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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number: 811-05629
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: 1-800-992-0180
Date of fiscal year end: December 31
Date of reporting period: January 1, 2015 to June 30, 2015
Item 1. Reports to Stockholders.
The following is a copy of the report transmitted to stockholders pursuant to Rule 30e-1 under the Act (17 CFR 270.30e-1):
n | Voya Liquid Assets Portfolio | |
n | VY® Clarion Global Real Estate Portfolio | |
n | VY® FMR® Diversified Mid Cap Portfolio* | |
n | VY® Invesco Growth and Income Portfolio | |
n | VY® JPMorgan Emerging Markets Equity Portfolio | |
n | VY® Morgan Stanley Global Franchise Portfolio | |
n | VY® T. Rowe Price Capital Appreciation Portfolio | |
n | VY® T. Rowe Price Equity Income Portfolio | |
n | VY® T. Rowe Price International Stock Portfolio |
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. |
* | FMR is a registered service mark of FMR LLC. Used with permission. |
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 | 25 | |||||
Summary Portfolios of Investments | 44 | |||||
Advisory Contract Approval Discussion | 77 |
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.
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.
President and Chief Executive Officer
August 5, 2015
Index | Description | |||||
---|---|---|---|---|---|---|
Barclays High Yield Bond — 2% Issuer Constrained Composite Index | An unmanaged index that includes all fixed-income securities having a maximum quality rating of Ba1, a minimum amount outstanding of $150 million, and at least one year to maturity. | |||||
Barclays Long-Term U.S. Treasury Index | The Index includes all publicly issued, U.S. Treasury securities that have a remaining maturity of 10 or more years, are rated investment grade, and have $250 million or more of outstanding face value. | |||||
Barclays U.S. Aggregate Bond Index | An unmanaged index of publicly issued investment grade U.S. Government, mortgage-backed, asset-backed and corporate debt securities. | |||||
Barclays U.S. Corporate Investment Grade Bond Index | An unmanaged index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | |||||
Barclays U.S. Mortgage Backed Securities Index | The Index tracks agency mortgage backed pass-through securities (both fixed-rate and hybrid ARM) guaranteed by Ginnie Mae (GNMA), Fannie Mae (FNMA), and Freddie Mac (FHLMC). | |||||
Barclays U.S. Treasury Bond Index | A market capitalization-weighted index that measures the performance of public obligations of the U.S. Treasury that have a remaining maturity of one year or more. | |||||
MSCI Europe ex UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. | |||||
MSCI Japan® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. | |||||
MSCI UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. | |||||
MSCI World IndexSM | An unmanaged index that measures the performance of over 1,400 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | |||||
S&P 500® Index | An unmanaged index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. |
Actual Portfolio Return | Hypothetical (5% return before expenses) | ||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value January 1, 2015 | Ending Account Value June 30, 2015 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2015* | Beginning Account Value January 1, 2015 | Ending Account Value June 30, 2015 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2015* | ||||||||||||||||||||||||||||
Voya Liquid Assets Portfolio | |||||||||||||||||||||||||||||||||||
Class I | $ | 1,000.00 | $ | 1,000.00 | 0.21 | % | $ | 1.04 | $ | 1,000.00 | $ | 1,023.75 | 0.21 | % | $ | 1.05 | |||||||||||||||||||
Class S | 1,000.00 | 1,000.00 | 0.21 | 1.04 | 1,000.00 | 1,023.75 | 0.21 | 1.05 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,000.00 | 0.21 | 1.04 | 1,000.00 | 1,023.75 | 0.21 | 1.05 | |||||||||||||||||||||||||||
VY® Clarion Global Real Estate Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 961.80 | 1.49 | % | $ | 7.25 | $ | 1,000.00 | $ | 1,000.17 | 1.49 | % | $ | 7.39 | |||||||||||||||||||
Class I | 1,000.00 | 964.30 | 0.89 | 4.33 | 1,000.00 | 1,020.38 | 0.89 | 4.46 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 963.40 | 1.14 | 5.55 | 1,000.00 | 1,019.14 | 1.14 | 5.71 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 962.70 | 1.29 | 6.28 | 1,000.00 | 1,018.40 | 1.29 | 6.46 | |||||||||||||||||||||||||||
VY® FMR® Diversified Mid Cap Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,048.70 | 1.24 | % | $ | 6.30 | $ | 1,000.00 | $ | 1,018.65 | 1.24 | % | $ | 6.21 | |||||||||||||||||||
Class I | 1,000.00 | 1,052.10 | 0.64 | 3.26 | 1,000.00 | 1,021.62 | 0.64 | 3.21 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,050.40 | 0.89 | 4.52 | 1,000.00 | 1,020.38 | 0.89 | 4.46 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,050.20 | 1.04 | 5.29 | 1,000.00 | 1,019.64 | 1.04 | 5.21 |
Actual Portfolio Return | Hypothetical (5% return before expenses) | ||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value January 1, 2015 | Ending Account Value June 30, 2015 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2015* | Beginning Account Value January 1, 2015 | Ending Account Value June 30, 2015 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2015* | ||||||||||||||||||||||||||||
VY® Invesco Growth and Income Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,017.10 | 1.24 | % | $ | 6.20 | $ | 1,000.00 | $ | 1,018.65 | 1.24 | % | $ | 6.21 | |||||||||||||||||||
Class I | 1,000.00 | 1,019.90 | 0.64 | 3.21 | 1,000.00 | 1,021.62 | 0.64 | 3.21 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,018.90 | 0.89 | 4.46 | 1,000.00 | 1,020.38 | 0.89 | 4.46 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,018.00 | 1.04 | 5.20 | 1,000.00 | 1,019.64 | 1.04 | 5.21 | |||||||||||||||||||||||||||
VY® JPMorgan Emerging Markets Equity Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 988.60 | 1.86 | % | $ | 9.17 | $ | 1,000.00 | $ | 1,000.16 | 1.86 | % | $ | 9.22 | |||||||||||||||||||
Class I | 1,000.00 | 991.90 | 1.26 | 6.22 | 1,000.00 | 1,018.55 | 1.26 | 6.31 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 990.70 | 1.51 | 7.45 | 1,000.00 | 1,017.31 | 1.51 | 7.55 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 989.50 | 1.66 | 8.19 | 1,000.00 | 1,016.56 | 1.66 | 8.30 | |||||||||||||||||||||||||||
VY® Morgan Stanley Global Franchise Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,034.40 | 1.56 | % | $ | 7.87 | $ | 1,000.00 | $ | 1,017.06 | 1.56 | % | $ | 7.80 | |||||||||||||||||||
Class S | 1,000.00 | 1,036.60 | 1.21 | 6.11 | 1,000.00 | 1,018.79 | 1.21 | 6.06 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,035.60 | 1.36 | 6.86 | 1,000.00 | 1,018.05 | 1.36 | 6.80 | |||||||||||||||||||||||||||
VY® T. Rowe Price Capital Appreciation Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,035.00 | 1.24 | % | $ | 6.26 | $ | 1,000.00 | $ | 1,000.19 | 1.24 | % | $ | 6.15 | |||||||||||||||||||
Class I | 1,000.00 | 1,038.20 | 0.64 | 3.23 | 1,000.00 | 1,021.62 | 0.64 | 3.21 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,036.80 | 0.89 | 4.49 | 1,000.00 | 1,020.38 | 0.89 | 4.46 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,035.90 | 1.04 | 5.25 | 1,000.00 | 1,019.64 | 1.04 | 5.21 | |||||||||||||||||||||||||||
VY® T. Rowe Price Equity Income Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 980.40 | 1.24 | % | $ | 6.09 | $ | 1,000.00 | $ | 1,000.19 | 1.24 | % | $ | 6.15 | |||||||||||||||||||
Class I | 1,000.00 | 983.60 | 0.64 | 3.15 | 1,000.00 | 1,021.62 | 0.64 | 3.21 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 982.40 | 0.89 | 4.37 | 1,000.00 | 1,020.38 | 0.89 | 4.46 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 981.70 | 1.04 | 5.11 | 1,000.00 | 1,019.64 | 1.04 | 5.21 | |||||||||||||||||||||||||||
VY® T. Rowe Price International Stock Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,071.60 | 1.36 | % | $ | 6.99 | $ | 1,000.00 | $ | 1,000.18 | 1.36 | % | $ | 6.74 | |||||||||||||||||||
Class I | 1,000.00 | 1,075.40 | 0.76 | 3.91 | 1,000.00 | 1,021.03 | 0.76 | 3.81 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,074.20 | 1.01 | 5.19 | 1,000.00 | 1,019.79 | 1.01 | 5.06 |
* | 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 Liquid Assets Portfolio | VY® Clarion Global Real Estate Portfolio | VY® FMR® Diversified Mid Cap Portfolio | VY® Invesco Growth and Income Portfolio | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSETS: | ||||||||||||||||||
Investments in securities at fair value+* | $ | — | $ | 327,619,019 | $ | 1,069,733,835 | $ | 566,822,391 | ||||||||||
Short-term investments at fair value** | — | 13,675,967 | 10,917,538 | 18,080,191 | ||||||||||||||
Total investments at fair value | $ | — | $ | 341,294,986 | $ | 1,080,651,373 | $ | 584,902,582 | ||||||||||
Short-term investments at amortized cost | 925,650,790 | — | — | — | ||||||||||||||
Cash | 502 | — | 396,792 | — | ||||||||||||||
Foreign currencies at value*** | — | 9,629,248 | 24,195 | 225,193 | ||||||||||||||
Receivables: | ||||||||||||||||||
Investment securities sold | — | 2,006,577 | 3,138,773 | — | ||||||||||||||
Fund shares sold | 13,953,111 | 3,407,144 | 953,408 | 90,209 | ||||||||||||||
Dividends | 5,335 | 1,442,356 | 765,827 | 1,192,079 | ||||||||||||||
Interest | 421,661 | — | — | — | ||||||||||||||
Foreign tax reclaims | 236 | 30,358 | 2,192 | 148,656 | ||||||||||||||
Unrealized appreciation on forward foreign currency contracts | — | — | — | 248,972 | ||||||||||||||
Prepaid expenses | — | 1,265 | — | — | ||||||||||||||
Reimbursement due from manager | — | 16,718 | — | — | ||||||||||||||
Other assets | 36,406 | 8,185 | 26,333 | 15,829 | ||||||||||||||
Total assets | 940,068,041 | 357,836,837 | 1,085,958,893 | 586,823,520 | ||||||||||||||
LIABILITIES: | ||||||||||||||||||
Payable for investment securities purchased | — | 11,843,672 | 3,001,931 | 1,597,562 | ||||||||||||||
Payable for fund shares redeemed | 32 | 89,081 | 593,267 | 766,641 | ||||||||||||||
Payable upon receipt of securities loaned | — | 12,136,303 | 4,707,493 | 197,981 | ||||||||||||||
Unrealized depreciation on forward foreign currency contracts | — | — | — | 150,745 | ||||||||||||||
Payable for unified fees | 159,623 | — | 576,533 | 312,305 | ||||||||||||||
Payable for investment management fees | — | 249,967 | — | — | ||||||||||||||
Payable for distribution and shareholder service fees | — | 45,620 | 232,745 | 127,599 | ||||||||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 36,406 | 8,185 | 26,333 | 15,829 | ||||||||||||||
Payable for trustee fees | 12,520 | 1,803 | — | — | ||||||||||||||
Other accrued expenses and liabilities | — | 151,435 | — | — | ||||||||||||||
Total liabilities | 208,581 | 24,526,066 | 9,138,302 | 3,168,662 | ||||||||||||||
NET ASSETS | $ | 939,859,460 | $ | 333,310,771 | $ | 1,076,820,591 | $ | 583,654,858 | ||||||||||
NET ASSETS WERE COMPRISED OF: | ||||||||||||||||||
Paid-in capital | $ | 939,743,804 | $ | 438,682,100 | $ | 716,166,702 | $ | 309,989,382 | ||||||||||
Undistributed net investment income/accumulated net investment loss | (29,730 | ) | 13,139,778 | 1,330,773 | 21,705,512 | |||||||||||||
Accumulated net realized gain (loss) | 145,386 | (204,879,974 | ) | 212,237,319 | 112,751,115 | |||||||||||||
Net unrealized appreciation | — | 86,368,867 | 147,085,797 | 139,208,849 | ||||||||||||||
NET ASSETS | $ | 939,859,460 | $ | 333,310,771 | $ | 1,076,820,591 | $ | 583,654,858 | ||||||||||
______________ | ||||||||||||||||||
+ Including securities loaned at value | $ | — | $ | 11,037,212 | $ | 4,577,224 | $ | 187,955 | ||||||||||
* Cost of investments in securities | $ | — | $ | 241,249,977 | $ | 922,647,588 | $ | 427,705,759 | ||||||||||
** Cost of short-term investments | $ | — | $ | 13,675,967 | $ | 10,917,538 | $ | 18,080,191 | ||||||||||
*** Cost of foreign currencies | $ | — | $ | 9,629,248 | $ | 24,400 | $ | 228,975 |
Voya Liquid Assets Portfolio | VY® Clarion Global Real Estate Portfolio | VY® FMR® Diversified Mid Cap Portfolio | VY® Invesco Growth and Income Portfolio | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Class ADV | ||||||||||||||||||
Net assets | n/a | $ | 27,873,579 | $ | 67,886,490 | $ | 16,620,221 | |||||||||||
Shares authorized | n/a | unlimited | unlimited | unlimited | ||||||||||||||
Par value | n/a | $ | 0.001 | $ | 0.001 | $ | 0.001 | |||||||||||
Shares outstanding | n/a | 2,406,600 | 3,585,211 | 518,942 | ||||||||||||||
Net asset value and redemption price per share | n/a | $ | 11.58 | $ | 18.94 | $ | 32.03 | |||||||||||
Class I | ||||||||||||||||||
Net assets | $ | 74,543,648 | $ | 155,465,584 | $ | 108,131,669 | $ | 25,289,272 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 74,526,312 | 13,061,374 | 5,523,379 | 781,893 | ||||||||||||||
Net asset value and redemption price per share | $ | 1.00 | $ | 11.90 | $ | 19.58 | $ | 32.34 | ||||||||||
Class S | ||||||||||||||||||
Net assets | $ | 573,749,728 | $ | 148,572,018 | $ | 828,628,077 | $ | 499,005,716 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 573,549,010 | 12,562,310 | 42,733,531 | 15,387,461 | ||||||||||||||
Net asset value and redemption price per share | $ | 1.00 | $ | 11.83 | $ | 19.39 | $ | 32.43 | ||||||||||
Class S2 | ||||||||||||||||||
Net assets | $ | 291,566,084 | $ | 1,399,590 | $ | 72,174,355 | $ | 42,739,649 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 291,557,806 | 117,826 | 3,753,987 | 1,327,284 | ||||||||||||||
Net asset value and redemption price per share | $ | 1.00 | $ | 11.88 | $ | 19.23 | $ | 32.20 |
VY® JPMorgan Emerging Markets Equity Portfolio | VY® Morgan Stanley Global Franchise Portfolio | VY® T. Rowe Price Capital Appreciation Portfolio | VY® T. Rowe Price Equity Income Portfolio | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSETS: | ||||||||||||||||||
Investments in securities at fair value+* | $ | 584,025,980 | $ | 420,568,717 | $ | 5,172,149,455 | $ | 1,228,125,204 | ||||||||||
Short-term investments at fair value** | 13,374,589 | — | 574,514,111 | 47,357,602 | ||||||||||||||
Total investments at fair value | $ | 597,400,569 | $ | 420,568,717 | $ | 5,746,663,566 | $ | 1,275,482,806 | ||||||||||
Cash | 1,377,340 | 7,490,882 | 10,300,372 | 2,542,049 | ||||||||||||||
Foreign currencies at value*** | 325,093 | 13,654 | 306,930 | — | ||||||||||||||
Receivables: | ||||||||||||||||||
Investment securities sold | 2,344,007 | 519,413 | 9,037,543 | 1,412,482 | ||||||||||||||
Fund shares sold | 385,137 | 177 | 2,440,643 | 349,385 | ||||||||||||||
Dividends | 1,967,636 | 599,930 | 4,364,968 | 1,858,413 | ||||||||||||||
Interest | — | — | 17,149,476 | — | ||||||||||||||
Foreign tax reclaims | — | 1,122,987 | 335,012 | — | ||||||||||||||
Other assets | 19,318 | 8,793 | 88,609 | 33,008 | ||||||||||||||
Total assets | 603,819,100 | 430,324,553 | 5,790,687,119 | 1,281,678,143 | ||||||||||||||
LIABILITIES: | ||||||||||||||||||
Payable for investment securities purchased | 598,626 | — | 28,440,679 | — | ||||||||||||||
Payable for fund shares redeemed | 1,458,264 | 1,140,324 | 2,691,898 | 340,102 | ||||||||||||||
Payable upon receipt of securities loaned | 13,374,589 | — | 4,876,167 | 4,898,809 | ||||||||||||||
Payable for unified fees | 605,979 | 345,356 | 3,027,600 | 686,859 | ||||||||||||||
Payable for distribution and shareholder service fees | 121,070 | 113,513 | 1,141,611 | 262,430 | ||||||||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 19,318 | 8,793 | 88,609 | 33,008 | ||||||||||||||
Other accrued expenses and liabilities | 160,751 | — | — | — | ||||||||||||||
Written options, at fair valueˆ | — | — | 22,390,025 | — | ||||||||||||||
Total liabilities | 16,338,597 | 1,607,986 | 62,656,589 | 6,221,208 | ||||||||||||||
NET ASSETS | $ | 587,480,503 | $ | 428,716,567 | $ | 5,728,030,530 | $ | 1,275,456,935 | ||||||||||
NET ASSETS WERE COMPRISED OF: | ||||||||||||||||||
Paid-in capital | $ | 507,556,010 | $ | 271,729,628 | $ | 4,085,044,973 | $ | 768,787,535 | ||||||||||
Undistributed net investment income | 9,540,637 | 11,718,888 | 50,029,228 | 15,396,305 | ||||||||||||||
Accumulated net realized gain | 39,470,072 | 63,707,619 | 1,045,122,608 | 163,182,116 | ||||||||||||||
Net unrealized appreciation | 30,913,784 | 81,560,432 | 547,833,721 | 328,090,979 | ||||||||||||||
NET ASSETS | $ | 587,480,503 | $ | 428,716,567 | $ | 5,728,030,530 | $ | 1,275,456,935 | ||||||||||
______________ | ||||||||||||||||||
+ Including securities loaned at value | $ | 12,787,660 | $ | — | $ | 4,769,278 | $ | 4,795,760 | ||||||||||
* Cost of investments in securities | $ | 553,099,897 | $ | 338,987,009 | $ | 4,613,469,590 | $ | 900,035,072 | ||||||||||
** Cost of short-term investments | $ | 13,374,589 | $ | — | $ | 574,514,111 | $ | 47,357,602 | ||||||||||
*** Cost of foreign currencies | $ | 331,374 | $ | 13,654 | $ | 308,854 | $ | — | ||||||||||
ˆ Premiums received on written options | $ | — | $ | — | $ | 11,566,099 | $ | — |
VY® JPMorgan Emerging Markets Equity Portfolio | VY® Morgan Stanley Global Franchise Portfolio | VY® T. Rowe Price Capital Appreciation Portfolio | VY® T. Rowe Price Equity Income Portfolio | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Class ADV | ||||||||||||||||||
Net assets | $ | 39,811,694 | $ | 56,779,840 | $ | 522,758,219 | $ | 57,873,427 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 2,421,061 | 3,314,220 | 18,024,361 | 3,623,403 | ||||||||||||||
Net asset value and redemption price per share | $ | 16.44 | $ | 17.13 | $ | 29.00 | $ | 15.97 | ||||||||||
Class I | ||||||||||||||||||
Net assets | $ | 68,929,190 | n/a | $ | 1,006,687,128 | $ | 187,991,294 | |||||||||||
Shares authorized | unlimited | n/a | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | n/a | $ | 0.001 | $ | 0.001 | |||||||||||
Shares outstanding | 4,003,326 | n/a | 33,671,323 | 11,605,452 | ||||||||||||||
Net asset value and redemption price per share | $ | 17.22 | n/a | $ | 29.90 | $ | 16.20 | |||||||||||
Class S | ||||||||||||||||||
Net assets | $ | 458,471,431 | $ | 320,226,414 | $ | 4,108,744,613 | $ | 908,282,056 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 26,811,458 | 17,933,212 | 137,519,418 | 56,061,820 | ||||||||||||||
Net asset value and redemption price per share | $ | 17.10 | $ | 17.86 | $ | 29.88 | $ | 16.20 | ||||||||||
Class S2 | ||||||||||||||||||
Net assets | $ | 20,268,188 | $ | 51,710,313 | $ | 89,840,570 | $ | 121,310,158 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 1,199,270 | 2,917,178 | 3,024,599 | 7,559,667 | ||||||||||||||
Net asset value and redemption price per share | $ | 16.90 | $ | 17.73 | $ | 29.70 | $ | 16.05 |
VY® T. Rowe Price International Stock Portfolio | ||||||
---|---|---|---|---|---|---|
ASSETS: | ||||||
Investments in securities at fair value+* | $ | 268,730,576 | ||||
Short-term investments at fair value** | 9,572,580 | |||||
Total investments at fair value | $ | 278,303,156 | ||||
Cash | 894,333 | |||||
Foreign currencies at value*** | 329,093 | |||||
Receivables: | ||||||
Investment securities sold | 886,469 | |||||
Fund shares sold | 11,604 | |||||
Dividends | 478,510 | |||||
Foreign tax reclaims | 245,188 | |||||
Prepaid expenses | 977 | |||||
Other assets | 8,028 | |||||
Total assets | 281,157,358 | |||||
LIABILITIES: | ||||||
Payable for investment securities purchased | 1,556,996 | |||||
Payable for fund shares redeemed | 1,961,162 | |||||
Payable upon receipt of securities loaned | 3,026,421 | |||||
Payable for investment management fees | 147,766 | |||||
Payable for distribution and shareholder service fees | 51,082 | |||||
Payable to trustees under the deferred compensation plan (Note 6) | 8,028 | |||||
Payable for trustee fees | 1,318 | |||||
Other accrued expenses and liabilities | 165,484 | |||||
Total liabilities | 6,918,257 | |||||
NET ASSETS | $ | 274,239,101 | ||||
NET ASSETS WERE COMPRISED OF: | ||||||
Paid-in capital | $ | 350,903,118 | ||||
Undistributed net investment income | 4,439,267 | |||||
Accumulated net realized loss | (108,495,480 | ) | ||||
Net unrealized appreciation | 27,392,196 | |||||
NET ASSETS | $ | 274,239,101 | ||||
______________ | ||||||
+ Including securities loaned at value | $ | 2,880,358 | ||||
* Cost of investments in securities | $ | 241,331,326 | ||||
** Cost of short-term investments | $ | 9,572,580 | ||||
*** Cost of foreign currencies | $ | 328,958 |
VY® T. Rowe Price International Stock Portfolio | ||||||
---|---|---|---|---|---|---|
Class ADV | ||||||
Net assets | $ | 15,622,433 | ||||
Shares authorized | unlimited | |||||
Par value | $ | 0.001 | ||||
Shares outstanding | 1,122,796 | |||||
Net asset value and redemption price per share | $ | 13.91 | ||||
Class I | ||||||
Net assets | $ | 53,244,013 | ||||
Shares authorized | unlimited | |||||
Par value | $ | 0.001 | ||||
Shares outstanding | 3,811,187 | |||||
Net asset value and redemption price per share | $ | 13.97 | ||||
Class S | ||||||
Net assets | $ | 205,372,655 | ||||
Shares authorized | unlimited | |||||
Par value | $ | 0.001 | ||||
Shares outstanding | 14,775,360 | |||||
Net asset value and redemption price per share | $ | 13.90 |
Voya Liquid Assets Portfolio | VY® Clarion Global Real Estate Portfolio | VY® FMR® Diversified Mid Cap Portfolio | VY® Invesco Growth and Income Portfolio | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
INVESTMENT INCOME: | |||||||||||||||||||
Dividends, net of foreign taxes withheld* | $ | 28,822 | $ | 4,459,484 | $ | 6,250,239 | $ | 6,986,317 | |||||||||||
Interest, net of foreign taxes withheld* | 965,932 | — | — | — | |||||||||||||||
Securities lending income, net | — | 40,564 | 28,671 | 50,531 | |||||||||||||||
Total investment income | 994,754 | 4,500,048 | 6,278,910 | 7,036,848 | |||||||||||||||
EXPENSES: | |||||||||||||||||||
Investment management fees(1) | — | 1,474,858 | — | — | |||||||||||||||
Unified fees | 1,303,829 | — | 3,488,367 | 1,904,419 | |||||||||||||||
Distribution and shareholder service fees: | |||||||||||||||||||
Class ADV | — | 108,519 | 255,065 | 60,994 | |||||||||||||||
Class S | 720,654 | 202,783 | 1,058,622 | 640,755 | |||||||||||||||
Class S2 | 715,707 | 3,876 | 182,493 | 109,953 | |||||||||||||||
Transfer agent fees | — | 337 | — | — | |||||||||||||||
Administrative service fees(1) | — | 120,489 | — | — | |||||||||||||||
Shareholder reporting expense | — | 38,015 | — | — | |||||||||||||||
Professional fees | — | 20,470 | — | — | |||||||||||||||
Custody and accounting expense | — | 66,591 | — | — | |||||||||||||||
Trustee fees and expenses | 23,276 | 9,423 | 23,783 | 12,603 | |||||||||||||||
Miscellaneous expense | — | 5,367 | — | — | |||||||||||||||
Interest expense | 888 | — | 2,557 | — | |||||||||||||||
Total expenses | 2,764,354 | 2,050,728 | 5,010,887 | 2,728,724 | |||||||||||||||
Net waived and reimbursed fees | (1,769,600 | ) | (165,123 | ) | (87,512 | ) | (34,189 | ) | |||||||||||
Brokerage commission recapture | — | — | — | (8,184 | ) | ||||||||||||||
Net expenses | 994,754 | 1,885,605 | 4,923,375 | 2,686,351 | |||||||||||||||
Net investment income | — | 2,614,443 | 1,355,535 | 4,350,497 | |||||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | |||||||||||||||||||
Net realized gain (loss) on: | |||||||||||||||||||
Investments | 50,940 | 10,125,108 | 34,552,850 | 32,889,483 | |||||||||||||||
Foreign currency related transactions | — | (88,334 | ) | 16,097 | 2,153,639 | ||||||||||||||
Net realized gain | 50,940 | 10,036,774 | �� | 34,568,947 | 35,043,122 | ||||||||||||||
Net change in unrealized appreciation (depreciation) on: | |||||||||||||||||||
Investments | — | (25,024,319 | ) | 19,064,777 | (27,264,063 | ) | |||||||||||||
Foreign currency related transactions | — | 6,003 | (88 | ) | (990,327 | ) | |||||||||||||
Net change in unrealized appreciation (depreciation) | — | (25,018,316 | ) | 19,064,689 | (28,254,390 | ) | |||||||||||||
Net realized and unrealized gain (loss) | 50,940 | (14,981,542 | ) | 53,633,636 | 6,788,732 | ||||||||||||||
Increase (decrease) in net assets resulting from operations | $ | 50,940 | $ | (12,367,099 | ) | $ | 54,989,171 | $ | 11,139,229 | ||||||||||
______________ | |||||||||||||||||||
* Foreign taxes withheld | $ | 253 | $ | 261,015 | $ | 39,213 | $ | 238,090 | |||||||||||
(1) Effective May 1, 2015, the investment management fee and administration fee were combined under a single amended and restated investment management agreement. Please see Note 4 for further information. |
VY® JPMorgan Emerging Markets Equity Portfolio | VY® Morgan Stanley Global Franchise Portfolio | VY® T. Rowe Price Capital Appreciation Portfolio | VY® T. Rowe Price Equity Income Portfolio | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
INVESTMENT INCOME: | ||||||||||||||||||
Dividends, net of foreign taxes withheld* | $ | 7,344,788 | $ | 6,715,931 | $ | 27,297,885 | $ | 17,694,440 | ||||||||||
Interest | — | — | 33,271,849 | 114 | ||||||||||||||
Securities lending income, net | 174,959 | 80,615 | 113,647 | 82,945 | ||||||||||||||
Total investment income | 7,519,747 | 6,796,546 | 60,683,381 | 17,777,499 | ||||||||||||||
EXPENSES: | ||||||||||||||||||
Unified fees | 3,895,140 | 2,117,742 | 18,293,978 | 4,255,345 | ||||||||||||||
Distribution and shareholder service fees: | ||||||||||||||||||
Class ADV | 157,805 | 213,665 | 1,842,846 | 225,330 | ||||||||||||||
Class S | 609,175 | 415,860 | 5,161,872 | 1,200,239 | ||||||||||||||
Class S2 | 55,008 | 133,482 | 230,998 | 314,528 | ||||||||||||||
Trustee fees and expenses | 14,235 | 9,473 | 117,157 | 28,211 | ||||||||||||||
Interest expense | 943 | — | 3,625 | — | ||||||||||||||
Total expenses | 4,732,306 | 2,890,222 | 25,650,476 | 6,023,653 | ||||||||||||||
Net waived and reimbursed fees | (42,563 | ) | (69,430 | ) | (414,770 | ) | (113,994 | ) | ||||||||||
Brokerage commission recapture | (1,091 | ) | — | (24,145 | ) | (1,924 | ) | |||||||||||
Net expenses | 4,688,652 | 2,820,792 | 25,211,561 | 5,907,735 | ||||||||||||||
Net investment income | 2,831,095 | 3,975,754 | 35,471,820 | 11,869,764 | ||||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||||||||||||
Net realized gain (loss) on: | ||||||||||||||||||
Investments (net of Peruvian capital gains tax withheldˆ) | 3,537,066 | 15,757,561 | 276,440,034 | 30,767,567 | ||||||||||||||
Foreign currency related transactions | 11,498 | 45,201 | 232,010 | (90 | ) | |||||||||||||
Futures | — | — | 18,160,920 | — | ||||||||||||||
Written options | — | — | 13,690,906 | — | ||||||||||||||
Net realized gain | 3,548,564 | 15,802,762 | 308,523,870 | 30,767,477 | ||||||||||||||
Net change in unrealized appreciation (depreciation) on: | ||||||||||||||||||
Investments | (11,220,702 | ) | (3,745,682 | ) | (142,868,417 | ) | (65,527,716 | ) | ||||||||||
Foreign currency related transactions | 47,395 | 87,135 | 9,136 | 2,612 | ||||||||||||||
Futures | — | — | (2,727,784 | ) | — | |||||||||||||
Written options | — | — | 10,487,911 | — | ||||||||||||||
Unfunded commitments | — | — | 82,744 | — | ||||||||||||||
Net change in unrealized appreciation (depreciation) | (11,173,307 | ) | (3,658,547 | ) | (135,016,410 | ) | (65,525,104 | ) | ||||||||||
Net realized and unrealized gain (loss) | (7,624,743 | ) | 12,144,215 | 173,507,460 | (34,757,627 | ) | ||||||||||||
Increase (decrease) in net assets resulting from operations | $ | (4,793,648 | ) | $ | 16,119,969 | $ | 208,979,280 | $ | (22,887,863 | ) | ||||||||
______________ | ||||||||||||||||||
* Foreign taxes withheld | $ | 720,174 | $ | 65,880 | $ | 179,816 | $ | 155,862 | ||||||||||
ˆ Foreign taxes on sale of Peruvian investments | $ | 27,994 | $ | — | $ | — | $ | — |
VY® T. Rowe Price International Stock Portfolio | |||||||
---|---|---|---|---|---|---|---|
INVESTMENT INCOME: | |||||||
Dividends, net of foreign taxes withheld* | $ | 3,281,679 | |||||
Interest | 48 | ||||||
Securities lending income, net | 24,175 | ||||||
Total investment income | 3,305,902 | ||||||
EXPENSES: | |||||||
Investment management fees(1) | 752,911 | ||||||
Distribution and shareholder service fees: | |||||||
Class ADV | 52,763 | ||||||
Class S | 243,728 | ||||||
Transfer agent fees | 409 | ||||||
Administrative service fees(1) | 83,574 | ||||||
Shareholder reporting expense | 23,530 | ||||||
Professional fees | 22,425 | ||||||
Custody and accounting expense | 95,600 | ||||||
Trustee fees | 3,954 | ||||||
Miscellaneous expense | 7,880 | ||||||
Interest expense | 370 | ||||||
Total expenses | 1,287,144 | ||||||
Net waived and reimbursed fees | (10,553 | ) | |||||
Net expenses | 1,276,591 | ||||||
Net investment income | 2,029,311 | ||||||
REALIZED AND UNREALIZED GAIN (LOSS): | |||||||
Net realized gain (loss) on: | |||||||
Investments | 8,612,689 | ||||||
Foreign currency related transactions | (49,793 | ) | |||||
Net realized gain | 8,562,896 | ||||||
Net change in unrealized appreciation (depreciation) on: | |||||||
Investments | 6,684,543 | ||||||
Foreign currency related transactions | 21,392 | ||||||
Net change in unrealized appreciation (depreciation) | 6,705,935 | ||||||
Net realized and unrealized gain | 15,268,831 | ||||||
Increase in net assets resulting from operations | $ | 17,298,142 | |||||
______________ | |||||||
* Foreign taxes withheld | $ | 254,000 | |||||
(1) Effective May 1, 2015, the investment management fee and administration fee were combined under a single amended and restated investment management agreement. Please see Note 4 for further information. |
Voya Liquid Assets Portfolio | VY® Clarion Global Real Estate Portfolio | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2015 | Year Ended December 31, 2014 | Six Months Ended June 30, 2015 | Year Ended December 31, 2014 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income (loss) | $ | — | $ | (1 | ) | $ | 2,614,443 | $ | 5,223,491 | ||||||||||
Net realized gain | 50,940 | 94,446 | 10,036,774 | 23,589,182 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | — | — | (25,018,316 | ) | 14,970,781 | ||||||||||||||
Increase (decrease) in net assets resulting from operations | 50,940 | 94,445 | (12,367,099 | ) | 43,783,454 | ||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Net investment income: | |||||||||||||||||||
Class ADV | — | — | — | (229,795 | ) | ||||||||||||||
Class I | — | — | — | (2,038,749 | ) | ||||||||||||||
Class S | — | — | — | (1,788,837 | ) | ||||||||||||||
Class S2 | — | — | — | (16,861 | ) | ||||||||||||||
Net realized gains: | |||||||||||||||||||
Class I | — | (9,687 | ) | — | — | ||||||||||||||
Class S | — | (89,733 | ) | — | — | ||||||||||||||
Class S2 | — | (37,673 | ) | — | — | ||||||||||||||
Total distributions | — | (137,093 | ) | — | (4,074,242 | ) | |||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 118,257,630 | 313,291,955 | 24,336,153 | 51,503,033 | |||||||||||||||
Reinvestment of distributions | — | 137,093 | — | 4,074,242 | |||||||||||||||
118,257,630 | 313,429,048 | 24,336,153 | 55,577,275 | ||||||||||||||||
Cost of shares redeemed | (168,910,199 | ) | (454,010,770 | ) | (29,261,820 | ) | (53,180,471 | ) | |||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (50,652,569 | ) | (140,581,722 | ) | (4,925,667 | ) | 2,396,804 | ||||||||||||
Net increase (decrease) in net assets | (50,601,629 | ) | (140,624,370 | ) | (17,292,766 | ) | 42,106,016 | ||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 990,461,089 | 1,131,085,459 | 350,603,537 | 308,497,521 | |||||||||||||||
End of year or period | $ | 939,859,460 | $ | 990,461,089 | $ | 333,310,771 | $ | 350,603,537 | |||||||||||
Undistributed net investment income/accumulated net investment loss at end of year or period | $ | (29,730 | ) | $ | (29,730 | ) | $ | 13,139,778 | $ | 10,525,335 |
VY® FMR® Diversified Mid Cap Portfolio | VY® Invesco Growth and Income Portfolio | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2015 | Year Ended December 31, 2014 | Six Months Ended June 30, 2015 | Year Ended December 31, 2014 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 1,355,535 | $ | 925,615 | $ | 4,350,497 | $ | 12,992,391 | |||||||||||
Net realized gain | 34,568,947 | 181,025,618 | 35,043,122 | 82,801,924 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | 19,064,689 | (116,323,074 | ) | (28,254,390 | ) | (34,582,406 | ) | ||||||||||||
Increase in net assets resulting from operations | 54,989,171 | 65,628,159 | 11,139,229 | 61,211,909 | |||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Net investment income: | |||||||||||||||||||
Class ADV | — | (86,300 | ) | — | (152,089 | ) | |||||||||||||
Class I | — | (413,010 | ) | — | (374,718 | ) | |||||||||||||
Class S | — | (1,574,904 | ) | — | (6,336,522 | ) | |||||||||||||
Class S2 | — | (91,275 | ) | — | (476,808 | ) | |||||||||||||
Net realized gains: | |||||||||||||||||||
Class ADV | — | (11,563,114 | ) | — | (1,025,623 | ) | |||||||||||||
Class I | — | (18,029,752 | ) | — | (1,687,740 | ) | |||||||||||||
Class S | — | (145,727,142 | ) | — | (34,501,619 | ) | |||||||||||||
Class S2 | — | (12,229,667 | ) | — | (3,053,225 | ) | |||||||||||||
Total distributions | — | (189,715,164 | ) | — | (47,608,344 | ) | |||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 19,841,401 | 41,707,990 | 7,500,295 | 39,913,374 | |||||||||||||||
Reinvestment of distributions | — | 189,715,164 | — | 47,608,344 | |||||||||||||||
19,841,401 | 231,423,154 | 7,500,295 | 87,521,718 | ||||||||||||||||
Cost of shares redeemed | (102,826,270 | ) | (224,471,253 | ) | (60,587,830 | ) | (133,037,931 | ) | |||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (82,984,869 | ) | 6,951,901 | (53,087,535 | ) | (45,516,213 | ) | ||||||||||||
Net decrease in net assets | (27,995,698 | ) | (117,135,104 | ) | (41,948,306 | ) | (31,912,648 | ) | |||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 1,104,816,289 | 1,221,951,393 | 625,603,164 | 657,515,812 | |||||||||||||||
End of year or period | $ | 1,076,820,591 | $ | 1,104,816,289 | $ | 583,654,858 | $ | 625,603,164 | |||||||||||
Undistributed net investment income/accumulated net investment loss at end of year or period | $ | 1,330,773 | $ | (24,762 | ) | $ | 21,705,512 | $ | 17,355,015 |
VY® JPMorgan Emerging Markets Equity Portfolio | VY® Morgan Stanley Global Franchise Portfolio | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2015 | Year Ended December 31, 2014 | Six Months Ended June 30, 2015 | Year Ended December 31, 2014 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 2,831,095 | $ | 7,426,436 | $ | 3,975,754 | $ | 7,873,152 | |||||||||||
Net realized gain | 3,548,564 | 38,019,008 | 15,802,762 | 48,577,496 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | (11,173,307 | ) | (44,308,403 | ) | (3,658,547 | ) | (36,747,685 | ) | |||||||||||
Increase (decrease) in net assets resulting from operations | (4,793,648 | ) | 1,137,041 | 16,119,969 | 19,702,963 | ||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Net investment income: | |||||||||||||||||||
Class ADV | — | (307,892 | ) | — | (859,947 | ) | |||||||||||||
Class I | — | (890,312 | ) | — | — | ||||||||||||||
Class S | — | (5,089,419 | ) | — | (6,118,075 | ) | |||||||||||||
Class S2 | — | (192,776 | ) | — | (902,653 | ) | |||||||||||||
Net realized gains: | |||||||||||||||||||
Class ADV | — | (4,437,912 | ) | — | (4,303,987 | ) | |||||||||||||
Class I | — | (7,247,818 | ) | — | — | ||||||||||||||
Class S | — | (53,529,485 | ) | — | (27,624,923 | ) | |||||||||||||
Class S2 | — | (2,403,154 | ) | — | (4,481,323 | ) | |||||||||||||
Total distributions | — | (74,098,768 | ) | — | (44,290,908 | ) | |||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 14,644,096 | 68,853,544 | 5,761,426 | 22,075,983 | |||||||||||||||
Reinvestment of distributions | — | 74,098,768 | — | 44,290,908 | |||||||||||||||
14,644,096 | 142,952,312 | 5,761,426 | 66,366,891 | ||||||||||||||||
Cost of shares redeemed | (58,065,687 | ) | (214,490,179 | ) | (39,633,068 | ) | (94,785,839 | ) | |||||||||||
Net decrease in net assets resulting from capital share transactions | (43,421,591 | ) | (71,537,867 | ) | (33,871,642 | ) | (28,418,948 | ) | |||||||||||
Net decrease in net assets | (48,215,239 | ) | (144,499,594 | ) | (17,751,673 | ) | (53,006,893 | ) | |||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 635,695,742 | 780,195,336 | 446,468,240 | 499,475,133 | |||||||||||||||
End of year or period | $ | 587,480,503 | $ | 635,695,742 | $ | 428,716,567 | $ | 446,468,240 | |||||||||||
Undistributed net investment income at end of year or period | $ | 9,540,637 | $ | 6,709,542 | $ | 11,718,888 | $ | 7,743,134 |
VY® T. Rowe Price Capital Appreciation Portfolio | VY® T. Rowe Price Equity Income Portfolio | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2015 | Year Ended December 31, 2014 | Six Months Ended June 30, 2015 | Year Ended December 31, 2014 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 35,471,820 | $ | 74,747,338 | $ | 11,869,764 | $ | 26,258,141 | |||||||||||
Net realized gain | 308,523,870 | 737,673,896 | 30,767,477 | 154,725,751 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | (135,016,410 | ) | (159,733,672 | ) | (65,525,104 | ) | (78,643,981 | ) | |||||||||||
Increase (decrease) in net assets resulting from operations | 208,979,280 | 652,687,562 | (22,887,863 | ) | 102,339,911 | ||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Net investment income: | |||||||||||||||||||
Class ADV | — | (4,660,761 | ) | — | (986,801 | ) | |||||||||||||
Class I | — | (17,223,552 | ) | — | (4,137,978 | ) | |||||||||||||
Class S | — | (52,605,407 | ) | — | (19,159,310 | ) | |||||||||||||
Class S2 | — | (1,068,339 | ) | — | (2,317,585 | ) | |||||||||||||
Net realized gains: | |||||||||||||||||||
Class ADV | — | (34,975,542 | ) | — | (4,668,632 | ) | |||||||||||||
Class I | — | (91,934,253 | ) | — | (13,674,816 | ) | |||||||||||||
Class S | — | (341,885,903 | ) | — | (74,894,530 | ) | |||||||||||||
Class S2 | — | (7,916,456 | ) | — | (9,442,889 | ) | |||||||||||||
Total distributions | — | (552,270,213 | ) | — | (129,282,541 | ) | |||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 182,891,617 | 371,267,812 | 20,060,566 | 49,474,242 | |||||||||||||||
Reinvestment of distributions | — | 552,270,213 | — | 129,282,541 | |||||||||||||||
182,891,617 | 923,538,025 | 20,060,566 | 178,756,783 | ||||||||||||||||
Cost of shares redeemed | (388,105,330 | ) | (735,709,676 | ) | (123,713,008 | ) | (419,344,627 | ) | |||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (205,213,713 | ) | 187,828,349 | (103,652,442 | ) | (240,587,844 | ) | ||||||||||||
Net increase (decrease) in net assets | 3,765,567 | 288,245,698 | (126,540,305 | ) | (267,530,474 | ) | |||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 5,724,264,963 | 5,436,019,265 | 1,401,997,240 | 1,669,527,714 | |||||||||||||||
End of year or period | $ | 5,728,030,530 | $ | 5,724,264,963 | $ | 1,275,456,935 | $ | 1,401,997,240 | |||||||||||
Undistributed net investment income at end of year or period | $ | 50,029,228 | $ | 14,557,408 | $ | 15,396,305 | $ | 3,526,541 |
VY® T. Rowe Price International Stock Portfolio | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2015 | Year Ended December 31, 2014 | ||||||||||
FROM OPERATIONS: | |||||||||||
Net investment income | $ | 2,029,311 | $ | 2,379,084 | |||||||
Net realized gain | 8,562,896 | 8,848,139 | |||||||||
Net change in unrealized appreciation (depreciation) | 6,705,935 | (14,689,523 | ) | ||||||||
Increase (decrease) in net assets resulting from operations | 17,298,142 | (3,462,300 | ) | ||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||
Net investment income: | |||||||||||
Class ADV | — | (110,844 | ) | ||||||||
Class I | — | (704,709 | ) | ||||||||
Class S | — | (2,117,375 | ) | ||||||||
Total distributions | — | (2,932,928 | ) | ||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||
Net proceeds from sale of shares | 35,576,106 | 44,746,692 | |||||||||
Reinvestment of distributions | — | 2,932,928 | |||||||||
35,576,106 | 47,679,620 | ||||||||||
Cost of shares redeemed | (24,963,058 | ) | (32,162,390 | ) | |||||||
Net increase in net assets resulting from capital share transactions | 10,613,048 | 15,517,230 | |||||||||
Net increase in net assets | 27,911,190 | 9,122,002 | |||||||||
NET ASSETS: | |||||||||||
Beginning of year or period | 246,327,911 | 237,205,909 | |||||||||
End of year or period | $ | 274,239,101 | $ | 246,327,911 | |||||||
Undistributed net investment income at end of year or period | $ | 4,439,267 | $ | 2,409,956 |
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 Liquid Assets Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 1.00 | 0.00 | * | 0.00 | * | 0.00 | — | — | — | — | — | 1.00 | 0.00 | 0.28 | 0.21 | 0.21 | 0.00 | 74,544 | — | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | * | — | 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 | — | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 1.00 | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.04 | 0.27 | 0.25 | 0.25 | 0.01 | 111,088 | — | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 1.00 | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.06 | 0.27 | 0.27 | 0.27 | 0.06 | 129,360 | — | ||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 1.00 | 0.00 | * | 0.00 | * | 0.00 | — | — | — | — | — | 1.00 | 0.00 | 0.53 | 0.21 | 0.21 | 0.00 | 573,750 | — | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | * | — | 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 | — | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 1.00 | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.03 | 0.52 | 0.26 | 0.26 | 0.00 | * | 1,072,086 | — | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 1.00 | (0.00 | )* | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.00 | 0.52 | 0.33 | 0.33 | 0.00 | * | 1,157,898 | — | ||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 1.00 | 0.00 | * | 0.00 | * | 0.00 | — | — | — | — | — | 1.00 | 0.00 | 0.78 | 0.21 | 0.21 | 0.00 | 291,566 | — | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | * | — | 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 | — | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 1.00 | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.03 | 0.77 | 0.26 | 0.26 | 0.00 | * | 229,337 | — | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 1.00 | (0.00 | )* | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.00 | 0.77 | 0.34 | 0.34 | 0.00 | * | 185,550 | — | ||||||||||||||||||||||||||||||||||||||||||||||||
VY® Clarion Global Real Estate Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 12.04 | 0.06 | • | (0.52 | ) | (0.46 | ) | — | — | — | — | — | 11.58 | (3.82 | ) | 1.72 | 1.49 | 1.49 | 1.05 | 27,874 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 9.64 | 0.14 | • | (0.64 | ) | (0.50 | ) | 0.35 | — | — | 0.35 | — | 8.79 | (5.62 | ) | 1.72 | 1.49 | 1.49 | 1.46 | 10,225 | 34 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 9.22 | 0.13 | • | 1.15 | 1.28 | 0.86 | — | — | 0.86 | — | 9.64 | 15.61 | 1.73 | 1.49 | † | 1.49 | † | 1.39 | † | 5,304 | 56 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 12.34 | 0.10 | • | (0.54 | ) | (0.44 | ) | — | — | — | — | — | 11.90 | (3.57 | ) | 0.97 | 0.89 | 0.89 | 1.63 | 155,466 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 9.75 | 0.19 | (0.65 | ) | (0.46 | ) | 0.36 | — | — | 0.36 | — | 8.93 | (5.15 | ) | 0.97 | 0.89 | 0.89 | 1.97 | 210,292 | 34 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 9.26 | 0.17 | • | 1.18 | 1.35 | 0.86 | — | — | 0.86 | — | 9.75 | 16.33 | 0.98 | 0.89 | † | 0.89 | † | 1.92 | † | 222,983 | 56 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 12.28 | 0.09 | • | (0.54 | ) | (0.45 | ) | — | — | — | — | — | 11.83 | (3.66 | ) | 1.22 | 1.14 | 1.14 | 1.37 | 148,572 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 9.70 | 0.16 | • | (0.64 | ) | (0.48 | ) | 0.33 | — | — | 0.33 | — | 8.89 | (5.30 | ) | 1.22 | 1.14 | 1.14 | 1.70 | 154,055 | 34 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 9.22 | 0.15 | • | 1.17 | 1.32 | 0.84 | — | — | 0.84 | — | 9.70 | 16.00 | 1.23 | 1.14 | † | 1.14 | † | 1.66 | † | 187,177 | 56 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 12.34 | 0.08 | • | (0.54 | ) | (0.46 | ) | — | — | — | — | — | 11.88 | (3.73 | ) | 1.47 | 1.29 | 1.29 | 1.19 | 1,400 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 9.74 | 0.15 | • | (0.64 | ) | (0.49 | ) | 0.32 | — | — | 0.32 | — | 8.93 | (5.43 | ) | 1.47 | 1.29 | 1.29 | 1.55 | 1,815 | 34 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 9.26 | 0.14 | • | 1.17 | 1.31 | 0.83 | — | — | 0.83 | — | 9.74 | 15.77 | 1.48 | 1.29 | † | 1.29 | † | 1.51 | † | 2,265 | 56 |
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 18.06 | (0.01 | ) | 0.89 | 0.88 | — | — | — | — | — | 18.94 | 4.87 | 1.39 | 1.24 | 1.24 | (0.09 | ) | 67,886 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 15.02 | (0.04 | ) | (1.65 | ) | (1.69 | ) | 0.03 | — | — | 0.03 | — | 13.30 | (11.28 | ) | 1.39 | 1.24 | 1.24 | (0.30 | ) | 53,845 | 88 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 11.75 | (0.01 | ) | 3.29 | 3.28 | 0.01 | — | — | 0.01 | — | 15.02 | 27.89 | 1.39 | 1.24 | † | 1.24 | † | (0.11 | )† | 38,961 | 34 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 18.61 | 0.05 | • | 0.92 | 0.97 | — | — | — | — | — | 19.58 | 5.21 | 0.64 | 0.64 | 0.64 | 0.50 | 108,132 | 11 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 15.24 | 0.05 | (1.68 | ) | (1.63 | ) | 0.03 | — | — | 0.03 | — | 13.58 | (10.72 | ) | 0.64 | 0.64 | 0.64 | 0.28 | 75,502 | 88 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 11.89 | 0.06 | 3.34 | 3.40 | 0.05 | — | — | 0.05 | — | 15.24 | 28.62 | 0.64 | 0.64 | † | 0.64 | † | 0.48 | † | 93,325 | 34 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 18.46 | 0.02 | • | 0.91 | 0.93 | — | — | — | — | — | 19.39 | 5.04 | 0.89 | 0.89 | 0.89 | 0.25 | 828,628 | 11 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 15.19 | 0.01 | (1.67 | ) | (1.66 | ) | 0.03 | — | — | 0.03 | — | 13.50 | (10.95 | ) | 0.89 | 0.89 | 0.89 | 0.03 | 901,291 | 88 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 11.85 | 0.03 | 3.33 | 3.36 | 0.02 | — | — | 0.02 | — | 15.19 | 28.36 | 0.89 | 0.89 | † | 0.89 | † | 0.23 | † | 1,196,633 | 34 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 18.31 | 0.01 | 0.91 | 0.92 | — | — | — | — | — | 19.23 | 5.02 | 1.14 | 1.04 | 1.04 | 0.10 | 72,174 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 15.13 | (0.02 | ) | (1.65 | ) | (1.67 | ) | 0.03 | — | — | 0.03 | — | 13.43 | (11.06 | ) | 1.14 | 1.04 | 1.04 | (0.12 | ) | 62,480 | 88 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 11.81 | 0.01 | 3.32 | 3.33 | 0.01 | — | — | 0.01 | — | 15.13 | 28.17 | 1.14 | 1.04 | † | 1.04 | † | 0.08 | † | 71,542 | 34 | |||||||||||||||||||||||||||||||||||||||||||||||||||
VY® Invesco Growth and Income Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 31.49 | 0.18 | • | 0.36 | 0.54 | — | — | — | — | — | 32.03 | 1.71 | 1.39 | 1.24 | 1.24 | 1.13 | 16,620 | 8 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 21.62 | 0.24 | • | (0.78 | ) | (0.54 | ) | 0.26 | — | — | 0.26 | — | 20.82 | (2.55 | ) | 1.40 | 1.25 | 1.24 | 1.12 | 9,099 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 19.33 | 0.16 | • | 2.18 | 2.34 | 0.05 | — | — | 0.05 | — | 21.62 | 12.14 | 1.40 | 1.25 | † | 1.24 | † | 0.80 | † | 7,565 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 31.71 | 0.27 | • | 0.36 | 0.63 | — | — | — | — | — | 32.34 | 1.99 | 0.64 | 0.64 | 0.64 | 1.70 | 25,289 | 8 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 21.63 | 0.36 | • | (0.77 | ) | (0.41 | ) | 0.32 | — | — | 0.32 | — | 20.90 | (1.96 | ) | 0.65 | 0.65 | 0.64 | 1.66 | 8,679 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 19.23 | 0.28 | • | 2.17 | 2.45 | 0.05 | — | — | 0.05 | — | 21.63 | 12.78 | 0.65 | 0.65 | † | 0.64 | † | 1.40 | † | 20,244 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 31.83 | 0.23 | • | 0.37 | 0.60 | — | — | — | — | — | 32.43 | 1.89 | 0.89 | 0.89 | 0.89 | 1.46 | 499,006 | 8 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 21.70 | 0.31 | • | (0.77 | ) | (0.46 | ) | 0.26 | — | — | 0.26 | — | 20.98 | (2.16 | ) | 0.90 | 0.90 | 0.89 | 1.43 | 474,352 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 19.34 | 0.23 | • | 2.18 | 2.41 | 0.05 | — | — | 0.05 | — | 21.70 | 12.50 | 0.90 | 0.90 | † | 0.89 | † | 1.16 | † | 559,031 | 27 |
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 31.63 | 0.21 | • | 0.36 | 0.57 | — | — | — | — | — | 32.20 | 1.80 | 1.14 | 1.04 | 1.04 | 1.31 | 42,740 | 8 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 21.58 | 0.28 | • | (0.78 | ) | (0.50 | ) | 0.23 | — | — | 0.23 | — | 20.85 | (2.36 | ) | 1.15 | 1.05 | 1.04 | 1.28 | 45,015 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 19.26 | 0.20 | • | 2.17 | 2.37 | 0.05 | — | — | 0.05 | — | 21.58 | 12.34 | 1.15 | 1.05 | † | 1.04 | † | 1.01 | † | 52,679 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||||||
VY® JPMorgan Emerging Markets Equity Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 16.63 | 0.05 | • | (0.24 | ) | (0.19 | ) | — | — | — | — | — | 16.44 | (1.14 | ) | 2.01 | 1.86 | 1.86 | 0.56 | 39,812 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 22.36 | 0.06 | • | (4.06 | ) | (4.00 | ) | 0.19 | 0.69 | — | 0.88 | — | 17.48 | (18.53 | ) | 2.01 | 1.86 | 1.86 | 0.30 | 29,692 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 20.00 | (0.05 | ) | 3.75 | 3.70 | 0.12 | 1.22 | — | 1.34 | — | 22.36 | 19.87 | 2.01 | 1.86 | 1.86 | (0.29 | ) | 26,579 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 17.36 | 0.10 | • | (0.24 | ) | (0.14 | ) | — | — | — | — | — | 17.22 | (0.81 | ) | 1.26 | 1.26 | 1.26 | 1.17 | 68,929 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 22.92 | 0.20 | • | (4.19 | ) | (3.99 | ) | 0.23 | 0.69 | — | 0.92 | — | 18.01 | (18.05 | ) | 1.26 | 1.26 | 1.26 | 0.95 | 227,942 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 20.38 | 0.09 | 3.83 | 3.92 | 0.16 | 1.22 | — | 1.38 | — | 22.92 | 20.63 | 1.26 | 1.26 | 1.26 | 0.46 | 261,290 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 17.26 | 0.08 | • | (0.24 | ) | (0.16 | ) | — | — | — | — | — | 17.10 | (0.93 | ) | 1.51 | 1.51 | 1.51 | 0.91 | 458,471 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 22.85 | 0.14 | (4.17 | ) | (4.03 | ) | 0.18 | 0.69 | — | 0.87 | — | 17.95 | (18.27 | ) | 1.51 | 1.51 | 1.51 | 0.63 | 570,995 | 19 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 20.33 | 0.06 | 3.79 | 3.85 | 0.11 | 1.22 | — | 1.33 | — | 22.85 | 20.29 | 1.51 | 1.51 | 1.51 | 0.22 | 764,106 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 17.08 | 0.07 | • | (0.25 | ) | (0.18 | ) | — | — | — | — | — | 16.90 | (1.05 | ) | 1.76 | 1.66 | 1.66 | 0.75 | 20,268 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 22.68 | 0.12 | (4.15 | ) | (4.03 | ) | 0.15 | 0.69 | — | 0.84 | — | 17.81 | (18.40 | ) | 1.76 | 1.66 | 1.66 | 0.48 | 25,577 | 19 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 20.19 | 0.02 | 3.78 | 3.80 | 0.09 | 1.22 | — | 1.31 | — | 22.68 | 20.15 | 1.76 | 1.66 | 1.66 | 0.06 | 35,523 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® Morgan Stanley Global Franchise Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 16.56 | 0.13 | • | 0.44 | 0.57 | — | — | — | — | — | 17.13 | 3.44 | 1.71 | 1.56 | 1.56 | 1.52 | 56,780 | 7 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 13.99 | 0.17 | • | 1.07 | 1.24 | 0.39 | — | — | 0.39 | — | 14.84 | 8.75 | 1.72 | 1.57 | 1.57 | 1.17 | 9,740 | 35 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 12.42 | 0.03 | • | 1.63 | 1.66 | 0.09 | — | — | 0.09 | — | 13.99 | 13.40 | 1.73 | 1.58 | 1.58 | 0.22 | 2,567 | 47 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 17.23 | 0.16 | • | 0.47 | 0.63 | — | — | — | — | — | 17.86 | 3.66 | 1.21 | 1.21 | 1.21 | 1.86 | 320,226 | 7 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 14.24 | 0.28 | • | 1.02 | 1.30 | 0.36 | — | — | 0.36 | — | 15.18 | 9.05 | 1.22 | 1.22 | 1.22 | 1.83 | 339,475 | 35 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 12.56 | 0.23 | 1.51 | 1.74 | 0.06 | — | — | 0.06 | — | 14.24 | 13.89 | 1.23 | 1.23 | 1.23 | 1.79 | 331,750 | 47 |
Income (loss) from investment operations | | Less distributions | | Ratios to average net assets | Supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net asset value, beginning of year or period | | Net investment income (loss) | | Net realized and unrealized gain (loss) | | Total from investment operations | | From net investment income | | From net realized gains | | From return of capital | | Total distributions | | Payment by affiliate | | Net asset value, end of year or period | | Total Return(1) | | Expenses before reductions/ additions(2)(3)(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 S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 17.12 | 0.15 | • | 0.46 | 0.61 | — | — | — | — | — | 17.73 | 3.56 | 1.46 | 1.36 | 1.36 | 1.70 | 51,710 | 7 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 14.16 | 0.26 | • | 1.01 | 1.27 | 0.33 | — | — | 0.33 | — | 15.10 | 8.92 | 1.47 | 1.37 | 1.37 | 1.72 | 58,797 | 35 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 12.48 | 0.22 | • | 1.50 | 1.72 | 0.04 | — | — | 0.04 | — | 14.16 | 13.82 | 1.48 | 1.38 | 1.38 | 1.67 | 62,756 | 47 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® T. Rowe Price Capital Appreciation Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 28.02 | 0.13 | • | 0.85 | 0.98 | — | — | — | — | — | 29.00 | 3.50 | 1.39 | 1.24 | 1.24 | 0.88 | 522,758 | 38 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 22.26 | 0.31 | • | 0.27 | 0.58 | 0.38 | — | — | 0.38 | — | 22.46 | 2.59 | 1.40 | 1.25 | 1.25 | 1.33 | 131,571 | 85 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 19.88 | 0.27 | • | 2.43 | 2.70 | 0.32 | — | — | 0.32 | — | 22.26 | 13.63 | 1.40 | 1.25 | 1.25 | 1.33 | 88,819 | 71 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 28.80 | 0.22 | • | 0.88 | 1.10 | — | — | — | — | — | 29.90 | 3.82 | 0.64 | 0.64 | 0.64 | 1.47 | 1,006,687 | 38 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 22.65 | 0.45 | • | 0.27 | 0.72 | 0.50 | — | — | 0.50 | — | 22.87 | 3.16 | 0.65 | 0.65 | 0.65 | 1.91 | 436,806 | 85 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 20.18 | 0.40 | • | 2.48 | 2.88 | 0.41 | — | — | 0.41 | — | 22.65 | 14.31 | 0.65 | 0.65 | 0.65 | 1.90 | 454,380 | 71 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 28.82 | 0.18 | • | 0.88 | 1.06 | — | — | — | — | — | 29.88 | 3.68 | 0.89 | 0.89 | 0.89 | 1.22 | 4,108,745 | 38 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 22.67 | 0.39 | • | 0.27 | 0.66 | 0.44 | — | — | 0.44 | — | 22.89 | 2.89 | 0.90 | 0.90 | 0.90 | 1.66 | 3,214,571 | 85 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 20.20 | 0.34 | • | 2.48 | 2.82 | 0.35 | — | — | 0.35 | — | 22.67 | 14.03 | 0.90 | 0.90 | 0.90 | 1.63 | 3,376,297 | 71 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 28.67 | 0.16 | • | 0.87 | 1.03 | — | — | — | — | — | 29.70 | 3.59 | 1.14 | 1.04 | 1.04 | 1.07 | 89,841 | 38 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 22.58 | 0.35 | • | 0.27 | 0.62 | 0.40 | — | — | 0.40 | — | 22.80 | 2.73 | 1.15 | 1.05 | 1.05 | 1.51 | 77,565 | 85 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 20.12 | 0.31 | • | 2.47 | 2.78 | 0.32 | — | — | 0.32 | — | 22.58 | 13.86 | 1.15 | 1.05 | 1.05 | 1.47 | 85,201 | 71 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® T. Rowe Price Equity Income Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 16.29 | 0.11 | • | (0.43 | ) | (0.32 | ) | — | — | — | — | — | 15.97 | (1.96 | ) | 1.39 | 1.24 | 1.24 | 1.42 | 57,873 | 4 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 11.68 | 0.18 | • | (0.32 | ) | (0.14 | ) | 0.20 | — | — | 0.20 | — | 11.34 | (1.18 | ) | 1.40 | 1.25 | 1.25 | 1.52 | 36,348 | 22 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 10.34 | 0.15 | • | 1.35 | 1.50 | 0.16 | — | — | 0.16 | — | 11.68 | 14.51 | 1.40 | 1.25 | 1.25 | 1.42 | 28,478 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 16.47 | 0.17 | • | (0.44 | ) | (0.27 | ) | — | — | — | — | — | 16.20 | (1.64 | ) | 0.64 | 0.64 | 0.64 | 2.02 | 187,991 | 4 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 11.77 | 0.25 | • | (0.32 | ) | (0.07 | ) | 0.27 | — | — | 0.27 | — | 11.43 | (0.63 | ) | 0.65 | 0.65 | 0.65 | 2.07 | 353,764 | 22 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 10.40 | 0.20 | 1.38 | 1.58 | 0.21 | — | — | 0.21 | — | 11.77 | 15.23 | 0.65 | 0.65 | 0.65 | 2.01 | 452,121 | 16 |
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 (continued) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 16.49 | 0.14 | • | (0.43 | ) | (0.29 | ) | — | — | — | — | — | 16.20 | (1.76 | ) | 0.89 | 0.89 | 0.89 | 1.77 | 908,282 | 4 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 11.78 | 0.22 | (0.32 | ) | (0.10 | ) | 0.24 | — | — | 0.24 | — | 11.44 | (0.89 | ) | 0.90 | 0.90 | 0.90 | 1.84 | 925,797 | 22 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 10.41 | 0.19 | • | 1.36 | 1.55 | 0.18 | — | — | 0.18 | — | 11.78 | 14.94 | 0.90 | 0.90 | 0.90 | 1.77 | 957,065 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 16.35 | 0.13 | • | (0.43 | ) | (0.30 | ) | — | — | — | — | — | 16.05 | (1.83 | ) | 1.14 | 1.04 | 1.04 | 1.62 | 121,310 | 4 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 11.70 | 0.19 | (0.30 | ) | (0.11 | ) | 0.22 | — | — | 0.22 | — | 11.37 | (0.93 | ) | 1.15 | 1.05 | 1.05 | 1.71 | 82,406 | 22 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 10.35 | 0.16 | 1.36 | 1.52 | 0.17 | — | — | 0.17 | — | 11.70 | 14.72 | 1.15 | 1.05 | 1.05 | 1.62 | 74,101 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® T. Rowe Price International Stock Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 12.98 | 0.08 | • | 0.85 | 0.93 | — | — | — | — | — | 13.91 | 7.16 | 1.51 | 1.36 | 1.36 | 1.18 | 15,622 | 18 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 11.75 | 0.09 | (1.52 | ) | (1.43 | ) | 0.37 | — | — | 0.37 | — | 9.95 | (12.63 | ) | 1.56 | 1.41 | 1.41 | 0.85 | 4,128 | 135 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 10.48 | 0.07 | 1.31 | 1.38 | 0.11 | — | — | 0.11 | — | 11.75 | 13.37 | 1.50 | 1.33 | † | 1.33 | † | 0.60 | † | 5,475 | 132 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 12.99 | 0.12 | • | 0.86 | 0.98 | — | — | — | — | — | 13.97 | 7.54 | 0.76 | 0.76 | 0.76 | 1.73 | 53,244 | 18 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 11.70 | 0.15 | • | (1.50 | ) | (1.35 | ) | 0.43 | — | — | 0.43 | — | 9.92 | (12.06 | ) | 0.81 | 0.81 | 0.81 | 1.31 | 51,178 | 135 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 10.46 | 0.11 | 1.31 | 1.42 | 0.18 | — | — | 0.18 | — | 11.70 | 13.92 | 0.75 | 0.73 | † | 0.73 | † | 1.03 | † | 191,825 | 132 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 12.94 | 0.10 | • | 0.86 | 0.96 | — | — | — | — | — | 13.90 | 7.42 | 1.01 | 1.01 | 1.01 | 1.53 | 205,373 | 18 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 11.66 | 0.14 | (1.52 | ) | (1.38 | ) | 0.40 | — | — | 0.40 | — | 9.88 | (12.34 | ) | 1.06 | 1.06 | 1.06 | 1.15 | 157,855 | 135 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 10.41 | 0.09 | • | 1.31 | 1.40 | 0.15 | — | — | 0.15 | — | 11.66 | 13.78 | 1.00 | 0.98 | † | 0.98 | † | 0.90 | † | 203,858 | 132 |
(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. |
• | Calculated using average number of shares outstanding throughout the period. |
* | Amount is less than $0.005 or 0.005% or more than $(0.005) or (0.005)%. |
† | Impact of waiving the advisory fee for the ING Institutional Prime Money Market Fund holding has less than 0.005% impact on the expense ratio and net investment income or loss ratio. |
* | FMR is a registered service mark of FMR LLC. Used with permission. |
which the NYSE is open for trading. The Portfolios are open for business every day the NYSE is open. Portfolio shares will not be priced on days when the NYSE is closed. The NAV per share of each class of each Portfolio is calculated by taking the value of the Portfolio’s assets attributable to that class, subtracting the Portfolio’s liabilities attributable to that class, and dividing by the number of shares of that class that are outstanding. Assets for which market quotations are readily available are valued at market value. A security listed or traded on an exchange is valued at its last sales price or official closing price as of the close of the normal trading session on the exchange where the security is principally traded, or lacking any sales or official closing price on a particular day, the security may be valued at the mean of the closing bid and ask price on that day. Bank loans are valued at the average of the averages between 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 net asset value 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 customary trading session on the exchange where the security is principally traded.
bid/ask quotes of brokers and other market data may be reviewed in the course of making a good faith determination of a security’s fair value. Valuations change in response to many factors including the historical and prospective earnings of the issuer, the value of the issuer’s assets, general economic conditions, interest rates, investor perceptions and market liquidity. Because of the inherent uncertainties of fair valuation, the values used to determine each Portfolio’s NAV may materially differ from the value received upon actual sale of those investments. Thus, fair valuation may have an unintended dilutive or accretive effect on the value of shareholders’ investments in a Portfolio.
(1) | Market value of investment securities, other assets and liabilities — at the exchange rates prevailing at the end of the day. |
(2) | Purchases and sales of investment securities, income and expenses — at the rates of exchange prevailing on the respective dates of such transactions. |
from changes in the value of assets and liabilities other than investments in securities, resulting from changes in the exchange rate. Foreign security and currency transactions may involve certain considerations and risks not typically associated with investing in U.S. companies and U.S. government securities. These risks include, but are not limited to, revaluation of currencies and future adverse political and economic developments which could cause securities and their markets to be less liquid and prices more volatile than those of comparable U.S. companies and U.S. government securities. The foregoing risks are even greater with respect to securities of issuers in emerging markets.
derivatives may not perform as expected resulting in losses for the combined or hedged positions.
between the forward foreign exchange rates at the dates of entry into the contracts and the forward rates at the reporting date, is included in the Statements of Assets and Liabilities. Realized and unrealized gains and losses are included in the Statements of Operations. These instruments involve market and/or credit risk in excess of the amount recognized in the Statements of Assets and Liabilities. Risks arise from the possible inability of counterparties to meet the terms of their contracts and from movement in currency and securities values and interest rates. Open forward foreign currency contracts are presented following the respective Summary Portfolio of Investments.
Buy | Sell | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Invesco Growth and Income | $ | — | $ | 54,173,559 | ||||||
T. Rowe Price Capital Appreciation* | — | 11,651,218 | ||||||||
T. Rowe Price International Stock* | 71,194 | 84,173 |
* | The Portfolio did not have any open forward foreign currency contracts at June 30, 2015. |
gains or losses on option contracts are reflected in the accompanying financial statements. The risk in writing a covered call option is that the Portfolios give up the opportunity for profit if the market price of the security increases and the option is exercised. The risk in writing a put option is that the Portfolios may incur a loss if the market price of the security decreases and the option is exercised. The risk in buying an option is that the Portfolios pay a premium whether or not the option is exercised. Risks may also arise from an illiquid secondary market or from the inability of counterparties to meet the terms of the contract.
Purchases | Sales | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Clarion Global Real Estate | $ | 74,883,168 | $ | 81,656,250 | ||||||
FMR® Diversified Mid Cap | 119,213,222 | 210,799,645 | ||||||||
Invesco Growth and Income | 47,533,615 | 96,986,417 |
Purchases | Sales | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
JPMorgan Emerging Markets Equity | $ | 54,344,417 | $ | 90,763,809 | ||||||
Morgan Stanley Global Franchise | 29,316,166 | 57,287,557 | ||||||||
T. Rowe Price Capital Appreciation | 2,000,951,110 | 2,364,085,716 | ||||||||
T. Rowe Price Equity Income | 51,870,358 | 93,151,903 | ||||||||
T. Rowe Price International Stock | 61,510,932 | 44,761,007 |
Portfolio | Fee | |||||
---|---|---|---|---|---|---|
Clarion Global Real Estate | 0.80% on the first $250 million; | |||||
0.775% on the next $250 million; | ||||||
0.70% on the amount in excess of $500 million |
Portfolio | Fee | |||||
---|---|---|---|---|---|---|
T. Rowe Price International Stock | 0.54% on the first $4 billion; | |||||
0.53% on the amount in excess of $4 billion |
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 |
Portfolio | Fee | |||||
---|---|---|---|---|---|---|
T. Rowe Price International Stock | 0.64% on the first $4 billion; | |||||
0.63% on the amount in excess of $4 billion |
Portfolio | Fee | |||||
---|---|---|---|---|---|---|
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 Liquid Assets are aggregated with those of Voya Limited Maturity Bond Portfolio, which is not included in this report, to determine the Unified Fee. |
(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. |
(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. |
Portfolio | Sub-Adviser | |||||
---|---|---|---|---|---|---|
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. |
or modification of this obligation requires approval by the Board.
June 30, | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2016 | 2017 | 2018 | Total | ||||||||||||||||
Liquid Assets | $ | 163,859 | $ | 1,026,244 | $ | 1,912,515 | $ | 3,102,618 |
Subsidiary/Affiliated Investment Company | Portfolio | Percentage | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
ReliaStar Life Insurance Company | T. Rowe Price International Stock | 11.52 | % | |||||||
Security Life of Denver Insurance Company | Liquid Assets | 6.28 | ||||||||
Voya Global Perspectives Portfolio | Clarion Global Real Estate | 5.43 | ||||||||
Voya Institutional Trust Company | Liquid Assets | 30.50 | ||||||||
Clarion Global Real Estate | 10.70 | |||||||||
FMR® Diversified Mid Cap | 12.13 | |||||||||
JPMorgan Emerging Markets Equity | 6.39 | |||||||||
Morgan Stanley Global Franchise | 14.02 | |||||||||
T. Rowe Price Capital Appreciation | 15.76 | |||||||||
T. Rowe Price Equity Income | 15.23 | |||||||||
T. Rowe Price International Stock | 8.68 | |||||||||
Voya Insurance and Annuity Company | Liquid Assets | 57.23 | % | |||||||
Clarion Global Real Estate | 31.06 | |||||||||
FMR® Diversified Mid Cap | 59.57 | |||||||||
Invesco Growth and Income | 77.70 | |||||||||
JPMorgan Emerging Markets Equity | 69.49 | |||||||||
Morgan Stanley Global Franchise | 84.70 | |||||||||
T. Rowe Price Capital Appreciation | 49.50 | |||||||||
T. Rowe Price Equity Income | 49.40 | |||||||||
T. Rowe Price International Stock | 65.89 | |||||||||
Voya Retirement Insurance and Annuity Company | Clarion Global Real Estate | 31.84 | ||||||||
FMR® Diversified Mid Cap | 24.21 | |||||||||
Invesco Growth and Income | 11.81 | |||||||||
JPMorgan Emerging Markets Equity | 13.46 | |||||||||
T. Rowe Price Capital Appreciation | 25.98 | |||||||||
T. Rowe Price Equity Income | 30.27 | |||||||||
T. Rowe Price International Stock | 6.99 |
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, | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2016 | 2017 | 2018 | Total | |||||||||||||||
Clarion Global Real Estate | $ | 225,512 | $ | 272,409 | $ | 274,210 | $ | 772,131 |
Portfolio | Days Utilized | Approximate Average Daily Balance For Days Utilized | Approximate Weighted Average Interest Rate For Days Utilized | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Liquid Assets | 3 | $ | 9,645,000 | 1.12 | % | |||||||||
FMR® Diversified Mid Cap | 81 | 2,168,914 | 1.12 | |||||||||||
JPMorgan Emerging Markets Equity | 33 | 922,667 | 1.13 | |||||||||||
T. Rowe Price Capital Appreciation | 5 | 23,626,600 | 1.12 | |||||||||||
T. Rowe Price International Stock | 4 | 2,985,750 | 1.13 |
Number of Contracts | Premiums Received | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Balance at 12/31/2014 | 95,937 | $ | 25,665,803 | |||||||
Options Written | 23,438 | 5,549,055 | ||||||||
Options Terminated in Closing Purchase Transactions | (25,494 | ) | (5,893,821 | ) | ||||||
Options Expired | (52,899 | ) | (13,754,938 | ) | ||||||
Balance at 06/30/2015 | 40,982 | $ | 11,566,099 |
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 | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||||||
Liquid Assets | |||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 12,272,349 | — | — | (16,505,339 | ) | (4,232,990 | ) | 12,272,349 | — | — | (16,505,339 | ) | (4,232,990 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 45,458,437 | — | 9,687 | (47,721,295 | ) | (2,253,171 | ) | 45,458,437 | — | 9,687 | (47,721,295 | ) | (2,253,171 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 64,496,225 | — | — | (110,553,913 | ) | (46,057,688 | ) | 64,496,225 | — | — | (110,553,913 | ) | (46,057,688 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 180,499,267 | — | 89,733 | (314,302,234 | ) | (133,713,234 | ) | 180,499,268 | — | 89,733 | (314,302,234 | ) | (133,713,233 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 41,489,056 | — | — | (41,850,947 | ) | (361,891 | ) | 41,489,056 | — | — | (41,850,947 | ) | (361,891 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 87,334,250 | — | 37,673 | (91,987,240 | ) | (4,615,317 | ) | 87,334,250 | — | 37,673 | (91,987,241 | ) | (4,615,318 | ) | |||||||||||||||||||||||||||||
Clarion Global Real Estate | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 236,419 | — | — | (119,723 | ) | 116,696 | 2,912,917 | — | — | (1,485,235 | ) | 1,427,682 | |||||||||||||||||||||||||||||||
12/31/2014 | 344,531 | — | 19,311 | (301,451 | ) | 62,391 | 3,979,179 | — | 229,795 | (3,445,185 | ) | 763,789 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 1,055,870 | — | — | (978,062 | ) | 77,808 | 13,373,754 | — | — | (12,360,020 | ) | 1,013,734 | |||||||||||||||||||||||||||||||
12/31/2014 | 3,399,617 | — | 167,660 | (1,663,246 | ) | 1,904,031 | 39,002,837 | — | 2,038,749 | (19,606,495 | ) | 21,435,091 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 630,572 | — | — | (1,199,213 | ) | (568,641 | ) | 7,958,804 | — | — | (15,146,433 | ) | (7,187,629 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 714,291 | — | 147,716 | (2,533,074 | ) | (1,671,067 | ) | 8,467,612 | — | 1,788,837 | (29,629,424 | ) | (19,372,975 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 7,191 | — | — | (21,011 | ) | (13,820 | ) | 90,678 | — | — | (270,132 | ) | (179,454 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 4,415 | — | 1,384 | (42,310 | ) | (36,511 | ) | 53,405 | — | 16,861 | (499,367 | ) | (429,101 | ) | |||||||||||||||||||||||||||||
FMR® Diversified Mid Cap | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 223,458 | — | — | (441,933 | ) | (218,475 | ) | 4,144,135 | — | — | (8,234,445 | ) | (4,090,310 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 271,791 | — | 651,898 | (578,830 | ) | 344,859 | 5,262,350 | — | 11,649,414 | (11,012,152 | ) | 5,899,612 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 187,420 | — | — | (536,809 | ) | (349,389 | ) | 3,622,923 | — | — | (10,358,688 | ) | (6,735,765 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 901,585 | — | 1,000,907 | (1,298,149 | ) | 604,343 | 17,730,187 | — | 18,442,762 | (25,117,773 | ) | 11,055,176 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 547,415 | — | — | (4,100,514 | ) | (3,553,099 | ) | 10,328,721 | — | — | (78,559,704 | ) | (68,230,983 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 809,511 | — | 8,070,744 | (9,076,532 | ) | (196,277 | ) | 15,590,736 | — | 147,302,046 | (176,741,040 | ) | (13,848,258 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 93,589 | — | — | (297,929 | ) | (204,340 | ) | 1,745,622 | — | — | (5,673,433 | ) | (3,927,811 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 160,191 | — | 680,339 | (606,181 | ) | 234,349 | 3,124,717 | — | 12,320,942 | (11,600,288 | ) | 3,845,371 | |||||||||||||||||||||||||||||||
Invesco Growth and Income | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 66,467 | — | — | (68,501 | ) | (2,034 | ) | 2,138,279 | — | — | (2,185,812 | ) | (47,533 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 77,191 | — | 38,324 | (86,132 | ) | 29,383 | 2,391,592 | — | 1,177,712 | (2,664,172 | ) | 905,132 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 39,788 | — | — | (149,220 | ) | (109,432 | ) | 1,273,182 | — | — | (4,772,260 | ) | (3,499,078 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 509,113 | — | 66,833 | (480,729 | ) | 95,217 | 15,925,241 | — | 2,062,458 | (15,138,429 | ) | 2,849,270 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 119,114 | — | — | (1,539,584 | ) | (1,420,470 | ) | 3,807,880 | — | — | (49,416,338 | ) | (45,608,458 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 677,755 | — | 1,316,935 | (3,358,618 | ) | (1,363,928 | ) | 21,245,653 | — | 40,838,141 | (105,432,813 | ) | (43,349,019 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 8,796 | — | — | (131,851 | ) | (123,055 | ) | 280,954 | — | — | (4,213,420 | ) | (3,932,466 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 11,327 | — | 114,463 | (313,288 | ) | (187,498 | ) | 350,888 | — | 3,530,033 | (9,802,517 | ) | (5,921,596 | ) | |||||||||||||||||||||||||||||
JPMorgan Emerging Markets Equity | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 83,248 | — | — | (217,032 | ) | (133,784 | ) | 1,411,159 | — | — | (3,703,221 | ) | (2,292,062 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 454,019 | — | 260,472 | (552,583 | ) | 161,908 | 8,333,217 | — | 4,745,804 | (10,108,057 | ) | 2,970,964 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 167,025 | — | — | (262,586 | ) | (95,561 | ) | 2,982,051 | — | — | (4,694,575 | ) | (1,712,524 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 603,484 | — | 429,000 | (4,088,088 | ) | (3,055,604 | ) | 11,442,783 | — | 8,138,130 | (74,042,720 | ) | (54,461,807 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 551,397 | — | — | (2,668,916 | ) | (2,117,519 | ) | 9,858,591 | — | — | (47,078,057 | ) | (37,219,466 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 2,482,729 | — | 3,103,171 | (6,850,478 | ) | (1,264,578 | ) | 47,705,461 | — | 58,618,905 | (125,241,750 | ) | (18,917,384 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 22,516 | — | — | (147,541 | ) | (125,025 | ) | 392,295 | — | — | (2,589,834 | ) | (2,197,539 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 74,041 | — | 138,894 | (271,654 | ) | (58,719 | ) | 1,372,083 | — | 2,595,929 | (5,097,652 | ) | (1,129,640 | ) |
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 | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 100,676 | — | — | (164,342 | ) | (63,666 | ) | 1,715,887 | — | — | (2,814,801 | ) | (1,098,914 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 390,270 | — | 306,102 | (299,917 | ) | 396,455 | 6,694,860 | — | 5,163,934 | (5,123,292 | ) | 6,735,502 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 208,016 | — | — | (1,791,821 | ) | (1,583,805 | ) | 3,692,223 | — | — | (32,084,817 | ) | (28,392,594 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 770,013 | — | 1,925,970 | (4,409,940 | ) | (1,713,957 | ) | 13,646,808 | — | 33,742,998 | (78,124,803 | ) | (30,734,997 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 19,991 | — | — | (266,761 | ) | (246,770 | ) | 353,316 | — | — | (4,733,450 | ) | (4,380,134 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 98,820 | — | 309,069 | (654,046 | ) | (246,157 | ) | 1,734,315 | — | 5,383,976 | (11,537,744 | ) | (4,419,453 | ) | |||||||||||||||||||||||||||||
T. Rowe Price Capital Appreciation | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 1,844,038 | — | — | (153,976 | ) | 1,690,062 | 53,143,475 | — | — | (4,435,081 | ) | 48,708,394 | |||||||||||||||||||||||||||||||
12/31/2014 | 2,818,138 | — | 1,457,182 | (608,866 | ) | 3,666,454 | 78,821,515 | — | 39,636,303 | (16,960,640 | ) | 101,497,178 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 2,330,463 | — | — | (5,104,252 | ) | (2,773,789 | ) | 69,223,181 | — | — | (151,217,152 | ) | (81,993,971 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 6,034,119 | — | 3,890,868 | (8,395,377 | ) | 1,529,610 | 171,246,630 | — | 109,157,806 | (240,790,724 | ) | 39,613,712 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 1,974,502 | — | — | (7,511,289 | ) | (5,536,787 | ) | 58,363,421 | — | — | (222,780,533 | ) | (164,417,112 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 3,995,628 | — | 14,083,953 | (16,155,766 | ) | 1,923,815 | 115,562,084 | — | 394,491,309 | (462,828,461 | ) | 47,224,932 | |||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 73,289 | — | — | (326,987 | ) | (253,698 | ) | 2,161,540 | — | — | (9,672,564 | ) | (7,511,024 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 197,732 | — | 322,790 | (529,210 | ) | (8,688 | ) | 5,637,583 | — | 8,984,795 | (15,129,851 | ) | (507,473 | ) | |||||||||||||||||||||||||||||
T. Rowe Price Equity Income | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 170,554 | — | — | (405,342 | ) | (234,788 | ) | 2,775,289 | — | — | (6,589,036 | ) | (3,813,747 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 400,924 | — | 346,307 | (868,198 | ) | (120,967 | ) | 6,601,939 | — | 5,655,432 | (14,216,200 | ) | (1,958,829 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 469,957 | — | — | (647,117 | ) | (177,160 | ) | 7,623,832 | — | — | (10,648,284 | ) | (3,024,452 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 967,263 | — | 1,074,746 | (11,449,692 | ) | (9,407,683 | ) | 16,047,975 | — | 17,812,795 | (189,697,814 | ) | (155,837,044 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 477,825 | — | — | (5,862,553 | ) | (5,384,728 | ) | 7,808,882 | — | — | (96,734,461 | ) | (88,925,579 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 1,312,700 | — | 5,675,365 | (11,861,980 | ) | (4,873,915 | ) | 21,769,277 | — | 94,053,840 | (197,579,722 | ) | (81,756,605 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 114,193 | — | — | (598,595 | ) | (484,402 | ) | 1,852,563 | — | — | (9,741,227 | ) | (7,888,664 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 304,425 | — | 716,551 | (1,074,882 | ) | (53,906 | ) | 5,055,051 | — | 11,760,474 | (17,850,891 | ) | (1,035,366 | ) | |||||||||||||||||||||||||||||
T. Rowe Price International Stock | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 191,634 | — | — | (41,089 | ) | 150,545 | 2,680,146 | — | — | (559,147 | ) | 2,120,999 | |||||||||||||||||||||||||||||||
12/31/2014 | 209,894 | — | 8,009 | (201,578 | ) | 16,325 | 2,798,216 | — | 110,844 | (2,703,307 | ) | 205,753 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 169,760 | — | — | (233,439 | ) | (63,679 | ) | 2,414,756 | — | — | (3,234,937 | ) | (820,181 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 235,860 | — | 50,992 | (386,910 | ) | (100,058 | ) | 3,130,001 | — | 704,709 | (5,180,784 | ) | (1,346,074 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 2,192,345 | — | — | (1,588,695 | ) | 603,650 | 30,481,204 | — | — | (21,168,974 | ) | 9,312,230 | |||||||||||||||||||||||||||||||
12/31/2014 | 2,860,253 | — | 153,656 | (1,824,851 | ) | 1,189,058 | 38,818,475 | — | 2,117,375 | (24,278,299 | ) | 16,657,551 |
United States government or any agency, instrumentality or authority of the United States government. The securities purchased with cash collateral received are reflected in the Summary Portfolio of Investments under Securities Lending Collateral.
