # | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 6.000%, 02/15/25 | 517,830 | 0.1 | ||||||||||
1,375,000 | # | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 7.250%, 05/15/24 | 1,509,062 | 0.2 | ||||||||||
1,670,000 | # | ATS Automation Tooling Systems, Inc., 6.500%, 06/15/23 | 1,745,150 | 0.3 | ||||||||||
1,005,000 | # | BMC East LLC, 5.500%, 10/01/24 | 1,052,738 | 0.2 | ||||||||||
2,350,000 | # | Bombardier, Inc., 8.750%, 12/01/21 | 2,614,375 | 0.4 | ||||||||||
285,000 | # | Builders FirstSource, Inc., 5.625%, 09/01/24 | 297,825 | 0.1 | ||||||||||
2,250,000 | # | Builders FirstSource, Inc., 10.750%, 08/15/23 | 2,604,375 | 0.4 | ||||||||||
2,080,000 | # | BWAY Holding Co., 7.250%, 04/15/25 | 2,116,400 | 0.3 | ||||||||||
1,500,000 | # | Cleaver-Brooks, Inc., 8.750%, 12/15/19 | 1,548,750 | 0.3 | ||||||||||
2,280,000 | # | Gates Global LLC / Gates Global Co., 6.000%, 07/15/22 | 2,297,100 | 0.4 | ||||||||||
300,000 | # | GFL Environmental, Inc., 5.625%, 05/01/22 | 308,250 | 0.1 | ||||||||||
2,010,000 | # | James Hardie International Finance DAC, 5.875%, 02/15/23 | 2,115,525 | 0.3 | ||||||||||
1,300,000 | # | Koppers, Inc., 6.000%, 02/15/25 | 1,384,500 | 0.2 | ||||||||||
1,735,000 | # | Masonite International Corp., 5.625%, 03/15/23 | 1,821,750 | 0.3 | ||||||||||
2,525,000 | # | Multi-Color Corp., 6.125%, 12/01/22 | 2,663,875 | 0.4 | ||||||||||
1,415,000 | # | Novelis Corp., 5.875%, 09/30/26 | 1,460,988 | 0.2 | ||||||||||
400,000 | # | Novelis Corp., 6.250%, 08/15/24 | 421,000 | 0.1 | ||||||||||
1,595,000 | Orbital ATK, Inc., 5.500%, 10/01/23 | 1,686,713 | 0.3 | |||||||||||
2,000,000 | Oshkosh Corp., 5.375%, 03/01/22 | 2,077,500 | 0.3 | |||||||||||
275,000 | # | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/23 | 303,703 | 0.1 | ||||||||||
2,525,000 | # | Owens-Brockway Glass Container, Inc., 6.375%, 08/15/25 | 2,839,047 | 0.5 | ||||||||||
2,100,000 | #,L | PaperWorks Industries, Inc., 9.500%, 08/15/19 | 1,564,500 | 0.3 |
See Accompanying Notes to Financial Statements
33 |
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Industrial: (continued) | ||||||||||||||
2,000,000 | # | Plastipak Holdings, Inc., 6.500%, 10/01/21 | 2,075,000 | 0.3 | ||||||||||
870,000 | # | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/23 | 904,800 | 0.2 | ||||||||||
115,000 | # | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 7.000%, 07/15/24 | 123,578 | 0.0 | ||||||||||
500,000 | Reynolds Group Issuer, Inc., 5.750%, 10/15/20 | 512,295 | 0.1 | |||||||||||
2,000,000 | # | RSI Home Products, Inc., 6.500%, 03/15/23 | 2,115,000 | 0.3 | ||||||||||
1,000,000 | # | Sealed Air Corp., 5.500%, 09/15/25 | 1,095,000 | 0.2 | ||||||||||
500,000 | # | Sealed Air Corp., 6.500%, 12/01/20 | 560,000 | 0.1 | ||||||||||
2,515,000 | # | Shape Technologies Group, Inc., 7.625%, 02/01/20 | 2,621,888 | 0.4 | ||||||||||
2,295,000 | # | Standard Industries, Inc./NJ, 6.000%, 10/15/25 | 2,467,125 | 0.4 | ||||||||||
510,000 | Summit Materials LLC / Summit Materials Finance Corp., 6.125%, 07/15/23 | 536,775 | 0.1 | |||||||||||
2,250,000 | Summit Materials LLC / Summit Materials Finance Corp., 8.500%, 04/15/22 | 2,553,750 | 0.4 | |||||||||||
800,000 | TransDigm, Inc., 6.375%, 06/15/26 | 814,000 | 0.1 | |||||||||||
1,180,000 | TransDigm, Inc., 6.500%, 05/15/25 | 1,203,600 | 0.2 | |||||||||||
1,040,000 | TransDigm, Inc., 6.500%, 07/15/24 | 1,076,400 | 0.2 | |||||||||||
800,000 | # | Tutor Perini Corp., 6.875%, 05/01/25 | 844,000 | 0.1 | ||||||||||
1,320,000 | WESCO Distribution, Inc., 5.375%, 06/15/24 | 1,384,350 | 0.2 | |||||||||||
1,260,000 | # | Zekelman Industries, Inc., 9.875%, 06/15/23 | 1,419,075 | 0.2 | ||||||||||
65,230,728 | 10.5 | |||||||||||||
Technology: 6.1% | ||||||||||||||
2,500,000 | # | BMC Software Finance, Inc., 8.125%, 07/15/21 | 2,600,800 | 0.4 | ||||||||||
1,500,000 | #,& | Boxer Parent Co., Inc., 9.000%, 10/15/19 | 1,505,625 | 0.2 | ||||||||||
475,000 | # | Camelot Finance SA, 7.875%, 10/15/24 | 513,000 | 0.1 | ||||||||||
1,500,000 | CDW LLC / CDW Finance Corp., 5.500%, 12/01/24 | 1,629,840 | 0.3 | |||||||||||
580,000 | CDW LLC / CDW Finance Corp., 5.000%, 09/01/25 | 604,650 | 0.1 | |||||||||||
940,000 | # | Change Healthcare Holdings LLC / Change Healthcare Finance, Inc., 5.750%, 03/01/25 | 962,325 | 0.1 | ||||||||||
1,200,000 | # | Dell International LLC / EMC Corp., 5.450%, 06/15/23 | 1,303,661 | 0.2 | ||||||||||
445,000 | # | Dell International LLC / EMC Corp., 5.875%, 06/15/21 | 467,250 | 0.1 | ||||||||||
1,200,000 | # | Dell International LLC / EMC Corp., 6.020%, 06/15/26 | 1,324,192 | 0.2 | ||||||||||
445,000 | # | Dell International LLC / EMC Corp., 7.125%, 06/15/24 | 489,403 | 0.1 | ||||||||||
1,410,000 | Donnelley Financial Solutions, Inc., 8.250%, 10/15/24 | 1,498,125 | 0.2 | |||||||||||
2,001,000 | # | Entegris, Inc., 6.000%, 04/01/22 | 2,096,047 | 0.3 | ||||||||||
500,000 | # | First Data Corp., 5.000%, 01/15/24 | 516,090 | 0.1 | ||||||||||
370,000 | # | First Data Corp., 5.375%, 08/15/23 | 387,575 | 0.1 | ||||||||||
1,000,000 | # | First Data Corp., 5.750%, 01/15/24 | 1,042,500 | 0.2 | ||||||||||
3,650,000 | # | First Data Corp., 7.000%, 12/01/23 | 3,905,500 | 0.6 | ||||||||||
2,360,000 | #,& | Infor Software Parent LLC / Infor Software Parent, Inc., 7.125%, 05/01/21 | 2,442,600 | 0.4 | ||||||||||
1,895,000 | # | Micron Technology, Inc., 5.250%, 01/15/24 | 1,970,800 | 0.3 | ||||||||||
910,000 | # | MSCI, Inc., 5.250%, 11/15/24 | 969,150 | 0.2 | ||||||||||
865,000 | # | MSCI, Inc., 5.750%, 08/15/25 | 941,224 | 0.1 | ||||||||||
1,250,000 | NCR Corp., 4.625%, 02/15/21 | 1,278,125 | 0.2 | |||||||||||
500,000 | NCR Corp., 5.000%, 07/15/22 | 512,500 | 0.1 | |||||||||||
750,000 | NCR Corp., 6.375%, 12/15/23 | 806,250 | 0.1 | |||||||||||
1,780,000 | # | Open Text Corp., 5.625%, 01/15/23 | 1,864,550 | 0.3 | ||||||||||
535,000 | # | Open Text Corp., 5.875%, 06/01/26 | 576,794 | 0.1 | ||||||||||
510,000 | Qorvo, Inc., 6.750%, 12/01/23 | 561,637 | 0.1 | |||||||||||
510,000 | Qorvo, Inc., 7.000%, 12/01/25 | 581,400 | 0.1 | |||||||||||
1,000,000 | # | Quintiles IMS, Inc., 5.000%, 10/15/26 | 1,033,750 | 0.2 | ||||||||||
1,430,000 | # | RP Crown Parent LLC, 7.375%, 10/15/24 | 1,490,775 | 0.2 | ||||||||||
400,000 | # | Veritas US, Inc. / Veritas Bermuda Ltd., 7.500%, 02/01/23 | 431,000 | 0.1 | ||||||||||
1,745,000 | # | Veritas US, Inc. / Veritas Bermuda Ltd., 10.500%, 02/01/24 | 1,915,138 | 0.3 | ||||||||||
38,222,276 | 6.1 | |||||||||||||
Utilities: 1.6% | ||||||||||||||
870,000 | AES Corp., 5.500%, 03/15/24 | 910,237 | 0.1 | |||||||||||
59,000 | AES Corp., 8.000%, 06/01/20 | 68,587 | 0.0 | |||||||||||
500,000 | L | Calpine Corp., 5.375%, 01/15/23 | 489,375 | 0.1 | ||||||||||
1,185,000 | Calpine Corp., 5.500%, 02/01/24 | 1,127,231 | 0.2 |
See Accompanying Notes to Financial Statements
34 |
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Utilities: (continued) | ||||||||||||||
1,275,000 | Calpine Corp., 5.750%, 01/15/25 | 1,201,687 | 0.2 | |||||||||||
2,500,000 | # | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/23 | 2,606,250 | 0.4 | ||||||||||
1,750,000 | NRG Energy, Inc., 6.250%, 07/15/22 | 1,804,688 | 0.3 | |||||||||||
1,050,000 | NRG Energy, Inc., 6.625%, 01/15/27 | 1,056,563 | 0.2 | |||||||||||
475,000 | NRG Energy, Inc., 7.250%, 05/15/26 | 494,000 | 0.1 | |||||||||||
77,000 | NRG Energy, Inc., 7.875%, 05/15/21 | 79,888 | 0.0 | |||||||||||
9,838,506 | 1.6 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $581,155,775) | 596,190,495 | 95.8 | ||||||||||||
BANK LOANS: 0.6% | ||||||||||||||
Communications: 0.3% | ||||||||||||||
2,250,000 | iHeart Communications, Inc. Term Loan D, 7.810%, 01/30/19 | 1,845,000 | 0.3 | |||||||||||
Consumer, Non-cyclical: 0.3% | ||||||||||||||
1,705,555 | Kindred Healthcare, Inc., 4.750%, 04/09/21 | 1,715,860 | 0.3 | |||||||||||
Total Bank Loans | ||||||||||||||
(Cost $3,617,020) | 3,560,860 | 0.6 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $584,772,795) | 599,751,355 | 96.4 | ||||||||||||
SHORT-TERM INVESTMENTS: 5.7% | ||||||||||||||
Securities Lending Collateralcc: 5.7% | ||||||||||||||
1,128,787 | BNP Paribas S.A., Repurchase Agreement dated 06/30/17, 1.11%, due 07/03/17 (Repurchase Amount $1,128,890, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $1,151,363, due 07/28/17-09/09/49) | 1,128,787 | 0.2 | |||||||||||
8,356,695 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $8,357,485, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $8,523,829, due 07/15/17-05/20/67) | 8,356,695 | 1.3 | |||||||||||
8,356,695 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $8,357,485, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $8,523,829, due 07/13/17-12/01/51) | 8,356,695 | 1.4 | |||||||||||
1,373,983 | HSBC Securities USA, Repurchase Agreement dated 06/30/17, 1.06%, due 07/03/17 (Repurchase Amount $1,374,103, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.250%, Market Value plus accrued interest $1,401,465, due 07/15/17-01/15/37) | 1,373,983 | 0.2 | |||||||||||
674,839 | Jefferies LLC, Repurchase Agreement dated 06/30/17, 1.25%, due 07/03/17 (Repurchase Amount $674,908, collateralized by various U.S. Government Agency Obligations, 0.000%-7.125%, Market Value plus accrued interest $688,339, due 07/07/17-01/15/30) | 674,839 | 0.1 | |||||||||||
6,937,061 | Nomura Securities, Repurchase Agreement dated 06/30/17, 1.13%, due 07/03/17 (Repurchase Amount $6,937,705, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $7,075,802, due 07/10/17-06/20/67) | 6,937,061 | 1.1 |
See Accompanying Notes to Financial Statements
35 |
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Securities Lending Collateralcc: (continued) | ||||||||||||||
8,356,700 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/17, 1.30%, due 07/03/17 (Repurchase Amount $8,357,593, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $8,523,810, due 01/15/19-02/15/46) | 8,356,700 | 1.4 | |||||||||||
35,184,760 | 5.7 | |||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $35,184,760) | 35,184,760 | 5.7 | ||||||||||||
Total Investments in Securities (Cost $619,957,555) | $ | 634,936,115 | 102.1 | |||||||||||
Liabilities in Excess of Other Assets | (12,975,862 | ) | (2.1 | ) | ||||||||||
Net Assets | $ | 621,960,253 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
& | Payment-in-kind security for which the issuer has the option at each interest payment date of making interest payments in cash or additional debt securities. |
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 June 30, 2017. |
± | Defaulted security |
Cost for federal income tax purposes is $620,040,355. | |
Net unrealized appreciation consists of: |
Gross Unrealized Appreciation | $ | 25,302,358 | ||
Gross Unrealized Depreciation | (10,406,598 | ) | ||
Net Unrealized Appreciation | $ | 14,895,760 |
See Accompanying Notes to Financial Statements
36 |
Voya Large Cap Growth Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.2% | ||||||||||||||
Consumer Discretionary: 18.4% | ||||||||||||||
216,041 | @ | Amazon.com, Inc. | 209,127,688 | 3.4 | ||||||||||
1,080,374 | @ | Burlington Stores, Inc. | 99,383,604 | 1.6 | ||||||||||
1,533,842 | Coach, Inc. | 72,612,080 | 1.2 | |||||||||||
3,139,285 | Comcast Corp. – Class A | 122,180,972 | 2.0 | |||||||||||
1,117,909 | @ | Dish Network Corp. - Class A | 70,159,969 | 1.1 | ||||||||||
1,227,356 | @ | Dollar Tree, Inc. | 85,816,732 | 1.4 | ||||||||||
1,008,960 | Home Depot, Inc. | 154,774,464 | 2.5 | |||||||||||
2,691,334 | Interpublic Group of Cos., Inc. | 66,206,817 | 1.1 | |||||||||||
499,496 | Marriott International, Inc. | 50,104,444 | 0.8 | |||||||||||
661,369 | McDonald's Corp. | 101,295,276 | 1.7 | |||||||||||
454,958 | @ | O'Reilly Automotive, Inc. | 99,517,513 | 1.6 | ||||||||||
8,554 | @ | Ulta Beauty, Inc. | 2,457,906 | 0.0 | ||||||||||
1,133,637,465 | 18.4 | |||||||||||||
Consumer Staples: 7.7% | ||||||||||||||
943,047 | Church & Dwight Co., Inc. | 48,925,278 | 0.8 | |||||||||||
384,686 | Costco Wholesale Corp. | 61,522,832 | 1.0 | |||||||||||
2,022,953 | @ | Monster Beverage Corp. | 100,500,305 | 1.6 | ||||||||||
1,516,252 | PepsiCo, Inc. | 175,111,944 | 2.8 | |||||||||||
1,799,890 | Sysco Corp. | 90,588,464 | 1.5 | |||||||||||
476,648,823 | 7.7 | |||||||||||||
Energy: 0.6% | ||||||||||||||
426,293 | @ | Diamondback Energy, Inc. | 37,859,081 | 0.6 | ||||||||||
Financials: 3.8% | ||||||||||||||
463,863 | Aon PLC | 61,670,586 | 1.0 | |||||||||||
1,464,179 | Intercontinental Exchange, Inc. | 96,518,680 | 1.6 | |||||||||||
1,750,133 | TD Ameritrade Holding Corp. | 75,238,217 | 1.2 | |||||||||||
233,427,483 | 3.8 | |||||||||||||
�� | ||||||||||||||
Health Care: 13.7% | ||||||||||||||
416,318 | Becton Dickinson & Co. | 81,227,805 | 1.3 | |||||||||||
392,091 | @ | Biogen, Inc. | 106,397,814 | 1.7 | ||||||||||
4,311,390 | @ | Boston Scientific Corp. | 119,511,731 | 1.9 | ||||||||||
1,038,695 | @ | Celgene Corp. | 134,895,319 | 2.2 | ||||||||||
1,003,260 | Johnson & Johnson | 132,721,265 | 2.2 | |||||||||||
949,540 | UnitedHealth Group, Inc. | 176,063,707 | 2.9 | |||||||||||
1,514,792 | Zoetis, Inc. | 94,492,725 | 1.5 | |||||||||||
845,310,366 | 13.7 | |||||||||||||
Industrials: 12.5% | ||||||||||||||
2,255,730 | Delta Air Lines, Inc. | 121,222,930 | 2.0 | |||||||||||
1,174,279 | Emerson Electric Co. | 70,010,514 | 1.1 | |||||||||||
835,813 | Ingersoll-Rand PLC - Class A | 76,384,950 | 1.2 | |||||||||||
326,350 | Northrop Grumman Corp. | 83,777,308 | 1.4 | |||||||||||
445,890 | Parker Hannifin Corp. | 71,262,140 | 1.1 | |||||||||||
567,614 | Stanley Black & Decker, Inc. | 79,880,318 | 1.3 | |||||||||||
208,147 | TransDigm Group, Inc. | 55,964,484 | 0.9 | |||||||||||
1,122,376 | Union Pacific Corp. | 122,237,970 | 2.0 | |||||||||||
1,265,933 | Waste Management, Inc. | 92,856,186 | 1.5 | |||||||||||
773,596,800 | 12.5 | |||||||||||||
Information Technology: 36.2% | ||||||||||||||
739,692 | @ | Adobe Systems, Inc. | 104,622,037 | 1.7 | ||||||||||
273,883 | @ | Alphabet, Inc. - Class A | 254,623,547 | 4.1 | ||||||||||
839,833 | Amphenol Corp. | 61,996,472 | 1.0 | |||||||||||
2,564,616 | Apple, Inc. | 369,355,996 | 6.0 | |||||||||||
2,784,623 | Applied Materials, Inc. | 115,032,776 | 1.9 | |||||||||||
643,885 | @ | Electronic Arts, Inc. | 68,071,522 | 1.1 | ||||||||||
923,917 | @ | Facebook, Inc. | 139,492,989 | 2.3 | ||||||||||
1,110,555 | Fidelity National Information Services, Inc. | 94,841,397 | 1.5 | |||||||||||
450,042 | @ | Fiserv, Inc. | 55,058,138 | 0.9 | ||||||||||
1,310,280 | Mastercard, Inc. - Class A | 159,133,506 | 2.6 | |||||||||||
705,363 | Microchip Technology, Inc. | 54,439,916 | 0.9 | |||||||||||
5,168,742 | Microsoft Corp. | 356,281,386 | 5.8 | |||||||||||
363,870 | Motorola Solutions, Inc. | 31,562,084 | 0.5 | |||||||||||
1,434,376 | @ | Salesforce.com, Inc. | 124,216,962 | 2.0 | ||||||||||
455,670 | Skyworks Solutions, Inc. | 43,721,537 | 0.7 | |||||||||||
1,061,097 | Texas Instruments, Inc. | 81,630,192 | 1.3 | |||||||||||
524,050 | @ | Vantiv, Inc. | 33,193,327 | 0.5 | ||||||||||
955,252 | @,L | VMware, Inc. | 83,517,682 | 1.4 | ||||||||||
2,230,791,466 | 36.2 | |||||||||||||
Materials: 3.6% | ||||||||||||||
1,094,518 | @ | Berry Plastics Group, Inc. | 62,398,471 | 1.0 | ||||||||||
1,207,715 | @ | Crown Holdings, Inc. | 72,052,277 | 1.2 | ||||||||||
1,414,478 | Dow Chemical Co. | 89,211,128 | 1.4 | |||||||||||
223,661,876 | 3.6 | |||||||||||||
Real Estate: 2.7% | ||||||||||||||
865,337 | American Tower Corp. | 114,501,392 | 1.9 | |||||||||||
117,939 | Equinix, Inc. | 50,614,701 | 0.8 | |||||||||||
165,116,093 | 2.7 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $5,122,395,838) | 6,120,049,453 | 99.2 |
See Accompanying Notes to Financial Statements
37 |
Voya Large Cap Growth Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 1.9% | ||||||||||||||
Securities Lending Collateralcc: 1.1% | ||||||||||||||
2,181,719 | BNP Paribas S.A., Repurchase Agreement dated 06/30/17, 1.11%, due 07/03/17 (Repurchase Amount $2,181,918, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $2,225,353, due 07/28/17-09/09/49) | 2,181,719 | 0.0 | |||||||||||
16,151,688 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $16,153,215, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $16,474,722, due 07/15/17-05/20/67) | 16,151,688 | 0.3 | |||||||||||
16,151,688 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $16,153,215, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $16,474,722, due 07/13/17-12/01/51) | 16,151,688 | 0.3 | |||||||||||
2,655,634 | HSBC Securities USA, Repurchase Agreement dated 06/30/17, 1.06%, due 07/03/17 (Repurchase Amount $2,655,865, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.250%, Market Value plus accrued interest $2,708,751, due 07/15/17-01/15/37) | 2,655,634 | 0.0 | |||||||||||
1,304,329 | Jefferies LLC, Repurchase Agreement dated 06/30/17, 1.25%, due 07/03/17 (Repurchase Amount $1,304,463, collateralized by various U.S. Government Agency Obligations, 0.000%-7.125%, Market Value plus accrued interest $1,330,423, due 07/07/17-01/15/30) | 1,304,329 | 0.0 | |||||||||||
13,408,212 | Nomura Securities, Repurchase Agreement dated 06/30/17, 1.13%, due 07/03/17 (Repurchase Amount $13,409,457, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $13,676,377, due 07/10/17-06/20/67) | 13,408,212 | 0.2 | |||||||||||
16,151,700 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/17, 1.30%, due 07/03/17 (Repurchase Amount $16,153,426, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $16,474,687, due 01/15/19-02/15/46) | 16,151,700 | 0.3 | |||||||||||
68,004,970 | 1.1 | |||||||||||||
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.8% | ||||||||||||||
47,485,000 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.860%†† | |||||||||||||
(Cost $47,485,000) | 47,485,000 | 0.8 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $115,489,970) | 115,489,970 | 1.9 | ||||||||||||
Total Investments in Securities (Cost $5,237,885,808) | $ | 6,235,539,423 | 101.1 | |||||||||||
Liabilities in Excess of Other Assets | (67,611,875 | ) | (1.1 | ) | ||||||||||
Net Assets | $ | 6,167,927,548 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2017. |
@ | Non-income producing security. |
cc | Represents securities purchased with cash collateral received for securities on loan. |
See Accompanying Notes to Financial Statements
38 |
Voya Large Cap Growth Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
L | Loaned security, a portion or all of the security is on loan at June 30, 2017. |
Cost for federal income tax purposes is $5,250,354,377. | |
Net unrealized appreciation consists of: |
Gross Unrealized Appreciation | $ | 1,064,278,102 | ||
Gross Unrealized Depreciation | (79,093,056 | ) | ||
Net Unrealized Appreciation | $ | 985,185,046 |
See Accompanying Notes to Financial Statements
39 |
Voya Large Cap Value Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.2% | ||||||||||||||
Consumer Discretionary: 6.4% | ||||||||||||||
378,585 | CBS Corp. - Class B | 24,146,151 | 1.8 | |||||||||||
537,608 | Coach, Inc. | 25,450,363 | 1.9 | |||||||||||
282,284 | @ | Dish Network Corp. - Class A | 17,716,144 | 1.3 | ||||||||||
94,343 | Vail Resorts, Inc. | 19,135,591 | 1.4 | |||||||||||
86,448,249 | 6.4 | |||||||||||||
Consumer Staples: 9.2% | ||||||||||||||
425,412 | Coca-Cola Co. | 19,079,728 | 1.4 | |||||||||||
162,627 | Dr Pepper Snapple Group, Inc. | 14,816,946 | 1.1 | |||||||||||
174,821 | Kraft Heinz Co. | 14,971,671 | 1.1 | |||||||||||
333,572 | Philip Morris International, Inc. | 39,178,031 | 2.9 | |||||||||||
487,936 | Wal-Mart Stores, Inc. | 36,926,997 | 2.7 | |||||||||||
124,973,373 | 9.2 | |||||||||||||
Energy: 10.8% | ||||||||||||||
802,798 | Canadian Natural Resources Ltd. | 23,152,694 | 1.7 | |||||||||||
657,496 | Exxon Mobil Corp. | 53,079,652 | 3.9 | |||||||||||
352,538 | Halliburton Co. | 15,056,898 | 1.1 | |||||||||||
529,548 | Plains GP Holdings L.P. | 13,852,976 | 1.0 | |||||||||||
375,736 | Royal Dutch Shell PLC - Class A ADR | 19,985,398 | 1.5 | |||||||||||
320,423 | Schlumberger Ltd. | 21,096,650 | 1.6 | |||||||||||
146,224,268 | 10.8 | |||||||||||||
Financials: 25.4% | ||||||||||||||
309,505 | Allstate Corp. | 27,372,622 | 2.0 | |||||||||||
201,029 | Chubb Ltd. | 29,225,596 | 2.2 | |||||||||||
772,722 | Citizens Financial Group, Inc. | 27,570,721 | 2.0 | |||||||||||
397,264 | Comerica, Inc. | 29,095,615 | 2.1 | |||||||||||
754,412 | Hartford Financial Services Group, Inc. | 39,659,439 | 2.9 | |||||||||||
693,024 | JPMorgan Chase & Co. | 63,342,394 | 4.7 | |||||||||||
1,730,155 | Keycorp | 32,423,105 | 2.4 | |||||||||||
631,386 | Lazard Ltd. | 29,252,113 | 2.2 | |||||||||||
1,194,281 | Wells Fargo & Co. | 66,175,110 | 4.9 | |||||||||||
344,116,715 | 25.4 | |||||||||||||
Health Care: 13.8% | ||||||||||||||
489,489 | L | AstraZeneca PLC ADR | 16,686,680 | 1.2 | ||||||||||
303,285 | Johnson & Johnson | 40,121,573 | 3.0 | |||||||||||
336,234 | Medtronic PLC | 29,840,767 | 2.2 | |||||||||||
554,340 | Merck & Co., Inc. | 35,527,651 | 2.6 | |||||||||||
1,493,485 | Pfizer, Inc. | 50,166,161 | 3.7 | |||||||||||
81,431 | UnitedHealth Group, Inc. | 15,098,936 | 1.1 | |||||||||||
187,441,768 | 13.8 | |||||||||||||
Industrials: 8.6% | ||||||||||||||
101,971 | Cummins, Inc. | 16,541,736 | 1.2 | |||||||||||
216,819 | Deere & Co. | 26,796,660 | 2.0 | |||||||||||
116,106 | General Dynamics Corp. | 23,000,599 | 1.7 | |||||||||||
89,015 | Rockwell Automation, Inc. | 14,416,869 | 1.0 | |||||||||||
380,492 | Timken Co. | 17,597,755 | 1.3 | |||||||||||
119,970 | Watsco, Inc. | 18,499,374 | 1.4 | |||||||||||
116,852,993 | 8.6 | |||||||||||||
Information Technology: 8.5% | ||||||||||||||
169,380 | Activision Blizzard, Inc. | 9,751,207 | 0.7 | |||||||||||
743,496 | Cisco Systems, Inc. | 23,271,425 | 1.7 | |||||||||||
125,581 | L | Microchip Technology, Inc. | 9,692,341 | 0.7 | ||||||||||
250,385 | Microsoft Corp. | 17,259,038 | 1.3 | |||||||||||
681,586 | Oracle Corp. | 34,174,722 | 2.5 | |||||||||||
385,433 | Qualcomm, Inc. | 21,283,610 | 1.6 | |||||||||||
115,432,343 | 8.5 | |||||||||||||
Materials: 2.7% | ||||||||||||||
447,180 | Dow Chemical Co. | 28,203,642 | 2.1 | |||||||||||
145,209 | Nucor Corp. | 8,403,245 | 0.6 | |||||||||||
36,606,887 | 2.7 | |||||||||||||
Real Estate: 4.7% | ||||||||||||||
153,954 | Crown Castle International Corp. | 15,423,112 | 1.2 | |||||||||||
462,921 | Gaming and Leisure Properties, Inc. | 17,438,234 | 1.3 | |||||||||||
271,629 | Highwoods Properties, Inc. | 13,774,306 | 1.0 | |||||||||||
155,907 | Mid-America Apartment Communities, Inc. | 16,429,480 | 1.2 | |||||||||||
63,065,132 | 4.7 | |||||||||||||
Telecommunication Services: 3.1% | ||||||||||||||
632,482 | AT&T, Inc. | 23,863,546 | 1.8 | |||||||||||
725,963 | L | CenturyLink, Inc. | 17,335,996 | 1.3 | ||||||||||
41,199,542 | 3.1 | |||||||||||||
Utilities: 6.0% | ||||||||||||||
336,586 | Ameren Corp. | 18,401,157 | 1.3 | |||||||||||
482,577 | Exelon Corp. | 17,406,552 | 1.3 | |||||||||||
182,206 | NextEra Energy, Inc. | 25,532,527 | 1.9 | |||||||||||
302,355 | PG&E Corp. | 20,067,301 | 1.5 | |||||||||||
440,822 | @ | PRIME AET&D Holdings NO 1 | – | – | ||||||||||
81,407,537 | 6.0 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $1,202,500,486) | 1,343,768,807 | 99.2 | ||||||||||||