Clarion Global Real Estate | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | |||||||||||||
JP Morgan Securities, Plc. | $ | 606,902 | $ | (606,902 | ) | — | ||||||||||
Macquarie Bank Limited | 10,430,310 | (10,430,310 | ) | — | ||||||||||||
Total | $ | 11,037,212 | $ | (11,037,212 | ) | $ | — |
(1) | Collateral with a fair value of $12,136,303 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. |
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Barclays Capital Inc. | $ | 687,355 | $ | (687,355 | ) | $ | — | |||||||
BNP Prime Brokerage, Inc. | 273,229 | (273,229 | ) | — | ||||||||||
Goldman Sachs & Co. | 151,391 | (151,391 | ) | — | ||||||||||
HSBC Bank PLC | 2,032,930 | (2,032,930 | ) | — | ||||||||||
JP Morgan Clearing Corp | 141,023 | (141,023 | ) | — | ||||||||||
Morgan Stanley & Co. LLC | 38,551 | (38,551 | ) | — | ||||||||||
RBC Dominion Securities Inc | 1,211,479 | (1,211,479 | ) | — | ||||||||||
SG Americas Securities, LLC | 11,384 | (11,384 | ) | — | ||||||||||
Wells Fargo Securities LLC | 29,883 | (29,883 | ) | — | ||||||||||
Total | $ | 4,577,225 | $ | (4,577,224 | ) | $ | — |
(1) | Collateral with a fair value of $4,707,493 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. |
Invesco Growth and Income | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | |||||||||||
Nomura Securities International, Inc. | $ | 187,955 | $ | (187,955 | ) | $ | — | |||||||
Total | $ | 187,955 | $ | (187,955 | ) | $ | — |
(1) | Collateral with a fair value of $197,981 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 | |||||||||||||
Barclays Capital Inc. | $ | 237,677 | $ | (237,677 | ) | $ | — | |||||||||
BNP Prime Brokerage, Inc. | 651,840 | (651,840 | ) | — | ||||||||||||
Citigroup Global Markets Limited | 2,920,129 | (2,920,129 | ) | — | ||||||||||||
Credit Suisse Securities (USA) LLC | 701,800 | (701,800 | ) | — | ||||||||||||
Goldman Sachs & Co. | 2,248,523 | (2,248,523 | ) | — | ||||||||||||
Morgan Stanley & Co. LLC | 5,904,930 | (5,904,930 | ) | — | ||||||||||||
Nomura International PLC | 122,760 | (122,760 | ) | — | ||||||||||||
Total | $ | 12,787,661 | $ | (12,787,661 | ) | $ | — |
(1) | Collateral with a fair value of $13,374,589 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 | |||||||||||||
Credit Suisse Securities (USA) LLC | $ | 4,769,278 | $ | (4,769,278 | ) | $ | — | |||||||||
Total | $ | 4,769,278 | $ | (4,769,278 | ) | $ | — |
(1) | Collateral with a fair value of $4,876,167 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 Income | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | |||||||||||||
Goldman Sachs & Co. | $ | 4,578,485 | $ | (4,578,485 | ) | $ | — | |||||||||
Morgan Stanley & Co. LLC | 217,275 | (217,275 | ) | — | ||||||||||||
Total | $ | 4,795,760 | $ | (4,795,760 | ) | $ | — |
(1) | Collateral with a fair value of $4,898,809 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 | |||||||||||||
Deutsche Bank, AG | $ | 1,420,424 | $ | (1,420,424 | ) | $ | — | |||||||||
Nomura Securities International, Inc. | 1,459,934 | (1,459,934 | ) | — | ||||||||||||
Total | $ | 2,880,358 | $ | (2,880,358 | ) | $ | — |
(1) | Collateral with a fair value of $3,026,421 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. |
Ordinary Income | Long-term Capital Gains | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Liquid Assets | $ | 137,093 | $ | — | ||||||
Clarion Global Real Estate | 4,074,242 | — | ||||||||
FMR® Diversified Mid Cap | 98,624,708 | 91,090,456 | ||||||||
Invesco Growth and Income | 7,340,137 | 40,268,207 | ||||||||
JPMorgan Emerging Markets Equity | 6,480,399 | 67,618,369 | ||||||||
Morgan Stanley Global Franchise | 9,258,041 | 35,032,867 | ||||||||
T. Rowe Price Capital Appreciation | 175,951,442 | 376,318,771 | ||||||||
T. Rowe Price Equity Income | 29,976,794 | 99,305,747 | ||||||||
T. Rowe Price International Stock | 2,932,928 | — |
Capital Loss Carryforwards | |||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Undistributed Ordinary Income | Undistributed Long-term Capital Gains | Unrealized Appreciation/ (Depreciation) | Amount | Character | Expiration | ||||||||||||||||||||||
Liquid Assets | $ | 90,270 | $ | 6,265 | $ | (165 | ) | $ | — | — | — | ||||||||||||||||
Clarion Global Real Estate | 10,532,861 | — | 85,883,613 | (41,082,504 | ) | Short-term | 2016 | ||||||||||||||||||||
(138,763,608 | ) | Short-term | 2017 | ||||||||||||||||||||||||
(9,567,152 | ) | Short-term | 2018 | ||||||||||||||||||||||||
$ | (189,413,264 | ) | |||||||||||||||||||||||||
FMR® Diversified Mid Cap | 54,778,058 | 126,964,067 | 123,947,343 | — | — | — | |||||||||||||||||||||
Invesco Growth and Income | 21,294,682 | 76,046,544 | 165,200,445 | — | — | — | |||||||||||||||||||||
JPMorgan Emerging Markets Equity | 6,728,479 | 36,951,693 | 41,056,251 | — | — | — | |||||||||||||||||||||
Morgan Stanley Global Franchise | 8,758,744 | 47,360,569 | 84,755,831 | — | — | — | |||||||||||||||||||||
T. Rowe Price Capital Appreciation | 185,885,384 | 567,179,799 | 681,018,597 | — | — | — | |||||||||||||||||||||
T. Rowe Price Equity Income | 4,686,870 | 151,902,748 | 378,726,190 | (2,536,236 | ) | Short-term | 2015 | ||||||||||||||||||||
(2,390,465 | ) | Short-term | 2016 | ||||||||||||||||||||||||
(620,380 | ) | Short-term | 2017 | ||||||||||||||||||||||||
(162,382 | ) | Short-term | 2018 | ||||||||||||||||||||||||
$ | (5,709,463 | )* | |||||||||||||||||||||||||
T. Rowe Price International Stock | 2,417,524 | — | 19,204,614 | (33,110,225 | ) | Short-term | 2016 | ||||||||||||||||||||
(82,466,488 | ) | Short-term | 2017 | ||||||||||||||||||||||||
$ | (115,576,713 | ) |
* | 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. |
PER SHARE AMOUNTS | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net Investment Income | Short-term Capital Gains | Long-term Capital Gains | Payable Date | Record Date | |||||||||||||||||||
Liquid Assets | |||||||||||||||||||||||
Class I | $ | — | $ | 0.0001 | $ | — | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class S | $ | — | $ | 0.0001 | $ | — | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class S2 | $ | — | $ | 0.0001 | $ | — | July 15, 2015 | July 13, 2015 | |||||||||||||||
Clarion Global Real Estate | |||||||||||||||||||||||
Class ADV | $ | 0.3322 | $ | — | $ | — | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class I | $ | 0.3963 | $ | — | $ | — | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class S | $ | 0.3636 | $ | — | $ | — | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class S2 | $ | 0.3345 | $ | — | $ | — | July 15, 2015 | July 13, 2015 | |||||||||||||||
FMR® Diversified Mid Cap | |||||||||||||||||||||||
Class ADV | $ | — | $ | 0.9944 | $ | 2.3013 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class I | $ | — | $ | 0.9944 | $ | 2.3013 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class S | $ | — | $ | 0.9944 | $ | 2.3013 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class S2 | $ | — | $ | 0.9944 | $ | 2.3013 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Invesco Growth and Income | |||||||||||||||||||||||
Class ADV | $ | 0.9302 | $ | 0.1578 | $ | 4.2408 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class I | $ | 1.1223 | $ | 0.1578 | $ | 4.2408 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class S | $ | 1.0329 | $ | 0.1578 | $ | 4.2408 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class S2 | $ | 0.9760 | $ | 0.1578 | $ | 4.2408 | July 15, 2015 | July 13, 2015 |
PER SHARE AMOUNTS | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net Investment Income | Short-term Capital Gains | Long-term Capital Gains | Payable Date | Record Date | |||||||||||||||||||
JPMorgan Emerging Markets Equity | |||||||||||||||||||||||
Class ADV | $ | 0.1351 | $ | — | $ | 1.0781 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class I | $ | 0.2477 | $ | — | $ | 1.0781 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class S | $ | 0.1956 | $ | — | $ | 1.0781 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class S2 | $ | 0.1635 | $ | — | $ | 1.0781 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Morgan Stanley Global Franchise | |||||||||||||||||||||||
Class ADV | $ | 0.2849 | $ | 0.0419 | $ | 1.9697 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class S | $ | 0.3325 | $ | 0.0419 | $ | 1.9697 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class S2 | $ | 0.3032 | $ | 0.0419 | $ | 1.9697 | July 15, 2015 | July 13, 2015 | |||||||||||||||
T. Rowe Price Capital Appreciation | |||||||||||||||||||||||
Class ADV | $ | 0.0768 | $ | 0.8930 | $ | 2.9587 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class I | $ | 0.0768 | $ | 0.8930 | $ | 2.9587 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class S | $ | 0.0768 | $ | 0.8930 | $ | 2.9587 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class S2 | $ | 0.0768 | $ | 0.8930 | $ | 2.9587 | July 15, 2015 | July 13, 2015 | |||||||||||||||
T. Rowe Price Equity Income | |||||||||||||||||||||||
Class ADV | $ | 0.0458 | $ | 0.0143 | $ | 1.9445 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class I | $ | 0.0458 | $ | 0.0143 | $ | 1.9445 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class S | $ | 0.0458 | $ | 0.0143 | $ | 1.9445 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class S2 | $ | 0.0458 | $ | 0.0143 | $ | 1.9445 | July 15, 2015 | July 13, 2015 | |||||||||||||||
T. Rowe Price International Stock | |||||||||||||||||||||||
Class ADV | $ | 0.0812 | $ | — | $ | — | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class I | $ | 0.1492 | $ | — | $ | — | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class S | $ | 0.1192 | $ | — | $ | — | July 15, 2015 | July 13, 2015 |
VOYA LIQUID ASSETS PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) |
as of June 30, 2015
(as a percentage of net assets)
Certificates of Deposit | 23.5 | % | ||||
Asset Backed Commercial Paper | 18.2 | % | ||||
Other Note | 17.5 | % | ||||
Financial Company Commercial Paper | 11.2 | % | ||||
Government Agency Debt | 10.7 | % | ||||
Investment Companies | 7.8 | % | ||||
Treasury Debt | 7.3 | % | ||||
Other Commercial Paper | 1.3 | % | ||||
Government Agency Repurchase Agreement | 1.0 | % | ||||
Assets in Excess of Other Liabilities | 1.5 | % | ||||
Net Assets | 100.0 | % |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Backed Commercial Paper: 18.2% | |||||||||||||||||||
3,800,000 | Barton Capital LLC, 0.132%, due 07/02/15 | $ | 3,799,986 | 0.4 | |||||||||||||||
750,000 | Barton Capital LLC, 0.203%, due 08/03/15 | 749,862 | 0.1 | ||||||||||||||||
2,350,000 | Barton Capital LLC, 0.216%, due 08/06/15 | 2,349,501 | 0.2 | ||||||||||||||||
18,650,000 | # | Barton Capital LLC, 0.265%, due 07/16/15 | 18,650,000 | 2.0 | |||||||||||||||
5,000,000 | Barton Capital LLC, 0.200%, due 07/06/15 | 4,999,875 | 0.5 | ||||||||||||||||
21,450,000 | Concord Minutemen Capital Co., 0.238%, due 07/06/15 | 21,449,300 | 2.3 | ||||||||||||||||
16,200,000 | Concord Minutemen Capital Co., 0.325%, due 07/01/15 | 16,200,000 | 1.7 | ||||||||||||||||
1,558,000 | Crown Point Capital Co., 0.142%, due 07/08/15 | 1,557,958 | 0.2 | ||||||||||||||||
10,900,000 | Crown Point Capital Co., 0.184%, due 07/06/15 | 10,899,726 | 1.2 | ||||||||||||||||
26,500,000 | Crown Point Capital Co., 0.325%, due 07/01/15 | 26,500,000 | 2.8 | ||||||||||||||||
12,650,000 | Jupiter Securitization Company LLC, 0.183%, due 07/06/15 | 12,649,684 | 1.3 | ||||||||||||||||
11,000,000 | Jupiter Securitization Company LLC, 0.284%, due 09/24/15 | 10,992,728 | 1.2 | ||||||||||||||||
19,500,000 | Old Line Funding LLC, 0.264%, due 07/07/15 | 19,499,155 | 2.1 | ||||||||||||||||
18,100,000 | # | Old Line Funding LLC, 0.305%, due 07/20/15 | 18,100,000 | 1.9 | |||||||||||||||
3,000,000 | Thunder Bay Funding LLC, 0.162%, due 07/01/15 | 3,000,000 | 0.3 | ||||||||||||||||
Total Asset Backed Commercial Paper (Cost $171,397,775) | 171,397,775 | 18.2 | |||||||||||||||||
Certificates of Deposit: 23.5% | |||||||||||||||||||
18,000,000 | # | Australia & New Zealand Banking Group Ltd., 0.338%,due 07/20/15 | $ | 18,000,000 | 1.9 | ||||||||||||||
16,400,000 | Bank of Tokyo — Mitsubishi UFJ NY, 0.250%, due 08/05/15 | 16,400,796 | 1.7 | ||||||||||||||||
7,800,000 | # | Barton Capital LLC, 0.214%, due 07/15/15 | 7,800,000 | 0.8 | |||||||||||||||
12,100,000 | Credit Suisse New York, 0.230%, due 08/03/15 | 12,100,000 | 1.3 | ||||||||||||||||
17,450,000 | Mizuho Bank Ltd./NY, 0.250%, due 08/03/15 | 17,450,798 | 1.9 | ||||||||||||||||
9,450,000 | Mizuho Bank Ltd./NY, 0.260%, due 08/07/15 | 9,450,291 | 1.0 | ||||||||||||||||
10,150,000 | Mizuho Bank Ltd./NY, 0.270%, due 07/31/15 | 10,150,507 | 1.1 | ||||||||||||||||
10,150,000 | Nordea Bank Finland NY, 0.185%, due 07/07/15 | 10,150,059 | 1.1 | ||||||||||||||||
26,000,000 | Nordea Bank Finland NY, 0.214%, due 07/15/15 | 26,000,000 | 2.8 | ||||||||||||||||
11,800,000 | Skandinav Enskilda Bank NY, 0.250%, due 07/02/15 | 11,800,029 | 1.3 | ||||||||||||||||
4,000,000 | Skandinaviska Enskilda Banken AB, 0.122%, due 07/07/15 | 3,999,920 | 0.4 | ||||||||||||||||
18,100,000 | Sumitomo Mitsui Bank NY, 0.160%, due 07/06/15 | 18,100,000 | 1.9 | ||||||||||||||||
19,000,000 | Sumitomo Mitsui Bank NY, 0.180%, due 07/06/15 | 19,000,000 | 2.0 | ||||||||||||||||
1,950,000 | Svenska Handelsbanken NY, 0.190%, due 07/01/15 | 1,950,000 | 0.2 | ||||||||||||||||
1,250,000 | Svenska Handelsbanken NY, 0.205%, due 08/06/15 | 1,250,056 | 0.1 | ||||||||||||||||
34,500,000 | # | Thunder Bay Funding LLC, 0.288%, due 07/13/15 | 34,500,000 | 3.7 | |||||||||||||||
2,700,000 | UBS AG Stamford CT, 0.345%, due 07/07/15 | 2,700,016 | 0.3 | ||||||||||||||||
Total Certificates of Deposit (Cost $220,802,472) | 220,802,472 | 23.5 | |||||||||||||||||
Financial Company Commercial Paper: 11.2% | |||||||||||||||||||
21,150,000 | Bank of Tokyo — Mitsubishi UFJ NY, 0.167%, due 07/01/15 | 21,150,000 | 2.3 | ||||||||||||||||
25,050,000 | Credit Suisse New York, 0.260%, due 07/02/15 | 25,049,821 | 2.7 | ||||||||||||||||
1,350,000 | Nordea Bank AB, 0.203%, due 07/06/15 | 1,349,965 | 0.1 | ||||||||||||||||
12,000,000 | PNC Bank NA, 0.203%, due 07/01/15 | 12,000,000 | 1.3 | ||||||||||||||||
6,500,000 | Skandinaviska Enskilda Banken AB, 0.152%, due 07/06/15 | 6,499,865 | 0.7 | ||||||||||||||||
36,050,000 | Societe Generale, 0.204%, due 08/03/15 | 36,043,367 | 3.8 | ||||||||||||||||
1,600,000 | Societe Generale, 0.234%, due 07/02/15 | 1,599,990 | 0.2 | ||||||||||||||||
1,200,000 | UBS Finance Delaware LLC, 0.203%, due 08/03/15 | 1,199,780 | 0.1 | ||||||||||||||||
Total Financial Company Commercial Paper (Cost $104,892,788) | 104,892,788 | 11.2 |
VOYA LIQUID ASSETS PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Government Agency Debt: 10.7% | |||||||||||||||||||
1,520,000 | Z | Fannie Mae Discount Notes, 0.051%, due 08/19/15 | $ | 1,519,896 | 0.2 | ||||||||||||||
12,660,000 | Z | Federal Home Loan Bank Discount Notes, 0.066%, due 08/14/15 | 12,659,001 | 1.3 | |||||||||||||||
3,000,000 | Z | Federal Home Loan Bank Discount Notes, 0.066%, due 08/19/15 | 2,999,735 | 0.3 | |||||||||||||||
11,000,000 | Z | Federal Home Loan Bank Discount Notes, 0.067%, due 08/21/15 | 10,998,971 | 1.2 | |||||||||||||||
19,257,000 | Z | Federal Home Loan Bank Discount Notes, 0.071%, due 08/12/15 | 19,255,421 | 2.0 | |||||||||||||||
11,138,000 | Z | Federal Home Loan Bank Discount Notes, 0.071%, due 08/05/15 | 11,137,242 | 1.2 | |||||||||||||||
1,200,000 | Z | Federal Home Loan Bank Discount Notes, 0.076%, due 07/15/15 | 1,199,965 | 0.1 | |||||||||||||||
1,450,000 | Z | Federal Home Loan Bank Discount Notes, 0.081%, due 08/26/15 | 1,449,819 | 0.2 | |||||||||||||||
3,200,000 | Z | Federal Home Loan Bank Discount Notes, 0.091%, due 09/15/15 | 3,199,392 | 0.3 | |||||||||||||||
600,000 | Z | Federal Home Loan Bank Discount Notes, 0.091%, due 09/17/15 | 599,883 | 0.1 | |||||||||||||||
600,000 | Z | Federal Home Loan Bank Discount Notes, 0.096%, due 09/08/15 | 599,891 | 0.1 | |||||||||||||||
500,000 | Z | Freddie Mac Discount Notes, 0.056%, due 08/28/15 | 499,956 | 0.0 | |||||||||||||||
1,500,000 | Z | Freddie Mac Discount Notes, 0.071%, due 07/24/15 | 1,499,933 | 0.2 | |||||||||||||||
3,000,000 | Z | Freddie Mac Discount Notes, 0.071%, due 07/27/15 | 2,999,848 | 0.3 | |||||||||||||||
22,273,000 | Z | Freddie Mac Discount Notes, 0.071%, due 09/17/15 | 22,269,622 | 2.4 | |||||||||||||||
2,200,000 | Z | Freddie Mac Discount Notes, 0.076%, due 09/22/15 | 2,199,620 | 0.2 | |||||||||||||||
5,750,000 | Z | Freddie Mac Discount Notes, 0.117%, due 08/14/15 | 5,749,192 | 0.6 | |||||||||||||||
Total Government Agency Debt (Cost $100,837,387) | 100,837,387 | 10.7 | |||||||||||||||||
Government Agency Repurchase Agreement: 1.0% | |||||||||||||||||||
9,169,000 | Morgan Stanley Repurchase Agreement dated 6/30/2015, 0.07%, due 7/1/15, $9,169,018 to be received upon repurchase (Collateralized by $10,880,000, various U.S. Gvt Agcy Oblig, 0.00%–3.230%, Market Value plus accrued interest $9,352,387 due 10/26/15–4/15/30 | $ | 9,169,000 | 1.0 | |||||||||||||||
Total Government Agency Repurchase Agreement (Cost $9,169,000) | 9,169,000 | 1.0 | |||||||||||||||||
Investment Companies: 7.8% | |||||||||||||||||||
38,000,000 | BlackRock Liquidity Funds, TempCash, Institutional, 0.088%, due 07/01/15 | 38,000,000 | 4.1 | ||||||||||||||||
34,771,000 | BlackRock Liquidity Funds, TempFund, Institutional, 0.084%, due 07/01/15 | 34,771,000 | 3.7 | ||||||||||||||||
Total Investment Companies (Cost $72,771,000) | 72,771,000 | 7.8 | |||||||||||||||||
Other Commercial Paper: 1.3% | |||||||||||||||||||
9,000,000 | Cargill, Inc., 0.081%, due 07/08/15 | 8,999,860 | 1.0 | ||||||||||||||||
2,237,000 | Cargill, Inc., 0.112%, due 07/06/15 | 2,236,966 | 0.2 | ||||||||||||||||
1,000,000 | KFW, 0.112%, due 07/06/15 | 999,985 | 0.1 | ||||||||||||||||
Total Other Commercial Paper (Cost $12,236,811) | 12,236,811 | 1.3 | |||||||||||||||||
Other Note: 17.5% | |||||||||||||||||||
2,000,000 | General Electric Capital Corp., 0.474%, due 07/10/15 | 2,002,184 | 0.2 | ||||||||||||||||
19,000,000 | JPMorgan Chase Bank NA, 0.356%, due 07/22/15 | 19,001,306 | 2.0 | ||||||||||||||||
24,000,000 | # | Royal Bank of Canada, 0.408%, due 07/01/15 | 24,000,000 | 2.6 | |||||||||||||||
19,250,000 | Svenska Handelsbanken AB, 0.386%, due 07/07/15 | 19,250,000 | 2.0 | ||||||||||||||||
4,750,000 | # | Svenska Handelsbanken AB, 0.456%, due 07/06/15 | 4,750,000 | 0.5 | |||||||||||||||
18,550,000 | # | Toronto-Dominion Bank, 2.200%, due 07/29/15 | 18,577,294 | 2.0 | |||||||||||||||
13,500,000 | Toyota Motor Credit Corp., 0.302%, due 09/14/15 | 13,500,000 | 1.4 | ||||||||||||||||
27,150,000 | Wells Fargo Bank NA, 0.380%, due 09/24/15 | 27,150,000 | 2.9 | ||||||||||||||||
12,750,000 | # | Westpac Banking Corp., 1.375%, due 07/17/15 | 12,756,228 | 1.4 | |||||||||||||||
23,750,000 | Westpac Banking Corp, 0.533%, due 07/28/15 | 23,750,000 | 2.5 | ||||||||||||||||
Total Other Note (Cost $164,737,012) | 164,737,012 | 17.5 |
VOYA LIQUID ASSETS PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Treasury Debt: 7.3% | |||||||||||||||||||
68,828,000 | United States Treasury Bill, 0.065%, due 12/24/15 | $ | 68,806,545 | 7.3 | |||||||||||||||
Total Treasury Debt (Cost $68,806,545) | 68,806,545 | 7.3 | |||||||||||||||||
Total Investments in Securities (Cost $925,650,790) | $ | 925,650,790 | 98.5 | ||||||||||||||||
Assets in Excess of Other Liabilities | 14,208,670 | 1.5 | |||||||||||||||||
Net Assets | $ | 939,859,460 | 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. |
Z | Indicates Zero Coupon Bond; rate shown reflects current effective yield. |
Cost for federal income tax purposes is the same as for financial statement purposes. |
Net unrealized depreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | — | ||||
Gross Unrealized Depreciation | — | |||||
Net Unrealized Depreciation | $ | — |
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, 2015 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Other Note | $ | — | $ | 164,737,012 | $ | — | $ | 164,737,012 | ||||||||||
Government Agency Debt | — | 100,837,387 | — | 100,837,387 | ||||||||||||||
Government Agency Repurchase Agreement | — | 9,169,000 | — | 9,169,000 | ||||||||||||||
Treasury Debt | — | 68,806,545 | — | 68,806,545 | ||||||||||||||
Other Commercial Paper | — | 12,236,811 | — | 12,236,811 | ||||||||||||||
Financial Company Commercial Paper | — | 104,892,788 | — | 104,892,788 | ||||||||||||||
Certificates of Deposit | — | 220,802,472 | — | 220,802,472 | ||||||||||||||
Investment Companies | 72,771,000 | — | — | 72,771,000 | ||||||||||||||
Asset Backed Commercial Paper | — | 171,397,775 | — | 171,397,775 | ||||||||||||||
Total Investments, at fair value | $ | 72,771,000 | $ | 852,879,790 | $ | — | $ | 925,650,790 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Counterparty | Repurchase Agreement, at fair value | Fair Value of Non-Cash Collateral Received Including Accrued Interest(1) | Net Amount | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Morgan Stanley | $ | 9,169,000 | $ | (9,169,000 | ) | $ | — | |||||||
Totals | $ | 9,169,000 | $ | (9,169,000 | ) | $ | — |
(1) | Collateral with a fair value of $10,880,000 has been pledged in connection with the above 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, 2015 (UNAUDITED) |
as of June 30, 2015
(as a percentage of net assets)
United States | 49.2 | % | |||||
Japan | 12.0 | % | |||||
Hong Kong | 8.8 | % | |||||
United Kingdom | 7.8 | % | |||||
Australia | 6.6 | % | |||||
France | 6.1 | % | |||||
Singapore | 2.9 | % | |||||
Germany | 2.3 | % | |||||
Netherlands | 0.9 | % | |||||
China | 0.8 | % | |||||
Countries between 0.2%–0.4%ˆ | 0.9 | % | |||||
Assets in Excess of Other Liabilities* | 1.7 | % | |||||
Net Assets | 100.0 | % | |||||
* Includes short-term investments. | |||||||
ˆ Includes 3 countries, which each represents 0.2%–0.4% of net assets. |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 98.3% | |||||||||||||||||||
Australia: 6.6% | |||||||||||||||||||
1,700,256 | Federation Centres Ltd | $ | 3,825,767 | 1.2 | |||||||||||||||
1,047,017 | L | Goodman Group | 5,056,767 | 1.5 | |||||||||||||||
1,094,769 | L | GPT Group | 3,609,088 | 1.1 | |||||||||||||||
2,604,472 | Mirvac Group | 3,710,546 | 1.1 | ||||||||||||||||
886,466 | Stockland | 2,799,219 | 0.8 | ||||||||||||||||
1,023,605 | Other Securities(a) | 2,984,418 | 0.9 | ||||||||||||||||
21,985,805 | 6.6 | ||||||||||||||||||
China: 0.8% | |||||||||||||||||||
789,350 | Other Securities | 2,701,988 | 0.8 | ||||||||||||||||
France: 6.1% | |||||||||||||||||||
45,609 | ICADE | 3,262,358 | 1.0 | ||||||||||||||||
146,400 | Klepierre | 6,454,709 | 1.9 | ||||||||||||||||
30,388 | L | Unibail-Rodamco SE | 7,718,715 | 2.3 | |||||||||||||||
70,340 | Other Securities | 2,944,260 | 0.9 | ||||||||||||||||
20,380,042 | 6.1 | ||||||||||||||||||
Germany: 2.3% | |||||||||||||||||||
70,074 | LEG Immobilien AG | 4,869,688 | 1.5 | ||||||||||||||||
111,260 | Other Securities | 2,707,176 | 0.8 | ||||||||||||||||
7,576,864 | 2.3 | ||||||||||||||||||
Hong Kong: 8.8% | |||||||||||||||||||
326,000 | @ | Cheung Kong Property Holdings Ltd. | 2,704,207 | 0.8 | |||||||||||||||
COMMON STOCK: (continued) | |||||||||||||||||||
Hong Kong: (continued) | |||||||||||||||||||
662,913 | Hongkong Land Holdings Ltd. | $ | 5,435,887 | 1.6 | |||||||||||||||
506,000 | Link REIT | 2,961,080 | 0.9 | ||||||||||||||||
3,114,200 | New World Development Ltd. | 4,069,162 | 1.2 | ||||||||||||||||
677,100 | Sun Hung Kai Properties Ltd. | 10,957,362 | 3.3 | ||||||||||||||||
1,020,300 | Other Securities | 3,133,705 | 1.0 | ||||||||||||||||
29,261,403 | 8.8 | ||||||||||||||||||
Japan: 12.0% | |||||||||||||||||||
826 | Japan Real Estate Investment Corp. | 3,748,615 | 1.1 | ||||||||||||||||
1,914 | Japan Retail Fund Investment Corp. | 3,827,405 | 1.1 | ||||||||||||||||
213,319 | Mitsubishi Estate Co., Ltd. | 4,594,485 | 1.4 | ||||||||||||||||
411,682 | Mitsui Fudosan Co., Ltd. | 11,520,059 | 3.5 | ||||||||||||||||
169,992 | Sumitomo Realty & Development Co., Ltd. | 5,957,697 | 1.8 | ||||||||||||||||
39,864 | Other Securities | 10,221,405 | 3.1 | ||||||||||||||||
39,869,666 | 12.0 | ||||||||||||||||||
Netherlands: 0.9% | |||||||||||||||||||
349,739 | Other Securities(a) | 3,027,139 | 0.9 | ||||||||||||||||
Singapore: 2.9% | |||||||||||||||||||
1,818,400 | CapitaLand Ltd. | 4,721,956 | 1.4 | ||||||||||||||||
3,304,900 | Other Securities | 5,104,203 | 1.5 | ||||||||||||||||
9,826,159 | 2.9 | ||||||||||||||||||
Spain: 0.2% | |||||||||||||||||||
42,194 | Other Securities | 619,047 | 0.2 | ||||||||||||||||
Sweden: 0.4% | |||||||||||||||||||
102,167 | Other Securities | 1,242,858 | 0.4 | ||||||||||||||||
Switzerland: 0.3% | |||||||||||||||||||
11,641 | Other Securities | 997,003 | 0.3 | ||||||||||||||||
United Kingdom: 7.8% | |||||||||||||||||||
454,391 | British Land Co. PLC | 5,659,906 | 1.7 | ||||||||||||||||
73,330 | Derwent London PLC | 3,916,931 | 1.2 | ||||||||||||||||
255,853 | Great Portland Estates PLC | 3,119,095 | 0.9 | ||||||||||||||||
396,450 | Hammerson PLC | 3,831,391 | 1.2 | ||||||||||||||||
395,810 | Land Securities Group PLC | 7,484,355 | 2.2 | ||||||||||||||||
348,056 | Other Securities | 1,986,187 | 0.6 | ||||||||||||||||
25,997,865 | 7.8 | ||||||||||||||||||
United States: 49.2% | |||||||||||||||||||
43,100 | Alexandria Real Estate Equities, Inc. | 3,769,526 | 1.1 | ||||||||||||||||
424,200 | American Realty Capital Properties, Inc. | 3,448,746 | 1.0 | ||||||||||||||||
49,325 | AvalonBay Communities, Inc. | 7,885,588 | 2.4 | ||||||||||||||||
34,470 | Boston Properties, Inc. | 4,172,249 | 1.2 | ||||||||||||||||
249,300 | DDR Corp. | 3,854,178 | 1.2 |
VY® CLARION GLOBAL REAL ESTATE PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||||||
United States: (continued) | |||||||||||||||||||
106,400 | Douglas Emmett, Inc. | $ | 2,866,416 | 0.9 | |||||||||||||||
141,400 | Duke Realty Corp. | 2,625,798 | 0.8 | ||||||||||||||||
174,300 | Equity Residential | 12,230,631 | 3.7 | ||||||||||||||||
24,830 | Essex Property Trust, Inc. | 5,276,375 | 1.6 | ||||||||||||||||
310,582 | General Growth Properties, Inc. | 7,969,534 | 2.4 | ||||||||||||||||
153,200 | Health Care REIT, Inc. | 10,054,516 | 3.0 | ||||||||||||||||
107,500 | Healthcare Realty Trust, Inc. | 2,500,450 | 0.7 | ||||||||||||||||
383,621 | Host Hotels & Resorts, Inc. | 7,607,204 | 2.3 | ||||||||||||||||
76,500 | Kilroy Realty Corp. | 5,136,975 | 1.5 | ||||||||||||||||
234,500 | Kimco Realty Corp. | 5,285,630 | 1.6 | ||||||||||||||||
168,600 | Paramount Group, Inc. | 2,893,176 | 0.9 | ||||||||||||||||
173,197 | ProLogis, Inc. | 6,425,609 | 1.9 | ||||||||||||||||
33,744 | Public Storage, Inc. | 6,221,381 | 1.9 | ||||||||||||||||
95,471 | Simon Property Group, Inc. | 16,518,392 | 5.0 | ||||||||||||||||
64,600 | SL Green Realty Corp. | 7,098,894 | 2.1 | ||||||||||||||||
327,500 | Spirit Realty Capital, Inc. | 3,166,925 | 0.9 | ||||||||||||||||
224,100 | @ | Strategic Hotels & Resorts, Inc. | 2,716,092 | 0.8 | |||||||||||||||
158,027 | Sunstone Hotel Investors, Inc. | 2,371,985 | 0.7 | ||||||||||||||||
189,875 | UDR, Inc. | 6,081,696 | 1.8 | ||||||||||||||||
65,831 | Vornado Realty Trust | 6,249,337 | 1.9 | ||||||||||||||||
570,400 | Other Securities | 19,662,377 | 5.9 | ||||||||||||||||
164,089,680 | 49.2 | ||||||||||||||||||
Total Common Stock (Cost $241,249,977) | 327,575,519 | 98.3 | |||||||||||||||||
RIGHTS: 0.0% | |||||||||||||||||||
Germany: 0.0% | |||||||||||||||||||
29,560 | Other Securities | 43,500 | 0.0 | ||||||||||||||||
Total Rights (Cost $—) | 43,500 | 0.0 | |||||||||||||||||
Total Long-Term Investments (Cost $241,249,977) | 327,619,019 | 98.3 | |||||||||||||||||
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
SHORT-TERM INVESTMENTS: 4.1% | |||||||||||||||||||
Securities Lending Collateralcc: 3.6% | |||||||||||||||||||
2,882,381 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/15, 0.15%, due 07/01/15 (Repurchase Amount $2,882,393, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%–8.500%, Market Value plus accrued interest $2,940,029, due 07/15/15–05/20/65) | 2,882,381 | 0.8 | ||||||||||||||||
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||||||
Securities Lending Collateralcc: (continued) | |||||||||||||||||||
2,122,712 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/15, 0.18%, due 07/01/15 (Repurchase Amount $2,122,722, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%–9.250%, Market Value plus accrued interest $2,165,156, due 11/15/15–03/01/48) | $ | 2,122,712 | 0.6 | |||||||||||||||
2,882,400 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/30/15, 0.17%, due 07/01/15 (Repurchase Amount $2,882,413, collateralized by various U.S. Government Securities, 0.750%–2.750%, Market Value plus accrued interest $2,940,048, due 01/15/17–08/15/42) | 2,882,400 | 0.9 | ||||||||||||||||
2,882,381 | Nomura Securities, Repurchase Agreement dated 06/30/15, 0.14%, due 07/01/15 (Repurchase Amount $2,882,392, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%–9.500%, Market Value plus accrued interest $2,940,030, due 07/31/15–05/20/65) | 2,882,381 | 0.9 | ||||||||||||||||
1,366,429 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/15, 0.20%, due 07/01/15 (Repurchase Amount $1,366,436, collateralized by various U.S. Government Securities, 0.125%–2.500%, Market Value plus accrued interest $1,394,281, due 01/15/17–01/15/29) | 1,366,429 | 0.4 | ||||||||||||||||
12,136,303 | 3.6 | ||||||||||||||||||
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
Mutual Funds: 0.5% | |||||||||||||||||||
1,539,664 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.090%†† (Cost $1,539,664) | 1,539,664 | 0.5 | ||||||||||||||||
Total Short-Term Investments (Cost $13,675,967) | 13,675,967 | 4.1 |
VY® CLARION GLOBAL REAL ESTATE PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Total Investments in Securities (Cost $254,925,944) | $ | 341,294,986 | 102.4 | |||||||||||||||
Liabilities in Excess of Other Assets | (7,984,215 | ) | (2.4 | ) | ||||||||||||||
Net Assets | $ | 333,310,771 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2015. |
@ | 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, 2015. |
(a) | This grouping contains securities on loan. |
Cost for federal income tax purposes is $279,261,978. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 83,660,732 | ||||
Gross Unrealized Depreciation | (21,627,724 | ) | ||||
Net Unrealized Appreciation | $ | 62,033,008 |
REIT Diversification | Percentage of Net Assets | |||||
---|---|---|---|---|---|---|
Retail REITs | 22.9 | % | ||||
Diversified REITs | 15.0 | |||||
Diversified Real Estate Activities | 14.3 | |||||
Residential REITs | 11.7 | |||||
Office REITs | 11.5 | |||||
Real Estate Operating Companies | 6.4 | |||||
Specialized REITs | 6.1 | |||||
Industrial REITs | 4.4 | |||||
Hotels, Resorts & Cruise Lines | 3.8 | |||||
Real Estate Services | 1.3 | |||||
Real Estate Development | 0.9 | |||||
Assets in Excess of Other Liabilities* | 1.7 | |||||
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, 2015 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock | ||||||||||||||||||
Australia | $ | — | $ | 21,985,805 | $ | — | $ | 21,985,805 | ||||||||||
China | — | 2,701,988 | — | 2,701,988 | ||||||||||||||
France | 2,944,260 | 17,435,782 | — | 20,380,042 | ||||||||||||||
Germany | — | 7,576,864 | — | 7,576,864 | ||||||||||||||
Hong Kong | 8,140,094 | 21,121,309 | — | 29,261,403 | ||||||||||||||
Japan | — | 39,869,666 | — | 39,869,666 | ||||||||||||||
Netherlands | — | 3,027,139 | — | 3,027,139 | ||||||||||||||
Singapore | — | 9,826,159 | — | 9,826,159 | ||||||||||||||
Spain | 619,047 | — | — | 619,047 | ||||||||||||||
Sweden | — | 1,242,858 | — | 1,242,858 | ||||||||||||||
Switzerland | — | 997,003 | — | 997,003 | ||||||||||||||
United Kingdom | 1,986,187 | 24,011,678 | — | 25,997,865 | ||||||||||||||
United States | 164,089,680 | — | — | 164,089,680 | ||||||||||||||
Total Common Stock | 177,779,268 | 149,796,251 | — | 327,575,519 | ||||||||||||||
Rights | — | 43,500 | — | 43,500 | ||||||||||||||
Short-Term Investments | 1,539,664 | 12,136,303 | — | 13,675,967 | ||||||||||||||
Total Investments, at fair value | $ | 179,318,932 | $ | 161,976,054 | $ | — | $ | 341,294,986 |
(1) | For the period ended June 30, 2015, 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, 2015, securities valued at $4,882,629 and $4,803,521 were transferred from Level 1 to Level 2 and 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® FMR® DIVERSIFIED MID CAP PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) |
as of June 30, 2015
(as a percentage of net assets)
Information Technology | 23.2 | % | |||||
Consumer Discretionary | 19.3 | % | |||||
Financials | 17.1 | % | |||||
Industrials | 16.2 | % | |||||
Health Care | 13.7 | % | |||||
Materials | 3.7 | % | |||||
Energy | 3.1 | % | |||||
Consumer Staples | 2.5 | % | |||||
Utilities | 0.6 | % | |||||
Assets in Excess of Other Liabilities* | 0.6 | % | |||||
Net Assets | 100.0 | % | |||||
* Includes short-term investments. |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 99.3% | |||||||||||||||||||
Consumer Discretionary: 19.3% | |||||||||||||||||||
82,400 | DineEquity, Inc. | $ | 8,165,016 | 0.8 | |||||||||||||||
128,900 | @ | Dollar Tree, Inc. | 10,181,811 | 0.9 | |||||||||||||||
186,302 | G-III Apparel Group Ltd. | 13,106,346 | 1.2 | ||||||||||||||||
313,800 | Hanesbrands, Inc. | 10,455,816 | 1.0 | ||||||||||||||||
164,650 | Jarden Corp. | 8,520,637 | 0.8 | ||||||||||||||||
183,000 | Lennar Corp. | 9,340,320 | 0.9 | ||||||||||||||||
96,899 | McGraw-Hill Cos., Inc. | 9,733,505 | 0.9 | ||||||||||||||||
5,663 | @ | NVR, Inc. | 7,588,420 | 0.7 | |||||||||||||||
90,919 | Polaris Industries, Inc. | 13,466,013 | 1.3 | ||||||||||||||||
395,300 | Pulte Homes, Inc. | 7,965,295 | 0.7 | ||||||||||||||||
117,522 | Wyndham Worldwide Corp. | 9,626,227 | 0.9 | ||||||||||||||||
1,913,540 | Other Securities(a) | 99,476,661 | 9.2 | ||||||||||||||||
207,626,067 | 19.3 | ||||||||||||||||||
Consumer Staples: 2.5% | |||||||||||||||||||
73,763 | CVS Health | 7,736,263 | 0.7 | ||||||||||||||||
420,517 | Other Securities | 18,952,514 | 1.8 | ||||||||||||||||
26,688,777 | 2.5 | ||||||||||||||||||
Energy: 3.1% | |||||||||||||||||||
711,429 | Other Securities(a) | 32,975,052 | 3.1 | ||||||||||||||||
Financials: 17.0% | |||||||||||||||||||
67,500 | Ameriprise Financial, Inc. | 8,432,775 | 0.8 | ||||||||||||||||
309,486 | @ | CBRE Group, Inc. | 11,450,982 | 1.1 | |||||||||||||||
66,509 | Jones Lang LaSalle, Inc. | 11,373,039 | 1.1 | ||||||||||||||||
138,101 | Marsh & McLennan Cos., Inc. | 7,830,327 | 0.7 | ||||||||||||||||
COMMON STOCK: (continued) | |||||||||||||||||||
Financials: (continued) | |||||||||||||||||||
77,635 | Reinsurance Group of America, Inc. | $ | 7,365,232 | 0.7 | |||||||||||||||
817,700 | @ | SLM Corp. | 8,070,699 | 0.7 | |||||||||||||||
4,104,794 | Other Securities(a) | 128,558,914 | 11.9 | ||||||||||||||||
183,081,968 | 17.0 | ||||||||||||||||||
Health Care: 13.7% | |||||||||||||||||||
28,561 | @ | Allergan plc | 8,667,121 | 0.8 | |||||||||||||||
521,165 | @ | Boston Scientific Corp. | 9,224,621 | 0.9 | |||||||||||||||
142,598 | Cardinal Health, Inc. | 11,928,323 | 1.1 | ||||||||||||||||
95,800 | @ | DaVita, Inc. | 7,613,226 | 0.7 | |||||||||||||||
95,910 | @ | HCA Holdings, Inc. | 8,700,955 | 0.8 | |||||||||||||||
241,700 | @ | Hologic, Inc. | 9,199,102 | 0.8 | |||||||||||||||
46,332 | @ | Jazz Pharmaceuticals PLC | 8,157,675 | 0.8 | |||||||||||||||
46,044 | McKesson Corp. | 10,351,152 | 1.0 | ||||||||||||||||
143,700 | Steris Corp. | 9,260,028 | 0.9 | ||||||||||||||||
135,162 | @ | Teva Pharmaceutical Industries Ltd. ADR | 7,988,074 | 0.7 | |||||||||||||||
68,707 | Thermo Fisher Scientific, Inc. | 8,915,420 | 0.8 | ||||||||||||||||
919,997 | Other Securities | 47,555,763 | 4.4 | ||||||||||||||||
147,561,460 | 13.7 | ||||||||||||||||||
Industrials: 16.2% | |||||||||||||||||||
88,500 | Belden CDT, Inc. | 7,188,855 | 0.7 | ||||||||||||||||
59,148 | Dun & Bradstreet Corp. | 7,216,056 | 0.7 | ||||||||||||||||
64,743 | FedEx Corp. | 11,032,207 | 1.0 | ||||||||||||||||
305,423 | @ | Rexnord Corp. | 7,302,664 | 0.7 | |||||||||||||||
199,736 | @ | Spirit Airlines, Inc. | 12,403,606 | 1.1 | |||||||||||||||
281,842 | Textron, Inc. | 12,578,608 | 1.2 | ||||||||||||||||
2,200,037 | Other Securities(a) | 116,454,606 | 10.8 | ||||||||||||||||
174,176,602 | 16.2 | ||||||||||||||||||
Information Technology: 23.2% | |||||||||||||||||||
28,105 | @ | Alliance Data Systems Corp. | 8,204,974 | 0.8 | |||||||||||||||
348,700 | @ | Cadence Design Systems, Inc. | 6,855,442 | 0.7 | |||||||||||||||
247,339 | CDW Corp./DE | 8,478,781 | 0.8 | ||||||||||||||||
185,200 | @ | Electronic Arts, Inc. | 12,315,800 | 1.2 | |||||||||||||||
144,448 | @ | Euronet Worldwide, Inc. | 8,912,442 | 0.8 | |||||||||||||||
65,691 | @ | F5 Networks, Inc. | 7,905,912 | 0.7 | |||||||||||||||
154,780 | Fidelity National Information Services, Inc. | 9,565,404 | 0.9 | ||||||||||||||||
108,522 | @ | Fiserv, Inc. | 8,988,877 | 0.8 | |||||||||||||||
50,168 | @ | FleetCor Technologies, Inc. | 7,829,218 | 0.7 | |||||||||||||||
186,518 | @ | Freescale Semiconductor Holdings Ltd. | 7,455,124 | 0.7 | |||||||||||||||
332,084 | @ | Genpact Ltd. | 7,083,352 | 0.7 | |||||||||||||||
148,141 | Global Payments, Inc. | 15,325,186 | 1.4 | ||||||||||||||||
100,049 | @ | NXP Semiconductor NV — NXPI — US | 9,824,812 | 0.9 |
VY® FMR® DIVERSIFIED MID CAP PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||||||
Information Technology: (continued) | |||||||||||||||||||
259,443 | Total System Services, Inc. | $ | 10,836,934 | 1.0 | |||||||||||||||
4,295,259 | Other Securities(a) | 119,732,353 | 11.1 | ||||||||||||||||
249,314,611 | 23.2 | ||||||||||||||||||
Materials: 3.7% | |||||||||||||||||||
157,528 | Cytec Industries, Inc. | 9,535,170 | 0.9 | ||||||||||||||||
1,681,135 | Other Securities(a) | 30,551,370 | 2.8 | ||||||||||||||||
40,086,540 | 3.7 | ||||||||||||||||||
Utilities: 0.6% | |||||||||||||||||||
215,422 | Other Securities | 6,927,499 | 0.6 | ||||||||||||||||
Total Common Stock (Cost $921,617,436) | 1,068,438,576 | 99.3 | |||||||||||||||||
PREFERRED STOCK: 0.1% | |||||||||||||||||||
Financials: 0.1% | |||||||||||||||||||
49,856 | Other Securities | 1,295,259 | 0.1 | ||||||||||||||||
Total Preferred Stock (Cost $1,030,152) | 1,295,259 | 0.1 | |||||||||||||||||
WARRANTS: —% | |||||||||||||||||||
Energy: —% | |||||||||||||||||||
22,657 | Other Securities | — | — | ||||||||||||||||
Total Warrants (Cost $—) | — | — | |||||||||||||||||
Total Long-Term Investments (Cost $922,647,588) | 1,069,733,835 | 99.4 | |||||||||||||||||
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
SHORT-TERM INVESTMENTS: 1.0% | |||||||||||||||||||
Securities Lending Collateralcc: 0.4% | |||||||||||||||||||
1,118,032 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/15, 0.15%, due 07/01/15 (Repurchase Amount $1,118,037, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%–8.500%, Market Value plus accrued interest $1,140,393, due 07/15/15–05/20/65) | 1,118,032 | 0.1 | ||||||||||||||||
1,118,032 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/15, 0.18%, due 07/01/15 (Repurchase Amount $1,118,038, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%–9.250%, Market Value plus accrued interest $1,140,387, due 11/15/15–03/01/48) | 1,118,032 | 0.1 | ||||||||||||||||
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||||||
Securities Lending Collateralcc: (continued) | |||||||||||||||||||
235,397 | HSBC Securities USA, Repurchase Agreement dated 06/30/15, 0.12%, due 07/01/15 (Repurchase Amount $235,398, collateralized by various U.S. Government Agency Obligations, 2.500%–6.500%, Market Value plus accrued interest $240,105, due 07/01/18–07/01/45) | $ | 235,397 | 0.0 | |||||||||||||||
1,118,000 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/30/15, 0.17%, due 07/01/15 (Repurchase Amount $1,118,005, collateralized by various U.S. Government Securities, 0.750%–2.750%, Market Value plus accrued interest $1,140,360, due 01/15/17–08/15/42) | 1,118,000 | 0.1 | ||||||||||||||||
1,118,032 | Nomura Securities, Repurchase Agreement dated 06/30/15, 0.14%, due 07/01/15 (Repurchase Amount $1,118,036, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%–9.500%, Market Value plus accrued interest $1,140,393, due 07/31/15–05/20/65) | 1,118,032 | 0.1 | ||||||||||||||||
4,707,493 | 0.4 | ||||||||||||||||||
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
Mutual Funds: 0.6% | |||||||||||||||||||
6,210,045 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.090%†† (Cost $6,210,045) | 6,210,045 | 0.6 | ||||||||||||||||
Total Short-Term Investments (Cost $10,917,538) | 10,917,538 | 1.0 | |||||||||||||||||
Total Investments in Securities (Cost $933,565,126) | $ | 1,080,651,373 | 100.4 | ||||||||||||||||
Liabilities in Excess of Other Assets | (3,830,782 | ) | (0.4 | ) | |||||||||||||||
Net Assets | $ | 1,076,820,591 | 100.0 |
VY® FMR® DIVERSIFIED MID CAP PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2015. |
@ | 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 $937,718,314. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 178,774,323 | ||||
Gross Unrealized Depreciation | (35,841,264 | ) | ||||
Net Unrealized Appreciation | $ | 142,933,059 |
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, 2015 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock | ||||||||||||||||||
Consumer Discretionary | $ | 205,586,848 | $ | 2,039,219 | $ | — | $ | 207,626,067 | ||||||||||
Consumer Staples | 26,602,114 | 86,663 | — | 26,688,777 | ||||||||||||||
Energy | 32,975,052 | — | — | 32,975,052 | ||||||||||||||
Financials | 179,337,898 | 3,744,070 | — | 183,081,968 | ||||||||||||||
Health Care | 147,561,460 | — | — | 147,561,460 | ||||||||||||||
Industrials | 172,860,567 | 1,316,035 | — | 174,176,602 | ||||||||||||||
Information Technology | 248,112,819 | 1,201,792 | — | 249,314,611 | ||||||||||||||
Materials | 40,086,540 | — | — | 40,086,540 | ||||||||||||||
Utilities | 6,927,499 | — | — | 6,927,499 | ||||||||||||||
Total Common Stock | 1,060,050,797 | 8,387,779 | — | 1,068,438,576 | ||||||||||||||
Preferred Stock | — | 1,295,259 | — | 1,295,259 | ||||||||||||||
Warrants | — | — | — | — | ||||||||||||||
Short-Term Investments | 6,210,045 | 4,707,493 | — | 10,917,538 | ||||||||||||||
Total Investments, at fair value | $ | 1,066,260,842 | $ | 14,390,531 | $ | — | $ | 1,080,651,373 |
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, 2015 (UNAUDITED) |
as of June 30, 2015
(as a percentage of net assets)
Financials | 30.4 | % | |||||
Health Care | 13.8 | % | |||||
Information Technology | 13.2 | % | |||||
Consumer Discretionary | 10.2 | % | |||||
Energy | 10.1 | % | |||||
Industrials | 8.5 | % | |||||
Consumer Staples | 5.9 | % | |||||
Telecommunication Services | 2.7 | % | |||||
Utilities | 1.2 | % | |||||
Materials | 1.1 | % | |||||
Assets in Excess of Other Liabilities* | 2.9 | % | |||||
Net Assets | 100.0 | % | |||||
*Includes short-term investments. |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 97.1% | |||||||||||||||||||
Consumer Discretionary: 10.2% | |||||||||||||||||||
231,726 | @ | Carnival Corp. | $ | 11,444,947 | 2.0 | ||||||||||||||
167,690 | Comcast Corp. — Class A | 10,084,877 | 1.7 | ||||||||||||||||
197,074 | General Motors Co. | 6,568,477 | 1.1 | ||||||||||||||||
139,551 | Target Corp. | 11,391,548 | 2.0 | ||||||||||||||||
36,132 | Time Warner Cable, Inc. | 6,437,639 | 1.1 | ||||||||||||||||
49,496 | Time Warner, Inc. | 4,326,445 | 0.7 | ||||||||||||||||
199,676 | Other Securities(a) | 9,578,771 | 1.6 | ||||||||||||||||
59,832,704 | 10.2 | ||||||||||||||||||
Consumer Staples: 5.9% | |||||||||||||||||||
133,591 | Archer-Daniels-Midland Co. | 6,441,758 | 1.1 | ||||||||||||||||
165,592 | Mondelez International, Inc. | 6,812,455 | 1.2 | ||||||||||||||||
90,769 | Philip Morris International, Inc. | 7,276,951 | 1.2 | ||||||||||||||||
82,246 | Procter & Gamble Co. | 6,434,927 | 1.1 | ||||||||||||||||
110,363 | Wal-Mart Stores, Inc. | 7,828,047 | 1.3 | ||||||||||||||||
34,794,138 | 5.9 | ||||||||||||||||||
Energy: 10.1% | |||||||||||||||||||
126,737 | Apache Corp. | 7,303,854 | 1.3 | ||||||||||||||||
114,833 | Baker Hughes, Inc. | 7,085,196 | 1.2 | ||||||||||||||||
210,732 | @ | Canadian Natural Resources Ltd. | 5,721,315 | 1.0 | |||||||||||||||
72,977 | Occidental Petroleum Corp. | 5,675,421 | 1.0 | ||||||||||||||||
COMMON STOCK: (continued) | |||||||||||||||||||
Energy: (continued) | |||||||||||||||||||
468,559 | Royal Dutch Shell PLC — Class A | $ | 13,248,030 | 2.3 | |||||||||||||||
148,716 | Total S.A. | 7,294,678 | 1.2 | ||||||||||||||||
239,266 | Other Securities | 12,461,397 | 2.1 | ||||||||||||||||
58,789,891 | 10.1 | ||||||||||||||||||
Financials: 30.4% | |||||||||||||||||||
63,840 | @ | Aon PLC | 6,363,571 | 1.1 | |||||||||||||||
843,998 | Bank of America Corp. | 14,364,846 | 2.5 | ||||||||||||||||
206,523 | Charles Schwab Corp. | 6,742,976 | 1.2 | ||||||||||||||||
497,623 | Citigroup, Inc. | 27,488,695 | 4.7 | ||||||||||||||||
271,545 | Citizens Financial Group, Inc. | 7,415,894 | 1.3 | ||||||||||||||||
135,621 | Comerica, Inc. | 6,960,070 | 1.2 | ||||||||||||||||
279,204 | Fifth Third Bancorp | 5,813,027 | 1.0 | ||||||||||||||||
34,110 | Goldman Sachs Group, Inc. | 7,121,827 | 1.2 | ||||||||||||||||
402,042 | JPMorgan Chase & Co. | 27,242,366 | 4.7 | ||||||||||||||||
110,676 | Marsh & McLennan Cos., Inc. | 6,275,329 | 1.1 | ||||||||||||||||
413,009 | Morgan Stanley | 16,020,619 | 2.7 | ||||||||||||||||
95,729 | Northern Trust Corp. | 7,319,439 | 1.2 | ||||||||||||||||
115,995 | PNC Financial Services Group, Inc. | 11,094,922 | 1.9 | ||||||||||||||||
114,736 | State Street Corp. | 8,834,672 | 1.5 | ||||||||||||||||
537,677 | Other Securities | 18,401,314 | 3.1 | ||||||||||||||||
177,459,567 | 30.4 | ||||||||||||||||||
Health Care: 13.8% | |||||||||||||||||||
36,445 | Anthem, Inc. | 5,982,082 | 1.0 | ||||||||||||||||
87,897 | Eli Lilly & Co. | 7,338,520 | 1.3 | ||||||||||||||||
102,613 | Medtronic PLC | 7,603,623 | 1.3 | ||||||||||||||||
174,410 | Merck & Co., Inc. | 9,929,161 | 1.7 | ||||||||||||||||
8,361 | @ | Novartis AG ADR | 822,221 | 0.1 | |||||||||||||||
95,080 | Novartis AG | 9,352,113 | 1.6 | ||||||||||||||||
187,737 | Pfizer, Inc. | 6,294,822 | 1.1 | ||||||||||||||||
62,862 | Sanofi | 6,218,947 | 1.1 | ||||||||||||||||
116,167 | @ | Teva Pharmaceutical Industries Ltd. ADR | 6,865,470 | 1.2 | |||||||||||||||
203,621 | Other Securities | 20,017,243 | 3.4 | ||||||||||||||||
80,424,202 | 13.8 | ||||||||||||||||||
Industrials: 8.5% | |||||||||||||||||||
182,019 | CSX Corp. | 5,942,920 | 1.0 | ||||||||||||||||
58,636 | General Dynamics Corp. | 8,308,135 | 1.4 | ||||||||||||||||
684,988 | General Electric Co. | 18,200,131 | 3.1 | ||||||||||||||||
107,385 | @ | Ingersoll-Rand PLC — Class A | 7,239,897 | 1.3 | |||||||||||||||
146,207 | @ | Tyco International Plc | 5,626,045 | 1.0 | |||||||||||||||
50,861 | Other Securities | 4,314,030 | 0.7 | ||||||||||||||||
49,631,158 | 8.5 |
VY® INVESCO GROWTH AND INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||||||
Information Technology: 13.2% | |||||||||||||||||||
131,127 | @ | Amdocs Ltd. | $ | 7,158,223 | 1.2 | ||||||||||||||
317,880 | Applied Materials, Inc. | 6,109,653 | 1.0 | ||||||||||||||||
323,839 | Cisco Systems, Inc. | 8,892,619 | 1.5 | ||||||||||||||||
167,042 | @ | eBay, Inc. | 10,062,610 | 1.7 | |||||||||||||||
220,763 | Intel Corp. | 6,714,507 | 1.2 | ||||||||||||||||
140,233 | Microsoft Corp. | 6,191,287 | 1.1 | ||||||||||||||||
345,315 | Symantec Corp. | 8,028,574 | 1.4 | ||||||||||||||||
620,989 | Other Securities | 23,797,472 | 4.1 | ||||||||||||||||
76,954,945 | 13.2 | ||||||||||||||||||
Materials: 1.1% | |||||||||||||||||||
129,820 | Other Securities | 6,354,875 | 1.1 | ||||||||||||||||
Telecommunication Services: 2.7% | |||||||||||||||||||
166,172 | @ | Vodafone Group PLC ADR | 6,056,969 | 1.0 | |||||||||||||||
1,548,024 | Other Securities | 9,594,840 | 1.7 | ||||||||||||||||
15,651,809 | 2.7 | ||||||||||||||||||
Utilities: 1.2% | |||||||||||||||||||
172,335 | Other Securities | 6,929,102 | 1.2 | ||||||||||||||||
Total Common Stock (Cost $427,705,759) | 566,822,391 | 97.1 | |||||||||||||||||
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
SHORT-TERM INVESTMENTS: 3.1% | |||||||||||||||||||
Securities Lending Collateralcc: 0.0% | |||||||||||||||||||
981 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/15, 0.00%, due 07/01/15 (Repurchase Amount $981, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%–8.500%, Market Value plus accrued interest $1,001, due 07/15/15–05/20/65) | 981 | 0.0 | ||||||||||||||||
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||||||
Securities Lending Collateralcc: (continued) | |||||||||||||||||||
197,000 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/30/15, 0.17%, due 07/01/15 (Repurchase Amount $197,001, collateralized by various U.S. Government Securities, 0.750%–2.750%, Market Value plus accrued interest $200,940, due 01/15/17–08/15/42) | $ | 197,000 | 0.0 | |||||||||||||||
197,981 | 0.0 | ||||||||||||||||||
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
Mutual Funds: 3.1% | |||||||||||||||||||
17,882,210 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.090%†† (Cost $17,882,210) | 17,882,210 | 3.1 | ||||||||||||||||
Total Short-Term Investments (Cost $18,080,191) | 18,080,191 | 3.1 | |||||||||||||||||
Total Investments in Securities (Cost $445,785,950) | $ | 584,902,582 | 100.2 | ||||||||||||||||
Liabilities in Excess of Other Assets | (1,247,724 | ) | (0.2 | ) | |||||||||||||||
Net Assets | $ | 583,654,858 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2015. |
@ | 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 $446,965,046. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 156,270,266 | ||||
Gross Unrealized Depreciation | (18,332,730 | ) | ||||
Net Unrealized Appreciation | $ | 137,937,536 |
VY® INVESCO GROWTH AND INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2015 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock | ||||||||||||||||||
Consumer Discretionary | $ | 59,832,704 | $ | — | $ | — | $ | 59,832,704 | ||||||||||
Consumer Staples | 34,794,138 | — | — | 34,794,138 | ||||||||||||||
Energy | 38,247,183 | 20,542,708 | — | 58,789,891 | ||||||||||||||
Financials | 177,459,567 | — | — | 177,459,567 | ||||||||||||||
Health Care | 64,853,142 | 15,571,060 | — | 80,424,202 | ||||||||||||||
Industrials | 49,631,158 | — | — | 49,631,158 | ||||||||||||||
Information Technology | 76,954,945 | — | — | 76,954,945 | ||||||||||||||
Materials | 6,354,875 | — | — | 6,354,875 | ||||||||||||||
Telecommunication Services | 10,477,228 | 5,174,581 | — | 15,651,809 | ||||||||||||||
Utilities | 6,929,102 | — | — | 6,929,102 | ||||||||||||||
Total Common Stock | 525,534,042 | 41,288,349 | — | 566,822,391 | ||||||||||||||
Short-Term Investments | 17,882,210 | 197,981 | — | 18,080,191 | ||||||||||||||
Total Investments, at fair value | $ | 543,416,252 | $ | 41,486,330 | $ | — | $ | 584,902,582 | ||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Forward Foreign Currency Contracts | — | 248,972 | — | 248,972 | ||||||||||||||
Total Assets | $ | 543,416,252 | $ | 41,735,302 | $ | — | $ | 585,151,554 | ||||||||||
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | (150,745 | ) | $ | — | $ | (150,745 | ) | ||||||||
Total Liabilities | $ | — | $ | (150,745 | ) | $ | — | $ | (150,745 | ) |
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. |
Counterparty | Currency | Contract Amount | Buy/ Sell | Settlement Date | In Exchange For | Fair Value | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
The Bank of New York | Israeli New Shekel | 9,381,454 | Sell | 07/24/15 | $ | 2,442,133 | $ | 2,485,990 | $ | (43,857 | ) | |||||||||||||||||||
The Bank of New York | EU Euro | 6,204,428 | Sell | 07/24/15 | 6,977,376 | 6,919,113 | 58,263 | |||||||||||||||||||||||
The Bank of New York | Swiss Franc | 3,609,312 | Sell | 07/24/15 | 3,876,396 | 3,863,798 | 12,598 | |||||||||||||||||||||||
The Bank of New York | Canadian Dollar | 4,838,993 | Sell | 07/24/15 | 3,926,957 | 3,873,088 | 53,869 | |||||||||||||||||||||||
The Bank of New York | British Pound | 4,681,653 | Sell | 07/24/15 | 7,323,767 | 7,354,899 | (31,132 | ) | ||||||||||||||||||||||
State Street Bank | Israeli New Shekel | 9,381,455 | Sell | 07/24/15 | 2,441,174 | 2,485,990 | (44,816 | ) | ||||||||||||||||||||||
State Street Bank | EU Euro | 6,213,919 | Sell | 07/24/15 | 6,988,080 | 6,929,697 | 58,383 | |||||||||||||||||||||||
State Street Bank | British Pound | 4,688,028 | Sell | 07/24/15 | 7,333,974 | 7,364,914 | (30,940 | ) | ||||||||||||||||||||||
State Street Bank | Canadian Dollar | 4,848,074 | Sell | 07/24/15 | 3,933,557 | 3,880,357 | 53,200 | |||||||||||||||||||||||
State Street Bank | Swiss Franc | 3,620,950 | Sell | 07/24/15 | 3,888,916 | 3,876,257 | 12,659 | |||||||||||||||||||||||
$ | 98,227 |
VY® INVESCO GROWTH AND INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (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 | $ | 248,972 | |||||||
Total Asset Derivatives | $ | 248,972 | ||||||||
Liability Derivatives | ||||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 150,745 | |||||||
Total Liability Derivatives | $ | 150,745 |
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 | $ | 864,978 | ||||
Total | $ | 864,978 |
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 | $ | (997,391 | ) | |||
Total | $ | (997,391 | ) |
* | 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. |
State Street Bank | The Bank of New York | Totals | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Assets: | ||||||||||||||
Forward foreign currency contracts | $ | 124,242 | $ | 124,730 | $ | 248,972 | ||||||||
Total Assets | $ | 124,242 | $ | 124,730 | $ | 248,972 | ||||||||
Liabilities: | ||||||||||||||
Forward foreign currency contracts | $ | 75,756 | $ | 74,989 | $ | 150,745 | ||||||||
Total Liabilities | $ | 75,756 | $ | 74,989 | $ | 150,745 | ||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | 48,486 | $ | 49,741 | 98,227 | |||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | — | $ | — | ||||||||
Net Exposure(1) | $ | 48,486 | $ | 49,741 | $ | 98,227 |
(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, 2015 (UNAUDITED) |
as of June 30, 2015
(as a percentage of net assets)
India | 18.1 | % | |||||
South Africa | 17.3 | % | |||||
China | 9.4 | % | |||||
Brazil | 9.3 | % | |||||
Taiwan | 8.1 | % | |||||
Russia | 6.9 | % | |||||
Thailand | 6.2 | % | |||||
Hong Kong | 4.7 | % | |||||
Indonesia | 3.6 | % | |||||
South Korea | 3.4 | % | |||||
Countries between 0.9%–2.7%ˆ | 12.4 | % | |||||
Assets in Excess of Other Liabilities* | 0.6 | % | |||||
Net Assets | 100.0 | % | |||||
*Includes short-term investments. | |||||||
ˆIncludes 8 countries, which each represents 0.9%–2.7% of net assets. |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 97.8% | |||||||||||||||||||
Australia: 1.1% | |||||||||||||||||||
1,204,806 | Oil Search Ltd. | $ | 6,622,453 | 1.1 | |||||||||||||||
Brazil: 7.7% | |||||||||||||||||||
986,355 | @ | Ambev SA ADR | 6,016,765 | 1.0 | |||||||||||||||
795,590 | BB Seguridade Participacoes SA | 8,761,700 | 1.5 | ||||||||||||||||
1,424,790 | CCR SA | 6,860,219 | 1.2 | ||||||||||||||||
210,710 | Lojas Renner SA | 7,698,902 | 1.3 | ||||||||||||||||
365,830 | Ultrapar Participacoes SA | 7,729,366 | 1.3 | ||||||||||||||||
1,115,323 | Other Securities | 8,149,126 | 1.4 | ||||||||||||||||
45,216,078 | 7.7 | ||||||||||||||||||
China: 9.4% | |||||||||||||||||||
48,580 | @ | Baidu.com ADR | 9,671,306 | 1.7 | |||||||||||||||
188,790 | @ | JD.com, Inc. ADR | 6,437,739 | 1.1 | |||||||||||||||
763,300 | Tencent Holdings Ltd. | 15,263,354 | 2.6 | ||||||||||||||||
16,343,307 | Other Securities(a) | 23,633,138 | 4.0 | ||||||||||||||||
55,005,537 | 9.4 | ||||||||||||||||||
Hong Kong: 4.7% | |||||||||||||||||||
3,385,600 | AIA Group Ltd. | 22,137,281 | 3.8 | ||||||||||||||||
99,000 | Other Securities | 5,608,350 | 0.9 | ||||||||||||||||
27,745,631 | 4.7 | ||||||||||||||||||
COMMON STOCK: (continued) | |||||||||||||||||||
India: 18.1% | |||||||||||||||||||
279,150 | @ | HDFC Bank Ltd. ADR | $ | 16,896,949 | 2.9 | ||||||||||||||
874,145 | Housing Development Finance Corp. | 17,780,949 | 3.0 | ||||||||||||||||
645,696 | @ | Infosys Ltd. ADR | 10,234,281 | 1.8 | |||||||||||||||
2,513,140 | ITC Ltd. | 12,422,072 | 2.1 | ||||||||||||||||
244,970 | Lupin Ltd. | 7,249,389 | 1.2 | ||||||||||||||||
458,176 | Tata Consultancy Services Ltd. | 18,354,021 | 3.1 | ||||||||||||||||
1,664,953 | Other Securities | 23,431,864 | 4.0 | ||||||||||||||||
106,369,525 | 18.1 | ||||||||||||||||||
Indonesia: 3.6% | |||||||||||||||||||
14,237,900 | Astra International Tbk PT | 7,536,325 | 1.3 | ||||||||||||||||
10,288,700 | Bank Rakyat Indonesia | 7,963,123 | 1.4 | ||||||||||||||||
5,377,000 | Other Securities | 5,430,110 | 0.9 | ||||||||||||||||
20,929,558 | 3.6 | ||||||||||||||||||
Macau: 1.5% | |||||||||||||||||||
2,572,400 | Sands China Ltd. | 8,645,324 | 1.5 | ||||||||||||||||
Mexico: 2.1% | |||||||||||||||||||
2,386,000 | Fibra Uno Administracion SA de CV | 5,674,482 | 1.0 | ||||||||||||||||
1,796,440 | Other Securities | 6,937,026 | 1.1 | ||||||||||||||||
12,611,508 | 2.1 | ||||||||||||||||||
Panama: 1.0% | |||||||||||||||||||
70,940 | @,L | Copa Holdings S.A. | 5,858,935 | 1.0 | |||||||||||||||
Peru: 1.0% | |||||||||||||||||||
42,320 | @ | Credicorp Ltd. | 5,879,094 | 1.0 | |||||||||||||||
Russia: 6.9% | |||||||||||||||||||
216,000 | @ | Lukoil OAO ADR | 9,700,560 | 1.6 | |||||||||||||||
21,530 | Magnit OAO | 4,454,935 | 0.8 | ||||||||||||||||
145,430 | @ | Magnit PJSC GDR | 8,089,402 | 1.4 | |||||||||||||||
5,487,556 | Sberbank | 7,206,463 | 1.2 | ||||||||||||||||
202,530 | @ | Sberbank of Russia ADR | 1,075,435 | 0.2 | |||||||||||||||
1,756,595 | Other Securities | 10,229,855 | 1.7 | ||||||||||||||||
40,756,650 | 6.9 | ||||||||||||||||||
South Africa: 17.3% | |||||||||||||||||||
218,540 | Aspen Pharmacare Holdings Ltd. | 6,462,764 | 1.1 | ||||||||||||||||
469,188 | Bidvest Group Ltd. | 11,871,974 | 2.0 | ||||||||||||||||
1,676,980 | FirstRand Ltd. | 7,347,209 | 1.2 | ||||||||||||||||
2,788,940 | Life Healthcare Group Holdings Ltd. | 8,595,860 | 1.5 | ||||||||||||||||
303,500 | Mr Price Group Ltd. | 6,246,925 | 1.1 | ||||||||||||||||
632,042 | MTN Group Ltd. | 11,872,384 | 2.0 | ||||||||||||||||
40,350 | Naspers Ltd. | 6,274,602 | 1.1 | ||||||||||||||||
545,634 | Remgro Ltd. | 11,467,729 | 1.9 | ||||||||||||||||
1,029,590 | Sanlam Ltd. | 5,604,646 | 1.0 |
VY® JPMORGAN EMERGING MARKETS EQUITY PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||||||
South Africa: (continued) | |||||||||||||||||||
498,179 | Shoprite Holdings Ltd. | $ | 7,101,031 | 1.2 | |||||||||||||||
1,448,080 | Woolworths Holdings Ltd./South Africa | 11,733,924 | 2.0 | ||||||||||||||||
290,081 | Other Securities(a) | 7,057,062 | 1.2 | ||||||||||||||||
101,636,110 | 17.3 | ||||||||||||||||||
South Korea: 3.4% | |||||||||||||||||||
52,347 | Hyundai Motor Co. | 6,372,541 | 1.1 | ||||||||||||||||
167,960 | Kia Motors Corp. | 6,814,133 | 1.2 | ||||||||||||||||
6,001 | Samsung Electronics Co., Ltd. | 6,808,652 | 1.1 | ||||||||||||||||
19,995,326 | 3.4 | ||||||||||||||||||
Taiwan: 8.1% | |||||||||||||||||||
1,529,200 | Delta Electronics, Inc. | 7,823,189 | 1.3 | ||||||||||||||||
470,000 | MediaTek, Inc. | 6,424,707 | 1.1 | ||||||||||||||||
1,145,000 | President Chain Store Corp. | 8,049,861 | 1.4 | ||||||||||||||||
872,530 | @,L | Siliconware Precision Industries Co. ADR ADR | 6,500,348 | 1.1 | |||||||||||||||
1,500,223 | Taiwan Semiconductor Manufacturing Co., Ltd. | 6,823,944 | 1.2 | ||||||||||||||||
530,021 | @ | Taiwan Semiconductor Manufacturing Co., Ltd. ADR | 12,036,777 | 2.0 | |||||||||||||||
47,658,826 | 8.1 | ||||||||||||||||||
Thailand: 6.2% | |||||||||||||||||||
1,021,800 | L | Advanced Info Service PCL | 7,240,793 | 1.2 | |||||||||||||||
1,291,900 | Kasikornbank PCL | 7,207,509 | 1.2 | ||||||||||||||||
532,600 | Siam Cement PCL | 8,180,983 | 1.4 | ||||||||||||||||
1,459,200 | Siam Commercial Bank PCL | 6,701,999 | 1.2 | ||||||||||||||||
2,891,400 | L | Total Access Communication PCL | 7,111,769 | 1.2 | |||||||||||||||
36,443,053 | 6.2 | ||||||||||||||||||
Turkey: 2.7% | |||||||||||||||||||
1,290,155 | KOC Holding AS | 5,966,033 | 1.0 | ||||||||||||||||
2,039,204 | Turkiye Garanti Bankasi A/S | 6,359,982 | 1.1 | ||||||||||||||||
266,706 | Other Securities | 3,567,924 | 0.6 | ||||||||||||||||
15,893,939 | 2.7 | ||||||||||||||||||
United Kingdom: 2.1% | |||||||||||||||||||
175,280 | SABMiller PLC | 9,088,282 | 1.5 | ||||||||||||||||
242,630 | Other Securities | 3,505,117 | 0.6 | ||||||||||||||||
�� | 12,593,399 | 2.1 | |||||||||||||||||
United States: 0.9% | |||||||||||||||||||
87,970 | Other Securities | 4,974,703 | 0.9 | ||||||||||||||||
Total Common Stock (Cost $539,632,975) | 574,835,649 | 97.8 | |||||||||||||||||
PREFERRED STOCK: 1.6% | |||||||||||||||||||
Brazil: 1.6% | |||||||||||||||||||
756,751 | Itau Unibanco Holding S.A. | $ | 8,336,407 | 1.4 | |||||||||||||||
1,154,320 | Other Securities | 853,924 | 0.2 | ||||||||||||||||
Total Preferred Stock (Cost $13,466,922) | 9,190,331 | 1.6 | |||||||||||||||||
Total Long-Term Investments (Cost $553,099,897) | 584,025,980 | 99.4 | |||||||||||||||||
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
SHORT-TERM INVESTMENTS: 2.3% | |||||||||||||||||||
Securities Lending Collateralcc: 2.3% | |||||||||||||||||||
3,176,480 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/15, 0.15%, due 07/01/15 (Repurchase Amount $3,176,493, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%–8.500%, Market Value plus accrued interest $3,240,010, due 07/15/15–05/20/65) | 3,176,480 | 0.5 | ||||||||||||||||
2,339,334 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/15, 0.18%, due 07/01/15 (Repurchase Amount $2,339,346, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%–9.250%, Market Value plus accrued interest $2,386,109, due 11/15/15–03/01/48) | 2,339,334 | 0.4 | ||||||||||||||||
3,176,500 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/30/15, 0.17%, due 07/01/15 (Repurchase Amount $3,176,515, collateralized by various U.S. Government Securities, 0.750%–2.750%, Market Value plus accrued interest $3,240,030, due 01/15/17–08/15/42) | 3,176,500 | 0.6 |
VY® JPMORGAN EMERGING MARKETS EQUITY PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||||||
Securities Lending Collateralcc: (continued) | |||||||||||||||||||
3,176,480 | Nomura Securities, Repurchase Agreement dated 06/30/15, 0.14%, due 07/01/15 (Repurchase Amount $3,176,492, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%–9.500%, Market Value plus accrued interest $3,240,010, due 07/31/15–05/20/65) | $ | 3,176,480 | 0.5 | |||||||||||||||
1,505,795 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/15, 0.20%, due 07/01/15 (Repurchase Amount $1,505,803, collateralized by various U.S. Government Securities, 0.125%–2.500%, Market Value plus accrued interest $1,536,487, due 01/15/17–01/15/29) | 1,505,795 | 0.3 | ||||||||||||||||
13,374,589 | 2.3 | ||||||||||||||||||
Total Short-Term Investments (Cost $13,374,589) | 13,374,589 | 2.3 | |||||||||||||||||
Total Investments in Securities (Cost $566,474,486) | $ | 597,400,569 | 101.7 | ||||||||||||||||
Liabilities in Excess of Other Assets | (9,920,066 | ) | (1.7 | ) | |||||||||||||||
Net Assets | $ | 587,480,503 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
@ | 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, 2015. |
(a) | This grouping contains securities on loan. |
Cost for federal income tax purposes is $567,269,644. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 96,199,090 | ||||
Gross Unrealized Depreciation | (66,068,165 | ) | ||||
Net Unrealized Appreciation | $ | 30,130,925 |
Sector Diversification | Percentage of Net Assets | |||||
---|---|---|---|---|---|---|
Financials | 27.4 | % | ||||
Information Technology | 19.8 | |||||
Consumer Discretionary | 15.9 | |||||
Consumer Staples | 10.6 | |||||
Industrials | 7.1 | |||||
Telecommunication Services | 5.3 | |||||
Energy | 4.9 | |||||
Materials | 3.9 | |||||
Health Care | 3.8 | |||||
Utilities | 0.7 | |||||
Short-Term Investments | 2.3 | |||||
Liabilities in Excess of Other Assets | (1.7 | ) | ||||
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, 2015 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock | ||||||||||||||||||
Australia | $ | — | $ | 6,622,453 | $ | — | $ | 6,622,453 | ||||||||||
Brazil | 45,216,078 | — | — | 45,216,078 | ||||||||||||||
China | 27,708,380 | 27,297,157 | — | 55,005,537 | ||||||||||||||
Hong Kong | 5,608,350 | 22,137,281 | — | 27,745,631 | ||||||||||||||
India | 50,198,438 | 56,171,087 | — | 106,369,525 | ||||||||||||||
Indonesia | — | 20,929,558 | — | 20,929,558 | ||||||||||||||
Macau | — | 8,645,324 | — | 8,645,324 | ||||||||||||||
Mexico | 12,611,508 | — | — | 12,611,508 | ||||||||||||||
Panama | 5,858,935 | — | — | 5,858,935 | ||||||||||||||
Peru | 5,879,094 | — | — | 5,879,094 | ||||||||||||||
Russia | 10,775,995 | 29,980,655 | — | 40,756,650 | ||||||||||||||
South Africa | 4,271,642 | 97,364,468 | — | 101,636,110 |
VY® JPMORGAN EMERGING MARKETS EQUITY PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2015 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table (continued) | ||||||||||||||||||
Investments, at fair value (continued) | ||||||||||||||||||
Common Stock (continued) | ||||||||||||||||||
South Korea | $ | — | $ | 19,995,326 | $ | — | $ | 19,995,326 | ||||||||||
Taiwan | 18,537,125 | 29,121,701 | — | 47,658,826 | ||||||||||||||
Thailand | — | 36,443,053 | — | 36,443,053 | ||||||||||||||
Turkey | — | 15,893,939 | — | 15,893,939 | ||||||||||||||
United Kingdom | — | 12,593,399 | — | 12,593,399 | ||||||||||||||
United States | 4,974,703 | — | — | 4,974,703 | ||||||||||||||
Total Common Stock | 191,640,248 | 383,195,401 | — | 574,835,649 | ||||||||||||||
Preferred Stock | 9,190,331 | — | — | 9,190,331 | ||||||||||||||
Short-Term Investments | — | 13,374,589 | — | 13,374,589 | ||||||||||||||
Total Investments, at fair value | $ | 200,830,579 | $ | 396,569,990 | $ | — | $ | 597,400,569 |
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, 2015 (UNAUDITED) |
as of June 30, 2015
(as a percentage of net assets)
United States | 45.3 | % | ||||
United Kingdom | 30.3 | % | ||||
Switzerland | 9.0 | % | ||||
France | 8.3 | % | ||||
Germany | 2.0 | % | ||||
Japan | 1.9 | % | ||||
Italy | 0.8 | % | ||||
Netherlands | 0.5 | % | ||||
Assets in Excess of Other Liabilities | 1.9 | % | ||||
Net Assets | 100.0 | % |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 98.1% | |||||||||||||||||||
France: 8.3% | |||||||||||||||||||
25,482 | LVMH Moet Hennessy Louis Vuitton SE | $ | 4,480,010 | 1.1 | |||||||||||||||
92,937 | Pernod Ricard SA | 10,743,768 | 2.5 | ||||||||||||||||
79,691 | Publicis Groupe | 5,906,948 | 1.4 | ||||||||||||||||
144,424 | Sanofi | 14,287,887 | 3.3 | ||||||||||||||||
35,418,613 | 8.3 | ||||||||||||||||||
Germany: 2.0% | |||||||||||||||||||
122,384 | SAP SE | 8,576,235 | 2.0 | ||||||||||||||||
Italy: 0.8% | |||||||||||||||||||
472,796 | Davide Campari-Milano S.p.A. | 3,599,207 | 0.8 | ||||||||||||||||
Japan: 1.9% | |||||||||||||||||||
224,900 | Japan Tobacco, Inc. | 7,995,033 | 1.9 | ||||||||||||||||
Netherlands: 0.5% | |||||||||||||||||||
93,406 | Reed Elsevier NV | 2,221,731 | 0.5 | ||||||||||||||||
Switzerland: 9.0% | |||||||||||||||||||
533,469 | Nestle S.A. | 38,490,125 | 9.0 | ||||||||||||||||
United Kingdom: 30.3% | |||||||||||||||||||
732,605 | British American Tobacco PLC | 39,445,044 | 9.2 | ||||||||||||||||
590,370 | Diageo PLC | 17,096,883 | 4.0 | ||||||||||||||||
543,376 | Experian PLC | 9,883,073 | 2.3 | ||||||||||||||||
40,222 | Imperial Tobacco Group PLC | 1,937,169 | 0.4 | ||||||||||||||||
341,856 | Reckitt Benckiser Group PLC | 29,479,536 | 6.9 | ||||||||||||||||
131,768 | Reed Elsevier PLC | 2,141,307 | 0.5 | ||||||||||||||||
701,301 | Unilever PLC | 30,113,085 | 7.0 | ||||||||||||||||
130,096,097 | 30.3 | ||||||||||||||||||
COMMON STOCK: (continued) | |||||||||||||||||||
United States: 45.3% | |||||||||||||||||||
52,563 | 3M Co. | $ | 8,110,471 | 1.9 | |||||||||||||||
211,190 | Accenture PLC | 20,438,968 | 4.8 | ||||||||||||||||
54,112 | Intuit, Inc. | 5,452,866 | 1.3 | ||||||||||||||||
23,494 | Mead Johnson Nutrition Co. | 2,119,629 | 0.5 | ||||||||||||||||
646,011 | Microsoft Corp. | 28,521,386 | 6.6 | ||||||||||||||||
420,111 | Mondelez International, Inc. | 17,283,366 | 4.0 | ||||||||||||||||
43,625 | Moody’s Corp. | 4,709,755 | 1.1 | ||||||||||||||||
87,468 | Nike, Inc. | 9,448,293 | 2.2 | ||||||||||||||||
175,109 | Philip Morris International, Inc. | 14,038,488 | 3.3 | ||||||||||||||||
238,686 | Procter & Gamble Co. | 18,674,793 | 4.4 | ||||||||||||||||
232,441 | Time Warner, Inc. | 20,317,668 | 4.7 | ||||||||||||||||
383,113 | Twenty-First Century Fox, Inc. Class B | 12,343,901 | 2.9 | ||||||||||||||||
260,724 | Visa, Inc. | 17,507,617 | 4.1 | ||||||||||||||||
133,209 | Walt Disney Co. | 15,204,475 | 3.5 | ||||||||||||||||
194,171,676 | 45.3 | ||||||||||||||||||
Total Common Stock (Cost $338,987,009) | 420,568,717 | 98.1 | |||||||||||||||||
Assets in Excess of Other Liabilities | 8,147,850 | 1.9 | |||||||||||||||||
Net Assets | $ | 428,716,567 | 100.0 |
Cost for federal income tax purposes is $339,432,529. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 83,995,964 | ||||
Gross Unrealized Depreciation | (2,859,776 | ) | ||||
Net Unrealized Appreciation | $ | 81,136,188 |
Industry Diversification | Percentage of Net Assets | |||||
---|---|---|---|---|---|---|
Food Products | 20.5 | % | ||||
Agriculture | 13.7 | |||||
Software | 9.9 | |||||
Media | 7.6 | |||||
Household Products/Wares | 6.9 | |||||
Beverages | 6.5 | |||||
Consumer Discretionary | 5.9 | |||||
IT Services | 4.8 | |||||
Household Products | 4.4 | |||||
Industrials | 4.2 | |||||
Diversified Financial Services | 4.1 | |||||
Pharmaceuticals | 3.3 | |||||
Apparel | 3.3 | |||||
Consumer Staples | 1.9 | |||||
Financials | 1.1 | |||||
Assets in Excess of Other Liabilities | 1.9 | |||||
Net Assets | 100.0 | % |
VY® MORGAN STANLEY GLOBAL FRANCHISE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2015 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock | ||||||||||||||||||
France | $ | — | $ | 35,418,613 | $ | — | $ | 35,418,613 | ||||||||||
Germany | — | 8,576,235 | — | 8,576,235 | ||||||||||||||
Italy | — | 3,599,207 | — | 3,599,207 | ||||||||||||||
Japan | — | 7,995,033 | — | 7,995,033 | ||||||||||||||
Netherlands | — | 2,221,731 | — | 2,221,731 | ||||||||||||||
Switzerland | — | 38,490,125 | — | 38,490,125 | ||||||||||||||
United Kingdom | — | 130,096,097 | — | 130,096,097 | ||||||||||||||
United States | 194,171,676 | — | — | 194,171,676 | ||||||||||||||
Total Common Stock | 194,171,676 | 226,397,041 | — | 420,568,717 | ||||||||||||||
Total Investments, at fair value | $ | 194,171,676 | $ | 226,397,041 | $ | — | $ | 420,568,717 |
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, 2015 (UNAUDITED) |
as of June 30, 2015
(as a percentage of net assets)
Health Care | 16.5 | % | |||||
Industrials | 12.0 | % | |||||
Financials | 11.6 | % | |||||
Energy | 8.2 | % | |||||
Information Technology | 8.0 | % | |||||
Communications | 6.5 | % | |||||
Consumer Discretionary | 6.1 | % | |||||
Consumer Staples | 5.2 | % | |||||
Consumer, Cyclical | 4.6 | % | |||||
Utilities | 4.5 | % | |||||
Consumer, Non-cyclical | 4.3 | % | |||||
Technology | 1.0 | % | |||||
Materials | 0.8 | % | |||||
Telecommunication Services | 0.6 | % | |||||
Foreign Government Bonds | 0.2 | % | |||||
Asset-Backed Securities | 0.1 | % | |||||
Basic Materials | 0.1 | % | |||||
Assets in Excess of Other Liabilities* | 9.7 | % | |||||
Net Assets | 100.0 | % | |||||
*Includes short-term investments. |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 62.1% | |||||||||||||||||||
Consumer Discretionary: 6.0% | |||||||||||||||||||
227,879 | @ | Autozone, Inc. | $ | 151,972,505 | 2.7 | ||||||||||||||
1,445,796 | Johnson Controls, Inc. | 71,610,276 | 1.3 | ||||||||||||||||
249,400 | @ | Liberty Global PLC — Class A | 13,485,058 | 0.2 | |||||||||||||||
484,300 | @ | Liberty Global PLC — Class C | 24,520,109 | 0.4 | |||||||||||||||
676,500 | Lowe’s Cos, Inc. | 45,305,205 | 0.8 | ||||||||||||||||
346,808 | Other Securities | 35,325,712 | 0.6 | ||||||||||||||||
342,218,865 | 6.0 | ||||||||||||||||||
Consumer Staples: 5.2% | |||||||||||||||||||
518,200 | CVS Health | 54,348,816 | 0.9 | ||||||||||||||||
819,700 | General Mills, Inc. | 45,673,684 | 0.8 | ||||||||||||||||
1,606,888 | Mondelez International, Inc. | 66,107,372 | 1.2 | ||||||||||||||||
525,934 | PepsiCo, Inc. | 49,090,680 | 0.9 | ||||||||||||||||
405,300 | Philip Morris International, Inc. | 32,492,901 | 0.6 | ||||||||||||||||
850,158 | Other Securities | 48,158,747 | 0.8 | ||||||||||||||||
295,872,200 | 5.2 | ||||||||||||||||||
COMMON STOCK: (continued) | |||||||||||||||||||
Energy: 1.8% | |||||||||||||||||||
3,329,700 | @ | Canadian Natural Resources Ltd. | $ | 90,434,652 | 1.6 | ||||||||||||||
183,800 | Other Securities | 14,294,126 | 0.2 | ||||||||||||||||
104,728,778 | 1.8 | ||||||||||||||||||
Financials: 9.5% | |||||||||||||||||||
848,100 | American Tower Corp. | 79,119,249 | 1.4 | ||||||||||||||||
3,941,300 | Bank of New York Mellon Corp. | 165,416,361 | 2.9 | ||||||||||||||||
1,579,850 | Iron Mountain, Inc. | 48,975,350 | 0.8 | ||||||||||||||||
3,702,300 | Marsh & McLennan Cos., Inc. | 209,920,410 | 3.7 | ||||||||||||||||
284,300 | Other Securities | 38,982,730 | 0.7 | ||||||||||||||||
542,414,100 | 9.5 | ||||||||||||||||||
Health Care: 15.2% | |||||||||||||||||||
1,399,500 | Abbott Laboratories | 68,687,460 | 1.2 | ||||||||||||||||
439,550 | @ | Allergan plc | 133,385,843 | 2.3 | |||||||||||||||
845,449 | Becton Dickinson & Co. | 119,757,851 | 2.1 | ||||||||||||||||
472,800 | Cigna Corp. | 76,593,600 | 1.3 | ||||||||||||||||
664,100 | Eli Lilly & Co. | 55,445,709 | 1.0 | ||||||||||||||||
751,700 | PerkinElmer, Inc. | 39,569,488 | 0.7 | ||||||||||||||||
2,331,224 | Pfizer, Inc. | 78,165,941 | 1.4 | ||||||||||||||||
1,202,268 | Thermo Fisher Scientific, Inc. | 156,006,296 | 2.7 | ||||||||||||||||
629,624 | UnitedHealth Group, Inc. | 76,814,128 | 1.3 | ||||||||||||||||
1,183,989 | Zoetis, Inc. | 57,091,949 | 1.0 | ||||||||||||||||
146,900 | Other Securities | 11,776,262 | 0.2 | ||||||||||||||||
873,294,527 | 15.2 | ||||||||||||||||||
Industrials: 11.4% | |||||||||||||||||||
1,483,200 | Ametek, Inc. | 81,249,696 | 1.4 | ||||||||||||||||
302,000 | Boeing Co. | 41,893,440 | 0.7 | ||||||||||||||||
3,312,391 | Danaher Corp. | 283,507,545 | 5.0 | ||||||||||||||||
458,800 | IDEX Corp. | 36,052,504 | 0.6 | ||||||||||||||||
496,800 | @ | Pentair PLC | 34,155,000 | 0.6 | |||||||||||||||
303,900 | Roper Technologies, Inc. | 52,410,594 | 0.9 | ||||||||||||||||
2,044,200 | @ | Tyco International Plc | 78,660,816 | 1.4 | |||||||||||||||
529,700 | Other Securities | 43,167,501 | 0.8 | ||||||||||||||||
651,097,096 | 11.4 | ||||||||||||||||||
Information Technology: 8.0% | |||||||||||||||||||
549,500 | Fidelity National Information Services, Inc. | 33,959,100 | 0.6 | ||||||||||||||||
1,993,114 | @ | Fiserv, Inc. | 165,089,632 | 2.9 | |||||||||||||||
21,900 | @ | Google, Inc. — Class A | 11,826,876 | 0.2 | |||||||||||||||
80,219 | Google, Inc. — Class C | 41,754,792 | 0.7 | ||||||||||||||||
1,720,200 | Microsoft Corp. | 75,946,830 | 1.3 | ||||||||||||||||
1,187,700 | Visa, Inc. | 79,754,055 | 1.4 | ||||||||||||||||
915,323 | Other Securities | 52,944,004 | 0.9 | ||||||||||||||||
461,275,289 | 8.0 | ||||||||||||||||||
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||||||
Materials: 0.8% | |||||||||||||||||||
724,900 | Cytec Industries, Inc. | $ | 43,878,197 | 0.8 | |||||||||||||||
Telecommunication Services: 0.4% | |||||||||||||||||||
201,000 | Other Securities | 23,108,970 | 0.4 | ||||||||||||||||
Utilities: 3.8% | |||||||||||||||||||
1,721,700 | FirstEnergy Corp. | 56,041,335 | 1.0 | ||||||||||||||||
2,532,137 | Pacific Gas & Electric Co. | 124,327,927 | 2.1 | ||||||||||||||||
1,212,100 | Xcel Energy, Inc. | 39,005,378 | 0.7 | ||||||||||||||||
219,374,640 | 3.8 | ||||||||||||||||||
Total Common Stock (Cost $3,002,404,023) | 3,557,262,662 | 62.1 | |||||||||||||||||
PREFERRED STOCK: 2.6% | |||||||||||||||||||
Financials: 0.8% | |||||||||||||||||||
316,265 | American Tower Corp. | 31,626,500 | 0.6 | ||||||||||||||||
536,000 | Other Securities | 14,273,620 | 0.2 | ||||||||||||||||
45,900,120 | 0.8 | ||||||||||||||||||
Health Care: 1.3% | |||||||||||||||||||
71,741 | Allergan PLC | 74,795,732 | 1.3 | ||||||||||||||||
Telecommunication Services: 0.2% | |||||||||||||||||||
183,556 | Other Securities | 12,390,030 | 0.2 | ||||||||||||||||
Utilities: 0.3% | |||||||||||||||||||
523,470 | Other Securities | 13,391,655 | 0.3 | ||||||||||||||||
Total Preferred Stock (Cost $139,572,852) | 146,477,537 | 2.6 | |||||||||||||||||
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
CORPORATE BONDS/NOTES: 25.3% | |||||||||||||||||||
Basic Materials: 0.1% | |||||||||||||||||||
6,130,000 | Other Securities | 6,033,906 | 0.1 | ||||||||||||||||
Communications: 6.5% | |||||||||||||||||||
4,250,000 | # | Cequel Communications Holdings I, LLC / Cequel Capital Corp., 6.375%, 09/15/20 | 4,237,250 | 0.1 | |||||||||||||||
69,119,466 | Intelsat TL 4/2/18, 3.750%, 06/30/19 | 68,716,292 | 1.2 | ||||||||||||||||
6,370,000 | # | Sprint Nextel Corp., 9.000%, 11/15/18 | 7,209,311 | 0.1 | |||||||||||||||
5,215,000 | # | Telesat Canada, 6.000%, 05/15/17 | 5,312,781 | 0.1 | |||||||||||||||
7,750,000 | # | Unitymedia Hessen GmbH & Co. KG / Unitymedia NRW GmbH, 5.500%, 01/15/23 | 7,929,219 | 0.1 | |||||||||||||||
6,375,000 | # | Unitymedia KabelBW GmbH, 6.125%, 01/15/25 | 6,677,813 | 0.1 | |||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Communications: (continued) | |||||||||||||||||||
497,380 | Univision Communications, Inc., 4.000%, 03/01/20 | $ | 494,824 | 0.0 | |||||||||||||||
5,325,000 | # | Univision Communications, Inc., 5.125%, 05/15/23 | 5,191,875 | 0.1 | |||||||||||||||
26,160,000 | # | Univision Communications, Inc., 6.750%, 09/15/22 | 27,762,300 | 0.5 | |||||||||||||||
9,132,000 | # | Univision Communications, Inc., 8.500%, 05/15/21 | 9,645,675 | 0.1 | |||||||||||||||
37,450,000 | UPC Financing Partnership, 3.250%, 06/30/21 | 36,981,875 | 0.6 | ||||||||||||||||
EUR 4,150,000 | # | UPC Holding BV, 6.375%, 09/15/22 | 4,985,200 | 0.1 | |||||||||||||||
23,593,500 | # | UPCB Finance V Ltd., 7.250%, 11/15/21 | 25,598,947 | 0.5 | |||||||||||||||
32,805,000 | # | UPCB Finance VI Ltd., 6.875%, 01/15/22 | 35,101,350 | 0.6 | |||||||||||||||
GBP 2,227,500 | # | Virgin Media Secured Finance PLC, 6.000%, 04/15/21 | 3,657,434 | 0.1 | |||||||||||||||
1,925,000 | # | Virgin Media Secured Finance PLC, 5.250%, 01/15/26 | 1,864,844 | 0.0 | |||||||||||||||
5,152,500 | # | Virgin Media Secured Finance PLC, 5.375%, 04/15/21 | 5,329,617 | 0.1 | |||||||||||||||
116,664,707 | Other Securities(a) | 118,058,754 | 2.1 | ||||||||||||||||
374,755,361 | 6.5 | ||||||||||||||||||
Consumer Discretionary: 0.1% | |||||||||||||||||||
5,400,000 | Other Securities | 5,670,000 | 0.1 | ||||||||||||||||
Consumer, Cyclical: 4.6% | |||||||||||||||||||
93,865,000 | Ford Motor Credit Co. LLC, 0.799%–6.625%, 05/09/16–11/04/19 | 94,233,945 | 1.6 | ||||||||||||||||
37,350,000 | Rite Aid Corp., 8.000%, 08/15/20 | 39,030,750 | 0.7 | ||||||||||||||||
9,550,000 | Rite Aid Corp., 9.250%, 03/15/20 | 10,373,687 | 0.2 | ||||||||||||||||
114,568,653 | Other Securities | 119,497,201 | 2.1 | ||||||||||||||||
263,135,583 | 4.6 | ||||||||||||||||||
Consumer, Non-cyclical: 4.3% | |||||||||||||||||||
22,025,000 | DaVita, Inc., 5.750%, 08/15/22 | 23,429,094 | 0.4 | ||||||||||||||||
46,866,487 | DaVita HealthCare Partners, Inc., 3.500%–5.125%, 06/24/21–05/01/25 | 46,237,996 | 0.8 | ||||||||||||||||
6,593,000 | # | Fresenius Medical Care US Finance II, Inc., 5.625%, 07/31/19 | 7,161,646 | 0.1 | |||||||||||||||
3,175,000 | # | Fresenius Medical Care US Finance II, Inc., 5.875%, 01/31/22 | 3,397,250 | 0.1 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||||||
Consumer, Non-cyclical: (continued) | |||||||||||||||||||||||
34,066,291 | HCA, Inc. — TL B5, 2.935%, 03/31/17 | $ | 34,089,729 | 0.6 | |||||||||||||||||||
1,600,000 | HCA, Inc., 8.000%, 10/01/18 | 1,856,000 | 0.0 | ||||||||||||||||||||
32,170,557 | HJ Heinz Co., 3.500%, 06/05/20 | 32,214,726 | 0.6 | ||||||||||||||||||||
3,635,000 | # | Medtronic, Inc., 1.500%, 03/15/18 | 3,627,370 | 0.1 | |||||||||||||||||||
4,860,000 | # | Medtronic, Inc., 2.500%, 03/15/20 | 4,867,125 | 0.1 | |||||||||||||||||||
5,000,000 | # | Roche Holdings, Inc., 3.350%, 09/30/24 | 5,046,275 | 0.1 | |||||||||||||||||||
81,007,930 | Other Securities | 81,881,746 | 1.4 | ||||||||||||||||||||
243,808,957 | 4.3 | ||||||||||||||||||||||
Energy: 6.4% | |||||||||||||||||||||||
1,935,000 | Canadian Natural Resources Ltd., 1.750%, 01/15/18 | 1,922,212 | 0.0 | ||||||||||||||||||||
28,250,000 | Concho Resources, Inc./Midland TX, 6.500%–7.000%, 01/15/21–01/15/22 | 29,666,500 | 0.5 | ||||||||||||||||||||
16,900,000 | Concho Resources, Inc., 5.500%, 10/01/22–04/01/23 | 16,960,000 | 0.3 | ||||||||||||||||||||
30,264,000 | MarkWest Energy Partners L.P. / MarkWest Energy Finance Corp., 4.500%, 07/15/23 | 29,810,040 | 0.5 | ||||||||||||||||||||
29,545,000 | MarkWest Energy Partners L.P. / MarkWest Energy Finance Corp., 4.875%–5.500%, 02/15/23–12/01/24 | 30,262,762 | 0.6 | ||||||||||||||||||||
32,550,000 | Range Resources Corp., 5.000%, 08/15/22 | 32,061,750 | 0.6 | ||||||||||||||||||||
40,400,000 | Range Resources Corp., 5.000%, 03/15/23 | 39,794,000 | 0.7 | ||||||||||||||||||||
38,995,000 | Range Resources Corp., 5.750%–6.750%, 08/01/20–06/01/21 | 40,282,206 | 0.7 | ||||||||||||||||||||
2,400,000 | # | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 4.125%, 11/15/19 | 2,388,000 | 0.0 | |||||||||||||||||||
10,275,000 | # | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 5.000%, 01/15/18 | 10,557,563 | 0.2 | |||||||||||||||||||
129,155,000 | Other Securities | 130,684,954 | 2.3 | ||||||||||||||||||||
364,389,987 | 6.4 | ||||||||||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||||||
Financial: 1.3% | |||||||||||||||||||||||
4,945,000 | American Tower Corp., 3.500%–5.000%, 01/31/23–02/15/24 | $ | 5,050,029 | 0.1 | |||||||||||||||||||
2,050,000 | Iron Mountain, Inc., 7.750%, 10/01/19 | 2,147,375 | 0.0 | ||||||||||||||||||||
67,525,000 | Other Securities | 68,092,652 | 1.2 | ||||||||||||||||||||
75,290,056 | 1.3 | ||||||||||||||||||||||
Industrial: 0.6% | |||||||||||||||||||||||
1,250,000 | # | Moog, Inc., 5.250%, 12/01/22 | 1,278,125 | 0.0 | |||||||||||||||||||
34,090,000 | Other Securities | 34,754,337 | 0.6 | ||||||||||||||||||||
36,032,462 | 0.6 | ||||||||||||||||||||||
Technology: 1.0% | |||||||||||||||||||||||
1,450,000 | # | IMS Health, Inc., 6.000%, 11/01/20 | 1,497,125 | 0.0 | |||||||||||||||||||
13,550,000 | # | NXP BV / NXP Funding LLC, 3.750%, 06/01/18 | 13,685,500 | 0.2 | |||||||||||||||||||
10,150,000 | # | NXP BV / NXP Funding LLC, 5.750%, 02/15/21 | 10,594,062 | 0.2 | |||||||||||||||||||
14,475,000 | # | NXP BV / NXP Funding LLC, 5.750%, 03/15/23 | 15,090,188 | 0.3 | |||||||||||||||||||
19,295,239 | Other Securities | 19,511,182 | 0.3 | ||||||||||||||||||||
60,378,057 | 1.0 | ||||||||||||||||||||||
Utilities: 0.4% | |||||||||||||||||||||||
20,096,683 | Other Securities | 20,770,973 | 0.4 | ||||||||||||||||||||
Total Corporate Bonds/Notes (Cost $1,453,404,818) | 1,450,265,342 | 25.3 | |||||||||||||||||||||
ASSET-BACKED SECURITIES: 0.1% | |||||||||||||||||||||||
Automobile Asset-Backed Securities: 0.0% | |||||||||||||||||||||||
764,859 | Other Securities | 764,872 | 0.0 | ||||||||||||||||||||
Other Asset-Backed Securities: 0.1% | |||||||||||||||||||||||
2,708,213 | # | DB Master Finance LLC 2015-1, 3.262%, 02/20/45 | 2,720,965 | 0.0 | |||||||||||||||||||
4,015,000 | # | Wendys Funding LLC 2015-1A A2I, 3.371%, 06/15/45 | 4,014,655 | 0.1 | |||||||||||||||||||
6,735,620 | 0.1 | ||||||||||||||||||||||
Total Asset-Backed Securities (Cost $7,488,032) | 7,500,492 | 0.1 | |||||||||||||||||||||
FOREIGN GOVERNMENT BONDS: 0.2% | |||||||||||||||||||||||
10,634,000 | Other Securities | 10,643,422 | 0.2 | ||||||||||||||||||||
Total Foreign Government Bonds (Cost $10,599,865) | 10,643,422 | 0.2 | |||||||||||||||||||||
Total Long-Term Investments (Cost $4,613,469,590) | 5,172,149,455 | 90.3 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 10.0% | |||||||||||||||||||
Securities Lending Collateralcc: 0.1% | |||||||||||||||||||
243,787 | Barclays Capital Inc., Repurchase Agreement dated 06/30/15, 0.20%, due 07/01/15 (Repurchase Amount $243,788, collateralized by various U.S. Government Securities, 0.500%–3.375%, Market Value plus accrued interest $248,663, due 02/28/17–05/15/44) | $ | 243,787 | 0.0 | |||||||||||||||
1,158,095 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/15, 0.15%, due 07/01/15 (Repurchase Amount $1,158,100, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%–8.500%, Market Value plus accrued interest $1,181,257, due 07/15/15–05/20/65) | 1,158,095 | 0.0 | ||||||||||||||||
1,158,095 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/15, 0.18%, due 07/01/15 (Repurchase Amount $1,158,101, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%–9.250%, Market Value plus accrued interest $1,181,251, due 11/15/15–03/01/48) | 1,158,095 | 0.0 | ||||||||||||||||
1,158,095 | HSBC Securities USA, Repurchase Agreement dated 06/30/15, 0.10%, due 07/01/15 (Repurchase Amount $1,158,098, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%–9.375%, Market Value plus accrued interest $1,181,261, due 07/15/15–01/15/37) | 1,158,095 | 0.1 | ||||||||||||||||
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||||||
Securities Lending Collateralcc: (continued) | |||||||||||||||||||
1,158,095 | Nomura Securities, Repurchase Agreement dated 06/30/15, 0.14%, due 07/01/15 (Repurchase Amount $1,158,099, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%–9.500%, Market Value plus accrued interest $1,181,257, due 07/31/15–05/20/65) | $ | 1,158,095 | 0.0 | |||||||||||||||
4,876,167 | 0.1 | ||||||||||||||||||
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
Mutual Funds: 9.9% | |||||||||||||||||||
569,637,944 | T. Rowe Price Reserve Investment Fund, 0.070%†† (Cost $569,637,944) | 569,637,944 | 9.9 | ||||||||||||||||
Total Short-Term Investments (Cost $574,514,111) | 574,514,111 | 10.0 | |||||||||||||||||
Total Investments in Securities (Cost $5,187,983,701) | $ | 5,746,663,566 | 100.3 | ||||||||||||||||
Liabilities in Excess of Other Assets | (18,633,036 | ) | (0.3 | ) | |||||||||||||||
Net Assets | $ | 5,728,030,530 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2015. |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
@ | Non-income producing security. |
cc | Represents securities purchased with cash collateral received for securities on loan. |
(a) | This grouping contains securities on loan. |
CAD | Canadian Dollar |
EUR | EU Euro |
GBP | British Pound |
Cost for federal income tax purposes is $5,188,807,673. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 611,773,145 | ||||
Gross Unrealized Depreciation | (53,917,252 | ) | ||||
Net Unrealized Appreciation | $ | 557,855,893 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2015 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock | ||||||||||||||||||
Consumer Discretionary | $ | 342,218,865 | $ | — | $ | — | $ | 342,218,865 | ||||||||||
Consumer Staples | 287,023,569 | 8,848,631 | — | 295,872,200 | ||||||||||||||
Energy | 104,728,778 | — | — | 104,728,778 | ||||||||||||||
Financials | 542,414,100 | — | — | 542,414,100 | ||||||||||||||
Health Care | 873,294,527 | — | — | 873,294,527 | ||||||||||||||
Industrials | 651,097,096 | — | — | 651,097,096 | ||||||||||||||
Information Technology | 461,275,289 | — | — | 461,275,289 | ||||||||||||||
Materials | 43,878,197 | — | — | 43,878,197 | ||||||||||||||
Telecommunication Services | 23,108,970 | — | — | 23,108,970 | ||||||||||||||
Utilities | 219,374,640 | — | — | 219,374,640 | ||||||||||||||
Total Common Stock | 3,548,414,031 | 8,848,631 | — | 3,557,262,662 | ||||||||||||||
Preferred Stock | 130,008,957 | 16,468,580 | — | 146,477,537 | ||||||||||||||
Corporate Bonds/Notes | — | 1,450,265,342 | — | 1,450,265,342 | ||||||||||||||
Short-Term Investments | 569,637,944 | 4,876,167 | — | 574,514,111 | ||||||||||||||
Asset-Backed Securities | — | 7,500,492 | — | 7,500,492 | ||||||||||||||
Foreign Government Bonds | — | 10,643,422 | — | 10,643,422 | ||||||||||||||
Total Investments, at fair value | $ | 4,248,060,932 | $ | 1,498,602,634 | $ | — | $ | 5,746,663,566 | ||||||||||
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Written Options | $ | (1,231,977 | ) | $ | (21,158,048 | ) | $ | — | $ | (22,390,025 | ) | |||||||
Total Liabilities | $ | (1,231,977 | ) | $ | (21,158,048 | ) | $ | — | $ | (22,390,025 | ) |
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 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Google Inc. — Class A | 590.00 | 01/15/16 | 219 | $ | 575,441 | $ | (346,020 | ) | ||||||||||||||
Google Inc. — Class C | 590.00 | 01/15/16 | 317 | 758,686 | (337,605 | ) | ||||||||||||||||
Visa Inc. | 280.00 | 01/15/16 | 1,344 | 442,859 | (376,320 | ) | ||||||||||||||||
Visa Inc. | 300.00 | 01/15/16 | 1,344 | 247,588 | (172,032 | ) | ||||||||||||||||
$ | 2,024,574 | $ | (1,231,977 | ) |
Number of Contracts | Counterparty | Description | Exercise Price | Expiration Date | Premiums Received | Fair Value | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Options on Securities | |||||||||||||||||||||||||||
3,951 | Citigroup, Inc. | Altria Group, Inc. | 55.000 | USD | 01/15/16 | $ | 494,601 | $ | (241,011 | ) | |||||||||||||||||
900 | Bank of America | American Tower Corp. | 105.000 | USD | 01/15/16 | 283,709 | (119,250 | ) | |||||||||||||||||||
1,071 | Bank of America | American Tower Corp. | 110.000 | USD | 01/15/16 | 213,050 | (69,615 | ) | |||||||||||||||||||
556 | Citigroup, Inc. | American Tower Corp. | 115.000 | USD | 01/15/16 | 149,215 | (16,680 | ) | |||||||||||||||||||
117 | Citigroup, Inc. | Boeing Co. | 140.000 | USD | 01/15/16 | 54,021 | (82,017 | ) |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Number of Contracts | Counterparty | Description | Exercise Price | Expiration Date | Premiums Received | Fair Value | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Options on Securities (continued) | |||||||||||||||||||||||||||
1,377 | Citigroup, Inc. | Comcast Corp. — Class A | 65.000 | USD | 01/15/16 | $ | 162,486 | $ | (202,419 | ) | |||||||||||||||||
961 | Citigroup, Inc. | Comcast Corp. — Class A | 70.000 | USD | 01/15/16 | 116,886 | (51,894 | ) | |||||||||||||||||||
702 | Bank of America | Crown Castle International Corp. | 90.000 | USD | 01/15/16 | 170,740 | (63,180 | ) | |||||||||||||||||||
1,401 | Citigroup, Inc. | CVS Health | 110.000 | USD | 01/15/16 | 338,944 | (427,305 | ) | |||||||||||||||||||
1,058 | Morgan Stanley | CVS Health | 90.000 | USD | 01/15/16 | 267,494 | (1,682,220 | ) | |||||||||||||||||||
1,058 | Morgan Stanley | CVS Health | 95.000 | USD | 01/15/16 | 161,853 | (1,253,730 | ) | |||||||||||||||||||
483 | Bank of America | Google Inc. — Class C | 700.000 | USD | 01/15/16 | 918,369 | (41,055 | ) | |||||||||||||||||||
1,502 | Bank of America | Liberty Global PLC — Class A | 60.000 | USD | 01/15/16 | 521,194 | (367,990 | ) | |||||||||||||||||||
2,645 | Morgan Stanley | Lowe’s Companies Inc. | 60.000 | USD | 01/15/16 | 520,589 | (2,301,150 | ) | |||||||||||||||||||
914 | Morgan Stanley | Lowe’s Companies Inc. | 75.000 | USD | 01/15/16 | 112,459 | (116,992 | ) | |||||||||||||||||||
1,489 | Citigroup, Inc. | Mondelez International, Inc. | 45.000 | USD | 01/15/16 | 126,997 | (142,944 | ) | |||||||||||||||||||
160 | Citigroup, Inc. | Pentair PLC | 70.000 | USD | 11/20/15 | 39,680 | (52,800 | ) | |||||||||||||||||||
1,562 | Morgan Stanley | PepsiCo Inc. | 100.000 | USD | 01/15/16 | 392,174 | (234,300 | ) | |||||||||||||||||||
909 | Morgan Stanley | PepsiCo Inc. | 105.000 | USD | 01/15/16 | 186,227 | (64,539 | ) | |||||||||||||||||||
1,492 | Morgan Stanley | PepsiCo Inc. | 110.000 | USD | 01/15/16 | 248,903 | (50,728 | ) | |||||||||||||||||||
5,806 | Citigroup, Inc. | Pfizer Inc. | 30.000 | USD | 01/15/16 | 1,069,370 | (2,177,250 | ) | |||||||||||||||||||
1,094 | Citigroup, Inc. | Thermo Fisher Scientific Inc. | 150.000 | USD | 01/15/16 | 372,483 | (164,100 | ) | |||||||||||||||||||
160 | Citigroup, Inc. | Time Warner Cable, Inc. | 180.000 | USD | 01/15/16 | 120,552 | (130,400 | ) | |||||||||||||||||||
431 | Bank of America | United Health Group Inc. | 120.000 | USD | 01/15/16 | 154,199 | (420,225 | ) | |||||||||||||||||||
1,106 | Bank of America | United Health Group Inc. | 90.000 | USD | 01/15/16 | 754,842 | (3,616,620 | ) | |||||||||||||||||||
1,105 | Bank of America | United Health Group Inc. | 95.000 | USD | 01/15/16 | 540,085 | (3,138,200 | ) | |||||||||||||||||||
831 | Citigroup, Inc. | United Health Group Inc. | 100.000 | USD | 01/15/16 | 384,708 | (2,004,788 | ) | |||||||||||||||||||
830 | Citigroup, Inc. | United Health Group Inc. | 105.000 | USD | 01/15/16 | 263,029 | (1,657,510 | ) | |||||||||||||||||||
2,087 | Citigroup, Inc. | Visa, Inc. | 75.000 | USD | 01/15/16 | 402,666 | (267,136 | ) | |||||||||||||||||||
Total Written OTC Options | $ | 9,541,525 | $ | (21,158,048 | ) |
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 | $ | 22,390,025 | |||||||
Total Liability Derivatives | $ | 22,390,025 |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Foreign currency related transactions* | Futures | Written options | Total | |||||||||||||||
Equity contracts | $ | — | $ | 18,160,920 | $ | 13,690,906 | $ | 31,851,826 | |||||||||||
Foreign exchange contracts | 1,612,348 | — | — | 1,612,348 | |||||||||||||||
Total | $ | 1,612,348 | $ | 18,160,920 | $ | 13,690,906 | $ | 33,464,174 |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Foreign currency related transactions* | Futures | Written options | Total | |||||||||||||||||||
Equity contracts | $ | — | $ | (2,727,784 | ) | $ | 10,487,911 | $ | 7,760,127 | ||||||||||||||
Foreign exchange contracts | (73,643 | ) | — | — | (73,643 | ) | |||||||||||||||||
Total | $ | (73,643 | ) | $ | (2,727,784 | ) | $ | 10,487,911 | $ | 7,686,484 |
* | 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 CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Bank of America | Citigroup, Inc. | Morgan Stanley | Totals | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Liabilities: | ||||||||||||||||||
Written options | $ | 7,836,135 | $ | 7,618,254 | $ | 5,703,659 | $ | 21,158,048 | ||||||||||
Total Liabilities | $ | 7,836,135 | $ | 7,618,254 | $ | 5,703,659 | $ | 21,158,048 | ||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | (7,836,135 | ) | $ | (7,618,254 | ) | $ | (5,703,659 | ) | (21,158,048 | ) | |||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | — | $ | — | $ | — | ||||||||||
Net Exposure(1) | $ | (7,836,135 | ) | $ | (7,618,254 | ) | $ | (5,703,659 | ) | $ | (21,158,048 | ) |
(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, 2015 (UNAUDITED) |
as of June 30, 2015
(as a percentage of net assets)
Financials | 21.4 | % | |||||
Industrials | 13.8 | % | |||||
Consumer Discretionary | 13.0 | % | |||||
Energy | 11.4 | % | |||||
Information Technology | 9.8 | % | |||||
Health Care | 6.6 | % | |||||
Utilities | 6.4 | % | |||||
Materials | 5.3 | % | |||||
Consumer Staples | 4.7 | % | |||||
Telecommunication Services | 3.9 | % | |||||
Assets in Excess of Other Liabilities* | 3.7 | % | |||||
Net Assets | 100.0 | % | |||||
*Includes short-term investments. |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 96.3% | |||||||||||||||||||
Consumer Discretionary: 13.0% | |||||||||||||||||||
237,600 | @ | Carnival Corp. | $ | 11,735,064 | 0.9 | ||||||||||||||
201,800 | Kohl’s Corp. | 12,634,698 | 1.0 | ||||||||||||||||
164,300 | Macy’s, Inc. | 11,085,321 | 0.9 | ||||||||||||||||
522,400 | Mattel, Inc. | 13,420,456 | 1.0 | ||||||||||||||||
214,566 | Time Warner, Inc. | 18,755,214 | 1.5 | ||||||||||||||||
3,184,409 | Other Securities | 98,860,215 | 7.7 | ||||||||||||||||
166,490,968 | 13.0 | ||||||||||||||||||
Consumer Staples: 4.7% | |||||||||||||||||||
298,300 | Archer-Daniels-Midland Co. | 14,384,026 | 1.1 | ||||||||||||||||
119,800 | PepsiCo, Inc. | 11,182,132 | 0.9 | ||||||||||||||||
959,000 | Other Securities | 33,848,086 | 2.7 | ||||||||||||||||
59,414,244 | 4.7 | ||||||||||||||||||
Energy: 11.4% | |||||||||||||||||||
331,100 | Apache Corp. | 19,081,293 | 1.5 | ||||||||||||||||
235,990 | Chevron Corp. | 22,765,955 | 1.8 | ||||||||||||||||
259,424 | ExxonMobil Corp. | 21,584,077 | 1.7 | ||||||||||||||||
248,300 | Hess Corp. | 16,606,304 | 1.3 | ||||||||||||||||
274,300 | @ | Royal Dutch Shell PLC — Class A ADR | 15,637,843 | 1.2 | |||||||||||||||
1,180,724 | Other Securities(a) | 50,123,592 | 3.9 | ||||||||||||||||
145,799,064 | 11.4 | ||||||||||||||||||
Financials: 21.4% | |||||||||||||||||||
159,900 | American Express Co. | 12,427,428 | 1.0 | ||||||||||||||||
1,406,319 | Bank of America Corp. | 23,935,549 | 1.9 | ||||||||||||||||
598,144 | JPMorgan Chase & Co. | 40,530,237 | 3.2 | ||||||||||||||||
285,400 | Loews Corp. | 10,990,754 | 0.8 | ||||||||||||||||
COMMON STOCK: (continued) | |||||||||||||||||||
Financials: (continued) | |||||||||||||||||||
349,100 | Marsh & McLennan Cos., Inc. | $ | 19,793,970 | 1.5 | |||||||||||||||
225,700 | Metlife, Inc. | 12,636,943 | 1.0 | ||||||||||||||||
212,300 | Northern Trust Corp. | 16,232,458 | 1.3 | ||||||||||||||||
235,900 | PNC Financial Services Group, Inc. | 22,563,835 | 1.8 | ||||||||||||||||
359,300 | SunTrust Bank | 15,457,086 | 1.2 | ||||||||||||||||
568,200 | US Bancorp | 24,659,880 | 1.9 | ||||||||||||||||
549,200 | Wells Fargo & Co. | 30,887,008 | 2.4 | ||||||||||||||||
1,440,651 | Other Securities(a) | 43,235,651 | 3.4 | ||||||||||||||||
273,350,799 | 21.4 | ||||||||||||||||||
Health Care: 6.6% | |||||||||||||||||||
275,400 | Bristol-Myers Squibb Co. | 18,325,116 | 1.4 | ||||||||||||||||
218,400 | Johnson & Johnson | 21,285,264 | 1.7 | ||||||||||||||||
312,500 | Merck & Co., Inc. | 17,790,625 | 1.4 | ||||||||||||||||
600,976 | Pfizer, Inc. | 20,150,725 | 1.6 | ||||||||||||||||
304,761 | Other Securities | 6,336,535 | 0.5 | ||||||||||||||||
83,888,265 | 6.6 | ||||||||||||||||||
Industrials: 13.8% | |||||||||||||||||||
118,300 | Boeing Co. | 16,410,576 | 1.3 | ||||||||||||||||
117,400 | Deere & Co. | 11,393,670 | 0.9 | ||||||||||||||||
243,000 | Emerson Electric Co. | 13,469,490 | 1.1 | ||||||||||||||||
1,488,400 | General Electric Co. | 39,546,788 | 3.1 | ||||||||||||||||
127,700 | Honeywell International, Inc. | 13,021,569 | 1.0 | ||||||||||||||||
180,100 | Illinois Tool Works, Inc. | 16,531,379 | 1.3 | ||||||||||||||||
149,600 | United Parcel Service, Inc. — Class B | 14,497,736 | 1.1 | ||||||||||||||||
1,227,611 | Other Securities | 51,437,904 | 4.0 | ||||||||||||||||
176,309,112 | 13.8 | ||||||||||||||||||
Information Technology: 9.8% | |||||||||||||||||||
171,900 | Analog Devices, Inc. | 11,033,401 | 0.9 | ||||||||||||||||
592,500 | Applied Materials, Inc. | 11,387,850 | 0.9 | ||||||||||||||||
494,100 | Cisco Systems, Inc. | 13,567,986 | 1.1 | ||||||||||||||||
568,400 | Corning, Inc. | 11,214,532 | 0.9 | ||||||||||||||||
186,300 | Harris Corp. | 14,328,333 | 1.1 | ||||||||||||||||
71,100 | International Business Machines Corp. | 11,565,126 | 0.9 | ||||||||||||||||
292,300 | Microsoft Corp. | 12,905,045 | 1.0 | ||||||||||||||||
213,100 | Qualcomm, Inc. | 13,346,453 | 1.0 | ||||||||||||||||
219,100 | Texas Instruments, Inc. | 11,285,841 | 0.9 | ||||||||||||||||
485,600 | Other Securities | 14,325,330 | 1.1 | ||||||||||||||||
124,959,897 | 9.8 | ||||||||||||||||||
Materials: 5.3% | |||||||||||||||||||
334,693 | International Paper Co. | 15,928,040 | 1.3 | ||||||||||||||||
156,500 | Vulcan Materials Co. | 13,135,045 | 1.0 | ||||||||||||||||
983,800 | Other Securities | 38,254,052 | 3.0 | ||||||||||||||||
67,317,137 | 5.3 |
VY® T. ROWE PRICE EQUITY INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||||||
Telecommunication Services: 3.9% | |||||||||||||||||||
578,803 | AT&T, Inc. | $ | 20,559,083 | 1.6 | |||||||||||||||
286,358 | Verizon Communications, Inc. | 13,347,146 | 1.1 | ||||||||||||||||
1,487,049 | Other Securities | 15,293,070 | 1.2 | ||||||||||||||||
49,199,299 | 3.9 | ||||||||||||||||||
Utilities: 6.4% | |||||||||||||||||||
222,772 | Duke Energy Corp. | 15,732,159 | 1.2 | ||||||||||||||||
188,900 | Entergy Corp. | 13,317,450 | 1.1 | ||||||||||||||||
419,100 | NiSource, Inc. | 19,106,769 | 1.5 | ||||||||||||||||
1,255,200 | Other Securities | 33,240,041 | 2.6 | ||||||||||||||||
81,396,419 | 6.4 | ||||||||||||||||||
Total Common Stock (Cost $900,035,072) | 1,228,125,204 | 96.3 | |||||||||||||||||
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
SHORT-TERM INVESTMENTS: 3.7% | |||||||||||||||||||
Securities Lending Collateralcc: 0.4% | |||||||||||||||||||
244,925 | Barclays Capital Inc., Repurchase Agreement dated 06/30/15, 0.20%, due 07/01/15 (Repurchase Amount $244,926, collateralized by various U.S. Government Securities, 0.500%–3.375%, Market Value plus accrued interest $249,824, due 02/28/17–05/15/44) | 244,925 | 0.0 | ||||||||||||||||
1,163,471 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/15, 0.15%, due 07/01/15 (Repurchase Amount $1,163,476, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%–8.500%, Market Value plus accrued interest $1,186,740, due 07/15/15–05/20/65) | 1,163,471 | 0.1 | ||||||||||||||||
1,163,471 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/15, 0.18%, due 07/01/15 (Repurchase Amount $1,163,477, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%–9.250%, Market Value plus accrued interest $1,186,735, due 11/15/15–03/01/48) | 1,163,471 | 0.1 | ||||||||||||||||
SHORT-TERM INVESTMENTS: (conntinued) | |||||||||||||||||||
Securities Lending Collateralcc: (continued) | |||||||||||||||||||
1,163,471 | HSBC Securities USA, Repurchase Agreement dated 06/30/15, 0.10%, due 07/01/15 (Repurchase Amount $1,163,474, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%–9.375%, Market Value plus accrued interest $1,186,745, due 07/15/15–01/15/37) | $ | 1,163,471 | 0.1 | |||||||||||||||
1,163,471 | Nomura Securities, Repurchase Agreement dated 06/30/15, 0.14%, due 07/01/15 (Repurchase Amount $1,163,475, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%–9.500%, Market Value plus accrued interest $1,186,741, due 07/31/15–05/20/65) | 1,163,471 | 0.1 | ||||||||||||||||
4,898,809 | 0.4 | ||||||||||||||||||
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
Mutual Funds: 3.3% | |||||||||||||||||||
42,458,793 | T. Rowe Price Reserve Investment Fund, 0.070%†† (Cost $42,458,793) | 42,458,793 | 3.3 | ||||||||||||||||
Total Short-Term Investments (Cost $47,357,602) | 47,357,602 | 3.7 | |||||||||||||||||
Total Investments in Securities (Cost $947,392,674) | $ | 1,275,482,806 | 100.0 | ||||||||||||||||
Liabilities in Excess of Other Assets | (25,871 | ) | — | ||||||||||||||||
Net Assets | $ | 1,275,456,935 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2015. |
@ | 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 $961,991,604. |
VY® T. ROWE PRICE EQUITY INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 384,893,612 | ||||
Gross Unrealized Depreciation | (71,402,410 | ) | ||||
Net Unrealized Appreciation | $ | 313,491,202 |
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, 2015 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock | ||||||||||||||||||
Consumer Discretionary | $ | 166,490,968 | $ | — | $ | — | $ | 166,490,968 | ||||||||||
Consumer Staples | 59,414,244 | — | — | 59,414,244 | ||||||||||||||
Energy | 145,799,064 | — | — | 145,799,064 | ||||||||||||||
Financials | 273,350,799 | — | — | 273,350,799 | ||||||||||||||
Health Care | 77,551,730 | 6,336,535 | — | 83,888,265 | ||||||||||||||
Industrials | 176,309,112 | — | — | 176,309,112 | ||||||||||||||
Information Technology | 124,959,897 | — | — | 124,959,897 | ||||||||||||||
Materials | 67,317,137 | — | — | 67,317,137 | ||||||||||||||
Telecommunication Services | 40,002,873 | 9,196,426 | — | 49,199,299 | ||||||||||||||
Utilities | 81,396,419 | — | — | 81,396,419 | ||||||||||||||
Total Common Stock | 1,212,592,243 | 15,532,961 | — | 1,228,125,204 | ||||||||||||||
Short-Term Investments | 42,458,793 | 4,898,809 | — | 47,357,602 | ||||||||||||||
Total Investments, at fair value | $ | 1,255,051,036 | $ | 20,431,770 | $ | — | $ | 1,275,482,806 |
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, 2015 (UNAUDITED) |
as of June 30, 2015
(as a percentage of net assets)
Japan | 14.2 | % | |||||
United Kingdom | 13.9 | % | |||||
Switzerland | 10.0 | % | |||||
China | 6.3 | % | |||||
United States | 5.4 | % | |||||
India | 5.0 | % | |||||
France | 4.9 | % | |||||
Hong Kong | 4.2 | % | |||||
Sweden | 4.1 | % | |||||
Netherlands | 3.8 | % | |||||
Countries between 0.4%–3.5%ˆ | 26.2 | % | |||||
Assets in Excess of Other Liabilities* | 2.0 | % | |||||
Net Assets | 100.0 | % | |||||
*Includes short-term investments. | |||||||
ˆIncludes 19 countries, which each represents 0.4%–3.5% of net assets. |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 97.1% | |||||||||||||||||||
Australia: 2.4% | |||||||||||||||||||
531,018 | Other Securities | $ | 6,696,497 | 2.4 | |||||||||||||||
Brazil: 1.8% | |||||||||||||||||||
469,000 | Other Securities | 5,010,623 | 1.8 | ||||||||||||||||
Canada: 3.2% | |||||||||||||||||||
99,700 | @ | Canadian Natural Resources Ltd. | 2,706,827 | 1.0 | |||||||||||||||
72,900 | @ | Toronto Dominion Bank | 3,095,770 | 1.1 | |||||||||||||||
12,500 | @ | Valeant Pharmaceuticals International, Inc. — CAD | 2,772,918 | 1.0 | |||||||||||||||
516 | @ | Valeant Pharmaceuticals International, Inc. — USD | 114,629 | 0.1 | |||||||||||||||
8,690,144 | 3.2 | ||||||||||||||||||
China: 6.3% | |||||||||||||||||||
14,400 | @ | Baidu.com ADR | 2,866,752 | 1.0 | |||||||||||||||
834,000 | China Overseas Land & Investment Ltd. | 2,935,779 | 1.1 | ||||||||||||||||
178,900 | Tencent Holdings Ltd. | 3,577,380 | 1.3 | ||||||||||||||||
1,614,021 | Other Securities | 7,872,850 | 2.9 | ||||||||||||||||
17,252,761 | 6.3 | ||||||||||||||||||
Denmark: 1.2% | |||||||||||||||||||
154,938 | GN Store Nord | 3,197,337 | 1.2 | ||||||||||||||||
France: 4.9% | |||||||||||||||||||
57,356 | BNP Paribas | 3,480,526 | 1.2 | ||||||||||||||||
47,778 | Schneider Electric SE | 3,308,108 | 1.2 | ||||||||||||||||
COMMON STOCK: (continued) | |||||||||||||||||||
France: (continued) | |||||||||||||||||||
132,426 | Other Securities | $ | 6,796,535 | 2.5 | |||||||||||||||
13,585,169 | 4.9 | ||||||||||||||||||
Germany: 3.2% | |||||||||||||||||||
51,755 | Fresenius AG | 3,323,011 | 1.2 | ||||||||||||||||
85,741 | Other Securities(a) | 5,475,552 | 2.0 | ||||||||||||||||
8,798,563 | 3.2 | ||||||||||||||||||
Hong Kong: 4.2% | |||||||||||||||||||
749,200 | AIA Group Ltd. | 4,898,762 | 1.8 | ||||||||||||||||
189,740 | CK Hutchison Holdings Ltd. | 2,789,554 | 1.0 | ||||||||||||||||
44,300 | Jardine Matheson Holdings Ltd. | 2,511,471 | 0.9 | ||||||||||||||||
160,740 | Other Securities | 1,333,357 | 0.5 | ||||||||||||||||
11,533,144 | 4.2 | ||||||||||||||||||
India: 5.0% | |||||||||||||||||||
10,859 | Axis Bank Ltd. | 95,193 | 0.0 | ||||||||||||||||
56,072 | @ | Axis Bank Ltd. GDR | 2,447,543 | 0.9 | |||||||||||||||
168,229 | Housing Development Finance Corp. | 3,421,939 | 1.3 | ||||||||||||||||
72,508 | Tata Consultancy Services Ltd. | 2,904,590 | 1.1 | ||||||||||||||||
1,639,261 | Other Securities | 4,761,334 | 1.7 | ||||||||||||||||
13,630,599 | 5.0 | ||||||||||||||||||
Indonesia: 1.2% | |||||||||||||||||||
7,091,500 | Other Securities | 3,415,905 | 1.2 | ||||||||||||||||
Ireland: 0.6% | |||||||||||||||||||
121,422 | Other Securities | 1,616,154 | 0.6 | ||||||||||||||||
Italy: 0.6% | |||||||||||||||||||
91,494 | Other Securities | 1,695,384 | 0.6 | ||||||||||||||||
Japan: 14.2% | |||||||||||||||||||
175,400 | Astellas Pharma, Inc. | 2,498,721 | 0.9 | ||||||||||||||||
56,600 | Denso Corp. | 2,816,026 | 1.0 | ||||||||||||||||
101,000 | Japan Tobacco, Inc. | 3,590,477 | 1.3 | ||||||||||||||||
104,800 | Nippon Telegraph & Telephone Corp. | 3,795,411 | 1.4 | ||||||||||||||||
81,200 | Olympus Corp. | 2,803,431 | 1.0 | ||||||||||||||||
53,500 | Softbank Corp. | 3,151,310 | 1.2 | ||||||||||||||||
268,800 | Sumitomo Corp. | 3,128,676 | 1.1 | ||||||||||||||||
78,500 | Tokio Marine Holdings, Inc. | 3,264,744 | 1.2 | ||||||||||||||||
934,000 | Other Securities | 13,980,078 | 5.1 | ||||||||||||||||
39,028,874 | 14.2 | ||||||||||||||||||
Luxembourg: 1.1% | |||||||||||||||||||
21,302 | @ | Altice SA | 2,934,137 | 1.1 | |||||||||||||||
Malaysia: 0.5% | |||||||||||||||||||
1,726,900 | Other Securities | 1,409,264 | 0.5 | ||||||||||||||||
Mexico: 0.6% | |||||||||||||||||||
188,200 | Other Securities | 1,722,030 | 0.6 | ||||||||||||||||
Netherlands: 3.8% | |||||||||||||||||||
27,369 | ASML Holding NV | 2,846,859 | 1.1 |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||||||
Netherlands: (continued) | |||||||||||||||||||
45,903 | Airbus Group SE | $ | 2,990,006 | 1.1 | |||||||||||||||
23,400 | @ | NXP Semiconductor NV — NXPI — US | 2,297,880 | 0.8 | |||||||||||||||
79,274 | Other Securities | 2,256,958 | 0.8 | ||||||||||||||||
10,391,703 | 3.8 | ||||||||||||||||||
Russia: 0.7% | |||||||||||||||||||
153,957 | Other Securities | 1,832,748 | 0.7 | ||||||||||||||||
South Africa: 0.7% | |||||||||||||||||||
63,638 | Other Securities | 1,881,932 | 0.7 | ||||||||||||||||
South Korea: 1.6% | |||||||||||||||||||
3,717 | LG Household & Health Care Ltd. | 2,576,603 | 0.9 | ||||||||||||||||
3,117 | Other Securities | 1,769,324 | 0.7 | ||||||||||||||||
4,345,927 | 1.6 | ||||||||||||||||||
Spain: 2.7% | |||||||||||||||||||
319,490 | Banco Bilbao Vizcaya Argentaria S.A. | 3,148,247 | 1.2 | ||||||||||||||||
118,899 | Other Securities | 4,171,874 | 1.5 | ||||||||||||||||
7,320,121 | 2.7 | ||||||||||||||||||
Sweden: 4.1% | |||||||||||||||||||
137,844 | Assa Abloy AB | 2,595,025 | 0.9 | ||||||||||||||||
82,419 | Hexagon AB | 2,985,260 | 1.1 | ||||||||||||||||
118,022 | Svenska Cellulosa AB SCA | 3,001,086 | 1.1 | ||||||||||||||||
181,460 | Svenska Handelsbanken AB | 2,648,999 | 1.0 | ||||||||||||||||
11,230,370 | 4.1 | ||||||||||||||||||
Switzerland: 10.0% | |||||||||||||||||||
37,712 | Cie Financiere Richemont SA | 3,065,151 | 1.1 | ||||||||||||||||
114,715 | Credit Suisse Group AG | 3,164,699 | 1.1 | ||||||||||||||||
44,398 | Holcim Ltd. | 3,275,931 | 1.2 | ||||||||||||||||
59,112 | Nestle S.A. | 4,264,968 | 1.6 | ||||||||||||||||
26,188 | Novartis AG | 2,575,864 | 0.9 | ||||||||||||||||
9,504 | Roche Holding AG | 2,664,841 | 1.0 | ||||||||||||||||
116,353 | Other Securities(a) | 8,529,467 | 3.1 | ||||||||||||||||
27,540,921 | 10.0 | ||||||||||||||||||
Taiwan: 1.3% | |||||||||||||||||||
756,000 | Taiwan Semiconductor Manufacturing Co., Ltd. | 3,438,756 | 1.3 | ||||||||||||||||
Thailand: 0.4% | |||||||||||||||||||
804,100 | Other Securities | 1,099,395 | 0.4 | ||||||||||||||||
Turkey: 0.6% | |||||||||||||||||||
523,995 | Other Securities | 1,634,279 | 0.6 | ||||||||||||||||
United Arab Emirates: 0.9% | |||||||||||||||||||
115,742 | DP World Ltd. | 2,476,879 | 0.9 | ||||||||||||||||
United Kingdom: 13.9% | |||||||||||||||||||
143,352 | ARM Holdings PLC | 2,345,781 | 0.8 | ||||||||||||||||
422,426 | Aviva PLC | 3,271,831 | 1.2 | ||||||||||||||||
910,035 | Barclays PLC | 3,729,891 | 1.4 | ||||||||||||||||
COMMON STOCK: (continued) | |||||||||||||||||||
United Kingdom: (continued) | |||||||||||||||||||
154,530 | Sky PLC | $ | 2,516,913 | 0.9 | |||||||||||||||
262,224 | Capita Group PLC | 5,095,144 | 1.9 | ||||||||||||||||
141,804 | WPP PLC | 3,182,939 | 1.2 | ||||||||||||||||
20,019,115 | Other Securities | 17,934,680 | 6.5 | ||||||||||||||||
38,077,179 | 13.9 | ||||||||||||||||||
United States: 5.4% | |||||||||||||||||||
34,700 | @ | Liberty Global PLC — Class A | 1,876,229 | 0.7 | |||||||||||||||
58,700 | @ | Liberty Global PLC — Class C | 2,971,981 | 1.1 | |||||||||||||||
3,800 | @ | Priceline.com, Inc. | 4,375,206 | 1.6 | |||||||||||||||
488,349 | Other Securities | 5,517,010 | 2.0 | ||||||||||||||||
14,740,426 | 5.4 | ||||||||||||||||||
Total Common Stock (Cost $237,977,587) | 266,227,221 | 97.1 | |||||||||||||||||
PREFERRED STOCK: 0.9% | |||||||||||||||||||
Brazil: 0.6% | |||||||||||||||||||
141,815 | Other Securities | 1,562,241 | 0.6 | ||||||||||||||||
Germany: 0.3% | |||||||||||||||||||
4,023 | Other Securities | 933,655 | 0.3 | ||||||||||||||||
United States: 0.0% | |||||||||||||||||||
21,060 | Other Securities | 7,459 | 0.0 | ||||||||||||||||
Total Preferred Stock (Cost $3,353,739) | 2,503,355 | 0.9 | |||||||||||||||||
Total Long-Term Investments (Cost $241,331,326) | 268,730,576 | 98.0 | |||||||||||||||||
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
SHORT-TERM INVESTMENTS: 3.5% | |||||||||||||||||||
Securities Lending Collateralcc: 1.1% | |||||||||||||||||||
26,421 | Barclays Capital Inc., Repurchase Agreement dated 06/30/15, 0.20%, due 07/01/15 (Repurchase Amount $26,421, collateralized by various U.S. Government Securities, 0.500%–3.375%, Market Value plus accrued interest $26,949, due 02/28/17–05/15/44) | 26,421 | 0.0 | ||||||||||||||||
1,000,000 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/15, 0.15%, due 07/01/15 (Repurchase Amount $1,000,004, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%–8.500%, Market Value plus accrued interest $1,020,000, due 07/15/15–05/20/65) | 1,000,000 | 0.3 |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||||||
Securities Lending Collateralcc: (continued) | |||||||||||||||||||
1,000,000 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/15, 0.18%, due 07/01/15 (Repurchase Amount $1,000,005, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%–9.250%, Market Value plus accrued interest $1,019,995, due 11/15/15–03/01/48) | 1,000,000 | 0.4 | ||||||||||||||||
1,000,000 | Nomura Securities, Repurchase Agreement dated 06/30/15, 0.14%, due 07/01/15 (Repurchase Amount $1,000,004, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%–9.500%, Market Value plus accrued interest $1,020,000, due 07/31/15–05/20/65) | 1,000,000 | 0.4 | ||||||||||||||||
3,026,421 | 1.1 | ||||||||||||||||||
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
Mutual Funds: 2.4% | |||||||||||||||||||
6,546,159 | T. Rowe Price Reserve Investment Fund, 0.070%†† | ||||||||||||||||||
(Cost $6,546,159) | 6,546,159 | 2.4 | |||||||||||||||||
Total Short-Term Investments (Cost $9,572,580) | 9,572,580 | 3.5 | |||||||||||||||||
Total Investments in Securities (Cost $250,903,906) | $ | 278,303,156 | 101.5 | ||||||||||||||||
Liabilities in Excess of Other Assets | (4,064,055 | ) | (1.5 | ) | |||||||||||||||
Net Assets | $ | 274,239,101 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2015. |
@ | Non-income producing security. |
ADR | American Depositary Receipt |
GDR | Global 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 $252,656,575. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 38,602,987 | ||||
Gross Unrealized Depreciation | (12,956,406 | ) | ||||
Net Unrealized Appreciation | $ | 25,646,581 |
Sector Diversification | Percentage of Net Assets | |||||
---|---|---|---|---|---|---|
Financials | 21.8 | % | ||||
Consumer Discretionary | 16.5 | |||||
Industrials | 13.6 | |||||
Health Care | 12.0 | |||||
Information Technology | 11.2 | |||||
Consumer Staples | 9.4 | |||||
Telecommunication Services | 4.6 | |||||
Materials | 4.5 | |||||
Energy | 3.2 | |||||
Utilities | 1.2 | |||||
Short-Term Investments | 3.5 | |||||
Liabilities in Excess of Other Assets | (1.5 | ) | ||||
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, 2015 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock | ||||||||||||||||||
Australia | $ | 72,856 | $ | 6,623,641 | $ | — | $ | 6,696,497 | ||||||||||
Brazil | 5,010,623 | — | — | 5,010,623 | ||||||||||||||
Canada | 8,690,144 | — | — | 8,690,144 | ||||||||||||||
China | 8,880,714 | 8,372,047 | — | 17,252,761 | ||||||||||||||
Denmark | — | 3,197,337 | — | 3,197,337 | ||||||||||||||
France | 2,163,678 | 11,421,491 | — | 13,585,169 |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2015 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table (continued) | ||||||||||||||||||
Investments, at fair value (continued) | ||||||||||||||||||
Common Stock (continued) | ||||||||||||||||||
Germany | $ | — | $ | 8,798,563 | $ | — | $ | 8,798,563 | ||||||||||
Hong Kong | 1,333,357 | 10,199,787 | — | 11,533,144 | ||||||||||||||
India | 5,352,133 | 8,278,466 | — | 13,630,599 | ||||||||||||||
Indonesia | 1,583,079 | 1,832,826 | — | 3,415,905 | ||||||||||||||
Ireland | — | 1,616,154 | — | 1,616,154 | ||||||||||||||
Italy | — | 1,695,384 | — | 1,695,384 | ||||||||||||||
Japan | — | 39,028,874 | — | 39,028,874 | ||||||||||||||
Luxembourg | 2,934,137 | — | — | 2,934,137 | ||||||||||||||
Malaysia | — | 1,409,264 | — | 1,409,264 | ||||||||||||||
Mexico | 1,722,030 | — | — | 1,722,030 | ||||||||||||||
Netherlands | 2,297,880 | 8,093,823 | — | 10,391,703 | ||||||||||||||
Russia | 710,366 | 1,122,382 | — | 1,832,748 | ||||||||||||||
South Africa | — | 1,881,932 | — | 1,881,932 | ||||||||||||||
South Korea | — | 4,345,927 | — | 4,345,927 | ||||||||||||||
Spain | 1,988,274 | 5,331,847 | — | 7,320,121 | ||||||||||||||
Sweden | — | 11,230,370 | — | 11,230,370 | ||||||||||||||
Switzerland | — | 27,540,921 | — | 27,540,921 | ||||||||||||||
Taiwan | — | 3,438,756 | — | 3,438,756 | ||||||||||||||
Thailand | — | 1,099,395 | — | 1,099,395 | ||||||||||||||
Turkey | 18 | 1,634,261 | — | 1,634,279 | ||||||||||||||
United Arab Emirates | 2,476,879 | — | — | 2,476,879 | ||||||||||||||
United Kingdom | — | 38,077,179 | — | 38,077,179 | ||||||||||||||
United States | 11,040,237 | 3,700,189 | — | 14,740,426 | ||||||||||||||
Total Common Stock | 56,256,405 | 209,970,816 | — | 266,227,221 | ||||||||||||||
Preferred Stock | 1,562,241 | 933,655 | 7,459 | 2,503,355 | ||||||||||||||
Short-Term Investments | 6,546,159 | 3,026,421 | — | 9,572,580 | ||||||||||||||
Total Investments, at fair value | $ | 64,364,805 | $ | 213,930,892 | $ | 7,459 | $ | 278,303,156 |
(1) | For the period ended June 30, 2015, 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, 2015, securities valued at $2,314,251 and $3,832,970 were transferred from Level 1 to Level 2 and 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. |
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 | $ | (24,770 | ) | |||
Total | $ | (24,770 | ) |
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 | $ | 85 | ||||
Total | $ | 85 |
* | Amounts recognized for forward foreign currency contracts are included in net realized gain (loss) on foreign currency related transactions and net change in unrealized appreciation or depreciation on foreign currency related transactions. |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Directed Services LLC
1475 Dunwoody Drive
West Chester, Pennsylvania 19380
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
The Bank of New York Mellon
One Wall Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
RETIREMENT | INVESTMENTS | INSURANCE voyainvestments.com | VPSAR-VIT1AISS2 (0615-082515) |
n Voya High Yield Portfolio
n Voya Large Cap Growth Portfolio
n Voya Large Cap Value Portfolio
n Voya Limited Maturity Bond Portfolio
n Voya Multi-Manager Large Cap Core Portfolio
n Voya U.S. Stock Index Portfolio
n VY® Clarion Real Estate Portfolio
n VY® Franklin Income Portfolio
n VY® Franklin Mutual Shares Portfolio
n VY® JPMorgan Small Cap Core Equity Portfolio
n VY® Templeton Global Growth Portfolio
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 | 21 | |||||
Notes to Financial Statements | 28 | |||||
Summary Portfolios of Investments | 49 | |||||
Advisory Contract Approval Discussion | 97 |
President and Chief Executive Officer
August 5, 2015
The views expressed in the President’s Letter reflect those of the President as of the date of the letter. Any such views are subject to change at any time based upon market or other conditions and the Voya mutual funds disclaim any responsibility to update such views. These views may not be relied on as investment advice and because investment decisions for a Voya mutual fund are based on numerous factors, may not be relied on as an indication of investment intent on behalf of any Voya mutual fund. Reference to specific company securities should not be construed as recommendations or investment advice.
Index | Description | |||||
---|---|---|---|---|---|---|
Barclays High Yield Bond — 2% Issuer Constrained Composite Index | An unmanaged index that includes all fixed-income securities having a maximum quality rating of Ba1, a minimum amount outstanding of $150 million, and at least one year to maturity. | |||||
Barclays Long-Term U.S. Treasury Index | The Index includes all publicly issued, U.S. Treasury securities that have a remaining maturity of 10 or more years, are rated investment grade, and have $250 million or more of outstanding face value. | |||||
Barclays U.S. Aggregate Bond Index | An unmanaged index of publicly issued investment grade U.S. Government, mortgage-backed, asset-backed and corporate debt securities. | |||||
Barclays U.S. Corporate Investment Grade Bond Index | An unmanaged index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | |||||
Barclays U.S. Mortgage Backed Securities Index | The Index tracks agency mortgage backed pass-through securities (both fixed-rate and hybrid ARM) guaranteed by Ginnie Mae (GNMA), Fannie Mae (FNMA), and Freddie Mac (FHLMC). | |||||
Barclays U.S. Treasury Bond Index | A market capitalization-weighted index that measures the performance of public obligations of the U.S. Treasury that have a remaining maturity of one year or more. | |||||
MSCI Europe ex UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. | |||||
MSCI Japan® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. | |||||
MSCI UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. | |||||
MSCI World IndexSM | An unmanaged index that measures the performance of over 1,400 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | |||||
S&P 500® Index | An unmanaged index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. |
Actual Portfolio Return | Hypothetical (5% return before expenses) | ||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value January 1, 2015 | Ending Account Value June 30, 2015 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2015* | Beginning Account Value January 1, 2015 | Ending Account Value June 30, 2015 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2015* | ||||||||||||||||||||||||||||
Voya High Yield Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,030.40 | 1.08 | % | $ | 5.44 | $ | 1,000.00 | $ | 1,019.44 | 1.08 | % | $ | 5.41 | |||||||||||||||||||
Class I | 1,000.00 | 1,032.50 | 0.48 | 2.42 | 1,000.00 | 1,022.41 | 0.48 | 2.41 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,031.20 | 0.73 | 3.68 | 1,000.00 | 1,021.17 | 0.73 | 3.66 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,031.50 | 0.88 | 4.43 | 1,000.00 | 1,020.43 | 0.88 | 4.41 | |||||||||||||||||||||||||||
Voya Large Cap Growth Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,036.20 | 1.22 | % | $ | 6.16 | $ | 1,000.00 | $ | 1,018.74 | 1.22 | % | $ | 6.11 | |||||||||||||||||||
Class I | 1,000.00 | 1,039.40 | 0.62 | 3.14 | 1,000.00 | 1,021.72 | 0.62 | 3.11 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,038.00 | 0.87 | 4.40 | 1,000.00 | 1,020.48 | 0.87 | 4.36 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,037.20 | 1.02 | 5.15 | 1,000.00 | 1,019.74 | 1.02 | 5.11 | |||||||||||||||||||||||||||
Voya Large Cap Value Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,000.00 | 1.24 | % | $ | 6.15 | $ | 1,000.00 | $ | 1,018.65 | 1.24 | % | $ | 6.21 | |||||||||||||||||||
Class I | 1,000.00 | 1,002.40 | 0.64 | 3.18 | 1,000.00 | 1,021.62 | 0.64 | 3.21 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,001.60 | 0.89 | 4.42 | 1,000.00 | 1,020.38 | 0.89 | 4.46 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,000.80 | 1.04 | 5.16 | 1,000.00 | 1,019.64 | 1.04 | 5.21 |
Actual Portfolio Return | Hypothetical (5% return before expenses) | ||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value January 1, 2015 | Ending Account Value June 30, 2015 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2015* | Beginning Account Value January 1, 2015 | Ending Account Value June 30, 2015 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2015* | ||||||||||||||||||||||||||||
Voya Limited Maturity Bond Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,004.10 | 0.88 | % | $ | 4.37 | $ | 1,000.00 | $ | 1,020.43 | 0.88 | % | $ | 4.41 | |||||||||||||||||||
Class I | 1,000.00 | 1,007.90 | 0.28 | 1.39 | 1,000.00 | 1,023.41 | 0.28 | 1.40 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,005.90 | 0.53 | 2.64 | 1,000.00 | 1,022.17 | 0.53 | 2.66 | |||||||||||||||||||||||||||
Voya Multi-Manager Large Cap Core Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,007.70 | 1.32 | % | $ | 6.57 | $ | 1,000.00 | $ | 1,018.25 | 1.32 | % | $ | 6.61 | |||||||||||||||||||
Class I | 1,000.00 | 1,010.90 | 0.72 | 3.59 | 1,000.00 | 1,021.22 | 0.72 | 3.61 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,010.20 | 0.97 | 4.83 | 1,000.00 | 1,019.98 | 0.97 | 4.86 | |||||||||||||||||||||||||||
Voya U.S. Stock Index Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,008.40 | 0.80 | % | $ | 3.98 | $ | 1,000.00 | $ | 1,020.83 | 0.80 | % | $ | 4.01 | |||||||||||||||||||
Class I | 1,000.00 | 1,010.90 | 0.27 | 1.35 | 1,000.00 | 1,023.46 | 0.27 | 1.35 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,010.30 | 0.51 | 2.54 | 1,000.00 | 1,022.27 | 0.51 | 2.56 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,009.00 | 0.67 | 3.34 | 1,000.00 | 1,021.47 | 0.67 | 3.36 | |||||||||||||||||||||||||||
VY® Clarion Real Estate Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 930.80 | 1.31 | % | $ | 6.27 | $ | 1,000.00 | $ | 1,018.30 | 1.31 | % | $ | 6.56 | |||||||||||||||||||
Class I | 1,000.00 | 933.50 | 0.71 | 3.40 | 1,000.00 | 1,021.27 | 0.71 | 3.56 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 932.40 | 0.96 | 4.60 | 1,000.00 | 1,020.03 | 0.96 | 4.81 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 931.70 | 1.11 | 5.32 | 1,000.00 | 1,019.29 | 1.11 | 5.56 | |||||||||||||||||||||||||||
VY® Franklin Income Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 986.40 | 1.36 | % | $ | 6.70 | $ | 1,000.00 | $ | 1,018.05 | 1.36 | % | $ | 6.80 | |||||||||||||||||||
Class I | 1,000.00 | 990.40 | 0.76 | 3.75 | 1,000.00 | 1,021.03 | 0.76 | 3.81 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 989.40 | 1.01 | 4.98 | 1,000.00 | 1,019.79 | 1.01 | 5.06 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 987.60 | 1.16 | 5.72 | 1,000.00 | 1,019.04 | 1.16 | 5.81 | |||||||||||||||||||||||||||
VY® Franklin Mutual Shares Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,019.40 | 1.30 | % | $ | 6.51 | $ | 1,000.00 | $ | 1,018.35 | 1.30 | % | $ | 6.51 | |||||||||||||||||||
Class I | 1,000.00 | 1,021.50 | 0.70 | 3.51 | 1,000.00 | 1,021.32 | 0.70 | 3.51 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,019.80 | 0.95 | 4.76 | 1,000.00 | 1,020.08 | 0.95 | 4.76 | |||||||||||||||||||||||||||
VY® JPMorgan Small Cap Core Equity Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,039.80 | 1.45 | % | $ | 7.33 | $ | 1,000.00 | $ | 1,017.60 | 1.45 | % | $ | 7.25 | |||||||||||||||||||
Class I | 1,000.00 | 1,042.50 | 0.85 | 4.30 | 1,000.00 | 1,020.58 | 0.85 | 4.26 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,041.50 | 1.10 | 5.57 | 1,000.00 | 1,019.34 | 1.10 | 5.51 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,040.40 | 1.25 | 6.32 | 1,000.00 | 1,018.60 | 1.25 | 6.26 | |||||||||||||||||||||||||||
VY® Templeton Global Growth Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,008.60 | 1.50 | % | $ | 7.47 | $ | 1,000.00 | $ | 1,017.36 | 1.50 | % | $ | 7.50 | |||||||||||||||||||
Class I | 1,000.00 | 1,011.70 | 0.90 | 4.49 | 1,000.00 | 1,020.33 | 0.90 | 4.51 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,010.30 | 1.15 | 5.73 | 1,000.00 | 1,019.09 | 1.15 | 5.76 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,009.80 | 1.30 | 6.48 | 1,000.00 | 1,018.35 | 1.30 | 6.51 |
* | 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 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+* | $ | 698,282,922 | $ | 6,478,027,114 | $ | 1,591,297,895 | $ | 281,666,365 | ||||||||||
Short-term investments at fair value** | 23,749,591 | 147,931,600 | 32,154,270 | 9,686,324 | ||||||||||||||
Total investments at fair value | $ | 722,032,513 | $ | 6,625,958,714 | $ | 1,623,452,165 | $ | 291,352,689 | ||||||||||
Cash | 15,652,766 | 18,057 | 33,613 | 6,184 | ||||||||||||||
Cash collateral for futures | — | — | — | 531,701 | ||||||||||||||
Receivables: | ||||||||||||||||||
Investment securities sold | 4,893,724 | 172,639,423 | 38,064,046 | 42,803,056 | ||||||||||||||
Fund shares sold | 1,885,989 | 495,712 | 850,318 | 1,224 | ||||||||||||||
Dividends | — | 2,072,734 | 3,303,563 | 744 | ||||||||||||||
Interest | 11,805,041 | — | — | 1,090,364 | ||||||||||||||
Foreign tax reclaims | — | 274,756 | 174,089 | — | ||||||||||||||
Prepaid expenses | — | 26,366 | 7,092 | — | ||||||||||||||
Reimbursement due from manager | — | 147,729 | 142,174 | — | ||||||||||||||
Other assets | 17,143 | 88,784 | 28,996 | 8,590 | ||||||||||||||
Total assets | 756,287,176 | 6,801,722,275 | 1,666,056,056 | 335,794,552 | ||||||||||||||
LIABILITIES: | ||||||||||||||||||
Payable for investment securities purchased | 4,860,443 | 255,917,289 | 1,781,419 | 46,067,135 | ||||||||||||||
Payable for fund shares redeemed | 656,163 | 4,878,971 | 773,722 | 240,722 | ||||||||||||||
Payable upon receipt of securities loaned | 23,749,591 | — | 16,412,270 | 1,098,324 | ||||||||||||||
Payable for unified fees | 296,146 | — | — | 66,039 | ||||||||||||||
Payable for investment management fees | — | 3,540,479 | 990,987 | — | ||||||||||||||
Payable for distribution and shareholder service fees | 170,122 | 1,688,458 | 233,216 | 37,579 | ||||||||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 17,143 | 88,784 | 28,996 | 8,590 | ||||||||||||||
Payable for trustee fees | — | 33,881 | 8,677 | — | ||||||||||||||
Other accrued expenses and liabilities | — | 500,417 | 212,677 | — | ||||||||||||||
Total liabilities | 29,749,608 | 266,648,279 | 20,441,964 | 47,518,389 | ||||||||||||||
NET ASSETS | $ | 726,537,568 | $ | 6,535,073,996 | $ | 1,645,614,092 | $ | 288,276,163 | ||||||||||
NET ASSETS WERE COMPRISED OF: | ||||||||||||||||||
Paid-in capital | $ | 749,671,810 | $ | 4,385,188,382 | $ | 1,417,854,657 | $ | 289,383,857 | ||||||||||
Undistributed net investment income | 9,653,425 | 28,276,269 | 19,550,470 | 4,365,107 | ||||||||||||||
Accumulated net realized gain (loss) | (23,544,085 | ) | 1,001,716,772 | 160,417,364 | (5,433,684 | ) | ||||||||||||
Net unrealized appreciation (depreciation) | (9,243,582 | ) | 1,119,892,573 | 47,791,601 | (39,117 | ) | ||||||||||||
NET ASSETS | $ | 726,537,568 | $ | 6,535,073,996 | $ | 1,645,614,092 | $ | 288,276,163 | ||||||||||
____________________ | ||||||||||||||||||
+ Including securities loaned at value | $ | 22,641,519 | $ | — | $ | 16,088,450 | $ | 1,069,416 | ||||||||||
* Cost of investments in securities | $ | 707,526,504 | $ | 5,358,129,164 | $ | 1,543,471,629 | $ | 281,803,663 | ||||||||||
** Cost of short-term investments | $ | 23,749,591 | $ | 147,931,600 | $ | 32,154,270 | $ | 9,686,324 |
Voya High Yield Portfolio | Voya Large Cap Growth Portfolio | Voya Large Cap Value Portfolio | Voya Limited Maturity Bond Portfolio | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Class ADV | ||||||||||||||||||
Net assets | $ | 104,339,652 | $ | 2,361,512,465 | $ | 64,161,902 | $ | 33,366,447 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 10,304,384 | 119,687,691 | 5,210,017 | 3,366,294 | ||||||||||||||
Net asset value and redemption price per share | $ | 10.13 | $ | 19.73 | $ | 12.32 | $ | 9.91 | ||||||||||
Class I | ||||||||||||||||||
Net assets | $ | 58,248,671 | $ | 1,861,636,381 | $ | 628,644,578 | $ | 151,674,480 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 5,749,380 | 89,326,313 | 50,161,266 | 14,857,914 | ||||||||||||||
Net asset value and redemption price per share | $ | 10.13 | $ | 20.84 | $ | 12.53 | $ | 10.21 | ||||||||||
Class S | ||||||||||||||||||
Net assets | $ | 558,033,174 | $ | 2,227,814,559 | $ | 951,968,600 | $ | 103,235,236 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 55,117,866 | 108,816,323 | 76,837,786 | 10,068,734 | ||||||||||||||
Net asset value and redemption price per share | $ | 10.12 | $ | 20.47 | $ | 12.39 | $ | 10.25 | ||||||||||
Class S2 | ||||||||||||||||||
Net assets | $ | 5,916,071 | $ | 84,110,591 | $ | 839,012 | n/a | |||||||||||
Shares authorized | unlimited | unlimited | unlimited | n/a | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | n/a | |||||||||||
Shares outstanding | 583,484 | 4,133,506 | 67,841 | n/a | ||||||||||||||
Net asset value and redemption price per share | $ | 10.14 | $ | 20.35 | $ | 12.37 | 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+* | $ | 376,258,005 | $ | 4,521,934,845 | $ | 663,651,485 | $ | 730,348,602 | ||||||||||
Short-term investments at fair value** | 7,292,230 | 77,086,824 | 1,625,849 | 98,784,575 | ||||||||||||||
Total investments at fair value | $ | 383,550,235 | $ | 4,599,021,669 | $ | 665,277,334 | $ | 829,133,177 | ||||||||||
Cash | — | 381,809 | — | 69,915,480 | ||||||||||||||
Cash collateral for futures | — | 3,745,084 | — | — | ||||||||||||||
Foreign currencies at value*** | — | — | — | 113,840 | ||||||||||||||
Receivables: | ||||||||||||||||||
Investment securities sold | — | 746,144 | 3,768,663 | 5,593,361 | ||||||||||||||
Fund shares sold | 153,068 | 1,528,322 | 3,390,309 | 408,649 | ||||||||||||||
Dividends | 431,193 | 5,195,647 | 2,698,810 | 1,100,832 | ||||||||||||||
Interest | — | — | — | 4,794,675 | ||||||||||||||
Foreign tax reclaims | — | — | — | 401,563 | ||||||||||||||
Prepaid expenses | — | — | 2,884 | 3,966 | ||||||||||||||
Reimbursement due from manager | — | — | 46,743 | — | ||||||||||||||
Other assets | 3,926 | 54,390 | 17,499 | 15,148 | ||||||||||||||
Total assets | 384,138,422 | 4,610,673,065 | 675,202,242 | 911,480,691 | ||||||||||||||
LIABILITIES: | ||||||||||||||||||
Payable for investment securities purchased | 881,287 | 3,844,980 | — | — | ||||||||||||||
Payable for fund shares redeemed | 81,857 | 1,364,443 | 120,048 | 3,020 | ||||||||||||||
Payable upon receipt of securities loaned | — | 6,233,824 | — | 48,784,575 | ||||||||||||||
Payable for unified fees | 232,893 | 995,185 | — | — | ||||||||||||||
Payable for investment management fees | — | — | 465,573 | 529,280 | ||||||||||||||
Payable for distribution and shareholder service fees | 15,449 | 131,258 | 143,704 | 144,449 | ||||||||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 3,926 | 54,390 | 17,499 | 15,148 | ||||||||||||||
Payable for trustee fees | — | — | 3,794 | 4,620 | ||||||||||||||
Other accrued expenses and liabilities | — | — | 85,000 | 111,340 | ||||||||||||||
Total liabilities | 1,215,412 | 12,624,080 | 835,618 | 49,592,432 | ||||||||||||||
NET ASSETS | $ | 382,923,010 | $ | 4,598,048,985 | $ | 674,366,624 | $ | 861,888,259 | ||||||||||
NET ASSETS WERE COMPRISED OF: | ||||||||||||||||||
Paid-in capital | $ | 302,451,580 | $ | 2,517,306,256 | $ | 696,652,570 | $ | 808,356,465 | ||||||||||
Undistributed net investment income | 2,437,983 | 53,406,642 | 14,262,206 | 60,445,496 | ||||||||||||||
Accumulated net realized gain (loss) | 30,494,375 | 463,913,086 | (97,770,464 | ) | (53,105,404 | ) | ||||||||||||
Net unrealized appreciation | 47,539,072 | 1,563,423,001 | 61,222,312 | 46,191,702 | ||||||||||||||
NET ASSETS | $ | 382,923,010 | $ | 4,598,048,985 | $ | 674,366,624 | $ | 861,888,259 | ||||||||||
____________________ | ||||||||||||||||||
+ Including securities loaned at value | $ | — | $ | 6,048,909 | $ | — | $ | 47,681,820 | ||||||||||
* Cost of investments in securities | $ | 328,718,933 | $ | 2,957,385,112 | $ | 602,429,173 | $ | 684,159,028 | ||||||||||
** Cost of short-term investments | $ | 7,292,230 | $ | 77,086,824 | $ | 1,625,849 | $ | 98,784,575 | ||||||||||
*** Cost of foreign currencies | $ | — | $ | — | $ | — | $ | 107,493 |
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 | $ | 1,388,541 | $ | 126,532,928 | $ | 86,671,852 | $ | 77,449,588 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 88,655 | 8,764,939 | 2,767,324 | 7,116,211 | ||||||||||||||
Net asset value and redemption price per share | $ | 15.66 | $ | 14.44 | $ | 31.32 | $ | 10.88 | ||||||||||
Class I | ||||||||||||||||||
Net assets | $ | 311,768,561 | $ | 4,218,101,001 | $ | 130,900,099 | $ | 288,975,765 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 19,729,791 | 284,282,469 | 3,987,307 | 25,530,673 | ||||||||||||||
Net asset value and redemption price per share | $ | 15.80 | $ | 14.84 | $ | 32.83 | $ | 11.32 | ||||||||||
Class S | ||||||||||||||||||
Net assets | $ | 69,765,908 | $ | 71,626,895 | $ | 431,627,466 | $ | 486,410,344 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 4,415,427 | 4,860,962 | 13,202,331 | 43,329,922 | ||||||||||||||
Net asset value and redemption price per share | $ | 15.80 | $ | 14.74 | $ | 32.69 | $ | 11.23 | ||||||||||
Class S2 | ||||||||||||||||||
Net assets | n/a | $ | 181,788,161 | $ | 25,167,207 | $ | 9,052,562 | |||||||||||
Shares authorized | n/a | unlimited | unlimited | unlimited | ||||||||||||||
Par value | n/a | $ | 0.001 | $ | 0.001 | $ | 0.001 | |||||||||||
Shares outstanding | n/a | 12,458,697 | 775,138 | 809,376 | ||||||||||||||
Net asset value and redemption price per share | n/a | $ | 14.59 | $ | 32.47 | $ | 11.18 |
VY® Franklin Mutual Shares Portfolio | VY® JPMorgan Small Cap Core Equity Portfolio | VY® Templeton Global Growth Portfolio | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSETS: | ||||||||||||||
Investments in securities at fair value+* | $ | 431,679,706 | $ | 771,844,486 | $ | 514,441,328 | ||||||||
Short-term investments at fair value** | 24,499,388 | 51,092,480 | 18,423,801 | |||||||||||
Total investments at fair value | $ | 456,179,094 | $ | 822,936,966 | $ | 532,865,129 | ||||||||
Cash | 19,123,136 | 150,461 | 583,382 | |||||||||||
Cash collateral for futures | — | 496,920 | — | |||||||||||
Foreign currencies at value*** | 144,451 | — | 103,234 | |||||||||||
Receivables: | ||||||||||||||
Investment securities sold | 10,939,751 | 14,943,901 | 2,505,945 | |||||||||||
Fund shares sold | 34,019 | 252,386 | 37,338 | |||||||||||
Dividends | 712,067 | 833,349 | 642,824 | |||||||||||
Interest | 119,960 | — | — | |||||||||||
Foreign tax reclaims | 181,500 | 366 | 315,464 | |||||||||||
Unrealized appreciation on forward foreign currency contracts | 727,785 | — | — | |||||||||||
Reimbursement due from manager | 61,942 | — | — | |||||||||||
Other assets | 8,839 | 10,551 | 12,356 | |||||||||||
Total assets | 488,232,544 | 839,624,900 | 537,065,672 | |||||||||||
LIABILITIES: | ||||||||||||||
Payable for investment securities purchased | 4,071,261 | 9,573,292 | 2,792,871 | |||||||||||
Payable for fund shares redeemed | 1,160,113 | 3,498,626 | 71,295 | |||||||||||
Payable upon receipt of securities loaned | — | 26,150,686 | 12,923,801 | |||||||||||
Unrealized depreciation on forward foreign currency contracts | 1,243,529 | — | — | |||||||||||
Payable for unified fees | 318,704 | 561,766 | 396,706 | |||||||||||
Payable for distribution and shareholder service fees | 45,837 | 169,186 | 52,089 | |||||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 8,839 | 10,551 | 12,356 | |||||||||||
Payable for proxy and solicitation costs (Note 6) | 89,715 | — | — | |||||||||||
Total liabilities | 6,937,998 | 39,964,107 | 16,249,118 | |||||||||||
NET ASSETS | $ | 481,294,546 | $ | 799,660,793 | $ | 520,816,554 | ||||||||
NET ASSETS WERE COMPRISED OF: | ||||||||||||||
Paid-in capital | $ | 356,938,755 | $ | 503,744,320 | $ | 409,017,937 | ||||||||
Undistributed net investment income | 23,468,335 | 4,152,631 | 20,975,263 | |||||||||||
Accumulated net realized gain | 14,077,168 | 126,570,665 | 34,991,332 | |||||||||||
Net unrealized appreciation | 86,810,288 | 165,193,177 | 55,832,022 | |||||||||||
NET ASSETS | $ | 481,294,546 | $ | 799,660,793 | $ | 520,816,554 | ||||||||
____________________ | ||||||||||||||
+ Including securities loaned at value | $ | — | $ | 25,480,985 | $ | 12,437,427 | ||||||||
* Cost of investments in securities | $ | 344,358,859 | $ | 606,449,753 | $ | 458,594,205 | ||||||||
** Cost of short-term investments | $ | 24,496,186 | $ | 51,092,480 | $ | 18,423,801 | ||||||||
*** Cost of foreign currencies | $ | 144,342 | $ | — | $ | 111,979 |
VY® Franklin Mutual Shares Portfolio | VY® JPMorgan Small Cap Core Equity Portfolio | VY® Templeton Global Growth Portfolio | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Class ADV | ||||||||||||||
Net assets | $ | 9,266,787 | $ | 109,635,956 | $ | 6,217 | ||||||||
Shares authorized | unlimited | unlimited | unlimited | |||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||
Shares outstanding | 801,762 | 5,318,121 | 409 | |||||||||||
Net asset value and redemption price per share | $ | 11.56 | $ | 20.62 | $ | 15.21 | ||||||||
Class I | ||||||||||||||
Net assets | $ | 277,948,883 | $ | 173,577,919 | $ | 278,169,339 | ||||||||
Shares authorized | unlimited | unlimited | unlimited | |||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||
Shares outstanding | 23,416,059 | 8,042,704 | 17,850,302 | |||||||||||
Net asset value and redemption price per share | $ | 11.87 | $ | 21.58 | $ | 15.58 | ||||||||
Class S | ||||||||||||||
Net assets | $ | 194,078,876 | $ | 469,113,972 | $ | 238,351,296 | ||||||||
Shares authorized | unlimited | unlimited | unlimited | |||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||
Shares outstanding | 16,414,393 | 21,984,918 | 15,260,540 | |||||||||||
Net asset value and redemption price per share | $ | 11.82 | $ | 21.34 | $ | 15.62 | ||||||||
Class S2 | ||||||||||||||
Net assets | n/a | $ | 47,332,946 | $ | 4,289,702 | |||||||||
Shares authorized | n/a | unlimited | unlimited | |||||||||||
Par value | n/a | $ | 0.001 | $ | 0.001 | |||||||||
Shares outstanding | n/a | 2,239,224 | 276,951 | |||||||||||
Net asset value and redemption price per share | n/a | $ | 21.14 | $ | 15.49 |
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* | $ | — | $ | 40,385,820 | $ | 23,388,272 | $ | 2,706 | |||||||||||
Interest | 24,449,260 | — | — | 2,007,377 | |||||||||||||||
Securities lending income, net | 141,925 | 4,008 | 60,712 | 13,607 | |||||||||||||||
Total investment income | 24,591,185 | 40,389,828 | 23,448,984 | 2,023,690 | |||||||||||||||
EXPENSES: | |||||||||||||||||||
Investment management fees(1) | — | 19,415,790 | 5,572,353 | — | |||||||||||||||
Unified fees | 1,825,884 | — | — | 396,391 | |||||||||||||||
Distribution and shareholder service fees: | |||||||||||||||||||
Class ADV | 400,891 | 9,168,956 | 241,741 | 129,797 | |||||||||||||||
Class S | 716,053 | 2,893,877 | 1,270,313 | 127,205 | |||||||||||||||
Class S2 | 16,224 | 214,936 | 2,131 | — | |||||||||||||||
Transfer agent fees | — | 3,879 | 1,368 | — | |||||||||||||||
Administrative service fees(1) | — | 2,236,143 | 575,714 | — | |||||||||||||||
Shareholder reporting expense | — | 130,786 | 81,034 | — | |||||||||||||||
Registration fees | — | 1,552 | — | — | |||||||||||||||
Professional fees | — | 123,930 | 46,630 | — | |||||||||||||||
Custody and accounting expense | — | 362,000 | 114,993 | — | |||||||||||||||
Trustee fees and expenses | 15,903 | 101,644 | 26,032 | 6,132 | |||||||||||||||
Miscellaneous expense | — | 163,002 | 53,400 | — | |||||||||||||||
Interest expense | — | 98 | 1,342 | 293 | |||||||||||||||
Total expenses | 2,974,955 | 34,816,593 | 7,987,051 | 659,818 | |||||||||||||||
Net waived and reimbursed fees | (140,098 | ) | (3,759,855 | ) | (1,008,531 | ) | (25,960 | ) | |||||||||||
Net expenses | 2,834,857 | 31,056,738 | 6,978,520 | 633,858 | |||||||||||||||
Net investment income | 21,756,328 | 9,333,090 | 16,470,464 | 1,389,832 | |||||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | |||||||||||||||||||
Net realized gain (loss) on: | |||||||||||||||||||
Investments | (4,663,122 | ) | 368,508,284 | 94,734,945 | 119,881 | ||||||||||||||
Foreign currency related transactions | — | — | (17,474 | ) | 639 | ||||||||||||||
Futures | — | — | — | (79,292 | ) | ||||||||||||||