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 0.0% | ||||||||||||||
Communications: –% | ||||||||||||||
32,517 | Tribune Co., Escrow, 08/14/49 | – | – | |||||||||||
Energy: 0.0% | ||||||||||||||
1,685,000 | Samson Investment Co., 02/15/20 | 73,588 | 0.0 |
See Accompanying Notes to Financial Statements
40 |
Voya Large Cap Value Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: –% | ||||||||||||||
1,216,000 | ± | Tropicana Entertainment LLC / Tropicana Finance Corp., 9.625%, 12/15/15 | – | – | ||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $862,218) | 73,588 | 0.0 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $1,203,362,704) | 1,343,842,395 | 99.2 | ||||||||||||
SHORT-TERM INVESTMENTS: 2.0% | ||||||||||||||
Securities Lending Collateralcc: 1.4% | ||||||||||||||
609,354 | BNP Paribas S.A., Repurchase Agreement dated 06/30/17, 1.11%, due 07/03/17 (Repurchase Amount $609,410, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $621,541, due 07/28/17-09/09/49) | 609,354 | 0.1 | |||||||||||
4,511,200 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $4,511,626, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $4,601,424, due 07/15/17-05/20/67) | 4,511,200 | 0.3 | |||||||||||
4,511,200 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $4,511,626, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $4,601,424, due 07/13/17-12/01/51) | 4,511,200 | 0.3 | |||||||||||
741,719 | HSBC Securities USA, Repurchase Agreement dated 06/30/17, 1.06%, due 07/03/17 (Repurchase Amount $741,784, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-7.250%, Market Value plus accrued interest $756,555, due 07/15/17-01/15/37) | 741,719 | 0.1 | |||||||||||
364,299 | Jefferies LLC, Repurchase Agreement dated 06/30/17, 1.25%, due 07/03/17 (Repurchase Amount $364,336, collateralized by various U.S. Government Agency Obligations, 0.000%-7.125%, Market Value plus accrued interest $371,587, due 07/07/17-01/15/30) | 364,299 | 0.0 | |||||||||||
3,744,846 | Nomura Securities, Repurchase Agreement dated 06/30/17, 1.13%, due 07/03/17 (Repurchase Amount $3,745,194, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $3,819,743, due 07/10/17-06/20/67) | 3,744,846 | 0.3 | |||||||||||
4,511,200 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/17, 1.30%, due 07/03/17 (Repurchase Amount $4,511,682, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $4,601,411, due 01/15/19-02/15/46) | 4,511,200 | 0.3 | |||||||||||
18,993,818 | 1.4 |
See Accompanying Notes to Financial Statements
41 |
Voya Large Cap Value Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.6% | ||||||||||||||
7,678,000 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.860%†† | |||||||||||||
(Cost $7,678,000) | 7,678,000 | 0.6 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $26,671,818) | 26,671,818 | 2.0 | ||||||||||||
Total Investments in Securities (Cost $1,230,034,522) | $ | 1,370,514,213 | 101.2 | |||||||||||
Liabilities in Excess of Other Assets | (15,724,090 | ) | (1.2 | ) | ||||||||||
Net Assets | $ | 1,354,790,123 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2017. |
@ | Non-income producing security. |
ADR | American Depositary Receipt |
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 June 30, 2017. |
± | Defaulted security |
Cost for federal income tax purposes is $1,232,485,395. | |
Net unrealized appreciation consists of: |
Gross Unrealized Appreciation | $ | 161,597,149 | ||
Gross Unrealized Depreciation | (23,568,331 | ) | ||
Net Unrealized Appreciation | $ | 138,028,818 |
See Accompanying Notes to Financial Statements
42 |
Voya Limited maturity bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 39.8% | ||||||||||||||
Basic Materials: 0.5% | ||||||||||||||
570,000 | PPG Industries, Inc., 2.300%, 11/15/19 | 574,279 | 0.2 | |||||||||||
830,000 | Sherwin-Williams Co/The, 2.250%, 05/15/20 | 832,367 | 0.3 | |||||||||||
1,406,646 | 0.5 | |||||||||||||
Communications: 1.8% | ||||||||||||||
1,050,000 | AT&T, Inc., 2.300%, 03/11/19 | 1,056,698 | 0.4 | |||||||||||
470,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.579%, 07/23/20 | 485,990 | 0.2 | |||||||||||
274,000 | Cisco Systems, Inc., 2.450%, 06/15/20 | 278,505 | 0.1 | |||||||||||
450,000 | eBay, Inc., 2.150%, 06/05/20 | 450,294 | 0.2 | |||||||||||
690,000 | Orange SA, 1.625%, 11/03/19 | 684,403 | 0.2 | |||||||||||
560,000 | Scripps Networks Interactive, Inc., 2.750%, 11/15/19 | 567,241 | 0.2 | |||||||||||
680,000 | # | Sky PLC, 2.625%, 09/16/19 | 684,994 | 0.2 | ||||||||||
300,000 | # | Verizon Communications, Inc., 2.946%, 03/15/22 | 302,381 | 0.1 | ||||||||||
530,000 | Walt Disney Co/The, 1.950%, 03/04/20 | 531,824 | 0.2 | |||||||||||
5,042,330 | 1.8 | |||||||||||||
Consumer, Cyclical: 3.7% | ||||||||||||||
470,000 | American Honda Finance Corp., 2.000%, 02/14/20 | 471,177 | 0.2 | |||||||||||
837,000 | American Honda Finance Corp., 2.250%, 08/15/19 | 844,403 | 0.3 | |||||||||||
300,000 | AutoZone, Inc., 1.625%, 04/21/19 | 298,292 | 0.1 | |||||||||||
445,000 | # | BMW US Capital LLC, 1.450%, 09/13/19 | 442,166 | 0.2 | ||||||||||
520,000 | Costco Wholesale Corp., 2.150%, 05/18/21 | 520,424 | 0.2 | |||||||||||
335,000 | CVS Health Corp., 2.250%, 08/12/19 | 337,202 | 0.1 | |||||||||||
970,000 | # | Daimler Finance North America LLC, 2.300%, 01/06/20 | 973,391 | 0.4 | ||||||||||
1,140,000 | Ford Motor Credit Co. LLC, 3.157%, 08/04/20 | 1,162,501 | 0.4 | |||||||||||
1,210,000 | General Motors Financial Co., Inc., 3.950%, 04/13/24 | 1,228,653 | 0.4 | |||||||||||
104,000 | Newell Brands, Inc., 2.600%, 03/29/19 | 105,062 | 0.0 | |||||||||||
550,000 | PACCAR Financial Corp., 1.750%, 08/14/18 | 551,817 | 0.2 | |||||||||||
490,000 | Ralph Lauren Corp., 2.625%, 08/18/20 | 498,015 | 0.2 | |||||||||||
1,080,000 | Southwest Airlines Co., 2.650%, 11/05/20 | 1,093,615 | 0.4 | |||||||||||
542,000 | Southwest Airlines Co., 2.750%, 11/06/19 | 550,479 | 0.2 | |||||||||||
650,000 | Toyota Motor Credit Corp., 1.550%, 10/18/19 | 647,391 | 0.2 | |||||||||||
480,000 | Toyota Motor Credit Corp., 1.700%, 01/09/19 | 480,358 | 0.2 | |||||||||||
10,204,946 | 3.7 | |||||||||||||
Consumer, Non-cyclical: 6.0% | ||||||||||||||
980,000 | Abbott Laboratories, 2.350%, 11/22/19 | 987,984 | 0.4 | |||||||||||
470,000 | Abbott Laboratories, 2.800%, 09/15/20 | 477,658 | 0.2 | |||||||||||
1,470,000 | Anheuser-Busch InBev Finance, Inc., 1.900%, 02/01/19 | 1,473,903 | 0.5 | |||||||||||
550,000 | AstraZeneca PLC, 1.750%, 11/16/18 | 550,578 | 0.2 | |||||||||||
670,000 | AstraZeneca PLC, 1.950%, 09/18/19 | 671,983 | 0.2 | |||||||||||
520,000 | # | BAT International Finance PLC, 2.750%, 06/15/20 | 527,124 | 0.2 | ||||||||||
990,000 | Becton Dickinson and Co., 2.404%, 06/05/20 | 992,797 | 0.4 | |||||||||||
450,000 | Cardinal Health, Inc., 1.948%, 06/14/19 | 450,678 | 0.2 | |||||||||||
550,000 | Celgene Corp., 2.125%, 08/15/18 | 552,287 | 0.2 | |||||||||||
850,000 | # | Danone SA, 1.691%, 10/30/19 | 843,726 | 0.3 | ||||||||||
770,000 | L | Gilead Sciences, Inc., 1.950%, 03/01/22 | 755,037 | 0.3 | ||||||||||
1,060,000 | Kraft Heinz Foods Co., 2.000%, 07/02/18 | 1,062,953 | 0.4 | |||||||||||
470,000 | Kroger Co., 1.500%, 09/30/19 | 463,296 | 0.2 | |||||||||||
540,000 | Kroger Co., 2.000%, 01/15/19 | 539,724 | 0.2 | |||||||||||
840,000 | Medtronic Global Holdings SCA, 1.700%, 03/28/19 | 840,776 | 0.3 | |||||||||||
433,000 | Medtronic, Inc., 2.500%, 03/15/20 | 439,414 | 0.2 | |||||||||||
495,000 | Molson Coors Brewing Co., 1.450%, 07/15/19 | 489,231 | 0.2 | |||||||||||
570,000 | Moody's Corp., 2.750%, 12/15/21 | 575,313 | 0.2 | |||||||||||
507,000 | Mylan NV, 2.500%, 06/07/19 | 511,310 | 0.2 | |||||||||||
280,000 | PepsiCo, Inc., 1.550%, 05/02/19 | 279,991 | 0.1 | |||||||||||
600,000 | Procter & Gamble Co, 1.900%, 11/01/19 | 602,981 | 0.2 | |||||||||||
710,000 | Shire Acquisitions Investments Ireland DAC, 1.900%, 09/23/19 | 707,116 | 0.2 | |||||||||||
930,000 | Teva Pharmaceutical Finance Netherlands III BV, 1.700%, 07/19/19 | 922,176 | 0.3 | |||||||||||
342,000 | Thermo Fisher Scientific, Inc., 2.150%, 12/14/18 | 343,414 | 0.1 | |||||||||||
330,000 | UnitedHealth Group, Inc., 1.900%, 07/16/18 | 331,268 | 0.1 | |||||||||||
16,392,718 | 6.0 | |||||||||||||
Energy: 2.5% | ||||||||||||||
550,000 | BP Capital Markets PLC, 2.315%, 02/13/20 | 555,219 | 0.2 |
See Accompanying Notes to Financial Statements
43 |
Voya Limited maturity bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Energy: (continued) | ||||||||||||||
495,000 | BP Capital Markets PLC, 2.521%, 01/15/20 | 502,044 | 0.2 | |||||||||||
580,000 | Canadian Natural Resources Ltd., 2.950%, 01/15/23 | 576,033 | 0.2 | |||||||||||
512,000 | Chevron Corp., 1.790%, 11/16/18 | 513,678 | 0.2 | |||||||||||
530,000 | Columbia Pipeline Group, Inc., 2.450%, 06/01/18 | 532,555 | 0.2 | |||||||||||
800,000 | Exxon Mobil Corp., 1.708%, 03/01/19 | 802,475 | 0.3 | |||||||||||
710,000 | Shell International Finance BV, 1.375%, 05/10/19 | 706,040 | 0.3 | |||||||||||
230,000 | Shell International Finance BV, 1.375%, 09/12/19 | 228,407 | 0.1 | |||||||||||
473,000 | Shell International Finance BV, 1.625%, 11/10/18 | 473,431 | 0.2 | |||||||||||
430,000 | Shell International Finance BV, 1.750%, 09/12/21 | 422,155 | 0.1 | |||||||||||
350,000 | Shell International Finance BV, 2.125%, 05/11/20 | 351,989 | 0.1 | |||||||||||
319,000 | Statoil ASA, 1.950%, 11/08/18 | 320,133 | 0.1 | |||||||||||
760,000 | Total Capital International SA, 2.100%, 06/19/19 | 766,337 | 0.3 | |||||||||||
6,750,496 | 2.5 | |||||||||||||
Financial: 17.2% | ||||||||||||||
340,000 | # | ABN AMRO Bank NV, 2.450%, 06/04/20 | 342,402 | 0.1 | ||||||||||
480,000 | AerCap Ireland Capital Ltd. / AerCap Global Aviation Trust, 4.500%, 05/15/21 | 509,679 | 0.2 | |||||||||||
460,000 | American Express Co., 1.875%, 05/03/19 | 460,296 | 0.2 | |||||||||||
740,000 | Aon Corp., 5.000%, 09/30/20 | 797,457 | 0.3 | |||||||||||
620,000 | # | Athene Global Funding, 2.750%, 04/20/20 | 621,559 | 0.2 | ||||||||||
500,000 | Australia & New Zealand Banking Group Ltd./New York NY, 2.050%, 09/23/19 | 500,406 | 0.2 | |||||||||||
680,000 | Australia & New Zealand Banking Group Ltd./New York NY, 2.250%, 06/13/19 | 685,160 | 0.3 | |||||||||||
426,000 | Bank of America Corp., 2.151%, 11/09/20 | 424,374 | 0.2 | |||||||||||
1,063,000 | Bank of America Corp., 2.600%, 01/15/19 | 1,073,443 | 0.4 | |||||||||||
583,000 | Bank of America Corp., 2.650%, 04/01/19 | 590,292 | 0.2 | |||||||||||
550,000 | Bank of Montreal, 1.800%, 07/31/18 | 550,927 | 0.2 | |||||||||||
490,000 | Bank of Montreal, 2.100%, 12/12/19 | 491,244 | 0.2 | |||||||||||
850,000 | Bank of New York Mellon Corp., 2.600%, 08/17/20 | 862,866 | 0.3 | |||||||||||
500,000 | Bank of Nova Scotia, 1.650%, 06/14/19 | 498,126 | 0.2 | |||||||||||
150,000 | Barclays Bank PLC, 5.140%, 10/14/20 | 160,651 | 0.1 | |||||||||||
520,000 | Barclays PLC, 2.750%, 11/08/19 | 525,114 | 0.2 | |||||||||||
310,000 | Berkshire Hathaway Finance Corp., 1.700%, 03/15/19 | 310,825 | 0.1 | |||||||||||
650,000 | # | BNZ International Funding Ltd./London, 2.350%, 03/04/19 | 653,197 | 0.2 | ||||||||||
680,000 | Branch Banking & Trust Co., 2.100%, 01/15/20 | 682,773 | 0.2 | |||||||||||
400,000 | Capital One NA/Mclean VA, 2.350%, 08/17/18 | 401,720 | 0.1 | |||||||||||
660,000 | Citibank NA, 2.000%, 03/20/19 | 662,645 | 0.2 | |||||||||||
1,203,000 | Citigroup, Inc., 2.050%, 12/07/18 | 1,205,244 | 0.4 | |||||||||||
592,000 | Citigroup, Inc., 2.500%, 07/29/19 | 597,641 | 0.2 | |||||||||||
660,000 | Citizens Financial Group, Inc., 5.158%, 06/29/23 | 679,940 | 0.2 | |||||||||||
630,000 | Comerica, Inc., 2.125%, 05/23/19 | 628,877 | 0.2 | |||||||||||
460,000 | # | Commonwealth Bank of Australia, 2.250%, 03/10/20 | 461,138 | 0.2 | ||||||||||
1,050,000 | Cooperatieve Rabobank UA/NY, 2.250%, 01/14/19 | 1,056,979 | 0.4 | |||||||||||
720,000 | Credit Suisse AG, 5.300%, 08/13/19 | 769,302 | 0.3 | |||||||||||
1,050,000 | Discover Bank, 2.600%, 11/13/18 | 1,059,310 | 0.4 | |||||||||||
490,000 | Fifth Third Bank/Cincinnati OH, 1.625%, 09/27/19 | 485,399 | 0.2 | |||||||||||
950,000 | Fifth Third Bank/Cincinnati OH, 2.150%, 08/20/18 | 954,158 | 0.3 | |||||||||||
450,000 | GE Capital International Funding Co. Unlimited Co., 2.342%, 11/15/20 | 453,777 | 0.2 | |||||||||||
735,000 | Goldman Sachs Group, Inc., 2.550%, 10/23/19 | 743,469 | 0.3 | |||||||||||
920,000 | Hartford Financial Services Group, Inc., 8.125%, 06/15/68 | 973,139 | 0.4 | |||||||||||
134,000 | HSBC USA, Inc., 5.000%, 09/27/20 | 144,095 | 0.1 | |||||||||||
700,000 | HSBC Bank USA NA, 4.875%, 08/24/20 | 753,133 | 0.3 | |||||||||||
900,000 | # | ING Bank NV, 2.700%, 08/17/20 | 912,732 | 0.3 | ||||||||||
236,000 | International Lease Finance Corp., 8.250%, 12/15/20 | 278,436 | 0.1 | |||||||||||
760,000 | JPMorgan Chase & Co., 1.850%, 03/22/19 | 759,419 | 0.3 | |||||||||||
540,000 | JPMorgan Chase & Co., 2.550%, 03/01/21 | 542,883 | 0.2 | |||||||||||
450,000 | KeyBank NA/Cleveland OH, 2.350%, 03/08/19 | 453,047 | 0.2 | |||||||||||
496,000 | KeyCorp, 2.300%, 12/13/18 | 498,860 | 0.2 | |||||||||||
206,000 | Kilroy Realty L.P., 4.800%, 07/15/18 | 210,655 | 0.1 | |||||||||||
705,000 | # | Metropolitan Life Global Funding I, 1.550%, 09/13/19 | 698,999 | 0.3 | ||||||||||
840,000 | Mitsubishi UFJ Financial Group, Inc., 2.190%, 09/13/21 | 828,230 | 0.3 | |||||||||||
60,000 | Morgan Stanley, 2.200%, 12/07/18 | 60,322 | 0.0 |
See Accompanying Notes to Financial Statements
44 |
Voya Limited maturity bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
– | Morgan Stanley, 2.375%, 07/23/19 | – | – | |||||||||||
800,000 | Morgan Stanley, 2.450%, 02/01/19 | 805,678 | 0.3 | |||||||||||
770,000 | Morgan Stanley, 2.500%, 01/24/19 | 776,262 | 0.3 | |||||||||||
860,000 | Morgan Stanley, 2.750%, 05/19/22 | 860,300 | 0.3 | |||||||||||
730,000 | National Australia Bank Ltd./New York, 2.250%, 01/10/20 | 732,459 | 0.3 | |||||||||||
550,000 | National Rural Utilities Cooperative Finance Corp., 1.500%, 11/01/19 | 543,946 | 0.2 | |||||||||||
400,000 | National Rural Utilities Cooperative Finance Corp., 1.650%, 02/08/19 | 399,198 | 0.1 | |||||||||||
350,000 | # | New York Life Global Funding, 1.550%, 11/02/18 | 349,473 | 0.1 | ||||||||||
390,000 | # | NUVEEN FINANCE LLC, 2.950%, 11/01/19 | 395,813 | 0.1 | ||||||||||
828,000 | PNC Bank NA, 2.400%, 10/18/19 | 836,097 | 0.3 | |||||||||||
370,000 | Regions Bank/Birmingham AL, 2.250%, 09/14/18 | 371,612 | 0.1 | |||||||||||
730,000 | Royal Bank of Canada, 1.800%, 07/30/18 | 731,062 | 0.3 | |||||||||||
600,000 | Royal Bank of Canada, 2.125%, 03/02/20 | 601,225 | 0.2 | |||||||||||
900,000 | Royal Bank of Scotland Group PLC, 6.400%, 10/21/19 | 978,895 | 0.4 | |||||||||||
820,000 | Santander Holdings USA, Inc., 2.700%, 05/24/19 | 826,445 | 0.3 | |||||||||||
430,000 | Santander UK PLC, 2.500%, 03/14/19 | 433,603 | 0.2 | |||||||||||
626,000 | # | Scentre Group Trust 1 / Scentre Group Trust 2, 2.375%, 11/05/19 | 627,641 | 0.2 | ||||||||||
710,000 | Skandinaviska Enskilda Banken AB, 2.300%, 03/11/20 | 712,860 | 0.3 | |||||||||||
610,000 | # | Standard Chartered PLC, 2.100%, 08/19/19 | 608,097 | 0.2 | ||||||||||
790,000 | Sumitomo Mitsui Banking Corp., 1.966%, 01/11/19 | 791,361 | 0.3 | |||||||||||
390,000 | SunTrust Bank/Atlanta GA, 2.250%, 01/31/20 | 391,889 | 0.1 | |||||||||||
357,000 | SunTrust Banks, Inc., 2.500%, 05/01/19 | 360,514 | 0.1 | |||||||||||
584,000 | Toronto-Dominion Bank, 2.250%, 11/05/19 | 588,558 | 0.2 | |||||||||||
800,000 | Toronto-Dominion Bank/The, 2.125%, 07/02/19 | 804,185 | 0.3 | |||||||||||
470,000 | # | UBS AG/London, 2.200%, 06/08/20 | 470,675 | 0.2 | ||||||||||
860,000 | # | UBS Group Funding Switzerland AG, 2.950%, 09/24/20 | 879,147 | 0.3 | ||||||||||
526,000 | US Bank NA/Cincinnati OH, 2.125%, 10/28/19 | 530,109 | 0.2 | |||||||||||
120,000 | Visa, Inc., 2.200%, 12/14/20 | 121,051 | 0.0 | |||||||||||
438,000 | # | WEA Finance LLC / Westfield UK & Europe Finance PLC, 2.700%, 09/17/19 | 441,864 | 0.2 | ||||||||||
1,330,000 | Wells Fargo Bank NA, 2.150%, 12/06/19 | 1,336,693 | 0.5 | |||||||||||
535,000 | Westpac Banking Corp., 1.600%, 08/19/19 | 531,032 | 0.2 | |||||||||||
46,852,084 | 17.2 | |||||||||||||
Industrial: 1.5% | ||||||||||||||
530,000 | Amphenol Corp., 2.200%, 04/01/20 | 531,709 | 0.2 | |||||||||||
724,000 | Caterpillar Financial Services Corp., 2.250%, 12/01/19 | 731,764 | 0.3 | |||||||||||
175,000 | General Electric Co., 2.200%, 01/09/20 | 176,635 | 0.0 | |||||||||||
713,000 | Ingersoll-Rand Global Holding Co. Ltd., 2.875%, 01/15/19 | 723,688 | 0.3 | |||||||||||
630,000 | Lockheed Martin Corp., 1.850%, 11/23/18 | 631,278 | 0.2 | |||||||||||
460,000 | Rockwell Collins, Inc., 1.950%, 07/15/19 | 460,922 | 0.2 | |||||||||||
523,000 | # | Rolls-Royce PLC, 2.375%, 10/14/20 | 523,770 | 0.2 | ||||||||||
300,000 | # | Siemens Financieringsmaatschappij NV, 2.200%, 03/16/20 | 302,257 | 0.1 | ||||||||||
4,082,023 | 1.5 | |||||||||||||
Technology: 3.5% | ||||||||||||||
813,000 | Apple, Inc., 1.900%, 02/07/20 | 815,518 | 0.3 | |||||||||||
830,000 | Apple, Inc., 1.800%, 05/11/20 | 830,187 | 0.3 | |||||||||||
1,230,000 | Applied Materials, Inc., 2.625%, 10/01/20 | 1,251,647 | 0.4 | |||||||||||
545,000 | # | Broadcom Corp. / Broadcom Cayman Finance Ltd., 2.375%, 01/15/20 | 546,088 | 0.2 | ||||||||||
1,290,000 | # | Dell International LLC / EMC Corp., 3.480%, 06/01/19 | 1,320,812 | 0.5 | ||||||||||
230,000 | Hewlett Packard Enterprise Co., 3.600%, 10/15/20 | 237,312 | 0.1 | |||||||||||
750,000 | Intel Corp., 2.450%, 07/29/20 | 762,941 | 0.3 | |||||||||||
450,000 | Intel Corp., 1.850%, 05/11/20 | 450,277 | 0.2 | |||||||||||
1,090,000 | International Business Machines Corp., 1.900%, 01/27/20 | 1,090,633 | 0.4 | |||||||||||
500,000 | Microsoft Corp., 1.100%, 08/08/19 | 494,247 | 0.2 | |||||||||||
574,000 | Microsoft Corp., 1.550%, 08/08/21 | 561,894 | 0.2 | |||||||||||
900,000 | Qualcomm, Inc., 2.100%, 05/20/20 | 904,455 | 0.3 | |||||||||||
280,000 | Texas Instruments, Inc., 2.750%, 03/12/21 | 285,955 | 0.1 | |||||||||||
9,551,966 | 3.5 |
See Accompanying Notes to Financial Statements
45 |
Voya Limited maturity bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Utilities: 3.1% | ||||||||||||||
880,000 | Black Hills Corp., 2.500%, 01/11/19 | 885,060 | 0.3 | |||||||||||
720,000 | Dominion Energy, Inc., 2.579%, 07/01/20 | 724,181 | 0.3 | |||||||||||
200,000 | Dominion Energy, Inc., 1.600%, 08/15/19 | 198,417 | 0.1 | |||||||||||
780,000 | Dominion Resources, Inc./VA, 1.900%, 06/15/18 | 782,026 | 0.3 | |||||||||||
1,125,000 | Duke Energy Corp., 1.800%, 09/01/21 | 1,099,179 | 0.4 | |||||||||||
310,000 | Edison International, 2.125%, 04/15/20 | 310,528 | 0.1 | |||||||||||
268,000 | # | Electricite de France SA, 2.350%, 10/13/20 | 269,142 | 0.1 | ||||||||||
320,000 | Exelon Generation Co. LLC, 2.950%, 01/15/20 | 325,870 | 0.1 | |||||||||||
550,000 | Georgia Power Co., 2.000%, 03/30/20 | 548,488 | 0.2 | |||||||||||
460,000 | Great Plains Energy, Inc., 2.500%, 03/09/20 | 464,559 | 0.2 | |||||||||||
305,000 | NextEra Energy Capital Holdings, Inc., 1.649%, 09/01/18 | 304,172 | 0.1 | |||||||||||
410,000 | NextEra Energy Capital Holdings, Inc., 2.300%, 04/01/19 | 412,071 | 0.2 | |||||||||||
740,000 | Oklahoma Gas & Electric Co., 8.250%, 01/15/19 | 805,467 | 0.3 | |||||||||||
658,000 | Public Service Enterprise Group, Inc., 1.600%, 11/15/19 | 651,178 | 0.2 | |||||||||||
580,000 | Sempra Energy, 1.625%, 10/07/19 | 575,046 | 0.2 | |||||||||||
8,355,384 | 3.1 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $108,284,070) | 108,638,593 | 39.8 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 0.1% | ||||||||||||||
344,036 | Wells Fargo Mortgage Backed Securities 2005-AR16 Trust 2A1, 3.185%, 02/25/34 | 351,794 | 0.1 | |||||||||||
Total Collateralized Mortgage Obligations | ||||||||||||||
(Cost $347,256) | 351,794 | 0.1 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 0.0% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 0.0%## | ||||||||||||||
153 | 2.586%, due 07/01/24 | 156 | 0.0 | |||||||||||
Federal National Mortgage Association: 0.0%## | ||||||||||||||
75,139 | 6.500%, due 10/01/22 | 83,147 | 0.0 | |||||||||||
25,124 | 6.500%, due 10/01/32 | 28,058 | 0.0 | |||||||||||
15,940 | 7.000%, due 10/01/32 | 16,192 | 0.0 | |||||||||||
127,397 | 0.0 | |||||||||||||
Total U.S. Government Agency Obligations | ||||||||||||||
(Cost $118,653) | 127,553 | 0.0 | ||||||||||||
FOREIGN GOVERNMENT BONDS: 0.1% | ||||||||||||||
179,000 | European Investment Bank, 1.750%, 05/15/20 | 179,027 | 0.1 | |||||||||||
Total Foreign Government Bonds | ||||||||||||||
(Cost $178,474) | 179,027 | 0.1 | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 7.9% | ||||||||||||||
2,656,672 | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR9 C, 5.055%, 09/11/42 | 2,699,559 | 1.0 | |||||||||||
525,000 | CD 2007-CD5 Mortgage Trust AJA, 6.506%, 11/15/44 | 530,516 | 0.2 | |||||||||||
7,539 | Citigroup Commercial Mortgage Trust 2007-C6 A1A, 5.866%, 12/10/49 | 7,534 | 0.0 | |||||||||||
500,000 | # | Citigroup Commercial Mortgage Trust 2016-SMPL A, 2.228%, 09/10/31 | 494,733 | 0.2 | ||||||||||
1,144,971 | Citigroup/Deutsche Bank Commercial Mortgage Trust 2006-CD3 AM, 5.648%, 10/15/48 | 1,168,054 | 0.4 | |||||||||||
1,340,000 | Citigroup Commercial Mortgage Trust 2012-GC8 AAB, 2.608%, 09/10/45 | 1,360,934 | 0.5 | |||||||||||
265,369 | COMM 2012-CR4 A2, 1.801%, 10/15/45 | 265,420 | 0.1 | |||||||||||
278,858 | COMM 2012-CR3 A2, 1.765%, 10/15/45 | 278,844 | 0.1 | |||||||||||
310,000 | COMM 2014-CR14 A2, 3.147%, 02/10/47 | 315,508 | 0.1 | |||||||||||
280,000 | COMM 2014-CR17 A2, 3.012%, 05/10/47 | 285,768 | 0.1 | |||||||||||
700,000 | COMM 2014-UBS6 A2, 2.935%, 12/10/47 | 711,155 | 0.3 | |||||||||||
202,583 | # | Commercial Mortgage Trust 2004-GG1 F, 6.591%, 06/10/36 | 202,944 | 0.1 | ||||||||||
22,240,086 | ^ | Freddie Mac Multifamily Structured Pass Through Certificates K705 X1, 1.855%, 09/25/18 | 366,414 | 0.1 | ||||||||||
476,339 | Ginnie Mae 2011-53 B, 4.397%, 05/16/51 | 504,510 | 0.2 | |||||||||||
267,519 | Ginnie Mae 2012-19 AB, 1.450%, 03/16/34 | 267,250 | 0.1 | |||||||||||
392,664 | Ginnie Mae 2014-54 AC, 2.874%, 02/16/49 | 397,860 | 0.1 | |||||||||||
187,939 | Ginnie Mae 2015-21 AF, 2.071%, 07/16/48 | 186,126 | 0.1 | |||||||||||
468,926 | Ginnie Mae 2016-110 AB, 2.000%, 05/16/49 | 462,698 | 0.2 | |||||||||||
207,196 | Ginnie Mae 2016-86 AB, 2.500%, 09/16/56 | 207,417 | 0.1 | |||||||||||
558,151 | Ginnie Mae 2017-50 AB, 2.400%, 02/16/47 | 552,823 | 0.2 | |||||||||||
638,364 | Ginnie Mae 2017-51 AB, 2.350%, 04/16/57 | 633,824 | 0.2 | |||||||||||
430,000 | Ginnie Mae 2017-86 AB, 2.300%, 05/16/59 | 428,737 | 0.2 | |||||||||||
900,000 | Ginnie Mae 2017-89 A, 2.500%, 08/16/57 | 901,941 | 0.3 | |||||||||||
409,423 | Ginnie Mae 2017-69 AB, 2.350%, 05/16/53 | 406,862 | 0.1 |
See Accompanying Notes to Financial Statements
46 |
Voya Limited maturity bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | ||||||||||||||
389,519 | Ginnie Mae 2017-70 A, 2.500%, 10/16/57 | 388,818 | 0.1 | |||||||||||
195,231 | GMAC Commercial Mortgage Securities, Inc. Series 2004-C3 Trust B, 4.965%, 12/10/41 | 197,878 | 0.1 | |||||||||||
740,000 | GS Mortgage Securities Corp. II 2015-GC30 A2, 2.726%, 05/10/50 | 751,085 | 0.3 | |||||||||||