Net realized gain (loss) | (4,663,122 | ) | 368,508,284 | 94,717,471 | 41,228 | ||||||||||||||
Net change in unrealized appreciation (depreciation) on: | |||||||||||||||||||
Investments | 6,597,311 | (123,923,859 | ) | (105,948,310 | ) | 349,752 | |||||||||||||
Foreign currency related transactions | — | 15,828 | (4,105 | ) | (329 | ) | |||||||||||||
Futures | — | — | — | 192,883 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | 6,597,311 | (123,908,031 | ) | (105,952,415 | ) | 542,306 | |||||||||||||
Net realized and unrealized gain (loss) | 1,934,189 | 244,600,253 | (11,234,944 | ) | 583,534 | ||||||||||||||
Increase in net assets resulting from operations | $ | 23,690,517 | $ | 253,933,343 | $ | 5,235,520 | $ | 1,973,366 | |||||||||||
____________________ | |||||||||||||||||||
* Foreign taxes withheld | $ | — | $ | 1,903 | $ | 149,240 | $ | — | |||||||||||
(1) Effective May 1, 2015, the investment management fee and administration fee were combined under a single amended and restated investment management agreement. Please see Note 4 for further information. |
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* | $ | 3,231,466 | $ | 47,033,991 | $ | 8,234,669 | $ | 10,760,405 | |||||||||||
Interest | — | — | — | 13,025,758 | |||||||||||||||
Securities lending income, net | — | 108,581 | 128 | 257,878 | |||||||||||||||
Total investment income | 3,231,466 | 47,142,572 | 8,234,797 | 24,044,041 | |||||||||||||||
EXPENSES: | |||||||||||||||||||
Investment management fees(1) | — | — | 2,797,818 | 3,023,368 | |||||||||||||||
Unified fees | 1,273,000 | 5,914,633 | — | — | |||||||||||||||
Distribution and shareholder service fees: | |||||||||||||||||||
Class ADV | 5,697 | 473,584 | 351,852 | 295,042 | |||||||||||||||
Class S | 92,781 | 83,279 | 609,766 | 656,289 | |||||||||||||||
Class S2 | — | 452,244 | 69,732 | 25,843 | |||||||||||||||
Transfer agent fees | — | — | 542 | 362 | |||||||||||||||
Administrative service fees(1) | — | — | 257,185 | 307,734 | |||||||||||||||
Shareholder reporting expense | — | — | 11,765 | 10,860 | |||||||||||||||
Registration fees | — | — | 1,639 | — | |||||||||||||||
Professional fees | — | — | 15,602 | 19,290 | |||||||||||||||
Custody and accounting expense | — | — | 36,160 | 62,066 | |||||||||||||||
Trustee fees and expenses | 6,952 | 102,778 | 11,384 | 13,859 | |||||||||||||||
Miscellaneous expense | — | — | 16,956 | 24,252 | |||||||||||||||
Interest expense | — | 365 | — | 239 | |||||||||||||||
Total expenses | 1,378,430 | 7,026,883 | 4,180,401 | 4,439,204 | |||||||||||||||
Net waived and reimbursed fees | (13,924 | ) | (232,698 | ) | (551,564 | ) | (64,177 | ) | |||||||||||
Brokerage commission recapture | (7,438 | ) | — | — | (1,888 | ) | |||||||||||||
Net expenses | 1,357,068 | 6,794,185 | 3,628,837 | 4,373,139 | |||||||||||||||
Net investment income | 1,874,398 | 40,348,387 | 4,605,960 | 19,670,902 | |||||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | |||||||||||||||||||
Net realized gain (loss) on: | |||||||||||||||||||
Investments | 8,191,646 | 122,088,373 | 40,504,737 | (5,924,536 | ) | ||||||||||||||
Foreign currency related transactions | 110 | — | 182 | (67,373 | ) | ||||||||||||||
Futures | — | 2,223,548 | — | — | |||||||||||||||
Net realized gain (loss) | 8,191,756 | 124,311,921 | 40,504,919 | (5,991,909 | ) | ||||||||||||||
Net change in unrealized appreciation (depreciation) on: | |||||||||||||||||||
Investments | (6,111,554 | ) | (113,975,256 | ) | (94,331,386 | ) | (22,564,622 | ) | |||||||||||
Foreign currency related transactions | — | — | — | 54,039 | |||||||||||||||
Futures | — | (1,631,779 | ) | — | — | ||||||||||||||
Net change in unrealized appreciation (depreciation) | (6,111,554 | ) | (115,607,035 | ) | (94,331,386 | ) | (22,510,583 | ) | |||||||||||
Net realized and unrealized gain (loss) | 2,080,202 | 8,704,886 | (53,826,467 | ) | (28,502,492 | ) | |||||||||||||
Increase (decrease) in net assets resulting from operations | $ | 3,954,600 | $ | 49,053,273 | $ | (49,220,507 | ) | $ | (8,831,590 | ) | |||||||||
____________________ | |||||||||||||||||||
* Foreign taxes withheld | $ | 7,850 | $ | 6,847 | $ | — | $ | 197,860 | |||||||||||
(1) Effective May 1, 2015, the investment management fee and administration fee were combined under a single amended and restated investment management agreement. Please see Note 4 for further information. |
VY® Franklin Mutual Shares Portfolio | VY® JPMorgan Small Cap Core Equity Portfolio | VY® Templeton Global Growth Portfolio | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
INVESTMENT INCOME: | ||||||||||||||
Dividends, net of foreign taxes withheld* | $ | 5,950,186 | $ | 6,513,955 | $ | 9,108,372 | ||||||||
Interest | 1,458,423 | — | 246 | |||||||||||
Securities lending income, net | — | 234,331 | 188,026 | |||||||||||
Total investment income | 7,408,609 | 6,748,286 | 9,296,644 | |||||||||||
EXPENSES: | ||||||||||||||
Unified fees | 1,960,473 | 3,311,902 | 2,454,572 | |||||||||||
Distribution and shareholder service fees: | ||||||||||||||
Class ADV | 36,822 | 396,951 | 23 | |||||||||||
Class S | 252,146 | 580,061 | 313,530 | |||||||||||
Class S2 | — | 120,099 | 11,608 | |||||||||||
Trustee fees and expenses | 10,894 | 17,321 | 11,914 | |||||||||||
Proxy and solicitation costs (Note 6) | 126,100 | — | — | |||||||||||
Interest expense | — | — | 411 | |||||||||||
Total expenses | 2,386,435 | 4,426,334 | 2,792,058 | |||||||||||
Net waived and reimbursed fees | (345,678 | ) | (103,410 | ) | (2,327 | ) | ||||||||
Brokerage commission recapture | — | (8,154 | ) | (3,514 | ) | |||||||||
Net expenses | 2,040,757 | 4,314,770 | 2,786,217 | |||||||||||
Net investment income | 5,367,852 | 2,433,516 | 6,510,427 | |||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||||||||
Net realized gain (loss) on: | ||||||||||||||
Investments | 19,410,977 | 36,655,375 | 20,157,024 | |||||||||||
Foreign currency related transactions | 4,936,214 | — | (32,866 | ) | ||||||||||
Futures | — | 820,160 | — | |||||||||||
Net realized gain | 24,347,191 | 37,475,535 | 20,124,158 | |||||||||||
Net change in unrealized appreciation (depreciation) on: | ||||||||||||||
Investments | (14,701,552 | ) | (7,777,611 | ) | (19,418,997 | ) | ||||||||
Foreign currency related transactions | (4,121,579 | ) | — | 23,059 | ||||||||||
Futures | — | (360,697 | ) | — | ||||||||||
Net change in unrealized appreciation (depreciation) | (18,823,131 | ) | (8,138,308 | ) | (19,395,938 | ) | ||||||||
Net realized and unrealized gain | 5,524,060 | 29,337,227 | 728,220 | |||||||||||
Increase in net assets resulting from operations | $ | 10,891,912 | $ | 31,770,743 | $ | 7,238,647 | ||||||||
____________________ | ||||||||||||||
* Foreign taxes withheld | $ | 244,581 | $ | 682 | $ | 866,188 |
Voya High Yield Portfolio | Voya Large Cap Growth Portfolio | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2015 | Year Ended December 31, 2014 | Six Months Ended June 30, 2015 | Year Ended December 31, 2014 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 21,756,328 | $ | 49,495,894 | $ | 9,333,090 | $ | 18,836,179 | |||||||||||
Net realized gain (loss) | (4,663,122 | ) | 28,279,342 | 368,508,284 | 649,511,356 | ||||||||||||||
Net change in unrealized appreciation (depreciation) | 6,597,311 | (66,510,222 | ) | (123,908,031 | ) | 86,412,427 | |||||||||||||
Increase in net assets resulting from operations | 23,690,517 | 11,265,014 | 253,933,343 | 754,759,962 | |||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Net investment income: | |||||||||||||||||||
Class ADV | (2,920,600 | ) | (6,641,564 | ) | — | (1,768,853 | ) | ||||||||||||
Class I | (1,789,284 | ) | (3,854,162 | ) | — | (7,413,378 | ) | ||||||||||||
Class S | (16,651,329 | ) | (40,302,138 | ) | — | (4,588,630 | ) | ||||||||||||
Class S2 | (183,762 | ) | (413,570 | ) | — | (103,278 | ) | ||||||||||||
Net realized gains: | |||||||||||||||||||
Class ADV | — | — | — | (184,622,411 | ) | ||||||||||||||
Class I | — | — | — | (107,231,593 | ) | ||||||||||||||
Class S | — | — | — | (100,713,837 | ) | ||||||||||||||
Class S2 | — | — | — | (4,162,078 | ) | ||||||||||||||
Total distributions | (21,544,975 | ) | (51,211,434 | ) | — | (410,604,058 | ) | ||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 25,752,412 | 117,711,989 | 116,223,520 | 272,643,923 | |||||||||||||||
Proceeds from shares issued in merger (Note 14) | — | — | — | 1,423,027,282 | |||||||||||||||
Reinvestment of distributions | 21,544,975 | 51,075,676 | — | 410,604,058 | |||||||||||||||
47,297,387 | 168,787,665 | 116,223,520 | 2,106,275,263 | ||||||||||||||||
Cost of shares redeemed | (92,593,825 | ) | (260,976,316 | ) | (563,667,836 | ) | (1,171,969,741 | ) | |||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (45,296,438 | ) | (92,188,651 | ) | (447,444,316 | ) | 934,305,522 | ||||||||||||
Net increase (decrease) in net assets | (43,150,896 | ) | (132,135,071 | ) | (193,510,973 | ) | 1,278,461,426 | ||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 769,688,464 | 901,823,535 | 6,728,584,969 | 5,450,123,543 | |||||||||||||||
End of year or period | $ | 726,537,568 | $ | 769,688,464 | $ | 6,535,073,996 | $ | 6,728,584,969 | |||||||||||
Undistributed net investment income at end of year or period | $ | 9,653,425 | $ | 9,442,072 | $ | 28,276,269 | $ | 18,943,179 |
Voya Large Cap Value Portfolio | Voya Limited Maturity Bond Portfolio | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2015 | Year Ended December 31, 2014 | Six Months Ended June 30, 2015 | Year Ended December 31, 2014 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 16,470,464 | $ | 26,539,847 | $ | 1,389,832 | $ | 2,811,560 | |||||||||||
Net realized gain | 94,717,471 | 93,333,617 | 41,228 | 851,392 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | (105,952,415 | ) | 3,744,026 | 542,306 | (1,644,701 | ) | |||||||||||||
Increase in net assets resulting from operations | 5,235,520 | 123,617,490 | 1,973,366 | 2,018,251 | |||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Net investment income: | |||||||||||||||||||
Class ADV | — | (823,974 | ) | — | (157,232 | ) | |||||||||||||
Class I | — | (12,907,329 | ) | — | (1,252,835 | ) | |||||||||||||
Class S | — | (17,291,542 | ) | — | (754,053 | ) | |||||||||||||
Class S2 | — | (11,576 | ) | — | — | ||||||||||||||
Net realized gains: | |||||||||||||||||||
Class ADV | — | (242,874 | ) | — | — | ||||||||||||||
Class I | — | (10,139,666 | ) | — | — | ||||||||||||||
Class S | — | (10,582,344 | ) | — | — | ||||||||||||||
Class S2 | — | (5,593 | ) | — | — | ||||||||||||||
Total distributions | — | (52,004,898 | ) | — | (2,164,120 | ) | |||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 31,599,551 | 129,261,461 | 24,604,459 | 74,183,810 | |||||||||||||||
Proceeds from shares issued in merger (Note 14) | — | 707,155,119 | — | — | |||||||||||||||
Reinvestment of distributions | — | 52,004,813 | — | 2,164,120 | |||||||||||||||
31,599,551 | 888,421,393 | 24,604,459 | 76,347,930 | ||||||||||||||||
Cost of shares redeemed | (171,472,232 | ) | (359,640,663 | ) | (23,711,383 | ) | (59,287,949 | ) | |||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (139,872,681 | ) | 528,780,730 | 893,076 | 17,059,981 | ||||||||||||||
Net increase (decrease) in net assets | (134,637,161 | ) | 600,393,322 | 2,866,442 | 16,914,112 | ||||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 1,780,251,253 | 1,179,857,931 | 285,409,721 | 268,495,609 | |||||||||||||||
End of year or period | $ | 1,645,614,092 | $ | 1,780,251,253 | $ | 288,276,163 | $ | 285,409,721 | |||||||||||
Undistributed net investment income at end of year or period | $ | 19,550,470 | $ | 3,080,006 | $ | 4,365,107 | $ | 2,975,275 |
Voya Multi-Manager Large Cap Core Portfolio | Voya U.S. Stock Index Portfolio | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2015 | Year Ended December 31, 2014 | Six Months Ended June 30, 2015 | Year Ended December 31, 2014 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 1,874,398 | $ | 3,831,268 | $ | 40,348,387 | $ | 83,886,438 | |||||||||||
Net realized gain | 8,191,756 | 23,287,633 | 124,311,921 | 399,463,429 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | (6,111,554 | ) | 18,385,404 | (115,607,035 | ) | 106,392,031 | |||||||||||||
Increase in net assets resulting from operations | 3,954,600 | 45,504,305 | 49,053,273 | 589,741,898 | |||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Net investment income: | |||||||||||||||||||
Class ADV | — | (11,314 | ) | — | (1,646,275 | ) | |||||||||||||
Class I | — | (3,243,642 | ) | — | (78,183,905 | ) | |||||||||||||
Class S | — | (656,060 | ) | — | (918,678 | ) | |||||||||||||
Class S2 | — | — | — | (2,594,734 | ) | ||||||||||||||
Net realized gains: | |||||||||||||||||||
Class ADV | — | (109,039 | ) | — | (11,690,273 | ) | |||||||||||||
Class I | — | (19,742,988 | ) | — | (447,429,089 | ) | |||||||||||||
Class S | — | (4,039,782 | ) | — | (5,951,852 | ) | |||||||||||||
Class S2 | — | — | — | (16,546,050 | ) | ||||||||||||||
Total distributions | — | (27,802,825 | ) | — | (564,960,856 | ) | |||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 97,596,951 | 46,501,119 | 351,445,609 | 837,771,913 | |||||||||||||||
Reinvestment of distributions | — | 27,802,825 | — | 564,960,856 | |||||||||||||||
97,596,951 | 74,303,944 | 351,445,609 | 1,402,732,769 | ||||||||||||||||
Cost of shares redeemed | (51,277,790 | ) | (134,634,278 | ) | (345,691,803 | ) | (1,506,905,302 | ) | |||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | 46,319,161 | (60,330,334 | ) | 5,753,806 | (104,172,533 | ) | |||||||||||||
Net increase (decrease) in net assets | 50,273,761 | (42,628,854 | ) | 54,807,079 | (79,391,491 | ) | |||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 332,649,249 | 375,278,103 | 4,543,241,906 | 4,622,633,397 | |||||||||||||||
End of year or period | $ | 382,923,010 | $ | 332,649,249 | $ | 4,598,048,985 | $ | 4,543,241,906 | |||||||||||
Undistributed net investment income at end of year or period | $ | 2,437,983 | $ | 563,585 | $ | 53,406,642 | $ | 13,058,255 |
VY® Clarion Real Estate Portfolio | VY® Franklin Income Portfolio | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2015 | Year Ended December 31, 2014 | Six Months Ended June 30, 2015 | Year Ended December 31, 2014 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 4,605,960 | $ | 9,672,324 | $ | 19,670,902 | $ | 40,737,393 | |||||||||||
Net realized gain (loss) | 40,504,919 | 53,345,311 | (5,991,909 | ) | 27,310,535 | ||||||||||||||
Net change in unrealized appreciation (depreciation) | (94,331,386 | ) | 117,404,551 | (22,510,583 | ) | (20,601,990 | ) | ||||||||||||
Increase (decrease) in net assets resulting from operations | (49,220,507 | ) | 180,422,186 | (8,831,590 | ) | 47,445,938 | |||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Net investment income: | |||||||||||||||||||
Class ADV | — | (900,882 | ) | — | (2,884,535 | ) | |||||||||||||
Class I | — | �� | (2,032,561 | ) | — | (13,315,733 | ) | ||||||||||||
Class S | — | (6,217,614 | ) | — | (22,067,182 | ) | |||||||||||||
Class S2 | — | (336,249 | ) | — | (409,992 | ) | |||||||||||||
Total distributions | — | (9,487,306 | ) | — | (38,677,442 | ) | |||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 69,432,455 | 88,637,373 | 18,120,831 | 110,511,490 | |||||||||||||||
Reinvestment of distributions | — | 9,487,306 | — | 38,677,442 | |||||||||||||||
69,432,455 | 98,124,679 | 18,120,831 | 149,188,932 | ||||||||||||||||
Cost of shares redeemed | (95,551,460 | ) | (144,423,875 | ) | (102,521,681 | ) | (149,176,311 | ) | |||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (26,119,005 | ) | (46,299,196 | ) | (84,400,850 | ) | 12,621 | ||||||||||||
Net increase (decrease) in net assets | (75,339,512 | ) | 124,635,684 | (93,232,440 | ) | 8,781,117 | |||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 749,706,136 | 625,070,452 | 955,120,699 | 946,339,582 | |||||||||||||||
End of year or period | $ | 674,366,624 | $ | 749,706,136 | $ | 861,888,259 | $ | 955,120,699 | |||||||||||
Undistributed net investment income at end of year or period | $ | 14,262,206 | $ | 9,656,246 | $ | 60,445,496 | $ | 40,774,594 |
VY® Franklin Mutual Shares Portfolio | VY® JPMorgan Small Cap Core Equity Portfolio | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2015 | Year Ended December 31, 2014 | Six Months Ended June 30, 2015 | Year Ended December 31, 2014 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 5,367,852 | $ | 17,396,147 | $ | 2,433,516 | $ | 1,691,797 | |||||||||||
Net realized gain | 24,347,191 | 27,818,864 | 37,475,535 | 92,058,469 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | (18,823,131 | ) | (6,272,729 | ) | (8,138,308 | ) | (33,723,593 | ) | |||||||||||
Increase in net assets resulting from operations | 10,891,912 | 38,942,282 | 31,770,743 | 60,026,673 | |||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Net investment income: | |||||||||||||||||||
Class ADV | — | (87,813 | ) | — | (182,292 | ) | |||||||||||||
Class I | — | (4,008,454 | ) | — | (852,121 | ) | |||||||||||||
Class S | — | (2,127,011 | ) | — | (1,657,365 | ) | |||||||||||||
Class S2 | — | — | — | (90,416 | ) | ||||||||||||||
Net realized gains: | |||||||||||||||||||
Class ADV | — | — | — | (7,923,620 | ) | ||||||||||||||
Class I | — | — | — | (12,169,466 | ) | ||||||||||||||
Class S | — | — | — | (37,611,308 | ) | ||||||||||||||
Class S2 | — | — | — | (3,930,085 | ) | ||||||||||||||
Total distributions | — | (6,223,278 | ) | — | (64,416,673 | ) | |||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 11,048,941 | 29,405,435 | 57,870,886 | 125,613,781 | |||||||||||||||
Reinvestment of distributions | — | 6,223,278 | — | 64,416,673 | |||||||||||||||
11,048,941 | 35,628,713 | 57,870,886 | 190,030,454 | ||||||||||||||||
Cost of shares redeemed | (55,720,787 | ) | (90,723,383 | ) | (59,480,529 | ) | (172,339,122 | ) | |||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (44,671,846 | ) | (55,094,670 | ) | (1,609,643 | ) | 17,691,332 | ||||||||||||
Net increase (decrease) in net assets | (33,779,934 | ) | (22,375,666 | ) | 30,161,100 | 13,301,332 | |||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 515,074,480 | 537,450,146 | 769,499,693 | 756,198,361 | |||||||||||||||
End of year or period | $ | 481,294,546 | $ | 515,074,480 | $ | 799,660,793 | $ | 769,499,693 | |||||||||||
Undistributed net investment income at end of year or period | $ | 23,468,335 | $ | 18,100,483 | $ | 4,152,631 | $ | 1,719,115 |
VY® Templeton Global Growth Portfolio | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2015 | Year Ended December 31, 2014 | ||||||||||
FROM OPERATIONS: | |||||||||||
Net investment income | $ | 6,510,427 | $ | 14,536,026 | |||||||
Net realized gain | 20,124,158 | 20,253,583 | |||||||||
Net change in unrealized appreciation (depreciation) | (19,395,938 | ) | (49,705,380 | ) | |||||||
Increase (decrease) in net assets resulting from operations | 7,238,647 | (14,915,771 | ) | ||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||
Net investment income: | |||||||||||
Class ADV | — | (57 | ) | ||||||||
Class I | — | (4,416,231 | ) | ||||||||
Class S | — | (3,391,228 | ) | ||||||||
Class S2 | — | (60,057 | ) | ||||||||
Total distributions | — | (7,867,573 | ) | ||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||
Net proceeds from sale of shares | 8,909,059 | 47,907,428 | |||||||||
Reinvestment of distributions | — | 7,867,573 | |||||||||
8,909,059 | 55,775,001 | ||||||||||
Cost of shares redeemed | (56,750,061 | ) | (103,949,596 | ) | |||||||
Net decrease in net assets resulting from capital share transactions | (47,841,002 | ) | (48,174,595 | ) | |||||||
Net decrease in net assets | (40,602,355 | ) | (70,957,939 | ) | |||||||
NET ASSETS: | |||||||||||
Beginning of year or period | 561,418,909 | 632,376,848 | |||||||||
End of year or period | $ | 520,816,554 | $ | 561,418,909 | |||||||
Undistributed net investment income at end of year or period | $ | 20,975,263 | $ | 14,464,836 |
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 10.10 | 0.28 | • | 0.03 | 0.31 | 0.28 | — | — | 0.28 | — | 10.13 | 3.04 | 1.24 | 1.08 | 1.08 | 5.52 | 104,340 | 20 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 10.22 | 0.71 | • | (0.31 | ) | 0.40 | 0.69 | — | — | 0.69 | — | 9.93 | 4.05 | 1.25 | 1.10 | 1.10 | 7.05 | 50,704 | 30 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 9.64 | 0.63 | • | 0.66 | 1.29 | 0.71 | — | — | 0.71 | — | 10.22 | 13.87 | 1.24 | 1.09 | 1.09 | 6.34 | 26,663 | 28 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 10.11 | 0.31 | • | 0.02 | 0.33 | 0.31 | — | — | 0.31 | — | 10.13 | 3.25 | 0.49 | 0.48 | 0.48 | 6.12 | 58,249 | 20 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 10.22 | 0.76 | • | (0.29 | ) | 0.47 | 0.76 | — | — | 0.76 | — | 9.93 | 4.69 | 0.50 | 0.50 | 0.50 | 7.61 | 245,411 | 30 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 9.65 | 0.69 | 0.66 | 1.35 | 0.78 | — | — | 0.78 | — | 10.22 | 14.53 | 0.49 | 0.49 | 0.49 | 6.97 | 267,671 | 28 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 10.10 | 0.30 | • | 0.01 | 0.31 | 0.29 | — | — | 0.29 | — | 10.12 | 3.12 | 0.74 | 0.73 | 0.73 | 5.87 | 558,033 | 20 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 10.22 | 0.75 | (0.31 | ) | 0.44 | 0.73 | — | — | 0.73 | — | 9.93 | 4.41 | 0.75 | 0.75 | 0.75 | 7.39 | 624,367 | 30 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 9.65 | 0.68 | • | 0.65 | 1.33 | 0.76 | — | — | 0.76 | — | 10.22 | 14.25 | 0.74 | 0.74 | 0.74 | 6.80 | 631,092 | 28 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 10.11 | 0.29 | • | 0.03 | 0.32 | 0.29 | — | — | 0.29 | — | 10.14 | 3.15 | 0.99 | 0.88 | 0.88 | 5.72 | 5,916 | 20 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 10.22 | 0.72 | • | (0.29 | ) | 0.43 | 0.71 | — | — | 0.71 | — | 9.94 | 4.32 | 1.00 | 0.90 | 0.90 | 7.29 | 2,294 | 30 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 9.66 | 0.65 | 0.62 | 1.27 | 0.71 | — | — | 0.71 | — | 10.22 | 13.65 | 0.99 | 0.89 | 0.89 | 6.50 | 10 | 28 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Large Cap Growth Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 19.04 | (0.00 | )*• | 0.69 | 0.69 | — | — | — | — | — | 19.73 | 3.62 | 1.42 | 1.22 | 1.22 | (0.01 | ) | 2,361,512 | 34 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 12.86 | 0.05 | • | 0.24 | 0.29 | 0.04 | — | 0.88 | 0.92 | — | 12.23 | 1.88 | 1.44 | 1.20 | 1.20 | 0.37 | 70,714 | 77 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 11.34 | 0.04 | • | 1.53 | 1.57 | 0.05 | — | — | 0.05 | — | 12.86 | 13.91 | 1.37 | 1.20 | † | 1.20 | † | 0.32 | † | 8,618 | 134 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 20.05 | 0.06 | • | 0.73 | 0.79 | — | — | — | — | — | 20.84 | 3.94 | 0.67 | 0.62 | 0.62 | 0.59 | 1,861,636 | 34 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 13.27 | 0.12 | • | 0.25 | 0.37 | 0.04 | — | 0.88 | 0.92 | — | 12.72 | 2.48 | 0.69 | 0.60 | 0.60 | 0.92 | 629,091 | 77 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 11.63 | 0.09 | �� | 1.60 | 1.69 | 0.05 | — | — | 0.05 | — | 13.27 | 14.59 | 0.62 | 0.60 | † | 0.60 | † | 0.69 | † | 299,170 | 134 |
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 S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 19.72 | 0.03 | • | 0.72 | 0.75 | — | — | — | — | — | 20.47 | 3.80 | 0.92 | 0.87 | 0.87 | 0.34 | 2,227,815 | 34 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 13.14 | 0.09 | • | 0.25 | 0.34 | 0.03 | — | 0.88 | 0.91 | — | 12.57 | 2.24 | 0.94 | 0.85 | 0.85 | 0.68 | 338,683 | 77 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 11.54 | 0.04 | 1.60 | 1.64 | 0.04 | — | — | 0.04 | — | 13.14 | 14.25 | 0.87 | 0.85 | † | 0.85 | † | 0.45 | † | 131,155 | 134 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 19.62 | 0.02 | 0.71 | 0.73 | — | — | — | — | — | 20.35 | 3.72 | 1.17 | 1.02 | 1.02 | 0.19 | 84,111 | 34 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 13.13 | 0.07 | • | 0.24 | 0.31 | 0.03 | — | 0.88 | 0.91 | — | 12.53 | 2.06 | 1.19 | 1.00 | 1.00 | 0.58 | 13,055 | 77 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 11.51 | 0.04 | 1.58 | 1.62 | — | — | — | — | — | 13.13 | 14.11 | 1.12 | 1.00 | † | 1.00 | † | 0.30 | † | 988 | 134 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Large Cap Value Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 12.32 | 0.09 | • | (0.09 | ) | 0.00 | * | — | — | — | — | — | 12.32 | 0.00 | 1.50 | 1.24 | 1.24 | 1.49 | 64,162 | 52 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 8.05 | 0.19 | • | 0.03 | 0.22 | 0.08 | — | — | 0.08 | — | 8.19 | 2.76 | 1.55 | 1.29 | 1.29 | 2.41 | 2,424 | 92 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 6.92 | 0.12 | 1.17 | 1.29 | 0.16 | — | — | 0.16 | — | 8.05 | 18.96 | 1.54 | 1.29 | † | 1.29 | † | 1.61 | † | 1 | 19 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 12.50 | 0.13 | • | (0.10 | ) | 0.03 | — | — | — | — | — | 12.53 | 0.24 | 0.75 | 0.64 | 0.64 | 2.09 | 628,645 | 52 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 8.06 | 0.24 | • | 0.04 | 0.28 | 0.08 | — | — | 0.08 | — | 8.26 | 3.51 | 0.80 | 0.69 | 0.69 | 2.94 | 248,161 | 92 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 6.94 | 0.18 | 1.14 | 1.32 | 0.20 | — | — | 0.20 | — | 8.06 | 19.37 | 0.79 | 0.69 | † | 0.69 | † | 2.32 | † | 142,983 | 19 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 12.37 | 0.11 | • | (0.09 | ) | 0.02 | — | — | — | — | — | 12.39 | 0.16 | 1.00 | 0.89 | 0.89 | 1.83 | 951,969 | 52 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 8.01 | 0.22 | • | 0.04 | 0.26 | 0.08 | — | — | 0.08 | — | 8.19 | 3.28 | 1.05 | 0.94 | 0.94 | 2.74 | 66,983 | 92 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 6.90 | 0.15 | • | 1.15 | 1.30 | 0.19 | — | — | 0.19 | — | 8.01 | 19.22 | 1.04 | 0.94 | † | 0.94 | † | 2.07 | † | 3 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 12.36 | 0.10 | • | (0.09 | ) | 0.01 | — | — | — | — | — | 12.37 | 0.08 | 1.25 | 1.04 | 1.04 | 1.69 | 839 | 52 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 9.87 | 0.03 | • | 0.01 | 0.04 | — | — | — | — | — | 9.91 | 0.41 | 1.03 | 0.88 | 0.88 | 0.54 | 33,366 | 172 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 10.15 | 0.11 | • | (0.03 | ) | 0.08 | 0.35 | — | — | 0.35 | — | 9.88 | 0.79 | 1.03 | 0.88 | 0.88 | 1.07 | 24,671 | 370 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 10.27 | 0.14 | • | 0.16 | 0.30 | 0.42 | — | — | 0.42 | — | 10.15 | 2.97 | 1.02 | 0.87 | † | 0.87 | † | 1.36 | † | 9,294 | 434 |
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 Limited Maturity Bond Portfolio (continued) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 10.13 | 0.06 | • | 0.02 | 0.08 | — | — | — | — | — | 10.21 | 0.79 | 0.28 | 0.28 | 0.28 | 1.14 | 151,674 | 172 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 10.32 | 0.18 | • | (0.04 | ) | 0.14 | 0.36 | — | — | 0.36 | — | 10.10 | 1.35 | 0.28 | 0.28 | 0.28 | 1.73 | 32,131 | 370 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 10.38 | 0.29 | • | 0.07 | 0.36 | 0.42 | — | — | 0.42 | — | 10.32 | 3.52 | 0.27 | 0.27 | † | 0.27 | † | 2.77 | † | 60,020 | 434 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 10.19 | 0.05 | • | 0.01 | 0.06 | — | — | — | — | — | 10.25 | 0.59 | 0.53 | 0.53 | 0.53 | 0.89 | 103,235 | 172 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 10.35 | 0.15 | • | (0.03 | ) | 0.12 | 0.33 | — | — | 0.33 | — | 10.14 | 1.16 | 0.53 | 0.53 | 0.53 | 1.45 | 155,919 | 370 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 10.42 | 0.24 | • | 0.08 | 0.32 | 0.39 | — | — | 0.39 | — | 10.35 | 3.13 | 0.52 | 0.52 | † | 0.52 | † | 2.32 | † | 179,330 | 434 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Multi-Manager Large Cap Core Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 15.54 | 0.04 | • | 0.08 | 0.12 | — | — | — | — | — | 15.66 | 0.77 | 1.48 | 1.32 | 1.32 | 0.50 | 1,389 | 25 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 11.12 | 0.10 | • | (0.64 | ) | (0.54 | ) | 0.12 | — | — | 0.12 | — | 10.46 | (4.88 | ) | 1.48 | 1.33 | 1.33 | 0.92 | 1,003 | 12 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 9.74 | 0.08 | • | 1.42 | 1.50 | 0.12 | — | — | 0.12 | — | 11.12 | 15.41 | 1.48 | 1.33 | † | 1.33 | † | 0.74 | † | 611 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 15.63 | 0.09 | • | 0.08 | 0.17 | — | — | — | — | — | 15.80 | 1.09 | 0.73 | 0.72 | 0.72 | 1.13 | 311,769 | 25 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 11.16 | 0.18 | (0.66 | ) | (0.48 | ) | 0.18 | — | — | 0.18 | — | 10.50 | (4.29 | ) | 0.73 | 0.73 | 0.73 | 1.49 | 29,839 | 12 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 9.73 | 0.13 | 1.43 | 1.56 | 0.13 | — | — | 0.13 | — | 11.16 | 16.13 | 0.73 | 0.73 | † | 0.73 | † | 1.37 | † | 34,623 | 19 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 15.64 | 0.07 | • | 0.09 | 0.16 | — | — | — | — | — | 15.80 | 1.02 | 0.98 | 0.97 | 0.97 | 0.85 | 69,766 | 25 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 11.17 | 0.15 | (0.66 | ) | (0.51 | ) | 0.15 | — | — | 0.15 | — | 10.51 | (4.56 | ) | 0.98 | 0.98 | 0.98 | 1.23 | 50,748 | 12 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 9.74 | 0.11 | 1.43 | 1.54 | 0.11 | — | — | 0.11 | — | 11.17 | 15.85 | 0.98 | 0.98 | † | 0.98 | † | 1.12 | † | 61,972 | 19 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya U.S. Stock Index Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 14.32 | 0.09 | • | 0.03 | 0.12 | — | — | — | — | — | 14.44 | 0.84 | 1.02 | 0.80 | 0.80 | 1.28 | 126,533 | 5 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 10.76 | 0.14 | • | 0.02 | 0.16 | 0.18 | 0.51 | — | 0.69 | — | 10.23 | 1.30 | 1.01 | 0.79 | 0.79 | 1.37 | 27,415 | 21 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 9.56 | 0.13 | • | 1.21 | 1.34 | 0.14 | — | — | 0.14 | — | 10.76 | 14.06 | 1.01 | 0.79 | † | 0.79 | † | 1.29 | † | 10,554 | 24 |
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 I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 14.68 | 0.13 | • | 0.03 | 0.16 | — | — | — | — | — | 14.84 | 1.09 | 0.27 | 0.27 | 0.27 | 1.81 | 4,218,101 | 5 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 10.92 | 0.19 | 0.02 | 0.21 | 0.21 | 0.51 | — | 0.72 | — | 10.41 | 1.81 | 0.26 | 0.26 | 0.26 | 1.84 | 3,855,696 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 9.66 | 0.18 | • | 1.24 | 1.42 | 0.16 | — | — | 0.16 | — | 10.92 | 14.74 | 0.26 | 0.26 | † | 0.26 | † | 1.79 | † | 3,645,772 | 24 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 14.59 | 0.11 | • | 0.04 | 0.15 | — | — | — | — | — | 14.74 | 1.03 | 0.52 | 0.51 | 0.51 | 1.56 | 71,627 | 5 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 10.87 | 0.16 | 0.03 | 0.19 | 0.19 | 0.51 | — | 0.70 | — | 10.36 | 1.58 | 0.51 | 0.50 | 0.50 | 1.61 | 27,133 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 9.62 | 0.15 | • | 1.23 | 1.38 | 0.13 | — | — | 0.13 | — | 10.87 | 14.42 | 0.51 | 0.50 | † | 0.50 | † | 1.54 | † | 24,781 | 24 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 14.46 | 0.10 | • | 0.03 | 0.13 | — | — | — | — | — | 14.59 | 0.90 | 0.77 | 0.67 | 0.67 | 1.41 | 181,788 | 5 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 10.83 | 0.16 | • | 0.01 | 0.17 | 0.18 | 0.51 | — | 0.69 | — | 10.31 | 1.43 | 0.76 | 0.66 | 0.66 | 1.47 | 55,893 | 21 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 9.59 | 0.14 | • | 1.23 | 1.37 | 0.13 | — | — | 0.13 | — | 10.83 | 14.26 | 0.76 | 0.66 | † | 0.66 | † | 1.40 | † | 31,885 | 24 | ||||||||||||||||||||||||||||||||||||||||||||||||||
VY® Clarion Real Estate Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 33.65 | 0.14 | (2.47 | ) | (2.33 | ) | — | — | — | — | — | 31.32 | (6.92 | ) | 1.59 | 1.31 | 1.31 | 0.90 | 86,672 | 22 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 21.32 | 0.34 | • | 1.61 | 1.95 | 0.33 | — | — | 0.33 | — | 22.94 | 9.09 | 1.47 | 1.19 | 1.19 | 1.53 | 26,977 | 33 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 17.34 | 0.27 | • | 4.40 | 4.67 | 0.69 | — | — | 0.69 | — | 21.32 | 27.57 | 1.40 | 1.21 | † | 1.21 | † | 1.37 | † | 11,045 | 49 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 35.17 | 0.26 | • | (2.60 | ) | (2.34 | ) | — | — | — | — | — | 32.83 | (6.65 | ) | 0.84 | 0.71 | 0.71 | 1.49 | 130,900 | 22 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 21.97 | 0.47 | • | 1.68 | 2.15 | 0.35 | — | — | 0.35 | — | 23.77 | 9.76 | 0.72 | 0.59 | 0.59 | 2.02 | 69,269 | 33 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 17.78 | 0.35 | • | 4.56 | 4.91 | 0.72 | — | — | 0.72 | — | 21.97 | 28.28 | 0.65 | 0.61 | † | 0.61 | † | 1.75 | † | 56,759 | 49 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 35.06 | 0.22 | • | (2.59 | ) | (2.37 | ) | — | — | — | — | — | 32.69 | (6.76 | ) | 1.09 | 0.96 | 0.96 | 1.22 | 431,627 | 22 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 21.92 | 0.40 | • | 1.69 | 2.09 | 0.30 | — | — | 0.30 | — | 23.71 | 9.50 | 0.97 | 0.84 | 0.84 | 1.74 | 449,964 | 33 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 17.75 | 0.29 | • | 4.57 | 4.86 | 0.69 | — | — | 0.69 | — | 21.92 | 27.98 | 0.90 | 0.86 | † | 0.86 | † | 1.48 | † | 457,721 | 49 |
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 34.85 | 0.19 | • | (2.57 | ) | (2.38 | ) | — | — | — | — | — | 32.47 | (6.83 | ) | 1.34 | 1.11 | 1.11 | 1.08 | 25,167 | 22 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 21.82 | 0.37 | • | 1.67 | 2.04 | 0.27 | — | — | 0.27 | — | 23.59 | 9.31 | 1.22 | 0.99 | 0.99 | 1.61 | 22,854 | 33 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 17.68 | 0.26 | • | 4.54 | 4.80 | 0.66 | — | — | 0.66 | — | 21.82 | 27.75 | 1.15 | 1.01 | † | 1.01 | † | 1.33 | † | 21,179 | 49 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® Franklin Income Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 11.03 | 0.22 | • | (0.37 | ) | (0.15 | ) | — | — | — | — | — | 10.88 | (1.36 | ) | 1.51 | 1.36 | 1.36 | 3.90 | 77,450 | 8 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 9.91 | 0.53 | • | (0.31 | ) | 0.22 | 0.58 | — | — | 0.58 | — | 9.55 | 2.06 | 1.52 | 1.37 | 1.37 | 5.42 | 17,231 | 25 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 9.33 | 0.48 | • | 0.64 | 1.12 | 0.54 | — | — | 0.54 | — | 9.91 | 12.51 | 1.53 | 1.36 | † | 1.36 | † | 5.12 | † | 7,830 | 48 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 11.43 | 0.26 | • | (0.37 | ) | (0.11 | ) | — | — | — | — | — | 11.32 | (0.96 | ) | 0.76 | 0.76 | 0.76 | 4.50 | 288,976 | 8 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 10.08 | 0.60 | • | (0.32 | ) | 0.28 | 0.59 | — | — | 0.59 | — | 9.77 | 2.63 | 0.77 | 0.77 | 0.77 | 5.97 | 266,035 | 25 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 9.42 | 0.55 | • | 0.65 | 1.20 | 0.54 | — | — | 0.54 | — | 10.08 | 13.25 | 0.78 | 0.76 | † | 0.76 | † | 5.70 | † | 308,236 | 48 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 11.35 | 0.24 | • | (0.36 | ) | (0.12 | ) | — | — | — | — | — | 11.23 | (1.06 | ) | 1.01 | 1.01 | 1.01 | 4.24 | 486,410 | 8 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 10.03 | 0.57 | • | (0.32 | ) | 0.25 | 0.57 | — | — | 0.57 | — | 9.71 | 2.31 | 1.02 | 1.02 | 1.02 | 5.73 | 487,480 | 25 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 9.38 | 0.52 | • | 0.65 | 1.17 | 0.52 | — | — | 0.52 | — | 10.03 | 12.97 | 1.03 | 1.01 | † | 1.01 | † | 5.45 | † | 480,911 | 48 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 11.32 | 0.23 | • | (0.37 | ) | (0.14 | ) | — | — | — | — | — | 11.18 | (1.24 | ) | 1.26 | 1.16 | 1.16 | 4.08 | 9,053 | 8 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 10.01 | 0.54 | (0.30 | ) | 0.24 | 0.56 | — | — | 0.56 | — | 9.69 | 2.20 | 1.27 | 1.17 | 1.17 | 5.58 | 8,994 | 25 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 9.36 | 0.49 | 0.66 | 1.15 | 0.50 | — | — | 0.50 | — | 10.01 | 12.80 | 1.28 | 1.16 | † | 1.16 | † | 5.30 | † | 8,986 | 48 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® Franklin Mutual Shares Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 11.34 | 0.09 | • | 0.13 | 0.22 | — | — | — | — | — | 11.56 | 1.94 | 1.58 | 1.30 | 1.30 | 1.64 | 9,267 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 10.69 | 0.31 | 0.43 | 0.74 | 0.09 | — | — | 0.09 | — | 11.34 | 6.91 | 1.53 | 1.37 | 1.37 | 2.68 | 10,458 | 20 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 8.47 | 0.13 | • | 2.18 | 2.31 | 0.09 | — | — | 0.09 | — | 10.69 | 27.31 | 1.53 | 1.38 | 1.38 | 1.29 | 10,045 | 25 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 7.58 | 0.11 | 0.89 | 1.00 | 0.11 | — | — | 0.11 | — | 8.47 | 13.29 | 1.54 | 1.39 | 1.39 | 1.28 | 6,922 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 7.95 | 0.12 | • | (0.20 | ) | (0.08 | ) | 0.29 | — | — | 0.29 | — | 7.58 | (1.20 | ) | 1.53 | 1.38 | 1.38 | 1.55 | 6,443 | 32 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 7.20 | 0.18 | • | 0.62 | 0.80 | 0.05 | — | — | 0.05 | — | 7.95 | 11.15 | 1.53 | 1.38 | 1.38 | 2.46 | 3,717 | 34 |
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® Franklin Mutual Shares Portfolio (continued) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 11.62 | 0.13 | • | 0.12 | 0.25 | — | — | — | — | — | 11.87 | 2.15 | 0.83 | 0.70 | 0.70 | 2.25 | 277,949 | 19 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 10.93 | 0.38 | • | 0.45 | 0.83 | 0.14 | — | — | 0.14 | — | 11.62 | 7.61 | 0.78 | 0.77 | 0.77 | 3.34 | 299,043 | 20 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 8.65 | 0.19 | • | 2.22 | 2.41 | 0.13 | — | — | 0.13 | — | 10.93 | 28.01 | 0.78 | 0.78 | 0.78 | 1.89 | 316,256 | 25 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 7.72 | 0.15 | • | 0.93 | 1.08 | 0.15 | — | — | 0.15 | — | 8.65 | 14.14 | 0.79 | 0.79 | 0.79 | 1.87 | 261,909 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 8.06 | 0.17 | • | (0.21 | ) | (0.04 | ) | 0.30 | — | — | 0.30 | — | 7.72 | (0.68 | ) | 0.78 | 0.78 | 0.78 | 2.16 | 256,398 | 32 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 7.25 | 0.23 | • | 0.63 | 0.86 | 0.05 | — | — | 0.05 | — | 8.06 | 11.91 | 0.78 | 0.78 | 0.78 | 3.08 | 292,796 | 34 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 11.59 | 0.12 | • | 0.11 | 0.23 | — | — | — | — | — | 11.82 | 1.98 | 1.08 | 0.95 | 0.95 | 2.00 | 194,079 | 19 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 10.90 | 0.35 | • | 0.46 | 0.81 | 0.12 | — | — | 0.12 | — | 11.59 | 7.38 | 1.03 | 1.02 | 1.02 | 3.07 | 205,573 | 20 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 8.63 | 0.16 | • | 2.22 | 2.38 | 0.11 | — | — | 0.11 | — | 10.90 | 27.67 | 1.03 | 1.03 | 1.03 | 1.64 | 211,149 | 25 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 7.70 | 0.13 | • | 0.93 | 1.06 | 0.13 | — | — | 0.13 | — | 8.63 | 13.86 | 1.04 | 1.04 | 1.04 | 1.62 | 184,345 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 8.04 | 0.15 | • | (0.21 | ) | (0.06 | ) | 0.28 | — | — | 0.28 | — | 7.70 | (0.93 | ) | 1.03 | 1.03 | 1.03 | 1.91 | 185,698 | 32 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 7.24 | 0.21 | • | 0.62 | 0.83 | 0.03 | — | — | 0.03 | — | 8.04 | 11.54 | 1.03 | 1.03 | 1.03 | 2.84 | 209,719 | 34 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® JPMorgan Small Cap Core Equity Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 19.83 | 0.03 | • | 0.76 | 0.79 | — | — | — | — | — | 20.62 | 3.98 | 1.60 | 1.45 | 1.44 | 0.27 | 109,636 | 20 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 12.90 | 0.00 | *• | (0.20 | ) | (0.20 | ) | 0.05 | — | — | 0.05 | — | 12.65 | (1.60 | ) | 1.63 | 1.48 | 1.48 | 0.01 | 15,311 | 42 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 10.24 | 0.03 | • | 2.65 | 2.68 | 0.02 | — | — | 0.02 | — | 12.90 | 26.27 | 1.63 | 1.48 | † | 1.48 | † | 0.29 | † | 7,587 | 42 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 20.70 | 0.09 | • | 0.79 | 0.88 | — | — | — | — | — | 21.58 | 4.25 | 0.85 | 0.85 | 0.84 | 0.87 | 173,578 | 20 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 13.23 | 0.08 | (0.22 | ) | (0.14 | ) | 0.07 | — | — | 0.07 | — | 13.02 | (1.07 | ) | 0.88 | 0.88 | 0.88 | 0.51 | 74,782 | 42 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 10.46 | 0.08 | 2.74 | 2.82 | 0.05 | — | — | 0.05 | — | 13.23 | 27.07 | 0.88 | 0.88 | † | 0.88 | † | 0.68 | † | 87,387 | 42 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 20.49 | 0.06 | • | 0.79 | 0.85 | — | — | — | — | — | 21.34 | 4.15 | 1.10 | 1.10 | 1.09 | 0.62 | 469,114 | 20 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 13.14 | 0.04 | (0.21 | ) | (0.17 | ) | 0.05 | — | — | 0.05 | — | 12.92 | (1.34 | ) | 1.13 | 1.13 | 1.13 | 0.27 | 273,159 | 42 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 10.40 | 0.04 | 2.73 | 2.77 | 0.03 | — | — | 0.03 | — | 13.14 | 26.72 | 1.13 | 1.13 | † | 1.13 | † | 0.50 | † | 291,400 | 42 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 20.32 | 0.05 | • | 0.77 | 0.82 | — | — | — | — | — | 21.14 | 4.04 | 1.35 | 1.25 | 1.24 | 0.48 | 47,333 | 20 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 13.03 | 0.02 | (0.20 | ) | (0.18 | ) | 0.03 | — | — | 0.03 | — | 12.82 | (1.43 | ) | 1.38 | 1.28 | 1.28 | 0.12 | 35,316 | 42 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 10.31 | 0.04 | 2.69 | 2.73 | 0.01 | — | — | 0.01 | — | 13.03 | 26.53 | 1.38 | 1.28 | † | 1.28 | † | 0.28 | † | 38,636 | 42 |
Income (loss) from investment operations | | Less distributions | | Ratios to average net assets | Supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 15.08 | 0.15 | • | (0.02 | ) | 0.13 | — | — | — | — | — | 15.21 | 0.86 | 1.65 | 1.50 | 1.50 | 1.92 | 6 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 11.12 | 0.17 | (0.84 | ) | (0.67 | ) | 0.13 | — | — | 0.13 | — | 10.32 | (6.25 | ) | 1.65 | 1.50 | 1.49 | 1.57 | 1 | 22 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 10.52 | 0.12 | 0.61 | 0.73 | 0.13 | — | — | 0.13 | — | 11.12 | 7.14 | 1.65 | 1.50 | 1.49 | 1.16 | 1 | 7 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 15.40 | 0.20 | • | (0.02 | ) | 0.18 | — | — | — | — | — | 15.58 | 1.17 | 0.90 | 0.90 | 0.90 | 2.49 | 278,169 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 11.25 | 0.26 | (0.86 | ) | (0.60 | ) | 0.20 | — | — | 0.20 | — | 10.45 | (5.49 | ) | 0.90 | 0.90 | 0.89 | 2.19 | 257,173 | 22 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 10.61 | 0.18 | 0.65 | 0.83 | 0.19 | — | — | 0.19 | — | 11.25 | 8.04 | 0.90 | 0.90 | 0.89 | 1.68 | 292,127 | 7 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 15.46 | 0.18 | • | (0.02 | ) | 0.16 | — | — | — | — | — | 15.62 | 1.03 | 1.15 | 1.15 | 1.15 | 2.25 | 238,351 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 11.28 | 0.22 | • | (0.84 | ) | (0.62 | ) | 0.18 | — | — | 0.18 | — | 10.48 | (5.71 | ) | 1.15 | 1.15 | 1.14 | 1.96 | 239,463 | 22 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 10.64 | 0.15 | • | 0.65 | 0.80 | 0.16 | — | — | 0.16 | — | 11.28 | 7.75 | 1.15 | 1.15 | 1.14 | 1.43 | 298,922 | 7 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 15.34 | 0.16 | • | (0.01 | ) | 0.15 | — | — | — | — | — | 15.49 | 0.98 | 1.40 | 1.30 | 1.30 | 2.08 | 4,290 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 11.21 | 0.20 | • | (0.83 | ) | (0.63 | ) | 0.16 | — | — | 0.16 | — | 10.42 | (5.78 | ) | 1.40 | 1.30 | 1.29 | 1.82 | 3,900 | 22 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 10.58 | 0.14 | 0.64 | 0.78 | 0.15 | — | — | 0.15 | — | 11.21 | 7.56 | 1.40 | 1.30 | 1.29 | 1.28 | 4,733 | 7 |
(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 period. |
* | Amount is less than $0.005 or 0.005% or more than $(0.005) or (0.005)%. |
† | Impact of waiving the advisory fee for the ING Institutional Prime Money Market Fund holding has less than 0.005% impact on the expense ratio and net investment income or loss ratio. |
(1) | Market value of investment securities, other assets and liabilities — at the exchange rates prevailing at the end of the day. |
(2) | Purchases and sales of investment securities, income and expenses — at the rates of exchange prevailing on the respective dates of such transactions. |
Purchased | Sold | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Limited Maturity Bond | $ | 61,582,408 | $ | 28,068,607 | ||||||
U.S. Stock Index | 49,671,320 | — | ||||||||
JPMorgan Small Cap Core Equity | 9,756,030 | — |
Purchases | Sales | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
High Yield | $ | 146,850,571 | $ | 174,665,933 | ||||||
Large Cap Growth | 2,243,812,985 | 2,698,678,464 | ||||||||
Large Cap Value | 884,296,447 | 1,038,716,863 | ||||||||
Limited Maturity Bond | 51,024,439 | 67,635,502 | ||||||||
Multi-Manager Large Cap Core | 129,079,644 | 83,966,768 | ||||||||
U.S. Stock Index | 239,890,368 | 260,260,613 | ||||||||
Clarion Real Estate | 161,614,194 | 191,617,323 | ||||||||
Franklin Income | 74,257,690 | 233,053,765 | ||||||||
Franklin Mutual Shares | 88,919,025 | 133,615,294 | ||||||||
JPMorgan Small Cap Core Equity | 151,620,670 | 158,628,103 | ||||||||
Templeton Global Growth | 62,005,100 | 93,008,034 |
Purchases | Sales | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Limited Maturity Bond | $ | 433,009,684 | $ | 415,306,025 |
Portfolio | Fee | |||||
---|---|---|---|---|---|---|
Large Cap Growth | 0.55% on the first $5.5 billion; 0.52% on the next $1.5 billion; and 0.50% thereafter | |||||
Large Cap Value | 0.65% on the first $500 million; and 0.60% on the amount in excess of $500 million | |||||
Clarion Real Estate | 0.75% on the first $200 million; 0.70% on the next $550 million; and 0.65% on the amount in excess of $750 million | |||||
Franklin Income | 0.65% on the first $500 million; and 0.60% on the amount in excess of $500 million |
Portfolio | Fee | |||||
---|---|---|---|---|---|---|
Large Cap Growth(1) | 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; and 0.70% on the amount in excess of $500 million | |||||
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 |
(1) | Effective May 1, 2015, additional breakpoints were incorporated. |
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% | |||||
Franklin Mutual Shares | 0.780% on the first $4 billion; 0.750% on the next $1 billion; 0.730% on the next $1 billion; 0.710% on the next $1 billion; 0.690% on the amount in excess of $7 billion |
Portfolio | Fee | |||||
---|---|---|---|---|---|---|
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 |
(1) | The assets of Limited Maturity Bond are aggregated with those of Voya Liquid Assets Portfolio, which is not included in this report, to determine the Unified Fee. |
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. | |||||
Franklin Mutual Shares | Franklin Mutual Advisers, LLC | |||||
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 | 8.61 | % | |||||||
JPMorgan Small Cap Core Equity | 7.50 | |||||||||
Security Life of Denver Insurance Company | Limited Maturity Bond | 9.22 | ||||||||
Voya Institutional Trust Company | High Yield | 12.73 | ||||||||
Large Cap Growth | 9.62 | |||||||||
Large Cap Value | 13.62 | |||||||||
Limited Maturity Bond | 11.93 | |||||||||
Clarion Real Estate | 16.22 | |||||||||
Franklin Income | 9.24 | |||||||||
JPMorgan Small Cap Core Equity | 17.28 | |||||||||
Voya Insurance and Annuity Company | High Yield | 58.64 | ||||||||
Large Cap Growth | 57.32 | |||||||||
Large Cap Value | 54.81 | |||||||||
Limited Maturity Bond | 14.16 | |||||||||
Multi-Manager Large Cap Core | 17.34 | |||||||||
Clarion Real Estate | 34.35 | |||||||||
Franklin Income | 54.62 | |||||||||
Franklin Mutual Shares | 39.10 | |||||||||
JPMorgan Small Cap Core Equity | 41.47 | |||||||||
Templeton Global Growth | 44.47 | |||||||||
Voya Retirement Growth Portfolio | U.S. Stock Index | 24.68 | ||||||||
Voya Retirement | High Yield | 24.50 | ||||||||
Insurance and | Large Cap Growth | 21.96 | ||||||||
Annuity Company | Large Cap Value | 24.72 | ||||||||
Multi-Manager Large Cap Core | 7.36 | |||||||||
U.S. Stock Index | 19.45 | |||||||||
Clarion Real Estate | 37.90 | |||||||||
JPMorgan Small Cap Core Equity | 28.33 | |||||||||
Voya Retirement Moderate Growth Portfolio | U.S. Stock Index | 16.41 | ||||||||
Voya Retirement Moderate Portfolio | U.S. Stock Index | 7.27 | ||||||||
Voya Solution 2015 Portfolio | Multi-Manager Large Cap Core | 5.64 | ||||||||
Voya Solution 2025 Portfolio | Multi-Manager Large Cap Core | 14.56 | ||||||||
Voya Solution 2035 Portfolio | Multi-Manager Large Cap Core | 27.24 | ||||||||
Voya Solution 2045 Portfolio | Multi-Manager Large Cap Core | 19.00 | ||||||||
VY® Franklin Templeton | Franklin Income | 32.03 | ||||||||
Founding Strategy | Franklin Mutual Shares | 57.49 | ||||||||
Portfolio | Templeton Global Growth | 53.08 |
Portfolio | Accrued Expenses | Amount | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Clarion Real Estate | Postage | $ | 43,790 |
Portfolio | Class ADV | Class I | Class S | Class S2 | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Large Cap Growth(1)(2) | 1.27 | % | 0.67 | % | 0.92 | % | 1.07 | % | ||||||||||
Large Cap Value(3) | 1.29 | % | 0.69 | % | 0.94 | % | 1.09 | % | ||||||||||
Clarion Real Estate | 1.35 | % | 0.75 | % | 1.00 | % | 1.15 | % | ||||||||||
Franklin Income | 1.39 | % | 0.79 | % | 1.04 | % | 1.19 | % | ||||||||||
Franklin Mutual Shares(4) | N/A | N/A | N/A | N/A |
(1) | Prior to May 1, 2015, the expense limits for Large Cap Growth were 1.20%, 0.60%, 0.85%, and 1.00% for Class ADV, Class I, Class S, and Class S2, respectively. |
(2) | Pursuant to a side letter agreement effective May 1, 2015 through July 14, 2015, the Investment Adviser has further lowered the expense limits for Large Cap Growth to 1.24%, 0.64%, 0.89%, and 1.04% for Class ADV, Class I, Class S, and Class S2, respectively. Termination or modification of this obligation requires approval by the Board. Any fees waived pursuant to the side letter agreement shall not be eligible for recoupment. |
(3) | Pursuant to a side letter agreement, through June 19, 2016, the Investment Adviser has further lowered the expense limits for Large Cap Value to 1.25%, 0.65%, 0.90%, and 1.05% for Class ADV, Class I, Class S, and Class S2, respectively. Termination or modification of this obligation requires approval by the Board. Any fees waived pursuant to the side letter agreement shall not be eligible for recoupment. |
(4) | Pursuant to a side letter agreement effective January 1, 2015 through May 1, 2017, the Investment Adviser has agreed to waive all or a portion of the advisory fee and/or reimburse expenses for Franklin Mutual Shares so that the expense limits are 1.30%, 0.70% and 0.95% for Class ADV, Class I, and Class S, respectively. Termination or modification of this obligation requires approval by the Board. Any fees waived pursuant to the side letter agreement shall not be eligible for recoupment. Prior to January 1, 2015, pursuant to a side letter agreement, the Investment Adviser had agreed to waive all or a portion of the advisory fee and/or reimburse expenses so that the expense limits were 1.37%, 0.77% and 1.02% for Class ADV, Class I, and Class S, respectively. Any fees waived pursuant to the side letter agreement were not eligible for recoupment. |
June 30, | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2016 | 2017 | 2018 | Total | |||||||||||||||
Large Cap Value | $ | 405,907 | $ | 73,028 | $ | — | $ | 478,935 | ||||||||||
Clarion Real Estate | 1,363,991 | 1,225,111 | 643,006 | 3,232,108 |
Portfolio | Days Utilized | Approximate Average Daily Balance For Days Utilized | Approximate Weighted Average Interest Rate For Days Utilized | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Large Cap Growth | 1 | $ | 3,235,000 | 1.11 | % | |||||||||
Large Cap Value | 4 | 10,937,500 | 1.12 | |||||||||||
Limited Maturity Bond | 1 | 4,834,000 | 1.13 | |||||||||||
U.S. Stock Index | 7 | 1,697,286 | 1.12 | |||||||||||
Franklin Income | 3 | 2,571,000 | 1.13 | |||||||||||
Templeton Global Growth | 9 | 1,474,444 | 1.13 |
USD Notional | Cost | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Balance at 12/31/14 | 16,595,000 | $ | 76,337 | |||||||
Options Expired | (16,595,000 | ) | (76,337 | ) | ||||||
Balance at 06/30/15 | — | $ | — |
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 | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||||||
High Yield | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 215,523 | — | 285,324 | (1,207,807 | ) | (706,960 | ) | 2,209,868 | — | 2,920,600 | (12,321,916 | ) | (7,191,448 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 1,172,161 | — | 628,961 | (1,874,101 | ) | (72,979 | ) | 12,392,700 | — | 6,641,564 | (19,750,942 | ) | (716,678 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 284,255 | — | 174,741 | (758,749 | ) | (299,753 | ) | 2,907,358 | — | 1,789,284 | (7,738,108 | ) | (3,041,466 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 2,807,044 | — | 352,216 | (5,245,531 | ) | (2,086,271 | ) | 29,926,386 | — | 3,718,552 | (55,825,467 | ) | (22,180,529 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 1,965,885 | — | 1,627,213 | (6,938,488 | ) | (3,345,390 | ) | 20,084,721 | — | 16,651,329 | (70,824,029 | ) | (34,087,979 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 6,913,248 | — | 3,815,061 | (17,463,735 | ) | (6,735,426 | ) | 73,357,648 | — | 40,301,990 | (183,426,710 | ) | (69,767,072 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 53,722 | — | 17,930 | (166,697 | ) | (95,045 | ) | 550,465 | — | 183,762 | (1,709,772 | ) | (975,545 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 191,872 | — | 39,111 | (185,512 | ) | 45,471 | 2,035,255 | — | 413,570 | (1,973,197 | ) | �� | 475,628 | ||||||||||||||||||||||||||||||
Large Cap Growth | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 602,042 | — | — | (9,820,143 | ) | (9,218,101 | ) | 11,866,799 | — | — | (194,806,494 | ) | (182,939,695 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 1,684,617 | 1,202,100 | 10,389,703 | (22,618,737 | ) | (9,342,317 | ) | 30,690,772 | 21,479,691 | 186,391,263 | (416,690,011 | ) | (178,128,285 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 4,189,869 | — | — | (6,479,150 | ) | (2,289,281 | ) | 87,326,495 | — | — | (134,648,330 | ) | (47,321,835 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 10,161,503 | 12,810,368 | 6,085,190 | (14,375,586 | ) | 14,681,475 | 195,211,587 | 240,413,785 | 114,644,972 | (275,962,124 | ) | 274,308,220 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 653,587 | — | — | (10,960,922 | ) | (10,307,335 | ) | 13,433,958 | — | — | (224,305,844 | ) | (210,871,886 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 1,969,033 | 61,351,290 | 5,676,683 | (24,694,980 | ) | 44,302,026 | 37,064,769 | 1,133,752,594 | 105,302,467 | (467,020,664 | ) | 809,099,166 | |||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 176,072 | — | — | (489,495 | ) | (313,423 | ) | 3,596,268 | — | — | (9,907,168 | ) | (6,310,900 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 513,338 | 1,488,656 | 230,934 | (659,314 | ) | 1,573,614 | 9,676,795 | 27,381,212 | 4,265,356 | (12,296,942 | ) | 29,026,421 | |||||||||||||||||||||||||||||||
Large Cap Value | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 271,695 | — | — | (419,310 | ) | (147,615 | ) | 3,401,862 | — | — | (5,200,751 | ) | (1,798,889 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 334,346 | 4,921,353 | 86,214 | (1,074,838 | ) | 4,267,075 | 4,058,104 | 59,998,439 | 1,066,849 | (12,936,686 | ) | 52,186,706 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 1,916,146 | — | — | �� | (3,271,538 | ) | (1,355,392 | ) | 24,244,716 | — | — | (41,443,585 | ) | (17,198,869 | ) | ||||||||||||||||||||||||||||
12/31/2014 | 8,897,674 | 446,072 | 1,850,810 | (7,017,574 | ) | 4,176,982 | 108,869,097 | 5,519,604 | 23,046,995 | (85,514,913 | ) | 51,920,783 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 308,260 | — | — | (9,945,390 | ) | (9,637,130 | ) | 3,809,414 | — | — | (124,723,709 | ) | (120,914,295 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 1,322,570 | 52,374,478 | 2,256,434 | (21,485,671 | ) | 34,467,811 | 15,997,329 | 641,082,194 | 27,873,887 | (261,060,126 | ) | 423,893,284 | |||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 11,569 | — | — | (8,275 | ) | 3,294 | 143,559 | — | — | (104,187 | ) | 39,372 | |||||||||||||||||||||||||||||||
12/31/2014 | 28,430 | 45,372 | 1,381 | (10,915 | ) | 64,268 | 336,931 | 554,882 | 17,082 | (128,938 | ) | 779,957 | |||||||||||||||||||||||||||||||
Limited Maturity Bond | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 293,598 | — | — | (610,144 | ) | (316,546 | ) | 2,910,298 | — | — | (6,045,593 | ) | (3,135,295 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 617,411 | — | 15,930 | (1,066,941 | ) | (433,600 | ) | 6,106,355 | — | 157,232 | (10,554,648 | ) | (4,291,061 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 1,517,159 | — | — | (859,214 | ) | 657,945 | 15,421,171 | — | — | (8,743,532 | ) | 6,677,639 | |||||||||||||||||||||||||||||||
12/31/2014 | 5,908,837 | — | 123,921 | (2,722,122 | ) | 3,310,636 | 59,930,542 | — | 1,252,835 | (27,602,712 | ) | 33,580,665 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 612,531 | — | — | (871,509 | ) | (258,978 | ) | 6,272,990 | — | — | (8,922,258 | ) | (2,649,268 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 797,267 | — | 74,072 | (2,069,170 | ) | (1,197,831 | ) | 8,146,913 | — | 754,053 | (21,130,589 | ) | (12,229,623 | ) | |||||||||||||||||||||||||||||
Multi-Manager Large Cap Core | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 325 | — | — | (20,437 | ) | (20,112 | ) | 5,084 | — | — | (322,526 | ) | (317,442 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 34,544 | — | 8,172 | (38,617 | ) | 4,099 | 510,486 | — | 120,353 | (580,045 | ) | 50,794 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 5,375,672 | — | — | (2,412,837 | ) | 2,962,835 | 84,951,998 | — | — | (38,202,729 | ) | 46,749,269 | |||||||||||||||||||||||||||||||
12/31/2014 | 1,942,328 | — | 1,542,240 | (8,139,677 | ) | (4,655,109 | ) | 28,684,998 | — | 22,986,630 | (120,811,254 | ) | (69,139,626 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 810,097 | — | — | (801,487 | ) | 8,610 | 12,639,869 | — | — | (12,752,535 | ) | (112,666 | ) | ||||||||||||||||||||||||||||||
12/31/2014 | 1,137,134 | — | 315,067 | (884,019 | ) | 568,182 | 17,305,635 | — | 4,695,842 | (13,242,979 | ) | 8,758,498 |
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 | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||||||
U.S. Stock Index | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 888,172 | — | — | (645,100 | ) | 243,072 | 12,876,911 | — | — | (9,360,436 | ) | 3,516,475 | |||||||||||||||||||||||||||||||
12/31/2014 | 1,385,245 | — | 960,326 | (1,229,402 | ) | 1,116,169 | 19,691,185 | — | 13,336,548 | (17,342,794 | ) | 15,684,939 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 20,234,604 | — | — | (21,173,780 | ) | (939,176 | ) | 301,759,378 | — | — | (315,991,192 | ) | (14,231,814 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 50,399,260 | — | 36,821,832 | (98,739,510 | ) | (11,518,418 | ) | 745,972,851 | — | 525,612,993 | (1,430,311,262 | ) | (158,725,418 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 1,368,659 | — | — | (420,270 | ) | 948,389 | 20,389,817 | — | — | (6,185,196 | ) | 14,204,621 | |||||||||||||||||||||||||||||||
12/31/2014 | 1,963,343 | — | 485,005 | (1,106,637 | ) | 1,341,711 | 28,283,110 | — | 6,870,530 | (15,918,423 | ) | 19,235,217 | |||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 1,122,586 | — | — | (964,992 | ) | 157,594 | 16,419,503 | — | — | (14,154,979 | ) | 2,264,524 | |||||||||||||||||||||||||||||||
12/31/2014 | 3,039,787 | — | 1,363,675 | (3,038,424 | ) | 1,365,038 | 43,824,767 | — | 19,140,785 | (43,332,823 | ) | 19,632,729 | |||||||||||||||||||||||||||||||
Clarion Real Estate | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 346,242 | — | — | (244,668 | ) | 101,574 | 11,963,007 | — | — | (8,291,197 | ) | 3,671,810 | |||||||||||||||||||||||||||||||
12/31/2014 | 644,748 | — | 29,108 | (383,620 | ) | 290,236 | 19,688,311 | — | 900,882 | (11,678,730 | ) | 8,910,463 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 925,251 | — | — | (977,113 | ) | (51,862 | ) | 33,155,750 | — | — | (35,101,829 | ) | (1,946,079 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 1,010,845 | — | 63,006 | (1,293,066 | ) | (219,215 | ) | 31,948,209 | — | 2,032,561 | (40,803,309 | ) | (6,822,539 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 623,047 | — | — | (1,385,544 | ) | (762,497 | ) | 22,646,992 | — | — | (49,129,586 | ) | (26,482,594 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 1,094,827 | — | 193,094 | (2,683,405 | ) | (1,395,484 | ) | 34,508,808 | — | 6,217,614 | (84,792,641 | ) | (44,066,219 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 47,461 | — | — | (84,812 | ) | (37,351 | ) | 1,666,706 | — | — | (3,028,848 | ) | (1,362,142 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 79,932 | — | 10,498 | (226,886 | ) | (136,456 | ) | 2,492,045 | — | 336,249 | (7,149,195 | ) | (4,320,901 | ) | |||||||||||||||||||||||||||||
Franklin Income | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 435,839 | — | — | (406,759 | ) | 29,080 | 4,848,154 | — | — | (4,525,724 | ) | 322,430 | |||||||||||||||||||||||||||||||
12/31/2014 | 2,859,037 | — | 252,145 | (869,924 | ) | 2,241,258 | 32,576,578 | — | 2,884,535 | (9,785,370 | ) | 25,675,743 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 811,735 | — | — | (2,554,115 | ) | (1,742,380 | ) | 9,408,368 | — | — | (29,421,237 | ) | (20,012,869 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 2,339,896 | — | 1,125,590 | (5,089,882 | ) | (1,624,396 | ) | 27,353,212 | — | 13,315,733 | (59,126,976 | ) | (18,458,031 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 323,753 | — | — | (5,798,857 | ) | (5,475,104 | ) | 3,693,600 | — | — | (66,570,143 | ) | (62,876,543 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 4,153,527 | — | 1,876,461 | (6,776,472 | ) | (746,484 | ) | 48,699,799 | — | 22,067,182 | (78,316,090 | ) | (7,549,109 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 14,932 | — | — | (174,996 | ) | (160,064 | ) | 170,709 | — | — | (2,004,577 | ) | (1,833,868 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 161,503 | — | 34,923 | (168,656 | ) | 27,770 | 1,881,901 | — | 409,992 | (1,947,875 | ) | 344,018 | |||||||||||||||||||||||||||||||
Franklin Mutual Shares | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 3,715 | — | — | (123,838 | ) | (120,123 | ) | 43,053 | — | — | (1,431,538 | ) | (1,388,485 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 176,988 | — | 7,669 | (202,277 | ) | (17,620 | ) | 1,964,011 | — | 87,813 | (2,259,404 | ) | (207,580 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 379,313 | — | — | (2,706,664 | ) | (2,327,351 | ) | 4,617,546 | — | — | (32,296,530 | ) | (27,678,984 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 1,320,366 | — | 342,896 | (4,853,283 | ) | (3,190,021 | ) | 14,753,081 | — | 4,008,454 | (55,562,407 | ) | (36,800,872 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 530,836 | — | — | (1,860,806 | ) | (1,329,970 | ) | 6,388,342 | — | — | (21,992,719 | ) | (15,604,377 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 1,109,616 | — | 182,263 | (2,912,037 | ) | (1,620,158 | ) | 12,688,343 | — | 2,127,011 | (32,901,572 | ) | (18,086,218 | ) | |||||||||||||||||||||||||||||
JPMorgan Small Cap Core Equity | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 410,502 | — | — | (221,709 | ) | 188,793 | 8,372,771 | — | — | (4,520,463 | ) | 3,852,308 | |||||||||||||||||||||||||||||||
12/31/2014 | 954,535 | — | 427,076 | (510,978 | ) | 870,633 | 18,705,657 | — | 8,105,912 | (9,836,528 | ) | 16,975,041 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 687,132 | — | — | (382,838 | ) | 304,294 | 14,524,454 | — | — | (8,198,684 | ) | 6,325,770 | |||||||||||||||||||||||||||||||
12/31/2014 | 1,710,147 | — | 659,321 | (1,196,979 | ) | 1,172,489 | 34,679,061 | — | 13,021,587 | (24,112,503 | ) | 23,588,145 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 1,579,964 | — | — | (2,011,678 | ) | (431,714 | ) | 33,286,039 | — | — | (42,229,320 | ) | (8,943,281 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 3,390,993 | — | 2,005,550 | (6,391,187 | ) | (994,644 | ) | 68,780,688 | — | 39,268,673 | (127,971,155 | ) | (19,921,794 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 81,177 | — | — | (215,524 | ) | (134,347 | ) | 1,687,622 | — | — | (4,532,062 | ) | (2,844,440 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 173,263 | — | 207,029 | (522,892 | ) | (142,600 | ) | 3,448,375 | — | 4,020,501 | (10,418,936 | ) | (2,950,060 | ) |
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 | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||||||
Templeton Global Growth | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | — | — | — | — | — | — | — | — | — | — | |||||||||||||||||||||||||||||||||
12/31/2014 | — | — | 4 | — | 4 | — | — | 57 | — | 57 | |||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 539,036 | — | — | (2,083,532 | ) | (1,544,496 | ) | 8,399,808 | — | — | (33,194,435 | ) | (24,794,627 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 2,012,542 | — | 267,975 | (2,819,418 | ) | (538,901 | ) | 31,866,270 | — | 4,416,230 | (45,081,378 | ) | (8,798,878 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 29,579 | — | — | (1,444,260 | ) | (1,414,681 | ) | 474,226 | — | — | (22,868,070 | ) | (22,393,844 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 946,363 | — | 204,908 | (3,568,525 | ) | (2,417,254 | ) | 15,345,009 | — | 3,391,229 | (57,286,240 | ) | (38,550,002 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 2,258 | — | — | (43,333 | ) | (41,075 | ) | 35,025 | — | — | (687,556 | ) | (652,531 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 42,876 | — | 3,653 | (98,114 | ) | (51,585 | ) | 696,149 | — | 60,057 | (1,581,978 | ) | (825,772 | ) |
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Barclays Capital Inc. | $ | 10,249,100 | $ | (10,249,100 | ) | $ | — | |||||||
BNP Prime Brokerage, Inc. | 619,242 | (619,242 | ) | — | ||||||||||
Citigroup Global Markets Inc. | 1,614,610 | (1,614,610 | ) | — | ||||||||||
Credit Suisse Securities (USA) LLC | 969,943 | (969,943 | ) | — | ||||||||||
Deutsche Bank Securities Inc. | 1,937,500 | (1,937,500 | ) | — | ||||||||||
First Clearing, LLC | 87,854 | (87,854 | ) | — | ||||||||||
Goldman Sachs & Co. | 817,302 | (817,302 | ) | — | ||||||||||
HSBC Securities (USA) Inc. | 38,836 | (38,836 | ) | — | ||||||||||
J.P. Morgan Securities LLC | 31,390 | (31,390 | ) | — | ||||||||||
JP Morgan Clearing Corp | 1,772,534 | (1,772,534 | ) | — | ||||||||||
Merrill Lynch, Pierce, Fenner & Smith Inc. | 237,781 | (237,781 | ) | — | ||||||||||
Morgan Stanley & Co. LLC | 33,151 | (33,151 | ) | — | ||||||||||
RBC Capital Markets, LLC | 2,770,475 | (2,770,475 | ) | — | ||||||||||
UBS Securities, LLC | 1,461,801 | (1,461,801 | ) | — | ||||||||||
Total | $ | 22,641,519 | $ | (22,641,519 | ) | $ | — |
(1) | Collateral with a fair value of $23,749,591 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. |
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Goldman Sachs & Co. | $ | 16,088,450 | $ | (16,088,450 | ) | $ | — | |||||||
Total | $ | 16,088,450 | $ | (16,088,450 | ) | $ | — |
(1) | Collateral with a fair value of $16,412,270 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. |
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Citigroup Global Markets Inc. | $ | 365,133 | $ | (365,133 | ) | $ | — | |||||||
Goldman Sachs & Co. | 704,283 | (704,283 | ) | — | ||||||||||
Total | $ | 1,069,416 | $ | (1,069,416 | ) | $ | — |
(1) | Collateral with a fair value of $1,098,324 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. |
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Barclays Capital Inc. | $ | 4,776 | $ | (4,776 | ) | $ | — | |||||||
Goldman Sachs & Co. | 14,542 | (14,542 | ) | — | ||||||||||
HSBC Bank PLC | 791,869 | (791,869 | ) | — | ||||||||||
JP Morgan Clearing Corp | 2,503,229 | (2,503,229 | ) | — | ||||||||||
Merrill Lynch, Pierce, Fenner & Smith Inc. | 732,278 | (732,278 | ) | — | ||||||||||
Morgan Stanley & Co. LLC | 288,089 | (288,089 | ) | — | ||||||||||
National Financial Services LLC | 716,474 | (716,474 | ) | — | ||||||||||
RBC Capital Markets, LLC | 110,484 | (110,484 | ) | — | ||||||||||
Scotia Capital (USA) INC | 257,796 | (257,796 | ) | — | ||||||||||
SG Americas Securities, LLC | 629,373 | (629,373 | ) | — | ||||||||||
Total | $ | 6,048,909 | $ | (6,048,909 | ) | $ | — |
(1) | Collateral with a fair value of $6,233,824 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. |
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Barclays Capital Inc. | $ | 11,995,081 | $ | (11,995,081 | ) | $ | — | |||||||
BNP Prime Brokerage, Inc. | 430,321 | (430,321 | ) | — | ||||||||||
Citigroup Global Markets Inc. | 2,394,046 | (2,394,046 | ) | — | ||||||||||
Credit Suisse Securities (USA) LLC | 5,636,641 | (5,636,641 | ) | — | ||||||||||
Goldman Sachs & Company | 9,316,062 | (9,316,062 | ) | — | ||||||||||
J.P. Morgan Securities LLC | 128,719 | (128,719 | ) | — | ||||||||||
Janney Montgomery Scott LLC | 71,468 | (71,468 | ) | — | ||||||||||
JP Morgan Clearing Corp | 1,639,277 | (1,639,277 | ) | — | ||||||||||
Merrill Lynch, Pierce, Fenner & Smith Inc. | 9,079,705 | (9,079,705 | ) | — | ||||||||||
Morgan Stanley & Co. LLC | 1,833,542 | (1,833,542 | ) | — | ||||||||||
Nomura Securities International, Inc. | 1,748,195 | (1,748,195 | ) | — | ||||||||||
RBC Capital Markets, LLC | 153,731 | (153,731 | ) | — | ||||||||||
UBS Securities, LLC | 3,255,033 | (3,255,033 | ) | — | ||||||||||
Total | $ | 47,681,820 | $ | (47,681,820 | ) | $ | — |
(1) | Collateral with a fair value of $48,784,575 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. |
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Barclays Capital Inc. | $ | 1,569,419 | $ | (1,569,419 | ) | $ | — | |||||||
BMO Capital Markets Corp | 51,409 | (51,409 | ) | — | ||||||||||
BNP Prime Brokerage, Inc. | 77,162 | (77,162 | ) | — | ||||||||||
Citadel Clearing LLC | 276,152 | (276,152 | ) | — | ||||||||||
Citadel Securities LLC | 26,085 | (26,085 | ) | — | ||||||||||
Citigroup Global Markets Inc. | 732,364 | (732,364 | ) | — | ||||||||||
Commerz Markets LLC | 23,952 | (23,952 | ) | — | ||||||||||
Credit Suisse Securities (USA) LLC | 1,254,060 | (1,254,060 | ) | — | ||||||||||
Deutsche Bank Securities Inc. | 2,338,031 | (2,338,031 | ) | — | ||||||||||
Goldman Sachs & Company | 4,522,694 | (4,522,694 | ) | — | ||||||||||
HSBC Bank PLC | 1,046,332 | (1,046,332 | ) | — | ||||||||||
Merrill Lynch, Pierce, Fenner & Smith Inc. | 940,796 | (940,796 | ) | — |
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mizuho Securities (continued) USA Inc. | $ | 2,210 | $ | (2,210 | ) | $ | — | |||||||
Morgan Stanley & Co. LLC | 9,505,901 | (9,505,901 | ) | — | ||||||||||
RBC Capital Markets, LLC | 1,594 | (1,594 | ) | — | ||||||||||
RBC Dominion Securities Inc | 387,919 | (387,919 | ) | — | ||||||||||
Scotia Capital (USA) INC | 488,308 | (488,308 | ) | — | ||||||||||
SG Americas Securities, LLC | 1,427,884 | (1,427,884 | ) | — | ||||||||||
UBS Securities LLC. | 807,929 | (807,929 | ) | — | ||||||||||
Wells Fargo Securities LLC | 783 | (783 | ) | — | ||||||||||
Total | $ | 25,480,985 | $ | (25,480,985 | ) | $ | — |
(1) | Collateral with a fair value of $26,150,686 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. |
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Goldman Sachs & Co. | $ | 3,509,685 | $ | (3,509,685 | ) | $ | — | |||||||
JP Morgan Clearing Corp | 3,483,694 | (3,483,694 | ) | — | ||||||||||
Merrill Lynch, Pierce, Fenner & Smith Inc. | 1,399,954 | (1,399,954 | ) | — | ||||||||||
Morgan Stanley & Co. LLC | 3,722,593 | (3,722,593 | ) | — | ||||||||||
Nomura Securities International, Inc. | 177,200 | (177,200 | ) | — | ||||||||||
RBC Capital Markets, LLC | 144,300 | (144,300 | ) | — | ||||||||||
Total | $ | 12,437,427 | $ | (12,437,427 | ) | $ | — |
(1) | Collateral with a fair value of $12,923,801 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. |
Net investment income | $ | 20,096,890 | ||||
Net realized and unrealized gain on investments | $ | 827,601,423 | ||||
Net increase in net assets resulting from operations | $ | 847,698,313 |
Acquired Portfolios | Total Net Assets of Acquired Portfolios (000s) | Total Net Assets of Acquiring Portfolio (000s) | Acquired Capital Loss Carryforwards (000s) | Acquired Unrealized Appreciation (000s) | Portfolio Conversion Ratio | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Acquired 1 Portfolio | $ | 452,371 | $ | 5,388,973 | $ | 0 | $ | 10,684 | 0.6847 | |||||||||||||
Acquired 2 Portfolio | $ | 407,544 | $ | 5,388,973 | $ | 0 | $ | 34,788 | 0.6717 | |||||||||||||
Acquired 2 Portfolio | $ | 563,112 | $ | 5,388,973 | $ | 0 | $ | 20,267 | 1.0239 |
Net investment income | $ | 41,345,535 | ||||
Net realized and unrealized gain on investments | $ | 179,099,881 | ||||
Net increase in net assets resulting from operations | $ | 220,445,416 |
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 | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
$707,155 | $ | 1,192,365 | $ | 0 | $ | 5,785 | 1.1576 |
Six Months Ended June 30, 2015 | Year Ended December 31, 2014 | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Ordinary Income | Ordinary Income | Long-term Capital Gains | ||||||||||||
High Yield | $ | 21,544,975 | $ | 51,211,434 | $ | — | ||||||||
Large Cap Growth | — | 168,923,673 | 241,680,385 | |||||||||||
Large Cap Value | — | 31,034,421 | 20,970,477 | |||||||||||
Limited Maturity Bond | — | 2,164,120 | — | |||||||||||
Multi-Manager Large Cap Core | — | 9,594,813 | 18,208,012 | |||||||||||
U.S. Stock Index | — | 91,444,238 | 473,516,618 | |||||||||||
Clarion Real Estate | — | 9,487,306 | — | |||||||||||
Franklin Income | — | 38,677,442 | — | |||||||||||
Franklin Mutual Shares | — | 6,223,278 | — | |||||||||||
JPMorgan Small Cap Core Equity | — | 15,078,549 | 49,338,124 | |||||||||||
Templeton Global Growth | — | 7,867,573 | — |
Capital Loss Carryforwards | |||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Undistributed Ordinary Income | Undistributed Long-term Capital Gains | Unrealized Appreciation/ (Depreciation) | Amount | Character | Expiration | ||||||||||||||||||||||
High Yield | $ | 9,457,851 | $ | — | $ | (16,050,288 | ) | $ | (18,671,568 | ) | Short-term | 2017 | |||||||||||||||
Large Cap Growth | 38,658,088 | 627,558,184 | 1,229,855,190 | — | — | — | |||||||||||||||||||||
Large Cap Value | 20,757,810 | 66,339,268 | 153,315,686 | (17,849,107 | )* | Short-term | 2017 | ||||||||||||||||||||
Limited Maturity Bond | 2,983,656 | — | (489,010 | ) | (5,567,325 | ) | Short-term | 2017 | |||||||||||||||||||
Multi-Manager Large Cap Core | 9,157,224 | 14,474,477 | 52,888,477 | — | — | — | |||||||||||||||||||||
U.S. Stock Index | 18,465,051 | 390,370,623 | 1,622,896,822 | — | — | — | |||||||||||||||||||||
Clarion Real Estate | 9,673,336 | — | 147,421,067 | (130,142,752 | ) | Short-term | 2017 | ||||||||||||||||||||
Franklin Income | 40,798,553 | — | 68,671,233 | (5,168,239 | ) | Short-term | 2016 | ||||||||||||||||||||
(41,925,368 | ) | Short-term | 2017 | ||||||||||||||||||||||||
$ | (47,093,607 | ) | |||||||||||||||||||||||||
Franklin Mutual Shares | 21,828,163 | — | 101,349,152 | (9,706,047 | ) | Short-term | 2017 | ||||||||||||||||||||
JPMorgan Small Cap Core Equity | 12,185,863 | 81,192,251 | 170,776,949 | — | — | — | |||||||||||||||||||||
Templeton Global Growth | 14,476,111 | 14,927,838 | 75,167,296 | — | — | — |
* | Utilization of these capital losses is subject to annual limitations under Section 382 of the Internal Revenue Code. |
PER SHARE AMOUNTS | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net Investment Income | Short-term Capital Gains | Long-term Capital Gains | Payable Date | Record Date | |||||||||||||||||||
High Yield | |||||||||||||||||||||||
Class ADV | $ | 0.0474 | $ | — | $ | — | August 3, 2015 | Daily | |||||||||||||||
Class I | $ | 0.0526 | $ | — | $ | — | August 3, 2015 | Daily | |||||||||||||||
Class S | $ | 0.0504 | $ | — | $ | — | August 3, 2015 | Daily | |||||||||||||||
Class S2 | $ | 0.0492 | $ | — | $ | — | August 3, 2015 | Daily | |||||||||||||||
Large Cap Growth | |||||||||||||||||||||||
Class ADV | $ | 0.0016 | $ | 0.0617 | $ | 1.9544 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class I | $ | 0.1165 | $ | 0.0617 | $ | 1.9544 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class S | $ | 0.0742 | $ | 0.0617 | $ | 1.9544 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class S2 | $ | 0.0501 | $ | 0.0617 | $ | 1.9544 | July 15, 2015 | July 13, 2015 |
PER SHARE AMOUNTS | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net Investment Income | Short-term Capital Gains | Long-term Capital Gains | Payable Date | Record Date | |||||||||||||||||||
Large Cap Value | |||||||||||||||||||||||
Class ADV | $ | 0.0276 | $ | 0.1340 | $ | 0.5063 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class I | $ | 0.0276 | $ | 0.1340 | $ | 0.5063 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class S | $ | 0.0276 | $ | 0.1340 | $ | 0.5063 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class S2 | $ | 0.0276 | $ | 0.1340 | $ | 0.5063 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Limited Maturity Bond | |||||||||||||||||||||||
Class ADV | $ | 0.0545 | $ | — | $ | — | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class I | $ | 0.1235 | $ | — | $ | — | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class S | $ | 0.0964 | $ | — | $ | — | July 15, 2015 | July 13, 2015 | |||||||||||||||
Multi-Manager Large Cap Core | |||||||||||||||||||||||
Class ADV | $ | 0.0236 | $ | 0.3564 | $ | 0.6005 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class I | $ | 0.0236 | $ | 0.3564 | $ | 0.6005 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class S | $ | 0.0236 | $ | 0.3564 | $ | 0.6005 | July 15, 2015 | July 13, 2015 | |||||||||||||||
U.S. Stock Index | |||||||||||||||||||||||
Class ADV | $ | 0.0424 | $ | 0.0174 | $ | 1.2625 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class I | $ | 0.0424 | $ | 0.0174 | $ | 1.2625 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class S | $ | 0.0424 | $ | 0.0174 | $ | 1.2625 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class S2 | $ | 0.0424 | $ | 0.0174 | $ | 1.2625 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Clarion Real Estate | |||||||||||||||||||||||
Class ADV | $ | 0.3881 | $ | — | $ | — | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class I | $ | 0.5559 | $ | — | $ | — | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class S | $ | 0.4670 | $ | — | $ | — | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class S2 | $ | 0.4096 | $ | — | $ | — | July 15, 2015 | July 13, 2015 | |||||||||||||||
Franklin Income | |||||||||||||||||||||||
Class ADV | $ | 0.4997 | $ | — | $ | — | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class I | $ | 0.5594 | $ | — | $ | — | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class S | $ | 0.5258 | $ | — | $ | — | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class S2 | $ | 0.5040 | $ | — | $ | — | July 15, 2015 | July 13, 2015 | |||||||||||||||
Franklin Mutual Shares | |||||||||||||||||||||||
Class ADV | $ | 0.4758 | $ | — | $ | — | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class I | $ | 0.5566 | $ | — | $ | — | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class S | $ | 0.5242 | $ | — | $ | — | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class ADV | $ | 0.3964 | $ | — | $ | 4.9213 | August 14, 2015 | August 12, 2015 | |||||||||||||||
Class S | $ | 0.4235 | $ | — | $ | 4.9213 | August 14, 2015 | August 12, 2015 | |||||||||||||||
JPMorgan Small Cap Core Equity | |||||||||||||||||||||||
Class ADV | $ | — | $ | 0.2779 | $ | 2.1573 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class I | $ | 0.0950 | $ | 0.2779 | $ | 2.1573 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class S | $ | 0.0429 | $ | 0.2779 | $ | 2.1573 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class S2 | $ | 0.0100 | $ | 0.2779 | $ | 2.1573 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Templeton Global Growth | |||||||||||||||||||||||
Class ADV | $ | 0.3671 | $ | — | $ | 0.4489 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class I | $ | 0.4580 | $ | — | $ | 0.4489 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class S | $ | 0.4098 | $ | — | $ | 0.4489 | July 15, 2015 | July 13, 2015 | |||||||||||||||
Class S2 | $ | 0.3758 | $ | — | $ | 0.4489 | July 15, 2015 | July 13, 2015 |
Net investment income | $ | 21,838,316 | ||||
Net realized and unrealized loss on investments | $ | (5,710,884 | ) | |||
Net increase in net assets resulting from operations | $ | 16,127,432 |
Acquired Portfolio | Total Net Assets of Acquired Portfolios (000s) | Total Net Assets of Acquiring Portfolio (000s) | Acquired Capital Loss Carryforwards (000s) | Acquired Unrealized Appreciation/ (Depreciation) (000s) | Portfolio Conversion Ratio | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
VY® Franklin Mutual Shares Portfolio | $197,866 | $1,613,215 | $— | $10,972 | 0.5068 |
VOYA HIGH YIELD PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) |
as of June 30, 2015
(as a percentage of net assets)
Corporate Bonds/Notes | 96.1 | % | |||||
Assets in Excess of Other Liabilities* | 3.9 | % | |||||
Net Assets | 100.0 | % | |||||
* Includes short-term investments. |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: 96.1% | |||||||||||||||||||
Basic Materials: 6.0% | |||||||||||||||||||
3,520,000 | L | ArcelorMittal, 5.125%–6.125%, 06/01/20–06/01/25 | $ | 3,547,500 | 0.5 | ||||||||||||||
2,365,000 | # | Aruba Investments, Inc., 8.750%, 02/15/23 | 2,424,125 | 0.3 | |||||||||||||||
2,530,000 | # | Cascades, Inc., 5.500%, 07/15/22 | 2,457,263 | 0.3 | |||||||||||||||
1,580,000 | # | Constellium NV, 5.750%, 05/15/24 | 1,414,100 | 0.2 | |||||||||||||||
895,000 | # | Evolution Escrow Issuer LLC, 7.500%, 03/15/22 | 850,250 | 0.1 | |||||||||||||||
2,339,048 | FMG Resources August 2006 Pty Ltd., 2.750%, 06/28/19 | 2,082,485 | 0.3 | ||||||||||||||||
1,000,000 | #, L | FMG Resources August 2006 Pty Ltd., 8.250%, 11/01/19 | 847,500 | 0.1 | |||||||||||||||
590,000 | #, L | FMG Resources August 2006 Pty Ltd., 9.750%, 03/01/22 | 610,650 | 0.1 | |||||||||||||||
1,220,000 | # | Huntsman International LLC, 5.125%, 11/15/22 | 1,204,750 | 0.2 | |||||||||||||||
3,000,000 | Novelis, Inc./GA, 8.750%, 12/15/20 | 3,180,000 | 0.4 | ||||||||||||||||
3,000,000 | #, L | Perstorp Holding AB, 8.750%, 05/15/17 | 3,135,000 | 0.4 | |||||||||||||||
1,295,000 | # | PQ Corp., 8.750%, 05/01/18 | 1,312,806 | 0.2 | |||||||||||||||
500,000 | # | Rain CII Carbon, LLC/CII Carbon Corp., 8.000%, 12/01/18 | 490,000 | 0.1 | |||||||||||||||
1,000,000 | #, L | Rain CII Carbon, LLC/CII Carbon Corp., 8.250%, 01/15/21 | 977,500 | 0.1 | |||||||||||||||
2,610,000 | # | US Coatings Acquisition, Inc./Axalta Coating Systems Dutch Holding B BV, 7.375%, 05/01/21 | 2,802,488 | 0.4 | |||||||||||||||
945,000 | # | WR Grace & Co-Conn, 5.125%, 10/01/21 | 954,450 | 0.1 | |||||||||||||||
945,000 | # | WR Grace & Co-Conn, 5.625%, 10/01/24 | 960,356 | 0.2 | |||||||||||||||
19,154,000 | Other Securities(a),(b) | 14,451,519 | 2.0 | ||||||||||||||||
43,702,742 | 6.0 | ||||||||||||||||||
Communications: 18.9% | |||||||||||||||||||
400,000 | # | Altice Financing SA, 6.500%, 01/15/22 | 401,000 | 0.1 | |||||||||||||||
1,080,000 | # | Altice Financing SA, 6.625%, 02/15/23 | 1,074,924 | 0.1 | |||||||||||||||
1,000,000 | # | Altice Finco SA, 8.125%, 01/15/24 | 1,012,500 | 0.1 | |||||||||||||||
1,530,000 | # | Altice SA, 7.625%, 02/15/25 | 1,442,025 | 0.2 | |||||||||||||||
3,360,000 | # | Altice SA, 7.750%, 05/15/22 | 3,259,200 | 0.5 | |||||||||||||||
885,000 | # | CCO Holdings LLC/CCO Holdings Capital Corp., 5.125%, 05/01/23 | 863,981 | 0.1 | |||||||||||||||
3,000,000 | CCO Holdings LLC/CCO Holdings Capital Corp., 5.250%–6.500%, 03/15/21–09/30/22 | 3,036,250 | 0.4 | ||||||||||||||||
3,000,000 | # | Cequel Communications Holdings I LLC/Cequel Capital Corp., 5.125%, 12/15/21 | 2,735,625 | 0.4 | |||||||||||||||
750,000 | # | Cequel Communications Holdings I, LLC/Cequel Capital Corp., 6.375%, 09/15/20 | 747,750 | 0.1 | |||||||||||||||
3,000,000 | Cincinnati Bell, Inc., 8.375%, 10/15/20 | 3,161,250 | 0.4 | ||||||||||||||||
4,250,000 | Clear Channel Worldwide Holdings, Inc., 6.500%–7.625%, 03/15/20–11/15/22 | 4,426,250 | 0.6 | ||||||||||||||||
1,760,000 | # | CommScope Tech Finance LLC, 6.000%, 06/15/25 | 1,757,800 | 0.3 | |||||||||||||||
1,000,000 | # | CommScope, Inc., 5.500%, 06/15/24 | 976,250 | 0.1 | |||||||||||||||
6,100,000 | DISH DBS Corp., 5.000%–7.875%, 09/01/19–03/15/23 | 5,999,750 | 0.8 | ||||||||||||||||
3,000,000 | Gray Television, Inc., 7.500%, 10/01/20 | 3,191,250 | 0.4 | ||||||||||||||||
1,900,000 | # | Harron Communications L.P./Harron Finance Corp., 9.125%, 04/01/20 | 2,061,500 | 0.3 | |||||||||||||||
2,955,000 | # | Level 3 Financing, Inc., 5.125%, 05/01/23 | 2,908,813 | 0.4 | |||||||||||||||
1,220,000 | # | Media General Financing Sub, Inc., 5.875%, 11/15/22 | 1,238,300 | 0.2 | |||||||||||||||
3,725,000 | Mediacom Broadband LLC/ Mediacom Broadband Corp., 6.375%, 04/01/23 | 3,743,625 | 0.5 | ||||||||||||||||
3,000,000 | MetroPCS Wireless, Inc., 6.625%, 11/15/20 | 3,127,500 | 0.4 | ||||||||||||||||
3,000,000 | # | Midcontinent Communications & Midcontinent Finance Corp., 6.250%, 08/01/21 | 3,075,000 | 0.4 |
VOYA HIGH YIELD PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Communications: (continued) | |||||||||||||||||||
3,000,000 | Netflix, Inc., 5.750%, 03/01/24 | $ | 3,097,500 | 0.4 | |||||||||||||||
200,000 | # | Netflix, Inc., 5.875%, 02/15/25 | 208,022 | 0.1 | |||||||||||||||
3,000,000 | Nexstar Broadcasting, Inc., 6.875%, 11/15/20 | 3,191,250 | 0.4 | ||||||||||||||||
925,000 | # | Nielsen Finance LLC/ Nielsen Finance Co., 5.000%, 04/15/22 | 912,281 | 0.1 | |||||||||||||||
2,500,000 | # | Numericable Group SA, 6.000%, 05/15/22 | 2,470,312 | 0.3 | |||||||||||||||
3,575,000 | # | Numericable Group SA, 6.250%, 05/15/24 | 3,525,844 | 0.5 | |||||||||||||||
1,170,000 | # | Plantronics, Inc., 5.500%, 05/31/23 | 1,187,550 | 0.2 | |||||||||||||||
500,000 | # | Sable International Finance Ltd., 8.750%, 02/01/20 | 537,500 | 0.1 | |||||||||||||||
3,350,000 | Sinclair Television Group, Inc., 6.125%, 10/01/22 | 3,458,875 | 0.5 | ||||||||||||||||
2,500,000 | # | Sirius XM Radio, Inc., 5.750%, 08/01/21 | 2,578,125 | 0.3 | |||||||||||||||
1,340,000 | # | Sirius XM Radio, Inc., 6.000%, 07/15/24 | 1,356,750 | 0.2 | |||||||||||||||
2,500,000 | Sprint Capital Corp., 6.900%, 05/01/19 | 2,556,250 | 0.4 | ||||||||||||||||
5,000,000 | Sprint Nextel Corp., 6.000%, 11/15/22 | 4,581,250 | 0.6 | ||||||||||||||||
2,000,000 | Sprint Nextel Corp., 8.750%, 03/15/32 | 1,950,000 | 0.3 | ||||||||||||||||
2,500,000 | Sprint Corp., 7.125%–7.250%, 09/15/21–06/15/24 | 2,353,637 | 0.3 | ||||||||||||||||
3,400,000 | # | TEGNA, Inc., 5.500%, 09/15/24 | 3,374,500 | 0.5 | |||||||||||||||
2,950,000 | T-Mobile USA, Inc., 6.731%, 04/28/22 | 3,082,750 | 0.4 | ||||||||||||||||
1,000,000 | T-Mobile USA, Inc., 6.250%–6.836%, 04/01/21–04/28/23 | 1,034,063 | 0.2 | ||||||||||||||||
1,750,000 | # | Tribune Media Co., 5.875%, 07/15/22 | 1,767,500 | 0.3 | |||||||||||||||
4,390,000 | # | Univision Communications, Inc., 5.125%, 02/15/25 | 4,236,350 | 0.6 | |||||||||||||||
3,140,000 | # | West Corp., 5.375%, 07/15/22 | 2,947,675 | 0.4 | |||||||||||||||
1,750,000 | # | Wind Acquisition Finance SA, 4.750%, 07/15/20 | 1,739,063 | 0.2 | |||||||||||||||
1,940,000 | # | Wind Acquisition Finance SA, 7.375%, 04/23/21 | 1,966,675 | 0.3 | |||||||||||||||
2,360,000 | # | Zayo Group LLC/Zayo Capital, Inc., 6.000%, 04/01/23 | 2,336,872 | 0.3 | |||||||||||||||
30,950,000 | Other Securities(b) | 30,795,074 | 4.2 | ||||||||||||||||
137,486,211 | 18.9 | ||||||||||||||||||
Consumer, Cyclical: 16.1% | |||||||||||||||||||
1,160,000 | # | American Tire Distributors, Inc., 10.250%, 03/01/22 | 1,244,100 | 0.2 | |||||||||||||||
2,930,000 | # | Ashton Woods USA LLC, 6.875%, 02/15/21 | 2,739,550 | 0.4 | |||||||||||||||
3,000,000 | # | Building Materials Holding Corp., 9.000%, 09/15/18 | 3,217,500 | 0.4 | |||||||||||||||
3,815,000 | L | Caesars Entertainment Resort Properties LLC/ Caesars Entertainment Resort Prope, 8.000%–11.000%, 10/01/20–10/01/21 | 3,478,587 | 0.5 | |||||||||||||||
3,500,000 | # | Carlson Wagonlit BV, 6.875%, 06/15/19 | 3,697,750 | 0.5 | |||||||||||||||
1,170,000 | # | Carmike Cinemas, Inc., 6.000%, 06/15/23 | 1,184,625 | 0.2 | |||||||||||||||
2,320,000 | # | CDR DB Sub, Inc., 7.750%, 10/15/20 | 1,902,400 | 0.3 | |||||||||||||||
585,000 | # | Family Tree Escrow LLC, 5.250%, 03/01/20 | 614,981 | 0.1 | |||||||||||||||
2,915,000 | # | Family Tree Escrow LLC, 5.750%, 03/01/23 | 3,060,750 | 0.4 | |||||||||||||||
295,000 | # | Felcor Lodging L.P., 6.000%, 06/01/25 | 300,900 | 0.0 | |||||||||||||||
1,180,000 | # | Fiat Chrysler Automobiles NV, 5.250%, 04/15/23 | 1,159,586 | 0.1 | |||||||||||||||
1,175,000 | #, L | Guitar Center, Inc., 6.500%, 04/15/19 | 1,081,000 | 0.1 | |||||||||||||||
600,000 | # | HD Supply, Inc., 5.250%, 12/15/21 | 610,500 | 0.1 | |||||||||||||||
3,560,000 | # | Hot Topic, Inc., 9.250%, 06/15/21 | 3,755,800 | 0.5 | |||||||||||||||
945,000 | # | International Game Technology PLC, 5.625%, 02/15/20 | 928,462 | 0.1 | |||||||||||||||
980,000 | # | International Game Technology PLC, 6.250%, 02/15/22 | 940,800 | 0.2 | |||||||||||||||
955,000 | # | International Game Technology PLC, 6.500%, 02/15/25 | 888,150 | 0.1 | |||||||||||||||
1,500,000 | # | Jaguar Land Rover PLC, 5.625%, 02/01/23 | 1,558,125 | 0.2 | |||||||||||||||
2,000,000 | #, L | MCE Finance Ltd., 5.000%, 02/15/21 | 1,910,000 | 0.3 | |||||||||||||||
3,535,000 | Meritage Homes Corp., 7.000%–7.150%, 04/15/20–04/01/22 | 3,801,912 | 0.5 | ||||||||||||||||
3,335,000 | Meritor, Inc., 6.250%, 02/15/24 | 3,309,987 | 0.4 | ||||||||||||||||
6,500,000 | MGM Resorts International, 6.625%–10.000%, 11/01/16–12/15/21 | 6,994,600 | 1.0 | ||||||||||||||||
665,000 | # | Michaels Stores, Inc., 5.875%, 12/15/20 | 698,250 | 0.1 | |||||||||||||||
1,200,000 | # | NCL Corp. Ltd., 5.250%, 11/15/19 | 1,234,500 | 0.2 | |||||||||||||||
2,600,000 | #, & | Neiman Marcus Group LLC., 8.750%, 10/15/21 | 2,804,750 | 0.4 |
VOYA HIGH YIELD PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Consumer, Cyclical: (continued) | |||||||||||||||||||
2,915,000 | # | Rite Aid Corp., 6.125%, 04/01/23 | $ | 3,013,381 | 0.4 | ||||||||||||||
2,315,000 | # | RSI Home Products, Inc., 6.500%, 03/15/23 | 2,343,938 | 0.3 | |||||||||||||||
1,000,000 | # | Schaeffler Finance BV, 4.750%, 05/15/21 | 1,010,000 | 0.1 | |||||||||||||||
250,000 | #, & | Schaeffler Holding Finance BV, 6.750%, 11/15/22 | 270,938 | 0.0 | |||||||||||||||
1,900,000 | #, & | Schaeffler Holding Finance BV, 6.875%, 08/15/18 | 1,971,250 | 0.3 | |||||||||||||||
1,210,000 | # | Scientific Games International, Inc., 7.000%, 01/01/22 | 1,255,375 | 0.2 | |||||||||||||||
2,815,000 | L | Scientific Games International, Inc., 6.250%–10.000%, 09/01/20–12/01/22 | 2,539,647 | 0.3 | |||||||||||||||
580,000 | # | Shea Homes L.P./Shea Homes Funding Corp., 5.875%, 04/01/23 | 590,150 | 0.1 | |||||||||||||||
580,000 | # | Shea Homes L.P./Shea Homes Funding Corp., 6.125%, 04/01/25 | 587,250 | 0.1 | |||||||||||||||
3,500,000 | Sonic Automotive, Inc., 5.000%, 05/15/23 | 3,438,750 | 0.5 | ||||||||||||||||
3,590,000 | Springs Industries, Inc., 6.250%, 06/01/21 | 3,527,175 | 0.5 | ||||||||||||||||
1,250,000 | #, L | Studio City Finance Ltd., 8.500%, 12/01/20 | 1,251,563 | 0.2 | |||||||||||||||
2,050,000 | # | Tops Holding LLC/Tops Markets II Corp., 8.000%, 06/15/22 | 2,062,813 | 0.3 | |||||||||||||||
3,000,000 | US Airways Group, Inc., 6.125%, 06/01/18 | 3,121,500 | 0.4 | ||||||||||||||||
3,220,000 | # | Viking Cruises Ltd., 8.500%, 10/15/22 | 3,590,300 | 0.5 | |||||||||||||||
505,000 | # | WMG Acquisition Corp., 5.625%, 04/15/22 | 507,525 | 0.1 | |||||||||||||||
2,540,000 | # | WMG Acquisition Corp., 6.750%, 04/15/22 | 2,426,157 | 0.3 | |||||||||||||||
29,729,666 | Other Securities(b) | 30,248,191 | 4.2 | ||||||||||||||||
116,873,468 | 16.1 | ||||||||||||||||||
Consumer, Non-cyclical: 20.5% | |||||||||||||||||||
3,490,000 | Acadia Healthcare Co., Inc., 5.125%, 07/01/22 | 3,472,550 | 0.5 | ||||||||||||||||
2,616,000 | # | Albea Beauty Holdings SA, 8.375%, 11/01/19 | 2,812,200 | 0.4 | |||||||||||||||
1,545,000 | # | Albertsons Holdings LLC/Saturn Acquisition Merger Sub, Inc., 7.750%, 10/15/22 | 1,647,356 | 0.2 | |||||||||||||||
1,170,000 | # | Alere, Inc., 6.375%, 07/01/23 | 1,193,400 | 0.2 | |||||||||||||||
2,750,000 | # | Alliance Data Systems Corp., 5.375%, 08/01/22 | 2,715,625 | 0.4 | |||||||||||||||
1,225,000 | Amsurg Corp., 5.625%, 11/30/20 | 1,252,562 | 0.2 | ||||||||||||||||
3,195,000 | Amsurg Corp., 5.625%, 07/15/22 | 3,234,938 | 0.4 | ||||||||||||||||
1,890,000 | # | Anna Merger Sub, Inc., 7.750%, 10/01/22 | 1,908,900 | 0.3 | |||||||||||||||
1,000,000 | # | Ashtead Capital, Inc., 6.500%, 07/15/22 | 1,065,000 | 0.2 | |||||||||||||||
1,180,000 | #, & | BI-LO LLC/BI-LO Finance Corp., 8.625%, 09/15/18 | 1,097,400 | 0.1 | |||||||||||||||
1,165,000 | # | BI-LO LLC/BI-LO Finance Corp., 9.250%, 02/15/19 | 1,182,475 | 0.2 | |||||||||||||||
2,500,000 | # | Brand Energy & Infrastructure Services, Inc., 8.500%, 12/01/21 | 2,337,500 | 0.3 | |||||||||||||||
1,210,000 | # | Bumble Bee Holdings, Inc., 9.000%, 12/15/17 | 1,272,012 | 0.2 | |||||||||||||||
2,570,000 | # | C&S Group Enterprises LLC, 5.375%, 07/15/22 | 2,428,650 | 0.3 | |||||||||||||||
3,390,000 | #, & | Capsugel SA, 7.000%, 05/15/19 | 3,456,071 | 0.5 | |||||||||||||||
1,755,000 | # | CEB, Inc., 5.625%, 06/15/23 | 1,768,162 | 0.2 | |||||||||||||||
1,290,000 | # | Ceridian HCM Holding, Inc., 11.000%, 03/15/21 | 1,369,012 | 0.2 | |||||||||||||||
3,750,000 | CHS/Community Health Systems, Inc., 5.125%–7.125%, 08/15/18–02/01/22 | 3,946,062 | 0.5 | ||||||||||||||||
1,790,000 | # | Cott Beverages, Inc., 6.750%, 01/01/20 | 1,861,600 | 0.3 | |||||||||||||||
1,465,000 | # | Endo Finance LLC, 5.375%, 01/15/23 | 1,450,350 | 0.2 | |||||||||||||||
880,000 | # | Endo Finance LLC, 6.000%, 07/15/23 | 902,000 | 0.1 | |||||||||||||||
2,880,000 | # | Envision Healthcare Corp., 5.125%, 07/01/22 | 2,908,800 | 0.4 | |||||||||||||||
2,000,000 | HCA Holdings, Inc., 6.250%, 02/15/21 | 2,160,000 | 0.3 | ||||||||||||||||
3,500,000 | HCA, Inc., 7.500%, 02/15/22 | 4,025,000 | 0.5 | ||||||||||||||||
5,185,000 | HCA, Inc., 5.375%–8.000%, 10/01/18–02/01/25 | 5,649,813 | 0.8 | ||||||||||||||||
1,315,000 | # | Hologic, Inc., 5.250%, 07/15/22 | 1,346,231 | 0.2 | |||||||||||||||
3,500,000 | Immucor, Inc., 11.125%, 08/15/19 | 3,727,500 | 0.5 | ||||||||||||||||
635,000 | #, & | Jaguar Holding Co. I, 9.375%, 10/15/17 | 650,081 | 0.1 | |||||||||||||||
1,000,000 | # | Jaguar Holding Co., 9.500%, 12/01/19 | 1,067,500 | 0.1 | |||||||||||||||
470,000 | # | JBS USA LLC/JBS USA Finance, Inc., 5.750%, 06/15/25 | 466,475 | 0.1 | |||||||||||||||
2,250,000 | # | JBS USA LLC/JBS USA Finance, Inc., 5.875%, 07/15/24 | 2,269,688 | 0.3 | |||||||||||||||
2,540,000 | # | Live Nation Entertainment, Inc., 5.375%, 06/15/22 | 2,552,700 | 0.4 | |||||||||||||||
2,400,000 | # | Logo Merger Sub Corp., 8.375%, 10/15/20 | 2,472,000 | 0.3 |
VOYA HIGH YIELD PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Consumer, Non-cyclical: (continued) | |||||||||||||||||||
2,920,000 | # | Midas Intermediate Holdco II LLC/Midas Intermediate Holdco II Finance, Inc., 7.875%, 10/01/22 | $ | 2,927,300 | 0.4 | ||||||||||||||
3,120,000 | # | MPH Acquisition Holdings LLC, 6.625%, 04/01/22 | 3,194,100 | 0.4 | |||||||||||||||
3,025,000 | # | Multi-Color Corp., 6.125%, 12/01/22 | 3,108,188 | 0.4 | |||||||||||||||
1,170,000 | # | Mustang Merger Corp., 8.500%, 08/15/21 | 1,193,400 | 0.2 | |||||||||||||||
3,365,000 | Quad/Graphics, Inc., 7.000%, 05/01/22 | 3,289,288 | 0.5 | ||||||||||||||||
3,500,000 | Reynolds Group Issuer, Inc., 5.750%–9.875%, 08/15/19–10/15/20 | 3,657,188 | 0.5 | ||||||||||||||||
1,000,000 | RR Donnelley & Sons Co., 6.000%, 04/01/24 | 1,008,750 | 0.1 | ||||||||||||||||
3,000,000 | RR Donnelley & Sons Co., 7.000%, 02/15/22 | 3,236,250 | 0.5 | ||||||||||||||||
3,000,000 | # | Safway Group Holding LLC/Safway Finance Corp., 7.000%, 05/15/18 | 3,081,870 | 0.4 | |||||||||||||||
145,000 | # | Spectrum Brands, Inc., 5.750%, 07/15/25 | 147,900 | 0.0 | |||||||||||||||
2,060,000 | # | Sterigenics-Nordion Holdings LLC, 6.500%, 05/15/23 | 2,075,450 | 0.3 | |||||||||||||||
1,590,000 | # | Tenet Healthcare Corp., 6.750%, 06/15/23 | 1,624,781 | 0.2 | |||||||||||||||
3,775,000 | Tenet Healthcare Corp., 6.750%–8.125%, 02/01/20–04/01/22 | 3,990,594 | 0.6 | ||||||||||||||||
3,050,000 | # | Universal Health Services, Inc., 4.750%, 08/01/22 | 3,147,219 | 0.4 | |||||||||||||||
250,000 | # | Valeant Pharmaceuticals International, Inc., 5.500%, 03/01/23 | 253,125 | 0.1 | |||||||||||||||
1,500,000 | # | Valeant Pharmaceuticals International, 5.625%, 12/01/21 | 1,545,150 | 0.2 | |||||||||||||||
3,000,000 | # | Valeant Pharmaceuticals International, 7.000%, 10/01/20 | 3,127,500 | 0.4 | |||||||||||||||
500,000 | # | Valeant Pharmaceuticals International, 7.250%, 07/15/22 | 533,125 | 0.1 | |||||||||||||||
1,000,000 | # | VPI Escrow Corp., 6.375%, 10/15/20 | 1,055,625 | 0.1 | |||||||||||||||
580,000 | # | VRX Escrow Corp., 5.375%, 03/15/20 | 600,300 | 0.1 | |||||||||||||||
2,580,000 | # | VRX Escrow Corp., 5.875%, 05/15/23 | 2,647,725 | 0.3 | |||||||||||||||
2,080,000 | # | VRX Escrow Corp., 6.125%, 04/15/25 | 2,147,600 | 0.3 | |||||||||||||||
28,654,231 | Other Securities(b) | 29,841,170 | 4.1 | ||||||||||||||||
149,103,211 | 20.5 | ||||||||||||||||||
Diversified: 1.3% | |||||||||||||||||||
2,905,000 | # | Argos Merger Sub, Inc., 7.125%, 03/15/23 | 3,050,250 | 0.4 | |||||||||||||||
1,285,000 | #, & | Carlson Travel Holdings, Inc., 7.500%, 08/15/19 | 1,307,487 | 0.2 | |||||||||||||||
885,000 | # | Horizon Pharma Financing, Inc., 6.625%, 05/01/23 | 923,719 | 0.1 | |||||||||||||||
2,010,000 | # | James Hardie International Finance Ltd, 5.875%, 02/15/23 | 2,080,350 | 0.3 | |||||||||||||||
1,250,000 | # | The Nielsen Co. Luxembourg SARL, 5.500%, 10/01/21 | 1,267,188 | 0.2 | |||||||||||||||
1,000,000 | Other Securities | 1,002,500 | 0.1 | ||||||||||||||||
9,631,494 | 1.3 | ||||||||||||||||||
Energy: 11.5% | |||||||||||||||||||
3,030,000 | # | Blue Racer Midstream LLC/ Blue Racer Finance Corp., 6.125%, 11/15/22 | 3,136,050 | 0.4 | |||||||||||||||
250,000 | # | Calumet Specialty Products Partners L.P./ Calumet Finance Corp., 7.750%, 04/15/23 | 258,125 | 0.0 | |||||||||||||||
3,000,000 | Crestwood Midstream Partners L.P./Crestwood Midstream Finance Corp., 6.000%, 12/15/20 | 3,120,000 | 0.4 | ||||||||||||||||
3,000,000 | # | CrownRock L.P./ CrownRock Finance, Inc., 7.125%, 04/15/21 | 3,120,000 | 0.4 | |||||||||||||||
1,760,000 | #, L | EP Energy LLC/Everest Acquisition Finance, Inc., 6.375%, 06/15/23 | 1,771,000 | 0.2 | |||||||||||||||
1,180,000 | #, L | Halcon Resources Corp., 8.625%, 02/01/20 | 1,169,675 | 0.2 | |||||||||||||||
3,250,000 | # | Hilcorp Energy I L.P./Hilcorp Finance Co., 5.000%, 12/01/24 | 3,063,775 | 0.4 | |||||||||||||||
2,365,000 | # | Lonestar Resources America, Inc., 8.750%, 04/15/19 | 1,951,125 | 0.3 | |||||||||||||||
3,260,000 | Murphy Oil USA, Inc., 6.000%, 08/15/23 | 3,423,000 | 0.5 | ||||||||||||||||
1,175,000 | # | Northern Oil and Gas, Inc., 8.000%, 06/01/20 | 1,063,375 | 0.2 | |||||||||||||||
640,000 | # | Paragon Offshore PLC, 6.750%, 07/15/22 | 214,400 | 0.0 | |||||||||||||||
1,280,000 | # | Paragon Offshore PLC, 7.250%, 08/15/24 | 422,400 | 0.1 | |||||||||||||||
3,350,000 | # | Parsley Energy LLC/ Parsley Finance Corp., 7.500%, 02/15/22 | 3,415,962 | 0.5 | |||||||||||||||
1,765,000 | # | PBF Logistics L.P./PBF Logistics Finance Corp., 6.875%, 05/15/23 | 1,782,650 | 0.2 | |||||||||||||||
3,050,000 | # | Rockies Express Pipeline, LLC, 5.625%, 04/15/20 | 3,133,875 | 0.4 |
VOYA HIGH YIELD PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Energy: (continued) | |||||||||||||||||||
3,400,000 | Summit Midstream Holdings LLC/Summit Midstream Finance Corp., 5.500%, 08/15/22 | $ | 3,264,000 | 0.5 | |||||||||||||||
1,480,000 | # | SunCoke Energy Partners L.P./SunCoke Energy Partners Finance Corp., 7.375%, 02/01/20 | 1,502,200 | 0.2 | |||||||||||||||
595,000 | # | SunCoke Energy Partners L.P./SunCoke Energy Partners Finance Corp., 7.375%, 02/01/20 | 603,925 | 0.1 | |||||||||||||||
2,485,000 | # | Sunoco L.P./Sunoco Finance Corp., 6.375%, 04/01/23 | 2,596,825 | 0.4 | |||||||||||||||
3,455,000 | # | Talos Production LLC, 9.750%, 02/15/18 | 3,023,125 | 0.4 | |||||||||||||||
50,460,000 | Other Securities(a),(b) | 41,368,440 | 5.7 | ||||||||||||||||
83,403,927 | 11.5 | ||||||||||||||||||
Financial: 6.3% | |||||||||||||||||||
3,565,000 | # | AerCap Ireland Capital Ltd./AerCap Global Aviation Trust, 4.500%, 05/15/21 | 3,591,737 | 0.5 | |||||||||||||||
5,652,000 | Ally Financial, Inc., 3.500%–8.000%, 07/18/16–11/01/31 | 6,538,550 | 0.9 | ||||||||||||||||
3,150,000 | CBRE Services, Inc., 5.250%, 03/15/25 | 3,268,125 | 0.5 | ||||||||||||||||
1,000,000 | # | CIT Group, Inc., 5.500%, 02/15/19 | 1,045,000 | 0.1 | |||||||||||||||
4,000,000 | CIT Group, Inc., 4.250%–5.000%, 08/15/17–08/15/22 | 3,995,000 | 0.6 | ||||||||||||||||
1,775,000 | # | Communications Sales & Leasing, Inc., 8.250%, 10/15/23 | 1,750,594 | 0.2 | |||||||||||||||
295,000 | # | Energizer Holdings, Inc., 5.500%, 06/15/25 | 292,050 | 0.0 | |||||||||||||||
2,350,000 | # | ESH Hospitality, Inc., 5.250%, 05/01/25 | 2,297,125 | 0.3 | |||||||||||||||
2,250,000 | # | International Lease Finance Corp., 7.125%, 09/01/18 | 2,514,375 | 0.3 | |||||||||||||||
2,000,000 | International Lease Finance Corp., 8.250%–8.625%, 09/15/15–12/15/20 | 2,203,750 | 0.3 | ||||||||||||||||
499,200 | #, ± | Lehman Brothers Holdings, Inc., 8.160%, 05/30/09 | 28,142 | 0.0 | |||||||||||||||
2,685,000 | # | Rayonier AM Products, Inc., 5.500%, 06/01/24 | 2,409,787 | 0.3 | |||||||||||||||
1,210,000 | #, L | Realogy Group LLC/ Realogy Co-Issuer Corp., 5.250%, 12/01/21 | 1,229,663 | 0.2 | |||||||||||||||
590,000 | # | RHP Hotel Properties L.P./ RHP Finance Corp., 5.000%, 04/15/23 | 581,150 | 0.1 | |||||||||||||||
1,250,000 | #, & | Sophia Holding Finance L.P./Sophia Holding Finance, Inc., 9.625%, 12/01/18 | 1,270,313 | 0.2 | |||||||||||||||
12,880,000 | Other Securities | 12,865,069 | 1.8 | ||||||||||||||||
45,880,430 | 6.3 | ||||||||||||||||||
Industrial: 8.3% | |||||||||||||||||||
3,630,000 | ADS Waste Holdings, Inc., 8.250%, 10/01/20 | 3,775,200 | 0.5 | ||||||||||||||||
630,000 | # | AECOM Technology Corp., 5.750%, 10/15/22 | 639,450 | 0.1 | |||||||||||||||
630,000 | # | AECOM Technology Corp., 5.875%, 10/15/24 | 640,238 | 0.1 | |||||||||||||||
2,754,813 | #, & | Ardagh Finance Holdings SA, 8.625%, 06/15/19 | 2,865,005 | 0.4 | |||||||||||||||
441,176 | # | Ardagh Packaging Finance PLC, 7.000%, 11/15/20 | 452,206 | 0.1 | |||||||||||||||
1,170,000 | # | ATS Automation Tooling Systems, Inc., 6.500%, 06/15/23 | 1,197,787 | 0.2 | |||||||||||||||
3,520,000 | # | BC Mountain LLC/BC Mountain Finance, Inc., 7.000%, 02/01/21 | 3,159,200 | 0.4 | |||||||||||||||
2,000,000 | # | Building Materials Corp. of America, 6.750%, 05/01/21 | 2,092,500 | 0.3 | |||||||||||||||
1,500,000 | # | Cleaver-Brooks, Inc., 8.750%, 12/15/19 | 1,485,000 | 0.2 | |||||||||||||||
2,500,000 | # | Dematic SA/DH Services Luxembourg Sarl, 7.750%, 12/15/20 | 2,606,250 | 0.4 | |||||||||||||||
295,000 | # | EnerSys, 5.000%, 04/30/23 | 293,248 | 0.0 | |||||||||||||||
3,000,000 | # | Gardner Denver, Inc., 6.875%, 08/15/21 | 2,748,750 | 0.4 | |||||||||||||||
3,280,000 | # | Gates Global LLC/Gates Global Co., 6.000%, 07/15/22 | 2,984,800 | 0.4 | |||||||||||||||
1,735,000 | # | Masonite International Corp., 5.625%, 03/15/23 | 1,771,869 | 0.2 | |||||||||||||||
2,880,000 | # | PaperWorks Industries, Inc., 9.500%, 08/15/19 | 2,876,400 | 0.4 | |||||||||||||||
2,900,000 | # | Plastipak Holdings, Inc., 6.500%, 10/01/21 | 2,965,250 | 0.4 | |||||||||||||||
2,675,000 | # | Sanmina Corp., 4.375%, 06/01/19 | 2,675,000 | 0.4 | |||||||||||||||
1,000,000 | #, L | Sealed Air Corp., 5.500%, 09/15/25 | 1,010,000 | 0.1 | |||||||||||||||
500,000 | # | Sealed Air Corp., 6.500%, 12/01/20 | 553,750 | 0.1 | |||||||||||||||
2,830,000 | # | Syncreon Group BV/ Syncreon Global Finance US, Inc., 8.625%, 11/01/21 | 2,157,875 | 0.3 | |||||||||||||||
1,180,000 | # | TransDigm, Inc., 6.500%, 05/15/25 | 1,172,625 | 0.1 | |||||||||||||||
2,680,000 | TransDigm, Inc., 6.000%–6.500%, 07/15/22–07/15/24 | 2,659,900 | 0.4 |
VOYA HIGH YIELD PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Industrial: (continued) | |||||||||||||||||||
3,000,000 | # | Unifrax I LLC/Unifrax Holding Co., 7.500%, 02/15/19 | $ | 3,030,000 | 0.4 | ||||||||||||||
3,015,000 | # | Waterjet Holdings, Inc., 7.625%, 02/01/20 | 3,150,675 | 0.4 | |||||||||||||||
2,500,000 | # | Wise Metals Group LLC, 8.750%, 12/15/18 | 2,653,125 | 0.4 | |||||||||||||||
675,000 | # | Wise Metals Intermediate Holdings LLC/Wise Holdings Finance Corp., 9.750%, 06/15/19 | 721,406 | 0.1 | |||||||||||||||
1,170,000 | # | XPO Logistics, Inc., 6.500%, 06/15/22 | 1,148,063 | 0.2 | |||||||||||||||
6,134,000 | Other Securities | 6,406,255 | 0.9 | ||||||||||||||||
59,891,827 | 8.3 | ||||||||||||||||||
Technology: 5.0% | |||||||||||||||||||
550,000 | # | Activision Blizzard, Inc., 5.625%, 09/15/21 | 577,500 | 0.1 | |||||||||||||||
2,520,000 | # | Activision Blizzard, Inc., 6.125%, 09/15/23 | 2,709,000 | 0.4 | |||||||||||||||
1,565,000 | # | Audatex North America, Inc., 6.000%, 06/15/21 | 1,613,906 | 0.2 | |||||||||||||||
1,210,000 | # | Audatex North America, Inc., 6.125%, 11/01/23 | 1,247,813 | 0.2 | |||||||||||||||
3,000,000 | # | BMC Software Finance, Inc., 8.125%, 07/15/21 | 2,441,250 | 0.3 | |||||||||||||||
1,850,000 | #,&,L | Boxer Parent Co., Inc., 9.000%, 10/15/19 | 1,320,437 | 0.2 | |||||||||||||||
3,750,000 | Emdeon, Inc., 11.000%, 12/31/19 | 4,082,812 | 0.6 | ||||||||||||||||
2,586,000 | # | Entegris, Inc., 6.000%, 04/01/22 | 2,666,812 | 0.4 | |||||||||||||||
1,750,000 | # | First Data Corp., 8.250%, 01/15/21 | 1,850,625 | 0.3 | |||||||||||||||
3,452,000 | First Data Corp., 10.625%–11.750%, 06/15/21–08/15/21 | 3,858,180 | 0.5 | ||||||||||||||||
1,500,000 | # | IMS Health, Inc., 6.000%, 11/01/20 | 1,548,750 | 0.2 | |||||||||||||||
2,360,000 | #,& | Infor Software Parent LLC / Infor Software Parent, Inc., 7.125%, 05/01/21 | 2,377,700 | 0.3 | |||||||||||||||
910,000 | # | MSCI, Inc., 5.250%, 11/15/24 | 923,650 | 0.1 | |||||||||||||||
1,780,000 | # | Open Text Corp., 5.625%, 01/15/23 | 1,766,650 | 0.2 | |||||||||||||||
1,500,000 | # | Sophia L.P./Sophia Finance, Inc., 9.750%, 01/15/19 | 1,597,500 | 0.2 | |||||||||||||||
145,000 | # | SS&C Technologies Holdings, Inc., 5.875%, 07/15/23 | 146,813 | 0.0 | |||||||||||||||
5,450,000 | Other Securities | 5,548,188 | 0.8 | ||||||||||||||||
36,277,586 | 5.0 | ||||||||||||||||||
Utilities: 2.2% | |||||||||||||||||||
585,000 | # | Altice US Finance SA, 7.750%, 07/15/25 | 563,062 | 0.1 | |||||||||||||||
4,635,000 | Calpine Corp., 5.375%–5.750%, 01/15/23–01/15/25 | 4,531,444 | 0.6 | ||||||||||||||||
3,000,000 | # | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/23 | 3,112,500 | 0.4 | |||||||||||||||
5,250,000 | NRG Energy, Inc., 6.250%–8.250%, 01/15/18–07/15/22 | 5,518,750 | 0.8 | ||||||||||||||||
2,190,000 | Other Securities | 2,306,270 | 0.3 | ||||||||||||||||
16,032,026 | 2.2 | ||||||||||||||||||
Total Corporate Bonds/Notes (Cost $707,526,504) | 698,282,922 | 96.1 | |||||||||||||||||
SHORT-TERM INVESTMENTS: 3.3% | |||||||||||||||||||
Securities Lending Collateralcc: 3.3% | |||||||||||||||||||
5,640,590 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/15, 0.15%, due 07/01/15 (Repurchase Amount $5,640,613, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–8.500%, Market Value plus accrued interest $5,753,402, due 07/15/15–05/20/65) | 5,640,590 | 0.8 | ||||||||||||||||
5,640,590 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/15, 0.18%, due 07/01/15 (Repurchase Amount $5,640,618, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–9.250%, Market Value plus accrued interest $5,753,374, due 11/15/15–03/01/48) | 5,640,590 | 0.8 | ||||||||||||||||
5,640,590 | Nomura Securities, Repurchase Agreement dated 06/30/15, 0.14%, due 07/01/15 (Repurchase Amount $5,640,612, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–9.500%, Market Value plus accrued interest $5,753,403, due 07/31/15–05/20/65) | 5,640,590 | 0.8 |
VOYA HIGH YIELD PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||||||
Securities Lending Collateralcc: (continued) | |||||||||||||||||||
4,098,526 | Royal Bank of Canada, Repurchase Agreement dated 06/30/15, 0.10%, due 07/01/15 (Repurchase Amount $4,098,537, collateralized by various U.S. Government Agency Obligations, 2.375%–6.500%, Market Value plus accrued interest $4,180,497, due 03/01/19–02/20/65) | $ | 4,098,526 | 0.5 | |||||||||||||||
2,729,295 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/15, 0.20%, due 07/01/15 (Repurchase Amount $2,729,310, collateralized by various U.S. Government Securities, 0.125%–2.500%, Market Value plus accrued interest $2,784,926, due 01/15/17–01/15/29) | 2,729,295 | 0.4 | ||||||||||||||||
23,749,591 | 3.3 | ||||||||||||||||||
Total Short-Term Investments (Cost $23,749,591) | 23,749,591 | 3.3 | |||||||||||||||||
Total Investments in Securities (Cost $731,276,095) | $ | 722,032,513 | 99.4 | ||||||||||||||||
Assets in Excess of Other Liabilities | 4,505,055 | 0.6 | |||||||||||||||||
Net Assets | $ | 726,537,568 | 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 |
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, 2015. |
± | Defaulted security |
(a) | The grouping contains securities in default. |
(b) | This grouping contains securities on loan. |
Cost for federal income tax purposes is $731,397,251. |
Net unrealized depreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 12,300,650 | ||||
Gross Unrealized Depreciation | (21,665,388 | ) | ||||
Net Unrealized Depreciation | $ | (9,364,738 | ) |
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, 2015 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Corporate Bonds/Notes | $ | — | $ | 698,282,922 | $ | — | $ | 698,282,922 | ||||||||||
Short-Term Investments | — | 23,749,591 | — | 23,749,591 | ||||||||||||||
Total Investments, at fair value | $ | — | $ | 722,032,513 | $ | — | $ | 722,032,513 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
VOYA LARGE CAP GROWTH PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) |
as of June 30, 2015
(as a percentage of net assets)
Information Technology | 27.2 | % | |||||
Consumer Discretionary | 21.1 | % | |||||
Health Care | 18.1 | % | |||||
Industrials | 11.4 | % | |||||
Consumer Staples | 10.4 | % | |||||
Financials | 4.6 | % | |||||
Materials | 4.3 | % | |||||
Energy | 2.0 | % | |||||
Assets in Excess of Other Liabilities* | 0.9 | % | |||||
Net Assets | 100.0 | % | |||||
* Includes short-term investments. |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 99.1% | |||||||||||||||||||
Consumer Discretionary: 21.1% | |||||||||||||||||||
395,811 | @ | Amazon.com, Inc. | $ | 171,817,597 | 2.6 | ||||||||||||||
114,999 | @ | Chipotle Mexican Grill, Inc. | 69,573,245 | 1.1 | |||||||||||||||
2,006,930 | Coach, Inc. | 69,459,847 | 1.1 | ||||||||||||||||
2,705,248 | Comcast Corp. — Class A | 162,693,615 | 2.5 | ||||||||||||||||
1,441,387 | @ | Dish Network Corp. — Class A | 97,596,314 | 1.5 | |||||||||||||||
3,106,076 | @ | Hilton Worldwide Holdings, Inc. | 85,572,394 | 1.3 | |||||||||||||||
1,939,732 | Home Depot, Inc. | 215,562,417 | 3.3 | ||||||||||||||||
1,018,410 | Kohl’s Corp. | 63,762,650 | 1.0 | ||||||||||||||||
1,033,713 | @ | Lululemon Athletica, Inc. | 67,501,459 | 1.0 | |||||||||||||||
1,342,703 | Nike, Inc. | 145,038,778 | 2.2 | ||||||||||||||||
605,857 | @ | Ulta Salon Cosmetics & Fragrance, Inc. | 93,574,614 | 1.4 | |||||||||||||||
1,207,039 | Walt Disney Co. | 137,771,431 | 2.1 | ||||||||||||||||
1,379,924,361 | 21.1 | ||||||||||||||||||
Consumer Staples: 10.4% | |||||||||||||||||||
2,019,860 | Altria Group, Inc. | 98,791,353 | 1.5 | ||||||||||||||||
775,398 | Church & Dwight Co., Inc. | 62,908,040 | 1.0 | ||||||||||||||||
914,765 | Costco Wholesale Corp. | 123,548,161 | 1.9 | ||||||||||||||||
1,265,240 | CVS Health | 132,698,371 | 2.0 | ||||||||||||||||
651,122 | @ | Monster Beverage Corp. | 87,263,370 | 1.3 | |||||||||||||||
1,893,933 | PepsiCo, Inc. | 176,779,706 | 2.7 | ||||||||||||||||
681,989,001 | 10.4 | ||||||||||||||||||
Energy: 2.0% | |||||||||||||||||||
553,703 | @ | Concho Resources, Inc. | 63,044,624 | 1.0 | |||||||||||||||
1,512,249 | Halliburton Co. | 65,132,564 | 1.0 | ||||||||||||||||
128,177,188 | 2.0 | ||||||||||||||||||
Financials: 4.6% | |||||||||||||||||||
979,735 | @ | Aon PLC | 97,659,985 | 1.5 | |||||||||||||||
308,090 | Blackrock, Inc. | 106,592,978 | 1.6 | ||||||||||||||||
443,702 | Intercontinental Exchange, Inc. | 99,216,204 | 1.5 | ||||||||||||||||
303,469,167 | 4.6 | ||||||||||||||||||
Health Care: 18.1% | |||||||||||||||||||
555,487 | @ | Allergan plc | 168,568,085 | 2.6 | |||||||||||||||
600,330 | Amgen, Inc. | 92,162,662 | 1.4 | ||||||||||||||||
313,780 | @ | Biogen, Inc. | 126,748,293 | 1.9 | |||||||||||||||
2,153,437 | Bristol-Myers Squibb Co. | 143,289,698 | 2.2 | ||||||||||||||||
811,170 | @ | Celgene Corp. | 93,880,760 | 1.4 | |||||||||||||||
468,590 | @ | Edwards Lifesciences Corp. | 66,741,274 | 1.0 | |||||||||||||||
1,502,041 | Gilead Sciences, Inc. | 175,858,960 | 2.7 | ||||||||||||||||
553,009 | McKesson Corp. | 124,321,953 | 1.9 | ||||||||||||||||
1,724,130 | Merck & Co., Inc. | 98,154,721 | 1.5 | ||||||||||||||||
391,155 | @ | Shire PLC ADR | 94,460,021 | 1.5 | |||||||||||||||
1,184,186,427 | 18.1 | ||||||||||||||||||
Industrials: 11.4% | |||||||||||||||||||
1,420,789 | Ametek, Inc. | 77,830,821 | 1.2 | ||||||||||||||||
992,255 | Danaher Corp. | 84,927,105 | 1.3 | ||||||||||||||||
2,019,918 | Delta Airlines, Inc. | 82,978,231 | 1.3 | ||||||||||||||||
978,861 | @ | Ingersoll-Rand PLC — Class A | 65,994,809 | 1.0 | |||||||||||||||
1,274,418 | Paccar, Inc. | 81,320,613 | 1.2 | ||||||||||||||||
441,954 | Roper Technologies, Inc. | 76,219,387 | 1.2 | ||||||||||||||||
1,481,930 | Textron, Inc. | 66,138,536 | 1.0 | ||||||||||||||||
1,813,410 | @ | Tyco International Plc | 69,780,017 | 1.1 | |||||||||||||||
1,430,242 | Union Pacific Corp. | 136,402,180 | 2.1 | ||||||||||||||||
741,591,699 | 11.4 | ||||||||||||||||||
Information Technology: 27.2% | |||||||||||||||||||
3,684,242 | Apple, Inc. | 462,096,053 | 7.1 | ||||||||||||||||
1,713,966 | @ | Cognizant Technology Solutions Corp. | 104,706,183 | 1.6 | |||||||||||||||
1,817,436 | @ | Electronic Arts, Inc. | 120,859,494 | 1.8 | |||||||||||||||
1,588,713 | @ | Facebook, Inc. | 136,255,970 | 2.1 | |||||||||||||||
2,163,957 | @ | Freescale Semiconductor Holdings Ltd. | 86,493,361 | 1.3 | |||||||||||||||
236,231 | @ | Google, Inc. — Class A | 127,574,189 | 2.0 | |||||||||||||||
1,102,504 | Intuit, Inc. | 111,099,328 | 1.7 | ||||||||||||||||
1,427,730 | Mastercard, Inc. | 133,464,200 | 2.0 | ||||||||||||||||
3,317,077 | Microsoft Corp. | 146,448,950 | 2.2 | ||||||||||||||||
1,019,928 | @ | Qorvo, Inc. | 81,869,621 | 1.3 | |||||||||||||||
2,307,564 | Visa, Inc. | 154,952,923 | 2.4 | ||||||||||||||||
748,153 | @ | VMware, Inc. | 64,146,638 | 1.0 | |||||||||||||||
603,075 | Other Securities | 45,791,485 | 0.7 | ||||||||||||||||
1,775,758,395 | 27.2 |
VOYA LARGE CAP GROWTH PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||||||
Materials: 4.3% | |||||||||||||||||||
1,547,650 | @ | Crown Holdings, Inc. | $ | 81,886,161 | 1.2 | ||||||||||||||
812,790 | Eastman Chemical Co. | 66,502,478 | 1.0 | ||||||||||||||||
285,178 | Sherwin-Williams Co. | 78,429,654 | 1.2 | ||||||||||||||||
897,945 | Other Securities | 56,112,583 | 0.9 | ||||||||||||||||
282,930,876 | 4.3 | ||||||||||||||||||
Total Common Stock (Cost $5,358,129,164) | 6,478,027,114 | 99.1 | |||||||||||||||||
SHORT-TERM INVESTMENTS: 2.3% | |||||||||||||||||||
Mutual Funds: 2.3% | |||||||||||||||||||
147,931,600 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.090%†† (Cost $147,931,600) | 147,931,600 | 2.3 | ||||||||||||||||
Total Short-Term Investments (Cost $147,931,600) | 147,931,600 | 2.3 | |||||||||||||||||
Total Investments in Securities (Cost $5,506,060,764) | $ | 6,625,958,714 | 101.4 | ||||||||||||||||
Liabilities in Excess of Other Assets | (90,884,718 | ) | (1.4 | ) | |||||||||||||||
Net Assets | $ | 6,535,073,996 | 100.0 |
†† | Rate shown is the 7-day yield as of June 30, 2015. |
@ | Non-income producing security. |
ADR | American Depositary Receipt |
Cost for federal income tax purposes is $5,519,332,118. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 1,194,144,184 | ||||
Gross Unrealized Depreciation | (87,517,588 | ) | ||||
Net Unrealized Appreciation | $ | 1,106,626,596 |
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, 2015 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock* | $ | 6,478,027,114 | $ | — | $ | — | $ | 6,478,027,114 | ||||||||||
Short-Term Investments | 147,931,600 | — | — | 147,931,600 | ||||||||||||||
Total Investments, at fair value | $ | 6,625,958,714 | $ | — | $ | — | $ | 6,625,958,714 |
* | For further breakdown of Common Stock by sector, please refer to the Summary Portfolio of Investments. |
VOYA LARGE CAP VALUE PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) |
as of June 30, 2015
(as a percentage of net assets)
Financials | 26.7 | % | |||||
Energy | 14.2 | % | |||||
Industrials | 11.4 | % | |||||
Health Care | 10.7 | % | |||||
Information Technology | 9.3 | % | |||||
Consumer Discretionary | 6.9 | % | |||||
Consumer Staples | 6.5 | % | |||||
Utilities | 5.4 | % | |||||
Materials | 3.6 | % | |||||
Telecommunication Services | 2.0 | % | |||||
Assets in Excess of Other Liabilities* | 3.3 | % | |||||
Net Assets | 100.0 | % | |||||
* Includes short-term investments. |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 96.7% | |||||||||||||||||||
Consumer Discretionary: 6.9% | |||||||||||||||||||
684,542 | Coach, Inc. | $ | 23,691,999 | 1.4 | |||||||||||||||
190,943 | @ | Delphi Automotive PLC | 16,247,340 | 1.0 | |||||||||||||||
368,317 | Kohl’s Corp. | 23,060,327 | 1.4 | ||||||||||||||||
316,798 | Viacom — Class B | 20,477,823 | 1.3 | ||||||||||||||||
760,529 | Other Securities | 29,622,756 | 1.8 | ||||||||||||||||
113,100,245 | 6.9 | ||||||||||||||||||
Consumer Staples: 6.5% | |||||||||||||||||||
406,376 | Coca-Cola Co. | 15,942,131 | 1.0 | ||||||||||||||||
432,766 | ConAgra Foods, Inc. | 18,920,530 | 1.1 | ||||||||||||||||
157,767 | Kimberly-Clark Corp. | 16,718,569 | 1.0 | ||||||||||||||||
235,574 | Kraft Foods Group, Inc. | 20,056,770 | 1.2 | ||||||||||||||||
259,335 | Philip Morris International, Inc. | 20,790,887 | 1.3 | ||||||||||||||||
211,358 | Other Securities | 15,407,998 | 0.9 | ||||||||||||||||
107,836,885 | 6.5 | ||||||||||||||||||
Energy: 14.2% | |||||||||||||||||||
300,762 | Anadarko Petroleum Corp. | 23,477,482 | 1.4 | ||||||||||||||||
287,503 | EOG Resources, Inc. | 25,170,888 | 1.5 | ||||||||||||||||
345,345 | ExxonMobil Corp. | 28,732,704 | 1.8 | ||||||||||||||||
463,426 | Halliburton Co. | 19,959,758 | 1.2 | ||||||||||||||||
377,120 | Occidental Petroleum Corp. | 29,328,622 | 1.8 | ||||||||||||||||
355,623 | @ | Royal Dutch Shell PLC —Class A ADR | 20,274,067 | 1.2 | |||||||||||||||
417,239 | Schlumberger Ltd. | 35,961,829 | 2.2 | ||||||||||||||||
330,196 | @ | Total S.A. ADR | 16,235,737 | 1.0 | |||||||||||||||
364,450 | Valero Energy Corp. | 22,814,570 | 1.4 | ||||||||||||||||
462,841 | Other Securities | 11,959,812 | 0.7 | ||||||||||||||||
233,915,469 | 14.2 | �� | |||||||||||||||||
Financials: 26.7% | |||||||||||||||||||
177,099 | Ameriprise Financial, Inc. | 22,124,978 | 1.3 | ||||||||||||||||
364,227 | Arthur J. Gallagher & Co. | 17,227,937 | 1.0 | ||||||||||||||||
577,699 | Blackstone Group LP | 23,610,558 | 1.4 | ||||||||||||||||
760,563 | Citigroup, Inc. | 42,013,500 | 2.6 | ||||||||||||||||
587,110 | Discover Financial Services | 33,829,278 | 2.1 | ||||||||||||||||
743,124 | Invesco Ltd. | 27,859,719 | 1.7 | ||||||||||||||||
831,097 | JPMorgan Chase & Co. | 56,315,133 | 3.4 | ||||||||||||||||
1,088,427 | Keycorp | 16,348,174 | 1.0 | ||||||||||||||||
314,500 | @ | Lazard Ltd. | 17,687,480 | 1.1 | |||||||||||||||
347,647 | Lincoln National Corp. | 20,587,655 | 1.3 | ||||||||||||||||
311,776 | Prudential Financial, Inc. | 27,286,635 | 1.7 | ||||||||||||||||
1,176,911 | Wells Fargo & Co. | 66,189,475 | 4.0 | ||||||||||||||||
707,425 | @ | XL Group PLC | 26,316,210 | 1.6 | |||||||||||||||
1,697,472 | Other Securities | 41,708,472 | 2.5 | ||||||||||||||||
439,105,204 | 26.7 | ||||||||||||||||||
Health Care: 10.7% | |||||||||||||||||||
316,617 | Bristol-Myers Squibb Co. | 21,067,695 | 1.3 | ||||||||||||||||
176,093 | Gilead Sciences, Inc. | 20,616,969 | 1.3 | ||||||||||||||||
362,899 | Medtronic PLC | 26,890,816 | 1.6 | ||||||||||||||||
807,151 | Merck & Co., Inc. | 45,951,106 | 2.8 | ||||||||||||||||
1,053,763 | Pfizer, Inc. | 35,332,673 | 2.1 | ||||||||||||||||
214,443 | UnitedHealth Group, Inc. | 26,162,046 | 1.6 | ||||||||||||||||
176,021,305 | 10.7 | ||||||||||||||||||
Industrials: 11.4% | |||||||||||||||||||
242,526 | Deere & Co. | 23,537,148 | 1.5 | ||||||||||||||||
153,791 | General Dynamics Corp. | 21,790,647 | 1.3 | ||||||||||||||||
1,986,808 | General Electric Co. | 52,789,489 | 3.2 | ||||||||||||||||
75,153 | @ | TransDigm Group, Inc. | 16,884,624 | 1.0 | |||||||||||||||
247,629 | United Technologies Corp. | 27,469,485 | 1.7 | ||||||||||||||||
402,219 | Other Securities | 44,900,385 | 2.7 | ||||||||||||||||
187,371,778 | 11.4 | ||||||||||||||||||
Information Technology: 9.3% | |||||||||||||||||||
131,412 | Apple, Inc. | 16,482,350 | 1.0 | ||||||||||||||||
1,441,213 | Cisco Systems, Inc. | 39,575,709 | 2.4 | ||||||||||||||||
1,281,205 | Intel Corp. | 38,967,850 | 2.4 | ||||||||||||||||
344,301 | L | Microchip Technology, Inc. | 16,328,475 | 1.0 | |||||||||||||||
937,729 | Microsoft Corp. | 41,400,735 | 2.5 | ||||||||||||||||
152,755,119 | 9.3 | ||||||||||||||||||
Materials: 3.6% | |||||||||||||||||||
410,272 | Dow Chemical Co. | 20,993,618 | 1.3 | ||||||||||||||||
329,460 | International Paper Co. | 15,679,002 | 1.0 | ||||||||||||||||
472,400 | Mosaic Co. | 22,131,940 | 1.3 | ||||||||||||||||
58,804,560 | 3.6 | ||||||||||||||||||
Telecommunication Services: 2.0% | |||||||||||||||||||
940,128 | AT&T, Inc. | 33,393,347 | 2.0 |
VOYA LARGE CAP VALUE PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||||||
Utilities: 5.4% | |||||||||||||||||||
387,084 | American Electric Power Co., Inc. | $ | 20,503,840 | 1.3 | |||||||||||||||
272,639 | DTE Energy Co. | 20,349,775 | 1.2 | ||||||||||||||||
199,149 | Sempra Energy | 19,703,802 | 1.2 | ||||||||||||||||
678,677 | Southern Co. | 28,436,566 | 1.7 | ||||||||||||||||
88,993,983 | 5.4 | ||||||||||||||||||
Total Common Stock (Cost $1,543,471,629) | 1,591,297,895 | 96.7 |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 2.0% | |||||||||||||||||||
Securities Lending Collateralcc: 1.0% | |||||||||||||||||||
3,897,914 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/15, 0.15%, due 07/01/15 (Repurchase Amount $3,897,930, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–8.500%, Market Value plus accrued interest $3,975,872, due 07/15/15–05/20/65) | 3,897,914 | 0.3 | ||||||||||||||||
3,897,914 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/15, 0.18%, due 07/01/15 (Repurchase Amount $3,897,933, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–9.250%, Market Value plus accrued interest $3,975,853, due 11/15/15–03/01/48) | 3,897,914 | 0.2 | ||||||||||||||||
3,897,914 | Nomura Securities, Repurchase Agreement dated 06/30/15, 0.14%, due 07/01/15 (Repurchase Amount $3,897,929, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–9.500%, Market Value plus accrued interest $3,975,873, due 07/31/15–05/20/65) | 3,897,914 | 0.2 | ||||||||||||||||
2,870,696 | Royal Bank of Canada, Repurchase Agreement dated 06/30/15, 0.10%, due 07/01/15 (Repurchase Amount $2,870,704, collateralized by various U.S. Government Agency Obligations, 2.375%–6.500%, Market Value plus accrued interest $2,928,110, due 03/01/19–02/20/65) | 2,870,696 | 0.2 | ||||||||||||||||
1,847,832 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/15, 0.20%, due 07/01/15 (Repurchase Amount $1,847,842, collateralized by various U.S. Government Securities, 0.125%–2.500%, Market Value plus accrued interest $1,885,496, due 01/15/17–01/15/29) | 1,847,832 | 0.1 | ||||||||||||||||
16,412,270 | 1.0 |
Shares | | | | Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Funds: 1.0% | ||||||||||||||||||
15,742,000 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.090%†† (Cost $15,742,000) | 15,742,000 | 1.0 | |||||||||||||||
Total Short-Term Investments (Cost $32,154,270) | 32,154,270 | 2.0 | ||||||||||||||||
Total Investments in Securities (Cost $1,575,625,899) | $ | 1,623,452,165 | 98.7 | |||||||||||||||
Assets in Excess of Other Liabilities | 22,161,927 | 1.3 | ||||||||||||||||
Net Assets | $ | 1,645,614,092 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2015. |
@ | 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, 2015. |
VOYA LARGE CAP VALUE PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Cost for federal income tax purposes is $1,576,472,358. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 105,916,418 | ||||
Gross Unrealized Depreciation | (58,936,611 | ) | ||||
Net Unrealized Appreciation | $ | 46,979,807 |
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, 2015 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock* | $ | 1,591,297,895 | $ | — | $ | — | $ | 1,591,297,895 | ||||||||||
Short-Term Investments | 15,742,000 | 16,412,270 | — | 32,154,270 | ||||||||||||||
Total Investments, at fair value | $ | 1,607,039,895 | $ | 16,412,270 | $ | — | $ | 1,623,452,165 |
* | For further breakdown of Common Stock by sector, please refer to the Summary Portfolio of Investments. |
VOYA LIMITED MATURITY BOND PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) |
as of June 30, 2015
(as a percentage of net assets)
Corporate Bonds/Notes | 42.3 | % | |||||
U.S. Treasury Obligations | 30.4 | % | |||||
Asset-Backed Securities | 15.6 | % | |||||
Collateralized Mortgage Obligations | 8.1 | % | |||||
U.S. Government Agency Obligations | 1.3 | % | |||||
Assets in Excess of Other Liabilities* | 2.3 | % | |||||
Net Assets | 100.0 | % | |||||
* Includes short-term investments. |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: 42.3% | |||||||||||||||||||
Basic Materials: 1.9% | |||||||||||||||||||
1,002,000 | BHP Billiton Finance USA Ltd., 2.050%, 09/30/18 | $ | 1,016,706 | 0.4 | |||||||||||||||
400,000 | # | Glencore Funding LLC, 2.125%, 04/16/18 | 397,058 | 0.1 | |||||||||||||||
3,951,000 | Other Securities | 4,001,785 | 1.4 | ||||||||||||||||
5,415,549 | 1.9 | ||||||||||||||||||
Communications: 2.0% | |||||||||||||||||||
690,000 | # | Alibaba Group Holding Ltd., 1.625%, 11/28/17 | 690,036 | 0.2 | |||||||||||||||
1,107,000 | Walt Disney Co., 1.100%, 12/01/17 | 1,106,536 | 0.4 | ||||||||||||||||
3,849,000 | Other Securities | 3,930,571 | 1.4 | ||||||||||||||||
5,727,143 | 2.0 | ||||||||||||||||||
Consumer, Cyclical: 3.3% | |||||||||||||||||||
1,141,000 | American Honda Finance Corp., 1.200%–2.250%, 07/14/17–08/15/19 | 1,146,813 | 0.4 | ||||||||||||||||
757,000 | Ford Motor Credit Co. LLC, 1.684%, 09/08/17 | 755,086 | 0.3 | ||||||||||||||||
925,000 | Ford Motor Credit Co., LLC, 1.700%, 05/09/16 | 926,338 | 0.3 | ||||||||||||||||
420,000 | # | Hyundai Capital America, 1.625%, 10/02/15 | 420,534 | 0.1 | |||||||||||||||
1,075,000 | # | Hyundai Capital America, 1.875%, 08/09/16 | 1,081,492 | 0.4 | |||||||||||||||
566,000 | # | Volkswagen Group of America Finance LLC, 1.600%, 11/20/17 | 566,750 | 0.2 | |||||||||||||||
285,000 | # | Volkswagen International Finance NV, 1.125%, 11/18/16 | 285,472 | 0.1 | |||||||||||||||
4,389,000 | Other Securities | 4,396,216 | 1.5 | ||||||||||||||||
9,578,701 | 3.3 | ||||||||||||||||||
Consumer, Non-cyclical: 8.8% | |||||||||||||||||||
1,300,000 | Abbott Laboratories, 2.000%, 03/15/20 | 1,289,815 | 0.4 | ||||||||||||||||
1,372,000 | AbbVie, Inc., 1.750%–1.800%, 11/06/17–05/14/18 | 1,372,331 | 0.5 | ||||||||||||||||
610,000 | # | BAT International Finance PLC, 1.850%, 06/15/18 | 611,570 | 0.2 | |||||||||||||||
570,000 | # | Baxalta, Inc., 2.000%, 06/22/18 | 569,351 | 0.2 | |||||||||||||||
592,000 | # | Bayer US Finance LLC, 1.500%, 10/06/17 | 594,645 | 0.2 | |||||||||||||||
1,060,000 | # | HJ Heinz Co., 2.000%, 07/02/18 | 1,059,855 | 0.4 | |||||||||||||||
860,000 | # | JM Smucker Co., 1.750%, 03/15/18 | 859,549 | 0.3 | |||||||||||||||
433,000 | # | Medtronic, Inc., 2.500%, 03/15/20 | 433,635 | 0.1 | |||||||||||||||
1,124,000 | Synchrony Financial, 1.875%, 08/15/17 | 1,123,930 | 0.4 | ||||||||||||||||
560,000 | # | WM Wrigley Jr Co., 1.400%, 10/21/16 | 561,556 | 0.2 | |||||||||||||||
16,913,000 | Other Securities | 16,940,096 | 5.9 | ||||||||||||||||
25,416,333 | 8.8 | ||||||||||||||||||
Energy: 2.9% | |||||||||||||||||||
1,170,000 | BP Capital Markets PLC, 1.674%–2.521%, 11/01/16–01/15/20 | 1,180,318 | 0.4 | ||||||||||||||||
320,000 | # | Chevron Phillips Chemical Co. LLC/Chevron Phillips Chemical Co. L.P., 1.700%, 05/01/18 | 319,650 | 0.1 | |||||||||||||||
530,000 | # | Columbia Pipeline Group, Inc., 2.450%, 06/01/18 | 534,183 | 0.2 | |||||||||||||||
6,406,000 | Other Securities | 6,402,694 | 2.2 | ||||||||||||||||
8,436,845 | 2.9 | ||||||||||||||||||
Financial: 18.9% | |||||||||||||||||||
1,089,000 | Abbey National Treasury Services PLC/London, 1.650%, 09/29/17 | 1,092,977 | 0.4 | ||||||||||||||||
1,063,000 | Bank of America Corp., 2.600%, 01/15/19 | 1,074,771 | 0.4 | ||||||||||||||||
1,963,000 | Bank of America Corp., 1.950%–3.750%, 07/12/16–04/01/19 | 1,991,281 | 0.7 | ||||||||||||||||
1,426,000 | Bank of Nova Scotia, 1.300%, 07/21/17 | 1,426,783 | 0.5 | ||||||||||||||||
810,000 | # | Bank of Tokyo-Mitsubishi UFJ Ltd./The, 1.700%, 03/05/18 | 808,321 | 0.3 | |||||||||||||||
704,000 | #,L | Bank of Tokyo-Mitsubishi UFJ Ltd., 1.550%, 09/09/16 | 707,211 | 0.2 | |||||||||||||||
541,000 | # | Banque Federative du Credit Mutuel SA, 1.700%, 01/20/17 | 543,687 | 0.2 | |||||||||||||||
900,000 | Barclays Bank PLC, 5.000%, 09/22/16 | 942,013 | 0.3 | ||||||||||||||||
467,000 | # | BNP Paribas Home Loan SFH SA, 2.200%, 11/02/15 | 469,578 | 0.2 | |||||||||||||||
1,075,000 | Citigroup, Inc., 1.850%, 11/24/17 | 1,078,052 | 0.4 |
VOYA LIMITED MATURITY BOND PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Financial: (continued) | |||||||||||||||||||
592,000 | Citigroup, Inc., 2.500%, 07/29/19 | $ | 592,991 | 0.2 | |||||||||||||||
1,082,000 | Compass Bank, 1.850%, 09/29/17 | 1,081,104 | 0.4 | ||||||||||||||||
1,466,000 | Credit Suisse/New York NY, 1.375%–1.700%, 05/26/17–04/27/18 | 1,462,702 | 0.5 | ||||||||||||||||
1,026,000 | Goldman Sachs Group, Inc., 2.375%, 01/22/18 | 1,041,509 | 0.3 | ||||||||||||||||
1,322,000 | Goldman Sachs Group, Inc., 2.550%–2.625%, 01/31/19–10/23/19 | 1,332,876 | 0.5 | ||||||||||||||||
1,964,000 | Huntington National Bank, 1.350%–2.000%, 08/02/16–06/30/18 | 1,960,309 | 0.7 | ||||||||||||||||
1,284,000 | JPMorgan Chase & Co., 1.350%, 02/15/17 | 1,285,266 | 0.4 | ||||||||||||||||
1,070,000 | JPMorgan Chase & Co., 1.700%, 03/01/18 | 1,067,102 | 0.4 | ||||||||||||||||
1,300,000 | # | Macquarie Bank Ltd., 1.600%, 10/27/17 | 1,299,913 | 0.4 | |||||||||||||||
504,000 | # | Mitsubishi UFJ Trust & Banking Corp., 1.600%, 10/16/17 | 503,246 | 0.2 | |||||||||||||||
481,000 | # | Mizuho Bank Ltd., 1.300%, 04/16/17 | 479,252 | 0.2 | |||||||||||||||
1,169,000 | Morgan Stanley, 5.450%, 01/09/17 | 1,238,918 | 0.4 | ||||||||||||||||
1,354,000 | Morgan Stanley, 2.125%–2.375%, 04/25/18–07/23/19 | 1,353,137 | 0.5 | ||||||||||||||||
500,000 | # | Nordea Bank AB, 0.875%, 05/13/16 | 501,208 | 0.2 | |||||||||||||||
600,000 | PNC Funding Corp., 5.625%, 02/01/17 | 637,797 | 0.2 | ||||||||||||||||
1,203,000 | PNC Bank NA, 1.150%–2.400%, 11/01/16–10/18/19 | 1,208,843 | 0.4 | ||||||||||||||||
626,000 | # | Scentre Group Trust 1/ Scentre Group Trust 2, 2.375%, 11/05/19 | 623,909 | 0.2 | |||||||||||||||
1,050,000 | Toronto-Dominion Bank, 1.125%, 05/02/17 | 1,051,839 | 0.4 | ||||||||||||||||
584,000 | Toronto-Dominion Bank, 2.250%, 11/05/19 | 586,485 | 0.2 | ||||||||||||||||
490,000 | UBS AG, 5.875%, 07/15/16 | 511,676 | 0.2 | ||||||||||||||||
1,165,000 | UBS AG/Stamford CT, 1.375%–1.800%, 08/14/17–03/26/18 | 1,161,429 | 0.4 | ||||||||||||||||
1,281,000 | US Bank NA/Cincinnati OH, 1.375%–2.125%, 09/11/17–10/28/19 | 1,283,569 | 0.4 | ||||||||||||||||
513,000 | # | WEA Finance LLC/ Westfield UK & Europe Finance PLC, 1.750%, 09/15/17 | 514,619 | 0.2 | |||||||||||||||
438,000 | # | WEA Finance LLC/ Westfield UK & Europe Finance PLC, 2.700%, 09/17/19 | 438,737 | 0.1 | |||||||||||||||
1,348,000 | Wells Fargo & Co., 2.100%, 05/08/17 | 1,371,039 | 0.5 | ||||||||||||||||
19,607,000 | Other Securities | 19,661,067 | 6.8 | ||||||||||||||||
54,385,216 | 18.9 | ||||||||||||||||||
Industrial: 1.1% | |||||||||||||||||||
750,000 | # | Siemens Financieringsmaatschappij NV, 1.450%, 05/25/18 | 747,683 | 0.3 | |||||||||||||||
2,351,000 | Other Securities | 2,354,221 | 0.8 | ||||||||||||||||
3,101,904 | 1.1 | ||||||||||||||||||
Technology: 1.6% | |||||||||||||||||||
4,499,000 | Other Securities | 4,510,647 | 1.6 | ||||||||||||||||
Utilities: 1.8% | |||||||||||||||||||
1,305,000 | �� | Dominion Resources, Inc., 1.400%–1.900%, 09/15/17–06/15/18 | 1,306,195 | 0.4 | |||||||||||||||
894,000 | Entergy Corp., 4.700%, 01/15/17 | 930,606 | 0.3 | ||||||||||||||||
3,052,000 | Other Securities | 3,059,629 | 1.1 | ||||||||||||||||
5,296,430 | 1.8 | ||||||||||||||||||
Total Corporate Bonds/Notes (Cost $121,654,549) | 121,868,768 | 42.3 | |||||||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 8.1% | |||||||||||||||||||
54,083 | # | American General Mortgage Loan Trust 2010-1, 5.650%, 03/25/58 | 54,183 | 0.0 | |||||||||||||||
473,971 | # | Banc of America Re-REMIC Trust 2009-UB2 A4AA, 5.815%, 02/24/51 | 495,774 | 0.2 | |||||||||||||||
2,830,000 | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR9, 5.055%, 09/11/42 | 2,843,448 | 1.0 | ||||||||||||||||
801,203 | Bear Stearns Commercial Mortgage Securities Trust, 4.750%–5.074%, 06/11/41–02/13/42 | 801,082 | 0.3 | ||||||||||||||||
398,234 | Citigroup Commercial Mortgage Trust 2007-C6, 5.899%, 12/10/49 | 425,884 | 0.2 | ||||||||||||||||
670,000 | Citigroup/Deutsche Bank Commercial Mortgage Trust, 5.322%, 12/11/49 | 698,602 | 0.2 | ||||||||||||||||
1,260,000 | # | COMM 2010-RR1, 5.543%, 12/11/49 | 1,302,234 | 0.4 | |||||||||||||||
1,593,677 | Commercial Mortgage Pass-through Certificates, 5.306%, 12/10/46 | 1,657,561 | 0.6 |
VOYA LIMITED MATURITY BOND PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |||||||||||||||||||
759,000 | CD 2007-CD5 Mortgage Trust AJ, 6.327%, 11/15/44 | $ | 817,669 | 0.3 | |||||||||||||||
400,000 | # | Commercial Mortgage Trust 2004-GG1 F, 6.236%, 06/10/36 | 406,868 | 0.1 | |||||||||||||||
530,000 | Commercial Mortgage Trust, 5.380%, 07/15/44 | 533,120 | 0.2 | ||||||||||||||||
926,000 | Credit Suisse First Boston Mortgage Securities Corp., 5.290%, 08/15/38 | 925,328 | 0.3 | ||||||||||||||||
990,000 | # | Credit Suisse Mortgage Capital Certificates, 5.342%, 12/16/43 | 1,029,925 | 0.4 | |||||||||||||||
545,000 | # | CSMC Series 2009-RR3 A5A, 5.342%, 12/15/43 | 566,981 | 0.2 | |||||||||||||||
133,000 | # | Del Coronado Trust, 0.986%, 03/15/26 | 133,065 | 0.0 | |||||||||||||||
290,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP5, 5.567%, 12/15/44 | 295,183 | 0.1 | ||||||||||||||||
660,000 | # | JP Morgan Chase Commercial Mortgage Securities Trust 2014-BXH, 2.436%, 04/15/27 | 658,373 | 0.2 | |||||||||||||||
1,770,753 | JPMorgan Chase Commercial Mortgage Securities Corp., 6.100%, 04/15/45 | 1,812,116 | 0.7 | ||||||||||||||||
2,010,000 | LB-UBS Commercial Mortgage Trust, 5.127%, 09/15/40 | 2,016,352 | 0.7 | ||||||||||||||||
428,223 | LB-UBS Commercial Mortgage Trust, 5.300%, 11/15/38 | 432,023 | 0.1 | ||||||||||||||||
208,288 | Morgan Stanley Capital I Trust 2005-TOP17, 4.840%, 12/13/41 | 209,051 | 0.1 | ||||||||||||||||
380,446 | Morgan Stanley Capital I Trust 2006-IQ11, 5.845%, 10/15/42 | 383,315 | 0.1 | ||||||||||||||||
442,786 | # | Morgan Stanley Re-REMIC Trust 2010-C30 A3B, 5.246%, 12/17/43 | 442,533 | 0.1 | |||||||||||||||
1,320,000 | # | TIAA CMBS I Trust 2001-C1A L, 5.770%, 06/19/33 | 1,369,999 | 0.5 | |||||||||||||||
720,000 | Wachovia Bank Commercial Mortgage Trust 2005-C21 AM, 5.432%, 10/15/44 | 722,834 | 0.3 | ||||||||||||||||
321,492 | Wachovia Bank Commercial Mortgage Trust Series 2005-C22, 5.448%, 12/15/44 | 321,992 | 0.1 | ||||||||||||||||
684,886 | Wachovia Bank Commercial Mortgage Trust Series 2006-C24 A3, 5.558%, 03/15/45 | 693,874 | 0.2 | ||||||||||||||||
219,125 | Wachovia Bank Commercial Mortgage Trust, 5.418%, 01/15/45 | 220,368 | 0.1 | ||||||||||||||||
1,179,876 | Other Securities | 1,225,728 | 0.4 | ||||||||||||||||
Total Collateralized Mortgage Obligations (Cost $23,983,695) | 23,495,465 | 8.1 | |||||||||||||||||
U.S. TREASURY OBLIGATIONS: 30.4% | |||||||||||||||||||
U.S. Treasury Notes: 30.4% | |||||||||||||||||||
39,209,000 | 0.625%, due 06/30/17 | 39,190,611 | 13.6 | ||||||||||||||||
9,214,000 | 1.125%, due 06/15/18 | 9,244,231 | 3.2 | ||||||||||||||||
32,945,000 | 1.500%, due 07/31/16 | 33,343,931 | 11.6 | ||||||||||||||||
4,702,000 | 1.625%, due 06/30/20 | 4,697,590 | 1.6 | ||||||||||||||||
1,129,000 | 2.125%, due 06/30/22 | 1,132,704 | 0.4 | ||||||||||||||||
Total U.S. Treasury Obligations (Cost $87,601,254) | 87,609,067 | 30.4 | |||||||||||||||||
ASSET-BACKED SECURITIES: 15.6% | |||||||||||||||||||
Automobile Asset-Backed Securities: 5.8% | |||||||||||||||||||
1,500,000 | # | Bank of The West Auto Trust 2014-1, 1.650%, 03/16/20 | 1,505,897 | 0.5 | |||||||||||||||
350,000 | # | Bank of The West Auto Trust 2015-1, 1.660%, 09/15/20 | 350,022 | 0.1 | |||||||||||||||
660,000 | CarMax Auto Owner Trust 2013-3, 1.490%, 01/15/19 | 663,981 | 0.3 | ||||||||||||||||
940,000 | CarMax Auto Owner Trust, 1.320%, 07/15/19 | 940,780 | 0.3 | ||||||||||||||||
450,000 | # | Chrysler Capital Auto Receivables Trust, 1.760%, 12/16/19 | 450,626 | 0.2 | |||||||||||||||
1,330,000 | �� | Ford Credit Auto Owner Trust, 1.250%, 10/15/18 | 1,336,862 | 0.5 | |||||||||||||||
970,000 | Harley-Davidson Motorcycle Trust 2015-1, 1.670%, 08/15/22 | 967,270 | 0.3 | ||||||||||||||||
840,000 | Harley-Davidson Motorcycle Trust, 1.550%, 10/15/21 | 844,133 | 0.3 | ||||||||||||||||
309,000 | Nissan Auto Lease 2013-A, 0.740%, 10/15/18 | 309,134 | 0.1 | ||||||||||||||||
1,380,000 | Nissan Auto Receivables 2013-B Owner Trust, 1.310%, 10/15/19 | 1,383,186 | 0.5 | ||||||||||||||||
715,710 | Nissan Auto Receivables Owner Trust, 1.000%, 07/16/18 | 717,035 | 0.2 | ||||||||||||||||
380,000 | # | Porsche Innovative Lease Owner Trust 2015-1, 1.430%, 05/21/21 | 379,779 | 0.1 | |||||||||||||||
1,000,000 | Toyota Auto Receivables 2013-B Owner Trust, 1.460%, 01/15/19 | 1,008,367 | 0.4 | ||||||||||||||||
320,000 | Toyota Auto Receivables 2015-B Owner Trust, 1.740%, 09/15/20 | 321,511 | 0.1 | ||||||||||||||||
700,000 | Toyota Auto Receivables Owner Trust, 1.180%, 06/17/19 | 699,505 | 0.2 | ||||||||||||||||
710,000 | Volkswagen Auto Lease Trust, 0.990%, 07/20/18 | 711,253 | 0.3 |
VOYA LIMITED MATURITY BOND PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSET-BACKED SECURITIES: (continued) | |||||||||||||||||||
Automobile Asset-Backed Securities: (continued) | |||||||||||||||||||
400,000 | Volkswagen Auto Loan Enhanced Trust 2012-2, 0.660%, 03/20/19 | $ | 399,452 | 0.1 | |||||||||||||||
120,131 | Volkswagen Auto Loan Enhanced Trust 2013-1, 0.560%, 08/21/17 | 120,001 | 0.0 | ||||||||||||||||
3,730,000 | Other Securities | 3,735,775 | 1.3 | ||||||||||||||||
16,844,569 | 5.8 | ||||||||||||||||||
Credit Card Asset-Backed Securities: 3.8% | |||||||||||||||||||
1,500,000 | Cabela’s Credit Card Master Note Trust, 2.260%, 03/15/23 | 1,512,761 | 0.6 | ||||||||||||||||
1,450,000 | Capital One Multi-Asset Execution Trust 2014-A5 A, 1.480%, 07/15/20 | 1,458,171 | 0.5 | ||||||||||||||||
420,000 | Citibank Credit Card Issuance Trust, 2.150%, 07/15/21 | 424,920 | 0.1 | ||||||||||||||||
1,205,000 | Citibank Credit Card Issuance Trust, 5.350%, 02/07/20 | 1,326,648 | 0.5 | ||||||||||||||||
1,357,000 | Citibank Credit Card Issuance Trust, 5.650%, 09/20/19 | 1,485,598 | 0.5 | ||||||||||||||||
1,300,000 | Discover Card Execution Note Trust 2015-A1 A1, 0.536%, 08/17/20 | 1,301,173 | 0.4 | ||||||||||||||||
1,000,000 | Discover Card Execution Note Trust, 5.650%, 03/16/20 | 1,095,764 | 0.4 | ||||||||||||||||
1,610,000 | Discover Card Execution Note Trust, 0.616%–2.120%, 07/15/21–01/18/22 | 1,609,278 | 0.6 | ||||||||||||||||
630,000 | Other Securities | 629,916 | 0.2 | ||||||||||||||||
10,844,229 | 3.8 | ||||||||||||||||||
Home Equity Asset-Backed Securities: 0.1% | |||||||||||||||||||
296,788 | Other Securities | 301,392 | 0.1 | ||||||||||||||||
Other Asset-Backed Securities: 5.9% | |||||||||||||||||||
750,000 | # | American Residential Properties 2014-SFR1 Trust, 2.524%, 09/17/31 | 755,740 | 0.3 | |||||||||||||||
510,000 | # | Ares XII CLO Ltd. 2007-12A C, 2.282%, 11/25/20 | 504,748 | 0.2 | |||||||||||||||
250,000 | # | Ares XII CLO Ltd., 3.532%, 11/25/20 | 247,703 | 0.1 | |||||||||||||||
500,000 | # | Atrium V, 0.966%, 07/20/20 | 483,340 | 0.2 | |||||||||||||||
500,000 | # | Babson CLO, Inc. 2005-III, 0.679%, 11/10/19 | 495,117 | 0.2 | |||||||||||||||
110,908 | # | Black Diamond CLO Ltd., 0.631%, 06/20/17 | 110,779 | 0.0 | |||||||||||||||
750,000 | # | Bluemountain CLO III Ltd. 2007-3A C, 0.973%, 03/17/21 | 726,021 | 0.3 | |||||||||||||||
800,000 | # | Castle Garden Funding, 1.034%, 10/27/20 | 786,327 | 0.3 | |||||||||||||||
750,000 | # | CIFC Funding 2006-I Ltd., 1.875%, 10/20/20 | $ | 739,745 | 0.3 | ||||||||||||||
600,000 | # | CIFC Funding 2006-II Ltd., 1.884%, 03/01/21 | 584,752 | 0.2 | |||||||||||||||
1,000,000 | # | Clydesdale CLO 2006 Ltd, 0.954%, 12/19/18 | 967,915 | 0.3 | |||||||||||||||
620,000 | CNH Equipment Trust 2015-B A4, 1.890%, 04/15/22 | 621,298 | 0.2 | ||||||||||||||||
607,667 | CNH Equipment Trust, 0.650%, 04/16/18 | 607,220 | 0.2 | ||||||||||||||||
250,000 | # | ColumbusNova CLO Ltd 2006-2A E, 4.029%, 04/04/18 | 247,084 | 0.1 | |||||||||||||||
750,000 | # | ColumbusNova CLO Ltd 2006-II, 1.029%, 04/04/18 | 742,513 | 0.2 | |||||||||||||||
1,000,000 | # | Emporia Preferred Funding III Ltd. 2007-3A B, 0.727%, 04/23/21 | 998,399 | 0.3 | |||||||||||||||
400,000 | # | Gallatin CLO III 2007-1 Ltd., 1.524%, 05/15/21 | 399,500 | 0.1 | |||||||||||||||
500,000 | # | GoldenTree Loan Opportunities III Ltd., 1.528%, 05/01/22 | 479,739 | 0.1 | |||||||||||||||
500,000 | # | Goldentree Loan Opportunities V Ltd., 3.525%, 10/18/21 | 499,979 | 0.2 | |||||||||||||||
208,782 | # | GSAMP Trust 2005-SEA2, 0.535%, 01/25/45 | 205,173 | 0.1 | |||||||||||||||
500,000 | # | GSC Group CDO Fund VIII Ltd, 1.024%, 04/17/21 | 494,793 | 0.2 | |||||||||||||||
750,000 | # | Gulf Stream — Compass CLO 2007-1A D Ltd., 3.729%, 10/28/19 | 750,433 | 0.3 | |||||||||||||||
400,000 | # | Gulf Stream — Compass CLO, 2.279%, 10/28/19 | 400,017 | 0.1 | |||||||||||||||
500,000 | # | Gulf Stream — Sextant CLO 2007-1 Ltd., 2.683%, 06/17/21 | 491,154 | 0.2 | |||||||||||||||
750,000 | # | Kingsland III Ltd., 0.932%, 08/24/21 | 718,606 | 0.2 | |||||||||||||||
500,000 | # | MSIM Peconic Bay Ltd., 2.275%, 07/20/19 | 497,337 | 0.2 | |||||||||||||||
1,000,000 | # | Muir Grove CLO Ltd. 2007-1A B, 2.277%, 03/25/20 | 999,403 | 0.3 | |||||||||||||||
500,000 | # | Muir Grove CLO Ltd., 3.277%, 03/25/20 | 495,006 | 0.2 | |||||||||||||||
1,000,000 | # | Race Point IV CLO Ltd., 1.028%, 08/01/21 | 997,511 | 0.3 | |||||||||||||||
17,047,352 | 5.9 | ||||||||||||||||||
Total Asset-Backed Securities (Cost $44,949,110) | 45,037,542 | 15.6 | |||||||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 1.3% | |||||||||||||||||||
Federal Home Loan Bank: 0.0% | |||||||||||||||||||
150,000 | Other Securities | 150,043 | 0.0 |
VOYA LIMITED MATURITY BOND PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | |||||||||||||||||||
Federal Home Loan Mortgage Corporation: 0.7%## | |||||||||||||||||||
2,000,000 | 0.875%, due 10/14/16 | $ | 2,010,104 | 0.7 | |||||||||||||||
1,205 | 2.000%–2.057%, due 01/01/17–07/01/24 | 1,247 | 0.0 | ||||||||||||||||
2,011,351 | 0.7 | ||||||||||||||||||
Federal National Mortgage Association: 0.2%## | |||||||||||||||||||
437,686 | Other Securities | 464,476 | 0.2 | ||||||||||||||||
Government National Mortgage Association: 0.4% | |||||||||||||||||||