452,388 | GS Mortgage Securities Trust 2012-GCJ9 A2, 1.762%, 11/10/45 | 452,552 | 0.2 | |||||||||||
500,000 | JPMBB Commercial Mortgage Securities Trust 2 2014-C19 A2, 3.046%, 04/15/47 | 509,839 | 0.2 | |||||||||||
233,442 | JPMBB Commercial Mortgage Securities Trust 2013-C12 A2, 2.424%, 07/15/45 | 234,771 | 0.1 | |||||||||||
924,536 | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC10 B, 5.021%, 01/12/37 | 940,952 | 0.3 | |||||||||||
660,000 | # | JP Morgan Chase Commercial Mortgage Securities Trust 2014-BXH D, 3.409%, 04/15/27 | 648,459 | 0.2 | ||||||||||
52,831 | # | JPMorgan Commercial Mortgage-Backed Securities Trust 2009-RR1 A4B2, 1.000%, 03/18/51 | 52,638 | 0.0 | ||||||||||
149,789 | LB-UBS Commercial Mortgage Trust 2008-C1 A2, 6.296%, 04/15/41 | 152,701 | 0.0 | |||||||||||
197,464 | ML-CFC Commercial Mortgage Trust 2007-9 A4, 5.700%, 09/12/49 | 197,619 | 0.1 | |||||||||||
489,076 | Morgan Stanley Capital I Trust 2007-IQ16, 5.809%, 12/12/49 | 490,521 | 0.2 | |||||||||||
707,056 | Morgan Stanley Capital I Trust 2008-TOP29, 6.503%, 01/11/43 | 717,336 | 0.3 | |||||||||||
760,000 | # | PFP 2015-2 C, 4.422%, 07/14/34 | 761,298 | 0.3 | ||||||||||
750,000 | TIAA Seasoned Commercial Mortgage Trust 2007-C4 C, 5.475%, 08/15/39 | 754,813 | 0.3 | |||||||||||
670,000 | Wells Fargo Commercial Mortgage Trust 2015-NXS1 A2, 2.632%, 05/15/48 | 678,968 | 0.2 | |||||||||||
Total Commercial Mortgage-Backed Securities | ||||||||||||||
(Cost $21,733,611) | 21,567,679 | 7.9 | ||||||||||||
ASSET-BACKED SECURITIES: 17.4% | ||||||||||||||
Automobile Asset-Backed Securities: 5.3% | ||||||||||||||
410,000 | Ally Auto Receivables Trust 2016-2 A4, 1.600%, 01/15/21 | 408,300 | 0.2 | |||||||||||
400,000 | Ally Auto Receivables Trust 2017-2 A4, 2.100%, 03/15/22 | 401,266 | 0.1 | |||||||||||
900,000 | Ally Auto Receivables Trust 2017-3 A4, 2.010%, 03/15/22 | 901,254 | 0.3 | |||||||||||
350,000 | # | Bank of The West Auto Trust 2015-1 A4, 1.660%, 09/15/20 | 349,857 | 0.1 | ||||||||||
500,000 | CarMax Auto Owner Trust 2016-2 A3, 1.520%, 02/16/21 | 499,110 | 0.2 | |||||||||||
750,000 | CarMax Auto Owner Trust 2017-1 A4, 2.270%, 09/15/22 | 756,327 | 0.3 | |||||||||||
750,000 | # | Chrysler Capital Auto Receivables Trust 2016-B, 1.870%, 02/15/22 | 746,031 | 0.3 | ||||||||||
600,000 | Ford Credit Auto Owner Trust 2015-C A4, 1.740%, 02/15/21 | 600,491 | 0.2 | |||||||||||
1,300,000 | Ford Credit Auto Owner Trust 2016-C, 1.400%, 02/15/22 | 1,285,457 | 0.5 | |||||||||||
450,000 | GM Financial Automobile Leasing Trust 2015-3 A4, 1.810%, 11/20/19 | 450,663 | 0.2 | |||||||||||
1,200,000 | GM Financial Automobile Leasing Trust 2016-3, 1.780%, 05/20/20 | 1,197,475 | 0.4 | |||||||||||
350,000 | GM Financial Automobile Leasing Trust 2017-1 A4, 2.260%, 08/20/20 | 351,097 | 0.1 | |||||||||||
970,000 | Harley-Davidson Motorcycle Trust 2015-1 A4, 1.670%, 08/15/22 | 970,535 | 0.4 | |||||||||||
300,000 | # | Hyundai Auto Lease Securitization Trust 2016-C A4, 1.650%, 07/15/20 | 299,289 | 0.1 | ||||||||||
400,000 | Hyundai Auto Receivables Trust 2017-A A4, 2.090%, 04/17/23 | 401,790 | 0.2 | |||||||||||
450,000 | Mercedes-Benz Auto Receivables Trust 2015-1 A4, 1.750%, 12/15/21 | 450,585 | 0.2 | |||||||||||
1,000,000 | Mercedes-Benz Auto Lease Trust 2016-B, 1.520%, 06/15/22 | 997,759 | 0.4 | |||||||||||
350,000 | Nissan Auto Lease Trust 2016-B A4, 1.610%, 01/18/22 | 349,335 | 0.1 | |||||||||||
550,000 | # | Oscar US Funding Trust VI LLC 2017-1A A3, 2.820%, 06/10/21 | 554,041 | 0.2 | ||||||||||
320,000 | Toyota Auto Receivables 2015-B Owner Trust A4, 1.740%, 09/15/20 | 320,831 | 0.1 | |||||||||||
670,000 | Toyota Auto Receivables 2016-A Owner Trust A4, 1.470%, 09/15/21 | 666,916 | 0.2 | |||||||||||
650,000 | Toyota Auto Receivables 2017-B Owner Trust A4, 2.050%, 09/15/22 | 652,352 | 0.2 | |||||||||||
210,000 | USAA Auto Owner Trust 2015-1 A4, 1.540%, 11/16/20 | 209,979 | 0.1 | |||||||||||
260,000 | World Omni Auto Receivables Trust 2015-B A4, 1.840%, 01/17/22 | 259,821 | 0.1 |
See Accompanying Notes to Financial Statements
47 |
Voya Limited maturity bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
ASSET-BACKED SECURITIES: (continued) | ||||||||||||||
Automobile Asset-Backed Securities: (continued) | ||||||||||||||
300,000 | World Omni Automobile Lease Securitization Trust 2017-A A4, 2.320%, 08/15/22 | 301,971 | 0.1 | |||||||||||
14,382,532 | 5.3 | |||||||||||||
Credit Card Asset-Backed Securities: 4.4% | ||||||||||||||
850,000 | American Express Credit Account Master Trust 2017-1 A, 1.930%, 09/15/22 | 852,330 | 0.3 | |||||||||||
650,000 | American Express Credit Account Master Trust 2017-1 B, 2.100%, 09/15/22 | 650,423 | 0.2 | |||||||||||
1,500,000 | Cabela's Credit Card Master Note Trust 2015-1A A1, 2.260%, 03/15/23 | 1,509,131 | 0.6 | |||||||||||
900,000 | Cabela's Credit Card Master Note Trust 2016-1 A1, 1.780%, 06/15/22 | 898,936 | 0.3 | |||||||||||
650,000 | Capital One Multi-Asset Execution Trust 2016-A4 A4, 1.330%, 06/15/22 | 644,723 | 0.2 | |||||||||||
1,200,000 | Capital One Multi-Asset Execution Trust 2016-A6 A6, 1.820%, 09/15/22 | 1,200,949 | 0.4 | |||||||||||
550,000 | Chase Issuance Trust 2016-A2 A, 1.370%, 06/15/21 | 546,636 | 0.2 | |||||||||||
400,000 | Chase Issuance Trust 2016-A5 A5, 1.270%, 07/15/21 | 396,483 | 0.2 | |||||||||||
420,000 | Citibank Credit Card Issuance Trust 2014-A6 A6, 2.150%, 07/15/21 | 423,571 | 0.2 | |||||||||||
900,000 | Citibank Credit Card Issuance Trust 2016-A1 A1, 1.750%, 11/19/21 | 899,592 | 0.3 | |||||||||||
740,000 | Discover Card Execution Note Trust 2012-A6 A6, 1.670%, 01/18/22 | 739,288 | 0.3 | |||||||||||
400,000 | Discover Card Execution Note Trust 2014-A1 A1, 1.589%, 07/15/21 | 401,942 | 0.2 | |||||||||||
470,000 | Discover Card Execution Note Trust 2014-A4 A4, 2.120%, 12/15/21 | 473,653 | 0.2 | |||||||||||
470,000 | Discover Card Execution Note Trust 2015-A3 A, 1.450%, 03/15/21 | 469,126 | 0.2 | |||||||||||
1,200,000 | Discover Card Execution Note Trust 2016-A4 A4, 1.390%, 03/15/22 | 1,190,428 | 0.4 | |||||||||||
600,000 | Synchrony Credit Card Master Note Trust 2016-1 A, 2.040%, 03/15/22 | 602,778 | 0.2 | |||||||||||
11,899,989 | 4.4 | |||||||||||||
Home Equity Asset-Backed Securities: 0.0% | ||||||||||||||
74,683 | Chase Funding Loan Acquisition Trust Series 2003-C2 1A, 4.750%, 12/25/19 | 75,179 | 0.0 | |||||||||||
Other Asset-Backed Securities: 7.4% | ||||||||||||||
970,000 | # | Babson CLO Ltd. 2014-3A AR, 2.478%, 01/15/26 | 971,842 | 0.4 | ||||||||||
250,000 | # | Bain Capital Credit CLO 2017-1A A2, 4.130%, 07/20/30 | 250,000 | 0.1 | ||||||||||
250,000 | # | Barings CLO Ltd. 2017-1A A2, 5.850%, 07/18/29 | 250,000 | 0.1 | ||||||||||
580,000 | # | Benefit Street Partners CLO II Ltd. 2013-IIA A1R, 2.492%, 07/15/29 | 580,000 | 0.2 | ||||||||||
840,000 | # | Benefit Street Partners CLO IV Ltd. 2014-IVA A1R, 2.646%, 01/20/29 | 842,310 | 0.3 | ||||||||||
1,650,000 | # | Benefit Street Partners CLO X Ltd. 2016-10A A1, 2.648%, 01/15/29 | 1,654,734 | 0.6 | ||||||||||
1,210,000 | # | Carlyle Global Market Strategies CLO Ltd. 2017-1A A1A, 2.461%, 04/20/31 | 1,210,380 | 0.4 | ||||||||||
460,000 | # | Cedar Funding II CLO Ltd. 2013-1A A1R, 2.519%, 06/09/30 | 460,000 | 0.2 | ||||||||||
630,000 | # | CIFC Funding Ltd. 2016-1A A, 2.636%, 10/21/28 | 632,119 | 0.2 | ||||||||||
980,000 | # | CIFC Funding Ltd. 2017-1A A, 2.243%, 04/23/29 | 980,645 | 0.4 | ||||||||||
620,000 | CNH Equipment Trust 2015-B A4, 1.890%, 04/15/22 | 621,550 | 0.2 | |||||||||||
968,807 | CWABS, Inc. Asset-Backed Certificates Trust 2004-5 1A, 1.716%, 10/25/34 | 953,133 | 0.3 | |||||||||||
960,000 | # | Dryden 33 Senior Loan Fund 2014-33A AR, 2.588%, 10/15/28 | 966,341 | 0.4 | ||||||||||
540,000 | # | Dryden 49 Senior Loan Fund 2017-49A A, 2.538%, 07/18/30 | 540,000 | 0.2 | ||||||||||
1,120,000 | # | Dryden Senior Loan Fund 2017-47A A2, 2.745%, 04/15/28 | 1,120,930 | 0.4 | ||||||||||
68,218 | # | GSAMP Trust 2005-SEA2 A1, 1.566%, 01/25/45 | 68,150 | 0.0 | ||||||||||
750,000 | # | KKR CLO 9 AR Ltd., 2.457%, 07/15/30 | 750,000 | 0.3 | ||||||||||
950,000 | # | LCM XXIII Ltd. 23A A1, 2.556%, 10/20/29 | 957,351 | 0.3 | ||||||||||
880,000 | # | Oaktree EIF II Series B1 Ltd. 2015-B1A A, 2.732%, 02/15/26 | 882,516 | 0.3 | ||||||||||
520,000 | # | Octagon Investment Partners 30 Ltd. 2017-1A A1, 2.567%, 03/17/30 | 521,194 | 0.2 | ||||||||||
500,000 | # | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 2.533%, 07/15/29 | 499,995 | 0.2 | ||||||||||
400,000 | # | Octagon Investment Partners XV Ltd. 2013-1A A2R, 4.456%, 07/19/30 | 400,000 | 0.1 | ||||||||||
750,000 | # | OHA Loan Funding Ltd. 2015-1A AR, 2.592%, 08/15/29 | 754,799 | 0.3 | ||||||||||
700,000 | # | Palmer Square CLO 2015-2A A1AR Ltd., 2.577%, 07/20/30 | 700,000 | 0.3 | ||||||||||
275,000 | # | Palmer Square CLO 2015-2A A1BR Ltd., 2.657%, 07/20/30 | 275,000 | 0.1 | ||||||||||
500,000 | # | TCI-Symphony CLO 2017-1A A Ltd., 07/15/30 | 500,000 | 0.2 |
See Accompanying Notes to Financial Statements
48 |
Voya Limited maturity bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
ASSET-BACKED SECURITIES: (continued) | ||||||||||||||
Other Asset-Backed Securities: (continued) | ||||||||||||||
570,000 | # | THL Credit Wind River 2017-2A A Clo Ltd., 2.544%, 07/20/30 | 570,000 | 0.2 | ||||||||||
920,000 | # | THL Credit Wind River CLO Ltd. 2017-1A A, 2.374%, 04/18/29 | 920,802 | 0.3 | ||||||||||
450,000 | # | Volvo Financial Equipment LLC Series 2017-1A A4, 2.210%, 11/15/21 | 450,657 | 0.2 | ||||||||||
20,284,448 | 7.4 | |||||||||||||
Student Loan Asset-Backed Securities: 0.3% | ||||||||||||||
700,000 | # | DRB Prime Student Loan Trust 2017-A A2B, 2.850%, 05/27/42 | 699,536 | 0.3 | ||||||||||
Total Asset-Backed Securities | ||||||||||||||
(Cost $47,301,700) | 47,341,684 | 17.4 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 20.3% | ||||||||||||||
U.S. Treasury Notes: 20.3% | ||||||||||||||
4,138,000 | 1.250%, due 03/31/19 | 4,129,836 | 1.5 | |||||||||||
850,000 | 1.250%, due 05/31/19 | 848,058 | 0.3 | |||||||||||
21,510,000 | 1.250%, due 06/30/19 | 21,453,708 | 7.9 | |||||||||||
9,920,000 | 1.500%, due 06/15/20 | 9,906,052 | 3.6 | |||||||||||
6,238,000 | 1.750%, due 06/30/22 | 6,197,796 | 2.3 | |||||||||||
8,497,000 | 2.000%, due 06/30/24 | 8,420,994 | 3.1 | |||||||||||
2,290,000 | 1.875%, due 03/31/22 | 2,291,521 | 0.9 | |||||||||||
2,000,000 | 1.250%, due 04/30/19 | 1,995,390 | 0.7 | |||||||||||
Total U.S. Treasury Obligations | ||||||||||||||
(Cost $55,310,352) | 55,243,355 | 20.3 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $233,274,116) | 233,449,685 | 85.6 | ||||||||||||
SHORT-TERM INVESTMENTS: 14.2% | ||||||||||||||
Corporate Bonds/Notes: 6.9% | ||||||||||||||
680,000 | AbbVie, Inc., 1.800%, 05/14/18 | 681,008 | 0.2 | |||||||||||
705,000 | Allergan Funding SCS, 2.350%, 03/12/18 | 708,073 | 0.3 | |||||||||||
614,000 | Air Lease Corp., 2.125%, 01/15/18 | 615,175 | 0.2 | |||||||||||
690,000 | Alibaba Group Holding Ltd., 1.625%, 11/28/17 | 690,148 | 0.3 | |||||||||||
540,000 | Bank of America Corp., 1.950%, 05/12/18 | 540,690 | 0.2 | |||||||||||
810,000 | # | Bank of Tokyo-Mitsubishi UFJ Ltd., 1.700%, 03/05/18 | 810,434 | 0.3 | ||||||||||
570,000 | Baxalta, Inc., 2.000%, 06/22/18 | 571,061 | 0.2 | |||||||||||
275,000 | BP Capital Markets PLC, 1.674%, 02/13/18 | 275,192 | 0.1 | |||||||||||
502,000 | British Telecommunications PLC, 5.950%, 01/15/18 | 513,323 | 0.2 | |||||||||||
370,000 | Cardinal Health, Inc., 1.950%, 06/15/18 | 371,069 | 0.1 | |||||||||||
790,000 | Charles Schwab Corp., 1.500%, 03/10/18 | 790,299 | 0.3 | |||||||||||
820,000 | Chevron Corp., 1.365%, 03/02/18 | 819,876 | 0.3 | |||||||||||
320,000 | # | Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. L.P., 1.700%, 05/01/18 | 320,208 | 0.1 | ||||||||||
540,000 | Corning, Inc., 1.500%, 05/08/18 | 539,830 | 0.2 | |||||||||||
750,000 | Credit Suisse AG/New York NY, 1.700%, 04/27/18 | 750,045 | 0.3 | |||||||||||
310,000 | eBay, Inc., 2.500%, 03/09/18 | 311,847 | 0.1 | |||||||||||
410,000 | Eli Lilly & Co., 1.250%, 03/01/18 | 409,625 | 0.1 | |||||||||||
360,000 | Energy Transfer L.P., 2.500%, 06/15/18 | 361,853 | 0.1 | |||||||||||
700,000 | Enterprise Products Operating LLC, 1.650%, 05/07/18 | 699,564 | 0.3 | |||||||||||
616,000 | Kinder Morgan, Inc./DE, 2.000%, 12/01/17 | 616,399 | 0.2 | |||||||||||
504,000 | # | Mitsubishi UFJ Trust & Banking Corp., 1.600%, 10/16/17 | 504,184 | 0.2 | ||||||||||
525,000 | NetApp, Inc., 2.000%, 12/15/17 | 525,737 | 0.2 | |||||||||||
435,000 | PACCAR Financial Corp., 1.450%, 03/09/18 | 435,203 | 0.2 | |||||||||||
798,000 | Philip Morris International, Inc., 1.250%, 11/09/17 | 797,751 | 0.3 | |||||||||||
635,000 | Sanofi, 1.250%, 04/10/18 | 634,355 | 0.2 | |||||||||||
540,000 | Southern Power Co., 1.500%, 06/01/18 | 539,423 | 0.2 | |||||||||||
539,000 | Statoil ASA, 1.250%, 11/09/17 | 538,615 | 0.2 | |||||||||||
430,000 | TransCanada PipeLines Ltd., 1.875%, 01/12/18 | 430,611 | 0.2 | |||||||||||
591,000 | UnitedHealth Group, Inc., 1.400%, 12/15/17 | 590,874 | 0.2 | |||||||||||
1,302,000 | Visa, Inc., 1.200%, 12/14/17 | 1,301,447 | 0.5 | |||||||||||
500,000 | Zimmer Biomet Holdings, Inc., 2.000%, 04/01/18 | 501,000 | 0.2 | |||||||||||
570,000 | Zoetis, Inc., 1.875%, 02/01/18 | 570,433 | 0.2 | |||||||||||
18,765,352 | 6.9 | |||||||||||||
U.S. Government Agency Obligations: 0.0% | ||||||||||||||
315 | Fannie Mae, 6.000%, 09/01/17 | |||||||||||||
(Cost $315) | 314 | 0.0 | ||||||||||||
Securities Lending Collateralcc: 0.3% | ||||||||||||||
32,001 | BNP Paribas S.A., Repurchase Agreement dated 06/30/17, 1.11%, due 07/03/17 (Repurchase Amount $32,004, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $32,641, due 07/28/17-09/09/49) | 32,001 | 0.0 |
See Accompanying Notes to Financial Statements
49 |
Voya Limited maturity bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Securities Lending Collateralcc: (continued) | ||||||||||||||
670,479 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $670,542, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $683,889, due 07/15/17-05/20/67) | 670,479 | 0.3 | |||||||||||
38,952 | HSBC Securities USA, Repurchase Agreement dated 06/30/17, 1.06%, due 07/03/17 (Repurchase Amount $38,955, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-7.250%, Market Value plus accrued interest $39,731, due 07/15/17-01/15/37) | 38,952 | 0.0 | |||||||||||
19,131 | Jefferies LLC, Repurchase Agreement dated 06/30/17, 1.24%, due 07/03/17 (Repurchase Amount $19,133, collateralized by various U.S. Government Agency Obligations, 0.000%-7.125%, Market Value plus accrued interest $19,514, due 07/07/17-01/15/30) | 19,131 | 0.0 | |||||||||||
760,563 | 0.3 | |||||||||||||
Commercial Mortgage-Backed Securities: 0.1% | ||||||||||||||
35,234,152 | ^ | Freddie Mac Multifamily Structured Pass Through Certificates K702 X1, 1.617%, 02/25/18 | 189,799 | 0.1 | ||||||||||
14,826,766 | ^ | Freddie Mac Multifamily Structured Pass Through Certificates K703 X1, 2.186%, 05/25/18 | 178,651 | 0.0 | ||||||||||
368,450 | 0.1 | |||||||||||||
U.S. Treasury Obligations: 6.3% | ||||||||||||||
17,405,000 | United States Treasury Note, 0.625%, 06/30/18 | |||||||||||||
(Cost $17,313,087) | 17,295,540 | 6.3 | ||||||||||||
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.6% | ||||||||||||||
1,513,000 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.860%†† | |||||||||||||
(Cost $1,513,000) | 1,513,000 | 0.6 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $38,657,258) | 38,703,219 | 14.2 | ||||||||||||
Total Investments in Securities (Cost $271,931,374) | $ | 272,152,904 | 99.8 | |||||||||||
Assets in Excess of Other Liabilities | 487,112 | 0.2 | ||||||||||||
Net Assets | $ | 272,640,016 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2017. |
# | 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 June 30, 2017. |
^ | Interest only securities represent the right to receive the monthly interest payments on an underlying pool of mortgage loans. Principal amount shown represents the notional amount on which current interest is calculated. Payments of principal on the pool reduce the value of the interest only security. |
Cost for federal income tax purposes is $271,938,563. | |
Net unrealized appreciation consists of: |
Gross Unrealized Appreciation | $ | 717,967 | ||
Gross Unrealized Depreciation | (503,626 | ) | ||
Net Unrealized Appreciation | $ | 214,341 |
See Accompanying Notes to Financial Statements
50 |
Voya Multi-Manager Large Cap Core Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 97.6% | ||||||||||||||
Consumer Discretionary: 16.7% | ||||||||||||||
105,640 | @ | Carmax, Inc. | 6,661,658 | 2.1 | ||||||||||
127,869 | Carnival Corp. | 8,384,370 | 2.6 | |||||||||||
37,520 | Coach, Inc. | 1,776,197 | 0.5 | |||||||||||
104,381 | Comcast Corp. – Class A | 4,062,509 | 1.3 | |||||||||||
12,945 | Dollar General Corp. | 933,205 | 0.3 | |||||||||||
87,421 | @ | Dollar Tree, Inc. | 6,112,476 | 1.9 | ||||||||||
5,975 | Expedia, Inc. | 889,976 | 0.3 | |||||||||||
29,880 | @ | Liberty Interactive Corp. QVC Group | 733,255 | 0.2 | ||||||||||
89,468 | Lowe's Cos, Inc. | 6,936,454 | 2.1 | |||||||||||
3,821 | Marriott International, Inc. | 383,285 | 0.1 | |||||||||||
11,730 | McDonald's Corp. | 1,796,567 | 0.6 | |||||||||||
15,570 | Newell Brands, Inc. | 834,863 | 0.3 | |||||||||||
84,806 | Nike, Inc. | 5,003,554 | 1.5 | |||||||||||
17,099 | @ | O'Reilly Automotive, Inc. | 3,740,235 | 1.2 | ||||||||||
14,011 | PVH Corp. | 1,604,260 | 0.5 | |||||||||||
3,625 | Royal Caribbean Cruises Ltd. | 395,959 | 0.1 | |||||||||||
27,960 | Starbucks Corp. | 1,630,348 | 0.5 | |||||||||||
18,230 | Walt Disney Co. | 1,936,937 | 0.6 | |||||||||||
53,816,108 | 16.7 | |||||||||||||
Consumer Staples: 6.5% | ||||||||||||||
91,769 | Altria Group, Inc. | 6,834,038 | 2.1 | |||||||||||
72,764 | Coca-Cola Co. | 3,263,465 | 1.0 | |||||||||||
7,990 | CVS Health Corp. | 642,875 | 0.2 | |||||||||||
17,385 | Kellogg Co. | 1,207,562 | 0.4 | |||||||||||
21,485 | Kroger Co. | 501,030 | 0.2 | |||||||||||
21,779 | PepsiCo, Inc. | 2,515,257 | 0.8 | |||||||||||
43,685 | Philip Morris International, Inc. | 5,130,803 | 1.6 | |||||||||||
13,551 | Sysco Corp. | 682,022 | 0.2 | |||||||||||
20,777,052 | 6.5 | |||||||||||||
Energy: 4.2% | ||||||||||||||
59,938 | Canadian Natural Resources Ltd. | 1,728,612 | 0.5 | |||||||||||
57,830 | Chevron Corp. | 6,033,404 | 1.9 | |||||||||||
14,470 | EOG Resources, Inc. | 1,309,824 | 0.4 | |||||||||||
35,500 | Exxon Mobil Corp. | 2,865,915 | 0.9 | |||||||||||
40,035 | Halliburton Co. | 1,709,895 | 0.5 | |||||||||||
13,647,650 | 4.2 | |||||||||||||
Financials: 20.8% | ||||||||||||||
9,613 | @ | Alleghany Corp. | 5,717,812 | 1.8 | ||||||||||
15,332 | Aon PLC | 2,038,389 | 0.6 | |||||||||||
108,572 | Bank of America Corp. | 2,633,957 | 0.8 | |||||||||||
67,134 | Bank of New York Mellon Corp. | 3,425,177 | 1.1 | |||||||||||
94,427 | @ | Berkshire Hathaway, Inc. – Class B | 15,993,101 | 5.0 | ||||||||||
16,007 | Blackrock, Inc. | 6,761,517 | 2.1 | |||||||||||
73,856 | Citigroup, Inc. | 4,939,489 | 1.5 | |||||||||||
10,997 | Invesco Ltd. | 386,984 | 0.1 | |||||||||||
55,759 | JPMorgan Chase & Co. | 5,096,373 | 1.6 | |||||||||||
53,205 | Morgan Stanley | 2,370,815 | 0.7 | |||||||||||
157,794 | Progressive Corp. | 6,957,138 | 2.2 | |||||||||||
4,285 | S&P Global, Inc. | 625,567 | 0.2 | |||||||||||
178,478 | Wells Fargo & Co. | 9,889,466 | 3.1 | |||||||||||
66,835,785 | 20.8 | |||||||||||||
Health Care: 12.5% | ||||||||||||||
37,126 | Abbott Laboratories | 1,804,695 | 0.6 | |||||||||||
46,305 | @ | Alexion Pharmaceuticals, Inc. | 5,633,929 | 1.8 | ||||||||||
8,360 | Allergan plc | 2,032,232 | 0.6 | |||||||||||
10,075 | Anthem, Inc. | 1,895,410 | 0.6 | |||||||||||
4,460 | @ | Biogen, Inc. | 1,210,266 | 0.4 | ||||||||||
87,736 | Bristol-Myers Squibb Co. | 4,888,650 | 1.5 | |||||||||||
20,737 | Cardinal Health, Inc. | 1,615,827 | 0.5 | |||||||||||
19,490 | @ | Celgene Corp. | 2,531,166 | 0.8 | ||||||||||
14,335 | Cigna Corp. | 2,399,536 | 0.7 | |||||||||||
72,017 | Eli Lilly & Co. | 5,926,999 | 1.8 | |||||||||||
32,889 | Johnson & Johnson | 4,350,886 | 1.4 | |||||||||||
14,257 | Medtronic PLC | 1,265,309 | 0.4 | |||||||||||
79,820 | Pfizer, Inc. | 2,681,154 | 0.8 | |||||||||||
5,458 | @ | Vertex Pharmaceuticals, Inc. | 703,372 | 0.2 | ||||||||||
9,510 | Zimmer Biomet Holdings, Inc. | 1,221,084 | 0.4 | |||||||||||
40,160,515 | 12.5 | |||||||||||||
Industrials: 12.3% | ||||||||||||||
47,558 | Deere & Co. | 5,877,693 | 1.8 | |||||||||||
16,479 | Eaton Corp. PLC | 1,282,561 | 0.4 | |||||||||||
34,842 | FedEx Corp. | 7,572,212 | 2.4 | |||||||||||
36,543 | General Dynamics Corp. | 7,239,168 | 2.2 | |||||||||||
68,107 | General Electric Co. | 1,839,570 | 0.6 | |||||||||||
27,643 | Honeywell International, Inc. | 3,684,536 | 1.1 | |||||||||||
31,769 | Johnson Controls International plc | 1,377,504 | 0.4 | |||||||||||
29,335 | Nielsen Holdings PLC | 1,134,091 | 0.4 | |||||||||||
48,889 | Norfolk Southern Corp. | 5,949,791 | 1.8 | |||||||||||
60,508 | Southwest Airlines Co. | 3,759,967 | 1.2 | |||||||||||
39,717,093 | 12.3 | |||||||||||||
Information Technology: 18.3% | ||||||||||||||
32,585 | Activision Blizzard, Inc. | 1,875,918 | 0.6 | |||||||||||
2,378 | @ | Alphabet, Inc. - Class A | 2,210,779 | 0.7 | ||||||||||
11,199 | @ | Alphabet, Inc. - Class C | 10,176,867 | 3.2 | ||||||||||
101,662 | Apple, Inc. | 14,641,361 | 4.5 | |||||||||||
13,608 | Broadcom Ltd. | 3,171,344 | 1.0 | |||||||||||
125,786 | Cisco Systems, Inc. | 3,937,102 | 1.2 | |||||||||||
5,244 | @ | Electronic Arts, Inc. | 554,396 | 0.2 | ||||||||||
32,155 | @ | Facebook, Inc. | 4,854,762 | 1.5 | ||||||||||
20,850 | Fidelity National Information Services, Inc. | 1,780,590 | 0.6 | |||||||||||
1,542 | @ | FleetCor Technologies, Inc. | 222,372 | 0.1 | ||||||||||
23,616 | Mastercard, Inc. - Class A | 2,868,163 | 0.9 | |||||||||||
67,535 | Microsoft Corp. | 4,655,188 | 1.4 | |||||||||||
3,340 | @ | Palo Alto Networks, Inc. | 446,925 | 0.1 | ||||||||||
15,330 | Total System Services, Inc. | 892,973 | 0.3 | |||||||||||
68,528 | Visa, Inc. - Class A | 6,426,556 | 2.0 | |||||||||||
58,715,296 | 18.3 | |||||||||||||
Materials: 3.0% | ||||||||||||||
10,870 | Ball Corp. | 458,823 | 0.1 | |||||||||||
13,061 | NewMarket Corp. | 6,014,329 | 1.9 | |||||||||||
17,790 | Sealed Air Corp. | 796,281 | 0.3 |
See Accompanying Notes to Financial Statements
51 |
Voya Multi-Manager Large Cap Core Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Materials: (continued) | ||||||||||||||
6,621 | Sherwin-Williams Co. | 2,323,706 | 0.7 | |||||||||||
9,593,139 | 3.0 | |||||||||||||
Real Estate: 0.8% | ||||||||||||||
18,698 | American Tower Corp. | 2,474,119 | 0.8 | |||||||||||
Telecommunication Services: 1.9% | ||||||||||||||
73,740 | AT&T, Inc. | 2,782,210 | 0.8 | |||||||||||
77,822 | Verizon Communications, Inc. | 3,475,531 | 1.1 | |||||||||||
6,257,741 | 1.9 | |||||||||||||
Utilities: 0.6% | ||||||||||||||
6,854 | Edison International | 535,914 | 0.1 | |||||||||||
31,550 | Southern Co. | 1,510,614 | 0.5 | |||||||||||
2,046,528 | 0.6 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $259,984,637) | 314,041,026 | 97.6 | ||||||||||||
SHORT-TERM INVESTMENTS: 0.9% | ||||||||||||||