945,712 | 4.397%, due 05/16/51 | 1,021,447 | 0.4 | ||||||||||||||||
7,090 | Other Securities | 8,206 | 0.0 | ||||||||||||||||
1,029,653 | 0.4 | ||||||||||||||||||
Total U.S. Government Agency Obligations (Cost $3,615,055) | 3,655,523 | 1.3 | |||||||||||||||||
Total Long-Term Investments (Cost $281,803,663) | 281,666,365 | 97.7 | |||||||||||||||||
SHORT-TERM INVESTMENTS: 3.4% | |||||||||||||||||||
Securities Lending Collateralcc: 0.4% | |||||||||||||||||||
1,000,000 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/15, 0.15%, due 07/01/15 (Repurchase Amount $1,000,004, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–8.500%, Market Value plus accrued interest $1,020,000, due 07/15/15–05/20/65) | 1,000,000 | 0.4 | ||||||||||||||||
98,324 | Nomura Securities, Repurchase Agreement dated 06/30/15, 0.14%, due 07/01/15 (Repurchase Amount $98,324, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%–9.500%, Market Value plus accrued interest $100,290, due 07/31/15–05/20/65) | 98,324 | 0.0 | ||||||||||||||||
1,098,324 | 0.4 | ||||||||||||||||||
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
Mutual Funds: 3.0% | |||||||||||||||||||
8,588,000 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.090%†† (Cost $8,588,000) | 8,588,000 | 3.0 | ||||||||||||||||
Total Short-Term Investments (Cost $9,686,324) | 9,686,324 | 3.4 | |||||||||||||||||
Total Investments in Securities (Cost $291,489,987) | $ | 291,352,689 | 101.1 | ||||||||||||||||
Liabilities in Excess of Other Assets | (3,076,526 | ) | (1.1 | ) | |||||||||||||||
Net Assets | $ | 288,276,163 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2015. |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
## | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
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, 2015. |
Cost for federal income tax purposes is $291,491,675. |
Net unrealized depreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 634,627 | ||||
Gross Unrealized Depreciation | (773,613 | ) | ||||
Net Unrealized Depreciation | $ | (138,986 | ) |
VOYA LIMITED MATURITY BOND PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2015 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Corporate Bonds/Notes | $ | — | $ | 121,868,768 | $ | — | $ | 121,868,768 | ||||||||||
Collateralized Mortgage Obligations | — | 23,495,465 | — | 23,495,465 | ||||||||||||||
Short-Term Investments | 8,588,000 | 1,098,324 | — | 9,686,324 | ||||||||||||||
U.S. Treasury Obligations | — | 87,609,067 | — | 87,609,067 | ||||||||||||||
U.S. Government Agency Obligations | — | 3,655,523 | — | 3,655,523 | ||||||||||||||
Asset-Backed Securities | — | 45,037,542 | — | 45,037,542 | ||||||||||||||
Total Investments, at fair value | $ | 8,588,000 | $ | 282,764,689 | $ | — | $ | 291,352,689 | ||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Futures | $ | 99,098 | $ | — | $ | — | $ | 99,098 | ||||||||||
Total Assets | $ | 8,687,098 | $ | 282,764,689 | $ | — | $ | 291,451,787 | ||||||||||
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Futures | $ | (917 | ) | $ | — | $ | — | $ | (917 | ) | ||||||||
Total Liabilities | $ | (917 | ) | $ | — | $ | — | $ | (917 | ) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
+ | Other Financial Instruments are derivatives not reflected in the Portfolio of Investments and may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are valued at the unrealized gain (loss) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. |
Contract Description | | Number of Contracts | | Expiration Date | | Notional Value | | Unrealized Appreciation/ (Depreciation) | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Long Contracts | ||||||||||||||||||
U.S. Treasury 2-Year Note | 263 | 09/30/15 | $ | 57,580,562 | $ | 99,098 | ||||||||||||
$ | 57,580,562 | $ | 99,098 | |||||||||||||||
Short Contracts | ||||||||||||||||||
U.S. Treasury 5-Year Note | (251 | ) | 09/30/15 | (29,933,710 | ) | (917 | ) | |||||||||||
$ | (29,933,710 | ) | $ | (917 | ) |
Location on Statement | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | of Assets and Liabilities | Fair Value | ||||||||
Asset Derivatives | ||||||||||
Interest rate contracts | Net Assets — Unrealized appreciation* | $ | 99,098 | |||||||
Total Asset Derivatives | $ | 99,098 | ||||||||
Liability Derivatives | ||||||||||
Interest rate contracts | Net Assets — Unrealized depreciation* | $ | 917 | |||||||
Total Liability Derivatives | $ | 917 |
* | Includes cumulative appreciation/depreciation of futures contracts as reported in the table following the Summary Portfolio of Investments. |
VOYA LIMITED MATURITY BOND PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Investments* | Futures | Total | ||||||||||||
Interest rate contracts | $ | (76,337 | ) | $ | (79,292 | ) | $ | (155,629 | ) | ||||||
Total | $ | (76,337 | ) | $ | (79,292 | ) | $ | (155,629 | ) |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Investments* | Futures | Total | ||||||||||||
Interest rate contracts | $ | 76,157 | $ | 192,883 | $ | 269,040 | |||||||||
Total | $ | 76,157 | $ | 192,883 | $ | 269,040 |
* | Amounts recognized for purchased options are included in net realized gain (loss) on investments and in net change in unrealized appreciation (depreciation) on investments. |
VOYA MULTI-MANAGER LARGE CAP CORE PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) |
as of June 30, 2015
(as a percentage of net assets)
Information Technology | 20.3 | % | |||||
Financials | 19.2 | % | |||||
Consumer Discretionary | 14.6 | % | |||||
Health Care | 12.8 | % | |||||
Industrials | 10.8 | % | |||||
Consumer Staples | 8.1 | % | |||||
Energy | 5.4 | % | |||||
Materials | 4.3 | % | |||||
Telecommunication Services | 2.2 | % | |||||
Utilities | 0.6 | % | |||||
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% | |||||||||||||||||||
Consumer Discretionary: 14.6% | |||||||||||||||||||
81,890 | @ | Bed Bath & Beyond, Inc. | $ | 5,648,772 | 1.5 | ||||||||||||||
135,010 | @ | Carmax, Inc. | 8,939,012 | 2.3 | |||||||||||||||
174,690 | @ | Carnival Corp. | 8,627,939 | 2.2 | |||||||||||||||
78,223 | Comcast Corp. — Class A | 4,704,331 | 1.2 | ||||||||||||||||
39,424 | @ | Delphi Automotive PLC | 3,354,588 | 0.9 | |||||||||||||||
141,710 | Lowe’s Cos, Inc. | 9,490,319 | 2.5 | ||||||||||||||||
80,030 | Scripps Networks Interactive — Class A | 5,231,561 | 1.4 | ||||||||||||||||
146,047 | Other Securities | 9,887,170 | 2.6 | ||||||||||||||||
55,883,692 | 14.6 | ||||||||||||||||||
Consumer Staples: 8.1% | |||||||||||||||||||
122,540 | Altria Group, Inc. | 5,993,431 | 1.6 | ||||||||||||||||
98,380 | Coca-Cola Co. | 3,859,447 | 1.0 | ||||||||||||||||
52,201 | CVS Health | 5,474,841 | 1.5 | ||||||||||||||||
47,390 | Energizer Holdings, Inc. | 6,234,155 | 1.6 | ||||||||||||||||
38,134 | PepsiCo, Inc. | 3,559,428 | 0.9 | ||||||||||||||||
62,640 | Other Securities | 5,804,476 | 1.5 | ||||||||||||||||
30,925,778 | 8.1 | ||||||||||||||||||
Energy: 5.4% | |||||||||||||||||||
67,064 | Chevron Corp. | 6,469,664 | 1.7 | ||||||||||||||||
78,151 | ConocoPhillips | 4,799,253 | 1.2 | ||||||||||||||||
199,861 | Other Securities | 9,405,750 | 2.5 | ||||||||||||||||
20,674,667 | 5.4 | ||||||||||||||||||
Financials: 19.2% | |||||||||||||||||||
12,830 | @ | Alleghany Corp. | 6,014,191 | 1.6 | |||||||||||||||
64,215 | American Express Co. | 4,990,790 | 1.3 | ||||||||||||||||
578,270 | Bank of America Corp. | 9,842,155 | 2.6 | ||||||||||||||||
94,342 | @ | Berkshire Hathaway, Inc. — Class B | 12,840,890 | 3.3 | |||||||||||||||
32,190 | Blackrock, Inc. | 11,137,096 | 2.9 | ||||||||||||||||
96,856 | Citigroup, Inc. | 5,350,325 | 1.4 | ||||||||||||||||
14,180 | Goldman Sachs Group, Inc. | 2,960,642 | 0.8 | ||||||||||||||||
91,864 | JPMorgan Chase & Co. | 6,224,705 | 1.6 | ||||||||||||||||
197,345 | Wells Fargo & Co. | 11,098,683 | 2.9 | ||||||||||||||||
44,425 | Other Securities | 3,062,068 | 0.8 | ||||||||||||||||
73,521,545 | 19.2 | ||||||||||||||||||
Health Care: 12.8% | |||||||||||||||||||
67,519 | Abbott Laboratories | 3,313,832 | 0.9 | ||||||||||||||||
129,000 | Bristol-Myers Squibb Co. | 8,583,660 | 2.2 | ||||||||||||||||
27,140 | @ | Celgene Corp. | 3,141,048 | 0.8 | |||||||||||||||
98,380 | Eli Lilly & Co. | 8,213,746 | 2.1 | ||||||||||||||||
38,309 | Johnson & Johnson | 3,733,595 | 1.0 | ||||||||||||||||
73,247 | Medtronic PLC | 5,427,603 | 1.4 | ||||||||||||||||
117,180 | Pfizer, Inc. | 3,929,045 | 1.0 | ||||||||||||||||
112,819 | Other Securities | 12,824,621 | 3.4 | ||||||||||||||||
49,167,150 | 12.8 | ||||||||||||||||||
Industrials: 10.8% | |||||||||||||||||||
64,610 | Deere & Co. | 6,270,400 | 1.6 | ||||||||||||||||
33,723 | FedEx Corp. | 5,746,399 | 1.5 | ||||||||||||||||
61,610 | General Dynamics Corp. | 8,729,521 | 2.3 | ||||||||||||||||
135,967 | General Electric Co. | 3,612,643 | 0.9 | ||||||||||||||||
45,513 | Honeywell International, Inc. | 4,640,961 | 1.2 | ||||||||||||||||
83,570 | Nielsen Holdings NV | 3,741,429 | 1.0 | ||||||||||||||||
127,715 | Other Securities | 8,653,575 | 2.3 | ||||||||||||||||
41,394,928 | 10.8 | ||||||||||||||||||
Information Technology: 20.3% | |||||||||||||||||||
136,575 | Activision Blizzard, Inc. | 3,306,481 | 0.9 | ||||||||||||||||
64,219 | Apple, Inc. | 8,054,668 | 2.1 | ||||||||||||||||
170,900 | Cisco Systems, Inc. | 4,692,914 | 1.2 | ||||||||||||||||
279,090 | Corning, Inc. | 5,506,445 | 1.4 | ||||||||||||||||
278,674 | EMC Corp. | 7,354,207 | 1.9 | ||||||||||||||||
3,818 | @ | Google, Inc. — Class A | 2,061,873 | 0.5 | |||||||||||||||
7,163 | Google, Inc. — Class C | 3,728,413 | 1.0 | ||||||||||||||||
21,950 | International Business Machines Corp. | 3,570,387 | 0.9 | ||||||||||||||||
150,590 | Intel Corp. | 4,580,195 | 1.2 | ||||||||||||||||
39,681 | Mastercard, Inc. | 3,709,380 | 1.0 | ||||||||||||||||
169,415 | Microsoft Corp. | 7,479,672 | 2.0 | ||||||||||||||||
128,020 | Visa, Inc. | 8,596,543 | 2.3 | ||||||||||||||||
233,671 | Other Securities | 15,103,491 | 3.9 | ||||||||||||||||
77,744,669 | 20.3 | ||||||||||||||||||
Materials: 4.3% | |||||||||||||||||||
101,280 | Mosaic Co. | 4,744,968 | 1.3 | ||||||||||||||||
17,970 | NewMarket Corp. | 7,976,703 | 2.1 |
VOYA MULTI-MANAGER LARGE CAP CORE PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||||||
Materials: (continued) | |||||||||||||||||||
34,325 | Other Securities | $ | 3,582,689 | 0.9 | |||||||||||||||
16,304,360 | 4.3 | ||||||||||||||||||
Telecommunication Services: 2.2% | |||||||||||||||||||
179,044 | Verizon Communications, Inc. | 8,345,241 | 2.2 | ||||||||||||||||
Utilities: 0.6% | |||||||||||||||||||
36,138 | Other Securities | 2,295,975 | 0.6 | ||||||||||||||||
Total Common Stock (Cost $328,718,933) | 376,258,005 | 98.3 | |||||||||||||||||
SHORT-TERM INVESTMENTS: 1.9% | |||||||||||||||||||
Mutual Funds: 1.9% | |||||||||||||||||||
7,292,230 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.090%†† (Cost $7,292,230) | 7,292,230 | 1.9 | ||||||||||||||||
Total Short-Term Investments (Cost $7,292,230) | 7,292,230 | 1.9 | |||||||||||||||||
Total Investments in Securities (Cost $336,011,163) | $ | 383,550,235 | 100.2 | ||||||||||||||||
Liabilities in Excess of Other Assets | (627,225 | ) | (0.2 | ) | |||||||||||||||
Net Assets | $ | 382,923,010 | 100.0 |
†† | Rate shown is the 7-day yield as of June 30, 2015. |
@ | Non-income producing security. |
Cost for federal income tax purposes is $337,045,931. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 54,570,174 | ||||
Gross Unrealized Depreciation | (8,065,870 | ) | ||||
Net Unrealized Appreciation | $ | 46,504,304 |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2015 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock* | $ | 376,258,005 | $ | — | $ | — | $ | 376,258,005 | ||||||||||
Short-Term Investments | 7,292,230 | — | — | 7,292,230 | ||||||||||||||
Total Investments, at fair value | $ | 383,550,235 | $ | — | $ | — | $ | 383,550,235 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
* | For further breakdown of Common Stock by sector, please refer to the Summary Portfolio of Investments. |
VOYA U.S. STOCK INDEX PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) |
as of June 30, 2015
(as a percentage of net assets)
Information Technology | 19.3 | % | |||||
Financials | 16.2 | % | |||||
Health Care | 15.2 | % | |||||
Consumer Discretionary | 12.7 | % | |||||
Industrials | 9.9 | % | |||||
Consumer Staples | 9.2 | % | |||||
Energy | 7.7 | % | |||||
Materials | 3.1 | % | |||||
Utilities | 2.8 | % | |||||
Telecommunication Services | 2.2 | % | |||||
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% | |||||||||||||||||||
Consumer Discretionary: 12.7% | |||||||||||||||||||
94,710 | @ | Amazon.com, Inc. | $ | 41,112,664 | 0.9 | ||||||||||||||
623,417 | Comcast Corp. — Class A | 37,492,298 | 0.8 | ||||||||||||||||
322,177 | Home Depot, Inc. | 35,803,530 | 0.8 | ||||||||||||||||
237,734 | McDonald’s Corp. | 22,601,371 | 0.5 | ||||||||||||||||
70,113 | Time Warner Cable, Inc. | 12,492,033 | 0.3 | ||||||||||||||||
204,521 | Time Warner, Inc. | 17,877,181 | 0.4 | ||||||||||||||||
387,170 | Walt Disney Co. | 44,191,584 | 0.9 | ||||||||||||||||
6,773,548 | Other Securities(a) | 372,736,453 | 8.1 | ||||||||||||||||
584,307,114 | 12.7 | ||||||||||||||||||
Consumer Staples: 9.2% | |||||||||||||||||||
487,752 | Altria Group, Inc. | 23,855,950 | 0.5 | ||||||||||||||||
972,953 | Coca-Cola Co. | 38,168,946 | 0.8 | ||||||||||||||||
53,163 | Coca-Cola Enterprises, Inc. | 2,309,401 | 0.1 | ||||||||||||||||
279,853 | CVS Health | 29,350,983 | 0.6 | ||||||||||||||||
366,095 | PepsiCo, Inc. | 34,171,307 | 0.7 | ||||||||||||||||
384,224 | Philip Morris International, Inc. | 30,803,238 | 0.7 | ||||||||||||||||
672,886 | Procter & Gamble Co. | 52,646,601 | 1.2 | ||||||||||||||||
391,398 | Wal-Mart Stores, Inc. | 27,761,860 | 0.6 | ||||||||||||||||
2,720,623 | Other Securities | 185,234,377 | 4.0 | ||||||||||||||||
424,302,663 | 9.2 | ||||||||||||||||||
Energy: 7.7% | |||||||||||||||||||
466,402 | Chevron Corp. | 44,993,801 | 1.0 | ||||||||||||||||
1,037,012 | ExxonMobil Corp. | 86,279,398 | 1.9 | ||||||||||||||||
314,922 | Schlumberger Ltd. | 27,143,127 | 0.6 | ||||||||||||||||
3,885,038 | Other Securities(a) | 196,255,901 | 4.2 | ||||||||||||||||
354,672,227 | 7.7 | ||||||||||||||||||
Financials: 16.2% | |||||||||||||||||||
2,604,764 | Bank of America Corp. | 44,333,083 | 1.0 | ||||||||||||||||
452,336 | @ | Berkshire Hathaway, Inc. — Class B | 61,567,453 | 1.3 | |||||||||||||||
752,537 | Citigroup, Inc. | 41,570,144 | 0.9 | ||||||||||||||||
920,436 | JPMorgan Chase & Co. | 62,368,743 | 1.4 | ||||||||||||||||
1,162,181 | Wells Fargo & Co. | 65,361,060 | 1.4 | ||||||||||||||||
8,596,111 | Other Securities | 467,984,701 | 10.2 | ||||||||||||||||
743,185,184 | 16.2 | ||||||||||||||||||
Health Care: 15.2% | |||||||||||||||||||
426,491 | AbbVie, Inc. | 28,655,930 | 0.6 | ||||||||||||||||
97,336 | @ | Allergan plc | 29,537,583 | 0.7 | |||||||||||||||
188,578 | Amgen, Inc. | 28,950,495 | 0.6 | ||||||||||||||||
58,343 | @ | Biogen, Inc. | 23,567,071 | 0.5 | |||||||||||||||
413,449 | Bristol-Myers Squibb Co. | 27,510,896 | 0.6 | ||||||||||||||||
196,719 | @ | Celgene Corp. | 22,767,273 | 0.5 | |||||||||||||||
364,497 | Gilead Sciences, Inc. | 42,675,309 | 0.9 | ||||||||||||||||
687,780 | Johnson & Johnson | 67,031,039 | 1.5 | ||||||||||||||||
353,450 | Medtronic PLC | 26,190,645 | 0.6 | ||||||||||||||||
700,721 | Merck & Co., Inc. | 39,892,047 | 0.9 | ||||||||||||||||
1,527,245 | Pfizer, Inc. | 51,208,525 | 1.1 | ||||||||||||||||
236,095 | UnitedHealth Group, Inc. | 28,803,590 | 0.6 | ||||||||||||||||
3,145,235 | Other Securities | 281,046,145 | 6.1 | ||||||||||||||||
697,836,548 | 15.2 | ||||||||||||||||||
Industrials: 9.9% | |||||||||||||||||||
157,332 | 3M Co. | 24,276,328 | 0.5 | ||||||||||||||||
159,507 | Boeing Co. | 22,126,811 | 0.5 | ||||||||||||||||
2,499,064 | General Electric Co. | 66,400,131 | 1.4 | ||||||||||||||||
205,336 | United Technologies Corp. | 22,777,922 | 0.5 | ||||||||||||||||
4,355,152 | Other Securities(a) | 322,001,026 | 7.0 | ||||||||||||||||
457,582,218 | 9.9 | ||||||||||||||||||
Information Technology: 19.3% | |||||||||||||||||||
1,428,869 | Apple, Inc. | 179,215,894 | 3.9 | ||||||||||||||||
1,261,418 | Cisco Systems, Inc. | 34,638,538 | 0.8 | ||||||||||||||||
522,381 | @ | Facebook, Inc. | 44,802,007 | 1.0 | |||||||||||||||
70,985 | @ | Google, Inc. — Class A | 38,334,740 | 0.8 | |||||||||||||||
71,188 | Google, Inc. — Class C | 37,054,066 | 0.8 | ||||||||||||||||
227,141 | International Business Machines Corp. | 36,946,755 | 0.8 | ||||||||||||||||
1,176,622 | Intel Corp. | 35,786,958 | 0.8 | ||||||||||||||||
240,385 | Mastercard, Inc. | 22,471,190 | 0.5 | ||||||||||||||||
2,006,402 | Microsoft Corp. | 88,582,648 | 1.9 | ||||||||||||||||
790,688 | Oracle Corp. | 31,864,726 | 0.7 | ||||||||||||||||
404,171 | Qualcomm, Inc. | 25,313,230 | 0.5 | ||||||||||||||||
479,443 | Visa, Inc. | 32,194,598 | 0.7 | ||||||||||||||||
6,070,180 | Other Securities(a) | 278,961,235 | 6.1 | ||||||||||||||||
886,166,585 | 19.3 |
VOYA U.S. STOCK INDEX PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||||||
Materials: 3.1% | |||||||||||||||||||
2,437,258 | Other Securities | $ | 143,539,224 | 3.1 | |||||||||||||||
Telecommunication Services: 2.2% | |||||||||||||||||||
1,287,984 | AT&T, Inc. | 45,749,192 | 1.0 | ||||||||||||||||
1,011,559 | Verizon Communications, Inc. | 47,148,765 | 1.0 | ||||||||||||||||
498,840 | Other Securities | 9,367,214 | 0.2 | ||||||||||||||||
102,265,171 | 2.2 | ||||||||||||||||||
Utilities: 2.8% | |||||||||||||||||||
2,866,779 | Other Securities | 128,077,911 | 2.8 | ||||||||||||||||
Total Common Stock (Cost $2,957,385,112) | 4,521,934,845 | 98.3 | |||||||||||||||||
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
SHORT-TERM INVESTMENTS: 1.7% | |||||||||||||||||||
Securities Lending Collateralcc: 0.1% | |||||||||||||||||||
311,676 | Barclays Capital Inc., Repurchase Agreement dated 06/30/15, 0.20%, due 07/01/15 (Repurchase Amount $311,678, collateralized by various U.S. Government Securities, 0.500%–3.375%, Market Value plus accrued interest $317,910, due 02/28/17–05/15/44) | 311,676 | 0.0 | ||||||||||||||||
1,480,537 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/15, 0.15%, due 07/01/15 (Repurchase Amount $1,480,543, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–8.500%, Market Value plus accrued interest $1,510,148, due 07/15/15–05/20/65) | 1,480,537 | 0.0 | ||||||||||||||||
1,480,537 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/15, 0.18%, due 07/01/15 (Repurchase Amount $1,480,544, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–9.250%, Market Value plus accrued interest $1,510,141, due 11/15/15–03/01/48) | 1,480,537 | 0.0 | ||||||||||||||||
1,480,537 | HSBC Securities USA, Repurchase Agreement dated 06/30/15, 0.10%, due 07/01/15 (Repurchase Amount $1,480,541, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–9.375%, Market Value plus accrued interest $1,510,153, due 07/15/15–01/15/37) | 1,480,537 | 0.1 | ||||||||||||||||
1,480,537 | Nomura Securities, Repurchase Agreement dated 06/30/15, 0.14%, due 07/01/15 (Repurchase Amount $1,480,543, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–9.500%, Market Value plus accrued interest $1,510,148, due 07/31/15–05/20/65) | 1,480,537 | 0.0 | ||||||||||||||||
6,233,824 | 0.1 | ||||||||||||||||||
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
Mutual Funds: 1.6% | |||||||||||||||||||
70,853,000 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.090%†† (Cost $70,853,000) | 70,853,000 | 1.6 | ||||||||||||||||
Total Short-Term Investments (Cost $77,086,824) | 77,086,824 | 1.7 | |||||||||||||||||
Total Investments in Securities (Cost $3,034,471,936) | $ | 4,599,021,669 | 100.0 | ||||||||||||||||
Liabilities in Excess of Other Assets | (972,684 | ) | — | ||||||||||||||||
Net Assets | $ | 4,598,048,985 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2015. |
@ | Non-income producing security. |
cc | Represents securities purchased with cash collateral received for securities on loan. |
(a) | This grouping contains securities on loan. |
VOYA U.S. STOCK INDEX PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Cost for federal income tax purposes is $3,090,636,602. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 1,614,827,981 | ||||
Gross Unrealized Depreciation | (106,442,914 | ) | ||||
Net Unrealized Appreciation | $ | 1,508,385,067 |
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, 2015 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock* | $ | 4,521,934,845 | $ | — | $ | — | $ | 4,521,934,845 | ||||||||||
Short-Term Investments | 70,853,000 | 6,233,824 | — | 77,086,824 | ||||||||||||||
Total Investments, at fair value | $ | 4,592,787,845 | $ | 6,233,824 | $ | — | $ | 4,599,021,669 | ||||||||||
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Futures | $ | (1,126,732 | ) | $ | — | $ | — | $ | (1,126,732 | ) | ||||||||
Total Liabilities | $ | (1,126,732 | ) | $ | — | $ | — | $ | (1,126,732 | ) |
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. |
* | For further breakdown of Common Stock by sector, please refer to the Summary Portfolio of Investments. |
Contract Description | | Number of Contracts | | Expiration Date | | Notional Value | | Unrealized Appreciation/ (Depreciation) | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Long Contracts | ||||||||||||||||||
S&P 500 E-Mini | 751 | 09/18/15 | $ | 77,142,720 | $ | (1,126,732 | ) | |||||||||||
$ | 77,142,720 | $ | (1,126,732 | ) |
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Liability Derivatives | ||||||||||
Equity contracts | Net Assets — Unrealized depreciation* | $ | 1,126,732 | |||||||
$ | 1,126,732 |
* | Includes cumulative appreciation/depreciation of futures contracts as reported in the table following the Summary Portfolio of Investments. |
VOYA U.S. STOCK INDEX PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | ||||||
---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Futures | |||||
Equity contracts | $ | 2,223,548 | ||||
Total | $ | 2,223,548 |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | ||||||
---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Futures | |||||
Equity contracts | $ | (1,631,779 | ) | |||
Total | $ | (1,631,779 | ) |
VY® CLARION REAL ESTATE PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) |
as of June 30, 2015
(as a percentage of net assets)
Financials | 98.5 | % | |||||
Assets in Excess of Other Liabilities* | 1.5 | % | |||||
Net Assets | 100.0 | % | |||||
* Includes short-term investments. |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 98.5% | |||||||||||||||||||
Financials: 98.5% | |||||||||||||||||||
160,500 | Alexandria Real Estate Equities, Inc. | $ | 14,037,330 | 2.1 | |||||||||||||||
1,443,694 | American Realty Capital Properties, Inc. | 11,737,232 | 1.7 | ||||||||||||||||
174,252 | AvalonBay Communities, Inc. | 27,857,667 | 4.1 | ||||||||||||||||
153,656 | Boston Properties, Inc. | 18,598,522 | 2.8 | ||||||||||||||||
348,300 | Brandywine Realty Trust | 4,625,424 | 0.7 | ||||||||||||||||
81,900 | Camden Property Trust | 6,083,532 | 0.9 | ||||||||||||||||
220,500 | Corrections Corp. of America | 7,294,140 | 1.1 | ||||||||||||||||
509,200 | CubeSmart | 11,793,072 | 1.7 | ||||||||||||||||
347,750 | DCT Industrial Trust, Inc. | 10,933,260 | 1.6 | ||||||||||||||||
840,300 | DDR Corp. | 12,991,038 | 1.9 | ||||||||||||||||
72,657 | Digital Realty Trust, Inc. | 4,844,769 | 0.7 | ||||||||||||||||
267,900 | Douglas Emmett, Inc. | 7,217,226 | 1.1 | ||||||||||||||||
571,500 | Duke Realty Corp. | 10,612,755 | 1.6 | ||||||||||||||||
97,200 | EPR Properties | 5,324,616 | 0.8 | ||||||||||||||||
527,771 | Equity Residential | 37,033,691 | 5.5 | ||||||||||||||||
91,992 | Essex Property Trust, Inc. | 19,548,300 | 2.9 | ||||||||||||||||
153,400 | @ | Forest City Enterprises, Inc. | 3,390,140 | 0.5 | |||||||||||||||
957,753 | General Growth Properties, Inc. | 24,575,942 | 3.6 | ||||||||||||||||
294,652 | HCP, Inc. | 10,745,958 | 1.6 | ||||||||||||||||
510,200 | Health Care REIT, Inc. | 33,484,426 | 5.0 | ||||||||||||||||
360,145 | Healthcare Realty Trust, Inc. | 8,376,973 | 1.2 | ||||||||||||||||
283,150 | Healthcare Trust of America, Inc. | 6,781,442 | 1.0 | ||||||||||||||||
183,547 | Highwoods Properties, Inc. | 7,332,703 | 1.1 | ||||||||||||||||
101,800 | Home Properties, Inc. | 7,436,490 | 1.1 | ||||||||||||||||
1,151,268 | Host Hotels & Resorts, Inc. | 22,829,644 | 3.4 | ||||||||||||||||
197,200 | Kilroy Realty Corp. | 13,241,980 | 2.0 | ||||||||||||||||
657,978 | Kimco Realty Corp. | 14,830,824 | 2.2 | ||||||||||||||||
197,200 | Kite Realty Group Trust | 4,825,484 | 0.7 | ||||||||||||||||
143,145 | Liberty Property Trust | 4,612,132 | 0.7 | ||||||||||||||||
94,623 | Macerich Co. | 7,058,876 | 1.0 | ||||||||||||||||
340,600 | Paramount Group, Inc. | 5,844,696 | 0.9 | ||||||||||||||||
156,100 | Pebblebrook Hotel Trust | 6,693,568 | 1.0 | ||||||||||||||||
238,400 | Pennsylvania Real Estate Investment Trust | 5,087,456 | 0.7 | ||||||||||||||||
149,200 | Post Properties, Inc. | 8,112,004 | 1.2 | ||||||||||||||||
702,184 | ProLogis, Inc. | 26,051,026 | 3.9 | ||||||||||||||||
162,164 | Public Storage, Inc. | 29,898,177 | 4.4 | ||||||||||||||||
165,700 | QTS Realty Trust, Inc. | 6,039,765 | 0.9 | ||||||||||||||||
368,811 | Ramco-Gershenson Properties | 6,018,996 | 0.9 | ||||||||||||||||
212,900 | Regency Centers Corp. | 12,556,842 | 1.9 | ||||||||||||||||
296,500 | RLJ Lodging Trust | 8,829,770 | 1.3 | ||||||||||||||||
350,031 | Simon Property Group, Inc. | 60,562,364 | 9.0 | ||||||||||||||||
181,574 | SL Green Realty Corp. | 19,953,167 | 3.0 | ||||||||||||||||
1,199,700 | Spirit Realty Capital, Inc. | 11,601,099 | 1.7 | ||||||||||||||||
705,700 | @ | Strategic Hotels & Resorts, Inc. | 8,553,084 | 1.3 | |||||||||||||||
107,951 | Sun Communities, Inc. | 6,674,610 | 1.0 | ||||||||||||||||
565,104 | Sunstone Hotel Investors, Inc. | 8,482,211 | 1.3 | ||||||||||||||||
66,114 | Taubman Centers, Inc. | 4,594,923 | 0.7 | ||||||||||||||||
466,403 | UDR, Inc. | 14,938,888 | 2.2 | ||||||||||||||||
129,595 | Ventas, Inc. | 8,046,554 | 1.2 | ||||||||||||||||
234,113 | Vornado Realty Trust | 22,224,347 | 3.3 | ||||||||||||||||
153,100 | Other Securities | 2,832,350 | 0.4 | ||||||||||||||||
Total Common Stock (Cost $602,429,173) | 663,651,485 | 98.5 | |||||||||||||||||
SHORT-TERM INVESTMENTS: 0.2% | |||||||||||||||||||
Mutual Funds: 0.2% | |||||||||||||||||||
1,625,849 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.090%†† (Cost $1,625,849) | 1,625,849 | 0.2 | ||||||||||||||||
Total Short-Term Investments (Cost $1,625,849) | 1,625,849 | 0.2 | |||||||||||||||||
Total Investments in Securities (Cost $604,055,022) | $ | 665,277,334 | 98.7 | ||||||||||||||||
Assets in Excess of Other Liabilities | 9,089,290 | 1.3 | |||||||||||||||||
Net Assets | $ | 674,366,624 | 100.0 |
†† | Rate shown is the 7-day yield as of June 30, 2015. |
@ | Non-income producing security. |
VY® CLARION REAL ESTATE PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Cost for federal income tax purposes is $607,908,735. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 77,749,280 | ||||
Gross Unrealized Depreciation | (20,380,681 | ) | ||||
Net Unrealized Appreciation | $ | 57,368,599 |
REIT Diversification | | Percentage of Net Assets | ||||
---|---|---|---|---|---|---|
Residential REITs | 21.9 | % | ||||
Retail REITs | 21.9 | |||||
Specialized REITs | 16.1 | |||||
Office REITs | 12.4 | |||||
Diversified REITs | 9.2 | % | ||||
Hotels, Resorts & Cruise Lines | 7.3 | |||||
Industrial REITs | 5.0 | |||||
Real Estate Services | 3.3 | |||||
Diversified Real Estate Activities | 0.9 | |||||
Real Estate Operating Companies | 0.5 | |||||
Assets in Excess of Other Liabilities* | 1.5 | |||||
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, 2015 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock* | $ | 663,651,485 | $ | — | $ | — | $ | 663,651,485 | ||||||||||
Short-Term Investments | 1,625,849 | — | — | 1,625,849 | ||||||||||||||
Total Investments, at fair value | $ | 665,277,334 | $ | — | $ | — | $ | 665,277,334 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
* | For further breakdown of Common Stock by sector, please refer to the Summary Portfolio of Investments. |
VY® FRANKLIN INCOME PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) |
as of June 30, 2015
(as a percentage of net assets)
Common Stock | 47.8 | % | |||||
Corporate Bonds/Notes | 28.6 | % | |||||
Preferred Stock | 4.2 | % | |||||
Equity-Linked Securities | 4.1 | % | |||||
Warrants** | 0.0 | % | |||||
Assets in Excess of Other Liabilities* | 15.3 | % | |||||
Net Assets | 100.0 | % | |||||
* Includes short-term investments. | |||||||
** Amount is less than 0.05% |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 47.8% | |||||||||||||||||||
Consumer Discretionary: 2.9% | |||||||||||||||||||
500,000 | Ford Motor Co. | $ | 7,505,000 | 0.9 | |||||||||||||||
181,208 | General Motors Co. | 6,039,663 | 0.7 | ||||||||||||||||
125,000 | Target Corp. | 10,203,750 | 1.2 | ||||||||||||||||
44,512 | Other Securities(a) | 1,069,294 | 0.1 | ||||||||||||||||
24,817,707 | 2.9 | ||||||||||||||||||
Consumer Staples: 0.9% | |||||||||||||||||||
85,000 | PepsiCo, Inc. | 7,933,900 | 0.9 | ||||||||||||||||
Energy: 7.4% | |||||||||||||||||||
400,000 | @ | BP PLC ADR | 15,984,000 | 1.9 | |||||||||||||||
110,000 | Chevron Corp. | 10,611,700 | 1.2 | ||||||||||||||||
293,400 | @ | Royal Dutch Shell PLC — Class A ADR | 16,726,734 | 1.9 | |||||||||||||||
161,200 | Spectra Energy Corp. | 5,255,120 | 0.6 | ||||||||||||||||
395,000 | Other Securities | 15,695,920 | 1.8 | ||||||||||||||||
64,273,474 | 7.4 | ||||||||||||||||||
Financials: 2.5% | |||||||||||||||||||
105,800 | JPMorgan Chase & Co. | 7,169,008 | 0.8 | ||||||||||||||||
120,000 | Wells Fargo & Co. | 6,748,800 | 0.8 | ||||||||||||||||
128,108 | Other Securities | 7,406,131 | 0.9 | ||||||||||||||||
21,323,939 | 2.5 | ||||||||||||||||||
Health Care: 4.5% | |||||||||||||||||||
54,800 | Johnson & Johnson | 5,340,808 | 0.6 | ||||||||||||||||
160,200 | Merck & Co., Inc. | 9,120,186 | 1.1 | ||||||||||||||||
300,000 | Pfizer, Inc. | 10,059,000 | 1.2 | ||||||||||||||||
190,000 | @ | Sanofi-Aventis SA ADR | 9,410,700 | 1.1 | |||||||||||||||
56,300 | Other Securities | 4,700,487 | 0.5 | ||||||||||||||||
38,631,181 | 4.5 | ||||||||||||||||||
Industrials: 4.1% | |||||||||||||||||||
400,000 | General Electric Co. | 10,628,000 | 1.2 | ||||||||||||||||
40,000 | Lockheed Martin Corp. | 7,436,000 | 0.9 | ||||||||||||||||
131,000 | Waste Management, Inc. | 6,071,850 | 0.7 | ||||||||||||||||
158,122 | Other Securities | 11,123,717 | 1.3 | ||||||||||||||||
35,259,567 | 4.1 | ||||||||||||||||||
Information Technology: 3.2% | |||||||||||||||||||
200,000 | Cisco Systems, Inc. | 5,492,000 | 0.6 | ||||||||||||||||
250,000 | Intel Corp. | 7,603,750 | 0.9 | ||||||||||||||||
123,100 | Microsoft Corp. | 5,434,865 | 0.6 | ||||||||||||||||
109,000 | Texas Instruments, Inc. | 5,614,590 | 0.7 | ||||||||||||||||
660,400 | Other Securities | 3,329,862 | 0.4 | ||||||||||||||||
27,475,067 | 3.2 | ||||||||||||||||||
Materials: 7.7% | |||||||||||||||||||
70,000 | @, L | Agrium, Inc. | 7,416,500 | 0.8 | |||||||||||||||
377,600 | BHP Billiton PLC | 7,424,206 | 0.9 | ||||||||||||||||
200,000 | Dow Chemical Co. | 10,234,000 | 1.2 | ||||||||||||||||
150,000 | Du Pont E I de Nemours & Co. | 9,592,500 | 1.1 | ||||||||||||||||
60,000 | @ | LyondellBasell Industries NV — Class A | 6,211,200 | 0.7 | |||||||||||||||
286,000 | @, L | Rio Tinto PLC ADR | 11,786,060 | 1.4 | |||||||||||||||
859,400 | Other Securities | 13,633,543 | 1.6 | ||||||||||||||||
66,298,009 | 7.7 | ||||||||||||||||||
Telecommunication Services: 2.8% | |||||||||||||||||||
250,000 | AT&T, Inc. | 8,880,000 | 1.0 | ||||||||||||||||
104,000 | Verizon Communications, Inc. | 4,847,440 | 0.6 | ||||||||||||||||
46,025 | Verizon Communications, Inc. — VZC | 2,142,947 | 0.3 | ||||||||||||||||
1,784,545 | Other Securities | 8,149,504 | 0.9 | ||||||||||||||||
24,019,891 | 2.8 | ||||||||||||||||||
Utilities: 11.8% | |||||||||||||||||||
86,700 | Dominion Resources, Inc. | 5,797,629 | 0.7 | ||||||||||||||||
194,965 | Duke Energy Corp. | 13,768,428 | 1.6 | ||||||||||||||||
47,200 | @ | Dynegy, Inc. | 1,380,600 | 0.2 | |||||||||||||||
335,000 | Exelon Corp. | 10,525,700 | 1.2 | ||||||||||||||||
99,930 | NextEra Energy, Inc. | 9,796,138 | 1.1 | ||||||||||||||||
220,000 | Pacific Gas & Electric Co. | 10,802,000 | 1.3 | ||||||||||||||||
100,000 | Pinnacle West Capital Corp. | 5,689,000 | 0.7 | ||||||||||||||||
185,200 | PPL Corp. | 5,457,844 | 0.6 | ||||||||||||||||
160,000 | Public Service Enterprise Group, Inc. | 6,284,800 | 0.7 | ||||||||||||||||
220,000 | Southern Co. | 9,218,000 | 1.1 | ||||||||||||||||
200,000 | Xcel Energy, Inc. | 6,436,000 | 0.7 | ||||||||||||||||
415,600 | Other Securities | 16,417,014 | 1.9 | ||||||||||||||||
101,573,153 | 11.8 | ||||||||||||||||||
Total Common Stock (Cost $358,993,533) | 411,605,888 | 47.8 |
VY® FRANKLIN INCOME PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
PREFERRED STOCK: 4.2% | |||||||||||||||||||
Consumer Discretionary: 0.3% | |||||||||||||||||||
20,000 | Other Securities | $ | 2,523,000 | 0.3 | |||||||||||||||
Energy: 0.1% | |||||||||||||||||||
1,700 | # | Chesapeake Energy Corp. | 1,191,063 | 0.1 | |||||||||||||||
Financials: 2.4% | |||||||||||||||||||
9,300 | Bank of America Corp. | 10,341,600 | 1.2 | ||||||||||||||||
6,000 | Wells Fargo & Co. | 7,050,000 | 0.8 | ||||||||||||||||
176,150 | Other Securities(a) | 3,489,403 | 0.4 | ||||||||||||||||
20,881,003 | 2.4 | ||||||||||||||||||
Health Care: 0.3% | |||||||||||||||||||
2,500 | Other Securities | 2,606,450 | 0.3 | ||||||||||||||||
Industrials: 0.1% | |||||||||||||||||||
1,789 | Other Securities | 1,334,394 | 0.1 | ||||||||||||||||
Materials: 0.5% | |||||||||||||||||||
100,000 | Other Securities(a) | 3,953,000 | 0.5 | ||||||||||||||||
Utilities: 0.5% | |||||||||||||||||||
80,300 | Other Securities | 3,988,350 | 0.5 | ||||||||||||||||
Total Preferred Stock (Cost $37,951,328) | 36,477,260 | 4.2 | |||||||||||||||||
EQUITY-LINKED SECURITIES: 4.1% | |||||||||||||||||||
Consumer Discretionary: 0.3% | |||||||||||||||||||
70,000 | #, @, Z | Deutshce Bank AG into General Motors Co., 8.000% | 2,376,276 | 0.3 | |||||||||||||||
Consumer Staples: 0.3% | |||||||||||||||||||
63,000 | #, @ | Citigroup, Inc. into Whole Foods Market, Inc., 7.000% | 2,483,460 | 0.3 | |||||||||||||||
Energy: 0.8% | |||||||||||||||||||
30,000 | #, @ | Barclays Bank PLC into Anadarko Petroleum Corp., 6.000% | 2,385,759 | 0.2 | |||||||||||||||
70,000 | Other Securities | 5,006,735 | 0.6 | ||||||||||||||||
7,392,494 | 0.8 | ||||||||||||||||||
Financials: 0.6% | |||||||||||||||||||
287,000 | @ | Goldman Sachs & Co. into Bank of America Corp., 6.000% | 4,945,900 | 0.6 | |||||||||||||||
Industrials: 0.4% | |||||||||||||||||||
125,000 | #, @ | Goldman Sachs & Co. into General Electric Co., 5.500% | 3,343,262 | 0.4 | |||||||||||||||
Information Technology: 1.7% | |||||||||||||||||||
55,000 | #, @ | Citigroup, Inc. into Apple, Inc., 7.000% | 6,937,535 | 0.8 | |||||||||||||||
268,000 | Other Securities | 7,742,206 | 0.9 | ||||||||||||||||
14,679,741 | 1.7 | ||||||||||||||||||
Total Equity-Linked Securities (Cost $36,137,415) | 35,221,133 | 4.1 | |||||||||||||||||
WARRANTS: 0.0% | |||||||||||||||||||
Utilities: 0.0% | |||||||||||||||||||
21,595 | @ | Dynegy, Inc. | $ | 87,352 | 0.0 | ||||||||||||||
Total Warrants (Cost $498,071) | 87,352 | 0.0 | |||||||||||||||||
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
CORPORATE BONDS/NOTES: 28.6% | |||||||||||||||||||
Basic Materials: 1.1% | |||||||||||||||||||
862,000 | # | First Quantum Minerals Ltd., 6.750%, 02/15/20 | 838,295 | 0.1 | |||||||||||||||
862,000 | # | First Quantum Minerals Ltd., 7.000%, 02/15/21 | 828,598 | 0.1 | |||||||||||||||
5,000,000 | #, L | FMG Resources August 2006 Pty Ltd., 9.750%, 03/01/22 | 5,175,000 | 0.6 | |||||||||||||||
EUR 2,500,000 | # | Kerling PLC, 10.625%, 02/01/17 | 2,860,153 | 0.3 | |||||||||||||||
9,702,046 | 1.1 | ||||||||||||||||||
Communications: 6.4% | |||||||||||||||||||
1,800,000 | # | Altice Financing SA, 6.625%, 02/15/23 | 1,791,540 | 0.2 | |||||||||||||||
2,200,000 | # | Altice SA, 7.625%, 02/15/25 | 2,073,500 | 0.2 | |||||||||||||||
700,000 | # | Altice SA, 7.750%, 05/15/22 | 679,000 | 0.1 | |||||||||||||||
7,617,472 | Clear Channel Communications, Inc., 6.937%, 01/30/19 | 7,052,507 | 0.8 | ||||||||||||||||
5,300,000 | Clear Channel Communications, Inc., 9.000%, 03/01/21 | 4,849,500 | 0.6 | ||||||||||||||||
3,338,057 | Clear Channel Communications, Inc., 7.687%–9.000%, 07/30/19–12/15/19 | 3,167,883 | 0.4 | ||||||||||||||||
1,500,000 | # | CommScope, Inc., 5.000%, 06/15/21 | 1,473,750 | 0.2 | |||||||||||||||
2,400,000 | # | Sirius XM Radio, Inc., 6.000%, 07/15/24 | 2,430,000 | 0.3 | |||||||||||||||
8,200,000 | Sprint Nextel Corp., 7.875%–11.500%, 11/15/21–09/15/23 | 8,724,250 | 1.0 | ||||||||||||||||
4,000,000 | # | Univision Communications, Inc., 5.125%, 05/15/23 | 3,900,000 | 0.5 | |||||||||||||||
3,400,000 | Verizon Communications, Inc., 5.150%, 09/15/23 | 3,731,521 | 0.4 | ||||||||||||||||
2,000,000 | # | Virgin Media Secured Finance PLC, 5.500%, 01/15/25 | 2,012,500 | 0.2 | |||||||||||||||
1,500,000 | # | Wind Acquisition Finance SA, 7.375%, 04/23/21 | 1,520,625 | 0.2 | |||||||||||||||
11,100,000 | Other Securities | 11,332,550 | 1.3 | ||||||||||||||||
54,739,126 | 6.4 |
VY® FRANKLIN INCOME PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Consumer, Cyclical: 2.8% | |||||||||||||||||||
1,800,000 | # | Academy Ltd. / Academy Finance Corp., 9.250%, 08/01/19 | $ | 1,900,260 | 0.2 | ||||||||||||||
1,500,000 | #, L | Algeco Scotsman Global Finance Plc, 8.500%, 10/15/18 | 1,455,000 | 0.2 | |||||||||||||||
1,600,000 | # | Family Tree Escrow LLC, 5.750%, 03/01/23 | 1,680,000 | 0.2 | |||||||||||||||
1,250,000 | # | HD Supply, Inc., 5.250%, 12/15/21 | 1,271,875 | 0.1 | |||||||||||||||
5,100,000 | # | International Game Technology PLC, 6.500%, 02/15/25 | 4,743,000 | 0.6 | |||||||||||||||
2,500,000 | # | New Red Finance, Inc., 6.000%, 04/01/22 | 2,575,000 | 0.3 | |||||||||||||||
EUR 1,500,000 | # | Volkswagen International Finance NV, 5.500%, 11/09/15 | 2,071,618 | 0.2 | |||||||||||||||
8,460,128 | Other Securities | 8,681,289 | 1.0 | ||||||||||||||||
24,378,042 | 2.8 | ||||||||||||||||||
Consumer, Non-cyclical: 2.8% | |||||||||||||||||||
5,200,000 | HCA, Inc., 5.875%–7.500%, 02/15/22–05/01/23 | 5,810,000 | 0.7 | ||||||||||||||||
2,000,000 | # | JBS USA LLC / JBS USA Finance, Inc., 7.250%, 06/01/21 | 2,117,500 | 0.2 | |||||||||||||||
800,000 | # | JBS USA LLC / JBS USA Finance, Inc., 8.250%, 02/01/20 | 852,000 | 0.1 | |||||||||||||||
1,700,000 | # | VRX Escrow Corp., 5.875%, 05/15/23 | 1,744,625 | 0.2 | |||||||||||||||
1,300,000 | # | VRX Escrow Corp., 6.125%, 04/15/25 | 1,342,250 | 0.2 | |||||||||||||||
11,855,000 | Other Securities | 12,117,094 | 1.4 | ||||||||||||||||
23,983,469 | 2.8 | ||||||||||||||||||
Diversified: 0.2% | |||||||||||||||||||
600,000 | # | Stena AB, 7.000%, 02/01/24 | 582,000 | 0.1 | |||||||||||||||
1,500,000 | # | Stena International SA, 5.750%, 03/01/24 | 1,402,500 | 0.1 | |||||||||||||||
1,984,500 | 0.2 | ||||||||||||||||||
Energy: 5.2% | |||||||||||||||||||
1,200,000 | #, L | Alpha Natural Resources, Inc., 7.500%, 08/01/20 | 306,000 | 0.0 | |||||||||||||||
8,500,000 | L | Chesapeake Energy Corp., 5.750%–7.250%, 12/15/18–03/15/23 | 8,235,000 | 0.9 | |||||||||||||||
1,800,000 | #, L | Energy XXI Gulf Coast, Inc., 11.000%, 03/15/20 | 1,588,500 | 0.2 | |||||||||||||||
1,600,000 | # | Kinder Morgan, Inc./DE, 5.625%, 11/15/23 | 1,702,659 | 0.2 | |||||||||||||||
3,000,000 | #, L | Peabody Energy Corp., 10.000%, 03/15/22 | 1,867,500 | 0.2 | |||||||||||||||
38,737,186 | Other Securities(a) | 31,508,661 | 3.7 | ||||||||||||||||
45,208,320 | 5.2 | ||||||||||||||||||
Financial: 3.5% | |||||||||||||||||||
3,500,000 | Bank of America Corp., 6.100%–8.125%, 12/29/49 | 3,571,250 | 0.4 | ||||||||||||||||
6,500,000 | Citigroup, Inc., 5.875%, 12/29/49 | 6,522,425 | 0.7 | ||||||||||||||||
6,000,000 | Citigroup, Inc., 6.300%, 12/29/49 | 5,865,000 | 0.7 | ||||||||||||||||
8,300,000 | JPMorgan Chase & Co., 5.000%–7.900%, 04/29/49–12/29/49 | 8,421,900 | 1.0 | ||||||||||||||||
2,500,000 | # | OneMain Financial Holdings, Inc., 6.750%, 12/15/19 | 2,612,500 | 0.3 | |||||||||||||||
3,100,000 | Other Securities | 3,099,000 | 0.4 | ||||||||||||||||
30,092,075 | 3.5 | ||||||||||||||||||
Industrial: 1.1% | |||||||||||||||||||
1,600,000 | #, L | Abengoa Finance SAU, 8.875%, 11/01/17 | 1,672,000 | 0.2 | |||||||||||||||
1,600,000 | # | Bombardier, Inc., 7.500%, 03/15/25 | 1,460,000 | 0.2 | |||||||||||||||
2,000,000 | # | BWAY Holding Co., 9.125%, 08/15/21 | 2,070,000 | 0.2 | |||||||||||||||
1,500,000 | # | Cemex SAB de CV, 7.250%, 01/15/21 | 1,586,550 | 0.2 | |||||||||||||||
2,600,000 | Other Securities | 2,580,500 | 0.3 | ||||||||||||||||
9,369,050 | 1.1 | ||||||||||||||||||
Technology: 3.3% | |||||||||||||||||||
2,500,000 | # | BMC Software Finance, Inc., 8.125%, 07/15/21 | 2,034,375 | 0.2 | |||||||||||||||
500,000 | #, & | Boxer Parent Co., Inc., 9.000%, 10/15/19 | 356,875 | 0.1 | |||||||||||||||
3,276,964 | First Data Corp. — Term Loan B-3, 3.687%, 03/24/18 | 3,272,867 | 0.4 | ||||||||||||||||
6,400,000 | First Data Corp., 12.625%, 01/15/21 | 7,408,000 | 0.9 | ||||||||||||||||
6,179,000 | # | First Data Corp., 8.250%, 01/15/21 | 6,534,293 | 0.7 | |||||||||||||||
3,187,000 | #, & | First Data Corp., 8.750%, 01/15/22 | 3,396,147 | 0.4 | |||||||||||||||
5,008,428 | Other Securities | 5,245,909 | 0.6 | ||||||||||||||||
28,248,466 | 3.3 | ||||||||||||||||||
Utilities: 2.2% | |||||||||||||||||||
6,500,000 | Calpine Corp., 5.375%–5.750%, 01/15/23–01/15/25 | 6,379,375 | 0.7 | ||||||||||||||||
5,000,000 | # | Dynegy, Inc., 7.375%, 11/01/22 | 5,262,500 | 0.6 |
VY® FRANKLIN INCOME PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Utilities: (continued) | |||||||||||||||||||
5,000,000 | # | InterGen NV, 7.000%, 06/30/23 | $ | 4,475,000 | 0.5 | ||||||||||||||
3,000,000 | Other Securities | 3,135,000 | 0.4 | ||||||||||||||||
19,251,875 | 2.2 | ||||||||||||||||||
Total Corporate Bonds/Notes (Cost $250,578,681) | 246,956,969 | 28.6 | |||||||||||||||||
Total Long-Term Investments (Cost $684,159,028) | 730,348,602 | 84.7 | |||||||||||||||||
SHORT-TERM INVESTMENTS: 11.5% | |||||||||||||||||||
U.S. Government Agency Obligations: 5.8% | |||||||||||||||||||
50,000,000 | Federal Home Loan Bank Discount Notes, 0.080%, 07/01/15 | ||||||||||||||||||
(Cost $50,000,000) | 50,000,000 | 5.8 | |||||||||||||||||
Securities Lending Collateralcc: 5.7% | |||||||||||||||||||
11,586,423 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/15, 0.15%, due 07/01/15 (Repurchase Amount $11,586,471, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–8.500%, Market Value plus accrued interest $11,818,152, due 07/15/15–05/20/65) | 11,586,423 | 1.4 | ||||||||||||||||
8,402,479 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/15, 0.18%, due 07/01/15 (Repurchase Amount $8,402,520, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–9.250%, Market Value plus accrued interest $8,570,487, due 11/15/15–03/01/48) | 8,402,479 | 1.0 | ||||||||||||||||
11,674,600 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/30/15, 0.17%, due 07/01/15 (Repurchase Amount $11,674,654, collateralized by various U.S. Government Securities, 0.750%–2.750%, Market Value plus accrued interest $11,908,092, due 01/15/17–08/15/42) | 11,674,600 | 1.4 | ||||||||||||||||
11,586,423 | Nomura Securities, Repurchase Agreement dated 06/30/15, 0.14%, due 07/01/15 (Repurchase Amount $11,586,467, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–9.500%, Market Value plus accrued interest $11,818,155, due 07/31/15–05/20/65) | 11,586,423 | 1.3 | ||||||||||||||||
5,534,650 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/15, 0.20%, due 07/01/15 (Repurchase Amount $5,534,680, collateralized by various U.S. Government Securities, 0.125%–2.500%, Market Value plus accrued interest $5,647,462, due 01/15/17–01/15/29) | 5,534,650 | 0.6 | ||||||||||||||||
48,784,575 | 5.7 | ||||||||||||||||||
Total Short-Term Investments (Cost $98,784,575) | 98,784,575 | 11.5 | |||||||||||||||||
Total Investments in Securities (Cost $782,943,603) | $ | 829,133,177 | 96.2 | ||||||||||||||||
Assets in Excess of Other Liabilities | 32,755,082 | 3.8 | |||||||||||||||||
Net Assets | $ | 861,888,259 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
VY® FRANKLIN INCOME PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (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. |
@ | Non-income producing security. |
& | Payment-in-kind |
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, 2015. |
Z | Indicates Zero Coupon Bond; rate shown reflects current effective yield. |
(a) | This grouping contains securities on loan. |
EUR | EU Euro |
Cost for federal income tax purposes is $783,578,128. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 109,877,059 | ||||
Gross Unrealized Depreciation | (64,322,010 | ) | ||||
Net Unrealized Appreciation | $ | 45,555,049 |
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, 2015 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock | ||||||||||||||||||
Consumer Discretionary | $ | 24,817,707 | $ | — | $ | — | $ | 24,817,707 | ||||||||||
Consumer Staples | 7,933,900 | — | — | 7,933,900 | ||||||||||||||
Energy | 64,273,474 | — | — | 64,273,474 | ||||||||||||||
Financials | 21,323,939 | — | — | 21,323,939 | ||||||||||||||
Health Care | 38,631,181 | — | — | 38,631,181 | ||||||||||||||
Industrials | 34,355,398 | — | 904,169 | 35,259,567 | ||||||||||||||
Information Technology | 24,145,205 | — | 3,329,862 | 27,475,067 | ||||||||||||||
Materials | 55,354,078 | 10,943,931 | — | 66,298,009 | ||||||||||||||
Telecommunication Services | 14,608,840 | 9,411,051 | — | 24,019,891 | ||||||||||||||
Utilities | 101,573,153 | — | — | 101,573,153 | ||||||||||||||
Total Common Stock | 387,016,875 | 20,354,982 | 4,234,031 | 411,605,888 | ||||||||||||||
Preferred Stock | 21,139,200 | 14,003,666 | 1,334,394 | 36,477,260 | ||||||||||||||
Equity-Linked Securities | — | 35,221,133 | — | 35,221,133 | ||||||||||||||
Warrants | 87,352 | — | — | 87,352 | ||||||||||||||
Corporate Bonds/Notes | — | 246,956,969 | — | 246,956,969 | ||||||||||||||
Short-Term Investments | — | 98,784,575 | — | 98,784,575 | ||||||||||||||
Total Investments, at fair value | $ | 408,243,427 | $ | 415,321,325 | $ | 5,568,425 | $ | 829,133,177 |
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® FRANKLIN MUTUAL SHARES PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) |
as of June 30, 2015
(as a percentage of net assets)
Financials | 20.4 | % | |||||
Information Technology | 13.4 | % | |||||
Health Care | 13.3 | % | |||||
Consumer Discretionary | 12.3 | % | |||||
Consumer Staples | 10.6 | % | |||||
Energy | 7.7 | % | |||||
Industrials | 4.7 | % | |||||
Materials | 4.4 | % | |||||
Telecommunication Services | 2.2 | % | |||||
Utilities | 0.7 | % | |||||
Consumer, Cyclical** | 0.0 | % | |||||
Communications | 0.0 | % | |||||
Assets in Excess of Other Liabilities* | 10.3 | % | |||||
Net Assets | 100.0 | % | |||||
* Includes short-term investments. | |||||||
** Amount is less than 0.05% |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 89.0% | |||||||||||||||||||
Consumer Discretionary: 11.6% | |||||||||||||||||||
108,855 | CBS Corp. — Class B | $ | 6,041,452 | 1.2 | |||||||||||||||
82,700 | @ | DirecTV Group | 7,673,733 | 1.6 | |||||||||||||||
200,920 | General Motors Co. | 6,696,664 | 1.4 | ||||||||||||||||
396,385 | Reed Elsevier PLC | 6,441,487 | 1.3 | ||||||||||||||||
55,708 | Time Warner Cable, Inc. | 9,925,494 | 2.1 | ||||||||||||||||
46,639 | Time Warner, Inc. | 4,076,715 | 0.8 | ||||||||||||||||
279,054 | Twenty-First Century Fox, Inc. Class B | 8,991,120 | 1.9 | ||||||||||||||||
705,216 | Other Securities | 6,251,263 | 1.3 | ||||||||||||||||
56,097,928 | 11.6 | ||||||||||||||||||
Consumer Staples: 10.6% | |||||||||||||||||||
102,130 | Altria Group, Inc. | 4,995,178 | 1.1 | ||||||||||||||||
152,846 | British American Tobacco PLC | 8,229,561 | 1.7 | ||||||||||||||||
46,000 | CVS Health | 4,824,480 | 1.0 | ||||||||||||||||
122,962 | Imperial Tobacco Group PLC | 5,922,086 | 1.2 | ||||||||||||||||
68,810 | Kroger Co. | 4,989,413 | 1.0 | ||||||||||||||||
62,921 | PepsiCo, Inc. | 5,873,046 | 1.2 | ||||||||||||||||
74,620 | Walgreens Boots Alliance, Inc. | 6,300,913 | 1.3 | ||||||||||||||||
242,053 | Other Securities | 9,857,307 | 2.1 | ||||||||||||||||
50,991,984 | 10.6 | ||||||||||||||||||
Energy: 7.7% | |||||||||||||||||||
80,077 | Apache Corp. | 4,614,838 | 1.0 | ||||||||||||||||
93,467 | Baker Hughes, Inc. | 5,766,914 | 1.2 | ||||||||||||||||
189,142 | Marathon Oil Corp. | 5,019,829 | 1.0 | ||||||||||||||||
223,010 | Royal Dutch Shell PLC | $ | 6,342,390 | 1.3 | |||||||||||||||
940,505 | Other Securities | 15,206,598 | 3.2 | ||||||||||||||||
36,950,569 | 7.7 | ||||||||||||||||||
Financials: 20.4% | |||||||||||||||||||
63,246 | @ | ACE Ltd. | 6,430,853 | 1.3 | |||||||||||||||
165,782 | American International Group, Inc. | 10,248,643 | 2.1 | ||||||||||||||||
11,780 | @ | Alleghany Corp. | 5,521,993 | 1.1 | |||||||||||||||
77,708 | Allstate Corp. | 5,040,918 | 1.1 | ||||||||||||||||
1,206,540 | Barclays PLC | 4,945,153 | 1.0 | ||||||||||||||||
110,377 | CIT Group, Inc. | 5,131,427 | 1.1 | ||||||||||||||||
109,212 | Citigroup, Inc. | 6,032,871 | 1.3 | ||||||||||||||||
169,732 | Citizens Financial Group, Inc. | 4,635,381 | 1.0 | ||||||||||||||||
106,360 | JPMorgan Chase & Co. | 7,206,954 | 1.5 | ||||||||||||||||
115,729 | Metlife, Inc. | 6,479,667 | 1.3 | ||||||||||||||||
111,980 | PNC Financial Services Group, Inc. | 10,710,887 | 2.2 | ||||||||||||||||
96,021 | SunTrust Bank | 4,130,823 | 0.9 | ||||||||||||||||
173,180 | @ | XL Group PLC | 6,442,296 | 1.3 | |||||||||||||||
359,521 | Other Securities | 15,338,305 | 3.2 | ||||||||||||||||
98,296,171 | 20.4 | ||||||||||||||||||
Health Care: 13.3% | |||||||||||||||||||
136,967 | Eli Lilly & Co. | 11,435,375 | 2.4 | ||||||||||||||||
78,238 | @ | Hospira, Inc. | 6,940,493 | 1.5 | |||||||||||||||
179,767 | Medtronic PLC | 13,320,735 | 2.8 | ||||||||||||||||
243,482 | Merck & Co., Inc. | 13,861,430 | 2.9 | ||||||||||||||||
66,785 | Stryker Corp. | 6,382,642 | 1.3 | ||||||||||||||||
158,016 | @ | Teva Pharmaceutical Industries Ltd. ADR | 9,338,746 | 1.9 | |||||||||||||||
15,827 | Other Securities | 2,563,974 | 0.5 | ||||||||||||||||
63,843,395 | 13.3 | ||||||||||||||||||
Industrials: 4.7% | |||||||||||||||||||
3,145 | AP Moller — Maersk A/S — Class B | 5,686,292 | 1.2 | ||||||||||||||||
60,775 | Caterpillar, Inc. | 5,154,936 | 1.1 | ||||||||||||||||
520,045 | Other Securities | 11,668,264 | 2.4 | ||||||||||||||||
22,509,492 | 4.7 | ||||||||||||||||||
Information Technology: 13.4% | |||||||||||||||||||
77,640 | Apple, Inc. | 9,737,997 | 2.0 | ||||||||||||||||
159,039 | CA, Inc. | 4,658,252 | 1.0 | ||||||||||||||||
265,276 | Cisco Systems, Inc. | 7,284,479 | 1.5 | ||||||||||||||||
156,867 | Hewlett-Packard Co. | 4,707,579 | 1.0 | ||||||||||||||||
312,142 | Microsoft Corp. | 13,781,069 | 2.8 | ||||||||||||||||
331,535 | @ | Nokia OYJ ADR | 2,271,015 | 0.5 | |||||||||||||||
413,503 | Nokia OYJ | 2,818,841 | 0.6 | ||||||||||||||||
3,867 | Samsung Electronics Co., Ltd. | 4,387,445 | 0.9 |
VY® FRANKLIN MUTUAL SHARES PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||||||
Information Technology: (continued) | |||||||||||||||||||
331,079 | Symantec Corp. | $ | 7,697,587 | 1.6 | |||||||||||||||
514,702 | Xerox Corp. | 5,476,429 | 1.1 | ||||||||||||||||
36,107 | Other Securities | 1,848,679 | 0.4 | ||||||||||||||||
64,669,372 | 13.4 | ||||||||||||||||||
Materials: 4.4% | |||||||||||||||||||
121,213 | International Paper Co. | 5,768,527 | 1.2 | ||||||||||||||||
105,138 | MeadWestvaco Corp. | 4,961,462 | 1.0 | ||||||||||||||||
363,053 | Other Securities | 10,398,416 | 2.2 | ||||||||||||||||
21,128,405 | 4.4 | ||||||||||||||||||
Telecommunication Services: 2.2% | |||||||||||||||||||
1,858,148 | Vodafone Group PLC | 6,778,287 | 1.4 | ||||||||||||||||
1,006,780 | Other Securities | 3,859,840 | 0.8 | ||||||||||||||||
10,638,127 | 2.2 | ||||||||||||||||||
Utilities: 0.7% | |||||||||||||||||||
138,900 | Other Securities | 3,178,032 | 0.7 | ||||||||||||||||
Total Common Stock (Cost $339,396,861) | 428,303,475 | 89.0 | |||||||||||||||||
PREFERRED STOCK: 0.7% | |||||||||||||||||||
Consumer Discretionary: 0.7% | |||||||||||||||||||
14,064 | Other Securities | 3,263,962 | 0.7 | ||||||||||||||||
Total Preferred Stock (Cost $3,597,292) | 3,263,962 | 0.7 | |||||||||||||||||
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
CORPORATE BONDS/NOTES: 0.0% | |||||||||||||||||||
Communications: —% | |||||||||||||||||||
32,493 | Other Securities | — | — | ||||||||||||||||
Consumer, Cyclical: 0.0% | |||||||||||||||||||
3,747 | Other Securities | 3,742 | 0.0 | ||||||||||||||||
Energy: 0.0% | |||||||||||||||||||
1,688,350 | Other Securities | 108,527 | 0.0 | ||||||||||||||||
Financial: —% | |||||||||||||||||||
1,216,000 | Other Securities(a) | — | — | ||||||||||||||||
Total Corporate Bonds/Notes (Cost $1,364,706) | 112,269 | 0.0 | |||||||||||||||||
Total Long-Term Investments (Cost $344,358,859) | 431,679,706 | 89.7 | |||||||||||||||||
SHORT-TERM INVESTMENTS: 5.1% | |||||||||||||||||||
U.S. Treasury Bills: 5.1% | |||||||||||||||||||
2,000,000 | United States Treasury Bill, 0.010%, 09/03/15 | $ | 1,999,982 | 0.4 | |||||||||||||||
5,000,000 | United States Treasury Bill, 0.065%, 08/27/15 | 5,000,060 | 1.1 | ||||||||||||||||
1,000,000 | United States Treasury Bill, 0.065%, 08/06/15 | 1,000,007 | 0.2 | ||||||||||||||||
4,000,000 | United States Treasury Bill, 0.080%, 11/19/15 | 3,999,608 | 0.9 | ||||||||||||||||
2,000,000 | United States Treasury Bill, 0.085%, 11/27/15 | 1,999,814 | 0.4 | ||||||||||||||||
2,500,000 | United States Treasury Bill, 0.095%, 10/08/15 | 2,499,880 | 0.5 | ||||||||||||||||
3,500,000 | United States Treasury Bill, 0.105%, 08/20/15 | 3,500,010 | 0.7 | ||||||||||||||||
2,000,000 | United States Treasury Bill, 0.110%, 07/23/15 | 2,000,022 | 0.4 | ||||||||||||||||
1,500,000 | United States Treasury Bill, 0.110%, 07/09/15 | 1,500,005 | 0.3 | ||||||||||||||||
1,000,000 | United States Treasury Bill, 0.130%, 07/02/15 | 1,000,000 | 0.2 | ||||||||||||||||
24,499,388 | 5.1 | ||||||||||||||||||
Total Short-Term Investments (Cost $24,496,186) | 24,499,388 | 5.1 | |||||||||||||||||
Total Investments in Securities (Cost $368,855,045) | $ | 456,179,094 | 94.8 | ||||||||||||||||
Assets in Excess of Other Liabilities | 25,115,452 | 5.2 | |||||||||||||||||
Net Assets | $ | 481,294,546 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
@ | Non-income producing security. |
ADR | American Depositary Receipt |
(a) | The grouping contains securities in default. |
Cost for federal income tax purposes is $369,305,172. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 104,718,895 | ||||
Gross Unrealized Depreciation | (17,844,973 | ) | ||||
Net Unrealized Appreciation | $ | 86,873,922 |
VY® FRANKLIN MUTUAL SHARES PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2015 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock | ||||||||||||||||||
Consumer Discretionary | $ | 49,656,441 | $ | 6,441,487 | $ | — | $ | 56,097,928 | ||||||||||
Consumer Staples | 36,840,337 | 14,151,647 | — | 50,991,984 | ||||||||||||||
Energy | 23,636,790 | 13,313,779 | — | 36,950,569 | ||||||||||||||
Financials | 90,871,395 | 7,424,776 | — | 98,296,171 | ||||||||||||||
Health Care | 63,843,395 | — | — | 63,843,395 | ||||||||||||||
Industrials | 13,946,802 | 8,562,690 | — | 22,509,492 | ||||||||||||||
Information Technology | 57,463,086 | 7,206,286 | — | 64,669,372 | ||||||||||||||
Materials | 14,230,773 | 6,897,632 | — | 21,128,405 | ||||||||||||||
Telecommunication Services | — | 10,638,127 | — | 10,638,127 | ||||||||||||||
Utilities | 3,178,032 | — | — | 3,178,032 | ||||||||||||||
Total Common Stock | 353,667,051 | 74,636,424 | — | 428,303,475 | ||||||||||||||
Preferred Stock | — | 3,263,962 | — | 3,263,962 | ||||||||||||||
Corporate Bonds/Notes | — | 112,269 | — | 112,269 | ||||||||||||||
Short-Term Investments | — | 24,499,388 | — | 24,499,388 | ||||||||||||||
Total Investments, at fair value | $ | 353,667,051 | $ | 102,512,043 | $ | — | $ | 456,179,094 | ||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Forward Foreign Currency Contracts | — | 727,785 | — | 727,785 | ||||||||||||||
Total Assets | $ | 353,667,051 | $ | 103,239,828 | $ | — | $ | 456,906,879 | ||||||||||
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | (1,243,529 | ) | $ | — | $ | (1,243,529 | ) | ||||||||
Total Liabilities | $ | — | $ | (1,243,529 | ) | $ | — | $ | (1,243,529 | ) |
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. |
Counterparty | Currency | Contract Amount | Buy/Sell | Settlement Date | In Exchange For | Fair Value | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Bank of America | EU Euro | 91,076 | Buy | 07/20/15 | $ | 101,529 | $ | 101,562 | $ | 33 | ||||||||||||||||||||
Bank of America | British Pound | 92,989 | Buy | 08/19/15 | 146,187 | 146,059 | (128 | ) | ||||||||||||||||||||||
Bank of America | British Pound | 86,044 | Buy | 08/19/15 | 136,531 | 135,150 | (1,381 | ) | ||||||||||||||||||||||
Bank of America | South Korean Won | 18,558,196 | Buy | 08/12/15 | 16,757 | 16,555 | (202 | ) | ||||||||||||||||||||||
Bank of America | EU Euro | 50,323 | Buy | 07/20/15 | 57,132 | 56,117 | (1,015 | ) | ||||||||||||||||||||||
Bank of America | South Korean Won | 140,019,074 | Buy | 08/12/15 | 128,895 | 124,906 | (3,989 | ) | ||||||||||||||||||||||
Bank of America | South Korean Won | 127,972,410 | Buy | 08/12/15 | 118,329 | 114,161 | (4,168 | ) | ||||||||||||||||||||||
Bank of America | South Korean Won | 165,017,296 | Buy | 08/12/15 | 153,633 | 147,207 | (6,426 | ) | ||||||||||||||||||||||
Bank of America | British Pound | 177,712 | Buy | 08/19/15 | 272,101 | 279,134 | 7,033 | |||||||||||||||||||||||
Bank of America | British Pound | 373,882 | Buy | 08/19/15 | 554,679 | 587,261 | 32,582 | |||||||||||||||||||||||
Bank of America | British Pound | 2,887,900 | Buy | 08/19/15 | 4,457,214 | 4,536,059 | 78,845 | |||||||||||||||||||||||
Bank of America | South Korean Won | 50,105,961 | Buy | 08/12/15 | 44,906 | 44,698 | (208 | ) | ||||||||||||||||||||||
Bank of America | South Korean Won | 63,034,813 | Buy | 08/12/15 | 56,824 | 56,232 | (592 | ) | ||||||||||||||||||||||
Credit Suisse Group AG | EU Euro | 34,480 | Buy | 07/20/15 | 38,430 | 38,449 | 19 | |||||||||||||||||||||||
Credit Suisse Group AG | British Pound | 76,227 | Buy | 08/19/15 | 120,989 | 119,731 | (1,258 | ) |
VY® FRANKLIN MUTUAL SHARES PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Counterparty | Currency | Contract Amount | Buy/Sell | Settlement Date | In Exchange For | Fair Value | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Credit Suisse Group AG | British Pound | 92,048 | Buy | 08/19/15 | $ | 142,694 | $ | 144,580 | $ | 1,886 | ||||||||||||||||||||
Credit Suisse Group AG | British Pound | 47,826 | Buy | 08/19/15 | 73,048 | 75,121 | 2,073 | |||||||||||||||||||||||
Credit Suisse Group AG | South Korean Won | 20,317,750 | Buy | 08/12/15 | 18,284 | 18,124 | (160 | ) | ||||||||||||||||||||||
Credit Suisse Group AG | British Pound | 102,268 | Buy | 08/19/15 | 156,237 | 160,634 | 4,397 | |||||||||||||||||||||||
Credit Suisse Group AG | South Korean Won | 66,634,251 | Buy | 08/12/15 | 59,977 | 59,443 | (534 | ) | ||||||||||||||||||||||
Credit Suisse Group AG | South Korean Won | 136,241,051 | Buy | 08/12/15 | 124,877 | 121,536 | (3,341 | ) | ||||||||||||||||||||||
Credit Suisse Group AG | British Pound | 107,308 | Buy | 08/19/15 | 164,387 | 168,550 | 4,163 | |||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 91,075 | Buy | 07/20/15 | 101,504 | 101,560 | 56 | |||||||||||||||||||||||
Deutsche Bank AG | British Pound | 92,989 | Buy | 08/19/15 | 146,137 | 146,059 | (78 | ) | ||||||||||||||||||||||
HSBC Bank PLC | South Korean Won | 32,899,295 | Buy | 08/12/15 | 29,701 | 29,349 | (352 | ) | ||||||||||||||||||||||
HSBC Bank PLC | South Korean Won | 61,432,296 | Buy | 08/12/15 | 55,290 | 54,802 | (488 | ) | ||||||||||||||||||||||
HSBC Bank PLC | South Korean Won | 80,682,988 | Buy | 08/12/15 | 73,825 | 71,975 | (1,850 | ) | ||||||||||||||||||||||
HSBC Bank PLC | South Korean Won | 64,978,582 | Buy | 08/12/15 | 59,822 | 57,966 | (1,856 | ) | ||||||||||||||||||||||
HSBC Bank PLC | South Korean Won | 57,346,666 | Buy | 08/12/15 | 52,157 | 51,157 | (1,000 | ) | ||||||||||||||||||||||
HSBC Bank PLC | South Korean Won | 107,530,932 | Buy | 08/12/15 | 97,933 | 95,925 | (2,008 | ) | ||||||||||||||||||||||
HSBC Bank PLC | South Korean Won | 135,902,480 | Buy | 08/12/15 | 125,812 | 121,234 | (4,578 | ) | ||||||||||||||||||||||
HSBC Bank PLC | British Pound | 84,410 | Buy | 08/19/15 | 132,615 | 132,584 | (31 | ) | ||||||||||||||||||||||
HSBC Bank PLC | British Pound | 454,664 | Buy | 08/19/15 | 679,018 | 714,146 | 35,128 | |||||||||||||||||||||||
State Street Bank | EU Euro | 95,017 | Buy | 07/20/15 | 105,978 | 105,956 | (22 | ) | ||||||||||||||||||||||
State Street Bank | EU Euro | 34,763 | Buy | 07/20/15 | 38,879 | 38,766 | (113 | ) | ||||||||||||||||||||||
State Street Bank | British Pound | 116,237 | Buy | 08/19/15 | 182,727 | 182,575 | (152 | ) | ||||||||||||||||||||||
State Street Bank | British Pound | 115,109 | Buy | 08/19/15 | 182,645 | 180,803 | (1,842 | ) | ||||||||||||||||||||||
$ | 128,443 | |||||||||||||||||||||||||||||
Bank of America | EU Euro | 52,343 | Sell | 07/20/15 | $ | 60,572 | $ | 58,369 | $ | 2,203 | ||||||||||||||||||||
Bank of America | EU Euro | 2,441 | Sell | 07/20/15 | 2,732 | 2,722 | 10 | |||||||||||||||||||||||
Bank of America | EU Euro | 12,629 | Sell | 07/20/15 | 14,144 | 14,083 | 61 | |||||||||||||||||||||||
Bank of America | EU Euro | 37,204 | Sell | 07/20/15 | 41,644 | 41,488 | 156 | |||||||||||||||||||||||
Bank of America | EU Euro | 149,500 | Sell | 07/20/15 | 166,938 | 166,711 | 227 | |||||||||||||||||||||||
Bank of America | EU Euro | 8,378,383 | Sell | 07/20/15 | 9,553,075 | 9,342,971 | 210,104 | |||||||||||||||||||||||
Bank of America | EU Euro | 37,000 | Sell | 07/20/15 | 41,348 | 41,260 | 88 | |||||||||||||||||||||||
Bank of America | EU Euro | 72,944 | Sell | 07/20/15 | 81,557 | 81,342 | 215 | |||||||||||||||||||||||
Bank of America | EU Euro | 70,100 | Sell | 07/20/15 | 76,316 | 78,171 | (1,855 | ) | ||||||||||||||||||||||
Bank of America | EU Euro | 46,800 | Sell | 07/20/15 | 50,928 | 52,188 | (1,260 | ) | ||||||||||||||||||||||
Bank of America | EU Euro | 165,885 | Sell | 07/20/15 | 178,709 | 184,983 | (6,274 | ) | ||||||||||||||||||||||
Bank of America | EU Euro | 415,885 | Sell | 07/20/15 | 447,550 | 463,765 | (16,215 | ) | ||||||||||||||||||||||
Bank of America | EU Euro | 69,034 | Sell | 07/20/15 | 75,140 | 76,982 | (1,842 | ) | ||||||||||||||||||||||
Bank of America | EU Euro | 33,234 | Sell | 07/20/15 | 35,382 | 37,060 | (1,678 | ) | ||||||||||||||||||||||
Bank of America | EU Euro | 51,391 | Sell | 07/20/15 | 54,620 | 57,308 | (2,688 | ) | ||||||||||||||||||||||
Bank of America | British Pound | 198,493 | Sell | 08/19/15 | 290,402 | 311,775 | (21,373 | ) | ||||||||||||||||||||||
Bank of America | EU Euro | 32,250 | Sell | 07/20/15 | 35,080 | 35,963 | (883 | ) | ||||||||||||||||||||||
Bank of America | British Pound | 57,148 | Sell | 08/19/15 | 85,362 | 89,763 | (4,401 | ) | ||||||||||||||||||||||
Bank of America | EU Euro | 20,850 | Sell | 07/20/15 | 22,727 | 23,251 | (524 | ) | ||||||||||||||||||||||
Bank of America | South Korean Won | 103,104,686 | Sell | 08/12/15 | 91,062 | 91,977 | (915 | ) | ||||||||||||||||||||||
Bank of America | EU Euro | 90,193 | Sell | 07/20/15 | 102,901 | 100,577 | 2,324 | |||||||||||||||||||||||
Bank of America | British Pound | 149,642 | Sell | 08/19/15 | 221,032 | 235,044 | (14,012 | ) | ||||||||||||||||||||||
Bank of America | EU Euro | 17,622 | Sell | 07/20/15 | 20,163 | 19,650 | 513 | |||||||||||||||||||||||
Bank of America | EU Euro | 59,090 | Sell | 07/20/15 | 67,305 | 65,893 | 1,412 | |||||||||||||||||||||||
Bank of America | South Korean Won | 106,751,594 | Sell | 08/12/15 | 95,784 | 95,230 | 554 | |||||||||||||||||||||||
Bank of America | EU Euro | 88,070 | Sell | 07/20/15 | 98,739 | 98,209 | 530 | |||||||||||||||||||||||
Bank of America | EU Euro | 16,222 | Sell | 07/20/15 | 18,914 | 18,090 | 824 | |||||||||||||||||||||||
Bank of America | South Korean Won | 178,478,383 | Sell | 08/12/15 | 161,456 | 159,215 | 2,241 | |||||||||||||||||||||||
Bank of America | EU Euro | 52,584 | Sell | 07/20/15 | 60,870 | 58,638 | 2,232 | |||||||||||||||||||||||
Bank of America | South Korean Won | 1,018,864,429 | Sell | 08/12/15 | 916,379 | 908,899 | 7,480 | |||||||||||||||||||||||
Bank of America | South Korean Won | 510,484,784 | Sell | 08/12/15 | 460,934 | 455,388 | 5,546 | |||||||||||||||||||||||
Bank of America | British Pound | 9,530,873 | Sell | 08/19/15 | 14,585,095 | 14,970,256 | (385,161 | ) | ||||||||||||||||||||||
Bank of America | EU Euro | 91,309 | Sell | 07/20/15 | 109,269 | 101,821 | 7,448 | |||||||||||||||||||||||
Bank of America | EU Euro | 64,132 | Sell | 07/20/15 | 76,570 | 71,516 | 5,054 | |||||||||||||||||||||||
Barclays Bank PLC | EU Euro | 55,912 | Sell | 07/20/15 | 62,875 | 62,349 | 526 | |||||||||||||||||||||||
Barclays Bank PLC | EU Euro | 44,035 | Sell | 07/20/15 | 49,413 | 49,105 | 308 | |||||||||||||||||||||||
Barclays Bank PLC | EU Euro | 4,379 | Sell | 07/20/15 | 5,081 | 4,883 | 198 | |||||||||||||||||||||||
Credit Suisse Group AG | EU Euro | 23,286 | Sell | 07/20/15 | 26,106 | 25,967 | 139 | |||||||||||||||||||||||
Credit Suisse Group AG | EU Euro | 74,750 | Sell | 07/20/15 | 83,775 | 83,356 | 419 |
VY® FRANKLIN MUTUAL SHARES PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Counterparty | Currency | Contract Amount | Buy/Sell | Settlement Date | In Exchange For | Fair Value | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Credit Suisse Group AG | EU Euro | 144,190 | Sell | 07/20/15 | $ | 157,049 | $ | 160,791 | $ | (3,742 | ) | |||||||||||||||||||
Credit Suisse Group AG | EU Euro | 8,466 | Sell | 07/20/15 | 9,518 | 9,440 | 78 | |||||||||||||||||||||||
Credit Suisse Group AG | EU Euro | 9,612 | Sell | 07/20/15 | 10,733 | 10,718 | 15 | |||||||||||||||||||||||
Credit Suisse Group AG | EU Euro | 111,258 | Sell | 07/20/15 | 124,740 | 124,067 | 673 | |||||||||||||||||||||||
Credit Suisse Group AG | EU Euro | 140,200 | Sell | 07/20/15 | 152,665 | 156,341 | (3,676 | ) | ||||||||||||||||||||||
Credit Suisse Group AG | British Pound | 34,943 | Sell | 08/19/15 | 53,605 | 54,885 | (1,280 | ) | ||||||||||||||||||||||
Credit Suisse Group AG | EU Euro | 240,729 | Sell | 07/20/15 | 258,613 | 268,444 | (9,831 | ) | ||||||||||||||||||||||
Credit Suisse Group AG | EU Euro | 22,660 | Sell | 07/20/15 | 24,028 | 25,269 | (1,241 | ) | ||||||||||||||||||||||
Credit Suisse Group AG | EU Euro | 76,849 | Sell | 07/20/15 | 83,613 | 85,696 | (2,083 | ) | ||||||||||||||||||||||
Credit Suisse Group AG | EU Euro | 33,234 | Sell | 07/20/15 | 35,337 | 37,060 | (1,723 | ) | ||||||||||||||||||||||
Credit Suisse Group AG | EU Euro | 20,850 | Sell | 07/20/15 | 22,718 | 23,250 | (532 | ) | ||||||||||||||||||||||
Credit Suisse Group AG | EU Euro | 8,493 | Sell | 07/20/15 | 9,555 | 9,471 | 84 | |||||||||||||||||||||||
Credit Suisse Group AG | EU Euro | 118,762 | Sell | 07/20/15 | 135,560 | 132,435 | 3,125 | |||||||||||||||||||||||
Credit Suisse Group AG | EU Euro | 47,241 | Sell | 07/20/15 | 53,769 | 52,680 | 1,089 | |||||||||||||||||||||||
Credit Suisse Group AG | South Korean Won | 89,538,019 | Sell | 08/12/15 | 80,854 | 79,874 | 980 | |||||||||||||||||||||||
Credit Suisse Group AG | South Korean Won | 51,051,384 | Sell | 08/12/15 | 46,117 | 45,542 | 575 | |||||||||||||||||||||||
Credit Suisse Group AG | EU Euro | 45,000 | Sell | 07/20/15 | 51,417 | 50,181 | 1,236 | |||||||||||||||||||||||
Credit Suisse Group AG | South Korean Won | 263,698,277 | Sell | 08/12/15 | 236,633 | 235,237 | 1,396 | |||||||||||||||||||||||
Credit Suisse Group AG | British Pound | 35,790 | Sell | 08/19/15 | 55,272 | 56,216 | (944 | ) | ||||||||||||||||||||||
Credit Suisse Group AG | EU Euro | 88,070 | Sell | 07/20/15 | 98,717 | 98,209 | 508 | |||||||||||||||||||||||
Credit Suisse Group AG | EU Euro | 52,341 | Sell | 07/20/15 | 60,699 | 58,367 | 2,332 | |||||||||||||||||||||||
Credit Suisse Group AG | EU Euro | 32,400 | Sell | 07/20/15 | 37,742 | 36,130 | 1,612 | |||||||||||||||||||||||
Credit Suisse Group AG | South Korean Won | 382,506,613 | Sell | 08/12/15 | 345,977 | 341,222 | 4,755 | |||||||||||||||||||||||
Credit Suisse Group AG | EU Euro | 73,617 | Sell | 07/20/15 | 85,204 | 82,092 | 3,112 | |||||||||||||||||||||||
Credit Suisse Group AG | South Korean Won | 891,716,857 | Sell | 08/12/15 | 801,832 | 795,474 | 6,358 | |||||||||||||||||||||||
Credit Suisse Group AG | South Korean Won | 379,819,936 | Sell | 08/12/15 | 340,688 | 338,826 | 1,862 | |||||||||||||||||||||||
Credit Suisse Group AG | British Pound | 6,648,755 | Sell | 08/19/15 | 10,172,595 | 10,443,278 | (270,683 | ) | ||||||||||||||||||||||
Credit Suisse Group AG | EU Euro | 188,622 | Sell | 07/20/15 | 225,620 | 210,337 | 15,283 | |||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 46,571 | Sell | 07/20/15 | 52,080 | 51,933 | 147 | |||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 149,500 | Sell | 07/20/15 | 167,228 | 166,711 | 517 | |||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 288,381 | Sell | 07/20/15 | 313,838 | 321,582 | (7,744 | ) | ||||||||||||||||||||||
Deutsche Bank AG | British Pound | 97,545 | Sell | 07/21/15 | 149,189 | 153,247 | (4,058 | ) | ||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 125,439 | Sell | 07/20/15 | 139,838 | 139,880 | (42 | ) | ||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 428,500 | Sell | 07/20/15 | 478,361 | 477,832 | 529 | |||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 128,113 | Sell | 07/20/15 | 140,714 | 142,863 | (2,149 | ) | ||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 55,990 | Sell | 07/20/15 | 60,910 | 62,436 | (1,526 | ) | ||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 291,222 | Sell | 07/20/15 | 312,785 | 324,750 | (11,965 | ) | ||||||||||||||||||||||
Deutsche Bank AG | British Pound | 49,150 | Sell | 08/19/15 | 76,061 | 77,201 | (1,140 | ) | ||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 87,558 | Sell | 07/20/15 | 93,545 | 97,638 | (4,093 | ) | ||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 73,541 | Sell | 07/20/15 | 78,008 | 82,007 | (3,999 | ) | ||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 69,033 | Sell | 07/20/15 | 75,235 | 76,981 | (1,746 | ) | ||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 3,271 | Sell | 07/20/15 | 3,534 | 3,647 | (113 | ) | ||||||||||||||||||||||
Deutsche Bank AG | British Pound | 268,217 | Sell | 08/19/15 | 397,530 | 421,291 | (23,761 | ) | ||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 25,696 | Sell | 07/20/15 | 27,233 | 28,654 | (1,421 | ) | ||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 32,250 | Sell | 07/20/15 | 35,058 | 35,963 | (905 | ) | ||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 20,850 | Sell | 07/20/15 | 22,737 | 23,251 | (514 | ) | ||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 4,246 | Sell | 07/20/15 | 4,780 | 4,735 | 45 | |||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 745 | Sell | 07/20/15 | 838 | 831 | 7 | |||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 44,000 | Sell | 07/20/15 | 50,146 | 49,065 | 1,081 | |||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 1,681 | Sell | 07/20/15 | 1,925 | 1,874 | 51 | |||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 17,622 | Sell | 07/20/15 | 20,130 | 19,651 | 479 | |||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 47,242 | Sell | 07/20/15 | 53,780 | 52,681 | 1,099 | |||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 159,171 | Sell | 07/20/15 | 182,673 | 177,496 | 5,177 | |||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 30,000 | Sell | 07/20/15 | 34,295 | 33,454 | 841 | |||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 88,070 | Sell | 07/20/15 | 98,871 | 98,209 | 662 | |||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 52,342 | Sell | 07/20/15 | 60,571 | 58,368 | 2,203 | |||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 16,200 | Sell | 07/20/15 | 18,856 | 18,065 | 791 | |||||||||||||||||||||||