Mutual Funds: 0.9% | ||||||||||||||
2,742,683 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.860%†† | |||||||||||||
(Cost $2,742,683) | 2,742,683 | 0.9 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $2,742,683) | 2,742,683 | 0.9 | ||||||||||||
Total Investments in Securities (Cost $262,727,320) | $ | 316,783,709 | 98.5 | |||||||||||
Assets in Excess of Other Liabilities | 4,756,344 | 1.5 | ||||||||||||
Net Assets | $ | 321,540,053 | 100.0 |
†† | Rate shown is the 7-day yield as of June 30, 2017. |
@ | Non-income producing security. |
Cost for federal income tax purposes is $264,096,869. | |
Net unrealized appreciation consists of: |
Gross Unrealized Appreciation | $ | 57,503,230 | ||
Gross Unrealized Depreciation | (4,816,390 | ) | ||
Net Unrealized Appreciation | $ | 52,686,840 |
See Accompanying Notes to Financial Statements
52 |
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.8% | ||||||||||||||
Consumer Discretionary: 12.1% | ||||||||||||||
17,340 | Advance Auto Parts, Inc. | 2,021,671 | 0.0 | |||||||||||
93,155 | @ | Amazon.com, Inc. | 90,174,040 | 1.8 | ||||||||||
15,456 | @,L | Autonation, Inc. | 651,625 | 0.0 | ||||||||||
6,612 | @ | Autozone, Inc. | 3,771,882 | 0.1 | ||||||||||
34,085 | Bed Bath & Beyond, Inc. | 1,036,184 | 0.0 | |||||||||||
62,300 | Best Buy Co., Inc. | 3,571,659 | 0.1 | |||||||||||
46,843 | BorgWarner, Inc. | 1,984,269 | 0.0 | |||||||||||
43,490 | @,L | Carmax, Inc. | 2,742,479 | 0.1 | ||||||||||
98,284 | Carnival Corp. | 6,444,482 | 0.1 | |||||||||||
86,496 | CBS Corp. - Class B | 5,516,715 | 0.1 | |||||||||||
50,646 | @ | Charter Communications, Inc. | 17,060,105 | 0.4 | ||||||||||
6,731 | @ | Chipotle Mexican Grill, Inc. | 2,800,769 | 0.1 | ||||||||||
66,013 | Coach, Inc. | 3,125,055 | 0.1 | |||||||||||
1,111,302 | Comcast Corp. – Class A | 43,251,874 | 0.9 | |||||||||||
29,197 | Darden Restaurants, Inc. | 2,640,577 | 0.1 | |||||||||||
62,905 | Delphi Automotive PLC | 5,513,623 | 0.1 | |||||||||||
36,108 | @,L | Discovery Communications, Inc. - Class A | 932,670 | 0.0 | ||||||||||
49,507 | @ | Discovery Communications, Inc. - Class C | 1,248,071 | 0.0 | ||||||||||
53,414 | @ | Dish Network Corp. - Class A | 3,352,263 | 0.1 | ||||||||||
59,241 | Dollar General Corp. | 4,270,684 | 0.1 | |||||||||||
55,578 | @ | Dollar Tree, Inc. | 3,886,014 | 0.1 | ||||||||||
80,254 | D.R. Horton, Inc. | 2,774,381 | 0.1 | |||||||||||
28,547 | Expedia, Inc. | 4,252,076 | 0.1 | |||||||||||
30,816 | Foot Locker, Inc. | 1,518,612 | 0.0 | |||||||||||
918,384 | Ford Motor Co. | 10,276,717 | 0.2 | |||||||||||
51,688 | Gap, Inc. | 1,136,619 | 0.0 | |||||||||||
26,940 | Garmin Ltd. | 1,374,748 | 0.0 | |||||||||||
322,457 | General Motors Co. | 11,263,423 | 0.2 | |||||||||||
34,610 | Genuine Parts Co. | 3,210,424 | 0.1 | |||||||||||
59,125 | Goodyear Tire & Rubber Co. | 2,067,010 | 0.0 | |||||||||||
48,646 | H&R Block, Inc. | 1,503,648 | 0.0 | |||||||||||
85,508 | L | Hanesbrands, Inc. | 1,980,365 | 0.0 | ||||||||||
41,102 | Harley-Davidson, Inc. | 2,220,330 | 0.0 | |||||||||||
26,418 | Hasbro, Inc. | 2,945,871 | 0.1 | |||||||||||
48,114 | Hilton Worldwide Holdings, Inc. | 2,975,851 | 0.1 | |||||||||||
280,732 | Home Depot, Inc. | 43,064,289 | 0.9 | |||||||||||
92,777 | Interpublic Group of Cos., Inc. | 2,282,314 | 0.1 | |||||||||||
40,032 | L | Kohl's Corp. | 1,548,037 | 0.0 | ||||||||||
56,578 | L Brands, Inc. | 3,048,988 | 0.1 | |||||||||||
31,068 | Leggett & Platt, Inc. | 1,632,002 | 0.0 | |||||||||||
47,712 | Lennar Corp. - Class A | 2,544,004 | 0.1 | |||||||||||
72,390 | @ | LKQ Corp. | 2,385,250 | 0.1 | ||||||||||
201,484 | Lowe's Cos, Inc. | 15,621,055 | 0.3 | |||||||||||
71,503 | Macy's, Inc. | 1,661,730 | 0.0 | |||||||||||
72,955 | Marriott International, Inc. | 7,318,116 | 0.2 | |||||||||||
80,437 | Mattel, Inc. | 1,731,809 | 0.0 | |||||||||||
191,389 | McDonald's Corp. | 29,313,139 | 0.6 | |||||||||||
36,593 | @ | Michael Kors Holdings Ltd. | 1,326,496 | 0.0 | ||||||||||
14,834 | @ | Mohawk Industries, Inc. | 3,585,229 | 0.1 | ||||||||||
101,206 | @ | Netflix, Inc. | 15,121,188 | 0.3 | ||||||||||
113,439 | Newell Brands, Inc. | 6,082,599 | 0.1 | |||||||||||
89,741 | News Corp - Class A | 1,229,452 | 0.0 | |||||||||||
28,126 | News Corp - Class B | 397,983 | 0.0 | |||||||||||
311,180 | Nike, Inc. | 18,359,620 | 0.4 | |||||||||||
26,125 | L | Nordstrom, Inc. | 1,249,559 | 0.0 | ||||||||||
54,652 | Omnicom Group | 4,530,651 | 0.1 | |||||||||||
21,370 | @ | O'Reilly Automotive, Inc. | 4,674,474 | 0.1 | ||||||||||
11,546 | @ | Priceline.com, Inc. | 21,597,024 | 0.4 | ||||||||||
66,676 | Pulte Group, Inc. | 1,635,562 | 0.0 | |||||||||||
18,317 | PVH Corp. | 2,097,296 | 0.0 | |||||||||||
12,942 | Ralph Lauren Corp. | 955,120 | 0.0 | |||||||||||
92,047 | Ross Stores, Inc. | 5,313,873 | 0.1 | |||||||||||
39,392 | Royal Caribbean Cruises Ltd. | 4,302,788 | 0.1 | |||||||||||
22,520 | Scripps Networks Interactive - Class A | 1,538,341 | 0.0 | |||||||||||
16,062 | L | Signet Jewelers Ltd. | 1,015,761 | 0.0 | ||||||||||
153,372 | Staples, Inc. | 1,544,456 | 0.0 | |||||||||||
340,033 | Starbucks Corp. | 19,827,324 | 0.4 | |||||||||||
129,549 | Target Corp. | 6,774,117 | 0.1 | |||||||||||
25,172 | Tiffany & Co. | 2,362,896 | 0.1 | |||||||||||
182,107 | Time Warner, Inc. | 18,285,364 | 0.4 | |||||||||||
151,050 | TJX Cos., Inc. | 10,901,278 | 0.2 | |||||||||||
30,189 | Tractor Supply Co. | 1,636,546 | 0.0 | |||||||||||
25,932 | @ | TripAdvisor, Inc. | 990,602 | 0.0 | ||||||||||
247,102 | Twenty-First Century Fox, Inc. - Class A | 7,002,871 | 0.1 | |||||||||||
114,377 | Twenty-First Century Fox, Inc. - Class B | 3,187,687 | 0.1 | |||||||||||
13,693 | @ | Ulta Beauty, Inc. | 3,934,547 | 0.1 | ||||||||||
43,364 | @,L | Under Armour, Inc. Class A | 943,601 | 0.0 | ||||||||||
43,286 | @,L | Under Armour, Inc. Class C-W/I | 872,646 | 0.0 | ||||||||||
75,226 | VF Corp. | 4,333,018 | 0.1 | |||||||||||
82,725 | Viacom, Inc. - Class B | 2,777,078 | 0.1 | |||||||||||
341,594 | Walt Disney Co. | 36,294,362 | 0.7 | |||||||||||
17,370 | Whirlpool Corp. | 3,328,439 | 0.1 | |||||||||||
24,504 | Wyndham Worldwide Corp. | 2,460,447 | 0.1 | |||||||||||
18,749 | Wynn Resorts Ltd. | 2,514,616 | 0.1 | |||||||||||
77,681 | Yum! Brands, Inc. | 5,729,751 | 0.1 | |||||||||||
598,362,181 | 12.1 | |||||||||||||
Consumer Staples: 8.9% | ||||||||||||||
453,575 | Altria Group, Inc. | 33,777,730 | 0.7 | |||||||||||
134,000 | Archer-Daniels-Midland Co. | 5,544,920 | 0.1 | |||||||||||
41,536 | Brown-Forman Corp. - Class B | 2,018,650 | 0.0 | |||||||||||
45,028 | Campbell Soup Co. | 2,348,210 | 0.0 | |||||||||||
58,529 | Church & Dwight Co., Inc. | 3,036,484 | 0.1 | |||||||||||
30,244 | Clorox Co. | 4,029,711 | 0.1 | |||||||||||
902,927 | Coca-Cola Co. | 40,496,276 | 0.8 | |||||||||||
207,409 | Colgate-Palmolive Co. | 15,375,229 | 0.3 | |||||||||||
94,918 | Conagra Brands, Inc. | 3,394,268 | 0.1 | |||||||||||
40,258 | Constellation Brands, Inc. | 7,799,182 | 0.2 | |||||||||||
102,988 | Costco Wholesale Corp. | 16,470,871 | 0.3 | |||||||||||
110,600 | Coty, Inc - Class A | 2,074,856 | 0.0 | |||||||||||
239,227 | CVS Health Corp. | 19,248,204 | 0.4 |
See Accompanying Notes to Financial Statements
53 |
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Consumer Staples: (continued) | ||||||||||||||
43,163 | Dr Pepper Snapple Group, Inc. | 3,932,581 | 0.1 | |||||||||||
52,568 | Estee Lauder Cos., Inc. | 5,045,477 | 0.1 | |||||||||||
135,284 | General Mills, Inc. | 7,494,734 | 0.1 | |||||||||||
32,873 | Hershey Co. | 3,529,574 | 0.1 | |||||||||||
63,340 | Hormel Foods Corp. | 2,160,527 | 0.0 | |||||||||||
27,339 | JM Smucker Co. | 3,235,024 | 0.1 | |||||||||||
59,220 | Kellogg Co. | 4,113,421 | 0.1 | |||||||||||
83,342 | Kimberly-Clark Corp. | 10,760,286 | 0.2 | |||||||||||
140,099 | Kraft Heinz Co. | 11,998,078 | 0.2 | |||||||||||
214,291 | Kroger Co. | 4,997,266 | 0.1 | |||||||||||
26,588 | McCormick & Co., Inc. | 2,592,596 | 0.0 | |||||||||||
43,361 | Molson Coors Brewing Co. | 3,743,789 | 0.1 | |||||||||||
356,277 | Mondelez International, Inc. | 15,387,604 | 0.3 | |||||||||||
94,664 | @ | Monster Beverage Corp. | 4,702,908 | 0.1 | ||||||||||
335,431 | PepsiCo, Inc. | 38,738,926 | 0.8 | |||||||||||
364,698 | Philip Morris International, Inc. | 42,833,780 | 0.9 | |||||||||||
600,561 | Procter & Gamble Co. | 52,338,891 | 1.1 | |||||||||||
194,306 | Reynolds American, Inc. | 12,637,662 | 0.3 | |||||||||||
115,618 | Sysco Corp. | 5,819,054 | 0.1 | |||||||||||
67,672 | Tyson Foods, Inc. | 4,238,297 | 0.1 | |||||||||||
200,519 | Walgreens Boots Alliance, Inc. | 15,702,643 | 0.3 | |||||||||||
346,843 | Wal-Mart Stores, Inc. | 26,249,078 | 0.5 | |||||||||||
75,038 | Whole Foods Market, Inc. | 3,159,850 | 0.1 | |||||||||||
441,026,637 | 8.9 | |||||||||||||
Energy: 6.0% | ||||||||||||||
131,575 | Anadarko Petroleum Corp. | 5,965,611 | 0.1 | |||||||||||
89,316 | Apache Corp. | 4,280,916 | 0.1 | |||||||||||
99,909 | Baker Hughes, Inc. | 5,446,040 | 0.1 | |||||||||||
109,311 | Cabot Oil & Gas Corp. | 2,741,520 | 0.1 | |||||||||||
179,110 | @,L | Chesapeake Energy Corp. | 890,177 | 0.0 | ||||||||||
444,867 | Chevron Corp. | 46,412,974 | 0.9 | |||||||||||
22,333 | Cimarex Energy Co. | 2,099,525 | 0.0 | |||||||||||
34,791 | @ | Concho Resources, Inc./Midland TX | 4,228,150 | 0.1 | ||||||||||
290,488 | ConocoPhillips | 12,769,852 | 0.3 | |||||||||||
123,442 | Devon Energy Corp. | 3,946,441 | 0.1 | |||||||||||
135,550 | EOG Resources, Inc. | 12,269,986 | 0.3 | |||||||||||
40,697 | EQT Corp. | 2,384,437 | 0.1 | |||||||||||
994,964 | Exxon Mobil Corp. | 80,323,444 | 1.6 | |||||||||||
203,787 | Halliburton Co. | 8,703,743 | 0.2 | |||||||||||
25,493 | L | Helmerich & Payne, Inc. | 1,385,290 | 0.0 | ||||||||||
63,454 | Hess Corp. | 2,783,727 | 0.1 | |||||||||||
450,817 | Kinder Morgan, Inc. | 8,637,654 | 0.2 | |||||||||||
199,589 | Marathon Oil Corp. | 2,365,130 | 0.0 | |||||||||||
121,807 | Marathon Petroleum Corp. | 6,374,160 | 0.1 | |||||||||||
38,086 | L | Murphy Oil Corp. | 976,144 | 0.0 | ||||||||||
89,239 | National Oilwell Varco, Inc. | 2,939,533 | 0.1 | |||||||||||
46,774 | @ | Newfield Exploration Co. | 1,331,188 | 0.0 | ||||||||||
106,884 | Noble Energy, Inc. | 3,024,817 | 0.1 | |||||||||||
179,534 | Occidental Petroleum Corp. | 10,748,701 | 0.2 | |||||||||||
89,168 | Oneok, Inc. | 4,651,003 | 0.1 | |||||||||||
103,009 | Phillips 66 | 8,517,814 | 0.2 | |||||||||||
39,941 | Pioneer Natural Resources Co. | 6,373,785 | 0.1 | |||||||||||
44,185 | Range Resources Corp. | 1,023,766 | 0.0 | |||||||||||
326,267 | Schlumberger Ltd. | 21,481,419 | 0.4 | |||||||||||
109,562 | @ | TechnipFMC PLC | 2,980,086 | 0.1 | ||||||||||
35,487 | Tesoro Corp. | 3,321,583 | 0.1 | |||||||||||
91,823 | @ | Transocean Ltd. | 755,703 | 0.0 | ||||||||||
105,016 | Valero Energy Corp. | 7,084,379 | 0.1 | |||||||||||
194,020 | Williams Cos., Inc. | 5,874,926 | 0.1 | |||||||||||
295,093,624 | 6.0 | |||||||||||||
Financials: 14.4% | ||||||||||||||
13,291 | Affiliated Managers Group, Inc. | 2,204,445 | 0.0 | |||||||||||
93,185 | Aflac, Inc. | 7,238,611 | 0.1 | |||||||||||
206,514 | American International Group, Inc. | 12,911,255 | 0.3 | |||||||||||
85,594 | Allstate Corp. | 7,569,933 | 0.2 | |||||||||||
176,292 | American Express Co. | 14,850,838 | 0.3 | |||||||||||
35,799 | Ameriprise Financial, Inc. | 4,556,855 | 0.1 | |||||||||||
61,538 | Aon PLC | 8,181,477 | 0.2 | |||||||||||
42,144 | Arthur J. Gallagher & Co. | 2,412,744 | 0.0 | |||||||||||
12,865 | Assurant, Inc. | 1,333,972 | 0.0 | |||||||||||
2,336,833 | Bank of America Corp. | 56,691,569 | 1.1 | |||||||||||
244,177 | Bank of New York Mellon Corp. | 12,457,911 | 0.3 | |||||||||||
190,520 | BB&T Corp. | 8,651,513 | 0.2 | |||||||||||
446,024 | @ | Berkshire Hathaway, Inc. – Class B | 75,543,085 | 1.5 | ||||||||||
28,470 | Blackrock, Inc. | 12,026,013 | 0.2 | |||||||||||
113,408 | Capital One Financial Corp. | 9,369,769 | 0.2 | |||||||||||
21,574 | CBOE Holdings, Inc. | 1,971,864 | 0.0 | |||||||||||
285,718 | Charles Schwab Corp. | 12,274,445 | 0.2 | |||||||||||
109,640 | Chubb Ltd. | 15,939,463 | 0.3 | |||||||||||
35,191 | Cincinnati Financial Corp. | 2,549,588 | 0.1 | |||||||||||
646,500 | Citigroup, Inc. | 43,237,920 | 0.9 | |||||||||||
118,944 | Citizens Financial Group, Inc. | 4,243,922 | 0.1 | |||||||||||
79,787 | CME Group, Inc. | 9,992,524 | 0.2 | |||||||||||
41,547 | Comerica, Inc. | 3,042,902 | 0.1 | |||||||||||
89,274 | Discover Financial Services | 5,551,950 | 0.1 | |||||||||||
64,498 | @ | E*Trade Financial Corp. | 2,452,859 | 0.0 | ||||||||||
9,644 | Everest Re Group Ltd. | 2,455,266 | 0.1 | |||||||||||
176,173 | Fifth Third Bancorp | 4,573,451 | 0.1 | |||||||||||
80,401 | Franklin Resources, Inc. | 3,601,161 | 0.1 | |||||||||||
85,960 | Goldman Sachs Group, Inc. | 19,074,524 | 0.4 | |||||||||||
86,262 | Hartford Financial Services Group, Inc. | 4,534,793 | 0.1 | |||||||||||
255,270 | Huntington Bancshares, Inc. | 3,451,250 | 0.1 | |||||||||||
139,025 | Intercontinental Exchange, Inc. | 9,164,528 | 0.2 | |||||||||||
95,536 | Invesco Ltd. | 3,361,912 | 0.1 | |||||||||||
834,244 | JPMorgan Chase & Co. | 76,249,902 | 1.5 | |||||||||||
257,380 | Keycorp | 4,823,301 | 0.1 | |||||||||||
76,041 | Leucadia National Corp. | 1,989,233 | 0.0 | |||||||||||
52,664 | Lincoln National Corp. | 3,559,033 | 0.1 | |||||||||||
64,831 | Loews Corp. | 3,034,739 | 0.1 | |||||||||||
36,130 | M&T Bank Corp. | 5,851,253 | 0.1 | |||||||||||
121,007 | Marsh & McLennan Cos., Inc. | 9,433,706 | 0.2 | |||||||||||
253,703 | Metlife, Inc. | 13,938,443 | 0.3 | |||||||||||
39,081 | Moody's Corp. | 4,755,376 | 0.1 | |||||||||||
334,452 | Morgan Stanley | 14,903,181 | 0.3 |
See Accompanying Notes to Financial Statements
54 |
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
26,763 | Nasdaq, Inc. | 1,913,287 | 0.0 | |||||||||||
66,908 | Navient Corp. | 1,114,018 | 0.0 | |||||||||||
50,676 | Northern Trust Corp. | 4,926,214 | 0.1 | |||||||||||
80,857 | People's United Financial, Inc. | 1,427,935 | 0.0 | |||||||||||
113,627 | PNC Financial Services Group, Inc. | 14,188,603 | 0.3 | |||||||||||
62,940 | Principal Financial Group, Inc. | 4,032,566 | 0.1 | |||||||||||
136,403 | Progressive Corp. | 6,014,008 | 0.1 | |||||||||||
100,735 | Prudential Financial, Inc. | 10,893,483 | 0.2 | |||||||||||
30,098 | Raymond James Financial, Inc. | 2,414,462 | 0.0 | |||||||||||
282,260 | Regions Financial Corp. | 4,132,286 | 0.1 | |||||||||||
60,535 | S&P Global, Inc. | 8,837,505 | 0.2 | |||||||||||
83,045 | State Street Corp. | 7,451,628 | 0.2 | |||||||||||
113,527 | SunTrust Banks, Inc. | 6,439,251 | 0.1 | |||||||||||
180,864 | Synchrony Financial | 5,393,364 | 0.1 | |||||||||||
56,653 | T. Rowe Price Group, Inc. | 4,204,219 | 0.1 | |||||||||||
25,547 | Torchmark Corp. | 1,954,346 | 0.0 | |||||||||||
65,611 | Travelers Cos., Inc. | 8,301,760 | 0.2 | |||||||||||
53,588 | Unum Group | 2,498,808 | 0.1 | |||||||||||
371,983 | US Bancorp | 19,313,357 | 0.4 | |||||||||||
1,056,091 | Wells Fargo & Co. | 58,518,002 | 1.2 | |||||||||||
29,841 | Willis Towers Watson PLC | 4,340,672 | 0.1 | |||||||||||
61,390 | XL Group Ltd. | 2,688,882 | 0.1 | |||||||||||
47,580 | Zions Bancorp. | 2,089,238 | 0.0 | |||||||||||
709,100,373 | 14.4 | |||||||||||||
Health Care: 14.3% | ||||||||||||||
407,464 | Abbott Laboratories | 19,806,825 | 0.4 | |||||||||||
373,715 | AbbVie, Inc. | 27,098,075 | 0.5 | |||||||||||
77,888 | Aetna, Inc. | 11,825,735 | 0.2 | |||||||||||
75,681 | Agilent Technologies, Inc. | 4,488,640 | 0.1 | |||||||||||
52,729 | @ | Alexion Pharmaceuticals, Inc. | 6,415,537 | 0.1 | ||||||||||
17,731 | @ | Align Technology, Inc. | 2,661,778 | 0.1 | ||||||||||
78,866 | Allergan plc | 19,171,536 | 0.4 | |||||||||||
38,968 | AmerisourceBergen Corp. | 3,683,645 | 0.1 | |||||||||||
172,797 | Amgen, Inc. | 29,760,827 | 0.6 | |||||||||||
62,223 | Anthem, Inc. | 11,706,013 | 0.2 | |||||||||||
114,533 | Baxter International, Inc. | 6,933,828 | 0.1 | |||||||||||
53,386 | Becton Dickinson & Co. | 10,416,142 | 0.2 | |||||||||||
50,160 | @ | Biogen, Inc. | 13,611,418 | 0.3 | ||||||||||
321,553 | @ | Boston Scientific Corp. | 8,913,449 | 0.2 | ||||||||||
386,839 | Bristol-Myers Squibb Co. | 21,554,669 | 0.4 | |||||||||||
74,174 | Cardinal Health, Inc. | 5,779,638 | 0.1 | |||||||||||
183,348 | @ | Celgene Corp. | 23,811,405 | 0.5 | ||||||||||
40,454 | @ | Centene Corp. | 3,231,465 | 0.1 | ||||||||||
69,035 | @ | Cerner Corp. | 4,588,756 | 0.1 | ||||||||||
60,116 | Cigna Corp. | 10,062,817 | 0.2 | |||||||||||
11,473 | Cooper Cos., Inc. | 2,746,866 | 0.1 | |||||||||||
17,005 | CR Bard, Inc. | 5,375,450 | 0.1 | |||||||||||
143,430 | Danaher Corp. | 12,104,058 | 0.2 | |||||||||||
36,556 | @ | DaVita, Inc. | 2,367,367 | 0.0 | ||||||||||
53,827 | Dentsply Sirona, Inc. | 3,490,143 | 0.1 | |||||||||||
49,265 | @ | Edwards Lifesciences Corp. | 5,825,094 | 0.1 | ||||||||||
227,999 | Eli Lilly & Co. | 18,764,318 | 0.4 | |||||||||||
27,582 | @ | Envision Healthcare Corp. | 1,728,564 | 0.0 | ||||||||||
139,368 | @ | Express Scripts Holding Co. | 8,897,253 | 0.2 | ||||||||||
306,837 | Gilead Sciences, Inc. | 21,717,923 | 0.4 | |||||||||||
67,201 | @ | HCA Healthcare, Inc. | 5,859,927 | 0.1 | ||||||||||
18,628 | @ | Henry Schein, Inc. | 3,409,297 | 0.1 | ||||||||||
65,751 | @ | Hologic, Inc. | 2,983,780 | 0.1 | ||||||||||
33,887 | Humana, Inc. | 8,153,890 | 0.2 | |||||||||||
20,693 | @ | Idexx Laboratories, Inc. | 3,340,264 | 0.1 | ||||||||||
34,283 | @ | Illumina, Inc. | 5,948,786 | 0.1 | ||||||||||
39,910 | @ | Incyte Corp., Ltd. | 5,025,068 | 0.1 | ||||||||||
8,651 | @ | Intuitive Surgical, Inc. | 8,091,886 | 0.2 | ||||||||||
632,547 | Johnson & Johnson | 83,679,643 | 1.7 | |||||||||||
24,022 | @ | Laboratory Corp. of America Holdings | 3,702,751 | 0.1 | ||||||||||
23,328 | @ | Mallinckrodt PLC - W/I | 1,045,328 | 0.0 | ||||||||||
49,523 | McKesson Corp. | 8,148,514 | 0.2 | |||||||||||
321,432 | Medtronic PLC | 28,527,090 | 0.6 | |||||||||||
642,252 | Merck & Co., Inc. | 41,161,931 | 0.8 | |||||||||||
6,064 | @ | Mettler Toledo International, Inc. | 3,568,907 | 0.1 | ||||||||||
108,236 | @ | Mylan NV | 4,201,721 | 0.1 | ||||||||||
19,159 | L | Patterson Cos., Inc. | 899,515 | 0.0 | ||||||||||
25,839 | PerkinElmer, Inc. | 1,760,669 | 0.0 | |||||||||||
33,667 | Perrigo Co. PLC | 2,542,532 | 0.0 | |||||||||||
1,401,326 | Pfizer, Inc. | 47,070,540 | 1.0 | |||||||||||
32,129 | Quest Diagnostics, Inc. | 3,571,460 | 0.1 | |||||||||||
17,892 | @ | Regeneron Pharmaceuticals, Inc. | 8,787,477 | 0.2 | ||||||||||
72,845 | Stryker Corp. | 10,109,429 | 0.2 | |||||||||||
91,864 | Thermo Fisher Scientific, Inc. | 16,027,512 | 0.3 | |||||||||||
226,281 | UnitedHealth Group, Inc. | 41,957,023 | 0.8 | |||||||||||
20,995 | Universal Health Services, Inc. | 2,563,070 | 0.1 | |||||||||||
21,585 | @ | Varian Medical Systems, Inc. | 2,227,356 | 0.0 | ||||||||||
58,485 | @ | Vertex Pharmaceuticals, Inc. | 7,536,962 | 0.2 | ||||||||||
18,794 | @ | Waters Corp. | 3,455,089 | 0.1 | ||||||||||
47,250 | Zimmer Biomet Holdings, Inc. | 6,066,900 | 0.1 | |||||||||||
115,246 | Zoetis, Inc. | 7,189,045 | 0.1 | |||||||||||
707,152,596 | 14.3 | |||||||||||||
Industrials: 10.2% | ||||||||||||||
140,324 | 3M Co. | 29,214,054 | 0.6 | |||||||||||
10,356 | Acuity Brands, Inc. | 2,105,168 | 0.0 | |||||||||||
29,024 | Alaska Air Group, Inc. | 2,605,194 | 0.1 | |||||||||||
22,371 | Allegion Public Ltd. | 1,814,736 | 0.0 | |||||||||||
115,667 | American Airlines Group, Inc. | 5,820,363 | 0.1 | |||||||||||
54,033 | Ametek, Inc. | 3,272,779 | 0.1 | |||||||||||
103,499 | Arconic, Inc. | 2,344,252 | 0.0 | |||||||||||
131,808 | Boeing Co. | 26,065,032 | 0.5 | |||||||||||
138,342 | Caterpillar, Inc. | 14,866,231 | 0.3 | |||||||||||
33,083 | CH Robinson Worldwide, Inc. | 2,272,140 | 0.0 | |||||||||||
20,280 | Cintas Corp. | 2,556,091 | 0.1 | |||||||||||
216,659 | CSX Corp. | 11,820,915 | 0.2 | |||||||||||
36,288 | Cummins, Inc. | 5,886,639 | 0.1 | |||||||||||
69,100 | Deere & Co. | 8,540,069 | 0.2 | |||||||||||
172,833 | Delta Air Lines, Inc. | 9,288,045 | 0.2 | |||||||||||
36,554 | Dover Corp. | 2,932,362 | 0.1 | |||||||||||
105,032 | Eaton Corp. PLC | 8,174,641 | 0.2 | |||||||||||
151,333 | Emerson Electric Co. | 9,022,473 | 0.2 | |||||||||||
28,228 | Equifax, Inc. | 3,879,092 | 0.1 |
See Accompanying Notes to Financial Statements
55 |
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Industrials: (continued) | ||||||||||||||
42,306 | Expeditors International Washington, Inc. | 2,389,443 | 0.1 | |||||||||||
67,923 | Fastenal Co. | 2,956,688 | 0.1 | |||||||||||
57,761 | FedEx Corp. | 12,553,198 | 0.3 | |||||||||||
30,671 | Flowserve Corp. | 1,424,055 | 0.0 | |||||||||||
32,823 | Fluor Corp. | 1,502,637 | 0.0 | |||||||||||
70,803 | Fortive Corp. | 4,485,370 | 0.1 | |||||||||||
36,125 | Fortune Brands Home & Security, Inc. | 2,356,795 | 0.0 | |||||||||||
66,590 | �� | General Dynamics Corp. | 13,191,479 | 0.3 | ||||||||||
2,044,917 | General Electric Co. | 55,233,208 | 1.1 | |||||||||||
179,007 | Honeywell International, Inc. | 23,859,843 | 0.5 | |||||||||||
74,521 | @ | IHS Markit Ltd. | 3,281,905 | 0.1 | ||||||||||
73,005 | Illinois Tool Works, Inc. | 10,457,966 | 0.2 | |||||||||||
60,118 | Ingersoll-Rand PLC - Class A | 5,494,184 | 0.1 | |||||||||||
28,278 | Jacobs Engineering Group, Inc. | 1,538,040 | 0.0 | |||||||||||
20,144 | JB Hunt Transport Services, Inc. | 1,840,759 | 0.0 | |||||||||||
220,280 | Johnson Controls International plc | 9,551,341 | 0.2 | |||||||||||
24,910 | Kansas City Southern | 2,606,831 | 0.1 | |||||||||||
18,287 | L3 Technologies, Inc. | 3,055,392 | 0.1 | |||||||||||
58,450 | Lockheed Martin Corp. | 16,226,304 | 0.3 | |||||||||||
75,128 | Masco Corp. | 2,870,641 | 0.1 | |||||||||||
78,866 | Nielsen Holdings PLC | 3,048,960 | 0.1 | |||||||||||
68,045 | Norfolk Southern Corp. | 8,281,076 | 0.2 | |||||||||||
40,992 | Northrop Grumman Corp. | 10,523,056 | 0.2 | |||||||||||
82,486 | Paccar, Inc. | 5,447,375 | 0.1 | |||||||||||
31,274 | Parker Hannifin Corp. | 4,998,211 | 0.1 | |||||||||||
39,370 | Pentair PLC | 2,619,680 | 0.1 | |||||||||||
34,779 | @ | Quanta Services, Inc. | 1,144,925 | 0.0 | ||||||||||
68,349 | Raytheon Co. | 11,036,997 | 0.2 | |||||||||||
53,983 | Republic Services, Inc. | 3,440,337 | 0.1 | |||||||||||
29,864 | Robert Half International, Inc. | 1,431,382 | 0.0 | |||||||||||
30,253 | Rockwell Automation, Inc. | 4,899,776 | 0.1 | |||||||||||
38,130 | Rockwell Collins, Inc. | 4,006,700 | 0.1 | |||||||||||
23,959 | Roper Technologies, Inc. | 5,547,227 | 0.1 | |||||||||||
13,608 | Snap-On, Inc. | 2,150,064 | 0.0 | |||||||||||
141,983 | Southwest Airlines Co. | 8,822,824 | 0.2 | |||||||||||
35,921 | Stanley Black & Decker, Inc. | 5,055,162 | 0.1 | |||||||||||
20,023 | @ | Stericycle, Inc. | 1,528,155 | 0.0 | ||||||||||
62,857 | Textron, Inc. | 2,960,565 | 0.1 | |||||||||||
11,483 | TransDigm Group, Inc. | 3,087,434 | 0.1 | |||||||||||
189,597 | Union Pacific Corp. | 20,649,009 | 0.4 | |||||||||||
66,168 | @ | United Continental Holdings, Inc. | 4,979,142 | 0.1 | ||||||||||
161,732 | United Parcel Service, Inc. - Class B | 17,885,942 | 0.4 | |||||||||||
19,845 | @ | United Rentals, Inc. | 2,236,730 | 0.0 | ||||||||||
174,969 | United Technologies Corp. | 21,365,465 | 0.4 | |||||||||||
36,107 | @ | Verisk Analytics, Inc. | 3,046,348 | 0.1 | ||||||||||
95,441 | Waste Management, Inc. | 7,000,597 | 0.1 | |||||||||||
12,618 | WW Grainger, Inc. | 2,277,928 | 0.0 | |||||||||||
42,200 | Xylem, Inc. | 2,339,146 | 0.0 | |||||||||||
501,166,568 | 10.2 | |||||||||||||
Information Technology: 22.0% | ||||||||||||||
145,604 | Accenture PLC | 18,008,303 | 0.4 | |||||||||||
162,812 | Activision Blizzard, Inc. | 9,373,087 | 0.2 | |||||||||||
116,162 | @ | Adobe Systems, Inc. | 16,429,953 | 0.3 | ||||||||||
181,960 | @,L | Advanced Micro Devices, Inc. | 2,270,861 | 0.0 | ||||||||||
40,593 | @ | Akamai Technologies, Inc. | 2,021,937 | 0.0 | ||||||||||
13,074 | Alliance Data Systems Corp. | 3,355,965 | 0.1 | |||||||||||
69,888 | @ | Alphabet, Inc. - Class A | 64,973,476 | 1.3 | ||||||||||
70,067 | @ | Alphabet, Inc. - Class C | 63,671,985 | 1.3 | ||||||||||
71,763 | Amphenol Corp. | 5,297,545 | 0.1 | |||||||||||
86,179 | Analog Devices, Inc. | 6,704,726 | 0.1 | |||||||||||
20,076 | @ | ANSYS, Inc. | 2,442,848 | 0.1 | ||||||||||
1,224,276 | Apple, Inc. | 176,320,229 | 3.6 | |||||||||||
252,338 | Applied Materials, Inc. | 10,424,083 | 0.2 | |||||||||||
45,541 | @ | Autodesk, Inc. | 4,591,444 | 0.1 | ||||||||||
105,058 | Automatic Data Processing, Inc. | 10,764,243 | 0.2 | |||||||||||
94,245 | Broadcom Ltd. | 21,963,797 | 0.4 | |||||||||||
73,581 | CA, Inc. | 2,536,337 | 0.1 | |||||||||||
1,174,077 | Cisco Systems, Inc. | 36,748,610 | 0.7 | |||||||||||
35,492 | @ | Citrix Systems, Inc. | 2,824,453 | 0.1 | ||||||||||
138,304 | Cognizant Technology Solutions Corp. | 9,183,386 | 0.2 | |||||||||||
216,083 | Corning, Inc. | 6,493,294 | 0.1 | |||||||||||
34,117 | CSRA, Inc. | 1,083,215 | 0.0 | |||||||||||
66,491 | DXC Technology Co. | 5,101,189 | 0.1 | |||||||||||
236,357 | @ | eBay, Inc. | 8,253,586 | 0.2 | ||||||||||
72,799 | @ | Electronic Arts, Inc. | 7,696,310 | 0.2 | ||||||||||
15,194 | @ | F5 Networks, Inc. | 1,930,550 | 0.0 | ||||||||||
555,036 | @ | Facebook, Inc. | 83,799,335 | 1.7 | ||||||||||
77,625 | Fidelity National Information Services, Inc. | 6,629,175 | 0.1 | |||||||||||
49,870 | @ | Fiserv, Inc. | 6,101,096 | 0.1 | ||||||||||
32,042 | Flir Systems, Inc. | 1,110,576 | 0.0 | |||||||||||
21,235 | @ | Gartner, Inc. | 2,622,735 | 0.1 | ||||||||||
35,806 | Global Payments, Inc. | 3,233,998 | 0.1 | |||||||||||
28,627 | Harris Corp. | 3,122,633 | 0.1 | |||||||||||
390,921 | Hewlett Packard Enterprise Co. | 6,485,379 | 0.1 | |||||||||||
395,269 | HP, Inc. | 6,909,302 | 0.1 | |||||||||||
200,752 | International Business Machines Corp. | 30,881,680 | 0.6 | |||||||||||
1,105,734 | Intel Corp. | 37,307,465 | 0.8 | |||||||||||
57,155 | Intuit, Inc. | 7,590,756 | 0.2 | |||||||||||
89,721 | Juniper Networks, Inc. | 2,501,421 | 0.1 | |||||||||||
36,810 | KLA-Tencor Corp. | 3,368,483 | 0.1 | |||||||||||
37,879 | Lam Research Corp. | 5,357,227 | 0.1 | |||||||||||
220,253 | Mastercard, Inc. - Class A | 26,749,727 | 0.5 | |||||||||||
53,866 | Microchip Technology, Inc. | 4,157,378 | 0.1 | |||||||||||
244,189 | @ | Micron Technology, Inc. | 7,291,483 | 0.1 | ||||||||||
1,812,875 | Microsoft Corp. | 124,961,474 | 2.5 | |||||||||||
38,385 | Motorola Solutions, Inc. | 3,329,515 | 0.1 | |||||||||||
63,623 | NetApp, Inc. | 2,548,101 | 0.1 | |||||||||||
139,714 | Nvidia Corp. | 20,197,056 | 0.4 | |||||||||||
705,312 | Oracle Corp. | 35,364,344 | 0.7 | |||||||||||
75,077 | Paychex, Inc. | 4,274,884 | 0.1 | |||||||||||
262,326 | @ | PayPal Holdings, Inc. | 14,079,036 | 0.3 | ||||||||||
29,844 | @ | Qorvo, Inc. | 1,889,722 | 0.0 | ||||||||||
346,921 | Qualcomm, Inc. | 19,156,978 | 0.4 | |||||||||||
41,745 | @ | Red Hat, Inc. | 3,997,084 | 0.1 | ||||||||||
157,010 | @ | Salesforce.com, Inc. | 13,597,066 | 0.3 |
See Accompanying Notes to Financial Statements
56 |
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Information Technology: (continued) | ||||||||||||||
69,740 | Seagate Technology | 2,702,425 | 0.1 | |||||||||||
43,329 | Skyworks Solutions, Inc. | 4,157,418 | 0.1 | |||||||||||
142,823 | Symantec Corp. | 4,034,750 | 0.1 | |||||||||||
35,295 | @ | Synopsys, Inc. | 2,574,064 | 0.1 | ||||||||||
83,365 | TE Connectivity Ltd. | 6,559,158 | 0.1 | |||||||||||
233,950 | Texas Instruments, Inc. | 17,997,773 | 0.4 | |||||||||||
38,892 | Total System Services, Inc. | 2,265,459 | 0.0 | |||||||||||
20,731 | @,L | VeriSign, Inc. | 1,927,154 | 0.0 | ||||||||||
433,523 | Visa, Inc. - Class A | 40,655,787 | 0.8 | |||||||||||
68,388 | Western Digital Corp. | 6,059,177 | 0.1 | |||||||||||
110,657 | Western Union Co. | 2,108,016 | 0.0 | |||||||||||
50,129 | Xerox Corp. | 1,440,206 | 0.0 | |||||||||||
58,246 | Xilinx, Inc. | 3,746,383 | 0.1 | |||||||||||
1,085,308,291 | 22.0 | |||||||||||||
Materials: 2.8% | ||||||||||||||
51,125 | Air Products & Chemicals, Inc. | 7,313,942 | 0.2 | |||||||||||
26,006 | Albemarle Corp. | 2,744,673 | 0.1 | |||||||||||
20,795 | Avery Dennison Corp. | 1,837,654 | 0.0 | |||||||||||
82,212 | Ball Corp. | 3,470,168 | 0.1 | |||||||||||
54,742 | CF Industries Holdings, Inc. | 1,530,586 | 0.0 | |||||||||||
263,922 | Dow Chemical Co. | 16,645,561 | 0.3 | |||||||||||
34,243 | Eastman Chemical Co. | 2,876,070 | 0.1 | |||||||||||
61,296 | Ecolab, Inc. | 8,137,044 | 0.2 | |||||||||||
203,591 | Du Pont E I de Nemours & Co. | 16,431,830 | 0.3 | |||||||||||
31,466 | FMC Corp. | 2,298,591 | 0.0 | |||||||||||
312,552 | @ | Freeport-McMoRan, Inc. | 3,753,749 | 0.1 | ||||||||||
18,544 | International Flavors & Fragrances, Inc. | 2,503,440 | 0.1 | |||||||||||
96,954 | International Paper Co. | 5,488,566 | 0.1 | |||||||||||
77,559 | LyondellBasell Industries NV - Class A | 6,545,204 | 0.1 | |||||||||||
14,707 | Martin Marietta Materials, Inc. | 3,273,484 | 0.1 | |||||||||||
103,038 | Monsanto Co. | 12,195,578 | 0.2 | |||||||||||
82,424 | Mosaic Co. | 1,881,740 | 0.0 | |||||||||||
125,210 | Newmont Mining Corp. | 4,055,552 | 0.1 | |||||||||||
74,918 | Nucor Corp. | 4,335,505 | 0.1 | |||||||||||
60,159 | PPG Industries, Inc. | 6,615,084 | 0.1 | |||||||||||
67,124 | Praxair, Inc. | 8,897,286 | 0.2 | |||||||||||
45,980 | Sealed Air Corp. | 2,058,065 | 0.0 | |||||||||||
19,025 | Sherwin-Williams Co. | 6,677,014 | 0.1 | |||||||||||
31,032 | Vulcan Materials Co. | 3,931,134 | 0.1 | |||||||||||
58,962 | WestRock Co. | 3,340,787 | 0.1 | |||||||||||
138,838,307 | 2.8 | |||||||||||||
Real Estate: 2.9% | ||||||||||||||
21,386 | Alexandria Real Estate Equities, Inc. | 2,576,371 | 0.1 | |||||||||||
99,798 | American Tower Corp. | 13,205,271 | 0.3 | |||||||||||
36,871 | Apartment Investment & Management Co. | 1,584,347 | 0.0 | |||||||||||
32,354 | AvalonBay Communities, Inc. | 6,217,468 | 0.1 | |||||||||||
36,128 | Boston Properties, Inc. | 4,444,467 | 0.1 | |||||||||||
70,611 | @ | CBRE Group, Inc. | 2,570,240 | 0.1 | ||||||||||
85,968 | Crown Castle International Corp. | 8,612,274 | 0.2 | |||||||||||
37,518 | Digital Realty Trust, Inc. | 4,237,658 | 0.1 | |||||||||||
18,295 | Equinix, Inc. | 7,851,482 | 0.2 | |||||||||||
86,213 | Equity Residential | 5,675,402 | 0.1 | |||||||||||
15,404 | Essex Property Trust, Inc. | 3,962,987 | 0.1 | |||||||||||
29,566 | Extra Space Storage, Inc. | 2,306,148 | 0.0 | |||||||||||
16,963 | Federal Realty Investment Trust | 2,143,954 | 0.0 | |||||||||||
136,784 | GGP, Inc. | 3,222,631 | 0.1 | |||||||||||
110,027 | HCP, Inc. | 3,516,463 | 0.1 | |||||||||||
173,702 | Host Hotels & Resorts, Inc. | 3,173,536 | 0.1 | |||||||||||
57,677 | Iron Mountain, Inc. | 1,981,782 | 0.0 | |||||||||||
99,950 | Kimco Realty Corp. | 1,834,082 | 0.0 | |||||||||||
27,965 | Macerich Co. | 1,623,648 | 0.0 | |||||||||||
26,670 | Mid-America Apartment Communities, Inc. | 2,810,485 | 0.1 | |||||||||||
124,525 | ProLogis, Inc. | 7,302,146 | 0.1 | |||||||||||
35,107 | Public Storage, Inc. | 7,320,863 | 0.1 | |||||||||||
64,118 | Realty Income Corp. | 3,538,031 | 0.1 | |||||||||||
34,346 | Regency Centers Corp. | 2,151,433 | 0.0 | |||||||||||
73,308 | Simon Property Group, Inc. | 11,858,302 | 0.2 | |||||||||||
23,912 | SL Green Realty Corp. | 2,529,890 | 0.1 | |||||||||||
62,788 | UDR, Inc. | 2,446,848 | 0.1 | |||||||||||
83,329 | Ventas, Inc. | 5,789,699 | 0.1 | |||||||||||
40,448 | Vornado Realty Trust | 3,798,067 | 0.1 | |||||||||||
85,981 | Welltower, Inc. | 6,435,678 | 0.1 | |||||||||||
176,414 | Weyerhaeuser Co. | 5,909,869 | 0.1 | |||||||||||
142,631,522 | 2.9 | |||||||||||||
Telecommunication Services: 2.1% | ||||||||||||||
1,443,629 | AT&T, Inc. | 54,468,122 | 1.1 | |||||||||||
128,869 | L | CenturyLink, Inc. | 3,077,392 | 0.0 | ||||||||||
68,736 | @ | Level 3 Communications, Inc. | 4,076,045 | 0.1 | ||||||||||
957,888 | Verizon Communications, Inc. | 42,779,278 | 0.9 | |||||||||||
104,400,837 | 2.1 | |||||||||||||
Utilities: 3.1% | ||||||||||||||
155,011 | AES Corp. | 1,722,172 | 0.0 | |||||||||||
53,496 | Alliant Energy Corp. | 2,148,934 | 0.0 | |||||||||||
56,974 | Ameren Corp. | 3,114,769 | 0.1 | |||||||||||
115,461 | American Electric Power Co., Inc. | 8,021,076 | 0.2 | |||||||||||
41,842 | American Water Works Co., Inc. | 3,261,584 | 0.1 | |||||||||||
101,197 | Centerpoint Energy, Inc. | 2,770,774 | 0.1 | |||||||||||
65,854 | CMS Energy Corp. | 3,045,747 | 0.1 | |||||||||||
71,708 | Consolidated Edison, Inc. | 5,795,441 | 0.1 | |||||||||||
147,694 | Dominion Resources, Inc. | 11,317,791 | 0.2 | |||||||||||
42,123 | DTE Energy Co. | 4,456,192 | 0.1 | |||||||||||
164,342 | Duke Energy Corp. | 13,737,348 | 0.3 | |||||||||||
76,505 | Edison International | 5,981,926 | 0.1 | |||||||||||
42,141 | Entergy Corp. | 3,235,165 | 0.1 | |||||||||||
74,409 | Eversource Energy | 4,517,370 | 0.1 | |||||||||||
217,460 | Exelon Corp. | 7,843,782 | 0.2 | |||||||||||
104,196 | FirstEnergy Corp. | 3,038,355 | 0.1 | |||||||||||
109,931 | NextEra Energy, Inc. | 15,404,631 | 0.3 | |||||||||||
75,950 | NiSource, Inc. | 1,926,092 | 0.0 | |||||||||||
74,221 | NRG Energy, Inc. | 1,278,086 | 0.0 | |||||||||||
119,898 | PG&E Corp. | 7,957,630 | 0.2 | |||||||||||
26,196 | Pinnacle West Capital Corp. | 2,230,851 | 0.0 | |||||||||||
160,419 | PPL Corp. | 6,201,799 | 0.1 | |||||||||||
118,787 | Public Service Enterprise Group, Inc. | 5,109,029 | 0.1 | |||||||||||
33,559 | SCANA Corp. | 2,248,789 | 0.0 |
See Accompanying Notes to Financial Statements
57 |
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Utilities: (continued) | ||||||||||||||
58,899 | Sempra Energy | 6,640,862 | 0.1 | |||||||||||
233,545 | Southern Co. | 11,182,135 | 0.2 | |||||||||||
74,102 | WEC Energy Group, Inc. | 4,548,381 | 0.1 | |||||||||||
119,230 | Xcel Energy, Inc. | 5,470,272 | 0.1 | |||||||||||
154,206,983 | 3.1 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $3,052,001,951) | 4,877,287,919 | 98.8 | ||||||||||||
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 1.5% | ||||||||||||||
Securities Lending Collateralcc: 0.4% | ||||||||||||||
695,121 | BNP Paribas S.A., Repurchase Agreement dated 06/30/17, 1.11%, due 07/03/17 (Repurchase Amount $695,184, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $709,023, due 07/28/17-09/09/49) | 695,121 | 0.0 | |||||||||||
5,146,113 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $5,146,599, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $5,249,035, due 07/15/17-05/20/67) | 5,146,113 | 0.1 | |||||||||||
5,146,113 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $5,146,599, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $5,249,035, due 07/13/17-12/01/51) | 5,146,113 | 0.1 | |||||||||||
846,116 | HSBC Securities USA, Repurchase Agreement dated 06/30/17, 1.06%, due 07/03/17 (Repurchase Amount $846,190, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-7.250%, Market Value plus accrued interest $863,040, due 07/15/17-01/15/37) | 846,116 | 0.0 | |||||||||||
415,574 | Jefferies LLC, Repurchase Agreement dated 06/30/17, 1.25%, due 07/03/17 (Repurchase Amount $415,617, collateralized by various U.S. Government Agency Obligations, 0.000%-7.125%, Market Value plus accrued interest $423,888, due 07/07/17-01/15/30) | 415,574 | 0.0 | |||||||||||
4,272,021 | Nomura Securities, Repurchase Agreement dated 06/30/17, 1.13%, due 07/03/17 (Repurchase Amount $4,272,418, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $4,357,462, due 07/10/17-06/20/67) | 4,272,021 | 0.1 | |||||||||||
5,146,100 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/17, 1.30%, due 07/03/17 (Repurchase Amount $5,146,650, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $5,249,007, due 01/15/19-02/15/46) | 5,146,100 | 0.1 | |||||||||||
21,667,158 | 0.4 |
See Accompanying Notes to Financial Statements
58 |
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Mutual Funds: 1.1% | ||||||||||||||
54,377,000 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.860%†† | |||||||||||||
(Cost $54,377,000) | 54,377,000 | 1.1 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $76,044,158) | 76,044,158 | 1.5 | ||||||||||||
Total Investments in Securities (Cost $3,128,046,109) | $ | 4,953,332,077 | 100.3 | |||||||||||
Liabilities in Excess of Other Assets | (14,007,736 | ) | (0.3 | ) | ||||||||||
Net Assets | $ | 4,939,324,341 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2017. |
@ | Non-income producing security. |
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 June 30, 2017. |
Cost for federal income tax purposes is $3,162,435,551. | |
Net unrealized appreciation consists of: |
Gross Unrealized Appreciation | $ | 1,907,372,338 | ||
Gross Unrealized Depreciation | (116,475,812 | ) | ||
Net Unrealized Appreciation | $ | 1,790,896,526 |
See Accompanying Notes to Financial Statements
59 |
VY® Franklin Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 45.2% | ||||||||||||||
Consumer Discretionary: 3.6% | ||||||||||||||
40,000 | Daimler AG | 2,901,152 | 0.6 | |||||||||||
613,404 | Ford Motor Co. | 6,863,991 | 1.4 | |||||||||||
80,000 | General Motors Co. | 2,794,400 | 0.6 | |||||||||||
91,000 | Target Corp. | 4,758,390 | 1.0 | |||||||||||
17,317,933 | 3.6 | |||||||||||||
Consumer Staples: 3.7% | ||||||||||||||
42,000 | L | Anheuser-Busch InBev NV ADR | 4,635,120 | 1.0 | ||||||||||
110,000 | Coca-Cola Co. | 4,933,500 | 1.0 | |||||||||||
40,000 | PepsiCo, Inc. | 4,619,600 | 1.0 | |||||||||||
27,000 | Philip Morris International, Inc. | 3,171,150 | 0.7 | |||||||||||
17,359,370 | 3.7 | |||||||||||||
Energy: 7.7% | ||||||||||||||
37,000 | Anadarko Petroleum Corp. | 1,677,580 | 0.3 | |||||||||||
60,000 | Baker Hughes, Inc. | 3,270,600 | 0.7 | |||||||||||
200,000 | BP PLC ADR | 6,930,000 | 1.5 | |||||||||||
80,000 | Chevron Corp. | 8,346,400 | 1.8 | |||||||||||
50,000 | Occidental Petroleum Corp. | 2,993,500 | 0.6 | |||||||||||
215,000 | Royal Dutch Shell PLC - Class A ADR | 11,435,850 | 2.4 | |||||||||||
16,000 | Schlumberger Ltd. | 1,053,440 | 0.2 | |||||||||||
200,000 | @,L | Weatherford International PLC | 774,000 | 0.2 | ||||||||||
36,481,370 | 7.7 | |||||||||||||
Financials: 5.4% | ||||||||||||||
180,000 | Bank of America Corp. | 4,366,800 | 0.9 | |||||||||||
64,300 | JPMorgan Chase & Co. | 5,877,020 | 1.2 | |||||||||||
72,908 | Metlife, Inc. | 4,005,566 | 0.9 | |||||||||||
80,000 | US Bancorp | 4,153,600 | 0.9 | |||||||||||
130,000 | Wells Fargo & Co. | 7,203,300 | 1.5 | |||||||||||
25,606,286 | 5.4 | |||||||||||||
Health Care: 5.6% | ||||||||||||||
65,000 | AstraZeneca PLC | 4,353,952 | 0.9 | |||||||||||
30,000 | Eli Lilly & Co. | 2,469,000 | 0.5 | |||||||||||
32,500 | Medtronic PLC | 2,884,375 | 0.6 | |||||||||||
20,000 | Merck & Co., Inc. | 1,281,800 | 0.3 | |||||||||||
50,200 | @ | Mylan NV | 1,948,764 | 0.4 | ||||||||||
150,000 | Pfizer, Inc. | 5,038,500 | 1.1 | |||||||||||
10,000 | Roche Holding AG | 2,555,149 | 0.5 | |||||||||||
131,000 | Sanofi ADR | 6,276,210 | 1.3 | |||||||||||
26,807,750 | 5.6 | |||||||||||||
Industrials: 4.2% | ||||||||||||||
1,222 | @ | Ceva Holdings LLC | 305,463 | 0.1 | ||||||||||
7,000 | Cummins, Inc. | 1,135,540 | 0.2 | |||||||||||
18,000 | Deere & Co. | 2,224,620 | 0.4 | |||||||||||
300,000 | General Electric Co. | 8,103,000 | 1.7 | |||||||||||
50,000 | Republic Services, Inc. | 3,186,500 | 0.7 | |||||||||||
25,000 | Union Pacific Corp. | 2,722,750 | 0.6 | |||||||||||
20,000 | United Technologies Corp. | 2,442,200 | 0.5 | |||||||||||
20,120,073 | 4.2 | |||||||||||||
Information Technology: 4.0% | ||||||||||||||
29,042 | Apple, Inc. | 4,182,629 | 0.9 | |||||||||||
189,000 | Intel Corp. | 6,376,860 | 1.3 | |||||||||||
80,000 | Microsoft Corp. | 5,514,400 | 1.2 | |||||||||||
58,052 | Oracle Corp. | 2,910,727 | 0.6 | |||||||||||
18,984,616 | 4.0 | |||||||||||||
Materials: 3.5% | ||||||||||||||
65,000 | BASF SE | 6,032,603 | 1.3 | |||||||||||
100,000 | Dow Chemical Co. | 6,307,000 | 1.3 | |||||||||||
100,000 | Rio Tinto PLC ADR | 4,231,000 | 0.9 | |||||||||||
16,570,603 | 3.5 | |||||||||||||
Telecommunication Services: 0.8% | ||||||||||||||
90,000 | Verizon Communications, Inc. | 4,019,400 | 0.8 | |||||||||||
Utilities: 6.7% | ||||||||||||||
75,000 | Dominion Resources, Inc. | 5,747,250 | 1.2 | |||||||||||
49,965 | Duke Energy Corp. | 4,176,574 | 0.9 | |||||||||||
100,000 | Great Plains Energy, Inc. | 2,928,000 | 0.6 | |||||||||||
10,400 | NextEra Energy, Inc. | 1,457,352 | 0.3 | |||||||||||
80,000 | PG&E Corp. | 5,309,600 | 1.1 | |||||||||||
36,500 | PPL Corp. | 1,411,090 | 0.3 | |||||||||||
30,000 | Public Service Enterprise Group, Inc. | 1,290,300 | 0.3 | |||||||||||
45,600 | Sempra Energy | 5,141,400 | 1.1 | |||||||||||
48,000 | Southern Co. | 2,298,240 | 0.5 | |||||||||||
45,000 | Xcel Energy, Inc. | 2,064,600 | 0.4 | |||||||||||
31,824,406 | 6.7 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $177,876,682) | 215,091,807 | 45.2 | ||||||||||||
PREFERRED STOCK: 2.3% | ||||||||||||||
Financials: 0.7% | ||||||||||||||
50 | @,P | Fannie Mae | 887,500 | 0.2 | ||||||||||
2,000 | @ | Wells Fargo & Co. | 2,622,220 | 0.5 | ||||||||||
3,509,720 | 0.7 | |||||||||||||
Health Care: 1.0% | ||||||||||||||
2,500 | Allergan PLC | 2,170,200 | 0.5 | |||||||||||
30,000 | @ | Becton Dickinson and Co. | 1,643,400 | 0.3 | ||||||||||
1,500 | @ | Teva Pharmaceutical Industries Ltd. | 891,750 | 0.2 | ||||||||||
4,705,350 | 1.0 | |||||||||||||
Industrials: 0.1% | ||||||||||||||
41 | @ | Ceva Holdings Series A-1 | 15,375 | 0.0 | ||||||||||
1,748 | @ | Ceva Holdings Series A-2 | 489,392 | 0.1 | ||||||||||
504,767 | 0.1 | |||||||||||||
Utilities: 0.5% | ||||||||||||||
– | @ | Dominion Resources, Inc./VA | – | – | ||||||||||
35,000 | @ | NextEra Energy, Inc. | 2,244,900 | 0.5 | ||||||||||
2,244,900 | 0.5 | |||||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $14,747,730) | 10,964,737 | 2.3 |
See Accompanying Notes to Financial Statements
60 |
VY® Franklin Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
EQUITY-LINKED SECURITIES: 5.9% | ||||||||||||||
Energy: 0.8% | ||||||||||||||
85,000 | #,@ | Wells Fargo into Halliburton Co., 8.000% | 3,649,960 | 0.8 | ||||||||||
Health Care: 0.5% | ||||||||||||||
39,000 | #,@ | JPMorgan Chase & Co. into Merck & Co., Inc., 6.250% | 2,431,634 | 0.5 | ||||||||||
Industrials: 1.0% | ||||||||||||||
42,000 | @ | Morgan Stanley into Deere & Co., 6.000% | 5,010,264 | 1.0 | ||||||||||
Information Technology: 2.7% | ||||||||||||||
32,000 | #,@ | Deutsche Bank AG into Apple, Inc., 6.000% | 4,698,272 | 1.0 | ||||||||||
48,000 | @ | Goldman Sachs & Co. into Analog Devices, Inc., 6.500% | 3,801,648 | 0.8 | ||||||||||
130,000 | @ | Goldman Sachs & Co. into Intel Corp., 6.000% | 4,438,980 | 0.9 | ||||||||||
12,938,900 | 2.7 | |||||||||||||
Technology: 0.9% | ||||||||||||||
60,000 | #,@ | The Royal Bank of Canada into Texas Instruments, Inc., 6.000% | 4,146,270 | 0.9 | ||||||||||
Total Equity-Linked Securities | ||||||||||||||
(Cost $27,855,580) | 28,177,028 | 5.9 | ||||||||||||
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 36.4% | ||||||||||||||
Basic Materials: 1.7% | ||||||||||||||
5,000,000 | # | FMG Resources August 2006 Pty Ltd., 9.750%, 03/01/22 | 5,718,750 | 1.2 | ||||||||||
2,200,000 | # | FMG Resources August 2006 Pty Ltd., 5.125%, 05/15/24 | 2,205,500 | 0.5 | ||||||||||
7,924,250 | 1.7 | |||||||||||||
Communications: 5.7% | ||||||||||||||
650,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 02/15/23 | 672,344 | 0.2 | |||||||||||
1,853,000 | iHeartCommunications, Inc., 9.000%, 12/15/19 | 1,461,554 | 0.3 | |||||||||||
1,000,000 | # | CommScope, Inc., 5.500%, 06/15/24 | 1,044,690 | 0.2 | ||||||||||
1,909,000 | DISH DBS Corp., 5.000%, 03/15/23 | 1,961,497 | 0.4 | |||||||||||
2,200,000 | DISH DBS Corp., 5.875%, 11/15/24 | 2,355,584 | 0.5 | |||||||||||
1,500,000 | Frontier Communications Corp., 9.250%, 07/01/21 | 1,475,235 | 0.3 | |||||||||||
2,400,000 | # | Sirius XM Radio, Inc., 6.000%, 07/15/24 | 2,556,000 | 0.5 | ||||||||||
500,000 | Sprint Corp., 7.125%, 06/15/24 | 557,500 | 0.1 | |||||||||||
4,700,000 | Sprint Corp., 7.875%, 09/15/23 | 5,416,750 | 1.1 | |||||||||||
4,000,000 | # | Univision Communications, Inc., 5.125%, 05/15/23 | 4,048,720 | 0.9 | ||||||||||
2,000,000 | # | Virgin Media Secured Finance PLC, 5.500%, 01/15/25 | 2,087,500 | 0.4 | ||||||||||
2,000,000 | Zayo Group LLC / Zayo Capital, Inc., 6.000%, 04/01/23 | 2,115,000 | 0.5 | |||||||||||
1,500,000 | # | Ziggo Secured Finance BV, 5.500%, 01/15/27 | 1,535,625 | 0.3 | ||||||||||
27,287,999 | 5.7 | |||||||||||||
Consumer, Cyclical: 1.2% | ||||||||||||||
1,000,000 | # | Ferrellgas L.P. / Ferrellgas Finance Corp., 8.625%, 06/15/20 | 950,000 | 0.2 | ||||||||||
2,500,000 | KB Home, 7.500%, 09/15/22 | 2,834,375 | 0.6 | |||||||||||
1,000,000 | # | Shea Homes L.P. / Shea Homes Funding Corp., 5.875%, 04/01/23 | 1,034,500 | 0.2 | ||||||||||
1,000,000 | # | Shea Homes L.P. / Shea Homes Funding Corp., 6.125%, 04/01/25 | 1,037,500 | 0.2 | ||||||||||
5,856,375 | 1.2 | |||||||||||||
Consumer, Non-cyclical: 8.9% | ||||||||||||||
EUR | 3,000,000 | # | Bayer Capital Corp. BV, 5.625%, 11/22/19 | 4,176,508 | 0.9 | |||||||||
2,500,000 | CHS/Community Health Systems, Inc., 6.875%, 02/01/22 | 2,193,750 | 0.5 | |||||||||||
1,000,000 | CHS/Community Health Systems, Inc., 7.125%, 07/15/20 | 977,500 | 0.2 | |||||||||||
5,000,000 | L | CHS/Community Health Systems, Inc., 8.000%, 11/15/19 | 5,043,750 | 1.1 | ||||||||||
2,000,000 | # | Endo Finance LLC / Endo Ltd. / Endo Finco, Inc., 6.000%, 07/15/23 | 1,691,000 | 0.3 | ||||||||||
2,000,000 | # | Endo Finance LLC, 5.750%, 01/15/22 | 1,809,600 | 0.4 | ||||||||||
2,000,000 | HCA, Inc., 5.875%, 05/01/23 | 2,182,500 | 0.5 | |||||||||||
3,200,000 | HCA, Inc., 7.500%, 02/15/22 | 3,692,000 | 0.8 | |||||||||||
1,000,000 | #,L | Mallinckrodt International Finance SA / Mallinckrodt CB LLC, 5.625%, 10/15/23 | 917,500 | 0.2 | ||||||||||
4,000,000 | #,L | Mallinckrodt International Finance SA / Mallinckrodt CB LLC, 5.750%, 08/01/22 | 3,780,000 | 0.8 | ||||||||||
3,425,000 | L | Tenet Healthcare Corp., 6.750%, 06/15/23 | 3,433,563 | 0.7 | ||||||||||
4,000,000 | Tenet Healthcare Corp., 8.125%, 04/01/22 | 4,260,000 | 0.9 | |||||||||||
2,000,000 | L | United Rentals North America, Inc., 5.750%, 11/15/24 | 2,102,500 | 0.4 | ||||||||||
2,000,000 | #,L | Valeant Pharmaceuticals International, Inc., 5.375%, 03/15/20 | 1,935,000 | 0.4 | ||||||||||