Deutsche Bank AG | British Pound | 323,225 | Sell | 08/19/15 | 496,595 | 507,694 | (11,099 | ) | ||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 52,583 | Sell | 07/20/15 | 60,965 | 58,637 | 2,328 | |||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 1,240,784 | Sell | 07/20/15 | 1,441,048 | 1,383,632 | 57,416 | |||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 64,132 | Sell | 07/20/15 | 76,599 | 71,515 | 5,084 | |||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 182,617 | Sell | 07/20/15 | 218,516 | 203,642 | 14,874 | |||||||||||||||||||||||
HSBC Bank PLC | South Korean Won | 134,078,894 | Sell | 07/21/15 | 119,649 | 119,841 | (192 | ) |
VY® FRANKLIN MUTUAL SHARES PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Counterparty | Currency | Contract Amount | Buy/Sell | Settlement Date | In Exchange For | Fair Value | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
HSBC Bank PLC | South Korean Won | 120,542,373 | Sell | 07/21/15 | $ | 109,484 | $ | 107,742 | $ | 1,742 | ||||||||||||||||||||
HSBC Bank PLC | South Korean Won | 236,941,897 | Sell | 07/21/15 | 214,472 | 211,782 | 2,690 | |||||||||||||||||||||||
HSBC Bank PLC | South Korean Won | 267,734,470 | Sell | 07/21/15 | 238,665 | 239,305 | (640 | ) | ||||||||||||||||||||||
HSBC Bank PLC | South Korean Won | 181,433,005 | Sell | 07/21/15 | 162,110 | 162,168 | (58 | ) | ||||||||||||||||||||||
HSBC Bank PLC | South Korean Won | 195,658,550 | Sell | 07/21/15 | 175,133 | 174,882 | 251 | |||||||||||||||||||||||
HSBC Bank PLC | South Korean Won | 100,413,076 | Sell | 08/12/15 | 88,361 | 89,576 | (1,215 | ) | ||||||||||||||||||||||
HSBC Bank PLC | South Korean Won | 132,308,480 | Sell | 08/12/15 | 119,401 | 118,028 | 1,373 | |||||||||||||||||||||||
HSBC Bank PLC | South Korean Won | 120,772,373 | Sell | 08/12/15 | 108,912 | 107,738 | 1,174 | |||||||||||||||||||||||
HSBC Bank PLC | South Korean Won | 384,686,939 | Sell | 08/12/15 | 343,851 | 343,168 | 683 | |||||||||||||||||||||||
HSBC Bank PLC | South Korean Won | 128,886,717 | Sell | 08/12/15 | 115,645 | 114,976 | 669 | |||||||||||||||||||||||
HSBC Bank PLC | South Korean Won | 130,282,243 | Sell | 08/12/15 | 116,803 | 116,221 | 582 | |||||||||||||||||||||||
HSBC Bank PLC | South Korean Won | 240,479,362 | Sell | 08/12/15 | 217,363 | 214,525 | 2,838 | |||||||||||||||||||||||
HSBC Bank PLC | South Korean Won | 967,087,971 | Sell | 08/12/15 | 869,371 | 862,710 | 6,661 | |||||||||||||||||||||||
HSBC Bank PLC | South Korean Won | 241,729,819 | Sell | 08/12/15 | 216,944 | 215,640 | 1,304 | |||||||||||||||||||||||
HSBC Bank PLC | South Korean Won | 241,486,297 | Sell | 08/12/15 | 218,066 | 215,423 | 2,643 | |||||||||||||||||||||||
HSBC Bank PLC | EU Euro | 46,572 | Sell | 07/20/15 | 52,160 | 51,934 | 226 | |||||||||||||||||||||||
HSBC Bank PLC | EU Euro | 97,371 | Sell | 07/20/15 | 109,162 | 108,582 | 580 | |||||||||||||||||||||||
HSBC Bank PLC | EU Euro | 74,750 | Sell | 07/20/15 | 83,588 | 83,355 | 233 | |||||||||||||||||||||||
HSBC Bank PLC | EU Euro | 125,439 | Sell | 07/20/15 | 139,777 | 139,881 | (104 | ) | ||||||||||||||||||||||
HSBC Bank PLC | EU Euro | 246,157 | Sell | 07/20/15 | 275,673 | 274,496 | 1,177 | |||||||||||||||||||||||
HSBC Bank PLC | EU Euro | 140,200 | Sell | 07/20/15 | 152,854 | 156,341 | (3,487 | ) | ||||||||||||||||||||||
HSBC Bank PLC | British Pound | 34,943 | Sell | 08/19/15 | 53,535 | 54,885 | (1,350 | ) | ||||||||||||||||||||||
HSBC Bank PLC | EU Euro | 46,800 | Sell | 07/20/15 | 50,881 | 52,189 | (1,308 | ) | ||||||||||||||||||||||
HSBC Bank PLC | British Pound | 49,150 | Sell | 08/19/15 | 76,036 | 77,200 | (1,164 | ) | ||||||||||||||||||||||
HSBC Bank PLC | EU Euro | 80,243 | Sell | 07/20/15 | 86,445 | 89,481 | (3,036 | ) | ||||||||||||||||||||||
HSBC Bank PLC | British Pound | 71,180 | Sell | 08/19/15 | 111,575 | 111,804 | (229 | ) | ||||||||||||||||||||||
HSBC Bank PLC | EU Euro | 515,415 | Sell | 07/20/15 | 555,916 | 574,753 | (18,837 | ) | ||||||||||||||||||||||
HSBC Bank PLC | EU Euro | 48,046 | Sell | 07/20/15 | 51,745 | 53,578 | (1,833 | ) | ||||||||||||||||||||||
HSBC Bank PLC | EU Euro | 11,330 | Sell | 07/20/15 | 12,031 | 12,635 | (604 | ) | ||||||||||||||||||||||
HSBC Bank PLC | EU Euro | 38,174 | Sell | 07/20/15 | 41,592 | 42,568 | (976 | ) | ||||||||||||||||||||||
HSBC Bank PLC | EU Euro | 9,721 | Sell | 07/20/15 | 10,492 | 10,841 | (349 | ) | ||||||||||||||||||||||
HSBC Bank PLC | EU Euro | 66,468 | Sell | 07/20/15 | 70,758 | 74,120 | (3,362 | ) | ||||||||||||||||||||||
HSBC Bank PLC | EU Euro | 51,391 | Sell | 07/20/15 | 54,523 | 57,308 | (2,785 | ) | ||||||||||||||||||||||
HSBC Bank PLC | EU Euro | 32,250 | Sell | 07/20/15 | 35,070 | 35,963 | (893 | ) | ||||||||||||||||||||||
HSBC Bank PLC | EU Euro | 20,850 | Sell | 07/20/15 | 22,706 | 23,251 | (545 | ) | ||||||||||||||||||||||
HSBC Bank PLC | EU Euro | 8,493 | Sell | 07/20/15 | 9,551 | 9,471 | 80 | |||||||||||||||||||||||
HSBC Bank PLC | EU Euro | 744 | Sell | 07/20/15 | 838 | 830 | 8 | |||||||||||||||||||||||
HSBC Bank PLC | EU Euro | 45,097 | Sell | 07/20/15 | 51,390 | 50,289 | 1,101 | |||||||||||||||||||||||
HSBC Bank PLC | EU Euro | 1,681 | Sell | 07/20/15 | 1,924 | 1,874 | 50 | |||||||||||||||||||||||
HSBC Bank PLC | EU Euro | 8,811 | Sell | 07/20/15 | 10,086 | 9,825 | 261 | |||||||||||||||||||||||
HSBC Bank PLC | EU Euro | 47,242 | Sell | 07/20/15 | 53,857 | 52,681 | 1,176 | |||||||||||||||||||||||
HSBC Bank PLC | EU Euro | 30,000 | Sell | 07/20/15 | 34,389 | 33,454 | 935 | |||||||||||||||||||||||
HSBC Bank PLC | EU Euro | 88,070 | Sell | 07/20/15 | 98,641 | 98,209 | 432 | |||||||||||||||||||||||
HSBC Bank PLC | EU Euro | 52,343 | Sell | 07/20/15 | 60,622 | 58,369 | 2,253 | |||||||||||||||||||||||
HSBC Bank PLC | EU Euro | 32,400 | Sell | 07/20/15 | 37,569 | 36,130 | 1,439 | |||||||||||||||||||||||
HSBC Bank PLC | EU Euro | 30,096 | Sell | 07/20/15 | 34,958 | 33,561 | 1,397 | |||||||||||||||||||||||
HSBC Bank PLC | EU Euro | 52,583 | Sell | 07/20/15 | 60,997 | 58,637 | 2,360 | |||||||||||||||||||||||
HSBC Bank PLC | British Pound | 6,671,611 | Sell | 08/19/15 | 10,207,565 | 10,479,179 | (271,614 | ) | ||||||||||||||||||||||
HSBC Bank PLC | EU Euro | 128,264 | Sell | 07/20/15 | 153,179 | 143,031 | 10,148 | |||||||||||||||||||||||
HSBC Bank PLC | EU Euro | 188,623 | Sell | 07/20/15 | 225,633 | 210,339 | 15,294 | |||||||||||||||||||||||
State Street Bank | EU Euro | 46,571 | Sell | 07/20/15 | 52,126 | 51,932 | 194 | |||||||||||||||||||||||
State Street Bank | EU Euro | 149,500 | Sell | 07/20/15 | 167,081 | 166,712 | 369 | |||||||||||||||||||||||
State Street Bank | EU Euro | 51,608 | Sell | 07/20/15 | 58,816 | 57,549 | 1,267 | |||||||||||||||||||||||
State Street Bank | EU Euro | 457,400 | Sell | 07/20/15 | 518,731 | 510,059 | 8,672 | |||||||||||||||||||||||
State Street Bank | British Pound | 97,544 | Sell | 07/21/15 | 149,238 | 153,245 | (4,007 | ) | ||||||||||||||||||||||
State Street Bank | EU Euro | 82,780 | Sell | 07/20/15 | 91,415 | 92,310 | (895 | ) | ||||||||||||||||||||||
State Street Bank | EU Euro | 300,000 | Sell | 07/20/15 | 334,006 | 334,538 | (532 | ) | ||||||||||||||||||||||
State Street Bank | EU Euro | 682,001 | Sell | 07/20/15 | 767,919 | 760,519 | 7,400 | |||||||||||||||||||||||
State Street Bank | EU Euro | 80,090 | Sell | 07/20/15 | 90,145 | 89,311 | 834 | |||||||||||||||||||||||
State Street Bank | EU Euro | 6,206 | Sell | 07/20/15 | 6,933 | 6,920 | 13 | |||||||||||||||||||||||
State Street Bank | EU Euro | 200,719 | Sell | 07/20/15 | 215,573 | 223,827 | (8,254 | ) | ||||||||||||||||||||||
State Street Bank | British Pound | 49,150 | Sell | 08/19/15 | 76,086 | 77,201 | (1,115 | ) | ||||||||||||||||||||||
State Street Bank | EU Euro | 207,170 | Sell | 07/20/15 | 222,946 | 231,021 | (8,075 | ) |
VY® FRANKLIN MUTUAL SHARES PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Counterparty | Currency | Contract Amount | Buy/Sell | Settlement Date | In Exchange For | Fair Value | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
State Street Bank | EU Euro | 120,205 | Sell | 07/20/15 | $ | 128,196 | $ | 134,044 | $ | (5,848 | ) | |||||||||||||||||||
State Street Bank | EU Euro | 22,661 | Sell | 07/20/15 | 24,047 | 25,270 | (1,223 | ) | ||||||||||||||||||||||
State Street Bank | EU Euro | 51,392 | Sell | 07/20/15 | 54,574 | 57,309 | (2,735 | ) | ||||||||||||||||||||||
State Street Bank | British Pound | 198,494 | Sell | 08/19/15 | 290,497 | 311,777 | (21,280 | ) | ||||||||||||||||||||||
State Street Bank | EU Euro | 32,250 | Sell | 07/20/15 | 35,120 | 35,963 | (843 | ) | ||||||||||||||||||||||
State Street Bank | EU Euro | 747 | Sell | 07/20/15 | 841 | 833 | 8 | |||||||||||||||||||||||
State Street Bank | EU Euro | 45,097 | Sell | 07/20/15 | 51,406 | 50,289 | 1,117 | |||||||||||||||||||||||
State Street Bank | EU Euro | 17,622 | Sell | 07/20/15 | 20,146 | 19,651 | 495 | |||||||||||||||||||||||
State Street Bank | EU Euro | 11,845 | Sell | 07/20/15 | 13,626 | 13,209 | 417 | |||||||||||||||||||||||
State Street Bank | British Pound | 71,578 | Sell | 08/19/15 | 110,454 | 112,428 | (1,974 | ) | ||||||||||||||||||||||
State Street Bank | EU Euro | 88,069 | Sell | 07/20/15 | 98,804 | 98,208 | 596 | |||||||||||||||||||||||
State Street Bank | EU Euro | 52,341 | Sell | 07/20/15 | 60,648 | 58,367 | 2,281 | |||||||||||||||||||||||
State Street Bank | EU Euro | 32,399 | Sell | 07/20/15 | 37,584 | 36,129 | 1,455 | |||||||||||||||||||||||
State Street Bank | EU Euro | 6,557 | Sell | 07/20/15 | 7,587 | 7,312 | 275 | |||||||||||||||||||||||
State Street Bank | EU Euro | 52,583 | Sell | 07/20/15 | 60,862 | 58,637 | 2,225 | |||||||||||||||||||||||
State Street Bank | British Pound | 93,069 | Sell | 08/19/15 | 142,880 | 146,184 | (3,304 | ) | ||||||||||||||||||||||
State Street Bank | EU Euro | 1,314,566 | Sell | 07/20/15 | 1,526,113 | 1,465,910 | 60,203 | |||||||||||||||||||||||
State Street Bank | EU Euro | 68,729 | Sell | 07/20/15 | 81,392 | 76,641 | 4,751 | |||||||||||||||||||||||
State Street Bank | EU Euro | 35,569 | Sell | 07/20/15 | 42,462 | 39,664 | 2,798 | |||||||||||||||||||||||
State Street Bank | EU Euro | 188,622 | Sell | 07/20/15 | 225,562 | 210,338 | 15,224 | |||||||||||||||||||||||
$ | (644,187 | ) |
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 | $ | 727,785 | |||||||
Total Asset Derivatives | $ | 727,785 | ||||||||
Liability Derivatives | ||||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 1,243,529 | |||||||
Total Liability Derivatives | $ | 1,243,529 |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Investments* | Foreign currency related transactions** | Total | ||||||||||||
Equity contracts | — | $ | — | $ | — | ||||||||||
Foreign exchange contracts | — | 4,896,065 | 4,896,065 | ||||||||||||
Total | $ | — | $ | 4,896,065 | $ | 4,896,065 |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Investments* | Foreign currency related transactions** | Total | ||||||||||||
Equity contracts | $ | — | $ | — | $ | — | |||||||||
Foreign exchange contracts | — | (4,130,670 | ) | (4,130,670 | ) | ||||||||||
Total | $ | — | $ | (4,130,670 | ) | $ | (4,130,670 | ) |
* | 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® FRANKLIN MUTUAL SHARES PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Bank of America | Barclays Bank PLC | Credit Suisse Group AG | Deutsche Bank AG | HSBC Bank PLC | State Street Bank | Totals | ||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Assets: | �� | |||||||||||||||||||||||||||||
Forward foreign currency contracts | $ | 367,715 | $ | 1,032 | $ | 58,169 | $ | 93,387 | $ | 96,888 | $ | 110,594 | $ | 727,785 | ||||||||||||||||
Total Assets | 367,715 | 1,032 | 58,169 | 93,387 | 96,888 | 110,594 | 727,785 | |||||||||||||||||||||||
Total asset derivative instruments subject to master netting agreements(1) | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | ||||||||||||||||
Liabilities: | ||||||||||||||||||||||||||||||
Forward foreign currency contracts | $ | 477,190 | $ | — | $ | 301,028 | $ | 76,353 | $ | 326,744 | $ | 62,214 | $ | 1,243,529 | ||||||||||||||||
Total Liabilities | 477,190 | — | 301,028 | 76,353 | 326,744 | 62,214 | 1,243,529 | |||||||||||||||||||||||
Total liability derivative instruments subject to master netting agreements(1) | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — |
(1) | At June 30, 2015, the Portfolio had not entered into any master netting agreements with its derivative counterparties as disclosed above. As such, the Portfolio did not have any amounts subject to offset. |
VY® JPMORGAN SMALL CAP CORE EQUITY PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) |
as of June 30, 2015
(as a percentage of net assets)
Financials | 22.1 | % | |||||
Industrials | 16.2 | % | |||||
Consumer Discretionary | 16.0 | % | |||||
Information Technology | 14.8 | % | |||||
Health Care | 12.5 | % | |||||
Materials | 4.3 | % | |||||
Energy | 3.7 | % | |||||
Consumer Staples | 3.4 | % | |||||
Utilities | 2.9 | % | |||||
Telecommunication Services | 0.6 | % | |||||
Assets in Excess of Other Liabilities* | 3.5 | % | |||||
Net Assets | 100.0 | % | |||||
* Includes short-term investments. |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 96.5% | |||||||||||||||||||
Consumer Discretionary: 16.0% | |||||||||||||||||||
134,906 | Brinker International, Inc. | $ | 7,777,331 | 1.0 | |||||||||||||||
120,963 | Cinemark Holdings, Inc. | 4,859,084 | 0.6 | ||||||||||||||||
335,725 | @ | CROCS, Inc. | 4,938,515 | 0.6 | |||||||||||||||
268,598 | EW Scripps Co. | 6,137,464 | 0.8 | ||||||||||||||||
44,500 | @ | Helen of Troy Ltd. | 4,338,305 | 0.5 | |||||||||||||||
208,998 | Jarden Corp. | 10,815,646 | 1.3 | ||||||||||||||||
58,187 | Morningstar, Inc. | 4,628,776 | 0.6 | ||||||||||||||||
432,450 | @ | Office Depot, Inc. | 3,745,017 | 0.5 | |||||||||||||||
54,053 | Papa John’s International, Inc. | 4,086,947 | 0.5 | ||||||||||||||||
99,761 | Pool Corp. | 7,001,227 | 0.9 | ||||||||||||||||
110,587 | @ | ServiceMaster Global Holdings, Inc. | 3,999,932 | 0.5 | |||||||||||||||
2,440,892 | Other Securities(a) | 65,440,134 | 8.2 | ||||||||||||||||
127,768,378 | 16.0 | ||||||||||||||||||
Consumer Staples: 3.4% | |||||||||||||||||||
45,197 | J&J Snack Foods Corp. | 5,001,952 | 0.6 | ||||||||||||||||
79,374 | Spectrum Brands Holdings, Inc. | 8,095,354 | 1.0 | ||||||||||||||||
773,663 | Other Securities(a) | 14,432,111 | 1.8 | ||||||||||||||||
27,529,417 | 3.4 | ||||||||||||||||||
Energy: 3.7% | |||||||||||||||||||
1,765,344 | Other Securities(a) | 29,615,582 | 3.7 | ||||||||||||||||
Financials: 22.1% | |||||||||||||||||||
319,433 | Associated Banc-Corp. | 6,474,907 | 0.8 | ||||||||||||||||
141,426 | BankUnited, Inc. | 5,081,436 | 0.6 | ||||||||||||||||
138,362 | HFF, Inc. | 5,773,846 | 0.7 | ||||||||||||||||
56,238 | Mid-America Apartment Communities, Inc. | 4,094,689 | 0.5 | ||||||||||||||||
135,646 | National Retail Properties, Inc. | 4,748,967 | 0.6 | ||||||||||||||||
127,439 | ProAssurance Corp. | 5,888,956 | 0.8 | ||||||||||||||||
252,667 | RLJ Lodging Trust | 7,524,423 | 1.0 | ||||||||||||||||
224,188 | Umpqua Holdings Corp. | 4,033,142 | 0.5 | ||||||||||||||||
120,294 | @ | Western Alliance Bancorp. | 4,061,125 | 0.5 | |||||||||||||||
6,024,310 | Other Securities(a) | 128,725,449 | 16.1 | ||||||||||||||||
176,406,940 | 22.1 | ||||||||||||||||||
Health Care: 12.5% | |||||||||||||||||||
186,280 | @ | Catalent, Inc. | 5,463,592 | 0.7 | |||||||||||||||
78,352 | Centene Corp. | 6,299,501 | 0.8 | ||||||||||||||||
114,248 | Healthsouth Corp. | 5,262,263 | 0.6 | ||||||||||||||||
96,864 | Idexx Laboratories, Inc. | 6,212,857 | 0.8 | ||||||||||||||||
49,271 | @ | WellCare Health Plans, Inc. | 4,179,659 | 0.5 | |||||||||||||||
102,719 | West Pharmaceutical Services, Inc. | 5,965,919 | 0.7 | ||||||||||||||||
2,848,835 | Other Securities(a) | 66,975,446 | 8.4 | ||||||||||||||||
100,359,237 | 12.5 | ||||||||||||||||||
Industrials: 16.2% | |||||||||||||||||||
110,900 | Barrett Business Services, Inc. | 4,027,888 | 0.5 | ||||||||||||||||
108,754 | @, L | Generac Holdings, Inc. | 4,322,971 | 0.5 | |||||||||||||||
160,100 | @ | Hawaiian Holdings, Inc. | 3,802,375 | 0.5 | |||||||||||||||
143,239 | Herman Miller, Inc. | 4,143,904 | 0.5 | ||||||||||||||||
123,255 | KAR Auction Services, Inc. | 4,609,737 | 0.6 | ||||||||||||||||
72,814 | @ | RBC Bearings, Inc. | 5,225,133 | 0.7 | |||||||||||||||
110,823 | Toro Co. | 7,511,583 | 0.9 | ||||||||||||||||
237,875 | Waste Connections, Inc. | 11,208,670 | 1.4 | ||||||||||||||||
3,129,778 | Other Securities(a) | 84,305,878 | 10.6 | ||||||||||||||||
129,158,139 | 16.2 | ||||||||||||||||||
Information Technology: 14.8% | |||||||||||||||||||
172,700 | @ | AVG Technologies | 4,699,167 | 0.6 | |||||||||||||||
118,248 | @ | CoreLogic, Inc. | 4,693,263 | 0.6 | |||||||||||||||
50,109 | FEI Co. | 4,155,539 | 0.5 | ||||||||||||||||
96,663 | @ | Freescale Semiconductor Holdings Ltd. | 3,863,620 | 0.5 | |||||||||||||||
199,380 | Monotype Imaging Holdings, Inc. | 4,807,052 | 0.6 | ||||||||||||||||
155,302 | @ | Q2 Holdings, Inc. | 4,387,282 | 0.5 | |||||||||||||||
254,100 | @ | Rovi Corp. | 4,052,895 | 0.5 | |||||||||||||||
71,300 | Science Applications International Corp. | 3,768,205 | 0.5 | ||||||||||||||||
3,763,180 | Other Securities(a) | 83,819,115 | 10.5 | ||||||||||||||||
118,246,138 | 14.8 | ||||||||||||||||||
Materials: 4.3% | |||||||||||||||||||
113,379 | Aptargroup, Inc. | 7,230,179 | 0.9 | ||||||||||||||||
139,916 | @ | Crown Holdings, Inc. | 7,402,955 | 0.9 |
VY® JPMORGAN SMALL CAP CORE EQUITY PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||||||
Materials: (continued) | |||||||||||||||||||
124,368 | Silgan Holdings, Inc. | $ | 6,561,656 | 0.8 | |||||||||||||||
496,950 | Other Securities | 13,349,999 | 1.7 | ||||||||||||||||
34,544,789 | 4.3 | ||||||||||||||||||
Telecommunication Services: 0.6% | |||||||||||||||||||
321,051 | Other Securities(a) | 4,954,294 | 0.6 | ||||||||||||||||
Utilities: 2.9% | |||||||||||||||||||
132,100 | @ | Dynegy, Inc. | 3,863,925 | 0.5 | |||||||||||||||
96,333 | NorthWestern Corp. | 4,696,234 | 0.6 | ||||||||||||||||
256,125 | Portland General Electric Co. | 8,493,105 | 1.0 | ||||||||||||||||
395,278 | Other Securities(a) | 6,208,308 | 0.8 | ||||||||||||||||
23,261,572 | 2.9 | ||||||||||||||||||
Total Common Stock (Cost $606,449,753) | 771,844,486 | 96.5 | |||||||||||||||||
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
SHORT-TERM INVESTMENTS: 6.4% | |||||||||||||||||||
Securities Lending Collateralcc: 3.3% | |||||||||||||||||||
6,210,808 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/15, 0.15%, due 07/01/15 (Repurchase Amount $6,210,834, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–8.500%, Market Value plus accrued interest $6,335,025, due 07/15/15–05/20/65) | 6,210,808 | 0.8 | ||||||||||||||||
6,210,808 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/15, 0.18%, due 07/01/15 (Repurchase Amount $6,210,839, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–9.250%, Market Value plus accrued interest $6,334,994, due 11/15/15–03/01/48) | 6,210,808 | 0.8 | ||||||||||||||||
6,210,808 | Nomura Securities, Repurchase Agreement dated 06/30/15, 0.14%, due 07/01/15 (Repurchase Amount $6,210,832, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–9.500%, Market Value plus accrued interest $6,335,026, due 07/31/15–05/20/65) | 6,210,808 | 0.8 | ||||||||||||||||
4,599,507 | Royal Bank of Canada, Repurchase Agreement dated 06/30/15, 0.10%, due 07/01/15 (Repurchase Amount $4,599,520, collateralized by various U.S. Government Agency Obligations, 2.375%–6.500%, Market Value plus accrued interest $4,691,497, due 03/01/19–02/20/65) | 4,599,507 | 0.6 | ||||||||||||||||
2,918,755 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/15, 0.20%, due 07/01/15 (Repurchase Amount $2,918,771, collateralized by various U.S. Government Securities, 0.125%–2.500%, Market Value plus accrued interest $2,978,248, due 01/15/17–01/15/29) | 2,918,755 | 0.3 | ||||||||||||||||
26,150,686 | 3.3 | ||||||||||||||||||
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
Mutual Funds: 3.1% | |||||||||||||||||||
24,941,794 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.090%†† (Cost $24,941,794) | 24,941,794 | 3.1 | ||||||||||||||||
Total Short-Term Investments (Cost $51,092,480) | 51,092,480 | 6.4 | |||||||||||||||||
Total Investments in Securities (Cost $657,542,233) | $ | 822,936,966 | 102.9 | ||||||||||||||||
Liabilities in Excess of Other Assets | (23,276,173 | ) | (2.9 | ) | |||||||||||||||
Net Assets | $ | 799,660,793 | 100.0 |
VY® JPMORGAN SMALL CAP CORE EQUITY PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2015. |
@ | 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, 2015. |
(a) | This grouping contains securities on loan. |
Cost for federal income tax purposes is $659,641,880. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 193,777,664 | ||||
Gross Unrealized Depreciation | (30,482,578 | ) | ||||
Net Unrealized Appreciation | $ | 163,295,086 |
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, 2015 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock | ||||||||||||||||||
Consumer Discretionary | $ | 127,768,378 | $ | — | $ | — | $ | 127,768,378 | ||||||||||
Consumer Staples | 27,529,417 | — | — | 27,529,417 | ||||||||||||||
Energy | 29,615,582 | — | — | 29,615,582 | ||||||||||||||
Financials | 176,406,940 | — | — | 176,406,940 | ||||||||||||||
Health Care | 100,265,445 | — | 93,792 | 100,359,237 | ||||||||||||||
Industrials | 129,158,139 | — | — | 129,158,139 | ||||||||||||||
Information Technology | 118,246,138 | — | — | 118,246,138 | ||||||||||||||
Materials | 34,544,789 | — | — | 34,544,789 | ||||||||||||||
Telecommunication Services | 4,954,294 | — | — | 4,954,294 | ||||||||||||||
Utilities | 23,261,572 | — | — | 23,261,572 | ||||||||||||||
Total Common Stock | 771,750,694 | — | 93,792 | 771,844,486 | ||||||||||||||
Short-Term Investments | 24,941,794 | 26,150,686 | — | 51,092,480 | ||||||||||||||
Total Investments, at fair value | $ | 796,692,488 | $ | 26,150,686 | $ | 93,792 | $ | 822,936,966 | ||||||||||
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Futures | $ | (201,556 | ) | $ | — | $ | — | $ | (201,556 | ) | ||||||||
Total Liabilities | $ | (201,556 | ) | $ | — | $ | — | $ | (201,556 | ) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
+ | Other Financial Instruments are derivatives not reflected in the Portfolio of Investments and may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are valued at the unrealized gain (loss) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. |
Contract Description | | Number of Contracts | | Expiration Date | | Notional Value | | Unrealized Appreciation/ (Depreciation) | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Long Contracts | ||||||||||||||||||
Russell 2000® Mini Index | 120 | 09/18/15 | $ | 13,519,325 | $ | (201,556 | ) | |||||||||||
$ | 13,519,325 | $ | (201,556 | ) |
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Liability Derivatives | ||||||||||
Equity contracts | Net Assets — Unrealized depreciation* | $ | 201,556 | |||||||
$ | 201,556 |
* | Includes cumulative appreciation/depreciation of futures contracts as reported in the table following the Summary Portfolio of Investments. |
VY® JPMORGAN SMALL CAP CORE EQUITY PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | ||||||
---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Futures | |||||
Equity contracts | $ | 820,160 | ||||
Total | $ | 820,160 |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | ||||||
---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Futures | |||||
Equity contracts | $ | (360,697 | ) | |||
Total | $ | (360,697 | ) |
VY® TEMPLETON GLOBAL GROWTH PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
as of June 30, 2015
(as a percentage of net assets)
United States | 34.2 | % | |||||
United Kingdom | 12.8 | % | |||||
France | 9.5 | % | |||||
Germany | 5.8 | % | |||||
South Korea | 5.8 | % | |||||
Switzerland | 5.3 | % | |||||
Netherlands | 3.2 | % | |||||
Singapore | 3.1 | % | |||||
Japan | 2.8 | % | |||||
Israel | 2.4 | % | |||||
Countries between 0.1%–2.2%ˆ | 13.9 | % | |||||
Assets in Excess of Other Liabilities* | 1.2 | % | |||||
Net Assets | 100.0 | % | |||||
* Includes short-term investments. | |||||||
ˆ Includes 12 countries, which each represents 0.1%–2.2% of net assets. |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 98.8% | |||||||||||||||||||
Brazil: 0.9% | |||||||||||||||||||
604,273 | Other Securities | $ | 4,930,868 | 0.9 | |||||||||||||||
Canada: 0.1% | |||||||||||||||||||
14,400 | Other Securities | 396,605 | 0.1 | ||||||||||||||||
China: 1.7% | |||||||||||||||||||
5,322,100 | Kunlun Energy Co. Ltd. | 5,408,836 | 1.0 | ||||||||||||||||
190,500 | Other Securities(a) | 3,593,143 | 0.7 | ||||||||||||||||
9,001,979 | 1.7 | ||||||||||||||||||
Denmark: 0.7% | |||||||||||||||||||
72,410 | Other Securities(a) | 3,479,525 | 0.7 | ||||||||||||||||
France: 9.5% | |||||||||||||||||||
296,832 | AXA S.A. | 7,525,254 | 1.4 | ||||||||||||||||
133,270 | BNP Paribas | 8,087,204 | 1.6 | ||||||||||||||||
63,595 | Cie Generale des Etablissements Michelin | 6,691,725 | 1.3 | ||||||||||||||||
495,180 | Credit Agricole SA | 7,393,031 | 1.4 | ||||||||||||||||
91,550 | Sanofi | 9,057,055 | 1.7 | ||||||||||||||||
165,330 | Total S.A. | 8,109,612 | 1.6 | ||||||||||||||||
42,750 | Other Securities | 2,649,401 | 0.5 | ||||||||||||||||
49,513,282 | 9.5 | ||||||||||||||||||
Germany: 5.8% | |||||||||||||||||||
541,690 | Deutsche Lufthansa AG | 6,988,919 | 1.3 | ||||||||||||||||
63,920 | Merck KGaA | 6,372,213 | 1.2 | ||||||||||||||||
179,750 | Metro AG | 5,677,260 | 1.1 | ||||||||||||||||
69,520 | Siemens AG | 7,033,451 | 1.4 | ||||||||||||||||
196,970 | Other Securities | 4,327,873 | 0.8 | ||||||||||||||||
30,399,716 | 5.8 | ||||||||||||||||||
Ireland: 1.8% | |||||||||||||||||||
123,050 | Medtronic PLC | 9,118,005 | 1.8 | ||||||||||||||||
Israel: 2.4% | |||||||||||||||||||
211,157 | @ | Teva Pharmaceutical Industries Ltd. ADR | 12,479,379 | 2.4 | |||||||||||||||
Italy: 2.2% | |||||||||||||||||||
1,011,434 | UniCredit SpA | 6,797,738 | 1.3 | ||||||||||||||||
259,567 | Other Securities | 4,610,339 | 0.9 | ||||||||||||||||
11,408,077 | 2.2 | ||||||||||||||||||
Japan: 2.8% | |||||||||||||||||||
694,500 | Nissan Motor Co., Ltd. | 7,255,410 | 1.4 | ||||||||||||||||
427,600 | Other Securities | 7,161,871 | 1.4 | ||||||||||||||||
14,417,281 | 2.8 | ||||||||||||||||||
Netherlands: 3.2% | |||||||||||||||||||
70,160 | Akzo Nobel NV | 5,122,326 | 1.0 | ||||||||||||||||
814,071 | Other Securities | 11,435,484 | 2.2 | ||||||||||||||||
16,557,810 | 3.2 | ||||||||||||||||||
Portugal: 1.0% | |||||||||||||||||||
448,420 | Galp Energia SGPS SA | 5,278,488 | 1.0 | ||||||||||||||||
Russia: 1.0% | |||||||||||||||||||
318,016 | @ | MMC Norilsk Nickel PJSC ADR | 5,390,371 | 1.0 | |||||||||||||||
Singapore: 3.1% | |||||||||||||||||||
2,168,500 | Singapore Telecommunications Ltd. | 6,767,280 | 1.3 | ||||||||||||||||
717,220 | Other Securities | 9,378,245 | 1.8 | ||||||||||||||||
16,145,525 | 3.1 | ||||||||||||||||||
South Korea: 5.8% | |||||||||||||||||||
171,330 | KB Financial Group, Inc. | 5,658,671 | 1.1 | ||||||||||||||||
14,073 | Samsung Electronics Co., Ltd. | 15,967,032 | 3.1 | ||||||||||||||||
54,702 | Other Securities | 8,514,967 | 1.6 | ||||||||||||||||
30,140,670 | 5.8 | ||||||||||||||||||
Spain: 1.4% | |||||||||||||||||||
512,143 | Telefonica S.A. | 7,295,693 | 1.4 | ||||||||||||||||
Sweden: 1.7% | |||||||||||||||||||
275,360 | Getinge AB | 6,629,573 | 1.3 | ||||||||||||||||
196,801 | Other Securities | 2,049,710 | 0.4 | ||||||||||||||||
8,679,283 | 1.7 | ||||||||||||||||||
Switzerland: 5.3% | |||||||||||||||||||
301,649 | Credit Suisse Group AG | 8,321,739 | 1.6 | ||||||||||||||||
43,200 | Roche Holding AG | 12,112,913 | 2.3 | ||||||||||||||||
80,590 | Swiss Re Ltd. | 7,134,049 | 1.4 | ||||||||||||||||
27,568,701 | 5.3 | ||||||||||||||||||
Thailand: 0.3% | |||||||||||||||||||
276,600 | Other Securities(a) | 1,454,694 | 0.3 | ||||||||||||||||
Turkey: 1.1% | |||||||||||||||||||
491,475 | @ | Turkcell Iletisim Hizmet AS ADR | 5,647,048 | 1.1 |
VY® TEMPLETON GLOBAL GROWTH PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||||||
United Kingdom: 12.8% | |||||||||||||||||||
798,708 | BP PLC | 5,300,736 | 1.0 | ||||||||||||||||
329,406 | Sky PLC | 5,365,213 | 1.0 | ||||||||||||||||
353,270 | CRH PLC — London | 9,911,534 | 1.9 | ||||||||||||||||
372,477 | GlaxoSmithKline PLC | 7,744,473 | 1.5 | ||||||||||||||||
787,110 | HSBC Holdings PLC | 7,066,077 | 1.4 | ||||||||||||||||
1,509,326 | Kingfisher PLC | 8,232,557 | 1.6 | ||||||||||||||||
1,599,829 | Tesco PLC | 5,330,248 | 1.0 | ||||||||||||||||
3,718,454 | Other Securities | 17,926,634 | 3.4 | ||||||||||||||||
66,877,472 | 12.8 | ||||||||||||||||||
United States: 34.2% | |||||||||||||||||||
174,580 | American International Group, Inc. | 10,792,536 | 2.1 | ||||||||||||||||
17,601 | @ | Allergan plc | 5,341,199 | 1.0 | |||||||||||||||
68,680 | Amgen, Inc. | 10,543,754 | 2.0 | ||||||||||||||||
94,120 | Baker Hughes, Inc. | 5,807,204 | 1.1 | ||||||||||||||||
239,420 | Cisco Systems, Inc. | 6,574,473 | 1.3 | ||||||||||||||||
236,140 | Citigroup, Inc. | 13,044,374 | 2.5 | ||||||||||||||||
180,170 | Comcast Corp. — Class A | 10,835,424 | 2.1 | ||||||||||||||||
269,150 | Hewlett-Packard Co. | 8,077,191 | 1.5 | ||||||||||||||||
120,000 | JPMorgan Chase & Co. | 8,131,200 | 1.6 | ||||||||||||||||
343,360 | Microsoft Corp. | 15,159,344 | 2.9 | ||||||||||||||||
168,980 | Morgan Stanley | 6,554,734 | 1.3 | ||||||||||||||||
307,300 | Pfizer, Inc. | 10,303,769 | 2.0 | ||||||||||||||||
139,870 | SunTrust Bank | 6,017,207 | 1.1 | ||||||||||||||||
62,540 | Target Corp. | 5,105,140 | 1.0 | ||||||||||||||||
194,240 | Twenty-First Century Fox, Inc. — Class A | 6,321,541 | 1.2 | ||||||||||||||||
60,870 | United Parcel Service, Inc. — Class B | 5,898,912 | 1.1 | ||||||||||||||||
1,165,526 | Other Securities(a) | 43,752,854 | 8.4 | ||||||||||||||||
178,260,856 | 34.2 | ||||||||||||||||||
Total Common Stock (Cost $458,594,205) | 514,441,328 | 98.8 |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 3.5% | |||||||||||||||||||
U.S. Government Agency Obligations: 1.0% | |||||||||||||||||||
5,500,000 | Farmer Mac, 0.080%, 07/01/15 (Cost $5,500,000) | 5,500,000 | 1.0 | ||||||||||||||||
Securities Lending Collateralcc: 2.5% | |||||||||||||||||||
3,069,412 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/15, 0.15%, due 07/01/15 (Repurchase Amount $3,069,425, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–8.500%, Market Value plus accrued interest $3,130,800, due 07/15/15–05/20/65) | 3,069,412 | 0.6 | ||||||||||||||||
3,069,412 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/15, 0.18%, due 07/01/15 (Repurchase Amount $3,069,427, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–9.250%, Market Value plus accrued interest $3,130,785, due 11/15/15–03/01/48) | 3,069,412 | 0.6 | ||||||||||||||||
3,069,412 | Nomura Securities, Repurchase Agreement dated 06/30/15, 0.14%, due 07/01/15 (Repurchase Amount $3,069,424, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–9.500%, Market Value plus accrued interest $3,130,801, due 07/31/15–05/20/65) | 3,069,412 | 0.6 | ||||||||||||||||
2,260,553 | Royal Bank of Canada, Repurchase Agreement dated 06/30/15, 0.10%, due 07/01/15 (Repurchase Amount $2,260,559, collateralized by various U.S. Government Agency Obligations, 2.375%–6.500%, Market Value plus accrued interest $2,305,764, due 03/01/19–02/20/65) | 2,260,553 | 0.4 |
VY® TEMPLETON GLOBAL GROWTH PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||||||
Securities Lending Collateralcc: (continued) | |||||||||||||||||||
1,455,012 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/15, 0.20%, due 07/01/15 (Repurchase Amount $1,455,020, collateralized by various U.S. Government Securities, 0.125%–2.500%, Market Value plus accrued interest $1,484,669, due 01/15/17–01/15/29) | 1,455,012 | 0.3 | ||||||||||||||||
12,923,801 | 2.5 | ||||||||||||||||||
Total Short-Term Investments (Cost $18,423,801) | 18,423,801 | 3.5 | |||||||||||||||||
Total Investments in Securities (Cost $477,018,006) | $ | 532,865,129 | 102.3 | ||||||||||||||||
Liabilities in Excess of Other Assets | (12,048,575 | ) | (2.3 | ) | |||||||||||||||
Net Assets | $ | 520,816,554 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
@ | 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 $477,018,021. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 112,563,601 | ||||
Gross Unrealized Depreciation | (56,716,493 | ) | ||||
Net Unrealized Appreciation | $ | 55,847,108 |
Sector Diversification | | Percentage of Net Assets | ||||
---|---|---|---|---|---|---|
Financials | 23.9 | % | ||||
Health Care | 18.0 | |||||
Information Technology | 12.7 | |||||
Consumer Discretionary | 12.0 | |||||
Energy | 11.8 | |||||
Telecommunication Services | 6.1 | |||||
Industrials | 5.8 | |||||
Materials | 5.5 | |||||
Consumer Staples | 3.0 | |||||
Short-Term Investments | 3.5 | |||||
Liabilities in Excess of Other Assets | (2.3 | ) | ||||
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, 2015 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock | ||||||||||||||||||
Brazil | $ | 4,930,868 | $ | — | $ | — | $ | 4,930,868 | ||||||||||
Canada | 396,605 | — | — | 396,605 | ||||||||||||||
China | 1,475,750 | 7,526,229 | — | 9,001,979 | ||||||||||||||
Denmark | — | 3,479,525 | — | 3,479,525 | ||||||||||||||
France | — | 49,513,282 | — | 49,513,282 | ||||||||||||||
Germany | — | 30,399,716 | — | 30,399,716 | ||||||||||||||
Ireland | 9,118,005 | — | — | 9,118,005 | ||||||||||||||
Israel | 12,479,379 | — | — | 12,479,379 | ||||||||||||||
Italy | — | 11,408,077 | — | 11,408,077 | ||||||||||||||
Japan | — | 14,417,281 | — | 14,417,281 | ||||||||||||||
Netherlands | — | 16,557,810 | — | 16,557,810 | ||||||||||||||
Portugal | — | 5,278,488 | — | 5,278,488 | ||||||||||||||
Russia | 5,390,371 | — | — | 5,390,371 | ||||||||||||||
Singapore | 4,560,645 | 11,584,880 | — | 16,145,525 | ||||||||||||||
South Korea | — | 30,140,670 | — | 30,140,670 | ||||||||||||||
Spain | — | 7,295,693 | — | 7,295,693 | ||||||||||||||
Sweden | — | 8,679,283 | — | 8,679,283 | ||||||||||||||
Switzerland | — | 27,568,701 | — | 27,568,701 | ||||||||||||||
Thailand | — | 1,454,694 | — | 1,454,694 |
VY® TEMPLETON GLOBAL GROWTH PORFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2015 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Turkey | $ | 5,647,048 | $ | — | $ | — | $ | 5,647,048 | ||||||||||
United Kingdom | 2,485,639 | 64,391,833 | — | 66,877,472 | ||||||||||||||
United States | 176,823,534 | 1,437,322 | — | 178,260,856 | ||||||||||||||
Total Common Stock | 223,307,844 | 291,133,484 | — | 514,441,328 | ||||||||||||||
Short-Term Investments | — | 18,423,801 | — | 18,423,801 | ||||||||||||||
Total Investments, at fair value | $ | 223,307,844 | $ | 309,557,285 | $ | — | $ | 532,865,129 |
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. |
Directed Services LLC
1475 Dunwoody Drive
West Chester, Pennsylvania 19380
Voya Investments DistribLgutor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
The Bank of New York Mellon
One Wall Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
RETIREMENT | INVESTMENTS | INSURANCE voyainvestments.com | VPSAR-VIT2AISS2 (0615-082515) |
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 | 26 | |||||
Advisory Contract Approval Discussion | 45 |
President and Chief Executive Officer
August 5, 2015
Index | Description | |||||
---|---|---|---|---|---|---|
Barclays High Yield Bond — 2% Issuer Constrained Composite Index | An unmanaged index that includes all fixed-income securities having a maximum quality rating of Ba1, a minimum amount outstanding of $150 million, and at least one year to maturity. | |||||
Barclays Long-Term U.S. Treasury Index | The Index includes all publicly issued, U.S. Treasury securities that have a remaining maturity of 10 or more years, are rated investment grade, and have $250 million or more of outstanding face value. | |||||
Barclays U.S. Aggregate Bond Index | An unmanaged index of publicly issued investment grade U.S. Government, mortgage-backed, asset-backed and corporate debt securities. | |||||
Barclays U.S. Corporate Investment Grade Bond Index | An unmanaged index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | |||||
Barclays U.S. Mortgage Backed Securities Index | The Index tracks agency mortgage backed pass-through securities (both fixed-rate and hybrid ARM) guaranteed by Ginnie Mae (GNMA), Fannie Mae (FNMA), and Freddie Mac (FHLMC). | |||||
Barclays U.S. Treasury Bond Index | A market capitalization-weighted index that measures the performance of public obligations of the U.S. Treasury that have a remaining maturity of one year or more. | |||||
MSCI Europe ex UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. | |||||
MSCI Japan® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. | |||||
MSCI UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. | |||||
MSCI World IndexSM | An unmanaged index that measures the performance of over 1,400 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | |||||
S&P 500® Index | An unmanaged index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. |
Actual Portfolio Return | Hypothetical (5% return before expenses) | ||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value January 1, 2015 | Ending Account Value June 30, 2015 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2015* | Beginning Account Value January 1, 2015 | Ending Account Value June 30, 2015 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2015* | ||||||||||||||||||||||||||||
VY® BlackRock Inflation Protected Bond Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 998.30 | 1.11 | % | $ | 5.50 | $ | 1,000.00 | $ | 1,019.29 | 1.11 | % | $ | 5.56 | |||||||||||||||||||
Class I | 1,000.00 | 1,001.50 | 0.51 | 2.53 | 1,000.00 | 1,022.27 | 0.51 | 2.56 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 999.90 | 0.76 | 3.77 | 1,000.00 | 1,021.03 | 0.76 | 3.81 | |||||||||||||||||||||||||||
VY® Goldman Sachs Bond Portfolio(1) | $ | 1,000.00 | $ | 993.00 | 0.58 | % | $ | 2.07 | $ | 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. | |
(1) | Commencement of operations was February 20, 2015. Expenses paid for the actual Portolio’s return reflect the 131-day period ended June 30, 2015. |
VY® BlackRock Inflation Protected Bond Portfolio | VY® Goldman Sachs Bond Portfolio | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
ASSETS: | ||||||||||
Investments in securities at fair value* | $ | 616,367,407 | $ | 190,073,888 | ||||||
Short-term investments at fair value** | 99,316,849 | 38,407,435 | ||||||||
Total investments at fair value | $ | 715,684,256 | $ | 228,481,323 | ||||||
Cash | 1,181,644 | — | ||||||||
Cash collateral for futures | 4,519,630 | 2,029,545 | ||||||||
Cash pledged for centrally cleared swaps (Note 2) | 1,465,650 | — | ||||||||
Cash pledged as collateral for OTC derivatives (Note 2) | 2,380,000 | — | ||||||||
Foreign currencies at value*** | 215,213 | — | ||||||||
Foreign cash collateral for futures**** | — | 448,363 | ||||||||
Receivables: | ||||||||||
Investment securities sold | 9,811,476 | 138,698 | ||||||||
Investment securities sold on a delayed-delivery or when-issued basis | — | 19,523,086 | ||||||||
Fund shares sold | 101,986 | 42,163 | ||||||||
Dividends | 910 | 1,935 | ||||||||
Interest | 2,290,027 | 1,157,641 | ||||||||
Unrealized appreciation on forward foreign currency contracts | 2,638,987 | 285,221 | ||||||||
Unrealized appreciation on OTC swap agreements | 1,022,950 | — | ||||||||
Variation margin receivable on centrally cleared swaps | 27,533 | 261,459 | ||||||||
Prepaid expenses | 3,243 | — | ||||||||
Prepaid offering expense | — | 25,520 | ||||||||
Reimbursement due from manager | — | 9,375 | ||||||||
Other assets | 11,160 | 293 | ||||||||
Total assets | 741,354,665 | 252,404,622 | ||||||||
LIABILITIES: | ||||||||||
Payable for investment securities purchased | 13,049,710 | 2,661,402 | ||||||||
Payable for investment securities purchased on a delayed-delivery or when-issued basis | — | 48,746,250 | ||||||||
Payable for fund shares redeemed | 339,716 | 92,896 | ||||||||
Payable for variation margin | 7,906 | — | ||||||||
Payable for foreign cash collateral for futures****** | 4,510,193 | — | ||||||||
Sales commitmentsˆˆ | — | 1,028,828 | ||||||||
Unrealized depreciation on forward foreign currency contracts | 576,369 | 318,483 | ||||||||
Unrealized depreciation on OTC swap agreements | 623,498 | — | ||||||||
Variation margin payable on centrally cleared swaps | 557,083 | — | ||||||||
Cash received as collateral for OTC derivatives (Note 2) | 3,210,000 | — | ||||||||
Payable for investment management fees | 279,319 | 82,084 | ||||||||
Payable for distribution and shareholder service fees | 75,504 | — | ||||||||
Payable to custodian due to bank overdraft | — | 237,991 | ||||||||
Payable to custodian due to foreign currency overdraft***** | — | 21,664 | ||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 11,160 | 293 | ||||||||
Payable for trustee fees | 3,705 | 968 | ||||||||
Other accrued expenses and liabilities | 105,816 | 25,572 | ||||||||
Written options, at fair valueˆ | 3,427,363 | — | ||||||||
Total liabilities | 26,777,342 | 53,216,431 | ||||||||
NET ASSETS | $ | 714,577,323 | $ | 199,188,191 | ||||||
NET ASSETS WERE COMPRISED OF: | ||||||||||
Paid-in capital | $ | 795,766,831 | $ | 200,608,994 | ||||||
Undistributed net investment income/accumulated net investment loss | (5,979,682 | ) | 960,688 | |||||||
Accumulated net realized loss | (55,671,877 | ) | (236,117 | ) | ||||||
Net unrealized depreciation | (19,537,949 | ) | (2,145,374 | ) | ||||||
NET ASSETS | $ | 714,577,323 | $ | 199,188,191 | ||||||
______________________ | ||||||||||
* Cost of investments in securities | $ | 639,145,375 | $ | 192,090,092 | ||||||
** Cost of short-term investments | $ | 99,316,849 | $ | 38,449,827 | ||||||
*** Cost of foreign currencies | $ | 200,662 | $ | — | ||||||
**** Cost of foreign cash collateral for futures | $ | — | $ | 448,363 | ||||||
***** Cost of foreign currency overdraft | $ | — | $ | 18,660 | ||||||
****** Cost of payable for foreign cash collateral for futures | $ | 4,510,193 | $ | — | ||||||
ˆ Premiums received on written options | $ | 4,043,719 | $ | — | ||||||
ˆˆ Proceeds from sales commitments | $ | — | $ | 1,028,555 |
VY® BlackRock Inflation Protected Bond Portfolio | VY® Goldman Sachs Bond Portfolio | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Class ADV | ||||||||||
Net assets | $ | 59,464,940 | n/a | |||||||
Shares authorized | unlimited | n/a | ||||||||
Par value | $ | 0.001 | n/a | |||||||
Shares outstanding | 6,512,739 | n/a | ||||||||
Net asset value and redemption price per share | $ | 9.13 | n/a | |||||||
Class I | ||||||||||
Net assets | $ | 431,856,134 | n/a | |||||||
Shares authorized | unlimited | n/a | ||||||||
Par value | $ | 0.001 | n/a | |||||||
Shares outstanding | 45,624,780 | n/a | ||||||||
Net asset value and redemption price per share | $ | 9.47 | n/a | |||||||
Class S | ||||||||||
Net assets | $ | 223,256,249 | n/a | |||||||
Shares authorized | unlimited | n/a | ||||||||
Par value | $ | 0.001 | n/a | |||||||
Shares outstanding | 23,785,750 | n/a | ||||||||
Net asset value and redemption price per share | $ | 9.39 | n/a | |||||||
Portfolio Level(1) | ||||||||||
Net assets | n/a | $ | 199,188,191 | |||||||
Shares authorized | n/a | unlimited | ||||||||
Par value | n/a | $ | 0.001 | |||||||
Shares outstanding | n/a | 20,058,417 | ||||||||
Net asset value and redemption price per share | n/a | $ | 9.93 |
(1) | Portfolio does not have a share class designation. |
VY® BlackRock Inflation Protected Bond Portfolio | VY® Goldman Sachs Bond Portfolio | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
February 20, 2015(1) to June 30, 2015 | ||||||||||
INVESTMENT INCOME: | ||||||||||
Dividends | $ | 22,735 | $ | 10,702 | ||||||
Interest, net of foreign taxes withheld* | (339,305 | )(2) | 1,353,310 | |||||||
Total investment income | (316,570 | ) | 1,364,012 | |||||||
EXPENSES: | ||||||||||
Investment management fees(3) | 1,640,269 | 311,409 | ||||||||
Distribution and shareholder service fees: | ||||||||||
Class ADV | 230,895 | — | ||||||||
Class S | 292,080 | — | ||||||||
Transfer agent fees | 622 | 651 | ||||||||
Administrative service fees(3) | 246,629 | 35,887 | ||||||||
Shareholder reporting expense | 14,480 | 3,456 | ||||||||
Professional fees | 23,530 | 18,316 | ||||||||
Custody and accounting expense | 49,775 | 34,560 | ||||||||
Trustee fees | 11,115 | 2,903 | ||||||||
Offering expense | — | 7,480 | ||||||||
Miscellaneous expense | 16,451 | 4,111 | ||||||||
Interest expense | 36 | — | ||||||||
Total expenses | 2,525,882 | 418,773 | ||||||||
Net waived and reimbursed fees | (193,165 | ) | (15,449 | ) | ||||||
Net expenses | 2,332,717 | 403,324 | ||||||||
Net investment income (loss) | (2,649,287 | ) | 960,688 | |||||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||||
Net realized gain (loss) on: | ||||||||||
Investments | (12,262,734 | ) | (770,830 | ) | ||||||
Foreign currency related transactions | 12,162,507 | (174,149 | ) | |||||||
Futures | (940,458 | ) | 205,406 | |||||||
Swaps | 5,820,256 | 503,456 | ||||||||
Written options | 2,777,979 | — | ||||||||
Net realized gain (loss) | 7,557,550 | (236,117 | ) | |||||||
Net change in unrealized appreciation (depreciation) on: | ||||||||||
Investments | (7,149,904 | ) | (2,058,595 | ) | ||||||
Foreign currency related transactions | (1,599,189 | ) | 14,047 | |||||||
Futures | 3,787,024 | (164,762 | ) | |||||||
Swaps | 272,933 | 64,209 | ||||||||
Written options | 358,309 | — | ||||||||
Sales commitments | — | (273 | ) | |||||||
Net change in unrealized appreciation (depreciation) | (4,330,827 | ) | (2,145,374 | ) | ||||||
Net realized and unrealized gain (loss) | 3,226,723 | (2,381,491 | ) | |||||||
Increase (decrease) in net assets resulting from operations | $ | 577,436 | $ | (1,420,803 | ) | |||||
_________________ | ||||||||||
* Foreign taxes withheld | $ | — | $ | 55 |
(1) | Commencement of operations. |
(2) | Includes amortization of bond premiums and deflationary adjustments for U.S. Treasury and Foreign Government Inflation Bonds, which exceeded accrued income for the period. Please refer to Note 2 for additional details regarding inflationary and deflationary adjustments to interest income for VY® BlackRock Inflation Protected Bond Portfolio. |
(3) | Effective May 1, 2015, the investment management fee and administration fee were combined under a single amended and restated investment management agreement. Please see Note 4 for further information. |
VY® BlackRock Inflation Protected Bond Portfolio | VY® Goldman Sachs Bond Portfolio | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2015 | Year Ended December 31, 2014 | February 20, 2015(1) to June 30, 2015 | |||||||||||||
FROM OPERATIONS: | |||||||||||||||
Net investment income (loss) | $ | (2,649,287 | ) | $ | 8,411,545 | $ | 960,688 | ||||||||
Net realized gain (loss) | 7,557,550 | (6,036,953 | ) | (236,117 | ) | ||||||||||
Net change in unrealized appreciation (depreciation) | (4,330,827 | ) | 20,455,555 | (2,145,374 | ) | ||||||||||
Increase (decrease) in net assets resulting from operations | 577,436 | 22,830,147 | (1,420,803 | ) | |||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||
Net investment income: | |||||||||||||||
Class ADV | (657,874 | ) | (782,440 | ) | — | ||||||||||
Class I | (3,988,230 | ) | (7,135,022 | ) | — | ||||||||||
Class S | (2,279,447 | ) | (3,644,355 | ) | — | ||||||||||
Total distributions | (6,925,551 | ) | (11,561,817 | ) | — | ||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||
Net proceeds from sale of shares | 24,130,927 | 80,576,920 | 213,973,356 | ||||||||||||
Reinvestment of distributions | 6,925,551 | 11,561,817 | — | ||||||||||||
31,056,478 | 92,138,737 | 213,973,356 | |||||||||||||
Cost of shares redeemed | (67,809,757 | ) | (198,275,634 | ) | (13,364,362 | ) | |||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (36,753,279 | ) | (106,136,897 | ) | 200,608,994 | ||||||||||
Net increase (decrease) in net assets | (43,101,394 | ) | (94,868,567 | ) | 199,188,191 | ||||||||||
NET ASSETS: | |||||||||||||||
Beginning of year or period | 757,678,717 | 852,547,284 | — | ||||||||||||
End of year or period | $ | 714,577,323 | $ | 757,678,717 | $ | 199,188,191 | |||||||||
Undistributed net investment income/accumulated net investment loss at end of year or period | $ | (5,979,682 | ) | $ | 3,595,156 | $ | 960,688 |
(1) | Commencement of operations. |
Income (loss) from investment operations | | Less distributions | | Ratios to average net assets | Supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net asset value, beginning of year or period | | Net investment income (loss) | | Net realized and unrealized gain (loss) | | Total from investment operations | | From net investment income | | From net realized gains | | From return of capital | | Total distributions | | Payment by affiliate | | Net asset value, end of year or period | | Total Return (1) | | Expenses before reductions/ additions (2)(3)(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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 9.24 | (0.06 | )• | 0.05 | (0.01 | ) | 0.10 | — | — | 0.10 | — | 9.13 | (0.17 | ) | 1.30 | 1.11 | 1.11 | (1.21 | ) | 59,465 | 221 | ||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 10.26 | 0.14 | • | 1.01 | 1.15 | 0.23 | 0.45 | — | 0.68 | — | 10.73 | 11.50 | 1.29 | 1.13 | 1.13 | 1.36 | 63,860 | 465 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 10.07 | 0.04 | • | 0.47 | 0.51 | 0.11 | 0.21 | — | 0.32 | — | 10.26 | 5.07 | 1.31 | 1.11 | † | 1.11 | † | 0.36 | † | 21,390 | 413 | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 9.54 | (0.03 | )• | 0.05 | 0.02 | 0.09 | — | — | 0.09 | — | 9.47 | 0.15 | 0.55 | 0.51 | 0.51 | (0.57 | ) | 431,856 | 221 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 10.41 | 0.26 | 0.97 | 1.23 | 0.28 | 0.45 | — | 0.73 | — | 10.91 | 12.10 | 0.54 | 0.53 | 0.53 | 2.45 | 423,197 | 465 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 10.15 | 0.13 | 0.46 | 0.59 | 0.12 | 0.21 | — | 0.33 | — | 10.41 | 5.89 | 0.56 | 0.51 | † | 0.51 | † | 1.23 | † | 424,890 | 413 | |||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-15 | 9.48 | (0.04 | )• | 0.04 | 0.00 | * | 0.09 | — | — | 0.09 | — | 9.39 | (0.01 | ) | 0.80 | 0.76 | 0.76 | (0.87 | ) | 223,256 | 221 | ||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 10.40 | 0.20 | • | 1.01 | 1.21 | 0.26 | 0.45 | — | 0.71 | — | 10.90 | 11.91 | 0.79 | 0.78 | 0.78 | 1.86 | 522,743 | 465 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-10 | 10.16 | 0.10 | 0.46 | 0.56 | 0.11 | 0.21 | — | 0.32 | — | 10.40 | 5.59 | 0.81 | 0.76 | † | 0.76 | † | 0.96 | † | 264,757 | 413 | |||||||||||||||||||||||||||||||||||||||||||||||||
VY® Goldman Sachs Bond Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
02-20-15(5)–06-30-15 | 10.00 | 0.05 | • | (0.12 | ) | (0.07 | ) | — | — | — | — | — | 9.93 | (0.70 | ) | 0.60 | 0.58 | 0.58 | 1.38 | 199,188 | 237 |
(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 period. |
* | Amount is less than $0.005 or 0.005% or more than $(0.005) or (0.005)%. |
† | Impact of waiving the advisory fee for the ING Institutional Prime Money Market Fund holding has less than 0.005% impact on the expense ratio and net investment income or loss ratio. |
(1) | Market value of investment securities, other assets and liabilities — at the exchange rates prevailing at the end of the day. |
(2) | Purchases and sales of investment securities, income and expenses — at the rates of exchange prevailing on the respective dates of such transactions. |
Buy | Sell | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | $ | 24,049,854 | $ | 196,337,540 | ||||||
Goldman Sachs Bond | 26,291,281 | 33,914,386 |
Purchased | Sold | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | $ | 101,546,244 | $ | 404,025,784 | ||||||
Goldman Sachs Bond | 42,782,439 | 13,637,851 |
Purchases | Sales | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | $ | 766,739,627 | $ | 486,405,616 | ||||||
Goldman Sachs Bond | 101,844,036 | 5,712,662 |
Purchases | Sales | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | $ | 1,014,176,462 | $ | 1,055,654,965 | ||||||
Goldman Sachs Bond | 503,510,697 | 407,283,160 |
Portfolio | Fee | |||||
---|---|---|---|---|---|---|
BlackRock Inflation | 0.45% on the first $200 million; | |||||
Protected Bond(1) | 0.40% on the next $800 million; and | |||||
0.30% on the amount in excess of $1 billion | ||||||
Goldman Sachs Bond | 0.40% on the first $750 million; and | |||||
0.38% on assets over $750 million |
(1) | DSL had contractually agreed to waive 0.04% of the management fee. Any fees waived or reimbursed were not eligible for recoupment. |
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) | Effective May 1, 2015, DSL 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 | 8.74 | % | |||||||
Voya Insurance and Annuity Company | BlackRock Inflation Protected Bond | 30.31 | ||||||||
Voya Retirement Conservative Portfolio | BlackRock Inflation Protected Bond | 15.97 | ||||||||
Voya Retirement Moderate Portfolio | BlackRock Inflation Protected Bond | 28.07 | ||||||||
Voya Solution 2015 Portfolio | BlackRock Inflation Protected Bond | 6.45 | % | |||||||
Goldman Sachs Bond | 20.79 | |||||||||
Voya Solution 2025 Portfolio | Goldman Sachs Bond | 16.99 | ||||||||
Voya Solution Income Portfolio | Goldman Sachs Bond | 6.42 |
Portfolio | Maximum Operating Expense Limit (as a percentage of net assets) | |||||
---|---|---|---|---|---|---|
BlackRock Inflation | Class ADV: 1.23% | |||||
Protected Bond | Class I: 0.63% | |||||
Class S: 0.88% | ||||||
Goldman Sachs Bond | 0.58% |
June 30, | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 2016 | 2017 | 2018 | Total | |||||||||||||||
Goldman Sachs Bond | $ | — | $ | — | $ | 15,449 | $ | 15,449 |
Portfolio | Days Utilized | Approximate Average Daily Balance For Days Utilized | Approximate Weighted Average Interest Rate For Days Utilized | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | 2 | $ | 574,000 | 1.13 | % |
AUD Notional | CAD Notional | CHF Notional | EUR Notional | GBP Notional | USD Notional | Cost | ||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Balance at 12/31/2014 | 53,880,000 | — | — | 12,265,000 | — | 15,225,000 | $ | 579,636 | ||||||||||||||||||||||
Options Purchased | 96,750,000 | 22,180,000 | 7,180,000 | 515,135,000 | 73,160,000 | 295,935,000 | 4,304,327 | |||||||||||||||||||||||
Options Terminated in Closing Sell Transactions | — | — | — | — | (27,095,000 | ) | (45,665,000 | ) | (800,317 | ) | ||||||||||||||||||||
Options Expired | (80,970,000 | ) | — | — | (527,400,000 | ) | (36,815,000 | ) | (181,175,000 | ) | (3,122,381 | ) | ||||||||||||||||||
Balance at 06/30/2015 | 69,660,000 | 22,180,000 | 7,180,000 | — | 9,250,000 | 84,320,000 | $ | 961,265 |
USD Notional | EUR Notional | Cost | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Balance at 12/31/2014 | 8,600,000 | 10,100,000 | $ | 1,754,726 | ||||||||||
Options Purchased | 197,675,000 | — | 2,332,096 | |||||||||||
Balance at 06/30/2015 | 206,275,000 | 10,100,000 | $ | 4,086,822 |
USD Notional | Cost | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Balance at 12/31/2014 | 8,810,000 | $ | 17,828 | |||||||
Balance at 06/30/2015 | 8,810,000 | $ | 17,828 |
Number of Contracts | Cost | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Balance at 12/31/2014 | 505 | $ | 403,132 | |||||||
Options Purchased | 5,084 | 1,588,854 | ||||||||
Options Terminated in Closing Sell Transactions | (203 | ) | (42,916 | ) | ||||||
Options Expired | (3,634 | ) | (1,355,188 | ) | ||||||
Balance at 06/30/2015 | 1,752 | $ | 593,882 |
AUD Notional | CHF Notional | EUR Notional | GBP Notional | USD Notional | Premiums Received | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Balance at 12/31/2014 | 72,145,000 | — | — | — | 15,225,000 | $ | 558,081 | |||||||||||||||||||
Options Written | 36,850,000 | 7,815,625 | 53,510,000 | 12,315,000 | 66,510,000 | 2,254,559 | ||||||||||||||||||||
Options Terminated in Closing Sell Transactions | — | — | (40,275,000 | ) | — | (15,225,000 | ) | (283,540 | ) | |||||||||||||||||
Options Expired | (81,280,000 | ) | — | — | (17,155,000 | ) | (37,570,000 | ) | (1,764,945 | ) | ||||||||||||||||
Balance at 06/30/2015 | 27,715,000 | 7,815,625 | 13,235,000 | (4,840,000 | ) | 28,940,000 | $ | 764,155 |
EUR Notional | Premiums Received | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Balance at 12/31/2014 | 3,140,000 | $ | 217,411 | |||||||
Balance at 06/30/2015 | 3,140,000 | $ | 217,411 |
EUR Notional | USD Notional | Premiums Received | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Balance at 12/31/2014 | 10,100,000 | 77,300,000 | $ | 1,565,560 | ||||||||||
Options Written | 6,840,000 | 74,380,000 | 2,485,095 | |||||||||||
Options Terminated in Closing Purchase Transactions | (23,700,000 | ) | (436,080 | ) | ||||||||||
Options Expired | (53,600,000 | ) | (653,920 | ) | ||||||||||
Balance at 06/30/2015 | 16,940,000 | 74,380,000 | $ | 2,960,655 |
Number of Contracts | Premiums Received | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Balance at 12/31/2014 | 377 | $ | 307,597 | |||||||
Options Written | 2,147 | 503,438 | ||||||||
Options Terminated in Closing Purchase Transactions | (825 | ) | (329,276 | ) | ||||||
Options Expired | (1,439 | ) | (380,261 | ) | ||||||
Balance at 06/30/2015 | 260 | $ | 101,498 |
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 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 144,964 | — | 70,407 | (618,862 | ) | (403,491 | ) | 1,350,340 | — | 657,874 | (5,745,494 | ) | (3,737,280 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 192,234 | — | 82,393 | (1,468,409 | ) | (1,193,782 | ) | 1,792,055 | — | 782,440 | (13,751,308 | ) | (11,176,813 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 1,865,990 | — | 413,714 | (3,865,483 | ) | (1,585,779 | ) | 17,935,280 | — | 3,988,230 | (37,057,450 | ) | (15,133,940 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 4,923,977 | — | 729,393 | (9,069,881 | ) | (3,416,511 | ) | 47,538,861 | — | 7,135,022 | (87,633,164 | ) | (32,959,281 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2015 | 505,917 | — | 237,898 | (2,626,493 | ) | (1,882,678 | ) | 4,845,307 | — | 2,279,447 | (25,006,813 | ) | (17,882,059 | ) | |||||||||||||||||||||||||||||
12/31/2014 | 3,218,636 | — | 374,784 | (10,096,768 | ) | (6,503,348 | ) | 31,246,004 | — | 3,644,355 | (96,891,162 | ) | (62,000,803 | ) | |||||||||||||||||||||||||||||
Goldman Sachs Bond | |||||||||||||||||||||||||||||||||||||||||||
2/20/2015(1)–6/30/2015 | 21,391,703 | — | — | (1,333,286 | ) | 20,058,417 | 213,973,356 | — | — | (13,364,362 | ) | 200,608,994 |
(1) | Commencement of operations. |
Six Months Ended June 30, 2015 | Year Ended December 31, 2014 | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Ordinary Income | Ordinary Income | |||||||||
BlackRock Inflation Protected Bond | $ | 6,925,551 | $ | 11,561,817 |
Capital Loss Carryforwards | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Undistributed Ordinary Income | Unrealized Appreciation/ (Depreciation) | Amount | Character | Expiration | |||||||||||||||||||
BlackRock Inflation Protected Bond | $ | 6,748,380 | $ | (17,206,132 | ) | $ | (17,379,811 | ) | Short-term | None | |||||||||||||
(46,994,646 | ) | Long-term | None | ||||||||||||||||||||
$ | (64,374,457 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) |
as of June 30, 2015
(as a percentage of net assets)
U.S. Treasury Obligations | 52.8 | % | |||||
Foreign Government Bonds | 18.7 | % | |||||
U.S. Government Agency Obligations | 14.1 | % | |||||
Purchased Options | 0.7 | % | |||||
Assets in Excess of Other Liabilities* | 13.7 | % | |||||
Net Assets | 100.0 | % | |||||
* Includes short-term investments. |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. TREASURY OBLIGATIONS: 52.8% | |||||||||||||||||||||||
Treasury Inflation Indexed Protected Securities: 52.8% | |||||||||||||||||||||||
1,875 | 0.125%, due 04/15/17 | $ | 1,900 | 0.0 | |||||||||||||||||||
17,114,990 | 0.125%, due 04/15/20 | 17,246,023 | 2.4 | ||||||||||||||||||||
6,702,993 | 0.125%, due 01/15/22 | 6,640,676 | 0.9 | ||||||||||||||||||||
14,553,225 | 0.125%, due 07/15/22 | 14,436,115 | 2.0 | ||||||||||||||||||||
45,611,785 | 0.125%, due 01/15/23 | 44,785,071 | 6.3 | ||||||||||||||||||||
10,337,961 | 0.125%, due 07/15/24 | 10,072,245 | 1.4 | ||||||||||||||||||||
27,145,651 | 0.250%, due 01/15/25 | 26,592,124 | 3.7 | ||||||||||||||||||||
10,080,382 | 0.375%, due 07/15/23 | 10,108,728 | 1.4 | ||||||||||||||||||||
249,738 | 0.625%, due 07/15/21 | 257,679 | 0.0 | ||||||||||||||||||||
7,351,573 | 0.625%, due 01/15/24 | 7,469,315 | 1.0 | ||||||||||||||||||||
2,959,766 | 0.625%, due 02/15/43 | 2,607,136 | 0.4 | ||||||||||||||||||||
15,025,284 | 0.750%, due 02/15/42 | 13,722,306 | 1.9 | ||||||||||||||||||||
10,876,419 | 0.750%, due 02/15/45 | 9,861,007 | 1.4 | ||||||||||||||||||||
32,290,571 | 1.125%, due 01/15/21 | 34,144,760 | 4.8 | ||||||||||||||||||||
14,103,570 | 1.250%, due 07/15/20 | 15,083,105 | 2.1 | ||||||||||||||||||||
5,695,216 | 1.375%, due 02/15/44 | 6,035,596 | 0.8 | ||||||||||||||||||||
30,345,043 | S | 1.750%, due 01/15/28 | 34,292,265 | 4.8 | |||||||||||||||||||
19,716,838 | 2.000%, due 01/15/26 | 22,594,274 | 3.2 | �� | |||||||||||||||||||
13,493,108 | 2.125%, due 02/15/40 | 16,531,162 | 2.3 | ||||||||||||||||||||
17,735,686 | 2.125%, due 02/15/41 | 21,881,403 | 3.1 | ||||||||||||||||||||
11,763,013 | 2.375%, due 01/15/25 | 13,820,623 | 1.9 | ||||||||||||||||||||
20,662,927 | 2.375%, due 01/15/27 | 24,666,369 | 3.5 | ||||||||||||||||||||
7,466,050 | 2.500%, due 01/15/29 | 9,181,494 | 1.3 | ||||||||||||||||||||
3,259,063 | 3.375%, due 04/15/32 | 4,581,528 | 0.6 | ||||||||||||||||||||
4,022,810 | 3.625%, due 04/15/28 | 5,471,022 | 0.8 | ||||||||||||||||||||
3,803,885 | 3.875%, due 04/15/29 | 5,378,929 | 0.8 | ||||||||||||||||||||
Total U.S. Treasury Obligations | |||||||||||||||||||||||
(Cost $394,336,562) | 377,462,855 | 52.8 | |||||||||||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 14.1% | |||||||||||||||||||||||
Federal Home Loan Mortgage Corporation: 7.1%## | |||||||||||||||||||||||
48,900,000 | 3.500%, due 06/01/45 | 50,380,768 | 7.1 | ||||||||||||||||||||
Federal National Mortgage Association: 7.0%## | |||||||||||||||||||||||
48,800,000 | 3.500%, due 07/01/45 | 50,362,560 | 7.0 | ||||||||||||||||||||
Total U.S. Government Agency Obligations | |||||||||||||||||||||||
(Cost $100,542,229) | 100,743,328 | 14.1 | |||||||||||||||||||||
FOREIGN GOVERNMENT BONDS: 18.7% | |||||||||||||||||||||||
EUR 3,642,437 | Bundesrepublik Deutschland Bundesobligation Inflation Linked Bond, 0.750%, 04/15/18 | $ | 4,233,361 | 0.6 | |||||||||||||||||||
EUR 52,690,000 | Bundesschatzanweisungen, –0.230%, 06/16/17 | 59,002,309 | 8.2 | ||||||||||||||||||||
EUR 11,646 | Deutsche Bundesrepublik Inflation Linked Bond, 1.500%, 04/15/16 | 13,077 | 0.0 | ||||||||||||||||||||
EUR 29,205,000 | France Government Bond OAT, 3.750%, 04/25/17 | 34,883,725 | 4.9 | ||||||||||||||||||||
EUR 605,900 | Hellenic Republic Government Bond, 22.590%, 10/15/42 | 3,134 | 0.0 | ||||||||||||||||||||
EUR 37,546 | Italy Buoni Poliennali Del Tesoro, 2.100%, 09/15/16 | 42,918 | 0.0 | ||||||||||||||||||||
EUR 3,278,143 | # | Italy Buoni Poliennali Del Tesoro, 2.350%, 09/15/24 | 4,028,054 | 0.6 | |||||||||||||||||||
EUR 1,181,370 | Italy Buoni Poliennali Del Tesoro, 2.550%, 09/15/41 | 1,490,074 | 0.2 | ||||||||||||||||||||
EUR 4,324,811 | Italy Buoni Poliennali Del Tesoro, 2.600%, 09/15/23 | 5,423,733 | 0.8 | ||||||||||||||||||||
MXN 113,450,001 | Mexican Udibonos, 4.000%, 06/13/19 | 7,838,087 | 1.1 | ||||||||||||||||||||
NZD 15,118,000 | New Zealand Government Bond, 3.000%, 09/20/30 | 11,539,393 | 1.6 | ||||||||||||||||||||
EUR 4,369,851 | # | Spain Government Inflation Linked Bond, 0.550%, 11/30/19 | 4,935,060 | 0.7 | |||||||||||||||||||
Total Foreign Government Bonds | |||||||||||||||||||||||
(Cost $138,606,787) | 133,432,925 | 18.7 |
# of Contracts | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
PURCHASED OPTIONS: 0.7% | |||||||||||||||||||
Exchange-Traded Options: 0.1% | |||||||||||||||||||
891 | @ | Put on Eurodollar 1-Year Mid Curve, Strike @ 98.750, Exp. 07/10/15 | 44,550 | 0.0 | |||||||||||||||
439 | @ | Put on Eurodollar 1-Year Mid Curve, Strike @ 98.500, Exp. 08/14/15 | 13,719 | 0.0 | |||||||||||||||
17 | @ | Put on Eurodollar 1-Year Mid Curve, Strike @ 98.500, Exp. 07/10/15 | 106 | 0.0 | |||||||||||||||
228 | @ | U.S. Treasury 10-Year Note, Strike @ 128.500, Exp. 08/21/15 | 96,189 | 0.0 | |||||||||||||||
92 | @ | U.S. Treasury 10-Year Note, Strike @ 125.500, Exp. 07/24/15 | 48,875 | 0.0 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
# of Contracts | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
PURCHASED OPTIONS: (continued) | |||||||||||||||||||
85 | @ | U.S. Treasury Long Bond, Strike @ 151.000, Exp. 07/24/15 | $ | 183,281 | 0.1 | ||||||||||||||
386,720 | 0.1 | ||||||||||||||||||
Options on Currencies: 0.1% | |||||||||||||||||||
9,175,000 | @ | Call AUD vs. Put USD, Strike @ 0.815, Exp. 08/13/15 Counterparty: BNP Paribas Bank | 7,787 | 0.0 | |||||||||||||||
4,625,000 | @ | Call GBP vs. Put USD, Strike @ 1.605, Exp. 07/10/15 Counterparty: Citigroup, Inc. | 3,041 | 0.0 | |||||||||||||||
27,030,000 | @ | Call USD vs. Put CAD, Strike @ 1.280, Exp. 07/02/15 Counterparty: Citigroup, Inc. | 195 | 0.0 | |||||||||||||||
23,225,000 | @ | Put AUD vs. Call JPY, Strike @ 92.500, Exp. 07/17/15 Counterparty: BNP Paribas Bank | 71,056 | 0.0 | |||||||||||||||
9,175,000 | @ | Put AUD vs. Call USD, Strike @ 0.775, Exp. 08/13/15 Counterparty: BNP Paribas Bank | 140,231 | 0.0 | |||||||||||||||
9,365,000 | @ | Put AUD vs. Call USD, Strike @ 0.753, Exp. 08/28/15 Counterparty: BNP Paribas Bank | 77,747 | 0.0 | |||||||||||||||
18,720,000 | @ | Put AUD vs. Call USD, Strike @ 0.755, Exp. 07/02/15 Counterparty: BNP Paribas Bank | 3,528 | 0.0 | |||||||||||||||
22,180,000 | @ | Put CAD vs. Call JPY, Strike @ 98.500, Exp. 07/17/15 Counterparty: Deutsche Bank AG | 196,131 | 0.1 | |||||||||||||||
7,180,000 | @ | Put CHF vs. Call SEK, Strike @ 8.250, Exp. 08/28/15 Counterparty: JPMorgan Chase & Co. | 6,047 | 0.0 | |||||||||||||||
4,625,000 | @ | Put GBP vs. Call USD, Strike @ 1.535, Exp. 07/10/15 Counterparty: Citigroup, Inc. | 3,174 | 0.0 | |||||||||||||||
27,030,000 | @ | Put USD vs. Call CAD, Strike @ 1.220, Exp. 07/02/15 Counterparty: Citigroup, Inc. | 98 | 0.0 | |||||||||||||||
15,225,000 | @ | Put USD vs. Call NOK, Strike @ 7.000, Exp. 07/15/15 Counterparty: Bank of America | 82 | 0.0 | |||||||||||||||
15,035,000 | @ | Put USD vs. Call SEK, Strike @ 7.800, Exp. 08/28/15 Counterparty: UBS AG | 41,637 | 0.0 | |||||||||||||||
550,754 | 0.1 | ||||||||||||||||||
PURCHASED OPTIONS: (continued) | |||||||||||||||||||
Options on Inflation Floors: 0.0% | |||||||||||||||||||
8,810,000 | @ | Inflation Rate Floor on Eurostat Eurozone HICP Ex Tobacco NSA (CPTFEMU), Portfolio receives maximum of 0% minus CPTFEMU., Exp. 11/19/15 Counterparty: Barclays Bank PLC | $ | 734 | 0.0 | ||||||||||||||
OTC Interest Rate Swaptions: 0.5% | |||||||||||||||||||
41,100,000 | @ | Receive a fixed rate equal to 2.100% and pay a floating rate based on the 3-month USD-LIBOR-BBA, Exp. 02/12/16 Counterparty: Deutsche Bank AG | 530,026 | 0.1 | |||||||||||||||
3,600,000 | @ | Receive a fixed rate equal to 3.000% and pay a floating rate based on 3-month USD-LIBOR-BBA, Exp. 11/21/17 Counterparty: Barclays Bank PLC | 281,279 | 0.0 | |||||||||||||||
5,000,000 | @ | Receive a floating rate based on 3-month USD-LIBOR and pay a fixed rate equal to 4.000%, Exp. 11/21/17 Counterparty: Barclays Bank PLC | 168,747 | 0.0 | |||||||||||||||
41,100,000 | @ | Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.100%, Exp. 02/12/16 Counterparty: Deutsche Bank AG | 519,735 | 0.1 | |||||||||||||||
12,400,000 | @ | Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.750%, Exp. 01/15/16 Counterparty: Deutsche Bank AG | 279,439 | 0.0 | |||||||||||||||
17,500,000 | @ | Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.750%, Exp. 01/15/16 Counterparty: Deutsche Bank AG | 307,780 | 0.1 | |||||||||||||||
14,400,000 | @ | Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.850%, Exp. 09/16/16 Counterparty: Deutsche Bank AG | 67,325 | 0.0 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
# of Contracts | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
PURCHASED OPTIONS: (continued) | |||||||||||||||||||
OTC Interest Rate Swaptions: (continued) | |||||||||||||||||||
28,850,000 | @ | Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.850%, Exp. 09/04/15 Counterparty: Deutsche Bank AG | $ | 106,358 | 0.0 | ||||||||||||||
14,425,000 | @ | Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.850%, Exp. 09/04/16 Counterparty: Deutsche Bank AG | 53,179 | 0.0 | |||||||||||||||
6,200,000 | @ | Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.950%, Exp. 01/15/16 Counterparty: Deutsche Bank AG | 338,735 | 0.1 | |||||||||||||||
21,700,000 | @ | Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 3.750%, Exp. 01/15/16 Counterparty: Deutsche Bank AG | 169,655 | 0.0 | |||||||||||||||
10,100,000 | @ | Receive a floating rate equal to the 6-month EUR-EURIBOR and pay a fixed rate equal to 2.500%, Exp. 06/08/22 Counterparty: Deutsche Bank AG | 967,833 | 0.1 | |||||||||||||||
3,790,091 | 0.5 | ||||||||||||||||||
Total Purchased Options | |||||||||||||||||||
(Cost $5,659,797) | 4,728,299 | 0.7 | |||||||||||||||||
Total Long-Term Investments | |||||||||||||||||||
(Cost $639,145,375) | 616,367,407 | 86.3 |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 13.9% | |||||||||||||||||||
Mutual Funds: 13.9% | |||||||||||||||||||
48,085,155 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.090%†† | $ | 48,085,155 | 6.7 | |||||||||||||||
51,231,694 | Dreyfus Treasury & Agency Cash Management Fund — Institutional Shares, 0.010%†† | 51,231,694 | 7.2 | ||||||||||||||||
Total Short-Term Investments | |||||||||||||||||||
(Cost $99,316,849) | 99,316,849 | 13.9 | |||||||||||||||||
Total Investments in Securities (Cost $738,462,224) | $ | 715,684,256 | 100.2 | ||||||||||||||||
Liabilities in Excess of Other Assets | (1,106,933 | ) | (0.2 | ) | |||||||||||||||
Net Assets | $ | 714,577,323 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2015. |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
## | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
@ | Non-income producing security. |
S | All or a portion of this security has been identified by the Portfolio to cover future collateral requirements for applicable futures, options, swaps, foreign currency contracts and/or when-issued or delayed-delivery securities. |
EUR | EU Euro |
MXN | Mexican Peso |
NZD | New Zealand Dollar |
Cost for federal income tax purposes is $739,724,678. |
Net unrealized depreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 1,177,820 | ||||
Gross Unrealized Depreciation | (25,218,242 | ) | ||||
Net Unrealized Depreciation | $ | (24,040,422 | ) |
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, 2015 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Purchased Options | $ | 386,720 | $ | 4,341,579 | $ | — | $ | 4,728,299 | ||||||||||
U.S. Treasury Obligations | — | 377,462,855 | — | 377,462,855 | ||||||||||||||
Foreign Government Bonds | — | 133,432,925 | — | 133,432,925 | ||||||||||||||
Short-Term Investments | 99,316,849 | — | — | 99,316,849 | ||||||||||||||
U.S. Government Agency Obligations | — | 100,743,328 | — | 100,743,328 | ||||||||||||||
Total Investments, at fair value | $ | 99,703,569 | $ | 615,980,687 | $ | — | $ | 715,684,256 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2015 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Other Financial Instruments+ | ||||||||||||||||||
Centrally Cleared Swaps | $ | — | $ | 377,895 | $ | — | $ | 377,895 | ||||||||||