1,700,000 | # | Valeant Pharmaceuticals International, Inc., 5.875%, 05/15/23 | 1,466,250 | 0.3 |
See Accompanying Notes to Financial Statements
61 |
VY® Franklin Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
1,300,000 | # | Valeant Pharmaceuticals International, Inc., 6.125%, 04/15/25 | 1,105,000 | 0.2 | ||||||||||
600,000 | # | Valeant Pharmaceuticals International, Inc., 6.500%, 03/15/22 | 630,750 | 0.1 | ||||||||||
900,000 | # | Valeant Pharmaceuticals International, Inc., 7.000%, 03/15/24 | 948,375 | 0.2 | ||||||||||
42,345,546 | 8.9 | |||||||||||||
Energy: 4.3% | ||||||||||||||
2,000,000 | # | Ascent Resources Utica Holdings LLC / ARU Finance Corp., 10.000%, 04/01/22 | 2,010,000 | 0.4 | ||||||||||
1,000,000 | L | Bill Barrett Corp., 7.000%, 10/15/22 | 850,000 | 0.2 | ||||||||||
2,000,000 | #,L | Bill Barrett Corp., 8.750%, 06/15/25 | 1,685,000 | 0.4 | ||||||||||
1,552,000 | # | Chesapeake Energy Corp., 8.000%, 12/15/22 | 1,647,060 | 0.3 | ||||||||||
900,000 | # | Denbury Resources, Inc., 9.000%, 05/15/21 | 861,750 | 0.2 | ||||||||||
1,600,000 | # | Kinder Morgan, Inc./DE, 5.625%, 11/15/23 | 1,772,392 | 0.4 | ||||||||||
2,800,000 | L | Sanchez Energy Corp., 7.750%, 06/15/21 | 2,548,000 | 0.5 | ||||||||||
616,333 | #,& | W&T Offshore, Inc., 8.500%, 06/15/21 | 437,596 | 0.1 | ||||||||||
688,706 | #,& | W&T Offshore, Inc., 9.000%, 05/15/20 | 571,626 | 0.1 | ||||||||||
1,339,000 | L | Weatherford International Ltd., 4.500%, 04/15/22 | 1,188,363 | 0.3 | ||||||||||
2,325,000 | Weatherford International Ltd., 5.875%, 07/01/21 | 2,358,422 | 0.5 | |||||||||||
3,000,000 | Weatherford International Ltd., 7.750%, 06/15/21 | 3,026,250 | 0.6 | |||||||||||
1,600,000 | Weatherford International Ltd., 8.250%, 06/15/23 | 1,604,000 | 0.3 | |||||||||||
20,560,459 | 4.3 | |||||||||||||
Financial: 4.5% | ||||||||||||||
2,000,000 | Bank of America Corp., 6.100%, 12/29/49 | 2,175,200 | 0.5 | |||||||||||
1,500,000 | Bank of America Corp., 8.125%, 11/15/65 | 1,561,650 | 0.3 | |||||||||||
6,000,000 | Citigroup, Inc., 6.300%, 11/15/65 | 6,397,500 | 1.4 | |||||||||||
1,000,000 | Equinix, Inc., 5.375%, 05/15/27 | 1,068,750 | 0.2 | |||||||||||
2,000,000 | JPMorgan Chase & Co., 5.000%, 01/01/66 | 2,052,500 | 0.4 | |||||||||||
2,000,000 | JPMorgan Chase & Co., 5.150%, 05/29/49 | 2,064,000 | 0.4 | |||||||||||
1,500,000 | Morgan Stanley, 5.550%, 07/15/65 | 1,569,000 | 0.3 | |||||||||||
2,500,000 | # | OneMain Financial Holdings LLC, 6.750%, 12/15/19 | 2,634,375 | 0.6 | ||||||||||
1,600,000 | Wells Fargo & Co., 5.900%, 12/29/49 | 1,715,600 | 0.4 | |||||||||||
21,238,575 | 4.5 | |||||||||||||
Industrial: 3.7% | ||||||||||||||
1,500,000 | # | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 4.625%, 05/15/23 | 1,542,510 | 0.3 | ||||||||||
2,000,000 | # | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 7.250%, 05/15/24 | 2,195,000 | 0.5 | ||||||||||
1,600,000 | # | Bombardier, Inc., 7.500%, 03/15/25 | 1,664,000 | 0.4 | ||||||||||
1,500,000 | # | BWAY Holding Co., 5.500%, 04/15/24 | 1,535,625 | 0.3 | ||||||||||
3,700,000 | # | BWAY Holding Co., 7.250%, 04/15/25 | 3,764,750 | 0.8 | ||||||||||
1,500,000 | # | Cemex SAB de CV, 7.250%, 01/15/21 | 1,591,875 | 0.3 | ||||||||||
400,000 | # | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/23 | 416,000 | 0.1 | ||||||||||
1,300,000 | TransDigm, Inc., 6.500%, 07/15/24 | 1,345,500 | 0.3 | |||||||||||
1,300,000 | TransDigm, Inc., 6.000%, 07/15/22 | 1,342,250 | 0.3 | |||||||||||
2,000,000 | # | XPO Logistics, Inc., 6.500%, 06/15/22 | 2,110,000 | 0.4 | ||||||||||
17,507,510 | 3.7 | |||||||||||||
Technology: 3.0% | ||||||||||||||
2,500,000 | # | BMC Software Finance, Inc., 8.125%, 07/15/21 | 2,600,800 | 0.5 | ||||||||||
800,000 | # | Dell International LLC / EMC Corp., 4.420%, 06/15/21 | 844,046 | 0.2 | ||||||||||
1,400,000 | # | Dell International LLC / EMC Corp., 5.450%, 06/15/23 | 1,520,938 | 0.3 | ||||||||||
1,100,000 | # | Dell International LLC / EMC Corp., 6.020%, 06/15/26 | 1,213,842 | 0.3 | ||||||||||
5,400,000 | # | First Data Corp., 7.000%, 12/01/23 | 5,778,000 | 1.2 | ||||||||||
1,000,000 | # | Western Digital Corp., 7.375%, 04/01/23 | 1,101,250 | 0.2 | ||||||||||
1,000,000 | Western Digital Corp., 10.500%, 04/01/24 | 1,182,180 | 0.3 | |||||||||||
14,241,056 | 3.0 | |||||||||||||
Utilities: 3.4% | ||||||||||||||
1,000,000 | L | Calpine Corp., 5.375%, 01/15/23 | 978,750 | 0.2 | ||||||||||
1,160,000 | L | Calpine Corp., 5.500%, 02/01/24 | 1,103,450 | 0.2 | ||||||||||
3,500,000 | Calpine Corp., 5.750%, 01/15/25 | 3,298,750 | 0.7 | |||||||||||
6,000,000 | L | Dynegy, Inc., 7.375%, 11/01/22 | 5,940,000 | 1.3 | ||||||||||
5,000,000 | # | InterGen NV, 7.000%, 06/30/23 | 4,837,500 | 1.0 | ||||||||||
16,158,450 | 3.4 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $164,255,765) | 173,120,220 | 36.4 |
See Accompanying Notes to Financial Statements
62 |
VY® Franklin Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
BANK LOANS: 5.5% | ||||||||||||||
Communications: 1.6% | ||||||||||||||
7,617,472 | iHeart Communications, Inc. Term Loan D, 7.810%, 01/30/19 | 6,246,327 | 1.3 | |||||||||||
1,485,057 | iHeart Communications, Inc. Term Loan E, 8.726%, 07/30/19 | 1,217,747 | 0.3 | |||||||||||
7,464,074 | 1.6 | |||||||||||||
Consumer, Cyclical: 1.0% | ||||||||||||||
4,936,757 | Belk, Inc. TL B 1L, 6.054%, 12/12/22 | 4,228,332 | 0.9 | |||||||||||
748,726 | Navistar International Corp. Term Loan B, 5.230%, 08/07/20 | 757,617 | 0.1 | |||||||||||
4,985,949 | 1.0 | |||||||||||||
Consumer, Non-cyclical: 0.7% | ||||||||||||||
3,519,412 | Vizient, Inc. 1st Lien Term Loan, 4.726%, 02/13/23 | 3,556,806 | 0.7 | |||||||||||
Diversified: 0.4% | ||||||||||||||
2,000,000 | First Eagle Holdings, Inc. Term Loan B, 4.796%, 12/01/22 | 2,021,250 | 0.4 | |||||||||||
Energy: 1.4% | ||||||||||||||
6,000,000 | Chesapeake Energy Corp. TL 1L, 8.686%, 08/23/21 | 6,418,128 | 1.4 | |||||||||||
Industrial: 0.2% | ||||||||||||||
870,905 | Cortes NP Acquisition Corp. - TL B 1L, 5.226%, 11/30/23 | 875,249 | 0.2 | |||||||||||
Utilities: 0.2% | ||||||||||||||
1,000,000 | Talen Energy Supply LLC Term Loan B2, 5.226%, 04/13/24 | 932,083 | 0.2 | |||||||||||
Total Bank Loans | ||||||||||||||
(Cost $27,262,606) | 26,253,539 | 5.5 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $411,998,363) | 453,607,331 | 95.3 | ||||||||||||
SHORT-TERM INVESTMENTS: 8.1% | ||||||||||||||
U.S. Government Agency Obligations: 3.0% | ||||||||||||||
14,405,000 | Federal Home Loan Bank Discount Notes, 0.433%, 07/03/17 | |||||||||||||
(Cost $14,404,554) | 14,405,000 | 3.0 | ||||||||||||
Securities Lending Collateralcc: 4.7% | ||||||||||||||
473,621 | BNP Paribas S.A., Repurchase Agreement dated 06/30/17, 1.11%, due 07/03/17 (Repurchase Amount $473,664, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $483,093, due 07/28/17-09/09/49) | 473,621 | 0.1 | |||||||||||
5,336,681 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $5,337,185, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $5,443,415, due 07/15/17-05/20/67) | 5,336,681 | 1.1 | |||||||||||
4,586,673 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $4,587,107, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $4,678,406, due 07/13/17-12/01/51) | 4,586,673 | 1.0 | |||||||||||
576,502 | HSBC Securities USA, Repurchase Agreement dated 06/30/17, 1.06%, due 07/03/17 (Repurchase Amount $576,552, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-7.250%, Market Value plus accrued interest $588,033, due 07/15/17-01/15/37) | 576,502 | 0.1 | |||||||||||
283,152 | Jefferies LLC, Repurchase Agreement dated 06/30/17, 1.25%, due 07/03/17 (Repurchase Amount $283,181, collateralized by various U.S. Government Agency Obligations, 0.000%-7.125%, Market Value plus accrued interest $288,817, due 07/07/17-01/15/30) | 283,152 | 0.1 |
See Accompanying Notes to Financial Statements
63 |
VY® Franklin Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Securities Lending Collateralcc: (continued) | ||||||||||||||
5,336,681 | NBC Global Finance Ltd., Repurchase Agreement dated 06/30/17, 1.20%, due 07/03/17 (Repurchase Amount $5,337,207, collateralized by various U.S. Government Securities, 0.000%-2.500%, Market Value plus accrued interest $5,443,415, due 08/15/21-09/09/49) | 5,336,681 | 1.1 | |||||||||||
5,874,800 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/17, 1.30%, due 07/03/17 (Repurchase Amount $5,875,428, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $5,992,279, due 01/15/19-02/15/46) | 5,874,800 | 1.2 | |||||||||||
22,468,110 | 4.7 | |||||||||||||
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.4% | ||||||||||||||
1,754,214 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.860%†† | |||||||||||||
(Cost $1,754,214) | 1,754,214 | 0.4 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $38,626,878) | 38,627,324 | 8.1 | ||||||||||||
Total Investments in Securities (Cost $450,625,241) | $ | 492,234,655 | 103.4 | |||||||||||
Liabilities in Excess of Other Assets | (16,221,986 | ) | (3.4 | ) | ||||||||||
Net Assets | $ | 476,012,669 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2017. |
# | 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 security for which the issuer has the option at each interest payment date of making interest payments in cash or additional debt securities. |
ADR | American Depositary Receipt |
P | Preferred Stock may be called prior to convertible date. |
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 June 30, 2017. |
EUR | EU Euro |
Cost for federal income tax purposes is $450,625,247. | |
Net unrealized appreciation consists of: |
Gross Unrealized Appreciation | $ | 62,176,445 | ||
Gross Unrealized Depreciation | (20,567,037 | ) | ||
Net Unrealized Appreciation | $ | 41,609,408 |
See Accompanying Notes to Financial Statements
64 |
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 96.8% | ||||||||||||||
Consumer Discretionary: 12.2% | ||||||||||||||
144,922 | Acushnet Holdings Corp. | 2,875,252 | 0.4 | |||||||||||
107,400 | @ | American Axle & Manufacturing Holdings, Inc. | 1,675,440 | 0.2 | ||||||||||
193,283 | American Eagle Outfitters, Inc. | 2,329,060 | 0.3 | |||||||||||
177,700 | Bloomin Brands, Inc. | 3,772,571 | 0.5 | |||||||||||
132,330 | @ | Blue Apron Holdings, Inc. | 1,235,962 | 0.2 | ||||||||||
86,236 | L | Brinker International, Inc. | 3,285,592 | 0.4 | ||||||||||
90,735 | Brunswick Corp. | 5,691,807 | 0.8 | |||||||||||
50,700 | Caleres, Inc. | 1,408,446 | 0.2 | |||||||||||
3,100 | Capella Education Co. | 265,360 | 0.0 | |||||||||||
35,496 | Carter's, Inc. | 3,157,369 | 0.4 | |||||||||||
285,440 | Chico's FAS, Inc. | 2,688,845 | 0.4 | |||||||||||
29,400 | Childrens Place Retail Stores, Inc. | 3,001,740 | 0.4 | |||||||||||
131,948 | Cinemark Holdings, Inc. | 5,126,180 | 0.7 | |||||||||||
31,675 | @ | Cooper-Standard Holdings, Inc. | 3,195,057 | 0.4 | ||||||||||
16,600 | Dana, Inc. | 370,678 | 0.1 | |||||||||||
13,500 | L | DineEquity, Inc. | 594,675 | 0.1 | ||||||||||
61,390 | L | Emerald Expositions Events, Inc. | 1,344,441 | 0.2 | ||||||||||
223,589 | @ | EW Scripps Co. | 3,982,120 | 0.5 | ||||||||||
33,900 | @ | Express, Inc. | 228,825 | 0.0 | ||||||||||
7,800 | @ | Floor & Decor Holdings, Inc. | 306,228 | 0.0 | ||||||||||
111,600 | Gannett Co., Inc. | 973,152 | 0.1 | |||||||||||
4,300 | @ | Grand Canyon Education, Inc. | 337,163 | 0.0 | ||||||||||
70,000 | @ | Gray Television, Inc. | 959,000 | 0.1 | ||||||||||
7,700 | Group 1 Automotive, Inc. | 487,564 | 0.1 | |||||||||||
25,900 | @ | Helen of Troy Ltd. | 2,437,190 | 0.3 | ||||||||||
16,400 | Hooker Furniture Corp. | 674,860 | 0.1 | |||||||||||
900 | Jack in the Box, Inc. | 88,650 | 0.0 | |||||||||||
39,200 | @ | K12, Inc. | 702,464 | 0.1 | ||||||||||
10,200 | KB Home | 244,494 | 0.0 | |||||||||||
32,122 | LCI Industries | 3,289,293 | 0.4 | |||||||||||
37,500 | Libbey, Inc. | 302,250 | 0.0 | |||||||||||
23,300 | @ | Liberty TripAdvisor Holdings, Inc. | 270,280 | 0.0 | ||||||||||
32,200 | Lifetime Brands, Inc. | 584,430 | 0.1 | |||||||||||
102,575 | @ | Malibu Boats, Inc. | 2,653,615 | 0.4 | ||||||||||
49,410 | @ | Monarch Casino & Resort, Inc. | 1,494,653 | 0.2 | ||||||||||
3,100 | Nacco Industries, Inc. | 219,635 | 0.0 | |||||||||||
5,700 | Nexstar Media Group, Inc. | 340,860 | 0.1 | |||||||||||
767,550 | Office Depot, Inc. | 4,328,982 | 0.6 | |||||||||||
54,792 | Papa John's International, Inc. | 3,931,874 | 0.5 | |||||||||||
17,000 | @ | Perry Ellis International, Inc. | 330,820 | 0.0 | ||||||||||
144,700 | Pier 1 Imports, Inc. | 750,993 | 0.1 | |||||||||||
62,900 | @ | Pinnacle Entertainment, Inc. | 1,242,904 | 0.2 | ||||||||||
64,817 | Pool Corp. | 7,620,535 | 1.0 | |||||||||||
37,600 | Ruth's Hospitality Group, Inc. | 817,800 | 0.1 | |||||||||||
100,497 | @ | ServiceMaster Global Holdings, Inc. | 3,938,477 | 0.5 | ||||||||||
42,100 | L | Sinclair Broadcast Group, Inc. | 1,385,090 | 0.2 | ||||||||||
3,300 | @ | Stoneridge, Inc. | 50,853 | 0.0 | ||||||||||
3,300 | Tailored Brands, Inc. | 36,828 | 0.0 | |||||||||||
174,100 | @ | Taylor Morrison Home Corp. | 4,180,141 | 0.6 | ||||||||||
9,400 | Tower International, Inc. | 211,030 | 0.0 | |||||||||||
22,000 | @ | Townsquare Media, Inc. | 225,280 | 0.0 | ||||||||||
109,977 | @,L | Zoe's Kitchen, Inc. | 1,309,826 | 0.2 | ||||||||||
92,956,634 | 12.2 | |||||||||||||
Consumer Staples: 2.8% | ||||||||||||||
44,900 | @ | Central Garden and Pet Co. | 1,347,898 | 0.2 | ||||||||||
64,100 | Dean Foods Co. | 1,089,700 | 0.1 | |||||||||||
211,076 | @ | Performance Food Group Co. | 5,783,483 | 0.8 | ||||||||||
51,400 | @ | Pilgrim's Pride Corp. | 1,126,688 | 0.1 | ||||||||||
7,143 | Pinnacle Foods, Inc. | 424,294 | 0.1 | |||||||||||
6,000 | Sanderson Farms, Inc. | 693,900 | 0.1 | |||||||||||
77,020 | SpartanNash Co. | 1,999,439 | 0.3 | |||||||||||
60,404 | L | Spectrum Brands Holdings, Inc. | 7,552,916 | 1.0 | ||||||||||
71,300 | @ | SUPERVALU, Inc. | 234,577 | 0.0 | ||||||||||
4,400 | @ | TreeHouse Foods, Inc. | 359,436 | 0.0 | ||||||||||
20,100 | @ | US Foods Holding Corp. | 547,122 | 0.1 | ||||||||||
2,900 | @ | USANA Health Sciences, Inc. | 185,890 | 0.0 | ||||||||||
21,345,343 | 2.8 | |||||||||||||
Energy: 3.2% | ||||||||||||||
383,400 | @ | Abraxas Petroleum Corp. | 621,108 | 0.1 | ||||||||||
2,500 | L | Arch Coal, Inc. | 170,750 | 0.0 | ||||||||||
57,600 | Archrock, Inc. | 656,640 | 0.1 | |||||||||||
– | @,L | Cobalt International Energy, Inc. | – | – | ||||||||||
35,172 | L | Core Laboratories NV | 3,561,868 | 0.5 | ||||||||||
104,200 | Delek US Holdings, Inc. | 2,755,048 | 0.4 | |||||||||||
207,100 | @ | Denbury Resources, Inc. | 316,863 | 0.0 | ||||||||||
35,992 | @ | Dril-Quip, Inc. | 1,756,410 | 0.2 | ||||||||||
131,300 | @,L | EP Energy Corp. | 480,558 | 0.1 | ||||||||||
47,300 | @ | Exterran Corp. | 1,262,910 | 0.2 | ||||||||||
14,900 | Green Plains, Inc. | 306,195 | 0.0 | |||||||||||
35,600 | @ | Jagged Peak Energy, Inc. | 475,260 | 0.1 | ||||||||||
138,800 | @ | McDermott International, Inc. | 995,196 | 0.1 | ||||||||||
52,300 | @ | Pacific Ethanol, Inc. | 326,875 | 0.1 | ||||||||||
231,032 | Patterson-UTI Energy, Inc. | 4,664,536 | 0.6 | |||||||||||
12,200 | @ | PHI, Inc. | 119,072 | 0.0 | ||||||||||
61,100 | @ | Renewable Energy Group, Inc. | 791,245 | 0.1 | ||||||||||
1,100 | @ | REX American Resources Corp. | 106,216 | 0.0 | ||||||||||
66,000 | @ | RigNet, Inc. | 1,059,300 | 0.1 | ||||||||||
493,167 | @,L | SRC Energy, Inc. | 3,319,014 | 0.4 | ||||||||||
357,100 | @ | W&T Offshore, Inc. | 699,916 | 0.1 | ||||||||||
5,000 | @ | Westmoreland Coal Co. | 24,350 | 0.0 |
See Accompanying Notes to Financial Statements
65 |
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Energy: (continued) | ||||||||||||||
5,400 | World Fuel Services Corp. | 207,630 | 0.0 | |||||||||||
24,676,960 | 3.2 | |||||||||||||
Financials: 17.5% | ||||||||||||||
90,500 | American Equity Investment Life Holding Co. | 2,378,340 | 0.3 | |||||||||||
13,800 | Aspen Insurance Holdings Ltd. | 687,930 | 0.1 | |||||||||||
177,793 | Associated Banc-Corp. | 4,480,384 | 0.6 | |||||||||||
7,800 | BankFinancial Corp. | 116,376 | 0.0 | |||||||||||
138,158 | BankUnited, Inc. | 4,657,306 | 0.6 | |||||||||||
153,550 | BGC Partners, Inc. | 1,940,872 | 0.3 | |||||||||||
21,500 | OceanFirst Financial Corp. | 583,080 | 0.1 | |||||||||||
7,800 | @ | Cadence BanCorp | 170,664 | 0.0 | ||||||||||
16,700 | Capstead Mortgage Corp. | 174,181 | 0.0 | |||||||||||
14,800 | Cathay General Bancorp. | 561,660 | 0.1 | |||||||||||
5,500 | Central Valley Community Bancorp | 121,880 | 0.0 | |||||||||||
114,400 | CNO Financial Group, Inc. | 2,388,672 | 0.3 | |||||||||||
50,614 | Commerce Bancshares, Inc. | 2,876,394 | 0.4 | |||||||||||
3,147 | Community Trust Bancorp, Inc. | 137,681 | 0.0 | |||||||||||
6,000 | @ | CU Bancorp | 216,900 | 0.0 | ||||||||||
7,180 | @ | Customers Bancorp, Inc. | 203,050 | 0.0 | ||||||||||
12,900 | Dime Community Bancshares | 252,840 | 0.0 | |||||||||||
65,022 | East West Bancorp, Inc. | 3,808,989 | 0.5 | |||||||||||
66,205 | Eaton Vance Corp. | 3,132,821 | 0.4 | |||||||||||
3,100 | Enterprise Financial Services Corp. | 126,480 | 0.0 | |||||||||||
5,700 | Evercore Partners, Inc. | 401,850 | 0.1 | |||||||||||
20,196 | Factset Research Systems, Inc. | 3,356,171 | 0.4 | |||||||||||
26,303 | Fidelity Southern Corp. | 601,287 | 0.1 | |||||||||||
34,100 | Financial Institutions, Inc. | 1,016,180 | 0.1 | |||||||||||
21,000 | First American Financial Corp. | 938,490 | 0.1 | |||||||||||
299,600 | @ | First BanCorp. Puerto Rico | 1,734,684 | 0.2 | ||||||||||
9,100 | First Business Financial Services, Inc. | 210,028 | 0.0 | |||||||||||
10,400 | First Community Bancshares, Inc. | 284,440 | 0.0 | |||||||||||
107,422 | First Financial Bancorp. | 2,975,589 | 0.4 | |||||||||||
24,400 | @ | First Foundation, Inc. | 400,892 | 0.1 | ||||||||||
131,127 | First Hawaiian, Inc. | 4,015,109 | 0.5 | |||||||||||
255,228 | First Horizon National Corp. | 4,446,072 | 0.6 | |||||||||||
38,000 | First Interstate Bancsystem, Inc. | 1,413,600 | 0.2 | |||||||||||
75,100 | First Merchants Corp. | 3,014,514 | 0.4 | |||||||||||
63,900 | FirstCash, Inc. | 3,725,370 | 0.5 | |||||||||||
22,100 | @ | FNFV Group | 349,180 | 0.1 | ||||||||||
94,100 | Fulton Financial Corp. | 1,787,900 | 0.2 | |||||||||||
80,511 | Glacier Bancorp., Inc. | 2,947,508 | 0.4 | |||||||||||
86,301 | Great Western Bancorp, Inc. | 3,521,944 | 0.5 | |||||||||||
44,200 | @ | Green Dot Corp. | 1,703,026 | 0.2 | ||||||||||
70,300 | Hancock Holding Co. | 3,444,700 | 0.5 | |||||||||||
62,050 | Hanmi Financial Corp. | 1,765,322 | 0.2 | |||||||||||
11,200 | L | HCI Group, Inc. | 526,176 | 0.1 | ||||||||||
28,800 | Heritage Financial Corp. | 763,200 | 0.1 | |||||||||||
25,000 | Hilltop Holdings, Inc. | 655,250 | 0.1 | |||||||||||
17,200 | @ | HomeStreet, Inc. | 476,010 | 0.1 | ||||||||||
111,081 | Hope Bancorp, Inc. | 2,071,661 | 0.3 | |||||||||||
30,700 | Houlihan Lokey, Inc. | 1,071,430 | 0.2 | |||||||||||
4,200 | @ | Howard Bancorp, Inc. | 80,850 | 0.0 | ||||||||||
67,983 | Iberiabank Corp. | 5,540,615 | 0.7 | |||||||||||
26,400 | @ | Intl. FCStone, Inc. | 996,864 | 0.1 | ||||||||||
9,300 | Invesco Mortgage Capital, Inc. | 155,403 | 0.0 | |||||||||||
63,040 | Kinsale Capital Group, Inc. | 2,352,022 | 0.3 | |||||||||||
65,180 | Lazard Ltd. | 3,019,789 | 0.4 | |||||||||||
9,200 | Maiden Holdings Ltd. | 102,120 | 0.0 | |||||||||||
7,700 | MainSource Financial Group, Inc. | 258,027 | 0.0 | |||||||||||
5,100 | Marlin Business Services Corp. | 128,265 | 0.0 | |||||||||||
13,700 | Meta Financial Group, Inc. | 1,219,300 | 0.2 | |||||||||||
70,369 | Moelis & Co. | 2,733,836 | 0.4 | |||||||||||
52,657 | Morningstar, Inc. | 4,125,149 | 0.5 | |||||||||||
6,500 | National General Holdings Corp. | 137,150 | 0.0 | |||||||||||
5,513 | NBT Bancorp., Inc. | 203,705 | 0.0 | |||||||||||
7,300 | Northeast Bancorp | 148,555 | 0.0 | |||||||||||
48,900 | OM Asset Management Plc | 726,654 | 0.1 | |||||||||||
4,900 | @ | Pacific Mercantile Bancorp | 43,120 | 0.0 | ||||||||||
45,700 | PacWest Bancorp | 2,134,190 | 0.3 | |||||||||||
16,100 | @ | PennyMac Financial Services, Inc. | 268,870 | 0.0 | ||||||||||
5,500 | Piper Jaffray Cos. | 329,725 | 0.1 | |||||||||||
88,500 | Popular, Inc. | 3,691,335 | 0.5 | |||||||||||
19,300 | Preferred Bank/Los Angeles CA | 1,031,971 | 0.1 | |||||||||||
3,610 | Premier Financial Bancorp, Inc. | 74,402 | 0.0 | |||||||||||
66,689 | ProAssurance Corp. | 4,054,691 | 0.5 | |||||||||||
111,400 | Redwood Trust, Inc. | 1,898,256 | 0.3 | |||||||||||
6,800 | Selective Insurance Group | 340,340 | 0.1 | |||||||||||
11,300 | Shore Bancshares, Inc. | 185,885 | 0.0 | |||||||||||
5,200 | Sierra Bancorp. | 127,660 | 0.0 | |||||||||||
7,500 | Southern National Bancorp of Virginia, Inc. | 132,000 | 0.0 | |||||||||||
29,300 | Stewart Information Services Corp. | 1,329,634 | 0.2 | |||||||||||
2,600 | @ | Stifel Financial Corp. | 119,548 | 0.0 | ||||||||||
3,300 | Stonegate Bank | 152,394 | 0.0 | |||||||||||
2,900 | @ | SVB Financial Group | 509,791 | 0.1 | ||||||||||
192,500 | TCF Financial Corp. | 3,068,450 | 0.4 | |||||||||||
3,615 | TowneBank | 111,342 | 0.0 | |||||||||||
27,700 | Trico Bancshares | 973,655 | 0.1 | |||||||||||
27,700 | @ | Tristate Capital Holdings, Inc. | 698,040 | 0.1 | ||||||||||
11,100 | @ | Triumph Bancorp, Inc. | 272,505 | 0.0 | ||||||||||
7,600 | United Fire Group, Inc. | 334,856 | 0.1 | |||||||||||
26,900 | Universal Insurance Holdings, Inc. | 677,880 | 0.1 | |||||||||||
16,200 | @ | Walker & Dunlop, Inc. | 791,046 | 0.1 |
See Accompanying Notes to Financial Statements
66 |
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
3,100 | Washington Federal, Inc. | 102,920 | 0.0 | |||||||||||
93,172 | @ | Western Alliance Bancorp. | 4,584,062 | 0.6 | ||||||||||
44,149 | Wintrust Financial Corp. | 3,374,750 | 0.5 | |||||||||||
38,700 | Zions Bancorp. | 1,699,317 | 0.2 | |||||||||||
133,675,022 | 17.5 | |||||||||||||
Health Care: 13.4% | ||||||||||||||
17,300 | @ | Acorda Therapeutics, Inc. | 340,810 | 0.0 | ||||||||||
41,200 | @ | Addus HomeCare Corp. | 1,532,640 | 0.2 | ||||||||||
81,400 | @,L | Aduro Biotech, Inc. | 927,960 | 0.1 | ||||||||||
6,900 | @ | AMAG Pharmaceuticals, Inc. | 126,960 | 0.0 | ||||||||||
126,400 | @,L | Amicus Therapeutics, Inc. | 1,272,848 | 0.2 | ||||||||||
34,100 | @ | AMN Healthcare Services, Inc. | 1,331,605 | 0.2 | ||||||||||
14,600 | @ | Amphastar Pharmaceuticals, Inc. | 260,756 | 0.0 | ||||||||||
12,900 | @,L | AnaptysBio, Inc. | 308,697 | 0.0 | ||||||||||
36,500 | @ | Assembly Biosciences, Inc. | 753,725 | 0.1 | ||||||||||
17,100 | @ | Audentes Therapeutics, Inc. | 327,123 | 0.0 | ||||||||||
42,700 | @,L | Axovant Sciences Ltd. | 990,213 | 0.1 | ||||||||||
12,000 | @,L | Bellicum Pharmaceuticals, Inc. | 140,160 | 0.0 | ||||||||||
11,900 | @,L | Bluebird Bio, Inc. | 1,250,095 | 0.2 | ||||||||||
31,000 | @,L | Cara Therapeutics, Inc. | 477,090 | 0.1 | ||||||||||
197,357 | @ | Catalent, Inc. | 6,927,231 | 0.9 | ||||||||||
334,000 | @,L | Catalyst Pharmaceuticals, Inc. | 921,840 | 0.1 | ||||||||||
14,800 | @,L | Corvus Pharmaceuticals, Inc. | 179,080 | 0.0 | ||||||||||
80,420 | @ | Cotiviti Holdings, Inc. | 2,986,799 | 0.4 | ||||||||||
130,400 | @ | Cross Country Healthcare, Inc. | 1,683,464 | 0.2 | ||||||||||
33,000 | @ | Cutera, Inc. | 854,700 | 0.1 | ||||||||||
110,400 | @,L | Dynavax Technologies Corp. | 1,065,360 | 0.1 | ||||||||||
4,123 | @ | Envision Healthcare Corp. | 258,388 | 0.0 | ||||||||||
35,200 | @,L | Epizyme, Inc. | 531,520 | 0.1 | ||||||||||
13,700 | @,L | Esperion Therapeutics, Inc. | 634,036 | 0.1 | ||||||||||
12,200 | @ | FibroGen, Inc. | 394,060 | 0.1 | ||||||||||
12,800 | @,L | Global Blood Therapeutics, Inc. | 350,080 | 0.0 | ||||||||||
44,521 | @ | HealthEquity, Inc. | 2,218,481 | 0.3 | ||||||||||
129,082 | Healthsouth Corp. | 6,247,569 | 0.8 | |||||||||||
62,000 | @ | HMS Holdings Corp. | 1,147,000 | 0.2 | ||||||||||
17,300 | @ | Horizon Pharma PLC | 205,351 | 0.0 | ||||||||||
17,064 | @ | ICU Medical, Inc. | 2,943,540 | 0.4 | ||||||||||
8,400 | @,L | Immune Design Corp. | 81,900 | 0.0 | ||||||||||
18,200 | @ | INC Research Holdings, Inc. | 1,064,700 | 0.1 | ||||||||||
2,700 | @ | Inogen, Inc. | 257,634 | 0.0 | ||||||||||
54,000 | @ | Insmed Inc. | 926,640 | 0.1 | ||||||||||
93,200 | @ | Integer Holdings Corp. | 4,030,900 | 0.5 | ||||||||||
107,800 | L | Invacare Corp. | 1,422,960 | 0.2 | ||||||||||
9,800 | @,L | Jounce Therapeutics, Inc. | 137,494 | 0.0 | ||||||||||
1,400 | @ | Karyopharm Therapeutics, Inc. | 12,670 | 0.0 | ||||||||||
79,200 | Kindred Healthcare, Inc. | 922,680 | 0.1 | |||||||||||
82,300 | @ | Lantheus Holdings, Inc. | 1,452,595 | 0.2 | ||||||||||
1,800 | @ | Loxo Oncology, Inc. | 144,342 | 0.0 | ||||||||||
28,109 | @ | Magellan Health, Inc. | 2,049,146 | 0.3 | ||||||||||
46,900 | @ | Masimo Corp. | 4,276,342 | 0.6 | ||||||||||
5,300 | @,L | Medicines Co. | 201,453 | 0.0 | ||||||||||
59,055 | @ | Medidata Solutions, Inc. | 4,618,101 | 0.6 | ||||||||||
36,100 | @ | Mersana Therapeutics, Inc. | 504,317 | 0.1 | ||||||||||
38,900 | @ | Molina Healthcare, Inc. | 2,691,102 | 0.4 | ||||||||||
13,300 | @ | Momenta Pharmaceuticals, Inc. | 224,770 | 0.0 | ||||||||||
26,300 | @ | Nektar Therapeutics | 514,165 | 0.1 | ||||||||||
74,100 | @,L | Ocular Therapeutix, Inc. | 686,907 | 0.1 | ||||||||||
136,600 | @ | OraSure Technologies, Inc. | 2,357,716 | 0.3 | ||||||||||
45,250 | Owens & Minor, Inc. | 1,456,598 | 0.2 | |||||||||||
12,800 | @ | Pacira Pharmaceuticals, Inc. | 610,560 | 0.1 | ||||||||||
90,810 | @ | Patheon NV | 3,167,453 | 0.4 | ||||||||||
25,900 | @ | PharMerica Corp. | 679,875 | 0.1 | ||||||||||
4,700 | @ | PRA Health Sciences, Inc. | 352,547 | 0.1 | ||||||||||
10,910 | @ | Prestige Brands Holdings, Inc. | 576,157 | 0.1 | ||||||||||
43,600 | @ | Ra Pharmaceuticals, Inc. | 817,064 | 0.1 | ||||||||||
5,100 | @,L | Radius Health, Inc. | 230,673 | 0.0 | ||||||||||
56,000 | @ | RadNet, Inc. | 434,000 | 0.1 | ||||||||||
12,200 | @ | Reata Pharmaceuticals, Inc. | 386,008 | 0.1 | ||||||||||
15,300 | @ | Revance Therapeutics, Inc. | 403,920 | 0.1 | ||||||||||
6,000 | @ | Sage Therapeutics, Inc. | 477,840 | 0.1 | ||||||||||
22,300 | @,L | Sarepta Therapeutics, Inc. | 751,733 | 0.1 | ||||||||||
54,900 | @ | Selecta Biosciences, Inc. | 1,090,314 | 0.1 | ||||||||||
5,100 | @,L | Seres Therapeutics, Inc. | 57,630 | 0.0 | ||||||||||
16,600 | @,L | Spark Therapeutics, Inc. | 991,684 | 0.1 | ||||||||||
44,900 | @ | Surgery Partners, Inc. | 1,021,475 | 0.1 | ||||||||||
95,200 | @,L | Synergy Pharmaceuticals, Inc. | 423,640 | 0.1 | ||||||||||
23,900 | @,L | Syros Pharmaceuticals, Inc. | 384,551 | 0.1 | ||||||||||
6,200 | @,L | Tesaro, Inc. | 867,132 | 0.1 | ||||||||||
219,500 | @,L | TherapeuticsMD, Inc. | 1,156,765 | 0.2 | ||||||||||
8,600 | @,L | Theravance Biopharma, Inc. | 342,624 | 0.0 | ||||||||||
18,800 | @,L | Ultragenyx Pharmaceutical, Inc. | 1,167,668 | 0.2 | ||||||||||
17,100 | @ | Vanda Pharmaceuticals, Inc. | 278,730 | 0.0 | ||||||||||
78,620 | @ | VWR Corp. | 2,595,246 | 0.3 | ||||||||||
31,831 | @ | WellCare Health Plans, Inc. | 5,715,574 | 0.8 | ||||||||||
75,329 | West Pharmaceutical Services, Inc. | 7,120,097 | 0.9 | |||||||||||
20,400 | @ | Xencor, Inc. | 430,644 | 0.1 | ||||||||||
102,155,917 | 13.4 | |||||||||||||
Industrials: 18.6% | ||||||||||||||
30,000 | AAR Corp. | 1,042,800 | 0.1 | |||||||||||
25,900 | ABM Industries, Inc. | 1,075,368 | 0.1 | |||||||||||
113,600 | @ | Acacia Research - Acacia Technologies | 465,760 | 0.1 |
See Accompanying Notes to Financial Statements
67 |
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Industrials: (continued) | ||||||||||||||
267,500 | @ | ACCO Brands Corp. | 3,116,375 | 0.4 | ||||||||||
52,318 | @ | Advanced Disposal Services, Inc. | 1,189,188 | 0.2 | ||||||||||
122,952 | Allison Transmission Holdings, Inc. | 4,611,929 | 0.6 | |||||||||||
71,403 | Altra Industrial Motion Corp. | 2,841,839 | 0.4 | |||||||||||
4,700 | @ | American Woodmark Corp. | 449,085 | 0.1 | ||||||||||
81,552 | Applied Industrial Technologies, Inc. | 4,815,646 | 0.6 | |||||||||||
123,500 | ArcBest Corp. | 2,544,100 | 0.3 | |||||||||||
8,425 | @ | Atlas Air Worldwide Holdings, Inc. | 439,364 | 0.1 | ||||||||||
10,300 | Barnes Group, Inc. | 602,859 | 0.1 | |||||||||||
51,600 | Barrett Business Services, Inc. | 2,956,164 | 0.4 | |||||||||||
130,889 | Brady Corp. | 4,437,137 | 0.6 | |||||||||||
5,800 | Ceco Environmental Corp. | 53,244 | 0.0 | |||||||||||
35,600 | Columbus McKinnon Corp. | 904,952 | 0.1 | |||||||||||
116,200 | Costamare, Inc. | 849,422 | 0.1 | |||||||||||
8,900 | CRA International, Inc. | 323,248 | 0.0 | |||||||||||
119,792 | Douglas Dynamics, Inc. | 3,941,157 | 0.5 | |||||||||||
27,000 | EMCOR Group, Inc. | 1,765,260 | 0.2 | |||||||||||
10,800 | EnerSys | 782,460 | 0.1 | |||||||||||
23,800 | @ | Engility Holdings, Inc. | 675,920 | 0.1 | ||||||||||
48,500 | Essendant, Inc. | 719,255 | 0.1 | |||||||||||
29,100 | Federal Signal Corp. | 505,176 | 0.1 | |||||||||||
77,933 | @ | Generac Holdings, Inc. | 2,815,719 | 0.4 | ||||||||||
187,100 | General Cable Corp. | 3,059,085 | 0.4 | |||||||||||
105,100 | Global Brass & Copper Holdings, Inc. | 3,210,805 | 0.4 | |||||||||||
21,500 | @ | GMS, Inc. | 604,150 | 0.1 | ||||||||||
9,600 | L | Greenbrier Cos., Inc. | 444,000 | 0.1 | ||||||||||
18,400 | @ | Hawaiian Holdings, Inc. | 863,880 | 0.1 | ||||||||||
61,300 | @ | HC2 Holdings, Inc. | 360,444 | 0.0 | ||||||||||
13,625 | Heico Corp. - Class A | 845,431 | 0.1 | |||||||||||
93,679 | Herman Miller, Inc. | 2,847,842 | 0.4 | |||||||||||
3,100 | Hurco Cos, Inc. | 107,725 | 0.0 | |||||||||||
7,300 | Hyster-Yale Materials Handling, Inc. | 512,825 | 0.1 | |||||||||||
25,700 | @ | ICF International, Inc. | 1,210,470 | 0.2 | ||||||||||
33,200 | Insperity, Inc. | 2,357,200 | 0.3 | |||||||||||
30,100 | Interface, Inc. | 591,465 | 0.1 | |||||||||||
85,709 | @ | JELD-WEN Holding, Inc. | 2,782,114 | 0.4 | ||||||||||
13,800 | Kadant, Inc. | 1,037,760 | 0.1 | |||||||||||
88,975 | KAR Auction Services, Inc. | 3,734,281 | 0.5 | |||||||||||
3,200 | Kelly Services, Inc. | 71,840 | 0.0 | |||||||||||
5,800 | Kennametal, Inc. | 217,036 | 0.0 | |||||||||||
22,200 | Kimball International, Inc. | 370,518 | 0.0 | |||||||||||
93,726 | Knight Transportation, Inc. | 3,472,548 | 0.5 | |||||||||||
9,300 | Knoll, Inc. | 186,465 | 0.0 | |||||||||||
52,453 | Landstar System, Inc. | 4,489,977 | 0.6 | |||||||||||
38,950 | Lincoln Electric Holdings, Inc. | 3,586,905 | 0.5 | |||||||||||
59,300 | @ | Mastec, Inc. | 2,677,395 | 0.3 | ||||||||||
194,300 | @ | Meritor, Inc. | 3,227,323 | 0.4 | ||||||||||
5,800 | @ | Moog, Inc. | 415,976 | 0.1 | ||||||||||
118,100 | @ | MRC Global, Inc. | 1,951,012 | 0.3 | ||||||||||
400 | @ | Neff Corp. | 7,600 | 0.0 | ||||||||||
3,800 | NN, Inc. | 104,310 | 0.0 | |||||||||||
7,000 | Park-Ohio Holdings Corp. | 266,700 | 0.0 | |||||||||||
14,200 | Powell Industries, Inc. | 454,258 | 0.1 | |||||||||||
29,417 | @ | Proto Labs, Inc. | 1,978,293 | 0.3 | ||||||||||
104,100 | Quad/Graphics, Inc. | 2,385,972 | 0.3 | |||||||||||
55,377 | @ | RBC Bearings, Inc. | 5,635,164 | 0.7 | ||||||||||
6,300 | Regal-Beloit Corp. | 513,765 | 0.1 | |||||||||||
135,900 | @ | RPX Corp. | 1,895,805 | 0.2 | ||||||||||
18,200 | Schneider National, Inc. | 407,134 | 0.1 | |||||||||||
56,600 | Skywest, Inc. | 1,986,660 | 0.3 | |||||||||||
2,400 | Standex International Corp. | 217,680 | 0.0 | |||||||||||
55,400 | Steelcase, Inc. | 775,600 | 0.1 | |||||||||||
31,700 | @ | Sterling Construction Co., Inc. | 414,319 | 0.1 | ||||||||||
159,726 | Toro Co. | 11,067,415 | 1.4 | |||||||||||
17,600 | @ | Trimas Corp. | 366,960 | 0.0 | ||||||||||
52,400 | @ | TriNet Group, Inc. | 1,715,576 | 0.2 | ||||||||||
108,600 | @ | TrueBlue, Inc. | 2,877,900 | 0.4 | ||||||||||
23,900 | @ | Tutor Perini Corp. | 687,125 | 0.1 | ||||||||||
22,600 | Universal Forest Products, Inc. | 1,973,206 | 0.3 | |||||||||||
4,700 | Universal Logistics Holdings, Inc. | 70,500 | 0.0 | |||||||||||
42,414 | US Ecology, Inc. | 2,141,907 | 0.3 | |||||||||||
39,640 | @,L | USG Corp. | 1,150,353 | 0.2 | ||||||||||
89,900 | @ | Vectrus, Inc. | 2,905,568 | 0.4 | ||||||||||
5,500 | @ | Veritiv Corp. | 247,500 | 0.0 | ||||||||||
7,200 | Viad Corp. | 340,200 | 0.0 | |||||||||||
3,000 | VSE Corp. | 134,940 | 0.0 | |||||||||||
153,800 | Wabash National Corp. | 3,380,524 | 0.4 | |||||||||||
13,900 | @ | WageWorks, Inc. | 934,080 | 0.1 | ||||||||||
24,414 | Watsco, Inc. | 3,764,639 | 0.5 | |||||||||||
81,600 | West Corp. | 1,902,912 | 0.2 | |||||||||||
6,000 | @ | YRC Worldwide, Inc. | 66,720 | 0.0 | ||||||||||
141,931,184 | 18.6 | |||||||||||||
Information Technology: 14.2% | ||||||||||||||
5,200 | @ | Advanced Energy Industries, Inc. | 336,388 | 0.1 | ||||||||||
54,000 | @ | Alpha & Omega Co. | 900,180 | 0.1 | ||||||||||
12,400 | @,L | Alteryx, Inc. | 242,048 | 0.0 | ||||||||||
2,600 | @ | Anixter International, Inc. | 203,320 | 0.0 | ||||||||||
60,414 | @ | Aspen Technology, Inc. | 3,338,478 | 0.4 | ||||||||||
42,300 | @ | Bankrate, Inc. | 543,555 | 0.1 | ||||||||||
83,443 | @ | Benchmark Electronics, Inc. | 2,695,209 | 0.4 | ||||||||||
38,154 | Blackbaud, Inc. | 3,271,705 | 0.4 | |||||||||||
3,200 | @ | Blackhawk Network Holdings, Inc. | 139,520 | 0.0 | ||||||||||
3,100 | @,L | Blackline, Inc. | 110,794 | 0.0 | ||||||||||
102,500 | @ | Blucora, Inc. | 2,173,000 | 0.3 | ||||||||||
63,883 | Cabot Microelectronics Corp. | 4,716,482 | 0.6 | |||||||||||
28,300 | @ | Ciena Corp. | 708,066 | 0.1 | ||||||||||
31,900 | @ | Cirrus Logic, Inc. | 2,000,768 | 0.3 | ||||||||||
43,080 | @ | Cision Ltd. | 443,293 | 0.1 | ||||||||||
44,700 | @,L | Cloudera, Inc. | 716,094 | 0.1 | ||||||||||
55,300 | Cohu, Inc. | 870,422 | 0.1 | |||||||||||
27,900 | @ | Commvault Systems, Inc. | 1,574,955 | 0.2 | ||||||||||
75,502 | @ | CoreLogic, Inc. | 3,275,277 | 0.4 | ||||||||||
16,500 | @ | Cornerstone OnDemand, Inc. | 589,875 | 0.1 |
See Accompanying Notes to Financial Statements
68 |
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Information Technology: (continued) | ||||||||||||||
10,900 | @ | Coupa Software, Inc. | 315,882 | 0.0 | ||||||||||
181,731 | L | Cypress Semiconductor Corp. | 2,480,628 | 0.3 | ||||||||||
20,500 | @ | Euronet Worldwide, Inc. | 1,791,085 | 0.2 | ||||||||||
57,400 | @ | Everi Holdings, Inc. | 417,872 | 0.1 | ||||||||||
4,300 | EVERTEC, Inc. | 74,390 | 0.0 | |||||||||||
407,300 | @ | Extreme Networks, Inc. | 3,755,306 | 0.5 | ||||||||||
37,500 | @,L | Fitbit, Inc. | 199,125 | 0.0 | ||||||||||
33,200 | @ | Five9, Inc. | 714,464 | 0.1 | ||||||||||
89,686 | @,L | GrubHub, Inc. | 3,910,310 | 0.5 | ||||||||||
64,755 | @ | Guidewire Software, Inc. | 4,449,316 | 0.6 | ||||||||||
38,631 | @ | Imperva, Inc. | 1,848,493 | 0.3 | ||||||||||
55,900 | @ | Insight Enterprises, Inc. | 2,235,441 | 0.3 | ||||||||||
73,750 | @ | Instructure, Inc. | 2,175,625 | 0.3 | ||||||||||
193,200 | IXYS Corp. | 3,178,140 | 0.4 | |||||||||||
800 | @ | Kemet Corp. | 10,240 | 0.0 | ||||||||||
53,075 | @ | Kimball Electronics, Inc. | 958,004 | 0.1 | ||||||||||
183,300 | @ | Limelight Networks, Inc. | 529,737 | 0.1 | ||||||||||
4,500 | Littelfuse, Inc. | 742,500 | 0.1 | |||||||||||
65,549 | @ | Manhattan Associates, Inc. | 3,150,285 | 0.4 | ||||||||||
15,600 | Methode Electronics, Inc. | 642,720 | 0.1 | |||||||||||
19,681 | @ | MicroStrategy, Inc. | 3,772,257 | 0.5 | ||||||||||
4,900 | @,L | MuleSoft, Inc. | 122,206 | 0.0 | ||||||||||
8,700 | @ | Nanometrics, Inc. | 220,023 | 0.0 | ||||||||||
24,800 | @,L | Okta, Inc. | 565,440 | 0.1 | ||||||||||
38,600 | @ | Planet Payment, Inc. | 127,380 | 0.0 | ||||||||||
15,700 | @ | Plexus Corp. | 825,349 | 0.1 | ||||||||||
110,948 | @ | Q2 Holdings, Inc. | 4,099,529 | 0.5 | ||||||||||
4,700 | QAD, Inc. | 150,635 | 0.0 | |||||||||||
5,600 | @ | Qualys, Inc. | 228,480 | 0.0 | ||||||||||
10,900 | @ | RealPage, Inc. | 391,855 | 0.1 | ||||||||||
55,800 | @ | RingCentral, Inc. | 2,039,490 | 0.3 | ||||||||||
12,800 | @ | Rudolph Technologies, Inc. | 292,480 | 0.0 | ||||||||||
107,300 | @ | Sanmina Corp. | 4,088,130 | 0.5 | ||||||||||
32,100 | @ | Sigma Designs, Inc. | 187,785 | 0.0 | ||||||||||
48,354 | @ | Splunk, Inc. | 2,750,859 | 0.4 | ||||||||||
26,000 | @ | Sykes Enterprises, Inc. | 871,780 | 0.1 | ||||||||||
40,235 | @ | Tableau Software, Inc. | 2,465,198 | 0.3 | ||||||||||
46,000 | @ | Take-Two Interactive Software, Inc. | 3,375,480 | 0.5 | ||||||||||
17,400 | @ | Tech Data Corp. | 1,757,400 | 0.2 | ||||||||||
66,700 | @ | Tintri, Inc. | 484,909 | 0.1 | ||||||||||
192,300 | TiVo Corp. | 3,586,395 | 0.5 | |||||||||||
267,500 | Travelport Worldwide Ltd. | 3,680,800 | 0.5 | |||||||||||
23,060 | @ | Tyler Technologies, Inc. | 4,050,950 | 0.5 | ||||||||||
148,300 | @ | Ultra Clean Holdings, Inc. | 2,780,625 | 0.4 | ||||||||||
184,720 | @,L | Unisys Corp. | 2,364,416 | 0.3 | ||||||||||
30,300 | @ | Xcerra Corp. | 296,031 | 0.0 | ||||||||||
33,400 | @,L | Yext, Inc. | 445,222 | 0.1 | ||||||||||
108,450,096 | 14.2 | |||||||||||||
Materials: 5.3% | ||||||||||||||
121,900 | @,L | AK Steel Holding Corp. | 800,883 | 0.1 | ||||||||||
107,352 | Aptargroup, Inc. | 9,324,595 | 1.2 | |||||||||||
22,316 | @ | Berry Plastics Group, Inc. | 1,272,235 | 0.2 | ||||||||||
24,600 | @ | Boise Cascade Co. | 747,840 | 0.1 | ||||||||||
25,200 | Chemours Co. | 955,584 | 0.1 | |||||||||||
97,800 | @,L | Cliffs Natural Resources, Inc. | 676,776 | 0.1 | ||||||||||
10,500 | Commercial Metals Co. | 204,015 | 0.0 | |||||||||||
76,546 | @ | Crown Holdings, Inc. | 4,566,734 | 0.6 | ||||||||||
33,400 | FutureFuel Corp. | 504,006 | 0.1 | |||||||||||
120,181 | @ | GCP Applied Technologies, Inc. | 3,665,521 | 0.5 | ||||||||||
40,900 | Graphic Packaging Holding Co. | 563,602 | 0.1 | |||||||||||
33,000 | Innophos Holdings, Inc. | 1,446,720 | 0.2 | |||||||||||
2,500 | Innospec, Inc. | 163,875 | 0.0 | |||||||||||
43,800 | @ | Louisiana-Pacific Corp. | 1,056,018 | 0.1 | ||||||||||
23,400 | Minerals Technologies, Inc. | 1,712,880 | 0.2 | |||||||||||
26,300 | @ | Omnova Solutions, Inc. | 256,425 | 0.0 | ||||||||||
21,684 | Quaker Chemical Corp. | 3,149,167 | 0.4 | |||||||||||
8,000 | @ | Ryerson Holding Corp. | 79,200 | 0.0 | ||||||||||
36,000 | Schweitzer-Mauduit International, Inc. | 1,340,280 | 0.2 | |||||||||||
63,900 | Trinseo SA | 4,389,930 | 0.6 | |||||||||||
130,253 | Valvoline, Inc. | 3,089,601 | 0.4 | |||||||||||
20,400 | L | Warrior Met Coal, Inc. | 349,452 | 0.0 | ||||||||||
7,950 | Worthington Industries, Inc. | 399,249 | 0.1 | |||||||||||
40,714,588 | 5.3 | |||||||||||||
Real Estate: 6.6% | ||||||||||||||
8,377 | American Campus Communities, Inc. | 396,232 | 0.1 | |||||||||||
17,600 | Armada Hoffler Properties, Inc. | 227,920 | 0.0 | |||||||||||
273,700 | Ashford Hospitality Trust, Inc. | 1,664,096 | 0.2 | |||||||||||
29,800 | Bluerock Residential Growth REIT, Inc. | 384,122 | 0.1 | |||||||||||
16,700 | Chatham Lodging Trust | 335,503 | 0.0 | |||||||||||
14,900 | Chesapeake Lodging Trust | 364,603 | 0.1 | |||||||||||
2,000 | CorEnergy Infrastructure Trust, Inc. | 67,180 | 0.0 | |||||||||||
16,400 | Coresite Realty Corp. | 1,697,892 | 0.2 | |||||||||||
52,121 | Cousins Properties, Inc. | 458,144 | 0.1 | |||||||||||
4,600 | CyrusOne, Inc. | 256,450 | 0.0 | |||||||||||
15,656 | DCT Industrial Trust, Inc. | 836,657 | 0.1 | |||||||||||
30,200 | DiamondRock Hospitality Co. | 330,690 | 0.0 | |||||||||||
16,800 | DuPont Fabros Technology, Inc. | 1,027,488 | 0.1 | |||||||||||
9,700 | Easterly Government Properties, Inc. | 203,215 | 0.0 | |||||||||||
56,125 | EastGroup Properties, Inc. | 4,703,275 | 0.6 | |||||||||||
14,800 | Education Realty Trust, Inc. | 573,500 | 0.1 | |||||||||||
2,700 | EPR Properties | 194,049 | 0.0 | |||||||||||
79,875 | First Industrial Realty Trust, Inc. | 2,286,023 | 0.3 | |||||||||||
47,200 | @ | Forestar Group, Inc. | 809,480 | 0.1 | ||||||||||
5,800 | Franklin Street Properties Corp. | 64,264 | 0.0 | |||||||||||
9,700 | Government Properties Income Trust | 177,607 | 0.0 | |||||||||||
102,833 | HFF, Inc. | 3,575,503 | 0.5 | |||||||||||
13,500 | Highwoods Properties, Inc. | 684,585 | 0.1 | |||||||||||
10,000 | Hudson Pacific Properties, Inc. | 341,900 | 0.1 |
See Accompanying Notes to Financial Statements
69 |
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Real Estate: (continued) | ||||||||||||||
15,500 | @ | InfraREIT, Inc. | 296,825 | 0.0 | ||||||||||
113,710 | National Retail Properties, Inc. | 4,446,061 | 0.6 | |||||||||||
13,100 | New Senior Investment Group, Inc. | 131,655 | 0.0 | |||||||||||
39,017 | NexPoint Residential Trust, Inc. | 971,133 | 0.1 | |||||||||||
126,778 | Outfront Media, Inc. | 2,931,107 | 0.4 | |||||||||||
6,715 | Parkway, Inc. | 153,706 | 0.0 | |||||||||||
16,600 | Preferred Apartment Communities, Inc. | 261,450 | 0.0 | |||||||||||
3,100 | PS Business Parks, Inc. | 410,409 | 0.1 | |||||||||||
5,200 | Ramco-Gershenson Properties | 67,080 | 0.0 | |||||||||||
120,287 | Realogy Holdings Corp. | 3,903,313 | 0.5 | |||||||||||
72,400 | Retail Opportunity Investments Corp. | 1,389,356 | 0.2 | |||||||||||
41,200 | Rexford Industrial Realty, Inc. | 1,130,528 | 0.2 | |||||||||||
207,607 | RLJ Lodging Trust | 4,125,151 | 0.5 | |||||||||||
89,800 | Summit Hotel Properties, Inc. | 1,674,770 | 0.2 | |||||||||||
4,800 | Sun Communities, Inc. | 420,912 | 0.1 | |||||||||||
70,003 | Sunstone Hotel Investors, Inc. | 1,128,448 | 0.2 | |||||||||||
145,750 | The Geo Group, Inc. | 4,309,828 | 0.6 | |||||||||||
42,000 | Xenia Hotels & Resorts, Inc. | 813,540 | 0.1 | |||||||||||
50,225,650 | 6.6 | |||||||||||||
Telecommunication Services: 0.0% | ||||||||||||||
13,500 | IDT Corp. | 193,995 | 0.0 | |||||||||||
Utilities: 3.0% | ||||||||||||||
97,600 | @ | Atlantic Power Corp. | 234,240 | 0.0 | ||||||||||
4,400 | L | Consolidated Water Co., Ltd. | 54,560 | 0.0 | ||||||||||
27,000 | @ | Dynegy, Inc. | 223,290 | 0.0 | ||||||||||
2,900 | El Paso Electric Co. | 149,930 | 0.0 | |||||||||||
10,400 | Idacorp, Inc. | 887,640 | 0.1 | |||||||||||
6,300 | MGE Energy, Inc. | 405,405 | 0.1 | |||||||||||
24,900 | New Jersey Resources Corp. | 988,530 | 0.1 | |||||||||||
79,983 | NorthWestern Corp. | 4,880,563 | 0.7 | |||||||||||
20,100 | Ormat Technologies, Inc. | 1,179,468 | 0.2 | |||||||||||
186,545 | Portland General Electric Co. | 8,523,241 | 1.1 | |||||||||||
23,200 | Southwest Gas Holdings, Inc. | 1,694,992 | 0.2 | |||||||||||
149,400 | L | Spark Energy, Inc. | 2,808,720 | 0.4 | ||||||||||
8,800 | WGL Holdings, Inc. | 734,184 | 0.1 | |||||||||||
22,764,763 | 3.0 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $570,150,087) | 739,090,152 | 96.8 | ||||||||||||
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 9.7% | ||||||||||||||
Securities Lending Collateralcc: 5.7% | ||||||||||||||
1,390,998 | BNP Paribas S.A., Repurchase Agreement dated 06/30/17, 1.11%, due 07/03/17 (Repurchase Amount $1,391,125, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $1,418,818, due 07/28/17-09/09/49) | 1,390,998 | 0.2 | |||||||||||
10,297,858 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $10,298,831, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $10,503,815, due 07/15/17-05/20/67) | 10,297,858 | 1.4 | |||||||||||
10,297,858 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $10,298,831, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $10,503,815, due 07/13/17-12/01/51) | 10,297,858 | 1.3 | |||||||||||
1,693,151 | HSBC Securities USA, Repurchase Agreement dated 06/30/17, 1.06%, due 07/03/17 (Repurchase Amount $1,693,299, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.250%, Market Value plus accrued interest $1,727,017, due 07/15/17-01/15/37) | 1,693,151 | 0.2 |
See Accompanying Notes to Financial Statements
70 |
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Securities Lending Collateralcc: (continued) | ||||||||||||||
831,600 | Jefferies LLC, Repurchase Agreement dated 06/30/17, 1.25%, due 07/03/17 (Repurchase Amount $831,685, collateralized by various U.S. Government Agency Obligations, 0.000%-7.125%, Market Value plus accrued interest $848,237, due 07/07/17-01/15/30) | 831,600 | 0.1 | |||||||||||
8,548,589 | Nomura Securities, Repurchase Agreement dated 06/30/17, 1.13%, due 07/03/17 (Repurchase Amount $8,549,383, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $8,719,561, due 07/10/17-06/20/67) | 8,548,589 | 1.1 | |||||||||||
10,297,900 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/17, 1.30%, due 07/03/17 (Repurchase Amount $10,299,000, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $10,503,828, due 01/15/19-02/15/46) | 10,297,900 | 1.4 | |||||||||||
43,357,954 | 5.7 | |||||||||||||
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 4.0% | ||||||||||||||
31,022,594 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.860%†† | |||||||||||||
(Cost $31,022,594) | 31,022,594 | 4.0 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $74,380,548) | 74,380,548 | 9.7 | ||||||||||||
Total Investments in Securities (Cost $644,530,635) | $ | 813,470,700 | 106.5 | |||||||||||
Liabilities in Excess of Other Assets | (49,779,179 | ) | (6.5 | ) | ||||||||||
Net Assets | $ | 763,691,521 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2017. |
@ | Non-income producing security. |
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 June 30, 2017. |
Cost for federal income tax purposes is $647,437,957. | |
Net unrealized appreciation consists of: |
Gross Unrealized Appreciation | $ | 189,352,502 | ||
Gross Unrealized Depreciation | (23,319,759 | ) | ||
Net Unrealized Appreciation | $ | 166,032,743 |
See Accompanying Notes to Financial Statements
71 |
VY® Templeton Global Growth Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 95.8% | ||||||||||||||
Canada: 2.5% | ||||||||||||||
119,550 | Barrick Gold Corp. | 1,902,040 | 1.0 | |||||||||||
14,900 | Cenovus Energy, Inc. | 109,843 | 0.0 | |||||||||||
85,500 | @ | Husky Energy, Inc. | 970,512 | 0.5 | ||||||||||
94,595 | Wheaton Precious Metals Corp. | 1,879,062 | 1.0 | |||||||||||
4,861,457 | 2.5 | |||||||||||||
China: 4.7% | ||||||||||||||
13,660 | @ | Baidu, Inc. ADR | 2,443,227 | 1.2 | ||||||||||
873,000 | China Life Insurance Co., Ltd. | 2,667,938 | 1.4 | |||||||||||
88,500 | China Mobile Ltd. | 938,260 | 0.5 | |||||||||||
11,144 | L | China Telecom Corp., Ltd. ADR | 534,132 | 0.3 | ||||||||||
1,754,000 | China Telecom Corp., Ltd. | 832,910 | 0.4 | |||||||||||
2,054,100 | Kunlun Energy Co. Ltd. | 1,741,418 | 0.9 | |||||||||||
9,157,885 | 4.7 | |||||||||||||
France: 5.0% | ||||||||||||||