Forward Foreign Currency Contracts | — | 2,638,987 | — | 2,638,987 | ||||||||||||||
Futures | 1,685,805 | — | — | 1,685,805 | ||||||||||||||
OTC Swaps | — | 1,022,950 | — | 1,022,950 | ||||||||||||||
Total Assets | $ | 101,389,374 | $ | 620,020,519 | $ | — | $ | 721,409,893 | ||||||||||
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Centrally Cleared Swaps | $ | — | $ | (878,356 | ) | $ | — | $ | (878,356 | ) | ||||||||
Forward Foreign Currency Contracts | — | (576,369 | ) | — | (576,369 | ) | ||||||||||||
Futures | (516,703 | ) | — | — | (516,703 | ) | ||||||||||||
OTC Swaps | — | (623,498 | ) | — | (623,498 | ) | ||||||||||||
Written Options | (47,689 | ) | (3,379,674 | ) | — | (3,427,363 | ) | |||||||||||
Total Liabilities | $ | (564,392 | ) | $ | (5,457,897 | ) | $ | — | $ | (6,022,289 | ) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
+ | Other Financial Instruments are derivatives not reflected in the Portfolio of Investments and may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are valued at the unrealized gain (loss) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. |
Counterparty | Currency | Contract Amount | Buy/Sell | Settlement Date | In Exchange For | Fair Value | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Barclays Bank PLC | Canadian Dollar | 5,053,630 | Buy | 07/03/15 | $ | 4,093,500 | $ | 4,046,084 | $ | (47,416 | ) | |||||||||||||||||||
Barclays Bank PLC | Australian Dollar | 2,365,000 | Buy | 08/17/15 | 1,803,809 | 1,819,914 | 16,105 | |||||||||||||||||||||||
Citigroup, Inc. | Canadian Dollar | 5,525,000 | Buy | 07/22/15 | 4,457,932 | 4,422,288 | (35,644 | ) | ||||||||||||||||||||||
The Commonwealth Bank of Australia | Australian Dollar | 2,310,000 | Buy | 08/17/15 | 1,774,082 | 1,777,590 | 3,508 | |||||||||||||||||||||||
Deutsche Bank AG | Canadian Dollar | 8,285,817 | Buy | 07/03/15 | 6,711,500 | 6,633,867 | (77,633 | ) | ||||||||||||||||||||||
Deutsche Bank AG | Canadian Dollar | 5,525,000 | Buy | 07/22/15 | 4,457,932 | 4,422,288 | (35,644 | ) | ||||||||||||||||||||||
Goldman Sachs & Co. | EU Euro | 406,000 | Buy | 07/06/15 | 453,547 | 452,655 | (892 | ) | ||||||||||||||||||||||
Goldman Sachs & Co. | EU Euro | 205,000 | Buy | 07/06/15 | 232,122 | 228,557 | (3,565 | ) | ||||||||||||||||||||||
HSBC Bank PLC | British Pound | 227,000 | Buy | 07/06/15 | 346,999 | 356,662 | 9,663 | |||||||||||||||||||||||
The Royal Bank of Canada | EU Euro | 1,009,000 | Buy | 07/06/15 | 1,147,682 | 1,124,948 | (22,734 | ) | ||||||||||||||||||||||
The Royal Bank of Canada | Japanese Yen | 213,482,000 | Buy | 09/15/15 | 1,731,329 | 1,746,092 | 14,763 | |||||||||||||||||||||||
Standard Chartered Bank PLC | Mexican Peso | 56,554,000 | Buy | 09/15/15 | 3,659,209 | 3,578,810 | (80,399 | ) | ||||||||||||||||||||||
$ | (259,888 | ) | ||||||||||||||||||||||||||||
Bank of America | EU Euro | 84,389,000 | Sell | 07/06/15 | $ | 94,467,325 | $ | 94,086,427 | $ | 380,898 | ||||||||||||||||||||
Bank of America | Canadian Dollar | 6,635,691 | Sell | 07/03/15 | 5,437,500 | 5,312,728 | 124,772 | |||||||||||||||||||||||
Barclays Bank PLC | Australian Dollar | 2,380,000 | Sell | 08/17/15 | 1,836,656 | 1,831,457 | 5,199 | |||||||||||||||||||||||
Barclays Bank PLC | Mexican Peso | 123,746,000 | Sell | 07/21/15 | 8,248,084 | 7,861,835 | 386,249 | |||||||||||||||||||||||
JPMorgan Chase & Co. | New Zealand Dollar | 14,627,000 | Sell | 07/21/15 | 10,901,254 | 9,894,453 | 1,006,801 | |||||||||||||||||||||||
Deutsche Bank AG | Canadian Dollar | 6,636,034 | Sell | 07/03/15 | 5,437,500 | 5,313,002 | 124,498 | |||||||||||||||||||||||
Goldman Sachs & Co. | British Pound | 175,000 | Sell | 07/06/15 | 270,746 | 274,959 | (4,213 | ) | ||||||||||||||||||||||
HSBC Bank PLC | New Zealand Dollar | 698,000 | Sell | 07/21/15 | 486,626 | 472,163 | 14,463 | |||||||||||||||||||||||
HSBC Bank PLC | New Zealand Dollar | 1,523,000 | Sell | 07/21/15 | 1,083,251 | 1,030,236 | 53,015 | |||||||||||||||||||||||
UBS AG | EU Euro | 98,507,000 | Sell | 08/05/15 | 110,371,479 | 109,872,426 | 499,053 | |||||||||||||||||||||||
UBS AG | EU Euro | 15,738,000 | Sell | 07/06/15 | 17,278,278 | 17,546,507 | (268,229 | ) | ||||||||||||||||||||||
$ | 2,322,506 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Contract Description | Number of Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Long Contracts | ||||||||||||||||||
U.S. Treasury 2-Year Note | 264 | 09/30/15 | $ | 57,799,500 | $ | 66,330 | ||||||||||||
U.S. Treasury 5-Year Note | 363 | 09/30/15 | 43,290,585 | 105,211 | ||||||||||||||
U.S. Treasury Long Bond | 100 | 09/21/15 | 15,084,375 | 16,490 | ||||||||||||||
$ | 116,174,460 | $ | 188,031 | |||||||||||||||
Short Contracts | ||||||||||||||||||
90-Day Eurodollar | (54 | ) | 12/14/15 | (13,427,775 | ) | (52,059 | ) | |||||||||||
90-Day Eurodollar | (504 | ) | 12/18/17 | (123,429,600 | ) | (54,072 | ) | |||||||||||
Euro-Bobl 5-Year | (19 | ) | 09/08/15 | (2,744,788 | ) | 12,979 | ||||||||||||
Euro-Bund | (9 | ) | 09/08/15 | (1,525,118 | ) | 32,888 | ||||||||||||
Euro-Schatz | (732 | ) | 09/08/15 | (90,808,379 | ) | (45,888 | ) | |||||||||||
Japan 10-Year Bond (TSE) | (30 | ) | 09/10/15 | (36,026,474 | ) | (221,939 | ) | |||||||||||
Long Gilt | (26 | ) | 09/28/15 | (4,727,830 | ) | (38,607 | ) | |||||||||||
Long-Term Euro-BTP | (11 | ) | 09/08/15 | (1,596,814 | ) | 36,937 | ||||||||||||
U.S. Treasury 10-Year Note | (163 | ) | 09/21/15 | (20,566,016 | ) | (104,138 | ) | |||||||||||
U.S. Treasury Ultra Long Bond | (276 | ) | 09/21/15 | (42,521,250 | ) | 1,414,970 | ||||||||||||
$ | (337,374,044 | ) | $ | 981,071 |
Clearinghouse | Termination Date | Notional Amount | Fair Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.423% | Chicago Mercantile Exchange | 04/24/45 | USD 815,000 | $ | 87,357 | $ | 87,336 | |||||||||||||||
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.380% | Chicago Mercantile Exchange | 04/24/45 | USD 855,000 | 99,314 | 99,291 | |||||||||||||||||
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.423% | Chicago Mercantile Exchange | 04/24/45 | USD 875,000 | 93,881 | 93,858 | |||||||||||||||||
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.391% | Chicago Mercantile Exchange | 04/24/45 | USD 855,000 | 97,432 | 97,410 | |||||||||||||||||
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.800% | Chicago Mercantile Exchange | 02/25/25 | USD 22,800,000 | (748,347 | ) | (748,819 | ) | |||||||||||||||
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 3.046% | Chicago Mercantile Exchange | 02/15/40 | USD 2,400,000 | (63,455 | ) | (63,518 | ) | |||||||||||||||
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 3.065% | Chicago Mercantile Exchange | 02/15/40 | USD 2,200,000 | (65,961 | ) | (66,019 | ) | |||||||||||||||
$ | (499,779 | ) | $ | (500,461 | ) |
Termination Date | Notional Amount | Fair Value | Upfront Payments Paid/ (Received) | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Receive a fixed rate equal to 1.852% and pay a floating rate based on the 3-month US CPI Urban Consumers NSA (CPURNSA) Counterparty: Barclays Bank PLC | 03/10/16 | USD 20,575,000 | $ | 414,438 | $ | — | $ | 414,438 | ||||||||||||||
Receive a floating rate based on the 3-month US CPI Urban Consumers NSA (CPURNSA) and pay a fixed rate equal to 2.066% Counterparty: Barclays Bank PLC | 03/10/18 | USD 20,575,000 | (623,498 | ) | — | (623,498 | ) | |||||||||||||||
$ | (209,060 | ) | $ | — | $ | (209,060 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Termination Date | Notional Amount | Fair Value | Upfront Payments Paid/ (Received) | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Receive the positive price return of the Barclays Real Rates Basket. Pay a floating rate based on the 1-month USD-LIBOR-BBA plus 45 basis points, and, if negative, the absolute value of the total return of the basket. Counterparty: Barclays Bank PLC | 07/24/15 | USD 176,861,368 | $608,512 | $ | — | $ | 608,512 | |||||||||||||||
$608,512 | $ | — | $ | 608,512 |
Description | Counterparty | Exercise Rate | Exercise Index | Termination Date | Notional Amount | Premiums Received | Fair Value | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Cap- HICPx Index | Deutsche Bank AG | 2.500% | Maximum of [1-(Index Final/Index Initial)] or $0 | 04/26/22 | EUR 3,140,000 | $ | 217,411 | $ | (11,632 | ) | ||||||||||||||||||||
$ | 217,411 | $ | (11,632 | ) |
Description | Exercise Price | Expiration Date | # of Contracts | Premiums Received | Fair Value | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. Treasury 10-Year Note | 128.00 | 07/24/15 | 32 | $ | 23,454 | $ | (8,500 | ) | ||||||||||||||
U.S. Treasury 10-Year Note | 130.50 | 08/21/15 | 228 | 78,044 | (39,189 | ) | ||||||||||||||||
$ | 101,498 | $ | (47,689 | ) |
Notional Amount | Counterparty | Description | Exercise Price | Expiration Date | Premiums Received | Fair Value | ||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Options on Currencies | ||||||||||||||||||||||||||||
9,365,000 | BNP Paribas Bank | Call AUD vs. Put USD | 0.795 | AUD | 10/29/15 | $ | 73,629 | $ | (73,629 | ) | ||||||||||||||||||
9,175,000 | BNP Paribas Bank | Call AUD vs. Put USD | 0.815 | AUD | 08/13/15 | 76,056 | (7,849 | ) | ||||||||||||||||||||
9,175,000 | BNP Paribas Bank | Put AUD vs. Call USD | 0.775 | AUD | 08/13/15 | 220,335 | (140,231 | ) | ||||||||||||||||||||
7,815,625 | JPMorgan Chase & Co. | Call CHF vs. Put SEK | 9.750 | CHF | 08/28/15 | 42,368 | (10,640 | ) | ||||||||||||||||||||
6,635,000 | Deutsche Bank AG | Call EUR vs. Put USD | 1.150 | EUR | 08/03/15 | 77,705 | (37,260 | ) | ||||||||||||||||||||
6,600,000 | Deutsche Bank AG | Call EUR vs. Put USD | 1.155 | EUR | 08/06/15 | 82,458 | (33,058 | ) | ||||||||||||||||||||
7,195,000 | Deutsche Bank AG | Call USD vs. Put JPY | 126.500 | USD | 10/30/15 | 58,351 | (58,351 | ) | ||||||||||||||||||||
7,275,000 | Deutsche Bank AG | Call USD vs. Put JPY | 126.500 | USD | 10/30/15 | 58,964 | (58,684 | ) | ||||||||||||||||||||
7,275,000 | Deutsche Bank AG | Put USD vs. Call JPY | 113.500 | USD | 10/30/15 | 58,964 | (19,334 | ) | ||||||||||||||||||||
7,195,000 | Deutsche Bank AG | Put USD vs. Call JPY | 113.500 | USD | 10/30/15 | 15,325 | (15,325 | ) | ||||||||||||||||||||
Total Written OTC Options | $ | 764,155 | $ | (454,361 | ) |
Description | Counterparty | Floating Rate Index/Underlying Reference Entity | Pay/ Receive Floating | Exercise Rate | Expiration Date | Notional Amount | Premiums Received | Fair Value | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Put OTC Swaption | Deutsche Bank AG | 6-month EUR-EURIBOR-Reuters | Pay | 1.700% | 12/22/15 | EUR 3,420,000 | $ | 230,667 | $ | (232,263 | ) | |||||||||||||||||||||||
Put OTC Swaption | Deutsche Bank AG | 6-month EUR-EURIBOR-Reuters | Pay | 4.500% | 06/08/22 | EUR 10,100,000 | 475,560 | (225,037 | ) | |||||||||||||||||||||||||
Put OTC Swaption | Deutsche Bank AG | 3-month USD-LIBOR-BBA | Pay | 2.550% | 01/15/16 | USD 6,200,000 | 353,313 | (664,208 | ) | |||||||||||||||||||||||||
Put OTC Swaption | Deutsche Bank AG | 3-month USD-LIBOR-BBA | Pay | 2.900% | 02/13/17 | USD 15,300,000 | 436,915 | (580,425 | ) | |||||||||||||||||||||||||
Put OTC Swaption | Deutsche Bank AG | 3-month USD-LIBOR-BBA | Pay | 3.100% | 03/06/17 | USD 4,690,000 | 137,814 | (145,922 | ) | |||||||||||||||||||||||||
Put OTC Swaption | Deutsche Bank AG | 3-month USD-LIBOR-BBA | Pay | 3.100% | 03/06/17 | USD 9,400,000 | 257,372 | (292,466 | ) | |||||||||||||||||||||||||
Put OTC Swaption | Deutsche Bank AG | 3-month USD-LIBOR-BBA | Pay | 3.100% | 03/16/17 | USD 4,700,000 | 118,787 | (148,865 | ) | |||||||||||||||||||||||||
Call OTC Swaption | Deutsche Bank AG | 6-month EUR-EURIBOR-Reuters | Receive | 1.700% | 12/22/15 | EUR 3,420,000 | 230,667 | (205,080 | ) | |||||||||||||||||||||||||
Call OTC Swaption | Deutsche Bank AG | 3-month USD-LIBOR-BBA | Receive | 1.900% | 02/13/17 | USD 15,300,000 | 303,162 | (155,620 | ) | |||||||||||||||||||||||||
Call OTC Swaption | Deutsche Bank AG | 3-month USD-LIBOR-BBA | Receive | 2.100% | 03/06/17 | USD 9,400,000 | 212,876 | (131,712 | ) | |||||||||||||||||||||||||
Call OTC Swaption | Deutsche Bank AG | 3-month USD-LIBOR-BBA | Receive | 2.100% | 03/16/17 | USD 4,700,000 | 114,051 | (66,367 | ) | |||||||||||||||||||||||||
Call OTC Swaption | Deutsche Bank AG | 3-month USD-LIBOR-BBA | Receive | 3.000% | 03/06/17 | USD 4,690,000 | 89,471 | (65,716 | ) | |||||||||||||||||||||||||
Total Written Swaptions | $ | 2,960,655 | $ | (2,913,681 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (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* | $ | 550,754 | ||||||
Interest rate contracts | Investments in securities at value* | 4,177,545 | |||||||
Foreign exchange contracts | Unrealized appreciation on forward foreign currency contracts | 2,638,987 | |||||||
Interest rate contracts | Net Assets — Unrealized appreciation** | 377,895 | |||||||
Interest rate contracts | Unrealized appreciation on OTC swap agreements | 1,022,950 | |||||||
Interest rate contracts | Net Assets — Unrealized appreciation*** | 1,685,805 | |||||||
Total Asset Derivatives | $ | 10,453,936 | |||||||
Liability Derivatives | |||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 576,369 | ||||||
Interest rate contracts | Unrealized depreciation on OTC swap agreements | 623,498 | |||||||
Interest rate contracts | Net Assets — Unrealized depreciation** | 878,356 | |||||||
Interest rate contracts | Net Assets — Unrealized depreciation*** | 516,703 | |||||||
Interest rate contracts | Written options, at fair value | 2,973,002 | |||||||
Foreign exchange contracts | Written options, at fair value | 454,361 | |||||||
Total Liability Derivatives | $ | 6,022,289 |
* | Includes purchased options. |
** | 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. |
*** | Includes cumulative appreciation/depreciation of futures contracts as reported in the table following the Portfolio of Investments. |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | |||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Investments* | Foreign currency related transactions** | Futures | Swaps | Written options | Total | |||||||||||||||||||||
Foreign exchange contracts | $ | (2,763,033 | ) | $ | 11,354,503 | $ | — | $ | — | $ | 1,803,125 | $ | 10,394,595 | ||||||||||||||
Interest rate contracts | (1,235,755 | ) | — | (940,458 | ) | 5,820,256 | 974,854 | 4,618,897 | |||||||||||||||||||
Total | $ | (3,998,788 | ) | $ | 11,354,503 | $ | (940,458 | ) | $ | 5,820,256 | $ | 2,777,979 | $ | 15,013,492 |
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 | $ | (853,660 | ) | $ | (1,081,422 | ) | $ | — | $ | — | $ | 549,528 | $ | (1,385,554 | ) | ||||||||||||||||
Interest rate contracts | 99,232 | — | 3,787,024 | 272,933 | (191,219 | ) | 3,967,970 | ||||||||||||||||||||||||
Total | $ | (754,428 | ) | $ | (1,081,422 | ) | $ | 3,787,024 | $ | 272,933 | $ | 358,309 | $ | 2,582,416 |
* | Amounts recognized for purchased options are included in net realized gain (loss) on investments. |
** | Amounts recognized for forward foreign currency contracts are included in net realized gain (loss) on foreign currency related transactions and net change in unrealized appreciation or depreciation on foreign currency related transactions. |
Bank of America | Barclays Bank PLC | BNP Paribas Bank | Citigroup, Inc. | Deutsche Bank AG | Goldman Sachs & Co. | HSBC Bank PLC | JPMorgan Chase & Co. | The Commonwealk Bank of Australia | The Royal Bank of Canada | Standard Chartered Bank PLC | UBS AG | Totals | ||||||||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Assets: | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Purchased options | $ | 82 | $ | 450,760 | $ | 300,349 | $ | 6,508 | $ | 3,536,196 | $ | — | $ | — | $ | 6,047 | $ | — | $ | — | $ | — | $ | 41,637 | $ | 4,341,579 | ||||||||||||||||||||||||||||
Forward foreign currency contracts | 505,670 | 407,553 | — | — | 124,498 | — | 77,141 | 1,006,801 | 3,508 | 14,763 | — | 499,053 | 2,638,987 | |||||||||||||||||||||||||||||||||||||||||
OTC Interest rate swaps | — | 414,438 | — | — | — | — | — | — | — | — | — | — | 414,438 | |||||||||||||||||||||||||||||||||||||||||
OTC Total return swaps | — | 608,512 | — | — | — | — | — | — | 608,512 | |||||||||||||||||||||||||||||||||||||||||||||
Total Assets | $ | 505,752 | $ | 1,881,263 | $ | 300,349 | $ | 6,508 | $ | 3,660,694 | $ | — | $ | 77,141 | $ | 1,012,848 | $ | 3,508 | $ | 14,763 | $ | — | $ | 540,690 | $ | 8,003,516 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Bank of America | Barclays Bank PLC | BNP Paribas Bank | Citigroup, Inc. | Deutsche Bank AG | Goldman Sachs & Co. | HSBC Bank PLC | JPMorgan Chase & Co. | The Commonwealk Bank of Australia | The Royal Bank of Canada | Standard Chartered Bank PLC | UBS AG | Totals | ||||||||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Liabilities: | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | $ | — | $ | 47,416 | $ | — | $ | 35,644 | $ | 113,277 | $ | 8,670 | $ | — | $ | — | $ | — | $ | 22,734 | $ | 80,399 | $ | 268,229 | 576,369 | |||||||||||||||||||||||||||||
OTC Interest rate swaps | — | 623,498 | — | — | — | — | — | — | — | — | — | — | 623,498 | |||||||||||||||||||||||||||||||||||||||||
Written options | — | — | 221,709 | — | 3,147,325 | — | — | 10,640 | — | — | — | — | 3,379,674 | |||||||||||||||||||||||||||||||||||||||||
Total Liabilities | $ | — | $ | 670,914 | $ | 221,709 | $ | 35,644 | $ | 3,260,602 | $ | 8,670 | $ | — | $ | 10,640 | $ | — | $ | 22,734 | $ | 80,399 | $ | 268,229 | $ | 4,579,541 | ||||||||||||||||||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | 505,752 | $ | 1,210,349 | $ | 78,640 | $ | (29,136 | ) | $ | 400,092 | $ | (8,670 | ) | $ | 77,141 | $ | 1,002,208 | $ | 3,508 | $ | (7,971 | ) | $ | (80,399 | ) | $ | 272,461 | 3,423,975 | |||||||||||||||||||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | �� | $ | — | $ | — | $ | — | $ | — | $ | (830,000 | ) | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | (830,000 | ) | |||||||||||||||||||||||||
Net Exposure (1) | $ | 505,752 | $ | 1,210,349 | $ | 78,640 | $ | (29,136 | ) | $ | (429,908 | ) | $ | (8,670 | ) | $ | 77,141 | $ | 1,002,208 | $ | 3,508 | $ | (7,971 | ) | $ | (80,399 | ) | $ | 272,461 | $ | 2,593,975 |
(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® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) |
as of June 30, 2015
(as a percentage of net assets)
Corporate Bonds/Notes | 28.3 | % | |||||
U.S. Treasury Obligations | 24.9 | % | |||||
U.S. Government Agency Obligations | 24.0 | % | |||||
Asset-Backed Securities | 10.7 | % | |||||
Foreign Government Bonds | 4.3 | % | |||||
Collateralized Mortgage Obligations | 2.1 | % | |||||
Municipal Bonds | 1.1 | % | |||||
Assets in Excess of Other Liabilities* | 4.6 | % | |||||
Net Assets | 100.0 | % | |||||
* Includes short-term investments. |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: 28.3% | |||||||||||||||||||
Basic Materials: 0.6% | |||||||||||||||||||
375,000 | # | WR Grace & Co-Conn, 5.125%, 10/01/21 | $ | 378,750 | 0.2 | ||||||||||||||
900,000 | Other Securities | 879,492 | 0.4 | ||||||||||||||||
1,258,242 | 0.6 | ||||||||||||||||||
Communications: 4.4% | |||||||||||||||||||
825,000 | 21st Century Fox America, Inc., 3.000%–4.000%, 09/15/22–10/01/23 | 835,700 | 0.4 | ||||||||||||||||
775,000 | Amazon.com, Inc., 3.300%, 12/05/21 | 785,453 | 0.4 | ||||||||||||||||
875,000 | DIRECTV Holdings LLC / DIRECTV Financing Co., Inc., 3.800%–3.950%, 03/15/22–01/15/25 | 868,364 | 0.4 | ||||||||||||||||
775,000 | NBCUniversal Media, LLC, 4.450%, 01/15/43 | 743,874 | 0.4 | ||||||||||||||||
50,000 | # | Nielsen Finance LLC / Nielsen Finance Co., 5.000%, 04/15/22 | 49,312 | 0.0 | |||||||||||||||
1,450,000 | Verizon Communications, Inc., 5.150%, 09/15/23 | 1,591,384 | 0.8 | ||||||||||||||||
1,525,000 | Verizon Communications, Inc., 2.625%–4.150%, 02/21/20–03/15/24 | 1,542,857 | 0.8 | ||||||||||||||||
2,350,000 | Other Securities | 2,388,728 | 1.2 | ||||||||||||||||
8,805,672 | 4.4 | ||||||||||||||||||
Consumer, Cyclical: 2.1% | |||||||||||||||||||
950,000 | CVS Caremark Corp., 3.375%, 08/12/24 | 933,851 | 0.4 | ||||||||||||||||
375,000 | # | Family Tree Escrow LLC, 5.750%, 03/01/23 | 393,750 | 0.2 | |||||||||||||||
1,175,000 | Ford Motor Credit Co., LLC, 5.875%, 08/02/21 | 1,338,057 | 0.7 | ||||||||||||||||
1,600,000 | Other Securities | 1,604,513 | 0.8 | ||||||||||||||||
4,270,171 | 2.1 | ||||||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Consumer, Non-cyclical: 5.6% | |||||||||||||||||||
775,000 | AbbVie, Inc., 2.500%–3.200%, 05/14/20–11/06/22 | $ | 767,621 | 0.4 | |||||||||||||||
975,000 | Actavis Funding SCS, 2.350%, 03/12/18 | 980,813 | 0.5 | ||||||||||||||||
1,025,000 | Actavis Funding SCS, 3.450%–4.850%, 03/15/22–06/15/44 | 1,006,589 | 0.5 | ||||||||||||||||
800,000 | # | BAT International Finance PLC, 3.950%, 06/15/25 | 809,488 | 0.4 | |||||||||||||||
475,000 | # | Bayer US Finance LLC, 3.000%, 10/08/21 | 478,331 | 0.2 | |||||||||||||||
700,000 | # | EMD Finance LLC, 2.950%, 03/19/22 | 685,537 | 0.3 | |||||||||||||||
225,000 | # | HJ Heinz Co., 2.800%, 07/02/20 | 225,231 | 0.1 | |||||||||||||||
325,000 | # | HJ Heinz Co., 3.950%, 07/15/25 | 327,490 | 0.2 | |||||||||||||||
375,000 | # | Medtronic, Inc., 3.150%, 03/15/22 | 376,666 | 0.2 | |||||||||||||||
450,000 | # | Pernod Ricard SA, 4.450%, 01/15/22 | 473,257 | 0.2 | |||||||||||||||
1,225,000 | Reynolds American, Inc., 4.450%, 06/12/25 | 1,248,650 | 0.6 | ||||||||||||||||
775,000 | Synchrony Financial, 3.000%, 08/15/19 | 780,675 | 0.4 | ||||||||||||||||
1,225,000 | Sysco Corp., 3.500%, 10/02/24 | 1,237,078 | 0.6 | ||||||||||||||||
450,000 | # | Valeant Pharmaceuticals International, Inc., 7.500%, 07/15/21 | 487,688 | 0.3 | |||||||||||||||
1,350,000 | Other Securities | 1,372,324 | 0.7 | ||||||||||||||||
11,257,438 | 5.6 | ||||||||||||||||||
Energy: 3.5% | |||||||||||||||||||
650,000 | Anadarko Petroleum Corp., 3.450%, 07/15/24 | 640,795 | 0.3 | ||||||||||||||||
400,000 | # | Antero Resources Corp., 5.625%, 06/01/23 | 388,500 | 0.2 | |||||||||||||||
375,000 | Enterprise Products Operating L.P., 8.375%, 08/01/66 | 393,750 | 0.2 | ||||||||||||||||
375,000 | Enterprise Products Operating LLC, 3.750%–7.034%, 02/15/25–01/15/68 | 384,672 | 0.2 | ||||||||||||||||
650,000 | # | MEG Energy Corp., 6.375%, 01/30/23 | 607,750 | 0.3 | |||||||||||||||
725,000 | Williams Partners L.P., 3.600%–3.900%, 03/15/22–01/15/25 | 694,939 | 0.4 | ||||||||||||||||
4,000,000 | Other Securities | 3,777,433 | 1.9 | ||||||||||||||||
6,887,839 | 3.5 | ||||||||||||||||||
Financial: 10.3% | |||||||||||||||||||
325,000 | # | AIA Group Ltd., 3.200%, 03/11/25 | 313,529 | 0.2 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Financial: (continued) | |||||||||||||||||||
450,000 | # | Australia & New Zealand Banking Group Ltd., 4.500%, 03/19/24 | $ | 452,700 | 0.2 | ||||||||||||||
1,025,000 | Bank of America Corp., 4.000%–6.500%, 04/01/24–10/29/49 | 1,048,491 | 0.5 | ||||||||||||||||
1,000,000 | Barclays Bank PLC, 2.500%, 02/20/19 | 1,004,430 | 0.5 | ||||||||||||||||
350,000 | # | Credit Agricole SA, 4.375%, 03/17/25 | 335,972 | 0.2 | |||||||||||||||
600,000 | # | Credit Suisse AG, 6.500%, 08/08/23 | 657,667 | 0.3 | |||||||||||||||
300,000 | # | Credit Suisse Group AG, 6.250%, 12/29/49 | 288,525 | 0.2 | |||||||||||||||
250,000 | # | Credit Suisse Group Funding Guernsey Ltd., 3.750%, 03/26/25 | 240,786 | 0.1 | |||||||||||||||
875,000 | ING Bank NV, 4.125%, 11/21/23 | 900,184 | 0.5 | ||||||||||||||||
600,000 | # | International Lease Finance Corp., 6.750%, 09/01/16 | 632,250 | 0.3 | |||||||||||||||
575,000 | Intesa Sanpaolo SpA, 3.875%, 01/16/18 | 593,680 | 0.3 | ||||||||||||||||
975,000 | # | Intesa Sanpaolo SpA, 5.017%, 06/26/24 | 947,666 | 0.5 | |||||||||||||||
275,000 | # | LBG Capital No.1 PLC, 8.000%, 12/29/49 | 315,563 | 0.2 | |||||||||||||||
775,000 | Lloyds Bank PLC, 2.350%, 09/05/19 | 775,406 | 0.4 | ||||||||||||||||
425,000 | # | Macquarie, 6.625%, 04/07/21 | 486,930 | 0.2 | |||||||||||||||
1,050,000 | Morgan Stanley, 3.700%, 10/23/24 | 1,045,430 | 0.5 | ||||||||||||||||
750,000 | Morgan Stanley, 4.300%–5.550%, 01/27/45–12/29/49 | 725,714 | 0.4 | ||||||||||||||||
500,000 | Royal Bank of Scotland PLC/The, 9.500%, 03/16/22 | 552,637 | 0.3 | ||||||||||||||||
200,000 | Royal Bank of Scotland PLC/The, 9.500%, 03/16/22 | 221,055 | 0.1 | ||||||||||||||||
450,000 | # | Sumitomo Mitsui Financial Group, Inc., 4.436%, 04/02/24 | 459,812 | 0.2 | |||||||||||||||
400,000 | # | Teachers Insurance & Annuity Association of America, 4.900%, 09/15/44 | 407,368 | 0.2 | |||||||||||||||
275,000 | # | WEA Finance LLC / Westfield UK & Europe Finance PLC, 3.750%, 09/17/24 | 271,922 | 0.1 | |||||||||||||||
7,725,000 | Other Securities | 7,828,477 | 3.9 | ||||||||||||||||
20,506,194 | 10.3 | ||||||||||||||||||
Industrial: 0.5% | |||||||||||||||||||
600,000 | # | Penske Truck Leasing Co. Lp / PTL Finance Corp., 3.375%, 02/01/22 | 581,812 | 0.3 | |||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Industrial: (continued) | |||||||||||||||||||
375,000 | # | Sealed Air Corp., 5.250%, 04/01/23 | $ | 379,219 | 0.2 | ||||||||||||||
961,031 | 0.5 | ||||||||||||||||||
Materials: 0.3% | |||||||||||||||||||
500,000 | Other Securities | 544,283 | 0.3 | ||||||||||||||||
Technology: 1.0% | |||||||||||||||||||
975,000 | Hewlett-Packard Co., 2.750%, 01/14/19 | 985,756 | 0.5 | ||||||||||||||||
975,000 | Other Securities | 966,618 | 0.5 | ||||||||||||||||
1,952,374 | 1.0 | ||||||||||||||||||
Total Corporate Bonds/Notes | |||||||||||||||||||
(Cost $58,017,164) | 56,443,244 | 28.3 | |||||||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 2.1% | |||||||||||||||||||
1,050,000 | # | Edsouth Indenture No 9 LLC, 1.060%, 10/25/56 | 1,051,661 | 0.6 | |||||||||||||||
650,000 | # | FREMF Mortgage Trust, 3.811%, 01/25/48 | 637,070 | 0.3 | |||||||||||||||
1,340,268 | GS Mortgage Securities Trust 2007-GG10, 5.795%, 08/10/45 | 1,440,003 | 0.7 | ||||||||||||||||
EUR 1,012,646 | Other Securities | 1,036,984 | 0.5 | ||||||||||||||||
Total Collateralized Mortgage Obligations | |||||||||||||||||||
(Cost $4,148,856) | 4,165,718 | 2.1 | |||||||||||||||||
MUNICIPAL BONDS: 1.1% | |||||||||||||||||||
California: 0.5% | |||||||||||||||||||
750,000 | Other Securities | 961,992 | 0.5 | ||||||||||||||||
Puerto Rico: 0.6% | |||||||||||||||||||
960,000 | Commonwealth of Puerto Rico, 8.000%, 07/01/35 | 650,410 | 0.3 | ||||||||||||||||
1,195,000 | Other Securities | 581,272 | 0.3 | ||||||||||||||||
1,231,682 | 0.6 | ||||||||||||||||||
Total Municipal Bonds | |||||||||||||||||||
(Cost $2,402,097) | 2,193,674 | 1.1 | |||||||||||||||||
U.S. TREASURY OBLIGATIONS: 24.9% | |||||||||||||||||||
U.S. Treasury Bonds: 4.1% | |||||||||||||||||||
3,200,000 | 2.000%, due 02/15/25 | 3,104,749 | 1.6 | ||||||||||||||||
5,200,000 | 3.000%, due 05/15/45 | 5,072,438 | 2.5 | ||||||||||||||||
8,177,187 | 4.1 | ||||||||||||||||||
U.S. Treasury Notes: 20.8% | |||||||||||||||||||
4,600,000 | 0.500%, due 02/28/17 | 4,595,685 | 2.3 | ||||||||||||||||
6,800,000 | 1.000%, due 02/15/18 | 6,817,000 | 3.4 | ||||||||||||||||
19,600,000 | 1.375%, due 02/29/20 | 19,419,308 | 9.8 | ||||||||||||||||
3,800,000 | 1.375%, due 03/31/20 | 3,759,922 | 1.9 | ||||||||||||||||
2,000,000 | 1.375%, due 04/30/20 | 1,976,562 | 1.0 | ||||||||||||||||
2,100,000 | 1.500%, due 05/31/20 | 2,086,547 | 1.0 | ||||||||||||||||
2,800,000 | 1.875%, due 05/31/22 | 2,766,313 | 1.4 | ||||||||||||||||
41,421,337 | 20.8 | ||||||||||||||||||
Total U.S. Treasury Obligations | |||||||||||||||||||
(Cost $49,824,780) | 49,598,524 | 24.9 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. GOVERNMENT AGENCY OBLIGATIONS: 24.0% | |||||||||||||||||||||||
Federal Home Loan Mortgage Corporation: 2.9%## | |||||||||||||||||||||||
800,000 | 2.811%, due 01/25/25 | $ | 794,903 | 0.4 | |||||||||||||||||||
3,000,000 | 3.062%, due 12/25/24 | 3,037,350 | 1.5 | ||||||||||||||||||||
1,995,677 | 3.500%, due 04/01/43 | 2,059,811 | 1.0 | ||||||||||||||||||||
5,892,064 | 2.9 | ||||||||||||||||||||||
Federal National Mortgage Association: 11.7%## | |||||||||||||||||||||||
4,000,000 | 0.750%, due 03/14/17 | 4,008,224 | 2.0 | ||||||||||||||||||||
1,000,000 | W | 2.500%, due 02/25/27 | 1,012,192 | 0.5 | |||||||||||||||||||
2,000,000 | W | 3.000%, due 03/25/43 | 1,992,695 | 1.0 | |||||||||||||||||||
9,000,000 | W | 4.000%, due 07/01/44 | 9,536,027 | 4.8 | |||||||||||||||||||
1,000,000 | W | 4.500%, due 07/01/44 | 1,081,250 | 0.5 | |||||||||||||||||||
846,341 | 6.000%, due 08/01/27 | 960,366 | 0.5 | ||||||||||||||||||||
794,809 | 6.000%, due 12/01/36 | 906,167 | 0.5 | ||||||||||||||||||||
3,321,425 | 3.000%–6.000%, due 12/01/22–08/01/43 | 3,762,325 | 1.9 | ||||||||||||||||||||
23,259,246 | 11.7 | ||||||||||||||||||||||
Government National Mortgage Association: 9.4% | |||||||||||||||||||||||
1,000,000 | 3.000%, due 03/20/43 | 1,009,531 | 0.5 | ||||||||||||||||||||
10,000,000 | 3.500%, due 02/20/42 | 10,379,298 | 5.2 | ||||||||||||||||||||
498,991 | 3.500%, due 05/20/45 | 520,718 | 0.3 | ||||||||||||||||||||
2,500,000 | 3.500%, due 06/20/45 | 2,608,857 | 1.3 | ||||||||||||||||||||
3,000,000 | 4.000%, due 07/01/44 | 3,179,473 | 1.6 | ||||||||||||||||||||
993,718 | 4.000%, due 04/20/45 | 1,060,055 | 0.5 | ||||||||||||||||||||
18,757,932 | 9.4 | ||||||||||||||||||||||
Total U.S. Government Agency Obligations | |||||||||||||||||||||||
(Cost $47,886,915) | 47,909,242 | 24.0 | |||||||||||||||||||||
ASSET-BACKED SECURITIES: 10.7% | |||||||||||||||||||||||
Other Asset-Backed Securities: 10.7% | |||||||||||||||||||||||
250,000 | # | B&M CLO 2014-1 Ltd., 2.226%, 04/16/26 | 246,891 | 0.1 | |||||||||||||||||||
129,113 | # | Bayview Opportunity Master Fund IIIb RPL Trust 2015-3, 3.623%, 04/28/30 | 129,711 | 0.1 | |||||||||||||||||||
1,600,000 | # | Crown Point CLO III Ltd. 2015-3A ACOM, 1.803%, 12/31/27 | 1,578,880 | 0.8 | |||||||||||||||||||
250,000 | # | Crown Point CLO III Ltd. 2015-3A B, 3.317%, 12/31/27 | 249,975 | 0.1 | |||||||||||||||||||
650,000 | # | Greywolf CLO V Ltd. 2015-1A A1, 1.871%, 04/25/27 | 650,110 | 0.4 | |||||||||||||||||||
250,000 | # | Greywolf CLO V Ltd. 2015-1A A2, 2.671%, 04/25/27 | 251,325 | 0.1 | |||||||||||||||||||
800,000 | # | Halcyon Loan Advisors Funding 2015-1A A Ltd., 1.721%, 04/20/27 | 792,600 | 0.4 | |||||||||||||||||||
1,050,000 | # | Halcyon Loan Advisors Funding 2015-2A A Ltd., 4.679%, 07/25/27 | 1,038,450 | 0.5 | |||||||||||||||||||
2,000,000 | # | ICG US CLO Ltd. 2014-1A ACOM, 1.545%, 04/20/26 | 1,958,800 | 1.0 | |||||||||||||||||||
ASSET-BACKED SECURITIES: (continued) | |||||||||||||||||||||||
Other Asset-Backed Securities: (continued) | |||||||||||||||||||||||
1,200,000 | # | OFSI Fund VI Ltd. 2014-6A ACOM, 1.457%, 03/20/25 | $ | 1,169,040 | 0.6 | ||||||||||||||||||
2,550,000 | # | OFSI Fund VII Ltd. 2014-7A ACOM, 1.772%, 10/18/26 | 2,512,770 | 1.2 | |||||||||||||||||||
1,350,000 | # | Regatta IV Funding Ltd. 2014-1A ACOM, 1.787%, 07/25/26 | 1,334,205 | 0.7 | |||||||||||||||||||
1,650,000 | # | Sound Point CLO VIII Ltd. 2015-1A A, 1.792%, 04/15/27 | 1,645,299 | 0.8 | |||||||||||||||||||
300,000 | # | Sound Point CLO VIII Ltd. 2015-1A B, 2.312%, 04/15/27 | 295,481 | 0.2 | |||||||||||||||||||
3,800,000 | # | SPART 2015-T1 A 6/45, 2.530%, 06/15/45 | 3,799,984 | 1.9 | |||||||||||||||||||
1,000,000 | # | Trinitas CLO II Ltd. 2014-2A ACOM, 1.651%, 07/15/26 | 981,300 | 0.5 | |||||||||||||||||||
1,000,000 | # | Trinitas CLO Ltd. 2015-3A A2, 1.790%, 07/15/27 | 996,630 | 0.5 | |||||||||||||||||||
1,100,000 | # | Z Capital Credit Partners CLO 2015-1A ACOM Ltd., 1.737%, 07/16/27 | 1,081,670 | 0.5 | |||||||||||||||||||
600,000 | Other Securities | 518,834 | 0.3 | ||||||||||||||||||||
Total Asset-Backed Securities | |||||||||||||||||||||||
(Cost $21,133,354) | 21,231,955 | 10.7 | |||||||||||||||||||||
FOREIGN GOVERNMENT BONDS: 4.3% | |||||||||||||||||||||||
200,000 | # | Costa Rica Government International Bond, 7.158%, 03/12/45 | 196,000 | 0.1 | |||||||||||||||||||
620,000 | Croatia Government International Bond, 5.500%, 04/04/23 | 640,541 | 0.3 | ||||||||||||||||||||
340,000 | # | Dominican Republic International Bond, 5.500%, 01/27/25 | 342,550 | 0.2 | |||||||||||||||||||
1,039,000 | Israel Aid Bond, 5.500%, 12/04/23 | 1,262,980 | 0.6 | ||||||||||||||||||||
1,375,000 | Israel Government AID Bond, 5.500%, 09/18/23 | 1,663,712 | 0.8 | ||||||||||||||||||||
EUR 800,000 | Italy Buoni Poliennali Del Tesoro, 3.750%, 05/01/21 | 1,002,182 | 0.5 | ||||||||||||||||||||
EUR 800,000 | # | Spain Government Bond, 5.500%, 04/30/21 | 1,091,039 | 0.6 | |||||||||||||||||||
3,058,000 | Other Securities | 2,332,527 | 1.2 | ||||||||||||||||||||
Total Foreign Government Bonds | |||||||||||||||||||||||
(Cost $8,676,926) | 8,531,531 | 4.3 | |||||||||||||||||||||
Total Long-Term Investments | |||||||||||||||||||||||
(Cost $192,090,092) | 190,073,888 | 95.4 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 19.3% | |||||||||||||||||||
Foreign Government Bonds: 1.8% | |||||||||||||||||||
1,500,000 | # | Barclays Bank PLC, 0.889%, 04/13/16 | $ | 1,499,760 | 0.8 | ||||||||||||||
MXN 32,093,520 | Z | Mexico Cetes, 3.190%, 09/17/15 | 2,028,053 | 1.0 | |||||||||||||||
3,527,813 | 1.8 |
Shares | | | | Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Funds: 17.5% | ||||||||||||||||||
34,879,622 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.090%†† | |||||||||||||||||
(Cost $34,879,622) | 34,879,622 | 17.5 | ||||||||||||||||
Total Short-Term Investments | ||||||||||||||||||
(Cost $38,449,827) | 38,407,435 | 19.3 | ||||||||||||||||
Total Investments in Securities (Cost $230,539,919) | $ | 228,481,323 | 114.7 | |||||||||||||||
Liabilities in Excess of Other Assets | (29,293,132 | ) | (14.7 | ) | ||||||||||||||
Net Assets | $ | 199,188,191 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2015. |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
## | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
W | Settlement is on a when-issued or delayed-delivery basis. |
Z | Indicates Zero Coupon Bond; rate shown reflects current effective yield. |
EUR | EU Euro |
MXN | Mexican Peso |
Cost for federal income tax purposes is $230,573,915. |
Net unrealized depreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 355,703 | ||||
Gross Unrealized Depreciation | (2,448,295 | ) | ||||
Net Unrealized Depreciation | $ | (2,092,592 | ) |
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, 2015 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Corporate Bonds/Notes | $ | — | $ | 56,443,244 | $ | — | $ | 56,443,244 | ||||||||||
Collateralized Mortgage Obligations | — | 3,617,888 | 547,830 | 4,165,718 | ||||||||||||||
Municipal Bonds | — | 2,193,674 | — | 2,193,674 | ||||||||||||||
Foreign Government Bonds | — | 8,531,531 | — | 8,531,531 | ||||||||||||||
U.S. Treasury Obligations | — | 49,598,524 | — | 49,598,524 | ||||||||||||||
U.S. Government Agency Obligations | — | 47,909,242 | — | 47,909,242 | ||||||||||||||
Asset-Backed Securities | — | 18,115,205 | 3,116,750 | 21,231,955 | ||||||||||||||
Short-Term Investments | 34,879,622 | 3,527,813 | — | 38,407,435 | ||||||||||||||
Total Investments, at fair value | $ | 34,879,622 | $ | 189,937,121 | $ | 3,664,580 | $ | 228,481,323 | ||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Centrally Cleared Swaps | — | 1,103,212 | — | 1,103,212 | ||||||||||||||
Forward Foreign Currency Contracts | — | 285,221 | — | 285,221 | ||||||||||||||
Futures | 127,197 | — | — | 127,197 | ||||||||||||||
Total Assets | $ | 35,006,819 | $ | 191,325,554 | $ | 3,664,580 | $ | 229,996,953 | ||||||||||
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Centrally Cleared Swaps | $ | — | $ | (1,039,003 | ) | $ | — | $ | (1,039,003 | ) | ||||||||
Forward Foreign Currency Contracts | — | (318,483 | ) | — | (318,483 | ) | ||||||||||||
Futures | (291,959 | ) | — | — | (291,959 | ) | ||||||||||||
Sales Commitments | — | (1,028,828 | ) | — | (1,028,828 | ) | ||||||||||||
Total Liabilities | $ | (291,959 | ) | $ | (2,386,314 | ) | $ | — | $ | (2,678,273 | ) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (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. |
*Beginning Balance 2/20/2015 | Purchases | Sales | Accrued Discounts/ (Premiums) | Total Realized Gain/(Loss) | **Net Change in Unrealized Appreciation/ (Depreciation) | Transfers Into Level 3 | Transfers Out of Level 3 | ***Ending Balance 6/30/2015 | ||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||||||||||||||||||||
Asset-Backed Securities | $ | — | $ | 3,116,010 | $ | — | $ | 34 | $ | — | $ | 706 | $ | — | $ | — | $ | 3,116,750 | ||||||||||||||||||||
Collateralized Mortgage Obligations | — | 519,139 | — | 423 | 28,268 | — | — | 547,830 | ||||||||||||||||||||||||||||||
Total Investments, at value | $ | — | $ | 3,635,149 | $ | — | $ | 457 | $ | — | $ | 28,974 | $ | — | $ | — | $ | 3,664,580 |
* | Portfolio incepted on February 20, 2015. |
** | As of March 31, 2015 total change in unrealized gain (loss) on Level 3 securities still held at period end and included in the change in net assets was $28,974. |
*** | The Portfolio’s investments that are categorized as Level 3 were valued utilizing a single broker quote without adjustment. Such valuations are based on significant unobservable inputs. A significant change in third party information could result in a significantly lower or higher fair value in such Level 3 investments. |
Counterparty | Currency | Contract Amount | Buy/Sell | Settlement Date | In Exchange For | Fair Value | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Bank of America | EU Euro | 163,000 | Buy | 09/16/15 | $ | 182,192 | $ | 181,918 | $ | (274 | ) | |||||||||||||||||||
Bank of America | Mexican Peso | 10,634,587 | Buy | 09/17/15 | 683,149 | 672,878 | (10,271 | ) | ||||||||||||||||||||||
Bank of America | Hungarian Forint | 127,774,770 | Buy | 09/16/15 | 453,907 | 451,025 | (2,882 | ) | ||||||||||||||||||||||
Barclays Bank PLC | Philippine Peso | 8,284,161 | Buy | 07/03/15 | 183,000 | 183,718 | 718 | |||||||||||||||||||||||
Barclays Bank PLC | South Korean Won | 202,992,750 | Buy | 07/27/15 | 183,000 | 181,266 | (1,734 | ) | ||||||||||||||||||||||
Barclays Bank PLC | New Zealand Dollar | 263,000 | Buy | 09/16/15 | 181,667 | 177,049 | (4,618 | ) | ||||||||||||||||||||||
Barclays Bank PLC | Swiss Franc | 265,897 | Buy | 09/16/15 | 286,621 | 285,254 | (1,367 | ) | ||||||||||||||||||||||
Barclays Bank PLC | British Pound | 239,735 | Buy | 09/16/15 | 368,487 | 376,477 | 7,990 | |||||||||||||||||||||||
BNP Paribas Bank | Mexican Peso | 13,023,060 | Buy | 07/29/15 | 838,844 | 826,880 | (11,964 | ) | ||||||||||||||||||||||
BNP Paribas Bank | EU Euro | 326,000 | Buy | 09/16/15 | 366,902 | 363,836 | (3,066 | ) | ||||||||||||||||||||||
BNP Paribas Bank | Mexican Peso | 9,824,179 | Buy | 09/17/15 | 632,235 | 621,602 | (10,633 | ) | ||||||||||||||||||||||
BNP Paribas Bank | Swedish Krona | 1,678,253 | Buy | 09/16/15 | 202,719 | 202,777 | 58 | |||||||||||||||||||||||
JPMorgan Chase & Co. | Japanese Yen | 47,488,000 | Buy | 07/27/15 | 380,818 | 388,144 | 7,326 | |||||||||||||||||||||||
JPMorgan Chase & Co. | Norwegian Krone | 2,334,214 | Buy | 09/16/15 | 298,885 | 297,177 | (1,708 | ) | ||||||||||||||||||||||
JPMorgan Chase & Co. | EU Euro | 326,000 | Buy | 09/16/15 | 366,066 | 363,837 | (2,229 | ) | ||||||||||||||||||||||
JPMorgan Chase & Co. | Mexican Peso | 9,865,380 | Buy | 09/17/15 | 634,858 | 624,209 | (10,649 | ) | ||||||||||||||||||||||
Citigroup, Inc. | EU Euro | 326,000 | Buy | 09/16/15 | 365,424 | 363,837 | (1,587 | ) | ||||||||||||||||||||||
Citigroup, Inc. | Australian Dollar | 467,000 | Buy | 09/16/15 | 363,898 | �� | 358,798 | (5,100 | ) | |||||||||||||||||||||
Citigroup, Inc. | British Pound | 115,000 | Buy | 09/16/15 | 182,683 | 180,594 | (2,089 | ) | ||||||||||||||||||||||
Citigroup, Inc. | Hungarian Forint | 132,269,193 | Buy | 09/16/15 | 477,459 | 466,890 | (10,569 | ) | ||||||||||||||||||||||
Credit Suisse Group AG | EU Euro | 326,000 | Buy | 09/16/15 | 366,206 | 363,837 | (2,369 | ) | ||||||||||||||||||||||
Credit Suisse Group AG | EU Euro | 331,000 | Buy | 09/16/15 | 367,971 | 369,417 | 1,446 | |||||||||||||||||||||||
Deutsche Bank AG | Brazilian Real | 573,797 | Buy | 07/02/15 | 183,000 | 184,554 | 1,554 | |||||||||||||||||||||||
Deutsche Bank AG | Indian Rupee | 74,278,346 | Buy | 07/01/15 | 1,153,301 | 1,166,431 | 13,130 | |||||||||||||||||||||||
Deutsche Bank AG | Brazilian Real | 596,890 | Buy | 07/02/15 | 185,514 | 191,982 | 6,468 | |||||||||||||||||||||||
Deutsche Bank AG | Malaysian Ringgit | 696,132 | Buy | 07/31/15 | 183,000 | 184,977 | 1,977 | |||||||||||||||||||||||
Deutsche Bank AG | Brazilian Real | 574,947 | Buy | 08/04/15 | 182,697 | 182,660 | (37 | ) | ||||||||||||||||||||||
Deutsche Bank AG | British Pound | 82,943 | Buy | 07/15/15 | 126,906 | 130,312 | 3,406 | |||||||||||||||||||||||
Deutsche Bank AG | Japanese Yen | 89,303,491 | Buy | 09/16/15 | 727,000 | 730,437 | 3,437 | |||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 422,333 | Buy | 09/16/15 | 471,249 | 471,350 | 101 | |||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 164,000 | Buy | 09/16/15 | 183,364 | 183,034 | (330 | ) | ||||||||||||||||||||||
Deutsche Bank AG | Mexican Peso | 5,821,750 | Buy | 09/17/15 | 367,000 | 368,358 | 1,358 | |||||||||||||||||||||||
Deutsche Bank AG | Swedish Krona | 5,797,889 | Buy | 09/16/15 | 701,604 | 700,535 | (1,069 | ) | ||||||||||||||||||||||
JPMorgan Chase & Co. | Russian Ruble | 10,010,706 | Buy | 07/09/15 | 179,700 | 180,899 | 1,199 | |||||||||||||||||||||||
JPMorgan Chase & Co. | Russian Ruble | 10,010,706 | Buy | 07/02/15 | 186,000 | 181,403 | (4,597 | ) | ||||||||||||||||||||||
JPMorgan Chase & Co. | Malaysian Ringgit | 683,505 | Buy | 07/13/15 | 183,000 | 181,333 | (1,667 | ) |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Counterparty | Currency | Contract Amount | Buy/Sell | Settlement Date | In Exchange For | Fair Value | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Morgan Stanley | Brazilian Real | 526,379 | Buy | 07/02/15 | $ | 167,317 | $ | 169,303 | $ | 1,986 | ||||||||||||||||||||
Morgan Stanley | Brazilian Real | 589,336 | Buy | 07/02/15 | 185,000 | 189,552 | 4,552 | |||||||||||||||||||||||
Morgan Stanley | Indian Rupee | 14,479,841 | Buy | 07/31/15 | 226,655 | 226,765 | 110 | |||||||||||||||||||||||
Morgan Stanley | Brazilian Real | 114,393 | Buy | 08/04/15 | 36,104 | 36,343 | 239 | |||||||||||||||||||||||
Morgan Stanley | Turkish Lira | 462,093 | Buy | 09/16/15 | 163,825 | 168,659 | 4,834 | |||||||||||||||||||||||
The Royal Bank of Scotland Group PLC | Chilean Peso | 115,562,798 | Buy | 07/22/15 | 183,000 | 180,426 | (2,574 | ) | ||||||||||||||||||||||
The Royal Bank of Scotland Group PLC | Polish Zloty | 976,720 | Buy | 09/16/15 | 263,100 | 259,227 | (3,873 | ) | ||||||||||||||||||||||
The Royal Bank of Canada | EU Euro | 645,000 | Buy | 09/16/15 | 735,616 | 719,861 | (15,755 | ) | ||||||||||||||||||||||
The Royal Bank of Scotland Group PLC | Mexican Peso | 5,647,476 | Buy | 09/17/15 | 369,514 | 357,331 | (12,183 | ) | ||||||||||||||||||||||
The Royal Bank of Scotland Group PLC | EU Euro | 113,676 | Buy | 09/16/15 | 127,740 | 126,870 | (870 | ) | ||||||||||||||||||||||
The Royal Bank of Scotland Group PLC | Mexican Peso | 10,094,683 | Buy | 09/17/15 | 640,318 | 638,717 | (1,601 | ) | ||||||||||||||||||||||
The Royal Bank of Scotland Group PLC | Mexican Peso | 10,844,809 | Buy | 09/17/15 | 695,055 | 686,180 | (8,875 | ) | ||||||||||||||||||||||
Standard Chartered Bank PLC | Malaysian Ringgit | 679,735 | Buy | 07/07/15 | 183,000 | 180,238 | (2,762 | ) | ||||||||||||||||||||||
Standard Chartered Bank PLC | Malaysian Ringgit | 684,603 | Buy | 07/13/15 | 183,000 | 181,625 | (1,375 | ) | ||||||||||||||||||||||
Standard Chartered Bank PLC | Japanese Yen | 45,323,510 | Buy | 09/16/15 | 365,000 | 370,713 | 5,713 | |||||||||||||||||||||||
Standard Chartered Bank PLC | Australian Dollar | 239,000 | Buy | 09/16/15 | 183,452 | 183,625 | 173 | |||||||||||||||||||||||
Standard Chartered Bank PLC | Polish Zloty | 895,193 | Buy | 09/16/15 | 241,458 | 237,589 | (3,869 | ) | ||||||||||||||||||||||
State Street Bank | British Pound | 231,801 | Buy | 09/16/15 | 364,433 | 364,018 | (415 | ) | ||||||||||||||||||||||
State Street Bank | EU Euro | 266,731 | Buy | 09/16/15 | 303,731 | 297,688 | (6,043 | ) | ||||||||||||||||||||||
State Street Bank | EU Euro | 325,000 | Buy | 09/16/15 | 364,994 | 362,720 | (2,274 | ) | ||||||||||||||||||||||
UBS AG | EU Euro | 327,000 | Buy | 09/16/15 | 365,352 | 364,952 | (400 | ) | ||||||||||||||||||||||
UBS AG | Japanese Yen | 45,221,310 | Buy | 09/16/15 | 365,000 | 369,877 | 4,877 | |||||||||||||||||||||||
UBS AG | EU Euro | 645,000 | Buy | 09/16/15 | 731,533 | 719,861 | (11,672 | ) | ||||||||||||||||||||||
UBS AG | Japanese Yen | 45,098,099 | Buy | 09/16/15 | 365,154 | 368,869 | 3,715 | |||||||||||||||||||||||
UBS AG | EU Euro | 110,484 | Buy | 09/16/15 | 122,342 | 123,307 | 965 | |||||||||||||||||||||||
UBS AG | Brazilian Real | 206,530 | Buy | 07/02/15 | 63,891 | 66,428 | 2,537 | |||||||||||||||||||||||
UBS AG | Brazilian Real | 1,298,081 | Buy | 07/02/15 | 403,996 | 417,510 | 13,514 | |||||||||||||||||||||||
UBS AG | Hungarian Forint | 127,852,736 | Buy | 09/16/15 | 461,662 | 451,300 | (10,362 | ) | ||||||||||||||||||||||
UBS AG | Polish Zloty | 906,042 | Buy | 09/16/15 | 246,067 | 240,469 | (5,598 | ) | ||||||||||||||||||||||
Westpac Bank | New Zealand Dollar | 268,000 | Buy | 09/16/15 | 181,628 | 180,414 | (1,214 | ) | ||||||||||||||||||||||
Westpac Bank | Australian Dollar | 239,000 | Buy | 09/16/15 | 182,417 | 183,625 | 1,208 | |||||||||||||||||||||||
Westpac Bank | New Zealand Dollar | 529,769 | Buy | 09/16/15 | 378,530 | 356,634 | (21,896 | ) | ||||||||||||||||||||||
Westpac Bank | Canadian Dollar | 359,418 | Buy | 09/16/15 | 288,542 | 287,466 | (1,076 | ) | ||||||||||||||||||||||
Westpac Bank | Indian Rupee | 11,841,607 | Buy | 07/29/15 | 185,155 | 185,483 | 328 | |||||||||||||||||||||||
$ | (110,577 | ) | ||||||||||||||||||||||||||||
Bank of America | Mexican Peso | 2,845,163 | Sell | 09/17/15 | $ | 183,000 | $ | 180,021 | $ | 2,979 | ||||||||||||||||||||
Bank of America | Mexican Peso | 31,841,394 | Sell | 09/18/15 | 2,052,430 | 2,014,554 | 37,876 | |||||||||||||||||||||||
Bank of America | Japanese Yen | 45,388,941 | Sell | 09/16/15 | 366,000 | 371,248 | (5,248 | ) | ||||||||||||||||||||||
Barclays Bank PLC | Indian Rupee | 24,352,126 | Sell | 07/01/15 | 379,033 | 382,414 | (3,381 | ) | ||||||||||||||||||||||
Barclays Bank PLC | Philippine Peso | 8,278,565 | Sell | 07/03/15 | 185,000 | 183,594 | 1,406 | |||||||||||||||||||||||
Barclays Bank PLC | Mexican Peso | 12,674,232 | Sell | 07/29/15 | 819,707 | 804,732 | 14,975 | |||||||||||||||||||||||
Barclays Bank PLC | Australian Dollar | 474,000 | Sell | 09/16/15 | 366,943 | 364,176 | 2,767 | |||||||||||||||||||||||
BNP Paribas Bank | Russian Ruble | 10,415,361 | Sell | 07/09/15 | 183,000 | 188,211 | (5,211 | ) | ||||||||||||||||||||||
BNP Paribas Bank | South Korean Won | 224,813,596 | Sell | 07/13/15 | 200,290 | 201,196 | (906 | ) | ||||||||||||||||||||||
BNP Paribas Bank | South Korean Won | 204,978,300 | Sell | 07/31/15 | 183,000 | 182,923 | 77 | |||||||||||||||||||||||
BNP Paribas Bank | Chinese Offshore Yuan | 2,960,242 | Sell | 09/16/15 | 473,995 | 474,052 | (57 | ) | ||||||||||||||||||||||
BNP Paribas Bank | Chinese Offshore Yuan | 3,205,170 | Sell | 09/16/15 | 513,542 | 513,275 | 267 | |||||||||||||||||||||||
BNP Paribas Bank | EU Euro | 416,000 | Sell | 09/16/15 | 467,418 | 464,283 | 3,135 | |||||||||||||||||||||||
BNP Paribas Bank | EU Euro | 113,676 | Sell | 09/16/15 | 127,937 | 126,869 | 1,068 | |||||||||||||||||||||||
BNP Paribas Bank | EU Euro | 163,000 | Sell | 09/16/15 | 182,971 | 181,918 | 1,053 | |||||||||||||||||||||||
BNP Paribas Bank | EU Euro | 323,000 | Sell | 09/16/15 | 367,055 | 360,488 | 6,567 | |||||||||||||||||||||||
JPMorgan Chase & Co. | Japanese Yen | 22,666,288 | Sell | 09/16/15 | 183,000 | 185,394 | (2,394 | ) | ||||||||||||||||||||||
JPMorgan Chase & Co. | Japanese Yen | 45,194,205 | Sell | 09/16/15 | 365,000 | 369,655 | (4,655 | ) | ||||||||||||||||||||||
Citigroup, Inc. | Japanese Yen | 38,149,007 | Sell | 07/27/15 | 306,944 | 311,812 | (4,868 | ) | ||||||||||||||||||||||
Citigroup, Inc. | Canadian Dollar | 173,000 | Sell | 08/10/15 | 140,152 | 138,435 | 1,717 | |||||||||||||||||||||||
Citigroup, Inc. | British Pound | 144,000 | Sell | 07/15/15 | 221,511 | 226,239 | (4,728 | ) | ||||||||||||||||||||||
Citigroup, Inc. | EU Euro | 985,000 | Sell | 09/16/15 | 1,090,631 | 1,099,322 | (8,691 | ) | ||||||||||||||||||||||
Citigroup, Inc. | Canadian Dollar | 443,376 | Sell | 09/16/15 | 360,451 | 354,617 | 5,834 | |||||||||||||||||||||||
Citigroup, Inc. | New Zealand Dollar | 232,899 | Sell | 09/16/15 | 162,340 | 156,785 | 5,555 | |||||||||||||||||||||||
Citigroup, Inc. | British Pound | 118,125 | Sell | 09/16/15 | 180,848 | 185,502 | (4,654 | ) | ||||||||||||||||||||||
Citigroup, Inc. | South Korean Won | 409,167,504 | Sell | 07/17/15 | 366,000 | 365,951 | 49 | |||||||||||||||||||||||
Citigroup, Inc. | Russian Ruble | 4,739,109 | Sell | 07/29/15 | 85,818 | 84,957 | 861 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Counterparty | Currency | Contract Amount | Buy/Sell | Settlement Date | In Exchange For | Fair Value | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Citigroup, Inc. | Russian Ruble | 4,684,401 | Sell | 07/29/15 | $ | 84,747 | $ | 83,976 | $ | 771 | ||||||||||||||||||||
Credit Suisse Group AG | Japanese Yen | 45,171,720 | Sell | 09/16/15 | 366,000 | 369,471 | (3,471 | ) | ||||||||||||||||||||||
Credit Suisse Group AG | Russian Ruble | 5,716,549 | Sell | 07/27/15 | 102,000 | 102,561 | (561 | ) | ||||||||||||||||||||||
Credit Suisse Group AG | Russian Ruble | 4,396,000 | Sell | 07/27/15 | 79,717 | 78,869 | 848 | |||||||||||||||||||||||
Deutsche Bank AG | Brazilian Real | 589,536 | Sell | 07/02/15 | 184,000 | 189,616 | (5,616 | ) | ||||||||||||||||||||||
Deutsche Bank AG | Brazilian Real | 579,876 | Sell | 07/02/15 | 184,000 | 186,509 | (2,509 | ) | ||||||||||||||||||||||
Deutsche Bank AG | Brazilian Real | 588,578 | Sell | 07/02/15 | 185,000 | 189,308 | (4,308 | ) | ||||||||||||||||||||||
Deutsche Bank AG | Brazilian Real | 205,311 | Sell | 07/02/15 | 63,891 | 66,036 | (2,145 | ) | ||||||||||||||||||||||
Deutsche Bank AG | Indian Rupee | 11,880,700 | Sell | 07/01/15 | 185,000 | 186,569 | (1,569 | ) | ||||||||||||||||||||||
Deutsche Bank AG | South Korean Won | 202,581,000 | Sell | 07/27/15 | 183,000 | 180,898 | 2,102 | |||||||||||||||||||||||
Deutsche Bank AG | South Korean Won | 204,904,827 | Sell | 08/03/15 | 182,000 | 182,821 | (821 | ) | ||||||||||||||||||||||
Deutsche Bank AG | South Korean Won | 409,554,000 | Sell | 07/17/15 | 366,000 | 366,296 | (296 | ) | ||||||||||||||||||||||
Deutsche Bank AG | Singapore Dollar | 247,308 | Sell | 09/16/15 | 183,000 | 183,417 | (417 | ) | ||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 3,127,476 | Sell | 09/16/15 | 3,519,802 | 3,490,461 | 29,341 | |||||||||||||||||||||||
Deutsche Bank AG | Mexican Peso | 2,874,714 | Sell | 09/17/15 | 183,000 | 181,891 | 1,109 | |||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 110,484 | Sell | 09/16/15 | 123,005 | 123,307 | (302 | ) | ||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 324,624 | Sell | 09/16/15 | 366,645 | 362,301 | 4,344 | |||||||||||||||||||||||
JPMorgan Chase & Co. | Brazilian Real | 1,283,044 | Sell | 07/02/15 | 404,057 | 412,673 | (8,616 | ) | ||||||||||||||||||||||
JPMorgan Chase & Co. | Brazilian Real | 567,516 | Sell | 07/02/15 | 183,000 | 182,534 | 466 | |||||||||||||||||||||||
JPMorgan Chase & Co. | Indian Rupee | 23,565,679 | Sell | 07/01/15 | 366,000 | 370,064 | (4,064 | ) | ||||||||||||||||||||||
JPMorgan Chase & Co. | Taiwan New Dollar | 11,376,982 | Sell | 07/13/15 | 365,878 | 368,618 | (2,740 | ) | ||||||||||||||||||||||
JPMorgan Chase & Co. | Taiwan New Dollar | 5,616,931 | Sell | 07/21/15 | 181,837 | 181,951 | (114 | ) | ||||||||||||||||||||||
JPMorgan Chase & Co. | Chinese Offshore Yuan | 1,137,081 | Sell | 09/16/15 | 182,000 | 182,092 | (92 | ) | ||||||||||||||||||||||
JPMorgan Chase & Co. | Turkish Lira | 516,571 | Sell | 09/16/15 | 183,000 | 188,543 | (5,543 | ) | ||||||||||||||||||||||
Morgan Stanley | Japanese Yen | 89,909,633 | Sell | 09/16/15 | 733,000 | 735,395 | (2,395 | ) | ||||||||||||||||||||||
Morgan Stanley | Brazilian Real | 575,666 | Sell | 07/02/15 | 182,000 | 185,155 | (3,155 | ) | ||||||||||||||||||||||
The Royal Bank of Scotland Group PLC | Turkish Lira | 507,275 | Sell | 09/16/15 | 184,000 | 185,150 | (1,150 | ) | ||||||||||||||||||||||
The Royal Bank of Canada | Brazilian Real | 570,137 | Sell | 07/02/15 | 183,000 | 183,377 | (377 | ) | ||||||||||||||||||||||
The Royal Bank of Canada | Malaysian Ringgit | 1,808,981 | Sell | 07/07/15 | 479,480 | 479,667 | (187 | ) | ||||||||||||||||||||||
The Royal Bank of Canada | EU Euro | 326,000 | Sell | 09/16/15 | 367,284 | 363,836 | 3,448 | |||||||||||||||||||||||
The Royal Bank of Canada | New Zealand Dollar | 242,924 | Sell | 09/16/15 | 169,930 | 163,533 | 6,397 | |||||||||||||||||||||||
The Royal Bank of Scotland Group PLC | New Zealand Dollar | 266,000 | Sell | 09/16/15 | 181,135 | 179,068 | 2,067 | |||||||||||||||||||||||
Standard Chartered Bank PLC | Chinese Offshore Yuan | 2,288,920 | Sell | 09/16/15 | 366,000 | 366,547 | (547 | ) | ||||||||||||||||||||||
Standard Chartered Bank PLC | South Korean Won | 201,940,500 | Sell | 07/22/15 | 183,000 | 180,469 | 2,531 | |||||||||||||||||||||||
Standard Chartered Bank PLC | Taiwan New Dollar | 11,273,390 | Sell | 07/29/15 | 365,000 | 365,101 | (101 | ) | ||||||||||||||||||||||
Standard Chartered Bank PLC | Taiwan New Dollar | 5,636,740 | Sell | 08/03/15 | 182,000 | 182,544 | (544 | ) | ||||||||||||||||||||||
Standard Chartered Bank PLC | Brazilian Real | 1,283,044 | Sell | 10/02/15 | 395,903 | 399,088 | (3,185 | ) | ||||||||||||||||||||||
State Street Bank | Japanese Yen | 35,299,196 | Sell | 09/16/15 | 286,046 | 288,722 | (2,676 | ) | ||||||||||||||||||||||
State Street Bank | EU Euro | 325,000 | Sell | 09/16/15 | 366,971 | 362,721 | 4,250 | |||||||||||||||||||||||
State Street Bank | Canadian Dollar | 457,082 | Sell | 09/16/15 | 367,829 | 365,580 | 2,249 | |||||||||||||||||||||||
State Street Bank | Canadian Dollar | 460,835 | Sell | 09/16/15 | 367,000 | 368,580 | (1,580 | ) | ||||||||||||||||||||||
State Street Bank | Chinese Offshore Yuan | 2,975,631 | Sell | 09/16/15 | 476,635 | 476,517 | 118 | |||||||||||||||||||||||
State Street Bank | EU Euro | 326,000 | Sell | 09/16/15 | 367,043 | 363,836 | 3,207 | |||||||||||||||||||||||
UBS AG | EU Euro | 325,000 | Sell | 09/16/15 | 363,929 | 362,720 | 1,209 | |||||||||||||||||||||||
UBS AG | EU Euro | 327,000 | Sell | 09/16/15 | 366,316 | 364,952 | 1,364 | |||||||||||||||||||||||
UBS AG | New Zealand Dollar | 529,000 | Sell | 09/16/15 | 362,714 | 356,116 | 6,598 | |||||||||||||||||||||||
UBS AG | Japanese Yen | 22,462,938 | Sell | 09/16/15 | 183,000 | 183,730 | (730 | ) | ||||||||||||||||||||||
UBS AG | South African Rand | 2,316,260 | Sell | 09/16/15 | 183,000 | 187,824 | (4,824 | ) | ||||||||||||||||||||||
UBS AG | Singapore Dollar | 757,721 | Sell | 09/16/15 | 561,504 | 561,968 | (464 | ) | ||||||||||||||||||||||
UBS AG | South Korean Won | 205,442,500 | Sell | 07/31/15 | 182,702 | 183,337 | (635 | ) | ||||||||||||||||||||||
UBS AG | South Korean Won | 205,442,500 | Sell | 07/02/15 | 185,000 | 184,179 | 821 | |||||||||||||||||||||||
UBS AG | Malaysian Ringgit | 673,061 | Sell | 07/07/15 | 182,701 | 178,468 | 4,233 | |||||||||||||||||||||||
UBS AG | South Korean Won | 407,858,360 | Sell | 08/28/15 | 367,556 | 363,726 | 3,830 | |||||||||||||||||||||||
Westpac Bank | EU Euro | 642,354 | Sell | 08/07/15 | 723,763 | 716,488 | 7,275 | |||||||||||||||||||||||
Westpac Bank | EU Euro | 213,705 | Sell | 09/16/15 | 238,044 | 238,508 | (464 | ) | ||||||||||||||||||||||
Westpac Bank | Australian Dollar | 473,000 | Sell | 09/16/15 | 364,115 | 363,407 | 708 | |||||||||||||||||||||||
Westpac Bank | Mexican Peso | 2,850,026 | Sell | 09/17/15 | 183,000 | 180,329 | 2,671 | |||||||||||||||||||||||
Westpac Bank | Japanese Yen | 22,471,668 | Sell | 09/16/15 | 183,000 | 183,802 | (802 | ) | ||||||||||||||||||||||
Westpac Bank | EU Euro | 164,007 | Sell | 09/16/15 | 185,792 | 183,042 | 2,750 | |||||||||||||||||||||||
Westpac Bank | Singapore Dollar | 759,397 | Sell | 09/16/15 | 562,016 | 563,210 | (1,194 | ) | ||||||||||||||||||||||
Westpac Bank | Australian Dollar | 949,021 | Sell | 09/16/15 | 735,605 | 729,136 | 6,469 | |||||||||||||||||||||||
Westpac Bank | Malaysian Ringgit | 646,170 | Sell | 07/07/15 | 174,278 | 171,338 | 2,940 | |||||||||||||||||||||||
$ | 77,315 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Contract Description | Number of Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Long Contracts | ||||||||||||||||||
Australia 10-Year Bond | 17 | 09/15/15 | $ | 1,642,976 | $ | 5,350 | ||||||||||||
Canada 10-Year Bond | 31 | 09/21/15 | 3,474,780 | 19,624 | ||||||||||||||
Euro-Bobl 5-Year | 268 | 09/08/15 | 38,715,958 | 37,985 | ||||||||||||||
Euro-Bund | 4 | 09/08/15 | 677,830 | 6,163 | ||||||||||||||
Long-Term Euro-BTP | 17 | 09/08/15 | 2,467,803 | (21,654 | ) | |||||||||||||
U.S. Treasury 2-Year Note | 44 | 09/30/15 | 9,633,250 | 4,015 | ||||||||||||||
U.S. Treasury 5-Year Note | 20 | 09/30/15 | 2,385,156 | 6,356 | ||||||||||||||
U.S. Treasury Ultra Long Bond | 93 | 09/21/15 | 14,327,813 | (256,491 | ) | |||||||||||||
$ | 73,325,566 | $ | (198,652 | ) | ||||||||||||||
Short Contracts | ||||||||||||||||||
Euro-OAT | (12 | ) | 09/08/15 | (1,959,509 | ) | 2,979 | ||||||||||||
U.S. Treasury 10-Year Note | (51 | ) | 09/21/15 | (6,434,766 | ) | (13,814 | ) | |||||||||||
U.S. Treasury Long Bond | (54 | ) | 09/21/15 | (8,145,562 | ) | 44,725 | ||||||||||||
$ | (16,539,837 | ) | $ | 33,890 |
Reference Entity/Obligation | Buy/Sell Protection | (Pay)/Receive Fixed Rate (%) | Clearinghouse | Termination Date | Notional Amount(2) | Fair Value(3) | Unrealized Appreciation/ (Depreciation) | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CDX.NA.HY.24.V2 | Buy | (5.000) | Intercontinental Exchange | 06/20/20 | USD 2,850,000 | $ | (177,968 | ) | $ | 9,796 | ||||||||||||||||||||
$ | (177,968 | ) | $ | 9,796 |
Reference Entity/Obligation | Buy/Sell Protection | (Pay)/Receive Fixed Rate (%) | Clearinghouse | Termination Date | Notional Amount(2) | Fair Value(3) | Unrealized Appreciation/ (Depreciation) | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CDX.NA.IG.24.V1 | Sell | 1.000 | Intercontinental Exchange | 06/20/20 | USD 12,350,000 | 175,839 | (40,061 | ) | ||||||||||||||||||||||
175,839 | $ | (40,061 | ) |
(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 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. |
(4) | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will generally either i) Pay to the buyer an amount equal to the notional amount of the swap and take delivery of the referenced obligation, other deliverable obligations, or underlying securities comprising a referenced index or ii) Pay 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 a referenced index. |
Clearinghouse | Termination Date | Notional Amount | Fair Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Receive a floating rate based on the 6-month AUD-BBR-BBSW and pay a fixed rate equal to 3.500% | LCH.Clearnet | 09/16/25 | AUD 210,000 | $ | (1,416 | ) | $ | (413 | ) | |||||||||||||
Receive a fixed rate equal to 1.000% and pay a floating rate based on the 3-month CAD-CDOR | LCH.Clearnet | 04/21/17 | CAD 20,580,000 | 31,732 | 41,170 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Clearinghouse | Termination Date | Notional Amount | Fair Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Receive a fixed rate equal to 2.750% and pay a floating rate based on the 3-month CAD-CDOR | LCH.Clearnet | 09/16/25 | CAD 360,000 | $ | 14,019 | $ | 3,477 | |||||||||||||||
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.350% | Chicago Mercantile Exchange | 02/27/30 | EUR 4,270,000 | 294,841 | 420,970 | |||||||||||||||||
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 2.100% | LCH.Clearnet | 06/08/30 | EUR 2,960,000 | (13,464 | ) | (5,119 | ) | |||||||||||||||
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.500% | LCH.Clearnet | 09/16/30 | EUR 2,460,000 | 13,743 | 94,048 | |||||||||||||||||
Receive a fixed rate equal to 1.140% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | Chicago Mercantile Exchange | 02/27/35 | EUR 1,280,000 | (123,866 | ) | (175,502 | ) | |||||||||||||||
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.695% | Chicago Mercantile Exchange | 05/11/35 | EUR 3,590,000 | 200,647 | 171,811 | |||||||||||||||||
Receive a fixed rate equal to 0.600% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | Chicago Mercantile Exchange | 05/11/20 | EUR 1,760,000 | (6,187 | ) | (6,128 | ) | |||||||||||||||
Receive a fixed rate equal to 0.550% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | LCH.Clearnet | 05/22/20 | EUR 830,000 | (4,654 | ) | 959 | ||||||||||||||||
Receive a fixed rate equal to 0.500% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | LCH.Clearnet | 09/16/20 | EUR 6,750,000 | (17,940 | ) | 17,910 | ||||||||||||||||
Receive a fixed rate equal to 1.100% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | LCH.Clearnet | 05/15/24 | EUR 4,890,000 | 13,781 | 24,445 | |||||||||||||||||
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.800% | Chicago Mercantile Exchange | 05/15/24 | EUR 1,630,000 | 40,682 | 31,208 | |||||||||||||||||
Receive a fixed rate equal to 1.150% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | Chicago Mercantile Exchange | 02/27/25 | EUR 4,400,000 | (150,491 | ) | (194,806 | ) | |||||||||||||||
Receive a fixed rate equal to 1.568% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | Chicago Mercantile Exchange | 05/11/25 | EUR 9,680,000 | (137,863 | ) | (142,068 | ) | |||||||||||||||
Receive a fixed rate equal to 1.850% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | LCH.Clearnet | 06/08/25 | EUR 5,670,000 | 3,470 | 19,393 | |||||||||||||||||
Receive a fixed rate equal to 0.500% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | LCH.Clearnet | 09/16/25 | EUR 1,290,000 | (6,566 | ) | 18,254 | ||||||||||||||||
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.250% | LCH.Clearnet | 09/16/25 | EUR 3,100,000 | 15,780 | 21,322 | |||||||||||||||||
Receive a fixed rate equal to 2.000% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | LCH.Clearnet | 09/16/25 | EUR 4,700,000 | 19,946 | 11,966 | |||||||||||||||||
Receive a fixed rate equal to 1.500% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | LCH.Clearnet | 12/16/25 | EUR 14,770,000 | (334,071 | ) | (64,195 | ) | |||||||||||||||
Receive a floating rate based on the 6-month GBP-LIBOR-BBA and pay a fixed rate equal to 2.750% | LCH.Clearnet | 09/16/45 | GBP 1,530,000 | (206,544 | ) | (73,486 | ) | |||||||||||||||
Receive a floating rate based on the 6-month GBP-LIBOR-BBA and pay a fixed rate equal to 2.750% | LCH.Clearnet | 09/16/25 | GBP 3,520,000 | (18,585 | ) | (16,427 | ) | |||||||||||||||
Receive a fixed rate equal to 2.250% and pay a floating rate based on the 6-month GBP-LIBOR-BBA | LCH.Clearnet | 09/16/25 | GBP 1,280,000 | 10,801 | 10,773 | |||||||||||||||||
Receive a floating rate based on the 6-month GBP-LIBOR-BBA and pay a fixed rate equal to 2.750% | LCH.Clearnet | 12/16/25 | GBP 1,290,000 | (8,108 | ) | (10,991 | ) | |||||||||||||||
Receive a fixed rate equal to 1.500% and pay a floating rate based on the 6-month JPY-LIBOR-BBA | LCH.Clearnet | 09/16/45 | JPY 217,940,000 | (1,500 | ) | 25,785 | ||||||||||||||||
Receive a floating rate based on the 6-month JPY-LIBOR-BBA and pay a fixed rate equal to 0.750% | LCH.Clearnet | 09/16/25 | JPY 149,660,000 | (10,399 | ) | (7,192 | ) | |||||||||||||||
Receive a floating rate based on the 6-month JPY-LIBOR-BBA and pay a fixed rate equal to 1.000% | LCH.Clearnet | 12/16/25 | JPY 485,980,000 | 12,110 | 758 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Clearinghouse | Termination Date | Notional Amount | Fair Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Receive a fixed rate equal to 1.000% and pay a floating rate based on the 6-month NOK-NIBOR-NIBR | LCH.Clearnet | 05/11/17 | NOK 44,590,000 | $ | (30,824 | ) | $ | (26,619 | ) | |||||||||||||
Receive a fixed rate equal to 1.000% and pay a floating rate based on the 6-month NOK-NIBOR-NIBR | LCH.Clearnet | 07/01/17 | NOK 19,810,000 | (13,549 | ) | 1,966 | ||||||||||||||||
Receive a floating rate based on the 6-month NZD-BBR-FRA and pay a fixed rate equal to 4.250% | LCH.Clearnet | 09/16/25 | NZD 230,000 | (4,119 | ) | (2,939 | ) | |||||||||||||||
Receive a floating rate based on the 6-month SEK-STIBOR-SIDE and pay a fixed rate equal to 0.750% | LCH.Clearnet | 09/16/20 | SEK 59,940,000 | 32,200 | (6,399 | ) | ||||||||||||||||
Receive a fixed rate equal to 1.750% and pay a floating rate based on the 6-month SEK-STIBOR-SIDE | LCH.Clearnet | 09/16/25 | SEK 4,080,000 | 3,412 | (4,404 | ) | ||||||||||||||||
Receive a fixed rate equal to 1.500% and pay a floating rate based on the 6-month SEK-STIBOR-SIDE | Chicago Mercantile Exchange | 12/16/25 | SEK 50,570,000 | (307,104 | ) | (90,713 | ) | |||||||||||||||
Receive a fixed rate equal to 2.175% and pay a floating rate based on the 3-month USB-LIBOR-BBA | Chicago Mercantile Exchange | 05/05/20 | USD 6,900,000 | (28,736 | ) | (30,974 | ) | |||||||||||||||
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.250% | LCH.Clearnet | 09/16/20 | USD 1,400,000 | (12,638 | ) | (1,195 | ) | |||||||||||||||
Receive a fixed rate equal to 2.923% and pay a floating rate based on the 3-month USB-LIBOR-BBA | LCH.Clearnet | 06/24/21 | USD 11,700,000 | 4,827 | 8,818 | |||||||||||||||||
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.500% | LCH.Clearnet | 09/16/22 | USD 5,800,000 | (110,900 | ) | (134,936 | ) | |||||||||||||||
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.750% | LCH.Clearnet | 09/16/25 | USD 9,960,000 | (217,450 | ) | 26,625 | ||||||||||||||||
Receive a floating rate based on the 3-month USB-LIBOR-BBA and pay a fixed rate equal to 3.000% | LCH.Clearnet | 12/16/25 | USD 14,100,000 | 147,630 | 72,533 | |||||||||||||||||
Receive a floating rate based on the 3-month USB-LIBOR-BBA and pay a fixed rate equal to 2.606% | Chicago Mercantile Exchange | 05/05/27 | USD 2,250,000 | 67,522 | 69,225 | |||||||||||||||||
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 3.218% | LCH.Clearnet | 06/24/29 | USD 3,000,000 | 275 | (4,436 | ) | ||||||||||||||||
$ | (839,556 | ) | $ | 94,474 |
Principal Amount | | Description | | Fair Value | ||||||
---|---|---|---|---|---|---|---|---|---|---|
$(1,000,000) | Freddie Mac | $ | (1,028,828 | ) | ||||||
Total Sales Commitments Proceeds $(1,028,555) | $ | (1,028,828 | ) |
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 | $ | 285,221 | |||||||
Credit contracts | Net Assets- Unrealized appreciation* | 9,796 | ||||||||
Interest rate contracts | Net Assets- Unrealized appreciation* | 1,093,416 | ||||||||
Interest rate contracts | Net Assets- Unrealized appreciation** | 127,197 | ||||||||
Total Asset Derivatives | $ | 1,515,630 | ||||||||
Liability Derivatives | ||||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 318,483 | |||||||
Credit contracts | Net Assets- Unrealized depreciation* | 40,061 | ||||||||
Interest rate contracts | Net Assets- Unrealized depreciation* | 998,942 | ||||||||
Interest rate contracts | Net Assets- Unrealized depreciation** | 291,959 | ||||||||
Total Liability Derivatives | $ | 1,649,445 |
* | Includes cumulative appreciation/depreciation of centrally cleared swaps as reported in the table following the Summary Portfolio of Investments. Only current day’s variation margin receivable/payable is shown on the Statement of Assets and Liabiliites. |
** | Includes cumulative appreciation/depreciation of futures contracts as reported in the table following the Summary Portfolio of Investments. |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2015 (UNAUDITED) (CONTINUED) |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Foreign currency related transactions* | Futures | Swaps | Total | |||||||||||||||
Credit contracts | $ | — | $ | — | $ | 17,086 | $ | 17,086 | |||||||||||
Foreign exchange contracts | (133,004 | ) | — | — | (133,004 | ) | |||||||||||||
Interest rate contracts | — | 205,406 | 486,370 | 691,776 | |||||||||||||||
Total | $ | (133,004 | ) | $ | 205,406 | $ | 503,456 | $ | 575,858 |
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 | $ | — | $ | — | $ | (30,265 | ) | $ | (30,265 | ) | |||||||||
Foreign exchange contracts | (33,262 | ) | — | — | (33,262 | ) | |||||||||||||
Interest rate contracts | — | (164,762 | ) | 94,474 | (70,288 | ) | |||||||||||||
Total | $ | (33,262 | ) | $ | (164,762 | ) | $ | 64,209 | $ | (133,815 | ) |
* | 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. |
Bank of America | Barclays Bank PLC | BNP Paribas Bank | Citigroup, Inc. | Credit Suisse Group AG | Deutsche Bank AG | JPMorgan Chase & Co. | Morgan Stanley | Standard Chartered Bank PLC | State Street Bank | The Royal Bank of Canada | The Royal Bank of Scotland Group PLC | UBS AG | Westpac Bank | Totals | ||||||||||||||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Assets: | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | $ | 40,855 | $ | 27,856 | $ | 12,225 | $ | 14,787 | $ | 2,294 | $ | 68,327 | $ | 8,991 | $ | 11,721 | $ | 8,417 | $ | 9,824 | $ | 9,845 | $ | 2,067 | $ | 43,663 | $ | 24,349 | $ | 285,221 | ||||||||||||||||||||||||||||||||
Total Assets | $ | 40,855 | $ | 27,856 | $ | 12,225 | $ | 14,787 | $ | 2,294 | $ | 68,327 | $ | 8,991 | $ | 11,721 | $ | 8,417 | $ | 9,824 | $ | 9,845 | $ | 2,067 | $ | 43,663 | $ | 24,349 | $ | 285,221 | ||||||||||||||||||||||||||||||||
Liabilities: | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | $ | 18,675 | $ | 11,100 | $ | 31,837 | $ | 42,286 | $ | 6,401 | $ | 19,419 | $ | 49,068 | $ | 5,550 | $ | 12,383 | $ | 12,988 | $ | 16,319 | $ | 31,126 | $ | 34,685 | $ | 26,646 | $ | 318,483 | ||||||||||||||||||||||||||||||||
Total Liabilities | $ | 18,675 | $ | 11,100 | $ | 31,837 | $ | 42,286 | $ | 6,401 | $ | 19,419 | $ | 49,068 | $ | 5,550 | $ | 12,383 | $ | 12,988 | $ | 16,319 | $ | 31,126 | $ | 34,685 | $ | 26,646 | $ | 318,483 | ||||||||||||||||||||||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | 22,180 | $ | 16,756 | $ | (19,612 | ) | $ | (27,499 | ) | $ | (4,107 | ) | $ | 48,908 | $ | (40,077 | ) | $ | 6,171 | $ | (3,966 | ) | $ | (3,164 | ) | $ | (6,474 | ) | $ | (29,059 | ) | $ | 8,978 | $ | (2,297 | ) | $ | (33,262 | ) | ||||||||||||||||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | ||||||||||||||||||||||||||||||||
Net Exposure(1) | $ | 22,180 | $ | 16,756 | $ | (19,612 | ) | $ | (27,499 | ) | $ | (4,107 | ) | $ | 48,908 | $ | (40,077 | ) | $ | 6,171 | $ | (3,966 | ) | $ | (3,164 | ) | $ | (6,474 | ) | $ | (29,059 | ) | $ | 8,978 | $ | (2,297 | ) | $ | (33,262 | ) |
(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. |
APPROVAL OF AMENDED AND RESTATED INVESTMENT MANAGEMENT AGREEMENTS
BOARD CONSIDERATION AND APPROVAL OF NEW INVESTMENT ADVISORY AND SUB-ADVISORY CONTRACTS
Sub-Advisory Contract in light of the services to be provided by Goldman Sachs as the Portfolio’s Sub-Adviser; (7) Goldman Sachs’ operations and compliance program, including its policies and procedures intended to assure compliance with the Federal securities laws, which had been reviewed and evaluated by VVIT’s Chief Compliance Officer; (8) Goldman Sachs’ financial condition; (9) the appropriateness of the selection of Goldman Sachs in light of the Portfolio’s investment objective and prospective investor base; and (10) Goldman Sachs’ Code of Ethics, which was previously approved by the Board.
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Directed Services LLC
1475 Dunwoody Drive
West Chester, Pennsylvania 19380
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
The Bank of New York Mellon
One Wall Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
RETIREMENT | INVESTMENTS | INSURANCE voyainvestments.com | VPSAR-VIT3AIS (0615-0821415) |
n | Voya Global Perspectives Portfolio |
n | VY |