109,578 | AXA S.A. | 3,000,619 | 1.5 | |||||||||||
34,260 | BNP Paribas | 2,466,476 | 1.3 | |||||||||||
133,030 | Credit Agricole SA | 2,142,899 | 1.1 | |||||||||||
20,366 | Sanofi | 1,951,474 | 1.0 | |||||||||||
12,900 | Veolia Environnement | 272,920 | 0.1 | |||||||||||
9,834,388 | 5.0 | |||||||||||||
Germany: 4.7% | ||||||||||||||
62,096 | Deutsche Lufthansa AG | 1,415,143 | 0.7 | |||||||||||
59,200 | # | Innogy SE | 2,329,908 | 1.2 | ||||||||||
18,320 | Merck KGaA | 2,216,701 | 1.1 | |||||||||||
37,522 | Metro AG | 1,267,576 | 0.6 | |||||||||||
14,940 | Siemens AG | 2,055,061 | 1.1 | |||||||||||
9,284,389 | 4.7 | |||||||||||||
Hong Kong: 0.2% | ||||||||||||||
398,000 | Value Partners Group Ltd. | 362,277 | 0.2 | |||||||||||
Indonesia: 0.1% | ||||||||||||||
217,500 | Matahari Department Store Tbk PT | 231,305 | 0.1 | |||||||||||
Ireland: 0.6% | ||||||||||||||
12,340 | Medtronic PLC | 1,095,175 | 0.6 | |||||||||||
Israel: 2.1% | ||||||||||||||
124,963 | Teva Pharmaceutical Industries Ltd. ADR | 4,151,271 | 2.1 | |||||||||||
Italy: 1.5% | ||||||||||||||
190,871 | ENI S.p.A. | 2,868,392 | 1.5 | |||||||||||
Japan: 4.6% | ||||||||||||||
239,400 | Nissan Motor Co., Ltd. | 2,390,393 | 1.2 | |||||||||||
189,000 | Panasonic Corp. | 2,575,174 | 1.3 | |||||||||||
2,700 | Ryohin Keikaku Co., Ltd. | 675,758 | 0.4 | |||||||||||
34,300 | SoftBank Group Corp. | 2,788,252 | 1.4 | |||||||||||
38,000 | Sumitomo Metal Mining Co., Ltd. | 507,911 | 0.3 | |||||||||||
8,937,488 | 4.6 | |||||||||||||
Luxembourg: 0.5% | ||||||||||||||
40,948 | @ | SES S.A. - Luxembourg | 959,287 | 0.5 | ||||||||||
Netherlands: 5.0% | ||||||||||||||
352,179 | Aegon NV | 1,802,424 | 0.9 | |||||||||||
28,514 | L | Akzo Nobel NV | 2,479,828 | 1.2 | ||||||||||
28,524 | QIAGEN NV | 949,102 | 0.5 | |||||||||||
173,310 | Royal Dutch Shell PLC - Class B | 4,652,776 | 2.4 | |||||||||||
9,884,130 | 5.0 | |||||||||||||
Portugal: 1.1% | ||||||||||||||
146,520 | Galp Energia SGPS SA | 2,220,334 | 1.1 | |||||||||||
Russia: 0.5% | ||||||||||||||
75,573 | MMC Norilsk Nickel PJSC ADR | 1,037,617 | 0.5 | |||||||||||
Singapore: 2.6% | ||||||||||||||
139,980 | DBS Group Holdings Ltd. | 2,106,808 | 1.1 | |||||||||||
1,090,300 | Singapore Telecommunications Ltd. | 3,079,095 | 1.5 | |||||||||||
5,185,903 | 2.6 | |||||||||||||
South Korea: 5.6% | ||||||||||||||
19,456 | Hyundai Motor Co. | 2,712,656 | 1.4 | |||||||||||
52,885 | KB Financial Group, Inc. | 2,670,177 | 1.4 | |||||||||||
2,688 | Samsung Electronics Co., Ltd. | 5,598,625 | 2.8 | |||||||||||
10,981,458 | 5.6 | |||||||||||||
Spain: 0.8% | ||||||||||||||
158,723 | Telefonica S.A. | 1,643,043 | 0.8 | |||||||||||
Sweden: 2.2% | ||||||||||||||
122,730 | Getinge AB | 2,403,822 | 1.2 | |||||||||||
270,096 | Telefonaktiebolaget LM Ericsson | 1,942,025 | 1.0 | |||||||||||
4,345,847 | 2.2 | |||||||||||||
Switzerland: 2.3% | ||||||||||||||
9,160 | Roche Holding AG | 2,340,517 | 1.2 | |||||||||||
123,019 | UBS Group AG | 2,092,047 | 1.1 | |||||||||||
4,432,564 | 2.3 | |||||||||||||
Thailand: 1.0% | ||||||||||||||
276,600 | Bangkok Bank PCL | 1,505,193 | 0.7 | |||||||||||
92,400 | Bangkok Bank PCL - Foreign Reg | 535,468 | 0.3 | |||||||||||
2,040,661 | 1.0 | |||||||||||||
Turkey: 0.5% | ||||||||||||||
115,172 | Turkcell Iletisim Hizmet AS ADR | 944,410 | 0.5 | |||||||||||
United Kingdom: 10.6% | ||||||||||||||
319,349 | BAE Systems PLC | 2,636,329 | 1.4 | |||||||||||
636,086 | Barclays PLC | 1,682,311 | 0.9 | |||||||||||
552,759 | BP PLC | 3,190,637 | 1.6 | |||||||||||
215,161 | Sky PLC | 2,786,594 | 1.4 | |||||||||||
5,345 | CRH PLC - London | 190,275 | 0.1 |
See Accompanying Notes to Financial Statements
72 |
VY® Templeton Global Growth Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
United Kingdom: (continued) | ||||||||||||||
317,510 | HSBC Holdings PLC (HKD) | 2,949,792 | 1.5 | |||||||||||
371,503 | Kingfisher PLC | 1,455,154 | 0.7 | |||||||||||
331,668 | Man Group PLC | 669,267 | 0.3 | |||||||||||
360,607 | @ | Standard Chartered PLC | 3,652,322 | 1.9 | ||||||||||
189,549 | @ | Tesco PLC | 417,319 | 0.2 | ||||||||||
402,465 | Vodafone Group PLC | 1,142,988 | 0.6 | |||||||||||
20,772,988 | 10.6 | |||||||||||||
United States: 37.1% | ||||||||||||||
54,970 | American International Group, Inc. | 3,436,725 | 1.7 | |||||||||||
15,251 | Allergan plc | 3,707,366 | 1.9 | |||||||||||
22,320 | Ally Financial, Inc. | 466,488 | 0.2 | |||||||||||
3,350 | @ | Alphabet, Inc. - Class A | 3,114,428 | 1.6 | ||||||||||
22,230 | AmerisourceBergen Corp. | 2,101,402 | 1.1 | |||||||||||
21,570 | Amgen, Inc. | 3,715,001 | 1.9 | |||||||||||
30,910 | Apache Corp. | 1,481,516 | 0.8 | |||||||||||
23,400 | Apple, Inc. | 3,370,068 | 1.7 | |||||||||||
27,060 | Capital One Financial Corp. | 2,235,697 | 1.1 | |||||||||||
27,210 | Cardinal Health, Inc. | 2,120,203 | 1.1 | |||||||||||
8,400 | @ | Celgene Corp. | 1,090,908 | 0.6 | ||||||||||
71,590 | Cisco Systems, Inc. | 2,240,767 | 1.1 | |||||||||||
76,790 | Citigroup, Inc. | 5,135,715 | 2.6 | |||||||||||
83,120 | Comcast Corp. – Class A | 3,235,030 | 1.6 | |||||||||||
50,190 | ConocoPhillips | 2,206,352 | 1.1 | |||||||||||
32,100 | Coty, Inc - Class A | 602,196 | 0.3 | |||||||||||
12,781 | DXC Technology Co. | 980,558 | 0.5 | |||||||||||
33,630 | Eli Lilly & Co. | 2,767,749 | 1.4 | |||||||||||
11,890 | @ | First Solar, Inc. | 474,173 | 0.2 | ||||||||||
39,750 | Gilead Sciences, Inc. | 2,813,505 | 1.4 | |||||||||||
30,470 | Halliburton Co. | 1,301,374 | 0.7 | |||||||||||
2,700 | Helmerich & Payne, Inc. | 146,718 | 0.1 | |||||||||||
10,815 | Hewlett Packard Enterprise Co. | 179,421 | 0.1 | |||||||||||
20,710 | JPMorgan Chase & Co. | 1,892,894 | 1.0 | |||||||||||
42,710 | Microsoft Corp. | 2,944,000 | 1.5 | |||||||||||
91,170 | @ | Navistar International Corp. | 2,391,389 | 1.2 | ||||||||||
12,094 | @,L | Netscout Systems, Inc. | 416,034 | 0.2 | ||||||||||
54,700 | @,L | Nutanix, Inc. | 1,102,205 | 0.6 | ||||||||||
119,970 | Oracle Corp. | 6,015,296 | 3.1 | |||||||||||
26,740 | Perrigo Co. PLC | 2,019,405 | 1.0 | |||||||||||
30,883 | SunTrust Banks, Inc. | 1,751,684 | 0.9 | |||||||||||
67,330 | Twenty-First Century Fox, Inc. - Class A | 1,908,132 | 1.0 | |||||||||||
13,740 | United Parcel Service, Inc. - Class B | 1,519,507 | 0.8 | |||||||||||
24,000 | Walgreens Boots Alliance, Inc. | 1,879,440 | 1.0 | |||||||||||
72,763,346 | 37.1 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $163,844,846) | 187,995,615 | 95.8 | ||||||||||||
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 0.7% | ||||||||||||||
United States: 0.7% | ||||||||||||||
1,291,000 | # | Chesapeake Energy Corp., 8.000%, 12/15/22 | 1,370,074 | 0.7 | ||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $1,225,119) | 1,370,074 | 0.7 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $165,069,965) | 189,365,689 | 96.5 | ||||||||||||
SHORT-TERM INVESTMENTS: 4.1% | ||||||||||||||
U.S. Government Agency Obligations: 3.4% | ||||||||||||||
6,800,000 | Federal Home Loan Bank Discount Notes, 0.433%, 07/03/17 | |||||||||||||
(Cost $6,799,754) | 6,800,000 | 3.4 | ||||||||||||
Securities Lending Collateralcc: 0.7% | ||||||||||||||
57,260 | BNP Paribas S.A., Repurchase Agreement dated 06/30/17, 1.11%, due 07/03/17 (Repurchase Amount $57,265, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $58,405, due 07/28/17-09/09/49) | 57,260 | 0.0 | |||||||||||
1,000,000 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $1,000,095, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $1,020,000, due 07/15/17-05/20/67) | 1,000,000 | 0.5 | |||||||||||
199,731 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $199,750, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $203,726, due 07/13/17-12/01/51) | 199,731 | 0.1 |
See Accompanying Notes to Financial Statements
73 |
VY® Templeton Global Growth Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Securities Lending Collateralcc: (continued) | ||||||||||||||
69,699 | HSBC Securities USA, Repurchase Agreement dated 06/30/17, 1.06%, due 07/03/17 (Repurchase Amount $69,705, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-7.250%, Market Value plus accrued interest $71,093, due 07/15/17-01/15/37) | 69,699 | 0.1 | |||||||||||
34,233 | Jefferies LLC, Repurchase Agreement dated 06/30/17, 1.25%, due 07/03/17 (Repurchase Amount $34,237, collateralized by various U.S. Government Agency Obligations, 0.000%-7.125%, Market Value plus accrued interest $34,918, due 07/07/17-01/15/30) | 34,233 | 0.0 | |||||||||||
1,360,923 | 0.7 | |||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $8,160,677) | 8,160,923 | 4.1 | ||||||||||||
Total Investments in Securities (Cost $173,230,642) | $ | 197,526,612 | 100.6 | |||||||||||
Liabilities in Excess of Other Assets | (1,251,339 | ) | (0.6 | ) | ||||||||||
Net Assets | $ | 196,275,273 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
@ | Non-income producing security. |
ADR | American Depositary Receipt |
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 June 30, 2017. |
Cost for federal income tax purposes is $173,829,513. | |
Net unrealized appreciation consists of: |
Gross Unrealized Appreciation | $ | 36,576,322 | ||
Gross Unrealized Depreciation | (12,879,223 | ) | ||
Net Unrealized Appreciation | $ | 23,697,099 |
See Accompanying Notes to Financial Statements
74 |
VY® BlackRock Inflation Protected Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 23.9% | ||||||||||||||
Consumer, Cyclical: 1.1% | ||||||||||||||
845,000 | American Honda Finance Corp., 2.000%, 02/14/20 | 847,115 | 0.2 | |||||||||||
370,000 | # | BMW US Capital LLC, 1.500%, 04/11/19 | 368,649 | 0.1 | ||||||||||
795,000 | # | BMW US Capital LLC, 2.150%, 04/06/20 | 799,236 | 0.2 | ||||||||||
530,000 | # | Nissan Motor Acceptance Corp., 1.550%, 09/13/19 | 524,227 | 0.1 | ||||||||||
755,000 | # | Nissan Motor Acceptance Corp., 2.250%, 01/13/20 | 757,077 | 0.1 | ||||||||||
960,000 | # | Nissan Motor Acceptance Corp., 2.000%, 03/08/19 | 961,003 | 0.2 | ||||||||||
885,000 | PACCAR Financial Corp., 1.300%, 05/10/19 | 878,232 | 0.2 | |||||||||||
5,135,539 | 1.1 | |||||||||||||
Consumer, Non-cyclical: 1.7% | ||||||||||||||
2,200,000 | Gilead Sciences, Inc., 1.850%, 09/04/18 | 2,205,617 | 0.5 | |||||||||||
3,000,000 | Gilead Sciences, Inc., 2.350%, 02/01/20 | 3,029,562 | 0.7 | |||||||||||
2,545,000 | Medtronic Global Holdings SCA, 1.700%, 03/28/19 | 2,547,351 | 0.5 | |||||||||||
7,782,530 | 1.7 | |||||||||||||
Energy: 0.1% | ||||||||||||||
615,000 | Shell International Finance BV, 1.375%, 09/12/19 | 610,739 | 0.1 | |||||||||||
Financial: 18.4% | ||||||||||||||
595,000 | # | AIG Global Funding, 2.150%, 07/02/20 | 594,786 | 0.1 | ||||||||||
1,385,000 | American Express Credit Corp., 2.200%, 03/03/20 | 1,392,016 | 0.3 | |||||||||||
3,000,000 | Australia & New Zealand Banking Group Ltd./New York NY, 2.050%, 09/23/19 | 3,002,439 | 0.7 | |||||||||||
4,250,000 | Bank of America NA, 2.050%, 12/07/18 | 4,270,715 | 0.9 | |||||||||||
1,500,000 | Bank of New York Mellon Corp./The, 2.150%, 02/24/20 | 1,509,108 | 0.3 | |||||||||||
2,850,000 | Bank of Nova Scotia/The, 2.050%, 06/05/19 | 2,858,111 | 0.6 | |||||||||||
2,000,000 | BNP Paribas SA, 2.400%, 12/12/18 | 2,017,424 | 0.4 | |||||||||||
5,000,000 | Branch Banking & Trust Co., 1.450%, 05/10/19 | 4,962,695 | 1.1 | |||||||||||
3,700,000 | Branch Banking & Trust Co., 2.300%, 10/15/18 | 3,724,294 | 0.8 | |||||||||||
250,000 | Citibank NA, 1.728%, 06/12/20 | 250,744 | 0.1 | |||||||||||
2,080,000 | Citibank NA, 2.000%, 03/20/19 | 2,088,335 | 0.5 | |||||||||||
1,860,000 | # | Commonwealth Bank of Australia, 2.250%, 03/10/20 | 1,864,600 | 0.4 | ||||||||||
4,000,000 | Credit Suisse AG/New York NY, 2.300%, 05/28/19 | 4,027,588 | 0.9 | |||||||||||
2,000,000 | # | Danske Bank A/S, 1.650%, 09/06/19 | 1,982,086 | 0.4 | ||||||||||
1,110,000 | Fifth Third Bank/Cincinnati OH, 1.625%, 09/27/19 | 1,099,578 | 0.2 | |||||||||||
3,000,000 | Fifth Third Bank/Cincinnati OH, 2.375%, 04/25/19 | 3,020,847 | 0.7 | |||||||||||
8,050,000 | JPMorgan Chase & Co., 2.350%, 01/28/19 | 8,113,418 | 1.8 | |||||||||||
325,000 | KeyBank NA/Cleveland OH, 1.600%, 08/22/19 | 322,706 | 0.1 | |||||||||||
2,000,000 | # | National Australia Bank Ltd., 2.250%, 07/01/19 | 2,012,976 | 0.4 | ||||||||||
700,000 | National Australia Bank Ltd./New York, 2.125%, 05/22/20 | 700,478 | 0.2 | |||||||||||
2,540,000 | # | New York Life Global Funding, 2.000%, 04/09/20 | 2,540,498 | 0.6 | ||||||||||
1,970,000 | # | Pricoa Global Funding I, 1.450%, 09/13/19 | 1,944,770 | 0.4 | ||||||||||
630,000 | # | Principal Life Global Funding II, 1.500%, 04/18/19 | 624,375 | 0.1 | ||||||||||
3,000,000 | Royal Bank of Canada, 1.500%, 07/29/19 | 2,977,983 | 0.7 | |||||||||||
2,000,000 | Skandinaviska Enskilda Banken AB, 1.500%, 09/13/19 | 1,978,118 | 0.4 | |||||||||||
250,000 | Sumitomo Mitsui Banking Corp., 1.762%, 10/19/18 | 249,707 | 0.1 | |||||||||||
2,000,000 | Sumitomo Mitsui Banking Corp., 2.450%, 01/16/20 | 2,012,974 | 0.4 | |||||||||||
1,510,000 | # | Sumitomo Mitsui Trust Bank Ltd, 2.050%, 03/06/19 | 1,510,409 | 0.3 | ||||||||||
2,000,000 | Svenska Handelsbanken AB, 2.250%, 06/17/19 | 2,012,136 | 0.4 | |||||||||||
2,500,000 | Toronto-Dominion Bank, 1.950%, 01/22/19 | 2,511,238 | 0.5 | |||||||||||
295,000 | # | UBS AG/London, 2.200%, 06/08/20 | 295,424 | 0.1 | ||||||||||
3,200,000 | UBS AG/Stamford CT, 2.350%, 03/26/20 | 3,220,032 | 0.7 | |||||||||||
4,700,000 | US Bank NA/Cincinnati OH, 2.000%, 01/24/20 | 4,721,634 | 1.0 | |||||||||||
700,000 | Wells Fargo & Co., 2.150%, 01/15/19 | 703,685 | 0.2 | |||||||||||
2,215,000 | Wells Fargo Bank NA, 1.750%, 05/24/19 | 2,211,401 | 0.5 | |||||||||||
3,500,000 | Wells Fargo Bank NA, 2.150%, 12/06/19 | 3,517,612 | 0.8 | |||||||||||
1,255,000 | Westpac Banking Corp., 1.600%, 08/19/19 | 1,245,693 | 0.3 | |||||||||||
84,092,633 | 18.4 | |||||||||||||
Industrial: 0.3% | ||||||||||||||
635,000 | John Deere Capital Corp., 1.950%, 06/22/20 | 636,940 | 0.1 | |||||||||||
795,000 | # | Siemens Financieringsmaatschappij NV, 2.200%, 03/16/20 | 800,980 | 0.2 | ||||||||||
1,437,920 | 0.3 |
See Accompanying Notes to Financial Statements
75 |
VY® BlackRock Inflation Protected Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Technology: 1.4% | ||||||||||||||
2,000,000 | Oracle Corp., 2.250%, 10/08/19 | 2,025,398 | 0.4 | |||||||||||
4,355,000 | Qualcomm, Inc., 1.850%, 05/20/19 | 4,366,306 | 1.0 | |||||||||||
6,391,704 | 1.4 | |||||||||||||
Utilities: 0.9% | ||||||||||||||
3,700,000 | Duke Energy Carolinas LLC, 7.000%, 11/15/18 | 3,963,566 | 0.9 | |||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $109,376,210) | 109,414,631 | 23.9 | ||||||||||||
FOREIGN GOVERNMENT BONDS: 5.0% | ||||||||||||||
EUR | 835,000 | # | French Republic Government Bond OAT, 2.000%, 05/25/48 | 986,920 | 0.2 | |||||||||
EUR | 605,900 | Hellenic Republic Government Bond, 26.070%, 10/15/42 | 1,817 | 0.0 | ||||||||||
2,120,000 | Israel Government AID Bond, 5.500%, 12/04/23 | 2,522,293 | 0.5 | |||||||||||
2,500,000 | Israel Government AID Bond, 5.500%, 04/26/24 | 2,986,323 | 0.7 | |||||||||||
EUR | 1,886,392 | Italy Buoni Poliennali Del Tesoro, 1.250%, 10/27/20 | 2,262,791 | 0.5 | ||||||||||
EUR | 6,073,777 | Italy Buoni Poliennali Del Tesoro, 1.650%, 04/23/20 | 7,274,324 | 1.6 | ||||||||||
EUR | 1,195,000 | # | Italy Buoni Poliennali Del Tesoro, 2.700%, 03/01/47 | 1,219,171 | 0.3 | |||||||||
NZD | 2,055,000 | New Zealand Government Bond, 2.500%, 09/20/35 | 1,628,046 | 0.4 | ||||||||||
NZD | 2,904,000 | New Zealand Government Bond, 3.000%, 09/20/30 | 2,490,360 | 0.5 | ||||||||||
EUR | 607,000 | # | Spain Government Bond, 5.150%, 10/31/44 | 1,008,843 | 0.2 | |||||||||
GBP | 202,611 | United Kingdom Gilt Inflation Linked, 0.125%, 11/22/65 | 583,982 | 0.1 | ||||||||||
Total Foreign Government Bonds | ||||||||||||||
(Cost $22,187,323) | 22,964,870 | 5.0 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 53.4% | ||||||||||||||
Treasury Inflation Indexed Protected Securities: 53.4% | ||||||||||||||
21,265,479 | 0.125%, due 04/15/22 | 21,170,316 | 4.6 | |||||||||||
8,130,350 | 0.125%, due 07/15/24 | 7,989,028 | 1.8 | |||||||||||
13,307,465 | 0.125%, due 07/15/26 | 12,841,465 | 2.8 | |||||||||||
17,906,631 | 0.250%, due 01/15/25 | 17,594,626 | 3.8 | |||||||||||
12,022,859 | 0.375%, due 07/15/25 | 11,937,016 | 2.6 | |||||||||||
6,868,252 | 0.375%, due 01/15/27 | 6,748,387 | 1.5 | |||||||||||
16,103,200 | 0.625%, due 01/15/26 | 16,212,316 | 3.5 | |||||||||||
2,564,350 | 0.625%, due 02/15/43 | 2,363,394 | 0.5 | |||||||||||
12,428,168 | 0.750%, due 02/15/42 | 11,845,598 | 2.6 | |||||||||||
7,642,624 | 0.750%, due 02/15/45 | 7,180,872 | 1.6 | |||||||||||
6,174,052 | 0.875%, due 02/15/47 | 5,997,968 | 1.3 | |||||||||||
7,889,564 | 1.000%, due 02/15/46 | 7,891,489 | 1.7 | |||||||||||
10,240,094 | 1.375%, due 02/15/44 | 11,154,883 | 2.4 | |||||||||||
12,972,261 | S | 1.750%, due 01/15/28 | 14,468,935 | 3.2 | ||||||||||
6,474,160 | 2.000%, due 01/15/26 | 7,258,582 | 1.6 | |||||||||||
8,791,827 | 2.125%, due 02/15/40 | 10,948,946 | 2.4 | |||||||||||
8,224,467 | 2.125%, due 02/15/41 | 10,289,474 | 2.3 | |||||||||||
7,668,575 | 2.375%, due 01/15/25 | 8,739,054 | 1.9 | |||||||||||
8,247,629 | 2.375%, due 01/15/27 | 9,616,109 | 2.1 | |||||||||||
8,359,599 | 2.500%, due 01/15/29 | 10,059,541 | 2.2 | |||||||||||
3,967,488 | 3.375%, due 04/15/32 | 5,456,403 | 1.2 | |||||||||||
10,174,616 | 3.625%, due 04/15/28 | 13,301,886 | 2.9 | |||||||||||
9,873,560 | 3.875%, due 04/15/29 | 13,416,559 | 2.9 | |||||||||||
Total U.S. Treasury Obligations | ||||||||||||||
(Cost $245,852,730) | 244,482,847 | 53.4 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 14.3% | ||||||||||||||
Federal Home Loan Bank: 4.0% | ||||||||||||||
12,810,000 | 1.375%, due 02/18/21 | 12,677,544 | 2.8 | |||||||||||
5,255,000 | 2.875%, due 09/13/24 | 5,453,240 | 1.2 | |||||||||||
18,130,784 | 4.0 | |||||||||||||
Federal Home Loan Mortgage Corporation: 2.5%## | ||||||||||||||
1,515,000 | 1.375%, due 05/01/20 | 1,505,254 | 0.3 | |||||||||||
9,970,000 | 2.375%, due 01/13/22 | 10,185,073 | 2.2 | |||||||||||
11,690,327 | 2.5 | |||||||||||||
Federal National Mortgage Association: 5.7%## | ||||||||||||||
8,350,000 | 1.375%, due 02/26/21 | 8,251,103 | 1.8 | |||||||||||
10,140,000 | 1.875%, due 12/28/20 | 10,201,915 | 2.2 | |||||||||||
4,830,000 | 1.875%, due 09/24/26 | 4,586,177 | 1.0 | |||||||||||
3,120,000 | 2.625%, due 09/06/24 | 3,204,430 | 0.7 | |||||||||||
26,243,625 | 5.7 | |||||||||||||
Other U.S. Agency Obligations: 2.1% | ||||||||||||||
9,730,000 | 1.300%, due 12/14/18 | 9,722,936 | 2.1 | |||||||||||
Total U.S. Government Agency Obligations | ||||||||||||||
(Cost $65,401,512) | 65,787,672 | 14.3 |
# of Contracts | Value | Percentage of Net Assets | ||||||||||||
PURCHASED OPTIONS: 0.3% | ||||||||||||||
Exchange-Traded Options: 0.0% | ||||||||||||||
456 | @ | Call on U.S. Treasury 10-Year Note, Strike @ 127.000, Exp. 07/21/17 | 35,627 | 0.0 | ||||||||||
312 | @ | Call on U.S. Treasury 10-Year Note, Strike @ 126.500, Exp. 07/21/17 | 48,750 | 0.0 | ||||||||||
84,377 | 0.0 | |||||||||||||
Options on Currencies: 0.0% | ||||||||||||||
7,865,000 | @ | Call GBP vs. Put USD, Strike @ 1.340, Exp. 08/01/17 Counterparty: Deutsche Bank AG | 15,178 | 0.0 | ||||||||||
10,960,000 | @ | Call USD vs. Put JPY, Strike @ 115.000, Exp. 07/07/17 Counterparty: Deutsche Bank AG | 1,127 | 0.0 | ||||||||||
9,125,000 | @ | Call USD vs. Put MXN, Strike @ 19.000, Exp. 09/21/17 Counterparty: Deutsche Bank AG | 102,724 | 0.0 | ||||||||||
7,865,000 | @ | Put GBP vs. Call USD, Strike @ 1.248, Exp. 08/01/17 Counterparty: Goldman Sachs International | 5,125 | 0.0 | ||||||||||
124,154 | 0.0 |
See Accompanying Notes to Financial Statements
76 |
VY® BlackRock Inflation Protected Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (unaudited) (continued) |
# of Contracts | Value | Percentage of Net Assets | ||||||||||||
PURCHASED OPTIONS: (continued) | ||||||||||||||
OTC Interest Rate Swaptions: 0.3% | ||||||||||||||
10,100,000 | @ | Put on 20-year Interest Rate Swap, Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 2.500%, Exp. 06/08/22 Counterparty: Deutsche Bank AG | 592,350 | 0.1 | ||||||||||
1,700,000 | @ | Put on 30-year Interest Rate Swap, Receive a floating rate based on the 3-month USD-LIBOR and pay a fixed rate equal to 2.680%, Exp. 01/12/21 Counterparty: Deutsche Bank AG | 172,091 | 0.1 | ||||||||||
3,015,000 | @ | Put on 30-year Interest Rate Swap, Receive a floating rate based on the 3-month USD-LIBOR and pay a fixed rate equal to 3.040%, Exp. 06/17/19 Counterparty: Deutsche Bank AG | 134,363 | 0.0 | ||||||||||
2,995,000 | @ | Put on 30-year Interest Rate Swap, Receive a floating rate based on the 3-month USD-LIBOR and pay a fixed rate equal to 3.540%, Exp. 06/17/19 Counterparty: Deutsche Bank AG | 64,678 | 0.0 | ||||||||||
5,000,000 | @ | Put on 30-year Interest Rate Swap, Receive a floating rate based on the 3-month USD-LIBOR and pay a fixed rate equal to 4.000%, Exp. 11/21/17 Counterparty: Barclays Bank PLC | 461 | 0.0 | ||||||||||
14,800,000 | @ | Put on 5-year Interest Rate Swap, Receive a floating rate based on the 3-month USD-LIBOR and pay a fixed rate equal to 3.25%, Exp. 01/05/22 Counterparty: Deutsche Bank AG | 265,083 | 0.1 | ||||||||||
1,229,026 | 0.3 | |||||||||||||
Total Purchased Options | ||||||||||||||
(Cost $2,933,758) | 1,437,557 | 0.3 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $445,751,533) | 444,087,577 | 96.9 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 2.8% | ||||||||||||||
Corporate Bonds/Notes: 0.2% | ||||||||||||||
1,000,000 | # | Metropolitan Life Global Funding I, 1.500%, 01/10/18 | ||||||||||||
(Cost $999,060) | 999,825 | 0.2 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 2.6% | ||||||||||||||
11,810,638 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.860%†† | |||||||||||||
(Cost $11,810,638) | 11,810,638 | 2.6 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $12,809,698) | 12,810,463 | 2.8 | ||||||||||||
Total Investments in Securities (Cost $458,561,231) | $ | 456,898,040 | 99.7 | |||||||||||
Assets in Excess of Other Liabilities | 1,249,520 | 0.3 | ||||||||||||
Net Assets | $ | 458,147,560 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2017. |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
## | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
@ | Non-income producing security. |
S | All or a portion of this security has been pledged as collateral in connection with open futures contracts. Please refer to Note 2 for additional details. |
EUR | EU Euro |
GBP | British Pound |
NZD | New Zealand Dollar |
Cost for federal income tax purposes is $459,013,978.
Net unrealized depreciation consists of:
Gross Unrealized Appreciation | $ | 2,478,187 | ||
Gross Unrealized Depreciation | (4,594,125 | ) | ||
Net Unrealized Depreciation | $ | (2,115,938 | ) |
See Accompanying Notes to Financial Statements
77 |
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 Investors Trust
By | /s/ Shaun P. Mathews | |
Shaun P. Mathews | ||
President and Chief Executive Officer |
Date: September 6, 2017
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: September 6, 2017
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer |
Date: September 6, 2017